# EDGAR Filing Document

**Accession Number:** 0000896162
**File Stem:** 0001133228-26-000244
**Filing Date:** 2026-1
**Character Count:** 5718721
**Document Hash:** 5e8218a8c576adf1ca91e086b4abc4bb
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001133228-26-000244.hdr.sgml**: 20260109

**ACCESSION NUMBER**: 0001133228-26-000244

**CONFORMED SUBMISSION TYPE**: N-CSR

**PUBLIC DOCUMENT COUNT**: 68

**CONFORMED PERIOD OF REPORT**: 20251031

**FILED AS OF DATE**: 20260109

**DATE AS OF CHANGE**: 20260109

**EFFECTIVENESS DATE**: 20260109

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** DFA INVESTMENT TRUST CO
- **CENTRAL INDEX KEY:** 0000896162

**ORGANIZATION NAME:**
- **EIN:** 000000000
- **STATE OF INCORPORATION:** DE
- **FISCAL YEAR END:** 1031

**FILING VALUES:**
- **FORM TYPE:** N-CSR
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-07436
- **FILM NUMBER:** 26521897

**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

## Series and Classes Contracts Data

### THE EMERGING MARKETS SERIES (Series ID: S000000992)

| Class ID   | Class Name                  | Ticker Symbol   |
|:---|:---|:---|
| C000002743 | THE EMERGING MARKETS SERIES |  |

### THE U.S. LARGE CAP VALUE SERIES (Series ID: S000000993)

| Class ID   | Class Name                      | Ticker Symbol   |
|:---|:---|:---|
| C000002744 | THE U.S. LARGE CAP VALUE SERIES |  |

### THE DFA INTERNATIONAL VALUE SERIES (Series ID: S000000994)

| Class ID   | Class Name                         | Ticker Symbol   |
|:---|:---|:---|
| C000002745 | THE DFA INTERNATIONAL VALUE SERIES |  |

### THE EMERGING MARKETS SMALL CAP SERIES (Series ID: S000001000)

| Class ID   | Class Name                            | Ticker Symbol   |
|:---|:---|:---|
| C000002751 | THE EMERGING MARKETS SMALL CAP SERIES |  |

### THE JAPANESE SMALL COMPANY SERIES (Series ID: S000001004)

| Class ID   | Class Name                        | Ticker Symbol   |
|:---|:---|:---|
| C000002755 | THE JAPANESE SMALL COMPANY SERIES |  |

### THE UNITED KINGDOM SMALL COMPANY SERIES (Series ID: S000001005)

| Class ID   | Class Name                              | Ticker Symbol   |
|:---|:---|:---|
| C000002756 | THE UNITED KINGDOM SMALL COMPANY SERIES |  |

### THE CONTINENTAL SMALL COMPANY SERIES (Series ID: S000001006)

| Class ID   | Class Name                           | Ticker Symbol   |
|:---|:---|:---|
| C000002757 | THE CONTINENTAL SMALL COMPANY SERIES |  |

### THE ASIA PACIFIC SMALL COMPANY SERIES (Series ID: S000001007)

| Class ID   | Class Name                            | Ticker Symbol   |
|:---|:---|:---|
| C000002758 | THE ASIA PACIFIC SMALL COMPANY SERIES |  |

### The Canadian Small Company Series (Series ID: S000017804)

| Class ID   | Class Name                        | Ticker Symbol   |
|:---|:---|:---|
| C000049318 | The Canadian Small Company Series |  |

### The DFA Short Term Investment Fund (Series ID: S000028293)

| Class ID   | Class Name                         | Ticker Symbol   |
|:---|:---|:---|
| C000086468 | The DFA Short Term Investment Fund |  |

?xml version='1.0' encoding='ASCII'? 2025-10-22DFAB_TheUSLargeCapValueSeries_SingleClass_TSRAnnual

UNITED STATES

SECURITIES AND EXCHANGE COMMISSION

Washington, D.C. 20549

**FORM N-CSR**

**CERTIFIED SHAREHOLDER REPORT OF REGISTERED**

**MANAGEMENT INVESTMENT COMPANIES**

Investment Company Act file number <u>811-07436</u>

**<u>THE DFA INVESTMENT TRUST COMPANY</u>**

(Exact name of registrant as specified in charter)

<u>6300 Bee Cave Road, Building One, Austin, TX 78746</u>

(Address of principal executive offices) (Zip code)

Catherine L. Newell, Esquire, President and General Counsel

The DFA Investment Trust Company,

<u>6300 Bee Cave Road, Building One, Austin, TX 78746</u>

(Name and address of agent for service)

Registrant's telephone number, including area code: 512-306-7400

Date of fiscal year end: October 31

Date of reporting period: October 31, 2025

ITEM 1. REPORTS TO STOCKHOLDERS.

---

| | | |
|:---|:---|:---|
| ![image](img141882_202410280931781.jpg) | **The U.S. Large Cap Value Series**  | ![image](img141883_202410280932496.jpg) |
| ![image](img141882_202410280931781.jpg) | Annual Shareholder Report \| October 31, 2025  | ![image](img141883_202410280932496.jpg) |
| ![image](img141882_202410280931781.jpg) | ![image](img141883_202410280932496.jpg) |  |

---

This annual shareholder report contains important information about the The U.S. Large Cap Value Series (the "Series") for the period of November 1, 2024 to October 31, 2025. You can find additional information about the Series at https://www.dimensional.com/us-en/document-center. You can also request this information at no cost by contacting us collect at (512) 306-7400.

**WHAT WERE THE** **Series COSTS FOR THE LAST YEAR?** (based on a hypothetical $10,000 investment)

---

| | | |
|:---|:---|:---|
| **Series Name** | **Costs of a $10,000** **investment** | **Costs paid as a percentage of** **a $10,000 investment** |
| The U.S. Large Cap Value Series | $12 | 0.11% |

---

**MANAGEMENT'S DISCUSSION OF** **Series PERFORMANCE**

For the 12 months ended October 31, 2025, total returns were 9.64% for the Series and 11.15% for the Russell 1000® Value Index, the Series' style benchmark ("benchmark").

**PERFORMANCE HIGHLIGHTS**

U.S. equities had positive returns for the period. As measured by Russell indices, within the large cap universe, stocks with smaller market capitalizations underperformed larger stocks. Within large cap stocks, value stocks underperformed growth stocks as measured by the Russell indices. High profitability stocks underperformed low profitability stocks within large cap stocks. The Fund excludes real estate investment trusts (REITs) from purchase to allow investors to customize their real estate exposure. U.S. REITs underperformed U.S. equities as measured by the Dow Jones U.S. Select REIT Index and Russell indices.

Relative to the benchmark, the Series':

• Emphasis on stocks with smaller market capitalizations within the large cap universe detracted.

• Focus on value stocks detracted, as the index included stocks with relative prices too high for inclusion in the portfolio, and these stocks outperformed.

• Emphasis on stocks with higher profitability detracted.

• Exclusion of REITs contributed.

**HOW DID THE** **Series PERFORM?**

The Series' past performance is **not a good predictor** of the Series' future performance. The graph and table presented below do not reflect the deduction of taxes that a shareholder would pay on Series distributions or redemption of Series shares.

**VALUE OF A $10,000 INVESTMENT** (November 1, 2015 - October 31, 2025)

![image](ts5538img003.jpg)

PAGE 1 DFA103125-LCVS

------

**AVERAGE ANNUAL TOTAL RETURNS (%)** Period Ended October 31, 2025

---

| | | | |
|:---|:---|:---|:---|
|  | **1 Year** | **5 Year** | **10 Year** |
| **The U.S. Large Cap Value Series**  | 9.64% | 15.31% | 10.00% |
| **Russell 1000® Index**  | 21.14% | 17.05% | 14.39% |
| **Russell 1000® Value Index**  | 11.15% | 14.28% | 9.97% |

---

**KEY** **Series STATISTICS** (as of October 31, 2025)

---

| | |
|:---|:---|
| **Net Assets (Thousands)** | $28291228 |
| **Number of Holdings** | 339 |
| **Net Advisory Fees Paid (Thousands)** | $28057 |
| **Portfolio Turnover Rate** | 8% |

---

**WHAT DID THE** **Series INVEST IN?** (as of October 31, 2025)

---

| | |
|:---|:---|
| **Top 10 Holdings**<br>**(% of Total Investments)** |  |
|  JPMorgan Chase & Co.  | 4.8% |
|  Exxon Mobil Corp.  | 2.7% |
|  Johnson & Johnson  | 2.6% |
|  Chevron Corp.  | 2.4% |
|  Cisco Systems, Inc.  | 2.3% |
|  Berkshire Hathaway, Inc.  | 1.9% |
|  UnitedHealth Group, Inc.  | 1.9% |
|  Wells Fargo & Co.  | 1.8% |
|  Micron Technology, Inc.  | 1.5% |
|  Goldman Sachs Group, Inc.  | 1.3% |

---

Excludes short-term investments and collateral for loaned securities, if any.

---

| | |
|:---|:---|
| **Sector Allocation**<br>**(% of Total Investments)** |  |
|  Financials  | 23.9% |
|  Health Care  | 15.6% |
|  Industrials  | 14.2% |
|  Information Technology  | 12.7% |
|  Energy  | 12.1% |
|  Materials  | 6.2% |
|  Communication Services  | 6.0% |
|  Consumer Discretionary  | 4.8% |
|  Consumer Staples  | 4.0% |
|  Real Estate  | 0.5% |

---

Excludes short-term investments and collateral for loaned securities, if any.

**WHERE CAN I FIND ADDITIONAL INFORMATION ABOUT THE** **Series?**

For additional information about the Series, including its financial information, holdings, and proxy voting information, visit https://www.dimensional.com/us-en/document-center.

PAGE 2 DFA103125-LCVS

------

---

| | | |
|:---|:---|:---|
| ![image](img141882_202410280931781.jpg) | **The DFA International Value Series**  | ![image](img141883_202410280932496.jpg) |
| ![image](img141882_202410280931781.jpg) | Annual Shareholder Report \| October 31, 2025  | ![image](img141883_202410280932496.jpg) |
| ![image](img141882_202410280931781.jpg) | ![image](img141883_202410280932496.jpg) |  |

---

This annual shareholder report contains important information about The DFA International Value Series (the "Series") for the period of November 1, 2024 to October 31, 2025. You can find additional information about the Series at https://www.dimensional.com/us-en/document-center. You can also request this information at no cost by contacting us collect at (512) 306-7400.

***This report describes changes to the*** ***Series that occurred during the reporting period.***

**WHAT WERE THE** **Series COSTS FOR THE LAST YEAR?** (based on a hypothetical $10,000 investment)

---

| | | |
|:---|:---|:---|
| **Series Name** | **Costs of a $10,000** **investment** | **Costs paid as a percentage of** **a $10,000 investment** |
| The DFA International Value Series | $24 | 0.21% |

---

**MANAGEMENT'S DISCUSSION OF** **Series PERFORMANCE**

For the 12 months ended October 31, 2025, total returns were 32.09% for the Series and 29.49% for the MSCI World ex USA Value Index (net dividends), the Series' style benchmark ("benchmark").

**PERFORMANCE HIGHLIGHTS**

Developed ex U.S. equities had positive returns for the period. As measured by the MSCI World ex USA indices, within the large cap universe, stocks with smaller market capitalizations outperformed larger stocks. Within large cap stocks, value stocks outperformed growth stocks as measured by the MSCI World ex USA indices. High profitability stocks underperformed low profitability stocks within large cap stocks. The Fund excludes real estate investment trusts (REITs) from purchase to allow investors to customize their real estate exposure. Developed ex U.S. REITs underperformed Developed ex U.S. equities as measured by the S&P Developed ex U.S. REIT Index and MSCI World ex USA indices.

Relative to the benchmark, the Series':

• Focus on value stocks contributed, as the index included stocks with relative prices too high for inclusion in the portfolio, and these stocks underperformed.

**HOW DID THE** **Series PERFORM?**

The Series' past performance is **not a good predictor** of the Series' future performance. The graph and table presented below do not reflect the deduction of taxes that a shareholder would pay on Series distributions or redemption of Series shares.

**VALUE OF A $10,000 INVESTMENT** (November 1, 2015 - October 31, 2025)

![image](ts5535img003.jpg)

PAGE 1 DFA103125-DIVS

------

**AVERAGE ANNUAL TOTAL RETURNS (%)** Period Ended October 31, 2025

---

| | | | |
|:---|:---|:---|:---|
|  | **1 Year** | **5 Year** | **10 Year** |
| **The DFA International Value Series**  | 32.09% | 19.67% | 9.16% |
| **MSCI World ex USA Index (net div.)**  | 23.59% | 12.74% | 7.75% |
| **MSCI World ex USA Value Index (net div.)**  | 29.49% | 17.25% | 7.84% |

---

**KEY** **Series STATISTICS** (as of October 31, 2025)

---

| | |
|:---|:---|
| **Net Assets (Thousands)** | $15630821 |
| **Number of Holdings** | 519 |
| **Net Advisory Fees Paid (Thousands)** | $27529 |
| **Portfolio Turnover Rate** | 13% |

---

**WHAT DID THE** **Series INVEST IN?** (as of October 31, 2025)

---

| | |
|:---|:---|
| **Top 10 Holdings**<br>**(% of Total Investments)** |  |
|  Shell PLC  | 4.0% |
|  TotalEnergies SE  | 2.4% |
|  Banco Santander SA  | 2.1% |
|  SoftBank Group Corp.  | 2.0% |
|  Zurich Insurance Group AG  | 1.5% |
|  Barrick Mining Corp.  | 1.3% |
|  Toronto-Dominion Bank  | 1.2% |
|  Toyota Motor Corp.  | 1.2% |
|  Lloyds Banking Group PLC  | 1.1% |
|  UBS Group AG  | 1.1% |

---

Excludes short-term investments and collateral for loaned securities, if any.

---

| | |
|:---|:---|
| **Top Countries**<br>**(% of Total Investments)** |  |
|  Japan  | 21.9% |
|  United Kingdom  | 12.9% |
|  Canada  | 11.6% |
|  France  | 9.5% |
|  Switzerland  | 9.2% |
|  Germany  | 8.3% |
|  Australia  | 5.7% |
|  Netherlands  | 4.1% |
|  Spain  | 3.8% |
|  Sweden  | 2.4% |

---

Excludes short-term investments and collateral for loaned securities, if any.

**How Did the** **Series Change?**

Effective February 28, 2025, Geographic Focus Risk was added to the prospectus as a principal risk of investing in the Series.

Effective February 28, 2025, Brendan J. McAndrews was added as a portfolio manager to the Series.

**WHERE CAN I FIND ADDITIONAL INFORMATION ABOUT THE** **Series?**

For additional information about the Series, including its financial information, holdings, and proxy voting information, visit https://www.dimensional.com/us-en/document-center.

PAGE 2 DFA103125-DIVS

------

---

| | | |
|:---|:---|:---|
| ![image](img141882_202410280931781.jpg) | **The Japanese Small Company Series**  | ![image](img141883_202410280932496.jpg) |
| ![image](img141882_202410280931781.jpg) | Annual Shareholder Report \| October 31, 2025  | ![image](img141883_202410280932496.jpg) |
| ![image](img141882_202410280931781.jpg) | ![image](img141883_202410280932496.jpg) |  |

---

This annual shareholder report contains important information about The Japanese Small Company Series (the "Series") for the period of November 1, 2024 to October 31, 2025. You can find additional information about the Series at https://www.dimensional.com/us-en/document-center. You can also request this information at no cost by contacting us collect at (512) 306-7400.

***This report describes changes to the*** ***Series that occurred during the reporting period.***

**WHAT WERE THE** **Series COSTS FOR THE LAST YEAR?** (based on a hypothetical $10,000 investment)

---

| | | |
|:---|:---|:---|
| **Series Name** | **Costs of a $10,000** **investment** | **Costs paid as a percentage of** **a $10,000 investment** |
| The Japanese Small Company Series | $14 | 0.12% |

---

**MANAGEMENT'S DISCUSSION OF** **Series PERFORMANCE**

For the 12 months ended October 31, 2025, total returns were 26.70% for the Series and 24.48% for the MSCI Japan Small Cap Index (net dividends), the Series' style benchmark ("benchmark").

**PERFORMANCE HIGHLIGHTS**

Japanese equities had positive returns for the period. As measured by the MSCI Japan indices, small cap stocks outperformed mid cap stocks, a subset of large cap stocks, and small cap value stocks outperformed small cap growth stocks. Within small caps, high profitability stocks underperformed low profitability stocks. The Fund excludes from purchase small cap growth stocks with low profitability. These stocks underperformed within the MSCI Japan Small Cap Index. The Fund also excludes real estate investment trusts (REITs) from purchase to allow investors to customize their real estate exposure. Developed ex U.S. REITs underperformed Developed ex U.S. equities as measured by the S&P Developed ex U.S. REIT Index and MSCI World ex USA indices.

Relative to the benchmark, the Series':

• Exclusion of small cap stocks with the lowest profitability and highest relative prices contributed.

• Exclusion of REITs contributed.

**HOW DID THE** **Series PERFORM?**

The Series' past performance is **not a good predictor** of the Series' future performance. The graph and table presented below do not reflect the deduction of taxes that a shareholder would pay on Series distributions or redemption of Series shares.

**VALUE OF A $10,000 INVESTMENT** (November 1, 2015 - October 31, 2025)

![image](ts5480img003.jpg)

PAGE 1 DFA103125-JSCS

------

**AVERAGE ANNUAL TOTAL RETURNS (%)** Period Ended October 31, 2025

---

| | | | |
|:---|:---|:---|:---|
|  | **1 Year** | **5 Year** | **10 Year** |
| **The Japanese Small Company Series**  | 26.70% | 8.54% | 7.59% |
| **MSCI Japan Index (net div.)**  | 25.18% | 10.06% | 7.57% |
| **MSCI Japan Small Cap Index (net div.)**  | 24.48% | 7.05% | 6.92% |

---

**KEY** **Series STATISTICS** (as of October 31, 2025)

---

| | |
|:---|:---|
| **Net Assets (Thousands)** | $3328068 |
| **Number of Holdings** | 1609 |
| **Net Advisory Fees Paid (Thousands)** | $3065 |
| **Portfolio Turnover Rate** | 14% |

---

**WHAT DID THE** **Series INVEST IN?** (as of October 31, 2025)

---

| | |
|:---|:---|
| **Top 10 Holdings**<br>**(% of Total Investments)** |  |
|  Mitsui Kinzoku Co. Ltd.  | 0.9% |
|  Mitsui E&S Co. Ltd.  | 0.6% |
|  Taiyo Yuden Co. Ltd.  | 0.5% |
|  SUMCO Corp.  | 0.5% |
|  Hokuhoku Financial Group, Inc.  | 0.4% |
|  Penta-Ocean Construction Co. Ltd.  | 0.4% |
|  EXEO Group, Inc.  | 0.4% |
|  77 Bank Ltd.  | 0.4% |
|  Tokyo Seimitsu Co. Ltd.  | 0.4% |
|  Nippon Electric Glass Co. Ltd.  | 0.4% |

---

Excludes short-term investments and collateral for loaned securities, if any.

---

| | |
|:---|:---|
| **Top Countries**<br>**(% of Total Investments)** |  |
|  Japan  | 100.0% |

---

Excludes short-term investments and collateral for loaned securities, if any.

**How Did the** **Series Change?**

Effective February 28, 2025, Geographic Focus Risk was added to the prospectus as a principal risk of investing in the Series.

Effective February 28, 2025, Brendan J. McAndrews was added as a portfolio manager to the Series.

**WHERE CAN I FIND ADDITIONAL INFORMATION ABOUT THE** **Series?**

For additional information about the Series, including its financial information, holdings, and proxy voting information, visit https://www.dimensional.com/us-en/document-center.

PAGE 2 DFA103125-JSCS

------

---

| | | |
|:---|:---|:---|
| ![image](img141882_202410280931781.jpg) | **The Asia Pacific Small Company Series**  | ![image](img141883_202410280932496.jpg) |
| ![image](img141882_202410280931781.jpg) | Annual Shareholder Report \| October 31, 2025  | ![image](img141883_202410280932496.jpg) |
| ![image](img141882_202410280931781.jpg) | ![image](img141883_202410280932496.jpg) |  |

---

This annual shareholder report contains important information about The Asia Pacific Small Company Series (the "Series") for the period of November 1, 2024 to October 31, 2025. You can find additional information about the Series at https://www.dimensional.com/us-en/document-center. You can also request this information at no cost by contacting us collect at (512) 306-7400.

***This report describes changes to the*** ***Series that occurred during the reporting period.***

**WHAT WERE THE** **Series COSTS FOR THE LAST YEAR?** (based on a hypothetical $10,000 investment)

---

| | | |
|:---|:---|:---|
| **Series Name** | **Costs of a $10,000** **investment** | **Costs paid as a percentage of** **a $10,000 investment** |
| The Asia Pacific Small Company Series | $14 | 0.12% |

---

**MANAGEMENT'S DISCUSSION OF** **Series PERFORMANCE**

For the 12 months ended October 31, 2025, total returns were 25.20% for the Series and 21.86% for the MSCI Pacific ex Japan Small Cap Index (net dividends), the Series' style benchmark ("benchmark").

**PERFORMANCE HIGHLIGHTS**

Asia Pacific equities had positive returns for the period. As measured by the MSCI Pacific ex Japan indices, small cap stocks outperformed mid cap stocks, a subset of large cap stocks, and small cap value stocks underperformed small cap growth stocks. Within small caps, high profitability stocks outperformed low profitability stocks. The Fund excludes from purchase small cap growth stocks with low profitability. These stocks underperformed within the MSCI Pacific ex Japan Small Cap Index. The Fund also excludes real estate investment trusts (REITs) from purchase to allow investors to customize their real estate exposure. Developed ex U.S. REITs underperformed Developed ex U.S. equities as measured by the S&P Developed ex U.S. REIT Index and MSCI World ex USA indices.

Relative to the benchmark, the Series':

• Focus on small cap stocks contributed, as larger stocks held by the index underperformed.

• Exclusion of small cap stocks with the lowest profitability and highest relative prices contributed.

• Exclusion of REITs contributed.

**HOW DID THE** **Series PERFORM?**

The Series' past performance is **not a good predictor** of the Series' future performance. The graph and table presented below do not reflect the deduction of taxes that a shareholder would pay on Series distributions or redemption of Series shares.

**VALUE OF A $10,000 INVESTMENT** (November 1, 2015 - October 31, 2025)

![image](ts5481img003.jpg)

PAGE 1 DFA103125-APSCS

------

**AVERAGE ANNUAL TOTAL RETURNS (%)** Period Ended October 31, 2025

---

| | | | |
|:---|:---|:---|:---|
|  | **1 Year** | **5 Year** | **10 Year** |
| **The Asia Pacific Small Company Series**  | 25.20% | 9.37% | 7.47% |
| **MSCI Pacific ex Japan Index (net div.)**  | 16.26% | 9.67% | 7.39% |
| **MSCI Pacific ex Japan Small Cap Index (net div.)**  | 21.86% | 8.55% | 7.32% |

---

**KEY** **Series STATISTICS** (as of October 31, 2025)

---

| | |
|:---|:---|
| **Net Assets (Thousands)** | $1628106 |
| **Number of Holdings** | 666 |
| **Net Advisory Fees Paid (Thousands)** | $1382 |
| **Portfolio Turnover Rate** | 21% |

---

**WHAT DID THE** **Series INVEST IN?** (as of October 31, 2025)

---

| | |
|:---|:---|
| **Top 10 Holdings**<br>**(% of Total Investments)** |  |
|  Capricorn Metals Ltd.  | 1.2% |
|  Downer EDI Ltd.  | 1.2% |
|  Ansell Ltd.  | 1.2% |
|  Regis Resources Ltd.  | 1.2% |
|  Westgold Resources Ltd.  | 1.1% |
|  Zip Co. Ltd.  | 1.1% |
|  Ventia Services Group Pty. Ltd.  | 1.1% |
|  AMP Ltd.  | 1.1% |
|  Perseus Mining Ltd.  | 1.1% |
|  ASMPT Ltd.  | 1.1% |

---

Excludes short-term investments and collateral for loaned securities, if any.

---

| | |
|:---|:---|
| **Top Countries**<br>**(% of Total Investments)** |  |
|  Australia  | 65.1% |
|  Hong Kong  | 19.7% |
|  Singapore  | 12.5% |
|  New Zealand  | 2.7% |

---

Excludes short-term investments and collateral for loaned securities, if any.

**How Did the** **Series Change?**

Effective February 28, 2025, Geographic Focus Risk was added to the prospectus as a principal risk of investing in the Series.

Effective February 28, 2025, Brendan J. McAndrews was added as a portfolio manager to the Series.

**WHERE CAN I FIND ADDITIONAL INFORMATION ABOUT THE** **Series?**

For additional information about the Series, including its financial information, holdings, and proxy voting information, visit https://www.dimensional.com/us-en/document-center.

PAGE 2 DFA103125-APSCS

------

---

| | | |
|:---|:---|:---|
| ![image](img141882_202410280931781.jpg) | **The United Kingdom Small Company** **Series**  | ![image](img141883_202410280932496.jpg) |
| ![image](img141882_202410280931781.jpg) | Annual Shareholder Report \| October 31, 2025  | ![image](img141883_202410280932496.jpg) |
| ![image](img141882_202410280931781.jpg) | ![image](img141883_202410280932496.jpg) |  |

---

This annual shareholder report contains important information about The United Kingdom Small Company Series (the "Series") for the period of November 1, 2024 to October 31, 2025. You can find additional information about the Series at https://www.dimensional.com/us-en/document-center. You can also request this information at no cost by contacting us collect at (512) 306-7400.

***This report describes changes to the*** ***Series that occurred during the reporting period.***

**WHAT WERE THE** **Series COSTS FOR THE LAST YEAR?** (based on a hypothetical $10,000 investment)

---

| | | |
|:---|:---|:---|
| **Series Name** | **Costs of a $10,000** **investment** | **Costs paid as a percentage of** **a $10,000 investment** |
| The United Kingdom Small Company Series | $12 | 0.11% |

---

**MANAGEMENT'S DISCUSSION OF** **Series PERFORMANCE**

For the 12 months ended October 31, 2025, total returns were 13.63% for the Series and 16.42% for the MSCI United Kingdom Small Cap Index (net dividends), the Series' style benchmark ("benchmark").

**PERFORMANCE HIGHLIGHTS**

United Kingdom equities had positive returns for the period. As measured by the MSCI United Kingdom indices, small cap stocks underperformed mid cap stocks, a subset of large cap stocks, and small value stocks underperformed small growth stocks. Within small caps, high profitability stocks outperformed low profitability stocks. The Fund excludes from purchase small cap stocks with high asset growth. These stocks outperformed within the MSCI United Kingdom Small Cap Index. The Fund also excludes real estate investment trusts (REITs) from purchase to allow investors to customize their real estate exposure. Developed ex U.S. REITs underperformed Developed ex U.S. equities as measured by the S&P Developed ex U.S. REIT Index and MSCI World ex USA indices.

Relative to the benchmark, the Series':

• Focus on small cap stocks detracted, as larger stocks held by the index outperformed.

• Exclusion of small cap stocks with high asset growth detracted.

• Exclusion of REITs contributed.

**HOW DID THE** **Series PERFORM?**

The Series' past performance is **not a good predictor** of the Series' future performance. The graph and table presented below do not reflect the deduction of taxes that a shareholder would pay on Series distributions or redemption of Series shares.

**VALUE OF A $10,000 INVESTMENT** (November 1, 2015 - October 31, 2025)

![image](ts5482img003.jpg)

PAGE 1 DFA103125-UKSCS

------

**AVERAGE ANNUAL TOTAL RETURNS (%)** Period Ended October 31, 2025

---

| | | | |
|:---|:---|:---|:---|
|  | **1 Year** | **5 Year** | **10 Year** |
| **The United Kingdom Small Company Series**  | 13.63% | 10.68% | 4.54% |
| **MSCI United Kingdom Index (net div.)**  | 26.59% | 16.95% | 6.60% |
| **MSCI United Kingdom Small Cap Index (net div.)**  | 16.42% | 7.85% | 3.46% |

---

**KEY** **Series STATISTICS** (as of October 31, 2025)

---

| | |
|:---|:---|
| **Net Assets (Thousands)** | $1734535 |
| **Number of Holdings** | 299 |
| **Net Advisory Fees Paid (Thousands)** | $1562 |
| **Portfolio Turnover Rate** | 19% |

---

**WHAT DID THE** **Series INVEST IN?** (as of October 31, 2025)

---

| | |
|:---|:---|
| **Top 10 Holdings**<br>**(% of Total Investments)** |  |
|  Games Workshop Group PLC  | 2.0% |
|  Babcock International Group PLC  | 1.8% |
|  Hiscox Ltd.  | 1.7% |
|  Howden Joinery Group PLC  | 1.6% |
|  Lion Finance Group PLC  | 1.6% |
|  IG Group Holdings PLC  | 1.6% |
|  Taylor Wimpey PLC  | 1.5% |
|  Persimmon PLC  | 1.5% |
|  IMI PLC  | 1.5% |
|  Kingfisher PLC  | 1.5% |

---

Excludes short-term investments and collateral for loaned securities, if any.

---

| | |
|:---|:---|
| **Top Countries**<br>**(% of Total Investments)** |  |
|  United Kingdom  | 100.0% |

---

Excludes short-term investments and collateral for loaned securities, if any.

**How Did the** **Series Change?**

Effective February 28, 2025, Geographic Focus Risk was added to the prospectus as a principal risk of investing in the Series.

Effective February 28, 2025, Brendan J. McAndrews was added as a portfolio manager to the Series.

**WHERE CAN I FIND ADDITIONAL INFORMATION ABOUT THE** **Series?**

For additional information about the Series, including its financial information, holdings, and proxy voting information, visit https://www.dimensional.com/us-en/document-center.

PAGE 2 DFA103125-UKSCS

------

---

| | | |
|:---|:---|:---|
| ![image](img141882_202410280931781.jpg) | **The Continental Small Company Series**  | ![image](img141883_202410280932496.jpg) |
| ![image](img141882_202410280931781.jpg) | Annual Shareholder Report \| October 31, 2025  | ![image](img141883_202410280932496.jpg) |
| ![image](img141882_202410280931781.jpg) | ![image](img141883_202410280932496.jpg) |  |

---

This annual shareholder report contains important information about The Continental Small Company Series (the "Series") for the period of November 1, 2024 to October 31, 2025. You can find additional information about the Series at https://www.dimensional.com/us-en/document-center. You can also request this information at no cost by contacting us collect at (512) 306-7400.

***This report describes changes to the*** ***Series that occurred during the reporting period.***

**WHAT WERE THE** **Series COSTS FOR THE LAST YEAR?** (based on a hypothetical $10,000 investment)

---

| | | |
|:---|:---|:---|
| **Series Name** | **Costs of a $10,000** **investment** | **Costs paid as a percentage of** **a $10,000 investment** |
| The Continental Small Company Series | $14 | 0.12% |

---

**MANAGEMENT'S DISCUSSION OF** **Series PERFORMANCE**

For the 12 months ended October 31, 2025, total returns were 26.40% for the Series and 24.40% for the MSCI Europe ex UK Small Cap Index (net dividends), the Series' style benchmark ("benchmark").

**PERFORMANCE HIGHLIGHTS**

Europe ex UK equities had positive returns for the period. As measured by the MSCI Europe ex UK indices, small cap stocks outperformed large cap stocks and underperformed mid cap stocks, a subset of large cap stocks. Small cap value stocks outperformed small cap growth stocks. Within small caps, high profitability stocks underperformed low profitability stocks. The Fund excludes from purchase small cap growth stocks with low profitability. These stocks underperformed within the MSCI Europe ex UK Small Cap Index. The Fund also excludes real estate investment trusts (REITs) from purchase to allow investors to customize their real estate exposure. Developed ex U.S. REITs underperformed Developed ex U.S. equities as measured by the S&P Developed ex U.S. REIT Index and MSCI World ex USA indices.

Relative to the benchmark, the Series':

• Focus on small cap stocks contributed, as larger stocks held by the index underperformed.

• Exclusion of small cap stocks with the lowest profitability and highest relative prices contributed.

**HOW DID THE** **Series PERFORM?**

The Series' past performance is **not a good predictor** of the Series' future performance. The graph and table presented below do not reflect the deduction of taxes that a shareholder would pay on Series distributions or redemption of Series shares.

**VALUE OF A $10,000 INVESTMENT** (November 1, 2015 - October 31, 2025)

![image](ts5483img003.jpg)

PAGE 1 DFA103125-CSCS

------

**AVERAGE ANNUAL TOTAL RETURNS (%)** Period Ended October 31, 2025

---

| | | | |
|:---|:---|:---|:---|
|  | **1 Year** | **5 Year** | **10 Year** |
| **The Continental Small Company Series**  | 26.40% | 13.46% | 9.74% |
| **MSCI Europe ex UK Index (net div.)**  | 22.22% | 12.69% | 7.81% |
| **MSCI Europe ex UK Small Cap Index (net div.)**  | 24.40% | 10.11% | 8.26% |

---

**KEY** **Series STATISTICS** (as of October 31, 2025)

---

| | |
|:---|:---|
| **Net Assets (Thousands)** | $5878980 |
| **Number of Holdings** | 1151 |
| **Net Advisory Fees Paid (Thousands)** | $5460 |
| **Portfolio Turnover Rate** | 10% |

---

**WHAT DID THE** **Series INVEST IN?** (as of October 31, 2025)

---

| | |
|:---|:---|
| **Top 10 Holdings**<br>**(% of Total Investments)** |  |
|  BAWAG Group AG  | 1.0% |
|  Belimo Holding AG  | 1.0% |
|  PSP Swiss Property AG  | 0.9% |
|  Alstom SA  | 0.8% |
|  Swissquote Group Holding SA  | 0.8% |
|  Banca Monte dei Paschi di Siena SpA  | 0.8% |
|  Konecranes OYJ  | 0.7% |
|  Banco Comercial Portugues SA R  | 0.7% |
|  Rexel SA  | 0.7% |
|  Orion OYJ B  | 0.7% |

---

Excludes short-term investments and collateral for loaned securities, if any.

---

| | |
|:---|:---|
| **Top Countries**<br>**(% of Total Investments)** |  |
|  Switzerland  | 19.0% |
|  Germany  | 14.3% |
|  France  | 12.3% |
|  Italy  | 9.9% |
|  Denmark  | 6.9% |
|  Sweden  | 6.6% |
|  Finland  | 6.5% |
|  Spain  | 5.9% |
|  Netherlands  | 5.4% |
|  Belgium  | 3.7% |

---

Excludes short-term investments and collateral for loaned securities, if any.

**How Did the** **Series Change?**

Effective February 28, 2025, Brendan J. McAndrews was added as a portfolio manager to the Series.

**WHERE CAN I FIND ADDITIONAL INFORMATION ABOUT THE** **Series?**

For additional information about the Series, including its financial information, holdings, and proxy voting information, visit https://www.dimensional.com/us-en/document-center.

PAGE 2 DFA103125-CSCS

------

---

| | | |
|:---|:---|:---|
| ![image](img141882_202410280931781.jpg) | **The Canadian Small Company Series**  | ![image](img141883_202410280932496.jpg) |
| ![image](img141882_202410280931781.jpg) | Annual Shareholder Report \| October 31, 2025  | ![image](img141883_202410280932496.jpg) |
| ![image](img141882_202410280931781.jpg) | ![image](img141883_202410280932496.jpg) |  |

---

This annual shareholder report contains important information about The Canadian Small Company Series (the "Series") for the period of November 1, 2024 to October 31, 2025. You can find additional information about the Series at https://www.dimensional.com/us-en/document-center. You can also request this information at no cost by contacting us collect at (512) 306-7400.

***This report describes changes to the*** ***Series that occurred during the reporting period.***

**WHAT WERE THE** **Series COSTS FOR THE LAST YEAR?** (based on a hypothetical $10,000 investment)

---

| | | |
|:---|:---|:---|
| **Series Name** | **Costs of a $10,000** **investment** | **Costs paid as a percentage of** **a $10,000 investment** |
| The Canadian Small Company Series | $13 | 0.11% |

---

**MANAGEMENT'S DISCUSSION OF** **Series PERFORMANCE**

For the 12 months ended October 31, 2025, total returns were 44.52% for the Series and 38.32% for the MSCI Canada Small Cap Index (net dividends), the Series' style benchmark ("benchmark").

**PERFORMANCE HIGHLIGHTS**

Canadian equities had positive returns for the period. As measured by the MSCI Canada indices, small cap stocks outperformed mid cap stocks, a subset of large cap stocks, and small cap value stocks underperformed small cap growth stocks. Within small caps, high profitability stocks underperformed low profitability stocks. The Fund excludes real estate investment trusts (REITs) from purchase to allow investors to customize their real estate exposure. Developed ex U.S. REITs underperformed Developed ex U.S. equities as measured by the S&P Developed ex U.S. REIT Index and MSCI World ex USA indices.

Relative to the benchmark, the Series':

• Exclusion of REITs contributed.

**HOW DID THE** **Series PERFORM?**

The Series' past performance is **not a good predictor** of the Series' future performance. The graph and table presented below do not reflect the deduction of taxes that a shareholder would pay on Series distributions or redemption of Series shares.

**VALUE OF A $10,000 INVESTMENT** (November 1, 2015 - October 31, 2025)

![image](ts5455img003.jpg)

PAGE 1 DFA103125-CNSCS

------

**AVERAGE ANNUAL TOTAL RETURNS (%)** Period Ended October 31, 2025

---

| | | | |
|:---|:---|:---|:---|
|  | **1 Year** | **5 Year** | **10 Year** |
| **The Canadian Small Company Series**  | 44.52% | 21.84% | 13.30% |
| **MSCI Canada Index (net div.)**  | 27.83% | 16.26% | 10.19% |
| **MSCI Canada Small Cap Index (net div.)**  | 38.32% | 17.38% | 11.66% |

---

**KEY** **Series STATISTICS** (as of October 31, 2025)

---

| | |
|:---|:---|
| **Net Assets (Thousands)** | $1906692 |
| **Number of Holdings** | 311 |
| **Net Advisory Fees Paid (Thousands)** | $1473 |
| **Portfolio Turnover Rate** | 17% |

---

**WHAT DID THE** **Series INVEST IN?** (as of October 31, 2025)

---

| | |
|:---|:---|
| **Top 10 Holdings**<br>**(% of Total Investments)** |  |
|  Celestica, Inc.  | 5.8% |
|  Finning International, Inc.  | 2.1% |
|  Lundin Gold, Inc.  | 1.9% |
|  Capital Power Corp.  | 1.9% |
|  Endeavour Mining PLC  | 1.8% |
|  Aritzia, Inc.  | 1.7% |
|  Capstone Copper Corp.  | 1.6% |
|  OceanaGold Corp.  | 1.5% |
|  IAMGOLD Corp.  | 1.4% |
|  Whitecap Resources, Inc.  | 1.4% |

---

Excludes short-term investments and collateral for loaned securities, if any.

---

| | |
|:---|:---|
| **Top Countries**<br>**(% of Total Investments)** |  |
|  Canada  | 98.7% |
|  United States  | 1.3% |

---

Excludes short-term investments and collateral for loaned securities, if any.

**How Did the** **Series Change?**

Effective February 28, 2025, Geographic Focus Risk was added to the prospectus as a principal risk of investing in the Series.

Effective February 28, 2025, Brendan J. McAndrews was added as a portfolio manager to the Series.

**WHERE CAN I FIND ADDITIONAL INFORMATION ABOUT THE** **Series?**

For additional information about the Series, including its financial information, holdings, and proxy voting information, visit https://www.dimensional.com/us-en/document-center.

PAGE 2 DFA103125-CNSCS

------

---

| | | |
|:---|:---|:---|
| ![image](img141882_202410280931781.jpg) | **The Emerging Markets Series**  | ![image](img141883_202410280932496.jpg) |
| ![image](img141882_202410280931781.jpg) | Annual Shareholder Report \| October 31, 2025  | ![image](img141883_202410280932496.jpg) |
| ![image](img141882_202410280931781.jpg) | ![image](img141883_202410280932496.jpg) |  |

---

This annual shareholder report contains important information about The Emerging Markets Series (the "Series") for the period of November 1, 2024 to October 31, 2025. You can find additional information about the Series at https://www.dimensional.com/us-en/document-center. You can also request this information at no cost by contacting us collect at (512) 306-7400.

***This report describes changes to the*** ***Series that occurred during the reporting period.***

**WHAT WERE THE** **Series COSTS FOR THE LAST YEAR?** (based on a hypothetical $10,000 investment)

---

| | | |
|:---|:---|:---|
| **Series Name** | **Costs of a $10,000** **investment** | **Costs paid as a percentage of** **a $10,000 investment** |
| The Emerging Markets Series | $17 | 0.15% |

---

**MANAGEMENT'S DISCUSSION OF** **Series PERFORMANCE**

For the 12 months ended October 31, 2025, total returns were 28.06% for the Series and 27.91% for the MSCI Emerging Markets Index (net dividends), the Series' benchmark.

**PERFORMANCE HIGHLIGHTS**

Emerging markets had positive returns for the period. As measured by the MSCI Emerging Markets indices, within the large cap universe, stocks with smaller market capitalizations underperformed larger stocks. Within large cap stocks, value stocks underperformed growth stocks as measured by the MSCI Emerging Markets indices. High profitability stocks outperformed low profitability stocks within large cap stocks.

Relative to the benchmark, the Series':

• Emphasis on stocks with higher profitability contributed.

• Emphasis on stocks with smaller market capitalizations within the large cap universe detracted.

**HOW DID THE** **Series PERFORM?**

The Series' past performance is **not a good predictor** of the Series' future performance. The graph and table presented below do not reflect the deduction of taxes that a shareholder would pay on Series distributions or redemption of Series shares.

**VALUE OF A $10,000 INVESTMENT** (November 1, 2015 - October 31, 2025)

![image](ts5532img003.jpg)

PAGE 1 DFA103125-EMS

------

**AVERAGE ANNUAL TOTAL RETURNS (%)** Period Ended October 31, 2025

---

| | | | |
|:---|:---|:---|:---|
|  | **1 Year** | **5 Year** | **10 Year** |
| **The Emerging Markets Series**  | 28.06% | 10.23% | 8.64% |
| **MSCI Emerging Markets Index (net div.)**  | 27.91% | 7.46% | 7.69% |

---

**KEY** **Series STATISTICS** (as of October 31, 2025)

---

| | |
|:---|:---|
| **Net Assets (Thousands)** | $6438603 |
| **Number of Holdings** | 2162 |
| **Net Advisory Fees Paid (Thousands)** | $5531 |
| **Portfolio Turnover Rate** | 10% |

---

**WHAT DID THE** **Series INVEST IN?** (as of October 31, 2025)

---

| | |
|:---|:---|
| **Top 10 Holdings**<br>**(% of Total Investments)** |  |
|  Taiwan Semiconductor Manufacturing Co. Ltd.  | 9.3% |
|  Tencent Holdings Ltd.  | 4.0% |
|  Samsung Electronics Co. Ltd.  | 3.7% |
|  SK Hynix, Inc.  | 2.1% |
|  Alibaba Group Holding Ltd.  | 1.3% |
|  Alibaba Group Holding Ltd.  | 1.2% |
|  PDD Holdings, Inc.  | 0.9% |
|  Meituan B  | 0.8% |
|  Hon Hai Precision Industry Co. Ltd.  | 0.7% |
|  HDFC Bank Ltd.  | 0.7% |

---

Excludes short-term investments and collateral for loaned securities, if any.

---

| | |
|:---|:---|
| **Top Countries**<br>**(% of Total Investments)** |  |
|  China  | 26.0% |
|  Taiwan  | 21.1% |
|  India  | 16.6% |
|  South Korea  | 13.9% |
|  Brazil  | 3.4% |
|  South Africa  | 3.2% |
|  Saudi Arabia  | 3.1% |
|  Mexico  | 1.8% |
|  United Arab Emirates  | 1.6% |
|  Malaysia  | 1.4% |

---

Excludes short-term investments and collateral for loaned securities, if any.

**How Did the** **Series Change?**

Effective February 28, 2025, Geographic Focus Risk was added to the prospectus as a principal risk of investing in the Series.

**WHERE CAN I FIND ADDITIONAL INFORMATION ABOUT THE** **Series?**

For additional information about the Series, including its financial information, holdings, and proxy voting information, visit https://www.dimensional.com/us-en/document-center.

PAGE 2 DFA103125-EMS

------

---

| | | |
|:---|:---|:---|
| ![image](img141882_202410280931781.jpg) | **The Emerging Markets Small Cap Series**  | ![image](img141883_202410280932496.jpg) |
| ![image](img141882_202410280931781.jpg) | Annual Shareholder Report \| October 31, 2025  | ![image](img141883_202410280932496.jpg) |
| ![image](img141882_202410280931781.jpg) | ![image](img141883_202410280932496.jpg) |  |

---

This annual shareholder report contains important information about The Emerging Markets Small Cap Series (the "Series") for the period of November 1, 2024 to October 31, 2025. You can find additional information about the Series at https://www.dimensional.com/us-en/document-center. You can also request this information at no cost by contacting us collect at (512) 306-7400.

***This report describes changes to the*** ***Series that occurred during the reporting period.***

**WHAT WERE THE** **Series COSTS FOR THE LAST YEAR?** (based on a hypothetical $10,000 investment)

---

| | | |
|:---|:---|:---|
| **Series Name** | **Costs of a $10,000** **investment** | **Costs paid as a percentage of** **a $10,000 investment** |
| The Emerging Markets Small Cap Series | $28 | 0.26% |

---

**MANAGEMENT'S DISCUSSION OF** **Series PERFORMANCE**

For the 12 months ended October 31, 2025, total returns were 16.78% for the Series and 27.91% for the MSCI Emerging Markets Index (net dividends), the Series' benchmark.

**PERFORMANCE HIGHLIGHTS**

Emerging markets had positive returns for the period. As measured by the MSCI Emerging Markets indices, small cap stocks underperformed large cap stocks.

Relative to the benchmark, the Series':

• Focus on stocks with smaller market capitalizations detracted.

**HOW DID THE** **Series PERFORM?**

The Series' past performance is **not a good predictor** of the Series' future performance. The graph and table presented below do not reflect the deduction of taxes that a shareholder would pay on Series distributions or redemption of Series shares.

**VALUE OF A $10,000 INVESTMENT** (November 1, 2015 - October 31, 2025)

![image](ts5566img003.jpg)

**AVERAGE ANNUAL TOTAL RETURNS (%)** Period Ended October 31, 2025

---

| | | | |
|:---|:---|:---|:---|
|  | **1 Year** | **5 Year** | **10 Year** |
| **The Emerging Markets Small Cap Series**  | 16.78% | 11.49% | 8.73% |
| **MSCI Emerging Markets Index (net div.)**  | 27.91% | 7.46% | 7.69% |

---

PAGE 1 DFA103125-EMSCS

------

**KEY** **Series STATISTICS** (as of October 31, 2025)

---

| | |
|:---|:---|
| **Net Assets (Thousands)** | $3924157 |
| **Number of Holdings** | 4889 |
| **Net Advisory Fees Paid (Thousands)** | $7326 |
| **Portfolio Turnover Rate** | 11% |

---

**WHAT DID THE** **Series INVEST IN?** (as of October 31, 2025)

---

| | |
|:---|:---|
| **Top 10 Holdings**<br>**(% of Total Investments)** |  |
|  3SBio, Inc.  | 0.5% |
|  Hua Hong Semiconductor Ltd. H  | 0.5% |
|  Harmony Gold Mining Co. Ltd.  | 0.4% |
|  Embraer SA  | 0.4% |
|  Industrias CH SAB de CV  | 0.4% |
|  Zhaojin Mining Industry Co. Ltd. H  | 0.4% |
|  Fortis Healthcare Ltd.  | 0.4% |
|  Grupa Kety SA  | 0.3% |
|  Li Ning Co. Ltd.  | 0.3% |
|  GDS Holdings Ltd. A  | 0.3% |

---

Excludes short-term investments and collateral for loaned securities, if any.

---

| | |
|:---|:---|
| **Top Countries**<br>**(% of Total Investments)** |  |
|  China  | 27.7% |
|  India  | 19.8% |
|  Taiwan  | 18.6% |
|  South Korea  | 9.6% |
|  Brazil  | 3.8% |
|  Saudi Arabia  | 3.1% |
|  South Africa  | 3.0% |
|  Mexico  | 2.7% |
|  Poland  | 1.7% |
|  Indonesia  | 1.5% |

---

Excludes short-term investments and collateral for loaned securities, if any.

**How Did the** **Series Change?**

Effective February 28, 2025, Geographic Focus Risk was added to the prospectus as a principal risk of investing in the Series.

**WHERE CAN I FIND ADDITIONAL INFORMATION ABOUT THE** **Series?**

For additional information about the Series, including its financial information, holdings, and proxy voting information, visit https://www.dimensional.com/us-en/document-center.

PAGE 2 DFA103125-EMSCS

------

---

| | | |
|:---|:---|:---|
| ![image](img141882_202410280931781.jpg) | **The DFA Short Term Investment Fund**  | ![image](img141883_202410280932496.jpg) |
| ![image](img141882_202410280931781.jpg) | Annual Shareholder Report \| October 31, 2025  | ![image](img141883_202410280932496.jpg) |
| ![image](img141882_202410280931781.jpg) | ![image](img141883_202410280932496.jpg) |  |

---

This annual shareholder report contains important information about the The DFA Short Term Investment Fund (the "Fund") for the period of November 1, 2024 to October 31, 2025. You can find additional information about the Fund at https://www.dimensional.com/us-en/document-center. You can also request this information at no cost by contacting us collect at (512) 306-7400.

**WHAT WERE THE** **Fund COSTS FOR THE LAST YEAR?** (based on a hypothetical $10,000 investment)

---

| | | |
|:---|:---|:---|
| **Fund Name** | **Costs of a $10,000** **investment** | **Costs paid as a percentage of** **a $10,000 investment** |
| The DFA Short Term Investment Fund | $6 | 0.06% |

---

**MANAGEMENT'S DISCUSSION OF** **Fund PERFORMANCE**

For the 12 months ended October 31, 2025, total returns were 4.54% for the Fund and 4.47% for the FTSE 1-Month Treasury Bill Index, the Fund's benchmark.

**PERFORMANCE HIGHLIGHTS**

• Within the Fund's eligible investment range, bond yields decreased. Realized term premiums were positive, with longer-term bonds outperforming shorter-term bonds.

Relative to the benchmark, the Fund's:

• Inclusion of commercial paper and floating rate notes contributed positively to relative performance as these bonds outperformed treasury bills.

**HOW DID THE** **Fund PERFORM?**

The Fund's past performance is **not a good predictor** of the Fund's future performance. The graph and table presented below do not reflect the deduction of taxes that a shareholder would pay on Fund distributions or redemption of Fund shares.

**VALUE OF A $10,000 INVESTMENT** (November 1, 2015 - October 31, 2025)

![image](ts5444img003.jpg)

**AVERAGE ANNUAL TOTAL RETURNS (%)** Period Ended October 31, 2025

---

| | | | |
|:---|:---|:---|:---|
|  | **1 Year** | **5 Year** | **10 Year** |
| **The DFA Short Term Investment Fund – NAV**  | 4.54% | 3.22% | 2.23% |
| **FTSE 1 Month Treasury Bill**  | 4.47% | 3.12% | 2.10% |

---

PAGE 1 DFA103125-DSTIF

------

**KEY** **Fund STATISTICS** (as of October 31, 2025)

---

| | |
|:---|:---|
| **Net Assets (Thousands)** | $17857009 |
| **Number of Holdings** | 126 |
| **Net Advisory Fees Paid (Thousands)** | 8753 |
| **Portfolio Turnover Rate** | 18% |

---

**WHAT DID THE** **Fund INVEST IN?** (as of October 31, 2025)

---

| | |
|:---|:---|
| **Sector Allocation**<br>**(% of Total Investments)** |  |
|  Financials  | 48.7% |
|  Certificate of Deposit  | 20.3% |
|  Repurchase Agreement  | 15.2% |
|  U.S. Treasury Obligation  | 15.8% |

---

---

| | |
|:---|:---|
| **Maturity Allocation**<br>**(% of Total Investments)** |  |
|  Less than 1 Year  | 100.0% |

---

**WHERE CAN I FIND ADDITIONAL INFORMATION ABOUT THE** **Fund?**

For additional information about the Fund, including its financial information, holdings, and proxy voting information, visit https://www.dimensional.com/us-en/document-center.

**HOUSEHOLDING**

To eliminate duplicate mailings and reduce expenses, the Fund may deliver a single copy of certain shareholder documents, such as the Fund's summary prospectus/prospectus and annual and semi-annual reports, to related shareholders at the same address, even if accounts are registered in different names. This practice is known as "householding." The Fund will not household personal information documents, such as account statements. If you do not want the mailings of these documents to be combined with those of other members of your household, please call the transfer agent at (888) 576-1167. We will begin sending individual copies of the shareholder documents to you within 30 days of receiving your request.

PAGE 2 DFA103125-DSTIF

------

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(b) Not applicable.

ITEM 2. CODE OF ETHICS.

The Registrant has adopted, as of the end of the period covered by this Form N-CSR (the "Report"), a code of ethics that applies to the Registrant's Co-Principal Executive Officers and Principal Financial Officer (the "Code of Business Ethics"). The Registrant has not made any substantive amendments to the Code of Business Ethics during the period covered by this Report. The Registrant also has not granted any waiver from any provisions of the Code of Business Ethics during the period covered by this Report. A copy of the Code of Business Ethics is filed as an exhibit to this Report.

ITEM 3. AUDIT COMMITTEE FINANCIAL EXPERT.

The Registrant's Board of Trustees has determined that Abbie J. Smith possesses the technical attributes to qualify as an "audit committee financial expert" serving on the Registrant's Audit Committee and has designated Ms. Smith as the "audit committee financial expert." Ms. Smith earned a Ph.D. in Accounting, and has taught Accounting at the graduate level since 1980. Ms. Smith's education and career have provided her with an understanding of generally accepted accounting principles and financial statements; the ability to assess the general application of such principles in connection with the accounting for estimates, accruals and reserves; and experience preparing, analyzing and evaluating financial statements that present a breadth and level of complexity of issues that can reasonably be expected to be raised by the Registrant's financial statements. In addition, Ms. Smith has served on the boards of directors and audit committees of entities other than the Registrant. Ms. Smith is independent under the standards set forth in Item 3 of Form N-CSR.

ITEM 4. PRINCIPAL ACCOUNTANT FEES AND SERVICES.

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(a) Audit Fees

---

| | |
|:---|:---|
| Fiscal Year Ended October 31, 2025: | $423513 |
| Fiscal Year Ended October 31, 2024: | &nbsp;&nbsp;&nbsp;&nbsp;$439329 |

---

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(b) Audit-Related Fees

---

| | | |
|:---|:---|:---|
| Fees for Registrant– | Fiscal Year Ended October 31, 2025: | $32432 |
|  | Fiscal Year Ended October 31, 2024: | $34546 |

---

For fiscal years ended October 31, 2025 and October 31, 2024, Audit-Related Fees included fees for services related to limited procedures performed in connection with the production of the Registrant's semi-annual financial statements.

Audit-Related Fees required to be approved pursuant to paragraph (c)(7)(ii) of Rule 2-01 of Regulation S-X

---

| | |
|:---|:---|
| Fiscal Year Ended October 31, 2025: | $240000 |
| Fiscal Year Ended October 31, 2024: | $240000 |

---

For the fiscal years ended October 31, 2025 and October 31, 2024, Audit-Related Fees required to be approved pursuant to paragraph (c)(7)(ii) of Rule 2-01 of Regulation S-X included fees for services rendered in connection with the issuance of a Type II SSAE 16 over controls at the Registrant's investment adviser.

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(c) Tax Fees

---

| | | |
|:---|:---|:---|
| Fees for Registrant– | Fiscal Year Ended October 31, 2025: | $0 |
|  | Fiscal Year Ended October 31, 2024: | $3628 |

---

For 2024, fees for tax services in connection with the excise tax calculations, review of the applicable tax returns and review of the tax equalization calculations for one of the Registrant's funds. For 2025, Management engaged another service provider to perform these tax services.

There were no Tax Fees required to be approved pursuant to paragraph (c)(7)(ii) of Rule 2-01 of Regulation S-X during the fiscal years indicated above.

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(d) All Other Fees

---

| | | |
|:---|:---|:---|
| Fees for Registrant– | Fiscal Year Ended October 31, 2025: | $0 |
|  | Fiscal Year Ended October 31, 2024: | $0 |

---

There were no "All Other Fees" required to be approved pursuant to paragraph (c)(7)(ii) of Rule 2-01 of Regulation S-X during the fiscal years indicated above.

(e)(1) Audit Committee's Pre-Approval Policies and Procedures

Pre-Approval Policies and Procedures

as adopted by the

Audit Committees

of

DFA Investment Dimensions Group Inc.

Dimensional Emerging Markets Value Fund

Dimensional Investment Group Inc.

The DFA Investment Trust Company

Dimensional ETF Trust

(together, the "Funds")

The Sarbanes-Oxley Act of 2002 (the "Act") and the rules (the "Rules") adopted by the U.S. Securities and Exchange Commission (the "SEC") require that the Funds' Audit Committees (together, the "Committee") pre-approve all audit services and non-audit services provided to the Funds by their independent registered public accounting firm (the "Auditor"). The Act and the Rules also require that the Committee pre-approve all non-audit services provided by the Auditor to Dimensional Fund Advisors LP ("Dimensional"), the Funds' investment advisor, and to affiliates of Dimensional that provide ongoing services to the Funds (with Dimensional, together the "Service Affiliates") if the services directly impact the Funds' operations and financial reporting.

The following policies and procedures govern the ways in which the Committee will pre-approve audit and various types of non-audit services that the Auditor provides to the Funds and to Service Affiliates. These policies and procedures do not apply in the case of audit services that the Auditor provides to Service Affiliates, nor do they apply to services that an audit firm other than the Auditor provides to such entities.

These policies and procedures comply with the requirements for pre-approval, but also provide mechanisms by which management of the Funds may request and secure pre-approval of audit and non-audit services in an orderly manner with minimal disruption to normal business operations. Pre-approval of non-audit services may be achieved through a combination of the procedures described in Sections C and D below.

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;A. General

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1. The Committee must pre-approve all audit services and non-audit services that the Auditor provides to the Funds.

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2. The Committee must pre-approve any engagement of the Auditor to provide non-audit services to any Service Affiliate during the period
 of the Auditor's engagement to provide audit services to the Funds, if the non-audit services to the Service Affiliate directly
 impact the Funds' operations and financial reporting.

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;B. Pre-Approval of Audit Services to the Funds

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1. The Committee shall approve the engagement of an independent registered public accounting firm to certify the Funds' financial statements
 for each fiscal year (the "Engagement"). The approval of the Engagement shall not be delegated to a Designated Member (as
 that term is defined in Section D below). In approving the Engagement, the Committee shall obtain, review and consider sufficient information
 concerning the proposed Auditor to enable the Committee to make a reasonable evaluation of the Auditor's qualifications and independence.
 The Committee also shall consider the Auditor's proposed fees for the Engagement, in light of the scope and nature of the audit
 services that the Funds will receive.

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2. The Committee shall report to the Boards of Directors/Trustees of the Funds (together, the "Board") regarding its approval
 of the Engagement and of the proposed fees for the Engagement, and the basis for such approval.

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3. Unless otherwise required in accordance with applicable law, the Engagement, in any event, shall require that the Auditor be selected
 by the vote, cast in person, of a majority of the members of the Board who are not "interested persons" of the Funds (as that
 term is defined in Section 2(a)(19) of the Investment Company Act of 1940) (the "Independent Directors").

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;C. Pre-Approval of Non-Audit Services to the Funds and to Service Affiliates—by Types of Services

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1. The Committee may pre-approve types of non-audit services (including tax services) to the Funds and their Service Affiliates pursuant
 to this Section C.

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2. Annually, at such time as the Committee considers the Engagement of the Auditor, management of the Funds, in consultation with the Auditor,
 shall provide to the Committee, for its consideration and action, the following: (a) a list of those types of non-audit services, if any,
 that the Funds may request from the Auditor during the fiscal year; and (b) a list of those types of non-audit services directly impacting
 the Funds' operations and financial reporting that Service Affiliates may request from the Auditor during the fiscal year.

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3. The lists submitted to the Committee shall describe the types of non-audit services in reasonable detail (which may include a range of
 tax services) and shall include an estimated budget (or budgeted range) of fees, where

possible, and such other information as the Committee may request. If management and the Auditor desire the Committee to preapprove the furnishing of a range of tax services, the Auditor shall provide an estimated range of fees for such tax services for the consideration and approval by the Committee.

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4. The Committee's pre-approval of the types of non-audit services submitted pursuant to this Section C shall constitute authorization
 for management of the Funds to utilize the Auditor for the types of non-audit services so pre-approved, if needed or desired during the
 fiscal year.

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5. A list of the types of non-audit services pre-approved by the Committee pursuant to this Section C will be distributed to management of
 the Service Affiliates and the appropriate partners of the Auditor. Periodically, the Auditor will discuss with the Committee those non-audit
 services that have been or are being provided pursuant to this Section C.

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;D. Pre-Approval of Non-Audit Services to the Funds and to Service Affiliates—Project-by-Project Basis

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1. The Committee also may pre-approve non-audit services on a project-by-project basis pursuant to this Section D.

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2. Management of the Funds, in consultation with the Auditor, may submit either to the Committee or to the Designated Member, as provided
 in this Section D, for their consideration and action, a pre-approval request identifying one or more non-audit service projects. The
 request so submitted shall describe the project(s) in reasonable detail and shall include an estimated budget (or budgeted range) of fees
 and such other information as the Committee or the Designated Member, as appropriate, shall request.

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3. The Committee, from time to time, shall designate one or more of its members who are Independent Directors (each a "Designated Member")
 to consider, on the Committee's behalf, any non-audit services, whether to the Funds or to any Service Affiliate, that have not
 been pre-approved by the Committee. The Designated Member also shall review, on the Committee's behalf, any proposed material change
 in the nature or extent of any non-audit services previously approved. The Funds' management, in consultation with the Auditor,
 shall explain why such non-audit services or material change in non-audit services are necessary and appropriate and the anticipated costs
 thereof.

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4. The Designated Member will review the requested non-audit services or proposed material change in such services and will either:

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(a) pre-approve, pre-approve subject to conditions, or disapprove any such requested services, or any proposed material change in services,
 whether to the Funds or to a Service Affiliate; or

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(b) refer such matter to the full Committee for its consideration and action.

In considering any requested non-audit services or proposed material change in such services, the Designated Member's authority shall be limited to approving non-audit services or proposed material changes that do not exceed $10,000 in value in any fiscal year.

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5. The Designated Member's pre-approval (or pre-approval subject to conditions) of the requested non-audit services or proposed material
 change in services pursuant to this Section D shall constitute authorization for the management of the Funds or the Service Affiliate,
 as the case may be, to utilize the Auditor for the non-audit services so pre-approved. Any action by the Designated Member in approving
 a requested non-audit service shall be presented for ratification by the Committee not later than at its next scheduled meeting. If the
 Designated Member does not approve the Auditor providing the requested non-audit service, the matter may be presented to the full Committee
 for its consideration and action.

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;E. Amendment; Annual Review

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1. The Committee may amend these procedures from time to time.

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2. These procedures shall be reviewed annually by the Committee.

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;F. Recordkeeping

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1. The Funds shall maintain a written record of all decisions made by the Committee or by a Designated Member pursuant to these procedures,
 together with appropriate supporting materials.

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2. In connection with the approval of any non-audit service pursuant to the de minimis exception provided in the Rules, a record shall be
 made indicating that each of the conditions for this exception, as set forth in the Rules, has been satisfied.

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3. A copy of these Procedures (and of any amendments to these Procedures) shall be maintained and preserved permanently in an easily accessible
 place. The written records referred to in paragraphs 1 and 2 of this Section F shall be maintained and preserved for six years from the
 end of the fiscal year in which the actions recorded were taken, for at least the first two years in an easily accessible location.

(e)(2) The fees disclosed in Items 4(b), 4(c) or 4(d) were approved by the Registrant's Audit Committee but not pursuant to paragraph (c)(7)(i)(C) of Rule 2-01 of Regulation S-X.

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(f) The percentage of hours expended on the principal accountant's engagement to audit the Registrant's financial statements for
 the fiscal year ended October 31, 2025 that were attributed to work performed by persons other than the principal accountant's full
 time, permanent employees was <u>not</u> greater than 50%.

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(g) Aggregate Non-Audit Fees

---

| | |
|:---|:---|
| Fiscal Year Ended October 31, 2025: | $1759890 |
| Fiscal Year Ended October 31, 2024: | $1576479 |

---

Aggregate non-audit fees & services rendered to the Registrant, and rendered to the Registrant's investment advisor, and any entity controlling, controlled by, or under common control with the investment adviser that provides ongoing services to the Registrant.

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(h) The Registrant's Audit Committee has considered whether the provision of non-audit services that were rendered to the Registrant's
 investment adviser, and any entity controlling, controlled by, or under common control with the investment adviser that provides ongoing
 services to the Registrant, that were not pre-approved pursuant to paragraph (c)(7)(ii) of Rule 2-01 of Regulation S-X is compatible with
 maintaining the principal accountant's independence.

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(i) Not applicable.

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(j) Not applicable.

ITEM 5. AUDIT COMMITTEE OF LISTED REGISTRANTS.

This item is not applicable to the Registrant because it is not a listed issuer.

ITEM 6. INVESTMENTS.

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(a) Please see the Schedules of Investments contained in the Annual Financial Statements & Other Information included under Item 7 of
 this Report.

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(b) Not applicable.

ITEM 7. FINANCIAL STATEMENTS AND FINANCIAL HIGHLIGHTS FOR OPEN-END MANAGEMENT INVESTMENT COMPANIES.

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(a) Please see Financial Statements included below.

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(b) Please see Financial Highlights included below.

![](imgaefaaa001.gif)

Annual Financial Statements &

Other Information

**Year Ended: October 31, 2025** 

------

DFA INVESTMENT DIMENSIONS GROUP INC. / DIMENSIONAL INVESTMENT GROUP INC. / THE DFA INVESTMENT TRUST COMPANY

------

**DFA Investment Dimensions Group Inc.**

------

**Enhanced U.S. Large Company Portfolio**

**U.S. Large Cap Equity Portfolio**

**U.S. Large Cap Value Portfolio**

**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**

**U.S. High Relative Profitability Portfolio**

**DFA Real Estate Securities Portfolio**

**DFA Commodity Strategy Portfolio**

**Dimensional Investment Group Inc.**

------

**U.S. Large Company Portfolio**

**The DFA Investment Trust Company**

------

**The U.S. Large Cap Value Series**

------

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

------

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

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------

**ANNUAL FINANCIAL STATEMENTS AND OTHER INFORMATION**

**Table of Contents** 

---

| | |
|:---|:---|
|  | **Page** |
| **[Item 7 –](#xx_a76aafb0-4699-452c-9f5c-1217ba2df0fd_FC-FrontCoverImage-708_1)[Financial Statements and Financial Highlights for Open-End Management Investment](#xx_a76aafb0-4699-452c-9f5c-1217ba2df0fd_FC-FrontCoverImage-708_1)**<br> **[Companies](#xx_a76aafb0-4699-452c-9f5c-1217ba2df0fd_FC-FrontCoverImage-708_1)**<br>|  |
| **[Definitions of Abbreviations and Footnotes](#xx_a76aafb0-4699-452c-9f5c-1217ba2df0fd_AF-TOC-AbbreviationsandFootnotes_2)** | 1 |
| **[DFA Investment Dimensions Group Inc](#xx_a76aafb0-4699-452c-9f5c-1217ba2df0fd_1SOI-G1_TOC-ScheduleofInvestments-708_1)** |  |
| [Schedules of Investments](#xx_a76aafb0-4699-452c-9f5c-1217ba2df0fd_1SOI-G1_TOC-ScheduleofInvestments-708_1) |  |
| [Enhanced U.S. Large Company Portfolio](#xx_a76aafb0-4699-452c-9f5c-1217ba2df0fd_1SOI-G1_TOC-ScheduleofInvestments-708_1) | 3 |
| [U.S. Large Cap Equity Portfolio](#xx_a76aafb0-4699-452c-9f5c-1217ba2df0fd_1SOI-G1_TOC-ScheduleofInvestments-708_8) | 10 |
| [U.S. Large Cap Value Portfolio](#xx_a76aafb0-4699-452c-9f5c-1217ba2df0fd_1SOI-G1_TOC-ScheduleofInvestments-708_17) | 19 |
| [U.S. Targeted Value Portfolio](#xx_a76aafb0-4699-452c-9f5c-1217ba2df0fd_1SOI-G1_TOC-ScheduleofInvestments-708_18) | 20 |
| [U.S. Small Cap Value Portfolio](#xx_a76aafb0-4699-452c-9f5c-1217ba2df0fd_1SOI-G1_TOC-ScheduleofInvestments-708_39) | 41 |
| [U.S. Core Equity 1 Portfolio](#xx_a76aafb0-4699-452c-9f5c-1217ba2df0fd_1SOI-G1_TOC-ScheduleofInvestments-708_56) | 58 |
| [U.S. Core Equity 2 Portfolio](#xx_a76aafb0-4699-452c-9f5c-1217ba2df0fd_1SOI-G1_TOC-ScheduleofInvestments-708_91) | 93 |
| [U.S. Vector Equity Portfolio](#xx_a76aafb0-4699-452c-9f5c-1217ba2df0fd_1SOI-G1_TOC-ScheduleofInvestments-708_128) | 130 |
| [U.S. Small Cap Portfolio](#xx_a76aafb0-4699-452c-9f5c-1217ba2df0fd_1SOI-G1_TOC-ScheduleofInvestments-708_160) | 162 |
| [U.S. Micro Cap Portfolio](#xx_a76aafb0-4699-452c-9f5c-1217ba2df0fd_1SOI-G1_TOC-ScheduleofInvestments-708_193) | 195 |
| [U.S. High Relative Profitability Portfolio](#xx_a76aafb0-4699-452c-9f5c-1217ba2df0fd_1SOI-G1_TOC-ScheduleofInvestments-708_221) | 223 |
| [DFA Real Estate Securities Portfolio](#xx_a76aafb0-4699-452c-9f5c-1217ba2df0fd_1SOI-G1_TOC-ScheduleofInvestments-708_225) | 227 |
| [Statements of Assets and Liabilities](#xx_a76aafb0-4699-452c-9f5c-1217ba2df0fd_1FS-G1_StatementofAssetsandLiabilities_1) | 230 |
| [Statements of Operations](#xx_a76aafb0-4699-452c-9f5c-1217ba2df0fd_1FS-G1_StatementofAssetsandLiabilities_4) | 233 |
| [Statements of Changes in Net Assets](#xx_a76aafb0-4699-452c-9f5c-1217ba2df0fd_1FS-G1_StatementofAssetsandLiabilities_7) | 236 |
| [Financial Highlights](#xx_a76aafb0-4699-452c-9f5c-1217ba2df0fd_1FIHI-G1_TOC-FinancialHighlights-708_1) | 240 |
| [Notes to Financial Statements](#xx_a76aafb0-4699-452c-9f5c-1217ba2df0fd_1NTF-G1_NotestoFinancialStatements-708_1) | 253 |
| [Report of Independent Registered Public Accounting Firm](#xx_a76aafb0-4699-452c-9f5c-1217ba2df0fd_1AUD-Group1_AuditorsReport_1) | 272 |
| **[DFA Investment Dimensions Group Inc](#xx_a76aafb0-4699-452c-9f5c-1217ba2df0fd_2SOI-G2_TOC-ScheduleofInvestments-747_1)** |  |
| [Consolidated Schedule of Investments](#xx_a76aafb0-4699-452c-9f5c-1217ba2df0fd_2SOI-G2_TOC-ScheduleofInvestments-747_1) |  |
| [DFA Commodity Strategy Portfolio](#xx_a76aafb0-4699-452c-9f5c-1217ba2df0fd_2SOI-G2_TOC-ScheduleofInvestments-747_1) | 274 |
| [Consolidated Statement of Assets and Liabilities](#xx_a76aafb0-4699-452c-9f5c-1217ba2df0fd_2FS-G2_StatementofAssetsandLiabilities_1) | 289 |
| [Consolidated Statement of Operations](#xx_a76aafb0-4699-452c-9f5c-1217ba2df0fd_2FS-G2_StatementofAssetsandLiabilities_2) | 290 |
| [Consolidated Statements of Changes in Net Assets](#xx_a76aafb0-4699-452c-9f5c-1217ba2df0fd_2FS-G2_StatementofAssetsandLiabilities_3) | 291 |
| [Consolidated Financial Highlights](#xx_a76aafb0-4699-452c-9f5c-1217ba2df0fd_2FIHI_L-G2_TOC-FinancialHighlights_L-747_1) | 292 |
| [Consolidated Notes to Financial Statements](#xx_a76aafb0-4699-452c-9f5c-1217ba2df0fd_2NTF-G2_NotestoFinancialStatements-747_1) | 293 |
| [Report of Independent Registered Public Accounting Firm](#xx_a76aafb0-4699-452c-9f5c-1217ba2df0fd_2AUD-Group2_AuditorsReport_1) | 306 |
| **[Dimensional Investment Group Inc.](#xx_a76aafb0-4699-452c-9f5c-1217ba2df0fd_3SOI-G3_TOC-ScheduleofInvestments-742_1)** |  |
| [Schedule of Investments](#xx_a76aafb0-4699-452c-9f5c-1217ba2df0fd_3SOI-G3_TOC-ScheduleofInvestments-742_1)  |  |
| [U.S. Large Company Portfolio](#xx_a76aafb0-4699-452c-9f5c-1217ba2df0fd_3SOI-G3_TOC-ScheduleofInvestments-742_1) | 308 |
| [Statement of Assets and Liabilities](#xx_a76aafb0-4699-452c-9f5c-1217ba2df0fd_3FS-G3_StatementofAssetsandLiabilities_1) | 316 |
| [Statement of Operations](#xx_a76aafb0-4699-452c-9f5c-1217ba2df0fd_3FS-G3_StatementofAssetsandLiabilities_2) | 317 |
| [Statements of Changes in Net Assets](#xx_a76aafb0-4699-452c-9f5c-1217ba2df0fd_3FS-G3_StatementofAssetsandLiabilities_3) | 318 |
| [Financial Highlights](#xx_a76aafb0-4699-452c-9f5c-1217ba2df0fd_3FIHI_L-G3_TOC-FinancialHighlights_L-742_1) | 319 |
| [Notes to Financial Statements](#xx_a76aafb0-4699-452c-9f5c-1217ba2df0fd_3NTF-G3_NotestoFinancialStatements-742_1) | 320 |
| [Report of Independent Registered Public Accounting Firm](#xx_a76aafb0-4699-452c-9f5c-1217ba2df0fd_3AUD-Group3_AuditorsReport_1) | 330 |
| **[The DFA Investment Trust Company](#xx_a76aafb0-4699-452c-9f5c-1217ba2df0fd_4SOI-G4_TOC-ScheduleofInvestments-662_1)** |  |
| [Schedule of Investments](#xx_a76aafb0-4699-452c-9f5c-1217ba2df0fd_4SOI-G4_TOC-ScheduleofInvestments-662_1)  |  |
| [The U.S. Large Cap Value Series](#xx_a76aafb0-4699-452c-9f5c-1217ba2df0fd_4SOI-G4_TOC-ScheduleofInvestments-662_1) | 332 |
| [Statement of Assets and Liabilities](#xx_a76aafb0-4699-452c-9f5c-1217ba2df0fd_4FS-G4_StatementofAssetsandLiabilities_1) | 339 |
| [Statement of Operations](#xx_a76aafb0-4699-452c-9f5c-1217ba2df0fd_4FS-G4_StatementofAssetsandLiabilities_2) | 340 |
| [Statements of Changes in Net Assets](#xx_a76aafb0-4699-452c-9f5c-1217ba2df0fd_4FS-G4_StatementofAssetsandLiabilities_3) | 341 |
| [Financial Highlights](#xx_a76aafb0-4699-452c-9f5c-1217ba2df0fd_4FIHI_L-G4_TOC-FinancialHighlights_L-662_1) | 342 |
| [Notes to Financial Statements](#xx_a76aafb0-4699-452c-9f5c-1217ba2df0fd_4NTF-G4_NotestoFinancialStatements-662_1) | 343 |
| [Report of Independent Registered Public Accounting Firm](#xx_a76aafb0-4699-452c-9f5c-1217ba2df0fd_4AUD-Group4_AuditorsReport_1) | 351 |
| **[Tax Notice to Shareholders](#xx_a76aafb0-4699-452c-9f5c-1217ba2df0fd_NTS-TOC-NoticetoShareholders_1)** | 353 |
| **[Item 8 –](#xx_a76aafb0-4699-452c-9f5c-1217ba2df0fd_DISCLOSE-ChangesandDisagreements_1)[Changes in and Disagreements with Accountants for Open-End Management Investment](#xx_a76aafb0-4699-452c-9f5c-1217ba2df0fd_DISCLOSE-ChangesandDisagreements_1)**<br> **[Companies](#xx_a76aafb0-4699-452c-9f5c-1217ba2df0fd_DISCLOSE-ChangesandDisagreements_1)**<br>| 355 |

---

i

------

**Table of Contents** 

**CONTINUED**

---

| | |
|:---|:---|
|  | **Page** |
| **[Item 9 –](#xx_a76aafb0-4699-452c-9f5c-1217ba2df0fd_DISCLOSE-ChangesandDisagreements_2)[Proxy Disclosures for Open-End Management Investment Companies](#xx_a76aafb0-4699-452c-9f5c-1217ba2df0fd_DISCLOSE-ChangesandDisagreements_2)** | 356 |
| **[Item 10 –](#xx_a76aafb0-4699-452c-9f5c-1217ba2df0fd_DISCLOSE-ChangesandDisagreements_3)[Remuneration Paid to Directors, Officers, and Others of Open-End Management](#xx_a76aafb0-4699-452c-9f5c-1217ba2df0fd_DISCLOSE-ChangesandDisagreements_3)**<br> **[Investment Companies](#xx_a76aafb0-4699-452c-9f5c-1217ba2df0fd_DISCLOSE-ChangesandDisagreements_3)**<br>| 357 |
| **[Item 11 –](#xx_a76aafb0-4699-452c-9f5c-1217ba2df0fd_DISCLOSE-ChangesandDisagreements_4)[Statement Regarding Basis for Approval of Investment Management Agreements](#xx_a76aafb0-4699-452c-9f5c-1217ba2df0fd_DISCLOSE-ChangesandDisagreements_4)** | 358 |

---

ii

------

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

[THIS PAGE INTENTIONALLY LEFT BLANK]

------

**DFA INVESTMENT DIMENSIONS GROUP INC.**

**DIMENSIONAL INVESTMENT GROUP INC.**

**THE DFA INVESTMENT TRUST COMPANY**

**DEFINITIONS OF ABBREVIATIONS AND FOOTNOTES**

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

---

| | |
|:---|:---|
| Investment Abbreviations | Investment Abbreviations |
| 3M Swap | Three Month Swap |
| ADR | American Depositary Receipt |
| FRN | Floating Rate Note |
| REIT | Real Estate Investment Trust |
| SOFR | Secured Overnight Financing Rate  |
| USTMMR | U.S. Treasury Money Market Rate |
| AUD | Australian Dollars |
| CAD | Canadian Dollars |
| DKK | Danish Krone |
| EUR | Euro |
| NZD | New Zealand Dollars |
| USD | United States Dollars |

---

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

---

| | |
|:---|:---|
| Investment Footnotes | Investment Footnotes |
| ^ | Denominated in USD, unless otherwise noted. |
| † | See Note B to Financial Statements. |
| (r) | The adjustable rate shown is effective as of October 31, 2025. |
| 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. |
| ∞ | Rates reflect the effective yields at purchase date. |
| « | Security pledged as collateral for Futures Contracts.  |
| @ | Security purchased with cash collateral received from Securities on Loan. |
| § | Affiliated Fund. |
| \* | Non-Income Producing Securities. |
| †† | Security valued using significant unobservable inputs (Level 3). |
| Ɏ | Represents 7 Day subsidized yield as of October 31, 2025 |
| » | Securities that have been fair value factored. See Note B to Financial Statements. |
| ~ | Security pledged as collateral for Swap Agreements. |

---

**<u>Financial Highlights</u>** 

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(A) Computed
 using average shares outstanding.

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

------

**DEFINITIONS OF ABBREVIATIONS AND FOOTNOTES**

**CONTINUED**

---

| | |
|:---|:---|
| **All Statements, Schedules and Notes to Financial Statements** | **All Statements, Schedules and Notes to Financial Statements** |
|  | Amounts designated as — are either zero, rounded to zero, or less than $500. |
| SEC | Securities and Exchange Commission |

---

------

**Enhanced U.S. Large Company Portfolio**

**SCHEDULE OF INVESTMENTS**

**October 31, 2025**

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

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  |  | **Face** <br>**Amount^**<br>| **Value†** |
|  |  |  | **(000)** |  |
| BONDS — (57.4%) | BONDS — (57.4%) | BONDS — (57.4%) | BONDS — (57.4%) | BONDS — (57.4%) |
| AUSTRALIA — (7.6%) | AUSTRALIA — (7.6%) | AUSTRALIA — (7.6%) | AUSTRALIA — (7.6%) | AUSTRALIA — (7.6%) |
| Australia & New Zealand <br> Banking Group Ltd.  | Australia & New Zealand <br> Banking Group Ltd.  | Australia & New Zealand <br> Banking Group Ltd.  |  |  |
| (r)Ω | SOFR + 0.810%, <br> FRN, 5.097%, <br> 01/18/27<br>|  | 1300 | $1307805 |
|  | SOFR + 0.810%, <br> FRN, 5.097%, <br> 01/18/27<br>|  | 250 | 251501 |
| (r) | 3M Swap + 0.970%, <br> FRN, 4.604%, <br> 05/12/27<br>| AUD | 500 | 329627 |
| Commonwealth Bank of <br> Australia  | Commonwealth Bank of <br> Australia  | Commonwealth Bank of <br> Australia  |  |  |
| (r)Ω | SOFR + 0.520%, <br> FRN, 4.785%, <br> 06/15/26<br>|  | 1218 | 1219356 |
| (r)Ω | SOFR + 0.460%, <br> FRN, 4.746%, <br> 11/27/26<br>|  | 1250 | 1249524 |
| (r) | 3M Swap + 1.020%, <br> FRN, 4.610%, <br> 08/18/27<br>| AUD | 3000 | 1980900 |
| Glencore Funding LLC, <br> SOFR + 0.750%, FRN | Glencore Funding LLC, <br> SOFR + 0.750%, FRN |  |  |  |
| (r)Ω | 4.865%, 10/01/26 |  | 1550 | 1552409 |
| Macquarie Bank Ltd., <br> SOFR + 0.920%, FRN | Macquarie Bank Ltd., <br> SOFR + 0.920%, FRN |  |  |  |
| (r)Ω | 5.190%, 07/02/27 |  | 2000 | 2014507 |
| National Australia Bank <br> Ltd., 3M Swap + <br> 0.700%, FRN | National Australia Bank <br> Ltd., 3M Swap + <br> 0.700%, FRN |  |  |  |
| (r) | 4.190%, 10/18/27 | AUD | 3000 | 1969476 |
| Rio Tinto Finance USA <br> PLC, SOFR + 0.840%, <br> FRN | Rio Tinto Finance USA <br> PLC, SOFR + 0.840%, <br> FRN |  |  |  |
| (r) | 4.998%, 03/14/28 |  | 2200 | 2221906 |
| Westpac Banking Corp.  | Westpac Banking Corp.  | Westpac Banking Corp.  |  |  |
| (r) | 3M Swap + 1.050%, <br> FRN, 4.623%, <br> 05/20/27<br>| AUD | 500 | 330081 |
| (r) | 3M Swap + 0.980%, <br> FRN, 4.570%, <br> 02/16/28<br>| AUD | 5000 | 3302939 |
| TOTAL AUSTRALIA | TOTAL AUSTRALIA |  |  | 17730031 |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  |  | **Face**<br> **Amount^**<br>| **Value†** |
|  |  |  | **(000)** |  |
| CANADA — (4.1%) | CANADA — (4.1%) | CANADA — (4.1%) | CANADA — (4.1%) | CANADA — (4.1%) |
| Bank of Montreal  | Bank of Montreal  | Bank of Montreal  |  |  |
| (r) | SOFR + 1.330%, <br> FRN, 5.520%, <br> 06/05/26<br>|  | 683 | $686916 |
| (r) | SOFR + 0.620%, <br> FRN, 4.778%, <br> 09/15/26<br>|  | 440 | 440901 |
| (r) | SOFR + 0.760%, <br> FRN, 4.954%, <br> 06/04/27<br>|  | 800 | 803678 |
| Bank of Nova Scotia  | Bank of Nova Scotia  | Bank of Nova Scotia  |  |  |
| (r) | SOFR + 0.545%, <br> FRN, 4.754%, <br> 03/02/26<br>|  | 415 | 415407 |
| (r) | SOFR + 0.780%, <br> FRN, 4.974%, <br> 06/04/27<br>|  | 1360 | 1366577 |
| Nutrien Ltd.  | Nutrien Ltd.  |  |  |  |
|  | 5.950%, 11/07/25 |  | 1500 | 1500092 |
| Rogers Communications, <br> Inc.  | Rogers Communications, <br> Inc.  |  |  |  |
|  | 3.625%, 12/15/25 |  | 134 | 133873 |
| Royal Bank of Canada  | Royal Bank of Canada  | Royal Bank of Canada  |  |  |
| (r) | SOFR + 0.950%, <br> FRN, 5.040%, <br> 01/19/27<br>|  | 436 | 438880 |
| (r) | SOFR + 0.710%, <br> FRN, 4.797%, <br> 01/21/27<br>|  | 1700 | 1706348 |
| Toronto-Dominion Bank  | Toronto-Dominion Bank  | Toronto-Dominion Bank  |  |  |
| (r) | SOFR + 1.080%, <br> FRN, 5.173%, <br> 07/17/26<br>|  | 1047 | 1053314 |
| (r) | SOFR + 0.730%, <br> FRN, 4.840%, <br> 04/05/27<br>|  | 1000 | 1003895 |
| TOTAL CANADA | TOTAL CANADA |  |  | 9549881 |
| DENMARK — (3.0%) | DENMARK — (3.0%) | DENMARK — (3.0%) | DENMARK — (3.0%) | DENMARK — (3.0%) |
| Denmark Government <br> Bonds  | Denmark Government <br> Bonds  |  |  |  |
|  | 1.750%, 11/15/25 | DKK | 38000 | 5864628 |
| Novo Nordisk Finance <br> Netherlands BV  | Novo Nordisk Finance <br> Netherlands BV  |  |  |  |
|  | 3.375%, 05/21/26 | EUR | 1000 | 1158802 |
| TOTAL DENMARK | TOTAL DENMARK |  |  | 7023430 |

---

------

**Enhanced U.S. Large Company Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Face**<br> **Amount^**<br>| **Value†** |
|  |  | **(000)** |  |
| FRANCE — (1.7%) | FRANCE — (1.7%) | FRANCE — (1.7%) | FRANCE — (1.7%) |
| Agence Francaise de <br> Developpement EPIC  | Agence Francaise de <br> Developpement EPIC  |  |  |
|  | 0.625%, 01/22/26 | 800 | $793839 |
| Banque Federative du <br> Credit Mutuel SA, SOFR <br> + 1.400%, FRN | Banque Federative du <br> Credit Mutuel SA, SOFR <br> + 1.400%, FRN |  |  |
| (r) | 5.500%, 07/13/26 | 1300 | 1308997 |
| Credit Agricole SA, SOFR <br> + 0.870%, FRN | Credit Agricole SA, SOFR <br> + 0.870%, FRN |  |  |
| (r)Ω | 5.036%, 03/11/27 | 1800 | 1807137 |
| TOTAL FRANCE | TOTAL FRANCE |  | 3909973 |
| GERMANY — (2.7%) | GERMANY — (2.7%) | GERMANY — (2.7%) | GERMANY — (2.7%) |
| BMW U.S. Capital LLC, <br> SOFR + 0.710%, FRN | BMW U.S. Capital LLC, <br> SOFR + 0.710%, FRN |  |  |
| (r)Ω | 4.991%, 08/11/27 | 1214 | 1218181 |
| Daimler Truck Finance <br> North America LLC, <br> SOFR + 0.840%, FRN | Daimler Truck Finance <br> North America LLC, <br> SOFR + 0.840%, FRN |  |  |
| (r)Ω | 4.940%, 01/13/28 | 1500 | 1501305 |
| Mercedes-Benz Finance North <br> America LLC  | Mercedes-Benz Finance North <br> America LLC  |  |  |
|  | 4.900%, 01/09/26 | 1000 | 1000906 |
| (r)Ω | SOFR + 0.630%, <br> FRN, 4.705%, <br> 07/31/26<br>| 600 | 600889 |
| (r)Ω | SOFR + 0.930%, <br> FRN, 5.048%, <br> 03/31/28<br>| 400 | 401380 |
| Volkswagen Group of <br> America Finance LLC, <br> SOFR + 1.060%, FRN | Volkswagen Group of <br> America Finance LLC, <br> SOFR + 1.060%, FRN |  |  |
| (r)Ω | 5.183%, 03/25/27 | 1500 | 1503846 |
| TOTAL GERMANY | TOTAL GERMANY |  | 6226507 |
| ITALY — (0.7%) | ITALY — (0.7%) | ITALY — (0.7%) | ITALY — (0.7%) |
| Republic of Italy Government <br> International Bonds  | Republic of Italy Government <br> International Bonds  |  |  |
|  | 1.250%, 02/17/26 | 1700 | 1685546 |
| JAPAN — (2.4%) | JAPAN — (2.4%) | JAPAN — (2.4%) | JAPAN — (2.4%) |
| NTT Finance Corp.  | NTT Finance Corp.  |  |  |
| Ω | 1.162%, 04/03/26 | 500 | 493688 |
| (r)Ω | SOFR + 1.080%, <br> FRN, 5.358%, <br> 07/16/28<br>| 1000 | 1010280 |
|  | SOFR + 1.080%, <br> FRN, 5.358%, <br> 07/16/28<br>| 200 | 202056 |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  |  | **Face**<br> **Amount^**<br>| **Value†** |
|  |  |  | **(000)** |  |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |
| Sumitomo Mitsui Financial <br> Group, Inc., SOFR + <br> 0.880%, FRN | Sumitomo Mitsui Financial <br> Group, Inc., SOFR + <br> 0.880%, FRN |  |  |  |
| (r) | 5.156%, 01/14/27 |  | 1754 | $1763313 |
| Sumitomo Mitsui Trust Bank Ltd.  | Sumitomo Mitsui Trust Bank Ltd.  | Sumitomo Mitsui Trust Bank Ltd.  |  |  |
| (r)Ω | SOFR + 0.980%, <br> FRN, 5.257%, <br> 09/10/27<br>|  | 1364 | 1377718 |
|  | SOFR + 0.980%, <br> FRN, 5.257%, <br> 09/10/27<br>|  | 784 | 791884 |
| TOTAL JAPAN | TOTAL JAPAN |  |  | 5638939 |
| LUXEMBOURG — (0.7%) | LUXEMBOURG — (0.7%) | LUXEMBOURG — (0.7%) | LUXEMBOURG — (0.7%) | LUXEMBOURG — (0.7%) |
| ArcelorMittal SA  | ArcelorMittal SA  | ArcelorMittal SA  |  |  |
|  | 4.550%, 03/11/26 |  | 1500 | 1499194 |
| NETHERLANDS — (2.7%) | NETHERLANDS — (2.7%) | NETHERLANDS — (2.7%) | NETHERLANDS — (2.7%) | NETHERLANDS — (2.7%) |
| ABN AMRO Bank NV, <br> SOFR + 0.750%, FRN | ABN AMRO Bank NV, <br> SOFR + 0.750%, FRN |  |  |  |
| (r)Ω | 4.858%, 07/07/28 |  | 3550 | 3556370 |
| Cooperatieve Rabobank UA  | Cooperatieve Rabobank UA  | Cooperatieve Rabobank UA  |  |  |
| (r) | SOFR + 0.710%, <br> FRN, 4.812%, <br> 01/09/26<br>|  | 300 | 300290 |
| (r) | SOFR + 0.900%, <br> FRN, 5.010%, <br> 10/05/26<br>|  | 500 | 502606 |
| (r) | 3M Swap + 0.870%, <br> FRN, 4.418%, <br> 02/26/27<br>| AUD | 3000 | 1973205 |
| TOTAL NETHERLANDS | TOTAL NETHERLANDS |  |  | 6332471 |
| NEW ZEALAND — (4.1%) | NEW ZEALAND — (4.1%) | NEW ZEALAND — (4.1%) | NEW ZEALAND — (4.1%) | NEW ZEALAND — (4.1%) |
| New Zealand Government <br> Bonds  | New Zealand Government <br> Bonds  |  |  |  |
|  | 0.250%, 05/15/28 | NZD | 6500 | 3484470 |
| New Zealand Local <br> Government Funding <br> Agency Bonds  | New Zealand Local <br> Government Funding <br> Agency Bonds  |  |  |  |
|  | 2.250%, 05/15/28 | NZD | 11000 | 6171172 |
| TOTAL NEW ZEALAND | TOTAL NEW ZEALAND |  |  | 9655642 |
| NORWAY — (1.4%) | NORWAY — (1.4%) | NORWAY — (1.4%) | NORWAY — (1.4%) | NORWAY — (1.4%) |
| Kommunalbanken AS  | Kommunalbanken AS  | Kommunalbanken AS  |  |  |
| (r) | SOFR + 1.000%, <br> FRN, 5.162%, <br> 06/17/26<br>|  | 3200 | 3214524 |

---

------

**Enhanced U.S. Large Company Portfolio**

**CONTINUED**

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  |  | **Face**<br> **Amount^**<br>| **Value†** |
|  |  |  | **(000)** |  |
| SINGAPORE — (3.3%) | SINGAPORE — (3.3%) | SINGAPORE — (3.3%) | SINGAPORE — (3.3%) | SINGAPORE — (3.3%) |
| DBS Group Holdings Ltd., <br> SOFR + 0.600%, FRN | DBS Group Holdings Ltd., <br> SOFR + 0.600%, FRN |  |  |  |
| (r) | 4.858%, 03/21/28 |  | 1800 | $1807368 |
| United Overseas Bank Ltd.  | United Overseas Bank Ltd.  | United Overseas Bank Ltd.  |  |  |
| (r) | 3M Swap + 0.720%, <br> FRN, 4.275%, <br> 02/24/27<br>| AUD | 3000 | 1969495 |
| (r) | 3M Swap + 0.720%, <br> FRN, 4.290%, <br> 04/16/27<br>| AUD | 6000 | 3938716 |
| TOTAL SINGAPORE | TOTAL SINGAPORE |  |  | 7715579 |
| SUPRANATIONAL ORGANIZATION OBLIGATIONS — (0.1%) | SUPRANATIONAL ORGANIZATION OBLIGATIONS — (0.1%) | SUPRANATIONAL ORGANIZATION OBLIGATIONS — (0.1%) | SUPRANATIONAL ORGANIZATION OBLIGATIONS — (0.1%) | SUPRANATIONAL ORGANIZATION OBLIGATIONS — (0.1%) |
| International Bank for <br> Reconstruction & <br> Development  | International Bank for <br> Reconstruction & <br> Development  | International Bank for <br> Reconstruction & <br> Development  |  |  |
| (r) | SOFR + 0.180%, <br> FRN, 4.350%, <br> 06/15/26<br>|  | 174 | 174113 |
| UNITED KINGDOM — (1.2%) | UNITED KINGDOM — (1.2%) | UNITED KINGDOM — (1.2%) | UNITED KINGDOM — (1.2%) | UNITED KINGDOM — (1.2%) |
| GlaxoSmithKline Capital <br> PLC, SOFR + 0.500%, <br> FRN | GlaxoSmithKline Capital <br> PLC, SOFR + 0.500%, <br> FRN |  |  |  |
| (r) | 4.662%, 03/12/27 |  | 879 | 883682 |
| NatWest Markets PLC, <br> SOFR + 0.950%, FRN | NatWest Markets PLC, <br> SOFR + 0.950%, FRN |  |  |  |
| (r)Ω | 5.078%, 03/21/28 |  | 2000 | 2010331 |
| TOTAL UNITED <br> KINGDOM | TOTAL UNITED <br> KINGDOM |  |  | 2894013 |
| UNITED STATES — (21.7%) | UNITED STATES — (21.7%) | UNITED STATES — (21.7%) | UNITED STATES — (21.7%) | UNITED STATES — (21.7%) |
| 7-Eleven, Inc.  | 7-Eleven, Inc.  |  |  |  |
|  | 0.950%, 02/10/26 |  | 1025 | 1015387 |
| AES Corp.  | AES Corp.  |  |  |  |
|  | 1.375%, 01/15/26 |  | 1000 | 993705 |
| Ameren Corp.  | Ameren Corp.  |  |  |  |
|  | 3.650%, 02/15/26 |  | 1600 | 1596839 |
| American Express Co.  | American Express Co.  | American Express Co.  |  |  |
| (r) | SOFR + 0.760%, <br> FRN, 5.029%, <br> 02/13/26<br>|  | 1600 | 1601124 |
| (r) | SOFR + 0.650%, <br> FRN, 4.954%, <br> 11/04/26<br>|  | 266 | 267076 |
| American Honda Finance Corp.  | American Honda Finance Corp.  | American Honda Finance Corp.  |  |  |
| (r) | SOFR + 0.710%, <br> FRN, 4.812%, <br> 07/09/27<br>|  | 1661 | 1662840 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Face**<br> **Amount^**<br>| **Value†** |
|  |  | **(000)** |  |
| UNITED STATES — (Continued) | UNITED STATES — (Continued) | UNITED STATES — (Continued) | UNITED STATES — (Continued) |
| (r) | SOFR + 0.900%, <br> FRN, 5.102%, <br> 09/01/28<br>| 450 | $451309 |
| American Tower Corp.  | American Tower Corp.  |  |  |
|  | 4.400%, 02/15/26 | 100 | 100003 |
| Bank of America NA, <br> SOFR + 1.020%, FRN | Bank of America NA, <br> SOFR + 1.020%, FRN |  |  |
| (r) | 5.277%, 08/18/26 | 300 | 301631 |
| Boston Properties LP  | Boston Properties LP  |  |  |
|  | 3.650%, 02/01/26 | 100 | 99796 |
| Bristol-Myers Squibb Co., <br> SOFR + 0.490%, FRN | Bristol-Myers Squibb Co., <br> SOFR + 0.490%, FRN |  |  |
| (r) | 4.733%, 02/20/26 | 750 | 750637 |
| Cargill, Inc., SOFR + <br> 0.610%, FRN | Cargill, Inc., SOFR + <br> 0.610%, FRN |  |  |
| (r)Ω | 4.891%, 02/11/28 | 1750 | 1753850 |
| Caterpillar Financial Services <br> Corp.  | Caterpillar Financial Services <br> Corp.  |  |  |
| (r) | SOFR + 0.380%, <br> FRN, 4.488%, <br> 01/07/27<br>| 292 | 292299 |
| (r) | SOFR + 0.520%, <br> FRN, 4.784%, <br> 05/14/27<br>| 400 | 401073 |
| (r) | SOFR + 0.520%, <br> FRN, 4.724%, <br> 03/03/28<br>| 1500 | 1501884 |
| Charles Schwab Corp., <br> SOFR + 0.520%, FRN | Charles Schwab Corp., <br> SOFR + 0.520%, FRN |  |  |
| (r) | 4.789%, 05/13/26 | 146 | 146037 |
| Chevron USA, Inc., SOFR <br> + 0.570%, FRN | Chevron USA, Inc., SOFR <br> + 0.570%, FRN |  |  |
| (r) | 4.839%, 08/13/28 | 2250 | 2258472 |
| Citibank NA  | Citibank NA  |  |  |
| (r) | SOFR + 1.060%, <br> FRN, 5.254%, <br> 12/04/26<br>| 1500 | 1510633 |
| (r) | SOFR + 0.781%, <br> FRN, 4.988%, <br> 05/29/27<br>| 600 | 604322 |
| Consolidated Edison Co. of <br> New York, Inc., SOFR + <br> 0.520%, FRN | Consolidated Edison Co. of <br> New York, Inc., SOFR + <br> 0.520%, FRN |  |  |
| (r) | 4.777%, 11/18/27 | 400 | 400212 |
| CVS Health Corp.  | CVS Health Corp.  |  |  |
|  | 5.000%, 02/20/26 | 1700 | 1702554 |
| ERAC USA Finance LLC  | ERAC USA Finance LLC  |  |  |
| Ω | 3.800%, 11/01/25 | 2250 | 2250000 |
| General Motors Financial <br> Co., Inc.  | General Motors Financial <br> Co., Inc.  |  |  |
|  | 1.250%, 01/08/26 | 150 | 149125 |

---

------

**Enhanced U.S. Large Company Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Face**<br> **Amount^**<br>| **Value†** |
|  |  | **(000)** |  |
| UNITED STATES — (Continued) | UNITED STATES — (Continued) | UNITED STATES — (Continued) | UNITED STATES — (Continued) |
| Georgia Power Co., SOFR <br> + 0.280%, FRN | Georgia Power Co., SOFR <br> + 0.280%, FRN |  |  |
| (r) | 4.438%, 09/15/26 | 800 | $800282 |
| Global Payments, Inc.  | Global Payments, Inc.  |  |  |
|  | 4.800%, 04/01/26 | 600 | 600323 |
| HCA, Inc., SOFR + <br> 0.870%, FRN | HCA, Inc., SOFR + <br> 0.870%, FRN |  |  |
| (r) | 5.082%, 03/01/28 | 1500 | 1510072 |
| Hewlett Packard Enterprise <br> Co., SOFR + 0.960%, <br> FRN | Hewlett Packard Enterprise <br> Co., SOFR + 0.960%, <br> FRN |  |  |
| #(r) | 5.118%, 09/15/28 | 1500 | 1504432 |
| HSBC USA, Inc.  | HSBC USA, Inc.  |  |  |
| (r) | SOFR + 0.960%, <br> FRN, 5.154%, <br> 03/04/27<br>| 1000 | 1005860 |
| (r) | SOFR + 0.970%, <br> FRN, 5.174%, <br> 06/03/28<br>| 1117 | 1124908 |
| John Deere Capital Corp.  | John Deere Capital Corp.  |  |  |
| (r) | SOFR + 0.440%, <br> FRN, 4.644%, <br> 03/06/26<br>| 500 | 500439 |
| (r) | SOFR + 0.790%, <br> FRN, 4.994%, <br> 06/08/26<br>| 1072 | 1075439 |
| (r) | SOFR + 0.500%, <br> FRN, 4.704%, <br> 03/06/28<br>| 400 | 400508 |
| JPMorgan Chase Bank <br> NA, SOFR + 1.000%, <br> FRN | JPMorgan Chase Bank <br> NA, SOFR + 1.000%, <br> FRN |  |  |
| (r) | 5.186%, 12/08/26 | 1700 | 1712262 |
| Keurig Dr. Pepper, Inc.  | Keurig Dr. Pepper, Inc.  |  |  |
| (r) | SOFR + 0.580%, <br> FRN, 4.840%, <br> 11/15/26<br>| 220 | 220001 |
| (r) | SOFR + 0.880%, <br> FRN, 5.038%, <br> 03/15/27<br>| 240 | 240392 |
| Morgan Stanley Bank NA, <br> SOFR + 1.165%, FRN | Morgan Stanley Bank NA, <br> SOFR + 1.165%, FRN |  |  |
| (r) | 5.236%, 10/30/26 | 1350 | 1359384 |
| National Rural Utilities <br> Cooperative Finance Corp.  | National Rural Utilities <br> Cooperative Finance Corp.  |  |  |
| (r) | SOFR + 0.800%, <br> FRN, 5.096%, <br> 02/05/27<br>| 1218 | 1224751 |
| (r) | SOFR + 0.820%, <br> FRN, 4.974%, <br> 09/16/27<br>| 170 | 170896 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Face**<br> **Amount^**<br>| **Value†** |
|  |  | **(000)** |  |
| UNITED STATES — (Continued) | UNITED STATES — (Continued) | UNITED STATES — (Continued) | UNITED STATES — (Continued) |
| National Securities <br> Clearing Corp., SOFR + <br> 0.570%, FRN | National Securities <br> Clearing Corp., SOFR + <br> 0.570%, FRN |  |  |
| (r)Ω | 4.813%, 05/20/27 | 750 | $752270 |
| NextEra Energy Capital <br> Holdings, Inc.  | NextEra Energy Capital <br> Holdings, Inc.  |  |  |
| (r) | SOFR + 0.760%, <br> FRN, 4.829%, <br> 01/29/26<br>| 750 | 750954 |
| (r) | SOFR + 0.800%, <br> FRN, 5.104%, <br> 02/04/28<br>| 863 | 869134 |
| Oracle Corp.  | Oracle Corp.  |  |  |
|  | 5.800%, 11/10/25 | 1600 | 1600409 |
| PayPal Holdings, Inc., <br> SOFR + 0.670%, FRN | PayPal Holdings, Inc., <br> SOFR + 0.670%, FRN |  |  |
| (r) | 4.856%, 03/06/28 | 2275 | 2282117 |
| Penske Truck Leasing Co. <br> LP/PTL Finance Corp.  | Penske Truck Leasing Co. <br> LP/PTL Finance Corp.  |  |  |
| Ω | 1.200%, 11/15/25 | 1149 | 1147542 |
| Philip Morris International, Inc.  | Philip Morris International, Inc.  |  |  |
|  | 4.875%, 02/13/26 | 1000 | 1001647 |
| (r) | SOFR + 0.830%, <br> FRN, 4.899%, <br> 04/28/28<br>| 190 | 191304 |
| Public Storage Operating <br> Co., SOFR + 0.700%, <br> FRN | Public Storage Operating <br> Co., SOFR + 0.700%, <br> FRN |  |  |
| (r) | 4.794%, 04/16/27 | 780 | 782422 |
| T-Mobile USA, Inc.  | T-Mobile USA, Inc.  |  |  |
|  | 1.500%, 02/15/26 | 400 | 396689 |
| Toyota Motor Credit Corp., <br> SOFR + 0.710%, FRN | Toyota Motor Credit Corp., <br> SOFR + 0.710%, FRN |  |  |
| (r) | 4.974%, 05/14/27 | 2000 | 2009730 |
| Vontier Corp.  | Vontier Corp.  |  |  |
|  | 1.800%, 04/01/26 | 1700 | 1682063 |
| Western Union Co.  | Western Union Co.  |  |  |
|  | 1.350%, 03/15/26 | 1700 | 1680805 |
| Williams Cos., Inc.  | Williams Cos., Inc.  |  |  |
|  | 5.400%, 03/02/26 | 200 | 200749 |
| TOTAL UNITED STATES | TOTAL UNITED STATES |  | 50608592 |
| TOTAL BONDS | TOTAL BONDS |  | 133858435 |
| U.S. TREASURY OBLIGATIONS — (21.6%) | U.S. TREASURY OBLIGATIONS — (21.6%) | U.S. TREASURY OBLIGATIONS — (21.6%) | U.S. TREASURY OBLIGATIONS — (21.6%) |
| U.S. Treasury Bills  | U.S. Treasury Bills  |  |  |
| ∞ | 4.208%, 11/13/25  | 4200 | 4195493 |
| ∞ | 4.117%, 12/30/25  | 6500 | 6460361 |
| ∞ | 3.852%, 01/22/26  | 8000 | 7933200 |
| U.S. Treasury Notes  | U.S. Treasury Notes  |  |  |
| « | 2.250%, 11/15/25  | 12000 | 11993041 |
|  | 4.875%, 11/30/25  | 6000 | 6003393 |

---

------

**Enhanced U.S. Large Company Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Face**<br> **Amount^**<br>| **Value†** |
|  |  | **(000)** |  |
|  | 3.875%, 01/15/26  | 1750 | $1749761 |
| « | 4.250%, 01/31/26  | 12000 | 12009453 |
| TOTAL U.S. TREASURY <br> OBLIGATIONS | TOTAL U.S. TREASURY <br> OBLIGATIONS |  | 50344702 |
| COMMERCIAL PAPER — (17.0%) | COMMERCIAL PAPER — (17.0%) | COMMERCIAL PAPER — (17.0%) | COMMERCIAL PAPER — (17.0%) |
| CANADA — (1.8%) | CANADA — (1.8%) | CANADA — (1.8%) | CANADA — (1.8%) |
| Alimentation Couche-Tard, <br> Inc. | Alimentation Couche-Tard, <br> Inc. |  |  |
| Ω | 4.145%, 01/22/26 | 1000 | 990378 |
| Ω | 4.252%, 01/22/26 | 500 | 495189 |
| Magna International, Inc. | Magna International, Inc. |  |  |
| Ω | 4.306%, 11/20/25 | 1000 | 997733 |
| Nutrien Ltd. | Nutrien Ltd. |  |  |
| Ω | 4.316%, 11/06/25 | 250 | 249828 |
| TELUS Corp. | TELUS Corp. |  |  |
| Ω | 5.037%, 01/16/26 | 1500 | 1485268 |
| TOTAL CANADA | TOTAL CANADA |  | 4218396 |
| FRANCE — (1.2%) | FRANCE — (1.2%) | FRANCE — (1.2%) | FRANCE — (1.2%) |
| Engie SA | Engie SA |  |  |
| Ω | 4.107%, 01/05/26 | 1500 | 1489049 |
| TotalEnergies Capital SA | TotalEnergies Capital SA |  |  |
| Ω | 4.174%, 11/20/25 | 1225 | 1222328 |
| TOTAL FRANCE | TOTAL FRANCE |  | 2711377 |
| GERMANY — (0.3%) | GERMANY — (0.3%) | GERMANY — (0.3%) | GERMANY — (0.3%) |
| BASF SE | BASF SE |  |  |
| Ω | 4.630%, 11/07/25 | 250 | 249799 |
| Ω | 4.823%, 11/07/25 | 500 | 499597 |
| TOTAL GERMANY | TOTAL GERMANY |  | 749396 |
| ITALY — (0.6%) | ITALY — (0.6%) | ITALY — (0.6%) | ITALY — (0.6%) |
| Enel Finance America LLC | Enel Finance America LLC |  |  |
| Ω | 4.253%, 01/09/26 | 1500 | 1488042 |
| SINGAPORE — (0.2%) | SINGAPORE — (0.2%) | SINGAPORE — (0.2%) | SINGAPORE — (0.2%) |
| DBS Bank Ltd. | DBS Bank Ltd. |  |  |
| Ω | 4.296%, 11/26/25 | 500 | 498587 |
| UNITED KINGDOM — (1.2%) | UNITED KINGDOM — (1.2%) | UNITED KINGDOM — (1.2%) | UNITED KINGDOM — (1.2%) |
| LSEGA Financing PLC | LSEGA Financing PLC |  |  |
| Ω | 4.253%, 12/11/25 | 1800 | 1791668 |
| Standard Chartered Bank | Standard Chartered Bank |  |  |
| Ω | 4.090%, 01/14/26 | 1000 | 991623 |
| TOTAL UNITED <br> KINGDOM | TOTAL UNITED <br> KINGDOM |  | 2783291 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Face**<br> **Amount^**<br>| **Value†** |
|  |  | **(000)** |  |
| UNITED STATES — (11.7%) | UNITED STATES — (11.7%) | UNITED STATES — (11.7%) | UNITED STATES — (11.7%) |
| Amcor Flexibles North <br> America, Inc. | Amcor Flexibles North <br> America, Inc. |  |  |
| Ω | 4.305%, 11/04/25 | 1000 | $999548 |
| Campbell's Co. | Campbell's Co. |  |  |
| Ω | 4.506%, 12/03/25 | 500 | 498052 |
| Ω | 4.294%, 12/11/25 | 1300 | 1293702 |
| Charles Schwab Corp. | Charles Schwab Corp. |  |  |
| Ω | 4.669%, 11/14/25 | 2000 | 1996960 |
| Chevron Phillips Chemical <br> Co. LLC | Chevron Phillips Chemical <br> Co. LLC |  |  |
| Ω | 4.304%, 12/18/25 | 1250 | 1243210 |
| CRH America Finance, Inc. | CRH America Finance, Inc. |  |  |
| Ω | 4.684%, 11/04/25 | 1500 | 1499321 |
| Dominion Energy, Inc. | Dominion Energy, Inc. |  |  |
| Ω | 4.194%, 12/03/25 | 1500 | 1494358 |
| Duke Energy Corp. | Duke Energy Corp. |  |  |
| Ω | 4.185%, 12/04/25 | 1250 | 1245261 |
| eBay, Inc. | eBay, Inc. |  |  |
| Ω | 4.341%, 11/04/25 | 750 | 749663 |
| Enbridge U.S., Inc. | Enbridge U.S., Inc. |  |  |
| Ω | 4.231%, 11/24/25 | 1000 | 997269 |
| Entergy Corp. | Entergy Corp. |  |  |
| Ω | 4.429%, 12/11/25 | 1650 | 1642275 |
| General Motors Financial <br> Co., Inc. | General Motors Financial <br> Co., Inc. |  |  |
| Ω | 4.284%, 02/12/26 | 1400 | 1383078 |
| Harley-Davidson Financial <br> Services, Inc. | Harley-Davidson Financial <br> Services, Inc. |  |  |
| Ω | 4.676%, 11/05/25 | 250 | 249854 |
| Ω | 4.675%, 12/08/25 | 1250 | 1244368 |
| Honeywell International, <br> Inc. | Honeywell International, <br> Inc. |  |  |
| Ω | 4.228%, 12/15/25 | 1000 | 995069 |
| Hubbell, Inc. | Hubbell, Inc. |  |  |
| Ω | 4.277%, 11/06/25 | 1000 | 999320 |
| Intesa Sanpaolo <br> Funding LLC | Intesa Sanpaolo <br> Funding LLC |  |  |
|  | 4.663%, 11/12/25 | 1000 | 998558 |
|  | 4.669%, 11/12/25 | 500 | 499279 |
| ITC Holdings Corp. | ITC Holdings Corp. |  |  |
| Ω | 4.609%, 11/17/25 | 1500 | 1497102 |
| Mondelez International, <br> Inc. | Mondelez International, <br> Inc. |  |  |
| Ω | 4.221%, 11/25/25 | 525 | 523528 |
| NextEra Energy Capital <br> Holdings, Inc. | NextEra Energy Capital <br> Holdings, Inc. |  |  |
| Ω | 4.317%, 11/07/25 | 250 | 249798 |
| Ω | 4.265%, 11/25/25 | 300 | 299147 |
| Phillips 66 | Phillips 66 |  |  |
| Ω | 4.252%, 11/20/25 | 600 | 598630 |
| Ω | 4.252%, 11/21/25 | 1000 | 997600 |
| Sherwin-Williams Co. | Sherwin-Williams Co. |  |  |
| Ω | 4.261%, 11/05/25 | 1000 | 999438 |

---

------

**Enhanced U.S. Large Company Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Face**<br> **Amount^**<br>| **Value†** |
|  |  | **(000)** |  |
| UNITED STATES — (Continued) | UNITED STATES — (Continued) | UNITED STATES — (Continued) | UNITED STATES — (Continued) |
| Stanley Black & Decker, <br> Inc. | Stanley Black & Decker, <br> Inc. |  |  |
| Ω | 4.297%, 12/04/25 | 1500 | $1494030 |
| Walt Disney Co. | Walt Disney Co. |  |  |
| Ω | 4.157%, 11/06/25 | 600 | 599602 |
| TOTAL UNITED STATES | TOTAL UNITED STATES |  | 27288020 |
| TOTAL COMMERCIAL <br> PAPER <br>(Cost $39,738,048) | TOTAL COMMERCIAL <br> PAPER <br>(Cost $39,738,048) |  | 39737109 |
| FOREIGN SOVEREIGN OBLIGATIONS — (3.3%) | FOREIGN SOVEREIGN OBLIGATIONS — (3.3%) | FOREIGN SOVEREIGN OBLIGATIONS — (3.3%) | FOREIGN SOVEREIGN OBLIGATIONS — (3.3%) |
| CANADA — (3.3%) | CANADA — (3.3%) | CANADA — (3.3%) | CANADA — (3.3%) |
| Canada Treasury Bills | Canada Treasury Bills |  |  |
| ∞ | 2.421%,12/17/25<br> CAD | 1500 | 1066368 |
| Ontario Treasury Bills | Ontario Treasury Bills |  |  |
| ∞ | 2.699%,11/12/25<br> CAD | 2350 | 1674280 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Face**<br> **Amount^**<br>| **Value†** |
|  |  | **(000)** |  |
| CANADA — (Continued) | CANADA — (Continued) | CANADA — (Continued) | CANADA — (Continued) |
| Quebec Treasury Bills | Quebec Treasury Bills |  |  |
| ∞ | 2.702%, 11/07/25<br> CAD | 400 | $285072 |
| ∞ | 2.480%, 12/12/25<br> CAD | 4750 | 3377985 |
| ∞ | 2.449%, 12/19/25<br> CAD | 2000 | 1421710 |
| TOTAL CANADA | TOTAL CANADA |  | 7825415 |
| TOTAL INVESTMENT <br> SECURITIES <br>(Cost $231,591,692) | TOTAL INVESTMENT <br> SECURITIES <br>(Cost $231,591,692) |  | 231765661 |

---

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

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** |  |
| SECURITIES LENDING COLLATERAL — (0.7%) | SECURITIES LENDING COLLATERAL — (0.7%) | SECURITIES LENDING COLLATERAL — (0.7%) | SECURITIES LENDING COLLATERAL — (0.7%) |
| @§ | The DFA Short Term <br> Investment Fund<br>| 132960 | 1537954 |
| TOTAL INVESTMENTS — (100.0%) | TOTAL INVESTMENTS — (100.0%) | TOTAL INVESTMENTS — (100.0%) |  |
| (Cost $233,129,646) | (Cost $233,129,646) |  | $233303615 |

---

As of October 31, 2025, Enhanced U.S. Large Company 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>|
| USD | 1194200 | EUR | 1015403 | Citibank, N.A. | 11/03/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $23795 |
| USD | 12030526 | AUD | 18169879 | Citibank, N.A. | 11/03/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 141975 |
| USD | 1184579 | EUR | 1012892 | Citibank, N.A. | 11/07/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 16872 |
| USD | 2537164 | NZD | 4402876 | Citibank, N.A. | 11/14/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 16623 |
| USD | 3639266 | CAD | 5031189 | Citibank, N.A. | 11/14/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 50081 |
| USD | 6009195 | DKK | 38436950 | Societe Generale | 11/21/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 69801 |
| USD | 7093 | EUR | 6103 | Citibank, N.A. | 12/03/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 47 |
| USD | 5870596 | CAD | 8204728 | NatWest Markets PLC | 12/15/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 8100 |
| USD | 64035 | NZD | 108554 | Citibank, N.A. | 12/18/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1798 |
| USD | 6348262 | NZD | 10586965 | NatWest Markets PLC | 12/18/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 278518 |
| USD | 11924346 | AUD | 18169879 | UBS AG | 01/02/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 28516 |
| **Total Appreciation** | **Total Appreciation** | **Total Appreciation** | **Total Appreciation** |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; **$636126** |
| EUR | 6103 | USD | 7081 | Citibank, N.A. | 11/03/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $(46)<br>|
| EUR | 1009300 | USD | 1172784 | HSBC Bank | 11/03/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (9414)<br>|
| AUD | 18169879 | USD | 11917079 | UBS AG | 11/03/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (28527)<br>|
| CAD | 2269470 | USD | 1624461 | Citibank, N.A. | 11/14/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (5451)<br>|
| USD | 3968836 | AUD | 6105392 | Citibank, N.A. | 11/28/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (27058)<br>|
| USD | 1097889 | NZD | 1915708 | Citibank, N.A. | 12/18/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (430)<br>|
| **Total (Depreciation)** | **Total (Depreciation)** | **Total (Depreciation)** | **Total (Depreciation)** |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; **$(70926)**<br>|
| **Total Appreciation**<br> **(Depreciation)** | **Total Appreciation**<br> **(Depreciation)** | **Total Appreciation**<br> **(Depreciation)** | **Total Appreciation**<br> **(Depreciation)** |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; **$565200** |

---

------

**Enhanced U.S. Large Company Portfolio**

**CONTINUED**

As of October 31, 2025, Enhanced U.S. Large Company Portfolio had entered into the following outstanding futures contracts:

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Description** | **Number of**<br> **Contracts**<br>| **Expiration**<br> **Date**<br>| **Notional**<br> **Value**<br>| **Market**<br> **Value**<br>| **Unrealized**<br> **Appreciation**<br> **(Depreciation)**<br>|
| **Long Position Contracts:** |  |  |  |  |  |
| S&P 500<sup>®</sup> Emini Index | &nbsp;&nbsp; 686 | 12/19/25 | &nbsp;&nbsp; $223179099 | &nbsp;&nbsp; $235778200 | &nbsp;&nbsp; $12599101 |
| **Total Futures Contracts** |  |  | &nbsp;&nbsp; **$223179099** | &nbsp;&nbsp; **$235778200** | &nbsp;&nbsp; **$12599101** |

---

As of October 31, 2025, the value of Rule 144A securities amounted to $66,967,660 or 28.4% of net assets.

Summary of the Portfolio's investments as of October 31, 2025, 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** |  |  |  |  |
| Bonds |  |  |  |  |
| Australia | &nbsp;&nbsp; — | &nbsp;&nbsp; $17730031 | &nbsp;&nbsp; — | &nbsp;&nbsp; $17730031 |
| Canada | &nbsp;&nbsp; — | &nbsp;&nbsp; 9549881 | &nbsp;&nbsp; — | &nbsp;&nbsp; 9549881 |
| Denmark | &nbsp;&nbsp; — | &nbsp;&nbsp; 7023430 | &nbsp;&nbsp; — | &nbsp;&nbsp; 7023430 |
| France | &nbsp;&nbsp; — | &nbsp;&nbsp; 3909973 | &nbsp;&nbsp; — | &nbsp;&nbsp; 3909973 |
| Germany | &nbsp;&nbsp; — | &nbsp;&nbsp; 6226507 | &nbsp;&nbsp; — | &nbsp;&nbsp; 6226507 |
| Italy | &nbsp;&nbsp; — | &nbsp;&nbsp; 1685546 | &nbsp;&nbsp; — | &nbsp;&nbsp; 1685546 |
| Japan | &nbsp;&nbsp; — | &nbsp;&nbsp; 5638939 | &nbsp;&nbsp; — | &nbsp;&nbsp; 5638939 |
| Luxembourg | &nbsp;&nbsp; — | &nbsp;&nbsp; 1499194 | &nbsp;&nbsp; — | &nbsp;&nbsp; 1499194 |
| Netherlands | &nbsp;&nbsp; — | &nbsp;&nbsp; 6332471 | &nbsp;&nbsp; — | &nbsp;&nbsp; 6332471 |
| New Zealand | &nbsp;&nbsp; — | &nbsp;&nbsp; 9655642 | &nbsp;&nbsp; — | &nbsp;&nbsp; 9655642 |
| Norway | &nbsp;&nbsp; — | &nbsp;&nbsp; 3214524 | &nbsp;&nbsp; — | &nbsp;&nbsp; 3214524 |
| Singapore | &nbsp;&nbsp; — | &nbsp;&nbsp; 7715579 | &nbsp;&nbsp; — | &nbsp;&nbsp; 7715579 |
| Supranational Organization Obligations | &nbsp;&nbsp; — | &nbsp;&nbsp; 174113 | &nbsp;&nbsp; — | &nbsp;&nbsp; 174113 |
| United Kingdom | &nbsp;&nbsp; — | &nbsp;&nbsp; 2894013 | &nbsp;&nbsp; — | &nbsp;&nbsp; 2894013 |
| United States | &nbsp;&nbsp; — | &nbsp;&nbsp; 50608592 | &nbsp;&nbsp; — | &nbsp;&nbsp; 50608592 |
| U.S. Treasury Obligations | &nbsp;&nbsp; — | &nbsp;&nbsp; 50344702 | &nbsp;&nbsp; — | &nbsp;&nbsp; 50344702 |
| Commercial Paper | &nbsp;&nbsp; — | &nbsp;&nbsp; 39737109 | &nbsp;&nbsp; — | &nbsp;&nbsp; 39737109 |
| Foreign Sovereign Obligations | &nbsp;&nbsp; — | &nbsp;&nbsp; 7825415 | &nbsp;&nbsp; — | &nbsp;&nbsp; 7825415 |
| Securities Lending Collateral | &nbsp;&nbsp; — | &nbsp;&nbsp; 1537954 | &nbsp;&nbsp; — | &nbsp;&nbsp; 1537954 |
| Total Investments in Securities | &nbsp;&nbsp; — | &nbsp;&nbsp; $233303615 | &nbsp;&nbsp; — | &nbsp;&nbsp; $233303615 |
| **Financial Instruments** | **Financial Instruments** |  |  |  |
| **Assets** |  |  |  |  |
| Forward Currency Contracts\*\* | &nbsp;&nbsp; — | &nbsp;&nbsp; 636126 | &nbsp;&nbsp; — | &nbsp;&nbsp; 636126 |
| Futures Contracts\*\* | &nbsp;&nbsp; $12599101 | &nbsp;&nbsp; — | &nbsp;&nbsp; — | &nbsp;&nbsp; 12599101 |
| **Liabilities** |  |  |  |  |
| Forward Currency Contracts\*\* | &nbsp;&nbsp; — | &nbsp;&nbsp; (70926) | &nbsp;&nbsp; — | &nbsp;&nbsp; (70926) |
| Total Financial Instruments | &nbsp;&nbsp; $12599101 | &nbsp;&nbsp; $565200 | &nbsp;&nbsp; — | &nbsp;&nbsp; $13164301 |
| \*\* Valued at the unrealized appreciation/(depreciation) on the investment. | \*\* Valued at the unrealized appreciation/(depreciation) on the investment. | \*\* Valued at the unrealized appreciation/(depreciation) on the investment. | \*\* Valued at the unrealized appreciation/(depreciation) on the investment. | \*\* Valued at the unrealized appreciation/(depreciation) on the investment. |

---

See accompanying Notes to Financial Statements.

------

**U.S. Large Cap Equity Portfolio**

**SCHEDULE OF INVESTMENTS**

**October 31, 2025**

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

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| COMMON STOCKS — (99.1%) | COMMON STOCKS — (99.1%) | COMMON STOCKS — (99.1%) | COMMON STOCKS — (99.1%) |
| COMMUNICATION SERVICES — (10.3%) | COMMUNICATION SERVICES — (10.3%) | COMMUNICATION SERVICES — (10.3%) | COMMUNICATION SERVICES — (10.3%) |
|  | Alphabet, Inc. (GOOG <br> US), Class C<br>| 201822 | $56877476 |
|  | Alphabet, Inc. (GOOGL <br> US), Class A<br>| 216264 | 60811274 |
| \* | AST SpaceMobile, <br> Inc.<br>| 1084 | 86991 |
|  | AT&T, Inc. | 274069 | 6783208 |
| #\* | Charter <br> Communications, <br> Inc., Class A<br>| 6643 | 1553399 |
|  | Comcast Corp., <br> Class A<br>| 160486 | 4467128 |
|  | Electronic Arts, Inc. | 16984 | 3397819 |
|  | Fox Corp. (FOX US), <br> Class B<br>| 18147 | 1059966 |
|  | Fox Corp. (FOXA US), <br> Class A<br>| 17570 | 1135901 |
|  | Interpublic Group of <br> Cos., Inc.<br>| 2718 | 69744 |
| \* | Liberty Media <br> Corp.-Liberty <br> Formula One <br> (FWONA US), <br> Class A<br>| 1915 | 174227 |
| \* | Liberty Media <br> Corp.-Liberty <br> Formula One <br> (FWONK US), <br> Class C<br>| 11140 | 1112329 |
| #\* | Live Nation <br> Entertainment, Inc.<br>| 12730 | 1903517 |
|  | Meta Platforms, Inc., <br> Class A<br>| 96467 | 62544379 |
| \* | Netflix, Inc. | 14911 | 16683321 |
|  | News Corp. (NWS <br> US), Class B<br>| 15941 | 485722 |
|  | News Corp. (NWSA <br> US), Class A<br>| 24074 | 637961 |
| # | Omnicom Group, Inc. | 15656 | 1174513 |
| \* | Pinterest, Inc., Class A | 35332 | 1169489 |
| \* | Reddit, Inc., Class A | 2993 | 625387 |
| \* | ROBLOX Corp., <br> Class A<br>| 11726 | 1333481 |
| \* | Snap, Inc., Class A | 26428 | 206138 |
| \* | Spotify Technology SA | 3689 | 2417475 |
| \* | Take-Two Interactive <br> Software, Inc.<br>| 6769 | 1735369 |
|  | TKO Group Holdings, <br> Inc.<br>| 3615 | 681066 |
|  | T-Mobile U.S., Inc. | 25495 | 5355225 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| COMMUNICATION SERVICES — (Continued) | COMMUNICATION SERVICES — (Continued) | COMMUNICATION SERVICES — (Continued) | COMMUNICATION SERVICES — (Continued) |
| \* | Trade Desk, Inc., <br> Class A<br>| 11638 | $585159 |
|  | Verizon <br> Communications, <br> Inc.<br>| 211370 | 8399844 |
|  | Walt Disney Co. | 45763 | 5153829 |
| \* | Warner Bros <br> Discovery, Inc.<br>| 107613 | 2415912 |
| # | Warner Music Group <br> Corp., Class A<br>| 12595 | 402536 |
| TOTAL COMMUNICATION <br> SERVICES | TOTAL COMMUNICATION <br> SERVICES |  | 251439785 |
| CONSUMER DISCRETIONARY — (10.0%) | CONSUMER DISCRETIONARY — (10.0%) | CONSUMER DISCRETIONARY — (10.0%) | CONSUMER DISCRETIONARY — (10.0%) |
| \* | Airbnb, Inc., Class A | 12253 | 1550495 |
| \* | Amazon.com, Inc. | 379492 | 92679536 |
| \* | Aptiv PLC | 15648 | 1269053 |
| \* | AutoZone, Inc. | 854 | 3137963 |
|  | Best Buy Co., Inc. | 9569 | 785998 |
|  | Booking Holdings, Inc. | 1260 | 6397952 |
| \* | Burlington Stores, Inc. | 4681 | 1280675 |
| \* | Carnival Corp. | 56892 | 1640196 |
| \* | Carvana Co. | 8228 | 2522211 |
| \* | Chewy, Inc., Class A | 7942 | 267804 |
| \* | Chipotle Mexican Grill, <br> Inc.<br>| 60503 | 1917340 |
| \* | Coupang, Inc. | 61316 | 1960272 |
|  | Darden Restaurants, <br> Inc.<br>| 8012 | 1443362 |
| \* | Deckers Outdoor <br> Corp.<br>| 3110 | 253465 |
|  | Dick's Sporting Goods, <br> Inc.<br>| 3406 | 754259 |
|  | Domino's Pizza, Inc. | 1811 | 721611 |
| \* | DoorDash, Inc., <br> Class A<br>| 4553 | 1158147 |
|  | DR Horton, Inc. | 22951 | 3421535 |
| \* | DraftKings, Inc., <br> Class A<br>| 22508 | 688520 |
| \* | Duolingo, Inc. | 1802 | 487693 |
|  | eBay, Inc. | 39840 | 3239390 |
|  | Expedia Group, Inc. | 8564 | 1884080 |
| \* | Flutter Entertainment <br> PLC<br>| 5232 | 1216911 |
|  | Ford Motor Co. | 313381 | 4114693 |
|  | Garmin Ltd. | 11932 | 2552732 |
|  | General Motors Co. | 84429 | 5833200 |
|  | Genuine Parts Co. | 10835 | 1379404 |
|  | Hilton Worldwide <br> Holdings, Inc.<br>| 16008 | 4113416 |
|  | Home Depot, Inc. | 42583 | 16164081 |

---

------

**U.S. Large Cap Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| CONSUMER DISCRETIONARY — (Continued) | CONSUMER DISCRETIONARY — (Continued) | CONSUMER DISCRETIONARY — (Continued) | CONSUMER DISCRETIONARY — (Continued) |
|  | Las Vegas Sands <br> Corp.<br>| 45897 | $2723987 |
|  | Lennar Corp. (LEN <br> US), Class A<br>| 12437 | 1539327 |
|  | Lennar Corp. (LENB <br> US), Class B<br>| 921 | 108724 |
|  | Lowe's Cos., Inc. | 20972 | 4994062 |
| #\* | Lululemon Athletica, <br> Inc.<br>| 8956 | 1527356 |
|  | Marriott International, <br> Inc., Class A<br>| 12862 | 3351580 |
|  | McDonald's Corp. | 27487 | 8202945 |
|  | NIKE, Inc., Class B | 54384 | 3512663 |
| \* | NVR, Inc. | 224 | 1615224 |
| \* | O'Reilly Automotive, <br> Inc.<br>| 31620 | 2986193 |
|  | Penske Automotive <br> Group, Inc.<br>| 5548 | 888068 |
|  | PulteGroup, Inc. | 15409 | 1847077 |
|  | Ralph Lauren Corp. | 973 | 311029 |
| #\* | Rivian Automotive, <br> Inc., Class A<br>| 87798 | 1191419 |
|  | Ross Stores, Inc. | 25009 | 3974430 |
|  | Royal Caribbean <br> Cruises Ltd.<br>| 17184 | 4928887 |
|  | Somnigroup <br> International, Inc.<br>| 11600 | 920344 |
|  | Starbucks Corp. | 38550 | 3117538 |
|  | Tapestry, Inc. | 14717 | 1616221 |
| \* | Tesla, Inc. | 35930 | 16404201 |
|  | TJX Cos., Inc. | 44806 | 6279113 |
|  | Tractor Supply Co. | 36524 | 1976314 |
| \* | Ulta Beauty, Inc. | 3474 | 1806063 |
|  | Williams-Sonoma, Inc. | 8619 | 1675016 |
|  | Yum! Brands, Inc. | 18076 | 2498284 |
| TOTAL CONSUMER <br> DISCRETIONARY | TOTAL CONSUMER <br> DISCRETIONARY |  | 244832059 |
| CONSUMER STAPLES — (5.2%) | CONSUMER STAPLES — (5.2%) | CONSUMER STAPLES — (5.2%) | CONSUMER STAPLES — (5.2%) |
|  | Altria Group, Inc. | 70246 | 3960469 |
|  | Archer-Daniels-Midland <br> Co.<br>| 22372 | 1354177 |
|  | Brown-Forman Corp. <br> (BF/A US), Class A<br>| 2905 | 78784 |
| # | Brown-Forman Corp. <br> (BFB US), Class B<br>| 1939 | 52799 |
|  | Casey's General <br> Stores, Inc.<br>| 3045 | 1562664 |
| \* | Celsius Holdings, Inc. | 3774 | 227308 |
|  | Church & Dwight Co., <br> Inc.<br>| 13695 | 1200915 |
|  | Clorox Co. | 3631 | 408342 |
|  | Coca-Cola Co. | 165359 | 11393235 |
|  | Colgate-Palmolive Co. | 41954 | 3232556 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| CONSUMER STAPLES — (Continued) | CONSUMER STAPLES — (Continued) | CONSUMER STAPLES — (Continued) | CONSUMER STAPLES — (Continued) |
|  | Constellation Brands, <br> Inc., Class A<br>| 13185 | $1732245 |
|  | Costco Wholesale <br> Corp.<br>| 17884 | 16300372 |
|  | Dollar General Corp. | 7649 | 754650 |
| \* | Dollar Tree, Inc. | 200 | 19824 |
|  | Estee Lauder Cos., <br> Inc., Class A<br>| 18709 | 1808973 |
|  | General Mills, Inc. | 38114 | 1776494 |
|  | Hershey Co. | 11726 | 1989081 |
|  | J.M. Smucker Co. | 2063 | 213624 |
|  | Kenvue, Inc. | 176688 | 2539007 |
|  | Keurig Dr. Pepper, Inc. | 70006 | 1901363 |
|  | Kimberly-Clark Corp. | 27957 | 3346732 |
|  | Kraft Heinz Co. | 57112 | 1412380 |
|  | Kroger Co. | 61863 | 3936343 |
|  | McCormick & Co., Inc. <br> (MKC US)<br>| 15140 | 971382 |
|  | McCormick & Co., Inc. <br> (MKC/V US)<br>| 210 | 13433 |
|  | Mondelez International, <br> Inc., Class A<br>| 41878 | 2406310 |
| \* | Monster Beverage <br> Corp.<br>| 56520 | 3777232 |
|  | PepsiCo, Inc. | 58228 | 8506528 |
| \* | Performance Food <br> Group Co.<br>| 11494 | 1111930 |
|  | Philip Morris <br> International, Inc.<br>| 64444 | 9301202 |
|  | Procter & Gamble Co. | 95581 | 14372515 |
|  | Sysco Corp. | 39264 | 2916530 |
|  | Target Corp. | 24496 | 2271269 |
|  | Tyson Foods, Inc., <br> Class A<br>| 21893 | 1125519 |
| \* | U.S. Foods Holding <br> Corp.<br>| 19983 | 1451165 |
|  | Walmart, Inc. | 169632 | 17163366 |
| TOTAL CONSUMER <br> STAPLES | TOTAL CONSUMER <br> STAPLES |  | 126590718 |
| ENERGY — (3.6%) | ENERGY — (3.6%) | ENERGY — (3.6%) | ENERGY — (3.6%) |
|  | Baker Hughes Co. | 72095 | 3490119 |
|  | Cheniere Energy, Inc. | 16797 | 3560964 |
|  | Chevron Corp. | 86118 | 13582531 |
|  | ConocoPhillips | 45203 | 4016739 |
|  | Coterra Energy, Inc. | 29580 | 699863 |
|  | Devon Energy Corp. | 53804 | 1748092 |
|  | Diamondback Energy, <br> Inc.<br>| 16111 | 2306934 |
|  | EOG Resources, Inc. | 27714 | 2933250 |
|  | EQT Corp. | 31137 | 1668320 |
|  | Expand Energy Corp. | 16215 | 1675172 |
|  | Exxon Mobil Corp. | 194341 | 22224837 |
|  | Halliburton Co. | 68568 | 1840365 |

---

------

**U.S. Large Cap Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| ENERGY — (Continued) | ENERGY — (Continued) | ENERGY — (Continued) | ENERGY — (Continued) |
|  | Kinder Morgan, Inc. | 117037 | $3065199 |
|  | Marathon Petroleum <br> Corp.<br>| 21814 | 4251767 |
|  | Occidental Petroleum <br> Corp.<br>| 52057 | 2144748 |
|  | ONEOK, Inc. | 34728 | 2326776 |
|  | Phillips 66 | 21139 | 2877863 |
|  | SLB Ltd. | 110460 | 3983188 |
|  | Targa Resources <br> Corp.<br>| 16139 | 2486051 |
|  | TechnipFMC PLC | 22503 | 930499 |
|  | Texas Pacific Land <br> Corp.<br>| 1413 | 1332996 |
|  | Valero Energy Corp. | 22300 | 3781188 |
|  | Williams Cos., Inc. | 42004 | 2430771 |
| TOTAL ENERGY | TOTAL ENERGY |  | 89358232 |
| FINANCIALS — (12.6%) | FINANCIALS — (12.6%) | FINANCIALS — (12.6%) | FINANCIALS — (12.6%) |
| \* | Affirm Holdings, Inc. | 11718 | 842290 |
|  | Aflac, Inc. | 19189 | 2056869 |
|  | Allstate Corp. | 18896 | 3618962 |
|  | American Express Co. | 29340 | 10583818 |
|  | American International <br> Group, Inc.<br>| 31704 | 2503348 |
|  | Ameriprise Financial, <br> Inc.<br>| 7298 | 3304316 |
|  | Aon PLC, Class A | 7295 | 2485261 |
|  | Apollo Global <br> Management, Inc.<br>| 23304 | 2896920 |
|  | Arch Capital Group <br> Ltd.<br>| 27365 | 2361873 |
|  | ARES Management <br> Corp., Class A<br>| 9422 | 1401146 |
|  | Arthur J Gallagher & <br> Co.<br>| 6094 | 1520392 |
|  | Bank of America Corp. | 173590 | 9278386 |
|  | Bank of New York <br> Mellon Corp.<br>| 41283 | 4455674 |
| \* | Berkshire Hathaway, <br> Inc., Class B<br>| 46300 | 22110102 |
|  | Blackrock, Inc. | 3111 | 3368622 |
|  | Blackstone, Inc. | 15460 | 2267054 |
| \* | Block, Inc. | 24659 | 1872605 |
|  | Brown & Brown, Inc. | 17292 | 1378864 |
|  | Capital One Financial <br> Corp.<br>| 28157 | 6194258 |
| # | Carlyle Group, Inc. | 27159 | 1448118 |
|  | Cboe Global Markets, <br> Inc.<br>| 6406 | 1573570 |
|  | Charles Schwab Corp. | 56168 | 5308999 |
|  | Chubb Ltd. | 9756 | 2701827 |
|  | Cincinnati Financial <br> Corp.<br>| 8366 | 1293300 |
|  | Citigroup, Inc. | 58141 | 5885613 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) |
|  | Citizens Financial <br> Group, Inc.<br>| 33760 | $1717371 |
|  | CME Group, Inc. | 7702 | 2044804 |
| \* | Coinbase Global, Inc., <br> Class A<br>| 12854 | 4418948 |
|  | Corebridge Financial, <br> Inc.<br>| 53837 | 1752933 |
| \* | Corpay, Inc. | 5780 | 1504823 |
|  | East West Bancorp, <br> Inc.<br>| 1417 | 143967 |
|  | Erie Indemnity Co., <br> Class A<br>| 2594 | 759108 |
|  | Everest Group Ltd. | 765 | 240608 |
|  | Fidelity National <br> Financial, Inc.<br>| 12528 | 692047 |
|  | Fidelity National <br> Information Services, <br> Inc.<br>| 32950 | 2060034 |
|  | Fifth Third Bancorp | 42773 | 1780212 |
|  | First Citizens <br> BancShares, Inc., <br> Class A<br>| 686 | 1251827 |
| \* | Fiserv, Inc. | 17857 | 1190883 |
|  | Global Payments, Inc. | 13687 | 1064301 |
|  | Goldman Sachs <br> Group, Inc.<br>| 7918 | 6250232 |
|  | Hartford Insurance <br> Group, Inc.<br>| 23179 | 2878368 |
|  | Huntington <br> Bancshares, Inc.<br>| 90975 | 1404654 |
|  | Interactive Brokers <br> Group, Inc., Class A<br>| 9200 | 647312 |
|  | Intercontinental <br> Exchange, Inc.<br>| 12385 | 1811802 |
|  | Jack Henry & <br> Associates, Inc.<br>| 2034 | 302944 |
|  | JPMorgan Chase & <br> Co.<br>| 104343 | 32463194 |
|  | KeyCorp | 81559 | 1434623 |
|  | KKR & Co., Inc. | 13319 | 1576037 |
|  | Loews Corp. | 12254 | 1220008 |
|  | LPL Financial <br> Holdings, Inc.<br>| 6198 | 2338567 |
|  | M&T Bank Corp. | 8401 | 1544692 |
| \* | Markel Group, Inc. | 912 | 1800771 |
|  | Marsh & McLennan <br> Cos., Inc.<br>| 17695 | 3152364 |
|  | Mastercard, Inc., <br> Class A<br>| 34892 | 19260035 |
|  | MetLife, Inc. | 44439 | 3547121 |
|  | Moody's Corp. | 6409 | 3078243 |
|  | Morgan Stanley | 45991 | 7542524 |
|  | MSCI, Inc. | 5056 | 2975709 |
|  | Nasdaq, Inc. | 25109 | 2146568 |

---

------

**U.S. Large Cap Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) |
|  | Northern Trust Corp. | 16217 | $2086641 |
| \* | PayPal Holdings, Inc. | 49213 | 3408985 |
|  | PNC Financial <br> Services Group, Inc.<br>| 13503 | 2464973 |
|  | Principal Financial <br> Group, Inc.<br>| 18106 | 1521628 |
|  | Progressive Corp. | 24488 | 5044528 |
|  | Prudential Financial, <br> Inc.<br>| 19921 | 2071784 |
|  | Raymond James <br> Financial, Inc.<br>| 14591 | 2315154 |
|  | Regions Financial <br> Corp.<br>| 65047 | 1574137 |
|  | Reinsurance Group of <br> America, Inc.<br>| 3658 | 667439 |
|  | RenaissanceRe <br> Holdings Ltd.<br>| 3272 | 831383 |
| \* | Robinhood Markets, <br> Inc., Class A<br>| 49376 | 7247409 |
|  | Rocket Cos., Inc., <br> Class A<br>| 2917 | 48597 |
|  | S&P Global, Inc. | 6645 | 3237511 |
| \* | SoFi Technologies, <br> Inc.<br>| 15240 | 452323 |
|  | State Street Corp. | 20144 | 2329855 |
|  | Synchrony Financial | 27961 | 2079739 |
|  | T. Rowe Price Group, <br> Inc.<br>| 15476 | 1586754 |
| \* | Toast, Inc., Class A | 23139 | 836244 |
|  | TPG, Inc. | 1100 | 60544 |
|  | Tradeweb Markets, <br> Inc., Class A<br>| 5189 | 546869 |
|  | Travelers Cos., Inc. | 16697 | 4485148 |
|  | Truist Financial Corp. | 67540 | 3014310 |
|  | U.S. Bancorp | 64456 | 3008806 |
|  | Unum Group | 5655 | 415190 |
|  | Visa, Inc., Class A | 70201 | 23920289 |
|  | W.R. Berkley Corp. | 26851 | 1915550 |
|  | Wells Fargo & Co. | 110486 | 9608967 |
|  | Willis Towers Watson <br> PLC<br>| 8478 | 2654462 |
| TOTAL FINANCIALS | TOTAL FINANCIALS |  | 310145040 |
| HEALTH CARE — (8.6%) | HEALTH CARE — (8.6%) | HEALTH CARE — (8.6%) | HEALTH CARE — (8.6%) |
|  | Abbott Laboratories | 57157 | 7065748 |
|  | AbbVie, Inc. | 75789 | 16525034 |
| †† | Abiomed, Inc. | 2233 | 34857 |
|  | Agilent Technologies, <br> Inc.<br>| 8351 | 1222252 |
| \* | Alnylam <br> Pharmaceuticals, <br> Inc.<br>| 4305 | 1963252 |
|  | Amgen, Inc. | 24477 | 7304671 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| HEALTH CARE — (Continued) | HEALTH CARE — (Continued) | HEALTH CARE — (Continued) | HEALTH CARE — (Continued) |
|  | Becton Dickinson & <br> Co.<br>| 7595 | $1357302 |
| \* | Biogen, Inc. | 6892 | 1063229 |
| \* | Boston Scientific Corp. | 39869 | 4015606 |
|  | Bristol-Myers Squibb <br> Co.<br>| 5814 | 267851 |
|  | Cardinal Health, Inc. | 16264 | 3102683 |
|  | Cencora, Inc. | 13910 | 4698937 |
| \* | Centene Corp. | 23101 | 817082 |
|  | Cigna Group | 10732 | 2623008 |
| \* | Cooper Cos., Inc. | 4928 | 344517 |
|  | CVS Health Corp. | 31083 | 2429136 |
|  | Danaher Corp. | 14931 | 3215839 |
| \* | DaVita, Inc. | 3606 | 429186 |
| \* | Dexcom, Inc. | 15973 | 929948 |
| \* | Edwards Lifesciences <br> Corp.<br>| 24393 | 2011203 |
|  | Elevance Health, Inc. | 7662 | 2430386 |
|  | Eli Lilly & Co. | 32915 | 28401037 |
| \* | GE HealthCare <br> Technologies, Inc.<br>| 29436 | 2206228 |
|  | Gilead Sciences, Inc. | 69213 | 8291025 |
| \* | GRAIL, Inc. | 158 | 14525 |
|  | HCA Healthcare, Inc. | 6892 | 3168115 |
| \* | Hologic, Inc. | 2920 | 215817 |
|  | Humana, Inc. | 4910 | 1365913 |
| \* | IDEXX Laboratories, <br> Inc.<br>| 5301 | 3337033 |
| \* | Incyte Corp. | 9772 | 913487 |
| \* | Insmed, Inc. | 5730 | 1086408 |
| \* | Insulet Corp. | 4026 | 1260178 |
| \* | Intuitive Surgical, Inc. | 4473 | 2389834 |
| #\* | IQVIA Holdings, Inc. | 13030 | 2820474 |
|  | Johnson & Johnson | 122168 | 23073870 |
|  | Labcorp Holdings, Inc. | 5412 | 1374432 |
|  | McKesson Corp. | 4822 | 3912282 |
| \* | Medpace Holdings, <br> Inc.<br>| 300 | 175473 |
|  | Medtronic PLC | 32384 | 2937229 |
|  | Merck & Co., Inc. | 112789 | 9697598 |
| \* | Mettler-Toledo <br> International, Inc.<br>| 1313 | 1859589 |
| \* | Natera, Inc. | 5561 | 1106250 |
| \* | Neurocrine <br> Biosciences, Inc.<br>| 2870 | 411013 |
|  | Pfizer, Inc. | 159240 | 3925266 |
|  | Quest Diagnostics, <br> Inc.<br>| 9146 | 1609239 |
|  | Regeneron <br> Pharmaceuticals, <br> Inc.<br>| 2249 | 1465898 |
| # | ResMed, Inc. | 8988 | 2218957 |
| # | Revvity, Inc. | 317 | 29668 |
|  | Royalty Pharma PLC, <br> Class A<br>| 20521 | 770358 |

---

------

**U.S. Large Cap Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| HEALTH CARE — (Continued) | HEALTH CARE — (Continued) | HEALTH CARE — (Continued) | HEALTH CARE — (Continued) |
| \* | Solventum Corp. | 1931 | $133316 |
|  | STERIS PLC | 6677 | 1573769 |
|  | Stryker Corp. | 9545 | 3400311 |
| #\* | Summit Therapeutics, <br> Inc.<br>| 6105 | 115446 |
| \* | Tenet Healthcare <br> Corp.<br>| 7000 | 1445430 |
|  | Thermo Fisher <br> Scientific, Inc.<br>| 8063 | 4574866 |
| #\* | United Therapeutics <br> Corp.<br>| 3500 | 1559005 |
|  | UnitedHealth Group, <br> Inc.<br>| 32461 | 11087379 |
|  | Universal Health <br> Services, Inc., <br> Class B<br>| 5543 | 1202886 |
| \* | Veeva Systems, Inc., <br> Class A<br>| 7312 | 2129254 |
| \* | Vertex <br> Pharmaceuticals, <br> Inc.<br>| 4391 | 1868678 |
|  | Viatris, Inc. | 6755 | 69982 |
| \* | Waters Corp. | 3884 | 1357846 |
|  | West Pharmaceutical <br> Services, Inc.<br>| 2771 | 781616 |
|  | Zimmer Biomet <br> Holdings, Inc.<br>| 14759 | 1484165 |
|  | Zoetis, Inc. | 23640 | 3406288 |
| TOTAL HEALTH CARE | TOTAL HEALTH CARE |  | 210079160 |
| INDUSTRIALS — (9.5%) | INDUSTRIALS — (9.5%) | INDUSTRIALS — (9.5%) | INDUSTRIALS — (9.5%) |
|  | 3M Co. | 27150 | 4520475 |
|  | AECOM | 7425 | 997549 |
|  | AMETEK, Inc. | 14174 | 2864707 |
|  | Automatic Data <br> Processing, Inc.<br>| 16523 | 4300937 |
| \* | Axon Enterprise, Inc. | 2188 | 1602119 |
| \* | Bloom Energy Corp., <br> Class A<br>| 1400 | 185024 |
| \* | Boeing Co. | 28766 | 5782541 |
|  | Broadridge Financial <br> Solutions, Inc.<br>| 8003 | 1763861 |
| \* | Builders FirstSource, <br> Inc.<br>| 623 | 72374 |
|  | BWX Technologies, <br> Inc.<br>| 2851 | 609002 |
|  | Carlisle Cos., Inc. | 1628 | 529181 |
|  | Carrier Global Corp. | 25605 | 1523241 |
|  | Caterpillar, Inc. | 22473 | 12972764 |
|  | CH Robinson <br> Worldwide, Inc.<br>| 8254 | 1271033 |
|  | Cintas Corp. | 14268 | 2614896 |
|  | CNH Industrial NV | 13468 | 141279 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) |
|  | Comfort Systems USA, <br> Inc.<br>| 1531 | $1478303 |
| \* | Copart, Inc. | 22170 | 953532 |
|  | CSX Corp. | 133679 | 4815118 |
|  | Cummins, Inc. | 10475 | 4584698 |
|  | Curtiss-Wright Corp. | 913 | 543902 |
|  | Deere & Co. | 13115 | 6054277 |
|  | Delta Air Lines, Inc. | 56114 | 3219821 |
|  | Dover Corp. | 9185 | 1666710 |
|  | Eaton Corp. PLC | 12725 | 4855351 |
|  | EMCOR Group, Inc. | 3776 | 2551745 |
|  | Emerson Electric Co. | 25960 | 3623237 |
|  | Equifax, Inc. | 7466 | 1576073 |
|  | Expeditors <br> International of <br> Washington, Inc.<br>| 7730 | 942287 |
|  | Fastenal Co. | 65344 | 2688906 |
|  | FedEx Corp. | 12502 | 3173258 |
|  | Ferguson Enterprises, <br> Inc.<br>| 15731 | 3909154 |
|  | Fortive Corp. | 20080 | 1010827 |
|  | FTAI Aviation Ltd. | 2331 | 403030 |
|  | GE Vernova, Inc. | 4658 | 2725582 |
|  | General Dynamics <br> Corp.<br>| 7513 | 2591234 |
|  | General Electric Co. | 22796 | 7042824 |
|  | Graco, Inc. | 13146 | 1074948 |
|  | HEICO Corp. (HEI <br> US)<br>| 2731 | 867830 |
|  | HEICO Corp. (HEIA <br> US), Class A<br>| 4226 | 1046907 |
|  | Honeywell <br> International, Inc.<br>| 26899 | 5415576 |
|  | Howmet Aerospace, <br> Inc.<br>| 13532 | 2786915 |
|  | Hubbell, Inc. | 4240 | 1992800 |
|  | Illinois Tool Works, <br> Inc.<br>| 16345 | 3986872 |
|  | Ingersoll Rand, Inc. | 19044 | 1453629 |
|  | Jacobs Solutions, Inc. | 9398 | 1464302 |
|  | JB Hunt Transport <br> Services, Inc.<br>| 6151 | 1038658 |
|  | Johnson Controls <br> International PLC<br>| 30335 | 3470021 |
|  | L3Harris Technologies, <br> Inc.<br>| 9638 | 2786346 |
|  | Leidos Holdings, Inc. | 8862 | 1687945 |
|  | Lennox International, <br> Inc.<br>| 1894 | 956470 |
|  | Lockheed Martin Corp. | 10476 | 5152935 |
|  | Masco Corp. | 7813 | 505970 |
| \* | MasTec, Inc. | 2900 | 592064 |
|  | Norfolk Southern <br> Corp.<br>| 13943 | 3951167 |

---

------

**U.S. Large Cap Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) |
|  | Northrop Grumman <br> Corp.<br>| 5271 | $3075365 |
|  | nVent Electric PLC | 3064 | 350368 |
|  | Old Dominion Freight <br> Line, Inc.<br>| 15042 | 2112198 |
|  | Otis Worldwide Corp. | 25486 | 2364081 |
|  | PACCAR, Inc. | 30145 | 2966268 |
|  | Parker-Hannifin Corp. | 4254 | 3287619 |
|  | Paychex, Inc. | 24226 | 2835169 |
|  | Pentair PLC | 11449 | 1217601 |
|  | Quanta Services, Inc. | 9442 | 4240686 |
|  | Republic Services, <br> Inc.<br>| 15199 | 3165040 |
|  | Rockwell Automation, <br> Inc.<br>| 7407 | 2728443 |
|  | Rollins, Inc. | 31352 | 1806189 |
|  | RTX Corp. | 50893 | 9084401 |
|  | Snap-on, Inc. | 4289 | 1439174 |
|  | Southwest Airlines Co. | 44803 | 1357531 |
|  | SS&C Technologies <br> Holdings, Inc.<br>| 17512 | 1487119 |
|  | Textron, Inc. | 1500 | 121215 |
|  | Trane Technologies <br> PLC<br>| 8893 | 3989844 |
|  | TransDigm Group, Inc. | 2584 | 3381190 |
|  | TransUnion | 9643 | 782819 |
| \* | Uber Technologies, <br> Inc.<br>| 39091 | 3772282 |
|  | Union Pacific Corp. | 28369 | 6251677 |
| \* | United Airlines <br> Holdings, Inc.<br>| 29910 | 2812736 |
|  | United Parcel Service, <br> Inc., Class B<br>| 31020 | 2990948 |
|  | United Rentals, Inc. | 5329 | 4642518 |
|  | Veralto Corp. | 12930 | 1275932 |
|  | Verisk Analytics, Inc. | 9344 | 2044093 |
|  | Vertiv Holdings Co., <br> Class A<br>| 26102 | 5034032 |
|  | Waste Management, <br> Inc.<br>| 17230 | 3442037 |
|  | Westinghouse Air <br> Brake Technologies <br> Corp.<br>| 7851 | 1605058 |
|  | Woodward, Inc. | 4300 | 1127073 |
|  | WW Grainger, Inc. | 3186 | 3119094 |
|  | Xylem, Inc. | 12382 | 1867825 |
| TOTAL INDUSTRIALS | TOTAL INDUSTRIALS |  | 234169832 |
| INFORMATION TECHNOLOGY — (33.6%) | INFORMATION TECHNOLOGY — (33.6%) | INFORMATION TECHNOLOGY — (33.6%) | INFORMATION TECHNOLOGY — (33.6%) |
|  | Accenture PLC, <br> Class A<br>| 24301 | 6077680 |
| \* | Adobe, Inc. | 16179 | 5505875 |
| \* | Advanced Micro <br> Devices, Inc.<br>| 29887 | 7654658 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| INFORMATION TECHNOLOGY — (Continued) | INFORMATION TECHNOLOGY — (Continued) | INFORMATION TECHNOLOGY — (Continued) | INFORMATION TECHNOLOGY — (Continued) |
| \* | Akamai Technologies, <br> Inc.<br>| 4759 | $357401 |
|  | Amphenol Corp., <br> Class A<br>| 44976 | 6266956 |
|  | Analog Devices, Inc. | 12442 | 2913045 |
|  | Apple, Inc. | 613303 | 165818484 |
|  | Applied Materials, Inc. | 28806 | 6714679 |
| \* | AppLovin Corp., <br> Class A<br>| 19638 | 12515887 |
| \* | Arista Networks, Inc. | 22085 | 3482584 |
| \* | Astera Labs, Inc. | 6298 | 1175711 |
| \* | Atlassian Corp., <br> Class A<br>| 1889 | 320034 |
| \* | Autodesk, Inc. | 13277 | 4000891 |
|  | Bentley Systems, Inc., <br> Class B<br>| 13951 | 709129 |
|  | Broadcom, Inc. | 129259 | 47778004 |
| \* | Cadence Design <br> Systems, Inc.<br>| 5282 | 1788961 |
|  | CDW Corp. | 6180 | 984907 |
| \* | Ciena Corp. | 8300 | 1576336 |
|  | Cisco Systems, Inc. | 133824 | 9783873 |
| \* | Cloudflare, Inc., <br> Class A<br>| 6795 | 1721173 |
|  | Cognizant Technology <br> Solutions Corp., <br> Class A<br>| 37272 | 2716383 |
| \* | Coherent Corp. | 4283 | 565185 |
|  | Corning, Inc. | 53351 | 4752507 |
| \* | Crowdstrike Holdings, <br> Inc., Class A<br>| 2875 | 1561154 |
| \* | Datadog, Inc., Class A | 8263 | 1345299 |
|  | Dell Technologies, Inc., <br> Class C<br>| 12420 | 2012164 |
| \* | Docusign, Inc. | 2181 | 159518 |
| \* | Dynatrace, Inc. | 17794 | 899843 |
|  | Entegris, Inc. | 1087 | 99537 |
| \* | F5, Inc. | 4247 | 1074703 |
| \* | Fair Isaac Corp. | 1468 | 2436190 |
| \* | First Solar, Inc. | 7298 | 1948128 |
| \* | Flex Ltd. | 31753 | 1985198 |
| \* | Fortinet, Inc. | 26168 | 2261700 |
| \* | Gartner, Inc. | 5810 | 1442855 |
|  | Gen Digital, Inc. | 48596 | 1280991 |
| \* | GLOBALFOUNDRIES, <br> Inc.<br>| 2179 | 77572 |
| \* | GoDaddy, Inc., <br> Class A<br>| 9515 | 1266732 |
| \* | Guidewire Software, <br> Inc.<br>| 3630 | 848113 |
|  | Hewlett Packard <br> Enterprise Co.<br>| 91810 | 2242000 |
|  | HP, Inc. | 55326 | 1530870 |
| \* | HubSpot, Inc. | 1561 | 767887 |

---

------

**U.S. Large Cap Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| INFORMATION TECHNOLOGY — (Continued) | INFORMATION TECHNOLOGY — (Continued) | INFORMATION TECHNOLOGY — (Continued) | INFORMATION TECHNOLOGY — (Continued) |
| \* | Intel Corp. | 21452 | $857865 |
|  | International Business <br> Machines Corp.<br>| 48020 | 14761828 |
|  | Intuit, Inc. | 7652 | 5108093 |
|  | Jabil, Inc. | 9428 | 2082551 |
| \* | Keysight Technologies, <br> Inc.<br>| 10346 | 1892904 |
|  | KLA Corp. | 5533 | 6687958 |
|  | Lam Research Corp. | 49531 | 7799151 |
| \* | Manhattan Associates, <br> Inc.<br>| 1874 | 341199 |
|  | Marvell Technology, <br> Inc.<br>| 36685 | 3438852 |
|  | Microchip Technology, <br> Inc.<br>| 27686 | 1728160 |
|  | Micron Technology, <br> Inc.<br>| 28571 | 6393333 |
|  | Microsoft Corp. | 291005 | 150685299 |
| \* | MongoDB, Inc. | 2442 | 878680 |
|  | Monolithic Power <br> Systems, Inc.<br>| 1625 | 1633125 |
|  | Motorola Solutions, <br> Inc.<br>| 8040 | 3269948 |
|  | NetApp, Inc. | 15583 | 1835366 |
| \* | Nutanix, Inc., Class A | 20223 | 1440687 |
|  | NVIDIA Corp. | 987697 | 199998968 |
|  | NXP Semiconductors <br> NV<br>| 20622 | 4312473 |
| \* | Okta, Inc. | 12454 | 1139915 |
| \* | ON Semiconductor <br> Corp.<br>| 23833 | 1193557 |
|  | Oracle Corp. | 83658 | 21969427 |
| \* | Palantir Technologies, <br> Inc., Class A<br>| 24007 | 4812683 |
| \* | Palo Alto Networks, <br> Inc.<br>| 11000 | 2422640 |
| \* | PTC, Inc. | 6764 | 1342925 |
| \* | Pure Storage, Inc., <br> Class A<br>| 13808 | 1362850 |
|  | QUALCOMM, Inc. | 49754 | 9000499 |
|  | Ralliant Corp. | 6060 | 266155 |
|  | Roper Technologies, <br> Inc.<br>| 2599 | 1159544 |
|  | Salesforce, Inc. | 20375 | 5305854 |
| \* | Samsara, Inc., <br> Class A<br>| 10371 | 416603 |
| #\* | Sandisk Corp. | 6182 | 1232258 |
|  | Seagate Technology <br> Holdings PLC<br>| 15537 | 3975608 |
| \* | ServiceNow, Inc. | 4196 | 3857299 |
|  | Skyworks Solutions, <br> Inc.<br>| 3214 | 249792 |
| \* | Snowflake, Inc. | 9673 | 2658914 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| INFORMATION TECHNOLOGY — (Continued) | INFORMATION TECHNOLOGY — (Continued) | INFORMATION TECHNOLOGY — (Continued) | INFORMATION TECHNOLOGY — (Continued) |
| \* | Super Micro Computer, <br> Inc.<br>| 12752 | $662594 |
| \* | Synopsys, Inc. | 2589 | 1174940 |
|  | TE Connectivity PLC | 19065 | 4709246 |
| \* | Teledyne Technologies, <br> Inc.<br>| 2427 | 1278592 |
|  | Teradyne, Inc. | 4688 | 852091 |
|  | Texas Instruments, <br> Inc.<br>| 37207 | 6007442 |
| \* | Trimble, Inc. | 19100 | 1523225 |
| \* | Twilio, Inc., Class A | 7534 | 1016186 |
| \* | Tyler Technologies, <br> Inc.<br>| 1830 | 871556 |
|  | VeriSign, Inc. | 6369 | 1527286 |
|  | Western Digital Corp. | 18546 | 2785795 |
| \* | Workday, Inc., Class A | 4853 | 1164332 |
| \* | Zebra Technologies <br> Corp., Class A<br>| 1632 | 439416 |
| \* | Zoom <br> Communications, <br> Inc.<br>| 14180 | 1236921 |
| \* | Zscaler, Inc. | 4222 | 1398073 |
| TOTAL INFORMATION <br> TECHNOLOGY | TOTAL INFORMATION <br> TECHNOLOGY |  | 824581455 |
| MATERIALS — (2.2%) | MATERIALS — (2.2%) | MATERIALS — (2.2%) | MATERIALS — (2.2%) |
|  | Air Products & <br> Chemicals, Inc.<br>| 11722 | 2843640 |
|  | Amcor PLC | 98822 | 780694 |
|  | Avery Dennison Corp. | 1649 | 288394 |
|  | Ball Corp. | 16258 | 764126 |
|  | CF Industries Holdings, <br> Inc.<br>| 8300 | 691307 |
|  | Corteva, Inc. | 36611 | 2249380 |
|  | CRH PLC (CRHCF <br> US)<br>| 44141 | 5257193 |
|  | Dow, Inc. | 26176 | 624298 |
|  | DuPont de Nemours, <br> Inc.<br>| 22261 | 1817611 |
|  | Ecolab, Inc. | 9821 | 2518104 |
|  | Freeport-McMoRan, <br> Inc.<br>| 60950 | 2541615 |
|  | International Flavors & <br> Fragrances, Inc.<br>| 6985 | 439845 |
| # | International Paper <br> Co.<br>| 24382 | 942120 |
|  | Linde PLC | 15495 | 6481559 |
|  | LyondellBasell <br> Industries NV, <br> Class A<br>| 14727 | 683627 |
|  | Martin Marietta <br> Materials, Inc.<br>| 3076 | 1885896 |
|  | Newmont Corp. | 80310 | 6502701 |

---

------

**U.S. Large Cap Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| MATERIALS — (Continued) | MATERIALS — (Continued) | MATERIALS — (Continued) | MATERIALS — (Continued) |
|  | Nucor Corp. | 10748 | $1612737 |
|  | Packaging Corp. of <br> America<br>| 6315 | 1236224 |
|  | PPG Industries, Inc. | 17260 | 1687165 |
|  | Reliance, Inc. | 1843 | 520519 |
|  | Royal Gold, Inc. | 1900 | 332101 |
|  | RPM International, <br> Inc.<br>| 5943 | 649451 |
|  | Sherwin-Williams Co. | 9602 | 3312114 |
|  | Smurfit WestRock <br> PLC<br>| 17871 | 659797 |
| \* | Solstice Advanced <br> Materials, Inc.<br>| 6724 | 303051 |
| # | Southern Copper <br> Corp.<br>| 3749 | 520361 |
|  | Steel Dynamics, Inc. | 13489 | 2115075 |
|  | Vulcan Materials Co. | 8330 | 2411535 |
|  | Westlake Corp. | 2352 | 161841 |
| TOTAL MATERIALS | TOTAL MATERIALS |  | 52834081 |
| REAL ESTATE — (0.2%) | REAL ESTATE — (0.2%) | REAL ESTATE — (0.2%) | REAL ESTATE — (0.2%) |
| \* | CBRE Group, Inc., <br> Class A<br>| 17066 | 2601370 |
| \* | CoStar Group, Inc. | 19331 | 1330166 |
| \* | Zillow Group, Inc. (Z <br> US), Class C<br>| 12391 | 929077 |
| \* | Zillow Group, Inc. (ZG <br> US), Class A<br>| 3671 | 262587 |
| TOTAL REAL ESTATE | TOTAL REAL ESTATE |  | 5123200 |
| UTILITIES — (3.3%) | UTILITIES — (3.3%) | UTILITIES — (3.3%) | UTILITIES — (3.3%) |
|  | Alliant Energy Corp. | 20968 | 1401082 |
|  | Ameren Corp. | 18188 | 1855540 |
|  | American Electric <br> Power Co., Inc.<br>| 38448 | 4623756 |
|  | American Water Works <br> Co., Inc.<br>| 13125 | 1685644 |
|  | Atmos Energy Corp. | 10686 | 1835000 |
|  | CenterPoint Energy, <br> Inc.<br>| 47708 | 1824354 |
|  | CMS Energy Corp. | 23763 | 1747769 |
|  | Consolidated Edison, <br> Inc.<br>| 25358 | 2470123 |
|  | Constellation Energy <br> Corp.<br>| 11643 | 4389411 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| UTILITIES — (Continued) | UTILITIES — (Continued) | UTILITIES — (Continued) | UTILITIES — (Continued) |
|  | Dominion Energy, Inc. | 61491 | $3608907 |
|  | DTE Energy Co. | 15148 | 2053160 |
|  | Duke Energy Corp. | 29222 | 3632295 |
|  | Edison International | 21551 | 1193494 |
|  | Entergy Corp. | 31391 | 3016361 |
|  | Evergy, Inc. | 16604 | 1275353 |
|  | Eversource Energy | 26822 | 1979732 |
|  | Exelon Corp. | 73556 | 3392403 |
|  | FirstEnergy Corp. | 42188 | 1933476 |
|  | NextEra Energy, Inc. | 78114 | 6358479 |
|  | NiSource, Inc. | 36661 | 1543795 |
| # | NRG Energy, Inc. | 15018 | 2580993 |
|  | PG&E Corp. | 119534 | 1907763 |
|  | PPL Corp. | 54021 | 1972847 |
|  | Public Service <br> Enterprise Group, <br> Inc.<br>| 32269 | 2599591 |
|  | Sempra | 43317 | 3982565 |
|  | Southern Co. | 41233 | 3877551 |
|  | Vistra Corp. | 27295 | 5139648 |
|  | WEC Energy Group, <br> Inc.<br>| 22685 | 2534595 |
|  | Xcel Energy, Inc. | 43578 | 3537226 |
| TOTAL UTILITIES | TOTAL UTILITIES |  | 79952913 |
| TOTAL COMMON <br> STOCKS <br>Cost ($1092829199) | TOTAL COMMON <br> STOCKS <br>Cost ($1092829199) |  | 2429106475 |

---

&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 | State Street <br> Institutional <br> U.S. Government <br> Money Market Fund <br> 4.010%<br>| 7385126 | 7385126 |
| SECURITIES LENDING COLLATERAL — (0.6%) | SECURITIES LENDING COLLATERAL — (0.6%) | SECURITIES LENDING COLLATERAL — (0.6%) | SECURITIES LENDING COLLATERAL — (0.6%) |
| @§ | The DFA Short Term <br> Investment Fund <br>| 1247255 | 14426996 |
| TOTAL INVESTMENTS — (100.0%) | TOTAL INVESTMENTS — (100.0%) | TOTAL INVESTMENTS — (100.0%) |  |
| (Cost $1,114,641,321) | (Cost $1,114,641,321) |  | $2450918597 |

---

------

**U.S. Large Cap Equity Portfolio**

**CONTINUED**

Summary of the Portfolio's investments as of October 31, 2025, 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 |  |  |  |  |
| Communication Services | &nbsp;&nbsp; $251439785 | &nbsp;&nbsp; — | &nbsp;&nbsp; — | &nbsp;&nbsp; $251439785 |
| Consumer Discretionary | &nbsp;&nbsp; 244832059 | &nbsp;&nbsp; — | &nbsp;&nbsp; — | &nbsp;&nbsp; 244832059 |
| Consumer Staples | &nbsp;&nbsp; 126590718 | &nbsp;&nbsp; — | &nbsp;&nbsp; — | &nbsp;&nbsp; 126590718 |
| Energy | &nbsp;&nbsp; 89358232 | &nbsp;&nbsp; — | &nbsp;&nbsp; — | &nbsp;&nbsp; 89358232 |
| Financials | &nbsp;&nbsp; 310145040 | &nbsp;&nbsp; — | &nbsp;&nbsp; — | &nbsp;&nbsp; 310145040 |
| Health Care | &nbsp;&nbsp; 210044303 | &nbsp;&nbsp; — | &nbsp;&nbsp; $34857 | &nbsp;&nbsp; 210079160 |
| Industrials | &nbsp;&nbsp; 234169832 | &nbsp;&nbsp; — | &nbsp;&nbsp; — | &nbsp;&nbsp; 234169832 |
| Information Technology | &nbsp;&nbsp; 824581455 | &nbsp;&nbsp; — | &nbsp;&nbsp; — | &nbsp;&nbsp; 824581455 |
| Materials | &nbsp;&nbsp; 52834081 | &nbsp;&nbsp; — | &nbsp;&nbsp; — | &nbsp;&nbsp; 52834081 |
| Real Estate | &nbsp;&nbsp; 5123200 | &nbsp;&nbsp; — | &nbsp;&nbsp; — | &nbsp;&nbsp; 5123200 |
| Utilities | &nbsp;&nbsp; 79952913 | &nbsp;&nbsp; — | &nbsp;&nbsp; — | &nbsp;&nbsp; 79952913 |
| Temporary Cash Investments | &nbsp;&nbsp; 7385126 | &nbsp;&nbsp; — | &nbsp;&nbsp; — | &nbsp;&nbsp; 7385126 |
| Securities Lending Collateral | &nbsp;&nbsp; — | &nbsp;&nbsp; $14426996 | &nbsp;&nbsp; — | &nbsp;&nbsp; 14426996 |
| Total Investments in Securities | &nbsp;&nbsp; $2436456744 | &nbsp;&nbsp; $14426996 | &nbsp;&nbsp; $34,857˂˃ | &nbsp;&nbsp; $2450918597 |

---

&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>|

---

See accompanying Notes to Financial Statements.

------

**U.S. Large Cap Value Portfolio**

**SCHEDULE OF INVESTMENTS**

**October 31, 2025** 

---

| | |
|:---|:---|
|  | **Value†** |
| AFFILIATED INVESTMENT COMPANIES — (100.0%) | AFFILIATED INVESTMENT COMPANIES — (100.0%) |
| The U.S. Large Cap Value Series | $24063843888 |
| TOTAL INVESTMENTS IN AFFILIATED INVESTMENT COMPANIES | $24063843888 |

---

Summary of the Portfolio's Master Fund's investments as of October 31, 2025, based on their valuation inputs, is located in this report (See Security Valuation Note).

See accompanying Notes to Financial Statements.

------

**U.S. Targeted Value Portfolio**

**SCHEDULE OF INVESTMENTS**

**October 31, 2025**

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

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| COMMON STOCKS — (95.2%) | COMMON STOCKS — (95.2%) | COMMON STOCKS — (95.2%) | COMMON STOCKS — (95.2%) |
| COMMUNICATION SERVICES — (3.0%) | COMMUNICATION SERVICES — (3.0%) | COMMUNICATION SERVICES — (3.0%) | COMMUNICATION SERVICES — (3.0%) |
| \* | Advantage Solutions, <br> Inc.<br>| 562554 | $720069 |
| \* | AMC Networks, Inc., <br> Class A<br>| 126723 | 960560 |
| \* | Angi, Inc. | 251767 | 3340948 |
|  | Array Digital <br> Infrastructure, Inc.<br>| 400863 | 19690391 |
|  | ATN International, Inc. | 105370 | 1531026 |
| \* | Bandwidth, Inc., <br> Class A<br>| 174909 | 2824780 |
| \* | Boston Omaha Corp., <br> Class A<br>| 224757 | 2858909 |
| \* | Bumble, Inc., Class A | 510200 | 2831610 |
| \* | BuzzFeed, Inc. | 68453 | 111578 |
| # | Cable One, Inc. | 35513 | 5275456 |
| \* | Cars.com, Inc. | 494537 | 5311327 |
| \* | Cineverse Corp. | 735 | 2242 |
| \* | DHI Group, Inc. | 195952 | 380147 |
| \* | DoubleVerify Holdings, <br> Inc.<br>| 678460 | 7720875 |
| #\* | EchoStar Corp., <br> Class A<br>| 45089 | 3375813 |
|  | Entravision <br> Communications <br> Corp., Class A<br>| 268894 | 556611 |
| \* | EW Scripps Co., <br> Class A<br>| 551096 | 1339163 |
| \* | Frontier <br> Communications <br> Parent, Inc.<br>| 1224698 | 46244597 |
| \* | Gaia, Inc. | 119797 | 597787 |
| \* | Gambling.com Group <br> Ltd.<br>| 27809 | 198278 |
| \* | Gannett Co., Inc. | 472089 | 2502072 |
| \* | GCI Liberty, Inc. <br> (GLBKV US), <br> Class C<br>| 147705 | 5409696 |
| \* | GCI Liberty, Inc. <br> (GLIBA US), <br> Class A<br>| 24967 | 913043 |
|  | Gray Media, Inc. | 669195 | 3058221 |
| \* | Harte Hanks, Inc. | 5598 | 17410 |
| \* | Integral Ad Science <br> Holding Corp.<br>| 757901 | 7738169 |
|  | Interpublic Group of <br> Cos., Inc.<br>| 1030583 | 26444760 |
| \* | IZEA Worldwide, Inc. | 2017 | 10388 |
|  | John Wiley & Sons, <br> Inc. (WLY US), <br> Class A<br>| 174848 | 6446646 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| COMMUNICATION SERVICES — (Continued) | COMMUNICATION SERVICES — (Continued) | COMMUNICATION SERVICES — (Continued) | COMMUNICATION SERVICES — (Continued) |
| \* | Liberty Broadband <br> Corp. (LBRDA US), <br> Class A<br>| 58565 | $3132642 |
| \* | Liberty Broadband <br> Corp. (LBRDK US), <br> Class C<br>| 322215 | 17341611 |
| \* | Liberty Global Ltd. <br> (LBTYA US), <br> Class A<br>| 1152403 | 12676433 |
| \* | Liberty Global Ltd. <br> (LBTYK US), <br> Class C<br>| 1057607 | 11792318 |
| \* | Liberty Latin America <br> Ltd. (LILA US), <br> Class A<br>| 283838 | 2213936 |
| \* | Liberty Latin America <br> Ltd. (LILAK US), <br> Class C<br>| 1147754 | 9078734 |
| \* | Liberty Media <br> Corp.-Liberty Live <br> (LLYVA US), <br> Class A<br>| 7325 | 642696 |
| \* | Liberty Media <br> Corp.-Liberty Live <br> (LLYVK US), <br> Class C<br>| 8643 | 781414 |
| \* | Lionsgate Studios <br> Corp.<br>| 86077 | 553475 |
| \* | Magnite, Inc. | 50557 | 903959 |
|  | Marcus Corp. | 181036 | 2606918 |
| # | National CineMedia, <br> Inc.<br>| 253542 | 1120656 |
| # | Nexstar Media Group, <br> Inc.<br>| 244158 | 47789045 |
| # | Omnicom Group, Inc. | 136911 | 10271063 |
| # | Paramount Skydance <br> Corp., Class B<br>| 11880 | 182833 |
| \* | Playstudios, Inc. | 36483 | 33929 |
| \* | PubMatic, Inc., <br> Class A<br>| 236575 | 1977767 |
| \* | Reservoir Media, Inc. | 145478 | 1105633 |
|  | Saga Communications, <br> Inc., Class A<br>| 47086 | 576804 |
|  | Scholastic Corp. | 165859 | 4755178 |
|  | Shenandoah <br> Telecommunications <br> Co.<br>| 334971 | 4126843 |
|  | Shutterstock, Inc. | 75738 | 1895722 |
|  | Sinclair, Inc. | 167659 | 2290222 |
| #\* | Sphere Entertainment <br> Co.<br>| 66387 | 4546182 |

---

------

**U.S. Targeted Value Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| COMMUNICATION SERVICES — (Continued) | COMMUNICATION SERVICES — (Continued) | COMMUNICATION SERVICES — (Continued) | COMMUNICATION SERVICES — (Continued) |
|  | Spok Holdings, Inc. | 139989 | $2000443 |
| \* | Stagwell, Inc. | 78257 | 371721 |
| \* | Starz Entertainment <br> Corp.<br>| 5738 | 60306 |
|  | Sunrise <br> Communications AG, <br> ADR, Class A<br>| 232710 | 12659424 |
| \* | Teads Holding Co. | 31069 | 45982 |
| \* | TechTarget, Inc. | 11911 | 65391 |
|  | TEGNA, Inc. | 1284425 | 25264640 |
|  | Telephone & Data <br> Systems, Inc.<br>| 783985 | 30434298 |
|  | Townsquare Media, <br> Inc., Class A<br>| 5401 | 33918 |
| #\* | TripAdvisor, Inc. | 531288 | 8532485 |
| \* | TrueCar, Inc. | 394777 | 868509 |
| \* | Urban One, Inc. <br> (UONEK US)<br>| 91136 | 55593 |
| \* | Vimeo, Inc. | 17978 | 140228 |
| #\* | Vivid Seats, Inc., <br> Class A<br>| 9847 | 122201 |
| \* | WideOpenWest, Inc. | 131801 | 676139 |
| \* | Yelp, Inc. | 311998 | 10289694 |
|  | Zedge, Inc., Class B | 15622 | 39368 |
| \* | Ziff Davis, Inc. | 302982 | 10271090 |
| \* | ZoomInfo <br> Technologies, Inc.<br>| 1571783 | 17635405 |
| TOTAL COMMUNICATION <br> SERVICES | TOTAL COMMUNICATION <br> SERVICES |  | 420375420 |
| CONSUMER DISCRETIONARY — (13.2%) | CONSUMER DISCRETIONARY — (13.2%) | CONSUMER DISCRETIONARY — (13.2%) | CONSUMER DISCRETIONARY — (13.2%) |
| #\* | 1-800-Flowers.com, <br> Inc., Class A<br>| 320930 | 1155348 |
| \* | 1stdibs.com, Inc. | 47418 | 170705 |
| \* | Abercrombie & Fitch <br> Co., Class A<br>| 152686 | 11077369 |
| # | Academy Sports & <br> Outdoors, Inc.<br>| 525218 | 25152690 |
| \* | Adient PLC | 543213 | 12597109 |
|  | ADT, Inc. | 4689444 | 41454685 |
| \* | Adtalem Global <br> Education, Inc.<br>| 198994 | 19505392 |
|  | A-Mark Precious <br> Metals, Inc.<br>| 192730 | 5122763 |
|  | AMCON Distributing <br> Co.<br>| 2433 | 279053 |
| \* | American Axle & <br> Manufacturing <br> Holdings, Inc.<br>| 939799 | 5826754 |
|  | American Eagle <br> Outfitters, Inc.<br>| 1404778 | 23473840 |
| \* | American Outdoor <br> Brands, Inc.<br>| 114681 | 787858 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| CONSUMER DISCRETIONARY — (Continued) | CONSUMER DISCRETIONARY — (Continued) | CONSUMER DISCRETIONARY — (Continued) | CONSUMER DISCRETIONARY — (Continued) |
| \* | American Public <br> Education, Inc.<br>| 131041 | $4388563 |
| \* | America's Car-Mart, <br> Inc.<br>| 11133 | 247598 |
|  | Aramark | 469666 | 17790948 |
| \* | Ark Restaurants Corp. | 32567 | 238065 |
|  | Arko Corp. | 405397 | 1785774 |
| \* | Asbury Automotive <br> Group, Inc.<br>| 143360 | 33632256 |
|  | Autoliv, Inc. | 64241 | 7503349 |
| \* | AutoNation, Inc. | 161777 | 32334369 |
| #\* | Barnes & Noble <br> Education, Inc.<br>| 7933 | 72428 |
|  | Bassett Furniture <br> Industries, Inc.<br>| 84609 | 1247983 |
| \* | Beazer Homes USA, <br> Inc.<br>| 123202 | 2759725 |
| \* | Biglari Holdings, Inc. <br> (BH US), Class B<br>| 15476 | 5591634 |
| \* | Biglari Holdings, Inc. <br> (BH/A US), Class A<br>| 943 | 1653305 |
| \* | Birkenstock Holding <br> PLC<br>| 288466 | 11512678 |
| \* | BJ's Restaurants, Inc. | 170951 | 5805496 |
|  | BorgWarner, Inc. | 1684556 | 72368526 |
|  | Brightstar Lottery PLC | 11003 | 183310 |
|  | Brunswick Corp. | 416716 | 27549095 |
| \* | Caesars <br> Entertainment, Inc.<br>| 152897 | 3073230 |
| # | Caleres, Inc. | 263897 | 2913423 |
| \* | Capri Holdings Ltd. | 6400 | 132800 |
| \* | CarMax, Inc. | 169510 | 7104164 |
|  | Carriage Services, Inc. | 43289 | 1935018 |
|  | Carter's, Inc. | 261989 | 8226455 |
|  | Cato Corp., Class A | 180273 | 694051 |
|  | Century Communities, <br> Inc.<br>| 247539 | 14703817 |
| \* | Champion Homes, <br> Inc.<br>| 123491 | 8425791 |
| \* | Chegg, Inc. | 152143 | 161272 |
| \* | Citi Trends, Inc. | 42965 | 1539006 |
|  | Clarus Corp. | 210250 | 702235 |
| # | Columbia Sportswear <br> Co.<br>| 231577 | 11493167 |
| #\* | Contextlogic Holdings, <br> Inc.<br>| 6238 | 46972 |
| # | Cracker Barrel Old <br> Country Store, Inc.<br>| 158514 | 5341922 |
| \* | Crocs, Inc. | 208296 | 17015700 |
|  | Crown Crafts, Inc. | 7326 | 21099 |
| \* | Culp, Inc. | 74360 | 298927 |
|  | Dana, Inc. | 1073669 | 21795481 |
| # | Designer Brands, Inc., <br> Class A<br>| 293429 | 1082753 |

---

------

**U.S. Targeted Value Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| CONSUMER DISCRETIONARY — (Continued) | CONSUMER DISCRETIONARY — (Continued) | CONSUMER DISCRETIONARY — (Continued) | CONSUMER DISCRETIONARY — (Continued) |
| \* | Destination XL Group, <br> Inc.<br>| 198512 | $198353 |
|  | Dick's Sporting Goods, <br> Inc.<br>| 80954 | 17927263 |
| # | Dillard's, Inc., Class A | 9738 | 5843579 |
| \* | Dorman Products, Inc. | 135405 | 18161873 |
| #\* | Dream Finders Homes, <br> Inc., Class A<br>| 121008 | 2395958 |
| \* | Duluth Holdings, Inc., <br> Class B<br>| 94245 | 259174 |
| \* | El Pollo Loco Holdings, <br> Inc.<br>| 358203 | 3660835 |
|  | Escalade, Inc. | 38169 | 439325 |
|  | Ethan Allen Interiors, <br> Inc.<br>| 228482 | 5522410 |
| #\* | Figs, Inc., Class A | 457171 | 3410496 |
| \* | First Watch Restaurant <br> Group, Inc.<br>| 380983 | 6282410 |
|  | Flanigan's Enterprises, <br> Inc.<br>| 3498 | 110713 |
|  | Flexsteel Industries, <br> Inc.<br>| 40142 | 1372455 |
| \* | Fox Factory Holding <br> Corp.<br>| 40360 | 892360 |
| #\* | Funko, Inc., Class A | 364907 | 1138510 |
| # | Gap, Inc. | 2824525 | 64540396 |
| \* | Genesco, Inc. | 84233 | 2443599 |
|  | Gentex Corp. | 385179 | 9032448 |
| \* | Gentherm, Inc. | 195491 | 7194069 |
| \* | G-III Apparel Group <br> Ltd.<br>| 329068 | 8835476 |
| \* | Global Business Travel <br> Group I<br>| 132950 | 1044987 |
|  | Golden Entertainment, <br> Inc.<br>| 7107 | 143561 |
| \* | Good Times <br> Restaurants, Inc.<br>| 24349 | 35550 |
| \* | Goodyear Tire & <br> Rubber Co.<br>| 2028152 | 13973967 |
|  | Graham Holdings Co., <br> Class B<br>| 16180 | 16376263 |
| \* | Green Brick Partners, <br> Inc.<br>| 190182 | 12312383 |
|  | Group 1 Automotive, <br> Inc.<br>| 60370 | 23999490 |
| \* | GrowGeneration Corp. | 283083 | 430286 |
| # | Guess?, Inc. | 398245 | 6762200 |
|  | Hamilton Beach <br> Brands Holding Co., <br> Class A<br>| 50085 | 704696 |
|  | Harley-Davidson, Inc. | 921114 | 24851656 |
|  | Haverty Furniture Cos., <br> Inc. (HVT US)<br>| 121457 | 2648977 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| CONSUMER DISCRETIONARY — (Continued) | CONSUMER DISCRETIONARY — (Continued) | CONSUMER DISCRETIONARY — (Continued) | CONSUMER DISCRETIONARY — (Continued) |
|  | Haverty Furniture Cos., <br> Inc. (HVT/A US), <br> Class A<br>| 844 | $18897 |
| \* | Helen of Troy Ltd. | 105254 | 1960882 |
| #\* | Hilton Grand <br> Vacations, Inc.<br>| 576653 | 23902267 |
|  | Hooker Furnishings <br> Corp.<br>| 79668 | 723385 |
| \* | Hovnanian Enterprises, <br> Inc., Class A<br>| 20336 | 2444997 |
|  | J Jill, Inc. | 39080 | 588936 |
|  | JAKKS Pacific, Inc. | 81678 | 1388526 |
|  | Jerash Holdings U.S., <br> Inc.<br>| 25144 | 85238 |
|  | Johnson Outdoors, <br> Inc., Class A<br>| 47389 | 1930154 |
|  | KB Home | 221451 | 13822971 |
| # | Kohl's Corp. | 739068 | 12024636 |
| # | Krispy Kreme, Inc. | 942455 | 3383413 |
| # | Lakeland Industries, <br> Inc.<br>| 53171 | 875195 |
| \* | Lands' End, Inc. | 180107 | 2834884 |
| \* | Latham Group, Inc. | 430417 | 3120523 |
| \* | Laureate Education, <br> Inc.<br>| 579813 | 16831971 |
|  | La-Z-Boy, Inc. | 330425 | 10474472 |
|  | LCI Industries | 186020 | 19251210 |
|  | Lear Corp. | 388602 | 40667199 |
| \* | Legacy Housing Corp. | 117318 | 2634376 |
| \* | LGI Homes, Inc. | 166545 | 6796701 |
| \* | Life Time Group <br> Holdings, Inc.<br>| 685845 | 16960947 |
|  | Lifetime Brands, Inc. | 125748 | 426286 |
| \* | Lincoln Educational <br> Services Corp.<br>| 45805 | 889533 |
|  | Lithia Motors, Inc. | 197965 | 62176847 |
|  | LKQ Corp. | 698718 | 22331027 |
| \* | Lovesac Co. | 112959 | 1566741 |
| \* | M/I Homes, Inc. | 132543 | 16593058 |
|  | Macy's, Inc. | 2396220 | 46702328 |
| \* | Malibu Boats, Inc., <br> Class A<br>| 138061 | 3847760 |
|  | Marine Products Corp. | 75309 | 636361 |
| \* | MarineMax, Inc. | 133257 | 3300776 |
|  | Marriott Vacations <br> Worldwide Corp.<br>| 252324 | 16648338 |
| \* | MasterCraft Boat <br> Holdings, Inc.<br>| 102504 | 2056230 |
| \* | Mattel, Inc. | 1820407 | 33459081 |
|  | Matthews International <br> Corp., Class A<br>| 229777 | 5381377 |
|  | Meritage Homes Corp. | 504272 | 34068616 |
| \* | MGM Resorts <br> International<br>| 53816 | 1723726 |

---

------

**U.S. Targeted Value Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| CONSUMER DISCRETIONARY — (Continued) | CONSUMER DISCRETIONARY — (Continued) | CONSUMER DISCRETIONARY — (Continued) | CONSUMER DISCRETIONARY — (Continued) |
| \* | Mister Car Wash, Inc. | 760964 | $4253789 |
| \* | Mohawk Industries, <br> Inc.<br>| 465585 | 52909079 |
|  | Monarch Casino & <br> Resort, Inc.<br>| 13472 | 1213423 |
|  | Monro, Inc. | 151067 | 2213132 |
| \* | Motorcar Parts of <br> America, Inc.<br>| 144967 | 2473137 |
|  | Movado Group, Inc. | 109924 | 2001716 |
| #\* | National Vision <br> Holdings, Inc.<br>| 579792 | 14929644 |
|  | Newell Brands, Inc. | 2415346 | 8212176 |
| \* | ODP Corp. | 149686 | 4173246 |
| #\* | OneWater Marine, Inc., <br> Class A<br>| 77440 | 1202643 |
| #\* | Outdoor Holding Co. | 22847 | 36555 |
| # | Oxford Industries, Inc. | 111570 | 4111354 |
| # | Patrick Industries, Inc. | 222616 | 23234432 |
|  | Penske Automotive <br> Group, Inc.<br>| 158849 | 25426959 |
|  | Perdoceo Education <br> Corp.<br>| 586437 | 18625239 |
| #\* | Petco Health & <br> Wellness Co., Inc.<br>| 1102912 | 3507260 |
| \* | PetMed Express, Inc. | 102681 | 263890 |
|  | Phinia, Inc. | 322561 | 16744142 |
|  | Polaris, Inc. | 73212 | 4839313 |
| #\* | Portillo's, Inc., Class A | 427500 | 2287125 |
| \* | Pursuit Attractions & <br> Hospitality, Inc.<br>| 9673 | 343198 |
|  | PVH Corp. | 402433 | 31522577 |
| # | RCI Hospitality <br> Holdings, Inc.<br>| 59996 | 1494500 |
|  | Rocky Brands, Inc. | 60462 | 1704424 |
| \* | Sally Beauty Holdings, <br> Inc.<br>| 750586 | 11341354 |
|  | Shoe Carnival, Inc. | 204403 | 3746707 |
| # | Signet Jewelers Ltd. | 342699 | 33875796 |
|  | Smith & Wesson <br> Brands, Inc.<br>| 346218 | 3318500 |
| \* | Solo Brands, Inc., <br> Class A<br>| 7 | 100 |
| # | Sonic Automotive, Inc., <br> Class A<br>| 188118 | 11951137 |
| \* | Sportsman's <br> Warehouse <br> Holdings, Inc.<br>| 69994 | 172885 |
|  | Standard Motor <br> Products, Inc.<br>| 172929 | 6420854 |
|  | Steven Madden Ltd. | 382653 | 12975763 |
| \* | Stoneridge, Inc. | 133209 | 907153 |
|  | Strategic Education, <br> Inc.<br>| 180618 | 13723356 |
| \* | Strattec Security Corp. | 27563 | 1691266 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| CONSUMER DISCRETIONARY — (Continued) | CONSUMER DISCRETIONARY — (Continued) | CONSUMER DISCRETIONARY — (Continued) | CONSUMER DISCRETIONARY — (Continued) |
| \* | Stride, Inc. | 10700 | $728028 |
|  | Sturm Ruger & Co., <br> Inc.<br>| 54672 | 2318640 |
|  | Superior Group of <br> Cos., Inc.<br>| 111931 | 1045436 |
|  | Tandy Leather Factory, <br> Inc.<br>| 5876 | 17922 |
| \* | Target Hospitality <br> Corp.<br>| 131561 | 1011704 |
| \* | Taylor Morrison Home <br> Corp.<br>| 814183 | 48256626 |
| # | Thor Industries, Inc. | 390679 | 40767354 |
| \* | Tile Shop Holdings, <br> Inc.<br>| 248929 | 1558296 |
| #\* | Tilly's, Inc., Class A | 143006 | 218799 |
|  | Toll Brothers, Inc. | 663964 | 89601942 |
| \* | Topgolf Callaway <br> Brands Corp.<br>| 1091899 | 10274770 |
| \* | Tri Pointe Homes, Inc. | 737983 | 23504759 |
| #\* | Under Armour, Inc. (UA <br> US), Class C<br>| 1557218 | 6914048 |
| #\* | Under Armour, Inc. <br> (UAA US), Class A<br>| 1528904 | 7048247 |
| \* | Unifi, Inc. | 134489 | 599821 |
| \* | Universal Electronics, <br> Inc.<br>| 77949 | 303222 |
| # | Upbound Group, Inc. | 402394 | 7798396 |
| \* | Urban Outfitters, Inc. | 440142 | 28437575 |
| #\* | Vera Bradley, Inc. | 203742 | 478794 |
| \* | Victoria's Secret & Co. | 305174 | 10757383 |
|  | Visteon Corp. | 146302 | 15677722 |
|  | Weyco Group, Inc. | 79851 | 2289328 |
| # | Whirlpool Corp. | 218097 | 15622288 |
|  | Winnebago Industries, <br> Inc.<br>| 219746 | 8286622 |
| \* | Zumiez, Inc. | 144909 | 3137280 |
| TOTAL CONSUMER <br> DISCRETIONARY | TOTAL CONSUMER <br> DISCRETIONARY |  | 1831954360 |
| CONSUMER STAPLES — (5.4%) | CONSUMER STAPLES — (5.4%) | CONSUMER STAPLES — (5.4%) | CONSUMER STAPLES — (5.4%) |
|  | Albertsons Cos., Inc., <br> Class A<br>| 820313 | 14511337 |
|  | Alico, Inc. | 50298 | 1770993 |
|  | Andersons, Inc. | 283895 | 13147177 |
| # | B&G Foods, Inc. | 130061 | 520244 |
| #\* | Boston Beer Co., Inc. , <br> Class A<br>| 51088 | 10574705 |
|  | Brown-Forman Corp. <br> (BF/A US), Class A<br>| 2879 | 78079 |
|  | Bunge Global SA | 467414 | 44217364 |
|  | Calavo Growers, Inc. | 130558 | 2899693 |
|  | Cal-Maine Foods, Inc. | 346236 | 30399521 |
| # | Campbell's Co. | 1381026 | 41610313 |

---

------

**U.S. Targeted Value Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| CONSUMER STAPLES — (Continued) | CONSUMER STAPLES — (Continued) | CONSUMER STAPLES — (Continued) | CONSUMER STAPLES — (Continued) |
| #\* | Central Garden & Pet <br> Co. (CENT US)<br>| 96135 | $2948460 |
| \* | Central Garden & Pet <br> Co. (CENTA US), <br> Class A<br>| 405800 | 11285298 |
| \* | Coffee Holding Co., <br> Inc.<br>| 10036 | 40947 |
|  | Conagra Brands, Inc. | 3289331 | 56543607 |
| \* | Coty, Inc., Class A | 520638 | 2066933 |
| \* | Darling Ingredients, <br> Inc.<br>| 1163849 | 37301360 |
|  | Dole PLC | 562609 | 7167639 |
|  | Edgewell Personal <br> Care Co.<br>| 361275 | 7005122 |
| \* | Farmer Bros Co. | 69829 | 122899 |
|  | Flowers Foods, Inc. | 774432 | 9238974 |
|  | Fresh Del Monte <br> Produce, Inc.<br>| 404864 | 14311942 |
| \* | Grocery Outlet Holding <br> Corp.<br>| 574311 | 7816373 |
| \* | Hain Celestial Group, <br> Inc.<br>| 309688 | 359238 |
| \* | HF Foods Group, Inc. | 82381 | 177943 |
| \* | Honest Co., Inc. | 59362 | 202424 |
|  | Hormel Foods Corp. | 1116884 | 24113526 |
|  | Ingles Markets, Inc., <br> Class A<br>| 121249 | 8378306 |
|  | Ingredion, Inc. | 455390 | 52556560 |
|  | J&J Snack Foods <br> Corp.<br>| 58431 | 4946184 |
|  | J.M. Smucker Co. | 529231 | 54801870 |
|  | John B Sanfilippo & <br> Son, Inc.<br>| 41354 | 2596204 |
|  | Lifevantage Corp. | 358 | 2932 |
|  | Limoneira Co. | 89928 | 1270683 |
| \* | Mannatech, Inc. | 1106 | 10883 |
| \* | Maplebear, Inc. | 332767 | 12265792 |
| \* | Medifast, Inc. | 5876 | 70630 |
|  | MGP Ingredients, Inc. | 82912 | 2006470 |
| \* | Mission Produce, Inc. | 392088 | 4516854 |
|  | Molson Coors <br> Beverage Co., <br> Class B<br>| 1395693 | 61019698 |
| \* | Natural Alternatives <br> International, Inc.<br>| 27732 | 77372 |
| \* | Nature's Sunshine <br> Products, Inc.<br>| 123554 | 1665508 |
|  | Nu Skin Enterprises, <br> Inc., Class A<br>| 95379 | 1022463 |
|  | Oil-Dri Corp. of <br> America<br>| 81673 | 4523867 |
| #\* | Olaplex Holdings, Inc. | 45538 | 47360 |
|  | Pilgrim's Pride Corp. | 441472 | 16820083 |
| \* | Post Holdings, Inc. | 239814 | 24923869 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| CONSUMER STAPLES — (Continued) | CONSUMER STAPLES — (Continued) | CONSUMER STAPLES — (Continued) | CONSUMER STAPLES — (Continued) |
|  | PriceSmart, Inc. | 227546 | $26154137 |
|  | Reynolds Consumer <br> Products, Inc.<br>| 549339 | 13425845 |
|  | Seaboard Corp. | 6428 | 21662231 |
| \* | Seneca Foods Corp. <br> (SENEA US), <br> Class A<br>| 55353 | 5968991 |
| \*» | Seneca Foods Corp. <br> (SENEB US), <br> Class B<br>| 289 | 31761 |
| \* | Simply Good Foods <br> Co.<br>| 615558 | 12046470 |
|  | Spectrum Brands <br> Holdings, Inc.<br>| 213153 | 11484684 |
| # | Tootsie Roll Industries, <br> Inc.<br>| 94842 | 3346974 |
| \* | TreeHouse Foods, Inc. | 400666 | 7292121 |
| \* | United Natural Foods, <br> Inc.<br>| 439620 | 16551693 |
|  | Universal Corp. | 209895 | 10637479 |
| \* | USANA Health <br> Sciences, Inc.<br>| 120428 | 2547052 |
|  | Utz Brands, Inc. | 270022 | 2843332 |
|  | Village Super Market, <br> Inc., Class A<br>| 105957 | 3323871 |
|  | Weis Markets, Inc. | 224531 | 14221794 |
| TOTAL CONSUMER <br> STAPLES | TOTAL CONSUMER <br> STAPLES |  | 745494134 |
| ENERGY — (8.9%) | ENERGY — (8.9%) | ENERGY — (8.9%) | ENERGY — (8.9%) |
| \* | Amplify Energy Corp. | 367711 | 1669408 |
| \* | Antero Resources <br> Corp.<br>| 1189477 | 36766734 |
| # | APA Corp. | 2608953 | 59092785 |
|  | Archrock, Inc. | 985630 | 24906870 |
|  | Ardmore Shipping <br> Corp.<br>| 324139 | 4080910 |
| # | Atlas Energy Solutions, <br> Inc.<br>| 257510 | 3187974 |
|  | Berry Corp. | 553459 | 1865157 |
| \* | Bristow Group, Inc. | 210415 | 8563891 |
|  | Cactus, Inc., Class A | 132360 | 5846341 |
|  | California Resources <br> Corp.<br>| 532765 | 25130525 |
|  | Chord Energy Corp. <br> (CHRD US)<br>| 59164 | 5367358 |
| # | Civitas Resources, <br> Inc.<br>| 425151 | 12257103 |
| \* | Clean Energy Fuels <br> Corp.<br>| 1038373 | 2969747 |
| #\* | CNX Resources Corp. | 1172777 | 39475674 |
| \* | Comstock Resources, <br> Inc.<br>| 2044389 | 38332294 |

---

------

**U.S. Targeted Value Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| ENERGY — (Continued) | ENERGY — (Continued) | ENERGY — (Continued) | ENERGY — (Continued) |
| \* | Comstock, Inc. | 264 | $818 |
|  | Core Laboratories, <br> Inc.<br>| 217755 | 3471015 |
|  | Core Natural <br> Resources, Inc.<br>| 214103 | 16914137 |
|  | Crescent Energy Co., <br> Class A<br>| 1647534 | 13888712 |
|  | DHT Holdings, Inc. | 1291082 | 17145569 |
| \* | DMC Global, Inc. | 145941 | 1176284 |
|  | Dorian LPG Ltd. | 335989 | 9693283 |
| \* | DT Midstream, Inc. | 351383 | 38472925 |
| # | Energy Services of <br> America Corp.<br>| 49783 | 545622 |
|  | Epsilon Energy Ltd. | 77123 | 370190 |
| # | Evolution Petroleum <br> Corp.<br>| 256465 | 1123317 |
| \* | Expro Group Holdings <br> NV<br>| 685154 | 9304391 |
| \* | Forum Energy <br> Technologies, Inc.<br>| 87004 | 2329967 |
|  | FutureFuel Corp. | 289724 | 1138615 |
| \* | Geospace <br> Technologies Corp.<br>| 80811 | 2047751 |
| \* | Gran Tierra Energy, <br> Inc. (GTE US)<br>| 3136 | 10756 |
| # | Granite Ridge <br> Resources, Inc.<br>| 238244 | 1257928 |
| \* | Green Plains, Inc. | 250809 | 2578317 |
| \* | Gulf Island Fabrication, <br> Inc.<br>| 118659 | 926727 |
| \* | Gulfport Energy Corp. | 74676 | 13890483 |
| \* | Helix Energy Solutions <br> Group, Inc.<br>| 1133155 | 7614802 |
|  | Helmerich & Payne, <br> Inc.<br>| 725983 | 19064314 |
|  | HF Sinclair Corp. | 1447378 | 74684705 |
| \* | Innovex International, <br> Inc.<br>| 440449 | 8839811 |
| # | International Seaways, <br> Inc.<br>| 393692 | 20168841 |
|  | Kodiak Gas Services, <br> Inc.<br>| 436212 | 16087499 |
| #\* | Kosmos Energy Ltd. | 768991 | 1207316 |
|  | Liberty Energy, Inc. | 1267506 | 22954534 |
|  | Magnolia Oil & Gas <br> Corp., Class A<br>| 1174808 | 26386188 |
| \* | Mammoth Energy <br> Services, Inc.<br>| 210348 | 429110 |
|  | Matador Resources <br> Co.<br>| 935164 | 36901571 |
|  | Mexco Energy Corp. | 1995 | 18354 |
| # | Murphy Oil Corp. | 1152207 | 32607458 |
| \* | Nabors Industries Ltd. | 57339 | 2782088 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| ENERGY — (Continued) | ENERGY — (Continued) | ENERGY — (Continued) | ENERGY — (Continued) |
|  | NACCO Industries, <br> Inc., Class A<br>| 49547 | $2094847 |
| #\* | National Energy <br> Services Reunited <br> Corp.<br>| 17755 | 224068 |
|  | Natural Gas Services <br> Group, Inc.<br>| 101538 | 2826818 |
| \* | NCS Multistage <br> Holdings, Inc.<br>| 1837 | 67418 |
| # | Noble Corp. PLC | 538782 | 15813252 |
| # | Nordic American <br> Tankers Ltd.<br>| 1552309 | 5712497 |
| # | Northern Oil & Gas, <br> Inc.<br>| 711465 | 15744720 |
|  | NOV, Inc. | 2752838 | 40191435 |
| \* | Oceaneering <br> International, Inc.<br>| 376394 | 8766216 |
| \* | Oil States International, <br> Inc.<br>| 412508 | 2462673 |
|  | Ovintiv, Inc. | 1750085 | 65645688 |
| \* | Par Pacific Holdings, <br> Inc.<br>| 308595 | 12337628 |
|  | Patterson-UTI Energy, <br> Inc.<br>| 2780086 | 17431139 |
|  | PBF Energy, Inc., <br> Class A<br>| 8353 | 285422 |
|  | Peabody Energy Corp. | 940503 | 25788592 |
|  | Permian Resources <br> Corp.<br>| 5163593 | 64854728 |
| \* | PrimeEnergy <br> Resources Corp.<br>| 10259 | 1387427 |
| \* | ProPetro Holding <br> Corp.<br>| 775830 | 8053115 |
|  | Range Resources <br> Corp.<br>| 1048757 | 37283311 |
|  | Ranger Energy <br> Services, Inc., <br> Class A<br>| 163267 | 2243289 |
| \* | REX American <br> Resources Corp.<br>| 330216 | 10576818 |
|  | Riley Exploration <br> Permian, Inc.<br>| 61695 | 1605304 |
| # | RPC, Inc. | 1462216 | 7603523 |
|  | SandRidge Energy, <br> Inc.<br>| 273818 | 3261172 |
|  | Scorpio Tankers, Inc. | 404504 | 24957897 |
| \* | SEACOR Marine <br> Holdings, Inc.<br>| 159842 | 1016595 |
| \* | Seadrill Ltd. | 459400 | 14498664 |
|  | Select Water Solutions, <br> Inc.<br>| 808305 | 9344006 |
| # | SFL Corp. Ltd. | 1080871 | 8063298 |
|  | SM Energy Co. | 889889 | 18589781 |
|  | Smart Sand, Inc. | 199636 | 429217 |

---

------

**U.S. Targeted Value Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| ENERGY — (Continued) | ENERGY — (Continued) | ENERGY — (Continued) | ENERGY — (Continued) |
| \* | Stabilis Solutions, Inc. | 586 | $2924 |
| \* | Talos Energy, Inc. | 1311063 | 12861528 |
|  | Teekay Corp. Ltd. | 672713 | 6471499 |
|  | Teekay Tankers Ltd., <br> Class A<br>| 237682 | 14498602 |
| \* | TETRA Technologies, <br> Inc.<br>| 514097 | 3629525 |
| \* | Tidewater, Inc. | 196118 | 9921610 |
| \* | TOP Ships, Inc. | 1650 | 9900 |
| #\* | Transocean Ltd. | 5763569 | 22132105 |
|  | VAALCO Energy, Inc. | 720336 | 2830920 |
| #\* | Valaris Ltd. | 441180 | 24759022 |
|  | Viper Energy, Inc., <br> Class A<br>| 184351 | 6924224 |
| #\* | Vital Energy, Inc. | 27787 | 436534 |
| # | Vitesse Energy, Inc. | 208733 | 4539943 |
|  | Weatherford <br> International PLC<br>| 76326 | 5624463 |
|  | World Kinect Corp. | 465365 | 12029685 |
| TOTAL ENERGY | TOTAL ENERGY |  | 1231379211 |
| FINANCIALS — (27.7%) | FINANCIALS — (27.7%) | FINANCIALS — (27.7%) | FINANCIALS — (27.7%) |
|  | 1st Source Corp. | 200764 | 11933412 |
| \* | Acacia Research <br> Corp.<br>| 397665 | 1379898 |
|  | ACNB Corp. | 45805 | 2069470 |
|  | Affiliated Managers <br> Group, Inc.<br>| 21223 | 5050225 |
|  | Affinity Bancshares, <br> Inc.<br>| 6529 | 123855 |
|  | Alerus Financial Corp. | 71551 | 1511157 |
|  | Ally Financial, Inc. | 2167576 | 84470437 |
|  | Amalgamated Financial <br> Corp.<br>| 215076 | 5862972 |
| \* | Ambac Financial <br> Group, Inc.<br>| 199327 | 1636475 |
|  | Amerant Bancorp, Inc. | 40257 | 675110 |
|  | American Coastal <br> Insurance Corp.<br>| 45299 | 536340 |
|  | American Financial <br> Group, Inc.<br>| 28844 | 3798178 |
|  | Ameris Bancorp | 526081 | 37677921 |
|  | AmeriServ Financial, <br> Inc.<br>| 127994 | 390382 |
|  | Ames National Corp. | 53958 | 1125564 |
|  | Arrow Financial Corp. | 115759 | 3228519 |
|  | Associated <br> Banc-Corp.<br>| 1282516 | 31767921 |
|  | Associated Capital <br> Group, Inc., Class A<br>| 13898 | 507277 |
|  | Assurant, Inc. | 11515 | 2437956 |
|  | Assured Guaranty Ltd. | 378652 | 30511778 |
|  | Atlantic Union <br> Bankshares Corp.<br>| 991668 | 32249043 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) |
| \* | Atlanticus Holdings <br> Corp.<br>| 98078 | $5405079 |
|  | Auburn National <br> BanCorp, Inc.<br>| 1419 | 36809 |
|  | Axis Capital Holdings <br> Ltd.<br>| 358381 | 33565964 |
| \* | Axos Financial, Inc. | 415424 | 32394764 |
| # | Banc of California, Inc. | 657980 | 11165921 |
| # | Bank First Corp. | 7300 | 891476 |
|  | Bank of Hawaii Corp. | 68808 | 4467703 |
|  | Bank of Marin <br> Bancorp<br>| 105174 | 2708230 |
|  | Bank of NT Butterfield <br> & Son Ltd.<br>| 226269 | 10467204 |
|  | Bank of the James <br> Financial Group, <br> Inc.<br>| 3940 | 66783 |
|  | Bank OZK | 879137 | 39552374 |
|  | Bank7 Corp. | 33674 | 1397808 |
|  | BankFinancial Corp. | 126441 | 1397173 |
|  | BankUnited, Inc. | 531172 | 21289374 |
|  | Bankwell Financial <br> Group, Inc.<br>| 44663 | 1936141 |
|  | Banner Corp. | 227749 | 13753762 |
|  | Bar Harbor <br> Bankshares<br>| 108327 | 3177231 |
|  | BayCom Corp. | 85330 | 2326096 |
|  | BCB Bancorp, Inc. | 117652 | 934157 |
|  | Beacon Financial <br> Corp.<br>| 637553 | 15518040 |
| \* | Blue Foundry Bancorp | 133147 | 1097131 |
|  | BOK Financial Corp. | 450624 | 47126258 |
|  | Bread Financial <br> Holdings, Inc.<br>| 378727 | 23727247 |
| \* | Bridgewater <br> Bancshares, Inc.<br>| 145883 | 2401234 |
| \* | Brighthouse Financial, <br> Inc.<br>| 447913 | 25562395 |
| \* | Broadway Financial <br> Corp.<br>| 6571 | 40872 |
|  | Burke & Herbert <br> Financial Services <br> Corp.<br>| 41237 | 2427210 |
|  | Business First <br> Bancshares, Inc.<br>| 124555 | 3054089 |
| \* | BV Financial, Inc. | 14589 | 237801 |
|  | Byline Bancorp, Inc. | 293854 | 7857656 |
|  | C&F Financial Corp. | 22203 | 1518907 |
|  | Cadence Bank | 1433853 | 54113612 |
| \* | California BanCorp | 27431 | 507199 |
| \*» | California First Leasing <br> Corp.<br>| 383 | 8522 |
|  | Camden National <br> Corp.<br>| 115911 | 4422005 |

---

------

**U.S. Targeted Value Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) |
|  | Capital Bancorp, Inc. | 68261 | $1897314 |
|  | Capital City Bank <br> Group, Inc.<br>| 139298 | 5418692 |
|  | Capitol Federal <br> Financial, Inc.<br>| 873922 | 5278489 |
| \* | Carter Bankshares, <br> Inc.<br>| 153005 | 2613325 |
|  | Cass Information <br> Systems, Inc.<br>| 1939 | 76649 |
|  | Cathay General <br> Bancorp<br>| 509923 | 23176000 |
|  | CB Financial Services, <br> Inc.<br>| 2041 | 66067 |
|  | Central Pacific <br> Financial Corp.<br>| 191391 | 5456557 |
|  | CF Bankshares, Inc. | 2987 | 69298 |
|  | Chemung Financial <br> Corp.<br>| 31067 | 1574165 |
|  | ChoiceOne Financial <br> Services, Inc.<br>| 16454 | 471243 |
|  | Citizens & Northern <br> Corp.<br>| 107176 | 2074927 |
|  | Citizens Community <br> Bancorp, Inc.<br>| 29356 | 459421 |
|  | Citizens Financial <br> Services, Inc.<br>| 1525 | 83555 |
|  | City Holding Co. | 9793 | 1154399 |
|  | Civista Bancshares, <br> Inc.<br>| 110777 | 2385029 |
|  | CNB Financial Corp. | 169771 | 4176367 |
|  | CNO Financial Group, <br> Inc.<br>| 721123 | 28859342 |
|  | Cohen & Co., Inc. | 1075 | 10320 |
|  | Colony Bankcorp, Inc. | 109634 | 1753048 |
|  | Columbia Banking <br> System, Inc.<br>| 1710652 | 45845474 |
| \* | Columbia Financial, <br> Inc.<br>| 158587 | 2339158 |
|  | Comerica, Inc. | 892098 | 68245497 |
|  | Commerce <br> Bancshares, Inc.<br>| 88993 | 4683702 |
|  | Community Financial <br> System, Inc.<br>| 283076 | 15705056 |
|  | Community Trust <br> Bancorp, Inc.<br>| 161465 | 8266201 |
|  | Community West <br> Bancshares<br>| 111656 | 2364874 |
|  | ConnectOne Bancorp, <br> Inc.<br>| 366722 | 8823331 |
| \* | Consumer Portfolio <br> Services, Inc.<br>| 213629 | 1794484 |
|  | Cullen/Frost Bankers, <br> Inc.<br>| 19644 | 2418962 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) |
| \* | Customers Bancorp, <br> Inc.<br>| 246050 | $16514876 |
|  | CVB Financial Corp. | 953398 | 17513921 |
|  | Diamond Hill <br> Investment Group, <br> Inc.<br>| 1518 | 194835 |
|  | DigitalBridge Group, <br> Inc.<br>| 285326 | 3375407 |
|  | Dime Community <br> Bancshares, Inc.<br>| 281968 | 7401660 |
| # | Dominari Holdings, <br> Inc.<br>| 3827 | 19556 |
|  | Donegal Group, Inc. <br> (DGICA US), <br> Class A<br>| 269955 | 5061656 |
|  | Eagle Bancorp <br> Montana, Inc.<br>| 32573 | 528660 |
|  | Eagle Bancorp, Inc. | 140193 | 2348233 |
|  | East West Bancorp, <br> Inc.<br>| 60285 | 6124956 |
|  | Eastern Bankshares, <br> Inc.<br>| 315894 | 5537622 |
| \* | eHealth, Inc. | 161453 | 837941 |
|  | Employers Holdings, <br> Inc.<br>| 198247 | 7559158 |
| # | Enact Holdings, Inc. | 302623 | 10809694 |
| \* | Encore Capital Group, <br> Inc.<br>| 83512 | 3472429 |
| \* | Enova International, <br> Inc.<br>| 113943 | 13624164 |
|  | Enterprise Financial <br> Services Corp.<br>| 260109 | 13621908 |
|  | Equity Bancshares, <br> Inc., Class A<br>| 120158 | 4867601 |
|  | Essent Group Ltd. | 737908 | 44695088 |
|  | Everest Group Ltd. | 23914 | 7521431 |
| #\* | EZCORP, Inc., <br> Class A<br>| 400915 | 7316699 |
|  | F&G Annuities & Life, <br> Inc.<br>| 57601 | 1707870 |
| # | Farmers & Merchants <br> Bancorp, Inc.<br>| 21747 | 519753 |
|  | Farmers National Banc <br> Corp.<br>| 246501 | 3199583 |
|  | FB Financial Corp. | 419755 | 22670968 |
|  | Federal Agricultural <br> Mortgage Corp. <br> (AGM US), Class C<br>| 65784 | 10435974 |
|  | Federal Agricultural <br> Mortgage Corp. <br> (AGM/A US), <br> Class A<br>| 301 | 36090 |

---

------

**U.S. Targeted Value Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) |
|  | Fidelis Insurance <br> Holdings Ltd.<br>| 172733 | $3105739 |
|  | Fidelity D&D Bancorp, <br> Inc.<br>| 1845 | 80590 |
| \* | Finance of America <br> Cos., Inc., Class A<br>| 7339 | 161458 |
|  | Financial Institutions, <br> Inc.<br>| 127381 | 3621442 |
|  | Finward Bancorp | 2970 | 104395 |
| \* | Finwise Bancorp | 4384 | 84129 |
|  | First American <br> Financial Corp.<br>| 698681 | 43674549 |
|  | First BanCorp | 1258317 | 24524598 |
|  | First Bancorp, Inc. | 78661 | 1950006 |
| # | First Bancorp/Southern <br> Pines NC<br>| 271456 | 13176474 |
|  | First Bank | 133741 | 2089034 |
|  | First Busey Corp. | 659592 | 14748477 |
|  | First Business <br> Financial Services, <br> Inc.<br>| 76778 | 3885735 |
|  | First Capital, Inc. | 520 | 22386 |
|  | First Commonwealth <br> Financial Corp.<br>| 803569 | 12286570 |
|  | First Community <br> Bankshares, Inc.<br>| 173481 | 5610376 |
|  | First Community Corp. | 28897 | 774729 |
|  | First Financial <br> Bancorp<br>| 761837 | 17834604 |
|  | First Financial <br> Bankshares, Inc.<br>| 1100 | 33979 |
|  | First Financial Corp. | 83564 | 4455632 |
| \*» | First Financial <br> Northwest, Inc.<br>| 82917 | 99500 |
| #\* | First Foundation, Inc. | 423729 | 2305086 |
| # | First Hawaiian, Inc. | 904951 | 22198448 |
|  | First Horizon Corp. | 3817933 | 81551049 |
|  | First Internet Bancorp | 60265 | 1069101 |
|  | First Interstate <br> BancSystem, Inc., <br> Class A<br>| 715065 | 22345781 |
|  | First Merchants Corp. | 414569 | 14708908 |
|  | First Mid Bancshares, <br> Inc.<br>| 150663 | 5383189 |
|  | First Northwest <br> Bancorp<br>| 57600 | 522432 |
|  | First United Corp. | 44311 | 1530059 |
| \* | First Western <br> Financial, Inc.<br>| 49927 | 1152814 |
|  | FirstCash Holdings, <br> Inc.<br>| 904 | 143284 |
| \* | Firstsun Capital <br> Bancorp<br>| 12658 | 430878 |
|  | Five Star Bancorp | 31662 | 1124318 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) |
|  | Flushing Financial <br> Corp.<br>| 171862 | $2349354 |
|  | FNB Corp. | 2547855 | 40052281 |
|  | Franklin Financial <br> Services Corp.<br>| 3364 | 152389 |
| # | Franklin Resources, <br> Inc.<br>| 2564077 | 57973781 |
|  | FS Bancorp, Inc. | 67176 | 2599039 |
|  | Fulton Financial Corp. | 1423950 | 24734011 |
| # | FVCBankcorp, Inc. | 55112 | 673469 |
| \* | Genworth Financial, <br> Inc.<br>| 3371765 | 28457697 |
|  | German American <br> Bancorp, Inc.<br>| 200380 | 7722645 |
|  | Glacier Bancorp, Inc. | 80530 | 3289650 |
|  | Globe Life, Inc. | 350761 | 46128579 |
|  | Great Southern <br> Bancorp, Inc.<br>| 107469 | 5986023 |
| \* | Green Dot Corp., <br> Class A<br>| 327430 | 3801462 |
| \* | Greenlight Capital Re <br> Ltd., Class A<br>| 289397 | 3507492 |
| \* | Hamilton Insurance <br> Group Ltd., Class B<br>| 42247 | 999986 |
|  | Hancock Whitney <br> Corp.<br>| 667108 | 38098538 |
|  | Hanmi Financial Corp. | 208385 | 5501364 |
|  | Hanover Bancorp, Inc. | 3292 | 68177 |
|  | Hanover Insurance <br> Group, Inc.<br>| 8177 | 1397286 |
|  | HarborOne Bancorp, <br> Inc.<br>| 263762 | 3191520 |
|  | Hawthorn Bancshares, <br> Inc.<br>| 1225 | 37007 |
|  | HBT Financial, Inc. | 66032 | 1610520 |
|  | Hennessy Advisors, <br> Inc.<br>| 3114 | 30361 |
|  | Heritage Commerce <br> Corp.<br>| 405467 | 4216857 |
|  | Heritage Financial <br> Corp.<br>| 229267 | 5087435 |
| \* | Heritage Global, Inc. | 7421 | 10909 |
| \* | Heritage Insurance <br> Holdings, Inc.<br>| 195019 | 4608299 |
|  | Hilltop Holdings, Inc. | 474239 | 15317920 |
| # | Hingham Institution For <br> Savings<br>| 4157 | 1223239 |
|  | Home Bancorp, Inc. | 55958 | 2974168 |
|  | Home BancShares, <br> Inc.<br>| 776553 | 20741731 |
|  | HomeTrust <br> Bancshares, Inc.<br>| 91530 | 3598044 |
|  | Hope Bancorp, Inc. | 854904 | 8967943 |

---

------

**U.S. Targeted Value Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) |
|  | Horace Mann <br> Educators Corp.<br>| 290708 | $12997555 |
|  | Horizon Bancorp, Inc. | 279099 | 4353944 |
|  | Huntington <br> Bancshares, Inc.<br>| 2600 | 40144 |
|  | Independent Bank <br> Corp. (IBCP US)<br>| 160637 | 4854450 |
|  | Independent Bank <br> Corp. (INDB US)<br>| 347606 | 23390408 |
|  | International <br> Bancshares Corp.<br>| 566808 | 37624715 |
| \* | International Money <br> Express, Inc.<br>| 5672 | 84456 |
|  | Invesco Ltd. | 3072948 | 72828868 |
|  | Investar Holding Corp. | 57852 | 1374564 |
|  | Investors Title Co. | 12929 | 3343310 |
|  | Jackson Financial, Inc., <br> Class A<br>| 560436 | 56497553 |
|  | Janus Henderson <br> Group PLC<br>| 1072421 | 46714659 |
|  | Kearny Financial <br> Corp.<br>| 387609 | 2476822 |
|  | Kemper Corp. | 354481 | 15948100 |
|  | Lake Shore Bancorp, <br> Inc.<br>| 550 | 7601 |
|  | Lakeland Financial <br> Corp.<br>| 11504 | 656303 |
|  | Landmark Bancorp, <br> Inc.<br>| 5479 | 140756 |
|  | LCNB Corp. | 64093 | 984468 |
| \* | LendingClub Corp. | 793570 | 13800182 |
|  | Lincoln National Corp. | 274344 | 11522448 |
|  | Live Oak Bancshares, <br> Inc.<br>| 214055 | 6665673 |
|  | Magyar Bancorp, Inc. | 2641 | 45557 |
|  | MainStreet <br> Bancshares, Inc.<br>| 14242 | 264189 |
| \* | Mechanics Bancorp, <br> Class A<br>| 90718 | 1214714 |
|  | Mercantile Bank Corp. | 131599 | 5770616 |
|  | Merchants Bancorp | 194918 | 6079492 |
|  | Mercury General <br> Corp.<br>| 395152 | 30545250 |
|  | Meridian Corp. | 42364 | 605382 |
|  | Metrocity Bankshares, <br> Inc.<br>| 63105 | 1616119 |
|  | Metropolitan Bank <br> Holding Corp.<br>| 60112 | 3983622 |
|  | MGIC Investment <br> Corp.<br>| 1849492 | 50713071 |
| # | Mid Penn Bancorp, <br> Inc.<br>| 82864 | 2357481 |
|  | Middlefield Banc Corp. | 649 | 21157 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) |
|  | Midland States <br> Bancorp, Inc.<br>| 152961 | $2239349 |
|  | MidWestOne Financial <br> Group, Inc.<br>| 100371 | 3712723 |
|  | MVB Financial Corp. | 70332 | 1799093 |
|  | National Bank Holdings <br> Corp., Class A<br>| 296731 | 10581427 |
|  | National Bankshares, <br> Inc.<br>| 25672 | 734989 |
|  | Navient Corp. | 1118077 | 13674082 |
| # | NBT Bancorp, Inc. | 380903 | 15415144 |
|  | Nelnet, Inc., Class A | 236090 | 30467414 |
| \* | NerdWallet, Inc., <br> Class A<br>| 123513 | 1441397 |
| \* | NI Holdings, Inc. | 61386 | 810295 |
|  | Nicolet Bankshares, <br> Inc.<br>| 103993 | 12285733 |
| \* | NMI Holdings, Inc. | 652789 | 23781103 |
|  | Northeast Bank | 63970 | 5519332 |
|  | Northeast Community <br> Bancorp, Inc.<br>| 52432 | 1029764 |
|  | Northfield Bancorp, <br> Inc.<br>| 315171 | 3221048 |
|  | Northrim BanCorp, <br> Inc.<br>| 230276 | 5061466 |
| # | Northwest Bancshares, <br> Inc.<br>| 987256 | 11560768 |
| # | Norwood Financial <br> Corp.<br>| 14843 | 394972 |
|  | Oak Valley Bancorp | 16529 | 450911 |
|  | OceanFirst Financial <br> Corp.<br>| 398005 | 7235731 |
|  | OFG Bancorp | 439706 | 16999034 |
|  | Ohio Valley Banc <br> Corp.<br>| 14189 | 496615 |
| \* | Old Market Capital <br> Corp.<br>| 38944 | 210298 |
|  | Old National Bancorp | 2321423 | 47426672 |
|  | Old Republic <br> International Corp.<br>| 835670 | 32975538 |
|  | Old Second Bancorp, <br> Inc.<br>| 311220 | 5586399 |
|  | OneMain Holdings, <br> Inc.<br>| 793985 | 46995972 |
| \* | Onity Group, Inc. | 54717 | 2050246 |
|  | OP Bancorp | 82461 | 1100854 |
| \* | Oportun Financial <br> Corp.<br>| 203402 | 1084133 |
|  | Oppenheimer <br> Holdings, Inc., <br> Class A<br>| 68981 | 4812115 |
| \* | OptimumBank <br> Holdings, Inc.<br>| 28972 | 118495 |

---

------

**U.S. Targeted Value Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) |
|  | Orange County <br> Bancorp, Inc.<br>| 6646 | $162495 |
|  | Origin Bancorp, Inc. | 186496 | 6463951 |
|  | Orrstown Financial <br> Services, Inc.<br>| 104979 | 3493701 |
|  | Park National Corp. | 52882 | 8048112 |
|  | Parke Bancorp, Inc. | 78047 | 1686596 |
|  | Pathfinder Bancorp, <br> Inc.<br>| 806 | 12332 |
|  | Pathward Financial, <br> Inc.<br>| 133778 | 9104931 |
| \* | Paysafe Ltd. | 364768 | 4016096 |
|  | PCB Bancorp | 69853 | 1471803 |
|  | Peapack-Gladstone <br> Financial Corp.<br>| 127961 | 3237413 |
|  | PennyMac Financial <br> Services, Inc.<br>| 274062 | 34479740 |
|  | Peoples Bancorp of <br> North Carolina, Inc.<br>| 20826 | 612909 |
|  | Peoples Bancorp, Inc. | 299601 | 8568589 |
|  | Peoples Financial <br> Services Corp.<br>| 29967 | 1334730 |
|  | Pinnacle Financial <br> Partners, Inc.<br>| 304333 | 25932215 |
| \* | Pioneer Bancorp, Inc. | 29845 | 392163 |
|  | Plumas Bancorp | 7571 | 310714 |
| \* | Ponce Financial <br> Group, Inc.<br>| 145118 | 2047615 |
|  | Popular, Inc. | 450528 | 50220356 |
| \* | PRA Group, Inc. | 201730 | 2765718 |
|  | Preferred Bank | 105700 | 9539425 |
|  | Primis Financial Corp. | 132625 | 1443623 |
|  | Princeton Bancorp, <br> Inc.<br>| 9121 | 283481 |
| \* | ProAssurance Corp. | 350766 | 8400846 |
|  | PROG Holdings, Inc. | 52460 | 1517668 |
|  | Prosperity Bancshares, <br> Inc.<br>| 675112 | 44435872 |
| \* | Provident Bancorp, <br> Inc.<br>| 66162 | 843565 |
|  | Provident Financial <br> Holdings, Inc.<br>| 48431 | 756492 |
|  | Provident Financial <br> Services, Inc.<br>| 904191 | 16537653 |
|  | QCR Holdings, Inc. | 142828 | 10624975 |
|  | Radian Group, Inc. | 766440 | 26012974 |
|  | RBB Bancorp | 127454 | 2374468 |
|  | Red River Bancshares, <br> Inc.<br>| 10709 | 707437 |
|  | Regional Management <br> Corp.<br>| 95361 | 3752455 |
|  | Reinsurance Group of <br> America, Inc.<br>| 184760 | 33711310 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) |
|  | RenaissanceRe <br> Holdings Ltd.<br>| 169197 | $42991266 |
|  | Renasant Corp. | 664938 | 22361865 |
| #\* | Repay Holdings Corp. | 498443 | 2138320 |
|  | Republic Bancorp, Inc., <br> Class A<br>| 107892 | 7110083 |
|  | Richmond Mutual <br> BanCorp, Inc.<br>| 6765 | 90177 |
|  | Riverview Bancorp, <br> Inc.<br>| 236806 | 1226655 |
|  | RLI Corp. | 5130 | 302465 |
|  | Rocket Cos., Inc., <br> Class A<br>| 3261884 | 54342987 |
| #\* | Rubico, Inc. | 825 | 644 |
|  | S&T Bancorp, Inc. | 285624 | 10465263 |
|  | Safety Insurance <br> Group, Inc.<br>| 116012 | 7973505 |
|  | SB Financial Group, <br> Inc.<br>| 2698 | 52773 |
| # | Seacoast Banking <br> Corp. of Florida<br>| 413718 | 12535655 |
| \* | Security National <br> Financial Corp., <br> Class A<br>| 75459 | 601408 |
| \* | Selectquote, Inc. | 291290 | 605883 |
|  | Shore Bancshares, <br> Inc.<br>| 246600 | 3849426 |
|  | Sierra Bancorp | 103227 | 2970873 |
|  | Simmons First National <br> Corp., Class A<br>| 857664 | 14906200 |
| \* | SiriusPoint Ltd. | 804663 | 14644867 |
|  | SLM Corp. | 108037 | 2900793 |
|  | SmartFinancial, Inc. | 109891 | 3842888 |
|  | Sound Financial <br> Bancorp, Inc.<br>| 476 | 21249 |
|  | South Plains Financial, <br> Inc.<br>| 83078 | 3032347 |
| \* | Southern First <br> Bancshares, Inc.<br>| 55782 | 2445483 |
|  | Southern Missouri <br> Bancorp, Inc.<br>| 74100 | 3885804 |
|  | Southside Bancshares, <br> Inc.<br>| 209559 | 5892799 |
|  | Southstate Bank Corp. | 748234 | 66330944 |
|  | Stellar Bancorp, Inc. | 282067 | 8301232 |
| \*†† | Sterling Bancorp, Inc. | 86728 | 0 |
|  | Stewart Information <br> Services Corp.<br>| 217475 | 14847018 |
|  | Stifel Financial Corp. | 40103 | 4749398 |
| # | Stock Yards Bancorp, <br> Inc.<br>| 49142 | 3195213 |
| \* | StoneX Group, Inc. | 47068 | 4326491 |
|  | Summit State Bank | 2936 | 32208 |
|  | SWK Holdings Corp. | 8025 | 129925 |

---

------

**U.S. Targeted Value Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) |
|  | Synovus Financial <br> Corp.<br>| 411398 | $18364807 |
| \* | Texas Capital <br> Bancshares, Inc.<br>| 389879 | 32687455 |
|  | TFS Financial Corp. | 164319 | 2185443 |
| \* | Third Coast <br> Bancshares, Inc.<br>| 42313 | 1555003 |
|  | Timberland Bancorp, <br> Inc.<br>| 66770 | 2144652 |
|  | Tiptree, Inc. | 382659 | 6776891 |
|  | Tompkins Financial <br> Corp.<br>| 96215 | 6105804 |
|  | Towne Bank | 536694 | 17447922 |
|  | TriCo Bancshares | 233558 | 10330270 |
| \* | Triumph Financial, Inc. | 118401 | 6448118 |
|  | TrustCo Bank Corp. | 163612 | 6169809 |
|  | Trustmark Corp. | 559782 | 20835086 |
|  | UMB Financial Corp. | 339773 | 36314938 |
|  | United Bancorp, Inc. | 4772 | 62513 |
|  | United Bancshares, <br> Inc.<br>| 3091 | 108370 |
|  | United Bankshares, <br> Inc.<br>| 994350 | 35587786 |
|  | United Community <br> Banks, Inc.<br>| 935483 | 27316104 |
|  | United Fire Group, <br> Inc.<br>| 175139 | 5294452 |
|  | United Security <br> Bancshares<br>| 129911 | 1190634 |
|  | Unity Bancorp, Inc. | 74071 | 3363564 |
|  | Universal Insurance <br> Holdings, Inc.<br>| 220152 | 6785085 |
|  | Univest Financial <br> Corp.<br>| 331684 | 9738242 |
|  | Unum Group | 703863 | 51677621 |
|  | USCB Financial <br> Holdings, Inc.<br>| 3119 | 53834 |
|  | Valley National <br> Bancorp<br>| 4322296 | 46983358 |
| \* | Velocity Financial, Inc. | 48768 | 908060 |
|  | Victory Capital <br> Holdings, Inc., <br> Class A<br>| 12700 | 790829 |
|  | Virginia National <br> Bankshares Corp.<br>| 8911 | 354480 |
|  | Virtus Investment <br> Partners, Inc.<br>| 44245 | 7203971 |
|  | Voya Financial, Inc. | 222235 | 16547618 |
|  | WaFd, Inc. | 624384 | 18125868 |
|  | Walker & Dunlop, Inc. | 203989 | 16302801 |
|  | Washington Trust <br> Bancorp, Inc.<br>| 90576 | 2467290 |
|  | Waterstone Financial, <br> Inc.<br>| 193859 | 2966043 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) |
|  | Webster Financial <br> Corp.<br>| 1152226 | $65722971 |
|  | WesBanco, Inc. | 620311 | 18671361 |
|  | West BanCorp, Inc. | 110824 | 2357226 |
|  | Westamerica BanCorp | 85458 | 4072074 |
|  | Western Alliance <br> Bancorp<br>| 366001 | 28310177 |
|  | Western New England <br> Bancorp, Inc.<br>| 167335 | 1902599 |
|  | Westwood Holdings <br> Group, Inc.<br>| 40836 | 684003 |
|  | White Mountains <br> Insurance Group <br> Ltd.<br>| 19855 | 37815039 |
|  | Wintrust Financial <br> Corp.<br>| 285148 | 37074943 |
| \* | World Acceptance <br> Corp.<br>| 29048 | 3702749 |
|  | WSFS Financial Corp. | 461271 | 24027606 |
|  | WVS Financial Corp. | 111 | 1392 |
|  | Zions Bancorp NA | 1140924 | 59453550 |
| TOTAL FINANCIALS | TOTAL FINANCIALS |  | 3836651403 |
| HEALTH CARE — (6.8%) | HEALTH CARE — (6.8%) | HEALTH CARE — (6.8%) | HEALTH CARE — (6.8%) |
| #\* | Absci Corp. | 10543 | 45124 |
| \* | Acadia Healthcare Co., <br> Inc.<br>| 587664 | 12634776 |
| \* | AdaptHealth Corp. | 933859 | 8395392 |
| \* | Addus HomeCare <br> Corp.<br>| 124735 | 14580274 |
| #\* | Adverum <br> Biotechnologies, <br> Inc.<br>| 24832 | 106778 |
| \* | Agios Pharmaceuticals, <br> Inc.<br>| 45956 | 1987137 |
| \* | Align Technology, Inc. | 59188 | 8160841 |
| \* | Alkermes PLC | 197253 | 6055667 |
| #\* | Allogene Therapeutics, <br> Inc.<br>| 237498 | 294498 |
| \* | American Shared <br> Hospital Services<br>| 38407 | 86800 |
| \* | AMN Healthcare <br> Services, Inc.<br>| 26385 | 519521 |
| \* | Amneal <br> Pharmaceuticals, <br> Inc.<br>| 25607 | 277068 |
| \* | Amphastar <br> Pharmaceuticals, <br> Inc.<br>| 237234 | 6049467 |
| \* | AngioDynamics, Inc. | 39086 | 470205 |
| \* | Anika Therapeutics, <br> Inc.<br>| 93762 | 914179 |
| \* | Astrana Health, Inc. | 96453 | 3010298 |

---

------

**U.S. Targeted Value Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| HEALTH CARE — (Continued) | HEALTH CARE — (Continued) | HEALTH CARE — (Continued) | HEALTH CARE — (Continued) |
| \* | Astria Therapeutics, <br> Inc.<br>| 9080 | $114680 |
| \* | Atea Pharmaceuticals, <br> Inc.<br>| 103894 | 337655 |
| \* | Avanos Medical, Inc. | 272234 | 3024520 |
| \* | Avantor, Inc. | 904640 | 10692845 |
| \* | Azenta, Inc. | 251527 | 7596115 |
| \* | BioMarin <br> Pharmaceutical, Inc.<br>| 135793 | 7274431 |
| \* | Bio-Rad Laboratories, <br> Inc., Class A<br>| 166797 | 53299981 |
| #\* | Black Diamond <br> Therapeutics, Inc.<br>| 70518 | 272905 |
| #\* | BrightSpring Health <br> Services, Inc.<br>| 204072 | 6744580 |
| \* | CareDx, Inc. | 57874 | 868110 |
| #\* | Caribou Biosciences, <br> Inc.<br>| 169108 | 409241 |
| \* | Castle Biosciences, <br> Inc.<br>| 211185 | 5385217 |
| \* | Catalyst <br> Pharmaceuticals, <br> Inc.<br>| 33069 | 703378 |
| \* | Centene Corp. | 4172 | 147564 |
| \* | Certara, Inc. | 1420154 | 16516391 |
| \* | Charles River <br> Laboratories <br> International, Inc.<br>| 106912 | 19251644 |
| \* | Cocrystal Pharma, Inc. | 9387 | 10232 |
|  | Concentra Group <br> Holdings Parent, <br> Inc.<br>| 39018 | 777239 |
|  | CONMED Corp. | 152859 | 6725796 |
| \* | Cooper Cos., Inc. | 235438 | 16459471 |
| \* | Cross Country <br> Healthcare, Inc.<br>| 319154 | 3912828 |
| \* | Cullinan Therapeutics, <br> Inc.<br>| 128634 | 1113970 |
| \* | Cumberland <br> Pharmaceuticals, <br> Inc.<br>| 65600 | 196144 |
| \* | CureVac NV | 6782 | 36216 |
| \* | Cytek Biosciences, <br> Inc.<br>| 36174 | 141079 |
| \* | Day One <br> Biopharmaceuticals, <br> Inc.<br>| 19121 | 142260 |
| \* | Definitive Healthcare <br> Corp.<br>| 166639 | 461590 |
|  | Dentsply Sirona, Inc. | 72268 | 911299 |
| \* | DocGo, Inc. | 150478 | 164021 |
| #\* | Dynavax Technologies <br> Corp.<br>| 140616 | 1442720 |
| \* | Editas Medicine, Inc. | 103760 | 319581 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| HEALTH CARE — (Continued) | HEALTH CARE — (Continued) | HEALTH CARE — (Continued) | HEALTH CARE — (Continued) |
| \* | Elanco Animal Health, <br> Inc.<br>| 3738631 | $82810677 |
| #\* | Emergent BioSolutions, <br> Inc.<br>| 320917 | 4005044 |
| \* | Enhabit, Inc. | 266806 | 2169133 |
| \* | Enovis Corp. | 338859 | 10585955 |
| \* | Entrada Therapeutics, <br> Inc.<br>| 49018 | 340675 |
| \* | Envista Holdings <br> Corp.<br>| 1282770 | 26104369 |
| #\* | Evolent Health, Inc., <br> Class A<br>| 73162 | 487991 |
| #\* | Fate Therapeutics, <br> Inc.<br>| 612788 | 827264 |
| \* | FONAR Corp. | 48165 | 724402 |
| \* | Fulcrum Therapeutics, <br> Inc.<br>| 53000 | 463750 |
| \* | Fulgent Genetics, Inc. | 160019 | 3592427 |
| \* | Globus Medical, Inc., <br> Class A<br>| 77499 | 4680165 |
| #\* | GoodRx Holdings, Inc., <br> Class A<br>| 532230 | 1793615 |
| \* | Haemonetics Corp. | 73433 | 3672384 |
| \* | Harmony Biosciences <br> Holdings, Inc.<br>| 209217 | 5977330 |
| #\* | Harvard Bioscience, <br> Inc.<br>| 56783 | 29334 |
| \* | Health Catalyst, Inc. | 466037 | 1505299 |
|  | HealthStream, Inc. | 296976 | 7305610 |
| \* | Henry Schein, Inc. | 144159 | 9110849 |
| \* | Hologic, Inc. | 54205 | 4006292 |
| \* | ICON PLC | 65087 | 11183248 |
| \* | ICU Medical, Inc. | 104416 | 12539317 |
| \* | ImmuCell Corp. | 4747 | 29431 |
| \* | InfuSystem Holdings, <br> Inc.<br>| 98167 | 1017010 |
| \* | Innoviva, Inc. | 551001 | 10028218 |
| #\* | Inogen, Inc. | 144583 | 1191364 |
| #\* | Instil Bio, Inc. | 16355 | 288502 |
| \* | Integer Holdings Corp. | 140075 | 9044643 |
| \* | Integra LifeSciences <br> Holdings Corp.<br>| 557198 | 6691948 |
| #\* | Intellia Therapeutics, <br> Inc.<br>| 146156 | 1844489 |
| \*†† | iTeos Therapeutics, <br> Inc.<br>| 103568 | 0 |
| \* | Jazz Pharmaceuticals <br> PLC<br>| 336455 | 46309666 |
| \* | Kewaunee Scientific <br> Corp.<br>| 21404 | 895115 |
| \* | Kura Oncology, Inc. | 11301 | 116061 |
| \* | Lantern Pharma, Inc. | 2057 | 8249 |
| \* | LENSAR, Inc. | 57837 | 711395 |

---

------

**U.S. Targeted Value Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| HEALTH CARE — (Continued) | HEALTH CARE — (Continued) | HEALTH CARE — (Continued) | HEALTH CARE — (Continued) |
| \* | LifeStance Health <br> Group, Inc.<br>| 672127 | $3293422 |
| \* | Ligand <br> Pharmaceuticals, <br> Inc.<br>| 27571 | 5274608 |
| \* | LivaNova PLC | 238170 | 12534887 |
| \* | MaxCyte, Inc. | 194455 | 299461 |
|  | Mesa Laboratories, <br> Inc.<br>| 9323 | 670230 |
| \* | Molina Healthcare, <br> Inc.<br>| 121350 | 18573831 |
| \* | Monte Rosa <br> Therapeutics, Inc.<br>| 37670 | 484059 |
| \* | Myriad Genetics, Inc. | 48146 | 387094 |
|  | National HealthCare <br> Corp.<br>| 128627 | 15363209 |
| \* | Nautilus Biotechnology, <br> Inc.<br>| 160325 | 213232 |
| #\* | Neogen Corp. | 1308770 | 8075111 |
| \* | NeoGenomics, Inc. | 14005 | 136829 |
| \* | Olema <br> Pharmaceuticals, <br> Inc.<br>| 60 | 538 |
| #\*» | OmniAb, Inc. <br> (2200963D US)<br>| 10236 | 0 |
| #\*» | OmniAb, Inc. <br> (2200964D US)<br>| 10240 | 0 |
| #\* | OmniAb, Inc. (OABI <br> UQ)<br>| 358844 | 556208 |
| \* | Omnicell, Inc. | 287337 | 9645903 |
| \*†† | Opiant <br> Pharmaceuticals, <br> Inc.<br>| 26299 | 0 |
| #\* | OptimizeRx Corp. | 60161 | 1232699 |
| \* | OraSure Technologies, <br> Inc.<br>| 561354 | 1538110 |
| #\* | Organogenesis <br> Holdings, Inc.<br>| 346232 | 1471486 |
|  | Organon & Co. | 14493 | 97828 |
| \* | Orthofix Medical, Inc. | 148664 | 2295372 |
| #\* | OrthoPediatrics Corp. | 45139 | 760141 |
| #\* | Owens & Minor, Inc. | 586725 | 2329298 |
| \* | Pacira BioSciences, <br> Inc.<br>| 139957 | 2992281 |
| \*†† | PDL BioPharma, Inc. | 1058582 | 444604 |
| \* | Pediatrix Medical <br> Group, Inc.<br>| 419160 | 7113145 |
| \* | Pennant Group, Inc. | 30846 | 762822 |
|  | Perrigo Co. PLC | 1048167 | 21738984 |
| \* | Precision BioSciences, <br> Inc.<br>| 16969 | 138467 |
| # | Premier, Inc., Class A | 551412 | 15505705 |
| \* | Prestige Consumer <br> Healthcare, Inc.<br>| 237266 | 14378320 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| HEALTH CARE — (Continued) | HEALTH CARE — (Continued) | HEALTH CARE — (Continued) | HEALTH CARE — (Continued) |
| #\* | Prothena Corp. PLC | 30751 | $330573 |
| \* | Pulmonx Corp. | 7060 | 14120 |
| \* | Puma Biotechnology, <br> Inc.<br>| 184126 | 939043 |
| \* | Quanterix Corp. | 19911 | 106325 |
| \* | QuidelOrtho Corp. | 397487 | 10728174 |
| #\* | Quipt Home Medical <br> Corp.<br>| 112043 | 274505 |
| \* | Rapid Micro <br> Biosystems, Inc., <br> Class A<br>| 1425 | 4261 |
| \* | REGENXBIO, Inc. | 36107 | 461086 |
| \* | Relay Therapeutics, <br> Inc.<br>| 67090 | 479023 |
| # | Revvity, Inc. | 276685 | 25894949 |
| †† | Sage Therapeutics, <br> Inc.<br>| 128503 | 23131 |
|  | Select Medical <br> Holdings Corp.<br>| 616983 | 8532875 |
| \* | Sensus Healthcare, <br> Inc.<br>| 76477 | 243962 |
|  | SIGA Technologies, <br> Inc.<br>| 467689 | 3872465 |
| \* | Simulations Plus, Inc. | 60101 | 1032535 |
| \* | STAAR Surgical Co. | 22999 | 594984 |
| \* | Supernus <br> Pharmaceuticals, <br> Inc.<br>| 446671 | 24624972 |
| #\* | Surgery Partners, Inc. | 466797 | 10236858 |
| \* | Tactile Systems <br> Technology, Inc.<br>| 163645 | 2466130 |
| \* | Teladoc Health, Inc. | 1034373 | 8926639 |
|  | Teleflex, Inc. | 148912 | 18535077 |
| \* | Tenax Therapeutics, <br> Inc.<br>| 5258 | 38594 |
| \*†† | Tetraphase <br> Pharmaceuticals, <br> Inc.<br>| 1600 | 0 |
| \*†† | Third Harmonic Bio, <br> Inc.<br>| 3231 | 97 |
| #\* | Tonix Pharmaceuticals <br> Holding Corp.<br>| 2168 | 40368 |
| \* | TruBridge, Inc. | 96130 | 1847619 |
|  | U.S. Physical Therapy, <br> Inc.<br>| 63186 | 5451056 |
|  | Universal Health <br> Services, Inc., <br> Class B<br>| 260791 | 56594255 |
|  | Utah Medical Products, <br> Inc.<br>| 23999 | 1394342 |
| \* | Vanda <br> Pharmaceuticals, <br> Inc.<br>| 315082 | 1370607 |
| \* | Varex Imaging Corp. | 182051 | 2128176 |

---

------

**U.S. Targeted Value Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| HEALTH CARE — (Continued) | HEALTH CARE — (Continued) | HEALTH CARE — (Continued) | HEALTH CARE — (Continued) |
| \* | Veracyte, Inc. | 585930 | $21140354 |
| †† | Verve Therapeutics, <br> Inc.<br>| 182864 | 115204 |
|  | Viatris, Inc. | 6806016 | 70510326 |
| \* | Vir Biotechnology, Inc. | 329097 | 1961418 |
| #\* | Voyager Therapeutics, <br> Inc.<br>| 224686 | 1049284 |
| \* | Waystar Holding Corp. | 86657 | 3106653 |
| \* | Xencor, Inc. | 28375 | 417396 |
| TOTAL HEALTH CARE | TOTAL HEALTH CARE |  | 934928269 |
| INDUSTRIALS — (16.1%) | INDUSTRIALS — (16.1%) | INDUSTRIALS — (16.1%) | INDUSTRIALS — (16.1%) |
| \* | AAR Corp. | 323275 | 27222988 |
|  | ABM Industries, Inc. | 504515 | 21694145 |
|  | ACCO Brands Corp. | 714964 | 2688265 |
|  | Acme United Corp. | 30908 | 1174813 |
|  | Aebi Schmidt Holding <br> AG<br>| 216027 | 2408701 |
| \* | AerSale Corp. | 189649 | 1407196 |
|  | AGCO Corp. | 473873 | 48884739 |
|  | Air Lease Corp. | 752264 | 48039579 |
|  | Alamo Group, Inc. | 89621 | 16017065 |
| \* | Alaska Air Group, Inc. | 907014 | 37849694 |
|  | Albany International <br> Corp., Class A<br>| 141964 | 8032323 |
|  | Alight, Inc., Class A | 3856333 | 11106239 |
| #\* | Allegiant Travel Co. | 131623 | 8184318 |
|  | Allient, Inc. | 115518 | 6316524 |
| \* | Alpha Pro Tech Ltd. | 21849 | 99413 |
| \* | Amentum Holdings, <br> Inc.<br>| 28926 | 648232 |
| #\* | Ameresco, Inc., <br> Class A<br>| 88915 | 3513921 |
| \* | American Woodmark <br> Corp.<br>| 133772 | 8525290 |
|  | Apogee Enterprises, <br> Inc.<br>| 183439 | 6715702 |
|  | ArcBest Corp. | 181543 | 13492276 |
|  | Arcosa, Inc. | 157364 | 16051128 |
|  | Astec Industries, Inc. | 222271 | 10342270 |
| #\* | Astronics Corp. <br> (ATROB US), <br> Class B<br>| 303 | 14911 |
| #\* | Asure Software, Inc. | 179868 | 1591832 |
|  | Atkore, Inc. | 21236 | 1470593 |
| \* | Avalon Holdings Corp., <br> Class A<br>| 10736 | 29417 |
|  | AZZ, Inc. | 188329 | 18804651 |
|  | BGSF, Inc. | 42696 | 143032 |
| \* | BlueLinx Holdings, <br> Inc.<br>| 75717 | 4954920 |
|  | Boise Cascade Co. | 304936 | 21494939 |
| \* | Bowman Consulting <br> Group Ltd.<br>| 40148 | 1738007 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) |
|  | Brady Corp., Class A | 166625 | $12648504 |
| \* | BrightView Holdings, <br> Inc.<br>| 690108 | 8502131 |
| \* | Broadwind, Inc. | 36608 | 85663 |
| \* | Builders FirstSource, <br> Inc.<br>| 168791 | 19608450 |
| \* | CACI International, <br> Inc., Class A<br>| 11539 | 6487803 |
| \* | Cadeler AS (CDLR <br> US), ADR<br>| 18858 | 349439 |
| \* | Chart Industries, Inc. | 87771 | 17520847 |
|  | Chicago Rivet & <br> Machine Co.<br>| 1274 | 11785 |
|  | Civeo Corp. | 97811 | 2032513 |
| \* | Clarivate PLC | 3799970 | 12919898 |
|  | CNH Industrial NV | 3649390 | 38282101 |
|  | Columbus McKinnon <br> Corp.<br>| 180180 | 2924321 |
| \* | Commercial Vehicle <br> Group, Inc.<br>| 199862 | 303790 |
|  | CompX International, <br> Inc.<br>| 11443 | 257353 |
| # | Concentrix Corp. | 329411 | 13278557 |
|  | Concrete Pumping <br> Holdings, Inc.<br>| 316009 | 2019298 |
| #\* | Conduent, Inc. | 1176672 | 2800479 |
|  | Copa Holdings SA, <br> Class A<br>| 186102 | 23301831 |
| #†† | Costa <br> Communications, <br> Inc.<br>| 17714 | 2126 |
| \* | Costamare Bulkers <br> Holdings Ltd.<br>| 153316 | 1983909 |
|  | Costamare, Inc. | 878703 | 10737751 |
|  | Covenant Logistics <br> Group, Inc.<br>| 178159 | 3593467 |
| \*» | CPI Aerostructures, <br> Inc.<br>| 16635 | 41421 |
| \* | Custom Truck One <br> Source, Inc.<br>| 590652 | 3478940 |
|  | Deluxe Corp. | 326581 | 5914382 |
| \* | Distribution Solutions <br> Group, Inc.<br>| 119884 | 3277629 |
| \* | DLH Holdings Corp. | 54086 | 336415 |
| \* | DNOW, Inc. | 789750 | 11609325 |
|  | Douglas Dynamics, <br> Inc.<br>| 150480 | 4549010 |
| \* | Ducommun, Inc. | 126038 | 11563986 |
| \* | DXP Enterprises, Inc. | 160935 | 19255873 |
|  | Eastern Co. | 44349 | 946851 |
|  | EnerSys | 251520 | 31731763 |
|  | Ennis, Inc. | 238930 | 3918452 |
|  | Enpro, Inc. | 131418 | 30490290 |
| \* | Enviri Corp. | 584405 | 7135585 |

---

------

**U.S. Targeted Value Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) |
|  | Espey Mfg. & <br> Electronics Corp.<br>| 14746 | $553122 |
|  | EVI Industries, Inc. | 3546 | 95529 |
| #\* | First Advantage Corp. | 100415 | 1268241 |
|  | Flowserve Corp. | 214931 | 14669041 |
| \* | Fluor Corp. | 53403 | 2604464 |
| \* | Forrester Research, <br> Inc.<br>| 54139 | 386011 |
|  | Fortune Brands <br> Innovations, Inc.<br>| 584136 | 29674109 |
| #\* | Frontier Group <br> Holdings, Inc.<br>| 674768 | 2604604 |
|  | FTAI Infrastructure, <br> Inc.<br>| 42003 | 224296 |
| \* | FTI Consulting, Inc. | 39242 | 6475322 |
| \* | Gates Industrial Corp. <br> PLC<br>| 886882 | 19582355 |
|  | GATX Corp. | 174568 | 27380991 |
| # | Genco Shipping & <br> Trading Ltd.<br>| 342182 | 5830781 |
| \* | Gencor Industries, Inc. | 90701 | 1232627 |
|  | Genpact Ltd. | 460293 | 17560178 |
| \* | Gibraltar Industries, <br> Inc.<br>| 237542 | 14820245 |
|  | Global Industrial Co. | 444 | 12618 |
|  | Gorman-Rupp Co. | 272710 | 12263769 |
| \* | Great Lakes Dredge & <br> Dock Corp.<br>| 546303 | 6200539 |
|  | Greenbrier Cos., Inc. | 250960 | 10482599 |
| \* | GXO Logistics, Inc. | 300201 | 16874298 |
| \* | Hayward Holdings, <br> Inc.<br>| 1100142 | 18669410 |
| \* | Healthcare Services <br> Group, Inc.<br>| 534285 | 9547673 |
|  | Heartland Express, <br> Inc.<br>| 498982 | 3892060 |
|  | Heidrick & Struggles <br> International, Inc.<br>| 120403 | 7027923 |
|  | Helios Technologies, <br> Inc.<br>| 230638 | 12768120 |
|  | Herc Holdings, Inc. | 77336 | 10985579 |
|  | Hexcel Corp. | 13154 | 939196 |
|  | Hillenbrand, Inc. | 420067 | 13274117 |
| \* | Hillman Solutions <br> Corp.<br>| 1188838 | 10961086 |
|  | HNI Corp. | 264255 | 10813315 |
|  | Hub Group, Inc., <br> Class A<br>| 487592 | 17958013 |
| \* | Hudson Technologies, <br> Inc.<br>| 296744 | 2692952 |
|  | Huntington Ingalls <br> Industries, Inc.<br>| 46922 | 15109822 |
| \* | Hurco Cos., Inc. | 45695 | 820225 |
|  | Hyster-Yale, Inc. | 85837 | 3084982 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) |
| \* | IBEX Holdings Ltd. | 28231 | $1054992 |
|  | ICF International, Inc. | 139198 | 11174815 |
|  | IDEX Corp. | 70996 | 12172974 |
|  | Insteel Industries, Inc. | 157304 | 4914177 |
|  | Interface, Inc. | 402850 | 10030965 |
| \* | Janus International <br> Group, Inc.<br>| 480578 | 4613549 |
| \* | JELD-WEN Holding, <br> Inc.<br>| 559555 | 2428469 |
|  | Kelly Services, Inc., <br> Class A<br>| 187553 | 2102469 |
|  | Kennametal, Inc. | 585267 | 12846611 |
| \* | Kirby Corp. | 110703 | 11455546 |
|  | Knight-Swift <br> Transportation <br> Holdings, Inc.<br>| 1222697 | 55168089 |
|  | Korn Ferry | 412807 | 26708613 |
| \* | L.B. Foster Co., <br> Class A<br>| 97525 | 2672185 |
|  | Lindsay Corp. | 33137 | 3686160 |
|  | LSI Industries, Inc. | 218956 | 5011903 |
|  | Luxfer Holdings PLC | 171102 | 2087444 |
| \* | Manitowoc Co., Inc. | 238744 | 2428026 |
|  | ManpowerGroup, Inc. | 191433 | 5869336 |
|  | Marten Transport Ltd. | 596107 | 6110097 |
| \* | Mastech Digital, Inc. | 18934 | 130645 |
| \* | Masterbrand, Inc. | 878433 | 11094609 |
| \* | Matrix Service Co. | 48965 | 735454 |
|  | Matson, Inc. | 231030 | 23322478 |
|  | Maximus, Inc. | 283656 | 23577487 |
| \* | Mayville Engineering <br> Co., Inc.<br>| 148464 | 2645628 |
|  | McGrath RentCorp | 152444 | 16378583 |
| \* | Mercury Systems, Inc. | 312006 | 24152384 |
| \* | Middleby Corp. | 78233 | 9718886 |
|  | Miller Industries, Inc. | 93654 | 3759272 |
|  | MillerKnoll, Inc. | 436735 | 6821801 |
| \* | Mistras Group, Inc. | 226702 | 2162737 |
| \* | Montrose <br> Environmental <br> Group, Inc.<br>| 65233 | 1688230 |
| \* | MRC Global, Inc. | 608537 | 8489091 |
| # | MSC Industrial Direct <br> Co., Inc., Class A<br>| 104375 | 8862481 |
|  | Mueller Industries, Inc. | 319399 | 33814772 |
|  | National Presto <br> Industries, Inc.<br>| 51455 | 5504141 |
| #\* | Net Power, Inc. | 11093 | 42375 |
|  | NL Industries, Inc. | 183136 | 1107973 |
| #\* | NN, Inc. | 136168 | 232847 |
| \* | NPK International, Inc. | 789966 | 9716582 |
| \* | NWPX Infrastructure, <br> Inc.<br>| 81341 | 4893475 |
| \* | OPENLANE, Inc. | 855583 | 22604503 |

---

------

**U.S. Targeted Value Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) |
| \* | Orion Group Holdings, <br> Inc.<br>| 283811 | $3056644 |
|  | Oshkosh Corp. | 311357 | 38387205 |
|  | Owens Corning | 435468 | 55439431 |
| \* | PAMT Corp. | 141485 | 1424754 |
|  | Pangaea Logistics <br> Solutions Ltd.<br>| 372058 | 1841687 |
|  | Park Aerospace Corp. | 100637 | 1928205 |
|  | Park-Ohio Holdings <br> Corp.<br>| 102443 | 2113399 |
| \* | Perma-Pipe <br> International <br> Holdings, Inc.<br>| 57068 | 1581925 |
|  | Preformed Line <br> Products Co.<br>| 46079 | 9773817 |
| \* | Proto Labs, Inc. | 177533 | 8834042 |
| # | Quanex Building <br> Products Corp.<br>| 251405 | 3572465 |
| \* | Quest Resource <br> Holding Corp.<br>| 26428 | 40171 |
| \* | Radiant Logistics, Inc. | 433980 | 2625579 |
| # | Regal Rexnord Corp. | 385201 | 54270969 |
| \* | Resideo Technologies, <br> Inc.<br>| 1067203 | 45676288 |
|  | Resources Connection, <br> Inc.<br>| 238256 | 1048326 |
|  | Robert Half, Inc. | 9889 | 258993 |
|  | Rush Enterprises, Inc. <br> (RUSHA US), <br> Class A<br>| 494431 | 24429836 |
|  | Rush Enterprises, Inc. <br> (RUSHB US), <br> Class B<br>| 87329 | 4582153 |
|  | Ryder System, Inc. | 336796 | 56995987 |
| \* | Saia, Inc. | 67916 | 19865430 |
|  | Schneider National, <br> Inc., Class B<br>| 677052 | 14468601 |
|  | Science Applications <br> International Corp.<br>| 76018 | 7123647 |
|  | Sensata Technologies <br> Holding PLC<br>| 1079892 | 34372962 |
| \* | Shoals Technologies <br> Group, Inc., Class A<br>| 337133 | 3543268 |
| \* | SIFCO Industries, Inc. | 12674 | 93154 |
| \* | Skillsoft Corp. | 9040 | 118695 |
| \* | SkyWest, Inc. | 322752 | 32430121 |
|  | Standex International <br> Corp.<br>| 35483 | 8275700 |
|  | Stanley Black & <br> Decker, Inc.<br>| 713033 | 48286595 |
| \* | Star Equity Holdings, <br> Inc.<br>| 17946 | 197765 |
|  | Steelcase, Inc., <br> Class A<br>| 698832 | 11153359 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) |
| \* | Strata Critical Medical, <br> Inc.<br>| 104821 | $527250 |
| \* | Sun Country Airlines <br> Holdings, Inc.<br>| 383023 | 4703522 |
| \* | Sunrun, Inc. | 174635 | 3625423 |
| #\* | TaskUS, Inc., Class A | 96790 | 1291179 |
| \* | Taylor Devices, Inc. | 15778 | 722159 |
| \* | Team, Inc. | 504 | 7812 |
|  | Tennant Co. | 62273 | 4981840 |
|  | Terex Corp. | 514866 | 23694133 |
|  | Textron, Inc. | 184429 | 14903707 |
| \* | Thermon Group <br> Holdings, Inc.<br>| 281158 | 8077669 |
| \* | TIC Solutions, Inc. | 531587 | 6448150 |
|  | Timken Co. | 103195 | 8101839 |
| #\* | Titan International, Inc. | 467386 | 3528764 |
| \* | Titan Machinery, Inc. | 117926 | 1933986 |
| \* | Transcat, Inc. | 29390 | 2135183 |
|  | Trinity Industries, Inc. | 661360 | 18101423 |
| \* | TrueBlue, Inc. | 183242 | 868567 |
| \* | TTEC Holdings, Inc. | 21250 | 74163 |
| \* | Tutor Perini Corp. | 209363 | 14102692 |
|  | Twin Disc, Inc. | 96821 | 1516217 |
|  | UFP Industries, Inc. | 165506 | 15248068 |
| #\* | U-Haul Holding Co. <br> (UHAL US)<br>| 44379 | 2359188 |
| # | U-Haul Holding Co. <br> (UHAL/B US)<br>| 434274 | 21057946 |
| \* | Ultralife Corp. | 129939 | 913471 |
|  | UniFirst Corp. | 111937 | 17277476 |
|  | Universal Logistics <br> Holdings, Inc.<br>| 104381 | 1688885 |
| \* | Upwork, Inc. | 53862 | 858560 |
| \* | V2X, Inc. | 171629 | 9798300 |
|  | Vestis Corp. | 817520 | 4291980 |
|  | Virco Mfg. Corp. | 113716 | 832401 |
| \* | VirTra, Inc. | 50082 | 304499 |
|  | VSE Corp. | 68030 | 12291660 |
|  | Wabash National <br> Corp.<br>| 149347 | 1197763 |
| # | Werner Enterprises, <br> Inc.<br>| 487054 | 12760815 |
|  | WESCO International, <br> Inc.<br>| 370148 | 96064510 |
| \* | Wilhelmina <br> International, Inc.<br>| 2000 | 6250 |
|  | Willis Lease Finance <br> Corp.<br>| 43519 | 5586969 |
|  | Worthington <br> Enterprises, Inc.<br>| 282245 | 15831122 |
| TOTAL INDUSTRIALS | TOTAL INDUSTRIALS |  | 2233418841 |
| INFORMATION TECHNOLOGY — (6.5%) | INFORMATION TECHNOLOGY — (6.5%) | INFORMATION TECHNOLOGY — (6.5%) | INFORMATION TECHNOLOGY — (6.5%) |
| \* | 8x8, Inc. | 339913 | 625440 |

---

------

**U.S. Targeted Value Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| INFORMATION TECHNOLOGY — (Continued) | INFORMATION TECHNOLOGY — (Continued) | INFORMATION TECHNOLOGY — (Continued) | INFORMATION TECHNOLOGY — (Continued) |
| #\* | 908 Devices, Inc. | 113007 | $901796 |
| \* | ACCESS Newswire, <br> Inc.<br>| 1355 | 12881 |
| \* | ACI Worldwide, Inc. | 8012 | 381612 |
| \* | Akamai Technologies, <br> Inc.<br>| 402535 | 30230378 |
| \* | Alithya Group, Inc., <br> Class A<br>| 17314 | 21989 |
| \* | Alpha & Omega <br> Semiconductor Ltd.<br>| 210206 | 5898380 |
|  | Amdocs Ltd. | 94645 | 7974788 |
|  | Amkor Technology, <br> Inc.<br>| 1783995 | 57587359 |
| \* | Amtech Systems, Inc. | 105094 | 833395 |
| \* | Arrow Electronics, Inc. | 417523 | 46574691 |
| \* | ASGN, Inc. | 247661 | 11085306 |
| \* | AstroNova, Inc. | 66617 | 604882 |
| \* | Aviat Networks, Inc. | 43600 | 1088256 |
|  | Avnet, Inc. | 779014 | 37743228 |
| \* | Aware, Inc. | 31405 | 69405 |
| \* | Axcelis Technologies, <br> Inc.<br>| 38268 | 3044602 |
| # | Bel Fuse, Inc. (BELFA <br> US), Class A<br>| 47 | 6426 |
|  | Benchmark <br> Electronics, Inc.<br>| 288233 | 12630370 |
| \* | Bit Digital, Inc. | 317514 | 1162101 |
| #\* | Cerence, Inc. | 111420 | 1195537 |
| #\* | Cleanspark, Inc. | 346670 | 6170726 |
| \* | Clearfield, Inc. | 7553 | 266621 |
| \* | Cohu, Inc. | 242203 | 5762009 |
| \* | Comtech <br> Telecommunications <br> Corp.<br>| 108057 | 306882 |
| \* | Corsair Gaming, Inc. | 71039 | 578968 |
| # | Crane NXT Co. | 216239 | 13677117 |
| \* | Crexendo, Inc. | 72632 | 469929 |
|  | CSP, Inc. | 5828 | 77746 |
|  | CTS Corp. | 226221 | 9390434 |
| #\* | Daily Journal Corp. | 572 | 231683 |
| \* | Daktronics, Inc. | 335475 | 6303575 |
| \* | Data I/O Corp. | 71566 | 216845 |
| \* | Data Storage Corp. | 10026 | 42009 |
| \* | Diebold Nixdorf, Inc. | 91224 | 5395900 |
| \* | Digi International, Inc. | 325526 | 11940294 |
| \* | Diodes, Inc. | 338275 | 18050354 |
|  | Dolby Laboratories, <br> Inc., Class A<br>| 36858 | 2444423 |
| \* | DXC Technology Co. | 1351380 | 19189596 |
| #\* | Eastman Kodak Co. | 177889 | 1127816 |
| \* | eGain Corp. | 92934 | 1340108 |
| \* | EPAM Systems, Inc. | 22144 | 3621430 |
|  | ePlus, Inc. | 193354 | 14145779 |
| \* | Exodus Movement, <br> Inc., Class A<br>| 688 | 16849 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| INFORMATION TECHNOLOGY — (Continued) | INFORMATION TECHNOLOGY — (Continued) | INFORMATION TECHNOLOGY — (Continued) | INFORMATION TECHNOLOGY — (Continued) |
| #\* | Fastly, Inc., Class A | 122367 | $1014422 |
| \* | FormFactor, Inc. | 204869 | 11257552 |
| \* | Franklin Wireless <br> Corp.<br>| 4613 | 23480 |
| \* | Globant SA | 8723 | 537162 |
| \* | Grid Dynamics <br> Holdings, Inc.<br>| 149917 | 1400225 |
| \* | Harmonic, Inc. | 377218 | 4036233 |
| \* | I3 Verticals, Inc., <br> Class A<br>| 13276 | 408237 |
| \* | Ichor Holdings Ltd. | 260360 | 5904965 |
| \* | Identiv, Inc. | 32016 | 128064 |
| #\* | indie Semiconductor, <br> Inc., Class A<br>| 361201 | 1943261 |
|  | Information Services <br> Group, Inc.<br>| 329855 | 1817501 |
| \* | Insight Enterprises, <br> Inc.<br>| 58391 | 5839100 |
| \* | inTEST Corp. | 110599 | 937880 |
| \* | IPG Photonics Corp. | 237903 | 20250303 |
| \* | Key Tronic Corp. | 108829 | 387431 |
| \* | Kimball Electronics, <br> Inc.<br>| 198793 | 5779906 |
| \* | Knowles Corp. | 881164 | 20804282 |
|  | Kulicke & Soffa <br> Industries, Inc.<br>| 222918 | 8901116 |
| \* | KVH Industries, Inc. | 138550 | 827144 |
| \* | Lantronix, Inc. | 209157 | 1031144 |
|  | Littelfuse, Inc. | 8206 | 1996602 |
| \* | LiveRamp Holdings, <br> Inc.<br>| 458837 | 12544604 |
| \* | Magnachip <br> Semiconductor <br> Corp.<br>| 215688 | 668633 |
|  | Methode Electronics, <br> Inc.<br>| 237223 | 1596511 |
| #\* | Mirion Technologies, <br> Inc.<br>| 328436 | 9646165 |
| \* | Mitek Systems, Inc. | 329616 | 3035763 |
|  | MKS, Inc. | 88137 | 12666168 |
| \* | N-able, Inc. | 602043 | 4713997 |
| \* | nCino, Inc. | 268461 | 7162539 |
| #\* | NCR Voyix Corp. | 579352 | 6610406 |
| \* | NETGEAR, Inc. | 253160 | 8789715 |
| \* | NetScout Systems, <br> Inc.<br>| 589042 | 16375368 |
| \* | NetSol Technologies, <br> Inc.<br>| 19650 | 86264 |
|  | Network-1 <br> Technologies, Inc.<br>| 25612 | 38418 |
| \* | Nortech Systems, Inc. | 1990 | 18865 |
| \* | ON24, Inc. | 271379 | 1498012 |
|  | OneSpan, Inc. | 116282 | 1325615 |
| \* | Optical Cable Corp. | 57778 | 454713 |

---

------

**U.S. Targeted Value Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| INFORMATION TECHNOLOGY — (Continued) | INFORMATION TECHNOLOGY — (Continued) | INFORMATION TECHNOLOGY — (Continued) | INFORMATION TECHNOLOGY — (Continued) |
|  | PC Connection, Inc. | 189718 | $11567106 |
| #\* | Penguin Solutions, <br> Inc.<br>| 326859 | 7279150 |
| \* | Photronics, Inc. | 515728 | 12325899 |
| \* | Plexus Corp. | 219527 | 30711827 |
| \* | Powerfleet, Inc. NJ | 322420 | 1644342 |
| \* | Qorvo, Inc. | 100021 | 9493993 |
| \* | RF Industries Ltd. | 32903 | 257301 |
| \* | Ribbon <br> Communications, <br> Inc.<br>| 1027353 | 3451906 |
|  | Richardson Electronics <br> Ltd.<br>| 79939 | 861742 |
| \* | Rogers Corp. | 74564 | 6527333 |
| \* | Sanmina Corp. | 189031 | 25906699 |
| \* | ScanSource, Inc. | 214001 | 9181713 |
| \*†† | Silicon Graphics, Inc. | 494 | 0 |
|  | Skyworks Solutions, <br> Inc.<br>| 149353 | 11607715 |
| \* | SmartRent, Inc. | 102102 | 141922 |
| \* | SoundThinking, Inc. | 1760 | 16456 |
| \* | Synaptics, Inc. | 69351 | 4919760 |
| \* | Synchronoss <br> Technologies, Inc.<br>| 6759 | 35451 |
|  | TD SYNNEX Corp. | 630395 | 98650514 |
| \* | TransAct Technologies, <br> Inc.<br>| 27480 | 129431 |
| \* | Trio-Tech International | 7885 | 58191 |
| \* | TTM Technologies, <br> Inc.<br>| 885007 | 59472470 |
| \* | Turtle Beach Corp. | 11856 | 200366 |
| \* | Ultra Clean Holdings, <br> Inc.<br>| 141973 | 3891480 |
| \* | Veeco Instruments, <br> Inc.<br>| 419263 | 12053811 |
| \* | Verint Systems, Inc. | 456861 | 9265141 |
| #\* | Viasat, Inc. | 395685 | 15756177 |
| \* | Viavi Solutions, Inc. | 768803 | 13607813 |
| #\* | VirnetX Holding Corp. | 3850 | 91399 |
|  | Vishay Intertechnology, <br> Inc.<br>| 974806 | 16552206 |
| \* | Vishay Precision <br> Group, Inc.<br>| 89905 | 3367841 |
| # | Xerox Holdings Corp. | 1220753 | 4052900 |
| \* | Xperi, Inc. | 234717 | 1577298 |
| TOTAL INFORMATION <br> TECHNOLOGY | TOTAL INFORMATION <br> TECHNOLOGY |  | 897555034 |
| MATERIALS — (6.2%) | MATERIALS — (6.2%) | MATERIALS — (6.2%) | MATERIALS — (6.2%) |
|  | AdvanSix, Inc. | 195318 | 3630962 |
|  | Alcoa Corp. | 1926889 | 70890246 |
| \* | Alpha Metallurgical <br> Resources, Inc.<br>| 103062 | 17856522 |
| \* | Alto Ingredients, Inc. | 191190 | 193102 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| MATERIALS — (Continued) | MATERIALS — (Continued) | MATERIALS — (Continued) | MATERIALS — (Continued) |
| \* | American Vanguard <br> Corp.<br>| 97109 | $434077 |
| \* | Ampco-Pittsburgh <br> Corp.<br>| 55446 | 116437 |
|  | AptarGroup, Inc. | 12948 | 1502097 |
| \* | Arq, Inc. | 106270 | 705633 |
| \* | Ascent Industries Co. | 71266 | 866595 |
|  | Ashland, Inc. | 361359 | 17670455 |
| \* | Aspen Aerogels, Inc. | 212042 | 1726022 |
|  | Avient Corp. | 632756 | 20292485 |
| \* | Axalta Coating <br> Systems Ltd.<br>| 820286 | 23353542 |
|  | Ball Corp. | 832268 | 39116596 |
|  | Cabot Corp. | 160177 | 10808744 |
|  | Caledonia Mining <br> Corp. PLC<br>| 61496 | 1729268 |
|  | Celanese Corp. | 342 | 13146 |
| \* | Century Aluminum Co. | 460007 | 13625407 |
|  | CF Industries Holdings, <br> Inc.<br>| 634880 | 52879155 |
| \* | Clearwater Paper <br> Corp.<br>| 137724 | 2430829 |
| \* | Cleveland-Cliffs, Inc. | 8 | 99 |
| \* | Coeur Mining, Inc. | 1100033 | 18887567 |
|  | Commercial Metals <br> Co.<br>| 909447 | 53984774 |
| \* | Core Molding <br> Technologies, Inc.<br>| 37724 | 675637 |
| # | Eastman Chemical <br> Co.<br>| 537193 | 31973727 |
| \* | Ecovyst, Inc. | 852545 | 6982344 |
|  | Element Solutions, <br> Inc.<br>| 561239 | 14996306 |
|  | Ferroglobe PLC | 320734 | 1555560 |
|  | Flexible Solutions <br> International, Inc.<br>| 25410 | 230215 |
|  | Fortitude Gold Corp. | 93160 | 399656 |
|  | Friedman Industries, <br> Inc.<br>| 66814 | 1419129 |
| # | Graphic Packaging <br> Holding Co.<br>| 1852271 | 29617813 |
|  | Greif, Inc. (GEF US), <br> Class A<br>| 229568 | 13060124 |
|  | Greif, Inc. (GEF/B US), <br> Class B<br>| 56549 | 3333564 |
|  | HB Fuller Co. | 308694 | 17709775 |
|  | Hecla Mining Co. | 2603502 | 33507071 |
|  | Huntsman Corp. | 604750 | 5007330 |
|  | Innospec, Inc. | 204346 | 15035779 |
| \* | Intrepid Potash, Inc. | 72722 | 1936587 |
|  | Kaiser Aluminum <br> Corp.<br>| 116958 | 10588208 |
| \* | Knife River Corp. | 13548 | 819112 |
|  | Koppers Holdings, Inc. | 149659 | 4223377 |

---

------

**U.S. Targeted Value Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| MATERIALS — (Continued) | MATERIALS — (Continued) | MATERIALS — (Continued) | MATERIALS — (Continued) |
|  | Kronos Worldwide, <br> Inc.<br>| 502590 | $2472743 |
| \* | LSB Industries, Inc. | 403841 | 3404380 |
| #\* | Magnera Corp. | 7325 | 66584 |
|  | Materion Corp. | 169715 | 19454430 |
|  | Mativ Holdings, Inc. | 381915 | 4078852 |
| #\* | McEwen, Inc. | 100196 | 1836593 |
|  | Mercer International, <br> Inc.<br>| 504875 | 1060238 |
| \* | Metallus, Inc. | 340540 | 5990099 |
|  | Minerals Technologies, <br> Inc.<br>| 241525 | 13706544 |
|  | Mosaic Co. | 2197518 | 60321869 |
|  | Myers Industries, Inc. | 152940 | 2650450 |
|  | Nexa Resources SA | 84959 | 493612 |
|  | Northern Technologies <br> International Corp.<br>| 60918 | 452621 |
| \* | O-I Glass, Inc. | 1167969 | 13186370 |
|  | Olin Corp. | 812625 | 16821337 |
|  | Olympic Steel, Inc. | 91170 | 3373290 |
|  | Orion SA | 403971 | 2141046 |
| \* | Perimeter Solutions, <br> Inc.<br>| 678570 | 15953181 |
| # | Quaker Chemical <br> Corp.<br>| 101230 | 14059835 |
|  | Ramaco Resources, <br> Inc. (METCB US), <br> Class B<br>| 117 | 1718 |
| \* | Ranpak Holdings <br> Corp.<br>| 26474 | 140312 |
| \* | Rayonier Advanced <br> Materials, Inc.<br>| 446211 | 3101166 |
|  | Reliance, Inc. | 34241 | 9670686 |
| †† | Resolute Forest <br> Products, Inc.<br>| 792851 | 211136 |
|  | Ryerson Holding Corp. | 233959 | 5161136 |
|  | Sensient Technologies <br> Corp.<br>| 12736 | 1200877 |
| # | Silgan Holdings, Inc. | 647060 | 24989457 |
|  | Sonoco Products Co. | 437708 | 17757814 |
|  | Stepan Co. | 166798 | 7230693 |
|  | SunCoke Energy, Inc. | 675049 | 5407142 |
|  | Sylvamo Corp. | 188851 | 7667351 |
| \* | Tredegar Corp. | 198565 | 1372084 |
|  | TriMas Corp. | 299831 | 10652995 |
|  | Tronox Holdings PLC | 876113 | 3066395 |
|  | Warrior Met Coal, Inc. | 163848 | 11115448 |
|  | Westlake Corp. | 165450 | 11384614 |
|  | Worthington Steel, Inc. | 344271 | 11013229 |
| TOTAL MATERIALS | TOTAL MATERIALS |  | 858453401 |
| REAL ESTATE — (1.1%) | REAL ESTATE — (1.1%) | REAL ESTATE — (1.1%) | REAL ESTATE — (1.1%) |
| \* | AMREP Corp. | 17695 | 380089 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| REAL ESTATE — (Continued) | REAL ESTATE — (Continued) | REAL ESTATE — (Continued) | REAL ESTATE — (Continued) |
| \* | Anywhere Real Estate, <br> Inc.<br>| 810217 | $8142681 |
| \* | Cushman & Wakefield <br> PLC<br>| 1679691 | 26371149 |
| \* | Five Point <br> Holdings LLC, <br> Class A<br>| 61979 | 362577 |
| \* | Forestar Group, Inc. | 368619 | 9587780 |
| \* | FRP Holdings, Inc. | 139701 | 3310914 |
| \* | Howard Hughes <br> Holdings, Inc.<br>| 354444 | 28100320 |
| \* | Jones Lang LaSalle, <br> Inc.<br>| 115571 | 35259557 |
| \*» | JW Mays, Inc. | 126 | 4959 |
|  | Kennedy-Wilson <br> Holdings, Inc.<br>| 993812 | 7513219 |
|  | Marcus & Millichap, <br> Inc.<br>| 224689 | 6563166 |
|  | Newmark Group, Inc., <br> Class A<br>| 979486 | 17464235 |
| \* | RE/MAX Holdings, <br> Inc., Class A<br>| 128511 | 1019092 |
|  | RMR Group, Inc., <br> Class A<br>| 41136 | 636374 |
| #\* | Seaport Entertainment <br> Group, Inc.<br>| 76547 | 1842486 |
| \* | Star Holdings | 61716 | 451761 |
| \* | Stratus Properties, <br> Inc.<br>| 47200 | 886888 |
| \* | Tejon Ranch Co. | 191900 | 3035858 |
| TOTAL REAL ESTATE | TOTAL REAL ESTATE |  | 150933105 |
| UTILITIES — (0.3%) | UTILITIES — (0.3%) | UTILITIES — (0.3%) | UTILITIES — (0.3%) |
|  | Genie Energy Ltd., <br> Class B<br>| 149322 | 2247296 |
|  | MDU Resources <br> Group, Inc.<br>| 1103292 | 21161141 |
| \* | Montauk Renewables, <br> Inc.<br>| 25907 | 52591 |
|  | New Jersey Resources <br> Corp.<br>| 163381 | 7237778 |
|  | Ormat Technologies, <br> Inc.<br>| 145859 | 15515022 |
| TOTAL UTILITIES | TOTAL UTILITIES |  | 46213828 |
| TOTAL COMMON <br> STOCKS <br>Cost ($10389990891) | TOTAL COMMON <br> STOCKS <br>Cost ($10389990891) |  | 13187357006 |

---

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

------

**U.S. Targeted Value Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| TEMPORARY CASH INVESTMENTS — (1.0%) | TEMPORARY CASH INVESTMENTS — (1.0%) | TEMPORARY CASH INVESTMENTS — (1.0%) | TEMPORARY CASH INVESTMENTS — (1.0%) |
| Ɏ | State Street <br> Institutional <br> U.S. Government <br> Money Market Fund <br> 4.010%<br>| 133923257 | $133923257 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| SECURITIES LENDING COLLATERAL — (3.8%) | SECURITIES LENDING COLLATERAL — (3.8%) | SECURITIES LENDING COLLATERAL — (3.8%) | SECURITIES LENDING COLLATERAL — (3.8%) |
| @§ | The DFA Short Term <br> Investment Fund <br>| 45410787 | $525266574 |
| TOTAL INVESTMENTS — (100.0%) | TOTAL INVESTMENTS — (100.0%) | TOTAL INVESTMENTS — (100.0%) |  |
| (Cost $11,049,180,722) | (Cost $11,049,180,722) |  | $13846546837 |

---

As of October 31, 2025, U.S. Targeted Value Portfolio had entered into the following outstanding futures contracts:

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Description** | **Number of**<br> **Contracts**<br>| **Expiration**<br> **Date**<br>| **Notional**<br> **Value**<br>| **Market**<br> **Value**<br>| **Unrealized**<br> **Appreciation**<br> **(Depreciation)**<br>|
| **Long Position Contracts:** |  |  |  |  |  |
| S&P 500<sup>®</sup> Emini Index | &nbsp;&nbsp; 361 | 12/19/25 | &nbsp;&nbsp; $123302365 | &nbsp;&nbsp; $124075700 | &nbsp;&nbsp; $773335 |
| **Total Futures Contracts** |  |  | &nbsp;&nbsp; **$123302365** | &nbsp;&nbsp; **$124075700** | &nbsp;&nbsp; **$773335** |

---

Summary of the Portfolio's investments as of October 31, 2025, 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 |  |  |  |  |
| Communication Services | &nbsp;&nbsp; $420375420 | &nbsp;&nbsp; — | &nbsp;&nbsp; — | &nbsp;&nbsp; $420375420 |
| Consumer Discretionary | &nbsp;&nbsp; 1831954360 | &nbsp;&nbsp; — | &nbsp;&nbsp; — | &nbsp;&nbsp; 1831954360 |
| Consumer Staples | &nbsp;&nbsp; 745462373 | &nbsp;&nbsp; $31761 | &nbsp;&nbsp; — | &nbsp;&nbsp; 745494134 |
| Energy | &nbsp;&nbsp; 1231379211 | &nbsp;&nbsp; — | &nbsp;&nbsp; — | &nbsp;&nbsp; 1231379211 |
| Financials | &nbsp;&nbsp; 3836543381 | &nbsp;&nbsp; 108022 | &nbsp;&nbsp; — | &nbsp;&nbsp; 3836651403 |
| Health Care | &nbsp;&nbsp; 934345233 | &nbsp;&nbsp; — | &nbsp;&nbsp; $583036 | &nbsp;&nbsp; 934928269 |
| Industrials | &nbsp;&nbsp; 2233375294 | &nbsp;&nbsp; 41421 | &nbsp;&nbsp; 2126 | &nbsp;&nbsp; 2233418841 |
| Information Technology | &nbsp;&nbsp; 897555034 | &nbsp;&nbsp; — | &nbsp;&nbsp; — | &nbsp;&nbsp; 897555034 |
| Materials | &nbsp;&nbsp; 858242265 | &nbsp;&nbsp; — | &nbsp;&nbsp; 211136 | &nbsp;&nbsp; 858453401 |
| Real Estate | &nbsp;&nbsp; 150928146 | &nbsp;&nbsp; 4959 | &nbsp;&nbsp; — | &nbsp;&nbsp; 150933105 |
| Utilities | &nbsp;&nbsp; 46213828 | &nbsp;&nbsp; — | &nbsp;&nbsp; — | &nbsp;&nbsp; 46213828 |
| Temporary Cash Investments | &nbsp;&nbsp; 133923257 | &nbsp;&nbsp; — | &nbsp;&nbsp; — | &nbsp;&nbsp; 133923257 |
| Securities Lending Collateral | &nbsp;&nbsp; — | &nbsp;&nbsp; 525266574 | &nbsp;&nbsp; — | &nbsp;&nbsp; 525266574 |
| Total Investments in Securities | &nbsp;&nbsp; $13320297802 | &nbsp;&nbsp; $525452737 | &nbsp;&nbsp; $796,298˂˃ | &nbsp;&nbsp; $13846546837 |
| **Financial Instruments** | **Financial Instruments** |  |  |  |
| **Assets** |  |  |  |  |
| Futures Contracts\*\* | &nbsp;&nbsp; 773335 | &nbsp;&nbsp; — | &nbsp;&nbsp; — | &nbsp;&nbsp; 773335 |
| Total Financial Instruments | &nbsp;&nbsp; $773335 | &nbsp;&nbsp; — | &nbsp;&nbsp; — | &nbsp;&nbsp; $773335 |
| \*\* Valued at the unrealized appreciation/(depreciation) on the investment. | \*\* Valued at the unrealized appreciation/(depreciation) on the investment. | \*\* Valued at the unrealized appreciation/(depreciation) on the investment. | \*\* Valued at the unrealized appreciation/(depreciation) on the investment. | \*\* Valued at the unrealized appreciation/(depreciation) on the investment. |

---

&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>|

---

See accompanying Notes to Financial Statements.

------

**U.S. Small Cap Value Portfolio**

**SCHEDULE OF INVESTMENTS**

**October 31, 2025**

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

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| COMMON STOCKS — (94.9%) | COMMON STOCKS — (94.9%) | COMMON STOCKS — (94.9%) | COMMON STOCKS — (94.9%) |
| COMMUNICATION SERVICES — (2.4%) | COMMUNICATION SERVICES — (2.4%) | COMMUNICATION SERVICES — (2.4%) | COMMUNICATION SERVICES — (2.4%) |
| \* | Advantage Solutions, <br> Inc.<br>| 612517 | $784022 |
| #\* | AMC Networks, Inc., <br> Class A<br>| 247715 | 1877680 |
| \* | Angi, Inc. | 279545 | 3709562 |
| # | Array Digital <br> Infrastructure, Inc.<br>| 557445 | 27381698 |
|  | ATN International, <br> Inc.<br>| 193182 | 2806934 |
| \* | Bandwidth, Inc., <br> Class A<br>| 314001 | 5071116 |
| \* | Boston Omaha Corp., <br> Class A<br>| 397178 | 5052104 |
| \* | Bumble, Inc., Class A | 1200588 | 6663263 |
| \* | BuzzFeed, Inc. | 41778 | 68098 |
| # | Cable One, Inc. | 43311 | 6433849 |
| \* | Cars.com, Inc. | 428790 | 4605205 |
| \* | Creative Realities, <br> Inc.<br>| 16024 | 46950 |
| \* | DHI Group, Inc. | 564689 | 1095497 |
| \* | DoubleVerify Holdings, <br> Inc.<br>| 59459 | 676643 |
| #\* | EchoStar Corp., <br> Class A<br>| 65841 | 4929516 |
| \* | EW Scripps Co., <br> Class A<br>| 881886 | 2142983 |
| \* | Frontier <br> Communications <br> Parent, Inc.<br>| 30733 | 1160478 |
| \* | Gaia, Inc. | 24898 | 124241 |
| \* | GCI Liberty, Inc. <br> (GLBKV US), <br> Class C<br>| 9942 | 364126 |
| \* | GCI Liberty, Inc. <br> (GLIBA US), <br> Class A<br>| 5524 | 202013 |
|  | Gray Media, Inc. | 1218009 | 5566301 |
|  | Gray Media, Inc., <br> Class A<br>| 3121 | 28932 |
| \* | Integral Ad Science <br> Holding Corp.<br>| 775258 | 7915384 |
| \* | Liberty Broadband <br> Corp. (LBRDA US), <br> Class A<br>| 42980 | 2299000 |
| \* | Liberty Broadband <br> Corp. (LBRDK US), <br> Class C<br>| 255430 | 13747243 |
| \* | Liberty Global Ltd. <br> (LBTYA US), <br> Class A<br>| 2008620 | 22094820 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| COMMUNICATION SERVICES — (Continued) | COMMUNICATION SERVICES — (Continued) | COMMUNICATION SERVICES — (Continued) | COMMUNICATION SERVICES — (Continued) |
| \* | Liberty Global Ltd. <br> (LBTYK US), <br> Class C<br>| 1879314 | $20954351 |
| \* | Liberty Latin America <br> Ltd. (LILA US), <br> Class A<br>| 502598 | 3920264 |
| #\* | Liberty Latin America <br> Ltd. (LILAK US), <br> Class C<br>| 2237354 | 17697470 |
|  | Marcus Corp. | 352902 | 5081789 |
|  | National CineMedia, <br> Inc.<br>| 307630 | 1359725 |
|  | Nexstar Media Group, <br> Inc.<br>| 90103 | 17635860 |
| # | Paramount Skydance <br> Corp., Class B<br>| 209268 | 3220635 |
| \* | PubMatic, Inc., <br> Class A<br>| 66917 | 559426 |
| \* | Reservoir Media, Inc. | 357480 | 2716848 |
|  | Saga <br> Communications, <br> Inc., Class A<br>| 88923 | 1089307 |
|  | Scholastic Corp. | 627761 | 17997908 |
| # | Shenandoah <br> Telecommunications <br> Co.<br>| 546068 | 6727558 |
|  | Shutterstock, Inc. | 124502 | 3116285 |
|  | Sinclair, Inc. | 25235 | 344710 |
| #\* | Sphere Entertainment <br> Co.<br>| 167925 | 11499504 |
|  | Spok Holdings, Inc. | 30389 | 434259 |
| \* | Stagwell, Inc. | 34545 | 164089 |
|  | Sunrise <br> Communications <br> AG, ADR, Class A<br>| 277552 | 15098829 |
| \* | Teads Holding Co. | 4236 | 6269 |
|  | TEGNA, Inc. | 2300217 | 45245268 |
|  | Telephone & Data <br> Systems, Inc.<br>| 1558208 | 60489635 |
|  | Townsquare Media, <br> Inc., Class A<br>| 331 | 2079 |
| \* | Urban One, Inc. <br> (UONE US)<br>| 92609 | 117613 |
| \* | Urban One, Inc. <br> (UONEK US)<br>| 90152 | 54993 |
| \* | Vivid Seats, Inc., <br> Class A<br>| 498 | 6180 |
| \* | Ziff Davis, Inc. | 473295 | 16044700 |

---

------

**U.S. Small Cap Value Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| COMMUNICATION SERVICES — (Continued) | COMMUNICATION SERVICES — (Continued) | COMMUNICATION SERVICES — (Continued) | COMMUNICATION SERVICES — (Continued) |
| \* | ZoomInfo <br> Technologies, Inc.<br>| 1433603 | $16085026 |
| TOTAL COMMUNICATION <br> SERVICES | TOTAL COMMUNICATION <br> SERVICES |  | 394518238 |
| CONSUMER DISCRETIONARY — (14.2%) | CONSUMER DISCRETIONARY — (14.2%) | CONSUMER DISCRETIONARY — (14.2%) | CONSUMER DISCRETIONARY — (14.2%) |
| #\* | 1-800-Flowers.com, <br> Inc., Class A<br>| 422416 | 1520698 |
| # | Academy Sports & <br> Outdoors, Inc.<br>| 859371 | 41155277 |
| \* | Adient PLC | 986189 | 22869723 |
|  | ADT, Inc. | 8541655 | 75508230 |
| # | Advance Auto Parts, <br> Inc.<br>| 455299 | 21458242 |
|  | A-Mark Precious <br> Metals, Inc.<br>| 213909 | 5685701 |
|  | AMCON Distributing <br> Co.<br>| 4641 | 532299 |
| \* | American Axle & <br> Manufacturing <br> Holdings, Inc.<br>| 1492313 | 9252341 |
| # | American Eagle <br> Outfitters, Inc.<br>| 1195690 | 19979980 |
| \* | American Outdoor <br> Brands, Inc.<br>| 177431 | 1218951 |
| \* | American Public <br> Education, Inc.<br>| 86037 | 2881379 |
| \* | Ark Restaurants <br> Corp.<br>| 2951 | 21572 |
|  | Arko Corp. | 86904 | 382812 |
| \* | Asbury Automotive <br> Group, Inc.<br>| 270297 | 63411676 |
| #\* | Barnes & Noble <br> Education, Inc.<br>| 5566 | 50818 |
|  | Bassett Furniture <br> Industries, Inc.<br>| 151655 | 2236911 |
| \* | Beazer Homes USA, <br> Inc.<br>| 60197 | 1348413 |
| \* | Biglari Holdings, Inc. <br> (BH US), Class B<br>| 14169 | 5119401 |
| \* | Biglari Holdings, Inc. <br> (BH/A US), Class A<br>| 1178 | 2065317 |
| \* | BJ's Restaurants, Inc. | 109237 | 3709688 |
|  | BorgWarner, Inc. | 2899650 | 124568964 |
|  | Brunswick Corp. | 394582 | 26085816 |
| \* | Caesars <br> Entertainment, Inc.<br>| 189493 | 3808809 |
| # | Caleres, Inc. | 305878 | 3376893 |
|  | Canterbury Park <br> Holding Corp.<br>| 15171 | 240460 |
| \* | Capri Holdings Ltd. | 30713 | 637295 |
| \* | CarMax, Inc. | 894812 | 37501571 |
| # | Carter's, Inc. | 241468 | 7582095 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| CONSUMER DISCRETIONARY — (Continued) | CONSUMER DISCRETIONARY — (Continued) | CONSUMER DISCRETIONARY — (Continued) | CONSUMER DISCRETIONARY — (Continued) |
|  | Cato Corp., Class A | 65745 | $253118 |
|  | Century Communities, <br> Inc.<br>| 427919 | 25418389 |
| #\* | Citi Trends, Inc. | 27263 | 976561 |
|  | Clarus Corp. | 108311 | 361759 |
| # | Columbia Sportswear <br> Co.<br>| 149636 | 7426435 |
| # | Cracker Barrel Old <br> Country Store, Inc.<br>| 13975 | 470957 |
|  | Crown Crafts, Inc. | 135970 | 391594 |
| \* | Culp, Inc. | 25135 | 101043 |
|  | Dana, Inc. | 1948276 | 39550003 |
| # | Designer Brands, Inc., <br> Class A<br>| 401338 | 1480937 |
| \* | Destination XL Group, <br> Inc.<br>| 277427 | 277205 |
|  | Dick's Sporting <br> Goods, Inc.<br>| 148771 | 32945338 |
| #\* | Dream Finders <br> Homes, Inc., <br> Class A<br>| 208583 | 4129943 |
| \* | El Pollo Loco <br> Holdings, Inc.<br>| 436206 | 4458025 |
|  | Escalade, Inc. | 44219 | 508961 |
|  | Ethan Allen Interiors, <br> Inc.<br>| 346258 | 8369056 |
| \* | First Watch <br> Restaurant Group, <br> Inc.<br>| 405296 | 6683331 |
|  | Flanigan's <br> Enterprises, Inc.<br>| 5134 | 162494 |
|  | Flexsteel Industries, <br> Inc.<br>| 103167 | 3527280 |
| \* | Fox Factory Holding <br> Corp.<br>| 119038 | 2631930 |
| \* | Funko, Inc., Class A | 109002 | 340086 |
|  | Gap, Inc. | 169055 | 3862907 |
| \* | Genesco, Inc. | 142933 | 4146486 |
|  | Gentex Corp. | 287976 | 6753037 |
| \* | Gentherm, Inc. | 180269 | 6633899 |
| #\* | G-III Apparel Group <br> Ltd.<br>| 602919 | 16188375 |
|  | Golden Entertainment, <br> Inc.<br>| 29399 | 593860 |
| \* | Goodyear Tire & <br> Rubber Co.<br>| 3645446 | 25117123 |
|  | Graham Holdings Co., <br> Class B<br>| 89923 | 91013766 |
| \* | Green Brick Partners, <br> Inc.<br>| 447167 | 28949592 |
| # | Group 1 Automotive, <br> Inc.<br>| 176755 | 70267183 |
| # | Guess?, Inc. | 660131 | 11209024 |

---

------

**U.S. Small Cap Value Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| CONSUMER DISCRETIONARY — (Continued) | CONSUMER DISCRETIONARY — (Continued) | CONSUMER DISCRETIONARY — (Continued) | CONSUMER DISCRETIONARY — (Continued) |
|  | Hamilton Beach <br> Brands Holding Co., <br> Class A<br>| 15929 | $224121 |
| # | Harley-Davidson, Inc. | 1682916 | 45405074 |
|  | Haverty Furniture <br> Cos., Inc. (HVT <br> US)<br>| 224460 | 4895473 |
|  | Haverty Furniture <br> Cos., Inc. (HVT/A <br> US), Class A<br>| 5701 | 127645 |
| \* | Helen of Troy Ltd. | 228671 | 4260141 |
| \* | Hilton Grand <br> Vacations, Inc.<br>| 582769 | 24155775 |
| \* | Holley, Inc. | 440933 | 1265478 |
|  | Hooker Furnishings <br> Corp.<br>| 234234 | 2126845 |
| \* | Hovnanian <br> Enterprises, Inc., <br> Class A<br>| 21385 | 2571119 |
|  | JAKKS Pacific, Inc. | 143956 | 2447252 |
|  | Jerash Holdings U.S., <br> Inc.<br>| 2993 | 10146 |
| # | Johnson Outdoors, <br> Inc., Class A<br>| 51173 | 2084276 |
|  | KB Home | 383229 | 23921154 |
| # | Kohl's Corp. | 1293681 | 21048190 |
| # | Krispy Kreme, Inc. | 985542 | 3538096 |
| # | Lakeland Industries, <br> Inc.<br>| 117864 | 1940041 |
| #\* | Lands' End, Inc. | 159169 | 2505320 |
| \* | Latham Group, Inc. | 598552 | 4339502 |
|  | La-Z-Boy, Inc. | 623348 | 19760132 |
|  | LCI Industries | 288082 | 29813606 |
|  | Lear Corp. | 688466 | 72047967 |
| \* | Legacy Housing <br> Corp.<br>| 249039 | 5592171 |
| \* | LGI Homes, Inc. | 267222 | 10905330 |
| \* | Life Time Group <br> Holdings, Inc.<br>| 1155661 | 28579496 |
|  | Lifetime Brands, Inc. | 310396 | 1052242 |
|  | Lithia Motors, Inc. | 320767 | 100746499 |
| \* | Live Ventures, Inc. | 3329 | 45574 |
|  | LKQ Corp. | 1718118 | 54911051 |
| \* | Lovesac Co. | 168649 | 2339162 |
| \* | M/I Homes, Inc. | 372924 | 46686356 |
|  | Macy's, Inc. | 3650546 | 71149141 |
| \* | Malibu Boats, Inc., <br> Class A<br>| 165755 | 4619592 |
| \* | MarineMax, Inc. | 300813 | 7451138 |
| # | Marriott Vacations <br> Worldwide Corp.<br>| 446793 | 29479402 |
| \* | MasterCraft Boat <br> Holdings, Inc.<br>| 190080 | 3813005 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| CONSUMER DISCRETIONARY — (Continued) | CONSUMER DISCRETIONARY — (Continued) | CONSUMER DISCRETIONARY — (Continued) | CONSUMER DISCRETIONARY — (Continued) |
|  | Matthews International <br> Corp., Class A<br>| 371816 | $8707931 |
|  | Meritage Homes <br> Corp.<br>| 800533 | 54084009 |
| \* | Mister Car Wash, Inc. | 242209 | 1353948 |
| \* | Mobileye Global, Inc., <br> Class A<br>| 306284 | 4027635 |
| \* | Mohawk Industries, <br> Inc.<br>| 787728 | 89517410 |
| # | Monro, Inc. | 322521 | 4724933 |
| \* | Motorcar Parts of <br> America, Inc.<br>| 202486 | 3454411 |
|  | Movado Group, Inc. | 242950 | 4424119 |
|  | Newell Brands, Inc. | 4837652 | 16448017 |
| » | Nobility Homes, Inc. | 984 | 29717 |
| \* | ODP Corp. | 477953 | 13325330 |
| #\* | OneWater Marine, <br> Inc., Class A<br>| 85946 | 1334741 |
| # | Oxford Industries, Inc. | 171610 | 6323828 |
| # | Patrick Industries, <br> Inc.<br>| 148406 | 15489134 |
|  | Penske Automotive <br> Group, Inc.<br>| 35039 | 5608693 |
|  | Perdoceo Education <br> Corp.<br>| 530552 | 16850331 |
| \* | Petco Health & <br> Wellness Co., Inc.<br>| 2169134 | 6897846 |
| \* | PetMed Express, Inc. | 65903 | 169371 |
|  | Phinia, Inc. | 491254 | 25500995 |
|  | Polaris, Inc. | 192130 | 12699793 |
| #\* | Portillo's, Inc., <br> Class A<br>| 88317 | 472496 |
| \* | Pursuit Attractions & <br> Hospitality, Inc.<br>| 26518 | 940859 |
|  | PVH Corp. | 786214 | 61584143 |
| » | QEP Co., Inc. | 4152 | 157257 |
|  | RCI Hospitality <br> Holdings, Inc.<br>| 10621 | 264569 |
|  | Rocky Brands, Inc. | 130527 | 3679556 |
| #\* | Sally Beauty Holdings, <br> Inc.<br>| 1077293 | 16277897 |
| # | Shoe Carnival, Inc. | 362419 | 6643140 |
| # | Signet Jewelers Ltd. | 391384 | 38688308 |
| # | Smith & Wesson <br> Brands, Inc.<br>| 499530 | 4787995 |
|  | Sonic Automotive, <br> Inc., Class A<br>| 126408 | 8030700 |
| \* | Sportsman's <br> Warehouse <br> Holdings, Inc.<br>| 109478 | 270411 |
|  | Standard Motor <br> Products, Inc.<br>| 297137 | 11032697 |
|  | Steven Madden Ltd. | 93443 | 3168652 |
| \* | Stoneridge, Inc. | 239251 | 1629299 |

---

------

**U.S. Small Cap Value Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| CONSUMER DISCRETIONARY — (Continued) | CONSUMER DISCRETIONARY — (Continued) | CONSUMER DISCRETIONARY — (Continued) | CONSUMER DISCRETIONARY — (Continued) |
|  | Strategic Education, <br> Inc.<br>| 340523 | $25872938 |
| \* | Strattec Security <br> Corp.<br>| 55083 | 3379893 |
|  | Superior Group of <br> Cos., Inc.<br>| 211616 | 1976493 |
| \* | Target Hospitality <br> Corp.<br>| 96525 | 742277 |
| \* | Taylor Morrison Home <br> Corp.<br>| 1424488 | 84429404 |
| # | Thor Industries, Inc. | 771039 | 80457920 |
| \* | Tile Shop Holdings, <br> Inc.<br>| 67687 | 423721 |
| #\* | Tilly's, Inc., Class A | 73744 | 112828 |
|  | Toll Brothers, Inc. | 97718 | 13187044 |
| #\* | Topgolf Callaway <br> Brands Corp.<br>| 2122818 | 19975717 |
| \* | Tri Pointe Homes, <br> Inc.<br>| 1286853 | 40986268 |
| #\* | Under Armour, Inc. <br> (UA US), Class C<br>| 3024480 | 13428691 |
| #\* | Under Armour, Inc. <br> (UAA US), Class A<br>| 1963372 | 9051145 |
| \* | Universal Electronics, <br> Inc.<br>| 39786 | 154768 |
| \* | Urban Outfitters, Inc. | 448590 | 28983400 |
| #\* | Vera Bradley, Inc. | 260213 | 611501 |
|  | Visteon Corp. | 161934 | 17352847 |
|  | Weyco Group, Inc. | 127916 | 3667352 |
| # | Whirlpool Corp. | 372874 | 26708965 |
|  | Winnebago Industries, <br> Inc.<br>| 313509 | 11822424 |
| \* | Zumiez, Inc. | 244621 | 5296045 |
| TOTAL CONSUMER <br> DISCRETIONARY | TOTAL CONSUMER <br> DISCRETIONARY |  | 2362490353 |
| CONSUMER STAPLES — (4.1%) | CONSUMER STAPLES — (4.1%) | CONSUMER STAPLES — (4.1%) | CONSUMER STAPLES — (4.1%) |
| # | Alico, Inc. | 22056 | 776592 |
|  | Andersons, Inc. | 656367 | 30396356 |
| # | B&G Foods, Inc. | 192188 | 768752 |
| \* | Bridgford Foods <br> Corp.<br>| 13817 | 110121 |
|  | Bunge Global SA | 27315 | 2583999 |
|  | Calavo Growers, Inc. | 652 | 14481 |
|  | Cal-Maine Foods, Inc. | 251370 | 22070286 |
| #\* | Central Garden & Pet <br> Co. (CENT US)<br>| 135439 | 4153914 |
| \* | Central Garden & Pet <br> Co. (CENTA US), <br> Class A<br>| 734954 | 20439071 |
|  | Conagra Brands, Inc. | 2600118 | 44696028 |
| \* | Coty, Inc., Class A | 1590616 | 6314746 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| CONSUMER STAPLES — (Continued) | CONSUMER STAPLES — (Continued) | CONSUMER STAPLES — (Continued) | CONSUMER STAPLES — (Continued) |
| \* | Darling Ingredients, <br> Inc.<br>| 1997599 | $64023048 |
|  | Dole PLC | 834633 | 10633224 |
|  | Edgewell Personal <br> Care Co.<br>| 659570 | 12789062 |
|  | Flowers Foods, Inc. | 153403 | 1830098 |
|  | Fresh Del Monte <br> Produce, Inc.<br>| 966701 | 34172880 |
| \* | Grocery Outlet <br> Holding Corp.<br>| 1184745 | 16124379 |
| \* | Hain Celestial Group, <br> Inc.<br>| 7474 | 8670 |
| \* | HF Foods Group, Inc. | 29817 | 64405 |
|  | Hormel Foods Corp. | 73166 | 1579654 |
| #\*†† | Imperial Sugar Co. | 83457 | 0 |
|  | Ingles Markets, Inc., <br> Class A<br>| 229545 | 15861560 |
|  | Ingredion, Inc. | 435808 | 50296601 |
|  | J&J Snack Foods <br> Corp.<br>| 12207 | 1033323 |
|  | J.M. Smucker Co. | 272487 | 28216029 |
|  | John B Sanfilippo & <br> Son, Inc.<br>| 2396 | 150421 |
|  | Limoneira Co. | 9104 | 128640 |
| #\* | Medifast, Inc. | 41506 | 498902 |
|  | MGP Ingredients, Inc. | 129483 | 3133489 |
| \* | Mission Produce, Inc. | 426647 | 4914973 |
|  | Molson Coors <br> Beverage Co., <br> Class B<br>| 924451 | 40416998 |
| \* | Natural Alternatives <br> International, Inc.<br>| 149173 | 416193 |
| \* | Nature's Sunshine <br> Products, Inc.<br>| 109057 | 1470088 |
|  | Nu Skin Enterprises, <br> Inc., Class A<br>| 144670 | 1550862 |
|  | Oil-Dri Corp. of <br> America<br>| 35002 | 1938761 |
| #\* | Olaplex Holdings, Inc. | 21814 | 22687 |
| \* | Post Holdings, Inc. | 786320 | 81722238 |
|  | PriceSmart, Inc. | 3332 | 382980 |
|  | Seaboard Corp. | 12481 | 42060720 |
| #\* | Seneca Foods Corp. <br> (SENEA US), <br> Class A<br>| 104704 | 11290756 |
| \*» | Seneca Foods Corp. <br> (SENEB US), <br> Class B<br>| 24020 | 2639798 |
| \* | Simply Good Foods <br> Co.<br>| 385281 | 7539949 |
| \* | TreeHouse Foods, <br> Inc.<br>| 582921 | 10609162 |
| \* | United Natural Foods, <br> Inc.<br>| 853066 | 32117935 |

---

------

**U.S. Small Cap Value Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| CONSUMER STAPLES — (Continued) | CONSUMER STAPLES — (Continued) | CONSUMER STAPLES — (Continued) | CONSUMER STAPLES — (Continued) |
|  | Universal Corp. | 545533 | $27647612 |
| \* | USANA Health <br> Sciences, Inc.<br>| 195094 | 4126238 |
|  | Village Super Market, <br> Inc., Class A<br>| 178255 | 5591859 |
| # | Weis Markets, Inc. | 589177 | 37318471 |
| \* | Willamette Valley <br> Vineyards, Inc.<br>| 4137 | 13238 |
| TOTAL CONSUMER <br> STAPLES | TOTAL CONSUMER <br> STAPLES |  | 686660249 |
| ENERGY — (10.3%) | ENERGY — (10.3%) | ENERGY — (10.3%) | ENERGY — (10.3%) |
| \* | Amplify Energy Corp. | 493579 | 2240849 |
| \* | Antero Resources <br> Corp.<br>| 1392261 | 43034787 |
| # | APA Corp. | 3422273 | 77514483 |
|  | Ardmore Shipping <br> Corp.<br>| 539795 | 6796019 |
| # | Atlas Energy <br> Solutions, Inc.<br>| 109568 | 1356452 |
|  | Berry Corp. | 895772 | 3018752 |
| \* | Bristow Group, Inc. | 381500 | 15527050 |
|  | California Resources <br> Corp.<br>| 758623 | 35784247 |
|  | Chord Energy Corp. <br> (CHRD US)<br>| 128116 | 11622683 |
| # | Civitas Resources, <br> Inc.<br>| 954836 | 27527922 |
| \* | Clean Energy Fuels <br> Corp.<br>| 558665 | 1597782 |
| #\* | CNX Resources <br> Corp.<br>| 2027368 | 68241207 |
| #\* | Comstock Resources, <br> Inc.<br>| 3139101 | 58858144 |
|  | Core Laboratories, <br> Inc.<br>| 13600 | 216784 |
|  | Core Natural <br> Resources, Inc.<br>| 272368 | 21517072 |
|  | Crescent Energy Co., <br> Class A<br>| 2340709 | 19732177 |
| # | DHT Holdings, Inc. | 2789159 | 37040031 |
| \* | DMC Global, Inc. | 34292 | 276393 |
|  | Dorian LPG Ltd. | 564660 | 16290441 |
| \* | DT Midstream, Inc. | 361587 | 39590161 |
|  | Epsilon Energy Ltd. | 107294 | 515011 |
|  | Evolution Petroleum <br> Corp.<br>| 148164 | 648958 |
| \* | Expro Group Holdings <br> NV<br>| 1159802 | 15750111 |
| \* | Forum Energy <br> Technologies, Inc.<br>| 152626 | 4087324 |
|  | FutureFuel Corp. | 518133 | 2036263 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| ENERGY — (Continued) | ENERGY — (Continued) | ENERGY — (Continued) | ENERGY — (Continued) |
| \* | Geospace <br> Technologies Corp.<br>| 18727 | $474542 |
| \* | Gran Tierra Energy, <br> Inc. (GTE US)<br>| 32000 | 109760 |
| # | Granite Ridge <br> Resources, Inc.<br>| 541503 | 2859136 |
| \* | Green Plains, Inc. | 57584 | 591963 |
| \* | Gulf Island <br> Fabrication, Inc.<br>| 127 | 992 |
| \* | Gulfport Energy Corp. | 47878 | 8905787 |
| \* | Helix Energy Solutions <br> Group, Inc.<br>| 1946101 | 13077799 |
|  | Helmerich & Payne, <br> Inc.<br>| 1147833 | 30142095 |
|  | HF Sinclair Corp. | 2420426 | 124893982 |
| \* | Innovex International, <br> Inc.<br>| 402155 | 8071251 |
| # | International Seaways, <br> Inc.<br>| 691161 | 35408178 |
|  | Kodiak Gas Services, <br> Inc.<br>| 72563 | 2676123 |
| #\* | Kosmos Energy Ltd. | 887008 | 1392603 |
| # | Liberty Energy, Inc. | 1869453 | 33855794 |
| \* | Mammoth Energy <br> Services, Inc.<br>| 37940 | 77398 |
|  | Matador Resources <br> Co.<br>| 1523976 | 60136093 |
|  | Mexco Energy Corp. | 4558 | 41934 |
| \* | MIND Technology, <br> Inc.<br>| 236 | 2598 |
| # | Murphy Oil Corp. | 1999257 | 56578973 |
| \* | Nabors Industries Ltd. | 4340 | 210577 |
|  | NACCO Industries, <br> Inc., Class A<br>| 116217 | 4913655 |
| \* | National Energy <br> Services Reunited <br> Corp.<br>| 62202 | 784989 |
|  | Natural Gas Services <br> Group, Inc.<br>| 181784 | 5060867 |
| # | Noble Corp. PLC | 1343971 | 39445549 |
| # | Nordic American <br> Tankers Ltd.<br>| 2855677 | 10508891 |
| # | Northern Oil & Gas, <br> Inc.<br>| 1073991 | 23767421 |
|  | NOV, Inc. | 4775105 | 69716533 |
| \* | Oil States <br> International, Inc.<br>| 784749 | 4684951 |
|  | Ovintiv, Inc. | 2029456 | 76124894 |
| \* | Par Pacific Holdings, <br> Inc.<br>| 128638 | 5142947 |
|  | Patterson-UTI Energy, <br> Inc.<br>| 4445989 | 27876351 |
|  | PBF Energy, Inc., <br> Class A<br>| 790472 | 27010428 |

---

------

**U.S. Small Cap Value Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| ENERGY — (Continued) | ENERGY — (Continued) | ENERGY — (Continued) | ENERGY — (Continued) |
| # | Peabody Energy <br> Corp.<br>| 1634688 | $44823145 |
|  | Permian Resources <br> Corp.<br>| 6051013 | 76000723 |
| \* | PrimeEnergy <br> Resources Corp.<br>| 9096 | 1230143 |
| \* | ProPetro Holding <br> Corp.<br>| 1377812 | 14301688 |
|  | Range Resources <br> Corp.<br>| 1595666 | 56725926 |
|  | Ranger Energy <br> Services, Inc., <br> Class A<br>| 303032 | 4163660 |
| \* | REX American <br> Resources Corp.<br>| 359526 | 11515618 |
| # | Riley Exploration <br> Permian, Inc.<br>| 81985 | 2133250 |
| # | RPC, Inc. | 2841373 | 14775140 |
|  | SandRidge Energy, <br> Inc.<br>| 162881 | 1939913 |
|  | Scorpio Tankers, Inc. | 699262 | 43144465 |
| \* | SEACOR Marine <br> Holdings, Inc.<br>| 325916 | 2072826 |
| #\* | Seadrill Ltd. | 718264 | 22668412 |
|  | Select Water <br> Solutions, Inc.<br>| 1390802 | 16077671 |
| # | SFL Corp. Ltd. | 1945548 | 14513788 |
|  | SM Energy Co. | 1326909 | 27719129 |
|  | Smart Sand, Inc. | 27364 | 58833 |
| \* | Talos Energy, Inc. | 1856627 | 18213511 |
|  | Teekay Corp. Ltd. | 1278377 | 12297987 |
|  | Teekay Tankers Ltd., <br> Class A<br>| 418372 | 25520692 |
| \* | TETRA Technologies, <br> Inc.<br>| 103199 | 728585 |
| \* | Tidewater, Inc. | 103533 | 5237734 |
| #\* | Transocean Ltd. | 8822045 | 33876653 |
| # | VAALCO Energy, Inc. | 836024 | 3285574 |
| #\* | Valaris Ltd. | 700610 | 39318233 |
| #\* | Vital Energy, Inc. | 189951 | 2984130 |
| # | Vitesse Energy, Inc. | 222404 | 4837287 |
|  | World Kinect Corp. | 948328 | 24514279 |
| TOTAL ENERGY | TOTAL ENERGY |  | 1710045152 |
| FINANCIALS — (27.5%) | FINANCIALS — (27.5%) | FINANCIALS — (27.5%) | FINANCIALS — (27.5%) |
|  | 1st Source Corp. | 242932 | 14439878 |
| \* | Acacia Research <br> Corp.<br>| 376006 | 1304741 |
|  | ACNB Corp. | 30005 | 1355626 |
|  | Affinity Bancshares, <br> Inc.<br>| 1447 | 27450 |
|  | Alerus Financial <br> Corp.<br>| 177014 | 3738536 |
|  | Ally Financial, Inc. | 85775 | 3342652 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) |
|  | Amalgamated <br> Financial Corp.<br>| 144523 | $3939697 |
| \* | Ambac Financial <br> Group, Inc.<br>| 344730 | 2830233 |
|  | Amerant Bancorp, <br> Inc.<br>| 248244 | 4163052 |
|  | Ameris Bancorp | 987498 | 70724607 |
|  | AmeriServ Financial, <br> Inc.<br>| 324794 | 990622 |
|  | Ames National Corp. | 753 | 15708 |
|  | Arrow Financial Corp. | 38529 | 1074574 |
|  | Associated <br> Banc-Corp.<br>| 2420009 | 59943623 |
|  | Associated Capital <br> Group, Inc., <br> Class A<br>| 13077 | 477310 |
|  | Assured Guaranty <br> Ltd.<br>| 1012136 | 81557919 |
|  | Atlantic American <br> Corp.<br>| 196322 | 555591 |
|  | Atlantic Union <br> Bankshares Corp.<br>| 1859955 | 60485737 |
|  | Axis Capital Holdings <br> Ltd.<br>| 593606 | 55597138 |
|  | Banc of California, <br> Inc.<br>| 916936 | 15560404 |
|  | Bank of Marin <br> Bancorp<br>| 178226 | 4589319 |
|  | Bank OZK | 1557314 | 70063557 |
|  | BankFinancial Corp. | 166661 | 1841604 |
|  | BankUnited, Inc. | 1046651 | 41949772 |
|  | Bankwell Financial <br> Group, Inc.<br>| 38220 | 1656837 |
|  | Banner Corp. | 428744 | 25891850 |
|  | Bar Harbor <br> Bankshares<br>| 203346 | 5964138 |
|  | BayCom Corp. | 140408 | 3827522 |
|  | BCB Bancorp, Inc. | 207399 | 1646748 |
| # | Beacon Financial <br> Corp.<br>| 1150556 | 28004533 |
| \* | Blue Foundry <br> Bancorp<br>| 153529 | 1265079 |
| \* | Blue Ridge <br> Bankshares, Inc.<br>| 56626 | 253684 |
|  | BOK Financial Corp. | 330614 | 34575612 |
| # | Bread Financial <br> Holdings, Inc.<br>| 742255 | 46502276 |
| \* | Bridgewater <br> Bancshares, Inc.<br>| 140789 | 2317387 |
| \* | Brighthouse Financial, <br> Inc.<br>| 788776 | 45015446 |
|  | Burke & Herbert <br> Financial Services <br> Corp.<br>| 75694 | 4455349 |

---

------

**U.S. Small Cap Value Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) |
|  | Business First <br> Bancshares, Inc.<br>| 179783 | $4408279 |
| \* | BV Financial, Inc. | 19107 | 311444 |
|  | Byline Bancorp, Inc. | 505361 | 13513353 |
|  | C&F Financial Corp. | 43251 | 2958801 |
|  | Cadence Bank | 2388658 | 90147953 |
| \* | California BanCorp | 32604 | 602848 |
| \*» | California First <br> Leasing Corp.<br>| 6425 | 142956 |
|  | Camden National <br> Corp.<br>| 138486 | 5283241 |
|  | Capital Bancorp, Inc. | 1169 | 32492 |
|  | Capital City Bank <br> Group, Inc.<br>| 79529 | 3093678 |
|  | Capitol Federal <br> Financial, Inc.<br>| 947355 | 5722024 |
| \* | Carter Bankshares, <br> Inc.<br>| 251775 | 4300317 |
|  | Cathay General <br> Bancorp<br>| 925473 | 42062748 |
|  | CB Financial Services, <br> Inc.<br>| 3401 | 110090 |
|  | Central Pacific <br> Financial Corp.<br>| 169398 | 4829537 |
|  | CF Bankshares, Inc. | 773 | 17934 |
|  | Chemung Financial <br> Corp.<br>| 13539 | 686021 |
|  | ChoiceOne Financial <br> Services, Inc.<br>| 6615 | 189454 |
|  | Citizens & Northern <br> Corp.<br>| 8347 | 161598 |
|  | Citizens Community <br> Bancorp, Inc.<br>| 57995 | 907622 |
|  | Citizens Financial <br> Services, Inc.<br>| 3459 | 189519 |
|  | Civista Bancshares, <br> Inc.<br>| 207892 | 4475915 |
|  | CNB Financial Corp. | 391135 | 9621921 |
| # | Colony Bankcorp, Inc. | 132716 | 2122129 |
|  | Columbia Banking <br> System, Inc.<br>| 3663206 | 98173921 |
| # | Comerica, Inc. | 1334854 | 102116331 |
|  | Community Trust <br> Bancorp, Inc.<br>| 175941 | 9007299 |
|  | Community West <br> Bancshares<br>| 112701 | 2387007 |
|  | ConnectOne Bancorp, <br> Inc.<br>| 675211 | 16245577 |
| \* | Consumer Portfolio <br> Services, Inc.<br>| 357757 | 3005159 |
| \* | Customers Bancorp, <br> Inc.<br>| 392844 | 26367689 |
|  | CVB Financial Corp. | 1372638 | 25215360 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) |
|  | Dime Community <br> Bancshares, Inc.<br>| 546635 | $14349169 |
|  | Donegal Group, Inc. <br> (DGICA US), <br> Class A<br>| 360215 | 6754031 |
|  | Donegal Group, Inc. <br> (DGICB US), <br> Class B<br>| 54141 | 825109 |
|  | Eagle Bancorp <br> Montana, Inc.<br>| 13675 | 221945 |
|  | Eagle Bancorp, Inc. | 380645 | 6375804 |
| # | Eastern Bankshares, <br> Inc.<br>| 2355943 | 41299681 |
| \* | eHealth, Inc. | 111546 | 578924 |
|  | Employers Holdings, <br> Inc.<br>| 477618 | 18211574 |
| # | Enact Holdings, Inc. | 710891 | 25393027 |
| \* | Encore Capital Group, <br> Inc.<br>| 191401 | 7958454 |
|  | Enterprise Financial <br> Services Corp.<br>| 461494 | 24168441 |
|  | Equity Bancshares, <br> Inc., Class A<br>| 29313 | 1187470 |
|  | Essent Group Ltd. | 1160095 | 70266954 |
| #\* | EZCORP, Inc., <br> Class A<br>| 767527 | 14007368 |
|  | F&G Annuities & Life, <br> Inc.<br>| 81519 | 2417038 |
|  | Farmers & Merchants <br> Bancorp, Inc.<br>| 14616 | 349322 |
|  | Farmers National <br> Banc Corp.<br>| 43342 | 562579 |
|  | FB Financial Corp. | 21287 | 1149711 |
|  | Fidelis Insurance <br> Holdings Ltd.<br>| 498950 | 8971121 |
|  | Financial Institutions, <br> Inc.<br>| 181866 | 5170450 |
|  | Finward Bancorp | 280 | 9842 |
| \* | Finwise Bancorp | 8326 | 159776 |
|  | First American <br> Financial Corp.<br>| 597495 | 37349412 |
|  | First Bancorp, Inc. | 1942 | 48142 |
| # | First <br> Bancorp/Southern <br> Pines NC<br>| 223035 | 10826119 |
|  | First Bank | 175840 | 2746621 |
| # | First Busey Corp. | 1194804 | 26715817 |
|  | First Business <br> Financial Services, <br> Inc.<br>| 110444 | 5589571 |
|  | First Commonwealth <br> Financial Corp.<br>| 1330331 | 20340761 |

---

------

**U.S. Small Cap Value Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) |
|  | First Community <br> Bankshares, Inc.<br>| 43079 | $1393175 |
|  | First Community <br> Corp.<br>| 10758 | 288422 |
|  | First Financial <br> Bancorp<br>| 1404871 | 32888030 |
|  | First Financial Corp. | 163953 | 8741974 |
| \*» | First Financial <br> Northwest, Inc.<br>| 251056 | 301267 |
| \* | First Foundation, Inc. | 43909 | 238865 |
| # | First Hawaiian, Inc. | 1225306 | 30056756 |
|  | First Horizon Corp. | 296677 | 6337021 |
|  | First Internet Bancorp | 100192 | 1777406 |
|  | First Interstate <br> BancSystem, Inc., <br> Class A<br>| 1372148 | 42879625 |
|  | First Merchants Corp. | 739939 | 26253036 |
|  | First Mid Bancshares, <br> Inc.<br>| 159861 | 5711834 |
|  | First Northwest <br> Bancorp<br>| 19136 | 173564 |
|  | First United Corp. | 87861 | 3033840 |
| \* | First Western <br> Financial, Inc.<br>| 26812 | 619089 |
| \* | Firstsun Capital <br> Bancorp<br>| 24511 | 834354 |
|  | Flushing Financial <br> Corp.<br>| 360837 | 4932642 |
|  | FNB Corp. | 5386743 | 84679600 |
|  | Franklin Financial <br> Services Corp.<br>| 7867 | 356375 |
| # | Franklin Resources, <br> Inc.<br>| 634365 | 14342993 |
|  | FS Bancorp, Inc. | 61621 | 2384116 |
| # | Fulton Financial Corp. | 2669594 | 46370848 |
|  | FVCBankcorp, Inc. | 10941 | 133699 |
| \* | Genworth Financial, <br> Inc.<br>| 6207935 | 52394971 |
|  | Great Southern <br> Bancorp, Inc.<br>| 79484 | 4427259 |
| \* | Green Dot Corp., <br> Class A<br>| 663863 | 7707449 |
| \* | Greenlight Capital Re <br> Ltd., Class A<br>| 488773 | 5923929 |
| \* | Hamilton Insurance <br> Group Ltd., <br> Class B<br>| 73384 | 1736999 |
|  | Hancock Whitney <br> Corp.<br>| 1121005 | 64020596 |
|  | Hanmi Financial <br> Corp.<br>| 378195 | 9984348 |
| # | Hanover Bancorp, <br> Inc.<br>| 4101 | 84932 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) |
|  | HarborOne Bancorp, <br> Inc.<br>| 527436 | $6381976 |
|  | Hawthorn Bancshares, <br> Inc.<br>| 35815 | 1081971 |
|  | HBT Financial, Inc. | 11540 | 281461 |
|  | Heritage Commerce <br> Corp.<br>| 794099 | 8258630 |
|  | Heritage Financial <br> Corp.<br>| 428271 | 9503333 |
| \* | Heritage Insurance <br> Holdings, Inc.<br>| 20576 | 486211 |
|  | Hilltop Holdings, Inc. | 805445 | 26015873 |
|  | Home Bancorp, Inc. | 99243 | 5274765 |
|  | Home BancShares, <br> Inc.<br>| 316062 | 8442016 |
|  | HomeTrust <br> Bancshares, Inc.<br>| 215424 | 8468317 |
|  | Hope Bancorp, Inc. | 1610293 | 16891974 |
|  | Horace Mann <br> Educators Corp.<br>| 278369 | 12445878 |
|  | Horizon Bancorp, Inc. | 544875 | 8500050 |
|  | Independent Bank <br> Corp. (IBCP US)<br>| 47380 | 1431824 |
|  | Independent Bank <br> Corp. (INDB US)<br>| 591760 | 39819530 |
|  | International <br> Bancshares Corp.<br>| 313227 | 20792008 |
|  | Invesco Ltd. | 5572010 | 132056637 |
|  | Investar Holding <br> Corp.<br>| 83372 | 1980919 |
|  | Jackson Financial, <br> Inc., Class A<br>| 963087 | 97088800 |
|  | James River Group <br> Holdings Ltd.<br>| 15488 | 78989 |
|  | Janus Henderson <br> Group PLC<br>| 1059864 | 46167676 |
|  | Kearny Financial <br> Corp.<br>| 733399 | 4686420 |
|  | Kemper Corp. | 78951 | 3552005 |
|  | Landmark Bancorp, <br> Inc.<br>| 55186 | 1417728 |
|  | LCNB Corp. | 115897 | 1780178 |
| \* | LendingClub Corp. | 1036995 | 18033343 |
|  | Lincoln National <br> Corp.<br>| 993395 | 41722590 |
|  | Live Oak Bancshares, <br> Inc.<br>| 40186 | 1251392 |
|  | Magyar Bancorp, Inc. | 45405 | 783236 |
|  | MainStreet <br> Bancshares, Inc.<br>| 33410 | 619755 |
| \* | Mechanics Bancorp, <br> Class A<br>| 90958 | 1217928 |
|  | Mercantile Bank <br> Corp.<br>| 254829 | 11174252 |

---

------

**U.S. Small Cap Value Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) |
| # | Merchants Bancorp | 140998 | $4397728 |
|  | Meridian Corp. | 74487 | 1064419 |
|  | Metropolitan Bank <br> Holding Corp.<br>| 43548 | 2885926 |
|  | MGIC Investment <br> Corp.<br>| 3683704 | 101007164 |
|  | Mid Penn Bancorp, <br> Inc.<br>| 95248 | 2709806 |
|  | Middlefield Banc <br> Corp.<br>| 12704 | 414150 |
|  | Midland States <br> Bancorp, Inc.<br>| 277368 | 4060668 |
|  | MidWestOne Financial <br> Group, Inc.<br>| 97823 | 3618473 |
|  | MVB Financial Corp. | 63779 | 1631467 |
|  | National Bank <br> Holdings Corp., <br> Class A<br>| 285421 | 10178113 |
|  | Navient Corp. | 2005054 | 24521810 |
|  | NB Bancorp, Inc. | 3797 | 68612 |
|  | NBT Bancorp, Inc. | 43980 | 1779871 |
|  | Nelnet, Inc., Class A | 565034 | 72917638 |
|  | Nicolet Bankshares, <br> Inc.<br>| 38234 | 4516965 |
| \* | NMI Holdings, Inc. | 564386 | 20560582 |
|  | Northeast Bank | 604 | 52113 |
|  | Northeast Community <br> Bancorp, Inc.<br>| 98424 | 1933047 |
|  | Northfield Bancorp, <br> Inc.<br>| 573457 | 5860731 |
|  | Northrim BanCorp, <br> Inc.<br>| 214766 | 4720557 |
|  | Northwest <br> Bancshares, Inc.<br>| 1887798 | 22106115 |
|  | Oak Valley Bancorp | 976 | 26625 |
|  | OceanFirst Financial <br> Corp.<br>| 707340 | 12859441 |
|  | OFG Bancorp | 237609 | 9185964 |
| \* | Old Market Capital <br> Corp.<br>| 138264 | 746626 |
| # | Old National Bancorp | 4270459 | 87245477 |
|  | Old Republic <br> International Corp.<br>| 53102 | 2095405 |
|  | Old Second Bancorp, <br> Inc.<br>| 275323 | 4942048 |
| \* | Onity Group, Inc. | 96338 | 3609785 |
|  | OP Bancorp | 148940 | 1988349 |
| \* | Oportun Financial <br> Corp.<br>| 31889 | 169968 |
|  | Oppenheimer <br> Holdings, Inc., <br> Class A<br>| 134323 | 9370372 |
| \* | OptimumBank <br> Holdings, Inc.<br>| 1253 | 5125 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) |
|  | Origin Bancorp, Inc. | 258471 | $8958605 |
|  | Orrstown Financial <br> Services, Inc.<br>| 152480 | 5074534 |
|  | Parke Bancorp, Inc. | 125232 | 2706264 |
| #\* | Paysafe Ltd. | 340238 | 3746020 |
|  | PCB Bancorp | 142502 | 3002517 |
|  | Peapack-Gladstone <br> Financial Corp.<br>| 232356 | 5878607 |
|  | PennyMac Financial <br> Services, Inc.<br>| 190354 | 23948437 |
|  | Peoples Bancorp of <br> North Carolina, Inc.<br>| 7096 | 208835 |
|  | Peoples Bancorp, Inc. | 570462 | 16315213 |
|  | Peoples Financial <br> Services Corp.<br>| 57069 | 2541853 |
|  | Pinnacle Financial <br> Partners, Inc.<br>| 426260 | 36321615 |
| \* | Pioneer Bancorp, Inc. | 1132 | 14874 |
| \* | Ponce Financial <br> Group, Inc.<br>| 115639 | 1631666 |
|  | Popular, Inc. | 643331 | 71712107 |
| \* | PRA Group, Inc. | 454225 | 6227425 |
|  | Primis Financial Corp. | 316398 | 3443992 |
|  | Princeton Bancorp, <br> Inc.<br>| 41384 | 1286215 |
| \* | ProAssurance Corp. | 664413 | 15912691 |
|  | Prosperity <br> Bancshares, Inc.<br>| 1188734 | 78242472 |
| \* | Provident Bancorp, <br> Inc.<br>| 111797 | 1425412 |
|  | Provident Financial <br> Holdings, Inc.<br>| 169394 | 2645934 |
|  | Provident Financial <br> Services, Inc.<br>| 1950555 | 35675651 |
|  | QCR Holdings, Inc. | 141839 | 10551403 |
|  | Radian Group, Inc. | 1304227 | 44265464 |
|  | RBB Bancorp | 136848 | 2549478 |
|  | Red River <br> Bancshares, Inc.<br>| 1255 | 82905 |
|  | Regional Management <br> Corp.<br>| 169783 | 6680961 |
|  | RenaissanceRe <br> Holdings Ltd.<br>| 2310 | 586948 |
|  | Renasant Corp. | 1220683 | 41051569 |
| #\* | Repay Holdings Corp. | 973627 | 4176860 |
|  | Republic Bancorp, <br> Inc., Class A<br>| 155724 | 10262212 |
|  | Richmond Mutual <br> BanCorp, Inc.<br>| 7283 | 97082 |
|  | Riverview Bancorp, <br> Inc.<br>| 288650 | 1495207 |
|  | Rocket Cos., Inc., <br> Class A<br>| 1206944 | 20107687 |
|  | S&T Bancorp, Inc. | 528377 | 19359733 |

---

------

**U.S. Small Cap Value Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) |
|  | Safety Insurance <br> Group, Inc.<br>| 3375 | $231964 |
|  | SB Financial Group, <br> Inc.<br>| 67509 | 1320476 |
|  | Seacoast Banking <br> Corp. of Florida<br>| 256955 | 7785736 |
| \* | Security National <br> Financial Corp., <br> Class A<br>| 173617 | 1383727 |
| \* | Selectquote, Inc. | 1379 | 2868 |
|  | Shore Bancshares, <br> Inc.<br>| 315497 | 4924908 |
|  | Sierra Bancorp | 289461 | 8330688 |
|  | Simmons First <br> National Corp., <br> Class A<br>| 1762451 | 30631398 |
| \* | SiriusPoint Ltd. | 1324885 | 24112907 |
| # | SmartFinancial, Inc. | 201467 | 7045301 |
|  | South Plains <br> Financial, Inc.<br>| 43916 | 1602934 |
| \* | Southern First <br> Bancshares, Inc.<br>| 46281 | 2028959 |
|  | Southern Missouri <br> Bancorp, Inc.<br>| 30720 | 1610957 |
|  | Southside <br> Bancshares, Inc.<br>| 124934 | 3513144 |
|  | Southstate Bank <br> Corp.<br>| 950058 | 84222642 |
|  | SR Bancorp, Inc. | 7425 | 109296 |
|  | Stellar Bancorp, Inc. | 455955 | 13418756 |
| #\*†† | Sterling Bancorp, Inc. | 224071 | 0 |
|  | Stewart Information <br> Services Corp.<br>| 226499 | 15463087 |
|  | Summit State Bank | 10197 | 111861 |
|  | SWK Holdings Corp. | 5520 | 89369 |
|  | Synovus Financial <br> Corp.<br>| 532900 | 23788656 |
| \* | Texas Capital <br> Bancshares, Inc.<br>| 680158 | 57024447 |
| \* | Third Coast <br> Bancshares, Inc.<br>| 121296 | 4457628 |
|  | Timberland Bancorp, <br> Inc.<br>| 129504 | 4159668 |
|  | Tiptree, Inc. | 305437 | 5409289 |
|  | Tompkins Financial <br> Corp.<br>| 33390 | 2118929 |
|  | Towne Bank | 971199 | 31573679 |
|  | TriCo Bancshares | 223422 | 9881955 |
|  | TrustCo Bank Corp. | 272452 | 10274165 |
|  | Trustmark Corp. | 824851 | 30700954 |
|  | UMB Financial Corp. | 346995 | 37086826 |
| \*†† | Unico American Corp. | 99017 | 2970 |
|  | United Bancshares, <br> Inc.<br>| 6413 | 224840 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) |
|  | United Bankshares, <br> Inc.<br>| 1928341 | $69015324 |
|  | United Community <br> Banks, Inc.<br>| 1391308 | 40626194 |
|  | United Fire Group, <br> Inc.<br>| 303680 | 9180246 |
| # | United Security <br> Bancshares<br>| 265629 | 2434490 |
|  | Unity Bancorp, Inc. | 49758 | 2259511 |
|  | Univest Financial <br> Corp.<br>| 424997 | 12477912 |
|  | Valley National <br> Bancorp<br>| 6836495 | 74312690 |
| \* | Velocity Financial, <br> Inc.<br>| 34471 | 641850 |
|  | Virtus Investment <br> Partners, Inc.<br>| 2654 | 432124 |
|  | WaFd, Inc. | 1096927 | 31843791 |
|  | Washington Trust <br> Bancorp, Inc.<br>| 173042 | 4713664 |
|  | Waterstone Financial, <br> Inc.<br>| 273538 | 4185131 |
|  | Webster Financial <br> Corp.<br>| 1849169 | 105476600 |
|  | WesBanco, Inc. | 1376576 | 41434938 |
|  | Westamerica <br> BanCorp<br>| 1435 | 68378 |
|  | Western Alliance <br> Bancorp<br>| 667916 | 51663303 |
|  | Western New England <br> Bancorp, Inc.<br>| 354782 | 4033871 |
|  | Westwood Holdings <br> Group, Inc.<br>| 6492 | 108741 |
|  | White Mountains <br> Insurance Group <br> Ltd.<br>| 34474 | 65657801 |
|  | Wintrust Financial <br> Corp.<br>| 532721 | 69264384 |
|  | WSFS Financial <br> Corp.<br>| 752906 | 39218874 |
|  | WVS Financial Corp. | 1740 | 21820 |
|  | Zions Bancorp NA | 1682563 | 87678358 |
| TOTAL FINANCIALS | TOTAL FINANCIALS |  | 4585891507 |
| HEALTH CARE — (7.1%) | HEALTH CARE — (7.1%) | HEALTH CARE — (7.1%) | HEALTH CARE — (7.1%) |
| \* | Acadia Healthcare <br> Co., Inc.<br>| 410944 | 8835296 |
| \* | AdaptHealth Corp. | 1144510 | 10289145 |
| \* | American Shared <br> Hospital Services<br>| 118315 | 267392 |
| \* | AMN Healthcare <br> Services, Inc.<br>| 28283 | 556892 |

---

------

**U.S. Small Cap Value Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| HEALTH CARE — (Continued) | HEALTH CARE — (Continued) | HEALTH CARE — (Continued) | HEALTH CARE — (Continued) |
| \* | Amphastar <br> Pharmaceuticals, <br> Inc.<br>| 293475 | $7483613 |
| \* | Anika Therapeutics, <br> Inc.<br>| 20453 | 199417 |
| \* | Astrana Health, Inc. | 30884 | 963890 |
| \* | Avanos Medical, Inc. | 536755 | 5963348 |
| \* | Avantor, Inc. | 3712049 | 43876419 |
| \* | Azenta, Inc. | 727004 | 21955521 |
|  | Baxter International, <br> Inc.<br>| 452486 | 8357416 |
| \* | BioMarin <br> Pharmaceutical, <br> Inc.<br>| 289812 | 15525229 |
| \* | Bio-Rad Laboratories, <br> Inc., Class A<br>| 290646 | 92875929 |
| \* | CareCloud, Inc. | 13795 | 40695 |
| \* | CareDx, Inc. | 143680 | 2155200 |
| \* | Castle Biosciences, <br> Inc.<br>| 347644 | 8864922 |
| #\* | Certara, Inc. | 1591393 | 18507901 |
| \* | Charles River <br> Laboratories <br> International, Inc.<br>| 135936 | 24477996 |
|  | CONMED Corp. | 230818 | 10155992 |
| \* | Cross Country <br> Healthcare, Inc.<br>| 213370 | 2615916 |
| \* | Cumberland <br> Pharmaceuticals, <br> Inc.<br>| 6891 | 20604 |
| \* | Cytek Biosciences, <br> Inc.<br>| 117931 | 459931 |
|  | Dentsply Sirona, Inc. | 469638 | 5922135 |
| \* | DocGo, Inc. | 18572 | 20243 |
| #\* | Elanco Animal Health, <br> Inc.<br>| 6565758 | 145431540 |
| #\* | Emergent <br> BioSolutions, Inc.<br>| 206265 | 2574187 |
| \* | Enhabit, Inc. | 181092 | 1472278 |
| \* | Enovis Corp. | 660026 | 20619212 |
| \* | Entrada Therapeutics, <br> Inc.<br>| 59077 | 410585 |
| \* | Envista Holdings <br> Corp.<br>| 2235061 | 45483491 |
| #\* | Evolent Health, Inc., <br> Class A<br>| 87256 | 581998 |
| \* | FONAR Corp. | 82069 | 1234318 |
| \* | Fulgent Genetics, Inc. | 21203 | 476007 |
| \* | Globus Medical, Inc., <br> Class A<br>| 356221 | 21512186 |
| \* | GoodRx Holdings, <br> Inc., Class A<br>| 41815 | 140917 |
| \* | Harmony Biosciences <br> Holdings, Inc.<br>| 65161 | 1861650 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| HEALTH CARE — (Continued) | HEALTH CARE — (Continued) | HEALTH CARE — (Continued) | HEALTH CARE — (Continued) |
|  | HealthStream, Inc. | 17713 | $435740 |
| \* | ICU Medical, Inc. | 131871 | 15836388 |
| \* | Innoviva, Inc. | 1047385 | 19062407 |
| \* | Integer Holdings <br> Corp.<br>| 183579 | 11853696 |
| \* | Integra LifeSciences <br> Holdings Corp.<br>| 651151 | 7820324 |
| \* | Jazz Pharmaceuticals <br> PLC<br>| 782114 | 107650171 |
| \* | Kewaunee Scientific <br> Corp.<br>| 43695 | 1827325 |
| \* | LENSAR, Inc. | 1627 | 20012 |
| \* | LifeStance Health <br> Group, Inc.<br>| 1394880 | 6834912 |
| \* | LivaNova PLC | 7970 | 419461 |
| \* | Molina Healthcare, <br> Inc.<br>| 125724 | 19243315 |
| #\* | Monte Rosa <br> Therapeutics, Inc.<br>| 48273 | 620308 |
|  | National HealthCare <br> Corp.<br>| 203655 | 24324553 |
| #\* | Neogen Corp. | 2248792 | 13875047 |
| \* | NeoGenomics, Inc. | 313395 | 3061869 |
| #\*†† | OCA, Inc. | 492841 | 0 |
| \*» | OmniAb, Inc. <br> (2200963D US)<br>| 2029 | 0 |
| \*» | OmniAb, Inc. <br> (2200964D US)<br>| 2029 | 0 |
| \* | Omnicell, Inc. | 590013 | 19806736 |
| \* | OraSure <br> Technologies, Inc.<br>| 696547 | 1908539 |
| \* | OrthoPediatrics Corp. | 41730 | 702733 |
| \* | Owens & Minor, Inc. | 800981 | 3179895 |
| \* | Pacira BioSciences, <br> Inc.<br>| 539375 | 11531837 |
| \*†† | PDL BioPharma, Inc. | 1226353 | 515068 |
| \* | Pediatrix Medical <br> Group, Inc.<br>| 397454 | 6744794 |
|  | Perrigo Co. PLC | 1753080 | 36358879 |
| # | Premier, Inc., Class A | 1229418 | 34571234 |
| \* | Prestige Consumer <br> Healthcare, Inc.<br>| 485117 | 29398090 |
| \* | Puma Biotechnology, <br> Inc.<br>| 142253 | 725490 |
| \* | QuidelOrtho Corp. | 749246 | 20222150 |
| \* | Quipt Home Medical <br> Corp.<br>| 96673 | 236849 |
| # | Revvity, Inc. | 394835 | 36952608 |
|  | Select Medical <br> Holdings Corp.<br>| 565216 | 7816937 |
| #\* | Sensus Healthcare, <br> Inc.<br>| 72974 | 232787 |
|  | SIGA Technologies, <br> Inc.<br>| 8824 | 73063 |

---

------

**U.S. Small Cap Value Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| HEALTH CARE — (Continued) | HEALTH CARE — (Continued) | HEALTH CARE — (Continued) | HEALTH CARE — (Continued) |
| \* | Supernus <br> Pharmaceuticals, <br> Inc.<br>| 579575 | $31951970 |
| #\* | Surgery Partners, Inc. | 1146816 | 25149675 |
| \* | Tactile Systems <br> Technology, Inc.<br>| 295919 | 4459499 |
| \* | Teladoc Health, Inc. | 1000259 | 8632235 |
|  | Teleflex, Inc. | 231262 | 28785181 |
| \* | TruBridge, Inc. | 43262 | 831496 |
|  | Universal Health <br> Services, Inc., <br> Class B<br>| 77063 | 16723442 |
|  | Utah Medical <br> Products, Inc.<br>| 31407 | 1824747 |
| \* | Vanda <br> Pharmaceuticals, <br> Inc.<br>| 402020 | 1748787 |
| \* | Varex Imaging Corp. | 405239 | 4737244 |
|  | Viatris, Inc. | 7292977 | 75555242 |
| \* | Voyager Therapeutics, <br> Inc.<br>| 111211 | 519355 |
| TOTAL HEALTH CARE | TOTAL HEALTH CARE |  | 1176971501 |
| INDUSTRIALS — (15.9%) | INDUSTRIALS — (15.9%) | INDUSTRIALS — (15.9%) | INDUSTRIALS — (15.9%) |
| \* | AAR Corp. | 196165 | 16519055 |
|  | ABM Industries, Inc. | 927823 | 39896389 |
|  | ACCO Brands Corp. | 757639 | 2848723 |
|  | Acme United Corp. | 27459 | 1043717 |
|  | Aebi Schmidt Holding <br> AG<br>| 167521 | 1867859 |
| \* | AerSale Corp. | 210302 | 1560441 |
|  | AGCO Corp. | 730584 | 75367045 |
| \* | Air Industries Group | 7084 | 23165 |
|  | Air Lease Corp. | 831777 | 53117279 |
|  | Alamo Group, Inc. | 6617 | 1182590 |
| \* | Alaska Air Group, Inc. | 1533888 | 64009146 |
|  | Albany International <br> Corp., Class A<br>| 3300 | 186714 |
| # | Alight, Inc., Class A | 6328448 | 18225930 |
| #\* | Allegiant Travel Co. | 118732 | 7382756 |
|  | Allient, Inc. | 73381 | 4012473 |
| \* | Amentum Holdings, <br> Inc.<br>| 177123 | 3969326 |
| \* | Ameresco, Inc., <br> Class A<br>| 179422 | 7090757 |
| \* | American Woodmark <br> Corp.<br>| 253281 | 16141598 |
|  | Apogee Enterprises, <br> Inc.<br>| 74550 | 2729275 |
|  | ArcBest Corp. | 320247 | 23800757 |
|  | Arcosa, Inc. | 622541 | 63499182 |
|  | Astec Industries, Inc. | 331845 | 15440748 |
| #\* | Asure Software, Inc. | 163675 | 1448524 |
|  | Atkore, Inc. | 136370 | 9443622 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) |
| \* | Avalon Holdings <br> Corp., Class A<br>| 10149 | $27808 |
|  | AZZ, Inc. | 82299 | 8217555 |
|  | BGSF, Inc. | 12052 | 40374 |
| \* | BlueLinx Holdings, <br> Inc.<br>| 116887 | 7649085 |
|  | Boise Cascade Co. | 404870 | 28539286 |
| \* | Bowman Consulting <br> Group Ltd.<br>| 39374 | 1704500 |
| \* | BrightView Holdings, <br> Inc.<br>| 1210973 | 14919187 |
| \* | Broadwind, Inc. | 39495 | 92418 |
| \* | CACI International, <br> Inc., Class A<br>| 13028 | 7324993 |
| \* | Cadeler AS (CDLR <br> US), ADR<br>| 23519 | 435807 |
| \* | Chart Industries, Inc. | 205033 | 40928687 |
|  | Chicago Rivet & <br> Machine Co.<br>| 27374 | 253210 |
|  | Civeo Corp. | 125155 | 2600721 |
| \* | Clarivate PLC | 2864686 | 9739932 |
|  | Columbus McKinnon <br> Corp.<br>| 356856 | 5791773 |
|  | CompX International, <br> Inc.<br>| 65184 | 1465988 |
| # | Concentrix Corp. | 244916 | 9872564 |
|  | Concrete Pumping <br> Holdings, Inc.<br>| 459398 | 2935553 |
| \* | Conduent, Inc. | 1675699 | 3988164 |
|  | Copa Holdings SA, <br> Class A<br>| 251681 | 31512978 |
| \* | Costamare Bulkers <br> Holdings Ltd.<br>| 353165 | 4569955 |
| # | Costamare, Inc. | 1765828 | 21578418 |
|  | Covenant Logistics <br> Group, Inc.<br>| 304227 | 6136259 |
| \*» | CPI Aerostructures, <br> Inc.<br>| 22389 | 55749 |
| \* | Custom Truck One <br> Source, Inc.<br>| 874020 | 5147978 |
|  | Deluxe Corp. | 588221 | 10652682 |
| \* | DLH Holdings Corp. | 20847 | 129668 |
| \* | DNOW, Inc. | 1432491 | 21057618 |
|  | Douglas Dynamics, <br> Inc.<br>| 1957 | 59160 |
| \* | Ducommun, Inc. | 170761 | 15667322 |
|  | Eastern Co. | 94453 | 2016572 |
|  | EnerSys | 168137 | 21212164 |
|  | Ennis, Inc. | 554504 | 9093866 |
|  | Enpro, Inc. | 74710 | 17333467 |
| \* | Enviri Corp. | 858270 | 10479477 |
|  | Espey Mfg. & <br> Electronics Corp.<br>| 1996 | 74870 |
| #\* | First Advantage Corp. | 298581 | 3771078 |

---

------

**U.S. Small Cap Value Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) |
| \* | Fluor Corp. | 974843 | $47543093 |
| \* | Forrester Research, <br> Inc.<br>| 56160 | 400421 |
| #\* | Frontier Group <br> Holdings, Inc.<br>| 135569 | 523296 |
| \* | Gates Industrial Corp. <br> PLC<br>| 3422148 | 75561028 |
|  | GATX Corp. | 204476 | 32072061 |
| # | Genco Shipping & <br> Trading Ltd.<br>| 644187 | 10976946 |
| \* | Gencor Industries, <br> Inc.<br>| 174896 | 2376837 |
| \* | Gibraltar Industries, <br> Inc.<br>| 294938 | 18401182 |
| \* | Great Lakes Dredge & <br> Dock Corp.<br>| 951556 | 10800161 |
|  | Greenbrier Cos., Inc. | 430789 | 17994057 |
| \* | GXO Logistics, Inc. | 1035128 | 58184545 |
|  | Heartland Express, <br> Inc.<br>| 986563 | 7695191 |
|  | Heidrick & Struggles <br> International, Inc.<br>| 148733 | 8681545 |
|  | Helios Technologies, <br> Inc.<br>| 271203 | 15013798 |
|  | Hillenbrand, Inc. | 483235 | 15270226 |
| \* | Hillman Solutions <br> Corp.<br>| 1735467 | 16001006 |
|  | HNI Corp. | 12531 | 512769 |
|  | Hub Group, Inc., <br> Class A<br>| 952985 | 35098438 |
| \* | Hudson Technologies, <br> Inc.<br>| 371008 | 3366898 |
|  | Huntington Ingalls <br> Industries, Inc.<br>| 190086 | 61211494 |
| \* | Hurco Cos., Inc. | 110598 | 1985234 |
|  | Hyster-Yale, Inc. | 38185 | 1372369 |
|  | ICF International, Inc. | 129990 | 10435597 |
|  | Insteel Industries, Inc. | 172696 | 5395023 |
|  | Interface, Inc. | 277700 | 6914730 |
| \* | Janus International <br> Group, Inc.<br>| 256070 | 2458272 |
| \* | JELD-WEN Holding, <br> Inc.<br>| 531773 | 2307895 |
| #\* | JetBlue Airways Corp. | 4463344 | 18746045 |
|  | Kelly Services, Inc., <br> Class A<br>| 671562 | 7528210 |
|  | Kennametal, Inc. | 1107524 | 24310152 |
| \* | Kirby Corp. | 703054 | 72752028 |
|  | Knight-Swift <br> Transportation <br> Holdings, Inc.<br>| 2068666 | 93338210 |
|  | Korn Ferry | 536428 | 34706892 |
| \* | L.B. Foster Co., <br> Class A<br>| 160670 | 4402358 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) |
|  | LSI Industries, Inc. | 89288 | $2043802 |
|  | Luxfer Holdings PLC | 137924 | 1682673 |
| #\* | Manitowoc Co., Inc. | 476342 | 4844398 |
|  | ManpowerGroup, Inc. | 540869 | 16583044 |
|  | Marten Transport Ltd. | 1331054 | 13643303 |
| \* | Mastech Digital, Inc. | 1688 | 11647 |
| \* | Masterbrand, Inc. | 1238544 | 15642811 |
| # | Matson, Inc. | 446440 | 45068118 |
|  | Maximus, Inc. | 7269 | 604199 |
| \* | Mayville Engineering <br> Co., Inc.<br>| 146023 | 2602130 |
| \* | Middleby Corp. | 247865 | 30792269 |
|  | Miller Industries, Inc. | 153545 | 6163296 |
|  | MillerKnoll, Inc. | 881246 | 13765063 |
| \* | Mistras Group, Inc. | 389044 | 3711480 |
| \* | MRC Global, Inc. | 541965 | 7560412 |
|  | National Presto <br> Industries, Inc.<br>| 44215 | 4729679 |
|  | NL Industries, Inc. | 787540 | 4764617 |
| \* | NPK International, <br> Inc.<br>| 473831 | 5828121 |
| \* | NWPX Infrastructure, <br> Inc.<br>| 166719 | 10029815 |
| \* | OPENLANE, Inc. | 1237311 | 32689757 |
| \* | Orion Group Holdings, <br> Inc.<br>| 213591 | 2300375 |
|  | Oshkosh Corp. | 690046 | 85075771 |
|  | Owens Corning | 14150 | 1801436 |
| #\* | PAMT Corp. | 338930 | 3413025 |
|  | Pangaea Logistics <br> Solutions Ltd.<br>| 696514 | 3447744 |
|  | Park-Ohio Holdings <br> Corp.<br>| 180081 | 3715071 |
| \* | Perma-Pipe <br> International <br> Holdings, Inc.<br>| 138804 | 3847647 |
|  | Preformed Line <br> Products Co.<br>| 60850 | 12906893 |
| \* | Proto Labs, Inc. | 274558 | 13662006 |
| # | Quanex Building <br> Products Corp.<br>| 447255 | 6355494 |
| \* | Radiant Logistics, Inc. | 628615 | 3803121 |
|  | Regal Rexnord Corp. | 441513 | 62204767 |
| \* | Resideo Technologies, <br> Inc.<br>| 1454495 | 62252386 |
|  | Resources <br> Connection, Inc.<br>| 341313 | 1501777 |
|  | Rush Enterprises, Inc. <br> (RUSHA US), <br> Class A<br>| 711993 | 35179574 |
|  | Rush Enterprises, Inc. <br> (RUSHB US), <br> Class B<br>| 542687 | 28474787 |
|  | Ryder System, Inc. | 190749 | 32280453 |

---

------

**U.S. Small Cap Value Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) |
|  | Schneider National, <br> Inc., Class B<br>| 1205180 | $25754697 |
|  | Sensata Technologies <br> Holding PLC<br>| 1893533 | 60271155 |
| \* | SIFCO Industries, <br> Inc.<br>| 49091 | 360819 |
| \* | SkyWest, Inc. | 572572 | 57532035 |
|  | Stanley Black & <br> Decker, Inc.<br>| 975476 | 66059235 |
|  | Steelcase, Inc., <br> Class A<br>| 1364403 | 21775872 |
| #\* | Sun Country Airlines <br> Holdings, Inc.<br>| 639999 | 7859188 |
| \* | Sunrun, Inc. | 1553360 | 32247754 |
| \* | Taylor Devices, Inc. | 3503 | 160332 |
|  | Terex Corp. | 474160 | 21820843 |
| \* | Thermon Group <br> Holdings, Inc.<br>| 278454 | 7999983 |
| \* | TIC Solutions, Inc. | 317107 | 3846508 |
|  | Timken Co. | 512542 | 40239672 |
| \* | Titan International, <br> Inc.<br>| 565159 | 4266950 |
| \* | Titan Machinery, Inc. | 370910 | 6082924 |
|  | Trinity Industries, Inc. | 942630 | 25799783 |
| \* | TrueBlue, Inc. | 77765 | 368606 |
| \* | TTEC Holdings, Inc. | 12329 | 43028 |
|  | Twin Disc, Inc. | 106033 | 1660477 |
|  | UFP Industries, Inc. | 167280 | 15411506 |
| #\* | U-Haul Holding Co. <br> (UHAL US)<br>| 33161 | 1762839 |
|  | U-Haul Holding Co. <br> (UHAL/B US)<br>| 124283 | 6026483 |
| \* | Ultralife Corp. | 226959 | 1595522 |
|  | UniFirst Corp. | 138314 | 21348766 |
| # | Universal Logistics <br> Holdings, Inc.<br>| 72111 | 1166756 |
| \* | V2X, Inc. | 195593 | 11166404 |
|  | Vestis Corp. | 1110920 | 5832330 |
| # | Virco Mfg. Corp. | 124162 | 908866 |
| \* | VirTra, Inc. | 47855 | 290958 |
| # | Werner Enterprises, <br> Inc.<br>| 822918 | 21560452 |
|  | WESCO International, <br> Inc.<br>| 354676 | 92049062 |
|  | Willis Lease Finance <br> Corp.<br>| 204748 | 26285548 |
| TOTAL INDUSTRIALS | TOTAL INDUSTRIALS |  | 2656760278 |
| INFORMATION TECHNOLOGY — (6.2%) | INFORMATION TECHNOLOGY — (6.2%) | INFORMATION TECHNOLOGY — (6.2%) | INFORMATION TECHNOLOGY — (6.2%) |
| #\* | Alithya Group, Inc., <br> Class A<br>| 111904 | 142118 |
| \* | Alpha & Omega <br> Semiconductor Ltd.<br>| 416897 | 11698130 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| INFORMATION TECHNOLOGY — (Continued) | INFORMATION TECHNOLOGY — (Continued) | INFORMATION TECHNOLOGY — (Continued) | INFORMATION TECHNOLOGY — (Continued) |
|  | Amkor Technology, <br> Inc.<br>| 3460921 | $111718530 |
| \* | Amtech Systems, Inc. | 316328 | 2508481 |
| \* | Arrow Electronics, <br> Inc.<br>| 688912 | 76848134 |
| \* | ASGN, Inc. | 318589 | 14260044 |
| \* | AstroNova, Inc. | 163432 | 1483963 |
| \* | Aviat Networks, Inc. | 40364 | 1007485 |
| # | Avnet, Inc. | 1686327 | 81702543 |
| \* | Aware, Inc. | 339412 | 750101 |
| \* | Axcelis Technologies, <br> Inc.<br>| 18180 | 1446401 |
|  | Benchmark <br> Electronics, Inc.<br>| 653408 | 28632339 |
| #\* | Bill Holdings, Inc. | 840085 | 41718621 |
| #\* | Cleanspark, Inc. | 259128 | 4612478 |
| \* | Clearfield, Inc. | 5700 | 201210 |
| #\* | Cohu, Inc. | 353970 | 8420946 |
| \* | Comtech <br> Telecommunications <br> Corp.<br>| 129236 | 367030 |
| \* | Corsair Gaming, Inc. | 233081 | 1899610 |
|  | CSP, Inc. | 117380 | 1565849 |
| \* | Daily Journal Corp. | 1043 | 422457 |
| \* | Diebold Nixdorf, Inc. | 140251 | 8295847 |
| \* | Digi International, Inc. | 204895 | 7515549 |
| \* | Diodes, Inc. | 522185 | 27863792 |
| \* | DXC Technology Co. | 2394052 | 33995538 |
| \* | Eastman Kodak Co. | 368315 | 2335117 |
| \* | EPAM Systems, Inc. | 1833 | 299769 |
|  | ePlus, Inc. | 179174 | 13108370 |
| \* | Expensify, Inc., <br> Class A<br>| 30054 | 48988 |
| \* | Globant SA | 21489 | 1323293 |
| \* | Grid Dynamics <br> Holdings, Inc.<br>| 67339 | 628946 |
| \* | Ichor Holdings Ltd. | 356013 | 8074375 |
| \* | IPG Photonics Corp. | 371963 | 31661491 |
| \* | Key Tronic Corp. | 214941 | 765190 |
| \* | Kimball Electronics, <br> Inc.<br>| 457567 | 13303761 |
| \* | Knowles Corp. | 1121389 | 26475994 |
| \* | KVH Industries, Inc. | 63177 | 377167 |
| \* | Lantronix, Inc. | 85834 | 423162 |
|  | Littelfuse, Inc. | 15227 | 3704881 |
| \* | LiveRamp Holdings, <br> Inc.<br>| 1000 | 27340 |
|  | Methode Electronics, <br> Inc.<br>| 89771 | 604159 |
| \* | Mitek Systems, Inc. | 4063 | 37420 |
| \* | N-able, Inc. | 93248 | 730132 |
| \* | NCR Voyix Corp. | 277018 | 3160775 |
| \* | NETGEAR, Inc. | 243832 | 8465847 |
| \* | NetScout Systems, <br> Inc.<br>| 965443 | 26839315 |

---

------

**U.S. Small Cap Value Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| INFORMATION TECHNOLOGY — (Continued) | INFORMATION TECHNOLOGY — (Continued) | INFORMATION TECHNOLOGY — (Continued) | INFORMATION TECHNOLOGY — (Continued) |
| \* | Optical Cable Corp. | 62949 | $495409 |
|  | PC Connection, Inc. | 328821 | 20048216 |
| #\* | Penguin Solutions, <br> Inc.<br>| 185714 | 4135851 |
| \* | Photronics, Inc. | 873082 | 20866660 |
| \* | Plexus Corp. | 132105 | 18481489 |
| #\* | Powerfleet, Inc. NJ | 350746 | 1788805 |
| \* | Ribbon <br> Communications, <br> Inc.<br>| 900670 | 3026251 |
| # | Richardson <br> Electronics Ltd.<br>| 248494 | 2678765 |
| \* | Rogers Corp. | 197615 | 17299217 |
| \* | Sanmina Corp. | 452977 | 62080498 |
| \* | ScanSource, Inc. | 377407 | 16192647 |
| #\*†† | Silicon Graphics, Inc. | 289563 | 0 |
|  | Skyworks Solutions, <br> Inc.<br>| 707163 | 54960708 |
| \* | Synaptics, Inc. | 36143 | 2563984 |
|  | TD SYNNEX Corp. | 280020 | 43820330 |
| \* | TransAct <br> Technologies, Inc.<br>| 107406 | 505882 |
| \* | Trio-Tech <br> International<br>| 57299 | 422867 |
| \* | TTM Technologies, <br> Inc.<br>| 873147 | 58675478 |
| \* | Turtle Beach Corp. | 6907 | 116728 |
| \* | Ultra Clean Holdings, <br> Inc.<br>| 297559 | 8156092 |
| \* | Veeco Instruments, <br> Inc.<br>| 275664 | 7925340 |
| \* | Verint Systems, Inc. | 563241 | 11422527 |
| #\* | Viasat, Inc. | 619300 | 24660526 |
|  | Vishay <br> Intertechnology, <br> Inc.<br>| 1741053 | 29563080 |
| \* | Vishay Precision <br> Group, Inc.<br>| 171388 | 6420194 |
| # | Xerox Holdings Corp. | 1560133 | 5179642 |
| \* | Xperi, Inc. | 8310 | 55843 |
| TOTAL INFORMATION <br> TECHNOLOGY | TOTAL INFORMATION <br> TECHNOLOGY |  | 1033015717 |
| MATERIALS — (5.7%) | MATERIALS — (5.7%) | MATERIALS — (5.7%) | MATERIALS — (5.7%) |
| # | AdvanSix, Inc. | 346250 | 6436788 |
| # | Alcoa Corp. | 2494179 | 91760845 |
| #\* | Alpha Metallurgical <br> Resources, Inc.<br>| 139746 | 24212392 |
| \* | American Vanguard <br> Corp.<br>| 271607 | 1214083 |
| \* | Arq, Inc. | 129066 | 856998 |
| \* | Ascent Industries Co. | 53841 | 654707 |
|  | Ashland, Inc. | 527585 | 25798906 |
| \* | Aspen Aerogels, Inc. | 248375 | 2021773 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| MATERIALS — (Continued) | MATERIALS — (Continued) | MATERIALS — (Continued) | MATERIALS — (Continued) |
|  | Avient Corp. | 1000761 | $32094405 |
|  | Caledonia Mining <br> Corp. PLC<br>| 58909 | 1656521 |
|  | Celanese Corp. | 35667 | 1371039 |
| \* | Clearwater Paper <br> Corp.<br>| 225323 | 3976951 |
| #\* | Cleveland-Cliffs, Inc. | 5939991 | 73834088 |
|  | Commercial Metals <br> Co.<br>| 1582984 | 93965930 |
| \* | Core Molding <br> Technologies, Inc.<br>| 128252 | 2296993 |
|  | Eastman Chemical <br> Co.<br>| 784901 | 46717308 |
| \* | Ecovyst, Inc. | 1514903 | 12407056 |
|  | Element Solutions, <br> Inc.<br>| 1192897 | 31874208 |
|  | Ferroglobe PLC | 273106 | 1324564 |
| # | FMC Corp. | 238985 | 3625402 |
|  | Fortitude Gold Corp. | 40459 | 173569 |
| # | Friedman Industries, <br> Inc.<br>| 165653 | 3518470 |
| # | Graphic Packaging <br> Holding Co.<br>| 851646 | 13617820 |
|  | Greif, Inc. (GEF US), <br> Class A<br>| 541389 | 30799620 |
|  | Greif, Inc. (GEF/B <br> US), Class B<br>| 29116 | 1716388 |
|  | HB Fuller Co. | 368790 | 21157482 |
|  | Hecla Mining Co. | 423530 | 5450831 |
|  | Huntsman Corp. | 1780219 | 14740213 |
|  | Innospec, Inc. | 103936 | 7647611 |
| \* | Intrepid Potash, Inc. | 170730 | 4546540 |
|  | Kaiser Aluminum <br> Corp.<br>| 129642 | 11736490 |
|  | Koppers Holdings, <br> Inc.<br>| 268544 | 7578312 |
|  | Kronos Worldwide, <br> Inc.<br>| 718664 | 3535827 |
| \* | LSB Industries, Inc. | 262319 | 2211349 |
|  | Materion Corp. | 102686 | 11770896 |
|  | Mativ Holdings, Inc. | 193682 | 2068524 |
| #\* | McEwen, Inc. | 67121 | 1230328 |
|  | Mercer International, <br> Inc.<br>| 451858 | 948902 |
| \* | Metallus, Inc. | 637342 | 11210846 |
|  | Minerals <br> Technologies, Inc.<br>| 468872 | 26608486 |
|  | Mosaic Co. | 2750353 | 75497190 |
|  | Myers Industries, Inc. | 205458 | 3560587 |
|  | Nexa Resources SA | 157274 | 913762 |
|  | Northern Technologies <br> International Corp.<br>| 1810 | 13448 |
| \* | O-I Glass, Inc. | 1778472 | 20078949 |
|  | Olin Corp. | 498413 | 10317149 |

---

------

**U.S. Small Cap Value Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| MATERIALS — (Continued) | MATERIALS — (Continued) | MATERIALS — (Continued) | MATERIALS — (Continued) |
|  | Olympic Steel, Inc. | 183921 | $6805077 |
|  | Orion SA | 426328 | 2259538 |
| \* | Perimeter Solutions, <br> Inc.<br>| 901722 | 21199484 |
|  | Quaker Chemical <br> Corp.<br>| 123772 | 17190693 |
| \* | Ranpak Holdings <br> Corp.<br>| 817559 | 4333063 |
| \* | Rayonier Advanced <br> Materials, Inc.<br>| 896342 | 6229577 |
| †† | Resolute Forest <br> Products, Inc.<br>| 1372760 | 365566 |
|  | Ryerson Holding <br> Corp.<br>| 392630 | 8661418 |
|  | Silgan Holdings, Inc. | 96792 | 3738107 |
|  | Sonoco Products Co. | 692037 | 28075941 |
|  | Stepan Co. | 264770 | 11477780 |
|  | SunCoke Energy, Inc. | 1330758 | 10659372 |
| \* | Tredegar Corp. | 9050 | 62536 |
|  | TriMas Corp. | 412697 | 14663124 |
|  | Tronox Holdings PLC | 1826866 | 6394031 |
|  | Warrior Met Coal, Inc. | 324520 | 22015437 |
| \*» | Webco Industries, <br> Inc.<br>| 4296 | 842016 |
|  | Westlake Corp. | 244407 | 16817646 |
|  | Worthington Steel, <br> Inc.<br>| 362152 | 11585242 |
| TOTAL MATERIALS | TOTAL MATERIALS |  | 944126194 |
| REAL ESTATE — (0.9%) | REAL ESTATE — (0.9%) | REAL ESTATE — (0.9%) | REAL ESTATE — (0.9%) |
| \* | AMREP Corp. | 20447 | 439202 |
| \* | Anywhere Real <br> Estate, Inc.<br>| 1514310 | 15218815 |
| \* | Cushman & Wakefield <br> PLC<br>| 2968743 | 46609265 |
| \* | Five Point <br> Holdings LLC, <br> Class A<br>| 206323 | 1206990 |
| \* | Forestar Group, Inc. | 679574 | 17675720 |
| \* | FRP Holdings, Inc. | 202510 | 4799487 |
| \* | Howard Hughes <br> Holdings, Inc.<br>| 378633 | 30018024 |
| \* | Jones Lang LaSalle, <br> Inc.<br>| 102304 | 31211927 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| REAL ESTATE — (Continued) | REAL ESTATE — (Continued) | REAL ESTATE — (Continued) | REAL ESTATE — (Continued) |
|  | Kennedy-Wilson <br> Holdings, Inc.<br>| 106767 | $807158 |
| \* | RE/MAX Holdings, <br> Inc., Class A<br>| 215149 | 1706132 |
| \* | Seaport Entertainment <br> Group, Inc.<br>| 90796 | 2185460 |
| #\* | Stratus Properties, <br> Inc.<br>| 107843 | 2026370 |
| \* | Tejon Ranch Co. | 420998 | 6660188 |
| TOTAL REAL ESTATE | TOTAL REAL ESTATE |  | 160564738 |
| UTILITIES — (0.6%) | UTILITIES — (0.6%) | UTILITIES — (0.6%) | UTILITIES — (0.6%) |
|  | MDU Resources <br> Group, Inc.<br>| 2386951 | 45781720 |
| \* | Montauk Renewables, <br> Inc.<br>| 6937 | 14082 |
|  | New Jersey <br> Resources Corp.<br>| 730744 | 32371959 |
|  | Ormat Technologies, <br> Inc.<br>| 200088 | 21283361 |
| TOTAL UTILITIES | TOTAL UTILITIES |  | 99451122 |
| TOTAL COMMON <br> STOCKS <br>Cost ($12819266386) | TOTAL COMMON <br> STOCKS <br>Cost ($12819266386) |  | 15810495049 |

---

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

---

| | | | |
|:---|:---|:---|:---|
| TEMPORARY CASH INVESTMENTS — (1.0%) | TEMPORARY CASH INVESTMENTS — (1.0%) | TEMPORARY CASH INVESTMENTS — (1.0%) | TEMPORARY CASH INVESTMENTS — (1.0%) |
| Ɏ | State Street <br> Institutional <br> U.S. Government <br> Money Market Fund <br> 4.010%<br>| 163200411 | 163200411 |
| SECURITIES LENDING COLLATERAL — (4.1%) | SECURITIES LENDING COLLATERAL — (4.1%) | SECURITIES LENDING COLLATERAL — (4.1%) | SECURITIES LENDING COLLATERAL — (4.1%) |
| @§ | The DFA Short Term <br> Investment Fund <br>| 58932905 | 681676915 |
| TOTAL INVESTMENTS — (100.0%) | TOTAL INVESTMENTS — (100.0%) | TOTAL INVESTMENTS — (100.0%) |  |
| (Cost $13,664,143,712) | (Cost $13,664,143,712) |  | $16655372375 |

---

------

**U.S. Small Cap Value Portfolio**

**CONTINUED**

As of October 31, 2025, U.S. Small Cap Value Portfolio had entered into the following outstanding futures contracts:

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Description** | **Number of**<br> **Contracts**<br>| **Expiration**<br> **Date**<br>| **Notional**<br> **Value**<br>| **Market**<br> **Value**<br>| **Unrealized**<br> **Appreciation**<br> **(Depreciation)**<br>|
| **Long Position Contracts:** |  |  |  |  |  |
| S&P 500<sup>®</sup> Emini Index | &nbsp;&nbsp; 445 | 12/19/25 | &nbsp;&nbsp; $151875710 | &nbsp;&nbsp; $152946500 | &nbsp;&nbsp; $1070790 |
| **Total Futures Contracts** |  |  | &nbsp;&nbsp; **$151875710** | &nbsp;&nbsp; **$152946500** | &nbsp;&nbsp; **$1070790** |

---

Summary of the Portfolio's investments as of October 31, 2025, 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 |  |  |  |  |
| Communication Services | &nbsp;&nbsp; $394518238 | &nbsp;&nbsp; — | &nbsp;&nbsp; — | &nbsp;&nbsp; $394518238 |
| Consumer Discretionary | &nbsp;&nbsp; 2362303379 | &nbsp;&nbsp; $186974 | &nbsp;&nbsp; — | &nbsp;&nbsp; 2362490353 |
| Consumer Staples | &nbsp;&nbsp; 684020451 | &nbsp;&nbsp; 2639798 | &nbsp;&nbsp; — | &nbsp;&nbsp; 686660249 |
| Energy | &nbsp;&nbsp; 1710045152 | &nbsp;&nbsp; — | &nbsp;&nbsp; — | &nbsp;&nbsp; 1710045152 |
| Financials | &nbsp;&nbsp; 4585444314 | &nbsp;&nbsp; 444223 | &nbsp;&nbsp; $2970 | &nbsp;&nbsp; 4585891507 |
| Health Care | &nbsp;&nbsp; 1176456433 | &nbsp;&nbsp; — | &nbsp;&nbsp; 515068 | &nbsp;&nbsp; 1176971501 |
| Industrials | &nbsp;&nbsp; 2656704529 | &nbsp;&nbsp; 55749 | &nbsp;&nbsp; — | &nbsp;&nbsp; 2656760278 |
| Information Technology | &nbsp;&nbsp; 1033015717 | &nbsp;&nbsp; — | &nbsp;&nbsp; — | &nbsp;&nbsp; 1033015717 |
| Materials | &nbsp;&nbsp; 942918612 | &nbsp;&nbsp; 842016 | &nbsp;&nbsp; 365566 | &nbsp;&nbsp; 944126194 |
| Real Estate | &nbsp;&nbsp; 160564738 | &nbsp;&nbsp; — | &nbsp;&nbsp; — | &nbsp;&nbsp; 160564738 |
| Utilities | &nbsp;&nbsp; 99451122 | &nbsp;&nbsp; — | &nbsp;&nbsp; — | &nbsp;&nbsp; 99451122 |
| Temporary Cash Investments | &nbsp;&nbsp; 163200411 | &nbsp;&nbsp; — | &nbsp;&nbsp; — | &nbsp;&nbsp; 163200411 |
| Securities Lending Collateral | &nbsp;&nbsp; — | &nbsp;&nbsp; 681676915 | &nbsp;&nbsp; — | &nbsp;&nbsp; 681676915 |
| Total Investments in Securities | &nbsp;&nbsp; $15968643096 | &nbsp;&nbsp; $685845675 | &nbsp;&nbsp; $883,604˂˃ | &nbsp;&nbsp; $16655372375 |
| **Financial Instruments** | **Financial Instruments** |  |  |  |
| **Assets** |  |  |  |  |
| Futures Contracts\*\* | &nbsp;&nbsp; 1070790 | &nbsp;&nbsp; — | &nbsp;&nbsp; — | &nbsp;&nbsp; 1070790 |
| Total Financial Instruments | &nbsp;&nbsp; $1070790 | &nbsp;&nbsp; — | &nbsp;&nbsp; — | &nbsp;&nbsp; $1070790 |
| \*\* Valued at the unrealized appreciation/(depreciation) on the investment. | \*\* Valued at the unrealized appreciation/(depreciation) on the investment. | \*\* Valued at the unrealized appreciation/(depreciation) on the investment. | \*\* Valued at the unrealized appreciation/(depreciation) on the investment. | \*\* Valued at the unrealized appreciation/(depreciation) on the investment. |

---

&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>|

---

See accompanying Notes to Financial Statements.

------

**U.S. Core Equity 1 Portfolio**

**SCHEDULE OF INVESTMENTS**

**October 31, 2025**

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

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| COMMON STOCKS — (96.8%) | COMMON STOCKS — (96.8%) | COMMON STOCKS — (96.8%) | COMMON STOCKS — (96.8%) |
| COMMUNICATION SERVICES — (8.5%) | COMMUNICATION SERVICES — (8.5%) | COMMUNICATION SERVICES — (8.5%) | COMMUNICATION SERVICES — (8.5%) |
|  | Alphabet, Inc. (GOOG <br> US), Class C<br>| 2327688 | $655989032 |
|  | Alphabet, Inc. (GOOGL <br> US), Class A<br>| 2800070 | 787351683 |
| \* | Altice USA, Inc., <br> Class A<br>| 8636 | 19258 |
| \* | AMC Networks, Inc., <br> Class A<br>| 44672 | 338614 |
| \* | Angi, Inc. | 6080 | 80682 |
| \* | Anterix, Inc. | 14703 | 297295 |
| # | Array Digital <br> Infrastructure, Inc.<br>| 47023 | 2309770 |
| #\* | AST SpaceMobile, <br> Inc.<br>| 67293 | 5400263 |
|  | AT&T, Inc. | 4606402 | 114008449 |
| #\* | Atlanta Braves <br> Holdings, Inc. <br> (2291915D US), <br> Class A<br>| 10949 | 472340 |
| \* | Atlanta Braves <br> Holdings, Inc. <br> (2292098D US), <br> Class C<br>| 40796 | 1661213 |
|  | ATN International, Inc. | 17342 | 251979 |
| \* | Bandwidth, Inc., <br> Class A<br>| 36811 | 594498 |
| \* | Boston Omaha Corp., <br> Class A<br>| 1260 | 16027 |
| # | Cable One, Inc. | 6125 | 909869 |
| \* | Cargurus, Inc. | 101511 | 3565066 |
| \* | Cars.com, Inc. | 101864 | 1094019 |
| #\* | Charter <br> Communications, <br> Inc., Class A<br>| 114664 | 26813030 |
| # | Cinemark Holdings, <br> Inc.<br>| 163217 | 4408491 |
|  | Comcast Corp., <br> Class A<br>| 3216768 | 89538737 |
| \* | DHI Group, Inc. | 765897 | 1485840 |
|  | Electronic Arts, Inc. | 155923 | 31193955 |
|  | Entravision <br> Communications <br> Corp., Class A<br>| 114828 | 237694 |
| \* | Eventbrite, Inc., <br> Class A<br>| 8914 | 20591 |
| \* | EverQuote, Inc., <br> Class A<br>| 2080 | 44803 |
| \* | EW Scripps Co., <br> Class A<br>| 103774 | 252171 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| COMMUNICATION SERVICES — (Continued) | COMMUNICATION SERVICES — (Continued) | COMMUNICATION SERVICES — (Continued) | COMMUNICATION SERVICES — (Continued) |
|  | Fox Corp. (FOX US), <br> Class B<br>| 208363 | $12170483 |
|  | Fox Corp. (FOXA US), <br> Class A<br>| 266953 | 17258511 |
| \* | Frontier <br> Communications <br> Parent, Inc.<br>| 218769 | 8260717 |
| \* | fuboTV, Inc. | 76071 | 287548 |
| \* | Gaia, Inc. | 5400 | 26946 |
| \* | Gambling.com Group <br> Ltd.<br>| 5258 | 37490 |
| \* | Gannett Co., Inc. | 117731 | 623974 |
| \* | GCI Liberty, Inc. <br> (GLBKV US), <br> Class C<br>| 19379 | 709756 |
| \* | GCI Liberty, Inc. <br> (GLIBA US), <br> Class A<br>| 2310 | 84477 |
| \* | Gogo, Inc. | 21501 | 195659 |
|  | Gray Media, Inc. | 92333 | 421962 |
|  | Gray Media, Inc., <br> Class A<br>| 600 | 5562 |
| \* | Harte Hanks, Inc. | 1754 | 5455 |
|  | IDT Corp., Class B | 101474 | 5140673 |
| \* | IMAX Corp. | 46190 | 1500713 |
| \* | Integral Ad Science <br> Holding Corp.<br>| 67172 | 685826 |
|  | Interpublic Group of <br> Cos., Inc.<br>| 682571 | 17514772 |
| # | Iridium <br> Communications, <br> Inc.<br>| 139457 | 2670602 |
| \* | IZEA Worldwide, Inc. | 12 | 62 |
|  | John Wiley & Sons, <br> Inc. (WLY US), <br> Class A<br>| 50985 | 1879817 |
| \* | Liberty Broadband <br> Corp. (LBRDA US), <br> Class A<br>| 11551 | 617863 |
| \* | Liberty Broadband <br> Corp. (LBRDK US), <br> Class C<br>| 96897 | 5214997 |
| \* | Liberty Global Ltd. <br> (LBTYA US), <br> Class A<br>| 143790 | 1581690 |
| \* | Liberty Global Ltd. <br> (LBTYK US), <br> Class C<br>| 146990 | 1638938 |
| \* | Liberty Latin America <br> Ltd. (LILA US), <br> Class A<br>| 42770 | 333606 |

---

------

**U.S. Core Equity 1 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| COMMUNICATION SERVICES — (Continued) | COMMUNICATION SERVICES — (Continued) | COMMUNICATION SERVICES — (Continued) | COMMUNICATION SERVICES — (Continued) |
| #\* | Liberty Latin America <br> Ltd. (LILAK US), <br> Class C<br>| 202515 | $1601894 |
| \* | Liberty Media <br> Corp.-Liberty <br> Formula One <br> (FWONA US), <br> Class A<br>| 647 | 58864 |
| \* | Liberty Media <br> Corp.-Liberty <br> Formula One <br> (FWONK US), <br> Class C<br>| 174666 | 17440400 |
| \* | Liberty Media <br> Corp.-Liberty Live <br> (LLYVA US), <br> Class A<br>| 20487 | 1797529 |
| \* | Liberty Media <br> Corp.-Liberty Live <br> (LLYVK US), <br> Class C<br>| 55388 | 5007629 |
| \* | Lionsgate Studios <br> Corp.<br>| 484639 | 3116229 |
| #\* | Live Nation <br> Entertainment, Inc.<br>| 137501 | 20560525 |
| \* | Lumen Technologies, <br> Inc.<br>| 672505 | 6913351 |
| \* | Madison Square <br> Garden <br> Entertainment Corp.<br>| 33318 | 1471323 |
| \* | Madison Square <br> Garden Sports <br> Corp.<br>| 8586 | 1840753 |
| #\* | Magnite, Inc. | 303286 | 5422754 |
|  | Marcus Corp. | 27823 | 400651 |
|  | Match Group, Inc. | 168807 | 5459218 |
|  | Meta Platforms, Inc., <br> Class A<br>| 1124277 | 728924993 |
| \* | Netflix, Inc. | 170109 | 190328156 |
|  | New York Times Co., <br> Class A<br>| 194609 | 11090767 |
| # | News Corp. (NWS <br> US), Class B<br>| 207046 | 6308692 |
|  | News Corp. (NWSA <br> US), Class A<br>| 398434 | 10558501 |
| # | Nexstar Media Group, <br> Inc.<br>| 87453 | 17117176 |
| # | Omnicom Group, Inc. | 225799 | 16939441 |
| # | Paramount Skydance <br> Corp., Class B<br>| 40084 | 616893 |
| \* | Pinterest, Inc., Class A | 284500 | 9416950 |
| \* | PubMatic, Inc., <br> Class A<br>| 51152 | 427631 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| COMMUNICATION SERVICES — (Continued) | COMMUNICATION SERVICES — (Continued) | COMMUNICATION SERVICES — (Continued) | COMMUNICATION SERVICES — (Continued) |
| \* | QuinStreet, Inc. | 44573 | $659235 |
| \* | Reddit, Inc., Class A | 72280 | 15102906 |
| \* | Reservoir Media, Inc. | 17019 | 129344 |
| \* | ROBLOX Corp., <br> Class A<br>| 87159 | 9911721 |
| \* | Roku, Inc. | 90562 | 9611345 |
|  | Saga Communications, <br> Inc., Class A<br>| 14867 | 182121 |
| # | Scholastic Corp. | 26518 | 760271 |
|  | Shenandoah <br> Telecommunications <br> Co.<br>| 59941 | 738473 |
|  | Shutterstock, Inc. | 5361 | 134186 |
| # | Sinclair, Inc. | 43835 | 598786 |
| \* | Snap, Inc., Class A | 877517 | 6844633 |
| #\* | Sphere Entertainment <br> Co.<br>| 43336 | 2967649 |
|  | Spok Holdings, Inc. | 30700 | 438703 |
| \* | Spotify Technology SA | 34542 | 22636063 |
| \* | Stagwell, Inc. | 179530 | 852767 |
| \* | Starz Entertainment <br> Corp.<br>| 32307 | 339547 |
|  | Sunrise <br> Communications AG, <br> ADR, Class A<br>| 38114 | 2073402 |
| \* | Take-Two Interactive <br> Software, Inc.<br>| 81902 | 20997216 |
| \* | TechTarget, Inc. | 44033 | 241741 |
|  | TEGNA, Inc. | 235763 | 4637458 |
| # | Telephone & Data <br> Systems, Inc.<br>| 91829 | 3564802 |
| \* | Thryv Holdings, Inc. | 32795 | 252849 |
|  | TKO Group Holdings, <br> Inc.<br>| 64444 | 12141250 |
|  | T-Mobile U.S., Inc. | 331924 | 69720636 |
|  | Townsquare Media, <br> Inc., Class A<br>| 16081 | 100989 |
| #\* | Trade Desk, Inc., <br> Class A<br>| 116284 | 5846759 |
| \* | Travelzoo | 40759 | 343191 |
| #\* | TripAdvisor, Inc. | 65970 | 1059478 |
| \* | TrueCar, Inc. | 137053 | 301517 |
|  | Verizon <br> Communications, <br> Inc.<br>| 3129344 | 124360131 |
|  | Walt Disney Co. | 842195 | 94848001 |
| \* | Warner Bros <br> Discovery, Inc.<br>| 1069644 | 24013508 |
| # | Warner Music Group <br> Corp., Class A<br>| 38622 | 1234359 |
| #\* | WideOpenWest, Inc. | 40292 | 206698 |
| \* | Yelp, Inc. | 50744 | 1673537 |
|  | Zedge, Inc., Class B | 7377 | 18590 |
| \* | Ziff Davis, Inc. | 42117 | 1427766 |

---

------

**U.S. Core Equity 1 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| COMMUNICATION SERVICES — (Continued) | COMMUNICATION SERVICES — (Continued) | COMMUNICATION SERVICES — (Continued) | COMMUNICATION SERVICES — (Continued) |
| \* | ZoomInfo <br> Technologies, Inc.<br>| 134047 | $1504007 |
| TOTAL COMMUNICATION <br> SERVICES | TOTAL COMMUNICATION <br> SERVICES |  | 3312519423 |
| CONSUMER DISCRETIONARY — (10.0%) | CONSUMER DISCRETIONARY — (10.0%) | CONSUMER DISCRETIONARY — (10.0%) | CONSUMER DISCRETIONARY — (10.0%) |
| #\* | 1-800-Flowers.com, <br> Inc., Class A<br>| 45450 | 163620 |
| \* | 1stdibs.com, Inc. | 7657 | 27565 |
| \* | Abercrombie & Fitch <br> Co., Class A<br>| 117642 | 8534927 |
| # | Academy Sports & <br> Outdoors, Inc.<br>| 69857 | 3345452 |
| # | Acushnet Holdings <br> Corp.<br>| 122824 | 9497980 |
| \* | Adient PLC | 76498 | 1773989 |
|  | ADT, Inc. | 829071 | 7328988 |
| \* | Adtalem Global <br> Education, Inc.<br>| 101258 | 9925309 |
| # | Advance Auto Parts, <br> Inc.<br>| 49495 | 2332699 |
| \* | Airbnb, Inc., Class A | 101590 | 12855199 |
|  | A-Mark Precious <br> Metals, Inc.<br>| 31709 | 842825 |
| \* | Amazon.com, Inc. | 4355623 | 1063730249 |
|  | AMCON Distributing <br> Co.<br>| 377 | 43240 |
| #\* | American Axle & <br> Manufacturing <br> Holdings, Inc.<br>| 194120 | 1203544 |
| # | American Eagle <br> Outfitters, Inc.<br>| 201552 | 3367934 |
| \* | American Outdoor <br> Brands, Inc.<br>| 28188 | 193652 |
| \* | American Public <br> Education, Inc.<br>| 26462 | 886212 |
| \* | America's Car-Mart, <br> Inc.<br>| 12329 | 274197 |
| \* | Aptiv PLC | 188534 | 15290107 |
|  | Aramark | 326700 | 12375396 |
| \* | Arhaus, Inc. | 33807 | 338746 |
| \* | Ark Restaurants Corp. | 3088 | 22573 |
|  | Arko Corp. | 125207 | 551537 |
| \* | Asbury Automotive <br> Group, Inc.<br>| 28081 | 6587803 |
|  | Autoliv, Inc. | 154654 | 18063587 |
| \* | AutoNation, Inc. | 111266 | 22238735 |
| #\* | AutoZone, Inc. | 8138 | 29902511 |
| \* | Barnes & Noble <br> Education, Inc.<br>| 723 | 6601 |
|  | Bassett Furniture <br> Industries, Inc.<br>| 10823 | 159639 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| CONSUMER DISCRETIONARY — (Continued) | CONSUMER DISCRETIONARY — (Continued) | CONSUMER DISCRETIONARY — (Continued) | CONSUMER DISCRETIONARY — (Continued) |
| # | Bath & Body Works, <br> Inc.<br>| 155037 | $3795306 |
| \* | Beazer Homes USA, <br> Inc.<br>| 41321 | 925590 |
|  | Best Buy Co., Inc. | 348513 | 28626858 |
| \* | Biglari Holdings, Inc. <br> (BH US), Class B<br>| 2951 | 1066226 |
| \* | Biglari Holdings, Inc. <br> (BH/A US), Class A<br>| 225 | 394479 |
| \* | Birkenstock Holding <br> PLC<br>| 26413 | 1054143 |
| #\* | BJ's Restaurants, Inc. | 22891 | 777378 |
|  | Bloomin' Brands, Inc. | 50904 | 347674 |
|  | Booking Holdings, Inc. | 12888 | 65441913 |
| \* | Boot Barn Holdings, <br> Inc.<br>| 35902 | 6808814 |
|  | BorgWarner, Inc. | 237914 | 10220785 |
|  | Boyd Gaming Corp. | 41929 | 3265011 |
| \* | Bright Horizons Family <br> Solutions, Inc.<br>| 66865 | 7303664 |
|  | Brightstar Lottery PLC | 41102 | 684759 |
| \* | Brinker International, <br> Inc.<br>| 63587 | 6909363 |
|  | Brunswick Corp. | 93527 | 6183070 |
|  | Buckle, Inc. | 76103 | 4170444 |
| # | Build-A-Bear <br> Workshop, Inc.<br>| 23649 | 1282249 |
| \* | Burlington Stores, Inc. | 40639 | 11118424 |
| #\* | Caesars <br> Entertainment, Inc.<br>| 61534 | 1236833 |
|  | Caleres, Inc. | 34592 | 381896 |
|  | Camping World <br> Holdings, Inc., <br> Class A<br>| 53086 | 698612 |
| \* | Capri Holdings Ltd. | 7151 | 148383 |
| #\* | CarMax, Inc. | 158655 | 6649231 |
| \* | Carnival Corp. | 577539 | 16650449 |
|  | Carriage Services, Inc. | 32437 | 1449934 |
|  | Carter's, Inc. | 33511 | 1052245 |
| \* | Carvana Co. | 62273 | 19089165 |
|  | Cato Corp., Class A | 18389 | 70798 |
| #\* | Cava Group, Inc. | 39127 | 2102294 |
| #\* | Cavco Industries, Inc. | 11430 | 6055614 |
|  | Century Communities, <br> Inc.<br>| 62749 | 3727291 |
| \* | Champion Homes, <br> Inc.<br>| 89497 | 6106380 |
| # | Cheesecake Factory, <br> Inc.<br>| 106271 | 5292296 |
| \* | Chewy, Inc., Class A | 93920 | 3166982 |
| \* | Chipotle Mexican Grill, <br> Inc.<br>| 603451 | 19123362 |
| # | Choice Hotels <br> International, Inc.<br>| 59861 | 5564679 |

---

------

**U.S. Core Equity 1 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| CONSUMER DISCRETIONARY — (Continued) | CONSUMER DISCRETIONARY — (Continued) | CONSUMER DISCRETIONARY — (Continued) | CONSUMER DISCRETIONARY — (Continued) |
|  | Churchill Downs, Inc. | 71300 | $7072960 |
| \* | Citi Trends, Inc. | 16563 | 593287 |
|  | Clarus Corp. | 2357 | 7872 |
| # | Columbia Sportswear <br> Co.<br>| 78664 | 3904094 |
| \* | Cooper-Standard <br> Holdings, Inc.<br>| 2818 | 85160 |
| \* | Coupang, Inc. | 444589 | 14213510 |
| \* | Coursera, Inc. | 55603 | 468177 |
| # | Cracker Barrel Old <br> Country Store, Inc.<br>| 7279 | 245302 |
| \* | Crocs, Inc. | 63258 | 5167546 |
| \* | Culp, Inc. | 1114 | 4478 |
|  | Dana, Inc. | 213167 | 4327290 |
|  | Darden Restaurants, <br> Inc.<br>| 145476 | 26207501 |
| #\* | Dave & Buster's <br> Entertainment, Inc.<br>| 32687 | 480172 |
| \* | Deckers Outdoor <br> Corp.<br>| 113482 | 9248783 |
| \* | Denny's Corp. | 30109 | 117726 |
|  | Designer Brands, Inc., <br> Class A<br>| 28712 | 105947 |
| \* | Destination XL Group, <br> Inc.<br>| 48406 | 48367 |
|  | Dick's Sporting Goods, <br> Inc.<br>| 120958 | 26786149 |
| # | Dillard's, Inc., Class A | 18883 | 11331311 |
| # | Domino's Pizza, Inc. | 20519 | 8176001 |
| \* | DoorDash, Inc., <br> Class A<br>| 121607 | 30933173 |
| \* | Dorman Products, Inc. | 34770 | 4663700 |
|  | DR Horton, Inc. | 237364 | 35386225 |
| \* | DraftKings, Inc., <br> Class A<br>| 202091 | 6181964 |
| \* | Dream Finders Homes, <br> Inc., Class A<br>| 9170 | 181566 |
| \* | Driven Brands <br> Holdings, Inc.<br>| 16856 | 241884 |
| \* | Duluth Holdings, Inc., <br> Class B<br>| 48000 | 132000 |
| #\* | Duolingo, Inc. | 13610 | 3683410 |
| \* | Dutch Bros, Inc., <br> Class A<br>| 73166 | 4063640 |
|  | eBay, Inc. | 524539 | 42650266 |
| \* | El Pollo Loco Holdings, <br> Inc.<br>| 39924 | 408023 |
|  | Escalade, Inc. | 24025 | 276528 |
|  | Ethan Allen Interiors, <br> Inc.<br>| 26814 | 648094 |
| \* | Etsy, Inc. | 81667 | 5063354 |
|  | Expedia Group, Inc. | 95869 | 21091180 |
| \* | Figs, Inc., Class A | 6810 | 50803 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| CONSUMER DISCRETIONARY — (Continued) | CONSUMER DISCRETIONARY — (Continued) | CONSUMER DISCRETIONARY — (Continued) | CONSUMER DISCRETIONARY — (Continued) |
| \* | First Watch Restaurant <br> Group, Inc.<br>| 4892 | $80669 |
| \* | Five Below, Inc. | 84265 | 13252357 |
|  | Flanigan's Enterprises, <br> Inc.<br>| 1100 | 34816 |
|  | Flexsteel Industries, <br> Inc.<br>| 11820 | 404126 |
| #\* | Floor & Decor <br> Holdings, Inc., <br> Class A<br>| 130262 | 8138770 |
| \* | Flutter Entertainment <br> PLC<br>| 42826 | 9960899 |
|  | Ford Motor Co. | 2900670 | 38085797 |
| \* | Fox Factory Holding <br> Corp.<br>| 53919 | 1192149 |
| \* | Frontdoor, Inc. | 84489 | 5612604 |
| \* | Full House Resorts, <br> Inc.<br>| 1684 | 4126 |
| \* | Funko, Inc., Class A | 20168 | 62924 |
| #\* | GameStop Corp., <br> Class A<br>| 78621 | 1752462 |
|  | Gap, Inc. | 436511 | 9974276 |
|  | Garmin Ltd. | 151480 | 32407631 |
|  | Garrett Motion, Inc. | 114631 | 1941849 |
|  | General Motors Co. | 957468 | 66151464 |
| \* | Genesco, Inc. | 14842 | 430566 |
|  | Gentex Corp. | 379938 | 8909546 |
| \* | Gentherm, Inc. | 28789 | 1059435 |
|  | Genuine Parts Co. | 147101 | 18727428 |
| #\* | G-III Apparel Group <br> Ltd.<br>| 106815 | 2867983 |
| \* | Global Business Travel <br> Group I<br>| 28385 | 223106 |
| \* | Goodyear Tire & <br> Rubber Co.<br>| 240879 | 1659656 |
|  | Graham Holdings Co., <br> Class B<br>| 7210 | 7297457 |
| \* | Grand Canyon <br> Education, Inc.<br>| 45656 | 8597025 |
| \* | Green Brick Partners, <br> Inc.<br>| 15453 | 1000427 |
|  | Group 1 Automotive, <br> Inc.<br>| 19302 | 7673317 |
|  | Guess?, Inc. | 67481 | 1145827 |
| # | H&R Block, Inc. | 203394 | 10116818 |
|  | Hamilton Beach <br> Brands Holding Co., <br> Class A<br>| 17181 | 241737 |
| \* | Hanesbrands, Inc. | 288866 | 1909404 |
| # | Harley-Davidson, Inc. | 58890 | 1588852 |
|  | Hasbro, Inc. | 150227 | 11463822 |
|  | Haverty Furniture Cos., <br> Inc. (HVT US)<br>| 20619 | 449700 |

---

------

**U.S. Core Equity 1 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| CONSUMER DISCRETIONARY — (Continued) | CONSUMER DISCRETIONARY — (Continued) | CONSUMER DISCRETIONARY — (Continued) | CONSUMER DISCRETIONARY — (Continued) |
|  | Haverty Furniture Cos., <br> Inc. (HVT/A US), <br> Class A<br>| 1608 | $36003 |
| \* | Helen of Troy Ltd. | 17822 | 332024 |
| #\* | Hilton Grand <br> Vacations, Inc.<br>| 96458 | 3998184 |
|  | Hilton Worldwide <br> Holdings, Inc.<br>| 165906 | 42631206 |
| \* | Holley, Inc. | 126400 | 362768 |
|  | Home Depot, Inc. | 578985 | 219776916 |
|  | Hooker Furnishings <br> Corp.<br>| 20322 | 184524 |
| \* | Hovnanian Enterprises, <br> Inc., Class A<br>| 99 | 11903 |
| # | Hyatt Hotels Corp., <br> Class A<br>| 72822 | 10006471 |
|  | Installed Building <br> Products, Inc.<br>| 44277 | 10990880 |
|  | J Jill, Inc. | 10193 | 153609 |
|  | JAKKS Pacific, Inc. | 597 | 10149 |
|  | Jerash Holdings U.S., <br> Inc.<br>| 289 | 980 |
|  | Johnson Outdoors, <br> Inc., Class A<br>| 10775 | 438866 |
|  | KB Home | 103574 | 6465089 |
| # | Kohl's Corp. | 1200 | 19524 |
|  | Kontoor Brands, Inc. | 70150 | 5676538 |
| \* | Koss Corp. | 1917 | 9259 |
| # | Krispy Kreme, Inc. | 66175 | 237568 |
| \* | Kura Sushi USA, Inc., <br> Class A<br>| 2896 | 164869 |
| # | Lakeland Industries, <br> Inc.<br>| 18776 | 309053 |
| \* | Lands' End, Inc. | 33646 | 529588 |
|  | Las Vegas Sands <br> Corp.<br>| 210432 | 12489139 |
| \* | Laureate Education, <br> Inc.<br>| 124480 | 3613654 |
| \*†† | Lazare Kaplan <br> International, Inc.<br>| 1600 | 0 |
|  | La-Z-Boy, Inc. | 60962 | 1932495 |
| # | LCI Industries | 36073 | 3733195 |
|  | Lear Corp. | 81316 | 8509719 |
| \* | Legacy Housing Corp. | 7534 | 169176 |
|  | Lennar Corp. (LEN <br> US), Class A<br>| 215476 | 26669465 |
|  | Lennar Corp. (LENB <br> US), Class B<br>| 1444 | 170464 |
| # | Levi Strauss & Co., <br> Class A<br>| 69348 | 1406377 |
| \* | LGI Homes, Inc. | 29867 | 1218872 |
| \* | Life Time Group <br> Holdings, Inc.<br>| 157668 | 3899130 |
|  | Lifetime Brands, Inc. | 38957 | 132064 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| CONSUMER DISCRETIONARY — (Continued) | CONSUMER DISCRETIONARY — (Continued) | CONSUMER DISCRETIONARY — (Continued) | CONSUMER DISCRETIONARY — (Continued) |
| #\* | Light & Wonder, Inc. | 70947 | $5157847 |
| \* | Lincoln Educational <br> Services Corp.<br>| 41092 | 798007 |
| \* | Lindblad Expeditions <br> Holdings, Inc.<br>| 6019 | 72589 |
| # | Lithia Motors, Inc. | 38184 | 11992831 |
| \* | Live Ventures, Inc. | 91 | 1246 |
|  | LKQ Corp. | 280798 | 8974304 |
| \* | Lovesac Co. | 5857 | 81237 |
|  | Lowe's Cos., Inc. | 276221 | 65776507 |
| # | Lucky Strike <br> Entertainment Corp.<br>| 13832 | 115912 |
| \* | Lululemon Athletica, <br> Inc.<br>| 75569 | 12887537 |
| \* | M/I Homes, Inc. | 799 | 100027 |
|  | Macy's, Inc. | 327865 | 6390089 |
| \* | Malibu Boats, Inc., <br> Class A<br>| 29096 | 810906 |
|  | Marine Products Corp. | 25388 | 214529 |
| \* | MarineMax, Inc. | 20120 | 498372 |
| # | Marriott International, <br> Inc., Class A<br>| 162246 | 42278063 |
|  | Marriott Vacations <br> Worldwide Corp.<br>| 42070 | 2775779 |
| \* | MasterCraft Boat <br> Holdings, Inc.<br>| 21322 | 427719 |
| \* | Mattel, Inc. | 289567 | 5322241 |
|  | Matthews International <br> Corp., Class A<br>| 37095 | 868765 |
|  | McDonald's Corp. | 392232 | 117053796 |
|  | Meritage Homes Corp. | 84408 | 5702604 |
| \* | MGM Resorts <br> International<br>| 252492 | 8087319 |
| \* | Mister Car Wash, Inc. | 39116 | 218658 |
| \* | Mobileye Global, Inc., <br> Class A<br>| 76080 | 1000452 |
| #\* | Modine Manufacturing <br> Co.<br>| 76747 | 11758408 |
| \* | Mohawk Industries, <br> Inc.<br>| 56898 | 6465889 |
|  | Monarch Casino & <br> Resort, Inc.<br>| 6425 | 578700 |
|  | Monro, Inc. | 22799 | 334005 |
| \* | Motorcar Parts of <br> America, Inc.<br>| 28518 | 486517 |
|  | Movado Group, Inc. | 20373 | 370992 |
|  | Murphy USA, Inc. | 24640 | 8826048 |
|  | Nathan's Famous, Inc. | 7088 | 750123 |
| \* | National Vision <br> Holdings, Inc.<br>| 49534 | 1275501 |
|  | Newell Brands, Inc. | 142255 | 483667 |
|  | NIKE, Inc., Class B | 650568 | 42020187 |
| \* | Norwegian Cruise Line <br> Holdings Ltd.<br>| 380298 | 8526281 |

---

------

**U.S. Core Equity 1 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| CONSUMER DISCRETIONARY — (Continued) | CONSUMER DISCRETIONARY — (Continued) | CONSUMER DISCRETIONARY — (Continued) | CONSUMER DISCRETIONARY — (Continued) |
| \* | NVR, Inc. | 3739 | $26961256 |
| \* | Ollie's Bargain Outlet <br> Holdings, Inc.<br>| 106876 | 12911690 |
|  | OneSpaWorld Holdings <br> Ltd.<br>| 104196 | 2424641 |
| \* | OneWater Marine, Inc., <br> Class A<br>| 11262 | 174899 |
| \* | O'Reilly Automotive, <br> Inc.<br>| 336764 | 31803992 |
| # | Oxford Industries, Inc. | 16681 | 614695 |
|  | Papa John's <br> International, Inc.<br>| 49658 | 2523123 |
| # | Patrick Industries, Inc. | 49034 | 5117679 |
| #\* | Penn Entertainment, <br> Inc.<br>| 113225 | 1863684 |
| # | Penske Automotive <br> Group, Inc.<br>| 112841 | 18062459 |
|  | Perdoceo Education <br> Corp.<br>| 147304 | 4678375 |
| \* | Petco Health & <br> Wellness Co., Inc.<br>| 35253 | 112105 |
|  | Phinia, Inc. | 58389 | 3030973 |
| \* | Planet Fitness, Inc., <br> Class A<br>| 119222 | 10812243 |
|  | Polaris, Inc. | 48720 | 3220392 |
|  | Pool Corp. | 32036 | 8555534 |
| #\* | Portillo's, Inc., Class A | 15965 | 85413 |
|  | PulteGroup, Inc. | 279190 | 33466505 |
| \* | Pursuit Attractions & <br> Hospitality, Inc.<br>| 24119 | 855742 |
| # | PVH Corp. | 46324 | 3628559 |
|  | Ralph Lauren Corp. | 50841 | 16251834 |
|  | RCI Hospitality <br> Holdings, Inc.<br>| 8400 | 209244 |
|  | Red Rock Resorts, <br> Inc., Class A<br>| 70239 | 3744441 |
| \* | Revolve Group, Inc. | 24998 | 552956 |
| #\* | RH | 21751 | 3751830 |
| #\* | Rivian Automotive, <br> Inc., Class A<br>| 771718 | 10472213 |
|  | Rocky Brands, Inc. | 12303 | 346822 |
|  | Ross Stores, Inc. | 287335 | 45663278 |
|  | Royal Caribbean <br> Cruises Ltd.<br>| 150851 | 43268592 |
| \* | Rush Street <br> Interactive, Inc.<br>| 8112 | 137580 |
| \* | Sabre Corp. | 84391 | 172580 |
| \* | Sally Beauty Holdings, <br> Inc.<br>| 146195 | 2209006 |
| \* | Savers Value Village, <br> Inc.<br>| 5505 | 50701 |
|  | Service Corp. <br> International<br>| 186608 | 15583634 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| CONSUMER DISCRETIONARY — (Continued) | CONSUMER DISCRETIONARY — (Continued) | CONSUMER DISCRETIONARY — (Continued) | CONSUMER DISCRETIONARY — (Continued) |
| \* | Shake Shack, Inc., <br> Class A<br>| 23186 | $2237681 |
| #\* | SharkNinja, Inc. | 70995 | 6070073 |
|  | Shoe Carnival, Inc. | 44493 | 815557 |
| # | Signet Jewelers Ltd. | 98427 | 9729509 |
| \* | Sleep Number Corp. | 16674 | 91707 |
|  | Smith & Wesson <br> Brands, Inc.<br>| 45741 | 438428 |
| # | Somnigroup <br> International, Inc.<br>| 197627 | 15679726 |
|  | Sonic Automotive, Inc., <br> Class A<br>| 76688 | 4871989 |
| \* | Sonos, Inc. | 38547 | 661852 |
| \* | Sportsman's <br> Warehouse <br> Holdings, Inc.<br>| 15060 | 37198 |
|  | Standard Motor <br> Products, Inc.<br>| 32243 | 1197183 |
|  | Starbucks Corp. | 564034 | 45613430 |
|  | Steven Madden Ltd. | 89034 | 3019143 |
| \* | Stitch Fix, Inc., <br> Class A<br>| 125952 | 527739 |
| \* | Stoneridge, Inc. | 40841 | 278127 |
|  | Strategic Education, <br> Inc.<br>| 35089 | 2666062 |
| \* | Strattec Security Corp. | 4696 | 288147 |
| #\* | Stride, Inc. | 85815 | 5838853 |
|  | Sturm Ruger & Co., <br> Inc.<br>| 2556 | 108400 |
|  | Superior Group of <br> Cos., Inc.<br>| 35200 | 328768 |
| #\* | Sweetgreen, Inc., <br> Class A<br>| 93103 | 585618 |
|  | Tandy Leather Factory, <br> Inc.<br>| 1227 | 3742 |
|  | Tapestry, Inc. | 334434 | 36727542 |
| \* | Taylor Morrison Home <br> Corp.<br>| 274186 | 16251004 |
| \* | Tesla, Inc. | 640083 | 292236295 |
|  | Texas Roadhouse, <br> Inc.<br>| 87584 | 14326991 |
| # | Thor Industries, Inc. | 77659 | 8103717 |
| \* | Tile Shop Holdings, <br> Inc.<br>| 56357 | 352795 |
|  | TJX Cos., Inc. | 642660 | 90062372 |
|  | Toll Brothers, Inc. | 208623 | 28153674 |
| #\* | TopBuild Corp. | 41933 | 17715854 |
| #\* | Topgolf Callaway <br> Brands Corp.<br>| 84900 | 798909 |
|  | Tractor Supply Co. | 347602 | 18808744 |
|  | Travel & Leisure Co. | 68196 | 4281345 |
| \* | Tri Pointe Homes, Inc. | 188959 | 6018344 |
| \* | Ulta Beauty, Inc. | 48202 | 25059256 |

---

------

**U.S. Core Equity 1 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| CONSUMER DISCRETIONARY — (Continued) | CONSUMER DISCRETIONARY — (Continued) | CONSUMER DISCRETIONARY — (Continued) | CONSUMER DISCRETIONARY — (Continued) |
| #\* | Under Armour, Inc. (UA <br> US), Class C<br>| 274592 | $1219188 |
| #\* | Under Armour, Inc. <br> (UAA US), Class A<br>| 170127 | 784285 |
| \* | Unifi, Inc. | 11371 | 50715 |
| #\* | United Parks & <br> Resorts, Inc.<br>| 95528 | 4623555 |
| \* | Universal Electronics, <br> Inc.<br>| 1355 | 5271 |
| \* | Universal Technical <br> Institute, Inc.<br>| 85046 | 2527567 |
|  | Upbound Group, Inc. | 70759 | 1371309 |
| \* | Urban Outfitters, Inc. | 219639 | 14190876 |
| # | Vail Resorts, Inc. | 37741 | 5598123 |
| #\* | Valvoline, Inc. | 149632 | 4939352 |
| \* | Vera Bradley, Inc. | 56580 | 132963 |
| # | VF Corp. | 187016 | 2625705 |
| #\* | Victoria's Secret & Co. | 95899 | 3380440 |
|  | Visteon Corp. | 45101 | 4833023 |
| \* | Warby Parker, Inc., <br> Class A<br>| 74477 | 1459004 |
| \* | Wayfair, Inc., Class A | 1778 | 184041 |
| # | Wendy's Co. | 339397 | 2898450 |
|  | Weyco Group, Inc. | 14178 | 406483 |
| # | Whirlpool Corp. | 51336 | 3677198 |
|  | Williams-Sonoma, Inc. | 107468 | 20885331 |
| # | Wingstop, Inc. | 28108 | 6089036 |
|  | Winmark Corp. | 3368 | 1357877 |
|  | Winnebago Industries, <br> Inc.<br>| 41822 | 1577108 |
|  | Wolverine World Wide, <br> Inc.<br>| 20795 | 472047 |
| # | Wyndham Hotels & <br> Resorts, Inc.<br>| 97702 | 7174258 |
|  | Wynn Resorts Ltd. | 39919 | 4749962 |
| \* | XPEL, Inc. | 6567 | 223935 |
| \* | YETI Holdings, Inc. | 59051 | 2007144 |
|  | Yum! Brands, Inc. | 172077 | 23782762 |
| \* | Zumiez, Inc. | 23068 | 499422 |
| TOTAL CONSUMER <br> DISCRETIONARY | TOTAL CONSUMER <br> DISCRETIONARY |  | 3882278127 |
| CONSUMER STAPLES — (5.0%) | CONSUMER STAPLES — (5.0%) | CONSUMER STAPLES — (5.0%) | CONSUMER STAPLES — (5.0%) |
| # | Albertsons Cos., Inc., <br> Class A<br>| 454416 | 8038619 |
|  | Alico, Inc. | 16449 | 579169 |
|  | Altria Group, Inc. | 778741 | 43905418 |
|  | Andersons, Inc. | 57031 | 2641106 |
|  | Archer-Daniels-Midland <br> Co.<br>| 91340 | 5528810 |
|  | B&G Foods, Inc. | 33715 | 134860 |
| \* | BellRing Brands, Inc. | 175325 | 5282542 |
| #\* | BJ's Wholesale Club <br> Holdings, Inc.<br>| 191460 | 16898260 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| CONSUMER STAPLES — (Continued) | CONSUMER STAPLES — (Continued) | CONSUMER STAPLES — (Continued) | CONSUMER STAPLES — (Continued) |
| \* | Boston Beer Co., Inc. , <br> Class A<br>| 9628 | $1992900 |
| \* | Bridgford Foods Corp. | 5919 | 47174 |
| # | Brown-Forman Corp. <br> (BF/A US), Class A<br>| 47745 | 1294844 |
| # | Brown-Forman Corp. <br> (BFB US), Class B<br>| 219285 | 5971131 |
|  | Bunge Global SA | 176791 | 16724429 |
|  | Calavo Growers, Inc. | 20630 | 458192 |
|  | Cal-Maine Foods, Inc. | 70022 | 6147932 |
| # | Campbell's Co. | 260026 | 7834583 |
|  | Casey's General <br> Stores, Inc.<br>| 43632 | 22391506 |
| \* | Celsius Holdings, Inc. | 71426 | 4301988 |
| #\* | Central Garden & Pet <br> Co. (CENT US)<br>| 17123 | 525162 |
| \* | Central Garden & Pet <br> Co. (CENTA US), <br> Class A<br>| 92967 | 2585412 |
| #\* | Chefs' Warehouse, <br> Inc.<br>| 47742 | 2816778 |
|  | Church & Dwight Co., <br> Inc.<br>| 176483 | 15475794 |
|  | Clorox Co. | 91902 | 10335299 |
|  | Coca-Cola Co. | 2283694 | 157346517 |
|  | Coca-Cola <br> Consolidated, Inc.<br>| 103590 | 13506064 |
|  | Colgate-Palmolive Co. | 459632 | 35414646 |
|  | Conagra Brands, Inc. | 310082 | 5330310 |
|  | Constellation Brands, <br> Inc., Class A<br>| 117692 | 15462375 |
| # | Costco Wholesale <br> Corp.<br>| 212188 | 193398753 |
| \* | Coty, Inc., Class A | 485593 | 1927804 |
| \* | Darling Ingredients, <br> Inc.<br>| 261730 | 8388446 |
|  | Dole PLC | 38616 | 491968 |
|  | Dollar General Corp. | 164008 | 16181029 |
| #\* | Dollar Tree, Inc. | 219966 | 21803030 |
|  | Edgewell Personal <br> Care Co.<br>| 41681 | 808195 |
| \* | elf Beauty, Inc. | 5700 | 696198 |
|  | Energizer Holdings, <br> Inc.<br>| 37389 | 868546 |
|  | Estee Lauder Cos., <br> Inc., Class A<br>| 102773 | 9937121 |
| \* | FitLife Brands, Inc. | 610 | 11663 |
|  | Flowers Foods, Inc. | 191225 | 2281314 |
|  | Fresh Del Monte <br> Produce, Inc.<br>| 98917 | 3496716 |
| \*» | Fresh Market, Inc. | 23061 | 0 |
| #\* | Freshpet, Inc. | 42688 | 2100676 |
|  | General Mills, Inc. | 371874 | 17333047 |

---

------

**U.S. Core Equity 1 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| CONSUMER STAPLES — (Continued) | CONSUMER STAPLES — (Continued) | CONSUMER STAPLES — (Continued) | CONSUMER STAPLES — (Continued) |
| \* | Grocery Outlet Holding <br> Corp.<br>| 102500 | $1395025 |
| \* | Herbalife Ltd. | 15799 | 126392 |
|  | Hershey Co. | 110231 | 18698485 |
| \* | HF Foods Group, Inc. | 18176 | 39260 |
| \* | Honest Co., Inc. | 69951 | 238533 |
|  | Hormel Foods Corp. | 277749 | 5996601 |
|  | Ingles Markets, Inc., <br> Class A<br>| 37572 | 2596225 |
|  | Ingredion, Inc. | 96835 | 11175727 |
|  | Interparfums, Inc. | 44534 | 3970206 |
|  | J&J Snack Foods <br> Corp.<br>| 21743 | 1840545 |
|  | J.M. Smucker Co. | 97925 | 10140134 |
|  | John B Sanfilippo & <br> Son, Inc.<br>| 10815 | 678966 |
|  | Kenvue, Inc. | 1838268 | 26415911 |
|  | Keurig Dr. Pepper, Inc. | 614291 | 16684144 |
|  | Kimberly-Clark Corp. | 198192 | 23725564 |
|  | Kraft Heinz Co. | 511694 | 12654193 |
|  | Kroger Co. | 1272898 | 80994500 |
|  | Lamb Weston <br> Holdings, Inc.<br>| 126653 | 7818290 |
| # | Lifevantage Corp. | 11327 | 92768 |
| \* | Lifeway Foods, Inc. | 13678 | 328135 |
|  | Limoneira Co. | 17416 | 246088 |
| \* | Mama's Creations, <br> Inc.<br>| 5508 | 58330 |
| \* | Mannatech, Inc. | 500 | 4920 |
| \* | Maplebear, Inc. | 130008 | 4792095 |
|  | Marzetti Co. | 32352 | 5072470 |
|  | McCormick & Co., Inc. <br> (MKC US)<br>| 189826 | 12179236 |
|  | McCormick & Co., Inc. <br> (MKC/V US)<br>| 8596 | 549843 |
| \* | Medifast, Inc. | 17621 | 211804 |
| # | MGP Ingredients, Inc. | 25611 | 619786 |
| \* | Mission Produce, Inc. | 38275 | 440928 |
| # | Molson Coors <br> Beverage Co., <br> Class B<br>| 151458 | 6621744 |
|  | Mondelez International, <br> Inc., Class A<br>| 577565 | 33186885 |
| \* | Monster Beverage <br> Corp.<br>| 468488 | 31309053 |
| \* | National Beverage <br> Corp.<br>| 84979 | 2912230 |
| \* | Natural Alternatives <br> International, Inc.<br>| 9699 | 27060 |
|  | Natural Grocers by <br> Vitamin Cottage, <br> Inc.<br>| 50818 | 1630750 |
|  | Natural Health Trends <br> Corp.<br>| 4427 | 19523 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| CONSUMER STAPLES — (Continued) | CONSUMER STAPLES — (Continued) | CONSUMER STAPLES — (Continued) | CONSUMER STAPLES — (Continued) |
| \* | Nature's Sunshine <br> Products, Inc.<br>| 37029 | $499151 |
|  | Nu Skin Enterprises, <br> Inc., Class A<br>| 4801 | 51467 |
|  | Oil-Dri Corp. of <br> America<br>| 21238 | 1176373 |
|  | PepsiCo, Inc. | 975626 | 142529202 |
| \* | Performance Food <br> Group Co.<br>| 268889 | 26012322 |
|  | Philip Morris <br> International, Inc.<br>| 630976 | 91068766 |
| # | Pilgrim's Pride Corp. | 194549 | 7412317 |
| \* | Post Holdings, Inc. | 125799 | 13074290 |
|  | PriceSmart, Inc. | 39070 | 4490706 |
|  | Procter & Gamble Co. | 1494389 | 224711274 |
| # | Reynolds Consumer <br> Products, Inc.<br>| 88924 | 2173303 |
|  | Seaboard Corp. | 828 | 2790343 |
| \* | Seneca Foods Corp. <br> (SENEA US), <br> Class A<br>| 18395 | 1983625 |
| \*» | Seneca Foods Corp. <br> (SENEB US), <br> Class B<br>| 1662 | 182654 |
| \* | Simply Good Foods <br> Co.<br>| 139441 | 2728860 |
| # | Spectrum Brands <br> Holdings, Inc.<br>| 55314 | 2980318 |
| \* | Sprouts Farmers <br> Market, Inc.<br>| 171785 | 13564144 |
|  | Sysco Corp. | 342238 | 25421439 |
|  | Target Corp. | 317101 | 29401605 |
| # | Tootsie Roll Industries, <br> Inc.<br>| 45617 | 1609824 |
| \* | TreeHouse Foods, Inc. | 53316 | 970351 |
|  | Turning Point Brands, <br> Inc.<br>| 24666 | 2217473 |
|  | Tyson Foods, Inc., <br> Class A<br>| 211919 | 10894756 |
| \* | U.S. Foods Holding <br> Corp.<br>| 405418 | 29441455 |
| \* | United Natural Foods, <br> Inc.<br>| 129013 | 4857339 |
|  | United-Guardian, Inc. | 1741 | 12483 |
|  | Universal Corp. | 34904 | 1768935 |
| \* | USANA Health <br> Sciences, Inc.<br>| 18998 | 401808 |
|  | Utz Brands, Inc. | 45505 | 479168 |
|  | Village Super Market, <br> Inc., Class A<br>| 18278 | 573381 |
| \* | Vita Coco Co., Inc. | 36655 | 1509453 |
| \* | Vital Farms, Inc. | 40187 | 1320143 |
|  | Walmart, Inc. | 2591562 | 262214243 |
|  | WD-40 Co. | 13608 | 2643762 |

---

------

**U.S. Core Equity 1 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| CONSUMER STAPLES — (Continued) | CONSUMER STAPLES — (Continued) | CONSUMER STAPLES — (Continued) | CONSUMER STAPLES — (Continued) |
|  | Weis Markets, Inc. | 53255 | $3373172 |
| \* | Willamette Valley <br> Vineyards, Inc.<br>| 1332 | 4262 |
| TOTAL CONSUMER <br> STAPLES | TOTAL CONSUMER <br> STAPLES |  | 1930732842 |
| ENERGY — (4.2%) | ENERGY — (4.2%) | ENERGY — (4.2%) | ENERGY — (4.2%) |
| \* | Amplify Energy Corp. | 52686 | 239194 |
|  | Antero Midstream <br> Corp.<br>| 588304 | 10148244 |
| \* | Antero Resources <br> Corp.<br>| 340017 | 10509925 |
| # | APA Corp. | 228767 | 5181573 |
|  | Archrock, Inc. | 473845 | 11974063 |
|  | Ardmore Shipping <br> Corp.<br>| 81498 | 1026060 |
| # | Atlas Energy Solutions, <br> Inc.<br>| 10865 | 134509 |
|  | Baker Hughes Co. | 588091 | 28469485 |
|  | Berry Corp. | 84744 | 285587 |
| \* | Bristow Group, Inc. | 38511 | 1567398 |
|  | Cactus, Inc., Class A | 60365 | 2666322 |
|  | California Resources <br> Corp.<br>| 49928 | 2355104 |
| #\* | Centrus Energy Corp., <br> Class A<br>| 12401 | 4556871 |
|  | Cheniere Energy, Inc. | 154305 | 32712660 |
|  | Chevron Corp. | 1450593 | 228787528 |
| \* | Clean Energy Fuels <br> Corp.<br>| 163682 | 468131 |
| #\* | CNX Resources Corp. | 318040 | 10705226 |
| #\* | Comstock Resources, <br> Inc.<br>| 183237 | 3435694 |
|  | ConocoPhillips | 1257347 | 111727854 |
| # | Core Laboratories, <br> Inc.<br>| 32763 | 522242 |
|  | Core Natural <br> Resources, Inc.<br>| 33961 | 2682919 |
|  | Coterra Energy, Inc. | 1038240 | 24564758 |
|  | Crescent Energy Co., <br> Class A<br>| 149803 | 1262839 |
| \* | CVR Energy, Inc. | 23100 | 822129 |
|  | Delek U.S. Holdings, <br> Inc.<br>| 9252 | 349356 |
|  | Devon Energy Corp. | 737616 | 23965144 |
|  | DHT Holdings, Inc. | 372797 | 4950744 |
|  | Diamondback Energy, <br> Inc.<br>| 164391 | 23539147 |
| \* | DMC Global, Inc. | 31758 | 255969 |
|  | Dorian LPG Ltd. | 60425 | 1743261 |
| \* | DT Midstream, Inc. | 131276 | 14373409 |
|  | Energy Services of <br> America Corp.<br>| 14777 | 161956 |
|  | EOG Resources, Inc. | 500872 | 53012293 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| ENERGY — (Continued) | ENERGY — (Continued) | ENERGY — (Continued) | ENERGY — (Continued) |
|  | Epsilon Energy Ltd. | 60463 | $290222 |
|  | EQT Corp. | 472024 | 25291046 |
|  | Evolution Petroleum <br> Corp.<br>| 60020 | 262888 |
|  | Excelerate Energy, <br> Inc., Class A<br>| 5789 | 149993 |
|  | Expand Energy Corp. | 236649 | 24448208 |
| #\* | Expro Group Holdings <br> NV<br>| 65808 | 893673 |
|  | Exxon Mobil Corp. | 3359332 | 384173208 |
| \* | Forum Energy <br> Technologies, Inc.<br>| 14479 | 387748 |
|  | FutureFuel Corp. | 6867 | 26987 |
| \* | Geospace <br> Technologies Corp.<br>| 10582 | 268148 |
|  | Granite Ridge <br> Resources, Inc.<br>| 3091 | 16320 |
| #\* | Green Plains, Inc. | 54195 | 557125 |
| \* | Gulf Island Fabrication, <br> Inc.<br>| 3751 | 29295 |
| \* | Gulfport Energy Corp. | 19155 | 3563022 |
|  | Halliburton Co. | 751082 | 20159041 |
| \* | Helix Energy Solutions <br> Group, Inc.<br>| 196386 | 1319714 |
|  | Helmerich & Payne, <br> Inc.<br>| 107111 | 2812735 |
|  | HF Sinclair Corp. | 236974 | 12227858 |
| \* | Innovex International, <br> Inc.<br>| 8299 | 166561 |
| # | International Seaways, <br> Inc.<br>| 58129 | 2977949 |
|  | Kinder Morgan, Inc. | 1165002 | 30511402 |
| # | Kinetik Holdings, Inc. | 40972 | 1577832 |
|  | Kodiak Gas Services, <br> Inc.<br>| 53060 | 1956853 |
| # | Liberty Energy, Inc. | 206786 | 3744894 |
|  | Magnolia Oil & Gas <br> Corp., Class A<br>| 278634 | 6258120 |
| \* | Mammoth Energy <br> Services, Inc.<br>| 27003 | 55086 |
|  | Marathon Petroleum <br> Corp.<br>| 249562 | 48642129 |
|  | Matador Resources <br> Co.<br>| 212733 | 8394444 |
|  | Mexco Energy Corp. | 4333 | 39864 |
| # | Murphy Oil Corp. | 166154 | 4702158 |
| \* | Nabors Industries Ltd. | 9416 | 456864 |
|  | NACCO Industries, <br> Inc., Class A<br>| 10033 | 424195 |
|  | Natural Gas Services <br> Group, Inc.<br>| 32924 | 916604 |
| \* | NCS Multistage <br> Holdings, Inc.<br>| 409 | 15010 |
| # | Noble Corp. PLC | 116721 | 3425761 |

---

------

**U.S. Core Equity 1 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| ENERGY — (Continued) | ENERGY — (Continued) | ENERGY — (Continued) | ENERGY — (Continued) |
|  | Nordic American <br> Tankers Ltd.<br>| 188720 | $694490 |
| # | Northern Oil & Gas, <br> Inc.<br>| 112855 | 2497481 |
|  | NOV, Inc. | 225333 | 3289862 |
|  | Occidental Petroleum <br> Corp.<br>| 696769 | 28706883 |
| \* | Oceaneering <br> International, Inc.<br>| 124187 | 2892315 |
| \* | Oil States International, <br> Inc.<br>| 86684 | 517504 |
|  | ONEOK, Inc. | 539835 | 36168945 |
|  | Ovintiv, Inc. | 250371 | 9391416 |
| #\* | Par Pacific Holdings, <br> Inc.<br>| 67109 | 2683018 |
|  | PBF Energy, Inc., <br> Class A<br>| 112205 | 3834045 |
| # | Peabody Energy Corp. | 100129 | 2745537 |
|  | Permian Resources <br> Corp.<br>| 690853 | 8677114 |
|  | Phillips 66 | 302439 | 41174045 |
| \* | PrimeEnergy <br> Resources Corp.<br>| 843 | 114007 |
| \* | ProPetro Holding <br> Corp.<br>| 78127 | 810958 |
|  | Range Resources <br> Corp.<br>| 375896 | 13363103 |
|  | Ranger Energy <br> Services, Inc., <br> Class A<br>| 29454 | 404698 |
| \* | REX American <br> Resources Corp.<br>| 48418 | 1550829 |
|  | Riley Exploration <br> Permian, Inc.<br>| 1793 | 46654 |
|  | RPC, Inc. | 46911 | 243937 |
|  | SandRidge Energy, <br> Inc.<br>| 36068 | 429570 |
|  | Scorpio Tankers, Inc. | 78178 | 4823583 |
| \* | SEACOR Marine <br> Holdings, Inc.<br>| 41604 | 264601 |
| #\* | Seadrill Ltd. | 47560 | 1500994 |
|  | Select Water Solutions, <br> Inc.<br>| 128234 | 1482385 |
| # | SFL Corp. Ltd. | 167954 | 1252937 |
|  | SLB Ltd. | 931477 | 33589061 |
| # | SM Energy Co. | 140247 | 2929760 |
|  | Solaris Energy <br> Infrastructure, Inc.<br>| 42219 | 2247317 |
| \* | Stabilis Solutions, Inc. | 2642 | 13184 |
| \* | Talos Energy, Inc. | 131703 | 1292006 |
| # | Targa Resources <br> Corp.<br>| 242272 | 37319579 |
|  | TechnipFMC PLC | 539026 | 22288725 |
|  | Teekay Corp. Ltd. | 151317 | 1455670 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| ENERGY — (Continued) | ENERGY — (Continued) | ENERGY — (Continued) | ENERGY — (Continued) |
|  | Teekay Tankers Ltd., <br> Class A<br>| 66304 | $4044544 |
| \* | TETRA Technologies, <br> Inc.<br>| 91487 | 645898 |
| # | Texas Pacific Land <br> Corp.<br>| 6081 | 5736694 |
| #\* | Tidewater, Inc. | 74980 | 3793238 |
| \* | Transocean Ltd. | 413038 | 1586066 |
| #\* | Uranium Energy Corp. | 277500 | 4198575 |
|  | VAALCO Energy, Inc. | 40414 | 158827 |
| #\* | Valaris Ltd. | 77369 | 4341948 |
|  | Valero Energy Corp. | 305122 | 51736486 |
|  | Viper Energy, Inc., <br> Class A<br>| 17533 | 658540 |
| \* | Vital Energy, Inc. | 3742 | 58787 |
| # | Vitesse Energy, Inc. | 42644 | 927507 |
|  | Weatherford <br> International PLC<br>| 74690 | 5503906 |
|  | Western Midstream <br> Partners LP<br>| 14369 | 538377 |
|  | Williams Cos., Inc. | 1021693 | 59125374 |
| # | World Kinect Corp. | 114856 | 2969028 |
| TOTAL ENERGY | TOTAL ENERGY |  | 1627020559 |
| FINANCIALS — (15.2%) | FINANCIALS — (15.2%) | FINANCIALS — (15.2%) | FINANCIALS — (15.2%) |
|  | 1st Source Corp. | 52420 | 3115845 |
| \* | Acacia Research <br> Corp.<br>| 114844 | 398509 |
|  | Acadian Asset <br> Management, Inc.<br>| 65502 | 3150646 |
|  | ACNB Corp. | 14313 | 646661 |
|  | Affiliated Managers <br> Group, Inc.<br>| 35352 | 8412362 |
|  | Affinity Bancshares, <br> Inc.<br>| 8297 | 157394 |
| \* | Affirm Holdings, Inc. | 108218 | 7778710 |
|  | Aflac, Inc. | 378948 | 40619436 |
|  | Alerus Financial Corp. | 10949 | 231243 |
|  | Allstate Corp. | 230489 | 44143253 |
| # | Ally Financial, Inc. | 528777 | 20606440 |
|  | Amalgamated Financial <br> Corp.<br>| 38328 | 1044821 |
| \* | Ambac Financial <br> Group, Inc.<br>| 51615 | 423759 |
|  | Amerant Bancorp, Inc. | 37732 | 632766 |
|  | American Coastal <br> Insurance Corp.<br>| 11492 | 136065 |
|  | American Express Co. | 389747 | 140593435 |
|  | American Financial <br> Group, Inc.<br>| 112170 | 14770546 |
|  | American International <br> Group, Inc.<br>| 621612 | 49082484 |
|  | Ameriprise Financial, <br> Inc.<br>| 90792 | 41107894 |

---

------

**U.S. Core Equity 1 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) |
|  | Ameris Bancorp | 122871 | $8800021 |
|  | AMERISAFE, Inc. | 23284 | 933223 |
|  | AmeriServ Financial, <br> Inc.<br>| 8436 | 25730 |
|  | Ames National Corp. | 1136 | 23697 |
|  | Aon PLC, Class A | 113269 | 38588483 |
|  | Apollo Global <br> Management, Inc.<br>| 157836 | 19620593 |
|  | Arch Capital Group <br> Ltd.<br>| 273606 | 23614934 |
|  | ARES Management <br> Corp., Class A<br>| 54844 | 8155851 |
|  | Arrow Financial Corp. | 17913 | 499594 |
|  | Arthur J Gallagher & <br> Co.<br>| 93543 | 23338043 |
| # | Artisan Partners Asset <br> Management, Inc., <br> Class A<br>| 73610 | 3213813 |
|  | Associated <br> Banc-Corp.<br>| 272106 | 6740066 |
|  | Associated Capital <br> Group, Inc., Class A<br>| 4191 | 152971 |
|  | Assurant, Inc. | 85221 | 18042990 |
|  | Assured Guaranty Ltd. | 126709 | 10210211 |
|  | Atlantic American <br> Corp.<br>| 2737 | 7746 |
| # | Atlantic Union <br> Bankshares Corp.<br>| 163102 | 5304077 |
| \* | Atlanticus Holdings <br> Corp.<br>| 19985 | 1101373 |
|  | Auburn National <br> BanCorp, Inc.<br>| 2633 | 68300 |
|  | Axis Capital Holdings <br> Ltd.<br>| 141267 | 13231067 |
| \* | Axos Financial, Inc. | 86429 | 6739733 |
| \* | Baldwin Insurance <br> Group, Inc.<br>| 44998 | 994456 |
|  | Banc of California, Inc. | 85729 | 1454821 |
|  | BancFirst Corp. | 61698 | 6716444 |
| \* | Bancorp, Inc. | 127939 | 8363372 |
|  | Bank First Corp. | 275 | 33583 |
|  | Bank of America Corp. | 3912477 | 209121896 |
|  | Bank of Hawaii Corp. | 41337 | 2684011 |
|  | Bank of Marin <br> Bancorp<br>| 9928 | 255646 |
| # | Bank of New York <br> Mellon Corp.<br>| 467865 | 50496669 |
|  | Bank of NT Butterfield <br> & Son Ltd.<br>| 53496 | 2474725 |
|  | Bank of the James <br> Financial Group, <br> Inc.<br>| 3363 | 57003 |
| # | Bank OZK | 165816 | 7460062 |
|  | Bank7 Corp. | 2632 | 109254 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) |
|  | BankFinancial Corp. | 22978 | $253907 |
|  | BankUnited, Inc. | 85379 | 3421990 |
|  | Bankwell Financial <br> Group, Inc.<br>| 9630 | 417460 |
|  | Banner Corp. | 67823 | 4095831 |
|  | Bar Harbor <br> Bankshares<br>| 27269 | 799800 |
|  | BayCom Corp. | 20776 | 566354 |
|  | BCB Bancorp, Inc. | 29291 | 232571 |
| # | Beacon Financial <br> Corp.<br>| 138228 | 3364470 |
| \* | Berkshire Hathaway, <br> Inc., Class B<br>| 914576 | 436746623 |
|  | BGC Group, Inc., <br> Class A<br>| 440515 | 4026307 |
|  | Blackrock, Inc. | 61589 | 66689185 |
|  | Blackstone, Inc. | 203670 | 29866169 |
| \* | Block, Inc. | 216866 | 16468804 |
| \* | Blue Foundry Bancorp | 29554 | 243525 |
|  | BOK Financial Corp. | 81414 | 8514276 |
|  | Bread Financial <br> Holdings, Inc.<br>| 78989 | 4948661 |
| \* | Bridgewater <br> Bancshares, Inc.<br>| 22825 | 375699 |
| \* | Brighthouse Financial, <br> Inc.<br>| 42444 | 2422279 |
|  | Brown & Brown, Inc. | 249639 | 19906214 |
|  | Burke & Herbert <br> Financial Services <br> Corp.<br>| 10553 | 621150 |
|  | Business First <br> Bancshares, Inc.<br>| 11738 | 287816 |
| \* | BV Financial, Inc. | 4641 | 75648 |
|  | Byline Bancorp, Inc. | 34323 | 917797 |
|  | C&F Financial Corp. | 3812 | 260779 |
|  | Cadence Bank | 226319 | 8541279 |
| \* | California BanCorp | 2613 | 48314 |
|  | Camden National <br> Corp.<br>| 19005 | 725041 |
|  | Capital Bancorp, Inc. | 6836 | 190007 |
|  | Capital City Bank <br> Group, Inc.<br>| 33135 | 1288951 |
|  | Capital One Financial <br> Corp.<br>| 404621 | 89012574 |
|  | Capitol Federal <br> Financial, Inc.<br>| 198177 | 1196989 |
|  | Carlyle Group, Inc. | 239056 | 12746466 |
| \* | Carter Bankshares, <br> Inc.<br>| 27375 | 467565 |
|  | Cass Information <br> Systems, Inc.<br>| 16809 | 664460 |
|  | Cathay General <br> Bancorp<br>| 108271 | 4920917 |

---

------

**U.S. Core Equity 1 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) |
|  | CB Financial Services, <br> Inc.<br>| 1493 | $48328 |
|  | Cboe Global Markets, <br> Inc.<br>| 86600 | 21272424 |
|  | Central Pacific <br> Financial Corp.<br>| 49156 | 1401438 |
|  | CF Bankshares, Inc. | 4274 | 99157 |
|  | Charles Schwab Corp. | 620416 | 58641720 |
|  | Chemung Financial <br> Corp.<br>| 6655 | 337209 |
|  | ChoiceOne Financial <br> Services, Inc.<br>| 1826 | 52297 |
|  | Chubb Ltd. | 227406 | 62977818 |
|  | Cincinnati Financial <br> Corp.<br>| 131496 | 20327967 |
|  | Citigroup, Inc. | 692112 | 70062498 |
|  | Citizens & Northern <br> Corp.<br>| 29752 | 575999 |
|  | Citizens Community <br> Bancorp, Inc.<br>| 18370 | 287490 |
|  | Citizens Financial <br> Group, Inc.<br>| 364457 | 18539928 |
| #\* | Citizens, Inc. | 12883 | 71758 |
| # | City Holding Co. | 30432 | 3587324 |
|  | Civista Bancshares, <br> Inc.<br>| 25564 | 550393 |
|  | CME Group, Inc. | 135048 | 35853894 |
|  | CNB Financial Corp. | 39932 | 982327 |
|  | CNO Financial Group, <br> Inc.<br>| 145428 | 5820029 |
| #\* | Coastal Financial <br> Corp.<br>| 26487 | 2820865 |
| # | Cohen & Steers, Inc. | 70965 | 4848329 |
| \* | Coinbase Global, Inc., <br> Class A<br>| 58183 | 20002152 |
|  | Colony Bankcorp, Inc. | 12083 | 193207 |
|  | Columbia Banking <br> System, Inc.<br>| 91436 | 2450485 |
| \* | Columbia Financial, <br> Inc.<br>| 69880 | 1030730 |
|  | Comerica, Inc. | 142539 | 10904233 |
|  | Commerce <br> Bancshares, Inc.<br>| 235870 | 12413838 |
|  | Community Financial <br> System, Inc.<br>| 77758 | 4314014 |
|  | Community Trust <br> Bancorp, Inc.<br>| 53410 | 2734325 |
|  | Community West <br> Bancshares<br>| 18372 | 389119 |
|  | ConnectOne Bancorp, <br> Inc.<br>| 70743 | 1702077 |
| \* | Consumer Portfolio <br> Services, Inc.<br>| 137807 | 1157579 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) |
|  | Corebridge Financial, <br> Inc.<br>| 396689 | $12916194 |
| \* | Corpay, Inc. | 87907 | 22886587 |
|  | Crawford & Co. <br> (CRD/A US), <br> Class A<br>| 86071 | 932149 |
|  | Crawford & Co. <br> (CRD/B US), <br> Class B<br>| 47154 | 473426 |
| #\* | Credit Acceptance <br> Corp.<br>| 14278 | 6387121 |
|  | Cullen/Frost Bankers, <br> Inc.<br>| 101759 | 12530603 |
| \* | Customers Bancorp, <br> Inc.<br>| 55910 | 3752679 |
|  | CVB Financial Corp. | 197124 | 3621168 |
| #\* | Dave, Inc. | 3300 | 789756 |
|  | Diamond Hill <br> Investment Group, <br> Inc.<br>| 4352 | 558579 |
|  | DigitalBridge Group, <br> Inc.<br>| 178387 | 2110318 |
|  | Dime Community <br> Bancshares, Inc.<br>| 64276 | 1687245 |
|  | Donegal Group, Inc. <br> (DGICA US), <br> Class A<br>| 86728 | 1626150 |
|  | Donegal Group, Inc. <br> (DGICB US), <br> Class B<br>| 2147 | 32720 |
| \* | Donnelley Financial <br> Solutions, Inc.<br>| 58266 | 2677323 |
|  | Eagle Bancorp <br> Montana, Inc.<br>| 2666 | 43269 |
| # | Eagle Bancorp, Inc. | 36090 | 604507 |
|  | East West Bancorp, <br> Inc.<br>| 198840 | 20202144 |
|  | Eastern Bankshares, <br> Inc.<br>| 83901 | 1470785 |
| \* | eHealth, Inc. | 8121 | 42148 |
|  | Employers Holdings, <br> Inc.<br>| 50670 | 1932047 |
|  | Enact Holdings, Inc. | 5136 | 183458 |
| \* | Encore Capital Group, <br> Inc.<br>| 29202 | 1214219 |
| \* | Enova International, <br> Inc.<br>| 83485 | 9982301 |
|  | Enterprise Financial <br> Services Corp.<br>| 57625 | 3017821 |
|  | Equitable Holdings, <br> Inc.<br>| 495360 | 24470784 |
|  | Equity Bancshares, <br> Inc., Class A<br>| 26825 | 1086681 |

---

------

**U.S. Core Equity 1 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) |
| # | Erie Indemnity Co., <br> Class A<br>| 32636 | $9550599 |
|  | Esquire Financial <br> Holdings, Inc.<br>| 15778 | 1479976 |
|  | Essent Group Ltd. | 176108 | 10666862 |
| \* | Euronet Worldwide, <br> Inc.<br>| 63580 | 4823179 |
|  | Evercore, Inc., <br> Class A<br>| 69364 | 20431860 |
|  | Everest Group Ltd. | 40663 | 12789327 |
|  | EVERTEC, Inc. | 112423 | 3200683 |
| #\* | EZCORP, Inc., <br> Class A<br>| 133758 | 2441083 |
|  | F&G Annuities & Life, <br> Inc.<br>| 36803 | 1091209 |
|  | FactSet Research <br> Systems, Inc.<br>| 33485 | 8933798 |
|  | Farmers & Merchants <br> Bancorp, Inc.<br>| 6977 | 166750 |
|  | Farmers National Banc <br> Corp.<br>| 16403 | 212911 |
| # | FB Financial Corp. | 85287 | 4606351 |
|  | Federal Agricultural <br> Mortgage Corp. <br> (AGM US), Class C<br>| 17613 | 2794126 |
|  | Federal Agricultural <br> Mortgage Corp. <br> (AGM/A US), <br> Class A<br>| 1374 | 164743 |
| # | Federated Hermes, <br> Inc.<br>| 206176 | 9995412 |
|  | Fidelis Insurance <br> Holdings Ltd.<br>| 23067 | 414745 |
|  | Fidelity National <br> Financial, Inc.<br>| 302183 | 16692589 |
|  | Fidelity National <br> Information Services, <br> Inc.<br>| 341352 | 21341327 |
|  | Fifth Third Bancorp | 625807 | 26046087 |
| \* | Finance of America <br> Cos., Inc., Class A<br>| 985 | 21670 |
|  | Financial Institutions, <br> Inc.<br>| 28787 | 818414 |
|  | Finward Bancorp | 1270 | 44641 |
| \* | Finwise Bancorp | 11312 | 217077 |
|  | First American <br> Financial Corp.<br>| 164149 | 10260954 |
|  | First BanCorp | 445147 | 8675915 |
|  | First Bancorp, Inc. | 16977 | 420860 |
| # | First Bancorp/Southern <br> Pines NC<br>| 81635 | 3962563 |
|  | First Bank | 23604 | 368694 |
|  | First Busey Corp. | 126474 | 2827959 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) |
|  | First Business <br> Financial Services, <br> Inc.<br>| 14186 | $717953 |
|  | First Capital, Inc. | 3880 | 167034 |
|  | First Citizens <br> BancShares, Inc., <br> Class A<br>| 13669 | 24943465 |
|  | First Commonwealth <br> Financial Corp.<br>| 222788 | 3406429 |
|  | First Community <br> Bankshares, Inc.<br>| 35111 | 1135490 |
|  | First Community Corp. | 2034 | 54532 |
|  | First Financial <br> Bancorp<br>| 158752 | 3716384 |
|  | First Financial <br> Bankshares, Inc.<br>| 157378 | 4861406 |
|  | First Financial Corp. | 23079 | 1230572 |
| \*» | First Financial <br> Northwest, Inc.<br>| 14137 | 16964 |
| \* | First Foundation, Inc. | 80881 | 439993 |
|  | First Hawaiian, Inc. | 13700 | 336061 |
|  | First Horizon Corp. | 728194 | 15554224 |
|  | First Internet Bancorp | 11737 | 208214 |
|  | First Interstate <br> BancSystem, Inc., <br> Class A<br>| 58551 | 1829719 |
|  | First Merchants Corp. | 59546 | 2112692 |
|  | First Mid Bancshares, <br> Inc.<br>| 32608 | 1165084 |
|  | First National Corp. | 1787 | 40243 |
|  | First Northwest <br> Bancorp<br>| 11235 | 101901 |
|  | First Savings Financial <br> Group, Inc.<br>| 2715 | 80364 |
| \* | First Seacoast <br> Bancorp, Inc.<br>| 23 | 267 |
|  | First U.S. Bancshares, <br> Inc.<br>| 5297 | 68172 |
|  | First United Corp. | 12304 | 424857 |
| \* | First Western <br> Financial, Inc.<br>| 1084 | 25030 |
|  | FirstCash Holdings, <br> Inc.<br>| 70013 | 11097060 |
| \* | Firstsun Capital <br> Bancorp<br>| 1216 | 41393 |
| \* | Fiserv, Inc. | 253288 | 16891777 |
|  | Five Star Bancorp | 5003 | 177657 |
|  | Flagstar Bank NA | 183572 | 2096392 |
|  | Flushing Financial <br> Corp.<br>| 43624 | 596340 |
| \* | Flywire Corp. | 31960 | 425707 |
|  | FNB Corp. | 431289 | 6779863 |
|  | Franklin Financial <br> Services Corp.<br>| 5318 | 240905 |

---

------

**U.S. Core Equity 1 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) |
| # | Franklin Resources, <br> Inc.<br>| 211791 | $4788595 |
|  | FS Bancorp, Inc. | 18178 | 703307 |
|  | Fulton Financial Corp. | 336122 | 5838439 |
|  | FVCBankcorp, Inc. | 10930 | 133565 |
| # | GCM Grosvenor, Inc., <br> Class A<br>| 24228 | 278864 |
| \* | Genworth Financial, <br> Inc.<br>| 459413 | 3877446 |
|  | German American <br> Bancorp, Inc.<br>| 59501 | 2293169 |
| # | Glacier Bancorp, Inc. | 181046 | 7395729 |
| # | Global Payments, Inc. | 171187 | 13311501 |
|  | Globe Life, Inc. | 110398 | 14518441 |
|  | Goldman Sachs <br> Group, Inc.<br>| 176078 | 138990691 |
|  | Goosehead Insurance, <br> Inc., Class A<br>| 16852 | 1157227 |
|  | Great Southern <br> Bancorp, Inc.<br>| 24744 | 1378241 |
| \* | Green Dot Corp., <br> Class A<br>| 5285 | 61359 |
|  | Greene County <br> Bancorp, Inc.<br>| 339 | 7441 |
| \* | Greenlight Capital Re <br> Ltd., Class A<br>| 48367 | 586208 |
| \* | Hagerty, Inc., Class A | 1396 | 15663 |
| \* | Hamilton Insurance <br> Group Ltd., Class B<br>| 5783 | 136884 |
|  | Hamilton Lane, Inc., <br> Class A<br>| 36962 | 4212190 |
|  | Hancock Whitney <br> Corp.<br>| 139177 | 7948398 |
|  | Hanmi Financial Corp. | 46979 | 1240246 |
|  | Hanover Insurance <br> Group, Inc.<br>| 68866 | 11767822 |
|  | HarborOne Bancorp, <br> Inc.<br>| 71823 | 869058 |
|  | Hartford Insurance <br> Group, Inc.<br>| 420335 | 52197200 |
|  | Hawthorn Bancshares, <br> Inc.<br>| 11816 | 356961 |
|  | HBT Financial, Inc. | 4919 | 119974 |
|  | HCI Group, Inc. | 23644 | 4823612 |
|  | Heritage Commerce <br> Corp.<br>| 48600 | 505440 |
|  | Heritage Financial <br> Corp.<br>| 64689 | 1435449 |
| \* | Heritage Insurance <br> Holdings, Inc.<br>| 42336 | 1000400 |
|  | Hilltop Holdings, Inc. | 121772 | 3933236 |
| # | Hingham Institution For <br> Savings<br>| 3148 | 926330 |
| \* | Hippo Holdings, Inc. | 963 | 35419 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) |
|  | Home Bancorp, Inc. | 11444 | $608249 |
|  | Home BancShares, <br> Inc.<br>| 246319 | 6579180 |
|  | Home Federal <br> Bancorp, Inc. of <br> Louisiana<br>| 2148 | 35055 |
|  | HomeTrust <br> Bancshares, Inc.<br>| 3998 | 157161 |
|  | Hope Bancorp, Inc. | 179562 | 1883605 |
|  | Horace Mann <br> Educators Corp.<br>| 84260 | 3767265 |
|  | Horizon Bancorp, Inc. | 82933 | 1293755 |
|  | Houlihan Lokey, Inc. | 85808 | 15366497 |
|  | Huntington <br> Bancshares, Inc.<br>| 1459381 | 22532843 |
|  | IF Bancorp, Inc. | 982 | 25272 |
|  | Independent Bank <br> Corp. (IBCP US)<br>| 38966 | 1177553 |
|  | Independent Bank <br> Corp. (INDB US)<br>| 68941 | 4639040 |
|  | Interactive Brokers <br> Group, Inc., Class A<br>| 115077 | 8096818 |
|  | Intercontinental <br> Exchange, Inc.<br>| 251052 | 36726397 |
|  | International <br> Bancshares Corp.<br>| 132955 | 8825553 |
| \* | International Money <br> Express, Inc.<br>| 51139 | 761460 |
|  | Invesco Ltd. | 298712 | 7079474 |
|  | Investors Title Co. | 3641 | 941526 |
|  | Jack Henry & <br> Associates, Inc.<br>| 66683 | 9931766 |
|  | Jackson Financial, Inc., <br> Class A<br>| 67326 | 6787134 |
|  | James River Group <br> Holdings Ltd.<br>| 48400 | 246840 |
|  | Janus Henderson <br> Group PLC<br>| 189838 | 8269343 |
|  | Jefferies Financial <br> Group, Inc.<br>| 347509 | 18358900 |
|  | JPMorgan Chase & <br> Co.<br>| 2017907 | 627811226 |
|  | Kearny Financial <br> Corp.<br>| 84156 | 537757 |
|  | Kemper Corp. | 94380 | 4246156 |
| \* | Kentucky First Federal <br> Bancorp<br>| 6573 | 26358 |
| \* | Kestrel Group Ltd. | 9925 | 196912 |
|  | KeyCorp | 699616 | 12306245 |
|  | Kingstone Cos., Inc. | 931 | 13574 |
|  | Kinsale Capital Group, <br> Inc.<br>| 25262 | 10091411 |
|  | KKR & Co., Inc. | 223300 | 26423089 |

---

------

**U.S. Core Equity 1 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) |
|  | Lake Shore Bancorp, <br> Inc.<br>| 4842 | $66916 |
| # | Lakeland Financial <br> Corp.<br>| 51531 | 2939844 |
|  | Landmark Bancorp, <br> Inc.<br>| 7969 | 204724 |
| # | Lazard, Inc. | 62191 | 3034921 |
|  | LCNB Corp. | 10519 | 161572 |
| \* | LendingClub Corp. | 170419 | 2963586 |
| \* | LendingTree, Inc. | 10934 | 699776 |
|  | Lincoln National Corp. | 211801 | 8895642 |
|  | Live Oak Bancshares, <br> Inc.<br>| 54024 | 1682307 |
|  | Loews Corp. | 227665 | 22666327 |
|  | LPL Financial <br> Holdings, Inc.<br>| 88990 | 33576817 |
|  | M&T Bank Corp. | 98280 | 18070744 |
|  | Magyar Bancorp, Inc. | 5872 | 101292 |
|  | MainStreet <br> Bancshares, Inc.<br>| 2310 | 42851 |
| \* | Markel Group, Inc. | 10873 | 21469065 |
|  | MarketAxess Holdings, <br> Inc.<br>| 26420 | 4228785 |
| \* | Marqeta, Inc., Class A | 396658 | 1796861 |
|  | Marsh & McLennan <br> Cos., Inc.<br>| 286589 | 51055830 |
|  | Mastercard, Inc., <br> Class A<br>| 475606 | 262529756 |
| \* | Mechanics Bancorp, <br> Class A<br>| 14705 | 196900 |
|  | Mercantile Bank Corp. | 34629 | 1518482 |
|  | Merchants Bancorp | 22081 | 688706 |
|  | Mercury General <br> Corp.<br>| 79904 | 6176579 |
|  | Meridian Corp. | 12316 | 175996 |
|  | MetLife, Inc. | 480677 | 38367638 |
|  | Metrocity Bankshares, <br> Inc.<br>| 6183 | 158347 |
|  | Metropolitan Bank <br> Holding Corp.<br>| 4704 | 311734 |
|  | MGIC Investment <br> Corp.<br>| 321345 | 8811280 |
|  | Mid Penn Bancorp, <br> Inc.<br>| 17986 | 511702 |
|  | Middlefield Banc Corp. | 11702 | 381485 |
|  | Midland States <br> Bancorp, Inc.<br>| 28245 | 413507 |
|  | MidWestOne Financial <br> Group, Inc.<br>| 30215 | 1117653 |
|  | Moelis & Co., Class A | 39666 | 2512048 |
|  | Moody's Corp. | 83692 | 40197268 |
|  | Morgan Stanley | 864182 | 141725848 |
|  | Morningstar, Inc. | 62099 | 13183618 |
|  | MSCI, Inc. | 39619 | 23317762 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) |
|  | MVB Financial Corp. | 15895 | $406594 |
|  | Nasdaq, Inc. | 376167 | 32158517 |
|  | National Bank Holdings <br> Corp., Class A<br>| 80445 | 2868669 |
|  | National Bankshares, <br> Inc.<br>| 4012 | 114864 |
|  | Navient Corp. | 242138 | 2961348 |
|  | NBT Bancorp, Inc. | 101469 | 4106450 |
| \* | NCR Atleos Corp. | 107748 | 3975901 |
|  | Nelnet, Inc., Class A | 56619 | 7306682 |
| \* | NerdWallet, Inc., <br> Class A<br>| 49576 | 578552 |
| \* | NI Holdings, Inc. | 21302 | 281186 |
|  | Nicolet Bankshares, <br> Inc.<br>| 28459 | 3362146 |
| \* | NMI Holdings, Inc. | 155161 | 5652515 |
|  | Northeast Bank | 15024 | 1296271 |
|  | Northeast Community <br> Bancorp, Inc.<br>| 5283 | 103758 |
|  | Northern Trust Corp. | 177762 | 22872637 |
|  | Northfield Bancorp, <br> Inc.<br>| 66564 | 680284 |
|  | Northrim BanCorp, <br> Inc.<br>| 36812 | 809128 |
| # | Northwest Bancshares, <br> Inc.<br>| 240595 | 2817367 |
|  | Norwood Financial <br> Corp.<br>| 10362 | 275733 |
|  | Oak Valley Bancorp | 12060 | 328997 |
|  | OceanFirst Financial <br> Corp.<br>| 85641 | 1556953 |
|  | OFG Bancorp | 107761 | 4166040 |
|  | Ohio Valley Banc <br> Corp.<br>| 6853 | 239855 |
| \* | Old Market Capital <br> Corp.<br>| 9421 | 50873 |
| # | Old National Bancorp | 387660 | 7919894 |
|  | Old Republic <br> International Corp.<br>| 490431 | 19352407 |
|  | Old Second Bancorp, <br> Inc.<br>| 67237 | 1206904 |
|  | OneMain Holdings, <br> Inc.<br>| 195249 | 11556788 |
| \* | Onity Group, Inc. | 12198 | 457059 |
|  | OP Bancorp | 8984 | 119936 |
| \* | Open Lending Corp. | 13500 | 25650 |
|  | Oppenheimer <br> Holdings, Inc., <br> Class A<br>| 13697 | 955503 |
|  | OppFi, Inc. | 4183 | 40784 |
| \* | OptimumBank <br> Holdings, Inc.<br>| 1636 | 6691 |
|  | Orange County <br> Bancorp, Inc.<br>| 1054 | 25770 |

---

------

**U.S. Core Equity 1 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) |
|  | Origin Bancorp, Inc. | 34591 | $1198924 |
|  | Orrstown Financial <br> Services, Inc.<br>| 28617 | 952374 |
| #\* | Oscar Health, Inc., <br> Class A<br>| 156622 | 2819196 |
| \* | Palomar Holdings, Inc. | 35578 | 4056248 |
| # | Park National Corp. | 30859 | 4696431 |
|  | Parke Bancorp, Inc. | 18265 | 394707 |
|  | Pathfinder Bancorp, <br> Inc.<br>| 4141 | 63357 |
|  | Pathward Financial, <br> Inc.<br>| 65985 | 4490939 |
| \* | Paymentus Holdings, <br> Inc., Class A<br>| 38576 | 1103274 |
| \* | Payoneer Global, Inc. | 315787 | 1828407 |
| \* | PayPal Holdings, Inc. | 503423 | 34872111 |
| \* | Paysafe Ltd. | 57165 | 629387 |
| \* | Paysign, Inc. | 2408 | 12437 |
| \* | PB Bankshares, Inc. | 1396 | 27697 |
|  | PCB Bancorp | 16051 | 338195 |
|  | Peapack-Gladstone <br> Financial Corp.<br>| 26009 | 658028 |
|  | PennyMac Financial <br> Services, Inc.<br>| 73987 | 9308304 |
|  | Peoples Bancorp of <br> North Carolina, Inc.<br>| 9657 | 284206 |
|  | Peoples Bancorp, Inc. | 46804 | 1338594 |
|  | Peoples Financial <br> Services Corp.<br>| 7247 | 322781 |
|  | Perella Weinberg <br> Partners<br>| 11067 | 206732 |
|  | Pinnacle Financial <br> Partners, Inc.<br>| 110243 | 9393806 |
| \* | Pioneer Bancorp, Inc. | 15046 | 197704 |
|  | Piper Sandler Cos. | 19535 | 6236744 |
|  | PJT Partners, Inc., <br> Class A<br>| 19290 | 3107812 |
|  | Plumas Bancorp | 10140 | 416146 |
|  | PNC Financial <br> Services Group, Inc.<br>| 220907 | 40326573 |
| \* | Ponce Financial <br> Group, Inc.<br>| 24784 | 349702 |
|  | Popular, Inc. | 151172 | 16851143 |
| \* | PRA Group, Inc. | 47551 | 651924 |
| # | Preferred Bank | 33621 | 3034295 |
|  | Primerica, Inc. | 58249 | 15137168 |
|  | Primis Financial Corp. | 36156 | 393558 |
|  | Princeton Bancorp, <br> Inc.<br>| 10139 | 315120 |
|  | Principal Financial <br> Group, Inc.<br>| 241425 | 20289357 |
| \* | Priority Technology <br> Holdings, Inc.<br>| 4161 | 28961 |
| \* | ProAssurance Corp. | 5544 | 132779 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) |
|  | PROG Holdings, Inc. | 104155 | $3013204 |
|  | Progressive Corp. | 222181 | 45769286 |
|  | Prosperity Bancshares, <br> Inc.<br>| 106783 | 7028457 |
| \* | Provident Bancorp, <br> Inc.<br>| 9530 | 121507 |
|  | Provident Financial <br> Holdings, Inc.<br>| 12923 | 201857 |
| # | Provident Financial <br> Services, Inc.<br>| 159300 | 2913597 |
|  | Prudential Financial, <br> Inc.<br>| 412506 | 42900624 |
|  | QCR Holdings, Inc. | 33505 | 2492437 |
|  | Radian Group, Inc. | 132571 | 4499460 |
|  | Raymond James <br> Financial, Inc.<br>| 178408 | 28307997 |
|  | RBB Bancorp | 24513 | 456677 |
|  | Red River Bancshares, <br> Inc.<br>| 1695 | 111972 |
|  | Regional Management <br> Corp.<br>| 15368 | 604731 |
|  | Regions Financial <br> Corp.<br>| 863394 | 20894135 |
|  | Reinsurance Group of <br> America, Inc.<br>| 75722 | 13816236 |
| \* | Remitly Global, Inc. | 84411 | 1353952 |
|  | RenaissanceRe <br> Holdings Ltd.<br>| 65315 | 16595888 |
|  | Renasant Corp. | 171873 | 5780089 |
| \* | Repay Holdings Corp. | 104834 | 449738 |
|  | Republic Bancorp, Inc., <br> Class A<br>| 33127 | 2183069 |
| \* | Rhinebeck Bancorp, <br> Inc.<br>| 4151 | 41468 |
|  | Richmond Mutual <br> BanCorp, Inc.<br>| 8015 | 106840 |
|  | Riverview Bancorp, <br> Inc.<br>| 49214 | 254929 |
|  | RLI Corp. | 107696 | 6349756 |
| \* | Robinhood Markets, <br> Inc., Class A<br>| 179508 | 26348184 |
|  | Rocket Cos., Inc., <br> Class A<br>| 267859 | 4462531 |
| \* | Root, Inc., Class A | 2310 | 186001 |
|  | S&P Global, Inc. | 114228 | 55653024 |
|  | S&T Bancorp, Inc. | 64399 | 2359579 |
|  | Safety Insurance <br> Group, Inc.<br>| 31488 | 2164170 |
|  | SB Financial Group, <br> Inc.<br>| 8465 | 165575 |
|  | Seacoast Banking <br> Corp. of Florida<br>| 94819 | 2873016 |

---

------

**U.S. Core Equity 1 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) |
| \* | Security National <br> Financial Corp., <br> Class A<br>| 33154 | $264237 |
|  | SEI Investments Co. | 218654 | 17625699 |
|  | Selective Insurance <br> Group, Inc.<br>| 89149 | 6716486 |
|  | ServisFirst <br> Bancshares, Inc.<br>| 88543 | 6221917 |
| #\* | Shift4 Payments, Inc., <br> Class A<br>| 13262 | 916404 |
|  | Shore Bancshares, <br> Inc.<br>| 37751 | 589293 |
|  | Sierra Bancorp | 26324 | 757605 |
|  | Silvercrest Asset <br> Management Group, <br> Inc., Class A<br>| 14147 | 200039 |
|  | Simmons First National <br> Corp., Class A<br>| 271890 | 4725448 |
| \* | SiriusPoint Ltd. | 281619 | 5125466 |
| \* | Skyward Specialty <br> Insurance Group, <br> Inc.<br>| 25393 | 1157667 |
| # | SLM Corp. | 611205 | 16410854 |
|  | SmartFinancial, Inc. | 18942 | 662402 |
| #\* | SoFi Technologies, <br> Inc.<br>| 1061098 | 31493389 |
|  | Sound Financial <br> Bancorp, Inc.<br>| 3278 | 146330 |
|  | South Plains Financial, <br> Inc.<br>| 6125 | 223562 |
| \* | Southern First <br> Bancshares, Inc.<br>| 7643 | 335069 |
|  | Southern Missouri <br> Bancorp, Inc.<br>| 11863 | 622096 |
|  | Southside Bancshares, <br> Inc.<br>| 34090 | 958611 |
|  | Southstate Bank Corp. | 90081 | 7985681 |
|  | State Street Corp. | 216340 | 25021884 |
|  | Stellar Bancorp, Inc. | 52785 | 1553463 |
| \*†† | Sterling Bancorp, Inc. | 40006 | 0 |
|  | Stewart Information <br> Services Corp.<br>| 52841 | 3607455 |
|  | Stifel Financial Corp. | 161601 | 19138406 |
| # | Stock Yards Bancorp, <br> Inc.<br>| 61436 | 3994569 |
| #\* | StoneX Group, Inc. | 80902 | 7436512 |
|  | Summit State Bank | 8370 | 91819 |
|  | SWK Holdings Corp. | 4164 | 67415 |
|  | Synchrony Financial | 522431 | 38858418 |
|  | Synovus Financial <br> Corp.<br>| 189295 | 8450129 |
| # | T. Rowe Price Group, <br> Inc.<br>| 187586 | 19233193 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) |
| \* | Texas Capital <br> Bancshares, Inc.<br>| 88543 | $7423445 |
| # | TFS Financial Corp. | 204438 | 2719025 |
| \* | Third Coast <br> Bancshares, Inc.<br>| 2238 | 82246 |
|  | Timberland Bancorp, <br> Inc.<br>| 12366 | 397196 |
|  | Tiptree, Inc. | 80023 | 1417207 |
| \* | Toast, Inc., Class A | 176961 | 6395371 |
|  | Tompkins Financial <br> Corp.<br>| 15365 | 975063 |
|  | Towne Bank | 71691 | 2330674 |
|  | TPG, Inc. | 19050 | 1048512 |
|  | Tradeweb Markets, <br> Inc., Class A<br>| 37514 | 3953600 |
|  | Travelers Cos., Inc. | 240920 | 64715930 |
|  | TriCo Bancshares | 45509 | 2012863 |
| \* | Triumph Financial, Inc. | 43561 | 2372332 |
|  | Truist Financial Corp. | 630411 | 28135243 |
| \* | Trupanion, Inc. | 8654 | 346073 |
|  | TrustCo Bank Corp. | 32332 | 1219240 |
|  | Trustmark Corp. | 131564 | 4896812 |
|  | U.S. Bancorp | 815966 | 38089293 |
|  | UMB Financial Corp. | 119588 | 12781565 |
|  | Union Bankshares, <br> Inc.<br>| 1379 | 31469 |
|  | United Bancorp, Inc. | 5663 | 74185 |
|  | United Bancshares, <br> Inc.<br>| 3030 | 106232 |
|  | United Bankshares, <br> Inc.<br>| 141305 | 5057306 |
|  | United Community <br> Banks, Inc.<br>| 119338 | 3484670 |
|  | United Fire Group, <br> Inc.<br>| 44179 | 1335531 |
|  | United Security <br> Bancshares<br>| 17660 | 161854 |
|  | Unity Bancorp, Inc. | 21178 | 961693 |
|  | Universal Insurance <br> Holdings, Inc.<br>| 75550 | 2328451 |
|  | Univest Financial <br> Corp.<br>| 60544 | 1777572 |
|  | Unum Group | 278536 | 20450113 |
|  | USCB Financial <br> Holdings, Inc.<br>| 8121 | 140168 |
|  | Valley National <br> Bancorp<br>| 617849 | 6716019 |
|  | Value Line, Inc. | 6620 | 242689 |
| \* | Velocity Financial, Inc. | 13161 | 245058 |
|  | Victory Capital <br> Holdings, Inc., <br> Class A<br>| 50567 | 3148807 |
|  | Virginia National <br> Bankshares Corp.<br>| 2069 | 82305 |

---

------

**U.S. Core Equity 1 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) |
|  | Virtu Financial, Inc., <br> Class A<br>| 105266 | $3667467 |
|  | Virtus Investment <br> Partners, Inc.<br>| 12854 | 2092888 |
|  | Visa, Inc., Class A | 804437 | 274103863 |
|  | Voya Financial, Inc. | 180752 | 13458794 |
| # | W.R. Berkley Corp. | 331934 | 23680172 |
|  | WaFd, Inc. | 163585 | 4748873 |
|  | Walker & Dunlop, Inc. | 52120 | 4165430 |
|  | Washington Trust <br> Bancorp, Inc.<br>| 23010 | 626792 |
|  | Waterstone Financial, <br> Inc.<br>| 42445 | 649408 |
|  | Webster Financial <br> Corp.<br>| 289654 | 16521864 |
|  | Wells Fargo & Co. | 1780126 | 154817558 |
|  | WesBanco, Inc. | 174440 | 5250644 |
|  | West BanCorp, Inc. | 24714 | 525667 |
|  | Westamerica BanCorp | 39960 | 1904094 |
|  | Western Alliance <br> Bancorp<br>| 163281 | 12629785 |
|  | Western New England <br> Bancorp, Inc.<br>| 38261 | 435028 |
| # | Western Union Co. | 307238 | 2866531 |
|  | Westwood Holdings <br> Group, Inc.<br>| 17313 | 289993 |
| \* | WEX, Inc. | 44768 | 6530756 |
| # | White Mountains <br> Insurance Group <br> Ltd.<br>| 5834 | 11111203 |
|  | Willis Towers Watson <br> PLC<br>| 83987 | 26296330 |
|  | Wintrust Financial <br> Corp.<br>| 113340 | 14736467 |
| # | WisdomTree, Inc. | 215970 | 2583001 |
| \* | World Acceptance <br> Corp.<br>| 14415 | 1837480 |
|  | WSFS Financial Corp. | 81256 | 4232625 |
|  | WVS Financial Corp. | 803 | 10070 |
|  | Zions Bancorp NA | 261363 | 13619626 |
| TOTAL FINANCIALS | TOTAL FINANCIALS |  | 5908887886 |
| HEALTH CARE — (8.3%) | HEALTH CARE — (8.3%) | HEALTH CARE — (8.3%) | HEALTH CARE — (8.3%) |
| †† | 89bio, Inc. | 157 | 53 |
|  | Abbott Laboratories | 744265 | 92006039 |
|  | AbbVie, Inc. | 1117067 | 243565289 |
| †† | Abiomed, Inc. | 26621 | 415554 |
| #\* | Acadia Healthcare Co., <br> Inc.<br>| 84251 | 1811397 |
| \* | ACADIA <br> Pharmaceuticals, <br> Inc.<br>| 87262 | 1980847 |
| \* | AdaptHealth Corp. | 91069 | 818710 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| HEALTH CARE — (Continued) | HEALTH CARE — (Continued) | HEALTH CARE — (Continued) | HEALTH CARE — (Continued) |
| \* | Adaptive <br> Biotechnologies <br> Corp.<br>| 167739 | $2911949 |
| \* | Addus HomeCare <br> Corp.<br>| 26989 | 3154744 |
| \* | ADMA Biologics, Inc. | 187253 | 2898676 |
| †† | Aduro Biotech, Inc. | 7016 | 2666 |
|  | Agilent Technologies, <br> Inc.<br>| 129989 | 19025190 |
| \* | Agios Pharmaceuticals, <br> Inc.<br>| 26081 | 1127742 |
| \* | Akero Therapeutics, <br> Inc.<br>| 4285 | 232247 |
| †† | Albireo Pharma, Inc. | 28723 | 183253 |
| \* | Align Technology, Inc. | 25063 | 3455686 |
| #\* | Alkermes PLC | 113702 | 3490651 |
| \* | Alnylam <br> Pharmaceuticals, <br> Inc.<br>| 27542 | 12560254 |
| \* | American Shared <br> Hospital Services<br>| 797 | 1801 |
|  | Amgen, Inc. | 373973 | 111604762 |
| \* | AMN Healthcare <br> Services, Inc.<br>| 46079 | 907296 |
| \* | Amneal <br> Pharmaceuticals, <br> Inc.<br>| 219318 | 2373021 |
| \* | Amphastar <br> Pharmaceuticals, <br> Inc.<br>| 7758 | 197829 |
| \* | AngioDynamics, Inc. | 14569 | 175265 |
| \* | ANI Pharmaceuticals, <br> Inc.<br>| 19604 | 1776122 |
| \* | Anika Therapeutics, <br> Inc.<br>| 22225 | 216694 |
| #\* | Arcturus Therapeutics <br> Holdings, Inc.<br>| 29620 | 295311 |
| \* | Arcus Biosciences, <br> Inc.<br>| 107774 | 2125303 |
| \* | Artivion, Inc. | 57836 | 2624019 |
| \* | Arvinas, Inc. | 22672 | 229894 |
| \* | Astrana Health, Inc. | 32275 | 1007303 |
| \* | Atea Pharmaceuticals, <br> Inc.<br>| 81300 | 264225 |
| \* | AtriCure, Inc. | 17691 | 611224 |
| \* | Aura Biosciences, Inc. | 4130 | 25317 |
| \* | Avanos Medical, Inc. | 49996 | 555456 |
| \* | Avantor, Inc. | 162462 | 1920301 |
| \* | Avidity Biosciences, <br> Inc.<br>| 2988 | 208712 |
| \* | Axogen, Inc. | 48916 | 1086914 |
| #\* | Azenta, Inc. | 57045 | 1722759 |
|  | Baxter International, <br> Inc.<br>| 296773 | 5481397 |

---

------

**U.S. Core Equity 1 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| HEALTH CARE — (Continued) | HEALTH CARE — (Continued) | HEALTH CARE — (Continued) | HEALTH CARE — (Continued) |
| #\* | Beam Therapeutics, <br> Inc.<br>| 94145 | $2354566 |
|  | Becton Dickinson & <br> Co.<br>| 136369 | 24370504 |
| \* | Biogen, Inc. | 73309 | 11309379 |
| \* | BioLife Solutions, Inc. | 93880 | 2616436 |
| \* | BioMarin <br> Pharmaceutical, Inc.<br>| 140449 | 7523853 |
| #\* | Bio-Rad Laboratories, <br> Inc., Class A<br>| 21633 | 6912825 |
| \* | Biote Corp., Class A | 41723 | 119745 |
|  | Bio-Techne Corp. | 110808 | 6933257 |
| \* | Bioventus, Inc., <br> Class A<br>| 3840 | 25152 |
| \* | Boston Scientific Corp. | 530072 | 53388852 |
| #\* | BrightSpring Health <br> Services, Inc.<br>| 17746 | 586505 |
|  | Bristol-Myers Squibb <br> Co.<br>| 1128661 | 51997412 |
| #\* | Brookdale Senior <br> Living, Inc.<br>| 260066 | 2410812 |
| # | Bruker Corp. | 217590 | 8472955 |
|  | Cardinal Health, Inc. | 214638 | 40946491 |
| \* | CareDx, Inc. | 5895 | 88425 |
| \* | Caribou Biosciences, <br> Inc.<br>| 78700 | 190454 |
| \* | Castle Biosciences, <br> Inc.<br>| 38113 | 971882 |
| \* | Catalyst <br> Pharmaceuticals, <br> Inc.<br>| 139794 | 2973418 |
|  | Cencora, Inc. | 137889 | 46580283 |
| \* | Centene Corp. | 360439 | 12748727 |
| #\* | Certara, Inc. | 182615 | 2123812 |
| \* | Champions Oncology, <br> Inc.<br>| 1709 | 11672 |
| \* | Charles River <br> Laboratories <br> International, Inc.<br>| 50624 | 9115864 |
|  | Chemed Corp. | 17465 | 7532655 |
| \*†† | Chinook Therapeutics, <br> Inc.<br>| 54163 | 0 |
|  | Cigna Group | 195864 | 47871120 |
| #\* | Collegium <br> Pharmaceutical, Inc.<br>| 55646 | 2003256 |
| \* | Community Health <br> Systems, Inc.<br>| 103911 | 403175 |
|  | Concentra Group <br> Holdings Parent, <br> Inc.<br>| 208425 | 4151826 |
| # | CONMED Corp. | 33764 | 1485616 |
| \* | Cooper Cos., Inc. | 144278 | 10086475 |
| \* | Corcept Therapeutics, <br> Inc.<br>| 169032 | 12418781 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| HEALTH CARE — (Continued) | HEALTH CARE — (Continued) | HEALTH CARE — (Continued) | HEALTH CARE — (Continued) |
| \* | CorVel Corp. | 68053 | $5032519 |
| #\* | CRISPR Therapeutics <br> AG<br>| 89596 | 5733248 |
| \* | Cross Country <br> Healthcare, Inc.<br>| 52782 | 647107 |
| \* | CryoPort, Inc. | 30800 | 284592 |
| \* | Cullinan Therapeutics, <br> Inc.<br>| 9118 | 78962 |
|  | CVS Health Corp. | 436665 | 34125370 |
| \* | Cytek Biosciences, <br> Inc.<br>| 149642 | 583604 |
|  | Danaher Corp. | 249608 | 53760571 |
| #\* | DaVita, Inc. | 136507 | 16247063 |
| \* | Day One <br> Biopharmaceuticals, <br> Inc.<br>| 21852 | 162579 |
| \* | Definitive Healthcare <br> Corp.<br>| 17550 | 48614 |
| \* | Denali Therapeutics, <br> Inc.<br>| 91117 | 1483385 |
|  | Dentsply Sirona, Inc. | 107423 | 1354604 |
| \* | Design Therapeutics, <br> Inc.<br>| 2582 | 17299 |
| \* | Dexcom, Inc. | 131852 | 7676423 |
| \* | Doximity, Inc., Class A | 91374 | 6030684 |
| #\* | Dynavax Technologies <br> Corp.<br>| 117319 | 1203693 |
| \* | Edgewise <br> Therapeutics, Inc.<br>| 11496 | 210147 |
| \* | Edwards Lifesciences <br> Corp.<br>| 212366 | 17509577 |
| \* | Elanco Animal Health, <br> Inc.<br>| 463016 | 10255804 |
| \* | Electromed, Inc. | 5226 | 125738 |
|  | Elevance Health, Inc. | 134124 | 42544133 |
|  | Eli Lilly & Co. | 452739 | 390650374 |
|  | Embecta Corp. | 27265 | 363715 |
| \* | Emergent BioSolutions, <br> Inc.<br>| 24773 | 309167 |
| \* | Enanta <br> Pharmaceuticals, <br> Inc.<br>| 4018 | 44037 |
|  | Encompass Health <br> Corp.<br>| 158931 | 18094294 |
| \* | Enhabit, Inc. | 51969 | 422508 |
| #\* | Enovis Corp. | 42015 | 1312549 |
|  | Ensign Group, Inc. | 68636 | 12361344 |
| \* | Envista Holdings <br> Corp.<br>| 170045 | 3460416 |
| \* | Evolent Health, Inc., <br> Class A<br>| 4127 | 27527 |
| \* | Exact Sciences Corp. | 118326 | 7654509 |
| \* | Exelixis, Inc. | 293390 | 11345391 |
| \* | FONAR Corp. | 11430 | 171907 |

---

------

**U.S. Core Equity 1 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| HEALTH CARE — (Continued) | HEALTH CARE — (Continued) | HEALTH CARE — (Continued) | HEALTH CARE — (Continued) |
| \* | Fortrea Holdings, Inc. | 92725 | $969904 |
| \* | Fulcrum Therapeutics, <br> Inc.<br>| 58652 | 513205 |
| \* | Fulgent Genetics, Inc. | 17799 | 399588 |
| \* | GE HealthCare <br> Technologies, Inc.<br>| 222641 | 16686943 |
| \* | GeneDx Holdings <br> Corp.<br>| 1127 | 154298 |
|  | Gilead Sciences, Inc. | 817781 | 97961986 |
| \* | Globus Medical, Inc., <br> Class A<br>| 49926 | 3015031 |
| #\* | GoodRx Holdings, Inc., <br> Class A<br>| 54719 | 184403 |
| #\* | GRAIL, Inc. | 6353 | 584031 |
| \* | Haemonetics Corp. | 71921 | 3596769 |
| \* | Halozyme <br> Therapeutics, Inc.<br>| 82351 | 5368462 |
| \* | Harmony Biosciences <br> Holdings, Inc.<br>| 56145 | 1604063 |
| \* | Harvard Bioscience, <br> Inc.<br>| 30946 | 15987 |
|  | HCA Healthcare, Inc. | 86178 | 39614303 |
| #\* | HealthEquity, Inc. | 85129 | 8051501 |
|  | HealthStream, Inc. | 58202 | 1431769 |
| #\* | Henry Schein, Inc. | 128422 | 8116270 |
| #\* | Hims & Hers Health, <br> Inc.<br>| 203443 | 9248519 |
| \* | Hologic, Inc. | 192707 | 14242974 |
|  | Humana, Inc. | 72492 | 20166550 |
| \* | ICON PLC | 4967 | 853430 |
| \* | ICU Medical, Inc. | 18960 | 2276906 |
| \* | IDEXX Laboratories, <br> Inc.<br>| 40087 | 25235167 |
| \* | Illumina, Inc. | 38119 | 4709221 |
| \* | ImmuCell Corp. | 450 | 2790 |
| \* | Incyte Corp. | 69622 | 6508265 |
| \* | InfuSystem Holdings, <br> Inc.<br>| 25741 | 266677 |
| \* | Innoviva, Inc. | 149202 | 2715476 |
| \* | Inogen, Inc. | 5115 | 42148 |
| \* | Insmed, Inc. | 45567 | 8639503 |
| \* | Inspire Medical <br> Systems, Inc.<br>| 17137 | 1235235 |
| \* | Instil Bio, Inc. | 1052 | 18557 |
| \* | Insulet Corp. | 35750 | 11190108 |
| #\* | Integer Holdings Corp. | 41547 | 2682690 |
| \* | Integra LifeSciences <br> Holdings Corp.<br>| 56492 | 678469 |
| #\* | Intellia Therapeutics, <br> Inc.<br>| 83911 | 1058957 |
| \* | Intuitive Surgical, Inc. | 100052 | 53455783 |
| \* | IQVIA Holdings, Inc. | 122306 | 26474357 |
|  | iRadimed Corp. | 6081 | 467082 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| HEALTH CARE — (Continued) | HEALTH CARE — (Continued) | HEALTH CARE — (Continued) | HEALTH CARE — (Continued) |
| \*†† | iTeos Therapeutics, <br> Inc.<br>| 39881 | $0 |
| \* | Jasper Therapeutics, <br> Inc.<br>| 745 | 1699 |
| \* | Jazz Pharmaceuticals <br> PLC<br>| 48686 | 6701141 |
|  | Johnson & Johnson | 1286816 | 243040938 |
| \* | Joint Corp. | 31471 | 248306 |
| \* | Kewaunee Scientific <br> Corp.<br>| 4457 | 186392 |
| \* | Kiniksa <br> Pharmaceuticals <br> International PLC<br>| 45370 | 1679144 |
| \* | Kodiak Sciences, Inc. | 2730 | 49481 |
| #\* | Krystal Biotech, Inc. | 27604 | 5452066 |
| \* | Kura Oncology, Inc. | 31937 | 327993 |
| \* | Kymera Therapeutics, <br> Inc.<br>| 23938 | 1480326 |
|  | Labcorp Holdings, Inc. | 92172 | 23408001 |
| \* | Lantern Pharma, Inc. | 4700 | 18847 |
| \* | Lantheus Holdings, <br> Inc.<br>| 113221 | 6531720 |
|  | LeMaitre Vascular, Inc. | 25075 | 2171746 |
| \* | LENZ Therapeutics, <br> Inc.<br>| 4214 | 125240 |
| #\* | Lexeo Therapeutics, <br> Inc.<br>| 73702 | 737757 |
| \* | LifeStance Health <br> Group, Inc.<br>| 114281 | 559977 |
| \* | Ligand <br> Pharmaceuticals, <br> Inc.<br>| 33465 | 6402189 |
| \* | LivaNova PLC | 50265 | 2645447 |
| \* | MannKind Corp. | 204404 | 1142618 |
| \* | MaxCyte, Inc. | 40626 | 62564 |
|  | McKesson Corp. | 60603 | 49169638 |
| \* | Medpace Holdings, <br> Inc.<br>| 27957 | 16352329 |
|  | Medtronic PLC | 435456 | 39495859 |
|  | Merck & Co., Inc. | 1041340 | 89534413 |
| \* | Merit Medical Systems, <br> Inc.<br>| 63458 | 5555113 |
|  | Mesa Laboratories, <br> Inc.<br>| 3066 | 220415 |
| \* | Mettler-Toledo <br> International, Inc.<br>| 10670 | 15111814 |
| \* | MiMedx Group, Inc. | 9037 | 69133 |
| †† | Mirati Therapeutics, <br> Inc.<br>| 10076 | 30027 |
| #\* | Moderna, Inc. | 53417 | 1450806 |
| \* | Molina Healthcare, <br> Inc.<br>| 66098 | 10116960 |
| \* | Mural Oncology PLC | 3996 | 8352 |
| \* | Myriad Genetics, Inc. | 78499 | 631132 |

---

------

**U.S. Core Equity 1 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| HEALTH CARE — (Continued) | HEALTH CARE — (Continued) | HEALTH CARE — (Continued) | HEALTH CARE — (Continued) |
| \* | Natera, Inc. | 47271 | $9403620 |
|  | National HealthCare <br> Corp.<br>| 27189 | 3247454 |
|  | National Research <br> Corp.<br>| 16853 | 225156 |
| \* | Neogen Corp. | 10337 | 63779 |
| \* | NeoGenomics, Inc. | 134842 | 1317406 |
| \*†† | Neoleukin <br> Therapeutics, Inc.<br>| 3638 | 0 |
| \* | Neurocrine <br> Biosciences, Inc.<br>| 63518 | 9096413 |
| \* | Niagen Bioscience, <br> Inc.<br>| 12136 | 91505 |
| #\* | Nutex Health, Inc. | 1001 | 123183 |
| \* | Olema <br> Pharmaceuticals, <br> Inc.<br>| 62205 | 557979 |
| \*» | OmniAb, Inc. <br> (2200963D US)<br>| 12217 | 0 |
| \*» | OmniAb, Inc. <br> (2200964D US)<br>| 12217 | 0 |
| \* | OmniAb, Inc. (OABI <br> UQ)<br>| 85991 | 133286 |
| \* | Omnicell, Inc. | 38977 | 1308458 |
| \*†† | Opiant <br> Pharmaceuticals, <br> Inc.<br>| 3087 | 0 |
| \* | OptimizeRx Corp. | 1149 | 23543 |
| \* | Option Care Health, <br> Inc.<br>| 101207 | 2634418 |
| \* | Oramed <br> Pharmaceuticals, <br> Inc.<br>| 3131 | 7483 |
| \* | OraSure Technologies, <br> Inc.<br>| 103715 | 284179 |
| \* | Organogenesis <br> Holdings, Inc.<br>| 5753 | 24450 |
| # | Organon & Co. | 111988 | 755919 |
| \* | ORIC Pharmaceuticals, <br> Inc.<br>| 11220 | 147655 |
| \* | Orthofix Medical, Inc. | 2980 | 46011 |
| \* | OrthoPediatrics Corp. | 28679 | 482954 |
| \* | Owens & Minor, Inc. | 15573 | 61825 |
| \* | Pacira BioSciences, <br> Inc.<br>| 29769 | 636461 |
| \*†† | PDL BioPharma, Inc. | 309383 | 129941 |
| \* | Pediatrix Medical <br> Group, Inc.<br>| 64580 | 1095923 |
| \* | Pennant Group, Inc. | 34381 | 850242 |
| \* | Penumbra, Inc. | 20663 | 4698146 |
| # | Perrigo Co. PLC | 142120 | 2947569 |
| #\* | Personalis, Inc. | 17005 | 163928 |
|  | Pfizer, Inc. | 2188080 | 53936172 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| HEALTH CARE — (Continued) | HEALTH CARE — (Continued) | HEALTH CARE — (Continued) | HEALTH CARE — (Continued) |
|  | Phibro Animal Health <br> Corp., Class A<br>| 29877 | $1256627 |
| †† | Poseida Therapeutics, <br> Inc.<br>| 24504 | 12252 |
| \* | Prestige Consumer <br> Healthcare, Inc.<br>| 94984 | 5756030 |
| \* | Privia Health Group, <br> Inc.<br>| 31659 | 769314 |
| #\* | Pro-Dex, Inc. | 7945 | 287927 |
| \* | Progyny, Inc. | 5802 | 108555 |
| \* | Protagonist <br> Therapeutics, Inc.<br>| 3412 | 268251 |
| \* | Prothena Corp. PLC | 31179 | 335174 |
| \* | PTC Therapeutics, <br> Inc.<br>| 26735 | 1826268 |
| \* | Puma Biotechnology, <br> Inc.<br>| 15715 | 80147 |
| \* | Quanterix Corp. | 14102 | 75305 |
|  | Quest Diagnostics, <br> Inc.<br>| 150109 | 26411679 |
| #\* | QuidelOrtho Corp. | 40783 | 1100733 |
| #\* | RadNet, Inc. | 72530 | 5511555 |
| \* | Rafael Holdings, Inc., <br> Class B<br>| 19697 | 26788 |
|  | Regeneron <br> Pharmaceuticals, <br> Inc.<br>| 43282 | 28211208 |
| \* | REGENXBIO, Inc. | 568 | 7253 |
| \* | Repligen Corp. | 40491 | 6035588 |
| \* | Replimune Group, Inc. | 19995 | 194551 |
|  | ResMed, Inc. | 75280 | 18585126 |
| \* | Revolution Medicines, <br> Inc.<br>| 57467 | 3381358 |
| # | Revvity, Inc. | 95598 | 8947017 |
| \* | Rigel Pharmaceuticals, <br> Inc.<br>| 435 | 13737 |
| \* | Roivant Sciences Ltd. | 467974 | 9354800 |
|  | Royalty Pharma PLC, <br> Class A<br>| 227067 | 8524095 |
| \* | RxSight, Inc. | 14193 | 124756 |
| #\* | Sarepta Therapeutics, <br> Inc.<br>| 54677 | 1312795 |
|  | Select Medical <br> Holdings Corp.<br>| 188551 | 2607660 |
| \* | Sensus Healthcare, <br> Inc.<br>| 11506 | 36704 |
| \* | SI-BONE, Inc. | 4536 | 67269 |
|  | SIGA Technologies, <br> Inc.<br>| 85268 | 706019 |
| \* | Sight Sciences, Inc. | 34102 | 172556 |
| \* | Simulations Plus, Inc. | 11930 | 204957 |
| \* | Solid Biosciences, Inc. | 9317 | 50219 |
| \* | Solventum Corp. | 58329 | 4027034 |
| \* | Sotera Health Co. | 112333 | 1864728 |

---

------

**U.S. Core Equity 1 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| HEALTH CARE — (Continued) | HEALTH CARE — (Continued) | HEALTH CARE — (Continued) | HEALTH CARE — (Continued) |
| \* | STAAR Surgical Co. | 23061 | $596588 |
|  | STERIS PLC | 80675 | 19015098 |
|  | Stryker Corp. | 132755 | 47292641 |
| #\* | Summit Therapeutics, <br> Inc.<br>| 34247 | 647611 |
| \* | Supernus <br> Pharmaceuticals, <br> Inc.<br>| 84107 | 4636819 |
| #\* | Surgery Partners, Inc. | 92783 | 2034731 |
| \* | Surmodics, Inc. | 15601 | 428013 |
| \* | Tactile Systems <br> Technology, Inc.<br>| 29936 | 451136 |
| \* | Talkspace, Inc. | 25409 | 82071 |
| #\* | Teladoc Health, Inc. | 115488 | 996661 |
|  | Teleflex, Inc. | 34639 | 4311516 |
| \* | Tenet Healthcare <br> Corp.<br>| 161475 | 33342973 |
| \* | Terns Pharmaceuticals, <br> Inc.<br>| 76682 | 633393 |
| \* | Theravance <br> Biopharma, Inc.<br>| 43321 | 635086 |
|  | Thermo Fisher <br> Scientific, Inc.<br>| 137822 | 78198825 |
| \*†† | Third Harmonic Bio, <br> Inc.<br>| 1616 | 49 |
| #\* | TransMedics Group, <br> Inc.<br>| 14881 | 1957447 |
| \* | TruBridge, Inc. | 1910 | 36710 |
| \* | Twist Bioscience Corp. | 6828 | 224573 |
|  | U.S. Physical Therapy, <br> Inc.<br>| 19298 | 1664838 |
| #\* | UFP Technologies, <br> Inc.<br>| 8567 | 1650347 |
| \* | United Therapeutics <br> Corp.<br>| 56215 | 25039847 |
|  | UnitedHealth Group, <br> Inc.<br>| 387096 | 132216510 |
|  | Universal Health <br> Services, Inc., <br> Class B<br>| 102722 | 22291701 |
|  | Utah Medical Products, <br> Inc.<br>| 5006 | 290849 |
| \* | Vanda <br> Pharmaceuticals, <br> Inc.<br>| 36602 | 159219 |
| \* | Varex Imaging Corp. | 47038 | 549874 |
| \* | Veeva Systems, Inc., <br> Class A<br>| 48960 | 14257152 |
| \* | Veracyte, Inc. | 121850 | 4396348 |
| \* | Vericel Corp. | 20530 | 719782 |
| \* | Vertex <br> Pharmaceuticals, <br> Inc.<br>| 80251 | 34152418 |
|  | Viatris, Inc. | 540186 | 5596327 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| HEALTH CARE — (Continued) | HEALTH CARE — (Continued) | HEALTH CARE — (Continued) | HEALTH CARE — (Continued) |
| \* | Vir Biotechnology, Inc. | 4291 | $25574 |
| \* | Voyager Therapeutics, <br> Inc.<br>| 55314 | 258316 |
| \* | Waters Corp. | 51456 | 17989018 |
|  | West Pharmaceutical <br> Services, Inc.<br>| 49175 | 13870792 |
| \* | XBiotech, Inc. | 1680 | 3948 |
| #\* | Xencor, Inc. | 72356 | 1064357 |
| \* | Xenon <br> Pharmaceuticals, <br> Inc.<br>| 31320 | 1312934 |
| \* | XOMA Royalty Corp. | 803 | 26483 |
|  | Zimmer Biomet <br> Holdings, Inc.<br>| 139008 | 13978645 |
|  | Zoetis, Inc. | 257028 | 37035165 |
| \* | Zymeworks, Inc. | 62006 | 1183385 |
| TOTAL HEALTH CARE | TOTAL HEALTH CARE |  | 3226275334 |
| INDUSTRIALS — (12.0%) | INDUSTRIALS — (12.0%) | INDUSTRIALS — (12.0%) | INDUSTRIALS — (12.0%) |
|  | 3M Co. | 240181 | 39990137 |
|  | A.O. Smith Corp. | 167238 | 11036036 |
| # | AAON, Inc. | 103073 | 10141352 |
| \* | AAR Corp. | 87657 | 7381596 |
|  | ABM Industries, Inc. | 114746 | 4934078 |
|  | ACCO Brands Corp. | 115766 | 435280 |
|  | Acme United Corp. | 4368 | 166028 |
|  | Acuity, Inc. | 51134 | 18666467 |
| \* | ACV Auctions, Inc., <br> Class A<br>| 73800 | 669366 |
|  | Advanced Drainage <br> Systems, Inc.<br>| 119804 | 16778550 |
|  | Aebi Schmidt Holding <br> AG<br>| 45339 | 505530 |
|  | AECOM | 151570 | 20363430 |
| #\* | AeroVironment, Inc. | 25463 | 9419018 |
| \* | AerSale Corp. | 6644 | 49298 |
|  | AGCO Corp. | 148539 | 15323283 |
| \* | Air Industries Group | 3217 | 10520 |
|  | Air Lease Corp. | 238354 | 15221286 |
|  | Alamo Group, Inc. | 17734 | 3169420 |
| \* | Alaska Air Group, Inc. | 131785 | 5499388 |
|  | Albany International <br> Corp., Class A<br>| 44300 | 2506494 |
|  | Alight, Inc., Class A | 149770 | 431338 |
| #\* | Allegiant Travel Co. | 19667 | 1222894 |
|  | Allegion PLC | 89351 | 14811715 |
|  | Allient, Inc. | 23504 | 1285199 |
|  | Allison Transmission <br> Holdings, Inc.<br>| 214626 | 17717376 |
| \* | Alpha Pro Tech Ltd. | 8900 | 40495 |
| \* | Amentum Holdings, <br> Inc.<br>| 97420 | 2183182 |
| \* | Ameresco, Inc., <br> Class A<br>| 45056 | 1780613 |

---

------

**U.S. Core Equity 1 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) |
| \* | American Airlines <br> Group, Inc.<br>| 299766 | $3935928 |
| \* | American <br> Superconductor <br> Corp.<br>| 26353 | 1560888 |
| \* | American Woodmark <br> Corp.<br>| 23552 | 1500969 |
|  | AMETEK, Inc. | 153531 | 31030150 |
| \* | API Group Corp. | 190963 | 7031258 |
|  | Apogee Enterprises, <br> Inc.<br>| 28738 | 1052098 |
|  | Applied Industrial <br> Technologies, Inc.<br>| 44692 | 11489866 |
|  | ArcBest Corp. | 32002 | 2378389 |
|  | Arcosa, Inc. | 88964 | 9074328 |
|  | Argan, Inc. | 26464 | 8103541 |
|  | Armstrong World <br> Industries, Inc.<br>| 57332 | 10917733 |
|  | Astec Industries, Inc. | 24248 | 1128259 |
| \* | Astronics Corp. (ATRO <br> US)<br>| 32863 | 1616202 |
| \* | Astronics Corp. <br> (ATROB US), <br> Class B<br>| 10587 | 520986 |
| \* | ATI, Inc. | 185772 | 18385855 |
|  | Atkore, Inc. | 99977 | 6923407 |
|  | Atmus Filtration <br> Technologies, Inc.<br>| 39370 | 1790548 |
|  | Automatic Data <br> Processing, Inc.<br>| 276301 | 71921150 |
| \* | Axon Enterprise, Inc. | 28328 | 20742611 |
|  | AZZ, Inc. | 35146 | 3509328 |
|  | Barrett Business <br> Services, Inc.<br>| 36816 | 1489944 |
|  | BGSF, Inc. | 17473 | 58535 |
| #\* | Blue Bird Corp. | 32663 | 1631843 |
| \* | BlueLinx Holdings, <br> Inc.<br>| 9716 | 635815 |
| \* | Boeing Co. | 293933 | 59086412 |
|  | Boise Cascade Co. | 96903 | 6830692 |
|  | Booz Allen Hamilton <br> Holding Corp.<br>| 115544 | 10070815 |
| \* | Bowman Consulting <br> Group Ltd.<br>| 1831 | 79264 |
|  | Brady Corp., Class A | 82315 | 6248532 |
| \* | BrightView Holdings, <br> Inc.<br>| 100045 | 1232554 |
|  | Brink's Co. | 51455 | 5719738 |
|  | Broadridge Financial <br> Solutions, Inc.<br>| 77537 | 17089155 |
| \* | Builders FirstSource, <br> Inc.<br>| 194534 | 22599015 |
|  | BWX Technologies, <br> Inc.<br>| 115982 | 24774915 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) |
| #\* | Byrna Technologies, <br> Inc.<br>| 6356 | $128709 |
| \* | CACI International, <br> Inc., Class A<br>| 36024 | 20254494 |
| \* | Cadeler AS (CDLR <br> US), ADR<br>| 25545 | 473349 |
| # | Cadre Holdings, Inc. | 24457 | 1038444 |
| # | Carlisle Cos., Inc. | 46864 | 15233143 |
|  | Carpenter Technology <br> Corp.<br>| 78828 | 24901765 |
|  | Carrier Global Corp. | 471222 | 28032997 |
| \* | Casella Waste <br> Systems, Inc., <br> Class A<br>| 21820 | 1932597 |
|  | Caterpillar, Inc. | 413759 | 238846520 |
| \* | CBIZ, Inc. | 26669 | 1466795 |
| \* | CECO Environmental <br> Corp.<br>| 67908 | 3320022 |
|  | CH Robinson <br> Worldwide, Inc.<br>| 109709 | 16894089 |
| \* | Chart Industries, Inc. | 36180 | 7222252 |
|  | Chicago Rivet & <br> Machine Co.<br>| 474 | 4385 |
| #\* | Cimpress PLC | 17085 | 1182453 |
|  | Cintas Corp. | 170603 | 31266412 |
|  | Civeo Corp. | 16117 | 334911 |
| #\* | Clarivate PLC | 188764 | 641798 |
| \* | Clean Harbors, Inc. | 97410 | 20505779 |
|  | CNH Industrial NV | 1172664 | 12301245 |
|  | Columbus McKinnon <br> Corp.<br>| 35479 | 575824 |
|  | Comfort Systems USA, <br> Inc.<br>| 28673 | 27686075 |
|  | CompX International, <br> Inc.<br>| 5126 | 115284 |
| # | Concentrix Corp. | 2331 | 93963 |
|  | Concrete Pumping <br> Holdings, Inc.<br>| 40204 | 256904 |
| \* | Conduent, Inc. | 201714 | 480079 |
| \* | Construction Partners, <br> Inc., Class A<br>| 46525 | 5320134 |
|  | Copa Holdings SA, <br> Class A<br>| 22910 | 2868561 |
| \* | Copart, Inc. | 366092 | 15745617 |
| \* | Core & Main, Inc., <br> Class A<br>| 103686 | 5410335 |
| †† | Costa <br> Communications, <br> Inc.<br>| 5421 | 651 |
| \* | Costamare Bulkers <br> Holdings Ltd.<br>| 41465 | 536557 |
|  | Costamare, Inc. | 249679 | 3051077 |
|  | Covenant Logistics <br> Group, Inc.<br>| 75820 | 1529289 |

---

------

**U.S. Core Equity 1 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) |
| #\*» | CPI Aerostructures, <br> Inc.<br>| 14667 | $36521 |
|  | CRA International, Inc. | 13210 | 2516373 |
|  | Crane Co. | 67478 | 12820820 |
|  | CSG Systems <br> International, Inc.<br>| 58913 | 4611121 |
| # | CSW Industrials, Inc. | 19724 | 4939284 |
|  | CSX Corp. | 1531212 | 55154256 |
|  | Cummins, Inc. | 119761 | 52416994 |
|  | Curtiss-Wright Corp. | 38700 | 23054751 |
| \* | Dayforce, Inc. | 1672 | 114933 |
|  | Deere & Co. | 172992 | 79858297 |
|  | Delta Air Lines, Inc. | 567330 | 32553395 |
| # | Deluxe Corp. | 52665 | 953763 |
| \* | Distribution Solutions <br> Group, Inc.<br>| 37916 | 1036623 |
| \* | DLH Holdings Corp. | 17762 | 110480 |
| \* | DNOW, Inc. | 181180 | 2663346 |
|  | Donaldson Co., Inc. | 202054 | 17023050 |
|  | Douglas Dynamics, <br> Inc.<br>| 48640 | 1470387 |
|  | Dover Corp. | 119770 | 21733464 |
| \* | Ducommun, Inc. | 28421 | 2607627 |
| \* | DXP Enterprises, Inc. | 26884 | 3216671 |
| \* | Dycom Industries, Inc. | 46917 | 13502243 |
|  | Eastern Co. | 10629 | 226929 |
|  | Eaton Corp. PLC | 173614 | 66244158 |
|  | EMCOR Group, Inc. | 44764 | 30250616 |
|  | Emerson Electric Co. | 239422 | 33416129 |
| \* | Energy Recovery, Inc. | 40044 | 685153 |
|  | Enerpac Tool Group <br> Corp.<br>| 76648 | 3145634 |
|  | EnerSys | 56009 | 7066095 |
|  | Ennis, Inc. | 28455 | 466662 |
|  | Enpro, Inc. | 39051 | 9060223 |
| \* | Enviri Corp. | 118080 | 1441757 |
|  | Equifax, Inc. | 63541 | 13413505 |
|  | Esab Corp. | 71141 | 8310692 |
|  | ESCO Technologies, <br> Inc.<br>| 44193 | 9699038 |
|  | Espey Mfg. & <br> Electronics Corp.<br>| 1489 | 55852 |
| \* | Everus Construction <br> Group, Inc.<br>| 67329 | 6119533 |
|  | EVI Industries, Inc. | 100 | 2694 |
| \* | ExlService Holdings, <br> Inc.<br>| 167057 | 6531929 |
|  | Expeditors <br> International of <br> Washington, Inc.<br>| 196003 | 23892766 |
|  | Exponent, Inc. | 51810 | 3668666 |
|  | Fastenal Co. | 883668 | 36362938 |
|  | Federal Signal Corp. | 72787 | 8591050 |
|  | FedEx Corp. | 207996 | 52793545 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) |
|  | Ferguson Enterprises, <br> Inc.<br>| 158657 | $39426265 |
|  | Flowserve Corp. | 106106 | 7241735 |
| \* | Fluor Corp. | 150373 | 7333691 |
| \* | Forrester Research, <br> Inc.<br>| 5202 | 37090 |
|  | Fortive Corp. | 219909 | 11070219 |
|  | Fortune Brands <br> Innovations, Inc.<br>| 166456 | 8455965 |
| \* | Franklin Covey Co. | 22284 | 378382 |
|  | Franklin Electric Co., <br> Inc.<br>| 66927 | 6342672 |
| \* | FreightCar America, <br> Inc.<br>| 4172 | 37089 |
|  | FTAI Aviation Ltd. | 38186 | 6602359 |
| # | FTAI Infrastructure, <br> Inc.<br>| 16111 | 86033 |
| \* | FTI Consulting, Inc. | 53861 | 8887604 |
| \* | Gates Industrial Corp. <br> PLC<br>| 108211 | 2389299 |
|  | GATX Corp. | 71539 | 11220892 |
|  | GE Vernova, Inc. | 87657 | 51291617 |
| # | Genco Shipping & <br> Trading Ltd.<br>| 64108 | 1092400 |
| \* | Gencor Industries, Inc. | 18838 | 256008 |
| \* | Generac Holdings, <br> Inc.<br>| 65769 | 11050507 |
|  | General Dynamics <br> Corp.<br>| 131153 | 45234670 |
|  | General Electric Co. | 350629 | 108326830 |
|  | Genpact Ltd. | 292097 | 11143501 |
| \* | Gibraltar Industries, <br> Inc.<br>| 51225 | 3195928 |
|  | Global Industrial Co. | 39446 | 1121055 |
|  | Gorman-Rupp Co. | 52284 | 2351211 |
|  | Graco, Inc. | 126975 | 10382746 |
| \* | Graham Corp. | 18683 | 1163764 |
| # | Granite Construction, <br> Inc.<br>| 57914 | 5959930 |
| \* | Great Lakes Dredge & <br> Dock Corp.<br>| 207363 | 2353570 |
|  | Greenbrier Cos., Inc. | 46697 | 1950534 |
|  | Griffon Corp. | 90626 | 6707230 |
| \* | GXO Logistics, Inc. | 167839 | 9434230 |
| \* | Hayward Holdings, <br> Inc.<br>| 129601 | 2199329 |
| \* | Healthcare Services <br> Group, Inc.<br>| 14746 | 263511 |
|  | Heartland Express, <br> Inc.<br>| 29435 | 229593 |
| # | HEICO Corp. (HEI <br> US)<br>| 28816 | 9156860 |
|  | HEICO Corp. (HEIA <br> US), Class A<br>| 42442 | 10514157 |

---

------

**U.S. Core Equity 1 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) |
|  | Heidrick & Struggles <br> International, Inc.<br>| 27348 | $1596303 |
|  | Helios Technologies, <br> Inc.<br>| 32121 | 1778219 |
| # | Herc Holdings, Inc. | 85405 | 12131780 |
| # | Hexcel Corp. | 117669 | 8401567 |
|  | Hillenbrand, Inc. | 33396 | 1055314 |
| \* | Hillman Solutions <br> Corp.<br>| 106790 | 984604 |
|  | HireQuest, Inc. | 1136 | 9690 |
|  | HNI Corp. | 68287 | 2794304 |
|  | Honeywell <br> International, Inc.<br>| 366579 | 73803350 |
|  | Howmet Aerospace, <br> Inc.<br>| 251091 | 51712191 |
|  | Hub Group, Inc., <br> Class A<br>| 139766 | 5147582 |
|  | Hubbell, Inc. | 53722 | 25249340 |
| \* | Hudson Technologies, <br> Inc.<br>| 58079 | 527067 |
|  | Huntington Ingalls <br> Industries, Inc.<br>| 67951 | 21881581 |
| \* | Hurco Cos., Inc. | 6927 | 124340 |
| \* | Huron Consulting <br> Group, Inc.<br>| 44531 | 7322678 |
|  | Hyster-Yale, Inc. | 18071 | 649472 |
| \* | IBEX Holdings Ltd. | 825 | 30830 |
|  | ICF International, Inc. | 26291 | 2110641 |
|  | IDEX Corp. | 54755 | 9388292 |
| #\* | IES Holdings, Inc. | 16492 | 6462885 |
|  | Illinois Tool Works, <br> Inc.<br>| 209372 | 51070018 |
| # | Ingersoll Rand, Inc. | 284769 | 21736418 |
| \* | Innovative Solutions & <br> Support, Inc.<br>| 18819 | 176899 |
|  | Insperity, Inc. | 30882 | 1362514 |
|  | Insteel Industries, Inc. | 30644 | 957319 |
|  | Interface, Inc. | 111870 | 2785563 |
|  | ITT, Inc. | 125865 | 23293836 |
|  | Jacobs Solutions, Inc. | 91834 | 14308656 |
| \* | Janus International <br> Group, Inc.<br>| 107568 | 1032653 |
|  | JB Hunt Transport <br> Services, Inc.<br>| 107434 | 18141305 |
| \* | JELD-WEN Holding, <br> Inc.<br>| 48179 | 209097 |
| #\* | JetBlue Airways Corp. | 409589 | 1720274 |
|  | Johnson Controls <br> International PLC<br>| 429175 | 49093328 |
|  | Kadant, Inc. | 16890 | 4672787 |
|  | Karat Packaging, Inc. | 2625 | 63053 |
|  | KBR, Inc. | 259174 | 11103014 |
|  | Kelly Services, Inc., <br> Class A<br>| 39368 | 441315 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) |
| # | Kennametal, Inc. | 81063 | $1779333 |
|  | Kforce, Inc. | 48785 | 1234261 |
| \* | Kirby Corp. | 92850 | 9608118 |
|  | Knight-Swift <br> Transportation <br> Holdings, Inc.<br>| 264476 | 11933157 |
|  | Korn Ferry | 105803 | 6845454 |
| \* | Kratos Defense & <br> Security Solutions, <br> Inc.<br>| 224693 | 20357186 |
| \* | L.B. Foster Co., <br> Class A<br>| 21327 | 584360 |
|  | L3Harris Technologies, <br> Inc.<br>| 112435 | 32504959 |
|  | Landstar System, Inc. | 58978 | 7574545 |
| \* | Legalzoom.com, Inc. | 25020 | 249449 |
|  | Leidos Holdings, Inc. | 123636 | 23548949 |
|  | Lennox International, <br> Inc.<br>| 30964 | 15636820 |
|  | Leonardo DRS, Inc. | 12806 | 468187 |
| #\* | Limbach Holdings, Inc. | 15171 | 1433356 |
|  | Lincoln Electric <br> Holdings, Inc.<br>| 73189 | 17159161 |
|  | Lindsay Corp. | 16192 | 1801198 |
| \* | Liquidity Services, Inc. | 63454 | 1519089 |
| \* | Loar Holdings, Inc. | 14324 | 1133458 |
|  | Lockheed Martin Corp. | 185891 | 91436065 |
|  | LSI Industries, Inc. | 60412 | 1382831 |
|  | Luxfer Holdings PLC | 30675 | 374235 |
| #\* | Lyft, Inc., Class A | 180136 | 3685583 |
| \* | Manitowoc Co., Inc. | 55367 | 563082 |
|  | ManpowerGroup, Inc. | 49046 | 1503750 |
|  | Marten Transport Ltd. | 118631 | 1215968 |
|  | Masco Corp. | 170498 | 11041450 |
| \* | MasTec, Inc. | 98161 | 20040550 |
| \* | Mastech Digital, Inc. | 14713 | 101520 |
| \* | Masterbrand, Inc. | 180661 | 2281748 |
| \* | Matrix Service Co. | 46200 | 693924 |
|  | Matson, Inc. | 79611 | 8036730 |
|  | Maximus, Inc. | 96742 | 8041195 |
| \* | Mayville Engineering <br> Co., Inc.<br>| 30534 | 544116 |
|  | McGrath RentCorp | 11013 | 1183237 |
| #\* | Mercury Systems, Inc. | 70599 | 5465069 |
| \* | Middleby Corp. | 77967 | 9685840 |
|  | Miller Industries, Inc. | 15332 | 615426 |
|  | MillerKnoll, Inc. | 62753 | 980202 |
| \* | Mistras Group, Inc. | 24943 | 237956 |
| \* | Montrose <br> Environmental <br> Group, Inc.<br>| 14614 | 378210 |
|  | Moog, Inc., Class A | 59437 | 12175669 |
| \* | MRC Global, Inc. | 100071 | 1395990 |
|  | MSA Safety, Inc. | 50384 | 7911800 |

---

------

**U.S. Core Equity 1 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) |
| # | MSC Industrial Direct <br> Co., Inc., Class A<br>| 56144 | $4767187 |
|  | Mueller Industries, Inc. | 186280 | 19721464 |
|  | Mueller Water <br> Products, Inc., <br> Class A<br>| 183861 | 4717873 |
| \* | MYR Group, Inc. | 25819 | 5620796 |
|  | National Presto <br> Industries, Inc.<br>| 12760 | 1364937 |
| \* | NEXTracker, Inc., <br> Class A<br>| 1 | 101 |
|  | NL Industries, Inc. | 249437 | 1509094 |
| # | Nordson Corp. | 47563 | 11032238 |
|  | Norfolk Southern <br> Corp.<br>| 161057 | 45640333 |
|  | Northrop Grumman <br> Corp.<br>| 65021 | 37936502 |
| \* | NPK International, Inc. | 163912 | 2016118 |
|  | nVent Electric PLC | 218795 | 25019208 |
| \* | NWPX Infrastructure, <br> Inc.<br>| 20413 | 1228046 |
|  | Old Dominion Freight <br> Line, Inc.<br>| 107692 | 15122111 |
|  | Omega Flex, Inc. | 9191 | 254131 |
| \* | OPENLANE, Inc. | 175326 | 4632113 |
| \* | Optex Systems <br> Holdings, Inc.<br>| 1457 | 25104 |
| \* | Orion Group Holdings, <br> Inc.<br>| 52747 | 568085 |
|  | Oshkosh Corp. | 109073 | 13447610 |
|  | Otis Worldwide Corp. | 268764 | 24930549 |
|  | Owens Corning | 166589 | 21208446 |
|  | PACCAR, Inc. | 417696 | 41101286 |
| \* | PAMT Corp. | 39056 | 393294 |
|  | Pangaea Logistics <br> Solutions Ltd.<br>| 62914 | 311424 |
|  | Park Aerospace Corp. | 19658 | 376647 |
|  | Parker-Hannifin Corp. | 57121 | 44144822 |
|  | Park-Ohio Holdings <br> Corp.<br>| 28070 | 579084 |
| \* | Parsons Corp. | 61416 | 5106126 |
|  | Paychex, Inc. | 207898 | 24330303 |
|  | Paycom Software, Inc. | 40293 | 7538417 |
| \* | Paylocity Holding <br> Corp.<br>| 36404 | 5142793 |
|  | Pentair PLC | 274046 | 29144792 |
| \* | Perma-Fix <br> Environmental <br> Services, Inc.<br>| 9203 | 125989 |
| \* | Perma-Pipe <br> International <br> Holdings, Inc.<br>| 8588 | 238059 |
|  | Pitney Bowes, Inc. | 29592 | 292369 |
| \* | Planet Labs PBC | 45823 | 616319 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) |
| # | Powell Industries, Inc. | 17423 | $6679804 |
| #\* | Power Solutions <br> International, Inc.<br>| 1620 | 138704 |
| # | Preformed Line <br> Products Co.<br>| 10082 | 2138493 |
| # | Primoris Services <br> Corp.<br>| 97174 | 13752064 |
| \* | Proto Labs, Inc. | 34869 | 1735081 |
|  | Quad/Graphics, Inc. | 93659 | 516061 |
|  | Quanex Building <br> Products Corp.<br>| 9342 | 132750 |
|  | Quanta Services, Inc. | 94162 | 42290979 |
| \* | Radiant Logistics, Inc. | 88175 | 533459 |
| \* | RBC Bearings, Inc. | 30704 | 13157585 |
| \* | RCM Technologies, <br> Inc.<br>| 10846 | 250543 |
| # | Regal Rexnord Corp. | 116184 | 16369164 |
|  | Republic Services, <br> Inc.<br>| 127644 | 26580587 |
| \* | Resideo Technologies, <br> Inc.<br>| 217232 | 9297530 |
|  | Resources Connection, <br> Inc.<br>| 15303 | 67333 |
|  | REV Group, Inc. | 106419 | 5456102 |
|  | Robert Half, Inc. | 92946 | 2434256 |
| \* | Rocket Lab Corp. | 77509 | 4881517 |
|  | Rockwell Automation, <br> Inc.<br>| 89828 | 33089042 |
|  | Rollins, Inc. | 285473 | 16446100 |
|  | RTX Corp. | 782005 | 139587892 |
|  | Rush Enterprises, Inc. <br> (RUSHA US), <br> Class A<br>| 138813 | 6858750 |
|  | Rush Enterprises, Inc. <br> (RUSHB US), <br> Class B<br>| 10197 | 535037 |
| #\* | RXO, Inc. | 163181 | 2893199 |
|  | Ryder System, Inc. | 117726 | 19922771 |
| #\* | Saia, Inc. | 20044 | 5862870 |
|  | Schneider National, <br> Inc., Class B<br>| 100418 | 2145933 |
| # | Science Applications <br> International Corp.<br>| 106739 | 10002512 |
|  | Sensata Technologies <br> Holding PLC<br>| 125491 | 3994379 |
| \* | SIFCO Industries, Inc. | 3251 | 23895 |
|  | Simpson <br> Manufacturing Co., <br> Inc.<br>| 61706 | 10891109 |
| \* | SiteOne Landscape <br> Supply, Inc.<br>| 61370 | 7963985 |
| \* | SkyWest, Inc. | 82432 | 8282767 |
|  | Snap-on, Inc. | 60102 | 20167226 |
| # | Southwest Airlines Co. | 534671 | 16200531 |

---

------

**U.S. Core Equity 1 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) |
| \* | SPX Technologies, <br> Inc.<br>| 54810 | $12271411 |
|  | SS&C Technologies <br> Holdings, Inc.<br>| 215748 | 18321320 |
| # | Standex International <br> Corp.<br>| 19680 | 4589966 |
|  | Stanley Black & <br> Decker, Inc.<br>| 125584 | 8504548 |
| \* | Star Equity Holdings, <br> Inc.<br>| 9838 | 108415 |
|  | Steelcase, Inc., <br> Class A<br>| 92725 | 1479891 |
| #\* | Sterling Infrastructure, <br> Inc.<br>| 42226 | 15957205 |
| \* | Strata Critical Medical, <br> Inc.<br>| 37079 | 186507 |
| \* | Stratasys Ltd. | 422 | 4482 |
| \* | Sun Country Airlines <br> Holdings, Inc.<br>| 4089 | 50213 |
| \* | Sunrun, Inc. | 191240 | 3970142 |
| #\* | Symbotic, Inc. | 5013 | 405802 |
| \* | TaskUS, Inc., Class A | 41945 | 559546 |
| \* | Taylor Devices, Inc. | 3116 | 142619 |
|  | Tecnoglass, Inc. | 58633 | 3496286 |
|  | Tennant Co. | 26922 | 2153760 |
| # | Terex Corp. | 116301 | 5352172 |
|  | Tetra Tech, Inc. | 309221 | 9888888 |
|  | Textron, Inc. | 189605 | 15321980 |
| \* | Thermon Group <br> Holdings, Inc.<br>| 68199 | 1959357 |
| \* | TIC Solutions, Inc. | 93154 | 1129958 |
|  | Timken Co. | 122501 | 9617554 |
| \* | Titan International, Inc. | 95454 | 720678 |
| \* | Titan Machinery, Inc. | 30741 | 504152 |
|  | Toro Co. | 144759 | 10817840 |
|  | Trane Technologies <br> PLC<br>| 104204 | 46751125 |
| \* | Transcat, Inc. | 13668 | 992980 |
|  | TransDigm Group, Inc. | 22245 | 29107805 |
|  | TransUnion | 154848 | 12570561 |
| \* | Trex Co., Inc. | 126106 | 6093442 |
|  | TriNet Group, Inc. | 53702 | 3222120 |
|  | Trinity Industries, Inc. | 174610 | 4779076 |
| \* | TrueBlue, Inc. | 25723 | 121927 |
| \* | Tutor Perini Corp. | 107309 | 7228334 |
|  | Twin Disc, Inc. | 6300 | 98658 |
| \* | Uber Technologies, <br> Inc.<br>| 416151 | 40158571 |
|  | UFP Industries, Inc. | 88592 | 8161981 |
| #\* | U-Haul Holding Co. <br> (UHAL US)<br>| 25117 | 1335220 |
|  | U-Haul Holding Co. <br> (UHAL/B US)<br>| 268808 | 13034500 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) |
| # | UL Solutions, Inc., <br> Class A<br>| 16393 | $1276523 |
| \* | Ultralife Corp. | 46900 | 329707 |
|  | UniFirst Corp. | 21032 | 3246289 |
|  | Union Pacific Corp. | 372724 | 82137188 |
| \* | United Airlines <br> Holdings, Inc.<br>| 370452 | 34837306 |
|  | United Parcel Service, <br> Inc., Class B<br>| 358945 | 34609477 |
|  | United Rentals, Inc. | 77157 | 67217635 |
| # | Universal Logistics <br> Holdings, Inc.<br>| 59256 | 958762 |
| \* | Upwork, Inc. | 95228 | 1517934 |
| \* | V2X, Inc. | 15654 | 893687 |
|  | Valmont Industries, <br> Inc.<br>| 31377 | 12972193 |
|  | Veralto Corp. | 94957 | 9370357 |
|  | Verisk Analytics, Inc. | 122387 | 26773380 |
| \* | Verra Mobility Corp. | 175397 | 4070964 |
|  | Vertiv Holdings Co., <br> Class A<br>| 164767 | 31776964 |
|  | Vestis Corp. | 5527 | 29017 |
| \* | Vicor Corp. | 27067 | 2455789 |
|  | Virco Mfg. Corp. | 24607 | 180123 |
| \* | VirTra, Inc. | 9035 | 54933 |
| # | VSE Corp. | 30131 | 5444069 |
| # | Wabash National <br> Corp.<br>| 48898 | 392162 |
|  | Waste Management, <br> Inc.<br>| 308977 | 61724335 |
|  | Watsco, Inc. (WSO <br> US)<br>| 24193 | 8903266 |
| #» | Watsco, Inc. (WSO/B <br> US), Class B<br>| 2268 | 832537 |
|  | Watts Water <br> Technologies, Inc., <br> Class A<br>| 32180 | 8772268 |
|  | Werner Enterprises, <br> Inc.<br>| 124764 | 3268817 |
|  | WESCO International, <br> Inc.<br>| 72551 | 18829161 |
|  | Westinghouse Air <br> Brake Technologies <br> Corp.<br>| 143318 | 29299932 |
| \* | Willdan Group, Inc. | 16225 | 1533425 |
|  | Willis Lease Finance <br> Corp.<br>| 6116 | 785172 |
| # | WillScot Holdings <br> Corp.<br>| 410072 | 8919066 |
|  | Woodward, Inc. | 85414 | 22387864 |
|  | Worthington <br> Enterprises, Inc.<br>| 83258 | 4669941 |
|  | WW Grainger, Inc. | 42192 | 41305968 |
| \* | Xometry, Inc., Class A | 4855 | 236390 |

---

------

**U.S. Core Equity 1 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) |
| \* | XPO, Inc. | 171972 | $24741612 |
|  | Xylem, Inc. | 152663 | 23029214 |
|  | Zurn Elkay Water <br> Solutions Corp.<br>| 67456 | 3177852 |
| TOTAL INDUSTRIALS | TOTAL INDUSTRIALS |  | 4659570356 |
| INFORMATION TECHNOLOGY — (28.2%) | INFORMATION TECHNOLOGY — (28.2%) | INFORMATION TECHNOLOGY — (28.2%) | INFORMATION TECHNOLOGY — (28.2%) |
|  | A10 Networks, Inc. | 69031 | 1231513 |
|  | Accenture PLC, <br> Class A<br>| 364034 | 91044903 |
| \* | ACCESS Newswire, <br> Inc.<br>| 306 | 2909 |
| \* | ACI Worldwide, Inc. | 179213 | 8535915 |
|  | Adeia, Inc. | 148227 | 2525788 |
| \* | Adobe, Inc. | 247235 | 84136543 |
|  | Advanced Energy <br> Industries, Inc.<br>| 41427 | 8398496 |
| \* | Advanced Micro <br> Devices, Inc.<br>| 477110 | 122197413 |
| \* | Agilysys, Inc. | 3473 | 435723 |
| \* | Akamai Technologies, <br> Inc.<br>| 146922 | 11033842 |
| \* | Alarm.com Holdings, <br> Inc.<br>| 42348 | 2084369 |
| #\* | Allegro MicroSystems, <br> Inc.<br>| 19290 | 577157 |
| \* | Alpha & Omega <br> Semiconductor Ltd.<br>| 43654 | 1224931 |
| \* | Ambarella, Inc. | 44733 | 3812594 |
|  | Amdocs Ltd. | 157917 | 13306086 |
|  | Amkor Technology, <br> Inc.<br>| 454930 | 14685140 |
|  | Amphenol Corp., <br> Class A<br>| 596382 | 83099868 |
| \* | Amtech Systems, Inc. | 18946 | 150242 |
|  | Analog Devices, Inc. | 179571 | 42042958 |
| \* | Appfolio, Inc., Class A | 6447 | 1640310 |
|  | Apple, Inc. | 7638834 | 2065311549 |
|  | Applied Materials, Inc. | 431265 | 100527871 |
| \* | AppLovin Corp., <br> Class A<br>| 96950 | 61789143 |
| \* | Arista Networks, Inc. | 281869 | 44447923 |
| \* | Arrow Electronics, Inc. | 90430 | 10087466 |
| \* | ASGN, Inc. | 61971 | 2773822 |
| \* | Astera Labs, Inc. | 10074 | 1880614 |
| \* | AstroNova, Inc. | 10455 | 94931 |
| \* | Atlassian Corp., <br> Class A<br>| 26318 | 4458796 |
| #\* | Aurora Innovation, Inc. | 511854 | 2682115 |
| \* | Autodesk, Inc. | 115623 | 34841835 |
| \* | AvePoint, Inc. | 75915 | 1068124 |
| \* | Aviat Networks, Inc. | 23694 | 591402 |
|  | Avnet, Inc. | 157216 | 7617115 |
| \* | Aware, Inc. | 25700 | 56797 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| INFORMATION TECHNOLOGY — (Continued) | INFORMATION TECHNOLOGY — (Continued) | INFORMATION TECHNOLOGY — (Continued) | INFORMATION TECHNOLOGY — (Continued) |
| #\* | Axcelis Technologies, <br> Inc.<br>| 46130 | $3670103 |
| \* | Backblaze, Inc., <br> Class A<br>| 2666 | 27486 |
|  | Badger Meter, Inc. | 26800 | 4836060 |
|  | Bel Fuse, Inc. (BELFA <br> US), Class A<br>| 1700 | 232441 |
| # | Bel Fuse, Inc. (BELFB <br> US), Class B<br>| 23510 | 3620305 |
|  | Belden, Inc. | 65101 | 7932557 |
|  | Benchmark <br> Electronics, Inc.<br>| 74425 | 3261303 |
| # | Bentley Systems, Inc., <br> Class B<br>| 132883 | 6754443 |
| #\* | Bill Holdings, Inc. | 23322 | 1158171 |
| \* | BK Technologies <br> Corp.<br>| 343 | 25626 |
| \* | Blackbaud, Inc. | 48535 | 3108181 |
| #\* | BlackLine, Inc. | 9537 | 545993 |
| \* | Box, Inc., Class A | 136942 | 4394469 |
|  | Broadcom, Inc. | 1721064 | 636156886 |
| #\* | C3.ai, Inc., Class A | 22439 | 394478 |
| \* | Cadence Design <br> Systems, Inc.<br>| 88509 | 29977113 |
| \* | Calix, Inc. | 68625 | 4695322 |
| \* | CCC Intelligent <br> Solutions Holdings, <br> Inc.<br>| 304546 | 2655641 |
|  | CDW Corp. | 121804 | 19411903 |
| \* | Cerence, Inc. | 33248 | 356751 |
| \* | CEVA, Inc. | 37982 | 1033490 |
| \* | Ciena Corp. | 266377 | 50590320 |
| #\* | Cipher Mining, Inc. | 17984 | 335402 |
| \* | Cirrus Logic, Inc. | 60485 | 8023335 |
|  | Cisco Systems, Inc. | 2518417 | 184121467 |
|  | Clear Secure, Inc., <br> Class A<br>| 45280 | 1379682 |
| \* | Clearfield, Inc. | 17475 | 616867 |
|  | Climb Global Solutions, <br> Inc.<br>| 4864 | 540293 |
| \* | Cloudflare, Inc., <br> Class A<br>| 49127 | 12443869 |
| \* | Coda Octopus Group, <br> Inc.<br>| 10231 | 104868 |
|  | Cognex Corp. | 124354 | 5147012 |
|  | Cognizant Technology <br> Solutions Corp., <br> Class A<br>| 396222 | 28876659 |
| \* | Coherent Corp. | 169885 | 22418025 |
| \* | Cohu, Inc. | 60055 | 1428708 |
| \* | CommScope Holding <br> Co., Inc.<br>| 81116 | 1403307 |
| \* | Commvault Systems, <br> Inc.<br>| 24105 | 3355898 |

---

------

**U.S. Core Equity 1 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| INFORMATION TECHNOLOGY — (Continued) | INFORMATION TECHNOLOGY — (Continued) | INFORMATION TECHNOLOGY — (Continued) | INFORMATION TECHNOLOGY — (Continued) |
| \* | Consensus Cloud <br> Solutions, Inc.<br>| 18918 | $554676 |
|  | Corning, Inc. | 481047 | 42851667 |
| \* | Corsair Gaming, Inc. | 12500 | 101875 |
| \* | CPI Card Group, Inc. | 1323 | 20692 |
| # | Crane NXT Co. | 88318 | 5586113 |
| \* | Credo Technology <br> Group Holding Ltd.<br>| 107108 | 20095603 |
| \* | Crexendo, Inc. | 2746 | 17767 |
| \* | Crowdstrike Holdings, <br> Inc., Class A<br>| 21552 | 11702952 |
| \* | CS Disco, Inc. | 20700 | 130824 |
|  | CSP, Inc. | 12078 | 161121 |
|  | CTS Corp. | 53770 | 2231993 |
| \* | CVD Equipment Corp. | 2900 | 11339 |
| #\* | Daily Journal Corp. | 1274 | 516021 |
| \* | Daktronics, Inc. | 115001 | 2160869 |
| \* | Data I/O Corp. | 1413 | 4281 |
| \* | Data Storage Corp. | 608 | 2548 |
| \* | Datadog, Inc., Class A | 59682 | 9716826 |
|  | Dell Technologies, Inc., <br> Class C<br>| 155755 | 25233868 |
| \* | Diebold Nixdorf, Inc. | 10346 | 611966 |
| \* | Digi International, Inc. | 55131 | 2022205 |
| \* | Digital Turbine, Inc. | 77088 | 481029 |
| #\* | DigitalOcean Holdings, <br> Inc.<br>| 57174 | 2324695 |
| \* | Diodes, Inc. | 76146 | 4063151 |
| \* | Docusign, Inc. | 144150 | 10543131 |
|  | Dolby Laboratories, <br> Inc., Class A<br>| 95062 | 6304512 |
| \* | Dropbox, Inc., Class A | 161934 | 4696086 |
| \* | DXC Technology Co. | 223362 | 3171740 |
| \* | Dynatrace, Inc. | 177559 | 8979159 |
| \* | Eastman Kodak Co. | 40740 | 258292 |
| \* | eGain Corp. | 4291 | 61876 |
| #\* | Enphase Energy, Inc. | 63767 | 1945531 |
| # | Entegris, Inc. | 78364 | 7175791 |
| \* | EPAM Systems, Inc. | 42136 | 6890921 |
|  | ePlus, Inc. | 40321 | 2949884 |
| \* | Everspin Technologies, <br> Inc.<br>| 8104 | 85902 |
| \* | F5, Inc. | 82248 | 20812856 |
| \* | Fabrinet | 42047 | 18524647 |
| \* | Fair Isaac Corp. | 12350 | 20495195 |
| \* | Fastly, Inc., Class A | 65206 | 540558 |
| \* | First Solar, Inc. | 118308 | 31581137 |
| \* | Flex Ltd. | 856611 | 53555320 |
| \* | FormFactor, Inc. | 113062 | 6212757 |
| \* | Fortinet, Inc. | 351398 | 30371329 |
| \* | Franklin Wireless <br> Corp.<br>| 3741 | 19042 |
| \* | Frequency Electronics, <br> Inc.<br>| 25787 | 946899 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| INFORMATION TECHNOLOGY — (Continued) | INFORMATION TECHNOLOGY — (Continued) | INFORMATION TECHNOLOGY — (Continued) | INFORMATION TECHNOLOGY — (Continued) |
| \* | Freshworks, Inc., <br> Class A<br>| 137133 | $1522176 |
| \* | Gartner, Inc. | 59890 | 14873083 |
|  | Gen Digital, Inc. | 535501 | 14115806 |
| \* | GLOBALFOUNDRIES, <br> Inc.<br>| 300 | 10680 |
| \* | Globant SA | 43191 | 2659702 |
| \* | GoDaddy, Inc., <br> Class A<br>| 107562 | 14319729 |
| \* | Grid Dynamics <br> Holdings, Inc.<br>| 58215 | 543728 |
| \* | GSI Technology, Inc. | 18408 | 167329 |
| \* | Guidewire Software, <br> Inc.<br>| 61761 | 14429840 |
|  | Hackett Group, Inc. | 44376 | 803649 |
| \* | Harmonic, Inc. | 165481 | 1770647 |
|  | Hewlett Packard <br> Enterprise Co.<br>| 1228466 | 29999140 |
|  | HP, Inc. | 735637 | 20355076 |
| \* | HubSpot, Inc. | 14079 | 6925742 |
| #\* | I3 Verticals, Inc., <br> Class A<br>| 35769 | 1099897 |
| \* | Ichor Holdings Ltd. | 31200 | 707616 |
| \* | Identiv, Inc. | 21759 | 87036 |
| #\* | indie Semiconductor, <br> Inc., Class A<br>| 2000 | 10760 |
|  | Information Services <br> Group, Inc.<br>| 35495 | 195577 |
| \* | Insight Enterprises, <br> Inc.<br>| 37468 | 3746800 |
| \* | Intapp, Inc. | 7496 | 287696 |
| \* | Intel Corp. | 1176953 | 47066350 |
| \* | Intellicheck, Inc. | 2198 | 10089 |
| # | InterDigital, Inc. | 52968 | 19172297 |
|  | International Business <br> Machines Corp.<br>| 582056 | 178929835 |
| \* | inTEST Corp. | 19860 | 168413 |
|  | Intuit, Inc. | 93442 | 62377207 |
| #\* | IonQ, Inc. | 97948 | 6109996 |
| #\* | IPG Photonics Corp. | 41807 | 3558612 |
| \* | Itron, Inc. | 86456 | 8674130 |
|  | Jabil, Inc. | 211292 | 46672290 |
| #\* | Jamf Holding Corp. | 66741 | 857622 |
| \* | JFrog Ltd. | 84320 | 4003514 |
| \* | Key Tronic Corp. | 11279 | 40153 |
| \* | Keysight Technologies, <br> Inc.<br>| 131770 | 24108639 |
| \* | Kimball Electronics, <br> Inc.<br>| 32710 | 951043 |
|  | KLA Corp. | 85169 | 102947177 |
| \* | Knowles Corp. | 265988 | 6279977 |
|  | Kulicke & Soffa <br> Industries, Inc.<br>| 99553 | 3975151 |
| \* | KVH Industries, Inc. | 19953 | 119119 |

---

------

**U.S. Core Equity 1 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| INFORMATION TECHNOLOGY — (Continued) | INFORMATION TECHNOLOGY — (Continued) | INFORMATION TECHNOLOGY — (Continued) | INFORMATION TECHNOLOGY — (Continued) |
| \* | Kyndryl Holdings, Inc. | 242933 | $7025622 |
|  | Lam Research Corp. | 595341 | 93742394 |
| \* | Lantronix, Inc. | 49076 | 241945 |
| \* | Lattice Semiconductor <br> Corp.<br>| 76507 | 5581951 |
| \* | LGL Group, Inc. | 1687 | 10206 |
|  | Littelfuse, Inc. | 34202 | 8321689 |
| \* | LiveRamp Holdings, <br> Inc.<br>| 86272 | 2358676 |
| #\* | Lumentum Holdings, <br> Inc.<br>| 49437 | 9964522 |
| \* | MACOM Technology <br> Solutions Holdings, <br> Inc.<br>| 54561 | 8082121 |
| \* | Manhattan Associates, <br> Inc.<br>| 47027 | 8562206 |
|  | Marvell Technology, <br> Inc.<br>| 289198 | 27109421 |
| \* | MaxLinear, Inc. | 73139 | 1108056 |
|  | Methode Electronics, <br> Inc.<br>| 34382 | 231391 |
|  | Microchip Technology, <br> Inc.<br>| 338294 | 21116311 |
|  | Micron Technology, <br> Inc.<br>| 449454 | 100574322 |
|  | Microsoft Corp. | 3416424 | 1769058511 |
| #\* | Mirion Technologies, <br> Inc.<br>| 118329 | 3475323 |
| \* | Mitek Systems, Inc. | 63750 | 587137 |
|  | MKS, Inc. | 18911 | 2717700 |
| \* | MongoDB, Inc. | 48829 | 17569651 |
|  | Monolithic Power <br> Systems, Inc.<br>| 16100 | 16180500 |
|  | Motorola Solutions, <br> Inc.<br>| 85717 | 34861961 |
| \* | M-Tron Industries, Inc. | 843 | 46466 |
| \* | N-able, Inc. | 116852 | 914951 |
|  | Napco Security <br> Technologies, Inc.<br>| 44331 | 1957214 |
| \* | nCino, Inc. | 84745 | 2260997 |
| #\* | NCR Voyix Corp. | 127016 | 1449253 |
|  | NetApp, Inc. | 197406 | 23250479 |
| \* | NETGEAR, Inc. | 69474 | 2412137 |
| \* | NetScout Systems, <br> Inc.<br>| 79326 | 2205263 |
| \* | NetSol Technologies, <br> Inc.<br>| 3138 | 13776 |
| \* | nLight, Inc. | 53000 | 1749530 |
| \* | Nortech Systems, Inc. | 1100 | 10428 |
| \* | Novanta, Inc. | 37575 | 4772401 |
| \* | Nutanix, Inc., Class A | 108407 | 7722915 |
|  | NVE Corp. | 4912 | 339174 |
|  | NVIDIA Corp. | 12465762 | 2524191973 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| INFORMATION TECHNOLOGY — (Continued) | INFORMATION TECHNOLOGY — (Continued) | INFORMATION TECHNOLOGY — (Continued) | INFORMATION TECHNOLOGY — (Continued) |
|  | NXP Semiconductors <br> NV<br>| 125000 | $26140000 |
| \* | Okta, Inc. | 118959 | 10888317 |
| \* | ON Semiconductor <br> Corp.<br>| 448097 | 22440698 |
| \* | ON24, Inc. | 61143 | 337509 |
| # | OneSpan, Inc. | 45641 | 520307 |
| \* | Onto Innovation, Inc. | 50121 | 6764330 |
| \* | Ooma, Inc. | 15345 | 172324 |
| \* | Optical Cable Corp. | 3696 | 29088 |
|  | Oracle Corp. | 840214 | 220648599 |
| \* | OSI Systems, Inc. | 29083 | 8098452 |
| \* | Palantir Technologies, <br> Inc., Class A<br>| 598388 | 119958842 |
| \* | Palo Alto Networks, <br> Inc.<br>| 175795 | 38717091 |
| #\* | PAR Technology Corp. | 58138 | 2054597 |
|  | PC Connection, Inc. | 51001 | 3109531 |
| \* | PDF Solutions, Inc. | 51745 | 1507332 |
| # | Pegasystems, Inc. | 113684 | 7235987 |
| #\* | Penguin Solutions, <br> Inc.<br>| 93978 | 2092890 |
| \* | Photronics, Inc. | 270981 | 6476446 |
| \*» | Pivotal Software, Inc. | 44266 | 0 |
| \* | Plexus Corp. | 45971 | 6431343 |
| # | Power Integrations, <br> Inc.<br>| 61928 | 2594164 |
| \* | Powerfleet, Inc. NJ | 61896 | 315670 |
| \* | Progress Software <br> Corp.<br>| 90120 | 3842717 |
| \* | PTC, Inc. | 52785 | 10479934 |
| \* | Pure Storage, Inc., <br> Class A<br>| 221099 | 21822471 |
| \* | Q2 Holdings, Inc. | 27580 | 1703341 |
| \* | Qorvo, Inc. | 100716 | 9559963 |
|  | QUALCOMM, Inc. | 799925 | 144706432 |
| \* | Qualys, Inc. | 42629 | 5254451 |
|  | Ralliant Corp. | 68754 | 3019676 |
| \* | Rambus, Inc. | 126395 | 12998462 |
|  | Red Violet, Inc. | 4758 | 255172 |
| \* | RF Industries Ltd. | 9040 | 70693 |
| \* | Ribbon <br> Communications, <br> Inc.<br>| 102669 | 344968 |
|  | Richardson Electronics <br> Ltd.<br>| 21406 | 230757 |
| \* | RingCentral, Inc., <br> Class A<br>| 51114 | 1539554 |
| \* | Riot Platforms, Inc. | 21314 | 421591 |
| \* | Rogers Corp. | 22684 | 1985757 |
|  | Roper Technologies, <br> Inc.<br>| 41605 | 18562071 |
| \* | Rubrik, Inc., Class A | 23168 | 1743855 |
|  | Salesforce, Inc. | 271731 | 70761470 |

---

------

**U.S. Core Equity 1 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| INFORMATION TECHNOLOGY — (Continued) | INFORMATION TECHNOLOGY — (Continued) | INFORMATION TECHNOLOGY — (Continued) | INFORMATION TECHNOLOGY — (Continued) |
| \* | Samsara, Inc., <br> Class A<br>| 83561 | $3356645 |
| \* | Sandisk Corp. | 64796 | 12915787 |
| #\* | Sanmina Corp. | 104597 | 14335019 |
| \* | ScanSource, Inc. | 41425 | 1777340 |
|  | Seagate Technology <br> Holdings PLC<br>| 135633 | 34705772 |
| \* | SEMrush Holdings, <br> Inc., Class A<br>| 16733 | 121482 |
| #\* | Semtech Corp. | 8823 | 598729 |
| \* | SentinelOne, Inc., <br> Class A<br>| 230160 | 4108356 |
| \* | ServiceNow, Inc. | 40573 | 37297947 |
| \* | Silicon Laboratories, <br> Inc.<br>| 34879 | 4571939 |
| \* | SkyWater Technology, <br> Inc.<br>| 1413 | 24706 |
|  | Skyworks Solutions, <br> Inc.<br>| 140496 | 10919349 |
| \* | Snowflake, Inc. | 62753 | 17249545 |
| #\* | SolarEdge <br> Technologies, Inc.<br>| 1831 | 64250 |
| \* | Sono-Tek Corp. | 1304 | 5894 |
| \* | SoundThinking, Inc. | 13000 | 121550 |
| #\* | SPS Commerce, Inc. | 6662 | 547883 |
| \* | Super Micro Computer, <br> Inc.<br>| 70489 | 3662608 |
| \* | Synaptics, Inc. | 49093 | 3482657 |
| \* | Synchronoss <br> Technologies, Inc.<br>| 1500 | 7867 |
| \* | Synopsys, Inc. | 38692 | 17559203 |
|  | Taitron Components, <br> Inc., Class A<br>| 12007 | 28577 |
|  | TD SYNNEX Corp. | 91205 | 14272670 |
|  | TE Connectivity PLC | 181858 | 44920745 |
| \* | Teledyne Technologies, <br> Inc.<br>| 34282 | 18060443 |
| \* | Telos Corp. | 13385 | 91821 |
| \* | Teradata Corp. | 72646 | 1514669 |
|  | Teradyne, Inc. | 110930 | 20162637 |
| # | Texas Instruments, <br> Inc.<br>| 697571 | 112629814 |
| \* | TransAct Technologies, <br> Inc.<br>| 786 | 3702 |
| \* | Trimble, Inc. | 199370 | 15899757 |
| \* | Trio-Tech International | 1525 | 11254 |
| \* | TTM Technologies, <br> Inc.<br>| 215980 | 14513856 |
| \* | Turtle Beach Corp. | 5485 | 92696 |
| \* | Twilio, Inc., Class A | 189660 | 25581341 |
| \* | Tyler Technologies, <br> Inc.<br>| 19177 | 9133238 |
| \* | UiPath, Inc., Class A | 178179 | 2825919 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| INFORMATION TECHNOLOGY — (Continued) | INFORMATION TECHNOLOGY — (Continued) | INFORMATION TECHNOLOGY — (Continued) | INFORMATION TECHNOLOGY — (Continued) |
| \* | Ultra Clean Holdings, <br> Inc.<br>| 55719 | $1527258 |
| \* | Unisys Corp. | 70522 | 251764 |
| \* | Unity Software, Inc. | 46186 | 1750449 |
|  | Universal Display <br> Corp.<br>| 45965 | 6769725 |
| \* | Veeco Instruments, <br> Inc.<br>| 70314 | 2021527 |
| \* | Verint Systems, Inc. | 32842 | 666036 |
|  | VeriSign, Inc. | 59632 | 14299754 |
| #\* | Vertex, Inc., Class A | 31756 | 727212 |
| \* | Viant Technology, Inc., <br> Class A<br>| 2954 | 26232 |
| #\* | Viasat, Inc. | 21884 | 871421 |
| \* | Viavi Solutions, Inc. | 383069 | 6780321 |
| # | Vishay Intertechnology, <br> Inc.<br>| 151271 | 2568582 |
| \* | Vishay Precision <br> Group, Inc.<br>| 15664 | 586773 |
|  | Vontier Corp. | 198935 | 7658997 |
|  | Western Digital Corp. | 246953 | 37094810 |
| \* | WidePoint Corp. | 4900 | 32585 |
| \* | Workday, Inc., Class A | 68129 | 16345510 |
|  | Xerox Holdings Corp. | 27068 | 89866 |
| \* | Xperi, Inc. | 4694 | 31544 |
| \* | Yext, Inc. | 61401 | 520066 |
| \* | Zebra Technologies <br> Corp., Class A<br>| 38978 | 10494826 |
| \* | Zoom <br> Communications, <br> Inc.<br>| 167231 | 14587560 |
| \* | Zscaler, Inc. | 33761 | 11179618 |
| TOTAL INFORMATION <br> TECHNOLOGY | TOTAL INFORMATION <br> TECHNOLOGY |  | 10988486134 |
| MATERIALS — (2.6%) | MATERIALS — (2.6%) | MATERIALS — (2.6%) | MATERIALS — (2.6%) |
|  | AdvanSix, Inc. | 33150 | 616259 |
|  | Air Products & <br> Chemicals, Inc.<br>| 96372 | 23378883 |
|  | Albemarle Corp. | 71400 | 7013622 |
|  | Alcoa Corp. | 159468 | 5866828 |
| #\* | Alpha Metallurgical <br> Resources, Inc.<br>| 15438 | 2674788 |
|  | Amcor PLC | 2772097 | 21899566 |
| \* | American Biltrite, Inc. | 7 | 885 |
| \* | American Vanguard <br> Corp.<br>| 17133 | 76585 |
|  | AptarGroup, Inc. | 88914 | 10314913 |
|  | Ardagh Metal <br> Packaging SA<br>| 56441 | 201494 |
| #\* | Arq, Inc. | 44340 | 294418 |
| \* | Ascent Industries Co. | 10249 | 124628 |
|  | Ashland, Inc. | 49854 | 2437861 |
| \* | Aspen Aerogels, Inc. | 72744 | 592136 |

---

------

**U.S. Core Equity 1 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| MATERIALS — (Continued) | MATERIALS — (Continued) | MATERIALS — (Continued) | MATERIALS — (Continued) |
|  | Avery Dennison Corp. | 90910 | $15899250 |
|  | Avient Corp. | 98967 | 3173872 |
| \* | Axalta Coating <br> Systems Ltd.<br>| 273343 | 7782075 |
|  | Balchem Corp. | 35884 | 5504247 |
|  | Ball Corp. | 234590 | 11025730 |
|  | Cabot Corp. | 107136 | 7229537 |
|  | Caledonia Mining <br> Corp. PLC<br>| 1100 | 30932 |
|  | Celanese Corp. | 105428 | 4052652 |
| \* | Century Aluminum Co. | 124362 | 3683602 |
|  | CF Industries Holdings, <br> Inc.<br>| 303348 | 25265855 |
|  | Chemours Co. | 137024 | 1834751 |
| \* | Clearwater Paper <br> Corp.<br>| 248011 | 4377394 |
| \* | Cleveland-Cliffs, Inc. | 309164 | 3842909 |
| \* | Coeur Mining, Inc. | 584365 | 10033547 |
|  | Commercial Metals <br> Co.<br>| 236452 | 14035791 |
| \* | Compass Minerals <br> International, Inc.<br>| 6336 | 109866 |
| \* | Core Molding <br> Technologies, Inc.<br>| 11422 | 204568 |
|  | Corteva, Inc. | 500354 | 30741750 |
|  | CRH PLC (CRHCF <br> US)<br>| 120718 | 14377514 |
|  | Crown Holdings, Inc. | 194990 | 18949128 |
| \* | Dakota Gold Corp. | 62653 | 255624 |
|  | Dow, Inc. | 405475 | 9670579 |
|  | DuPont de Nemours, <br> Inc.<br>| 200190 | 16345514 |
|  | Eagle Materials, Inc. | 59054 | 12538345 |
|  | Eastman Chemical <br> Co.<br>| 124112 | 7387146 |
|  | Ecolab, Inc. | 113210 | 29027044 |
| \* | Ecovyst, Inc. | 128405 | 1051637 |
|  | Element Solutions, <br> Inc.<br>| 233693 | 6244277 |
| \* | Flotek Industries, Inc. | 2987 | 51705 |
| # | FMC Corp. | 99509 | 1509552 |
|  | Fortitude Gold Corp. | 38385 | 164672 |
|  | Freeport-McMoRan, <br> Inc.<br>| 898463 | 37465907 |
|  | Friedman Industries, <br> Inc.<br>| 9041 | 192031 |
|  | Graphic Packaging <br> Holding Co.<br>| 553306 | 8847363 |
|  | Greif, Inc. (GEF US), <br> Class A<br>| 56305 | 3203191 |
|  | Greif, Inc. (GEF/B US), <br> Class B<br>| 12571 | 741060 |
|  | Hawkins, Inc. | 30694 | 4353944 |
|  | HB Fuller Co. | 74228 | 4258460 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| MATERIALS — (Continued) | MATERIALS — (Continued) | MATERIALS — (Continued) | MATERIALS — (Continued) |
|  | Hecla Mining Co. | 607740 | $7821614 |
|  | Huntsman Corp. | 193485 | 1602056 |
| \* | Idaho Strategic <br> Resources, Inc.<br>| 58 | 1917 |
| \* | Ingevity Corp. | 53591 | 2878909 |
|  | Innospec, Inc. | 34940 | 2570885 |
|  | International Flavors & <br> Fragrances, Inc.<br>| 142027 | 8943440 |
| # | International Paper <br> Co.<br>| 257476 | 9948873 |
| \* | Intrepid Potash, Inc. | 15834 | 421659 |
|  | Kaiser Aluminum <br> Corp.<br>| 19465 | 1762166 |
| \* | Knife River Corp. | 89172 | 5391339 |
|  | Koppers Holdings, Inc. | 28375 | 800743 |
|  | Kronos Worldwide, <br> Inc.<br>| 54176 | 266546 |
|  | Linde PLC | 225284 | 94236297 |
|  | Louisiana-Pacific <br> Corp.<br>| 102079 | 8892102 |
| \* | LSB Industries, Inc. | 96268 | 811539 |
|  | LyondellBasell <br> Industries NV, <br> Class A<br>| 188940 | 8770595 |
|  | Martin Marietta <br> Materials, Inc.<br>| 49504 | 30350902 |
|  | Materion Corp. | 35092 | 4022596 |
|  | Mativ Holdings, Inc. | 64538 | 689266 |
|  | Mercer International, <br> Inc.<br>| 87084 | 182876 |
| \* | Metallus, Inc. | 90464 | 1591262 |
|  | Minerals Technologies, <br> Inc.<br>| 40914 | 2321870 |
|  | Mosaic Co. | 271568 | 7454542 |
| \* | MP Materials Corp. | 600 | 37854 |
|  | Myers Industries, Inc. | 47483 | 822880 |
|  | NewMarket Corp. | 13839 | 10626968 |
|  | Newmont Corp. | 619239 | 50139782 |
|  | Nexa Resources SA | 13008 | 75576 |
|  | Northern Technologies <br> International Corp.<br>| 15000 | 111450 |
|  | Nucor Corp. | 270046 | 40520402 |
| \* | O-I Glass, Inc. | 58861 | 664541 |
|  | Olin Corp. | 285216 | 5903971 |
|  | Olympic Steel, Inc. | 37847 | 1400339 |
|  | Orion SA | 66391 | 351872 |
|  | Packaging Corp. of <br> America<br>| 116095 | 22726757 |
| \* | Perimeter Solutions, <br> Inc.<br>| 75499 | 1774982 |
|  | PPG Industries, Inc. | 183526 | 17939667 |
|  | Quaker Chemical <br> Corp.<br>| 7578 | 1052508 |

---

------

**U.S. Core Equity 1 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| MATERIALS — (Continued) | MATERIALS — (Continued) | MATERIALS — (Continued) | MATERIALS — (Continued) |
| \* | Ramaco Resources, <br> Inc. (METC US), <br> Class A<br>| 35523 | $1078478 |
|  | Ramaco Resources, <br> Inc. (METCB US), <br> Class B<br>| 1859 | 27290 |
| \* | Ranpak Holdings <br> Corp.<br>| 33442 | 177243 |
| \* | Rayonier Advanced <br> Materials, Inc.<br>| 74420 | 517219 |
|  | Reliance, Inc. | 85810 | 24235318 |
| †† | Resolute Forest <br> Products, Inc.<br>| 163412 | 43517 |
|  | Royal Gold, Inc. | 91793 | 16044498 |
|  | RPM International, <br> Inc.<br>| 154445 | 16877750 |
| # | Ryerson Holding Corp. | 76436 | 1686178 |
|  | Scotts Miracle-Gro Co. | 30393 | 1626633 |
| # | Sealed Air Corp. | 168001 | 5629714 |
|  | Sensient Technologies <br> Corp.<br>| 51035 | 4812090 |
|  | Sherwin-Williams Co. | 137923 | 47575160 |
| # | Silgan Holdings, Inc. | 207301 | 8005965 |
|  | Smurfit WestRock <br> PLC<br>| 245316 | 9057067 |
| \* | Solstice Advanced <br> Materials, Inc.<br>| 91644 | 4130395 |
|  | Sonoco Products Co. | 106841 | 4334539 |
| # | Southern Copper <br> Corp.<br>| 59083 | 8200720 |
|  | Steel Dynamics, Inc. | 282821 | 44346333 |
|  | Stepan Co. | 24082 | 1043955 |
|  | SunCoke Energy, Inc. | 96042 | 769296 |
|  | Sylvamo Corp. | 58507 | 2375384 |
| \* | Tredegar Corp. | 52113 | 360101 |
|  | TriMas Corp. | 52350 | 1859996 |
| # | Tronox Holdings PLC | 191869 | 671542 |
| \* | U.S. Gold Corp. | 2698 | 41333 |
|  | U.S. Lime & Minerals, <br> Inc.<br>| 39838 | 4669810 |
|  | Vulcan Materials Co. | 115142 | 33333609 |
| # | Warrior Met Coal, Inc. | 117737 | 7987278 |
|  | Westlake Corp. | 56735 | 3903935 |
|  | Worthington Steel, Inc. | 78280 | 2504177 |
| TOTAL MATERIALS | TOTAL MATERIALS |  | 1014765953 |
| REAL ESTATE — (0.3%) | REAL ESTATE — (0.3%) | REAL ESTATE — (0.3%) | REAL ESTATE — (0.3%) |
| \* | AMREP Corp. | 6773 | 145484 |
| \* | Anywhere Real Estate, <br> Inc.<br>| 10616 | 106691 |
| \* | CBRE Group, Inc., <br> Class A<br>| 268076 | 40862825 |
| \* | CKX Lands, Inc. | 743 | 8080 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| REAL ESTATE — (Continued) | REAL ESTATE — (Continued) | REAL ESTATE — (Continued) | REAL ESTATE — (Continued) |
| \* | Compass, Inc., <br> Class A<br>| 316473 | $2440007 |
| \* | Comstock Holding <br> Cos., Inc.<br>| 3056 | 40828 |
| \* | CoStar Group, Inc. | 186830 | 12855772 |
| \* | Cushman & Wakefield <br> PLC<br>| 223061 | 3502058 |
| \* | Douglas Elliman, Inc. | 46367 | 114527 |
| \* | Five Point <br> Holdings LLC, <br> Class A<br>| 70034 | 409699 |
| \* | Forestar Group, Inc. | 39733 | 1033455 |
| \* | FRP Holdings, Inc. | 24622 | 583541 |
| \* | Howard Hughes <br> Holdings, Inc.<br>| 89549 | 7099445 |
| \* | Jones Lang LaSalle, <br> Inc.<br>| 74364 | 22687713 |
| \*» | JW Mays, Inc. | 900 | 35424 |
|  | Kennedy-Wilson <br> Holdings, Inc.<br>| 170168 | 1286470 |
|  | Marcus & Millichap, <br> Inc.<br>| 46207 | 1349707 |
| \* | Maui Land & Pineapple <br> Co., Inc.<br>| 7480 | 119680 |
|  | Newmark Group, Inc., <br> Class A<br>| 218363 | 3893412 |
| \* | RE/MAX Holdings, <br> Inc., Class A<br>| 16120 | 127832 |
|  | RMR Group, Inc., <br> Class A<br>| 1407 | 21766 |
| \* | Seaport Entertainment <br> Group, Inc.<br>| 22919 | 551660 |
|  | St. Joe Co. | 82299 | 4672937 |
| \* | Stratus Properties, <br> Inc.<br>| 6238 | 117212 |
| \* | Tejon Ranch Co. | 34821 | 550868 |
| \* | Zillow Group, Inc. (Z <br> US), Class C<br>| 133735 | 10027450 |
| \* | Zillow Group, Inc. (ZG <br> US), Class A<br>| 58679 | 4197309 |
| TOTAL REAL ESTATE | TOTAL REAL ESTATE |  | 118841852 |
| UTILITIES — (2.5%) | UTILITIES — (2.5%) | UTILITIES — (2.5%) | UTILITIES — (2.5%) |
|  | AES Corp. | 445524 | 6179418 |
|  | ALLETE, Inc. | 63894 | 4301983 |
| # | Alliant Energy Corp. | 236759 | 15820236 |
|  | Ameren Corp. | 170766 | 17421547 |
|  | American Electric <br> Power Co., Inc.<br>| 250917 | 30175278 |
|  | American States Water <br> Co.<br>| 39541 | 2819669 |
|  | American Water Works <br> Co., Inc.<br>| 113084 | 14523378 |

---

------

**U.S. Core Equity 1 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| UTILITIES — (Continued) | UTILITIES — (Continued) | UTILITIES — (Continued) | UTILITIES — (Continued) |
|  | Artesian Resources <br> Corp., Class A<br>| 9786 | $315403 |
|  | Atmos Energy Corp. | 101357 | 17405024 |
|  | Avista Corp. | 85625 | 3258031 |
|  | Black Hills Corp. | 55728 | 3534827 |
|  | California Water <br> Service Group<br>| 62227 | 2761634 |
|  | CenterPoint Energy, <br> Inc.<br>| 438980 | 16786595 |
|  | Chesapeake Utilities <br> Corp.<br>| 23953 | 3048738 |
| # | Clearway Energy, Inc. <br> (CWEN US), <br> Class C<br>| 76238 | 2434279 |
|  | Clearway Energy, Inc. <br> (CWENA US), <br> Class A<br>| 22076 | 662059 |
|  | CMS Energy Corp. | 214302 | 15761912 |
|  | Consolidated Edison, <br> Inc.<br>| 200815 | 19561389 |
|  | Consolidated Water <br> Co. Ltd.<br>| 20521 | 697919 |
|  | Constellation Energy <br> Corp.<br>| 153456 | 57852912 |
|  | Dominion Energy, Inc. | 286251 | 16800071 |
|  | DTE Energy Co. | 122301 | 16576678 |
|  | Duke Energy Corp. | 366250 | 45524875 |
|  | Edison International | 181302 | 10040505 |
|  | Entergy Corp. | 262726 | 25245341 |
|  | Essential Utilities, Inc. | 218873 | 8542613 |
|  | Evergy, Inc. | 184147 | 14144331 |
|  | Eversource Energy | 211057 | 15578117 |
|  | Exelon Corp. | 445235 | 20534238 |
|  | FirstEnergy Corp. | 316070 | 14485488 |
|  | Genie Energy Ltd., <br> Class B<br>| 50356 | 757858 |
|  | Global Water <br> Resources, Inc.<br>| 1904 | 18888 |
|  | H2O America | 31550 | 1459188 |
| \* | Hallador Energy Co. | 25214 | 545379 |
| \* | Hawaiian Electric <br> Industries, Inc.<br>| 79096 | 919096 |
| # | IDACORP, Inc. | 72282 | 9325824 |
| # | MDU Resources <br> Group, Inc.<br>| 299729 | 5748802 |
| # | MGE Energy, Inc. | 50942 | 4221564 |
|  | Middlesex Water Co. | 23774 | 1366292 |
|  | National Fuel Gas Co. | 76220 | 6014520 |
|  | New Jersey Resources <br> Corp.<br>| 139233 | 6168022 |
|  | NextEra Energy, Inc. | 957284 | 77922918 |
| # | NiSource, Inc. | 316562 | 13330426 |
|  | Northwest Natural <br> Holding Co.<br>| 28983 | 1319596 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| UTILITIES — (Continued) | UTILITIES — (Continued) | UTILITIES — (Continued) | UTILITIES — (Continued) |
|  | Northwestern Energy <br> Group, Inc.<br>| 51221 | $3056357 |
|  | NRG Energy, Inc. | 299437 | 51461243 |
|  | OGE Energy Corp. | 219381 | 9683477 |
|  | ONE Gas, Inc. | 61244 | 4911156 |
|  | Ormat Technologies, <br> Inc.<br>| 87585 | 9316416 |
| # | Otter Tail Corp. | 62100 | 4795362 |
|  | PG&E Corp. | 730462 | 11658174 |
|  | Pinnacle West Capital <br> Corp.<br>| 99372 | 8796409 |
|  | Portland General <br> Electric Co.<br>| 120995 | 5527052 |
|  | PPL Corp. | 267021 | 9751607 |
|  | Public Service <br> Enterprise Group, <br> Inc.<br>| 300038 | 24171061 |
| \* | Pure Cycle Corp. | 31214 | 343666 |
|  | RGC Resources, Inc. | 7658 | 158597 |
| # | Sempra | 295714 | 27187945 |
|  | Southern Co. | 534107 | 50227422 |
|  | Southwest Gas <br> Holdings, Inc.<br>| 58444 | 4646298 |
|  | Spire, Inc. | 56789 | 4906570 |
| \* | Talen Energy Corp. | 11854 | 4738992 |
|  | TXNM Energy, Inc. | 111521 | 6334393 |
| # | UGI Corp. | 143715 | 4804392 |
|  | Unitil Corp. | 25846 | 1259993 |
|  | Vistra Corp. | 692569 | 130410743 |
|  | WEC Energy Group, <br> Inc.<br>| 187263 | 20922895 |
|  | Xcel Energy, Inc. | 324279 | 26321726 |
|  | York Water Co. | 13707 | 425877 |
| TOTAL UTILITIES | TOTAL UTILITIES |  | 977730684 |
| TOTAL COMMON <br> STOCKS | TOTAL COMMON <br> STOCKS |  | 37647109150 |
| 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%) |
| \* | GameStop Corp. <br> Warrants <br> 10/30/2026<br>| 7862 | 23586 |
| TOTAL <br> RIGHTS/WARRANTS | TOTAL <br> RIGHTS/WARRANTS |  | 23586 |
| TOTAL INVESTMENT <br> SECURITIES <br>(Cost $10,808,708,441) | TOTAL INVESTMENT <br> SECURITIES <br>(Cost $10,808,708,441) |  | 37647132736 |

---

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

------

**U.S. Core Equity 1 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| TEMPORARY CASH INVESTMENTS — (0.8%) | TEMPORARY CASH INVESTMENTS — (0.8%) | TEMPORARY CASH INVESTMENTS — (0.8%) | TEMPORARY CASH INVESTMENTS — (0.8%) |
| Ɏ | State Street <br> Institutional <br> U.S. Government <br> Money Market Fund <br> 4.010%<br>| 301655753 | $301655753 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| SECURITIES LENDING COLLATERAL — (2.4%) | SECURITIES LENDING COLLATERAL — (2.4%) | SECURITIES LENDING COLLATERAL — (2.4%) | SECURITIES LENDING COLLATERAL — (2.4%) |
| @§ | The DFA Short Term <br> Investment Fund <br>| 81549771 | $943286204 |
| TOTAL INVESTMENTS — (100.0%) | TOTAL INVESTMENTS — (100.0%) | TOTAL INVESTMENTS — (100.0%) |  |
| (Cost $12,053,650,398) | (Cost $12,053,650,398) |  | $38892074693 |

---

As of October 31, 2025, U.S. Core Equity 1 Portfolio had entered into the following outstanding futures contracts:

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Description** | **Number of**<br> **Contracts**<br>| **Expiration**<br> **Date**<br>| **Notional**<br> **Value**<br>| **Market**<br> **Value**<br>| **Unrealized**<br> **Appreciation**<br> **(Depreciation)**<br>|
| **Long Position Contracts:** |  |  |  |  |  |
| S&P 500<sup>®</sup> Emini Index | &nbsp;&nbsp; 820 | 12/19/25 | &nbsp;&nbsp; $272839368 | &nbsp;&nbsp; $281834000 | &nbsp;&nbsp; $8994632 |
| **Total Futures Contracts** |  |  | &nbsp;&nbsp; **$272839368** | &nbsp;&nbsp; **$281834000** | &nbsp;&nbsp; **$8994632** |

---

Summary of the Portfolio's investments as of October 31, 2025, 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 |  |  |  |  |
| Communication Services | &nbsp;&nbsp; $3312519423 | &nbsp;&nbsp; — | &nbsp;&nbsp; — | &nbsp;&nbsp; $3312519423 |
| Consumer Discretionary | &nbsp;&nbsp; 3882278127 | &nbsp;&nbsp; — | &nbsp;&nbsp; — | &nbsp;&nbsp; 3882278127 |
| Consumer Staples | &nbsp;&nbsp; 1930550188 | &nbsp;&nbsp; $182654 | &nbsp;&nbsp; — | &nbsp;&nbsp; 1930732842 |
| Energy | &nbsp;&nbsp; 1627020559 | &nbsp;&nbsp; — | &nbsp;&nbsp; — | &nbsp;&nbsp; 1627020559 |
| Financials | &nbsp;&nbsp; 5908870922 | &nbsp;&nbsp; 16964 | &nbsp;&nbsp; — | &nbsp;&nbsp; 5908887886 |
| Health Care | &nbsp;&nbsp; 3225501539 | &nbsp;&nbsp; — | &nbsp;&nbsp; $773795 | &nbsp;&nbsp; 3226275334 |
| Industrials | &nbsp;&nbsp; 4658700647 | &nbsp;&nbsp; 869058 | &nbsp;&nbsp; 651 | &nbsp;&nbsp; 4659570356 |
| Information Technology | &nbsp;&nbsp; 10988486134 | &nbsp;&nbsp; — | &nbsp;&nbsp; — | &nbsp;&nbsp; 10988486134 |
| Materials | &nbsp;&nbsp; 1014722436 | &nbsp;&nbsp; — | &nbsp;&nbsp; 43517 | &nbsp;&nbsp; 1014765953 |
| Real Estate | &nbsp;&nbsp; 118806428 | &nbsp;&nbsp; 35424 | &nbsp;&nbsp; — | &nbsp;&nbsp; 118841852 |
| Utilities | &nbsp;&nbsp; 977730684 | &nbsp;&nbsp; — | &nbsp;&nbsp; — | &nbsp;&nbsp; 977730684 |
| Rights/Warrants |  |  |  |  |
| Consumer Discretionary | &nbsp;&nbsp; — | &nbsp;&nbsp; 23586 | &nbsp;&nbsp; — | &nbsp;&nbsp; 23586 |
| Temporary Cash Investments | &nbsp;&nbsp; 301655753 | &nbsp;&nbsp; — | &nbsp;&nbsp; — | &nbsp;&nbsp; 301655753 |
| Securities Lending Collateral | &nbsp;&nbsp; — | &nbsp;&nbsp; 943286204 | &nbsp;&nbsp; — | &nbsp;&nbsp; 943286204 |
| Total Investments in Securities | &nbsp;&nbsp; $37946842840 | &nbsp;&nbsp; $944413890 | &nbsp;&nbsp; $817,963˂˃ | &nbsp;&nbsp; $38892074693 |
| **Financial Instruments** | **Financial Instruments** |  |  |  |
| **Assets** |  |  |  |  |
| Futures Contracts\*\* | &nbsp;&nbsp; 8994632 | &nbsp;&nbsp; — | &nbsp;&nbsp; — | &nbsp;&nbsp; 8994632 |
| Total Financial Instruments | &nbsp;&nbsp; $8994632 | &nbsp;&nbsp; — | &nbsp;&nbsp; — | &nbsp;&nbsp; $8994632 |
| \*\* Valued at the unrealized appreciation/(depreciation) on the investment. | \*\* Valued at the unrealized appreciation/(depreciation) on the investment. | \*\* Valued at the unrealized appreciation/(depreciation) on the investment. | \*\* Valued at the unrealized appreciation/(depreciation) on the investment. | \*\* Valued at the unrealized appreciation/(depreciation) on the investment. |

---

&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>|

---

See accompanying Notes to Financial Statements.

------

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

**SCHEDULE OF INVESTMENTS**

**October 31, 2025**

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

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| COMMON STOCKS — (97.5%) | COMMON STOCKS — (97.5%) | COMMON STOCKS — (97.5%) | COMMON STOCKS — (97.5%) |
| COMMUNICATION SERVICES — (8.2%) | COMMUNICATION SERVICES — (8.2%) | COMMUNICATION SERVICES — (8.2%) | COMMUNICATION SERVICES — (8.2%) |
| \* | Advantage Solutions, <br> Inc.<br>| 29783 | $38122 |
|  | Alphabet, Inc. (GOOG <br> US), Class C<br>| 1688195 | 475767115 |
|  | Alphabet, Inc. (GOOGL <br> US), Class A<br>| 2745895 | 772118215 |
| #\* | Altice USA, Inc., <br> Class A<br>| 96560 | 215329 |
| \* | AMC Networks, Inc., <br> Class A<br>| 10194 | 77270 |
| \* | Angi, Inc. | 9203 | 122124 |
| \* | Anterix, Inc. | 18714 | 378397 |
| # | Array Digital <br> Infrastructure, Inc.<br>| 66939 | 3288044 |
| #\* | AST SpaceMobile, <br> Inc.<br>| 46758 | 3752329 |
|  | AT&T, Inc. | 3832947 | 94865438 |
| #\* | Atlanta Braves <br> Holdings, Inc. <br> (2291915D US), <br> Class A<br>| 15333 | 661466 |
| \* | Atlanta Braves <br> Holdings, Inc. <br> (2292098D US), <br> Class C<br>| 57037 | 2322547 |
|  | ATN International, Inc. | 13066 | 189849 |
| \* | Bandwidth, Inc., <br> Class A<br>| 46939 | 758065 |
| \* | Boston Omaha Corp., <br> Class A<br>| 13096 | 166581 |
| \* | Bumble, Inc., Class A | 130510 | 724330 |
| # | Cable One, Inc. | 6929 | 1029303 |
| #\* | Cargurus, Inc. | 139163 | 4887405 |
| #\* | Cars.com, Inc. | 113830 | 1222534 |
| #\* | Charter <br> Communications, <br> Inc., Class A<br>| 132163 | 30904996 |
| # | Cinemark Holdings, <br> Inc.<br>| 270650 | 7310256 |
| \* | Cineverse Corp. | 573 | 1748 |
|  | Comcast Corp., <br> Class A<br>| 3103081 | 86374260 |
|  | CuriosityStream, Inc. | 4145 | 17989 |
| \* | DHI Group, Inc. | 742657 | 1440755 |
| \* | DoubleVerify Holdings, <br> Inc.<br>| 57809 | 657866 |
| \* | EchoStar Corp., <br> Class A<br>| 11830 | 885712 |
|  | Electronic Arts, Inc. | 124462 | 24899868 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| COMMUNICATION SERVICES — (Continued) | COMMUNICATION SERVICES — (Continued) | COMMUNICATION SERVICES — (Continued) | COMMUNICATION SERVICES — (Continued) |
|  | Entravision <br> Communications <br> Corp., Class A<br>| 136775 | $283124 |
| \* | Eventbrite, Inc., <br> Class A<br>| 32900 | 75999 |
| \* | EverQuote, Inc., <br> Class A<br>| 37320 | 803873 |
| \* | EW Scripps Co., <br> Class A<br>| 13865 | 33692 |
|  | Fox Corp. (FOX US), <br> Class B<br>| 241620 | 14113024 |
|  | Fox Corp. (FOXA US), <br> Class A<br>| 282235 | 18246493 |
| \* | Frontier <br> Communications <br> Parent, Inc.<br>| 192646 | 7274313 |
| #\* | fuboTV, Inc. | 600347 | 2269312 |
| \* | Gaia, Inc. | 6230 | 31088 |
| \* | Gambling.com Group <br> Ltd.<br>| 15145 | 107984 |
| #\* | Gannett Co., Inc. | 163405 | 866046 |
| \* | GCI Liberty, Inc. <br> (GLBKV US), <br> Class C<br>| 22134 | 810658 |
| \* | GCI Liberty, Inc. <br> (GLIBA US), <br> Class A<br>| 3103 | 113477 |
|  | GDEV, Inc. | 329 | 7807 |
| #\* | Gogo, Inc. | 53660 | 488306 |
|  | Gray Media, Inc. | 103139 | 471345 |
|  | Gray Media, Inc., <br> Class A<br>| 3160 | 29293 |
| \* | Harte Hanks, Inc. | 3652 | 11358 |
|  | IDT Corp., Class B | 129438 | 6557329 |
| \* | IMAX Corp. | 76276 | 2478207 |
| \* | Integral Ad Science <br> Holding Corp.<br>| 203779 | 2080584 |
|  | Interpublic Group of <br> Cos., Inc.<br>| 686983 | 17627984 |
|  | Iridium <br> Communications, <br> Inc.<br>| 116911 | 2238846 |
| \* | IZEA Worldwide, Inc. | 3176 | 16356 |
|  | John Wiley & Sons, <br> Inc. (WLY US), <br> Class A<br>| 51563 | 1901128 |
| \* | Liberty Broadband <br> Corp. (LBRDA US), <br> Class A<br>| 22916 | 1225777 |

---

------

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

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| COMMUNICATION SERVICES — (Continued) | COMMUNICATION SERVICES — (Continued) | COMMUNICATION SERVICES — (Continued) | COMMUNICATION SERVICES — (Continued) |
| \* | Liberty Broadband <br> Corp. (LBRDK US), <br> Class C<br>| 152852 | $8226495 |
| \* | Liberty Global Ltd. <br> (LBTYA US), <br> Class A<br>| 206237 | 2268607 |
| #\* | Liberty Global Ltd. <br> (LBTYK US), <br> Class C<br>| 188506 | 2101842 |
| \* | Liberty Latin America <br> Ltd. (LILA US), <br> Class A<br>| 176997 | 1380577 |
| #\* | Liberty Latin America <br> Ltd. (LILAK US), <br> Class C<br>| 103957 | 822300 |
| \* | Liberty Media <br> Corp.-Liberty <br> Formula One <br> (FWONA US), <br> Class A<br>| 2471 | 224812 |
| \* | Liberty Media <br> Corp.-Liberty <br> Formula One <br> (FWONK US), <br> Class C<br>| 189609 | 18932459 |
| \* | Liberty Media <br> Corp.-Liberty Live <br> (LLYVA US), <br> Class A<br>| 25309 | 2220612 |
| \* | Liberty Media <br> Corp.-Liberty Live <br> (LLYVK US), <br> Class C<br>| 69306 | 6265955 |
| \* | Lionsgate Studios <br> Corp.<br>| 440433 | 2831984 |
| #\* | Live Nation <br> Entertainment, Inc.<br>| 129375 | 19345444 |
| \* | Lumen Technologies, <br> Inc.<br>| 697180 | 7167010 |
| \* | Madison Square <br> Garden <br> Entertainment Corp.<br>| 49356 | 2179561 |
| \* | Madison Square <br> Garden Sports <br> Corp.<br>| 9001 | 1929724 |
| #\* | Magnite, Inc. | 362636 | 6483932 |
| \* | Marchex, Inc., Class B | 5061 | 8857 |
|  | Marcus Corp. | 49334 | 710410 |
|  | Match Group, Inc. | 176460 | 5706716 |
| \* | MediaAlpha, Inc., <br> Class A<br>| 7237 | 92272 |
|  | Meta Platforms, Inc., <br> Class A<br>| 1194962 | 774753613 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| COMMUNICATION SERVICES — (Continued) | COMMUNICATION SERVICES — (Continued) | COMMUNICATION SERVICES — (Continued) | COMMUNICATION SERVICES — (Continued) |
| \* | Motorsport Games, <br> Inc., Class A<br>| 2155 | $5193 |
|  | National CineMedia, <br> Inc.<br>| 2681 | 11850 |
| \* | Netflix, Inc. | 79982 | 89488660 |
|  | New York Times Co., <br> Class A<br>| 244766 | 13949214 |
| # | News Corp. (NWS <br> US), Class B<br>| 260357 | 7933078 |
|  | News Corp. (NWSA <br> US), Class A<br>| 308862 | 8184843 |
| # | Nexstar Media Group, <br> Inc.<br>| 79767 | 15612795 |
| \* | Nextdoor Holdings, <br> Inc.<br>| 55200 | 107640 |
| # | Omnicom Group, Inc. | 205526 | 15418560 |
| # | Paramount Skydance <br> Corp., Class B<br>| 62625 | 963799 |
| \* | Pinterest, Inc., Class A | 379385 | 12557643 |
| \* | PubMatic, Inc., <br> Class A<br>| 51512 | 430640 |
| \* | QuinStreet, Inc. | 63764 | 943070 |
| \* | Reddit, Inc., Class A | 80533 | 16827370 |
| \* | Reservoir Media, Inc. | 17174 | 130522 |
| \* | ROBLOX Corp., <br> Class A<br>| 44101 | 5015166 |
| \* | Roku, Inc. | 111540 | 11837740 |
|  | Saga Communications, <br> Inc., Class A<br>| 13087 | 160316 |
| # | Scholastic Corp. | 45871 | 1315122 |
|  | Shenandoah <br> Telecommunications <br> Co.<br>| 90482 | 1114738 |
| # | Shutterstock, Inc. | 60529 | 1515041 |
| # | Sinclair, Inc. | 71073 | 970857 |
| \* | Skillz, Inc. | 3863 | 25805 |
| \* | Snap, Inc., Class A | 954713 | 7446761 |
| #\* | Sphere Entertainment <br> Co.<br>| 55895 | 3827690 |
|  | Spok Holdings, Inc. | 39599 | 565870 |
| \* | Spotify Technology SA | 15222 | 9975281 |
| #\* | Stagwell, Inc. | 94802 | 450309 |
| \* | Starz Entertainment <br> Corp.<br>| 29360 | 308574 |
|  | Sunrise <br> Communications AG, <br> ADR, Class A<br>| 33453 | 1819843 |
| \* | Take-Two Interactive <br> Software, Inc.<br>| 39144 | 10035347 |
| \* | TechTarget, Inc. | 59229 | 325167 |
|  | TEGNA, Inc. | 290924 | 5722475 |
|  | Telephone & Data <br> Systems, Inc.<br>| 179182 | 6955845 |
| \* | Thryv Holdings, Inc. | 42953 | 331168 |

---

------

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

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| COMMUNICATION SERVICES — (Continued) | COMMUNICATION SERVICES — (Continued) | COMMUNICATION SERVICES — (Continued) | COMMUNICATION SERVICES — (Continued) |
|  | TKO Group Holdings, <br> Inc.<br>| 59314 | $11174758 |
|  | T-Mobile U.S., Inc. | 313468 | 65843953 |
|  | Townsquare Media, <br> Inc., Class A<br>| 15039 | 94445 |
| \* | Trade Desk, Inc., <br> Class A<br>| 45555 | 2290505 |
| \* | Travelzoo | 25645 | 215931 |
| #\* | TripAdvisor, Inc. | 167010 | 2682181 |
| \* | TrueCar, Inc. | 102248 | 224946 |
|  | Verizon <br> Communications, <br> Inc.<br>| 2145202 | 85250327 |
|  | Walt Disney Co. | 653483 | 73595255 |
| \* | Warner Bros <br> Discovery, Inc.<br>| 1421448 | 31911508 |
| # | Warner Music Group <br> Corp., Class A<br>| 102985 | 3291401 |
| \* | WideOpenWest, Inc. | 40635 | 208457 |
| \* | Yelp, Inc. | 69477 | 2291351 |
|  | Zedge, Inc., Class B | 8399 | 21165 |
| #\* | Ziff Davis, Inc. | 78161 | 2649658 |
| #\* | ZoomInfo <br> Technologies, Inc.<br>| 451548 | 5066369 |
| TOTAL COMMUNICATION <br> SERVICES | TOTAL COMMUNICATION <br> SERVICES |  | 2997990700 |
| CONSUMER DISCRETIONARY — (9.0%) | CONSUMER DISCRETIONARY — (9.0%) | CONSUMER DISCRETIONARY — (9.0%) | CONSUMER DISCRETIONARY — (9.0%) |
| #\* | 1-800-Flowers.com, <br> Inc., Class A<br>| 57442 | 206791 |
| \* | 1stdibs.com, Inc. | 8519 | 30668 |
| \* | Abercrombie & Fitch <br> Co., Class A<br>| 116159 | 8427335 |
| # | Academy Sports & <br> Outdoors, Inc.<br>| 98825 | 4732729 |
| # | Acushnet Holdings <br> Corp.<br>| 156300 | 12086679 |
| \* | Adient PLC | 149288 | 3461989 |
|  | ADT, Inc. | 922163 | 8151921 |
| \* | Adtalem Global <br> Education, Inc.<br>| 73590 | 7213292 |
| # | Advance Auto Parts, <br> Inc.<br>| 102905 | 4849913 |
| \* | Airbnb, Inc., Class A | 55838 | 7065741 |
|  | A-Mark Precious <br> Metals, Inc.<br>| 33614 | 893460 |
| \* | Amazon.com, Inc. | 2925988 | 714584789 |
|  | AMCON Distributing <br> Co.<br>| 1168 | 133964 |
| #\* | American Axle & <br> Manufacturing <br> Holdings, Inc.<br>| 138632 | 859518 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| CONSUMER DISCRETIONARY — (Continued) | CONSUMER DISCRETIONARY — (Continued) | CONSUMER DISCRETIONARY — (Continued) | CONSUMER DISCRETIONARY — (Continued) |
| # | American Eagle <br> Outfitters, Inc.<br>| 311671 | $5208022 |
| \* | American Outdoor <br> Brands, Inc.<br>| 29110 | 199986 |
| \* | American Public <br> Education, Inc.<br>| 32653 | 1093549 |
| #\* | America's Car-Mart, <br> Inc.<br>| 14916 | 331732 |
| \* | Amesite, Inc. | 913 | 3186 |
| \* | Aptiv PLC | 221083 | 17929831 |
|  | Aramark | 369099 | 13981470 |
| \* | Arhaus, Inc. | 96468 | 966609 |
| \* | Ark Restaurants Corp. | 7366 | 53845 |
|  | Arko Corp. | 121831 | 536666 |
| \* | Asbury Automotive <br> Group, Inc.<br>| 35585 | 8348241 |
|  | Autoliv, Inc. | 147349 | 17210363 |
| \* | AutoNation, Inc. | 105335 | 21053306 |
| \* | AutoZone, Inc. | 5140 | 18886570 |
|  | Bassett Furniture <br> Industries, Inc.<br>| 18048 | 266208 |
|  | Bath & Body Works, <br> Inc.<br>| 151017 | 3696896 |
| \* | Beazer Homes USA, <br> Inc.<br>| 54852 | 1228685 |
| \* | Bed Bath & Beyond, <br> Inc.<br>| 7600 | 58596 |
|  | Best Buy Co., Inc. | 380018 | 31214679 |
| #\* | Biglari Holdings, Inc. <br> (BH US), Class B<br>| 3496 | 1263140 |
| \* | Biglari Holdings, Inc. <br> (BH/A US), Class A<br>| 308 | 539998 |
| \* | Birkenstock Holding <br> PLC<br>| 183416 | 7320133 |
| #\* | BJ's Restaurants, Inc. | 29436 | 999647 |
|  | Bloomin' Brands, Inc. | 80126 | 547261 |
|  | Booking Holdings, Inc. | 9330 | 47375314 |
| \* | Boot Barn Holdings, <br> Inc.<br>| 46148 | 8751968 |
|  | BorgWarner, Inc. | 283224 | 12167303 |
|  | Boyd Gaming Corp. | 77977 | 6072069 |
| \* | Bright Horizons Family <br> Solutions, Inc.<br>| 76530 | 8359372 |
|  | Brightstar Lottery PLC | 98836 | 1646608 |
| \* | Brinker International, <br> Inc.<br>| 67650 | 7350849 |
|  | Brunswick Corp. | 79739 | 5271545 |
|  | Buckle, Inc. | 92598 | 5074370 |
| # | Build-A-Bear <br> Workshop, Inc.<br>| 29799 | 1615702 |
| \* | Burlington Stores, Inc. | 62175 | 17010458 |
| \* | Caesars <br> Entertainment, Inc.<br>| 16788 | 337439 |
|  | Caleres, Inc. | 42661 | 470977 |

---

------

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

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| CONSUMER DISCRETIONARY — (Continued) | CONSUMER DISCRETIONARY — (Continued) | CONSUMER DISCRETIONARY — (Continued) | CONSUMER DISCRETIONARY — (Continued) |
|  | Camping World <br> Holdings, Inc., <br> Class A<br>| 61397 | $807985 |
| #\* | CarMax, Inc. | 166626 | 6983296 |
| \* | Carnival Corp. | 995342 | 28695710 |
|  | Carriage Services, Inc. | 32417 | 1449040 |
|  | Carter's, Inc. | 44230 | 1388822 |
| \* | Carvana Co. | 50254 | 15404861 |
| #\* | Cava Group, Inc. | 22821 | 1226172 |
| #\* | Cavco Industries, Inc. | 12117 | 6419587 |
|  | Century Communities, <br> Inc.<br>| 53478 | 3176593 |
| \* | Champion Homes, <br> Inc.<br>| 93765 | 6397586 |
| # | Cheesecake Factory, <br> Inc.<br>| 113900 | 5672220 |
| #\* | Chewy, Inc., Class A | 117319 | 3955997 |
| \* | Chipotle Mexican Grill, <br> Inc.<br>| 697283 | 22096898 |
| # | Choice Hotels <br> International, Inc.<br>| 67361 | 6261879 |
| # | Churchill Downs, Inc. | 80515 | 7987088 |
| \* | Citi Trends, Inc. | 12494 | 447535 |
|  | Clarus Corp. | 4029 | 13457 |
| # | Columbia Sportswear <br> Co.<br>| 92293 | 4580502 |
| \* | Contextlogic Holdings, <br> Inc.<br>| 5343 | 40233 |
| \* | Cooper-Standard <br> Holdings, Inc.<br>| 6651 | 200993 |
| \* | Coupang, Inc. | 400223 | 12795129 |
| \* | Coursera, Inc. | 268372 | 2259692 |
| # | Cracker Barrel Old <br> Country Store, Inc.<br>| 26571 | 895443 |
|  | Cricut, Inc., Class A | 9144 | 48555 |
| \* | Crocs, Inc. | 62665 | 5119104 |
|  | Crown Crafts, Inc. | 3959 | 11402 |
| \* | Culp, Inc. | 17123 | 68834 |
|  | Dana, Inc. | 236314 | 4797174 |
|  | Darden Restaurants, <br> Inc.<br>| 151123 | 27224808 |
| #\* | Dave & Buster's <br> Entertainment, Inc.<br>| 40714 | 598089 |
| \* | Deckers Outdoor <br> Corp.<br>| 116360 | 9483340 |
| # | Designer Brands, Inc., <br> Class A<br>| 47506 | 175297 |
|  | Dick's Sporting Goods, <br> Inc.<br>| 127831 | 28308175 |
| # | Dillard's, Inc., Class A | 18855 | 11314508 |
| # | Dine Brands Global, <br> Inc.<br>| 5801 | 143401 |
|  | Domino's Pizza, Inc. | 19533 | 7783119 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| CONSUMER DISCRETIONARY — (Continued) | CONSUMER DISCRETIONARY — (Continued) | CONSUMER DISCRETIONARY — (Continued) | CONSUMER DISCRETIONARY — (Continued) |
| \* | DoorDash, Inc., <br> Class A<br>| 95377 | $24261047 |
| \* | Dorman Products, Inc. | 48703 | 6532533 |
|  | DR Horton, Inc. | 219853 | 32775685 |
| \* | DraftKings, Inc., <br> Class A<br>| 153846 | 4706149 |
| #\* | Dream Finders Homes, <br> Inc., Class A<br>| 35401 | 700940 |
| #\* | Driven Brands <br> Holdings, Inc.<br>| 63136 | 906002 |
| \* | Duluth Holdings, Inc., <br> Class B<br>| 55500 | 152625 |
| #\* | Duolingo, Inc. | 16346 | 4423881 |
| \* | Dutch Bros, Inc., <br> Class A<br>| 86763 | 4818817 |
|  | eBay, Inc. | 546889 | 44467545 |
| \* | El Pollo Loco Holdings, <br> Inc.<br>| 41120 | 420246 |
|  | Escalade, Inc. | 37461 | 431176 |
|  | Ethan Allen Interiors, <br> Inc.<br>| 45965 | 1110974 |
| \* | Etsy, Inc. | 79752 | 4944624 |
| \* | European Wax Center, <br> Inc., Class A<br>| 1277 | 4980 |
|  | Expedia Group, Inc. | 89777 | 19750940 |
| \* | Figs, Inc., Class A | 273491 | 2040243 |
| \* | First Watch Restaurant <br> Group, Inc.<br>| 53859 | 888135 |
| \* | Five Below, Inc. | 87336 | 13735333 |
|  | Flanigan's Enterprises, <br> Inc.<br>| 2891 | 91502 |
|  | Flexsteel Industries, <br> Inc.<br>| 13923 | 476027 |
| #\* | Floor & Decor <br> Holdings, Inc., <br> Class A<br>| 109958 | 6870176 |
| \* | Flutter Entertainment <br> PLC<br>| 71335 | 16591808 |
|  | Ford Motor Co. | 3518977 | 46204168 |
| \* | Fox Factory Holding <br> Corp.<br>| 75503 | 1669371 |
| \* | Frontdoor, Inc. | 105677 | 7020123 |
| #\* | Full House Resorts, <br> Inc.<br>| 23954 | 58687 |
| \* | Funko, Inc., Class A | 72610 | 226543 |
|  | Gap, Inc. | 439609 | 10045066 |
|  | Garmin Ltd. | 155286 | 33221887 |
|  | Garrett Motion, Inc. | 175864 | 2979136 |
|  | General Motors Co. | 1015788 | 70180793 |
| \* | Genesco, Inc. | 18103 | 525168 |
|  | Gentex Corp. | 395478 | 9273959 |
| \* | Gentherm, Inc. | 52061 | 1915845 |
|  | Genuine Parts Co. | 178648 | 22743677 |

---

------

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

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| CONSUMER DISCRETIONARY — (Continued) | CONSUMER DISCRETIONARY — (Continued) | CONSUMER DISCRETIONARY — (Continued) | CONSUMER DISCRETIONARY — (Continued) |
| \* | G-III Apparel Group <br> Ltd.<br>| 76065 | $2042345 |
| #\* | Global Business Travel <br> Group I<br>| 79015 | 621058 |
| \* | Goodyear Tire & <br> Rubber Co.<br>| 524684 | 3615073 |
|  | Graham Holdings Co., <br> Class B<br>| 7504 | 7595024 |
| \* | Grand Canyon <br> Education, Inc.<br>| 50608 | 9529486 |
| \* | Green Brick Partners, <br> Inc.<br>| 31887 | 2064364 |
|  | Group 1 Automotive, <br> Inc.<br>| 23413 | 9307604 |
| \* | Groupon, Inc. | 44759 | 900999 |
|  | Guess?, Inc. | 60784 | 1032112 |
|  | H&R Block, Inc. | 159291 | 7923134 |
|  | Hamilton Beach <br> Brands Holding Co., <br> Class A<br>| 17801 | 250460 |
| \* | Hanesbrands, Inc. | 445086 | 2942018 |
| # | Harley-Davidson, Inc. | 133918 | 3613108 |
|  | Hasbro, Inc. | 121667 | 9284409 |
|  | Haverty Furniture Cos., <br> Inc. (HVT US)<br>| 17885 | 390072 |
|  | Haverty Furniture Cos., <br> Inc. (HVT/A US), <br> Class A<br>| 2523 | 56490 |
| \* | Helen of Troy Ltd. | 32388 | 603388 |
| #\* | Hilton Grand <br> Vacations, Inc.<br>| 113900 | 4721155 |
|  | Hilton Worldwide <br> Holdings, Inc.<br>| 86401 | 22201601 |
| \* | Holley, Inc. | 136378 | 391405 |
|  | Home Depot, Inc. | 456996 | 173471112 |
|  | Hooker Furnishings <br> Corp.<br>| 21195 | 192451 |
| \* | Hovnanian Enterprises, <br> Inc., Class A<br>| 300 | 36069 |
| # | Hyatt Hotels Corp., <br> Class A<br>| 43346 | 5956174 |
| # | Installed Building <br> Products, Inc.<br>| 49237 | 12222100 |
|  | J Jill, Inc. | 3140 | 47320 |
|  | JAKKS Pacific, Inc. | 6158 | 104686 |
|  | Jerash Holdings U.S., <br> Inc.<br>| 3471 | 11767 |
|  | Johnson Outdoors, <br> Inc., Class A<br>| 17380 | 707887 |
|  | KB Home | 116694 | 7284039 |
| # | Kohl's Corp. | 119716 | 1947779 |
|  | Kontoor Brands, Inc. | 75714 | 6126777 |
| \* | Koss Corp. | 2964 | 14316 |
| # | Krispy Kreme, Inc. | 66243 | 237812 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| CONSUMER DISCRETIONARY — (Continued) | CONSUMER DISCRETIONARY — (Continued) | CONSUMER DISCRETIONARY — (Continued) | CONSUMER DISCRETIONARY — (Continued) |
| \* | Kura Sushi USA, Inc., <br> Class A<br>| 6958 | $396119 |
| # | Lakeland Industries, <br> Inc.<br>| 17245 | 283853 |
| #\* | Lands' End, Inc. | 44482 | 700147 |
|  | Las Vegas Sands <br> Corp.<br>| 217463 | 12906429 |
| \* | Latham Group, Inc. | 9398 | 68135 |
| \* | Laureate Education, <br> Inc.<br>| 256252 | 7438996 |
| \*†† | Lazare Kaplan <br> International, Inc.<br>| 3667 | 0 |
|  | La-Z-Boy, Inc. | 74248 | 2353662 |
|  | LCI Industries | 44099 | 4563805 |
| # | Lear Corp. | 75871 | 7939900 |
| \* | Legacy Housing Corp. | 9372 | 210448 |
|  | Leggett & Platt, Inc. | 65218 | 609136 |
| # | Lennar Corp. (LEN <br> US), Class A<br>| 262174 | 32449276 |
| # | Lennar Corp. (LENB <br> US), Class B<br>| 19551 | 2307996 |
| # | Levi Strauss & Co., <br> Class A<br>| 140939 | 2858243 |
| \* | LGI Homes, Inc. | 36305 | 1481607 |
| \* | Life Time Group <br> Holdings, Inc.<br>| 311809 | 7711037 |
| # | Lifetime Brands, Inc. | 42821 | 145163 |
| #\* | Light & Wonder, Inc. | 67849 | 4932622 |
| \* | Lincoln Educational <br> Services Corp.<br>| 47476 | 921984 |
| \* | Lindblad Expeditions <br> Holdings, Inc.<br>| 11010 | 132781 |
|  | Lithia Motors, Inc. | 46192 | 14507983 |
|  | LKQ Corp. | 295104 | 9431524 |
| \* | Lovesac Co. | 19588 | 271686 |
|  | Lowe's Cos., Inc. | 85813 | 20434650 |
| #\* | Lucid Group, Inc. | 201423 | 3575258 |
| \* | Lululemon Athletica, <br> Inc.<br>| 101730 | 17349034 |
| \* | M/I Homes, Inc. | 28770 | 3601716 |
|  | Macy's, Inc. | 494192 | 9631802 |
| \* | Malibu Boats, Inc., <br> Class A<br>| 40909 | 1140134 |
|  | Marine Products Corp. | 34135 | 288441 |
| \* | MarineMax, Inc. | 26882 | 665867 |
| # | Marriott International, <br> Inc., Class A<br>| 77376 | 20162638 |
| # | Marriott Vacations <br> Worldwide Corp.<br>| 60962 | 4022273 |
| \* | MasterCraft Boat <br> Holdings, Inc.<br>| 24198 | 485412 |
| \* | Mattel, Inc. | 370356 | 6807143 |
|  | Matthews International <br> Corp., Class A<br>| 3206 | 75085 |

---

------

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

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| CONSUMER DISCRETIONARY — (Continued) | CONSUMER DISCRETIONARY — (Continued) | CONSUMER DISCRETIONARY — (Continued) | CONSUMER DISCRETIONARY — (Continued) |
|  | McDonald's Corp. | 153898 | $45927780 |
|  | Meritage Homes Corp. | 130018 | 8784016 |
| #\* | MGM Resorts <br> International<br>| 257788 | 8256950 |
| \* | Mister Car Wash, Inc. | 210242 | 1175253 |
| \* | Mobileye Global, Inc., <br> Class A<br>| 183729 | 2416036 |
| #\* | Modine Manufacturing <br> Co.<br>| 85793 | 13144346 |
| \* | Mohawk Industries, <br> Inc.<br>| 72620 | 8252537 |
|  | Monarch Casino & <br> Resort, Inc.<br>| 6743 | 607342 |
| # | Monro, Inc. | 39545 | 579334 |
| \* | Motorcar Parts of <br> America, Inc.<br>| 39391 | 672010 |
|  | Movado Group, Inc. | 22091 | 402277 |
| # | Murphy USA, Inc. | 28968 | 10376338 |
|  | Nathan's Famous, Inc. | 5044 | 533807 |
| \* | National Vision <br> Holdings, Inc.<br>| 143484 | 3694713 |
|  | Newell Brands, Inc. | 763686 | 2596532 |
|  | NIKE, Inc., Class B | 377528 | 24384534 |
| \* | Norwegian Cruise Line <br> Holdings Ltd.<br>| 583336 | 13078393 |
| \* | NVR, Inc. | 3426 | 24704269 |
| \* | Ollie's Bargain Outlet <br> Holdings, Inc.<br>| 112120 | 13545217 |
|  | OneSpaWorld Holdings <br> Ltd.<br>| 154908 | 3604709 |
| #\* | OneWater Marine, Inc., <br> Class A<br>| 17737 | 275456 |
| \* | O'Reilly Automotive, <br> Inc.<br>| 128944 | 12177471 |
| # | Oxford Industries, Inc. | 18801 | 692817 |
| # | Papa John's <br> International, Inc.<br>| 38399 | 1951053 |
| # | Patrick Industries, Inc. | 71274 | 7438867 |
| #\* | Penn Entertainment, <br> Inc.<br>| 100413 | 1652798 |
|  | Penske Automotive <br> Group, Inc.<br>| 147130 | 23551099 |
|  | Perdoceo Education <br> Corp.<br>| 128800 | 4090688 |
| #\* | Petco Health & <br> Wellness Co., Inc.<br>| 174718 | 555603 |
| \* | PetMed Express, Inc. | 4547 | 11686 |
|  | Phinia, Inc. | 70099 | 3638839 |
| \* | Planet Fitness, Inc., <br> Class A<br>| 114739 | 10405680 |
| # | Polaris, Inc. | 61947 | 4094697 |
|  | Pool Corp. | 37632 | 10050002 |
| #\* | Portillo's, Inc., Class A | 76744 | 410580 |
|  | PulteGroup, Inc. | 184688 | 22138551 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| CONSUMER DISCRETIONARY — (Continued) | CONSUMER DISCRETIONARY — (Continued) | CONSUMER DISCRETIONARY — (Continued) | CONSUMER DISCRETIONARY — (Continued) |
| \* | Pursuit Attractions & <br> Hospitality, Inc.<br>| 44739 | $1587340 |
| # | PVH Corp. | 71977 | 5637958 |
| \* | QuantumScape Corp. | 11827 | 218090 |
|  | Ralph Lauren Corp. | 58151 | 18588549 |
| \* | Rave Restaurant <br> Group, Inc.<br>| 478 | 1224 |
|  | RCI Hospitality <br> Holdings, Inc.<br>| 15909 | 396293 |
|  | Red Rock Resorts, <br> Inc., Class A<br>| 89349 | 4763195 |
| \* | Revolve Group, Inc. | 60627 | 1341069 |
| #\* | RH | 30257 | 5219030 |
| #\* | Rivian Automotive, <br> Inc., Class A<br>| 947172 | 12853124 |
|  | Rocky Brands, Inc. | 14995 | 422709 |
|  | Ross Stores, Inc. | 281880 | 44796370 |
|  | Royal Caribbean <br> Cruises Ltd.<br>| 179655 | 51530444 |
| \* | Rush Street <br> Interactive, Inc.<br>| 30460 | 516602 |
| \* | Sabre Corp. | 110693 | 226367 |
| #\* | Sally Beauty Holdings, <br> Inc.<br>| 177573 | 2683128 |
| #\* | Savers Value Village, <br> Inc.<br>| 88836 | 818180 |
|  | Service Corp. <br> International<br>| 224107 | 18715176 |
| \* | Shake Shack, Inc., <br> Class A<br>| 35870 | 3461814 |
| #\* | SharkNinja, Inc. | 159771 | 13660420 |
|  | Shoe Carnival, Inc. | 49480 | 906968 |
| # | Signet Jewelers Ltd. | 130599 | 12909711 |
| #\* | Sleep Number Corp. | 38743 | 213086 |
|  | Smith & Wesson <br> Brands, Inc.<br>| 63962 | 613076 |
| # | Somnigroup <br> International, Inc.<br>| 317043 | 25154192 |
|  | Sonic Automotive, Inc., <br> Class A<br>| 39858 | 2532179 |
| \* | Sonos, Inc. | 51623 | 886367 |
| \* | Sportsman's <br> Warehouse <br> Holdings, Inc.<br>| 4887 | 12071 |
|  | Standard Motor <br> Products, Inc.<br>| 39787 | 1477291 |
|  | Starbucks Corp. | 218009 | 17630388 |
| # | Steven Madden Ltd. | 115876 | 3929355 |
| \* | Stitch Fix, Inc., <br> Class A<br>| 118043 | 494600 |
| \* | Stoneridge, Inc. | 44097 | 300301 |
|  | Strategic Education, <br> Inc.<br>| 48786 | 3706760 |
| \* | Strattec Security Corp. | 7055 | 432895 |

---

------

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

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| CONSUMER DISCRETIONARY — (Continued) | CONSUMER DISCRETIONARY — (Continued) | CONSUMER DISCRETIONARY — (Continued) | CONSUMER DISCRETIONARY — (Continued) |
| #\* | Stride, Inc. | 128691 | $8756136 |
|  | Sturm Ruger & Co., <br> Inc.<br>| 21137 | 896420 |
|  | Superior Group of <br> Cos., Inc.<br>| 44530 | 415910 |
| #\* | Sweetgreen, Inc., <br> Class A<br>| 111889 | 703782 |
| \* | Sypris Solutions, Inc. | 1331 | 2649 |
|  | Tandy Leather Factory, <br> Inc.<br>| 825 | 2516 |
|  | Tapestry, Inc. | 323864 | 35566744 |
| \* | Target Hospitality <br> Corp.<br>| 8237 | 63343 |
| \* | Taylor Morrison Home <br> Corp.<br>| 276729 | 16401728 |
| \* | Tesla, Inc. | 233382 | 106552886 |
|  | Texas Roadhouse, <br> Inc.<br>| 88442 | 14467342 |
| # | Thor Industries, Inc. | 92693 | 9672515 |
| \* | Tile Shop Holdings, <br> Inc.<br>| 74307 | 465162 |
| #\* | Tilly's, Inc., Class A | 51953 | 79488 |
|  | TJX Cos., Inc. | 603053 | 84511847 |
|  | Toll Brothers, Inc. | 196569 | 26526987 |
| #\* | TopBuild Corp. | 68601 | 28982550 |
| \* | Topgolf Callaway <br> Brands Corp.<br>| 224597 | 2113458 |
|  | Tractor Supply Co. | 477200 | 25821292 |
|  | Travel & Leisure Co. | 72134 | 4528573 |
| \* | Tri Pointe Homes, Inc. | 157670 | 5021789 |
| \* | Ulta Beauty, Inc. | 58048 | 30177994 |
| \* | Under Armour, Inc. (UA <br> US), Class C<br>| 318034 | 1412071 |
| #\* | Under Armour, Inc. <br> (UAA US), Class A<br>| 157265 | 724992 |
| \* | Unifi, Inc. | 23073 | 102906 |
| #\* | United Parks & <br> Resorts, Inc.<br>| 61139 | 2959128 |
| \* | Universal Electronics, <br> Inc.<br>| 1852 | 7204 |
| \* | Universal Technical <br> Institute, Inc.<br>| 100171 | 2977082 |
| # | Upbound Group, Inc. | 99670 | 1931605 |
| #\* | Urban Outfitters, Inc. | 244921 | 15824346 |
| # | Vail Resorts, Inc. | 50086 | 7429256 |
| #\* | Valvoline, Inc. | 228066 | 7528459 |
| \* | Vera Bradley, Inc. | 44423 | 104394 |
| # | VF Corp. | 248396 | 3487480 |
| #\* | Victoria's Secret & Co. | 136643 | 4816666 |
|  | Visteon Corp. | 49147 | 5266593 |
| \* | Warby Parker, Inc., <br> Class A<br>| 90844 | 1779634 |
| \* | Wayfair, Inc., Class A | 17399 | 1800970 |
| # | Wendy's Co. | 449620 | 3839755 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| CONSUMER DISCRETIONARY — (Continued) | CONSUMER DISCRETIONARY — (Continued) | CONSUMER DISCRETIONARY — (Continued) | CONSUMER DISCRETIONARY — (Continued) |
|  | Weyco Group, Inc. | 21135 | $605940 |
| # | Whirlpool Corp. | 54663 | 3915511 |
|  | Williams-Sonoma, Inc. | 199348 | 38741290 |
| # | Wingstop, Inc. | 21362 | 4627650 |
|  | Winmark Corp. | 3272 | 1319172 |
|  | Winnebago Industries, <br> Inc.<br>| 51920 | 1957903 |
|  | Wolverine World Wide, <br> Inc.<br>| 136763 | 3104520 |
| # | Wyndham Hotels & <br> Resorts, Inc.<br>| 88663 | 6510524 |
| # | Wynn Resorts Ltd. | 30474 | 3626101 |
| \* | XPEL, Inc. | 13233 | 451245 |
| \* | YETI Holdings, Inc. | 92244 | 3135374 |
|  | Yum! Brands, Inc. | 108530 | 14999931 |
| \* | Zumiez, Inc. | 29393 | 636358 |
| TOTAL CONSUMER <br> DISCRETIONARY | TOTAL CONSUMER <br> DISCRETIONARY |  | 3274711069 |
| CONSUMER STAPLES — (5.0%) | CONSUMER STAPLES — (5.0%) | CONSUMER STAPLES — (5.0%) | CONSUMER STAPLES — (5.0%) |
| # | Albertsons Cos., Inc., <br> Class A<br>| 761618 | 13473022 |
|  | Alico, Inc. | 15158 | 533713 |
|  | Altria Group, Inc. | 377456 | 21280969 |
|  | Andersons, Inc. | 61883 | 2865802 |
|  | Archer-Daniels-Midland <br> Co.<br>| 237329 | 14365524 |
| # | B&G Foods, Inc. | 65915 | 263660 |
| \* | BellRing Brands, Inc. | 139061 | 4189908 |
| \* | BJ's Wholesale Club <br> Holdings, Inc.<br>| 239975 | 21180194 |
| \* | Boston Beer Co., Inc. , <br> Class A<br>| 15461 | 3200272 |
| \* | Bridgford Foods Corp. | 11491 | 91583 |
| # | Brown-Forman Corp. <br> (BF/A US), Class A<br>| 54390 | 1475057 |
| # | Brown-Forman Corp. <br> (BFB US), Class B<br>| 231870 | 6313820 |
|  | Bunge Global SA | 234960 | 22227216 |
|  | Calavo Growers, Inc. | 33639 | 747122 |
|  | Cal-Maine Foods, Inc. | 90674 | 7961177 |
| # | Campbell's Co. | 328317 | 9892191 |
|  | Casey's General <br> Stores, Inc.<br>| 48518 | 24898952 |
| \* | Celsius Holdings, Inc. | 68737 | 4140030 |
| #\* | Central Garden & Pet <br> Co. (CENT US)<br>| 36639 | 1123718 |
| \* | Central Garden & Pet <br> Co. (CENTA US), <br> Class A<br>| 136866 | 3806244 |
| #\* | Chefs' Warehouse, <br> Inc.<br>| 61367 | 3620653 |
|  | Church & Dwight Co., <br> Inc.<br>| 219434 | 19242168 |

---

------

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

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| CONSUMER STAPLES — (Continued) | CONSUMER STAPLES — (Continued) | CONSUMER STAPLES — (Continued) | CONSUMER STAPLES — (Continued) |
|  | Clorox Co. | 106173 | $11940216 |
|  | Coca-Cola Co. | 2176890 | 149987721 |
|  | Coca-Cola <br> Consolidated, Inc.<br>| 133090 | 17352274 |
| \* | Coffee Holding Co., <br> Inc.<br>| 3583 | 14619 |
|  | Colgate-Palmolive Co. | 345859 | 26648436 |
|  | Conagra Brands, Inc. | 527801 | 9072899 |
| # | Constellation Brands, <br> Inc., Class A<br>| 95293 | 12519594 |
|  | Costco Wholesale <br> Corp.<br>| 105983 | 96598205 |
| \* | Coty, Inc., Class A | 343373 | 1363191 |
| \* | Darling Ingredients, <br> Inc.<br>| 291147 | 9331261 |
|  | Dole PLC | 82928 | 1056503 |
|  | Dollar General Corp. | 205946 | 20318632 |
| #\* | Dollar Tree, Inc. | 274252 | 27183858 |
|  | Edgewell Personal <br> Care Co.<br>| 56234 | 1090377 |
| \* | elf Beauty, Inc. | 45798 | 5593768 |
| # | Energizer Holdings, <br> Inc.<br>| 84813 | 1970206 |
|  | Estee Lauder Cos., <br> Inc., Class A<br>| 72305 | 6991171 |
| \* | FitLife Brands, Inc. | 600 | 11472 |
| # | Flowers Foods, Inc. | 232675 | 2775813 |
| # | Fresh Del Monte <br> Produce, Inc.<br>| 88961 | 3144771 |
| \*» | Fresh Market, Inc. | 18803 | 0 |
| #\* | Freshpet, Inc. | 47808 | 2352632 |
|  | General Mills, Inc. | 293041 | 13658641 |
| \* | Grocery Outlet Holding <br> Corp.<br>| 102608 | 1396495 |
| \* | Herbalife Ltd. | 84000 | 672000 |
|  | Hershey Co. | 140242 | 23789251 |
| \* | HF Foods Group, Inc. | 9203 | 19879 |
| #\* | Honest Co., Inc. | 197870 | 674737 |
|  | Hormel Foods Corp. | 431029 | 9305916 |
|  | Ingles Markets, Inc., <br> Class A<br>| 26212 | 1811249 |
|  | Ingredion, Inc. | 115642 | 13346243 |
|  | Interparfums, Inc. | 48456 | 4319852 |
|  | J&J Snack Foods <br> Corp.<br>| 27656 | 2341080 |
|  | J.M. Smucker Co. | 104364 | 10806892 |
|  | John B Sanfilippo & <br> Son, Inc.<br>| 12137 | 761961 |
|  | Kenvue, Inc. | 1694718 | 24353098 |
|  | Keurig Dr. Pepper, Inc. | 696563 | 18918651 |
|  | Kimberly-Clark Corp. | 182771 | 21879516 |
|  | Kraft Heinz Co. | 456411 | 11287044 |
|  | Kroger Co. | 1280416 | 81472870 |
| \* | Laird Superfood, Inc. | 4842 | 23968 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| CONSUMER STAPLES — (Continued) | CONSUMER STAPLES — (Continued) | CONSUMER STAPLES — (Continued) | CONSUMER STAPLES — (Continued) |
|  | Lamb Weston <br> Holdings, Inc.<br>| 152573 | $9418331 |
| # | Lifevantage Corp. | 21105 | 172850 |
| \* | Lifeway Foods, Inc. | 25136 | 603013 |
|  | Limoneira Co. | 25559 | 361149 |
| \* | Mama's Creations, <br> Inc.<br>| 9034 | 95670 |
| \* | Mannatech, Inc. | 867 | 8531 |
| \* | Maplebear, Inc. | 255563 | 9420052 |
|  | Marzetti Co. | 41585 | 6520112 |
|  | McCormick & Co., Inc. <br> (MKC US)<br>| 206990 | 13280478 |
|  | McCormick & Co., Inc. <br> (MKC/V US)<br>| 6660 | 426007 |
| \* | Medifast, Inc. | 18745 | 225315 |
|  | MGP Ingredients, Inc. | 28295 | 684739 |
| \* | Mission Produce, Inc. | 82816 | 954040 |
| # | Molson Coors <br> Beverage Co., <br> Class B<br>| 214103 | 9360583 |
|  | Mondelez International, <br> Inc., Class A<br>| 545190 | 31326617 |
| \* | Monster Beverage <br> Corp.<br>| 526632 | 35194817 |
| \* | National Beverage <br> Corp.<br>| 111023 | 3804758 |
| \* | Natural Alternatives <br> International, Inc.<br>| 16603 | 46322 |
|  | Natural Grocers by <br> Vitamin Cottage, <br> Inc.<br>| 41359 | 1327210 |
|  | Natural Health Trends <br> Corp.<br>| 2025 | 8930 |
| \* | Nature's Sunshine <br> Products, Inc.<br>| 53859 | 726019 |
|  | Nu Skin Enterprises, <br> Inc., Class A<br>| 10900 | 116848 |
|  | Oil-Dri Corp. of <br> America<br>| 26740 | 1481129 |
|  | PepsiCo, Inc. | 945791 | 138170607 |
| \* | Performance Food <br> Group Co.<br>| 155578 | 15050616 |
|  | Philip Morris <br> International, Inc.<br>| 291355 | 42051267 |
| # | Pilgrim's Pride Corp. | 209064 | 7965338 |
| \* | Post Holdings, Inc. | 130338 | 13546028 |
|  | PriceSmart, Inc. | 54458 | 6259403 |
|  | Procter & Gamble Co. | 1402334 | 210868964 |
| # | Reynolds Consumer <br> Products, Inc.<br>| 147410 | 3602700 |
|  | Seaboard Corp. | 1109 | 3737308 |
| \* | Seneca Foods Corp. <br> (SENEA US), <br> Class A<br>| 15264 | 1645994 |

---

------

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

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| CONSUMER STAPLES — (Continued) | CONSUMER STAPLES — (Continued) | CONSUMER STAPLES — (Continued) | CONSUMER STAPLES — (Continued) |
| \*» | Seneca Foods Corp. <br> (SENEB US), <br> Class B<br>| 2299 | $252660 |
| \* | Simply Good Foods <br> Co.<br>| 190449 | 3727087 |
|  | Spectrum Brands <br> Holdings, Inc.<br>| 69759 | 3758615 |
| \* | Sprouts Farmers <br> Market, Inc.<br>| 221512 | 17490588 |
|  | Sysco Corp. | 355663 | 26418648 |
|  | Target Corp. | 430413 | 39907893 |
| # | Tootsie Roll Industries, <br> Inc.<br>| 75654 | 2669830 |
| \* | TreeHouse Foods, Inc. | 55636 | 1012575 |
|  | Turning Point Brands, <br> Inc.<br>| 35127 | 3157917 |
|  | Tyson Foods, Inc., <br> Class A<br>| 265567 | 13652800 |
| \* | U.S. Foods Holding <br> Corp.<br>| 443636 | 32216846 |
| \* | United Natural Foods, <br> Inc.<br>| 109284 | 4114543 |
|  | United-Guardian, Inc. | 4655 | 33376 |
| # | Universal Corp. | 46810 | 2372331 |
| \* | USANA Health <br> Sciences, Inc.<br>| 30301 | 640866 |
|  | Utz Brands, Inc. | 92117 | 969992 |
|  | Village Super Market, <br> Inc., Class A<br>| 24258 | 760974 |
| #\* | Vita Coco Co., Inc. | 62754 | 2584210 |
| \* | Vital Farms, Inc. | 60226 | 1978424 |
|  | Walmart, Inc. | 2286919 | 231390465 |
|  | WD-40 Co. | 20432 | 3969529 |
| # | Weis Markets, Inc. | 44585 | 2824014 |
| \* | Willamette Valley <br> Vineyards, Inc.<br>| 871 | 2787 |
| \* | Zevia PBC, Class A | 7218 | 17035 |
| TOTAL CONSUMER <br> STAPLES | TOTAL CONSUMER <br> STAPLES |  | 1799435707 |
| ENERGY — (4.6%) | ENERGY — (4.6%) | ENERGY — (4.6%) | ENERGY — (4.6%) |
| \* | Amplify Energy Corp. | 48704 | 221116 |
|  | Antero Midstream <br> Corp.<br>| 833419 | 14376478 |
| \* | Antero Resources <br> Corp.<br>| 452184 | 13977007 |
|  | APA Corp. | 415515 | 9411415 |
|  | Archrock, Inc. | 316797 | 8005460 |
|  | Ardmore Shipping <br> Corp.<br>| 73197 | 921550 |
|  | Baker Hughes Co. | 705645 | 34160274 |
|  | Berry Corp. | 107332 | 361709 |
| \* | Bristow Group, Inc. | 42030 | 1710621 |
|  | Cactus, Inc., Class A | 78706 | 3476444 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| ENERGY — (Continued) | ENERGY — (Continued) | ENERGY — (Continued) | ENERGY — (Continued) |
|  | California Resources <br> Corp.<br>| 138147 | $6516394 |
| #\* | Centrus Energy Corp., <br> Class A<br>| 20059 | 7370880 |
|  | Cheniere Energy, Inc. | 204365 | 43325380 |
|  | Chevron Corp. | 1445335 | 227958236 |
|  | Chord Energy Corp. <br> (CHRD US)<br>| 20480 | 1857946 |
| \* | Clean Energy Fuels <br> Corp.<br>| 278112 | 795400 |
| #\* | CNX Resources Corp. | 401459 | 13513110 |
| #\* | Comstock Resources, <br> Inc.<br>| 442267 | 8292506 |
| \* | Comstock, Inc. | 5400 | 16740 |
|  | ConocoPhillips | 1303709 | 115847582 |
|  | Core Laboratories, <br> Inc.<br>| 27162 | 432962 |
| # | Core Natural <br> Resources, Inc.<br>| 25148 | 1986692 |
|  | Coterra Energy, Inc. | 871719 | 20624872 |
|  | Crescent Energy Co., <br> Class A<br>| 264310 | 2228133 |
| \* | CVR Energy, Inc. | 86273 | 3070456 |
|  | Devon Energy Corp. | 745696 | 24227663 |
|  | DHT Holdings, Inc. | 321505 | 4269586 |
| # | Diamondback Energy, <br> Inc.<br>| 207815 | 29757030 |
| \* | DMC Global, Inc. | 26142 | 210705 |
|  | Dorian LPG Ltd. | 80132 | 2311808 |
| \* | DT Midstream, Inc. | 163614 | 17914097 |
|  | Energy Services of <br> America Corp.<br>| 19547 | 214235 |
|  | EOG Resources, Inc. | 444983 | 47097001 |
|  | Epsilon Energy Ltd. | 49751 | 238805 |
|  | EQT Corp. | 458430 | 24562679 |
|  | Evolution Petroleum <br> Corp.<br>| 53770 | 235513 |
|  | Excelerate Energy, <br> Inc., Class A<br>| 21877 | 566833 |
|  | Expand Energy Corp. | 387920 | 40076015 |
| #\* | Expro Group Holdings <br> NV<br>| 127344 | 1729332 |
|  | Exxon Mobil Corp. | 3049952 | 348792511 |
| \* | Forum Energy <br> Technologies, Inc.<br>| 380 | 10176 |
|  | FutureFuel Corp. | 66379 | 260870 |
| \* | Geospace <br> Technologies Corp.<br>| 35517 | 900001 |
|  | Granite Ridge <br> Resources, Inc.<br>| 18515 | 97759 |
| \* | Green Plains, Inc. | 49291 | 506712 |
| \* | Gulf Island Fabrication, <br> Inc.<br>| 15569 | 121594 |
| \* | Gulfport Energy Corp. | 23098 | 4296459 |

---

------

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

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| ENERGY — (Continued) | ENERGY — (Continued) | ENERGY — (Continued) | ENERGY — (Continued) |
|  | Halliburton Co. | 938690 | $25194440 |
| \* | Helix Energy Solutions <br> Group, Inc.<br>| 176154 | 1183755 |
| # | Helmerich & Payne, <br> Inc.<br>| 113213 | 2972973 |
|  | HF Sinclair Corp. | 337290 | 17404164 |
| \* | Innovex International, <br> Inc.<br>| 10330 | 207323 |
| # | International Seaways, <br> Inc.<br>| 89544 | 4587339 |
|  | Kinder Morgan, Inc. | 1110332 | 29079595 |
| # | Kinetik Holdings, Inc. | 30453 | 1172745 |
|  | Kodiak Gas Services, <br> Inc.<br>| 112488 | 4148557 |
| # | Liberty Energy, Inc. | 178430 | 3231367 |
| # | Magnolia Oil & Gas <br> Corp., Class A<br>| 221811 | 4981875 |
| \* | Mammoth Energy <br> Services, Inc.<br>| 14869 | 30333 |
|  | Marathon Petroleum <br> Corp.<br>| 188159 | 36674071 |
|  | Matador Resources <br> Co.<br>| 298453 | 11776955 |
| # | Murphy Oil Corp. | 223297 | 6319305 |
| \* | Nabors Industries Ltd. | 2059 | 99903 |
|  | NACCO Industries, <br> Inc., Class A<br>| 13732 | 580589 |
|  | Natural Gas Services <br> Group, Inc.<br>| 35963 | 1001210 |
| \* | NCS Multistage <br> Holdings, Inc.<br>| 1376 | 50499 |
| # | Noble Corp. PLC | 184088 | 5402983 |
| # | Nordic American <br> Tankers Ltd.<br>| 329122 | 1211169 |
| # | Northern Oil & Gas, <br> Inc.<br>| 107529 | 2379617 |
|  | NOV, Inc. | 630478 | 9204979 |
|  | Occidental Petroleum <br> Corp.<br>| 694342 | 28606890 |
| \* | Oceaneering <br> International, Inc.<br>| 143178 | 3334616 |
| \* | Oil States International, <br> Inc.<br>| 111427 | 665219 |
|  | ONEOK, Inc. | 538688 | 36092096 |
|  | Ovintiv, Inc. | 207673 | 7789814 |
| \* | Par Pacific Holdings, <br> Inc.<br>| 66104 | 2642838 |
|  | PBF Energy, Inc., <br> Class A<br>| 216088 | 7383727 |
| # | Peabody Energy Corp. | 166097 | 4554380 |
|  | Permian Resources <br> Corp.<br>| 751708 | 9441453 |
|  | Phillips 66 | 262544 | 35742740 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| ENERGY — (Continued) | ENERGY — (Continued) | ENERGY — (Continued) | ENERGY — (Continued) |
| \* | PrimeEnergy <br> Resources Corp.<br>| 3208 | $433850 |
| \* | ProPetro Holding <br> Corp.<br>| 130183 | 1351300 |
|  | Range Resources <br> Corp.<br>| 429175 | 15257171 |
|  | Ranger Energy <br> Services, Inc., <br> Class A<br>| 28964 | 397965 |
| \* | REX American <br> Resources Corp.<br>| 74559 | 2388125 |
|  | Riley Exploration <br> Permian, Inc.<br>| 1097 | 28544 |
| # | RPC, Inc. | 274147 | 1425564 |
|  | SandRidge Energy, <br> Inc.<br>| 53216 | 633803 |
|  | Scorpio Tankers, Inc. | 91922 | 5671587 |
| \* | SEACOR Marine <br> Holdings, Inc.<br>| 31068 | 197593 |
| #\* | Seadrill Ltd. | 85224 | 2689669 |
|  | Select Water Solutions, <br> Inc.<br>| 187090 | 2162760 |
| # | SFL Corp. Ltd. | 174296 | 1300248 |
|  | SLB Ltd. | 1260691 | 45460517 |
| # | SM Energy Co. | 127501 | 2663496 |
|  | Solaris Energy <br> Infrastructure, Inc.<br>| 67099 | 3571680 |
| \* | Stabilis Solutions, Inc. | 3403 | 16981 |
| \* | Talos Energy, Inc. | 334800 | 3284388 |
|  | Targa Resources <br> Corp.<br>| 213248 | 32848722 |
|  | TechnipFMC PLC | 594664 | 24589356 |
|  | Teekay Corp. Ltd. | 153639 | 1478007 |
|  | Teekay Tankers Ltd., <br> Class A<br>| 53875 | 3286375 |
| \* | TETRA Technologies, <br> Inc.<br>| 62984 | 444667 |
| # | Texas Pacific Land <br> Corp.<br>| 18458 | 17412908 |
| #\* | Tidewater, Inc. | 92901 | 4699862 |
| \* | TOP Ships, Inc. | 1424 | 8544 |
| #\* | Transocean Ltd. | 1093173 | 4197784 |
| #\* | Uranium Energy Corp. | 91900 | 1390447 |
|  | VAALCO Energy, Inc. | 11059 | 43462 |
| #\* | Valaris Ltd. | 84573 | 4746237 |
|  | Valero Energy Corp. | 245229 | 41581029 |
|  | Viper Energy, Inc., <br> Class A<br>| 28774 | 1080751 |
| # | Vitesse Energy, Inc. | 53203 | 1157165 |
|  | Weatherford <br> International PLC<br>| 85111 | 6271830 |
|  | Western Midstream <br> Partners LP<br>| 18468 | 692012 |
|  | Williams Cos., Inc. | 674140 | 39012482 |

---

------

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

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| ENERGY — (Continued) | ENERGY — (Continued) | ENERGY — (Continued) | ENERGY — (Continued) |
| # | World Kinect Corp. | 116491 | $3011292 |
| TOTAL ENERGY | TOTAL ENERGY |  | 1670894439 |
| FINANCIALS — (16.2%) | FINANCIALS — (16.2%) | FINANCIALS — (16.2%) | FINANCIALS — (16.2%) |
|  | 1st Source Corp. | 59365 | 3528656 |
| \* | Acacia Research <br> Corp.<br>| 134535 | 466836 |
|  | Acadian Asset <br> Management, Inc.<br>| 71701 | 3448818 |
| # | ACNB Corp. | 15047 | 679823 |
|  | Affiliated Managers <br> Group, Inc.<br>| 50548 | 12028402 |
|  | Affinity Bancshares, <br> Inc.<br>| 11076 | 210112 |
| #\* | Affirm Holdings, Inc. | 240554 | 17291022 |
|  | Aflac, Inc. | 377528 | 40467226 |
|  | Alerus Financial Corp. | 20205 | 426730 |
|  | Allstate Corp. | 226588 | 43396134 |
| # | Ally Financial, Inc. | 593124 | 23114042 |
|  | Amalgamated Financial <br> Corp.<br>| 54251 | 1478882 |
| \* | Ambac Financial <br> Group, Inc.<br>| 73748 | 605471 |
|  | Amerant Bancorp, Inc. | 65661 | 1101135 |
|  | American Coastal <br> Insurance Corp.<br>| 6725 | 79624 |
|  | American Express Co. | 334085 | 120514482 |
|  | American Financial <br> Group, Inc.<br>| 125882 | 16576142 |
|  | American International <br> Group, Inc.<br>| 509460 | 40226962 |
|  | Ameriprise Financial, <br> Inc.<br>| 96609 | 43741657 |
|  | Ameris Bancorp | 128939 | 9234611 |
|  | AMERISAFE, Inc. | 24774 | 992942 |
|  | AmeriServ Financial, <br> Inc.<br>| 21821 | 66554 |
|  | Ames National Corp. | 11722 | 244521 |
|  | Aon PLC, Class A | 72361 | 24651945 |
|  | Apollo Global <br> Management, Inc.<br>| 183295 | 22785401 |
|  | Arch Capital Group <br> Ltd.<br>| 327862 | 28297769 |
|  | ARES Management <br> Corp., Class A<br>| 49832 | 7410517 |
|  | Arrow Financial Corp. | 25758 | 718391 |
|  | Arthur J Gallagher & <br> Co.<br>| 67527 | 16847311 |
| # | Artisan Partners Asset <br> Management, Inc., <br> Class A<br>| 124800 | 5448768 |
|  | Associated <br> Banc-Corp.<br>| 298827 | 7401945 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) |
|  | Associated Capital <br> Group, Inc., Class A<br>| 5133 | $187354 |
|  | Assurant, Inc. | 90918 | 19249159 |
|  | Assured Guaranty Ltd. | 113118 | 9115048 |
|  | Atlantic American <br> Corp.<br>| 17563 | 49703 |
| # | Atlantic Union <br> Bankshares Corp.<br>| 233859 | 7605095 |
| \* | Atlanticus Holdings <br> Corp.<br>| 27869 | 1535861 |
|  | Auburn National <br> BanCorp, Inc.<br>| 6204 | 160932 |
|  | Axis Capital Holdings <br> Ltd.<br>| 140855 | 13192479 |
| \* | Axos Financial, Inc. | 101974 | 7951933 |
| #\* | Baldwin Insurance <br> Group, Inc.<br>| 73864 | 1632394 |
|  | Banc of California, Inc. | 251144 | 4261914 |
|  | BancFirst Corp. | 69987 | 7618785 |
| \* | Bancorp, Inc. | 83001 | 5425775 |
| # | Bank First Corp. | 2085 | 254620 |
|  | Bank of America Corp. | 3352939 | 179214590 |
|  | Bank of Hawaii Corp. | 73173 | 4751123 |
|  | Bank of Marin <br> Bancorp<br>| 29353 | 755840 |
| # | Bank of New York <br> Mellon Corp.<br>| 499078 | 53865489 |
|  | Bank of NT Butterfield <br> & Son Ltd.<br>| 78448 | 3629004 |
|  | Bank of the James <br> Financial Group, <br> Inc.<br>| 8408 | 142516 |
| # | Bank OZK | 205326 | 9237617 |
|  | Bank7 Corp. | 1366 | 56703 |
|  | BankFinancial Corp. | 37769 | 417347 |
|  | BankUnited, Inc. | 138114 | 5535609 |
|  | Bankwell Financial <br> Group, Inc.<br>| 8385 | 363490 |
|  | Banner Corp. | 62593 | 3779991 |
|  | Bar Harbor <br> Bankshares<br>| 30060 | 881660 |
|  | BayCom Corp. | 21758 | 593123 |
|  | BCB Bancorp, Inc. | 21671 | 172068 |
| # | Beacon Financial <br> Corp.<br>| 134082 | 3263556 |
| \* | Berkshire Hathaway, <br> Inc., Class B<br>| 813088 | 388282044 |
|  | BGC Group, Inc., <br> Class A<br>| 571261 | 5221326 |
|  | Blackrock, Inc. | 38710 | 41915575 |
|  | Blackstone, Inc. | 115421 | 16925335 |
| \* | Block, Inc. | 250201 | 19000264 |
| \* | Blue Foundry Bancorp | 39705 | 327169 |

---

------

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

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) |
| \* | Blue Ridge <br> Bankshares, Inc.<br>| 6136 | $27489 |
|  | BOK Financial Corp. | 116319 | 12164641 |
| \* | Bowhead Specialty <br> Holdings, Inc.<br>| 1011 | 24224 |
|  | Bread Financial <br> Holdings, Inc.<br>| 84041 | 5265169 |
| \* | Bridgewater <br> Bancshares, Inc.<br>| 44336 | 729771 |
| \* | Brighthouse Financial, <br> Inc.<br>| 121788 | 6950441 |
| \* | Broadway Financial <br> Corp.<br>| 61 | 379 |
|  | Brown & Brown, Inc. | 220000 | 17542800 |
|  | Burke & Herbert <br> Financial Services <br> Corp.<br>| 14058 | 827454 |
|  | Business First <br> Bancshares, Inc.<br>| 17724 | 434592 |
| \* | BV Financial, Inc. | 2876 | 46879 |
|  | Byline Bancorp, Inc. | 56120 | 1500649 |
|  | C&F Financial Corp. | 5958 | 407587 |
|  | Cadence Bank | 242929 | 9168140 |
| \* | California BanCorp | 5647 | 104413 |
| \*» | California First Leasing <br> Corp.<br>| 779 | 17333 |
|  | Camden National <br> Corp.<br>| 30488 | 1163117 |
|  | Capital Bancorp, Inc. | 4480 | 124522 |
|  | Capital City Bank <br> Group, Inc.<br>| 37270 | 1449803 |
|  | Capital One Financial <br> Corp.<br>| 343022 | 75461410 |
|  | Capitol Federal <br> Financial, Inc.<br>| 204693 | 1236346 |
|  | Carlyle Group, Inc. | 288208 | 15367251 |
| \* | Carter Bankshares, <br> Inc.<br>| 29537 | 504492 |
|  | Cass Information <br> Systems, Inc.<br>| 23813 | 941328 |
|  | Cathay General <br> Bancorp<br>| 124493 | 5658207 |
|  | CB Financial Services, <br> Inc.<br>| 747 | 24180 |
|  | Cboe Global Markets, <br> Inc.<br>| 93320 | 22923125 |
|  | Central Pacific <br> Financial Corp.<br>| 48861 | 1393027 |
|  | CF Bankshares, Inc. | 7043 | 163398 |
|  | Charles Schwab Corp. | 678772 | 64157529 |
|  | Chemung Financial <br> Corp.<br>| 9469 | 479794 |
|  | ChoiceOne Financial <br> Services, Inc.<br>| 543 | 15552 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) |
|  | Chubb Ltd. | 178272 | $49370648 |
|  | Cincinnati Financial <br> Corp.<br>| 188614 | 29157838 |
|  | Citigroup, Inc. | 941348 | 95292658 |
|  | Citizens & Northern <br> Corp.<br>| 23418 | 453372 |
|  | Citizens Community <br> Bancorp, Inc.<br>| 24520 | 383738 |
|  | Citizens Financial <br> Group, Inc.<br>| 536649 | 27299335 |
|  | Citizens Financial <br> Services, Inc.<br>| 934 | 51174 |
|  | City Holding Co. | 39028 | 4600621 |
|  | Civista Bancshares, <br> Inc.<br>| 24121 | 519325 |
|  | CME Group, Inc. | 111525 | 29608772 |
|  | CNB Financial Corp. | 54779 | 1347563 |
|  | CNO Financial Group, <br> Inc.<br>| 170411 | 6819848 |
| \* | Coastal Financial <br> Corp.<br>| 24466 | 2605629 |
|  | Cohen & Co., Inc. | 1816 | 17434 |
| # | Cohen & Steers, Inc. | 98800 | 6750016 |
| \* | Coinbase Global, Inc., <br> Class A<br>| 120391 | 41388018 |
|  | Colony Bankcorp, Inc. | 22040 | 352420 |
|  | Columbia Banking <br> System, Inc.<br>| 194329 | 5208017 |
| #\* | Columbia Financial, <br> Inc.<br>| 157387 | 2321458 |
|  | Comerica, Inc. | 168640 | 12900960 |
|  | Commerce <br> Bancshares, Inc.<br>| 240432 | 12653936 |
|  | Community Financial <br> System, Inc.<br>| 95665 | 5307494 |
|  | Community Trust <br> Bancorp, Inc.<br>| 44717 | 2289287 |
|  | Community West <br> Bancshares<br>| 27567 | 583869 |
|  | ConnectOne Bancorp, <br> Inc.<br>| 99701 | 2398806 |
| \* | Consumer Portfolio <br> Services, Inc.<br>| 175197 | 1471655 |
|  | Corebridge Financial, <br> Inc.<br>| 513553 | 16721286 |
| \* | Corpay, Inc. | 113759 | 29617156 |
|  | Crawford & Co. <br> (CRD/A US), <br> Class A<br>| 76724 | 830921 |
|  | Crawford & Co. <br> (CRD/B US), <br> Class B<br>| 54625 | 548435 |
| #\* | Credit Acceptance <br> Corp.<br>| 26793 | 11985581 |

---

------

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

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) |
| # | Cullen/Frost Bankers, <br> Inc.<br>| 103752 | $12776021 |
| \* | Customers Bancorp, <br> Inc.<br>| 60241 | 4043376 |
|  | CVB Financial Corp. | 249437 | 4582158 |
| #\* | Dave, Inc. | 7466 | 1786763 |
|  | Diamond Hill <br> Investment Group, <br> Inc.<br>| 4937 | 633664 |
|  | DigitalBridge Group, <br> Inc.<br>| 302631 | 3580125 |
|  | Dime Community <br> Bancshares, Inc.<br>| 82615 | 2168644 |
|  | Donegal Group, Inc. <br> (DGICA US), <br> Class A<br>| 55956 | 1049175 |
|  | Donegal Group, Inc. <br> (DGICB US), <br> Class B<br>| 5678 | 86533 |
| \* | Donnelley Financial <br> Solutions, Inc.<br>| 49541 | 2276409 |
|  | Eagle Bancorp <br> Montana, Inc.<br>| 10752 | 174505 |
| # | Eagle Bancorp, Inc. | 59127 | 990377 |
|  | East West Bancorp, <br> Inc.<br>| 182948 | 18587517 |
|  | Eastern Bankshares, <br> Inc.<br>| 294412 | 5161042 |
| \* | eHealth, Inc. | 6248 | 32427 |
|  | Employers Holdings, <br> Inc.<br>| 51156 | 1950578 |
|  | Enact Holdings, Inc. | 37161 | 1327391 |
| \* | Encore Capital Group, <br> Inc.<br>| 42715 | 1776090 |
| \* | Enova International, <br> Inc.<br>| 69659 | 8329127 |
|  | Enterprise Financial <br> Services Corp.<br>| 69252 | 3626727 |
|  | Equitable Holdings, <br> Inc.<br>| 521959 | 25784775 |
|  | Equity Bancshares, <br> Inc., Class A<br>| 35658 | 1444506 |
|  | Erie Indemnity Co., <br> Class A<br>| 32785 | 9594202 |
|  | Esquire Financial <br> Holdings, Inc.<br>| 12821 | 1202610 |
|  | Essent Group Ltd. | 177539 | 10753537 |
| \* | Euronet Worldwide, <br> Inc.<br>| 74097 | 5620998 |
|  | Evercore, Inc., <br> Class A<br>| 50884 | 14988391 |
|  | Everest Group Ltd. | 43520 | 13687910 |
|  | EVERTEC, Inc. | 158139 | 4502217 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) |
| #\* | EZCORP, Inc., <br> Class A<br>| 137432 | $2508134 |
|  | F&G Annuities & Life, <br> Inc.<br>| 32157 | 953455 |
|  | FactSet Research <br> Systems, Inc.<br>| 38082 | 10160278 |
|  | Farmers & Merchants <br> Bancorp, Inc.<br>| 8217 | 196386 |
|  | Farmers National Banc <br> Corp.<br>| 48638 | 631321 |
| \* | FB Bancorp, Inc. | 1168 | 14156 |
|  | FB Financial Corp. | 85503 | 4618017 |
|  | Federal Agricultural <br> Mortgage Corp. <br> (AGM US), Class C<br>| 16496 | 2616925 |
|  | Federal Agricultural <br> Mortgage Corp. <br> (AGM/A US), <br> Class A<br>| 2460 | 294954 |
| # | Federated Hermes, <br> Inc.<br>| 223422 | 10831499 |
|  | Fidelis Insurance <br> Holdings Ltd.<br>| 31701 | 569984 |
| # | Fidelity D&D Bancorp, <br> Inc.<br>| 2824 | 123352 |
|  | Fidelity National <br> Financial, Inc.<br>| 275051 | 15193817 |
|  | Fidelity National <br> Information Services, <br> Inc.<br>| 294953 | 18440462 |
|  | Fifth Third Bancorp | 780570 | 32487323 |
| \* | Finance of America <br> Cos., Inc., Class A<br>| 107 | 2354 |
|  | Financial Institutions, <br> Inc.<br>| 29131 | 828194 |
|  | Finward Bancorp | 1450 | 50967 |
| \* | Finwise Bancorp | 11665 | 223851 |
|  | First American <br> Financial Corp.<br>| 223212 | 13952982 |
|  | First BanCorp | 377366 | 7354863 |
|  | First Bancorp, Inc. | 23903 | 592555 |
| # | First Bancorp/Southern <br> Pines NC<br>| 95806 | 4650423 |
|  | First Bank | 38105 | 595200 |
|  | First Busey Corp. | 160480 | 3588333 |
|  | First Business <br> Financial Services, <br> Inc.<br>| 19052 | 964222 |
|  | First Capital, Inc. | 4002 | 172286 |
|  | First Citizens <br> BancShares, Inc., <br> Class A<br>| 8458 | 15434328 |

---

------

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

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) |
|  | First Commonwealth <br> Financial Corp.<br>| 202961 | $3103274 |
|  | First Community <br> Bankshares, Inc.<br>| 47318 | 1530264 |
|  | First Community Corp. | 11112 | 297913 |
|  | First Financial <br> Bancorp<br>| 209024 | 4893252 |
|  | First Financial <br> Bankshares, Inc.<br>| 206809 | 6388330 |
|  | First Financial Corp. | 21353 | 1138542 |
| \*» | First Financial <br> Northwest, Inc.<br>| 22460 | 26952 |
| #\* | First Foundation, Inc. | 118256 | 643313 |
| # | First Hawaiian, Inc. | 183174 | 4493258 |
|  | First Horizon Corp. | 614776 | 13131615 |
|  | First Internet Bancorp | 15700 | 278518 |
|  | First Interstate <br> BancSystem, Inc., <br> Class A<br>| 140474 | 4389812 |
|  | First Merchants Corp. | 104023 | 3690736 |
|  | First Mid Bancshares, <br> Inc.<br>| 33697 | 1203994 |
|  | First National Corp. | 1920 | 43238 |
|  | First Northwest <br> Bancorp<br>| 3808 | 34539 |
|  | First Savings Financial <br> Group, Inc.<br>| 11154 | 330158 |
|  | First U.S. Bancshares, <br> Inc.<br>| 11190 | 144015 |
|  | First United Corp. | 15434 | 532936 |
| \* | First Western <br> Financial, Inc.<br>| 11240 | 259532 |
|  | FirstCash Holdings, <br> Inc.<br>| 79937 | 12670014 |
| \* | Firstsun Capital <br> Bancorp<br>| 614 | 20901 |
| \* | Fiserv, Inc. | 210522 | 14039712 |
|  | Five Star Bancorp | 8307 | 294982 |
| # | Flagstar Bank NA | 495431 | 5657822 |
|  | Flushing Financial <br> Corp.<br>| 62647 | 856384 |
| \* | Flywire Corp. | 13349 | 177809 |
|  | FNB Corp. | 611774 | 9617087 |
|  | Franklin Financial <br> Services Corp.<br>| 4753 | 215311 |
|  | Franklin Resources, <br> Inc.<br>| 319369 | 7220933 |
|  | FS Bancorp, Inc. | 21292 | 823787 |
|  | Fulton Financial Corp. | 328117 | 5699392 |
|  | FVCBankcorp, Inc. | 11566 | 141337 |
| # | GCM Grosvenor, Inc., <br> Class A<br>| 35952 | 413808 |
| \* | Genworth Financial, <br> Inc.<br>| 744445 | 6283116 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) |
|  | German American <br> Bancorp, Inc.<br>| 67843 | $2614669 |
| # | Glacier Bancorp, Inc. | 231316 | 9449259 |
| \* | Glen Burnie Bancorp | 303 | 1406 |
| # | Global Payments, Inc. | 201421 | 15662497 |
|  | Globe Life, Inc. | 122997 | 16175335 |
| \* | GoHealth, Inc., <br> Class A<br>| 1659 | 6570 |
|  | Goldman Sachs <br> Group, Inc.<br>| 169100 | 133482467 |
|  | Goosehead Insurance, <br> Inc., Class A<br>| 17764 | 1219854 |
|  | Great Southern <br> Bancorp, Inc.<br>| 28015 | 1560435 |
| \* | Green Dot Corp., <br> Class A<br>| 38756 | 449957 |
|  | Greene County <br> Bancorp, Inc.<br>| 4267 | 93661 |
| \* | Greenlight Capital Re <br> Ltd., Class A<br>| 70509 | 854569 |
| \* | Hagerty, Inc., Class A | 1923 | 21576 |
| \* | Hamilton Insurance <br> Group Ltd., Class B<br>| 15027 | 355689 |
|  | Hamilton Lane, Inc., <br> Class A<br>| 50845 | 5794296 |
|  | Hancock Whitney <br> Corp.<br>| 198850 | 11356323 |
|  | Hanmi Financial Corp. | 56037 | 1479377 |
|  | Hanover Bancorp, Inc. | 217 | 4494 |
|  | Hanover Insurance <br> Group, Inc.<br>| 64454 | 11013900 |
|  | HarborOne Bancorp, <br> Inc.<br>| 77764 | 940944 |
|  | Hartford Insurance <br> Group, Inc.<br>| 462207 | 57396865 |
|  | Hawthorn Bancshares, <br> Inc.<br>| 17457 | 527376 |
|  | HBT Financial, Inc. | 7172 | 174925 |
|  | HCI Group, Inc. | 19460 | 3970035 |
|  | Heritage Commerce <br> Corp.<br>| 81572 | 848349 |
|  | Heritage Financial <br> Corp.<br>| 65834 | 1460856 |
| \* | Heritage Insurance <br> Holdings, Inc.<br>| 56263 | 1329495 |
|  | Hilltop Holdings, Inc. | 133655 | 4317056 |
| # | Hingham Institution For <br> Savings<br>| 3887 | 1143789 |
| \* | Hippo Holdings, Inc. | 7147 | 262867 |
|  | Home Bancorp, Inc. | 14121 | 750531 |
|  | Home BancShares, <br> Inc.<br>| 357425 | 9546822 |

---

------

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

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) |
|  | Home Federal <br> Bancorp, Inc. of <br> Louisiana<br>| 5115 | $83477 |
|  | HomeTrust <br> Bancshares, Inc.<br>| 20578 | 808921 |
|  | Hope Bancorp, Inc. | 160372 | 1682302 |
|  | Horace Mann <br> Educators Corp.<br>| 77818 | 3479243 |
|  | Horizon Bancorp, Inc. | 73840 | 1151904 |
|  | Houlihan Lokey, Inc. | 66532 | 11914551 |
|  | Huntington <br> Bancshares, Inc.<br>| 1477742 | 22816336 |
|  | IF Bancorp, Inc. | 6461 | 166274 |
|  | Independent Bank <br> Corp. (IBCP US)<br>| 38789 | 1172204 |
|  | Independent Bank <br> Corp. (INDB US)<br>| 89816 | 6043719 |
|  | Interactive Brokers <br> Group, Inc., Class A<br>| 44268 | 3114696 |
|  | Intercontinental <br> Exchange, Inc.<br>| 172446 | 25227125 |
|  | International <br> Bancshares Corp.<br>| 150230 | 9972267 |
| \* | International Money <br> Express, Inc.<br>| 43106 | 641848 |
|  | Invesco Ltd. | 518109 | 12279183 |
|  | Investar Holding Corp. | 10969 | 260623 |
|  | Investors Title Co. | 3402 | 879723 |
|  | Jack Henry & <br> Associates, Inc.<br>| 82112 | 12229761 |
|  | Jackson Financial, Inc., <br> Class A<br>| 88168 | 8888216 |
|  | Janus Henderson <br> Group PLC<br>| 252499 | 10998856 |
|  | Jefferies Financial <br> Group, Inc.<br>| 363688 | 19213637 |
|  | JPMorgan Chase & <br> Co.<br>| 1784778 | 555280131 |
|  | Kearny Financial <br> Corp.<br>| 61689 | 394193 |
|  | Kemper Corp. | 103825 | 4671087 |
| \* | Kentucky First Federal <br> Bancorp<br>| 5416 | 21718 |
| \* | Kestrel Group Ltd. | 4969 | 98585 |
|  | KeyCorp | 858684 | 15104252 |
|  | Kingstone Cos., Inc. | 12183 | 177628 |
|  | Kinsale Capital Group, <br> Inc.<br>| 29445 | 11762394 |
|  | KKR & Co., Inc. | 220163 | 26051888 |
|  | Lake Shore Bancorp, <br> Inc.<br>| 11238 | 155309 |
| # | Lakeland Financial <br> Corp.<br>| 50904 | 2904073 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) |
|  | Landmark Bancorp, <br> Inc.<br>| 13854 | $355909 |
| # | Lazard, Inc. | 118820 | 5798416 |
|  | LCNB Corp. | 13732 | 210924 |
| #\* | Lemonade, Inc. | 19690 | 1182975 |
| \* | LendingClub Corp. | 210697 | 3664021 |
| \* | LendingTree, Inc. | 15811 | 1011904 |
|  | Lincoln National Corp. | 303222 | 12735324 |
|  | LINKBANCORP, Inc. | 1739 | 12225 |
|  | Live Oak Bancshares, <br> Inc.<br>| 59998 | 1868338 |
|  | Loews Corp. | 300622 | 29929926 |
|  | LPL Financial <br> Holdings, Inc.<br>| 91683 | 34592913 |
|  | M&T Bank Corp. | 130404 | 23977383 |
|  | Magyar Bancorp, Inc. | 10743 | 185317 |
|  | MainStreet <br> Bancshares, Inc.<br>| 1809 | 33557 |
| \* | Markel Group, Inc. | 12029 | 23751621 |
|  | MarketAxess Holdings, <br> Inc.<br>| 32236 | 5159694 |
|  | MarketWise, Inc. | 318 | 5400 |
| \* | Marqeta, Inc., Class A | 732137 | 3316581 |
|  | Marsh & McLennan <br> Cos., Inc.<br>| 197806 | 35239139 |
|  | Mastercard, Inc., <br> Class A<br>| 486597 | 268596678 |
| \* | Mechanics Bancorp, <br> Class A<br>| 11934 | 159796 |
|  | Mercantile Bank Corp. | 31623 | 1386669 |
|  | Merchants Bancorp | 36009 | 1123121 |
|  | Mercury General <br> Corp.<br>| 84207 | 6509201 |
|  | Meridian Corp. | 15480 | 221209 |
|  | MetLife, Inc. | 530256 | 42325034 |
|  | Metrocity Bankshares, <br> Inc.<br>| 12871 | 329626 |
|  | Metropolitan Bank <br> Holding Corp.<br>| 13690 | 907236 |
|  | MGIC Investment <br> Corp.<br>| 415358 | 11389116 |
|  | Mid Penn Bancorp, <br> Inc.<br>| 25453 | 724138 |
|  | Middlefield Banc Corp. | 15418 | 502627 |
|  | Midland States <br> Bancorp, Inc.<br>| 29752 | 435569 |
|  | MidWestOne Financial <br> Group, Inc.<br>| 42440 | 1569856 |
|  | Moelis & Co., Class A | 81018 | 5130870 |
|  | Moody's Corp. | 55438 | 26626871 |
|  | Morgan Stanley | 564090 | 92510760 |
|  | Morningstar, Inc. | 44733 | 9496816 |
|  | MSCI, Inc. | 28097 | 16536489 |
|  | MVB Financial Corp. | 20313 | 519607 |

---

------

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

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) |
|  | Nasdaq, Inc. | 346402 | $29613907 |
|  | National Bank Holdings <br> Corp., Class A<br>| 68136 | 2429730 |
|  | National Bankshares, <br> Inc.<br>| 200 | 5726 |
|  | Navient Corp. | 349637 | 4276060 |
|  | NBT Bancorp, Inc. | 108380 | 4386139 |
| #\* | NCR Atleos Corp. | 132958 | 4906150 |
|  | Nelnet, Inc., Class A | 76688 | 9896586 |
| \* | NerdWallet, Inc., <br> Class A<br>| 70067 | 817682 |
| \* | NI Holdings, Inc. | 26669 | 352031 |
| # | Nicolet Bankshares, <br> Inc.<br>| 26770 | 3162608 |
| \* | NMI Holdings, Inc. | 202475 | 7376164 |
|  | Northeast Bank | 14798 | 1276771 |
|  | Northeast Community <br> Bancorp, Inc.<br>| 4059 | 79719 |
|  | Northern Trust Corp. | 222607 | 28642843 |
|  | Northfield Bancorp, <br> Inc.<br>| 81357 | 831469 |
|  | Northrim BanCorp, <br> Inc.<br>| 51966 | 1142213 |
| # | Northwest Bancshares, <br> Inc.<br>| 266219 | 3117424 |
|  | Norwood Financial <br> Corp.<br>| 4550 | 121075 |
|  | Oak Valley Bancorp | 15512 | 423167 |
|  | OceanFirst Financial <br> Corp.<br>| 103321 | 1878376 |
|  | OFG Bancorp | 110040 | 4254146 |
|  | Ohio Valley Banc <br> Corp.<br>| 8106 | 283710 |
| \* | Old Market Capital <br> Corp.<br>| 4633 | 25018 |
| # | Old National Bancorp | 700091 | 14302859 |
|  | Old Republic <br> International Corp.<br>| 447695 | 17666045 |
|  | Old Second Bancorp, <br> Inc.<br>| 87788 | 1575795 |
|  | OneMain Holdings, <br> Inc.<br>| 152136 | 9004930 |
| \* | Onity Group, Inc. | 14496 | 543165 |
|  | OP Bancorp | 16829 | 224667 |
| #\* | Open Lending Corp. | 66309 | 125987 |
| \* | Oportun Financial <br> Corp.<br>| 3058 | 16299 |
|  | Oppenheimer <br> Holdings, Inc., <br> Class A<br>| 18011 | 1256447 |
|  | OppFi, Inc. | 912 | 8892 |
| \* | OptimumBank <br> Holdings, Inc.<br>| 3801 | 15546 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) |
|  | Orange County <br> Bancorp, Inc.<br>| 2338 | $57164 |
|  | Origin Bancorp, Inc. | 37722 | 1307445 |
|  | Orrstown Financial <br> Services, Inc.<br>| 35312 | 1175183 |
| #\* | Oscar Health, Inc., <br> Class A<br>| 224892 | 4048056 |
| \* | Palomar Holdings, Inc. | 40216 | 4585026 |
|  | Park National Corp. | 32925 | 5010856 |
|  | Parke Bancorp, Inc. | 31687 | 684756 |
|  | Pathfinder Bancorp, <br> Inc.<br>| 8118 | 124205 |
|  | Pathward Financial, <br> Inc.<br>| 58302 | 3968034 |
| #\* | Paymentus Holdings, <br> Inc., Class A<br>| 47517 | 1358986 |
| \* | Payoneer Global, Inc. | 489160 | 2832236 |
| \* | PayPal Holdings, Inc. | 569237 | 39431047 |
| #\* | Paysafe Ltd. | 74147 | 816358 |
| \* | Paysign, Inc. | 3016 | 15578 |
| \* | PB Bankshares, Inc. | 832 | 16507 |
|  | PCB Bancorp | 23637 | 498032 |
|  | Peapack-Gladstone <br> Financial Corp.<br>| 23977 | 606618 |
|  | PennyMac Financial <br> Services, Inc.<br>| 93172 | 11721969 |
|  | Peoples Bancorp of <br> North Carolina, Inc.<br>| 13336 | 392478 |
|  | Peoples Bancorp, Inc. | 64273 | 1838208 |
|  | Peoples Financial <br> Services Corp.<br>| 4670 | 208002 |
| # | Perella Weinberg <br> Partners<br>| 27803 | 519360 |
|  | Pinnacle Financial <br> Partners, Inc.<br>| 133652 | 11388487 |
| \* | Pioneer Bancorp, Inc. | 32050 | 421137 |
|  | Piper Sandler Cos. | 26784 | 8551060 |
|  | PJT Partners, Inc., <br> Class A<br>| 17518 | 2822325 |
|  | Plumas Bancorp | 12518 | 513739 |
|  | PNC Financial <br> Services Group, Inc.<br>| 185885 | 33933307 |
| \* | Ponce Financial <br> Group, Inc.<br>| 39730 | 560590 |
|  | Popular, Inc. | 121772 | 13573925 |
| \* | PRA Group, Inc. | 67136 | 920435 |
|  | Preferred Bank | 29435 | 2656509 |
|  | Primerica, Inc. | 58363 | 15166793 |
|  | Primis Financial Corp. | 29207 | 317918 |
|  | Princeton Bancorp, <br> Inc.<br>| 15033 | 467226 |
|  | Principal Financial <br> Group, Inc.<br>| 285996 | 24035104 |

---

------

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

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) |
| \* | Priority Technology <br> Holdings, Inc.<br>| 2223 | $15472 |
| \* | ProAssurance Corp. | 99926 | 2393228 |
|  | PROG Holdings, Inc. | 71251 | 2061291 |
|  | Progressive Corp. | 195800 | 40334800 |
|  | Prosperity Bancshares, <br> Inc.<br>| 172470 | 11351975 |
| \* | Provident Bancorp, <br> Inc.<br>| 23142 | 295060 |
|  | Provident Financial <br> Holdings, Inc.<br>| 17143 | 267774 |
| # | Provident Financial <br> Services, Inc.<br>| 150772 | 2757620 |
|  | Prudential Financial, <br> Inc.<br>| 251951 | 26202904 |
|  | QCR Holdings, Inc. | 44710 | 3325977 |
|  | Radian Group, Inc. | 181035 | 6144328 |
|  | Raymond James <br> Financial, Inc.<br>| 171665 | 27238086 |
|  | RBB Bancorp | 36149 | 673456 |
|  | Red River Bancshares, <br> Inc.<br>| 3034 | 200426 |
|  | Regional Management <br> Corp.<br>| 18603 | 732028 |
|  | Regions Financial <br> Corp.<br>| 850277 | 20576703 |
|  | Reinsurance Group of <br> America, Inc.<br>| 92824 | 16936667 |
| \* | Remitly Global, Inc. | 204056 | 3273058 |
|  | RenaissanceRe <br> Holdings Ltd.<br>| 85190 | 21645927 |
|  | Renasant Corp. | 171207 | 5757691 |
| \* | Repay Holdings Corp. | 113862 | 488468 |
|  | Republic Bancorp, Inc., <br> Class A<br>| 43243 | 2849714 |
| \* | Rhinebeck Bancorp, <br> Inc.<br>| 7471 | 74635 |
|  | Richmond Mutual <br> BanCorp, Inc.<br>| 8215 | 109506 |
|  | Riverview Bancorp, <br> Inc.<br>| 31957 | 165537 |
|  | RLI Corp. | 138430 | 8161833 |
| \* | Robinhood Markets, <br> Inc., Class A<br>| 304215 | 44652678 |
|  | Rocket Cos., Inc., <br> Class A<br>| 596736 | 9941622 |
| #\* | Root, Inc., Class A | 19832 | 1596873 |
| \* | Rubico, Inc. | 712 | 556 |
|  | S&P Global, Inc. | 89725 | 43714917 |
|  | S&T Bancorp, Inc. | 81050 | 2969672 |
|  | Safety Insurance <br> Group, Inc.<br>| 34095 | 2343349 |
|  | SB Financial Group, <br> Inc.<br>| 12913 | 252578 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) |
|  | Seacoast Banking <br> Corp. of Florida<br>| 70693 | $2141998 |
| \* | Security National <br> Financial Corp., <br> Class A<br>| 43248 | 344687 |
|  | SEI Investments Co. | 185624 | 14963151 |
|  | Selective Insurance <br> Group, Inc.<br>| 110006 | 8287852 |
| \* | Selectquote, Inc. | 43756 | 91012 |
|  | ServisFirst <br> Bancshares, Inc.<br>| 98416 | 6915692 |
| #\* | Sezzle, Inc. | 17500 | 1147125 |
| #\* | Shift4 Payments, Inc., <br> Class A<br>| 13676 | 945012 |
|  | Shore Bancshares, <br> Inc.<br>| 18936 | 295591 |
| \* | Siebert Financial <br> Corp.<br>| 2656 | 7463 |
|  | Sierra Bancorp | 25869 | 744510 |
|  | Silvercrest Asset <br> Management Group, <br> Inc., Class A<br>| 22902 | 323834 |
|  | Simmons First National <br> Corp., Class A<br>| 163337 | 2838797 |
| \* | SiriusPoint Ltd. | 253395 | 4611789 |
| \* | Skyward Specialty <br> Insurance Group, <br> Inc.<br>| 47284 | 2155678 |
| # | SLM Corp. | 577290 | 15500236 |
|  | SmartFinancial, Inc. | 26928 | 941672 |
| #\* | SoFi Technologies, <br> Inc.<br>| 1731132 | 51379998 |
|  | Sound Financial <br> Bancorp, Inc.<br>| 5599 | 249939 |
|  | South Plains Financial, <br> Inc.<br>| 8821 | 321966 |
| \* | Southern First <br> Bancshares, Inc.<br>| 9314 | 408326 |
|  | Southern Missouri <br> Bancorp, Inc.<br>| 17997 | 943763 |
|  | Southside Bancshares, <br> Inc.<br>| 56545 | 1590045 |
|  | Southstate Bank Corp. | 133215 | 11809510 |
|  | SR Bancorp, Inc. | 895 | 13174 |
|  | State Street Corp. | 247354 | 28608964 |
|  | Stellar Bancorp, Inc. | 50625 | 1489894 |
| \*†† | Sterling Bancorp, Inc. | 27876 | 0 |
|  | Stewart Information <br> Services Corp.<br>| 56882 | 3883334 |
|  | Stifel Financial Corp. | 123962 | 14680820 |
| # | Stock Yards Bancorp, <br> Inc.<br>| 71699 | 4661869 |
| \* | StoneX Group, Inc. | 112669 | 10356534 |
|  | Summit State Bank | 14814 | 162510 |

---

------

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

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) |
|  | SWK Holdings Corp. | 1416 | $22925 |
|  | Synchrony Financial | 507113 | 37719065 |
|  | Synovus Financial <br> Corp.<br>| 339901 | 15173181 |
| # | T. Rowe Price Group, <br> Inc.<br>| 207334 | 21257955 |
| \* | Texas Capital <br> Bancshares, Inc.<br>| 82442 | 6911937 |
| # | TFS Financial Corp. | 269055 | 3578431 |
| \* | Third Coast <br> Bancshares, Inc.<br>| 3646 | 133990 |
|  | Timberland Bancorp, <br> Inc.<br>| 15758 | 506147 |
|  | Tiptree, Inc. | 101149 | 1791349 |
| \* | Toast, Inc., Class A | 119818 | 4330223 |
|  | Tompkins Financial <br> Corp.<br>| 24506 | 1555151 |
|  | Towne Bank | 143421 | 4662617 |
|  | TPG, Inc. | 41048 | 2259282 |
|  | Tradeweb Markets, <br> Inc., Class A<br>| 46863 | 4938892 |
|  | Travelers Cos., Inc. | 200735 | 53921436 |
|  | TriCo Bancshares | 64878 | 2869554 |
| \* | Triumph Financial, Inc. | 42818 | 2331868 |
|  | Truist Financial Corp. | 631438 | 28181078 |
| \* | Trupanion, Inc. | 35772 | 1430522 |
|  | TrustCo Bank Corp. | 33966 | 1280858 |
|  | Trustmark Corp. | 108769 | 4048382 |
|  | U.S. Bancorp | 724966 | 33841413 |
|  | U.S. Global Investors, <br> Inc., Class A<br>| 4338 | 10802 |
|  | UMB Financial Corp. | 136809 | 14622146 |
|  | Union Bankshares, <br> Inc.<br>| 3042 | 69418 |
|  | United Bancorp, Inc. | 11080 | 145148 |
|  | United Bancshares, <br> Inc.<br>| 2931 | 102761 |
|  | United Bankshares, <br> Inc.<br>| 361261 | 12929531 |
|  | United Community <br> Banks, Inc.<br>| 195705 | 5714586 |
|  | United Fire Group, <br> Inc.<br>| 45932 | 1388524 |
|  | United Security <br> Bancshares<br>| 30125 | 276096 |
|  | Unity Bancorp, Inc. | 19390 | 880500 |
|  | Universal Insurance <br> Holdings, Inc.<br>| 60854 | 1875520 |
|  | Univest Financial <br> Corp.<br>| 59441 | 1745188 |
|  | Unum Group | 302556 | 22213662 |
|  | USCB Financial <br> Holdings, Inc.<br>| 9556 | 164937 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) |
| # | Valley National <br> Bancorp<br>| 760272 | $8264157 |
|  | Value Line, Inc. | 11063 | 405570 |
| \* | Velocity Financial, Inc. | 18284 | 340448 |
| # | Victory Capital <br> Holdings, Inc., <br> Class A<br>| 84902 | 5286848 |
|  | Virginia National <br> Bankshares Corp.<br>| 1567 | 62335 |
|  | Virtu Financial, Inc., <br> Class A<br>| 131769 | 4590832 |
|  | Virtus Investment <br> Partners, Inc.<br>| 12159 | 1979728 |
|  | Visa, Inc., Class A | 785945 | 267802899 |
|  | Voya Financial, Inc. | 174011 | 12956859 |
|  | W.R. Berkley Corp. | 302679 | 21593120 |
|  | WaFd, Inc. | 141969 | 4121360 |
|  | Walker & Dunlop, Inc. | 61386 | 4905969 |
|  | Washington Trust <br> Bancorp, Inc.<br>| 40105 | 1092460 |
|  | Waterstone Financial, <br> Inc.<br>| 36883 | 564310 |
|  | Webster Financial <br> Corp.<br>| 303388 | 17305252 |
|  | Wells Fargo & Co. | 1742572 | 151551487 |
|  | WesBanco, Inc. | 172956 | 5205976 |
|  | West BanCorp, Inc. | 28498 | 606152 |
|  | Westamerica BanCorp | 33424 | 1592654 |
|  | Western Alliance <br> Bancorp<br>| 178421 | 13800864 |
|  | Western New England <br> Bancorp, Inc.<br>| 42241 | 480280 |
| # | Western Union Co. | 345231 | 3221005 |
|  | Westwood Holdings <br> Group, Inc.<br>| 25506 | 427225 |
| \* | WEX, Inc. | 50483 | 7364460 |
| # | White Mountains <br> Insurance Group <br> Ltd.<br>| 6726 | 12810071 |
|  | Willis Towers Watson <br> PLC<br>| 95952 | 30042571 |
|  | Wintrust Financial <br> Corp.<br>| 120636 | 15685093 |
| # | WisdomTree, Inc. | 278008 | 3324976 |
| \* | World Acceptance <br> Corp.<br>| 12172 | 1551565 |
|  | WSFS Financial Corp. | 124274 | 6473433 |
|  | WVS Financial Corp. | 2157 | 27049 |
|  | Zions Bancorp NA | 269231 | 14029627 |
| TOTAL FINANCIALS | TOTAL FINANCIALS |  | 5879646729 |

---

------

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

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| HEALTH CARE — (8.3%) | HEALTH CARE — (8.3%) | HEALTH CARE — (8.3%) | HEALTH CARE — (8.3%) |
| \* | 10X Genomics, Inc., <br> Class A<br>| 33416 | $455794 |
| †† | 89bio, Inc. | 73954 | 25144 |
|  | Abbott Laboratories | 654730 | 80937723 |
|  | AbbVie, Inc. | 1090619 | 237798567 |
| †† | Abiomed, Inc. | 32675 | 510057 |
| #\* | Absci Corp. | 11952 | 51155 |
| #\* | Acadia Healthcare Co., <br> Inc.<br>| 101739 | 2187388 |
| \* | ACADIA <br> Pharmaceuticals, <br> Inc.<br>| 230368 | 5229354 |
| \* | AdaptHealth Corp. | 158047 | 1420843 |
| \* | Adaptive <br> Biotechnologies <br> Corp.<br>| 12703 | 220524 |
| \* | Addus HomeCare <br> Corp.<br>| 30985 | 3621837 |
| #\* | ADMA Biologics, Inc. | 271777 | 4207108 |
| †† | Aduro Biotech, Inc. | 19543 | 7426 |
|  | Agilent Technologies, <br> Inc.<br>| 131222 | 19205652 |
| \* | Agios Pharmaceuticals, <br> Inc.<br>| 30900 | 1336116 |
| \* | Akebia Therapeutics, <br> Inc.<br>| 119086 | 263180 |
| \* | Akero Therapeutics, <br> Inc.<br>| 12869 | 697500 |
| †† | Albireo Pharma, Inc. | 26553 | 169408 |
| \* | Aldeyra Therapeutics, <br> Inc.<br>| 14530 | 73667 |
| \* | Align Technology, Inc. | 21471 | 2960421 |
| \* | Alkermes PLC | 216374 | 6642682 |
| \* | Alnylam <br> Pharmaceuticals, <br> Inc.<br>| 11979 | 5462903 |
| \* | American Shared <br> Hospital Services<br>| 3958 | 8945 |
| \* | American Well Corp., <br> Class A<br>| 1295 | 6760 |
|  | Amgen, Inc. | 365932 | 109205087 |
| \* | AMN Healthcare <br> Services, Inc.<br>| 45657 | 898986 |
| \* | Amneal <br> Pharmaceuticals, <br> Inc.<br>| 232273 | 2513194 |
| \* | Amphastar <br> Pharmaceuticals, <br> Inc.<br>| 4416 | 112608 |
| \* | Amylyx <br> Pharmaceuticals, <br> Inc.<br>| 21108 | 294034 |
| \* | AngioDynamics, Inc. | 74235 | 893047 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| HEALTH CARE — (Continued) | HEALTH CARE — (Continued) | HEALTH CARE — (Continued) | HEALTH CARE — (Continued) |
| \* | ANI Pharmaceuticals, <br> Inc.<br>| 32566 | $2950480 |
| \* | Anika Therapeutics, <br> Inc.<br>| 23041 | 224650 |
| #\* | Arcturus Therapeutics <br> Holdings, Inc.<br>| 43090 | 429607 |
| #\* | Arcus Biosciences, <br> Inc.<br>| 112715 | 2222740 |
| \* | ARS Pharmaceuticals, <br> Inc.<br>| 8588 | 76948 |
| \* | Artivion, Inc. | 71293 | 3234563 |
| \* | Arvinas, Inc. | 21261 | 215587 |
| \* | Astrana Health, Inc. | 57595 | 1797540 |
| \* | Atea Pharmaceuticals, <br> Inc.<br>| 16803 | 54610 |
| \* | AtriCure, Inc. | 48431 | 1673291 |
| \* | Aura Biosciences, Inc. | 35850 | 219761 |
| \* | Avanos Medical, Inc. | 60807 | 675566 |
| #\* | Avantor, Inc. | 133993 | 1583797 |
| \* | Aveanna Healthcare <br> Holdings, Inc.<br>| 10454 | 94609 |
| \* | Avidity Biosciences, <br> Inc.<br>| 13966 | 975525 |
| \* | Axogen, Inc. | 65025 | 1444855 |
| #\* | Azenta, Inc. | 59276 | 1790135 |
|  | Baxter International, <br> Inc.<br>| 377260 | 6967992 |
| #\* | Beam Therapeutics, <br> Inc.<br>| 154845 | 3872673 |
|  | Becton Dickinson & <br> Co.<br>| 163016 | 29132589 |
| \* | Biogen, Inc. | 60332 | 9307418 |
| \* | BioLife Solutions, Inc. | 71931 | 2004717 |
| \* | BioMarin <br> Pharmaceutical, Inc.<br>| 39287 | 2104605 |
| \* | Bio-Rad Laboratories, <br> Inc., Class A<br>| 28628 | 9148077 |
| \* | Biote Corp., Class A | 40878 | 117320 |
| # | Bio-Techne Corp. | 113960 | 7130477 |
| \* | Bioventus, Inc., <br> Class A<br>| 15703 | 102855 |
| \* | Boston Scientific Corp. | 290107 | 29219577 |
| #\* | BrightSpring Health <br> Services, Inc.<br>| 100434 | 3319344 |
|  | Bristol-Myers Squibb <br> Co.<br>| 894391 | 41204593 |
| \* | Brookdale Senior <br> Living, Inc.<br>| 360007 | 3337265 |
| # | Bruker Corp. | 199774 | 7779200 |
| \* | Butterfly Network, Inc. | 22488 | 60493 |
|  | Cardinal Health, Inc. | 155230 | 29613227 |
| \* | CareCloud, Inc. | 3147 | 9284 |
| \* | CareDx, Inc. | 40165 | 602475 |

---

------

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

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| HEALTH CARE — (Continued) | HEALTH CARE — (Continued) | HEALTH CARE — (Continued) | HEALTH CARE — (Continued) |
| \* | Castle Biosciences, <br> Inc.<br>| 36205 | $923228 |
| \* | Catalyst <br> Pharmaceuticals, <br> Inc.<br>| 167448 | 3561619 |
| \* | Celldex Therapeutics, <br> Inc.<br>| 5043 | 134799 |
|  | Cencora, Inc. | 142529 | 48147721 |
| \* | Centene Corp. | 393319 | 13911693 |
| #\* | Certara, Inc. | 269335 | 3132366 |
| \* | CG oncology, Inc. | 2861 | 123795 |
| \* | Champions Oncology, <br> Inc.<br>| 1764 | 12048 |
| \* | Charles River <br> Laboratories <br> International, Inc.<br>| 63209 | 11382045 |
|  | Chemed Corp. | 25852 | 11149968 |
| \*†† | Chinook Therapeutics, <br> Inc.<br>| 21057 | 0 |
|  | Cigna Group | 128643 | 31441636 |
| #\* | Clover Health <br> Investments Corp.<br>| 152427 | 538067 |
| \* | Codexis, Inc. | 8229 | 19503 |
| \* | Collegium <br> Pharmaceutical, Inc.<br>| 67000 | 2412000 |
| \* | Community Health <br> Systems, Inc.<br>| 169543 | 657827 |
| \* | Compass <br> Therapeutics, Inc.<br>| 173 | 647 |
|  | Concentra Group <br> Holdings Parent, <br> Inc.<br>| 278537 | 5548457 |
|  | CONMED Corp. | 54544 | 2399936 |
| \* | Cooper Cos., Inc. | 146030 | 10208957 |
| \* | Corcept Therapeutics, <br> Inc.<br>| 166436 | 12228053 |
| \* | CorVel Corp. | 81942 | 6059611 |
| #\* | CRISPR Therapeutics <br> AG<br>| 97761 | 6255726 |
| \* | Cross Country <br> Healthcare, Inc.<br>| 74569 | 914216 |
| \* | CryoPort, Inc. | 22427 | 207225 |
| \* | Cullinan Therapeutics, <br> Inc.<br>| 46694 | 404370 |
| \* | Cumberland <br> Pharmaceuticals, <br> Inc.<br>| 4933 | 14750 |
|  | CVS Health Corp. | 644521 | 50369316 |
| \* | Cytek Biosciences, <br> Inc.<br>| 177647 | 692823 |
| \* | CytomX Therapeutics, <br> Inc.<br>| 82962 | 296174 |
|  | Danaher Corp. | 195436 | 42093006 |
| #\* | DaVita, Inc. | 155909 | 18556289 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| HEALTH CARE — (Continued) | HEALTH CARE — (Continued) | HEALTH CARE — (Continued) | HEALTH CARE — (Continued) |
| \* | Day One <br> Biopharmaceuticals, <br> Inc.<br>| 35686 | $265504 |
| \* | Definitive Healthcare <br> Corp.<br>| 30007 | 83119 |
| \* | Denali Therapeutics, <br> Inc.<br>| 130972 | 2132224 |
|  | Dentsply Sirona, Inc. | 131783 | 1661784 |
| \* | Design Therapeutics, <br> Inc.<br>| 2000 | 13400 |
| \* | Dexcom, Inc. | 155772 | 9069046 |
| \* | Dianthus Therapeutics, <br> Inc.<br>| 9374 | 327903 |
| #\* | Disc Medicine, Inc. | 10910 | 940660 |
| \* | Doximity, Inc., Class A | 95128 | 6278448 |
| #\* | Dynavax Technologies <br> Corp.<br>| 265347 | 2722460 |
| \* | Edgewise <br> Therapeutics, Inc.<br>| 32875 | 600955 |
| \* | Edwards Lifesciences <br> Corp.<br>| 194052 | 15999587 |
| #\* | Elanco Animal Health, <br> Inc.<br>| 831398 | 18415466 |
| \* | Electromed, Inc. | 13044 | 313839 |
|  | Elevance Health, Inc. | 124444 | 39473637 |
|  | Eli Lilly & Co. | 370043 | 319295303 |
|  | Embecta Corp. | 45730 | 610038 |
| #\* | Emergent BioSolutions, <br> Inc.<br>| 70735 | 882773 |
| \* | Enanta <br> Pharmaceuticals, <br> Inc.<br>| 1368 | 14993 |
|  | Encompass Health <br> Corp.<br>| 205698 | 23418717 |
| \* | Enhabit, Inc. | 110430 | 897796 |
| #\* | Enovis Corp. | 106948 | 3341056 |
|  | Ensign Group, Inc. | 86638 | 15603504 |
| \* | Entrada Therapeutics, <br> Inc.<br>| 2434 | 16916 |
| \* | Envista Holdings <br> Corp.<br>| 240256 | 4889210 |
| \* | Evolent Health, Inc., <br> Class A<br>| 58317 | 388974 |
| \* | Exact Sciences Corp. | 93103 | 6022833 |
| \* | Exagen, Inc. | 3009 | 35115 |
| \* | Exelixis, Inc. | 385463 | 14905854 |
| #\* | EyePoint <br> Pharmaceuticals, <br> Inc.<br>| 41662 | 545356 |
| \* | FONAR Corp. | 14228 | 213989 |
| \* | Forian, Inc. | 6611 | 14809 |
| \* | Forte Biosciences, Inc. | 605 | 7829 |
| \* | Fortrea Holdings, Inc. | 114141 | 1193915 |

---

------

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

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| HEALTH CARE — (Continued) | HEALTH CARE — (Continued) | HEALTH CARE — (Continued) | HEALTH CARE — (Continued) |
| \* | Fulcrum Therapeutics, <br> Inc.<br>| 99343 | $869251 |
| \* | Fulgent Genetics, Inc. | 64259 | 1442615 |
| \* | GE HealthCare <br> Technologies, Inc.<br>| 172024 | 12893199 |
| \* | GeneDx Holdings <br> Corp.<br>| 3271 | 447833 |
|  | Gilead Sciences, Inc. | 743690 | 89086625 |
| \* | Globus Medical, Inc., <br> Class A<br>| 115988 | 7004515 |
| \* | GoodRx Holdings, Inc., <br> Class A<br>| 116288 | 391891 |
| #\* | GRAIL, Inc. | 2934 | 269723 |
| \* | Haemonetics Corp. | 80955 | 4048560 |
| \* | Halozyme <br> Therapeutics, Inc.<br>| 162942 | 10622189 |
| \* | Harmony Biosciences <br> Holdings, Inc.<br>| 95777 | 2736349 |
| \* | Harrow, Inc. | 6371 | 240633 |
| \* | Harvard Bioscience, <br> Inc.<br>| 57415 | 29661 |
|  | HCA Healthcare, Inc. | 32985 | 15162545 |
| \* | Health Catalyst, Inc. | 37902 | 122423 |
| \* | HealthEquity, Inc. | 104629 | 9895811 |
|  | HealthStream, Inc. | 62631 | 1540723 |
| #\* | Henry Schein, Inc. | 202655 | 12807796 |
| †† | HilleVax, Inc. | 5210 | 729 |
| #\* | Hims & Hers Health, <br> Inc.<br>| 19870 | 903290 |
| \* | Hologic, Inc. | 209942 | 15516813 |
|  | Humana, Inc. | 80513 | 22397911 |
| \* | ICON PLC | 26655 | 4579862 |
| #\* | ICU Medical, Inc. | 22684 | 2724122 |
| \* | Ideaya Biosciences, <br> Inc.<br>| 25608 | 815871 |
| \* | IDEXX Laboratories, <br> Inc.<br>| 46068 | 29000267 |
| #\* | Illumina, Inc. | 63522 | 7847508 |
| \*†† | IMARA, Inc. | 6186 | 0 |
| \* | ImmuCell Corp. | 18384 | 113981 |
| \* | Incyte Corp. | 158882 | 14852289 |
| \* | InfuSystem Holdings, <br> Inc.<br>| 40643 | 421061 |
| \* | Innoviva, Inc. | 107406 | 1954789 |
| \* | Inogen, Inc. | 3001 | 24728 |
| \* | Insmed, Inc. | 8769 | 1662602 |
| \* | Inspire Medical <br> Systems, Inc.<br>| 18166 | 1309405 |
| \* | Instil Bio, Inc. | 636 | 11219 |
| \* | Insulet Corp. | 41000 | 12833410 |
| #\* | Integer Holdings Corp. | 54710 | 3532625 |
| \* | Integra LifeSciences <br> Holdings Corp.<br>| 79436 | 954026 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| HEALTH CARE — (Continued) | HEALTH CARE — (Continued) | HEALTH CARE — (Continued) | HEALTH CARE — (Continued) |
| #\* | Intellia Therapeutics, <br> Inc.<br>| 118263 | $1492479 |
| \* | Intuitive Surgical, Inc. | 34199 | 18271842 |
| \* | IQVIA Holdings, Inc. | 106560 | 23065978 |
|  | iRadimed Corp. | 6843 | 525611 |
| \*†† | iTeos Therapeutics, <br> Inc.<br>| 42601 | 0 |
| \* | Jazz Pharmaceuticals <br> PLC<br>| 91304 | 12567083 |
|  | Johnson & Johnson | 1299480 | 245432788 |
| #\* | Joint Corp. | 29610 | 233623 |
| \* | Kewaunee Scientific <br> Corp.<br>| 6314 | 264051 |
| \* | Kiniksa <br> Pharmaceuticals <br> International PLC<br>| 53571 | 1982663 |
| \* | Kodiak Sciences, Inc. | 3823 | 69292 |
| #\* | Krystal Biotech, Inc. | 30718 | 6067112 |
| \* | Kura Oncology, Inc. | 92618 | 951187 |
| \* | Kymera Therapeutics, <br> Inc.<br>| 50091 | 3097627 |
|  | Labcorp Holdings, Inc. | 89167 | 22644851 |
| \* | Lantern Pharma, Inc. | 2813 | 11280 |
| \* | Lantheus Holdings, <br> Inc.<br>| 115189 | 6645253 |
|  | LeMaitre Vascular, Inc. | 32814 | 2842021 |
| \* | LENSAR, Inc. | 29520 | 363096 |
| \* | LENZ Therapeutics, <br> Inc.<br>| 14122 | 419706 |
| \* | Lexeo Therapeutics, <br> Inc.<br>| 81084 | 811651 |
| \* | LifeStance Health <br> Group, Inc.<br>| 106880 | 523712 |
| #\* | Ligand <br> Pharmaceuticals, <br> Inc.<br>| 29425 | 5629297 |
| \* | Lipocine, Inc. | 32 | 87 |
| \* | Lisata Therapeutics, <br> Inc.<br>| 1515 | 4227 |
| \* | LivaNova PLC | 60797 | 3199746 |
| \* | MannKind Corp. | 175034 | 978440 |
| \* | MaxCyte, Inc. | 77150 | 118811 |
|  | McKesson Corp. | 19157 | 15542840 |
| \* | Medpace Holdings, <br> Inc.<br>| 34394 | 20117395 |
|  | Medtronic PLC | 420257 | 38117310 |
|  | Merck & Co., Inc. | 893535 | 76826139 |
| #\* | Merit Medical Systems, <br> Inc.<br>| 86356 | 7559604 |
| \*†† | Merrimack <br> Pharmaceuticals, <br> Inc.<br>| 2035 | 0 |
|  | Mesa Laboratories, <br> Inc.<br>| 7420 | 533424 |

---

------

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

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| HEALTH CARE — (Continued) | HEALTH CARE — (Continued) | HEALTH CARE — (Continued) | HEALTH CARE — (Continued) |
| \* | Mettler-Toledo <br> International, Inc.<br>| 11140 | $15777471 |
| \* | MiMedx Group, Inc. | 43006 | 328996 |
| †† | Mirati Therapeutics, <br> Inc.<br>| 32564 | 97041 |
| \* | Molina Healthcare, <br> Inc.<br>| 60891 | 9319976 |
| \* | Monte Rosa <br> Therapeutics, Inc.<br>| 3312 | 42559 |
| \* | Mural Oncology PLC | 6082 | 12711 |
| \* | Myriad Genetics, Inc. | 116426 | 936065 |
| \* | Natera, Inc. | 34508 | 6864676 |
|  | National HealthCare <br> Corp.<br>| 28573 | 3412759 |
|  | National Research <br> Corp.<br>| 38592 | 515589 |
| \* | Neogen Corp. | 44690 | 275737 |
| \* | NeoGenomics, Inc. | 151282 | 1478025 |
| \*†† | Neoleukin <br> Therapeutics, Inc.<br>| 1526 | 0 |
| \* | Neurocrine <br> Biosciences, Inc.<br>| 79833 | 11432884 |
| \* | Nexgel, Inc. | 4609 | 11430 |
| \* | Niagen Bioscience, <br> Inc.<br>| 23369 | 176202 |
| \* | Novocure Ltd. | 19759 | 253113 |
| \* | Olema <br> Pharmaceuticals, <br> Inc.<br>| 57191 | 513003 |
| \*» | OmniAb, Inc. <br> (2200963D US)<br>| 13783 | 0 |
| \*» | OmniAb, Inc. <br> (2200964D US)<br>| 13783 | 0 |
| \* | OmniAb, Inc. (OABI <br> UQ)<br>| 78606 | 121839 |
| \* | Omnicell, Inc. | 71689 | 2406600 |
| \*†† | Opiant <br> Pharmaceuticals, <br> Inc.<br>| 5178 | 0 |
| \* | OptimizeRx Corp. | 16348 | 334971 |
| \* | Option Care Health, <br> Inc.<br>| 149004 | 3878574 |
| \* | Oramed <br> Pharmaceuticals, <br> Inc.<br>| 23349 | 55804 |
| \* | OraSure Technologies, <br> Inc.<br>| 115021 | 315158 |
| \* | Organogenesis <br> Holdings, Inc.<br>| 63814 | 271210 |
| # | Organon & Co. | 258864 | 1747332 |
| \* | ORIC Pharmaceuticals, <br> Inc.<br>| 52289 | 688123 |
| \* | Orthofix Medical, Inc. | 10726 | 165609 |
| \* | OrthoPediatrics Corp. | 6700 | 112828 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| HEALTH CARE — (Continued) | HEALTH CARE — (Continued) | HEALTH CARE — (Continued) | HEALTH CARE — (Continued) |
| \* | Pacira BioSciences, <br> Inc.<br>| 106642 | $2280006 |
| \*†† | PDL BioPharma, Inc. | 458319 | 192494 |
| \* | Pediatrix Medical <br> Group, Inc.<br>| 110514 | 1875423 |
| \* | Pennant Group, Inc. | 41885 | 1035816 |
| \* | Penumbra, Inc. | 25454 | 5787476 |
| # | Perrigo Co. PLC | 155134 | 3217479 |
| #\* | Personalis, Inc. | 8213 | 79173 |
|  | Pfizer, Inc. | 2032441 | 50099671 |
|  | Phibro Animal Health <br> Corp., Class A<br>| 36699 | 1543560 |
| \* | Phreesia, Inc. | 5355 | 121237 |
| †† | Poseida Therapeutics, <br> Inc.<br>| 45912 | 22956 |
| \* | Precipio, Inc. | 100 | 2072 |
|  | Premier, Inc., Class A | 2379 | 66897 |
| \* | Prestige Consumer <br> Healthcare, Inc.<br>| 81594 | 4944596 |
| \* | Privia Health Group, <br> Inc.<br>| 131714 | 3200650 |
| #\* | Pro-Dex, Inc. | 6861 | 248643 |
| \* | Progyny, Inc. | 126513 | 2367058 |
| \* | Protagonist <br> Therapeutics, Inc.<br>| 16732 | 1315470 |
| \* | PTC Therapeutics, <br> Inc.<br>| 43276 | 2956184 |
| \* | Pulmatrix, Inc. | 1398 | 6822 |
| \* | Puma Biotechnology, <br> Inc.<br>| 5406 | 27571 |
| \* | Quanterix Corp. | 8046 | 42966 |
|  | Quest Diagnostics, <br> Inc.<br>| 151722 | 26695486 |
| \* | QuidelOrtho Corp. | 5582 | 150658 |
| #\* | RadNet, Inc. | 116583 | 8859142 |
| \* | Rafael Holdings, Inc., <br> Class B<br>| 20215 | 27492 |
| \* | Rapid Micro <br> Biosystems, Inc., <br> Class A<br>| 2476 | 7403 |
|  | Regeneron <br> Pharmaceuticals, <br> Inc.<br>| 32989 | 21502230 |
| \* | REGENXBIO, Inc. | 30857 | 394044 |
| \* | Relay Therapeutics, <br> Inc.<br>| 80396 | 574027 |
| \* | Repligen Corp. | 65599 | 9778187 |
| #\* | Replimune Group, Inc. | 60113 | 584899 |
|  | ResMed, Inc. | 71844 | 17736847 |
| \* | Revolution Medicines, <br> Inc.<br>| 127827 | 7521341 |
| # | Revvity, Inc. | 125749 | 11768849 |
| #\* | Rigel Pharmaceuticals, <br> Inc.<br>| 22053 | 696434 |

---

------

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

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| HEALTH CARE — (Continued) | HEALTH CARE — (Continued) | HEALTH CARE — (Continued) | HEALTH CARE — (Continued) |
| \* | Roivant Sciences Ltd. | 861632 | $17224024 |
|  | Royalty Pharma PLC, <br> Class A<br>| 337451 | 12667911 |
| \* | RxSight, Inc. | 9125 | 80209 |
| \* | Sarepta Therapeutics, <br> Inc.<br>| 45399 | 1090030 |
| \* | Schrodinger, Inc. | 31088 | 654092 |
|  | Select Medical <br> Holdings Corp.<br>| 289489 | 4003633 |
| \* | Sensus Healthcare, <br> Inc.<br>| 22487 | 71734 |
| \* | Sera Prognostics, Inc., <br> Class A<br>| 3405 | 11168 |
| \* | SI-BONE, Inc. | 21311 | 316042 |
|  | SIGA Technologies, <br> Inc.<br>| 121358 | 1004844 |
| \* | Sight Sciences, Inc. | 6130 | 31018 |
| \* | Simulations Plus, Inc. | 7254 | 124624 |
| \* | Solid Biosciences, Inc. | 5023 | 27074 |
| \* | Solventum Corp. | 33036 | 2280805 |
| \* | Sotera Health Co. | 232596 | 3861094 |
| \* | STAAR Surgical Co. | 6920 | 179020 |
|  | STERIS PLC | 98328 | 23175910 |
| #\* | Stoke Therapeutics, <br> Inc.<br>| 33196 | 997208 |
|  | Stryker Corp. | 70102 | 24973136 |
| #\* | Summit Therapeutics, <br> Inc.<br>| 16566 | 313263 |
| \* | Supernus <br> Pharmaceuticals, <br> Inc.<br>| 101033 | 5569949 |
| #\* | Surgery Partners, Inc. | 144161 | 3161451 |
| \* | Surmodics, Inc. | 21714 | 595724 |
| \* | Tactile Systems <br> Technology, Inc.<br>| 23466 | 353633 |
| \* | Talkspace, Inc. | 16075 | 51922 |
| #\* | Teladoc Health, Inc. | 194661 | 1679924 |
|  | Teleflex, Inc. | 41739 | 5195253 |
| \* | Tempus AI, Inc. | 22514 | 2022883 |
| \* | Tenet Healthcare <br> Corp.<br>| 143323 | 29594766 |
| \* | Terns Pharmaceuticals, <br> Inc.<br>| 131300 | 1084538 |
| \* | Theravance <br> Biopharma, Inc.<br>| 17905 | 262487 |
|  | Thermo Fisher <br> Scientific, Inc.<br>| 80905 | 45904688 |
| \*†† | Third Harmonic Bio, <br> Inc.<br>| 968 | 29 |
| #\* | TransMedics Group, <br> Inc.<br>| 21672 | 2850735 |
| \* | Treace Medical <br> Concepts, Inc.<br>| 4659 | 29771 |
| \* | TruBridge, Inc. | 910 | 17490 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| HEALTH CARE — (Continued) | HEALTH CARE — (Continued) | HEALTH CARE — (Continued) | HEALTH CARE — (Continued) |
| \* | Twist Bioscience Corp. | 12559 | $413066 |
| # | U.S. Physical Therapy, <br> Inc.<br>| 27724 | 2391749 |
| #\* | UFP Technologies, <br> Inc.<br>| 11571 | 2229037 |
| \* | United Therapeutics <br> Corp.<br>| 68837 | 30662065 |
|  | UnitedHealth Group, <br> Inc.<br>| 280308 | 95742000 |
|  | Universal Health <br> Services, Inc., <br> Class B<br>| 75913 | 16473880 |
|  | Utah Medical Products, <br> Inc.<br>| 6179 | 359000 |
| \* | Vanda <br> Pharmaceuticals, <br> Inc.<br>| 84381 | 367057 |
| \* | Varex Imaging Corp. | 11066 | 129362 |
| \* | Veeva Systems, Inc., <br> Class A<br>| 47287 | 13769974 |
| \* | Ventyx Biosciences, <br> Inc.<br>| 329 | 2806 |
| \* | Veracyte, Inc. | 141751 | 5114376 |
| \* | Vericel Corp. | 23118 | 810517 |
| \* | Vertex <br> Pharmaceuticals, <br> Inc.<br>| 74228 | 31589210 |
|  | Viatris, Inc. | 941370 | 9752593 |
| \* | Vicarious Surgical, <br> Inc., Class A<br>| 1322 | 7046 |
| \* | Vir Biotechnology, Inc. | 19911 | 118670 |
| \* | Viridian Therapeutics, <br> Inc.<br>| 24726 | 584275 |
| \* | Voyager Therapeutics, <br> Inc.<br>| 17707 | 82692 |
| \* | Waters Corp. | 61672 | 21560531 |
| \* | Waystar Holding Corp. | 39673 | 1422277 |
|  | West Pharmaceutical <br> Services, Inc.<br>| 47271 | 13333731 |
| \* | XBiotech, Inc. | 9859 | 23169 |
| #\* | Xencor, Inc. | 82668 | 1216046 |
| \* | Xenon <br> Pharmaceuticals, <br> Inc.<br>| 33844 | 1418740 |
| \* | XOMA Royalty Corp. | 1135 | 37432 |
|  | Zimmer Biomet <br> Holdings, Inc.<br>| 196323 | 19742241 |
|  | Zoetis, Inc. | 240091 | 34594712 |
| \* | Zymeworks, Inc. | 92456 | 1764523 |
| TOTAL HEALTH CARE | TOTAL HEALTH CARE |  | 3020941917 |
| INDUSTRIALS — (13.1%) | INDUSTRIALS — (13.1%) | INDUSTRIALS — (13.1%) | INDUSTRIALS — (13.1%) |
| #\* | 3D Systems Corp. | 136900 | 391534 |

---

------

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

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) |
|  | 3M Co. | 196554 | $32726241 |
| # | A.O. Smith Corp. | 205874 | 13585625 |
| # | AAON, Inc. | 88952 | 8751987 |
| \* | AAR Corp. | 70474 | 5934616 |
|  | ABM Industries, Inc. | 110332 | 4744276 |
|  | ACCO Brands Corp. | 117521 | 441879 |
|  | Acme United Corp. | 7309 | 277815 |
|  | Acuity, Inc. | 37731 | 13773702 |
| \* | ACV Auctions, Inc., <br> Class A<br>| 16230 | 147206 |
|  | Advanced Drainage <br> Systems, Inc.<br>| 119635 | 16754882 |
|  | Aebi Schmidt Holding <br> AG<br>| 46434 | 517739 |
|  | AECOM | 182809 | 24560389 |
| #\* | AeroVironment, Inc. | 27531 | 10183992 |
| \* | AerSale Corp. | 5923 | 43949 |
|  | AGCO Corp. | 193926 | 20005406 |
| \* | Air Industries Group | 856 | 2799 |
|  | Air Lease Corp. | 228077 | 14564997 |
|  | Alamo Group, Inc. | 21884 | 3911108 |
| \* | Alaska Air Group, Inc. | 220364 | 9195790 |
|  | Albany International <br> Corp., Class A<br>| 53154 | 3007453 |
|  | Alight, Inc., Class A | 410773 | 1183026 |
| #\* | Allegiant Travel Co. | 32252 | 2005429 |
|  | Allegion PLC | 137584 | 22807300 |
|  | Allient, Inc. | 30644 | 1675614 |
|  | Allison Transmission <br> Holdings, Inc.<br>| 231323 | 19095714 |
| \* | Alpha Pro Tech Ltd. | 28782 | 130958 |
|  | Alta Equipment Group, <br> Inc.<br>| 38954 | 238398 |
| #\* | Amentum Holdings, <br> Inc.<br>| 116974 | 2621387 |
| \* | Ameresco, Inc., <br> Class A<br>| 44855 | 1772670 |
| \* | American Airlines <br> Group, Inc.<br>| 420321 | 5518815 |
| \* | American <br> Superconductor <br> Corp.<br>| 23056 | 1365607 |
| \* | American Woodmark <br> Corp.<br>| 26251 | 1672976 |
|  | AMETEK, Inc. | 188163 | 38029624 |
| \* | API Group Corp. | 343273 | 12639312 |
|  | Apogee Enterprises, <br> Inc.<br>| 42745 | 1564894 |
|  | Applied Industrial <br> Technologies, Inc.<br>| 56047 | 14409123 |
|  | ArcBest Corp. | 41471 | 3082125 |
|  | Arcosa, Inc. | 88530 | 9030060 |
|  | Argan, Inc. | 14932 | 4572328 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) |
|  | Armstrong World <br> Industries, Inc.<br>| 78606 | $14968941 |
|  | Astec Industries, Inc. | 28910 | 1345182 |
| \* | Astronics Corp. (ATRO <br> US)<br>| 15158 | 745470 |
| \* | Astronics Corp. <br> (ATROB US), <br> Class B<br>| 31687 | 1559317 |
| \* | ATI, Inc. | 225110 | 22279137 |
|  | Atkore, Inc. | 60642 | 4199459 |
|  | Atmus Filtration <br> Technologies, Inc.<br>| 57387 | 2609961 |
|  | Automatic Data <br> Processing, Inc.<br>| 271074 | 70560562 |
| #\* | Avis Budget Group, <br> Inc.<br>| 12814 | 1743601 |
| \* | Axon Enterprise, Inc. | 20530 | 15032682 |
|  | AZZ, Inc. | 54521 | 5443922 |
|  | Barrett Business <br> Services, Inc.<br>| 38574 | 1561090 |
| #\* | BlackSky Technology, <br> Inc.<br>| 10301 | 217557 |
| #\* | Bloom Energy Corp., <br> Class A<br>| 14134 | 1867949 |
| \* | Blue Bird Corp. | 51392 | 2567544 |
| \* | BlueLinx Holdings, <br> Inc.<br>| 10070 | 658981 |
| \* | Boeing Co. | 124648 | 25056741 |
|  | Boise Cascade Co. | 102308 | 7211691 |
|  | Booz Allen Hamilton <br> Holding Corp.<br>| 123152 | 10733928 |
| \* | Bowman Consulting <br> Group Ltd.<br>| 3273 | 141688 |
|  | Brady Corp., Class A | 79240 | 6015108 |
| \* | BrightView Holdings, <br> Inc.<br>| 110428 | 1360473 |
|  | Brink's Co. | 63353 | 7042319 |
|  | Broadridge Financial <br> Solutions, Inc.<br>| 86898 | 19152319 |
| \* | Broadwind, Inc. | 4998 | 11695 |
| \* | Builders FirstSource, <br> Inc.<br>| 176702 | 20527471 |
| # | BWX Technologies, <br> Inc.<br>| 103072 | 22017210 |
| #\* | Byrna Technologies, <br> Inc.<br>| 17014 | 344534 |
| #\* | CACI International, <br> Inc., Class A<br>| 29061 | 16339547 |
| \* | Cadeler AS (CDLR <br> US), ADR<br>| 24435 | 452781 |
| # | Cadre Holdings, Inc. | 35212 | 1495102 |
|  | Carlisle Cos., Inc. | 56846 | 18477792 |
|  | Carpenter Technology <br> Corp.<br>| 102531 | 32389543 |

---

------

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

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) |
|  | Carrier Global Corp. | 463560 | $27577184 |
| \* | Casella Waste <br> Systems, Inc., <br> Class A<br>| 57754 | 5115272 |
|  | Caterpillar, Inc. | 321812 | 185769195 |
| #\* | CBIZ, Inc. | 94087 | 5174785 |
| #\* | CECO Environmental <br> Corp.<br>| 63655 | 3112093 |
|  | CH Robinson <br> Worldwide, Inc.<br>| 134589 | 20725360 |
| \* | Chart Industries, Inc. | 21368 | 4265480 |
|  | Chicago Rivet & <br> Machine Co.<br>| 653 | 6040 |
| #\* | Cimpress PLC | 18776 | 1299487 |
|  | Cintas Corp. | 120681 | 22117207 |
|  | Civeo Corp. | 17090 | 355130 |
| #\* | Clarivate PLC | 540736 | 1838502 |
| \* | Clean Harbors, Inc. | 96615 | 20338424 |
|  | CNH Industrial NV | 1010606 | 10601257 |
|  | Columbus McKinnon <br> Corp.<br>| 38435 | 623800 |
|  | Comfort Systems USA, <br> Inc.<br>| 23310 | 22507670 |
|  | CompX International, <br> Inc.<br>| 9138 | 205514 |
| # | Concentrix Corp. | 32913 | 1326723 |
|  | Concrete Pumping <br> Holdings, Inc.<br>| 52436 | 335066 |
| \* | Conduent, Inc. | 222021 | 528410 |
| \* | Construction Partners, <br> Inc., Class A<br>| 49707 | 5683995 |
|  | Copa Holdings SA, <br> Class A<br>| 44179 | 5531653 |
| \* | Copart, Inc. | 355405 | 15285969 |
| \* | Core & Main, Inc., <br> Class A<br>| 291082 | 15188659 |
| †† | Costa <br> Communications, <br> Inc.<br>| 5301 | 636 |
| \* | Costamare Bulkers <br> Holdings Ltd.<br>| 47398 | 613330 |
|  | Costamare, Inc. | 324279 | 3962689 |
|  | Covenant Logistics <br> Group, Inc.<br>| 51533 | 1039421 |
| #\*» | CPI Aerostructures, <br> Inc.<br>| 27297 | 67970 |
|  | CRA International, Inc. | 18595 | 3542162 |
|  | Crane Co. | 73909 | 14042710 |
|  | CSG Systems <br> International, Inc.<br>| 60819 | 4760303 |
| # | CSW Industrials, Inc. | 21221 | 5314163 |
|  | CSX Corp. | 1859727 | 66987367 |
|  | Cummins, Inc. | 121273 | 53078767 |
|  | Curtiss-Wright Corp. | 34513 | 20560429 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) |
| \* | Custom Truck One <br> Source, Inc.<br>| 7745 | $45618 |
| \* | Dayforce, Inc. | 3071 | 211101 |
|  | Deere & Co. | 183569 | 84740957 |
|  | Delta Air Lines, Inc. | 873423 | 50117012 |
|  | Deluxe Corp. | 50776 | 919553 |
| \* | Distribution Solutions <br> Group, Inc.<br>| 51365 | 1404319 |
| \* | DLH Holdings Corp. | 21039 | 130863 |
| \* | DNOW, Inc. | 200703 | 2950334 |
|  | Donaldson Co., Inc. | 210910 | 17769168 |
|  | Douglas Dynamics, <br> Inc.<br>| 61435 | 1857180 |
|  | Dover Corp. | 140733 | 25537410 |
| \* | Ducommun, Inc. | 26890 | 2467158 |
| \* | DXP Enterprises, Inc. | 48547 | 5808649 |
| \* | Dycom Industries, Inc. | 52170 | 15014004 |
|  | Eastern Co. | 12710 | 271359 |
|  | Eaton Corp. PLC | 114490 | 43684804 |
|  | EMCOR Group, Inc. | 51687 | 34929041 |
|  | Emerson Electric Co. | 183726 | 25642638 |
| \* | Energy Recovery, Inc. | 44446 | 760471 |
|  | Enerpac Tool Group <br> Corp.<br>| 112699 | 4625167 |
|  | EnerSys | 67509 | 8516935 |
|  | Ennis, Inc. | 34910 | 572524 |
| # | Enpro, Inc. | 38091 | 8837493 |
| \* | Enviri Corp. | 145313 | 1774272 |
|  | Equifax, Inc. | 57467 | 12131284 |
|  | Esab Corp. | 91443 | 10682371 |
|  | ESCO Technologies, <br> Inc.<br>| 43587 | 9566039 |
|  | Espey Mfg. & <br> Electronics Corp.<br>| 4614 | 173071 |
| \* | Everus Construction <br> Group, Inc.<br>| 81928 | 7446436 |
|  | EVI Industries, Inc. | 1292 | 34806 |
| \* | ExlService Holdings, <br> Inc.<br>| 176694 | 6908735 |
| # | Expeditors <br> International of <br> Washington, Inc.<br>| 181697 | 22148864 |
|  | Exponent, Inc. | 49995 | 3540146 |
|  | Fastenal Co. | 1081576 | 44506852 |
|  | Federal Signal Corp. | 91280 | 10773778 |
|  | FedEx Corp. | 191916 | 48712119 |
|  | Ferguson Enterprises, <br> Inc.<br>| 173092 | 43013362 |
|  | Flowserve Corp. | 185050 | 12629663 |
| \* | Fluor Corp. | 178915 | 8725685 |
| \* | Forrester Research, <br> Inc.<br>| 5894 | 42024 |
|  | Fortive Corp. | 251778 | 12674505 |
|  | Fortune Brands <br> Innovations, Inc.<br>| 211966 | 10767873 |

---

------

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

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) |
| \* | Forward Air Corp. | 9702 | $182495 |
| #\* | Franklin Covey Co. | 36225 | 615101 |
|  | Franklin Electric Co., <br> Inc.<br>| 66794 | 6330067 |
| \* | FreightCar America, <br> Inc.<br>| 8587 | 76338 |
| #\* | Frontier Group <br> Holdings, Inc.<br>| 156425 | 603801 |
|  | FTAI Aviation Ltd. | 60900 | 10529610 |
| # | FTAI Infrastructure, <br> Inc.<br>| 21022 | 112257 |
| \* | FTI Consulting, Inc. | 58304 | 9620743 |
| \* | Fuel Tech, Inc. | 3795 | 9412 |
| \* | Gates Industrial Corp. <br> PLC<br>| 364593 | 8050213 |
|  | GATX Corp. | 84596 | 13268883 |
|  | GE Vernova, Inc. | 108306 | 63374173 |
| # | Genco Shipping & <br> Trading Ltd.<br>| 81300 | 1385352 |
| \* | Gencor Industries, Inc. | 20171 | 274124 |
| \* | Generac Holdings, <br> Inc.<br>| 63182 | 10615840 |
|  | General Dynamics <br> Corp.<br>| 129173 | 44551768 |
|  | General Electric Co. | 433225 | 133844864 |
|  | Genpact Ltd. | 383167 | 14617821 |
| \* | Gibraltar Industries, <br> Inc.<br>| 53175 | 3317588 |
|  | Global Industrial Co. | 57620 | 1637560 |
|  | Gorman-Rupp Co. | 53910 | 2424333 |
|  | Graco, Inc. | 147860 | 12090512 |
| \* | Graham Corp. | 23254 | 1448492 |
|  | Granite Construction, <br> Inc.<br>| 65746 | 6765921 |
| \* | Great Lakes Dredge & <br> Dock Corp.<br>| 142772 | 1620462 |
|  | Greenbrier Cos., Inc. | 55647 | 2324375 |
|  | Griffon Corp. | 76599 | 5669092 |
| #\* | GXO Logistics, Inc. | 207107 | 11641484 |
| \* | Hayward Holdings, <br> Inc.<br>| 257356 | 4367331 |
| \* | Healthcare Services <br> Group, Inc.<br>| 100415 | 1794416 |
| # | Heartland Express, <br> Inc.<br>| 61045 | 476151 |
|  | HEICO Corp. (HEI <br> US)<br>| 27411 | 8710393 |
|  | HEICO Corp. (HEIA <br> US), Class A<br>| 39491 | 9783105 |
|  | Helios Technologies, <br> Inc.<br>| 50144 | 2775972 |
| # | Herc Holdings, Inc. | 87392 | 12414034 |
| # | Hexcel Corp. | 133760 | 9550464 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) |
| \* | Hillman Solutions <br> Corp.<br>| 196818 | $1814662 |
|  | HireQuest, Inc. | 871 | 7430 |
| # | HNI Corp. | 81199 | 3322663 |
|  | Honeywell <br> International, Inc.<br>| 379317 | 76367892 |
|  | Howmet Aerospace, <br> Inc.<br>| 93575 | 19271771 |
|  | Hub Group, Inc., <br> Class A<br>| 109827 | 4044928 |
|  | Hubbell, Inc. | 64395 | 30265650 |
| \* | Hudson Technologies, <br> Inc.<br>| 26011 | 236050 |
|  | Huntington Ingalls <br> Industries, Inc.<br>| 47137 | 15179057 |
| \* | Hurco Cos., Inc. | 8054 | 144569 |
| \* | Huron Consulting <br> Group, Inc.<br>| 54092 | 8894888 |
| \* | Hyliion Holdings Corp. | 17256 | 40897 |
|  | Hyster-Yale, Inc. | 19035 | 684118 |
| \* | IBEX Holdings Ltd. | 10814 | 404119 |
|  | ICF International, Inc. | 33326 | 2675411 |
| \* | Ideal Power, Inc. | 3327 | 18664 |
|  | IDEX Corp. | 66146 | 11341393 |
| #\* | IES Holdings, Inc. | 41300 | 16184644 |
|  | Illinois Tool Works, <br> Inc.<br>| 211517 | 51593227 |
|  | Ingersoll Rand, Inc. | 280410 | 21403695 |
| #\* | Innodata, Inc. | 7948 | 593000 |
| \* | Innovative Solutions & <br> Support, Inc.<br>| 29317 | 275580 |
|  | Insperity, Inc. | 56756 | 2504075 |
|  | Insteel Industries, Inc. | 35811 | 1118736 |
|  | Interface, Inc. | 106090 | 2641641 |
|  | ITT, Inc. | 96037 | 17773568 |
|  | Jacobs Solutions, Inc. | 119829 | 18670556 |
| \* | Janus International <br> Group, Inc.<br>| 153011 | 1468906 |
|  | JB Hunt Transport <br> Services, Inc.<br>| 127775 | 21576087 |
| \* | JELD-WEN Holding, <br> Inc.<br>| 65210 | 283011 |
| #\* | JetBlue Airways Corp. | 527761 | 2216596 |
|  | Johnson Controls <br> International PLC<br>| 318085 | 36385743 |
| # | Kadant, Inc. | 17684 | 4892455 |
|  | Karat Packaging, Inc. | 2335 | 56087 |
|  | KBR, Inc. | 314884 | 13489631 |
|  | Kelly Services, Inc., <br> Class A<br>| 43352 | 485976 |
| # | Kennametal, Inc. | 127128 | 2790460 |
|  | Kforce, Inc. | 57442 | 1453283 |
| \* | Kirby Corp. | 138419 | 14323598 |

---

------

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

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) |
| \* | Knightscope, Inc., <br> Class A<br>| 1695 | $8678 |
|  | Knight-Swift <br> Transportation <br> Holdings, Inc.<br>| 286465 | 12925301 |
|  | Korn Ferry | 94399 | 6107615 |
| #\* | Kratos Defense & <br> Security Solutions, <br> Inc.<br>| 334045 | 30264477 |
| \* | L.B. Foster Co., <br> Class A<br>| 25740 | 705276 |
|  | L3Harris Technologies, <br> Inc.<br>| 97703 | 28245937 |
|  | Landstar System, Inc. | 76198 | 9786109 |
| \* | Legalzoom.com, Inc. | 191692 | 1911169 |
|  | Leidos Holdings, Inc. | 152945 | 29131434 |
|  | Lennox International, <br> Inc.<br>| 32452 | 16388260 |
|  | Leonardo DRS, Inc. | 80220 | 2932843 |
| #\* | Limbach Holdings, Inc. | 17941 | 1695066 |
|  | Lincoln Electric <br> Holdings, Inc.<br>| 83224 | 19511867 |
|  | Lindsay Corp. | 19249 | 2141259 |
| \* | Liquidity Services, Inc. | 63186 | 1512673 |
| \* | Loar Holdings, Inc. | 48112 | 3807103 |
|  | Lockheed Martin Corp. | 161715 | 79544374 |
|  | LSI Industries, Inc. | 62980 | 1441612 |
|  | Luxfer Holdings PLC | 39886 | 486609 |
| \* | Lyft, Inc., Class A | 158316 | 3239145 |
| \* | Manitowoc Co., Inc. | 64155 | 652456 |
|  | ManpowerGroup, Inc. | 55832 | 1711809 |
|  | Marten Transport Ltd. | 132417 | 1357274 |
|  | Masco Corp. | 159092 | 10302798 |
| \* | MasTec, Inc. | 97594 | 19924791 |
| \* | Mastech Digital, Inc. | 18872 | 130217 |
| #\* | Masterbrand, Inc. | 229405 | 2897385 |
| \* | Matrix Service Co. | 50575 | 759637 |
|  | Matson, Inc. | 57278 | 5782214 |
|  | Maximus, Inc. | 101997 | 8477991 |
| \* | Mayville Engineering <br> Co., Inc.<br>| 14589 | 259976 |
|  | McGrath RentCorp | 20282 | 2179098 |
| #\* | Mercury Systems, Inc. | 108146 | 8371582 |
| \* | Middleby Corp. | 81535 | 10129093 |
|  | Miller Industries, Inc. | 17318 | 695145 |
|  | MillerKnoll, Inc. | 109816 | 1715326 |
| \* | Mistras Group, Inc. | 20847 | 198880 |
| \* | Mobile Infrastructure <br> Corp.<br>| 3030 | 10363 |
| #\* | Montrose <br> Environmental <br> Group, Inc.<br>| 32616 | 844102 |
| # | Moog, Inc., Class A | 52156 | 10684157 |
| \* | MRC Global, Inc. | 150916 | 2105278 |
|  | MSA Safety, Inc. | 60148 | 9445040 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) |
| # | MSC Industrial Direct <br> Co., Inc., Class A<br>| 89467 | $7596643 |
|  | Mueller Industries, Inc. | 176191 | 18653341 |
|  | Mueller Water <br> Products, Inc., <br> Class A<br>| 236332 | 6064279 |
| \* | MYR Group, Inc. | 23415 | 5097446 |
|  | National Presto <br> Industries, Inc.<br>| 12883 | 1378095 |
| \* | Nephros, Inc. | 2725 | 15533 |
| \* | NEXTracker, Inc., <br> Class A<br>| 128223 | 12978732 |
|  | NL Industries, Inc. | 254088 | 1537232 |
|  | Nordson Corp. | 54310 | 12597205 |
|  | Norfolk Southern <br> Corp.<br>| 150224 | 42570477 |
|  | Northrop Grumman <br> Corp.<br>| 52042 | 30363905 |
| \* | NPK International, Inc. | 207335 | 2550221 |
|  | nVent Electric PLC | 168869 | 19310170 |
| \* | NWPX Infrastructure, <br> Inc.<br>| 21980 | 1322317 |
|  | Old Dominion Freight <br> Line, Inc.<br>| 142190 | 19966320 |
|  | Omega Flex, Inc. | 12098 | 334510 |
| \* | OPENLANE, Inc. | 226216 | 5976627 |
| \* | Optex Systems <br> Holdings, Inc.<br>| 1476 | 25431 |
| \* | Orion Group Holdings, <br> Inc.<br>| 79136 | 852295 |
|  | Oshkosh Corp. | 132150 | 16292774 |
|  | Otis Worldwide Corp. | 256975 | 23837001 |
|  | Owens Corning | 171211 | 21796872 |
|  | PACCAR, Inc. | 461810 | 45442104 |
| #\* | Palladyne AI Corp. | 5149 | 43097 |
| \* | PAMT Corp. | 56632 | 570284 |
|  | Pangaea Logistics <br> Solutions Ltd.<br>| 86986 | 430581 |
|  | Park Aerospace Corp. | 29889 | 572673 |
|  | Parker-Hannifin Corp. | 51869 | 40085919 |
|  | Park-Ohio Holdings <br> Corp.<br>| 38449 | 793203 |
| \* | Parsons Corp. | 105246 | 8750152 |
|  | Paychex, Inc. | 242750 | 28409032 |
|  | Paycom Software, Inc. | 56328 | 10538406 |
| \* | Paylocity Holding <br> Corp.<br>| 62892 | 8884753 |
|  | Pentair PLC | 224191 | 23842713 |
| \* | Perma-Fix <br> Environmental <br> Services, Inc.<br>| 20738 | 283903 |
| \* | Perma-Pipe <br> International <br> Holdings, Inc.<br>| 14584 | 404268 |

---

------

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

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) |
|  | Pioneer Power <br> Solutions, Inc.<br>| 3944 | $18142 |
| # | Pitney Bowes, Inc. | 135017 | 1333968 |
| \* | Planet Labs PBC | 225420 | 3031899 |
| # | Powell Industries, Inc. | 22163 | 8497073 |
| #\* | Power Solutions <br> International, Inc.<br>| 5917 | 506614 |
|  | Preformed Line <br> Products Co.<br>| 8874 | 1882264 |
|  | Primoris Services <br> Corp.<br>| 85553 | 12107461 |
| \* | Proto Labs, Inc. | 43018 | 2140576 |
|  | Quad/Graphics, Inc. | 71371 | 393254 |
|  | Quanex Building <br> Products Corp.<br>| 23187 | 329487 |
|  | Quanta Services, Inc. | 73650 | 33078424 |
| \* | Quest Resource <br> Holding Corp.<br>| 19515 | 29663 |
| \* | Radiant Logistics, Inc. | 104745 | 633707 |
| \* | RBC Bearings, Inc. | 32227 | 13810236 |
| \* | RCM Technologies, <br> Inc.<br>| 616 | 14230 |
| # | Regal Rexnord Corp. | 117764 | 16591770 |
|  | Republic Services, <br> Inc.<br>| 111289 | 23174821 |
| \* | Resideo Technologies, <br> Inc.<br>| 271326 | 11612753 |
|  | REV Group, Inc. | 115033 | 5897742 |
|  | Robert Half, Inc. | 102154 | 2675413 |
| \* | Rocket Lab Corp. | 296971 | 18703234 |
|  | Rockwell Automation, <br> Inc.<br>| 76321 | 28113604 |
|  | Rollins, Inc. | 302574 | 17431288 |
|  | RTX Corp. | 685529 | 122366926 |
|  | Rush Enterprises, Inc. <br> (RUSHA US), <br> Class A<br>| 141766 | 7004658 |
|  | Rush Enterprises, Inc. <br> (RUSHB US), <br> Class B<br>| 13458 | 706141 |
| #\* | RXO, Inc. | 232027 | 4113839 |
|  | Ryder System, Inc. | 73497 | 12437897 |
| \* | Saia, Inc. | 26299 | 7692458 |
|  | Schneider National, <br> Inc., Class B<br>| 89924 | 1921676 |
| # | Science Applications <br> International Corp.<br>| 82923 | 7770714 |
| # | Sensata Technologies <br> Holding PLC<br>| 143096 | 4554746 |
| \* | SES AI Corp. | 5000 | 11800 |
| \* | Shoals Technologies <br> Group, Inc., Class A<br>| 20284 | 213185 |
| \* | SIFCO Industries, Inc. | 7118 | 52317 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) |
|  | Simpson <br> Manufacturing Co., <br> Inc.<br>| 63093 | $11135915 |
| \* | SiteOne Landscape <br> Supply, Inc.<br>| 65228 | 8464638 |
| \* | Skillsoft Corp. | 648 | 8508 |
| \* | SkyWest, Inc. | 72754 | 7310322 |
|  | Snap-on, Inc. | 55011 | 18458941 |
| # | Southwest Airlines Co. | 743209 | 22519233 |
| \* | SPX Technologies, <br> Inc.<br>| 70452 | 15773498 |
|  | SS&C Technologies <br> Holdings, Inc.<br>| 224481 | 19062927 |
| # | Standex International <br> Corp.<br>| 18209 | 4246885 |
|  | Stanley Black & <br> Decker, Inc.<br>| 115728 | 7837100 |
| \* | Star Equity Holdings, <br> Inc.<br>| 16688 | 183902 |
|  | Steelcase, Inc., <br> Class A<br>| 142989 | 2282104 |
| #\* | Sterling Infrastructure, <br> Inc.<br>| 39517 | 14933474 |
| \* | Strata Critical Medical, <br> Inc.<br>| 126781 | 637708 |
| \* | Sun Country Airlines <br> Holdings, Inc.<br>| 49631 | 609469 |
| \* | Sunrun, Inc. | 402958 | 8365408 |
| #\* | Symbotic, Inc. | 7084 | 573450 |
| \* | TaskUS, Inc., Class A | 42105 | 561681 |
| \* | Taylor Devices, Inc. | 4486 | 205324 |
| \* | Team, Inc. | 204 | 3162 |
|  | Tecnoglass, Inc. | 77010 | 4592106 |
|  | Tennant Co. | 33764 | 2701120 |
| # | Terex Corp. | 174548 | 8032699 |
|  | Tetra Tech, Inc. | 344745 | 11024945 |
|  | Textron, Inc. | 181789 | 14690369 |
| \* | Thermon Group <br> Holdings, Inc.<br>| 59577 | 1711647 |
| \* | TIC Solutions, Inc. | 140140 | 1699898 |
|  | Timken Co. | 125484 | 9851749 |
| \* | Titan International, Inc. | 124190 | 937635 |
| #\* | Titan Machinery, Inc. | 45289 | 742740 |
|  | Toro Co. | 161724 | 12085635 |
|  | Trane Technologies <br> PLC<br>| 65502 | 29387472 |
| \* | Transcat, Inc. | 17121 | 1243841 |
|  | TransDigm Group, Inc. | 10595 | 13863663 |
|  | TransUnion | 192456 | 15623578 |
| \* | Trex Co., Inc. | 131472 | 6352727 |
|  | TriNet Group, Inc. | 81862 | 4911720 |
|  | Trinity Industries, Inc. | 145654 | 3986550 |
| \* | TrueBlue, Inc. | 48223 | 228577 |
| \* | TTEC Holdings, Inc. | 32779 | 114399 |

---

------

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

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) |
| \* | Tutor Perini Corp. | 103591 | $6977890 |
|  | Twin Disc, Inc. | 21208 | 332117 |
| \* | Uber Technologies, <br> Inc.<br>| 243695 | 23516567 |
|  | UFP Industries, Inc. | 105525 | 9722018 |
| #\* | U-Haul Holding Co. <br> (UHAL US)<br>| 21683 | 1152668 |
|  | U-Haul Holding Co. <br> (UHAL/B US)<br>| 278687 | 13513533 |
| # | UL Solutions, Inc., <br> Class A<br>| 23910 | 1861872 |
| \* | Ultralife Corp. | 41439 | 291316 |
|  | UniFirst Corp. | 23201 | 3581074 |
|  | Union Pacific Corp. | 417017 | 91898036 |
| \* | United Airlines <br> Holdings, Inc.<br>| 431300 | 40559452 |
|  | United Parcel Service, <br> Inc., Class B<br>| 303335 | 29247561 |
|  | United Rentals, Inc. | 72282 | 62970633 |
| # | Universal Logistics <br> Holdings, Inc.<br>| 65030 | 1052185 |
| #\* | Upwork, Inc. | 200437 | 3194966 |
| \* | V2X, Inc. | 39917 | 2278862 |
|  | Valmont Industries, <br> Inc.<br>| 29638 | 12253238 |
|  | Veralto Corp. | 112361 | 11087783 |
|  | Verisk Analytics, Inc. | 123245 | 26961076 |
| \* | Verra Mobility Corp. | 235177 | 5458458 |
|  | Vertiv Holdings Co., <br> Class A<br>| 257239 | 49611114 |
| \* | Vicor Corp. | 49821 | 4520259 |
|  | Virco Mfg. Corp. | 31667 | 231802 |
| \* | VirTra, Inc. | 14076 | 85582 |
| # | VSE Corp. | 32889 | 5942385 |
|  | Wabash National <br> Corp.<br>| 56861 | 456025 |
|  | Waste Management, <br> Inc.<br>| 266340 | 53206742 |
| # | Watsco, Inc. (WSO <br> US)<br>| 28525 | 10497485 |
| » | Watsco, Inc. (WSO/B <br> US), Class B<br>| 4958 | 1819983 |
|  | Watts Water <br> Technologies, Inc., <br> Class A<br>| 41364 | 11275826 |
|  | Werner Enterprises, <br> Inc.<br>| 116949 | 3064064 |
|  | WESCO International, <br> Inc.<br>| 52319 | 13578350 |
|  | Westinghouse Air <br> Brake Technologies <br> Corp.<br>| 136162 | 27836959 |
| \* | Wilhelmina <br> International, Inc.<br>| 2000 | 6250 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) |
| \* | Willdan Group, Inc. | 22381 | $2115228 |
|  | Willis Lease Finance <br> Corp.<br>| 9981 | 1281361 |
|  | WillScot Holdings <br> Corp.<br>| 494759 | 10761008 |
|  | Woodward, Inc. | 74669 | 19571492 |
|  | Worthington <br> Enterprises, Inc.<br>| 89487 | 5019326 |
|  | WW Grainger, Inc. | 40749 | 39893271 |
| #\* | Xometry, Inc., Class A | 12154 | 591778 |
| \* | XPO, Inc. | 188361 | 27099497 |
|  | Xylem, Inc. | 193441 | 29180575 |
|  | Zurn Elkay Water <br> Solutions Corp.<br>| 214545 | 10107215 |
| TOTAL INDUSTRIALS | TOTAL INDUSTRIALS |  | 4743453285 |
| INFORMATION TECHNOLOGY — (27.7%) | INFORMATION TECHNOLOGY — (27.7%) | INFORMATION TECHNOLOGY — (27.7%) | INFORMATION TECHNOLOGY — (27.7%) |
|  | A10 Networks, Inc. | 103985 | 1855092 |
|  | Accenture PLC, <br> Class A<br>| 305009 | 76282751 |
| \* | ACCESS Newswire, <br> Inc.<br>| 912 | 8670 |
| \* | ACI Worldwide, Inc. | 154944 | 7379983 |
|  | Adeia, Inc. | 201939 | 3441041 |
| \* | Adobe, Inc. | 123989 | 42194697 |
| \* | ADTRAN Holdings, <br> Inc.<br>| 46131 | 480685 |
| # | Advanced Energy <br> Industries, Inc.<br>| 56799 | 11514861 |
| \* | Advanced Micro <br> Devices, Inc.<br>| 338161 | 86609795 |
| \* | Agilysys, Inc. | 10871 | 1363876 |
| \* | Akamai Technologies, <br> Inc.<br>| 159798 | 12000830 |
| \* | Alarm.com Holdings, <br> Inc.<br>| 47686 | 2347105 |
| #\* | Alithya Group, Inc., <br> Class A<br>| 12242 | 15547 |
| #\* | Allegro MicroSystems, <br> Inc.<br>| 146797 | 4392166 |
| #\* | Alpha & Omega <br> Semiconductor Ltd.<br>| 55134 | 1547060 |
| \* | Ambarella, Inc. | 60690 | 5172609 |
|  | Amdocs Ltd. | 178400 | 15031984 |
|  | Amkor Technology, <br> Inc.<br>| 601391 | 19412901 |
|  | Amphenol Corp., <br> Class A<br>| 298318 | 41567630 |
| \* | AmpliTech Group, Inc. | 5343 | 19235 |
| \* | Amtech Systems, Inc. | 14266 | 113129 |
|  | Analog Devices, Inc. | 153770 | 36002170 |
| \* | Appfolio, Inc., Class A | 18103 | 4605946 |
|  | Apple, Inc. | 6813435 | 1842148421 |
|  | Applied Materials, Inc. | 242097 | 56432811 |

---

------

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

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| INFORMATION TECHNOLOGY — (Continued) | INFORMATION TECHNOLOGY — (Continued) | INFORMATION TECHNOLOGY — (Continued) | INFORMATION TECHNOLOGY — (Continued) |
| \* | Applied <br> Optoelectronics, Inc.<br>| 809 | $28768 |
| \* | AppLovin Corp., <br> Class A<br>| 254085 | 161935993 |
| \* | Arista Networks, Inc. | 114421 | 18043047 |
| \* | Arrow Electronics, Inc. | 92797 | 10351505 |
| \* | ASGN, Inc. | 52044 | 2329489 |
| \* | Astera Labs, Inc. | 17273 | 3224524 |
| \* | AstroNova, Inc. | 16656 | 151236 |
| \* | Atlassian Corp., <br> Class A<br>| 15287 | 2589924 |
| #\* | Aurora Innovation, Inc. | 635630 | 3330701 |
| \* | Autodesk, Inc. | 94214 | 28390447 |
| \* | AvePoint, Inc. | 110033 | 1548164 |
| \* | Aviat Networks, Inc. | 24776 | 618409 |
|  | Avnet, Inc. | 146535 | 7099621 |
| #\* | Axcelis Technologies, <br> Inc.<br>| 56991 | 4534204 |
| \* | AXT, Inc. | 27932 | 222059 |
|  | Badger Meter, Inc. | 27283 | 4923217 |
|  | Bel Fuse, Inc. (BELFA <br> US), Class A<br>| 2432 | 332527 |
| # | Bel Fuse, Inc. (BELFB <br> US), Class B<br>| 17400 | 2679426 |
|  | Belden, Inc. | 59490 | 7248856 |
|  | Benchmark <br> Electronics, Inc.<br>| 75762 | 3319891 |
| # | Bentley Systems, Inc., <br> Class B<br>| 96543 | 4907281 |
| #\* | Bill Holdings, Inc. | 165928 | 8239984 |
| \* | Bit Digital, Inc. | 387199 | 1417148 |
| \* | BK Technologies <br> Corp.<br>| 5497 | 410681 |
| \* | Blackbaud, Inc. | 58588 | 3751976 |
| #\* | BlackLine, Inc. | 36589 | 2094720 |
| \* | Box, Inc., Class A | 203631 | 6534519 |
|  | Broadcom, Inc. | 1215330 | 449222428 |
| #\* | C3.ai, Inc., Class A | 121591 | 2137570 |
| \* | Cadence Design <br> Systems, Inc.<br>| 29191 | 9886700 |
| \* | Calix, Inc. | 94771 | 6484232 |
| #\* | CCC Intelligent <br> Solutions Holdings, <br> Inc.<br>| 863244 | 7527488 |
|  | CDW Corp. | 164131 | 26157557 |
| #\* | Cerence, Inc. | 68065 | 730337 |
| \* | CEVA, Inc. | 43441 | 1182030 |
| \* | Ciena Corp. | 217264 | 41262779 |
| #\* | Cipher Mining, Inc. | 114374 | 2133075 |
| \* | Cirrus Logic, Inc. | 77076 | 10224131 |
|  | Cisco Systems, Inc. | 2247906 | 164344408 |
| #\* | Cleanspark, Inc. | 102846 | 1830659 |
|  | Clear Secure, Inc., <br> Class A<br>| 109617 | 3340030 |
| #\* | Clearfield, Inc. | 25035 | 883736 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| INFORMATION TECHNOLOGY — (Continued) | INFORMATION TECHNOLOGY — (Continued) | INFORMATION TECHNOLOGY — (Continued) | INFORMATION TECHNOLOGY — (Continued) |
|  | Climb Global Solutions, <br> Inc.<br>| 8479 | $941847 |
| \* | Cloudflare, Inc., <br> Class A<br>| 6205 | 1571727 |
| \* | Coda Octopus Group, <br> Inc.<br>| 22446 | 230072 |
|  | Cognex Corp. | 188921 | 7819440 |
|  | Cognizant Technology <br> Solutions Corp., <br> Class A<br>| 542303 | 39523043 |
| \* | Coherent Corp. | 138390 | 18261944 |
| \* | Cohu, Inc. | 86152 | 2049556 |
| \* | CommScope Holding <br> Co., Inc.<br>| 224382 | 3881809 |
| \* | Commvault Systems, <br> Inc.<br>| 25412 | 3537859 |
| \* | Comtech <br> Telecommunications <br> Corp.<br>| 5305 | 15066 |
| \* | Consensus Cloud <br> Solutions, Inc.<br>| 21812 | 639528 |
|  | Corning, Inc. | 742499 | 66141811 |
| \* | Corsair Gaming, Inc. | 118776 | 968024 |
| \* | CPI Card Group, Inc. | 215 | 3363 |
| # | Crane NXT Co. | 86214 | 5453036 |
| \* | Credo Technology <br> Group Holding Ltd.<br>| 110212 | 20677975 |
| \* | Crexendo, Inc. | 15880 | 102744 |
| \* | Crowdstrike Holdings, <br> Inc., Class A<br>| 8724 | 4737219 |
| \* | CS Disco, Inc. | 18784 | 118715 |
|  | CSP, Inc. | 17490 | 233317 |
|  | CTS Corp. | 53112 | 2204679 |
| \* | CVD Equipment Corp. | 2764 | 10807 |
| #\* | Daily Journal Corp. | 2539 | 1028397 |
| \* | Daktronics, Inc. | 72869 | 1369209 |
| \* | Data I/O Corp. | 4203 | 12735 |
| \* | Data Storage Corp. | 1207 | 5057 |
| \* | Datadog, Inc., Class A | 54026 | 8795973 |
|  | Dell Technologies, Inc., <br> Class C<br>| 159887 | 25903293 |
| \* | Diebold Nixdorf, Inc. | 33096 | 1957628 |
| \* | Digi International, Inc. | 66887 | 2453415 |
| \* | Digital Turbine, Inc. | 95034 | 593012 |
| #\* | DigitalOcean Holdings, <br> Inc.<br>| 61901 | 2516895 |
| \* | Diodes, Inc. | 83681 | 4465218 |
| \* | Docusign, Inc. | 139863 | 10229580 |
|  | Dolby Laboratories, <br> Inc., Class A<br>| 110837 | 7350710 |
| \* | Dropbox, Inc., Class A | 179759 | 5213011 |
| \* | DXC Technology Co. | 209934 | 2981063 |
| \* | Dynatrace, Inc. | 274102 | 13861338 |
| #\* | Eastman Kodak Co. | 146849 | 931023 |

---

------

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

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| INFORMATION TECHNOLOGY — (Continued) | INFORMATION TECHNOLOGY — (Continued) | INFORMATION TECHNOLOGY — (Continued) | INFORMATION TECHNOLOGY — (Continued) |
| \* | eGain Corp. | 2952 | $42568 |
| \* | Electro-Sensors, Inc. | 212 | 994 |
| #\* | Enphase Energy, Inc. | 66551 | 2030471 |
| # | Entegris, Inc. | 110015 | 10074074 |
| \* | EPAM Systems, Inc. | 48973 | 8009044 |
|  | ePlus, Inc. | 47975 | 3509851 |
| \* | Everspin Technologies, <br> Inc.<br>| 14120 | 149672 |
| \* | F5, Inc. | 70731 | 17898480 |
| #\* | Fabrinet | 40293 | 17751887 |
| \* | Fair Isaac Corp. | 10653 | 17678973 |
| \* | Fastly, Inc., Class A | 268511 | 2225956 |
| #\* | First Solar, Inc. | 116068 | 30983192 |
| \* | Five9, Inc. | 72962 | 1771517 |
| \* | Flex Ltd. | 797456 | 49856949 |
| \* | FormFactor, Inc. | 115788 | 6362551 |
| \* | Fortinet, Inc. | 376585 | 32548242 |
| \* | Franklin Wireless <br> Corp.<br>| 8801 | 44797 |
| \* | Frequency Electronics, <br> Inc.<br>| 36985 | 1358089 |
| \* | Freshworks, Inc., <br> Class A<br>| 338384 | 3756062 |
| \* | Gartner, Inc. | 60021 | 14905615 |
|  | Gen Digital, Inc. | 799442 | 21073291 |
| #\* | GLOBALFOUNDRIES, <br> Inc.<br>| 144319 | 5137756 |
| \* | Globant SA | 43224 | 2661734 |
| \* | GoDaddy, Inc., <br> Class A<br>| 103810 | 13820225 |
| \* | Grid Dynamics <br> Holdings, Inc.<br>| 102312 | 955594 |
| \* | GSI Technology, Inc. | 9798 | 89064 |
| \* | Guidewire Software, <br> Inc.<br>| 44081 | 10299085 |
|  | Hackett Group, Inc. | 41308 | 748088 |
| \* | Harmonic, Inc. | 207923 | 2224776 |
|  | Hewlett Packard <br> Enterprise Co.<br>| 1250992 | 30549225 |
|  | HP, Inc. | 536451 | 14843599 |
| \* | HubSpot, Inc. | 7249 | 3565928 |
| #\* | Hut 8 Corp. (HUT US) | 13737 | 695916 |
| #\* | I3 Verticals, Inc., <br> Class A<br>| 43022 | 1322927 |
| \* | Ichor Holdings Ltd. | 43379 | 983836 |
| \* | Identiv, Inc. | 33818 | 135272 |
|  | Information Services <br> Group, Inc.<br>| 43033 | 237112 |
| #\* | Inseego Corp. | 1482 | 24660 |
| \* | Insight Enterprises, <br> Inc.<br>| 48925 | 4892500 |
| \* | Intapp, Inc. | 30590 | 1174044 |
| \* | Intel Corp. | 923943 | 36948481 |
| \* | Intellicheck, Inc. | 1258 | 5774 |
| \* | Intellinetics, Inc. | 207 | 1956 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| INFORMATION TECHNOLOGY — (Continued) | INFORMATION TECHNOLOGY — (Continued) | INFORMATION TECHNOLOGY — (Continued) | INFORMATION TECHNOLOGY — (Continued) |
| # | InterDigital, Inc. | 88259 | $31946228 |
|  | International Business <br> Machines Corp.<br>| 547292 | 168243034 |
| \* | inTEST Corp. | 25923 | 219827 |
|  | Intuit, Inc. | 37984 | 25356219 |
| #\* | IonQ, Inc. | 52014 | 3244633 |
| \* | IPG Photonics Corp. | 66639 | 5672312 |
| \* | Itron, Inc. | 102615 | 10295363 |
| # | Jabil, Inc. | 142454 | 31466664 |
| #\* | Jamf Holding Corp. | 138487 | 1779558 |
| \* | JFrog Ltd. | 161150 | 7651402 |
| \* | Key Tronic Corp. | 22454 | 79936 |
| \* | Keysight Technologies, <br> Inc.<br>| 144880 | 26507245 |
| \* | Kimball Electronics, <br> Inc.<br>| 44476 | 1293140 |
| # | KLA Corp. | 60745 | 73424911 |
| \* | Knowles Corp. | 190982 | 4509085 |
|  | Kulicke & Soffa <br> Industries, Inc.<br>| 93957 | 3751703 |
| \* | KVH Industries, Inc. | 68090 | 406497 |
| \* | Kyndryl Holdings, Inc. | 417562 | 12075893 |
|  | Lam Research Corp. | 578826 | 91141942 |
| \* | Lantronix, Inc. | 70683 | 348467 |
| #\* | Lattice Semiconductor <br> Corp.<br>| 53514 | 3904381 |
| \* | LGL Group, Inc. | 6640 | 40172 |
|  | Littelfuse, Inc. | 44736 | 10884716 |
| \* | LiveRamp Holdings, <br> Inc.<br>| 118209 | 3231834 |
| \* | Lumentum Holdings, <br> Inc.<br>| 56299 | 11347626 |
| \* | MACOM Technology <br> Solutions Holdings, <br> Inc.<br>| 61716 | 9141991 |
| \* | Magnachip <br> Semiconductor <br> Corp.<br>| 8656 | 26834 |
| \* | Manhattan Associates, <br> Inc.<br>| 57925 | 10546405 |
|  | Marvell Technology, <br> Inc.<br>| 310533 | 29109363 |
| \* | MaxLinear, Inc. | 108919 | 1650123 |
|  | Methode Electronics, <br> Inc.<br>| 49288 | 331708 |
|  | Microchip Technology, <br> Inc.<br>| 240751 | 15027677 |
|  | Micron Technology, <br> Inc.<br>| 335325 | 75035675 |
|  | Microsoft Corp. | 3480304 | 1802136214 |
| #\* | Mirion Technologies, <br> Inc.<br>| 231728 | 6805851 |
| #\* | Mitek Systems, Inc. | 80270 | 739287 |
| # | MKS, Inc. | 59654 | 8572876 |

---

------

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

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| INFORMATION TECHNOLOGY — (Continued) | INFORMATION TECHNOLOGY — (Continued) | INFORMATION TECHNOLOGY — (Continued) | INFORMATION TECHNOLOGY — (Continued) |
| \* | MongoDB, Inc. | 58221 | $20949080 |
|  | Monolithic Power <br> Systems, Inc.<br>| 16385 | 16466925 |
|  | Motorola Solutions, <br> Inc.<br>| 76490 | 31109248 |
| \* | M-Tron Industries, Inc. | 3320 | 182998 |
| \* | N-able, Inc. | 180809 | 1415734 |
|  | Napco Security <br> Technologies, Inc.<br>| 38548 | 1701894 |
| #\* | nCino, Inc. | 150410 | 4012939 |
| #\* | NCR Voyix Corp. | 210819 | 2405445 |
|  | NetApp, Inc. | 241476 | 28441043 |
| \* | NETGEAR, Inc. | 52268 | 1814745 |
| \* | NetScout Systems, <br> Inc.<br>| 118848 | 3303974 |
| \* | NetSol Technologies, <br> Inc.<br>| 4199 | 18434 |
| \* | nLight, Inc. | 67433 | 2225963 |
| \* | Nortech Systems, Inc. | 446 | 4228 |
| \* | Novanta, Inc. | 31558 | 4008182 |
| \* | Nutanix, Inc., Class A | 131659 | 9379387 |
| # | NVE Corp. | 5773 | 398626 |
|  | NVIDIA Corp. | 11134535 | 2254631827 |
|  | NXP Semiconductors <br> NV<br>| 132904 | 27792884 |
| \* | Okta, Inc. | 124863 | 11428710 |
| \* | ON Semiconductor <br> Corp.<br>| 383570 | 19209186 |
| \* | ON24, Inc. | 40244 | 222147 |
|  | OneSpan, Inc. | 66089 | 753415 |
| \* | Onto Innovation, Inc. | 44086 | 5949847 |
| \* | Ooma, Inc. | 3797 | 42640 |
| \* | Optical Cable Corp. | 4427 | 34840 |
|  | Oracle Corp. | 727057 | 190932439 |
| #\* | OSI Systems, Inc. | 25265 | 7035292 |
| \* | Ouster, Inc. | 19532 | 651588 |
| \* | Palantir Technologies, <br> Inc., Class A<br>| 413256 | 82845430 |
| \* | Palo Alto Networks, <br> Inc.<br>| 50290 | 11075870 |
| #\* | PAR Technology Corp. | 104464 | 3691758 |
|  | PC Connection, Inc. | 54176 | 3303111 |
| \* | PDF Solutions, Inc. | 59299 | 1727380 |
| # | Pegasystems, Inc. | 200679 | 12773218 |
| #\* | Penguin Solutions, <br> Inc.<br>| 140472 | 3128311 |
| \* | Photronics, Inc. | 106315 | 2540929 |
| \*» | Pivotal Software, Inc. | 73758 | 0 |
| \* | Plexus Corp. | 49035 | 6859996 |
| \* | Porch Group, Inc. | 7570 | 113929 |
|  | Power Integrations, <br> Inc.<br>| 84908 | 3556796 |
| \* | Powerfleet, Inc. NJ | 74997 | 382485 |
| \* | Progress Software <br> Corp.<br>| 77312 | 3296584 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| INFORMATION TECHNOLOGY — (Continued) | INFORMATION TECHNOLOGY — (Continued) | INFORMATION TECHNOLOGY — (Continued) | INFORMATION TECHNOLOGY — (Continued) |
| \* | PTC, Inc. | 65268 | $12958309 |
| \* | Pure Storage, Inc., <br> Class A<br>| 103915 | 10256410 |
| \* | Q2 Holdings, Inc. | 58523 | 3614380 |
| \* | Qorvo, Inc. | 136101 | 12918707 |
|  | QUALCOMM, Inc. | 817724 | 147926272 |
| \* | Qualys, Inc. | 59223 | 7299827 |
| \* | QuickLogic Corp. | 4090 | 32311 |
|  | Ralliant Corp. | 81985 | 3600781 |
| \* | Rambus, Inc. | 162020 | 16662137 |
|  | Red Violet, Inc. | 3910 | 209693 |
| \* | Research Solutions, <br> Inc.<br>| 3464 | 11223 |
| \* | RF Industries Ltd. | 19118 | 149503 |
| \* | Ribbon <br> Communications, <br> Inc.<br>| 271615 | 912626 |
|  | Richardson Electronics <br> Ltd.<br>| 31325 | 337684 |
| \* | RingCentral, Inc., <br> Class A<br>| 46734 | 1407628 |
| #\* | Riot Platforms, Inc. | 506592 | 10020390 |
| \* | Rogers Corp. | 32939 | 2883480 |
|  | Roper Technologies, <br> Inc.<br>| 43431 | 19376741 |
| \* | Rubrik, Inc., Class A | 75459 | 5679799 |
|  | Salesforce, Inc. | 170464 | 44390530 |
| \* | Samsara, Inc., <br> Class A<br>| 69922 | 2808767 |
| \* | Sandisk Corp. | 64903 | 12937115 |
| \* | Sanmina Corp. | 131140 | 17972737 |
| \* | ScanSource, Inc. | 74605 | 3200928 |
|  | Seagate Technology <br> Holdings PLC<br>| 92831 | 23753596 |
| \* | SEMrush Holdings, <br> Inc., Class A<br>| 62484 | 453634 |
| \* | Semtech Corp. | 9261 | 628451 |
| \* | SentinelOne, Inc., <br> Class A<br>| 363297 | 6484851 |
| \* | ServiceNow, Inc. | 13777 | 12664921 |
| \* | Silicon Laboratories, <br> Inc.<br>| 49766 | 6523327 |
| \* | SiTime Corp. | 1680 | 486595 |
| \* | SkyWater Technology, <br> Inc.<br>| 17898 | 312947 |
|  | Skyworks Solutions, <br> Inc.<br>| 122208 | 9498006 |
| \* | Snowflake, Inc. | 23360 | 6421197 |
| \* | Sono-Tek Corp. | 489 | 2210 |
| \* | SoundThinking, Inc. | 767 | 7171 |
| \* | Sprinklr, Inc., Class A | 148551 | 1146814 |
| #\* | SPS Commerce, Inc. | 5917 | 486614 |
| » | SRAX, Inc. | 3513 | 351 |

---

------

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

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| INFORMATION TECHNOLOGY — (Continued) | INFORMATION TECHNOLOGY — (Continued) | INFORMATION TECHNOLOGY — (Continued) | INFORMATION TECHNOLOGY — (Continued) |
| #\* | Super Micro Computer, <br> Inc.<br>| 327185 | $17000533 |
| \* | Synaptics, Inc. | 71670 | 5084270 |
| \* | Synchronoss <br> Technologies, Inc.<br>| 1336 | 7007 |
| \* | Synopsys, Inc. | 16383 | 7434933 |
|  | Taitron Components, <br> Inc., Class A<br>| 3089 | 7352 |
|  | TD SYNNEX Corp. | 99918 | 15636168 |
|  | TE Connectivity PLC | 180880 | 44679169 |
| \* | Teledyne Technologies, <br> Inc.<br>| 29570 | 15578067 |
| \* | Telos Corp. | 41475 | 284519 |
| \* | Teradata Corp. | 90832 | 1893847 |
|  | Teradyne, Inc. | 151663 | 27566267 |
|  | Texas Instruments, <br> Inc.<br>| 524903 | 84750838 |
| \* | TransAct Technologies, <br> Inc.<br>| 2989 | 14078 |
| \* | Trimble, Inc. | 234710 | 18718122 |
| \* | Trio-Tech International | 3963 | 29247 |
| \* | TTM Technologies, <br> Inc.<br>| 270648 | 18187546 |
| \* | Turtle Beach Corp. | 3982 | 67296 |
| \* | Twilio, Inc., Class A | 116608 | 15728087 |
| \* | Tyler Technologies, <br> Inc.<br>| 18229 | 8681744 |
| #\* | UiPath, Inc., Class A | 537301 | 8521594 |
| \* | Ultra Clean Holdings, <br> Inc.<br>| 57744 | 1582763 |
| \* | Unisys Corp. | 2136 | 7626 |
| \* | Unity Software, Inc. | 288589 | 10937523 |
|  | Universal Display <br> Corp.<br>| 40337 | 5940833 |
| \* | Veeco Instruments, <br> Inc.<br>| 108137 | 3108939 |
| \* | Verint Systems, Inc. | 29570 | 599680 |
|  | VeriSign, Inc. | 41695 | 9998461 |
| #\* | Vertex, Inc., Class A | 44025 | 1008173 |
| \* | Viant Technology, Inc., <br> Class A<br>| 2633 | 23381 |
| #\* | Viasat, Inc. | 16924 | 673914 |
| \* | Viavi Solutions, Inc. | 335135 | 5931890 |
| # | Vishay Intertechnology, <br> Inc.<br>| 196886 | 3343124 |
| \* | Vishay Precision <br> Group, Inc.<br>| 22666 | 849068 |
|  | Vontier Corp. | 262621 | 10110908 |
|  | Western Digital Corp. | 392580 | 58969442 |
| \* | WidePoint Corp. | 562 | 3737 |
| \* | Workday, Inc., Class A | 88406 | 21210368 |
| # | Xerox Holdings Corp. | 159100 | 528212 |
| \* | Xperi, Inc. | 15983 | 107406 |
| \* | Yext, Inc. | 104766 | 887368 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| INFORMATION TECHNOLOGY — (Continued) | INFORMATION TECHNOLOGY — (Continued) | INFORMATION TECHNOLOGY — (Continued) | INFORMATION TECHNOLOGY — (Continued) |
| \* | Zebra Technologies <br> Corp., Class A<br>| 41370 | $11138872 |
| \* | Zoom <br> Communications, <br> Inc.<br>| 234039 | 20415222 |
| \* | Zscaler, Inc. | 26722 | 8848723 |
| TOTAL INFORMATION <br> TECHNOLOGY | TOTAL INFORMATION <br> TECHNOLOGY |  | 10073988666 |
| MATERIALS — (2.9%) | MATERIALS — (2.9%) | MATERIALS — (2.9%) | MATERIALS — (2.9%) |
|  | AdvanSix, Inc. | 32697 | 607837 |
|  | Air Products & <br> Chemicals, Inc.<br>| 94582 | 22944647 |
| # | Albemarle Corp. | 104416 | 10256784 |
|  | Alcoa Corp. | 271578 | 9991355 |
| #\* | Alpha Metallurgical <br> Resources, Inc.<br>| 17849 | 3092518 |
|  | Amcor PLC | 3114194 | 24602133 |
| \* | American Biltrite, Inc. | 36 | 4550 |
| \* | American Vanguard <br> Corp.<br>| 44600 | 199362 |
| \* | Ampco-Pittsburgh <br> Corp.<br>| 3911 | 8213 |
|  | AptarGroup, Inc. | 107339 | 12452397 |
|  | Ardagh Metal <br> Packaging SA<br>| 60566 | 216221 |
| \* | Arq, Inc. | 33633 | 223323 |
| \* | Ascent Industries Co. | 19088 | 232110 |
|  | Ashland, Inc. | 64888 | 3173023 |
| \* | Aspen Aerogels, Inc. | 96937 | 789067 |
|  | Avery Dennison Corp. | 136814 | 23927400 |
|  | Avient Corp. | 152994 | 4906518 |
| \* | Axalta Coating <br> Systems Ltd.<br>| 257191 | 7322228 |
|  | Balchem Corp. | 49200 | 7546788 |
|  | Ball Corp. | 258962 | 12171214 |
|  | Cabot Corp. | 105328 | 7107533 |
|  | Caledonia Mining <br> Corp. PLC<br>| 3600 | 101232 |
|  | Celanese Corp. | 106191 | 4081982 |
| \* | Century Aluminum Co. | 140150 | 4151243 |
|  | CF Industries Holdings, <br> Inc.<br>| 247915 | 20648840 |
| # | Chemours Co. | 141638 | 1896533 |
| \* | Clearwater Paper <br> Corp.<br>| 101220 | 1786533 |
| \* | Cleveland-Cliffs, Inc. | 719944 | 8948904 |
| \* | Coeur Mining, Inc. | 738660 | 12682792 |
| # | Commercial Metals <br> Co.<br>| 201678 | 11971606 |
| \* | Compass Minerals <br> International, Inc.<br>| 53921 | 934990 |
| \* | Core Molding <br> Technologies, Inc.<br>| 17303 | 309897 |

---

------

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

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| MATERIALS — (Continued) | MATERIALS — (Continued) | MATERIALS — (Continued) | MATERIALS — (Continued) |
|  | Corteva, Inc. | 458974 | $28199363 |
|  | CRH PLC (CRHCF <br> US)<br>| 226462 | 26971624 |
|  | Crown Holdings, Inc. | 272535 | 26484951 |
| \* | Dakota Gold Corp. | 18042 | 73611 |
|  | Dow, Inc. | 537271 | 12813913 |
|  | DuPont de Nemours, <br> Inc.<br>| 214537 | 17516946 |
|  | Eagle Materials, Inc. | 59064 | 12540468 |
|  | Eastman Chemical <br> Co.<br>| 132454 | 7883662 |
|  | Ecolab, Inc. | 78139 | 20034840 |
| \* | Ecovyst, Inc. | 154679 | 1266821 |
|  | Element Solutions, <br> Inc.<br>| 436946 | 11675197 |
|  | Flexible Solutions <br> International, Inc.<br>| 3460 | 31348 |
| \* | Flotek Industries, Inc. | 22680 | 392591 |
| # | FMC Corp. | 146857 | 2227821 |
|  | Fortitude Gold Corp. | 54214 | 232578 |
|  | Freeport-McMoRan, <br> Inc.<br>| 794665 | 33137530 |
|  | Friedman Industries, <br> Inc.<br>| 15398 | 327054 |
|  | Graphic Packaging <br> Holding Co.<br>| 617937 | 9880813 |
|  | Greif, Inc. (GEF US), <br> Class A<br>| 49438 | 2812528 |
|  | Greif, Inc. (GEF/B US), <br> Class B<br>| 21942 | 1293481 |
|  | Hawkins, Inc. | 37705 | 5348454 |
|  | HB Fuller Co. | 97679 | 5603844 |
|  | Hecla Mining Co. | 884682 | 11385857 |
|  | Huntsman Corp. | 212152 | 1756619 |
| \* | Idaho Strategic <br> Resources, Inc.<br>| 1131 | 37391 |
| \* | Ingevity Corp. | 49610 | 2665049 |
|  | Innospec, Inc. | 45180 | 3324344 |
|  | International Flavors & <br> Fragrances, Inc.<br>| 176713 | 11127618 |
| # | International Paper <br> Co.<br>| 431565 | 16675672 |
| \* | Intrepid Potash, Inc. | 23963 | 638135 |
|  | Kaiser Aluminum <br> Corp.<br>| 21267 | 1925302 |
| \* | Knife River Corp. | 92541 | 5595029 |
|  | Koppers Holdings, Inc. | 39017 | 1101060 |
|  | Kronos Worldwide, <br> Inc.<br>| 88174 | 433816 |
|  | Linde PLC | 153719 | 64300658 |
|  | Louisiana-Pacific <br> Corp.<br>| 104567 | 9108831 |
| #\* | LSB Industries, Inc. | 106466 | 897508 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| MATERIALS — (Continued) | MATERIALS — (Continued) | MATERIALS — (Continued) | MATERIALS — (Continued) |
|  | LyondellBasell <br> Industries NV, <br> Class A<br>| 184101 | $8545968 |
|  | Martin Marietta <br> Materials, Inc.<br>| 42522 | 26070238 |
|  | Materion Corp. | 37346 | 4280972 |
|  | Mativ Holdings, Inc. | 60232 | 643278 |
| #\* | McEwen, Inc. | 44109 | 808518 |
|  | Mercer International, <br> Inc.<br>| 92160 | 193536 |
| \* | Metallus, Inc. | 84681 | 1489539 |
|  | Minerals Technologies, <br> Inc.<br>| 54234 | 3077780 |
|  | Mosaic Co. | 456019 | 12517722 |
| #\* | MP Materials Corp. | 176978 | 11165542 |
|  | Myers Industries, Inc. | 57372 | 994257 |
|  | NewMarket Corp. | 17077 | 13113428 |
|  | Newmont Corp. | 753152 | 60982717 |
|  | Nexa Resources SA | 21304 | 123776 |
|  | Northern Technologies <br> International Corp.<br>| 21837 | 162249 |
|  | Nucor Corp. | 215596 | 32350180 |
| \* | O-I Glass, Inc. | 179584 | 2027503 |
|  | Olin Corp. | 312035 | 6459124 |
|  | Olympic Steel, Inc. | 29553 | 1093461 |
|  | Orion SA | 17423 | 92342 |
|  | Packaging Corp. of <br> America<br>| 109851 | 21504432 |
| #\* | Perimeter Solutions, <br> Inc.<br>| 168044 | 3950714 |
|  | PPG Industries, Inc. | 231094 | 22589438 |
|  | Quaker Chemical <br> Corp.<br>| 6679 | 927646 |
| \* | Ramaco Resources, <br> Inc. (METC US), <br> Class A<br>| 41213 | 1251227 |
|  | Ramaco Resources, <br> Inc. (METCB US), <br> Class B<br>| 5431 | 79727 |
| \* | Ranpak Holdings <br> Corp.<br>| 27705 | 146837 |
| \* | Rayonier Advanced <br> Materials, Inc.<br>| 108843 | 756459 |
|  | Reliance, Inc. | 63459 | 17922725 |
| †† | Resolute Forest <br> Products, Inc.<br>| 229171 | 61028 |
|  | Royal Gold, Inc. | 98520 | 17220311 |
|  | RPM International, <br> Inc.<br>| 170372 | 18618252 |
| # | Ryerson Holding Corp. | 58017 | 1279855 |
|  | Scotts Miracle-Gro Co. | 39910 | 2135983 |
| # | Sealed Air Corp. | 207865 | 6965556 |
|  | Sensient Technologies <br> Corp.<br>| 63764 | 6012308 |

---

------

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

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| MATERIALS — (Continued) | MATERIALS — (Continued) | MATERIALS — (Continued) | MATERIALS — (Continued) |
|  | Sherwin-Williams Co. | 132829 | $45818035 |
| # | Silgan Holdings, Inc. | 250978 | 9692770 |
| \* | Smith-Midland Corp. | 778 | 28366 |
|  | Smurfit WestRock <br> PLC<br>| 372730 | 13761192 |
| \* | Solstice Advanced <br> Materials, Inc.<br>| 94829 | 4273943 |
|  | Sonoco Products Co. | 165614 | 6718960 |
| # | Southern Copper <br> Corp.<br>| 59290 | 8229452 |
|  | Steel Dynamics, Inc. | 211105 | 33101264 |
|  | Stepan Co. | 31751 | 1376406 |
|  | SunCoke Energy, Inc. | 97134 | 778043 |
|  | Sylvamo Corp. | 48462 | 1967557 |
| \* | Tredegar Corp. | 7380 | 50996 |
|  | TriMas Corp. | 73229 | 2601826 |
| # | Tronox Holdings PLC | 185984 | 650944 |
| \* | U.S. Gold Corp. | 6134 | 93973 |
|  | U.S. Lime & Minerals, <br> Inc.<br>| 43003 | 5040812 |
|  | Vulcan Materials Co. | 116859 | 33830680 |
| # | Warrior Met Coal, Inc. | 94720 | 6425805 |
|  | Westlake Corp. | 50760 | 3492796 |
|  | Worthington Steel, Inc. | 92325 | 2953477 |
| TOTAL MATERIALS | TOTAL MATERIALS |  | 1065514025 |
| REAL ESTATE — (0.4%) | REAL ESTATE — (0.4%) | REAL ESTATE — (0.4%) | REAL ESTATE — (0.4%) |
| \* | AMREP Corp. | 9398 | 201869 |
| \* | Anywhere Real Estate, <br> Inc.<br>| 205290 | 2063165 |
| \* | CBRE Group, Inc., <br> Class A<br>| 271159 | 41332766 |
| \* | CKX Lands, Inc. | 2161 | 23501 |
| \* | Compass, Inc., <br> Class A<br>| 545556 | 4206237 |
| \* | Comstock Holding <br> Cos., Inc.<br>| 4554 | 60841 |
| \* | CoStar Group, Inc. | 192567 | 13250535 |
| \* | Cushman & Wakefield <br> PLC<br>| 371264 | 5828845 |
| \* | Douglas Elliman, Inc. | 27019 | 66737 |
| # | eXp World Holdings, <br> Inc.<br>| 29327 | 300309 |
| \* | Five Point <br> Holdings LLC, <br> Class A<br>| 104641 | 612150 |
| \* | Forestar Group, Inc. | 59053 | 1535969 |
| \* | FRP Holdings, Inc. | 39734 | 941696 |
| \* | Howard Hughes <br> Holdings, Inc.<br>| 107876 | 8552409 |
| \* | Jones Lang LaSalle, <br> Inc.<br>| 56915 | 17364197 |
| \*» | JW Mays, Inc. | 2713 | 106784 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| REAL ESTATE — (Continued) | REAL ESTATE — (Continued) | REAL ESTATE — (Continued) | REAL ESTATE — (Continued) |
|  | Kennedy-Wilson <br> Holdings, Inc.<br>| 167070 | $1263049 |
|  | Marcus & Millichap, <br> Inc.<br>| 81443 | 2378950 |
| #\* | Maui Land & Pineapple <br> Co., Inc.<br>| 11427 | 182832 |
|  | Newmark Group, Inc., <br> Class A<br>| 233368 | 4160951 |
| \* | RE/MAX Holdings, <br> Inc., Class A<br>| 9696 | 76889 |
|  | RMR Group, Inc., <br> Class A<br>| 23160 | 358285 |
| #\* | Seaport Entertainment <br> Group, Inc.<br>| 27768 | 668376 |
|  | St. Joe Co. | 111886 | 6352887 |
| \* | Stratus Properties, <br> Inc.<br>| 10220 | 192034 |
| #\* | Tejon Ranch Co. | 37349 | 590861 |
| \* | Zillow Group, Inc. (Z <br> US), Class C<br>| 170206 | 12762046 |
| #\* | Zillow Group, Inc. (ZG <br> US), Class A<br>| 58846 | 4209254 |
| TOTAL REAL ESTATE | TOTAL REAL ESTATE |  | 129644424 |
| UTILITIES — (2.1%) | UTILITIES — (2.1%) | UTILITIES — (2.1%) | UTILITIES — (2.1%) |
|  | AES Corp. | 500757 | 6945500 |
|  | ALLETE, Inc. | 66245 | 4460276 |
| # | Alliant Energy Corp. | 189574 | 12667335 |
|  | Ameren Corp. | 114460 | 11677209 |
|  | American Electric <br> Power Co., Inc.<br>| 221751 | 26667775 |
|  | American States Water <br> Co.<br>| 42984 | 3065189 |
|  | American Water Works <br> Co., Inc.<br>| 76643 | 9843260 |
|  | Artesian Resources <br> Corp., Class A<br>| 10522 | 339124 |
|  | Atmos Energy Corp. | 92101 | 15815584 |
|  | Avista Corp. | 90124 | 3429218 |
|  | Black Hills Corp. | 68263 | 4329922 |
|  | California Water <br> Service Group<br>| 66493 | 2950959 |
|  | CenterPoint Energy, <br> Inc.<br>| 398724 | 15247206 |
|  | Chesapeake Utilities <br> Corp.<br>| 26038 | 3314117 |
|  | Clearway Energy, Inc. <br> (CWEN US), <br> Class C<br>| 109210 | 3487075 |
|  | Clearway Energy, Inc. <br> (CWENA US), <br> Class A<br>| 21418 | 642326 |
|  | CMS Energy Corp. | 183359 | 13486054 |

---

------

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

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| UTILITIES — (Continued) | UTILITIES — (Continued) | UTILITIES — (Continued) | UTILITIES — (Continued) |
|  | Consolidated Edison, <br> Inc.<br>| 145724 | $14194975 |
|  | Consolidated Water <br> Co. Ltd.<br>| 17697 | 601875 |
|  | Constellation Energy <br> Corp.<br>| 77855 | 29351335 |
|  | Dominion Energy, Inc. | 297609 | 17466672 |
|  | DTE Energy Co. | 105448 | 14292422 |
|  | Duke Energy Corp. | 144772 | 17995160 |
|  | Edison International | 141396 | 7830510 |
|  | Entergy Corp. | 215812 | 20737375 |
|  | Essential Utilities, Inc. | 205936 | 8037682 |
|  | Evergy, Inc. | 216513 | 16630364 |
|  | Eversource Energy | 205472 | 15165888 |
|  | Exelon Corp. | 391646 | 18062714 |
|  | FirstEnergy Corp. | 308591 | 14142726 |
|  | Genie Energy Ltd., <br> Class B<br>| 45288 | 681584 |
|  | Global Water <br> Resources, Inc.<br>| 821 | 8144 |
|  | H2O America | 38156 | 1764715 |
| \* | Hallador Energy Co. | 49637 | 1073648 |
| \* | Hawaiian Electric <br> Industries, Inc.<br>| 43059 | 500346 |
|  | IDACORP, Inc. | 60037 | 7745974 |
| # | MDU Resources <br> Group, Inc.<br>| 369855 | 7093819 |
| # | MGE Energy, Inc. | 40603 | 3364771 |
|  | Middlesex Water Co. | 20348 | 1169400 |
|  | National Fuel Gas Co. | 56840 | 4485244 |
|  | New Jersey Resources <br> Corp.<br>| 166681 | 7383968 |
|  | NextEra Energy, Inc. | 402588 | 32770663 |
| # | NiSource, Inc. | 320661 | 13503035 |
|  | Northwest Natural <br> Holding Co.<br>| 40506 | 1844238 |
|  | Northwestern Energy <br> Group, Inc.<br>| 59193 | 3532046 |
|  | NRG Energy, Inc. | 272599 | 46848864 |
|  | OGE Energy Corp. | 193838 | 8556009 |
|  | ONE Gas, Inc. | 66666 | 5345947 |
|  | Ormat Technologies, <br> Inc.<br>| 112049 | 11918652 |
|  | Otter Tail Corp. | 68475 | 5287639 |
|  | PG&E Corp. | 585202 | 9339824 |
|  | Pinnacle West Capital <br> Corp.<br>| 79820 | 7065666 |
|  | Portland General <br> Electric Co.<br>| 120220 | 5491650 |
| # | PPL Corp. | 371995 | 13585257 |
|  | Public Service <br> Enterprise Group, <br> Inc.<br>| 296330 | 23872345 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| UTILITIES — (Continued) | UTILITIES — (Continued) | UTILITIES — (Continued) | UTILITIES — (Continued) |
| \* | Pure Cycle Corp. | 41462 | $456497 |
|  | RGC Resources, Inc. | 9760 | 202130 |
|  | Sempra | 229898 | 21136822 |
|  | Southern Co. | 226157 | 21267804 |
|  | Southwest Gas <br> Holdings, Inc.<br>| 74614 | 5931813 |
|  | Spire, Inc. | 65584 | 5666458 |
| #\* | Talen Energy Corp. | 13627 | 5447802 |
|  | TXNM Energy, Inc. | 74020 | 4204336 |
|  | UGI Corp. | 258497 | 8641555 |
|  | Unitil Corp. | 19883 | 969296 |
|  | Vistra Corp. | 491449 | 92539847 |
|  | WEC Energy Group, <br> Inc.<br>| 114495 | 12792526 |
|  | Xcel Energy, Inc. | 270396 | 21948043 |
|  | York Water Co. | 16024 | 497866 |
| TOTAL UTILITIES | TOTAL UTILITIES |  | 758814070 |
| TOTAL COMMON <br> STOCKS | TOTAL COMMON <br> STOCKS |  | 35415035031 |
| 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%) |
| \* | Bed Bath & Beyond, <br> Inc. Warrants <br> 10/07/2026<br>| 760 | 904 |
| TOTAL <br> RIGHTS/WARRANTS | TOTAL <br> RIGHTS/WARRANTS |  | 904 |
| TOTAL INVESTMENT <br> SECURITIES <br>(Cost $12,858,860,424) | TOTAL INVESTMENT <br> SECURITIES <br>(Cost $12,858,860,424) |  | 35415035935 |

---

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

---

| | | | |
|:---|:---|:---|:---|
| TEMPORARY CASH INVESTMENTS — (0.8%) | TEMPORARY CASH INVESTMENTS — (0.8%) | TEMPORARY CASH INVESTMENTS — (0.8%) | TEMPORARY CASH INVESTMENTS — (0.8%) |
| Ɏ | State Street <br> Institutional <br> U.S. Government <br> Money Market Fund <br> 4.010%<br>| 316106224 | 316106224 |
| SECURITIES LENDING COLLATERAL — (1.7%) | SECURITIES LENDING COLLATERAL — (1.7%) | SECURITIES LENDING COLLATERAL — (1.7%) | SECURITIES LENDING COLLATERAL — (1.7%) |
| @§ | The DFA Short Term <br> Investment Fund <br>| 52723780 | 609855959 |
| TOTAL INVESTMENTS — (100.0%) | TOTAL INVESTMENTS — (100.0%) | TOTAL INVESTMENTS — (100.0%) |  |
| (Cost $13,784,822,607) | (Cost $13,784,822,607) |  | $36340998118 |

---

------

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

**CONTINUED**

As of October 31, 2025, U.S. Core Equity 2 Portfolio had entered into the following outstanding futures contracts:

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Description** | **Number of**<br> **Contracts**<br>| **Expiration**<br> **Date**<br>| **Notional**<br> **Value**<br>| **Market**<br> **Value**<br>| **Unrealized**<br> **Appreciation**<br> **(Depreciation)**<br>|
| **Long Position Contracts:** |  |  |  |  |  |
| S&P 500<sup>®</sup> Emini Index | &nbsp;&nbsp; 896 | 12/19/25 | &nbsp;&nbsp; $299597550 | &nbsp;&nbsp; $307955200 | &nbsp;&nbsp; $8357650 |
| **Total Futures Contracts** |  |  | &nbsp;&nbsp; **$299597550** | &nbsp;&nbsp; **$307955200** | &nbsp;&nbsp; **$8357650** |

---

Summary of the Portfolio's investments as of October 31, 2025, 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 |  |  |  |  |
| Communication Services | &nbsp;&nbsp; $2997990700 | &nbsp;&nbsp; — | &nbsp;&nbsp; — | &nbsp;&nbsp; $2997990700 |
| Consumer Discretionary | &nbsp;&nbsp; 3274711069 | &nbsp;&nbsp; — | &nbsp;&nbsp; — | &nbsp;&nbsp; 3274711069 |
| Consumer Staples | &nbsp;&nbsp; 1799183047 | &nbsp;&nbsp; $252660 | &nbsp;&nbsp; — | &nbsp;&nbsp; 1799435707 |
| Energy | &nbsp;&nbsp; 1670894439 | &nbsp;&nbsp; — | &nbsp;&nbsp; — | &nbsp;&nbsp; 1670894439 |
| Financials | &nbsp;&nbsp; 5879602444 | &nbsp;&nbsp; 44285 | &nbsp;&nbsp; — | &nbsp;&nbsp; 5879646729 |
| Health Care | &nbsp;&nbsp; 3019916633 | &nbsp;&nbsp; — | &nbsp;&nbsp; $1025284 | &nbsp;&nbsp; 3020941917 |
| Industrials | &nbsp;&nbsp; 4741564696 | &nbsp;&nbsp; 1887953 | &nbsp;&nbsp; 636 | &nbsp;&nbsp; 4743453285 |
| Information Technology | &nbsp;&nbsp; 10073988315 | &nbsp;&nbsp; 351 | &nbsp;&nbsp; — | &nbsp;&nbsp; 10073988666 |
| Materials | &nbsp;&nbsp; 1065452997 | &nbsp;&nbsp; — | &nbsp;&nbsp; 61028 | &nbsp;&nbsp; 1065514025 |
| Real Estate | &nbsp;&nbsp; 129537640 | &nbsp;&nbsp; 106784 | &nbsp;&nbsp; — | &nbsp;&nbsp; 129644424 |
| Utilities | &nbsp;&nbsp; 758814070 | &nbsp;&nbsp; — | &nbsp;&nbsp; — | &nbsp;&nbsp; 758814070 |
| Rights/Warrants |  |  |  |  |
| Consumer Discretionary | &nbsp;&nbsp; — | &nbsp;&nbsp; 904 | &nbsp;&nbsp; — | &nbsp;&nbsp; 904 |
| Temporary Cash Investments | &nbsp;&nbsp; 316106224 | &nbsp;&nbsp; — | &nbsp;&nbsp; — | &nbsp;&nbsp; 316106224 |
| Securities Lending Collateral | &nbsp;&nbsp; — | &nbsp;&nbsp; 609855959 | &nbsp;&nbsp; — | &nbsp;&nbsp; 609855959 |
| Total Investments in Securities | &nbsp;&nbsp; $35727762274 | &nbsp;&nbsp; $612148896 | &nbsp;&nbsp; $1,086,948˂˃ | &nbsp;&nbsp; $36340998118 |
| **Financial Instruments** | **Financial Instruments** |  |  |  |
| **Assets** |  |  |  |  |
| Futures Contracts\*\* | &nbsp;&nbsp; 8357650 | &nbsp;&nbsp; — | &nbsp;&nbsp; — | &nbsp;&nbsp; 8357650 |
| Total Financial Instruments | &nbsp;&nbsp; $8357650 | &nbsp;&nbsp; — | &nbsp;&nbsp; — | &nbsp;&nbsp; $8357650 |
| \*\* Valued at the unrealized appreciation/(depreciation) on the investment. | \*\* Valued at the unrealized appreciation/(depreciation) on the investment. | \*\* Valued at the unrealized appreciation/(depreciation) on the investment. | \*\* Valued at the unrealized appreciation/(depreciation) on the investment. | \*\* Valued at the unrealized appreciation/(depreciation) on the investment. |

---

&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>|

---

See accompanying Notes to Financial Statements.

------

**U.S. Vector Equity Portfolio**

**SCHEDULE OF INVESTMENTS**

**October 31, 2025**

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

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| COMMON STOCKS — (97.4%) | COMMON STOCKS — (97.4%) | COMMON STOCKS — (97.4%) | COMMON STOCKS — (97.4%) |
| COMMUNICATION SERVICES — (8.0%) | COMMUNICATION SERVICES — (8.0%) | COMMUNICATION SERVICES — (8.0%) | COMMUNICATION SERVICES — (8.0%) |
|  | Alphabet, Inc. (GOOG <br> US), Class C<br>| 226372 | $63796157 |
|  | Alphabet, Inc. (GOOGL <br> US), Class A<br>| 329804 | 92737587 |
| \* | AMC Networks, Inc., <br> Class A<br>| 12094 | 91673 |
| \* | Angi, Inc. | 4120 | 54672 |
|  | Array Digital <br> Infrastructure, Inc.<br>| 46149 | 2266839 |
|  | AT&T, Inc. | 437671 | 10832357 |
| #\* | Atlanta Braves <br> Holdings, Inc. <br> (2291915D US), <br> Class A<br>| 292 | 12597 |
| \* | Atlanta Braves <br> Holdings, Inc. <br> (2292098D US), <br> Class C<br>| 41 | 1670 |
|  | ATN International, Inc. | 3917 | 56914 |
| \* | Bandwidth, Inc., <br> Class A<br>| 20947 | 338294 |
| \* | Boston Omaha Corp., <br> Class A<br>| 9871 | 125559 |
| \* | Bumble, Inc., Class A | 40446 | 224475 |
|  | Cable One, Inc. | 1090 | 161920 |
| \* | Cargurus, Inc. | 19435 | 682557 |
| \* | Cars.com, Inc. | 42843 | 460134 |
| #\* | Charter <br> Communications, <br> Inc., Class A<br>| 33943 | 7937231 |
|  | Cinemark Holdings, <br> Inc.<br>| 74142 | 2002575 |
| \* | Cineverse Corp. | 2980 | 9089 |
|  | Comcast Corp., <br> Class A<br>| 272388 | 7581920 |
| \* | Creative Realities, Inc. | 100 | 293 |
| \* | DoubleVerify Holdings, <br> Inc.<br>| 82035 | 933558 |
| \* | EchoStar Corp., <br> Class A<br>| 1670 | 125033 |
|  | Electronic Arts, Inc. | 23552 | 4711813 |
|  | Entravision <br> Communications <br> Corp., Class A<br>| 72522 | 150121 |
| \* | Eventbrite, Inc., <br> Class A<br>| 9491 | 21924 |
| \* | EverQuote, Inc., <br> Class A<br>| 8553 | 184232 |
| \* | EW Scripps Co., <br> Class A<br>| 30529 | 74185 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| COMMUNICATION SERVICES — (Continued) | COMMUNICATION SERVICES — (Continued) | COMMUNICATION SERVICES — (Continued) | COMMUNICATION SERVICES — (Continued) |
|  | Fox Corp. (FOX US), <br> Class B<br>| 1400 | $81774 |
|  | Fox Corp. (FOXA US), <br> Class A<br>| 93567 | 6049107 |
| \* | Frontier <br> Communications <br> Parent, Inc.<br>| 120192 | 4538450 |
| \* | Gaia, Inc. | 9523 | 47520 |
| \* | Gannett Co., Inc. | 35611 | 188738 |
| \* | GCI Liberty, Inc. <br> (GLBKV US), <br> Class C<br>| 5474 | 200485 |
| \* | GCI Liberty, Inc. <br> (GLIBA US), <br> Class A<br>| 22 | 805 |
|  | Gray Media, Inc. | 52447 | 239683 |
|  | Gray Media, Inc., <br> Class A<br>| 2300 | 21321 |
|  | IDT Corp., Class B | 15524 | 786446 |
| \* | IMAX Corp. | 24673 | 801626 |
| \* | Integral Ad Science <br> Holding Corp.<br>| 19029 | 194286 |
|  | Interpublic Group of <br> Cos., Inc.<br>| 80376 | 2062448 |
|  | Iridium <br> Communications, <br> Inc.<br>| 65223 | 1249020 |
| \* | IZEA Worldwide, Inc. | 62 | 319 |
|  | John Wiley & Sons, <br> Inc. (WLY US), <br> Class A<br>| 29480 | 1086928 |
| \* | Liberty Broadband <br> Corp. (LBRDA US), <br> Class A<br>| 4653 | 248889 |
| \* | Liberty Broadband <br> Corp. (LBRDK US), <br> Class C<br>| 29171 | 1569983 |
| \* | Liberty Global Ltd. <br> (LBTYA US), <br> Class A<br>| 69164 | 760804 |
| \* | Liberty Global Ltd. <br> (LBTYK US), <br> Class C<br>| 62001 | 691311 |
| \* | Liberty Latin America <br> Ltd. (LILA US), <br> Class A<br>| 20793 | 162185 |
| \* | Liberty Latin America <br> Ltd. (LILAK US), <br> Class C<br>| 135519 | 1071955 |

---

------

**U.S. Vector Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| COMMUNICATION SERVICES — (Continued) | COMMUNICATION SERVICES — (Continued) | COMMUNICATION SERVICES — (Continued) | COMMUNICATION SERVICES — (Continued) |
| \* | Liberty Media <br> Corp.-Liberty <br> Formula One <br> (FWONA US), <br> Class A<br>| 360 | $32753 |
| \* | Liberty Media <br> Corp.-Liberty <br> Formula One <br> (FWONK US), <br> Class C<br>| 890 | 88867 |
| \* | Liberty Media <br> Corp.-Liberty Live <br> (LLYVA US), <br> Class A<br>| 3558 | 312179 |
| \* | Liberty Media <br> Corp.-Liberty Live <br> (LLYVK US), <br> Class C<br>| 13869 | 1253896 |
| \* | Lionsgate Studios <br> Corp.<br>| 60088 | 386366 |
| \* | Lumen Technologies, <br> Inc.<br>| 120975 | 1243623 |
| \* | Madison Square <br> Garden <br> Entertainment Corp.<br>| 13611 | 601062 |
| \* | Magnite, Inc. | 2873 | 51369 |
|  | Marcus Corp. | 12500 | 180000 |
|  | Meta Platforms, Inc., <br> Class A<br>| 164350 | 106556322 |
| \* | Motorsport Games, <br> Inc., Class A<br>| 923 | 2224 |
| \* | Netflix, Inc. | 5726 | 6406592 |
|  | New York Times Co., <br> Class A<br>| 49257 | 2807156 |
|  | News Corp. (NWSA <br> US), Class A<br>| 127975 | 3391337 |
|  | Nexstar Media Group, <br> Inc.<br>| 14997 | 2935363 |
| \* | Nextdoor Holdings, <br> Inc.<br>| 79049 | 154146 |
| # | Omnicom Group, Inc. | 37049 | 2779416 |
| \* | PubMatic, Inc., <br> Class A<br>| 18248 | 152553 |
| \* | QuinStreet, Inc. | 629 | 9303 |
| \* | Reservoir Media, Inc. | 7804 | 59310 |
| \* | Roku, Inc. | 1931 | 204937 |
|  | Saga Communications, <br> Inc., Class A<br>| 2124 | 26019 |
|  | Scholastic Corp. | 14255 | 408691 |
|  | Shenandoah <br> Telecommunications <br> Co.<br>| 32034 | 394659 |
|  | Shutterstock, Inc. | 13290 | 332649 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| COMMUNICATION SERVICES — (Continued) | COMMUNICATION SERVICES — (Continued) | COMMUNICATION SERVICES — (Continued) | COMMUNICATION SERVICES — (Continued) |
|  | Sinclair, Inc. | 11930 | $162964 |
| #\* | Sphere Entertainment <br> Co.<br>| 20800 | 1424384 |
|  | Spok Holdings, Inc. | 12013 | 171666 |
| \* | Stagwell, Inc. | 52918 | 251361 |
| \* | Starz Entertainment <br> Corp.<br>| 4004 | 42082 |
|  | Sunrise <br> Communications AG, <br> ADR, Class A<br>| 15781 | 858486 |
| \* | TechTarget, Inc. | 17658 | 96942 |
|  | TEGNA, Inc. | 141558 | 2784446 |
|  | Telephone & Data <br> Systems, Inc.<br>| 86144 | 3344110 |
|  | T-Mobile U.S., Inc. | 32374 | 6800159 |
| \* | TripAdvisor, Inc. | 29886 | 479969 |
| \* | TrueCar, Inc. | 52303 | 115067 |
|  | Verizon <br> Communications, <br> Inc.<br>| 425249 | 16899395 |
|  | Walt Disney Co. | 42769 | 4816645 |
| \* | Warner Bros <br> Discovery, Inc.<br>| 397343 | 8920350 |
| # | Warner Music Group <br> Corp., Class A<br>| 24562 | 785002 |
| \* | WideOpenWest, Inc. | 12092 | 62032 |
| \* | Yelp, Inc. | 36885 | 1216467 |
|  | Zedge, Inc., Class B | 5669 | 14286 |
| \* | Ziff Davis, Inc. | 22849 | 774581 |
| \* | ZoomInfo <br> Technologies, Inc.<br>| 157603 | 1768306 |
| TOTAL COMMUNICATION <br> SERVICES | TOTAL COMMUNICATION <br> SERVICES |  | 400188954 |
| CONSUMER DISCRETIONARY — (10.3%) | CONSUMER DISCRETIONARY — (10.3%) | CONSUMER DISCRETIONARY — (10.3%) | CONSUMER DISCRETIONARY — (10.3%) |
| #\* | 1-800-Flowers.com, <br> Inc., Class A<br>| 25052 | 90187 |
| \* | 1stdibs.com, Inc. | 14223 | 51203 |
| \* | Abercrombie & Fitch <br> Co., Class A<br>| 25312 | 1836386 |
|  | Academy Sports & <br> Outdoors, Inc.<br>| 56512 | 2706360 |
| \* | Accel Entertainment, <br> Inc.<br>| 4871 | 49635 |
| # | Acushnet Holdings <br> Corp.<br>| 53362 | 4126483 |
| \* | Adient PLC | 30408 | 705162 |
|  | ADT, Inc. | 340730 | 3012053 |
| \* | Adtalem Global <br> Education, Inc.<br>| 35462 | 3475985 |
| # | Advance Auto Parts, <br> Inc.<br>| 21144 | 996517 |
| \* | Airbnb, Inc., Class A | 16795 | 2125239 |

---

------

**U.S. Vector Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| CONSUMER DISCRETIONARY — (Continued) | CONSUMER DISCRETIONARY — (Continued) | CONSUMER DISCRETIONARY — (Continued) | CONSUMER DISCRETIONARY — (Continued) |
|  | A-Mark Precious <br> Metals, Inc.<br>| 13367 | $355295 |
| \* | Amazon.com, Inc. | 392236 | 95791876 |
|  | AMCON Distributing <br> Co.<br>| 438 | 50236 |
| \* | American Axle & <br> Manufacturing <br> Holdings, Inc.<br>| 79396 | 492255 |
|  | American Eagle <br> Outfitters, Inc.<br>| 133690 | 2233960 |
| \* | American Outdoor <br> Brands, Inc.<br>| 10326 | 70940 |
| \* | American Public <br> Education, Inc.<br>| 12290 | 411592 |
| \* | America's Car-Mart, <br> Inc.<br>| 4825 | 107308 |
| \* | Aptiv PLC | 51308 | 4161079 |
|  | Aramark | 71176 | 2696147 |
| \* | Arhaus, Inc. | 24541 | 245901 |
| \* | Ark Restaurants Corp. | 2975 | 21747 |
|  | Arko Corp. | 33810 | 148933 |
| \* | Asbury Automotive <br> Group, Inc.<br>| 5222 | 1225081 |
|  | Autoliv, Inc. | 26841 | 3135029 |
| \* | AutoNation, Inc. | 17123 | 3422374 |
| \* | AutoZone, Inc. | 263 | 966375 |
|  | Bassett Furniture <br> Industries, Inc.<br>| 9023 | 133089 |
|  | Bath & Body Works, <br> Inc.<br>| 16472 | 403235 |
| \* | Beachbody Co., Inc. | 1976 | 9840 |
| \* | Beazer Homes USA, <br> Inc.<br>| 17696 | 396390 |
|  | Best Buy Co., Inc. | 57526 | 4725186 |
| \* | Biglari Holdings, Inc. <br> (BH US), Class B<br>| 1079 | 389853 |
| \* | Biglari Holdings, Inc. <br> (BH/A US), Class A<br>| 142 | 248960 |
| \* | Birkenstock Holding <br> PLC<br>| 33320 | 1329801 |
| \* | BJ's Restaurants, Inc. | 15067 | 511675 |
|  | Bloomin' Brands, Inc. | 44701 | 305308 |
|  | Booking Holdings, Inc. | 139 | 705806 |
| \* | Boot Barn Holdings, <br> Inc.<br>| 11482 | 2177561 |
|  | BorgWarner, Inc. | 110754 | 4757992 |
|  | Boyd Gaming Corp. | 30753 | 2394736 |
| \* | Bright Horizons Family <br> Solutions, Inc.<br>| 7692 | 840197 |
|  | Brightstar Lottery PLC | 102105 | 1701069 |
| \* | Brinker International, <br> Inc.<br>| 15974 | 1735735 |
|  | Brunswick Corp. | 39658 | 2621790 |
|  | Buckle, Inc. | 31954 | 1751079 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| CONSUMER DISCRETIONARY — (Continued) | CONSUMER DISCRETIONARY — (Continued) | CONSUMER DISCRETIONARY — (Continued) | CONSUMER DISCRETIONARY — (Continued) |
| # | Build-A-Bear <br> Workshop, Inc.<br>| 8997 | $487817 |
| \* | Burlington Stores, Inc. | 11760 | 3217418 |
| \* | Caesars <br> Entertainment, Inc.<br>| 7463 | 150006 |
|  | Caleres, Inc. | 19847 | 219111 |
|  | Camping World <br> Holdings, Inc., <br> Class A<br>| 30208 | 397537 |
| \* | CarMax, Inc. | 36577 | 1532942 |
| \* | Carnival Corp. | 172956 | 4986321 |
|  | Carriage Services, Inc. | 11707 | 523303 |
|  | Carter's, Inc. | 2639 | 82865 |
| \* | Carvana Co. | 2266 | 694620 |
|  | Cato Corp., Class A | 2852 | 10980 |
| \* | Cavco Industries, Inc. | 1644 | 870991 |
|  | Century Communities, <br> Inc.<br>| 23307 | 1384436 |
| \* | Champion Homes, <br> Inc.<br>| 12944 | 883169 |
| # | Cheesecake Factory, <br> Inc.<br>| 34456 | 1715909 |
| \* | Chewy, Inc., Class A | 29624 | 998921 |
| \* | Chipotle Mexican Grill, <br> Inc.<br>| 73326 | 2323701 |
| # | Choice Hotels <br> International, Inc.<br>| 5438 | 505516 |
|  | Churchill Downs, Inc. | 19350 | 1919520 |
| \* | Citi Trends, Inc. | 10291 | 368624 |
|  | Clarus Corp. | 3449 | 11520 |
|  | Columbia Sportswear <br> Co.<br>| 16926 | 840037 |
| \* | Coursera, Inc. | 57937 | 487830 |
| # | Cracker Barrel Old <br> Country Store, Inc.<br>| 8157 | 274891 |
|  | Cricut, Inc., Class A | 7800 | 41418 |
| \* | Crocs, Inc. | 24295 | 1984659 |
|  | Crown Crafts, Inc. | 4355 | 12542 |
| \* | Culp, Inc. | 9172 | 36871 |
|  | Dana, Inc. | 98173 | 1992912 |
|  | Darden Restaurants, <br> Inc.<br>| 18732 | 3374570 |
| #\* | Dave & Buster's <br> Entertainment, Inc.<br>| 22136 | 325178 |
| \* | Deckers Outdoor <br> Corp.<br>| 27662 | 2254453 |
|  | Designer Brands, Inc., <br> Class A<br>| 25450 | 93911 |
|  | Dick's Sporting Goods, <br> Inc.<br>| 22479 | 4977975 |
| # | Dillard's, Inc., Class A | 4787 | 2872583 |
| \* | Dorman Products, Inc. | 13216 | 1772662 |
|  | DR Horton, Inc. | 46289 | 6900764 |

---

------

**U.S. Vector Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| CONSUMER DISCRETIONARY — (Continued) | CONSUMER DISCRETIONARY — (Continued) | CONSUMER DISCRETIONARY — (Continued) | CONSUMER DISCRETIONARY — (Continued) |
| \* | Dream Finders Homes, <br> Inc., Class A<br>| 6469 | $128086 |
| \* | Driven Brands <br> Holdings, Inc.<br>| 569 | 8165 |
| \* | Duluth Holdings, Inc., <br> Class B<br>| 3645 | 10024 |
|  | eBay, Inc. | 66548 | 5411018 |
| \* | El Pollo Loco Holdings, <br> Inc.<br>| 21476 | 219485 |
|  | Escalade, Inc. | 9636 | 110910 |
|  | Ethan Allen Interiors, <br> Inc.<br>| 21796 | 526809 |
| \* | Etsy, Inc. | 2977 | 184574 |
| \* | European Wax Center, <br> Inc., Class A<br>| 3511 | 13693 |
|  | Expedia Group, Inc. | 21806 | 4797320 |
| \* | Figs, Inc., Class A | 60481 | 451188 |
| \* | First Watch Restaurant <br> Group, Inc.<br>| 22124 | 364825 |
| \* | Five Below, Inc. | 10014 | 1574902 |
|  | Flanigan's Enterprises, <br> Inc.<br>| 1001 | 31682 |
|  | Flexsteel Industries, <br> Inc.<br>| 4222 | 144350 |
| #\* | Floor & Decor <br> Holdings, Inc., <br> Class A<br>| 15459 | 965878 |
|  | Ford Motor Co. | 809416 | 10627632 |
| \* | Fossil Group, Inc. | 5924 | 12322 |
| \* | Fox Factory Holding <br> Corp.<br>| 13049 | 288513 |
| \* | Frontdoor, Inc. | 21542 | 1431035 |
| \* | Funko, Inc., Class A | 1705 | 5320 |
| #\* | GameStop Corp., <br> Class A<br>| 21638 | 482311 |
|  | Gap, Inc. | 150044 | 3428505 |
|  | Garmin Ltd. | 17698 | 3786310 |
|  | General Motors Co. | 281807 | 19470046 |
| \* | Genesco, Inc. | 9078 | 263353 |
|  | Gentex Corp. | 117490 | 2755140 |
| \* | Gentherm, Inc. | 21024 | 773683 |
|  | Genuine Parts Co. | 26331 | 3352200 |
| \* | G-III Apparel Group <br> Ltd.<br>| 29494 | 791914 |
| \* | Global Business Travel <br> Group I<br>| 1850 | 14541 |
| \* | Goodyear Tire & <br> Rubber Co.<br>| 84861 | 584692 |
|  | Graham Holdings Co., <br> Class B<br>| 1322 | 1338036 |
| \* | Grand Canyon <br> Education, Inc.<br>| 8898 | 1675493 |
| \* | Green Brick Partners, <br> Inc.<br>| 22902 | 1482675 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| CONSUMER DISCRETIONARY — (Continued) | CONSUMER DISCRETIONARY — (Continued) | CONSUMER DISCRETIONARY — (Continued) | CONSUMER DISCRETIONARY — (Continued) |
|  | Group 1 Automotive, <br> Inc.<br>| 7186 | $2856722 |
|  | Guess?, Inc. | 39088 | 663714 |
|  | H&R Block, Inc. | 9239 | 459548 |
|  | Hamilton Beach <br> Brands Holding Co., <br> Class A<br>| 8700 | 122409 |
| \* | Hanesbrands, Inc. | 232607 | 1537532 |
|  | Harley-Davidson, Inc. | 62070 | 1674649 |
|  | Hasbro, Inc. | 17210 | 1313295 |
|  | Haverty Furniture Cos., <br> Inc. (HVT US)<br>| 13505 | 294544 |
|  | Haverty Furniture Cos., <br> Inc. (HVT/A US), <br> Class A<br>| 1796 | 40212 |
| \* | Helen of Troy Ltd. | 11167 | 208041 |
| \* | Hilton Grand <br> Vacations, Inc.<br>| 36827 | 1526479 |
|  | Hilton Worldwide <br> Holdings, Inc.<br>| 270 | 69379 |
| \* | Holley, Inc. | 14489 | 41583 |
|  | Home Depot, Inc. | 50978 | 19350739 |
|  | Hooker Furnishings <br> Corp.<br>| 9328 | 84698 |
| \* | Hovnanian Enterprises, <br> Inc., Class A<br>| 2664 | 320293 |
|  | Hyatt Hotels Corp., <br> Class A<br>| 208 | 28581 |
|  | Installed Building <br> Products, Inc.<br>| 10153 | 2520279 |
|  | J Jill, Inc. | 2926 | 44095 |
|  | JAKKS Pacific, Inc. | 7300 | 124100 |
|  | Jerash Holdings U.S., <br> Inc.<br>| 3136 | 10631 |
|  | Johnson Outdoors, <br> Inc., Class A<br>| 7633 | 310892 |
|  | KB Home | 35902 | 2241003 |
|  | Kohl's Corp. | 9716 | 158079 |
|  | Kontoor Brands, Inc. | 26504 | 2144704 |
| \* | Koss Corp. | 1731 | 8361 |
|  | Krispy Kreme, Inc. | 32822 | 117831 |
|  | Lakeland Industries, <br> Inc.<br>| 6573 | 108192 |
| \* | Lands' End, Inc. | 24598 | 387173 |
|  | Las Vegas Sands <br> Corp.<br>| 94501 | 5608634 |
| \* | Latham Group, Inc. | 23235 | 168454 |
| \* | Laureate Education, <br> Inc.<br>| 99781 | 2896642 |
|  | La-Z-Boy, Inc. | 28129 | 891689 |
|  | LCI Industries | 17194 | 1779407 |
|  | Lear Corp. | 27336 | 2860712 |
| \* | Legacy Housing Corp. | 3368 | 75628 |
|  | Leggett & Platt, Inc. | 29199 | 272719 |

---

------

**U.S. Vector Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| CONSUMER DISCRETIONARY — (Continued) | CONSUMER DISCRETIONARY — (Continued) | CONSUMER DISCRETIONARY — (Continued) | CONSUMER DISCRETIONARY — (Continued) |
|  | Lennar Corp. (LEN <br> US), Class A<br>| 28434 | $3519276 |
|  | Lennar Corp. (LENB <br> US), Class B<br>| 23 | 2715 |
| # | Levi Strauss & Co., <br> Class A<br>| 9397 | 190571 |
| \* | LGI Homes, Inc. | 15007 | 612436 |
| \* | Life Time Group <br> Holdings, Inc.<br>| 72997 | 1805216 |
|  | Lifetime Brands, Inc. | 17347 | 58806 |
| #\* | Light & Wonder, Inc. | 9422 | 684979 |
| \* | Lincoln Educational <br> Services Corp.<br>| 825 | 16022 |
|  | Lithia Motors, Inc. | 7776 | 2442286 |
| \* | Live Ventures, Inc. | 1595 | 21836 |
|  | LKQ Corp. | 55518 | 1774355 |
| \* | Lovesac Co. | 8178 | 113429 |
| \* | Lululemon Athletica, <br> Inc.<br>| 19488 | 3323484 |
| \* | M/I Homes, Inc. | 18350 | 2297237 |
|  | Macy's, Inc. | 159350 | 3105731 |
| \* | Malibu Boats, Inc., <br> Class A<br>| 11206 | 312311 |
|  | Marine Products Corp. | 15913 | 134465 |
| \* | MarineMax, Inc. | 12539 | 310591 |
|  | Marriott Vacations <br> Worldwide Corp.<br>| 26008 | 1716008 |
| \* | MasterCraft Boat <br> Holdings, Inc.<br>| 10240 | 205414 |
| \* | Mattel, Inc. | 116396 | 2139358 |
|  | Matthews International <br> Corp., Class A<br>| 14802 | 346663 |
|  | McDonald's Corp. | 9390 | 2802258 |
|  | Meritage Homes Corp. | 32624 | 2204077 |
| \* | MGM Resorts <br> International<br>| 29407 | 941906 |
| \* | Mister Car Wash, Inc. | 69461 | 388287 |
| \* | Mobileye Global, Inc., <br> Class A<br>| 22193 | 291838 |
| \* | Modine Manufacturing <br> Co.<br>| 16487 | 2525973 |
| \* | Mohawk Industries, <br> Inc.<br>| 24341 | 2766111 |
|  | Monarch Casino & <br> Resort, Inc.<br>| 5624 | 506554 |
|  | Monro, Inc. | 10989 | 160989 |
| \* | Motorcar Parts of <br> America, Inc.<br>| 7952 | 135661 |
|  | Movado Group, Inc. | 8033 | 146281 |
|  | Murphy USA, Inc. | 5999 | 2148842 |
|  | Nathan's Famous, Inc. | 726 | 76833 |
| \* | National Vision <br> Holdings, Inc.<br>| 31673 | 815580 |
|  | Newell Brands, Inc. | 90239 | 306813 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| CONSUMER DISCRETIONARY — (Continued) | CONSUMER DISCRETIONARY — (Continued) | CONSUMER DISCRETIONARY — (Continued) | CONSUMER DISCRETIONARY — (Continued) |
| \* | Norwegian Cruise Line <br> Holdings Ltd.<br>| 122682 | $2750530 |
| \* | NVR, Inc. | 647 | 4665401 |
| \* | Ollie's Bargain Outlet <br> Holdings, Inc.<br>| 1031 | 124555 |
| \* | ONE Group Hospitality, <br> Inc.<br>| 9206 | 20898 |
|  | OneSpaWorld Holdings <br> Ltd.<br>| 2252 | 52404 |
| \* | OneWater Marine, Inc., <br> Class A<br>| 6206 | 96379 |
|  | Oxford Industries, Inc. | 8945 | 329623 |
|  | Papa John's <br> International, Inc.<br>| 5773 | 293326 |
|  | Patrick Industries, Inc. | 24942 | 2603197 |
| #\* | Penn Entertainment, <br> Inc.<br>| 31008 | 510392 |
|  | Penske Automotive <br> Group, Inc.<br>| 11789 | 1887065 |
|  | Perdoceo Education <br> Corp.<br>| 53163 | 1688457 |
| \* | Petco Health & <br> Wellness Co., Inc.<br>| 65088 | 206980 |
| \* | PetMed Express, Inc. | 3847 | 9887 |
|  | Phinia, Inc. | 27118 | 1407695 |
| \* | Planet Fitness, Inc., <br> Class A<br>| 5527 | 501244 |
|  | Polaris, Inc. | 23367 | 1544559 |
|  | Pool Corp. | 5233 | 1397525 |
| \* | Portillo's, Inc., Class A | 4073 | 21791 |
|  | PulteGroup, Inc. | 43348 | 5196125 |
| \* | Pursuit Attractions & <br> Hospitality, Inc.<br>| 14530 | 515524 |
|  | PVH Corp. | 27118 | 2124153 |
| » | QEP Co., Inc. | 942 | 35678 |
|  | Ralph Lauren Corp. | 7763 | 2481521 |
| \* | Rave Restaurant <br> Group, Inc.<br>| 572 | 1464 |
|  | RCI Hospitality <br> Holdings, Inc.<br>| 5138 | 127988 |
|  | Red Rock Resorts, <br> Inc., Class A<br>| 17245 | 919331 |
| \* | Revolve Group, Inc. | 859 | 19001 |
| #\* | Rivian Automotive, <br> Inc., Class A<br>| 176145 | 2390288 |
|  | Rocky Brands, Inc. | 6339 | 178696 |
|  | Ross Stores, Inc. | 57055 | 9067181 |
|  | Royal Caribbean <br> Cruises Ltd.<br>| 43793 | 12561146 |
| \* | Sally Beauty Holdings, <br> Inc.<br>| 54590 | 824855 |
| #\* | Savers Value Village, <br> Inc.<br>| 56280 | 518339 |

---

------

**U.S. Vector Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| CONSUMER DISCRETIONARY — (Continued) | CONSUMER DISCRETIONARY — (Continued) | CONSUMER DISCRETIONARY — (Continued) | CONSUMER DISCRETIONARY — (Continued) |
|  | Service Corp. <br> International<br>| 42376 | $3538820 |
| #\* | SharkNinja, Inc. | 23964 | 2048922 |
| # | Shoe Carnival, Inc. | 18513 | 339343 |
| # | Signet Jewelers Ltd. | 25049 | 2476094 |
| \* | Sleep Number Corp. | 4209 | 23150 |
|  | Smith & Wesson <br> Brands, Inc.<br>| 29259 | 280448 |
| # | Somnigroup <br> International, Inc.<br>| 3100 | 245954 |
| # | Sonic Automotive, Inc., <br> Class A<br>| 29694 | 1886460 |
| \* | Sonos, Inc. | 2829 | 48574 |
| \* | Sportsman's <br> Warehouse <br> Holdings, Inc.<br>| 18604 | 45952 |
|  | Standard Motor <br> Products, Inc.<br>| 12836 | 476601 |
|  | Starbucks Corp. | 4200 | 339654 |
|  | Steven Madden Ltd. | 48920 | 1658877 |
| \* | Stitch Fix, Inc., <br> Class A<br>| 3541 | 14837 |
| \* | Stoneridge, Inc. | 16373 | 111500 |
|  | Strategic Education, <br> Inc.<br>| 14110 | 1072078 |
| \* | Strattec Security Corp. | 2434 | 149350 |
| \* | Stride, Inc. | 22872 | 1556211 |
|  | Sturm Ruger & Co., <br> Inc.<br>| 1048 | 44446 |
|  | Superior Group of <br> Cos., Inc.<br>| 14299 | 133553 |
|  | Tandy Leather Factory, <br> Inc.<br>| 2500 | 7625 |
|  | Tapestry, Inc. | 69999 | 7687290 |
| \* | Target Hospitality <br> Corp.<br>| 2442 | 18779 |
| \* | Taylor Morrison Home <br> Corp.<br>| 65253 | 3867545 |
|  | Texas Roadhouse, <br> Inc.<br>| 14348 | 2347046 |
|  | Thor Industries, Inc. | 24164 | 2521513 |
| \* | Tile Shop Holdings, <br> Inc.<br>| 29845 | 186830 |
|  | TJX Cos., Inc. | 73600 | 10314304 |
|  | Toll Brothers, Inc. | 21506 | 2902235 |
| \* | TopBuild Corp. | 7441 | 3143674 |
| \* | Topgolf Callaway <br> Brands Corp.<br>| 48972 | 460827 |
|  | Tractor Supply Co. | 58227 | 3150663 |
|  | Travel & Leisure Co. | 11386 | 714813 |
| \* | Tri Pointe Homes, Inc. | 79644 | 2536661 |
| \* | Ulta Beauty, Inc. | 6316 | 3283562 |
| \* | Under Armour, Inc. (UA <br> US), Class C<br>| 148769 | 660534 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| CONSUMER DISCRETIONARY — (Continued) | CONSUMER DISCRETIONARY — (Continued) | CONSUMER DISCRETIONARY — (Continued) | CONSUMER DISCRETIONARY — (Continued) |
| \* | Under Armour, Inc. <br> (UAA US), Class A<br>| 72731 | $335290 |
| \* | Unifi, Inc. | 8259 | 36835 |
| \* | United Parks & <br> Resorts, Inc.<br>| 9502 | 459897 |
| \* | Universal Electronics, <br> Inc.<br>| 3297 | 12825 |
| \* | Universal Technical <br> Institute, Inc.<br>| 35976 | 1069207 |
|  | Upbound Group, Inc. | 32310 | 626168 |
| \* | Urban Outfitters, Inc. | 58061 | 3751321 |
| # | Vail Resorts, Inc. | 9624 | 1427528 |
| \* | Valvoline, Inc. | 35668 | 1177401 |
|  | VF Corp. | 1751 | 24584 |
| \* | Victoria's Secret & Co. | 49527 | 1745827 |
| \* | Vince Holding Corp. | 4315 | 12298 |
|  | Visteon Corp. | 16990 | 1820648 |
|  | Wendy's Co. | 82519 | 704712 |
|  | Weyco Group, Inc. | 8527 | 244469 |
| # | Whirlpool Corp. | 22150 | 1586605 |
|  | Williams-Sonoma, Inc. | 23324 | 4532786 |
| # | Wingstop, Inc. | 2537 | 549590 |
|  | Winmark Corp. | 622 | 250772 |
|  | Winnebago Industries, <br> Inc.<br>| 16365 | 617124 |
|  | Wolverine World Wide, <br> Inc.<br>| 41625 | 944888 |
| # | Wyndham Hotels & <br> Resorts, Inc.<br>| 24487 | 1798080 |
|  | Wynn Resorts Ltd. | 5127 | 610062 |
| \* | XPEL, Inc. | 6033 | 205725 |
| \* | YETI Holdings, Inc. | 32430 | 1102296 |
|  | Yum! Brands, Inc. | 3460 | 478207 |
| \* | Zumiez, Inc. | 12387 | 268179 |
| TOTAL CONSUMER <br> DISCRETIONARY | TOTAL CONSUMER <br> DISCRETIONARY |  | 519319835 |
| CONSUMER STAPLES — (5.1%) | CONSUMER STAPLES — (5.1%) | CONSUMER STAPLES — (5.1%) | CONSUMER STAPLES — (5.1%) |
|  | Albertsons Cos., Inc., <br> Class A<br>| 189786 | 3357314 |
|  | Alico, Inc. | 5885 | 207211 |
|  | Andersons, Inc. | 28587 | 1323864 |
|  | Archer-Daniels-Midland <br> Co.<br>| 53940 | 3264988 |
|  | B&G Foods, Inc. | 42598 | 170392 |
| \* | BellRing Brands, Inc. | 7524 | 226698 |
| \* | BJ's Wholesale Club <br> Holdings, Inc.<br>| 24703 | 2180287 |
| \* | Boston Beer Co., Inc. , <br> Class A<br>| 2128 | 440475 |
| \* | Bridgford Foods Corp. | 4114 | 32789 |
|  | Brown-Forman Corp. <br> (BF/A US), Class A<br>| 3283 | 89035 |

---

------

**U.S. Vector Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| CONSUMER STAPLES — (Continued) | CONSUMER STAPLES — (Continued) | CONSUMER STAPLES — (Continued) | CONSUMER STAPLES — (Continued) |
| # | Brown-Forman Corp. <br> (BFB US), Class B<br>| 28041 | $763556 |
|  | Bunge Global SA | 37652 | 3561879 |
|  | Calavo Growers, Inc. | 10416 | 231339 |
|  | Cal-Maine Foods, Inc. | 21706 | 1905787 |
|  | Campbell's Co. | 84372 | 2542128 |
|  | Casey's General <br> Stores, Inc.<br>| 7225 | 3707798 |
| \* | Central Garden & Pet <br> Co. (CENT US)<br>| 3303 | 101303 |
| \* | Central Garden & Pet <br> Co. (CENTA US), <br> Class A<br>| 43157 | 1200196 |
| \* | Chefs' Warehouse, <br> Inc.<br>| 21117 | 1245903 |
|  | Church & Dwight Co., <br> Inc.<br>| 32857 | 2881230 |
|  | Clorox Co. | 12683 | 1426330 |
|  | Coca-Cola Co. | 253653 | 17476692 |
|  | Coca-Cola <br> Consolidated, Inc.<br>| 18647 | 2431196 |
| \* | Coffee Holding Co., <br> Inc.<br>| 2728 | 11130 |
|  | Colgate-Palmolive Co. | 63105 | 4862240 |
|  | Conagra Brands, Inc. | 95438 | 1640579 |
|  | Constellation Brands, <br> Inc., Class A<br>| 28769 | 3779671 |
|  | Costco Wholesale <br> Corp.<br>| 11430 | 10417874 |
| \* | Coty, Inc., Class A | 142903 | 567325 |
| \* | Darling Ingredients, <br> Inc.<br>| 61571 | 1973351 |
|  | Dole PLC | 20878 | 265986 |
|  | Dollar General Corp. | 58168 | 5738855 |
| #\* | Dollar Tree, Inc. | 40516 | 4015946 |
|  | Edgewell Personal <br> Care Co.<br>| 23819 | 461850 |
| \* | elf Beauty, Inc. | 141 | 17222 |
| # | Energizer Holdings, <br> Inc.<br>| 23474 | 545301 |
|  | Estee Lauder Cos., <br> Inc., Class A<br>| 43151 | 4172270 |
| \* | FitLife Brands, Inc. | 424 | 8107 |
|  | Flowers Foods, Inc. | 102083 | 1217850 |
|  | Fresh Del Monte <br> Produce, Inc.<br>| 38784 | 1371014 |
| \*» | Fresh Market, Inc. | 6378 | 0 |
|  | General Mills, Inc. | 95040 | 4429814 |
| \* | Grocery Outlet Holding <br> Corp.<br>| 29704 | 404271 |
|  | Hershey Co. | 22709 | 3852128 |
| \* | HF Foods Group, Inc. | 2395 | 5173 |
| \* | Honest Co., Inc. | 31236 | 106515 |
|  | Hormel Foods Corp. | 93897 | 2027236 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| CONSUMER STAPLES — (Continued) | CONSUMER STAPLES — (Continued) | CONSUMER STAPLES — (Continued) | CONSUMER STAPLES — (Continued) |
|  | Ingles Markets, Inc., <br> Class A<br>| 10944 | $756230 |
|  | Ingredion, Inc. | 25622 | 2957035 |
|  | Interparfums, Inc. | 13892 | 1238472 |
|  | J&J Snack Foods <br> Corp.<br>| 11461 | 970174 |
|  | J.M. Smucker Co. | 23191 | 2401428 |
|  | John B Sanfilippo & <br> Son, Inc.<br>| 6538 | 410456 |
|  | Kenvue, Inc. | 183108 | 2631262 |
|  | Keurig Dr. Pepper, Inc. | 106782 | 2900199 |
|  | Kimberly-Clark Corp. | 43614 | 5221032 |
|  | Kraft Heinz Co. | 94461 | 2336021 |
|  | Kroger Co. | 150448 | 9573006 |
|  | Lamb Weston <br> Holdings, Inc.<br>| 35898 | 2215984 |
| # | Lifevantage Corp. | 7128 | 58378 |
| \* | Lifeway Foods, Inc. | 6493 | 155767 |
|  | Limoneira Co. | 10401 | 146966 |
|  | Marzetti Co. | 7532 | 1180942 |
|  | McCormick & Co., Inc. <br> (MKC US)<br>| 22122 | 1419348 |
|  | McCormick & Co., Inc. <br> (MKC/V US)<br>| 2128 | 136118 |
| \* | Medifast, Inc. | 7067 | 84945 |
|  | MGP Ingredients, Inc. | 10565 | 255673 |
| \* | Mission Produce, Inc. | 21116 | 243256 |
|  | Molson Coors <br> Beverage Co., <br> Class B<br>| 42439 | 1855433 |
|  | Mondelez International, <br> Inc., Class A<br>| 44806 | 2574553 |
| \* | Monster Beverage <br> Corp.<br>| 70979 | 4743527 |
| \* | National Beverage <br> Corp.<br>| 28451 | 975016 |
| \* | Natural Alternatives <br> International, Inc.<br>| 8015 | 22362 |
|  | Natural Grocers by <br> Vitamin Cottage, <br> Inc.<br>| 13485 | 432734 |
|  | Natural Health Trends <br> Corp.<br>| 1821 | 8031 |
| \* | Nature's Sunshine <br> Products, Inc.<br>| 14712 | 198318 |
|  | Nu Skin Enterprises, <br> Inc., Class A<br>| 13782 | 147743 |
|  | Oil-Dri Corp. of <br> America<br>| 8196 | 453976 |
|  | PepsiCo, Inc. | 97311 | 14216164 |
| \* | Performance Food <br> Group Co.<br>| 48588 | 4700403 |
|  | Philip Morris <br> International, Inc.<br>| 21104 | 3045940 |

---

------

**U.S. Vector Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| CONSUMER STAPLES — (Continued) | CONSUMER STAPLES — (Continued) | CONSUMER STAPLES — (Continued) | CONSUMER STAPLES — (Continued) |
|  | Pilgrim's Pride Corp. | 34927 | $1330719 |
| \* | Post Holdings, Inc. | 32214 | 3348001 |
| # | PriceSmart, Inc. | 20402 | 2345006 |
|  | Procter & Gamble Co. | 133241 | 20035449 |
|  | Reynolds Consumer <br> Products, Inc.<br>| 35334 | 863563 |
|  | Seaboard Corp. | 519 | 1749020 |
| \* | Seneca Foods Corp. <br> (SENEA US), <br> Class A<br>| 4703 | 507148 |
| \*» | Seneca Foods Corp. <br> (SENEB US), <br> Class B<br>| 1251 | 137485 |
| \* | Simply Good Foods <br> Co.<br>| 58989 | 1154415 |
|  | Spectrum Brands <br> Holdings, Inc.<br>| 12659 | 682067 |
| \* | Sprouts Farmers <br> Market, Inc.<br>| 16476 | 1300945 |
|  | Sysco Corp. | 90708 | 6737790 |
|  | Target Corp. | 90433 | 8384948 |
|  | Tootsie Roll Industries, <br> Inc.<br>| 4199 | 148183 |
| \* | TreeHouse Foods, Inc. | 29051 | 528728 |
|  | Turning Point Brands, <br> Inc.<br>| 9779 | 879132 |
|  | Tyson Foods, Inc., <br> Class A<br>| 48873 | 2512561 |
| \* | U.S. Foods Holding <br> Corp.<br>| 65151 | 4731266 |
| \* | United Natural Foods, <br> Inc.<br>| 38533 | 1450767 |
|  | United-Guardian, Inc. | 1872 | 13422 |
|  | Universal Corp. | 17305 | 877017 |
| \* | USANA Health <br> Sciences, Inc.<br>| 10875 | 230006 |
|  | Utz Brands, Inc. | 21394 | 225279 |
|  | Village Super Market, <br> Inc., Class A<br>| 10038 | 314892 |
| \* | Vita Coco Co., Inc. | 7349 | 302632 |
| \* | Vital Farms, Inc. | 11619 | 381684 |
|  | Walmart, Inc. | 190017 | 19225920 |
|  | WD-40 Co. | 2848 | 553309 |
| # | Weis Markets, Inc. | 21134 | 1338628 |
| \* | Willamette Valley <br> Vineyards, Inc.<br>| 800 | 2560 |
| TOTAL CONSUMER <br> STAPLES | TOTAL CONSUMER <br> STAPLES |  | 255619532 |
| ENERGY — (5.7%) | ENERGY — (5.7%) | ENERGY — (5.7%) | ENERGY — (5.7%) |
| \* | Amplify Energy Corp. | 28550 | 129617 |
|  | Antero Midstream <br> Corp.<br>| 230743 | 3980317 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| ENERGY — (Continued) | ENERGY — (Continued) | ENERGY — (Continued) | ENERGY — (Continued) |
| \* | Antero Resources <br> Corp.<br>| 83908 | $2593596 |
|  | APA Corp. | 127981 | 2898770 |
|  | Archrock, Inc. | 131633 | 3326366 |
|  | Ardmore Shipping <br> Corp.<br>| 27676 | 348441 |
| # | Atlas Energy Solutions, <br> Inc.<br>| 35077 | 434253 |
|  | Baker Hughes Co. | 161508 | 7818602 |
|  | Berry Corp. | 43300 | 145921 |
| \* | Bristow Group, Inc. | 19604 | 797883 |
|  | Cactus, Inc., Class A | 28630 | 1264587 |
|  | California Resources <br> Corp.<br>| 32869 | 1550431 |
| #\* | Centrus Energy Corp., <br> Class A<br>| 1857 | 682373 |
|  | Cheniere Energy, Inc. | 40441 | 8573492 |
|  | Chevron Corp. | 152488 | 24050407 |
|  | Chord Energy Corp. <br> (CHRD US)<br>| 18314 | 1661446 |
| \* | Clean Energy Fuels <br> Corp.<br>| 136359 | 389987 |
| \* | CNX Resources Corp. | 65731 | 2212505 |
| \* | Comstock Resources, <br> Inc.<br>| 165867 | 3110006 |
| \* | Comstock, Inc. | 7736 | 23982 |
|  | ConocoPhillips | 132801 | 11800697 |
|  | Core Laboratories, <br> Inc.<br>| 21368 | 340606 |
|  | Core Natural <br> Resources, Inc.<br>| 12563 | 992477 |
|  | Coterra Energy, Inc. | 218172 | 5161950 |
|  | Crescent Energy Co., <br> Class A<br>| 60548 | 510420 |
| \* | CVR Energy, Inc. | 138 | 4911 |
|  | Devon Energy Corp. | 149070 | 4843284 |
|  | DHT Holdings, Inc. | 109384 | 1452620 |
|  | Diamondback Energy, <br> Inc.<br>| 37216 | 5328959 |
| \* | DMC Global, Inc. | 11148 | 89853 |
|  | Dorian LPG Ltd. | 29162 | 841324 |
| \* | DT Midstream, Inc. | 51541 | 5643224 |
| \* | Encore Energy Corp. | 20454 | 63203 |
|  | Energy Services of <br> America Corp.<br>| 4053 | 44421 |
|  | EOG Resources, Inc. | 104085 | 11016356 |
|  | Epsilon Energy Ltd. | 15216 | 73037 |
|  | EQT Corp. | 85306 | 4570695 |
|  | Evolution Petroleum <br> Corp.<br>| 27352 | 119802 |
|  | Expand Energy Corp. | 40943 | 4229821 |
| \* | Expro Group Holdings <br> NV<br>| 58029 | 788034 |
|  | Exxon Mobil Corp. | 246995 | 28246348 |

---

------

**U.S. Vector Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| ENERGY — (Continued) | ENERGY — (Continued) | ENERGY — (Continued) | ENERGY — (Continued) |
| \* | Forum Energy <br> Technologies, Inc.<br>| 6070 | $162555 |
|  | FutureFuel Corp. | 2994 | 11766 |
| \* | Geospace <br> Technologies Corp.<br>| 6068 | 153763 |
|  | Granite Ridge <br> Resources, Inc.<br>| 7104 | 37509 |
| \* | Green Plains, Inc. | 32916 | 338376 |
| \* | Gulf Island Fabrication, <br> Inc.<br>| 10040 | 78412 |
| \* | Gulfport Energy Corp. | 10014 | 1862704 |
|  | Halliburton Co. | 176740 | 4743702 |
| \* | Helix Energy Solutions <br> Group, Inc.<br>| 112215 | 754085 |
|  | Helmerich & Payne, <br> Inc.<br>| 56916 | 1494614 |
|  | HF Sinclair Corp. | 73348 | 3784757 |
| \* | Innovex International, <br> Inc.<br>| 7862 | 157790 |
|  | International Seaways, <br> Inc.<br>| 33613 | 1721994 |
|  | Kinder Morgan, Inc. | 251443 | 6585292 |
|  | Kodiak Gas Services, <br> Inc.<br>| 38482 | 1419216 |
|  | Liberty Energy, Inc. | 115321 | 2088463 |
|  | Magnolia Oil & Gas <br> Corp., Class A<br>| 108700 | 2441402 |
| \* | Mammoth Energy <br> Services, Inc.<br>| 13792 | 28136 |
|  | Marathon Petroleum <br> Corp.<br>| 30013 | 5849834 |
|  | Matador Resources <br> Co.<br>| 78797 | 3109330 |
|  | Mexco Energy Corp. | 4035 | 37122 |
| \* | MIND Technology, Inc. | 1623 | 17869 |
|  | Murphy Oil Corp. | 95099 | 2691302 |
| \* | Nabors Industries Ltd. | 1429 | 69335 |
|  | NACCO Industries, <br> Inc., Class A<br>| 4369 | 184721 |
|  | Natural Gas Services <br> Group, Inc.<br>| 8536 | 237642 |
| \* | NCS Multistage <br> Holdings, Inc.<br>| 1080 | 39636 |
| # | Noble Corp. PLC | 44273 | 1299413 |
|  | Nordic American <br> Tankers Ltd.<br>| 143773 | 529085 |
| # | Northern Oil & Gas, <br> Inc.<br>| 69797 | 1544608 |
|  | NOV, Inc. | 138568 | 2023093 |
|  | Occidental Petroleum <br> Corp.<br>| 170170 | 7011004 |
| \* | Oceaneering <br> International, Inc.<br>| 62006 | 1444120 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| ENERGY — (Continued) | ENERGY — (Continued) | ENERGY — (Continued) | ENERGY — (Continued) |
| \* | Oil States International, <br> Inc.<br>| 45410 | $271098 |
|  | ONEOK, Inc. | 78263 | 5243621 |
|  | Ovintiv, Inc. | 68775 | 2579750 |
| \* | Par Pacific Holdings, <br> Inc.<br>| 43108 | 1723458 |
|  | PBF Energy, Inc., <br> Class A<br>| 84167 | 2875986 |
|  | Peabody Energy Corp. | 90032 | 2468677 |
|  | Permian Resources <br> Corp.<br>| 194219 | 2439391 |
|  | Phillips 66 | 38246 | 5206810 |
| \* | PrimeEnergy <br> Resources Corp.<br>| 1349 | 182439 |
| \* | ProPetro Holding <br> Corp.<br>| 60470 | 627679 |
|  | Range Resources <br> Corp.<br>| 69333 | 2464788 |
|  | Ranger Energy <br> Services, Inc., <br> Class A<br>| 11326 | 155619 |
| \* | REX American <br> Resources Corp.<br>| 23814 | 762762 |
|  | Riley Exploration <br> Permian, Inc.<br>| 1159 | 30157 |
| # | RPC, Inc. | 129572 | 673774 |
|  | SandRidge Energy, <br> Inc.<br>| 26205 | 312102 |
|  | Scorpio Tankers, Inc. | 39019 | 2407472 |
| \* | SEACOR Marine <br> Holdings, Inc.<br>| 18638 | 118538 |
| \* | Seadrill Ltd. | 11114 | 350758 |
|  | Select Water Solutions, <br> Inc.<br>| 70849 | 819014 |
|  | SFL Corp. Ltd. | 107899 | 804927 |
|  | SLB Ltd. | 304733 | 10988672 |
|  | SM Energy Co. | 82210 | 1717367 |
|  | Smart Sand, Inc. | 100 | 215 |
| \* | Stabilis Solutions, Inc. | 2037 | 10165 |
| \* | Talos Energy, Inc. | 91135 | 894034 |
|  | Targa Resources <br> Corp.<br>| 37895 | 5837346 |
|  | TechnipFMC PLC | 90670 | 3749205 |
|  | Teekay Corp. Ltd. | 56913 | 547503 |
|  | Teekay Tankers Ltd., <br> Class A<br>| 20272 | 1236592 |
| \* | TETRA Technologies, <br> Inc.<br>| 24685 | 174276 |
|  | Texas Pacific Land <br> Corp.<br>| 1313 | 1238658 |
| \* | Tidewater, Inc. | 24086 | 1218511 |
| \* | Transocean Ltd. | 398741 | 1531165 |
|  | VAALCO Energy, Inc. | 21138 | 83072 |
| \* | Valaris Ltd. | 25902 | 1453620 |

---

------

**U.S. Vector Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| ENERGY — (Continued) | ENERGY — (Continued) | ENERGY — (Continued) | ENERGY — (Continued) |
|  | Valero Energy Corp. | 71298 | $12089289 |
|  | Viper Energy, Inc., <br> Class A<br>| 10386 | 390098 |
| # | Vitesse Energy, Inc. | 19888 | 432564 |
|  | Weatherford <br> International PLC<br>| 17126 | 1262015 |
|  | Western Midstream <br> Partners LP<br>| 5487 | 205597 |
|  | Williams Cos., Inc. | 49338 | 2855190 |
|  | World Kinect Corp. | 39613 | 1023996 |
| TOTAL ENERGY | TOTAL ENERGY |  | 287565644 |
| FINANCIALS — (18.0%) | FINANCIALS — (18.0%) | FINANCIALS — (18.0%) | FINANCIALS — (18.0%) |
|  | 1st Source Corp. | 19833 | 1178874 |
| \* | Acacia Research <br> Corp.<br>| 34675 | 120322 |
|  | Acadian Asset <br> Management, Inc.<br>| 11540 | 555074 |
|  | ACNB Corp. | 6116 | 276321 |
| # | Affiliated Managers <br> Group, Inc.<br>| 12601 | 2998534 |
|  | Affinity Bancshares, <br> Inc.<br>| 810 | 15366 |
|  | Aflac, Inc. | 77770 | 8336166 |
|  | Alerus Financial Corp. | 8324 | 175803 |
|  | Allstate Corp. | 32301 | 6186288 |
|  | Ally Financial, Inc. | 107632 | 4194419 |
|  | Amalgamated Financial <br> Corp.<br>| 20840 | 568098 |
| \* | Ambac Financial <br> Group, Inc.<br>| 30419 | 249740 |
|  | Amerant Bancorp, Inc. | 19289 | 323477 |
|  | American Coastal <br> Insurance Corp.<br>| 10298 | 121928 |
|  | American Express Co. | 36811 | 13278832 |
|  | American Financial <br> Group, Inc.<br>| 23012 | 3030220 |
|  | American International <br> Group, Inc.<br>| 116790 | 9221738 |
|  | Ameriprise Financial, <br> Inc.<br>| 16611 | 7520962 |
|  | Ameris Bancorp | 38195 | 2735526 |
|  | AMERISAFE, Inc. | 9888 | 396311 |
|  | AmeriServ Financial, <br> Inc.<br>| 15921 | 48559 |
|  | Ames National Corp. | 609 | 12704 |
|  | Aon PLC, Class A | 8642 | 2944157 |
|  | Apollo Global <br> Management, Inc.<br>| 3875 | 481701 |
|  | Arch Capital Group <br> Ltd.<br>| 60788 | 5246612 |
|  | Arrow Financial Corp. | 13541 | 377658 |
|  | Arthur J Gallagher & <br> Co.<br>| 1661 | 414403 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) |
|  | Artisan Partners Asset <br> Management, Inc., <br> Class A<br>| 23964 | $1046268 |
|  | Associated <br> Banc-Corp.<br>| 120140 | 2975868 |
|  | Associated Capital <br> Group, Inc., Class A<br>| 2402 | 87673 |
|  | Assurant, Inc. | 14026 | 2969585 |
|  | Assured Guaranty Ltd. | 19111 | 1539964 |
|  | Atlantic American <br> Corp.<br>| 5179 | 14657 |
|  | Atlantic Union <br> Bankshares Corp.<br>| 101248 | 3292585 |
| \* | Atlanticus Holdings <br> Corp.<br>| 14373 | 792096 |
|  | Auburn National <br> BanCorp, Inc.<br>| 2722 | 70609 |
|  | Axis Capital Holdings <br> Ltd.<br>| 45117 | 4225658 |
| \* | Axos Financial, Inc. | 31359 | 2445375 |
|  | Banc of California, Inc. | 3801 | 64503 |
|  | BancFirst Corp. | 16474 | 1793360 |
| \* | Bancorp, Inc. | 28791 | 1882068 |
|  | Bank First Corp. | 245 | 29919 |
|  | Bank of America Corp. | 227596 | 12165006 |
|  | Bank of Hawaii Corp. | 25688 | 1667922 |
|  | Bank of Marin <br> Bancorp<br>| 2474 | 63706 |
|  | Bank of New York <br> Mellon Corp.<br>| 163385 | 17634143 |
|  | Bank of NT Butterfield <br> & Son Ltd.<br>| 29661 | 1372118 |
|  | Bank of the James <br> Financial Group, <br> Inc.<br>| 1690 | 28646 |
|  | Bank OZK | 51520 | 2317885 |
|  | Bank7 Corp. | 3863 | 160353 |
|  | BankFinancial Corp. | 14749 | 162976 |
|  | BankUnited, Inc. | 48295 | 1935664 |
|  | Bankwell Financial <br> Group, Inc.<br>| 4829 | 209337 |
|  | Banner Corp. | 20193 | 1219455 |
|  | Bar Harbor <br> Bankshares<br>| 8947 | 262416 |
|  | BayCom Corp. | 7118 | 194037 |
|  | BCB Bancorp, Inc. | 12611 | 100131 |
|  | Beacon Financial <br> Corp.<br>| 48897 | 1190153 |
| \* | Berkshire Hathaway, <br> Inc., Class B<br>| 59299 | 28317644 |
|  | BGC Group, Inc., <br> Class A<br>| 131054 | 1197834 |
|  | Blackrock, Inc. | 277 | 299938 |
| \* | Block, Inc. | 46565 | 3536146 |

---

------

**U.S. Vector Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) |
| \* | Blue Foundry Bancorp | 10815 | $89116 |
| \* | Blue Ridge <br> Bankshares, Inc.<br>| 51377 | 230169 |
|  | BOK Financial Corp. | 25017 | 2616278 |
| \* | Bowhead Specialty <br> Holdings, Inc.<br>| 456 | 10926 |
|  | Bread Financial <br> Holdings, Inc.<br>| 33130 | 2075594 |
| \* | Bridgewater <br> Bancshares, Inc.<br>| 7535 | 124026 |
| \* | Brighthouse Financial, <br> Inc.<br>| 42836 | 2444651 |
| \* | Broadway Financial <br> Corp.<br>| 213 | 1325 |
|  | Brown & Brown, Inc. | 26344 | 2100671 |
|  | Burke & Herbert <br> Financial Services <br> Corp.<br>| 4268 | 251214 |
|  | Business First <br> Bancshares, Inc.<br>| 16652 | 408307 |
| \* | BV Financial, Inc. | 1771 | 28867 |
|  | Byline Bancorp, Inc. | 14797 | 395672 |
|  | C&F Financial Corp. | 3616 | 247371 |
|  | Cadence Bank | 78684 | 2969534 |
| \* | California BanCorp | 3170 | 58613 |
| \*» | California First Leasing <br> Corp.<br>| 522 | 11615 |
|  | Camden National <br> Corp.<br>| 11793 | 449903 |
|  | Capital Bancorp, Inc. | 3991 | 110930 |
|  | Capital City Bank <br> Group, Inc.<br>| 13708 | 533241 |
|  | Capital One Financial <br> Corp.<br>| 57178 | 12578588 |
|  | Capitol Federal <br> Financial, Inc.<br>| 51853 | 313192 |
|  | Carlyle Group, Inc. | 37041 | 1975026 |
| \* | Carter Bankshares, <br> Inc.<br>| 18144 | 309900 |
|  | Cass Information <br> Systems, Inc.<br>| 5361 | 211920 |
|  | Cathay General <br> Bancorp<br>| 40941 | 1860768 |
|  | CB Financial Services, <br> Inc.<br>| 1467 | 47487 |
|  | Cboe Global Markets, <br> Inc.<br>| 17880 | 4392043 |
|  | Central Pacific <br> Financial Corp.<br>| 22566 | 643357 |
|  | CF Bankshares, Inc. | 1903 | 44150 |
|  | Charles Schwab Corp. | 59213 | 5596813 |
|  | Chemung Financial <br> Corp.<br>| 3839 | 194522 |
|  | Chubb Ltd. | 11452 | 3171517 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) |
|  | Cincinnati Financial <br> Corp.<br>| 20928 | $3235260 |
|  | Citigroup, Inc. | 62333 | 6309970 |
|  | Citizens & Northern <br> Corp.<br>| 4769 | 92328 |
|  | Citizens Community <br> Bancorp, Inc.<br>| 7225 | 113071 |
|  | Citizens Financial <br> Group, Inc.<br>| 89698 | 4562937 |
|  | Citizens Financial <br> Services, Inc.<br>| 293 | 16053 |
| #\* | Citizens, Inc. | 19162 | 106732 |
|  | City Holding Co. | 10966 | 1292672 |
|  | Civista Bancshares, <br> Inc.<br>| 9062 | 195105 |
|  | CME Group, Inc. | 2328 | 618061 |
|  | CNB Financial Corp. | 23025 | 566415 |
|  | CNO Financial Group, <br> Inc.<br>| 16341 | 653967 |
| \* | Coastal Financial <br> Corp.<br>| 345 | 36743 |
|  | Cohen & Steers, Inc. | 15356 | 1049122 |
| \* | Coinbase Global, Inc., <br> Class A<br>| 16714 | 5745939 |
|  | Colony Bankcorp, Inc. | 10942 | 174963 |
|  | Columbia Banking <br> System, Inc.<br>| 111041 | 2975899 |
| \* | Columbia Financial, <br> Inc.<br>| 48769 | 719343 |
|  | Comerica, Inc. | 50076 | 3830814 |
|  | Commerce <br> Bancshares, Inc.<br>| 38712 | 2037413 |
|  | Community Financial <br> System, Inc.<br>| 30863 | 1712279 |
|  | Community Trust <br> Bancorp, Inc.<br>| 15389 | 787840 |
|  | Community West <br> Bancshares<br>| 11275 | 238805 |
|  | ConnectOne Bancorp, <br> Inc.<br>| 22465 | 540508 |
| \* | Consumer Portfolio <br> Services, Inc.<br>| 43119 | 362200 |
|  | Corebridge Financial, <br> Inc.<br>| 170851 | 5562909 |
| \* | Corpay, Inc. | 11368 | 2959659 |
|  | Crawford & Co. <br> (CRD/A US), <br> Class A<br>| 24877 | 269418 |
|  | Crawford & Co. <br> (CRD/B US), <br> Class B<br>| 21302 | 213872 |
| \* | Credit Acceptance <br> Corp.<br>| 2139 | 956860 |

---

------

**U.S. Vector Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) |
|  | Cullen/Frost Bankers, <br> Inc.<br>| 19368 | $2384976 |
| \* | Customers Bancorp, <br> Inc.<br>| 18446 | 1238096 |
|  | CVB Financial Corp. | 80471 | 1478252 |
| \* | Dave, Inc. | 2769 | 662677 |
|  | Diamond Hill <br> Investment Group, <br> Inc.<br>| 2174 | 279033 |
|  | DigitalBridge Group, <br> Inc.<br>| 58918 | 697000 |
|  | Dime Community <br> Bancshares, Inc.<br>| 22926 | 601808 |
|  | Donegal Group, Inc. <br> (DGICA US), <br> Class A<br>| 23174 | 434513 |
|  | Donegal Group, Inc. <br> (DGICB US), <br> Class B<br>| 3821 | 58232 |
| \* | Donnelley Financial <br> Solutions, Inc.<br>| 17036 | 782804 |
|  | Eagle Bancorp <br> Montana, Inc.<br>| 5214 | 84623 |
|  | Eagle Bancorp, Inc. | 7850 | 131488 |
|  | Eagle Financial <br> Services, Inc.<br>| 284 | 10284 |
|  | East West Bancorp, <br> Inc.<br>| 29808 | 3028493 |
|  | Eastern Bankshares, <br> Inc.<br>| 59956 | 1051029 |
| \* | eHealth, Inc. | 4344 | 22545 |
|  | Employers Holdings, <br> Inc.<br>| 17871 | 681421 |
|  | Enact Holdings, Inc. | 10159 | 362879 |
| \* | Encore Capital Group, <br> Inc.<br>| 13635 | 566943 |
| \* | Enova International, <br> Inc.<br>| 22267 | 2662465 |
|  | Enterprise Financial <br> Services Corp.<br>| 21567 | 1129464 |
|  | Equitable Holdings, <br> Inc.<br>| 17657 | 872256 |
|  | Equity Bancshares, <br> Inc., Class A<br>| 13160 | 533112 |
|  | Erie Indemnity Co., <br> Class A<br>| 1224 | 358191 |
|  | Esquire Financial <br> Holdings, Inc.<br>| 2267 | 212645 |
|  | Essent Group Ltd. | 44723 | 2708872 |
| \* | Euronet Worldwide, <br> Inc.<br>| 17770 | 1348032 |
|  | Evercore, Inc., <br> Class A<br>| 9563 | 2816877 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) |
|  | Everest Group Ltd. | 8279 | $2603911 |
|  | EVERTEC, Inc. | 24381 | 694127 |
| \* | EZCORP, Inc., <br> Class A<br>| 41658 | 760259 |
|  | F&G Annuities & Life, <br> Inc.<br>| 11495 | 340827 |
|  | FactSet Research <br> Systems, Inc.<br>| 6479 | 1728597 |
|  | Farmers & Merchants <br> Bancorp, Inc.<br>| 2373 | 56715 |
|  | Farmers National Banc <br> Corp.<br>| 18464 | 239663 |
| \* | FB Bancorp, Inc. | 1556 | 18859 |
|  | FB Financial Corp. | 29461 | 1591189 |
|  | Federal Agricultural <br> Mortgage Corp. <br> (AGM US), Class C<br>| 6831 | 1083670 |
|  | Federal Agricultural <br> Mortgage Corp. <br> (AGM/A US), <br> Class A<br>| 987 | 118341 |
|  | Federated Hermes, <br> Inc.<br>| 55446 | 2688022 |
|  | Fidelis Insurance <br> Holdings Ltd.<br>| 5877 | 105668 |
|  | Fidelity D&D Bancorp, <br> Inc.<br>| 50 | 2184 |
|  | Fidelity National <br> Financial, Inc.<br>| 59221 | 3271368 |
|  | Fidelity National <br> Information Services, <br> Inc.<br>| 81525 | 5096943 |
| \* | Fifth District Bancorp, <br> Inc.<br>| 860 | 11481 |
|  | Fifth Third Bancorp | 108274 | 4506364 |
| \* | Finance of America <br> Cos., Inc., Class A<br>| 1029 | 22638 |
|  | Financial Institutions, <br> Inc.<br>| 13233 | 376214 |
|  | Finward Bancorp | 872 | 30651 |
| \* | Finwise Bancorp | 7717 | 148089 |
|  | First American <br> Financial Corp.<br>| 44277 | 2767755 |
|  | First BanCorp | 143188 | 2790734 |
|  | First Bancorp, Inc. | 9500 | 235505 |
|  | First Bancorp/Southern <br> Pines NC<br>| 27118 | 1316308 |
|  | First Bank | 15693 | 245125 |
|  | First Busey Corp. | 63875 | 1428245 |
|  | First Business <br> Financial Services, <br> Inc.<br>| 5504 | 278557 |
|  | First Capital, Inc. | 1959 | 84335 |

---

------

**U.S. Vector Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) |
|  | First Citizens <br> BancShares, Inc., <br> Class A<br>| 1265 | $2308397 |
|  | First Commonwealth <br> Financial Corp.<br>| 82340 | 1258979 |
|  | First Community <br> Bankshares, Inc.<br>| 14797 | 478535 |
|  | First Community Corp. | 2082 | 55818 |
|  | First Financial <br> Bancorp<br>| 60447 | 1415064 |
|  | First Financial <br> Bankshares, Inc.<br>| 2845 | 87882 |
|  | First Financial Corp. | 9553 | 509366 |
| \*» | First Financial <br> Northwest, Inc.<br>| 14131 | 16957 |
| \* | First Foundation, Inc. | 5973 | 32493 |
|  | First Guaranty <br> Bancshares, Inc.<br>| 425 | 2792 |
|  | First Hawaiian, Inc. | 68232 | 1673731 |
|  | First Horizon Corp. | 167325 | 3574062 |
|  | First Internet Bancorp | 6231 | 110538 |
|  | First Interstate <br> BancSystem, Inc., <br> Class A<br>| 58730 | 1835313 |
|  | First Merchants Corp. | 39592 | 1404724 |
|  | First Mid Bancshares, <br> Inc.<br>| 14008 | 500506 |
|  | First National Corp. | 2096 | 47202 |
|  | First Northwest <br> Bancorp<br>| 4192 | 38021 |
|  | First Savings Financial <br> Group, Inc.<br>| 4040 | 119584 |
| \* | First Seacoast <br> Bancorp, Inc.<br>| 822 | 9535 |
|  | First U.S. Bancshares, <br> Inc.<br>| 1708 | 21982 |
|  | First United Corp. | 5428 | 187429 |
| \* | First Western <br> Financial, Inc.<br>| 5270 | 121684 |
|  | FirstCash Holdings, <br> Inc.<br>| 20975 | 3324537 |
| \* | Firstsun Capital <br> Bancorp<br>| 1524 | 51877 |
| \* | Fiserv, Inc. | 44082 | 2939829 |
|  | Five Star Bancorp | 4616 | 163914 |
|  | Flagstar Bank NA | 141749 | 1618774 |
|  | Flushing Financial <br> Corp.<br>| 14362 | 196329 |
| \* | Flywire Corp. | 13773 | 183456 |
|  | FNB Corp. | 190530 | 2995132 |
|  | Franklin Financial <br> Services Corp.<br>| 2057 | 93182 |
|  | Franklin Resources, <br> Inc.<br>| 84400 | 1908284 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) |
|  | FS Bancorp, Inc. | 7078 | $273848 |
|  | Fulton Financial Corp. | 106159 | 1843982 |
|  | FVCBankcorp, Inc. | 4362 | 53304 |
| \* | Genworth Financial, <br> Inc.<br>| 261477 | 2206866 |
|  | German American <br> Bancorp, Inc.<br>| 18699 | 720659 |
|  | Glacier Bancorp, Inc. | 50159 | 2048995 |
|  | Global Payments, Inc. | 41642 | 3238082 |
|  | Globe Life, Inc. | 22619 | 2974625 |
|  | Goldman Sachs <br> Group, Inc.<br>| 17667 | 13945800 |
|  | Goosehead Insurance, <br> Inc., Class A<br>| 4663 | 320208 |
|  | Great Southern <br> Bancorp, Inc.<br>| 9445 | 526087 |
| \* | Green Dot Corp., <br> Class A<br>| 27185 | 315618 |
|  | Greene County <br> Bancorp, Inc.<br>| 480 | 10536 |
| \* | Greenlight Capital Re <br> Ltd., Class A<br>| 26675 | 323301 |
| \* | Hamilton Insurance <br> Group Ltd., Class B<br>| 1137 | 26913 |
|  | Hamilton Lane, Inc., <br> Class A<br>| 5531 | 630313 |
|  | Hancock Whitney <br> Corp.<br>| 46414 | 2650704 |
|  | Hanmi Financial Corp. | 23150 | 611160 |
|  | Hanover Bancorp, Inc. | 510 | 10562 |
|  | Hanover Insurance <br> Group, Inc.<br>| 15474 | 2644197 |
|  | HarborOne Bancorp, <br> Inc.<br>| 25163 | 304472 |
|  | Hartford Insurance <br> Group, Inc.<br>| 78218 | 9713111 |
|  | Hawthorn Bancshares, <br> Inc.<br>| 5972 | 180414 |
|  | HBT Financial, Inc. | 2401 | 58560 |
|  | HCI Group, Inc. | 7650 | 1560677 |
|  | Hennessy Advisors, <br> Inc.<br>| 4456 | 43446 |
|  | Heritage Commerce <br> Corp.<br>| 35969 | 374078 |
|  | Heritage Financial <br> Corp.<br>| 25538 | 566688 |
| \* | Heritage Insurance <br> Holdings, Inc.<br>| 25331 | 598572 |
|  | Hilltop Holdings, Inc. | 37463 | 1210055 |
| # | Hingham Institution For <br> Savings<br>| 1554 | 457280 |
| \* | Hippo Holdings, Inc. | 906 | 33323 |
|  | Home Bancorp, Inc. | 4556 | 242151 |

---

------

**U.S. Vector Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) |
|  | Home BancShares, <br> Inc.<br>| 76873 | $2053278 |
|  | Home Federal <br> Bancorp, Inc. of <br> Louisiana<br>| 944 | 15406 |
|  | HomeTrust <br> Bancshares, Inc.<br>| 9675 | 380324 |
|  | Hope Bancorp, Inc. | 74778 | 784421 |
|  | Horace Mann <br> Educators Corp.<br>| 33045 | 1477442 |
|  | Horizon Bancorp, Inc. | 25751 | 401716 |
|  | Houlihan Lokey, Inc. | 7181 | 1285973 |
|  | Huntington <br> Bancshares, Inc.<br>| 293587 | 4532983 |
|  | IF Bancorp, Inc. | 781 | 20099 |
|  | Independent Bank <br> Corp. (IBCP US)<br>| 14117 | 426616 |
|  | Independent Bank <br> Corp. (INDB US)<br>| 29063 | 1955649 |
|  | Intercontinental <br> Exchange, Inc.<br>| 21365 | 3125486 |
|  | International <br> Bancshares Corp.<br>| 58707 | 3896971 |
| \* | International Money <br> Express, Inc.<br>| 23145 | 344629 |
|  | Invesco Ltd. | 175559 | 4160748 |
|  | Investar Holding Corp. | 2788 | 66243 |
|  | Investors Title Co. | 1402 | 362543 |
|  | Isabella Bank Corp. | 387 | 13831 |
|  | Jack Henry & <br> Associates, Inc.<br>| 12721 | 1894666 |
|  | Jackson Financial, Inc., <br> Class A<br>| 39300 | 3961833 |
|  | James River Group <br> Holdings Ltd.<br>| 7360 | 37536 |
|  | Janus Henderson <br> Group PLC<br>| 72448 | 3155835 |
|  | Jefferies Financial <br> Group, Inc.<br>| 55414 | 2927522 |
|  | JPMorgan Chase & <br> Co.<br>| 126222 | 39270189 |
|  | Kearny Financial <br> Corp.<br>| 36022 | 230181 |
|  | Kemper Corp. | 36685 | 1650458 |
|  | KeyCorp | 226830 | 3989940 |
|  | Kingstone Cos., Inc. | 2088 | 30443 |
|  | Kinsale Capital Group, <br> Inc.<br>| 718 | 286819 |
|  | KKR & Co., Inc. | 4016 | 475213 |
|  | Lake Shore Bancorp, <br> Inc.<br>| 3399 | 46974 |
|  | Lakeland Financial <br> Corp.<br>| 14924 | 851414 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) |
|  | Landmark Bancorp, <br> Inc.<br>| 5310 | $136414 |
|  | Lazard, Inc. | 26679 | 1301935 |
|  | LCNB Corp. | 2100 | 32256 |
| \* | LendingClub Corp. | 66687 | 1159687 |
| \* | LendingTree, Inc. | 273 | 17472 |
|  | Lincoln National Corp. | 91869 | 3858498 |
|  | LINKBANCORP, Inc. | 3041 | 21378 |
|  | Live Oak Bancshares, <br> Inc.<br>| 29324 | 913149 |
|  | Loews Corp. | 40817 | 4063741 |
|  | LPL Financial <br> Holdings, Inc.<br>| 15168 | 5723038 |
|  | M&T Bank Corp. | 19140 | 3519272 |
|  | Magyar Bancorp, Inc. | 2911 | 50215 |
|  | MainStreet <br> Bancshares, Inc.<br>| 828 | 15359 |
| \* | Markel Group, Inc. | 2023 | 3994474 |
|  | MarketAxess Holdings, <br> Inc.<br>| 5754 | 920985 |
| \* | Marqeta, Inc., Class A | 242221 | 1097261 |
|  | Marsh & McLennan <br> Cos., Inc.<br>| 20881 | 3719950 |
|  | Mastercard, Inc., <br> Class A<br>| 49015 | 27055790 |
| \* | Mechanics Bancorp, <br> Class A<br>| 8405 | 112543 |
|  | Mercantile Bank Corp. | 9481 | 415742 |
|  | Merchants Bancorp | 12406 | 386943 |
|  | Mercury General <br> Corp.<br>| 41329 | 3194732 |
|  | Meridian Corp. | 2646 | 37811 |
|  | MetLife, Inc. | 137255 | 10955694 |
|  | Metrocity Bankshares, <br> Inc.<br>| 4305 | 110251 |
|  | Metropolitan Bank <br> Holding Corp.<br>| 1437 | 95230 |
|  | MGIC Investment <br> Corp.<br>| 107840 | 2956973 |
|  | Mid Penn Bancorp, <br> Inc.<br>| 13502 | 384132 |
|  | Middlefield Banc Corp. | 5425 | 176855 |
|  | Midland States <br> Bancorp, Inc.<br>| 12319 | 180350 |
|  | MidWestOne Financial <br> Group, Inc.<br>| 9112 | 337053 |
|  | Moelis & Co., Class A | 5146 | 325896 |
|  | Moody's Corp. | 4309 | 2069613 |
|  | Morgan Stanley | 54649 | 8962436 |
|  | Morningstar, Inc. | 7108 | 1509028 |
|  | MSCI, Inc. | 2500 | 1471375 |
|  | MVB Financial Corp. | 8542 | 218504 |
|  | Nasdaq, Inc. | 49471 | 4229276 |

---

------

**U.S. Vector Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) |
|  | National Bank Holdings <br> Corp., Class A<br>| 30752 | $1096616 |
|  | National Bankshares, <br> Inc.<br>| 1092 | 31264 |
|  | Navient Corp. | 110952 | 1356943 |
|  | NB Bancorp, Inc. | 2289 | 41362 |
|  | NBT Bancorp, Inc. | 41667 | 1686263 |
| \* | NCR Atleos Corp. | 41262 | 1522568 |
|  | Nelnet, Inc., Class A | 12658 | 1633515 |
| \* | NerdWallet, Inc., <br> Class A<br>| 5644 | 65865 |
| \* | NI Holdings, Inc. | 14940 | 197208 |
|  | Nicolet Bankshares, <br> Inc.<br>| 10636 | 1256537 |
| \* | NMI Holdings, Inc. | 53223 | 1938914 |
|  | Northeast Bank | 7135 | 615608 |
|  | Northeast Community <br> Bancorp, Inc.<br>| 3544 | 69604 |
|  | Northern Trust Corp. | 44543 | 5731348 |
|  | Northfield Bancorp, <br> Inc.<br>| 33611 | 343504 |
|  | Northrim BanCorp, <br> Inc.<br>| 17844 | 392211 |
|  | Northwest Bancshares, <br> Inc.<br>| 99319 | 1163025 |
|  | Norwood Financial <br> Corp.<br>| 4061 | 108063 |
|  | Oak Valley Bancorp | 5477 | 149413 |
|  | OceanFirst Financial <br> Corp.<br>| 32639 | 593377 |
|  | OFG Bancorp | 39154 | 1513694 |
|  | Ohio Valley Banc <br> Corp.<br>| 3044 | 106540 |
| \* | Old Market Capital <br> Corp.<br>| 6412 | 34625 |
|  | Old National Bancorp | 137387 | 2806816 |
|  | Old Republic <br> International Corp.<br>| 83900 | 3310694 |
|  | Old Second Bancorp, <br> Inc.<br>| 26311 | 472282 |
|  | OneMain Holdings, <br> Inc.<br>| 60730 | 3594609 |
| \* | Onity Group, Inc. | 4084 | 153027 |
|  | OP Bancorp | 9341 | 124702 |
| \* | Oportun Financial <br> Corp.<br>| 12558 | 66934 |
|  | Oppenheimer <br> Holdings, Inc., <br> Class A<br>| 8277 | 577404 |
| \* | OptimumBank <br> Holdings, Inc.<br>| 2148 | 8785 |
|  | Orange County <br> Bancorp, Inc.<br>| 788 | 19267 |
|  | Origin Bancorp, Inc. | 15384 | 533209 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) |
|  | Orrstown Financial <br> Services, Inc.<br>| 14902 | $495939 |
| \* | Oscar Health, Inc., <br> Class A<br>| 35636 | 641448 |
| \* | Palomar Holdings, Inc. | 15383 | 1753816 |
|  | Park National Corp. | 9573 | 1456915 |
|  | Parke Bancorp, Inc. | 8765 | 189412 |
|  | Pathfinder Bancorp, <br> Inc.<br>| 1554 | 23776 |
|  | Pathward Financial, <br> Inc.<br>| 22764 | 1549318 |
| \* | Payoneer Global, Inc. | 111121 | 643391 |
| \* | PayPal Holdings, Inc. | 89915 | 6228412 |
| \* | Paysafe Ltd. | 29945 | 329694 |
| \* | Paysign, Inc. | 22491 | 116166 |
| \* | PB Bankshares, Inc. | 613 | 12162 |
|  | PCB Bancorp | 6587 | 138788 |
|  | Peapack-Gladstone <br> Financial Corp.<br>| 11532 | 291760 |
|  | PennyMac Financial <br> Services, Inc.<br>| 26765 | 3367305 |
|  | Peoples Bancorp of <br> North Carolina, Inc.<br>| 3887 | 114394 |
|  | Peoples Bancorp, Inc. | 28749 | 822221 |
|  | Peoples Financial <br> Services Corp.<br>| 3825 | 170366 |
|  | Pinnacle Financial <br> Partners, Inc.<br>| 26115 | 2225259 |
| \* | Pioneer Bancorp, Inc. | 10487 | 137799 |
|  | Plumas Bancorp | 4445 | 182423 |
|  | PNC Financial <br> Services Group, Inc.<br>| 14695 | 2682572 |
| \* | Ponce Financial <br> Group, Inc.<br>| 7460 | 105261 |
|  | Popular, Inc. | 26671 | 2973016 |
| \* | PRA Group, Inc. | 23159 | 317510 |
|  | Preferred Bank | 12640 | 1140760 |
|  | Primerica, Inc. | 10343 | 2687835 |
|  | Primis Financial Corp. | 14364 | 156352 |
|  | Princeton Bancorp, <br> Inc.<br>| 1413 | 43916 |
|  | Principal Financial <br> Group, Inc.<br>| 48487 | 4074847 |
| \* | ProAssurance Corp. | 9699 | 232291 |
|  | PROG Holdings, Inc. | 27362 | 791583 |
|  | Progressive Corp. | 25483 | 5249498 |
|  | Prosperity Bancshares, <br> Inc.<br>| 37094 | 2441527 |
| \* | Provident Bancorp, <br> Inc.<br>| 4920 | 62730 |
|  | Provident Financial <br> Holdings, Inc.<br>| 7891 | 123257 |
|  | Provident Financial <br> Services, Inc.<br>| 76300 | 1395527 |

---

------

**U.S. Vector Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) |
|  | Prudential Financial, <br> Inc.<br>| 29457 | $3063528 |
|  | QCR Holdings, Inc. | 13677 | 1017432 |
|  | Radian Group, Inc. | 52296 | 1774926 |
|  | Raymond James <br> Financial, Inc.<br>| 28571 | 4533361 |
|  | RBB Bancorp | 11112 | 207017 |
|  | Red River Bancshares, <br> Inc.<br>| 3292 | 217470 |
|  | Regional Management <br> Corp.<br>| 11883 | 467596 |
|  | Regions Financial <br> Corp.<br>| 224237 | 5426535 |
|  | Reinsurance Group of <br> America, Inc.<br>| 12331 | 2249914 |
|  | RenaissanceRe <br> Holdings Ltd.<br>| 13679 | 3475697 |
|  | Renasant Corp. | 65689 | 2209121 |
| \* | Repay Holdings Corp. | 48566 | 208348 |
|  | Republic Bancorp, Inc., <br> Class A<br>| 14023 | 924116 |
| \* | Rhinebeck Bancorp, <br> Inc.<br>| 2179 | 21768 |
|  | Richmond Mutual <br> BanCorp, Inc.<br>| 6077 | 81006 |
|  | Riverview Bancorp, <br> Inc.<br>| 17378 | 90018 |
|  | RLI Corp. | 24888 | 1467396 |
| \* | Robinhood Markets, <br> Inc., Class A<br>| 1663 | 244095 |
|  | Rocket Cos., Inc., <br> Class A<br>| 474848 | 7910968 |
| \* | Root, Inc., Class A | 3177 | 255812 |
|  | S&P Global, Inc. | 2305 | 1123019 |
|  | S&T Bancorp, Inc. | 30437 | 1115212 |
|  | Safety Insurance <br> Group, Inc.<br>| 10322 | 709431 |
|  | SB Financial Group, <br> Inc.<br>| 4223 | 82602 |
|  | Seacoast Banking <br> Corp. of Florida<br>| 43820 | 1327746 |
| \* | Security National <br> Financial Corp., <br> Class A<br>| 14351 | 114377 |
|  | SEI Investments Co. | 27340 | 2203877 |
|  | Selective Insurance <br> Group, Inc.<br>| 23659 | 1782469 |
| \* | Selectquote, Inc. | 117 | 243 |
|  | ServisFirst <br> Bancshares, Inc.<br>| 4262 | 299491 |
| \* | Shift4 Payments, Inc., <br> Class A<br>| 982 | 67856 |
|  | Shore Bancshares, <br> Inc.<br>| 14775 | 230638 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) |
| \* | Siebert Financial <br> Corp.<br>| 7125 | $20021 |
|  | Sierra Bancorp | 8412 | 242097 |
|  | Silvercrest Asset <br> Management Group, <br> Inc., Class A<br>| 3536 | 49999 |
|  | Simmons First National <br> Corp., Class A<br>| 73551 | 1278316 |
| \* | SiriusPoint Ltd. | 68082 | 1239092 |
| \* | Skyward Specialty <br> Insurance Group, <br> Inc.<br>| 7990 | 364264 |
|  | SLM Corp. | 86236 | 2315437 |
|  | SmartFinancial, Inc. | 8761 | 306372 |
| #\* | SoFi Technologies, <br> Inc.<br>| 217889 | 6466946 |
|  | Sound Financial <br> Bancorp, Inc.<br>| 1802 | 80441 |
|  | South Plains Financial, <br> Inc.<br>| 7869 | 287219 |
| \* | Southern First <br> Bancshares, Inc.<br>| 4205 | 184347 |
|  | Southern Missouri <br> Bancorp, Inc.<br>| 5092 | 267024 |
|  | Southside Bancshares, <br> Inc.<br>| 24519 | 689474 |
|  | Southstate Bank Corp. | 55370 | 4908550 |
|  | State Street Corp. | 33816 | 3911159 |
|  | Stellar Bancorp, Inc. | 41736 | 1228290 |
| \*†† | Sterling Bancorp, Inc. | 34677 | 0 |
|  | Stewart Information <br> Services Corp.<br>| 16927 | 1155606 |
|  | Stifel Financial Corp. | 30051 | 3558940 |
| # | Stock Yards Bancorp, <br> Inc.<br>| 21906 | 1424328 |
| \* | StoneX Group, Inc. | 27882 | 2562913 |
|  | Summit State Bank | 4662 | 51142 |
|  | SWK Holdings Corp. | 459 | 7431 |
|  | Synchrony Financial | 91517 | 6807034 |
|  | Synovus Financial <br> Corp.<br>| 76571 | 3418129 |
|  | T. Rowe Price Group, <br> Inc.<br>| 37042 | 3797916 |
| \* | Texas Capital <br> Bancshares, Inc.<br>| 26805 | 2247331 |
|  | TFS Financial Corp. | 78762 | 1047535 |
| \* | Third Coast <br> Bancshares, Inc.<br>| 1356 | 49833 |
|  | Timberland Bancorp, <br> Inc.<br>| 6498 | 208716 |
|  | Tiptree, Inc. | 32911 | 582854 |
|  | Tompkins Financial <br> Corp.<br>| 11644 | 738928 |
|  | Towne Bank | 45945 | 1493672 |

---

------

**U.S. Vector Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) |
|  | Tradeweb Markets, <br> Inc., Class A<br>| 343 | $36149 |
|  | Travelers Cos., Inc. | 65097 | 17486356 |
|  | TriCo Bancshares | 26700 | 1180941 |
| \* | Triumph Financial, Inc. | 9182 | 500052 |
|  | Truist Financial Corp. | 117845 | 5259422 |
|  | TrustCo Bank Corp. | 13355 | 503617 |
|  | Trustmark Corp. | 49475 | 1841459 |
|  | U.S. Bancorp | 88150 | 4114842 |
|  | UMB Financial Corp. | 44745 | 4782346 |
|  | Union Bankshares, <br> Inc.<br>| 2000 | 45640 |
|  | United Bancorp, Inc. | 2256 | 29554 |
|  | United Bancshares, <br> Inc.<br>| 1640 | 57498 |
|  | United Bankshares, <br> Inc.<br>| 61684 | 2207670 |
|  | United Community <br> Banks, Inc.<br>| 70949 | 2071711 |
|  | United Fire Group, <br> Inc.<br>| 13386 | 404659 |
|  | United Security <br> Bancshares<br>| 6792 | 62249 |
|  | Unity Bancorp, Inc. | 6942 | 315236 |
|  | Universal Insurance <br> Holdings, Inc.<br>| 23589 | 727013 |
|  | Univest Financial <br> Corp.<br>| 23495 | 689813 |
|  | Unum Group | 47638 | 3497582 |
|  | USCB Financial <br> Holdings, Inc.<br>| 7405 | 127810 |
|  | Valley National <br> Bancorp<br>| 213899 | 2325082 |
|  | Value Line, Inc. | 867 | 31784 |
| \* | Velocity Financial, Inc. | 20216 | 376422 |
|  | Victory Capital <br> Holdings, Inc., <br> Class A<br>| 24756 | 1541556 |
|  | Virginia National <br> Bankshares Corp.<br>| 3246 | 129126 |
|  | Virtu Financial, Inc., <br> Class A<br>| 48932 | 1704791 |
|  | Virtus Investment <br> Partners, Inc.<br>| 6624 | 1078520 |
|  | Visa, Inc., Class A | 98369 | 33518253 |
|  | Voya Financial, Inc. | 76641 | 5706689 |
|  | W.R. Berkley Corp. | 34870 | 2487626 |
|  | WaFd, Inc. | 46155 | 1339880 |
|  | Walker & Dunlop, Inc. | 23151 | 1850228 |
|  | Washington Trust <br> Bancorp, Inc.<br>| 11265 | 306859 |
|  | Waterstone Financial, <br> Inc.<br>| 15709 | 240348 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) |
|  | Webster Financial <br> Corp.<br>| 39223 | $2237280 |
|  | Wells Fargo & Co. | 209492 | 18219519 |
|  | WesBanco, Inc. | 71007 | 2137311 |
|  | West BanCorp, Inc. | 12250 | 260558 |
|  | Westamerica BanCorp | 24045 | 1145744 |
|  | Western Alliance <br> Bancorp<br>| 23787 | 1839924 |
|  | Western New England <br> Bancorp, Inc.<br>| 18176 | 206661 |
| # | Western Union Co. | 197529 | 1842946 |
|  | Westwood Holdings <br> Group, Inc.<br>| 10863 | 181955 |
| \* | WEX, Inc. | 8860 | 1292497 |
|  | White Mountains <br> Insurance Group <br> Ltd.<br>| 1002 | 1908369 |
|  | Willis Towers Watson <br> PLC<br>| 17149 | 5369352 |
|  | Wintrust Financial <br> Corp.<br>| 20915 | 2719368 |
| # | WisdomTree, Inc. | 84447 | 1009986 |
| \* | World Acceptance <br> Corp.<br>| 4605 | 586999 |
|  | WSFS Financial Corp. | 44868 | 2337174 |
|  | WVS Financial Corp. | 1537 | 19274 |
|  | Zions Bancorp NA | 55919 | 2913939 |
| TOTAL FINANCIALS | TOTAL FINANCIALS |  | 905787617 |
| HEALTH CARE — (8.1%) | HEALTH CARE — (8.1%) | HEALTH CARE — (8.1%) | HEALTH CARE — (8.1%) |
| \* | 10X Genomics, Inc., <br> Class A<br>| 1663 | 22683 |
| †† | 89bio, Inc. | 27608 | 9387 |
|  | Abbott Laboratories | 60206 | 7442666 |
|  | AbbVie, Inc. | 101695 | 22173578 |
| †† | Abiomed, Inc. | 2059 | 32141 |
| \* | AC Immune SA | 15821 | 53475 |
| \* | Acadia Healthcare Co., <br> Inc.<br>| 43122 | 927123 |
| \* | ACADIA <br> Pharmaceuticals, <br> Inc.<br>| 68447 | 1553747 |
| \* | AdaptHealth Corp. | 51705 | 464828 |
| \* | Addus HomeCare <br> Corp.<br>| 7524 | 879480 |
| \* | ADMA Biologics, Inc. | 74044 | 1146201 |
| †† | Aduro Biotech, Inc. | 740 | 281 |
|  | Agilent Technologies, <br> Inc.<br>| 24977 | 3655634 |
| \* | Agios Pharmaceuticals, <br> Inc.<br>| 6233 | 269515 |
| †† | Albireo Pharma, Inc. | 7009 | 44717 |
| \* | Align Technology, Inc. | 9307 | 1283249 |
| \* | Alkermes PLC | 48887 | 1500831 |

---

------

**U.S. Vector Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| HEALTH CARE — (Continued) | HEALTH CARE — (Continued) | HEALTH CARE — (Continued) | HEALTH CARE — (Continued) |
| \* | American Shared <br> Hospital Services<br>| 3867 | $8739 |
| \* | American Well Corp., <br> Class A<br>| 8426 | 43984 |
|  | Amgen, Inc. | 35726 | 10661710 |
| \* | AMN Healthcare <br> Services, Inc.<br>| 22356 | 440190 |
| \* | Amneal <br> Pharmaceuticals, <br> Inc.<br>| 55141 | 596626 |
| \* | AngioDynamics, Inc. | 19026 | 228883 |
| \* | ANI Pharmaceuticals, <br> Inc.<br>| 432 | 39139 |
| \* | Anika Therapeutics, <br> Inc.<br>| 11894 | 115967 |
| \* | Arcturus Therapeutics <br> Holdings, Inc.<br>| 15137 | 150916 |
| \* | Arcus Biosciences, <br> Inc.<br>| 22803 | 449675 |
| \* | Artivion, Inc. | 476 | 21596 |
| \* | Arvinas, Inc. | 10288 | 104320 |
| \* | Astrana Health, Inc. | 2286 | 71346 |
| \* | Atea Pharmaceuticals, <br> Inc.<br>| 5068 | 16471 |
| \* | AtriCure, Inc. | 982 | 33928 |
| \* | Aura Biosciences, Inc. | 6105 | 37424 |
| \* | Avanos Medical, Inc. | 20471 | 227433 |
| \* | Avantor, Inc. | 108737 | 1285271 |
| \* | Avidity Biosciences, <br> Inc.<br>| 2347 | 163938 |
| \* | Aytu BioPharma, Inc. | 5481 | 12442 |
| \* | Azenta, Inc. | 23169 | 699704 |
|  | Baxter International, <br> Inc.<br>| 81691 | 1508833 |
| #\* | Beam Therapeutics, <br> Inc.<br>| 21171 | 529487 |
|  | Becton Dickinson & <br> Co.<br>| 29098 | 5200104 |
| \* | Biogen, Inc. | 10261 | 1582964 |
| \* | BioLife Solutions, Inc. | 2374 | 66163 |
| \* | BioMarin <br> Pharmaceutical, Inc.<br>| 24265 | 1299876 |
| \* | Bio-Rad Laboratories, <br> Inc., Class A<br>| 5035 | 1608934 |
| \* | Boston Scientific Corp. | 10575 | 1065114 |
| #\* | BrightSpring Health <br> Services, Inc.<br>| 62406 | 2062518 |
|  | Bristol-Myers Squibb <br> Co.<br>| 293601 | 13526198 |
| \* | Brookdale Senior <br> Living, Inc.<br>| 150568 | 1395765 |
|  | Bruker Corp. | 22783 | 887170 |
|  | Cardinal Health, Inc. | 3668 | 699744 |
| \* | CareDx, Inc. | 2372 | 35580 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| HEALTH CARE — (Continued) | HEALTH CARE — (Continued) | HEALTH CARE — (Continued) | HEALTH CARE — (Continued) |
| \* | Castle Biosciences, <br> Inc.<br>| 12898 | $328899 |
| \* | Catalyst <br> Pharmaceuticals, <br> Inc.<br>| 59172 | 1258588 |
|  | Cencora, Inc. | 26708 | 9022229 |
| \* | Centene Corp. | 42325 | 1497035 |
| \* | Certara, Inc. | 110724 | 1287720 |
| \* | Champions Oncology, <br> Inc.<br>| 409 | 2793 |
| \* | Charles River <br> Laboratories <br> International, Inc.<br>| 21061 | 3792454 |
|  | Chemed Corp. | 3868 | 1668268 |
| \*†† | Chinook Therapeutics, <br> Inc.<br>| 45796 | 0 |
|  | Cigna Group | 12434 | 3038994 |
| \* | Collegium <br> Pharmaceutical, Inc.<br>| 24143 | 869148 |
|  | Concentra Group <br> Holdings Parent, <br> Inc.<br>| 62939 | 1253745 |
|  | CONMED Corp. | 15145 | 666380 |
| \* | Cooper Cos., Inc. | 35044 | 2449926 |
| \* | CorVel Corp. | 9435 | 697718 |
| #\* | CRISPR Therapeutics <br> AG<br>| 20016 | 1280824 |
| \* | Cross Country <br> Healthcare, Inc.<br>| 19466 | 238653 |
| \* | Cullinan Therapeutics, <br> Inc.<br>| 16673 | 144388 |
| \* | Cumberland <br> Pharmaceuticals, <br> Inc.<br>| 2517 | 7526 |
|  | CVS Health Corp. | 82604 | 6455503 |
| \* | Cytek Biosciences, <br> Inc.<br>| 73418 | 286330 |
| \* | CytomX Therapeutics, <br> Inc.<br>| 51009 | 182102 |
|  | Danaher Corp. | 400 | 86152 |
| \* | DaVita, Inc. | 4428 | 527021 |
| \* | Day One <br> Biopharmaceuticals, <br> Inc.<br>| 22934 | 170629 |
| \* | Definitive Healthcare <br> Corp.<br>| 35740 | 99000 |
| \* | Denali Therapeutics, <br> Inc.<br>| 39639 | 645323 |
|  | Dentsply Sirona, Inc. | 50594 | 637990 |
| \* | Dexcom, Inc. | 300 | 17466 |
| \* | Dynavax Technologies <br> Corp.<br>| 68001 | 697690 |
| \* | Edgewise <br> Therapeutics, Inc.<br>| 5063 | 92552 |

---

------

**U.S. Vector Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| HEALTH CARE — (Continued) | HEALTH CARE — (Continued) | HEALTH CARE — (Continued) | HEALTH CARE — (Continued) |
| \* | Edwards Lifesciences <br> Corp.<br>| 37121 | $3060626 |
| \* | Elanco Animal Health, <br> Inc.<br>| 194814 | 4315130 |
| \* | Electromed, Inc. | 2174 | 52306 |
|  | Elevance Health, Inc. | 10262 | 3255106 |
|  | Eli Lilly & Co. | 40581 | 35015722 |
| \* | Emergent BioSolutions, <br> Inc.<br>| 25554 | 318914 |
|  | Encompass Health <br> Corp.<br>| 24098 | 2743557 |
| \* | Enhabit, Inc. | 26573 | 216039 |
| \* | Enovis Corp. | 32298 | 1008990 |
|  | Ensign Group, Inc. | 15475 | 2787048 |
| \* | Envista Holdings <br> Corp.<br>| 62723 | 1276413 |
| \* | Evolent Health, Inc., <br> Class A<br>| 35623 | 237605 |
| \* | Exelixis, Inc. | 77009 | 2977938 |
| \* | FONAR Corp. | 2752 | 41390 |
| \* | Fortrea Holdings, Inc. | 22412 | 234430 |
| \* | Fulcrum Therapeutics, <br> Inc.<br>| 37043 | 324126 |
| \* | Fulgent Genetics, Inc. | 18623 | 418086 |
| \* | GE HealthCare <br> Technologies, Inc.<br>| 40223 | 3014714 |
|  | Gilead Sciences, Inc. | 118253 | 14165527 |
| \* | Globus Medical, Inc., <br> Class A<br>| 17551 | 1059905 |
| \* | Haemonetics Corp. | 22473 | 1123875 |
| \* | Halozyme <br> Therapeutics, Inc.<br>| 35066 | 2285953 |
| \* | Harmony Biosciences <br> Holdings, Inc.<br>| 25798 | 737049 |
| \* | Health Catalyst, Inc. | 8246 | 26635 |
| \* | HealthEquity, Inc. | 1516 | 143383 |
|  | HealthStream, Inc. | 11265 | 277119 |
| \* | Henry Schein, Inc. | 27863 | 1760942 |
| \* | Hologic, Inc. | 23024 | 1701704 |
|  | Humana, Inc. | 18699 | 5201875 |
| \* | ICON PLC | 12949 | 2224897 |
| \* | ICU Medical, Inc. | 6621 | 795116 |
| \* | Ideaya Biosciences, <br> Inc.<br>| 955 | 30426 |
| \* | IDEXX Laboratories, <br> Inc.<br>| 2349 | 1478719 |
| \* | ImmuCell Corp. | 2993 | 18557 |
| \* | Incyte Corp. | 17876 | 1671048 |
| \* | InfuSystem Holdings, <br> Inc.<br>| 10768 | 111556 |
| \* | Innoviva, Inc. | 63598 | 1157484 |
| \* | Inogen, Inc. | 10041 | 82738 |
| \* | Integer Holdings Corp. | 11738 | 757923 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| HEALTH CARE — (Continued) | HEALTH CARE — (Continued) | HEALTH CARE — (Continued) | HEALTH CARE — (Continued) |
| \* | Integra LifeSciences <br> Holdings Corp.<br>| 16836 | $202200 |
| \* | Intellia Therapeutics, <br> Inc.<br>| 12200 | 153964 |
| \* | Iovance <br> Biotherapeutics, Inc.<br>| 21389 | 42136 |
| \* | IQVIA Holdings, Inc. | 32017 | 6930400 |
|  | iRadimed Corp. | 285 | 21891 |
| \*†† | iTeos Therapeutics, <br> Inc.<br>| 11469 | 0 |
| \* | Jazz Pharmaceuticals <br> PLC<br>| 28666 | 3945588 |
|  | Johnson & Johnson | 207914 | 39268717 |
| \* | Kewaunee Scientific <br> Corp.<br>| 2037 | 85187 |
| †† | Kinnate Biopharma, <br> Inc.<br>| 9473 | 663 |
| \* | Krystal Biotech, Inc. | 621 | 122654 |
| \* | Kymera Therapeutics, <br> Inc.<br>| 1424 | 88060 |
|  | Labcorp Holdings, Inc. | 13055 | 3315448 |
| \* | Lantheus Holdings, <br> Inc.<br>| 27723 | 1599340 |
| \* | LENZ Therapeutics, <br> Inc.<br>| 626 | 18605 |
| \* | Lexeo Therapeutics, <br> Inc.<br>| 1770 | 17718 |
| \* | LifeStance Health <br> Group, Inc.<br>| 108691 | 532586 |
| \* | Ligand <br> Pharmaceuticals, <br> Inc.<br>| 375 | 71741 |
| \* | Lipocine, Inc. | 2156 | 5843 |
| \* | Lisata Therapeutics, <br> Inc.<br>| 3732 | 10412 |
| \* | LivaNova PLC | 32159 | 1692528 |
| \* | MannKind Corp. | 2327 | 13008 |
|  | McKesson Corp. | 488 | 395934 |
| \* | Medpace Holdings, <br> Inc.<br>| 6686 | 3910708 |
|  | Medtronic PLC | 57439 | 5209717 |
|  | Merck & Co., Inc. | 151696 | 13042822 |
| \*†† | Merrimack <br> Pharmaceuticals, <br> Inc.<br>| 9794 | 0 |
|  | Mesa Laboratories, <br> Inc.<br>| 2200 | 158158 |
| \* | Mettler-Toledo <br> International, Inc.<br>| 36 | 50986 |
| \* | MiMedx Group, Inc. | 44871 | 343263 |
| #\* | Moderna, Inc. | 58328 | 1584188 |
| \* | Molina Healthcare, <br> Inc.<br>| 10273 | 1572385 |

---

------

**U.S. Vector Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| HEALTH CARE — (Continued) | HEALTH CARE — (Continued) | HEALTH CARE — (Continued) | HEALTH CARE — (Continued) |
| \* | Monte Rosa <br> Therapeutics, Inc.<br>| 5011 | $64391 |
| \* | Myriad Genetics, Inc. | 19154 | 153998 |
|  | National HealthCare <br> Corp.<br>| 9338 | 1115331 |
|  | National Research <br> Corp.<br>| 16415 | 219304 |
| \* | Neogen Corp. | 28105 | 173408 |
| \* | NeoGenomics, Inc. | 67935 | 663725 |
| \* | Neurocrine <br> Biosciences, Inc.<br>| 9440 | 1351902 |
| #\* | Nuvation Bio, Inc. | 100389 | 524031 |
| \* | Olema <br> Pharmaceuticals, <br> Inc.<br>| 639 | 5732 |
| \*» | OmniAb, Inc. <br> (2200963D US)<br>| 6492 | 0 |
| \*» | OmniAb, Inc. <br> (2200964D US)<br>| 6492 | 0 |
| \* | OmniAb, Inc. (OABI <br> UQ)<br>| 32922 | 51029 |
| \* | Omnicell, Inc. | 16584 | 556725 |
| \* | OptimizeRx Corp. | 3933 | 80587 |
| \* | Option Care Health, <br> Inc.<br>| 63292 | 1647491 |
| \* | Oramed <br> Pharmaceuticals, <br> Inc.<br>| 10581 | 25289 |
| \* | OraSure Technologies, <br> Inc.<br>| 13192 | 36146 |
| \* | Organogenesis <br> Holdings, Inc.<br>| 46415 | 197264 |
|  | Organon & Co. | 109438 | 738707 |
| \* | OrthoPediatrics Corp. | 8457 | 142416 |
| \* | Outset Medical, Inc. | 2023 | 26542 |
| \* | Owens & Minor, Inc. | 31189 | 123820 |
| \* | Pacira BioSciences, <br> Inc.<br>| 27007 | 577410 |
| \*†† | PDL BioPharma, Inc. | 418608 | 175815 |
| \* | Pediatrix Medical <br> Group, Inc.<br>| 43390 | 736328 |
| \* | Pennant Group, Inc. | 160 | 3957 |
|  | Perrigo Co. PLC | 77005 | 1597084 |
| #\* | Personalis, Inc. | 1794 | 17294 |
|  | Pfizer, Inc. | 316824 | 7809712 |
|  | Phibro Animal Health <br> Corp., Class A<br>| 9829 | 413408 |
| \* | Prestige Consumer <br> Healthcare, Inc.<br>| 18410 | 1115646 |
| \* | Pro-Dex, Inc. | 810 | 29354 |
| \* | Protara Therapeutics, <br> Inc.<br>| 7858 | 40704 |
| \* | Prothena Corp. PLC | 26002 | 279522 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| HEALTH CARE — (Continued) | HEALTH CARE — (Continued) | HEALTH CARE — (Continued) | HEALTH CARE — (Continued) |
| \* | Puma Biotechnology, <br> Inc.<br>| 15611 | $79616 |
| \* | Quanterix Corp. | 4693 | 25061 |
|  | Quest Diagnostics, <br> Inc.<br>| 22010 | 3872660 |
| \* | QuidelOrtho Corp. | 21678 | 585089 |
| \* | Rafael Holdings, Inc., <br> Class B<br>| 20549 | 27947 |
|  | Regeneron <br> Pharmaceuticals, <br> Inc.<br>| 377 | 245729 |
| \* | REGENXBIO, Inc. | 21536 | 275015 |
| \* | Relay Therapeutics, <br> Inc.<br>| 9155 | 65367 |
| \* | Replimune Group, Inc. | 2200 | 21406 |
|  | ResMed, Inc. | 16224 | 4005381 |
| \* | Revolution Medicines, <br> Inc.<br>| 736 | 43306 |
| # | Revvity, Inc. | 22203 | 2077979 |
| \* | Rigel Pharmaceuticals, <br> Inc.<br>| 2723 | 85992 |
| \* | Roivant Sciences Ltd. | 146355 | 2925636 |
|  | Royalty Pharma PLC, <br> Class A<br>| 26746 | 1004045 |
| †† | Sage Therapeutics, <br> Inc.<br>| 4149 | 747 |
| \* | Seer, Inc. | 5004 | 11059 |
|  | Select Medical <br> Holdings Corp.<br>| 75060 | 1038080 |
| \* | Sensus Healthcare, <br> Inc.<br>| 3395 | 10830 |
| \* | SI-BONE, Inc. | 922 | 13673 |
|  | SIGA Technologies, <br> Inc.<br>| 53306 | 441374 |
| \* | Simulations Plus, Inc. | 467 | 8023 |
| \* | Solid Biosciences, Inc. | 7667 | 41325 |
| \* | Sotera Health Co. | 118004 | 1958866 |
|  | STERIS PLC | 13271 | 3127975 |
|  | Stryker Corp. | 220 | 78373 |
| \* | Supernus <br> Pharmaceuticals, <br> Inc.<br>| 36060 | 1987988 |
| \* | Surgery Partners, Inc. | 41434 | 908648 |
| \* | Surmodics, Inc. | 2825 | 77504 |
| \* | Tactile Systems <br> Technology, Inc.<br>| 16513 | 248851 |
| \* | Teladoc Health, Inc. | 73036 | 630301 |
|  | Teleflex, Inc. | 5863 | 729768 |
| \* | Tenet Healthcare <br> Corp.<br>| 20089 | 4148178 |
| \* | Terns Pharmaceuticals, <br> Inc.<br>| 752 | 6212 |
| \* | Theravance <br> Biopharma, Inc.<br>| 2401 | 35199 |

---

------

**U.S. Vector Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| HEALTH CARE — (Continued) | HEALTH CARE — (Continued) | HEALTH CARE — (Continued) | HEALTH CARE — (Continued) |
|  | Thermo Fisher <br> Scientific, Inc.<br>| 8744 | $4961258 |
| \* | TruBridge, Inc. | 7905 | 151934 |
|  | U.S. Physical Therapy, <br> Inc.<br>| 4078 | 351809 |
| #\* | UFP Technologies, <br> Inc.<br>| 2999 | 577727 |
| #\* | United Therapeutics <br> Corp.<br>| 12749 | 5678787 |
|  | UnitedHealth Group, <br> Inc.<br>| 29306 | 10009757 |
|  | Universal Health <br> Services, Inc., <br> Class B<br>| 17306 | 3755575 |
|  | Utah Medical Products, <br> Inc.<br>| 2964 | 172208 |
| \* | Vanda <br> Pharmaceuticals, <br> Inc.<br>| 29767 | 129486 |
| \* | Varex Imaging Corp. | 22895 | 267643 |
| \* | Ventyx Biosciences, <br> Inc.<br>| 44556 | 380063 |
| \* | Veracyte, Inc. | 33691 | 1215571 |
|  | Viatris, Inc. | 258485 | 2677905 |
| \* | Vicarious Surgical, <br> Inc., Class A<br>| 236 | 1258 |
| \* | Vir Biotechnology, Inc. | 8153 | 48592 |
| \* | Voyager Therapeutics, <br> Inc.<br>| 19187 | 89603 |
| \* | Waters Corp. | 10122 | 3538651 |
| \* | Waystar Holding Corp. | 1299 | 46569 |
|  | West Pharmaceutical <br> Services, Inc.<br>| 6390 | 1802427 |
| \* | XBiotech, Inc. | 1910 | 4489 |
| \* | Xencor, Inc. | 4196 | 61723 |
| \* | XOMA Royalty Corp. | 579 | 19095 |
|  | Zimmer Biomet <br> Holdings, Inc.<br>| 29265 | 2942888 |
|  | Zoetis, Inc. | 39185 | 5646167 |
| \* | Zymeworks, Inc. | 6828 | 130312 |
| TOTAL HEALTH CARE | TOTAL HEALTH CARE |  | 406456927 |
| INDUSTRIALS — (13.9%) | INDUSTRIALS — (13.9%) | INDUSTRIALS — (13.9%) | INDUSTRIALS — (13.9%) |
| #\* | 3D Systems Corp. | 57322 | 163941 |
|  | 3M Co. | 44651 | 7434391 |
|  | A.O. Smith Corp. | 32801 | 2164538 |
| # | AAON, Inc. | 8946 | 880197 |
| \* | AAR Corp. | 27275 | 2296828 |
|  | ABM Industries, Inc. | 48132 | 2069676 |
|  | ACCO Brands Corp. | 55779 | 209729 |
|  | Acme United Corp. | 1921 | 73017 |
|  | Acuity, Inc. | 8677 | 3167539 |
|  | Advanced Drainage <br> Systems, Inc.<br>| 19953 | 2794418 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) |
|  | Aebi Schmidt Holding <br> AG<br>| 25693 | $286477 |
|  | AECOM | 22405 | 3010112 |
| \* | AerSale Corp. | 5481 | 40669 |
|  | AGCO Corp. | 33676 | 3474016 |
| \* | Air Industries Group | 317 | 1037 |
|  | Air Lease Corp. | 73844 | 4715678 |
|  | Alamo Group, Inc. | 8237 | 1472117 |
| \* | Alaska Air Group, Inc. | 51466 | 2147676 |
|  | Albany International <br> Corp., Class A<br>| 20574 | 1164077 |
|  | Alight, Inc., Class A | 127971 | 368556 |
| \* | Allegiant Travel Co. | 12056 | 749642 |
|  | Allegion PLC | 16325 | 2706195 |
|  | Allient, Inc. | 11706 | 640084 |
|  | Allison Transmission <br> Holdings, Inc.<br>| 26602 | 2195995 |
| \* | Alpha Pro Tech Ltd. | 2600 | 11830 |
|  | Alta Equipment Group, <br> Inc.<br>| 17064 | 104432 |
| \* | Ameresco, Inc., <br> Class A<br>| 20207 | 798581 |
| \* | American Airlines <br> Group, Inc.<br>| 29844 | 391852 |
| \* | American Woodmark <br> Corp.<br>| 12707 | 809817 |
|  | AMETEK, Inc. | 21222 | 4289178 |
| \* | API Group Corp. | 42325 | 1558407 |
|  | Apogee Enterprises, <br> Inc.<br>| 18738 | 685998 |
|  | Applied Industrial <br> Technologies, Inc.<br>| 8265 | 2124849 |
|  | ArcBest Corp. | 15609 | 1160061 |
|  | Arcosa, Inc. | 23345 | 2381190 |
|  | Argan, Inc. | 906 | 277426 |
|  | Armstrong World <br> Industries, Inc.<br>| 15967 | 3040596 |
| \* | Art's-Way <br> Manufacturing Co., <br> Inc.<br>| 4404 | 10878 |
|  | Astec Industries, Inc. | 11264 | 524114 |
| \* | Astronics Corp. <br> (ATROB US), <br> Class B<br>| 13063 | 642830 |
| \* | Asure Software, Inc. | 13809 | 122210 |
| \* | ATI, Inc. | 39295 | 3889026 |
|  | Atkore, Inc. | 25109 | 1738798 |
|  | Atmus Filtration <br> Technologies, Inc.<br>| 20804 | 946166 |
|  | Automatic Data <br> Processing, Inc.<br>| 20454 | 5324176 |
|  | AZZ, Inc. | 19652 | 1962252 |
|  | Barrett Business <br> Services, Inc.<br>| 16271 | 658487 |

---

------

**U.S. Vector Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) |
| \* | Blue Bird Corp. | 17257 | $862160 |
| \* | BlueLinx Holdings, <br> Inc.<br>| 4281 | 280149 |
| \* | Boeing Co. | 2183 | 438827 |
|  | Boise Cascade Co. | 24939 | 1757950 |
|  | Booz Allen Hamilton <br> Holding Corp.<br>| 25549 | 2226851 |
| \* | Bowman Consulting <br> Group Ltd.<br>| 1186 | 51342 |
|  | Brady Corp., Class A | 25407 | 1928645 |
| \* | BrightView Holdings, <br> Inc.<br>| 40628 | 500537 |
|  | Brink's Co. | 18815 | 2091475 |
|  | Broadridge Financial <br> Solutions, Inc.<br>| 13941 | 3072596 |
| \* | Broadwind, Inc. | 344 | 805 |
| \* | Builders FirstSource, <br> Inc.<br>| 23902 | 2776695 |
|  | BWX Technologies, <br> Inc.<br>| 1350 | 288374 |
| \* | CACI International, <br> Inc., Class A<br>| 5244 | 2948439 |
| \* | Cadeler AS (CDLR <br> US), ADR<br>| 5058 | 93725 |
| # | Cadre Holdings, Inc. | 12186 | 517418 |
|  | Carlisle Cos., Inc. | 9206 | 2992410 |
|  | Carpenter Technology <br> Corp.<br>| 12535 | 3959806 |
|  | Carrier Global Corp. | 42014 | 2499413 |
| \* | Casella Waste <br> Systems, Inc., <br> Class A<br>| 1050 | 92999 |
|  | Caterpillar, Inc. | 32343 | 18670320 |
| \* | CBIZ, Inc. | 1436 | 78980 |
| \* | CECO Environmental <br> Corp.<br>| 14200 | 694238 |
|  | CH Robinson <br> Worldwide, Inc.<br>| 19990 | 3078260 |
| \* | Chart Industries, Inc. | 19392 | 3871031 |
|  | Chicago Rivet & <br> Machine Co.<br>| 855 | 7909 |
| \* | Cimpress PLC | 6314 | 436992 |
|  | Cintas Corp. | 17224 | 3156642 |
|  | Civeo Corp. | 2250 | 46755 |
| \* | Clarivate PLC | 255672 | 869285 |
| \* | Clean Harbors, Inc. | 11588 | 2439390 |
|  | CNH Industrial NV | 259287 | 2719921 |
|  | Columbus McKinnon <br> Corp.<br>| 15145 | 245803 |
|  | Comfort Systems USA, <br> Inc.<br>| 3497 | 3376633 |
| \* | Commercial Vehicle <br> Group, Inc.<br>| 18934 | 28780 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) |
|  | CompX International, <br> Inc.<br>| 3722 | $83708 |
| # | Concentrix Corp. | 40401 | 1628564 |
|  | Concrete Pumping <br> Holdings, Inc.<br>| 22380 | 143008 |
| \* | Conduent, Inc. | 116673 | 277682 |
|  | Copa Holdings SA, <br> Class A<br>| 15148 | 1896681 |
| \* | Copart, Inc. | 47417 | 2039405 |
| \* | Core & Main, Inc., <br> Class A<br>| 31999 | 1669708 |
| †† | Costa <br> Communications, <br> Inc.<br>| 2485 | 298 |
| \* | Costamare Bulkers <br> Holdings Ltd.<br>| 18748 | 242599 |
|  | Costamare, Inc. | 93741 | 1145515 |
|  | Covenant Logistics <br> Group, Inc.<br>| 14890 | 300331 |
| \*» | CPI Aerostructures, <br> Inc.<br>| 318 | 792 |
|  | CRA International, Inc. | 4087 | 778533 |
|  | Crane Co. | 3007 | 571330 |
|  | CSG Systems <br> International, Inc.<br>| 15981 | 1250833 |
|  | CSW Industrials, Inc. | 3417 | 855685 |
|  | CSX Corp. | 385729 | 13893959 |
|  | Cummins, Inc. | 17773 | 7778887 |
|  | Curtiss-Wright Corp. | 320 | 190634 |
| \* | Custom Truck One <br> Source, Inc.<br>| 17338 | 102121 |
|  | Deere & Co. | 12809 | 5913019 |
|  | Delta Air Lines, Inc. | 194139 | 11139696 |
|  | Deluxe Corp. | 33492 | 606540 |
| \* | Distribution Solutions <br> Group, Inc.<br>| 18675 | 510575 |
| \* | DLH Holdings Corp. | 4597 | 28593 |
| \* | DNOW, Inc. | 59597 | 876076 |
|  | Donaldson Co., Inc. | 31586 | 2661120 |
|  | Douglas Dynamics, <br> Inc.<br>| 22967 | 694292 |
|  | Dover Corp. | 15002 | 2722263 |
| \* | Ducommun, Inc. | 11183 | 1026040 |
| \* | DXP Enterprises, Inc. | 10411 | 1245676 |
| \* | Dycom Industries, Inc. | 11826 | 3403405 |
|  | Eastern Co. | 5309 | 113347 |
|  | Eaton Corp. PLC | 1499 | 571958 |
|  | EMCOR Group, Inc. | 7829 | 5290682 |
|  | Emerson Electric Co. | 18274 | 2550502 |
|  | Enerpac Tool Group <br> Corp.<br>| 25442 | 1044140 |
|  | EnerSys | 26862 | 3388910 |
|  | Ennis, Inc. | 23151 | 379676 |
|  | Enpro, Inc. | 3048 | 707166 |

---

------

**U.S. Vector Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) |
| \* | Enviri Corp. | 54841 | $669609 |
|  | Equifax, Inc. | 10934 | 2308167 |
|  | Esab Corp. | 27266 | 3185214 |
|  | ESCO Technologies, <br> Inc.<br>| 457 | 100298 |
|  | Espey Mfg. & <br> Electronics Corp.<br>| 1254 | 47038 |
| \* | Everus Construction <br> Group, Inc.<br>| 28967 | 2632811 |
|  | EVI Industries, Inc. | 3830 | 103180 |
| \* | ExlService Holdings, <br> Inc.<br>| 8712 | 340639 |
|  | Expeditors <br> International of <br> Washington, Inc.<br>| 28690 | 3497311 |
|  | Fastenal Co. | 82240 | 3384176 |
|  | Federal Signal Corp. | 21098 | 2490197 |
|  | FedEx Corp. | 43538 | 11050815 |
|  | Ferguson Enterprises, <br> Inc.<br>| 40233 | 9997900 |
|  | Flowserve Corp. | 52018 | 3550228 |
| \* | Fluor Corp. | 50083 | 2442548 |
| \* | Forrester Research, <br> Inc.<br>| 4217 | 30067 |
|  | Fortive Corp. | 31231 | 1572169 |
|  | Fortune Brands <br> Innovations, Inc.<br>| 25464 | 1293571 |
| \* | Franklin Covey Co. | 9180 | 155876 |
|  | Franklin Electric Co., <br> Inc.<br>| 17503 | 1658759 |
| \* | Frontier Group <br> Holdings, Inc.<br>| 7784 | 30046 |
|  | FTAI Aviation Ltd. | 20080 | 3471832 |
|  | FTAI Infrastructure, <br> Inc.<br>| 10630 | 56764 |
| \* | FTI Consulting, Inc. | 12063 | 1990516 |
| \* | Fuel Tech, Inc. | 5187 | 12864 |
| \* | Gates Industrial Corp. <br> PLC<br>| 98140 | 2166931 |
|  | GATX Corp. | 20640 | 3237384 |
|  | Genco Shipping & <br> Trading Ltd.<br>| 25725 | 438354 |
| \* | Gencor Industries, Inc. | 8113 | 110256 |
| \* | Generac Holdings, <br> Inc.<br>| 13965 | 2346399 |
|  | General Dynamics <br> Corp.<br>| 10050 | 3466245 |
|  | Genpact Ltd. | 53084 | 2025155 |
| \* | Gibraltar Industries, <br> Inc.<br>| 17221 | 1074418 |
|  | Global Industrial Co. | 29224 | 830546 |
|  | Gorman-Rupp Co. | 18860 | 848134 |
|  | Graco, Inc. | 28538 | 2333552 |
| \* | Graham Corp. | 289 | 18002 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) |
| # | Granite Construction, <br> Inc.<br>| 22703 | $2336366 |
| \* | Great Lakes Dredge & <br> Dock Corp.<br>| 66820 | 758407 |
|  | Greenbrier Cos., Inc. | 21385 | 893251 |
|  | Griffon Corp. | 22162 | 1640210 |
| \* | GXO Logistics, Inc. | 42980 | 2415906 |
| \* | Hayward Holdings, <br> Inc.<br>| 106723 | 1811089 |
| \* | Healthcare Services <br> Group, Inc.<br>| 29880 | 533956 |
|  | Heartland Express, <br> Inc.<br>| 40260 | 314028 |
|  | Heidrick & Struggles <br> International, Inc.<br>| 1720 | 100396 |
|  | Helios Technologies, <br> Inc.<br>| 19343 | 1070828 |
|  | Herc Holdings, Inc. | 24038 | 3414598 |
| # | Hexcel Corp. | 11087 | 791612 |
|  | Hillenbrand, Inc. | 14982 | 473431 |
| \* | Hillman Solutions <br> Corp.<br>| 15462 | 142560 |
|  | HNI Corp. | 34375 | 1406625 |
|  | Honeywell <br> International, Inc.<br>| 37114 | 7472162 |
|  | Howmet Aerospace, <br> Inc.<br>| 3763 | 774990 |
|  | Hub Group, Inc., <br> Class A<br>| 41333 | 1522294 |
|  | Hubbell, Inc. | 9113 | 4283110 |
| \* | Hudson Technologies, <br> Inc.<br>| 29676 | 269310 |
|  | Huntington Ingalls <br> Industries, Inc.<br>| 9339 | 3007345 |
| \* | Hurco Cos., Inc. | 3620 | 64979 |
| \* | Huron Consulting <br> Group, Inc.<br>| 14619 | 2403948 |
|  | Hyster-Yale, Inc. | 9238 | 332014 |
| \* | IBEX Holdings Ltd. | 5950 | 222352 |
|  | IDEX Corp. | 6614 | 1134036 |
| \* | IES Holdings, Inc. | 8926 | 3497921 |
|  | Illinois Tool Works, <br> Inc.<br>| 24209 | 5905059 |
|  | Ingersoll Rand, Inc. | 21200 | 1618196 |
| \* | Innovative Solutions & <br> Support, Inc.<br>| 14202 | 133499 |
|  | Insperity, Inc. | 12670 | 559000 |
|  | Insteel Industries, Inc. | 15736 | 491593 |
|  | Interface, Inc. | 39930 | 994257 |
|  | ITT, Inc. | 15319 | 2835087 |
|  | Jacobs Solutions, Inc. | 20510 | 3195663 |
| \* | Janus International <br> Group, Inc.<br>| 17863 | 171485 |

---

------

**U.S. Vector Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) |
|  | JB Hunt Transport <br> Services, Inc.<br>| 18556 | $3133366 |
| \* | JELD-WEN Holding, <br> Inc.<br>| 41765 | 181260 |
| #\* | JetBlue Airways Corp. | 194318 | 816136 |
|  | Johnson Controls <br> International PLC<br>| 4367 | 499541 |
|  | Kadant, Inc. | 5840 | 1615694 |
|  | Karat Packaging, Inc. | 6996 | 168044 |
|  | KBR, Inc. | 51889 | 2222925 |
|  | Kelly Services, Inc., <br> Class A<br>| 21895 | 245443 |
|  | Kennametal, Inc. | 49783 | 1092737 |
|  | Kforce, Inc. | 16899 | 427545 |
| \* | Kirby Corp. | 27737 | 2870225 |
| \* | Knightscope, Inc., <br> Class A<br>| 3126 | 16005 |
|  | Knight-Swift <br> Transportation <br> Holdings, Inc.<br>| 55340 | 2496941 |
|  | Korn Ferry | 35185 | 2276470 |
| \* | Kratos Defense & <br> Security Solutions, <br> Inc.<br>| 2714 | 245888 |
| \* | L.B. Foster Co., <br> Class A<br>| 4677 | 128150 |
|  | L3Harris Technologies, <br> Inc.<br>| 16820 | 4862662 |
|  | Landstar System, Inc. | 10347 | 1328865 |
| \* | Legalzoom.com, Inc. | 39859 | 397394 |
|  | Leidos Holdings, Inc. | 24421 | 4651468 |
|  | Lennox International, <br> Inc.<br>| 4619 | 2332595 |
| \* | Limbach Holdings, Inc. | 3975 | 375558 |
|  | Lincoln Electric <br> Holdings, Inc.<br>| 9790 | 2295265 |
|  | Lindsay Corp. | 5640 | 627394 |
| \* | Liquidity Services, Inc. | 21955 | 525603 |
|  | Lockheed Martin Corp. | 16692 | 8210461 |
|  | LSI Industries, Inc. | 3231 | 73958 |
|  | Luxfer Holdings PLC | 18526 | 226017 |
| \* | Manitowoc Co., Inc. | 20697 | 210488 |
|  | ManpowerGroup, Inc. | 25909 | 794370 |
|  | Marten Transport Ltd. | 80831 | 828518 |
| \* | MasTec, Inc. | 15358 | 3135489 |
| \* | Mastech Digital, Inc. | 1982 | 13676 |
| \* | Masterbrand, Inc. | 58501 | 738868 |
| \* | Matrix Service Co. | 23483 | 352715 |
|  | Matson, Inc. | 20896 | 2109451 |
|  | Maximus, Inc. | 24977 | 2076088 |
| \* | Mayville Engineering <br> Co., Inc.<br>| 7256 | 129302 |
|  | McGrath RentCorp | 2847 | 305882 |
| \* | Mercury Systems, Inc. | 30699 | 2376410 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) |
| \* | Middleby Corp. | 19480 | $2420000 |
|  | Miller Industries, Inc. | 10059 | 403768 |
|  | MillerKnoll, Inc. | 34312 | 535953 |
| \* | Mistras Group, Inc. | 23374 | 222988 |
| \* | Montrose <br> Environmental <br> Group, Inc.<br>| 9000 | 232920 |
|  | Moog, Inc., Class A | 10854 | 2223442 |
| \* | MRC Global, Inc. | 64037 | 893316 |
|  | MSA Safety, Inc. | 8487 | 1332714 |
| # | MSC Industrial Direct <br> Co., Inc., Class A<br>| 21386 | 1815885 |
|  | Mueller Industries, Inc. | 29274 | 3099238 |
|  | Mueller Water <br> Products, Inc., <br> Class A<br>| 74803 | 1919445 |
| \* | MYR Group, Inc. | 4425 | 963323 |
|  | National Presto <br> Industries, Inc.<br>| 4174 | 446493 |
| \* | NEXTracker, Inc., <br> Class A<br>| 26197 | 2651660 |
|  | NL Industries, Inc. | 17836 | 107908 |
| \* | NN, Inc. | 14160 | 24214 |
|  | Nordson Corp. | 4924 | 1142122 |
|  | Norfolk Southern <br> Corp.<br>| 34915 | 9894213 |
|  | Northrop Grumman <br> Corp.<br>| 5811 | 3390428 |
| \* | NPK International, Inc. | 88701 | 1091022 |
|  | nVent Electric PLC | 2416 | 276270 |
| \* | NWPX Infrastructure, <br> Inc.<br>| 7519 | 452343 |
|  | Old Dominion Freight <br> Line, Inc.<br>| 21784 | 3058909 |
|  | Omega Flex, Inc. | 5545 | 153319 |
| \* | OPENLANE, Inc. | 73158 | 1932834 |
| \* | Orion Group Holdings, <br> Inc.<br>| 10969 | 118136 |
|  | Oshkosh Corp. | 29237 | 3604630 |
|  | Owens Corning | 23913 | 3044364 |
|  | PACCAR, Inc. | 65685 | 6463404 |
| \* | PAMT Corp. | 20288 | 204300 |
|  | Pangaea Logistics <br> Solutions Ltd.<br>| 36161 | 178997 |
|  | Park Aerospace Corp. | 2643 | 50640 |
|  | Parker-Hannifin Corp. | 2144 | 1656948 |
|  | Park-Ohio Holdings <br> Corp.<br>| 13746 | 283580 |
| \* | Parsons Corp. | 385 | 32009 |
|  | Paychex, Inc. | 40688 | 4761717 |
|  | Paycom Software, Inc. | 6260 | 1171183 |
| \* | Paylocity Holding <br> Corp.<br>| 812 | 114711 |
|  | Pentair PLC | 44556 | 4738531 |

---

------

**U.S. Vector Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) |
| \* | Perma-Fix <br> Environmental <br> Services, Inc.<br>| 215 | $2943 |
| \* | Perma-Pipe <br> International <br> Holdings, Inc.<br>| 5730 | 158836 |
|  | Pioneer Power <br> Solutions, Inc.<br>| 2960 | 13616 |
| \* | Planet Labs PBC | 64541 | 868076 |
| # | Powell Industries, Inc. | 6942 | 2661493 |
| \* | Power Solutions <br> International, Inc.<br>| 1210 | 103600 |
|  | Preformed Line <br> Products Co.<br>| 3672 | 778868 |
|  | Primoris Services <br> Corp.<br>| 26193 | 3706833 |
| \* | Proto Labs, Inc. | 13290 | 661310 |
|  | Quad/Graphics, Inc. | 36794 | 202735 |
|  | Quanta Services, Inc. | 7632 | 3427760 |
| \* | Radiant Logistics, Inc. | 39808 | 240838 |
| \* | RBC Bearings, Inc. | 65 | 27854 |
| \* | RCM Technologies, <br> Inc.<br>| 3727 | 86094 |
|  | Regal Rexnord Corp. | 17859 | 2516155 |
|  | Republic Services, <br> Inc.<br>| 9416 | 1960788 |
| \* | Resideo Technologies, <br> Inc.<br>| 111463 | 4770616 |
|  | Resources Connection, <br> Inc.<br>| 17688 | 77827 |
|  | REV Group, Inc. | 20989 | 1076106 |
|  | Robert Half, Inc. | 28346 | 742382 |
|  | Rockwell Automation, <br> Inc.<br>| 13003 | 4789785 |
|  | Rollins, Inc. | 49692 | 2862756 |
|  | RTX Corp. | 69599 | 12423421 |
|  | Rush Enterprises, Inc. <br> (RUSHA US), <br> Class A<br>| 37535 | 1854604 |
|  | Rush Enterprises, Inc. <br> (RUSHB US), <br> Class B<br>| 7757 | 407010 |
|  | Ryder System, Inc. | 20564 | 3480046 |
| \* | RYTHM, Inc. | 516 | 23550 |
| \* | Saia, Inc. | 3376 | 987480 |
|  | Schneider National, <br> Inc., Class B<br>| 60940 | 1302288 |
|  | Science Applications <br> International Corp.<br>| 22224 | 2082611 |
|  | Sensata Technologies <br> Holding PLC<br>| 52970 | 1686035 |
| \* | Shoals Technologies <br> Group, Inc., Class A<br>| 5800 | 60958 |
| \* | SIFCO Industries, Inc. | 4888 | 35927 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) |
|  | Simpson <br> Manufacturing Co., <br> Inc.<br>| 14474 | $2554661 |
| \* | SiteOne Landscape <br> Supply, Inc.<br>| 809 | 104984 |
| \* | SkyWest, Inc. | 22136 | 2224225 |
|  | Snap-on, Inc. | 7030 | 2358916 |
| \* | Southland Holdings, <br> Inc.<br>| 2770 | 12382 |
|  | Southwest Airlines Co. | 157011 | 4757433 |
| \* | SPX Technologies, <br> Inc.<br>| 16163 | 3618734 |
|  | SS&C Technologies <br> Holdings, Inc.<br>| 71637 | 6083414 |
|  | Standex International <br> Corp.<br>| 258 | 60173 |
|  | Stanley Black & <br> Decker, Inc.<br>| 29284 | 1983112 |
| \* | Star Equity Holdings, <br> Inc.<br>| 4041 | 44532 |
|  | Steelcase, Inc., <br> Class A<br>| 64941 | 1036458 |
| #\* | Sterling Infrastructure, <br> Inc.<br>| 9537 | 3604032 |
| \* | Strata Critical Medical, <br> Inc.<br>| 13888 | 69857 |
| \* | Stratasys Ltd. | 359 | 3813 |
| \* | Sun Country Airlines <br> Holdings, Inc.<br>| 16388 | 201245 |
| \* | Sunrun, Inc. | 119935 | 2489851 |
| \* | TaskUS, Inc., Class A | 16400 | 218776 |
| \* | Taylor Devices, Inc. | 1412 | 64627 |
|  | Tecnoglass, Inc. | 22104 | 1318062 |
|  | Tennant Co. | 13971 | 1117680 |
|  | Terex Corp. | 44692 | 2056726 |
|  | Tetra Tech, Inc. | 45010 | 1439420 |
|  | Textron, Inc. | 39046 | 3155307 |
| \* | Thermon Group <br> Holdings, Inc.<br>| 26250 | 754163 |
| \* | TIC Solutions, Inc. | 43971 | 533368 |
|  | Timken Co. | 35176 | 2761668 |
| \* | Titan International, Inc. | 37200 | 280860 |
| \* | Titan Machinery, Inc. | 13481 | 221088 |
|  | Toro Co. | 32509 | 2429398 |
|  | Trane Technologies <br> PLC<br>| 11465 | 5143772 |
| \* | Transcat, Inc. | 103 | 7483 |
|  | TransDigm Group, Inc. | 112 | 146553 |
|  | TransUnion | 17540 | 1423897 |
| \* | Trex Co., Inc. | 16675 | 805736 |
|  | TriNet Group, Inc. | 12797 | 767820 |
|  | Trinity Industries, Inc. | 60896 | 1666724 |
| \* | TrueBlue, Inc. | 18191 | 86225 |
| \* | TTEC Holdings, Inc. | 7321 | 25550 |

---

------

**U.S. Vector Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) |
| \* | Tutor Perini Corp. | 39272 | $2645362 |
|  | Twin Disc, Inc. | 12774 | 200041 |
|  | UFP Industries, Inc. | 21917 | 2019213 |
| #\* | U-Haul Holding Co. <br> (UHAL US)<br>| 7228 | 384240 |
|  | U-Haul Holding Co. <br> (UHAL/B US)<br>| 63046 | 3057101 |
| # | UL Solutions, Inc., <br> Class A<br>| 12348 | 961539 |
| \* | Ultralife Corp. | 13766 | 96775 |
|  | UniFirst Corp. | 8763 | 1352569 |
|  | Union Pacific Corp. | 42840 | 9440651 |
| \* | United Airlines <br> Holdings, Inc.<br>| 95638 | 8993798 |
|  | United Parcel Service, <br> Inc., Class B<br>| 62832 | 6058261 |
|  | United Rentals, Inc. | 14462 | 12599005 |
|  | Universal Logistics <br> Holdings, Inc.<br>| 23600 | 381848 |
| \* | Upwork, Inc. | 39922 | 636357 |
| \* | V2X, Inc. | 17366 | 991425 |
|  | Valmont Industries, <br> Inc.<br>| 8248 | 3409971 |
|  | Veralto Corp. | 23385 | 2307632 |
|  | Verisk Analytics, Inc. | 17250 | 3773610 |
| \* | Verra Mobility Corp. | 71811 | 1666733 |
|  | Vertiv Holdings Co., <br> Class A<br>| 45282 | 8733087 |
|  | Vestis Corp. | 59067 | 310102 |
| \* | Vicor Corp. | 643 | 58339 |
|  | Virco Mfg. Corp. | 17465 | 127844 |
| \* | VirTra, Inc. | 2086 | 12683 |
|  | VSE Corp. | 393 | 71007 |
|  | Wabash National <br> Corp.<br>| 29154 | 233815 |
|  | Waste Management, <br> Inc.<br>| 29639 | 5920983 |
|  | Watsco, Inc. (WSO <br> US)<br>| 60 | 22081 |
| » | Watsco, Inc. (WSO/B <br> US), Class B<br>| 1205 | 442331 |
|  | Watts Water <br> Technologies, Inc., <br> Class A<br>| 9489 | 2586701 |
|  | Werner Enterprises, <br> Inc.<br>| 45808 | 1200170 |
|  | WESCO International, <br> Inc.<br>| 17147 | 4450161 |
|  | Westinghouse Air <br> Brake Technologies <br> Corp.<br>| 15062 | 3079275 |
| \* | Willdan Group, Inc. | 182 | 17201 |
|  | Willis Lease Finance <br> Corp.<br>| 6272 | 805199 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) |
|  | WillScot Holdings <br> Corp.<br>| 68847 | $1497422 |
|  | Woodward, Inc. | 1216 | 318726 |
|  | Worthington <br> Enterprises, Inc.<br>| 974 | 54632 |
|  | WW Grainger, Inc. | 5751 | 5630229 |
| \* | XPO, Inc. | 23874 | 3434752 |
|  | Xylem, Inc. | 358 | 54004 |
|  | Zurn Elkay Water <br> Solutions Corp.<br>| 14032 | 661048 |
| TOTAL INDUSTRIALS | TOTAL INDUSTRIALS |  | 699399390 |
| INFORMATION TECHNOLOGY — (23.2%) | INFORMATION TECHNOLOGY — (23.2%) | INFORMATION TECHNOLOGY — (23.2%) | INFORMATION TECHNOLOGY — (23.2%) |
|  | A10 Networks, Inc. | 15434 | 275343 |
|  | Accenture PLC, <br> Class A<br>| 24493 | 6125699 |
| \* | ACCESS Newswire, <br> Inc.<br>| 411 | 3907 |
| \* | ACI Worldwide, Inc. | 50283 | 2394979 |
|  | Adeia, Inc. | 66896 | 1139908 |
| \* | Adobe, Inc. | 19798 | 6737457 |
|  | Advanced Energy <br> Industries, Inc.<br>| 659 | 133599 |
| \* | Advanced Micro <br> Devices, Inc.<br>| 3150 | 806778 |
| \* | Airgain, Inc. | 5308 | 22824 |
| \* | Akamai Technologies, <br> Inc.<br>| 27351 | 2054060 |
| \* | Alarm.com Holdings, <br> Inc.<br>| 1911 | 94059 |
| \* | Alithya Group, Inc., <br> Class A<br>| 7489 | 9511 |
| \* | Alpha & Omega <br> Semiconductor Ltd.<br>| 17378 | 487627 |
| \* | Ambarella, Inc. | 892 | 76025 |
|  | Amdocs Ltd. | 24155 | 2035300 |
|  | Amkor Technology, <br> Inc.<br>| 112209 | 3622107 |
|  | Amphenol Corp., <br> Class A<br>| 12124 | 1689358 |
| \* | AmpliTech Group, Inc. | 2708 | 9749 |
| \* | Amtech Systems, Inc. | 7816 | 61981 |
|  | Apple, Inc. | 840109 | 227140015 |
|  | Applied Materials, Inc. | 33017 | 7696263 |
| \* | Applied <br> Optoelectronics, Inc.<br>| 327 | 11628 |
| \* | AppLovin Corp., <br> Class A<br>| 47377 | 30194783 |
| \* | Arrow Electronics, Inc. | 20195 | 2252752 |
| \* | ASGN, Inc. | 29087 | 1301934 |
| \* | AstroNova, Inc. | 7311 | 66384 |
| \* | Autodesk, Inc. | 13195 | 3976181 |
| \* | Aviat Networks, Inc. | 8195 | 204547 |
|  | Avnet, Inc. | 43989 | 2131267 |

---

------

**U.S. Vector Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| INFORMATION TECHNOLOGY — (Continued) | INFORMATION TECHNOLOGY — (Continued) | INFORMATION TECHNOLOGY — (Continued) | INFORMATION TECHNOLOGY — (Continued) |
| \* | Axcelis Technologies, <br> Inc.<br>| 17674 | $1406143 |
|  | Bel Fuse, Inc. (BELFA <br> US), Class A<br>| 53 | 7247 |
|  | Belden, Inc. | 20613 | 2511694 |
|  | Benchmark <br> Electronics, Inc.<br>| 23086 | 1011629 |
| \* | Bill Holdings, Inc. | 37921 | 1883157 |
| \* | BK Technologies <br> Corp.<br>| 1780 | 132984 |
| \* | Blackbaud, Inc. | 18533 | 1186853 |
| \* | Box, Inc., Class A | 19290 | 619016 |
| \* | C3.ai, Inc., Class A | 40774 | 716807 |
| \* | CCC Intelligent <br> Solutions Holdings, <br> Inc.<br>| 114278 | 996504 |
|  | CDW Corp. | 21649 | 3450201 |
| \* | Cerence, Inc. | 22454 | 240931 |
| \* | CEVA, Inc. | 11017 | 299773 |
| #\* | Cipher Mining, Inc. | 79073 | 1474711 |
| \* | Cirrus Logic, Inc. | 18390 | 2439433 |
|  | Cisco Systems, Inc. | 165490 | 12098974 |
| #\* | Cleanspark, Inc. | 99075 | 1763535 |
|  | Clear Secure, Inc., <br> Class A<br>| 32508 | 990519 |
| \* | Clearfield, Inc. | 6868 | 242440 |
|  | Climb Global Solutions, <br> Inc.<br>| 1039 | 115412 |
| \* | Coda Octopus Group, <br> Inc.<br>| 4669 | 47857 |
|  | Cognizant Technology <br> Solutions Corp., <br> Class A<br>| 104345 | 7604664 |
| \* | Coherent Corp. | 2713 | 358007 |
| \* | Cohu, Inc. | 27155 | 646017 |
| \* | Consensus Cloud <br> Solutions, Inc.<br>| 3598 | 105493 |
|  | Corning, Inc. | 109028 | 9712214 |
| \* | Corsair Gaming, Inc. | 23452 | 191134 |
|  | Crane NXT Co. | 29777 | 1883395 |
| \* | Crexendo, Inc. | 696 | 4503 |
| \* | CS Disco, Inc. | 10253 | 64799 |
|  | CSP, Inc. | 248 | 3308 |
|  | CTS Corp. | 10517 | 436561 |
| \* | CVD Equipment Corp. | 5741 | 22447 |
| \* | Daily Journal Corp. | 417 | 168902 |
| \* | Daktronics, Inc. | 1015 | 19072 |
| \* | Data I/O Corp. | 1500 | 4545 |
| \* | Data Storage Corp. | 2600 | 10894 |
| \* | Diebold Nixdorf, Inc. | 14813 | 876189 |
| #\* | Digi International, Inc. | 28395 | 1041529 |
| \* | Diodes, Inc. | 27096 | 1445843 |
|  | Dolby Laboratories, <br> Inc., Class A<br>| 9369 | 621352 |
| \* | Dropbox, Inc., Class A | 20775 | 602475 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| INFORMATION TECHNOLOGY — (Continued) | INFORMATION TECHNOLOGY — (Continued) | INFORMATION TECHNOLOGY — (Continued) | INFORMATION TECHNOLOGY — (Continued) |
| \* | DXC Technology Co. | 123923 | $1759707 |
| \* | Eastman Kodak Co. | 22768 | 144349 |
| \* | Electro-Sensors, Inc. | 1426 | 6688 |
|  | Entegris, Inc. | 2487 | 227735 |
| \* | EPAM Systems, Inc. | 8681 | 1419691 |
|  | ePlus, Inc. | 6936 | 507438 |
| \* | Everspin Technologies, <br> Inc.<br>| 11400 | 120840 |
| \* | F5, Inc. | 11981 | 3031792 |
| \* | Fabrinet | 553 | 243635 |
| \* | Fastly, Inc., Class A | 54540 | 452137 |
| #\* | First Solar, Inc. | 21224 | 5665535 |
| \* | Five9, Inc. | 25472 | 618460 |
| \* | Flex Ltd. | 74571 | 4662179 |
| \* | Fortinet, Inc. | 30858 | 2667057 |
| \* | Franklin Wireless <br> Corp.<br>| 6922 | 35233 |
| \* | Frequency Electronics, <br> Inc.<br>| 5834 | 214224 |
| \* | Gartner, Inc. | 9491 | 2356995 |
|  | Gen Digital, Inc. | 78040 | 2057134 |
| \* | Genasys, Inc. | 1974 | 4619 |
| \* | GLOBALFOUNDRIES, <br> Inc.<br>| 527 | 18761 |
| \* | Globant SA | 1182 | 72788 |
| \* | GoDaddy, Inc., <br> Class A<br>| 17571 | 2339227 |
| \* | Grid Dynamics <br> Holdings, Inc.<br>| 24160 | 225654 |
|  | Hackett Group, Inc. | 15814 | 286392 |
| \* | Harmonic, Inc. | 18271 | 195500 |
|  | Hewlett Packard <br> Enterprise Co.<br>| 284630 | 6950665 |
| \* | I3 Verticals, Inc., <br> Class A<br>| 7584 | 233208 |
| \* | Ichor Holdings Ltd. | 19091 | 432984 |
| \* | Identiv, Inc. | 1852 | 7408 |
|  | Information Services <br> Group, Inc.<br>| 7246 | 39925 |
| \* | Insight Enterprises, <br> Inc.<br>| 12166 | 1216600 |
| \* | Intel Corp. | 142832 | 5711852 |
| # | InterDigital, Inc. | 15946 | 5771814 |
|  | International Business <br> Machines Corp.<br>| 75433 | 23188859 |
| \* | inTEST Corp. | 11005 | 93322 |
| \* | IPG Photonics Corp. | 16293 | 1386860 |
| \* | Itron, Inc. | 13838 | 1388367 |
|  | Jabil, Inc. | 23216 | 5128182 |
| \* | Jamf Holding Corp. | 20151 | 258940 |
| \* | Key Tronic Corp. | 10062 | 35821 |
| \* | Keysight Technologies, <br> Inc.<br>| 15884 | 2906137 |
| \* | Kimball Electronics, <br> Inc.<br>| 17579 | 511109 |

---

------

**U.S. Vector Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| INFORMATION TECHNOLOGY — (Continued) | INFORMATION TECHNOLOGY — (Continued) | INFORMATION TECHNOLOGY — (Continued) | INFORMATION TECHNOLOGY — (Continued) |
|  | KLA Corp. | 10803 | $13058018 |
| \* | Knowles Corp. | 59564 | 1406306 |
|  | Kulicke & Soffa <br> Industries, Inc.<br>| 15948 | 636804 |
| \* | KVH Industries, Inc. | 9686 | 57825 |
| \* | Kyndryl Holdings, Inc. | 83879 | 2425781 |
|  | Lam Research Corp. | 64767 | 10198212 |
| \* | Lantronix, Inc. | 8601 | 42403 |
| \* | LGL Group, Inc. | 2275 | 13764 |
|  | Littelfuse, Inc. | 4575 | 1113143 |
| \* | LiveRamp Holdings, <br> Inc.<br>| 38401 | 1049883 |
| \* | Magnachip <br> Semiconductor <br> Corp.<br>| 4530 | 14043 |
| \* | Manhattan Associates, <br> Inc.<br>| 4325 | 787453 |
| \* | MaxLinear, Inc. | 26778 | 405687 |
|  | Methode Electronics, <br> Inc.<br>| 17071 | 114888 |
|  | Micron Technology, <br> Inc.<br>| 47387 | 10603789 |
|  | Microsoft Corp. | 434147 | 224805658 |
| \* | Mirion Technologies, <br> Inc.<br>| 6773 | 198923 |
| \* | Mitek Systems, Inc. | 25235 | 232414 |
|  | MKS, Inc. | 9726 | 1397723 |
|  | Motorola Solutions, <br> Inc.<br>| 13046 | 5305939 |
| \* | M-Tron Industries, Inc. | 92 | 5071 |
| \* | Myseum, Inc. | 222 | 595 |
| \* | N-able, Inc. | 620 | 4855 |
|  | Napco Security <br> Technologies, Inc.<br>| 382 | 16865 |
| \* | nCino, Inc. | 33787 | 901437 |
| \* | NCR Voyix Corp. | 48601 | 554537 |
|  | NetApp, Inc. | 39465 | 4648188 |
| \* | NETGEAR, Inc. | 23274 | 808073 |
| \* | NetScout Systems, <br> Inc.<br>| 34985 | 972583 |
| \* | NetSol Technologies, <br> Inc.<br>| 2729 | 11980 |
| \* | nLight, Inc. | 1048 | 34594 |
| \* | Nortech Systems, Inc. | 1040 | 9859 |
| \* | Nutanix, Inc., Class A | 2459 | 175179 |
|  | NVE Corp. | 2511 | 173385 |
|  | NVIDIA Corp. | 1467246 | 297102643 |
|  | NXP Semiconductors <br> NV<br>| 42199 | 8824655 |
| \* | Okta, Inc. | 2301 | 210611 |
| \* | ON Semiconductor <br> Corp.<br>| 77943 | 3903385 |
| \* | ON24, Inc. | 1900 | 10488 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| INFORMATION TECHNOLOGY — (Continued) | INFORMATION TECHNOLOGY — (Continued) | INFORMATION TECHNOLOGY — (Continued) | INFORMATION TECHNOLOGY — (Continued) |
| \* | One Stop Systems, <br> Inc.<br>| 1013 | $5065 |
|  | OneSpan, Inc. | 6338 | 72253 |
| \* | Optical Cable Corp. | 6626 | 52147 |
|  | Oracle Corp. | 102255 | 26853186 |
| \* | OSI Systems, Inc. | 10679 | 2973674 |
| \* | PAR Technology Corp. | 25419 | 898307 |
|  | PC Connection, Inc. | 18438 | 1124165 |
| \* | PDF Solutions, Inc. | 980 | 28547 |
|  | Pegasystems, Inc. | 2510 | 159762 |
| #\* | Penguin Solutions, <br> Inc.<br>| 31666 | 705202 |
| \* | Photronics, Inc. | 43303 | 1034942 |
| \* | Plexus Corp. | 12195 | 1706080 |
|  | Power Integrations, <br> Inc.<br>| 321 | 13447 |
| #\* | Powerfleet, Inc. NJ | 40162 | 204826 |
| \* | Progress Software <br> Corp.<br>| 20240 | 863034 |
| \* | PTC, Inc. | 2655 | 527124 |
| \* | Qorvo, Inc. | 15996 | 1518340 |
|  | QUALCOMM, Inc. | 74391 | 13457332 |
| \* | Qualys, Inc. | 9993 | 1231737 |
|  | Ralliant Corp. | 10410 | 457207 |
| \* | Rambus, Inc. | 9396 | 966285 |
|  | Red Violet, Inc. | 491 | 26332 |
| \* | RF Industries Ltd. | 7730 | 60449 |
| \* | Ribbon <br> Communications, <br> Inc.<br>| 49873 | 167573 |
|  | Richardson Electronics <br> Ltd.<br>| 10614 | 114419 |
| #\* | Riot Platforms, Inc. | 43869 | 867729 |
| \* | Rogers Corp. | 10818 | 947008 |
|  | Salesforce, Inc. | 19183 | 4995445 |
| \* | Sandisk Corp. | 13293 | 2649694 |
| \* | Sanmina Corp. | 26343 | 3610308 |
| \* | ScanSource, Inc. | 19268 | 826694 |
|  | Seagate Technology <br> Holdings PLC<br>| 396 | 101328 |
| \* | SentinelOne, Inc., <br> Class A<br>| 4343 | 77523 |
| \* | Silicon Laboratories, <br> Inc.<br>| 177 | 23201 |
|  | Skyworks Solutions, <br> Inc.<br>| 28392 | 2206626 |
| \* | SoundThinking, Inc. | 7473 | 69873 |
| \* | Super Micro Computer, <br> Inc.<br>| 56376 | 2929297 |
| \* | Synaptics, Inc. | 18436 | 1307850 |
|  | Taitron Components, <br> Inc., Class A<br>| 855 | 2035 |
| \* | Tao Synergies, Inc. | 1132 | 9916 |
|  | TD SYNNEX Corp. | 16335 | 2556264 |
|  | TE Connectivity PLC | 21510 | 5313185 |

---

------

**U.S. Vector Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| INFORMATION TECHNOLOGY — (Continued) | INFORMATION TECHNOLOGY — (Continued) | INFORMATION TECHNOLOGY — (Continued) | INFORMATION TECHNOLOGY — (Continued) |
| \* | Teledyne Technologies, <br> Inc.<br>| 5049 | $2659914 |
| \* | Telos Corp. | 5593 | 38368 |
| \* | Teradata Corp. | 37761 | 787317 |
|  | Teradyne, Inc. | 30630 | 5567309 |
|  | Texas Instruments, <br> Inc.<br>| 31024 | 5009135 |
| \* | TransAct Technologies, <br> Inc.<br>| 8099 | 38146 |
| \* | Trimble, Inc. | 3483 | 277769 |
| \* | Trio-Tech International | 658 | 4856 |
| \* | TTM Technologies, <br> Inc.<br>| 82128 | 5519002 |
| \* | Turtle Beach Corp. | 602 | 10174 |
| \* | Twilio, Inc., Class A | 37454 | 5051796 |
| \* | Ultra Clean Holdings, <br> Inc.<br>| 26365 | 722665 |
|  | Universal Display <br> Corp.<br>| 420 | 61858 |
| \* | Veeco Instruments, <br> Inc.<br>| 34040 | 978650 |
| \* | Verint Systems, Inc. | 7718 | 156521 |
|  | VeriSign, Inc. | 400 | 95920 |
| \* | Viasat, Inc. | 39763 | 1583363 |
| \* | Viavi Solutions, Inc. | 4792 | 84818 |
|  | Vishay Intertechnology, <br> Inc.<br>| 72093 | 1224139 |
| \* | Vishay Precision <br> Group, Inc.<br>| 7144 | 267614 |
|  | Vontier Corp. | 59654 | 2296679 |
|  | Western Digital Corp. | 43594 | 6548255 |
| \* | WidePoint Corp. | 1177 | 7827 |
| # | Xerox Holdings Corp. | 125567 | 416882 |
| \* | Xperi, Inc. | 14409 | 96828 |
| \* | Zebra Technologies <br> Corp., Class A<br>| 8683 | 2337898 |
| \* | Zoom <br> Communications, <br> Inc.<br>| 36812 | 3211111 |
| TOTAL INFORMATION <br> TECHNOLOGY | TOTAL INFORMATION <br> TECHNOLOGY |  | 1167818875 |
| MATERIALS — (4.1%) | MATERIALS — (4.1%) | MATERIALS — (4.1%) | MATERIALS — (4.1%) |
|  | AdvanSix, Inc. | 16414 | 305136 |
|  | Air Products & <br> Chemicals, Inc.<br>| 14134 | 3428767 |
|  | Albemarle Corp. | 20682 | 2031593 |
|  | Alcoa Corp. | 65685 | 2416551 |
| \* | Alpha Metallurgical <br> Resources, Inc.<br>| 8636 | 1496273 |
|  | Amcor PLC | 587245 | 4639235 |
| \* | American Vanguard <br> Corp.<br>| 19416 | 86790 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| MATERIALS — (Continued) | MATERIALS — (Continued) | MATERIALS — (Continued) | MATERIALS — (Continued) |
| \* | Ampco-Pittsburgh <br> Corp.<br>| 3898 | $8186 |
|  | AptarGroup, Inc. | 14320 | 1661263 |
| \* | Arq, Inc. | 3973 | 26381 |
| \* | Ascent Industries Co. | 9589 | 116602 |
|  | Ashland, Inc. | 24097 | 1178343 |
| \* | Aspen Aerogels, Inc. | 19336 | 157395 |
|  | Avery Dennison Corp. | 14302 | 2501277 |
|  | Avient Corp. | 50231 | 1610908 |
| \* | Axalta Coating <br> Systems Ltd.<br>| 85860 | 2444434 |
|  | Balchem Corp. | 89 | 13652 |
|  | Ball Corp. | 50241 | 2361327 |
|  | Cabot Corp. | 28328 | 1911573 |
|  | Caledonia Mining <br> Corp. PLC<br>| 1210 | 34025 |
|  | Celanese Corp. | 17857 | 686423 |
| \* | Century Aluminum Co. | 33056 | 979119 |
|  | CF Industries Holdings, <br> Inc.<br>| 48590 | 4047061 |
|  | Chemours Co. | 43681 | 584889 |
| \* | Clearwater Paper <br> Corp.<br>| 12278 | 216707 |
| \* | Cleveland-Cliffs, Inc. | 114992 | 1429351 |
| \* | Coeur Mining, Inc. | 4491 | 77110 |
|  | Commercial Metals <br> Co.<br>| 43991 | 2611306 |
| \* | Core Molding <br> Technologies, Inc.<br>| 8981 | 160850 |
|  | Corteva, Inc. | 75155 | 4617523 |
|  | CRH PLC (CRHCF <br> US)<br>| 40463 | 4819143 |
|  | Crown Holdings, Inc. | 21143 | 2054677 |
| \* | Dakota Gold Corp. | 4688 | 19127 |
|  | Dow, Inc. | 114781 | 2737527 |
|  | DuPont de Nemours, <br> Inc.<br>| 38207 | 3119602 |
|  | Eagle Materials, Inc. | 13262 | 2815788 |
|  | Eastman Chemical <br> Co.<br>| 50541 | 3008200 |
|  | Ecolab, Inc. | 9334 | 2393238 |
| \* | Ecovyst, Inc. | 53511 | 438255 |
|  | Element Solutions, <br> Inc.<br>| 67200 | 1795584 |
| \* | Flotek Industries, Inc. | 7442 | 128821 |
|  | FMC Corp. | 14998 | 227520 |
|  | Fortitude Gold Corp. | 17074 | 73247 |
|  | Freeport-McMoRan, <br> Inc.<br>| 195140 | 8137338 |
|  | Friedman Industries, <br> Inc.<br>| 9833 | 208853 |
|  | Graphic Packaging <br> Holding Co.<br>| 117046 | 1871566 |

---

------

**U.S. Vector Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| MATERIALS — (Continued) | MATERIALS — (Continued) | MATERIALS — (Continued) | MATERIALS — (Continued) |
|  | Greif, Inc. (GEF US), <br> Class A<br>| 22936 | $1304829 |
|  | Greif, Inc. (GEF/B US), <br> Class B<br>| 8178 | 482093 |
|  | Hawkins, Inc. | 9252 | 1312396 |
|  | HB Fuller Co. | 36920 | 2118100 |
|  | Hecla Mining Co. | 11988 | 154286 |
|  | Huntsman Corp. | 104035 | 861410 |
| \* | Ingevity Corp. | 15733 | 845177 |
|  | Innospec, Inc. | 17005 | 1251228 |
|  | International Flavors & <br> Fragrances, Inc.<br>| 27263 | 1716751 |
| # | International Paper <br> Co.<br>| 275500 | 10645320 |
| \* | Intrepid Potash, Inc. | 8190 | 218100 |
|  | Kaiser Aluminum <br> Corp.<br>| 11837 | 1071604 |
| \* | Knife River Corp. | 22604 | 1366638 |
|  | Koppers Holdings, Inc. | 13632 | 384695 |
|  | Kronos Worldwide, <br> Inc.<br>| 40305 | 198301 |
|  | Linde PLC | 28454 | 11902308 |
|  | Louisiana-Pacific <br> Corp.<br>| 28596 | 2490998 |
| \* | LSB Industries, Inc. | 8343 | 70331 |
|  | LyondellBasell <br> Industries NV, <br> Class A<br>| 56733 | 2633546 |
|  | Martin Marietta <br> Materials, Inc.<br>| 5541 | 3397187 |
|  | Materion Corp. | 13949 | 1598974 |
|  | Mativ Holdings, Inc. | 36512 | 389948 |
|  | Mercer International, <br> Inc.<br>| 42634 | 89531 |
| \* | Metallus, Inc. | 24539 | 431641 |
|  | Minerals Technologies, <br> Inc.<br>| 17722 | 1005723 |
|  | Mosaic Co. | 56128 | 1540714 |
|  | Myers Industries, Inc. | 26133 | 452885 |
|  | NewMarket Corp. | 3889 | 2986363 |
|  | Newmont Corp. | 204681 | 16573021 |
|  | Nexa Resources SA | 6124 | 35580 |
|  | Northern Technologies <br> International Corp.<br>| 7510 | 55799 |
|  | Nucor Corp. | 37429 | 5616221 |
| \* | O-I Glass, Inc. | 62845 | 709520 |
|  | Olin Corp. | 76464 | 1582805 |
|  | Olympic Steel, Inc. | 8241 | 304917 |
|  | Orion SA | 30485 | 161570 |
|  | Packaging Corp. of <br> America<br>| 17420 | 3410139 |
| \* | Perimeter Solutions, <br> Inc.<br>| 69028 | 1622848 |
|  | PPG Industries, Inc. | 36952 | 3612058 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| MATERIALS — (Continued) | MATERIALS — (Continued) | MATERIALS — (Continued) | MATERIALS — (Continued) |
|  | Quaker Chemical <br> Corp.<br>| 4811 | $668200 |
| \* | Ranpak Holdings <br> Corp.<br>| 24217 | 128350 |
| \* | Rayonier Advanced <br> Materials, Inc.<br>| 49324 | 342802 |
|  | Reliance, Inc. | 11374 | 3212359 |
| †† | Resolute Forest <br> Products, Inc.<br>| 66341 | 17667 |
|  | Royal Gold, Inc. | 4062 | 709997 |
|  | RPM International, <br> Inc.<br>| 15482 | 1691873 |
|  | Ryerson Holding Corp. | 18801 | 414750 |
|  | Sealed Air Corp. | 49477 | 1657974 |
|  | Sensient Technologies <br> Corp.<br>| 19279 | 1817817 |
|  | Sherwin-Williams Co. | 11785 | 4065118 |
|  | Silgan Holdings, Inc. | 37024 | 1429867 |
| \* | Smith-Midland Corp. | 225 | 8204 |
|  | Smurfit WestRock <br> PLC<br>| 51659 | 1907250 |
| \* | Solstice Advanced <br> Materials, Inc.<br>| 9278 | 418159 |
|  | Sonoco Products Co. | 49403 | 2004280 |
| # | Southern Copper <br> Corp.<br>| 8013 | 1112204 |
|  | Steel Dynamics, Inc. | 32107 | 5034378 |
|  | Stepan Co. | 12183 | 528133 |
|  | SunCoke Energy, Inc. | 60553 | 485030 |
|  | Sylvamo Corp. | 22362 | 907897 |
| \* | Tredegar Corp. | 3100 | 21421 |
|  | TriMas Corp. | 28073 | 997434 |
|  | Tronox Holdings PLC | 93212 | 326242 |
| \* | U.S. Gold Corp. | 320 | 4902 |
|  | U.S. Lime & Minerals, <br> Inc.<br>| 16311 | 1911975 |
|  | Vulcan Materials Co. | 12143 | 3515398 |
|  | Warrior Met Coal, Inc. | 35807 | 2429147 |
|  | Westlake Corp. | 16252 | 1118300 |
|  | Worthington Steel, Inc. | 36170 | 1157078 |
| TOTAL MATERIALS | TOTAL MATERIALS |  | 204338297 |
| REAL ESTATE — (0.4%) | REAL ESTATE — (0.4%) | REAL ESTATE — (0.4%) | REAL ESTATE — (0.4%) |
| \* | Alset, Inc. | 4039 | 11915 |
| \* | AMREP Corp. | 1288 | 27666 |
| \* | Anywhere Real Estate, <br> Inc.<br>| 52791 | 530550 |
| \* | CBRE Group, Inc., <br> Class A<br>| 27401 | 4176734 |
| \* | CKX Lands, Inc. | 465 | 5057 |
| \* | Comstock Holding <br> Cos., Inc.<br>| 1210 | 16166 |
| \* | Cushman & Wakefield <br> PLC<br>| 107290 | 1684453 |

---

------

**U.S. Vector Equity Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| REAL ESTATE — (Continued) | REAL ESTATE — (Continued) | REAL ESTATE — (Continued) | REAL ESTATE — (Continued) |
| \* | Douglas Elliman, Inc. | 5157 | $12738 |
| \* | Five Point <br> Holdings LLC, <br> Class A<br>| 37942 | 221961 |
| \* | Forestar Group, Inc. | 18009 | 468414 |
| \* | FRP Holdings, Inc. | 15968 | 378442 |
| \* | Howard Hughes <br> Holdings, Inc.<br>| 34396 | 2726915 |
| \* | Jones Lang LaSalle, <br> Inc.<br>| 12794 | 3903321 |
| \*» | JW Mays, Inc. | 300 | 11808 |
|  | Kennedy-Wilson <br> Holdings, Inc.<br>| 40449 | 305794 |
|  | Marcus & Millichap, <br> Inc.<br>| 28546 | 833829 |
|  | Newmark Group, Inc., <br> Class A<br>| 69788 | 1244320 |
| \* | Seaport Entertainment <br> Group, Inc.<br>| 8144 | 196026 |
|  | St. Joe Co. | 660 | 37475 |
| \* | Stratus Properties, <br> Inc.<br>| 5422 | 101879 |
| \* | Tejon Ranch Co. | 15607 | 246903 |
| \* | Zillow Group, Inc. (Z <br> US), Class C<br>| 2877 | 215717 |
| TOTAL REAL ESTATE | TOTAL REAL ESTATE |  | 17358083 |
| UTILITIES — (0.6%) | UTILITIES — (0.6%) | UTILITIES — (0.6%) | UTILITIES — (0.6%) |
|  | ALLETE, Inc. | 9015 | 606980 |
|  | Genie Energy Ltd., <br> Class B<br>| 9207 | 138565 |
| \* | Hallador Energy Co. | 26044 | 563332 |
|  | MDU Resources <br> Group, Inc.<br>| 115868 | 2222348 |
|  | New Jersey Resources <br> Corp.<br>| 50395 | 2232499 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| UTILITIES — (Continued) | UTILITIES — (Continued) | UTILITIES — (Continued) | UTILITIES — (Continued) |
|  | NRG Energy, Inc. | 38056 | $6540304 |
|  | Ormat Technologies, <br> Inc.<br>| 23616 | 2512034 |
|  | TXNM Energy, Inc. | 10880 | 617984 |
|  | Vistra Corp. | 66051 | 12437403 |
| TOTAL UTILITIES | TOTAL UTILITIES |  | 27871449 |
| TOTAL COMMON <br> STOCKS | TOTAL COMMON <br> STOCKS |  | 4891724603 |
| 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%) |
| \* | GameStop Corp. <br> Warrants <br> 10/30/2026<br>| 2163 | 6489 |
| TOTAL <br> RIGHTS/WARRANTS | TOTAL <br> RIGHTS/WARRANTS |  | 6489 |
| TOTAL INVESTMENT <br> SECURITIES <br>(Cost $3,053,608,012) | TOTAL INVESTMENT <br> SECURITIES <br>(Cost $3,053,608,012) |  | 4891731092 |

---

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

---

| | | | |
|:---|:---|:---|:---|
| TEMPORARY CASH INVESTMENTS — (0.9%) | TEMPORARY CASH INVESTMENTS — (0.9%) | TEMPORARY CASH INVESTMENTS — (0.9%) | TEMPORARY CASH INVESTMENTS — (0.9%) |
| Ɏ | State Street <br> Institutional <br> U.S. Government <br> Money Market Fund <br> 4.010%<br>| 45036181 | 45036181 |
| SECURITIES LENDING COLLATERAL — (1.7%) | SECURITIES LENDING COLLATERAL — (1.7%) | SECURITIES LENDING COLLATERAL — (1.7%) | SECURITIES LENDING COLLATERAL — (1.7%) |
| @§ | The DFA Short Term <br> Investment Fund <br>| 7536308 | 87172474 |
| TOTAL INVESTMENTS — (100.0%) | TOTAL INVESTMENTS — (100.0%) | TOTAL INVESTMENTS — (100.0%) |  |
| (Cost $3,185,816,667) | (Cost $3,185,816,667) |  | $5023939747 |

---

As of October 31, 2025, U.S. Vector Equity Portfolio had entered into the following outstanding futures contracts:

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Description** | **Number of**<br> **Contracts**<br>| **Expiration**<br> **Date**<br>| **Notional**<br> **Value**<br>| **Market**<br> **Value**<br>| **Unrealized**<br> **Appreciation**<br> **(Depreciation)**<br>|
| **Long Position Contracts:** |  |  |  |  |  |
| S&P 500<sup>®</sup> Emini Index | &nbsp;&nbsp; 115 | 12/19/25 | &nbsp;&nbsp; $38803324 | &nbsp;&nbsp; $39525500 | &nbsp;&nbsp; $722176 |
| **Total Futures Contracts** |  |  | &nbsp;&nbsp; **$38803324** | &nbsp;&nbsp; **$39525500** | &nbsp;&nbsp; **$722176** |

---

------

**U.S. Vector Equity Portfolio**

**CONTINUED**

Summary of the Portfolio's investments as of October 31, 2025, 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 |  |  |  |  |
| Communication Services | &nbsp;&nbsp; $400188954 | &nbsp;&nbsp; — | &nbsp;&nbsp; — | &nbsp;&nbsp; $400188954 |
| Consumer Discretionary | &nbsp;&nbsp; 519284157 | &nbsp;&nbsp; $35678 | &nbsp;&nbsp; — | &nbsp;&nbsp; 519319835 |
| Consumer Staples | &nbsp;&nbsp; 255482047 | &nbsp;&nbsp; 137485 | &nbsp;&nbsp; — | &nbsp;&nbsp; 255619532 |
| Energy | &nbsp;&nbsp; 287565644 | &nbsp;&nbsp; — | &nbsp;&nbsp; — | &nbsp;&nbsp; 287565644 |
| Financials | &nbsp;&nbsp; 905759045 | &nbsp;&nbsp; 28572 | &nbsp;&nbsp; — | &nbsp;&nbsp; 905787617 |
| Health Care | &nbsp;&nbsp; 406193176 | &nbsp;&nbsp; — | &nbsp;&nbsp; $263751 | &nbsp;&nbsp; 406456927 |
| Industrials | &nbsp;&nbsp; 698955969 | &nbsp;&nbsp; 443123 | &nbsp;&nbsp; 298 | &nbsp;&nbsp; 699399390 |
| Information Technology | &nbsp;&nbsp; 1167818875 | &nbsp;&nbsp; — | &nbsp;&nbsp; — | &nbsp;&nbsp; 1167818875 |
| Materials | &nbsp;&nbsp; 204320630 | &nbsp;&nbsp; — | &nbsp;&nbsp; 17667 | &nbsp;&nbsp; 204338297 |
| Real Estate | &nbsp;&nbsp; 17346275 | &nbsp;&nbsp; 11808 | &nbsp;&nbsp; — | &nbsp;&nbsp; 17358083 |
| Utilities | &nbsp;&nbsp; 27871449 | &nbsp;&nbsp; — | &nbsp;&nbsp; — | &nbsp;&nbsp; 27871449 |
| Rights/Warrants |  |  |  |  |
| Consumer Discretionary | &nbsp;&nbsp; — | &nbsp;&nbsp; 6489 | &nbsp;&nbsp; — | &nbsp;&nbsp; 6489 |
| Temporary Cash Investments | &nbsp;&nbsp; 45036181 | &nbsp;&nbsp; — | &nbsp;&nbsp; — | &nbsp;&nbsp; 45036181 |
| Securities Lending Collateral | &nbsp;&nbsp; — | &nbsp;&nbsp; 87172474 | &nbsp;&nbsp; — | &nbsp;&nbsp; 87172474 |
| Total Investments in Securities | &nbsp;&nbsp; $4935822402 | &nbsp;&nbsp; $87835629 | &nbsp;&nbsp; $281,716˂˃ | &nbsp;&nbsp; $5023939747 |
| **Financial Instruments** | **Financial Instruments** |  |  |  |
| **Assets** |  |  |  |  |
| Futures Contracts\*\* | &nbsp;&nbsp; 722176 | &nbsp;&nbsp; — | &nbsp;&nbsp; — | &nbsp;&nbsp; 722176 |
| Total Financial Instruments | &nbsp;&nbsp; $722176 | &nbsp;&nbsp; — | &nbsp;&nbsp; — | &nbsp;&nbsp; $722176 |
| \*\* Valued at the unrealized appreciation/(depreciation) on the investment. | \*\* Valued at the unrealized appreciation/(depreciation) on the investment. | \*\* Valued at the unrealized appreciation/(depreciation) on the investment. | \*\* Valued at the unrealized appreciation/(depreciation) on the investment. | \*\* Valued at the unrealized appreciation/(depreciation) on the investment. |

---

&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>|

---

See accompanying Notes to Financial Statements.

------

**U.S. Small Cap Portfolio**

**SCHEDULE OF INVESTMENTS**

**October 31, 2025**

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

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| COMMON STOCKS — (90.9%) | COMMON STOCKS — (90.9%) | COMMON STOCKS — (90.9%) | COMMON STOCKS — (90.9%) |
| COMMUNICATION SERVICES — (2.4%) | COMMUNICATION SERVICES — (2.4%) | COMMUNICATION SERVICES — (2.4%) | COMMUNICATION SERVICES — (2.4%) |
| \* | Advantage Solutions, <br> Inc.<br>| 120072 | $153692 |
| #\* | Altice USA, Inc., <br> Class A<br>| 822350 | 1833841 |
| #\* | AMC Networks, Inc., <br> Class A<br>| 128168 | 971513 |
| \* | Angi, Inc. | 113576 | 1507154 |
| #\* | Anterix, Inc. | 71508 | 1445892 |
|  | Array Digital <br> Infrastructure, Inc.<br>| 95004 | 4666596 |
| #\* | Atlanta Braves <br> Holdings, Inc. <br> (2291915D US), <br> Class A<br>| 54554 | 2353460 |
| \* | Atlanta Braves <br> Holdings, Inc. <br> (2292098D US), <br> Class C<br>| 145550 | 5926796 |
|  | ATN International, <br> Inc.<br>| 65661 | 954054 |
| \* | Bandwidth, Inc., <br> Class A<br>| 117337 | 1894993 |
| \* | Boston Omaha Corp., <br> Class A<br>| 129367 | 1645548 |
| \* | Bumble, Inc., Class A | 415265 | 2304721 |
| \* | BuzzFeed, Inc. | 48757 | 79474 |
| # | Cable One, Inc. | 10417 | 1547445 |
| #\* | Cardlytics, Inc. | 30296 | 58774 |
| \* | Cargurus, Inc. | 382981 | 13450293 |
| \* | Cars.com, Inc. | 280595 | 3013590 |
| # | Cinemark Holdings, <br> Inc.<br>| 553663 | 14954438 |
| \* | Cineverse Corp. | 30815 | 93986 |
| \* | Creative Realities, <br> Inc.<br>| 3139 | 9197 |
|  | CuriosityStream, Inc. | 42657 | 185131 |
| \* | DHI Group, Inc. | 166145 | 322321 |
| \* | DoubleVerify Holdings, <br> Inc.<br>| 630782 | 7178299 |
| #\* | EchoStar Corp., <br> Class A<br>| 12148 | 909521 |
|  | Entravision <br> Communications <br> Corp., Class A<br>| 184283 | 381466 |
| \* | Eventbrite, Inc., <br> Class A<br>| 63321 | 146272 |
| \* | EverQuote, Inc., <br> Class A<br>| 103614 | 2231846 |
| \* | EW Scripps Co., <br> Class A<br>| 149736 | 363858 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| COMMUNICATION SERVICES — (Continued) | COMMUNICATION SERVICES — (Continued) | COMMUNICATION SERVICES — (Continued) | COMMUNICATION SERVICES — (Continued) |
| \* | Frontier <br> Communications <br> Parent, Inc.<br>| 487624 | $18412682 |
| #\* | fuboTV, Inc. | 1347936 | 5095198 |
| \* | Gaia, Inc. | 11477 | 57270 |
| #\* | Gambling.com Group <br> Ltd.<br>| 143115 | 1020410 |
| \* | Gannett Co., Inc. | 562609 | 2981828 |
| \* | GCI Liberty, Inc. <br> (GLBKV US), <br> Class C<br>| 30717 | 1125010 |
| \* | GCI Liberty, Inc. <br> (GLIBA US), <br> Class A<br>| 9236 | 337761 |
| #\* | Globalstar, Inc. | 17432 | 948475 |
| #\* | Gogo, Inc. | 344072 | 3131055 |
|  | Gray Media, Inc. | 322309 | 1472952 |
|  | Gray Media, Inc., <br> Class A<br>| 3603 | 33400 |
| \* | Grindr, Inc. | 86576 | 1199943 |
| \* | Harte Hanks, Inc. | 6069 | 18875 |
|  | IDT Corp., Class B | 165635 | 8391069 |
| \* | iHeartMedia, Inc., <br> Class A<br>| 18943 | 56261 |
| #\* | IMAX Corp. | 237915 | 7729858 |
| \* | Integral Ad Science <br> Holding Corp.<br>| 394496 | 4027804 |
| \* | Intelligent Protection <br> Management Corp.<br>| 3698 | 7285 |
| # | Iridium <br> Communications, <br> Inc.<br>| 443340 | 8489961 |
| \* | IZEA Worldwide, Inc. | 3078 | 15852 |
|  | John Wiley & Sons, <br> Inc. (WLY US), <br> Class A<br>| 201501 | 7429342 |
| \* | Liberty Broadband <br> Corp. (LBRDA US), <br> Class A<br>| 32157 | 1720078 |
| \* | Liberty Broadband <br> Corp. (LBRDK US), <br> Class C<br>| 230158 | 12387104 |
| \* | Liberty Global Ltd. <br> (LBTYA US), <br> Class A<br>| 579261 | 6371871 |
| \* | Liberty Global Ltd. <br> (LBTYK US), <br> Class C<br>| 523982 | 5842399 |
| \* | Liberty Latin America <br> Ltd. (LILA US), <br> Class A<br>| 122362 | 954424 |

---

------

**U.S. Small Cap Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| COMMUNICATION SERVICES — (Continued) | COMMUNICATION SERVICES — (Continued) | COMMUNICATION SERVICES — (Continued) | COMMUNICATION SERVICES — (Continued) |
| \* | Liberty Latin America <br> Ltd. (LILAK US), <br> Class C<br>| 711467 | $5627704 |
| \* | Lionsgate Studios <br> Corp.<br>| 163373 | 1050488 |
| \* | Lumen Technologies, <br> Inc.<br>| 3354004 | 34479161 |
| \* | Madison Square <br> Garden <br> Entertainment <br> Corp.<br>| 162869 | 7192295 |
| \* | Madison Square <br> Garden Sports <br> Corp.<br>| 56377 | 12086665 |
| \* | Magnite, Inc. | 591960 | 10584245 |
|  | Marcus Corp. | 105256 | 1515686 |
|  | Match Group, Inc. | 780769 | 25250069 |
| \* | MediaAlpha, Inc., <br> Class A<br>| 78089 | 995635 |
|  | National CineMedia, <br> Inc.<br>| 155624 | 687858 |
|  | New York Times Co., <br> Class A<br>| 558181 | 31810735 |
|  | Nexstar Media Group, <br> Inc.<br>| 122031 | 23885128 |
| \* | Nextdoor Holdings, <br> Inc.<br>| 370044 | 721586 |
| # | Paramount Skydance <br> Corp., Class B<br>| 152424 | 2345805 |
| \* | PSQ Holdings, Inc. | 6047 | 12396 |
| \* | PubMatic, Inc., <br> Class A<br>| 141779 | 1185272 |
| \* | QuinStreet, Inc. | 253838 | 3754264 |
| \*» | Reading International, <br> Inc. (RDIB US), <br> Class B<br>| 2710 | 32412 |
| \* | Reservoir Media, Inc. | 26722 | 203087 |
|  | Saga <br> Communications, <br> Inc., Class A<br>| 23770 | 291183 |
|  | Scholastic Corp. | 115804 | 3320101 |
|  | Shenandoah <br> Telecommunications <br> Co.<br>| 242470 | 2987230 |
|  | Shutterstock, Inc. | 146622 | 3669949 |
|  | Sinclair, Inc. | 198408 | 2710253 |
| #\* | Sphere Entertainment <br> Co.<br>| 125822 | 8616291 |
|  | Spok Holdings, Inc. | 91551 | 1308264 |
| \* | Stagwell, Inc. | 687465 | 3265459 |
| \* | Starz Entertainment <br> Corp.<br>| 10891 | 114464 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| COMMUNICATION SERVICES — (Continued) | COMMUNICATION SERVICES — (Continued) | COMMUNICATION SERVICES — (Continued) | COMMUNICATION SERVICES — (Continued) |
|  | Sunrise <br> Communications <br> AG, ADR, Class A<br>| 149641 | $8140470 |
| \* | Teads Holding Co. | 6807 | 10074 |
| \* | TechTarget, Inc. | 193190 | 1060613 |
|  | TEGNA, Inc. | 770956 | 15164705 |
|  | Telephone & Data <br> Systems, Inc.<br>| 461679 | 17922379 |
| \* | Thryv Holdings, Inc. | 147612 | 1138089 |
|  | Townsquare Media, <br> Inc., Class A<br>| 4439 | 27877 |
| \* | Travelzoo | 43867 | 369360 |
| #\* | TripAdvisor, Inc. | 511658 | 8217227 |
| \* | TrueCar, Inc. | 388959 | 855710 |
| \* | Uniti Group, Inc. | 475259 | 2737492 |
| \* | Urban One, Inc. <br> (UONE US)<br>| 38196 | 48509 |
| \* | Urban One, Inc. <br> (UONEK US)<br>| 48078 | 29328 |
| \* | Vimeo, Inc. | 299064 | 2332699 |
| #\* | Vivid Seats, Inc., <br> Class A<br>| 16518 | 204988 |
| #\* | Webtoon <br> Entertainment, Inc.<br>| 3712 | 65071 |
| \* | WideOpenWest, Inc. | 5163 | 26486 |
| \* | Yelp, Inc. | 303242 | 10000921 |
|  | Zedge, Inc., Class B | 9282 | 23391 |
| \* | Ziff Davis, Inc. | 163657 | 5547972 |
| #\* | ZoomInfo <br> Technologies, Inc.<br>| 1123406 | 12604615 |
| TOTAL COMMUNICATION <br> SERVICES | TOTAL COMMUNICATION <br> SERVICES |  | 446073999 |
| CONSUMER DISCRETIONARY — (12.6%) | CONSUMER DISCRETIONARY — (12.6%) | CONSUMER DISCRETIONARY — (12.6%) | CONSUMER DISCRETIONARY — (12.6%) |
| #\* | 1-800-Flowers.com, <br> Inc., Class A<br>| 213431 | 768352 |
| \* | 1stdibs.com, Inc. | 13958 | 50249 |
| \* | Abercrombie & Fitch <br> Co., Class A<br>| 211875 | 15371531 |
| # | Academy Sports & <br> Outdoors, Inc.<br>| 332056 | 15902162 |
| \* | Accel Entertainment, <br> Inc.<br>| 121562 | 1238717 |
| # | Acushnet Holdings <br> Corp.<br>| 279755 | 21633454 |
| \* | Adient PLC | 332878 | 7719441 |
|  | ADT, Inc. | 2619798 | 23159014 |
| \* | Adtalem Global <br> Education, Inc.<br>| 259438 | 25430113 |
| # | Advance Auto Parts, <br> Inc.<br>| 184820 | 8710567 |
|  | A-Mark Precious <br> Metals, Inc.<br>| 103476 | 2750392 |

---

------

**U.S. Small Cap Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| CONSUMER DISCRETIONARY — (Continued) | CONSUMER DISCRETIONARY — (Continued) | CONSUMER DISCRETIONARY — (Continued) | CONSUMER DISCRETIONARY — (Continued) |
|  | AMCON Distributing <br> Co.<br>| 3090 | $354408 |
| \* | American Axle & <br> Manufacturing <br> Holdings, Inc.<br>| 655360 | 4063232 |
| # | American Eagle <br> Outfitters, Inc.<br>| 835317 | 13958147 |
| \* | American Outdoor <br> Brands, Inc.<br>| 82864 | 569276 |
| \* | American Public <br> Education, Inc.<br>| 70956 | 2376316 |
| \* | America's Car-Mart, <br> Inc.<br>| 37163 | 826505 |
|  | Aramark | 694633 | 26312698 |
| \* | Arhaus, Inc. | 184643 | 1850123 |
| \* | Ark Restaurants <br> Corp.<br>| 16816 | 122925 |
|  | Arko Corp. | 319363 | 1406794 |
| \* | Asbury Automotive <br> Group, Inc.<br>| 82861 | 19439191 |
|  | Autoliv, Inc. | 234126 | 27345917 |
| \* | AutoNation, Inc. | 167662 | 33510604 |
| \* | Bally's Corp. | 2399 | 43686 |
|  | Bassett Furniture <br> Industries, Inc.<br>| 106151 | 1565727 |
|  | Bath & Body Works, <br> Inc.<br>| 595540 | 14578819 |
| \* | Beazer Homes USA, <br> Inc.<br>| 71343 | 1598083 |
| #\* | Bed Bath & Beyond, <br> Inc.<br>| 7687 | 59267 |
| \* | Biglari Holdings, Inc. <br> (BH US), Class B<br>| 11213 | 4051369 |
| \* | Biglari Holdings, Inc. <br> (BH/A US), Class A<br>| 221 | 387466 |
| \* | Birkenstock Holding <br> PLC<br>| 309904 | 12368269 |
| \* | BJ's Restaurants, Inc. | 98352 | 3340034 |
|  | Bloomin' Brands, Inc. | 161463 | 1102792 |
| #\* | Boot Barn Holdings, <br> Inc.<br>| 136055 | 25802831 |
|  | BorgWarner, Inc. | 745764 | 32038021 |
| \* | Bright Horizons Family <br> Solutions, Inc.<br>| 212536 | 23215307 |
| # | Brightstar Lottery <br> PLC<br>| 328022 | 5464847 |
| \* | Brinker International, <br> Inc.<br>| 235900 | 25632894 |
|  | Brunswick Corp. | 272140 | 17991175 |
|  | Buckle, Inc. | 224930 | 12326164 |
| # | Build-A-Bear <br> Workshop, Inc.<br>| 58729 | 3184286 |
|  | Caleres, Inc. | 141705 | 1564423 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| CONSUMER DISCRETIONARY — (Continued) | CONSUMER DISCRETIONARY — (Continued) | CONSUMER DISCRETIONARY — (Continued) | CONSUMER DISCRETIONARY — (Continued) |
|  | Camping World <br> Holdings, Inc., <br> Class A<br>| 246101 | $3238689 |
| #\* | Capri Holdings Ltd. | 277864 | 5765678 |
| \* | CarMax, Inc. | 294363 | 12336753 |
|  | Carriage Services, <br> Inc.<br>| 70021 | 3129939 |
| # | Carter's, Inc. | 68314 | 2145060 |
|  | Cato Corp., Class A | 70613 | 271860 |
| #\* | Cava Group, Inc. | 268301 | 14415813 |
| \* | Cavco Industries, Inc. | 42219 | 22367626 |
|  | Century Communities, <br> Inc.<br>| 155825 | 9256005 |
| \* | Champion Homes, <br> Inc.<br>| 254742 | 17381047 |
| # | Cheesecake Factory, <br> Inc.<br>| 225175 | 11213715 |
| \* | Children's Place, Inc. | 8547 | 61282 |
| # | Choice Hotels <br> International, Inc.<br>| 157839 | 14672713 |
|  | Churchill Downs, Inc. | 7419 | 735965 |
| \* | Citi Trends, Inc. | 36984 | 1324767 |
|  | Clarus Corp. | 106770 | 356612 |
| # | Columbia Sportswear <br> Co.<br>| 225164 | 11174889 |
| \* | Contextlogic Holdings, <br> Inc.<br>| 5720 | 43072 |
| #\* | Cooper-Standard <br> Holdings, Inc.<br>| 78247 | 2364624 |
| \* | Coursera, Inc. | 538060 | 4530465 |
| # | Cracker Barrel Old <br> Country Store, Inc.<br>| 90007 | 3033236 |
|  | Cricut, Inc., Class A | 150709 | 800265 |
| #\* | Crocs, Inc. | 209265 | 17094858 |
|  | Crown Crafts, Inc. | 7793 | 22444 |
| \* | Culp, Inc. | 31633 | 127165 |
|  | Dana, Inc. | 597399 | 12127200 |
| #\* | Dave & Buster's <br> Entertainment, Inc.<br>| 161245 | 2368689 |
| \* | Deckers Outdoor <br> Corp.<br>| 37084 | 3022346 |
| #\* | Denny's Corp. | 105541 | 412665 |
| # | Designer Brands, Inc., <br> Class A<br>| 53514 | 197467 |
| \* | Destination XL Group, <br> Inc.<br>| 211265 | 211096 |
|  | Dick's Sporting <br> Goods, Inc.<br>| 30288 | 6707278 |
| # | Dillard's, Inc., Class A | 46633 | 27983531 |
| # | Dine Brands Global, <br> Inc.<br>| 29072 | 718660 |
| \* | Dorman Products, <br> Inc.<br>| 135687 | 18199697 |

---

------

**U.S. Small Cap Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| CONSUMER DISCRETIONARY — (Continued) | CONSUMER DISCRETIONARY — (Continued) | CONSUMER DISCRETIONARY — (Continued) | CONSUMER DISCRETIONARY — (Continued) |
| #\* | Dream Finders <br> Homes, Inc., <br> Class A<br>| 121864 | $2412907 |
| \* | Driven Brands <br> Holdings, Inc.<br>| 314974 | 4519877 |
| \* | Duluth Holdings, Inc., <br> Class B<br>| 112380 | 309045 |
| \* | Dutch Bros, Inc., <br> Class A<br>| 227426 | 12631240 |
| \* | El Pollo Loco <br> Holdings, Inc.<br>| 136303 | 1393017 |
| \* | Envela Corp. | 19113 | 173737 |
|  | Escalade, Inc. | 56160 | 646402 |
|  | Ethan Allen Interiors, <br> Inc.<br>| 113467 | 2742497 |
| \* | Etsy, Inc. | 336416 | 20857792 |
| \* | European Wax <br> Center, Inc., <br> Class A<br>| 61824 | 241114 |
| \* | Figs, Inc., Class A | 513388 | 3829874 |
| \* | First Watch <br> Restaurant Group, <br> Inc.<br>| 243041 | 4007746 |
| \* | Five Below, Inc. | 131388 | 20663391 |
|  | Flanigan's <br> Enterprises, Inc.<br>| 9481 | 300078 |
|  | Flexsteel Industries, <br> Inc.<br>| 26039 | 890273 |
| #\* | Floor & Decor <br> Holdings, Inc., <br> Class A<br>| 268650 | 16785252 |
| \* | Fox Factory Holding <br> Corp.<br>| 186118 | 4115069 |
| \* | Frontdoor, Inc. | 259862 | 17262633 |
| #\* | Full House Resorts, <br> Inc.<br>| 35230 | 86313 |
| \* | Funko, Inc., Class A | 165726 | 517065 |
|  | Gap, Inc. | 1382363 | 31586995 |
| # | Garrett Motion, Inc. | 796949 | 13500316 |
| \* | Genesco, Inc. | 48314 | 1401589 |
|  | Gentex Corp. | 667161 | 15644925 |
| \* | Gentherm, Inc. | 134801 | 4960677 |
| \* | G-III Apparel Group <br> Ltd.<br>| 197264 | 5296538 |
| #\* | Global Business <br> Travel Group I<br>| 161856 | 1272188 |
|  | Golden Entertainment, <br> Inc.<br>| 29776 | 601475 |
| \* | Goodyear Tire & <br> Rubber Co.<br>| 1179776 | 8128657 |
|  | Graham Holdings Co., <br> Class B<br>| 25437 | 25745551 |
| \* | Grand Canyon <br> Education, Inc.<br>| 128404 | 24178473 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| CONSUMER DISCRETIONARY — (Continued) | CONSUMER DISCRETIONARY — (Continued) | CONSUMER DISCRETIONARY — (Continued) | CONSUMER DISCRETIONARY — (Continued) |
| \* | Green Brick Partners, <br> Inc.<br>| 104558 | $6769085 |
|  | Group 1 Automotive, <br> Inc.<br>| 54518 | 21673086 |
| #\* | Groupon, Inc. | 93520 | 1882558 |
|  | Guess?, Inc. | 216642 | 3678581 |
|  | H&R Block, Inc. | 595381 | 29614251 |
|  | Hamilton Beach <br> Brands Holding Co., <br> Class A<br>| 44464 | 625608 |
| \* | Hanesbrands, Inc. | 1401896 | 9266533 |
| # | Harley-Davidson, Inc. | 504520 | 13611950 |
|  | Hasbro, Inc. | 455044 | 34724408 |
|  | Haverty Furniture <br> Cos., Inc. (HVT <br> US)<br>| 66937 | 1459896 |
|  | Haverty Furniture <br> Cos., Inc. (HVT/A <br> US), Class A<br>| 3785 | 84746 |
| \* | Helen of Troy Ltd. | 90182 | 1680091 |
| #\* | Hilton Grand <br> Vacations, Inc.<br>| 348730 | 14454858 |
| \* | Holley, Inc. | 203010 | 582639 |
|  | Hooker Furnishings <br> Corp.<br>| 48234 | 437965 |
| \* | Hovnanian <br> Enterprises, Inc., <br> Class A<br>| 20330 | 2444276 |
| \* | Inspired <br> Entertainment, Inc.<br>| 58719 | 443328 |
| # | Installed Building <br> Products, Inc.<br>| 122810 | 30485126 |
|  | J Jill, Inc. | 58937 | 888181 |
| # | Jack in the Box, Inc. | 23915 | 383597 |
|  | JAKKS Pacific, Inc. | 44574 | 757758 |
|  | Jerash Holdings U.S., <br> Inc.<br>| 8187 | 27754 |
| # | Johnson Outdoors, <br> Inc., Class A<br>| 32994 | 1343846 |
|  | KB Home | 321169 | 20047369 |
| # | Kohl's Corp. | 255081 | 4150168 |
|  | Kontoor Brands, Inc. | 242048 | 19586524 |
| # | Krispy Kreme, Inc. | 119822 | 430161 |
| #\* | Kura Sushi USA, Inc., <br> Class A<br>| 43021 | 2449186 |
| # | Lakeland Industries, <br> Inc.<br>| 42798 | 704455 |
| #\* | Lands' End, Inc. | 130901 | 2060382 |
| \* | Latham Group, Inc. | 125439 | 909433 |
| \* | Laureate Education, <br> Inc.<br>| 697477 | 20247757 |
| \*†† | Lazare Kaplan <br> International, Inc.<br>| 9600 | 0 |
|  | La-Z-Boy, Inc. | 182407 | 5782302 |

---

------

**U.S. Small Cap Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| CONSUMER DISCRETIONARY — (Continued) | CONSUMER DISCRETIONARY — (Continued) | CONSUMER DISCRETIONARY — (Continued) | CONSUMER DISCRETIONARY — (Continued) |
| # | LCI Industries | 112609 | $11653905 |
|  | Lear Corp. | 161822 | 16934672 |
| \* | Legacy Housing <br> Corp.<br>| 63748 | 1431461 |
|  | Leggett & Platt, Inc. | 478352 | 4467808 |
|  | Levi Strauss & Co., <br> Class A<br>| 341483 | 6925275 |
| \* | LGI Homes, Inc. | 86816 | 3542961 |
| \* | Life Time Group <br> Holdings, Inc.<br>| 616442 | 15244611 |
|  | Lifetime Brands, Inc. | 69325 | 235012 |
| #\* | Light & Wonder, Inc. | 51662 | 3755827 |
| \* | Lincoln Educational <br> Services Corp.<br>| 132049 | 2564392 |
| \* | Lindblad Expeditions <br> Holdings, Inc.<br>| 100141 | 1207700 |
|  | Lithia Motors, Inc. | 77417 | 24315131 |
| \* | Live Ventures, Inc. | 6666 | 91258 |
|  | LKQ Corp. | 529221 | 16913903 |
| \* | Lovesac Co. | 62910 | 872562 |
| #\* | Lucid Group, Inc. | 141438 | 2510524 |
| \* | M/I Homes, Inc. | 119111 | 14911506 |
|  | Macy's, Inc. | 1108954 | 21613513 |
| \* | Malibu Boats, Inc., <br> Class A<br>| 85629 | 2386480 |
| # | Marine Products <br> Corp.<br>| 104268 | 881065 |
| \* | MarineMax, Inc. | 95620 | 2368507 |
|  | Marriott Vacations <br> Worldwide Corp.<br>| 166593 | 10991806 |
| #\* | MasterCraft Boat <br> Holdings, Inc.<br>| 68195 | 1367992 |
| \* | Mattel, Inc. | 1074553 | 19750284 |
|  | Matthews International <br> Corp., Class A<br>| 87266 | 2043770 |
|  | Meritage Homes <br> Corp.<br>| 319437 | 21581164 |
| \* | Mister Car Wash, Inc. | 704583 | 3938619 |
| \* | Modine Manufacturing <br> Co.<br>| 232993 | 35696858 |
| \* | Mohawk Industries, <br> Inc.<br>| 216030 | 24549649 |
|  | Monarch Casino & <br> Resort, Inc.<br>| 25331 | 2281563 |
|  | Monro, Inc. | 104358 | 1528845 |
| \* | Motorcar Parts of <br> America, Inc.<br>| 82746 | 1411647 |
|  | Movado Group, Inc. | 68612 | 1249425 |
|  | Murphy USA, Inc. | 53302 | 19092776 |
|  | Nathan's Famous, <br> Inc.<br>| 49064 | 5192443 |
| \* | National Vision <br> Holdings, Inc.<br>| 322915 | 8315061 |
|  | Newell Brands, Inc. | 1578481 | 5366835 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| CONSUMER DISCRETIONARY — (Continued) | CONSUMER DISCRETIONARY — (Continued) | CONSUMER DISCRETIONARY — (Continued) | CONSUMER DISCRETIONARY — (Continued) |
| \* | Norwegian Cruise <br> Line Holdings Ltd.<br>| 1222037 | $27398070 |
| \* | ODP Corp. | 119873 | 3342059 |
| \* | Ollie's Bargain Outlet <br> Holdings, Inc.<br>| 275451 | 33277235 |
|  | OneSpaWorld <br> Holdings Ltd.<br>| 453771 | 10559251 |
| #\* | OneWater Marine, <br> Inc., Class A<br>| 33640 | 522429 |
| # | Oxford Industries, Inc. | 62722 | 2311306 |
| # | Papa John's <br> International, Inc.<br>| 145592 | 7397529 |
| # | Patrick Industries, <br> Inc.<br>| 146986 | 15340929 |
|  | Penske Automotive <br> Group, Inc.<br>| 19032 | 3046452 |
|  | Perdoceo Education <br> Corp.<br>| 304617 | 9674636 |
| \* | Petco Health & <br> Wellness Co., Inc.<br>| 713059 | 2267528 |
| \* | PetMed Express, Inc. | 8897 | 22865 |
|  | Phinia, Inc. | 138075 | 7167473 |
| \* | Planet Fitness, Inc., <br> Class A<br>| 291503 | 26436407 |
| # | Polaris, Inc. | 117437 | 7762586 |
|  | Pool Corp. | 43825 | 11703904 |
| #\* | Portillo's, Inc., <br> Class A<br>| 215413 | 1152460 |
| \* | Pursuit Attractions & <br> Hospitality, Inc.<br>| 110410 | 3917347 |
|  | PVH Corp. | 238349 | 18669877 |
| #\* | QuantumScape Corp. | 537326 | 9908291 |
|  | RCI Hospitality <br> Holdings, Inc.<br>| 38114 | 949420 |
| \* | Red Robin Gourmet <br> Burgers, Inc.<br>| 5276 | 26697 |
|  | Red Rock Resorts, <br> Inc., Class A<br>| 65674 | 3501081 |
| \* | Revolve Group, Inc. | 160718 | 3555082 |
| #\* | RH | 57624 | 9939564 |
| \* | RideNow Group, Inc. | 1094 | 3720 |
|  | Rocky Brands, Inc. | 50369 | 1419902 |
| \* | Rush Street <br> Interactive, Inc.<br>| 170601 | 2893393 |
| \* | Sabre Corp. | 888208 | 1816385 |
| \* | Sally Beauty Holdings, <br> Inc.<br>| 437597 | 6612091 |
| #\* | Savers Value Village, <br> Inc.<br>| 213364 | 1965082 |
|  | Service Corp. <br> International<br>| 132766 | 11087289 |
| \* | Shake Shack, Inc., <br> Class A<br>| 180177 | 17388882 |
| \* | SharkNinja, Inc. | 3341 | 285655 |

---

------

**U.S. Small Cap Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| CONSUMER DISCRETIONARY — (Continued) | CONSUMER DISCRETIONARY — (Continued) | CONSUMER DISCRETIONARY — (Continued) | CONSUMER DISCRETIONARY — (Continued) |
| # | Shoe Carnival, Inc. | 121970 | $2235710 |
| # | Signet Jewelers Ltd. | 183000 | 18089550 |
| #\* | Sleep Number Corp. | 100284 | 551562 |
| # | Smith & Wesson <br> Brands, Inc.<br>| 195849 | 1877213 |
| \* | Soho House & Co., <br> Inc.<br>| 40503 | 360477 |
| # | Somnigroup <br> International, Inc.<br>| 78342 | 6215654 |
|  | Sonic Automotive, <br> Inc., Class A<br>| 144746 | 9195713 |
| \* | Sonos, Inc. | 496924 | 8532185 |
| \* | Sportsman's <br> Warehouse <br> Holdings, Inc.<br>| 145022 | 358204 |
|  | Standard Motor <br> Products, Inc.<br>| 97162 | 3607625 |
|  | Steven Madden Ltd. | 322983 | 10952354 |
| #\* | Stitch Fix, Inc., <br> Class A<br>| 450589 | 1887968 |
| \* | Stoneridge, Inc. | 121699 | 828770 |
|  | Strategic Education, <br> Inc.<br>| 109347 | 8308185 |
| \* | Strattec Security <br> Corp.<br>| 13484 | 827378 |
| #\* | Stride, Inc. | 285074 | 19396435 |
|  | Sturm Ruger & Co., <br> Inc.<br>| 42404 | 1798354 |
|  | Superior Group of <br> Cos., Inc.<br>| 54505 | 509077 |
| #\* | Sweetgreen, Inc., <br> Class A<br>| 305590 | 1922161 |
| \* | Target Hospitality <br> Corp.<br>| 66835 | 513961 |
| \* | Taylor Morrison Home <br> Corp.<br>| 581617 | 34472440 |
|  | Texas Roadhouse, <br> Inc.<br>| 60128 | 9835738 |
| # | Thor Industries, Inc. | 201917 | 21070039 |
| \* | Tile Shop Holdings, <br> Inc.<br>| 168408 | 1054234 |
| #\* | Tilly's, Inc., Class A | 72596 | 111072 |
|  | Toll Brothers, Inc. | 90262 | 12180857 |
| \* | TopBuild Corp. | 68204 | 28814826 |
| #\* | Topgolf Callaway <br> Brands Corp.<br>| 743514 | 6996467 |
|  | Travel & Leisure Co. | 311945 | 19583907 |
| \* | Tri Pointe Homes, <br> Inc.<br>| 524120 | 16693222 |
| \* | Udemy, Inc. | 102633 | 584495 |
| #\* | Under Armour, Inc. <br> (UA US), Class C<br>| 850766 | 3777401 |
| #\* | Under Armour, Inc. <br> (UAA US), Class A<br>| 813901 | 3752084 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| CONSUMER DISCRETIONARY — (Continued) | CONSUMER DISCRETIONARY — (Continued) | CONSUMER DISCRETIONARY — (Continued) | CONSUMER DISCRETIONARY — (Continued) |
| \* | Unifi, Inc. | 65203 | $290805 |
| \* | United Homes Group, <br> Inc.<br>| 7188 | 10854 |
| #\* | United Parks & <br> Resorts, Inc.<br>| 245292 | 11872133 |
| \* | Universal Electronics, <br> Inc.<br>| 39785 | 154764 |
| \* | Universal Technical <br> Institute, Inc.<br>| 235454 | 6997693 |
|  | Upbound Group, Inc. | 242659 | 4702731 |
| #\* | Urban Outfitters, Inc. | 580115 | 37481230 |
| # | Vail Resorts, Inc. | 122043 | 18102638 |
| \* | Valvoline, Inc. | 836626 | 27617024 |
| \* | Vera Bradley, Inc. | 108581 | 255165 |
| # | VF Corp. | 1191247 | 16725108 |
| \* | Victoria's Secret & <br> Co.<br>| 300850 | 10604962 |
| \* | Vince Holding Corp. | 11282 | 32154 |
|  | Visteon Corp. | 130526 | 13987166 |
| \* | Warby Parker, Inc., <br> Class A<br>| 405368 | 7941159 |
| #\* | Wayfair, Inc., Class A | 128130 | 13262736 |
| # | Wendy's Co. | 901219 | 7696410 |
|  | Weyco Group, Inc. | 56235 | 1612257 |
| # | Whirlpool Corp. | 169877 | 12168289 |
| # | Wingstop, Inc. | 65934 | 14283282 |
|  | Winmark Corp. | 15984 | 6444269 |
|  | Winnebago Industries, <br> Inc.<br>| 125071 | 4716427 |
| # | Wolverine World <br> Wide, Inc.<br>| 250378 | 5683581 |
| \* | Worksport Ltd. | 2854 | 9019 |
| # | Wyndham Hotels & <br> Resorts, Inc.<br>| 270982 | 19898208 |
|  | Wynn Resorts Ltd. | 231690 | 27568793 |
| #\* | XPEL, Inc. | 86469 | 2948593 |
| \* | YETI Holdings, Inc. | 350715 | 11920803 |
| \* | Zumiez, Inc. | 75765 | 1640312 |
| TOTAL CONSUMER <br> DISCRETIONARY | TOTAL CONSUMER <br> DISCRETIONARY |  | 2297422893 |
| CONSUMER STAPLES — (3.5%) | CONSUMER STAPLES — (3.5%) | CONSUMER STAPLES — (3.5%) | CONSUMER STAPLES — (3.5%) |
|  | Albertsons Cos., Inc., <br> Class A<br>| 725020 | 12825604 |
|  | Alico, Inc. | 33310 | 1172845 |
|  | Andersons, Inc. | 165038 | 7642910 |
| # | B&G Foods, Inc. | 275658 | 1102632 |
| \* | BellRing Brands, Inc. | 564541 | 17009620 |
| \* | BJ's Wholesale Club <br> Holdings, Inc.<br>| 11527 | 1017373 |
| \* | Boston Beer Co., Inc. <br> , Class A<br>| 36528 | 7560931 |
| \* | Bridgford Foods <br> Corp.<br>| 27242 | 217119 |

---

------

**U.S. Small Cap Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| CONSUMER STAPLES — (Continued) | CONSUMER STAPLES — (Continued) | CONSUMER STAPLES — (Continued) | CONSUMER STAPLES — (Continued) |
|  | Bunge Global SA | 38737 | $3664520 |
|  | Calavo Growers, Inc. | 73122 | 1624040 |
|  | Cal-Maine Foods, Inc. | 215862 | 18952684 |
| # | Campbell's Co. | 863879 | 26028674 |
| \* | Celsius Holdings, Inc. | 399865 | 24083869 |
| #\* | Central Garden & Pet <br> Co. (CENT US)<br>| 60154 | 1844923 |
| \* | Central Garden & Pet <br> Co. (CENTA US), <br> Class A<br>| 213565 | 5939243 |
| \* | Chefs' Warehouse, <br> Inc.<br>| 181013 | 10679767 |
|  | Coca-Cola <br> Consolidated, Inc.<br>| 161907 | 21109435 |
| \* | Coffee Holding Co., <br> Inc.<br>| 700 | 2856 |
|  | Conagra Brands, Inc. | 699200 | 12019248 |
| \* | Coty, Inc., Class A | 1635668 | 6493602 |
| \* | Darling Ingredients, <br> Inc.<br>| 484903 | 15541141 |
|  | Dole PLC | 309850 | 3947489 |
| # | Edgewell Personal <br> Care Co.<br>| 201325 | 3903692 |
| #\* | elf Beauty, Inc. | 101381 | 12382675 |
| # | Energizer Holdings, <br> Inc.<br>| 252522 | 5866086 |
| \* | Farmer Bros Co. | 5498 | 9676 |
|  | Flowers Foods, Inc. | 770299 | 9189667 |
|  | Fresh Del Monte <br> Produce, Inc.<br>| 233374 | 8249771 |
| \*» | Fresh Market, Inc. | 285242 | 0 |
| \* | Freshpet, Inc. | 261188 | 12853061 |
| \* | Grocery Outlet <br> Holding Corp.<br>| 309331 | 4209995 |
| \* | Hain Celestial Group, <br> Inc.<br>| 15770 | 18293 |
| \* | Herbalife Ltd. | 369615 | 2956920 |
| \* | HF Foods Group, Inc. | 58525 | 126414 |
| #\* | Honest Co., Inc. | 436996 | 1490156 |
|  | Hormel Foods Corp. | 107520 | 2321357 |
|  | Ingles Markets, Inc., <br> Class A<br>| 64138 | 4431936 |
|  | Ingredion, Inc. | 262510 | 30296279 |
|  | Interparfums, Inc. | 142859 | 12735880 |
|  | J&J Snack Foods <br> Corp.<br>| 86521 | 7324003 |
|  | J.M. Smucker Co. | 105205 | 10893978 |
|  | John B Sanfilippo & <br> Son, Inc.<br>| 39954 | 2508312 |
| \* | Laird Superfood, Inc. | 12003 | 59415 |
|  | Lamb Weston <br> Holdings, Inc.<br>| 437942 | 27034160 |
| # | Lifevantage Corp. | 72727 | 595634 |
| \* | Lifeway Foods, Inc. | 30422 | 729824 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| CONSUMER STAPLES — (Continued) | CONSUMER STAPLES — (Continued) | CONSUMER STAPLES — (Continued) | CONSUMER STAPLES — (Continued) |
|  | Limoneira Co. | 73112 | $1033073 |
| #\* | Mama's Creations, <br> Inc.<br>| 119447 | 1264944 |
| \* | Maplebear, Inc. | 354353 | 13061452 |
|  | Marzetti Co. | 122603 | 19222924 |
| #\* | Medifast, Inc. | 40247 | 483769 |
|  | MGP Ingredients, Inc. | 94046 | 2275913 |
| \* | Mission Produce, Inc. | 141394 | 1628859 |
|  | Molson Coors <br> Beverage Co., <br> Class B<br>| 402958 | 17617324 |
| \* | National Beverage <br> Corp.<br>| 284866 | 9762358 |
| \* | Natural Alternatives <br> International, Inc.<br>| 25533 | 71237 |
|  | Natural Grocers by <br> Vitamin Cottage, <br> Inc.<br>| 109865 | 3525568 |
|  | Natural Health Trends <br> Corp.<br>| 2240 | 9878 |
| \* | Nature's Sunshine <br> Products, Inc.<br>| 74912 | 1009814 |
|  | Nu Skin Enterprises, <br> Inc., Class A<br>| 60479 | 648335 |
|  | Oil-Dri Corp. of <br> America<br>| 56224 | 3114247 |
|  | Pilgrim's Pride Corp. | 269854 | 10281437 |
| \* | Post Holdings, Inc. | 246681 | 25637556 |
|  | PriceSmart, Inc. | 136768 | 15720114 |
| # | Reynolds Consumer <br> Products, Inc.<br>| 515585 | 12600897 |
| \* | Rocky Mountain <br> Chocolate Factory, <br> Inc.<br>| 13940 | 23977 |
|  | Seaboard Corp. | 3468 | 11687091 |
| \* | Seneca Foods Corp. <br> (SENEA US), <br> Class A<br>| 46180 | 4979820 |
| \*» | Seneca Foods Corp. <br> (SENEB US), <br> Class B<br>| 2796 | 307280 |
| \* | Simply Good Foods <br> Co.<br>| 429793 | 8411049 |
|  | Spectrum Brands <br> Holdings, Inc.<br>| 127532 | 6871424 |
| \* | Sprouts Farmers <br> Market, Inc.<br>| 453242 | 35787988 |
| # | Tootsie Roll Industries, <br> Inc.<br>| 178261 | 6290831 |
| \* | TreeHouse Foods, <br> Inc.<br>| 180400 | 3283280 |
|  | Turning Point Brands, <br> Inc.<br>| 100591 | 9043131 |

---

------

**U.S. Small Cap Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| CONSUMER STAPLES — (Continued) | CONSUMER STAPLES — (Continued) | CONSUMER STAPLES — (Continued) | CONSUMER STAPLES — (Continued) |
| \* | United Natural Foods, <br> Inc.<br>| 270596 | $10187939 |
|  | United-Guardian, Inc. | 8416 | 60343 |
|  | Universal Corp. | 135059 | 6844790 |
| \* | USANA Health <br> Sciences, Inc.<br>| 83095 | 1757459 |
| # | Utz Brands, Inc. | 333163 | 3508206 |
|  | Village Super Market, <br> Inc., Class A<br>| 61564 | 1931263 |
| \* | Vita Coco Co., Inc. | 223151 | 9189358 |
| \* | Vital Farms, Inc. | 185890 | 6106487 |
|  | WD-40 Co. | 60239 | 11703233 |
|  | Weis Markets, Inc. | 154154 | 9764114 |
| \* | Zevia PBC, Class A | 120611 | 284642 |
| TOTAL CONSUMER <br> STAPLES | TOTAL CONSUMER <br> STAPLES |  | 647661113 |
| ENERGY — (4.4%) | ENERGY — (4.4%) | ENERGY — (4.4%) | ENERGY — (4.4%) |
| #\* | Amplify Energy Corp. | 121617 | 552141 |
|  | Antero Midstream <br> Corp.<br>| 2072690 | 35753902 |
| \* | Antero Resources <br> Corp.<br>| 524422 | 16209884 |
| # | APA Corp. | 934519 | 21166855 |
|  | Archrock, Inc. | 731037 | 18473305 |
|  | Ardmore Shipping <br> Corp.<br>| 181261 | 2282076 |
| # | Atlas Energy <br> Solutions, Inc.<br>| 144905 | 1793924 |
| \* | Barnwell Industries, <br> Inc.<br>| 49095 | 64314 |
|  | Berry Corp. | 275916 | 929837 |
| \* | BKV Corp. | 385 | 9082 |
| \* | Bristow Group, Inc. | 124564 | 5069755 |
|  | Cactus, Inc., Class A | 300852 | 13288633 |
|  | California Resources <br> Corp.<br>| 301349 | 14214632 |
| #\* | Centrus Energy Corp., <br> Class A<br>| 65989 | 24248318 |
|  | Chord Energy Corp. <br> (CHRD US)<br>| 14891 | 1350912 |
|  | Civitas Resources, <br> Inc.<br>| 314111 | 9055820 |
| \* | Clean Energy Fuels <br> Corp.<br>| 916748 | 2621899 |
| #\* | CNX Resources <br> Corp.<br>| 654920 | 22044607 |
| #\* | Comstock Resources, <br> Inc.<br>| 1063533 | 19941244 |
| \* | Comstock, Inc. | 32089 | 99476 |
| # | Core Laboratories, <br> Inc.<br>| 110785 | 1765913 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| ENERGY — (Continued) | ENERGY — (Continued) | ENERGY — (Continued) | ENERGY — (Continued) |
|  | Core Natural <br> Resources, Inc.<br>| 139483 | $11019157 |
|  | Crescent Energy Co., <br> Class A<br>| 886038 | 7469300 |
| #\* | CVR Energy, Inc. | 338683 | 12053728 |
|  | Delek U.S. Holdings, <br> Inc.<br>| 12250 | 462560 |
|  | DHT Holdings, Inc. | 721739 | 9584694 |
| \* | DMC Global, Inc. | 77977 | 628495 |
|  | Dorian LPG Ltd. | 188367 | 5434388 |
| \* | DT Midstream, Inc. | 274171 | 30018983 |
|  | Energy Services of <br> America Corp.<br>| 36627 | 401432 |
|  | Epsilon Energy Ltd. | 89133 | 427838 |
|  | Evolution Petroleum <br> Corp.<br>| 145657 | 637978 |
|  | Excelerate Energy, <br> Inc., Class A<br>| 88119 | 2283163 |
| \* | Expro Group Holdings <br> NV<br>| 296025 | 4020020 |
| \* | Forum Energy <br> Technologies, Inc.<br>| 50357 | 1348560 |
|  | FutureFuel Corp. | 142414 | 559687 |
| \* | Geospace <br> Technologies Corp.<br>| 53232 | 1348899 |
| \* | Gran Tierra Energy, <br> Inc. (GTE US)<br>| 20122 | 69018 |
|  | Granite Ridge <br> Resources, Inc.<br>| 121736 | 642766 |
| \* | Green Plains, Inc. | 169664 | 1744146 |
| \* | Gulf Island <br> Fabrication, Inc.<br>| 39956 | 312056 |
| \* | Gulfport Energy Corp. | 51451 | 9570401 |
| \* | Helix Energy Solutions <br> Group, Inc.<br>| 640881 | 4306720 |
|  | Helmerich & Payne, <br> Inc.<br>| 277706 | 7292560 |
|  | HF Sinclair Corp. | 523273 | 27000887 |
| \* | Innovex International, <br> Inc.<br>| 154622 | 3103264 |
| # | International Seaways, <br> Inc.<br>| 220143 | 11277926 |
| # | Kinetik Holdings, Inc. | 208140 | 8015471 |
|  | Kodiak Gas Services, <br> Inc.<br>| 279310 | 10300953 |
| #\* | Kosmos Energy Ltd. | 224897 | 353088 |
| # | Liberty Energy, Inc. | 731958 | 13255759 |
|  | Magnolia Oil & Gas <br> Corp., Class A<br>| 741092 | 16644926 |
| \* | Mammoth Energy <br> Services, Inc.<br>| 119439 | 243656 |
|  | Matador Resources <br> Co.<br>| 417276 | 16465711 |
|  | Mexco Energy Corp. | 11067 | 101816 |

---

------

**U.S. Small Cap Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| ENERGY — (Continued) | ENERGY — (Continued) | ENERGY — (Continued) | ENERGY — (Continued) |
| \* | MIND Technology, <br> Inc.<br>| 2455 | $27030 |
| # | Murphy Oil Corp. | 566042 | 16018989 |
| \* | Nabors Industries Ltd. | 28173 | 1366954 |
|  | NACCO Industries, <br> Inc., Class A<br>| 38337 | 1620888 |
| #\* | National Energy <br> Services Reunited <br> Corp.<br>| 50285 | 634597 |
|  | Natural Gas Services <br> Group, Inc.<br>| 56219 | 1565137 |
| \* | NCS Multistage <br> Holdings, Inc.<br>| 2358 | 86539 |
| # | Noble Corp. PLC | 486487 | 14278393 |
| # | Nordic American <br> Tankers Ltd.<br>| 965623 | 3553493 |
| # | Northern Oil & Gas, <br> Inc.<br>| 393939 | 8717870 |
|  | NOV, Inc. | 1275770 | 18626242 |
| \* | Oceaneering <br> International, Inc.<br>| 436858 | 10174423 |
| \* | Oil States <br> International, Inc.<br>| 276054 | 1648042 |
| \* | OPAL Fuels, Inc., <br> Class A<br>| 14890 | 35885 |
|  | Ovintiv, Inc. | 560615 | 21028669 |
| #\* | Par Pacific Holdings, <br> Inc.<br>| 233412 | 9331812 |
|  | Patterson-UTI Energy, <br> Inc.<br>| 1434466 | 8994102 |
|  | PBF Energy, Inc., <br> Class A<br>| 465964 | 15921990 |
| # | Peabody Energy <br> Corp.<br>| 514765 | 14114856 |
|  | Permian Resources <br> Corp.<br>| 1107671 | 13912348 |
| \* | PrimeEnergy <br> Resources Corp.<br>| 6121 | 827804 |
| \* | ProPetro Holding <br> Corp.<br>| 369855 | 3839095 |
|  | Range Resources <br> Corp.<br>| 837868 | 29786207 |
|  | Ranger Energy <br> Services, Inc., <br> Class A<br>| 93286 | 1281750 |
| \* | REX American <br> Resources Corp.<br>| 158667 | 5082104 |
| # | Riley Exploration <br> Permian, Inc.<br>| 32843 | 854575 |
| # | RPC, Inc. | 723504 | 3762221 |
|  | SandRidge Energy, <br> Inc.<br>| 163695 | 1949607 |
|  | Scorpio Tankers, Inc. | 224385 | 13844555 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| ENERGY — (Continued) | ENERGY — (Continued) | ENERGY — (Continued) | ENERGY — (Continued) |
| \* | SEACOR Marine <br> Holdings, Inc.<br>| 112685 | $716677 |
| \* | Seadrill Ltd. | 228643 | 7215973 |
|  | Select Water <br> Solutions, Inc.<br>| 465548 | 5381735 |
| # | SFL Corp. Ltd. | 611942 | 4565087 |
|  | SM Energy Co. | 514529 | 10748511 |
|  | Smart Sand, Inc. | 19105 | 41076 |
|  | Solaris Energy <br> Infrastructure, Inc.<br>| 124564 | 6630542 |
| \*†† | Strongbridge <br> Biopharma<br>| 228415 | 0 |
| \* | Talos Energy, Inc. | 703113 | 6897539 |
|  | Teekay Corp. Ltd. | 372841 | 3586730 |
|  | Teekay Tankers Ltd., <br> Class A<br>| 132815 | 8101715 |
| \* | TETRA Technologies, <br> Inc.<br>| 538979 | 3805192 |
| #\* | Tidewater, Inc. | 220759 | 11168198 |
| #\* | Transocean Ltd. | 2765551 | 10619716 |
| #\* | Uranium Energy <br> Corp.<br>| 1619299 | 24499994 |
|  | VAALCO Energy, Inc. | 279694 | 1099197 |
| #\* | Valaris Ltd. | 266559 | 14959291 |
|  | Viper Energy, Inc., <br> Class A<br>| 106865 | 4013849 |
| #\* | Vital Energy, Inc. | 130434 | 2049118 |
| # | Vitesse Energy, Inc. | 112439 | 2445548 |
|  | Weatherford <br> International PLC<br>| 197815 | 14576987 |
|  | Western Midstream <br> Partners LP<br>| 46442 | 1740177 |
| # | World Kinect Corp. | 262278 | 6779886 |
| TOTAL ENERGY | TOTAL ENERGY |  | 803865450 |
| FINANCIALS — (18.3%) | FINANCIALS — (18.3%) | FINANCIALS — (18.3%) | FINANCIALS — (18.3%) |
|  | 1st Source Corp. | 164414 | 9772768 |
| \* | Acacia Research <br> Corp.<br>| 328421 | 1139621 |
|  | Acadian Asset <br> Management, Inc.<br>| 202867 | 9757903 |
|  | ACNB Corp. | 33028 | 1492205 |
|  | Affiliated Managers <br> Group, Inc.<br>| 133025 | 31654629 |
|  | Alerus Financial <br> Corp.<br>| 90729 | 1916196 |
|  | Ally Financial, Inc. | 29003 | 1130247 |
| \* | AlTi Global, Inc. | 4250 | 16745 |
|  | Amalgamated <br> Financial Corp.<br>| 129927 | 3541810 |
| \* | Ambac Financial <br> Group, Inc.<br>| 197578 | 1622115 |
|  | Amerant Bancorp, <br> Inc.<br>| 169217 | 2837769 |

---

------

**U.S. Small Cap Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) |
|  | American Coastal <br> Insurance Corp.<br>| 103734 | $1228211 |
|  | American Financial <br> Group, Inc.<br>| 63433 | 8352857 |
|  | Ameris Bancorp | 321999 | 23061568 |
|  | AMERISAFE, Inc. | 86769 | 3477702 |
|  | AmeriServ Financial, <br> Inc.<br>| 196617 | 599682 |
|  | Ames National Corp. | 37768 | 787840 |
|  | Arrow Financial Corp. | 75117 | 2095013 |
| # | Artisan Partners Asset <br> Management, Inc., <br> Class A<br>| 299902 | 13093721 |
|  | Associated <br> Banc-Corp.<br>| 744580 | 18443247 |
|  | Associated Capital <br> Group, Inc., <br> Class A<br>| 8441 | 308097 |
|  | Assurant, Inc. | 75576 | 16000951 |
|  | Assured Guaranty <br> Ltd.<br>| 229446 | 18488759 |
|  | Atlantic American <br> Corp.<br>| 13763 | 38949 |
|  | Atlantic Union <br> Bankshares Corp.<br>| 630325 | 20498169 |
| \* | Atlanticus Holdings <br> Corp.<br>| 66806 | 3681679 |
|  | Auburn National <br> BanCorp, Inc.<br>| 3016 | 78235 |
|  | Axis Capital Holdings <br> Ltd.<br>| 322506 | 30205912 |
| \* | Axos Financial, Inc. | 250698 | 19549430 |
| #\* | Baldwin Insurance <br> Group, Inc.<br>| 286404 | 6329528 |
|  | Banc of California, <br> Inc.<br>| 615894 | 10451721 |
|  | BancFirst Corp. | 148327 | 16146877 |
| \* | Bancorp, Inc. | 208415 | 13624089 |
| # | Bank First Corp. | 19814 | 2419686 |
|  | Bank of Hawaii Corp. | 187777 | 12192361 |
|  | Bank of Marin <br> Bancorp<br>| 64927 | 1671870 |
|  | Bank of NT Butterfield <br> & Son Ltd.<br>| 192299 | 8895752 |
|  | Bank OZK | 600276 | 27006417 |
|  | Bank7 Corp. | 13745 | 570555 |
|  | BankFinancial Corp. | 59578 | 658337 |
|  | BankUnited, Inc. | 552022 | 22125042 |
|  | Bankwell Financial <br> Group, Inc.<br>| 32143 | 1393399 |
|  | Banner Corp. | 230073 | 13894108 |
|  | Bar Harbor <br> Bankshares<br>| 66588 | 1953026 |
|  | BayCom Corp. | 49879 | 1359702 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) |
|  | BCB Bancorp, Inc. | 73130 | $580652 |
|  | Beacon Financial <br> Corp.<br>| 348087 | 8472438 |
|  | BGC Group, Inc., <br> Class A<br>| 1571141 | 14360229 |
| \* | Blue Foundry <br> Bancorp<br>| 93437 | 769921 |
| \* | Blue Ridge <br> Bankshares, Inc.<br>| 172453 | 772589 |
|  | BOK Financial Corp. | 233914 | 24462726 |
| \* | Bowhead Specialty <br> Holdings, Inc.<br>| 18316 | 438851 |
| # | Bread Financial <br> Holdings, Inc.<br>| 216997 | 13594862 |
| \* | Bridgewater <br> Bancshares, Inc.<br>| 95182 | 1566696 |
| \* | Brighthouse Financial, <br> Inc.<br>| 259795 | 14826501 |
|  | Burke & Herbert <br> Financial Services <br> Corp.<br>| 34234 | 2015013 |
|  | Business First <br> Bancshares, Inc.<br>| 99090 | 2429687 |
| \* | BV Financial, Inc. | 925 | 15078 |
|  | Byline Bancorp, Inc. | 195036 | 5215263 |
|  | C&F Financial Corp. | 14393 | 984625 |
|  | Cadence Bank | 830516 | 31343674 |
| \* | California BanCorp | 27076 | 500635 |
| \*» | California First <br> Leasing Corp.<br>| 1063 | 23652 |
|  | Camden National <br> Corp.<br>| 80616 | 3075500 |
| \* | Cantaloupe, Inc. | 68330 | 721565 |
|  | Capital Bancorp, Inc. | 50211 | 1395615 |
|  | Capital City Bank <br> Group, Inc.<br>| 96361 | 3748443 |
|  | Capitol Federal <br> Financial, Inc.<br>| 568042 | 3430974 |
| \* | Carter Bankshares, <br> Inc.<br>| 95311 | 1627912 |
|  | Cass Information <br> Systems, Inc.<br>| 78425 | 3100140 |
|  | Cathay General <br> Bancorp<br>| 312827 | 14217987 |
|  | CB Financial Services, <br> Inc.<br>| 5273 | 170687 |
| \* | CCUR Holdings, Inc. | 16 | 40000 |
|  | Central Pacific <br> Financial Corp.<br>| 117749 | 3357024 |
|  | CF Bankshares, Inc. | 2722 | 63150 |
|  | Chemung Financial <br> Corp.<br>| 19657 | 996020 |
|  | ChoiceOne Financial <br> Services, Inc.<br>| 29295 | 839009 |

---

------

**U.S. Small Cap Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) |
|  | Citizens & Northern <br> Corp.<br>| 68546 | $1327051 |
|  | Citizens Community <br> Bancorp, Inc.<br>| 5732 | 89706 |
|  | Citizens Financial <br> Services, Inc.<br>| 1185 | 64926 |
|  | City Holding Co. | 87786 | 10348214 |
|  | Civista Bancshares, <br> Inc.<br>| 77341 | 1665152 |
|  | CNB Financial Corp. | 120584 | 2966366 |
|  | CNO Financial Group, <br> Inc.<br>| 440893 | 17644538 |
| \* | Coastal Financial <br> Corp.<br>| 60290 | 6420885 |
|  | Cohen & Steers, Inc. | 266931 | 18236726 |
|  | Colony Bankcorp, Inc. | 61832 | 988694 |
|  | Columbia Banking <br> System, Inc.<br>| 980212 | 26269682 |
| \* | Columbia Financial, <br> Inc.<br>| 374313 | 5521117 |
|  | Comerica, Inc. | 419337 | 32079280 |
| # | Commerce <br> Bancshares, Inc.<br>| 433289 | 22804000 |
|  | Community Financial <br> System, Inc.<br>| 233459 | 12952305 |
|  | Community Trust <br> Bancorp, Inc.<br>| 141741 | 7256431 |
|  | Community West <br> Bancshares<br>| 77682 | 1645305 |
|  | ConnectOne Bancorp, <br> Inc.<br>| 212941 | 5123360 |
| \* | Consumer Portfolio <br> Services, Inc.<br>| 145523 | 1222393 |
|  | Crawford & Co. <br> (CRD/A US), <br> Class A<br>| 179113 | 1939794 |
|  | Crawford & Co. <br> (CRD/B US), <br> Class B<br>| 147712 | 1483028 |
| #\* | Credit Acceptance <br> Corp.<br>| 38213 | 17094203 |
|  | Cullen/Frost Bankers, <br> Inc.<br>| 187593 | 23100202 |
| \* | Customers Bancorp, <br> Inc.<br>| 142981 | 9596885 |
|  | CVB Financial Corp. | 608712 | 11182039 |
| #\* | Dave, Inc. | 31861 | 7624975 |
|  | Diamond Hill <br> Investment Group, <br> Inc.<br>| 20666 | 2652481 |
|  | DigitalBridge Group, <br> Inc.<br>| 458250 | 5421098 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) |
| # | Dime Community <br> Bancshares, Inc.<br>| 182321 | $4785926 |
|  | Donegal Group, Inc. <br> (DGICA US), <br> Class A<br>| 173893 | 3260494 |
|  | Donegal Group, Inc. <br> (DGICB US), <br> Class B<br>| 5267 | 80269 |
| \* | Donnelley Financial <br> Solutions, Inc.<br>| 121439 | 5580122 |
|  | Eagle Bancorp <br> Montana, Inc.<br>| 17228 | 279610 |
|  | Eagle Bancorp, Inc. | 130079 | 2178823 |
|  | Eagle Financial <br> Services, Inc.<br>| 3588 | 129921 |
|  | Eastern Bankshares, <br> Inc.<br>| 803986 | 14093875 |
| \* | eHealth, Inc. | 82753 | 429488 |
|  | Employers Holdings, <br> Inc.<br>| 194709 | 7424254 |
| # | Enact Holdings, Inc. | 165448 | 5909803 |
| \* | Encore Capital Group, <br> Inc.<br>| 144232 | 5997167 |
| \* | Enova International, <br> Inc.<br>| 141929 | 16970451 |
|  | Enterprise Financial <br> Services Corp.<br>| 163369 | 8555635 |
|  | Equity Bancshares, <br> Inc., Class A<br>| 108926 | 4412592 |
| # | Esquire Financial <br> Holdings, Inc.<br>| 35896 | 3367045 |
|  | Essent Group Ltd. | 480224 | 29087168 |
| \* | Euronet Worldwide, <br> Inc.<br>| 185295 | 14056479 |
|  | Evercore, Inc., <br> Class A<br>| 73769 | 21729397 |
|  | EVERTEC, Inc. | 301927 | 8595862 |
| #\* | EZCORP, Inc., <br> Class A<br>| 277112 | 5057294 |
|  | F&G Annuities & Life, <br> Inc.<br>| 62441 | 1851376 |
|  | FactSet Research <br> Systems, Inc.<br>| 43213 | 11529228 |
|  | Farmers & Merchants <br> Bancorp, Inc.<br>| 28025 | 669798 |
|  | Farmers National <br> Banc Corp.<br>| 159486 | 2070128 |
| \* | FB Bancorp, Inc. | 14033 | 170080 |
|  | FB Financial Corp. | 196631 | 10620040 |
|  | Federal Agricultural <br> Mortgage Corp. <br> (AGM US), Class C<br>| 41319 | 6554846 |

---

------

**U.S. Small Cap Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) |
|  | Federal Agricultural <br> Mortgage Corp. <br> (AGM/A US), <br> Class A<br>| 2089 | $250471 |
| # | Federated Hermes, <br> Inc.<br>| 443904 | 21520466 |
|  | Fidelis Insurance <br> Holdings Ltd.<br>| 212324 | 3817586 |
|  | Fidelity D&D Bancorp, <br> Inc.<br>| 1359 | 59361 |
| \* | Finance of America <br> Cos., Inc., Class A<br>| 12311 | 270842 |
|  | Financial Institutions, <br> Inc.<br>| 84949 | 2415100 |
|  | First American <br> Financial Corp.<br>| 335108 | 20947601 |
|  | First BanCorp | 1005986 | 19606667 |
|  | First Bancorp, Inc. | 54707 | 1356187 |
|  | First <br> Bancorp/Southern <br> Pines NC<br>| 190551 | 9249346 |
|  | First Bank | 102579 | 1602284 |
|  | First Busey Corp. | 372695 | 8333460 |
|  | First Business <br> Financial Services, <br> Inc.<br>| 47250 | 2391323 |
|  | First Capital, Inc. | 1242 | 53468 |
|  | First Commonwealth <br> Financial Corp.<br>| 499661 | 7639817 |
|  | First Community <br> Bankshares, Inc.<br>| 142138 | 4596743 |
|  | First Community <br> Corp.<br>| 19493 | 522607 |
|  | First Financial <br> Bancorp<br>| 566714 | 13266775 |
| # | First Financial <br> Bankshares, Inc.<br>| 625120 | 19309957 |
|  | First Financial Corp. | 52666 | 2808151 |
| \*» | First Financial <br> Northwest, Inc.<br>| 81969 | 98363 |
| \* | First Foundation, Inc. | 347725 | 1891624 |
| # | First Hawaiian, Inc. | 530632 | 13016403 |
|  | First Horizon Corp. | 1224205 | 26149019 |
|  | First Internet Bancorp | 43189 | 766173 |
|  | First Interstate <br> BancSystem, Inc., <br> Class A<br>| 448978 | 14030562 |
|  | First Merchants Corp. | 260161 | 9230512 |
|  | First Mid Bancshares, <br> Inc.<br>| 74886 | 2675677 |
|  | First Northwest <br> Bancorp<br>| 26188 | 237525 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) |
|  | First Savings Financial <br> Group, Inc.<br>| 10979 | $324978 |
|  | First U.S. Bancshares, <br> Inc.<br>| 2966 | 38172 |
|  | First United Corp. | 35254 | 1217321 |
| \* | First Western <br> Financial, Inc.<br>| 22895 | 528646 |
|  | FirstCash Holdings, <br> Inc.<br>| 197294 | 31271099 |
| #\* | Firstsun Capital <br> Bancorp<br>| 20595 | 701054 |
|  | Five Star Bancorp | 36275 | 1288125 |
| # | Flagstar Bank NA | 1091368 | 12463423 |
|  | Flushing Financial <br> Corp.<br>| 141203 | 1930245 |
| \* | Flywire Corp. | 498282 | 6637116 |
|  | FNB Corp. | 1616999 | 25419224 |
| \* | Forge Global <br> Holdings, Inc.<br>| 8524 | 187017 |
|  | Franklin Financial <br> Services Corp.<br>| 1411 | 63918 |
|  | FS Bancorp, Inc. | 41201 | 1594067 |
|  | Fulton Financial Corp. | 811152 | 14089710 |
|  | FVCBankcorp, Inc. | 35454 | 433248 |
| # | GCM Grosvenor, Inc., <br> Class A<br>| 109385 | 1259021 |
| \* | Genworth Financial, <br> Inc.<br>| 2349974 | 19833781 |
|  | German American <br> Bancorp, Inc.<br>| 157572 | 6072825 |
|  | Glacier Bancorp, Inc. | 552863 | 22584454 |
|  | Globe Life, Inc. | 182641 | 24019118 |
| \* | GoHealth, Inc., <br> Class A<br>| 18764 | 74305 |
|  | Goosehead Insurance, <br> Inc., Class A<br>| 96738 | 6642998 |
|  | Great Southern <br> Bancorp, Inc.<br>| 82126 | 4574418 |
| \* | Green Dot Corp., <br> Class A<br>| 221663 | 2573507 |
|  | Greene County <br> Bancorp, Inc.<br>| 23452 | 514771 |
| \* | Greenlight Capital Re <br> Ltd., Class A<br>| 151202 | 1832568 |
| \* | Hagerty, Inc., Class A | 30071 | 337397 |
| \* | Hamilton Insurance <br> Group Ltd., <br> Class B<br>| 101312 | 2398055 |
|  | Hamilton Lane, Inc., <br> Class A<br>| 156213 | 17802033 |
|  | Hancock Whitney <br> Corp.<br>| 394913 | 22553481 |
|  | Hanmi Financial <br> Corp.<br>| 133061 | 3512810 |

---

------

**U.S. Small Cap Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) |
|  | Hanover Bancorp, <br> Inc.<br>| 864 | $17893 |
|  | Hanover Insurance <br> Group, Inc.<br>| 154898 | 26468970 |
|  | HarborOne Bancorp, <br> Inc.<br>| 229136 | 2772546 |
|  | Hawthorn Bancshares, <br> Inc.<br>| 8989 | 271558 |
|  | HBT Financial, Inc. | 81614 | 1990565 |
|  | HCI Group, Inc. | 51779 | 10563434 |
|  | Heritage Commerce <br> Corp.<br>| 328041 | 3411626 |
|  | Heritage Financial <br> Corp.<br>| 197330 | 4378753 |
| \* | Heritage Insurance <br> Holdings, Inc.<br>| 129589 | 3062188 |
|  | Hilltop Holdings, Inc. | 286255 | 9246037 |
| # | Hingham Institution <br> For Savings<br>| 9393 | 2763984 |
| #\* | Hippo Holdings, Inc. | 66003 | 2427590 |
|  | Home Bancorp, Inc. | 32950 | 1751293 |
|  | Home BancShares, <br> Inc.<br>| 881067 | 23533300 |
|  | HomeTrust <br> Bancshares, Inc.<br>| 71623 | 2815500 |
|  | Hope Bancorp, Inc. | 697615 | 7317981 |
|  | Horace Mann <br> Educators Corp.<br>| 181953 | 8135119 |
|  | Horizon Bancorp, Inc. | 329848 | 5145629 |
|  | Houlihan Lokey, Inc. | 32662 | 5849111 |
|  | Huntington <br> Bancshares, Inc.<br>| 190226 | 2937098 |
|  | Independent Bank <br> Corp. (IBCP US)<br>| 92455 | 2793990 |
|  | Independent Bank <br> Corp. (INDB US)<br>| 221887 | 14930776 |
|  | International <br> Bancshares Corp.<br>| 435130 | 28883929 |
| \* | International Money <br> Express, Inc.<br>| 96516 | 1437123 |
|  | Invesco Ltd. | 1332640 | 31583568 |
|  | Investar Holding <br> Corp.<br>| 36712 | 872277 |
|  | Investors Title Co. | 8626 | 2230597 |
|  | Jack Henry & <br> Associates, Inc.<br>| 21808 | 3248084 |
|  | Jackson Financial, <br> Inc., Class A<br>| 274823 | 27704907 |
|  | James River Group <br> Holdings Ltd.<br>| 131204 | 669140 |
|  | Janus Henderson <br> Group PLC<br>| 599212 | 26101675 |
|  | Jefferies Financial <br> Group, Inc.<br>| 102309 | 5404984 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) |
| #\* | Katapult Holdings, <br> Inc.<br>| 1600 | $18224 |
|  | Kearny Financial <br> Corp.<br>| 273992 | 1750809 |
|  | Kemper Corp. | 289599 | 13029059 |
| #\* | Kestrel Group Ltd. | 27511 | 545818 |
|  | Kingstone Cos., Inc. | 53497 | 779986 |
|  | Kinsale Capital Group, <br> Inc.<br>| 28198 | 11264255 |
|  | Lake Shore Bancorp, <br> Inc.<br>| 727 | 10047 |
| # | Lakeland Financial <br> Corp.<br>| 115654 | 6598061 |
|  | Landmark Bancorp, <br> Inc.<br>| 17920 | 460365 |
|  | Lazard, Inc. | 282838 | 13802494 |
|  | LCNB Corp. | 50957 | 782700 |
| #\* | Lemonade, Inc. | 18056 | 1084804 |
| \* | LendingClub Corp. | 494753 | 8603755 |
| \* | LendingTree, Inc. | 48084 | 3077376 |
|  | Lincoln National <br> Corp.<br>| 648594 | 27240948 |
|  | Live Oak Bancshares, <br> Inc.<br>| 196607 | 6122342 |
|  | Magyar Bancorp, Inc. | 5370 | 92633 |
|  | MainStreet <br> Bancshares, Inc.<br>| 16892 | 313347 |
|  | MarketAxess <br> Holdings, Inc.<br>| 121634 | 19468738 |
| \* | Marqeta, Inc., <br> Class A<br>| 1765127 | 7996025 |
| #\* | Mechanics Bancorp, <br> Class A<br>| 70759 | 947463 |
|  | Mercantile Bank <br> Corp.<br>| 103198 | 4525232 |
| # | Merchants Bancorp | 188742 | 5886863 |
|  | Mercury General <br> Corp.<br>| 195650 | 15123745 |
|  | Meridian Corp. | 40783 | 582789 |
|  | Metrocity Bankshares, <br> Inc.<br>| 81564 | 2088854 |
|  | Metropolitan Bank <br> Holding Corp.<br>| 30612 | 2028657 |
|  | MGIC Investment <br> Corp.<br>| 1074486 | 29462406 |
|  | Mid Penn Bancorp, <br> Inc.<br>| 40460 | 1151087 |
|  | Middlefield Banc <br> Corp.<br>| 930 | 30318 |
|  | Midland States <br> Bancorp, Inc.<br>| 93145 | 1363643 |
|  | MidWestOne Financial <br> Group, Inc.<br>| 87161 | 3224085 |
|  | Moelis & Co., Class A | 217007 | 13743053 |

---

------

**U.S. Small Cap Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) |
|  | Morningstar, Inc. | 37887 | $8043410 |
|  | MVB Financial Corp. | 35209 | 900646 |
|  | National Bank <br> Holdings Corp., <br> Class A<br>| 167023 | 5956040 |
|  | National Bankshares, <br> Inc.<br>| 24584 | 703840 |
|  | Navient Corp. | 731829 | 8950269 |
|  | NB Bancorp, Inc. | 21684 | 391830 |
|  | NBT Bancorp, Inc. | 273088 | 11051871 |
| \* | NCR Atleos Corp. | 327748 | 12093901 |
|  | Nelnet, Inc., Class A | 218481 | 28194973 |
| \* | NerdWallet, Inc., <br> Class A<br>| 189244 | 2208477 |
| \* | NI Holdings, Inc. | 22068 | 291298 |
|  | Nicolet Bankshares, <br> Inc.<br>| 64435 | 7612351 |
| \* | NMI Holdings, Inc. | 353533 | 12879207 |
|  | Northeast Bank | 36274 | 3129721 |
|  | Northeast Community <br> Bancorp, Inc.<br>| 50507 | 991957 |
|  | Northfield Bancorp, <br> Inc.<br>| 216305 | 2210637 |
|  | Northrim BanCorp, <br> Inc.<br>| 160581 | 3529570 |
|  | Northwest <br> Bancshares, Inc.<br>| 645787 | 7562166 |
|  | Norwood Financial <br> Corp.<br>| 22285 | 593004 |
|  | Oak Valley Bancorp | 13062 | 356331 |
|  | OceanFirst Financial <br> Corp.<br>| 250614 | 4556163 |
|  | OFG Bancorp | 257556 | 9957115 |
|  | Ohio Valley Banc <br> Corp.<br>| 18743 | 656005 |
| \* | Old Market Capital <br> Corp.<br>| 33215 | 179361 |
|  | Old National Bancorp | 1392259 | 28443851 |
|  | Old Republic <br> International Corp.<br>| 745022 | 29398568 |
|  | Old Second Bancorp, <br> Inc.<br>| 222788 | 3999045 |
|  | OneMain Holdings, <br> Inc.<br>| 474598 | 28091456 |
| \* | Onity Group, Inc. | 34394 | 1288743 |
|  | OP Bancorp | 52574 | 701863 |
| #\* | Open Lending Corp. | 198390 | 376941 |
| \* | Oportun Financial <br> Corp.<br>| 182593 | 973221 |
|  | Oppenheimer <br> Holdings, Inc., <br> Class A<br>| 54997 | 3836591 |
|  | OppFi, Inc. | 52580 | 512655 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) |
|  | Orange County <br> Bancorp, Inc.<br>| 14393 | $351909 |
|  | Origin Bancorp, Inc. | 115901 | 4017129 |
|  | Orrstown Financial <br> Services, Inc.<br>| 77833 | 2590282 |
| #\* | Oscar Health, Inc., <br> Class A<br>| 774634 | 13943412 |
| \* | Palomar Holdings, <br> Inc.<br>| 107299 | 12233159 |
|  | Park National Corp. | 73564 | 11195705 |
|  | Parke Bancorp, Inc. | 31590 | 682660 |
|  | Pathward Financial, <br> Inc.<br>| 147042 | 10007679 |
| \* | Paymentus Holdings, <br> Inc., Class A<br>| 130437 | 3730498 |
| \* | Payoneer Global, Inc. | 1497272 | 8669205 |
| #\* | Paysafe Ltd. | 196395 | 2162309 |
| \* | Paysign, Inc. | 128414 | 663258 |
|  | PCB Bancorp | 39631 | 835025 |
|  | Peapack-Gladstone <br> Financial Corp.<br>| 86512 | 2188754 |
|  | PennyMac Financial <br> Services, Inc.<br>| 230141 | 28954039 |
|  | Peoples Bancorp of <br> North Carolina, Inc.<br>| 20286 | 597017 |
|  | Peoples Bancorp, Inc. | 161310 | 4613466 |
|  | Peoples Financial <br> Services Corp.<br>| 26922 | 1199106 |
|  | Perella Weinberg <br> Partners<br>| 46078 | 860737 |
|  | Pinnacle Financial <br> Partners, Inc.<br>| 264306 | 22521514 |
| \* | Pioneer Bancorp, Inc. | 1272 | 16714 |
|  | Piper Sandler Cos. | 78967 | 25211004 |
| # | PJT Partners, Inc., <br> Class A<br>| 104729 | 16872889 |
|  | Plumas Bancorp | 11500 | 471960 |
| \* | Ponce Financial <br> Group, Inc.<br>| 96946 | 1367908 |
|  | Popular, Inc. | 284065 | 31664726 |
| \* | PRA Group, Inc. | 169260 | 2320555 |
|  | Preferred Bank | 74699 | 6741585 |
|  | Primerica, Inc. | 99592 | 25880973 |
|  | Primis Financial Corp. | 103309 | 1124518 |
|  | Princeton Bancorp, <br> Inc.<br>| 5841 | 181538 |
| \* | Priority Technology <br> Holdings, Inc.<br>| 64130 | 446345 |
| \* | ProAssurance Corp. | 189423 | 4536681 |
|  | PROG Holdings, Inc. | 200238 | 5792885 |
|  | Prosperity <br> Bancshares, Inc.<br>| 305366 | 20099190 |
| \* | Provident Bancorp, <br> Inc.<br>| 9039 | 115247 |

---

------

**U.S. Small Cap Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) |
|  | Provident Financial <br> Holdings, Inc.<br>| 45781 | $715099 |
|  | Provident Financial <br> Services, Inc.<br>| 576939 | 10552214 |
|  | QCR Holdings, Inc. | 85024 | 6324935 |
|  | Radian Group, Inc. | 221376 | 7513501 |
|  | RBB Bancorp | 50599 | 942659 |
|  | Red River <br> Bancshares, Inc.<br>| 17926 | 1184192 |
|  | Regional Management <br> Corp.<br>| 81404 | 3203247 |
| \* | Remitly Global, Inc. | 658925 | 10569157 |
|  | RenaissanceRe <br> Holdings Ltd.<br>| 4156 | 1055998 |
|  | Renasant Corp. | 402138 | 13523901 |
| \* | Repay Holdings Corp. | 329347 | 1412899 |
|  | Republic Bancorp, <br> Inc., Class A<br>| 100654 | 6633099 |
| # | Richmond Mutual <br> BanCorp, Inc.<br>| 9952 | 132660 |
|  | Riverview Bancorp, <br> Inc.<br>| 90918 | 470955 |
|  | RLI Corp. | 408124 | 24062991 |
| \* | Root, Inc., Class A | 39515 | 3181748 |
|  | S&T Bancorp, Inc. | 190713 | 6987724 |
|  | Safety Insurance <br> Group, Inc.<br>| 93165 | 6403230 |
|  | SB Financial Group, <br> Inc.<br>| 13783 | 269595 |
|  | Seacoast Banking <br> Corp. of Florida<br>| 400450 | 12133635 |
| \* | Security National <br> Financial Corp., <br> Class A<br>| 67353 | 536803 |
|  | SEI Investments Co. | 293752 | 23679349 |
|  | Selective Insurance <br> Group, Inc.<br>| 270271 | 20362217 |
| \* | Selectquote, Inc. | 291090 | 605467 |
| # | ServisFirst <br> Bancshares, Inc.<br>| 241247 | 16952427 |
| #\* | Sezzle, Inc. | 78944 | 5174779 |
| #\* | Shift4 Payments, Inc., <br> Class A<br>| 218201 | 15077689 |
|  | Shore Bancshares, <br> Inc.<br>| 131381 | 2050857 |
| \* | Siebert Financial <br> Corp.<br>| 5817 | 16346 |
|  | Sierra Bancorp | 60338 | 1736528 |
|  | Silvercrest Asset <br> Management <br> Group, Inc., <br> Class A<br>| 38183 | 539908 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) |
|  | Simmons First <br> National Corp., <br> Class A<br>| 604957 | $10514153 |
| \* | SiriusPoint Ltd. | 520210 | 9467822 |
| \* | Skyward Specialty <br> Insurance Group, <br> Inc.<br>| 169283 | 7717612 |
|  | SLM Corp. | 945893 | 25397227 |
|  | SmartFinancial, Inc. | 70703 | 2472484 |
|  | Sound Financial <br> Bancorp, Inc.<br>| 100 | 4464 |
|  | South Plains <br> Financial, Inc.<br>| 51689 | 1886649 |
| \* | Southern First <br> Bancshares, Inc.<br>| 30203 | 1324100 |
|  | Southern Missouri <br> Bancorp, Inc.<br>| 48874 | 2562953 |
|  | Southside <br> Bancshares, Inc.<br>| 132858 | 3735967 |
|  | Southstate Bank <br> Corp.<br>| 455654 | 40393727 |
|  | SR Bancorp, Inc. | 3057 | 44999 |
|  | Stellar Bancorp, Inc. | 216332 | 6366651 |
| \*†† | Sterling Bancorp, Inc. | 78172 | 0 |
|  | Stewart Information <br> Services Corp.<br>| 139002 | 9489667 |
|  | Stifel Financial Corp. | 229277 | 27153275 |
| # | Stock Yards Bancorp, <br> Inc.<br>| 143974 | 9361189 |
| \* | StoneX Group, Inc. | 225716 | 20747815 |
|  | Summit State Bank | 1117 | 12253 |
|  | Synovus Financial <br> Corp.<br>| 520518 | 23235924 |
| \* | Texas Capital <br> Bancshares, Inc.<br>| 207340 | 17383386 |
|  | TFS Financial Corp. | 495078 | 6584537 |
| \* | Third Coast <br> Bancshares, Inc.<br>| 31297 | 1150165 |
|  | Timberland Bancorp, <br> Inc.<br>| 63178 | 2029277 |
|  | Tiptree, Inc. | 266564 | 4720848 |
|  | Tompkins Financial <br> Corp.<br>| 60896 | 3864460 |
|  | Towne Bank | 331783 | 10786265 |
|  | TriCo Bancshares | 177864 | 7866925 |
| \* | Triumph Financial, <br> Inc.<br>| 105644 | 5753372 |
| #\* | Trupanion, Inc. | 88310 | 3531517 |
|  | TrustCo Bank Corp. | 84865 | 3200259 |
|  | Trustmark Corp. | 329916 | 12279474 |
|  | UMB Financial Corp. | 380602 | 40678742 |
|  | Union Bankshares, <br> Inc.<br>| 7329 | 167248 |

---

------

**U.S. Small Cap Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) |
|  | United Bancshares, <br> Inc.<br>| 700 | $24542 |
|  | United Bankshares, <br> Inc.<br>| 642869 | 23008282 |
|  | United Community <br> Banks, Inc.<br>| 541959 | 15825203 |
|  | United Fire Group, <br> Inc.<br>| 106145 | 3208763 |
|  | United Security <br> Bancshares<br>| 75494 | 691903 |
|  | Unity Bancorp, Inc. | 50244 | 2281580 |
|  | Universal Insurance <br> Holdings, Inc.<br>| 127365 | 3925389 |
|  | Univest Financial <br> Corp.<br>| 123691 | 3631568 |
|  | USCB Financial <br> Holdings, Inc.<br>| 18644 | 321795 |
|  | Valley National <br> Bancorp<br>| 2523589 | 27431412 |
|  | Value Line, Inc. | 18874 | 691921 |
| \* | Velocity Financial, <br> Inc.<br>| 34228 | 637325 |
|  | Victory Capital <br> Holdings, Inc., <br> Class A<br>| 263472 | 16406401 |
|  | Virginia National <br> Bankshares Corp.<br>| 2839 | 112935 |
|  | Virtu Financial, Inc., <br> Class A<br>| 389368 | 13565581 |
|  | Virtus Investment <br> Partners, Inc.<br>| 29806 | 4853013 |
|  | Voya Financial, Inc. | 292611 | 21787815 |
|  | WaFd, Inc. | 357660 | 10382870 |
|  | Walker & Dunlop, Inc. | 151623 | 12117710 |
|  | Washington Trust <br> Bancorp, Inc.<br>| 81413 | 2217690 |
|  | Waterstone Financial, <br> Inc.<br>| 177610 | 2717433 |
|  | Webster Financial <br> Corp.<br>| 398765 | 22745556 |
|  | WesBanco, Inc. | 426881 | 12849118 |
|  | West BanCorp, Inc. | 74056 | 1575171 |
|  | Westamerica <br> BanCorp<br>| 162753 | 7755180 |
|  | Western Alliance <br> Bancorp<br>| 335605 | 25959047 |
|  | Western New England <br> Bancorp, Inc.<br>| 116570 | 1325401 |
| # | Western Union Co. | 1375203 | 12830644 |
|  | Westwood Holdings <br> Group, Inc.<br>| 23526 | 394061 |
| \* | WEX, Inc. | 115519 | 16851912 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) |
|  | White Mountains <br> Insurance Group <br> Ltd.<br>| 16011 | $30493910 |
|  | Wintrust Financial <br> Corp.<br>| 299866 | 38988577 |
| # | WisdomTree, Inc. | 656042 | 7846262 |
| \* | World Acceptance <br> Corp.<br>| 37631 | 4796824 |
|  | WSFS Financial <br> Corp.<br>| 329604 | 17169072 |
|  | WVS Financial Corp. | 3222 | 40404 |
|  | Zions Bancorp NA | 454565 | 23687382 |
| TOTAL FINANCIALS | TOTAL FINANCIALS |  | 3334223331 |
| HEALTH CARE — (9.8%) | HEALTH CARE — (9.8%) | HEALTH CARE — (9.8%) | HEALTH CARE — (9.8%) |
| \* | 10X Genomics, Inc., <br> Class A<br>| 195079 | 2660878 |
| \* | 4D Molecular <br> Therapeutics, Inc.<br>| 21383 | 245905 |
| #†† | 89bio, Inc. | 290598 | 98803 |
| #\* | Absci Corp. | 81215 | 347600 |
| \* | AC Immune SA | 36795 | 124367 |
| \* | Acadia Healthcare <br> Co., Inc.<br>| 330171 | 7098676 |
| \* | ACADIA <br> Pharmaceuticals, <br> Inc.<br>| 467780 | 10618606 |
| \* | Aclaris Therapeutics, <br> Inc.<br>| 11799 | 29733 |
| \* | Acurx <br> Pharmaceuticals, <br> Inc.<br>| 1273 | 6390 |
| \* | AdaptHealth Corp. | 447511 | 4023124 |
| \* | Adaptive <br> Biotechnologies <br> Corp.<br>| 40208 | 698011 |
| \* | Addus HomeCare <br> Corp.<br>| 81691 | 9548861 |
| #\* | ADMA Biologics, Inc. | 1000995 | 15495403 |
| #†† | Aduro Biotech, Inc. | 57164 | 21722 |
| #\* | Adverum <br> Biotechnologies, <br> Inc.<br>| 44325 | 190598 |
| \* | Agios <br> Pharmaceuticals, <br> Inc.<br>| 162694 | 7034889 |
| #\* | Akebia Therapeutics, <br> Inc.<br>| 293683 | 649039 |
| \* | Akero Therapeutics, <br> Inc.<br>| 77452 | 4197898 |
| †† | Albireo Pharma, Inc. | 36732 | 234350 |
| #\* | Aldeyra Therapeutics, <br> Inc.<br>| 179400 | 909558 |

---

------

**U.S. Small Cap Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| HEALTH CARE — (Continued) | HEALTH CARE — (Continued) | HEALTH CARE — (Continued) | HEALTH CARE — (Continued) |
| \* | Alector, Inc. | 38874 | $57145 |
| \* | Align Technology, Inc. | 86589 | 11938891 |
| #\* | Aligos Therapeutics, <br> Inc.<br>| 3347 | 27613 |
| \* | Alkermes PLC | 734856 | 22560079 |
| #\* | Allogene <br> Therapeutics, Inc.<br>| 22210 | 27540 |
| #\* | Altimmune, Inc. | 92177 | 373317 |
| \* | American Shared <br> Hospital Services<br>| 3446 | 7788 |
| \* | American Well Corp., <br> Class A<br>| 28433 | 148420 |
| \* | AMN Healthcare <br> Services, Inc.<br>| 170823 | 3363505 |
| \* | Amneal <br> Pharmaceuticals, <br> Inc.<br>| 1193032 | 12908606 |
| \* | Amphastar <br> Pharmaceuticals, <br> Inc.<br>| 210331 | 5363440 |
| #\* | Amylyx <br> Pharmaceuticals, <br> Inc.<br>| 115369 | 1607090 |
| \* | AngioDynamics, Inc. | 175370 | 2109701 |
| \* | ANI Pharmaceuticals, <br> Inc.<br>| 92226 | 8355676 |
| \* | Anika Therapeutics, <br> Inc.<br>| 56298 | 548906 |
| #\* | Annexon, Inc. | 163040 | 515206 |
| #\* | Arcturus Therapeutics <br> Holdings, Inc.<br>| 117574 | 1172213 |
| \* | Arcus Biosciences, <br> Inc.<br>| 291089 | 5740275 |
| \* | ArriVent Biopharma, <br> Inc.<br>| 1290 | 24162 |
| \* | Arrowhead <br> Pharmaceuticals, <br> Inc.<br>| 81074 | 3436727 |
| \* | Artivion, Inc. | 189014 | 8575565 |
| \* | Arvinas, Inc. | 109568 | 1111020 |
| \* | Astrana Health, Inc. | 194739 | 6077804 |
| \* | Astria Therapeutics, <br> Inc.<br>| 30169 | 381034 |
| \* | Atara Biotherapeutics, <br> Inc.<br>| 2360 | 35046 |
| \* | Atea Pharmaceuticals, <br> Inc.<br>| 312076 | 1014247 |
| \* | AtriCure, Inc. | 165727 | 5725868 |
| #\* | Aura Biosciences, <br> Inc.<br>| 96863 | 593770 |
| \* | Avalo Therapeutics, <br> Inc.<br>| 2809 | 50646 |
| \* | Avanos Medical, Inc. | 164120 | 1823373 |
| \* | Avantor, Inc. | 973270 | 11504051 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| HEALTH CARE — (Continued) | HEALTH CARE — (Continued) | HEALTH CARE — (Continued) | HEALTH CARE — (Continued) |
| \* | Aveanna Healthcare <br> Holdings, Inc.<br>| 71198 | $644342 |
| \* | Avidity Biosciences, <br> Inc.<br>| 49500 | 3457575 |
| \* | Axogen, Inc. | 184083 | 4090324 |
| #\* | Azenta, Inc. | 199982 | 6039456 |
|  | Baxter International, <br> Inc.<br>| 120012 | 2216622 |
| #\* | Beam Therapeutics, <br> Inc.<br>| 433339 | 10837808 |
| \* | BioCryst <br> Pharmaceuticals, <br> Inc.<br>| 240984 | 1764003 |
| \* | BioLife Solutions, Inc. | 186947 | 5210213 |
| \* | BioMarin <br> Pharmaceutical, <br> Inc.<br>| 337798 | 18095839 |
| #\* | Bio-Rad Laboratories, <br> Inc., Class A<br>| 62768 | 20057514 |
| \* | Biote Corp., Class A | 165086 | 473797 |
|  | Bio-Techne Corp. | 366489 | 22931217 |
| \* | Bioventus, Inc., <br> Class A<br>| 180215 | 1180408 |
| \* | Black Diamond <br> Therapeutics, Inc.<br>| 57330 | 221867 |
| #\* | BrightSpring Health <br> Services, Inc.<br>| 361883 | 11960233 |
| \* | Brookdale Senior <br> Living, Inc.<br>| 940267 | 8716275 |
|  | Bruker Corp. | 284495 | 11078235 |
| \* | Butterfly Network, Inc. | 309076 | 831414 |
| \* | Cabaletta Bio, Inc. | 17236 | 62222 |
| #\* | Cardiff Oncology, Inc. | 5896 | 13856 |
| \* | CareCloud, Inc. | 30245 | 89223 |
| \* | CareDx, Inc. | 217883 | 3268245 |
| \* | Caribou Biosciences, <br> Inc.<br>| 199480 | 482742 |
| \* | Castle Biosciences, <br> Inc.<br>| 120492 | 3072546 |
| \* | Catalyst <br> Pharmaceuticals, <br> Inc.<br>| 460186 | 9788156 |
| \* | Celldex Therapeutics, <br> Inc.<br>| 74520 | 1991920 |
| \* | Cellectar Biosciences, <br> Inc.<br>| 6137 | 20804 |
| \* | Certara, Inc. | 668709 | 7777086 |
| \* | CervoMed, Inc. | 8875 | 62569 |
| #\* | CG oncology, Inc. | 39043 | 1689391 |
| \* | Champions Oncology, <br> Inc.<br>| 2099 | 14336 |
| \* | Charles River <br> Laboratories <br> International, Inc.<br>| 176629 | 31805584 |

---

------

**U.S. Small Cap Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| HEALTH CARE — (Continued) | HEALTH CARE — (Continued) | HEALTH CARE — (Continued) | HEALTH CARE — (Continued) |
|  | Chemed Corp. | 41056 | $17707453 |
| \*†† | Chinook Therapeutics, <br> Inc.<br>| 363217 | 0 |
| #\* | Clover Health <br> Investments Corp.<br>| 473995 | 1673202 |
| \* | Codexis, Inc. | 125376 | 297141 |
| \* | Collegium <br> Pharmaceutical, <br> Inc.<br>| 139139 | 5009004 |
| #\* | Community Health <br> Systems, Inc.<br>| 502821 | 1950945 |
| \* | Compass <br> Therapeutics, Inc.<br>| 3334 | 12469 |
|  | Concentra Group <br> Holdings Parent, <br> Inc.<br>| 751798 | 14975816 |
|  | CONMED Corp. | 138051 | 6074244 |
| \* | Corbus <br> Pharmaceuticals <br> Holdings, Inc.<br>| 5585 | 67858 |
| \* | Corcept Therapeutics, <br> Inc.<br>| 550039 | 40411365 |
| \* | CorVel Corp. | 348181 | 25747985 |
| \* | Coya Therapeutics, <br> Inc.<br>| 7683 | 48557 |
| #\* | Crinetics <br> Pharmaceuticals, <br> Inc.<br>| 94193 | 4097396 |
| #\* | CRISPR Therapeutics <br> AG<br>| 285808 | 18288854 |
| \* | Cross Country <br> Healthcare, Inc.<br>| 255867 | 3136929 |
| \* | CryoPort, Inc. | 197583 | 1825667 |
| \* | Cullinan Therapeutics, <br> Inc.<br>| 116327 | 1007392 |
| \* | CVRx, Inc. | 15865 | 161664 |
| \* | Cytek Biosciences, <br> Inc.<br>| 532897 | 2078298 |
| \* | CytomX Therapeutics, <br> Inc.<br>| 175410 | 626214 |
| \* | DarioHealth Corp. | 17 | 238 |
| #\* | DaVita, Inc. | 143021 | 17022359 |
| \* | Day One <br> Biopharmaceuticals, <br> Inc.<br>| 192082 | 1429090 |
| \* | Definitive Healthcare <br> Corp.<br>| 401744 | 1112831 |
| \* | Denali Therapeutics, <br> Inc.<br>| 598417 | 9742229 |
|  | Dentsply Sirona, Inc. | 763591 | 9628883 |
| \* | Design Therapeutics, <br> Inc.<br>| 48525 | 325118 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| HEALTH CARE — (Continued) | HEALTH CARE — (Continued) | HEALTH CARE — (Continued) | HEALTH CARE — (Continued) |
| \* | Dianthus <br> Therapeutics, Inc.<br>| 3420 | $119632 |
| #\* | Disc Medicine, Inc. | 31496 | 2715585 |
| \* | DocGo, Inc. | 9607 | 10472 |
| \* | Doximity, Inc., <br> Class A<br>| 331176 | 21857616 |
| #\* | Dynavax Technologies <br> Corp.<br>| 592719 | 6081297 |
| \* | Edgewise <br> Therapeutics, Inc.<br>| 255043 | 4662186 |
| \* | Editas Medicine, Inc. | 13960 | 42997 |
| \* | Elanco Animal Health, <br> Inc.<br>| 1788061 | 39605551 |
| \* | Electromed, Inc. | 51122 | 1229995 |
| \* | Eledon <br> Pharmaceuticals, <br> Inc.<br>| 61194 | 264358 |
|  | Embecta Corp. | 121206 | 1616888 |
| #\* | Emergent <br> BioSolutions, Inc.<br>| 223280 | 2786534 |
| #\* | Enanta <br> Pharmaceuticals, <br> Inc.<br>| 46699 | 511821 |
|  | Encompass Health <br> Corp.<br>| 207853 | 23664064 |
| \* | Enhabit, Inc. | 217166 | 1765560 |
| \* | Enliven Therapeutics, <br> Inc.<br>| 59391 | 1390937 |
| \* | Enovis Corp. | 242976 | 7590570 |
|  | Ensign Group, Inc. | 255675 | 46047067 |
| \* | Entrada Therapeutics, <br> Inc.<br>| 24019 | 166932 |
| \* | Envista Holdings <br> Corp.<br>| 699771 | 14240340 |
| \* | Erasca, Inc. | 204008 | 493699 |
| #\* | Evolent Health, Inc., <br> Class A<br>| 398670 | 2659129 |
| \* | Exact Sciences Corp. | 562696 | 36400804 |
| #\* | Exelixis, Inc. | 612906 | 23701075 |
| \* | EyePoint <br> Pharmaceuticals, <br> Inc.<br>| 82665 | 1082085 |
| \* | Fate Therapeutics, <br> Inc.<br>| 156009 | 210612 |
| \* | FONAR Corp. | 27129 | 408020 |
| \* | Forte Biosciences, <br> Inc.<br>| 1213 | 15696 |
| \* | Fulcrum Therapeutics, <br> Inc.<br>| 227940 | 1994475 |
| \* | Fulgent Genetics, Inc. | 128989 | 2895803 |
| \* | GeneDx Holdings <br> Corp.<br>| 29177 | 3994623 |
| \* | Glaukos Corp. | 62055 | 5465184 |

---

------

**U.S. Small Cap Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| HEALTH CARE — (Continued) | HEALTH CARE — (Continued) | HEALTH CARE — (Continued) | HEALTH CARE — (Continued) |
| \* | Globus Medical, Inc., <br> Class A<br>| 162609 | $9819958 |
| #\* | GoodRx Holdings, <br> Inc., Class A<br>| 385396 | 1298785 |
| \* | GRAIL, Inc. | 27863 | 2561446 |
| #\* | Gyre Therapeutics, <br> Inc.<br>| 6030 | 46733 |
| \* | Haemonetics Corp. | 202247 | 10114372 |
| \* | Halozyme <br> Therapeutics, Inc.<br>| 495079 | 32274200 |
| \* | Harmony Biosciences <br> Holdings, Inc.<br>| 241921 | 6911683 |
| #\* | Harrow, Inc. | 59971 | 2265105 |
| \* | Health Catalyst, Inc. | 189269 | 611339 |
| \* | HealthEquity, Inc. | 366127 | 34628292 |
|  | HealthStream, Inc. | 165949 | 4082345 |
| \* | Henry Schein, Inc. | 479524 | 30305916 |
| #\* | Hims & Hers Health, <br> Inc.<br>| 705887 | 32089623 |
| \* | ICU Medical, Inc. | 87113 | 10461400 |
| \* | Ideaya Biosciences, <br> Inc.<br>| 92143 | 2935676 |
| \*†† | IMARA, Inc. | 8795 | 0 |
| #\* | Immuneering Corp., <br> Class A<br>| 7614 | 52308 |
| \* | Immunome, Inc. | 77578 | 1246678 |
| \* | InfuSystem Holdings, <br> Inc.<br>| 84637 | 876839 |
| \* | Innoviva, Inc. | 284079 | 5170238 |
| \* | Inogen, Inc. | 113040 | 931450 |
| \* | Inspire Medical <br> Systems, Inc.<br>| 55456 | 3997268 |
| #\* | Instil Bio, Inc. | 10258 | 180951 |
| #\* | Integer Holdings <br> Corp.<br>| 151117 | 9757625 |
| \* | Integra LifeSciences <br> Holdings Corp.<br>| 219690 | 2638477 |
| #\* | Intellia Therapeutics, <br> Inc.<br>| 264991 | 3344186 |
| #\* | Iovance <br> Biotherapeutics, <br> Inc.<br>| 231029 | 455127 |
|  | iRadimed Corp. | 56183 | 4315416 |
| \*†† | iTeos Therapeutics, <br> Inc.<br>| 60348 | 0 |
| \* | Janux Therapeutics, <br> Inc.<br>| 28057 | 805516 |
| #\* | Jazz Pharmaceuticals <br> PLC<br>| 233591 | 32151465 |
| \* | Joint Corp. | 20948 | 165280 |
| \* | Kewaunee Scientific <br> Corp.<br>| 13074 | 546755 |
| \* | Kezar Life Sciences, <br> Inc.<br>| 1272 | 7899 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| HEALTH CARE — (Continued) | HEALTH CARE — (Continued) | HEALTH CARE — (Continued) | HEALTH CARE — (Continued) |
| \* | Kiniksa <br> Pharmaceuticals <br> International PLC<br>| 118118 | $4371547 |
| \* | Kodiak Sciences, Inc. | 133972 | 2428243 |
| \* | Krystal Biotech, Inc. | 132591 | 26188048 |
| \* | Kura Oncology, Inc. | 163639 | 1680573 |
| \* | Kymera Therapeutics, <br> Inc.<br>| 89783 | 5552181 |
| \* | Kyverna Therapeutics, <br> Inc.<br>| 17692 | 123313 |
| \* | Lantern Pharma, Inc. | 12797 | 51316 |
| \* | Lantheus Holdings, <br> Inc.<br>| 308422 | 17792865 |
| \* | Larimar Therapeutics, <br> Inc.<br>| 56111 | 218272 |
|  | LeMaitre Vascular, <br> Inc.<br>| 100480 | 8702573 |
| \* | LENSAR, Inc. | 40133 | 493636 |
| \* | LENZ Therapeutics, <br> Inc.<br>| 6348 | 188663 |
| \* | Lexeo Therapeutics, <br> Inc.<br>| 191633 | 1918246 |
| \* | LifeStance Health <br> Group, Inc.<br>| 776450 | 3804605 |
| \* | Ligand <br> Pharmaceuticals, <br> Inc.<br>| 81112 | 15517537 |
| #\* | LivaNova PLC | 230614 | 12137215 |
| \* | MannKind Corp. | 1139264 | 6368486 |
| \* | Maravai LifeSciences <br> Holdings, Inc., <br> Class A<br>| 264392 | 830191 |
| #\* | Masimo Corp. | 40758 | 5732613 |
| #\* | MaxCyte, Inc. | 239070 | 368168 |
| \* | Medpace Holdings, <br> Inc.<br>| 61281 | 35843870 |
| \* | Merit Medical <br> Systems, Inc.<br>| 264473 | 23151966 |
| \*†† | Merrimack <br> Pharmaceuticals, <br> Inc.<br>| 88364 | 0 |
|  | Mesa Laboratories, <br> Inc.<br>| 13537 | 973175 |
| \* | Metagenomi, Inc. | 27159 | 68984 |
| \* | MiMedx Group, Inc. | 494088 | 3779773 |
| #\* | Mineralys <br> Therapeutics, Inc.<br>| 37735 | 1541852 |
| †† | Mirati Therapeutics, <br> Inc.<br>| 13386 | 39890 |
| \* | Molina Healthcare, <br> Inc.<br>| 80410 | 12307555 |
| #\* | Monte Rosa <br> Therapeutics, Inc.<br>| 76159 | 978643 |

---

------

**U.S. Small Cap Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| HEALTH CARE — (Continued) | HEALTH CARE — (Continued) | HEALTH CARE — (Continued) | HEALTH CARE — (Continued) |
| \* | MoonLake <br> Immunotherapeutics<br>| 144036 | $1454764 |
| \* | Mural Oncology PLC | 10500 | 21945 |
| \* | Myriad Genetics, Inc. | 180451 | 1450826 |
|  | National HealthCare <br> Corp.<br>| 74683 | 8920138 |
|  | National Research <br> Corp.<br>| 99670 | 1331591 |
| #\* | Neogen Corp. | 407279 | 2512911 |
| \* | NeoGenomics, Inc. | 471177 | 4603399 |
| \* | Neurocrine <br> Biosciences, Inc.<br>| 32170 | 4607066 |
| \* | Nexgel, Inc. | 152 | 377 |
| \* | Niagen Bioscience, <br> Inc.<br>| 196729 | 1483337 |
| \* | Nkarta, Inc. | 40387 | 85217 |
| \* | Novocure Ltd. | 159020 | 2037046 |
| \* | Nurix Therapeutics, <br> Inc.<br>| 7017 | 90800 |
| #\* | Nutex Health, Inc. | 1543 | 189882 |
| #\* | Nuvation Bio, Inc. | 291965 | 1524057 |
| \* | Olema <br> Pharmaceuticals, <br> Inc.<br>| 273517 | 2453447 |
| #\*» | OmniAb, Inc. <br> (2200963D US)<br>| 30196 | 0 |
| #\*» | OmniAb, Inc. <br> (2200964D US)<br>| 30196 | 0 |
| \* | OmniAb, Inc. (OABI <br> UQ)<br>| 332438 | 515279 |
| \* | Omnicell, Inc. | 202883 | 6810782 |
| \*†† | Opiant <br> Pharmaceuticals, <br> Inc.<br>| 18273 | 0 |
| #\* | OptimizeRx Corp. | 56851 | 1164877 |
| \* | Option Care Health, <br> Inc.<br>| 925945 | 24102348 |
| \* | OraSure <br> Technologies, Inc.<br>| 315963 | 865739 |
| #\* | Organogenesis <br> Holdings, Inc.<br>| 527047 | 2239950 |
|  | Organon & Co. | 639875 | 4319156 |
| #\* | ORIC <br> Pharmaceuticals, <br> Inc.<br>| 203726 | 2681034 |
| \* | Orthofix Medical, Inc. | 164283 | 2536530 |
| \* | OrthoPediatrics Corp. | 107374 | 1808178 |
| \* | Outset Medical, Inc. | 43138 | 565971 |
| \* | Owens & Minor, Inc. | 342128 | 1358248 |
| \* | Pacira BioSciences, <br> Inc.<br>| 191266 | 4089267 |
| #\*†† | PDL BioPharma, Inc. | 1354466 | 568876 |
| \* | Pediatrix Medical <br> Group, Inc.<br>| 368884 | 6259961 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| HEALTH CARE — (Continued) | HEALTH CARE — (Continued) | HEALTH CARE — (Continued) | HEALTH CARE — (Continued) |
| \* | Pennant Group, Inc. | 152654 | $3775133 |
| \* | Penumbra, Inc. | 61977 | 14091710 |
|  | Perrigo Co. PLC | 583212 | 12095817 |
| #\* | Personalis, Inc. | 181195 | 1746720 |
|  | Phibro Animal Health <br> Corp., Class A<br>| 86858 | 3653247 |
| \* | Phio Pharmaceuticals <br> Corp.<br>| 187 | 383 |
| \* | Phreesia, Inc. | 47342 | 1071823 |
| †† | Poseida Therapeutics, <br> Inc.<br>| 44685 | 22343 |
| \* | Precision <br> BioSciences, Inc.<br>| 4894 | 39935 |
| # | Premier, Inc., Class A | 440092 | 12375387 |
| \* | Prestige Consumer <br> Healthcare, Inc.<br>| 254874 | 15445364 |
| \* | Privia Health Group, <br> Inc.<br>| 462599 | 11241156 |
| \* | Pro-Dex, Inc. | 22198 | 804456 |
| \* | Progyny, Inc. | 346958 | 6491584 |
| \* | Protagonist <br> Therapeutics, Inc.<br>| 30657 | 2410253 |
| \* | Protalix <br> BioTherapeutics, <br> Inc.<br>| 6926 | 16415 |
| \* | Protara Therapeutics, <br> Inc.<br>| 27255 | 141181 |
| #\* | Prothena Corp. PLC | 141265 | 1518599 |
| \* | PTC Therapeutics, <br> Inc.<br>| 134899 | 9214951 |
| \* | Pulmonx Corp. | 69881 | 139762 |
| \* | Puma Biotechnology, <br> Inc.<br>| 211548 | 1078895 |
| \* | Q/C Technologies, <br> Inc.<br>| 13189 | 52097 |
| \* | Quanterix Corp. | 83052 | 443498 |
| \* | QuidelOrtho Corp. | 253980 | 6854920 |
| \* | Quipt Home Medical <br> Corp.<br>| 21409 | 52452 |
| \* | RadNet, Inc. | 334279 | 25401861 |
| \* | Rafael Holdings, Inc., <br> Class B<br>| 17033 | 23165 |
| #\* | Rapport Therapeutics, <br> Inc.<br>| 15434 | 446506 |
| \* | REGENXBIO, Inc. | 209814 | 2679325 |
| \* | Relay Therapeutics, <br> Inc.<br>| 388360 | 2772890 |
| \* | Relmada <br> Therapeutics, Inc.<br>| 2078 | 4696 |
| \* | Repligen Corp. | 214830 | 32022560 |
| #\* | Replimune Group, <br> Inc.<br>| 132623 | 1290422 |
| \* | Revolution Medicines, <br> Inc.<br>| 256066 | 15066923 |

---

------

**U.S. Small Cap Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| HEALTH CARE — (Continued) | HEALTH CARE — (Continued) | HEALTH CARE — (Continued) | HEALTH CARE — (Continued) |
|  | Revvity, Inc. | 8626 | $807307 |
| \*†† | Rexahn <br> Pharmaceuticals, <br> Inc.<br>| 246 | 0 |
| \* | Rezolute, Inc. | 37700 | 351364 |
| \* | Rigel <br> Pharmaceuticals, <br> Inc.<br>| 33925 | 1071352 |
| \* | Roivant Sciences Ltd. | 2270543 | 45388155 |
| †† | Sage Therapeutics, <br> Inc.<br>| 81222 | 14620 |
| #\* | Sana Biotechnology, <br> Inc.<br>| 98990 | 490001 |
| \* | Sanara Medtech, Inc. | 7209 | 211224 |
| #\* | Sarepta Therapeutics, <br> Inc.<br>| 30981 | 743854 |
| \* | Savara, Inc. | 117031 | 485679 |
| #\* | Schrodinger, Inc. | 192132 | 4042457 |
| \* | Seer, Inc. | 9759 | 21567 |
|  | Select Medical <br> Holdings Corp.<br>| 547634 | 7573778 |
| #\* | Semler Scientific, Inc. | 28794 | 761889 |
| \* | Senseonics Holdings, <br> Inc.<br>| 7458 | 52579 |
| \* | Sensus Healthcare, <br> Inc.<br>| 47295 | 150871 |
| #\* | SI-BONE, Inc. | 78874 | 1169701 |
|  | SIGA Technologies, <br> Inc.<br>| 302554 | 2505147 |
| \* | Sight Sciences, Inc. | 58836 | 297710 |
| \* | Simulations Plus, Inc. | 34418 | 591301 |
| \* | SiNtx Technologies, <br> Inc.<br>| 3524 | 11242 |
| #\* | Skye Bioscience, Inc. | 7388 | 11451 |
| \* | Solid Biosciences, <br> Inc.<br>| 182649 | 984478 |
| #\* | Sonida Senior Living, <br> Inc.<br>| 1757 | 45506 |
| \* | Sotera Health Co. | 857384 | 14232574 |
| \* | Spyre Therapeutics, <br> Inc.<br>| 12774 | 312452 |
| \* | STAAR Surgical Co. | 105391 | 2726465 |
| #\* | Stoke Therapeutics, <br> Inc.<br>| 148485 | 4460489 |
| \* | Supernus <br> Pharmaceuticals, <br> Inc.<br>| 257781 | 14211467 |
| \* | Surgery Partners, Inc. | 526604 | 11548426 |
| \* | Surmodics, Inc. | 71154 | 1952110 |
| \* | Sutro Biopharma, Inc. | 40739 | 45628 |
| \* | Syndax <br> Pharmaceuticals, <br> Inc.<br>| 28312 | 387874 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| HEALTH CARE — (Continued) | HEALTH CARE — (Continued) | HEALTH CARE — (Continued) | HEALTH CARE — (Continued) |
| \* | Tactile Systems <br> Technology, Inc.<br>| 93093 | $1402912 |
| \* | Talkspace, Inc. | 439105 | 1418309 |
| #\* | Tango Therapeutics, <br> Inc.<br>| 193533 | 1569553 |
| \* | Taysha Gene <br> Therapies, Inc.<br>| 45938 | 227852 |
| \* | Tectonic Therapeutic, <br> Inc.<br>| 1512 | 27594 |
| \* | Teladoc Health, Inc. | 723314 | 6242200 |
|  | Teleflex, Inc. | 85483 | 10640069 |
| #\* | Terns <br> Pharmaceuticals, <br> Inc.<br>| 353381 | 2918927 |
| \*†† | Tetraphase <br> Pharmaceuticals, <br> Inc.<br>| 2198 | 0 |
| \* | Theravance <br> Biopharma, Inc.<br>| 176165 | 2582579 |
| \*†† | Third Harmonic Bio, <br> Inc.<br>| 16199 | 486 |
| #\* | TransMedics Group, <br> Inc.<br>| 121596 | 15994738 |
| \* | Treace Medical <br> Concepts, Inc.<br>| 44077 | 281652 |
| \* | Trevi Therapeutics, <br> Inc.<br>| 5258 | 61308 |
| \* | TruBridge, Inc. | 41750 | 802435 |
| \* | Twist Bioscience <br> Corp.<br>| 175684 | 5778247 |
| #\* | Tyra Biosciences, Inc. | 10012 | 158590 |
|  | U.S. Physical <br> Therapy, Inc.<br>| 67559 | 5828315 |
| #\* | UFP Technologies, <br> Inc.<br>| 34525 | 6650896 |
|  | Universal Health <br> Services, Inc., <br> Class B<br>| 23072 | 5006855 |
|  | Utah Medical <br> Products, Inc.<br>| 21622 | 1256238 |
| \* | Vanda <br> Pharmaceuticals, <br> Inc.<br>| 250528 | 1089797 |
| \* | Varex Imaging Corp. | 172331 | 2014549 |
| \* | Ventyx Biosciences, <br> Inc.<br>| 69294 | 591078 |
| \* | Vera Therapeutics, <br> Inc.<br>| 78846 | 2243957 |
| \* | Veracyte, Inc. | 336124 | 12127354 |
| \* | Vericel Corp. | 190939 | 6694321 |
| \* | Veru, Inc. | 3942 | 11629 |
| †† | Verve Therapeutics, <br> Inc.<br>| 71840 | 45259 |

---

------

**U.S. Small Cap Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| HEALTH CARE — (Continued) | HEALTH CARE — (Continued) | HEALTH CARE — (Continued) | HEALTH CARE — (Continued) |
|  | Viatris, Inc. | 1580516 | $16374146 |
| \* | Vicarious Surgical, <br> Inc., Class A<br>| 1547 | 8246 |
| #\* | Viking Therapeutics, <br> Inc.<br>| 16985 | 646789 |
| \* | Vir Biotechnology, <br> Inc.<br>| 462744 | 2757954 |
| \* | Viridian Therapeutics, <br> Inc.<br>| 70162 | 1657928 |
| \* | Vistagen <br> Therapeutics, Inc.<br>| 50540 | 199128 |
| \* | Voyager Therapeutics, <br> Inc.<br>| 104848 | 489640 |
| \* | Waystar Holding <br> Corp.<br>| 122800 | 4402380 |
| \* | Xencor, Inc. | 200084 | 2943236 |
| \* | Xenon <br> Pharmaceuticals, <br> Inc.<br>| 60384 | 2531297 |
| \* | XOMA Royalty Corp. | 3497 | 115331 |
| \* | Zymeworks, Inc. | 249939 | 4770086 |
| TOTAL HEALTH CARE | TOTAL HEALTH CARE |  | 1777078121 |
| INDUSTRIALS — (20.4%) | INDUSTRIALS — (20.4%) | INDUSTRIALS — (20.4%) | INDUSTRIALS — (20.4%) |
| #\* | 3D Systems Corp. | 165000 | 471900 |
|  | A.O. Smith Corp. | 267149 | 17629163 |
| # | AAON, Inc. | 363612 | 35775785 |
| \* | AAR Corp. | 182251 | 15347357 |
|  | ABM Industries, Inc. | 335612 | 14431316 |
|  | ACCO Brands Corp. | 451718 | 1698460 |
|  | Acme United Corp. | 16929 | 643471 |
|  | Acuity, Inc. | 110617 | 40380736 |
| \* | ACV Auctions, Inc., <br> Class A<br>| 398121 | 3610957 |
|  | Advanced Drainage <br> Systems, Inc.<br>| 170531 | 23882867 |
|  | Aebi Schmidt Holding <br> AG<br>| 207433 | 2312878 |
| \* | AerSale Corp. | 24225 | 179750 |
|  | AGCO Corp. | 205373 | 21186279 |
|  | Air Lease Corp. | 487377 | 31123895 |
|  | Alamo Group, Inc. | 53945 | 9641050 |
| \* | Alaska Air Group, Inc. | 490467 | 20467188 |
|  | Albany International <br> Corp., Class A<br>| 138356 | 7828182 |
|  | Alight, Inc., Class A | 1819203 | 5239305 |
| #\* | Allegiant Travel Co. | 74445 | 4628990 |
|  | Allient, Inc. | 94314 | 5157090 |
|  | Allison Transmission <br> Holdings, Inc.<br>| 368705 | 30436598 |
| \* | Alpha Pro Tech Ltd. | 22068 | 100409 |
| # | Alta Equipment <br> Group, Inc.<br>| 125974 | 770961 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) |
| \* | Amentum Holdings, <br> Inc.<br>| 3100 | $69471 |
| #\* | Ameresco, Inc., <br> Class A<br>| 153838 | 6079678 |
| #\* | American Airlines <br> Group, Inc.<br>| 1826709 | 23984689 |
| \* | American <br> Superconductor <br> Corp.<br>| 108362 | 6418281 |
| \* | American Woodmark <br> Corp.<br>| 71228 | 4539360 |
| \* | API Group Corp. | 681845 | 25105533 |
|  | Apogee Enterprises, <br> Inc.<br>| 117279 | 4293584 |
|  | Applied Industrial <br> Technologies, Inc.<br>| 169367 | 43542562 |
|  | ArcBest Corp. | 102229 | 7597659 |
|  | Arcosa, Inc. | 211026 | 21524652 |
|  | Argan, Inc. | 92323 | 28270226 |
|  | Armstrong World <br> Industries, Inc.<br>| 193767 | 36899050 |
|  | Astec Industries, Inc. | 101034 | 4701112 |
| #\* | Astronics Corp. <br> (ATRO US)<br>| 124184 | 6107369 |
| \* | Astronics Corp. <br> (ATROB US), <br> Class B<br>| 39434 | 1940547 |
| #\* | Asure Software, Inc. | 108713 | 962110 |
| \* | ATI, Inc. | 322079 | 31876159 |
|  | Atkore, Inc. | 150151 | 10397957 |
|  | Atmus Filtration <br> Technologies, Inc.<br>| 210919 | 9592596 |
| \* | Avalon Holdings <br> Corp., Class A<br>| 27805 | 76186 |
| #\* | Avis Budget Group, <br> Inc.<br>| 42486 | 5781070 |
|  | AZZ, Inc. | 131230 | 13103316 |
|  | Barrett Business <br> Services, Inc.<br>| 141366 | 5721082 |
|  | BGSF, Inc. | 17440 | 58424 |
| #\* | BlackSky Technology, <br> Inc.<br>| 30684 | 648046 |
| #\* | Bloom Energy Corp., <br> Class A<br>| 473638 | 62595998 |
| #\* | Blue Bird Corp. | 127159 | 6352864 |
| \* | BlueLinx Holdings, <br> Inc.<br>| 37980 | 2485411 |
|  | Boise Cascade Co. | 167901 | 11835341 |
| \* | Bowman Consulting <br> Group Ltd.<br>| 26958 | 1167012 |
|  | Brady Corp., Class A | 211319 | 16041225 |
| \* | BrightView Holdings, <br> Inc.<br>| 306607 | 3777398 |
|  | Brink's Co. | 187401 | 20831495 |

---

------

**U.S. Small Cap Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) |
| \* | Broadwind, Inc. | 41640 | $97438 |
|  | BWX Technologies, <br> Inc.<br>| 64914 | 13866280 |
| #\* | Byrna Technologies, <br> Inc.<br>| 50643 | 1025521 |
| \* | CACI International, <br> Inc., Class A<br>| 57920 | 32565520 |
| \* | Cadeler AS (CDLR <br> US), ADR<br>| 37775 | 699971 |
|  | Cadre Holdings, Inc. | 129663 | 5505491 |
|  | Carpenter Technology <br> Corp.<br>| 139268 | 43994761 |
| \* | Casella Waste <br> Systems, Inc., <br> Class A<br>| 264585 | 23434293 |
| #\* | CBIZ, Inc. | 147443 | 8109365 |
| \* | CECO Environmental <br> Corp.<br>| 171509 | 8385075 |
| \* | Centuri Holdings, Inc. | 31174 | 629403 |
| #\* | Chart Industries, Inc. | 159787 | 31896681 |
|  | Chicago Rivet & <br> Machine Co.<br>| 3975 | 36769 |
| #\* | Cimpress PLC | 108129 | 7483608 |
|  | Civeo Corp. | 26310 | 546722 |
| \* | Clarivate PLC | 1707002 | 5803807 |
|  | Columbus McKinnon <br> Corp.<br>| 112784 | 1830484 |
| \* | Commercial Vehicle <br> Group, Inc.<br>| 146451 | 222606 |
|  | CompX International, <br> Inc.<br>| 21289 | 478790 |
| # | Concentrix Corp. | 34014 | 1371104 |
|  | Concrete Pumping <br> Holdings, Inc.<br>| 116868 | 746787 |
| \* | Conduent, Inc. | 742971 | 1768271 |
| \* | Construction Partners, <br> Inc., Class A<br>| 127880 | 14623078 |
|  | Copa Holdings SA, <br> Class A<br>| 114986 | 14397397 |
| \* | Core & Main, Inc., <br> Class A<br>| 335863 | 17525331 |
| #†† | Costa <br> Communications, <br> Inc.<br>| 5954 | 714 |
| \* | Costamare Bulkers <br> Holdings Ltd.<br>| 106167 | 1373801 |
|  | Costamare, Inc. | 530834 | 6486791 |
|  | Covenant Logistics <br> Group, Inc.<br>| 92120 | 1858060 |
|  | CRA International, <br> Inc.<br>| 37391 | 7122612 |
|  | Crane Co. | 166279 | 31593010 |
|  | CSG Systems <br> International, Inc.<br>| 129293 | 10119763 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) |
|  | CSW Industrials, Inc. | 74746 | $18717893 |
| \* | Custom Truck One <br> Source, Inc.<br>| 232986 | 1372288 |
| \* | Dayforce, Inc. | 365191 | 25103229 |
|  | Deluxe Corp. | 187266 | 3391387 |
| \* | Distribution Solutions <br> Group, Inc.<br>| 160128 | 4377900 |
| \* | DLH Holdings Corp. | 2381 | 14810 |
| \* | DNOW, Inc. | 477074 | 7012988 |
|  | Donaldson Co., Inc. | 246323 | 20752713 |
|  | Douglas Dynamics, <br> Inc.<br>| 105032 | 3175117 |
| \* | Ducommun, Inc. | 80545 | 7390004 |
| \* | DXP Enterprises, Inc. | 117535 | 14063063 |
| \* | Dycom Industries, <br> Inc.<br>| 128633 | 37019291 |
|  | Eastern Co. | 30684 | 655103 |
| \* | Energy Recovery, Inc. | 172639 | 2953853 |
|  | Enerpac Tool Group <br> Corp.<br>| 282313 | 11586126 |
|  | EnerSys | 172200 | 21724752 |
|  | Ennis, Inc. | 157419 | 2581672 |
|  | Enpro, Inc. | 110763 | 25698124 |
| \* | Enviri Corp. | 318654 | 3890765 |
|  | Esab Corp. | 238349 | 27843930 |
|  | ESCO Technologies, <br> Inc.<br>| 153497 | 33687987 |
|  | Espey Mfg. & <br> Electronics Corp.<br>| 8429 | 316172 |
| \* | Everus Construction <br> Group, Inc.<br>| 192265 | 17474966 |
|  | EVI Industries, Inc. | 18517 | 498848 |
| \* | ExlService Holdings, <br> Inc.<br>| 723520 | 28289632 |
|  | Exponent, Inc. | 225698 | 15981675 |
|  | Federal Signal Corp. | 271135 | 32002064 |
| #\* | First Advantage Corp. | 285209 | 3602190 |
|  | Flowserve Corp. | 483028 | 32966661 |
| #\* | Fluence Energy, Inc. | 94728 | 1989288 |
| \* | Fluor Corp. | 602229 | 29370708 |
| \* | Forrester Research, <br> Inc.<br>| 38016 | 271054 |
|  | Fortune Brands <br> Innovations, Inc.<br>| 347460 | 17650968 |
| \* | Forward Air Corp. | 5597 | 105280 |
| #\* | Franklin Covey Co. | 59861 | 1016440 |
|  | Franklin Electric Co., <br> Inc.<br>| 201108 | 19059005 |
| \* | FreightCar America, <br> Inc.<br>| 24728 | 219832 |
| #\* | Frontier Group <br> Holdings, Inc.<br>| 446017 | 1721626 |
|  | FTAI Aviation Ltd. | 1797 | 310701 |

---

------

**U.S. Small Cap Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) |
| # | FTAI Infrastructure, <br> Inc.<br>| 201583 | $1076453 |
| \* | FTI Consulting, Inc. | 153825 | 25382663 |
| \* | Fuel Tech, Inc. | 13495 | 33468 |
| \* | Gates Industrial Corp. <br> PLC<br>| 842754 | 18608008 |
|  | GATX Corp. | 221432 | 34731609 |
|  | Genco Shipping & <br> Trading Ltd.<br>| 191682 | 3266261 |
| \* | Gencor Industries, <br> Inc.<br>| 113025 | 1536010 |
| \* | Generac Holdings, <br> Inc.<br>| 179923 | 30230662 |
|  | Genpact Ltd. | 580478 | 22145236 |
| \* | Gibraltar Industries, <br> Inc.<br>| 130347 | 8132349 |
|  | Global Industrial Co. | 169605 | 4820174 |
|  | Gorman-Rupp Co. | 232465 | 10453951 |
| \* | Graham Corp. | 43763 | 2725997 |
| # | Granite Construction, <br> Inc.<br>| 197929 | 20368873 |
| \* | Great Lakes Dredge & <br> Dock Corp.<br>| 307390 | 3488877 |
|  | Greenbrier Cos., Inc. | 137801 | 5755948 |
|  | Griffon Corp. | 209826 | 15529222 |
| \* | GXO Logistics, Inc. | 407097 | 22882922 |
| \* | Hayward Holdings, <br> Inc.<br>| 726501 | 12328722 |
| \* | Healthcare Services <br> Group, Inc.<br>| 301997 | 5396686 |
|  | Heartland Express, <br> Inc.<br>| 315126 | 2457983 |
|  | Heidrick & Struggles <br> International, Inc.<br>| 121950 | 7118222 |
|  | Helios Technologies, <br> Inc.<br>| 146434 | 8106586 |
|  | Herc Holdings, Inc. | 152656 | 21684785 |
| #\* | Hertz Global Holdings, <br> Inc.<br>| 239400 | 1228122 |
|  | Hexcel Corp. | 284972 | 20347001 |
|  | Hillenbrand, Inc. | 148967 | 4707357 |
| \* | Hillman Solutions <br> Corp.<br>| 527977 | 4867948 |
|  | HireQuest, Inc. | 703 | 5997 |
|  | HNI Corp. | 207715 | 8499698 |
|  | Hub Group, Inc., <br> Class A<br>| 273883 | 10087111 |
| \* | Hudson Technologies, <br> Inc.<br>| 194008 | 1760623 |
|  | Huntington Ingalls <br> Industries, Inc.<br>| 91947 | 29608773 |
| \* | Hurco Cos., Inc. | 24786 | 444909 |
| \* | Huron Consulting <br> Group, Inc.<br>| 129554 | 21303860 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) |
| \* | Hyliion Holdings <br> Corp.<br>| 49828 | $118092 |
|  | Hyster-Yale, Inc. | 63457 | 2280645 |
| \* | IBEX Holdings Ltd. | 51893 | 1939241 |
|  | ICF International, Inc. | 82149 | 6594922 |
| #\* | IES Holdings, Inc. | 177605 | 69599847 |
| #\* | Innodata, Inc. | 82114 | 6126526 |
| \* | Innovative Solutions & <br> Support, Inc.<br>| 69460 | 652924 |
|  | Insperity, Inc. | 158512 | 6993549 |
|  | Insteel Industries, Inc. | 97907 | 3058615 |
|  | Interface, Inc. | 254890 | 6346761 |
| \* | Janus International <br> Group, Inc.<br>| 438273 | 4207421 |
| \* | JELD-WEN Holding, <br> Inc.<br>| 95279 | 413511 |
| #\* | JetBlue Airways Corp. | 1468631 | 6168250 |
| # | Kadant, Inc. | 52369 | 14488408 |
|  | Karat Packaging, Inc. | 25012 | 600788 |
|  | KBR, Inc. | 378208 | 16202431 |
|  | Kelly Services, Inc., <br> Class A<br>| 137169 | 1537664 |
|  | Kennametal, Inc. | 429084 | 9418394 |
|  | Kforce, Inc. | 100751 | 2549000 |
| \* | Kirby Corp. | 237954 | 24623480 |
|  | Knight-Swift <br> Transportation <br> Holdings, Inc.<br>| 547657 | 24710284 |
|  | Korn Ferry | 232158 | 15020623 |
| #\* | Kratos Defense & <br> Security Solutions, <br> Inc.<br>| 687057 | 62247364 |
| \* | L.B. Foster Co., <br> Class A<br>| 46837 | 1283334 |
|  | Landstar System, Inc. | 113501 | 14576933 |
| \* | Legalzoom.com, Inc. | 585489 | 5837325 |
|  | Leonardo DRS, Inc. | 322383 | 11786322 |
| \* | Limbach Holdings, <br> Inc.<br>| 51354 | 4851926 |
|  | Lincoln Electric <br> Holdings, Inc.<br>| 1000 | 234450 |
|  | Lindsay Corp. | 47649 | 5300475 |
| \* | Liquidity Services, <br> Inc.<br>| 297145 | 7113651 |
| \* | Loar Holdings, Inc. | 126855 | 10038036 |
|  | LSI Industries, Inc. | 260499 | 5962822 |
| # | Luxfer Holdings PLC | 42856 | 522843 |
| \* | Lyft, Inc., Class A | 1601635 | 32769452 |
| \* | Manitowoc Co., Inc. | 143079 | 1455113 |
|  | ManpowerGroup, Inc. | 102900 | 3154914 |
|  | Marten Transport Ltd. | 485438 | 4975740 |
| \* | MasTec, Inc. | 129819 | 26503847 |
| \* | Mastech Digital, Inc. | 67197 | 463659 |
| \* | Masterbrand, Inc. | 485690 | 6134265 |
| \* | Matrix Service Co. | 111690 | 1677584 |

---

------

**U.S. Small Cap Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) |
|  | Matson, Inc. | 145659 | $14704276 |
|  | Maximus, Inc. | 222294 | 18477077 |
| \* | Mayville Engineering <br> Co., Inc.<br>| 46625 | 830858 |
|  | McGrath RentCorp | 109449 | 11759201 |
| \* | Mercury Systems, <br> Inc.<br>| 260896 | 20195959 |
| \* | Middleby Corp. | 178075 | 22122257 |
|  | Miller Industries, Inc. | 60949 | 2446493 |
|  | MillerKnoll, Inc. | 284497 | 4443843 |
| \* | Mistras Group, Inc. | 127946 | 1220605 |
| \* | Montrose <br> Environmental <br> Group, Inc.<br>| 117061 | 3029539 |
|  | Moog, Inc., Class A | 176926 | 36243291 |
| \* | MRC Global, Inc. | 360592 | 5030258 |
|  | MSA Safety, Inc. | 174798 | 27448530 |
| # | MSC Industrial Direct <br> Co., Inc., Class A<br>| 173809 | 14758122 |
|  | Mueller Industries, <br> Inc.<br>| 492071 | 52095557 |
|  | Mueller Water <br> Products, Inc., <br> Class A<br>| 696762 | 17878913 |
| \* | MYR Group, Inc. | 69262 | 15078337 |
|  | National Presto <br> Industries, Inc.<br>| 29131 | 3116143 |
| #\* | Net Power, Inc. | 14554 | 55596 |
| \* | NEXTracker, Inc., <br> Class A<br>| 455128 | 46068056 |
|  | NL Industries, Inc. | 111296 | 673341 |
| \* | NN, Inc. | 28556 | 48831 |
| \* | NPK International, <br> Inc.<br>| 400351 | 4924317 |
|  | nVent Electric PLC | 276386 | 31604739 |
| \* | NWPX Infrastructure, <br> Inc.<br>| 57461 | 3456854 |
|  | Omega Flex, Inc. | 37039 | 1024128 |
| \* | OPENLANE, Inc. | 476291 | 12583608 |
| \* | Orion Group Holdings, <br> Inc.<br>| 154015 | 1658742 |
|  | Oshkosh Corp. | 232678 | 28686871 |
| \* | PAMT Corp. | 145219 | 1462355 |
|  | Pangaea Logistics <br> Solutions Ltd.<br>| 143444 | 710048 |
|  | Park Aerospace Corp. | 85983 | 1647434 |
|  | Park-Ohio Holdings <br> Corp.<br>| 55242 | 1139642 |
| \* | Parsons Corp. | 331861 | 27590924 |
| \* | Paylocity Holding <br> Corp.<br>| 121352 | 17143397 |
| \* | Pegasus Cos., Inc. | 6 | 504 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) |
| \* | Perma-Fix <br> Environmental <br> Services, Inc.<br>| 32897 | $450360 |
| \* | Perma-Pipe <br> International <br> Holdings, Inc.<br>| 32813 | 909576 |
|  | Pioneer Power <br> Solutions, Inc.<br>| 19848 | 91301 |
| # | Pitney Bowes, Inc. | 435495 | 4302691 |
| \* | Planet Labs PBC | 502402 | 6757307 |
| # | Powell Industries, Inc. | 89969 | 34493215 |
| #\* | Power Solutions <br> International, Inc.<br>| 5055 | 432809 |
|  | Preformed Line <br> Products Co.<br>| 32244 | 6839275 |
|  | Primoris Services <br> Corp.<br>| 257629 | 36459656 |
| \* | Proto Labs, Inc. | 106063 | 5277695 |
|  | Quad/Graphics, Inc. | 161068 | 887485 |
| # | Quanex Building <br> Products Corp.<br>| 140353 | 1994416 |
| \* | Radiant Logistics, Inc. | 308425 | 1865971 |
| \* | RBC Bearings, Inc. | 51988 | 22278418 |
| \* | RCM Technologies, <br> Inc.<br>| 41884 | 967520 |
| # | Regal Rexnord Corp. | 117415 | 16542599 |
| \* | Resideo Technologies, <br> Inc.<br>| 586922 | 25120262 |
|  | Resources <br> Connection, Inc.<br>| 134111 | 590088 |
|  | REV Group, Inc. | 224418 | 11505911 |
| # | Robert Half, Inc. | 245705 | 6435014 |
|  | Rush Enterprises, Inc. <br> (RUSHA US), <br> Class A<br>| 367756 | 18170824 |
|  | Rush Enterprises, Inc. <br> (RUSHB US), <br> Class B<br>| 103231 | 5416531 |
| \* | RXO, Inc. | 329409 | 5840422 |
|  | Ryder System, Inc. | 63066 | 10672659 |
| \* | RYTHM, Inc. | 425 | 19397 |
| \* | Saia, Inc. | 56961 | 16661093 |
| # | Schneider National, <br> Inc., Class B<br>| 345736 | 7388378 |
|  | Science Applications <br> International Corp.<br>| 190846 | 17884179 |
|  | Sensata Technologies <br> Holding PLC<br>| 441939 | 14066918 |
| \* | Shoals Technologies <br> Group, Inc., <br> Class A<br>| 322945 | 3394152 |
| \* | SIFCO Industries, <br> Inc.<br>| 12885 | 94705 |

---

------

**U.S. Small Cap Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) |
|  | Simpson <br> Manufacturing Co., <br> Inc.<br>| 186014 | $32831471 |
| #\* | SiteOne Landscape <br> Supply, Inc.<br>| 129746 | 16837138 |
| \* | Skillsoft Corp. | 3681 | 48332 |
| \* | SkyWest, Inc. | 180562 | 18142870 |
| \* | SPX Technologies, <br> Inc.<br>| 208498 | 46680617 |
| # | Standex International <br> Corp.<br>| 66322 | 15468280 |
|  | Stanley Black & <br> Decker, Inc.<br>| 174670 | 11828652 |
|  | Steelcase, Inc., <br> Class A<br>| 410862 | 6557358 |
| #\* | Sterling Infrastructure, <br> Inc.<br>| 128798 | 48672764 |
| \* | Strata Critical Medical, <br> Inc.<br>| 260474 | 1310184 |
| \* | Stratasys Ltd. | 9381 | 99626 |
| \* | Sun Country Airlines <br> Holdings, Inc.<br>| 132893 | 1631926 |
| \* | Sunrun, Inc. | 756429 | 15703466 |
| \* | TaskUS, Inc., Class A | 78472 | 1046816 |
| \* | Taylor Devices, Inc. | 3544 | 162209 |
| \* | Team, Inc. | 5530 | 85715 |
| # | Tecnoglass, Inc. | 184595 | 11007400 |
|  | Tennant Co. | 81575 | 6526000 |
|  | Terex Corp. | 296862 | 13661589 |
|  | Tetra Tech, Inc. | 574253 | 18364611 |
| \* | Thermon Group <br> Holdings, Inc.<br>| 145499 | 4180186 |
| \* | TIC Solutions, Inc. | 325477 | 3948036 |
|  | Timken Co. | 319569 | 25089362 |
| \* | Titan International, <br> Inc.<br>| 284086 | 2144849 |
| \* | Titan Machinery, Inc. | 104471 | 1713324 |
|  | Toro Co. | 268649 | 20076140 |
| \* | Transcat, Inc. | 41134 | 2988385 |
| \* | Trex Co., Inc. | 320929 | 15507289 |
|  | TriNet Group, Inc. | 189413 | 11364780 |
|  | Trinity Industries, Inc. | 377425 | 10330122 |
| \* | TrueBlue, Inc. | 115144 | 545783 |
| \* | TTEC Holdings, Inc. | 52449 | 183047 |
| \* | Tutor Perini Corp. | 274287 | 18475972 |
|  | Twin Disc, Inc. | 43962 | 688445 |
|  | UFP Industries, Inc. | 268583 | 24744552 |
| #\* | U-Haul Holding Co. <br> (UHAL US)<br>| 11406 | 606343 |
|  | U-Haul Holding Co. <br> (UHAL/B US)<br>| 26862 | 1302538 |
| \* | Ultralife Corp. | 77993 | 548291 |
|  | UniFirst Corp. | 66958 | 10334967 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) |
| # | Universal Logistics <br> Holdings, Inc.<br>| 119639 | $1935759 |
| \* | Upwork, Inc. | 527984 | 8416065 |
| \* | V2X, Inc. | 110105 | 6285894 |
|  | Valmont Industries, <br> Inc.<br>| 91386 | 37781714 |
| \* | Verra Mobility Corp. | 659949 | 15317416 |
|  | Vestis Corp. | 241470 | 1267718 |
| \* | Vicor Corp. | 132262 | 12000131 |
|  | Virco Mfg. Corp. | 33055 | 241963 |
| \* | VirTra, Inc. | 31582 | 192019 |
| # | VSE Corp. | 85121 | 15379662 |
|  | Wabash National <br> Corp.<br>| 291843 | 2340581 |
|  | Watts Water <br> Technologies, Inc., <br> Class A<br>| 121950 | 33243570 |
| # | Werner Enterprises, <br> Inc.<br>| 328793 | 8614377 |
|  | WESCO International, <br> Inc.<br>| 153587 | 39860434 |
| \* | Willdan Group, Inc. | 37732 | 3566051 |
|  | Willis Lease Finance <br> Corp.<br>| 32048 | 4114322 |
|  | WillScot Holdings <br> Corp.<br>| 514967 | 11200532 |
|  | Worthington <br> Enterprises, Inc.<br>| 224958 | 12617894 |
| #\* | Xometry, Inc., <br> Class A<br>| 139209 | 6778086 |
|  | Zurn Elkay Water <br> Solutions Corp.<br>| 491655 | 23161867 |
| TOTAL INDUSTRIALS | TOTAL INDUSTRIALS |  | 3711370919 |
| INFORMATION TECHNOLOGY — (11.3%) | INFORMATION TECHNOLOGY — (11.3%) | INFORMATION TECHNOLOGY — (11.3%) | INFORMATION TECHNOLOGY — (11.3%) |
| \* | 8x8, Inc. | 52161 | 95976 |
| \* | 908 Devices, Inc. | 29922 | 238778 |
|  | A10 Networks, Inc. | 319888 | 5706802 |
| \* | ACCESS Newswire, <br> Inc.<br>| 11217 | 106633 |
| \* | ACI Worldwide, Inc. | 517744 | 24660147 |
|  | Adeia, Inc. | 460536 | 7847533 |
| \* | ADTRAN Holdings, <br> Inc.<br>| 54289 | 565691 |
|  | Advanced Energy <br> Industries, Inc.<br>| 167459 | 33948963 |
| #\* | Aeva Technologies, <br> Inc.<br>| 5325 | 87011 |
| \* | Agilysys, Inc. | 75936 | 9526931 |
| \* | Airgain, Inc. | 2708 | 11644 |
| \* | Akamai Technologies, <br> Inc.<br>| 55830 | 4192833 |

---

------

**U.S. Small Cap Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| INFORMATION TECHNOLOGY — (Continued) | INFORMATION TECHNOLOGY — (Continued) | INFORMATION TECHNOLOGY — (Continued) | INFORMATION TECHNOLOGY — (Continued) |
| \* | Alarm.com Holdings, <br> Inc.<br>| 229503 | $11296138 |
| #\* | Alithya Group, Inc., <br> Class A<br>| 48340 | 61392 |
| #\* | Alkami Technology, <br> Inc.<br>| 19812 | 401985 |
| \* | Allegro MicroSystems, <br> Inc.<br>| 557637 | 16684499 |
| \* | Alpha & Omega <br> Semiconductor Ltd.<br>| 132838 | 3727434 |
| \* | Ambarella, Inc. | 122430 | 10434709 |
|  | Amdocs Ltd. | 221133 | 18632667 |
|  | Amkor Technology, <br> Inc.<br>| 1102345 | 35583697 |
| \* | AmpliTech Group, <br> Inc.<br>| 3794 | 13658 |
| \* | Amtech Systems, Inc. | 78288 | 620824 |
| \* | Appfolio, Inc., Class A | 66631 | 16952925 |
| #\* | Applied <br> Optoelectronics, <br> Inc.<br>| 125632 | 4467474 |
| \* | Arrow Electronics, <br> Inc.<br>| 209685 | 23390362 |
| \* | ASGN, Inc. | 195433 | 8747581 |
| \* | AstroNova, Inc. | 37793 | 343160 |
| \* | Atomera, Inc. | 1256 | 3969 |
| #\* | Aurora Innovation, <br> Inc.<br>| 2648947 | 13880482 |
| \* | AvePoint, Inc. | 562737 | 7917710 |
| \* | Aviat Networks, Inc. | 51165 | 1277078 |
|  | Avnet, Inc. | 454132 | 22002695 |
| \* | Aware, Inc. | 28531 | 63054 |
| \* | Axcelis Technologies, <br> Inc.<br>| 142884 | 11367851 |
| \* | AXT, Inc. | 39270 | 312197 |
| \* | Backblaze, Inc., <br> Class A<br>| 12911 | 133112 |
|  | Badger Meter, Inc. | 130983 | 23635882 |
|  | Bel Fuse, Inc. (BELFA <br> US), Class A<br>| 10147 | 1387399 |
| # | Bel Fuse, Inc. (BELFB <br> US), Class B<br>| 46321 | 7132971 |
|  | Belden, Inc. | 227715 | 27747073 |
|  | Benchmark <br> Electronics, Inc.<br>| 158610 | 6950290 |
| \* | Bill Holdings, Inc. | 352282 | 17494324 |
| \* | Bit Digital, Inc. | 229718 | 840768 |
| \* | BK Technologies <br> Corp.<br>| 17076 | 1275748 |
| \* | Blackbaud, Inc. | 216483 | 13863571 |
| #\* | BlackLine, Inc. | 207611 | 11885730 |
| \* | Box, Inc., Class A | 691511 | 22190588 |
| #\* | C3.ai, Inc., Class A | 369621 | 6497937 |
| \* | Calix, Inc. | 180357 | 12340026 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| INFORMATION TECHNOLOGY — (Continued) | INFORMATION TECHNOLOGY — (Continued) | INFORMATION TECHNOLOGY — (Continued) | INFORMATION TECHNOLOGY — (Continued) |
| \* | CCC Intelligent <br> Solutions Holdings, <br> Inc.<br>| 2279786 | $19879734 |
| #\* | Cerence, Inc. | 163553 | 1754924 |
| \* | CEVA, Inc. | 105483 | 2870192 |
| #\* | Cipher Mining, Inc. | 1068091 | 19919897 |
| \* | Cirrus Logic, Inc. | 228130 | 30261444 |
| #\* | Cleanspark, Inc. | 789101 | 14045998 |
| # | Clear Secure, Inc., <br> Class A<br>| 328293 | 10003088 |
| #\* | Clearfield, Inc. | 48145 | 1699519 |
|  | Climb Global <br> Solutions, Inc.<br>| 20394 | 2265366 |
| \* | Coda Octopus Group, <br> Inc.<br>| 2667 | 27337 |
|  | Cognex Corp. | 510516 | 21130257 |
| #\* | Cohu, Inc. | 210441 | 5006391 |
| \* | CommScope Holding <br> Co., Inc.<br>| 510060 | 8824038 |
| \* | Commvault Systems, <br> Inc.<br>| 178856 | 24900332 |
| \* | Comtech <br> Telecommunications <br> Corp.<br>| 7500 | 21300 |
| \* | Consensus Cloud <br> Solutions, Inc.<br>| 77296 | 2266319 |
| #\* | Core Scientific, Inc. | 128114 | 2759576 |
| \* | Corsair Gaming, Inc. | 357454 | 2913250 |
| \* | CPI Card Group, Inc. | 10630 | 166253 |
| # | Crane NXT Co. | 204457 | 12931905 |
| \* | Credo Technology <br> Group Holding Ltd.<br>| 187701 | 35216462 |
| \* | Crexendo, Inc. | 16042 | 103792 |
| \* | CS Disco, Inc. | 156933 | 991817 |
|  | CSP, Inc. | 50132 | 668761 |
|  | CTS Corp. | 140018 | 5812147 |
| \* | CVD Equipment <br> Corp.<br>| 8212 | 32109 |
| \* | Daily Journal Corp. | 5541 | 2244327 |
| \* | Daktronics, Inc. | 219140 | 4117641 |
| \* | Data I/O Corp. | 31665 | 95945 |
| \* | Diebold Nixdorf, Inc. | 66389 | 3926909 |
| \* | Digi International, Inc. | 191295 | 7016701 |
| \* | Digital Turbine, Inc. | 103730 | 647275 |
| #\* | DigitalOcean <br> Holdings, Inc.<br>| 349636 | 14216200 |
| \* | Diodes, Inc. | 208280 | 11113821 |
|  | Dolby Laboratories, <br> Inc., Class A<br>| 172356 | 11430650 |
| \* | Dropbox, Inc., <br> Class A<br>| 715261 | 20742569 |
| \* | DXC Technology Co. | 876640 | 12448288 |
| #\* | Eastman Kodak Co. | 272112 | 1725190 |
| \* | eGain Corp. | 106784 | 1539825 |

---

------

**U.S. Small Cap Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| INFORMATION TECHNOLOGY — (Continued) | INFORMATION TECHNOLOGY — (Continued) | INFORMATION TECHNOLOGY — (Continued) | INFORMATION TECHNOLOGY — (Continued) |
| \* | Enphase Energy, Inc. | 251911 | $7685805 |
| # | Entegris, Inc. | 32494 | 2975476 |
| \* | EPAM Systems, Inc. | 113275 | 18524993 |
|  | ePlus, Inc. | 118361 | 8659291 |
| \* | Everspin <br> Technologies, Inc.<br>| 93112 | 986987 |
| \* | Exodus Movement, <br> Inc., Class A<br>| 145 | 3551 |
| \* | Expensify, Inc., <br> Class A<br>| 16219 | 26437 |
| \* | Fabrinet | 67580 | 29773721 |
| \* | Fastly, Inc., Class A | 539685 | 4473989 |
| \* | Five9, Inc. | 212564 | 5161054 |
| \* | FormFactor, Inc. | 342769 | 18835157 |
| \* | Frequency <br> Electronics, Inc.<br>| 43061 | 1581200 |
| \* | Freshworks, Inc., <br> Class A<br>| 856790 | 9510369 |
| \* | Globant SA | 52164 | 3212259 |
| \* | Grid Dynamics <br> Holdings, Inc.<br>| 306973 | 2867128 |
| \* | GSI Technology, Inc. | 26333 | 239367 |
|  | Hackett Group, Inc. | 192896 | 3493347 |
| \* | Harmonic, Inc. | 504628 | 5399520 |
| #\* | I3 Verticals, Inc., <br> Class A<br>| 97069 | 2984872 |
| \* | Ichor Holdings Ltd. | 147611 | 3347817 |
| \* | Identiv, Inc. | 5061 | 20244 |
| #\* | indie Semiconductor, <br> Inc., Class A<br>| 470906 | 2533474 |
| \* | Informatica, Inc., <br> Class A<br>| 527619 | 13121885 |
|  | Information Services <br> Group, Inc.<br>| 95813 | 527930 |
| #\* | Inseego Corp. | 24549 | 408495 |
| \* | Insight Enterprises, <br> Inc.<br>| 142847 | 14284700 |
| #\* | Intapp, Inc. | 183123 | 7028261 |
| # | InterDigital, Inc. | 166317 | 60200101 |
| \* | inTEST Corp. | 57279 | 485726 |
| \* | IPG Photonics Corp. | 162039 | 13792760 |
| \* | Itron, Inc. | 206302 | 20698280 |
| \* | Jamf Holding Corp. | 504326 | 6480589 |
| \* | JFrog Ltd. | 333444 | 15831921 |
| \* | Key Tronic Corp. | 48645 | 173176 |
| \* | Kimball Electronics, <br> Inc.<br>| 107714 | 3131785 |
| \* | Knowles Corp. | 497617 | 11748737 |
|  | Kulicke & Soffa <br> Industries, Inc.<br>| 234671 | 9370413 |
| \* | KVH Industries, Inc. | 112689 | 672753 |
| \* | Kyndryl Holdings, Inc. | 1022589 | 29573274 |
| \* | Lantronix, Inc. | 156593 | 772003 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| INFORMATION TECHNOLOGY — (Continued) | INFORMATION TECHNOLOGY — (Continued) | INFORMATION TECHNOLOGY — (Continued) | INFORMATION TECHNOLOGY — (Continued) |
| \* | Lattice Semiconductor <br> Corp.<br>| 387234 | $28252593 |
| \* | LGL Group, Inc. | 15751 | 95294 |
| #\* | Life360, Inc. | 31351 | 3094657 |
|  | Littelfuse, Inc. | 81530 | 19837064 |
| \* | LiveRamp Holdings, <br> Inc.<br>| 297589 | 8136083 |
| #\* | Lumentum Holdings, <br> Inc.<br>| 184588 | 37205557 |
| \* | MACOM Technology <br> Solutions Holdings, <br> Inc.<br>| 272387 | 40348686 |
| \* | Magnachip <br> Semiconductor <br> Corp.<br>| 109302 | 338836 |
| \* | Manhattan Associates, <br> Inc.<br>| 16554 | 3013987 |
| \* | MaxLinear, Inc. | 342907 | 5195041 |
|  | Methode Electronics, <br> Inc.<br>| 149825 | 1008322 |
| #\* | Mirion Technologies, <br> Inc.<br>| 804904 | 23640030 |
| \* | Mitek Systems, Inc. | 191802 | 1766496 |
|  | MKS, Inc. | 184840 | 26563356 |
| \* | M-Tron Industries, <br> Inc.<br>| 7875 | 434070 |
| \* | N-able, Inc. | 462734 | 3623207 |
|  | Napco Security <br> Technologies, Inc.<br>| 157487 | 6953051 |
| #\* | Navitas <br> Semiconductor <br> Corp.<br>| 265400 | 3572284 |
| \* | nCino, Inc. | 372419 | 9936139 |
| #\* | NCR Voyix Corp. | 596964 | 6811359 |
| \* | NETGEAR, Inc. | 129326 | 4490199 |
| \* | NetScout Systems, <br> Inc.<br>| 324714 | 9027049 |
|  | Network-1 <br> Technologies, Inc.<br>| 135577 | 203366 |
| \* | nLight, Inc. | 143636 | 4741424 |
| \* | Novanta, Inc. | 159966 | 20317282 |
|  | NVE Corp. | 21366 | 1475322 |
| \* | ON24, Inc. | 169807 | 937335 |
|  | OneSpan, Inc. | 165624 | 1888114 |
| \* | Onto Innovation, Inc. | 133538 | 18022288 |
| \* | Ooma, Inc. | 64527 | 724638 |
| \* | Optical Cable Corp. | 22696 | 178618 |
| \* | OSI Systems, Inc. | 77783 | 21659454 |
| #\* | Ouster, Inc. | 124829 | 4164295 |
| \* | PAR Technology <br> Corp.<br>| 163132 | 5765085 |
|  | PC Connection, Inc. | 118258 | 7210190 |
| \* | PDF Solutions, Inc. | 174058 | 5070310 |
| # | Pegasystems, Inc. | 517088 | 32912651 |

---

------

**U.S. Small Cap Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| INFORMATION TECHNOLOGY — (Continued) | INFORMATION TECHNOLOGY — (Continued) | INFORMATION TECHNOLOGY — (Continued) | INFORMATION TECHNOLOGY — (Continued) |
| #\* | Penguin Solutions, <br> Inc.<br>| 233810 | $5206949 |
| \* | Perfect Corp. | 5682 | 10966 |
| \* | Photronics, Inc. | 268386 | 6414425 |
| \* | Plexus Corp. | 140129 | 19604047 |
| #\* | Porch Group, Inc. | 160828 | 2420461 |
|  | Power Integrations, <br> Inc.<br>| 251163 | 10521218 |
| \* | Powerfleet, Inc. NJ | 446146 | 2275345 |
| \* | Progress Software <br> Corp.<br>| 194955 | 8312881 |
| \* | Q2 Holdings, Inc. | 170441 | 10526436 |
| \* | Qorvo, Inc. | 285338 | 27084283 |
| \* | Qualys, Inc. | 161547 | 19912283 |
| \* | QuickLogic Corp. | 1400 | 11060 |
| \* | Rambus, Inc. | 444223 | 45683893 |
| \* | Rapid7, Inc. | 132638 | 2455129 |
|  | Red Violet, Inc. | 36735 | 1970098 |
|  | ReposiTrak, Inc. | 823 | 12353 |
| \* | Research Solutions, <br> Inc.<br>| 2976 | 9642 |
| \* | RF Industries Ltd. | 25026 | 195703 |
| \* | Ribbon <br> Communications, <br> Inc.<br>| 591105 | 1986113 |
|  | Richardson <br> Electronics Ltd.<br>| 55605 | 599422 |
| \* | Rimini Street, Inc. | 22660 | 90187 |
| \* | RingCentral, Inc., <br> Class A<br>| 298551 | 8992356 |
| #\* | Riot Platforms, Inc. | 773450 | 15298841 |
| \* | Rogers Corp. | 82657 | 7235794 |
| \* | Sanmina Corp. | 297290 | 40743594 |
|  | Sapiens International <br> Corp. NV<br>| 55542 | 2391083 |
| \* | ScanSource, Inc. | 116160 | 4983845 |
| \* | SEMrush Holdings, <br> Inc., Class A<br>| 263585 | 1913627 |
| \* | Semtech Corp. | 110351 | 7488419 |
| \* | SentinelOne, Inc., <br> Class A<br>| 863807 | 15418955 |
| #\*†† | Silicon Graphics, Inc. | 10199 | 0 |
| \* | Silicon Laboratories, <br> Inc.<br>| 90262 | 11831543 |
| \* | Silvaco Group, Inc. | 1839 | 10832 |
| #\* | SiTime Corp. | 61865 | 17918579 |
| #\* | SkyWater Technology, <br> Inc.<br>| 85873 | 1501489 |
|  | Skyworks Solutions, <br> Inc.<br>| 381236 | 29629662 |
| \* | SolarEdge <br> Technologies, Inc.<br>| 16914 | 593512 |
| \* | SoundThinking, Inc. | 37913 | 354487 |
| \* | Sprinklr, Inc., Class A | 482155 | 3722237 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| INFORMATION TECHNOLOGY — (Continued) | INFORMATION TECHNOLOGY — (Continued) | INFORMATION TECHNOLOGY — (Continued) | INFORMATION TECHNOLOGY — (Continued) |
| \* | SPS Commerce, Inc. | 147254 | $12110169 |
| » | SRAX, Inc. | 70653 | 7065 |
| \* | Synaptics, Inc. | 171987 | 12200758 |
| \* | Synchronoss <br> Technologies, Inc.<br>| 23039 | 120840 |
|  | TD SYNNEX Corp. | 83024 | 12992426 |
| \* | Telos Corp. | 182899 | 1254687 |
| \* | Teradata Corp. | 359729 | 7500350 |
| \* | TransAct <br> Technologies, Inc.<br>| 41999 | 197815 |
| \* | Trio-Tech <br> International<br>| 12740 | 94021 |
| \* | TTM Technologies, <br> Inc.<br>| 568946 | 38233171 |
| \* | Turtle Beach Corp. | 65897 | 1113659 |
| \* | Twilio, Inc., Class A | 25 | 3372 |
| \* | UiPath, Inc., Class A | 1208834 | 19172107 |
| \* | Ultra Clean Holdings, <br> Inc.<br>| 201452 | 5521799 |
| \* | Unisys Corp. | 290829 | 1038260 |
| #\* | Unity Software, Inc. | 593562 | 22496000 |
|  | Universal Display <br> Corp.<br>| 150680 | 22192150 |
| \* | Veeco Instruments, <br> Inc.<br>| 255221 | 7337604 |
| \* | Verint Systems, Inc. | 230603 | 4676629 |
| #\* | Vertex, Inc., Class A | 261933 | 5998266 |
| \* | Viant Technology, Inc., <br> Class A<br>| 44467 | 394867 |
| #\* | Viasat, Inc. | 112643 | 4485444 |
| \* | Viavi Solutions, Inc. | 1006246 | 17810554 |
|  | Vishay <br> Intertechnology, <br> Inc.<br>| 558686 | 9486488 |
| \* | Vishay Precision <br> Group, Inc.<br>| 54589 | 2044904 |
|  | Vontier Corp. | 575636 | 22161986 |
| \* | WidePoint Corp. | 18597 | 123670 |
| \* | Xperi, Inc. | 182678 | 1227596 |
| \* | Yext, Inc. | 338189 | 2864461 |
| #\* | Zeta Global Holdings <br> Corp., Class A<br>| 369320 | 6644067 |
| TOTAL INFORMATION <br> TECHNOLOGY | TOTAL INFORMATION <br> TECHNOLOGY |  | 2052334964 |
| MATERIALS — (4.7%) | MATERIALS — (4.7%) | MATERIALS — (4.7%) | MATERIALS — (4.7%) |
|  | AdvanSix, Inc. | 113276 | 2105801 |
|  | Albemarle Corp. | 296929 | 29167336 |
|  | Alcoa Corp. | 820131 | 30172619 |
| #\* | Alpha Metallurgical <br> Resources, Inc.<br>| 57734 | 10002993 |
| #\* | American Battery <br> Technology Co.<br>| 93932 | 481871 |

---

------

**U.S. Small Cap Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| MATERIALS — (Continued) | MATERIALS — (Continued) | MATERIALS — (Continued) | MATERIALS — (Continued) |
| \* | American Vanguard <br> Corp.<br>| 120734 | $539681 |
| \* | Ampco-Pittsburgh <br> Corp.<br>| 4014 | 8429 |
|  | AptarGroup, Inc. | 103439 | 11999958 |
|  | Ardagh Metal <br> Packaging SA<br>| 758722 | 2708638 |
| \* | Arq, Inc. | 43732 | 290380 |
| \* | Ascent Industries Co. | 43974 | 534724 |
|  | Ashland, Inc. | 183206 | 8958773 |
| \* | Aspen Aerogels, Inc. | 127276 | 1036027 |
|  | Avient Corp. | 407056 | 13054286 |
| \* | Axalta Coating <br> Systems Ltd.<br>| 810821 | 23084074 |
|  | Balchem Corp. | 146242 | 22432060 |
|  | Cabot Corp. | 265626 | 17924442 |
|  | Caledonia Mining <br> Corp. PLC<br>| 21036 | 591532 |
|  | Celanese Corp. | 4347 | 167099 |
| \* | Century Aluminum <br> Co.<br>| 414877 | 12288657 |
|  | Chemours Co. | 411968 | 5516252 |
| \* | Clearwater Paper <br> Corp.<br>| 88038 | 1553871 |
| \* | Cleveland-Cliffs, Inc. | 1315023 | 16345736 |
| \* | Coeur Mining, Inc. | 1749691 | 30042194 |
|  | Commercial Metals <br> Co.<br>| 507959 | 30152446 |
| \* | Compass Minerals <br> International, Inc.<br>| 159800 | 2770932 |
| \* | Core Molding <br> Technologies, Inc.<br>| 41022 | 734704 |
|  | Crown Holdings, Inc. | 77910 | 7571294 |
| \* | Dakota Gold Corp. | 237766 | 970085 |
|  | Eagle Materials, Inc. | 109874 | 23328448 |
|  | Eastman Chemical <br> Co.<br>| 304102 | 18100151 |
| \* | Ecovyst, Inc. | 498528 | 4082944 |
|  | Element Solutions, <br> Inc.<br>| 1410553 | 37689976 |
|  | Ferroglobe PLC | 408602 | 1981720 |
|  | Flexible Solutions <br> International, Inc.<br>| 2757 | 24978 |
| \* | Flotek Industries, Inc. | 88233 | 1527313 |
| # | FMC Corp. | 388813 | 5898293 |
|  | Fortitude Gold Corp. | 179751 | 771132 |
|  | Friedman Industries, <br> Inc.<br>| 62791 | 1333681 |
| # | Graphic Packaging <br> Holding Co.<br>| 952317 | 15227549 |
|  | Greif, Inc. (GEF US), <br> Class A<br>| 149487 | 8504315 |
|  | Greif, Inc. (GEF/B <br> US), Class B<br>| 23507 | 1385738 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| MATERIALS — (Continued) | MATERIALS — (Continued) | MATERIALS — (Continued) | MATERIALS — (Continued) |
|  | Hawkins, Inc. | 97378 | $13813069 |
|  | HB Fuller Co. | 240782 | 13813663 |
|  | Hecla Mining Co. | 2720675 | 35015087 |
|  | Huntsman Corp. | 391645 | 3242821 |
| \* | Idaho Strategic <br> Resources, Inc.<br>| 9533 | 315161 |
| \* | Ingevity Corp. | 147599 | 7929018 |
|  | Innospec, Inc. | 109683 | 8070475 |
| \* | Intrepid Potash, Inc. | 58815 | 1566243 |
| #\* | Ivanhoe Electric, Inc. | 114134 | 1688042 |
|  | Kaiser Aluminum <br> Corp.<br>| 71987 | 6516983 |
| #\* | Knife River Corp. | 227309 | 13743102 |
|  | Koppers Holdings, <br> Inc.<br>| 87080 | 2457398 |
|  | Kronos Worldwide, <br> Inc.<br>| 231648 | 1139708 |
| #\* | Lifezone Metals Ltd. | 32541 | 161729 |
|  | Louisiana-Pacific <br> Corp.<br>| 309471 | 26958019 |
| \* | LSB Industries, Inc. | 317727 | 2678439 |
| \* | Magnera Corp. | 6392 | 58103 |
|  | Materion Corp. | 96495 | 11061222 |
|  | Mativ Holdings, Inc. | 178195 | 1903123 |
| #\* | McEwen, Inc. | 185565 | 3401406 |
|  | Mercer International, <br> Inc.<br>| 140716 | 295504 |
| \* | Metallus, Inc. | 237776 | 4182480 |
|  | Minerals <br> Technologies, Inc.<br>| 141586 | 8035006 |
|  | Mosaic Co. | 823111 | 22594397 |
| #\* | MP Materials Corp. | 427179 | 26950723 |
|  | Myers Industries, Inc. | 165232 | 2863471 |
|  | NewMarket Corp. | 31371 | 24089791 |
|  | Nexa Resources SA | 29579 | 171854 |
|  | Northern Technologies <br> International Corp.<br>| 41625 | 309274 |
| \* | O-I Glass, Inc. | 662086 | 7474951 |
|  | Olin Corp. | 295370 | 6114159 |
|  | Olympic Steel, Inc. | 65125 | 2409625 |
|  | Orion SA | 238978 | 1266583 |
| \* | Perimeter Solutions, <br> Inc.<br>| 326616 | 7678742 |
| # | Quaker Chemical <br> Corp.<br>| 67597 | 9388547 |
| #\* | Ramaco Resources, <br> Inc. (METC US), <br> Class A<br>| 175858 | 5339049 |
| # | Ramaco Resources, <br> Inc. (METCB US), <br> Class B<br>| 6497 | 95376 |
| \* | Ranpak Holdings <br> Corp.<br>| 258982 | 1372605 |

---

------

**U.S. Small Cap Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| MATERIALS — (Continued) | MATERIALS — (Continued) | MATERIALS — (Continued) | MATERIALS — (Continued) |
| \* | Rayonier Advanced <br> Materials, Inc.<br>| 268912 | $1868938 |
| †† | Resolute Forest <br> Products, Inc.<br>| 595780 | 158656 |
| # | Royal Gold, Inc. | 128226 | 22412623 |
|  | Ryerson Holding <br> Corp.<br>| 168443 | 3715853 |
| # | Scotts Miracle-Gro <br> Co.<br>| 140109 | 7498634 |
|  | Sealed Air Corp. | 475398 | 15930587 |
|  | Sensient Technologies <br> Corp.<br>| 188820 | 17803838 |
| # | Silgan Holdings, Inc. | 543152 | 20976530 |
| \* | Smith-Midland Corp. | 12173 | 443828 |
|  | Sonoco Products Co. | 332409 | 13485833 |
|  | Stepan Co. | 105330 | 4566056 |
|  | SunCoke Energy, Inc. | 379762 | 3041894 |
|  | Sylvamo Corp. | 170285 | 6913571 |
| \* | Tredegar Corp. | 136928 | 946172 |
|  | TriMas Corp. | 181385 | 6444609 |
|  | Trinseo PLC | 31598 | 46133 |
|  | Tronox Holdings PLC | 440128 | 1540448 |
|  | U.S. Lime & Minerals, <br> Inc.<br>| 132855 | 15573263 |
|  | Warrior Met Coal, Inc. | 176179 | 11951983 |
|  | Westlake Corp. | 29210 | 2009940 |
|  | Worthington Steel, <br> Inc.<br>| 226400 | 7242536 |
| TOTAL MATERIALS | TOTAL MATERIALS |  | 853800005 |
| REAL ESTATE — (0.6%) | REAL ESTATE — (0.6%) | REAL ESTATE — (0.6%) | REAL ESTATE — (0.6%) |
| \* | Alset, Inc. | 8527 | 25155 |
| \* | AMREP Corp. | 13228 | 284137 |
| \* | Anywhere Real <br> Estate, Inc.<br>| 433235 | 4354012 |
| \* | CKX Lands, Inc. | 5107 | 55539 |
| \* | Compass, Inc., <br> Class A<br>| 1566597 | 12078463 |
| \* | Comstock Holding <br> Cos., Inc.<br>| 27749 | 370727 |
| \* | Cushman & Wakefield <br> PLC<br>| 903251 | 14181041 |
| \* | Douglas Elliman, Inc. | 206329 | 509633 |
| # | eXp World Holdings, <br> Inc.<br>| 317240 | 3248537 |
| \* | Five Point <br> Holdings LLC, <br> Class A<br>| 74239 | 434298 |
| \* | Forestar Group, Inc. | 209963 | 5461138 |
| \* | FRP Holdings, Inc. | 161708 | 3832479 |
| \* | Howard Hughes <br> Holdings, Inc.<br>| 198433 | 15731768 |
| \* | Jones Lang LaSalle, <br> Inc.<br>| 7256 | 2213733 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| REAL ESTATE — (Continued) | REAL ESTATE — (Continued) | REAL ESTATE — (Continued) | REAL ESTATE — (Continued) |
| \*» | JW Mays, Inc. | 200 | $7872 |
|  | Kennedy-Wilson <br> Holdings, Inc.<br>| 408460 | 3087957 |
|  | Marcus & Millichap, <br> Inc.<br>| 173912 | 5079969 |
| \* | Maui Land & <br> Pineapple Co., Inc.<br>| 87425 | 1398800 |
|  | Newmark Group, Inc., <br> Class A<br>| 629902 | 11231153 |
| \* | Offerpad Solutions, <br> Inc.<br>| 42118 | 98556 |
| \* | RE/MAX Holdings, <br> Inc., Class A<br>| 78903 | 625701 |
|  | RMR Group, Inc., <br> Class A<br>| 66471 | 1028306 |
| \* | Seaport Entertainment <br> Group, Inc.<br>| 49694 | 1196134 |
|  | St. Joe Co. | 259783 | 14750479 |
| \* | Star Holdings | 6852 | 50157 |
| \* | Stratus Properties, <br> Inc.<br>| 34606 | 650247 |
| \* | Tejon Ranch Co. | 113807 | 1800427 |
| TOTAL REAL ESTATE | TOTAL REAL ESTATE |  | 103786418 |
| UTILITIES — (2.9%) | UTILITIES — (2.9%) | UTILITIES — (2.9%) | UTILITIES — (2.9%) |
|  | AES Corp. | 1872210 | 25967553 |
|  | ALLETE, Inc. | 284979 | 19187636 |
|  | American States <br> Water Co.<br>| 171522 | 12231234 |
|  | Artesian Resources <br> Corp., Class A<br>| 62907 | 2027493 |
|  | Avista Corp. | 364578 | 13872193 |
|  | Black Hills Corp. | 285848 | 18131339 |
|  | California Water <br> Service Group<br>| 263158 | 11678952 |
|  | Chesapeake Utilities <br> Corp.<br>| 103444 | 13166352 |
| # | Clearway Energy, Inc. <br> (CWEN US), <br> Class C<br>| 324044 | 10346725 |
|  | Clearway Energy, Inc. <br> (CWENA US), <br> Class A<br>| 131562 | 3945544 |
| # | Consolidated Water <br> Co. Ltd.<br>| 76774 | 2611084 |
|  | Essential Utilities, Inc. | 443694 | 17317377 |
|  | Genie Energy Ltd., <br> Class B<br>| 164390 | 2474070 |
|  | Global Water <br> Resources, Inc.<br>| 36122 | 358330 |
|  | H2O America | 150174 | 6945548 |
| \* | Hallador Energy Co. | 171677 | 3713374 |

---

------

**U.S. Small Cap Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| UTILITIES — (Continued) | UTILITIES — (Continued) | UTILITIES — (Continued) | UTILITIES — (Continued) |
| #\* | Hawaiian Electric <br> Industries, Inc.<br>| 468730 | $5446643 |
| # | IDACORP, Inc. | 177691 | 22925693 |
|  | MDU Resources <br> Group, Inc.<br>| 732183 | 14043270 |
| # | MGE Energy, Inc. | 174495 | 14460401 |
|  | Middlesex Water Co. | 79577 | 4573290 |
| #\* | Montauk Renewables, <br> Inc.<br>| 191163 | 388061 |
|  | National Fuel Gas <br> Co.<br>| 296945 | 23431930 |
|  | New Jersey <br> Resources Corp.<br>| 447850 | 19839755 |
|  | Northwest Natural <br> Holding Co.<br>| 161736 | 7363840 |
|  | Northwestern Energy <br> Group, Inc.<br>| 277717 | 16571373 |
|  | OGE Energy Corp. | 632808 | 27932145 |
|  | ONE Gas, Inc. | 246971 | 19804604 |
|  | Ormat Technologies, <br> Inc.<br>| 263882 | 28069128 |
| # | Otter Tail Corp. | 225432 | 17407859 |
|  | Pinnacle West Capital <br> Corp.<br>| 284445 | 25179071 |
|  | Portland General <br> Electric Co.<br>| 432668 | 19764274 |
| \* | Pure Cycle Corp. | 102327 | 1126620 |
|  | RGC Resources, Inc. | 32127 | 665350 |
|  | Southwest Gas <br> Holdings, Inc.<br>| 282441 | 22454059 |
|  | Spire, Inc. | 262276 | 22660646 |
|  | TXNM Energy, Inc. | 416521 | 23658393 |
|  | UGI Corp. | 658649 | 22018636 |
|  | Unitil Corp. | 94771 | 4620086 |
| # | York Water Co. | 98765 | 3068629 |
| TOTAL UTILITIES | TOTAL UTILITIES |  | 531448560 |
| TOTAL COMMON <br> STOCKS | TOTAL COMMON <br> STOCKS |  | 16559065773 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| RIGHTS/WARRANTS — (0.0%) | RIGHTS/WARRANTS — (0.0%) | RIGHTS/WARRANTS — (0.0%) | RIGHTS/WARRANTS — (0.0%) |
| INDUSTRIALS — (0.0%) | INDUSTRIALS — (0.0%) | INDUSTRIALS — (0.0%) | INDUSTRIALS — (0.0%) |
| \* | TurnOnGreen, Inc. <br> Warrants <br> 07/14/2028<br>| 90960 | $1264 |
| INFORMATION TECHNOLOGY — (0.0%) | INFORMATION TECHNOLOGY — (0.0%) | INFORMATION TECHNOLOGY — (0.0%) | INFORMATION TECHNOLOGY — (0.0%) |
| \* | M-Tron Industries, Inc. <br> Warrants <br> 03/11/2028<br>| 7875 | 11813 |
| TOTAL <br> RIGHTS/WARRANTS | TOTAL <br> RIGHTS/WARRANTS |  | 13077 |
| TOTAL INVESTMENT <br> SECURITIES <br>(Cost $10,718,166,648) | TOTAL INVESTMENT <br> SECURITIES <br>(Cost $10,718,166,648) |  | 16559078850 |

---

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

---

| | | | |
|:---|:---|:---|:---|
| TEMPORARY CASH INVESTMENTS — (1.0%) | TEMPORARY CASH INVESTMENTS — (1.0%) | TEMPORARY CASH INVESTMENTS — (1.0%) | TEMPORARY CASH INVESTMENTS — (1.0%) |
| Ɏ | State Street <br> Institutional <br> U.S. Government <br> Money Market Fund <br> 4.010%<br>| 175032379 | 175032379 |
| SECURITIES LENDING COLLATERAL — (8.1%) | SECURITIES LENDING COLLATERAL — (8.1%) | SECURITIES LENDING COLLATERAL — (8.1%) | SECURITIES LENDING COLLATERAL — (8.1%) |
| @§ | The DFA Short Term <br> Investment Fund <br>| 127938369 | 1479863111 |
| TOTAL INVESTMENTS — (100.0%) | TOTAL INVESTMENTS — (100.0%) | TOTAL INVESTMENTS — (100.0%) |  |
| (Cost $12,373,054,131) | (Cost $12,373,054,131) |  | $18213974340 |

---

As of October 31, 2025, U.S. Small Cap Portfolio had entered into the following outstanding futures contracts:

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Description** | **Number of**<br> **Contracts**<br>| **Expiration**<br> **Date**<br>| **Notional**<br> **Value**<br>| **Market**<br> **Value**<br>| **Unrealized**<br> **Appreciation**<br> **(Depreciation)**<br>|
| **Long Position Contracts:** |  |  |  |  |  |
| S&P 500<sup>®</sup> Emini Index | &nbsp;&nbsp; 492 | 12/19/25 | &nbsp;&nbsp; $164645187 | &nbsp;&nbsp; $169100401 | &nbsp;&nbsp; $4455214 |
| **Total Futures Contracts** |  |  | &nbsp;&nbsp; **$164645187** | &nbsp;&nbsp; **$169100401** | &nbsp;&nbsp; **$4455214** |

---

------

**U.S. Small Cap Portfolio**

**CONTINUED**

Summary of the Portfolio's investments as of October 31, 2025, 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 |  |  |  |  |
| Communication Services | &nbsp;&nbsp; $446041587 | &nbsp;&nbsp; $32412 | &nbsp;&nbsp; — | &nbsp;&nbsp; $446073999 |
| Consumer Discretionary | &nbsp;&nbsp; 2297422893 | &nbsp;&nbsp; — | &nbsp;&nbsp; — | &nbsp;&nbsp; 2297422893 |
| Consumer Staples | &nbsp;&nbsp; 647353833 | &nbsp;&nbsp; 307280 | &nbsp;&nbsp; — | &nbsp;&nbsp; 647661113 |
| Energy | &nbsp;&nbsp; 803865450 | &nbsp;&nbsp; — | &nbsp;&nbsp; — | &nbsp;&nbsp; 803865450 |
| Financials | &nbsp;&nbsp; 3334101316 | &nbsp;&nbsp; 122015 | &nbsp;&nbsp; — | &nbsp;&nbsp; 3334223331 |
| Health Care | &nbsp;&nbsp; 1776031772 | &nbsp;&nbsp; — | &nbsp;&nbsp; $1046349 | &nbsp;&nbsp; 1777078121 |
| Industrials | &nbsp;&nbsp; 3711370205 | &nbsp;&nbsp; — | &nbsp;&nbsp; 714 | &nbsp;&nbsp; 3711370919 |
| Information Technology | &nbsp;&nbsp; 2052327899 | &nbsp;&nbsp; 7065 | &nbsp;&nbsp; — | &nbsp;&nbsp; 2052334964 |
| Materials | &nbsp;&nbsp; 853641349 | &nbsp;&nbsp; — | &nbsp;&nbsp; 158656 | &nbsp;&nbsp; 853800005 |
| Real Estate | &nbsp;&nbsp; 103778546 | &nbsp;&nbsp; 7872 | &nbsp;&nbsp; — | &nbsp;&nbsp; 103786418 |
| Utilities | &nbsp;&nbsp; 531448560 | &nbsp;&nbsp; — | &nbsp;&nbsp; — | &nbsp;&nbsp; 531448560 |
| Rights/Warrants |  |  |  |  |
| Industrials | &nbsp;&nbsp; — | &nbsp;&nbsp; 1264 | &nbsp;&nbsp; — | &nbsp;&nbsp; 1264 |
| Information Technology | &nbsp;&nbsp; — | &nbsp;&nbsp; 11813 | &nbsp;&nbsp; — | &nbsp;&nbsp; 11813 |
| Temporary Cash Investments | &nbsp;&nbsp; 175032379 | &nbsp;&nbsp; — | &nbsp;&nbsp; — | &nbsp;&nbsp; 175032379 |
| Securities Lending Collateral | &nbsp;&nbsp; — | &nbsp;&nbsp; 1479863111 | &nbsp;&nbsp; — | &nbsp;&nbsp; 1479863111 |
| Total Investments in Securities | &nbsp;&nbsp; $16732415789 | &nbsp;&nbsp; $1480352832 | &nbsp;&nbsp; $1,205,719˂˃ | &nbsp;&nbsp; $18213974340 |
| **Financial Instruments** | **Financial Instruments** |  |  |  |
| **Assets** |  |  |  |  |
| Futures Contracts\*\* | &nbsp;&nbsp; 4455214 | &nbsp;&nbsp; — | &nbsp;&nbsp; — | &nbsp;&nbsp; 4455214 |
| Total Financial Instruments | &nbsp;&nbsp; $4455214 | &nbsp;&nbsp; — | &nbsp;&nbsp; — | &nbsp;&nbsp; $4455214 |
| \*\* Valued at the unrealized appreciation/(depreciation) on the investment. | \*\* Valued at the unrealized appreciation/(depreciation) on the investment. | \*\* Valued at the unrealized appreciation/(depreciation) on the investment. | \*\* Valued at the unrealized appreciation/(depreciation) on the investment. | \*\* Valued at the unrealized appreciation/(depreciation) on the investment. |

---

&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>|

---

See accompanying Notes to Financial Statements.

------

**U.S. Micro Cap Portfolio**

**SCHEDULE OF INVESTMENTS**

**October 31, 2025**

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

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| COMMON STOCKS — (91.4%) | COMMON STOCKS — (91.4%) | COMMON STOCKS — (91.4%) | COMMON STOCKS — (91.4%) |
| COMMUNICATION SERVICES — (3.2%) | COMMUNICATION SERVICES — (3.2%) | COMMUNICATION SERVICES — (3.2%) | COMMUNICATION SERVICES — (3.2%) |
| \* | Advantage Solutions, <br> Inc.<br>| 303962 | $389071 |
| \* | Altice USA, Inc., <br> Class A<br>| 699935 | 1560855 |
| \* | AMC Networks, Inc., <br> Class A<br>| 85449 | 647703 |
| \* | Angi, Inc. | 114679 | 1521790 |
| \* | Anterix, Inc. | 58754 | 1188006 |
|  | Array Digital <br> Infrastructure, Inc.<br>| 54274 | 2665939 |
| \* | Atlanta Braves <br> Holdings, Inc. <br> (2291915D US), <br> Class A<br>| 60407 | 2605958 |
| \* | Atlanta Braves <br> Holdings, Inc. <br> (2292098D US), <br> Class C<br>| 159008 | 6474806 |
|  | ATN International, <br> Inc.<br>| 54961 | 798583 |
| \* | Bandwidth, Inc., <br> Class A<br>| 101504 | 1639290 |
| \* | Boston Omaha Corp., <br> Class A<br>| 91967 | 1169820 |
| \* | Bumble, Inc., Class A | 328786 | 1824762 |
| \* | BuzzFeed, Inc. | 23783 | 38766 |
|  | Cable One, Inc. | 17851 | 2651766 |
| \* | Cargurus, Inc. | 322909 | 11340564 |
| \* | Cars.com, Inc. | 177540 | 1906780 |
|  | Cinemark Holdings, <br> Inc.<br>| 481703 | 13010798 |
| \* | Cineverse Corp. | 7098 | 21649 |
|  | CuriosityStream, Inc. | 4062 | 17629 |
| \* | DHI Group, Inc. | 91327 | 177174 |
| \* | DoubleVerify Holdings, <br> Inc.<br>| 349160 | 3973441 |
|  | Entravision <br> Communications <br> Corp., Class A<br>| 725530 | 1501847 |
| \* | Eventbrite, Inc., <br> Class A<br>| 181781 | 419914 |
| \* | EverQuote, Inc., <br> Class A<br>| 68108 | 1467046 |
| \* | EW Scripps Co., <br> Class A<br>| 243231 | 591051 |
| \* | fuboTV, Inc. | 583002 | 2203748 |
| \* | Gaia, Inc. | 50148 | 250239 |
| \* | Gambling.com Group <br> Ltd.<br>| 102194 | 728643 |
| \* | Gannett Co., Inc. | 504015 | 2671280 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| COMMUNICATION SERVICES — (Continued) | COMMUNICATION SERVICES — (Continued) | COMMUNICATION SERVICES — (Continued) | COMMUNICATION SERVICES — (Continued) |
| \* | GCI Liberty, Inc. <br> (GLBKV US), <br> Class C<br>| 3201 | $117237 |
| \* | GCI Liberty, Inc. <br> (GLIBA US), <br> Class A<br>| 335 | 12251 |
| \* | Globalstar, Inc. | 104703 | 5696890 |
| \* | Gogo, Inc. | 299852 | 2728653 |
|  | Gray Media, Inc. | 315825 | 1443320 |
|  | Gray Media, Inc., <br> Class A<br>| 3666 | 33984 |
|  | IDT Corp., Class B | 156461 | 7926314 |
| \* | iHeartMedia, Inc., <br> Class A<br>| 14282 | 42418 |
| \* | IMAX Corp. | 213810 | 6946687 |
| \* | Integral Ad Science <br> Holding Corp.<br>| 322770 | 3295482 |
|  | Iridium <br> Communications, <br> Inc.<br>| 224814 | 4305188 |
|  | John Wiley & Sons, <br> Inc. (WLY US), <br> Class A<br>| 132603 | 4889073 |
| \* | Liberty Global Ltd. <br> (LBTYA US), <br> Class A<br>| 317300 | 3490300 |
| \* | Liberty Global Ltd. <br> (LBTYK US), <br> Class C<br>| 263708 | 2940344 |
| \* | Liberty Latin America <br> Ltd. (LILA US), <br> Class A<br>| 126483 | 986567 |
| \* | Liberty Latin America <br> Ltd. (LILAK US), <br> Class C<br>| 665774 | 5266272 |
| \* | Lionsgate Studios <br> Corp.<br>| 67497 | 434006 |
| \* | Lumen Technologies, <br> Inc.<br>| 1230099 | 12645418 |
| \*» | Machten, Inc. | 97 | 535 |
| \* | Madison Square <br> Garden <br> Entertainment <br> Corp.<br>| 127715 | 5639894 |
| \* | Madison Square <br> Garden Sports <br> Corp.<br>| 15424 | 3306751 |
| \* | Magnite, Inc. | 365060 | 6527273 |
|  | Marcus Corp. | 92767 | 1335845 |
| \* | MediaAlpha, Inc., <br> Class A<br>| 36073 | 459931 |

---

------

**U.S. Micro Cap Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| COMMUNICATION SERVICES — (Continued) | COMMUNICATION SERVICES — (Continued) | COMMUNICATION SERVICES — (Continued) | COMMUNICATION SERVICES — (Continued) |
|  | National CineMedia, <br> Inc.<br>| 78955 | $348981 |
|  | Nexstar Media Group, <br> Inc.<br>| 22747 | 4452270 |
| \* | PubMatic, Inc., <br> Class A<br>| 119256 | 996980 |
| \* | QuinStreet, Inc. | 207270 | 3065523 |
| \* | Reading International, <br> Inc. (RDI US), <br> Class A<br>| 32524 | 45208 |
| \*» | Reading International, <br> Inc. (RDIB US), <br> Class B<br>| 11620 | 138975 |
| \* | Reservoir Media, Inc. | 66709 | 506988 |
|  | Saga <br> Communications, <br> Inc., Class A<br>| 22689 | 277940 |
|  | Scholastic Corp. | 65477 | 1877226 |
|  | Shenandoah <br> Telecommunications <br> Co.<br>| 196782 | 2424354 |
|  | Shutterstock, Inc. | 133369 | 3338226 |
|  | Sinclair, Inc. | 139528 | 1905953 |
| \* | Sphere Entertainment <br> Co.<br>| 107319 | 7349205 |
|  | Spok Holdings, Inc. | 73810 | 1054745 |
| \* | Stagwell, Inc. | 370504 | 1759894 |
| \* | Starz Entertainment <br> Corp.<br>| 4499 | 47285 |
| \* | Teads Holding Co. | 3638 | 5384 |
| \* | TechTarget, Inc. | 180160 | 989078 |
|  | TEGNA, Inc. | 662007 | 13021678 |
|  | Telephone & Data <br> Systems, Inc.<br>| 323776 | 12568984 |
| \* | Thryv Holdings, Inc. | 93494 | 720839 |
|  | Townsquare Media, <br> Inc., Class A<br>| 14233 | 89383 |
| \* | Travelzoo | 42530 | 358103 |
| \* | TripAdvisor, Inc. | 445802 | 7159580 |
| \* | TrueCar, Inc. | 427219 | 939882 |
| \* | Uniti Group, Inc. | 127400 | 733824 |
| \* | Urban One, Inc. <br> (UONEK US)<br>| 47883 | 29209 |
| \* | Vivid Seats, Inc., <br> Class A<br>| 1043 | 12944 |
| \* | WideOpenWest, Inc. | 26083 | 133806 |
| \* | Yelp, Inc. | 130496 | 4303758 |
|  | Zedge, Inc., Class B | 24863 | 62655 |
| \* | Ziff Davis, Inc. | 125764 | 4263400 |
| \* | ZoomInfo <br> Technologies, Inc.<br>| 499676 | 5606365 |
| TOTAL COMMUNICATION <br> SERVICES | TOTAL COMMUNICATION <br> SERVICES |  | 226518176 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| CONSUMER DISCRETIONARY — (11.9%) | CONSUMER DISCRETIONARY — (11.9%) | CONSUMER DISCRETIONARY — (11.9%) | CONSUMER DISCRETIONARY — (11.9%) |
| \* | 1-800-Flowers.com, <br> Inc., Class A<br>| 126606 | $455782 |
| \* | 1stdibs.com, Inc. | 15412 | 55483 |
| \* | Abercrombie & Fitch <br> Co., Class A<br>| 118570 | 8602253 |
|  | Academy Sports & <br> Outdoors, Inc.<br>| 198928 | 9526662 |
| \* | Accel Entertainment, <br> Inc.<br>| 225559 | 2298446 |
|  | Acushnet Holdings <br> Corp.<br>| 173998 | 13455265 |
| \* | Adient PLC | 238622 | 5533644 |
| \* | Adtalem Global <br> Education, Inc.<br>| 264753 | 25951089 |
|  | Advance Auto Parts, <br> Inc.<br>| 209071 | 9853516 |
| \* | Allbirds, Inc., Class A | 3641 | 32769 |
|  | A-Mark Precious <br> Metals, Inc.<br>| 88339 | 2348051 |
|  | AMCON Distributing <br> Co.<br>| 5890 | 675554 |
| \* | American Axle & <br> Manufacturing <br> Holdings, Inc.<br>| 314244 | 1948313 |
|  | American Eagle <br> Outfitters, Inc.<br>| 384100 | 6418311 |
| \* | American Outdoor <br> Brands, Inc.<br>| 51578 | 354341 |
| \* | American Public <br> Education, Inc.<br>| 68159 | 2282645 |
| \* | America's Car-Mart, <br> Inc.<br>| 29674 | 659950 |
| \* | Arhaus, Inc. | 94926 | 951159 |
| \* | Ark Restaurants <br> Corp.<br>| 33977 | 248372 |
|  | Arko Corp. | 166089 | 731622 |
| \* | Asbury Automotive <br> Group, Inc.<br>| 35385 | 8301321 |
| \* | Bally's Corp. | 7282 | 132605 |
| \* | Barnes & Noble <br> Education, Inc.<br>| 8555 | 78107 |
|  | Bassett Furniture <br> Industries, Inc.<br>| 77182 | 1138434 |
|  | Bath & Body Works, <br> Inc.<br>| 158317 | 3875600 |
| \* | Beazer Homes USA, <br> Inc.<br>| 81581 | 1827414 |
| \* | Bed Bath & Beyond, <br> Inc.<br>| 62270 | 480102 |
| \* | Biglari Holdings, Inc. <br> (BH US), Class B<br>| 7406 | 2675862 |
| \* | Biglari Holdings, Inc. <br> (BH/A US), Class A<br>| 621 | 1088762 |

---

------

**U.S. Micro Cap Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| CONSUMER DISCRETIONARY — (Continued) | CONSUMER DISCRETIONARY — (Continued) | CONSUMER DISCRETIONARY — (Continued) | CONSUMER DISCRETIONARY — (Continued) |
| \* | BJ's Restaurants, Inc. | 98449 | $3343328 |
|  | Bloomin' Brands, Inc. | 271783 | 1856278 |
| \* | Boot Barn Holdings, <br> Inc.<br>| 45123 | 8557577 |
| \* | Brinker International, <br> Inc.<br>| 75399 | 8192855 |
|  | Brunswick Corp. | 114657 | 7579974 |
|  | Buckle, Inc. | 198584 | 10882403 |
|  | Build-A-Bear <br> Workshop, Inc.<br>| 48628 | 2636610 |
|  | Caleres, Inc. | 166991 | 1843581 |
|  | Camping World <br> Holdings, Inc., <br> Class A<br>| 185169 | 2436824 |
|  | Canterbury Park <br> Holding Corp.<br>| 10905 | 172844 |
| \* | Capri Holdings Ltd. | 234084 | 4857243 |
|  | Carriage Services, <br> Inc.<br>| 139963 | 6256346 |
|  | Carter's, Inc. | 115166 | 3616212 |
|  | Cato Corp., Class A | 90332 | 347778 |
| \* | Cavco Industries, Inc. | 29042 | 15386452 |
|  | Century Communities, <br> Inc.<br>| 144153 | 8562688 |
| \* | Champion Homes, <br> Inc.<br>| 99824 | 6810992 |
|  | Cheesecake Factory, <br> Inc.<br>| 141078 | 7025684 |
| \* | Citi Trends, Inc. | 66181 | 2370603 |
|  | Clarus Corp. | 6400 | 21376 |
|  | Columbia Sportswear <br> Co.<br>| 97794 | 4853516 |
| \* | Contextlogic Holdings, <br> Inc.<br>| 3565 | 26844 |
| \* | Cooper-Standard <br> Holdings, Inc.<br>| 66302 | 2003646 |
| \* | Coursera, Inc. | 371047 | 3124216 |
|  | Cracker Barrel Old <br> Country Store, Inc.<br>| 66597 | 2244319 |
|  | Cricut, Inc., Class A | 60791 | 322800 |
| \* | Crocs, Inc. | 94633 | 7730570 |
|  | Crown Crafts, Inc. | 12250 | 35280 |
| \* | Culp, Inc. | 149674 | 601689 |
|  | Dana, Inc. | 511292 | 10379228 |
| \* | Dave & Buster's <br> Entertainment, Inc.<br>| 59484 | 873820 |
| \* | Denny's Corp. | 126638 | 495155 |
|  | Designer Brands, Inc., <br> Class A<br>| 109514 | 404107 |
| \* | Destination XL Group, <br> Inc.<br>| 110722 | 110633 |
|  | Dick's Sporting <br> Goods, Inc.<br>| 26087 | 5776966 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| CONSUMER DISCRETIONARY — (Continued) | CONSUMER DISCRETIONARY — (Continued) | CONSUMER DISCRETIONARY — (Continued) | CONSUMER DISCRETIONARY — (Continued) |
|  | Dine Brands Global, <br> Inc.<br>| 48617 | $1201812 |
| \* | Dorman Products, <br> Inc.<br>| 106859 | 14332998 |
| \* | Dream Finders <br> Homes, Inc., <br> Class A<br>| 62543 | 1238351 |
| \* | Driven Brands <br> Holdings, Inc.<br>| 118187 | 1695983 |
| \* | Duluth Holdings, Inc., <br> Class B<br>| 20013 | 55036 |
| \* | Educational <br> Development Corp.<br>| 3317 | 5175 |
| \* | El Pollo Loco <br> Holdings, Inc.<br>| 159414 | 1629211 |
|  | Escalade, Inc. | 61443 | 707209 |
|  | Ethan Allen Interiors, <br> Inc.<br>| 211034 | 5100692 |
| \* | European Wax <br> Center, Inc., <br> Class A<br>| 93666 | 365297 |
| \* | Figs, Inc., Class A | 521601 | 3891143 |
| \* | First Watch <br> Restaurant Group, <br> Inc.<br>| 149074 | 2458230 |
|  | Flanigan's <br> Enterprises, Inc.<br>| 21539 | 681720 |
|  | Flexsteel Industries, <br> Inc.<br>| 21164 | 723597 |
| \* | Fox Factory Holding <br> Corp.<br>| 75433 | 1667824 |
| \* | Frontdoor, Inc. | 132822 | 8823365 |
| \* | Full House Resorts, <br> Inc.<br>| 29198 | 71535 |
| \* | Funko, Inc., Class A | 161246 | 503088 |
|  | Garrett Motion, Inc. | 534959 | 9062205 |
| \* | Genesco, Inc. | 32229 | 934963 |
|  | Gentex Corp. | 193652 | 4541139 |
| \* | Gentherm, Inc. | 109400 | 4025920 |
| \* | G-III Apparel Group <br> Ltd.<br>| 295525 | 7934846 |
| \* | Global Business <br> Travel Group I<br>| 280463 | 2204439 |
|  | Golden Entertainment, <br> Inc.<br>| 7760 | 156752 |
| \* | Goodyear Tire & <br> Rubber Co.<br>| 789502 | 5439669 |
|  | Graham Holdings Co., <br> Class B<br>| 12505 | 12656686 |
| \* | Grand Canyon <br> Education, Inc.<br>| 43701 | 8228898 |
| \* | Green Brick Partners, <br> Inc.<br>| 161749 | 10471630 |

---

------

**U.S. Micro Cap Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| CONSUMER DISCRETIONARY — (Continued) | CONSUMER DISCRETIONARY — (Continued) | CONSUMER DISCRETIONARY — (Continued) | CONSUMER DISCRETIONARY — (Continued) |
| \* | Groupon, Inc. | 73715 | $1483883 |
| \* | GrowGeneration <br> Corp.<br>| 33547 | 50991 |
|  | Guess?, Inc. | 317970 | 5399131 |
|  | Hamilton Beach <br> Brands Holding Co., <br> Class A<br>| 47004 | 661346 |
| \* | Hanesbrands, Inc. | 913064 | 6035353 |
|  | Harley-Davidson, Inc. | 309113 | 8339869 |
|  | Haverty Furniture <br> Cos., Inc. (HVT <br> US)<br>| 95559 | 2084142 |
|  | Haverty Furniture <br> Cos., Inc. (HVT/A <br> US), Class A<br>| 18389 | 411730 |
| \* | Helen of Troy Ltd. | 59541 | 1109249 |
| \* | Hilton Grand <br> Vacations, Inc.<br>| 179691 | 7448192 |
| \* | Holley, Inc. | 52405 | 150402 |
|  | Hooker Furnishings <br> Corp.<br>| 34101 | 309637 |
| \* | Hovnanian <br> Enterprises, Inc., <br> Class A<br>| 18395 | 2211631 |
| \* | Inspired <br> Entertainment, Inc.<br>| 29576 | 223299 |
|  | J Jill, Inc. | 44198 | 666064 |
|  | JAKKS Pacific, Inc. | 24384 | 414528 |
|  | Jerash Holdings U.S., <br> Inc.<br>| 7541 | 25564 |
|  | Johnson Outdoors, <br> Inc., Class A<br>| 63311 | 2578657 |
|  | Kohl's Corp. | 354178 | 5762476 |
|  | Kontoor Brands, Inc. | 205389 | 16620078 |
| \* | Koss Corp. | 4843 | 23392 |
|  | Krispy Kreme, Inc. | 302670 | 1086585 |
| \* | Kura Sushi USA, Inc., <br> Class A<br>| 30634 | 1743994 |
|  | Lakeland Industries, <br> Inc.<br>| 35035 | 576676 |
| \* | Lands' End, Inc. | 116131 | 1827902 |
| \* | Latham Group, Inc. | 96771 | 701590 |
| \* | Laureate Education, <br> Inc.<br>| 774687 | 22489164 |
| \*†† | Lazare Kaplan <br> International, Inc.<br>| 81643 | 0 |
|  | La-Z-Boy, Inc. | 165186 | 5236396 |
|  | LCI Industries | 69682 | 7211390 |
|  | Lear Corp. | 46307 | 4846028 |
| #\*†† | Lear Corp. | 498411 | 0 |
| \* | Legacy Housing <br> Corp.<br>| 47186 | 1059562 |
|  | Leggett & Platt, Inc. | 303117 | 2831113 |
| \* | LGI Homes, Inc. | 71423 | 2914773 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| CONSUMER DISCRETIONARY — (Continued) | CONSUMER DISCRETIONARY — (Continued) | CONSUMER DISCRETIONARY — (Continued) | CONSUMER DISCRETIONARY — (Continued) |
|  | Lifetime Brands, Inc. | 70700 | $239673 |
| \* | Lincoln Educational <br> Services Corp.<br>| 92730 | 1800817 |
| \* | Lindblad Expeditions <br> Holdings, Inc.<br>| 48865 | 589312 |
| \* | Live Ventures, Inc. | 6057 | 82920 |
| \* | Lovesac Co. | 35913 | 498113 |
| \* | M/I Homes, Inc. | 96801 | 12118517 |
|  | Macy's, Inc. | 728698 | 14202324 |
| \* | Malibu Boats, Inc., <br> Class A<br>| 68985 | 1922612 |
|  | Marine Products <br> Corp.<br>| 149233 | 1261019 |
| \* | MarineMax, Inc. | 81932 | 2029456 |
|  | Marriott Vacations <br> Worldwide Corp.<br>| 106162 | 7004569 |
| \* | MasterCraft Boat <br> Holdings, Inc.<br>| 46986 | 942539 |
|  | Matthews International <br> Corp., Class A<br>| 71934 | 1684694 |
| \* | Mister Car Wash, Inc. | 441705 | 2469131 |
|  | Monarch Casino & <br> Resort, Inc.<br>| 27353 | 2463685 |
|  | Monro, Inc. | 81098 | 1188086 |
| \* | Motorcar Parts of <br> America, Inc.<br>| 76249 | 1300808 |
|  | Movado Group, Inc. | 58101 | 1058019 |
|  | Nathan's Famous, <br> Inc.<br>| 35511 | 3758129 |
| \* | National Vision <br> Holdings, Inc.<br>| 287861 | 7412421 |
|  | Newell Brands, Inc. | 1324827 | 4504412 |
| » | Nobility Homes, Inc. | 2100 | 63420 |
| \* | ODP Corp. | 191974 | 5352235 |
|  | OneSpaWorld <br> Holdings Ltd.<br>| 368123 | 8566222 |
| \* | OneWater Marine, <br> Inc., Class A<br>| 46404 | 720654 |
| \* | Outdoor Holding Co. | 20080 | 32128 |
|  | Oxford Industries, Inc. | 54773 | 2018385 |
|  | Papa John's <br> International, Inc.<br>| 100245 | 5093448 |
|  | Patrick Industries, <br> Inc.<br>| 123089 | 12846799 |
| \* | Penn Entertainment, <br> Inc.<br>| 52898 | 870701 |
|  | Perdoceo Education <br> Corp.<br>| 410255 | 13029699 |
| \* | Petco Health & <br> Wellness Co., Inc.<br>| 489273 | 1555888 |
| \* | PetMed Express, Inc. | 8499 | 21842 |
|  | Phinia, Inc. | 93811 | 4869729 |
|  | Polaris, Inc. | 97408 | 6438669 |

---

------

**U.S. Micro Cap Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| CONSUMER DISCRETIONARY — (Continued) | CONSUMER DISCRETIONARY — (Continued) | CONSUMER DISCRETIONARY — (Continued) | CONSUMER DISCRETIONARY — (Continued) |
| \* | Portillo's, Inc., <br> Class A<br>| 189677 | $1014772 |
| \* | Pursuit Attractions & <br> Hospitality, Inc.<br>| 50350 | 1786418 |
|  | PVH Corp. | 100979 | 7909685 |
| \* | QuantumScape Corp. | 190952 | 3521155 |
| \* | Rave Restaurant <br> Group, Inc.<br>| 23757 | 60818 |
|  | RCI Hospitality <br> Holdings, Inc.<br>| 31259 | 778662 |
| \* | Red Robin Gourmet <br> Burgers, Inc.<br>| 2074 | 10494 |
| \* | Revolve Group, Inc. | 120739 | 2670747 |
| \* | RH | 37899 | 6537199 |
|  | Rocky Brands, Inc. | 33594 | 947015 |
| \* | Rush Street <br> Interactive, Inc.<br>| 148350 | 2516016 |
| \* | Sabre Corp. | 675772 | 1381954 |
| \* | Sally Beauty Holdings, <br> Inc.<br>| 307138 | 4640855 |
| \* | Savers Value Village, <br> Inc.<br>| 84707 | 780151 |
| \* | Shake Shack, Inc., <br> Class A<br>| 62894 | 6069900 |
|  | Shoe Carnival, Inc. | 99083 | 1816191 |
|  | Signet Jewelers Ltd. | 151527 | 14978444 |
| \* | Sleep Number Corp. | 35688 | 196284 |
|  | Smith & Wesson <br> Brands, Inc.<br>| 158946 | 1523497 |
| \* | Soho House & Co., <br> Inc.<br>| 23519 | 209319 |
|  | Sonic Automotive, <br> Inc., Class A<br>| 111309 | 7071461 |
| \* | Sonos, Inc. | 368755 | 6331523 |
| \* | Sportsman's <br> Warehouse <br> Holdings, Inc.<br>| 17747 | 43835 |
|  | Standard Motor <br> Products, Inc.<br>| 110392 | 4098855 |
|  | Steven Madden Ltd. | 193779 | 6571046 |
| \* | Stitch Fix, Inc., <br> Class A<br>| 328346 | 1375770 |
| \* | Stoneridge, Inc. | 188193 | 1281594 |
|  | Strategic Education, <br> Inc.<br>| 92195 | 7004976 |
| \* | Strattec Security <br> Corp.<br>| 14913 | 915062 |
|  | Sturm Ruger & Co., <br> Inc.<br>| 23260 | 986457 |
|  | Superior Group of <br> Cos., Inc.<br>| 73534 | 686808 |
| \* | Sweetgreen, Inc., <br> Class A<br>| 220857 | 1389191 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| CONSUMER DISCRETIONARY — (Continued) | CONSUMER DISCRETIONARY — (Continued) | CONSUMER DISCRETIONARY — (Continued) | CONSUMER DISCRETIONARY — (Continued) |
| \* | Target Hospitality <br> Corp.<br>| 114036 | $876937 |
|  | Thor Industries, Inc. | 95589 | 9974712 |
| \* | Tile Shop Holdings, <br> Inc.<br>| 133267 | 834251 |
| \* | Tilly's, Inc., Class A | 78303 | 119804 |
| \* | Topgolf Callaway <br> Brands Corp.<br>| 443896 | 4177061 |
|  | Travel & Leisure Co. | 262595 | 16485714 |
| \* | Tri Pointe Homes, <br> Inc.<br>| 528036 | 16817947 |
| \* | Udemy, Inc. | 18845 | 107322 |
| \* | Under Armour, Inc. <br> (UA US), Class C<br>| 593097 | 2633351 |
| \* | Under Armour, Inc. <br> (UAA US), Class A<br>| 526459 | 2426976 |
| \* | Unifi, Inc. | 56640 | 252614 |
| \* | United Parks & <br> Resorts, Inc.<br>| 145146 | 7025066 |
| \* | Universal Electronics, <br> Inc.<br>| 38422 | 149462 |
| \* | Universal Technical <br> Institute, Inc.<br>| 196423 | 5837692 |
|  | Upbound Group, Inc. | 220634 | 4275887 |
|  | Vail Resorts, Inc. | 5329 | 790451 |
| \* | Valvoline, Inc. | 274745 | 9069332 |
| \* | Vera Bradley, Inc. | 82160 | 193076 |
|  | VF Corp. | 156271 | 2194045 |
| \* | Victoria's Secret & <br> Co.<br>| 242096 | 8533884 |
|  | Visteon Corp. | 65123 | 6978581 |
| \* | Warby Parker, Inc., <br> Class A<br>| 268895 | 5267653 |
|  | Wendy's Co. | 491932 | 4201099 |
|  | Weyco Group, Inc. | 55992 | 1605291 |
|  | Whirlpool Corp. | 87052 | 6235535 |
|  | Winmark Corp. | 23393 | 9431356 |
|  | Winnebago Industries, <br> Inc.<br>| 78845 | 2973245 |
|  | Wolverine World <br> Wide, Inc.<br>| 85784 | 1947297 |
| \* | XPEL, Inc. | 55579 | 1895244 |
| \* | YETI Holdings, Inc. | 247680 | 8418643 |
| \* | Zumiez, Inc. | 59476 | 1287655 |
| TOTAL CONSUMER <br> DISCRETIONARY | TOTAL CONSUMER <br> DISCRETIONARY |  | 849200483 |
| CONSUMER STAPLES — (3.2%) | CONSUMER STAPLES — (3.2%) | CONSUMER STAPLES — (3.2%) | CONSUMER STAPLES — (3.2%) |
|  | Alico, Inc. | 54009 | 1901657 |
|  | Andersons, Inc. | 122629 | 5678949 |
|  | B&G Foods, Inc. | 238627 | 954508 |
| \* | BellRing Brands, Inc. | 132280 | 3985596 |
| \* | Boston Beer Co., Inc. <br> , Class A<br>| 25076 | 5190481 |

---

------

**U.S. Micro Cap Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| CONSUMER STAPLES — (Continued) | CONSUMER STAPLES — (Continued) | CONSUMER STAPLES — (Continued) | CONSUMER STAPLES — (Continued) |
| \* | Bridgford Foods <br> Corp.<br>| 72953 | $581435 |
|  | Calavo Growers, Inc. | 63997 | 1421373 |
|  | Cal-Maine Foods, Inc. | 74170 | 6512126 |
| \* | Central Garden & Pet <br> Co. (CENT US)<br>| 44514 | 1365244 |
| \* | Central Garden & Pet <br> Co. (CENTA US), <br> Class A<br>| 266190 | 7402744 |
| \* | Chefs' Warehouse, <br> Inc.<br>| 149808 | 8838672 |
| \* | Coty, Inc., Class A | 1349825 | 5358805 |
| \* | Darling Ingredients, <br> Inc.<br>| 164986 | 5287801 |
|  | Dole PLC | 95363 | 1214925 |
|  | Edgewell Personal <br> Care Co.<br>| 162298 | 3146958 |
|  | Energizer Holdings, <br> Inc.<br>| 159495 | 3705069 |
| \* | FitLife Brands, Inc. | 1711 | 32714 |
|  | Flowers Foods, Inc. | 511223 | 6098890 |
| \* | Forafric Global PLC | 5000 | 46700 |
|  | Fresh Del Monte <br> Produce, Inc.<br>| 177968 | 6291169 |
| \* | Freshpet, Inc. | 72802 | 3582586 |
| \* | Grocery Outlet <br> Holding Corp.<br>| 240093 | 3267666 |
| \* | Hain Celestial Group, <br> Inc.<br>| 60542 | 70229 |
| \* | Herbalife Ltd. | 224279 | 1794232 |
| \* | Honest Co., Inc. | 323310 | 1102487 |
|  | Ingles Markets, Inc., <br> Class A<br>| 55221 | 3815771 |
|  | Interparfums, Inc. | 80241 | 7153485 |
|  | J&J Snack Foods <br> Corp.<br>| 52850 | 4473752 |
|  | John B Sanfilippo & <br> Son, Inc.<br>| 32425 | 2035642 |
|  | Lifevantage Corp. | 42829 | 350770 |
| \* | Lifeway Foods, Inc. | 38849 | 931988 |
|  | Limoneira Co. | 54654 | 772261 |
| \* | Mama's Creations, <br> Inc.<br>| 102941 | 1090145 |
|  | Marzetti Co. | 28413 | 4454874 |
| \* | Medifast, Inc. | 36581 | 439704 |
|  | MGP Ingredients, Inc. | 61278 | 1482928 |
| \* | Mission Produce, Inc. | 203749 | 2347188 |
| \* | National Beverage <br> Corp.<br>| 108205 | 3708185 |
| \* | Natural Alternatives <br> International, Inc.<br>| 67137 | 187312 |
|  | Natural Grocers by <br> Vitamin Cottage, <br> Inc.<br>| 93669 | 3005838 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| CONSUMER STAPLES — (Continued) | CONSUMER STAPLES — (Continued) | CONSUMER STAPLES — (Continued) | CONSUMER STAPLES — (Continued) |
| \* | Nature's Sunshine <br> Products, Inc.<br>| 133131 | $1794606 |
|  | Nu Skin Enterprises, <br> Inc., Class A<br>| 77588 | 831743 |
|  | Oil-Dri Corp. of <br> America<br>| 108175 | 5991813 |
| \* | Olaplex Holdings, Inc. | 30855 | 32089 |
|  | PriceSmart, Inc. | 117343 | 13487404 |
|  | Reynolds Consumer <br> Products, Inc.<br>| 197429 | 4825165 |
| \* | Rocky Mountain <br> Chocolate Factory, <br> Inc.<br>| 58722 | 101002 |
|  | Seaboard Corp. | 1615 | 5442518 |
| \* | Seneca Foods Corp. <br> (SENEA US), <br> Class A<br>| 40165 | 4331193 |
| \*» | Seneca Foods Corp. <br> (SENEB US), <br> Class B<br>| 11120 | 1222088 |
| \* | Simply Good Foods <br> Co.<br>| 247398 | 4841579 |
|  | Spectrum Brands <br> Holdings, Inc.<br>| 10611 | 571721 |
|  | Tootsie Roll Industries, <br> Inc.<br>| 158599 | 5596959 |
| \* | TreeHouse Foods, <br> Inc.<br>| 127838 | 2326652 |
|  | Turning Point Brands, <br> Inc.<br>| 88044 | 7915156 |
| \* | United Natural Foods, <br> Inc.<br>| 180305 | 6788483 |
|  | United-Guardian, Inc. | 32274 | 231405 |
|  | Universal Corp. | 106477 | 5396254 |
| \* | USANA Health <br> Sciences, Inc.<br>| 47159 | 997413 |
|  | Utz Brands, Inc. | 182382 | 1920482 |
|  | Village Super Market, <br> Inc., Class A<br>| 60778 | 1906606 |
| \* | Vita Coco Co., Inc. | 128748 | 5301843 |
| \* | Vital Farms, Inc. | 168689 | 5541434 |
|  | WD-40 Co. | 47334 | 9196050 |
|  | Weis Markets, Inc. | 189601 | 12009327 |
| \* | Willamette Valley <br> Vineyards, Inc.<br>| 3868 | 12378 |
| \* | Zevia PBC, Class A | 98497 | 232453 |
| TOTAL CONSUMER <br> STAPLES | TOTAL CONSUMER <br> STAPLES |  | 229928675 |
| ENERGY — (5.2%) | ENERGY — (5.2%) | ENERGY — (5.2%) | ENERGY — (5.2%) |
| \* | Amplify Energy Corp. | 127913 | 580725 |
|  | Archrock, Inc. | 672069 | 16983184 |

---

------

**U.S. Micro Cap Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| ENERGY — (Continued) | ENERGY — (Continued) | ENERGY — (Continued) | ENERGY — (Continued) |
|  | Ardmore Shipping <br> Corp.<br>| 149589 | $1883326 |
|  | Atlas Energy <br> Solutions, Inc.<br>| 67691 | 838015 |
|  | Berry Corp. | 207701 | 699952 |
|  | Borr Drilling Ltd. | 20562 | 63742 |
| \* | Bristow Group, Inc. | 103286 | 4203740 |
|  | Cactus, Inc., Class A | 129805 | 5733487 |
|  | California Resources <br> Corp.<br>| 167400 | 7896258 |
| \* | Centrus Energy Corp., <br> Class A<br>| 64228 | 23601221 |
|  | Chord Energy Corp. <br> (CHRD US)<br>| 1016 | 92172 |
|  | Civitas Resources, <br> Inc.<br>| 127593 | 3678506 |
| \* | Clean Energy Fuels <br> Corp.<br>| 538968 | 1541448 |
| \* | CNX Resources <br> Corp.<br>| 310935 | 10466072 |
| \* | Comstock Resources, <br> Inc.<br>| 3013 | 56494 |
| \* | Comstock, Inc. | 8699 | 26967 |
|  | Core Laboratories, <br> Inc.<br>| 101432 | 1616826 |
|  | Core Natural <br> Resources, Inc.<br>| 98511 | 7782369 |
|  | Crescent Energy Co., <br> Class A<br>| 614874 | 5183388 |
| \* | CVR Energy, Inc. | 318123 | 11321998 |
|  | DHT Holdings, Inc. | 609411 | 8092978 |
| \* | DMC Global, Inc. | 57802 | 465884 |
|  | Dorian LPG Ltd. | 152873 | 4410386 |
| \* | Encore Energy Corp. | 90770 | 280479 |
|  | Energy Services of <br> America Corp.<br>| 48914 | 536097 |
|  | Epsilon Energy Ltd. | 42044 | 201811 |
|  | Evolution Petroleum <br> Corp.<br>| 95582 | 418649 |
|  | Excelerate Energy, <br> Inc., Class A<br>| 74396 | 1927600 |
| \* | Expro Group Holdings <br> NV<br>| 335644 | 4558046 |
| \* | Forum Energy <br> Technologies, Inc.<br>| 25820 | 691460 |
|  | FutureFuel Corp. | 98304 | 386335 |
| \* | Geospace <br> Technologies Corp.<br>| 106860 | 2707832 |
|  | Granite Ridge <br> Resources, Inc.<br>| 76474 | 403783 |
| \* | Green Plains, Inc. | 178169 | 1831577 |
| \* | Gulf Island <br> Fabrication, Inc.<br>| 64942 | 507197 |
| \* | Gulfport Energy Corp. | 67786 | 12608874 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| ENERGY — (Continued) | ENERGY — (Continued) | ENERGY — (Continued) | ENERGY — (Continued) |
| \* | Helix Energy Solutions <br> Group, Inc.<br>| 609400 | $4095168 |
|  | Helmerich & Payne, <br> Inc.<br>| 233292 | 6126248 |
| \* | Innovex International, <br> Inc.<br>| 217417 | 4363559 |
|  | International Seaways, <br> Inc.<br>| 181677 | 9307313 |
|  | Kodiak Gas Services, <br> Inc.<br>| 206963 | 7632795 |
| \* | Kosmos Energy Ltd. | 305235 | 479219 |
|  | Liberty Energy, Inc. | 327845 | 5937273 |
|  | Magnolia Oil & Gas <br> Corp., Class A<br>| 364653 | 8190106 |
| \* | Mammoth Energy <br> Services, Inc.<br>| 113681 | 231909 |
|  | Matador Resources <br> Co.<br>| 16240 | 640830 |
|  | Mexco Energy Corp. | 1906 | 17535 |
| \* | MIND Technology, <br> Inc.<br>| 4943 | 54422 |
|  | Murphy Oil Corp. | 316347 | 8952620 |
| \* | Nabors Industries Ltd. | 29290 | 1421151 |
|  | NACCO Industries, <br> Inc., Class A<br>| 39573 | 1673146 |
| \* | National Energy <br> Services Reunited <br> Corp.<br>| 5270 | 66507 |
|  | Natural Gas Services <br> Group, Inc.<br>| 75130 | 2091619 |
| #\*†† | Next Bridge <br> Hydrocarbons, Inc.<br>| 18077 | 0 |
|  | Noble Corp. PLC | 267750 | 7858463 |
|  | Nordic American <br> Tankers Ltd.<br>| 570550 | 2099624 |
|  | Northern Oil & Gas, <br> Inc.<br>| 238874 | 5286282 |
|  | NOV, Inc. | 190966 | 2788104 |
| \* | Oceaneering <br> International, Inc.<br>| 359199 | 8365745 |
| \* | Oil States <br> International, Inc.<br>| 229579 | 1370587 |
| \* | OPAL Fuels, Inc., <br> Class A<br>| 5118 | 12334 |
| \* | Par Pacific Holdings, <br> Inc.<br>| 227036 | 9076899 |
|  | Patterson-UTI Energy, <br> Inc.<br>| 941858 | 5905450 |
|  | PBF Energy, Inc., <br> Class A<br>| 226463 | 7738241 |
|  | Peabody Energy <br> Corp.<br>| 370352 | 10155052 |

---

------

**U.S. Micro Cap Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| ENERGY — (Continued) | ENERGY — (Continued) | ENERGY — (Continued) | ENERGY — (Continued) |
| \* | PrimeEnergy <br> Resources Corp.<br>| 3307 | $447239 |
| \* | ProFrac Holding <br> Corp., Class A<br>| 35942 | 196603 |
| \* | ProPetro Holding <br> Corp.<br>| 292642 | 3037624 |
|  | Ranger Energy <br> Services, Inc., <br> Class A<br>| 54402 | 747483 |
| \* | REX American <br> Resources Corp.<br>| 166734 | 5340490 |
|  | Riley Exploration <br> Permian, Inc.<br>| 26067 | 678263 |
|  | RPC, Inc. | 591904 | 3077901 |
|  | SandRidge Energy, <br> Inc.<br>| 51951 | 618736 |
|  | Scorpio Tankers, Inc. | 181045 | 11170477 |
| \* | SEACOR Marine <br> Holdings, Inc.<br>| 81598 | 518963 |
| \* | Seadrill Ltd. | 196702 | 6207915 |
|  | Select Water <br> Solutions, Inc.<br>| 361875 | 4183275 |
|  | SFL Corp. Ltd. | 662419 | 4941646 |
|  | SM Energy Co. | 255910 | 5345960 |
|  | Smart Sand, Inc. | 94614 | 203420 |
| \*†† | Strongbridge <br> Biopharma<br>| 9014 | 0 |
| \* | Talos Energy, Inc. | 552558 | 5420594 |
|  | Teekay Corp. Ltd. | 307694 | 2960016 |
|  | Teekay Tankers Ltd., <br> Class A<br>| 109972 | 6708292 |
| \* | TETRA Technologies, <br> Inc.<br>| 462608 | 3266013 |
| \* | Tidewater, Inc. | 182186 | 9216790 |
| \* | TOP Ships, Inc. | 4756 | 28536 |
| \* | Transocean Ltd. | 1337582 | 5136315 |
|  | VAALCO Energy, Inc. | 75120 | 295222 |
| \* | Valaris Ltd. | 116824 | 6556163 |
| \* | Vital Energy, Inc. | 108930 | 1711290 |
|  | Vitesse Energy, Inc. | 70515 | 1533701 |
|  | Weatherford <br> International PLC<br>| 118052 | 8699252 |
|  | World Kinect Corp. | 355527 | 9190373 |
| TOTAL ENERGY | TOTAL ENERGY |  | 373655631 |
| FINANCIALS — (20.2%) | FINANCIALS — (20.2%) | FINANCIALS — (20.2%) | FINANCIALS — (20.2%) |
|  | 1st Source Corp. | 151558 | 9008608 |
| \* | Acacia Research <br> Corp.<br>| 139341 | 483513 |
|  | Acadian Asset <br> Management, Inc.<br>| 191279 | 9200520 |
|  | ACNB Corp. | 31959 | 1443908 |
|  | Affinity Bancshares, <br> Inc.<br>| 1853 | 35151 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) |
|  | Alerus Financial <br> Corp.<br>| 86759 | $1832350 |
| \* | AlTi Global, Inc. | 15941 | 62808 |
|  | Amalgamated <br> Financial Corp.<br>| 107928 | 2942117 |
| \* | Ambac Financial <br> Group, Inc.<br>| 117127 | 961613 |
|  | Amerant Bancorp, <br> Inc.<br>| 83511 | 1400479 |
|  | American Coastal <br> Insurance Corp.<br>| 58473 | 692320 |
|  | Ameris Bancorp | 221925 | 15894268 |
|  | AMERISAFE, Inc. | 114282 | 4580423 |
|  | AmeriServ Financial, <br> Inc.<br>| 111291 | 339438 |
|  | Ames National Corp. | 30073 | 627323 |
|  | Arrow Financial Corp. | 123488 | 3444080 |
|  | Artisan Partners Asset <br> Management, Inc., <br> Class A<br>| 297594 | 12992954 |
|  | Associated <br> Banc-Corp.<br>| 495112 | 12263924 |
|  | Associated Capital <br> Group, Inc., <br> Class A<br>| 7890 | 287985 |
|  | Assured Guaranty <br> Ltd.<br>| 76934 | 6199342 |
|  | Atlantic American <br> Corp.<br>| 7131 | 20181 |
|  | Atlantic Union <br> Bankshares Corp.<br>| 527151 | 17142951 |
| \* | Atlanticus Holdings <br> Corp.<br>| 88242 | 4863017 |
|  | Auburn National <br> BanCorp, Inc.<br>| 12735 | 330346 |
| \* | Axos Financial, Inc. | 191410 | 14926152 |
| \* | Baldwin Insurance <br> Group, Inc.<br>| 145669 | 3219285 |
|  | Banc of California, <br> Inc.<br>| 236422 | 4012081 |
|  | BancFirst Corp. | 197464 | 21495931 |
| \* | Bancorp, Inc. | 288894 | 18885001 |
|  | Bank First Corp. | 11570 | 1412928 |
|  | Bank of Hawaii Corp. | 93210 | 6052125 |
|  | Bank of Marin <br> Bancorp<br>| 61270 | 1577703 |
|  | Bank of NT Butterfield <br> & Son Ltd.<br>| 199502 | 9228963 |
|  | Bank OZK | 21922 | 986271 |
|  | Bank7 Corp. | 13854 | 575080 |
|  | BankFinancial Corp. | 29559 | 326627 |
|  | BankUnited, Inc. | 258267 | 10351341 |
|  | Bankwell Financial <br> Group, Inc.<br>| 28238 | 1224117 |

---

------

**U.S. Micro Cap Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) |
|  | Banner Corp. | 169519 | $10237252 |
|  | Bar Harbor <br> Bankshares<br>| 64036 | 1878176 |
|  | BayCom Corp. | 48814 | 1330670 |
|  | BCB Bancorp, Inc. | 90649 | 719753 |
|  | Beacon Financial <br> Corp.<br>| 278751 | 6784799 |
|  | BGC Group, Inc., <br> Class A<br>| 1011255 | 9242871 |
| \* | Blue Foundry <br> Bancorp<br>| 82442 | 679322 |
| \* | Blue Ridge <br> Bankshares, Inc.<br>| 24627 | 110329 |
|  | Bread Financial <br> Holdings, Inc.<br>| 193285 | 12109305 |
| \* | Bridgewater <br> Bancshares, Inc.<br>| 48264 | 794425 |
| \* | Brighthouse Financial, <br> Inc.<br>| 158784 | 9061803 |
|  | Burke & Herbert <br> Financial Services <br> Corp.<br>| 30244 | 1780162 |
|  | Business First <br> Bancshares, Inc.<br>| 77722 | 1905743 |
| \* | BV Financial, Inc. | 7875 | 128363 |
|  | Byline Bancorp, Inc. | 174822 | 4674740 |
|  | C&F Financial Corp. | 13400 | 916694 |
| \* | California BanCorp | 12528 | 231643 |
| \*» | California First <br> Leasing Corp.<br>| 5329 | 118570 |
|  | Camden National <br> Corp.<br>| 86832 | 3312641 |
| \* | Cantaloupe, Inc. | 134138 | 1416497 |
|  | Capital Bancorp, Inc. | 27364 | 760582 |
|  | Capital City Bank <br> Group, Inc.<br>| 96546 | 3755639 |
|  | Capitol Federal <br> Financial, Inc.<br>| 517943 | 3128376 |
| \* | Carter Bankshares, <br> Inc.<br>| 78996 | 1349252 |
|  | Cass Information <br> Systems, Inc.<br>| 74931 | 2962022 |
|  | Cathay General <br> Bancorp<br>| 202660 | 9210897 |
|  | CB Financial Services, <br> Inc.<br>| 2538 | 82155 |
|  | Central Pacific <br> Financial Corp.<br>| 99333 | 2831984 |
|  | CF Bankshares, Inc. | 2073 | 48094 |
|  | Chemung Financial <br> Corp.<br>| 12938 | 655568 |
|  | ChoiceOne Financial <br> Services, Inc.<br>| 11693 | 334888 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) |
|  | Citizens & Northern <br> Corp.<br>| 42511 | $823013 |
|  | Citizens Community <br> Bancorp, Inc.<br>| 13176 | 206204 |
|  | Citizens Financial <br> Services, Inc.<br>| 484 | 26518 |
| \* | Citizens, Inc. | 84504 | 470687 |
|  | City Holding Co. | 64850 | 7644518 |
|  | Civista Bancshares, <br> Inc.<br>| 53449 | 1150757 |
|  | CNB Financial Corp. | 116736 | 2871706 |
|  | CNO Financial Group, <br> Inc.<br>| 95064 | 3804461 |
| \* | Coastal Financial <br> Corp.<br>| 56774 | 6046431 |
|  | Cohen & Steers, Inc. | 107799 | 7364828 |
|  | Colony Bankcorp, Inc. | 32655 | 522153 |
| \* | Columbia Financial, <br> Inc.<br>| 199834 | 2947551 |
|  | Community Financial <br> System, Inc.<br>| 119194 | 6612883 |
|  | Community Trust <br> Bancorp, Inc.<br>| 124853 | 6391849 |
|  | Community West <br> Bancshares<br>| 68575 | 1452419 |
|  | ConnectOne Bancorp, <br> Inc.<br>| 180196 | 4335516 |
| \* | Consumer Portfolio <br> Services, Inc.<br>| 122735 | 1030974 |
|  | Crawford & Co. <br> (CRD/A US), <br> Class A<br>| 222450 | 2409133 |
|  | Crawford & Co. <br> (CRD/B US), <br> Class B<br>| 25338 | 254394 |
| \* | Customers Bancorp, <br> Inc.<br>| 116315 | 7807063 |
|  | CVB Financial Corp. | 319880 | 5876196 |
| \* | Dave, Inc. | 35435 | 8480304 |
|  | Diamond Hill <br> Investment Group, <br> Inc.<br>| 7265 | 932463 |
|  | DigitalBridge Group, <br> Inc.<br>| 509454 | 6026841 |
|  | Dime Community <br> Bancshares, Inc.<br>| 165560 | 4345950 |
|  | Donegal Group, Inc. <br> (DGICA US), <br> Class A<br>| 90740 | 1701375 |
|  | Donegal Group, Inc. <br> (DGICB US), <br> Class B<br>| 34951 | 532653 |

---

------

**U.S. Micro Cap Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) |
| \* | Donnelley Financial <br> Solutions, Inc.<br>| 98557 | $4528694 |
|  | Eagle Bancorp <br> Montana, Inc.<br>| 8220 | 133411 |
|  | Eagle Bancorp, Inc. | 96001 | 1608017 |
|  | Eastern Bankshares, <br> Inc.<br>| 294450 | 5161708 |
| \* | eHealth, Inc. | 83231 | 431969 |
|  | Employers Holdings, <br> Inc.<br>| 142704 | 5441304 |
|  | Enact Holdings, Inc. | 5165 | 184494 |
| \* | Encore Capital Group, <br> Inc.<br>| 179737 | 7473464 |
| \* | Enova International, <br> Inc.<br>| 181557 | 21708770 |
|  | Enterprise Financial <br> Services Corp.<br>| 147242 | 7711064 |
|  | Equity Bancshares, <br> Inc., Class A<br>| 64039 | 2594220 |
|  | Esquire Financial <br> Holdings, Inc.<br>| 29823 | 2797397 |
| \* | Euronet Worldwide, <br> Inc.<br>| 40325 | 3059054 |
|  | EVERTEC, Inc. | 234245 | 6668955 |
| \* | EZCORP, Inc., <br> Class A<br>| 199511 | 3641076 |
|  | F&G Annuities & Life, <br> Inc.<br>| 14849 | 440273 |
|  | Farmers & Merchants <br> Bancorp, Inc.<br>| 12020 | 287278 |
|  | Farmers National <br> Banc Corp.<br>| 142217 | 1845977 |
|  | FB Financial Corp. | 164733 | 8897229 |
|  | Federal Agricultural <br> Mortgage Corp. <br> (AGM US), Class C<br>| 36573 | 5801941 |
|  | Federal Agricultural <br> Mortgage Corp. <br> (AGM/A US), <br> Class A<br>| 4105 | 492190 |
|  | Federated Hermes, <br> Inc.<br>| 236300 | 11455824 |
|  | Fidelis Insurance <br> Holdings Ltd.<br>| 97219 | 1747998 |
|  | Fidelity D&D Bancorp, <br> Inc.<br>| 657 | 28698 |
| \* | Finance of America <br> Cos., Inc., Class A<br>| 3052 | 67144 |
|  | Financial Institutions, <br> Inc.<br>| 72156 | 2051395 |
|  | Finward Bancorp | 340 | 11951 |
| \* | Finwise Bancorp | 9592 | 184070 |
|  | First BanCorp | 1330998 | 25941151 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) |
|  | First Bancorp, Inc. | 70138 | $1738721 |
|  | First <br> Bancorp/Southern <br> Pines NC<br>| 152903 | 7421912 |
|  | First Bank | 74565 | 1164705 |
|  | First Busey Corp. | 329531 | 7368313 |
|  | First Business <br> Financial Services, <br> Inc.<br>| 40065 | 2027690 |
|  | First Capital, Inc. | 977 | 42060 |
|  | First Commonwealth <br> Financial Corp.<br>| 570127 | 8717242 |
|  | First Community <br> Bankshares, Inc.<br>| 99265 | 3210230 |
|  | First Community <br> Corp.<br>| 16919 | 453598 |
|  | First Financial <br> Bancorp<br>| 435419 | 10193159 |
|  | First Financial <br> Bankshares, Inc.<br>| 4184 | 129244 |
|  | First Financial Corp. | 75401 | 4020381 |
| \*» | First Financial <br> Northwest, Inc.<br>| 56022 | 67226 |
| \* | First Foundation, Inc. | 244058 | 1327676 |
|  | First Hawaiian, Inc. | 293895 | 7209244 |
|  | First Internet Bancorp | 32248 | 572080 |
|  | First Interstate <br> BancSystem, Inc., <br> Class A<br>| 260977 | 8155531 |
|  | First Merchants Corp. | 233899 | 8298737 |
|  | First Mid Bancshares, <br> Inc.<br>| 76117 | 2719660 |
|  | First National Corp. | 2861 | 64430 |
|  | First Northwest <br> Bancorp<br>| 21093 | 191314 |
|  | First Savings Financial <br> Group, Inc.<br>| 2484 | 73526 |
|  | First United Corp. | 25156 | 868637 |
| \* | First Western <br> Financial, Inc.<br>| 13211 | 305042 |
| \* | Firstsun Capital <br> Bancorp<br>| 12058 | 410454 |
|  | Five Star Bancorp | 35494 | 1260392 |
|  | Flagstar Bank NA | 582797 | 6655542 |
|  | Flushing Financial <br> Corp.<br>| 128877 | 1761749 |
| \* | Flywire Corp. | 325872 | 4340615 |
|  | Franklin Financial <br> Services Corp.<br>| 1419 | 64281 |
|  | FS Bancorp, Inc. | 41320 | 1598671 |
|  | Fulton Financial Corp. | 677461 | 11767498 |
|  | FVCBankcorp, Inc. | 9563 | 116860 |
| \* | GBank Financial <br> Holdings, Inc.<br>| 2958 | 107287 |

---

------

**U.S. Micro Cap Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) |
|  | GCM Grosvenor, Inc., <br> Class A<br>| 122715 | $1412450 |
| \* | Genworth Financial, <br> Inc.<br>| 1730073 | 14601816 |
|  | German American <br> Bancorp, Inc.<br>| 132569 | 5109209 |
|  | Glacier Bancorp, Inc. | 126043 | 5148857 |
| \* | GoHealth, Inc., <br> Class A<br>| 4265 | 16889 |
|  | Goosehead Insurance, <br> Inc., Class A<br>| 92270 | 6336181 |
|  | Great Southern <br> Bancorp, Inc.<br>| 91758 | 5110921 |
| \* | Green Dot Corp., <br> Class A<br>| 229103 | 2659886 |
|  | Greene County <br> Bancorp, Inc.<br>| 2096 | 46007 |
| \* | Greenlight Capital Re <br> Ltd., Class A<br>| 145483 | 1763254 |
| \* | Hagerty, Inc., Class A | 8548 | 95909 |
| \* | Hamilton Insurance <br> Group Ltd., <br> Class B<br>| 67537 | 1598601 |
|  | Hancock Whitney <br> Corp.<br>| 101917 | 5820480 |
|  | Hanmi Financial <br> Corp.<br>| 111250 | 2937000 |
|  | Hanover Bancorp, <br> Inc.<br>| 1750 | 36243 |
|  | HarborOne Bancorp, <br> Inc.<br>| 250648 | 3032841 |
|  | Hawthorn Bancshares, <br> Inc.<br>| 19768 | 597191 |
|  | HBT Financial, Inc. | 98742 | 2408317 |
|  | HCI Group, Inc. | 42522 | 8674913 |
|  | Heritage Commerce <br> Corp.<br>| 170219 | 1770278 |
|  | Heritage Financial <br> Corp.<br>| 167560 | 3718156 |
| \* | Heritage Global, Inc. | 53201 | 78205 |
| \* | Heritage Insurance <br> Holdings, Inc.<br>| 111184 | 2627278 |
|  | Hingham Institution <br> For Savings<br>| 13974 | 4111989 |
| \* | Hippo Holdings, Inc. | 27637 | 1016489 |
|  | Home Bancorp, Inc. | 29476 | 1566649 |
|  | Home BancShares, <br> Inc.<br>| 26273 | 701752 |
|  | HomeTrust <br> Bancshares, Inc.<br>| 62733 | 2466034 |
|  | Hope Bancorp, Inc. | 379451 | 3980441 |
|  | Horace Mann <br> Educators Corp.<br>| 274563 | 12275712 |
|  | Horizon Bancorp, Inc. | 162379 | 2533112 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) |
|  | Huntington <br> Bancshares, Inc.<br>| 92827 | $1433249 |
|  | Independent Bank <br> Corp. (IBCP US)<br>| 78546 | 2373660 |
|  | Independent Bank <br> Corp. (INDB US)<br>| 121977 | 8207832 |
|  | International <br> Bancshares Corp.<br>| 222482 | 14768355 |
| \* | International Money <br> Express, Inc.<br>| 110755 | 1649142 |
|  | Investar Holding <br> Corp.<br>| 13816 | 328268 |
|  | Investors Title Co. | 6767 | 1749879 |
|  | James River Group <br> Holdings Ltd.<br>| 37695 | 192245 |
| \* | Katapult Holdings, <br> Inc.<br>| 1007 | 11470 |
|  | Kearny Financial <br> Corp.<br>| 189922 | 1213602 |
|  | Kemper Corp. | 183796 | 8268982 |
| \* | Kentucky First Federal <br> Bancorp<br>| 40640 | 162966 |
| \* | Kestrel Group Ltd. | 11877 | 235640 |
|  | Kingstone Cos., Inc. | 30753 | 448379 |
|  | Lake Shore Bancorp, <br> Inc.<br>| 5706 | 78857 |
|  | Lakeland Financial <br> Corp.<br>| 130748 | 7459173 |
|  | Landmark Bancorp, <br> Inc.<br>| 23042 | 591949 |
|  | Lazard, Inc. | 45886 | 2239237 |
|  | LCNB Corp. | 36095 | 554419 |
| \* | Lemonade, Inc. | 155303 | 9330604 |
| \* | LendingClub Corp. | 419536 | 7295731 |
| \* | LendingTree, Inc. | 46307 | 2963648 |
|  | LINKBANCORP, Inc. | 5439 | 38236 |
|  | Live Oak Bancshares, <br> Inc.<br>| 164930 | 5135920 |
|  | Magyar Bancorp, Inc. | 25049 | 432095 |
|  | MainStreet <br> Bancshares, Inc.<br>| 5583 | 103565 |
|  | MarketWise, Inc. | 500 | 8490 |
| \* | Marqeta, Inc., <br> Class A<br>| 1292293 | 5854087 |
| \* | Mechanics Bancorp, <br> Class A<br>| 94208 | 1261445 |
|  | Mercantile Bank <br> Corp.<br>| 74349 | 3260204 |
|  | Merchants Bancorp | 136710 | 4263985 |
|  | Mercury General <br> Corp.<br>| 203957 | 15765876 |
|  | Meridian Corp. | 15535 | 221995 |
|  | Metrocity Bankshares, <br> Inc.<br>| 59752 | 1530249 |

---

------

**U.S. Micro Cap Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) |
|  | Metropolitan Bank <br> Holding Corp.<br>| 21016 | $1392730 |
|  | Mid Penn Bancorp, <br> Inc.<br>| 42030 | 1195754 |
|  | Middlefield Banc <br> Corp.<br>| 2976 | 97018 |
|  | Midland States <br> Bancorp, Inc.<br>| 60903 | 891620 |
|  | MidWestOne Financial <br> Group, Inc.<br>| 47363 | 1751957 |
|  | Moelis & Co., Class A | 80338 | 5087806 |
|  | MVB Financial Corp. | 43884 | 1122553 |
|  | National Bank <br> Holdings Corp., <br> Class A<br>| 192203 | 6853959 |
|  | National Bankshares, <br> Inc.<br>| 8289 | 237314 |
|  | Navient Corp. | 300199 | 3671434 |
|  | NBT Bancorp, Inc. | 237467 | 9610289 |
| \* | NCR Atleos Corp. | 145959 | 5385887 |
|  | Nelnet, Inc., Class A | 62678 | 8088596 |
| \* | NerdWallet, Inc., <br> Class A<br>| 128888 | 1504123 |
| \* | NI Holdings, Inc. | 41255 | 544566 |
|  | Nicolet Bankshares, <br> Inc.<br>| 54208 | 6404133 |
| \* | NMI Holdings, Inc. | 339350 | 12362520 |
|  | Northeast Bank | 30768 | 2654663 |
|  | Northeast Community <br> Bancorp, Inc.<br>| 22564 | 443157 |
|  | Northfield Bancorp, <br> Inc.<br>| 193553 | 1978112 |
|  | Northrim BanCorp, <br> Inc.<br>| 200648 | 4410243 |
|  | Northwest <br> Bancshares, Inc.<br>| 757631 | 8871859 |
|  | Norwood Financial <br> Corp.<br>| 24019 | 639146 |
|  | Oak Valley Bancorp | 9798 | 267289 |
|  | OceanFirst Financial <br> Corp.<br>| 201632 | 3665670 |
|  | OFG Bancorp | 398699 | 15413703 |
|  | Ohio Valley Banc <br> Corp.<br>| 17515 | 613025 |
| \* | Old Market Capital <br> Corp.<br>| 52807 | 285158 |
|  | Old Second Bancorp, <br> Inc.<br>| 161662 | 2901833 |
| \* | Onity Group, Inc. | 28875 | 1081946 |
|  | OP Bancorp | 23882 | 318825 |
| \* | Open Lending Corp. | 11592 | 22025 |
| \* | Oportun Financial <br> Corp.<br>| 21210 | 113049 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) |
|  | Oppenheimer <br> Holdings, Inc., <br> Class A<br>| 44325 | $3092112 |
| \* | OptimumBank <br> Holdings, Inc.<br>| 3264 | 13350 |
|  | Orange County <br> Bancorp, Inc.<br>| 6864 | 167825 |
|  | Origin Bancorp, Inc. | 70491 | 2443218 |
|  | Orrstown Financial <br> Services, Inc.<br>| 61514 | 2047186 |
| \* | Oscar Health, Inc., <br> Class A<br>| 552514 | 9945252 |
| \* | Palomar Holdings, <br> Inc.<br>| 89620 | 10217576 |
|  | Park National Corp. | 59621 | 9073720 |
|  | Parke Bancorp, Inc. | 25370 | 548246 |
|  | Pathfinder Bancorp, <br> Inc.<br>| 100 | 1530 |
|  | Pathward Financial, <br> Inc.<br>| 225189 | 15326363 |
| \* | Paymentus Holdings, <br> Inc., Class A<br>| 122250 | 3496350 |
| \* | Payoneer Global, Inc. | 945842 | 5476425 |
| \* | Paysafe Ltd. | 156602 | 1724188 |
| \* | Paysign, Inc. | 35069 | 181131 |
|  | PCB Bancorp | 34611 | 729254 |
|  | Peapack-Gladstone <br> Financial Corp.<br>| 101734 | 2573870 |
|  | PennyMac Financial <br> Services, Inc.<br>| 76584 | 9635033 |
|  | Peoples Bancorp of <br> North Carolina, Inc.<br>| 20611 | 606582 |
|  | Peoples Bancorp, Inc. | 182828 | 5228881 |
|  | Peoples Financial <br> Services Corp.<br>| 22232 | 990213 |
|  | Perella Weinberg <br> Partners<br>| 76081 | 1421193 |
| \* | Pioneer Bancorp, Inc. | 23737 | 311904 |
|  | Piper Sandler Cos. | 31533 | 10067226 |
|  | Plumas Bancorp | 10426 | 427883 |
| \* | Ponce Financial <br> Group, Inc.<br>| 54081 | 763083 |
| \* | PRA Group, Inc. | 96600 | 1324386 |
|  | Preferred Bank | 70910 | 6399627 |
|  | Primis Financial Corp. | 55031 | 599012 |
|  | Princeton Bancorp, <br> Inc.<br>| 3377 | 104957 |
| \* | Priority Technology <br> Holdings, Inc.<br>| 58895 | 409909 |
| \* | ProAssurance Corp. | 197934 | 4740519 |
|  | PROG Holdings, Inc. | 160702 | 4649109 |
| \* | Provident Bancorp, <br> Inc.<br>| 39124 | 498831 |

---

------

**U.S. Micro Cap Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) |
|  | Provident Financial <br> Holdings, Inc.<br>| 64625 | $1009443 |
|  | Provident Financial <br> Services, Inc.<br>| 493673 | 9029279 |
|  | QCR Holdings, Inc. | 81015 | 6026706 |
|  | Radian Group, Inc. | 22770 | 772814 |
|  | RBB Bancorp | 46879 | 873356 |
|  | Red River <br> Bancshares, Inc.<br>| 7927 | 523658 |
|  | Regional Management <br> Corp.<br>| 58090 | 2285841 |
| \* | Remitly Global, Inc. | 326705 | 5240348 |
|  | Renasant Corp. | 297729 | 10012626 |
| \* | Repay Holdings Corp. | 231131 | 991552 |
|  | Republic Bancorp, <br> Inc., Class A<br>| 158791 | 10464327 |
|  | Richmond Mutual <br> BanCorp, Inc.<br>| 9121 | 121583 |
|  | Riverview Bancorp, <br> Inc.<br>| 65826 | 340979 |
| \* | Root, Inc., Class A | 32315 | 2602004 |
| \* | Rubico, Inc. | 2378 | 1856 |
|  | S&T Bancorp, Inc. | 184365 | 6755134 |
|  | Safety Insurance <br> Group, Inc.<br>| 101626 | 6984755 |
|  | SB Financial Group, <br> Inc.<br>| 12825 | 250857 |
|  | Seacoast Banking <br> Corp. of Florida<br>| 316624 | 9593707 |
| \* | Security National <br> Financial Corp., <br> Class A<br>| 80688 | 643083 |
|  | Selective Insurance <br> Group, Inc.<br>| 16548 | 1246726 |
| \* | Selectquote, Inc. | 122445 | 254686 |
|  | ServisFirst <br> Bancshares, Inc.<br>| 36959 | 2597109 |
| \* | Sezzle, Inc. | 35652 | 2336989 |
|  | Shore Bancshares, <br> Inc.<br>| 75545 | 1179257 |
| \* | Siebert Financial <br> Corp.<br>| 11146 | 31320 |
|  | Sierra Bancorp | 80030 | 2303263 |
|  | Silvercrest Asset <br> Management <br> Group, Inc., <br> Class A<br>| 33880 | 479063 |
|  | Simmons First <br> National Corp., <br> Class A<br>| 633197 | 11004964 |
| \* | SiriusPoint Ltd. | 538469 | 9800136 |
| \* | Skyward Specialty <br> Insurance Group, <br> Inc.<br>| 88098 | 4016388 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) |
|  | SLM Corp. | 8682 | $233112 |
|  | SmartFinancial, Inc. | 61721 | 2158383 |
|  | Sound Financial <br> Bancorp, Inc.<br>| 705 | 31471 |
|  | South Plains <br> Financial, Inc.<br>| 54829 | 2001258 |
| \* | Southern First <br> Bancshares, Inc.<br>| 56156 | 2461879 |
|  | Southern Missouri <br> Bancorp, Inc.<br>| 40472 | 2122352 |
|  | Southside <br> Bancshares, Inc.<br>| 133726 | 3760375 |
|  | SR Bancorp, Inc. | 6965 | 102525 |
|  | Stellar Bancorp, Inc. | 125097 | 3681605 |
| \*†† | Sterling Bancorp, Inc. | 108433 | 0 |
|  | Stewart Information <br> Services Corp.<br>| 165191 | 11277590 |
|  | Stock Yards Bancorp, <br> Inc.<br>| 156953 | 10205084 |
| \* | StoneX Group, Inc. | 155408 | 14285103 |
|  | Summit State Bank | 3397 | 37265 |
|  | SWK Holdings Corp. | 1450 | 23476 |
| \* | Texas Capital <br> Bancshares, Inc.<br>| 181601 | 15225428 |
|  | TFS Financial Corp. | 36347 | 483415 |
| \* | Third Coast <br> Bancshares, Inc.<br>| 25521 | 937897 |
|  | Timberland Bancorp, <br> Inc.<br>| 69760 | 2240691 |
|  | Tiptree, Inc. | 258075 | 4570508 |
|  | Tompkins Financial <br> Corp.<br>| 69314 | 4398666 |
|  | Towne Bank | 275295 | 8949840 |
|  | TriCo Bancshares | 147155 | 6508666 |
| \* | Triumph Financial, <br> Inc.<br>| 124493 | 6779889 |
| \* | Trupanion, Inc. | 75891 | 3034881 |
|  | TrustCo Bank Corp. | 66848 | 2520838 |
|  | Trustmark Corp. | 207671 | 7729515 |
|  | U.S. Global Investors, <br> Inc., Class A<br>| 10779 | 26840 |
| \*†† | Unico American Corp. | 95372 | 2861 |
|  | Union Bankshares, <br> Inc.<br>| 15310 | 349374 |
|  | United Bancorp, Inc. | 2991 | 39182 |
|  | United Bancshares, <br> Inc.<br>| 5483 | 192234 |
|  | United Bankshares, <br> Inc.<br>| 58131 | 2080508 |
|  | United Community <br> Banks, Inc.<br>| 210585 | 6149082 |
|  | United Fire Group, <br> Inc.<br>| 157465 | 4760167 |

---

------

**U.S. Micro Cap Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) |
|  | United Security <br> Bancshares<br>| 59720 | $547334 |
|  | Unity Bancorp, Inc. | 39030 | 1772352 |
|  | Universal Insurance <br> Holdings, Inc.<br>| 219143 | 6753987 |
|  | Univest Financial <br> Corp.<br>| 111315 | 3268208 |
|  | USCB Financial <br> Holdings, Inc.<br>| 20250 | 349515 |
|  | Valley National <br> Bancorp<br>| 1849653 | 20105728 |
|  | Value Line, Inc. | 14632 | 536409 |
| \* | Velocity Financial, <br> Inc.<br>| 42613 | 793454 |
|  | Victory Capital <br> Holdings, Inc., <br> Class A<br>| 247583 | 15416993 |
|  | Virginia National <br> Bankshares Corp.<br>| 5368 | 213539 |
|  | Virtu Financial, Inc., <br> Class A<br>| 11891 | 414282 |
|  | Virtus Investment <br> Partners, Inc.<br>| 34290 | 5583098 |
|  | WaFd, Inc. | 331500 | 9623445 |
|  | Walker & Dunlop, Inc. | 122123 | 9760070 |
|  | Washington Trust <br> Bancorp, Inc.<br>| 85558 | 2330600 |
|  | Waterstone Financial, <br> Inc.<br>| 133468 | 2042060 |
|  | WesBanco, Inc. | 352292 | 10603989 |
|  | West BanCorp, Inc. | 96563 | 2053895 |
|  | Westamerica <br> BanCorp<br>| 104902 | 4998580 |
|  | Western New England <br> Bancorp, Inc.<br>| 118215 | 1344105 |
|  | Western Union Co. | 461594 | 4306672 |
|  | Westwood Holdings <br> Group, Inc.<br>| 27093 | 453808 |
| \* | WEX, Inc. | 11231 | 1638378 |
|  | White Mountains <br> Insurance Group <br> Ltd.<br>| 4672 | 8898104 |
|  | Wintrust Financial <br> Corp.<br>| 1 | 130 |
|  | WisdomTree, Inc. | 644705 | 7710672 |
| \* | World Acceptance <br> Corp.<br>| 39386 | 5020533 |
|  | WSFS Financial <br> Corp.<br>| 256737 | 13373430 |
|  | WVS Financial Corp. | 2597 | 32566 |
| TOTAL FINANCIALS | TOTAL FINANCIALS |  | 1440651807 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| HEALTH CARE — (12.6%) | HEALTH CARE — (12.6%) | HEALTH CARE — (12.6%) | HEALTH CARE — (12.6%) |
| \* | 10X Genomics, Inc., <br> Class A<br>| 350942 | $4786849 |
| \* | 4D Molecular <br> Therapeutics, Inc.<br>| 2069 | 23793 |
| †† | 89bio, Inc. | 353147 | 120070 |
| \* | Absci Corp. | 107197 | 458803 |
| \* | AC Immune SA | 10530 | 35591 |
| \* | Acadia Healthcare <br> Co., Inc.<br>| 72393 | 1556449 |
| \* | ACADIA <br> Pharmaceuticals, <br> Inc.<br>| 501000 | 11372700 |
| \* | Achieve Life Sciences, <br> Inc.<br>| 52420 | 268390 |
| \* | AdaptHealth Corp. | 315797 | 2839015 |
| \* | Adaptive <br> Biotechnologies <br> Corp.<br>| 252513 | 4383626 |
| \* | Addus HomeCare <br> Corp.<br>| 67751 | 7919414 |
| \* | ADMA Biologics, Inc. | 835609 | 12935227 |
| #†† | Aduro Biotech, Inc. | 3260 | 1239 |
| \* | Adverum <br> Biotechnologies, <br> Inc.<br>| 22272 | 95770 |
| \* | Agios <br> Pharmaceuticals, <br> Inc.<br>| 242523 | 10486695 |
| \* | AirSculpt <br> Technologies, Inc.<br>| 41002 | 426831 |
| \* | Akebia Therapeutics, <br> Inc.<br>| 292967 | 647457 |
| \* | Akero Therapeutics, <br> Inc.<br>| 83175 | 4508085 |
| †† | Albireo Pharma, Inc. | 44018 | 280835 |
| \* | Aldeyra Therapeutics, <br> Inc.<br>| 140334 | 711493 |
| \* | Alkermes PLC | 403640 | 12391748 |
| \* | Allogene <br> Therapeutics, Inc.<br>| 191543 | 237513 |
| \* | American Shared <br> Hospital Services<br>| 5689 | 12857 |
| \* | American Well Corp., <br> Class A<br>| 7734 | 40371 |
| \* | AMN Healthcare <br> Services, Inc.<br>| 121147 | 2385384 |
| \* | Amneal <br> Pharmaceuticals, <br> Inc.<br>| 997985 | 10798198 |
| \* | Amphastar <br> Pharmaceuticals, <br> Inc.<br>| 189883 | 4842016 |

---

------

**U.S. Micro Cap Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| HEALTH CARE — (Continued) | HEALTH CARE — (Continued) | HEALTH CARE — (Continued) | HEALTH CARE — (Continued) |
| \* | Amylyx <br> Pharmaceuticals, <br> Inc.<br>| 190018 | $2646951 |
| \* | AngioDynamics, Inc. | 147683 | 1776626 |
| \* | ANI Pharmaceuticals, <br> Inc.<br>| 79725 | 7223085 |
| \* | Anika Therapeutics, <br> Inc.<br>| 63203 | 616229 |
| \* | Annexon, Inc. | 18819 | 59468 |
| \* | Arcturus Therapeutics <br> Holdings, Inc.<br>| 114515 | 1141715 |
| \* | Arcus Biosciences, <br> Inc.<br>| 338311 | 6671493 |
| \* | ArriVent Biopharma, <br> Inc.<br>| 8664 | 162277 |
| \* | Arrowhead <br> Pharmaceuticals, <br> Inc.<br>| 241549 | 10239262 |
| \* | ARS Pharmaceuticals, <br> Inc.<br>| 45737 | 409804 |
| \* | Artivion, Inc. | 162933 | 7392270 |
| \* | Arvinas, Inc. | 124156 | 1258942 |
| \* | Astrana Health, Inc. | 175751 | 5485189 |
| \* | Astria Therapeutics, <br> Inc.<br>| 14031 | 177212 |
| \* | Atara Biotherapeutics, <br> Inc.<br>| 473 | 7024 |
| \* | Atea Pharmaceuticals, <br> Inc.<br>| 195110 | 634107 |
| \* | AtriCure, Inc. | 157354 | 5436581 |
| \* | Aura Biosciences, <br> Inc.<br>| 102821 | 630293 |
| \* | Avalo Therapeutics, <br> Inc.<br>| 2251 | 40586 |
| \* | Avanos Medical, Inc. | 136019 | 1511171 |
| \* | Aveanna Healthcare <br> Holdings, Inc.<br>| 181412 | 1641779 |
| \* | Axogen, Inc. | 129430 | 2875935 |
| \* | Azenta, Inc. | 144906 | 4376161 |
| \* | Beam Therapeutics, <br> Inc.<br>| 303149 | 7581756 |
| \* | BioCryst <br> Pharmaceuticals, <br> Inc.<br>| 145181 | 1062725 |
| \* | BioLife Solutions, Inc. | 155116 | 4323083 |
| \* | Biote Corp., Class A | 131070 | 376171 |
| \* | Bioventus, Inc., <br> Class A<br>| 171811 | 1125362 |
| \* | Black Diamond <br> Therapeutics, Inc.<br>| 43607 | 168759 |
| \* | BrightSpring Health <br> Services, Inc.<br>| 409936 | 13548385 |
| \* | Brookdale Senior <br> Living, Inc.<br>| 788180 | 7306429 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| HEALTH CARE — (Continued) | HEALTH CARE — (Continued) | HEALTH CARE — (Continued) | HEALTH CARE — (Continued) |
|  | Bruker Corp. | 237883 | $9263164 |
| \* | Butterfly Network, Inc. | 220561 | 593309 |
| \* | Cadrenal <br> Therapeutics, Inc.<br>| 300 | 4099 |
| \* | CareCloud, Inc. | 40834 | 120460 |
| \* | CareDx, Inc. | 126527 | 1897905 |
| \* | Caribou Biosciences, <br> Inc.<br>| 22369 | 54133 |
| \* | Castle Biosciences, <br> Inc.<br>| 91699 | 2338324 |
| \* | Catalyst <br> Pharmaceuticals, <br> Inc.<br>| 384402 | 8176231 |
| \* | Celldex Therapeutics, <br> Inc.<br>| 136757 | 3655515 |
| \* | Certara, Inc. | 621625 | 7229499 |
| \* | CervoMed, Inc. | 4951 | 34905 |
| \* | CG oncology, Inc. | 140271 | 6069526 |
| \* | Champions Oncology, <br> Inc.<br>| 1381 | 9432 |
| \* | Check Cap Ltd. | 8958 | 12452 |
| \*†† | Chinook Therapeutics, <br> Inc.<br>| 384400 | 0 |
| \* | Clover Health <br> Investments Corp.<br>| 620021 | 2188674 |
| \* | Codexis, Inc. | 111237 | 263632 |
| \* | Collegium <br> Pharmaceutical, <br> Inc.<br>| 112921 | 4065156 |
| \* | Community Health <br> Systems, Inc.<br>| 416182 | 1614786 |
| \* | Compass <br> Therapeutics, Inc.<br>| 5778 | 21610 |
|  | Concentra Group <br> Holdings Parent, <br> Inc.<br>| 196496 | 3914200 |
|  | CONMED Corp. | 94765 | 4169660 |
| \* | CorVel Corp. | 184358 | 13633274 |
| \* | Coya Therapeutics, <br> Inc.<br>| 3512 | 22196 |
| \* | Crinetics <br> Pharmaceuticals, <br> Inc.<br>| 179608 | 7812948 |
| \* | CRISPR Therapeutics <br> AG<br>| 156036 | 9984744 |
| \* | Cross Country <br> Healthcare, Inc.<br>| 293291 | 3595748 |
| \* | CryoPort, Inc. | 161547 | 1492694 |
| \* | Cullinan Therapeutics, <br> Inc.<br>| 159881 | 1384569 |
| \* | Cumberland <br> Pharmaceuticals, <br> Inc.<br>| 47772 | 142838 |
| \* | CVRx, Inc. | 453 | 4616 |

---

------

**U.S. Micro Cap Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| HEALTH CARE — (Continued) | HEALTH CARE — (Continued) | HEALTH CARE — (Continued) | HEALTH CARE — (Continued) |
| \* | Cytek Biosciences, <br> Inc.<br>| 402167 | $1568451 |
| \* | CytomX Therapeutics, <br> Inc.<br>| 8017 | 28621 |
| \* | DarioHealth Corp. | 200 | 2798 |
| \* | Day One <br> Biopharmaceuticals, <br> Inc.<br>| 285375 | 2123190 |
| \* | Definitive Healthcare <br> Corp.<br>| 334013 | 925216 |
| \* | Denali Therapeutics, <br> Inc.<br>| 397081 | 6464479 |
|  | Dentsply Sirona, Inc. | 639092 | 8058950 |
| \* | Design Therapeutics, <br> Inc.<br>| 14517 | 97264 |
| \* | Dianthus <br> Therapeutics, Inc.<br>| 3602 | 125998 |
| \* | Disc Medicine, Inc. | 71240 | 6142313 |
| \* | Dynavax Technologies <br> Corp.<br>| 488489 | 5011897 |
| \* | Edgewise <br> Therapeutics, Inc.<br>| 270707 | 4948524 |
| \* | Electromed, Inc. | 39228 | 943826 |
| \* | Eledon <br> Pharmaceuticals, <br> Inc.<br>| 8029 | 34685 |
|  | Embecta Corp. | 175238 | 2337675 |
| \* | Emergent <br> BioSolutions, Inc.<br>| 160239 | 1999783 |
| \* | Enanta <br> Pharmaceuticals, <br> Inc.<br>| 27652 | 303066 |
| \* | Enhabit, Inc. | 139516 | 1134265 |
| \* | Enliven Therapeutics, <br> Inc.<br>| 51129 | 1197441 |
| \* | Enovis Corp. | 180689 | 5644724 |
| \* | Entrada Therapeutics, <br> Inc.<br>| 41357 | 287431 |
| \* | Envista Holdings <br> Corp.<br>| 638663 | 12996792 |
| \* | Erasca, Inc. | 107918 | 261162 |
| \* | Evolent Health, Inc., <br> Class A<br>| 328649 | 2192089 |
| \* | EyePoint <br> Pharmaceuticals, <br> Inc.<br>| 62337 | 815991 |
| \* | Fate Therapeutics, <br> Inc.<br>| 109203 | 147424 |
| \* | FONAR Corp. | 50833 | 764528 |
| \* | Forte Biosciences, <br> Inc.<br>| 1003 | 12979 |
| \* | Fortrea Holdings, Inc. | 8520 | 89119 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| HEALTH CARE — (Continued) | HEALTH CARE — (Continued) | HEALTH CARE — (Continued) | HEALTH CARE — (Continued) |
| \* | Fulcrum Therapeutics, <br> Inc.<br>| 203697 | $1782349 |
| \* | Fulgent Genetics, Inc. | 96831 | 2173856 |
| \* | GeneDx Holdings <br> Corp.<br>| 61714 | 8449264 |
| \* | GoodRx Holdings, <br> Inc., Class A<br>| 281953 | 950182 |
| \* | Haemonetics Corp. | 153086 | 7655831 |
| \* | Harmony Biosciences <br> Holdings, Inc.<br>| 182468 | 5213111 |
| \* | Harrow, Inc. | 95276 | 3598575 |
| \* | Health Catalyst, Inc. | 193522 | 625076 |
|  | HealthStream, Inc. | 163645 | 4025667 |
| \* | ICU Medical, Inc. | 75063 | 9014316 |
| \* | Ideaya Biosciences, <br> Inc.<br>| 206632 | 6583296 |
| \* | ImmuCell Corp. | 1763 | 10931 |
| \* | Immunome, Inc. | 161595 | 2596832 |
| \* | Immunovant, Inc. | 193285 | 4770274 |
| \* | InfuSystem Holdings, <br> Inc.<br>| 63868 | 661672 |
| \* | Innoviva, Inc. | 271592 | 4942974 |
| \* | Inogen, Inc. | 87489 | 720909 |
| \* | Inspire Medical <br> Systems, Inc.<br>| 95256 | 6866052 |
| \* | Instil Bio, Inc. | 7602 | 134099 |
| \* | Integer Holdings <br> Corp.<br>| 128482 | 8296083 |
| \* | Integra LifeSciences <br> Holdings Corp.<br>| 208352 | 2502308 |
| \* | Intellia Therapeutics, <br> Inc.<br>| 344488 | 4347439 |
| \* | Iovance <br> Biotherapeutics, <br> Inc.<br>| 340914 | 671601 |
|  | iRadimed Corp. | 45596 | 3502229 |
| \*†† | iTeos Therapeutics, <br> Inc.<br>| 37453 | 0 |
| \* | Janux Therapeutics, <br> Inc.<br>| 104119 | 2989256 |
| \* | Joint Corp. | 13275 | 104740 |
| \* | Kewaunee Scientific <br> Corp.<br>| 22995 | 961651 |
| \* | Kezar Life Sciences, <br> Inc.<br>| 3935 | 24436 |
| \* | Kiniksa <br> Pharmaceuticals <br> International PLC<br>| 115389 | 4270547 |
| \* | Kodiak Sciences, Inc. | 81526 | 1477659 |
| \* | Korro Bio, Inc. | 2905 | 118844 |
| \* | Krystal Biotech, Inc. | 76938 | 15196024 |
| \* | Kura Oncology, Inc. | 274381 | 2817893 |
| \* | Kymera Therapeutics, <br> Inc.<br>| 101548 | 6279728 |

---

------

**U.S. Micro Cap Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| HEALTH CARE — (Continued) | HEALTH CARE — (Continued) | HEALTH CARE — (Continued) | HEALTH CARE — (Continued) |
| \* | Lantheus Holdings, <br> Inc.<br>| 160142 | $9238592 |
|  | LeMaitre Vascular, <br> Inc.<br>| 81146 | 7028055 |
| \* | LENSAR, Inc. | 33344 | 410131 |
| \* | LENZ Therapeutics, <br> Inc.<br>| 1113 | 33078 |
| \* | Lexeo Therapeutics, <br> Inc.<br>| 163226 | 1633892 |
| \* | LifeStance Health <br> Group, Inc.<br>| 787356 | 3858044 |
| \* | Ligand <br> Pharmaceuticals, <br> Inc.<br>| 77487 | 14824038 |
| \* | LivaNova PLC | 176881 | 9309247 |
| \* | MannKind Corp. | 838160 | 4685314 |
| \* | MaxCyte, Inc. | 52432 | 80745 |
| \* | Merit Medical <br> Systems, Inc.<br>| 72674 | 6361882 |
| \*†† | Merrimack <br> Pharmaceuticals, <br> Inc.<br>| 145158 | 0 |
|  | Mesa Laboratories, <br> Inc.<br>| 17683 | 1271231 |
| \* | MiMedx Group, Inc. | 403961 | 3090302 |
| †† | Mirati Therapeutics, <br> Inc.<br>| 65800 | 196084 |
| \* | Monte Rosa <br> Therapeutics, Inc.<br>| 77863 | 1000540 |
| \* | Mural Oncology PLC | 4854 | 10145 |
| \* | Myriad Genetics, Inc. | 237305 | 1907932 |
|  | National HealthCare <br> Corp.<br>| 101213 | 12088881 |
|  | National Research <br> Corp.<br>| 143346 | 1915103 |
| \* | Neogen Corp. | 238098 | 1469065 |
| \* | NeoGenomics, Inc. | 352927 | 3448097 |
| \*†† | Neoleukin <br> Therapeutics, Inc.<br>| 2887 | 0 |
| \* | Neurogene, Inc. | 721 | 24701 |
| \* | Nexgel, Inc. | 198 | 491 |
| \* | Niagen Bioscience, <br> Inc.<br>| 201803 | 1521595 |
| \* | Nkarta, Inc. | 13264 | 27987 |
| \* | Novocure Ltd. | 214491 | 2747630 |
| \* | Nurix Therapeutics, <br> Inc.<br>| 137504 | 1779302 |
| \* | Nutex Health, Inc. | 829 | 102017 |
| \* | Nuvation Bio, Inc. | 1066717 | 5568263 |
| \* | Olema <br> Pharmaceuticals, <br> Inc.<br>| 246023 | 2206826 |
| \*» | OmniAb, Inc. <br> (2200963D US)<br>| 35754 | 0 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| HEALTH CARE — (Continued) | HEALTH CARE — (Continued) | HEALTH CARE — (Continued) | HEALTH CARE — (Continued) |
| \*» | OmniAb, Inc. <br> (2200964D US)<br>| 35754 | $0 |
| \* | OmniAb, Inc. (OABI <br> UQ)<br>| 362621 | 562063 |
| \* | Omnicell, Inc. | 145538 | 4885711 |
| #\*†† | Opiant <br> Pharmaceuticals, <br> Inc.<br>| 15320 | 0 |
| \* | OptimizeRx Corp. | 64609 | 1323838 |
| \* | Option Care Health, <br> Inc.<br>| 431467 | 11231086 |
| \* | OraSure <br> Technologies, Inc.<br>| 219750 | 602115 |
| \* | Organogenesis <br> Holdings, Inc.<br>| 416370 | 1769572 |
|  | Organon & Co. | 731500 | 4937625 |
| \* | ORIC <br> Pharmaceuticals, <br> Inc.<br>| 223000 | 2934680 |
| \* | Orthofix Medical, Inc. | 127346 | 1966222 |
| \* | OrthoPediatrics Corp. | 83645 | 1408582 |
| \* | Outset Medical, Inc. | 6101 | 80045 |
| \* | Owens & Minor, Inc. | 214490 | 851525 |
| \* | Pacira BioSciences, <br> Inc.<br>| 148488 | 3174673 |
| #\*†† | PDL BioPharma, Inc. | 616320 | 258854 |
| \* | Pediatrix Medical <br> Group, Inc.<br>| 312158 | 5297321 |
| \* | Pennant Group, Inc. | 123889 | 3063775 |
|  | Perrigo Co. PLC | 476817 | 9889185 |
| \* | Personalis, Inc. | 150669 | 1452449 |
|  | Phibro Animal Health <br> Corp., Class A<br>| 73009 | 3070759 |
| \* | Phreesia, Inc. | 42494 | 962064 |
| †† | Poseida Therapeutics, <br> Inc.<br>| 65427 | 32713 |
| \* | Precision <br> BioSciences, Inc.<br>| 11857 | 96753 |
|  | Premier, Inc., Class A | 450563 | 12669832 |
| \* | Prestige Consumer <br> Healthcare, Inc.<br>| 285192 | 17282635 |
| \* | Privia Health Group, <br> Inc.<br>| 358938 | 8722193 |
| \* | Pro-Dex, Inc. | 3580 | 129739 |
| \* | Progyny, Inc. | 270799 | 5066649 |
| \* | Protagonist <br> Therapeutics, Inc.<br>| 159311 | 12525031 |
| \* | Prothena Corp. PLC | 170513 | 1833015 |
| \* | PTC Therapeutics, <br> Inc.<br>| 184469 | 12601077 |
| \* | Pulmonx Corp. | 860 | 1720 |
| \* | Puma Biotechnology, <br> Inc.<br>| 131336 | 669814 |
| \* | Quanterix Corp. | 139673 | 745854 |

---

------

**U.S. Micro Cap Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| HEALTH CARE — (Continued) | HEALTH CARE — (Continued) | HEALTH CARE — (Continued) | HEALTH CARE — (Continued) |
| \* | QuidelOrtho Corp. | 215418 | $5814132 |
| \* | Quipt Home Medical <br> Corp.<br>| 50863 | 124614 |
| \* | RadNet, Inc. | 118287 | 8988629 |
| \* | Rafael Holdings, Inc., <br> Class B<br>| 92711 | 126087 |
| \* | Rapid Micro <br> Biosystems, Inc., <br> Class A<br>| 8451 | 25268 |
| \* | REGENXBIO, Inc. | 163564 | 2088712 |
| \* | Relay Therapeutics, <br> Inc.<br>| 457543 | 3266857 |
| \* | Replimune Group, <br> Inc.<br>| 206776 | 2011930 |
| \* | Rezolute, Inc. | 10566 | 98475 |
| \* | Rigel <br> Pharmaceuticals, <br> Inc.<br>| 52698 | 1664203 |
| \* | Rocket <br> Pharmaceuticals, <br> Inc.<br>| 225748 | 851070 |
| \* | RxSight, Inc. | 64831 | 569864 |
| †† | Sage Therapeutics, <br> Inc.<br>| 87430 | 15737 |
| \* | Sagimet Biosciences, <br> Inc., Class A<br>| 1024 | 8724 |
| \* | Sanara Medtech, Inc. | 1369 | 40112 |
| \* | Sarepta Therapeutics, <br> Inc.<br>| 89840 | 2157058 |
| \* | Savara, Inc. | 236732 | 982438 |
| \* | Schrodinger, Inc. | 204766 | 4308277 |
| \* | Seer, Inc. | 37826 | 83595 |
|  | Select Medical <br> Holdings Corp.<br>| 389368 | 5384959 |
| \* | Semler Scientific, Inc. | 16234 | 429552 |
| \* | Sensus Healthcare, <br> Inc.<br>| 30581 | 97553 |
| \* | Seres Therapeutics, <br> Inc.<br>| 6090 | 98049 |
| \* | SI-BONE, Inc. | 71108 | 1054532 |
|  | SIGA Technologies, <br> Inc.<br>| 269926 | 2234987 |
| \* | Sight Sciences, Inc. | 63134 | 319458 |
| \* | Simulations Plus, Inc. | 64280 | 1104330 |
| \* | Skye Bioscience, Inc. | 2777 | 4304 |
| \* | Solid Biosciences, <br> Inc.<br>| 110474 | 595455 |
| \* | Sotera Health Co. | 712550 | 11828330 |
| \* | Spyre Therapeutics, <br> Inc.<br>| 46121 | 1128120 |
| \* | STAAR Surgical Co. | 104956 | 2715212 |
| \* | Stoke Therapeutics, <br> Inc.<br>| 96981 | 2913309 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| HEALTH CARE — (Continued) | HEALTH CARE — (Continued) | HEALTH CARE — (Continued) | HEALTH CARE — (Continued) |
| \* | Supernus <br> Pharmaceuticals, <br> Inc.<br>| 209614 | $11556020 |
| \* | Surgery Partners, Inc. | 319857 | 7014464 |
| \* | Surmodics, Inc. | 61019 | 1674056 |
| \* | Tactile Systems <br> Technology, Inc.<br>| 48663 | 733351 |
| \* | Talkspace, Inc. | 354321 | 1144457 |
| \* | Tango Therapeutics, <br> Inc.<br>| 208243 | 1688851 |
| \* | Taysha Gene <br> Therapies, Inc.<br>| 128087 | 635312 |
| \* | Teladoc Health, Inc. | 558541 | 4820209 |
|  | Teleflex, Inc. | 40756 | 5072899 |
| \* | Terns <br> Pharmaceuticals, <br> Inc.<br>| 280813 | 2319515 |
| \* | Theravance <br> Biopharma, Inc.<br>| 142091 | 2083054 |
| \*†† | Third Harmonic Bio, <br> Inc.<br>| 11106 | 333 |
| \* | TransMedics Group, <br> Inc.<br>| 80916 | 10643691 |
| \* | Treace Medical <br> Concepts, Inc.<br>| 80216 | 512580 |
| \* | TruBridge, Inc. | 44112 | 847833 |
| \* | Twist Bioscience <br> Corp.<br>| 190562 | 6267584 |
| \* | Tyra Biosciences, Inc. | 4756 | 75335 |
|  | U.S. Physical <br> Therapy, Inc.<br>| 54500 | 4701715 |
| \* | UFP Technologies, <br> Inc.<br>| 28379 | 5466931 |
|  | Utah Medical <br> Products, Inc.<br>| 35392 | 2056275 |
| \* | Vanda <br> Pharmaceuticals, <br> Inc.<br>| 191357 | 832403 |
| \* | Varex Imaging Corp. | 117008 | 1367824 |
| \* | Vaxcyte, Inc. | 11717 | 530546 |
| \* | Ventyx Biosciences, <br> Inc.<br>| 75202 | 641473 |
| \* | Vera Therapeutics, <br> Inc.<br>| 178236 | 5072597 |
| \* | Veracyte, Inc. | 284848 | 10277316 |
| \* | Vericel Corp. | 185377 | 6499318 |
| †† | Verve Therapeutics, <br> Inc.<br>| 75441 | 47528 |
| \* | Viking Therapeutics, <br> Inc.<br>| 350016 | 13328609 |
| \* | Vir Biotechnology, <br> Inc.<br>| 431896 | 2574100 |
| \* | Viridian Therapeutics, <br> Inc.<br>| 181251 | 4282961 |

---

------

**U.S. Micro Cap Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| HEALTH CARE — (Continued) | HEALTH CARE — (Continued) | HEALTH CARE — (Continued) | HEALTH CARE — (Continued) |
| \* | Vistagen <br> Therapeutics, Inc.<br>| 29115 | $114713 |
| \* | Voyager Therapeutics, <br> Inc.<br>| 117107 | 546890 |
| \* | XBiotech, Inc. | 15235 | 35802 |
| \* | Xencor, Inc. | 218587 | 3215415 |
| \* | Xenon <br> Pharmaceuticals, <br> Inc.<br>| 208942 | 8758849 |
| \* | Xeris Biopharma <br> Holdings, Inc.<br>| 912 | 8846 |
| \* | XOMA Royalty Corp. | 6919 | 228189 |
| \* | Zymeworks, Inc. | 203403 | 3881946 |
| TOTAL HEALTH CARE | TOTAL HEALTH CARE |  | 901872034 |
| INDUSTRIALS — (16.3%) | INDUSTRIALS — (16.3%) | INDUSTRIALS — (16.3%) | INDUSTRIALS — (16.3%) |
| \* | 3D Systems Corp. | 171361 | 490092 |
| \* | AAR Corp. | 257097 | 21650138 |
|  | ABM Industries, Inc. | 235277 | 10116911 |
|  | ACCO Brands Corp. | 246365 | 926332 |
|  | Acme United Corp. | 28961 | 1100808 |
| \* | ACV Auctions, Inc., <br> Class A<br>| 208680 | 1892728 |
|  | Aebi Schmidt Holding <br> AG<br>| 134094 | 1495148 |
| \* | AerSale Corp. | 58968 | 437543 |
|  | Alamo Group, Inc. | 43413 | 7758771 |
|  | Albany International <br> Corp., Class A<br>| 105745 | 5983052 |
|  | Alight, Inc., Class A | 1084136 | 3122312 |
| \* | Allegiant Travel Co. | 43735 | 2719442 |
|  | Allient, Inc. | 62337 | 3408587 |
|  | Alta Equipment <br> Group, Inc.<br>| 63439 | 388247 |
| \* | Ameresco, Inc., <br> Class A<br>| 120697 | 4769945 |
| \* | American <br> Superconductor <br> Corp.<br>| 92780 | 5495359 |
| \* | American Woodmark <br> Corp.<br>| 52224 | 3328236 |
|  | Apogee Enterprises, <br> Inc.<br>| 77107 | 2822887 |
|  | ArcBest Corp. | 84445 | 6275952 |
|  | Arcosa, Inc. | 83143 | 8480586 |
|  | Argan, Inc. | 120680 | 36953423 |
|  | Astec Industries, Inc. | 81996 | 3815274 |
| \* | Astronics Corp. <br> (ATRO US)<br>| 129619 | 6374662 |
| \* | Astronics Corp. <br> (ATROB US), <br> Class B<br>| 36203 | 1781550 |
| \* | Asure Software, Inc. | 13363 | 118263 |
|  | Atkore, Inc. | 63106 | 4370091 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) |
|  | Atmus Filtration <br> Technologies, Inc.<br>| 136726 | $6218299 |
| \* | Avis Budget Group, <br> Inc.<br>| 60699 | 8259313 |
|  | AZZ, Inc. | 70658 | 7055201 |
|  | Barrett Business <br> Services, Inc.<br>| 104661 | 4235631 |
|  | BGSF, Inc. | 22580 | 75643 |
| \* | BlackSky Technology, <br> Inc.<br>| 66092 | 1395863 |
| \* | Blue Bird Corp. | 65663 | 3280523 |
| \* | BlueLinx Holdings, <br> Inc.<br>| 30852 | 2018955 |
|  | Boise Cascade Co. | 207152 | 14602145 |
| \* | Bowman Consulting <br> Group Ltd.<br>| 22307 | 965670 |
|  | Brady Corp., Class A | 118543 | 8998599 |
| \* | BrightView Holdings, <br> Inc.<br>| 172435 | 2124399 |
|  | Brink's Co. | 94545 | 10509622 |
| \* | Byrna Technologies, <br> Inc.<br>| 39833 | 806618 |
| \* | Cadeler AS (CDLR <br> US), ADR<br>| 9830 | 182150 |
|  | Cadre Holdings, Inc. | 71204 | 3023322 |
| \* | CBIZ, Inc. | 79556 | 4375580 |
| \* | CECO Environmental <br> Corp.<br>| 200986 | 9826206 |
| \* | Centuri Holdings, Inc. | 151490 | 3058583 |
|  | Chicago Rivet & <br> Machine Co.<br>| 17700 | 163725 |
| \* | Cimpress PLC | 87544 | 6058920 |
|  | Civeo Corp. | 44571 | 926185 |
| \* | Clarivate PLC | 1012819 | 3443585 |
|  | Columbus McKinnon <br> Corp.<br>| 80816 | 1311644 |
| \* | Commercial Vehicle <br> Group, Inc.<br>| 41814 | 63557 |
|  | CompX International, <br> Inc.<br>| 21197 | 476721 |
|  | Concentrix Corp. | 84682 | 3413531 |
|  | Concrete Pumping <br> Holdings, Inc.<br>| 126032 | 805344 |
| \* | Conduent, Inc. | 436436 | 1038718 |
|  | Copa Holdings SA, <br> Class A<br>| 46457 | 5816881 |
| #†† | Costa <br> Communications, <br> Inc.<br>| 22311 | 2677 |
| \* | Costamare Bulkers <br> Holdings Ltd.<br>| 107544 | 1391619 |
|  | Costamare, Inc. | 477346 | 5833168 |
|  | Covenant Logistics <br> Group, Inc.<br>| 90574 | 1826878 |

---

------

**U.S. Micro Cap Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) |
| \*» | CPI Aerostructures, <br> Inc.<br>| 2670 | $6648 |
|  | CRA International, <br> Inc.<br>| 38321 | 7299767 |
|  | CSG Systems <br> International, Inc.<br>| 122207 | 9565142 |
|  | CSW Industrials, Inc. | 14197 | 3555213 |
| \* | Custom Truck One <br> Source, Inc.<br>| 97846 | 576313 |
|  | Deluxe Corp. | 153075 | 2772188 |
| \* | Distribution Solutions <br> Group, Inc.<br>| 129648 | 3544576 |
| \* | DLH Holdings Corp. | 14417 | 89674 |
| \* | DNOW, Inc. | 402797 | 5921116 |
|  | Douglas Dynamics, <br> Inc.<br>| 137914 | 4169140 |
| \* | Ducommun, Inc. | 54784 | 5026432 |
| \* | DXP Enterprises, Inc. | 106385 | 12728965 |
|  | Eastern Co. | 48881 | 1043609 |
| \* | Energy Recovery, Inc. | 139618 | 2388864 |
|  | Enerpac Tool Group <br> Corp.<br>| 199156 | 8173362 |
|  | EnerSys | 63392 | 7997535 |
|  | Ennis, Inc. | 135170 | 2216788 |
|  | Enpro, Inc. | 117498 | 27260711 |
| \* | Enviri Corp. | 287812 | 3514185 |
|  | ESCO Technologies, <br> Inc.<br>| 136992 | 30065634 |
|  | Espey Mfg. & <br> Electronics Corp.<br>| 21480 | 805715 |
| \* | Everus Construction <br> Group, Inc.<br>| 153221 | 13926257 |
|  | EVI Industries, Inc. | 36137 | 973531 |
|  | Exponent, Inc. | 74917 | 5304873 |
| \* | First Advantage Corp. | 145583 | 1838713 |
| \* | Fluence Energy, Inc. | 187649 | 3940629 |
| \* | Forrester Research, <br> Inc.<br>| 57363 | 408998 |
| \* | Forward Air Corp. | 17174 | 323043 |
| \* | Franklin Covey Co. | 95079 | 1614441 |
|  | Franklin Electric Co., <br> Inc.<br>| 39561 | 3749196 |
| \* | FreightCar America, <br> Inc.<br>| 19939 | 177258 |
| \* | Frontier Group <br> Holdings, Inc.<br>| 299764 | 1157089 |
|  | FTAI Infrastructure, <br> Inc.<br>| 57515 | 307130 |
| \* | Fuel Tech, Inc. | 10664 | 26447 |
| \* | Gates Industrial Corp. <br> PLC<br>| 20801 | 459286 |
|  | Genco Shipping & <br> Trading Ltd.<br>| 149407 | 2545895 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) |
| \* | Gencor Industries, <br> Inc.<br>| 49441 | $671903 |
| \* | Gibraltar Industries, <br> Inc.<br>| 141196 | 8809218 |
|  | Global Industrial Co. | 228806 | 6502667 |
|  | Gorman-Rupp Co. | 189879 | 8538859 |
| \* | Graham Corp. | 44559 | 2775580 |
|  | Granite Construction, <br> Inc.<br>| 161055 | 16574170 |
| \* | Great Lakes Dredge & <br> Dock Corp.<br>| 250124 | 2838907 |
|  | Greenbrier Cos., Inc. | 115585 | 4827985 |
|  | Griffon Corp. | 170776 | 12639132 |
| \* | GXO Logistics, Inc. | 64284 | 3613404 |
| \* | Hayward Holdings, <br> Inc.<br>| 312284 | 5299459 |
| \* | Healthcare Services <br> Group, Inc.<br>| 138496 | 2474924 |
|  | Heartland Express, <br> Inc.<br>| 144026 | 1123403 |
|  | Heidrick & Struggles <br> International, Inc.<br>| 91011 | 5312312 |
|  | Helios Technologies, <br> Inc.<br>| 118842 | 6579093 |
|  | Herc Holdings, Inc. | 20554 | 2919696 |
| \* | Hertz Global Holdings, <br> Inc.<br>| 391300 | 2007369 |
|  | Hexcel Corp. | 70638 | 5043553 |
|  | Hillenbrand, Inc. | 117353 | 3708355 |
| \* | Hillman Solutions <br> Corp.<br>| 263999 | 2434071 |
|  | HireQuest, Inc. | 878 | 7489 |
|  | HNI Corp. | 170593 | 6980666 |
|  | Hub Group, Inc., <br> Class A<br>| 353341 | 13013549 |
| \* | Hudson Technologies, <br> Inc.<br>| 162061 | 1470704 |
| \* | Hurco Cos., Inc. | 45536 | 817371 |
| \* | Huron Consulting <br> Group, Inc.<br>| 159461 | 26221767 |
| \* | Hyliion Holdings <br> Corp.<br>| 75825 | 179705 |
|  | Hyster-Yale, Inc. | 60661 | 2180156 |
| \* | IBEX Holdings Ltd. | 27090 | 1012353 |
|  | ICF International, Inc. | 66058 | 5303136 |
| \* | Innodata, Inc. | 19726 | 1471757 |
| \* | Innovative Solutions & <br> Support, Inc.<br>| 63220 | 594268 |
|  | Insperity, Inc. | 84948 | 3747906 |
|  | Insteel Industries, Inc. | 106330 | 3321749 |
|  | Interface, Inc. | 209200 | 5209080 |
| \* | Janus International <br> Group, Inc.<br>| 312316 | 2998234 |

---

------

**U.S. Micro Cap Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) |
| \* | JELD-WEN Holding, <br> Inc.<br>| 233363 | $1012795 |
| \* | JetBlue Airways Corp. | 1233465 | 5180553 |
|  | Kadant, Inc. | 43362 | 11996531 |
|  | Karat Packaging, Inc. | 15371 | 369211 |
|  | Kelly Services, Inc., <br> Class A<br>| 253843 | 2845580 |
|  | Kennametal, Inc. | 200307 | 4396739 |
|  | Kforce, Inc. | 66669 | 1686726 |
|  | Korn Ferry | 132336 | 8562139 |
| \* | L.B. Foster Co., <br> Class A<br>| 75245 | 2061713 |
|  | Landstar System, Inc. | 32500 | 4173975 |
| \* | Legalzoom.com, Inc. | 364503 | 3634095 |
| \* | Limbach Holdings, <br> Inc.<br>| 65317 | 6171150 |
|  | Lindsay Corp. | 38937 | 4331352 |
| \* | Liquidity Services, <br> Inc.<br>| 114964 | 2752238 |
|  | LSI Industries, Inc. | 167849 | 3842064 |
|  | Luxfer Holdings PLC | 9761 | 119084 |
| \* | Manitowoc Co., Inc. | 91004 | 925511 |
|  | ManpowerGroup, Inc. | 102020 | 3127933 |
|  | Marten Transport Ltd. | 292214 | 2995194 |
| \* | Mastech Digital, Inc. | 50832 | 350741 |
| \* | Masterbrand, Inc. | 224970 | 2841371 |
| \* | Matrix Service Co. | 100613 | 1511207 |
|  | Matson, Inc. | 145000 | 14637750 |
|  | Maximus, Inc. | 107469 | 8932823 |
| \* | Mayville Engineering <br> Co., Inc.<br>| 45520 | 811166 |
|  | McGrath RentCorp | 88222 | 9478572 |
| \* | Mercury Systems, <br> Inc.<br>| 90011 | 6967752 |
|  | Miller Industries, Inc. | 54590 | 2191243 |
|  | MillerKnoll, Inc. | 188835 | 2949603 |
| \* | Mistras Group, Inc. | 104430 | 996262 |
| \* | Montrose <br> Environmental <br> Group, Inc.<br>| 71086 | 1839706 |
|  | Moog, Inc., Class A | 14719 | 3015187 |
| \* | MRC Global, Inc. | 304990 | 4254611 |
|  | MSC Industrial Direct <br> Co., Inc., Class A<br>| 86175 | 7317119 |
|  | Mueller Water <br> Products, Inc., <br> Class A<br>| 576931 | 14804049 |
| \* | MYR Group, Inc. | 56937 | 12395185 |
|  | National Presto <br> Industries, Inc.<br>| 36592 | 3914246 |
| \* | Net Power, Inc. | 18133 | 69268 |
|  | NL Industries, Inc. | 96157 | 581750 |
| \* | NN, Inc. | 15297 | 26158 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) |
| \* | NPK International, <br> Inc.<br>| 547600 | $6735480 |
| \* | NWPX Infrastructure, <br> Inc.<br>| 72424 | 4357028 |
|  | Omega Flex, Inc. | 71976 | 1990136 |
| \* | OPENLANE, Inc. | 501425 | 13247649 |
| \* | Optex Systems <br> Holdings, Inc.<br>| 1300 | 22399 |
| \* | Orion Group Holdings, <br> Inc.<br>| 145649 | 1568640 |
| \* | PAMT Corp. | 161461 | 1625912 |
|  | Pangaea Logistics <br> Solutions Ltd.<br>| 79141 | 391748 |
|  | Park Aerospace Corp. | 120073 | 2300599 |
|  | Park-Ohio Holdings <br> Corp.<br>| 105220 | 2170689 |
| \* | Pegasus Cos., Inc. | 8 | 672 |
| \* | Perma-Fix <br> Environmental <br> Services, Inc.<br>| 13006 | 178052 |
| \* | Perma-Pipe <br> International <br> Holdings, Inc.<br>| 45826 | 1270297 |
|  | Pioneer Power <br> Solutions, Inc.<br>| 6733 | 30972 |
|  | Pitney Bowes, Inc. | 228741 | 2259961 |
| \* | Planet Labs PBC | 543093 | 7304601 |
|  | Powell Industries, Inc. | 79358 | 30425064 |
| \* | Power Solutions <br> International, Inc.<br>| 20612 | 1764799 |
|  | Preformed Line <br> Products Co.<br>| 46482 | 9859297 |
| \* | Proto Labs, Inc. | 63296 | 3149609 |
|  | Quad/Graphics, Inc. | 312018 | 1719219 |
|  | Quanex Building <br> Products Corp.<br>| 112321 | 1596081 |
| \* | Radiant Logistics, Inc. | 179827 | 1087953 |
| \* | RCM Technologies, <br> Inc.<br>| 21550 | 497805 |
| \* | Resideo Technologies, <br> Inc.<br>| 339993 | 14551700 |
|  | Resources <br> Connection, Inc.<br>| 104351 | 459144 |
|  | REV Group, Inc. | 226511 | 11613219 |
|  | Robert Half, Inc. | 175689 | 4601295 |
|  | Rush Enterprises, Inc. <br> (RUSHA US), <br> Class A<br>| 235248 | 11623604 |
|  | Rush Enterprises, Inc. <br> (RUSHB US), <br> Class B<br>| 194295 | 10194659 |
| \* | RXO, Inc. | 124907 | 2214601 |
|  | Schneider National, <br> Inc., Class B<br>| 101147 | 2161511 |

---

------

**U.S. Micro Cap Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) |
|  | Science Applications <br> International Corp.<br>| 27069 | $2536636 |
|  | Sensata Technologies <br> Holding PLC<br>| 231832 | 7379213 |
| \* | Shoals Technologies <br> Group, Inc., <br> Class A<br>| 190785 | 2005150 |
| \* | SIFCO Industries, <br> Inc.<br>| 45608 | 335219 |
| \* | SiteOne Landscape <br> Supply, Inc.<br>| 7260 | 942130 |
| \* | Skillsoft Corp. | 3100 | 40703 |
| \* | SkyWest, Inc. | 185529 | 18641954 |
|  | Standex International <br> Corp.<br>| 54731 | 12764911 |
| \* | Star Equity Holdings, <br> Inc.<br>| 2393 | 26371 |
|  | Steelcase, Inc., <br> Class A<br>| 327563 | 5227905 |
| \* | Strata Critical Medical, <br> Inc.<br>| 112819 | 567480 |
| \* | Sun Country Airlines <br> Holdings, Inc.<br>| 92408 | 1134770 |
| \* | Sunrun, Inc. | 651485 | 13524829 |
| \* | TaskUS, Inc., Class A | 20521 | 273750 |
| \* | Taylor Devices, Inc. | 2759 | 126279 |
|  | Tecnoglass, Inc. | 173025 | 10317481 |
|  | Tennant Co. | 66204 | 5296320 |
|  | Terex Corp. | 191044 | 8791845 |
| \* | Thermon Group <br> Holdings, Inc.<br>| 128276 | 3685369 |
| \* | TIC Solutions, Inc. | 262632 | 3185726 |
| \* | Titan International, <br> Inc.<br>| 234577 | 1771056 |
| \* | Titan Machinery, Inc. | 77754 | 1275166 |
| \* | Transcat, Inc. | 33405 | 2426873 |
| \* | Trex Co., Inc. | 17781 | 859178 |
|  | TriNet Group, Inc. | 106608 | 6396480 |
|  | Trinity Industries, Inc. | 340831 | 9328544 |
| \* | TrueBlue, Inc. | 93847 | 444835 |
| \* | TTEC Holdings, Inc. | 74926 | 261492 |
| \* | Tutor Perini Corp. | 225294 | 15175804 |
|  | Twin Disc, Inc. | 73067 | 1144229 |
| #\*†† | U.S. Airways Group, <br> Inc.<br>| 5375 | 0 |
| \* | Ultralife Corp. | 62844 | 441793 |
|  | UniFirst Corp. | 18825 | 2905639 |
|  | Universal Logistics <br> Holdings, Inc.<br>| 83500 | 1351030 |
| \* | Upwork, Inc. | 417198 | 6650136 |
| \* | V2X, Inc. | 54515 | 3112261 |
| \* | Verra Mobility Corp. | 395338 | 9175795 |
|  | Vestis Corp. | 173810 | 912503 |
| \* | Vicor Corp. | 47867 | 4342973 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) |
|  | Virco Mfg. Corp. | 71679 | $524690 |
| \* | VirTra, Inc. | 2018 | 12269 |
|  | VSE Corp. | 75217 | 13590208 |
|  | Wabash National <br> Corp.<br>| 402905 | 3231298 |
|  | Werner Enterprises, <br> Inc.<br>| 180943 | 4740707 |
| \* | Willdan Group, Inc. | 47861 | 4523343 |
|  | Willis Lease Finance <br> Corp.<br>| 74923 | 9618615 |
|  | WillScot Holdings <br> Corp.<br>| 189794 | 4128020 |
|  | Worthington <br> Enterprises, Inc.<br>| 191103 | 10718967 |
| \* | Xometry, Inc., <br> Class A<br>| 48394 | 2356304 |
| TOTAL INDUSTRIALS | TOTAL INDUSTRIALS |  | 1165629123 |
| INFORMATION TECHNOLOGY — (10.6%) | INFORMATION TECHNOLOGY — (10.6%) | INFORMATION TECHNOLOGY — (10.6%) | INFORMATION TECHNOLOGY — (10.6%) |
| \* | 8x8, Inc. | 19335 | 35576 |
| \* | 908 Devices, Inc. | 6110 | 48758 |
|  | A10 Networks, Inc. | 258635 | 4614048 |
| \* | ACI Worldwide, Inc. | 125873 | 5995331 |
|  | Adeia, Inc. | 392037 | 6680310 |
| \* | ADTRAN Holdings, <br> Inc.<br>| 70048 | 729900 |
|  | Advanced Energy <br> Industries, Inc.<br>| 58063 | 11771112 |
| \* | Agilysys, Inc. | 41015 | 5145742 |
| \* | Airgain, Inc. | 26952 | 115894 |
| \* | Alarm.com Holdings, <br> Inc.<br>| 182870 | 9000861 |
| \* | Alithya Group, Inc., <br> Class A<br>| 49462 | 62817 |
| \* | Alkami Technology, <br> Inc.<br>| 118 | 2394 |
| \* | Allegro MicroSystems, <br> Inc.<br>| 92559 | 2769365 |
| \* | Alpha & Omega <br> Semiconductor Ltd.<br>| 109585 | 3074955 |
| \* | Ambarella, Inc. | 65764 | 5605066 |
|  | Amkor Technology, <br> Inc.<br>| 18409 | 594243 |
| \* | AmpliTech Group, <br> Inc.<br>| 14793 | 53255 |
| \* | Amtech Systems, Inc. | 44592 | 353615 |
| \* | Applied <br> Optoelectronics, <br> Inc.<br>| 33517 | 1191865 |
| \* | ASGN, Inc. | 81801 | 3661413 |
| \* | AstroNova, Inc. | 59126 | 536864 |
| \* | AvePoint, Inc. | 312470 | 4396453 |
| \* | Aviat Networks, Inc. | 36139 | 902029 |
|  | Avnet, Inc. | 171148 | 8292121 |

---

------

**U.S. Micro Cap Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| INFORMATION TECHNOLOGY — (Continued) | INFORMATION TECHNOLOGY — (Continued) | INFORMATION TECHNOLOGY — (Continued) | INFORMATION TECHNOLOGY — (Continued) |
| \* | Aware, Inc. | 75640 | $167164 |
| \* | Axcelis Technologies, <br> Inc.<br>| 92647 | 7370995 |
| \* | Backblaze, Inc., <br> Class A<br>| 8424 | 86851 |
|  | Badger Meter, Inc. | 17213 | 3106086 |
|  | Bel Fuse, Inc. (BELFA <br> US), Class A<br>| 29469 | 4029296 |
|  | Bel Fuse, Inc. (BELFB <br> US), Class B<br>| 53841 | 8290976 |
|  | Belden, Inc. | 148909 | 18144562 |
|  | Benchmark <br> Electronics, Inc.<br>| 266736 | 11688372 |
| \* | Bill Holdings, Inc. | 177831 | 8831087 |
| \* | Bit Digital, Inc. | 372396 | 1362969 |
| \* | BK Technologies <br> Corp.<br>| 9350 | 698539 |
| \* | Blackbaud, Inc. | 97573 | 6248575 |
| \* | BlackLine, Inc. | 155627 | 8909646 |
| \* | Box, Inc., Class A | 232661 | 7466091 |
| \* | C3.ai, Inc., Class A | 322709 | 5673224 |
| \* | Calix, Inc. | 96457 | 6599588 |
| \* | Cerence, Inc. | 117132 | 1256826 |
| \* | CEVA, Inc. | 85607 | 2329366 |
| \* | Cipher Mining, Inc. | 373728 | 6970027 |
| \* | Cleanspark, Inc. | 801489 | 14266504 |
|  | Clear Secure, Inc., <br> Class A<br>| 192284 | 5858893 |
| \* | Clearfield, Inc. | 38305 | 1352167 |
|  | Climb Global <br> Solutions, Inc.<br>| 16551 | 1838485 |
| \* | Cohu, Inc. | 198781 | 4729000 |
| \* | CommScope Holding <br> Co., Inc.<br>| 634043 | 10968944 |
| \* | Comtech <br> Telecommunications <br> Corp.<br>| 7400 | 21016 |
| \* | Consensus Cloud <br> Solutions, Inc.<br>| 27786 | 814686 |
| \* | Core Scientific, Inc. | 519389 | 11187639 |
| \* | Corsair Gaming, Inc. | 335273 | 2732475 |
| \* | CPI Card Group, Inc. | 2628 | 41102 |
| \* | CPS Technologies <br> Corp.<br>| 7817 | 31033 |
|  | Crane NXT Co. | 119989 | 7589304 |
| \* | Crexendo, Inc. | 20517 | 132745 |
| \* | CS Disco, Inc. | 143828 | 908993 |
|  | CSP, Inc. | 97739 | 1303838 |
|  | CTS Corp. | 197527 | 8199346 |
| \* | CVD Equipment <br> Corp.<br>| 25326 | 99025 |
| \* | Daily Journal Corp. | 4065 | 1646488 |
| \* | Daktronics, Inc. | 185479 | 3485150 |
| \* | Data I/O Corp. | 46137 | 139795 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| INFORMATION TECHNOLOGY — (Continued) | INFORMATION TECHNOLOGY — (Continued) | INFORMATION TECHNOLOGY — (Continued) | INFORMATION TECHNOLOGY — (Continued) |
| \* | Data Storage Corp. | 9283 | $38896 |
| \* | Diebold Nixdorf, Inc. | 52370 | 3097686 |
| \* | Digi International, Inc. | 231060 | 8475281 |
| \* | Digital Turbine, Inc. | 106382 | 663824 |
| \* | DigitalOcean <br> Holdings, Inc.<br>| 185573 | 7545398 |
| \* | Diodes, Inc. | 88602 | 4727803 |
| \* | DXC Technology Co. | 566604 | 8045777 |
| \* | Eastman Kodak Co. | 227859 | 1444626 |
| \* | eGain Corp. | 68392 | 986213 |
| \* | Electro-Sensors, Inc. | 4550 | 21340 |
|  | ePlus, Inc. | 95441 | 6982464 |
| \* | Everspin <br> Technologies, Inc.<br>| 52393 | 555366 |
| \* | Expensify, Inc., <br> Class A<br>| 41890 | 68281 |
| \* | Fastly, Inc., Class A | 296301 | 2456335 |
| \* | Five9, Inc. | 148212 | 3598587 |
| \* | FormFactor, Inc. | 283818 | 15595799 |
| \* | Frequency <br> Electronics, Inc.<br>| 48233 | 1771116 |
| \* | Freshworks, Inc., <br> Class A<br>| 307865 | 3417302 |
| \* | Globant SA | 68161 | 4197354 |
| \* | Grid Dynamics <br> Holdings, Inc.<br>| 237888 | 2221874 |
| \* | GSI Technology, Inc. | 49079 | 446128 |
|  | Hackett Group, Inc. | 272646 | 4937619 |
| \* | Harmonic, Inc. | 423969 | 4536468 |
| \* | I3 Verticals, Inc., <br> Class A<br>| 83902 | 2579987 |
| \* | Ichor Holdings Ltd. | 88669 | 2011013 |
| \* | Identiv, Inc. | 33314 | 133256 |
| \* | indie Semiconductor, <br> Inc., Class A<br>| 378309 | 2035302 |
|  | Information Services <br> Group, Inc.<br>| 145438 | 801363 |
| \* | Inseego Corp. | 33620 | 559437 |
| \* | Insight Enterprises, <br> Inc.<br>| 52888 | 5288800 |
| \* | Intapp, Inc. | 54176 | 2079275 |
| \* | inTEST Corp. | 62062 | 526286 |
| \* | IPG Photonics Corp. | 66698 | 5677334 |
| \* | Itron, Inc. | 69037 | 6926482 |
| \* | Jamf Holding Corp. | 390557 | 5018657 |
| \* | Key Tronic Corp. | 62233 | 221549 |
| \* | Kimball Electronics, <br> Inc.<br>| 179364 | 5215008 |
| \* | Knowles Corp. | 428309 | 10112375 |
|  | Kulicke & Soffa <br> Industries, Inc.<br>| 194312 | 7758878 |
| \* | KVH Industries, Inc. | 82201 | 490740 |
| \* | Lantronix, Inc. | 118543 | 584417 |
| \* | LGL Group, Inc. | 51187 | 309681 |
|  | Littelfuse, Inc. | 2104 | 511924 |

---

------

**U.S. Micro Cap Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| INFORMATION TECHNOLOGY — (Continued) | INFORMATION TECHNOLOGY — (Continued) | INFORMATION TECHNOLOGY — (Continued) | INFORMATION TECHNOLOGY — (Continued) |
| \* | LiveRamp Holdings, <br> Inc.<br>| 261337 | $7144954 |
| \* | Magnachip <br> Semiconductor <br> Corp.<br>| 78504 | 243362 |
| \* | MaxLinear, Inc. | 277832 | 4209155 |
|  | Methode Electronics, <br> Inc.<br>| 100384 | 675584 |
| \* | Mirion Technologies, <br> Inc.<br>| 352587 | 10355480 |
| \* | Mitek Systems, Inc. | 112166 | 1033049 |
| \* | M-Tron Industries, <br> Inc.<br>| 10067 | 554893 |
| \* | N-able, Inc. | 516413 | 4043514 |
|  | Napco Security <br> Technologies, Inc.<br>| 127813 | 5642944 |
| \* | Navitas <br> Semiconductor <br> Corp.<br>| 266290 | 3584263 |
| \* | nCino, Inc. | 262993 | 7016653 |
| \* | NCR Voyix Corp. | 520479 | 5938665 |
| \* | NETGEAR, Inc. | 85242 | 2959602 |
| \* | NetScout Systems, <br> Inc.<br>| 286813 | 7973401 |
|  | Network-1 <br> Technologies, Inc.<br>| 41388 | 62082 |
| \* | nLight, Inc. | 127459 | 4207422 |
| \* | Novanta, Inc. | 33002 | 4191584 |
|  | NVE Corp. | 15675 | 1082359 |
| \* | ON24, Inc. | 121835 | 672529 |
| \* | One Stop Systems, <br> Inc.<br>| 5148 | 25740 |
|  | OneSpan, Inc. | 76523 | 872362 |
| \* | Onto Innovation, Inc. | 52861 | 7134121 |
| \* | Ooma, Inc. | 42119 | 472996 |
| \* | Optical Cable Corp. | 27967 | 220100 |
| \* | OSI Systems, Inc. | 61580 | 17147567 |
| \* | Ouster, Inc. | 40090 | 1337402 |
| \* | PAR Technology <br> Corp.<br>| 126825 | 4481995 |
|  | PC Connection, Inc. | 152870 | 9320484 |
| \* | PDF Solutions, Inc. | 111014 | 3233838 |
| \* | Penguin Solutions, <br> Inc.<br>| 260800 | 5808016 |
| \* | Photronics, Inc. | 266467 | 6368561 |
| \* | Plexus Corp. | 175122 | 24499568 |
| \* | Porch Group, Inc. | 86623 | 1303676 |
|  | Power Integrations, <br> Inc.<br>| 104583 | 4380982 |
| \* | Powerfleet, Inc. NJ | 155500 | 793050 |
| \* | Progress Software <br> Corp.<br>| 158434 | 6755626 |
| \* | Q2 Holdings, Inc. | 6656 | 411075 |
| \* | Qualys, Inc. | 51799 | 6384745 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| INFORMATION TECHNOLOGY — (Continued) | INFORMATION TECHNOLOGY — (Continued) | INFORMATION TECHNOLOGY — (Continued) | INFORMATION TECHNOLOGY — (Continued) |
| \* | Rapid7, Inc. | 146129 | $2704848 |
|  | Red Violet, Inc. | 29884 | 1602679 |
| \* | Research Solutions, <br> Inc.<br>| 4781 | 15490 |
| \* | RF Industries Ltd. | 38238 | 299021 |
| \* | Ribbon <br> Communications, <br> Inc.<br>| 419795 | 1410511 |
|  | Richardson <br> Electronics Ltd.<br>| 99509 | 1072707 |
| \* | Rimini Street, Inc. | 3658 | 14559 |
| \* | RingCentral, Inc., <br> Class A<br>| 245840 | 7404701 |
| \* | Riot Platforms, Inc. | 506737 | 10023258 |
| \* | Rogers Corp. | 69899 | 6118958 |
| \* | Sanmina Corp. | 92516 | 12679318 |
|  | Sapiens International <br> Corp. NV<br>| 33130 | 1426247 |
| \* | ScanSource, Inc. | 154727 | 6638562 |
| \* | SEMrush Holdings, <br> Inc., Class A<br>| 192628 | 1398479 |
| \* | Semtech Corp. | 37953 | 2575491 |
| \* | Silicon Laboratories, <br> Inc.<br>| 49382 | 6472993 |
| \* | SkyWater Technology, <br> Inc.<br>| 113796 | 1989723 |
| \* | SoundThinking, Inc. | 15277 | 142840 |
| \* | Sprinklr, Inc., Class A | 246456 | 1902640 |
| \* | SPS Commerce, Inc. | 20303 | 1669719 |
| » | SRAX, Inc. | 29242 | 2924 |
| \* | Synaptics, Inc. | 110721 | 7854548 |
| \* | Synchronoss <br> Technologies, Inc.<br>| 4646 | 24368 |
| \* | Telos Corp. | 184332 | 1264518 |
| \* | Teradata Corp. | 245350 | 5115547 |
| \* | TransAct <br> Technologies, Inc.<br>| 39743 | 187190 |
| \* | Trio-Tech <br> International<br>| 14028 | 103527 |
| \* | TTM Technologies, <br> Inc.<br>| 633202 | 42551174 |
| \* | Turtle Beach Corp. | 54381 | 919039 |
| \* | Ultra Clean Holdings, <br> Inc.<br>| 166252 | 4556967 |
| \* | Unisys Corp. | 255554 | 912328 |
| \* | Veeco Instruments, <br> Inc.<br>| 212679 | 6114521 |
| \* | Verint Systems, Inc. | 171149 | 3470902 |
| \* | Vertex, Inc., Class A | 47400 | 1085460 |
| \* | Viant Technology, Inc., <br> Class A<br>| 31785 | 282251 |
| \* | Viasat, Inc. | 233567 | 9300638 |
| \* | Viavi Solutions, Inc. | 611800 | 10828860 |

---

------

**U.S. Micro Cap Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| INFORMATION TECHNOLOGY — (Continued) | INFORMATION TECHNOLOGY — (Continued) | INFORMATION TECHNOLOGY — (Continued) | INFORMATION TECHNOLOGY — (Continued) |
|  | Vishay <br> Intertechnology, <br> Inc.<br>| 347919 | $5907665 |
| \* | Vishay Precision <br> Group, Inc.<br>| 90206 | 3379117 |
| \* | WidePoint Corp. | 3168 | 21067 |
|  | Xerox Holdings Corp. | 397594 | 1320012 |
| \* | Xperi, Inc. | 116996 | 786213 |
| \* | Yext, Inc. | 128542 | 1088751 |
| \* | Zeta Global Holdings <br> Corp., Class A<br>| 370090 | 6657919 |
| TOTAL INFORMATION <br> TECHNOLOGY | TOTAL INFORMATION <br> TECHNOLOGY |  | 760725805 |
| MATERIALS — (4.3%) | MATERIALS — (4.3%) | MATERIALS — (4.3%) | MATERIALS — (4.3%) |
|  | AdvanSix, Inc. | 80012 | 1487423 |
| \* | Alpha Metallurgical <br> Resources, Inc.<br>| 51391 | 8904005 |
| \* | American Vanguard <br> Corp.<br>| 93079 | 416063 |
|  | Ardagh Metal <br> Packaging SA<br>| 420872 | 1502513 |
| \* | Arq, Inc. | 48508 | 322093 |
| \* | Ascent Industries Co. | 35256 | 428713 |
|  | Ashland, Inc. | 134555 | 6579739 |
| \* | Aspen Aerogels, Inc. | 260350 | 2119249 |
|  | Avient Corp. | 175495 | 5628125 |
|  | Balchem Corp. | 3646 | 559260 |
|  | Cabot Corp. | 95848 | 6467823 |
|  | Caledonia Mining <br> Corp. PLC<br>| 31431 | 883840 |
| \* | Century Aluminum <br> Co.<br>| 343569 | 10176514 |
|  | Chemours Co. | 395018 | 5289291 |
| \* | Clearwater Paper <br> Corp.<br>| 91424 | 1613634 |
| \* | Cleveland-Cliffs, Inc. | 162298 | 2017364 |
| \* | Compass Minerals <br> International, Inc.<br>| 125533 | 2176742 |
| \* | Core Molding <br> Technologies, Inc.<br>| 33111 | 593018 |
| \* | Dakota Gold Corp. | 115997 | 473268 |
| \* | Ecovyst, Inc. | 283854 | 2324764 |
|  | Ferroglobe PLC | 110207 | 534504 |
|  | Flexible Solutions <br> International, Inc.<br>| 1551 | 14052 |
| \* | Flotek Industries, Inc. | 59089 | 1022831 |
|  | FMC Corp. | 211107 | 3202493 |
|  | Fortitude Gold Corp. | 56138 | 240832 |
|  | Friedman Industries, <br> Inc.<br>| 64802 | 1376394 |
|  | Graphic Packaging <br> Holding Co.<br>| 141453 | 2261833 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| MATERIALS — (Continued) | MATERIALS — (Continued) | MATERIALS — (Continued) | MATERIALS — (Continued) |
|  | Greif, Inc. (GEF US), <br> Class A<br>| 95064 | $5408191 |
|  | Greif, Inc. (GEF/B <br> US), Class B<br>| 20094 | 1184541 |
|  | Hawkins, Inc. | 110520 | 15677262 |
|  | HB Fuller Co. | 113758 | 6526296 |
|  | Huntsman Corp. | 467353 | 3869683 |
| \* | Idaho Strategic <br> Resources, Inc.<br>| 7745 | 256050 |
| \* | Ingevity Corp. | 87869 | 4720323 |
|  | Innospec, Inc. | 89016 | 6549797 |
| \* | Intrepid Potash, Inc. | 50315 | 1339888 |
| \* | Ivanhoe Electric, Inc. | 196723 | 2909533 |
|  | Kaiser Aluminum <br> Corp.<br>| 57991 | 5249925 |
| \* | Knife River Corp. | 76359 | 4616665 |
|  | Koppers Holdings, <br> Inc.<br>| 86690 | 2446392 |
|  | Kronos Worldwide, <br> Inc.<br>| 207739 | 1022076 |
| \* | Lifezone Metals Ltd. | 4002 | 19890 |
| \* | LSB Industries, Inc. | 71554 | 603200 |
|  | Materion Corp. | 112014 | 12840165 |
|  | Mativ Holdings, Inc. | 172825 | 1845771 |
| \* | McEwen, Inc. | 135219 | 2478564 |
|  | Mercer International, <br> Inc.<br>| 177449 | 372643 |
| \* | Metallus, Inc. | 253437 | 4457957 |
|  | Minerals <br> Technologies, Inc.<br>| 162479 | 9220683 |
|  | Myers Industries, Inc. | 134097 | 2323901 |
|  | Nexa Resources SA | 68509 | 398037 |
|  | Northern Technologies <br> International Corp.<br>| 62762 | 466322 |
| \* | O-I Glass, Inc. | 577269 | 6517367 |
|  | Olin Corp. | 180305 | 3732313 |
|  | Olympic Steel, Inc. | 48410 | 1791170 |
|  | Orion SA | 140340 | 743802 |
| \* | Perimeter Solutions, <br> Inc.<br>| 285861 | 6720592 |
|  | Quaker Chemical <br> Corp.<br>| 43735 | 6074354 |
| \* | Ramaco Resources, <br> Inc. (METC US), <br> Class A<br>| 155677 | 4726354 |
|  | Ramaco Resources, <br> Inc. (METCB US), <br> Class B<br>| 6864 | 100764 |
| \* | Ranpak Holdings <br> Corp.<br>| 252193 | 1336623 |
| \* | Rayonier Advanced <br> Materials, Inc.<br>| 247507 | 1720174 |
| †† | Resolute Forest <br> Products, Inc.<br>| 332327 | 88499 |

---

------

**U.S. Micro Cap Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| MATERIALS — (Continued) | MATERIALS — (Continued) | MATERIALS — (Continued) | MATERIALS — (Continued) |
|  | Ryerson Holding <br> Corp.<br>| 118555 | $2615323 |
|  | Scotts Miracle-Gro <br> Co.<br>| 118780 | 6357106 |
|  | Sealed Air Corp. | 304574 | 10206275 |
|  | Sensient Technologies <br> Corp.<br>| 113565 | 10708044 |
|  | Silgan Holdings, Inc. | 70683 | 2729777 |
| \* | Smith-Midland Corp. | 1828 | 66649 |
|  | Sonoco Products Co. | 153416 | 6224087 |
|  | Stepan Co. | 81070 | 3514385 |
|  | SunCoke Energy, Inc. | 303488 | 2430939 |
|  | Sylvamo Corp. | 155378 | 6308347 |
| \* | Tredegar Corp. | 90159 | 622999 |
|  | TriMas Corp. | 145682 | 5176081 |
|  | Trinseo PLC | 21387 | 31225 |
|  | Tronox Holdings PLC | 407791 | 1427269 |
|  | U.S. Lime & Minerals, <br> Inc.<br>| 257388 | 30171021 |
|  | Warrior Met Coal, Inc. | 193538 | 13129618 |
|  | Worthington Steel, <br> Inc.<br>| 148857 | 4761935 |
| TOTAL MATERIALS | TOTAL MATERIALS |  | 305453227 |
| REAL ESTATE — (1.3%) | REAL ESTATE — (1.3%) | REAL ESTATE — (1.3%) | REAL ESTATE — (1.3%) |
| \* | AMREP Corp. | 53380 | 1146602 |
| \* | Anywhere Real <br> Estate, Inc.<br>| 390639 | 3925922 |
| \* | CKX Lands, Inc. | 11773 | 128031 |
| \* | Compass, Inc., <br> Class A<br>| 1153576 | 8894071 |
| \* | Cushman & Wakefield <br> PLC<br>| 595785 | 9353824 |
| \* | Douglas Elliman, Inc. | 96700 | 238849 |
|  | eXp World Holdings, <br> Inc.<br>| 290375 | 2973440 |
| \* | Five Point <br> Holdings LLC, <br> Class A<br>| 47624 | 278600 |
| \* | Forestar Group, Inc. | 169753 | 4415276 |
| \* | FRP Holdings, Inc. | 155981 | 3696750 |
| \* | Howard Hughes <br> Holdings, Inc.<br>| 234722 | 18608617 |
| \*» | JW Mays, Inc. | 2700 | 106272 |
|  | Kennedy-Wilson <br> Holdings, Inc.<br>| 395848 | 2992611 |
|  | Marcus & Millichap, <br> Inc.<br>| 204712 | 5979638 |
| \* | Maui Land & <br> Pineapple Co., Inc.<br>| 43372 | 693952 |
|  | Newmark Group, Inc., <br> Class A<br>| 497297 | 8866806 |
| \* | Offerpad Solutions, <br> Inc.<br>| 13041 | 30516 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| REAL ESTATE — (Continued) | REAL ESTATE — (Continued) | REAL ESTATE — (Continued) | REAL ESTATE — (Continued) |
| \* | RE/MAX Holdings, <br> Inc., Class A<br>| 61811 | $490161 |
|  | RMR Group, Inc., <br> Class A<br>| 49213 | 761325 |
| \* | Seaport Entertainment <br> Group, Inc.<br>| 53376 | 1284760 |
|  | St. Joe Co. | 295676 | 16788483 |
| \* | Star Holdings | 11397 | 83426 |
| \* | Stratus Properties, <br> Inc.<br>| 52202 | 980876 |
| \* | Tejon Ranch Co. | 127690 | 2020056 |
| TOTAL REAL ESTATE | TOTAL REAL ESTATE |  | 94738864 |
| UTILITIES — (2.6%) | UTILITIES — (2.6%) | UTILITIES — (2.6%) | UTILITIES — (2.6%) |
|  | ALLETE, Inc. | 104755 | 7053154 |
|  | American States <br> Water Co.<br>| 127003 | 9056584 |
|  | Artesian Resources <br> Corp., Class A<br>| 36493 | 1176169 |
|  | Avista Corp. | 266241 | 10130470 |
|  | Black Hills Corp. | 135715 | 8608402 |
|  | California Water <br> Service Group<br>| 219354 | 9734931 |
|  | Chesapeake Utilities <br> Corp.<br>| 85898 | 10933097 |
|  | Consolidated Water <br> Co. Ltd.<br>| 59603 | 2027098 |
|  | Genie Energy Ltd., <br> Class B<br>| 161032 | 2423532 |
|  | Global Water <br> Resources, Inc.<br>| 39894 | 395748 |
|  | H2O America | 125871 | 5821534 |
| \* | Hallador Energy Co. | 125340 | 2711104 |
| \* | Hawaiian Electric <br> Industries, Inc.<br>| 393505 | 4572528 |
|  | MDU Resources <br> Group, Inc.<br>| 341634 | 6552540 |
|  | MGE Energy, Inc. | 131963 | 10935774 |
|  | Middlesex Water Co. | 64582 | 3711528 |
| \* | Montauk Renewables, <br> Inc.<br>| 77227 | 156771 |
|  | New Jersey <br> Resources Corp.<br>| 185489 | 8217163 |
|  | Northwest Natural <br> Holding Co.<br>| 146473 | 6668916 |
|  | Northwestern Energy <br> Group, Inc.<br>| 148396 | 8854789 |
|  | ONE Gas, Inc. | 101097 | 8106968 |
|  | Ormat Technologies, <br> Inc.<br>| 102003 | 10850059 |
|  | Otter Tail Corp. | 158019 | 12202227 |
|  | Portland General <br> Electric Co.<br>| 195743 | 8941540 |

---

------

**U.S. Micro Cap Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| UTILITIES — (Continued) | UTILITIES — (Continued) | UTILITIES — (Continued) | UTILITIES — (Continued) |
| \* | Pure Cycle Corp. | 96891 | $1066770 |
|  | RGC Resources, Inc. | 24690 | 511330 |
|  | Southwest Gas <br> Holdings, Inc.<br>| 11540 | 917430 |
|  | Spire, Inc. | 108997 | 9417341 |
|  | TXNM Energy, Inc. | 151814 | 8623035 |
|  | Unitil Corp. | 75021 | 3657274 |
|  | York Water Co. | 69838 | 2169867 |
| TOTAL UTILITIES | TOTAL UTILITIES |  | 186205673 |
| TOTAL COMMON <br> STOCKS | TOTAL COMMON <br> STOCKS |  | 6534579498 |
| 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%) |
| \* | Bed Bath & Beyond, <br> Inc. Warrants <br> 10/07/2026<br>| 6227 | 7410 |
| INFORMATION TECHNOLOGY — (0.0%) | INFORMATION TECHNOLOGY — (0.0%) | INFORMATION TECHNOLOGY — (0.0%) | INFORMATION TECHNOLOGY — (0.0%) |
| \* | M-Tron Industries, Inc. <br> Warrants <br> 03/11/2028<br>| 16700 | 25050 |
| TOTAL <br> RIGHTS/WARRANTS | TOTAL <br> RIGHTS/WARRANTS |  | 32460 |
| TOTAL INVESTMENT <br> SECURITIES <br>(Cost $4,342,533,192) | TOTAL INVESTMENT <br> SECURITIES <br>(Cost $4,342,533,192) |  | 6534611958 |

---

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

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| TEMPORARY CASH INVESTMENTS — (1.0%) | TEMPORARY CASH INVESTMENTS — (1.0%) | TEMPORARY CASH INVESTMENTS — (1.0%) | TEMPORARY CASH INVESTMENTS — (1.0%) |
| Ɏ | State Street <br> Institutional <br> U.S. Government <br> Money Market Fund <br> 4.010%<br>| 69564497 | $69564497 |
| SECURITIES LENDING COLLATERAL — (7.6%) | SECURITIES LENDING COLLATERAL — (7.6%) | SECURITIES LENDING COLLATERAL — (7.6%) | SECURITIES LENDING COLLATERAL — (7.6%) |
| @§ | The DFA Short Term <br> Investment Fund <br>| 46940498 | 542960738 |
| TOTAL INVESTMENTS — (100.0%) | TOTAL INVESTMENTS — (100.0%) | TOTAL INVESTMENTS — (100.0%) |  |
| (Cost $4,955,058,427) | (Cost $4,955,058,427) |  | $7147137193 |

---

As of October 31, 2025, U.S. Micro Cap Portfolio had entered into the following outstanding futures contracts:

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Description** | **Number of**<br> **Contracts**<br>| **Expiration**<br> **Date**<br>| **Notional**<br> **Value**<br>| **Market**<br> **Value**<br>| **Unrealized**<br> **Appreciation**<br> **(Depreciation)**<br>|
| **Long Position Contracts:** |  |  |  |  |  |
| S&P 500<sup>®</sup> Emini Index | &nbsp;&nbsp; 170 | 12/19/25 | &nbsp;&nbsp; $56843285 | &nbsp;&nbsp; $58429000 | &nbsp;&nbsp; $1585715 |
| **Total Futures Contracts** |  |  | &nbsp;&nbsp; **$56843285** | &nbsp;&nbsp; **$58429000** | &nbsp;&nbsp; **$1585715** |

---

Summary of the Portfolio's investments as of October 31, 2025, 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 |  |  |  |  |
| Communication Services | &nbsp;&nbsp; $226378666 | &nbsp;&nbsp; $139510 | &nbsp;&nbsp; — | &nbsp;&nbsp; $226518176 |
| Consumer Discretionary | &nbsp;&nbsp; 849137063 | &nbsp;&nbsp; 63420 | &nbsp;&nbsp; — | &nbsp;&nbsp; 849200483 |

---

------

**U.S. Micro Cap 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** |
| Consumer Staples | &nbsp;&nbsp; $228706587 | &nbsp;&nbsp; $1222088 | &nbsp;&nbsp; — | &nbsp;&nbsp; $229928675 |
| Energy | &nbsp;&nbsp; 373655631 | &nbsp;&nbsp; — | &nbsp;&nbsp; — | &nbsp;&nbsp; 373655631 |
| Financials | &nbsp;&nbsp; 1440463150 | &nbsp;&nbsp; 185796 | &nbsp;&nbsp; $2861 | &nbsp;&nbsp; 1440651807 |
| Health Care | &nbsp;&nbsp; 900918641 | &nbsp;&nbsp; — | &nbsp;&nbsp; 953393 | &nbsp;&nbsp; 901872034 |
| Industrials | &nbsp;&nbsp; 1165619798 | &nbsp;&nbsp; 6648 | &nbsp;&nbsp; 2677 | &nbsp;&nbsp; 1165629123 |
| Information Technology | &nbsp;&nbsp; 760722881 | &nbsp;&nbsp; 2924 | &nbsp;&nbsp; — | &nbsp;&nbsp; 760725805 |
| Materials | &nbsp;&nbsp; 305364728 | &nbsp;&nbsp; — | &nbsp;&nbsp; 88499 | &nbsp;&nbsp; 305453227 |
| Real Estate | &nbsp;&nbsp; 94632592 | &nbsp;&nbsp; 106272 | &nbsp;&nbsp; — | &nbsp;&nbsp; 94738864 |
| Utilities | &nbsp;&nbsp; 186205673 | &nbsp;&nbsp; — | &nbsp;&nbsp; — | &nbsp;&nbsp; 186205673 |
| Rights/Warrants |  |  |  |  |
| Consumer Discretionary | &nbsp;&nbsp; — | &nbsp;&nbsp; 7410 | &nbsp;&nbsp; — | &nbsp;&nbsp; 7410 |
| Information Technology | &nbsp;&nbsp; — | &nbsp;&nbsp; 25050 | &nbsp;&nbsp; — | &nbsp;&nbsp; 25050 |
| Temporary Cash Investments | &nbsp;&nbsp; 69564497 | &nbsp;&nbsp; — | &nbsp;&nbsp; — | &nbsp;&nbsp; 69564497 |
| Securities Lending Collateral | &nbsp;&nbsp; — | &nbsp;&nbsp; 542960738 | &nbsp;&nbsp; — | &nbsp;&nbsp; 542960738 |
| Total Investments in Securities | &nbsp;&nbsp; $6601369907 | &nbsp;&nbsp; $544719856 | &nbsp;&nbsp; $1,047,430˂˃ | &nbsp;&nbsp; $7147137193 |
| **Financial Instruments** | **Financial Instruments** |  |  |  |
| **Assets** |  |  |  |  |
| Futures Contracts\*\* | &nbsp;&nbsp; 1585715 | &nbsp;&nbsp; — | &nbsp;&nbsp; — | &nbsp;&nbsp; 1585715 |
| Total Financial Instruments | &nbsp;&nbsp; $1585715 | &nbsp;&nbsp; — | &nbsp;&nbsp; — | &nbsp;&nbsp; $1585715 |
| \*\* Valued at the unrealized appreciation/(depreciation) on the investment. | \*\* Valued at the unrealized appreciation/(depreciation) on the investment. | \*\* Valued at the unrealized appreciation/(depreciation) on the investment. | \*\* Valued at the unrealized appreciation/(depreciation) on the investment. | \*\* Valued at the unrealized appreciation/(depreciation) on the investment. |

---

&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>|

---

See accompanying Notes to Financial Statements.

------

**U.S. High Relative Profitability Portfolio**

**SCHEDULE OF INVESTMENTS**

**October 31, 2025**

&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 — (4.9%) | COMMUNICATION SERVICES — (4.9%) | COMMUNICATION SERVICES — (4.9%) | COMMUNICATION SERVICES — (4.9%) |
| #\* | Charter <br> Communications, <br> Inc., Class A<br>| 60976 | $14258628 |
| #\* | Live Nation <br> Entertainment, Inc.<br>| 87231 | 13043652 |
|  | Match Group, Inc. | 2080 | 67267 |
|  | Meta Platforms, Inc., <br> Class A<br>| 253061 | 164072099 |
| \* | Netflix, Inc. | 54693 | 61193810 |
| # | Omnicom Group, Inc. | 66817 | 5012611 |
|  | T-Mobile U.S., Inc. | 69792 | 14659810 |
| TOTAL COMMUNICATION <br> SERVICES | TOTAL COMMUNICATION <br> SERVICES |  | 272307877 |
| CONSUMER DISCRETIONARY — (10.7%) | CONSUMER DISCRETIONARY — (10.7%) | CONSUMER DISCRETIONARY — (10.7%) | CONSUMER DISCRETIONARY — (10.7%) |
|  | Best Buy Co., Inc. | 84581 | 6947483 |
| #\* | Burlington Stores, Inc. | 54747 | 14978232 |
| \* | Carnival Corp. | 659164 | 19003698 |
| \* | Carvana Co. | 16629 | 5097454 |
| \* | Chipotle Mexican Grill, <br> Inc.<br>| 411044 | 13025984 |
|  | Darden Restaurants, <br> Inc.<br>| 108581 | 19560867 |
|  | Dick's Sporting Goods, <br> Inc.<br>| 21953 | 4861492 |
| # | eBay, Inc. | 248617 | 20215048 |
|  | Expedia Group, Inc. | 107533 | 23657260 |
|  | General Motors Co. | 587216 | 40570753 |
|  | Home Depot, Inc. | 366869 | 139259804 |
|  | Las Vegas Sands <br> Corp.<br>| 294296 | 17466468 |
| #\* | Lululemon Athletica, <br> Inc.<br>| 80865 | 13790717 |
| \* | NVR, Inc. | 1044 | 7528096 |
|  | Pool Corp. | 1543 | 412074 |
| # | Ross Stores, Inc. | 301391 | 47897058 |
|  | Royal Caribbean <br> Cruises Ltd.<br>| 240162 | 68885666 |
|  | Service Corp. <br> International<br>| 2262 | 188900 |
|  | Tapestry, Inc. | 76658 | 8418582 |
|  | TJX Cos., Inc. | 461608 | 64689745 |
|  | Tractor Supply Co. | 438764 | 23741520 |
| #\* | Ulta Beauty, Inc. | 43317 | 22519642 |
|  | Williams-Sonoma, Inc. | 101786 | 19781091 |
| TOTAL CONSUMER <br> DISCRETIONARY | TOTAL CONSUMER <br> DISCRETIONARY |  | 602497634 |
| CONSUMER STAPLES — (8.1%) | CONSUMER STAPLES — (8.1%) | CONSUMER STAPLES — (8.1%) | CONSUMER STAPLES — (8.1%) |
|  | Altria Group, Inc. | 131965 | 7440187 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| CONSUMER STAPLES — (Continued) | CONSUMER STAPLES — (Continued) | CONSUMER STAPLES — (Continued) | CONSUMER STAPLES — (Continued) |
|  | Clorox Co. | 2128 | $239315 |
|  | Coca-Cola Co. | 353461 | 24353463 |
|  | Colgate-Palmolive Co. | 381107 | 29364294 |
|  | Costco Wholesale <br> Corp.<br>| 142229 | 129634622 |
|  | Hershey Co. | 77373 | 13124782 |
|  | Kimberly-Clark Corp. | 213895 | 25605370 |
|  | Kroger Co. | 540632 | 34400414 |
|  | PepsiCo, Inc. | 602034 | 87951147 |
|  | Procter & Gamble Co. | 365772 | 55001136 |
|  | Sysco Corp. | 357101 | 26525462 |
|  | Target Corp. | 208891 | 19368374 |
| TOTAL CONSUMER <br> STAPLES | TOTAL CONSUMER <br> STAPLES |  | 453008566 |
| ENERGY — (3.0%) | ENERGY — (3.0%) | ENERGY — (3.0%) | ENERGY — (3.0%) |
|  | Cheniere Energy, Inc. | 197026 | 41769512 |
|  | Chevron Corp. | 177963 | 28068325 |
|  | ConocoPhillips | 61269 | 5444363 |
|  | Devon Energy Corp. | 434656 | 14121974 |
|  | Exxon Mobil Corp. | 59251 | 6775944 |
|  | Marathon Petroleum <br> Corp.<br>| 64341 | 12540704 |
|  | Occidental Petroleum <br> Corp.<br>| 256924 | 10585269 |
| # | Targa Resources <br> Corp.<br>| 223781 | 34471225 |
|  | Texas Pacific Land <br> Corp.<br>| 4269 | 4027289 |
|  | Valero Energy Corp. | 70756 | 11997387 |
| TOTAL ENERGY | TOTAL ENERGY |  | 169801992 |
| FINANCIALS — (10.1%) | FINANCIALS — (10.1%) | FINANCIALS — (10.1%) | FINANCIALS — (10.1%) |
|  | American Express Co. | 72081 | 26001779 |
|  | Ameriprise Financial, <br> Inc.<br>| 100666 | 45578545 |
|  | Aon PLC, Class A | 53132 | 18101010 |
| \* | Corpay, Inc. | 54867 | 14284623 |
|  | Equitable Holdings, <br> Inc.<br>| 198237 | 9792908 |
|  | LPL Financial <br> Holdings, Inc.<br>| 65070 | 24551562 |
|  | Marsh & McLennan <br> Cos., Inc.<br>| 12689 | 2260545 |
|  | Mastercard, Inc., <br> Class A<br>| 244708 | 135076369 |
|  | Moody's Corp. | 59653 | 28651336 |
|  | Travelers Cos., Inc. | 109357 | 29375477 |
| # | Visa, Inc., Class A | 645194 | 219843404 |

---

------

**U.S. High Relative Profitability Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) |
|  | Willis Towers Watson <br> PLC<br>| 39662 | $12418172 |
| TOTAL FINANCIALS | TOTAL FINANCIALS |  | 565935730 |
| HEALTH CARE — (12.3%) | HEALTH CARE — (12.3%) | HEALTH CARE — (12.3%) | HEALTH CARE — (12.3%) |
|  | AbbVie, Inc. | 323050 | 70437822 |
|  | Amgen, Inc. | 263714 | 78700169 |
|  | Bristol-Myers Squibb <br> Co.<br>| 818829 | 37723452 |
|  | Cencora, Inc. | 92130 | 31122435 |
| \* | DaVita, Inc. | 19244 | 2290421 |
| \* | Dexcom, Inc. | 107 | 6229 |
|  | Eli Lilly & Co. | 250912 | 216501928 |
|  | Gilead Sciences, Inc. | 602445 | 72166887 |
| \* | IDEXX Laboratories, <br> Inc.<br>| 59422 | 37406743 |
| \* | IQVIA Holdings, Inc. | 7695 | 1665660 |
|  | Johnson & Johnson | 532330 | 100541167 |
| \* | Mettler-Toledo <br> International, Inc.<br>| 4116 | 5829450 |
| \* | Solventum Corp. | 17766 | 1226565 |
| \* | Waters Corp. | 14515 | 5074444 |
|  | Zoetis, Inc. | 215777 | 31091308 |
| TOTAL HEALTH CARE | TOTAL HEALTH CARE |  | 691784680 |
| INDUSTRIALS — (15.5%) | INDUSTRIALS — (15.5%) | INDUSTRIALS — (15.5%) | INDUSTRIALS — (15.5%) |
|  | 3M Co. | 171500 | 28554750 |
|  | Allegion PLC | 18034 | 2989496 |
|  | Automatic Data <br> Processing, Inc.<br>| 149555 | 38929167 |
|  | Booz Allen Hamilton <br> Holding Corp.<br>| 31834 | 2774651 |
|  | Broadridge Financial <br> Solutions, Inc.<br>| 83319 | 18363508 |
|  | Carlisle Cos., Inc. | 3043 | 989127 |
|  | Caterpillar, Inc. | 194602 | 112335951 |
|  | Cintas Corp. | 115609 | 21187661 |
|  | Comfort Systems USA, <br> Inc.<br>| 8319 | 8032660 |
|  | CSX Corp. | 692788 | 24954224 |
|  | Delta Air Lines, Inc. | 312427 | 17927061 |
|  | EMCOR Group, Inc. | 18966 | 12816843 |
|  | Expeditors <br> International of <br> Washington, Inc.<br>| 40991 | 4996803 |
|  | Fastenal Co. | 224776 | 9249532 |
|  | Ferguson Enterprises, <br> Inc.<br>| 153261 | 38085359 |
|  | FTAI Aviation Ltd. | 921 | 159241 |
|  | Honeywell <br> International, Inc.<br>| 279896 | 56351462 |
|  | Illinois Tool Works, <br> Inc.<br>| 144727 | 35301810 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) |
|  | Leidos Holdings, Inc. | 2249 | $428367 |
|  | Lennox International, <br> Inc.<br>| 13683 | 6909915 |
|  | Lincoln Electric <br> Holdings, Inc.<br>| 3718 | 871685 |
|  | Lockheed Martin Corp. | 110834 | 54517028 |
|  | Masco Corp. | 10403 | 673698 |
|  | Paychex, Inc. | 246521 | 28850353 |
|  | Rollins, Inc. | 156067 | 8991020 |
|  | Trane Technologies <br> PLC<br>| 68384 | 30680482 |
|  | Union Pacific Corp. | 305139 | 67243481 |
| \* | United Airlines <br> Holdings, Inc.<br>| 261503 | 24591742 |
|  | United Parcel Service, <br> Inc., Class B<br>| 297991 | 28732292 |
|  | United Rentals, Inc. | 51289 | 44681951 |
|  | Veralto Corp. | 85536 | 8440692 |
|  | Verisk Analytics, Inc. | 77505 | 16954994 |
|  | Vertiv Holdings Co., <br> Class A<br>| 270325 | 52134880 |
|  | Waste Management, <br> Inc.<br>| 142718 | 28510775 |
|  | WW Grainger, Inc. | 31869 | 31199751 |
| \* | XPO, Inc. | 10214 | 1469488 |
| TOTAL INDUSTRIALS | TOTAL INDUSTRIALS |  | 869881900 |
| INFORMATION TECHNOLOGY — (31.4%) | INFORMATION TECHNOLOGY — (31.4%) | INFORMATION TECHNOLOGY — (31.4%) | INFORMATION TECHNOLOGY — (31.4%) |
| \* | Adobe, Inc. | 141394 | 48117792 |
|  | Apple, Inc. | 1379804 | 373057607 |
|  | Applied Materials, Inc. | 468 | 109091 |
| \* | AppLovin Corp., <br> Class A<br>| 90952 | 57966438 |
| \* | Autodesk, Inc. | 108744 | 32768917 |
|  | CDW Corp. | 100989 | 16094617 |
| \* | Fortinet, Inc. | 207353 | 17921520 |
| \* | Gartner, Inc. | 55015 | 13662425 |
| # | Gen Digital, Inc. | 246427 | 6495816 |
| \* | GoDaddy, Inc., <br> Class A<br>| 58133 | 7739246 |
|  | International Business <br> Machines Corp.<br>| 369813 | 113684214 |
|  | Jabil, Inc. | 46843 | 10347150 |
|  | KLA Corp. | 48722 | 58892230 |
|  | Lam Research Corp. | 452417 | 71237581 |
|  | Microchip Technology, <br> Inc.<br>| 18531 | 1156705 |
|  | Microsoft Corp. | 424437 | 219777723 |
|  | Motorola Solutions, <br> Inc.<br>| 56357 | 22920955 |
|  | NetApp, Inc. | 144997 | 17077747 |
|  | NVIDIA Corp. | 2294027 | 464517527 |
|  | NXP Semiconductors <br> NV<br>| 43431 | 9082291 |

---

------

**U.S. High Relative Profitability Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| INFORMATION TECHNOLOGY — (Continued) | INFORMATION TECHNOLOGY — (Continued) | INFORMATION TECHNOLOGY — (Continued) | INFORMATION TECHNOLOGY — (Continued) |
|  | Oracle Corp. | 620774 | $163021460 |
|  | QUALCOMM, Inc. | 209744 | 37942690 |
|  | Texas Instruments, <br> Inc.<br>| 5687 | 918223 |
|  | Western Digital Corp. | 7041 | 1057629 |
| TOTAL INFORMATION <br> TECHNOLOGY | TOTAL INFORMATION <br> TECHNOLOGY |  | 1765567594 |
| MATERIALS — (0.7%) | MATERIALS — (0.7%) | MATERIALS — (0.7%) | MATERIALS — (0.7%) |
|  | Avery Dennison Corp. | 18907 | 3306645 |
|  | Sherwin-Williams Co. | 87713 | 30255722 |
| \* | Solstice Advanced <br> Materials, Inc.<br>| 69974 | 3153728 |
| # | Southern Copper <br> Corp.<br>| 22396 | 3108565 |
| TOTAL MATERIALS | TOTAL MATERIALS |  | 39824660 |
| UTILITIES — (1.2%) | UTILITIES — (1.2%) | UTILITIES — (1.2%) | UTILITIES — (1.2%) |
|  | NRG Energy, Inc. | 113391 | 19487377 |
|  | Vistra Corp. | 255159 | 48046440 |
| TOTAL UTILITIES | TOTAL UTILITIES |  | 67533817 |
| TOTAL COMMON <br> STOCKS <br>Cost ($3339968937) | TOTAL COMMON <br> STOCKS <br>Cost ($3339968937) |  | 5498144450 |

---

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

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| TEMPORARY CASH INVESTMENTS — (0.9%) | TEMPORARY CASH INVESTMENTS — (0.9%) | TEMPORARY CASH INVESTMENTS — (0.9%) | TEMPORARY CASH INVESTMENTS — (0.9%) |
| Ɏ | State Street <br> Institutional <br> U.S. Government <br> Money Market Fund <br> 4.010%<br>| 51235623 | $51235623 |
| SECURITIES LENDING COLLATERAL — (1.2%) | SECURITIES LENDING COLLATERAL — (1.2%) | SECURITIES LENDING COLLATERAL — (1.2%) | SECURITIES LENDING COLLATERAL — (1.2%) |
| @§ | The DFA Short Term <br> Investment Fund <br>| 5747077 | 66476435 |
| TOTAL INVESTMENTS — (100.0%) | TOTAL INVESTMENTS — (100.0%) | TOTAL INVESTMENTS — (100.0%) |  |
| (Cost $3,457,680,995) | (Cost $3,457,680,995) |  | $5615856508 |

---

As of October 31, 2025, U.S. High Relative Profitability Portfolio had entered into the following outstanding futures contracts:

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Description** | **Number of**<br> **Contracts**<br>| **Expiration**<br> **Date**<br>| **Notional**<br> **Value**<br>| **Market**<br> **Value**<br>| **Unrealized**<br> **Appreciation**<br> **(Depreciation)**<br>|
| **Long Position Contracts:** |  |  |  |  |  |
| S&P 500<sup>®</sup> Emini Index | &nbsp;&nbsp; 117 | 12/19/25 | &nbsp;&nbsp; $39559174 | &nbsp;&nbsp; $40212900 | &nbsp;&nbsp; $653726 |
| **Total Futures Contracts** |  |  | &nbsp;&nbsp; **$39559174** | &nbsp;&nbsp; **$40212900** | &nbsp;&nbsp; **$653726** |

---

Summary of the Portfolio's investments as of October 31, 2025, 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 |  |  |  |  |
| Communication Services | &nbsp;&nbsp; $272307877 | &nbsp;&nbsp; — | &nbsp;&nbsp; — | &nbsp;&nbsp; $272307877 |
| Consumer Discretionary | &nbsp;&nbsp; 602497634 | &nbsp;&nbsp; — | &nbsp;&nbsp; — | &nbsp;&nbsp; 602497634 |
| Consumer Staples | &nbsp;&nbsp; 453008566 | &nbsp;&nbsp; — | &nbsp;&nbsp; — | &nbsp;&nbsp; 453008566 |
| Energy | &nbsp;&nbsp; 169801992 | &nbsp;&nbsp; — | &nbsp;&nbsp; — | &nbsp;&nbsp; 169801992 |
| Financials | &nbsp;&nbsp; 565935730 | &nbsp;&nbsp; — | &nbsp;&nbsp; — | &nbsp;&nbsp; 565935730 |
| Health Care | &nbsp;&nbsp; 691784680 | &nbsp;&nbsp; — | &nbsp;&nbsp; — | &nbsp;&nbsp; 691784680 |

---

------

**U.S. High Relative Profitability 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** |
| Industrials | &nbsp;&nbsp; $869881900 | &nbsp;&nbsp; — | &nbsp;&nbsp; — | &nbsp;&nbsp; $869881900 |
| Information Technology | &nbsp;&nbsp; 1765567594 | &nbsp;&nbsp; — | &nbsp;&nbsp; — | &nbsp;&nbsp; 1765567594 |
| Materials | &nbsp;&nbsp; 39824660 | &nbsp;&nbsp; — | &nbsp;&nbsp; — | &nbsp;&nbsp; 39824660 |
| Utilities | &nbsp;&nbsp; 67533817 | &nbsp;&nbsp; — | &nbsp;&nbsp; — | &nbsp;&nbsp; 67533817 |
| Temporary Cash Investments | &nbsp;&nbsp; 51235623 | &nbsp;&nbsp; — | &nbsp;&nbsp; — | &nbsp;&nbsp; 51235623 |
| Securities Lending Collateral | &nbsp;&nbsp; — | &nbsp;&nbsp; $66476435 | &nbsp;&nbsp; — | &nbsp;&nbsp; 66476435 |
| Total Investments in Securities | &nbsp;&nbsp; $5549380073 | &nbsp;&nbsp; $66476435 | &nbsp;&nbsp; — | &nbsp;&nbsp; $5615856508 |
| **Financial Instruments** | **Financial Instruments** |  |  |  |
| **Assets** |  |  |  |  |
| Futures Contracts\*\* | &nbsp;&nbsp; 653726 | &nbsp;&nbsp; — | &nbsp;&nbsp; — | &nbsp;&nbsp; 653726 |
| Total Financial Instruments | &nbsp;&nbsp; $653726 | &nbsp;&nbsp; — | &nbsp;&nbsp; — | &nbsp;&nbsp; $653726 |
| \*\* Valued at the unrealized appreciation/(depreciation) on the investment. | \*\* Valued at the unrealized appreciation/(depreciation) on the investment. | \*\* Valued at the unrealized appreciation/(depreciation) on the investment. | \*\* Valued at the unrealized appreciation/(depreciation) on the investment. | \*\* Valued at the unrealized appreciation/(depreciation) on the investment. |

---

See accompanying Notes to Financial Statements.

------

**DFA Real Estate Securities Portfolio**

**SCHEDULE OF INVESTMENTS**

**October 31, 2025**

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

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| COMMON STOCKS — (94.4%) | COMMON STOCKS — (94.4%) | COMMON STOCKS — (94.4%) | COMMON STOCKS — (94.4%) |
| COMMUNICATION SERVICES — (0.0%) | COMMUNICATION SERVICES — (0.0%) | COMMUNICATION SERVICES — (0.0%) | COMMUNICATION SERVICES — (0.0%) |
| \* | Uniti Group, Inc. | 340809 | $1963059 |
| REAL ESTATE — (94.4%) | REAL ESTATE — (94.4%) | REAL ESTATE — (94.4%) | REAL ESTATE — (94.4%) |
| # | Acadia Realty Trust | 628802 | 11991254 |
| # | Agree Realty Corp. | 585731 | 42764220 |
|  | Alexander & Baldwin, <br> Inc.<br>| 300442 | 4798059 |
|  | Alexander's, Inc. | 11690 | 2582672 |
|  | Alexandria Real Estate <br> Equities, Inc.<br>| 786497 | 45789855 |
|  | Alpine Income Property <br> Trust, Inc.<br>| 71747 | 1053246 |
|  | American Assets Trust, <br> Inc.<br>| 237289 | 4534593 |
|  | American Healthcare <br> REIT, Inc.<br>| 830656 | 37645330 |
|  | American Homes 4 <br> Rent, Class A<br>| 1764731 | 55765500 |
|  | American Tower Corp. | 2386159 | 427074738 |
|  | Americold Realty Trust, <br> Inc.<br>| 1334706 | 17204360 |
|  | Apartment Investment <br> & Management Co., <br> Class A<br>| 673473 | 3582876 |
| # | Apple Hospitality REIT, <br> Inc.<br>| 1158380 | 12962272 |
| \* | Ashford Hospitality <br> Trust, Inc.<br>| 15631 | 74560 |
|  | AvalonBay <br> Communities, Inc.<br>| 770604 | 134023448 |
|  | Bluerock Homes Trust, <br> Inc.<br>| 21940 | 215890 |
|  | Braemar Hotels & <br> Resorts, Inc.<br>| 288413 | 735453 |
| # | Brandywine Realty <br> Trust<br>| 873612 | 2996489 |
|  | Brixmor Property <br> Group, Inc.<br>| 1681502 | 43988092 |
| # | Broadstone Net Lease, <br> Inc.<br>| 933042 | 16720113 |
| # | BRT Apartments Corp. | 59313 | 872494 |
| # | BXP, Inc. | 815547 | 58058791 |
|  | Camden Property <br> Trust<br>| 550587 | 54772395 |
|  | CareTrust REIT, Inc. | 1212148 | 42000928 |
|  | CBL & Associates <br> Properties, Inc.<br>| 82151 | 2429205 |
|  | Centerspace | 86931 | 5150662 |
|  | Chatham Lodging <br> Trust<br>| 237506 | 1520038 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| REAL ESTATE — (Continued) | REAL ESTATE — (Continued) | REAL ESTATE — (Continued) | REAL ESTATE — (Continued) |
|  | City Office REIT, Inc. | 94741 | $653713 |
|  | Clipper Realty, Inc. | 76438 | 297344 |
|  | Community Healthcare <br> Trust, Inc.<br>| 142299 | 2086103 |
|  | COPT Defense <br> Properties<br>| 608683 | 17146600 |
|  | Cousins Properties, <br> Inc.<br>| 808144 | 20955174 |
|  | Crown Castle, Inc. | 2384616 | 215140055 |
| # | CTO Realty Growth, <br> Inc.<br>| 160517 | 2677424 |
|  | CubeSmart | 1211268 | 45628466 |
| # | Curbline Properties <br> Corp.<br>| 521709 | 12030610 |
|  | DiamondRock <br> Hospitality Co.<br>| 1011955 | 7913488 |
|  | Digital Realty Trust, <br> Inc.<br>| 1738629 | 296279768 |
| # | Diversified Healthcare <br> Trust<br>| 819840 | 3492518 |
|  | Douglas Emmett, Inc. | 859467 | 11121503 |
| # | Easterly Government <br> Properties, Inc.<br>| 214669 | 4641144 |
|  | EastGroup Properties, <br> Inc.<br>| 265137 | 46274361 |
|  | Elme Communities | 444565 | 7313094 |
|  | Empire State Realty <br> Trust, Inc., Class A<br>| 753446 | 5567966 |
| # | EPR Properties | 404313 | 19819423 |
|  | Equinix, Inc. | 382499 | 323597979 |
|  | Equity LifeStyle <br> Properties, Inc.<br>| 968302 | 59114837 |
|  | Equity Residential | 1939773 | 115300107 |
| # | Essential Properties <br> Realty Trust, Inc.<br>| 1062688 | 31753117 |
|  | Essex Property Trust, <br> Inc.<br>| 327249 | 82391481 |
|  | Extra Space Storage, <br> Inc.<br>| 1139576 | 152178979 |
|  | Federal Realty <br> Investment Trust<br>| 433113 | 41661139 |
|  | First Industrial Realty <br> Trust, Inc.<br>| 705403 | 38994678 |
|  | Four Corners Property <br> Trust, Inc.<br>| 561249 | 13267926 |
|  | Gaming & Leisure <br> Properties, Inc.<br>| 1537954 | 68685026 |
|  | Getty Realty Corp. | 270251 | 7412985 |
|  | Gladstone Commercial <br> Corp.<br>| 227275 | 2597753 |

---

------

**DFA Real Estate Securities Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| REAL ESTATE — (Continued) | REAL ESTATE — (Continued) | REAL ESTATE — (Continued) | REAL ESTATE — (Continued) |
| # | Global Medical REIT, <br> Inc.<br>| 63284 | $1942819 |
|  | Global Net Lease, Inc. | 1038491 | 7913301 |
|  | Global Self Storage, <br> Inc.<br>| 43975 | 217676 |
|  | Healthcare Realty <br> Trust, Inc.<br>| 1791672 | 31748428 |
|  | Healthpeak Properties, <br> Inc.<br>| 3653859 | 65586769 |
|  | Highwoods Properties, <br> Inc.<br>| 574057 | 16435252 |
|  | Host Hotels & Resorts, <br> Inc.<br>| 3722624 | 59636436 |
| \* | Hudson Pacific <br> Properties, Inc.<br>| 1892399 | 4617454 |
| # | Independence Realty <br> Trust, Inc.<br>| 1122210 | 17876805 |
|  | Industrial Logistics <br> Properties Trust<br>| 266089 | 1404950 |
| # | Innovative Industrial <br> Properties, Inc.<br>| 134681 | 6754252 |
|  | InvenTrust Properties <br> Corp.<br>| 427149 | 11703883 |
|  | Invitation Homes, Inc. | 3093342 | 87077577 |
|  | Iron Mountain, Inc. | 1593321 | 164032397 |
|  | JBG SMITH <br> Properties<br>| 327865 | 6390089 |
| # | Kilroy Realty Corp. | 575313 | 24306974 |
|  | Kimco Realty Corp. | 3609330 | 74568758 |
|  | Kite Realty Group <br> Trust<br>| 1194726 | 26451234 |
| # | Lamar Advertising Co., <br> Class A<br>| 473988 | 56210237 |
| # | Lineage, Inc. | 98646 | 3886652 |
| # | LTC Properties, Inc. | 241808 | 8482625 |
|  | LXP Industrial Trust | 1531893 | 14537665 |
|  | Macerich Co. | 1367955 | 23460428 |
| # | Medical Properties <br> Trust, Inc.<br>| 2608999 | 13488525 |
|  | Mid-America Apartment <br> Communities, Inc.<br>| 605707 | 77669809 |
|  | Modiv Industrial, Inc. | 30447 | 439046 |
|  | National Health <br> Investors, Inc.<br>| 253112 | 18859375 |
|  | National Storage <br> Affiliates Trust<br>| 387369 | 11268564 |
|  | NET Lease Office <br> Properties<br>| 74754 | 2194030 |
| # | NETSTREIT Corp. | 501910 | 9345564 |
|  | NexPoint Residential <br> Trust, Inc.<br>| 114520 | 3512328 |
| # | NNN REIT, Inc. | 1002763 | 40571791 |
| # | Omega Healthcare <br> Investors, Inc.<br>| 1545568 | 64960223 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| REAL ESTATE — (Continued) | REAL ESTATE — (Continued) | REAL ESTATE — (Continued) | REAL ESTATE — (Continued) |
|  | One Liberty Properties, <br> Inc.<br>| 89424 | $1796528 |
|  | Orion Properties, Inc. | 158580 | 391693 |
| # | Outfront Media, Inc. | 729263 | 12900662 |
| \* | Paramount Group, Inc. | 707851 | 4629346 |
| # | Park Hotels & Resorts, <br> Inc.<br>| 970431 | 9985735 |
|  | Peakstone Realty <br> Trust<br>| 63119 | 852738 |
| # | Pebblebrook Hotel <br> Trust<br>| 569102 | 5952807 |
|  | Phillips Edison & Co., <br> Inc.<br>| 602820 | 20399429 |
|  | Piedmont Realty Trust, <br> Inc.<br>| 648235 | 5224774 |
|  | Plymouth Industrial <br> REIT, Inc.<br>| 213958 | 4707076 |
|  | Postal Realty Trust, <br> Inc., Class A<br>| 120232 | 1780636 |
|  | Prologis, Inc. | 3942805 | 489262672 |
|  | Public Storage | 858152 | 239046821 |
| # | Realty Income Corp. | 5002620 | 290051908 |
|  | Regency Centers <br> Corp.<br>| 916148 | 63168405 |
| # | Rexford Industrial <br> Realty, Inc.<br>| 1164558 | 48119537 |
| # | RLJ Lodging Trust | 725518 | 4933522 |
|  | Ryman Hospitality <br> Properties, Inc.<br>| 315407 | 27412022 |
|  | Sabra Health Care <br> REIT, Inc.<br>| 1260817 | 22467759 |
|  | Saul Centers, Inc. | 71999 | 2131890 |
|  | SBA Communications <br> Corp.<br>| 584474 | 111915081 |
|  | Service Properties <br> Trust<br>| 813326 | 1740518 |
|  | Sila Realty Trust, Inc. | 254712 | 6036674 |
|  | Simon Property Group, <br> Inc.<br>| 1702174 | 299174102 |
| # | SITE Centers Corp. | 236537 | 1733816 |
| # | SL Green Realty Corp. | 369652 | 18981630 |
| # | STAG Industrial, Inc. | 984178 | 37664492 |
|  | Strawberry Fields <br> REIT, Inc.<br>| 5402 | 62825 |
|  | Summit Hotel <br> Properties, Inc.<br>| 539478 | 2772917 |
|  | Sun Communities, Inc. | 677784 | 85807454 |
|  | Sunstone Hotel <br> Investors, Inc.<br>| 881615 | 7802293 |
| # | Tanger, Inc. | 601153 | 19573542 |
|  | Terreno Realty Corp. | 548713 | 31347974 |
|  | UDR, Inc. | 1672033 | 56330792 |
|  | UMH Properties, Inc. | 415980 | 6048349 |

---

------

**DFA Real Estate Securities Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| REAL ESTATE — (Continued) | REAL ESTATE — (Continued) | REAL ESTATE — (Continued) | REAL ESTATE — (Continued) |
|  | Universal Health <br> Realty Income Trust<br>| 70810 | $2706358 |
| # | Urban Edge <br> Properties<br>| 668172 | 12848948 |
|  | Ventas, Inc. | 2469700 | 182239163 |
|  | Veris Residential, Inc. | 431013 | 6189347 |
|  | VICI Properties, Inc. | 5821966 | 174600760 |
|  | Vornado Realty Trust | 818491 | 31053549 |
|  | Welltower, Inc. | 2679575 | 485110258 |
|  | Whitestone REIT | 219841 | 2756806 |
|  | WP Carey, Inc. | 1200548 | 79236168 |
|  | Xenia Hotels & <br> Resorts, Inc.<br>| 495179 | 6090702 |
| TOTAL REAL ESTATE | TOTAL REAL ESTATE |  | 6569894688 |
| TOTAL COMMON <br> STOCKS <br>Cost ($4170173158) | TOTAL COMMON <br> STOCKS <br>Cost ($4170173158) |  | 6571857747 |

---

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

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| TEMPORARY CASH INVESTMENTS — (1.2%) | TEMPORARY CASH INVESTMENTS — (1.2%) | TEMPORARY CASH INVESTMENTS — (1.2%) | TEMPORARY CASH INVESTMENTS — (1.2%) |
| Ɏ | State Street <br> Institutional <br> U.S. Government <br> Money Market Fund <br> 4.010%<br>| 79568192 | $79568192 |
| SECURITIES LENDING COLLATERAL — (4.4%) | SECURITIES LENDING COLLATERAL — (4.4%) | SECURITIES LENDING COLLATERAL — (4.4%) | SECURITIES LENDING COLLATERAL — (4.4%) |
| @§ | The DFA Short Term <br> Investment Fund <br>| 26719633 | 309065992 |
| TOTAL INVESTMENTS — (100.0%) | TOTAL INVESTMENTS — (100.0%) | TOTAL INVESTMENTS — (100.0%) |  |
| (Cost $4,558,807,342) | (Cost $4,558,807,342) |  | $6960491931 |

---

As of October 31, 2025, DFA Real Estate Securities Portfolio had entered into the following outstanding futures contracts:

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Description** | **Number of**<br> **Contracts**<br>| **Expiration**<br> **Date**<br>| **Notional**<br> **Value**<br>| **Market**<br> **Value**<br>| **Unrealized**<br> **Appreciation**<br> **(Depreciation)**<br>|
| **Long Position Contracts:** |  |  |  |  |  |
| S&P 500<sup>®</sup> Emini Index | &nbsp;&nbsp; 172 | 12/19/25 | &nbsp;&nbsp; $57441040 | &nbsp;&nbsp; $59116400 | &nbsp;&nbsp; $1675360 |
| **Total Futures Contracts** |  |  | &nbsp;&nbsp; **$57441040** | &nbsp;&nbsp; **$59116400** | &nbsp;&nbsp; **$1675360** |

---

Summary of the Portfolio's investments as of October 31, 2025, 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 |  |  |  |  |
| Communication Services | &nbsp;&nbsp; $1963059 | &nbsp;&nbsp; — | &nbsp;&nbsp; — | &nbsp;&nbsp; $1963059 |
| Real Estate | &nbsp;&nbsp; 6569894688 | &nbsp;&nbsp; — | &nbsp;&nbsp; — | &nbsp;&nbsp; 6569894688 |
| Temporary Cash Investments | &nbsp;&nbsp; 79568192 | &nbsp;&nbsp; — | &nbsp;&nbsp; — | &nbsp;&nbsp; 79568192 |
| Securities Lending Collateral | &nbsp;&nbsp; — | &nbsp;&nbsp; $309065992 | &nbsp;&nbsp; — | &nbsp;&nbsp; 309065992 |
| Total Investments in Securities | &nbsp;&nbsp; $6651425939 | &nbsp;&nbsp; $309065992 | &nbsp;&nbsp; — | &nbsp;&nbsp; $6960491931 |
| **Financial Instruments** | **Financial Instruments** |  |  |  |
| **Assets** |  |  |  |  |
| Futures Contracts\*\* | &nbsp;&nbsp; 1675360 | &nbsp;&nbsp; — | &nbsp;&nbsp; — | &nbsp;&nbsp; 1675360 |
| Total Financial Instruments | &nbsp;&nbsp; $1675360 | &nbsp;&nbsp; — | &nbsp;&nbsp; — | &nbsp;&nbsp; $1675360 |
| \*\* Valued at the unrealized appreciation/(depreciation) on the investment. | \*\* Valued at the unrealized appreciation/(depreciation) on the investment. | \*\* Valued at the unrealized appreciation/(depreciation) on the investment. | \*\* Valued at the unrealized appreciation/(depreciation) on the investment. | \*\* Valued at the unrealized appreciation/(depreciation) on the investment. |

---

See accompanying Notes to Financial Statements.

------

**DFA INVESTMENT DIMENSIONS GROUP INC.**

**STATEMENTS OF ASSETS AND LIABILITIES**

**October 31, 2025**

**(Amounts in thousands, except share and per share amounts)**

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

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | **Enhanced U.S.**<br> **Large**<br> **Company**<br> **Portfolio\***<br>| **U.S. Large Cap**<br> **Equity**<br> **Portfolio\***<br>| **U.S. Large Cap**<br> **Value Portfolio**<br>| **U.S. Targeted**<br> **Value Portfolio\***<br>|
| **ASSETS:** |  |  |  |  |
| Investments in Affiliated Investment Companies at Value |  |  | $24063844 |  |
| Investment Securities at Value (including $1,514, $14,130, $0 and $672,748 of <br> securities on loan, respectively)<br>| $231766 | $2429106 |  | $13187357 |
| Temporary Cash Investments at Value & Cost |  | 7385 |  | 133923 |
| Collateral from Securities on Loan Invested in Affiliate at Value (including cost of <br> $1,538, $14,427, $0 and $525,267, respectively)<br>| 1538 | 14427 |  | 525267 |
| Segregated Cash for Futures Contracts |  |  |  | 7687 |
| Foreign Currencies at Value | 30 |  |  |  |
| Cash  | 1367 |  |  |  |
| Receivables: |  |  |  |  |
| Investment Securities Sold |  |  |  | 9246 |
| Dividends and Interest | 1428 | 1150 |  | 6766 |
| Securities Lending Income | 1 | 2 |  | 101 |
| Fund Shares Sold | 10 | 823 | 6955 | 6647 |
| Futures Variation Margin | 634 |  |  | 909 |
| Unrealized Gain on Forward Currency Contracts | 637 |  |  |  |
| Prepaid Expenses and Other Assets  | 7 | 15 | 40 | 47 |
| Total Assets | 237418 | 2452908 | 24070839 | 13877950 |
| **LIABILITIES:** |  |  |  |  |
| Payables: |  |  |  |  |
| Due to Custodian |  |  |  | 20 |
| Upon Return of Securities Loaned | 1538 | 14425 |  | 525154 |
| Investment Securities Purchased |  |  |  | 20593 |
| Fund Shares Redeemed | 22 | 887 | 9820 | 13181 |
| Due to Advisor | 31 | 204 | 1845 | 3047 |
| Unrealized Loss on Forward Currency Contracts | 72 |  |  |  |
| Accrued Expenses and Other Liabilities | 23 | 92 | 1022 | 526 |
| Total Liabilities | 1686 | 15608 | 12687 | 562521 |
| **COMMITMENTS AND CONTINGENT LIABILITIES (NOTE C)** |  |  |  |  |
| **NET ASSETS** | $235732 | $2437300 | $24058152 | $13315429 |
| **NET ASSET VALUE, OFFERING AND REDEMPTION PRICE PER SHARE:**  |  |  |  |  |
| Institutional Class Shares — based on shares outstanding of 13,793,790, <br> 65,489,082, 444,904,353 and 376,956,167, respectively, $0.01 Par Value (1)<br>| **$17.09** | **$37.22** | **$54.07** | **$35.32** |
| (1) NUMBER OF SHARES AUTHORIZED | 1000000000 | 1000000000 | 4000000000 | 1500000000 |
| Investment Securities at Cost | $231592 | $1092829 | N/A | $10389991 |
| Foreign Currencies at Cost | $30 | $— | $— | $— |
| **NET ASSETS CONSIST OF:** |  |  |  |  |
| Paid-In Capital | $205400 | $1132618 | $16969344 | $10697535 |
| Total Distributable Earnings (Loss) | 30332 | 1304682 | 7088808 | 2617894 |
| **NET ASSETS** | $235732 | $2437300 | $24058152 | $13315429 |

---

------

\*

See Note J in the Notes to Financial Statements for additional information about securities lending collateral.

See accompanying Notes to Financial Statements.

------

**DFA INVESTMENT DIMENSIONS GROUP INC.**

**STATEMENTS OF ASSETS AND LIABILITIES**

**October 31, 2025**

**(Amounts in thousands, except share and per share amounts)**

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

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | **U.S. Small Cap**<br> **Value Portfolio\***<br>| **U.S. Core**<br> **Equity 1**<br> **Portfolio\***<br>| **U.S. Core**<br> **Equity 2**<br> **Portfolio\***<br>| **U.S. Vector**<br> **Equity**<br> **Portfolio\***<br>|
| **ASSETS:** |  |  |  |  |
| Investment Securities at Value (including $859,380, <br> $1,110,328, $1,546,334 and $85,398 of securities on <br> loan, respectively)<br>| $15810495 | $37647133 | $35415036 | $4891731 |
| Temporary Cash Investments at Value & Cost | 163200 | 301656 | 316106 | 45036 |
| Collateral from Securities on Loan Invested in Affiliate at <br> Value (including cost of $681,677, $943,286, $609,856 <br> and $87,172, respectively)<br>| 681677 | 943286 | 609856 | 87172 |
| Segregated Cash for Futures Contracts | 9476 | 17461 | 19079 | 2449 |
| Cash  |  | 4 | 1073 | 400 |
| Receivables: |  |  |  |  |
| Investment Securities Sold | 4385 | 910 | 1141 | 2456 |
| Dividends and Interest | 5971 | 19900 | 18206 | 2656 |
| Securities Lending Income | 118 | 123 | 221 | 16 |
| Fund Shares Sold | 4421 | 6211 | 6640 | 1226 |
| Futures Variation Margin | 414 | 762 | 833 |  |
| Prepaid Expenses and Other Assets  | 51 | 132 | 118 | 31 |
| Total Assets | 16680208 | 38937578 | 36388309 | 5033173 |
| **LIABILITIES:** |  |  |  |  |
| Payables: |  |  |  |  |
| Due to Custodian | 8 |  |  |  |
| Upon Return of Securities Loaned | 681649 | 943132 | 609710 | 87292 |
| Investment Securities Purchased | 8015 |  |  |  |
| Fund Shares Redeemed | 9650 | 16296 | 18840 | 2181 |
| Due to Advisor | 3851 | 3838 | 4419 | 844 |
| Futures Variation Margin |  |  |  | 235 |
| Accrued Expenses and Other Liabilities | 899 | 1539 | 1231 | 290 |
| Total Liabilities | 704072 | 964805 | 634200 | 90842 |
| **COMMITMENTS AND CONTINGENT LIABILITIES** <br> **(NOTE C)**<br>|  |  |  |  |
| **NET ASSETS** | $15976136 | $37972773 | $35754109 | $4942331 |
| **NET ASSET VALUE, OFFERING AND REDEMPTION** <br> **PRICE PER SHARE:** <br>|  |  |  |  |
| Institutional Class Shares — based on shares outstanding <br> of 323,892,459, 774,048,130, 819,145,658 and <br> 164,383,197, respectively, $0.01 Par Value (1)<br>| **$49.33** | **$49.06** | **$43.65** | **$30.07** |
| (1) NUMBER OF SHARES AUTHORIZED | 3400000000 | 3000000000 | 4600000000 | 2000000000 |
| Investment Securities at Cost | $12819266 | $10808708 | $12858860 | $3053608 |
| **NET ASSETS CONSIST OF:** |  |  |  |  |
| Paid-In Capital | $13080396 | $11285129 | $13183385 | $3160348 |
| Total Distributable Earnings (Loss) | 2895740 | 26687644 | 22570724 | 1781983 |
| **NET ASSETS** | $15976136 | $37972773 | $35754109 | $4942331 |

---

------

\*

See Note J in the Notes to Financial Statements for additional information about securities lending collateral.

See accompanying Notes to Financial Statements.

------

**DFA INVESTMENT DIMENSIONS GROUP INC.**

**STATEMENTS OF ASSETS AND LIABILITIES**

**October 31, 2025**

**(Amounts in thousands, except share and per share amounts)**

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

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | **U.S. Small Cap**<br> **Portfolio\***<br>| **U.S. Micro Cap**<br> **Portfolio\***<br>| **U.S. High**<br> **Relative**<br> **Profitability**<br> **Portfolio\***<br>| **DFA Real**<br> **Estate**<br> **Securities**<br> **Portfolio\***<br>|
| **ASSETS:** |  |  |  |  |
| Investment Securities at Value (including $1,691,818, <br> $539,934, $65,137 and $304,054 of securities on loan, <br> respectively)<br>| $16559079 | $6534612 | $5498144 | $6571858 |
| Temporary Cash Investments at Value & Cost | 175032 | 69564 | 51236 | 79568 |
| Collateral from Securities on Loan Invested in Affiliate at <br> Value (including cost of $1,479,855, $542,961, $66,476 <br> and $309,066, respectively)<br>| 1479863 | 542961 | 66476 | 309066 |
| Segregated Cash for Futures Contracts | 10476 | 3620 | 2491 | 3662 |
| Cash  | 4194 | 5121 |  |  |
| Receivables: |  |  |  |  |
| Investment Securities Sold | 52 | 43 |  | 543 |
| Dividends and Interest | 5035 | 1371 | 3496 | 3426 |
| Securities Lending Income | 290 | 128 | 8 | 29 |
| Fund Shares Sold | 20901 | 1586 | 1595 | 3567 |
| Futures Variation Margin | 457 | 158 | 109 | 160 |
| Prepaid Expenses and Other Assets  | 51 | 20 | 31 | 26 |
| Total Assets | 18255430 | 7159184 | 5623586 | 6971905 |
| **LIABILITIES:** |  |  |  |  |
| Payables: |  |  |  |  |
| Upon Return of Securities Loaned | 1480510 | 543117 | 66461 | 309061 |
| Investment Securities Purchased | 14641 | 1909 |  | 2980 |
| Fund Shares Redeemed | 7243 | 4811 | 3117 | 7717 |
| Due to Advisor | 3532 | 2165 | 812 | 774 |
| Accrued Expenses and Other Liabilities | 636 | 407 | 244 | 417 |
| Total Liabilities | 1506562 | 552409 | 70634 | 320949 |
| **COMMITMENTS AND CONTINGENT LIABILITIES (NOTE** <br> **C)**<br>|  |  |  |  |
| **NET ASSETS** | $16748868 | $6606775 | $5552952 | $6650956 |
| **NET ASSET VALUE, OFFERING AND REDEMPTION** <br> **PRICE PER SHARE:** <br>|  |  |  |  |
| Institutional Class Shares — based on shares outstanding <br> of 328,435,339, 216,590,768, 203,026,368 and <br> 164,494,047, respectively, $0.01 Par Value (1)<br>| **$51.00** | **$30.50** | **$27.35** | **$40.43** |
| (1) NUMBER OF SHARES AUTHORIZED | 2000000000 | 3000000000 | 500000000 | 1700000000 |
| Investment Securities at Cost | $10718167 | $4342533 | $3339969 | $4170173 |
| **NET ASSETS CONSIST OF:** |  |  |  |  |
| Paid-In Capital | $11013434 | $4435995 | $3491527 | $4234656 |
| Total Distributable Earnings (Loss) | 5735434 | 2170780 | 2061425 | 2416300 |
| **NET ASSETS** | $16748868 | $6606775 | $5552952 | $6650956 |

---

------

\*

See Note J in the Notes to Financial Statements for additional information about securities lending collateral.

See accompanying Notes to Financial Statements.

------

**DFA INVESTMENT DIMENSIONS GROUP INC.**

**STATEMENTS OF OPERATIONS**

**FOR THE YEAR ENDED OCTOBER 31, 2025**

**(Amounts in thousands)**

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

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | **Enhanced U.S.**<br> **Large**<br> **Company**<br> **Portfolio**<br>| **U.S. Large Cap**<br> **Equity**<br> **Portfolio**<br>| **U.S. Large Cap**<br> **Value Portfolio\***<br>| **U.S. Targeted**<br> **Value Portfolio**<br>|
| **Investment Income** |  |  |  |  |
| Net Investment Income Allocated from Affiliated Investment Companies |  |  |  |  |
| Dividends (Net of Foreign Taxes Withheld of $0, $0, $97 and $0, respectively) |  |  | $549926 |  |
| Income from Securities Lending, Net |  |  | 469 |  |
| Expenses Allocated from Affiliated Investment Companies |  |  | (25887)<br>|  |
| Total Net Investment Income Allocated from Affiliated Investment Companies |  |  | 524508 |  |
| **Fund Investment Income** |  |  |  |  |
| Dividends (Net of Foreign Taxes Withheld of $0, $11, $0 and $407, respectively) |  | $27880 |  | $256105 |
| Dividend Income from Affiliates | $39 | 498 |  | 22470 |
| Interest | 10325 |  |  |  |
| Income from Securities Lending, Net | 3 | 23 |  | 1254 |
| Total Fund Investment Income | 10367 | 28401 |  | 279829 |
| **Fund Expenses** |  |  |  |  |
| Investment Management Fees | 275 | 2131 | 45628 | 35616 |
| Accounting & Transfer Agent Fees | 52 | 381 | 3502 | 1390 |
| S&P 500<sup>®</sup> Fees | 6 |  |  |  |
| Custodian Fees | 8 | 33 | 1 | 204 |
| Filing Fees | 20 | 26 | 110 | 95 |
| Shareholders' Reports | 19 | 32 | 274 | 381 |
| Directors'/Trustees' Fees & Expenses | 2 | 17 | 162 | 104 |
| Professional Fees | 3 | 29 | 163 | 180 |
| Previously Waived Fees Recovered by Advisor (Note C) | 9 |  |  | 39 |
| Other | 9 | 162 | 1871 | 1286 |
| Total Fund Expenses | 403 | 2811 | 51711 | 39295 |
| Fees Waived, Expenses Reimbursed by Advisor (Note C) | 59 |  | 24042 | 1041 |
| Net Expenses | 344 | 2811 | 27669 | 38254 |
| **Net Investment Income (Loss)** | 10023 | 25590 | 496839 | 241575 |
| **Realized and Unrealized Gain (Loss)** |  |  |  |  |
| Net Realized Gain (Loss) on: |  |  |  |  |
| Investment Securities Sold | (290)<br>| (28744)<br>|  | 18210 |
| Affiliated Investment Companies Shares Sold |  | 2 |  | 143 |
| Transactions Allocated from Affiliated Investment Company |  |  | (412429)<br>|  |
| Futures | 28623 | (1021)<br>|  | 18316 |
| Foreign Currency Transactions | (74)<br>|  |  |  |
| Forward Currency Contracts | 653 |  |  |  |
| In-Kind Redemptions |  | 126984 | 3562961 | 1776910 |
| Change in Unrealized Appreciation (Depreciation) of: |  |  |  |  |
| Investment Securities and Foreign Currency | 401 | 253993 |  | (1170983)<br>|
| Affiliated Investment Companies Shares |  |  |  | (4)<br>|
| Transactions Allocated from Affiliated Investment Company |  |  | (1437219)<br>|  |
| Futures | 2759 |  |  | 3608 |
| Forward Currency Contracts. | 64 |  |  |  |
| **Net Realized and Unrealized Gain (Loss)** | 32136 | 351214 | 1713313 | 646200 |
| **Net Increase (Decrease) in Net Assets Resulting from Operations** | $42159 | $376804 | $2210152 | $887775 |

---

------

\*

Investment Income and Realized and Unrealized Gain (Loss) were allocated from the Portfolio's Master Fund (Affiliated Investment Company).

See accompanying Notes to Financial Statements.

------

**DFA INVESTMENT DIMENSIONS GROUP INC.**

**STATEMENTS OF OPERATIONS**

**FOR THE YEAR ENDED OCTOBER 31, 2025**

**(Amounts in thousands)**

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

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | **U.S. Small Cap**<br> **Value Portfolio**<br>| **U.S. Core**<br> **Equity 1**<br> **Portfolio**<br>| **U.S. Core**<br> **Equity 2**<br> **Portfolio**<br>| **U.S. Vector**<br> **Equity**<br> **Portfolio**<br>|
| **Investment Income** |  |  |  |  |
| Dividends (Net of Foreign Taxes Withheld of $338, $187, $226 and <br> $62, respectively)<br>| $308834 | $471693 | $455647 | $75196 |
| Dividend Income from Affiliates | 25150 | 30617 | 27172 | 2833 |
| Income from Securities Lending, Net | 1267 | 1372 | 2087 | 240 |
| Total Investment Income | 335251 | 503682 | 484906 | 78269 |
| **Expenses** |  |  |  |  |
| Investment Management Fees | 44487 | 42736 | 53948 | 10441 |
| Accounting & Transfer Agent Fees | 2550 | 6615 | 5697 | 927 |
| Custodian Fees | 227 | 352 | 281 | 62 |
| Filing Fees | 129 | 227 | 207 | 52 |
| Shareholders' Reports | 363 | 312 | 297 | 99 |
| Directors'/Trustees' Fees & Expenses | 127 | 281 | 263 | 38 |
| Professional Fees | 217 | 489 | 458 | 65 |
| Previously Waived Fees Recovered by Advisor (Note C) |  |  | 24 |  |
| Other | 1444 | 3064 | 2387 | 525 |
| Total Expenses | 49544 | 54076 | 63562 | 12209 |
| Fees Waived, Expenses Reimbursed by Advisor (Note C) |  |  | 2870 |  |
| Net Expenses | 49544 | 54076 | 60692 | 12209 |
| **Net Investment Income (Loss)** | 285707 | 449606 | 424214 | 66060 |
| **Realized and Unrealized Gain (Loss)** |  |  |  |  |
| Net Realized Gain (Loss) on: |  |  |  |  |
| Investment Securities Sold | (132898)<br>| (1482)<br>| (42204)<br>| (9609)<br>|
| Affiliated Investment Companies Shares Sold | 135 | 196 | 184 | 16 |
| Futures | 30117 | 38615 | 37772 | 5737 |
| In-Kind Redemptions | 1820524 | 1896245 | 2989430 | 688869 |
| Change in Unrealized Appreciation (Depreciation) of: |  |  |  |  |
| Investment Securities and Foreign Currency | (1218187)<br>| 3267264 | 1796992 | (160949)<br>|
| Affiliated Investment Companies Shares | (12)<br>| (15)<br>| (25)<br>| (1)<br>|
| Futures | 9119 | 6626 | 17273 | 1569 |
| **Net Realized and Unrealized Gain (Loss)** | 508798 | 5207449 | 4799422 | 525632 |
| **Net Increase (Decrease) in Net Assets Resulting from Operations** | $794505 | $5657055 | $5223636 | $591692 |

---

See accompanying Notes to Financial Statements.

------

**DFA INVESTMENT DIMENSIONS GROUP INC.**

**STATEMENTS OF OPERATIONS**

**FOR THE YEAR ENDED OCTOBER 31, 2025**

**(Amounts in thousands)**

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

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | **U.S. Small Cap**<br> **Portfolio**<br>| **U.S. Micro Cap**<br> **Portfolio**<br>| **U.S. High**<br> **Relative**<br> **Profitability**<br> **Portfolio**<br>| **DFA Real**<br> **Estate**<br> **Securities**<br> **Portfolio**<br>|
| **Investment Income** |  |  |  |  |
| Dividends (Net of Foreign Taxes Withheld of $302, $199, $44 and <br> $0, respectively)<br>| $197135 | $87122 | $75184 | $224320 |
| Dividend Income from Affiliates | 37745 | 13821 | 1254 | 4185 |
| Income from Securities Lending, Net | 2473 | 1278 | 49 | 307 |
| Total Investment Income | 237353 | 102221 | 76487 | 228812 |
| **Fund Expenses** |  |  |  |  |
| Investment Management Fees | 40680 | 26027 | 10131 | 11905 |
| Accounting & Transfer Agent Fees | 2118 | 1141 | 1080 | 1207 |
| Custodian Fees | 205 | 131 | 56 | 80 |
| Filing Fees | 133 | 72 | 69 | 60 |
| Shareholders' Reports | 526 | 139 | 135 | 268 |
| Directors'/Trustees' Fees & Expenses | 128 | 55 | 42 | 55 |
| Professional Fees | 223 | 95 | 73 | 99 |
| Previously Waived Fees Recovered by Advisor (Note C) | 22 |  | 36 |  |
| Other | 1133 | 1173 | 408 | 724 |
| Total Fund Expenses | 45168 | 28833 | 12030 | 14398 |
| Fees Waived, Expenses Reimbursed by Advisor (Note C) | 1234 |  | 314 | 1794 |
| Net Expenses | 43934 | 28833 | 11716 | 12604 |
| **Net Investment Income (Loss)** | 193419 | 73388 | 64771 | 216208 |
| **Realized and Unrealized Gain (Loss)** |  |  |  |  |
| Net Realized Gain (Loss) on: |  |  |  |  |
| Investment Securities Sold | (67543)<br>| (12074)<br>| (72605)<br>| (19387)<br>|
| Affiliated Investment Companies Shares Sold | 154 | 65 | 15 | 5 |
| Futures | 9176 | 5414 | 5974 | 10862 |
| In-Kind Redemptions | 1625258 | 1799330 | 485361 | 476197 |
| Change in Unrealized Appreciation (Depreciation) of: |  |  |  |  |
| Investment Securities and Foreign Currency | (611577)<br>| (1290590)<br>| 225210 | (912935)<br>|
| Affiliated Investment Companies Shares | (12)<br>| (8)<br>|  | (1)<br>|
| Futures | 8362 | 2982 | 664 | 945 |
| **Net Realized and Unrealized Gain (Loss)** | 963818 | 505119 | 644619 | (444314)<br>|
| **Net Increase (Decrease) in Net Assets Resulting from Operations** | $1157237 | $578507 | $709390 | $(228106)<br>|

---

See accompanying Notes to Financial Statements.

------

**DFA INVESTMENT DIMENSIONS GROUP INC.**

**STATEMENTS OF CHANGES IN NET ASSETS**

**(Amounts in thousands)**

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

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
|  | **Enhanced U.S. Large**<br> **Company Portfolio** | **Enhanced U.S. Large**<br> **Company Portfolio** | **U.S. Large Cap Equity**<br> **Portfolio** | **U.S. Large Cap Equity**<br> **Portfolio** | **U.S. Large Cap Value**<br> **Portfolio#** | **U.S. Large Cap Value**<br> **Portfolio#** |
|  | **Year**<br> **Ended**<br> **Oct 31,**<br> **2025**<br>| **Year**<br> **Ended**<br> **Oct 31,**<br> **2024**<br>| **Year**<br> **Ended**<br> **Oct 31,**<br> **2025**<br>| **Year**<br> **Ended**<br> **Oct 31,**<br> **2024**<br>| **Year**<br> **Ended**<br> **Oct 31,**<br> **2025**<br>| **Year**<br> **Ended**<br> **Oct 31,**<br> **2024**<br>|
| **Increase (Decrease) in Net Assets** |  |  |  |  |  |  |
| Operations: |  |  |  |  |  |  |
| Net Investment Income (Loss) | $10023 | $8844 | &nbsp;&nbsp; $25590 | $24190 | &nbsp;&nbsp; $496839 | $510840 |
| Net Realized Gain (Loss) on: |  |  |  |  |  |  |
| Investment Securities Sold | (290)<br>| (1483)<br>| &nbsp;&nbsp; (28744)<br>| 13344 | &nbsp;&nbsp; — |  |
| Affiliated Investment Companies Shares Sold |  |  | &nbsp;&nbsp; 2 |  | &nbsp;&nbsp; — |  |
| Transactions Allocated from Affiliated Investment Company |  |  | &nbsp;&nbsp; — |  | &nbsp;&nbsp; (412429)<br>| (186494)<br>|
| Futures | 28623 | 33292 | &nbsp;&nbsp; (1021)<br>| 1408 | &nbsp;&nbsp; — |  |
| Foreign Currency Transactions | (74)<br>| (33)<br>| &nbsp;&nbsp; — |  | &nbsp;&nbsp; — |  |
| Forward Currency Contracts | 653 | (1317)<br>| &nbsp;&nbsp; — |  | &nbsp;&nbsp; — |  |
| In-Kind Redemptions |  |  | &nbsp;&nbsp; 126984 | 238002 | &nbsp;&nbsp; 3562961 | 3600500 |
| Change in Unrealized Appreciation (Depreciation) of: |  |  |  |  |  |  |
| Investment Securities and Foreign Currency | 401 | 6242 | &nbsp;&nbsp; 253993 | 284897 | &nbsp;&nbsp; — |  |
| Transactions Allocated from Affiliated Investment Company |  |  | &nbsp;&nbsp; — |  | &nbsp;&nbsp; (1437219)<br>| 2264514 |
| Futures | 2759 | 24910 | &nbsp;&nbsp; — |  | &nbsp;&nbsp; — |  |
| Translation of Foreign Currency-Denominated Amounts |  | 2 | &nbsp;&nbsp; — |  | &nbsp;&nbsp; — |  |
| Forward Currency Contracts | 64 | 353 | &nbsp;&nbsp; — |  | &nbsp;&nbsp; — |  |
| Net Increase (Decrease) in Net Assets Resulting from <br> Operations<br>| 42159 | 70810 | &nbsp;&nbsp; 376804 | 561841 | &nbsp;&nbsp; 2210152 | 6189360 |
| Distributions: |  |  |  |  |  |  |
| Institutional Class Shares | (10619)<br>| (8395)<br>| &nbsp;&nbsp; (23490)<br>| (82795)<br>| &nbsp;&nbsp; (455315)<br>| (848790)<br>|
| Capital Share Transactions (1): |  |  |  |  |  |  |
| Shares Issued | 37417 | 18298 | &nbsp;&nbsp; 684817 | 483131 | &nbsp;&nbsp; 9158561 | 8505885 |
| Shares Issued in Lieu of Cash Distributions | 10574 | 8361 | &nbsp;&nbsp; 20633 | 72085 | &nbsp;&nbsp; 413881 | 768054 |
| Shares Redeemed | (62310)<br>| (66935)<br>| &nbsp;&nbsp; (490892)<br>| (711775)<br>| &nbsp;&nbsp; (11809721)<br>| (11236111)<br>|
| Net Increase (Decrease) from Capital Share Transactions | (14319)<br>| (40276)<br>| &nbsp;&nbsp; 214558 | (156559)<br>| &nbsp;&nbsp; (2237279)<br>| (1962172)<br>|
| Total Increase (Decrease) in Net Assets | 17221 | 22139 | &nbsp;&nbsp; 567872 | 322487 | &nbsp;&nbsp; (482442)<br>| 3378398 |
| **Net Assets** |  |  |  |  |  |  |
| Beginning of Year | 218511 | 196372 | &nbsp;&nbsp; 1869428 | 1546941 | &nbsp;&nbsp; 24540594 | 21162196 |
| End of Year | $235732 | $218511 | &nbsp;&nbsp; $2437300 | $1869428 | &nbsp;&nbsp; $24058152 | $24540594 |
| **(1) Shares Issued and Redeemed:** |  |  |  |  |  |  |
| Shares Issued | 2426 | 1402 | &nbsp;&nbsp; 20741 | 16697 | &nbsp;&nbsp; 178353 | 180496 |
| Shares Issued in Lieu of Cash Distributions | 678 | 632 | &nbsp;&nbsp; 615 | 2701 | &nbsp;&nbsp; 8070 | 16856 |
| Shares Redeemed  | (4115)<br>| (4986)<br>| &nbsp;&nbsp; (14954)<br>| (24695)<br>| &nbsp;&nbsp; (229171)<br>| (237996)<br>|
| Net Increase (Decrease) from Shares Issued and <br> Redeemed<br>| (1011)<br>| (2952)<br>| &nbsp;&nbsp; 6402 | (5297)<br>| &nbsp;&nbsp; (42748)<br>| (40644)<br>|

---

------

#

Investment Income and Realized and Unrealized Gain (Loss) were allocated from the Portfolio's Master Fund (Affiliated Investment Company).

See accompanying Notes to Financial Statements.

------

**DFA INVESTMENT DIMENSIONS GROUP INC.**

**STATEMENTS OF CHANGES IN NET ASSETS**

**(Amounts in thousands)**

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

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
|  | **U.S. Targeted Value**<br> **Portfolio** | **U.S. Targeted Value**<br> **Portfolio** | **U.S. Small Cap Value**<br> **Portfolio** | **U.S. Small Cap Value**<br> **Portfolio** | **U.S. Core Equity 1**<br> **Portfolio** | **U.S. Core Equity 1**<br> **Portfolio** |
|  | **Year**<br> **Ended**<br> **Oct 31,**<br> **2025**<br>| **Year**<br> **Ended**<br> **Oct 31,**<br> **2024**<br>| **Year**<br> **Ended**<br> **Oct 31,**<br> **2025**<br>| **Year**<br> **Ended**<br> **Oct 31,**<br> **2024**<br>| **Year**<br> **Ended**<br> **Oct 31,**<br> **2025**<br>| **Year**<br> **Ended**<br> **Oct 31,**<br> **2024**<br>|
| **Increase (Decrease) in Net Assets** |  |  |  |  |  |  |
| Operations: |  |  |  |  |  |  |
| Net Investment Income (Loss) | $241575 | $206602 | &nbsp;&nbsp; $285707 | $253063 | &nbsp;&nbsp; $449606 | $467048 |
| Net Realized Gain (Loss) on: |  |  |  |  |  |  |
| Investment Securities Sold | 18210 | (230363)<br>| &nbsp;&nbsp; (132898)<br>| 291512 | &nbsp;&nbsp; (1482)<br>| (285838)<br>|
| Affiliated Investment Companies <br> Shares Sold<br>| 143 | (142)<br>| &nbsp;&nbsp; 135 | (51)<br>| &nbsp;&nbsp; 196 | (95)<br>|
| Futures | 18316 | 32428 | &nbsp;&nbsp; 30117 | 61566 | &nbsp;&nbsp; 38615 | 67616 |
| In-Kind Redemptions | 1776910 | 1782533 | &nbsp;&nbsp; 1820524 | 2286894 | &nbsp;&nbsp; 1896245 | 2094277 |
| Change in Unrealized Appreciation <br> (Depreciation) of:<br>|  |  |  |  |  |  |
| Investment Securities and Foreign <br> Currency<br>| (1170983)<br>| 1338862 | &nbsp;&nbsp; (1218187)<br>| 959668 | &nbsp;&nbsp; 3267264 | 7630229 |
| Affiliated Investment Companies <br> Shares<br>| (4)<br>| 20 | &nbsp;&nbsp; (12)<br>| 21 | &nbsp;&nbsp; (15)<br>| 15 |
| Futures | 3608 | (1687)<br>| &nbsp;&nbsp; 9119 | (5748)<br>| &nbsp;&nbsp; 6626 | 8645 |
| Net Increase (Decrease) in Net <br> Assets Resulting from <br> Operations<br>| 887775 | 3128253 | &nbsp;&nbsp; 794505 | 3846925 | &nbsp;&nbsp; 5657055 | 9981897 |
| Distributions: |  |  |  |  |  |  |
| Institutional Class Shares | (233082)<br>| (302149)<br>| &nbsp;&nbsp; (275112)<br>| (561728)<br>| &nbsp;&nbsp; (414173)<br>| (452135)<br>|
| Capital Share Transactions (1): |  |  |  |  |  |  |
| Shares Issued | 4924858 | 4907475 | &nbsp;&nbsp; 5325138 | 5933924 | &nbsp;&nbsp; 4757902 | 4892387 |
| Shares Issued in Lieu of Cash <br> Distributions<br>| 221727 | 283667 | &nbsp;&nbsp; 248566 | 510216 | &nbsp;&nbsp; 398847 | 434617 |
| Shares Redeemed | (5830227)<br>| (5709983)<br>| &nbsp;&nbsp; (6564800)<br>| (6198096)<br>| &nbsp;&nbsp; (7708399)<br>| (7675550)<br>|
| Net Increase (Decrease) from <br> Capital Share Transactions<br>| (683642)<br>| (518841)<br>| &nbsp;&nbsp; (991096)<br>| 246044 | &nbsp;&nbsp; (2551650)<br>| (2348546)<br>|
| Total Increase (Decrease) in Net <br> Assets<br>| (28949)<br>| 2307263 | &nbsp;&nbsp; (471703)<br>| 3531241 | &nbsp;&nbsp; 2691232 | 7181216 |
| **Net Assets** |  |  |  |  |  |  |
| Beginning of Year | 13344378 | 11037115 | &nbsp;&nbsp; 16447839 | 12916598 | &nbsp;&nbsp; 35281541 | 28100325 |
| End of Year | $13315429 | $13344378 | &nbsp;&nbsp; $15976136 | $16447839 | &nbsp;&nbsp; $37972773 | $35281541 |
| **(1) Shares Issued and Redeemed:** |  |  |  |  |  |  |
| Shares Issued | 145864 | 152781 | &nbsp;&nbsp; 112529 | 129815 | &nbsp;&nbsp; 107530 | 126562 |
| Shares Issued in Lieu of Cash <br> Distributions<br>| 6473 | 8983 | &nbsp;&nbsp; 5181 | 11566 | &nbsp;&nbsp; 8928 | 11182 |
| Shares Redeemed  | (171643)<br>| (177965)<br>| &nbsp;&nbsp; (137232)<br>| (135791)<br>| &nbsp;&nbsp; (173936)<br>| (198135)<br>|
| Net Increase (Decrease) from <br> Shares Issued and Redeemed<br>| (19306)<br>| (16201)<br>| &nbsp;&nbsp; (19522)<br>| 5590 | &nbsp;&nbsp; (57478)<br>| (60391)<br>|

---

See accompanying Notes to Financial Statements.

------

**DFA INVESTMENT DIMENSIONS GROUP INC.**

**STATEMENTS OF CHANGES IN NET ASSETS**

**(Amounts in thousands)**

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

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
|  | **U.S. Core Equity 2 Portfolio** | **U.S. Core Equity 2 Portfolio** | **U.S. Vector Equity Portfolio** | **U.S. Vector Equity Portfolio** | **U.S. Small Cap Portfolio** | **U.S. Small Cap Portfolio** |
|  | **Year**<br> **Ended**<br> **Oct 31,**<br> **2025**<br>| **Year**<br> **Ended**<br> **Oct 31,**<br> **2024**<br>| **Year**<br> **Ended**<br> **Oct 31,**<br> **2025**<br>| **Year**<br> **Ended**<br> **Oct 31,**<br> **2024**<br>| **Year**<br> **Ended**<br> **Oct 31,**<br> **2025**<br>| **Year**<br> **Ended**<br> **Oct 31,**<br> **2024**<br>|
| **Increase (Decrease) in Net Assets** |  |  |  |  |  |  |
| Operations: |  |  |  |  |  |  |
| Net Investment Income (Loss) | $424214 | $451271 | &nbsp;&nbsp; $66060 | $70406 | &nbsp;&nbsp; $193419 | $189295 |
| Net Realized Gain (Loss) on: |  |  |  |  |  |  |
| Investment Securities Sold | (42204)<br>| (52955)<br>| &nbsp;&nbsp; (9609)<br>| (66849)<br>| &nbsp;&nbsp; (67543)<br>| (109966)<br>|
| Affiliated Investment Companies <br> Shares Sold<br>| 184 | (191)<br>| &nbsp;&nbsp; 16 | (50)<br>| &nbsp;&nbsp; 154 | (231)<br>|
| Futures | 37772 | 67248 | &nbsp;&nbsp; 5737 | 12006 | &nbsp;&nbsp; 9176 | 38997 |
| In-Kind Redemptions | 2989430 | 3852657 | &nbsp;&nbsp; 688869 | 1135594 | &nbsp;&nbsp; 1625258 | 2004743 |
| Change in Unrealized Appreciation <br> (Depreciation) of:<br>|  |  |  |  |  |  |
| Investment Securities and Foreign <br> Currency<br>| 1796992 | 5428982 | &nbsp;&nbsp; (160949)<br>| 113750 | &nbsp;&nbsp; (611577)<br>| 1881273 |
| Affiliated Investment Companies <br> Shares<br>| (25)<br>| 36 | &nbsp;&nbsp; (1)<br>| 6 | &nbsp;&nbsp; (12)<br>| 31 |
| Futures | 17273 | 1307 | &nbsp;&nbsp; 1569 | 21 | &nbsp;&nbsp; 8362 | 898 |
| Net Increase (Decrease) in Net <br> Assets Resulting from <br> Operations<br>| 5223636 | 9748355 | &nbsp;&nbsp; 591692 | 1264884 | &nbsp;&nbsp; 1157237 | 4005040 |
| Distributions: |  |  |  |  |  |  |
| Institutional Class Shares | (393201)<br>| (546195)<br>| &nbsp;&nbsp; (62006)<br>| (155730)<br>| &nbsp;&nbsp; (182841)<br>| (375717)<br>|
| Capital Share Transactions (1): |  |  |  |  |  |  |
| Shares Issued | 5949675 | 6790158 | &nbsp;&nbsp; 1445761 | 1942174 | &nbsp;&nbsp; 4757924 | 5020355 |
| Shares Issued in Lieu of Cash <br> Distributions<br>| 386639 | 536687 | &nbsp;&nbsp; 60053 | 150542 | &nbsp;&nbsp; 171752 | 351874 |
| Shares Redeemed | (9147136)<br>| (10728149)<br>| &nbsp;&nbsp; (1956145)<br>| (2412620)<br>| &nbsp;&nbsp; (5368852)<br>| (5535724)<br>|
| Net Increase (Decrease) from <br> Capital Share Transactions<br>| (2810822)<br>| (3401304)<br>| &nbsp;&nbsp; (450331)<br>| (319904)<br>| &nbsp;&nbsp; (439176)<br>| (163495)<br>|
| Total Increase (Decrease) in Net <br> Assets<br>| 2019613 | 5800856 | &nbsp;&nbsp; 79355 | 789250 | &nbsp;&nbsp; 535220 | 3465828 |
| **Net Assets** |  |  |  |  |  |  |
| Beginning of Year | 33734496 | 27933640 | &nbsp;&nbsp; 4862976 | 4073726 | &nbsp;&nbsp; 16213648 | 12747820 |
| End of Year | $35754109 | $33734496 | &nbsp;&nbsp; $4942331 | $4862976 | &nbsp;&nbsp; $16748868 | $16213648 |
| **(1) Shares Issued and Redeemed:** |  |  |  |  |  |  |
| Shares Issued | 149033 | 193815 | &nbsp;&nbsp; 52303 | 75109 | &nbsp;&nbsp; 98399 | 111049 |
| Shares Issued in Lieu of Cash <br> Distributions<br>| 9704 | 15759 | &nbsp;&nbsp; 2148 | 6211 | &nbsp;&nbsp; 3508 | 8146 |
| Shares Redeemed  | (227908)<br>| (306314)<br>| &nbsp;&nbsp; (70687)<br>| (93603)<br>| &nbsp;&nbsp; (110602)<br>| (122261)<br>|
| Net Increase (Decrease) from <br> Shares Issued and <br> Redeemed<br>| (69171)<br>| (96740)<br>| &nbsp;&nbsp; (16236)<br>| (12283)<br>| &nbsp;&nbsp; (8695)<br>| (3066)<br>|

---

See accompanying Notes to Financial Statements.

------

**DFA INVESTMENT DIMENSIONS GROUP INC.**

**STATEMENTS OF CHANGES IN NET ASSETS**

**(Amounts in thousands)**

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

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
|  | **U.S. Micro Cap Portfolio** | **U.S. Micro Cap Portfolio** | **U.S. High Relative**<br> **Profitability Portfolio** | **U.S. High Relative**<br> **Profitability Portfolio** | **DFA Real Estate Securities**<br> **Portfolio** | **DFA Real Estate Securities**<br> **Portfolio** |
|  | **Year**<br> **Ended**<br> **Oct 31,**<br> **2025**<br>| **Year**<br> **Ended**<br> **Oct 31,**<br> **2024**<br>| **Year**<br> **Ended**<br> **Oct 31,**<br> **2025**<br>| **Year**<br> **Ended**<br> **Oct 31,**<br> **2024**<br>| **Year**<br> **Ended**<br> **Oct 31,**<br> **2025**<br>| **Year**<br> **Ended**<br> **Oct 31,**<br> **2024**<br>|
| **Increase (Decrease) in Net Assets** |  |  |  |  |  |  |
| Operations: |  |  |  |  |  |  |
| Net Investment Income (Loss) | $73388 | $81986 | &nbsp;&nbsp; $64771 | $73575 | &nbsp;&nbsp; $216208 | $236644 |
| Net Realized Gain (Loss) on: |  |  |  |  |  |  |
| Investment Securities Sold | (12074)<br>| (32769)<br>| &nbsp;&nbsp; (72605)<br>| (29006)<br>| &nbsp;&nbsp; (19387)<br>| 1499 |
| Affiliated Investment Companies <br> Shares Sold<br>| 65 | (42)<br>| &nbsp;&nbsp; 15 | 3 | &nbsp;&nbsp; 5 | (30)<br>|
| Futures | 5414 | 15368 | &nbsp;&nbsp; 5974 | 9907 | &nbsp;&nbsp; 10862 | 11591 |
| In-Kind Redemptions | 1799330 | 341840 | &nbsp;&nbsp; 485361 | 627623 | &nbsp;&nbsp; 476197 | 161507 |
| Change in Unrealized Appreciation <br> (Depreciation) of:<br>|  |  |  |  |  |  |
| Investment Securities and Foreign <br> Currency<br>| (1290590)<br>| 1421097 | &nbsp;&nbsp; 225210 | 830606 | &nbsp;&nbsp; (912935)<br>| 1642936 |
| Affiliated Investment Companies <br> Shares<br>| (8)<br>| 12 | &nbsp;&nbsp; — |  | &nbsp;&nbsp; (1)<br>| 2 |
| Futures | 2982 | 2476 | &nbsp;&nbsp; 664 | 1352 | &nbsp;&nbsp; 945 | 3914 |
| Net Increase (Decrease) in Net <br> Assets Resulting from <br> Operations<br>| 578507 | 1829968 | &nbsp;&nbsp; 709390 | 1514060 | &nbsp;&nbsp; (228106)<br>| 2058063 |
| Distributions: |  |  |  |  |  |  |
| Institutional Class Shares | (71300)<br>| (179096)<br>| &nbsp;&nbsp; (60345)<br>| (68461)<br>| &nbsp;&nbsp; (178500)<br>| (269938)<br>|
| Capital Share Transactions (1): |  |  |  |  |  |  |
| Shares Issued | 2907154 | 1058106 | &nbsp;&nbsp; 1499903 | 1931067 | &nbsp;&nbsp; 1648343 | 1259741 |
| Shares Issued in Lieu of Cash <br> Distributions<br>| 64094 | 162383 | &nbsp;&nbsp; 59416 | 67527 | &nbsp;&nbsp; 172441 | 260651 |
| Shares Redeemed | (4256759)<br>| (1509695)<br>| &nbsp;&nbsp; (1941970)<br>| (2531748)<br>| &nbsp;&nbsp; (2242044)<br>| (2171724)<br>|
| Net Increase (Decrease) from <br> Capital Share Transactions<br>| (1285511)<br>| (289206)<br>| &nbsp;&nbsp; (382651)<br>| (533154)<br>| &nbsp;&nbsp; (421260)<br>| (651332)<br>|
| Total Increase (Decrease) in Net <br> Assets<br>| (778304)<br>| 1361666 | &nbsp;&nbsp; 266394 | 912445 | &nbsp;&nbsp; (827866)<br>| 1136793 |
| **Net Assets** |  |  |  |  |  |  |
| Beginning of Year | 7385079 | 6023413 | &nbsp;&nbsp; 5286558 | 4374113 | &nbsp;&nbsp; 7478822 | 6342029 |
| End of Year | $6606775 | $7385079 | &nbsp;&nbsp; $5552952 | $5286558 | &nbsp;&nbsp; $6650956 | $7478822 |
| **(1) Shares Issued and Redeemed:** |  |  |  |  |  |  |
| Shares Issued | 101470 | 39669 | &nbsp;&nbsp; 59683 | 86852 | &nbsp;&nbsp; 40397 | 32543 |
| Shares Issued in Lieu of Cash <br> Distributions<br>| 2223 | 6285 | &nbsp;&nbsp; 2350 | 2994 | &nbsp;&nbsp; 4139 | 6853 |
| Shares Redeemed  | (148147)<br>| (56990)<br>| &nbsp;&nbsp; (76704)<br>| (114163)<br>| &nbsp;&nbsp; (54762)<br>| (56275)<br>|
| Net Increase (Decrease) from <br> Shares Issued and Redeemed<br>| (44454)<br>| (11036)<br>| &nbsp;&nbsp; (14671)<br>| (24317)<br>| &nbsp;&nbsp; (10226)<br>| (16879)<br>|

---

See accompanying Notes to Financial Statements.

------

**DFA INVESTMENT DIMENSIONS GROUP INC.**

**FINANCIAL HIGHLIGHTS**

**(for a share outstanding throughout each period)**

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

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  | **Enhanced U.S. Large Company Portfolio** | **Enhanced U.S. Large Company Portfolio** | **Enhanced U.S. Large Company Portfolio** | **Enhanced U.S. Large Company Portfolio** | **Enhanced U.S. Large Company Portfolio** |
|  | &nbsp;&nbsp; **Year**<br> **Ended**<br> **Oct 31,**<br> **2025**<br>| &nbsp;&nbsp; **Year**<br> **Ended**<br> **Oct 31,**<br> **2024**<br>| &nbsp;&nbsp; **Year**<br> **Ended**<br> **Oct 31,**<br> **2023**<br>| &nbsp;&nbsp; **Year**<br> **Ended**<br> **Oct 31,**<br> **2022**<br>| &nbsp;&nbsp; **Year**<br> **Ended**<br> **Oct 31,**<br> **2021**<br>|
| Net Asset Value, Beginning of Year | $14.76 | $11.06 | $10.36 | $18.53 | $14.06 |
| <u>Income from Investment Operations (A)</u> |  |  |  |  |  |
| Net Investment Income (Loss)  | 0.67 | 0.54 | 0.33 | 0.15 | 0.10 |
| Net Gains (Losses) on Securities (Realized and Unrealized)  | 2.36 | 3.67 | 0.68 | (2.48) | 5.49 |
| Total from Investment Operations  | 3.03 | 4.21 | 1.01 | (2.33) | 5.59 |
| <u>Less Distributions:</u>  |  |  |  |  |  |
| Net Investment Income  | (0.69) | (0.51) | (0.31) | (0.11) | (0.13) |
| Net Realized Gains  | (0.01) |  |  | (5.73) | (0.99) |
| Total Distributions  | (0.70) | (0.51) | (0.31) | (5.84) | (1.12) |
| Net Asset Value, End of Year | $17.09 | $14.76 | $11.06 | $10.36 | $18.53 |
| Total Return  | 21.07% | 38.62% | 9.77% | (19.24%) | 41.82% |
| Net Assets, End of Year (thousands)  | $235732 | $218511 | $196372 | $258641 | $426867 |
| Ratio of Expenses to Average Net Assets  | 0.15% | 0.15% | 0.15% | 0.15% | 0.15% |
| Ratio of Expenses to Average Net Assets (Excluding Fees Waived, <br> Expenses Reimbursed by Advisor and Fees Paid Indirectly) <br>| 0.18% | 0.18% | 0.19% | 0.17% | 0.17% |
| Ratio of Net Investment Income to Average Net Assets  | 4.38% | 4.01% | 3.02% | 1.26% | 0.59% |
| Portfolio Turnover Rate  | 86% | 49% | 19% | 118% | 70% |

---

See page 1-2 for the Definitions of Abbreviations and Footnotes.

See accompanying Notes to Financial Statements.

------

**DFA INVESTMENT DIMENSIONS GROUP INC.**

**FINANCIAL HIGHLIGHTS**

**(for a share outstanding throughout each period)**

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

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  | **U.S. Large Cap Equity Portfolio** | **U.S. Large Cap Equity Portfolio** | **U.S. Large Cap Equity Portfolio** | **U.S. Large Cap Equity Portfolio** | **U.S. Large Cap Equity Portfolio** |
|  | &nbsp;&nbsp; **Year**<br> **Ended**<br> **Oct 31,**<br> **2025**<br>| &nbsp;&nbsp; **Year**<br> **Ended**<br> **Oct 31,**<br> **2024**<br>| &nbsp;&nbsp; **Year**<br> **Ended**<br> **Oct 31,**<br> **2023**<br>| &nbsp;&nbsp; **Year**<br> **Ended**<br> **Oct 31,**<br> **2022**<br>| &nbsp;&nbsp; **Year**<br> **Ended**<br> **Oct 31,**<br> **2021**<br>|
| Net Asset Value, Beginning of Period | $31.64 | $24.03 | $23.10 | $28.11 | $20.01 |
| <u>Income from Investment Operations (A)</u> |  |  |  |  |  |
| Net Investment Income (Loss)  | 0.40 | 0.39 | 0.38 | 0.37 | 0.33 |
| Net Gains (Losses) on Securities (Realized and Unrealized)  | 5.55 | 8.54 | 1.62 | (4.19) | 8.11 |
| Total from Investment Operations  | 5.95 | 8.93 | 2.00 | (3.82) | 8.44 |
| <u>Less Distributions:</u>  |  |  |  |  |  |
| Net Investment Income  | (0.37) | (0.36) | (0.34) | (0.34) | (0.34) |
| Net Realized Gains  |  | (0.96) | (0.73) | (0.85) |  |
| Total Distributions  | (0.37) | (1.32) | (1.07) | (1.19) | (0.34) |
| Net Asset Value, End of Period | $37.22 | $31.64 | $24.03 | $23.10 | $28.11 |
| Total Return  | 18.94% | 38.22% | 8.83% | (14.12%) | 42.42% |
| Net Assets, End of Period (thousands)  | $2437300 | $1869428 | $1546941 | $1613798 | $2200814 |
| Ratio of Expenses to Average Net Assets  | 0.13% | 0.14% | 0.13% | 0.13% | 0.14% |
| Ratio of Expenses to Average Net Assets (Excluding Fees Waived, <br> Expenses Reimbursed by Advisor and Fees Paid Indirectly) <br>| 0.13% | 0.14% | 0.13% | 0.13% | 0.14% |
| Ratio of Net Investment Income to Average Net Assets  | 1.20% | 1.35% | 1.56% | 1.45% | 1.32% |
| Portfolio Turnover Rate  | 8% | 12% | 8% | 7% | 7% |

---

See page 1-2 for the Definitions of Abbreviations and Footnotes.

See accompanying Notes to Financial Statements.

------

**DFA INVESTMENT DIMENSIONS GROUP INC.**

**FINANCIAL HIGHLIGHTS**

**(for a share outstanding throughout each period)**

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

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  | **U.S. Large Cap Value Portfolio** | **U.S. Large Cap Value Portfolio** | **U.S. Large Cap Value Portfolio** | **U.S. Large Cap Value Portfolio** | **U.S. Large Cap Value Portfolio** |
|  | &nbsp;&nbsp; **Year**<br> **Ended**<br> **Oct 31,**<br> **2025**<br>| &nbsp;&nbsp; **Year**<br> **Ended**<br> **Oct 31,**<br> **2024**<br>| &nbsp;&nbsp; **Year**<br> **Ended**<br> **Oct 31,**<br> **2023**<br>| &nbsp;&nbsp; **Year**<br> **Ended**<br> **Oct 31,**<br> **2022**<br>| &nbsp;&nbsp; **Year**<br> **Ended**<br> **Oct 31,**<br> **2021**<br>|
| Net Asset Value, Beginning of Year | $50.32 | $40.06 | $42.28 | $45.91 | $31.40 |
| <u>Income from Investment Operations (A)</u> |  |  |  |  |  |
| Net Investment Income (Loss)  | 1.06 | 1.00 | 0.96 | 0.91 | 0.76 |
| Net Gains (Losses) on Securities (Realized and Unrealized)  | 3.66 | 10.91 | (1.27) | (2.50) | 14.46 |
| Total from Investment Operations  | 4.72 | 11.91 | (0.31) | (1.59) | 15.22 |
| <u>Less Distributions:</u>  |  |  |  |  |  |
| Net Investment Income  | (0.97) | (0.91) | (0.87) | (0.82) | (0.71) |
| Net Realized Gains  |  | (0.74) | (1.04) | (1.22) |  |
| Total Distributions  | (0.97) | (1.65) | (1.91) | (2.04) | (0.71) |
| Net Asset Value, End of Year | $54.07 | $50.32 | $40.06 | $42.28 | $45.91 |
| Total Return  | 9.51% | 30.21% | (0.89%) | (3.54%) | 48.68% |
| Net Assets, End of Year (thousands)  | $24058152 | $24540594 | $21162196 | $23294887 | $25309703 |
| Ratio of Expenses to Average Net Assets  | 0.22% | 0.23% | 0.22% | 0.21% | 0.23% |
| Ratio of Expenses to Average Net Assets (Excluding Fees <br> Waived, Expenses Reimbursed by Advisor) <br>| 0.32% | 0.33% | 0.32% | 0.31% | 0.33% |
| Ratio of Net Investment Income to Average Net Assets  | 2.07% | 2.13% | 2.27% | 2.09% | 1.80% |
| Portfolio Turnover Rate  | 8% | 9% | 13% | 10% | 10% |

---

See page 1-2 for the Definitions of Abbreviations and Footnotes.

See accompanying Notes to Financial Statements.

------

**DFA INVESTMENT DIMENSIONS GROUP INC.**

**FINANCIAL HIGHLIGHTS**

**(for a share outstanding throughout each period)**

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

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  | **U.S. Targeted Value Portfolio** | **U.S. Targeted Value Portfolio** | **U.S. Targeted Value Portfolio** | **U.S. Targeted Value Portfolio** | **U.S. Targeted Value Portfolio** |
|  | &nbsp;&nbsp; **Year**<br> **Ended**<br> **Oct 31,**<br> **2025**<br>| &nbsp;&nbsp; **Year**<br> **Ended**<br> **Oct 31,**<br> **2024**<br>| &nbsp;&nbsp; **Year**<br> **Ended**<br> **Oct 31,**<br> **2023**<br>| &nbsp;&nbsp; **Year**<br> **Ended**<br> **Oct 31,**<br> **2022**<br>| &nbsp;&nbsp; **Year**<br> **Ended**<br> **Oct 31,**<br> **2021**<br>|
| Net Asset Value, Beginning of Year | $33.68 | $26.76 | $28.74 | $31.61 | $18.57 |
| <u>Income from Investment Operations (A)</u> |  |  |  |  |  |
| Net Investment Income (Loss)  | 0.63 | 0.51 | 0.47 | 0.43 | 0.46 |
| Net Gains (Losses) on Securities (Realized and Unrealized)  | 1.62 | 7.16 | (0.97) | (0.87) | 13.02 |
| Total from Investment Operations  | 2.25 | 7.67 | (0.50) | (0.44) | 13.48 |
| <u>Less Distributions:</u>  |  |  |  |  |  |
| Net Investment Income  | (0.61) | (0.49) | (0.44) | (0.40) | (0.44) |
| Net Realized Gains  |  | (0.26) | (1.04) | (2.03) |  |
| Total Distributions  | (0.61) | (0.75) | (1.48) | (2.43) | (0.44) |
| Net Asset Value, End of Year | $35.32 | $33.68 | $26.76 | $28.74 | $31.61 |
| Total Return  | 6.74% | 28.86% | (1.90%) | (1.39%) | 72.95% |
| Net Assets, End of Year (thousands)  | $13315429 | $13344378 | $11037115 | $11746736 | $12591768 |
| Ratio of Expenses to Average Net Assets  | 0.29% | 0.29% | 0.30% | 0.30% | 0.33% |
| Ratio of Expenses to Average Net Assets (Excluding Fees <br> Waived, Expenses Reimbursed) <br>| 0.30% | 0.30% | 0.30% | 0.30% | 0.33% |
| Ratio of Net Investment Income to Average Net Assets  | 1.83% | 1.60% | 1.64% | 1.47% | 1.65% |
| Portfolio Turnover Rate  | 10% | 7% | 20% | 18% | 13% |

---

See page 1-2 for the Definitions of Abbreviations and Footnotes.

See accompanying Notes to Financial Statements.

------

**DFA INVESTMENT DIMENSIONS GROUP INC.**

**FINANCIAL HIGHLIGHTS**

**(for a share outstanding throughout each period)**

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

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  | **U.S. Small Cap Value Portfolio** | **U.S. Small Cap Value Portfolio** | **U.S. Small Cap Value Portfolio** | **U.S. Small Cap Value Portfolio** | **U.S. Small Cap Value Portfolio** |
|  | &nbsp;&nbsp; **Year**<br> **Ended**<br> **Oct 31,**<br> **2025**<br>| &nbsp;&nbsp; **Year**<br> **Ended**<br> **Oct 31,**<br> **2024**<br>| &nbsp;&nbsp; **Year**<br> **Ended**<br> **Oct 31,**<br> **2023**<br>| &nbsp;&nbsp; **Year**<br> **Ended**<br> **Oct 31,**<br> **2022**<br>| &nbsp;&nbsp; **Year**<br> **Ended**<br> **Oct 31,**<br> **2021**<br>|
| Net Asset Value, Beginning of Year | $47.90 | $38.23 | $42.01 | $46.33 | $27.34 |
| <u>Income from Investment Operations (A)</u> |  |  |  |  |  |
| Net Investment Income (Loss)  | 0.86 | 0.75 | 0.72 | 0.68 | 0.80 |
| Net Gains (Losses) on Securities (Realized and Unrealized)  | 1.40 | 10.59 | (1.68) | (0.47) | 18.98 |
| Total from Investment Operations  | 2.26 | 11.34 | (0.96) | 0.21 | 19.78 |
| <u>Less Distributions:</u>  |  |  |  |  |  |
| Net Investment Income  | (0.83) | (0.71) | (0.69) | (0.67) | (0.79) |
| Net Realized Gains  |  | (0.96) | (2.13) | (3.86) |  |
| Total Distributions  | (0.83) | (1.67) | (2.82) | (4.53) | (0.79) |
| Net Asset Value, End of Year | $49.33 | $47.90 | $38.23 | $42.01 | $46.33 |
| Total Return  | 4.79% | 30.08% | (2.49%) | 0.58% | 73.01% |
| Net Assets, End of Year (thousands)  | $15976136 | $16447839 | $12916598 | $14344438 | $15145347 |
| Ratio of Expenses to Average Net Assets  | 0.31% | 0.31% | 0.31% | 0.33% | 0.42% |
| Ratio of Expenses to Average Net Assets (Excluding Fees <br> Waived, Expenses Reimbursed) <br>| 0.31% | 0.31% | 0.31% | 0.33% | 0.42% |
| Ratio of Net Investment Income to Average Net Assets  | 1.80% | 1.64% | 1.77% | 1.62% | 1.94% |
| Portfolio Turnover Rate  | 7% | 12% | 25% | 23% | 22% |

---

See page 1-2 for the Definitions of Abbreviations and Footnotes.

See accompanying Notes to Financial Statements.

------

**DFA INVESTMENT DIMENSIONS GROUP INC.**

**FINANCIAL HIGHLIGHTS**

**(for a share outstanding throughout each period)**

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

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  | **U.S. Core Equity 1 Portfolio** | **U.S. Core Equity 1 Portfolio** | **U.S. Core Equity 1 Portfolio** | **U.S. Core Equity 1 Portfolio** | **U.S. Core Equity 1 Portfolio** |
|  | &nbsp;&nbsp; **Year**<br> **Ended**<br> **Oct 31,**<br> **2025**<br>| &nbsp;&nbsp; **Year**<br> **Ended**<br> **Oct 31,**<br> **2024**<br>| &nbsp;&nbsp; **Year**<br> **Ended**<br> **Oct 31,**<br> **2023**<br>| &nbsp;&nbsp; **Year**<br> **Ended**<br> **Oct 31,**<br> **2022**<br>| &nbsp;&nbsp; **Year**<br> **Ended**<br> **Oct 31,**<br> **2021**<br>|
| Net Asset Value, Beginning of Year | $42.43 | $31.51 | $30.70 | $36.25 | $25.24 |
| <u>Income from Investment Operations (A)</u> |  |  |  |  |  |
| Net Investment Income (Loss)  | 0.56 | 0.54 | 0.52 | 0.49 | 0.44 |
| Net Gains (Losses) on Securities (Realized and Unrealized)  | 6.59 | 10.91 | 1.51 | (4.65) | 10.99 |
| Total from Investment Operations  | 7.15 | 11.45 | 2.03 | (4.16) | 11.43 |
| <u>Less Distributions:</u>  |  |  |  |  |  |
| Net Investment Income  | (0.52) | (0.53) | (0.47) | (0.45) | (0.42) |
| Net Realized Gains  |  |  | (0.75) | (0.94) |  |
| Total Distributions  | (0.52) | (0.53) | (1.22) | (1.39) | (0.42) |
| Net Asset Value, End of Year | $49.06 | $42.43 | $31.51 | $30.70 | $36.25 |
| Total Return  | 16.98% | 36.48% | 6.69% | (11.85%) | 45.50% |
| Net Assets, End of Year (thousands)  | $37972773 | $35281541 | $28100325 | $28055282 | $33385041 |
| Ratio of Expenses to Average Net Assets  | 0.15% | 0.15% | 0.15% | 0.14% | 0.15% |
| Ratio of Expenses to Average Net Assets (Excluding Fees <br> Waived, Expenses Reimbursed by Advisor and Fees Paid <br> Indirectly) <br>| 0.15% | 0.15% | 0.15% | 0.14% | 0.15% |
| Ratio of Net Investment Income to Average Net Assets  | 1.26% | 1.40% | 1.61% | 1.48% | 1.34% |
| Portfolio Turnover Rate  | 2% | 6% | 8% | 5% | 4% |

---

See page 1-2 for the Definitions of Abbreviations and Footnotes.

See accompanying Notes to Financial Statements.

------

**DFA INVESTMENT DIMENSIONS GROUP INC.**

**FINANCIAL HIGHLIGHTS**

**(for a share outstanding throughout each period)**

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

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  | **U.S. Core Equity 2 Portfolio** | **U.S. Core Equity 2 Portfolio** | **U.S. Core Equity 2 Portfolio** | **U.S. Core Equity 2 Portfolio** | **U.S. Core Equity 2 Portfolio** |
|  | &nbsp;&nbsp; **Year**<br> **Ended**<br> **Oct 31,**<br> **2025**<br>| &nbsp;&nbsp; **Year**<br> **Ended**<br> **Oct 31,**<br> **2024**<br>| &nbsp;&nbsp; **Year**<br> **Ended**<br> **Oct 31,**<br> **2023**<br>| &nbsp;&nbsp; **Year**<br> **Ended**<br> **Oct 31,**<br> **2022**<br>| &nbsp;&nbsp; **Year**<br> **Ended**<br> **Oct 31,**<br> **2021**<br>|
| Net Asset Value, Beginning of Year | $37.98 | $28.36 | $28.01 | $33.16 | $22.79 |
| <u>Income from Investment Operations (A)</u> |  |  |  |  |  |
| Net Investment Income (Loss)  | 0.50 | 0.48 | 0.45 | 0.42 | 0.39 |
| Net Gains (Losses) on Securities (Realized and Unrealized)  | 5.63 | 9.72 | 1.11 | (3.98) | 10.35 |
| Total from Investment Operations  | 6.13 | 10.20 | 1.56 | (3.56) | 10.74 |
| <u>Less Distributions:</u>  |  |  |  |  |  |
| Net Investment Income  | (0.46) | (0.45) | (0.42) | (0.39) | (0.37) |
| Net Realized Gains  |  | (0.13) | (0.79) | (1.20) |  |
| Total Distributions  | (0.46) | (0.58) | (1.21) | (1.59) | (0.37) |
| Net Asset Value, End of Year | $43.65 | $37.98 | $28.36 | $28.01 | $33.16 |
| Total Return  | 16.27% | 36.20% | 5.64% | (11.19%) | 47.35% |
| Net Assets, End of Year (thousands)  | $35754109 | $33734496 | $27933640 | $29273947 | $35148897 |
| Ratio of Expenses to Average Net Assets  | 0.18% | 0.18% | 0.19% | 0.18% | 0.19% |
| Ratio of Expenses to Average Net Assets (Excluding Fees <br> Waived, Expenses Reimbursed) <br>| 0.19% | 0.19% | 0.19% | 0.18% | 0.19% |
| Ratio of Net Investment Income to Average Net Assets  | 1.26% | 1.39% | 1.57% | 1.41% | 1.29% |
| Portfolio Turnover Rate  | 5% | 8% | 7% | 5% | 5% |

---

See page 1-2 for the Definitions of Abbreviations and Footnotes.

See accompanying Notes to Financial Statements.

------

**DFA INVESTMENT DIMENSIONS GROUP INC.**

**FINANCIAL HIGHLIGHTS**

**(for a share outstanding throughout each period)**

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

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  | **U.S. Vector Equity Portfolio** | **U.S. Vector Equity Portfolio** | **U.S. Vector Equity Portfolio** | **U.S. Vector Equity Portfolio** | **U.S. Vector Equity Portfolio** |
|  | &nbsp;&nbsp; **Year**<br> **Ended**<br> **Oct 31,**<br> **2025**<br>| &nbsp;&nbsp; **Year**<br> **Ended**<br> **Oct 31,**<br> **2024**<br>| &nbsp;&nbsp; **Year**<br> **Ended**<br> **Oct 31,**<br> **2023**<br>| &nbsp;&nbsp; **Year**<br> **Ended**<br> **Oct 31,**<br> **2022**<br>| &nbsp;&nbsp; **Year**<br> **Ended**<br> **Oct 31,**<br> **2021**<br>|
| Net Asset Value, Beginning of Year | $26.92 | $21.12 | $22.25 | $26.02 | $17.00 |
| <u>Income from Investment Operations (A)</u> |  |  |  |  |  |
| Net Investment Income (Loss)  | 0.38 | 0.37 | 0.36 | 0.35 | 0.31 |
| Net Gains (Losses) on Securities (Realized and Unrealized)  | 3.13 | 6.25 | (0.42) | (2.17) | 9.00 |
| Total from Investment Operations  | 3.51 | 6.62 | (0.06) | (1.82) | 9.31 |
| <u>Less Distributions:</u>  |  |  |  |  |  |
| Net Investment Income  | (0.36) | (0.35) | (0.34) | (0.32) | (0.29) |
| Net Realized Gains  |  | (0.47) | (0.73) | (1.63) |  |
| Total Distributions  | (0.36) | (0.82) | (1.07) | (1.95) | (0.29) |
| Net Asset Value, End of Year | $30.07 | $26.92 | $21.12 | $22.25 | $26.02 |
| Total Return  | 13.15% | 31.81% | (0.41%) | (7.42%) | 54.98% |
| Net Assets, End of Year (thousands)  | $4942331 | $4862976 | $4073726 | $4425060 | $5182775 |
| Ratio of Expenses to Average Net Assets  | 0.25% | 0.29% | 0.28% | 0.28% | 0.29% |
| Ratio of Expenses to Average Net Assets (Excluding Fees Waived, <br> Expenses Reimbursed) <br>| 0.25% | 0.29% | 0.28% | 0.28% | 0.29% |
| Ratio of Net Investment Income to Average Net Assets  | 1.37% | 1.48% | 1.64% | 1.49% | 1.31% |
| Portfolio Turnover Rate  | 9% | 11% | 11% | 10% | 10% |

---

See page 1-2 for the Definitions of Abbreviations and Footnotes.

See accompanying Notes to Financial Statements.

------

**DFA INVESTMENT DIMENSIONS GROUP INC.**

**FINANCIAL HIGHLIGHTS**

**(for a share outstanding throughout each period)**

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

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  | **U.S. Small Cap Portfolio** | **U.S. Small Cap Portfolio** | **U.S. Small Cap Portfolio** | **U.S. Small Cap Portfolio** | **U.S. Small Cap Portfolio** |
|  | &nbsp;&nbsp; **Year**<br> **Ended**<br> **Oct 31,**<br> **2025**<br>| &nbsp;&nbsp; **Year**<br> **Ended**<br> **Oct 31,**<br> **2024**<br>| &nbsp;&nbsp; **Year**<br> **Ended**<br> **Oct 31,**<br> **2023**<br>| &nbsp;&nbsp; **Year**<br> **Ended**<br> **Oct 31,**<br> **2022**<br>| &nbsp;&nbsp; **Year**<br> **Ended**<br> **Oct 31,**<br> **2021**<br>|
| Net Asset Value, Beginning of Year | $48.09 | $37.47 | $41.06 | $48.50 | $31.00 |
| <u>Income from Investment Operations (A)</u> |  |  |  |  |  |
| Net Investment Income (Loss)  | 0.58 | 0.56 | 0.53 | 0.48 | 0.50 |
| Net Gains (Losses) on Securities (Realized and Unrealized)  | 2.88 | 11.17 | (2.06) | (4.93) | 17.50 |
| Total from Investment Operations  | 3.46 | 11.73 | (1.53) | (4.45) | 18.00 |
| <u>Less Distributions:</u>  |  |  |  |  |  |
| Net Investment Income  | (0.55) | (0.53) | (0.50) | (0.45) | (0.50) |
| Net Realized Gains  |  | (0.58) | (1.56) | (2.54) |  |
| Total Distributions  | (0.55) | (1.11) | (2.06) | (2.99) | (0.50) |
| Net Asset Value, End of Year | $51.00 | $48.09 | $37.47 | $41.06 | $48.50 |
| Total Return  | 7.25% | 31.65% | (3.96%) | (9.62%) | 58.30% |
| Net Assets, End of Year (thousands)  | $16748868 | $16213648 | $12747820 | $13883602 | $16747405 |
| Ratio of Expenses to Average Net Assets  | 0.27% | 0.27% | 0.28% | 0.29% | 0.33% |
| Ratio of Expenses to Average Net Assets (Excluding Fees <br> Waived, Expenses Reimbursed) <br>| 0.28% | 0.28% | 0.28% | 0.29% | 0.33% |
| Ratio of Net Investment Income to Average Net Assets  | 1.19% | 1.23% | 1.31% | 1.12% | 1.13% |
| Portfolio Turnover Rate  | 5% | 6% | 20% | 13% | 12% |

---

See page 1-2 for the Definitions of Abbreviations and Footnotes.

See accompanying Notes to Financial Statements.

------

**DFA INVESTMENT DIMENSIONS GROUP INC.**

**FINANCIAL HIGHLIGHTS**

**(for a share outstanding throughout each period)**

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

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  | **U.S. Micro Cap Portfolio** | **U.S. Micro Cap Portfolio** | **U.S. Micro Cap Portfolio** | **U.S. Micro Cap Portfolio** | **U.S. Micro Cap Portfolio** |
|  | &nbsp;&nbsp; **Year**<br> **Ended**<br> **Oct 31,**<br> **2025**<br>| &nbsp;&nbsp; **Year**<br> **Ended**<br> **Oct 31,**<br> **2024**<br>| &nbsp;&nbsp; **Year**<br> **Ended**<br> **Oct 31,**<br> **2023**<br>| &nbsp;&nbsp; **Year**<br> **Ended**<br> **Oct 31,**<br> **2022**<br>| &nbsp;&nbsp; **Year**<br> **Ended**<br> **Oct 31,**<br> **2021**<br>|
| Net Asset Value, Beginning of Year | $28.29 | $22.14 | $24.45 | $29.55 | $18.19 |
| <u>Income from Investment Operations (A)</u> |  |  |  |  |  |
| Net Investment Income (Loss)  | 0.31 | 0.31 | 0.29 | 0.27 | 0.24 |
| Net Gains (Losses) on Securities (Realized and Unrealized)  | 2.20 | 6.51 | (1.39) | (2.41) | 11.37 |
| Total from Investment Operations  | 2.51 | 6.82 | (1.10) | (2.14) | 11.61 |
| <u>Less Distributions:</u>  |  |  |  |  |  |
| Net Investment Income  | (0.30) | (0.29) | (0.28) | (0.26) | (0.25) |
| Net Realized Gains  |  | (0.38) | (0.93) | (2.70) |  |
| Total Distributions  | (0.30) | (0.67) | (1.21) | (2.96) | (0.25) |
| Net Asset Value, End of Year | $30.50 | $28.29 | $22.14 | $24.45 | $29.55 |
| Total Return  | 8.95% | 31.12% | (4.74%) | (7.93%) | 64.00% |
| Net Assets, End of Year (thousands)  | $6606775 | $7385079 | $6023413 | $6475434 | $7453865 |
| Ratio of Expenses to Average Net Assets  | 0.42% | 0.41% | 0.41% | 0.41% | 0.46% |
| Ratio of Expenses to Average Net Assets (Excluding Fees Waived, <br> Expenses Reimbursed) <br>| 0.42% | 0.41% | 0.41% | 0.41% | 0.46% |
| Ratio of Net Investment Income to Average Net Assets  | 1.07% | 1.17% | 1.22% | 1.08% | 0.90% |
| Portfolio Turnover Rate  | 7% | 9% | 22% | 22% | 20% |

---

See page 1-2 for the Definitions of Abbreviations and Footnotes.

See accompanying Notes to Financial Statements.

------

**DFA INVESTMENT DIMENSIONS GROUP INC.**

**FINANCIAL HIGHLIGHTS**

**(for a share outstanding throughout each period)**

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

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  | **U.S. High Relative Profitability Portfolio** | **U.S. High Relative Profitability Portfolio** | **U.S. High Relative Profitability Portfolio** | **U.S. High Relative Profitability Portfolio** | **U.S. High Relative Profitability Portfolio** |
|  | &nbsp;&nbsp; **Year**<br> **Ended**<br> **Oct 31,**<br> **2025**<br>| &nbsp;&nbsp; **Year**<br> **Ended**<br> **Oct 31,**<br> **2024**<br>| &nbsp;&nbsp; **Year**<br> **Ended**<br> **Oct 31,**<br> **2023**<br>| &nbsp;&nbsp; **Year**<br> **Ended**<br> **Oct 31,**<br> **2022**<br>| &nbsp;&nbsp; **Year**<br> **Ended**<br> **Oct 31,**<br> **2021**<br>|
| Net Asset Value, Beginning of Year | $24.28 | $18.07 | $17.23 | $19.51 | $14.61 |
| <u>Income from Investment Operations (A)</u> |  |  |  |  |  |
| Net Investment Income (Loss)  | 0.31 | 0.32 | 0.32 | 0.29 | 0.26 |
| Net Gains (Losses) on Securities (Realized and Unrealized)  | 3.05 | 6.19 | 1.17 | (1.91) | 4.89 |
| Total from Investment Operations  | 3.36 | 6.51 | 1.49 | (1.62) | 5.15 |
| <u>Less Distributions:</u>  |  |  |  |  |  |
| Net Investment Income  | (0.29) | (0.30) | (0.30) | (0.27) | (0.25) |
| Net Realized Gains  |  |  | (0.35) | (0.39) |  |
| Total Distributions  | (0.29) | (0.30) | (0.65) | (0.66) | (0.25) |
| Net Asset Value, End of Year | $27.35 | $24.28 | $18.07 | $17.23 | $19.51 |
| Total Return  | 13.93% | 36.16% | 8.67% | (8.55%) | 35.42% |
| Net Assets, End of Year (thousands)  | $5552952 | $5286558 | $4374113 | $4662298 | $5835637 |
| Ratio of Expenses to Average Net Assets  | 0.22% | 0.23% | 0.23% | 0.23% | 0.24% |
| Ratio of Expenses to Average Net Assets (Excluding Fees Waived, <br> Expenses Reimbursed by Advisor) <br>| 0.23% | 0.23% | 0.23% | 0.23% | 0.24% |
| Ratio of Net Investment Income to Average Net Assets  | 1.21% | 1.45% | 1.78% | 1.61% | 1.46% |
| Portfolio Turnover Rate  | 11% | 13% | 12% | 20% | 12% |

---

See page 1-2 for the Definitions of Abbreviations and Footnotes.

See accompanying Notes to Financial Statements.

------

**DFA INVESTMENT DIMENSIONS GROUP INC.**

**FINANCIAL HIGHLIGHTS**

**(for a share outstanding throughout each period)**

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

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  | **DFA Real Estate Securities Portfolio** | **DFA Real Estate Securities Portfolio** | **DFA Real Estate Securities Portfolio** | **DFA Real Estate Securities Portfolio** | **DFA Real Estate Securities Portfolio** |
|  | &nbsp;&nbsp; **Year**<br> **Ended**<br> **Oct 31,**<br> **2025**<br>| &nbsp;&nbsp; **Year**<br> **Ended**<br> **Oct 31,**<br> **2024**<br>| &nbsp;&nbsp; **Year**<br> **Ended**<br> **Oct 31,**<br> **2023**<br>| &nbsp;&nbsp; **Year**<br> **Ended**<br> **Oct 31,**<br> **2022**<br>| &nbsp;&nbsp; **Year**<br> **Ended**<br> **Oct 31,**<br> **2021**<br>|
| Net Asset Value, Beginning of Year | $42.80 | $33.10 | $38.39 | $48.90 | $34.21 |
| <u>Income from Investment Operations (A)</u> |  |  |  |  |  |
| Net Investment Income (Loss)  | 1.26 | 1.30 | 1.26 | 0.89 | 0.90 |
| Net Gains (Losses) on Securities (Realized and Unrealized)  | (2.59) | 9.87 | (4.00) | (10.10) | 14.86 |
| Total from Investment Operations  | (1.33) | 11.17 | (2.74) | (9.21) | 15.76 |
| <u>Less Distributions:</u>  |  |  |  |  |  |
| Net Investment Income  | (1.04) | (1.30) | (1.22) | (0.79) | (0.95) |
| Net Realized Gains  |  | (0.17) | (1.33) | (0.51) | (0.12) |
| Total Distributions  | (1.04) | (1.47) | (2.55) | (1.30) | (1.07) |
| Net Asset Value, End of Year | $40.43 | $42.80 | $33.10 | $38.39 | $48.90 |
| Total Return  | (3.16%) | 34.33% | (7.83%) | (19.38%) | 47.01% |
| Net Assets, End of Year (thousands)  | $6650956 | $7478822 | $6342029 | $8068926 | $11215098 |
| Ratio of Expenses to Average Net Assets  | 0.18% | 0.18% | 0.18% | 0.18% | 0.18% |
| Ratio of Expenses to Average Net Assets (Excluding Fees Waived, <br> Expenses Reimbursed by Advisor) <br>| 0.21% | 0.20% | 0.20% | 0.20% | 0.20% |
| Ratio of Net Investment Income to Average Net Assets  | 3.09% | 3.34% | 3.39% | 1.96% | 2.12% |
| Portfolio Turnover Rate  | 6% | 4% | 3% | 3% | 5% |

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See page 1-2 for the Definitions of Abbreviations and Footnotes.

See accompanying Notes to Financial Statements.

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**DFA INVESTMENT DIMENSIONS GROUP INC.**

**NOTES TO FINANCIAL STATEMENTS**

**A. 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. The Fund consists of one hundred and three operational portfolios as of October 31, 2025, of which twelve (the "Portfolios") are included in this section of the report. The remaining operational portfolios are presented in separate reports. The Portfolios are investment companies, and accordingly, follow the accounting and reporting guidance under the Financial Accounting Standards Board ("FASB") Accounting Standards Codification ("ASC"), Topic 946, "Financial Services-Investment Companies."

Of the Portfolios, one (the "Feeder Fund") invests all of its assets in a corresponding series (the "Master Fund") of The DFA Investment Trust Company ("DFAITC"). As of October 31, 2025, the Feeder Fund was the owner of record of the approximate percentage of the total outstanding shares of the Master Fund as detailed below:

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| | | |
|:---|:---|:---|
| **Feeder Fund** | **Master Fund** | **Percentage**<br> **Ownership**<br> **at 10/31/25**<br>|
| U.S. Large Cap Value Portfolio | The U.S. Large Cap Value Series | &nbsp;&nbsp; 85% |
| U.S. Large Cap Value Portfolio III | The U.S. Large Cap Value Series | &nbsp;&nbsp; 14% |

---

To achieve its investment objective, the Feeder Fund invests substantially all of its assets in the Master Fund as indicated above. The Feeder Fund also invests in short-term temporary cash investments and futures.

The financial statements of the Master Fund are included elsewhere in this report and should be read in conjunction with the financial statements of the Feeder Fund.

**B. Significant Accounting Policies:**

The following significant accounting policies are in conformity with accounting principles generally accepted in the United States of America ("GAAP"). Such policies are consistently followed by the Fund in preparation of its financial statements. The preparation of financial statements in accordance with GAAP requires management to make estimates and assumptions that affect the fair value of investments, the reported amounts of assets and liabilities, the disclosure of contingent assets and liabilities at the date of the financial statements, and the reported amounts of increases and decreases in net assets from operations during the reporting period. Actual results could differ from those estimates, and those differences could be material.

1. 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;&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;&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;&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)

Securities held by Enhanced U.S. Large Company Portfolio, U.S. Large Cap Equity Portfolio, 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 and U.S. High Relative Profitability Portfolio (collectively, the "Domestic Equity Portfolios") including over-the-counter ("OTC") securities, are valued at the last quoted sale price of the day. Securities held by the Domestic Equity Portfolios that are listed on Nasdaq are valued at the Nasdaq Official Closing Price ("NOCP"). If

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there is no last reported sale price or NOCP for the day, the Domestic Equity Portfolios value the securities at the mean between 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. 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 (the "Board"). 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 Dimensional Fund Advisors LP (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 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.

Debt securities held by the Portfolios are valued on the basis of evaluated prices provided by one or more pricing services or other reasonably reliable sources including broker/dealers that typically handle the purchase and sale of such securities. Securities that are traded OTC 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 OTC market. These valuations 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. OTC 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.

Shares held by the Portfolios in other investment companies (such as the Master Fund) are valued at their respective daily net asset values as reported by their administrator. The Feeder Fund's investment in the Master Fund reflects its proportionate interest in the net assets of the Master Fund. These valuations are classified as Level 1 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 Schedules of Investments (except for the Feeder Fund). The methodology or inputs used for valuing securities are not necessarily an indication of the risk associated with investing in those securities.

2. Foreign Currency Translation: Securities and other assets and liabilities of the Enhanced U.S. Large Company Portfolio whose values are initially expressed in foreign currencies are translated to U.S. dollars using the mean between the most recent bid and ask prices for the U.S. dollar as quoted by generally recognized reliable sources. To facilitate the translation, the Portfolio enters into foreign currency contracts. A foreign currency contract is a spot agreement between two parties to buy and sell currencies at current market exchange rates, for settlement generally within two business days. Dividend and interest income and certain expenses are translated to U.S. dollars at the rate of exchange on their respective accrual dates. Receivables and payables denominated in foreign currencies are marked-to-market daily based on daily exchange rates and exchange gains or losses are realized upon ultimate receipt or disbursement. The Portfolio also enters into forward currency contracts solely for the purpose of hedging against fluctuations in currency exchange rates. These contracts are marked-to-market daily based on daily forward exchange rates.

The Enhanced U.S. Large Company Portfolio isolates the effect of foreign currency rate fluctuations when determining the realized gain or loss upon the sale or maturity of foreign currency-denominated debt obligations pursuant to U.S. Federal income tax regulations; such amounts are categorized as foreign exchange gain or loss for income tax reporting purposes.

------

Realized gains or losses on foreign currency transactions represent net foreign exchange gains or losses from the disposition of foreign currencies, currency gains or losses realized between the trade and settlement dates of securities transactions, and the difference between amounts of interest, dividends and any foreign withholding taxes recorded on the books of the Enhanced U.S. Large Company Portfolio and the U.S. dollar equivalent amounts actually received or paid.

3. Deferred Compensation Plan: Each eligible Director of the Fund may elect to participate in the Fee Deferral Plan for Independent Directors and Trustees (the "Plan"). Under the Plan, effective January 1, 2002, such Directors may defer payment of all or a portion of their total fees earned as a Director. These deferred amounts may be treated as though such amounts had been invested in shares of the following funds, each of which are affiliates of the Portfolios, and advised by the Advisor: the U.S. Large Cap Value Portfolio, U.S. Core Equity 1 Portfolio, U.S. Large Company Portfolio, U.S. Vector Equity Portfolio, U.S. Micro Cap Portfolio, DFA International Value Portfolio, International Core Equity 2 Portfolio, Emerging Markets Portfolio, Emerging Markets Core Equity 2 Portfolio, DFA Inflation-Protected Securities Portfolio, and/or DFA Two-Year Global Fixed Income Portfolio. Contributions made under the Plan and the change in unrealized appreciation (depreciation) and income are included in Directors'/Trustees' Fees & Expenses.

The Directors may receive their distributions of proceeds by one of the following methods: lump sum, annual installments over a period of agreed-upon years, or quarterly installments over a period of agreed-upon years. Each Director shall have the right in a notice of election (the "Notice") to defer the receipt of the Director's deferred compensation until a date specified by such Director in the Notice. The date may not be sooner than the earlier of: (i) the first business day of January following the year in which such Director ceases to be a member of the Board; and (ii) five years following the effective date of the Director's first deferral election. If a Director who elects to defer fees fails to designate in the Notice a time or date as of which payment of the Director's deferred fee account shall commence, payment of such amount shall commence as of the first business day of January following the year in which the Director ceases to be a member of the Board (unless the Director files an amended Notice selecting a different distribution date).

4. Other: Security transactions are accounted for as of the trade date. Costs used in determining realized gains and losses on the sale of investment securities/affiliated investment companies and foreign currency are accounted for on the basis of identified cost. Dividend income and distributions to shareholders are recorded on the ex-dividend date. Non-cash dividend income received in the form of securities in-lieu of cash, if any, are recorded at the fair value of securities received. Distributions received on securities and from the investment in affiliated investment companies that represent a return of capital or capital gains are recorded as a reduction of cost of investments or as a realized gain, respectively. The Portfolios estimate the character of received distributions that may be considered return of capital distributions. Interest income is recorded on an accrual basis. Discount and premium on debt securities purchased are amortized over the lives of the respective securities, using the effective interest method. Expenses directly attributable to a Portfolio are directly charged. Common expenses of the Fund or the Portfolios are allocated using methods approved by the Board, generally based on average net assets.

The Feeder Fund recognizes its pro-rata shares of net investment income and realized and unrealized gains/losses on a daily basis from its Master Fund within DFAITC, which is treated as a partnership for federal income tax purposes.

The Portfolios may be subject to taxes imposed by countries in which they invest with respect to their investments in issuers existing or operating in such countries. Such taxes are generally based on income earned or repatriated and capital gains realized on the sale of such investments. The Portfolios accrue such taxes when the related income or capital gains are earned or throughout the holding period. Some countries require governmental approval for the repatriation of investment income, capital or the proceeds of sales earned by foreign investors. Additionally, if there is a deterioration in a country's balance of payments or for other reasons, a country may impose temporary restrictions on foreign capital remittances abroad.

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

**C. Investment Advisor:**

The Advisor provides investment management services to the Portfolios. For the year ended October 31, 2025, the Portfolios' investment management fees were accrued daily and paid monthly to the Advisor based on the following effective annual rates of average daily net assets:

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| | |
|:---|:---|
| Enhanced U.S. Large Company Portfolio | 0.12<br> %<br>|
| U.S. Large Cap Equity Portfolio | 0.10<br> %<br>|
| U.S. Large Cap Value Portfolio | 0.19<br> %<br>|
| U.S. Targeted Value Portfolio | 0.27<br> %<br>|
| U.S. Small Cap Value Portfolio | 0.28<br> %<br>|
| U.S. Core Equity 1 Portfolio | 0.12<br> %<br>|
| U.S. Core Equity 2 Portfolio | 0.16<br> %<br>|
| U.S. Vector Equity Portfolio | 0.22<br> %\*<br>|
| U.S. Small Cap Portfolio | 0.25<br> %<br>|
| U.S. Micro Cap Portfolio | 0.38<br> %<br>|
| U.S. High Relative Profitability Portfolio | 0.19<br> %<br>|
| DFA Real Estate Securities Portfolio | 0.17<br> %<br>|

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

\* Effective as of February 28, 2025, the investment management fee payable by the U.S. Vector Equity Portfolio was reduced from 0.25% to 0.20%. 

Pursuant to Amended and Restated Fee Waiver and/or Expense Assumption Agreements (each, a "Fee Waiver Agreement"), the Advisor has contractually agreed to waive certain fees, and in certain instances, assume certain expenses of the Portfolios, as described in the notes below. The Fee Waiver Agreements for the non-feeder Portfolios will remain in effect through February 28, 2026, may only be terminated by the Fund's Board of Directors prior to that date and shall continue in effect from year to year thereafter unless terminated by the Fund or the Advisor. The Fee Waiver Agreement with respect to the total management fees paid by the Feeder Fund, as described in the notes below, will remain in effect permanently, unless terminated by the Fund. During the year ended October 31, 2025, the non-feeder Portfolios had expense limits based on a percentage of average net assets on an annualized basis, as listed below. At any time that the Portfolio Expenses (defined below) of a class of a non-feeder Portfolio are less than the applicable Expense Limitation Amount listed below, the Advisor retains the right to recover fees previously waived and/or expenses previously assumed to the extent that the expense ratio following such recovery would be less than the Expense Limitation Amount that was in place when such prior year fees were waived and/or expenses assumed, and less than the current Expense Limitation Amount in place for the Portfolio. The recovered previously waived fees/assumed expenses during the year ended October 31, 2025, waived fees/assumed expenses during the year ended October 31, 2025, and previously waived fees/assumed expenses subject to future recovery by the Advisor, are reflected below (amounts in thousands). The Advisor, however, will not be reimbursed by the Feeder Fund in connection with its Permanent Fee Waiver (defined below). The Fund, on behalf of a Portfolio, is also not obligated to reimburse the Advisor for fees previously waived or expenses previously assumed by the Advisor more than thirty-six months before the date of recovery.

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| | | | | |
|:---|:---|:---|:---|:---|
| **Institutional Class Shares**  | **Expense**<br> **Limitation**<br> **Amount**<br>| **Total**<br> **Management**<br> **Fee Limit**<br>| **Recovery**<br> **of Previously**<br> **Waived Fees/**<br> **Assumed Expenses**<br>| **Waived Fees/**<br> **Assumed**<br> **Expenses**<br>|
| Enhanced U.S. Large Company Portfolio (1) | 0.15<br> %<br>|  | $9 | $59 |
| U.S. Large Cap Equity Portfolio (1) | 0.19<br> %<br>|  |  |  |
| U.S. Large Cap Value Portfolio (2) | &nbsp;&nbsp; — | 0.19<br> %<br>|  | 24042 |
| U.S. Targeted Value Portfolio (1) | 0.29<br> %<br>|  | 39 | 1041 |
| U.S. Core Equity 1 Portfolio (1) | 0.23<br> %<br>|  |  |  |
| U.S. Core Equity 2 Portfolio (1) | 0.18<br> %<br>|  | 24 | 2870 |

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| | | | | |
|:---|:---|:---|:---|:---|
| **Institutional Class Shares**  | **Expense**<br> **Limitation**<br> **Amount**<br>| **Total**<br> **Management**<br> **Fee Limit**<br>| **Recovery**<br> **of Previously**<br> **Waived Fees/**<br> **Assumed Expenses**<br>| **Waived Fees/**<br> **Assumed**<br> **Expenses**<br>|
| U.S. Vector Equity Portfolio (1) | 0.36<br> %<br>|  |  |  |
| U.S. Small Cap Portfolio (1) | 0.27<br> %<br>|  | $22 | $1234 |
| U.S. High Relative Profitability Portfolio (3) | 0.22<br> %<br>|  | 36 | 314 |
| DFA Real Estate Securities Portfolio (1) | 0.18<br> %<br>|  |  | 1794 |

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

---

| |
|:---|
| (1) The Advisor has contractually agreed to waive all or a portion of its management fee and assume the Portfolio's ordinary operating <br> expenses (excluding the expenses the Portfolio incurs indirectly through investment in other investment companies) ("Portfolio Expenses") to the <br> extent necessary to limit the Portfolio Expenses of the Portfolio to the rate listed above as a percentage of average net assets on an annualized <br> basis (the "Expense Limitation Amount"). Prior to February 28, 2024, the Expense Limitation Amount for the U.S. Targeted Value Portfolio and <br> the U.S. Core Equity 2 Portfolio was 0.50% and 0.26%, respectively.<br>|
| (2) The Advisor has contractually agreed to permanently waive all or a portion of the management fee of the Portfolio to the extent <br> necessary to limit the total management fees paid to the Advisor by the Portfolio, including the proportionate share of the management fees the <br> Portfolio pays indirectly through its investment in other funds managed by the Advisor, except for the fees paid indirectly through its investment <br> of securities lending cash collateral in the Short Term Series, to the rate listed above as a percentage of the average net assets of a class of the <br> Portfolio on an annualized basis (the "Permanent Fee Waiver"). <br>|
| (3) The Advisor has contractually agreed to waive all or a portion of its management fee and to assume the ordinary operating expenses <br> of a class of the Portfolio (including the expenses that the Portfolio bears as a shareholder of other funds managed by the Advisor, excluding <br> money market funds and the Short Term Series, but excluding the expenses that the Portfolio incurs indirectly through its investment in <br> unaffiliated investment companies) ("Portfolio Expenses") to the extent necessary to limit the Portfolio Expenses of a class of the Portfolio to the <br> rate listed above as a percentage of the average net assets of a class of the Portfolio on an annualized basis (the "Expense Limitation Amount"). <br> Prior to February 28, 2025, the Expense Limitation Amount for the U.S. High Relative Profitability Portfolio was 0.25%.<br>|

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

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| | | | | |
|:---|:---|:---|:---|:---|
|  | **Previously**<br> **Waived Fees/**<br> **Assumed Expenses**<br> **Subject to Future**<br> **Recovery**<br> **Expiring** | **Previously**<br> **Waived Fees/**<br> **Assumed Expenses**<br> **Subject to Future**<br> **Recovery**<br> **Expiring** | **Previously**<br> **Waived Fees/**<br> **Assumed Expenses**<br> **Subject to Future**<br> **Recovery**<br> **Expiring** | **Previously**<br> **Waived Fees/**<br> **Assumed Expenses**<br> **Subject to Future**<br> **Recovery**<br> **Expiring** |
|  | **10/31/2026** | **10/31/2027** | **10/31/2028** | **Total** |
| Enhanced U.S. Large Company Portfolio | &nbsp;&nbsp; $72 | $69 | $59 | $200 |
| U.S. Targeted Value Portfolio | &nbsp;&nbsp; — | 569 | 1041 | 1610 |
| U.S. Core Equity 2 Portfolio | &nbsp;&nbsp; — | 2782 | 2870 | 5652 |
| U.S. Small Cap Portfolio | &nbsp;&nbsp; — | 749 | 1234 | 1983 |
| U.S. High Relative Profitability Portfolio | &nbsp;&nbsp; — |  | 278 | 278 |
| DFA Real Estate Securities Portfolio | &nbsp;&nbsp; 1815 | 1524 | 1794 | 5133 |

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**Fees Paid to Officers and Directors/Trustees:**

Certain Officers and Directors of the Advisor are also Officers and Directors of the Fund; however, such Officers and Directors (with the exception of the Chief Compliance Officer ("CCO")) receive no compensation from the Fund. For the year ended October 31, 2025, the total related amount paid by the Fund to the CCO was $239 (in thousands). The total related amounts paid by each of the Portfolios are included in Other Expenses on the Statements of Operations.

**D. Deferred Compensation:** 

As of October 31, 2025, the total liability for deferred compensation to Directors is included in Accrued Expenses and Other Liabilities on the Statements of Assets and Liabilities as follows (amounts in thousands):

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| | |
|:---|:---|
| Enhanced U.S. Large Company Portfolio | &nbsp;&nbsp; $4 |
| U.S. Large Cap Equity Portfolio | &nbsp;&nbsp; 8 |
| U.S. Large Cap Value Portfolio | &nbsp;&nbsp; 217 |

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| | |
|:---|:---|
| U.S. Targeted Value Portfolio | &nbsp;&nbsp; $74 |
| U.S. Small Cap Value Portfolio | &nbsp;&nbsp; 197 |
| U.S. Core Equity 1 Portfolio | &nbsp;&nbsp; 133 |
| U.S. Core Equity 2 Portfolio | &nbsp;&nbsp; 142 |
| U.S. Vector Equity Portfolio | &nbsp;&nbsp; 46 |
| U.S. Small Cap Portfolio | &nbsp;&nbsp; 139 |
| U.S. Micro Cap Portfolio | &nbsp;&nbsp; 88 |
| U.S. High Relative Profitability Portfolio | &nbsp;&nbsp; 21 |
| DFA Real Estate Securities Portfolio | &nbsp;&nbsp; 61 |

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**E. Purchases and Sales of Securities:** 

For the year ended October 31, 2025, the Portfolios' transactions related to investment securities, other than short-term securities, in-kind redemptions and U.S. government securities (with respect to the Domestic Equity Portfolios other than the Enhanced U.S. Large Company Portfolio) (amounts in thousands), were as follows:

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| | | | |
|:---|:---|:---|:---|
|  | **U.S. Government Securities**  | **Other Investment Securities** | **Other Investment Securities** |
|  | **Sales**  | **Purchases**  | **Sales**  |
| Enhanced U.S. Large Company Portfolio | &nbsp;&nbsp; $44428 | &nbsp;&nbsp; $86373 | &nbsp;&nbsp; $68073 |
| U.S. Large Cap Equity Portfolio | &nbsp;&nbsp; — | &nbsp;&nbsp; 539455 | &nbsp;&nbsp; 163790 |
| U.S. Targeted Value Portfolio | &nbsp;&nbsp; — | &nbsp;&nbsp; 3688875 | &nbsp;&nbsp; 1309656 |
| U.S. Small Cap Value Portfolio | &nbsp;&nbsp; — | &nbsp;&nbsp; 3767634 | &nbsp;&nbsp; 1031199 |
| U.S. Core Equity 1 Portfolio | &nbsp;&nbsp; — | &nbsp;&nbsp; 728280 | &nbsp;&nbsp; 1042224 |
| U.S. Core Equity 2 Portfolio | &nbsp;&nbsp; — | &nbsp;&nbsp; 2646501 | &nbsp;&nbsp; 1828491 |
| U.S. Vector Equity Portfolio | &nbsp;&nbsp; — | &nbsp;&nbsp; 1012517 | &nbsp;&nbsp; 431724 |
| U.S. Small Cap Portfolio | &nbsp;&nbsp; — | &nbsp;&nbsp; 3002204 | &nbsp;&nbsp; 816431 |
| U.S. Micro Cap Portfolio | &nbsp;&nbsp; — | &nbsp;&nbsp; 1699021 | &nbsp;&nbsp; 464669 |
| U.S. High Relative Profitability Portfolio | &nbsp;&nbsp; — | &nbsp;&nbsp; 1095794 | &nbsp;&nbsp; 600589 |
| DFA Real Estate Securities Portfolio | &nbsp;&nbsp; — | &nbsp;&nbsp; 752713 | &nbsp;&nbsp; 427645 |

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There were no purchases or sales of long-term U.S. government securities by the Portfolios other than the Enhanced U.S. Large Company Portfolio.

For the year ended October 31, 2025, transactions related to Affiliated Investment Companies, excluding in-kind redemptions, are presented below.

The amounts presented below may differ from the respective amounts presented in the corresponding Schedules of Investments, Statements of Assets and Liabilities or Statements of Operations due to rounding. The amounts are as follows (amounts in thousands):

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| | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
|  | **Balance at**<br> **October 31, 2024**<br>| **Purchases**<br> **at Cost**<br>| **Proceeds**<br> **from Sales**<br>| **Net Realized**<br> **Gain/(Loss)**<br> **on Sales**<br>| **Change in**<br> **Unrealized**<br> **Appreciation/**<br> **Depreciation**<br>| **Balance at**<br> **October 31, 2025**<br>| **Shares as of**<br> **October 31, 2025**<br>| **Dividend**<br> **Income**<br>| **Capital Gain**<br> **Distributions**<br>|
| **Enhanced U.S. Large** <br> **Company Portfolio**<br>|  |  |  |  |  |  |  |  |  |
| The DFA Short Term <br> Investment Fund<br>| $276 | $51637 | $50375 |  |  | $1538 | 133 | $39 |  |
| **Total** | **$276** | **$51637** | **$50375** | **—** | **—** | **$1538** |  | **$39** | **—** |

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| | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
|  | **Balance at**<br> **October 31, 2024**<br>| **Purchases**<br> **at Cost**<br>| **Proceeds**<br> **from Sales**<br>| **Net Realized**<br> **Gain/(Loss)**<br> **on Sales**<br>| **Change in**<br> **Unrealized**<br> **Appreciation/**<br> **Depreciation**<br>| **Balance at**<br> **October 31, 2025**<br>| **Shares as of**<br> **October 31, 2025**<br>| **Dividend**<br> **Income**<br>| **Capital Gain**<br> **Distributions**<br>|
| **U.S. Large Cap Equity** <br> **Portfolio**<br>|  |  |  |  |  |  |  |  |  |
| The DFA Short Term <br> Investment Fund<br>| $18184 | $338936 | $342695 | $2 |  | $14427 | 1247 | $498 |  |
| **Total** | **$18184** | **$338936** | **$342695** | **$2** | **—** | **$14427** |  | **$498** | **—** |
| **U.S. Targeted Value** <br> **Portfolio**<br>|  |  |  |  |  |  |  |  |  |
| The DFA Short Term <br> Investment Fund<br>| $921256 | $4333629 | $4729757 | $143 | $(4)<br>| $525267 | 45411 | $22470 |  |
| **Total** | **$921256** | **$4333629** | **$4729757** | **$143** | **$(4)**<br>| **$525267** |  | **$22470** | **—** |
| **U.S. Small Cap Value** <br> **Portfolio**<br>|  |  |  |  |  |  |  |  |  |
| The DFA Short Term <br> Investment Fund<br>| $944174 | $4764827 | $5027447 | $135 | $(12)<br>| $681677 | 58933 | $25150 |  |
| **Total** | **$944174** | **$4764827** | **$5027447** | **$135** | **$(12)**<br>| **$681677** |  | **$25150** | **—** |
| **U.S. Core Equity 1** <br> **Portfolio**<br>|  |  |  |  |  |  |  |  |  |
| The DFA Short Term <br> Investment Fund<br>| $954755 | $8649682 | $8661332 | $196 | $(15)<br>| $943286 | 81550 | $30617 |  |
| **Total** | **$954755** | **$8649682** | **$8661332** | **$196** | **$(15)**<br>| **$943286** |  | **$30617** | **—** |
| **U.S. Core Equity 2** <br> **Portfolio**<br>|  |  |  |  |  |  |  |  |  |
| The DFA Short Term <br> Investment Fund<br>| $988342 | $7760448 | $8139093 | $184 | $(25)<br>| $609856 | 52724 | $27172 |  |
| **Total** | **$988342** | **$7760448** | **$8139093** | **$184** | **$(25)**<br>| **$609856** |  | **$27172** | **—** |
| **U.S. Vector Equity** <br> **Portfolio**<br>|  |  |  |  |  |  |  |  |  |
| The DFA Short Term <br> Investment Fund<br>| $64525 | $854223 | $831591 | $16 | $(1)<br>| $87172 | 7536 | $2833 |  |
| **Total** | **$64525** | **$854223** | **$831591** | **$16** | **$(1)**<br>| **$87172** |  | **$2833** | **—** |
| **U.S. Small Cap Portfolio** |  |  |  |  |  |  |  |  |  |
| The DFA Short Term <br> Investment Fund<br>| $1135690 | $5420733 | $5076702 | $154 | $(12)<br>| $1479863 | 127938 | $37745 |  |
| **Total** | **$1135690** | **$5420733** | **$5076702** | **$154** | **$(12)**<br>| **$1479863** |  | **$37745** | **—** |
| **U.S. Micro Cap Portfolio** |  |  |  |  |  |  |  |  |  |
| The DFA Short Term <br> Investment Fund<br>| $356396 | $2426175 | $2239667 | $65 | $(8)<br>| $542961 | 46940 | $13821 |  |
| **Total** | **$356396** | **$2426175** | **$2239667** | **$65** | **$(8)**<br>| **$542961** |  | **$13821** | **—** |

---

------

---

| | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
|  | **Balance at**<br> **October 31, 2024**<br>| **Purchases**<br> **at Cost**<br>| **Proceeds**<br> **from Sales**<br>| **Net Realized**<br> **Gain/(Loss)**<br> **on Sales**<br>| **Change in**<br> **Unrealized**<br> **Appreciation/**<br> **Depreciation**<br>| **Balance at**<br> **October 31, 2025**<br>| **Shares as of**<br> **October 31, 2025**<br>| **Dividend**<br> **Income**<br>| **Capital Gain**<br> **Distributions**<br>|
| **U.S. High Relative** <br> **Profitability Portfolio**<br>|  |  |  |  |  |  |  |  |  |
| The DFA Short Term <br> Investment Fund<br>| $18839 | $1179072 | $1131450 | $15 |  | $66476 | 5747 | $1254 |  |
| **Total** | **$18839** | **$1179072** | **$1131450** | **$15** | **—** | **$66476** |  | **$1254** | **—** |
| **DFA Real Estate** <br> **Securities Portfolio**<br>|  |  |  |  |  |  |  |  |  |
| The DFA Short Term <br> Investment Fund<br>| $61164 | $2010505 | $1762607 | $5 | $(1)<br>| $309066 | 26720 | $4185 |  |
| **Total** | **$61164** | **$2010505** | **$1762607** | **$5** | **$(1)**<br>| **$309066** |  | **$4185** | **—** |

---

**F. Federal Income Taxes:** 

Each Portfolio has qualified and intends to continue to qualify as a regulated investment company under Subchapter M of the Internal Revenue Code for federal income tax purposes and to distribute substantially all of its taxable income and net capital gains to its shareholders. Accordingly, no provision has been made for federal income taxes.

Distributions from net investment income and net realized capital gains are determined in accordance with U.S. federal income tax regulations, which may differ from those amounts determined under GAAP. These book/tax differences are either temporary or permanent in nature. To the extent that these differences are permanent, they are charged or credited to paid-in capital or distributable earnings, undistributed net investment income, accumulated net realized gains or losses, or unrealized appreciation, as appropriate, in the period that the differences arise. Accordingly, the permanent differences as of October 31, 2025, can occur as a result of realized gains on securities considered to be "passive foreign investment companies," non-deductible expenses, the use of accumulated earnings and profits distributed to shareholders on redemptions of shares as part of the dividends paid deduction for income tax purposes, redemption in-kind transactions, net foreign currency gains losses, distributions received from real estate investment trusts and distribution redesignations, and were reclassified to the accounts mentioned above. These reclassifications had no effect on net assets or net asset value per share.

The tax character of dividends and distributions declared and paid during the years ended October 31, 2024, and October 31, 2025, were as follows (amounts in thousands):

---

| | | | |
|:---|:---|:---|:---|
|  | **Net Investment**<br> **Income and**<br> **Short-Term**<br> **Capital Gains**<br>| **Long-Term**<br> **Capital Gains**<br>| **Total** |
| Enhanced U.S. Large Company Portfolio |  |  |  |
| 2024 | &nbsp;&nbsp; $8395 | &nbsp;&nbsp; — | &nbsp;&nbsp; $8395 |
| 2025 | &nbsp;&nbsp; 10421 | &nbsp;&nbsp; $198 | &nbsp;&nbsp; 10619 |
| U.S. Large Cap Equity Portfolio |  |  |  |
| 2024 | &nbsp;&nbsp; 22280 | &nbsp;&nbsp; 60515 | &nbsp;&nbsp; 82795 |
| 2025 | &nbsp;&nbsp; 23490 | &nbsp;&nbsp; — | &nbsp;&nbsp; 23490 |
| U.S. Large Cap Value Portfolio |  |  |  |
| 2024 | &nbsp;&nbsp; 461652 | &nbsp;&nbsp; 387138 | &nbsp;&nbsp; 848790 |
| 2025 | &nbsp;&nbsp; 455315 | &nbsp;&nbsp; — | &nbsp;&nbsp; 455315 |

---

------

---

| | | | |
|:---|:---|:---|:---|
|  | **Net Investment**<br> **Income and**<br> **Short-Term**<br> **Capital Gains**<br>| **Long-Term**<br> **Capital Gains**<br>| **Total** |
| U.S. Targeted Value Portfolio |  |  |  |
| 2024 | &nbsp;&nbsp; $194952 | &nbsp;&nbsp; $107197 | &nbsp;&nbsp; $302149 |
| 2025 | &nbsp;&nbsp; 233082 | &nbsp;&nbsp; — | &nbsp;&nbsp; 233082 |
| U.S. Small Cap Value Portfolio |  |  |  |
| 2024 | &nbsp;&nbsp; 239921 | &nbsp;&nbsp; 321807 | &nbsp;&nbsp; 561728 |
| 2025 | &nbsp;&nbsp; 275112 | &nbsp;&nbsp; — | &nbsp;&nbsp; 275112 |
| U.S. Core Equity 1 Portfolio |  |  |  |
| 2024 | &nbsp;&nbsp; 452135 | &nbsp;&nbsp; — | &nbsp;&nbsp; 452135 |
| 2025 | &nbsp;&nbsp; 414173 | &nbsp;&nbsp; — | &nbsp;&nbsp; 414173 |
| U.S. Core Equity 2 Portfolio |  |  |  |
| 2024 | &nbsp;&nbsp; 417322 | &nbsp;&nbsp; 128873 | &nbsp;&nbsp; 546195 |
| 2025 | &nbsp;&nbsp; 393201 | &nbsp;&nbsp; — | &nbsp;&nbsp; 393201 |
| U.S. Vector Equity Portfolio |  |  |  |
| 2024 | &nbsp;&nbsp; 66001 | &nbsp;&nbsp; 89729 | &nbsp;&nbsp; 155730 |
| 2025 | &nbsp;&nbsp; 62006 | &nbsp;&nbsp; — | &nbsp;&nbsp; 62006 |
| U.S. Small Cap Portfolio |  |  |  |
| 2024 | &nbsp;&nbsp; 180087 | &nbsp;&nbsp; 195630 | &nbsp;&nbsp; 375717 |
| 2025 | &nbsp;&nbsp; 182841 | &nbsp;&nbsp; — | &nbsp;&nbsp; 182841 |
| U.S. Micro Cap Portfolio |  |  |  |
| 2024 | &nbsp;&nbsp; 77557 | &nbsp;&nbsp; 101539 | &nbsp;&nbsp; 179096 |
| 2025 | &nbsp;&nbsp; 71300 | &nbsp;&nbsp; — | &nbsp;&nbsp; 71300 |
| U.S. High Relative Profitability Portfolio |  |  |  |
| 2024 | &nbsp;&nbsp; 68461 | &nbsp;&nbsp; — | &nbsp;&nbsp; 68461 |
| 2025 | &nbsp;&nbsp; 60345 | &nbsp;&nbsp; — | &nbsp;&nbsp; 60345 |
| DFA Real Estate Securities Portfolio |  |  |  |
| 2024 | &nbsp;&nbsp; 238502 | &nbsp;&nbsp; 31436 | &nbsp;&nbsp; 269938 |
| 2025 | &nbsp;&nbsp; 178500 | &nbsp;&nbsp; — | &nbsp;&nbsp; 178500 |

---

As of October 31, 2025, the components of distributable earnings (accumulated losses) were as follows (amounts in thousands):

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  | **Undistributed**<br> **Net Investment**<br> **Income and**<br> **Short-Term**<br> **Capital Gains**<br>| **Undistributed**<br> **Long-Term**<br> **Capital Gains**<br>| **Capital Loss**<br> **Carryforwards**<br>| **Unrealized**<br> **Appreciation**<br> **(Depreciation)**<br>| **Total Net**<br> **Distributable**<br> **Earnings**<br> **(Accumulated**<br> **Losses)**<br>|
| Enhanced U.S. Large Company <br> Portfolio<br>| &nbsp;&nbsp; $13135 | &nbsp;&nbsp; $16867 | &nbsp;&nbsp; — | &nbsp;&nbsp; $298 | &nbsp;&nbsp; $30300 |
| U.S. Large Cap Equity Portfolio | &nbsp;&nbsp; — | &nbsp;&nbsp; — | &nbsp;&nbsp; $(29806)<br>| &nbsp;&nbsp; 1334492 | &nbsp;&nbsp; 1304686 |
| U.S. Large Cap Value Portfolio | &nbsp;&nbsp; — | &nbsp;&nbsp; — | &nbsp;&nbsp; (542236)<br>| &nbsp;&nbsp; 7631359 | &nbsp;&nbsp; 7089123 |
| U.S. Targeted Value Portfolio | &nbsp;&nbsp; — | &nbsp;&nbsp; — | &nbsp;&nbsp; (159765)<br>| &nbsp;&nbsp; 2777739 | &nbsp;&nbsp; 2617974 |
| U.S. Small Cap Value Portfolio | &nbsp;&nbsp; — | &nbsp;&nbsp; — | &nbsp;&nbsp; (93485)<br>| &nbsp;&nbsp; 2989424 | &nbsp;&nbsp; 2895939 |
| U.S. Core Equity 1 Portfolio | &nbsp;&nbsp; — | &nbsp;&nbsp; — | &nbsp;&nbsp; (167955)<br>| &nbsp;&nbsp; 26855736 | &nbsp;&nbsp; 26687781 |
| U.S. Core Equity 2 Portfolio | &nbsp;&nbsp; — | &nbsp;&nbsp; — | &nbsp;&nbsp; — | &nbsp;&nbsp; 22570872 | &nbsp;&nbsp; 22570872 |
| U.S. Vector Equity Portfolio | &nbsp;&nbsp; — | &nbsp;&nbsp; — | &nbsp;&nbsp; (56954)<br>| &nbsp;&nbsp; 1838980 | &nbsp;&nbsp; 1782026 |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  | **Undistributed**<br> **Net Investment**<br> **Income and**<br> **Short-Term**<br> **Capital Gains**<br>| **Undistributed**<br> **Long-Term**<br> **Capital Gains**<br>| **Capital Loss**<br> **Carryforwards**<br>| **Unrealized**<br> **Appreciation**<br> **(Depreciation)**<br>| **Total Net**<br> **Distributable**<br> **Earnings**<br> **(Accumulated**<br> **Losses)**<br>|
| U.S. Small Cap Portfolio | &nbsp;&nbsp; — | &nbsp;&nbsp; — | &nbsp;&nbsp; $(114754)<br>| &nbsp;&nbsp; $5850327 | &nbsp;&nbsp; $5735573 |
| U.S. Micro Cap Portfolio | &nbsp;&nbsp; $38 | &nbsp;&nbsp; — | &nbsp;&nbsp; (17061)<br>| &nbsp;&nbsp; 2187888 | &nbsp;&nbsp; 2170865 |
| U.S. High Relative Profitability <br> Portfolio<br>| &nbsp;&nbsp; — | &nbsp;&nbsp; — | &nbsp;&nbsp; (96539)<br>| &nbsp;&nbsp; 2157987 | &nbsp;&nbsp; 2061448 |
| DFA Real Estate Securities Portfolio | &nbsp;&nbsp; 66482 | &nbsp;&nbsp; — | &nbsp;&nbsp; (13316)<br>| &nbsp;&nbsp; 2363193 | &nbsp;&nbsp; 2416359 |

---

For federal income tax purposes, the Fund measures its capital loss carryforwards annually at October 31, its fiscal year end. Capital loss carryforwards may be carried forward and applied against future capital gains. As of October 31, 2025, the Portfolios had the following capital loss carryforwards available to offset future realized capital gains with no expiration date (amounts in thousands):

---

| | |
|:---|:---|
|  | **Total** |
| U.S. Large Cap Equity Portfolio | &nbsp;&nbsp; $29806 |
| U.S. Large Cap Value Portfolio | &nbsp;&nbsp; 542236 |
| U.S. Targeted Value Portfolio | &nbsp;&nbsp; 159765 |
| U.S. Small Cap Value Portfolio | &nbsp;&nbsp; 93485 |
| U.S. Core Equity 1 Portfolio | &nbsp;&nbsp; 167955 |
| U.S. Vector Equity Portfolio | &nbsp;&nbsp; 56954 |
| U.S. Small Cap Portfolio | &nbsp;&nbsp; 114754 |
| U.S. Micro Cap Portfolio | &nbsp;&nbsp; 17061 |
| U.S. High Relative Profitability Portfolio | &nbsp;&nbsp; 96539 |
| DFA Real Estate Securities Portfolio | &nbsp;&nbsp; 13316 |

---

During the year ended October 31, 2025, the following Portfolios used the following capital loss carryforwards to offset realized capital gains for federal income tax purposes (amounts in thousands):

---

| | |
|:---|:---|
| U.S. Targeted Value Portfolio | &nbsp;&nbsp; $38563 |
| U.S. Core Equity 1 Portfolio | &nbsp;&nbsp; 42001 |

---

As of October 31, 2025, the total cost and aggregate gross unrealized appreciation (depreciation) of securities for federal income tax purposes were different from amounts reported for financial reporting purposes, as follows (amounts in thousands):

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | **Federal**<br> **Tax Cost**<br>| **Unrealized**<br> **Appreciation**<br>| **Unrealized**<br> **(Depreciation)**<br>| **Net**<br> **Unrealized**<br> **Appreciation**<br> **(Depreciation)**<br>|
| Enhanced U.S. Large Company Portfolio | &nbsp;&nbsp; $233002 | &nbsp;&nbsp; $783 | &nbsp;&nbsp; $(481)<br>| &nbsp;&nbsp; $302 |
| U.S. Large Cap Equity Portfolio | &nbsp;&nbsp; 1116427 | &nbsp;&nbsp; 1339089 | &nbsp;&nbsp; (4597)<br>| &nbsp;&nbsp; 1334492 |
| U.S. Large Cap Value Portfolio | &nbsp;&nbsp; 16432485 | &nbsp;&nbsp; 7631359 | &nbsp;&nbsp; — | &nbsp;&nbsp; 7631359 |
| U.S. Targeted Value Portfolio | &nbsp;&nbsp; 11068797 | &nbsp;&nbsp; 3557796 | &nbsp;&nbsp; (780046)<br>| &nbsp;&nbsp; 2777750 |
| U.S. Small Cap Value Portfolio | &nbsp;&nbsp; 13665950 | &nbsp;&nbsp; 4026051 | &nbsp;&nbsp; (1036629)<br>| &nbsp;&nbsp; 2989422 |
| U.S. Core Equity 1 Portfolio | &nbsp;&nbsp; 12036340 | &nbsp;&nbsp; 26978235 | &nbsp;&nbsp; (122501)<br>| &nbsp;&nbsp; 26855734 |
| U.S. Core Equity 2 Portfolio | &nbsp;&nbsp; 13770128 | &nbsp;&nbsp; 22697551 | &nbsp;&nbsp; (126681)<br>| &nbsp;&nbsp; 22570870 |
| U.S. Vector Equity Portfolio | &nbsp;&nbsp; 3184960 | &nbsp;&nbsp; 1942095 | &nbsp;&nbsp; (103115)<br>| &nbsp;&nbsp; 1838980 |
| U.S. Small Cap Portfolio | &nbsp;&nbsp; 12363649 | &nbsp;&nbsp; 6553283 | &nbsp;&nbsp; (702957)<br>| &nbsp;&nbsp; 5850326 |

---

------

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | **Federal**<br> **Tax Cost**<br>| **Unrealized**<br> **Appreciation**<br>| **Unrealized**<br> **(Depreciation)**<br>| **Net**<br> **Unrealized**<br> **Appreciation**<br> **(Depreciation)**<br>|
| U.S. Micro Cap Portfolio | &nbsp;&nbsp; $4959249 | &nbsp;&nbsp; $2574773 | &nbsp;&nbsp; $(386885)<br>| &nbsp;&nbsp; $2187888 |
| U.S. High Relative Profitability Portfolio | &nbsp;&nbsp; 3457870 | &nbsp;&nbsp; 2271231 | &nbsp;&nbsp; (113245)<br>| &nbsp;&nbsp; 2157986 |
| DFA Real Estate Securities Portfolio | &nbsp;&nbsp; 4597302 | &nbsp;&nbsp; 2552507 | &nbsp;&nbsp; (189317)<br>| &nbsp;&nbsp; 2363190 |

---

The difference between GAAP-basis and tax-basis unrealized gains (losses) can occur as a result of wash sales and net mark-to-market gains (losses) on regulated futures contracts, net mark-to-market gains (losses) on foreign currency contracts, and differences in the tax treatment of passive foreign investment company investments or other investments.

ASC 740 Accounting for Uncertainty in Income Taxes sets forth a minimum threshold for financial statement recognition of the benefit of a tax position taken or expected to be taken in a tax return. Under GAAP, the Portfolios recognize the tax benefits of uncertain tax positions only when the position is more likely than not to be sustained, assuming examination by tax authorities. Management has analyzed the Portfolios' tax positions and has concluded that no additional provision for income tax is required in the Portfolios' financial statements. The Portfolios are not aware of any tax positions for which it is reasonably possible that the total amounts of unrecognized tax benefits will significantly change in the next twelve months. The Portfolios' federal tax returns for the prior three fiscal years remain subject to examination by the Internal Revenue Service.

**G. Financial Instruments:**

In accordance with the Portfolios' investment objectives and policies, the Portfolios may invest either directly or indirectly (through the Feeder Fund's investments in its corresponding Master 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. The Portfolios' derivative contracts are not accounted for as hedging instruments under GAAP. These instruments and their significant corresponding risks are described below:

**Derivative Financial Instruments:**

Summarized below are the specific types of derivative instruments used by the Portfolios.

1. Forward Currency Contracts: The Enhanced U.S. Large Company Portfolio may acquire and sell forward currency contracts in an attempt 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 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 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. The Enhanced U.S. Large Company Portfolio typically hedges its foreign currency exposure. 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.

2. 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 in an attempt to hedge against securities prices or as part of its overall investment strategy 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.

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 Portfolio 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.

Securities have been segregated as collateral for open futures contracts.

The average volume (based on the open positions at each fiscal month-end) of derivative activity for the year ended October 31, 2025 was as follows (amounts in thousands):

---

| | | |
|:---|:---|:---|
|  | **Forward**<br> **Currency**<br> **Contracts\***<br>| **Futures\*\*** |
| Enhanced U.S. Large Company Portfolio | &nbsp;&nbsp; $45250<br>| &nbsp;&nbsp; $230704 |
| U.S. Targeted Value Portfolio | &nbsp;&nbsp; —<br>| &nbsp;&nbsp; 138326 |
| U.S. Small Cap Value Portfolio | &nbsp;&nbsp; —<br>| &nbsp;&nbsp; 171124 |
| U.S. Core Equity 1 Portfolio | &nbsp;&nbsp; —<br>| &nbsp;&nbsp; 268182 |
| U.S. Core Equity 2 Portfolio | &nbsp;&nbsp; —<br>| &nbsp;&nbsp; 267677 |
| U.S. Vector Equity Portfolio | &nbsp;&nbsp; —<br>| &nbsp;&nbsp; 38643 |
| U.S. Small Cap Portfolio | &nbsp;&nbsp; —<br>| &nbsp;&nbsp; 149005 |
| U.S. Micro Cap Portfolio | &nbsp;&nbsp; —<br>| &nbsp;&nbsp; 54532 |
| U.S. High Relative Profitability Portfolio | &nbsp;&nbsp; —<br>| &nbsp;&nbsp; 37446 |
| DFA Real Estate Securities Portfolio | &nbsp;&nbsp; —<br>| &nbsp;&nbsp; 74409 |

---

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

\* Average amount of Currency Purchased/Sold in USD.

\*\* Average Notional Value of futures contracts.

The following is a summary of the Portfolios' derivative instrument holdings categorized by primary risk exposure as of October 31, 2025 (amounts in thousands):

---

| | | | |
|:---|:---|:---|:---|
|  | **Asset Derivatives Value**  | **Asset Derivatives Value**  | **Asset Derivatives Value**  |
|  | **Total Value**<br> **at**<br> **October 31, 2025** <br>| **Forward**<br> **Currency**<br> **Contracts** <sup>(1)</sup> <br>| **Equity**<br> **Contracts** <sup>\*,(2)</sup> <br>|
| Enhanced U.S. Large Company Portfolio | &nbsp;&nbsp; $13236<br>| &nbsp;&nbsp; $637<br>| &nbsp;&nbsp; $12599 |
| U.S. Targeted Value Portfolio | &nbsp;&nbsp; 773<br>| &nbsp;&nbsp; —<br>| &nbsp;&nbsp; 773 |
| U.S. Small Cap Value Portfolio | &nbsp;&nbsp; 1071<br>| &nbsp;&nbsp; —<br>| &nbsp;&nbsp; 1071 |
| U.S. Core Equity 1 Portfolio | &nbsp;&nbsp; 8995<br>| &nbsp;&nbsp; —<br>| &nbsp;&nbsp; 8995 |
| U.S. Core Equity 2 Portfolio | &nbsp;&nbsp; 8358<br>| &nbsp;&nbsp; —<br>| &nbsp;&nbsp; 8358 |
| U.S. Vector Equity Portfolio | &nbsp;&nbsp; 722<br>| &nbsp;&nbsp; —<br>| &nbsp;&nbsp; 722 |
| U.S. Small Cap Portfolio | &nbsp;&nbsp; 4455<br>| &nbsp;&nbsp; —<br>| &nbsp;&nbsp; 4455 |
| U.S. Micro Cap Portfolio | &nbsp;&nbsp; 1586<br>| &nbsp;&nbsp; —<br>| &nbsp;&nbsp; 1586 |
| U.S. High Relative Profitability Portfolio | &nbsp;&nbsp; 654<br>| &nbsp;&nbsp; —<br>| &nbsp;&nbsp; 654 |
| DFA Real Estate Securities Portfolio | &nbsp;&nbsp; 1675<br>| &nbsp;&nbsp; —<br>| &nbsp;&nbsp; 1675 |

---

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

------

---

| | | |
|:---|:---|:---|
|  | **Liability Derivatives Value**  | **Liability Derivatives Value**  |
|  | **Total Value**<br> **at**<br> **October 31, 2025** <br>| **Forward**<br> **Currency**<br> **Contracts** <sup>(3)</sup> <br>|
| Enhanced U.S. Large Company Portfolio | &nbsp;&nbsp; $(72)<br>| &nbsp;&nbsp; $(72)<br>|

---

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

(1) Presented on Statements of Assets and Liabilities as Unrealized Gain on Forward Currency Contracts.

(2) Presented on Statements of Assets and Liabilities as Receivables: Futures Variation Margin.

(3) Presented on Statements of Assets and Liabilities as Unrealized Loss on Forward Currency Contracts.

\* Includes cumulative appreciation (depreciation) of futures contracts. Only current day's margin variation is reported within the Statements of Assets and Liabilities. 

The following is a summary of the realized and change in unrealized gains and losses from the Portfolios' derivative instrument holdings categorized by primary risk exposure for the year ended October 31, 2025 (amounts in thousands):

---

| | | | |
|:---|:---|:---|:---|
|  | **Realized Gain (Loss) on**<br> **Derivatives**  | **Realized Gain (Loss) on**<br> **Derivatives**  | **Realized Gain (Loss) on**<br> **Derivatives**  |
|  | **Total**  | **Forward**<br> **Currency**<br> **Contracts** <sup>(1)</sup> <br>| **Equity**<br> **Contracts** <sup>(2)</sup> <br>|
| Enhanced U.S. Large Company Portfolio | &nbsp;&nbsp; $29276 | &nbsp;&nbsp; $653 | &nbsp;&nbsp; $28623 |
| U.S. Large Cap Equity Portfolio | &nbsp;&nbsp; (1021)<br>| &nbsp;&nbsp; — | &nbsp;&nbsp; (1021)<br>|
| U.S. Targeted Value Portfolio | &nbsp;&nbsp; 18316 | &nbsp;&nbsp; — | &nbsp;&nbsp; 18316 |
| U.S. Small Cap Value Portfolio | &nbsp;&nbsp; 30117 | &nbsp;&nbsp; — | &nbsp;&nbsp; 30117 |
| U.S. Core Equity 1 Portfolio | &nbsp;&nbsp; 38615 | &nbsp;&nbsp; — | &nbsp;&nbsp; 38615 |
| U.S. Core Equity 2 Portfolio | &nbsp;&nbsp; 37772 | &nbsp;&nbsp; — | &nbsp;&nbsp; 37772 |
| U.S. Vector Equity Portfolio | &nbsp;&nbsp; 5737 | &nbsp;&nbsp; — | &nbsp;&nbsp; 5737 |
| U.S. Small Cap Portfolio | &nbsp;&nbsp; 9176 | &nbsp;&nbsp; — | &nbsp;&nbsp; 9176 |
| U.S. Micro Cap Portfolio | &nbsp;&nbsp; 5414 | &nbsp;&nbsp; — | &nbsp;&nbsp; 5414 |
| U.S. High Relative Profitability Portfolio | &nbsp;&nbsp; 5974 | &nbsp;&nbsp; — | &nbsp;&nbsp; 5974 |
| DFA Real Estate Securities Portfolio | &nbsp;&nbsp; 10862 | &nbsp;&nbsp; — | &nbsp;&nbsp; 10862 |

---

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

---

| | | | |
|:---|:---|:---|:---|
|  | **Change in Unrealized Appreciation**<br> **(Depreciation) on Derivatives**  | **Change in Unrealized Appreciation**<br> **(Depreciation) on Derivatives**  | **Change in Unrealized Appreciation**<br> **(Depreciation) on Derivatives**  |
|  | **Total**  | **Forward**<br> **Currency**<br> **Contracts** <sup>(3)</sup> <br>| **Equity**<br> **Contracts** <sup>(4)</sup> <br>|
| Enhanced U.S. Large Company Portfolio | &nbsp;&nbsp; $2823 | &nbsp;&nbsp; $64 | &nbsp;&nbsp; $2759 |
| U.S. Targeted Value Portfolio | &nbsp;&nbsp; 3608 | &nbsp;&nbsp; — | &nbsp;&nbsp; 3608 |
| U.S. Small Cap Value Portfolio | &nbsp;&nbsp; 9119 | &nbsp;&nbsp; — | &nbsp;&nbsp; 9119 |
| U.S. Core Equity 1 Portfolio | &nbsp;&nbsp; 6626 | &nbsp;&nbsp; — | &nbsp;&nbsp; 6626 |
| U.S. Core Equity 2 Portfolio | &nbsp;&nbsp; 17273 | &nbsp;&nbsp; — | &nbsp;&nbsp; 17273 |
| U.S. Vector Equity Portfolio | &nbsp;&nbsp; 1569 | &nbsp;&nbsp; — | &nbsp;&nbsp; 1569 |
| U.S. Small Cap Portfolio | &nbsp;&nbsp; 8362 | &nbsp;&nbsp; — | &nbsp;&nbsp; 8362 |
| U.S. Micro Cap Portfolio | &nbsp;&nbsp; 2982 | &nbsp;&nbsp; — | &nbsp;&nbsp; 2982 |
| U.S. High Relative Profitability Portfolio | &nbsp;&nbsp; 664 | &nbsp;&nbsp; — | &nbsp;&nbsp; 664 |
| DFA Real Estate Securities Portfolio | &nbsp;&nbsp; 945 | &nbsp;&nbsp; — | &nbsp;&nbsp; 945 |

---

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

------

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

&nbsp;&nbsp;&nbsp;&nbsp;(1) Presented
 on Statements of Operations as Net Realized Gain (Loss) on: Forward Currency Contracts.

&nbsp;&nbsp;&nbsp;&nbsp;(2) Presented
 on Statements of Operations as Net Realized Gain (Loss) on: Futures.

&nbsp;&nbsp;&nbsp;&nbsp;(3) Presented
 on Statements of Operations as Change in Unrealized Appreciation (Depreciation) of: Forward Currency Contracts.

&nbsp;&nbsp;&nbsp;&nbsp;(4) Presented
 on Statements of Operations as Change in Unrealized Appreciation (Depreciation) of: Futures.

**Offsetting of Derivative Assets and Derivative Liabilities:**

In order to better define its contractual rights and to secure rights that will help the Fund mitigate its counterparty risk, the Fund entered into an International Swaps and Derivatives Association, Inc. Master Agreement (ISDA Master Agreement) or a similar agreement with certain of its derivative contract counterparties. An ISDA Master Agreement is a bilateral agreement between the Fund and a counterparty that governs OTC derivatives and forward currency contracts and typically contains, among other things, provisions in the event of a default and/or termination event and may also include collateral posting items. Under an ISDA Master Agreement, the Fund may, under certain circumstances, offset with the counterparty certain derivative financial instruments' payables and/or receivables with collateral held and/or posted, if any, and create one single net payment. The provisions of the ISDA Master Agreement typically permit a single net payment in the event of a default (close-out), including the bankruptcy or insolvency of the counterparty. However, bankruptcy or insolvency laws of a particular jurisdiction may impose restrictions on or prohibitions against the right of offset in bankruptcy, insolvency, or other events.

For financial reporting purposes, the Fund does not offset derivative assets and derivative liabilities that are subject to netting arrangements in the Statements of Assets and Liabilities.

The following table presents the Portfolios' gross and net amount of assets and liabilities available for offset under netting arrangements as well as any related collateral received or pledged by the Portfolios as of October 31, 2025 (amounts in thousands):

---

| | | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
|  |  | **Gross Amounts Not**<br> **Offset in the**<br> **Statements of Assets**<br> **and Liabilities** | **Gross Amounts Not**<br> **Offset in the**<br> **Statements of Assets**<br> **and Liabilities** | **Gross Amounts Not**<br> **Offset in the**<br> **Statements of Assets**<br> **and Liabilities** |  |  | **Gross Amounts Not**<br> **Offset in the**<br> **Statements of Assets**<br> **and Liabilities** | **Gross Amounts Not**<br> **Offset in the**<br> **Statements of Assets**<br> **and Liabilities** | **Gross Amounts Not**<br> **Offset in the**<br> **Statements of Assets**<br> **and Liabilities** |  |
| **Description** | **Gross**<br> **Amounts of**<br> **Recognized**<br> **Assets**<br>| **Financial**<br> **Instruments (a)**<br>| **Non-Cash**<br> **Collateral**<br> **Received**<br>| **Cash**<br> **Collateral**<br> **Received**<br>| **Net**<br> **Amount (b)**<br>| **Gross**<br> **Amounts of**<br> **Recognized**<br> **Liabilities**<br>| **Financial**<br> **Instruments (c)**<br>| **Non-Cash**<br> **Collateral**<br> **Pledged**<br>| **Cash**<br> **Collateral**<br> **Pledged**<br>| **Net**<br> **Amount (d)**<br>|
|  | **Assets** | **Assets** | **Assets** | **Assets** | **Assets** | **Liabilities** | **Liabilities** | **Liabilities** | **Liabilities** | **Liabilities** |
| **Enhanced U.S. Large Company Portfolio** |  |  |  |  |  |  |  |  |  |  |
| Citibank, N.A. | $251 | $(33)<br>|  |  | $218 | $33 | $(33)<br>|  |  |  |
| NatWest Markets PLC | 287 |  |  |  | 287 |  |  |  |  |  |
| HSBC Bank |  |  |  |  |  | 10 |  |  |  | $10 |
| Societe Generale | 70 |  |  |  | 70 |  |  |  |  |  |
| UBS AG | 29 | (29)<br>|  |  |  | 29 | (29)<br>|  |  |  |
| Total | $637 | $(62)<br>|  |  | $575 | $72 | $(62)<br>|  |  | $10 |

---

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

&nbsp;&nbsp;&nbsp;&nbsp;(a) Represents
 the amount of assets that could be offset by liabilities with the same counterparty under master netting or similar agreements that
 management elects not to offset on the Statements of Assets and Liabilities.

&nbsp;&nbsp;&nbsp;&nbsp;(b) Represents
 the net amount due from counterparties in the event of default.

&nbsp;&nbsp;&nbsp;&nbsp;(c) Represents
 the amount of liabilities that could be offset by assets with the same counterparty under master netting or similar agreements that
 management elects not to offset on the Statements of Assets and Liabilities.

&nbsp;&nbsp;&nbsp;&nbsp;(d) Represents
 the net amount due to counterparties in the event of default.

------

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

**H. Line of Credit and Interfund Lending Program:**

The Fund, together with other Dimensional-advised portfolios, has entered into a $500 million uncommitted, unsecured discretionary line of credit effective April 2, 2025, with its domestic custodian bank. A line of credit with similar terms was in effect through April 2, 2025. Each portfolio is permitted to borrow, subject to its investment limitations, up to a maximum of $250 million, as long as total borrowings under the line of credit do not exceed $500 million in the aggregate. Borrowings under the line of credit are charged interest at rates agreed upon by the parties at the time of borrowing. Each portfolio is individually, and not jointly, liable for its particular advances under the line of credit. There is no commitment fee on the unused portion of the line of credit. The agreement for the discretionary line of credit may be terminated by either party at any time. The agreement for the line of credit expires on April 1, 2026.

The Fund, together with other Dimensional-advised portfolios, has also entered into an additional $700 million unsecured line of credit with its international custodian bank effective December 26, 2024. A line of credit with similar terms was in effect through December 26, 2024. Each portfolio is permitted to borrow, subject to its investment limitations, up to the lower of one-quarter of such portfolio's net assets or $500 million, as long as total borrowings under the line of credit do not exceed $700 million in the aggregate. Each portfolio is individually, and not jointly, liable for its particular advances under the line of credit. Borrowings under the line of credit are charged interest at rates agreed upon by the parties at the time of borrowing. There is no commitment fee on the unused portion of the line of credit. The line of credit agreement expires on December 25, 2025.

For the year ended October 31, 2025, borrowings by the following Portfolio under the lines of credit were as follows (amounts in thousands, except percentages and days):

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
|  | **Weighted**<br> **Average**<br> **Interest Rate**<br>| **Weighted**<br> **Average**<br> **Loan Balance**<br>| **Number of**<br> **Days**<br> **Outstanding\***<br>| **Interest**<br> **Expense**<br> **Incurred**<br>| **Maximum Amount**<br> **Borrowed During**<br> **the Period**<br>| **Outstanding**<br> **Borrowings**<br> **as of 10/31/2025**<br>|
| U.S. Large Cap Equity <br> Portfolio<br>| 5.33<br> %<br>| &nbsp;&nbsp; $11987 | &nbsp;&nbsp; 1 | &nbsp;&nbsp; $2 | &nbsp;&nbsp; $11987 | &nbsp;&nbsp; — |

---

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

\* Number of Days Outstanding represents the total of single or consecutive days during the year ended October 31, 2025, that the Portfolio's available line of credit was used. 

Pursuant to an exemptive order issued by the SEC (the "Order"), the Portfolios may participate in an interfund lending program among certain portfolios managed by the Advisor (portfolios that operate as feeder funds do not participate in the program). The program allows the participating portfolios to borrow money from and loan money to each other for temporary or emergency purposes, subject to the conditions in the Order. A loan can only be made through the program if the interfund loan rate on that day is more favorable to both the borrowing and lending portfolios as compared to rates available through short-term bank loans or investments in overnight repurchase agreements and money market funds, respectively, as detailed in the Order. Further, a portfolio may participate in the program only if and to the extent that such participation is consistent with its investment objectives and limitations. Interfund loans have a maximum duration of seven days and may be called on one business day's notice.

The Portfolios did not use the interfund lending program during the year ended October 31, 2025.

**I. Affiliated Trades:**

Cross trades for the year ended October 31, 2025, if any, were executed by the Portfolios pursuant to procedures adopted by the Board to ensure compliance with Rule 17a-7 under the 1940 Act. Cross trading is the buying or selling of portfolio securities between series of investment companies, or between a series of an investment company and another entity, that are or could be considered affiliates by virtue of having a common investment advisor (or affiliated investment advisors), common Directors and/or common Officers. At its regularly scheduled meetings, the CCO certifies to the Board that the 17a-7 transactions entered into by the Portfolios complied with the Rule 17a-7 Procedures adopted by the Board.

------

For the year ended October 31, 2025, cross trades by the Portfolios under Rule 17a-7 were as follows (amounts in thousands):

---

| | | | |
|:---|:---|:---|:---|
| **Portfolio** | **Purchases** | **Sales** | **Realized Gain (Loss)** |
| U.S. Large Cap Equity Portfolio | &nbsp;&nbsp; $81474 | &nbsp;&nbsp; $73272 | &nbsp;&nbsp; $(13682)<br>|
| U.S. Targeted Value Portfolio | &nbsp;&nbsp; 327707 | &nbsp;&nbsp; 251540 | &nbsp;&nbsp; (24948)<br>|
| U.S. Small Cap Value Portfolio | &nbsp;&nbsp; 342074 | &nbsp;&nbsp; 174321 | &nbsp;&nbsp; (10733)<br>|
| U.S. Core Equity 1 Portfolio | &nbsp;&nbsp; 67898 | &nbsp;&nbsp; 261267 | &nbsp;&nbsp; (23398)<br>|
| U.S. Core Equity 2 Portfolio | &nbsp;&nbsp; 173288 | &nbsp;&nbsp; 641490 | &nbsp;&nbsp; (46938)<br>|
| U.S. Vector Equity Portfolio | &nbsp;&nbsp; 58323 | &nbsp;&nbsp; 163802 | &nbsp;&nbsp; (18606)<br>|
| U.S. Small Cap Portfolio | &nbsp;&nbsp; 256413 | &nbsp;&nbsp; 138563 | &nbsp;&nbsp; (11198)<br>|
| U.S. Micro Cap Portfolio | &nbsp;&nbsp; 164409 | &nbsp;&nbsp; 43686 | &nbsp;&nbsp; (6008)<br>|
| U.S. High Relative Profitability Portfolio | &nbsp;&nbsp; 74970 | &nbsp;&nbsp; 127257 | &nbsp;&nbsp; (19417)<br>|
| DFA Real Estate Securities Portfolio | &nbsp;&nbsp; 67637 | &nbsp;&nbsp; 46017 | &nbsp;&nbsp; (16024)<br>|

---

**J. Securities Lending:** 

As of October 31, 2025, some of the Portfolios had securities on loan to brokers/dealers, for which each such Portfolio received cash collateral. The contractual maturity of cash collateral received under the securities lending agreement is classified as overnight and continuous. In addition, the Portfolios received non-cash collateral consisting of short- and/or long-term U.S. Treasuries and U.S. government agency securities as follows (amounts in thousands):

---

| | |
|:---|:---|
|  | **Non-Cash**<br> **Collateral**<br> **Market**<br> **Value**<br>|
| U.S. Targeted Value Portfolio | &nbsp;&nbsp; $162169 |
| U.S. Small Cap Value Portfolio | &nbsp;&nbsp; 197637 |
| U.S. Core Equity 1 Portfolio | &nbsp;&nbsp; 192251 |
| U.S. Core Equity 2 Portfolio | &nbsp;&nbsp; 969969 |
| U.S. Vector Equity Portfolio | &nbsp;&nbsp; 1 |
| U.S. Small Cap Portfolio | &nbsp;&nbsp; 249307 |
| U.S. Micro Cap Portfolio | &nbsp;&nbsp; 9662 |
| DFA Real Estate Securities Portfolio | &nbsp;&nbsp; 1426 |

---

Each Portfolio invests the cash collateral, as described below, and records a liability for the return of the collateral, during the period the securities are on loan. Loans of securities are expected at all times to be secured by collateral in an amount (i) equal to at least 100% of the current market value of the loaned securities with respect to securities of the U.S. government or its agencies, (ii) generally equal to 102% of the current market value of the loaned securities with respect to U.S. securities, and (iii) generally equal to 105% of the current market value of the loaned securities with respect to foreign securities. However, daily market fluctuations could cause the Portfolio's collateral to be lower or higher than the expected thresholds. If this were to occur, the collateral would be adjusted the next business day to ensure adequate collateralization. In the event of default or bankruptcy by the other party to the agreement, realization and/or retention of the collateral may be subject to legal proceedings. If the borrower fails to return loaned securities, cash collateral being maintained by the borrower is insufficient to cover the value of loaned securities, and such collateral insufficiency is not the result of investment losses, the lending agent has agreed to pay the amount of the shortfall to the Portfolio or, at the option of the lending agent, to replace the securities. In the event of the bankruptcy of the borrower, a Portfolio could experience delay in recovering the loaned securities or only recover cash or a security of equivalent value.

------

Subject to their stated investment policies, each Portfolio with securities on loan will generally invest the cash collateral received for the loaned securities in the Short Term Series, an affiliated registered ultrashort term bond fund advised by the Advisor for which the Advisor receives a management fee of 0.05% of the average daily net assets of the Short Term Series. Income received from the Short Term Series is netted with fees for securities lending and collateral investment expenses and with other payments to and from borrowers of securities. Each Portfolio also may invest the cash collateral received for the loaned securities in securities of the U.S. government or its agencies, repurchase agreements collateralized by securities of the U.S. government or its agencies, and affiliated or unaffiliated money market funds that are registered or unregistered. For purposes of this paragraph, agencies include both agency debentures and agency mortgage-backed securities. Additionally, each Portfolio will be able to terminate the loan at any time and will receive reasonable interest on the loan, as well as amounts equal to any dividends, interest or, other distributions on the loaned securities. However, dividend income received from loaned securities may not be eligible for taxation at qualified dividend income rates.

**K. Indemnitees; Contractual Obligations:**

Under the Fund's organizational documents, its Officers and Directors are indemnified against certain liabilities arising out of the performance of their duties to the Fund.

In the normal course of business, the Fund enters into contracts that contain a variety of representations and warranties that provide general indemnification. The Fund's maximum exposure under these arrangements is unknown, as this would involve future claims that may be made against the Fund and/or its affiliates that have not yet occurred. However, based on experience, the Fund expects the risk of loss to be remote.

**L. In-Kind Redemptions:**

During the year ended October 31, 2025, the Portfolios listed below realized net gains (losses) on in-kind redemptions as follows (amounts in thousands):

---

| | |
|:---|:---|
| U.S. Large Cap Equity Portfolio  | &nbsp;&nbsp; $126984 |
| U.S. Large Cap Value Portfolio  | &nbsp;&nbsp; 3562961 |
| U.S. Targeted Value Portfolio  | &nbsp;&nbsp; 1776910 |
| U.S. Small Cap Value Portfolio  | &nbsp;&nbsp; 1820524 |
| U.S. Core Equity 1 Portfolio  | &nbsp;&nbsp; 1896245 |
| U.S. Core Equity 2 Portfolio  | &nbsp;&nbsp; 2989430 |
| U.S. Vector Equity Portfolio  | &nbsp;&nbsp; 688869 |
| U.S. Small Cap Portfolio  | &nbsp;&nbsp; 1625258 |
| U.S. Micro Cap Portfolio  | &nbsp;&nbsp; 1799330 |
| U.S. High Relative Profitability Portfolio  | &nbsp;&nbsp; 485361 |
| DFA Real Estate Securities Portfolio  | &nbsp;&nbsp; 476197 |

---

**M. Segment Reporting:**

In this reporting period, the Portfolios adopted FASB Accounting Standards Update 2023-07, Segment Reporting (Topic 280) – Improvements to Reportable Segment Disclosures ("ASU 2023-07"). The adoption of the new standard only impacted financial statement disclosures and did not affect each Portfolio's financial position or the results of its operations. An operating segment is defined in Topic 280 as a component of a public entity that (i) engages in business activities from which it may recognize revenues and incur expenses, (ii) has operating results that are regularly reviewed by the public entity's chief operating decision maker ("CODM") to make decisions about resources to be allocated to the segment and assess its performance, and (iii) has discrete financial information available. The Fund's Co-Chief Executive Officers and the Chief Financial Officer act as the Portfolios' CODM. Each Portfolio represents a single operating segment, as the CODM monitors the operating results of the Portfolio as a whole. Each Portfolio's long-term strategic asset allocation is executed by its portfolio management team and guided by each Portfolio's investment objective and principal investment strategies, as described in each Portfolio's

------

respective prospectus. The financial information provided to and reviewed by the CODM is consistent with that presented in each Portfolio's Schedule of Investments, Statement of Operations, Statement of Changes in Net Assets, and Financial Highlights.

**N. New Accounting Pronouncement:**

In December 2023, the FASB issued Accounting Standards Update 2023-09, Income Taxes (Topic 740) – Improvements to Income Tax Disclosures ("ASU 2023-09"). Effective for annual periods beginning after December 15, 2024, the amendments require greater disaggregation of disclosures related to income taxes paid. The ASU 2023-09 allows for early adoption and requires that amendments be applied on a prospective basis. Management is currently evaluating the impact of the ASU 2023-09 but does not expect the guidance to materially impact the financial statements.

**O. Other:**

As of October 31, 2025, the following number of shareholders, each holding greater than 5%, held the following approximate percentages of the Portfolios' outstanding shares. One or more of the shareholders may be omnibus accounts, which typically hold shares for the benefit of several other underlying investors. Significant shareholder transactions by these shareholders, if any, may impact the Portfolios' performance.

---

| | | | |
|:---|:---|:---|:---|
|  | **Number of** <br>**Shareholders**<br>| **Approximate** <br>**Percentage of** <br>**Outstanding Shares**<br>| **Approximate Percentage** <br>**of Outstanding Shares** <br>**Held by Advisor** <br>**and/or Affiliates**<br>|
| Enhanced U.S. Large Company Portfolio | &nbsp;&nbsp; 3 | &nbsp;&nbsp; 73<br> %<br>| &nbsp;&nbsp; 0<br> %<br>|
| U.S. Large Cap Equity Portfolio | &nbsp;&nbsp; 3 | &nbsp;&nbsp; 84<br> %<br>| &nbsp;&nbsp; 0<br> %<br>|
| U.S. Large Cap Value Portfolio | &nbsp;&nbsp; 2 | &nbsp;&nbsp; 69<br> %<br>| &nbsp;&nbsp; 0<br> %<br>|
| U.S. Targeted Value Portfolio | &nbsp;&nbsp; 2 | &nbsp;&nbsp; 52<br> %<br>| &nbsp;&nbsp; 0<br> %<br>|
| U.S. Small Cap Value Portfolio | &nbsp;&nbsp; 3 | &nbsp;&nbsp; 72<br> %<br>| &nbsp;&nbsp; 0<br> %<br>|
| U.S. Core Equity 1 Portfolio | &nbsp;&nbsp; 3 | &nbsp;&nbsp; 73<br> %<br>| &nbsp;&nbsp; 0<br> %<br>|
| U.S. Core Equity 2 Portfolio | &nbsp;&nbsp; 4 | &nbsp;&nbsp; 82<br> %<br>| &nbsp;&nbsp; 16<br> %<br>|
| U.S. Vector Equity Portfolio | &nbsp;&nbsp; 2 | &nbsp;&nbsp; 72<br> %<br>| &nbsp;&nbsp; 0<br> %<br>|
| U.S. Small Cap Portfolio | &nbsp;&nbsp; 2 | &nbsp;&nbsp; 52<br> %<br>| &nbsp;&nbsp; 0<br> %<br>|
| U.S. Micro Cap Portfolio | &nbsp;&nbsp; 3 | &nbsp;&nbsp; 83<br> %<br>| &nbsp;&nbsp; 0<br> %<br>|
| U.S. High Relative Profitability Portfolio | &nbsp;&nbsp; 3 | &nbsp;&nbsp; 84<br> %<br>| &nbsp;&nbsp; 0<br> %<br>|
| DFA Real Estate Securities Portfolio | &nbsp;&nbsp; 2 | &nbsp;&nbsp; 62<br> %<br>| &nbsp;&nbsp; 0<br> %<br>|

---

The Portfolios are subject to claims and suits that arise from time to time in the ordinary course of business (for example, claw back litigation against former shareholders of portfolio companies that filed for bankruptcy). 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, results of operations, or cash flows, these matters are subject to inherent uncertainties and management's view of these matters may change in the future.

**P. ReFlow Redemption Service:**

A Portfolio may participate in the ReFlow liquidity program, which is designed to provide an alternative liquidity source for mutual funds experiencing net redemptions of their shares. Pursuant to the program, ReFlow Fund, LLC ("ReFlow") provides participating mutual funds with a source of cash to meet net shareholder redemptions by standing ready each business day to purchase fund shares up to the value of the net shares redeemed by other shareholders that are expected to settle that business day. A fund is not guaranteed to receive cash from ReFlow on any given day as the allocation of ReFlow's cash is based on the results of ReFlow's automated daily auction process among participating mutual funds. Following purchases of fund shares, ReFlow then generally redeems those

------

shares when the fund experiences net shareholder purchases at the end of a maximum holding period, currently 8 days, determined by ReFlow, or at other times at ReFlow's discretion. While ReFlow holds fund shares, it will have the same rights and privileges with respect to those shares as any other shareholder.

For use of the ReFlow program, a fund pays a fee to ReFlow each time it purchases fund shares, calculated by applying to the purchase amount a fee rate determined through the auction process. The current minimum fee rate (which is subject to change) is 0.14% of the value of the fund shares purchased by ReFlow, although the fund may submit a bid at a higher fee rate if it determines that doing so is in the best interest of fund shareholders. ReFlow's purchases of fund shares through the liquidity program are made on an investment-blind basis without regard to the fund's objective, policies, or anticipated performance. In accordance with federal securities laws, ReFlow is prohibited from acquiring more than 3% of the outstanding voting securities of a fund. ReFlow will periodically redeem its entire share position in the Portfolio and may request that such redemption be met in kind in accordance with redemption in-kind policies described in the Portfolio's Prospectus. If the Portfolio is part of a "master-feeder" structure, then the "feeder" Portfolio does not generally buy individual securities directly. Instead, the feeder Portfolio invests in a corresponding "master" Portfolio that in turn purchases stocks and other securities. Under a master-feeder structure, ReFlow redemptions and subscriptions take place at the feeder level, where the capital commitments are pooled, and securities are redeemed at the master level, where the securities are held. As a result, realized gains or losses will be reflected in the master Portfolio's financial statements. Purchases and redemptions of Portfolio shares by ReFlow under the program are not considered excessive short-term trading under the Portfolios' Policy Regarding Excessive Short-Term Trading.

For the year ended October 31, 2025, the Portfolios' activity in the program is listed below (amounts in thousands):

---

| | | |
|:---|:---|:---|
|  | **Value of** <br> **Purchases**<br>| **Service Fees** |
| U.S. Large Cap Equity Portfolio | &nbsp;&nbsp; $77073 | &nbsp;&nbsp; $109 |
| U.S. Large Cap Value Portfolio | &nbsp;&nbsp; 1261743 | &nbsp;&nbsp; 1777 |
| U.S. Targeted Value Portfolio | &nbsp;&nbsp; 678825 | &nbsp;&nbsp; 947 |
| U.S. Small Cap Value Portfolio | &nbsp;&nbsp; 760639 | &nbsp;&nbsp; 1049 |
| U.S. Core Equity 1 Portfolio | &nbsp;&nbsp; 1573579 | &nbsp;&nbsp; 2190 |
| U.S. Core Equity 2 Portfolio | &nbsp;&nbsp; 1136118 | &nbsp;&nbsp; 1617 |
| U.S. Vector Equity Portfolio | &nbsp;&nbsp; 320594 | &nbsp;&nbsp; 452 |
| U.S. Small Cap Portfolio | &nbsp;&nbsp; 494991 | &nbsp;&nbsp; 699 |
| U.S. Micro Cap Portfolio | &nbsp;&nbsp; 718256 | &nbsp;&nbsp; 995 |
| U.S. High Relative Profitability Portfolio | &nbsp;&nbsp; 200559 | &nbsp;&nbsp; 281 |
| DFA Real Estate Securities Portfolio | &nbsp;&nbsp; 373681 | &nbsp;&nbsp; 522 |

---

**Q. 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.

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**Report of Independent Registered Public Accounting Firm**

To the Board of Directors of DFA Investment Dimensions Group Inc. and Shareholders of Enhanced U.S. Large Company Portfolio, U.S. Large Cap Equity Portfolio, U.S. Large Cap Value Portfolio, 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, U.S. High Relative Profitability Portfolio and DFA Real Estate Securities Portfolio

**Opinions on the Financial Statements**

We have audited the accompanying statements of assets and liabilities, including the schedules of investments, of Enhanced U.S. Large Company Portfolio, U.S. Large Cap Equity Portfolio, U.S. Targeted Value Portfolio, U.S. Large Cap 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, U.S. High Relative Profitability Portfolio and DFA Real Estate Securities Portfolio (twelve of the portfolios constituting DFA Investment Dimensions Group Inc., hereafter collectively referred to as the "Portfolios") as of October 31, 2025, the related statements of operations for the year ended October 31, 2025, the statements of changes in net assets for each of the two years in the period ended October 31, 2025, including the related notes, and the financial highlights for each of the five years in the period ended October 31, 2025 (collectively referred to as the "financial statements"). In our opinion, the financial statements present fairly, in all material respects, the financial position of each of the Portfolios as of October 31, 2025, the results of each of their operations for the year then ended, the changes in each of their net assets for each of the two years in the period ended October 31, 2025, and each of the financial highlights for each of the five years in the period ended October 31, 2025 in conformity with accounting principles generally accepted in the United States of America.

**Basis for Opinions**

 ****

These financial statements are the responsibility of the Portfolios' management. Our responsibility is to express an opinion on the Portfolios' financial statements based on our audits. We are a public accounting firm registered with the Public Company Accounting Oversight Board (United States) (PCAOB) and are required to be independent with respect to the Portfolios in accordance with the U.S. federal securities laws and the applicable rules and regulations of the Securities and Exchange Commission and the PCAOB.

We conducted our audits of these financial statements in accordance with the standards of the PCAOB. Those standards require that we plan and perform the audit to obtain reasonable assurance about whether the financial statements are free of material misstatement, whether due to error or fraud.

Our audits included performing procedures to assess the risks of material misstatement of the financial statements, whether due to error or fraud, and performing procedures that respond to those risks. Such procedures included examining, on a test basis, evidence regarding the amounts and disclosures in the financial statements. Our audits also included evaluating the accounting principles used and significant estimates made by management, as well as evaluating the overall presentation of the financial

PricewaterhouseCoopers LLP, Two Commerce Square, Suite 1700, 2001 Market Street, Philadelphia, PA 19103-7042 T: (267) 330 3000, www.pwc.com/us

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![](logo_01.jpg)

statements. Our procedures included confirmation of securities owned as of October 31, 2025 by correspondence with the custodians, brokers and transfer agents of the investee funds; when replies were not received from brokers, we performed other auditing procedures. We believe that our audits provide a reasonable basis for our opinions.

/s/ PricewaterhouseCoopers LLP

Philadelphia, Pennsylvania

December 19, 2025

We have served as the auditor of one or more investment companies in Dimensional Fund Advisors L.P. investment company group since 1981.

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**DFA Commodity Strategy Portfolio**

**CONSOLIDATED SCHEDULE OF INVESTMENTS**

**October 31, 2025**

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

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Face** <br>**Amount**<br>| **Value†** |
|  |  | **(000)** |  |
| AGENCY OBLIGATIONS — (0.3%) | AGENCY OBLIGATIONS — (0.3%) | AGENCY OBLIGATIONS — (0.3%) | AGENCY OBLIGATIONS — (0.3%) |
| Federal National Mortgage <br> Association  | Federal National Mortgage <br> Association  |  |  |
| (r) | SOFR + 0.260%, <br> FRN, 4.300%, <br> 11/05/27<br>| 2500 | $2511625 |
| BONDS — (47.0%) | BONDS — (47.0%) | BONDS — (47.0%) | BONDS — (47.0%) |
| AUSTRALIA — (7.3%) | AUSTRALIA — (7.3%) | AUSTRALIA — (7.3%) | AUSTRALIA — (7.3%) |
| Australia & New Zealand <br> Banking Group Ltd.  | Australia & New Zealand <br> Banking Group Ltd.  |  |  |
|  | SOFR + 0.680%, <br> FRN, 4.966%, <br> 07/16/27<br>| 19300 | 19392199 |
| (r)Ω | SOFR + 0.680%, <br> FRN, 4.966%, <br> 07/16/27<br>| 4000 | 4019109 |
| Commonwealth Bank of <br> Australia  | Commonwealth Bank of <br> Australia  |  |  |
|  | SOFR + 0.460%, <br> FRN, 4.746%, <br> 11/27/26<br>| 3400 | 3398706 |
| (r)Ω | SOFR + 0.460%, <br> FRN, 4.746%, <br> 11/27/26<br>| 1000 | 999620 |
| (r)Ω | SOFR + 0.640%, <br> FRN, 4.905%, <br> 03/14/28<br>| 6500 | 6530862 |
| Glencore Funding LLC, <br> SOFR + 1.060%, FRN | Glencore Funding LLC, <br> SOFR + 1.060%, FRN |  |  |
| (r)Ω | 5.170%, 04/04/27 | 517 | 519701 |
| Macquarie Bank Ltd.  | Macquarie Bank Ltd.  |  |  |
| (r) | SOFR + 0.920%, <br> FRN, 5.190%, <br> 07/02/27<br>| 5000 | 5036267 |
| (r)Ω | SOFR + 0.740%, <br> FRN, 5.006%, <br> 06/12/28<br>| 1500 | 1507587 |
| National Australia Bank <br> Ltd., SOFR + 0.620%, <br> FRN | National Australia Bank <br> Ltd., SOFR + 0.620%, <br> FRN |  |  |
| (r)Ω | 4.888%, 06/11/27 | 16950 | 16988713 |
| Westpac Banking Corp., <br> SOFR + 0.460%, FRN | Westpac Banking Corp., <br> SOFR + 0.460%, FRN |  |  |
| (r) | 4.747%, 10/20/26 | 15550 | 15576223 |
| TOTAL AUSTRALIA | TOTAL AUSTRALIA |  | 73968987 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Face**<br> **Amount**<br>| **Value†** |
|  |  | **(000)** |  |
| AUSTRIA — (0.2%) | AUSTRIA — (0.2%) | AUSTRIA — (0.2%) | AUSTRIA — (0.2%) |
| Oesterreichische Kontrollbank <br> AG  | Oesterreichische Kontrollbank <br> AG  |  |  |
|  | 4.625%, 11/03/25 | 1828 | 1828000 |
| CANADA — (1.4%) | CANADA — (1.4%) | CANADA — (1.4%) | CANADA — (1.4%) |
| Bank of Montreal, SOFR + <br> 1.330%, FRN | Bank of Montreal, SOFR + <br> 1.330%, FRN |  |  |
| (r) | 5.520%, 06/05/26 | 2100 | $2112040 |
| Canadian Imperial Bank of <br> Commerce, SOFR + <br> 1.220%, FRN | Canadian Imperial Bank of <br> Commerce, SOFR + <br> 1.220%, FRN |  |  |
| (r) | 5.334%, 10/02/26 | 2200 | 2217523 |
| Rogers Communications, <br> Inc.  | Rogers Communications, <br> Inc.  |  |  |
|  | 3.625%, 12/15/25 | 802 | 801238 |
| Royal Bank of Canada, <br> SOFR + 0.950%, FRN | Royal Bank of Canada, <br> SOFR + 0.950%, FRN |  |  |
| (r) | 5.040%, 01/19/27 | 3600 | 3623779 |
| Toronto-Dominion Bank  | Toronto-Dominion Bank  |  |  |
| (r) | SOFR + 1.080%, <br> FRN, 5.173%, <br> 07/17/26<br>| 2900 | 2917489 |
| (r) | SOFR + 0.820%, <br> FRN, 4.883%, <br> 01/31/28<br>| 905 | 908533 |
| (r) | SOFR + 0.910%, <br> FRN, 5.119%, <br> 06/02/28<br>| 1100 | 1105123 |
| TOTAL CANADA | TOTAL CANADA |  | 13685725 |
| FRANCE — (1.5%) | FRANCE — (1.5%) | FRANCE — (1.5%) | FRANCE — (1.5%) |
| Agence Francaise de <br> Developpement EPIC  | Agence Francaise de <br> Developpement EPIC  |  |  |
|  | 0.625%, 01/22/26 | 3800 | 3770737 |
| Caisse des Depots et <br> Consignations  | Caisse des Depots et <br> Consignations  |  |  |
|  | 4.250%, 01/20/26 | 4400 | 4399754 |
| Credit Agricole SA, SOFR <br> + 0.870%, FRN | Credit Agricole SA, SOFR <br> + 0.870%, FRN |  |  |
| (r)Ω | 5.036%, 03/11/27 | 7250 | 7278747 |
| TOTAL FRANCE | TOTAL FRANCE |  | 15449238 |
| GERMANY — (1.8%) | GERMANY — (1.8%) | GERMANY — (1.8%) | GERMANY — (1.8%) |
| Bayer U.S. Finance II LLC  | Bayer U.S. Finance II LLC  |  |  |
| Ω | 4.250%, 12/15/25 | 500 | 499761 |

---

------

**DFA Commodity Strategy Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Face**<br> **Amount**<br>| **Value†** |
|  |  | **(000)** |  |
| GERMANY — (Continued) | GERMANY — (Continued) | GERMANY — (Continued) | GERMANY — (Continued) |
| BMW U.S. Capital LLC  | BMW U.S. Capital LLC  |  |  |
| (r)Ω | SOFR + 0.550%, <br> FRN, 4.664%, <br> 04/02/26<br>| 2000 | $2002100 |
| (r)Ω | SOFR + 0.710%, <br> FRN, 4.991%, <br> 08/11/27<br>| 2143 | 2150381 |
| Daimler Truck Finance <br> North America LLC, <br> SOFR + 0.840%, FRN | Daimler Truck Finance <br> North America LLC, <br> SOFR + 0.840%, FRN |  |  |
| (r)Ω | 4.940%, 01/13/28 | 4830 | 4834202 |
| Deutsche Bank AG  | Deutsche Bank AG  |  |  |
|  | 4.100%, 01/13/26 | 1300 | 1299197 |
| Mercedes-Benz Finance North <br> America LLC  | Mercedes-Benz Finance North <br> America LLC  |  |  |
| (r)Ω | SOFR + 0.670%, <br> FRN, 4.780%, <br> 01/09/26<br>| 3800 | 3802140 |
| (r)Ω | SOFR + 0.930%, <br> FRN, 5.048%, <br> 03/31/28<br>| 1600 | 1605520 |
| Volkswagen Group of <br> America Finance LLC, <br> SOFR + 0.830%, FRN | Volkswagen Group of <br> America Finance LLC, <br> SOFR + 0.830%, FRN |  |  |
| (r)Ω | 4.958%, 03/20/26 | 1700 | 1701513 |
| TOTAL GERMANY | TOTAL GERMANY |  | 17894814 |
| ITALY — (0.4%) | ITALY — (0.4%) | ITALY — (0.4%) | ITALY — (0.4%) |
| Republic of Italy Government <br> International Bonds  | Republic of Italy Government <br> International Bonds  |  |  |
|  | 1.250%, 02/17/26 | 4266 | 4229729 |
| JAPAN — (2.1%) | JAPAN — (2.1%) | JAPAN — (2.1%) | JAPAN — (2.1%) |
| Nomura Holdings, Inc.  | Nomura Holdings, Inc.  |  |  |
|  | 5.709%, 01/09/26 | 920 | 922006 |
| NTT Finance Corp.  | NTT Finance Corp.  |  |  |
| Ω | 1.162%, 04/03/26 | 500 | 493688 |
| (r)Ω | SOFR + 1.080%, <br> FRN, 5.358%, <br> 07/16/28<br>| 8250 | 8334810 |
| Sumitomo Mitsui Financial <br> Group, Inc.  | Sumitomo Mitsui Financial <br> Group, Inc.  |  |  |
| (r) | SOFR + 1.430%, <br> FRN, 5.705%, <br> 01/13/26<br>| 830 | 832065 |
| (r) | SOFR + 1.300%, <br> FRN, 5.575%, <br> 07/13/26<br>| 208 | 209446 |
| (r) | SOFR + 0.880%, <br> FRN, 5.156%, <br> 01/14/27<br>| 1657 | 1665798 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Face**<br> **Amount**<br>| **Value†** |
|  |  | **(000)** |  |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |
| Sumitomo Mitsui Trust Bank Ltd.  | Sumitomo Mitsui Trust Bank Ltd.  |  |  |
| (r)Ω | SOFR + 1.120%, <br> FRN, 5.398%, <br> 03/09/26<br>| 4500 | $4513992 |
| (r)Ω | SOFR + 1.150%, <br> FRN, 5.417%, <br> 09/14/26<br>| 1750 | 1761517 |
| (r)Ω | SOFR + 0.980%, <br> FRN, 5.257%, <br> 09/10/27<br>| 3000 | 3030171 |
| TOTAL JAPAN | TOTAL JAPAN |  | 21763493 |
| NETHERLANDS — (1.3%) | NETHERLANDS — (1.3%) | NETHERLANDS — (1.3%) | NETHERLANDS — (1.3%) |
| ABN AMRO Bank NV, <br> SOFR + 0.750%, FRN | ABN AMRO Bank NV, <br> SOFR + 0.750%, FRN |  |  |
| (r)Ω | 4.858%, 07/07/28 | 5000 | 5008972 |
| Cooperatieve Rabobank UA  | Cooperatieve Rabobank UA  |  |  |
| (r) | SOFR + 0.600%, <br> FRN, 4.687%, <br> 01/21/28<br>| 5700 | 5707323 |
| (r) | SOFR + 0.590%, <br> FRN, 4.683%, <br> 10/17/28<br>| 2600 | 2602236 |
| TOTAL NETHERLANDS | TOTAL NETHERLANDS |  | 13318531 |
| SINGAPORE — (2.1%) | SINGAPORE — (2.1%) | SINGAPORE — (2.1%) | SINGAPORE — (2.1%) |
| DBS Group Holdings Ltd., <br> SOFR + 0.600%, FRN | DBS Group Holdings Ltd., <br> SOFR + 0.600%, FRN |  |  |
| (r)Ω | 4.858%, 03/21/28 | 20000 | 20081865 |
| Temasek Financial I Ltd., <br> SOFR + 0.380%, FRN | Temasek Financial I Ltd., <br> SOFR + 0.380%, FRN |  |  |
| (r)Ω | 4.676%, 08/20/27 | 1640 | 1640607 |
| TOTAL SINGAPORE | TOTAL SINGAPORE |  | 21722472 |
| SUPRANATIONAL ORGANIZATION OBLIGATIONS — (6.0%) | SUPRANATIONAL ORGANIZATION OBLIGATIONS — (6.0%) | SUPRANATIONAL ORGANIZATION OBLIGATIONS — (6.0%) | SUPRANATIONAL ORGANIZATION OBLIGATIONS — (6.0%) |
| Asian Development Bank, <br> SOFR + 1.000%, FRN | Asian Development Bank, <br> SOFR + 1.000%, FRN |  |  |
| (r) | 5.115%, 04/06/27 | 5835 | 5896565 |
| European Bank for <br> Reconstruction & <br> Development, SOFR + <br> 0.330%, FRN | European Bank for <br> Reconstruction & <br> Development, SOFR + <br> 0.330%, FRN |  |  |
| (r) | 4.590%, 02/20/28 | 10000 | 10009587 |
| Inter-American <br> Development Bank, <br> SOFR + 0.350%, FRN | Inter-American <br> Development Bank, <br> SOFR + 0.350%, FRN |  |  |
| (r) | 4.466%, 10/04/27 | 22000 | 22037168 |

---

------

**DFA Commodity Strategy Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Face**<br> **Amount**<br>| **Value†** |
|  |  | **(000)** |  |
| SUPRANATIONAL ORGANIZATION OBLIGATIONS — <br> (Continued) | SUPRANATIONAL ORGANIZATION OBLIGATIONS — <br> (Continued) | SUPRANATIONAL ORGANIZATION OBLIGATIONS — <br> (Continued) | SUPRANATIONAL ORGANIZATION OBLIGATIONS — <br> (Continued) |
| International Bank for <br> Reconstruction & <br> Development  | International Bank for <br> Reconstruction & <br> Development  |  |  |
| (r) | SOFR + 0.270%, <br> FRN, 4.440%, <br> 06/15/27<br>| 16000 | $16009940 |
| (r) | SOFR + 0.430%, <br> FRN, 4.694%, <br> 08/19/27<br>| 7368 | 7395556 |
| TOTAL SUPRANATIONAL <br> ORGANIZATION <br> OBLIGATIONS | TOTAL SUPRANATIONAL <br> ORGANIZATION <br> OBLIGATIONS |  | 61348816 |
| SWEDEN — (0.5%) | SWEDEN — (0.5%) | SWEDEN — (0.5%) | SWEDEN — (0.5%) |
| Svenska Handelsbanken AB  | Svenska Handelsbanken AB  |  |  |
| (r)Ω | SOFR + 1.250%, <br> FRN, 5.408%, <br> 06/15/26<br>| 5000 | 5033104 |
| UNITED KINGDOM — (1.2%) | UNITED KINGDOM — (1.2%) | UNITED KINGDOM — (1.2%) | UNITED KINGDOM — (1.2%) |
| GlaxoSmithKline Capital <br> PLC, SOFR + 0.500%, <br> FRN | GlaxoSmithKline Capital <br> PLC, SOFR + 0.500%, <br> FRN |  |  |
| (r) | 4.662%, 03/12/27 | 3350 | 3367843 |
| NatWest Markets PLC, <br> SOFR + 0.950%, FRN | NatWest Markets PLC, <br> SOFR + 0.950%, FRN |  |  |
| (r)Ω | 5.078%, 03/21/28 | 9000 | 9046489 |
| TOTAL UNITED <br> KINGDOM | TOTAL UNITED <br> KINGDOM |  | 12414332 |
| UNITED STATES — (21.2%) | UNITED STATES — (21.2%) | UNITED STATES — (21.2%) | UNITED STATES — (21.2%) |
| 7-Eleven, Inc.  | 7-Eleven, Inc.  |  |  |
|  | 0.950%, 02/10/26 | 130 | 128781 |
| American Electric Power <br> Co., Inc.  | American Electric Power <br> Co., Inc.  |  |  |
|  | 1.000%, 11/01/25 | 1495 | 1495000 |
| American Express Co., <br> SOFR + 0.760%, FRN | American Express Co., <br> SOFR + 0.760%, FRN |  |  |
| (r) | 5.029%, 02/13/26 | 8876 | 8882237 |
| American Honda Finance Corp.  | American Honda Finance Corp.  |  |  |
| (r) | SOFR + 0.920%, <br> FRN, 5.020%, <br> 01/12/26<br>| 1140 | 1141563 |
| (r) | SOFR + 0.720%, <br> FRN, 4.830%, <br> 10/05/26<br>| 1055 | 1057573 |
| (r) | SOFR + 0.770%, <br> FRN, 4.932%, <br> 03/12/27<br>| 440 | 440807 |

---

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| | | | |
|:---|:---|:---|:---|
|  |  | **Face**<br> **Amount**<br>| **Value†** |
|  |  | **(000)** |  |
| UNITED STATES — (Continued) | UNITED STATES — (Continued) | UNITED STATES — (Continued) | UNITED STATES — (Continued) |
| #(r) | SOFR + 0.820%, <br> FRN, 5.024%, <br> 03/03/28<br>| 2500 | $2502779 |
| American Tower Corp.  | American Tower Corp.  |  |  |
|  | 4.400%, 02/15/26 | 5151 | 5151143 |
| Aon Global Ltd.  | Aon Global Ltd.  |  |  |
|  | 3.875%, 12/15/25 | 1055 | 1054466 |
| Boeing Co.  | Boeing Co.  |  |  |
|  | 3.100%, 05/01/26 | 5000 | 4971200 |
| Boston Properties LP  | Boston Properties LP  |  |  |
|  | 3.650%, 02/01/26 | 2117 | 2112671 |
| Cargill, Inc., SOFR + <br> 0.610%, FRN | Cargill, Inc., SOFR + <br> 0.610%, FRN |  |  |
| (r)Ω | 4.891%, 02/11/28 | 3500 | 3507701 |
| Caterpillar Financial Services <br> Corp.  | Caterpillar Financial Services <br> Corp.  |  |  |
| (r) | SOFR + 0.690%, <br> FRN, 4.784%, <br> 10/16/26<br>| 6500 | 6530671 |
| (r) | SOFR + 0.520%, <br> FRN, 4.784%, <br> 05/14/27<br>| 1066 | 1068860 |
| Charles Schwab Corp., <br> SOFR + 0.520%, FRN | Charles Schwab Corp., <br> SOFR + 0.520%, FRN |  |  |
| #(r) | 4.789%, 05/13/26 | 7200 | 7201845 |
| Chevron USA, Inc., SOFR <br> + 0.470%, FRN | Chevron USA, Inc., SOFR <br> + 0.470%, FRN |  |  |
| (r) | 4.698%, 02/26/28 | 14178 | 14218365 |
| Cigna Group  | Cigna Group  |  |  |
|  | 1.250%, 03/15/26 | 2502 | 2474623 |
| Citibank NA, SOFR + <br> 0.781%, FRN | Citibank NA, SOFR + <br> 0.781%, FRN |  |  |
| (r) | 4.988%, 05/29/27 | 1000 | 1007203 |
| Consolidated Edison Co. of <br> New York, Inc., SOFR + <br> 0.520%, FRN | Consolidated Edison Co. of <br> New York, Inc., SOFR + <br> 0.520%, FRN |  |  |
| (r) | 4.777%, 11/18/27 | 7600 | 7604028 |
| Crown Castle, Inc.  | Crown Castle, Inc.  |  |  |
|  | 4.450%, 02/15/26 | 578 | 577609 |
| CVS Health Corp.  | CVS Health Corp.  |  |  |
|  | 5.000%, 02/20/26 | 5100 | 5107661 |
| Dow Chemical Co.  | Dow Chemical Co.  |  |  |
|  | 4.550%, 11/30/25 | 2000 | 2000191 |
| DuPont de Nemours, Inc.  | DuPont de Nemours, Inc.  |  |  |
|  | 4.493%, 11/15/25 | 3032 | 3031372 |
| Elevance Health, Inc.  | Elevance Health, Inc.  |  |  |
|  | 1.500%, 03/15/26 | 760 | 752472 |
| FedEx Corp.  | FedEx Corp.  |  |  |
|  | 3.250%, 04/01/26 | 1000 | 995783 |

---

------

**DFA Commodity Strategy Portfolio**

**CONTINUED**

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| | | | |
|:---|:---|:---|:---|
|  |  | **Face**<br> **Amount**<br>| **Value†** |
|  |  | **(000)** |  |
| UNITED STATES — (Continued) | UNITED STATES — (Continued) | UNITED STATES — (Continued) | UNITED STATES — (Continued) |
| General Electric Co., <br> TSFR3M + 0.642%, <br> FRN | General Electric Co., <br> TSFR3M + 0.642%, <br> FRN |  |  |
| (r) | 4.963%, 05/05/26 | 6714 | $6727621 |
| General Motors Financial Co., <br> Inc.  | General Motors Financial Co., <br> Inc.  |  |  |
|  | 1.250%, 01/08/26 | 2620 | 2604717 |
| (r) | SOFR + 1.350%, <br> FRN, 5.634%, <br> 05/08/27<br>| 1600 | 1608240 |
| HCA, Inc., SOFR + <br> 0.870%, FRN | HCA, Inc., SOFR + <br> 0.870%, FRN |  |  |
| (r) | 5.082%, 03/01/28 | 1500 | 1510072 |
| Hewlett Packard Enterprise <br> Co., SOFR + 0.960%, <br> FRN | Hewlett Packard Enterprise <br> Co., SOFR + 0.960%, <br> FRN |  |  |
| #(r) | 5.118%, 09/15/28 | 6000 | 6017728 |
| HSBC USA, Inc.  | HSBC USA, Inc.  |  |  |
| (r) | SOFR + 0.960%, <br> FRN, 5.154%, <br> 03/04/27<br>| 2250 | 2263185 |
| (r) | SOFR + 0.970%, <br> FRN, 5.174%, <br> 06/03/28<br>| 7000 | 7049558 |
| Intel Corp.  | Intel Corp.  |  |  |
|  | 4.875%, 02/10/26 | 540 | 540826 |
| Intercontinental Exchange, <br> Inc.  | Intercontinental Exchange, <br> Inc.  |  |  |
|  | 3.750%, 12/01/25 | 3575 | 3572855 |
| John Deere Capital Corp.  | John Deere Capital Corp.  |  |  |
| (r) | SOFR + 0.440%, <br> FRN, 4.644%, <br> 03/06/26<br>| 2500 | 2502197 |
| (r) | SOFR + 0.500%, <br> FRN, 4.704%, <br> 03/06/28<br>| 7000 | 7008896 |
| JPMorgan Chase Bank <br> NA, SOFR + 1.000%, <br> FRN | JPMorgan Chase Bank <br> NA, SOFR + 1.000%, <br> FRN |  |  |
| (r) | 5.186%, 12/08/26 | 5250 | 5287868 |
| Keurig Dr. Pepper, Inc., <br> SOFR + 0.580%, FRN | Keurig Dr. Pepper, Inc., <br> SOFR + 0.580%, FRN |  |  |
| (r) | 4.840%, 11/15/26 | 1500 | 1500008 |
| Mastercard, Inc., SOFR + <br> 0.440%, FRN | Mastercard, Inc., SOFR + <br> 0.440%, FRN |  |  |
| (r) | 4.598%, 03/15/28 | 5100 | 5104780 |
| National Rural Utilities <br> Cooperative Finance Corp.  | National Rural Utilities <br> Cooperative Finance Corp.  |  |  |
| (r) | SOFR + 0.400%, <br> FRN, 4.604%, <br> 12/03/25<br>| 2000 | 2000204 |

---

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| | | | |
|:---|:---|:---|:---|
|  |  | **Face**<br> **Amount**<br>| **Value†** |
|  |  | **(000)** |  |
| UNITED STATES — (Continued) | UNITED STATES — (Continued) | UNITED STATES — (Continued) | UNITED STATES — (Continued) |
| (r) | SOFR + 0.820%, <br> FRN, 4.974%, <br> 09/16/27<br>| 750 | $753955 |
| National Securities <br> Clearing Corp., SOFR + <br> 0.570%, FRN | National Securities <br> Clearing Corp., SOFR + <br> 0.570%, FRN |  |  |
| (r)Ω | 4.813%, 05/20/27 | 3750 | 3761350 |
| NextEra Energy Capital <br> Holdings, Inc., SOFR + <br> 0.760%, FRN | NextEra Energy Capital <br> Holdings, Inc., SOFR + <br> 0.760%, FRN |  |  |
| (r) | 4.829%, 01/29/26 | 7800 | 7809923 |
| NNN REIT, Inc.  | NNN REIT, Inc.  |  |  |
|  | 4.000%, 11/15/25 | 600 | 599779 |
| Oracle Corp.  | Oracle Corp.  |  |  |
|  | 5.800%, 11/10/25 | 2800 | 2800715 |
| PayPal Holdings, Inc., <br> SOFR + 0.670%, FRN | PayPal Holdings, Inc., <br> SOFR + 0.670%, FRN |  |  |
| (r) | 4.856%, 03/06/28 | 5623 | 5640591 |
| Penske Truck Leasing Co. <br> LP/PTL Finance Corp.  | Penske Truck Leasing Co. <br> LP/PTL Finance Corp.  |  |  |
| Ω | 1.200%, 11/15/25 | 5736 | 5728721 |
| PepsiCo, Inc.  | PepsiCo, Inc.  |  |  |
|  | 5.250%, 11/10/25 | 200 | 200036 |
| #(r) | SOFR + 0.400%, <br> FRN, 4.669%, <br> 02/13/26<br>| 3020 | 3023020 |
| Philip Morris International, Inc.  | Philip Morris International, Inc.  |  |  |
|  | 5.000%, 11/17/25 | 2440 | 2440599 |
|  | 4.875%, 02/13/26 | 5600 | 5609226 |
| Public Storage Operating <br> Co., SOFR + 0.700%, <br> FRN | Public Storage Operating <br> Co., SOFR + 0.700%, <br> FRN |  |  |
| (r) | 4.794%, 04/16/27 | 10100 | 10131361 |
| Realty Income Corp.  | Realty Income Corp.  |  |  |
|  | 4.625%, 11/01/25 | 200 | 200000 |
| RTX Corp.  | RTX Corp.  |  |  |
|  | 5.000%, 02/27/26 | 665 | 666069 |
| Southwestern Electric <br> Power Co.  | Southwestern Electric <br> Power Co.  |  |  |
|  | 1.650%, 03/15/26 | 650 | 643952 |
| T-Mobile USA, Inc.  | T-Mobile USA, Inc.  |  |  |
|  | 1.500%, 02/15/26 | 3500 | 3471030 |
| Toyota Motor Credit Corp.  | Toyota Motor Credit Corp.  |  |  |
| (r) | SOFR + 0.890%, <br> FRN, 5.147%, <br> 05/18/26<br>| 1800 | 1806110 |
| (r) | SOFR + 0.650%, <br> FRN, 4.782%, <br> 03/19/27<br>| 7900 | 7931993 |
| Vontier Corp.  | Vontier Corp.  |  |  |
|  | 1.800%, 04/01/26 | 5000 | 4947243 |

---

------

**DFA Commodity Strategy Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Face**<br> **Amount**<br>| **Value†** |
|  |  | **(000)** |  |
| UNITED STATES — (Continued) | UNITED STATES — (Continued) | UNITED STATES — (Continued) | UNITED STATES — (Continued) |
| Wells Fargo Bank NA, <br> SOFR + 1.070%, FRN | Wells Fargo Bank NA, <br> SOFR + 1.070%, FRN |  |  |
| (r) | 5.236%, 12/11/26 | 5930 | $5991802 |
| Williams Cos., Inc.  | Williams Cos., Inc.  |  |  |
|  | 5.400%, 03/02/26 | 800 | 802996 |
| TOTAL UNITED STATES | TOTAL UNITED STATES |  | 215275830 |
| TOTAL BONDS | TOTAL BONDS |  | 477933071 |
| U.S. TREASURY OBLIGATIONS — (21.7%) | U.S. TREASURY OBLIGATIONS — (21.7%) | U.S. TREASURY OBLIGATIONS — (21.7%) | U.S. TREASURY OBLIGATIONS — (21.7%) |
| U.S. Treasury Bills  | U.S. Treasury Bills  |  |  |
| ∞ | 4.074%, 11/25/25  | 15000 | 14964443 |
| ~∞ | 4.177%, 11/28/25  | 68000 | 67817524 |
| ∞ | 3.937%, 12/23/25  | 10000 | 9946149 |
| ~∞ | 3.926%, 01/15/26  | 20000 | 19847211 |
| #∞ | 3.865%, 02/26/26  | 23000 | 22725287 |
| ~ | 3.838%, 03/19/26  | 73000 | 71974336 |
| U.S. Treasury Notes  | U.S. Treasury Notes  |  |  |
| (r) | 3M USTMMR + <br> 0.150%, FRN, <br> 3.916%, 04/30/26 <br>| 13000 | 12997477 |
| TOTAL U.S. TREASURY <br> OBLIGATIONS | TOTAL U.S. TREASURY <br> OBLIGATIONS |  | 220272427 |
| COMMERCIAL PAPER — (30.2%) | COMMERCIAL PAPER — (30.2%) | COMMERCIAL PAPER — (30.2%) | COMMERCIAL PAPER — (30.2%) |
| AUSTRALIA — (1.0%) | AUSTRALIA — (1.0%) | AUSTRALIA — (1.0%) | AUSTRALIA — (1.0%) |
| Glencore Funding LLC | Glencore Funding LLC |  |  |
| Ω | 4.290%, 12/10/25 | 2000 | 1990778 |
| Telstra Group Ltd. | Telstra Group Ltd. |  |  |
| Ω | 4.197%, 12/10/25 | 1750 | 1742235 |
| Ω | 4.149%, 01/30/26 | 7000 | 6926249 |
| TOTAL AUSTRALIA | TOTAL AUSTRALIA |  | 10659262 |
| CANADA — (4.6%) | CANADA — (4.6%) | CANADA — (4.6%) | CANADA — (4.6%) |
| Alimentation Couche-Tard, <br> Inc. | Alimentation Couche-Tard, <br> Inc. |  |  |
| Ω | 4.145%, 01/22/26 | 500 | 495189 |
| Ω | 4.252%, 01/22/26 | 7000 | 6932645 |
| John Deere Financial, Inc. | John Deere Financial, Inc. |  |  |
| Ω | 4.169%, 11/10/25 | 750 | 749176 |
| Nutrien Ltd. | Nutrien Ltd. |  |  |
| Ω | 4.594%, 11/10/25 | 500 | 499425 |
| Ω | 4.276%, 11/14/25 | 5000 | 4992011 |
| Ω | 4.236%, 12/01/25 | 500 | 498209 |
| Ω | 4.237%, 12/02/25 | 1250 | 1245379 |
| PSP Capital, Inc. | PSP Capital, Inc. |  |  |
| Ω | 4.099%, 12/05/25 | 2250 | 2241410 |
| Ω | 3.971%, 01/23/26 | 9000 | 8917680 |
| TELUS Corp. | TELUS Corp. |  |  |
| Ω | 4.979%, 11/05/25 | 2750 | 2748272 |
| Ω | 4.844%, 01/06/26 | 500 | 495712 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Face**<br> **Amount**<br>| **Value†** |
|  |  | **(000)** |  |
| CANADA — (Continued) | CANADA — (Continued) | CANADA — (Continued) | CANADA — (Continued) |
| Ω | 5.037%, 01/16/26 | 1750 | $1732813 |
| Ω | 4.512%, 02/19/26 | 500 | 492911 |
| Ω | 4.330%, 02/25/26 | 500 | 492515 |
| Toronto-Dominion Bank | Toronto-Dominion Bank |  |  |
| Ω | 4.220%, 12/15/25 | 5000 | 4974909 |
| Ω | 4.200%, 12/18/25 | 3000 | 2983927 |
| TransCanada PipeLines <br> Ltd. | TransCanada PipeLines <br> Ltd. |  |  |
| Ω | 4.252%, 11/19/25 | 5000 | 4989200 |
| Ω | 4.243%, 11/24/25 | 1750 | 1745221 |
| TOTAL CANADA | TOTAL CANADA |  | 47226604 |
| DENMARK — (0.1%) | DENMARK — (0.1%) | DENMARK — (0.1%) | DENMARK — (0.1%) |
| Danske Bank AS | Danske Bank AS |  |  |
| Ω | 4.483%, 11/05/25 | 500 | 499724 |
| FRANCE — (3.0%) | FRANCE — (3.0%) | FRANCE — (3.0%) | FRANCE — (3.0%) |
| Caisse des Depots et <br> Consignations | Caisse des Depots et <br> Consignations |  |  |
| Ω | 4.151%, 11/21/25 | 3000 | 2993172 |
| Ω | 4.167%, 12/01/25 | 5000 | 4983117 |
| Credit Agricole Corporate & <br> Investment Bank SA | Credit Agricole Corporate & <br> Investment Bank SA |  |  |
|  | 4.038%, 02/06/26 | 7500 | 7418777 |
| Electricite de France SA | Electricite de France SA |  |  |
| Ω | 4.232%, 11/21/25 | 5625 | 5611074 |
| LVMH Moet Hennessy <br> Louis Vuitton SE | LVMH Moet Hennessy <br> Louis Vuitton SE |  |  |
| Ω | 3.988%, 01/16/26 | 5000 | 4958320 |
| Sanofi SA | Sanofi SA |  |  |
| Ω | 4.169%, 12/17/25 | 3000 | 2984630 |
| TotalEnergies Capital SA | TotalEnergies Capital SA |  |  |
| Ω | 4.107%, 11/21/25 | 2000 | 1995424 |
| TOTAL FRANCE | TOTAL FRANCE |  | 30944514 |
| GERMANY — (0.5%) | GERMANY — (0.5%) | GERMANY — (0.5%) | GERMANY — (0.5%) |
| BASF SE | BASF SE |  |  |
| Ω | 4.823%, 11/07/25 | 2000 | 1998390 |
| VW Credit, Inc. | VW Credit, Inc. |  |  |
| Ω | 4.302%, 11/24/25 | 250 | 249317 |
| Ω | 4.283%, 01/22/26 | 2750 | 2723912 |
| TOTAL GERMANY | TOTAL GERMANY |  | 4971619 |
| ITALY — (0.5%) | ITALY — (0.5%) | ITALY — (0.5%) | ITALY — (0.5%) |
| Enel Finance America LLC | Enel Finance America LLC |  |  |
| Ω | 4.253%, 01/09/26 | 5000 | 4960139 |
| NETHERLANDS — (1.0%) | NETHERLANDS — (1.0%) | NETHERLANDS — (1.0%) | NETHERLANDS — (1.0%) |
| BNG Bank NV | BNG Bank NV |  |  |
| Ω | 4.074%, 12/19/25 | 10000 | 9946508 |

---

------

**DFA Commodity Strategy Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Face**<br> **Amount**<br>| **Value†** |
|  |  | **(000)** |  |
| SINGAPORE — (0.3%) | SINGAPORE — (0.3%) | SINGAPORE — (0.3%) | SINGAPORE — (0.3%) |
| DBS Bank Ltd. | DBS Bank Ltd. |  |  |
| Ω | 4.144%, 01/22/26 | 3250 | $3220483 |
| UNITED KINGDOM — (1.0%) | UNITED KINGDOM — (1.0%) | UNITED KINGDOM — (1.0%) | UNITED KINGDOM — (1.0%) |
| LSEGA Financing PLC | LSEGA Financing PLC |  |  |
| Ω | 4.252%, 11/12/25 | 4000 | 3994605 |
| Ω | 4.253%, 12/11/25 | 2500 | 2488427 |
| Ω | 4.253%, 12/12/25 | 1550 | 1542647 |
| Ω | 4.254%, 12/15/25 | 500 | 497456 |
| Standard Chartered Bank | Standard Chartered Bank |  |  |
| Ω | 4.090%, 01/14/26 | 1500 | 1487435 |
| TOTAL UNITED <br> KINGDOM | TOTAL UNITED <br> KINGDOM |  | 10010570 |
| UNITED STATES — (18.2%) | UNITED STATES — (18.2%) | UNITED STATES — (18.2%) | UNITED STATES — (18.2%) |
| American Honda Finance <br> Corp. | American Honda Finance <br> Corp. |  |  |
|  | 4.246%, 12/18/25 | 4500 | 4475142 |
| Archer-Daniels-Midland Co. | Archer-Daniels-Midland Co. |  |  |
| Ω | 4.079%, 12/18/25 | 8000 | 7957696 |
| Avangrid, Inc. | Avangrid, Inc. |  |  |
| Ω | 4.223%, 11/21/25 | 1500 | 1496470 |
| Ω | 4.218%, 12/08/25 | 4000 | 3983004 |
| Becton Dickinson & Co. | Becton Dickinson & Co. |  |  |
| Ω | 4.311%, 11/07/25 | 1250 | 1248991 |
| Ω | 4.222%, 11/21/25 | 1800 | 1795701 |
| Ω | 4.194%, 12/19/25 | 4750 | 4723370 |
| Boston Properties LP | Boston Properties LP |  |  |
| Ω | 4.324%, 11/06/25 | 3000 | 2997937 |
| Ω | 4.344%, 11/06/25 | 775 | 774467 |
| BP Capital Markets PLC | BP Capital Markets PLC |  |  |
| Ω | 4.043%, 12/10/25 | 4500 | 4479883 |
| Campbell's Co. | Campbell's Co. |  |  |
| Ω | 4.320%, 11/05/25 | 250 | 249852 |
| Ω | 4.506%, 12/03/25 | 3500 | 3486362 |
| Ω | 4.335%, 12/04/25 | 2000 | 1991970 |
| Ω | 4.183%, 12/17/25 | 1000 | 994444 |
| Charles Schwab Corp. | Charles Schwab Corp. |  |  |
| Ω | 4.669%, 11/14/25 | 2000 | 1996960 |
| Chevron Phillips Chemical <br> Co. LLC | Chevron Phillips Chemical <br> Co. LLC |  |  |
| Ω | 4.334%, 11/13/25 | 250 | 249636 |
| Ω | 4.304%, 12/18/25 | 7500 | 7459260 |
| CRH America Finance, Inc. | CRH America Finance, Inc. |  |  |
| Ω | 4.324%, 12/08/25 | 5500 | 5476151 |
| Dominion Energy, Inc. | Dominion Energy, Inc. |  |  |
| Ω | 4.279%, 11/13/25 | 3385 | 3380007 |
| Duke Energy Corp. | Duke Energy Corp. |  |  |
| Ω | 4.293%, 11/18/25 | 4000 | 3991996 |
| Ω | 4.251%, 11/20/25 | 1500 | 1496664 |
| Ω | 4.224%, 11/24/25 | 1750 | 1745326 |
| EIDP, Inc. | EIDP, Inc. |  |  |
| Ω | 4.282%, 11/13/25 | 5500 | 5491905 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Face**<br> **Amount**<br>| **Value†** |
|  |  | **(000)** |  |
| UNITED STATES — (Continued) | UNITED STATES — (Continued) | UNITED STATES — (Continued) | UNITED STATES — (Continued) |
| Ω | 4.303%, 11/13/25 | 2000 | $1997056 |
| Enbridge U.S., Inc. | Enbridge U.S., Inc. |  |  |
| Ω | 4.265%, 11/12/25 | 7500 | 7489719 |
| Entergy Corp. | Entergy Corp. |  |  |
| Ω | 4.405%, 12/10/25 | 1500 | 1493150 |
| Ω | 4.407%, 12/10/25 | 550 | 547488 |
| Ω | 4.429%, 12/11/25 | 5000 | 4976590 |
| ERAC USA Finance LLC | ERAC USA Finance LLC |  |  |
| Ω | 4.282%, 11/10/25 | 7000 | 6991974 |
| Ω | 4.287%, 11/20/25 | 1000 | 997726 |
| Harley-Davidson Financial <br> Services, Inc. | Harley-Davidson Financial <br> Services, Inc. |  |  |
| Ω | 4.498%, 12/08/25 | 2500 | 2488735 |
| Ω | 4.613%, 12/08/25 | 4000 | 3981977 |
| Ω | 4.675%, 12/08/25 | 250 | 248874 |
| Honeywell International, <br> Inc. | Honeywell International, <br> Inc. |  |  |
| Ω | 4.228%, 12/15/25 | 1000 | 995069 |
| Ω | 4.309%, 12/19/25 | 1000 | 994607 |
| Intesa Sanpaolo <br> Funding LLC | Intesa Sanpaolo <br> Funding LLC |  |  |
|  | 4.669%, 11/12/25 | 5250 | 5242429 |
| ITC Holdings Corp. | ITC Holdings Corp. |  |  |
| Ω | 4.609%, 11/17/25 | 1500 | 1497102 |
| Marriott International, Inc. | Marriott International, Inc. |  |  |
| Ω | 4.273%, 11/19/25 | 4600 | 4589821 |
| Medtronic Global Holdings <br> SCA | Medtronic Global Holdings <br> SCA |  |  |
| Ω | 4.240%, 11/17/25 | 1185 | 1182748 |
| Ω | 4.158%, 11/21/25 | 1000 | 997648 |
| Mondelez International, <br> Inc. | Mondelez International, <br> Inc. |  |  |
| Ω | 4.451%, 11/05/25 | 2000 | 1998862 |
| Ω | 4.257%, 12/04/25 | 4000 | 3984712 |
| Ω | 4.175%, 12/22/25 | 1000 | 994118 |
| Nestle Finance <br> International Ltd. | Nestle Finance <br> International Ltd. |  |  |
| Ω | 4.324%, 11/18/25 | 5000 | 4990192 |
| NextEra Energy Capital <br> Holdings, Inc. | NextEra Energy Capital <br> Holdings, Inc. |  |  |
| Ω | 4.290%, 11/20/25 | 1500 | 1496589 |
| Ω | 4.265%, 11/25/25 | 500 | 498578 |
| NiSource, Inc. | NiSource, Inc. |  |  |
| Ω | 4.249%, 11/14/25 | 5000 | 4992032 |
| Oracle Corp. | Oracle Corp. |  |  |
| Ω | 4.336%, 01/16/26 | 4500 | 4461216 |
| Parker-Hannifin Corp. | Parker-Hannifin Corp. |  |  |
| Ω | 4.074%, 12/09/25 | 1000 | 995542 |
| Ω | 4.142%, 01/12/26 | 4000 | 3966897 |
| Phillips 66 | Phillips 66 |  |  |
| Ω | 4.252%, 11/19/25 | 5000 | 4989162 |
| Ω | 4.252%, 11/20/25 | 750 | 748287 |
| Ω | 4.252%, 11/21/25 | 1750 | 1745799 |

---

------

**DFA Commodity Strategy Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Face**<br> **Amount**<br>| **Value†** |
|  |  | **(000)** |  |
| UNITED STATES — (Continued) | UNITED STATES — (Continued) | UNITED STATES — (Continued) | UNITED STATES — (Continued) |
| Sanofi SA | Sanofi SA |  |  |
| Ω | 4.464%, 11/10/25 | 10000 | $9989014 |
| Sherwin-Williams Co. | Sherwin-Williams Co. |  |  |
| Ω | 4.261%, 11/05/25 | 6500 | 6496349 |
| Stanley Black & Decker, <br> Inc. | Stanley Black & Decker, <br> Inc. |  |  |
| Ω | 4.574%, 11/19/25 | 5750 | 5737211 |
| Sysco Corp. | Sysco Corp. |  |  |
| Ω | 4.185%, 12/19/25 | 5500 | 5469539 |
| VW Credit, Inc. | VW Credit, Inc. |  |  |
| Ω | 4.387%, 11/17/25 | 2750 | 2744626 |
| TOTAL UNITED STATES | TOTAL UNITED STATES |  | 184954632 |
| TOTAL COMMERCIAL <br> PAPER <br>(Cost $307,412,083) | TOTAL COMMERCIAL <br> PAPER <br>(Cost $307,412,083) |  | 307394055 |
| TOTAL INVESTMENT <br> SECURITIES <br>(Cost $1,007,522,112) | TOTAL INVESTMENT <br> SECURITIES <br>(Cost $1,007,522,112) |  | 1008111178 |

---

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

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| SECURITIES LENDING COLLATERAL — (0.8%) | SECURITIES LENDING COLLATERAL — (0.8%) | SECURITIES LENDING COLLATERAL — (0.8%) | SECURITIES LENDING COLLATERAL — (0.8%) |
| @§ | The DFA Short Term <br> Investment Fund<br>| 706120 | $8167692 |
| TOTAL INVESTMENTS — (100.0%) | TOTAL INVESTMENTS — (100.0%) | TOTAL INVESTMENTS — (100.0%) |  |
| (Cost $1,015,689,804) | (Cost $1,015,689,804) |  | $1016278870 |

---

As of October 31, 2025, DFA Commodity Strategy Portfolio had entered into the following outstanding futures contracts:

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Description** | **Number of**<br> **Contracts**<br>| **Expiration**<br> **Date**<br>| **Notional**<br> **Value**<br>| **Market**<br> **Value**<br>| **Unrealized**<br> **Appreciation**<br> **(Depreciation)**<br>|
| **Long Position Contracts:** |  |  |  |  |  |
| CBOT Corn Futures | &nbsp;&nbsp; 136 | 03/13/26 | &nbsp;&nbsp; $3029566 | &nbsp;&nbsp; $3019200 | &nbsp;&nbsp; $(10366)<br>|
| CBOT Soybean Futures | &nbsp;&nbsp; 66 | 01/14/26 | &nbsp;&nbsp; 3400036 | &nbsp;&nbsp; 3680325 | &nbsp;&nbsp; 280289 |
| CBOT Soybean Meal Futures | &nbsp;&nbsp; 65 | 01/14/26 | &nbsp;&nbsp; 1825064 | &nbsp;&nbsp; 2102750 | &nbsp;&nbsp; 277686 |
| CBOT Soybean Oil Futures | &nbsp;&nbsp; 76 | 01/14/26 | &nbsp;&nbsp; 2290650 | &nbsp;&nbsp; 2237593 | &nbsp;&nbsp; (53057)<br>|
| CBOT Wheat Futures | &nbsp;&nbsp; 58 | 03/13/26 | &nbsp;&nbsp; 1582989 | &nbsp;&nbsp; 1590650 | &nbsp;&nbsp; 7661 |
| CME Lean Hogs Futures | &nbsp;&nbsp; 30 | 02/13/26 | &nbsp;&nbsp; 992134 | &nbsp;&nbsp; 990300 | &nbsp;&nbsp; (1834)<br>|
| CME Live Cattle Futures | &nbsp;&nbsp; 26 | 02/27/26 | &nbsp;&nbsp; 2399671 | &nbsp;&nbsp; 2367820 | &nbsp;&nbsp; (31851)<br>|
| COMEX Copper Futures | &nbsp;&nbsp; 28 | 03/27/26 | &nbsp;&nbsp; 3732140 | &nbsp;&nbsp; 3609900 | &nbsp;&nbsp; (122240)<br>|
| COMEX Gold 100 Troy Oz. Futures | &nbsp;&nbsp; 30 | 02/25/26 | &nbsp;&nbsp; 12142765 | &nbsp;&nbsp; 12088500 | &nbsp;&nbsp; (54265)<br>|
| COMEX Silver Futures | &nbsp;&nbsp; 16 | 03/27/26 | &nbsp;&nbsp; 3892950 | &nbsp;&nbsp; 3900160 | &nbsp;&nbsp; 7210 |
| ICE Brent Crude Oil Futures | &nbsp;&nbsp; 23 | 01/12/26 | &nbsp;&nbsp; 1538997 | &nbsp;&nbsp; 1569750 | &nbsp;&nbsp; 30753 |
| ICE Brent Crude Oil Futures | &nbsp;&nbsp; 58 | 01/30/26 | &nbsp;&nbsp; 3697896 | &nbsp;&nbsp; 3703880 | &nbsp;&nbsp; 5984 |
| KCBT Hard Red Winter Wheat Futures | &nbsp;&nbsp; 37 | 03/13/26 | &nbsp;&nbsp; 993445 | &nbsp;&nbsp; 992988 | &nbsp;&nbsp; (457)<br>|
| LME Lead Futures | &nbsp;&nbsp; 12 | 01/19/26 | &nbsp;&nbsp; 602937 | &nbsp;&nbsp; 604602 | &nbsp;&nbsp; 1665 |
| LME Lead Futures | &nbsp;&nbsp; 12 | 11/17/25 | &nbsp;&nbsp; 601637 | &nbsp;&nbsp; 600234 | &nbsp;&nbsp; (1403)<br>|
| LME Nickel Futures | &nbsp;&nbsp; 16 | 11/17/25 | &nbsp;&nbsp; 1447474 | &nbsp;&nbsp; 1445967 | &nbsp;&nbsp; (1507)<br>|
| LME Nickel Futures | &nbsp;&nbsp; 17 | 01/19/26 | &nbsp;&nbsp; 1568343 | &nbsp;&nbsp; 1550955 | &nbsp;&nbsp; (17388)<br>|
| LME Primary Aluminum Futures | &nbsp;&nbsp; 40 | 11/17/25 | &nbsp;&nbsp; 2609706 | &nbsp;&nbsp; 2878530 | &nbsp;&nbsp; 268824 |
| LME Primary Aluminum Futures | &nbsp;&nbsp; 42 | 01/19/26 | &nbsp;&nbsp; 2821603 | &nbsp;&nbsp; 3030741 | &nbsp;&nbsp; 209138 |
| LME Zinc Futures | &nbsp;&nbsp; 19 | 11/17/25 | &nbsp;&nbsp; 1326060 | &nbsp;&nbsp; 1484365 | &nbsp;&nbsp; 158305 |
| LME Zinc Futures | &nbsp;&nbsp; 20 | 01/19/26 | &nbsp;&nbsp; 1470120 | &nbsp;&nbsp; 1533455 | &nbsp;&nbsp; 63335 |
| NYBOT Csc 'c' Coffee Futures | &nbsp;&nbsp; 14 | 03/19/26 | &nbsp;&nbsp; 1934100 | &nbsp;&nbsp; 1954313 | &nbsp;&nbsp; 20213 |
| NYBOT Csc No. 11 World Sugar Futures | &nbsp;&nbsp; 76 | 02/27/26 | &nbsp;&nbsp; 1448584 | &nbsp;&nbsp; 1228282 | &nbsp;&nbsp; (220302)<br>|
| NYBOT CTN No. 2 Cotton Futures | &nbsp;&nbsp; 26 | 03/09/26 | &nbsp;&nbsp; 875414 | &nbsp;&nbsp; 867490 | &nbsp;&nbsp; (7924)<br>|
| NYMEX Henry Hub Natural Gas Futures | &nbsp;&nbsp; 142 | 12/29/25 | &nbsp;&nbsp; 5943754 | &nbsp;&nbsp; 6203980 | &nbsp;&nbsp; 260226 |
| NYMEX Light Sweet Crude Oil Futures | &nbsp;&nbsp; 53 | 12/19/25 | &nbsp;&nbsp; 3316057 | &nbsp;&nbsp; 3211800 | &nbsp;&nbsp; (104257)<br>|

---

------

**DFA Commodity Strategy Portfolio**

**CONTINUED**

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Description** | **Number of**<br> **Contracts**<br>| **Expiration**<br> **Date**<br>| **Notional**<br> **Value**<br>| **Market**<br> **Value**<br>| **Unrealized**<br> **Appreciation**<br> **(Depreciation)**<br>|
| NYMEX NY Harbor ULSD Futures | &nbsp;&nbsp; 12 | 12/31/25 | &nbsp;&nbsp; $1160010 | &nbsp;&nbsp; $1194782 | &nbsp;&nbsp; $34772 |
| NYMEX Reformulated Gasoline Blend Futures | &nbsp;&nbsp; 14 | 12/31/25 | &nbsp;&nbsp; 1099675 | &nbsp;&nbsp; 1094386 | &nbsp;&nbsp; (5289)<br>|
| **Total** |  |  | &nbsp;&nbsp; **$69743777** | &nbsp;&nbsp; **$70737698** | &nbsp;&nbsp; **$993921** |
| **Short Position contracts:** |  |  |  |  |  |
| LME Lead Futures | &nbsp;&nbsp; (1)<br>| 01/19/26 | &nbsp;&nbsp; (49545)<br>| &nbsp;&nbsp; (50384)<br>| &nbsp;&nbsp; (839)<br>|
| LME Lead Futures | &nbsp;&nbsp; (12)<br>| 11/17/25 | &nbsp;&nbsp; (594813)<br>| &nbsp;&nbsp; (600234)<br>| &nbsp;&nbsp; (5421)<br>|
| LME Nickel Futures | &nbsp;&nbsp; (16)<br>| 11/17/25 | &nbsp;&nbsp; (1462574)<br>| &nbsp;&nbsp; (1445968)<br>| &nbsp;&nbsp; 16606 |
| LME Nickel Futures | &nbsp;&nbsp; (3)<br>| 01/19/26 | &nbsp;&nbsp; (273567)<br>| &nbsp;&nbsp; (273698)<br>| &nbsp;&nbsp; (131)<br>|
| LME Primary Aluminum Futures | &nbsp;&nbsp; (5)<br>| 01/19/26 | &nbsp;&nbsp; (350024)<br>| &nbsp;&nbsp; (360802)<br>| &nbsp;&nbsp; (10778)<br>|
| LME Primary Aluminum Futures | &nbsp;&nbsp; (40)<br>| 11/17/25 | &nbsp;&nbsp; (2680244)<br>| &nbsp;&nbsp; (2878530)<br>| &nbsp;&nbsp; (198286)<br>|
| LME Zinc Futures | &nbsp;&nbsp; (2)<br>| 01/19/26 | &nbsp;&nbsp; (150090)<br>| &nbsp;&nbsp; (153346)<br>| &nbsp;&nbsp; (3256)<br>|
| LME Zinc Futures | &nbsp;&nbsp; (19)<br>| 11/17/25 | &nbsp;&nbsp; (1397020)<br>| &nbsp;&nbsp; (1484366)<br>| &nbsp;&nbsp; (87346)<br>|
| **Total** |  |  | &nbsp;&nbsp; **$(6957877)**<br>| &nbsp;&nbsp; **$(7247328)**<br>| &nbsp;&nbsp; **$(289451)**<br>|
| **Total Futures Contracts** |  |  | &nbsp;&nbsp; **$62785900** | &nbsp;&nbsp; **$63490370** | &nbsp;&nbsp; **$704470** |

---

As of October 31, 2025, DFA Commodity Strategy Portfolio had entered into the following outstanding Total Return Swaps:

---

| | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Reference** <br> **Entity\***<br>| **Counterparty\*\*** | **Notional**<br> **Amount** | **Notional**<br> **Amount** | **Payments** <br> **made by**<br> **the Fund\*\*\***<br>| **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>|
| BNP <br> BPCOENHC <br> Custom <br> Strategy (1)<br>| BNP Paribas | USD | 111463445 | 3 Month USD <br> UST 13-Week <br> Bill High <br> Discount Rate <br> plus 0.18%<br>| 01/27/26 |  |  | $605231 | $605231 |
| BNP <br> ENHADYNC <br> Custom <br> Strategy (2)<br>| BNP Paribas | USD | 102224433 | 3 Month USD <br> UST 13-Week <br> Bill High <br> Discount Rate <br> plus 0.14%<br>| 01/27/26 |  |  | 494496 | 494496 |
| BofA Merrill <br> Lynch <br> Commodity <br> MLBXPPDM <br> Total Return <br> Index (3)<br>| Bank of America <br> Corp.<br>| USD | 96635632 | 3 Month USD <br> UST 13-Week <br> Bill High <br> Discount Rate <br> plus 0.14%<br>| 11/25/25 |  |  | 1019825 | 1019825 |
| BofA Merrill <br> Lynch Total <br> Return <br> Index (4)<br>| Bank of America <br> Corp.<br>| USD | 111139297 | 3 Month USD <br> UST 13-Week <br> Bill High <br> Discount Rate <br> plus 0.18%<br>| 11/25/25 |  |  | 1199675 | 1199675 |
| Citi <br> Commodities <br> Pre-Roll RS <br> Total Return <br> Index (5)<br>| Citibank, N.A. | USD | 121142218 | 3 Month USD <br> UST 13-Week <br> Bill High <br> Discount Rate <br> plus 0.18%<br>| 12/23/25 |  |  | 538513 | 538513 |
| Citi Custom <br> CIVICS H <br> Total Return <br> Index (6)<br>| Citibank, N.A. | USD | 67254797 | 3 Month USD <br> UST 13-Week <br> Bill High <br> Discount Rate <br> plus 0.14%<br>| 12/23/25 |  |  | 354299 | 354299 |

---

------

**DFA Commodity Strategy Portfolio**

**CONTINUED**

---

| | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Reference** <br> **Entity\***<br>| **Counterparty\*\*** | **Notional**<br> **Amount** | **Notional**<br> **Amount** | **Payments** <br> **made by**<br> **the Fund\*\*\***<br>| **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>|
| RBC <br> Custom <br> RBCADM0T <br> Total Return <br> Index (7)<br>| Royal Bank of <br> Canada<br>| USD | 107381499 | 3 Month USD <br> UST 13-Week <br> Bill High <br> Discount Rate <br> plus 0.14%<br>| 11/25/25 |  |  | $1133233 | $1133233 |
| RBC <br> Custom <br> RBCADMDT <br> Total Return <br> Index (8)<br>| Royal Bank of <br> Canada<br>| USD | 101068250 | 3 Month USD <br> UST 13-Week <br> Bill High <br> Discount Rate <br> plus 0.18%<br>| 11/25/25 |  |  | 1090938 | 1090938 |
| UBS <br> UBSIB190 <br> Custom <br> Strategy (9)<br>| UBS AG | USD | 221370047 | 3 Month USD <br> UST 13-Week <br> Bill High <br> Discount Rate <br> plus 0.14%<br>| 01/28/26 |  |  | 2462899 | 2462899 |
| **Total** |  |  |  |  |  | **—** | **—** | **$8899109** | **$8899109** |

---

\*

Portfolio receives the price appreciation of the reference entity at maturity.

\*\*

As of October 31, 2025, the counterparties had deposited in segregated accounts securities with a value of $4,587,094 in connection with open total return swap contracts.

\*\*\*

Payments received (paid) by the Fund are exchanged at maturity.

&nbsp;&nbsp;&nbsp;&nbsp;(1) The following table represents the individual positions within the Total Return Swap as of October 31, 2025:

**Referenced Commodity — Long Position** 

---

| | | |
|:---|:---|:---|
| **Futures Contract** | **% of Index** | **Notional Amount** |
| CBOT Soybean Oil Futures | 3.57% | $3974594  |
| CBOT Corn Futures | 3.73% | 4162421  |
| NYMEX Light Sweet Crude Oil Futures | 6.09% | 6795324  |
| ICE Brent Crude Oil Futures | 5.99% | 6675887  |
| NYBOT CTN No. 2 Cotton Futures | 1.08% | 1207475  |
| COMEX Gold 100 Troy Oz. Futures | 18.97% | 21152947  |
| COMEX Copper Futures | 4.62% | 5144458  |
| NYMEX NY Harbor ULSD Futures | 2.36% | 2627263  |
| NYBOT CSC 'C' Coffee Futures | 3.92% | 4364551  |
| KCBT Hard Red Winter Wheat Futures | 1.22% | 1359337  |
| LME Primary Aluminum Futures | 4.22% | 4708674  |
| CME Live Cattle Futures | 4.44% | 4950252  |
| CME Lean Hogs Futures | 1.24% | 1380583  |
| LME Lead Futures | 0.68% | 752541  |
| LME Nickel Futures | 2.11% | 2347977  |
| LME Zinc Futures | 2.14% | 2388339  |
| NYMEX Henry Hub Natural Gas Futures | 11.89% | 13259158  |
| ICE Gasoil Futures | 2.97% | 3307507  |
| CBOT Soybean Futures | 4.68% | 5215723  |
| NYBOT CSC No. 11 World Sugar Futures | 2.38% | 2649434  |
| COMEX Silver Futures | 5.00% | 5570219  |
| CBOT Soybean Meal Futures | 2.65% | 2958868  |
| CBOT Wheat Futures | 1.96% | 2181428  |
| NYMEX Reformulated Gasoline Blend Futures | 2.09% | 2328485  |
| **Total Notional Amount** |  | **$111463445**  |

---

------

**DFA Commodity Strategy Portfolio**

**CONTINUED**

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

&nbsp;&nbsp;&nbsp;&nbsp;(2) The following table represents the individual positions within the Total Return Swap as of October 31, 2025:

**Referenced Commodity — Long Position** 

---

| | | |
|:---|:---|:---|
| **Futures Contract** | **% of Index** | **Notional Amount** |
| CBOT Soybean Oil Futures | 3.50% | $3581307  |
| CBOT Corn Futures | 4.77% | 4878963  |
| NYMEX Light Sweet Crude Oil Futures | 5.02% | 5134663  |
| ICE Brent Crude Oil Futures | 5.83% | 5958599  |
| NYBOT CTN No. 2 Cotton Futures | 1.37% | 1400773  |
| COMEX Gold 100 Troy Oz. Futures | 18.92% | 19333042  |
| COMEX Copper Futures | 5.78% | 5911948  |
| NYMEX NY Harbor ULSD Futures | 1.95% | 1990607  |
| NYBOT CSC 'C' Coffee Futures | 3.06% | 3125252  |
| KCBT Hard Red Winter Wheat Futures | 1.56% | 1592167  |
| LME Primary Aluminum Futures | 4.17% | 4264334  |
| CME Live Cattle Futures | 3.66% | 3741776  |
| CME Lean Hogs Futures | 1.58% | 1617067  |
| LME Lead Futures | 0.83% | 852712  |
| LME Nickel Futures | 2.08% | 2126847  |
| LME Zinc Futures | 2.12% | 2165604  |
| NYMEX Henry Hub Natural Gas Futures | 9.81% | 10023313  |
| ICE Gasoil Futures | 2.44% | 2499209  |
| CBOT Soybean Futures | 5.84% | 5970492  |
| NYBOT CSC No. 11 World Sugar Futures | 1.95% | 1988803  |
| COMEX Silver Futures | 6.25% | 6385415  |
| CBOT Soybean Meal Futures | 3.29% | 3366075  |
| CBOT Wheat Futures | 2.50% | 2556021  |
| NYMEX Reformulated Gasoline Blend Futures | 1.72% | 1759444  |
| **Total Notional Amount** |  | **$102224433**  |

---

&nbsp;&nbsp;&nbsp;&nbsp;(3) The following table represents the individual positions within the Total Return Swap as of October 31, 2025:

**Referenced Commodity — Long Position** 

---

| | | |
|:---|:---|:---|
| **Futures Contract** | **% of Index** | **Notional Amount** |
| CBOT Soybean Oil Futures | 3.50% | $3385511  |
| CBOT Corn Futures | 4.77% | 4612221  |
| NYMEX Light Sweet Crude Oil Futures | 5.02% | 4853942  |
| ICE Brent Crude Oil Futures | 5.83% | 5632831  |
| NYBOT CTN No. 2 Cotton Futures | 1.37% | 1324190  |
| COMEX Gold 100 Troy Oz. Futures | 18.92% | 18276068  |
| COMEX Copper Futures | 5.78% | 5588730  |
| NYMEX NY Harbor ULSD Futures | 1.95% | 1881776  |
| NYBOT CSC 'C' Coffee Futures | 3.06% | 2954388  |
| KCBT Hard Red Winter Wheat Futures | 1.56% | 1505120  |
| LME Primary Aluminum Futures | 4.17% | 4031195  |
| CME Live Cattle Futures | 3.66% | 3537206  |
| CME Lean Hogs Futures | 1.58% | 1528659  |
| LME Lead Futures | 0.83% | 806093  |
| LME Nickel Futures | 2.08% | 2010568  |
| LME Zinc Futures | 2.12% | 2047207  |
| NYMEX Henry Hub Natural Gas Futures | 9.81% | 9475320  |
| ICE Gasoil Futures | 2.44% | 2362572  |
| CBOT Soybean Futures | 5.84% | 5644074  |
| NYBOT CSC No. 11 World Sugar Futures | 1.95% | 1880072  |

---

------

**DFA Commodity Strategy Portfolio**

**CONTINUED**

---

| | | |
|:---|:---|:---|
| **Futures Contract** | **% of Index** | **Notional Amount** |
| COMEX Silver Futures | 6.25% | 6036313  |
| CBOT Soybean Meal Futures | 3.29% | 3182046  |
| CBOT Wheat Futures | 2.50% | 2416279  |
| NYMEX Reformulated Gasoline Blend Futures | 1.72% | 1663251  |
| **Total Notional Amount** |  | **$96635632**  |

---

&nbsp;&nbsp;&nbsp;&nbsp;(4) The following table represents the individual positions within the Total Return Swap as of October 31, 2025:

**Referenced Commodity — Long Position** 

---

| | | |
|:---|:---|:---|
| **Futures Contract** | **% of Index** | **Notional Amount** |
| CBOT Soybean Oil Futures | 3.57% | $3963035  |
| CBOT Corn Futures | 3.73% | 4150316  |
| NYMEX Light Sweet Crude Oil Futures | 6.09% | 6775563  |
| ICE Brent Crude Oil Futures | 5.99% | 6656474  |
| NYBOT CTN No. 2 Cotton Futures | 1.08% | 1203964  |
| COMEX Gold 100 Troy Oz. Futures | 18.97% | 21091430  |
| COMEX Copper Futures | 4.62% | 5129497  |
| NYMEX NY Harbor ULSD Futures | 2.36% | 2619623  |
| NYBOT CSC 'C' Coffee Futures | 3.92% | 4351859  |
| KCBT Hard Red Winter Wheat Futures | 1.22% | 1355384  |
| LME Primary Aluminum Futures | 4.22% | 4694981  |
| CME Live Cattle Futures | 4.44% | 4935856  |
| CME Lean Hogs Futures | 1.24% | 1376568  |
| LME Lead Futures | 0.68% | 750353  |
| LME Nickel Futures | 2.11% | 2341149  |
| LME Zinc Futures | 2.14% | 2381393  |
| NYMEX Henry Hub Natural Gas Futures | 11.89% | 13220598 |
| ICE Gasoil Futures | 2.97% | 3297888  |
| CBOT Soybean Futures | 4.68% | 5200555  |
| NYBOT CSC No. 11 World Sugar Futures | 2.38% | 2641730  |
| COMEX Silver Futures | 5.00% | 5554020  |
| CBOT Soybean Meal Futures | 2.65% | 2950263  |
| CBOT Wheat Futures | 1.96% | 2175084  |
| NYMEX Reformulated Gasoline Blend Futures | 2.09% | 2321714  |
| **Total Notional Amount** |  | **$111139297** |

---

&nbsp;&nbsp;&nbsp;&nbsp;(5) The following table represents the individual positions within the Total Return Swap as of October 31, 2025:

**Referenced Commodity — Long Position** 

---

| | | |
|:---|:---|:---|
| **Futures Contract** | **% of Index** | **Notional Amount** |
| CBOT Soybean Oil Futures | 3.57% | $4319722  |
| CBOT Corn Futures | 3.73% | 4523859  |
| NYMEX Light Sweet Crude Oil Futures | 6.09% | 7385387  |
| ICE Brent Crude Oil Futures | 5.99% | 7255578  |
| NYBOT CTN No. 2 Cotton Futures | 1.08% | 1312325  |
| COMEX Gold 100 Troy Oz. Futures | 18.97% | 22989732  |
| COMEX Copper Futures | 4.62% | 5591170  |
| NYMEX NY Harbor ULSD Futures | 2.36% | 2855398  |
| NYBOT CSC 'C' Coffee Futures | 3.92% | 4743541  |
| KCBT Hard Red Winter Wheat Futures | 1.22% | 1477373  |

---

------

**DFA Commodity Strategy Portfolio**

**CONTINUED**

---

| | | |
|:---|:---|:---|
| **Futures Contract** | **% of Index** | **Notional Amount** |
| LME Primary Aluminum Futures | 4.22% | 5117546  |
| CME Live Cattle Futures | 4.44% | 5380100  |
| CME Lean Hogs Futures | 1.24% | 1500464  |
| LME Lead Futures | 0.68% | 817887  |
| LME Nickel Futures | 2.11% | 2551861  |
| LME Zinc Futures | 2.14% | 2595727  |
| NYMEX Henry Hub Natural Gas Futures | 11.89% | 14410498  |
| ICE Gasoil Futures | 2.97% | 3594710  |
| CBOT Soybean Futures | 4.68% | 5668623  |
| NYBOT CSC No. 11 World Sugar Futures | 2.38% | 2879494  |
| COMEX Silver Futures | 5.00% | 6053901  |
| CBOT Soybean Meal Futures | 2.65% | 3215797  |
| CBOT Wheat Futures | 1.96% | 2370849  |
| NYMEX Reformulated Gasoline Blend Futures | 2.09% | 2530676  |
| **Total Notional Amount** |  | **$121142218**  |

---

&nbsp;&nbsp;&nbsp;&nbsp;(6) The following table represents the individual positions within the Total Return Swap as of October 31, 2025:

**Referenced Commodity — Long Position** 

---

| | | |
|:---|:---|:---|
| **Futures Contract** | **% of Index** | **Notional Amount** |
| CBOT Soybean Oil Futures | 3.50% | $2356189  |
| CBOT Corn Futures | 4.77% | 3209934  |
| NYMEX Light Sweet Crude Oil Futures | 5.02% | 3378162  |
| ICE Brent Crude Oil Futures | 5.83% | 3920240  |
| NYBOT CTN No. 2 Cotton Futures | 1.37% | 921587  |
| COMEX Gold 100 Troy Oz. Futures | 18.92% | 12719464  |
| COMEX Copper Futures | 5.78% | 3889548  |
| NYMEX NY Harbor ULSD Futures | 1.95% | 1309646  |
| NYBOT CSC 'C' Coffee Futures | 3.06% | 2056144  |
| KCBT Hard Red Winter Wheat Futures | 1.56% | 1047507  |
| LME Primary Aluminum Futures | 4.17% | 2805562  |
| CME Live Cattle Futures | 3.66% | 2461763  |
| CME Lean Hogs Futures | 1.58% | 1063890  |
| LME Lead Futures | 0.83% | 561010  |
| LME Nickel Futures | 2.08% | 1399280  |
| LME Zinc Futures | 2.12% | 1424779  |
| NYMEX Henry Hub Natural Gas Futures | 9.81% | 6594470  |
| ICE Gasoil Futures | 2.44% | 1644262  |
| CBOT Soybean Futures | 5.84% | 3928065  |
| NYBOT CSC No. 11 World Sugar Futures | 1.95% | 1308460  |
| COMEX Silver Futures | 6.25% | 4201049  |
| CBOT Soybean Meal Futures | 3.29% | 2214585  |
| CBOT Wheat Futures | 2.50% | 1681640  |
| NYMEX Reformulated Gasoline Blend Futures | 1.72% | 1157561  |
| **Total Notional Amount** |  | **$67254797**  |

---

------

**DFA Commodity Strategy Portfolio**

**CONTINUED**

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

&nbsp;&nbsp;&nbsp;&nbsp;(7) The following table represents the individual positions within the Total Return Swap as of October 31, 2025:

**Referenced Commodity — Long Position** 

---

| | | |
|:---|:---|:---|
| **Futures Contract** | **% of Index** | **Notional Amount** |
| CBOT Soybean Oil Futures | 3.50% | $3761979  |
| CBOT Corn Futures | 4.77% | 5125099  |
| NYMEX Light Sweet Crude Oil Futures | 5.02% | 5393699  |
| ICE Brent Crude Oil Futures | 5.83% | 6259201  |
| NYBOT CTN No. 2 Cotton Futures | 1.37% | 1471440  |
| COMEX Gold 100 Troy Oz. Futures | 18.92% | 20308365  |
| COMEX Copper Futures | 5.78% | 6210196  |
| NYMEX NY Harbor ULSD Futures | 1.95% | 2091030  |
| NYBOT CSC 'C' Coffee Futures | 3.06% | 3282916  |
| KCBT Hard Red Winter Wheat Futures | 1.56% | 1672489  |
| LME Primary Aluminum Futures | 4.17% | 4479463  |
| CME Live Cattle Futures | 3.66% | 3930542  |
| CME Lean Hogs Futures | 1.58% | 1698645  |
| LME Lead Futures | 0.83% | 895730  |
| LME Nickel Futures | 2.08% | 2234143  |
| LME Zinc Futures | 2.12% | 2274856  |
| NYMEX Henry Hub Natural Gas Futures | 9.81% | 10528975  |
| ICE Gasoil Futures | 2.44% | 2625290  |
| CBOT Soybean Futures | 5.84% | 6271694  |
| NYBOT CSC No. 11 World Sugar Futures | 1.95% | 2089135  |
| COMEX Silver Futures | 6.25% | 6707550  |
| CBOT Soybean Meal Futures | 3.29% | 3535889  |
| CBOT Wheat Futures | 2.50% | 2684968  |
| NYMEX Reformulated Gasoline Blend Futures | 1.72% | 1848205  |
| **Total Notional Amount** |  | **$107381499**  |

---

&nbsp;&nbsp;&nbsp;&nbsp;(8) The following table represents the individual positions within the Total Return Swap as of October 31, 2025:

**Referenced Commodity — Long Position** 

---

| | | |
|:---|:---|:---|
| **Futures Contract** | **% of Index** | **Notional Amount** |
| CBOT Soybean Oil Futures | 3.57% | $3603919  |
| CBOT Corn Futures | 3.73% | 3774229  |
| NYMEX Light Sweet Crude Oil Futures | 6.09% | 6161584  |
| ICE Brent Crude Oil Futures | 5.99% | 6053287  |
| NYBOT CTN No. 2 Cotton Futures | 1.08% | 1094865  |
| COMEX Gold 100 Troy Oz. Futures | 18.97% | 19180200  |
| COMEX Copper Futures | 4.62% | 4664681  |
| NYMEX NY Harbor ULSD Futures | 2.36% | 2382242  |
| NYBOT CSC 'C' Coffee Futures | 3.92% | 3957509  |
| KCBT Hard Red Winter Wheat Futures | 1.22% | 1232564  |
| LME Primary Aluminum Futures | 4.22% | 4269539  |
| CME Live Cattle Futures | 4.44% | 4488586  |
| CME Lean Hogs Futures | 1.24% | 1251829  |
| LME Lead Futures | 0.68% | 682358  |
| LME Nickel Futures | 2.11% | 2129003  |
| LME Zinc Futures | 2.14% | 2165600  |
| NYMEX Henry Hub Natural Gas Futures | 11.89% | 12022594  |
| ICE Gasoil Futures | 2.97% | 2999046  |
| CBOT Soybean Futures | 4.68% | 4729299  |
| NYBOT CSC No. 11 World Sugar Futures | 2.38% | 2402345  |

---

------

**DFA Commodity Strategy Portfolio**

**CONTINUED**

---

| | | |
|:---|:---|:---|
| **Futures Contract** | **% of Index** | **Notional Amount** |
| COMEX Silver Futures | 5.00% | 5050735  |
| CBOT Soybean Meal Futures | 2.65% | 2682921  |
| CBOT Wheat Futures | 1.96% | 1977986  |
| NYMEX Reformulated Gasoline Blend Futures | 2.09% | 2111329  |
| **Total Notional Amount** |  | **$101068250**  |

---

&nbsp;&nbsp;&nbsp;&nbsp;(9) The following table represents the individual positions within the Total Return Swap as of October 31, 2025:

**Referenced Commodity — Long Position** 

---

| | | |
|:---|:---|:---|
| **Futures Contract** | **% of Index** | **Notional Amount** |
| CBOT Soybean Oil Futures | 3.50% | $7755428  |
| CBOT Corn Futures | 4.77% | 10565540  |
| NYMEX Light Sweet Crude Oil Futures | 5.02% | 11119266  |
| ICE Brent Crude Oil Futures | 5.83% | 12903523  |
| NYBOT CTN No. 2 Cotton Futures | 1.37% | 3033415  |
| COMEX Gold 100 Troy Oz. Futures | 18.92% | 41866278  |
| COMEX Copper Futures | 5.78% | 12802498  |
| NYMEX NY Harbor ULSD Futures | 1.95% | 4310718  |
| NYBOT CSC 'C' Coffee Futures | 3.06% | 6767826  |
| KCBT Hard Red Winter Wheat Futures | 1.56% | 3447884  |
| LME Primary Aluminum Futures | 4.17% | 9234543  |
| CME Live Cattle Futures | 3.66% | 8102926  |
| CME Lean Hogs Futures | 1.58% | 3501806  |
| LME Lead Futures | 0.83% | 1846573  |
| LME Nickel Futures | 2.08% | 4605750  |
| LME Zinc Futures | 2.12% | 4689680  |
| NYMEX Henry Hub Natural Gas Futures | 9.81% | 21705784  |
| ICE Gasoil Futures | 2.44% | 5412110  |
| CBOT Soybean Futures | 5.84% | 12929277  |
| NYBOT CSC No. 11 World Sugar Futures | 1.95% | 4306812  |
| COMEX Silver Futures | 6.25% | 13827807  |
| CBOT Soybean Meal Futures | 3.29% | 7289336  |
| CBOT Wheat Futures | 2.50% | 5535140  |
| NYMEX Reformulated Gasoline Blend Futures | 1.72% | 3810127  |
| **Total Notional Amount** |  | **$221370047**  |

---

As of October 31, 2025, the value of Rule 144A securities amounted to $416,640,650 or 37.4% of net assets.

Summary of the Portfolio's investments as of October 31, 2025, 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; $2511625 | &nbsp;&nbsp; — | &nbsp;&nbsp; $2511625 |
| Bonds |  |  |  |  |
| Australia | &nbsp;&nbsp; — | &nbsp;&nbsp; 73968987 | &nbsp;&nbsp; — | &nbsp;&nbsp; 73968987 |
| Austria | &nbsp;&nbsp; — | &nbsp;&nbsp; 1828000 | &nbsp;&nbsp; — | &nbsp;&nbsp; 1828000 |
| Canada | &nbsp;&nbsp; — | &nbsp;&nbsp; 13685725 | &nbsp;&nbsp; — | &nbsp;&nbsp; 13685725 |

---

------

**DFA Commodity Strategy 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** |
| France | &nbsp;&nbsp; — | &nbsp;&nbsp; $15449238 | &nbsp;&nbsp; — | &nbsp;&nbsp; $15449238 |
| Germany | &nbsp;&nbsp; — | &nbsp;&nbsp; 17894814 | &nbsp;&nbsp; — | &nbsp;&nbsp; 17894814 |
| Italy | &nbsp;&nbsp; — | &nbsp;&nbsp; 4229729 | &nbsp;&nbsp; — | &nbsp;&nbsp; 4229729 |
| Japan | &nbsp;&nbsp; — | &nbsp;&nbsp; 21763493 | &nbsp;&nbsp; — | &nbsp;&nbsp; 21763493 |
| Netherlands | &nbsp;&nbsp; — | &nbsp;&nbsp; 13318531 | &nbsp;&nbsp; — | &nbsp;&nbsp; 13318531 |
| Singapore | &nbsp;&nbsp; — | &nbsp;&nbsp; 21722472 | &nbsp;&nbsp; — | &nbsp;&nbsp; 21722472 |
| Supranational Organization Obligations | &nbsp;&nbsp; — | &nbsp;&nbsp; 61348816 | &nbsp;&nbsp; — | &nbsp;&nbsp; 61348816 |
| Sweden | &nbsp;&nbsp; — | &nbsp;&nbsp; 5033104 | &nbsp;&nbsp; — | &nbsp;&nbsp; 5033104 |
| United Kingdom | &nbsp;&nbsp; — | &nbsp;&nbsp; 12414332 | &nbsp;&nbsp; — | &nbsp;&nbsp; 12414332 |
| United States | &nbsp;&nbsp; — | &nbsp;&nbsp; 215275830 | &nbsp;&nbsp; — | &nbsp;&nbsp; 215275830 |
| U.S. Treasury Obligations | &nbsp;&nbsp; — | &nbsp;&nbsp; 220272427 | &nbsp;&nbsp; — | &nbsp;&nbsp; 220272427 |
| Commercial Paper | &nbsp;&nbsp; — | &nbsp;&nbsp; 307394055 | &nbsp;&nbsp; — | &nbsp;&nbsp; 307394055 |
| Securities Lending Collateral | &nbsp;&nbsp; — | &nbsp;&nbsp; 8167692 | &nbsp;&nbsp; — | &nbsp;&nbsp; 8167692 |
| Total Investments in Securities | &nbsp;&nbsp; — | &nbsp;&nbsp; $1016278870 | &nbsp;&nbsp; — | &nbsp;&nbsp; $1016278870 |
| **Financial Instruments** | **Financial Instruments** |  |  |  |
| **Assets** |  |  |  |  |
| Futures Contracts\*\* | &nbsp;&nbsp; $1642667 | &nbsp;&nbsp; — | &nbsp;&nbsp; — | &nbsp;&nbsp; 1642667 |
| Swap Agreements\*\* | &nbsp;&nbsp; — | &nbsp;&nbsp; 8899109 | &nbsp;&nbsp; — | &nbsp;&nbsp; 8899109 |
| **Liabilities** |  |  |  |  |
| Futures Contracts\*\* | &nbsp;&nbsp; (938197) | &nbsp;&nbsp; — | &nbsp;&nbsp; — | &nbsp;&nbsp; (938197) |
| Total Financial Instruments | &nbsp;&nbsp; $704470 | &nbsp;&nbsp; $8899109 | &nbsp;&nbsp; — | &nbsp;&nbsp; $9603579 |
| \*\* Valued at the unrealized appreciation/(depreciation) on the investment. | \*\* Valued at the unrealized appreciation/(depreciation) on the investment. | \*\* Valued at the unrealized appreciation/(depreciation) on the investment. | \*\* Valued at the unrealized appreciation/(depreciation) on the investment. | \*\* Valued at the unrealized appreciation/(depreciation) on the investment. |

---

See accompanying Notes to Financial Statements.

------

**DFA INVESTMENT DIMENSIONS GROUP INC.**

**CONSOLIDATED STATEMENT OF ASSETS AND LIABILITIES**

**October 31, 2025**

**(Amounts in thousands, except share and per share amounts)**

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

---

| | |
|:---|:---|
|  | **DFA**<br> **Commodity Strategy**<br> **Portfolio\***<br>|
| **ASSETS:** |  |
| Investment Securities at Value (including $8,006 of securities on loan) | $1008111 |
| Collateral from Securities on Loan Invested in Affiliate at Value (including cost of $8,168) | 8168 |
| Foreign Currencies at Value | 2 |
| Segregated Cash for Swaps Contracts | 4220 |
| Cash  | 93664 |
| Receivables: |  |
| Dividends and Interest | 3467 |
| Securities Lending Income | 2 |
| Fund Shares Sold | 396 |
| Futures Variation Margin | 709 |
| Unrealized Gain on Swap Contracts | 8899 |
| Total Assets | 1127638 |
| **LIABILITIES:** |  |
| Payables: |  |
| Upon Return of Securities Loaned | 8168 |
| Fund Shares Redeemed | 1587 |
| Due to Advisor | 264 |
| Due to Broker | 4220 |
| Payable for Swap Contracts Payments  | 329 |
| Accrued Expenses and Other Liabilities | 188 |
| Total Liabilities | 14756 |
| **COMMITMENTS AND CONTINGENT LIABILITIES (NOTE D)** |  |
| **NET ASSETS** | $1112882 |
| SHARES OUTSTANDING, $0.01 PAR VALUE (1) | 224543084 |
| **NET ASSET VALUE, OFFERING AND REDEMPTION PRICE PER SHARE** | **$4.96** |
| Investment Securities at Cost | $1007522 |
| Foreign Currencies at Cost | $2 |
| **NET ASSETS CONSIST OF:** |  |
| Paid-In Capital | $1067816 |
| Total Distributable Earnings (Loss) | 45066 |
| **NET ASSETS** | $1112882 |
| (1) NUMBER OF SHARES AUTHORIZED | 1800000000 |

---

------

\*

See Note J in the Notes to Financial Statements for additional information about securities lending collateral.

See accompanying Notes to Financial Statements.

------

**DFA INVESTMENT DIMENSIONS GROUP INC.**

**CONSOLIDATED STATEMENT OF OPERATIONS**

**FOR THE YEAR ENDED October 31, 2025**

**(Amounts in thousands)**

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

---

| | |
|:---|:---|
|  | **DFA**<br> **Commodity Strategy**<br> **Portfolio**<br>|
| **Investment Income** |  |
| Dividend Income from Affiliates | $253 |
| Interest | 48630 |
| Income from Securities Lending, Net | 32 |
| Total Investment Income | 48915 |
| **Expenses** |  |
| Investment Management Fees | 3768 |
| Accounting & Transfer Agent Fees | 184 |
| Custodian Fees | 62 |
| Filing Fees | 49 |
| Shareholders' Reports | 45 |
| Directors'/Trustees' Fees & Expenses | 8 |
| Professional Fees | 28 |
| Other | 49 |
| Total Expenses | 4193 |
| Fees Waived, Expenses Reimbursed by Advisor (Note D) | 772 |
| Net Expenses | 3421 |
| **Net Investment Income (Loss)** | 45494 |
| **Realized and Unrealized Gain (Loss)** |  |
| Net Realized Gain (Loss) on: |  |
| Investment Securities Sold | 84 |
| Affiliated Investment Companies Shares Sold | 1 |
| Futures | 4067 |
| Swap Contracts | 72015 |
| Foreign Currency Transactions | 2 |
| Forward Currency Contracts | 75 |
| Change in Unrealized Appreciation (Depreciation) of: |  |
| Investment Securities and Foreign Currency | 819 |
| Futures | 1437 |
| Swap Contracts | 19193 |
| Forward Currency Contracts. | (22)<br>|
| **Net Realized and Unrealized Gain (Loss)** | 97671 |
| **Net Increase (Decrease) in Net Assets Resulting from Operations** | $143165 |

---

See accompanying Notes to Financial Statements.

------

**DFA INVESTMENT DIMENSIONS GROUP INC.**

**CONSOLIDATED STATEMENTS OF CHANGES IN NET ASSETS**

**(Amounts in thousands)**

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

---

| | | |
|:---|:---|:---|
|  | **DFA Commodity Strategy**<br> **Portfolio** | **DFA Commodity Strategy**<br> **Portfolio** |
|  | **Year**<br> **Ended**<br> **Oct 31,**<br> **2025**<br>| **Year**<br> **Ended**<br> **Oct 31,**<br> **2024**<br>|
| **Increase (Decrease) in Net Assets** |  |  |
| Operations: |  |  |
| Net Investment Income (Loss) | $45494 | $46599 |
| Net Realized Gain (Loss) on: |  |  |
| Investment Securities Sold | 84 | (14721)<br>|
| Affiliated Investment Companies Shares Sold | 1 | (10)<br>|
| Futures | 4067 | (3134)<br>|
| Swap Contracts | 72015 | (64428)<br>|
| Foreign Currency Transactions | 2 | 110 |
| Forward Currency Contracts | 75 | (1829)<br>|
| Change in Unrealized Appreciation (Depreciation) of: |  |  |
| Investment Securities and Foreign Currency | 819 | 34129 |
| Futures | 1437 | (298)<br>|
| Swap Contracts | 19193 | (5681)<br>|
| Translation of Foreign Currency-Denominated Amounts |  | 8 |
| Forward Currency Contracts | (22)<br>| (1265)<br>|
| Net Increase (Decrease) in Net Assets Resulting from Operations | 143165 | (10520)<br>|
| Distributions: |  |  |
| Institutional Class Shares | (36898)<br>| (37968)<br>|
| Capital Share Transactions (1): |  |  |
| Shares Issued | 232229 | 323889 |
| Shares Issued in Lieu of Cash Distributions | 35626 | 36480 |
| Shares Redeemed | (329119)<br>| (556879)<br>|
| Net Increase (Decrease) from Capital Share Transactions | (61264)<br>| (196510)<br>|
| Total Increase (Decrease) in Net Assets | 45003 | (244998)<br>|
| **Net Assets** |  |  |
| Beginning of Year | 1067879 | 1312877 |
| End of Year | $1112882 | $1067879 |
| **(1) Shares Issued and Redeemed:** |  |  |
| Shares Issued | 49768 | 72845 |
| Shares Issued in Lieu of Cash Distributions | 7707 | 8376 |
| Shares Redeemed  | (70918)<br>| (124328)<br>|
| Net Increase (Decrease) from Shares Issued and Redeemed | (13443)<br>| (43107)<br>|

---

See accompanying Notes to Financial Statements.

------

**DFA INVESTMENT DIMENSIONS GROUP INC.**

**CONSOLIDATED FINANCIAL HIGHLIGHTS**

**(for a share outstanding throughout each period)**

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

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  | **DFA Commodity Strategy Portfolio** | **DFA Commodity Strategy Portfolio** | **DFA Commodity Strategy Portfolio** | **DFA Commodity Strategy Portfolio** | **DFA Commodity Strategy Portfolio** |
|  | &nbsp;&nbsp; **Year**<br> **Ended**<br> **Oct 31,**<br> **2025**<br>| &nbsp;&nbsp; **Year**<br> **Ended**<br> **Oct 31,**<br> **2024**<br>| &nbsp;&nbsp; **Year**<br> **Ended**<br> **Oct 31,**<br> **2023**<br>| &nbsp;&nbsp; **Year**<br> **Ended**<br> **Oct 31,**<br> **2022**<br>| &nbsp;&nbsp; **Year**<br> **Ended**<br> **Oct 31,**<br> **2021**<br>|
| Net Asset Value, Beginning of Year | $4.49 | $4.67 | $5.23 | $7.26 | $5.00 |
| <u>Income from Investment Operations (A)</u> |  |  |  |  |  |
| Net Investment Income (Loss)  | 0.20 | 0.19 | 0.14 | 0.07 | 0.01 |
| Net Gains (Losses) on Securities (Realized and Unrealized)  | 0.43 | (0.22) | (0.33) | 0.07 | 2.27 |
| Total from Investment Operations  | 0.63 | (0.03) | (0.19) | 0.14 | 2.28 |
| <u>Less Distributions:</u>  |  |  |  |  |  |
| Net Investment Income  | (0.16) | (0.15) | (0.37) | (2.17) | (0.02) |
| Total Distributions  | (0.16) | (0.15) | (0.37) | (2.17) | (0.02) |
| Net Asset Value, End of Year | $4.96 | $4.49 | $4.67 | $5.23 | $7.26 |
| Total Return  | 14.34% | (0.54%) | (4.12%) | 6.38% | 45.67% |
| Net Assets, End of Year (thousands)  | $1112882 | $1067879 | $1312877 | $1690089 | $1765786 |
| Ratio of Expenses to Average Net Assets  | 0.32% | 0.32% | 0.32% | 0.30% | 0.31% |
| Ratio of Expenses to Average Net Assets (Excluding Fees Waived, <br> Expenses Reimbursed by Advisor and Fees Paid Indirectly) <br>| 0.39% | 0.39% | 0.39% | 0.38% | 0.40% |
| Ratio of Net Investment Income to Average Net Assets  | 4.25% | 4.12% | 2.85% | 1.25% | 0.24% |
| Portfolio Turnover Rate  | 69% | 56% | 36% | 134% | 114% |

---

See page 1-2 for the Definitions of Abbreviations and Footnotes.

See accompanying Notes to Financial Statements.

------

**DFA INVESTMENT DIMENSIONS GROUP INC.**

**NOTES TO CONSOLIDATED FINANCIAL STATEMENTS**

**A. Organization:** 

DFA Investment Dimensions Group Inc. (the "Fund") is an open-end management investment company registered under the Investment Company Act of 1940, as amended (the "1940 Act"), whose shares are generally offered, without a sales charge, to institutional investors, retirement plans and clients of registered investment advisors. The Fund consists of one hundred and three operational portfolios as of October 31, 2025, one of which, DFA Commodity Strategy Portfolio (the "Portfolio"), is included in this section of the report. The remaining operational portfolios are presented in separate reports. The Portfolio is an investment company, and accordingly, follows the accounting and reporting guidance under the Financial Accounting Standards Board ("FASB") Accounting Standards Codification ("ASC"), Topic 946, "Financial Services-Investment Companies."

The Portfolio wholly owns and controls Dimensional Cayman Commodity Fund I, LTD. (the "Subsidiary"), a company organized under the laws of the Cayman Islands. The Subsidiary is not registered as an investment company under the 1940 Act.

**B. Significant Accounting Policies:**

The following significant accounting policies are in conformity with accounting principles generally accepted in the United States of America ("GAAP"). Such policies are consistently followed by the Fund in preparation of its financial statements. The preparation of financial statements in accordance with GAAP requires management to make estimates and assumptions that affect the fair value of investments, the reported amounts of assets and liabilities, the disclosure of contingent assets and liabilities at the date of the financial statements, and the reported amounts of increases and decreases in net assets from operations during the reporting period. Actual results could differ from those estimates, and those differences could be material.

1. Security Valuation: The Portfolio uses 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;&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;&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;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;● Level 3 – significant unobservable inputs (including the Portfolio's own assumptions in determining the fair value of investments)

Debt securities held by the Portfolio are valued on the basis of evaluated prices provided by one or more pricing services or other reasonably reliable sources including broker/dealers that typically handle the purchase and sale of such securities. Securities that are traded OTC 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 OTC market. These valuations are generally categorized as Level 2 or Level 3 in the hierarchy.

Securities for which quotations are not 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 (the "Board"). 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 Dimensional Fund Advisors LP (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 Portfolio 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 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 Portfolio and affiliated funds, is categorized as Level 2 in the hierarchy.

------

Futures contracts held by the Portfolio are valued using the settlement price established each day on the exchange on which they are traded. These valuations are generally categorized as Level 1 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 approved by the Board. These securities are generally categorized as Level 2 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.

A summary of the inputs used to value the Portfolio's 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. The methodology or inputs used for valuing securities are not necessarily an indication of the risk associated with investing in those securities.

2. Foreign Currency Translation: Securities and other assets and liabilities of the Portfolio whose values are initially expressed in foreign currencies are translated to U.S. dollars using the mean between the most recent bid and ask prices for the U.S. dollar as quoted by generally recognized reliable sources. To facilitate this translation, the Portfolio enters into foreign currency contracts. A foreign currency contract is a spot agreement between two parties to buy and sell currencies at current market exchange rates, for settlement generally within two business days. Dividend and interest income and certain expenses are translated to U.S. dollars at the rate of exchange on their respective accrual dates. Receivables and payables denominated in foreign currencies are marked-to-market daily based on daily exchange rates and exchange gains or losses are realized upon ultimate receipt or disbursement.

3. Deferred Compensation Plan: Each eligible Director of the Fund may elect to participate in the Fee Deferral Plan for Independent Directors and Trustees (the "Plan"). Under the Plan, effective January 1, 2002, such Directors may defer payment of all or a portion of their total fees earned as a Director. These deferred amounts may be treated as though such amounts had been invested in shares of the following funds, each of which are affiliates of the Portfolio, and advised by the Advisor: the U.S. Large Cap Value Portfolio, U.S. Core Equity 1 Portfolio, U.S. Large Company Portfolio, U.S. Vector Equity Portfolio, U.S. Micro Cap Portfolio, DFA International Value Portfolio, International Core Equity 2 Portfolio, Emerging Markets Portfolio, Emerging Markets Core Equity 2 Portfolio, DFA Inflation-Protected Securities Portfolio, and/or DFA Two-Year Global Fixed Income Portfolio. Contributions made under the Plan and the change in unrealized appreciation (depreciation) and income are included in Directors'/ Trustees' Fees & Expenses.

The Directors may receive their distributions of proceeds by one of the following methods: lump sum, annual installments over a period of agreed-upon years, or quarterly installments over a period of agreed-upon years. Each Director shall have the right in a notice of election (the "Notice") to defer the receipt of the Director's deferred compensation until a date specified by such Director in the Notice. The date may not be sooner than the earlier of: (i) the first business day of January following the year in which such Director ceases to be a member of the Board and (ii) five years following the effective date of the Director's first deferral election. If a Director who elects to defer fees fails to designate in the Notice a time or date as of which payment of the Director's deferred fee account shall commence, payment of such amount shall commence as of the first business day of January following the year in which the Director ceases to be a member of the Board (unless the Director files an amended Notice selecting a different distribution date).

4. Other: Security transactions are accounted for as of the trade date. Costs used in determining realized gains and losses on the sale of investment securities/affiliated investment companies securities and foreign currency are accounted for on the basis of identified cost. Dividend income and distributions to shareholders are recorded on the ex-dividend date. Non-cash dividend income received in the form of securities in-lieu of cash, if any, are recorded at the fair value of securities received. Distributions received on securities that represent a return of capital or capital gains are recorded as a reduction of cost of investments or as a realized gain, respectively. The Portfolio estimates the character of received distributions that may be considered return of capital distributions. Interest income is recorded on an accrual basis. Discount and premium on debt securities purchased are amortized over the lives of

------

the respective securities, using the effective interest method. Expenses directly attributable to the Portfolio are directly charged. Common expenses of the Fund or its portfolios are allocated using methods approved by the Board, generally based on average net assets.

**C. Basis for Consolidation:** 

The Subsidiary commenced operations on November 9, 2010. The Portfolio commenced reporting on a consolidated basis as of such commencement date in accordance with the accounting principles relating to reporting of a wholly-owned subsidiary. The Portfolio will seek to gain exposure to commodities, commodities-related instruments, derivatives and other investments by directly investing in those instruments or through investments in the Subsidiary. The Subsidiary participates in the same investment goal as the Portfolio. The Subsidiary pursues its investment goal by investing in commodities, commodities-related instruments, derivatives and other investments. The Subsidiary (unlike the Portfolio) may invest without limitation in these instruments. However, the Subsidiary is otherwise subject to the same fundamental, non-fundamental and certain other investment restrictions as the Portfolio. The portion of the Portfolio's or Subsidiary's assets exposed to any particular commodity, derivative or other investment will vary based on market conditions, but from time to time some exposure could be substantial.

To the extent of the Portfolio's investment through the Subsidiary, it will be subject to the risks associated with the commodities, derivatives and other instruments in which the Subsidiary invests. By investing in the Subsidiary, the Portfolio is indirectly exposed to the risks associated with the Subsidiary's investments. The derivatives and other investments held by the Subsidiary are generally similar to those that are permitted to be held by the Portfolio and are subject to the same risks that apply to similar investments if held directly by the Portfolio.

The Subsidiary is classified as a controlled foreign corporation under Subchapter N of the Internal Revenue Code. Therefore, the Portfolio is required to increase its taxable income by its share of the Subsidiary's income. Net investment losses of the Subsidiary cannot be deducted by the Portfolio in the current period nor carried forward to offset taxable income in future periods.

As of October 31, 2025, the Portfolio held a $253,475,378 investment in the Subsidiary, representing 22.77% of the Portfolio's total net assets. The accompanying consolidated financial statements include all assets, liabilities, revenues and expenses of the Portfolio and its wholly-owned Subsidiary. Intercompany balances and transactions have been eliminated in consolidation.

**D. Investment Advisor:**

The Advisor provides investment management services to the Portfolio. For the year ended October 31, 2025, the investment management fee was accrued daily and paid monthly to the Advisor based on the following effective annual rate of average daily net assets:

---

| | |
|:---|:---|
| DFA Commodity Strategy Portfolio | 0.28<br> %<br>|

---

Pursuant to an Amended and Restated Fee Waiver and/or Expense Assumption Agreement (the "Fee Waiver Agreement"), the Advisor has contractually agreed to waive all or a portion of the management fee and to assume the expenses of the Portfolio (including the expenses that the Portfolio bears as a shareholder of other funds managed by the Advisor but excluding the expenses that the Portfolio incurs indirectly through investment of its securities lending cash collateral in the Short Term Series and its investment in unaffiliated investment companies) ("Portfolio Expenses") to the extent necessary to limit the Portfolio Expenses to no more than 0.55% of the Portfolio's average net assets on an annualized basis (the "Expense Limitation Amount"). At any time that the Portfolio Expenses of the Portfolio are less than the Expense Limitation Amount, the Advisor retains the right to recover fees previously waived and/or expenses previously assumed to the extent that the expense ratio following such recovery would be less than the Expense Limitation Amount that was in place when such prior year fees were waived and/or expenses assumed, and less than the current Expense Limitation Amount for the Portfolio. The Fund, on behalf of the Portfolio, is also not obligated to reimburse the Advisor for fees previously waived or expenses previously assumed by the Advisor more than thirty-six months before the date of recovery. The Fee Waiver Agreement for the Portfolio will remain in effect through February 28, 2026, and may only be terminated by the Fund's Board of Directors

------

prior to that date. The Fee Waiver Agreement will continue in effect from year to year thereafter unless terminated by the Fund or the Advisor. During the year ended October 31, 2025, the Advisor did not recover previously waived fees/assumed expenses or waive fees/assume expenses pursuant to this Fee Waiver Agreement. As of October 31, 2025, there were no previously waived fees/expenses assumed subject to future recovery by the Advisor.

The Subsidiary has entered into a separate contract with the Advisor whereby the Advisor or its affiliates provide investment advisory and other services to the Subsidiary. For the investment advisory services it provides, the Advisor is entitled to a fee from the Subsidiary equal to 0.30% of the Subsidiary's average net assets on an annualized basis; however, pursuant to a contractual agreement, the Advisor has agreed to waive the management fee of the Subsidiary.

For the year ended October 31, 2025, approximately $772 (in thousands) of the Subsidiary's management fees were waived pursuant to the Subsidiary fee waiver agreement.

**Fees Paid to Officers and Directors/Trustees:**

Certain Officers and Directors of the Advisor are also Officers and Directors of the Fund; however, such Officers and Directors (with the exception of the Chief Compliance Officer ("CCO")) receive no compensation from the Fund. For the year ended October 31, 2025, the total related amount paid by the Fund to the CCO was $239 (in thousands). The total related amounts paid by the Portfolio are included in Other Expenses on the Consolidated Statement of Operations.

**E. Deferred Compensation:** 

As of October 31, 2025, the total liability for deferred compensation to Directors/Trustees is included in Accrued Expenses and Other Liabilities on the Consolidated Statement of Assets and Liabilities as follows (amount in thousands):

---

| | |
|:---|:---|
| DFA Commodity Strategy Portfolio | &nbsp;&nbsp; $11 |

---

**F. Purchases and Sales of Securities:** 

For the year ended October 31, 2025, the Portfolio's transactions related to investment securities, other than short-term securities and in-kind redemptions (amounts in thousands), were as follows:

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | **U.S. Government Securities**  | **U.S. Government Securities**  | **Other Investment Securities** | **Other Investment Securities** |
|  | **Purchases**  | **Sales**  | **Purchases**  | **Sales**  |
| DFA Commodity Strategy Portfolio | &nbsp;&nbsp; $2507 | &nbsp;&nbsp; $303268 | &nbsp;&nbsp; $296841 | &nbsp;&nbsp; $142543 |

---

For the year ended October 31, 2025, transactions related to Affiliated Investment Companies, excluding in-kind redemptions, are presented below.

The amounts presented below may differ from the respective amounts presented in the corresponding Consolidated Schedule of Investments, Consolidated Statement of Assets and Liabilities or Consolidated Statement of Operations due to rounding. The amounts are as follows (amounts in thousands):

---

| | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
|  | **Balance at**<br> **October 31, 2024**<br>| **Purchases**<br> **at Cost**<br>| **Proceeds**<br> **from Sales**<br>| **Net Realized**<br> **Gain/(Loss)**<br> **on Sales**<br>| **Change in**<br> **Unrealized**<br> **Appreciation/**<br> **Depreciation**<br>| **Balance at**<br> **October 31, 2025**<br>| **Shares as of**<br> **October 31, 2025**<br>| **Dividend**<br> **Income**<br>| **Capital Gain**<br> **Distributions**<br>|
| **DFA Commodity Strategy** <br> **Portfolio**<br>|  |  |  |  |  |  |  |  |  |
| The DFA Short Term <br> Investment Fund<br>| $1920 | $452382 | $446135 | $1 |  | $8168 | 706 | $253 |  |
| **Total** | **$1920** | **$452382** | **$446135** | **$1** | **—** | **$8168** |  | **$253** | **—** |

---

------

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

**G. Federal Income Taxes:** 

The Portfolio has qualified and intends to continue to qualify as a regulated investment company under Subchapter M of the Internal Revenue Code for federal income tax purposes and to distribute substantially all of its taxable income and net capital gains to shareholders. Accordingly, no provision has been made for federal income taxes.

Distributions from net investment income and net realized capital gains are determined in accordance with U.S. federal income tax regulations, which may differ from those amounts determined under GAAP. These book/tax differences are either temporary or permanent in nature. To the extent that these differences are permanent, they are charged or credited to paid-in capital or distributable earnings, undistributed net investment income or accumulated net realized gains or losses, as appropriate, in the period that the differences arise. Accordingly, the permanent differences as of October 31, 2025, can occur as a result of financial and tax reporting related to the Subsidiary, the use of accumulated earnings and profits distributed to shareholders on redemptions of shares as part of the dividends paid deduction for tax purposes, and net foreign currency gains/losses, and were reclassified to the accounts mentioned above. These reclassifications had no effect on net assets or net asset value per share.

The tax character of dividends and distributions declared and paid during the years ended October 31, 2024, and October 31, 2025, were as follows (amounts in thousands):

---

| | | | |
|:---|:---|:---|:---|
|  | **Net Investment**<br> **Income and**<br> **Short-Term**<br> **Capital Gains**<br>| **Long-Term**<br> **Capital Gains**<br>| **Total** |
| DFA Commodity Strategy Portfolio |  |  |  |
| 2024 | &nbsp;&nbsp; $37968 | &nbsp;&nbsp; — | &nbsp;&nbsp; $37968 |
| 2025 | &nbsp;&nbsp; 36898 | &nbsp;&nbsp; — | &nbsp;&nbsp; 36898 |

---

As of October 31, 2025, the components of distributable earnings (accumulated losses) were as follows (amounts in thousands):

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  | **Undistributed**<br> **Net Investment**<br> **Income and**<br> **Short-Term**<br> **Capital Gains**<br>| **Undistributed**<br> **Long-Term**<br> **Capital Gains**<br>| **Capital Loss**<br> **Carryforwards**<br>| **Unrealized**<br> **Appreciation**<br> **(Depreciation)**<br>| **Total Net**<br> **Distributable**<br> **Earnings**<br> **(Accumulated**<br> **Losses)**<br>|
| DFA Commodity Strategy Portfolio | &nbsp;&nbsp; $84823 | &nbsp;&nbsp; — | &nbsp;&nbsp; $(49606)<br>| &nbsp;&nbsp; $9860 | &nbsp;&nbsp; $45077 |

---

For federal income tax purposes, the Fund measures its capital loss carryforwards annually at October 31, its fiscal year end. Capital loss carryforwards may be carried forward and applied against future capital gains. As of October 31, 2025, the Portfolio had the following capital loss carryforwards available to offset future realized capital gains with no expiration date (amount in thousands):

---

| | |
|:---|:---|
|  | **Total** |
| DFA Commodity Strategy Portfolio | &nbsp;&nbsp; $49606 |

---

During the year ended October 31, 2025, the Portfolio used the following capital loss carryforwards to offset realized capital gains for federal income tax purposes (amount in thousands):

---

| | |
|:---|:---|
| DFA Commodity Strategy Portfolio | &nbsp;&nbsp; $194 |

---

------

As of October 31, 2025, the total cost and aggregate gross unrealized appreciation (depreciation) of securities for federal income tax purposes were different from amounts reported for financial reporting purposes, as follows (amounts in thousands):

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | **Federal**<br> **Tax Cost**<br>| **Unrealized**<br> **Appreciation**<br>| **Unrealized**<br> **(Depreciation)**<br>| **Net**<br> **Unrealized**<br> **Appreciation**<br> **(Depreciation)**<br>|
| DFA Commodity Strategy Portfolio | &nbsp;&nbsp; $1007117 | &nbsp;&nbsp; $1756085 | &nbsp;&nbsp; $(1746923)<br>| &nbsp;&nbsp; $9162 |

---

The difference between GAAP-basis and tax-basis unrealized gains (losses) can occur as a result of wash sales and net mark-to-market gains (losses) on regulated futures contracts, net mark-to-market gains (losses) on foreign currency contracts, and differences in the tax treatment of other investments.

ASC 740 Accounting for Uncertainty in Income Taxes sets forth a minimum threshold for financial statement recognition of the benefit of a tax position taken or expected to be taken in a tax return. Under GAAP, the Portfolio recognizes the tax benefits of uncertain tax positions only when the position is more likely than not to be sustained, assuming examination by tax authorities. Management has analyzed the Portfolio's tax positions and has concluded that no additional provision for income tax is required in the Portfolio's financial statements. The Portfolio is not aware of any tax positions for which it is reasonably possible that the total amounts of unrecognized tax benefits will significantly change in the next twelve months. The Portfolio's federal tax returns for the prior three fiscal years remain subject to examination by the Internal Revenue Service.

**H. Financial Instruments:**

In accordance with the Portfolio's investment objective and policies, the Portfolio may invest 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. The Portfolio's derivative contracts are not accounted for as hedging instruments under GAAP. These instruments and their significant corresponding risks are described below:

1. 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 Portfolio may be inhibited.

**Derivative Financial Instruments:**

Summarized below are the specific types of derivative instruments used by the Portfolio. The 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 commodity-linked notes, swap agreements and other commodity-linked derivative instruments, including futures contracts on individual commodities or a subset of commodities and options on commodities. The accompanying consolidated schedule of investments includes investments of the Portfolio and its wholly-owned Subsidiary.

2. Forward Currency Contracts: The Portfolio may acquire and sell forward currency contracts in an attempt to hedge against adverse changes in the relationship of the U.S. dollar to foreign currencies (foreign exchange rate risk). The decision to hedge the 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 Consolidated Statement 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 Consolidated Statement of Operations as a net realized gain or loss on forward currency contracts.

------

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

3. Commodity-Linked Derivatives: The Portfolio and the Subsidiary invest in commodity-linked derivative instruments, such as 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.

4. Swap Agreements: The Portfolio may enter into swap agreements with respect to commodities, interest rates and indexes of commodities or securities, specific securities and commodities, and mortgage, credit and event-linked swaps, and, to the extent the Portfolio may invest in foreign-currency-denominated securities, the Portfolio may enter into swap agreements with respect to foreign currencies.

The Portfolio may enter into swap transactions for any legal purpose consistent with its investment objective and policies, such as for the purpose of attempting to obtain or preserve a particular return or spread at a lower cost than obtaining a return or spread through purchases and/or sales of instruments in other markets, to seek to increase total return (speculation), to protect against currency fluctuations, as a duration management technique, to protect against any increase in the price of securities the Portfolio anticipates purchasing at a later date, or to gain exposure to certain markets in the most economical way possible.

A swap agreement may be negotiated bilaterally and traded over-the-counter between the two parties (for an uncleared swap), while other swaps must be transacted through a futures commission merchant ("FCM") and cleared through a clearinghouse that serves as a central counterparty (for a cleared swap), and may be traded on swap execution facilities (exchanges). Swap agreements are two-party contracts entered into primarily by institutional investors for periods ranging from a few weeks to more than one year. In a standard "swap" transaction, two parties agree to exchange the returns (or differentials in rates of return) earned or realized on particular predetermined investments or instruments, which may be adjusted for an interest factor. In an uncleared swap, the swap counterparty is typically a brokerage firm, bank or other financial institution. In a cleared swap, the Portfolio's ultimate counterparty is a central clearinghouse rather than a brokerage firm, bank or other financial institution.

An investment in a commodity swap agreement may involve the exchange of floating-rate interest payments for the total return on a commodity index. In a total return commodity swap, the Portfolio will receive the price appreciation of a commodity index, a portion of the index, or a single commodity in exchange for paying an agreed-upon fee. The Portfolio may also enter into credit default swap agreements. The "buyer" in a credit default contract is obligated to pay the "seller" a periodic stream of payments over the term of the contract provided that no event of default on an underlying reference obligation (whether as a single debt instrument or as part of an index of debt instruments) has occurred. If an event of default occurs, the seller must pay the buyer the full notional value, or "par value," of the reference obligation in exchange for the reference obligation. The Portfolio may be either the buyer or seller in a credit default swap transaction. Credit default swap transactions involve greater risks than if the Portfolio had invested in the reference obligation directly.

Most swap agreements entered into by the Portfolio will calculate the obligations of the parties to the agreement on a "net" basis, which means that the two payment streams are netted out, with the Portfolio receiving or paying, as the case may be, only the net amount of the two payments. The Portfolio's current obligations under a swap agreement will be accrued daily (offset against any amounts owed to the Portfolio).

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 clearinghouse, as is the case with cleared swaps. As a result, the 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 Portfolio will enter into swap agreements only with counterparties that meet certain standards of creditworthiness as determined by the Advisor's Investment Committee. To the extent that the Portfolio reasonably expects a swap cannot be sold or disposed of in current market conditions in seven calendar days or less without the sale or disposition significantly changing the market value of investment, 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 Wall Street Reform and Consumer Protection Act of 2010 and implementing rules adopted by the Commodity Futures Trading Commission ("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 the 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 the 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.

**Futures Activities:**

The 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 CFTC or, consistent with CFTC regulations, on foreign exchanges.

5. Futures Contracts: 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, the 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 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.

6. Options on Futures Contracts: The 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 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.

The Subsidiary's securities have been segregated as collateral for open futures contracts and open swaps contracts.

The average volume (based on the open positions at each fiscal month-end) of derivative activity for the year ended October 31, 2025 was as follows (amounts in thousands):

---

| | | | |
|:---|:---|:---|:---|
|  | **Forward**<br> **Currency**<br> **Contracts\***<br>| **Futures\*\*** | **Swap**<br> **Contracts\*\*\***<br>|
| DFA Commodity Strategy Portfolio | &nbsp;&nbsp; $694<br>| &nbsp;&nbsp; $76665 | &nbsp;&nbsp; $1007004<br>|

---

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

\* Average amount of Currency Purchased/Sold in USD.

\*\* Average Notional Value of futures contracts.

\*\*\* Average Notional Value of agreements.

The following is a summary of the Portfolio's derivative instrument holdings categorized by primary risk exposure as of October 31, 2025 (amounts in thousands):

---

| | | | |
|:---|:---|:---|:---|
|  | **Asset Derivatives Value**  | **Asset Derivatives Value**  | **Asset Derivatives Value**  |
|  | **Total Value**<br> **at**<br> **October 31, 2025** <br>| **Commodity**<br> **Futures**<br> **Contracts** <sup>\*,(1)</sup> <br>| **Swap**<br> **Contracts** <sup>(2)</sup> <br>|
| DFA Commodity Strategy Portfolio | &nbsp;&nbsp; $10542<br>| &nbsp;&nbsp; $1643<br>| &nbsp;&nbsp; $8899 |

---

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

---

| | | |
|:---|:---|:---|
|  | **Liability Derivatives Value**  | **Liability Derivatives Value**  |
|  | **Total Value**<br> **at**<br> **October 31, 2025** <br>| **Commodity**<br> **Futures**<br> **Contracts** <sup>\*,(3)</sup> <br>|
| DFA Commodity Strategy Portfolio | &nbsp;&nbsp; $(938)<br>| &nbsp;&nbsp; $(938)<br>|

---

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

&nbsp;&nbsp;&nbsp;&nbsp;(1) Presented
 on Consolidated Statement of Assets and Liabilities as Receivables: Futures Variation Margin.

&nbsp;&nbsp;&nbsp;&nbsp;(2) Presented
 on Consolidated Statement of Assets and Liabilities as Unrealized Gain on Swap Contracts.

&nbsp;&nbsp;&nbsp;&nbsp;(3) Presented
 on Consolidated Statement of Assets and Liabilities as Payables: Futures Variation Margin.

------

\* Includes cumulative appreciation (depreciation) of futures contracts. Only current day's margin variation is reported within the Consolidated Statement of Assets and Liabilities.

The following is a summary of the realized and change in unrealized gains and losses from the Portfolio's derivative instrument holdings categorized by primary risk exposure for the year ended October 31, 2025 (amounts in thousands):

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | **Realized Gain (Loss) on**<br> **Derivatives**  | **Realized Gain (Loss) on**<br> **Derivatives**  | **Realized Gain (Loss) on**<br> **Derivatives**  | **Realized Gain (Loss) on**<br> **Derivatives**  |
|  | **Total**  | **Forward**<br> **Currency**<br> **Contracts** <sup>(1)</sup> <br>| **Commodity**<br> **Futures**<br> **Contracts** <sup>(2)</sup> <br>| **Swap**<br> **Contracts** <sup>(3)</sup> <br>|
| DFA Commodity Strategy Portfolio | &nbsp;&nbsp; $76157 | &nbsp;&nbsp; $75 | &nbsp;&nbsp; $4067 | &nbsp;&nbsp; $72015 |

---

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

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | **Change in Unrealized Appreciation**<br> **(Depreciation) on Derivatives**  | **Change in Unrealized Appreciation**<br> **(Depreciation) on Derivatives**  | **Change in Unrealized Appreciation**<br> **(Depreciation) on Derivatives**  | **Change in Unrealized Appreciation**<br> **(Depreciation) on Derivatives**  |
|  | **Total**  | **Forward**<br> **Currency**<br> **Contracts** <sup>(4)</sup> <br>| **Commodity**<br> **Futures**<br> **Contracts** <sup>(5)</sup> <br>| **Swap**<br> **Contracts** <sup>(6)</sup> <br>|
| DFA Commodity Strategy Portfolio | &nbsp;&nbsp; $20608 | &nbsp;&nbsp; $(22)<br>| &nbsp;&nbsp; $1437 | &nbsp;&nbsp; $19193 |

---

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

&nbsp;&nbsp;&nbsp;&nbsp;(1) Presented
 on Consolidated Statement of Operations as Net Realized Gain (Loss) on: Forward Currency Contracts.

&nbsp;&nbsp;&nbsp;&nbsp;(2) Presented
 on Consolidated Statement of Operations as Net Realized Gain (Loss) on: Futures.

&nbsp;&nbsp;&nbsp;&nbsp;(3) Presented
 on Consolidated Statement of Operations as Net Realized Gain (Loss) on: Swap Contracts.

&nbsp;&nbsp;&nbsp;&nbsp;(4) Presented
 on Consolidated Statement of Operations as Change in Unrealized Appreciation (Depreciation) of: Forward Currency Contracts.

&nbsp;&nbsp;&nbsp;&nbsp;(5) Presented
 on Consolidated Statement of Operations as Change in Unrealized Appreciation (Depreciation) of: Futures.

&nbsp;&nbsp;&nbsp;&nbsp;(6) Presented
 on Consolidated Statement of Operations as Change in Unrealized Appreciation (Depreciation) of: Swap Contracts.

**Offsetting of Derivative Assets and Derivative Liabilities:**

In order to better define its contractual rights and to secure rights that will help the Fund mitigate its counterparty risk, the Fund entered into an International Swaps and Derivatives Association, Inc. Master Agreement ("ISDA Master Agreement") or a similar agreement with certain of its derivative contract counterparties. An ISDA Master Agreement is a bilateral agreement between the Fund and a counterparty that governs over-the-counter ("OTC") derivatives and forward currency contracts and typically contains, among other things, provisions in the event of a default and/or termination event and may also include collateral posting items. Under an ISDA Master Agreement, the Fund may, under certain circumstances, offset with the counterparty certain derivative financial instruments' payables and/or receivables with collateral held and/or posted, if any, and create one single net payment. The provisions of the ISDA Master Agreement typically permit a single net payment in the event of a default (close-out), including the bankruptcy or insolvency of the counterparty. However, bankruptcy or insolvency laws of a particular jurisdiction may impose restrictions on or prohibitions against the right of offset in bankruptcy, insolvency, or other events.

For financial reporting purposes, the Fund does not offset derivative assets and derivative liabilities that are subject to netting arrangements in the Consolidated Statement of Assets and Liabilities.

------

The following table presents the Portfolio's gross and net amount of assets and liabilities available for offset under netting arrangements as well as any related collateral received or pledged by the Portfolio as of October 31, 2025 (amounts in thousands):

---

| | | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
|  |  | **Gross Amounts Not**<br> **Offset in the**<br> **Consolidated**<br> **Statement of Assets**<br> **and Liabilities** | **Gross Amounts Not**<br> **Offset in the**<br> **Consolidated**<br> **Statement of Assets**<br> **and Liabilities** | **Gross Amounts Not**<br> **Offset in the**<br> **Consolidated**<br> **Statement of Assets**<br> **and Liabilities** |  |  | **Gross Amounts Not**<br> **Offset in the**<br> **Consolidated**<br> **Statement of Assets**<br> **and Liabilities** | **Gross Amounts Not**<br> **Offset in the**<br> **Consolidated**<br> **Statement of Assets**<br> **and Liabilities** | **Gross Amounts Not**<br> **Offset in the**<br> **Consolidated**<br> **Statement of Assets**<br> **and Liabilities** |  |
| **Description** | **Gross**<br> **Amounts of**<br> **Recognized**<br> **Assets**<br>| **Financial**<br> **Instruments (a)**<br>| **Non-Cash**<br> **Collateral**<br> **Received**<br>| **Cash**<br> **Collateral**<br> **Received**<br>| **Net**<br> **Amount (b)**<br>| **Gross**<br> **Amounts of**<br> **Recognized**<br> **Liabilities**<br>| **Financial**<br> **Instruments (c)**<br>| **Non-Cash**<br> **Collateral**<br> **Pledged**<br>| **Cash**<br> **Collateral**<br> **Pledged**<br>| **Net**<br> **Amount (d)**<br>|
|  | **Assets** | **Assets** | **Assets** | **Assets** | **Assets** | **Liabilities** | **Liabilities** | **Liabilities** | **Liabilities** | **Liabilities** |
| **DFA Commodity Strategy Portfolio** |  |  |  |  |  |  |  |  |  |  |
| Bank of America Corp. | $2219 |  | $(1560)<br>|  | $659 |  |  |  |  |  |
| Royal Bank of Canada | 2224 |  | (1498)<br>|  | 726 |  |  |  |  |  |
| Citibank, N.A. | 893 |  |  |  | 893 |  |  |  |  |  |
| UBS AG | 2463 |  | (1529)<br>|  | 934 |  |  |  |  |  |
| BNP Paribas | 1100 |  |  | $(1100)<br>|  |  |  |  |  |  |
| Total | $8899 |  | $(4587)<br>| $(1100)<br>| $3212 |  |  |  |  |  |

---

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

&nbsp;&nbsp;&nbsp;&nbsp;(a) Represents
 the amount of assets that could be offset by liabilities with the same counterparty under master netting or similar agreements that
 management elects not to offset on the Consolidated Statement of Assets and Liabilities.

&nbsp;&nbsp;&nbsp;&nbsp;(b) Represents
 the net amount due from counterparties in the event of default.

&nbsp;&nbsp;&nbsp;&nbsp;(c) Represents
 the amount of liabilities that could be offset by assets with the same counterparty under master netting or similar agreements that
 management elects not to offset on the Consolidated Statement of Assets and Liabilities.

&nbsp;&nbsp;&nbsp;&nbsp;(d) Represents
 the net amount due to counterparties in the event of default.

**I. Line of Credit and Interfund Lending Program:**

The Fund, together with other Dimensional-advised portfolios, has entered into a $500 million uncommitted, unsecured discretionary line of credit effective April 2, 2025, with its domestic custodian bank. A line of credit with similar terms was in effect through April 2, 2025. Each portfolio is permitted to borrow, subject to its investment limitations, up to a maximum of $250 million, as long as total borrowings under the line of credit do not exceed $500 million in the aggregate. Borrowings under the line of credit are charged interest at rates agreed upon by the parties at the time of borrowing. Each portfolio is individually, and not jointly, liable for its particular advances under the line of credit. There is no commitment fee on the unused portion of the line of credit. The agreement for the discretionary line of credit may be terminated by either party at any time. The agreement for the line of credit expires on April 1, 2026.

The Fund, together with other Dimensional-advised portfolios, has also entered into an additional $700 million unsecured line of credit with its international custodian bank effective December 26, 2024. A line of credit with similar terms was in effect through December 26, 2024. Each portfolio is permitted to borrow, subject to its investment limitations, up to the lower of one-quarter of such portfolio's net assets or $500 million, as long as total borrowings under the line of credit do not exceed $700 million in the aggregate. Each portfolio is individually, and not jointly, liable for its particular advances under the line of credit. Borrowings under the line of credit are charged interest at rates agreed upon by the parties at the time of borrowing. There is no commitment fee on the unused portion of the line of credit. The line of credit agreement expires on December 25, 2025.

There were no borrowings by the Portfolio under the lines of credit during the year ended October 31, 2025.

Pursuant to an exemptive order issued by the SEC (the "Order"), the Portfolio may participate in an interfund lending program among certain portfolios managed by the Advisor (portfolios that operate as feeder funds do not participate in the program). The program allows the participating portfolios to borrow money from and loan money to each other for temporary or emergency purposes, subject to the conditions in the Order. A loan can only be made through the program if the interfund loan rate on that day is more favorable to both the borrowing and lending

------

portfolios as compared to rates available through short-term bank loans or investments in overnight repurchase agreements and money market funds, respectively, as detailed in the Order. Further, a portfolio may participate in the program only if and to the extent that such participation is consistent with its investment objectives and limitations. Interfund loans have a maximum duration of seven days and may be called on one business day's notice.

The Portfolio did not use the interfund lending program during the year ended October 31, 2025.

**J. Securities Lending:** 

As of October 31, 2025, the Portfolio had securities on loan to brokers/dealers, for which the Portfolio received cash collateral. The contractual maturity of cash collateral received under the securities lending agreement is classified as overnight and continuous.

The Portfolio invests the cash collateral, as described below, and records a liability for the return of the collateral, during the period the securities are on loan. Loans of securities are expected at all times to be secured by collateral in an amount (i) equal to at least 100% of the current market value of the loaned securities with respect to securities of the U.S. government or its agencies, (ii) generally equal to 102% of the current market value of the loaned securities with respect to U.S. securities, and (iii) generally equal to 105% of the current market value of the loaned securities with respect to foreign securities. However, daily market fluctuations could cause the Portfolio's collateral to be lower or higher than the expected thresholds. If this were to occur, the collateral would be adjusted the next business day to ensure adequate collateralization. In the event of default or bankruptcy by the other party to the agreement, realization and/or retention of the collateral may be subject to legal proceedings. If the borrower fails to return loaned securities, cash collateral being maintained by the borrower is insufficient to cover the value of loaned securities, and such collateral insufficiency is not the result of investment losses, the lending agent has agreed to pay the amount of the shortfall to the Portfolio or, at the option of the lending agent, to replace the securities. In the event of the bankruptcy of the borrower, the Portfolio could experience delay in recovering the loaned securities or only recover cash or a security of equivalent value.

Subject to its stated investment policies, the Portfolio will generally invest the cash collateral received for the loaned securities in the Short Term Series, an affiliated registered ultrashort term bond fund advised by the Advisor for which the Advisor receives a management fee of 0.05% of the average daily net assets of the Short Term Series. Income received from the Short Term Series is netted with fees for securities lending and collateral investment expenses and with other payments to and from borrowers of securities. The Portfolio also may invest the cash collateral received for the loaned securities in securities of the U.S. government or its agencies, repurchase agreements collateralized by securities of the U.S. government or its agencies, and affiliated or unaffiliated money market funds that are registered or unregistered. For purposes of this paragraph, agencies include both agency debentures and agency mortgage-backed securities. Additionally, the Portfolio will be able to terminate the loan at any time and will receive reasonable interest on the loan, as well as amounts equal to any dividends, interest or, other distributions on the loaned securities. However, dividend income received from loaned securities may not be eligible for taxation at qualified dividend income rates.

**K. Indemnitees; Contractual Obligations:**

Under the Fund's organizational documents, its Officers and Directors are indemnified against certain liabilities arising out of the performance of their duties to the Fund.

In the normal course of business, the Fund enters into contracts that contain a variety of representations and warranties that provide general indemnification. The Fund's maximum exposure under these arrangements is unknown, as this would involve future claims that may be made against the Fund and/or its affiliates that have not yet occurred. However, based on experience, the Fund expects the risk of loss to be remote.

**L. Segment Reporting:**

In this reporting period, the Portfolio adopted FASB Accounting Standards Update 2023-07, Segment Reporting (Topic 280) – Improvements to Reportable Segment Disclosures ("ASU 2023-07"). The adoption of the new standard only impacted financial statement disclosures and did not affect the Portfolio's financial position or the results of its

------

operations. An operating segment is defined in Topic 280 as a component of a public entity that (i) engages in business activities from which it may recognize revenues and incur expenses, (ii) has operating results that are regularly reviewed by the public entity's chief operating decision maker ("CODM") to make decisions about resources to be allocated to the segment and assess its performance, and (iii) has discrete financial information available. The Fund's Co-Chief Executive Officers and the Chief Financial Officer act as the Portfolio's CODM. The Portfolio represents a single operating segment, as the CODM monitors the operating results of the Portfolio as a whole. The Portfolio's long-term strategic asset allocation is executed by its portfolio management team and guided by the Portfolio's investment objective and principal investment strategies, as described in the Portfolio's prospectus. The financial information provided to and reviewed by the CODM is consistent with that presented in the Portfolio's Schedule of Investments, Statement of Operations, Statement of Changes in Net Assets, and Financial Highlights.

**M. New Accounting Pronouncement:**

In December 2023, the FASB issued Accounting Standards Update 2023-09, Income Taxes (Topic 740) – Improvements to Income Tax Disclosures ("ASU 2023-09"). Effective for annual periods beginning after December 15, 2024, the amendments require greater disaggregation of disclosures related to income taxes paid. The ASU 2023-09 allows for early adoption and requires that amendments be applied on a prospective basis. Management is currently evaluating the impact of the ASU 2023-09 but does not expect the guidance to materially impact the financial statements.

**N. Other:**

As of October 31, 2025, the following number of shareholders, each holding greater than 5%, held the following approximate percentages of the outstanding shares of the Portfolio. One or more of the shareholders may be omnibus accounts, which typically hold shares for the benefit of several other underlying investors. Significant shareholder transactions by these shareholders, if any, may impact the Portfolio's performance.

---

| | | | |
|:---|:---|:---|:---|
|  | **Number of** <br>**Shareholders**<br>| **Approximate** <br>**Percentage of** <br>**Outstanding Shares**<br>| **Approximate Percentage** <br>**of Outstanding Shares** <br>**Held by Advisor** <br>**and/or Affiliates**<br>|
| DFA Commodity Strategy Portfolio | &nbsp;&nbsp; 3 | &nbsp;&nbsp; 77<br> %<br>| &nbsp;&nbsp; 10<br> %<br>|

---

The Portfolio is subject to claims and suits that arise from time to time in the ordinary course of business (for example, claw back litigation against former shareholders of portfolio companies that filed for bankruptcy). Although management currently believes that resolving claims, if any, against the Portfolio, individually or in aggregate, will not have a material adverse impact on the Portfolio's financial position, results of operations, or cash flows, these matters are subject to inherent uncertainties and management's view of these matters may change in the future.

**O. Subsequent Event Evaluations:** 

Management has evaluated the impact of all subsequent events on the Portfolio 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.

------

**Report of Independent Registered Public Accounting Firm**

To the Board of Directors of DFA Investment Dimensions Group Inc. and Shareholders of DFA Commodity Strategy Portfolio

**Opinion on the Consolidated Financial Statements**

We have audited the accompanying consolidated statement of assets and liabilities, including the consolidated schedule of investments, of DFA Commodity Strategy Portfolio and its subsidiary (one of the portfolios constituting DFA Investment Dimensions Group Inc., referred to hereafter as the "Portfolio") as of October 31, 2025, the related consolidated statement of operations for the year ended October 31, 2025, the consolidated statement of changes in net assets for each of the two years in the period ended October 31, 2025, including the related notes, and the consolidated financial highlights for each of the five years in the period ended October 31, 2025 (collectively referred to as the "consolidated financial statements"). In our opinion, the consolidated financial statements present fairly, in all material respects, the financial position of the Portfolio as of October 31, 2025, the results of its operations for the year then ended, the changes in its net assets for each of the two years in the period ended October 31, 2025 and the financial highlights for each of the five years in the period ended October 31, 2025 in conformity with accounting principles generally accepted in the United States of America.

**Basis for Opinion**

 ****

These consolidated financial statements are the responsibility of the Portfolio's management. Our responsibility is to express an opinion on the Portfolio's consolidated financial statements based on our audits. We are a public accounting firm registered with the Public Company Accounting Oversight Board (United States) (PCAOB) and are required to be independent with respect to the Portfolio in accordance with the U.S. federal securities laws and the applicable rules and regulations of the Securities and Exchange Commission and the PCAOB.

We conducted our audits of these consolidated financial statements in accordance with the standards of the PCAOB. Those standards require that we plan and perform the audit to obtain reasonable assurance about whether the consolidated financial statements are free of material misstatement, whether due to error or fraud.

Our audits included performing procedures to assess the risks of material misstatement of the consolidated financial statements, whether due to error or fraud, and performing procedures that respond to those risks. Such procedures included examining, on a test basis, evidence regarding the amounts and disclosures in the consolidated financial statements. Our audits also included evaluating the accounting principles used and significant estimates made by management, as well as evaluating the overall presentation of the consolidated financial statements. Our procedures included confirmation of

PricewaterhouseCoopers LLP, Two Commerce Square, Suite 1700, 2001 Market Street, Philadelphia, PA 19103-7042 T: (267) 330 3000, www.pwc.com/us

------

![](logo_01.jpg)

securities owned as of October 31, 2025 by correspondence with the custodian, brokers and transfer agent of the investee fund; when replies were not received from brokers, we performed other auditing procedures. We believe that our audits provide a reasonable basis for our opinion.

/s/ PricewaterhouseCoopers LLP

Philadelphia, Pennsylvania

December 19, 2025

We have served as the auditor of one or more investment companies in Dimensional Fund Advisors L.P. investment company group since 1981.

------

**U.S. Large Company Portfolio**

**SCHEDULE OF INVESTMENTS**

**October 31, 2025**

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

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| COMMON STOCKS — (99.6%) | COMMON STOCKS — (99.6%) | COMMON STOCKS — (99.6%) | COMMON STOCKS — (99.6%) |
| COMMUNICATION SERVICES — (10.1%) | COMMUNICATION SERVICES — (10.1%) | COMMUNICATION SERVICES — (10.1%) | COMMUNICATION SERVICES — (10.1%) |
|  | Alphabet, Inc. (GOOG <br> US), Class C<br>| 1090893 | $307435465 |
|  | Alphabet, Inc. (GOOGL <br> US), Class A<br>| 1358829 | 382089126 |
|  | AT&T, Inc. | 1671754 | 41375911 |
| #\* | Charter <br> Communications, <br> Inc., Class A<br>| 21906 | 5122499 |
|  | Comcast Corp., <br> Class A<br>| 862057 | 23995357 |
|  | Electronic Arts, Inc. | 52609 | 10524957 |
|  | Fox Corp. (FOX US), <br> Class B<br>| 30093 | 1757732 |
|  | Fox Corp. (FOXA US), <br> Class A<br>| 49347 | 3190284 |
|  | Interpublic Group of <br> Cos., Inc.<br>| 84211 | 2160854 |
| #\* | Live Nation <br> Entertainment, Inc.<br>| 36959 | 5526479 |
|  | Match Group, Inc. | 56265 | 1819610 |
|  | Meta Platforms, Inc., <br> Class A<br>| 506657 | 328491066 |
| \* | Netflix, Inc. | 99257 | 111054687 |
| # | News Corp. (NWS <br> US), Class B<br>| 26804 | 816718 |
|  | News Corp. (NWSA <br> US), Class A<br>| 89912 | 2382668 |
| # | Omnicom Group, Inc. | 45191 | 3390229 |
| # | Paramount Skydance <br> Corp., Class B<br>| 73900 | 1137321 |
| \* | Take-Two Interactive <br> Software, Inc.<br>| 40512 | 10386061 |
|  | TKO Group Holdings, <br> Inc.<br>| 15969 | 3008560 |
|  | T-Mobile U.S., Inc. | 113275 | 23793414 |
| \* | Trade Desk, Inc., <br> Class A<br>| 104543 | 5256422 |
|  | Verizon <br> Communications, <br> Inc.<br>| 984791 | 39135594 |
|  | Walt Disney Co. | 419561 | 47250960 |
| #\* | Warner Bros <br> Discovery, Inc.<br>| 578517 | 12987707 |
| TOTAL COMMUNICATION <br> SERVICES | TOTAL COMMUNICATION <br> SERVICES |  | 1374089681 |
| CONSUMER DISCRETIONARY — (10.5%) | CONSUMER DISCRETIONARY — (10.5%) | CONSUMER DISCRETIONARY — (10.5%) | CONSUMER DISCRETIONARY — (10.5%) |
| \* | Airbnb, Inc., Class A | 100361 | 12699681 |
| \* | Amazon.com, Inc. | 2266949 | 553634285 |
| \* | Aptiv PLC | 50727 | 4113960 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| CONSUMER DISCRETIONARY — (Continued) | CONSUMER DISCRETIONARY — (Continued) | CONSUMER DISCRETIONARY — (Continued) | CONSUMER DISCRETIONARY — (Continued) |
| \* | AutoZone, Inc. | 3914 | $14381719 |
|  | Best Buy Co., Inc. | 45917 | 3771622 |
|  | Booking Holdings, Inc. | 7566 | 38418181 |
| \* | Carnival Corp. | 252519 | 7280123 |
| #\* | Chipotle Mexican Grill, <br> Inc.<br>| 313663 | 9939980 |
|  | Darden Restaurants, <br> Inc.<br>| 27376 | 4931786 |
| \* | Deckers Outdoor <br> Corp.<br>| 34986 | 2851359 |
|  | Domino's Pizza, Inc. | 7366 | 2935056 |
| \* | DoorDash, Inc., <br> Class A<br>| 86541 | 22013434 |
|  | DR Horton, Inc. | 64665 | 9640258 |
|  | eBay, Inc. | 106705 | 8676184 |
|  | Expedia Group, Inc. | 27433 | 6035260 |
|  | Ford Motor Co. | 913974 | 12000479 |
|  | Garmin Ltd. | 38187 | 8169727 |
|  | General Motors Co. | 222900 | 15400161 |
|  | Genuine Parts Co. | 32349 | 4118351 |
|  | Hasbro, Inc. | 31398 | 2395981 |
|  | Hilton Worldwide <br> Holdings, Inc.<br>| 55086 | 14154899 |
|  | Home Depot, Inc. | 232306 | 88181034 |
|  | Las Vegas Sands <br> Corp.<br>| 72851 | 4323707 |
|  | Lennar Corp. (LEN <br> US), Class A<br>| 52883 | 6545329 |
|  | LKQ Corp. | 61533 | 1966595 |
|  | Lowe's Cos., Inc. | 130958 | 31185028 |
| \* | Lululemon Athletica, <br> Inc.<br>| 25721 | 4386459 |
|  | Marriott International, <br> Inc., Class A<br>| 52754 | 13746637 |
|  | McDonald's Corp. | 166649 | 49733061 |
| \* | MGM Resorts <br> International<br>| 47425 | 1519023 |
| \* | Mohawk Industries, <br> Inc.<br>| 12370 | 1405727 |
|  | NIKE, Inc., Class B | 277952 | 17952920 |
| \* | Norwegian Cruise Line <br> Holdings Ltd.<br>| 106642 | 2390914 |
| \* | NVR, Inc. | 677 | 4881725 |
| \* | O'Reilly Automotive, <br> Inc.<br>| 198184 | 18716497 |
|  | Pool Corp. | 7745 | 2068380 |
|  | PulteGroup, Inc. | 46531 | 5577671 |
|  | Ralph Lauren Corp. | 9125 | 2916897 |
|  | Ross Stores, Inc. | 76377 | 12137833 |
|  | Royal Caribbean <br> Cruises Ltd.<br>| 58956 | 16910349 |
|  | Starbucks Corp. | 265711 | 21488049 |

---

------

**U.S. Large Company Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| CONSUMER DISCRETIONARY — (Continued) | CONSUMER DISCRETIONARY — (Continued) | CONSUMER DISCRETIONARY — (Continued) | CONSUMER DISCRETIONARY — (Continued) |
|  | Tapestry, Inc. | 48627 | $5340217 |
| \* | Tesla, Inc. | 655527 | 299287407 |
|  | TJX Cos., Inc. | 260312 | 36480124 |
|  | Tractor Supply Co. | 124710 | 6748058 |
| \* | Ulta Beauty, Inc. | 10575 | 5497731 |
|  | Williams-Sonoma, Inc. | 28803 | 5597575 |
|  | Wynn Resorts Ltd. | 19911 | 2369210 |
|  | Yum! Brands, Inc. | 64760 | 8950480 |
| TOTAL CONSUMER <br> DISCRETIONARY | TOTAL CONSUMER <br> DISCRETIONARY |  | 1435867123 |
| CONSUMER STAPLES — (4.7%) | CONSUMER STAPLES — (4.7%) | CONSUMER STAPLES — (4.7%) | CONSUMER STAPLES — (4.7%) |
|  | Altria Group, Inc. | 393115 | 22163824 |
|  | Archer-Daniels-Midland <br> Co.<br>| 112878 | 6832505 |
| # | Brown-Forman Corp. <br> (BFB US), Class B<br>| 39772 | 1082992 |
|  | Bunge Global SA | 32263 | 3052080 |
|  | Campbell's Co. | 45947 | 1384383 |
|  | Church & Dwight Co., <br> Inc.<br>| 57454 | 5038141 |
|  | Clorox Co. | 28573 | 3213320 |
|  | Coca-Cola Co. | 904439 | 62315847 |
|  | Colgate-Palmolive Co. | 189357 | 14589957 |
|  | Conagra Brands, Inc. | 113786 | 1955981 |
|  | Constellation Brands, <br> Inc., Class A<br>| 33673 | 4423959 |
|  | Costco Wholesale <br> Corp.<br>| 103564 | 94393408 |
|  | Dollar General Corp. | 51491 | 5080102 |
| #\* | Dollar Tree, Inc. | 45774 | 4537119 |
|  | Estee Lauder Cos., <br> Inc., Class A<br>| 54690 | 5287976 |
|  | General Mills, Inc. | 124068 | 5782809 |
|  | Hershey Co. | 34746 | 5893964 |
|  | Hormel Foods Corp. | 69472 | 1499900 |
|  | J.M. Smucker Co. | 25366 | 2626649 |
|  | Kellanova | 62809 | 5216916 |
|  | Kenvue, Inc. | 445446 | 6401059 |
|  | Keurig Dr. Pepper, Inc. | 316500 | 8596140 |
|  | Kimberly-Clark Corp. | 77415 | 9267350 |
|  | Kraft Heinz Co. | 200984 | 4970334 |
|  | Kroger Co. | 142008 | 9035969 |
|  | Lamb Weston <br> Holdings, Inc.<br>| 32208 | 1988200 |
|  | McCormick & Co., Inc. <br> (MKC US)<br>| 58707 | 3766641 |
|  | Molson Coors <br> Beverage Co., <br> Class B<br>| 39285 | 1717540 |
|  | Mondelez International, <br> Inc., Class A<br>| 301975 | 17351484 |
| \* | Monster Beverage <br> Corp.<br>| 166639 | 11136484 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| CONSUMER STAPLES — (Continued) | CONSUMER STAPLES — (Continued) | CONSUMER STAPLES — (Continued) | CONSUMER STAPLES — (Continued) |
|  | PepsiCo, Inc. | 319476 | $46672249 |
|  | Philip Morris <br> International, Inc.<br>| 363916 | 52523996 |
|  | Procter & Gamble Co. | 546815 | 82224572 |
|  | Sysco Corp. | 111366 | 8272266 |
|  | Target Corp. | 106034 | 9831473 |
|  | Tyson Foods, Inc., <br> Class A<br>| 66362 | 3411670 |
| » | Walgreens Boots <br> Alliance, Inc.<br>| 164570 | 87222 |
|  | Walmart, Inc. | 1025226 | 103732367 |
| TOTAL CONSUMER <br> STAPLES | TOTAL CONSUMER <br> STAPLES |  | 637358848 |
| ENERGY — (2.8%) | ENERGY — (2.8%) | ENERGY — (2.8%) | ENERGY — (2.8%) |
| # | APA Corp. | 84177 | 1906609 |
|  | Baker Hughes Co. | 229711 | 11120310 |
|  | Chevron Corp. | 449664 | 70921006 |
|  | ConocoPhillips | 291252 | 25880653 |
|  | Coterra Energy, Inc. | 177604 | 4202111 |
|  | Devon Energy Corp. | 149713 | 4864175 |
|  | Diamondback Energy, <br> Inc.<br>| 43896 | 6285468 |
|  | EOG Resources, Inc. | 127480 | 13492483 |
|  | EQT Corp. | 145330 | 7786781 |
|  | Expand Energy Corp. | 55201 | 5702815 |
|  | Exxon Mobil Corp. | 995906 | 113891810 |
|  | Halliburton Co. | 200452 | 5380132 |
|  | Kinder Morgan, Inc. | 457642 | 11985644 |
|  | Marathon Petroleum <br> Corp.<br>| 71197 | 13877007 |
|  | Occidental Petroleum <br> Corp.<br>| 168899 | 6958639 |
|  | ONEOK, Inc. | 147518 | 9883706 |
|  | Phillips 66 | 94574 | 12875304 |
| # | SLB Ltd. | 348961 | 12583534 |
|  | Targa Resources <br> Corp.<br>| 50079 | 7714169 |
|  | Texas Pacific Land <br> Corp.<br>| 4488 | 4233890 |
|  | Valero Energy Corp. | 72652 | 12318873 |
|  | Williams Cos., Inc. | 286107 | 16557012 |
| TOTAL ENERGY | TOTAL ENERGY |  | 380422131 |
| FINANCIALS — (12.8%) | FINANCIALS — (12.8%) | FINANCIALS — (12.8%) | FINANCIALS — (12.8%) |
|  | Aflac, Inc. | 112627 | 12072488 |
|  | Allstate Corp. | 61653 | 11807783 |
|  | American Express Co. | 126838 | 45754272 |
|  | American International <br> Group, Inc.<br>| 129468 | 10222793 |
|  | Ameriprise Financial, <br> Inc.<br>| 22032 | 9975429 |
|  | Aon PLC, Class A | 50281 | 17129731 |

---

------

**U.S. Large Company Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) |
|  | Apollo Global <br> Management, Inc.<br>| 107796 | $13400121 |
|  | Arch Capital Group <br> Ltd.<br>| 86505 | 7466247 |
|  | Arthur J Gallagher & <br> Co.<br>| 60048 | 14981375 |
|  | Assurant, Inc. | 11624 | 2461033 |
|  | Bank of America Corp. | 1590802 | 85028367 |
|  | Bank of New York <br> Mellon Corp.<br>| 164478 | 17752111 |
| \* | Berkshire Hathaway, <br> Inc., Class B<br>| 428410 | 204582911 |
|  | Blackrock, Inc. | 33615 | 36398658 |
|  | Blackstone, Inc. | 172058 | 25230585 |
| \* | Block, Inc. | 128347 | 9746671 |
|  | Brown & Brown, Inc. | 67980 | 5420725 |
|  | Capital One Financial <br> Corp.<br>| 149430 | 32873106 |
|  | Cboe Global Markets, <br> Inc.<br>| 24533 | 6026286 |
|  | Charles Schwab Corp. | 398188 | 37636730 |
|  | Chubb Ltd. | 86716 | 24015129 |
|  | Cincinnati Financial <br> Corp.<br>| 36615 | 5660313 |
|  | Citigroup, Inc. | 430188 | 43547931 |
|  | Citizens Financial <br> Group, Inc.<br>| 101501 | 5163356 |
|  | CME Group, Inc. | 84249 | 22367267 |
| \* | Coinbase Global, Inc., <br> Class A<br>| 52735 | 18129238 |
| \* | Corpay, Inc. | 16469 | 4287704 |
|  | Erie Indemnity Co., <br> Class A<br>| 5945 | 1739745 |
|  | Everest Group Ltd. | 9840 | 3094877 |
|  | FactSet Research <br> Systems, Inc.<br>| 8695 | 2319826 |
|  | Fidelity National <br> Information Services, <br> Inc.<br>| 121704 | 7608934 |
|  | Fifth Third Bancorp | 153703 | 6397119 |
| \* | Fiserv, Inc. | 127431 | 8498373 |
|  | Franklin Resources, <br> Inc.<br>| 71094 | 1607435 |
|  | Global Payments, Inc. | 56970 | 4429987 |
|  | Globe Life, Inc. | 18978 | 2495797 |
|  | Goldman Sachs <br> Group, Inc.<br>| 70749 | 55847138 |
|  | Hartford Insurance <br> Group, Inc.<br>| 65535 | 8138136 |
|  | Huntington <br> Bancshares, Inc.<br>| 369035 | 5697900 |
|  | Interactive Brokers <br> Group, Inc., Class A<br>| 103499 | 7282190 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) |
|  | Intercontinental <br> Exchange, Inc.<br>| 133753 | $19566726 |
|  | Invesco Ltd. | 102443 | 2427899 |
|  | Jack Henry & <br> Associates, Inc.<br>| 16720 | 2490277 |
|  | JPMorgan Chase & <br> Co.<br>| 642427 | 199871888 |
|  | KeyCorp | 219815 | 3866546 |
|  | KKR & Co., Inc. | 160198 | 18956229 |
|  | Loews Corp. | 40114 | 3993750 |
|  | M&T Bank Corp. | 36301 | 6674665 |
|  | Marsh & McLennan <br> Cos., Inc.<br>| 114916 | 20472285 |
|  | Mastercard, Inc., <br> Class A<br>| 192822 | 106435816 |
|  | MetLife, Inc. | 130538 | 10419543 |
|  | Moody's Corp. | 35973 | 17277832 |
|  | Morgan Stanley | 283606 | 46511384 |
|  | MSCI, Inc. | 18088 | 10645692 |
|  | Nasdaq, Inc. | 105790 | 9043987 |
|  | Northern Trust Corp. | 45101 | 5803146 |
| \* | PayPal Holdings, Inc. | 223834 | 15504981 |
|  | PNC Financial <br> Services Group, Inc.<br>| 91833 | 16764114 |
|  | Principal Financial <br> Group, Inc.<br>| 47810 | 4017952 |
|  | Progressive Corp. | 136985 | 28218910 |
|  | Prudential Financial, <br> Inc.<br>| 82047 | 8532888 |
|  | Raymond James <br> Financial, Inc.<br>| 41231 | 6542123 |
|  | Regions Financial <br> Corp.<br>| 210445 | 5092769 |
| \* | Robinhood Markets, <br> Inc., Class A<br>| 180942 | 26558667 |
|  | S&P Global, Inc. | 73074 | 35602384 |
|  | State Street Corp. | 66010 | 7634717 |
|  | Synchrony Financial | 86377 | 6424721 |
|  | T. Rowe Price Group, <br> Inc.<br>| 51569 | 5287370 |
|  | Travelers Cos., Inc. | 52735 | 14165676 |
|  | Truist Financial Corp. | 301917 | 13474556 |
|  | U.S. Bancorp | 362881 | 16939285 |
|  | Visa, Inc., Class A | 396644 | 135152477 |
|  | W.R. Berkley Corp. | 70068 | 4998651 |
|  | Wells Fargo & Co. | 748142 | 65065910 |
|  | Willis Towers Watson <br> PLC<br>| 22703 | 7108309 |
| TOTAL FINANCIALS | TOTAL FINANCIALS |  | 1751839942 |
| HEALTH CARE — (8.9%) | HEALTH CARE — (8.9%) | HEALTH CARE — (8.9%) | HEALTH CARE — (8.9%) |
|  | Abbott Laboratories | 406683 | 50274152 |
|  | AbbVie, Inc. | 412517 | 89945207 |
| †† | Abiomed, Inc. | 13246 | 206770 |

---

------

**U.S. Large Company Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| HEALTH CARE — (Continued) | HEALTH CARE — (Continued) | HEALTH CARE — (Continued) | HEALTH CARE — (Continued) |
|  | Agilent Technologies, <br> Inc.<br>| 66270 | $9699277 |
| \* | Align Technology, Inc. | 15575 | 2147481 |
|  | Amgen, Inc. | 125926 | 37580096 |
|  | Baxter International, <br> Inc.<br>| 117977 | 2179035 |
|  | Becton Dickinson & <br> Co.<br>| 67242 | 12016818 |
| \* | Biogen, Inc. | 34231 | 5280816 |
|  | Bio-Techne Corp. | 35914 | 2247139 |
| \* | Boston Scientific Corp. | 346391 | 34888502 |
|  | Bristol-Myers Squibb <br> Co.<br>| 475484 | 21905548 |
|  | Cardinal Health, Inc. | 55585 | 10603950 |
|  | Cencora, Inc. | 45405 | 15338263 |
| \* | Centene Corp. | 110039 | 3892079 |
| \* | Charles River <br> Laboratories <br> International, Inc.<br>| 11707 | 2108079 |
|  | Cigna Group | 62278 | 15221366 |
| \* | Cooper Cos., Inc. | 46197 | 3229632 |
|  | CVS Health Corp. | 296307 | 23156392 |
|  | Danaher Corp. | 148803 | 32049190 |
| \* | DaVita, Inc. | 8431 | 1003458 |
| \* | Dexcom, Inc. | 92144 | 5364624 |
| \* | Edwards Lifesciences <br> Corp.<br>| 137188 | 11311151 |
|  | Elevance Health, Inc. | 52500 | 16653000 |
|  | Eli Lilly & Co. | 185677 | 160213256 |
| \* | GE HealthCare <br> Technologies, Inc.<br>| 106326 | 7969134 |
|  | Gilead Sciences, Inc. | 290063 | 34746647 |
|  | HCA Healthcare, Inc. | 38176 | 17548744 |
| \* | Henry Schein, Inc. | 24310 | 1536392 |
| \* | Hologic, Inc. | 51631 | 3816047 |
|  | Humana, Inc. | 28001 | 7789598 |
| \* | IDEXX Laboratories, <br> Inc.<br>| 18702 | 11773096 |
| \* | Incyte Corp. | 38296 | 3579910 |
| \* | Insulet Corp. | 16475 | 5156840 |
| \* | Intuitive Surgical, Inc. | 83679 | 44708016 |
| \* | IQVIA Holdings, Inc. | 39604 | 8572682 |
|  | Johnson & Johnson | 562525 | 106244097 |
|  | Labcorp Holdings, Inc. | 19590 | 4975076 |
|  | McKesson Corp. | 29075 | 23589711 |
|  | Medtronic PLC | 299013 | 27120479 |
|  | Merck & Co., Inc. | 583057 | 50131241 |
| \* | Mettler-Toledo <br> International, Inc.<br>| 4783 | 6774115 |
| #\* | Moderna, Inc. | 81805 | 2221824 |
| \* | Molina Healthcare, <br> Inc.<br>| 12463 | 1907587 |
|  | Pfizer, Inc. | 1328774 | 32754279 |
|  | Quest Diagnostics, <br> Inc.<br>| 26068 | 4586665 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| HEALTH CARE — (Continued) | HEALTH CARE — (Continued) | HEALTH CARE — (Continued) | HEALTH CARE — (Continued) |
|  | Regeneron <br> Pharmaceuticals, <br> Inc.<br>| 23847 | $15543475 |
|  | ResMed, Inc. | 34160 | 8433421 |
| # | Revvity, Inc. | 26978 | 2524871 |
| \* | Solventum Corp. | 35054 | 2420128 |
|  | STERIS PLC | 23019 | 5425578 |
|  | Stryker Corp. | 80347 | 28622815 |
| # | Thermo Fisher <br> Scientific, Inc.<br>| 88272 | 50084650 |
|  | UnitedHealth Group, <br> Inc.<br>| 211661 | 72294931 |
|  | Universal Health <br> Services, Inc., <br> Class B<br>| 13123 | 2847822 |
| \* | Vertex <br> Pharmaceuticals, <br> Inc.<br>| 59968 | 25520582 |
|  | Viatris, Inc. | 269549 | 2792528 |
| \* | Waters Corp. | 13854 | 4843358 |
|  | West Pharmaceutical <br> Services, Inc.<br>| 16728 | 4718467 |
|  | Zimmer Biomet <br> Holdings, Inc.<br>| 46177 | 4643559 |
| # | Zoetis, Inc. | 103825 | 14960144 |
| TOTAL HEALTH CARE | TOTAL HEALTH CARE |  | 1221693790 |
| INDUSTRIALS — (8.1%) | INDUSTRIALS — (8.1%) | INDUSTRIALS — (8.1%) | INDUSTRIALS — (8.1%) |
|  | 3M Co. | 124364 | 20706606 |
|  | A.O. Smith Corp. | 26338 | 1738045 |
|  | Allegion PLC | 19948 | 3306780 |
|  | AMETEK, Inc. | 53947 | 10903228 |
|  | Automatic Data <br> Processing, Inc.<br>| 94472 | 24591062 |
| \* | Axon Enterprise, Inc. | 18375 | 13454726 |
| \* | Boeing Co. | 176484 | 35476814 |
|  | Broadridge Financial <br> Solutions, Inc.<br>| 27586 | 6079954 |
| \* | Builders FirstSource, <br> Inc.<br>| 25554 | 2968608 |
|  | Carrier Global Corp. | 186625 | 11102321 |
|  | Caterpillar, Inc. | 109437 | 63173603 |
|  | CH Robinson <br> Worldwide, Inc.<br>| 27571 | 4245658 |
|  | Cintas Corp. | 80294 | 14715481 |
| \* | Copart, Inc. | 207300 | 8915973 |
|  | CSX Corp. | 436736 | 15731231 |
|  | Cummins, Inc. | 32113 | 14055218 |
| \* | Dayforce, Inc. | 36645 | 2518977 |
|  | Deere & Co. | 58749 | 27120301 |
|  | Delta Air Lines, Inc. | 151340 | 8683889 |
|  | Dover Corp. | 32102 | 5825229 |
|  | Eaton Corp. PLC | 91001 | 34722342 |
|  | EMCOR Group, Inc. | 10411 | 7035546 |

---

------

**U.S. Large Company Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) |
|  | Emerson Electric Co. | 131819 | $18397978 |
|  | Equifax, Inc. | 28756 | 6070392 |
|  | Expeditors <br> International of <br> Washington, Inc.<br>| 31836 | 3880808 |
|  | Fastenal Co. | 269221 | 11078444 |
|  | FedEx Corp. | 50771 | 12886695 |
|  | Fortive Corp. | 78968 | 3975249 |
|  | GE Vernova, Inc. | 63531 | 37174529 |
| \* | Generac Holdings, <br> Inc.<br>| 13595 | 2284232 |
|  | General Dynamics <br> Corp.<br>| 58848 | 20296675 |
|  | General Electric Co. | 247819 | 76563680 |
|  | Honeywell <br> International, Inc.<br>| 148290 | 29855226 |
|  | Howmet Aerospace, <br> Inc.<br>| 94034 | 19366302 |
|  | Hubbell, Inc. | 12494 | 5872180 |
|  | Huntington Ingalls <br> Industries, Inc.<br>| 9014 | 2902688 |
|  | IDEX Corp. | 17387 | 2981175 |
|  | Illinois Tool Works, <br> Inc.<br>| 62177 | 15166214 |
|  | Ingersoll Rand, Inc. | 84004 | 6412025 |
|  | Jacobs Solutions, Inc. | 27972 | 4358317 |
| # | JB Hunt Transport <br> Services, Inc.<br>| 17938 | 3029011 |
|  | Johnson Controls <br> International PLC<br>| 152505 | 17445047 |
|  | L3Harris Technologies, <br> Inc.<br>| 43863 | 12680793 |
|  | Leidos Holdings, Inc. | 30147 | 5742099 |
|  | Lennox International, <br> Inc.<br>| 7421 | 3747605 |
|  | Lockheed Martin Corp. | 48046 | 23632866 |
|  | Masco Corp. | 48910 | 3167412 |
|  | Nordson Corp. | 12447 | 2887082 |
|  | Norfolk Southern <br> Corp.<br>| 52575 | 14898704 |
|  | Northrop Grumman <br> Corp.<br>| 31406 | 18323831 |
|  | Old Dominion Freight <br> Line, Inc.<br>| 42909 | 6025282 |
|  | Otis Worldwide Corp. | 91469 | 8484664 |
|  | PACCAR, Inc. | 123111 | 12114122 |
|  | Parker-Hannifin Corp. | 29865 | 23080568 |
|  | Paychex, Inc. | 75627 | 8850628 |
|  | Paycom Software, Inc. | 11617 | 2173425 |
|  | Pentair PLC | 38320 | 4075332 |
|  | Quanta Services, Inc. | 34831 | 15643647 |
|  | Republic Services, <br> Inc.<br>| 47534 | 9898480 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) |
|  | Rockwell Automation, <br> Inc.<br>| 26226 | $9660609 |
|  | Rollins, Inc. | 65231 | 3757958 |
|  | RTX Corp. | 312660 | 55809810 |
|  | Snap-on, Inc. | 12169 | 4083308 |
|  | Southwest Airlines Co. | 123862 | 3753019 |
|  | Stanley Black & <br> Decker, Inc.<br>| 36878 | 2497378 |
|  | Textron, Inc. | 41842 | 3381252 |
|  | Trane Technologies <br> PLC<br>| 51997 | 23328454 |
|  | TransDigm Group, Inc. | 13152 | 17209524 |
| \* | Uber Technologies, <br> Inc.<br>| 486626 | 46959409 |
|  | Union Pacific Corp. | 138558 | 30534026 |
| \* | United Airlines <br> Holdings, Inc.<br>| 75341 | 7085068 |
|  | United Parcel Service, <br> Inc., Class B<br>| 171473 | 16533427 |
|  | United Rentals, Inc. | 15068 | 13126940 |
|  | Veralto Corp. | 58146 | 5737847 |
|  | Verisk Analytics, Inc. | 32504 | 7110575 |
|  | Waste Management, <br> Inc.<br>| 86484 | 17276909 |
|  | Westinghouse Air <br> Brake Technologies <br> Corp.<br>| 39748 | 8126081 |
|  | WW Grainger, Inc. | 10316 | 10099364 |
|  | Xylem, Inc. | 56617 | 8540674 |
| TOTAL INDUSTRIALS | TOTAL INDUSTRIALS |  | 1107106631 |
| INFORMATION TECHNOLOGY — (36.0%) | INFORMATION TECHNOLOGY — (36.0%) | INFORMATION TECHNOLOGY — (36.0%) | INFORMATION TECHNOLOGY — (36.0%) |
|  | Accenture PLC, <br> Class A<br>| 145647 | 36426315 |
| \* | Adobe, Inc. | 99173 | 33749564 |
| \* | Advanced Micro <br> Devices, Inc.<br>| 378941 | 97054369 |
| \* | Akamai Technologies, <br> Inc.<br>| 33552 | 2519755 |
|  | Amphenol Corp., <br> Class A<br>| 285072 | 39721932 |
|  | Analog Devices, Inc. | 115790 | 27109913 |
|  | Apple, Inc. | 3466292 | 937181368 |
|  | Applied Materials, Inc. | 187406 | 43684339 |
| \* | AppLovin Corp., <br> Class A<br>| 63221 | 40292640 |
| \* | Arista Networks, Inc. | 240979 | 37999978 |
| \* | Autodesk, Inc. | 50046 | 15080862 |
|  | Broadcom, Inc. | 1098691 | 406109154 |
| \* | Cadence Design <br> Systems, Inc.<br>| 63672 | 21565070 |
|  | CDW Corp. | 30775 | 4904612 |
|  | Cisco Systems, Inc. | 924961 | 67623899 |

---

------

**U.S. Large Company Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| INFORMATION TECHNOLOGY — (Continued) | INFORMATION TECHNOLOGY — (Continued) | INFORMATION TECHNOLOGY — (Continued) | INFORMATION TECHNOLOGY — (Continued) |
| # | Cognizant Technology <br> Solutions Corp., <br> Class A<br>| 113671 | $8284342 |
|  | Corning, Inc. | 182584 | 16264583 |
| \* | Crowdstrike Holdings, <br> Inc., Class A<br>| 58176 | 31590150 |
| \* | Datadog, Inc., Class A | 75593 | 12307296 |
|  | Dell Technologies, Inc., <br> Class C<br>| 70759 | 11463666 |
| \* | EPAM Systems, Inc. | 12887 | 2107540 |
| \* | F5, Inc. | 13387 | 3387580 |
| \* | Fair Isaac Corp. | 5607 | 9304985 |
| \* | First Solar, Inc. | 25085 | 6696190 |
| \* | Fortinet, Inc. | 152421 | 13173747 |
| \* | Gartner, Inc. | 17862 | 4435849 |
|  | Gen Digital, Inc. | 130056 | 3428276 |
| \* | GoDaddy, Inc., <br> Class A<br>| 32652 | 4346961 |
|  | Hewlett Packard <br> Enterprise Co.<br>| 304817 | 7443631 |
|  | HP, Inc. | 221165 | 6119636 |
| \* | Intel Corp. | 1021542 | 40851465 |
|  | International Business <br> Machines Corp.<br>| 217555 | 66878582 |
|  | Intuit, Inc. | 65198 | 43522925 |
|  | Jabil, Inc. | 25139 | 5552954 |
| \* | Keysight Technologies, <br> Inc.<br>| 39974 | 7313643 |
|  | KLA Corp. | 30843 | 37281168 |
|  | Lam Research Corp. | 295593 | 46544074 |
|  | Microchip Technology, <br> Inc.<br>| 126687 | 7907802 |
|  | Micron Technology, <br> Inc.<br>| 261251 | 58460136 |
|  | Microsoft Corp. | 1736174 | 899008259 |
|  | Monolithic Power <br> Systems, Inc.<br>| 11189 | 11244945 |
|  | Motorola Solutions, <br> Inc.<br>| 38848 | 15799870 |
|  | NetApp, Inc. | 47192 | 5558274 |
|  | NVIDIA Corp. | 5699072 | 1154005292 |
|  | NXP Semiconductors <br> NV<br>| 58856 | 12307967 |
| \* | ON Semiconductor <br> Corp.<br>| 96454 | 4830416 |
|  | Oracle Corp. | 387082 | 101651604 |
| \* | Palantir Technologies, <br> Inc., Class A<br>| 531105 | 106470619 |
| \* | Palo Alto Networks, <br> Inc.<br>| 155869 | 34328589 |
| \* | PTC, Inc. | 28106 | 5580165 |
|  | QUALCOMM, Inc. | 251976 | 45582458 |
|  | Roper Technologies, <br> Inc.<br>| 25225 | 11254134 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| INFORMATION TECHNOLOGY — (Continued) | INFORMATION TECHNOLOGY — (Continued) | INFORMATION TECHNOLOGY — (Continued) | INFORMATION TECHNOLOGY — (Continued) |
|  | Salesforce, Inc. | 223434 | $58184448 |
|  | Seagate Technology <br> Holdings PLC<br>| 49655 | 12705721 |
| \* | ServiceNow, Inc. | 48575 | 44654026 |
|  | Skyworks Solutions, <br> Inc.<br>| 34486 | 2680252 |
| \* | Super Micro Computer, <br> Inc.<br>| 116330 | 6044507 |
| \* | Synopsys, Inc. | 43211 | 19610016 |
|  | TE Connectivity PLC | 69226 | 17099514 |
| \* | Teledyne Technologies, <br> Inc.<br>| 10992 | 5790805 |
|  | Teradyne, Inc. | 37396 | 6797097 |
|  | Texas Instruments, <br> Inc.<br>| 212152 | 34254062 |
| \* | Trimble, Inc. | 55646 | 4437768 |
| \* | Tyler Technologies, <br> Inc.<br>| 10092 | 4806416 |
|  | VeriSign, Inc. | 19689 | 4721422 |
|  | Western Digital Corp. | 80935 | 12157246 |
| \* | Workday, Inc., Class A | 50340 | 12077573 |
| \* | Zebra Technologies <br> Corp., Class A<br>| 11804 | 3178227 |
| TOTAL INFORMATION <br> TECHNOLOGY | TOTAL INFORMATION <br> TECHNOLOGY |  | 4922512643 |
| MATERIALS — (1.6%) | MATERIALS — (1.6%) | MATERIALS — (1.6%) | MATERIALS — (1.6%) |
|  | Air Products & <br> Chemicals, Inc.<br>| 51967 | 12606675 |
| # | Albemarle Corp. | 27099 | 2661935 |
|  | Amcor PLC | 533922 | 4217984 |
|  | Avery Dennison Corp. | 18017 | 3150993 |
|  | Ball Corp. | 64093 | 3012371 |
|  | CF Industries Holdings, <br> Inc.<br>| 37531 | 3125957 |
|  | Corteva, Inc. | 158128 | 9715384 |
|  | Dow, Inc. | 163986 | 3911066 |
|  | DuPont de Nemours, <br> Inc.<br>| 98474 | 8040402 |
|  | Ecolab, Inc. | 59832 | 15340925 |
|  | Freeport-McMoRan, <br> Inc.<br>| 335506 | 13990600 |
|  | International Flavors & <br> Fragrances, Inc.<br>| 59332 | 3736136 |
| # | International Paper <br> Co.<br>| 123710 | 4780154 |
|  | Linde PLC | 109505 | 45805941 |
|  | LyondellBasell <br> Industries NV, <br> Class A<br>| 59186 | 2747414 |
|  | Martin Marietta <br> Materials, Inc.<br>| 14048 | 8612829 |
|  | Mosaic Co. | 75820 | 2081259 |
|  | Newmont Corp. | 256786 | 20791962 |

---

------

**U.S. Large Company Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| MATERIALS — (Continued) | MATERIALS — (Continued) | MATERIALS — (Continued) | MATERIALS — (Continued) |
|  | Nucor Corp. | 53375 | $8008919 |
|  | Packaging Corp. of <br> America<br>| 20825 | 4076702 |
|  | PPG Industries, Inc. | 53191 | 5199420 |
|  | Sherwin-Williams Co. | 54085 | 18656080 |
|  | Smurfit WestRock <br> PLC<br>| 123140 | 4546329 |
| \* | Solstice Advanced <br> Materials, Inc.<br>| 37072 | 1670835 |
|  | Steel Dynamics, Inc. | 32192 | 5047706 |
|  | Vulcan Materials Co. | 30830 | 8925285 |
| TOTAL MATERIALS | TOTAL MATERIALS |  | 224461263 |
| REAL ESTATE — (1.8%) | REAL ESTATE — (1.8%) | REAL ESTATE — (1.8%) | REAL ESTATE — (1.8%) |
|  | Alexandria Real Estate <br> Equities, Inc.<br>| 36699 | 2136616 |
|  | American Tower Corp. | 109396 | 19579696 |
|  | AvalonBay <br> Communities, Inc.<br>| 33376 | 5804754 |
|  | BXP, Inc. | 34739 | 2473069 |
|  | Camden Property <br> Trust<br>| 24514 | 2438653 |
| \* | CBRE Group, Inc., <br> Class A<br>| 68765 | 10481849 |
| \* | CoStar Group, Inc. | 99442 | 6842604 |
|  | Crown Castle, Inc. | 101675 | 9173118 |
|  | Digital Realty Trust, <br> Inc.<br>| 75029 | 12785692 |
|  | Equinix, Inc. | 22811 | 19298334 |
|  | Equity Residential | 81509 | 4844895 |
|  | Essex Property Trust, <br> Inc.<br>| 14971 | 3769249 |
|  | Extra Space Storage, <br> Inc.<br>| 49882 | 6661242 |
|  | Federal Realty <br> Investment Trust<br>| 18765 | 1805005 |
|  | Healthpeak Properties, <br> Inc.<br>| 160208 | 2875734 |
|  | Host Hotels & Resorts, <br> Inc.<br>| 150802 | 2415848 |
|  | Invitation Homes, Inc. | 132490 | 3729594 |
|  | Iron Mountain, Inc. | 69317 | 7136185 |
|  | Kimco Realty Corp. | 156572 | 3234778 |
|  | Mid-America Apartment <br> Communities, Inc.<br>| 27194 | 3487087 |
|  | Prologis, Inc. | 217178 | 26949618 |
|  | Public Storage | 36936 | 10288892 |
| # | Realty Income Corp. | 213987 | 12406966 |
|  | Regency Centers <br> Corp.<br>| 37558 | 2589624 |
|  | SBA Communications <br> Corp.<br>| 25110 | 4808063 |
|  | Simon Property Group, <br> Inc.<br>| 76459 | 13438434 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| REAL ESTATE — (Continued) | REAL ESTATE — (Continued) | REAL ESTATE — (Continued) | REAL ESTATE — (Continued) |
|  | UDR, Inc. | 71862 | $2421031 |
|  | Ventas, Inc. | 106123 | 7830816 |
|  | VICI Properties, Inc. | 248755 | 7460162 |
|  | Welltower, Inc. | 156007 | 28243507 |
| # | Weyerhaeuser Co. | 168804 | 3882492 |
| TOTAL REAL ESTATE | TOTAL REAL ESTATE |  | 251293607 |
| UTILITIES — (2.3%) | UTILITIES — (2.3%) | UTILITIES — (2.3%) | UTILITIES — (2.3%) |
|  | AES Corp. | 163333 | 2265429 |
| # | Alliant Energy Corp. | 59672 | 3987283 |
|  | Ameren Corp. | 63411 | 6469190 |
|  | American Electric <br> Power Co., Inc.<br>| 124606 | 14985118 |
|  | American Water Works <br> Co., Inc.<br>| 45745 | 5875030 |
|  | Atmos Energy Corp. | 37294 | 6404126 |
|  | CenterPoint Energy, <br> Inc.<br>| 152960 | 5849190 |
|  | CMS Energy Corp. | 69880 | 5139674 |
|  | Consolidated Edison, <br> Inc.<br>| 83863 | 8169095 |
|  | Constellation Energy <br> Corp.<br>| 72869 | 27471613 |
|  | Dominion Energy, Inc. | 199933 | 11734068 |
|  | DTE Energy Co. | 48723 | 6603915 |
|  | Duke Energy Corp. | 181805 | 22598362 |
|  | Edison International | 89914 | 4979437 |
|  | Entergy Corp. | 104216 | 10014115 |
|  | Evergy, Inc. | 53460 | 4106263 |
|  | Eversource Energy | 86192 | 6361832 |
|  | Exelon Corp. | 236158 | 10891607 |
|  | FirstEnergy Corp. | 122440 | 5611425 |
|  | NextEra Energy, Inc. | 480747 | 39132806 |
|  | NiSource, Inc. | 109777 | 4622709 |
|  | NRG Energy, Inc. | 45026 | 7738168 |
|  | PG&E Corp. | 511105 | 8157236 |
|  | Pinnacle West Capital <br> Corp.<br>| 28460 | 2519279 |
|  | PPL Corp. | 173403 | 6332678 |
|  | Public Service <br> Enterprise Group, <br> Inc.<br>| 116491 | 9384515 |
|  | Sempra | 152009 | 13975707 |
|  | Southern Co. | 257358 | 24201946 |
|  | Vistra Corp. | 74631 | 14053017 |
|  | WEC Energy Group, <br> Inc.<br>| 75197 | 8401761 |
|  | Xcel Energy, Inc. | 138262 | 11222727 |
| TOTAL UTILITIES | TOTAL UTILITIES |  | 319259321 |
| TOTAL COMMON <br> STOCKS <br>Cost ($3181127847) | TOTAL COMMON <br> STOCKS <br>Cost ($3181127847) |  | 13625904980 |

---

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

------

**U.S. Large Company Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| TEMPORARY CASH INVESTMENTS — (0.0%) | TEMPORARY CASH INVESTMENTS — (0.0%) | TEMPORARY CASH INVESTMENTS — (0.0%) | TEMPORARY CASH INVESTMENTS — (0.0%) |
| Ɏ | State Street <br> Institutional <br> U.S. Government <br> Money Market Fund <br> 4.010%<br>| 7052936 | $7052936 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| SECURITIES LENDING COLLATERAL — (0.4%) | SECURITIES LENDING COLLATERAL — (0.4%) | SECURITIES LENDING COLLATERAL — (0.4%) | SECURITIES LENDING COLLATERAL — (0.4%) |
| @§ | The DFA Short Term <br> Investment Fund <br>| 4360316 | $50435772 |
| TOTAL INVESTMENTS — (100.0%) | TOTAL INVESTMENTS — (100.0%) | TOTAL INVESTMENTS — (100.0%) |  |
| (Cost $3,238,616,555) | (Cost $3,238,616,555) |  | $13683393688 |

---

As of October 31, 2025, U.S. Large Company Portfolio had entered into the following outstanding futures contracts:

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Description** | **Number of**<br> **Contracts**<br>| **Expiration**<br> **Date**<br>| **Notional**<br> **Value**<br>| **Market**<br> **Value**<br>| **Unrealized**<br> **Appreciation**<br> **(Depreciation)**<br>|
| **Long Position Contracts:** |  |  |  |  |  |
| S&P 500<sup>®</sup> Emini Index | &nbsp;&nbsp; 31 | 12/19/25 | &nbsp;&nbsp; $10630016 | &nbsp;&nbsp; $10654700 | &nbsp;&nbsp; $24684 |
| **Total Futures Contracts** |  |  | &nbsp;&nbsp; **$10630016** | &nbsp;&nbsp; **$10654700** | &nbsp;&nbsp; **$24684** |

---

Summary of the Portfolio's investments as of October 31, 2025, 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 |  |  |  |  |
| Communication Services | &nbsp;&nbsp; $1374089681 | &nbsp;&nbsp; — | &nbsp;&nbsp; — | &nbsp;&nbsp; $1374089681 |
| Consumer Discretionary | &nbsp;&nbsp; 1435867123 | &nbsp;&nbsp; — | &nbsp;&nbsp; — | &nbsp;&nbsp; 1435867123 |
| Consumer Staples | &nbsp;&nbsp; 637271626 | &nbsp;&nbsp; $87222 | &nbsp;&nbsp; — | &nbsp;&nbsp; 637358848 |
| Energy | &nbsp;&nbsp; 380422131 | &nbsp;&nbsp; — | &nbsp;&nbsp; — | &nbsp;&nbsp; 380422131 |
| Financials | &nbsp;&nbsp; 1751839942 | &nbsp;&nbsp; — | &nbsp;&nbsp; — | &nbsp;&nbsp; 1751839942 |
| Health Care | &nbsp;&nbsp; 1221487020 | &nbsp;&nbsp; — | &nbsp;&nbsp; $206770 | &nbsp;&nbsp; 1221693790 |
| Industrials | &nbsp;&nbsp; 1107106631 | &nbsp;&nbsp; — | &nbsp;&nbsp; — | &nbsp;&nbsp; 1107106631 |
| Information Technology | &nbsp;&nbsp; 4922512643 | &nbsp;&nbsp; — | &nbsp;&nbsp; — | &nbsp;&nbsp; 4922512643 |
| Materials | &nbsp;&nbsp; 224461263 | &nbsp;&nbsp; — | &nbsp;&nbsp; — | &nbsp;&nbsp; 224461263 |
| Real Estate | &nbsp;&nbsp; 251293607 | &nbsp;&nbsp; — | &nbsp;&nbsp; — | &nbsp;&nbsp; 251293607 |
| Utilities | &nbsp;&nbsp; 319259321 | &nbsp;&nbsp; — | &nbsp;&nbsp; — | &nbsp;&nbsp; 319259321 |
| Temporary Cash Investments | &nbsp;&nbsp; 7052936 | &nbsp;&nbsp; — | &nbsp;&nbsp; — | &nbsp;&nbsp; 7052936 |
| Securities Lending Collateral | &nbsp;&nbsp; — | &nbsp;&nbsp; 50435772 | &nbsp;&nbsp; — | &nbsp;&nbsp; 50435772 |
| Total Investments in Securities | &nbsp;&nbsp; $13632663924 | &nbsp;&nbsp; $50522994 | &nbsp;&nbsp; $206,770˂˃ | &nbsp;&nbsp; $13683393688 |
| **Financial Instruments** | **Financial Instruments** |  |  |  |
| **Assets** |  |  |  |  |
| Futures Contracts\*\* | &nbsp;&nbsp; 24684 | &nbsp;&nbsp; — | &nbsp;&nbsp; — | &nbsp;&nbsp; 24684 |
| Total Financial Instruments | &nbsp;&nbsp; $24684 | &nbsp;&nbsp; — | &nbsp;&nbsp; — | &nbsp;&nbsp; $24684 |
| \*\* Valued at the unrealized appreciation/(depreciation) on the investment. | \*\* Valued at the unrealized appreciation/(depreciation) on the investment. | \*\* Valued at the unrealized appreciation/(depreciation) on the investment. | \*\* Valued at the unrealized appreciation/(depreciation) on the investment. | \*\* Valued at the unrealized appreciation/(depreciation) on the investment. |

---

&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>|

---

See accompanying Notes to Financial Statements.

------

**DIMENSIONAL INVESTMENT GROUP INC.**

**STATEMENT OF ASSETS AND LIABILITIES**

**October 31, 2025**

**(Amounts in thousands, except share and per share amounts)**

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

---

| | |
|:---|:---|
|  | **U.S. Large**<br> **Company**<br> **Portfolio\***<br>|
| **ASSETS:** |  |
| Investment Securities at Value (including $49,416 of securities on loan) | $13625905 |
| Temporary Cash Investments at Value & Cost | 7053 |
| Collateral from Securities on Loan Invested in Affiliate at Value (including cost of $50,436) | 50436 |
| Segregated Cash for Futures Contracts | 660 |
| Receivables: |  |
| Investment Securities Sold | 804 |
| Dividends and Interest | 6291 |
| Securities Lending Income | 7 |
| Fund Shares Sold | 3403 |
| Prepaid Expenses and Other Assets  | 23 |
| Total Assets | 13694582 |
| **LIABILITIES:** |  |
| Payables: |  |
| Upon Return of Securities Loaned | 50429 |
| Fund Shares Redeemed | 6757 |
| Due to Advisor | 494 |
| Futures Variation Margin | 48 |
| Accrued Expenses and Other Liabilities | 812 |
| Total Liabilities | 58540 |
| **COMMITMENTS AND CONTINGENT LIABILITIES (NOTE C)** |  |
| **NET ASSETS** | $13636042 |
| **NET ASSET VALUE, OFFERING AND REDEMPTION PRICE PER SHARE:**  |  |
| Institutional Class Shares — based on shares outstanding of 300,330,424, $0.01 Par Value (1) | **$45.40** |
| (1) NUMBER OF SHARES AUTHORIZED | 900000000 |
| Investment Securities at Cost | $3181128 |
| **NET ASSETS CONSIST OF:** |  |
| Paid-In Capital | $3196362 |
| Total Distributable Earnings (Loss) | 10439680 |
| **NET ASSETS** | $13636042 |

---

------

\*

See Note I in the Notes to Financial Statements for additional information about securities lending collateral.

See accompanying Notes to Financial Statements.

------

**DIMENSIONAL INVESTMENT GROUP INC.**

**STATEMENT OF OPERATIONS**

**FOR THE YEAR ENDED October 31, 2025**

**(Amounts in thousands)**

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

---

| | |
|:---|:---|
|  | **U.S. Large**<br> **Company**<br> **Portfolio**<br>|
| **Investment Income** |  |
| Dividends (Net of Foreign Taxes Withheld of $38) | $160360 |
| Dividend Income from Affiliates | 2141 |
| Income from Securities Lending, Net | 84 |
| Total Investment Income | 162585 |
| **Fund Expenses** |  |
| Investment Management Fees | 7548 |
| Accounting & Transfer Agent Fees | 2206 |
| Custodian Fees | 179 |
| Filing Fees | 59 |
| Shareholders' Reports | 106 |
| Directors'/Trustees' Fees & Expenses | 99 |
| Professional Fees | 162 |
| ReFlow Service Fees | 865 |
| Previously Waived Fees Recovered by Advisor (Note C) | 54 |
| Other | 352 |
| Total Fund Expenses | 11630 |
| Fees Waived, Expenses Reimbursed by Advisor (Note C) | 1565 |
| Net Expenses | 10065 |
| **Net Investment Income (Loss)** | 152520 |
| **Realized and Unrealized Gain (Loss)** |  |
| Net Realized Gain (Loss) on: |  |
| Investment Securities Sold | 59700 |
| Affiliated Investment Companies Shares Sold | 5 |
| Futures | 4433 |
| In-Kind Redemptions | 978952 |
| Change in Unrealized Appreciation (Depreciation) of: |  |
| Investment Securities and Foreign Currency | 1302717 |
| Futures | 181 |
| **Net Realized and Unrealized Gain (Loss)** | 2345988 |
| **Net Increase (Decrease) in Net Assets Resulting from Operations** | $2498508 |

---

See accompanying Notes to Financial Statements.

------

**DIMENSIONAL INVESTMENT GROUP INC.**

**STATEMENTS OF CHANGES IN NET ASSETS**

**(Amounts in thousands)**

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

---

| | | |
|:---|:---|:---|
|  | **U.S. Large Company**<br> **Portfolio** | **U.S. Large Company**<br> **Portfolio** |
|  | **Year**<br> **Ended**<br> **Oct 31,**<br> **2025**<br>| **Year**<br> **Ended**<br> **Oct 31,**<br> **2024**<br>|
| **Increase (Decrease) in Net Assets** |  |  |
| Operations: |  |  |
| Net Investment Income (Loss) | $152520 | $159793 |
| Net Realized Gain (Loss) on: |  |  |
| Investment Securities Sold | 59700 | 173167 |
| Affiliated Investment Companies Shares Sold | 5 | (3)<br>|
| Futures | 4433 | 52488 |
| In-Kind Redemptions | 978952 | 1143566 |
| Change in Unrealized Appreciation (Depreciation) of: |  |  |
| Investment Securities and Foreign Currency | 1302717 | 2086070 |
| Futures | 181 | 527 |
| Net Increase (Decrease) in Net Assets Resulting from Operations | 2498508 | 3615608 |
| Distributions: |  |  |
| Institutional Class Shares | (156138)<br>| (452244)<br>|
| Capital Share Transactions (1): |  |  |
| Shares Issued | 2216400 | 2240869 |
| Shares Issued in Lieu of Cash Distributions | 145570 | 421890 |
| Shares Redeemed | (3308572)<br>| (3484583)<br>|
| Net Increase (Decrease) from Capital Share Transactions | (946602)<br>| (821824)<br>|
| Total Increase (Decrease) in Net Assets | 1395768 | 2341540 |
| **Net Assets** |  |  |
| Beginning of Year | 12240274 | 9898734 |
| End of Year | $13636042 | $12240274 |
| **(1) Shares Issued and Redeemed:** |  |  |
| Shares Issued | 54965 | 65096 |
| Shares Issued in Lieu of Cash Distributions | 3607 | 13246 |
| Shares Redeemed  | (81429)<br>| (100997)<br>|
| Net Increase (Decrease) from Shares Issued and Redeemed | (22857)<br>| (22655)<br>|

---

See accompanying Notes to Financial Statements.

------

**DIMENSIONAL INVESTMENT GROUP INC.**

**FINANCIAL HIGHLIGHTS**

**(for a share outstanding throughout each period)**

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

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  | **U.S. Large Company Portfolio** | **U.S. Large Company Portfolio** | **U.S. Large Company Portfolio** | **U.S. Large Company Portfolio** | **U.S. Large Company Portfolio** |
|  | &nbsp;&nbsp; **Year**<br> **Ended**<br> **Oct 31,**<br> **2025**<br>| &nbsp;&nbsp; **Year**<br> **Ended**<br> **Oct 31,**<br> **2024**<br>| &nbsp;&nbsp; **Year**<br> **Ended**<br> **Oct 31,**<br> **2023**<br>| &nbsp;&nbsp; **Year**<br> **Ended**<br> **Oct 31,**<br> **2022**<br>| &nbsp;&nbsp; **Year**<br> **Ended**<br> **Oct 31,**<br> **2021**<br>|
| Net Asset Value, Beginning of Year | $37.87 | $28.62 | $27.55 | $34.56 | $25.10 |
| <u>Income from Investment Operations (A)</u> |  |  |  |  |  |
| Net Investment Income (Loss)  | 0.49 | 0.47 | 0.45 | 0.44 | 0.43 |
| Net Gains (Losses) on Securities (Realized and Unrealized)  | 7.54 | 10.11 | 2.26 | (5.21) | 10.09 |
| Total from Investment Operations  | 8.03 | 10.58 | 2.71 | (4.77) | 10.52 |
| <u>Less Distributions:</u>  |  |  |  |  |  |
| Net Investment Income  | (0.49) | (0.44) | (0.42) | (0.40) | (0.43) |
| Net Realized Gains  | (0.01) | (0.89) | (1.22) | (1.84) | (0.63) |
| Total Distributions  | (0.50) | (1.33) | (1.64) | (2.24) | (1.06) |
| Net Asset Value, End of Year | $45.40 | $37.87 | $28.62 | $27.55 | $34.56 |
| Total Return  | 21.37% | 37.88% | 10.12% | (14.71%) | 42.87% |
| Net Assets, End of Year (thousands)  | $13636042 | $12240274 | $9898734 | $9816746 | $12307860 |
| Ratio of Expenses to Average Net Assets  | 0.08% | 0.08% | 0.08% | 0.08% | 0.08% |
| Ratio of Expenses to Average Net Assets (Excluding Fees <br> Waived, Expenses Reimbursed by Advisor) <br>| 0.09% | 0.10% | 0.09% | 0.09% | 0.09% |
| Ratio of Net Investment Income to Average Net Assets  | 1.21% | 1.38% | 1.58% | 1.46% | 1.39% |
| Portfolio Turnover Rate  | 5% | 6% | 3% | 2% | 4% |

---

See page 1-2 for the Definitions of Abbreviations and Footnotes.

See accompanying Notes to Financial Statements.

------

**DIMENSIONAL INVESTMENT GROUP INC.**

**NOTES TO FINANCIAL STATEMENTS**

**A. Organization:** 

Dimensional Investment 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. The Fund consists of ten portfolios, one of which, the U.S. Large Company Portfolio (the "Portfolio"), is presented in this section of the report. The remaining operational portfolios are presented in separate reports. The Portfolio is an investment company, and accordingly, follows the accounting and reporting guidance under the Financial Accounting Standards Board ("FASB") Accounting Standards Codification ("ASC"), Topic 946, "Financial Services-Investment Companies."

**B. Significant Accounting Policies:**

The following significant accounting policies are in conformity with accounting principles generally accepted in the United States of America ("GAAP"). Such policies are consistently followed by the Fund in preparation of its financial statements. The preparation of financial statements in accordance with GAAP requires management to make estimates and assumptions that affect the fair value of investments, the reported amounts of assets and liabilities, the disclosure of contingent assets and liabilities at the date of the financial statements, and the reported amounts of increases and decreases in net assets from operations during the reporting period. Actual results could differ from those estimates, and those differences could be material.

1. Security Valuation: The Portfolio uses 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;&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;&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;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;● Level 3 – significant unobservable inputs (including the Portfolio's own assumptions in determining the fair value of investments)

Securities held by the Portfolio, including over-the-counter securities, are valued at the last quoted sale price of the day. Securities held by the Portfolio 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 Portfolio values the securities at the mean between 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. 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 Portfolio 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 (the "Board"). 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 Dimensional Fund Advisors LP (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 Portfolio 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.

Futures contracts held by the Portfolio are valued using the settlement price established each day on the exchange on which they are traded. These valuations are generally categorized as Level 1 in the hierarchy.

------

A summary of the inputs used to value the Portfolio's 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. The methodology or inputs used for valuing securities are not necessarily an indication of the risk associated with investing in those securities.

2. Deferred Compensation Plan: Each eligible Director of the Fund may elect to participate in the Fee Deferral Plan for Independent Directors and Trustees (the "Plan"). Under the Plan, effective January 1, 2002, such Directors may defer payment of all or a portion of their total fees earned as a Director. These deferred amounts may be treated as though such amounts had been invested in shares of the following funds, each of which are affiliates of the Portfolio, and advised by the Advisor: the U.S. Large Cap Value Portfolio, U.S. Core Equity 1 Portfolio, U.S. Large Company Portfolio, U.S. Vector Equity Portfolio, U.S. Micro Cap Portfolio, DFA International Value Portfolio, International Core Equity 2 Portfolio, Emerging Markets Portfolio, Emerging Markets Core Equity 2 Portfolio, DFA Inflation-Protected Securities Portfolio, and/or DFA Two-Year Global Fixed Income Portfolio. Contributions made under the Plan and the change in unrealized appreciation (depreciation) and income are included in Directors'/Trustees' Fees & Expenses.

The Directors may receive their distributions of proceeds by one of the following methods: lump sum, annual installments over a period of agreed-upon years, or quarterly installments over a period of agreed-upon years. Each Director shall have the right in a notice of election (the "Notice") to defer the receipt of the Director's deferred compensation until a date specified by such Director in the Notice. The date may not be sooner than the earlier of: (i) the first business day of January following the year in which such Director ceases to be a member of the Board; and (ii) five years following the effective date of the Director's first deferral election. If a Director who elects to defer fees fails to designate in the Notice a time or date as of which payment of the Director's deferred fee account shall commence, payment of such amount shall commence as of the first business day of January following the year in which the Director ceases to be a member of the Board (unless the Director files an amended Notice selecting a different distribution date).

3. Other: Dividend income and distributions to shareholders are recorded on the ex-dividend date. Non-cash dividend income received in the form of securities in-lieu of cash, if any, are recorded at the fair value of securities received. Distributions received on securities that represent a return of capital or capital gains are recorded as a reduction of cost of investments or as a realized gain, respectively. The Portfolio estimates the character of received distributions that may be considered return of capital distributions. Expenses directly attributable to a Portfolio are directly charged. Common expenses of the Fund or the Portfolios are allocated using methods approved by the Board, generally based on average net assets.

**C. Investment Advisor:**

The Advisor provides investment management services to the Portfolio. For the year ended October 31, 2025, the Portfolio's investment management fees were accrued daily and paid monthly to the Advisor based on the following effective annual rate of average daily net assets:

---

| | |
|:---|:---|
| U.S. Large Company Portfolio | 0.06<br> %<br>|

---

Pursuant to an Amended and Restated Fee Waiver and/or Expense Assumption Agreement (the "Fee Waiver Agreement"), the Advisor has contractually agreed to waive certain fees, and in certain instances, assume certain expenses of the Portfolio, as described in the notes below. The Fee Waiver Agreement for the Portfolio will remain in effect through February 28, 2026, may only be terminated by the Fund's Board prior to that date and shall continue in effect from year to year thereafter unless terminated by the Fund or the Advisor. During the year ended October 31, 2025, the Portfolio had an expense limit based on a percentage of average net assets on an annualized basis, as listed below. At any time that the Annualized Expense Ratio (defined below) of the Portfolio is less than the Expense Limitation Amount listed below, the Advisor retains the right to recover fees previously waived and/or expenses previously assumed to the extent that the expense ratio following such recovery would be less than the Expense Limitation Amount that was in place when such prior year fees were waived and/or expenses assumed, and less than the current Expense Limitation Amount for the Portfolio. The recovered previously waived fees/assumed expenses during the year ended October 31, 2025, waived fees/assumed expenses during the year ended October 31, 2025,

------

and previously waived fees/assumed expenses subject to future recovery by the Advisor, are reflected below (amounts in thousands). The Fund, on behalf of the Portfolio, is also not obligated to reimburse the Advisor for fees previously waived or expenses previously assumed by the Advisor more than thirty-six months before the date of recovery.

---

| | | | |
|:---|:---|:---|:---|
| **Institutional Class Shares**  | **Expense**<br> **Limitation**<br> **Amount**<br>| **Recovery**<br> **of Previously**<br> **Waived Fees/**<br> **Assumed Expenses**<br>| **Waived Fees/**<br> **Assumed**<br> **Expenses**<br>|
| U.S. Large Company Portfolio (1) | 0.08<br> %<br>| $54 | $1565 |

---

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

(1) The Advisor has contractually agreed to waive all or a portion of its management fee to the extent necessary to reduce the ordinary <br> operating expenses (excluding expenses incurred through investment in other investment companies) ("Portfolio Expenses") of the U.S. Large <br> Company Portfolio so that the Portfolio Expenses, on an annualized basis, do not exceed the rate listed above as a percentage of the Portfolio's <br> average net assets (the "Annualized Expense Ratio").<br>

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

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | **Previously**<br> **Waived Fees/**<br> **Assumed Expenses**<br> **Subject to Future**<br> **Recovery**<br> **Expiring** | **Previously**<br> **Waived Fees/**<br> **Assumed Expenses**<br> **Subject to Future**<br> **Recovery**<br> **Expiring** | **Previously**<br> **Waived Fees/**<br> **Assumed Expenses**<br> **Subject to Future**<br> **Recovery**<br> **Expiring** | **Previously**<br> **Waived Fees/**<br> **Assumed Expenses**<br> **Subject to Future**<br> **Recovery**<br> **Expiring** |
|  | **10/31/2026** | **10/31/2027** | **10/31/2028** | **Total** |
| U.S. Large Company Portfolio | &nbsp;&nbsp; $1350 | $1943 | $1564 | $4857 |

---

**Fees Paid to Officers and Directors/Trustees:**

Certain Officers and Directors of the Advisor are also Officers and Directors of the Fund; however, such Officers and Directors (with the exception of the Chief Compliance Officer ("CCO")) receive no compensation from the Fund. For the year ended October 31, 2025, the total related amounts paid by the Fund to the CCO were $26 (in thousands). The total related amounts paid by the Portfolio are included in Other Expenses on the Statement of Operations.

**D. Deferred Compensation:** 

As of October 31, 2025, the total liability for deferred compensation to Directors is included in Accrued Expenses and Other Liabilities on the Statement of Assets and Liabilities as follows (amount in thousands):

---

| | |
|:---|:---|
| U.S. Large Company Portfolio | &nbsp;&nbsp; $147 |

---

**E. Purchases and Sales of Securities:** 

For the year ended October 31, 2025, the Portfolio's transactions related to investment securities, other than short-term securities, in-kind redemptions and U.S. Government securities (amounts in thousands), were as follows:

---

| | | |
|:---|:---|:---|
|  | **Purchases**  | **Sales** |
| U.S. Large Company Portfolio | &nbsp;&nbsp; $877523 | &nbsp;&nbsp; $672608 |

---

There were no purchases or sales of long-term U.S. government securities.

For the year ended October 31, 2025, transactions related to Affiliated Investment Companies, excluding in-kind redemptions, are presented below.

------

The amounts presented below may differ from the respective amounts presented in the Schedule of Investments, Statement of Assets and Liabilities or Statement of Operations due to rounding. The amounts are as follows (amounts in thousands):

---

| | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
|  | **Balance at**<br> **October 31, 2024**<br>| **Purchases**<br> **at Cost**<br>| **Proceeds**<br> **from Sales**<br>| **Net Realized**<br> **Gain/(Loss)**<br> **on Sales**<br>| **Change in**<br> **Unrealized**<br> **Appreciation/**<br> **Depreciation**<br>| **Balance at**<br> **October 31, 2025**<br>| **Shares as of**<br> **October 31, 2025**<br>| **Dividend**<br> **Income**<br>| **Capital Gain**<br> **Distributions**<br>|
| **U.S. Large Company** <br> **Portfolio**<br>|  |  |  |  |  |  |  |  |  |
| The DFA Short Term <br> Investment Fund<br>| $63053 | $1699626 | $1712248 | $5 |  | $50436 | 4360 | $2141 |  |
| **Total** | **$63053** | **$1699626** | **$1712248** | **$5** | **—** | **$50436** |  | **$2141** | **—** |

---

**F. Federal Income Taxes:** 

The Portfolio has qualified and intends to continue to qualify as a regulated investment company under Subchapter M of the Internal Revenue Code for federal income tax purposes and to distribute substantially all of its taxable income and net capital gains to its shareholders. Accordingly, no provision has been made for federal income taxes.

Distributions from net investment income and net realized capital gains are determined in accordance with U.S. federal income tax regulations, which may differ from those amounts determined under GAAP. These book/tax differences are either temporary or permanent in nature. To the extent that these differences are permanent, they are charged or credited to paid-in capital or distributable earnings, undistributed net investment income, accumulated net realized gains or losses, or unrealized appreciation, as appropriate, in the period that the differences arise. Accordingly, the permanent differences as of October 31, 2025, can occur as a result of non-deductible expenses, the use of accumulated earnings and profits distributed to shareholders on redemptions of shares as part of the dividends paid deduction for income tax purposes, redemption in-kind transactions, distributions received from real estate investment trusts and distribution redesignations, and were reclassified to the accounts mentioned above. These reclassifications had no effect on net assets or net asset value per share.

The tax character of dividends and distributions declared and paid during the years ended October 31, 2024, and October 31, 2025, were as follows (amounts in thousands):

---

| | | | |
|:---|:---|:---|:---|
|  | **Net Investment**<br> **Income and**<br> **Short-Term**<br> **Capital Gains**<br>| **Long-Term**<br> **Capital Gains**<br>| **Total** |
| U.S. Large Company Portfolio |  |  |  |
| 2024 | &nbsp;&nbsp; $145593 | &nbsp;&nbsp; $306651 | &nbsp;&nbsp; $452244 |
| 2025 | &nbsp;&nbsp; 156138 | &nbsp;&nbsp; — | &nbsp;&nbsp; 156138 |

---

As of October 31, 2025, the components of distributable earnings (accumulated losses) were as follows (amounts in thousands):

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  | **Undistributed**<br> **Net Investment**<br> **Income and**<br> **Short-Term**<br> **Capital Gains**<br>| **Undistributed**<br> **Long-Term**<br> **Capital Gains**<br>| **Capital Loss**<br> **Carryforwards**<br>| **Unrealized**<br> **Appreciation**<br> **(Depreciation)**<br>| **Total Net**<br> **Distributable**<br> **Earnings**<br> **(Accumulated**<br> **Losses)**<br>|
| U.S. Large Company Portfolio | &nbsp;&nbsp; $8634 | &nbsp;&nbsp; — | &nbsp;&nbsp; — | &nbsp;&nbsp; $10431194 | &nbsp;&nbsp; $10439828 |

---

For federal income tax purposes, the Fund measures its capital loss carryforwards annually at October 31, its fiscal year end. Capital loss carryforwards may be carried forward and applied against future capital gains. As of October 31, 2025, the Portfolio did not have capital loss carryforwards available to offset future realized capital gains.

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During the year ended October 31, 2025, the Portfolio did not use capital loss carryforwards to offset realized capital gains for federal income tax purposes.

As of October 31, 2025, the total cost and aggregate gross unrealized appreciation (depreciation) of securities for federal income tax purposes were different from amounts reported for financial reporting purposes, as follows (amounts in thousands):

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| | | | | |
|:---|:---|:---|:---|:---|
|  | **Federal**<br> **Tax Cost**<br>| **Unrealized**<br> **Appreciation**<br>| **Unrealized**<br> **(Depreciation)**<br>| **Net**<br> **Unrealized**<br> **Appreciation**<br> **(Depreciation)**<br>|
| U.S. Large Company Portfolio | &nbsp;&nbsp; $3252200 | &nbsp;&nbsp; $10540789 | &nbsp;&nbsp; $(109596)<br>| &nbsp;&nbsp; $10431193 |

---

The difference between GAAP-basis and tax-basis unrealized gains (losses) can occur as a result of wash sales and net mark-to-market gains (losses) on regulated futures contracts and differences in the tax treatment of other investments.

ASC 740 Accounting for Uncertainty in Income Taxes sets forth a minimum threshold for financial statement recognition of the benefit of a tax position taken or expected to be taken in a tax return. Under GAAP, the Portfolio recognizes the tax benefits of uncertain tax positions only when the position is more likely than not to be sustained, assuming examination by tax authorities. Management has analyzed the Portfolio's tax positions and has concluded that no additional provision for income tax is required in the Portfolio's financial statements. The Portfolio is not aware of any tax positions for which it is reasonably possible that the total amounts of unrecognized tax benefits will significantly change in the next twelve months. The Portfolio's federal tax returns for the prior three fiscal years remain subject to examination by the Internal Revenue Service.

**G. Financial Instruments:**

In accordance with the Portfolio's investment objectives and policies, the Portfolio may invest 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. The Portfolio's derivative contracts are not accounted for as hedging instruments under GAAP. These instruments and their significant corresponding risks are described below:

**Derivative Financial Instruments:**

Summarized below are the specific types of derivative instruments used by the Portfolio.

1. Futures Contracts: The Portfolio 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. Upon entering into a futures contract, the Portfolio deposits cash or pledges U.S. government securities to a broker, equal to the minimum "initial margin" requirements of the exchange on which the contract is traded to a broker. 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 Portfolio as unrealized gains or losses until the contracts are closed. When the contracts are closed, the Portfolio records a realized gain or loss, which is presented in the Statement 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.

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 Portfolio 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.

Securities have been segregated as collateral for open futures contracts.

------

The average volume (based on the open positions at each fiscal month-end) of derivative activity for the year ended October 31, 2025 was as follows (amount in thousands):

---

| | |
|:---|:---|
|  | **Futures\*** |
| U.S. Large Company Portfolio | &nbsp;&nbsp; $22798 |

---

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

\* Average Notional Value of futures contracts.

The following is a summary of the Portfolio's derivative instrument holdings categorized by primary risk exposure as of October 31, 2025 (amounts in thousands):

---

| | | |
|:---|:---|:---|
|  | **Asset Derivatives Value**  | **Asset Derivatives Value**  |
|  | **Total Value**<br> **at**<br> **October 31, 2025** <br>| **Equity**<br> **Contracts** <sup>\*,(1)</sup> <br>|
| U.S. Large Company Portfolio | &nbsp;&nbsp; $25<br>| &nbsp;&nbsp; $25 |

---

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

(1) Presented on Statement of Assets and Liabilities as Receivables: Futures Variation Margin.

\* Includes cumulative appreciation (depreciation) of futures contracts. Only current day's margin variation is reported within the Statement of Assets and Liabilities. 

The following is a summary of the realized and change in unrealized gains and losses from the Portfolio's derivative instrument holdings categorized by primary risk exposure for the year ended October 31, 2025 (amounts in thousands):

---

| | | |
|:---|:---|:---|
|  | **Realized Gain (Loss) on**<br> **Derivatives**  | **Realized Gain (Loss) on**<br> **Derivatives**  |
|  | **Total**  | **Equity**<br> **Contracts** <sup>(1)</sup> <br>|
| U.S. Large Company Portfolio | &nbsp;&nbsp; $4433 | &nbsp;&nbsp; $4433 |

---

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

---

| | | |
|:---|:---|:---|
|  | **Change in Unrealized Appreciation**<br> **(Depreciation) on Derivatives**  | **Change in Unrealized Appreciation**<br> **(Depreciation) on Derivatives**  |
|  | **Total**  | **Equity**<br> **Contracts** <sup>(2)</sup> <br>|
| U.S. Large Company Portfolio | &nbsp;&nbsp; $181 | &nbsp;&nbsp; $181 |

---

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

&nbsp;&nbsp;&nbsp;&nbsp;(1) Presented
 on Statement of Operations as Net Realized Gain (Loss) on: Futures.

&nbsp;&nbsp;&nbsp;&nbsp;(2) Presented
 on Statement of Operations as Change in Unrealized Appreciation (Depreciation) of: Futures.

**H. Line of Credit and Interfund Lending Program:**

The Fund, together with other Dimensional-advised portfolios, has entered into a $500 million uncommitted, unsecured discretionary line of credit effective April 2, 2025, with its domestic custodian bank. A line of credit with similar terms was in effect through April 2, 2025. Each portfolio is permitted to borrow, subject to its investment limitations, up to a maximum of $250 million, as long as total borrowings under the line of credit do not exceed $500 million in the aggregate. Borrowings under the line of credit are charged interest at rates agreed upon by the parties at the time of borrowing. Each portfolio is individually, and not jointly, liable for its particular advances under the line of credit. There is no commitment fee on the unused portion of the line of credit. The agreement for the discretionary line of credit may be terminated by either party at any time. The agreement for the line of credit expires on April 1, 2026.

------

The Fund, together with other Dimensional-advised portfolios, has also entered into an additional $700 million unsecured line of credit with its international custodian bank effective December 26, 2024. A line of credit with similar terms was in effect through December 26, 2024. Each portfolio is permitted to borrow, subject to its investment limitations, up to the lower of one-quarter of such portfolio's net assets or $500 million, as long as total borrowings under the line of credit do not exceed $700 million in the aggregate. Each portfolio is individually, and not jointly, liable for its particular advances under the line of credit. Borrowings under the line of credit are charged interest at rates agreed upon by the parties at the time of borrowing. There is no commitment fee on the unused portion of the line of credit. The line of credit agreement expires on December 25, 2025.

For the year ended October 31, 2025, borrowings by the Portfolio under the lines of credit were as follows (amounts in thousands, except percentages and days):

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
|  | **Weighted**<br> **Average**<br> **Interest Rate**<br>| **Weighted**<br> **Average**<br> **Loan Balance**<br>| **Number of**<br> **Days**<br> **Outstanding\***<br>| **Interest**<br> **Expense**<br> **Incurred**<br>| **Maximum Amount**<br> **Borrowed During**<br> **the Period**<br>| **Outstanding**<br> **Borrowings**<br> **as of 10/31/2025**<br>|
| U.S. Large Company <br> Portfolio<br>| 4.99<br> %<br>| &nbsp;&nbsp; $3054 | &nbsp;&nbsp; 8 | &nbsp;&nbsp; $3 | &nbsp;&nbsp; $7042 | &nbsp;&nbsp; — |

---

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

\* Number of Days Outstanding represents the total of single or consecutive days during the year ended October 31, 2025, that the Portfolio's available line of credit was used. 

Pursuant to an exemptive order issued by the SEC (the "Order"), the Portfolio may participate in an interfund lending program among certain portfolios managed by the Advisor (portfolios that operate as feeder funds do not participate in the program). The program allows the participating portfolios to borrow money from and loan money to each other for temporary or emergency purposes, subject to the conditions in the Order. A loan can only be made through the program if the interfund loan rate on that day is more favorable to both the borrowing and lending portfolios as compared to rates available through short-term bank loans or investments in overnight repurchase agreements and money market funds, respectively, as detailed in the Order. Further, a portfolio may participate in the program only if and to the extent that such participation is consistent with its investment objectives and limitations. Interfund loans have a maximum duration of seven days and may be called on one business day's notice.

For the year ended October 31, 2025, activity by the Portfolio under the interfund lending program was as follows (amounts in thousands, except percentages and days):

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
|  | **Borrower or**<br> **Lender**<br>| **Weighted**<br> **Average**<br> **Interest Rate**<br>| **Weighted**<br> **Average Loan**<br> **Balance**<br>| **Number of**<br> **Days**<br> **Outstanding\***<br>| **Interest**<br> **Expense/**<br> **Income**<br>| **Maximum Amount**<br> **Borrowed/Loaned**<br> **During the Period**<br>| **Outstanding**<br> **Borrowings**<br> **as of 10/31/2025**<br>|
| U.S. Large <br> Company <br> Portfolio<br>| &nbsp;&nbsp; Borrower | 4.74<br> %<br>| &nbsp;&nbsp; $50594 | &nbsp;&nbsp; 1 | &nbsp;&nbsp; $7 | &nbsp;&nbsp; $50594 | &nbsp;&nbsp; — |

---

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

\* Number of Days Outstanding represents the total of single or consecutive days during the year ended October 31, 2025 that Portfolio utilized the interfund lending program. 

**I. Securities Lending:** 

As of October 31, 2025, the Portfolio had securities on loan to brokers/dealers, for which the Portfolio received cash collateral. The contractual maturity of cash collateral received under the securities lending agreement is classified as overnight and continuous.

The Portfolio invests the cash collateral, as described below, and records a liability for the return of the collateral, during the period the securities are on loan. Loans of securities are expected at all times to be secured by collateral in an amount (i) equal to at least 100% of the current market value of the loaned securities with respect to securities of the U.S. government or its agencies, (ii) generally equal to 102% of the current market value of the loaned securities with respect to U.S. securities, and (iii) generally equal to 105% of the current market value of the loaned securities with respect to foreign securities. However, daily market fluctuations could cause the Portfolio's collateral to be lower or higher than the expected thresholds. If this were to occur, the collateral would be adjusted the next business day to ensure adequate collateralization. In the event of default or bankruptcy by the other party to the

------

agreement, realization and/or retention of the collateral may be subject to legal proceedings. If the borrower fails to return loaned securities, cash collateral being maintained by the borrower is insufficient to cover the value of loaned securities, and such collateral insufficiency is not the result of investment losses, the lending agent has agreed to pay the amount of the shortfall to the Portfolio or, at the option of the lending agent, to replace the securities. In the event of the bankruptcy of the borrower, the Portfolio could experience delay in recovering the loaned securities or only recover cash or a security of equivalent value.

Subject to its stated investment policies, the Portfolio will generally invest the cash collateral received for the loaned securities in the Short Term Series, an affiliated registered ultrashort term bond fund advised by the Advisor for which the Advisor receives a management fee of 0.05% of the average daily net assets of the Short Term Series. Income received from the Short Term Series is netted with fees for securities lending and collateral investment expenses and with other payments to and from borrowers of securities. The Portfolio also may invest the cash collateral received for the loaned securities in securities of the U.S. government or its agencies, repurchase agreements collateralized by securities of the U.S. government or its agencies, and affiliated or unaffiliated money market funds that are registered or unregistered. For purposes of this paragraph, agencies include both agency debentures and agency mortgage-backed securities. Additionally, the Portfolio will be able to terminate the loan at any time and will receive reasonable interest on the loan, as well as amounts equal to any dividends, interest or, other distributions on the loaned securities. However, dividend income received from loaned securities may not be eligible for taxation at qualified dividend income rates.

**J. Indemnitees; Contractual Obligations:**

Under the Fund's organizational documents, its Officers and Directors are indemnified against certain liabilities arising out of the performance of their duties to the Fund.

In the normal course of business, the Fund enters into contracts that contain a variety of representations and warranties that provide general indemnification. The Fund's maximum exposure under these arrangements is unknown, as this would involve future claims that may be made against the Fund and/or its affiliates that have not yet occurred. However, based on experience, the Fund expects the risk of loss to be remote.

**K. In-Kind Redemptions:**

During the year ended October 31, 2025, the Portfolio realized net gains (losses) on in-kind redemptions as follows (amount in thousands):

---

| | |
|:---|:---|
| U.S. Large Company Portfolio  | &nbsp;&nbsp; $978952 |

---

**L. Segment Reporting:**

In this reporting period, the Portfolio adopted FASB Accounting Standards Update 2023-07, Segment Reporting (Topic 280) – Improvements to Reportable Segment Disclosures ("ASU 2023-07"). The adoption of the new standard only impacted financial statement disclosures and did not affect the Portfolio's financial position or the results of its operations. An operating segment is defined in Topic 280 as a component of a public entity that (i) engages in business activities from which it may recognize revenues and incur expenses, (ii) has operating results that are regularly reviewed by the public entity's chief operating decision maker ("CODM") to make decisions about resources to be allocated to the segment and assess its performance, and (iii) has discrete financial information available. The Fund's Co-Chief Executive Officers and the Chief Financial Officer act as the Portfolio's CODM. The Portfolio represents a single operating segment, as the CODM monitors the operating results of the Portfolio as a whole. The Portfolio's long-term strategic asset allocation is executed by its portfolio management team and guided by the Portfolio's investment objective and principal investment strategies, as described in the Portfolio's prospectus. The financial information provided to and reviewed by the CODM is consistent with that presented in the Portfolio's Schedule of Investments, Statement of Operations, Statement of Changes in Net Assets, and Financial Highlights.

------

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

**M. New Accounting Pronouncement:**

In December 2023, the FASB issued Accounting Standards Update 2023-09, Income Taxes (Topic 740) – Improvements to Income Tax Disclosures ("ASU 2023-09"). Effective for annual periods beginning after December 15, 2024, the amendments require greater disaggregation of disclosures related to income taxes paid. The ASU 2023-09 allows for early adoption and requires that amendments be applied on a prospective basis. Management is currently evaluating the impact of the ASU 2023-09 but does not expect the guidance to materially impact the financial statements.

**N. Other:**

As of October 31, 2025, the following number of shareholders, each holding greater than 5%, held the following approximate percentages of the Portfolio's outstanding shares. One or more of the shareholders may be omnibus accounts, which typically hold shares for the benefit of several other underlying investors. Significant shareholder transactions by these shareholders, if any, may impact the Portfolio's performance.

---

| | | | |
|:---|:---|:---|:---|
|  | **Number of** <br>**Shareholders**<br>| **Approximate** <br>**Percentage of** <br>**Outstanding Shares**<br>| **Approximate Percentage** <br>**of Outstanding Shares** <br>**Held by Advisor** <br>**and/or Affiliates**<br>|
| U.S. Large Company Portfolio | &nbsp;&nbsp; 2 | &nbsp;&nbsp; 65<br> %<br>| &nbsp;&nbsp; 0<br> %<br>|

---

The Portfolio is subject to claims and suits that arise from time to time in the ordinary course of business (for example, claw back litigation against former shareholders of portfolio companies that filed for bankruptcy). Although management currently believes that resolving claims, if any, against the Portfolio, individually or in aggregate, will not have a material adverse impact on the Portfolio's financial position, results of operations, or cash flows, these matters are subject to inherent uncertainties and management's view of these matters may change in the future.

**O. ReFlow Redemption Service:**

The Portfolio may participate in the ReFlow liquidity program, which is designed to provide an alternative liquidity source for mutual funds experiencing net redemptions of their shares. Pursuant to the program, ReFlow Fund, LLC ("ReFlow") provides participating mutual funds with a source of cash to meet net shareholder redemptions by standing ready each business day to purchase fund shares up to the value of the net shares redeemed by other shareholders that are expected to settle that business day. A fund is not guaranteed to receive cash from ReFlow on any given day as the allocation of ReFlow's cash is based on the results of ReFlow's automated daily auction process among participating mutual funds. Following purchases of fund shares, ReFlow then generally redeems those shares when the fund experiences net shareholder purchases at the end of the maximum holding period, currently 8 days, determined by ReFlow, or at other times at ReFlow's discretion. While ReFlow holds fund shares, it will have the same rights and privileges with respect to those shares as any other shareholder.

For use of the ReFlow program, a fund pays a fee to ReFlow each time it purchases fund shares, calculated by applying to the purchase amount a fee rate determined through the auction process. The current minimum fee rate (which is subject to change) is 0.14% of the value of the fund shares purchased by ReFlow, although the fund may submit a bid at a higher fee rate if it determines that doing so is in the best interest of fund shareholders. ReFlow's purchases of fund shares through the liquidity program are made on an investment-blind basis without regard to the fund's objective, policies, or anticipated performance. In accordance with federal securities laws, ReFlow is prohibited from acquiring more than 3% of the outstanding voting securities of a fund. ReFlow will periodically redeem its entire share position in the Portfolio and may request that such redemption be met in kind in accordance with redemption in-kind policies described in the Portfolio's Prospectus. Purchases and redemptions of Portfolio shares by ReFlow under the program are not considered excessive short-term trading under the Portfolio's Policy Regarding Excessive Short-Term Trading.

------

For the year ended October 31, 2025 the Portfolio's activity in the program is listed below (amounts in thousands):

---

| | | |
|:---|:---|:---|
|  | **Value of** <br> **Purchases**<br>| **Service Fees** |
| U.S. Large Company Portfolio | &nbsp;&nbsp; $618897 | &nbsp;&nbsp; $865 |

---

**P. Subsequent Event Evaluations:** 

Management has evaluated the impact of all subsequent events on the Portfolio 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.

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![](logo_01.jpg)

**Report of Independent Registered Public Accounting Firm**

To the Board of Directors of Dimensional Investment Group Inc. and Shareholders of U.S. Large Company Portfolio

**Opinion on the Financial Statements**

We have audited the accompanying statement of assets and liabilities, including the schedule of investments, of U.S. Large Company Portfolio (one of the portfolios constituting Dimensional Investment Group Inc., referred to hereafter as the "Portfolio") as of October 31, 2025, the related statement of operations for the year ended October 31, 2025, the statement of changes in net assets for each of the two years in the period ended October 31, 2025, including the related notes, and the financial highlights for each of the five years in the period ended October 31, 2025 (collectively referred to as the "financial statements"). In our opinion, the financial statements present fairly, in all material respects, the financial position of the Portfolio as of October 31, 2025, the results of its operations for the year then ended, the changes in its net assets for each of the two years in the period ended October 31, 2025 and the financial highlights for each of the five years in the period ended October 31, 2025 in conformity with accounting principles generally accepted in the United States of America.

**Basis for Opinion**

These financial statements are the responsibility of the Portfolio's management. Our responsibility is to express an opinion on the Portfolio's financial statements based on our audits. We are a public accounting firm registered with the Public Company Accounting Oversight Board (United States) (PCAOB) and are required to be independent with respect to the Portfolio in accordance with the U.S. federal securities laws and the applicable rules and regulations of the Securities and Exchange Commission and the PCAOB.

We conducted our audits of these financial statements in accordance with the standards of the PCAOB. Those standards require that we plan and perform the audit to obtain reasonable assurance about whether the financial statements are free of material misstatement, whether due to error or fraud.

Our audits included performing procedures to assess the risks of material misstatement of the financial statements, whether due to error or fraud, and performing procedures that respond to those risks. Such procedures included examining, on a test basis, evidence regarding the amounts and disclosures in the financial statements. Our audits also included evaluating the accounting principles used and significant estimates made by management, as well as evaluating the overall presentation of the financial

PricewaterhouseCoopers LLP, Two Commerce Square, Suite 1700, 2001 Market Street, Philadelphia, PA 19103-7042 T: (267) 330 3000, www.pwc.com/us

------

![](logo_01.jpg)

statements. Our procedures included confirmation of securities owned as of October 31, 2025 by correspondence with the custodian, brokers and transfer agents of the investee funds; when replies were not received from brokers, we performed other auditing procedures. We believe that our audits provide a reasonable basis for our opinion.

/s/ PricewaterhouseCoopers LLP

Philadelphia, Pennsylvania

December 19, 2025

We have served as the auditor of one or more investment companies in Dimensional Fund Advisors L.P. investment company group since 1981.

------

**The U.S. Large Cap Value Series**

**SCHEDULE OF INVESTMENTS**

**October 31, 2025**

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

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| COMMON STOCKS — (97.1%) | COMMON STOCKS — (97.1%) | COMMON STOCKS — (97.1%) | COMMON STOCKS — (97.1%) |
| COMMUNICATION SERVICES — (5.8%) | COMMUNICATION SERVICES — (5.8%) | COMMUNICATION SERVICES — (5.8%) | COMMUNICATION SERVICES — (5.8%) |
|  | Alphabet, Inc. (GOOG <br> US), Class C<br>| 276088 | $77807120 |
|  | Alphabet, Inc. (GOOGL <br> US), Class A<br>| 237277 | 66719920 |
| # | AT&T, Inc. | 12398869 | 306872008 |
| #\* | Charter <br> Communications, <br> Inc., Class A<br>| 351419 | 82175819 |
|  | Comcast Corp., <br> Class A<br>| 6713435 | 186868463 |
|  | Electronic Arts, Inc. | 801959 | 160439918 |
|  | Fox Corp. (FOX US), <br> Class B<br>| 422883 | 24700596 |
| # | Fox Corp. (FOXA US), <br> Class A<br>| 1001658 | 64757190 |
| \* | GCI Liberty, Inc. <br> (GLBKV US), <br> Class C<br>| 2991 | 109545 |
| \* | GCI Liberty, Inc. <br> (GLIBA US), <br> Class A<br>| 3699 | 135273 |
|  | Interpublic Group of <br> Cos., Inc.<br>| 609073 | 15628813 |
| \* | Liberty Broadband <br> Corp. (LBRDA US), <br> Class A<br>| 18498 | 989458 |
| \* | Liberty Broadband <br> Corp. (LBRDK US), <br> Class C<br>| 14958 | 805040 |
| \* | Liberty Media <br> Corp.-Liberty <br> Formula One <br> (FWONA US), <br> Class A<br>| 39281 | 3573785 |
| #\* | Liberty Media <br> Corp.-Liberty <br> Formula One <br> (FWONK US), <br> Class C<br>| 233585 | 23323462 |
| \* | Liberty Media <br> Corp.-Liberty Live <br> (LLYVA US), <br> Class A<br>| 655 | 57470 |
| # | News Corp. (NWS <br> US), Class B<br>| 85272 | 2598238 |
|  | News Corp. (NWSA <br> US), Class A<br>| 732806 | 19419359 |
|  | Omnicom Group, Inc. | 4358 | 326937 |
| \* | Pinterest, Inc., Class A | 126654 | 4192247 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| COMMUNICATION SERVICES — (Continued) | COMMUNICATION SERVICES — (Continued) | COMMUNICATION SERVICES — (Continued) | COMMUNICATION SERVICES — (Continued) |
| \* | Take-Two Interactive <br> Software, Inc.<br>| 1 | $256 |
|  | T-Mobile U.S., Inc. | 780597 | 163964400 |
|  | Verizon <br> Communications, <br> Inc.<br>| 7122827 | 283061145 |
|  | Walt Disney Co. | 1207970 | 136041581 |
| \* | Warner Bros <br> Discovery, Inc.<br>| 1885462 | 42328622 |
| TOTAL COMMUNICATION <br> SERVICES | TOTAL COMMUNICATION <br> SERVICES |  | 1666896665 |
| CONSUMER DISCRETIONARY — (4.7%) | CONSUMER DISCRETIONARY — (4.7%) | CONSUMER DISCRETIONARY — (4.7%) | CONSUMER DISCRETIONARY — (4.7%) |
| \* | Amazon.com, Inc. | 257971 | 63001678 |
| \* | Aptiv PLC | 539681 | 43768129 |
|  | Aramark | 434491 | 16458519 |
|  | Autoliv, Inc. | 113074 | 13207043 |
|  | Best Buy Co., Inc. | 207685 | 17059246 |
|  | BorgWarner, Inc. | 158149 | 6794081 |
| #\* | Carnival Corp. | 3646063 | 105115996 |
| \* | Deckers Outdoor <br> Corp.<br>| 64 | 5216 |
|  | Dick's Sporting Goods, <br> Inc.<br>| 73262 | 16223870 |
|  | DR Horton, Inc. | 689267 | 102755925 |
| \* | Flutter Entertainment <br> PLC<br>| 212897 | 49517713 |
|  | Ford Motor Co. | 13209002 | 173434196 |
|  | Garmin Ltd. | 292896 | 62662170 |
|  | General Motors Co. | 4682526 | 323515722 |
|  | Gentex Corp. | 245667 | 5760891 |
|  | Genuine Parts Co. | 383763 | 48856868 |
| # | Hyatt Hotels Corp., <br> Class A<br>| 23759 | 3264724 |
| # | Lennar Corp. (LEN <br> US), Class A<br>| 538908 | 66700643 |
|  | Lennar Corp. (LENB <br> US), Class B<br>| 15338 | 1810651 |
|  | LKQ Corp. | 501732 | 16035355 |
| \* | Lululemon Athletica, <br> Inc.<br>| 241698 | 41219177 |
| \* | MGM Resorts <br> International<br>| 343911 | 11015469 |
| \* | NVR, Inc. | 5811 | 41902075 |
|  | Penske Automotive <br> Group, Inc.<br>| 66102 | 10580947 |
|  | PulteGroup, Inc. | 684234 | 82019130 |
|  | Ralph Lauren Corp. | 46873 | 14983423 |
|  | Somnigroup <br> International, Inc.<br>| 128300 | 10179322 |

---

------

**The U.S. Large Cap Value Series**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| CONSUMER DISCRETIONARY — (Continued) | CONSUMER DISCRETIONARY — (Continued) | CONSUMER DISCRETIONARY — (Continued) | CONSUMER DISCRETIONARY — (Continued) |
| \* | TopBuild Corp. | 2463 | $1040568 |
| TOTAL CONSUMER <br> DISCRETIONARY | TOTAL CONSUMER <br> DISCRETIONARY |  | 1348888747 |
| CONSUMER STAPLES — (3.9%) | CONSUMER STAPLES — (3.9%) | CONSUMER STAPLES — (3.9%) | CONSUMER STAPLES — (3.9%) |
|  | Albertsons Cos., Inc., <br> Class A<br>| 6496 | 114914 |
|  | Archer-Daniels-Midland <br> Co.<br>| 799300 | 48381629 |
|  | Bunge Global SA | 365951 | 34618965 |
| # | Casey's General <br> Stores, Inc.<br>| 93122 | 47789279 |
|  | Church & Dwight Co., <br> Inc.<br>| 391031 | 34289508 |
|  | Constellation Brands, <br> Inc., Class A<br>| 581782 | 76434519 |
| # | Dollar General Corp. | 576534 | 56880844 |
| #\* | Dollar Tree, Inc. | 676384 | 67043182 |
|  | General Mills, Inc. | 1789821 | 83423557 |
|  | J.M. Smucker Co. | 139483 | 14443465 |
|  | Kenvue, Inc. | 5822996 | 83676453 |
|  | Keurig Dr. Pepper, Inc. | 1519367 | 41266008 |
|  | Kraft Heinz Co. | 1330199 | 32895821 |
|  | Kroger Co. | 2303017 | 146540972 |
|  | McCormick & Co., Inc. <br> (MKC US)<br>| 356607 | 22879905 |
|  | Molson Coors <br> Beverage Co., <br> Class B<br>| 271122 | 11853454 |
|  | Mondelez International, <br> Inc., Class A<br>| 1464822 | 84168672 |
| \* | Performance Food <br> Group Co.<br>| 268126 | 25938509 |
|  | Procter & Gamble Co. | 346179 | 52054936 |
|  | Target Corp. | 882070 | 81785530 |
|  | Tyson Foods, Inc., <br> Class A<br>| 330342 | 16982882 |
| \* | U.S. Foods Holding <br> Corp.<br>| 780901 | 56709031 |
| TOTAL CONSUMER <br> STAPLES | TOTAL CONSUMER <br> STAPLES |  | 1120172035 |
| ENERGY — (11.7%) | ENERGY — (11.7%) | ENERGY — (11.7%) | ENERGY — (11.7%) |
|  | Baker Hughes Co. | 3609986 | 174759422 |
|  | Cheniere Energy, Inc. | 7854 | 1665048 |
|  | Chevron Corp. | 4180148 | 659292943 |
|  | ConocoPhillips | 2683481 | 238454122 |
|  | Coterra Energy, Inc. | 2516478 | 59539870 |
|  | Devon Energy Corp. | 2126023 | 69074487 |
|  | Diamondback Energy, <br> Inc.<br>| 650213 | 93104000 |
|  | EOG Resources, Inc. | 1812838 | 191870774 |
|  | EQT Corp. | 1033821 | 55392129 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| ENERGY — (Continued) | ENERGY — (Continued) | ENERGY — (Continued) | ENERGY — (Continued) |
|  | Expand Energy Corp. | 98730 | $10199796 |
|  | Exxon Mobil Corp. | 6605535 | 755408983 |
|  | Halliburton Co. | 842281 | 22606822 |
|  | Kinder Morgan, Inc. | 5924552 | 155164017 |
|  | Marathon Petroleum <br> Corp.<br>| 1054351 | 205503553 |
| # | Occidental Petroleum <br> Corp.<br>| 3005872 | 123841926 |
|  | ONEOK, Inc. | 1388041 | 92998747 |
|  | Ovintiv, Inc. | 9098 | 341266 |
|  | Permian Resources <br> Corp.<br>| 1479 | 18576 |
|  | Phillips 66 | 481752 | 65585717 |
|  | SLB Ltd. | 4746003 | 171140868 |
|  | TechnipFMC PLC | 145664 | 6023206 |
|  | Valero Energy Corp. | 383410 | 65011000 |
|  | Williams Cos., Inc. | 2867326 | 165932156 |
| TOTAL ENERGY | TOTAL ENERGY |  | 3382929428 |
| FINANCIALS — (23.2%) | FINANCIALS — (23.2%) | FINANCIALS — (23.2%) | FINANCIALS — (23.2%) |
| # | Aflac, Inc. | 1033067 | 110734452 |
|  | Allstate Corp. | 742245 | 142154762 |
|  | Ally Financial, Inc. | 158292 | 6168639 |
|  | American International <br> Group, Inc.<br>| 1397918 | 110379605 |
|  | Arch Capital Group <br> Ltd.<br>| 850122 | 73374030 |
|  | Arthur J Gallagher & <br> Co.<br>| 11915 | 2972673 |
|  | Bank of America Corp. | 4067188 | 217391199 |
|  | Bank of New York <br> Mellon Corp.<br>| 1335524 | 144143105 |
| \* | Berkshire Hathaway, <br> Inc., Class B<br>| 1096381 | 523565783 |
|  | Blackrock, Inc. | 43496 | 47097904 |
| \* | Block, Inc. | 296715 | 22532537 |
|  | BOK Financial Corp. | 6114 | 639402 |
|  | Capital One Financial <br> Corp.<br>| 628863 | 138343571 |
|  | Carlyle Group, Inc. | 31843 | 1697869 |
|  | Charles Schwab Corp. | 402246 | 38020292 |
|  | Chubb Ltd. | 528954 | 146488521 |
|  | Cincinnati Financial <br> Corp.<br>| 104874 | 16212472 |
|  | Citigroup, Inc. | 1064048 | 107713579 |
|  | Citizens Financial <br> Group, Inc.<br>| 645174 | 32820001 |
|  | CME Group, Inc. | 109909 | 29179740 |
|  | Corebridge Financial, <br> Inc.<br>| 889582 | 28964790 |
|  | Everest Group Ltd. | 4472 | 1406533 |
|  | Fidelity National <br> Financial, Inc.<br>| 344416 | 19025540 |

---

------

**The U.S. Large Cap Value Series**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) |
|  | Fidelity National <br> Information Services, <br> Inc.<br>| 1819611 | $113762080 |
|  | Fifth Third Bancorp | 2268007 | 94394451 |
|  | First Citizens <br> BancShares, Inc., <br> Class A<br>| 15733 | 28709893 |
| \* | Fiserv, Inc. | 622552 | 41517993 |
|  | Franklin Resources, <br> Inc.<br>| 8604 | 194536 |
| # | Global Payments, Inc. | 265951 | 20680350 |
| # | Goldman Sachs <br> Group, Inc.<br>| 474899 | 374871024 |
|  | Hartford Insurance <br> Group, Inc.<br>| 975111 | 121089284 |
| # | Huntington <br> Bancshares, Inc.<br>| 3956669 | 61090969 |
|  | Intercontinental <br> Exchange, Inc.<br>| 509840 | 74584494 |
|  | Jefferies Financial <br> Group, Inc.<br>| 40953 | 2163547 |
|  | JPMorgan Chase & <br> Co.<br>| 4334848 | 1348657910 |
|  | KeyCorp | 2313801 | 40699760 |
|  | Loews Corp. | 239787 | 23873194 |
|  | M&T Bank Corp. | 334193 | 61448067 |
| \* | Markel Group, Inc. | 20524 | 40525254 |
|  | MetLife, Inc. | 2052753 | 163850744 |
| # | Morgan Stanley | 1533584 | 251507776 |
|  | Nasdaq, Inc. | 31395 | 2683959 |
|  | Northern Trust Corp. | 410588 | 52830358 |
|  | Old Republic <br> International Corp.<br>| 17558 | 692839 |
| \* | PayPal Holdings, Inc. | 3046364 | 211021634 |
|  | PNC Financial <br> Services Group, Inc.<br>| 317484 | 57956704 |
|  | Principal Financial <br> Group, Inc.<br>| 1310318 | 110119125 |
|  | Prudential Financial, <br> Inc.<br>| 813831 | 84638424 |
|  | Raymond James <br> Financial, Inc.<br>| 491552 | 77994556 |
|  | Regions Financial <br> Corp.<br>| 1031517 | 24962711 |
|  | Reinsurance Group of <br> America, Inc.<br>| 32786 | 5982134 |
|  | RenaissanceRe <br> Holdings Ltd.<br>| 10134 | 2574948 |
|  | State Street Corp. | 691046 | 79926380 |
|  | Synchrony Financial | 1290306 | 95972960 |
|  | T. Rowe Price Group, <br> Inc.<br>| 291092 | 29845663 |
|  | Travelers Cos., Inc. | 795330 | 213641545 |
|  | Truist Financial Corp. | 2319292 | 103510002 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) |
|  | U.S. Bancorp | 3009152 | $140467215 |
|  | Unum Group | 46438 | 3409478 |
|  | W.R. Berkley Corp. | 597024 | 42591692 |
|  | Wells Fargo & Co. | 5720327 | 497496839 |
|  | Willis Towers Watson <br> PLC<br>| 73550 | 23028505 |
| TOTAL FINANCIALS | TOTAL FINANCIALS |  | 6685995996 |
| HEALTH CARE — (15.2%) | HEALTH CARE — (15.2%) | HEALTH CARE — (15.2%) | HEALTH CARE — (15.2%) |
|  | Abbott Laboratories | 2350069 | 290515530 |
|  | Agilent Technologies, <br> Inc.<br>| 441748 | 64654237 |
|  | Becton Dickinson & <br> Co.<br>| 674624 | 120562055 |
| \* | Biogen, Inc. | 164710 | 25409812 |
| \* | Boston Scientific Corp. | 665595 | 67038728 |
|  | Bristol-Myers Squibb <br> Co.<br>| 3238811 | 149212023 |
| \* | Centene Corp. | 243616 | 8616698 |
| \* | Charles River <br> Laboratories <br> International, Inc.<br>| 2213 | 398495 |
|  | Cigna Group | 514996 | 125870172 |
| \* | Cooper Cos., Inc. | 36 | 2517 |
|  | CVS Health Corp. | 2021199 | 157956702 |
|  | Danaher Corp. | 361302 | 77817225 |
| \* | Edwards Lifesciences <br> Corp.<br>| 954526 | 78700669 |
|  | Elevance Health, Inc. | 398051 | 126261777 |
| \* | Fortrea Holdings, Inc. | 46477 | 486149 |
| \* | GE HealthCare <br> Technologies, Inc.<br>| 1548573 | 116065546 |
|  | Gilead Sciences, Inc. | 1068301 | 127971777 |
| #\* | Henry Schein, Inc. | 90638 | 5728322 |
| \* | Hologic, Inc. | 167836 | 12404759 |
|  | Humana, Inc. | 361855 | 100664442 |
| \* | Incyte Corp. | 350140 | 32731087 |
| \* | IQVIA Holdings, Inc. | 279215 | 60438879 |
|  | Johnson & Johnson | 3881281 | 733057542 |
|  | Labcorp Holdings, Inc. | 450068 | 114299269 |
|  | Medtronic PLC | 2021760 | 183373632 |
|  | Merck & Co., Inc. | 553424 | 47583396 |
| \* | Neurocrine <br> Biosciences, Inc.<br>| 9158 | 1311517 |
|  | Pfizer, Inc. | 9529347 | 234898404 |
| # | Quest Diagnostics, <br> Inc.<br>| 590698 | 103933313 |
|  | Regeneron <br> Pharmaceuticals, <br> Inc.<br>| 117321 | 76469828 |
| # | ResMed, Inc. | 121037 | 29881615 |
| # | Revvity, Inc. | 55787 | 5221105 |
|  | Royalty Pharma PLC, <br> Class A<br>| 487741 | 18309797 |

---

------

**The U.S. Large Cap Value Series**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| HEALTH CARE — (Continued) | HEALTH CARE — (Continued) | HEALTH CARE — (Continued) | HEALTH CARE — (Continued) |
|  | STERIS PLC | 227712 | $53671718 |
|  | Stryker Corp. | 141015 | 50235184 |
| \* | Tenet Healthcare <br> Corp.<br>| 223843 | 46221341 |
|  | Thermo Fisher <br> Scientific, Inc.<br>| 425328 | 241326854 |
| #\* | United Therapeutics <br> Corp.<br>| 62442 | 27813540 |
|  | UnitedHealth Group, <br> Inc.<br>| 1529971 | 522576583 |
|  | Universal Health <br> Services, Inc., <br> Class B<br>| 97263 | 21107044 |
| \* | Vertex <br> Pharmaceuticals, <br> Inc.<br>| 114840 | 48872459 |
|  | Viatris, Inc. | 606093 | 6279123 |
|  | West Pharmaceutical <br> Services, Inc.<br>| 45288 | 12774386 |
|  | Zimmer Biomet <br> Holdings, Inc.<br>| 409099 | 41138995 |
| TOTAL HEALTH CARE | TOTAL HEALTH CARE |  | 4369864246 |
| INDUSTRIALS — (13.8%) | INDUSTRIALS — (13.8%) | INDUSTRIALS — (13.8%) | INDUSTRIALS — (13.8%) |
|  | AECOM | 83796 | 11257993 |
| \* | AeroVironment, Inc. | 5859 | 2167303 |
| \* | Amentum Holdings, <br> Inc.<br>| 148537 | 3328714 |
|  | AMETEK, Inc. | 533970 | 107920677 |
| \* | Builders FirstSource, <br> Inc.<br>| 138615 | 16102905 |
|  | Carlisle Cos., Inc. | 1130 | 367307 |
|  | Carrier Global Corp. | 1673050 | 99529745 |
| \* | Clean Harbors, Inc. | 29177 | 6142050 |
|  | CNH Industrial NV | 448154 | 4701135 |
| \* | Copart, Inc. | 1258806 | 54141246 |
|  | CSX Corp. | 6187578 | 222876560 |
|  | Cummins, Inc. | 471456 | 206346862 |
| # | Curtiss-Wright Corp. | 10051 | 5987682 |
|  | Deere & Co. | 509386 | 235147859 |
|  | Delta Air Lines, Inc. | 2785685 | 159842605 |
|  | Dover Corp. | 309454 | 56153523 |
|  | Emerson Electric Co. | 1112396 | 155257110 |
|  | Equifax, Inc. | 165375 | 34910663 |
|  | FedEx Corp. | 761554 | 193297636 |
|  | Fortive Corp. | 379069 | 19082333 |
|  | Fortune Brands <br> Innovations, Inc.<br>| 162069 | 8233105 |
|  | General Dynamics <br> Corp.<br>| 472813 | 163073204 |
|  | Howmet Aerospace, <br> Inc.<br>| 1 | 206 |
| # | Hubbell, Inc. | 37902 | 17813940 |
|  | IDEX Corp. | 257 | 44065 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) |
|  | Ingersoll Rand, Inc. | 519834 | $39678929 |
|  | Jacobs Solutions, Inc. | 206567 | 32185204 |
|  | JB Hunt Transport <br> Services, Inc.<br>| 47493 | 8019668 |
|  | Johnson Controls <br> International PLC<br>| 759811 | 86914780 |
|  | L3Harris Technologies, <br> Inc.<br>| 443494 | 128214115 |
|  | Leidos Holdings, Inc. | 444939 | 84747531 |
|  | ManpowerGroup, Inc. | 2452 | 75178 |
| \* | MasTec, Inc. | 27153 | 5543556 |
|  | Nordson Corp. | 23 | 5335 |
|  | Norfolk Southern <br> Corp.<br>| 741835 | 210221202 |
|  | Northrop Grumman <br> Corp.<br>| 291481 | 170064589 |
|  | nVent Electric PLC | 45556 | 5209329 |
|  | Old Dominion Freight <br> Line, Inc.<br>| 45746 | 6423653 |
|  | Oshkosh Corp. | 2394 | 295156 |
|  | Otis Worldwide Corp. | 231037 | 21430992 |
|  | Owens Corning | 116206 | 14794186 |
|  | PACCAR, Inc. | 1432304 | 140938714 |
|  | Parker-Hannifin Corp. | 123141 | 95167059 |
|  | Pentair PLC | 542545 | 57699661 |
|  | Regal Rexnord Corp. | 1060 | 149343 |
|  | Republic Services, <br> Inc.<br>| 407318 | 84819900 |
|  | RTX Corp. | 2043935 | 364842398 |
|  | Snap-on, Inc. | 278840 | 93564762 |
| # | Southwest Airlines Co. | 628885 | 19055216 |
|  | SS&C Technologies <br> Holdings, Inc.<br>| 630770 | 53564988 |
| # | Stanley Black & <br> Decker, Inc.<br>| 152348 | 10317007 |
|  | Textron, Inc. | 193373 | 15626472 |
|  | TransUnion | 352250 | 28595655 |
| #\* | U-Haul Holding Co. <br> (UHAL US)<br>| 9000 | 478440 |
|  | U-Haul Holding Co. <br> (UHAL/B US)<br>| 411843 | 19970267 |
| \* | United Airlines <br> Holdings, Inc.<br>| 1141497 | 107346378 |
|  | United Parcel Service, <br> Inc., Class B<br>| 287908 | 27760089 |
|  | United Rentals, Inc. | 147943 | 128884983 |
|  | Westinghouse Air <br> Brake Technologies <br> Corp.<br>| 395247 | 80804297 |
|  | Xylem, Inc. | 391190 | 59011012 |
| TOTAL INDUSTRIALS | TOTAL INDUSTRIALS |  | 3986146472 |

---

------

**The U.S. Large Cap Value Series**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| INFORMATION TECHNOLOGY — (12.3%) | INFORMATION TECHNOLOGY — (12.3%) | INFORMATION TECHNOLOGY — (12.3%) | INFORMATION TECHNOLOGY — (12.3%) |
|  | Accenture PLC, <br> Class A<br>| 512890 | $128273789 |
| \* | Advanced Micro <br> Devices, Inc.<br>| 553166 | 141676876 |
|  | Amdocs Ltd. | 259502 | 21865639 |
|  | Analog Devices, Inc. | 573276 | 134221110 |
|  | Applied Materials, Inc. | 45633 | 10637052 |
|  | Cisco Systems, Inc. | 8816508 | 644574900 |
|  | Cognizant Technology <br> Solutions Corp., <br> Class A<br>| 1724475 | 125679738 |
| \* | Coherent Corp. | 18963 | 2502358 |
|  | Corning, Inc. | 1752810 | 156140315 |
| \* | F5, Inc. | 110146 | 27872445 |
| \* | First Solar, Inc. | 243212 | 64923011 |
| #\* | Flex Ltd. | 977680 | 61124554 |
| #\* | GLOBALFOUNDRIES, <br> Inc.<br>| 246437 | 8773157 |
| # | Hewlett Packard <br> Enterprise Co.<br>| 4635776 | 113205650 |
|  | HP, Inc. | 317872 | 8795518 |
| \* | Intel Corp. | 2499131 | 99940249 |
| \* | Keysight Technologies, <br> Inc.<br>| 284826 | 52111765 |
|  | Marvell Technology, <br> Inc.<br>| 798675 | 74867795 |
|  | Microchip Technology, <br> Inc.<br>| 73167 | 4567084 |
|  | Micron Technology, <br> Inc.<br>| 1911377 | 427708831 |
|  | NXP Semiconductors <br> NV<br>| 623233 | 130330485 |
| \* | Okta, Inc. | 31252 | 2860496 |
| \* | ON Semiconductor <br> Corp.<br>| 454958 | 22784297 |
| \* | Qorvo, Inc. | 56258 | 5340009 |
|  | QUALCOMM, Inc. | 995290 | 180047961 |
|  | Ralliant Corp. | 162226 | 7124966 |
|  | Roper Technologies, <br> Inc.<br>| 86628 | 38649082 |
|  | Salesforce, Inc. | 1071935 | 279142593 |
| \* | Sandisk Corp. | 221962 | 44243685 |
|  | Skyworks Solutions, <br> Inc.<br>| 99528 | 7735316 |
| #\* | Super Micro Computer, <br> Inc.<br>| 1025200 | 53269392 |
|  | TD SYNNEX Corp. | 53561 | 8381761 |
|  | TE Connectivity PLC | 1024738 | 253120533 |
| \* | Teledyne Technologies, <br> Inc.<br>| 63273 | 33333482 |
| \* | Trimble, Inc. | 302052 | 24088647 |
| #\* | Twilio, Inc., Class A | 126491 | 17061106 |
|  | Western Digital Corp. | 623210 | 93612374 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| INFORMATION TECHNOLOGY — (Continued) | INFORMATION TECHNOLOGY — (Continued) | INFORMATION TECHNOLOGY — (Continued) | INFORMATION TECHNOLOGY — (Continued) |
| \* | Zebra Technologies <br> Corp., Class A<br>| 64906 | $17475941 |
| \* | Zoom <br> Communications, <br> Inc.<br>| 322219 | 28107163 |
| TOTAL INFORMATION <br> TECHNOLOGY | TOTAL INFORMATION <br> TECHNOLOGY |  | 3556171125 |
| MATERIALS — (6.0%) | MATERIALS — (6.0%) | MATERIALS — (6.0%) | MATERIALS — (6.0%) |
|  | Air Products & <br> Chemicals, Inc.<br>| 462255 | 112138440 |
| # | Albemarle Corp. | 41730 | 4099138 |
|  | Amcor PLC | 2583263 | 20407778 |
|  | Ball Corp. | 107804 | 5066788 |
|  | Celanese Corp. | 22146 | 851292 |
|  | CF Industries Holdings, <br> Inc.<br>| 219341 | 18268912 |
|  | Corteva, Inc. | 789571 | 48511242 |
|  | CRH PLC (CRHCF <br> US)<br>| 1624457 | 193472829 |
|  | Crown Holdings, Inc. | 16342 | 1588116 |
|  | Dow, Inc. | 767394 | 18302347 |
|  | DuPont de Nemours, <br> Inc.<br>| 470486 | 38415182 |
|  | Eastman Chemical <br> Co.<br>| 213002 | 12677879 |
|  | Freeport-McMoRan, <br> Inc.<br>| 4625487 | 192882808 |
|  | International Flavors & <br> Fragrances, Inc.<br>| 56504 | 3558057 |
| # | International Paper <br> Co.<br>| 830228 | 32080010 |
|  | Linde PLC | 805275 | 336846532 |
|  | LyondellBasell <br> Industries NV, <br> Class A<br>| 379097 | 17597683 |
|  | Martin Marietta <br> Materials, Inc.<br>| 139429 | 85483920 |
|  | Newmont Corp. | 1913125 | 154905731 |
|  | Nucor Corp. | 637968 | 95727098 |
|  | Packaging Corp. of <br> America<br>| 304158 | 59541970 |
|  | PPG Industries, Inc. | 762695 | 74553436 |
|  | Reliance, Inc. | 47069 | 13293698 |
|  | RPM International, <br> Inc.<br>| 35034 | 3828516 |
|  | Smurfit WestRock <br> PLC<br>| 732183 | 27032196 |
|  | Steel Dynamics, Inc. | 340340 | 53365312 |
|  | Vulcan Materials Co. | 350819 | 101562100 |
| # | Westlake Corp. | 188100 | 12943161 |
| TOTAL MATERIALS | TOTAL MATERIALS |  | 1739002171 |

---

------

**The U.S. Large Cap Value Series**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| REAL ESTATE — (0.5%) | REAL ESTATE — (0.5%) | REAL ESTATE — (0.5%) | REAL ESTATE — (0.5%) |
| \* | CBRE Group, Inc., <br> Class A<br>| 592444 | $90306239 |
| \* | CoStar Group, Inc. | 263971 | 18163845 |
| \* | Jones Lang LaSalle, <br> Inc.<br>| 37934 | 11573284 |
| \* | Zillow Group, Inc. (Z <br> US), Class C<br>| 194438 | 14578961 |
| \* | Zillow Group, Inc. (ZG <br> US), Class A<br>| 40662 | 2908553 |
| TOTAL REAL ESTATE | TOTAL REAL ESTATE |  | 137530882 |
| TOTAL COMMON <br> STOCKS <br>Cost ($18936328896) | TOTAL COMMON <br> STOCKS <br>Cost ($18936328896) |  | 27993597767 |

---

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

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| TEMPORARY CASH INVESTMENTS — (0.9%) | TEMPORARY CASH INVESTMENTS — (0.9%) | TEMPORARY CASH INVESTMENTS — (0.9%) | TEMPORARY CASH INVESTMENTS — (0.9%) |
| Ɏ | State Street <br> Institutional <br> U.S. Government <br> Money Market Fund <br> 4.010%<br>| 263559847 | $263559847 |
| SECURITIES LENDING COLLATERAL — (2.0%) | SECURITIES LENDING COLLATERAL — (2.0%) | SECURITIES LENDING COLLATERAL — (2.0%) | SECURITIES LENDING COLLATERAL — (2.0%) |
| @§ | The DFA Short Term <br> Investment Fund <br>| 49276194 | 569977734 |
| TOTAL INVESTMENTS — (100.0%) | TOTAL INVESTMENTS — (100.0%) | TOTAL INVESTMENTS — (100.0%) |  |
| (Cost $19,769,866,477) | (Cost $19,769,866,477) |  | $28827135348 |

---

As of October 31, 2025, The U.S. Large Cap Value Series had entered into the following outstanding futures contracts:

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Description** | **Number of**<br> **Contracts**<br>| **Expiration**<br> **Date**<br>| **Notional**<br> **Value**<br>| **Market**<br> **Value**<br>| **Unrealized**<br> **Appreciation**<br> **(Depreciation)**<br>|
| **Long Position Contracts:** |  |  |  |  |  |
| S&P 500<sup>®</sup> Emini Index | &nbsp;&nbsp; 589 | 12/19/25 | &nbsp;&nbsp; $196945264 | &nbsp;&nbsp; $202439300 | &nbsp;&nbsp; $5494036 |
| **Total Futures Contracts** |  |  | &nbsp;&nbsp; **$196945264** | &nbsp;&nbsp; **$202439300** | &nbsp;&nbsp; **$5494036** |

---

Summary of the Series' investments as of October 31, 2025, 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 |  |  |  |  |
| Communication Services | &nbsp;&nbsp; $1666896665 | &nbsp;&nbsp; — | &nbsp;&nbsp; — | &nbsp;&nbsp; $1666896665 |
| Consumer Discretionary | &nbsp;&nbsp; 1348888747 | &nbsp;&nbsp; — | &nbsp;&nbsp; — | &nbsp;&nbsp; 1348888747 |
| Consumer Staples | &nbsp;&nbsp; 1120172035 | &nbsp;&nbsp; — | &nbsp;&nbsp; — | &nbsp;&nbsp; 1120172035 |
| Energy | &nbsp;&nbsp; 3382929428 | &nbsp;&nbsp; — | &nbsp;&nbsp; — | &nbsp;&nbsp; 3382929428 |
| Financials | &nbsp;&nbsp; 6685995996 | &nbsp;&nbsp; — | &nbsp;&nbsp; — | &nbsp;&nbsp; 6685995996 |
| Health Care | &nbsp;&nbsp; 4369864246 | &nbsp;&nbsp; — | &nbsp;&nbsp; — | &nbsp;&nbsp; 4369864246 |
| Industrials | &nbsp;&nbsp; 3986146472 | &nbsp;&nbsp; — | &nbsp;&nbsp; — | &nbsp;&nbsp; 3986146472 |
| Information Technology | &nbsp;&nbsp; 3556171125 | &nbsp;&nbsp; — | &nbsp;&nbsp; — | &nbsp;&nbsp; 3556171125 |
| Materials | &nbsp;&nbsp; 1739002171 | &nbsp;&nbsp; — | &nbsp;&nbsp; — | &nbsp;&nbsp; 1739002171 |
| Real Estate | &nbsp;&nbsp; 137530882 | &nbsp;&nbsp; — | &nbsp;&nbsp; — | &nbsp;&nbsp; 137530882 |
| Temporary Cash Investments | &nbsp;&nbsp; 263559847 | &nbsp;&nbsp; — | &nbsp;&nbsp; — | &nbsp;&nbsp; 263559847 |
| Securities Lending Collateral | &nbsp;&nbsp; — | &nbsp;&nbsp; $569977734 | &nbsp;&nbsp; — | &nbsp;&nbsp; 569977734 |
| Total Investments in Securities | &nbsp;&nbsp; $28257157614 | &nbsp;&nbsp; $569977734 | &nbsp;&nbsp; — | &nbsp;&nbsp; $28827135348 |

---

------

**The U.S. Large Cap Value Series**

**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** |
| **Financial Instruments** | **Financial Instruments** |  |  |  |
| **Assets** |  |  |  |  |
| Futures Contracts\*\* | &nbsp;&nbsp; $5494036 | &nbsp;&nbsp; — | &nbsp;&nbsp; — | &nbsp;&nbsp; $5494036 |
| Total Financial Instruments | &nbsp;&nbsp; $5494036 | &nbsp;&nbsp; — | &nbsp;&nbsp; — | &nbsp;&nbsp; $5494036 |
| \*\* Valued at the unrealized appreciation/(depreciation) on the investment. | \*\* Valued at the unrealized appreciation/(depreciation) on the investment. | \*\* Valued at the unrealized appreciation/(depreciation) on the investment. | \*\* Valued at the unrealized appreciation/(depreciation) on the investment. | \*\* Valued at the unrealized appreciation/(depreciation) on the investment. |

---

See accompanying Notes to Financial Statements.

------

**THE DFA INVESTMENT TRUST COMPANY**

**STATEMENT OF ASSETS AND LIABILITIES**

**October 31, 2025**

**(Amounts in thousands)**

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

---

| | |
|:---|:---|
|  | **The U.S. Large**<br> **Cap Value**<br> **Series\***<br>|
| **ASSETS:** |  |
| Investment Securities at Value (including $588,243 of securities on loan) | $27993598 |
| Temporary Cash Investments at Value & Cost | 263560 |
| Collateral from Securities on Loan Invested in Affiliate at Value (including cost of $569,978) | 569978 |
| Segregated Cash for Futures Contracts | 12542 |
| Receivables: |  |
| Investment Securities Sold | 6961 |
| Dividends and Interest | 24691 |
| Securities Lending Income | 45 |
| Futures Variation Margin | 547 |
| Total Assets | 28871922 |
| **LIABILITIES:** |  |
| Payables: |  |
| Upon Return of Securities Loaned | 569896 |
| Investment Securities Purchased | 7565 |
| Due to Advisor | 2414 |
| Accrued Expenses and Other Liabilities | 819 |
| Total Liabilities | 580694 |
| **COMMITMENTS AND CONTINGENT LIABILITIES (NOTE C)** |  |
| **NET ASSETS** | $28291228 |
| Investment Securities at Cost | $18936329 |

---

------

\*

See Note J in the Notes to Financial Statements for additional information about securities lending collateral.

See accompanying Notes to Financial Statements.

------

**THE DFA INVESTMENT TRUST COMPANY**

**STATEMENT OF OPERATIONS**

**FOR THE YEAR ENDED October 31, 2025**

**(Amounts in thousands)**

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

---

| | |
|:---|:---|
|  | **The U.S. Large**<br> **Cap Value**<br> **Series**<br>|
| **Investment Income** |  |
| Dividends (Net of Foreign Taxes Withheld of $114) | $622261 |
| Dividend Income from Affiliates | 14131 |
| Income from Securities Lending, Net | 548 |
| Total Investment Income | 636940 |
| **Expenses** |  |
| Investment Management Fees | 28057 |
| Accounting & Transfer Agent Fees | 645 |
| Custodian Fees | 274 |
| Trustees' Fees and Expenses | 219 |
| Professional Fees | 386 |
| Other | 624 |
| Total Expenses | 30205 |
| Net Expenses | 30205 |
| **Net Investment Income (Loss)** | 606735 |
| **Realized and Unrealized Gain (Loss)** |  |
| Net Realized Gain (Loss) on: |  |
| Investment Securities Sold | (501158)<br>|
| Affiliated Investment Companies Shares Sold | 82 |
| Futures | 61101 |
| In-Kind Redemptions | 4162311 |
| Change in Unrealized Appreciation (Depreciation) of: |  |
| Investment Securities and Foreign Currency | (1720315)<br>|
| Futures | 9857 |
| **Net Realized and Unrealized Gain (Loss)** | 2011878 |
| **Net Increase (Decrease) in Net Assets Resulting from Operations** | $2618613 |

---

See accompanying Notes to Financial Statements.

------

**THE DFA INVESTMENT TRUST COMPANY**

**STATEMENTS OF CHANGES IN NET ASSETS**

**(Amounts in thousands)**

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

---

| | | |
|:---|:---|:---|
|  | **The U.S. Large Cap Value**<br> **Series** | **The U.S. Large Cap Value**<br> **Series** |
|  | **Year**<br> **Ended**<br> **Oct 31,**<br> **2025**<br>| **Year**<br> **Ended**<br> **Oct 31,**<br> **2024**<br>|
| **Increase (Decrease) in Net Assets** |  |  |
| Operations: |  |  |
| Net Investment Income (Loss) | $606735 | $626482 |
| Net Realized Gain (Loss) on: |  |  |
| Investment Securities Sold | (501158)<br>| (240045)<br>|
| Affiliated Investment Companies Shares Sold | 82 | (92)<br>|
| Futures | 61101 | 93061 |
| In-Kind Redemptions | 4162311 | 4160840 |
| Change in Unrealized Appreciation (Depreciation) of: |  |  |
| Investment Securities and Foreign Currency | (1720315)<br>| 2588983 |
| Futures | 9857 | (2188)<br>|
| Net Increase (Decrease) in Net Assets Resulting from Operations | 2618613 | 7227041 |
| Transactions in Interest: |  |  |
| Contributions | 6369289 | 5352627 |
| Withdrawals | (9203133)<br>| (8721188)<br>|
| Net Increase (Decrease) from Transactions in Interest | (2833844)<br>| (3368561)<br>|
| Total Increase (Decrease) in Net Assets | (215231)<br>| 3858480 |
| **Net Assets** |  |  |
| Beginning of Year | 28506459 | 24647979 |
| End of Year | $28291228 | $28506459 |

---

See accompanying Notes to Financial Statements.

------

**THE DFA INVESTMENT TRUST COMPANY**

**FINANCIAL HIGHLIGHTS**

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

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  | **The U.S. Large Cap Value Series** | **The U.S. Large Cap Value Series** | **The U.S. Large Cap Value Series** | **The U.S. Large Cap Value Series** | **The U.S. Large Cap Value Series** |
|  | &nbsp;&nbsp; **Year**<br> **Ended**<br> **Oct 31,**<br> **2025**<br>| &nbsp;&nbsp; **Year**<br> **Ended**<br> **Oct 31,**<br> **2024**<br>| &nbsp;&nbsp; **Year**<br> **Ended**<br> **Oct 31,**<br> **2023**<br>| &nbsp;&nbsp; **Year**<br> **Ended**<br> **Oct 31,**<br> **2022**<br>| &nbsp;&nbsp; **Year**<br> **Ended**<br> **Oct 31,**<br> **2021**<br>|
| Total Return  | 9.64% | 30.38% | (0.78%) | (3.45%) | 48.85% |
| Net Assets, End of Year (thousands)  | $28291228 | $28506459 | $24647979 | $27045981 | $29820643 |
| Ratio of Expenses to Average Net Assets  | 0.11% | 0.11% | 0.11% | 0.11% | 0.11% |
| Ratio of Expenses to Average Net Assets (Excluding Fees <br> Waived, Expenses Reimbursed) <br>| 0.11% | 0.11% | 0.11% | 0.11% | 0.11% |
| Ratio of Net Investment Income to Average Net Assets  | 2.16% | 2.25% | 2.38% | 2.20% | 1.92% |
| Portfolio Turnover Rate  | 8% | 9% | 13% | 10% | 10% |

---

See page 1-2 for the Definitions of Abbreviations and Footnotes.

See accompanying Notes to Financial Statements.

------

**THE DFA INVESTMENT TRUST COMPANY**

**NOTES TO FINANCIAL STATEMENTS**

**A. Organization:** 

The DFA Investment Trust Company (the "Trust") is an open-end management investment company registered under the Investment Company Act of 1940 (the "1940 Act"). The Trust consists of ten operational series, one of which, The U.S. Large Cap Value Series (the "Series"), is included in this section of the report. The remaining operational series are presented in separate reports. The Series is an investment company, and accordingly, follows the accounting and reporting guidance under the Financial Accounting Standards Board ("FASB") Accounting Standards Codification ("ASC"), Topic 946, "Financial Services-Investment Companies."

**B. Significant Accounting Policies:**

The following significant accounting policies are in conformity with accounting principles generally accepted in the United States of America ("GAAP"). Such policies are consistently followed by the Trust in preparation of its financial statements. The preparation of financial statements in accordance with GAAP requires management to make estimates and assumptions that affect the fair value of investments, the reported amounts of assets and liabilities, the disclosure of contingent assets and liabilities at the date of the financial statements, and the reported amounts of increases and decreases in net assets from operations during the reporting period. Actual results could differ from those estimates, and those differences could be material.

1. Security Valuation: The Series uses 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;&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;&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;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;● Level 3 – significant unobservable inputs (including the Series' own assumptions in determining the fair value of investments)

Securities held by the Series, including over-the-counter securities, are valued at the last quoted sale price of the day. Securities held by the Series 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 Series values the securities at the mean between 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. 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 Series 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 Trustees of the Trust (the "Board"). 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 Dimensional Fund Advisors LP (the "Advisor")) occur before the net asset value of the Series is calculated. When fair value pricing is used, the prices of securities used by the Series 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.

Futures contracts held by the Series are valued using the settlement price established each day on the exchange on which they are traded. These valuations are generally categorized as Level 1 in the hierarchy.

------

OTC 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.

A summary of the inputs used to value the Series' investments by each major security type, industry and/or country is disclosed previously in this note. Valuation hierarchy tables have been included at the end of the Schedule of Investments. The methodology or inputs used for valuing securities are not necessarily an indication of the risk associated with investing in those securities.

2. Deferred Compensation Plan: Each eligible Trustee of the Trust may elect to participate in the Fee Deferral Plan for Independent Directors and Trustees (the "Plan"). Under the Plan, effective January 1, 2002, such Trustees may defer payment of all or a portion of their total fees earned as a Trustee. These deferred amounts may be treated as though such amounts had been invested in shares of the following funds, each of which are affiliates of the Series, and advised by the Advisor: the U.S. Large Cap Value Portfolio, U.S. Core Equity 1 Portfolio, U.S. Large Company Portfolio, U.S. Vector Equity Portfolio, U.S. Micro Cap Portfolio, DFA International Value Portfolio, International Core Equity 2 Portfolio, Emerging Markets Portfolio, Emerging Markets Core Equity 2 Portfolio, DFA Inflation-Protected Securities Portfolio, and/or DFA Two-Year Global Fixed Income Portfolio. Contributions made under the Plan and the change in unrealized appreciation (depreciation) and income are included in Directors'/Trustees' Fees & Expenses.

The Trustees may receive their distributions of proceeds by one of the following methods: lump sum, annual installments over a period of agreed-upon years, or quarterly installments over a period of agreed-upon years. Each Trustee shall have the right in a notice of election (the "Notice") to defer the receipt of the Trustee's deferred compensation until a date specified by such Trustee in the Notice. The date may not be sooner than the earlier of: (i) the first business day of January following the year in which such Trustee ceases to be a member of the Board; and (ii) five years following the effective date of the Trustee's first deferral election. If a Trustee who elects to defer fees fails to designate in the Notice a time or date as of which payment of the Trustee's deferred fee account shall commence, payment of such amount shall commence as of the first business day of January following the year in which the Trustee ceases to be a member of the Board (unless the Trustee files an amended Notice selecting a different distribution date).

3. Other: Security transactions are accounted for as of the trade date. Costs used in determining realized gains and losses on the sale of investment securities and foreign currency are accounted for on the basis of identified cost. Dividend income and distributions to shareholders are recorded on the ex-dividend date. Non-cash dividend income received in the form of securities in-lieu of cash, if any, are recorded at the fair value of securities received. Distributions received on securities and that represent a return of capital or capital gains are recorded as a reduction of cost of investments or as a realized gain, respectively. The Series estimates the character of received distributions that may be considered return of capital distributions. Interest income is recorded on an accrual basis. Discount and premium on securities purchased are amortized over the lives of the respective securities, using the effective interest method. Expenses directly attributable to the Series are directly charged. Common expenses of the Trust or Series are allocated using methods approved by the Board, generally based on average net assets.

**C. Investment Advisor:**

The Advisor provides investment management services to the Series. For the year ended October 31, 2025, investment management fees were accrued daily and paid monthly to the Advisor based on the following effective annual rate of average daily net assets:

---

| | |
|:---|:---|
| The U.S. Large Cap Value Series | 0.10<br> %<br>|

---

**Fees Paid to Officers and Trustees:**

Certain Officers and Trustees of the Advisor are also Officers and Trustees of the Trust; however, such Officers and Trustees (with the exception of the Chief Compliance Officer ("CCO")) receive no compensation from the Trust. For the year ended October 31, 2025, the total related amounts paid by the Trust to the CCO were $47 (in thousands). The total related amounts paid by the Series are included in Other Expenses on the Statement of Operations.

------

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

**D. Deferred Compensation:** 

As of October 31, 2025, the total liability for deferred compensation to Trustees is included in Accrued Expenses and Other Liabilities on the Statement of Assets and Liabilities as follows (amount in thousands):

---

| | |
|:---|:---|
| The U.S. Large Cap Value Series | &nbsp;&nbsp; $269 |

---

**E. Purchases and Sales of Securities:** 

For the year ended October 31, 2025, the Series' transactions related to investment securities, other than short-term securities, in-kind redemptions and U.S. Government securities (amounts in thousands), were as follows:

---

| | | |
|:---|:---|:---|
|  | **Purchases**  | **Sales** |
| The U.S. Large Cap Value Series | &nbsp;&nbsp; $6510814 | &nbsp;&nbsp; $2203934 |

---

There were no purchases or sales of long-term U.S. government securities.

For the year ended October 31, 2025, transactions related to Affiliated Investment Companies, excluding in-kind redemptions, are presented below.

The amounts presented below may differ from the respective amounts presented in the Schedule of Investments, Statement of Assets and Liabilities or Statement of Operations due to rounding. The amounts are as follows (amounts in thousands):

---

| | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
|  | **Balance at**<br> **October 31, 2024**<br>| **Purchases**<br> **at Cost**<br>| **Proceeds**<br> **from Sales**<br>| **Net Realized**<br> **Gain/(Loss)**<br> **on Sales**<br>| **Change in**<br> **Unrealized**<br> **Appreciation/**<br> **Depreciation**<br>| **Balance at**<br> **October 31, 2025**<br>| **Shares as of**<br> **October 31, 2025**<br>| **Dividend**<br> **Income**<br>| **Capital Gain**<br> **Distributions**<br>|
| **The U.S. Large Cap Value** <br> **Series**<br>|  |  |  |  |  |  |  |  |  |
| The DFA Short Term <br> Investment Fund<br>| $232926 | $6523106 | $6186136 | $82 |  | $569978 | 49276 | $14131 |  |
| **Total** | **$232926** | **$6523106** | **$6186136** | **$82** | **—** | **$569978** |  | **$14131** | **—** |

---

**F. Federal Income Taxes:** 

No provision for federal income taxes is required since the Series is treated as a partnership for federal income tax purposes. Any net investment income and realized and unrealized gains and losses have been deemed to have been "passed down" to its partners. Accordingly, as a pass-through entity, the Series pays no income dividends or capital gain distributions.

As of October 31, 2025, the total cost and aggregate gross unrealized appreciation (depreciation) of securities for federal income tax purposes were different from amounts reported for financial reporting purposes, as follows (amounts in thousands):

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | **Federal**<br> **Tax Cost**<br>| **Unrealized**<br> **Appreciation**<br>| **Unrealized**<br> **(Depreciation)**<br>| **Net**<br> **Unrealized**<br> **Appreciation**<br> **(Depreciation)**<br>|
| The U.S. Large Cap Value Series | &nbsp;&nbsp; $19756202 | &nbsp;&nbsp; $9877829 | &nbsp;&nbsp; $(806896)<br>| &nbsp;&nbsp; $9070933 |

---

The difference between GAAP-basis and tax-basis unrealized gains (losses) can occur as a result of wash sales and net mark-to-market gains (losses) on regulated futures contracts and differences in the tax treatment of other investments.

------

ASC 740 Accounting for Uncertainty in Income Taxes sets forth a minimum threshold for financial statement recognition of the benefit of a tax position taken or expected to be taken in a tax return. Under GAAP, the Series recognizes the tax benefits of uncertain tax positions only when the position is more likely than not to be sustained, assuming examination by tax authorities. Management has analyzed the Series' tax positions and has concluded that no additional provision for income tax is required in the Series' financial statements. The Series is not aware of any tax positions for which it is reasonably possible that the total amounts of unrecognized tax benefits will significantly change in the next twelve months. The Series' federal tax returns for the prior three fiscal years remain subject to examination by the Internal Revenue Service.

**G. Financial Instruments:**

In accordance with the Series' investment objectives and policies, the Series may invest 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. The Series' derivative contracts are not accounted for as hedging instruments under GAAP. These instruments and their significant corresponding risks are described below:

**Derivative Financial Instruments:**

Summarized below are the specific types of derivative instruments used by the Series.

1. Futures Contracts: The Series 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 Series. Upon entering into a futures contract, the Series deposits cash or pledges 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 Series as unrealized gains or losses until the contracts are closed. When the contracts are closed, the Series records a realized gain or loss, which is presented in the Statement 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.

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 Series could lose more than the initial margin requirements. When the Series enters into stock index futures, it is subject to equity price risk from those futures contracts.

Securities have been segregated as collateral for open futures contracts.

The average volume (based on the open positions at each fiscal month-end) of derivative activity for the year ended October 31, 2025 was as follows (amount in thousands):

---

| | |
|:---|:---|
|  | **Futures\*** |
| The U.S. Large Cap Value Series | &nbsp;&nbsp; $198296 |

---

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

\* Average Notional Value of futures contracts.

The following is a summary of the Series' derivative instrument holdings categorized by primary risk exposure as of October 31, 2025 (amounts in thousands):

---

| | | |
|:---|:---|:---|
|  | **Asset Derivatives Value**  | **Asset Derivatives Value**  |
|  | **Total Value**<br> **at**<br> **October 31, 2025** <br>| **Equity**<br> **Contracts** <sup>(1)</sup> <br>|
| The U.S. Large Cap Value Series | &nbsp;&nbsp; $5494<br>| &nbsp;&nbsp; $5494 |

---

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

&nbsp;&nbsp;&nbsp;&nbsp;(1) Presented
 on Statement of Assets and Liabilities as Receivables: Futures Variation Margin.

------

The following is a summary of the realized and change in unrealized gains and losses from the Series' derivative instrument holdings categorized by primary risk exposure for the year ended October 31, 2025 (amounts in thousands):

---

| | | |
|:---|:---|:---|
|  | **Realized Gain (Loss) on**<br> **Derivatives**  | **Realized Gain (Loss) on**<br> **Derivatives**  |
|  | **Total**  | **Equity**<br> **Contracts** <sup>(1)</sup> <br>|
| The U.S. Large Cap Value Series | &nbsp;&nbsp; $61101 | &nbsp;&nbsp; $61101 |

---

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

---

| | | |
|:---|:---|:---|
|  | **Change in Unrealized Appreciation**<br> **(Depreciation) on Derivatives**  | **Change in Unrealized Appreciation**<br> **(Depreciation) on Derivatives**  |
|  | **Total**  | **Equity**<br> **Contracts** <sup>(2)</sup> <br>|
| The U.S. Large Cap Value Series | &nbsp;&nbsp; $9857 | &nbsp;&nbsp; $9857 |

---

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

&nbsp;&nbsp;&nbsp;&nbsp;(1) Presented
 on Statement of Operations as Net Realized Gain (Loss) on: Futures.

&nbsp;&nbsp;&nbsp;&nbsp;(2) Presented
 on Statement of Operations as Change in Unrealized Appreciation (Depreciation) of: Futures.

**H. Line of Credit and Interfund Lending Program:**

The Trust, together with other Dimensional-advised portfolios, has entered into a $500 million uncommitted, unsecured discretionary line of credit effective April 2, 2025, with its domestic custodian bank. A line of credit with similar terms was in effect through April 2, 2025. Each portfolio is permitted to borrow, subject to its investment limitations, up to a maximum of $250 million, as long as total borrowings under the line of credit do not exceed $500 million in the aggregate. Borrowings under the line of credit are charged interest at rates agreed upon by the parties at the time of borrowing. Each portfolio is individually, and not jointly, liable for its particular advances under the line of credit. There is no commitment fee on the unused portion of the line of credit. The agreement for the discretionary line of credit may be terminated by either party at any time. The agreement for the line of credit expires on April 1, 2026.

The Trust, together with other Dimensional-advised portfolios, has also entered into an additional $700 million unsecured line of credit with its international custodian bank effective December 26, 2024. A line of credit with similar terms was in effect through December 26, 2024. Each portfolio is permitted to borrow, subject to its investment limitations, up to the lower of one-quarter of such portfolio's net assets or $500 million, as long as total borrowings under the line of credit do not exceed $700 million in the aggregate. Each portfolio is individually, and not jointly, liable for its particular advances under the line of credit. Borrowings under the line of credit are charged interest at rates agreed upon by the parties at the time of borrowing. There is no commitment fee on the unused portion of the line of credit. The line of credit agreement expires on December 25, 2025.

There were no borrowings by the Series under the lines of credit during the year ended October 31, 2025.

Pursuant to an exemptive order issued by the SEC (the "Order"), the Series may participate in an interfund lending program among certain portfolios managed by the Advisor (portfolios that operate as feeder funds do not participate in the program). The program allows the participating portfolios to borrow money from and loan money to each other for temporary or emergency purposes, subject to the conditions in the Order. A loan can only be made through the program if the interfund loan rate on that day is more favorable to both the borrowing and lending portfolios as compared to rates available through short-term bank loans or investments in overnight repurchase agreements and money market funds, respectively, as detailed in the Order. Further, a portfolio may participate in the program only if and to the extent that such participation is consistent with its investment objectives and limitations. Interfund loans have a maximum duration of seven days and may be called on one business day's notice.

The Series did not use the interfund lending program during the year ended October 31, 2025.

------

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

**I. Affiliated Trades:**

Cross trades for the year ended October 31, 2025, if any, were executed by the Series pursuant to procedures adopted by the Board to ensure compliance with Rule 17a-7 under the 1940 Act. Cross trading is the buying or selling of portfolio securities between series of investment companies, or between a series of an investment company and another entity, that are or could be considered affiliates by virtue of a common investment advisor (or affiliated investment advisors), common Trustees and/or common Officers. At its regularly scheduled meetings, the CCO certifies to the Board that the 17a-7 transactions entered into by the Series complied with the Rule 17a-7 Procedures adopted by the Board.

For the year ended October 31, 2025, cross trades by the Series under Rule 17a-7 were as follows (amounts in thousands):

---

| | | | |
|:---|:---|:---|:---|
| **Series** | **Purchases** | **Sales** | **Realized Gain (Loss)** |
| The U.S. Large Cap Value Series | &nbsp;&nbsp; $619296 | &nbsp;&nbsp; $501067 | &nbsp;&nbsp; $(132623)<br>|

---

**J. Securities Lending:** 

As of October 31, 2025, the Series had securities on loan to brokers/dealers, for which the Series received cash collateral. The contractual maturity of cash collateral received under the securities lending agreement is classified as overnight and continuous. In addition, the Series received non-cash collateral consisting of short- and/or long-term U.S. Treasuries and U.S. government agency securities as follows (amount in thousands):

---

| | |
|:---|:---|
|  | **Non-Cash**<br> **Collateral**<br> **Market**<br> **Value**<br>|
| The U.S. Large Cap Value Series | &nbsp;&nbsp; $30323 |

---

The Series invests the cash collateral, as described below, and records a liability for the return of the collateral, during the period the securities are on loan. Loans of securities are expected at all times to be secured by collateral in an amount (i) equal to at least 100% of the current market value of the loaned securities with respect to securities of the U.S. government or its agencies, (ii) generally equal to 102% of the current market value of the loaned securities with respect to U.S. securities, and (iii) generally equal to 105% of the current market value of the loaned securities with respect to foreign securities. However, daily market fluctuations could cause the Series' collateral to be lower or higher than the expected thresholds. If this were to occur, the collateral would be adjusted the next business day to ensure adequate collateralization. In the event of default or bankruptcy by the other party to the agreement, realization and/or retention of the collateral may be subject to legal proceedings. If the borrower fails to return loaned securities, cash collateral being maintained by the borrower is insufficient to cover the value of loaned securities, and such collateral insufficiency is not the result of investment losses, the lending agent has agreed to pay the amount of the shortfall to the Series or, at the option of the lending agent, to replace the securities. In the event of the bankruptcy of the borrower, the Series could experience delay in recovering the loaned securities or only recover cash or a security of equivalent value.

Subject to its stated investment policies, the Series will generally invest the cash collateral received for the loaned securities in the Short Term Series, an affiliated registered ultrashort term bond fund advised by the Advisor for which the Advisor receives a management fee of 0.05% of the average daily net assets of the Short Term Series. Income received from the Short Term Series is netted with fees for securities lending and collateral investment expenses and with other payments to and from borrowers of securities. The Series also may invest the cash collateral received for the loaned securities in securities of the U.S. government or its agencies, repurchase agreements collateralized by securities of the U.S. government or its agencies, and affiliated or unaffiliated money market funds that are registered or unregistered. For purposes of this paragraph, agencies include both agency debentures and agency mortgage-backed securities. Additionally, the Series will be able to terminate the loan at any time and will

------

receive reasonable interest on the loan, as well as amounts equal to any dividends, interest or, other distributions on the loaned securities. However, dividend income received from loaned securities may not be eligible for taxation at qualified dividend income rates.

**K. Indemnitees; Contractual Obligations:**

Under the Trust's organizational documents, its Officers and Trustees are indemnified against certain liabilities arising out of the performance of their duties to the Trust.

In the normal course of business, the Trust enters into contracts that contain a variety of representations and warranties that provide general indemnification. The Trust's maximum exposure under these arrangements is unknown, as this would involve future claims that may be made against the Trust and/or its affiliates that have not yet occurred. However, based on experience, the Trust expects the risk of loss to be remote.

**L. In-Kind Redemptions:**

During the year ended October 31, 2025, the Series realized net gains (losses) on in-kind redemptions as follows (amount in thousands):

---

| | |
|:---|:---|
| The U.S. Large Cap Value Series  | &nbsp;&nbsp; $4162311 |

---

**M. Segment Reporting:**

In this reporting period, the Series adopted FASB Accounting Standards Update 2023-07, Segment Reporting (Topic 280) – Improvements to Reportable Segment Disclosures ("ASU 2023-07"). The adoption of the new standard only impacted financial statement disclosures and did not affect the Series financial position or the results of its operations. An operating segment is defined in Topic 280 as a component of a public entity that (i) engages in business activities from which it may recognize revenues and incur expenses, (ii) has operating results that are regularly reviewed by the public entity's chief operating decision maker ("CODM") to make decisions about resources to be allocated to the segment and assess its performance, and (iii) has discrete financial information available. The Trust's Co-Chief Executive Officers and the Chief Financial Officer act as the Series CODM. The Series represents a single operating segment, as the CODM monitors the operating results of the Series as a whole. The Series long-term strategic asset allocation is executed by its Series management team and guided by the Series investment objective and principal investment strategies, as described in the Series' registration statement. The financial information provided to and reviewed by the CODM is consistent with that presented in the Series Schedule of Investments, Statement of Operations, Statement of Changes in Net Assets, and Financial Highlights.

**N. New Accounting Pronouncement:**

In December 2023, the FASB issued Accounting Standards Update 2023-09, Income Taxes (Topic 740) – Improvements to Income Tax Disclosures ("ASU 2023-09"). Effective for annual periods beginning after December 15, 2024, the amendments require greater disaggregation of disclosures related to income taxes paid. The ASU 2023-09 allows for early adoption and requires that amendments be applied on a prospective basis. Management is currently evaluating the impact of the ASU 2023-09 but does not expect the guidance to materially impact the financial statements.

**O. Other:**

The Series and the Trust are subject to claims and suits that arise from time to time in the ordinary course of business (for example, claw back litigation against former shareholders of portfolio companies that filed for bankruptcy). Although management currently believes that resolving claims, if any, against the Series and the Trust, individually or in aggregate, will not have a material adverse impact on the Series' and the Trust's financial position, results of operations, or cash flows, these matters are subject to inherent uncertainties and management's view of these matters may change in the future.

------

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

**P. ReFlow Redemption Service:**

The Series may participate in the ReFlow liquidity program, which is designed to provide an alternative liquidity source for mutual funds experiencing net redemptions of their shares. Pursuant to the program, ReFlow Fund, LLC("ReFlow") provides participating mutual funds with a source of cash to meet net shareholder redemptions by standing ready each business day to purchase fund shares up to the value of the net shares redeemed by other shareholders that are expected to settle that business day. A fund is not guaranteed to receive cash from ReFlow on any given day as the allocation of ReFlow's cash is based on the results of ReFlow's automated daily auction process among participating mutual funds. Following purchases of fund shares, ReFlow then generally redeems those shares when the fund experiences net shareholder purchases at the end of the maximum holding period, currently 8 days,determined by ReFlow, or at other times at ReFlow's discretion. While ReFlow holds fund shares, it will have the same rights and privileges with respect to those shares as any other shareholder.

For use of the ReFlow program, a fund pays a fee to ReFlow each time it purchases fund shares, calculated by applying to the purchase amount a fee rate determined through the auction process. The current minimum fee rate(which is subject to change) is 0.14% of the value of the fund shares purchased by ReFlow, although the fund may submit a bid at a higher fee rate if it determines that doing so is in the best interest of fund shareholders. ReFlow's purchases of fund shares through the liquidity program are made on an investment-blind basis without regard to the fund's objective, policies, or anticipated performance. In accordance with federal securities laws, ReFlow is prohibited from acquiring more than 3% of the outstanding voting securities of a fund. ReFlow will periodically redeem its entire share position in the Series and may request that such redemption be met in kind in accordance with redemption in-kind policies described in the Series' registration statement. If the Series is part of a "master-feeder" structure, then the "feeder" portfolio does not generally buy individual securities directly. Instead, the feeder portfolio invests in a corresponding "master" portfolio, such as the Series, that in turn purchases stocks and other securities. Under a master-feeder structure, ReFlow redemptions and subscriptions take place at the feeder level, where the capital commitments are pooled, and securities are redeemed at the master level, where the securities are held. As a result, realized gains or losses will be reflected in the Series' financial statements. Purchases and redemptions of the feeder portfolio's shares by ReFlow under the program are not considered excessive short-term trading under the Series' Policy Regarding Excessive Short-Term Trading.

**Q. Subsequent Event Evaluations:** 

Management has evaluated the impact of all subsequent events on the Series 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.

------

**Report of Independent Registered Public Accounting Firm**

To the Board of Trustees of The DFA Investment Trust Company and Shareholders of The U.S. Large Cap Value Series

***Opinion on the Financial Statements***

We have audited the accompanying statement of assets and liabilities, including the schedule of investments, of The U.S. Large Cap Value Series (one of the series constituting The DFA Investment Trust Company, referred to hereafter as the "Series") as of October 31, 2025, the related statement of operations for the year ended October 31, 2025, the statement of changes in net assets for each of the two years in the period ended October 31, 2025, including the related notes, and the financial highlights for each of the five years in the period ended October 31, 2025 (collectively referred to as the "financial statements"). In our opinion, the financial statements present fairly, in all material respects, the financial position of the Series as of October 31, 2025, the results of its operations for the year then ended, the changes in its net assets for each of the two years in the period ended October 31, 2025 and the financial highlights for each of the five years in the period ended October 31, 2025 in conformity with accounting principles generally accepted in the United States of America.

 ****

***Basis for Opinion***

These financial statements are the responsibility of the Series' management. Our responsibility is to express an opinion on the Series' financial statements based on our audits. We are a public accounting firm registered with the Public Company Accounting Oversight Board (United States) (PCAOB) and are required to be independent with respect to the Series in accordance with the relevant ethical requirements relating to our audit, which include standards of the American Institute of Certified Public Accountants (AICPA) Code of Professional Conduct, as well as U.S. federal securities laws and the applicable rules and regulations of the Securities and Exchange Commission.

We conducted our audits of these financial statements in accordance with the auditing standards of the PCAOB and in accordance with auditing standards generally accepted in the United States of America. Those standards require that we plan and perform the audit to obtain reasonable assurance about whether the financial statements are free of material misstatement, whether due to error or fraud.

Our audits included performing procedures to assess the risks of material misstatement of the financial statements, whether due to error or fraud, and performing procedures that respond to those risks. Such procedures included examining, on a test basis, evidence regarding the amounts and disclosures in the financial statements. Our audits also included evaluating the accounting principles used and significant estimates made by management, as well as evaluating the overall presentation of the financial

PricewaterhouseCoopers LLP, Two Commerce Square, Suite 1700, 2001 Market Street, Philadelphia, PA 19103-7042 T: (267) 330 3000, www.pwc.com/us

------

![](logo_01.jpg)

statements. Our procedures included confirmation of securities owned as of October 31, 2025 by correspondence with the custodian, brokers and transfer agents of the investee funds; when replies were not received from brokers, we performed other auditing procedures. We believe that our audits provide a reasonable basis for our opinion.

/s/ PricewaterhouseCoopers LLP

Philadelphia, Pennsylvania

December 19, 2025

We have served as the auditor of one or more investment companies in Dimensional Fund Advisors L.P. investment company group since 1981.

------

**TAX NOTICE TO SHAREHOLDERS**

**(Unaudited)**

The following information is solely for informational purposes. Each Portfolio is designating the U.S. federal income tax character of the following items with respect to distributions paid or expected to be paid to shareholders related to the fiscal year ended October 31, 2025. All designations are based on financial information available as of the date of this annual report and, accordingly are subject to change. For each classification below and including "Section 163(j) interest dividends" as defined in Treasury Regulation §1.163(j)-1(b)(35) and "Section 199A dividends" as defined in Treasury Regulation §1.199A -3(d), it is the intent of the Portfolio to designate the maximum amount permitted under the Internal Revenue Code and the regulations thereunder.

For U.S. federal income tax purposes, shareholders generally must report distributions received from a Portfolio on a calendar-year basis, which therefore may include distributions with respect to portions of two fiscal years of the Portfolio. Annual statements needed by shareholders concerning the tax status of distributions received for the calendar year 2025 (e.g., IRS Form 1099-DIV) will be provided in early 2026. Shareholders should refer to these statements in preparing their calendar year 2025 tax returns. Please consult your tax advisor for the proper treatment of this information. Unless otherwise noted, the amounts in the table are expressed as a percentage of the distributions paid with respect to the fiscal year ended October 31, 2025.

---

| | | | | | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **DFA Investment**<br> **Dimensions Group Inc.**<br>| **Net**<br> **Investment**<br> **Income**<br> **Distributions** <br>| **Short-Term**<br> **Capital Gain**<br> **Distributions** <br>| **Long-Term**<br> **Capital Gain**<br> **Distributions** <br>| **Return of**<br> **Capital** <br>| **Tax-Exempt**<br> **Interest** <br>| **Total**<br> **Distributions** <br>| **Qualified**<br> **Dividends**<br> **(for**<br> **Corporate**<br> **Dividends**<br> **Received**<br> **Deduction) (1)**<br>| **Qualified**<br> **Dividend**<br> **Income (2)**<br>| **U.S.**<br> **Government**<br> **Interest (3)**<br>| **Foreign**<br> **Tax**<br> **Credit (4)**<br>| **Foreign**<br> **Source**<br> **Income (5)**<br>| **Qualified**<br> **Net**<br> **Interest**<br> **Income (6)**<br>| **Qualified**<br> **Short-**<br> **Term**<br> **Capital**<br> **Gain (7)**<br>|
| Enhanced U.S. Large Company <br> Portfolio<br>| &nbsp;&nbsp; 98<br> %<br>|  | 2<br> %<br>|  |  | 100<br> %<br>|  |  | 20<br> %<br>|  |  | 59<br> %<br>|  |
| U.S. Large Cap Equity Portfolio | &nbsp;&nbsp; 100<br> %<br>|  |  |  |  | 100<br> %<br>| 100<br> %<br>| 100<br> %<br>|  |  |  | 1<br> %<br>|  |
| U.S. Large Cap Value Portfolio | &nbsp;&nbsp; 100<br> %<br>|  |  |  |  | 100<br> %<br>| 100<br> %<br>| 100<br> %<br>|  |  |  | 2<br> %<br>|  |
| U.S. Targeted Value Portfolio | &nbsp;&nbsp; 100<br> %<br>|  |  |  |  | 100<br> %<br>| 93<br> %<br>| 100<br> %<br>|  |  |  | 2<br> %<br>|  |
| U.S. Small Cap Value Portfolio | &nbsp;&nbsp; 100<br> %<br>|  |  |  |  | 100<br> %<br>| 93<br> %<br>| 100<br> %<br>|  |  |  | 2<br> %<br>|  |
| U.S. Core Equity 1 Portfolio | &nbsp;&nbsp; 100<br> %<br>|  |  |  |  | 100<br> %<br>| 100<br> %<br>| 100<br> %<br>|  |  |  | 2<br> %<br>|  |
| U.S. Core Equity 2 Portfolio | &nbsp;&nbsp; 100<br> %<br>|  |  |  |  | 100<br> %<br>| 100<br> %<br>| 100<br> %<br>|  |  |  | 3<br> %<br>|  |
| U.S. Vector Equity Portfolio | &nbsp;&nbsp; 100<br> %<br>|  |  |  |  | 100<br> %<br>| 100<br> %<br>| 100<br> %<br>|  |  |  | 2<br> %<br>|  |
| U.S. Small Cap Portfolio | &nbsp;&nbsp; 100<br> %<br>|  |  |  |  | 100<br> %<br>| 95<br> %<br>| 100<br> %<br>|  |  |  | 3<br> %<br>|  |
| U.S. Micro Cap Portfolio | &nbsp;&nbsp; 100<br> %<br>|  |  |  |  | 100<br> %<br>| 100<br> %<br>| 100<br> %<br>|  |  |  | 3<br> %<br>|  |
| U.S. High Relative Profitability <br> Portfolio<br>| &nbsp;&nbsp; 100<br> %<br>|  |  |  |  | 100<br> %<br>| 100<br> %<br>| 100<br> %<br>|  |  |  | 3<br> %<br>|  |
| DFA Real Estate Securities <br> Portfolio<br>| &nbsp;&nbsp; 100<br> %<br>|  |  |  |  | 100<br> %<br>|  | 2<br> %<br>|  |  |  | 1<br> %<br>|  |
| DFA Commodity Strategy Portfolio | &nbsp;&nbsp; 100<br> %<br>|  |  |  |  | 100<br> %<br>|  |  | 8<br> %<br>|  |  | 18<br> %<br>|  |

---

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

&nbsp;&nbsp;&nbsp;&nbsp;(1) Qualified
 Dividends represents the amount that qualifies for the corporate dividends-received deduction under Section 243 of the Internal Revenue
 Code and is reflected as a percentage
 of estimated ordinary income distributions (the total of short-term capital gain and net investment income distributions) for the fiscal
 year 2025.

&nbsp;&nbsp;&nbsp;&nbsp;(2) Qualified
 Dividend Income represents the amount that qualifies for the reduced capital gain tax rate under Section 1(h)(11) of the Internal Revenue
 Code and is reflected as a percentage
 of estimated ordinary income distributions (the total of short-term capital gain and net investment income distributions) for the fiscal
 year 2025.

&nbsp;&nbsp;&nbsp;&nbsp;(3) U.S.
 Government Interest represents the amount of interest that was derived from direct U.S. Government obligations and distributed during
 the fiscal year. This amount is reflected as
 a percentage of total estimated ordinary income distributions (the total of short-term capital gain and net investment income distributions)
 for the fiscal year 2025. Generally, interest
 from direct U.S. Government obligations is exempt from state income tax. Please consult your tax advisor for the availability of
 a state tax exemption based on your individual circumstances.

&nbsp;&nbsp;&nbsp;&nbsp;(4) Foreign
 Tax Credit represents the amount of dividends that qualify for the foreign tax credit pass through under Section 853 of the Internal Revenue
 Code and is reflected as a percentage
 of "investment company taxable income" (as defined in Section 852(b)(2) of the Internal Revenue Code).

------

&nbsp;&nbsp;&nbsp;&nbsp;(5) Foreign
 Source Income represents the amount of dividends derived from foreign sources and is reflected as a percentage of "investment company
 taxable income" (as defined in Section
 852(b)(2) of the Internal Revenue Code).

&nbsp;&nbsp;&nbsp;&nbsp;(6) Qualified
 Net Interest Income represents the amount of interest income available as interest-related dividends generally exempt from withholding
 taxes for non-U.S. shareholders under
 Section 871(k)(1) of the Internal Revenue Code. The information is reflected as a percentage estimated ordinary income distributions (the
 total of short-term capital gain and net investment
 income distributions) for the fiscal year 2025.

&nbsp;&nbsp;&nbsp;&nbsp;(7) Qualified
 Short-Term Capital Gain represents the amount available as short-term capital gain dividends generally exempt from withholding taxes for
 non-U.S. shareholders under Section
 871(k)(2) of the Internal Revenue Code. The information is reflected as a percentage of estimated ordinary income distributions (the total
 of short-term capital gain and net investment
 income distributions) for the fiscal year 2025.

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

---

| | | | | | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Dimensional**<br> **Investment Group Inc.**<br>| **Net**<br> **Investment**<br> **Income**<br> **Distributions** <br>| **Short-Term**<br> **Capital Gain**<br> **Distributions** <br>| **Long-Term**<br> **Capital Gain**<br> **Distributions** <br>| **Return of**<br> **Capital** <br>| **Tax-Exempt**<br> **Interest** <br>| **Total**<br> **Distributions** <br>| **Qualified**<br> **Dividends**<br> **(for**<br> **Corporate**<br> **Dividends**<br> **Received**<br> **Deduction) (1)**<br>| **Qualified**<br> **Dividend**<br> **Income (2)**<br>| **U.S.**<br> **Government**<br> **Interest (3)**<br>| **Foreign**<br> **Tax**<br> **Credit (4)**<br>| **Foreign**<br> **Source**<br> **Income (5)**<br>| **Qualified**<br> **Net**<br> **Interest**<br> **Income (6)**<br>| **Qualified**<br> **Short-**<br> **Term**<br> **Capital**<br> **Gain (7)**<br>|
| U.S. Large Company Portfolio | &nbsp;&nbsp; 97<br> %<br>| 3<br> %<br>|  |  |  | 100<br> %<br>| 97<br> %<br>| 100<br> %<br>|  |  |  | 1<br> %<br>| 100<br> %<br>|

---

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

&nbsp;&nbsp;&nbsp;&nbsp;(1) Qualified
 Dividends represents the amount that qualifies for the corporate dividends-received deduction under Section 243 of the Internal Revenue
 Code and is reflected as a percentage
 of estimated ordinary income distributions (the total of short-term capital gain and net investment income distributions) for the fiscal
 year 2025.

&nbsp;&nbsp;&nbsp;&nbsp;(2) Qualified
 Dividend Income represents the amount that qualifies for the reduced capital gain tax rate under Section 1(h)(11) of the Internal Revenue
 Code and is reflected as a percentage
 of estimated ordinary income distributions (the total of short-term capital gain and net investment income distributions) for the fiscal
 year 2025.

&nbsp;&nbsp;&nbsp;&nbsp;(3) U.S.
 Government Interest represents the amount of interest that was derived from direct U.S. Government obligations and distributed during
 the fiscal year. This amount is reflected as
 a percentage of total estimated ordinary income distributions (the total of short-term capital gain and net investment income distributions)
 for the fiscal year 2025. Generally, interest
 from direct U.S. Government obligations is exempt from state income tax. Please consult your tax advisor for the availability of
 a state tax exemption based on your individual circumstances.

&nbsp;&nbsp;&nbsp;&nbsp;(4) Foreign
 Tax Credit represents the amount of dividends that qualify for the foreign tax credit pass through under Section 853 of the Internal Revenue
 Code and is reflected as a percentage
 of "investment company taxable income" (as defined in Section 852(b)(2) of the Internal Revenue Code).

&nbsp;&nbsp;&nbsp;&nbsp;(5) Foreign
 Source Income represents the amount of dividends derived from foreign sources and is reflected as a percentage of "investment company
 taxable income" (as defined in Section
 852(b)(2) of the Internal Revenue Code).

&nbsp;&nbsp;&nbsp;&nbsp;(6) Qualified
 Net Interest Income represents the amount of interest income available as interest-related dividends generally exempt from withholding
 taxes for non-U.S. shareholders under
 Section 871(k)(1) of the Internal Revenue Code. The information is reflected as a percentage estimated ordinary income distributions (the
 total of short-term capital gain and net investment
 income distributions) for the fiscal year 2025.

&nbsp;&nbsp;&nbsp;&nbsp;(7) Qualified
 Short-Term Capital Gain represents the amount available as short-term capital gain dividends generally exempt from withholding taxes for
 non-U.S. shareholders under Section
 871(k)(2) of the Internal Revenue Code. The information is reflected as a percentage of estimated ordinary income distributions (the total
 of short-term capital gain and net investment
 income distributions) for the fiscal year 2025.

------

**Item 8 – Changes in and Disagreements with Accountants for Open-End Management Investment Companies**

Not applicable

------

**Item 9 – Proxy Disclosures for Open-End Management Investment Companies**

Not applicable

------

**Item 10 – REMUNERATION PAID TO DIRECTORS, OFFICERS, AND OTHERS OF OPEN-END MANAGEMENT INVESTMENT COMPANIES** 

&nbsp;&nbsp;&nbsp;&nbsp; Remuneration paid to directors, officers, and others is included in the "Fees Paid to Officers and Directors/Trustees" section of the Notes to Financial Statements above.

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**Item 11 – STATEMENT REGARDING BASIS FOR APPROVAL OF INVESTMENT MANAGEMENT AGREEMENTS**

Not applicable

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DFA-103125-001AD

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##### [**Table of Contents**](#toc)
![LOGO](g941358g38b70.jpg)

Annual Financial Statements & Other Information

**Year Ended: October 31, 2025** 

DFA INVESTMENT DIMENSIONS GROUP INC. / DIMENSIONAL INVESTMENT GROUP INC. / THE DFA INVESTMENT TRUST COMPANY / DIMENSIONAL EMERGING MARKETS VALUE FUND

**DFA Investment Dimensions Group Inc.** 

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| | | |
|:---|:---|:---|
| **Large Cap International Portfolio**<br>**International Core Equity 2 Portfolio<br>(formerly, International Core Equity Portfolio)**<br>**Global Small Company Portfolio**<br>**International Small Company Portfolio**<br>**Japanese Small Company Portfolio**<br>**Asia Pacific Small Company Portfolio**<br>**United Kingdom Small Company Portfolio**<br>**Continental Small Company Portfolio**<br>**DFA International Real Estate Securities Portfolio** | **DFA Global Real Estate Securities Portfolio**<br>**DFA International Small Cap Value Portfolio**<br>**International Vector Equity Portfolio**<br>**International High Relative Profitability Portfolio**<br>**World ex U.S. Value Portfolio**<br>**World ex U.S. Core Equity Portfolio**<br>**World ex U.S. Targeted Value Portfolio**<br>**World Core Equity Portfolio**<br>**Selectively Hedged Global Equity Portfolio** | **Emerging Markets Portfolio**<br>**Emerging Markets Small Cap Portfolio**<br>**Emerging Markets Value Portfolio**<br>**Emerging Markets Core Equity 2 Portfolio (formerly, Emerging Markets Core Equity Portfolio)**<br>**Emerging Markets Targeted Value Portfolio**<br>**Emerging Markets ex China Core Equity Portfolio** |

---

**Dimensional Investment Group Inc.** 

**DFA International Value Portfolio** 

**The DFA Investment Trust Company** 

---

| | |
|:---|:---|
| **The DFA International Value Series**<br>**The Japanese Small Company Series**<br>**The Asia Pacific Small Company Series**<br>**The United Kingdom Small Company Series** | **The Continental Small Company Series**<br>**The Canadian Small Company Series**<br>**The Emerging Markets Series**<br>**The Emerging Markets Small Cap Series** |

---

**Dimensional Emerging Markets Value Fund** 

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##### [**Table of Contents**](#toc)
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##### [**Table of Contents**](#toc)
**ANNUAL FINANCIAL STATEMENTS AND OTHER INFORMATION** 

**Table of Contents** 

---

| | |
|:---|:---|
|  | **Page** |
|  **Item 7 – Financial Statements and Financial Highlights for Open-End Management Investment Companies** |  |
|  **[Definitions of Abbreviations and Footnotes](#fin941358_1)** | 1 |
|  **DFA Investment Dimensions Group Inc** |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Schedules of Investments |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; [Large Cap International Portfolio](#fin941358_2) | 3 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; [International Core Equity 2 Portfolio](#fin941358_3) | 23 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; [Global Small Company Portfolio](#fin941358_4) | 97 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; [International Small Company Portfolio](#fin941358_5) | 98 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; [Japanese Small Company Portfolio](#fin941358_6) | 99 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; [Asia Pacific Small Company Portfolio](#fin941358_7) | 100 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; [United Kingdom Small Company Portfolio](#fin941358_8) | 101 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; [Continental Small Company Portfolio](#fin941358_9) | 102 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; [DFA International Real Estate Securities Portfolio](#fin941358_10) | 103 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; [DFA Global Real Estate Securities Portfolio](#fin941358_11) | 112 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; [DFA International Small Cap Value Portfolio](#fin941358_12) | 115 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; [International Vector Equity Portfolio](#fin941358_13) | 144 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; [International High Relative Profitability Portfolio](#fin941358_14) | 203 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; [World ex U.S. Value Portfolio](#fin941358_15) | 211 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; [World ex U.S. Core Equity Portfolio](#fin941358_16) | 212 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; [World ex U.S. Targeted Value Portfolio](#fin941358_17) | 402 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; [World Core Equity Portfolio](#fin941358_18) | 489 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; [Selectively Hedged Global Equity Portfolio](#fin941358_19) | 490 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; [Emerging Markets Portfolio](#fin941358_20) | 492 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; [Emerging Markets Small Cap Portfolio](#fin941358_21) | 493 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; [Emerging Markets Value Portfolio](#fin941358_22) | 494 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; [Emerging Markets Core Equity 2 Portfolio](#fin941358_23) | 495 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; [Emerging Markets Targeted Value Portfolio](#fin941358_24) | 646 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; [Emerging Markets ex China Core Equity Portfolio](#fin941358_25) | 703 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; [Statements of Assets and Liabilities](#fin941358_26) | 776 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; [Statements of Operations](#fin941358_27) | 782 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; [Statements of Changes in Net Assets](#fin941358_28) | 788 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; [Financial Highlights](#fin941358_29) | 796 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; [Notes to Financial Statements](#fin941358_30) | 820 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; [Report of Independent Registered Public Accounting Firm](#fin941358_31) | 848 |
|  **Dimensional Investment Group Inc** |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Schedule of Investments |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; [DFA International Value Portfolio](#fin941358_32) | 850 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; [Statement of Assets and Liabilities](#fin941358_33) | 851 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; [Statement of Operations](#fin941358_34) | 852 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; [Statements of Changes in Net Assets](#fin941358_35) | 853 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; [Financial Highlights](#fin941358_36) | 854 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; [Notes to Financial Statements](#fin941358_37) | 855 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; [Report of Independent Registered Public Accounting Firm](#fin941358_38) | 861 |
|  **The DFA Investment Trust Company** |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Schedules of Investments |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; [The DFA International Value Series](#fin941358_39) | 863 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; [The Japanese Small Company Series](#fin941358_40) | 873 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; [The Asia Pacific Small Company Series](#fin941358_41) | 896 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; [The United Kingdom Small Company Series](#fin941358_42) | 908 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; [The Continental Small Company Series](#fin941358_43) | 913 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; [The Canadian Small Company Series](#fin941358_44) | 930 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; [The Emerging Markets Series](#fin941358_45) | 936 |

---

i

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##### [**Table of Contents**](#toc)
**TABLE OF CONTENTS** 

**CONTINUED** 

---

| | |
|:---|:---|
|  | **Page** |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; [The Emerging Markets Small Cap Series](#fin941358_46) | 984 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; [Statements of Assets and Liabilities](#fin941358_47) | 1079 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; [Statements of Operations](#fin941358_48) | 1081 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; [Statements of Changes in Net Assets](#fin941358_49) | 1083 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; [Financial Highlights](#fin941358_50) | 1086 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; [Notes to Financial Statements](#fin941358_51) | 1094 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; [Report of Independent Registered Public Accounting Firm](#fin941358_52) | 1106 |
|  **Dimensional Emerging Markets Value Fund** |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Schedule of Investments |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; [Dimensional Emerging Markets Value Fund](#fin941358_53) | 1108 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; [Statement of Assets and Liabilities](#fin941358_54) | 1179 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; [Statement of Operations](#fin941358_55) | 1180 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; [Statements of Changes in Net Assets](#fin941358_56) | 1181 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; [Financial Highlights](#fin941358_57) | 1182 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; [Notes to Financial Statements](#fin941358_58) | 1183 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; [Report of Independent Registered Public Accounting Firm](#fin941358_59) | 1192 |
|  **[Tax Notice to Shareholders](#fin941358_60)** | 1194 |
|  **[Item 8 – Changes in and Disagreements with Accountants for Open-End Management Investment Companies](#fin941358_61)** | 1197 |
|  **[Item 9 – Proxy Disclosures for Open-End Management Investment Companies](#fin941358_62)** | 1198 |
|  **[Item 10 – Remuneration Paid to Directors, Officers, and Others of Open-End Management Investment Companies](#fin941358_63)** | 1199 |
|  **[Item 11 – Statement Regarding Basis for Approval of Investment Management Agreements](#fin941358_64)** | 1200 |

---

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**DFA INVESTMENT DIMENSIONS GROUP INC.** 

**DIMENSIONAL INVESTMENT GROUP INC.** 

**THE DFA INVESTMENT TRUST COMPANY** 

**DIMENSIONAL EMERGING MARKETS VALUE FUND** 

**DEFINITIONS OF ABBREVIATIONS AND FOOTNOTES** 

---

| | |
|:---|:---|
| <u>**Schedules of Investments**</u> | <u>**Schedules of Investments**</u> |
| Investment Abbreviations |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;ADR | American Depositary Receipt |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;CPI | Consumer Price Index |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;GDR | Global Depositary Receipt |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;GO | General Obligation |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;OAT | Obligations Assimilables du Tresor |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;REIT | Real Estate Investment Trust |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;AUD | Australian Dollars |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;CAD | Canadian Dollars |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;CHF | Swiss Franc |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;DKK | Danish Krone |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;EUR | Euro |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;GBP | British Pounds |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;HKD | Hong Kong Dollar |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;ILS | Israeli New Shekel |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;JPY | Japanese Yen |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;NOK | Norwegian Krone |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;NZD | New Zealand Dollars |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;SEK | Swedish Krona |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;SGD | Singapore Dollars |
| Investment Footnotes |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;» | Securities that have been fair value factored. See Note B to Financial Statements. |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;# | Total or Partial Securities on Loan. |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;\* | Non-Income Producing Securities. |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;W | 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. |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;† | See Note B to Financial Statements. |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;@ | Security purchased with cash collateral received from Securities on Loan. |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;§ | Affiliated Fund. |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;†† | Security valued using significant unobservable inputs (Level 3). |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;![LOGO](g941358dsp7a.jpg)  | Represents 7 Day subsidized yield as of October 31, 2025 |
| <u>**Financial Highlights**</u> |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;\*\* | Calculated based on weighted average of each of the Portfolio's underlying investments. |

---

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##### [**Table of Contents**](#toc)
**DEFINITIONS OF ABBREVIATIONS AND FOOTNOTES** 

**<sup>CONTINUED</sup>** 

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(A) Computed using average shares outstanding.

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(B) Represents the combined ratios for the respective Portfolio and its respective pro-rata share of its Master Fund(s) and/or Underlying Fund(s).

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(C) Non-Annualized

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(D) Annualized

---

| | |
|:---|:---|
|  **All Statements, Schedules and Notes to Financial Statements** | **All Statements, Schedules and Notes to Financial Statements** |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | Amounts designated as — are either zero, rounded to zero, or less than $500. |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;SEC | Securities and Exchange Commission |

---

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**LARGE CAP INTERNATIONAL PORTFOLIO** 

**SCHEDULE OF INVESTMENTS** 

**October 31, 2025** 

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  COMMON STOCKS — (97.0%) | COMMON STOCKS — (97.0%) |  |  |
|  AUSTRALIA — (6.1%) | AUSTRALIA — (6.1%) |  |  |
|  | ALS Ltd. | 254328 | $3609603 |
|  # | Ampol Ltd. | 106039 | 2130285 |
|  | ANZ Group Holdings Ltd. | 668376 | 16008742 |
|  # | APA Group | 518686 | 3115193 |
|  | Aristocrat Leisure Ltd. | 142270 | 5886439 |
|  | ASX Ltd. | 52145 | 1923988 |
|  | Atlas Arteria Ltd. | 396660 | 1260106 |
|  | Aurizon Holdings Ltd. | 172737 | 387534 |
|  | Bendigo & Adelaide Bank Ltd. | 291242 | 2409145 |
|  | BHP Group Ltd. (BHP AU) | 1212466 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;34565218 |
|  # | BHP Group Ltd. (BHP LN), Class DI | 242396 | 6901802 |
|  # | BHP Group Ltd. (BHP US), Sponsored ADR | 300265 | 17130118 |
|  | BlueScope Steel Ltd. | 232410 | 3477119 |
|  | Brambles Ltd. | 571987 | 9294540 |
|  | CAR Group Ltd. | 73718 | 1721273 |
|  | Challenger Ltd. | 132412 | 805985 |
|  | Cleanaway Waste Management Ltd. | 159236 | 265452 |
|  | Cochlear Ltd. | 22735 | 4268264 |
|  | Coles Group Ltd. | 509919 | 7354334 |
|  | Commonwealth Bank of Australia | 372709 | 41819811 |
|  | Computershare Ltd. | 211591 | 5054816 |
|  | CSL Ltd. | 89102 | 10383617 |
|  | Dyno Nobel Ltd. | 176011 | 370393 |
|  # | Eagers Automotive Ltd. | 73469 | 1634931 |
|  | Endeavour Group Ltd. | 158314 | 378759 |
|  | Evolution Mining Ltd. | 1235970 | 8746421 |
|  | Fortescue Ltd. | 638579 | 8880864 |
|  | Harvey Norman Holdings Ltd. | 408622 | 1931186 |
|  | HUB24 Ltd. | 37812 | 2817601 |
|  | Insurance Australia Group Ltd. | 1347639 | 6927995 |
|  #\* | James Hardie Industries PLC (JHX AU), CDI | 157942 | 3326374 |
|  # | JB Hi-Fi Ltd. | 77357 | 5291709 |
|  | Lottery Corp. Ltd. | 855046 | 3075614 |
|  #\* | Lynas Rare Earths Ltd. | 316189 | 3152203 |
|  | Macquarie Group Ltd. | 70544 | 10062073 |
|  | Medibank Pvt Ltd. | 954330 | 3045734 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  AUSTRALIA — (Continued) | AUSTRALIA — (Continued) |  |  |
|  \* | Mineral Resources Ltd. | 38365 | $1211662 |
|  # | Myer Holdings Ltd. | 60476 | 15610 |
|  | National Australia Bank Ltd. | 761920 | 21722380 |
|  | Netwealth Group Ltd. | 75388 | 1517406 |
|  #\* | NEXTDC Ltd. | 181867 | 1869763 |
|  | Northern Star Resources Ltd. | 562018 | 9062446 |
|  | Orica Ltd. | 258059 | 3752265 |
|  | Origin Energy Ltd. | 639687 | 5126336 |
|  | Perseus Mining Ltd. | 802656 | 2547605 |
|  #\* | Pilbara Minerals Ltd. | 379134 | 815814 |
|  | Pro Medicus Ltd. | 24233 | 4160925 |
|  | Qantas Airways Ltd. | 311858 | 2077641 |
|  | QBE Insurance Group Ltd. | 708832 | 9196793 |
|  | Qube Holdings Ltd. | 798076 | 2287235 |
|  # | Ramsay Health Care Ltd. | 89719 | 1882305 |
|  | REA Group Ltd. | 18469 | 2573414 |
|  # | Reece Ltd. | 79223 | 604776 |
|  | Rio Tinto Ltd. | 145213 | 12608299 |
|  \* | Sandfire Resources Ltd. | 223959 | 2372064 |
|  | Santos Ltd. | 2230872 | 9213803 |
|  | SEEK Ltd. | 117034 | 2071162 |
|  | SGH Ltd. | 107212 | 3397042 |
|  # | Sigma Healthcare Ltd. | 690842 | 1404526 |
|  | Sonic Healthcare Ltd. | 213112 | 2949598 |
|  | South32 Ltd. (S32 AU)  | 2155314 | 4457376 |
|  | Steadfast Group Ltd. | 427900 | 1567532 |
|  | Suncorp Group Ltd. | 411418 | 5281333 |
|  | Technology One Ltd. | 173263 | 4172872 |
|  | Telstra Group Ltd. (TLS AU) | 1417464 | 4528564 |
|  | TPG Telecom Ltd. | 196822 | 711965 |
|  | Transurban Group | 991946 | 9385487 |
|  | Treasury Wine Estates Ltd. | 12717 | 49811 |
|  | Wesfarmers Ltd. | 328349 | 18021748 |
|  | Westpac Banking Corp. | 748445 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18938999 |
|  | Whitehaven Coal Ltd. | 93643 | 440132 |
|  | WiseTech Global Ltd. | 48021 | 2165842 |
|  | Woodside Energy Group Ltd. (WDS AU) | 656980 | 10646654 |
|  | Woodside Energy Group Ltd. (WDS LN) | 43801 | 710743 |

---

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##### [**Table of Contents**](#toc)
**LARGE CAP INTERNATIONAL PORTFOLIO** 

**CONTINUED** 

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  AUSTRALIA — (Continued) | AUSTRALIA — (Continued) |  |  |
|  # | Woodside Energy Group Ltd. (WDS US), ADR | 68532 | $1110904 |
|  | Woolworths Group Ltd. | 382245 | 7101728 |
|  | Worley Ltd. | 195104 | 1822075 |
|  \* | Xero Ltd. | 52534 | 4969989 |
|  # | Yancoal Australia Ltd. | 297444 | 1082260 |
|  TOTAL AUSTRALIA | TOTAL AUSTRALIA | TOTAL AUSTRALIA | 441022125 |
|  AUSTRIA — (0.3%) | AUSTRIA — (0.3%) |  |  |
|  | Erste Group Bank AG | 129852 | 13451221 |
|  | OMV AG | 82151 | 4497449 |
|  | Verbund AG | 23881 | 1843140 |
|  TOTAL AUSTRIA | TOTAL AUSTRIA | TOTAL AUSTRIA | 19791810 |
|  BELGIUM — (0.9%) | BELGIUM — (0.9%) |  |  |
|  | Ageas SA | 100829 | 6672861 |
|  | Anheuser-Busch InBev SA (ABI BB) | 360455 | 21979536 |
|  \* | Argenx SE (ARGX BB) | 4901 | 4011307 |
|  \* | Argenx SE (ARGX US), ADR | 2482 | 2031517 |
|  | CMB Tech NV | 26813 | 251471 |
|  | D'ieteren Group | 1056 | 192902 |
|  | Elia Group SA | 1390 | 167534 |
|  | KBC Group NV | 155441 | 18701015 |
|  | UCB SA | 57158 | 14697719 |
|  TOTAL BELGIUM | TOTAL BELGIUM | TOTAL BELGIUM | 68705862 |
|  CANADA — (10.8%) | CANADA — (10.8%) |  |  |
|  | Agnico Eagle Mines Ltd. (AEM CN) | 437 | 70285 |
|  | Agnico Eagle Mines Ltd. (AEM US) | 131538 | 21152626 |
|  | Alamos Gold, Inc. (AGI US), Class A | 175419 | 5401151 |
|  | Alimentation Couche-Tard, Inc. | 260232 | 13225437 |
|  | AltaGas Ltd. | 25804 | 757442 |
|  | ARC Resources Ltd. | 301057 | 5552989 |
|  | AtkinsRealis Group, Inc. | 73331 | 5171416 |
|  | Bank of Montreal (BMO CN) | 41107 | 5106465 |
|  | Bank of Montreal (BMO US) | 158839 | 19724627 |
|  # | Bank of Nova Scotia (BNS CN) | 159145 | 10437951 |
|  | Bank of Nova Scotia (BNS US) | 214751 | 14087666 |
|  | Barrick Mining Corp. | 141262 | 4633394 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  CANADA — (Continued) | CANADA — (Continued) |  |  |
|  | Barrick Mining Corp. (B US) | 377839 | $12393119 |
|  # | BCE, Inc. (BCE US) | 17800 | 406908 |
|  \* | Bombardier, Inc. (BBD/A CN), Class A | 600 | 83052 |
|  \* | Bombardier, Inc. (BBD/B CN), Class B | 40143 | 5608943 |
|  | Brookfield Corp. (BN CN) | 86714 | 3993349 |
|  | Brookfield Corp. (BN US) | 209541 | 9649353 |
|  | Brookfield Infrastructure Corp., Class A | 1119 | 50725 |
|  # | Brookfield Renewable Corp. | 51236 | 2216469 |
|  | Brookfield Wealth Solutions Ltd. | 594 | 27366 |
|  \* | CAE, Inc. (CAE CN) | 5544 | 155661 |
|  \* | CAE, Inc. (CAE US) | 31700 | 889502 |
|  | Cameco Corp. (CCJ US) | 59290 | 6060031 |
|  | Canadian Imperial Bank of Commerce (CM CN) | 169585 | 14051173 |
|  | Canadian Imperial Bank of Commerce (CM US) | 171159 | 14183946 |
|  | Canadian National Railway Co. (CNI US) | 89334 | 8568024 |
|  | Canadian National Railway Co. (CNR CN) | 79808 | 7652760 |
|  | Canadian Natural Resources Ltd. (CNQ CN) | 20072 | 642138 |
|  | Canadian Natural Resources Ltd. (CNQ US) | 858816 | 27499288 |
|  | Canadian Pacific Kansas City Ltd. (CP CN) | 61565 | 4430327 |
|  | Canadian Pacific Kansas City Ltd. (CP US) | 140607 | 10116674 |
|  | CCL Industries, Inc., Class B | 73986 | 4127243 |
|  \* | Celestica, Inc. (CLS US) | 50359 | 17347668 |

---

------

##### [**Table of Contents**](#toc)
**LARGE CAP INTERNATIONAL PORTFOLIO** 

**CONTINUED** 

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  CANADA — (Continued) | CANADA — (Continued) |  |  |
|  | Cenovus Energy, Inc. (CVE CN) | 69958 | $1182136 |
|  | Cenovus Energy, Inc. (CVE US) | 594115 | 10052426 |
|  | CGI, Inc. (GIB US) | 82960 | 7217520 |
|  | CGI, Inc. (GIBA CN) | 199 | 17318 |
|  | Colliers International Group, Inc. (CIGI US) | 503 | 80244 |
|  | Constellation Software, Inc. | 5232 | 13769014 |
|  \* | Descartes Systems Group, Inc. (DSG CN) | 36 | 3179 |
|  | Dollarama, Inc. | 116011 | 15079652 |
|  | Element Fleet Management Corp. | 268036 | 7229548 |
|  # | Emera, Inc. | 133662 | 6354556 |
|  | Empire Co. Ltd., Class A | 7642 | 259628 |
|  | Enbridge, Inc. (ENB CN) | 34288 | 1598806 |
|  | Enbridge, Inc. (ENB US) | 515160 | 24016759 |
|  | Endeavour Mining PLC | 46334 | 1856267 |
|  | Fairfax Financial Holdings Ltd. | 6308 | 10241263 |
|  \* | First Quantum Minerals Ltd. | 199143 | 4134639 |
|  | FirstService Corp. (FSV CN) | 65 | 10347 |
|  | FirstService Corp. (FSV US) | 1231 | 196234 |
|  | Fortis, Inc. (FTS CN) | 149319 | 7505607 |
|  | Fortis, Inc. (FTS US) | 47387 | 2380249 |
|  | Franco-Nevada Corp. (FNV US) | 44857 | 8371662 |
|  | George Weston Ltd. | 72644 | 4417012 |
|  | GFL Environmental, Inc. | 66142 | 2889744 |
|  # | Gildan Activewear, Inc. (GIL US) | 3453 | 201275 |
|  | Great-West Lifeco, Inc. | 85869 | 3640348 |
|  W | Hydro One Ltd. | 126825 | 4677664 |
|  | iA Financial Corp., Inc. | 71974 | 8495965 |
|  | IGM Financial, Inc. | 5690 | 218870 |
|  | Imperial Oil Ltd. (IMO US) | 69333 | 6115864 |
|  | Intact Financial Corp. | 78750 | 14689931 |
|  #\* | Ivanhoe Mines Ltd., Class A | 134750 | 1347932 |
|  | Keyera Corp. | 29479 | 870361 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  CANADA — (Continued) | CANADA — (Continued) |  |  |
|  | Kinross Gold Corp. (K CN) | 410564 | $9548749 |
|  | Kinross Gold Corp. (KGC US) | 375679 | 8730780 |
|  | Loblaw Cos. Ltd. | 154765 | 6150652 |
|  | Lundin Gold, Inc. | 5522 | 375404 |
|  | Lundin Mining Corp. | 347151 | 5583920 |
|  | Magna International, Inc. (MGA US) | 159131 | 7512575 |
|  | Manulife Financial Corp. (MFC CN) | 283338 | 9169521 |
|  | Manulife Financial Corp. (MFC US) | 394624 | 12773979 |
|  | Metro, Inc. | 98518 | 6566945 |
|  | National Bank of Canada | 104399 | 11663986 |
|  | Nutrien Ltd. (NTR CN) | 12443 | 677709 |
|  | Nutrien Ltd. (NTR US) | 213234 | 11610570 |
|  | Open Text Corp. (OTEX US) | 82375 | 3159081 |
|  # | Pan American Silver Corp. (PAAS US) | 177832 | 6261465 |
|  | Pembina Pipeline Corp. (PBA US) | 239039 | 9042845 |
|  | Pembina Pipeline Corp. (PPL CN) | 2200 | 83228 |
|  | RB Global, Inc. (RBA CN) | 11649 | 1155805 |
|  | RB Global, Inc. (RBA US) | 50010 | 4961992 |
|  | Restaurant Brands International, Inc. (QSR CN) | 58971 | 3873237 |
|  | Restaurant Brands International, Inc. (QSR US) | 71674 | 4708265 |
|  | Rogers Communications, Inc. (RCI US), Class B | 63944 | 2502768 |
|  # | Rogers Communications, Inc. (RCIB CN), Class B | 80132 | 3136035 |
|  | Royal Bank of Canada (RY CN) | 296511 | 43438106 |
|  | Royal Bank of Canada (RY US) | 235765 | 34539572 |
|  | Saputo, Inc. | 32126 | 776265 |
|  \* | Shopify, Inc. (SHOP CN), Class A | 9260 | 1610027 |
|  \* | Shopify, Inc. (SHOP US), Class A | 57996 | 10083185 |

---

------

##### [**Table of Contents**](#toc)
**LARGE CAP INTERNATIONAL PORTFOLIO** 

**CONTINUED** 

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  CANADA — (Continued) | CANADA — (Continued) | CANADA — (Continued) | CANADA — (Continued) |
|  | Stantec, Inc. (STN CN) | 43878 | $4859100 |
|  | Stantec, Inc. (STN US) | 2600 | 288288 |
|  | Sun Life Financial, Inc. (SLF CN) | 133113 | 8096588 |
|  | Sun Life Financial, Inc. (SLF US) | 118355 | 7203085 |
|  | Suncor Energy, Inc. (SU US) | 571832 | 22764632 |
|  | TC Energy Corp. (TRP US) | 195287 | 9795596 |
|  | Teck Resources Ltd. (TECK US), Class B | 201224 | 8636534 |
|  | TELUS Corp. | 81584 | 1193033 |
|  | TFI International, Inc. (TFII US) | 2 | 179 |
|  # | Thomson Reuters Corp. (TRI US) | 16507 | 2526561 |
|  | TMX Group Ltd. | 89105 | 3286444 |
|  | Toromont Industries Ltd. | 9296 | 1116872 |
|  | Toronto-Dominion Bank (TD CN) | 95463 | 7838237 |
|  # | Toronto-Dominion Bank (TD US) | 269229 | 22111778 |
|  | Tourmaline Oil Corp. | 202586 | 8910577 |
|  | Waste Connections, Inc. (WCN CN) | 25531 | 4281805 |
|  | Waste Connections, Inc. (WCN US) | 62470 | 10474939 |
|  | West Fraser Timber Co. Ltd. (WFG CN) | 10658 | 650476 |
|  | Wheaton Precious Metals Corp. (WPM US) | 43015 | 4151808 |
|  # | Whitecap Resources, Inc. | 434285 | 3232637 |
|  | WSP Global, Inc. | 43255 | 8269506 |
|  TOTAL CANADA | TOTAL CANADA |  | 783982529 |
|  DENMARK — (1.8%) | DENMARK — (1.8%) |  |  |
|  | AP Moller - Maersk AS (MAERSKA DC), Class A | 1284 | 2646523 |
|  | AP Moller - Maersk AS (MAERSKB DC), Class B | 1731 | 3558810 |
|  | Carlsberg AS, Class B | 49267 | 5792791 |
|  # | Coloplast AS, Class B | 44703 | 4043136 |
|  | Danske Bank AS | 264432 | 11818312 |
|  #\* | Demant AS | 38017 | 1264831 |
|  # | DSV AS | 52173 | 11134150 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  DENMARK — (Continued) | DENMARK — (Continued) |  |  |
|  \* | Genmab AS (GMAB DC) | 26584 | $7582496 |
|  #\* | Genmab AS (GMAB US), Sponsored ADR | 1009 | 28868 |
|  | Novo Nordisk AS (NOVOB DC), Class B | 923030 | 45442309 |
|  # | Novonesis Novozymes B, Class B | 195607 | 11689397 |
|  \*W | Orsted AS | 219370 | 3928751 |
|  | Pandora AS | 56731 | 7591100 |
|  | Rockwool AS, Class A | 430 | 14728 |
|  | Rockwool AS, Class B | 30549 | 1046782 |
|  # | Tryg AS | 201083 | 4956491 |
|  | Vestas Wind Systems AS | 333053 | 6811634 |
|  TOTAL DENMARK | TOTAL DENMARK |  | 129351109 |
|  FINLAND — (1.0%) | FINLAND — (1.0%) |  |  |
|  # | Fortum OYJ | 211567 | 4717927 |
|  | Kesko OYJ (KESKOA FH), Class A | 13251 | 283240 |
|  | Kone OYJ, Class B | 109489 | 7315292 |
|  # | Metso OYJ | 47301 | 775689 |
|  | Neste OYJ | 42462 | 879841 |
|  # | Nokia OYJ (NOK US), Sponsored ADR | 224074 | 1548351 |
|  | Nokia OYJ (NOKIA FH) | 1564193 | 10669824 |
|  | Nokia OYJ (NOKIA FP) | 268823 | 1824050 |
|  | Nordea Bank Abp (NDA FH) | 816647 | 13970220 |
|  | Nordea Bank Abp (NDA SS) | 598154 | 10221050 |
|  | Sampo OYJ, Class A | 752238 | 8384691 |
|  # | UPM-Kymmene OYJ | 175918 | 4720284 |
|  | Wartsila OYJ Abp | 283201 | 9265514 |
|  TOTAL FINLAND | TOTAL FINLAND |  | 74575973 |
|  FRANCE — (8.5%) | FRANCE — (8.5%) |  |  |
|  | Accor SA | 40652 | 2068083 |
|  | Aeroports de Paris SA | 14111 | 1935761 |
|  | Air Liquide SA | 116240 | 22496958 |
|  | Airbus SE | 134972 | 33280185 |
|  \* | Alstom SA | 45563 | 1139420 |
|  W | Amundi SA | 28160 | 2087568 |
|  | AXA SA | 402621 | 17469083 |
|  | BioMerieux | 19678 | 2533555 |
|  | BNP Paribas SA | 230011 | 17816181 |
|  | Bollore SE | 356077 | 1982772 |
|  | Bouygues SA | 126311 | 5701439 |

---

------

##### [**Table of Contents**](#toc)
**LARGE CAP INTERNATIONAL PORTFOLIO** 

**CONTINUED** 

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  FRANCE — (Continued) | FRANCE — (Continued) |  |  |
|  | Bureau Veritas SA | 168692 | $5543630 |
|  | Capgemini SE | 56464 | 8686726 |
|  | Carrefour SA | 57895 | 871953 |
|  | Cie de Saint-Gobain SA | 185238 | 17979571 |
|  | Cie Generale des Etablissements Michelin SCA | 390422 | 12472190 |
|  | Credit Agricole SA | 260750 | 4706895 |
|  | Danone SA | 135858 | 11998519 |
|  | Dassault Aviation SA | 8931 | 2877971 |
|  | Dassault Systemes SE | 150671 | 4287756 |
|  | Eiffage SA | 19757 | 2431094 |
|  | Engie SA | 930761 | 21791862 |
|  | EssilorLuxottica SA | 55442 | 20303894 |
|  | Eurofins Scientific SE | 64008 | 4514451 |
|  W | Euronext NV | 37614 | 5375482 |
|  | Getlink SE | 88747 | 1619918 |
|  | Hermes International SCA | 9337 | 23104023 |
|  | Ipsen SA | 8737 | 1227821 |
|  | Kering SA | 24514 | 8705335 |
|  | Legrand SA | 92375 | 15952027 |
|  | L'Oreal SA | 48037 | 20046383 |
|  | LVMH Moet Hennessy Louis Vuitton SE | 85031 | 60101832 |
|  | Orange SA (ORA FP) | 1251477 | 20019082 |
|  | Pernod Ricard SA | 58318 | 5711694 |
|  | Publicis Groupe SA (PUB FP) | 104028 | 10426634 |
|  | Renault SA | 28698 | 1115181 |
|  | Safran SA | 106656 | 37896830 |
|  | Sanofi SA (SAN FP) | 216767 | 21928752 |
|  | Sartorius Stedim Biotech | 5431 | 1298929 |
|  | Schneider Electric SE (0NWV LI) | 935 | 264051 |
|  | Schneider Electric SE (SU FP) | 100339 | 28589569 |
|  | Societe Generale SA | 324830 | 20600916 |
|  | Sodexo SA | 8172 | 452487 |
|  | Sodexo, Inc. | 16625 | 920581 |
|  | STMicroelectronics NV (STM FP) | 178896 | 4392949 |
|  # | STMicroelectronics NV (STM US) | 187899 | 4597889 |
|  | Thales SA | 22965 | 6548534 |
|  | TotalEnergies SE (TTE FP) | 877774 | 54803838 |
|  # | TotalEnergies SE (TTE US), Sponsored ADR | 8024 | 499414 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  FRANCE — (Continued) | FRANCE — (Continued) |  |  |
|  | Veolia Environnement SA (VEOEY US), ADR | 34172 | $563325 |
|  | Veolia Environnement SA (VIE FP) | 229655 | 7589432 |
|  | Vinci SA | 200949 | 26870147 |
|  | Vivendi SE | 158118 | 569538 |
|  TOTAL FRANCE | TOTAL FRANCE |  | 618770110 |
|  GERMANY — (7.5%) | GERMANY — (7.5%) |  |  |
|  | adidas AG | 69786 | 13195303 |
|  | Allianz SE (ALIZY US), ADR | 69394 | 2788251 |
|  | Allianz SE (ALV GR) | 73809 | 29659526 |
|  \* | Aumovio SE | 28783 | 1237492 |
|  | BASF SE | 436229 | 21524334 |
|  | Bayer AG | 500434 | 15565743 |
|  | Bayerische Motoren Werke AG | 130059 | 12127330 |
|  # | Beiersdorf AG | 18394 | 1950022 |
|  | Commerzbank AG | 395488 | 14420633 |
|  | Continental AG | 57566 | 4398726 |
|  \* | Covestro AG | 45142 | 3152975 |
|  | Daimler Truck Holding AG | 260984 | 10460933 |
|  # | Deutsche Bank AG (DB US) | 502805 | 17985335 |
|  | Deutsche Bank AG (DBK GR) | 35499 | 1270870 |
|  | Deutsche Boerse AG | 76165 | 19288022 |
|  | Deutsche Lufthansa AG | 346934 | 3041534 |
|  | Deutsche Post AG | 429180 | 19719254 |
|  | Deutsche Telekom AG (DTE GR) | 1452446 | 44989763 |
|  | Deutsche Wohnen SE | 5324 | 132689 |
|  W | DWS Group GmbH & Co. KGaA | 3206 | 205247 |
|  | E.ON SE | 1178430 | 21926311 |
|  | Fresenius Medical Care AG (FME GR) | 97884 | 5255122 |
|  | Fresenius SE & Co. KGaA | 186413 | 10726755 |
|  | GEA Group AG | 7510 | 537172 |
|  | Hannover Rueck SE | 23545 | 6721590 |
|  #W | Hapag-Lloyd AG | 11070 | 1591658 |
|  | Heidelberg Materials AG | 77789 | 18249572 |
|  | Hella GmbH & Co. KGaA | 300 | 27926 |
|  | Henkel AG & Co. KGaA | 41920 | 3130313 |
|  # | Hensoldt AG | 6966 | 742559 |
|  | HOCHTIEF AG | 8769 | 2517043 |

---

------

##### [**Table of Contents**](#toc)
**LARGE CAP INTERNATIONAL PORTFOLIO** 

**CONTINUED** 

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  GERMANY — (Continued) | GERMANY — (Continued) |  |  |
|  | Infineon Technologies AG (IFX GR) | 524354 | $20813129 |
|  | Knorr-Bremse AG | 37399 | 3479901 |
|  | Mercedes-Benz Group AG | 190332 | 12349603 |
|  | Merck KGaA | 17732 | 2322778 |
|  | MTU Aero Engines AG | 24043 | 10507394 |
|  | Muenchener Rueckversicherungs-Gesellschaft AG in Muenchen | 46347 | 28674605 |
|  | Nemetschek SE | 37203 | 4298826 |
|  | Qiagen NV | 11089 | 521945 |
|  | Rheinmetall AG | 17893 | 35173776 |
|  | RWE AG | 241954 | 11911520 |
|  | SAP SE (SAP GR) | 129747 | 33743608 |
|  | Siemens AG (SIE GR) | 118417 | 33559046 |
|  \*  | Siemens Energy AG | 178818 | 22278095 |
|  W | Siemens Healthineers AG | 63938 | 3583721 |
|  | Symrise AG | 6462 | 534401 |
|  \* | Talanx AG | 39645 | 4827623 |
|  | Volkswagen AG | 12177 | 1284452 |
|  # | Vonovia SE | 251595 | 7561876 |
|  TOTAL GERMANY | TOTAL GERMANY | TOTAL GERMANY | 545966302 |
|  HONG KONG — (1.7%) | HONG KONG — (1.7%) |  |  |
|  | AIA Group Ltd. | 3249000 | 31615141 |
|  | BOC Hong Kong Holdings Ltd. | 1008000 | 4953028 |
|  W | Budweiser Brewing Co. APAC Ltd. | 477900 | 484754 |
|  | Cathay Pacific Airways Ltd. | 1108000 | 1577265 |
|  | CK Asset Holdings Ltd. | 718486 | 3554526 |
|  | CK Hutchison Holdings Ltd. | 829962 | 5503869 |
|  | CK Infrastructure Holdings Ltd. | 200500 | 1304123 |
|  | CLP Holdings Ltd. | 556900 | 4750003 |
|  | Galaxy Entertainment Group Ltd. | 630000 | 3138867 |
|  | Hang Seng Bank Ltd. | 184300 | 3592919 |
|  # | Henderson Land Development Co. Ltd. | 572571 | 2014162 |
|  | HK Electric Investments & HK Electric Investments Ltd. | 903500 | 702253 |
|  | HKT Trust & HKT Ltd. | 2862000 | 4179011 |
|  | Hong Kong & China Gas Co. Ltd. | 2510661 | 2336552 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  HONG KONG — (Continued) | HONG KONG — (Continued) |  |  |
|  | Hong Kong Exchanges & Clearing Ltd. | 349451 | $19046088 |
|  # | MTR Corp. Ltd. | 356814 | 1309039 |
|  | PCCW Ltd. | 599000 | 427907 |
|  | Power Assets Holdings Ltd. | 477707 | 3034749 |
|  | PRADA SpA | 178500 | 1053376 |
|  | Sands China Ltd. | 886400 | 2310185 |
|  \* | Shandong Hi-Speed Holdings Group Ltd. | 123000 | 32660 |
|  # | Sino Land Co. Ltd. | 1739584 | 2160799 |
|  | SITC International Holdings Co. Ltd. | 595000 | 2195352 |
|  | Sun Hung Kai Properties Ltd. | 274108 | 3335561 |
|  # | Swire Pacific Ltd. (19 HK), Class A | 195000 | 1610567 |
|  | Swire Pacific Ltd. (87 HK), Class B | 262500 | 388958 |
|  | Swire Properties Ltd. | 358200 | 975835 |
|  | Techtronic Industries Co. Ltd. | 458000 | 5342115 |
|  W | WH Group Ltd. | 5480735 | 5272010 |
|  | Wharf Real Estate Investment Co. Ltd. | 654609 | 1863160 |
|  | Xinyi Glass Holdings Ltd. | 225367 | 263573 |
|  TOTAL HONG KONG | TOTAL HONG KONG | TOTAL HONG KONG | 120328407 |
|  IRELAND — (0.4%) | IRELAND — (0.4%) |  |  |
|  | AIB Group PLC | 1000667 | 9222473 |
|  | Bank of Ireland Group PLC | 643649 | 10538446 |
|  | Kerry Group PLC (KYGA ID), Class A | 34643 | 3160230 |
|  | Kerry Group PLC (KYGA LN), Class A | 18318 | 1631367 |
|  | Kingspan Group PLC (KSP ID) | 66776 | 5000072 |
|  TOTAL IRELAND | TOTAL IRELAND | TOTAL IRELAND | 29552588 |
|  ISRAEL — (1.1%) | ISRAEL — (1.1%) |  |  |
|  \* | Airport City Ltd. | 27194 | 537522 |
|  | Alony Hetz Properties & Investments Ltd. | 64244 | 787661 |
|  | Amot Investments Ltd. | 82276 | 649564 |
|  | Ashtrom Group Ltd. | 20618 | 471082 |
|  | Aura Investments Ltd. | 29267 | 211107 |
|  | Azrieli Group Ltd. | 9244 | 975261 |
|  | Bank Hapoalim BM | 406787 | 8250722 |
|  | Bank Leumi Le-Israel BM | 544991 | 11061120 |

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------

##### [**Table of Contents**](#toc)
**LARGE CAP INTERNATIONAL PORTFOLIO** 

**CONTINUED** 

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  ISRAEL — (Continued) | ISRAEL — (Continued) |  |  |
|  \* | Bet Shemesh Engines Holdings 1997 Ltd. | 2093 | $431572 |
|  | Bezeq The Israeli Telecommunication Corp. Ltd. | 747201 | 1530492 |
|  | Big Shopping Centers Ltd. | 4234 | 947182 |
|  #\* | Camtek Ltd. | 6120 | 764810 |
|  \* | Cellcom Israel Ltd. (CEL IT) | 7133 | 74358 |
|  | Clal Insurance Enterprises Holdings Ltd. | 35551 | 1976821 |
|  | Delek Group Ltd. | 6339 | 1666630 |
|  | Delta Galil Ltd. | 1485 | 82911 |
|  \* | El Al Israel Airlines | 37233 | 154718 |
|  | Elbit Systems Ltd. (ESLT IT) | 1836 | 869674 |
|  | Elbit Systems Ltd. (ESLT US) | 2 | 953 |
|  | Electra Ltd. | 19220 | 609047 |
|  | Energix-Renewable Energies Ltd. | 93195 | 430425 |
|  \* | Enlight Renewable Energy Ltd. (ENLT IT) | 17327 | 602281 |
|  \* | Enlight Renewable Energy Ltd. (ENLT US) | 5349 | 188285 |
|  \* | Equital Ltd. | 467 | 22272 |
|  \* | Fattal Holdings 1998 Ltd. | 4067 | 738185 |
|  | First International Bank of Israel Ltd. | 30269 | 2177007 |
|  | Formula Systems 1985 Ltd. (FORTY IT) | 4594 | 666892 |
|  | Harel Insurance Investments & Financial Services Ltd. | 76379 | 2662054 |
|  | Hilan Ltd. | 7611 | 599600 |
|  | ICL Group Ltd. | 186839 | 1223887 |
|  | Israel Canada TR Ltd. | 21739 | 113248 |
|  | Israel Discount Bank Ltd., Class A | 584920 | 5845564 |
|  | Kenon Holdings Ltd. | 8559 | 445812 |
|  | Matrix IT Ltd. | 21993 | 814480 |
|  | Mega Or Holdings Ltd. | 1463 | 89833 |
|  | Meitav Investment House Ltd. | 8806 | 277048 |
|  | Melisron Ltd. | 8604 | 1119940 |
|  | Menora Mivtachim Holdings Ltd. | 11343 | 1129874 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  ISRAEL — (Continued) | ISRAEL — (Continued) |  |  |
|  | Migdal Insurance & Financial Holdings Ltd. | 235484 | $845034 |
|  | Mivne Real Estate KD Ltd. | 258438 | 1141069 |
|  | Mizrahi Tefahot Bank Ltd. | 57619 | 3746246 |
|  \* | Nayax Ltd. | 560 | 23413 |
|  | Next Vision Stabilized Systems Ltd. | 25973 | 1140315 |
|  #\*  | Nice Ltd. (NICE US), Sponsored ADR | 4996 | 682753 |
|  \* | Nova Ltd. (NVMI IT) | 4380 | 1521438 |
|  | One Software Technologies Ltd. | 17883 | 480866 |
|  \* | OPC Energy Ltd. | 43681 | 788013 |
|  | Partner Communications Co. Ltd. | 93536 | 928713 |
|  | Paz Retail & Energy Ltd. | 4751 | 1014977 |
|  | Phoenix Financial Ltd. | 125395 | 4827334 |
|  | Shapir Engineering & Industry Ltd. | 41311 | 369447 |
|  #\* | Shikun & Binui Ltd. | 128304 | 714690 |
|  | Shufersal Ltd. | 101896 | 1266360 |
|  | Strauss Group Ltd. | 14893 | 419382 |
|  | Tel Aviv Stock Exchange Ltd. | 46918 | 1092204 |
|  \* | Teva Pharmaceutical Industries Ltd. (TEVA IT) | 64613 | 1323041 |
|  \* | Teva Pharmaceutical Industries Ltd. (TEVA US), Sponsored ADR | 271359 | 5557432 |
|  \* | Tower Semiconductor Ltd. (TSEM IT) | 32643 | 2698086 |
|  | YH Dimri Construction & Development Ltd. | 2938 | 354508 |
|  TOTAL ISRAEL | TOTAL ISRAEL |  | 82135215 |
|  ITALY — (2.7%) | ITALY — (2.7%) |  |  |
|  | Banca Mediolanum SpA | 106595 | 2143035 |
|  # | Banca Monte dei Paschi di Siena SpA | 649195 | 5693751 |
|  | Banco BPM SpA | 655081 | 9544165 |
|  # | BPER Banca SpA | 535921 | 6421349 |
|  | Enel SpA | 2618188 | 26484955 |
|  | Eni SpA (ENI IM) | 919631 | 16957511 |
|  | Ferrari NV (RACE IM) | 35703 | 14297799 |

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##### [**Table of Contents**](#toc)
**LARGE CAP INTERNATIONAL PORTFOLIO** 

**CONTINUED** 

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| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  ITALY — (Continued) | ITALY — (Continued) | ITALY — (Continued) | ITALY — (Continued) |
|  | Ferrari NV (RACE US) | 65 | $26257 |
|  | FinecoBank Banca Fineco SpA | 277025 | 6338372 |
|  | Generali | 131581 | 5065327 |
|  | Intesa Sanpaolo SpA | 3631944 | 23409110 |
|  | Leonardo SpA | 132436 | 7791830 |
|  | Moncler SpA | 88254 | 5294300 |
|  W | Poste Italiane SpA | 154290 | 3719916 |
|  | Prysmian SpA | 75797 | 7902877 |
|  | Recordati Industria Chimica e Farmaceutica SpA | 26859 | 1598695 |
|  | Snam SpA | 560200 | 3455098 |
|  | Stellantis NV (STLA UX) | 26989 | 273668 |
|  | Stellantis NV (STLAM IM) | 852765 | 8672489 |
|  \* | Telecom Italia SpA (TIIAY US), Sponsored ADR | 29746 | 178179 |
|  | Tenaris SA (TEN IM) | 115521 | 2295964 |
|  # | Tenaris SA (TS US), ADR | 13804 | 549399 |
|  | Terna - Rete Elettrica Nazionale | 542720 | 5565090 |
|  | UniCredit SpA | 445899 | 33017310 |
|  # | Unipol Assicurazioni SpA | 78658 | 1722085 |
|  TOTAL ITALY | TOTAL ITALY | TOTAL ITALY | 198418531 |
|  JAPAN — (21.9%) | JAPAN — (21.9%) |  |  |
|  | ABC-Mart, Inc. | 35500 | 608178 |
|  | Acom Co. Ltd. | 211300 | 602368 |
|  | Advantest Corp. | 232400 | 34800923 |
|  | Aeon Co. Ltd. | 510033 | 8067039 |
|  # | AGC, Inc. | 105400 | 3293014 |
|  | Air Water, Inc. | 136100 | 1900664 |
|  | Aisin Corp. | 248400 | 4463796 |
|  | Ajinomoto Co., Inc. | 218500 | 6197163 |
|  | ALSOK Co. Ltd. | 219600 | 1500933 |
|  | Amada Co. Ltd. | 164800 | 1965179 |
|  | ANA Holdings, Inc. | 54100 | 1013952 |
|  | Asahi Group Holdings Ltd. | 576700 | 6217876 |
|  | Asahi Intecc Co. Ltd. | 80100 | 1270170 |
|  | Asahi Kasei Corp. | 656912 | 5033337 |
|  | Asics Corp. | 249300 | 6348216 |
|  | Astellas Pharma, Inc. | 788975 | 8258696 |
|  | Azbil Corp. | 177500 | 1749686 |
|  | Bandai Namco Holdings, Inc. | 160600 | 4998255 |
|  | BayCurrent, Inc. | 61700 | 2829809 |
|  | BIPROGY, Inc. | 49200 | 1987257 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |
|  | Blue Zones Holdings Co. Ltd. | 6100 | $310450 |
|  | Bridgestone Corp. | 225113 | 9827335 |
|  | Brother Industries Ltd. | 148000 | 2519066 |
|  | Canon Marketing Japan, Inc. | 28600 | 1190926 |
|  # | Canon, Inc. (7751 JP) | 287200 | 8247758 |
|  | Canon, Inc. (CAJ US), Sponsored ADR | 19755 | 566771 |
|  | Capcom Co. Ltd. | 118700 | 3099625 |
|  | Central Japan Railway Co. | 182765 | 4474400 |
|  | Chiba Bank Ltd. | 198137 | 1933368 |
|  | Chubu Electric Power Co., Inc. | 231799 | 3223340 |
|  | Chugai Pharmaceutical Co. Ltd. | 183900 | 8416685 |
|  | Coca-Cola Bottlers Japan Holdings, Inc. | 18522 | 296407 |
|  | COMSYS Holdings Corp. | 60800 | 1533222 |
|  | Cosmo Energy Holdings Co. Ltd. | 95688 | 2185072 |
|  | Cosmos Pharmaceutical Corp. | 15800 | 706914 |
|  | Credit Saison Co. Ltd. | 112400 | 2738120 |
|  | CyberAgent, Inc. | 165800 | 1652737 |
|  | Dai Nippon Printing Co. Ltd. | 161200 | 2690488 |
|  | Daicel Corp. | 5700 | 49043 |
|  | Daifuku Co. Ltd. | 103284 | 3292362 |
|  | Dai-ichi Life Holdings, Inc. | 1198600 | 8412967 |
|  | Daiichi Sankyo Co. Ltd. | 243538 | 5817664 |
|  | Daikin Industries Ltd. | 88600 | 10293549 |
|  | Daito Trust Construction Co. Ltd. | 131500 | 2458531 |
|  | Daiwa House Industry Co. Ltd. | 228500 | 7752559 |
|  | Daiwa Securities Group, Inc. | 513300 | 3950332 |
|  | Denso Corp. | 438100 | 6121037 |
|  # | Dentsu Group, Inc. | 81182 | 1607797 |
|  | Dentsu Soken, Inc. | 200 | 9904 |
|  | Disco Corp. | 28200 | 9364739 |
|  # | DMG Mori Co. Ltd. | 42000 | 651397 |
|  | East Japan Railway Co. | 223200 | 5451658 |
|  | Ebara Corp. | 200000 | 5333464 |
|  | Eisai Co. Ltd. | 70200 | 2084981 |

---

------

##### [**Table of Contents**](#toc)
**LARGE CAP INTERNATIONAL PORTFOLIO** 

**CONTINUED** 

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |
|  | Electric Power Development Co. Ltd. | 24700 | $469442 |
|  | ENEOS Holdings, Inc. | 1399470 | 8828855 |
|  | EXEO Group, Inc. | 28300 | 408164 |
|  | FANUC Corp. | 107400 | 3584091 |
|  | Fast Retailing Co. Ltd. | 52500 | 19273786 |
|  | Food & Life Cos. Ltd. | 49400 | 2409405 |
|  | Fuji Electric Co. Ltd. | 57400 | 4099586 |
|  | Fuji Media Holdings, Inc. | 23019 | 513796 |
|  | FUJIFILM Holdings Corp. | 263000 | 6095468 |
|  | Fujikura Ltd. | 89600 | 12201192 |
|  | Fujitsu Ltd. | 400540 | 10438248 |
|  | Fukuoka Financial Group, Inc. | 79500 | 2310299 |
|  | Furukawa Electric Co. Ltd. | 23100 | 1635149 |
|  | Fuyo General Lease Co. Ltd. | 4200 | 109807 |
|  | GMO Payment Gateway, Inc. | 19502 | 1063840 |
|  | Gunma Bank Ltd. | 118391 | 1230630 |
|  | Hachijuni Bank Ltd. | 190571 | 1919649 |
|  | Hakuhodo DY Holdings, Inc. | 70200 | 508133 |
|  | Hamamatsu Photonics KK | 107700 | 1205509 |
|  | Hankyu Hanshin Holdings, Inc. | 89948 | 2415461 |
|  | Haseko Corp. | 178400 | 2880979 |
|  | Hikari Tsushin, Inc. | 5600 | 1483363 |
|  | Hirose Electric Co. Ltd. | 14700 | 1969318 |
|  | Hitachi Construction Machinery Co. Ltd. | 64600 | 2102533 |
|  | Hitachi Ltd. (6501 JP) | 1333175 | 45539898 |
|  | Honda Motor Co. Ltd. (7267 JP) | 1133907 | 11460674 |
|  # | Honda Motor Co. Ltd. (HMC US), Sponsored ADR | 13282 | 405101 |
|  | Horiba Ltd. | 9000 | 836173 |
|  | Hoshizaki Corp. | 33600 | 1182223 |
|  | Hoya Corp. | 107200 | 17412711 |
|  # | Hulic Co. Ltd. | 183200 | 1892705 |
|  | Ibiden Co. Ltd. | 51358 | 4834048 |
|  | Idemitsu Kosan Co. Ltd. | 502795 | 3496311 |
|  | IHI Corp. | 369600 | 7652232 |
|  | Iida Group Holdings Co. Ltd. | 73650 | 1127829 |
|  | Inpex Corp. | 501917 | 9261433 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  JAPAN — (Continued) | JAPAN — (Continued) |  |  |
|  | Internet Initiative Japan, Inc. | 40800 | $736134 |
|  | Isetan Mitsukoshi Holdings Ltd. | 137580 | 2159192 |
|  | Isuzu Motors Ltd. | 424293 | 5206195 |
|  | ITOCHU Corp. | 244000 | 14133273 |
|  | Iyogin Holdings, Inc. | 69100 | 1079749 |
|  | J Front Retailing Co. Ltd. | 161300 | 2426058 |
|  | Japan Airlines Co. Ltd. | 85800 | 1545721 |
|  | Japan Airport Terminal Co. Ltd. | 13300 | 413250 |
|  | Japan Exchange Group, Inc. | 370000 | 4125930 |
|  | Japan Post Bank Co. Ltd. | 199800 | 2238775 |
|  | Japan Post Holdings Co. Ltd. | 490590 | 4597344 |
|  | Japan Post Insurance Co. Ltd. | 65500 | 1693981 |
|  | Japan Steel Works Ltd. | 22700 | 1486695 |
|  | Japan Tobacco, Inc. | 205700 | 7165124 |
|  | JFE Holdings, Inc. | 310596 | 3559497 |
|  | JTEKT Corp. | 45664 | 456825 |
|  | Kadokawa Corp. | 30600 | 687005 |
|  | Kajima Corp. | 166500 | 5367589 |
|  | Kakaku.com, Inc. | 58799 | 1045300 |
|  | Kamigumi Co. Ltd. | 19200 | 576350 |
|  | Kandenko Co. Ltd. | 43000 | 1314173 |
|  | Kansai Electric Power Co., Inc. | 326500 | 5093449 |
|  | Kansai Paint Co. Ltd. | 13500 | 216680 |
|  | Kao Corp. | 157300 | 6656877 |
|  | Kawasaki Heavy Industries Ltd. | 73100 | 5853599 |
|  # | Kawasaki Kisen Kaisha Ltd. | 171600 | 2458607 |
|  | KDDI Corp. | 1220600 | 19456790 |
|  | Keikyu Corp. | 17195 | 160415 |
|  | Keisei Electric Railway Co. Ltd. | 152373 | 1216165 |
|  | Kewpie Corp. | 53000 | 1470617 |
|  | Keyence Corp. | 26304 | 9762322 |
|  | Kikkoman Corp. | 221600 | 1764608 |
|  | Kinden Corp. | 62300 | 2495560 |
|  | Kintetsu Group Holdings Co. Ltd. | 77028 | 1461761 |
|  | Kirin Holdings Co. Ltd. | 266900 | 3753340 |
|  # | Kobe Bussan Co. Ltd. | 55100 | 1278546 |
|  | Kobe Steel Ltd. | 260200 | 3062389 |
|  | Koei Tecmo Holdings Co. Ltd. | 23424 | 315286 |

---

------

##### [**Table of Contents**](#toc)
**LARGE CAP INTERNATIONAL PORTFOLIO** 

**CONTINUED** 

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  JAPAN — (Continued) | JAPAN — (Continued) |  |  |
|  | Koito Manufacturing Co. Ltd. | 98500 | $1466686 |
|  | Kokusai Electric Corp. | 19500 | 712558 |
|  | Komatsu Ltd. | 298500 | 9985108 |
|  | Konami Group Corp. | 27400 | 4563064 |
|  | Kraftia Corp. | 12032 | 636467 |
|  | Kubota Corp. (6326 JP) | 405645 | 5251950 |
|  | Kuraray Co. Ltd. | 222000 | 2405715 |
|  | Kurita Water Industries Ltd. | 50400 | 1909352 |
|  | Kyocera Corp. | 440060 | 5839331 |
|  | Kyoto Financial Group, Inc. | 111152 | 2251758 |
|  | Kyowa Kirin Co. Ltd. | 91400 | 1415241 |
|  | Kyushu Electric Power Co., Inc. | 186400 | 1829379 |
|  | Kyushu Financial Group, Inc. | 33300 | 190855 |
|  | Kyushu Railway Co. | 65500 | 1661134 |
|  # | Lasertec Corp. | 31300 | 6354909 |
|  | Lion Corp. | 14600 | 143869 |
|  | Lixil Corp. | 164140 | 1819258 |
|  | LY Corp. | 608800 | 1788968 |
|  | M3, Inc. | 149500 | 2095220 |
|  | Makita Corp. (6586 JP) | 79100 | 2391299 |
|  | Marubeni Corp. | 272100 | 6687135 |
|  | Marui Group Co. Ltd. | 91200 | 1749065 |
|  | Maruwa Co. Ltd. | 2100 | 593748 |
|  | MatsukiyoCocokara & Co. | 120440 | 2182084 |
|  | Mazda Motor Corp. | 345772 | 2382663 |
|  | McDonald's Holdings Co. Japan Ltd. | 26100 | 1021031 |
|  | Mebuki Financial Group, Inc. | 513249 | 3202474 |
|  | Medipal Holdings Corp. | 89050 | 1448880 |
|  | MEIJI Holdings Co. Ltd. | 104568 | 2012928 |
|  | Minebea Mitsumi, Inc. | 165900 | 3278808 |
|  | MISUMI Group, Inc. | 121200 | 1889632 |
|  | Mitsubishi Chemical Group Corp. | 806713 | 4213927 |
|  | Mitsubishi Corp. | 710900 | 17070592 |
|  | Mitsubishi Electric Corp. | 419700 | 11916369 |
|  | Mitsubishi Estate Co. Ltd. | 249653 | 5290615 |
|  | Mitsubishi Gas Chemical Co., Inc. | 87700 | 1622549 |
|  | Mitsubishi HC Capital, Inc. | 613970 | 4802883 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  JAPAN — (Continued) | JAPAN — (Continued) |  |  |
|  | Mitsubishi Heavy Industries Ltd. | 570900 | $17235283 |
|  | Mitsubishi Logistics Corp. | 48200 | 349500 |
|  | Mitsubishi Motors Corp. | 429799 | 1047387 |
|  | Mitsubishi UFJ Financial Group, Inc. (8306 JP) | 1749472 | 26426242 |
|  | Mitsubishi UFJ Financial Group, Inc. (MUFG US), Sponsored ADR | 527597 | 7982543 |
|  | Mitsui & Co. Ltd. (8031 JP) | 543510 | 13365791 |
|  | Mitsui & Co. Ltd. (MITSY US), Sponsored ADR | 1044 | 511570 |
|  | Mitsui Chemicals, Inc. | 110600 | 2611150 |
|  | Mitsui E&S Co. Ltd. | 1200 | 48786 |
|  | Mitsui Fudosan Co. Ltd. | 532800 | 5547727 |
|  | Mitsui Kinzoku Co. Ltd. | 20302 | 2067911 |
|  #  | Mitsui OSK Lines Ltd. | 117900 | 3502999 |
|  | Mizuho Financial Group, Inc. (8411 JP) | 501612 | 16801726 |
|  | Modec, Inc. | 6000 | 389214 |
|  | MonotaRO Co. Ltd. | 90187 | 1258298 |
|  | MS&AD Insurance Group Holdings, Inc. | 421385 | 8686624 |
|  | Murata Manufacturing Co. Ltd. | 419700 | 9049115 |
|  | NEC Corp. | 297870 | 10818649 |
|  | Nexon Co. Ltd. | 106800 | 2178131 |
|  | NGK Insulators Ltd. | 134012 | 2260990 |
|  | NH Foods Ltd. | 49000 | 1809705 |
|  | NHK Spring Co. Ltd. | 17800 | 333712 |
|  | NIDEC Corp. (6594 JP) | 246944 | 3004512 |
|  | Nifco, Inc. | 6700 | 194163 |
|  | Nikon Corp. | 137200 | 1600119 |
|  | Nintendo Co. Ltd. | 83300 | 7104648 |
|  | Nippon Express Holdings, Inc. | 162000 | 3446595 |
|  | Nippon Paint Holdings Co. Ltd. | 324200 | 2062244 |
|  | Nippon Sanso Holdings Corp. | 83000 | 2756580 |
|  | Nippon Steel Corp Nippon Television | 1458010 | 6009957 |
|  | Holdings, Inc. | 9700 | 235346 |

---

------

##### [**Table of Contents**](#toc)
**LARGE CAP INTERNATIONAL PORTFOLIO** 

**CONTINUED** 

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  JAPAN — (Continued) | JAPAN — (Continued) |  |  |
|  | Nippon Yusen KK | 142800 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4931360 |
|  | Nissan Chemical Corp. | 58167 | 1965210 |
|  \* | Nissan Motor Co. Ltd. | 915900 | 2093503 |
|  | Nisshin Seifun Group, Inc. | 81370 | 919928 |
|  # | Nissin Foods Holdings Co. Ltd. | 73100 | 1319590 |
|  | Niterra Co. Ltd. | 94800 | 3888988 |
|  | Nitori Holdings Co. Ltd. | 157625 | 2553871 |
|  | Nitto Denko Corp. | 342200 | 8522441 |
|  | NOF Corp. | 101400 | 1804366 |
|  | Nomura Holdings, Inc. (8604 JP) | 619100 | 4417959 |
|  | Nomura Holdings, Inc. (NMR US), Sponsored ADR | 247991 | 1765696 |
|  | Nomura Real Estate Holdings, Inc. | 320500 | 1830334 |
|  | Nomura Research Institute Ltd. | 134834 | 5206352 |
|  # | NS Solutions Corp. | 33800 | 851653 |
|  | NTT, Inc. | 7319800 | 7533931 |
|  | Obayashi Corp. | 292800 | 4953427 |
|  | OBIC Business Consultants Co. Ltd. | 9700 | 555134 |
|  | Obic Co. Ltd. | 92500 | 2869449 |
|  | Odakyu Electric Railway Co. Ltd. | 126300 | 1335787 |
|  | Oji Holdings Corp. | 472500 | 2383943 |
|  | Olympus Corp. | 510400 | 6281474 |
|  | Omron Corp. | 59900 | 1670297 |
|  | Ono Pharmaceutical Co. Ltd. | 153252 | 1870197 |
|  | Open House Group Co. Ltd. | 56200 | 2704509 |
|  | Oracle Corp. Japan | 12652 | 1166386 |
|  | Organo Corp. | 3000 | 257457 |
|  | Oriental Land Co. Ltd. | 202700 | 4102175 |
|  | ORIX Corp. (8591 JP) | 343700 | 8407600 |
|  | Osaka Gas Co. Ltd. | 131100 | 4125041 |
|  | Otsuka Corp. | 81200 | 1605329 |
|  | Otsuka Holdings Co. Ltd. | 124900 | 6797556 |
|  | Pan Pacific International Holdings Corp. | 702960 | 4181633 |
|  | Panasonic Holdings Corp. | 685740 | 7967767 |
|  | Persol Holdings Co. Ltd. | 1105565 | 1833983 |
|  | Rakus Co. Ltd. | 43400 | 350360 |
|  \* | Rakuten Bank Ltd. | 34300 | 1882636 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  JAPAN — (Continued) | JAPAN — (Continued) |  |  |
|  \* | Rakuten Group, Inc. | 589913 | $3859331 |
|  | Recruit Holdings Co. Ltd. | 381000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18893003 |
|  | Renesas Electronics Corp. | 549700 | 6788557 |
|  | Resona Holdings, Inc. | 552231 | 5324100 |
|  | Resonac Holdings Corp. | 118700 | 4624519 |
|  | Ricoh Co. Ltd. | 270100 | 2317129 |
|  | Rinnai Corp. | 43500 | 985957 |
|  | Rohm Co. Ltd. | 144748 | 2317947 |
|  | Rohto Pharmaceutical Co. Ltd. | 60052 | 931411 |
|  | Ryohin Keikaku Co. Ltd. | 238400 | 4903736 |
|  | Sankyo Co. Ltd. | 133100 | 2308933 |
|  | Sankyu, Inc. | 9182 | 468834 |
|  | Sanrio Co. Ltd. | 71400 | 3304275 |
|  | Santen Pharmaceutical Co. Ltd. | 148192 | 1451951 |
|  | Sanwa Holdings Corp. | 119500 | 3258969 |
|  | Sapporo Holdings Ltd. | 22100 | 1062047 |
|  | SBI Holdings, Inc. | 112450 | 5025056 |
|  # | SCREEN Holdings Co. Ltd. | 34900 | 3308439 |
|  | SCSK Corp. | 55699 | 2046750 |
|  | Secom Co. Ltd. | 114200 | 3860509 |
|  | Sega Sammy Holdings, Inc. | 93448 | 1729134 |
|  | Seibu Holdings, Inc. | 109000 | 3831135 |
|  | Seiko Epson Corp. | 163400 | 2070377 |
|  | Seino Holdings Co. Ltd. | 22900 | 323622 |
|  | Sekisui Chemical Co. Ltd. | 188700 | 3269092 |
|  | Sekisui House Ltd. | 230060 | 4935998 |
|  | Seven & i Holdings Co. Ltd. | 890228 | 11323517 |
|  | SG Holdings Co. Ltd. | 170100 | 1563322 |
|  \* | Sharp Corp. | 130735 | 725731 |
|  | Shimadzu Corp. | 84000 | 2258379 |
|  | Shimamura Co. Ltd. | 23708 | 1528447 |
|  | Shimano, Inc. | 21000 | 2200083 |
|  | Shimizu Corp. | 237600 | 3189341 |
|  | Shin-Etsu Chemical Co. Ltd. | 559100 | 16805946 |
|  | Shionogi & Co. Ltd. | 256200 | 4297139 |
|  | Shiseido Co. Ltd. | 138591 | 2334406 |
|  | Shizuoka Financial Group, Inc. | 202870 | 2732175 |
|  | Skylark Holdings Co. Ltd. | 139100 | 2515971 |
|  | SMC Corp. | 13600 | 4655585 |
|  # | Socionext, Inc. | 72102 | 1622623 |

---

------

##### [**Table of Contents**](#toc)
**LARGE CAP INTERNATIONAL PORTFOLIO** 

**CONTINUED** 

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  JAPAN — (Continued) | JAPAN — (Continued) |  |  |
|  | SoftBank Corp. | 8604700 | $12227261 |
|  | SoftBank Group Corp. | 385476 | 67638903 |
|  | Sojitz Corp. | 107299 | 2846690 |
|  | Sompo Holdings, Inc. | 247182 | 7532986 |
|  \* | Sony Financial Group, Inc. | 2236400 | 2255120 |
|  | Sony Group Corp. (6758 JP) | 2236400 | 62282799 |
|  | Square Enix Holdings Co. Ltd. | 72900 | 1410235 |
|  | Stanley Electric Co. Ltd. | 36200 | 711048 |
|  | Subaru Corp. | 332586 | 7075142 |
|  | Sugi Holdings Co. Ltd. | 63300 | 1367388 |
|  | SUMCO Corp. | 121600 | 1239203 |
|  | Sumitomo Chemical Co. Ltd. | 675649 | 1987303 |
|  | Sumitomo Corp. | 240000 | 6981826 |
|  | Sumitomo Electric Industries Ltd. | 353200 | 12876755 |
|  | Sumitomo Forestry Co. Ltd. | 291000 | 3027206 |
|  | Sumitomo Heavy Industries Ltd. | 9310 | 248917 |
|  | Sumitomo Metal Mining Co. Ltd. | 110236 | 3606088 |
|  | Sumitomo Mitsui Financial Group, Inc. (8316 JP) | 814620 | 22054851 |
|  | Sumitomo Mitsui Trust Group, Inc. | 195080 | 5358183 |
|  \* | Sumitomo Pharma Co. Ltd. | 5500 | 59961 |
|  | Sumitomo Realty & Development Co. Ltd. | 120200 | 5132178 |
|  | Sumitomo Rubber Industries Ltd. | 87012 | 1019034 |
|  | Sundrug Co. Ltd. | 43000 | 1160580 |
|  # | Suntory Beverage & Food Ltd. | 71700 | 2170335 |
|  | Suzuken Co. Ltd. | 10200 | 387361 |
|  | Suzuki Motor Corp. | 601200 | 8975237 |
|  | Sysmex Corp. | 204764 | 2282619 |
|  | T&D Holdings, Inc. | 172600 | 3706675 |
|  | Taiheiyo Cement Corp. | 7501 | 203513 |
|  | Taisei Corp. | 61700 | 4489374 |
|  | Takasago Thermal Engineering Co. Ltd. | 11800 | 350155 |
|  | Takashimaya Co. Ltd. | 22800 | 243877 |
|  | Takeda Pharmaceutical Co. Ltd. (4502 JP) | 468997 | 12657053 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  JAPAN — (Continued) | JAPAN — (Continued) |  |  |
|  | TBS Holdings, Inc. | 17600 | $607685 |
|  | TDK Corp. (6762 JP) | 673510 | 11767703 |
|  | Terumo Corp. | 244900 | 3952910 |
|  | THK Co. Ltd. | 39800 | 1059775 |
|  | TIS, Inc. | 90799 | 3128101 |
|  | Tobu Railway Co. Ltd. | 73599 | 1187001 |
|  | Toei Animation Co. Ltd. | 18500 | 346727 |
|  | Toei Co. Ltd. | 9200 | 327048 |
|  | Toho Co. Ltd. (9602 JP) | 29400 | 1723335 |
|  | Toho Gas Co. Ltd. | 200 | 5972 |
|  | Tohoku Electric Power Co., Inc. | 206000 | 1409497 |
|  | Tokio Marine Holdings, Inc. (8766 JP) | 655243 | 24436088 |
|  | Tokyo Century Corp. | 122900 | 1450447 |
|  \* | Tokyo Electric Power Co. Holdings, Inc. | 642472 | 3210726 |
|  | Tokyo Electron Ltd. | 131100 | 28903644 |
|  | Tokyo Gas Co. Ltd. | 126400 | 4435904 |
|  | Tokyo Ohka Kogyo Co. Ltd. | 47200 | 1722494 |
|  | Tokyo Tatemono Co. Ltd. | 122419 | 2285591 |
|  | Tokyu Corp. | 193118 | 2149014 |
|  | Tokyu Fudosan Holdings Corp. | 454800 | 3665090 |
|  | TOPPAN Holdings, Inc. | 100000 | 2445783 |
|  | Toray Industries, Inc. | 571293 | 3497701 |
|  | Tosoh Corp. | 133800 | 1907659 |
|  | TOTO Ltd. | 56500 | 1433100 |
|  | Toyo Seikan Group Holdings Ltd. | 72000 | 1616417 |
|  | Toyo Suisan Kaisha Ltd. | 26600 | 1928099 |
|  | Toyo Tire Corp. | 36512 | 997875 |
|  | Toyoda Gosei Co. Ltd. | 4800 | 111095 |
|  | Toyota Boshoku Corp. | 2619 | 39822 |
|  | Toyota Industries Corp. | 16500 | 1793585 |
|  | Toyota Motor Corp. (7203 JP) | 2968515 | 60519485 |
|  # | Toyota Motor Corp. (TM US), Sponsored ADR | 15100 | 3083269 |
|  | Toyota Tsusho Corp. | 247980 | 7579813 |
|  | Trend Micro, Inc. (4704 JP) | 47000 | 2398525 |
|  # | Tsuruha Holdings, Inc. | 116000 | 2014077 |
|  | Unicharm Corp. | 411497 | 2546004 |
|  | USS Co. Ltd. | 181300 | 2001167 |
|  \* | Visional, Inc. | 1800 | 124979 |

---

------

##### [**Table of Contents**](#toc)
**LARGE CAP INTERNATIONAL PORTFOLIO** 

**CONTINUED** 

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  JAPAN — (Continued) | JAPAN — (Continued) |  |  |
|  | Welcia Holdings Co. Ltd. | 37199 | $741855 |
|  | West Japan Railway Co. | 161700 | 3323278 |
|  | Workman Co. Ltd. | 1100 | 41374 |
|  # | Yakult Honsha Co. Ltd. | 83100 | 1244074 |
|  | Yamada Holdings Co. Ltd. | 49900 | 150010 |
|  | Yamaguchi Financial Group, Inc. | 32400 | 371202 |
|  | Yamaha Corp. | 156600 | 988220 |
|  # | Yamaha Motor Co. Ltd. | 567900 | 4091585 |
|  | Yamato Holdings Co. Ltd. | 95800 | 1400682 |
|  | Yamato Kogyo Co. Ltd. | 21200 | 1336267 |
|  | Yamazaki Baking Co. Ltd. | 54200 | 1065172 |
|  | Yaskawa Electric Corp. | 96400 | 2644088 |
|  | Yokogawa Electric Corp. | 76200 | 2279481 |
|  | Yokohama Financial Group, Inc. | 460464 | 3344918 |
|  | Yokohama Rubber Co. Ltd. | 91300 | 3258407 |
|  | Zensho Holdings Co. Ltd. | 34600 | 2154405 |
|  | ZOZO, Inc. | 157900 | 1364968 |
|  TOTAL JAPAN | TOTAL JAPAN | TOTAL JAPAN | 1597934959 |
|  NETHERLANDS — (3.9%) | NETHERLANDS — (3.9%) |  |  |
|  W | ABN AMRO Bank NV | 210945 | 6302754 |
|  \*W | Adyen NV | 6585 | 11283293 |
|  # | Aegon Ltd. (AEG US) | 109371 | 827939 |
|  | Aegon Ltd. (AGN NA) | 186432 | 1420747 |
|  | Akzo Nobel NV | 8086 | 534357 |
|  # | ArcelorMittal SA (MT US) | 191470 | 7293115 |
|  | ASM International NV | 19135 | 12415641 |
|  | ASML Holding NV (ASML NA) | 30871 | 32639926 |
|  | ASML Holding NV (ASML US) | 67386 | 71377273 |
|  | ASR Nederland NV | 106539 | 7110268 |
|  | Coca-Cola Europacific Partners PLC | 102049 | 9090996 |
|  | HAL Trust | 5715 | 896990 |
|  | Heineken NV | 121147 | 9380691 |
|  | ING Groep NV (INGA NA) | 811477 | 20262308 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  NETHERLANDS — (Continued) | NETHERLANDS — (Continued) |  |  |
|  | JDE Peet's NV | 19661 | $715544 |
|  | Koninklijke Ahold Delhaize NV (AD NA) | 477963 | 19558169 |
|  | Koninklijke KPN NV | 2155437 | 9974201 |
|  # | Koninklijke Philips NV (PHG US) | 175457 | 4793485 |
|  | Koninklijke Philips NV (PHIA NA) | 142434 | 3902006 |
|  | NN Group NV | 162562 | 11124906 |
|  | Prosus NV (PRX NA) | 247466 | 17104467 |
|  # | Universal Music Group NV | 405450 | 10874971 |
|  | Wolters Kluwer NV | 112269 | 13762556 |
|  TOTAL NETHERLANDS | TOTAL NETHERLANDS | TOTAL NETHERLANDS | 282646603 |
|  NEW ZEALAND — (0.2%) | NEW ZEALAND — (0.2%) |  |  |
|  # | a2 Milk Co. Ltd. | 250340 | 1547049 |
|  | Auckland International Airport Ltd. | 337407 | 1570362 |
|  # | Chorus Ltd. (CNU NZ) | 357248 | 1913081 |
|  | Contact Energy Ltd. | 342545 | 1826048 |
|  | EBOS Group Ltd. | 70263 | 1161923 |
|  | Fisher & Paykel Healthcare Corp. Ltd. | 139336 | 2953936 |
|  \* | Fletcher Building Ltd. (FBU NZ) | 494859 | 922481 |
|  | Fonterra Co-Operative Group Ltd. | 22286 | 104187 |
|  # | Infratil Ltd. | 221183 | 1563327 |
|  | Mainfreight Ltd. | 32883 | 1134037 |
|  | Mercury NZ Ltd. | 205892 | 763249 |
|  | Meridian Energy Ltd. | 301810 | 1021739 |
|  # | Port of Tauranga Ltd. | 117196 | 527576 |
|  | Spark New Zealand Ltd. | 663722 | 930492 |
|  | Summerset Group Holdings Ltd. | 22630 | 150091 |
|  | Vector Ltd. | 65942 | 189043 |
|  TOTAL NEW ZEALAND | TOTAL NEW ZEALAND | TOTAL NEW ZEALAND | 18278621 |
|  NORWAY — (0.7%) | NORWAY — (0.7%) |  |  |
|  | Aker ASA, Class A | 6538 | 508033 |
|  | Aker BP ASA | 139159 | 3606574 |
|  | Austevoll Seafood ASA | 53414 | 501519 |
|  #\*W | AutoStore Holdings Ltd. | 67198 | 65182 |
|  # | Bakkafrost P | 10429 | 478875 |
|  | Borregaard ASA | 38026 | 720160 |
|  W | BW LPG Ltd. | 74997 | 993164 |

---

------

##### [**Table of Contents**](#toc)
**LARGE CAP INTERNATIONAL PORTFOLIO** 

**CONTINUED** 

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  NORWAY — (Continued) | NORWAY — (Continued) |  |  |
|  \* | Cadeler AS (CADLR NO) | 1148 | $5323 |
|  \* | Cadeler AS (CDLR US), ADR | 8063 | 149407 |
|  # | DNB Bank ASA | 220050 | 5616869 |
|  | DOF Group ASA | 5569 | 49925 |
|  W | Entra ASA | 18738 | 208499 |
|  | Equinor ASA | 343106 | 8217832 |
|  # | Frontline PLC | 61270 | 1498970 |
|  | Gjensidige Forsikring ASA | 34673 | 933128 |
|  # | Golar LNG Ltd. | 6906 | 283491 |
|  | Hafnia Ltd. | 151063 | 941086 |
|  # | Hoegh Autoliners ASA | 25624 | 229605 |
|  | Kongsberg Gruppen ASA | 88595 | 2258577 |
|  # | Leroy Seafood Group ASA | 99660 | 469250 |
|  # | Mowi ASA | 83404 | 1833474 |
|  \* | Nordic Semiconductor ASA | 15453 | 223498 |
|  | Norsk Hydro ASA | 430562 | 2910841 |
|  | Odfjell Drilling Ltd. | 4203 | 33760 |
|  # | Orkla ASA | 93852 | 953190 |
|  | Protector Forsikring ASA | 21986 | 990421 |
|  # | Salmar ASA | 12699 | 713101 |
|  | SpareBank 1 Sor-Norge ASA | 79319 | 1365349 |
|  | Storebrand ASA | 257410 | 3989085 |
|  | Subsea 7 SA | 98067 | 1791031 |
|  | Telenor ASA | 127673 | 1898693 |
|  # | TOMRA Systems ASA | 48940 | 597457 |
|  | Var Energi ASA | 189869 | 637938 |
|  | Veidekke ASA | 77541 | 1200549 |
|  # | Vend Marketplaces ASA, Class B | 29391 | 1010364 |
|  | Wallenius Wilhelmsen ASA | 75368 | 589445 |
|  | Wilh Wilhelmsen Holding ASA, Class A | 4508 | 227220 |
|  | Yara International ASA | 43860 | 1597912 |
|  TOTAL NORWAY | TOTAL NORWAY | TOTAL NORWAY | 50298797 |
|  PORTUGAL — (0.3%) | PORTUGAL — (0.3%) |  |  |
|  | Banco Comercial Portugues SA, Class R | 3972593 | 3506615 |
|  # | EDP Renovaveis SA | 20462 | 299169 |
|  | EDP SA (EDP PL) | 1332631 | 6624695 |
|  | Galp Energia SGPS SA | 333437 | 6699106 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  PORTUGAL — (Continued) | PORTUGAL — (Continued) |  |  |
|  | Jeronimo Martins SGPS SA | 117292 | $3020857 |
|  TOTAL PORTUGAL | TOTAL PORTUGAL |  | 20150442 |
|  SINGAPORE — (1.1%) | SINGAPORE — (1.1%) |  |  |
|  | CapitaLand Investment Ltd. | 922150 | 1868312 |
|  | DBS Group Holdings Ltd. | 567148 | 23481347 |
|  # | Genting Singapore Ltd. | 2396700 | 1343467 |
|  | Hongkong Land Holdings Ltd. | 443000 | 2706871 |
|  | Jardine Cycle & Carriage Ltd. | 75310 | 1880459 |
|  | Keppel Ltd. | 497900 | 3893751 |
|  | Oversea-Chinese Banking Corp. Ltd. | 863257 | 11292608 |
|  | Seatrium Ltd. | 509148 | 849380 |
|  | SembCorp. Industries Ltd. | 511720 | 2563996 |
|  | Singapore Airlines Ltd. | 825900 | 4204257 |
|  | Singapore Exchange Ltd. | 336000 | 4359785 |
|  | Singapore Technologies Engineering Ltd. | 564800 | 3679704 |
|  | Singapore Telecommunications Ltd. | 599650 | 1957287 |
|  | United Overseas Bank Ltd. | 419865 | 11167339 |
|  | UOL Group Ltd. | 24866 | 151912 |
|  | Wilmar International Ltd. | 903900 | 2172168 |
|  | Yangzijiang Shipbuilding Holdings Ltd. | 1504200 | 4062477 |
|  TOTAL SINGAPORE | TOTAL SINGAPORE |  | 81635120 |
|  SOUTH AFRICA — (0.0%) | SOUTH AFRICA — (0.0%) |  |  |
|  | Valterra Platinum Ltd. | 10367 | 633694 |
|  SPAIN — (3.1%) | SPAIN — (3.1%) |  |  |
|  | ACS Actividades de Construccion y Servicios SA | 123014 | 10100637 |
|  W | Aena SME SA | 252570 | 6860096 |
|  | Amadeus IT Group SA | 160860 | 12296250 |
|  | Banco Bilbao Vizcaya Argentaria SA (BBVA SM) | 1401013 | 28224913 |

---

------

##### [**Table of Contents**](#toc)
**LARGE CAP INTERNATIONAL PORTFOLIO** 

**CONTINUED** 

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  SPAIN — (Continued) | SPAIN — (Continued) |  |  |
|  | Banco Bilbao Vizcaya Argentaria SA (BBVA US), Sponsored ADR | 729514 | $14685117 |
|  | Banco de Sabadell SA | 2511975 | 9417131 |
|  | Banco Santander SA (SAN SM) | 4087130 | 41648613 |
|  | Bankinter SA | 218196 | 3289138 |
|  | CaixaBank SA | 1480865 | 15652359 |
|  W | Cellnex Telecom SA | 130992 | 4078008 |
|  | Endesa SA | 108730 | 3897972 |
|  | Ferrovial SE | 171017 | 10494345 |
|  | Iberdrola SA | 1051463 | 21309206 |
|  # | Industria de Diseno Textil SA | 322128 | 17788032 |
|  | Mapfre SA | 225194 | 994533 |
|  | Naturgy Energy Group SA | 80509 | 2438513 |
|  | Redeia Corp. SA | 77437 | 1394010 |
|  | Repsol SA (REP SM) | 482574 | 8854926 |
|  # | Telefonica SA (TEF SM) | 2057219 | 10432513 |
|  | Telefonica SA (TEF US), Sponsored ADR | 163106 | 823685 |
|  TOTAL SPAIN | TOTAL SPAIN | TOTAL SPAIN | 224679997 |
|  SWEDEN — (2.7%) | SWEDEN — (2.7%) |  |  |
|  #  | AAK AB | 54219 | 1516107 |
|  | AddTech AB, Class B | 86646 | 2919163 |
|  | Alfa Laval AB | 60529 | 2876803 |
|  \* | Asmodee Group AB, Class B | 26150 | 336993 |
|  | Assa Abloy AB, Class B | 199102 | 7503071 |
|  | Atlas Copco AB (ATCOA SS), Class A | 671935 | 11258979 |
|  | Atlas Copco AB (ATCOB SS), Class B | 412967 | 6177639 |
|  | Atrium Ljungberg AB, Class B | 49796 | 179256 |
|  | Avanza Bank Holding AB | 75308 | 2894430 |
|  | Axfood AB | 40005 | 1090102 |
|  | Beijer Ref AB | 86928 | 1373641 |
|  | Betsson AB, Class B | 71222 | 1109967 |
|  | Billerud Aktiebolag | 1372 | 12696 |
|  \*W | BioArctic AB | 5071 | 156503 |
|  \* | Boliden AB | 143974 | 6456148 |
|  | Bure Equity AB | 20638 | 604432 |
|  \* | Camurus AB | 12768 | 839935 |
|  # | Castellum AB | 127644 | 1451596 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  SWEDEN — (Continued) | SWEDEN — (Continued) |  |  |
|  # | Catena AB | 13056 | $632582 |
|  \* | Embracer Group AB | 7157 | 74588 |
|  | Epiroc AB (EPIA SS), Class A | 177442 | 3741532 |
|  | Epiroc AB (EPIB SS), Class B | 99521 | 1857317 |
|  # | EQT AB | 29688 | 1025945 |
|  | Essity AB (ESSITYA SS), Class A | 8605 | 236524 |
|  | Essity AB (ESSITYB SS), Class B | 162715 | 4469395 |
|  W | Evolution AB | 41375 | 2756713 |
|  # | Fabege AB | 92014 | 810837 |
|  \* | Fastighets AB Balder, Class B | 219988 | 1613583 |
|  | Getinge AB, Class B | 79031 | 1851358 |
|  # | H & M Hennes & Mauritz AB, Class B | 167436 | 3162216 |
|  | Hemnet Group AB | 9079 | 198156 |
|  | Hexagon AB, Class B | 359770 | 4385459 |
|  | Hexpol AB | 104843 | 953256 |
|  \* | HMS Networks AB | 3483 | 193337 |
|  # | Holmen AB (HOLMB SS), Class B | 30769 | 1162637 |
|  | Hufvudstaden AB, Class A | 9910 | 131716 |
|  | Husqvarna AB (HUSQA SS), Class A | 12600 | 59861 |
|  # | Husqvarna AB (HUSQB SS), Class B | 124799 | 590929 |
|  | Indutrade AB | 83885 | 2242436 |
|  | Lagercrantz Group AB, Class B | 111522 | 2728356 |
|  | Lifco AB, Class B | 50995 | 1968887 |
|  | Loomis AB | 38043 | 1532579 |
|  | Medicover AB, Class B | 35267 | 958789 |
|  W | Munters Group AB | 59686 | 1010161 |
|  | Mycronic AB | 85274 | 2000424 |
|  # | Nibe Industrier AB, Class B | 370438 | 1441486 |
|  | Nordnet AB publ | 63240 | 1826073 |
|  | Pandox AB | 52404 | 1045545 |
|  | Peab AB, Class B | 37153 | 300682 |
|  | Saab AB, Class B | 46916 | 2581620 |
|  # | Sagax AB (SAGAB SS), Class B | 72944 | 1636913 |
|  | Sandvik AB | 245661 | 7428659 |
|  | Sectra AB, Class B | 54337 | 1723687 |
|  | Securitas AB, Class B | 225286 | 3318655 |
|  \*W | Sinch AB | 261484 | 946875 |

---

------

##### [**Table of Contents**](#toc)
**LARGE CAP INTERNATIONAL PORTFOLIO** 

**CONTINUED** 

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  SWEDEN — (Continued) | SWEDEN — (Continued) |  |  |
|  | Skandinaviska Enskilda Banken AB (SEBA SS), Class A | 442167 | $8440780 |
|  | Skanska AB, Class B | 148452 | 4042646 |
|  | SKF AB (SKFA SS), Class A | 5065 | 132081 |
|  | SKF AB (SKFB SS), Class B | 161381 | 4136522 |
|  | SSAB AB (SSABA SS), Class A | 135094 | 854545 |
|  | SSAB AB (SSABB SS), Class B | 307719 | 1905363 |
|  | Svenska Cellulosa AB SCA (SCAA SS), Class A | 8605 | 115228 |
|  | Svenska Cellulosa AB SCA (SCAB SS), Class B | 204523 | 2724275 |
|  | Svenska Handelsbanken AB (SHBA SS), Class A | 292444 | 3816198 |
|  # | Svenska Handelsbanken AB (SHBB SS), Class B | 3612 | 79104 |
|  | Sweco AB, Class B | 73964 | 1332720 |
|  | Swedbank AB, Class A | 244840 | 7433533 |
|  \* | Swedish Orphan Biovitrum AB | 49859 | 1717805 |
|  | Tele2 AB, Class B | 284401 | 4517956 |
|  | Telefonaktiebolaget LM Ericsson (ERICA SS), Class A | 17870 | 181581 |
|  | Telefonaktiebolaget LM Ericsson (ERICB SS), Class B | 1161673 | 11786172 |
|  | Telia Co. AB | 1256555 | 4946640 |
|  W | Thule Group AB | 34101 | 873681 |
|  | Trelleborg AB, Class B | 97629 | 4074275 |
|  | Volvo AB (VOLVA SS), Class A | 82123 | 2244202 |
|  | Volvo AB (VOLVB SS), Class B | 667761 | 18293344 |
|  #\* | Volvo Car AB, Class B | 344095 | 1192342 |
|  # | Wallenstam AB, Class B | 162936 | 753925 |
|  | Wihlborgs Fastigheter AB | 108561 | 1054940 |
|  TOTAL SWEDEN | TOTAL SWEDEN | TOTAL SWEDEN | 200007087 |
|  SWITZERLAND — (7.7%) | SWITZERLAND — (7.7%) |  |  |
|  | ABB Ltd. | 243177 | 18079606 |
|  # | Alcon AG | 192210 | 14214902 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  SWITZERLAND — (Continued) | SWITZERLAND — (Continued) |  |  |
|  \* | Amrize Ltd. | 188609 | $9759744 |
|  | Baloise Holding AG | 3771 | 936494 |
|  | Belimo Holding AG | 1165 | 1256970 |
|  | BKW AG | 3719 | 832340 |
|  | Chocoladefabriken Lindt & Spruengli AG | 35 | 5361486 |
|  | Cie Financiere Richemont SA, Class A | 144014 | 28486772 |
|  | DSM-Firmenich AG | 14296 | 1165251 |
|  # | EMS-Chemie Holding AG | 2147 | 1470545 |
|  | Galderma Group AG | 21592 | 4009894 |
|  | Geberit AG | 15624 | 11421516 |
|  | Givaudan SA | 2013 | 8246550 |
|  | Helvetia Holding AG | 6709 | 1648594 |
|  | Holcim AG (HOLN SW) | 223211 | 19843728 |
|  | Julius Baer Group Ltd. | 95062 | 6417495 |
|  | Kuehne & Nagel International AG | 17809 | 3416596 |
|  # | Logitech International SA (LOGI US) | 33256 | 4009343 |
|  | Logitech International SA (LOGN SW) | 13924 | 1673922 |
|  | Lonza Group AG | 24189 | 16703266 |
|  | Nestle SA | 789261 | 75412658 |
|  | Novartis AG (NOVN SW) | 340245 | 42109285 |
|  | Novartis AG (NVS US), Sponsored ADR | 289165 | 35795735 |
|  | Partners Group Holding AG | 8371 | 10251266 |
|  | Roche Holding AG (RO SW) | 10773 | 3654885 |
|  | Roche Holding AG (ROG SW) | 238935 | 77395866 |
|  | Sandoz Group AG (SDZ SW) | 192877 | 12860419 |
|  | Sandoz Group AG (SDZNY US), ADR | 39056 | 2598369 |
|  | Schindler Holding AG | 9697 | 3277972 |
|  | SGS SA | 73924 | 8336394 |
|  | Sika AG | 48315 | 9469147 |
|  | Sonova Holding AG | 17883 | 4877949 |
|  | Straumann Holding AG | 37735 | 4743355 |
|  | Swiss Life Holding AG | 11762 | 12767087 |
|  | Swiss Prime Site AG | 12033 | 1710405 |
|  | Swiss Re AG | 147397 | 26914978 |
|  # | Swisscom AG | 17356 | 12713664 |
|  #\* | UBS Group AG (UBS US) | 255910 | 9816722 |

---

------

##### [**Table of Contents**](#toc)
**LARGE CAP INTERNATIONAL PORTFOLIO** 

**CONTINUED** 

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  SWITZERLAND — (Continued) | SWITZERLAND — (Continued) |  |  |
|  | UBS Group AG (UBSG SW) | 411734 | $15755130 |
|  #W | VAT Group AG | 6069 | 2652255 |
|  | Zurich Insurance |  |  |
|  | Group AG | 41362 | 28766072 |
|  TOTAL SWITZERLAND | TOTAL SWITZERLAND | TOTAL SWITZERLAND | 560834627 |
|  UNITED KINGDOM — (12.5%) | UNITED KINGDOM — (12.5%) |  |  |
|  | 3i Group PLC | 223332 | 12924354 |
|  | Admiral Group PLC | 117642 | 5065335 |
|  W | Airtel Africa PLC | 583935 | 2123582 |
|  | Anglo American PLC | 384014 | 14528256 |
|  | Antofagasta PLC | 112326 | 4122629 |
|  | Ashtead Group PLC | 199905 | 13352608 |
|  | Associated British Foods PLC | 142156 | 4289776 |
|  | AstraZeneca PLC (AZN LN) | 128443 | 21186484 |
|  | AstraZeneca PLC (AZN US), Sponsored ADR | 527809 | 43491462 |
|  W | Auto Trader Group PLC | 474580 | 4868755 |
|  | Aviva PLC | 959090 | 8429724 |
|  | BAE Systems PLC | 672735 | 16571796 |
|  | Barclays PLC (BARC LN) | 1697316 | 9103758 |
|  | Barclays PLC (BCS US), Sponsored ADR | 319418 | 6864293 |
|  | Barratt Redrow PLC | 61358 | 303629 |
|  | Beazley PLC | 46456 | 568333 |
|  | BP PLC (BP LN) | 2286869 | 13398325 |
|  | BP PLC (BP US), Sponsored ADR | 748671 | 26300795 |
|  | British American Tobacco PLC (BATS LN) | 442204 | 22647696 |
|  | British American Tobacco PLC (BTI US), Sponsored ADR | 39325 | 2013047 |
|  | BT Group PLC | 4308353 | 10514849 |
|  | Bunzl PLC | 94984 | 2887295 |
|  \* | Canal & SA | 212124 | 667965 |
|  \* | Carnival PLC (CCL LN) | 25473 | 661784 |
|  \* | Carnival PLC (CUK US), ADR | 6337 | 164825 |
|  | Centrica PLC | 2668294 | 6288638 |
|  | Coca-Cola HBC AG | 77054 | 3496560 |
|  | Compass Group PLC | 437966 | 14496596 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  UNITED KINGDOM — (Continued) | UNITED KINGDOM — (Continued) |  |  |
|  # | Diageo PLC (DEO US), Sponsored ADR | 67311 | $6198670 |
|  | Diageo PLC (DGE LN) | 169923 | 3908525 |
|  | Diploma PLC | 56315 | 4154526 |
|  | easyJet PLC | 41783 | 266024 |
|  | Entain PLC | 25047 | 260882 |
|  | Experian PLC | 341478 | 15928293 |
|  | Fresnillo PLC | 115106 | 3366062 |
|  | Games Workshop Group PLC | 1603 | 335681 |
|  | Glencore PLC | 3172321 | 15197208 |
|  | GSK PLC (GSK LN) | 727744 | 17038994 |
|  # | GSK PLC (GSK US), Sponsored ADR | 363226 | 17020752 |
|  | Haleon PLC (HLN LN) | 2002336 | 9311320 |
|  # | Haleon PLC (HLN US), ADR | 201265 | 1865727 |
|  | Halma PLC | 94722 | 4413895 |
|  | HSBC Holdings PLC (HSBA LN) | 2540701 | 35568395 |
|  | HSBC Holdings PLC (HSBC US), Sponsored ADR | 456497 | 31986745 |
|  | ICG PLC | 131593 | 3342971 |
|  | IMI PLC | 6148 | 193287 |
|  | Imperial Brands PLC | 378415 | 15036050 |
|  | Informa PLC | 451399 | 5747803 |
|  | InterContinental Hotels Group PLC (IHG LN) | 56200 | 6779246 |
|  # | InterContinental Hotels Group PLC (IHG US), ADR | 1227 | 149080 |
|  | International Consolidated Airlines Group SA | 119677 | 657935 |
|  | Intertek Group PLC | 72170 | 4807101 |
|  | Investec PLC | 30816 | 232033 |
|  | J Sainsbury PLC | 923337 | 4145678 |
|  | Kingfisher PLC | 99334 | 402857 |
|  | Legal & General Group PLC | 2136040 | 6674948 |
|  | Lloyds Banking Group PLC (LLOY LN) | 17818251 | 20891676 |
|  | London Stock Exchange Group PLC | 64408 | 8026906 |
|  | M&G PLC | 155734 | 539177 |
|  | Marks & Spencer Group PLC | 1232960 | 6443225 |
|  | Melrose Industries PLC | 538213 | 4433825 |

---

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##### [**Table of Contents**](#toc)
**LARGE CAP INTERNATIONAL PORTFOLIO** 

**CONTINUED** 

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  UNITED KINGDOM — (Continued) | UNITED KINGDOM — (Continued) |  |  |
|  | National Grid PLC (NG LN) | 671797 | $10072992 |
|  # | National Grid PLC (NGG US), Sponsored ADR | 98241 | 7392635 |
|  | NatWest Group PLC (NWG LN) | 2249764 | 17319836 |
|  | Next PLC | 46121 | 8665677 |
|  | Pearson PLC (PSON LN) | 200712 | 2793513 |
|  | Phoenix Group Holdings PLC | 307304 | 2722355 |
|  | Prudential PLC (PRU LN) | 538464 | 7489001 |
|  # | Prudential PLC (PUK US), ADR | 68066 | 1896319 |
|  | Reckitt Benckiser Group PLC | 305461 | 23364420 |
|  | RELX PLC (REL LN) | 172157 | 7608715 |
|  | RELX PLC (RELX US), Sponsored ADR | 106664 | 4718818 |
|  | RELX PLC (REN NA) | 200352 | 8824237 |
|  | Rentokil Initial PLC | 720911 | 4023727 |
|  | Rightmove PLC | 40766 | 357944 |
|  | Rio Tinto PLC (RIO LN) | 154229 | 11118362 |
|  | Rio Tinto PLC (RIO US), Sponsored ADR | 232618 | 16688015 |
|  | Rolls-Royce Holdings PLC | 2436202 | 37490212 |
|  | Sage Group PLC | 371892 | 5621284 |
|  | Schroders PLC | 46692 | 232999 |
|  | Severn Trent PLC | 121918 | 4456712 |
|  | Shell PLC (SHEL LN) | 77031 | 2887829 |
|  | Shell PLC (SHEL US), ADR | 1026896 | 76935048 |
|  | Smith & Nephew PLC (SN LN) | 206252 | 3808651 |
|  # | Smith & Nephew PLC (SNN US), Sponsored ADR | 42791 | 1575565 |
|  | Smiths Group PLC | 131756 | 4362975 |
|  | SSE PLC | 390948 | 9849069 |
|  | St. James's Place PLC | 292295 | 4987150 |
|  | Standard Chartered PLC | 1001127 | 20550373 |
|  | Tesco PLC | 2917617 | 17606862 |
|  # | Unilever PLC (UL US), Sponsored ADR | 257003 | 15469011 |
|  | Unilever PLC (ULVR LN) | 89128 | 5348065 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  UNITED KINGDOM — (Continued) | UNITED KINGDOM — (Continued) |  |  |
|  | Unilever PLC (UNA NA) | 248265 | $15034041 |
|  | United Utilities Group PLC | 302661 | 4774926 |
|  | Vodafone Group PLC (VOD LN) | 8414011 | 10185774 |
|  | Vodafone Group PLC (VOD US), Sponsored ADR | 21712 | 261634 |
|  | Weir Group PLC | 112716 | 4387797 |
|  | Whitbread PLC | 9379 | 357060 |
|  \* | Wise PLC, Class A | 150256 | 1910660 |
|  TOTAL UNITED KINGDOM | TOTAL UNITED KINGDOM |  | 909808909 |
|  UNITED STATES — (0.1%) | UNITED STATES — (0.1%) |  |  |
|  \* | Flutter Entertainment PLC | 2342 | 539540 |
|  | International Paper Co. | 106683 | 4177455 |
|  TOTAL UNITED STATES | TOTAL UNITED STATES | TOTAL UNITED STATES | 4716995 |
|  TOTAL COMMON STOCKS | TOTAL COMMON STOCKS |  | 7064226412 |
|  PREFERRED STOCKS — (0.3%) | PREFERRED STOCKS — (0.3%) |  |  |
|  GERMANY — (0.3%) | GERMANY — (0.3%) |  |  |
|  | Bayerische Motoren Werke AG, 5.764% | 24220 | 2098319 |
|  #W | Dr. Ing hc F Porsche AG, 5.074% | 27451 | 1436262 |
|  | Henkel AG & Co. KGaA, 2.901% | 69345 | 5617839 |
|  | Porsche Automobil Holding SE, 5.552% | 59694 | 2371849 |
|  # | Sartorius AG, 0.312% | 3717 | 1022651 |
|  | Volkswagen AG, 7.042% | 94908 | 9883410 |
|  TOTAL GERMANY | TOTAL GERMANY | TOTAL GERMANY | 22430330 |
|  RIGHTS/WARRANTS — (0.0%) | RIGHTS/WARRANTS — (0.0%) |  |  |
|  CANADA — (0.0%) | CANADA — (0.0%) |  |  |
|  \* | Constellation Software, Inc. Warrants 03/31/2040 | 6143 | 0 |

---

------

##### [**Table of Contents**](#toc)
**LARGE CAP INTERNATIONAL PORTFOLIO** 

**CONTINUED** 

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  NORWAY — (0.0%) | NORWAY — (0.0%) |  |  |
|  #\* | Vend Marketplaces ASA Rights 11/13/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10518 | $23414 |
|  TOTAL RIGHTS/WARRANTS | TOTAL RIGHTS/WARRANTS |  | 23414 |
|  TOTAL INVESTMENT SECURITIES (Cost $3,876,632,128) | TOTAL INVESTMENT SECURITIES (Cost $3,876,632,128) |  | 7086680156 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  SECURITIES LENDING COLLATERAL — (2.7%) | SECURITIES LENDING COLLATERAL — (2.7%) | SECURITIES LENDING COLLATERAL — (2.7%) | SECURITIES LENDING COLLATERAL — (2.7%) |
|  @§ | The DFA Short Term Investment Fund | 17137558 | $198230136 |
|  TOTAL INVESTMENTS — (100.0%)<br>(Cost $4,074,862,264) | TOTAL INVESTMENTS — (100.0%)<br>(Cost $4,074,862,264) | TOTAL INVESTMENTS — (100.0%)<br>(Cost $4,074,862,264) | $7284910292 |

---

As of October 31, 2025, Large Cap International Portfolio had entered into the following outstanding futures contracts:

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Description** | **Number of<br>Contracts** | **Expiration <br>Date** | **Notional** <br>**Value** | **Market** <br>**Value** | **Unrealized<br>Appreciation<br>(Depreciation)** |
|  **Long Position Contracts:** |  |  |  |  |  |
|  S&P 500<sup>®</sup> Emini Index | 201 | 12/19/25 | $67476831 | $69083700 | $1606869 |
|  **Total Futures Contracts** |  |  | $**67476831** | $**69083700** | $**1606869** |

---

As of October 31, 2025, the value of Rule 144A securities amounted to $77,542,554 or 1.1% of net assets.

Summary of the Portfolio's investments as of October 31, 2025, 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)** |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Level 1**  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Level 2**  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Level 3**  | **Total** |
|  **Assets** |  |  |  |  |
|  Common Stocks |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Australia | $18241022 | $422781103 |  | $441022125 |
| &nbsp;&nbsp;&nbsp;&nbsp; Austria |  | 19791810 |  | 19791810 |
| &nbsp;&nbsp;&nbsp;&nbsp; Belgium | 2282988 | 66422874 |  | 68705862 |
| &nbsp;&nbsp;&nbsp;&nbsp; Canada | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;779349135 | 4633394 |  | 783982529 |
| &nbsp;&nbsp;&nbsp;&nbsp; Denmark | 28868 | 129322241 |  | 129351109 |
| &nbsp;&nbsp;&nbsp;&nbsp; Finland | 1548351 | 73027622 |  | 74575973 |
| &nbsp;&nbsp;&nbsp;&nbsp; France | 5660628 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;613109482 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;618770110 |
| &nbsp;&nbsp;&nbsp;&nbsp; Germany | 22011078 | 523955224 |  | 545966302 |
| &nbsp;&nbsp;&nbsp;&nbsp; Hong Kong |  | 120328407 |  | 120328407 |
| &nbsp;&nbsp;&nbsp;&nbsp; Ireland |  | 29552588 |  | 29552588 |
| &nbsp;&nbsp;&nbsp;&nbsp; Israel | 6429423 | 75705792 |  | 82135215 |
| &nbsp;&nbsp;&nbsp;&nbsp; Italy | 1027503 | 197391028 |  | 198418531 |
| &nbsp;&nbsp;&nbsp;&nbsp; Japan | 16570070 | 1581364889 |  | 1597934959 |
| &nbsp;&nbsp;&nbsp;&nbsp; Netherlands | 84291812 | 198354791 |  | 282646603 |
| &nbsp;&nbsp;&nbsp;&nbsp; New Zealand |  | 18278621 |  | 18278621 |
| &nbsp;&nbsp;&nbsp;&nbsp; Norway | 432898 | 49865899 |  | 50298797 |
| &nbsp;&nbsp;&nbsp;&nbsp; Portugal |  | 20150442 |  | 20150442 |
| &nbsp;&nbsp;&nbsp;&nbsp; Singapore |  | 81635120 |  | 81635120 |
| &nbsp;&nbsp;&nbsp;&nbsp; South Africa |  | 633694 |  | 633694 |
| &nbsp;&nbsp;&nbsp;&nbsp; Spain | 15508802 | 209171195 |  | 224679997 |
| &nbsp;&nbsp;&nbsp;&nbsp; Sweden |  | 200007087 |  | 200007087 |

---

------

##### [**Table of Contents**](#toc)
**LARGE CAP INTERNATIONAL PORTFOLIO** 

**CONTINUED** 

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Level 1**  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Level 2**  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Level 3**  | **Total** |
| &nbsp;&nbsp;&nbsp;&nbsp; Switzerland | $64988302 | $495846325 |  | $560834627 |
| &nbsp;&nbsp;&nbsp;&nbsp; United Kingdom | 260992441 | 648816468 |  | 909808909 |
| &nbsp;&nbsp;&nbsp;&nbsp; United States |  | 4716995 |  | 4716995 |
|  Preferred Stocks |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Germany |  | 22430330 |  | 22430330 |
|  Rights/Warrants |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Canada |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Norway |  | 23414 |  | 23414 |
|  Securities Lending Collateral |  | 198230136 |  | 198230136 |
|  Total Investments in Securities | $1279363321 | $6005546971 |  | $7284910292 |
|  **Financial Instruments** |  |  |  |  |
|  **Assets** |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Futures Contracts\*\* | 1606869 |  |  | 1606869 |
|  Total Financial Instruments | $1606869 |  |  | $1606869 |

---

\*\* Valued at the unrealized appreciation/(depreciation) on the investment.

See accompanying Notes to Financial Statements.

------

##### [**Table of Contents**](#toc)
**INTERNATIONAL CORE EQUITY 2 PORTFOLIO** 

**SCHEDULE OF INVESTMENTS** 

**October 31, 2025** 

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  COMMON STOCKS — (96.2%) | COMMON STOCKS — (96.2%) |  |  |
|  AUSTRALIA — (5.8%) | AUSTRALIA — (5.8%) |  |  |
|  # | Accent Group Ltd. | 1271388 | $1064380 |
|  # | Acrow Ltd. | 759258 | 561002 |
|  # | Adairs Ltd. | 772056 | 1024815 |
|  | AGL Energy Ltd. | 1119524 | 6781702 |
|  #\* | Ainsworth Game Technology Ltd. | 387271 | 258572 |
|  \* | Alkane Resources Ltd. | 1727632 | 1128433 |
|  | Alliance Aviation Services Ltd. | 99829 | 165255 |
|  | ALS Ltd. | 1199746 | 17027643 |
|  #\* | AMA Group Ltd. | 8310665 | 499569 |
|  | Amotiv Ltd. | 408916 | 2381975 |
|  | AMP Ltd. | 9442341 | 11016379 |
|  \* | Amplitude Energy Ltd. | 9630307 | 1512474 |
|  # | Ampol Ltd. | 596680 | 11987086 |
|  | Ansell Ltd. | 570447 | 13628086 |
|  | ANZ Group Holdings Ltd. | 2163379 | 51816607 |
|  # | APA Group | 1473362 | 8848913 |
|  #\* | Appen Ltd. | 723792 | 365232 |
|  | Arafura Rare Earths Ltd. | 481909 | 89864 |
|  \* | Arafura Rare Earths Ltd. (ARU AU) | 2605020 | 484891 |
|  # | ARB Corp. Ltd. | 264462 | 6216744 |
|  | Aristocrat Leisure Ltd. | 632117 | 26153921 |
|  # | ARN Media Ltd. | 1378643 | 476444 |
|  \* | Articore Group Ltd. | 321992 | 67538 |
|  | ASX Ltd. | 131904 | 4866848 |
|  | Atlas Arteria Ltd. | 1240845 | 3941905 |
|  | AUB Group Ltd. | 273001 | 6594458 |
|  #\* | Audinate Group Ltd. | 5096 | 16396 |
|  #\* | Aura Energy Ltd. | 120455 | 16902 |
|  \* | Aurelia Metals Ltd. | 4353840 | 697788 |
|  | Aurizon Holdings Ltd. | 6070377 | 13618845 |
|  \* | Ausgold Ltd. | 50642 | 25763 |
|  | Aussie Broadband Ltd. | 565690 | 2200790 |
|  \* | Austal Ltd. | 1838923 | 8154059 |
|  | Austin Engineering Ltd. | 36772 | 6367 |
|  #\* | Australian Agricultural Co. Ltd. | 1258308 | 1177634 |
|  # | Australian Clinical Labs Ltd. | 523234 | 888936 |
|  # | Australian Ethical Investment Ltd. | 249165 | 1139005 |
|  | Australian Finance Group Ltd. | 974792 | 1517756 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  AUSTRALIA — (Continued) | AUSTRALIA — (Continued) |  |  |
|  #\* | Australian Strategic Materials Ltd. | 436024 | $288508 |
|  # | Autosports Group Ltd. | 10383 | 27978 |
|  \* | Baby Bunting Group Ltd. | 406777 | 728388 |
|  # | Bank of Queensland Ltd. | 2000202 | 8974714 |
|  | Bapcor Ltd. | 1188385 | 1962949 |
|  | Beach Energy Ltd. | 6672077 | 5421306 |
|  # | Beacon Lighting Group Ltd. | 7314 | 13367 |
|  \* | Beacon Minerals Ltd. | 11261 | 18448 |
|  | Bega Cheese Ltd. | 1804540 | 6263127 |
|  # | Bell Financial Group Ltd. | 286368 | 236982 |
|  \* | Bellevue Gold Ltd. | 3006303 | 2305226 |
|  | Bendigo & Adelaide Bank Ltd. | 1847906 | 15285822 |
|  #\* | Betmakers Technology Group Ltd. | 272488 | 28541 |
|  | BHP Group Ltd. (BHP AU) | 3243247 | 92459121 |
|  # | BHP Group Ltd. (BHP LN), Class DI | 338292 | 9632274 |
|  # | BHP Group Ltd. (BHP US), Sponsored ADR | 924709 | 52754648 |
|  # | Bisalloy Steel Group Ltd. | 5274 | 17124 |
|  #\* | Black Cat Syndicate Ltd. (BC8 AU) | 219610 | 145435 |
|  # | BlueScope Steel Ltd. | 1150500 | 17212791 |
|  #\* | Boss Energy Ltd. | 1124702 | 1459655 |
|  \* | Botanix Pharmaceuticals Ltd. | 126944 | 11200 |
|  | Brambles Ltd. | 2189246 | 35574297 |
|  # | Bravura Solutions Ltd. | 796503 | 1499119 |
|  # | Breville Group Ltd. | 326418 | 6333574 |
|  \* | Brightstar Resources Ltd. | 52484 | 15574 |
|  | Capral Ltd. | 17963 | 132676 |
|  \* | Capricorn Metals Ltd. | 1539431 | 12962248 |
|  | CAR Group Ltd. | 150186 | 3506756 |
|  #\* | Carnarvon Energy Ltd. | 5061225 | 317675 |
|  # | Cash Converters International Ltd. | 756255 | 155958 |
|  \* | Catalyst Metals Ltd. | 34208 | 151310 |
|  \* | Catapult Sports Ltd. | 205289 | 901313 |

---

------

##### [**Table of Contents**](#toc)
**INTERNATIONAL CORE EQUITY 2 PORTFOLIO** 

**CONTINUED** 

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  AUSTRALIA — (Continued) | AUSTRALIA — (Continued) |  |  |
|  | Cedar Woods Properties Ltd. | 292515 | $1729037 |
|  \* | Centrebet International Ltd. | 22005 | 0 |
|  #\* | Cettire Ltd. | 551202 | 248345 |
|  | Challenger Ltd. | 1829378 | 11135324 |
|  # | Champion Iron Ltd. | 1104612 | 3994816 |
|  #\* | Chrysos Corp. Ltd. | 13677 | 72078 |
|  # | Civmec Australia Ltd. | 327100 | 288527 |
|  | Cleanaway Waste Management Ltd. | 6221414 | 10371333 |
|  # | Clinuvel Pharmaceuticals Ltd. | 98562 | 740750 |
|  #\* | Coast Entertainment Holdings Ltd. | 1172975 | 345634 |
|  | Cochlear Ltd. | 71657 | 13452869 |
|  | Codan Ltd. | 531345 | 12582765 |
|  | Cogstate Ltd. | 34463 | 62059 |
|  | Coles Group Ltd. | 1798408 | 25937634 |
|  | Collins Foods Ltd. | 571168 | 3994878 |
|  \* | Comet Ridge Ltd. | 551430 | 47020 |
|  | Commonwealth Bank of Australia | 660983 | 74165591 |
|  | Computershare Ltd. | 703248 | 16800286 |
|  #\* | Core Lithium Ltd. | 603447 | 49268 |
|  W | Coronado Global Resources, Inc., CDI | 102026 | 24293 |
|  # | Corporate Travel Management Ltd. | 252724 | 2657292 |
|  | Credit Corp. Group Ltd. | 262466 | 2462254 |
|  | CSL Ltd. | 189511 | 22084911 |
|  | Dalrymple Bay Infrastructure Ltd. | 284046 | 823458 |
|  | Data#3 Ltd. | 806304 | 4643018 |
|  #\* | Deep Yellow Ltd. | 2636573 | 3089985 |
|  | Deterra Royalties Ltd. | 864184 | 2303927 |
|  \* | Develop Global Ltd. | 50490 | 117231 |
|  | Dicker Data Ltd. | 297976 | 1994565 |
|  # | Domino's Pizza Enterprises Ltd. | 170237 | 2038674 |
|  | Downer EDI Ltd. | 3019034 | 15249206 |
|  \* | DUG Technology Ltd. | 13704 | 19613 |
|  # | Duratec Ltd. | 257610 | 358868 |
|  | Dyno Nobel Ltd. | 5400178 | 11363994 |
|  # | Eagers Automotive Ltd. | 677249 | 15071054 |
|  # | Elders Ltd. | 697070 | 3233001 |
|  \* | Electro Optic Systems Holdings Ltd. | 27306 | 110758 |
|  \* | Emeco Holdings Ltd. | 1264572 | 991911 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  AUSTRALIA — (Continued) | AUSTRALIA — (Continued) |  |  |
|  \* | Emerald Resources NL | 2111858 | $6558408 |
|  #\* | EML Payments Ltd. | 1077538 | 680169 |
|  # | Endeavour Group Ltd. | 4432922 | 10605558 |
|  #\* | Energy World Corp. Ltd. | 249328 | 9291 |
|  | Enero Group Ltd. | 92378 | 41012 |
|  | EQT Holdings Ltd. | 78248 | 1284119 |
|  | ESG Minerals | 4225 | 442 |
|  | Eureka Group Holdings Ltd. (EGH AU) | 65327 | 22627 |
|  | Euroz Hartleys Group Ltd. | 129142 | 85337 |
|  | Evolution Mining Ltd. | 6892809 | 48777406 |
|  | EVT Ltd. | 299379 | 2828721 |
|  # | Fenix Resources Ltd. | 127590 | 43823 |
|  | Fiducian Group Ltd. | 9015 | 71597 |
|  | Finbar Group Ltd. | 5532 | 3131 |
|  \* | Findi Ltd. | 2941 | 3600 |
|  #\* | FireFly Metals Ltd. | 34783 | 43272 |
|  \* | FleetPartners Group Ltd. | 778801 | 1487803 |
|  # | Fleetwood Ltd. | 316178 | 610138 |
|  # | Flight Centre Travel Group Ltd. | 506775 | 4076785 |
|  | Fortescue Ltd. | 2338084 | 32516268 |
|  | G8 Education Ltd. | 2074854 | 1092036 |
|  \* | Genesis Minerals Ltd. | 146104 | 555867 |
|  | GenusPlus Group Ltd. | 13453 | 61159 |
|  | GR Engineering Services Ltd. | 201060 | 481436 |
|  | GrainCorp Ltd., Class A | 1099366 | 6358764 |
|  | Grange Resources Ltd. | 1819448 | 321430 |
|  | GWA Group Ltd. | 751026 | 1213404 |
|  # | Hansen Technologies Ltd. | 705627 | 2574073 |
|  | Harvey Norman Holdings Ltd. | 2353566 | 11123175 |
|  # | Healius Ltd. | 4421142 | 2573298 |
|  | Helia Group Ltd. | 2111355 | 7446699 |
|  \* | Highfield Resources Ltd. | 176475 | 6577 |
|  \* | Horizon Minerals Ltd. | 393886 | 13903 |
|  | Horizon Oil Ltd. | 237477 | 31867 |
|  | HUB24 Ltd. | 147504 | 10991417 |
|  # | Humm Group Ltd. | 1696710 | 670756 |
|  # | IDP Education Ltd. | 216089 | 792111 |
|  \* | IGO Ltd. | 1314189 | 4608084 |
|  | Iluka Resources Ltd. | 1090325 | 4929542 |

---

------

##### [**Table of Contents**](#toc)
**INTERNATIONAL CORE EQUITY 2 PORTFOLIO** 

**CONTINUED** 

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  AUSTRALIA — (Continued) | AUSTRALIA — (Continued) |  |  |
|  | Imdex Ltd. | 1592388 | $3579814 |
|  \* | Immutep Ltd. (IMM AU) | 728061 | 133238 |
|  #\* | Immutep Ltd. (IMMP US), Sponsored ADR | 5613 | 10609 |
|  | Infomedia Ltd. | 1519727 | 1674543 |
|  | Inghams Group Ltd. | 1104937 | 1748881 |
|  \* | Insignia Financial Ltd. | 2618831 | 7762141 |
|  | Insurance Australia Group Ltd. | 5989377 | 30790419 |
|  | Integral Diagnostics Ltd. | 1032374 | 1745895 |
|  #\* | ioneer Ltd. | 1836389 | 221986 |
|  # | IPD Group Ltd. | 21113 | 50836 |
|  # | IPH Ltd. | 928789 | 2239493 |
|  | IRESS Ltd. | 557075 | 3225627 |
|  | IVE Group Ltd. | 478419 | 872272 |
|  #\* | James Hardie Industries PLC | 38440 | 804549 |
|  #\* | James Hardie Industries PLC (JHX AU), CDI | 405300 | 8535915 |
|  # | JB Hi-Fi Ltd. | 427557 | 29247606 |
|  \* | Judo Capital Holdings Ltd. | 2145675 | 2368466 |
|  | Jupiter Mines Ltd. | 3457698 | 587898 |
|  # | Karoon Energy Ltd. | 2035933 | 2142795 |
|  | Kelsian Group Ltd. | 356609 | 1135355 |
|  \* | Kingston Resources Ltd. | 293627 | 23046 |
|  # | Kogan.com Ltd. | 171167 | 355936 |
|  # | L1 Group Ltd. | 1693231 | 1250974 |
|  | Lendlease Corp. Ltd. | 1876201 | 6803815 |
|  # | Lifestyle Communities Ltd. | 288127 | 975132 |
|  # | Lindsay Australia Ltd. | 323167 | 127816 |
|  \* | Liontown Resources Ltd. | 1055892 | 809881 |
|  | Lottery Corp. Ltd. | 3159237 | 11363826 |
|  \* | Lotus Resources Ltd. | 401306 | 51053 |
|  | Lovisa Holdings Ltd. | 287828 | 6809593 |
|  # | Lycopodium Ltd. | 97952 | 806737 |
|  \* | Lynas Rare Earths Ltd. | 1363403 | 13592260 |
|  # | MA Financial Group Ltd. | 234988 | 1478836 |
|  # | Maas Group Holdings Ltd. | 29327 | 90993 |
|  | Macmahon Holdings Ltd. | 4944481 | 1518319 |
|  | Macquarie Group Ltd. | 184518 | 26318644 |
|  #\* | Macquarie Technology Group Ltd. | 25972 | 1123474 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  AUSTRALIA — (Continued) | AUSTRALIA — (Continued) |  |  |
|  # | Mader Group Ltd. | 24395 | $141627 |
|  | Magellan Financial Group Ltd. | 525977 | 3305964 |
|  \* | Mayne Pharma Group Ltd. | 280148 | 778150 |
|  | McMillan Shakespeare Ltd. | 290019 | 3264324 |
|  \* | McPherson's Ltd. | 2862 | 478 |
|  | Medibank Pvt Ltd. | 3885523 | 12400605 |
|  \* | Megaport Ltd. | 388330 | 4171174 |
|  #\* | Mesoblast Ltd. (MSB AU) | 798176 | 1304461 |
|  \* | Metals X Ltd. | 3267357 | 1802724 |
|  | Metcash Ltd. | 4430684 | 11036494 |
|  \* | Michael Hill International Ltd. (MHJ NZ) | 61279 | 14036 |
|  \* | Mineral Resources Ltd. | 281228 | 8881880 |
|  | Monadelphous Group Ltd. | 350353 | 5325099 |
|  # | Monash IVF Group Ltd. | 1058432 | 478313 |
|  | MotorCycle Holdings Ltd. | 13014 | 32071 |
|  #\* | Mount Gibson Iron Ltd. | 2562797 | 603444 |
|  # | Myer Holdings Ltd. | 9202242 | 2375343 |
|  | MyState Ltd. | 708446 | 2060803 |
|  #\* | Nanosonics Ltd. | 174411 | 522323 |
|  | National Australia Bank Ltd. | 2515057 | 71704412 |
|  | Navigator Global Investments Ltd. | 1310481 | 2133913 |
|  | Netwealth Group Ltd. | 530104 | 10669907 |
|  \* | Neuren Pharmaceuticals Ltd. | 30941 | 439207 |
|  # | New Hope Corp. Ltd. | 2250815 | 6108695 |
|  #\* | NEXTDC Ltd. | 1085445 | 11159389 |
|  | nib holdings Ltd. | 2161622 | 10653752 |
|  # | Nick Scali Ltd. | 393426 | 6535519 |
|  | Nickel Industries Ltd. | 7166079 | 3461509 |
|  | Nine Entertainment Co. Holdings Ltd. | 4246932 | 3222295 |
|  | Northern Star Resources Ltd. | 2777658 | 44789270 |
|  | NRW Holdings Ltd. | 2713669 | 8598052 |
|  \* | Nufarm Ltd. | 1052328 | 1431116 |
|  #\* | Nuix Ltd. | 340146 | 543003 |
|  | Objective Corp. Ltd. | 56322 | 680013 |
|  #\* | OFX Group Ltd. | 673709 | 271583 |
|  | OM Holdings Ltd. | 418603 | 69796 |
|  #\* | Omni Bridgeway Ltd. | 867497 | 904555 |

---

------

##### [**Table of Contents**](#toc)
**INTERNATIONAL CORE EQUITY 2 PORTFOLIO** 

**CONTINUED** 

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  AUSTRALIA — (Continued) | AUSTRALIA — (Continued) |  |  |
|  | oOh!media Ltd. | 2342415 | $2105807 |
|  #\* | Ora Banda Mining Ltd. | 927862 | 730315 |
|  | Orica Ltd. | 1426838 | 20746709 |
|  | Origin Energy Ltd. | 2632725 | 21098183 |
|  | Orora Ltd. | 3734344 | 4912222 |
|  | Pacific Current Group Ltd. | 236569 | 1591216 |
|  #\* | Paladin Energy Ltd. | 572998 | 3578695 |
|  \* | Pantoro Gold Ltd. | 82971 | 277100 |
|  \* | Paradigm Biopharmaceuticals Ltd. | 105692 | 29361 |
|  | Peet Ltd. | 938992 | 1174434 |
|  #\* | Peninsula Energy Ltd. | 59113 | 22781 |
|  #\* | PeopleIN Ltd. | 68789 | 38002 |
|  # | Pepper Money Ltd. | 77310 | 112783 |
|  | Perenti Ltd. | 3782322 | 6699055 |
|  # | Perpetual Ltd. | 409085 | 5131182 |
|  | Perseus Mining Ltd. | 6318689 | 20055320 |
|  \* | PEXA Group Ltd. | 388686 | 3848494 |
|  #\* | Pilbara Minerals Ltd. | 4718533 | 10153263 |
|  | Pinnacle Investment Management Group Ltd. | 41401 | 533130 |
|  \* | PPK Mining Equipment Group Pty. Ltd. | 3734 | 0 |
|  # | Praemium Ltd. | 649573 | 387892 |
|  | Premier Investments Ltd. | 316140 | 3680119 |
|  | Pro Medicus Ltd. | 129219 | 22187534 |
|  # | Propel Funeral Partners Ltd. | 123802 | 406145 |
|  # | PWR Holdings Ltd. | 184996 | 1028823 |
|  | Qantas Airways Ltd. | 833452 | 5552575 |
|  | QBE Insurance Group Ltd. | 2992159 | 38821988 |
|  | Qube Holdings Ltd. | 3861608 | 11067124 |
|  # | Ramelius Resources Ltd. | 5389732 | 11660084 |
|  # | Ramsay Health Care Ltd. | 408934 | 8579439 |
|  # | REA Group Ltd. | 72139 | 10051628 |
|  #\* | ReadyTech Holdings Ltd. | 19841 | 28428 |
|  # | Reece Ltd. | 307194 | 2345071 |
|  | Regis Healthcare Ltd. | 600786 | 2911841 |
|  | Regis Resources Ltd. | 3604197 | 15130432 |
|  | Reliance Worldwide Corp. Ltd. | 2333892 | 6328411 |
|  # | Resimac Group Ltd. | 61700 | 45771 |
|  \* | Resolute Mining Ltd. | 9584004 | 5965067 |
|  # | Ridley Corp. Ltd. | 1542660 | 2988205 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  AUSTRALIA — (Continued) | AUSTRALIA — (Continued) | AUSTRALIA — (Continued) | AUSTRALIA — (Continued) |
|  | Rio Tinto Ltd. | 683883 | $59378998 |
|  \* | RPMGlobal Holdings Ltd. | 589917 | 1878136 |
|  \* | Sandfire Resources Ltd. | 2243286 | 23759785 |
|  | Santos Ltd. | 8293469 | 34253147 |
|  | SEEK Ltd. | 473244 | 8375043 |
|  \* | Select Harvests Ltd. | 751624 | 1910515 |
|  | Servcorp Ltd. | 221604 | 1069954 |
|  | Service Stream Ltd. | 2922631 | 4335877 |
|  #\* | Seven West Media Ltd. | 2260548 | 203419 |
|  | SGH Ltd. | 498897 | 15807755 |
|  | Shaver Shop Group Ltd. | 467919 | 431902 |
|  # | Sigma Healthcare Ltd. | 7513131 | 15274674 |
|  #\* | Silver Mines Ltd. | 759947 | 84327 |
|  # | Sims Ltd. (SGM AU) | 678710 | 7080223 |
|  | SmartGroup Corp. Ltd. | 359651 | 1922610 |
|  | Solvar Ltd. | 528586 | 540639 |
|  | Sonic Healthcare Ltd. | 570419 | 7894940 |
|  | South32 Ltd. (S32 AU) | 6361400 | 13155925 |
|  | South32 Ltd. (SOUHY US), ADR | 402590 | 4158755 |
|  | Southern Cross Electrical Engineering Ltd. | 479984 | 771633 |
|  # | Southern Cross Media Group Ltd. | 846174 | 467355 |
|  \*†† | SpeedCast International Ltd. | 1370682 | 0 |
|  | SRG Global Ltd. | 1789436 | 3217731 |
|  #\* | St Barbara Ltd. | 3238596 | 1089906 |
|  | Stanmore Resources Ltd. | 871097 | 1224264 |
|  | Steadfast Group Ltd. | 2097992 | 7685603 |
|  #\* | Strike Energy Ltd. | 1284331 | 92268 |
|  | Suncorp Group Ltd. | 1777325 | 22815348 |
|  \* | Sunstone Metals Ltd. | 788772 | 11375 |
|  | Super Retail Group Ltd. | 1047902 | 10951988 |
|  \* | Superloop Ltd. | 1345064 | 2744176 |
|  #\* | Syrah Resources Ltd. | 3314373 | 736756 |
|  | Tabcorp Holdings Ltd. | 9029011 | 6274176 |
|  | Technology One Ltd. | 1011227 | 24354425 |
|  #\* | Telix Pharmaceuticals Ltd. | 49808 | 527050 |
|  | Telstra Group Ltd. (TLGPY US), ADR | 31198 | 502288 |
|  | Telstra Group Ltd. (TLS AU) | 5234712 | 16724044 |

---

------

##### [**Table of Contents**](#toc)
**INTERNATIONAL CORE EQUITY 2 PORTFOLIO** 

**CONTINUED** 

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  AUSTRALIA — (Continued) | AUSTRALIA — (Continued) |  |  |
|  \* | Temple & Webster Group Ltd. | 50076 | $778268 |
|  | Ten Sixty Four Ltd. | 1871019 | 134663 |
|  | TPG Telecom Ltd. | 1060088 | 3834662 |
|  | Transurban Group. | 1336306 | 12643714 |
|  # | Treasury Wine Estates Ltd. | 1521502 | 5959567 |
|  \* | Tuas Ltd. | 881233 | 4055909 |
|  #\* | Tyro Payments Ltd. | 1621492 | 1176790 |
|  # | Universal Store Holdings Ltd. | 8603 | 49903 |
|  \* | Vault Minerals Ltd. | 23529979 | 11186459 |
|  | Ventia Services Group Pty. Ltd. | 3687213 | 13810684 |
|  #W | Viva Energy Group Ltd. | 3715352 | 4459664 |
|  #\* | Vulcan Energy Resources Ltd. | 4031 | 17731 |
|  # | Vulcan Steel Ltd. | 2422 | 11481 |
|  \* | Vysarn Ltd. | 7706 | 3248 |
|  # | Washington H Soul Pattinson & Co. Ltd. | 305067 | 7495884 |
|  \* | WEB Travel Group Ltd. | 666446 | 1818254 |
|  #\* | Webjet Group Ltd. | 910694 | 500196 |
|  | Wesfarmers Ltd. | 867784 | 47629133 |
|  \* | West African Resources Ltd. | 5302512 | 4379611 |
|  | Westgold Resources Ltd. | 3051275 | 10559687 |
|  | Westpac Banking Corp. | 2426921 | 61411935 |
|  # | Whitehaven Coal Ltd. | 3390065 | 15933650 |
|  | WiseTech Global Ltd. | 141383 | 6376652 |
|  | Woodside Energy Group Ltd. (WDS AU) | 1750975 | 28375332 |
|  | Woodside Energy Group Ltd. (WDS LN) | 299211 | 4855189 |
|  # | Woodside Energy Group Ltd. (WDS US), ADR | 333470 | 5405549 |
|  | Woolworths Group Ltd. | 813753 | 15118713 |
|  | Worley Ltd. | 982163 | 9172413 |
|  \* | Xero Ltd. | 132871 | 12570286 |
|  | XRF Scientific Ltd. | 348874 | 476352 |
|  # | Yancoal Australia Ltd. | 1119488 | 4073293 |
|  \* | Zip Co. Ltd. | 1032376 | 2594170 |
|  TOTAL AUSTRALIA | TOTAL AUSTRALIA | TOTAL AUSTRALIA | 2180305066 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  AUSTRIA — (0.6%) | AUSTRIA — (0.6%) |  |  |
|  \* | Addiko Bank AG | 10150 | $246590 |
|  | Agrana Beteiligungs AG | 44126 | 612648 |
|  | ANDRITZ AG | 335732 | 25383296 |
|  \* | AT&S Austria Technologie & Systemtechnik AG | 54361 | 2017922 |
|  W | BAWAG Group AG | 250872 | 32420502 |
|  | CA Immobilien Anlagen AG | 68267 | 1897593 |
|  #\* | CPI Europe AG | 89201 | 1738886 |
|  | DO & Co. AG | 34540 | 8239406 |
|  | Erste Group Bank AG | 374745 | 38819408 |
|  \* | Eurotelesites AG | 148219 | 826931 |
|  | EVN AG | 167785 | 4896301 |
|  \* | FACC AG | 21105 | 213074 |
|  | Frequentis AG | 407 | 33525 |
|  \* | Immofinanz AG (IIA AV) | 223231 | 0 |
|  #\* | Lenzing AG | 50020 | 1496341 |
|  | Mayr Melnhof Karton AG | 19515 | 1778273 |
|  | Oberbank AG | 5628 | 493054 |
|  | Oesterreichische Post AG | 115374 | 3988251 |
|  | OMV AG | 527444 | 28875517 |
|  | Palfinger AG | 43339 | 1623536 |
|  \* | POLYTEC Holding AG | 50397 | 177736 |
|  | Porr AG | 78139 | 2479932 |
|  | Raiffeisen Bank International AG | 367971 | 13718021 |
|  # | SBO AG | 24372 | 807986 |
|  | Semperit AG Holding | 23426 | 351097 |
|  | Strabag SE (STR AV) | 24329 | 1903404 |
|  | Telekom Austria AG | 532431 | 5662319 |
|  \* | UBM Development AG | 5647 | 156196 |
|  | UNIQA Insurance Group AG | 324100 | 4761473 |
|  | Verbund AG | 50462 | 3894666 |
|  | Vienna Insurance Group AG Wiener Versicherung Gruppe | 182465 | 9358986 |
|  | voestalpine AG | 316633 | 11274036 |
|  | Wienerberger AG | 338027 | 10034210 |
|  | Zumtobel Group AG | 91581 | 394155 |
|  TOTAL AUSTRIA | TOTAL AUSTRIA | TOTAL AUSTRIA | 220575271 |
|  BELGIUM — (1.1%) | BELGIUM — (1.1%) |  |  |
|  | Ackermans & van Haaren NV | 113643 | 28302517 |
|  | Ageas SA | 666438 | 44104585 |

---

------

##### [**Table of Contents**](#toc)
**INTERNATIONAL CORE EQUITY 2 PORTFOLIO** 

**CONTINUED** 

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  BELGIUM — (Continued) | BELGIUM — (Continued) |  |  |
|  \* | AGFA-Gevaert NV | 516034 | $493888 |
|  | Anheuser-Busch InBev SA (ABI BB) | 752816 | 45904611 |
|  # | Anheuser-Busch InBev SA (BUD US), Sponsored ADR | 59509 | 3624098 |
|  \* | Argenx SE (ARGX BB) | 8301 | 6794095 |
|  \* | Argenx SE (ARGX US), ADR | 4370 | 3576845 |
|  \* | Atenor | 11318 | 36114 |
|  # | Azelis Group NV | 181217 | 2142835 |
|  | Barco NV | 105201 | 1500362 |
|  | Bekaert SA | 174233 | 7278197 |
|  \* | bpost SA | 329880 | 800357 |
|  | Cie d'Entreprises CFE | 51230 | 528815 |
|  \* | CMB Tech NV | 308691 | 2903055 |
|  | Colruyt Group NV | 201870 | 7539039 |
|  | Deceuninck NV | 256989 | 611685 |
|  | Deme Group NV | 44003 | 6648268 |
|  | D'ieteren Group | 45209 | 8258452 |
|  | Econocom Group SA NV | 286962 | 565675 |
|  # | Elia Group SA | 82668 | 9963833 |
|  | EVS Broadcast Equipment SA | 58083 | 2428531 |
|  | Fagron | 310754 | 7384261 |
|  \* | Galapagos NV (GLPG BB) | 152486 | 4833482 |
|  \* | Galapagos NV (GLPG NA) | 22769 | 724914 |
|  | Gimv NV | 109293 | 5901619 |
|  \* | Hyloris Pharmaceuticals SA | 739 | 5042 |
|  \* | Immobel SA | 12649 | 361300 |
|  # | Ion Beam Applications | 15980 | 201186 |
|  | Jensen-Group NV | 9952 | 717945 |
|  # | KBC Group NV | 745010 | 89631711 |
|  # | Kinepolis Group NV | 52332 | 1794696 |
|  # | Lotus Bakeries NV | 1423 | 12415182 |
|  # | Melexis NV | 63574 | 4575606 |
|  \* | Nyxoah SA | 1315 | 6825 |
|  #\* | Ontex Group NV | 312803 | 2286583 |
|  \* | Onward Medical NV | 10058 | 49676 |
|  \* | Orange Belgium SA | 143087 | 3149723 |
|  | Proximus SADP | 579116 | 4974471 |
|  # | Recticel SA | 168419 | 1659167 |
|  | Sipef NV | 18578 | 1670487 |
|  # | Solvay SA | 311505 | 9560924 |
|  | Syensqo SA | 217214 | 17930209 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  BELGIUM — (Continued) | BELGIUM — (Continued) |  |  |
|  # | Tessenderlo Group |  |  |
|  | SA | 72241 | $2182201 |
|  | UCB SA | 163790 | 42117281 |
|  | Umicore SA | 246586 | 4695630 |
|  | Van de Velde NV | 23251 | 810762 |
|  | VGP NV | 48732 | 5629820 |
|  | Viohalco SA | 163485 | 1601840 |
|  | What's Cooking BV | 2086 | 264488 |
|  TOTAL BELGIUM | TOTAL BELGIUM | TOTAL BELGIUM | 411142888 |
|  BRAZIL — (0.0%) | BRAZIL — (0.0%) |  |  |
|  \* | Aura Minerals, Inc. | 14940 | 483010 |
|  CANADA — (11.7%) | CANADA — (11.7%) |  |  |
|  \* | 5N Plus, Inc. | 266336 | 3809276 |
|  # | Acadian Timber Corp. | 42464 | 433859 |
|  \* | ACT Energy Technologies Ltd. | 11543 | 43619 |
|  # | ADENTRA, Inc. | 53113 | 1331849 |
|  # | ADF Group, Inc. | 48177 | 246973 |
|  \* | Advantage Energy Ltd. | 1099233 | 8723014 |
|  | Aecon Group, Inc. | 350480 | 7726528 |
|  | AG Growth International, Inc. | 55735 | 1433759 |
|  | AGF Management Ltd., Class B | 366184 | 3649961 |
|  | Agnico Eagle Mines Ltd. (AEM CN) | 161088 | 25908682 |
|  | Agnico Eagle Mines Ltd. (AEM US) | 400699 | 64436413 |
|  #\* | Aimia, Inc. | 173205 | 343928 |
|  \* | Air Canada | 561918 | 7387806 |
|  # | AirBoss of America Corp. | 77083 | 254461 |
|  | Alamos Gold, Inc. (AGI CN), Class A | 822689 | 25363154 |
|  # | Alamos Gold, Inc. (AGI US), Class A | 453648 | 13967820 |
|  | Algoma Central Corp. | 18060 | 224052 |
|  # | Algonquin Power & Utilities Corp. (AQN CN) | 389341 | 2173570 |
|  | Algonquin Power & Utilities Corp. (AQN US) | 974705 | 5438854 |
|  | Alimentation Couche-Tard, Inc. | 723830 | 36786284 |
|  \* | Allied Gold Corp. | 89085 | 1355441 |
|  | AltaGas Ltd. | 1086080 | 31880442 |
|  | Altius Minerals Corp. | 83801 | 2268073 |
|  | Altus Group Ltd. | 68202 | 2801896 |
|  | Amerigo Resources Ltd. | 459874 | 1003326 |

---

------

##### [**Table of Contents**](#toc)
**INTERNATIONAL CORE EQUITY 2 PORTFOLIO** 

**CONTINUED** 

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  CANADA — (Continued) | CANADA — (Continued) |  |  |
|  | Andlauer Healthcare Group, Inc. | 57562 | $2232628 |
|  | Andrew Peller Ltd., Class A | 92869 | 329748 |
|  | ARC Resources Ltd. | 2379613 | 43891894 |
|  \* | Aritzia, Inc. | 392273 | 27400796 |
|  | Atco Ltd., Class I | 142486 | 5369067 |
|  \* | Athabasca Oil Corp. | 2060195 | 10120668 |
|  | AtkinsRealis Group, Inc. | 331030 | 23344749 |
|  \* | ATS Corp. (ATS CN) | 176730 | 4861319 |
|  #\* | ATS Corp. (ATS US) | 23710 | 651077 |
|  \* | Aurora Cannabis, Inc. (ACB CN) | 1289 | 6397 |
|  #\* | Aurora Cannabis, Inc. (ACB US) | 13112 | 64903 |
|  \* | AutoCanada, Inc. | 161032 | 2903639 |
|  \* | Avino Silver & Gold Mines Ltd. (ASM CN) | 19541 | 90979 |
|  | B2Gold Corp. (BTG US) | 2296754 | 10082750 |
|  # | B2Gold Corp. (BTO CN) | 5547754 | 24286628 |
|  | Badger Infrastructure Solutions Ltd. | 161647 | 8481411 |
|  #\* | Ballard Power Systems, Inc. (BLDP CN) | 231472 | 823532 |
|  #\* | Ballard Power Systems, Inc. (BLDP US) | 381989 | 1363701 |
|  | Bank of Montreal (BMO US) | 739051 | 91775353 |
|  # | Bank of Nova Scotia (BNS CN) | 156246 | 10247811 |
|  # | Bank of Nova Scotia (BNS US) | 933185 | 61216936 |
|  | Barrick Mining Corp. | 412954 | 13544891 |
|  | Barrick Mining Corp. (B US) | 1338480 | 43902144 |
|  \* | Bausch & Lomb Corp. | 14194 | 212058 |
|  #\* | Bausch Health Cos., Inc. (BHC US) | 495052 | 3475265 |
|  | Baytex Energy Corp. | 1114192 | 2693031 |
|  # | BCE, Inc. (BCE CN) | 6541 | 149517 |
|  # | BCE, Inc. (BCE US) | 150109 | 3431492 |
|  | Birchcliff Energy Ltd. | 946148 | 4411827 |
|  # | Bird Construction, Inc. | 208373 | 4474846 |
|  | Black Diamond Group Ltd. | 290513 | 3096624 |
|  #\* | BlackBerry Ltd. | 892959 | 4357640 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  CANADA — (Continued) | CANADA — (Continued) |  |  |
|  | BMTC Group, Inc. | 7200 | $66736 |
|  \* | Bombardier, Inc. (BBD/A CN), Class A | 6184 | 855985 |
|  \* | Bombardier, Inc. (BBD/B CN), Class B | 199955 | 27938527 |
|  #\* | Bonterra Energy Corp. | 104652 | 270108 |
|  # | Boralex, Inc., Class A | 220511 | 4427357 |
|  # | Boyd Group, Inc. | 69599 | 11117082 |
|  | Brookfield Corp. (BN US) | 394816 | 18181300 |
|  | Brookfield Infrastructure Corp., Class A | 258031 | 11691465 |
|  # | Brookfield Renewable Corp. | 46700 | 2020242 |
|  | Brookfield Wealth Solutions Ltd. | 1656 | 76292 |
|  # | BRP, Inc. (DOO CN) | 74840 | 4694609 |
|  | BRP, Inc. (DOOO US) | 12948 | 813393 |
|  \* | CAE, Inc. (CAE US) | 473964 | 13299430 |
|  \* | Calfrac Well Services Ltd. | 71885 | 156834 |
|  | Calian Group Ltd. | 27875 | 1003663 |
|  | Cameco Corp. (CCJ US) | 64759 | 6619017 |
|  | Canaccord Genuity Group, Inc. | 291375 | 2443097 |
|  \* | Canacol Energy Ltd. | 33474 | 53938 |
|  \* | Canada Goose Holdings, Inc. (GOOS CN) | 47682 | 663955 |
|  \* | Canada Goose Holdings, Inc. (GOOS US) | 13667 | 190381 |
|  \* | Canada Packers, Inc. | 53177 | 634310 |
|  # | Canadian Imperial Bank of Commerce (CM US) | 751848 | 62305644 |
|  | Canadian National Railway Co. (CNI US) | 346036 | 33188313 |
|  | Canadian National Railway Co. (CNR CN) | 32594 | 3125427 |
|  | Canadian Natural Resources Ltd. (CNQ US) | 3056441 | 97867241 |

---

------

##### [**Table of Contents**](#toc)
**INTERNATIONAL CORE EQUITY 2 PORTFOLIO** 

**CONTINUED** 

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  CANADA — (Continued) | CANADA — (Continued) |  |  |
|  | Canadian Pacific Kansas City Ltd. (CP CN) | 53232 | $3830670 |
|  | Canadian Pacific Kansas City Ltd. (CP US) | 318736 | 22933055 |
|  # | Canadian Tire Corp. Ltd., Class A | 214950 | 24651319 |
|  # | Canadian Utilities Ltd., Class A | 319999 | 8961934 |
|  \* | Canfor Corp. | 285022 | 2485344 |
|  # | Capital Power Corp. | 337169 | 17068196 |
|  \* | Capstone Copper Corp. | 2816417 | 25141022 |
|  # | Cardinal Energy Ltd. | 603543 | 3433939 |
|  # | Cargojet, Inc. | 7533 | 439020 |
|  | Cascades, Inc. | 235190 | 1863007 |
|  | CCL Industries, Inc., Class B | 451862 | 25206718 |
|  \* | Celestica, Inc. (CLS CN) | 180887 | 62275787 |
|  \* | Celestica, Inc. (CLS US) | 430580 | 148326198 |
|  # | Cenovus Energy, Inc. (CVE CN) | 890948 | 15055055 |
|  | Cenovus Energy, Inc. (CVE US) | 3265311 | 55249062 |
|  | Centerra Gold, Inc. | 1155062 | 13530832 |
|  | CES Energy Solutions Corp. | 1192879 | 8173375 |
|  | CGI, Inc. (GIB US) | 117441 | 10217367 |
|  | CGI, Inc. (GIBA CN) | 174898 | 15220883 |
|  \*†† | Chesswood Group Ltd. | 24123 | 5848 |
|  \* | Cineplex, Inc. | 2825 | 25459 |
|  \* | Cipher Pharmaceuticals, Inc. | 5529 | 58343 |
|  | Clairvest Group, Inc. | 516 | 26121 |
|  | Cogeco Communications, Inc. | 62507 | 2846028 |
|  | Cogeco, Inc. | 23757 | 993100 |
|  | Colliers International Group, Inc. (CIGI CN) | 10720 | 1710171 |
|  | Colliers International Group, Inc. (CIGI US) | 84644 | 13503257 |
|  | Computer Modelling Group Ltd. | 237760 | 901845 |
|  \* | Conifex Timber, Inc. | 5014 | 840 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  CANADA — (Continued) | CANADA — (Continued) |  |  |
|  | Constellation Software, Inc. | 18501 | $48688939 |
|  | Corby Spirit & Wine Ltd. | 38585 | 377446 |
|  #\* | Cronos Group, Inc. (CRON CN) | 8403 | 21149 |
|  #\* | Cronos Group, Inc. (CRON US) | 918853 | 2306321 |
|  | Definity Financial Corp. | 367228 | 17084330 |
|  \* | Denison Mines Corp. (DML CN) | 15 | 48 |
|  | dentalcorp Holdings Ltd. | 51 | 396 |
|  \* | Descartes Systems Group, Inc. (DSG CN) | 7966 | 703539 |
|  \* | Descartes Systems Group, Inc. (DSGX US) | 27810 | 2453120 |
|  | Dexterra Group, Inc. | 95755 | 726413 |
|  \* | Docebo, Inc. | 36146 | 905873 |
|  | Dollarama, Inc. | 420272 | 54628918 |
|  | Doman Building Materials Group Ltd. | 348377 | 2205688 |
|  | Dominion Lending Centres, Inc. | 20166 | 158159 |
|  \* | Dorel Industries, Inc., Class B | 75248 | 96572 |
|  | DPM Metals, Inc. | 872687 | 18666436 |
|  | DREAM Unlimited Corp., Class A | 119693 | 1586462 |
|  # | Dye & Durham Ltd. | 62293 | 228733 |
|  | Dynacor Group, Inc. | 7600 | 24601 |
|  | ECN Capital Corp. | 11800 | 23473 |
|  | E-L Financial Corp. Ltd. | 61200 | 709502 |
|  \* | Eldorado Gold Corp. (EGO US) | 91679 | 2350650 |
|  \* | Eldorado Gold Corp. (ELD CN) | 721955 | 18505062 |
|  \* | Electrovaya, Inc. | 3124 | 20212 |
|  | Element Fleet Management Corp. | 1666595 | 44951901 |
|  \* | Eloro Resources Ltd. | 41600 | 40041 |
|  # | Emera, Inc. | 432011 | 20538657 |
|  | Empire Co. Ltd., Class A | 569865 | 19360499 |
|  # | Enbridge, Inc. (ENB CN) | 22 | 1027 |
|  # | Enbridge, Inc. (ENB US) | 936844 | 43675667 |

---

------

##### [**Table of Contents**](#toc)
**INTERNATIONAL CORE EQUITY 2 PORTFOLIO** 

**CONTINUED** 

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  CANADA — (Continued) | CANADA — (Continued) |  |  |
|  | Endeavour Mining PLC | 816361 | $32705668 |
|  \* | Endeavour Silver Corp. (EDR CN) | 157495 | 1293603 |
|  | Enerflex Ltd. (EFX CN) | 543967 | 6845401 |
|  #\* | Energy Fuels, Inc. | 205896 | 4227880 |
|  # | Enghouse Systems Ltd. | 135862 | 2015820 |
|  \* | Ensign Energy Services, Inc. | 520561 | 953864 |
|  # | EQB, Inc. | 151456 | 9661522 |
|  #\* | Equinox Gold Corp. (EQX CN) | 203196 | 2232541 |
|  #\* | Equinox Gold Corp. (EQX US) | 1160255 | 12727997 |
|  #\* | ERO Copper Corp. (ERO CN) | 67234 | 1435712 |
|  \* | ERO Copper Corp. (ERO US) | 227679 | 4860947 |
|  | Evertz Technologies Ltd. | 92936 | 849481 |
|  # | Exchange Income Corp. | 117502 | 6437456 |
|  | Exco Technologies Ltd. | 103105 | 480772 |
|  # | Extendicare, Inc. | 312083 | 3573529 |
|  | Fairfax Financial Holdings Ltd. | 24082 | 39097987 |
|  # | Fiera Capital Corp. | 271991 | 1219795 |
|  | Finning International, Inc. | 668984 | 36178701 |
|  \* | Firan Technology Group Corp. | 16349 | 127290 |
|  | Firm Capital Mortgage Investment Corp. | 116418 | 972813 |
|  # | First Majestic Silver Corp. (AG US) | 29773 | 380201 |
|  | First Majestic Silver Corp. (FR CN) | 540655 | 6911657 |
|  \* | First Quantum Minerals Ltd | 1221403 | 25358995 |
|  | FirstService Corp. (FSV CN) | 5407 | 860694 |
|  | FirstService Corp. (FSV US) | 84804 | 13518606 |
|  \* | Foraco International SA | 229150 | 338199 |
|  # | Fortis, Inc. (FTS CN) | 205753 | 10342295 |
|  | Fortis, Inc. (FTS US) | 209270 | 10511632 |
|  #\* | Fortuna Mining Corp. (FSM US) | 320089 | 2647136 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  CANADA — (Continued) | CANADA — (Continued) |  |  |
|  \* | Fortuna Mining Corp. (FVI CN) | 1253300 | $10356671 |
|  | Franco-Nevada Corp. (FNV US) | 71833 | 13406193 |
|  \* | Freegold Ventures Ltd. | 31688 | 27564 |
|  # | Freehold Royalties Ltd. | 699955 | 7081645 |
|  | Frontera Energy Corp. | 88139 | 351287 |
|  \* | Galiano Gold, Inc. | 636046 | 1523735 |
|  | Gamehost, Inc. | 72542 | 608245 |
|  \* | GDI Integrated Facility Services, Inc. | 22161 | 466115 |
|  | George Weston Ltd. | 344631 | 20954784 |
|  | GFL Environmental, Inc. | 150752 | 6586355 |
|  | Gibson Energy, Inc. | 602700 | 10274541 |
|  # | Gildan Activewear, Inc. (GIL CN) | 131307 | 7657195 |
|  # | Gildan Activewear, Inc. (GIL US) | 382307 | 22284675 |
|  # | goeasy Ltd. | 71251 | 8567596 |
|  \* | GoGold Resources, Inc. | 213874 | 390373 |
|  \* | GoldMoney, Inc. | 9239 | 74440 |
|  | Great-West Lifeco, Inc. | 234156 | 9926859 |
|  #\* | Greenfire Resources Ltd. | 4694 | 23752 |
|  | Guardian Capital Group Ltd., Class A | 106 | 5061 |
|  \* | Haivision Systems, Inc. | 61600 | 225310 |
|  | Hammond Manufacturing Co. Ltd., Class A | 1600 | 12800 |
|  | Hammond Power Solutions, Inc. | 34395 | 5247963 |
|  | Headwater Exploration, Inc. | 915126 | 4828300 |
|  | High Liner Foods, Inc. | 65021 | 786251 |
|  \* | HLS Therapeutics, Inc. | 1000 | 3978 |
|  | Hudbay Minerals, Inc. (HBM CN) | 2516716 | 40337792 |
|  W | Hydro One Ltd. | 274288 | 10116515 |
|  \* | i-80 Gold Corp. | 413213 | 394785 |
|  | iA Financial Corp., Inc. | 410077 | 48406366 |
|  \* | IAMGOLD Corp. (IAG US) | 15714 | 181968 |

---

------

##### [**Table of Contents**](#toc)
**INTERNATIONAL CORE EQUITY 2 PORTFOLIO** 

**CONTINUED** 

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  CANADA — (Continued) | CANADA — (Continued) |  |  |
|  \* | IAMGOLD Corp. (IMG CN) | 2715226 | $31439357 |
|  | IGM Financial, Inc. | 268077 | 10311757 |
|  \* | Imperial Metals Corp. | 164385 | 802850 |
|  | Imperial Oil Ltd. (IMO US) | 245159 | 21625475 |
|  | Information Services Corp. | 34909 | 923655 |
|  | Intact Financial Corp. | 281911 | 52587341 |
|  \* | Interfor Corp. | 245385 | 1383905 |
|  #\* | Ivanhoe Mines Ltd., Class A | 241559 | 2416365 |
|  W | Jamieson Wellness, Inc. | 66938 | 1661817 |
|  \* | K92 Mining, Inc. | 748584 | 9954078 |
|  # | K-Bro Linen, Inc. | 38631 | 1037009 |
|  \* | Kelt Exploration Ltd. | 544424 | 2589076 |
|  # | Keyera Corp. | 818424 | 24163800 |
|  \* | Kinaxis, Inc. | 6915 | 837363 |
|  | Kinross Gold Corp. (K CN) | 5951051 | 138407389 |
|  \* | Kiwetinohk Energy Corp. | 900 | 15747 |
|  \* | Knight Therapeutics, Inc. | 270904 | 1128002 |
|  \* | Kolibri Global Energy, Inc. | 26102 | 112779 |
|  # | KP Tissue, Inc. | 33640 | 226177 |
|  # | Labrador Iron Ore Royalty Corp. | 219124 | 4521371 |
|  \* | Laramide Resources Ltd. | 26500 | 13415 |
|  \* | Largo, Inc. (LGO CN) | 59040 | 70298 |
|  | Lassonde Industries, Inc., Class A | 9485 | 1476767 |
|  # | Laurentian Bank of Canada | 156902 | 3725241 |
|  | Leon's Furniture Ltd. | 151048 | 3145779 |
|  \* | Lightspeed Commerce, Inc. (LSPD CN) | 1400 | 16819 |
|  #\* | Lightspeed Commerce, Inc. (LSPD US) | 528015 | 6336180 |
|  \*†† | Lightstream Resources Ltd. | 696278 | 0 |
|  | Linamar Corp. | 255417 | 13831180 |
|  #\* | Lithium Americas Corp. | 144608 | 795344 |
|  | Loblaw Cos. Ltd. | 589479 | 23426997 |
|  \* | Lucara Diamond Corp. | 1792513 | 230047 |
|  | Lundin Gold, Inc. | 442016 | 30049713 |
|  | Lundin Mining Corp. | 2957041 | 47563969 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  CANADA — (Continued) | CANADA — (Continued) |  |  |
|  | Magellan Aerospace Corp. | 67414 | $828165 |
|  # | Magna International, Inc. (MG CN) | 353072 | 16680012 |
|  | Magna International, Inc. (MGA US) | 517155 | 24414888 |
|  | Mainstreet Equity Corp. | 17173 | 2311201 |
|  \* | Major Drilling Group International, Inc. | 403554 | 3553450 |
|  | Manulife Financial Corp. (MFC CN) | 47 | 1521 |
|  | Manulife Financial Corp. (MFC US) | 994039 | 32177042 |
|  | Maple Leaf Foods, Inc. | 265887 | 5110915 |
|  | Martinrea International, Inc. | 201157 | 1451434 |
|  \* | Mattr Corp. | 190958 | 1489487 |
|  | Maxim Power Corp. | 20837 | 68340 |
|  | McCoy Global, Inc. | 4500 | 11294 |
|  \* | MDA Space Ltd. | 135249 | 2640275 |
|  \* | Medexus Pharmaceuticals, Inc. | 72100 | 143938 |
|  | Medical Facilities Corp. | 138205 | 1423880 |
|  | Melcor Developments Ltd. | 37417 | 393498 |
|  | Meren Energy, Inc. | 350647 | 455012 |
|  | Methanex Corp. (MEOH US) | 182101 | 7160211 |
|  # | Methanex Corp. (MX CN) | 122100 | 4805476 |
|  | Metro, Inc. | 504441 | 33624608 |
|  | Morguard Corp. | 9240 | 766382 |
|  # | MTY Food Group, Inc. | 59936 | 1446104 |
|  # | Mullen Group Ltd. | 277549 | 2790233 |
|  | National Bank of Canada | 547249 | 61141428 |
|  | Neo Performance Materials, Inc. | 67348 | 928673 |
|  \* | New Gold, Inc. (NGD CN) | 4727443 | 34818357 |
|  \* | NFI Group, Inc. | 126781 | 1296239 |
|  | North American Construction Group Ltd. (NOA CN) | 84700 | 1318918 |
|  # | North American Construction Group Ltd. (NOA US) | 22828 | 355660 |
|  | North West Co., Inc. | 230159 | 7466568 |
|  # | Northland Power, Inc. | 1067620 | 19509537 |

---

------

##### [**Table of Contents**](#toc)
**INTERNATIONAL CORE EQUITY 2 PORTFOLIO** 

**CONTINUED** 

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  CANADA — (Continued) | CANADA — (Continued) |  |  |
|  | Nutrien Ltd. (NTR CN) | 36595 | $1993158 |
|  # | Nutrien Ltd. (NTR US) | 778961 | 42414448 |
|  \* | NuVista Energy Ltd | 977858 | 11629298 |
|  #\* | Obsidian Energy Ltd. (OBE CN) | 86800 | 492004 |
|  #\* | Obsidian Energy Ltd. (OBE US) | 125294 | 710417 |
|  | OceanaGold Corp. | 1219867 | 27284031 |
|  | Onex Corp. | 296991 | 25833590 |
|  | Open Text Corp. (OTEX CN) | 62886 | 2412674 |
|  | Open Text Corp. (OTEX US) | 730537 | 28016094 |
|  | OR Royalties, Inc. (OR CN) | 201704 | 6471555 |
|  | OR Royalties, Inc. (OR US) | 5625 | 179888 |
|  \*†† | Orbite Technologies, Inc. | 174500 | 0 |
|  #\*,\* | Organigram Global, Inc. | 70683 | 114452 |
|  \* | Orla Mining Ltd. (ORLA US) | 81263 | 838634 |
|  | Pan American Silver Corp. (PAAS CN) | 311644 | 10976591 |
|  | Pan American Silver Corp. (PAAS US) | 883460 | 31106623 |
|  | Paramount Resources Ltd., Class A | 380813 | 6244833 |
|  | Parex Resources, Inc. | 315449 | 4034904 |
|  # | Parkland Corp. | 553381 | 15766358 |
|  | Pason Systems, Inc. | 239655 | 2041907 |
|  | Pembina Pipeline Corp. (PBA US) | 839264 | 31749357 |
|  | Pembina Pipeline Corp. (PPL CN) | 303289 | 11473754 |
|  | Pet Valu Holdings Ltd. | 35423 | 878914 |
|  # | Peyto Exploration & Development Corp. | 767629 | 11181530 |
|  | PHX Energy Services Corp. | 136446 | 741306 |
|  # | Pine Cliff Energy Ltd. | 408078 | 221125 |
|  # | Pizza Pizza Royalty Corp. | 133841 | 1480071 |
|  | Polaris Renewable Energy, Inc. | 85549 | 794159 |
|  # | Pollard Banknote Ltd. | 34396 | 496854 |
|  # | PrairieSky Royalty Ltd. | 490107 | 8798898 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  CANADA — (Continued) | CANADA — (Continued) |  |  |
|  #\* | Precision Drilling Corp. (PD CN) | 41912 | $2514326 |
|  \* | Precision Drilling Corp. (PDS US) | 4411 | 264269 |
|  # | Premium Brands Holdings Corp. | 116637 | 8041637 |
|  # | Propel Holdings, Inc. | 10200 | 185593 |
|  #\* | Quarterhill, Inc. | 520981 | 404883 |
|  | Quebecor, Inc., Class B | 628985 | 20064018 |
|  #\* | Questerre Energy Corp., Class A | 145025 | 32054 |
|  | RB Global, Inc. (RBA CN) | 6709 | 665662 |
|  | RB Global, Inc. (RBA US) | 147125 | 14597742 |
|  \* | Real Matters, Inc. | 18705 | 98156 |
|  | Restaurant Brands International, Inc. (QSR CN) | 40764 | 2677395 |
|  | Restaurant Brands International, Inc. (QSR US) | 330486 | 21709625 |
|  \* | RF Capital Group, Inc. | 5566 | 79326 |
|  # | Richelieu Hardware Ltd. | 178991 | 4906922 |
|  | Rogers Communications, Inc. (RCI US), Class B | 151950 | 5947323 |
|  # | Rogers Communications, Inc. (RCIB CN), Class B | 472361 | 18486254 |
|  | Rogers Sugar, Inc. | 381275 | 1679997 |
|  | Royal Bank of Canada (RY CN) | 467930 | 68550552 |
|  | Royal Bank of Canada (RY US) | 1198667 | 175604715 |
|  | Russel Metals, Inc. | 325178 | 10064509 |
|  \* | Sangoma Technologies Corp. | 20967 | 110176 |
|  | Saputo, Inc. | 487649 | 11783127 |
|  \* | Saturn Oil & Gas, Inc. | 14900 | 27940 |
|  # | Savaria Corp. | 109314 | 1715448 |
|  #\* | Seabridge Gold, Inc. (SA US) | 179639 | 4280797 |
|  | Secure Waste Infrastructure Corp. | 1105344 | 13799560 |
|  \* | Shopify, Inc. (SHOP US), Class A | 119367 | 20753147 |

---

------

##### [**Table of Contents**](#toc)
**INTERNATIONAL CORE EQUITY 2 PORTFOLIO** 

**CONTINUED** 

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  CANADA — (Continued) | CANADA — (Continued) |  |  |
|  # | Sienna Senior Living, Inc. | 241785 | $3299536 |
|  \* | SNDL, Inc. | 107315 | 230728 |
|  \* | Source Energy Services Ltd. | 9700 | 85136 |
|  | South Bow Corp. | 638371 | 16553736 |
|  \* | Spartan Delta Corp. | 43473 | 194653 |
|  W | Spin Master Corp. | 53678 | 797200 |
|  | Sprott, Inc. (SII CN) | 5877 | 482579 |
|  | Sprott, Inc. (SII US) | 37499 | 3073043 |
|  \* | SSR Mining, Inc. (SSRM CN) | 690540 | 15612302 |
|  \* | SSR Mining, Inc. (SSRM US) | 6434 | 145151 |
|  | Stantec, Inc. (STN CN) | 139694 | 15469874 |
|  | Stantec, Inc. (STN US) | 71176 | 7891995 |
|  | Stella-Jones, Inc. | 249792 | 14178419 |
|  \*W | STEP Energy Services Ltd. | 43194 | 168458 |
|  | StorageVault Canada, Inc. | 437429 | 1543812 |
|  | Strathcona Resources Ltd. | 4454 | 117499 |
|  # | Sun Life Financial, Inc. (SLF CN) | 269728 | 16406186 |
|  # | Sun Life Financial, Inc. (SLF US) | 594158 | 36160456 |
|  | Suncor Energy, Inc. (SU CN) | 8 | 337 |
|  | Suncor Energy, Inc. (SU US) | 2627914 | 104617256 |
|  #\* | SunOpta, Inc. (SOY CN) | 83538 | 437777 |
|  \* | SunOpta, Inc. (STKL US) | 39638 | 206910 |
|  | Superior Plus Corp. | 769689 | 4379251 |
|  # | Surge Energy, Inc. | 321152 | 1518118 |
|  | Sylogist Ltd. | 15100 | 72671 |
|  | Taiga Building Products Ltd. | 19400 | 47720 |
|  | Tamarack Valley Energy Ltd. | 1815047 | 8062274 |
|  \* | Taseko Mines Ltd. (TGB US) | 110319 | 499745 |
|  \* | Taseko Mines Ltd. (TKO CN) | 600803 | 2720116 |
|  | TC Energy Corp. (TRP US) | 999593 | 50139585 |
|  # | Teck Resources Ltd. (TECK US), Class B | 831559 | 35690512 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  CANADA — (Continued) | CANADA — (Continued) |  |  |
|  | Teck Resources Ltd. (TECK/A CN), Class A | 4700 | $202235 |
|  | Teck Resources Ltd. (TECKB CN), Class B | 70 | 3003 |
|  \* | Telesat Corp. | 7308 | 219988 |
|  | TELUS Corp. | 281803 | 4120908 |
|  \* | TELUS International CDA, Inc. | 21651 | 94126 |
|  \* | Tenaz Energy Corp. | 7000 | 133557 |
|  \* | TerrAscend Corp. | 15100 | 10658 |
|  # | TerraVest Industries, Inc. | 22464 | 2174726 |
|  | TFI International, Inc. (TFII CN) | 149590 | 13442889 |
|  | TFI International, Inc. (TFII US) | 10128 | 908785 |
|  | Thomson Reuters Corp. (TRI CN) | 5196 | 795913 |
|  # | Thomson Reuters Corp. (TRI US) | 40184 | 6150563 |
|  #\* | Tidewater Midstream & Infrastructure Ltd. | 7381 | 31262 |
|  # | Timbercreek Financial Corp. | 233537 | 1105619 |
|  | TMX Group Ltd. | 289015 | 10659688 |
|  # | Topaz Energy Corp. | 279553 | 4963010 |
|  \* | Torex Gold Resources, Inc. | 383356 | 15836617 |
|  # | Toromont Industries Ltd. | 241550 | 29021133 |
|  | Toronto-Dominion Bank (TD CN) | 599266 | 49204287 |
|  | Toronto-Dominion Bank (TD US) | 744456 | 61142171 |
|  | Total Energy Services, Inc. | 153816 | 1546328 |
|  | Tourmaline Oil Corp. | 997331 | 43866770 |
|  # | TransAlta Corp. | 405415 | 7163683 |
|  | TransAlta Corp. | 701890 | 12405870 |
|  \* | Transat AT, Inc. | 53600 | 80636 |
|  | Transcontinental, Inc., Class A | 216626 | 3041151 |
|  \*†† | Trevali Mining Corp. | 258153 | 0 |
|  # | Trican Well Service Ltd. | 1376313 | 5151789 |
|  | Triple Flag Precious Metals Corp. (TFPM CN) | 2987 | 82952 |

---

------

##### [**Table of Contents**](#toc)
**INTERNATIONAL CORE EQUITY 2 PORTFOLIO** 

**CONTINUED** 

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  CANADA — (Continued) | CANADA — (Continued) |  |  |
|  | Triple Flag Precious Metals Corp. (TFPM US) | 94976 | $2636523 |
|  \* | Trisura Group Ltd. (TRRSF US) | 231 | 6290 |
|  \* | Trisura Group Ltd. (TSU CN) | 101025 | 2783937 |
|  \* | Valeura Energy, Inc. | 13508 | 64143 |
|  | Vecima Networks, Inc. | 4100 | 29496 |
|  | Velan, Inc. | 3300 | 38587 |
|  # | Vermilion Energy, Inc. (VET CN) | 145189 | 1085901 |
|  | Vermilion Energy, Inc. (VET US) | 513148 | 3833216 |
|  | VersaBank (VBNK CN) | 21290 | 254105 |
|  | VersaBank (VBNK US) | 3669 | 43551 |
|  \*†† | Victoria Gold Corp./Vancouver | 1949 | 125 |
|  \* | Viemed Healthcare, Inc. | 6057 | 39128 |
|  \* | Vitalhub Corp. | 26200 | 204736 |
|  | Wajax Corp. | 84604 | 1500197 |
|  | Waste Connections, Inc. (WCN CN) | 43109 | 7229765 |
|  | Waste Connections, Inc. (WCN US) | 88436 | 14829026 |
|  \* | Well Health Technologies Corp. | 796790 | 2982530 |
|  #\* | Wesdome Gold Mines Ltd. | 693859 | 10468116 |
|  | West Fraser Timber Co. Ltd. (WFG CN) | 190292 | 11613839 |
|  | West Fraser Timber Co. Ltd. (WFG US) | 19314 | 1178158 |
|  #\* | Western Forest Products, Inc. | 28819 | 245136 |
|  # | Westshore Terminals Investment Corp. | 134791 | 2477567 |
|  | Wheaton Precious Metals Corp. (WPM US) | 73549 | 7098949 |
|  # | Whitecap Resources, Inc. | 4900548 | 36481463 |
|  \* | WildBrain Ltd. | 168521 | 180230 |
|  | Winpak Ltd. | 84256 | 2584359 |
|  | WSP Global, Inc. | 122661 | 23450373 |
|  \* | Yangarra Resources Ltd. | 290894 | 211552 |
|  | Yellow Pages Ltd. | 49661 | 389484 |
|  TOTAL CANADA | TOTAL CANADA | TOTAL CANADA | 4372179866 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  CHINA — (0.1%) | CHINA — (0.1%) |  |  |
|  | China Gold International Resources Corp. Ltd. (CGG CN) | 2627562 | $44493670 |
|  \*†† | Hanfeng Evergreen, Inc. | 42625 | 0 |
|  \* | Neo-Neon Holdings Ltd. | 1145000 | 53698 |
|  #\* | Tongda Group Holdings Ltd. | 215399 | 127686 |
|  TOTAL CHINA | TOTAL CHINA | TOTAL CHINA | 44675054 |
|  DENMARK — (2.1%) | DENMARK — (2.1%) |  |  |
|  \* | ALK-Abello AS | 525386 | 17331656 |
|  | Alm Brand AS | 4542002 | 12782555 |
|  # | Ambu AS, Class B | 612324 | 9524394 |
|  # | AP Moller - Maersk AS (MAERSKA DC), Class A | 3745 | 7719026 |
|  | AP Moller - Maersk AS (MAERSKB DC), Class B | 5279 | 10853240 |
|  \* | Bang & Olufsen AS | 400487 | 818734 |
|  \* | Bavarian Nordic AS | 272382 | 10064063 |
|  # | Carlsberg AS, Class B | 237768 | 27956651 |
|  # | cBrain AS | 10163 | 236660 |
|  | Chemometec AS | 16005 | 1955979 |
|  # | Coloplast AS, Class B | 102784 | 9296237 |
|  | Columbus AS | 274352 | 409999 |
|  | D/S Norden AS | 100294 | 4008665 |
|  | Danske Bank AS | 1144970 | 51172371 |
|  #\* | Demant AS | 214153 | 7124898 |
|  \* | Dfds AS | 92917 | 1310131 |
|  | Djurslands Bank AS | 1040 | 127740 |
|  # | DSV AS | 214644 | 45806858 |
|  | FLSmidth & Co. AS | 246550 | 19201226 |
|  | Foroya Banki P | 2818 | 95212 |
|  \* | Genmab AS (GMAB DC) | 100563 | 28683363 |
|  #\* | GN Store Nord AS | 407879 | 7142201 |
|  | GronlandsBANKEN AS | 33 | 4458 |
|  | H Lundbeck AS (HLUNA DC), Class A | 164384 | 928309 |
|  | H Lundbeck AS (HLUNB DC) | 856800 | 6248758 |
|  #\* | H&H International AS, Class B | 75228 | 1033349 |
|  # | Harboes Bryggeri AS, Class B | 2462 | 49354 |
|  #\* | Huscompagniet AS | 3907 | 26072 |

---

------

##### [**Table of Contents**](#toc)
**INTERNATIONAL CORE EQUITY 2 PORTFOLIO** 

**CONTINUED** 

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  DENMARK — (Continued) | DENMARK — (Continued) |  |  |
|  | ISS AS | 450085 | $14186185 |
|  | Jeudan AS | 21221 | 672408 |
|  | Jyske Bank AS | 247254 | 29061546 |
|  | Matas AS | 204660 | 4062860 |
|  | MT Hoejgaard Holding AS | 1221 | 80097 |
|  \*W | Netcompany Group AS | 99012 | 4947446 |
|  \* | Nilfisk Holding AS | 41584 | 690238 |
|  \* | NKT AS | 286799 | 32104505 |
|  \*W | NNIT AS | 36488 | 311683 |
|  \* | North Media AS | 10716 | 83520 |
|  # | Novo Nordisk AS (NOVOB DC), Class B | 1773052 | 87290313 |
|  # | Novo Nordisk AS (NVO US), Sponsored ADR | 928818 | 45939338 |
|  # | Novonesis Novozymes B, Class B | 763750 | 45641397 |
|  #\* | NTG Nordic Transport Group AS | 24483 | 690895 |
|  \*W | Orsted AS | 349036 | 6250971 |
|  | Pandora AS | 385858 | 51631150 |
|  | Parken Sport & Entertainment AS | 9524 | 212348 |
|  | Per Aarsleff Holding AS | 98509 | 11186047 |
|  | Ringkjoebing Landbobank AS | 146741 | 33186316 |
|  | Rockwool AS, Class A | 70951 | 2430226 |
|  | Rockwool AS, Class B | 383080 | 13126497 |
|  | Royal Unibrew AS | 238392 | 18017714 |
|  #\* | RTX AS | 25439 | 424208 |
|  W | Scandinavian Tobacco Group AS | 185857 | 2464107 |
|  | Schouw & Co. AS | 69765 | 6414342 |
|  # | Solar AS, Class B | 17015 | 539871 |
|  # | SP Group AS | 11063 | 498944 |
|  | Sparekassen Sjaelland-Fyn AS | 11193 | 582337 |
|  | Sydbank AS | 333715 | 28489670 |
|  | TCM Group AS | 8463 | 94236 |
|  # | Tivoli AS | 1741 | 159121 |
|  | TORM PLC, Class A | 177464 | 3828041 |
|  # | Tryg AS | 817510 | 20150789 |
|  | UIE PLC | 43770 | 2127847 |
|  | Vestas Wind Systems AS | 1428164 | 29208956 |
|  | Vestjysk Bank AS | 43326 | 47509 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  DENMARK — (Continued) | DENMARK — (Continued) |  |  |
|  \* | Zealand Pharma AS | 120529 | $9542831 |
|  TOTAL DENMARK | TOTAL DENMARK | TOTAL DENMARK | 788288668 |
|  FINLAND — (1.7%) | FINLAND — (1.7%) |  |  |
|  | Aktia Bank OYJ | 212235 | 2617436 |
|  # | Alandsbanken Abp, Class B | 1250 | 65269 |
|  | Alma Media OYJ | 67280 | 1148163 |
|  # | Anora Group OYJ | 65221 | 236498 |
|  | Apetit OYJ | 3389 | 54684 |
|  | Aspo OYJ | 32663 | 235723 |
|  | Atria OYJ | 72002 | 1137829 |
|  # | Bittium OYJ | 75464 | 1479593 |
|  | Citycon OYJ | 145283 | 493297 |
|  | Digia OYJ | 35456 | 247669 |
|  | Elisa OYJ | 473458 | 20862549 |
|  #\* | Endomines Finland OYJ | 357 | 11130 |
|  #W | Enento Group OYJ | 31224 | 555130 |
|  # | eQ OYJ | 7039 | 89247 |
|  | Evli OYJ, Class B | 1367 | 33877 |
|  # | Finnair OYJ | 572020 | 1878758 |
|  # | Fiskars OYJ Abp | 78549 | 1184350 |
|  # | Fortum OYJ | 1497803 | 33400886 |
|  | F-Secure OYJ | 299317 | 590999 |
|  #\* | Glaston OYJ Abp | 5708 | 7523 |
|  | Gofore OYJ | 7011 | 114337 |
|  | Harvia OYJ | 44027 | 1840043 |
|  | Hiab OYJ | 197332 | 10928296 |
|  # | HKFoods OYJ | 149801 | 291803 |
|  | Huhtamaki OYJ | 354422 | 11910991 |
|  | Ilkka OYJ | 6838 | 31459 |
|  \* | Incap OYJ | 29331 | 316070 |
|  | Kalmar OYJ, Class B | 197492 | 8182055 |
|  # | Kamux Corp. | 41665 | 93466 |
|  # | Kemira OYJ | 532975 | 11730382 |
|  # | Kesko OYJ (KESKOA FH), Class A | 159054 | 3399773 |
|  | Kesko OYJ (KESKOB FH), Class B | 1296571 | 27350663 |
|  \* | Kojamo OYJ | 239102 | 2897246 |
|  | Kone OYJ, Class B | 443209 | 29612137 |
|  | Konecranes OYJ | 363496 | 35879815 |
|  | Lassila & Tikanoja OYJ | 110544 | 1266251 |
|  #\* | Lindex Group OYJ | 142969 | 445977 |
|  | Mandatum OYJ | 642083 | 4605187 |
|  | Marimekko OYJ | 89059 | 1312800 |
|  # | Metsa Board OYJ (METSB FH), Class B | 479416 | 1626297 |
|  # | Metso OYJ | 1935338 | 31737593 |
|  | Neste OYJ | 601384 | 12461077 |

---

------

##### [**Table of Contents**](#toc)
**INTERNATIONAL CORE EQUITY 2 PORTFOLIO** 

**CONTINUED** 

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  FINLAND — (Continued) | FINLAND — (Continued) |  |  |
|  # | Nokia OYJ (NOK US), Sponsored ADR | 663315 | $4583507 |
|  | Nokia OYJ (NOKIA FH) | 3375434 | 23024836 |
|  | Nokia OYJ (NOKIA FP) | 1186596 | 8051434 |
|  # | Nokian Renkaat OYJ | 371369 | 3744977 |
|  | Nordea Bank Abp (NDA FH) | 3434642 | 58755745 |
|  | Nordea Bank Abp (NDA SS) | 2414342 | 41255446 |
|  | Olvi OYJ, Class A | 43535 | 1485719 |
|  # | Oma Saastopankki OYJ | 24666 | 311671 |
|  \* | Optomed OYJ | 14586 | 66104 |
|  | Oriola OYJ (OKDBV FH), Class B | 452967 | 616411 |
|  # | Orion OYJ (ORNAV FH), Class A | 31511 | 2206361 |
|  | Orion OYJ (ORNBV FH), Class B | 503749 | 35178280 |
|  # | Outokumpu OYJ | 1123990 | 4834406 |
|  | Pihlajalinna OYJ | 48909 | 840265 |
|  | Ponsse OYJ | 47190 | 1381777 |
|  | Puuilo OYJ | 176207 | 2885184 |
|  #\* | QT Group OYJ | 38592 | 1581256 |
|  | Raisio OYJ, Class V | 251023 | 727799 |
|  #\* | Remedy Entertainment OYJ | 2352 | 37156 |
|  | Revenio Group OYJ | 53746 | 1500097 |
|  | Sampo OYJ, Class A | 3952894 | 44032083 |
|  # | Sanoma OYJ | 426907 | 5217866 |
|  | Scanfil OYJ | 25472 | 321247 |
|  # | Stora Enso OYJ, Class R | 1730322 | 20148132 |
|  #\* | Suominen OYJ | 10369 | 19957 |
|  # | Taaleri PLC | 19235 | 159656 |
|  # | Talenom OYJ | 21268 | 77434 |
|  | Teleste OYJ | 20343 | 95002 |
|  W | Terveystalo OYJ | 320444 | 3447309 |
|  # | TietoEVRY OYJ | 356903 | 7660378 |
|  # | Tokmanni Group Corp. | 158346 | 1565256 |
|  # | UPM-Kymmene OYJ | 971598 | 26070207 |
|  | Vaisala OYJ, Class A | 62943 | 3107796 |
|  # | Valmet OYJ | 585054 | 19036874 |
|  \* | Verkkokauppa.com OYJ | 9820 | 44850 |
|  | Wartsila OYJ Abp | 953764 | 31204409 |
|  #\* | WithSecure OYJ | 88143 | 174538 |
|  \* | YIT OYJ | 448097 | 1514647 |
|  TOTAL FINLAND | TOTAL FINLAND | TOTAL FINLAND | 621330400 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  FRANCE — (7.2%) | FRANCE — (7.2%) |  |  |
|  \* | 74Software SA | 38165 | $1574269 |
|  | ABC arbitrage | 65204 | 402856 |
|  | Accor SA | 207440 | 10553066 |
|  | Aeroports de Paris SA | 105377 | 14455719 |
|  | Air Liquide SA | 186338 | 36063645 |
|  | Airbus SE | 335774 | 82792141 |
|  | AKWEL SADIR | 45607 | 583180 |
|  \* | Alstom SA | 1429818 | 35756284 |
|  # | Altamir | 46348 | 1466167 |
|  | Alten SA | 109095 | 8984549 |
|  W | Amundi SA | 161801 | 11994692 |
|  #\*W | Aramis Group SAS | 2892 | 20950 |
|  | Arkema SA | 176945 | 10503927 |
|  # | Assystem SA | 31540 | 1581866 |
|  | Aubay | 26332 | 1518578 |
|  | AXA SA | 929826 | 40343667 |
|  W | Ayvens SA | 181370 | 2419711 |
|  #\* | Bastide le Confort Medical | 11787 | 335563 |
|  # | Beneteau SACA | 130507 | 1257958 |
|  | BioMerieux | 60838 | 7832930 |
|  | BNP Paribas SA | 765928 | 59327212 |
|  | Boiron SA | 27994 | 906648 |
|  | Bollore SE | 1577823 | 8785916 |
|  | Bonduelle SCA | 52638 | 539403 |
|  | Bouygues SA | 801598 | 36182615 |
|  | Bureau Veritas SA | 789401 | 25941639 |
|  | Capgemini SE | 169369 | 26056640 |
|  | Carrefour SA | 1827139 | 27518440 |
|  | Catana Group | 71139 | 239557 |
|  | CBo Territoria | 2301 | 9654 |
|  \* | Cegedim SA | 23260 | 305545 |
|  | Cie de Saint-Gobain SA | 958211 | 93005878 |
|  | Cie des Alpes | 102140 | 2343151 |
|  | Cie Generale des Etablissements Michelin SCA | 2012564 | 64292188 |
|  \* | Claranova SE | 80548 | 156826 |
|  \* | Clariane SE | 419282 | 1802561 |
|  | Coface SA | 656019 | 11553991 |
|  | Credit Agricole SA | 892367 | 16108446 |
|  | Danone SA | 542142 | 47880149 |
|  | Dassault Aviation SA | 22343 | 7199923 |
|  | Dassault Systemes SE | 214053 | 6091464 |
|  | Derichebourg SA | 587211 | 4005678 |
|  | Edenred SE | 377454 | 10849597 |
|  | Eiffage SA | 402573 | 49536505 |
|  #\* | Ekinops SAS | 27110 | 49180 |
|  | Electricite de Strasbourg SA | 1606 | 323967 |
|  \*W | Elior Group SA | 354954 | 1146271 |
|  | Elis SA | 1003894 | 27957583 |

---

------

##### [**Table of Contents**](#toc)
**INTERNATIONAL CORE EQUITY 2 PORTFOLIO** 

**CONTINUED** 

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  FRANCE — (Continued) | FRANCE — (Continued) |  |  |
|  \* | Emeis SA | 37206 | $614271 |
|  | Engie SA | 4907783 | 114905686 |
|  | Equasens | 340 | 14883 |
|  # | Eramet SA | 17500 | 1198060 |
|  | EssilorLuxottica SA | 105700 | 38709310 |
|  # | Esso SA Francaise | 11456 | 1288048 |
|  | Etablissements Maurel et Prom SA | 353940 | 1972858 |
|  | Eurazeo SE | 137285 | 9358425 |
|  \* | Euroapi SA | 76607 | 283359 |
|  | Eurofins Scientific SE | 422072 | 29768516 |
|  W | Euronext NV | 190501 | 27224830 |
|  #\* | Eutelsat Communications SACA | 880640 | 3406989 |
|  | Exel Industries SA, Class A | 4936 | 195749 |
|  | FDJ UNITED | 285476 | 8317942 |
|  \* | Figeac Aero | 987 | 13827 |
|  | Fnac Darty SA | 3099 | 101433 |
|  | Fnac Darty SA (0QSH LI) | 12150 | 396026 |
|  | Fnac Darty SA (FNAC FP) | 44634 | 1461728 |
|  \* | Forvia SE (1EO IM) | 64858 | 834333 |
|  \* | Forvia SE (FRVIA FP) | 560214 | 7173859 |
|  \* | Gaumont SA | 768 | 82378 |
|  | Gaztransport Et Technigaz SA | 149223 | 29550620 |
|  | GEA | 181 | 17309 |
|  | Getlink SE | 994887 | 18159890 |
|  | GL Events SACA | 43779 | 1398115 |
|  | Groupe Crit SA | 21095 | 1508341 |
|  #\* | Guerbet | 18886 | 346589 |
|  # | Hermes International SCA | 23367 | 57820682 |
|  \* | ID Logistics Group SACA | 13312 | 6046123 |
|  | Imerys SA | 107437 | 2646386 |
|  | Infotel SA | 2750 | 127739 |
|  | Interparfums SA | 47568 | 1564709 |
|  | Ipsen SA | 137276 | 19291561 |
|  | IPSOS SA | 189954 | 7281204 |
|  | Jacquet Metals SACA | 60963 | 1230916 |
|  | JCDecaux SE | 245737 | 4471058 |
|  | Kaufman & Broad SA | 56279 | 1893906 |
|  | Kering SA | 75210 | 26708341 |
|  | Laurent-Perrier | 7401 | 798491 |
|  # | Lectra | 4654 | 123425 |
|  | Legrand SA | 279922 | 48339089 |
|  | Linedata Services | 3879 | 200606 |
|  | LISI SA | 40903 | 2395893 |
|  | LNA Sante SA | 24587 | 685558 |
|  | L'Oreal SA | 121996 | 50910310 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  FRANCE — (Continued) | FRANCE — (Continued) |  |  |
|  \* | Lumibird | 1432 | $35869 |
|  | LVMH Moet Hennessy Louis Vuitton SE | 247349 | 174831860 |
|  #\*W | Maisons du Monde SA | 115407 | 271995 |
|  | Manitou BF SA | 40136 | 806141 |
|  | Mersen SA | 69826 | 1764964 |
|  | Metropole Television SA | 80796 | 1114689 |
|  | Nexans SA | 117200 | 16502015 |
|  #\* | Nexity SA | 113880 | 1191974 |
|  | NRJ Group | 87380 | 811595 |
|  | Oeneo SA | 138265 | 1472588 |
|  | Opmobility | 178693 | 2918712 |
|  | Orange SA (ORA FP) | 6848685 | 109554062 |
|  \* | OSE Immuno | 6923 | 47301 |
|  #\* | OVH Groupe SA | 19027 | 178389 |
|  | Pernod Ricard SA | 211565 | 20720784 |
|  \* | Pierre Et Vacances SA | 311118 | 582991 |
|  | Pluxee NV | 150993 | 2916811 |
|  | Publicis Groupe SA (PUB FP) | 468162 | 46923463 |
|  # | Publicis Groupe SA (PUBGY US), ADR | 28265 | 709734 |
|  | Quadient SA | 95871 | 1650077 |
|  # | Remy Cointreau SA | 20672 | 1024193 |
|  | Renault SA | 726513 | 28231702 |
|  | Rexel SA | 1147692 | 39796192 |
|  | Robertet SA | 1542 | 1479920 |
|  | Rubis SCA | 145874 | 5296969 |
|  | Safran SA | 250617 | 89048810 |
|  | Samse SACA | 989 | 143022 |
|  | Sanofi SA (SAN FP) | 552673 | 55909937 |
|  | Sanofi SA (SNY US), ADR | 68537 | 3466601 |
|  | Sartorius Stedim Biotech | 9917 | 2371843 |
|  | Savencia SA | 19407 | 1396147 |
|  | Schneider Electric SE (0NWV LI) | 19869 | 5610603 |
|  | Schneider Electric SE (SU FP) | 154363 | 43982616 |
|  | SCOR SE | 635994 | 19252665 |
|  # | SEB SA | 78064 | 4319586 |
|  # | Seche Environnement SACA | 12569 | 1017602 |
|  | SES SA | 1789525 | 13712001 |
|  \*W | SMCP SA | 136049 | 958141 |
|  | Societe BIC SA | 80481 | 4478087 |
|  | Societe des Bains de Mer et du Cercle des Etrangers a Monaco | 755 | 93181 |

---

------

##### [**Table of Contents**](#toc)
**INTERNATIONAL CORE EQUITY 2 PORTFOLIO** 

**CONTINUED** 

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  FRANCE — (Continued) | FRANCE — (Continued) |  |  |
|  | Societe Generale SA | 1071889 | $67979851 |
|  | Societe LDC SADIR | 5415 | 576088 |
|  # | Sodexo SA | 260138 | 14403952 |
|  | Sodexo, Inc. | 8908 | 493265 |
|  \* | SOITEC | 43863 | 2075654 |
|  #\* | Solutions 30 SE | 11956 | 13756 |
|  | Sopra Steria Group | 71039 | 11057033 |
|  | SPIE SA | 542648 | 27616632 |
|  # | Stef SA | 22312 | 3112308 |
|  # | STMicroelectronics NV (STM FP) | 876681 | 21527677 |
|  # | Sword Group | 24297 | 1028144 |
|  | Synergie SE | 41734 | 1616571 |
|  | Technip Energies NV | 626610 | 25461701 |
|  | Teleperformance SE | 167150 | 11935940 |
|  # | Television Francaise 1 SA | 133303 | 1219528 |
|  # | TFF Group | 795 | 17048 |
|  | Thales SA | 142400 | 40605757 |
|  | Thermador Groupe | 12068 | 1062619 |
|  # | Tikehau Capital SCA | 25541 | 530538 |
|  | TotalEnergies SE (TTE FP) | 4092751 | 255530993 |
|  # | TotalEnergies SE (TTE US), Sponsored ADR | 215223 | 13395480 |
|  | Trigano SA | 43525 | 7243004 |
|  \* | Ubisoft Entertainment SA | 294274 | 2627272 |
|  | Valeo SE | 649049 | 8973261 |
|  | Vallourec SACA | 802756 | 14967046 |
|  | Veolia Environnement SA (VIE FP) | 620139 | 20493797 |
|  | Vetoquinol SA | 4091 | 351814 |
|  | Vicat SACA | 79141 | 5933075 |
|  | VIEL & Cie SA | 80059 | 1624919 |
|  | Vinci SA | 701249 | 93768386 |
|  | Virbac SACA | 13467 | 5506690 |
|  \* | Viridien | 21160 | 2591126 |
|  | Vivendi SE | 2173700 | 7829604 |
|  #\* | Voltalia SA | 51820 | 426476 |
|  # | Vranken-Pommery Monopole SA | 1916 | 26282 |
|  | VusionGroup | 8887 | 2470152 |
|  # | Wavestone | 19684 | 1171349 |
|  #\*W | Worldline SA | 414872 | 1124765 |
|  \*W | X-Fab Silicon Foundries SE | 182530 | 1158223 |
|  TOTAL FRANCE | TOTAL FRANCE | TOTAL FRANCE | 2717541324 |
|  GERMANY — (7.3%) | GERMANY — (7.3%) |  |  |
|  # | 1&1 AG | 166280 | 4105690 |
|  \* | 7C Solarparken AG | 157826 | 289413 |
|  | Adesso SE | 10989 | 1186621 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  GERMANY — (Continued) | GERMANY — (Continued) |  |  |
|  # | adidas AG | 212205 | $40124226 |
|  | Adtran Networks SE | 25248 | 628809 |
|  | AIXTRON SE | 149593 | 2397217 |
|  | All for One Group SE | 6633 | 311992 |
|  | Allgeier SE | 21233 | 447620 |
|  | Allianz SE (ALIZY US), ADR | 50320 | 2021858 |
|  | Allianz SE (ALV GR) | 195310 | 78483682 |
|  | AlzChem Group AG | 22911 | 4413858 |
|  # | Amadeus Fire AG | 16623 | 1010985 |
|  \* | Aroundtown SA | 1392408 | 4975726 |
|  | Atoss Software SE | 37599 | 5042600 |
|  #W | Aumann AG | 5308 | 77025 |
|  \* | Aumovio SE | 168165 | 7230060 |
|  # | Aurubis AG | 152294 | 19857124 |
|  | BASF SE | 1745667 | 86134390 |
|  \* | Basler AG | 10042 | 201493 |
|  | Bayer AG | 2945295 | 91611892 |
|  # | Bayerische Motoren Werke AG | 495476 | 46200579 |
|  #\* | BayWa AG (BYW6 GR) | 61967 | 368374 |
|  | Bechtle AG | 310976 | 13144840 |
|  W | Befesa SA | 104040 | 3445601 |
|  # | Beiersdorf AG | 94463 | 10014402 |
|  | Bertrandt AG | 15981 | 368909 |
|  | Bijou Brigitte AG | 13709 | 643278 |
|  | Bilfinger SE | 133177 | 14368802 |
|  # | Borussia Dortmund GmbH & Co. KGaA | 236502 | 934812 |
|  #\* | BRANICKS Group AG | 105407 | 237722 |
|  # | Brenntag SE | 410125 | 22777821 |
|  \*W | Brockhaus Technologies AG | 900 | 13380 |
|  | CANCOM SE (COK GR) | 65009 | 1849271 |
|  | Carl Zeiss Meditec AG | 70829 | 3592511 |
|  \* | Ceconomy AG | 503707 | 2578788 |
|  #\* | CENIT AG | 26633 | 216849 |
|  | Cewe Stiftung & Co. KGaA | 34614 | 3966126 |
|  | Commerzbank AG | 1576057 | 57467579 |
|  | Continental AG | 316088 | 24152876 |
|  \* | Covestro AG | 516166 | 36051978 |
|  # | CTS Eventim AG & Co. KGaA | 237943 | 21317635 |
|  | Daimler Truck Holding AG | 1531261 | 61377012 |

---

------

##### [**Table of Contents**](#toc)
**INTERNATIONAL CORE EQUITY 2 PORTFOLIO** 

**CONTINUED** 

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  GERMANY — (Continued) | GERMANY — (Continued) |  |  |
|  | Data Modul AG Produktion Und Vertrieb Von Elektronischen Systemen | 2656 | $88908 |
|  #\*W  | Delivery Hero SE | 53243 | 1352358 |
|  #  | Dermapharm Holding SE | 41728 | 1643071 |
|  # | Deutsche Bank AG (DB US) | 558092 | 19962951 |
|  | Deutsche Bank AG (DBK GR) | 1854208 | 66380959 |
|  # | Deutsche Beteiligungs AG | 52000 | 1424642 |
|  | Deutsche Boerse AG | 259172 | 65632707 |
|  | Deutsche EuroShop AG | 19397 | 414758 |
|  | Deutsche Lufthansa AG | 1409207 | 12354371 |
|  #W | Deutsche Pfandbriefbank AG | 560776 | 2949428 |
|  | Deutsche Post AG | 2262064 | 103933584 |
|  | Deutsche Telekom AG (DTE GR) | 5657728 | 175249091 |
|  | Deutsche Telekom AG (DTEGY US), Sponsored ADR | 4026 | 125128 |
|  | Deutsche Wohnen SE | 71545 | 1783099 |
|  | Deutz AG | 225216 | 2232313 |
|  | Draegerwerk AG & Co. KGaA | 12257 | 863172 |
|  | Duerr AG | 158820 | 3704417 |
|  W | DWS Group GmbH & Co. KGaA | 150180 | 9614461 |
|  | E.ON SE | 6673910 | 124177277 |
|  | Eckert & Ziegler SE | 169048 | 3303674 |
|  \* | EDAG Engineering Group AG | 20949 | 166801 |
|  | Elmos Semiconductor SE | 32846 | 3106216 |
|  | ElringKlinger AG | 141320 | 659595 |
|  # | Energiekontor AG | 18365 | 716574 |
|  | Evonik Industries AG | 784342 | 13144032 |
|  #\* | Evotec SE | 550313 | 4481694 |
|  | Fabasoft AG | 11109 | 193266 |
|  | Fielmann Group AG | 77112 | 4211361 |
|  | flatexDEGIRO AG | 333265 | 12641393 |
|  \* | Fraport AG Frankfurt Airport Services Worldwide | 157528 | 13502466 |
|  | Freenet AG | 753145 | 23421186 |
|  | Fresenius Medical Care AG (FME GR) | 448403 | 24073521 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  GERMANY — (Continued) | GERMANY — (Continued) |  |  |
|  | Fresenius Medical Care AG (FMS US), ADR | 1074 | $28826 |
|  | Fresenius SE & Co. KGaA | 703880 | 40503334 |
|  | Friedrich Vorwerk Group SE | 30678 | 3303019 |
|  | FUCHS SE | 90619 | 3214446 |
|  | GEA Group AG | 629633 | 45036151 |
|  # | Gerresheimer AG | 105698 | 3364324 |
|  | Gesco SE | 28579 | 523569 |
|  # | GFT Technologies SE | 89405 | 1836656 |
|  \* | Grand City Properties SA | 127701 | 1626053 |
|  # | Grenke AG | 71146 | 1225851 |
|  # | Hannover Rueck SE | 86988 | 24833199 |
|  #W  | Hapag-Lloyd AG | 54732 | 7869432 |
|  | Hawesko Holding SE | 1974 | 47689 |
|  | Heidelberg Materials AG | 378779 | 88862881 |
|  #\* | Heidelberger Druckmaschinen AG | 791914 | 1786036 |
|  | Hella GmbH & Co. KGaA | 5432 | 505639 |
|  \* | HelloFresh SE | 459751 | 3727005 |
|  | Henkel AG & Co. KGaA | 133684 | 9982652 |
|  # | Hensoldt AG | 233324 | 24871783 |
|  | HOCHTIEF AG | 78040 | 22400508 |
|  \* | Hoenle AG | 4366 | 37839 |
|  | Hornbach Holding AG & Co. KGaA | 42650 | 4267443 |
|  | HUGO BOSS AG | 129258 | 5734525 |
|  | Indus Holding AG | 49401 | 1279363 |
|  | Infineon Technologies AG (IFNNY US), ADR | 173010 | 6852926 |
|  | Infineon Technologies AG (IFX GR) | 1809236 | 71813816 |
|  # | Init Innovation in Traffic Systems SE | 14714 | 793140 |
|  W | Instone Real Estate Group SE | 108033 | 1034025 |
|  \* | IONOS Group SE | 47848 | 1699379 |
|  | IVU Traffic Technologies AG | 28696 | 678563 |
|  | Jenoptik AG | 157636 | 3560361 |
|  W | JOST Werke SE | 34312 | 1999005 |
|  | K&S AG | 774373 | 10088075 |
|  | KION Group AG | 353395 | 25110278 |
|  | Kloeckner & Co. SE | 80248 | 513131 |
|  #\* | Knaus Tabbert AG | 9810 | 169979 |
|  | Knorr-Bremse AG | 193223 | 17979007 |

---

------

##### [**Table of Contents**](#toc)
**INTERNATIONAL CORE EQUITY 2 PORTFOLIO** 

**CONTINUED** 

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  GERMANY — (Continued) | GERMANY — (Continued) |  |  |
|  \* | Koenig & Bauer AG | 31015 | $475943 |
|  #  | Kontron AG | 168742 | 4410666 |
|  | Krones AG | 57689 | 8379237 |
|  | KSB SE & Co. KGaA | 267 | 287894 |
|  | KWS Saat SE & Co. KGaA | 34435 | 2654375 |
|  # | Lanxess AG | 251019 | 5977650 |
|  | LEG Immobilien SE | 141653 | 10795974 |
|  # | Leifheit AG | 24899 | 427574 |
|  \* | LPKF Laser & Electronics SE | 19933 | 151516 |
|  \* | Medios AG | 6587 | 92711 |
|  | Mercedes-Benz Group AG | 1014994 | 65857413 |
|  | Merck KGaA | 26178 | 3429150 |
|  | MLP SE | 290405 | 2383476 |
|  # | MTU Aero Engines AG | 74138 | 32400165 |
|  | Muenchener Rueckversicherungs-Gesellschaft AG in Muenchen | 122464 | 75767728 |
|  | Multitude PLC | 9189 | 72286 |
|  | Mutares SE & Co. KGaA | 44793 | 1429892 |
|  # | Nagarro SE | 21080 | 1175701 |
|  # | Nemetschek SE | 195375 | 22575682 |
|  #\* | Nordex SE | 346411 | 10229768 |
|  # | Norma Group SE | 77994 | 1265562 |
|  # | Patrizia SE | 135269 | 1132734 |
|  \* | Pentixapharm Holding AG | 27609 | 49033 |
|  | Pfeiffer Vacuum Technology AG | 15067 | 2708758 |
|  | ProCredit Holding AG | 62600 | 559052 |
|  # | Puma SE (PUM GR) | 317041 | 6741210 |
|  \* | PVA TePla AG | 52690 | 1611260 |
|  | PWO AG | 5903 | 198753 |
|  \* | q.beyond AG | 479501 | 471422 |
|  # | Qiagen NV | 403702 | 18947714 |
|  \* | R Stahl AG | 4599 | 83786 |
|  | Rational AG | 14353 | 10529337 |
|  | RENK Group AG | 12186 | 927796 |
|  | Rheinmetall AG | 84035 | 165194670 |
|  | RTL Group SA | 138640 | 5353036 |
|  | RWE AG | 868514 | 42757393 |
|  | SAF-Holland SE | 82602 | 1343673 |
|  # | Salzgitter AG | 94156 | 3055538 |
|  | SAP SE (SAP GR) | 198124 | 51526575 |
|  | Schaeffler AG | 273227 | 2216691 |
|  # | Schott Pharma AG & Co. KGaA | 13870 | 311432 |
|  W | Scout24 SE | 94573 | 10937014 |
|  | Secunet Security Networks AG | 4812 | 1105438 |
|  #\* | SFC Energy AG | 2564 | 46749 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  GERMANY — (Continued) | GERMANY — (Continued) |  |  |
|  #\* | SGL Carbon SE | 174965 | $619590 |
|  | Siemens AG (SIE GR) | 235038 | 66609112 |
|  | Siemens AG (SIEGY US), Sponsored ADR | 5196 | 736221 |
|  \* | Siemens Energy AG | 534674 | 66612522 |
|  W | Siemens Healthineers AG | 223519 | 12528226 |
|  # | Siltronic AG | 41316 | 2551425 |
|  | Sixt SE | 42269 | 3715772 |
|  #\*  | SMA Solar Technology AG | 38887 | 1166276 |
|  | Stabilus SE | 75588 | 1897607 |
|  | STRATEC SE | 8076 | 218458 |
|  | Stroeer SE & Co. KGaA | 102538 | 4486457 |
|  # | Suedzucker AG | 187985 | 2073269 |
|  | Surteco Group SE | 32698 | 466738 |
|  | SUSS MicroTec SE | 61566 | 1978442 |
|  # | Symrise AG | 284442 | 23523068 |
|  # | TAG Immobilien AG | 643850 | 10688499 |
|  | Takkt AG | 72966 | 378933 |
|  \* | Talanx AG | 198352 | 24153581 |
|  \*W | TeamViewer SE | 41775 | 307491 |
|  | Technotrans SE | 16968 | 697486 |
|  | thyssenkrupp AG | 2004565 | 21006518 |
|  #\*W | Thyssenkrupp Nucera AG & Co. KGaA | 15120 | 155935 |
|  \* | Tkms AG& Co. KGaA | 100228 | 9444398 |
|  \* | TUI AG | 1758814 | 14986623 |
|  | United Internet AG | 270967 | 8365246 |
|  | Verbio SE | 36978 | 656811 |
|  | Volkswagen AG | 38939 | 4107356 |
|  # | Vonovia SE | 493969 | 14846615 |
|  # | Vossloh AG | 42621 | 3887162 |
|  # | Wacker Chemie AG | 55859 | 4405618 |
|  | Wacker Neuson SE | 105064 | 2287648 |
|  | Washtec AG | 51324 | 2442593 |
|  \* | Westwing Group SE | 15029 | 199307 |
|  | Wuestenrot & Wuerttembergische AG | 75342 | 1228203 |
|  \*W | Zalando SE | 687125 | 19255010 |
|  | Zeal Network SE | 21319 | 1195390 |
|  TOTAL GERMANY | TOTAL GERMANY | TOTAL GERMANY | 2724238841 |
|  HONG KONG — (1.5%) | HONG KONG — (1.5%) |  |  |
|  | Aeon Credit Service Asia Co. Ltd. | 78000 | 76011 |
|  | AIA Group Ltd. | 7285200 | 70890312 |
|  \*†† | Aidigong Maternal & Child Health Ltd. | 67466 | 8509 |
|  \* | Allied Group Ltd. | 1744000 | 539296 |

---

------

##### [**Table of Contents**](#toc)
**INTERNATIONAL CORE EQUITY 2 PORTFOLIO** 

**CONTINUED** 

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  HONG KONG — (Continued) | HONG KONG — (Continued) |  |  |
|  | APAC Resources Ltd. | 481197 | $119672 |
|  | Asia Financial Holdings Ltd. | 400000 | 226358 |
|  \* | Asia Standard International Group Ltd. | 565561 | 21822 |
|  | ASMPT Ltd. | 771700 | 8122749 |
|  | Associated International Hotels Ltd. | 79000 | 54328 |
|  | Bank of East Asia Ltd. | 3236737 | 5572999 |
|  | Best Mart 360 Holdings Ltd. | 408000 | 109184 |
|  | BOC Hong Kong Holdings Ltd. | 3312000 | 16274233 |
|  #\* | Bright Smart Securities & Commodities Group Ltd. | 3018000 | 3779835 |
|  W | Budweiser Brewing Co. APAC Ltd. | 1668800 | 1692735 |
|  | Build King Holdings Ltd. | 960000 | 189034 |
|  # | Cafe de Coral Holdings Ltd. | 1054000 | 851394 |
|  | Cathay Pacific Airways Ltd. | 6407180 | 9120774 |
|  | Cheuk Nang Holdings Ltd. | 104488 | 18731 |
|  | Chevalier International Holdings Ltd. | 130276 | 64662 |
|  \* | Chi Kan Holdings Ltd. | 88000 | 27396 |
|  \* | China Energy Development Holdings Ltd. | 33840000 | 148332 |
|  | China Motor Bus Co. Ltd. | 6800 | 51409 |
|  \* | China Star Entertainment Ltd. | 7096000 | 1982314 |
|  | Chinese Estates Holdings Ltd. | 1775000 | 298641 |
|  | Chow Sang Sang Holdings International Ltd. | 1129000 | 2020204 |
|  \* | Chuang's Consortium International Ltd. | 3235553 | 139226 |
|  | CITIC Telecom International Holdings Ltd. | 7914000 | 2516016 |
|  | CK Asset Holdings Ltd. | 1893124 | 9365746 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  HONG KONG — (Continued) | HONG KONG — (Continued) |  |  |
|  | CK Hutchison Holdings Ltd. | 2034408 | $13491118 |
|  # | CK Infrastructure Holdings Ltd. | 768545 | 4998890 |
|  \* | CK Life Sciences International Holdings, Inc. | 7186000 | 831897 |
|  | CLP Holdings Ltd. | 1016500 | 8670099 |
|  # | C-Mer Medical Holdings Ltd. | 1144000 | 268047 |
|  #†† | Convoy, Inc. | 23823171 | 95960 |
|  #\* | Cowell e Holdings, Inc. | 969000 | 3849535 |
|  W | Crystal International Group Ltd. | 1613000 | 1413832 |
|  \* | CSC Holdings Ltd. | 93760000 | 409896 |
|  \* | CSI Properties Ltd. | 40033880 | 926366 |
|  | CTF Services Ltd. | 4116221 | 4447798 |
|  \*†† | CW Group Holdings Ltd. | 1730500 | 0 |
|  | Dah Sing Banking Group Ltd. | 2056102 | 2910556 |
|  | Dah Sing Financial Holdings Ltd. | 808444 | 3738110 |
|  #\* | Deep Source Holdings Ltd. | 9630000 | 942185 |
|  | Dickson Concepts International Ltd. | 427000 | 288758 |
|  | Dream International Ltd. | 482000 | 604461 |
|  \* | DTXS Silk Road Investment Holdings Co. Ltd. | 6000 | 545 |
|  | Dynamic Holdings Ltd. | 92000 | 144231 |
|  | Eagle Nice International Holdings Ltd. | 1394000 | 649914 |
|  | EC Healthcare | 994000 | 81827 |
|  †† | EcoGreen International Group Ltd. | 468240 | 21470 |
|  \* | Emperor Capital Group Ltd. | 1554000 | 20369 |
|  | Emperor Watch & Jewellery Ltd. | 10150000 | 372139 |
|  \* | ENM Holdings Ltd. | 1964000 | 74559 |
|  \* | Esprit Holdings Ltd. | 1013096 | 168455 |
|  | Fairwood Holdings Ltd. | 267000 | 176260 |
|  | Far East Consortium International Ltd. | 6654465 | 651015 |
|  | First Pacific Co. Ltd. | 7047756 | 5690428 |

---

------

##### [**Table of Contents**](#toc)
**INTERNATIONAL CORE EQUITY 2 PORTFOLIO** 

**CONTINUED** 

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  HONG KONG — (Continued) | HONG KONG — (Continued) |  |  |
|  #\*W | FIT Hon Teng Ltd. | 9411000 | $7040782 |
|  | Four Seas Mercantile Holdings Ltd. | 36000 | 12047 |
|  \*W | Frontage Holdings Corp. | 1238000 | 190386 |
|  | FSE Lifestyle Services Ltd. | 445000 | 331040 |
|  | Galaxy Entertainment Group Ltd. | 2121000 | 10567518 |
|  | Get Nice Holdings Ltd. | 159764 | 61222 |
|  | Giordano International Ltd. | 3728000 | 709524 |
|  | Glorious Sun Enterprises Ltd. | 1763000 | 301936 |
|  #\*†† | Gold Financial Holdings Ltd. | 2104000 | 0 |
|  \* | GR Life Style Co. Ltd. | 2932000 | 746506 |
|  | Great Eagle Holdings Ltd. | 560652 | 1049878 |
|  | G-Resources Group Ltd. | 6254820 | 6504206 |
|  | Guoco Group Ltd. | 27000 | 269132 |
|  # | Guotai Junan International Holdings Ltd. | 11609000 | 5693413 |
|  | Hang Lung Group Ltd. | 2766000 | 5263397 |
|  | Hang Lung Properties Ltd. | 5629656 | 6268861 |
|  | Hang Seng Bank Ltd. | 466400 | 9092443 |
|  \* | Hanison Construction Holdings Ltd. | 269496 | 8407 |
|  | Harbour Centre Development Ltd. | 158000 | 85355 |
|  # | Henderson Land Development Co. Ltd. | 1439104 | 5062410 |
|  | HK Electric Investments & HK Electric Investments Ltd. | 4131500 | 3211245 |
|  \* | HKR International Ltd. | 3979638 | 555554 |
|  | HKT Trust & HKT Ltd. | 11178000 | 16321799 |
|  | Hong Kong & China Gas Co. Ltd. | 9514586 | 8854768 |
|  | Hong Kong Exchanges & Clearing Ltd. | 812318 | 44273675 |
|  | Hong Kong Ferry Holdings Co. Ltd. | 506000 | 313677 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  HONG KONG — (Continued) | HONG KONG — (Continued) |  |  |
|  | Hong Kong Technology Venture Co. Ltd. | 1515535 | $280034 |
|  \* | Hongkong & Shanghai Hotels Ltd. | 2244726 | 1775095 |
|  W | Honma Golf Ltd. | 558000 | 239170 |
|  | Hutchison Telecommunications Hong Kong Holdings Ltd. | 4412000 | 618433 |
|  | Hysan Development Co. Ltd. | 1115215 | 2310453 |
|  | IGG, Inc. | 3073000 | 1540374 |
|  W | Impro Precision Industries Ltd. | 628000 | 404223 |
|  | International Housewares Retail Co. Ltd. | 657000 | 66847 |
|  \* | IPE Group Ltd. | 565000 | 59794 |
|  | Jacobson Pharma Corp. Ltd. | 90000 | 16774 |
|  | JBM Healthcare Ltd. | 210000 | 79843 |
|  | Johnson Electric Holdings Ltd. | 1648318 | 7734398 |
|  | K Wah International Holdings Ltd. | 3271000 | 929956 |
|  | Karrie International Holdings Ltd. | 2258000 | 821710 |
|  | Kerry Properties Ltd. | 1716583 | 4326589 |
|  \* | Kingkey Financial International Holdings Ltd. | 2020000 | 38902 |
|  | KLN Logistics Group Ltd. | 1222791 | 1131670 |
|  | Kowloon Development Co. Ltd. | 1578984 | 768360 |
|  \* | Lai Sun Development Co. Ltd. | 1641880 | 138559 |
|  | Lam Soon Hong Kong Ltd. | 12000 | 17840 |
|  | Langham Hospitality Investments & Langham Hospitality Investments Ltd. | 401126 | 26344 |
|  \* | Lerado Financial Group Co. Ltd. | 74000 | 1906 |
|  | Liu Chong Hing Investment Ltd. | 766000 | 431826 |
|  | Luk Fook Holdings International Ltd. | 1600000 | 5115560 |
|  | Man Wah Holdings Ltd. | 8041200 | 4909019 |

---

------

##### [**Table of Contents**](#toc)
**INTERNATIONAL CORE EQUITY 2 PORTFOLIO** 

**CONTINUED** 

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  HONG KONG — (Continued) | HONG KONG — (Continued) |  |  |
|  \* | MECOM Power & Construction Ltd. | 1177500 | $22561 |
|  \* | Melco International Development Ltd. | 618000 | 371270 |
|  | MGM China Holdings Ltd. | 1381200 | 2645599 |
|  \*†† | MH Development NPV | 314080 | 0 |
|  \* | Midland Holdings Ltd. | 1328364 | 374845 |
|  | Miramar Hotel & Investment | 609000 | 765012 |
|  | Modern Dental Group Ltd. | 1402000 | 942368 |
|  \* | Modern Innovative Digital Technology Co. Ltd. | 1888000 | 28085 |
|  #\* | Mongolian Mining Corp. | 1746000 | 2544471 |
|  # | MTR Corp. Ltd. | 1295632 | 4753270 |
|  | NagaCorp Ltd. | 4288192 | 2875346 |
|  | Nameson Holdings Ltd. | 1916000 | 219326 |
|  \* | National United Resources Holdings Ltd. | 33200 | 1329 |
|  \* | New Focus Auto Tech Holdings Ltd. | 608000 | 3847 |
|  #\* | New World Development Co. Ltd. | 4099284 | 3794434 |
|  \*†† | NewOcean Energy |  |  |
|  | Holdings Ltd. | 4088000 | 0 |
|  # | Nissin Foods Co. Ltd. | 834000 | 720414 |
|  | Orbusneich Medical Group Holdings Ltd. | 15500 | 8948 |
|  | Oriental Watch Holdings | 1655793 | 724537 |
|  #\* | Oshidori International Holdings Ltd. | 17466000 | 1128262 |
|  # | Pacific Basin Shipping Ltd. | 23407000 | 7752341 |
|  | Pacific Textiles Holdings Ltd. | 2568000 | 479265 |
|  | PAX Global Technology Ltd. | 2753000 | 1886118 |
|  | PC Partner Group Ltd. | 940000 | 752149 |
|  | PCCW Ltd. | 16086308 | 11491566 |
|  #\*†† | Peace Mark Holdings Ltd. | 232000 | 0 |
|  # | Perfect Medical Health Management Ltd. | 1127000 | 200129 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  HONG KONG — (Continued) | HONG KONG — (Continued) |  |  |
|  | Pico Far East Holdings Ltd. | 3140000 | $1059723 |
|  | Playmates Holdings Ltd. | 878000 | 59892 |
|  | Plover Bay Technologies Ltd. | 1048000 | 864492 |
|  | Power Assets Holdings Ltd. | 1344500 | 8541261 |
|  | PRADA SpA | 728200 | 4297300 |
|  \* | Public Financial Holdings Ltd. | 1422000 | 234572 |
|  #W | Regina Miracle International Holdings Ltd. | 1148000 | 300917 |
|  # | Sa Sa International Holdings Ltd. | 3280000 | 261726 |
|  W | Samsonite Group SA | 3390300 | 7089321 |
|  | Sands China Ltd. | 1516000 | 3951084 |
|  | SAS Dragon Holdings Ltd. | 1326000 | 797440 |
|  | SEA Holdings Ltd. | 989918 | 163989 |
|  \* | Shandong Hi-Speed Holdings Group Ltd. | 569000 | 151086 |
|  # | Shangri-La Asia Ltd. | 4186166 | 2612391 |
|  \* | Shenwan Hongyuan HK Ltd. | 1310000 | 277594 |
|  \* | Shun Tak Holdings Ltd. | 7816250 | 735215 |
|  | Singamas Container Holdings Ltd. | 4974000 | 415410 |
|  | Sino Land Co. Ltd. | 6969156 | 8656634 |
|  \* | Sinohope Technology Holdings Ltd. | 176500 | 103296 |
|  | SITC International Holdings Co. Ltd. | 4284000 | 15806534 |
|  #\* | SJM Holdings Ltd. | 5703125 | 2075515 |
|  \* | Smart Fish Wealthlink Holdings Ltd. | 699300 | 38618 |
|  | SmarTone Telecommunications Holdings Ltd. | 1001930 | 622381 |
|  \* | Solomon Systech International Ltd. | 3622000 | 232608 |
|  \* | Soundwill Holdings Ltd. | 172500 | 133758 |
|  \* | Starcoin Group Ltd. | 1730000 | 54105 |
|  | Stella International Holdings Ltd. | 2115000 | 4496456 |
|  # | Sun Hung Kai & Co. Ltd. | 2432787 | 1208271 |
|  | Sun Hung Kai Properties Ltd. | 636011 | 7739481 |

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##### [**Table of Contents**](#toc)
**INTERNATIONAL CORE EQUITY 2 PORTFOLIO** 

**CONTINUED** 

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  HONG KONG — (Continued) | HONG KONG — (Continued) |  |  |
|  # | SUNeVision Holdings Ltd. | 2780000 | $2159331 |
|  # | Swire Pacific Ltd. (19 HK), Class A | 819000 | 6764383 |
|  | Swire Pacific Ltd. (87 HK), Class B | 1550000 | 2296705 |
|  | Swire Properties Ltd. | 821850 | 2238945 |
|  | TAI Cheung Holdings Ltd. | 1125000 | 460820 |
|  | Tai Hing Group Holdings Ltd. | 1223000 | 176208 |
|  | Tai Sang Land Development Ltd. | 84523 | 24770 |
|  | Tan Chong International Ltd. | 372000 | 75746 |
|  \* | Taung Gold International Ltd. | 1110000 | 94018 |
|  | Techtronic Industries Co. Ltd. | 1570000 | 18312489 |
|  \* | Television Broadcasts Ltd. | 1140900 | 487047 |
|  | Texhong International Group Ltd. | 1026000 | 601950 |
|  | Texwinca Holdings Ltd. | 2232000 | 224184 |
|  | Town Health International Medical Group Ltd. | 2602000 | 92015 |
|  | Tradelink Electronic Commerce Ltd. | 1772000 | 232578 |
|  | Transport International Holdings Ltd. | 1077097 | 1482958 |
|  # | United Laboratories International Holdings Ltd. | 5269500 | 8531542 |
|  \* | Unity Group Holdings International Ltd. | 1462000 | 74351 |
|  \*†† | Untrade.Genting | 1416000 | 0 |
|  | Value Partners Group Ltd. | 4077000 | 1288836 |
|  | Vedan International Holdings Ltd. | 1188000 | 103607 |
|  | Vitasoy International Holdings Ltd. | 1956000 | 1913017 |
|  \* | Viva Goods Co. Ltd. | 384000 | 29153 |
|  \* | Vobile Group Ltd. | 488000 | 325299 |
|  | VSTECS Holdings Ltd. | 3775200 | 4674258 |
|  # | VTech Holdings Ltd. | 485200 | 3957144 |
|  \* | Wang On Group Ltd. | 32180000 | 119927 |
|  \* | Wealthink AI-Innovation Capital Ltd. | 2060000 | 68889 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  HONG KONG — (Continued) | HONG KONG — (Continued) |  |  |
|  W | WH Group Ltd. | 26649234 | $25634340 |
|  | Wharf Real Estate Investment Co. Ltd. | 2026750 | 5768574 |
|  | Wing On Co. International Ltd. | 123137 | 209996 |
|  | Wing Tai Properties Ltd. | 462000 | 99420 |
|  | Wynn Macau Ltd. | 3288800 | 2796485 |
|  \* | Xingye Alloy Materials Group Ltd. | 279000 | 35672 |
|  # | Xinyi Glass Holdings Ltd. | 7617439 | 8908814 |
|  | YesAsia Holdings Ltd. | 305000 | 196158 |
|  # | Yue Yuen Industrial Holdings Ltd. | 2290000 | 4199792 |
|  \* | Zhaobangji Lifestyle Holdings Ltd. | 240000 | 14538 |
|  TOTAL HONG KONG | TOTAL HONG KONG | TOTAL HONG KONG | 578934023 |
|  IRELAND — (0.5%) | IRELAND — (0.5%) |  |  |
|  | AIB Group PLC | 6594890 | 60780656 |
|  | Bank of Ireland Group PLC | 4521858 | 74036246 |
|  | Cairn Homes PLC | 2901465 | 6447240 |
|  | Dalata Hotel Group PLC | 640820 | 4753799 |
|  | FBD Holdings PLC (FBD ID) | 61609 | 1030579 |
|  | FBD Holdings PLC (FBH LN) | 18709 | 312691 |
|  | Glanbia PLC (GLB ID) | 655090 | 11088017 |
|  | Glanbia PLC (GLB LN) | 74909 | 1286385 |
|  \*W | Glenveagh Properties PLC | 2219683 | 4878937 |
|  | Irish Continental Group PLC (IR5B ID) | 492900 | 3261538 |
|  | Kerry Group PLC (KYGA ID), Class A | 42583 | 3884539 |
|  | Kerry Group PLC (KYGA LN), Class A | 76886 | 6847327 |
|  | Kingspan Group PLC (KGP LN) | 19320 | 1472504 |
|  | Kingspan Group PLC (KSP ID) | 253018 | 18945552 |
|  \* | Permanent TSB Group Holdings PLC | 71127 | 238356 |
|  TOTAL IRELAND | TOTAL IRELAND | TOTAL IRELAND | 199264366 |

---

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##### [**Table of Contents**](#toc)
**INTERNATIONAL CORE EQUITY 2 PORTFOLIO** 

**CONTINUED** 

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  ISRAEL — (1.2%) | ISRAEL — (1.2%) |  |  |
|  \* | Abra Information Technologies Ltd. | 2156 | $2906 |
|  \* | Accel Solutions Group Ltd. | 153743 | 77608 |
|  | Ackerstein Group Ltd. | 28881 | 85996 |
|  #\* | Adgar Investment & Development Ltd. | 184474 | 289794 |
|  # | Afcon Holdings Ltd. | 2339 | 200019 |
|  \* | AFI Properties Ltd. | 48972 | 3320242 |
|  | Africa Israel Residences Ltd. | 13270 | 1155626 |
|  \* | Airport City Ltd. | 134264 | 2653890 |
|  \* | Allot Ltd. | 48893 | 480019 |
|  # | Alony Hetz Properties & Investments Ltd. | 182507 | 2237619 |
|  | Alrov Properties & Lodgings Ltd. | 27535 | 2473220 |
|  # | Altshuler Shaham Finance Ltd. | 64944 | 171752 |
|  | Amot Investments Ltd. | 284975 | 2249862 |
|  | Analyst IMS Investment Management Services Ltd. | 1579 | 65992 |
|  | Arad Ltd. | 24891 | 397747 |
|  \* | Argo Properties NV | 18714 | 686124 |
|  | Ari Real Estate Arena Investment Ltd. | 90628 | 82405 |
|  | Aryt Industries Ltd. | 9314 | 122003 |
|  #\* | Ashdod Refinery Ltd. | 28941 | 490010 |
|  # | Ashtrom Group Ltd. | 96852 | 2212871 |
|  | AudioCodes Ltd. (AUDC IT) | 9004 | 80037 |
|  | AudioCodes Ltd. (AUDC US) | 63868 | 570341 |
|  # | Aura Investments Ltd. | 183463 | 1323342 |
|  # | Automatic Bank Services Ltd. | 36980 | 257082 |
|  \* | Avgol Industries 1953 Ltd. | 189621 | 80206 |
|  | Ayalon Holdings Ltd. | 2814 | 59282 |
|  # | Azorim-Investment Development & Construction Co. Ltd. | 211589 | 1417193 |
|  | Azrieli Group Ltd. | 23130 | 2440263 |
|  | Bank Hapoalim BM | 1400697 | 28409858 |
|  | Bank Leumi Le-Israel BM | 2382401 | 48353134 |
|  \* | Bet Shemesh Engines Holdings 1997 Ltd. | 17612 | 3631558 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  ISRAEL — (Continued) | ISRAEL — (Continued) |  |  |
|  | Bezeq The Israeli Telecommunication Corp. Ltd. | 3178137 | $6509777 |
|  | Big Shopping Centers Ltd. | 18371 | 4109750 |
|  | Blue Square Real Estate Ltd. | 18512 | 2237052 |
|  #\* | Camtek Ltd. | 10598 | 1324422 |
|  | Carasso Motors Ltd. | 119553 | 1436363 |
|  # | Carasso Real Estate Ltd. | 8883 | 106055 |
|  | Castro Model Ltd. | 249 | 15051 |
|  \* | Cellcom Israel Ltd. (CEL IT) | 479698 | 5000645 |
|  \* | Cellcom Israel Ltd. (CELJF US) | 48866 | 505519 |
|  \* | Cielo-Blu Group Ltd. | 82254 | 101840 |
|  | Clal Insurance Enterprises Holdings Ltd. | 259218 | 14413869 |
|  # | Cohen Development Gas & Oil Ltd. | 762 | 50088 |
|  \* | Compugen Ltd. | 69497 | 115520 |
|  | Danel Adir Yeoshua Ltd. | 17414 | 2409733 |
|  | Danya Cebus Ltd. | 17207 | 723375 |
|  | Delek Automotive Systems Ltd. | 94465 | 794671 |
|  | Delek Group Ltd. | 33597 | 8833228 |
|  # | Delta Galil Ltd. | 50740 | 2832927 |
|  # | Delta Israel Brands Ltd. | 2958 | 95894 |
|  # | Diplomat Holdings Ltd. | 16197 | 256437 |
|  # | Direct Finance of Direct Group 2006 Ltd. | 2958 | 512595 |
|  | Dor Alon Energy in Israel 1988 Ltd. | 1634 | 73650 |
|  \* | Doral Group Renewable Energy Resources Ltd. | 295264 | 2115290 |
|  | Duniec Brothers Ltd. | 4080 | 339101 |
|  #\* | El Al Israel Airlines | 731567 | 3039958 |
|  | Elbit Systems Ltd. (ESLT IT) | 1279 | 605835 |
|  | Elbit Systems Ltd. (ESLT US) | 1864 | 888662 |
|  | Electra Consumer Products 1970 Ltd. | 34446 | 1192960 |
|  | Electra Ltd. | 142780 | 4524441 |
|  \* | Electra Real Estate Ltd. | 17232 | 263405 |
|  \* | Ellomay Capital Ltd. | 2636 | 52705 |

---

------

##### [**Table of Contents**](#toc)
**INTERNATIONAL CORE EQUITY 2 PORTFOLIO** 

**CONTINUED** 

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  ISRAEL — (Continued) | ISRAEL — (Continued) |  |  |
|  # | Energix-Renewable Energies Ltd. | 185882 | $858503 |
|  \* | Enlight Renewable Energy Ltd. (ENLT IT) | 27899 | 969760 |
|  \* | Enlight Renewable Energy Ltd. (ENLT US) | 26169 | 921149 |
|  \* | Equital Ltd. | 110684 | 5278804 |
|  \* | Fattal Holdings 1998 Ltd. | 22347 | 4056115 |
|  | First International Bank of Israel Ltd. | 163656 | 11770466 |
|  | FMS Enterprises Migun Ltd. | 12696 | 730395 |
|  | Formula Systems 1985 Ltd. (FORTY IT) | 49097 | 7127213 |
|  | Fox Wizel Ltd. | 45474 | 5239177 |
|  | Gav-Yam Lands Corp. Ltd. | 38809 | 483706 |
|  \* | Gilat Satellite Networks Ltd. | 111363 | 1604954 |
|  # | Globrands Ltd. | 140 | 23096 |
|  #\* | Hagag Group Real Estate Development | 68668 | 493426 |
|  | Hamat Group Ltd. | 16096 | 75536 |
|  | Harel Insurance Investments & Financial Services Ltd. | 463049 | 16138750 |
|  | Hilan Ltd. | 69162 | 5448628 |
|  | ICL Group Ltd. | 636253 | 4167768 |
|  | IDI Insurance Co. Ltd. | 38000 | 2253132 |
|  \* | IES Holdings Ltd. | 5847 | 562700 |
|  | Ilex Medical Ltd. | 11771 | 235905 |
|  # | Inrom Construction Industries Ltd. | 314017 | 2339593 |
|  | Isracard Ltd. | 680693 | 2904132 |
|  # | Israel Canada TR Ltd. | 231725 | 1207158 |
|  | Israel Discount Bank |  |  |
|  | Ltd., Class A | 1850248 | 18490977 |
|  # | Israel Shipyards Industries Ltd. | 7736 | 297295 |
|  \* | Israir Group Ltd. | 210321 | 115881 |
|  | Isras Investment Co. Ltd. | 6051 | 1695374 |
|  | Isrotel Ltd. | 164 | 6497 |
|  | Issta Ltd. | 29456 | 958427 |
|  | Kamada Ltd. (KMDA IT) | 38092 | 266088 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  ISRAEL — (Continued) | ISRAEL — (Continued) |  |  |
|  \* | Kamada Ltd. (KMDA US) | 60456 | $418355 |
|  | Kardan Real Estate Enterprise & Development Ltd. | 236728 | 508969 |
|  | Kenon Holdings Ltd. | 57414 | 2990517 |
|  | Kerur Holdings Ltd. | 23328 | 650009 |
|  # | Klil Industries Ltd. | 4245 | 242955 |
|  | Kvutzat Acro Ltd. | 42396 | 619926 |
|  | Lahav L.R. Real Estate Ltd. | 65185 | 125998 |
|  | Land Development Nimrodi Group Ltd. | 77050 | 882353 |
|  # | Lapidoth Capital Ltd. | 21264 | 533573 |
|  | Libra Insurance Co. Ltd. | 28096 | 138339 |
|  # | M Yochananof & Sons Ltd. | 18750 | 1586616 |
|  | Magic Software Enterprises Ltd. (MGIC IT) | 23624 | 484196 |
|  # | Magic Software Enterprises Ltd. (MGIC US) | 68770 | 1422164 |
|  \* | Malam - Team Ltd. | 6197 | 266061 |
|  | Matrix IT Ltd. | 159053 | 5890304 |
|  | Max Stock Ltd. | 262349 | 1895281 |
|  # | Maytronics Ltd. | 105870 | 131069 |
|  | Mediterranean Towers Ltd. | 314007 | 1384851 |
|  | Mega Or Holdings Ltd. | 65529 | 4023693 |
|  # | Meitav Investment House Ltd. | 163940 | 5157761 |
|  | Melisron Ltd. | 31412 | 4088680 |
|  | MENIF - Financial Services Ltd. | 15705 | 99549 |
|  | Menora Mivtachim Holdings Ltd. | 101172 | 10077719 |
|  \* | Meshek Energy Renewable Energies Ltd. | 84882 | 171801 |
|  # | Meshulam Levinstein Contracting & Engineering Ltd. | 6195 | 933568 |
|  | Migdal Insurance & Financial Holdings Ltd. | 1716318 | 6159005 |
|  | Mivne Real Estate KD Ltd. | 839510 | 3706650 |
|  # | Mivtach Shamir Holdings Ltd. | 19553 | 1850154 |

---

------

##### [**Table of Contents**](#toc)
**INTERNATIONAL CORE EQUITY 2 PORTFOLIO** 

**CONTINUED** 

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  ISRAEL — (Continued) | ISRAEL — (Continued) |  |  |
|  | Mizrahi Tefahot Bank Ltd. | 271604 | $17659027 |
|  | Nawi Group Ltd. | 59172 | 978835 |
|  #\* | Nayax Ltd. | 8950 | 374197 |
|  | Neto Malinda Trading Ltd. | 19971 | 876905 |
|  \* | Neto ME Holdings Ltd. | 4448 | 284287 |
|  | Next Vision Stabilized Systems Ltd. | 166916 | 7328254 |
|  \* | Nexxen International Ltd. | 21798 | 184345 |
|  #\* | Nice Ltd. (NICE US), Sponsored ADR | 12419 | 1697181 |
|  \* | Nova Ltd. (NVMI IT) | 19068 | 6623468 |
|  | Novolog Ltd. | 615015 | 239123 |
|  | Oil Refineries Ltd. | 7393287 | 2158464 |
|  | One Software Technologies Ltd. | 92305 | 2482040 |
|  \* | OPC Energy Ltd. | 126781 | 2287144 |
|  \* | OY Nofar Energy Ltd. | 6875 | 219460 |
|  # | Palram Industries 1990 Ltd. | 34970 | 805771 |
|  | Partner Communications Co. Ltd. | 543882 | 5400170 |
|  | Paz Retail & Energy Ltd. | 41742 | 8917549 |
|  | Peninsula Group Ltd. | 100100 | 96625 |
|  #\* | Perion Network Ltd. | 97318 | 915147 |
|  | Phoenix Financial Ltd. | 485234 | 18680063 |
|  # | Plasson Industries Ltd. | 12200 | 710851 |
|  | Polyram Plastic Industries Ltd. | 33733 | 117690 |
|  # | Prashkovsky Investments & Construction Ltd. | 27948 | 1425433 |
|  \* | Priortech Ltd. | 17231 | 1317249 |
|  | Qualitau Ltd. | 6200 | 953229 |
|  | Rami Levy Chain Stores Hashikma Marketing 2006 Ltd. | 37873 | 3559384 |
|  #\* | Rani Zim Shopping Centers Ltd. | 71393 | 126031 |
|  # | Retailors Ltd. | 39723 | 711706 |
|  | Sano-Brunos Enterprises Ltd. | 139 | 16905 |
|  | Scope Metals Group Ltd. | 31567 | 1526441 |
|  | Shapir Engineering & Industry Ltd. | 107995 | 965807 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  ISRAEL — (Continued) | ISRAEL — (Continued) |  |  |
|  \* | Shikun & Binui Ltd. | 797633 | $4443044 |
|  #\* | Shikun & Binui Soltec Renewable Energy | 177855 | 148496 |
|  | Shufersal Ltd. | 297688 | 3699656 |
|  | Strauss Group Ltd. | 38088 | 1072545 |
|  | Summit Real Estate Holdings Ltd. | 174255 | 3568097 |
|  | Suny Cellular Communication Ltd. | 79718 | 36517 |
|  # | Tadiran Group Ltd. | 11528 | 613939 |
|  W | Tamar Petroleum Ltd. | 119641 | 1481084 |
|  #\* | TAT Technologies Ltd. | 7244 | 310720 |
|  | Tel Aviv Stock Exchange Ltd. | 202604 | 4716419 |
|  # | Telsys Ltd. | 8791 | 530782 |
|  \* | Tera Light Ltd. | 1738 | 6727 |
|  \* | Teva Pharmaceutical Industries Ltd. (TEVA IT) | 314182 | 6433315 |
|  \* | Teva Pharmaceutical Industries Ltd. (TEVA US), Sponsored ADR | 556446 | 11396014 |
|  | Tiv Taam Holdings 1 Ltd. | 174559 | 473125 |
|  \* | Tower Semiconductor Ltd. (TSEM IT) | 600 | 49593 |
|  \* | Tower Semiconductor Ltd. (TSEM US) | 32946 | 2806011 |
|  | Turpaz Industries Ltd. | 18282 | 298968 |
|  \* | Veridis Environment Ltd. | 17846 | 177565 |
|  | Victory Supermarket Chain Ltd. | 102 | 1445 |
|  | Villar International Ltd. | 2362 | 139350 |
|  | YD More Investments Ltd. | 73368 | 1000176 |
|  # | YH Dimri Construction & Development Ltd. | 14071 | 1697850 |
|  TOTAL ISRAEL | TOTAL ISRAEL | TOTAL ISRAEL | 459459759 |
|  ITALY — (3.4%) | ITALY — (3.4%) |  |  |
|  | A2A SpA | 6174034 | 17988791 |
|  \* | Abitare In SpA | 11287 | 36924 |
|  | ACEA SpA | 221961 | 5383468 |
|  \* | Altea Green Power SpA | 8867 | 66114 |
|  # | Amplifon SpA | 352542 | 6024857 |
|  \* | Aquafil SpA | 6915 | 15144 |
|  | Ariston Holding NV | 78011 | 324331 |

---

------

##### [**Table of Contents**](#toc)
**INTERNATIONAL CORE EQUITY 2 PORTFOLIO** 

**CONTINUED** 

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  ITALY — (Continued) | ITALY — (Continued) |  |  |
|  | Arnoldo Mondadori Editore SpA | 706852 | $1698637 |
|  | Ascopiave SpA | 302866 | 1123797 |
|  # | Avio SpA | 2986 | 129400 |
|  | Azimut Holding SpA | 502932 | 19683134 |
|  | Banca Generali SpA | 294523 | 16680594 |
|  | Banca IFIS SpA | 123140 | 3181395 |
|  | Banca Mediolanum SpA | 636988 | 12806301 |
|  # | Banca Monte dei Paschi di Siena SpA | 6979209 | 61211043 |
|  # | Banca Profilo SpA | 908974 | 167745 |
|  \*W | Banca Sistema SpA | 150366 | 271947 |
|  | Banco BPM SpA | 4773661 | 69549580 |
|  | Banco di Desio e della Brianza SpA | 100099 | 914848 |
|  # | BasicNet SpA | 4285 | 33984 |
|  \*W | BFF Bank SpA | 626823 | 7566082 |
|  # | Biesse SpA | 19053 | 124757 |
|  # | BPER Banca SpA | 8255460 | 98916044 |
|  | Brembo NV | 258854 | 2791835 |
|  # | Brunello Cucinelli SpA | 136585 | 13842661 |
|  | Buzzi SpA | 336270 | 20257975 |
|  \* | Cairo Communication SpA | 249371 | 828231 |
|  W | Carel Industries SpA | 31721 | 824680 |
|  | Cembre SpA | 6702 | 488217 |
|  | Cementir Holding NV | 193185 | 3559534 |
|  \* | CIR SpA-Compagnie Industriali | 2238490 | 1785857 |
|  | Comer Industries SpA | 993 | 42126 |
|  | Credito Emiliano SpA | 406582 | 6436752 |
|  # | d'Amico International Shipping SA | 228606 | 1184278 |
|  # | Danieli & C Officine Meccaniche SpA (DAN IM) | 55127 | 2978845 |
|  | Danieli & C Officine Meccaniche SpA (DANR IM) | 163712 | 6277312 |
|  | Datalogic SpA | 44649 | 236751 |
|  | De' Longhi SpA | 55102 | 2011223 |
|  \*W | doValue SpA | 208898 | 652502 |
|  | Emak SpA | 256209 | 301412 |
|  W | Enav SpA | 107033 | 559260 |
|  | Enel SpA | 7879569 | 79707805 |
|  # | Eni SpA (E US), Sponsored ADR | 33688 | 1243424 |
|  | Eni SpA (ENI IM) | 4730086 | 87220294 |
|  # | ERG SpA | 64866 | 1673291 |
|  | Esprinet SpA | 94341 | 631608 |
|  | Ferrari NV (RACE IM) | 106547 | 42667937 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  ITALY — (Continued) | ITALY — (Continued) |  |  |
|  # | Ferretti SpA | 75296 | $247323 |
|  | Fiera Milano SpA | 15032 | 136226 |
|  | Fila SpA | 95871 | 1051191 |
|  | FinecoBank Banca Fineco SpA | 1740117 | 39814129 |
|  # | FNM SpA | 418814 | 219537 |
|  | Garofalo Health Care SpA | 25369 | 152868 |
|  | Gefran SpA | 22463 | 323723 |
|  | Generali | 174768 | 6727848 |
|  # | GPI SpA | 4446 | 87280 |
|  | Hera SpA | 2969618 | 13328193 |
|  # | IMMSI SpA | 455316 | 302651 |
|  | Intercos SpA | 24995 | 340667 |
|  | Interpump Group SpA | 69068 | 3564622 |
|  | Intesa Sanpaolo SpA | 8812451 | 56799234 |
|  | Iren SpA | 1706523 | 5035526 |
|  | Italgas SpA | 1801331 | 18901237 |
|  # | Italian Sea Group SpA | 47208 | 262846 |
|  | Italmobiliare SpA | 41955 | 1575988 |
|  | Iveco Group NV | 824488 | 17522919 |
|  | Leonardo SpA | 226762 | 13341470 |
|  | Lottomatica Group SpA | 10140 | 250034 |
|  | LU-VE SpA | 14085 | 586455 |
|  | Maire SpA | 626222 | 9507950 |
|  #\*†† | Mariella Burani Fashion Group SpA | 2868 | 0 |
|  # | MARR SpA | 32221 | 341858 |
|  | MFE-MediaForEurope NV, Class A | 813705 | 2937557 |
|  # | MFE-MediaForEurope NV (MFEA IM), Class A | 321462 | 1138218 |
|  | MFE-MediaForEurope NV (MFEB IM), Class B | 78351 | 365385 |
|  | Moltiply Group SpA | 61269 | 3330504 |
|  | Moncler SpA | 320938 | 19252862 |
|  \* | NewPrinces SpA | 37066 | 853012 |
|  W | Nexi SpA | 1612808 | 8503717 |
|  | Orsero SpA | 32099 | 672511 |
|  W | OVS SpA | 1268772 | 6403320 |
|  | Pharmanutra SpA | 9784 | 522451 |
|  \*W | Philogen SpA | 520 | 14866 |
|  # | Piaggio & C SpA | 527512 | 1200942 |
|  W | Pirelli & C SpA | 1502012 | 10544189 |
|  W | Poste Italiane SpA | 532813 | 12846067 |
|  | Prysmian SpA | 502780 | 52421711 |
|  W | RAI Way SpA | 443480 | 3039107 |
|  | Recordati Industria Chimica e Farmaceutica SpA | 216243 | 12871163 |

---

------

##### [**Table of Contents**](#toc)
**INTERNATIONAL CORE EQUITY 2 PORTFOLIO** 

**CONTINUED** 

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  ITALY — (Continued) | ITALY — (Continued) |  |  |
|  | Reply SpA | 47016 | $6598455 |
|  \* | Revo SpA | 3895 | 80142 |
|  | Rizzoli Corriere Della Sera Mediagroup SpA | 596339 | 709574 |
|  | Sabaf SpA | 32531 | 524793 |
|  \* | Safilo Group SpA | 246290 | 481216 |
|  # | Saipem SpA | 4706149 | 12268667 |
|  #\* | Salvatore Ferragamo SpA | 81321 | 655655 |
|  # | Sanlorenzo SpA | 52422 | 2049604 |
|  | Sesa SpA | 21368 | 1988521 |
|  | Snam SpA | 2079886 | 12827936 |
|  | Sogefi SpA | 274902 | 1108587 |
|  | SOL SpA | 145703 | 8531064 |
|  | Stellantis NV (STLA UX) | 11429 | 115890 |
|  # | Stellantis NV (STLAM IM) | 4345647 | 44194563 |
|  # | Tamburi Investment Partners SpA | 234130 | 2363211 |
|  W | Technogym SpA | 468672 | 8489082 |
|  \* | Telecom Italia SpA (TIIAY US), Sponsored ADR | 179044 | 1072474 |
|  #\* | Telecom Italia SpA (TIT IM) | 53741669 | 31688385 |
|  \* | Telecom Italia SpA (TITR IM) | 14670065 | 9753913 |
|  | Tenaris SA (TEN IM) | 417015 | 8288116 |
|  # | Tenaris SA (TS US), ADR | 169329 | 6739294 |
|  # | Terna - Rete Elettrica Nazionale | 1988866 | 20393977 |
|  | TXT e-solutions SpA | 13315 | 507341 |
|  | UniCredit SpA | 1613223 | 119453725 |
|  | Unipol Assicurazioni SpA | 2005427 | 43905460 |
|  | Webuild SpA | 1721217 | 6955953 |
|  # | Wiit SpA | 32289 | 735225 |
|  # | Zignago Vetro SpA | 22251 | 192607 |
|  TOTAL ITALY | TOTAL ITALY | TOTAL ITALY | 1282115514 |
|  JAPAN — (21.6%) | JAPAN — (21.6%) |  |  |
|  # | &Do Holdings Co. Ltd. | 24700 | 172993 |
|  | 77 Bank Ltd. | 289674 | 12416096 |
|  | A&D HOLON Holdings Co. Ltd. | 110400 | 1447033 |
|  # | AB & Company Co. Ltd. | 13700 | 97458 |
|  # | Abalance Corp. | 16600 | 98991 |
|  | ABC-Mart, Inc. | 113800 | 1949597 |
|  # | Achilles Corp. | 38300 | 311645 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  JAPAN — (Continued) | JAPAN — (Continued) |  |  |
|  | Acom Co. Ltd. | 809700 | $2308270 |
|  # | AD Works Group Co. Ltd. | 138099 | 426164 |
|  | ADEKA Corp. | 369800 | 8378848 |
|  # | Ad-sol Nissin Corp. | 60600 | 577058 |
|  | Adtec Plasma Technology Co. Ltd. | 6900 | 54058 |
|  # | Advan Group Co. Ltd. | 46000 | 257354 |
|  # | Advanced Media, Inc. | 34100 | 238094 |
|  | Advantest Corp. | 654100 | 97948724 |
|  | Aeon Co. Ltd. | 2057460 | 32542230 |
|  \* | Aeon Fantasy Co. Ltd. | 28000 | 505864 |
|  | AEON Financial Service Co. Ltd. | 333200 | 3259101 |
|  | Aeon Hokkaido Corp. | 110300 | 621592 |
|  # | Aeon Kyushu Co. Ltd. | 7100 | 138075 |
|  # | AFC-HD AMS Life Science Co. Ltd. | 19871 | 109674 |
|  # | AGC, Inc. | 260200 | 8129434 |
|  # | Ahresty Corp. | 57900 | 300656 |
|  # | Ai Holdings Corp. | 63300 | 1099560 |
|  | Aica Kogyo Co. Ltd. | 169500 | 3991591 |
|  | Aichi Corp. | 141700 | 1183921 |
|  | Aichi Financial Group, Inc. | 91551 | 2360511 |
|  | Aichi Steel Corp. | 236800 | 4076944 |
|  | Aichi Tokei Denki Co. Ltd. | 34800 | 630112 |
|  | Aida Engineering Ltd. | 115100 | 688401 |
|  # | Aidma Holdings, Inc. | 4300 | 82424 |
|  | Aiful Corp. | 1088100 | 3199854 |
|  #\* | Aiming, Inc. | 18400 | 27038 |
|  | Ain Holdings, Inc. | 82698 | 3464979 |
|  | Aiphone Co. Ltd. | 47500 | 868127 |
|  | Air Water, Inc. | 536800 | 7496519 |
|  # | Airman Corp. | 91200 | 1138105 |
|  # | Airport Facilities Co. Ltd. | 123000 | 821893 |
|  # | Airtech Japan Ltd. | 25100 | 206305 |
|  #\* | Airtrip Corp. | 22100 | 124414 |
|  | Aisan Industry Co. Ltd. | 198800 | 2693710 |
|  | Aisin Corp. | 998546 | 17944065 |
|  | AIT Corp. | 35800 | 465180 |
|  # | Aizawa Securities Group Co. Ltd. | 20300 | 171726 |
|  | Ajinomoto Co., Inc. | 659000 | 18690756 |
|  | Ajis Co. Ltd. | 17700 | 338747 |
|  | Akatsuki Corp. | 80800 | 280171 |
|  | Akatsuki, Inc. | 25500 | 434280 |
|  #\* | Akebono Brake Industry Co. Ltd. | 301424 | 224170 |
|  | Akita Bank Ltd. | 48000 | 1137298 |

---

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##### [**Table of Contents**](#toc)
**INTERNATIONAL CORE EQUITY 2 PORTFOLIO** 

**CONTINUED** 

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  JAPAN — (Continued) | JAPAN — (Continued) |  |  |
|  # | Albis Co. Ltd. | 18200 | $316613 |
|  | Alconix Corp. | 99635 | 1399908 |
|  | Alfresa Holdings Corp. | 528000 | 7459778 |
|  # | Alinco, Inc. | 65700 | 440751 |
|  # | Alleanza Holdings Co. Ltd. | 43900 | 297314 |
|  # | Allied Telesis Holdings KK | 36900 | 52010 |
|  # | Alpen Co. Ltd. | 51074 | 753998 |
|  | Alpha Corp. | 28109 | 211766 |
|  # | Alpha Systems, Inc. | 13920 | 326274 |
|  | AlphaPolis Co. Ltd. | 29200 | 288273 |
|  | Alps Alpine Co. Ltd. | 546604 | 6884970 |
|  | ALSOK Co. Ltd. | 967000 | 6609300 |
|  # | Altech Corp. | 90210 | 1496482 |
|  | Amada Co. Ltd. | 1035300 | 12345572 |
|  | Amano Corp. | 196700 | 5218791 |
|  # | Amiyaki Tei Co. Ltd. | 35700 | 308021 |
|  # | Amuse, Inc. | 33800 | 413077 |
|  # | Amvis Holdings, Inc. | 133200 | 452953 |
|  | ANA Holdings, Inc. | 123352 | 2311886 |
|  | Anabuki Kosan, Inc. | 12300 | 171756 |
|  | Anest Iwata Corp. | 140700 | 1384355 |
|  | Anicom Holdings, Inc. | 243700 | 1256756 |
|  | Anrakutei Co. Ltd. | 4400 | 103334 |
|  | Anycolor, Inc. | 104300 | 4068587 |
|  #\* | AnyMind Group, Inc. | 4400 | 19736 |
|  | AOI Electronics Co. Ltd. | 8500 | 127366 |
|  | AOKI Holdings, Inc. | 126600 | 1364843 |
|  | Aoyama Trading Co. Ltd. | 125100 | 1849544 |
|  | Aoyama Zaisan Networks Co. Ltd. | 91800 | 1196223 |
|  # | Aozora Bank Ltd. | 341600 | 4891055 |
|  | Arakawa Chemical Industries Ltd. | 55104 | 397639 |
|  | Arata Corp. | 94800 | 1846958 |
|  | Araya Industrial Co. Ltd. | 17000 | 543311 |
|  | ARCLANDS Corp. | 148786 | 1689915 |
|  | Arcs Co. Ltd. | 152173 | 3092396 |
|  | ARE Holdings, Inc. | 263800 | 4188805 |
|  | Arealink Co. Ltd. | 140600 | 926981 |
|  #\* | Arent, Inc. | 4000 | 107756 |
|  | Argo Graphics, Inc. | 192800 | 1710301 |
|  | Arisawa Manufacturing Co. Ltd. | 132200 | 1394361 |
|  | Artience Co. Ltd. | 143500 | 2924684 |
|  # | Artnature, Inc. | 49000 | 268296 |
|  # | Artner Co. Ltd. | 19400 | 247945 |
|  | As One Corp. | 176960 | 2888675 |
|  | Asahi Co. Ltd. | 52000 | 440724 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  JAPAN — (Continued) | JAPAN — (Continued) |  |  |
|  | Asahi Diamond Industrial Co. Ltd. | 158027 | $857570 |
|  | Asahi Group Holdings Ltd. | 1440400 | 15530134 |
|  | Asahi Intecc Co. Ltd. | 323100 | 5123497 |
|  | Asahi Kasei Corp. | 2505200 | 19195138 |
|  # | Asahi Kogyosha Co. Ltd. | 72600 | 1478236 |
|  # | Asahi Net, Inc. | 61700 | 281136 |
|  # | Asahi Yukizai Corp. | 70100 | 2184649 |
|  | Asanuma Corp. | 315600 | 1773500 |
|  | Asax Co. Ltd. | 6600 | 34686 |
|  | Asia Pile Holdings Corp. | 175800 | 1384660 |
|  | Asics Corp. | 894500 | 22777696 |
|  | ASKA Pharmaceutical Holdings Co. Ltd. | 78800 | 1070133 |
|  # | ASKUL Corp. | 132100 | 1201103 |
|  | Astellas Pharma, Inc. | 2404400 | 25168362 |
|  # | Astena Holdings Co. Ltd. | 111700 | 338781 |
|  | Asti Corp. | 5199 | 70403 |
|  | Atrae, Inc. | 52500 | 238926 |
|  \* | Atsugi Co. Ltd. | 40700 | 299479 |
|  | Aucnet, Inc. | 86000 | 1125354 |
|  | Autobacs Seven Co. Ltd. | 201400 | 2012194 |
|  # | Aval Data Corp. | 10800 | 160499 |
|  | Avant Group Corp. | 83700 | 859867 |
|  | Avex, Inc. | 85115 | 667063 |
|  | Awa Bank Ltd. | 247522 | 5847811 |
|  # | Axell Corp. | 25100 | 224745 |
|  | Axial Retailing, Inc. | 197456 | 1394575 |
|  | Azbil Corp. | 930120 | 9168551 |
|  # | AZ-COM MARUWA Holdings, Inc. | 229600 | 1531020 |
|  | AZOOM Co. Ltd. | 14400 | 448564 |
|  | Bandai Namco Holdings, Inc. | 570500 | 17755322 |
|  | Bando Chemical Industries Ltd. | 150900 | 1893858 |
|  | Bank of Iwate Ltd. | 43900 | 1152728 |
|  | Bank of Nagoya Ltd. | 164097 | 4190055 |
|  | Bank of Saga Ltd. | 53580 | 1112491 |
|  | Bank of the Ryukyus Ltd. | 277500 | 2707381 |
|  | Base Co. Ltd. | 22200 | 503676 |
|  #\* | baudroie, Inc. | 17800 | 333964 |
|  | BayCurrent, Inc. | 265000 | 12153961 |
|  # | Beauty Garage, Inc. | 19800 | 181604 |
|  | Belc Co. Ltd. | 49138 | 2306993 |
|  | Bell System24 Holdings, Inc. | 109100 | 937383 |
|  | Belluna Co. Ltd. | 219708 | 1447794 |
|  \* | Bengo4.com, Inc. | 16600 | 329007 |

---

------

##### [**Table of Contents**](#toc)
**INTERNATIONAL CORE EQUITY 2 PORTFOLIO** 

**CONTINUED** 

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  JAPAN — (Continued) | JAPAN — (Continued) |  |  |
|  # | Bewith, Inc. | 14800 | $144605 |
|  | Bic Camera, Inc. | 291200 | 2935420 |
|  | BIPROGY, Inc. | 247200 | 9984755 |
|  | B-Lot Co. Ltd. | 41200 | 466351 |
|  | Blue Zones Holdings Co. Ltd. | 89500 | 4554957 |
|  | BML, Inc. | 108400 | 2567996 |
|  # | Bookoff Group Holdings Ltd. | 42000 | 360629 |
|  | Bourbon Corp. | 2800 | 44122 |
|  \*†† | Bourbon Corp. SA | 56660 | 0 |
|  | Br Holdings Corp. | 107600 | 233071 |
|  | B-R31 Ice Cream Co. Ltd. | 700 | 18300 |
|  # | BrainPad, Inc. | 54800 | 594402 |
|  | Bridgestone Corp. | 863500 | 37696198 |
|  # | Broadband Tower, Inc. | 108000 | 117675 |
|  | Broadmedia Corp. | 3600 | 39631 |
|  # | BRONCO BILLY Co. Ltd. | 6800 | 165026 |
|  | Brother Industries Ltd. | 537600 | 9150338 |
|  # | Buffalo, Inc. | 22500 | 505570 |
|  | Bunka Shutter Co. Ltd. | 243600 | 3212804 |
|  # | Business Brain Showa-Ota, Inc. | 19900 | 397191 |
|  # | Business Engineering Corp. | 15800 | 647171 |
|  | BuySell Technologies Co. Ltd. | 10400 | 227635 |
|  | C Uyemura & Co. Ltd. | 20600 | 1675532 |
|  | CAC Holdings Corp. | 42200 | 584501 |
|  | Calbee, Inc. | 266900 | 4967206 |
|  | Can Do Co. Ltd. | 1600 | 35481 |
|  | Canon Electronics, Inc. | 80801 | 1413487 |
|  | Canon Marketing Japan, Inc. | 150000 | 6246114 |
|  | Canon, Inc. (7751 JP) | 611934 | 17573411 |
|  | Canon, Inc. (CAJ US), Sponsored ADR | 29783 | 854474 |
|  | Capcom Co. Ltd. | 622300 | 16250183 |
|  | Career Design Center Co. Ltd. | 16300 | 231820 |
|  # | Careerlink Co. Ltd. | 17000 | 260370 |
|  # | Carlit Co. Ltd. | 57600 | 571235 |
|  | Casio Computer Co. Ltd. | 292700 | 2294647 |
|  | Cawachi Ltd. | 72600 | 1397295 |
|  | CCI Group, Inc. | 1005000 | 4295841 |
|  # | CDS Co. Ltd. | 5900 | 69047 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  JAPAN — (Continued) | JAPAN — (Continued) |  |  |
|  # | Celsys, Inc. | 170800 | $1816563 |
|  | Central Automotive Products Ltd. | 111900 | 1302728 |
|  | Central Glass Co. Ltd. | 124100 | 2589097 |
|  | Central Japan Railway Co. | 262100 | 6416657 |
|  | Central Security Patrols Co. Ltd. | 25900 | 457332 |
|  # | Central Sports Co. Ltd. | 20506 | 317722 |
|  # | Ceres, Inc. | 25400 | 344316 |
|  # | Change Holdings, Inc. | 114100 | 836309 |
|  # | Charm Care Corp. KK | 56500 | 399333 |
|  | Chiba Bank Ltd. | 893763 | 8721100 |
|  # | Chiba Kogyo Bank Ltd. | 204900 | 2137904 |
|  # | Chikaranomoto Holdings Co. Ltd. | 36400 | 333635 |
|  # | Chino Corp. | 61200 | 548571 |
|  | Chiyoda Co. Ltd. | 60700 | 385244 |
|  \* | Chiyoda Corp. | 159300 | 421605 |
|  | Chiyoda Integre Co. Ltd. | 54000 | 1082791 |
|  | Chofu Seisakusho Co. Ltd. | 54100 | 685939 |
|  | Chori Co. Ltd. | 47000 | 1210586 |
|  # | Choushimaru Co. Ltd. | 6100 | 60349 |
|  | Chubu Electric Power Co., Inc. | 542000 | 7536919 |
|  | Chubu Shiryo Co. Ltd. | 112498 | 1168694 |
|  | Chudenko Corp. | 153300 | 4183643 |
|  | Chuetsu Pulp & Paper Co. Ltd. | 24111 | 260152 |
|  | Chugai Pharmaceutical Co. Ltd. | 439200 | 20101186 |
|  # | Chugai Ro Co. Ltd. | 24100 | 728591 |
|  | Chugin Financial Group, Inc. | 471300 | 6572228 |
|  # | Chugoku Electric Power Co., Inc. | 572700 | 3186101 |
|  | Chugoku Marine Paints Ltd. | 139900 | 3739874 |
|  | Chuo Gyorui Co. Ltd. | 3800 | 86173 |
|  # | Chuo Spring Co. Ltd. | 85869 | 1850682 |
|  | Citizen Watch Co. Ltd. | 956150 | 6635370 |
|  | CKD Corp. | 147900 | 3166982 |
|  # | CK-San-Etsu Co. Ltd. | 15400 | 398913 |
|  # | Cleanup Corp. | 135600 | 668968 |

---

------

##### [**Table of Contents**](#toc)
**INTERNATIONAL CORE EQUITY 2 PORTFOLIO** 

**CONTINUED** 

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  JAPAN — (Continued) | JAPAN — (Continued) |  |  |
|  | CMK Corp. | 190200 | $494453 |
|  | Coca-Cola Bottlers Japan Holdings, Inc. | 414152 | 6627671 |
|  \* | COLOPL, Inc. | 224072 | 647248 |
|  # | Colowide Co. Ltd. | 283300 | 3073196 |
|  | Computer Engineering & Consulting Ltd. | 85900 | 1203785 |
|  # | Computer Institute of Japan Ltd. | 143970 | 446584 |
|  | COMSYS Holdings Corp. | 265094 | 6685001 |
|  | Comture Corp. | 63000 | 647545 |
|  # | Copro-Holdings Co. Ltd. | 33400 | 223726 |
|  #\* | Core Concept Technologies, Inc. | 5700 | 35103 |
|  # | Core Corp. | 17200 | 229771 |
|  # | Corona Corp. | 53700 | 314486 |
|  # | Cosel Co. Ltd. | 69100 | 550662 |
|  | Cosmo Energy Holdings Co. Ltd. | 531600 | 12139290 |
|  | Cosmos Initia Co. Ltd. | 43100 | 362243 |
|  | Cosmos Pharmaceutical Corp. | 108200 | 4841018 |
|  # | Cota Co. Ltd. | 64081 | 504613 |
|  # | Create Restaurants Holdings, Inc. | 950800 | 4533001 |
|  | Create SD Holdings Co. Ltd. | 83900 | 1738774 |
|  | Credit Saison Co. Ltd. | 591900 | 14418977 |
|  | Creek & River Co. Ltd. | 39300 | 373549 |
|  | Cresco Ltd. | 134600 | 1416629 |
|  # | Cross Cat Co. Ltd. | 13100 | 91691 |
|  # | CrowdWorks, Inc. | 32299 | 176035 |
|  | CTI Engineering Co. Ltd. | 107200 | 1971274 |
|  | CTS Co. Ltd. | 75400 | 434237 |
|  \* | CUC, Inc. | 16900 | 115586 |
|  | Curves Holdings Co. Ltd. | 148300 | 698710 |
|  | CyberAgent, Inc. | 791100 | 7885890 |
|  | Cybertrust Japan Co. Ltd. | 5600 | 47418 |
|  | Cybozu, Inc. | 112900 | 2246555 |
|  | Dai Nippon Printing Co. Ltd. | 568800 | 9493485 |
|  | Dai Nippon Toryo Co. Ltd. | 107600 | 884953 |
|  | Daicel Corp. | 924700 | 7956207 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  JAPAN — (Continued) | JAPAN — (Continued) |  |  |
|  | Dai-Dan Co. Ltd. | 110600 | $4900927 |
|  | Daido Metal Co. Ltd. | 171824 | 1163737 |
|  | Daido Steel Co. Ltd. | 446600 | 4225681 |
|  | Daiei Kankyo Co. Ltd. | 5400 | 120093 |
|  | Daifuku Co. Ltd. | 323200 | 10302576 |
|  | Daihatsu Infinearth Mfg Co. Ltd. | 76100 | 1512322 |
|  | Daihen Corp. | 4300 | 281375 |
|  | Daiho Corp. | 143000 | 732258 |
|  | Dai-Ichi Cutter Kogyo KK | 25300 | 214215 |
|  | Daiichi Jitsugyo Co. Ltd. | 78000 | 1320847 |
|  # | Daiichi Kigenso Kagaku-Kogyo Co. Ltd. | 59700 | 506496 |
|  | Dai-ichi Life Holdings, Inc. | 2981752 | 20928901 |
|  | Daiichi Sankyo Co. Ltd. | 237700 | 5678205 |
|  | Daiichikosho Co. Ltd. | 263589 | 2695044 |
|  | Daiken Medical Co. Ltd. | 52300 | 151361 |
|  | Daiki Aluminium Industry Co. Ltd. | 158400 | 1155828 |
|  | Daiki Axis Co. Ltd. | 6100 | 27128 |
|  | Daikin Industries Ltd. | 174100 | 20226941 |
|  # | Daikoku Denki Co. Ltd. | 20300 | 351704 |
|  # | Daikokutenbussan Co. Ltd. | 26900 | 1080726 |
|  | Daikyonishikawa Corp. | 138900 | 656470 |
|  | Dainichi Co. Ltd. | 14200 | 84567 |
|  | Dainichiseika Color & Chemicals Manufacturing Co. Ltd. | 60659 | 1494258 |
|  # | Daio Paper Corp. | 260000 | 1370387 |
|  | Daiseki Co. Ltd. | 106390 | 2237761 |
|  | Daiseki Eco. Solution Co. Ltd. | 15200 | 181776 |
|  | Daishi Hokuetsu Financial Group, Inc. | 1104144 | 10648439 |
|  | Daishinku Corp. | 162200 | 610262 |
|  | Daisue Construction Co. Ltd. | 42100 | 928826 |
|  # | Daisyo Corp. | 12400 | 88149 |
|  | Daito Pharmaceutical Co. Ltd. | 84468 | 681327 |
|  | Daito Trust Construction Co. Ltd. | 358800 | 6708145 |

---

------

##### [**Table of Contents**](#toc)
**INTERNATIONAL CORE EQUITY 2 PORTFOLIO** 

**CONTINUED** 

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  JAPAN — (Continued) | JAPAN — (Continued) |  |  |
|  | Daitron Co. Ltd. | 44100 | $1324286 |
|  | Daiwa House Industry Co. Ltd. | 1163900 | 39488854 |
|  | Daiwa Industries Ltd. | 108100 | 1106173 |
|  | Daiwa Securities Group, Inc. | 1774500 | 13656466 |
|  | Daiwabo Holdings Co. Ltd. | 442200 | 8260302 |
|  | DCM Holdings Co. Ltd. | 532280 | 4935551 |
|  # | Dear Life Co. Ltd. | 135400 | 970003 |
|  | Delica Foods Holdings Co. Ltd. | 6900 | 36022 |
|  # | DeNA Co. Ltd. | 146100 | 2561500 |
|  # | Denka Co. Ltd. | 377700 | 5481701 |
|  | Densan System Holdings Co. Ltd. | 200 | 4621 |
|  | Denso Corp. | 861100 | 12031101 |
|  # | Dentsu Group, Inc. | 355600 | 7042602 |
|  | Dentsu Soken, Inc. | 99700 | 4937371 |
|  | Denyo Co. Ltd. | 75900 | 1412853 |
|  | Dexerials Corp. | 547200 | 8826284 |
|  | DIC Corp. | 268884 | 6326312 |
|  # | Digital Arts, Inc. | 42700 | 2089009 |
|  # | Digital Hearts Holdings Co. Ltd. | 34000 | 211375 |
|  # | Digital Holdings, Inc. | 41000 | 576287 |
|  | Digital Information Technologies Corp. | 39900 | 640946 |
|  # | Dip Corp. | 122286 | 1678330 |
|  | Disco Corp. | 80600 | 26765885 |
|  # | DKK Co. Ltd. | 23200 | 289419 |
|  | DKS Co. Ltd. | 33353 | 1421888 |
|  # | DMG Mori Co. Ltd. | 444700 | 6897049 |
|  | DMS, Inc. | 1300 | 25841 |
|  | DMW Corp. | 900 | 30156 |
|  | Doshisha Co. Ltd. | 89300 | 1679449 |
|  # | Double Standard, Inc. | 19100 | 208882 |
|  | Doutor Nichires Holdings Co. Ltd. | 125223 | 1953426 |
|  | Dowa Holdings Co. Ltd. | 204700 | 7422264 |
|  | DTS Corp. | 689600 | 5744910 |
|  | Duskin Co. Ltd. | 171500 | 4134682 |
|  # | DyDo Group Holdings, Inc. | 52200 | 822005 |
|  | Eagle Industry Co. Ltd. | 93500 | 1655229 |
|  | East Japan Railway Co. | 315300 | 7701200 |
|  # | EAT&HOLDINGS Co. Ltd. | 19800 | 251795 |
|  | Ebara Corp. | 926000 | 24693938 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  JAPAN — (Continued) | JAPAN — (Continued) |  |  |
|  # | Ebara Foods Industry, Inc. | 11300 | $182067 |
|  | Ebara Jitsugyo Co. Ltd. | 25300 | 688183 |
|  | Ebase Co. Ltd. | 52362 | 153517 |
|  | Eco's Co. Ltd. | 40700 | 748876 |
|  | EDION Corp. | 436100 | 5736653 |
|  | EF-ON, Inc. | 10339 | 26550 |
|  | eGuarantee, Inc. | 99200 | 1023227 |
|  # | Ehime Bank Ltd. | 135298 | 1097208 |
|  | Eidai Co. Ltd. | 23500 | 34732 |
|  | Eisai Co. Ltd. | 205287 | 6097143 |
|  | Eizo Corp. | 148700 | 2110807 |
|  | EJ Holdings, Inc. | 40500 | 437360 |
|  | Elan Corp. | 47700 | 242145 |
|  | Elecom Co. Ltd. | 138900 | 1624291 |
|  | Electric Power Development Co. Ltd. | 184300 | 3502756 |
|  | EM Systems Co. Ltd. | 103700 | 549534 |
|  | en, Inc. | 76976 | 776456 |
|  | Endo Lighting Corp. | 54000 | 790492 |
|  | ENEOS Holdings, Inc. | 6605020 | 41669176 |
|  | Enomoto Co. Ltd. | 32800 | 410795 |
|  | Enplas Corp. | 24000 | 1261504 |
|  | Entrust, Inc. | 21900 | 149295 |
|  # | eRex Co. Ltd. | 74200 | 322942 |
|  | ERI Holdings Co. Ltd. | 10700 | 254704 |
|  # | ES-Con Japan Ltd. | 122300 | 794317 |
|  | Eslead Corp. | 38800 | 1369397 |
|  | ESPEC Corp. | 68000 | 1547381 |
|  # | Eternal Hospitality Group Co. Ltd. | 22400 | 407295 |
|  | eWeLL Co. Ltd. | 14000 | 251370 |
|  #\* | ExaWizards, Inc. | 73200 | 317549 |
|  | Exedy Corp. | 149100 | 5009758 |
|  | EXEO Group, Inc. | 640295 | 9234815 |
|  | Ezaki Glico Co. Ltd. | 109300 | 3492834 |
|  | F&M Co. Ltd. | 23100 | 398361 |
|  | FaithNetwork Co. Ltd. | 19200 | 103045 |
|  # | FALCO HOLDINGS Co. Ltd. | 39300 | 632499 |
|  | FANUC Corp. | 123066 | 4106887 |
|  # | Fast Fitness Japan, Inc. | 24500 | 284474 |
|  | Fast Retailing Co. Ltd. | 125800 | 46183663 |
|  | FCC Co. Ltd. | 169500 | 3423905 |
|  \* | f-code, Inc. | 6800 | 88790 |
|  | Feed One Co. Ltd. | 71616 | 472852 |
|  | Ferrotec Corp. | 305100 | 10001413 |
|  # | FFRI Security, Inc. | 13600 | 954587 |
|  # | FIDEA Holdings Co. Ltd. | 119140 | 1279503 |

---

------

##### [**Table of Contents**](#toc)
**INTERNATIONAL CORE EQUITY 2 PORTFOLIO** 

**CONTINUED** 

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  JAPAN — (Continued) | JAPAN — (Continued) |  |  |
|  | Financial Partners Group Co. Ltd. | 232500 | $3223030 |
|  # | FINDEX, Inc. | 41700 | 222689 |
|  # | Fintech Global, Inc. | 632200 | 417537 |
|  | First Bank of Toyama Ltd. | 54000 | 510590 |
|  # | Fixstars Corp. | 70600 | 919869 |
|  | FJ Next Holdings Co. Ltd. | 90900 | 891014 |
|  # | Focus Systems Corp. | 27600 | 289379 |
|  | Food & Life Cos. Ltd. | 407300 | 19865397 |
|  # | Forum Engineering, Inc. | 55200 | 440356 |
|  # | Forval Corp. | 4000 | 31623 |
|  | Foster Electric Co. Ltd. | 92510 | 1599441 |
|  | FP Corp. | 156300 | 2539907 |
|  # | FP Partner, Inc. | 13000 | 190860 |
|  # | France Bed Holdings Co. Ltd. | 105100 | 897790 |
|  | Freebit Co. Ltd. | 55800 | 574334 |
|  # | Freund Corp. | 10900 | 76051 |
|  #\* | Fronteo, Inc. | 17100 | 102830 |
|  | F-Tech, Inc. | 69700 | 340955 |
|  | FTGroup Co. Ltd. | 45100 | 374133 |
|  | Fudo Tetra Corp. | 67920 | 1075397 |
|  | Fuji Co. Ltd. | 8000 | 102169 |
|  | Fuji Corp. (6134 JP) | 278700 | 5408671 |
|  | Fuji Corp. Ltd. | 154155 | 820145 |
|  | Fuji Electric Co. Ltd. | 284760 | 20337947 |
|  # | Fuji Kyuko Co. Ltd. | 62000 | 997051 |
|  | Fuji Media Holdings, Inc. | 160200 | 3575750 |
|  | Fuji Nihon Corp. | 5400 | 36811 |
|  | Fuji Oil Co. Ltd. | 191400 | 3958929 |
|  # | Fuji Pharma Co. Ltd. | 45100 | 461421 |
|  | Fuji Seal International, Inc. | 153607 | 2700805 |
|  | Fuji United Holdings Co. Ltd. | 12200 | 92814 |
|  # | Fujibo Holdings, Inc. | 47400 | 2098543 |
|  # | Fujicco Co. Ltd. | 56500 | 585868 |
|  | FUJIFILM Holdings Corp. | 569025 | 13188113 |
|  | Fujikura Composites, Inc. | 101100 | 1267146 |
|  # | Fujikura Kasei Co. Ltd. | 91300 | 365124 |
|  | Fujikura Ltd. | 428900 | 58405038 |
|  | Fujimi, Inc. | 84800 | 1326121 |
|  | Fujishoji Co. Ltd. | 30200 | 208418 |
|  | Fujita Kanko, Inc. | 24900 | 1802640 |
|  | Fujitsu Ltd. | 1360790 | 35462782 |
|  # | Fujiya Co. Ltd. | 35500 | 595690 |
|  # | FuKoKu Co. Ltd. | 43300 | 515337 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  JAPAN — (Continued) | JAPAN — (Continued) |  |  |
|  | Fukuda Corp. | 22400 | $999535 |
|  | Fukuda Denshi Co. Ltd. | 80100 | 3623594 |
|  # | Fukui Bank Ltd. | 60842 | 857668 |
|  | Fukui Computer Holdings, Inc. | 24400 | 487842 |
|  | Fukuoka Financial Group, Inc. | 312656 | 9085896 |
|  | Fukuyama Transporting Co. Ltd. | 78100 | 1939968 |
|  | FULLCAST Holdings Co. Ltd. | 54900 | 602218 |
|  # | Fumakilla Ltd. | 16801 | 126806 |
|  | Funai Soken Holdings, Inc. | 98520 | 1552047 |
|  | Furukawa Co. Ltd. | 133164 | 2624550 |
|  | Furukawa Electric Co. Ltd. | 217688 | 15409166 |
|  | Furuno Electric Co. Ltd. | 108000 | 6265679 |
|  # | Furuya Metal Co. Ltd. | 46300 | 853878 |
|  | Furyu Corp. | 54500 | 368700 |
|  | Fuso Chemical Co. Ltd. | 108200 | 3587099 |
|  | Fuso Pharmaceutical Industries Ltd. | 29798 | 409150 |
|  # | Futaba Corp. | 100700 | 440162 |
|  | Futaba Industrial Co. Ltd. | 256800 | 1568366 |
|  | Future Corp. | 213800 | 3014529 |
|  | Fuyo General Lease Co. Ltd. | 283500 | 7411981 |
|  | G-7 Holdings, Inc. | 126400 | 1048012 |
|  | GA Technologies Co. Ltd. | 65000 | 840122 |
|  | Gakken Holdings Co. Ltd. | 91100 | 606785 |
|  | Gakkyusha Co. Ltd. | 30000 | 441938 |
|  # | Gakujo Co. Ltd. | 32900 | 344240 |
|  | Galilei Co. Ltd. | 113600 | 2642361 |
|  | Gecoss Corp. | 60749 | 539496 |
|  \* | GENDA, Inc. | 165000 | 790933 |
|  #\* | Geniee, Inc. | 19700 | 151989 |
|  | Genki Global Dining Concepts Corp. | 55800 | 1095993 |
|  # | Genky DrugStores Co. Ltd. | 81600 | 2716166 |
|  | Geo Holdings Corp. | 117200 | 1226885 |
|  # | Gift Holdings, Inc. | 28100 | 588162 |
|  # | giftee, Inc. | 10200 | 72035 |
|  | Giken Ltd. | 36000 | 385156 |
|  | Global Link Management KK | 5100 | 87955 |

---

------

##### [**Table of Contents**](#toc)
**INTERNATIONAL CORE EQUITY 2 PORTFOLIO** 

**CONTINUED** 

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  JAPAN — (Continued) | JAPAN — (Continued) |  |  |
|  | Global Security Experts, Inc. | 3400 | $81427 |
|  | GLOBERIDE, Inc. | 91298 | 1381014 |
|  | Glory Ltd. | 155645 | 3719041 |
|  | GLtechno Holdings, Inc. | 24400 | 476679 |
|  # | GMO Financial Gate, Inc. | 9700 | 363033 |
|  # | GMO Financial Holdings, Inc. | 165700 | 966898 |
|  # | GMO GlobalSign Holdings KK | 19900 | 267636 |
|  | GMO internet group, Inc. | 262700 | 5883755 |
|  | GMO Payment Gateway, Inc. | 86100 | 4696783 |
|  | Godo Steel Ltd. | 53900 | 1277977 |
|  #\* | Gokurakuyu Holdings Co. Ltd. | 39100 | 121670 |
|  # | Goldcrest Co. Ltd. | 79030 | 1713155 |
|  | Goldwin, Inc. | 170300 | 2812995 |
|  # | Good Com Asset Co. Ltd. | 7700 | 67845 |
|  # | Gourmet Kineya Co. Ltd. | 6500 | 39874 |
|  # | Grandy House Corp. | 64000 | 235140 |
|  | GREE Holdings, Inc. | 281900 | 736363 |
|  # | Greens Co. Ltd. | 30000 | 438542 |
|  | grems, Inc. | 26800 | 399646 |
|  | GS Yuasa Corp. | 314399 | 8779451 |
|  | GSI Creos Corp. | 41400 | 619943 |
|  | G-Tekt Corp. | 68389 | 877477 |
|  # | Gun-Ei Chemical Industry Co. Ltd. | 15000 | 323872 |
|  | GungHo Online Entertainment, Inc. | 11058 | 186999 |
|  | Gunma Bank Ltd. | 1197801 | 12450693 |
|  | Gunze Ltd. | 147600 | 3635788 |
|  | H.U. Group Holdings, Inc. | 98300 | 2398555 |
|  | H2O Retailing Corp. | 287560 | 3890461 |
|  | HABA Laboratories, Inc. | 1200 | 12976 |
|  | Hachijuni Bank Ltd. | 1450673 | 14612837 |
|  # | Hagihara Industries, Inc. | 45500 | 475169 |
|  | Hagiwara Electric Holdings Co. Ltd. | 25800 | 592358 |
|  | Hagoromo Foods Corp. | 1500 | 31895 |
|  # | Hakudo Co. Ltd. | 18000 | 258861 |
|  | Hakuhodo DY Holdings, Inc. | 576200 | 4170740 |
|  # | Hakuto Co. Ltd. | 3100 | 77528 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  JAPAN — (Continued) | JAPAN — (Continued) |  |  |
|  | Halows Co. Ltd. | 50800 | $1440160 |
|  | Hamakyorex Co. Ltd. | 356400 | 3535296 |
|  | Hamamatsu Photonics KK | 481098 | 5385034 |
|  # | Hamee Corp. | 20200 | 67916 |
|  | Hankyu Hanshin Holdings, Inc. | 298000 | 8002483 |
|  | Hanwa Co. Ltd. | 163800 | 6832184 |
|  | Happinet Corp. | 78800 | 3209822 |
|  | Hard Off Corp. Co. Ltd. | 44600 | 522410 |
|  # | Harima Chemicals Group, Inc. | 67600 | 394651 |
|  | Haseko Corp. | 1089900 | 17600779 |
|  | Hazama Ando Corp. | 644280 | 7209247 |
|  | Heiwa Corp. | 210600 | 2737667 |
|  | Heiwa Real Estate Co. Ltd. | 103100 | 1508931 |
|  | Heiwado Co. Ltd. | 161796 | 2976194 |
|  | Helios Techno Holding Co. Ltd. | 4600 | 25885 |
|  # | Hennge KK | 47200 | 448434 |
|  | Hibino Corp. | 5200 | 87671 |
|  | Hibiya Engineering Ltd. | 87900 | 2585342 |
|  | Hiday Hidaka Corp. | 47200 | 1007531 |
|  | Hikari Tsushin, Inc. | 12800 | 3390544 |
|  # | HI-LEX Corp. | 66600 | 1235822 |
|  | Himacs Ltd. | 2700 | 21638 |
|  | Himaraya Co. Ltd. | 11400 | 63312 |
|  #\* | Hino Motors Ltd. | 1374689 | 3122858 |
|  | Hioki EE Corp. | 27800 | 1067853 |
|  # | Hirakawa Hewtech Corp. | 52710 | 793798 |
|  # | Hirano Tecseed Co. Ltd. | 25600 | 267770 |
|  | Hirata Corp. | 73300 | 967772 |
|  | Hirogin Holdings, Inc. | 984300 | 9196153 |
|  | Hirose Electric Co. Ltd. | 57425 | 7693066 |
|  # | Hirose Tusyo, Inc. | 5200 | 126483 |
|  # | Hiroshima Gas Co. Ltd. | 86100 | 203266 |
|  # | HIS Co. Ltd. | 181100 | 1537408 |
|  | Hisaka Works Ltd. | 72800 | 665358 |
|  | Hisamitsu Pharmaceutical Co., Inc. | 156308 | 4063020 |
|  | Hitachi Construction Machinery Co. Ltd. | 361200 | 11755961 |
|  | Hitachi Ltd. (6501 JP) | 3959625 | 135256749 |
|  # | Hitachi Ltd. (HTHIY US), ADR | 516300 | 17853654 |

---

------

##### [**Table of Contents**](#toc)
**INTERNATIONAL CORE EQUITY 2 PORTFOLIO** 

**CONTINUED** 

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  JAPAN — (Continued) | JAPAN — (Continued) |  |  |
|  | Hito Communications Holdings, Inc. | 2800 | $18165 |
|  | Hochiki Corp. | 62800 | 1569719 |
|  # | Hodogaya Chemical Co. Ltd. | 44383 | 525017 |
|  | Hogy Medical Co. Ltd. | 65100 | 2259834 |
|  # | Hokkaido Electric Power Co., Inc. | 319300 | 2222144 |
|  | Hokkaido Gas Co. Ltd. | 234400 | 1030205 |
|  | Hokkan Holdings Ltd. | 63400 | 885048 |
|  # | Hokko Chemical Industry Co. Ltd. | 94000 | 988639 |
|  # | Hokuetsu Corp. | 491895 | 2608675 |
|  | Hokuhoku Financial Group, Inc. | 604310 | 14804181 |
|  | Hokuriku Electric Industry Co. Ltd. | 27993 | 413395 |
|  | Hokuriku Electric Power Co. | 310429 | 1726441 |
|  # | Hokuriku Electrical Construction Co. Ltd. | 27820 | 252624 |
|  | Hokuto Corp. | 62476 | 739353 |
|  | Honda Motor Co. Ltd. (7267 JP) | 3092769 | 31259368 |
|  # | Honda Motor Co. Ltd. (HMC US), Sponsored ADR | 460628 | 14049154 |
|  # | H-One Co. Ltd. | 115705 | 1002519 |
|  # | Honeys Holdings Co. Ltd. | 64530 | 619811 |
|  | Hoosiers Holdings Co. Ltd. | 138500 | 1136668 |
|  | Horiba Ltd. | 113400 | 10535780 |
|  | Hoshizaki Corp. | 85900 | 3022409 |
|  | Hosiden Corp. | 235100 | 3747750 |
|  | Hosokawa Micron Corp. | 63100 | 2330102 |
|  # | Hotland Holdings Co. Ltd. | 45000 | 599550 |
|  | House Foods Group, Inc. | 195400 | 3661625 |
|  # | Howa Machinery Ltd. | 66800 | 617219 |
|  | Hoya Corp. | 298900 | 48550927 |
|  # | HS Holdings Co. Ltd. | 84558 | 550137 |
|  # | Hulic Co. Ltd. | 1030917 | 10650773 |
|  | Hyakugo Bank Ltd. | 1067698 | 6621483 |
|  | Hyakujushi Bank Ltd. | 128400 | 4495052 |
|  | Ibiden Co. Ltd. | 215405 | 20274898 |
|  | IBJ, Inc. | 49100 | 255996 |
|  # | Ichibanya Co. Ltd. | 150760 | 880000 |
|  | Ichiken Co. Ltd. | 18300 | 457866 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  JAPAN — (Continued) | JAPAN — (Continued) |  |  |
|  # | Ichikoh Industries Ltd. | 204000 | $620418 |
|  | Ichimasa Kamaboko Co. Ltd. | 1700 | 8229 |
|  | Ichinen Holdings Co. Ltd. | 113472 | 1480642 |
|  # | Ichiyoshi Securities Co. Ltd. | 70000 | 385630 |
|  # | Icom, Inc. | 25700 | 522824 |
|  # | ID Holdings Corp. | 51225 | 671609 |
|  | IDEA Consultants, Inc. | 2900 | 65725 |
|  | Idec Corp. | 82100 | 1249785 |
|  | Idemitsu Kosan Co. Ltd. | 1913555 | 13306384 |
|  | IDOM, Inc. | 387300 | 2891080 |
|  # | IG Port, Inc. | 20700 | 195502 |
|  | IHI Corp. | 476000 | 9855147 |
|  | Iida Group Holdings Co. Ltd. | 425895 | 6521884 |
|  | Iino Kaiun Kaisha Ltd. | 388500 | 3168640 |
|  # | IKK Holdings, Inc. | 45500 | 223644 |
|  | I'll, Inc. | 29700 | 469470 |
|  | Imasen Electric Industrial | 9300 | 46930 |
|  | i-mobile Co. Ltd. | 84200 | 319254 |
|  # | Imuraya Group Co. Ltd. | 21800 | 350552 |
|  | Inaba Denki Sangyo Co. Ltd. | 169400 | 4988325 |
|  # | Inaba Seisakusho Co. Ltd. | 44600 | 458052 |
|  | Inabata & Co. Ltd. | 212200 | 4752570 |
|  | Ines Corp. | 95800 | 1058319 |
|  # | I-Net Corp. | 37710 | 617216 |
|  | Infomart Corp. | 213200 | 452407 |
|  | INFRONEER Holdings, Inc. | 669008 | 7167167 |
|  | Innotech Corp. | 64600 | 764896 |
|  | Inpex Corp. | 3030900 | 55926533 |
|  # | Insource Co. Ltd. | 177296 | 1002350 |
|  | Intage Holdings, Inc. | 32000 | 354212 |
|  # | Intelligent Wave, Inc. | 29200 | 195948 |
|  # | Inter Action Corp. | 25900 | 238332 |
|  | Internet Initiative Japan, Inc. | 360800 | 6509733 |
|  # | Inui Global Logistics Co. Ltd. | 40500 | 412327 |
|  # | IPS, Inc. | 23001 | 448642 |
|  | Iriso Electronics Co. Ltd. | 50714 | 1018045 |
|  | ISB Corp. | 38300 | 445882 |
|  # | Ise Chemicals Corp. | 7800 | 1592187 |
|  # | Iseki & Co. Ltd. | 65600 | 935676 |

---

------

##### [**Table of Contents**](#toc)
**INTERNATIONAL CORE EQUITY 2 PORTFOLIO** 

**CONTINUED** 

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  JAPAN — (Continued) | JAPAN — (Continued) |  |  |
|  | Isetan Mitsukoshi Holdings Ltd. | 528540 | $8294953 |
|  # | Ishihara Chemical Co. Ltd. | 8100 | 114378 |
|  | Ishihara Sangyo Kaisha Ltd. | 154500 | 2377527 |
|  | Ishizuka Glass Co. Ltd. | 6499 | 127293 |
|  # | Istyle, Inc. | 239900 | 698202 |
|  | Isuzu Motors Ltd. | 1988107 | 24394633 |
|  | Itfor, Inc. | 97200 | 961113 |
|  # | ITmedia, Inc. | 27500 | 286307 |
|  # | Ito En Ltd. | 181685 | 3744710 |
|  | ITOCHU Corp. | 383700 | 22225152 |
|  | Itochu Enex Co. Ltd. | 288100 | 3399124 |
|  | Itochu-Shokuhin Co. Ltd. | 24300 | 1477051 |
|  | Itoham Yonekyu Holdings, Inc. | 156029 | 5579160 |
|  # | Itoki Corp. | 211500 | 3411643 |
|  | IwaiCosmo Holdings, Inc. | 94800 | 1731694 |
|  # | Iwaki Co. Ltd. | 23700 | 391568 |
|  | Iwatani Corp. | 862000 | 8974064 |
|  | Iwatsuka Confectionery Co. Ltd. | 1000 | 19372 |
|  | Iyogin Holdings, Inc. | 915257 | 14301699 |
|  | Izumi Co. Ltd. | 110500 | 2059892 |
|  | J Front Retailing Co. Ltd. | 994301 | 14954940 |
|  | J Trust Co. Ltd. | 132019 | 347152 |
|  | JAC Recruitment Co. Ltd. | 288800 | 1902045 |
|  | Jaccs Co. Ltd. | 121500 | 3177868 |
|  \* | Jade Group, Inc. | 24300 | 255911 |
|  | JAFCO Group Co. Ltd. | 282300 | 4412337 |
|  | JANOME Corp. | 69699 | 498687 |
|  | Japan Airlines Co. Ltd. | 334800 | 6031555 |
|  | Japan Airport Terminal Co. Ltd. | 216699 | 6733147 |
|  | Japan Animal Referral Medical Center Co. Ltd. | 5800 | 178260 |
|  | Japan Aviation Electronics Industry Ltd. | 238700 | 3564947 |
|  | Japan Business Systems, Inc. | 10100 | 96920 |
|  # | Japan Cash Machine Co. Ltd. | 63400 | 410201 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  JAPAN — (Continued) | JAPAN — (Continued) |  |  |
|  #\* | Japan Communications, Inc. | 409300 | $397643 |
|  | Japan Electronic Materials Corp. | 42600 | 1205368 |
|  | Japan Elevator Service Holdings Co. Ltd. | 504800 | 5942572 |
|  | Japan Engine Corp. | 900 | 74646 |
|  | Japan Exchange Group, Inc. | 1469400 | 16385517 |
|  # | Japan Eyewear Holdings Co. Ltd. | 2200 | 28633 |
|  # | Japan Foundation Engineering Co. Ltd. | 67200 | 275569 |
|  | Japan Investment Adviser Co. Ltd. | 86500 | 991329 |
|  | Japan Lifeline Co. Ltd. | 162700 | 1544357 |
|  | Japan Material Co. Ltd. | 205200 | 2563768 |
|  # | Japan Medical Dynamic Marketing, Inc. | 50241 | 155290 |
|  | Japan Oil Transportation Co. Ltd. | 5379 | 134367 |
|  | Japan Petroleum Exploration Co. Ltd. | 429000 | 3585374 |
|  | Japan Post Bank Co. Ltd. | 681300 | 7634020 |
|  | Japan Post Holdings Co. Ltd. | 832400 | 7800462 |
|  | Japan Post Insurance Co. Ltd. | 231300 | 5981953 |
|  # | Japan Property Management Center Co. Ltd. | 35100 | 285307 |
|  | Japan Pulp & Paper Co. Ltd. | 581100 | 2726715 |
|  # | Japan Pure Chemical Co. Ltd. | 2200 | 43914 |
|  | Japan Securities Finance Co. Ltd. | 397500 | 4564707 |
|  # | Japan Steel Works Ltd. | 124400 | 8147351 |
|  # | Japan System Techniques Co. Ltd. | 44400 | 615184 |
|  | Japan Tobacco, Inc. | 945000 | 32917074 |
|  | Japan Transcity Corp. | 157600 | 1172367 |

---

------

##### [**Table of Contents**](#toc)
**INTERNATIONAL CORE EQUITY 2 PORTFOLIO** 

**CONTINUED** 

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  JAPAN — (Continued) | JAPAN — (Continued) |  |  |
|  | Japan Wool Textile Co. Ltd. | 225700 | $2380685 |
|  | JBCC Holdings, Inc. | 216400 | 1814819 |
|  | JCU Corp. | 105600 | 3114571 |
|  # | JDC Corp. | 140500 | 490175 |
|  | Jeol Ltd. | 166900 | 5609035 |
|  | JFE Holdings, Inc. | 598208 | 6855592 |
|  | JFE Systems, Inc. | 23400 | 284694 |
|  | JGC Holdings Corp. | 526900 | 5329318 |
|  | Jichodo Co. Ltd. | 100 | 6052 |
|  #\* | JIG-SAW, Inc. | 6200 | 163104 |
|  \* | Jimoty, Inc. | 7800 | 64060 |
|  | JINS Holdings, Inc. | 53600 | 2704320 |
|  | JINUSHI Co. Ltd. | 62900 | 1183430 |
|  # | JK Holdings Co. Ltd. | 69700 | 569816 |
|  | J-Lease Co. Ltd. | 55200 | 538739 |
|  | JM Holdings Co. Ltd. | 142200 | 1390189 |
|  # | JMS Co. Ltd. | 98040 | 273456 |
|  | J-Oil Mills, Inc. | 58200 | 761849 |
|  | Joshin Denki Co. Ltd. | 57017 | 987221 |
|  | Joyful Honda Co. Ltd. | 93700 | 1239348 |
|  # | JP-Holdings, Inc. | 276500 | 1065753 |
|  # | JSB Co. Ltd. | 29400 | 695420 |
|  | JSP Corp. | 54200 | 663044 |
|  | JTEKT Corp. | 451499 | 4516815 |
|  #\* | Juki Corp. | 88999 | 255199 |
|  | Juroku Financial Group, Inc. | 141900 | 5168010 |
|  | Justsystems Corp. | 105499 | 3407378 |
|  | JVCKenwood Corp. | 847570 | 6790966 |
|  | K&O Energy Group, Inc. | 59600 | 1343599 |
|  | Kadokawa Corp. | 136605 | 3066935 |
|  | Kadoya Sesame Mills, Inc. | 8500 | 210286 |
|  | Kaga Electronics Co. Ltd. | 172200 | 3987516 |
|  # | Kagome Co. Ltd. | 127600 | 2204508 |
|  | Kajima Corp. | 516000 | 16634690 |
|  | Kakaku.com, Inc. | 389200 | 6919006 |
|  | Kaken Pharmaceutical Co. Ltd. | 81200 | 1931376 |
|  | Kakiyasu Honten Co. Ltd. | 13500 | 228477 |
|  # | Kamakura Shinsho Ltd. | 70400 | 264065 |
|  | Kameda Seika Co. Ltd. | 27000 | 673043 |
|  | Kamei Corp. | 112500 | 2128000 |
|  | Kamigumi Co. Ltd. | 289900 | 8702280 |
|  # | Kanaden Corp. | 81200 | 1102371 |
|  | Kanadevia Corp. | 820700 | 6081121 |
|  # | Kanagawa Chuo Kotsu Co. Ltd. | 18500 | 421014 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  JAPAN — (Continued) | JAPAN — (Continued) |  |  |
|  | Kanamic Network Co. Ltd. | 68100 | $212372 |
|  # | Kanamoto Co. Ltd. | 91659 | 2134752 |
|  | Kandenko Co. Ltd. | 341600 | 10440033 |
|  | Kaneka Corp. | 131600 | 3630789 |
|  | Kaneko Seeds Co. Ltd. | 18700 | 200873 |
|  | Kanematsu Corp. | 420400 | 8511351 |
|  | Kanemi Co. Ltd. | 3400 | 73096 |
|  # | Kanro, Inc. | 52200 | 491952 |
|  | Kansai Electric Power Co., Inc. | 764500 | 11926315 |
|  | Kansai Paint Co. Ltd. | 512600 | 8227436 |
|  # | Kanto Denka Kogyo Co. Ltd. | 156318 | 1054714 |
|  | Kao Corp. | 428000 | 18112800 |
|  # | Kappa Create Co. Ltd. | 19500 | 188393 |
|  | Katakura Industries Co. Ltd. | 108400 | 1868634 |
|  | Katitas Co. Ltd. | 145677 | 2368274 |
|  | Kato Sangyo Co. Ltd. | 83300 | 3197592 |
|  | Kato Works Co. Ltd. | 29726 | 267128 |
|  | Kawada Technologies, Inc. | 76400 | 2001811 |
|  | Kawagishi Bridge Works Co. Ltd. | 3400 | 98130 |
|  | Kawai Musical Instruments Manufacturing Co. Ltd. | 19000 | 319490 |
|  | Kawasaki Heavy Industries Ltd. | 156600 | 12539995 |
|  # | Kawasaki Kisen Kaisha Ltd. | 555798 | 7963223 |
|  | KDDI Corp. | 3424200 | 54582942 |
|  # | KeePer Technical Laboratory Co. Ltd. | 61300 | 1460242 |
|  | Keihan Holdings Co. Ltd. | 252377 | 5112997 |
|  | Keihanshin Building Co. Ltd. | 109800 | 1234743 |
|  | Keihin Co. Ltd. | 9500 | 164177 |
|  | Keikyu Corp. | 372000 | 3470445 |
|  | Keio Corp. | 233200 | 5530940 |
|  | Keisei Electric Railway Co. Ltd. | 497940 | 3974307 |
|  | KEIWA, Inc. | 35200 | 263425 |
|  | Keiyo Bank Ltd. | 588355 | 4963733 |
|  | Keiyo Gas Co. Ltd. | 1300 | 9870 |
|  | KEL Corp. | 9400 | 83663 |
|  | Kenko Mayonnaise Co. Ltd. | 31330 | 369938 |
|  | Kewpie Corp. | 230400 | 6393021 |

---

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##### [**Table of Contents**](#toc)
**INTERNATIONAL CORE EQUITY 2 PORTFOLIO** 

**CONTINUED** 

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  JAPAN — (Continued) | JAPAN — (Continued) |  |  |
|  | Keyence Corp. | 42520 | $15780639 |
|  | KH Neochem Co. Ltd. | 104899 | 1875901 |
|  # | Kibun Foods, Inc. | 28800 | 200741 |
|  | Kikkoman Corp. | 556550 | 4431826 |
|  | Kimura Chemical Plants Co. Ltd. | 73400 | 510050 |
|  | Kimura Unity Co. Ltd. | 34000 | 185503 |
|  | Kinden Corp. | 317300 | 12710131 |
|  # | King Jim Co. Ltd. | 9300 | 50662 |
|  # | Kintetsu Department Store Co. Ltd. | 32800 | 399524 |
|  | Kintetsu Group Holdings Co. Ltd. | 292434 | 5549523 |
|  | Kirin Holdings Co. Ltd. | 751980 | 10574883 |
|  | Kissei Pharmaceutical Co. Ltd. | 149300 | 3898832 |
|  | Ki-Star Real Estate Co. Ltd. | 46800 | 1588733 |
|  | Kitagawa Corp. | 33481 | 350379 |
|  | Kita-Nippon Bank Ltd. | 38400 | 938631 |
|  | Kitano Construction Corp. | 60400 | 516082 |
|  | Kitoku Shinryo Co. Ltd. | 2600 | 72952 |
|  | Kitz Corp. | 374100 | 4193878 |
|  | Kiyo Bank Ltd. | 464500 | 9046926 |
|  #\* | KNT-CT Holdings Co. Ltd. | 33700 | 326368 |
|  | Koa Corp. | 93721 | 832792 |
|  # | Koa Shoji Holdings Co. Ltd. | 31800 | 161211 |
|  # | Koatsu Gas Kogyo Co. Ltd. | 140186 | 934353 |
|  # | Kobe Bussan Co. Ltd. | 153599 | 3564127 |
|  # | Kobe Electric Railway Co. Ltd. | 10300 | 155741 |
|  | Kobe Steel Ltd. | 1258482 | 14811537 |
|  | Koei Tecmo Holdings Co. Ltd. | 42700 | 574739 |
|  | Kohnan Shoji Co. Ltd. | 121800 | 2948808 |
|  # | Kohoku Kogyo Co. Ltd. | 8700 | 195755 |
|  # | Kohsoku Corp. | 39800 | 737487 |
|  | Koike Sanso Kogyo Co. Ltd. | 16500 | 170847 |
|  # | Koike-ya, Inc. | 4500 | 133252 |
|  | Koito Manufacturing Co. Ltd. | 583899 | 8694380 |
|  # | Kojima Co. Ltd. | 160400 | 1144484 |
|  | Kokusai Electric Corp. | 369600 | 13505713 |
|  | Kokuyo Co. Ltd. | 1279056 | 7339737 |
|  | Komatsu Ltd. | 1366800 | 45720756 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  JAPAN — (Continued) | JAPAN — (Continued) |  |  |
|  # | Komatsu Matere Co. Ltd. | 111700 | $622300 |
|  | Komatsu Wall Industry Co. Ltd. | 74700 | 1204904 |
|  | KOMEDA Holdings Co. Ltd. | 209200 | 3941393 |
|  # | Komehyo Holdings Co. Ltd. | 34900 | 677902 |
|  | Komeri Co. Ltd. | 94800 | 1972264 |
|  | Komori Corp. | 157613 | 1480222 |
|  | Konaka Co. Ltd. | 26580 | 42382 |
|  | Konami Group Corp. | 120262 | 20027853 |
|  # | Kondotec, Inc. | 69800 | 760398 |
|  | Konica Minolta, Inc. | 1447200 | 4969603 |
|  | Konishi Co. Ltd. | 221000 | 1768873 |
|  | Konoike Transport Co. Ltd. | 117400 | 2428113 |
|  # | Konoshima Chemical Co. Ltd. | 23500 | 225258 |
|  # | Kosaido Holdings Co. Ltd. | 268500 | 737962 |
|  | Kose Corp. | 29600 | 1133991 |
|  # | Koshidaka Holdings Co. Ltd. | 243724 | 1864405 |
|  # | Kotobuki Spirits Co. Ltd. | 323299 | 3876080 |
|  #\* | Kourakuen Corp. | 9000 | 60135 |
|  | Kozo Keikaku Engineering Holdings, Inc. | 19500 | 401321 |
|  | KPP Group Holdings Co. Ltd. | 132600 | 655019 |
|  | Kraftia Corp. | 176800 | 9352347 |
|  | Krosaki Harima Corp. | 111000 | 2976696 |
|  # | KRS Corp. | 58467 | 1103966 |
|  | K's Holdings Corp. | 702680 | 6965864 |
|  | KU Holdings Co. Ltd. | 48100 | 367353 |
|  \* | kubell Co. Ltd. | 21600 | 54680 |
|  | Kubota Corp. (6326 JP) | 832100 | 10773331 |
|  # | Kubota Corp. (KUBTY US), Sponsored ADR | 39134 | 2538153 |
|  # | Kumagai Gumi Co. Ltd. | 778800 | 7071185 |
|  # | Kumiai Chemical Industry Co. Ltd. | 230365 | 1019104 |
|  # | Kura Sushi, Inc. | 33699 | 725892 |
|  | Kurabo Industries Ltd. | 66814 | 3037994 |
|  # | Kuraray Co. Ltd. | 838300 | 9084283 |
|  # | Kureha Corp. | 216200 | 5168469 |
|  # | Kurimoto Ltd. | 250000 | 2807056 |
|  | Kurita Water Industries Ltd. | 285700 | 10823452 |

---

------

##### [**Table of Contents**](#toc)
**INTERNATIONAL CORE EQUITY 2 PORTFOLIO** 

**CONTINUED** 

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  JAPAN — (Continued) | JAPAN — (Continued) |  |  |
|  | Kuriyama Holdings Corp. | 65700 | $707298 |
|  # | Kushikatsu Tanaka Holdings Co. | 15700 | 221053 |
|  # | Kusuri No. Aoki Holdings Co. Ltd. | 206300 | 5227398 |
|  | KYB Corp. | 194400 | 4929770 |
|  | Kyocera Corp. | 1536620 | 20390021 |
|  | Kyodo Printing Co. Ltd. | 145700 | 1416940 |
|  | Kyoei Steel Ltd. | 70876 | 1055153 |
|  # | Kyokuto Boeki Kaisha Ltd. | 45618 | 527033 |
|  | Kyokuto Kaihatsu Kogyo Co. Ltd. | 152200 | 2547010 |
|  # | Kyokuto Securities Co. Ltd. | 67443 | 666298 |
|  | Kyokuyo Co. Ltd. | 44100 | 1363312 |
|  | Kyorin Pharmaceutical Co. Ltd. | 121400 | 1106590 |
|  # | Kyoritsu Maintenance Co. Ltd. | 225199 | 4382791 |
|  | Kyosan Electric Manufacturing Co. Ltd. | 139100 | 476429 |
|  | Kyoto Financial Group, Inc. | 480644 | 9737060 |
|  # | Kyowa Electronic Instruments Co. Ltd. | 37700 | 169618 |
|  | Kyowa Kirin Co. Ltd. | 185663 | 2874813 |
|  | Kyowa Leather Cloth Co. Ltd. | 36424 | 206033 |
|  | Kyushu Electric Power Co., Inc. | 656100 | 6439138 |
|  | Kyushu Financial Group, Inc. | 1202748 | 6893403 |
|  | Kyushu Leasing Service Co. Ltd. | 3300 | 28371 |
|  | Kyushu Railway Co. | 217000 | 5503298 |
|  # | LA Holdings Co. Ltd. | 16200 | 789121 |
|  # | Lacto Japan Co. Ltd. | 40900 | 915725 |
|  | Lasertec Corp. | 82300 | 16709552 |
|  # | LEC, Inc. | 85800 | 567618 |
|  | Leopalace21 Corp. | 701200 | 2863580 |
|  | Life Corp. | 218800 | 3432616 |
|  | Lifedrink Co., Inc. | 123400 | 1605710 |
|  # | LIFULL Co. Ltd. | 196100 | 244247 |
|  # | LIKE, Inc. | 27200 | 264582 |
|  # | Link & Motivation, Inc. | 156100 | 498107 |
|  | Lintec Corp. | 174200 | 4427161 |
|  | Lion Corp. | 581801 | 5733080 |
|  # | LITALICO, Inc. | 75300 | 602174 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  JAPAN — (Continued) | JAPAN — (Continued) |  |  |
|  | Lixil Corp. | 680119 | $7538150 |
|  | Loadstar Capital KK | 22100 | 463525 |
|  # | Look Holdings, Inc. | 31700 | 543540 |
|  \* | Luckland Co. Ltd. | 9800 | 74185 |
|  | LY Corp. | 2882783 | 8471102 |
|  | M&A Capital Partners Co. Ltd. | 31300 | 597669 |
|  | M3, Inc. | 304859 | 4272553 |
|  | Mabuchi Motor Co. Ltd. | 251500 | 4443001 |
|  # | Macbee Planet, Inc. | 8900 | 110705 |
|  | Macnica Holdings, Inc. | 616650 | 8779084 |
|  | Maeda Kosen Co. Ltd. | 203200 | 2538665 |
|  | Maezawa Industries, Inc. | 51900 | 647263 |
|  # | Maezawa Kasei Industries Co. Ltd. | 55800 | 754254 |
|  | Maezawa Kyuso Industries Co. Ltd. | 82500 | 766682 |
|  | Makino Milling Machine Co. Ltd. | 113188 | 8223026 |
|  | Makita Corp. (6586 JP) | 234091 | 7076884 |
|  | Makita Corp. (MKTAY US), Sponsored ADR | 800 | 25788 |
|  | Mamiya-Op Co. Ltd. | 800 | 9779 |
|  # | Mammy Mart Holdings Corp. | 12000 | 122929 |
|  # | Management Solutions Co. Ltd. | 32000 | 277775 |
|  | Mandom Corp. | 144200 | 2268730 |
|  | Mani, Inc. | 192100 | 1837751 |
|  | MarkLines Co. Ltd. | 34200 | 439092 |
|  | Mars Group Holdings Corp. | 34500 | 686591 |
|  | Marubeni Corp. | 759159 | 18657108 |
|  | Marubun Corp. | 71100 | 546954 |
|  | Marudai Food Co. Ltd. | 100114 | 1217104 |
|  | Maruha Nichiro Corp. | 153497 | 3431171 |
|  | Marui Group Co. Ltd. | 465900 | 8935190 |
|  | Maruichi Steel Tube Ltd. | 612700 | 5180559 |
|  | MARUKA FURUSATO Corp. | 69976 | 1024801 |
|  # | Marumae Co. Ltd. | 2300 | 32196 |
|  # | Marusan Securities Co. Ltd. | 174800 | 1052037 |
|  | Maruwa Co. Ltd. | 23000 | 6502952 |

---

------

##### [**Table of Contents**](#toc)
**INTERNATIONAL CORE EQUITY 2 PORTFOLIO** 

**CONTINUED** 

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  JAPAN — (Continued) | JAPAN — (Continued) |  |  |
|  | Maruyama Manufacturing Co., Inc. | 2200 | $31012 |
|  | Maruzen CHI Holdings Co. Ltd. | 80600 | 173104 |
|  | Maruzen Co. Ltd. | 26400 | 595071 |
|  | Maruzen Showa Unyu Co. Ltd. | 57400 | 2582916 |
|  # | Marvelous, Inc. | 31900 | 116969 |
|  # | Matching Service Japan Co. Ltd. | 29900 | 194110 |
|  | Matsuda Sangyo Co. Ltd. | 63362 | 1701371 |
|  | Matsui Construction Co. Ltd. | 75900 | 679647 |
|  # | Matsui Securities Co. Ltd. | 297000 | 1479468 |
|  | MatsukiyoCocokara & Co. | 671155 | 12159718 |
|  | Matsuoka Corp. | 10400 | 152052 |
|  | Matsuya Co. Ltd. | 49200 | 550853 |
|  # | Matsuyafoods Holdings Co. Ltd. | 18200 | 690811 |
|  | Max Co. Ltd. | 82700 | 2997702 |
|  | Maxell Ltd. | 247542 | 3588343 |
|  | Maxvalu Tokai Co. Ltd. | 29700 | 673275 |
|  | Mazda Motor Corp. | 1244841 | 8578013 |
|  | McDonald's Holdings Co. Japan Ltd. | 122700 | 4800018 |
|  | MCJ Co. Ltd. | 369300 | 3483615 |
|  | Mebuki Financial Group, Inc. | 3021591 | 18853552 |
|  # | MEC Co. Ltd. | 52600 | 1551700 |
|  | Media Do Co. Ltd. | 20017 | 236256 |
|  # | Medical System Network Co. Ltd. | 58100 | 185230 |
|  | Medikit Co. Ltd. | 2500 | 43908 |
|  | Medipal Holdings Corp. | 390800 | 6358475 |
|  # | Medius Holdings Co. Ltd. | 14000 | 72522 |
|  #\* | Medley, Inc. | 47100 | 642937 |
|  # | Megachips Corp. | 12700 | 665648 |
|  | Megmilk Snow Brand Co. Ltd. | 132300 | 2426465 |
|  | Meidensha Corp. | 165300 | 6546382 |
|  | Meiho Facility Works Ltd. | 18000 | 129146 |
|  | Meiji Electric Industries Co. Ltd. | 24300 | 366197 |
|  | MEIJI Holdings Co. Ltd. | 298740 | 5750728 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  JAPAN — (Continued) | JAPAN — (Continued) |  |  |
|  # | Meiji Shipping Group Co. Ltd. | 58100 | $263806 |
|  | Meiko Electronics Co. Ltd. | 126300 | 8306550 |
|  | Meisei Industrial Co. Ltd. | 139200 | 1489535 |
|  | MEITEC Group Holdings, Inc. | 334900 | 6864963 |
|  # | Meito Co. Ltd. | 35500 | 491080 |
|  # | Meiwa Corp. | 106000 | 544688 |
|  | Meiwa Estate Co. Ltd. | 36400 | 252522 |
|  # | Menicon Co. Ltd. | 189899 | 1480459 |
|  \* | Mercari, Inc. | 328299 | 4868140 |
|  | Mercuria Holdings Co. Ltd. | 15400 | 84985 |
|  | METAWATER Co. Ltd. | 60400 | 1296396 |
|  | Micronics Japan Co. Ltd. | 97900 | 5774337 |
|  #\* | Microwave Chemical Co. Ltd. | 7500 | 35927 |
|  # | Midac Holdings Co. Ltd. | 30000 | 360665 |
|  # | Mie Kotsu Group Holdings, Inc. | 149961 | 523132 |
|  # | Migalo Holdings, Inc. | 32800 | 97834 |
|  | Mikuni Corp. | 59378 | 147999 |
|  | Milbon Co. Ltd. | 35472 | 532785 |
|  | MIMAKI ENGINEERING Co. Ltd. | 87300 | 962203 |
|  | Minebea Mitsumi, Inc. | 752925 | 14880629 |
|  | Ministop Co. Ltd. | 1700 | 21789 |
|  # | Mirai Industry Co. Ltd. | 10100 | 218355 |
|  | Miraial Co. Ltd. | 16600 | 128949 |
|  | Mirait One Corp. | 359210 | 6960525 |
|  # | Mirarth Holdings, Inc. | 268600 | 662076 |
|  | Miroku Jyoho Service Co. Ltd. | 51800 | 592117 |
|  | MISUMI Group, Inc. | 357500 | 5573792 |
|  | Mitani Corp. | 141600 | 2135705 |
|  | Mitani Sekisan Co. Ltd. | 11700 | 571716 |
|  | Mito Securities Co. Ltd. | 286700 | 952072 |
|  | Mitsuba Corp. | 100900 | 613321 |
|  | Mitsubishi Chemical Group Corp. | 4275560 | 22333713 |
|  | Mitsubishi Corp. | 1678800 | 40312435 |
|  | Mitsubishi Electric Corp. | 771600 | 21907721 |

---

------

##### [**Table of Contents**](#toc)
**INTERNATIONAL CORE EQUITY 2 PORTFOLIO** 

**CONTINUED** 

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  JAPAN — (Continued) | JAPAN — (Continued) |  |  |
|  | Mitsubishi Estate Co. Ltd. | 594720 | $12603233 |
|  | Mitsubishi Gas Chemical Co., Inc. | 396500 | 7335697 |
|  | Mitsubishi HC Capital, Inc. | 3511270 | 27467500 |
|  | Mitsubishi Heavy Industries Ltd. | 853000 | 25751789 |
|  # | Mitsubishi Kakoki Kaisha Ltd. | 89100 | 1899258 |
|  | Mitsubishi Logisnext Co. Ltd. | 194000 | 1931887 |
|  | Mitsubishi Logistics Corp. | 665495 | 4825527 |
|  | Mitsubishi Materials Corp. | 516278 | 9940330 |
|  | Mitsubishi Motors Corp. | 1908299 | 4650379 |
|  # | Mitsubishi Paper Mills Ltd. | 80200 | 317329 |
|  | Mitsubishi Pencil Co. Ltd. | 77400 | 1026700 |
|  | Mitsubishi Research Institute, Inc. | 37100 | 1172962 |
|  | Mitsubishi Steel Manufacturing Co. Ltd. | 39200 | 476548 |
|  | Mitsubishi UFJ Financial Group, Inc. (8306 JP) | 6195400 | 93583172 |
|  # | Mitsubishi UFJ Financial Group, Inc. (MUFG US), Sponsored ADR | 563089 | 8519537 |
|  # | Mitsuboshi Belting Ltd. | 97400 | 2345249 |
|  | Mitsui & Co. Ltd. (8031 JP) | 1170590 | 28786705 |
|  | Mitsui & Co. Ltd. (MITSY US), Sponsored ADR | 18547 | 9088215 |
|  | Mitsui Chemicals, Inc. | 362689 | 8562699 |
|  | Mitsui DM Sugar Co. Ltd. | 78900 | 1553813 |
|  | Mitsui E&S Co. Ltd. | 386519 | 15713922 |
|  | Mitsui Fudosan Co. Ltd. | 1418500 | 14769989 |
|  | Mitsui High-Tec, Inc. | 440300 | 2196013 |
|  | Mitsui Kinzoku Co. Ltd. | 237400 | 24180971 |
|  # | Mitsui Matsushima Holdings Co. Ltd. | 248500 | 2087040 |
|  # | Mitsui OSK Lines Ltd. | 562700 | 16718726 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  JAPAN — (Continued) | JAPAN — (Continued) |  |  |
|  | Mitsui-Soko Holdings Co. Ltd. | 362400 | $9510558 |
|  | Mitsuuroko Group Holdings Co. Ltd. | 128700 | 1758427 |
|  | Miura Co. Ltd. | 160900 | 3115614 |
|  | MIXI, Inc. | 140900 | 2843323 |
|  # | Miyaji Engineering Group, Inc. | 108000 | 1383996 |
|  | Miyazaki Bank Ltd. | 101900 | 3064226 |
|  | Miyoshi Oil & Fat Co. Ltd. | 31045 | 442984 |
|  | Mizuho Financial Group, Inc. (8411 JP) | 1707696 | 57200068 |
|  | Mizuho Leasing Co. Ltd. | 803600 | 6437844 |
|  | Mizuho Medy Co. Ltd. | 33500 | 354299 |
|  | Mizuno Corp. | 276963 | 4996437 |
|  | Mochida Pharmaceutical Co. Ltd. | 67748 | 1294211 |
|  | Modec, Inc. | 31200 | 2023915 |
|  | Monogatari Corp. | 124400 | 3110307 |
|  | MonotaRO Co. Ltd. | 364300 | 5082750 |
|  # | MORESCO Corp. | 5000 | 44310 |
|  | Morinaga & Co. Ltd. | 314800 | 5424246 |
|  | Morinaga Milk Industry Co. Ltd. | 358800 | 7745093 |
|  | Moriroku Co. Ltd. | 23362 | 355371 |
|  | Morita Holdings Corp. | 133600 | 2019798 |
|  | Morito Co. Ltd. | 74100 | 780626 |
|  | Morozoff Ltd. | 58194 | 575495 |
|  | Mory Industries, Inc. | 120500 | 750197 |
|  | MOS Food Services, Inc. | 20500 | 514131 |
|  # | MrMax Holdings Ltd. | 121200 | 605553 |
|  | MS&AD Insurance Group Holdings, Inc. | 1195522 | 24645040 |
|  | MTG Co. Ltd. | 11700 | 281958 |
|  # | MTI Ltd. | 28800 | 150035 |
|  | Mugen Estate Co. Ltd. | 57251 | 755822 |
|  | m-up Holdings, Inc. | 111700 | 1395464 |
|  | Murakami Corp. | 2100 | 92210 |
|  | Murata Manufacturing Co. Ltd. | 652560 | 14069789 |
|  | Musashi Seimitsu Industry Co. Ltd. | 227200 | 5125646 |
|  | Musashino Bank Ltd. | 143301 | 3855168 |
|  | Muto Seiko Co. | 5000 | 54586 |
|  | Mutoh Holdings Co. Ltd. | 5300 | 95943 |
|  | Nabtesco Corp. | 151800 | 3802535 |

---

------

##### [**Table of Contents**](#toc)
**INTERNATIONAL CORE EQUITY 2 PORTFOLIO** 

**CONTINUED** 

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  JAPAN — (Continued) | JAPAN — (Continued) |  |  |
|  # | NAC Co. Ltd. | 61000 | $206812 |
|  # | Nachi-Fujikoshi Corp. | 66564 | 1702732 |
|  # | Nafco Co. Ltd. | 34000 | 440731 |
|  # | Nagano Keiki Co. Ltd. | 61000 | 927913 |
|  | Nagase & Co. Ltd. | 454400 | 9923288 |
|  | Nagase Brothers, Inc. | 21400 | 311554 |
|  | Nagoya Railroad Co. Ltd. | 342099 | 3742209 |
|  | Nakabayashi Co. Ltd. | 135300 | 505281 |
|  | Nakamoto Packs Co. Ltd. | 18300 | 215181 |
|  # | Nakamuraya Co. Ltd. | 13700 | 270246 |
|  | Nakanishi, Inc. | 118000 | 1562341 |
|  | Nakano Corp. | 8100 | 50136 |
|  # | Nakayama Steel Works Ltd. | 111300 | 444788 |
|  | Namura Shipbuilding Co. Ltd. | 162548 | 5512989 |
|  | Nankai Electric Railway Co. Ltd. | 185100 | 3343496 |
|  | Nanto Bank Ltd. | 151101 | 5025536 |
|  | Narasaki Sangyo Co. Ltd. | 13400 | 296122 |
|  | Nasu Denki Tekko Co. Ltd. | 1000 | 102043 |
|  # | Natori Co. Ltd. | 30000 | 378494 |
|  | NCD Co. Ltd./Shinagawa | 8600 | 149164 |
|  \* | NE, Inc. | 20200 | 104860 |
|  | NEC Capital Solutions Ltd. | 53100 | 1311996 |
|  | NEC Corp. | 799400 | 29034237 |
|  | NEOJAPAN, Inc. | 5900 | 69734 |
|  \* | Net Protections Holdings, Inc. | 31800 | 163867 |
|  | Neturen Co. Ltd. | 143000 | 1105388 |
|  # | New Art Holdings Co. Ltd. | 20459 | 190222 |
|  | Nexon Co. Ltd. | 180200 | 3675087 |
|  # | Nextage Co. Ltd. | 159500 | 2396775 |
|  #\* | NexTone, Inc. | 21400 | 304595 |
|  | NGK Insulators Ltd. | 554788 | 9360131 |
|  | NH Foods Ltd. | 266699 | 9849928 |
|  | NHK Spring Co. Ltd. | 824637 | 15460182 |
|  # | Nicca Chemical Co. Ltd. | 38401 | 361181 |
|  | Nice Corp. | 22561 | 259690 |
|  | Nichia Steel Works Ltd. | 102101 | 248760 |
|  | Nichias Corp. | 321500 | 11996535 |
|  # | Nichiban Co. Ltd. | 42800 | 530477 |
|  | Nichicon Corp. | 234700 | 2354835 |
|  # | Nichiden Corp. | 55600 | 895003 |
|  | Nichiha Corp. | 88900 | 1581248 |
|  | Nichimo Co. Ltd. | 16259 | 262766 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  JAPAN — (Continued) | JAPAN — (Continued) |  |  |
|  | Nichirei Corp. | 914741 | $10828130 |
|  | Nichireki Group Co. Ltd. | 108000 | 1698802 |
|  | Nichirin Co. Ltd. | 55030 | 1280543 |
|  | NIDEC Corp. (6594 JP) | 1119887 | 13625411 |
|  | Nifco, Inc. | 297300 | 8615615 |
|  | Nihon Dempa Kogyo Co. Ltd. | 67600 | 493732 |
|  | Nihon Dengi Co. Ltd. | 14400 | 511054 |
|  | Nihon Denkei Co. Ltd. | 27100 | 358030 |
|  | Nihon Flush Co. Ltd. | 52100 | 273157 |
|  # | Nihon House Holdings Co. Ltd. | 107477 | 206901 |
|  | Nihon Kagaku Sangyo Co. Ltd. | 54300 | 787266 |
|  | Nihon M&A Center Holdings, Inc. | 870799 | 4101279 |
|  # | Nihon Nohyaku Co. Ltd. | 191500 | 1071618 |
|  | Nihon Parkerizing Co. Ltd. | 284600 | 2471942 |
|  | Nihon Plast Co. Ltd. | 6571 | 17409 |
|  # | Nihon Seiko Co. Ltd. | 1100 | 87233 |
|  | Nihon Tokushu Toryo Co. Ltd. | 76300 | 1032737 |
|  | Nihon Trim Co. Ltd. | 9300 | 290336 |
|  | Nihon Yamamura Glass Co. Ltd. | 14500 | 250584 |
|  # | Niitaka Co. Ltd. | 9400 | 161537 |
|  | Nikkiso Co. Ltd. | 192700 | 1883844 |
|  | Nikko Co. Ltd. | 113400 | 562323 |
|  # | Nikkon Holdings Co. Ltd. | 483800 | 10911652 |
|  # | Nikon Corp. | 516900 | 6028436 |
|  | Nintendo Co. Ltd. | 151711 | 12939414 |
|  | Nippi, Inc. | 8500 | 694496 |
|  | Nippn Corp. | 250900 | 3567055 |
|  | Nippon Air Conditioning Services Co. Ltd. | 91700 | 779667 |
|  | Nippon Aqua Co. Ltd. | 49400 | 299346 |
|  # | Nippon Avionics Co. Ltd. | 26000 | 916286 |
|  # | Nippon Beet Sugar Manufacturing Co. Ltd. | 51541 | 999004 |
|  | Nippon Carbide Industries Co., Inc. | 28200 | 388194 |
|  # | Nippon Carbon Co. Ltd. | 29600 | 832439 |
|  | Nippon Chemical Industrial Co. Ltd. | 28600 | 519108 |

---

------

##### [**Table of Contents**](#toc)
**INTERNATIONAL CORE EQUITY 2 PORTFOLIO** 

**CONTINUED** 

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  JAPAN — (Continued) | JAPAN — (Continued) |  |  |
|  #\* | Nippon Chemi-Con Corp. | 55600 | $561081 |
|  #\* | Nippon Coke & Engineering Co. Ltd. | 505855 | 311154 |
|  # | Nippon Concrete Industries Co. Ltd. | 172401 | 360906 |
|  # | Nippon Denko Co. Ltd. | 448350 | 978599 |
|  | Nippon Densetsu Kogyo Co. Ltd. | 116300 | 2169671 |
|  | Nippon Dry-Chemical Co. Ltd. | 6200 | 338753 |
|  | Nippon Electric Glass Co. Ltd. | 325401 | 10955217 |
|  | Nippon Express Holdings, Inc. | 825228 | 17556962 |
|  | Nippon Fine Chemical Co. Ltd. | 43300 | 697575 |
|  | Nippon Gas Co. Ltd. | 544500 | 10423655 |
|  | Nippon Hume Corp. | 100600 | 2028023 |
|  | Nippon Kayaku Co. Ltd. | 392600 | 3590095 |
|  | Nippon Kodoshi Corp. | 23400 | 412961 |
|  | Nippon Light Metal Holdings Co. Ltd. | 173028 | 2519682 |
|  | Nippon Paint Holdings Co. Ltd. | 905100 | 5757362 |
|  | Nippon Paper Industries Co. Ltd. | 301196 | 2253396 |
|  | Nippon Parking Development Co. Ltd. | 932000 | 1633157 |
|  | Nippon Rietec Co. Ltd. | 17500 | 233523 |
|  | Nippon Sanso Holdings Corp. | 348000 | 11557710 |
|  | Nippon Seiki Co. Ltd. | 250400 | 2893499 |
|  | Nippon Seisen Co. Ltd. | 41500 | 297767 |
|  | Nippon Sharyo Ltd. | 18599 | 402890 |
|  \* | Nippon Sheet Glass Co. Ltd. | 300360 | 1123757 |
|  | Nippon Shinyaku Co. Ltd. | 162094 | 3391584 |
|  | Nippon Shokubai Co. Ltd. | 373618 | 4328863 |
|  | Nippon Signal Co. Ltd. | 253050 | 2069122 |
|  | Nippon Soda Co. Ltd. | 216600 | 4801790 |
|  | Nippon Steel Corp. | 5296890 | 21833926 |
|  | Nippon Television Holdings, Inc. | 50400 | 1222828 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  JAPAN — (Continued) | JAPAN — (Continued) |  |  |
|  | Nippon Thompson Co. Ltd. | 323800 | $1402108 |
|  | Nippon Yakin Kogyo Co. Ltd. | 59660 | 1652989 |
|  | Nippon Yusen KK | 721690 | 24922361 |
|  | Nipro Corp. | 605901 | 5914409 |
|  | Nishikawa Rubber Co. Ltd. | 6800 | 125155 |
|  | Nishimatsu Construction Co. Ltd. | 150000 | 5152475 |
|  | Nishimatsuya Chain Co. Ltd. | 74200 | 992798 |
|  | Nishi-Nippon Financial Holdings, Inc. | 635014 | 10851287 |
|  | Nishi-Nippon Railroad Co. Ltd. | 107800 | 1565993 |
|  | Nishio Holdings Co. Ltd. | 69700 | 1982873 |
|  | Nissan Chemical Corp. | 332230 | 11224607 |
|  \* | Nissan Motor Co. Ltd. | 2308113 | 5275729 |
|  # | Nissan Shatai Co. Ltd. | 213600 | 1422116 |
|  | Nissan Tokyo Sales Holdings Co. Ltd. | 115700 | 377074 |
|  | Nissei ASB Machine Co. Ltd. | 27200 | 1204786 |
|  # | Nissei Plastic Industrial Co. Ltd. | 37868 | 208682 |
|  | Nissha Co. Ltd. | 152683 | 1326525 |
|  | Nisshin Group Holdings Co. Ltd. | 126700 | 494811 |
|  | Nisshin Oillio Group Ltd. | 136600 | 4513424 |
|  | Nisshin Seifun Group, Inc. | 498845 | 5639687 |
|  | Nisshinbo Holdings, Inc. | 512341 | 4048924 |
|  # | Nissin Foods Holdings Co. Ltd. | 101625 | 1834519 |
|  # | Nisso Holdings Co. Ltd. | 60000 | 250319 |
|  | Nissui Corp. | 1451900 | 10115405 |
|  | Niterra Co. Ltd. | 505400 | 20733065 |
|  # | Nitori Holdings Co. Ltd. | 880400 | 14264411 |
|  | Nitta Corp. | 75200 | 1971182 |
|  | Nitta Gelatin, Inc. | 56263 | 361456 |
|  # | Nittetsu Mining Co. Ltd. | 322010 | 3526943 |
|  | Nitto Denko Corp. | 1604600 | 39962326 |
|  | Nitto Fuji Flour Milling Co. Ltd. | 3600 | 162207 |

---

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##### [**Table of Contents**](#toc)
**INTERNATIONAL CORE EQUITY 2 PORTFOLIO** 

**CONTINUED** 

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  JAPAN — (Continued) | JAPAN — (Continued) |  |  |
|  # | Nitto Kogyo Corp. | 118100 | $2828181 |
|  # | Nitto Kohki Co. Ltd. | 39600 | 439749 |
|  # | Nitto Seiko Co. Ltd. | 106305 | 474684 |
|  | Nittoc Construction Co. Ltd. | 84949 | 674668 |
|  # | Nittoku Co. Ltd. | 29600 | 467695 |
|  | No.1 Co. Ltd. | 3600 | 50544 |
|  | Noda Corp. | 18352 | 83683 |
|  | Noevir Holdings Co. Ltd. | 33200 | 942199 |
|  | NOF Corp. | 466200 | 8295814 |
|  | Nohmi Bosai Ltd. | 30000 | 737632 |
|  # | Nojima Corp. | 1176000 | 8683379 |
|  | NOK Corp. | 343200 | 6094038 |
|  | Nomura Co. Ltd. | 16500 | 109760 |
|  | Nomura Holdings, Inc. (8604 JP) | 2202698 | 15718671 |
|  | Nomura Holdings, Inc. (NMR US), Sponsored ADR | 122223 | 870228 |
|  | Nomura Micro Science Co. Ltd. | 13600 | 346469 |
|  | Nomura Real Estate Holdings, Inc. | 1623100 | 9269314 |
|  | Nomura Research Institute Ltd. | 328585 | 12687669 |
|  | Noritake Co. Ltd. | 96000 | 3007038 |
|  | Noritsu Koki Co. Ltd. | 289800 | 3145797 |
|  | Noritz Corp. | 125600 | 1630856 |
|  | North Pacific Bank Ltd. | 1264600 | 5922551 |
|  # | NPC, Inc. | 27000 | 125531 |
|  | NPR-RIKEN Corp. | 115180 | 2332179 |
|  # | NS Solutions Corp. | 138200 | 3482202 |
|  # | NS Tool Co. Ltd. | 49000 | 243278 |
|  | NS United Kaiun Kaisha Ltd. | 60800 | 2173674 |
|  | NSD Co. Ltd. | 206978 | 4422212 |
|  | NSK Ltd. | 1158146 | 5835906 |
|  # | NSW, Inc. | 30000 | 483293 |
|  | NTN Corp. | 1393500 | 3111063 |
|  | NTT, Inc. | 14775000 | 15207222 |
|  #\* | Nxera Pharma Co. Ltd. | 181900 | 1058124 |
|  | Oat Agrio Co. Ltd. | 27500 | 390948 |
|  # | Obara Group, Inc. | 29400 | 799306 |
|  | Obayashi Corp. | 884000 | 14955018 |
|  | OBIC Business Consultants Co. Ltd. | 15400 | 881347 |
|  | Obic Co. Ltd. | 194900 | 6046007 |
|  | Odakyu Electric Railway Co. Ltd. | 395499 | 4182916 |
|  # | Oenon Holdings, Inc. | 183600 | 614283 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  JAPAN — (Continued) | JAPAN — (Continued) |  |  |
|  | Ogaki Kyoritsu Bank Ltd. | 207846 | $4975442 |
|  # | Ohara, Inc. | 32600 | 240504 |
|  # | Ohashi Technica, Inc. | 44400 | 589209 |
|  # | Ohba Co. Ltd. | 19400 | 139827 |
|  | Ohki Healthcare Holdings Co. Ltd. | 1900 | 17314 |
|  | Ohsho Food Service Corp. | 84100 | 1838174 |
|  | OIE Sangyo Co. Ltd. | 11800 | 166644 |
|  | Oiles Corp. | 66701 | 977043 |
|  | Oisix ra daichi, Inc. | 29700 | 328031 |
|  | Oita Bank Ltd. | 53300 | 1759186 |
|  | Oji Holdings Corp. | 2263100 | 11418203 |
|  | Okabe Co. Ltd. | 115200 | 685463 |
|  | Okada Aiyon Corp. | 21000 | 278381 |
|  # | Okamoto Industries, Inc. | 28300 | 926134 |
|  | Okamoto Machine Tool Works Ltd. | 21561 | 670529 |
|  | Okamura Corp. | 260400 | 3809396 |
|  | Okasan Securities Group, Inc. | 431678 | 1934560 |
|  | Oki Electric Industry Co. Ltd. | 365878 | 4371272 |
|  | Okinawa Cellular Telephone Co. | 163400 | 2723982 |
|  # | Okinawa Electric Power Co., Inc. | 90258 | 591441 |
|  | Okinawa Financial Group, Inc. | 75732 | 1887370 |
|  | OKUMA Corp. | 221500 | 4931201 |
|  | Okumura Corp. | 130400 | 4133721 |
|  # | Okura Industrial Co. Ltd. | 37051 | 1193197 |
|  | Okuwa Co. Ltd. | 73073 | 394086 |
|  | Olympus Corp. | 1742900 | 21449806 |
|  | Omron Corp. | 458900 | 12796315 |
|  | One Career, Inc. | 4300 | 70895 |
|  | Ono Pharmaceutical Co. Ltd. | 775259 | 9460804 |
|  # | Onoken Co. Ltd. | 95500 | 852601 |
|  | Onward Holdings Co. Ltd. | 278296 | 1167934 |
|  # | Ootoya Holdings Co. Ltd. | 8700 | 318162 |
|  | Open House Group Co. Ltd. | 298598 | 14369412 |
|  | Open Up Group, Inc. | 110000 | 1227090 |
|  | Optex Group Co. Ltd. | 79960 | 1207081 |
|  #\* | Optim Corp. | 17300 | 62700 |
|  # | Optimus Group Co. Ltd. | 16300 | 35480 |
|  | Optorun Co. Ltd. | 6400 | 70467 |

---

------

##### [**Table of Contents**](#toc)
**INTERNATIONAL CORE EQUITY 2 PORTFOLIO** 

**CONTINUED** 

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  JAPAN — (Continued) | JAPAN — (Continued) |  |  |
|  | Oracle Corp. Japan | 52973 | $4883572 |
|  | Organo Corp. | 97500 | 8367369 |
|  | Orient Corp. | 185544 | 1159612 |
|  | Oriental Land Co. Ltd. | 345400 | 6990090 |
|  | Oriental Shiraishi Corp. | 571300 | 1573386 |
|  | ORIX Corp. (8591 JP) | 1170800 | 28640147 |
|  | ORIX Corp. (IX US), Sponsored ADR | 25055 | 613597 |
|  # | Oro Co. Ltd. | 21300 | 324998 |
|  | Osaka Gas Co. Ltd. | 346400 | 10899422 |
|  # | Osaka Organic Chemical Industry Ltd. | 70000 | 1737658 |
|  # | Osaka Steel Co. Ltd. | 37900 | 637530 |
|  # | OSAKA Titanium Technologies Co. Ltd. | 80600 | 1388013 |
|  # | Osaki Electric Co. Ltd. | 191300 | 1550352 |
|  # | OSG Corp. | 168600 | 2444412 |
|  | Otsuka Corp. | 258800 | 5116492 |
|  | Otsuka Holdings Co. Ltd. | 170800 | 9295618 |
|  | OUG Holdings, Inc. | 3900 | 97829 |
|  | Oyo Corp. | 96600 | 1802673 |
|  # | Ozu Corp. | 7200 | 79688 |
|  | Pacific Industrial Co. Ltd. | 158500 | 3160905 |
|  # | Pacific Metals Co. Ltd. | 54658 | 726008 |
|  | Pack Corp. | 149600 | 1165644 |
|  | PAL GROUP Holdings Co. Ltd. | 421200 | 5419754 |
|  | PALTAC Corp. | 93158 | 2747460 |
|  | Pan Pacific International Holdings Corp. | 2037500 | 12120288 |
|  | Panasonic Holdings Corp. | 2188742 | 25431486 |
|  | Paraca, Inc. | 18622 | 239005 |
|  | Paramount Bed Holdings Co. Ltd. | 130900 | 2997717 |
|  # | Park24 Co. Ltd. | 370301 | 4327593 |
|  | Parker Corp. | 6000 | 43569 |
|  | Pasona Group, Inc. | 101600 | 1256344 |
|  | Pegasus Co. Ltd. | 115156 | 615262 |
|  | Penta-Ocean Construction Co. Ltd. | 1444700 | 13226219 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  JAPAN — (Continued) | JAPAN — (Continued) |  |  |
|  # | People Dreams & Technologies Group Co. Ltd. | 17800 | $185164 |
|  \* | PeptiDream, Inc. | 181800 | 1840736 |
|  | Persol Holdings Co. Ltd. | 4994101 | 8284539 |
|  # | Pharma Foods International Co. Ltd. | 65200 | 336436 |
|  | PHC Holdings Corp. | 83100 | 543196 |
|  \* | PIA Corp. | 14000 | 272836 |
|  | Pickles Holdings Co. Ltd. | 29382 | 209474 |
|  # | Pigeon Corp. | 285100 | 3224931 |
|  # | PILLAR Corp. | 97200 | 3060970 |
|  | Pilot Corp. | 83600 | 2524390 |
|  | Piolax, Inc. | 70800 | 788882 |
|  # | Plus Alpha Consulting Co. Ltd. | 72100 | 1105302 |
|  # | Pole To Win Holdings, Inc. | 65700 | 140799 |
|  # | Port, Inc. | 25100 | 318687 |
|  | PR Times Corp. | 18226 | 351795 |
|  | Premium Group Co. Ltd. | 150000 | 1920263 |
|  | Premium Water Holdings, Inc. | 7800 | 167589 |
|  | Press Kogyo Co. Ltd. | 397300 | 1683801 |
|  | Prestige International, Inc. | 278500 | 1196013 |
|  | Prima Meat Packers Ltd. | 119499 | 1919629 |
|  | Procrea Holdings, Inc. | 84927 | 953726 |
|  # | Pronexus, Inc. | 35900 | 254496 |
|  | Pro-Ship, Inc. | 59600 | 576761 |
|  | PS Construction Co. Ltd. | 45817 | 537353 |
|  | QB Net Holdings Co. Ltd. | 9721 | 85568 |
|  | Qol Holdings Co. Ltd. | 117100 | 1476435 |
|  | Quick Co. Ltd. | 43400 | 661783 |
|  # | Raccoon Holdings, Inc. | 37700 | 162980 |
|  | Raito Kogyo Co. Ltd. | 201800 | 4223239 |
|  | Raiznext Corp. | 123700 | 1536917 |
|  | Raksul, Inc. | 122600 | 841730 |
|  # | Rakumachi, Inc. | 15700 | 120934 |
|  | Rakus Co. Ltd. | 550998 | 4448098 |
|  \* | Rakuten Bank Ltd. | 151300 | 8304455 |
|  \* | Rakuten Group, Inc. | 1561900 | 10218267 |
|  | Rasa Corp. | 34900 | 373724 |
|  | Rasa Industries Ltd. | 37799 | 1231545 |

---

------

##### [**Table of Contents**](#toc)
**INTERNATIONAL CORE EQUITY 2 PORTFOLIO** 

**CONTINUED** 

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  JAPAN — (Continued) | JAPAN — (Continued) |  |  |
|  | Recruit Holdings Co. Ltd. | 1047700 | $51953278 |
|  | Relo Group, Inc. | 266699 | 2870976 |
|  # | Renaissance, Inc. | 16900 | 115187 |
|  | Renesas Electronics Corp. | 921299 | 11377643 |
|  | Rengo Co. Ltd. | 1298610 | 7909088 |
|  #\* | RENOVA, Inc. | 167000 | 894779 |
|  | Resol Holdings Co. Ltd. | 4100 | 143288 |
|  | Resona Holdings, Inc. | 1500590 | 14467303 |
|  | Resonac Holdings Corp. | 640200 | 24942013 |
|  | Resorttrust, Inc. | 583200 | 6872543 |
|  | Restar Corp. | 99000 | 1656245 |
|  | Retail Partners Co. Ltd. | 59600 | 497900 |
|  | Rheon Automatic Machinery Co. Ltd. | 64200 | 602130 |
|  # | Rhythm Co. Ltd. | 40300 | 876523 |
|  | Ricoh Co. Ltd. | 1274719 | 10935538 |
|  | Ricoh Leasing Co. Ltd. | 77500 | 2846193 |
|  | Ride On Express Holdings Co. Ltd. | 29300 | 190097 |
|  | Riken Keiki Co. Ltd. | 88900 | 2024785 |
|  | Riken Technos Corp. | 190900 | 1730376 |
|  | Riken Vitamin Co. Ltd. | 65400 | 1187279 |
|  # | Ringer Hut Co. Ltd. | 22900 | 330268 |
|  | Rinnai Corp. | 163400 | 3703570 |
|  | Rion Co. Ltd. | 26000 | 421414 |
|  | Rise Consulting Group, Inc. | 16500 | 94597 |
|  | Riso Kagaku Corp. | 23516 | 178256 |
|  # | Riso Kyoiku Group Corp. | 192293 | 245570 |
|  # | Rix Corp. | 7400 | 178748 |
|  # | Rock Field Co. Ltd. | 47900 | 440847 |
|  | Rohm Co. Ltd. | 775299 | 12415385 |
|  | Rohto Pharmaceutical Co. Ltd. | 251600 | 3902333 |
|  # | Rokko Butter Co. Ltd. | 48512 | 369345 |
|  | Roland Corp. | 41400 | 877041 |
|  | Rorze Corp. | 377800 | 5261013 |
|  | Round One Corp. | 770641 | 5533360 |
|  | Royal Holdings Co. Ltd. | 97800 | 1624223 |
|  | RS Technologies Co. Ltd. | 28100 | 700520 |
|  | Ryobi Ltd. | 86667 | 1547175 |
|  | RYODEN Corp. | 68800 | 1425381 |
|  | Ryohin Keikaku Co. Ltd. | 996100 | 20489141 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  JAPAN — (Continued) | JAPAN — (Continued) |  |  |
|  | Ryoyo Ryosan Holdings, Inc. | 79960 | $1540760 |
|  | S Foods, Inc. | 55600 | 902399 |
|  | S&B Foods, Inc. | 10600 | 229023 |
|  # | Sac's Bar Holdings, Inc. | 58200 | 295650 |
|  | Sagami Rubber Industries Co. Ltd. | 25600 | 145980 |
|  | Saibu Gas Holdings Co. Ltd. | 51100 | 612595 |
|  | Saizeriya Co. Ltd. | 89200 | 2916664 |
|  | Sakai Chemical Industry Co. Ltd. | 76000 | 1402348 |
|  # | Sakai Heavy Industries Ltd. | 32400 | 431370 |
|  | Sakai Moving Service Co. Ltd. | 75800 | 1385830 |
|  | Sakata INX Corp. | 191000 | 2819498 |
|  | Sakata Seed Corp. | 54600 | 1399025 |
|  | Sala Corp. | 208660 | 1421747 |
|  # | Samco, Inc. | 4300 | 115377 |
|  | San Holdings, Inc. | 96200 | 937382 |
|  # | San ju San Financial Group, Inc. | 83317 | 1970586 |
|  | San-A Co. Ltd. | 129300 | 2249130 |
|  | San-Ai Obbli Co. Ltd. | 259200 | 3433081 |
|  | Sangetsu Corp. | 183100 | 3580310 |
|  | San-In Godo Bank Ltd. | 677997 | 5961408 |
|  \* | Sanken Electric Co. Ltd. | 90500 | 4349768 |
|  | Sanki Engineering Co. Ltd. | 161700 | 5556984 |
|  | Sanko Gosei Ltd. | 87952 | 480101 |
|  | Sanko Metal Industrial Co. Ltd. | 56500 | 497457 |
|  | Sankyo Co. Ltd. | 808850 | 14031407 |
|  | Sankyo Frontier Co. Ltd. | 25600 | 333133 |
|  | Sankyo Seiko Co. Ltd. | 113400 | 495692 |
|  # | Sankyo Tateyama, Inc. | 96935 | 378176 |
|  | Sankyu, Inc. | 252000 | 12867149 |
|  # | Sanoh Industrial Co. Ltd. | 80100 | 476536 |
|  | Sanrio Co. Ltd. | 277100 | 12823733 |
|  \* | Sansan, Inc. | 41100 | 484820 |
|  | Sansei Landic Co. Ltd. | 8900 | 78972 |
|  | Sansei Technologies, Inc. | 44700 | 656602 |

---

------

##### [**Table of Contents**](#toc)
**INTERNATIONAL CORE EQUITY 2 PORTFOLIO** 

**CONTINUED** 

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  JAPAN — (Continued) | JAPAN — (Continued) |  |  |
|  | Sansha Electric Manufacturing Co. Ltd. | 26500 | $155309 |
|  | Sanshin Electronics Co. Ltd. | 35000 | 663563 |
|  # | Santec Holdings Corp. | 18100 | 1068574 |
|  | Santen Pharmaceutical Co. Ltd. | 814399 | 7979293 |
|  | Sanwa Holdings Corp. | 415200 | 11323213 |
|  | Sanyo Chemical Industries Ltd. | 50400 | 1371327 |
|  | Sanyo Denki Co. Ltd. | 131400 | 3360028 |
|  # | Sanyo Electric Railway Co. Ltd. | 29600 | 384680 |
|  # | Sanyo Engineering & Construction, Inc. | 32400 | 292476 |
|  | Sanyo Industries Ltd. | 1500 | 44555 |
|  | Sanyo Shokai Ltd. | 43099 | 889167 |
|  | Sanyo Trading Co. Ltd. | 87000 | 895526 |
|  | Sapporo Holdings Ltd. | 94900 | 4560557 |
|  | Sata Construction Co. Ltd. | 46000 | 322654 |
|  | Sato Corp. | 76582 | 1086971 |
|  # | Sato Shoji Corp. | 48400 | 675346 |
|  # | Satori Electric Co. Ltd. | 47500 | 591026 |
|  | Sawai Group Holdings Co. Ltd. | 264900 | 3163505 |
|  | SAXA, Inc. | 22700 | 792250 |
|  #\* | SBI ARUHI Corp. | 48270 | 250066 |
|  # | SBI Global Asset Management Co. Ltd. | 37500 | 144205 |
|  | SBI Holdings, Inc. | 431380 | 19277089 |
|  # | SBS Holdings, Inc. | 102800 | 2260752 |
|  # | SCREEN Holdings Co. Ltd. | 145400 | 13783582 |
|  | Scroll Corp. | 141300 | 1004326 |
|  | SCSK Corp. | 219677 | 8072386 |
|  | SEC Carbon Ltd. | 14000 | 193812 |
|  | Secom Co. Ltd. | 182800 | 6179518 |
|  | Seed Co. Ltd. | 20600 | 75908 |
|  | Sega Sammy Holdings, Inc. | 251412 | 4652053 |
|  | Segue Group Co. Ltd. | 21300 | 88735 |
|  | Seibu Holdings, Inc. | 378200 | 13292986 |
|  | Seika Corp. | 108402 | 1616206 |
|  | Seikagaku Corp. | 147800 | 629648 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  JAPAN — (Continued) | JAPAN — (Continued) |  |  |
|  # | Seikitokyu Kogyo Co. Ltd. | 95399 | $917816 |
|  | Seiko Electric Co. Ltd. | 12500 | 178896 |
|  | Seiko Epson Corp. | 736132 | 9327239 |
|  | Seiko Group Corp. | 132500 | 6084908 |
|  | Seino Holdings Co. Ltd. | 321000 | 4536358 |
|  | Seiren Co. Ltd. | 182200 | 3731145 |
|  | Sekisui Chemical Co. Ltd. | 767700 | 13299852 |
|  | Sekisui House Ltd. | 526700 | 11300487 |
|  | Sekisui Jushi Corp. | 84100 | 1124525 |
|  # | Sekisui Kasei Co. Ltd. | 88221 | 202466 |
|  | SEMITEC Corp. | 30000 | 460861 |
|  | Senko Group Holdings Co. Ltd. | 605000 | 7896559 |
|  | Senshu Electric Co. Ltd. | 39100 | 1145292 |
|  | Senshu Ikeda Holdings, Inc. | 1055460 | 4555727 |
|  #\* | Senshukai Co. Ltd. | 111900 | 164679 |
|  | Septeni Holdings Co. Ltd. | 22500 | 59752 |
|  | Seria Co. Ltd. | 116900 | 2225995 |
|  | Seven & i Holdings Co. Ltd. | 4047856 | 51487895 |
|  | Seven Bank Ltd. | 2376472 | 4365591 |
|  # | SFP Holdings Co. Ltd. | 6500 | 85194 |
|  | SG Holdings Co. Ltd. | 454130 | 4173729 |
|  # | Sharingtechnology, Inc. | 71200 | 431211 |
|  \* | Sharp Corp. | 647098 | 3592144 |
|  | Shibaura Machine Co. Ltd. | 97000 | 2693599 |
|  | Shibaura Mechatronics Corp. | 47700 | 5618526 |
|  | Shibusawa Logistics Corp. | 150000 | 1076811 |
|  | Shibuya Corp. | 56100 | 1244592 |
|  \* | SHIFT, Inc. | 544085 | 3750421 |
|  | Shiga Bank Ltd. | 195336 | 7890453 |
|  # | Shikibo Ltd. | 69400 | 451679 |
|  | Shikoku Bank Ltd. | 225500 | 2128157 |
|  | Shikoku Electric Power Co., Inc. | 287700 | 2568692 |
|  | Shikoku Kasei Holdings Corp. | 117600 | 2093456 |
|  # | Shima Seiki Manufacturing Ltd. | 95269 | 612747 |
|  # | Shimadaya Corp. | 19400 | 221877 |
|  | Shimadzu Corp. | 291200 | 7829046 |

---

------

##### [**Table of Contents**](#toc)
**INTERNATIONAL CORE EQUITY 2 PORTFOLIO** 

**CONTINUED** 

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  JAPAN — (Continued) | JAPAN — (Continued) |  |  |
|  | Shimamura Co. Ltd. | 138892 | $8954323 |
|  | Shimano, Inc. | 70307 | 7365772 |
|  # | Shimizu Bank Ltd. | 30000 | 391904 |
|  | Shimizu Corp. | 838000 | 11248600 |
|  | Shimojima Co. Ltd. | 13800 | 115495 |
|  | Shin Maint Holdings Co. Ltd. | 15100 | 111072 |
|  | Shin Nippon Air Technologies Co. Ltd. | 89600 | 1789287 |
|  # | Shin Nippon Biomedical Laboratories Ltd. | 65800 | 622387 |
|  | Shinagawa Refra Co. Ltd. | 141400 | 1694741 |
|  | Shindengen Electric Manufacturing Co. Ltd. | 20600 | 467820 |
|  | Shin-Etsu Chemical Co. Ltd. | 1125900 | 33843347 |
|  | Shin-Etsu Polymer Co. Ltd. | 185300 | 2320511 |
|  # | Shinko Shoji Co. Ltd. | 147900 | 976688 |
|  | Shinmaywa Industries Ltd. | 287100 | 3733728 |
|  | Shinnihon Corp. | 141400 | 1625143 |
|  | Shinnihonseiyaku Co. Ltd. | 31600 | 442888 |
|  | Shinsho Corp. | 76500 | 1152657 |
|  # | Shinwa Co. Ltd. (3447 JP) | 37700 | 203107 |
|  | Shinwa Co. Ltd. (7607 JP) | 32200 | 641699 |
|  | Shionogi & Co. Ltd. | 715100 | 11994083 |
|  | Ship Healthcare Holdings, Inc. | 392600 | 5873073 |
|  | Shiseido Co. Ltd. | 402504 | 6779718 |
|  | Shizuoka Financial Group, Inc. | 823630 | 11092330 |
|  | Shizuoka Gas Co. Ltd. | 222200 | 1624847 |
|  | SHO-BOND Holdings Co. Ltd. | 99400 | 3154113 |
|  | Shoei Co. Ltd. | 207300 | 2201971 |
|  # | Shoei Foods Corp. | 28100 | 718302 |
|  | Shofu, Inc. | 8800 | 108092 |
|  | Showa Sangyo Co. Ltd. | 61428 | 1172568 |
|  | Showa Shinku Co. Ltd. | 8600 | 80261 |
|  | SIGMAXYZ Holdings, Inc. | 284400 | 1612789 |
|  | Siix Corp. | 117980 | 1058122 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  JAPAN — (Continued) | JAPAN — (Continued) |  |  |
|  \* | Simplex Holdings, Inc. | 115500 | $3220565 |
|  | Sinanen Holdings Co. Ltd. | 26400 | 1057207 |
|  | Sinfonia Technology Co. Ltd. | 111500 | 7674215 |
|  | Sinko Industries Ltd. | 172500 | 1441191 |
|  | Sintokogio Ltd. | 112500 | 753397 |
|  | SK Kaken Co. Ltd. | 2500 | 147074 |
|  # | SK-Electronics Co. Ltd. | 34722 | 670089 |
|  | SKY Perfect JSAT Holdings, Inc. | 770500 | 7581699 |
|  | Skylark Holdings Co. Ltd. | 712400 | 12885535 |
|  | Skymark Airlines, Inc. | 64900 | 188881 |
|  # | Smaregi, Inc. | 22100 | 407526 |
|  | SMC Corp. | 50200 | 17184586 |
|  # | SMK Corp. | 15299 | 224823 |
|  | SMS Co. Ltd. | 168000 | 1448005 |
|  # | Socionext, Inc. | 222900 | 5016264 |
|  # | Soda Nikka Co. Ltd. | 70300 | 455247 |
|  | Sodick Co. Ltd. | 262334 | 1658718 |
|  | Soft99 Corp. | 11800 | 301053 |
|  | SoftBank Corp. | 19213000 | 27301634 |
|  | SoftBank Group Corp. | 1193063 | 209344931 |
|  | Softcreate Holdings Corp. | 63000 | 871525 |
|  | Software Service, Inc. | 9300 | 826716 |
|  | Sojitz Corp. | 439519 | 11660634 |
|  | Soken Chemical & Engineering Co. Ltd. | 48700 | 753127 |
|  | Solasto Corp. | 223742 | 731119 |
|  # | Soliton Systems KK | 24200 | 269060 |
|  | Solvvy, Inc. | 4500 | 62786 |
|  | Sompo Holdings, Inc. | 1157100 | 35263159 |
|  \* | Sony Financial Group, Inc. | 5644000 | 5691244 |
|  \* | Sony Financial Group, Inc., ADR | 274721 | 1365363 |
|  | Sony Group Corp. (6758 JP) | 5644000 | 157183026 |
|  # | Sony Group Corp. (SONY US), Sponsored ADR | 1305723 | 36416614 |
|  | Sotetsu Holdings, Inc. | 173200 | 2903396 |
|  # | Space Co. Ltd. | 50960 | 451687 |
|  | Sparx Group Co. Ltd. | 96639 | 974828 |
|  | SPK Corp. | 30800 | 446752 |
|  # | S-Pool, Inc. | 48100 | 88270 |
|  # | Sprix, Inc. | 3700 | 32886 |

---

------

##### [**Table of Contents**](#toc)
**INTERNATIONAL CORE EQUITY 2 PORTFOLIO** 

**CONTINUED** 

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  JAPAN — (Continued) | JAPAN — (Continued) |  |  |
|  | Square Enix Holdings Co. Ltd. | 79200 | $1532107 |
|  | SRA Holdings | 51500 | 1668615 |
|  | SRE Holdings Corp. | 22900 | 418893 |
|  # | SRS Holdings Co. Ltd. | 20900 | 155409 |
|  # | ST Corp. | 19100 | 194287 |
|  | ST HD Co. Ltd. | 144100 | 2431580 |
|  # | St. Care Holding Corp. | 36100 | 194174 |
|  | St. Marc Holdings Co. Ltd. | 20000 | 345504 |
|  | Stanley Electric Co. Ltd. | 332600 | 6532998 |
|  | Star Mica Holdings Co. Ltd. | 82800 | 611080 |
|  | Star Micronics Co. Ltd. | 93300 | 1005502 |
|  | Startia Holdings, Inc. | 9700 | 173599 |
|  | Starts Corp., Inc. | 199700 | 6203450 |
|  | Starzen Co. Ltd. | 205494 | 1546220 |
|  | Stella Chemifa Corp. | 42300 | 1122827 |
|  # | Step Co. Ltd. | 29100 | 457902 |
|  | STI Foods Holdings, Inc. | 27300 | 227297 |
|  | Strike Co. Ltd. | 27600 | 679935 |
|  # | Studio Alice Co. Ltd. | 35700 | 470358 |
|  | Subaru Corp. | 1757600 | 37389636 |
|  | Subaru Enterprise Co. Ltd. | 32000 | 681726 |
|  | Sugi Holdings Co. Ltd. | 341400 | 7374821 |
|  # | Sugimoto & Co. Ltd. | 88700 | 1038786 |
|  | Sukegawa Electric Co. Ltd. | 1300 | 63642 |
|  | SUMCO Corp. | 896560 | 9136680 |
|  | Sumida Corp. | 121300 | 881376 |
|  | Suminoe Co. Ltd. | 15600 | 122372 |
|  # | Sumiseki Holdings, Inc. | 124200 | 449505 |
|  | Sumitomo Bakelite Co. Ltd. | 239500 | 7966251 |
|  | Sumitomo Chemical Co. Ltd. | 3088952 | 9085609 |
|  | Sumitomo Corp. | 627700 | 18260385 |
|  | Sumitomo Densetsu Co. Ltd. | 73400 | 4619007 |
|  | Sumitomo Electric Industries Ltd. | 1367900 | 49870082 |
|  | Sumitomo Forestry Co. Ltd. | 1469400 | 15285831 |
|  # | Sumitomo Heavy Industries Ltd. | 330663 | 8840790 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  JAPAN — (Continued) | JAPAN — (Continued) |  |  |
|  | Sumitomo Metal Mining Co. Ltd. | 371400 | $12149399 |
|  | Sumitomo Mitsui Financial Group, Inc. (8316 JP) | 2617410 | 70863209 |
|  | Sumitomo Mitsui Trust Group, Inc. | 638646 | 17541403 |
|  | Sumitomo Osaka Cement Co. Ltd. | 94699 | 2365598 |
|  \* | Sumitomo Pharma Co. Ltd. | 136800 | 1491389 |
|  | Sumitomo Realty & Development Co. Ltd. | 427700 | 18261501 |
|  | Sumitomo Riko Co. Ltd. | 243800 | 4125748 |
|  | Sumitomo Rubber Industries Ltd. | 405363 | 4747378 |
|  | Sumitomo Seika Chemicals Co. Ltd. | 36101 | 1118222 |
|  | Sumitomo Warehouse Co. Ltd. | 276100 | 5823459 |
|  | Sun Frontier Fudousan Co. Ltd. | 163500 | 2422041 |
|  # | Suncall Corp. | 91500 | 599436 |
|  | Sundrug Co. Ltd. | 194700 | 5254997 |
|  # | Suntory Beverage & Food Ltd. | 169400 | 5127681 |
|  | Sun-Wa Technos Corp. | 44900 | 779820 |
|  | Suruga Bank Ltd. | 431800 | 4322366 |
|  # | Suzuden Corp. | 17700 | 192285 |
|  | Suzuken Co. Ltd. | 233199 | 8856091 |
|  | Suzuki Co. Ltd. | 53000 | 740667 |
|  | Suzuki Motor Corp. | 2121500 | 31671599 |
|  | SWCC Corp. | 184800 | 8978657 |
|  # | Synchro Food Co. Ltd. | 13200 | 53507 |
|  | Sysmex Corp. | 513600 | 5725387 |
|  | System Research Co. Ltd. | 15000 | 197690 |
|  | System Support Holdings, Inc. | 18700 | 368814 |
|  # | Systems Engineering Consultants Co. Ltd. | 15200 | 254569 |
|  | Systena Corp. | 1023900 | 3523615 |
|  | Syuppin Co. Ltd. | 61900 | 510415 |
|  | T Hasegawa Co. Ltd. | 113692 | 1991941 |
|  | T RAD Co. Ltd. | 21100 | 954615 |
|  | T&D Holdings, Inc. | 654210 | 14049500 |
|  # | Tachibana Eletech Co. Ltd. | 78580 | 1443514 |
|  | Tachikawa Corp. | 46139 | 566041 |

---

------

##### [**Table of Contents**](#toc)
**INTERNATIONAL CORE EQUITY 2 PORTFOLIO** 

**CONTINUED** 

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  JAPAN — (Continued) | JAPAN — (Continued) |  |  |
|  | Tachi-S Co. Ltd. | 92500 | $1172536 |
|  | Tadano Ltd. | 258545 | 1795656 |
|  | Taihei Dengyo Kaisha Ltd. | 165900 | 2326180 |
|  | Taiheiyo Cement Corp. | 361191 | 9799659 |
|  | Taiheiyo Kouhatsu, Inc. | 14899 | 74388 |
|  # | Taiho Kogyo Co. Ltd. | 79200 | 351358 |
|  | Taikisha Ltd. | 176400 | 3492344 |
|  | Taiko Bank Ltd. | 23900 | 270430 |
|  | Taisei Corp. | 120480 | 8766270 |
|  | Taisei Lamick Group Head Quarter & Innovation Co. Ltd. | 18400 | 314730 |
|  | Taiyo Holdings Co. Ltd. | 128900 | 6895302 |
|  | Taiyo Yuden Co. Ltd. | 406099 | 11533942 |
|  | Takamatsu Construction Group Co. Ltd. | 66700 | 1463900 |
|  # | Takamiya Co. Ltd. | 73843 | 198987 |
|  | Takano Co. Ltd. | 3100 | 15099 |
|  | Takaoka Toko Co. Ltd. | 49974 | 1112944 |
|  | Takara & Co. Ltd. | 25600 | 675364 |
|  | Takara Bio, Inc. | 167900 | 1004058 |
|  | Takara Holdings, Inc. | 399700 | 4071038 |
|  | Takara Standard Co. Ltd. | 189444 | 3059790 |
|  | Takasago International Corp. | 346500 | 3386360 |
|  | Takasago Thermal Engineering Co. Ltd. | 201200 | 5970441 |
|  # | Takashima & Co. Ltd. | 136800 | 726936 |
|  | Takashimaya Co. Ltd. | 1059800 | 11335995 |
|  | Take & Give Needs Co. Ltd. | 32400 | 172884 |
|  # | TAKEBISHI Corp. | 28200 | 373879 |
|  | Takeda Pharmaceutical Co. Ltd. (4502 JP) | 1299907 | 35081232 |
|  | Takemoto Yohki Co. Ltd. | 25300 | 138338 |
|  | Takeuchi Manufacturing Co. Ltd. | 173000 | 7132374 |
|  # | Taki Chemical Co. Ltd. | 6300 | 147372 |
|  | Takuma Co. Ltd. | 10000 | 153373 |
|  # | Tama Home Co. Ltd. | 92800 | 2174571 |
|  | Tamron Co. Ltd. | 626000 | 4445570 |
|  | Tamura Corp. | 234100 | 802319 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  JAPAN — (Continued) | JAPAN — (Continued) |  |  |
|  | Tanabe Engineering Corp. | 22500 | $344902 |
|  | Tanseisha Co. Ltd. | 108949 | 939928 |
|  # | Tauns Laboratories, Inc. | 30700 | 110477 |
|  # | Tayca Corp. | 49100 | 418440 |
|  # | Tazmo Co. Ltd. | 33600 | 517515 |
|  | Tbk Co. Ltd. | 79201 | 168925 |
|  | TBS Holdings, Inc. | 118700 | 4098424 |
|  | TDC Soft, Inc. | 97400 | 851468 |
|  | TDK Corp. (6762 JP) | 2302500 | 40229747 |
|  # | TDK Corp. (TTDKY US), Sponsored ADR | 597870 | 10674969 |
|  | TechMatrix Corp. | 128000 | 1810281 |
|  # | Techno Medica Co. Ltd. | 15700 | 191191 |
|  # | Techno Ryowa Ltd. | 23570 | 865175 |
|  | Techno Smart Corp. | 28200 | 380532 |
|  | Teijin Ltd. | 672268 | 5881355 |
|  | Teikoku Electric Manufacturing Co. Ltd. | 47300 | 947134 |
|  # | Teikoku Sen-I Co. Ltd. | 75200 | 1673534 |
|  # | Teikoku Tsushin Kogyo Co. Ltd. | 37600 | 602546 |
|  | Tekken Corp. | 51899 | 1239698 |
|  # | Temairazu, Inc. | 7999 | 166814 |
|  # | Tenpos Holdings Co. Ltd. | 2000 | 44919 |
|  # | Tera Probe, Inc. | 11100 | 421091 |
|  | Terumo Corp. | 290900 | 4695392 |
|  # | Tess Holdings Co. Ltd. | 135688 | 306312 |
|  | THK Co. Ltd. | 301700 | 8033521 |
|  | Tigers Polymer Corp. | 6600 | 41408 |
|  | TIS, Inc. | 412201 | 14200666 |
|  | TKC Corp. | 82100 | 2148095 |
|  | Toa Corp. (1885 JP) | 278400 | 4264267 |
|  | Toa Corp. (6809 JP) | 153216 | 1255227 |
|  # | TOA ROAD Corp. | 151100 | 1521689 |
|  | Toagosei Co. Ltd. | 465650 | 4619175 |
|  | TOBISHIMA HOLDINGS, Inc. | 87240 | 1191478 |
|  | Tobu Railway Co. Ltd. | 277000 | 4467444 |
|  | TOC Co. Ltd. | 114000 | 602269 |
|  | Tocalo Co. Ltd. | 303700 | 4450985 |
|  | Tochigi Bank Ltd. | 548501 | 1955531 |
|  | Toda Corp. | 878600 | 5918915 |
|  | Toei Animation Co. Ltd. | 94000 | 1761746 |
|  | Toei Co. Ltd. | 55300 | 1965845 |
|  | Toell Co. Ltd. | 8400 | 43689 |
|  | Toenec Corp. | 194800 | 2114133 |

---

------

##### [**Table of Contents**](#toc)
**INTERNATIONAL CORE EQUITY 2 PORTFOLIO** 

**CONTINUED** 

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  JAPAN — (Continued) | JAPAN — (Continued) |  |  |
|  | Togami Electric Manufacturing Co. Ltd. | 11600 | $317818 |
|  # | Toho Bank Ltd. | 830855 | 2458856 |
|  | Toho Chemical Industry Co. Ltd. | 23000 | 117357 |
|  | Toho Co. Ltd. (8142 JP) | 40400 | 868759 |
|  | Toho Co. Ltd. (9602 JP) | 60000 | 3517011 |
|  | Toho Gas Co. Ltd. | 148955 | 4447794 |
|  | Toho Holdings Co. Ltd. | 200800 | 6439427 |
|  | Toho System Science Co. Ltd. | 1800 | 13143 |
|  # | Toho Titanium Co. Ltd. | 173600 | 1779247 |
|  #\* | Toho Zinc Co. Ltd. | 61199 | 266797 |
|  | Tohoku Bank Ltd. | 60500 | 519182 |
|  | Tohoku Electric Power Co., Inc. | 609700 | 4171700 |
|  # | Tohokushinsha Film Corp. | 45000 | 176184 |
|  # | Tokai Carbon Co. Ltd. | 621400 | 4162642 |
|  | Tokai Corp. | 58002 | 803508 |
|  | TOKAI Holdings Corp. | 345800 | 2289344 |
|  | Tokai Rika Co. Ltd. | 215467 | 3870735 |
|  | Tokai Tokyo Financial Holdings, Inc. | 651417 | 2413738 |
|  | Token Corp. | 25470 | 2336553 |
|  | Tokio Marine Holdings, Inc. (8766 JP) | 1440936 | 53737069 |
|  | Tokio Marine Holdings, Inc. (TKOMY US), ADR | 167916 | 6248154 |
|  # | Tokushu Tokai Paper Co. Ltd. | 100014 | 962311 |
|  | Tokuyama Corp. | 308112 | 7649333 |
|  | Tokyo Base Co. Ltd. | 22200 | 65393 |
|  | Tokyo Century Corp. | 671720 | 7927535 |
|  \* | Tokyo Electric Power Co. Holdings, Inc. | 1843312 | 9211873 |
|  # | Tokyo Electron Device Ltd. | 107400 | 2098385 |
|  | Tokyo Electron Ltd. | 393800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;86821166 |
|  # | Tokyo Energy & Systems, Inc. | 88900 | 1024781 |
|  | Tokyo Gas Co. Ltd. | 343500 | 12054850 |
|  | Tokyo Individualized Educational Institute, Inc. | 33155 | 95702 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  JAPAN — (Continued) | JAPAN — (Continued) |  |  |
|  | Tokyo Kiraboshi Financial Group, Inc. | 134674 | $6412474 |
|  | Tokyo Ohka Kogyo Co. Ltd. | 210900 | 7696484 |
|  | Tokyo Printing Ink Manufacturing Co. Ltd. | 1600 | 73014 |
|  | Tokyo Rope Manufacturing Co. Ltd. | 36099 | 337966 |
|  # | Tokyo Sangyo Co. Ltd. | 78400 | 474327 |
|  | Tokyo Seimitsu Co. Ltd. | 119200 | 8200184 |
|  | Tokyo Steel Manufacturing Co. Ltd. | 260800 | 2301216 |
|  | Tokyo Tatemono Co. Ltd. | 708600 | 13229728 |
|  # | Tokyo Tekko Co. Ltd. | 41000 | 1498315 |
|  # | Tokyo Theatres Co., Inc. | 20400 | 191769 |
|  | Tokyotokeiba Co. Ltd. | 57400 | 2058207 |
|  | Tokyu Construction Co. Ltd. | 320880 | 2182397 |
|  | Tokyu Corp. | 329906 | 3671198 |
|  | Tokyu Fudosan Holdings Corp. | 2111894 | 17019090 |
|  | Toli Corp. | 183400 | 741951 |
|  | Tomato Bank Ltd. | 29600 | 265051 |
|  | Tomen Devices Corp. | 12600 | 769860 |
|  # | Tomoe Corp. | 119600 | 1404666 |
|  # | Tomoe Engineering Co. Ltd. | 86400 | 888334 |
|  | Tomoku Co. Ltd. | 52600 | 1123436 |
|  | TOMONY Holdings, Inc. | 1084760 | 4807090 |
|  | Tomy Co. Ltd. | 328000 | 6747533 |
|  | TOPPAN Holdings, Inc. | 398120 | 9737153 |
|  | Topre Corp. | 107336 | 1555930 |
|  # | Topy Industries Ltd. | 77300 | 1427241 |
|  | Toray Industries, Inc. | 2548000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15599949 |
|  # | Torex Semiconductor Ltd. | 26400 | 272080 |
|  # | Toridoll Holdings Corp. | 181300 | 5251221 |
|  | Torigoe Co. Ltd. | 47600 | 341612 |
|  | Torishima Pump Manufacturing Co. Ltd. | 83600 | 1133529 |
|  | Tosei Corp. | 169600 | 3608393 |
|  | Toshiba TEC Corp. | 93100 | 1879164 |

---

------

##### [**Table of Contents**](#toc)
**INTERNATIONAL CORE EQUITY 2 PORTFOLIO** 

**CONTINUED** 

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  JAPAN — (Continued) | JAPAN — (Continued) |  |  |
|  # | Tosho Co. Ltd. | 16700 | $85295 |
|  | Tosoh Corp. | 718813 | 10248508 |
|  | Totech Corp. | 89600 | 1850172 |
|  | Totetsu Kogyo Co. Ltd. | 93800 | 2574452 |
|  | TOTO Ltd. | 191898 | 4867418 |
|  # | Tottori Bank Ltd. | 26700 | 232873 |
|  # | Toukei Computer Co. Ltd. | 14200 | 352989 |
|  | Toumei Co. Ltd. | 7800 | 52311 |
|  # | Tow Co. Ltd. | 94800 | 227735 |
|  | Towa Bank Ltd. | 100000 | 602294 |
|  | Towa Pharmaceutical Co. Ltd. | 138700 | 2553396 |
|  | Toyo Corp. | 103200 | 1113736 |
|  | Toyo Denki Seizo KK | 17000 | 227503 |
|  # | Toyo Gosei Co. Ltd. | 27500 | 1249995 |
|  # | Toyo Innovex Co. Ltd. | 57700 | 248004 |
|  | Toyo Kanetsu KK | 34100 | 997522 |
|  | Toyo Securities Co. Ltd. | 192100 | 685713 |
|  | Toyo Seikan Group Holdings Ltd. | 429600 | 9644622 |
|  | Toyo Suisan Kaisha Ltd. | 59500 | 4312853 |
|  # | Toyo Tanso Co. Ltd. | 59800 | 1789068 |
|  | Toyo Tire Corp. | 606300 | 16570213 |
|  | Toyo Wharf & Warehouse Co. Ltd. | 2200 | 23086 |
|  | Toyobo Co. Ltd. | 243078 | 1804323 |
|  | Toyoda Gosei Co. Ltd. | 274000 | 6341668 |
|  | Toyokumo, Inc. | 5700 | 107994 |
|  | Toyota Boshoku Corp. | 284200 | 4321283 |
|  | Toyota Industries Corp. | 82100 | 8924442 |
|  | Toyota Motor Corp. (7203 JP) | 12585491 | 256581971 |
|  # | Toyota Motor Corp. (TM US), Sponsored ADR | 13823 | 2822518 |
|  | Toyota Tsusho Corp. | 1237638 | 37829924 |
|  | TPR Co. Ltd. | 133534 | 1048693 |
|  # | Traders Holdings Co. Ltd. | 84219 | 488677 |
|  # | Transaction Co. Ltd. | 104600 | 694070 |
|  | Transcosmos, Inc. | 54000 | 1279669 |
|  | TRE Holdings Corp. | 158412 | 1587359 |
|  # | Treasure Factory Co. Ltd. | 49000 | 531136 |
|  | Trend Micro, Inc. (4704 JP) | 170000 | 8675514 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  JAPAN — (Continued) | JAPAN — (Continued) |  |  |
|  | Trend Micro, Inc. (TMICY US), Sponsored ADR | 3140 | $160046 |
|  # | Tri Chemical Laboratories, Inc. | 84600 | 1632969 |
|  | Trinity Industrial Corp. | 7900 | 60254 |
|  | Trusco Nakayama Corp. | 142122 | 2240784 |
|  | TS Tech Co. Ltd. | 361300 | 4282047 |
|  | TSI Holdings Co. Ltd. | 271990 | 1687745 |
|  # | Tsubaki Nakashima Co. Ltd. | 125025 | 315631 |
|  | Tsubakimoto Chain Co. | 393000 | 5500483 |
|  # | Tsubakimoto Kogyo Co. Ltd. | 52200 | 923152 |
|  | Tsuburaya Fields Holdings, Inc. | 117200 | 1647937 |
|  | Tsugami Corp. | 191300 | 3390635 |
|  | Tsukada Global Holdings, Inc. | 54100 | 220460 |
|  | Tsukishima Holdings Co. Ltd. | 117600 | 1945435 |
|  | Tsukuba Bank Ltd. | 243300 | 497395 |
|  | Tsumura & Co. | 178478 | 4140079 |
|  | Tsuruha Holdings, Inc. | 698000 | 12119190 |
|  | Tsurumi Manufacturing Co. Ltd. | 130200 | 1640771 |
|  | Tsutsumi Jewelry Co. Ltd. | 22700 | 332887 |
|  | Tsuzuki Denki Co. Ltd. | 23900 | 489502 |
|  | TV Asahi Holdings Corp. | 138200 | 2812282 |
|  | Tv Tokyo Holdings Corp. | 28100 | 846179 |
|  # | TWOSTONE&Sons | 26300 | 125144 |
|  | TYK Corp. | 55000 | 197125 |
|  | UACJ Corp. | 656856 | 8481888 |
|  | UBE Corp. | 294765 | 4333345 |
|  # | Ubicom Holdings, Inc. | 14226 | 105754 |
|  | Uchida Yoko Co. Ltd. | 40200 | 2710232 |
|  | Ukai Co. Ltd. | 1000 | 22985 |
|  | ULS Group, Inc. | 94000 | 451808 |
|  | Ulvac, Inc. | 115695 | 5247848 |
|  | U-Next Holdings Co. Ltd. | 227700 | 3005425 |
|  | Unicharm Corp. | 1388499 | 8590888 |
|  | Unipres Corp. | 113941 | 884514 |
|  | United Arrows Ltd. | 68800 | 859291 |
|  # | United Super Markets Holdings, Inc. | 159823 | 853241 |
|  # | UNITED, Inc. | 8500 | 28044 |

---

------

##### [**Table of Contents**](#toc)
**INTERNATIONAL CORE EQUITY 2 PORTFOLIO** 

**CONTINUED** 

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  JAPAN — (Continued) | JAPAN — (Continued) |  |  |
|  \* | Universal Entertainment Corp. | 62700 | $351217 |
|  | Urbanet Corp. Co. Ltd. | 126000 | 459508 |
|  | User Local, Inc. | 12800 | 162666 |
|  | Ushio, Inc. | 449800 | 7457556 |
|  | USS Co. Ltd. | 827000 | 9128322 |
|  | UT Group Co. Ltd. | 92300 | 1643610 |
|  | V Technology Co. Ltd. | 26900 | 604340 |
|  | Valor Holdings Co. Ltd. | 139413 | 2552027 |
|  | Valqua Ltd. | 78700 | 1979956 |
|  # | Value HR Co. Ltd. | 63000 | 690666 |
|  | ValueCommerce Co. Ltd. | 80100 | 349333 |
|  | Vector, Inc. | 100900 | 760652 |
|  | Vertex Corp. | 213360 | 1909216 |
|  | Vision, Inc. | 119000 | 944382 |
|  \* | Visional, Inc. | 75900 | 5269943 |
|  | Vital KSK Holdings, Inc. | 186785 | 1505057 |
|  | VT Holdings Co. Ltd. | 252100 | 795774 |
|  # | WA, Inc. | 3900 | 33606 |
|  | Wacoal Holdings Corp. | 156400 | 5453849 |
|  | Wacom Co. Ltd. | 221900 | 1204431 |
|  | Wakachiku Construction Co. Ltd. | 33200 | 1032696 |
|  | Wakita & Co. Ltd. | 190600 | 2193327 |
|  | Warabeya Nichiyo Holdings Co. Ltd. | 56332 | 1138992 |
|  # | Waseda Academy Co. Ltd. | 22100 | 340971 |
|  # | Watahan & Co. Ltd. | 62400 | 579124 |
|  # | WATAMI Co. Ltd. | 49200 | 288638 |
|  # | WDB Holdings Co. Ltd. | 29500 | 308877 |
|  | WDI Corp. | 2100 | 40993 |
|  # | Wealth Management, Inc. | 5800 | 41329 |
|  | Weathernews, Inc. | 30800 | 802838 |
|  | Welcia Holdings Co. Ltd. | 266687 | 5318502 |
|  | Wellneo Sugar Co. Ltd. | 54200 | 886363 |
|  | Wellnet Corp. | 50400 | 212951 |
|  # | West Holdings Corp. | 130506 | 1248240 |
|  | West Japan Railway Co. | 270900 | 5567569 |
|  # | Will Group, Inc. | 46700 | 308612 |
|  \* | WingArc1st, Inc. | 59400 | 1293913 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  JAPAN — (Continued) | JAPAN — (Continued) |  |  |
|  | Workman Co. Ltd. | 45200 | $1700116 |
|  | World Co. Ltd. | 86100 | 1510834 |
|  | World Holdings Co. Ltd. | 40200 | 653435 |
|  | Wowow, Inc. | 20000 | 188562 |
|  #\* | W-Scope Corp. | 86200 | 141037 |
|  # | Xebio Holdings Co. Ltd. | 80139 | 566534 |
|  # | YAC Holdings Co. Ltd. | 56024 | 326271 |
|  | Yahagi Construction Co. Ltd. | 110900 | 1568922 |
|  # | Yakult Honsha Co. Ltd. | 444700 | 6657518 |
|  | YAKUODO Holdings Co. Ltd. | 34200 | 450837 |
|  | YAMABIKO Corp. | 168640 | 2817486 |
|  | YAMADA Consulting Group Co. Ltd. | 13800 | 157363 |
|  | Yamada Holdings Co. Ltd. | 1642438 | 4937513 |
|  | Yamae Group Holdings Co. Ltd. | 36600 | 607612 |
|  # | Yamagata Bank Ltd. | 74799 | 813888 |
|  | Yamaguchi Financial Group, Inc. | 651900 | 7468716 |
|  | Yamaha Corp. | 962397 | 6073178 |
|  # | Yamaha Motor Co. Ltd. | 2797400 | 20154602 |
|  # | Yamaichi Electronics Co. Ltd. | 126500 | 3747672 |
|  # | Yamami Co. | 11800 | 306786 |
|  | Yamanashi Chuo Bank Ltd. | 121900 | 2595877 |
|  # | Yamatane Corp. | 90200 | 1492157 |
|  | Yamato Corp. | 80400 | 1129629 |
|  | Yamato Holdings Co. Ltd. | 419100 | 6127620 |
|  | Yamato Kogyo Co. Ltd. | 112100 | 7065829 |
|  # | Yamaura Corp. | 24100 | 223302 |
|  | Yamax Corp. | 13000 | 169890 |
|  # | Yamaya Corp. | 9710 | 149067 |
|  | Yamazaki Baking Co. Ltd. | 383100 | 7528917 |
|  | Yamazen Corp. | 220600 | 2044050 |
|  # | Yashima Denki Co. Ltd. | 42800 | 720880 |
|  | Yaskawa Electric Corp. | 204500 | 5609088 |
|  # | Yasuda Logistics Corp. | 75700 | 1063515 |
|  | YE DIGITAL Corp. | 31400 | 133757 |
|  | Yellow Hat Ltd. | 300400 | 3024935 |

---

------

##### [**Table of Contents**](#toc)
**INTERNATIONAL CORE EQUITY 2 PORTFOLIO** 

**CONTINUED** 

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  JAPAN — (Continued) | JAPAN — (Continued) |  |  |
|  | Yodoko Ltd. | 526000 | $4434811 |
|  | Yokogawa Bridge Holdings Corp. | 140100 | 2500830 |
|  | Yokogawa Electric Corp. | 284100 | 8498695 |
|  | Yokohama Financial Group, Inc. | 1891211 | 13738200 |
|  | Yokohama Rubber Co. Ltd. | 532300 | 18997260 |
|  # | Yokorei Co. Ltd. | 199000 | 1583000 |
|  | Yokowo Co. Ltd. | 56600 | 724905 |
|  # | Yomeishu Seizo Co. Ltd. | 22000 | 593131 |
|  | Yondenko Corp. | 118380 | 1078997 |
|  # | Yondoshi Holdings, Inc. | 50600 | 561839 |
|  | Yonex Co. Ltd. | 204100 | 5249565 |
|  # | Yorozu Corp. | 69810 | 414717 |
|  #\* | Yoshimura Food Holdings KK | 33200 | 140763 |
|  # | Yoshinoya Holdings Co. Ltd. | 190900 | 3768267 |
|  # | Yossix Holdings Co. Ltd. | 12700 | 208438 |
|  | Yotai Refractories Co. Ltd. | 3400 | 39203 |
|  # | Yuasa Funashoku Co. Ltd. | 11600 | 124477 |
|  | Yuasa Trading Co. Ltd. | 74100 | 2409196 |
|  | Yuken Kogyo Co. Ltd. | 4500 | 85588 |
|  # | Yukiguni Factory Co. Ltd. | 58618 | 391075 |
|  | Yurtec Corp. | 196400 | 3166187 |
|  # | Yushin Co. | 50000 | 209038 |
|  | Yushiro, Inc. | 36300 | 500088 |
|  # | Yutaka Foods Corp. | 4000 | 54783 |
|  | Yutaka Giken Co. Ltd. | 2200 | 43212 |
|  | Zacros Corp. | 232000 | 1585573 |
|  | Zaoh Co. Ltd. | 18400 | 292324 |
|  # | Zenitaka Corp. | 10337 | 530709 |
|  | Zenkoku Hosho Co. Ltd. | 347693 | 7146118 |
|  | Zenrin Co. Ltd. | 100450 | 671439 |
|  | Zensho Holdings Co. Ltd. | 172797 | 10759383 |
|  | Zeon Corp. | 576100 | 5911066 |
|  | ZERIA Pharmaceutical Co. Ltd. | 73100 | 948678 |
|  # | ZIGExN Co. Ltd. | 233100 | 770018 |
|  | Zojirushi Corp. | 21500 | 231750 |
|  | ZOZO, Inc. | 740700 | 6402987 |
|  # | Zuiko Corp. | 61135 | 380401 |
|  TOTAL JAPAN | TOTAL JAPAN | TOTAL JAPAN | 8106537332 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  NETHERLANDS — (3.4%) | NETHERLANDS — (3.4%) |  |  |
|  | Aalberts NV | 464798 | $14725377 |
|  W | ABN AMRO Bank NV | 1010931 | 30205265 |
|  | Acomo NV | 87049 | 2357951 |
|  \*W | Adyen NV | 9183 | 15734925 |
|  | Aegon Ltd. (AEG US) | 532037 | 4027520 |
|  | Aegon Ltd. (AGN NA) | 4588512 | 34967789 |
|  | Akzo Nobel NV | 414809 | 27412696 |
|  #\*W | Alfen NV | 12665 | 140339 |
|  | Allfunds Group PLC | 637082 | 4842931 |
|  | AMG Critical Materials NV | 104276 | 3462203 |
|  # | Aperam SA | 237788 | 8286263 |
|  | Arcadis NV | 312262 | 14912619 |
|  # | ArcelorMittal SA (MT US) | 803577 | 30608256 |
|  | ASM International NV | 65587 | 42555769 |
|  | ASML Holding NV (ASML NA) | 119915 | 126787248 |
|  | ASML Holding NV (ASML US) | 180734 | 191438875 |
|  | ASR Nederland NV | 621526 | 41479799 |
|  #\* | Avantium NV | 7876 | 56829 |
|  W | B&S Group SARL | 114363 | 783064 |
|  \*W | Basic-Fit NV | 190031 | 5640882 |
|  # | BE Semiconductor Industries NV | 157088 | 26782888 |
|  # | Brunel International NV | 62559 | 557541 |
|  \* | CM.com NV | 12593 | 60938 |
|  | Coca-Cola Europacific Partners PLC | 270395 | 24088034 |
|  | Corbion NV | 177959 | 3622045 |
|  W | CTP NV | 265748 | 5541676 |
|  #\* | Fastned BV | 733 | 18578 |
|  \* | Flow Traders Ltd. | 140178 | 3854483 |
|  | ForFarmers NV | 112199 | 542613 |
|  # | Fugro NV | 324641 | 3315330 |
|  | HAL Trust | 6222 | 976565 |
|  | Havas NV | 1944279 | 3393104 |
|  | Heineken NV | 248667 | 19254858 |
|  | IMCD NV | 143293 | 14848546 |
|  # | ING Groep NV (ING US), Sponsored ADR | 17787 | 443429 |
|  | ING Groep NV (INGA NA) | 2231490 | 55719557 |
|  \* | InPost SA | 758935 | 9559890 |
|  | JDE Peet's NV | 303543 | 11047174 |
|  # | Kendrion NV | 46468 | 762337 |
|  | Koninklijke Ahold Delhaize NV (AD NA) | 1866433 | 76374136 |
|  | Koninklijke BAM Groep NV | 1590527 | 14764682 |

---

------

##### [**Table of Contents**](#toc)
**INTERNATIONAL CORE EQUITY 2 PORTFOLIO** 

**CONTINUED** 

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  NETHERLANDS — (Continued) | NETHERLANDS — (Continued) |  |  |
|  | Koninklijke Heijmans NV | 143047 | $10134026 |
|  | Koninklijke KPN NV | 14717370 | 68104059 |
|  # | Koninklijke Philips NV (PHG US) | 1017635 | 27801788 |
|  | Koninklijke Vopak NV | 309427 | 14022296 |
|  | Nedap NV | 22758 | 2738129 |
|  | NN Group NV | 920913 | 63022540 |
|  \* | NX Filtration NV | 3533 | 11406 |
|  | OCI NV | 347967 | 1364986 |
|  #\* | Pharming Group NV | 1747195 | 2289654 |
|  # | PostNL NV | 658503 | 728659 |
|  | Prosus NV (PRX NA) | 778407 | 53802287 |
|  | Randstad NV | 328982 | 12893092 |
|  | SBM Offshore NV | 886185 | 22915875 |
|  #\* | SIF Holding NV | 9744 | 78359 |
|  W | Signify NV | 389068 | 9313308 |
|  # | Sligro Food Group NV | 68114 | 731487 |
|  | TKH Group NV | 186987 | 8266339 |
|  \* | TomTom NV | 123312 | 742592 |
|  # | Universal Music Group NV | 1296880 | 34784888 |
|  | Van Lanschot Kempen NV | 105539 | 6170592 |
|  | Wolters Kluwer NV | 410028 | 50263502 |
|  TOTAL NETHERLANDS | TOTAL NETHERLANDS | TOTAL NETHERLANDS | 1266134868 |
|  NEW ZEALAND — (0.3%) | NEW ZEALAND — (0.3%) |  |  |
|  # | a2 Milk Co. Ltd. | 539823 | 3335994 |
|  | Air New Zealand Ltd. | 5607829 | 1909387 |
|  | Auckland International Airport Ltd. | 804016 | 3742058 |
|  | Briscoe Group Ltd. | 3458 | 10687 |
|  # | Channel Infrastructure NZ Ltd. | 1103230 | 1692092 |
|  | Chorus Ltd. (CHRYY US), ADR | 10086 | 266674 |
|  | Chorus Ltd. (CNU NZ) | 2046206 | 10957534 |
|  | Contact Energy Ltd. | 1319165 | 7032236 |
|  | EBOS Group Ltd. | 262328 | 4338057 |
|  \* | Eroad Ltd. | 31578 | 35200 |
|  | Fisher & Paykel Healthcare Corp. Ltd. | 349622 | 7412019 |
|  #\* | Fletcher Building Ltd. (FBU AU) | 46679 | 87199 |
|  \* | Fletcher Building Ltd. (FBU NZ) | 2939911 | 5480377 |
|  | Fonterra Co-Operative Group Ltd. | 193658 | 905353 |
|  | Freightways Group Ltd. | 687706 | 5786782 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  NEW ZEALAND — (Continued) | NEW ZEALAND — (Continued) |  |  |
|  # | Genesis Energy Ltd. | 1713404 | $2460698 |
|  \* | Gentrack Group Ltd. | 111983 | 586082 |
|  | Hallenstein Glasson Holdings Ltd. | 171926 | 969170 |
|  # | Heartland Group Holdings Ltd. | 2364582 | 1467050 |
|  # | Infratil Ltd. | 530312 | 3748258 |
|  | Investore Property Ltd. | 603508 | 434211 |
|  \* | KMD Brands Ltd. | 3029320 | 493841 |
|  | Mainfreight Ltd. | 101033 | 3484328 |
|  | Mercury NZ Ltd. | 458173 | 1698463 |
|  | Meridian Energy Ltd. | 205855 | 696896 |
|  | Napier Port Holdings Ltd. | 15243 | 30075 |
|  # | NZME Ltd. (NZM AU) | 832068 | 556508 |
|  # | NZX Ltd. | 1159303 | 1021260 |
|  #\* | Oceania Healthcare Ltd. | 1997807 | 902573 |
|  # | Port of Tauranga Ltd. | 394422 | 1775551 |
|  \* | Rakon Ltd. | 153337 | 70154 |
|  | Restaurant Brands New Zealand Ltd. | 111871 | 322616 |
|  \* | Ryman Healthcare Ltd. | 1709524 | 2799499 |
|  | Sanford Ltd. | 268979 | 947054 |
|  | Scales Corp. Ltd. | 446620 | 1558351 |
|  \* | Serko Ltd. | 66043 | 102810 |
|  | Skellerup Holdings Ltd. | 734322 | 2306871 |
|  # | SKY Network Television Ltd. | 795781 | 1639896 |
|  #\* | SKYCITY Entertainment Group Ltd. | 3471784 | 1448575 |
|  # | Spark New Zealand Ltd. | 2268503 | 3180284 |
|  #\* | Steel & Tube Holdings Ltd. | 706501 | 286937 |
|  # | Summerset Group Holdings Ltd. | 1077108 | 7143794 |
|  # | Tourism Holdings Ltd. | 671768 | 973448 |
|  | TOWER Ltd. | 896888 | 948623 |
|  | Turners Automotive Group Ltd. | 21790 | 91180 |
|  | Vector Ltd. | 284783 | 816419 |
|  #\* | Vista Group International Ltd. | 335878 | 509124 |
|  \* | Warehouse Group Ltd. | 366083 | 168604 |
|  TOTAL NEW ZEALAND | TOTAL NEW ZEALAND | TOTAL NEW ZEALAND | 98630852 |
|  NORWAY — (0.7%) | NORWAY — (0.7%) |  |  |
|  | 2020 Bulkers Ltd. | 66756 | 911015 |

---

------

##### [**Table of Contents**](#toc)
**INTERNATIONAL CORE EQUITY 2 PORTFOLIO** 

**CONTINUED** 

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  NORWAY — (Continued) | NORWAY — (Continued) |  |  |
|  | ABG Sundal Collier Holding ASA | 1448335 | $1005116 |
|  | AF Gruppen ASA | 99999 | 1679579 |
|  | Akastor ASA | 435783 | 478320 |
|  | Aker ASA, Class A | 14573 | 1132390 |
|  \* | Aker BioMarine ASA | 3678 | 31218 |
|  | Aker BP ASA | 422563 | 10951524 |
|  | Aker Solutions ASA | 1069439 | 2938369 |
|  | Archer Ltd. | 181167 | 421824 |
|  \* | ArcticZymes Technologies ASA | 28327 | 80529 |
|  | Atea ASA | 310060 | 4723773 |
|  | Austevoll Seafood ASA | 306909 | 2881657 |
|  #\*W | AutoStore Holdings Ltd. | 160654 | 155834 |
|  \* | Axactor ASA | 378854 | 262879 |
|  | B2 Impact ASA | 892479 | 1529815 |
|  # | Bakkafrost P | 48508 | 2227372 |
|  # | Bluenord ASA | 53722 | 2453240 |
|  | Bonheur ASA | 100475 | 2173698 |
|  | Borregaard ASA | 307322 | 5820252 |
|  | Bouvet ASA | 227976 | 1447368 |
|  W | BW LPG Ltd. | 471056 | 6238058 |
|  | BW Offshore Ltd. | 502070 | 1828259 |
|  #\* | Cadeler AS (CADLR NO) | 128116 | 593991 |
|  \* | Cadeler AS (CDLR US), ADR | 6566 | 121668 |
|  \* | Cloudberry Clean Energy ASA | 671531 | 874050 |
|  # | DNB Bank ASA | 682028 | 17409053 |
|  | DNO ASA | 2226670 | 3040473 |
|  | DOF Group ASA | 357692 | 3206613 |
|  W | Elkem ASA | 861811 | 2266813 |
|  \* | Elliptic Laboratories ASA | 93298 | 92544 |
|  #W | Elmera Group ASA | 302288 | 972448 |
|  | Elopak ASA | 283142 | 1332855 |
|  \* | Ensurge Micropower ASA | 377894 | 43111 |
|  W | Entra ASA | 52679 | 586164 |
|  | Equinor ASA | 1136966 | 27231805 |
|  W | Europris ASA | 646491 | 5574001 |
|  # | FLEX LNG Ltd. (FLNG NO) | 68867 | 1788473 |
|  # | FLEX LNG Ltd. (FLNG US) | 4783 | 124214 |
|  # | Frontline PLC | 271218 | 6635336 |
|  # | Gjensidige Forsikring ASA | 36956 | 994569 |
|  # | Golar LNG Ltd. | 19800 | 812790 |
|  #\* | Grieg Seafood ASA | 251982 | 1687464 |
|  # | Hafnia Ltd. | 565512 | 3523001 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  NORWAY — (Continued) | NORWAY — (Continued) |  |  |
|  #\* | Hexagon Composites ASA | 318507 | $286058 |
|  | Himalaya Shipping Ltd. | 1591 | 12473 |
|  # | Hoegh Autoliners ASA | 311789 | 2793805 |
|  W | Kid ASA | 113264 | 1533331 |
|  | Kitron ASA | 557120 | 4141941 |
|  W | Klaveness Combination Carriers ASA | 63577 | 481918 |
|  \* | Kongsberg Automotive ASA | 3499532 | 598010 |
|  | Kongsberg Gruppen ASA | 214860 | 5477485 |
|  # | Leroy Seafood Group ASA | 339360 | 1597881 |
|  \* | LINK Mobility Group Holding ASA | 797615 | 2362397 |
|  | Magnora ASA | 139518 | 282933 |
|  | Medistim ASA | 12088 | 325104 |
|  | Morrow Bank ASA | 109423 | 144219 |
|  # | Mowi ASA | 150940 | 3318110 |
|  | MPC Container Ships ASA | 1130750 | 1978617 |
|  #W | Multiconsult ASA | 38244 | 649223 |
|  \* | Napatech AS | 5952 | 19187 |
|  \* | Nekkar ASA | 115588 | 139386 |
|  #\* | NEL ASA | 1897209 | 413884 |
|  | Norbit ASA | 63339 | 1275111 |
|  | Norconsult Norge AS | 33139 | 153258 |
|  \* | Nordic Mining ASA | 77653 | 112880 |
|  #\* | Nordic Semiconductor ASA | 53268 | 770421 |
|  | Norsk Hydro ASA | 817996 | 5530112 |
|  \*W | Norske Skog ASA | 167386 | 258823 |
|  \* | Northern Ocean Ltd. | 39056 | 23188 |
|  | Norwegian Air Shuttle ASA | 150444 | 233556 |
|  \* | NRC Group ASA | 13302 | 10126 |
|  | Odfjell Drilling Ltd. | 499918 | 4015561 |
|  | Odfjell SE, Class A | 60616 | 728596 |
|  | Odfjell Technology Ltd. | 85243 | 489435 |
|  \* | OKEA ASA | 153854 | 277031 |
|  #W | Okeanis Eco Tankers Corp. | 63287 | 2181888 |
|  | Olav Thon Eiendomsselskap ASA | 23024 | 602090 |
|  # | Orkla ASA | 151121 | 1534832 |
|  \* | Otello Corp. ASA | 172107 | 257012 |
|  | Panoro Energy ASA | 305779 | 653465 |

---

------

##### [**Table of Contents**](#toc)
**INTERNATIONAL CORE EQUITY 2 PORTFOLIO** 

**CONTINUED** 

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  NORWAY — (Continued) | NORWAY — (Continued) |  |  |
|  | Paratus Energy Services Ltd. | 50277 | $205790 |
|  | Pareto Bank ASA | 62592 | 530286 |
|  | Petronor E&P ASA | 33233 | 33953 |
|  | Pexip Holding ASA | 120836 | 742296 |
|  \* | PhotoCure ASA | 28695 | 164697 |
|  \*W | poLight ASA | 46889 | 29540 |
|  # | Protector Forsikring ASA | 144955 | 6529905 |
|  | Public Property Invest AS | 208181 | 459188 |
|  | Rana Gruber ASA | 113729 | 717055 |
|  | Reach Subsea ASA | 36889 | 24320 |
|  # | Salmar ASA | 17953 | 1008159 |
|  #\* | Salmon Evolution ASA | 421019 | 214275 |
|  | SATS ASA | 321986 | 1153654 |
|  \*W | Scatec ASA | 433204 | 4569369 |
|  | Sea1 offshore, Inc. | 126475 | 250338 |
|  | Selvaag Bolig ASA | 112383 | 365235 |
|  #\*W | Shelf Drilling Ltd. | 567337 | 1024186 |
|  #\* | SmartCraft ASA | 36787 | 92808 |
|  # | Solstad Maritime Holding AS | 291014 | 515512 |
|  \* | Solstad Offshore ASA | 82932 | 355822 |
|  | SpareBank 1 Helgeland | 808 | 13474 |
|  | Sparebank 1 Oestlandet | 27072 | 474735 |
|  | SpareBank 1 Sor-Norge ASA | 354103 | 6095307 |
|  | Sparebanken More | 14705 | 145102 |
|  | Sparebanken Norge | 1063 | 18529 |
|  | Stolt-Nielsen Ltd. | 114201 | 3830433 |
|  | Storebrand ASA | 940744 | 14578717 |
|  | Subsea 7 SA | 403951 | 7377493 |
|  | Telenor ASA | 372597 | 5541089 |
|  | TGS ASA | 510380 | 4404443 |
|  \* | Thor Medical ASA | 434307 | 152531 |
|  # | TOMRA Systems ASA | 96069 | 1172806 |
|  | Var Energi ASA | 593287 | 1993378 |
|  | Veidekke ASA | 379003 | 5868016 |
|  # | Vend Marketplaces ASA, Class B | 43824 | 1506522 |
|  | Wallenius Wilhelmsen ASA | 287819 | 2251000 |
|  | Wilh Wilhelmsen Holding ASA, Class A | 51941 | 2618017 |
|  | Yara International ASA | 137167 | 4997281 |
|  | Zalaris ASA | 15804 | 143775 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  NORWAY — (Continued) | NORWAY — (Continued) |  |  |
|  \* | Zaptec ASA | 39092 | $114095 |
|  TOTAL NORWAY | TOTAL NORWAY | TOTAL NORWAY | 258230003 |
|  PORTUGAL — (0.4%) | PORTUGAL — (0.4%) |  |  |
|  # | Altri SGPS SA | 345107 | 1957407 |
|  | Banco Comercial Portugues SA, Class R | 43547651 | 38439586 |
|  | Corticeira Amorim SGPS SA | 113450 | 951801 |
|  | CTT-Correios de Portugal SA | 261986 | 2277858 |
|  # | EDP Renovaveis SA | 615036 | 8992250 |
|  | EDP SA (EDP PL) | 3736416 | 18574247 |
|  | EDP SA (EDPFY US), Sponsored ADR | 7202 | 356859 |
|  | Galp Energia SGPS SA | 1755858 | 35277066 |
|  | Ibersol SGPS SA | 28374 | 330368 |
|  | Jeronimo Martins SGPS SA | 360889 | 9294702 |
|  | Mota-Engil SGPS SA | 266220 | 1841539 |
|  # | Navigator Co. SA | 900737 | 3118985 |
|  | NOS SGPS SA | 623398 | 2701272 |
|  | REN-Redes Energeticas Nacionais SGPS SA | 1159548 | 4364805 |
|  | Semapa-Sociedade de Investimento e Gestao | 9521 | 198622 |
|  | Sonae SGPS SA | 4568937 | 7443783 |
|  TOTAL PORTUGAL | TOTAL PORTUGAL | TOTAL PORTUGAL | 136121150 |
|  SINGAPORE — (1.2%) | SINGAPORE — (1.2%) |  |  |
|  \*†† | Abterra Ltd. | 189000 | 0 |
|  \* | AEM Holdings Ltd. | 928312 | 1351275 |
|  | Aztech Global Ltd. | 768400 | 398693 |
|  # | Banyan Tree Holdings Ltd. | 733700 | 354798 |
|  | Bonvests Holdings Ltd. | 51600 | 39122 |
|  # | Boustead Singapore Ltd. | 1381542 | 1897096 |
|  | BRC Asia Ltd. | 38300 | 124048 |
|  | Bukit Sembawang Estates Ltd. | 561800 | 1808614 |
|  | Bund Center Investment Ltd. | 316000 | 101985 |
|  | Capitaland India Trust | 2637321 | 2450474 |
|  | CapitaLand Investment Ltd. | 5205500 | 10546549 |
|  # | Centurion Corp. Ltd. | 909800 | 990896 |

---

------

##### [**Table of Contents**](#toc)
**INTERNATIONAL CORE EQUITY 2 PORTFOLIO** 

**CONTINUED** 

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  SINGAPORE — (Continued) | SINGAPORE — (Continued) |  |  |
|  | China Aviation Oil Singapore Corp. Ltd. | 993600 | $1159749 |
|  | China Sunsine Chemical Holdings Ltd. | 3113200 | 1756604 |
|  | City Developments Ltd. | 1440500 | 8001195 |
|  | ComfortDelGro Corp. Ltd. | 4503969 | 5050165 |
|  #\* | COSCO Shipping International Singapore Co. Ltd. | 4044100 | 375633 |
|  # | CSE Global Ltd. | 1969353 | 1276572 |
|  | DBS Group Holdings Ltd. | 1692847 | 70088102 |
|  \* | Del Monte Pacific Ltd. | 197982 | 13542 |
|  | Delfi Ltd. | 977600 | 608253 |
|  | DFI Retail Group Holdings Ltd. | 901100 | 3161538 |
|  #\*†† | Ezion Holdings Ltd. | 4315348 | 0 |
|  #\*†† | Ezra Holdings Ltd. | 3719565 | 0 |
|  | Far East Orchard Ltd. | 856273 | 815293 |
|  | First Resources Ltd. | 1905200 | 2870138 |
|  # | Food Empire Holdings Ltd. | 1029400 | 1865265 |
|  | Fraser & Neave Ltd. | 23700 | 27110 |
|  | Frasers Property Ltd. | 1225300 | 987487 |
|  # | Frencken Group Ltd. | 1966100 | 2487981 |
|  \* | Fu Yu Corp. Ltd. | 1061200 | 85644 |
|  \* | Gallant Venture Ltd. | 2485000 | 143170 |
|  # | Genting Singapore Ltd. | 11850300 | 6642669 |
|  | Geo Energy Resources Ltd. | 3320700 | 1235496 |
|  | Golden Agri-Resources Ltd. | 29143369 | 6269541 |
|  | GSH Corp. Ltd. | 52560 | 7834 |
|  # | GuocoLand Ltd. | 1008321 | 1680300 |
|  | Haw Par Corp. Ltd. | 388200 | 4413740 |
|  | Ho Bee Land Ltd. | 921500 | 1592405 |
|  # | Hong Fok Corp. Ltd. | 1647888 | 974476 |
|  | Hong Leong Asia Ltd. | 2480200 | 4588637 |
|  | Hong Leong Finance Ltd. | 198500 | 397982 |
|  | Hongkong Land Holdings Ltd. | 1653500 | 10103409 |
|  | Hotel Grand Central Ltd. | 183373 | 98579 |
|  # | Hour Glass Ltd. | 717000 | 1156636 |
|  | Hutchison Port Holdings Trust | 19048200 | 4001893 |
|  #\*†† | Hyflux Ltd. | 2064700 | 0 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  SINGAPORE — (Continued) | SINGAPORE — (Continued) |  |  |
|  | iFAST Corp. Ltd. | 522500 | $3886467 |
|  | Indofood Agri Resources Ltd. | 10388800 | 2948700 |
|  # | InnoTek Ltd. | 316600 | 170312 |
|  | ISDN Holdings Ltd. | 701906 | 229348 |
|  | Jardine Cycle & Carriage Ltd. | 271697 | 6784158 |
|  \*†† | Jurong Technologies Industrial Corp. Ltd. | 213200 | 0 |
|  | Keppel Infrastructure Trust | 8701257 | 3075135 |
|  | Keppel Ltd. | 2450200 | 19161415 |
|  | KSH Holdings Ltd. | 150300 | 46743 |
|  # | LHN Ltd. | 536600 | 336290 |
|  | Low Keng Huat Singapore Ltd. | 293000 | 155096 |
|  | Mandarin Oriental International Ltd. | 212300 | 695634 |
|  # | Marco Polo Marine Ltd. | 7705400 | 622239 |
|  \* | Mermaid Maritime PCL | 500500 | 48102 |
|  | Metro Holdings Ltd. | 1889300 | 783576 |
|  | Mewah International, Inc. | 47900 | 11066 |
|  #\*†† | Midas Holdings Ltd. | 4664147 | 0 |
|  # | Nanofilm Technologies International Ltd. | 435700 | 232278 |
|  | Netlink NBN Trust | 5355800 | 4031910 |
|  \* | Oceanus Group Ltd. | 1015400 | 3874 |
|  | OKP Holdings Ltd. | 187800 | 139669 |
|  | Olam Group Ltd. | 2298575 | 1731989 |
|  # | OUE Ltd. | 1124200 | 1105889 |
|  | Oversea-Chinese Banking Corp. Ltd. | 2122568 | 27766156 |
|  \* | Oxley Holdings Ltd. | 3196596 | 242670 |
|  | Pan-United Corp. Ltd. | 410700 | 353080 |
|  | Propnex Ltd. | 599800 | 1032457 |
|  | Q&M Dental Group Singapore Ltd. | 995240 | 408851 |
|  | QAF Ltd. | 904165 | 622024 |
|  | Raffles Medical Group Ltd. | 2159263 | 1643022 |
|  #\* | Rex International Holding Ltd. | 1883200 | 242084 |
|  # | Riverstone Holdings Ltd. | 1664100 | 1150414 |
|  | Samudera Shipping Line Ltd. | 916300 | 682622 |
|  | SATS Ltd. | 1354921 | 3558286 |
|  | SBS Transit Ltd. | 114800 | 281128 |
|  | Seatrium Ltd. | 7464891 | 12453206 |
|  | Sembcorp Industries Ltd. | 2723600 | 13646722 |

---

------

##### [**Table of Contents**](#toc)
**INTERNATIONAL CORE EQUITY 2 PORTFOLIO** 

**CONTINUED** 

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  SINGAPORE — (Continued) | SINGAPORE — (Continued) |  |  |
|  | Sheng Siong Group Ltd. | 2739200 | $4880572 |
|  | SIA Engineering Co. Ltd. | 397400 | 1078041 |
|  | Sing Holdings Ltd. | 425700 | 153748 |
|  | Sing Investments & Finance Ltd. | 21700 | 26662 |
|  | Singapore Airlines Ltd. | 4518300 | 23000480 |
|  | Singapore Exchange Ltd. | 1399400 | 18157987 |
|  | Singapore Land Group Ltd. | 560723 | 1327009 |
|  # | Singapore Post Ltd. | 5712616 | 1845536 |
|  | Singapore Technologies Engineering Ltd. | 2257000 | 14704483 |
|  | Singapore Telecommunications Ltd. | 801350 | 2615646 |
|  # | Stamford Land Corp. Ltd. | 2241376 | 861333 |
|  | StarHub Ltd. | 1639910 | 1460957 |
|  | Straits Trading Co. Ltd. | 517323 | 667741 |
|  \*†† | Swiber Holdings Ltd. | 1301500 | 0 |
|  | Tai Sin Electric Ltd. | 48100 | 24020 |
|  #\* | Thomson Medical Group Ltd. | 5705000 | 258312 |
|  | Tiong Woon Corp. Holding Ltd. | 199750 | 124354 |
|  # | Tuan Sing Holdings Ltd. | 3115017 | 826643 |
|  | UMS Integration Ltd. | 2202908 | 2501729 |
|  | United Overseas Bank Ltd. | 1510989 | 40188457 |
|  | United Overseas Insurance Ltd. | 1900 | 11402 |
|  | UOB-Kay Hian Holdings Ltd. | 1547637 | 2909529 |
|  | UOL Group Ltd. | 1502388 | 9178405 |
|  | Valuetronics Holdings Ltd. | 2445960 | 1605836 |
|  | Venture Corp. Ltd. | 799700 | 9151600 |
|  | Vicom Ltd. | 49400 | 60327 |
|  # | Wee Hur Holdings Ltd. | 2304800 | 1279610 |
|  | Wilmar International Ltd. | 1836400 | 4413066 |
|  | Wing Tai Holdings Ltd. | 2014624 | 2214405 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  SINGAPORE — (Continued) | SINGAPORE — (Continued) |  |  |
|  | Yangzijiang Shipbuilding Holdings Ltd. | 7940900 | $21446433 |
|  | Yeo Hiap Seng Ltd. | 64554 | 30044 |
|  TOTAL SINGAPORE | TOTAL SINGAPORE | TOTAL SINGAPORE | 441287567 |
|  SOUTH AFRICA — (0.0%) | SOUTH AFRICA — (0.0%) |  |  |
|  | Valterra Platinum Ltd. | 46830 | 2862534 |
|  SPAIN — (3.0%) | SPAIN — (3.0%) |  |  |
|  | Acciona SA | 88474 | 19583013 |
|  | Acerinox SA | 738861 | 9514947 |
|  | ACS Actividades de Construccion y Servicios SA | 798264 | 65545166 |
|  \*†† | Adveo Group International SA | 60568 | 0 |
|  W | Aedas Homes SA | 31850 | 781704 |
|  W | Aena SME SA | 897990 | 24390457 |
|  | Alantra Partners SA | 4656 | 46484 |
|  | Almirall SA | 193034 | 2778244 |
|  | Amadeus IT Group SA | 603233 | 46111549 |
|  #\* | Amper SA | 3249774 | 542474 |
|  | Atresmedia Corp. de Medios de Comunicacion SA | 242445 | 1467411 |
|  | Audax Renovables SA | 75792 | 120635 |
|  | Azkoyen SA | 55415 | 563448 |
|  | Banco Bilbao Vizcaya Argentaria SA (BBVA SM) | 6497154 | 130892140 |
|  | Banco Bilbao Vizcaya Argentaria SA (BBVA US), Sponsored ADR | 1921501 | 38679815 |
|  | Banco de Sabadell SA | 20339535 | 76250786 |
|  | Banco Santander SA (SAN SM) | 11550342 | 117700135 |
|  # | Banco Santander SA (SAN US), Sponsored ADR | 93721 | 951268 |
|  # | Bankinter SA | 3101692 | 46755635 |
|  | CaixaBank SA | 6073288 | 64193108 |
|  W | Cellnex Telecom SA | 343195 | 10684256 |
|  # | CIE Automotive SA | 228491 | 7662884 |
|  | Construcciones y Auxiliar de Ferrocarriles SA | 85510 | 5399281 |

---

------

##### [**Table of Contents**](#toc)
**INTERNATIONAL CORE EQUITY 2 PORTFOLIO** 

**CONTINUED** 

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  SPAIN — (Continued) | SPAIN — (Continued) |  |  |
|  | Corp. ACCIONA Energias Renovables SA | 106981 | $2943131 |
|  \* | Distribuidora Internacional de Alimentacion SA | 39100 | 1288970 |
|  | Ebro Foods SA | 177872 | 3625273 |
|  \* | eDreams ODIGEO SA | 119588 | 1000880 |
|  | Elecnor SA | 103773 | 3385200 |
|  # | Enagas SA | 457251 | 7256372 |
|  # | Ence Energia y Celulosa SA | 475928 | 1453537 |
|  | Endesa SA | 621334 | 22274829 |
|  \* | Ercros SA | 552483 | 2038868 |
|  | Faes Farma SA | 1086181 | 5590642 |
|  | Ferrovial SE | 336585 | 20654315 |
|  | Fluidra SA | 175390 | 5076559 |
|  W | Gestamp Automocion SA | 479167 | 1854079 |
|  W | Global Dominion Access SA | 275018 | 1007794 |
|  | Grifols SA | 832305 | 10784911 |
|  | Grupo Catalana Occidente SA | 140839 | 8035904 |
|  | Grupo Empresarial San Jose SA | 73112 | 591714 |
|  | Iberdrola SA | 1772937 | 35930758 |
|  | Iberpapel Gestion SA (IBG SM) | 8436 | 193585 |
|  # | Indra Sistemas SA | 469803 | 25988299 |
|  # | Industria de Diseno Textil SA | 873477 | 48233736 |
|  | Laboratorios Farmaceuticos Rovi SA | 96819 | 6826239 |
|  | Linea Directa Aseguradora SA Cia de Seguros y Reaseguros | 666372 | 883157 |
|  | Logista Integral SA | 315807 | 10524965 |
|  | Mapfre SA | 3959364 | 17485882 |
|  | Melia Hotels International SA | 329688 | 2728198 |
|  | Miquel y Costas & Miquel SA | 136441 | 2090938 |
|  | Naturgy Energy Group SA | 309309 | 9368569 |
|  W | Neinor Homes SA | 89940 | 1788374 |
|  \* | Nueva Expresion Textil SA | 134765 | 116733 |
|  \* | Obrascon Huarte Lain SA | 2236007 | 1172731 |
|  #\* | Oryzon Genomics SA | 17553 | 71608 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  SPAIN — (Continued) | SPAIN — (Continued) |  |  |
|  | Pharma Mar SA | 11766 | $994790 |
|  | Prim SA | 7030 | 112190 |
|  \* | Promotora de Informaciones SA, Class A | 715854 | 313519 |
|  W | Prosegur Cash SA | 530415 | 434020 |
|  | Prosegur Cia de Seguridad SA | 6890 | 22494 |
|  | Realia Business SA | 620075 | 740375 |
|  | Redeia Corp. SA | 716816 | 12904024 |
|  | Repsol SA (REP SM) | 3125645 | 57353564 |
|  | Repsol SA (REPYY US), Sponsored ADR | 74825 | 1370802 |
|  | Sacyr SA | 1721676 | 7573661 |
|  \* | Solaria Energia y Medio Ambiente SA | 201922 | 3491818 |
|  #\*†† | Soltec Power Holdings SA | 5663 | 1958 |
|  #\*W | Talgo SA | 74105 | 228214 |
|  \* | Tecnicas Reunidas SA | 152091 | 5443630 |
|  # | Telefonica SA (TEF SM) | 10789729 | 54716579 |
|  | Telefonica SA (TEF US), Sponsored ADR | 62356 | 314898 |
|  # | Tubacex SA | 447833 | 1705921 |
|  \* | Tubos Reunidos SA | 28836 | 15207 |
|  W | Unicaja Banco SA | 3920205 | 10583816 |
|  | Vidrala SA | 76793 | 7314996 |
|  | Viscofan SA | 178759 | 11109519 |
|  TOTAL SPAIN | TOTAL SPAIN | TOTAL SPAIN | 1109627585 |
|  SWEDEN — (2.7%) | SWEDEN — (2.7%) |  |  |
|  | AAK AB | 166713 | 4661737 |
|  W | AcadeMedia AB | 418389 | 4620303 |
|  | AddLife AB, Class B | 236731 | 5114246 |
|  | Addnode Group AB | 335208 | 3901181 |
|  | AddTech AB, Class B | 358034 | 12062411 |
|  | AFRY AB | 296462 | 5085831 |
|  | Alfa Laval AB | 191992 | 9124933 |
|  W | Alimak Group AB | 159620 | 2358109 |
|  | Alleima AB | 727592 | 6283670 |
|  | Alligo AB, Class B | 110109 | 1373855 |
|  W | Ambea AB | 388311 | 5235619 |
|  \* | Annehem Fastigheter AB, Class B | 311775 | 612704 |
|  | AQ Group AB | 156164 | 3218288 |
|  | Arise AB | 118277 | 373386 |
|  | Arjo AB, Class B | 613643 | 1947248 |
|  \* | Asmodee Group AB, Class B | 233685 | 3011478 |

---

------

##### [**Table of Contents**](#toc)
**INTERNATIONAL CORE EQUITY 2 PORTFOLIO** 

**CONTINUED** 

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  SWEDEN — (Continued) | SWEDEN — (Continued) | SWEDEN — (Continued) | SWEDEN — (Continued) |
|  | Assa Abloy AB, Class B | 349304 | $13163367 |
|  # | Atlas Copco AB (ATCOA SS), Class A | 2042559 | 34225228 |
|  | Atlas Copco AB (ATCOB SS), Class B | 1164748 | 17423652 |
|  | Atrium Ljungberg AB, Class B | 577670 | 2079495 |
|  W | Attendo AB | 445127 | 3776736 |
|  | Avanza Bank Holding AB | 334394 | 12852286 |
|  # | Axfood AB | 223360 | 6086367 |
|  | Beijer Alma AB | 148925 | 4546060 |
|  # | Beijer Ref AB | 210000 | 3318432 |
|  # | Bergman & Beving AB | 131120 | 4628287 |
|  | Betsson AB, Class B | 689732 | 10749199 |
|  #\* | Better Collective AS | 100558 | 1233761 |
|  \* | BHG Group AB | 348948 | 1053152 |
|  \* | BICO Group AB | 16963 | 38189 |
|  | Bilia AB, Class A | 368992 | 5166003 |
|  | Billerud Aktiebolag | 835353 | 7729872 |
|  \*W | BioArctic AB | 11986 | 369916 |
|  | BioGaia AB, Class B | 216656 | 2288687 |
|  | Bjorn Borg AB | 94604 | 635940 |
|  \* | Boliden AB | 530095 | 23770764 |
|  \* | Bonava AB, Class B | 1118515 | 1305800 |
|  \*W | BoneSupport Holding AB | 5101 | 118540 |
|  #\*W | Boozt AB | 31308 | 338463 |
|  W | Bravida Holding AB | 311457 | 2632525 |
|  | BTS Group AB, Class B | 400 | 7954 |
|  | Bufab AB | 552281 | 6070047 |
|  | Bulten AB | 71322 | 365860 |
|  | Bure Equity AB | 287877 | 8431145 |
|  | Byggmax Group AB | 222708 | 1132892 |
|  #\* | Camurus AB | 46160 | 3036609 |
|  \* | Carasent AB | 34139 | 102091 |
|  # | Castellum AB | 439266 | 4995431 |
|  | Catella AB | 107213 | 350209 |
|  # | Catena AB | 62150 | 3011256 |
|  \* | Cavotec Group AB | 3925 | 6316 |
|  | Cellavision AB | 24828 | 470532 |
|  # | Cibus Nordic Real Estate AB publ | 164613 | 2853053 |
|  \* | Cint Group AB | 882326 | 335118 |
|  | Clas Ohlson AB, Class B | 233515 | 8515998 |
|  | Cloetta AB, Class B | 1079119 | 4018720 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  SWEDEN — (Continued) | SWEDEN — (Continued) | SWEDEN — (Continued) | SWEDEN — (Continued) |
|  #W | Coor Service Management Holding AB | 352900 | $1732896 |
|  # | Corem Property Group AB (COREB SS), Class B | 943342 | 383633 |
|  | Corem Property Group AB (CORED SS), Class D | 6348 | 160100 |
|  | CTT Systems AB | 10437 | 207599 |
|  | Dios Fastigheter AB | 285540 | 1945968 |
|  W | Dometic Group AB | 1088966 | 5322876 |
|  # | Duni AB | 10204 | 113736 |
|  \*W | Dustin Group AB | 3088422 | 667430 |
|  \* | Dynavox Group AB | 146826 | 1510672 |
|  | Eastnine AB | 379021 | 1995728 |
|  | Elanders AB, Class B | 19079 | 127136 |
|  \* | Electrolux AB, Class B | 557446 | 3597045 |
|  | Electrolux Professional AB, Class B | 683690 | 4748536 |
|  | Elekta AB, Class B | 959447 | 4876689 |
|  \* | Embracer Group AB | 312484 | 3256611 |
|  \* | Enad Global 7 AB | 20334 | 36376 |
|  \* | Enea AB | 45433 | 332717 |
|  # | Engcon AB | 66688 | 577239 |
|  # | Eolus AB, Class B | 5761 | 26465 |
|  | Ependion AB | 18222 | 235261 |
|  # | Epiroc AB (EPIA SS), Class A | 489587 | 10323405 |
|  | Epiroc AB (EPIB SS), Class B | 292831 | 5464978 |
|  # | EQT AB | 38171 | 1319097 |
|  | Essity AB (ESSITYA SS), Class A | 28265 | 776916 |
|  | Essity AB (ESSITYB SS), Class B | 645520 | 17730902 |
|  W | Evolution AB | 89986 | 5995544 |
|  | Ework Group AB | 34374 | 344567 |
|  # | Fabege AB | 264992 | 2335136 |
|  | Fagerhult Group AB | 166053 | 806983 |
|  #\* | Fastighets AB Balder, Class B | 678942 | 4979950 |
|  \* | Fastighets AB Trianon**.** | 28485 | 60656 |
|  \* | Fastighetsbolaget Emilshus AB, Class B | 9174 | 56345 |
|  # | FastPartner AB (FPARA SS), Class A | 85424 | 451701 |
|  | FastPartner AB (FPARD SS), Class D | 8495 | 67832 |

---

------

##### [**Table of Contents**](#toc)
**INTERNATIONAL CORE EQUITY 2 PORTFOLIO** 

**CONTINUED** 

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  SWEDEN — (Continued) | SWEDEN — (Continued) |  |  |
|  | Fenix Outdoor International AG | 9035 | $498447 |
|  \* | Ferronordic AB | 447 | 2073 |
|  | G5 Entertainment AB | 19576 | 193869 |
|  | Getinge AB, Class B | 546478 | 12801638 |
|  | Granges AB | 538929 | 7886065 |
|  \*W | Green Landscaping Group AB | 9902 | 48695 |
|  \* | Gruvaktiebolaget Viscaria | 21421 | 43111 |
|  # | H & M Hennes & Mauritz AB, Class B | 520939 | 9838515 |
|  | Hanza AB | 97222 | 1342022 |
|  | Heba Fastighets AB, Class B | 111370 | 383198 |
|  | Hemnet Group AB | 168786 | 3683873 |
|  | Hexagon AB, Class B | 747009 | 9105755 |
|  #\* | Hexatronic Group AB | 448144 | 1019935 |
|  | Hexpol AB | 603746 | 5489392 |
|  \* | HMS Networks AB | 100558 | 5581842 |
|  W | Hoist Finance AB | 252896 | 2635447 |
|  # | Holmen AB (HOLMB SS), Class B | 155781 | 5886337 |
|  | Hufvudstaden AB, Class A | 156396 | 2078687 |
|  | Humana AB | 161652 | 823349 |
|  | Husqvarna AB (HUSQA SS), Class A | 51740 | 245809 |
|  # | Husqvarna AB (HUSQB SS), Class B | 720493 | 3411568 |
|  | Indutrade AB | 370294 | 9898796 |
|  | Instalco AB | 588472 | 1491137 |
|  \* | International Petroleum Corp. (IPCO CN) | 23432 | 372225 |
|  #\* | International Petroleum Corp. (IPCO SS) | 414659 | 6453081 |
|  | INVISIO AB | 70194 | 2231999 |
|  | Inwido AB | 373195 | 5610287 |
|  | JM AB | 184937 | 2632950 |
|  \* | John Mattson Fastighetsforetagen AB | 47979 | 336220 |
|  | Kabe Group AB, Class B | 145 | 3478 |
|  \* | Karnell Group AB | 9538 | 65131 |
|  \* | Karnov Group AB | 155881 | 1839336 |
|  #\* | K-fast Holding AB | 143336 | 220241 |
|  \* | Klarabo Sverige AB, Class B | 26335 | 43175 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  SWEDEN — (Continued) | SWEDEN — (Continued) |  |  |
|  | KNOW IT AB | 66169 | $844588 |
|  | Lagercrantz Group AB, Class B | 631476 | 15448894 |
|  | Lifco AB, Class B | 132131 | 5101499 |
|  | Lime Technologies AB | 25249 | 949433 |
|  # | Lindab International AB | 315548 | 7548645 |
|  | Loomis AB | 367201 | 14792850 |
|  \* | Medcap AB | 23770 | 1522197 |
|  | Medicover AB, Class B | 160817 | 4372062 |
|  | MEKO AB | 120556 | 975165 |
|  # | Micro Systemation AB, Class B | 45756 | 342823 |
|  | MIPS AB | 12716 | 455305 |
|  \* | Modern Times Group MTG AB, Class B | 281101 | 3778682 |
|  | Momentum Group AB | 131277 | 2248327 |
|  W | Munters Group AB | 264149 | 4470611 |
|  | Mycronic AB | 373628 | 8764857 |
|  \* | NCAB Group AB | 433004 | 2661515 |
|  # | NCC AB, Class B | 417058 | 9507207 |
|  | Nederman Holding AB | 21329 | 361843 |
|  | Nelly Group AB | 24596 | 243602 |
|  \* | Neobo Fastigheter AB | 188581 | 379014 |
|  \* | Net Insight AB, Class B | 808180 | 323586 |
|  | New Wave Group AB, Class B | 471376 | 5555473 |
|  # | Nibe Industrier AB, Class B | 1012783 | 3941045 |
|  | Nivika Fastigheter AB, Class B | 47561 | 205966 |
|  \* | Nobia AB | 1526933 | 718177 |
|  | Nolato AB, Class B | 813243 | 5381914 |
|  | Nordnet AB publ | 273288 | 7891268 |
|  \* | Norion Bank AB | 260502 | 1940932 |
|  | Note AB | 11284 | 224041 |
|  # | NP3 Fastigheter AB | 60517 | 1647413 |
|  | Nyfosa AB | 465491 | 3959650 |
|  | OEM International AB, Class B | 251127 | 4084297 |
|  #\* | Orron Energy AB | 483124 | 222404 |
|  \* | Ovzon AB | 115382 | 394615 |
|  # | Pandox AB | 272593 | 5438674 |
|  | Peab AB, Class B | 849010 | 6871111 |
|  | Platzer Fastigheter Holding AB, Class B | 88025 | 675745 |
|  | Prevas AB, Class B | 8256 | 66553 |
|  \* | Pricer AB, Class B | 497346 | 235364 |
|  | Proact IT Group AB | 132829 | 1442396 |

---

------

##### [**Table of Contents**](#toc)
**INTERNATIONAL CORE EQUITY 2 PORTFOLIO** 

**CONTINUED** 

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  SWEDEN — (Continued) | SWEDEN — (Continued) |  |  |
|  | Ratos AB, Class B | 789816 | $3195206 |
|  | RaySearch Laboratories AB | 141759 | 3327466 |
|  | Rejlers AB | 14663 | 306723 |
|  #\* | Rottneros AB | 658016 | 188551 |
|  | Rusta AB | 45496 | 300591 |
|  # | Rvrc Holding AB | 230593 | 1577077 |
|  # | Saab AB, Class B | 64958 | 3574407 |
|  | Sagax AB (SAGAA SS), Class A | 758 | 17259 |
|  # | Sagax AB (SAGAB SS), Class B | 157890 | 3543160 |
|  \* | Samhallsbyggnadsbolaget i Norden AB | 2384355 | 1308973 |
|  \* | Samhallsbyggnadsbolaget i Norden AB, Class D | 100907 | 104135 |
|  | Sandvik AB | 916907 | 27726782 |
|  | Scandi Standard AB | 247184 | 2559942 |
|  W | Scandic Hotels Group AB | 724329 | 7040453 |
|  \* | Sdiptech AB, Class B | 76173 | 1516488 |
|  | Sectra AB, Class B | 303136 | 9616128 |
|  # | Securitas AB, Class B | 846191 | 12465116 |
|  \* | Sedana Medical AB | 108158 | 118614 |
|  \* | Sensys Gatso Group AB | 9797 | 39036 |
|  \* | Senzime AB | 174087 | 108143 |
|  \*W | Sinch AB | 2497509 | 9043878 |
|  | SinterCast AB | 725 | 8345 |
|  \* | Sivers Semiconductors AB | 560818 | 222193 |
|  | Skandinaviska Enskilda Banken AB (SEBA SS), Class A | 1517986 | 28977708 |
|  | Skandinaviska Enskilda Banken AB (SEBC SS), Class C | 14509 | 282496 |
|  | Skanska AB, Class B | 581598 | 15838081 |
|  | SKF AB (SKFA SS), Class A | 44341 | 1156290 |
|  | SKF AB (SKFB SS), Class B | 557621 | 14292955 |
|  | SkiStar AB | 206381 | 3446169 |
|  | Softronic AB, Class B | 74267 | 177042 |
|  | Solid Forsakring AB | 58918 | 479237 |
|  | SSAB AB (SSABA SS), Class A | 408509 | 2584046 |
|  | SSAB AB (SSABAH FH), Class A | 89315 | 557235 |
|  | SSAB AB (SSABB SS), Class B | 936891 | 5801129 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  SWEDEN — (Continued) | SWEDEN — (Continued) |  |  |
|  | SSAB AB (SSABBH FH), Class B | 505629 | $3139122 |
|  #\* | Stendorren Fastigheter AB | 26370 | 546630 |
|  | Stenhus Fastigheter I Norden AB | 85253 | 95832 |
|  \* | Stillfront Group AB | 1327838 | 900871 |
|  | Storskogen Group AB, Class B | 2485578 | 2568239 |
|  | Svenska Cellulosa AB SCA (SCAA SS), Class A | 36564 | 489624 |
|  | Svenska Cellulosa AB SCA (SCAB SS), Class B | 762362 | 10154769 |
|  | Svenska Handelsbanken AB (SHBA SS), Class A | 1037400 | 13537373 |
|  # | Svenska Handelsbanken AB (SHBB SS), Class B | 28441 | 622868 |
|  | Sweco AB, Class B | 426371 | 7682566 |
|  | Swedbank AB, Class A | 692195 | 21015580 |
|  \* | Swedish Logistic Property AB, Class B | 69837 | 307194 |
|  \* | Swedish Orphan Biovitrum AB | 182852 | 6299846 |
|  | Synsam AB | 241404 | 1527548 |
|  # | Systemair AB | 226796 | 1864550 |
|  # | Tele2 AB, Class B | 1097324 | 17431943 |
|  | Telefonaktiebolaget LM Ericsson (ERICA SS), Class A | 49150 | 499425 |
|  | Telefonaktiebolaget LM Ericsson (ERICB SS), Class B | 4222272 | 42838583 |
|  | Telia Co. AB | 5401056 | 21262166 |
|  | TF Bank AB | 73523 | 1433248 |
|  #W | Thule Group AB | 149348 | 3826355 |
|  #\* | Tobii AB | 236709 | 43723 |
|  | Trelleborg AB, Class B | 288337 | 12032942 |
|  | Troax Group AB | 98981 | 1500356 |
|  | Truecaller AB, Class B | 1060264 | 3160427 |
|  | VBG Group AB, Class B | 47726 | 1815021 |

---

------

##### [**Table of Contents**](#toc)
**INTERNATIONAL CORE EQUITY 2 PORTFOLIO** 

**CONTINUED** 

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  SWEDEN — (Continued) | SWEDEN — (Continued) |  |  |
|  \* | Vestum AB | 11637 | $10648 |
|  \* | Viaplay Group AB | 170328 | 17928 |
|  #\* | Vimian Group AB | 41416 | 130851 |
|  | Vitec Software Group AB, Class B | 79319 | 2768316 |
|  # | Vitrolife AB | 194187 | 2997061 |
|  | Volati AB | 60849 | 686251 |
|  | Volvo AB (VOLVA SS), Class A | 313529 | 8567910 |
|  # | Volvo AB (VOLVB SS), Class B | 2244131 | 61478074 |
|  #\* | Volvo Car AB, Class B | 749306 | 2596460 |
|  # | Wallenstam AB, Class B | 551705 | 2552808 |
|  # | Wihlborgs Fastigheter AB | 637411 | 6194033 |
|  | XANO Industri AB, Class B | 19406 | 127337 |
|  #\* | Xbrane Biopharma AB | 21911 | 24687 |
|  TOTAL SWEDEN | TOTAL SWEDEN | TOTAL SWEDEN | 1021225321 |
|  SWITZERLAND — (7.2%) | SWITZERLAND — (7.2%) |  |  |
|  | ABB Ltd. | 1085279 | 80687798 |
|  | Accelleron Industries AG (ACLN SW) | 362880 | 29745574 |
|  | Adecco Group AG | 537663 | 14991320 |
|  # | Alcon AG | 742255 | 55109640 |
|  | Allreal Holding AG | 86380 | 20645569 |
|  | ALSO Holding AG | 30812 | 8853260 |
|  \* | Amrize Ltd. | 906541 | 46909786 |
|  \* | ams-OSRAM AG | 304987 | 4220249 |
|  | APG SGA SA | 3490 | 919613 |
|  | Arbonia AG | 214323 | 1355248 |
|  \* | Aryzta AG | 76337 | 4894521 |
|  | Ascom Holding AG | 114173 | 507924 |
|  | Autoneum Holding AG | 14565 | 2897434 |
|  | Avolta AG | 377470 | 19897958 |
|  | Baloise Holding AG | 199991 | 49665969 |
|  | Banque Cantonale de Geneve | 50950 | 1579468 |
|  # | Banque Cantonale Vaudoise | 148708 | 17265979 |
|  # | Barry Callebaut AG | 6865 | 8924774 |
|  \* | Basilea Pharmaceutica Ag Allschwil | 16547 | 958375 |
|  | Belimo Holding AG | 17355 | 18725073 |
|  | Bell Food Group AG | 9174 | 2632229 |
|  | Bellevue Group AG | 24386 | 261055 |
|  | Berner Kantonalbank AG | 13673 | 4454317 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  SWITZERLAND — (Continued) | SWITZERLAND — (Continued) |  |  |
|  | BKW AG | 51778 | $11588302 |
|  | Bossard Holding AG, Class A | 34927 | 7589782 |
|  | Bucher Industries AG | 37549 | 16661422 |
|  | Burckhardt Compression Holding AG | 12130 | 8389666 |
|  | Burkhalter Holding AG | 20144 | 3577258 |
|  | Bystronic AG | 4980 | 1850924 |
|  # | Calida Holding AG | 1925 | 32559 |
|  \* | Carlo Gavazzi Holding AG | 1409 | 279455 |
|  | Cembra Money Bank AG | 141182 | 16144586 |
|  | Cham Swiss Properties AG | 7519 | 218691 |
|  | Chocoladefabriken Lindt & Spruengli AG | 98 | 15012162 |
|  \* | Cicor Technologies Ltd. | 10061 | 2766850 |
|  | Cie Financiere Richemont SA, Class A | 366231 | 72442533 |
|  | Cie Financiere Tradition SA | 6037 | 2285972 |
|  # | Clariant AG | 659052 | 5909125 |
|  | Coltene Holding AG | 8478 | 477796 |
|  | COSMO Pharmaceuticals NV | 16383 | 1378787 |
|  | CPH Group AG | 211 | 18373 |
|  | Daetwyler Holding AG | 21591 | 3981396 |
|  | DKSH Holding AG | 109081 | 7606830 |
|  #\* | DocMorris AG | 11876 | 81755 |
|  | dormakaba Holding AG | 139580 | 11922468 |
|  | DSM-Firmenich AG | 158513 | 12920221 |
|  | EFG International AG | 562030 | 11719950 |
|  | Emmi AG | 9210 | 8183695 |
|  # | EMS-Chemie Holding AG | 4284 | 2934240 |
|  #\* | Feintool International Holding AG | 25285 | 298679 |
|  | Flughafen Zurich AG | 106450 | 31443807 |
|  | Forbo Holding AG | 2949 | 2709568 |
|  | Fundamenta Real Estate AG | 4346 | 93201 |
|  | Galderma Group AG | 62283 | 11566701 |
|  W | Galenica AG | 236556 | 25494022 |
|  | Geberit AG | 72553 | 53037969 |
|  # | Georg Fischer AG | 374190 | 26421322 |
|  # | Givaudan SA | 4713 | 19307496 |

---

------

##### [**Table of Contents**](#toc)
**INTERNATIONAL CORE EQUITY 2 PORTFOLIO** 

**CONTINUED** 

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  SWITZERLAND — (Continued) | SWITZERLAND — (Continued) |  |  |
|  #\* | Gurit Holding AG, Class BR | 13895 | $180848 |
|  | Helvetia Holding AG | 205277 | 50442454 |
|  | Hiag Immobilien Holding AG | 6354 | 873908 |
|  | Holcim AG (HOLN SW) | 798920 | 71024953 |
|  | Huber & Suhner AG | 84965 | 15561052 |
|  | Implenia AG | 51747 | 4106135 |
|  | Inficon Holding AG | 79750 | 9567483 |
|  | Interroll Holding AG | 2119 | 6539034 |
|  | Intershop Holding AG | 18712 | 3667958 |
|  | Investis Holding SA | 6553 | 1070924 |
|  | Julius Baer Group Ltd | 490026 | 33080928 |
|  | Jungfraubahn Holding AG | 11063 | 3252194 |
|  | Kardex Holding AG | 21021 | 7906859 |
|  \* | Komax Holding AG | 11762 | 969186 |
|  #\* | Kudelski SA | 171927 | 276250 |
|  | Kuehne & Nagel International AG | 76515 | 14679142 |
|  | Landis & Gyr Group AG | 101985 | 7388274 |
|  | Lastminute.com NV | 1215 | 19669 |
|  \* | LEM Holding SA | 2269 | 1288576 |
|  | Liechtensteinische Landesbank AG | 46137 | 4538902 |
|  # | Logitech International SA (LOGI US) | 46827 | 5645463 |
|  | Logitech International SA (LOGN SW) | 123141 | 14803826 |
|  | Lonza Group AG | 75578 | 52188988 |
|  | Luzerner Kantonalbank AG | 55160 | 5611266 |
|  W | Medacta Group SA | 16693 | 3092927 |
|  W | Medmix AG | 75492 | 867142 |
|  | Meier Tobler Group AG | 19650 | 964368 |
|  # | Metall Zug AG, Class B | 773 | 714278 |
|  | Mikron Holding AG | 51620 | 1372701 |
|  | Mobilezone Holding AG | 167487 | 2503202 |
|  | Mobimo Holding AG | 43511 | 18443528 |
|  \*W | Montana Aerospace AG | 7559 | 299691 |
|  | Naturenergie Holding AG | 17550 | 723779 |
|  | Nestle SA | 1887647 | 180361728 |
|  | Novartis AG (NOVN SW) | 119002 | 14727885 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  SWITZERLAND — (Continued) | SWITZERLAND — (Continued) |  |  |
|  | Novartis AG (NVS US), Sponsored ADR | 2182200 | $270134538 |
|  # | Novavest Real Estate AG | 1797 | 88964 |
|  | OC Oerlikon Corp. AG Pfaffikon | 570789 | 2041135 |
|  | Orell Fuessli AG | 391 | 55154 |
|  #\* | Orior AG | 20964 | 354052 |
|  | Partners Group Holding AG | 40872 | 50052533 |
|  \* | Peach Property Group AG | 2672 | 20464 |
|  | Phoenix Mecano AG | 1761 | 959844 |
|  | Plazza AG, Class A | 2787 | 1380782 |
|  \*W | PolyPeptide Group AG | 487 | 15772 |
|  | PSP Swiss Property AG | 143815 | 24874768 |
|  | Rieter Holding AG | 222872 | 951792 |
|  | Roche Holding AG (RO SW) | 29069 | 9862050 |
|  | Roche Holding AG (ROG SW) | 607318 | 196722551 |
|  | Romande Energie Holding SA | 15686 | 843654 |
|  | Sandoz Group AG (SDZ SW) | 849331 | 56630637 |
|  | Sandoz Group AG (SDZNY US), ADR | 324425 | 21584009 |
|  #\* | Santhera Pharmaceuticals Holding AG | 6025 | 76636 |
|  | Schindler Holding AG | 29498 | 9971500 |
|  | Schweiter Technologies AG | 3062 | 1057496 |
|  \*W | Sensirion Holding AG | 1197 | 85778 |
|  | SFS Group AG | 83309 | 11298105 |
|  | SGS SA | 342017 | 38569185 |
|  | Siegfried Holding AG | 219180 | 21142033 |
|  # | SIG Group AG | 934140 | 10444383 |
|  | Sika AG | 109912 | 21541402 |
|  | SKAN Group AG | 11004 | 718939 |
|  \* | Softwareone Holding AG | 318390 | 3256685 |
|  | Sonova Holding AG | 67226 | 18337246 |
|  | St. Galler Kantonalbank AG | 11578 | 7344138 |
|  # | Stadler Rail AG | 96927 | 2376799 |
|  | StarragTornos Group AG | 2262 | 88529 |
|  # | Straumann Holding AG | 67656 | 8504476 |
|  | Sulzer AG | 108989 | 18214776 |

---

------

##### [**Table of Contents**](#toc)
**INTERNATIONAL CORE EQUITY 2 PORTFOLIO** 

**CONTINUED** 

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  SWITZERLAND — (Continued) | SWITZERLAND — (Continued) |  |  |
|  | Sunrise Communications AG, Class A | 24480 | $1341802 |
|  # | Swatch Group AG (UHR SW) | 77185 | 16130626 |
|  # | Swatch Group AG (UHRN SW) | 131068 | 5557392 |
|  # | Swiss Life Holding AG | 51237 | 55615307 |
|  | Swiss Prime Site AG | 374950 | 53296479 |
|  | Swiss Re AG | 526787 | 96192326 |
|  # | Swisscom AG | 72468 | 53084455 |
|  | Swissquote Group Holding SA | 55101 | 35008004 |
|  | Tecan Group AG | 986 | 180057 |
|  | Temenos AG | 155288 | 14661998 |
|  | Thurgauer Kantonalbank | 1440 | 279173 |
|  | TX Group AG | 12244 | 3092354 |
|  \* | u-blox Holding AG | 22965 | 3841055 |
|  \* | UBS Group AG (UBS US) | 757484 | 29057106 |
|  | UBS Group AG (UBSG SW) | 1737119 | 66471408 |
|  | Valiant Holding AG | 84566 | 13918956 |
|  # | Varia U.S. Properties AG | 3801 | 91794 |
|  #W | VAT Group AG | 26380 | 11528504 |
|  | Vaudoise Assurances Holding SA | 4301 | 3303120 |
|  | Vetropack Holding AG | 41443 | 1105379 |
|  | Vontobel Holding AG | 153475 | 11637874 |
|  | VP Bank AG, Class A | 12829 | 1286888 |
|  | VZ Holding AG | 43161 | 8431415 |
|  # | V-ZUG Holding AG | 7177 | 369967 |
|  | Walliser Kantonalbank | 3138 | 503387 |
|  | Warteck Invest AG | 347 | 836962 |
|  | Ypsomed Holding AG | 9812 | 3852639 |
|  | Zehnder Group AG | 47747 | 4207315 |
|  | Zug Estates Holding AG, Class B | 466 | 1239040 |
|  | Zuger Kantonalbank | 230 | 2508914 |
|  | Zurich Insurance Group AG | 107485 | 74752703 |
|  TOTAL SWITZERLAND | TOTAL SWITZERLAND | TOTAL SWITZERLAND | 2714191401 |
|  UNITED KINGDOM — (11.3%) | UNITED KINGDOM — (11.3%) |  |  |
|  | 3i Group PLC | 1001955 | 57983724 |
|  | 4imprint Group PLC | 79643 | 3487782 |
|  | Aberdeen Group PLC | 5672132 | 15127768 |
|  \* | Accesso Technology Group PLC | 9570 | 44593 |
|  | Admiral Group PLC | 519933 | 22386859 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  UNITED KINGDOM — (Continued) | UNITED KINGDOM — (Continued) |  |  |
|  | Advanced Medical Solutions Group PLC | 160830 | $454389 |
|  \* | Afentra PLC | 84066 | 50259 |
|  | AG Barr PLC | 294964 | 2592644 |
|  W | Airtel Africa PLC | 3878871 | 14106195 |
|  | AJ Bell PLC | 1165932 | 8231231 |
|  W | Alfa Financial Software Holdings PLC | 416528 | 1240745 |
|  | Anglo American PLC | 1170502 | 44283156 |
|  | Anglo-Eastern Plantations PLC | 47780 | 878913 |
|  | Antofagasta PLC | 262634 | 9639288 |
|  \* | AO World PLC | 430320 | 601803 |
|  | Ashmore Group PLC | 857214 | 2116301 |
|  | Ashtead Group PLC | 726910 | 48553784 |
|  # | Ashtead Technology Holdings PLC | 23057 | 99238 |
|  #\* | ASOS PLC | 121670 | 407183 |
|  | Associated British Foods PLC | 484861 | 14631428 |
|  #\*W | Aston Martin Lagonda Global Holdings PLC | 190346 | 157589 |
|  | AstraZeneca PLC (AZN LN) | 241813 | 39886699 |
|  | AstraZeneca PLC (AZN US), Sponsored ADR | 1820892 | 150041501 |
|  | Atalaya Mining Copper SA | 185897 | 1672007 |
|  \* | Auction Technology Group PLC | 68887 | 279753 |
|  W | Auto Trader Group PLC | 1761059 | 18066850 |
|  | Aviva PLC | 4654765 | 40912075 |
|  | Avon Technologies PLC | 33936 | 855050 |
|  | B&M European Value Retail SA | 3145379 | 7426887 |
|  | Babcock International Group PLC | 2465972 | 39379163 |
|  | BAE Systems PLC | 893626 | 22013108 |
|  W | Bakkavor Group PLC | 792402 | 2309474 |
|  | Balfour Beatty PLC | 2021799 | 17868805 |
|  | Barclays PLC (BARC LN) | 8137027 | 43643923 |
|  | Barclays PLC (BCS US), Sponsored ADR | 896402 | 19263679 |
|  | Barratt Redrow PLC | 4187617 | 20722333 |
|  | Beazley PLC | 2551786 | 31218014 |

---

------

##### [**Table of Contents**](#toc)
**INTERNATIONAL CORE EQUITY 2 PORTFOLIO** 

**CONTINUED** 

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  UNITED KINGDOM — (Continued) | UNITED KINGDOM — (Continued) |  |  |
|  | Begbies Traynor Group PLC | 39984 | $58837 |
|  | Bellway PLC | 540371 | 18649814 |
|  | Berkeley Group Holdings PLC | 291163 | 15424261 |
|  | Bloomsbury Publishing PLC | 233399 | 1531465 |
|  | Bodycote PLC | 659871 | 5350008 |
|  #\* | boohoo Group PLC | 1788396 | 281909 |
|  | BP PLC (BP LN) | 10974429 | 64297067 |
|  | BP PLC (BP US), Sponsored ADR | 1644979 | 57788112 |
|  # | Braemar PLC | 71897 | 222369 |
|  | Breedon Group PLC | 909793 | 4118376 |
|  # | Brickability Group PLC | 125996 | 92790 |
|  W | Bridgepoint Group PLC | 68260 | 270341 |
|  | British American Tobacco PLC (BATS LN) | 859141 | 44001331 |
|  | British American Tobacco PLC (BTI US), Sponsored ADR | 47984 | 2456301 |
|  # | Brooks Macdonald Group PLC | 4885 | 111965 |
|  | BT Group PLC | 21565593 | 52632400 |
|  | Bunzl PLC | 390599 | 11873312 |
|  \* | Burberry Group PLC | 537349 | 8746786 |
|  | Burford Capital Ltd. | 651883 | 6403935 |
|  | Bytes Technology Group PLC (BYIT LN) | 643501 | 3136102 |
|  | C&C Group PLC | 1207400 | 2169264 |
|  \* | Canal & SA | 2037369 | 6415358 |
|  \* | Capita PLC | 151990 | 626595 |
|  | Capital Ltd. | 165463 | 260810 |
|  \* | Capricorn Energy PLC | 479270 | 1258999 |
|  | Card Factory PLC | 974851 | 1324851 |
|  \* | Carnival PLC (CCL LN) | 47585 | 1236250 |
|  \* | Carnival PLC (CUK US), ADR | 186206 | 4843218 |
|  | Castings PLC | 62771 | 200885 |
|  | Central Asia Metals PLC | 531039 | 1110634 |
|  | Centrica PLC | 17440200 | 41103078 |
|  | Chemring Group PLC | 807172 | 6084669 |
|  | Chesnara PLC | 835439 | 3018866 |
|  | Clarkson PLC | 86620 | 4128672 |
|  \* | Close Brothers Group PLC | 799371 | 4409437 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  UNITED KINGDOM — (Continued) | UNITED KINGDOM — (Continued) |  |  |
|  W | CMC Markets PLC | 479654 | $1357085 |
|  | Coats Group PLC | 4744436 | 5098594 |
|  | Coca-Cola HBC AG | 235914 | 10705316 |
|  | Cohort PLC | 7325 | 129374 |
|  | Compass Group PLC | 1127082 | 37306208 |
|  | Computacenter PLC | 316441 | 11924407 |
|  | Conduit Holdings Ltd. | 24435 | 108827 |
|  W | Convatec Group PLC | 2642380 | 8486223 |
|  | Costain Group PLC | 328257 | 661982 |
|  | Cranswick PLC | 172790 | 11209701 |
|  | Crest Nicholson Holdings PLC | 1230629 | 2675552 |
|  | Croda International PLC | 43840 | 1664204 |
|  | Currys PLC | 8430378 | 15560841 |
|  | CVS Group PLC | 184225 | 3005302 |
|  # | DCC PLC | 233531 | 15384791 |
|  \* | DFS Furniture PLC | 652913 | 1366882 |
|  # | Diageo PLC (DEO US), Sponsored ADR | 164254 | 15126151 |
|  | Diageo PLC (DGE LN) | 319548 | 7350161 |
|  | Diploma PLC | 150850 | 11128655 |
|  | DiscoverIE Group PLC | 188017 | 1437958 |
|  # | Diversified Energy Co. PLC (DEC LN) | 36210 | 456961 |
|  | Domino's Pizza Group PLC | 667711 | 1707623 |
|  | dotdigital group PLC | 452142 | 404362 |
|  | Dowlais Group PLC | 3540183 | 3845969 |
|  | Dr. Martens PLC | 423733 | 506851 |
|  | Drax Group PLC | 1827637 | 17321755 |
|  | Dunelm Group PLC | 480939 | 7063410 |
|  †† | Dyson Group PLC | 3999 | 115 |
|  | easyJet PLC | 866636 | 5517697 |
|  | Ecora Resources PLC | 1342836 | 1694368 |
|  \* | EKF Diagnostics Holdings PLC | 38270 | 13267 |
|  | Elementis PLC | 1898803 | 4104397 |
|  # | Energean PLC | 454283 | 5757430 |
|  | EnQuest PLC | 8138587 | 1301015 |
|  | Entain PLC | 557225 | 5803885 |
|  | Essentra PLC | 880559 | 1126193 |
|  | Eurocell PLC | 6575 | 10751 |
|  \* | Evoke PLC | 280285 | 158621 |
|  | Experian PLC | 884602 | 41262396 |
|  | FDM Group Holdings PLC | 239641 | 378697 |
|  | Fevara PLC | 28408 | 45148 |
|  | Firstgroup PLC | 3231216 | 8925768 |
|  | Foresight Group Holdings Ltd. | 147700 | 885454 |

---

------

##### [**Table of Contents**](#toc)
**INTERNATIONAL CORE EQUITY 2 PORTFOLIO** 

**CONTINUED** 

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  UNITED KINGDOM — (Continued) | UNITED KINGDOM — (Continued) |  |  |
|  W | Forterra PLC | 515008 | $1232418 |
|  | Foxtons Group PLC | 778154 | 562404 |
|  \* | Frasers Group PLC | 418277 | 4015394 |
|  | Fresnillo PLC | 676778 | 19791122 |
|  \* | Frontier Developments PLC | 4651 | 31873 |
|  | Fuller Smith & Turner PLC, Class A | 96610 | 782131 |
|  \*W | Funding Circle Holdings PLC | 107963 | 187699 |
|  | Future PLC | 242495 | 1955330 |
|  | Galliford Try Holdings PLC | 477687 | 3260355 |
|  | Games Workshop Group PLC | 121379 | 25417754 |
|  \* | Gaming Realms PLC | 298497 | 161437 |
|  | Gamma Communications PLC | 215630 | 2815132 |
|  | GB Group PLC | 324750 | 1005255 |
|  \* | Genel Energy PLC | 766272 | 646706 |
|  | Genuit Group PLC | 1014340 | 4931662 |
|  \* | Georgia Capital PLC | 189316 | 6442506 |
|  | Glencore PLC | 7357053 | 35244441 |
|  | Gooch & Housego PLC | 25295 | 191372 |
|  | Goodwin PLC | 896 | 255710 |
|  | Grafton Group PLC, CDI | 724110 | 9054693 |
|  | Grainger PLC | 2209178 | 5443104 |
|  | Greencore Group PLC | 1957577 | 6132255 |
|  | Greggs PLC | 503661 | 10675243 |
|  \* | Griffin Mining Ltd. | 41174 | 102942 |
|  | GSK PLC (GSK LN) | 2312925 | 54153527 |
|  # | GSK PLC (GSK US), Sponsored ADR | 592289 | 27754681 |
|  | Gulf Keystone Petroleum Ltd. | 1348240 | 3209404 |
|  \* | Gulf Marine Services PLC | 321392 | 71005 |
|  \*W | Gym Group PLC | 478207 | 874114 |
|  | Haleon PLC (HLN LN) | 6861312 | 31906671 |
|  | Halfords Group PLC | 866434 | 1702137 |
|  | Halma PLC | 201658 | 9396943 |
|  | Harbour Energy PLC | 47858 | 141660 |
|  | Hargreaves Services PLC | 37614 | 324365 |
|  | Harworth Group PLC | 214800 | 462822 |
|  | Hays PLC | 3341552 | 2594839 |
|  \* | Headlam Group PLC | 227984 | 153846 |
|  | Helical PLC | 1355503 | 3714996 |
|  \* | Helios Towers PLC | 1975444 | 3884766 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  UNITED KINGDOM — (Continued) | UNITED KINGDOM — (Continued) |  |  |
|  | Henry Boot PLC | 333421 | $969683 |
|  | Hikma Pharmaceuticals PLC | 321852 | 7785438 |
|  | Hill & Smith PLC | 285106 | 8067638 |
|  | Hilton Food Group PLC | 268158 | 2267668 |
|  | Hiscox Ltd. | 1226594 | 22174702 |
|  | Hochschild Mining PLC | 1594628 | 6931813 |
|  | Hollywood Bowl Group PLC | 514616 | 1823232 |
|  W | Hostelworld Group PLC | 135705 | 226583 |
|  | Howden Joinery Group PLC | 2111292 | 23979764 |
|  | HSBC Holdings PLC (HSBA LN) | 1656655 | 23192245 |
|  # | HSBC Holdings PLC (HSBC US), Sponsored ADR | 2160076 | 151356525 |
|  | Hunting PLC | 527483 | 2368795 |
|  W | Ibstock PLC | 790514 | 1420104 |
|  | ICG PLC | 488735 | 12415750 |
|  # | IDOX PLC | 178554 | 165549 |
|  | IG Group Holdings PLC | 1429024 | 20917439 |
|  | IMI PLC | 1060808 | 33350705 |
|  | Impax Asset Management Group PLC | 156932 | 393383 |
|  | Imperial Brands PLC | 1665881 | 66192594 |
|  | Inchcape PLC | 1712083 | 17180493 |
|  \* | Indivior PLC | 243730 | 7158350 |
|  | Informa PLC | 2164221 | 27557696 |
|  | IntegraFin Holdings PLC | 548138 | 2610533 |
|  | InterContinental Hotels Group PLC (IHG LN) | 102390 | 12350955 |
|  # | InterContinental Hotels Group PLC (IHG US), ADR | 70112 | 8515816 |
|  | International Consolidated Airlines Group SA | 937841 | 5155868 |
|  | International Personal Finance PLC | 1369001 | 3678607 |
|  | International Workplace Group PLC | 2173073 | 6467297 |
|  | Intertek Group PLC | 323707 | 21561483 |
|  | Investec PLC | 2005629 | 15101654 |
|  \* | IP Group PLC | 2755894 | 2190124 |

---

------

##### [**Table of Contents**](#toc)
**INTERNATIONAL CORE EQUITY 2 PORTFOLIO** 

**CONTINUED** 

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  UNITED KINGDOM — (Continued) | UNITED KINGDOM — (Continued) |  |  |
|  #\* | IQE PLC | 1127628 | $85161 |
|  | Ithaca Energy PLC | 12299 | 35229 |
|  | ITV PLC | 8345019 | 7638661 |
|  | J D Wetherspoon PLC | 327119 | 2775210 |
|  | J Sainsbury PLC | 5959262 | 26756410 |
|  \* | James Fisher & Sons PLC | 184490 | 964161 |
|  # | James Halstead PLC | 154912 | 284102 |
|  | JD Sports Fashion PLC | 5790094 | 7095094 |
|  | JET2 PLC | 172775 | 3017151 |
|  #\* | John Wood Group PLC | 3147101 | 762373 |
|  | Johnson Matthey PLC | 398136 | 11150300 |
|  | Johnson Service Group PLC | 929440 | 1655104 |
|  | Jupiter Fund Management PLC | 1385919 | 2774307 |
|  | Just Group PLC | 5066110 | 14142439 |
|  | Kainos Group PLC | 171611 | 2129490 |
|  | Keller Group PLC | 550033 | 11473634 |
|  | Kier Group PLC | 1137149 | 3235700 |
|  | Kingfisher PLC | 5622284 | 22801623 |
|  # | Kitwave Group PLC | 108486 | 306224 |
|  # | Knights Group Holdings PLC | 59372 | 131273 |
|  | Lancashire Holdings Ltd. | 981933 | 8622568 |
|  | Legal & General Group PLC | 7565248 | 23640773 |
|  | Lion Finance Group PLC | 237307 | 24982200 |
|  | Liontrust Asset Management PLC | 85264 | 348274 |
|  | Lloyds Banking Group PLC (LLOY LN) | 65713474 | 77048224 |
|  | London Investment Group PLC | 17231 | 85045 |
|  | London Stock Exchange Group PLC | 77078 | 9605989 |
|  | LSL Property Services PLC | 161364 | 541041 |
|  W | Luceco PLC | 177183 | 307073 |
|  | M&C Saatchi PLC | 41806 | 74814 |
|  | M&G PLC | 5775534 | 19995858 |
|  | Macfarlane Group PLC | 248152 | 227018 |
|  | Man Group PLC | 4665938 | 12891101 |
|  | Marks & Spencer Group PLC | 9032965 | 47204635 |
|  | Marshalls PLC | 741197 | 1644118 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  UNITED KINGDOM — (Continued) | UNITED KINGDOM — (Continued) |  |  |
|  \* | Marston's PLC | 2598415 | $1564106 |
|  | McBride PLC | 644099 | 992706 |
|  | Me Group International PLC | 1239700 | 3068368 |
|  | Mears Group PLC | 770592 | 3591706 |
|  | Melrose Industries PLC | 1345700 | 11085938 |
|  \* | Metro Bank Holdings PLC | 61865 | 95209 |
|  # | Midwich Group PLC | 33747 | 76304 |
|  \* | Mitchells & Butlers PLC | 1846163 | 5903701 |
|  | Mitie Group PLC | 5748755 | 12434345 |
|  | MJ Gleeson PLC | 127277 | 617164 |
|  \* | Mobico Group PLC | 1257230 | 434098 |
|  | Mondi PLC | 1235173 | 13806572 |
|  | MONY Group PLC | 1540785 | 3929431 |
|  | Moonpig Group PLC | 568234 | 1601487 |
|  | Morgan Advanced Materials PLC | 745066 | 1998053 |
|  | Morgan Sindall Group PLC | 204478 | 12493540 |
|  | Mortgage Advice Bureau Holdings Ltd. | 29423 | 269735 |
|  | MP Evans Group PLC | 28366 | 503200 |
|  \* | Naked Wines PLC | 123440 | 122172 |
|  | National Grid PLC (NG LN) | 924810 | 13866695 |
|  # | National Grid PLC (NGG US), Sponsored ADR | 273261 | 20562890 |
|  | NatWest Group PLC (NWG LN) | 8042886 | 61918258 |
|  | NatWest Group PLC (NWG US), Sponsored ADR | 386878 | 5985003 |
|  | NCC Group PLC | 468191 | 920870 |
|  | Next 15 Group PLC | 163792 | 889753 |
|  | Next PLC | 204305 | 38386876 |
|  | Ninety One PLC | 1429868 | 4346550 |
|  | Norcros PLC | 153090 | 603240 |
|  \* | Ocado Group PLC | 829075 | 2387771 |
|  W | On the Beach Group PLC | 293916 | 821026 |
|  | OSB Group PLC | 1837819 | 13026395 |
|  | Oxford Instruments PLC | 143166 | 3552042 |
|  | Pagegroup PLC | 1157489 | 3592801 |
|  | Pan African Resources PLC | 7061177 | 7758697 |
|  \* | Pantheon Resources PLC | 121086 | 44523 |

---

------

##### [**Table of Contents**](#toc)
**INTERNATIONAL CORE EQUITY 2 PORTFOLIO** 

**CONTINUED** 

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  UNITED KINGDOM — (Continued) | UNITED KINGDOM — (Continued) |  |  |
|  | Paragon Banking Group PLC | 1246947 | $13599682 |
|  | PayPoint PLC | 219908 | 2013035 |
|  # | Pearson PLC (PSO US), Sponsored ADR | 349430 | 4860571 |
|  | Pearson PLC (PSON LN) | 478673 | 6662178 |
|  | Pennon Group PLC | 861864 | 5873706 |
|  | Persimmon PLC | 988280 | 15706844 |
|  | Pets at Home Group PLC | 1398539 | 3939575 |
|  | Pharos Energy PLC | 1487849 | 402868 |
|  | Phoenix Group Holdings PLC | 1046607 | 9271716 |
|  \* | Phoenix Spree Deutschland Ltd. | 67649 | 148092 |
|  \* | Pinewood Technologies Group PLC | 249846 | 1209215 |
|  | Playtech PLC | 1095208 | 3790582 |
|  | Plus500 Ltd. | 368186 | 15320017 |
|  | Polar Capital Holdings PLC | 237317 | 1789050 |
|  | Pollen Street Group Ltd. | 7818 | 91014 |
|  | Porvair PLC | 11959 | 120495 |
|  # | PPHE Hotel Group Ltd. | 32501 | 611102 |
|  | Premier Foods PLC | 4477015 | 10738346 |
|  | Prudential PLC (PRU LN) | 1521461 | 21160602 |
|  # | Prudential PLC (PUK US), ADR | 379204 | 10564623 |
|  \* | PureTech Health PLC (PRTC LN) | 472395 | 820331 |
|  \* | PureTech Health PLC (PRTC US), ADR | 137 | 2363 |
|  | PZ Cussons PLC | 512533 | 498751 |
|  | QinetiQ Group PLC | 1754089 | 11076508 |
|  W | Quilter PLC | 3760033 | 8977279 |
|  | Rank Group PLC | 469184 | 731542 |
|  | Rathbones Group PLC | 139856 | 3278157 |
|  \*†† | Raven Property Group Ltd. | 96453 | 0 |
|  | Reach PLC | 2162440 | 1678919 |
|  | Reckitt Benckiser Group PLC | 841578 | 64371498 |
|  | Record PLC | 193593 | 152505 |
|  | RELX PLC (REL LN) | 596581 | 26366718 |
|  | RELX PLC (RELX US), Sponsored ADR | 366786 | 16226609 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  UNITED KINGDOM — (Continued) | UNITED KINGDOM — (Continued) |  |  |
|  | RELX PLC (REN NA) | 437454 | $19267078 |
|  | Renew Holdings PLC | 115338 | 1404647 |
|  | Rentokil Initial PLC | 1779367 | 9931443 |
|  # | Rentokil Initial PLC, Sponsored ADR | 49587 | 1379510 |
|  | RHI Magnesita NV | 9135 | 252079 |
|  | Rightmove PLC | 2564598 | 22518333 |
|  | Rio Tinto PLC (RIO LN) | 584468 | 42134274 |
|  # | Rio Tinto PLC (RIO US), Sponsored ADR | 733757 | 52639727 |
|  | Robert Walters PLC | 191734 | 379553 |
|  \* | Rockhopper Exploration PLC | 174882 | 189063 |
|  | Rolls-Royce Holdings PLC | 6048245 | 93075200 |
|  | Rotork PLC | 2452946 | 11042805 |
|  | RS Group PLC | 1026735 | 7514553 |
|  | RWS Holdings PLC | 723800 | 736222 |
|  | S&U PLC | 8204 | 192194 |
|  # | S4 Capital PLC | 442489 | 137230 |
|  W | Sabre Insurance Group PLC | 404475 | 712189 |
|  \* | Saga PLC | 671225 | 2350294 |
|  | Sage Group PLC | 1322771 | 19994170 |
|  \* | Savannah Energy PLC | 547478 | 50154 |
|  | Savills PLC | 614348 | 8141086 |
|  | Schroders PLC | 1513590 | 7552997 |
|  | Secure Trust Bank PLC | 23118 | 295999 |
|  | Senior PLC | 840863 | 2106160 |
|  | Serco Group PLC | 4676711 | 15606028 |
|  | Serica Energy PLC | 418396 | 1195816 |
|  | Severfield PLC | 923662 | 364494 |
|  | Severn Trent PLC | 414486 | 15151533 |
|  | Shell PLC (SHEL LN) | 1472115 | 55188718 |
|  | Shell PLC (SHEL US), ADR | 3868402 | 289820660 |
|  \* | SIG PLC | 2515064 | 297975 |
|  \* | Sigmaroc PLC | 227068 | 344813 |
|  | Smith & Nephew PLC (SN LN) | 593708 | 10963416 |
|  # | Smith & Nephew PLC (SNN US), Sponsored ADR | 38117 | 1403468 |
|  | Smiths Group PLC | 411883 | 13639115 |
|  | Smiths News PLC | 576869 | 462195 |
|  | Softcat PLC | 570660 | 12024660 |
|  #\* | SolGold PLC | 618463 | 142857 |
|  | Spectris PLC | 133508 | 7202411 |
|  | Speedy Hire PLC | 1982407 | 717976 |
|  | Spirax Group PLC | 62656 | 5844076 |

---

------

##### [**Table of Contents**](#toc)
**INTERNATIONAL CORE EQUITY 2 PORTFOLIO** 

**CONTINUED** 

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  UNITED KINGDOM — (Continued) | UNITED KINGDOM — (Continued) | UNITED KINGDOM — (Continued) | UNITED KINGDOM — (Continued) |
|  W | Spire Healthcare Group PLC | 1328805 | $4096826 |
|  | SSE PLC | 1154380 | 29082048 |
|  | SSP Group PLC | 2599068 | 5252753 |
|  | St. James's Place PLC | 1605485 | 27392853 |
|  | Standard Chartered PLC | 3584275 | 73575269 |
|  | SThree PLC | 373707 | 773015 |
|  \* | Strix Group PLC | 234787 | 102998 |
|  \*†† | Studio Retail Group PLC | 86255 | 0 |
|  | STV Group PLC | 69518 | 103230 |
|  \* | Synthomer PLC | 400228 | 282462 |
|  | Tate & Lyle PLC | 770264 | 3910506 |
|  | Tatton Asset Management PLC | 4130 | 40380 |
|  | Taylor Wimpey PLC | 10905090 | 15084360 |
|  | TBC Bank Group PLC | 89366 | 5119967 |
|  \* | Team Internet Group PLC | 376051 | 224647 |
|  | Telecom Plus PLC | 271797 | 6339743 |
|  | Tesco PLC | 13419289 | 80980996 |
|  #\* | THG PLC | 1480291 | 904707 |
|  | Topps Tiles PLC | 712026 | 322479 |
|  | TP ICAP Group PLC | 5587570 | 19271332 |
|  \*W | Trainline PLC | 1010242 | 3334833 |
|  | Travis Perkins PLC | 655393 | 5418787 |
|  | Treatt PLC | 19168 | 60667 |
|  | Trifast PLC | 578792 | 577605 |
|  | TT Electronics PLC | 830665 | 1684411 |
|  #\* | Tullow Oil PLC | 2140817 | 276334 |
|  # | Unilever PLC (UL US), Sponsored ADR | 551057 | 33168121 |
|  | Unilever PLC (ULVR LN) | 253281 | 15197955 |
|  | Unilever PLC (UNA NA) | 796683 | 48244276 |
|  | United Utilities Group PLC | 1052692 | 16607778 |
|  \* | Vanquis Banking Group PLC | 863424 | 1293208 |
|  | Vertu Motors PLC | 874766 | 720138 |
|  | Vesuvius PLC | 1072606 | 5293104 |
|  | Victrex PLC | 247521 | 2103271 |
|  \* | Videndum PLC | 77752 | 40934 |
|  \* | Vistry Group PLC | 1148029 | 9724558 |
|  | Vodafone Group PLC (VOD LN) | 19661176 | 23801287 |
|  # | Volex PLC | 230382 | 1135092 |
|  | Volution Group PLC | 405026 | 3497981 |
|  | Vp PLC | 17348 | 129756 |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** | **Value»** |
|  UNITED KINGDOM — (Continued) | UNITED KINGDOM — (Continued) | UNITED KINGDOM — (Continued) | UNITED KINGDOM — (Continued) | UNITED KINGDOM — (Continued) |
|  \*W | Watches of Switzerland Group PLC | 670473 | $| 3460694 |
|  \* | Watkin Jones PLC | 462728 |  | 173672 |
|  | Weir Group PLC | 346643 |  | 13494082 |
|  | WH Smith PLC | 471329 |  | 4186823 |
|  | Whitbread PLC | 485000 |  | 18464052 |
|  | Wickes Group PLC | 1301434 |  | 3786560 |
|  | Wilmington PLC | 153206 |  | 625876 |
|  \* | Wise PLC, Class A | 205474 |  | 2612813 |
|  | WPP PLC (WPP LN) | 430273 |  | 1625859 |
|  # | WPP PLC (WPP US), Sponsored ADR | 171226 |  | 3248157 |
|  \* | Xaar PLC | 199799 |  | 332632 |
|  | XPS Pensions Group PLC | 140532 |  | 622515 |
|  # | Young & Co.'s Brewery PLC (YNGA LN), Class A | 65942 |  | 666928 |
|  | Young & Co.'s Brewery PLC (YNGN LN) | 20699 |  | 167489 |
|  \* | Zegona Communications PLC | 9272 |  | 149924 |
|  | Zigup PLC | 949773 |  | 4326840 |
|  | Zotefoams PLC | 40050 |  | 241119 |
|  TOTAL UNITED KINGDOM | TOTAL UNITED KINGDOM | TOTAL UNITED KINGDOM |  | 4243928775 |
|  UNITED STATES — (0.2%) | UNITED STATES — (0.2%) | UNITED STATES — (0.2%) | UNITED STATES — (0.2%) | UNITED STATES — (0.2%) |
|  \* | ADTRAN Holdings, Inc. | 30543 |  | 316214 |
|  \* | Amrize Ltd. | 179336 |  | 9296778 |
|  #\* | Flutter Entertainment PLC | 12028 |  | 2770959 |
|  \* | Gran Tierra Energy, Inc. (GTE CN) | 155910 |  | 530241 |
|  | International Paper Co. | 675572 |  | 26453809 |
|  | MEG Energy Corp. | 1254914 |  | 26555807 |
|  | Royal Gold, Inc. | 54831 |  | 9583911 |
|  †† | Theratechnologies, Inc. | 62650 |  | 23807 |
|  TOTAL UNITED STATES | TOTAL UNITED STATES | TOTAL UNITED STATES |  | 75531526 |
|  TOTAL COMMON STOCKS | TOTAL COMMON STOCKS | TOTAL COMMON STOCKS |  | 36074842964 |

---

------

##### [**Table of Contents**](#toc)
**INTERNATIONAL CORE EQUITY 2 PORTFOLIO** 

**CONTINUED** 

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  PREFERRED STOCKS — (0.3%) | PREFERRED STOCKS — (0.3%) | PREFERRED STOCKS — (0.3%) | PREFERRED STOCKS — (0.3%) |
|  GERMANY — (0.3%) | GERMANY — (0.3%) | GERMANY — (0.3%) | GERMANY — (0.3%) |
|  | Bayerische Motoren Werke AG, 5.764% | 93903 | $8135361 |
|  #W | Dr. Ing hc F Porsche AG, 5.074% | 111824 | 5850737 |
|  # | Draegerwerk AG & Co. KGaA, 2.796% | 41380 | 3486988 |
|  | Einhell Germany AG, 1.843% | 11261 | 1067956 |
|  # | FUCHS SE, 3.020% | 236423 | 10583367 |
|  | Henkel AG & Co. KGaA, 2.901% | 227937 | 18465835 |
|  | Jungheinrich AG, 2.591% | 250846 | 8964776 |
|  | Porsche Automobil Holding SE, 5.552% | 523301 | 20792564 |
|  # | Sartorius AG, 0.312% | 17957 | 4940473 |
|  | Sixt SE, 4.946% | 89513 | 5686699 |
|  | STO SE & Co. KGaA, 2.782% | 7858 | 1080265 |
|  | Villeroy & Boch AG, 5.438% | 56916 | 1085907 |
|  | Volkswagen AG, 7.042% | 253832 | 26433237 |
|  TOTAL GERMANY | TOTAL GERMANY | TOTAL GERMANY | 116574165 |
|  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%) |
|  \* | Cash Converters International Ltd. Rights 11/17/2025 | 69894 | 0 |
|  \* | Galan Lithium Ltd. Warrants | 10752 | 0 |
|  \* | Silver Mines Ltd. Warrants 06/17/26 | 28100 | 927 |
|  TOTAL AUSTRALIA | TOTAL AUSTRALIA | TOTAL AUSTRALIA | 927 |
|  CANADA — (0.0%) | CANADA — (0.0%) | CANADA — (0.0%) |  |
|  \* | Constellation Software, Inc. Warrants 03/31/2040 | 20401 | 0 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  GERMANY — (0.0%) | GERMANY — (0.0%) | GERMANY — (0.0%) | GERMANY — (0.0%) |
|  #\* | BayWa AG Rights 11/10/2025 | 61967 | $106425 |
|  ITALY — (0.0%) | ITALY — (0.0%) | ITALY — (0.0%) | ITALY — (0.0%) |
|  #\* | Webuild SpA Warrants 08/02/2030 | 66474 | 0 |
|  NORWAY — (0.0%) | NORWAY — (0.0%) | NORWAY — (0.0%) | NORWAY — (0.0%) |
|  #\* | Vend Marketplaces ASA Rights 11/13/2025 | 16309 | 36304 |
|  SPAIN — (0.0%) | SPAIN — (0.0%) | SPAIN — (0.0%) | SPAIN — (0.0%) |
|  \* | Vidrala SA Rights 11/17/2025 | 76793 | 362913 |
|  SWITZERLAND — (0.0%) | SWITZERLAND — (0.0%) | SWITZERLAND — (0.0%) | SWITZERLAND — (0.0%) |
|  \* | Fundamenta Real Estate AG Rights 11/03/2025 | 4346 | 193 |
|  TOTAL RIGHTS/WARRANTS | TOTAL RIGHTS/WARRANTS | TOTAL RIGHTS/WARRANTS | 506762 |
|  TOTAL INVESTMENT SECURITIES<br>(Cost $21,440,803,249) | TOTAL INVESTMENT SECURITIES<br>(Cost $21,440,803,249) | TOTAL INVESTMENT SECURITIES<br>(Cost $21,440,803,249) | 36191923891 |
|  |  |  | **Value†** |
|  SECURITIES LENDING COLLATERAL — (3.5%) | SECURITIES LENDING COLLATERAL — (3.5%) | SECURITIES LENDING COLLATERAL — (3.5%) | SECURITIES LENDING COLLATERAL — (3.5%) |
|  @§ | The DFA Short Term Investment Fund | 113719728 | 1315396097 |
|  TOTAL INVESTMENTS — (100.0%)<br>(Cost $22,756,199,346) | TOTAL INVESTMENTS — (100.0%)<br>(Cost $22,756,199,346) | TOTAL INVESTMENTS — (100.0%)<br>(Cost $22,756,199,346) | $37507319988 |

---

------

##### [**Table of Contents**](#toc)
**INTERNATIONAL CORE EQUITY 2 PORTFOLIO** 

**CONTINUED** 

As of October 31, 2025, International Core Equity 2 Portfolio had entered into the following outstanding futures contracts:

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Description** | **Number of<br>Contracts** | **Expiration<br>Date** | **Notional<br>Value** | **Market<br>Value** | **Unrealized<br>Appreciation<br>(Depreciation)** |
|  **Long Position Contracts:** |  |  |  |  |  |
|  S&P 500<sup>®</sup> Emini Index | 990 | 12/19/25 | $330637228 | $340263000 | $9625772 |
|  **Total Futures Contracts** |  |  | **$330637228** | **$340263000** | **$9625772** |

---

As of October 31, 2025, the value of Rule 144A securities amounted to $620,311,688 or 1.7% of net assets.

Summary of the Portfolio's investments as of October 31, 2025, 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)** |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Level 1**  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Level 2**  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Level 3**  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Total**  |
|  **Assets** |  |  |  |  |
|  Common Stocks |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Australia | $66030362 | $2114274704 |  | $2180305066 |
| &nbsp;&nbsp;&nbsp;&nbsp; Austria |  | 220575271 |  | 220575271 |
| &nbsp;&nbsp;&nbsp;&nbsp; Belgium | 10110823 | 401032065 |  | 411142888 |
| &nbsp;&nbsp;&nbsp;&nbsp; Brazil |  | 483010 |  | 483010 |
| &nbsp;&nbsp;&nbsp;&nbsp; Canada | 4358288761 | 13885132 | $5973 | 4372179866 |
| &nbsp;&nbsp;&nbsp;&nbsp; China | 44493670 | 181384 |  | 44675054 |
| &nbsp;&nbsp;&nbsp;&nbsp; Denmark | 45939338 | 742349330 |  | 788288668 |
| &nbsp;&nbsp;&nbsp;&nbsp; Finland | 4583507 | 616746893 |  | 621330400 |
| &nbsp;&nbsp;&nbsp;&nbsp; France | 17571815 | 2699969509 |  | 2717541324 |
| &nbsp;&nbsp;&nbsp;&nbsp; Germany | 58015688 | 2666223153 |  | 2724238841 |
| &nbsp;&nbsp;&nbsp;&nbsp; Hong Kong |  | 578808084 | 125939 | 578934023 |
| &nbsp;&nbsp;&nbsp;&nbsp; Ireland |  | 199264366 |  | 199264366 |
| &nbsp;&nbsp;&nbsp;&nbsp; Israel | 20786648 | 438673111 |  | 459459759 |
| &nbsp;&nbsp;&nbsp;&nbsp; Italy | 12108639 | 1270006875 |  | 1282115514 |
| &nbsp;&nbsp;&nbsp;&nbsp; Japan | 117791708 | 7988745624 |  | 8106537332 |
| &nbsp;&nbsp;&nbsp;&nbsp; Netherlands | 254319868 | 1011815000 |  | 1266134868 |
| &nbsp;&nbsp;&nbsp;&nbsp; New Zealand | 266674 | 98364178 |  | 98630852 |
| &nbsp;&nbsp;&nbsp;&nbsp; Norway | 1071145 | 257158858 |  | 258230003 |
| &nbsp;&nbsp;&nbsp;&nbsp; Portugal | 356859 | 135764291 |  | 136121150 |
| &nbsp;&nbsp;&nbsp;&nbsp; Singapore | 7834 | 441279733 |  | 441287567 |
| &nbsp;&nbsp;&nbsp;&nbsp; South Africa |  | 2862534 |  | 2862534 |
| &nbsp;&nbsp;&nbsp;&nbsp; Spain | 41316783 | 1068308844 | 1958 | 1109627585 |
| &nbsp;&nbsp;&nbsp;&nbsp; Sweden | 372225 | 1020853096 |  | 1021225321 |
| &nbsp;&nbsp;&nbsp;&nbsp; Switzerland | 354812168 | 2359379233 |  | 2714191401 |
| &nbsp;&nbsp;&nbsp;&nbsp; United Kingdom | 877007686 | 3366920974 | 115 | 4243928775 |
| &nbsp;&nbsp;&nbsp;&nbsp; United States | 45966737 | 29540982 | 23807 | 75531526 |
|  Preferred Stocks |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Germany |  | 116574165 |  | 116574165 |
|  Rights/Warrants |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Australia |  | 927 |  | 927 |
| &nbsp;&nbsp;&nbsp;&nbsp; Canada |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Germany |  | 106425 |  | 106425 |
| &nbsp;&nbsp;&nbsp;&nbsp; Italy |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Norway |  | 36304 |  | 36304 |
| &nbsp;&nbsp;&nbsp;&nbsp; Spain |  | 362913 |  | 362913 |

---

------

##### [**Table of Contents**](#toc)
**INTERNATIONAL CORE EQUITY 2 PORTFOLIO** 

**CONTINUED**

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Level 1**  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Level 2**  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Level 3**  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Total**  |
| &nbsp;&nbsp;&nbsp;&nbsp; Switzerland |  | $193 |  | $193 |
|  Securities Lending Collateral |  | 1315396097 |  | 1315396097 |
|  Total Investments in Securities | $6331218938 | $31175943258 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;157,792<> | $37507319988 |
|  **Financial Instruments** |  |  |  |  |
|  **Assets** |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Futures Contracts\*\* | $9625772 |  |  | 9625772 |
|  Total Financial Instruments | $9625772 |  |  | $9625772 |

---

\*\* Valued at the unrealized appreciation/(depreciation) on the investment.

---

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

---

See accompanying Notes to Financial Statements.

------

##### [**Table of Contents**](#toc)
**GLOBAL SMALL COMPANY PORTFOLIO** 

**SCHEDULE OF INVESTMENTS** 

**October 31, 2025** 

---

| | | |
|:---|:---|:---|
|  | **Shares** | **Value†** |
|  AFFILIATED INVESTMENT COMPANIES — (100.0%) |  |  |
|  DOMESTIC EQUITIES — (62.7%) |  |  |
|  U.S. Small Cap Portfolio | 1340504 | $68365683 |
|  INTERNATIONAL EQUITIES — (37.3%) |  |  |
|  The Emerging Markets Small Cap Series |  | 13089697 |
|  The Continental Small Company Series |  | 11516381 |
|  The Japanese Small Company Series |  | 5988048 |
|  The Canadian Small Company Series |  | 3718834 |
|  The United Kingdom Small Company Series |  | 3438098 |
|  The Asia Pacific Small Company Series |  | 2966413 |
|  TOTAL INTERNATIONAL EQUITIES |  | 40717471 |
|  TOTAL INVESTMENTS IN AFFILIATED INVESTMENT COMPANIES<br>(Cost $75,188,778) |  | $109083154 |

---

Summary of the Portfolio's investments as of October 31, 2025, 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 | $109083154 |  |  | $109083154 |
|  Total Investments in Securities | $109083154 |  |  | $109083154 |

---

See accompanying Notes to Financial Statements.

------

##### [**Table of Contents**](#toc)
**INTERNATIONAL SMALL COMPANY PORTFOLIO** 

**SCHEDULE OF INVESTMENTS** 

**October 31, 2025** 

---

| | | |
|:---|:---|:---|
|  | | **Value†** |
|  AFFILIATED INVESTMENT COMPANIES — (99.0%) |  |  |
|  The Continental Small Company Series |  | $5751770016 |
|  The Japanese Small Company Series |  | 3080139016 |
|  The Canadian Small Company Series |  | 1892935882 |
|  The United Kingdom Small Company Series |  | 1708230350 |
|  The Asia Pacific Small Company Series |  | 1440272407 |
|  TOTAL INVESTMENTS IN AFFILIATED INVESTMENT COMPANIES |  | $13873347671 |
|  | **Shares** |  |
|  TEMPORARY CASH INVESTMENTS — (1.0%) |  |  |
|  **¥**State Street Institutional U.S. Government Money Market Fund, 4.010%<br>(Cost $135,173,364) | 135173364 | 135173364 |
|  TOTAL INVESTMENTS — (100.0%)<br>(Cost $9,541,793,578) |  | $14008521035 |

---

As of October 31, 2025, International Small Company Portfolio had entered into the following outstanding futures contracts:

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Description** | **Number of<br>Contracts** | **Expiration<br>Date** | **Notional<br>Value** | **Market<br>Value** | **Unrealized<br>Appreciation<br>(Depreciation)** |
|  **Long Position Contracts:** |  |  |  |  |  |
|  S&P 500<sup>®</sup> Emini Index | 382 | 12/19/25 | $127575669 | $131293400 | $3717731 |
|  **Total Futures Contracts** |  |  | **$127575669** | **$131293400** | **$3717731** |

---

Summary of the Portfolio's investments as of October 31, 2025, 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)** |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Level 1**  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Level 2**  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Level 3**  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; **Total**  |
|  **Assets** |  |  |  |  |
|  Affiliated Investment Companies | $13873347671 |  |  | $13873347671 |
|  Temporary Cash Investments | 135173364 |  |  | 135173364 |
|  Total Investments in Securities | $14008521035 |  |  | $14008521035 |
|  **Financial Instruments** |  |  |  |  |
|  **Assets** |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Futures Contracts\*\* | 3717731 |  |  | 3717731 |
|  Total Financial Instruments | $3717731 |  |  | $3717731 |

---

\*\* Valued at the unrealized appreciation/(depreciation) on the investment.

See accompanying Notes to Financial Statements.

------

##### [**Table of Contents**](#toc)
**JAPANESE SMALL COMPANY PORTFOLIO** 

**SCHEDULE OF INVESTMENTS** 

**October 31, 2025** 

---

| | |
|:---|:---|
|  | **Value†** |
|  AFFILIATED INVESTMENT COMPANIES — (100.0%) |  |
|  The Japanese Small Company Serie | $241941318 |
|  TOTAL INVESTMENTS IN AFFILIATED INVESTMENT COMPANIES | $241941318 |

---

Summary of the Portfolio's Master Fund's investments as of October 31, 2025, based on their valuation inputs, is located in this report (See Security Valuation Note).

See accompanying Notes to Financial Statements.

------

##### [**Table of Contents**](#toc)
**ASIA PACIFIC SMALL COMPANY PORTFOLIO** 

**SCHEDULE OF INVESTMENTS** 

**October 31, 2025** 

---

| | |
|:---|:---|
|  | **Value†** |
|  AFFILIATED INVESTMENT COMPANIES — (100.0%) |  |
|  The Asia Pacific Small Company Series | $184867114 |
|  TOTAL INVESTMENTS IN AFFILIATED INVESTMENT COMPANIES | $184867114 |

---

Summary of the Portfolio's Master Fund's investments as of October 31, 2025, based on their valuation inputs, is located in this report (See Security Valuation Note).

See accompanying Notes to Financial Statements.

------

##### [**Table of Contents**](#toc)
**UNITED KINGDOM SMALL COMPANY PORTFOLIO** 

**SCHEDULE OF INVESTMENTS** 

**October 31, 2025** 

---

| | |
|:---|:---|
|  | **Value†** |
|  AFFILIATED INVESTMENT COMPANIES — (100.0%) |  |
|  The United Kingdom Small Company Series | $22866557 |
|  TOTAL INVESTMENTS IN AFFILIATED INVESTMENT COMPANIES | $22866557 |

---

Summary of the Portfolio's Master Fund's investments as of October 31, 2025, based on their valuation inputs, is located in this report (See Security Valuation Note).

See accompanying Notes to Financial Statements.

------

##### [**Table of Contents**](#toc)
**CONTINENTAL SMALL COMPANY PORTFOLIO** 

**SCHEDULE OF INVESTMENTS** 

**October 31, 2025** 

---

| | |
|:---|:---|
|  | **Value†** |
|  AFFILIATED INVESTMENT COMPANIES — (100.0%) |  |
|  The Continental Small Company Series | $115693092 |
|  TOTAL INVESTMENTS IN AFFILIATED INVESTMENT COMPANIES | $115693092 |

---

Summary of the Portfolio's Master Fund's investments as of October 31, 2025, based on their valuation inputs, is located in this report (See Security Valuation Note).

See accompanying Notes to Financial Statements.

------

##### [**Table of Contents**](#toc)
**DFA INTERNATIONAL REAL ESTATE SECURITIES PORTFOLIO** 

**SCHEDULE OF INVESTMENTS** 

**October 31, 2025** 

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  COMMON STOCKS — (98.0%) | COMMON STOCKS — (98.0%) |  |  |
|  AUSTRALIA — (24.4%) | AUSTRALIA — (24.4%) |  |  |
|  | Abacus Group | 3249765 | $2553846 |
|  # | Abacus Storage King | 4129868 | 3793650 |
|  # | Arena REIT | 3049979 | 7287913 |
|  # | Aspen Group Ltd. | 1420251 | 4905889 |
|  | BWP Property Group Ltd. | 4003921 | 10069735 |
|  | Carindale Property Trust | 259419 | 932032 |
|  # | Centuria Capital Group | 4491239 | 6925552 |
|  | Centuria Industrial REIT | 3715807 | 8614956 |
|  # | Centuria Office REIT | 2845487 | 2196478 |
|  | Charter Hall Group | 3365356 | 49425990 |
|  # | Charter Hall Long Wale REIT | 4530490 | 12604456 |
|  | Charter Hall Retail REIT | 3737180 | 10071534 |
|  | Charter Hall Social Infrastructure REIT | 2396939 | 5060871 |
|  | Cromwell Property Group | 12211596 | 3714573 |
|  | Dexus | 7146217 | 34071528 |
|  | Dexus Convenience Retail REIT | 662789 | 1269178 |
|  | Dexus Industria REIT | 2063979 | 3862725 |
|  # | Elanor Commercial Property Fund | 54174 | 23217 |
|  \*†† | Elanor Investor Group | 67755 | 6827 |
|  | Garda Property Group | 323917 | 247986 |
|  | GDI Property Group Partnership | 5581557 | 2410529 |
|  | Goodman Group | 13529691 | 291810736 |
|  | GPT Group | 12981540 | 45597669 |
|  | Growthpoint Properties Australia Ltd. | 1903359 | 3188610 |
|  | HealthCo REIT | 1618897 | 721449 |
|  # | HMC Capital Ltd. | 421334 | 852773 |
|  | HomeCo Daily Needs REIT | 12360571 | 11040348 |
|  | Ingenia Communities Group | 2768194 | 10172959 |
|  | Mirvac Group | 26804628 | 40352413 |
|  | National Storage REIT | 8708505 | 13104344 |
|  | RAM Essential Services Property Fund | 256488 | 101554 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  AUSTRALIA — (Continued) | AUSTRALIA — (Continued) |  |  |
|  | Region Group | 8270187 | $13209331 |
|  | Scentre Group | 37120979 | 98884117 |
|  | Stockland | 16983675 | 70216957 |
|  | Vicinity Ltd. | 27506234 | 45442155 |
|  | Waypoint REIT Ltd. | 4388238 | 7610483 |
|  TOTAL AUSTRALIA | TOTAL AUSTRALIA | TOTAL AUSTRALIA | 822355363 |
|  BELGIUM — (3.7%) | BELGIUM — (3.7%) |  |  |
|  | Aedifica SA | 336288 | 24558580 |
|  | Ascencio | 37135 | 2152884 |
|  # | Care Property Invest NV | 264656 | 3484956 |
|  | Cofinimmo SA | 269646 | 23026640 |
|  | Home Invest Belgium SA | 47758 | 1031629 |
|  | Montea NV | 130015 | 10499767 |
|  #\* | Nextensa SA | 29939 | 1404132 |
|  | Retail Estates NV | 108717 | 7882466 |
|  | Shurgard Self Storage Ltd. | 72838 | 2666370 |
|  | Vastned NV | 110061 | 3782818 |
|  | Warehouses De Pauw CVA | 1329209 | 33754836 |
|  | Wereldhave Belgium Comm VA | 40706 | 2486805 |
|  | Xior Student Housing NV | 256456 | 8367443 |
|  TOTAL BELGIUM | TOTAL BELGIUM | TOTAL BELGIUM | 125099326 |
|  CANADA — (4.0%) | CANADA — (4.0%) |  |  |
|  # | Allied Properties Real Estate Investment Trust | 412230 | 4344059 |
|  # | Artis Real Estate Investment Trust | 344916 | 1500116 |
|  | Automotive Properties Real Estate Investment Trust | 132420 | 1030054 |
|  # | Boardwalk Real Estate Investment Trust | 170180 | 7846808 |
|  | BSR Real Estate Investment Trust | 188782 | 2254057 |
|  | BTB Real Estate Investment Trust | 304909 | 845671 |
|  | Canadian Apartment Properties REIT | 544101 | 14962729 |
|  # | Choice Properties Real Estate Investment Trust | 1086985 | 11501096 |

---

------

##### [**Table of Contents**](#toc)
**DFA INTERNATIONAL REAL ESTATE SECURITIES PORTFOLIO** 

**CONTINUED** 

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  CANADA — (Continued) | CANADA — (Continued) |  |  |
|  # | Crombie Real Estate Investment Trust | 368062 | $3917982 |
|  # | CT Real Estate Investment Trust | 345176 | 4013989 |
|  # | Dream Industrial Real Estate Investment Trust | 933794 | 8049317 |
|  # | Dream Office Real Estate Investment Trust | 56215 | 735472 |
|  # | European Residential Real Estate Investment Trust | 295642 | 227652 |
|  | Firm Capital Property Trust | 64400 | 273202 |
|  | First Capital Real Estate Investment Trust | 720888 | 9668036 |
|  | Flagship Communities REIT | 1800 | 33570 |
|  # | Granite Real Estate Investment Trust | 205671 | 11558225 |
|  # | H&R Real Estate Investment Trust | 888623 | 7089725 |
|  | InterRent Real Estate Investment Trust | 138495 | 1321210 |
|  | Killam Apartment Real Estate Investment Trust | 385253 | 4760211 |
|  #W | Minto Apartment Real Estate Investment Trust | 125384 | 1227423 |
|  | Morguard North American Residential Real<br>Estate Investment Trust | 133598 | 1658366 |
|  # | Morguard Real Estate Investment Trust | 337356 | 1404698 |
|  # | Nexus Industrial REIT | 204642 | 1148289 |
|  # | Northwest Healthcare Properties Real<br>Estate Investment Trust | 759380 | 2745040 |
|  | Plaza Retail REIT | 390130 | 1165480 |
|  # | Primaris Real Estate Investment Trust | 330413 | 3623219 |
|  | PRO Real Estate Investment Trust | 205582 | 882395 |
|  # | RioCan Real Estate Investment Trust | 1015131 | 13585262 |
|  | Slate Grocery REIT, Class U | 191958 | 1999577 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  CANADA — (Continued) | CANADA — (Continued) |  |  |
|  # | SmartCentres Real Estate Investment Trust | 479070 | $9085781 |
|  | True North Commercial Real Estate Investment Trust | 52923 | 342242 |
|  TOTAL CANADA | TOTAL CANADA | TOTAL CANADA | 134800953 |
|  CHINA — (0.1%) | CHINA — (0.1%) |  |  |
|  | China Merchants Commercial Real Estate Investment Trust | 310000 | 51102 |
|  | Spring Real Estate Investment Trust | 5882000 | 1226512 |
|  | Yuexiu Real Estate Investment Trust | 15480250 | 1811710 |
|  TOTAL CHINA | TOTAL CHINA | TOTAL CHINA | 3089324 |
|  FRANCE — (6.6%) | FRANCE — (6.6%) |  |  |
|  # | Altarea SCA | 41104 | 4688609 |
|  | ARGAN SA | 74780 | 5819844 |
|  | Carmila SA | 407829 | 7434968 |
|  | Covivio Hotels SACA | 6721 | 175022 |
|  | Covivio SA | 382357 | 24531199 |
|  | Gecina SA | 287394 | 26707894 |
|  | ICADE | 214495 | 5226484 |
|  | Klepierre SA | 1388630 | 53068643 |
|  | Mercialys SA | 597342 | 7288534 |
|  | Unibail-Rodamco-Westfield (URW FP) | 841955 | 87060852 |
|  \* | Vitura SA | 7577 | 44987 |
|  TOTAL FRANCE | TOTAL FRANCE | TOTAL FRANCE | 222047036 |
|  GERMANY — (0.1%) | GERMANY — (0.1%) |  |  |
|  \* | Deutsche Konsum REIT-AG | 11682 | 25774 |
|  | Hamborner REIT AG | 607697 | 3638189 |
|  TOTAL GERMANY | TOTAL GERMANY | TOTAL GERMANY | 3663963 |
|  HONG KONG — (3.3%) | HONG KONG — (3.3%) |  |  |
|  # | Champion REIT | 18486012 | 4965277 |
|  | Fortune Real Estate Investment Trust | 10752000 | 6945512 |
|  | Link REIT | 17989820 | 93684059 |
|  | Prosperity REIT | 12113000 | 2181752 |
|  \* | Regal Real Estate Investment Trust | 9834000 | 494441 |
|  # | SF Real Estate Investment Trust | 697000 | 253222 |

---

------

##### [**Table of Contents**](#toc)
**DFA INTERNATIONAL REAL ESTATE SECURITIES PORTFOLIO** 

**CONTINUED** 

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  HONG KONG — (Continued) | HONG KONG — (Continued) |  |  |
|  | Sunlight Real Estate |  |  |
|  | Investment Trust | 9090000 | $2758917 |
|  TOTAL HONG KONG | TOTAL HONG KONG | TOTAL HONG KONG | 111283180 |
|  INDIA — (0.2%) | INDIA — (0.2%) |  |  |
|  W | Brookfield India Real Estate Trust | 408458 | 1578370 |
|  | Embassy Office Parks REIT | 860677 | 4149228 |
|  W | Mindspace Business Parks REIT | 286045 | 1497393 |
|  | Nexus Select Trust | 104382 | 191036 |
|  TOTAL INDIA | TOTAL INDIA | TOTAL INDIA | 7416027 |
|  IRELAND — (0.1%) | IRELAND — (0.1%) |  |  |
|  | Irish Residential Properties REIT PLC | 3843406 | 4109925 |
|  ITALY — (0.1%) | ITALY — (0.1%) |  |  |
|  | Immobiliare Grande Distribuzione SIIQ SpA | 366559 | 1485924 |
|  JAPAN — (20.7%) | JAPAN — (20.7%) |  |  |
|  | Activia Properties, Inc. | 13173 | 12052879 |
|  | Advance Residence Investment Corp. | 20309 | 21981935 |
|  | AEON REIT Investment Corp. | 11478 | 9717574 |
|  | Comforia Residential REIT, Inc. | 4761 | 10039500 |
|  # | CRE Logistics REIT, Inc. | 4009 | 4084748 |
|  | Daiwa House REIT Investment Corp. | 31910 | 27498406 |
|  | Daiwa Office Investment Corp. | 3739 | 9152559 |
|  | Daiwa Securities Living Investments Corp. | 13928 | 9978389 |
|  | ESCON Japan REIT Investment Corp. | 2180 | 1746941 |
|  | Frontier Real Estate Investment Corp. | 17849 | 10484088 |
|  | Fukuoka REIT Corp. | 5010 | 6144088 |
|  | Global One Real Estate Investment Corp. | 6900 | 6344123 |
|  | GLP J-Reit | 31675 | 28714762 |
|  | Hankyu Hanshin REIT, Inc. | 4412 | 5074537 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  JAPAN — (Continued) | JAPAN — (Continued) |  |  |
|  | Health Care & Medical Investment Corp. | 2596 | $1939804 |
|  | Heiwa Real Estate REIT, Inc. | 7180 | 7189051 |
|  # | Hoshino Resorts REIT, Inc. | 4095 | 6843007 |
|  | Hulic Reit, Inc. | 9140 | 10172876 |
|  | Ichigo Hotel REIT Investment Corp. | 1455 | 1241637 |
|  # | Ichigo Office REIT Investment Corp. | 7059 | 4347680 |
|  | Industrial & Infrastructure Fund Investment Corp. | 14754 | 13707990 |
|  | Invincible Investment Corp. | 53766 | 24022302 |
|  | Japan Excellent, Inc. | 8130 | 7759756 |
|  | Japan Hotel REIT Investment Corp. | 35626 | 20753710 |
|  | Japan Logistics Fund, Inc. | 17556 | 11367224 |
|  | Japan Metropolitan Fund Invest | 50353 | 38951667 |
|  | Japan Prime Realty Investment Corp. | 23992 | 16320852 |
|  | Japan Real Estate Investment Corp. | 44489 | 36693312 |
|  | KDX Realty Investment Corp. | 28822 | 31910990 |
|  | LaSalle Logiport REIT | 12878 | 12469625 |
|  | Marimo Regional Revitalization REIT, Inc. | 1622 | 1161105 |
|  # | Mirai Corp. | 13106 | 4105400 |
|  | Mitsubishi Estate Logistics REIT Investment Corp. | 10077 | 8073402 |
|  | Mitsui Fudosan Accommodations Fund, Inc. | 16069 | 13541865 |
|  | Mitsui Fudosan Logistics Park, Inc. | 21724 | 15746659 |
|  | Mori Hills REIT Investment Corp. | 9967 | 9454318 |
|  | Mori Trust Reit, Inc. | 18885 | 9523282 |
|  # | Nippon Building Fund, Inc. | 54938 | 50705842 |
|  | Nippon Hotel & Residential Investment Corp. | 1804 | 953942 |
|  | Nippon Prologis REIT, Inc. | 48018 | 27928608 |

---

------

##### [**Table of Contents**](#toc)
**DFA INTERNATIONAL REAL ESTATE SECURITIES PORTFOLIO** 

**CONTINUED** 

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  JAPAN — (Continued) | JAPAN — (Continued) |  |  |
|  | NIPPON REIT Investment Corp. | 12165 | $7681350 |
|  | Nomura Real Estate Master Fund, Inc. | 28029 | 29906759 |
|  # | NTT UD REIT Investment Corp. | 10388 | 9198830 |
|  | One REIT, Inc. | 4995 | 2893903 |
|  | Orix JREIT, Inc. | 37564 | 25426320 |
|  | Samty Residential Investment Corp. | 2720 | 1989823 |
|  | Sankei Real Estate, Inc. | 3233 | 2069679 |
|  # | Sekisui House Reit, Inc. | 28785 | 14814744 |
|  | SOSiLA Logistics REIT, Inc. | 4908 | 3929051 |
|  | Star Asia Investment Corp. | 17715 | 7050467 |
|  | Starts Proceed Investment Corp. | 1599 | 2098917 |
|  | Takara Leben Real Estate Investment Corp. | 5302 | 3196603 |
|  | Tokyu REIT, Inc. | 5629 | 7225104 |
|  # | Tosei REIT Investment Corp. | 2216 | 2101463 |
|  | United Urban Investment Corp. | 20496 | 24805623 |
|  | XYMAX REIT Investment Corp. | 1778 | 1357209 |
|  TOTAL JAPAN | TOTAL JAPAN | TOTAL JAPAN | 695646280 |
|  MALAYSIA — (0.8%) | MALAYSIA — (0.8%) |  |  |
|  | Al-'Aqar Healthcare REIT | 295700 | 90356 |
|  # | Axis Real Estate Investment Trust | 9117520 | 4681296 |
|  | Capitaland Malaysia Trust | 13052815 | 1949744 |
|  | IGB Real Estate Investment Trust | 10385700 | 6671733 |
|  # | KIP REIT | 535800 | 112516 |
|  # | KLCCP Stapled Group | 2323900 | 4829290 |
|  # | Pavilion Real Estate Investment Trust | 4975100 | 2198184 |
|  | Sunway Real Estate Investment Trust | 11533200 | 5785841 |
|  # | YTL Hospitality REIT | 4793600 | 1281663 |
|  TOTAL MALAYSIA | TOTAL MALAYSIA | TOTAL MALAYSIA | 27600623 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  MEXICO — (2.6%) | MEXICO — (2.6%) |  |  |
|  | Asesor de Activos Prisma SAPI de CV | 8188318 | $2097930 |
|  # | Concentradora Fibra Danhos SA de CV | 2348196 | 3652763 |
|  W | Concentradora Fibra Hotelera Mexicana SA de CV | 4227043 | 1915747 |
|  #W | FIBRA Macquarie Mexico | 11017312 | 17802282 |
|  | Fibra MTY SAPI de CV | 33987 | 26197 |
|  | Fibra Shop Portafolios Inmobiliarios SAPI de CV | 1492850 | 691845 |
|  | Fibra Uno Administracion SA de CV | 19187043 | 27956684 |
|  # | Prologis Property Mexico SA de CV | 8507558 | 34101669 |
|  TOTAL MEXICO | TOTAL MEXICO | TOTAL MEXICO | 88245117 |
|  NETHERLANDS — (0.6%) | NETHERLANDS — (0.6%) |  |  |
|  | Eurocommercial Properties NV | 414069 | 12364135 |
|  | NSI NV | 149458 | 3522781 |
|  | Wereldhave NV | 257433 | 5467928 |
|  TOTAL NETHERLANDS | TOTAL NETHERLANDS | TOTAL NETHERLANDS | 21354844 |
|  NEW ZEALAND — (1.6%) | NEW ZEALAND — (1.6%) |  |  |
|  # | Argosy Property Ltd. | 8712952 | 6400995 |
|  | Goodman Property Trust | 10403503 | 12615473 |
|  | Kiwi Property Group Ltd. | 16656488 | 10295467 |
|  | Precinct Properties Group | 13933523 | 9887503 |
|  # | Property for Industry Ltd. | 3374328 | 4902012 |
|  | Stride Property Group | 4095372 | 3447781 |
|  | Vital Healthcare Property Trust | 4516078 | 5761754 |
|  TOTAL NEW ZEALAND | TOTAL NEW ZEALAND | TOTAL NEW ZEALAND | 53310985 |
|  PHILIPPINES — (0.1%) | PHILIPPINES — (0.1%) |  |  |
|  | AREIT, Inc. | 2268300 | 1653300 |
|  | DDMP Reit, Inc. | 7381000 | 130532 |
|  | MREIT, Inc. | 2964900 | 692433 |
|  TOTAL PHILIPPINES | TOTAL PHILIPPINES | TOTAL PHILIPPINES | 2476265 |
|  SAUDI ARABIA — (0.1%) | SAUDI ARABIA — (0.1%) |  |  |
|  | Al Rajhi REIT | 775713 | 1735575 |

---

------

##### [**Table of Contents**](#toc)
**DFA INTERNATIONAL REAL ESTATE SECURITIES PORTFOLIO** 

**CONTINUED** 

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  SAUDI ARABIA — (Continued) | SAUDI ARABIA — (Continued) | SAUDI ARABIA — (Continued) | SAUDI ARABIA — (Continued) |
|  | Derayah REIT | 124460 | $190216 |
|  | Jadwa REIT Saudi Fund | 394730 | 1162872 |
|  | Riyad REIT Fund | 468851 | 656158 |
|  TOTAL SAUDI ARABIA | TOTAL SAUDI ARABIA | TOTAL SAUDI ARABIA | 3744821 |
|  SINGAPORE — (11.1%) | SINGAPORE — (11.1%) |  |  |
|  | Acrophyte Hospitality Trust | 143100 | 38482 |
|  | AIMS APAC REIT | 5229654 | 5544775 |
|  | CapitaLand Ascendas REIT | 27062980 | 58592225 |
|  | CapitaLand Ascott Trust | 18597821 | 13486707 |
|  # | CapitaLand China Trust | 8664400 | 5318861 |
|  | CapitaLand Integrated Commercial Trust | 41434491 | 75327465 |
|  # | CDL Hospitality Trusts | 7302980 | 4626838 |
|  | Daiwa House Logistics Trust | 386500 | 170662 |
|  | Digital Core REIT Management Pte. Ltd. | 1034600 | 532797 |
|  #\*†† | EC World Real Estate Investment Trust | 2427600 | 93254 |
|  | ESR-REIT | 4973454 | 10924901 |
|  | Far East Hospitality Trust | 8882721 | 4126541 |
|  | First Real Estate Investment Trust | 16008903 | 3443218 |
|  | Frasers Centrepoint Trust | 9447916 | 16984371 |
|  # | Frasers Logistics & Commercial Trust | 19169932 | 14057867 |
|  # | IREIT Global | 2752634 | 612624 |
|  | Keppel DC REIT | 11968573 | 21961541 |
|  #\* | Keppel Pacific Oak U.S. REIT | 6793000 | 1557900 |
|  | Keppel REIT | 17933726 | 14470723 |
|  | Lendlease Global Commercial REIT | 12013903 | 5906473 |
|  #\* | Lippo Malls Indonesia Retail Trust | 55201179 | 634330 |
|  #\* | Manulife U.S. Real Estate Investment Trust | 13384486 | 961354 |
|  # | Mapletree Industrial Trust | 14617258 | 23905270 |
|  | Mapletree Logistics Trust | 25139447 | 25870009 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  SINGAPORE — (Continued) | SINGAPORE — (Continued) |  |  |
|  | Mapletree Pan Asia Commercial Trust | 16490206 | $18244165 |
|  | OUE Real Estate Investment Trust | 14560954 | 3861226 |
|  | Parkway Life Real Estate Investment Trust | 3131700 | 9863534 |
|  | Prime U.S. REIT | 4794400 | 937363 |
|  | Sabana Industrial Real Estate Investment Trust | 7626097 | 2809469 |
|  | Sasseur Real Estate Investment Trust | 4096300 | 2176141 |
|  | Starhill Global REIT | 20654826 | 9209916 |
|  | Suntec Real Estate Investment Trust | 14949200 | 15389946 |
|  | United Hampshire U.S. REIT | 228317 | 111798 |
|  TOTAL SINGAPORE | TOTAL SINGAPORE | TOTAL SINGAPORE | 371752746 |
|  SOUTH AFRICA — (2.5%) | SOUTH AFRICA — (2.5%) |  |  |
|  | Attacq Ltd. | 4078664 | 3564833 |
|  | Burstone Group Ltd. | 5083326 | 2652474 |
|  | Emira Property Fund Ltd. | 390417 | 306237 |
|  # | Equites Property Fund Ltd. | 6048984 | 5896572 |
|  | Fairvest Ltd., Class B | 7802020 | 2810169 |
|  | Growthpoint Properties Ltd. | 24107527 | 22666715 |
|  | Hyprop Investments Ltd. | 2654015 | 7870297 |
|  | Octodec Investments Ltd. | 555360 | 409537 |
|  | Redefine Properties Ltd. | 47508736 | 14801768 |
|  | Resilient REIT Ltd. | 2088168 | 8510468 |
|  # | SA Corporate Real Estate Ltd. | 20959626 | 3976113 |
|  # | Stor-Age Property REIT Ltd. | 817922 | 797322 |
|  | Vukile Property Fund Ltd. | 8247425 | 10778133 |
|  TOTAL SOUTH AFRICA | TOTAL SOUTH AFRICA | TOTAL SOUTH AFRICA | 85040638 |
|  SOUTH KOREA — (0.5%) | SOUTH KOREA — (0.5%) |  |  |
|  | D&D Platform REIT Co. Ltd. | 108437 | 261848 |
|  | E KOCREF CR-REIT Co. Ltd. | 271396 | 900199 |
|  | ESR Kendall Square REIT Co. Ltd. | 460018 | 1406572 |

---

------

##### [**Table of Contents**](#toc)
**DFA INTERNATIONAL REAL ESTATE SECURITIES PORTFOLIO** 

**CONTINUED** 

---

| | | |
|:---|:---|:---|
|  | **Shares** | **Value»** |
| SOUTH KOREA — (Continued) |  |  |
| IGIS Residence REIT Co. Ltd. | 192431 | $536730 |
| IGIS Value Plus REIT Co. Ltd. | 395208 | 1230545 |
| JR Global Reit | 1230187 | 2485961 |
| KB Star Real Estate Investment Trust, Inc. | 174952 | 490469 |
| Koramco Life Infra Reit Co. Ltd. | 521683 | 1593707 |
| Koramco One REIT | 2858 | 14218 |
| LOTTE REIT Co. Ltd. | 665098 | 1798589 |
| Mirae Asset Global REIT Co. Ltd. | 184434 | 339782 |
| Miraeasset Maps Reit1 Co. Ltd. | 69520 | 131734 |
| NH All-One REIT Co. Ltd. | 213542 | 508549 |
| Shinhan Alpha REIT Co. Ltd. | 692969 | 2703042 |
| Shinhan Seobu T&D REIT Co. Ltd. | 125992 | 307752 |
| SK REITs Co. Ltd. | 760665 | 2824504 |
| TOTAL SOUTH KOREA |  | 17534201 |
| SPAIN — (1.6%) |  |  |
| Colonial SFL Socimi SA (COL SM) | 2043707 | 12932101 |
| Merlin Properties Socimi SA | 2571484 | 40059262 |
| TOTAL SPAIN |  | 52991363 |
| TAIWAN — (0.3%) |  |  |
| Cathay No. 1 REIT | 10846000 | 5138325 |
| Cathay No. 2 REIT | 4142000 | 1900563 |
| Fubon No. 1 REIT | 1308000 | 526964 |
| Fubon No. 2 REIT | 4032000 | 1465966 |
| TOTAL TAIWAN |  | 9031818 |
| THAILAND — (0.1%) |  |  |
| CPN Retail Growth Leasehold REIT | 39000 | 13750 |
| Frasers Property Thailand Industrial Freehold & Leasehold REIT | 3656600 | 1187391 |
| IMPACT Growth Real Estate Investment Trust | 1884600 | 582836 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  THAILAND — (Continued) | THAILAND — (Continued) |  |  |
|  | WHA Premium Growth Freehold & Leasehold Real Estate InvestmentTrust, Class F | 3769400 | $1130762 |
|  TOTAL THAILAND | TOTAL THAILAND |  | 2914739 |
|  TURKEY — (0.9%) | TURKEY — (0.9%) |  |  |
|  \* | Adra Gayrimenkul Yatirim Ortakligi AS | 23468 | 28292 |
|  \* | Akfen Gayrimenkul Yatirim Ortakligi AS | 4623948 | 296519 |
|  | AKIS Gayrimenkul Yatirimi AS | 7594071 | 1426555 |
|  | Akmerkez Gayrimenkul Yatirim Ortakligi AS | 54504 | 300552 |
|  \* | Alarko Gayrimenkul Yatirim Ortakligi AS | 681734 | 432542 |
|  \* | Asce Gayrimenkul Yatirim Ortakligi AS | 143748 | 39970 |
|  # | Emlak Konut Gayrimenkul Yatirim Ortakligi AS | 14643631 | 7018821 |
|  | Halk Gayrimenkul Yatirim Ortakligi AS | 3575932 | 365149 |
|  \* | Is Gayrimenkul Yatirim Ortakligi AS | 2838436 | 1325114 |
|  \* | Kiler Gayrimenkul Yatirim Ortakligi AS | 3395425 | 522147 |
|  #\* | Kuyumcukent Gayrimenkul Yatirimlari AS | 2429896 | 2942412 |
|  \* | Ozak Gayrimenkul Yatirim Ortakligi | 2308977 | 761829 |
|  | Panora Gayrimenkul Yatirim Ortakligi | 422096 | 931594 |
|  \* | Reysas Gayrimenkul Yatirim Ortakligi AS | 3814213 | 1869773 |
|  \* | Servet Gayrimenkul Yatirim Ortakligi AS | 6285891 | 473044 |
|  \* | Tera Yatirim Teknoloji Holding AS | 3876776 | 3805034 |
|  | Torunlar Gayrimenkul Yatirim Ortakligi AS | 1266010 | 2310505 |
|  \* | Vakif Gayrimenkul Yatirim Ortakligi AS | 9177362 | 549413 |
|  | Yeni Gimat Gayrimenkul Ortakligi AS | 1017114 | 3325063 |

---

------

##### [**Table of Contents**](#toc)
**DFA INTERNATIONAL REAL ESTATE SECURITIES PORTFOLIO** 

**CONTINUED** 

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  TURKEY — (Continued) | TURKEY — (Continued) |  |  |
|  \* | Yesil Gayrimenkul Yatirim Ortakligi AS | 1209895 | $58211 |
|  TOTAL TURKEY | TOTAL TURKEY | TOTAL TURKEY | 28782539 |
|  UNITED KINGDOM — (11.9%) | UNITED KINGDOM — (11.9%) |  |  |
|  | abrdn Property Income Trust Ltd. | 3627036 | 241701 |
|  | AEW U.K. REIT PLC | 203839 | 278521 |
|  | Big Yellow Group PLC | 1295000 | 18941825 |
|  | British Land Co. PLC | 6941649 | 34669771 |
|  | CLS Holdings PLC | 1088797 | 856126 |
|  | Custodian Property Income REIT PLC | 3255497 | 3438084 |
|  | Derwent London PLC | 735406 | 17028656 |
|  | Empiric Student Property PLC | 4645446 | 4757657 |
|  | Great Portland Estates PLC | 2409970 | 10549872 |
|  | Hammerson PLC | 3163729 | 12695153 |
|  | Helical PLC | 145579 | 398985 |
|  | Land Securities Group PLC | 4776261 | 39034410 |
|  | LondonMetric Property PLC | 16111502 | 40307826 |
|  | NewRiver REIT PLC | 3335097 | 3072796 |
|  | Palace Capital PLC | 20317 | 57664 |
|  | Picton Property Income Ltd. | 1637602 | 1681842 |
|  | Primary Health Properties PLC | 16407012 | 20200194 |
|  | PRS REIT PLC | 2255944 | 3306330 |
|  W | Regional REIT Ltd. | 1188813 | 1659805 |
|  W | Residential Secure Income PLC | 250086 | 190152 |
|  | Safestore Holdings PLC | 1541099 | 14485993 |
|  | Schroder European Real Estate Investment Trust PLC | 105100 | 86636 |
|  | Schroder Real Estate Investment Trust Ltd. | 4533322 | 3246837 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  UNITED KINGDOM — (Continued) | UNITED KINGDOM — (Continued) |  |  |
|  | Segro PLC | 8847372 | $81186696 |
|  | Shaftesbury Capital PLC | 9642213 | 17811739 |
|  | Sirius Real Estate Ltd. | 4029190 | 5291171 |
|  W | Social Housing Reit PLC | 982585 | 877728 |
|  | Supermarket Income REIT PLC | 2588433 | 2693482 |
|  | Target Healthcare REIT PLC | 4581747 | 5679066 |
|  | Town Centre Securities PLC | 222 | 388 |
|  | Tritax Big Box REIT PLC | 15782051 | 31154649 |
|  | UNITE Group PLC | 2736314 | 20410760 |
|  | Workspace Group PLC | 1029108 | 5654147 |
|  TOTAL UNITED KINGDOM | TOTAL UNITED KINGDOM | TOTAL UNITED KINGDOM | 401946662 |
|  TOTAL COMMON STOCKS | TOTAL COMMON STOCKS |  | 3297724662 |
|  RIGHTS/WARRANTS — (0.1%) | RIGHTS/WARRANTS — (0.1%) |  |  |
|  TURKEY — (0.1%) | TURKEY — (0.1%) |  |  |
|  \* | Tera Yatirim Teknoloji Holding AS Rights 11/04/2025 | 3876776 | 3705864 |
|  TOTAL INVESTMENT SECURITIES (Cost $2,925,990,287) | TOTAL INVESTMENT SECURITIES (Cost $2,925,990,287) |  | 3301430526 |
|  |  |  | **Value†** |
|  SECURITIES LENDING COLLATERAL — (1.9%) | SECURITIES LENDING COLLATERAL — (1.9%) | SECURITIES LENDING COLLATERAL — (1.9%) | SECURITIES LENDING COLLATERAL — (1.9%) |
|  @§ The DFA Short Term Investment Fund | @§ The DFA Short Term Investment Fund | 5555481 | 64260254 |
|  TOTAL INVESTMENTS — (100.0%)<br>(Cost $2,990,250,541) | TOTAL INVESTMENTS — (100.0%)<br>(Cost $2,990,250,541) |  | $3365690780 |

---

------

##### [**Table of Contents**](#toc)
**DFA INTERNATIONAL REAL ESTATE SECURITIES PORTFOLIO** 

**CONTINUED** 

As of October 31, 2025, DFA International Real Estate Securities Portfolio had entered into the following outstanding futures contracts:

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Description** | **Number of<br>Contracts** | **Expiration<br>Date** | **Notional<br>Value** | **Market**<br>**Value** | **Unrealized<br>Appreciation<br>(Depreciation)** |
|  **Long Position Contracts:** |  |  |  |  |  |
|  S&P 500<sup>®</sup> Emini Index | 59 | 12/19/25 | $19796129 | $20278300 | $482171 |
|  **Total Futures Contracts** |  |  | $**19796129** | $**20278300** | **$482171** |

---

As of October 31, 2025, the value of Rule 144A securities amounted to $26,748,900 or 0.8% of net assets.

Summary of the Portfolio's investments as of October 31, 2025, 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 |  | $822348536 | $6827 | $822355363 |
| &nbsp;&nbsp;&nbsp;&nbsp; Belgium |  | 125099326 |  | 125099326 |
| &nbsp;&nbsp;&nbsp;&nbsp; Canada | $134800953 |  |  | 134800953 |
| &nbsp;&nbsp;&nbsp;&nbsp; China |  | 3089324 |  | 3089324 |
| &nbsp;&nbsp;&nbsp;&nbsp; France |  | 222047036 |  | 222047036 |
| &nbsp;&nbsp;&nbsp;&nbsp; Germany |  | 3663963 |  | 3663963 |
| &nbsp;&nbsp;&nbsp;&nbsp; Hong Kong |  | 111283180 |  | 111283180 |
| &nbsp;&nbsp;&nbsp;&nbsp; India |  | 7416027 |  | 7416027 |
| &nbsp;&nbsp;&nbsp;&nbsp; Ireland |  | 4109925 |  | 4109925 |
| &nbsp;&nbsp;&nbsp;&nbsp; Italy |  | 1485924 |  | 1485924 |
| &nbsp;&nbsp;&nbsp;&nbsp; Japan |  | 695646280 |  | 695646280 |
| &nbsp;&nbsp;&nbsp;&nbsp; Malaysia |  | 27600623 |  | 27600623 |
| &nbsp;&nbsp;&nbsp;&nbsp; Mexico | 88245117 |  |  | 88245117 |
| &nbsp;&nbsp;&nbsp;&nbsp; Netherlands |  | 21354844 |  | 21354844 |
| &nbsp;&nbsp;&nbsp;&nbsp; New Zealand |  | 53310985 |  | 53310985 |
| &nbsp;&nbsp;&nbsp;&nbsp; Philippines |  | 2476265 |  | 2476265 |
| &nbsp;&nbsp;&nbsp;&nbsp; Saudi Arabia |  | 3744821 |  | 3744821 |
| &nbsp;&nbsp;&nbsp;&nbsp; Singapore |  | 371659492 | 93254 | 371752746 |
| &nbsp;&nbsp;&nbsp;&nbsp; South Africa |  | 85040638 |  | 85040638 |
| &nbsp;&nbsp;&nbsp;&nbsp; South Korea |  | 17534201 |  | 17534201 |
| &nbsp;&nbsp;&nbsp;&nbsp; Spain |  | 52991363 |  | 52991363 |
| &nbsp;&nbsp;&nbsp;&nbsp; Taiwan |  | 9031818 |  | 9031818 |
| &nbsp;&nbsp;&nbsp;&nbsp; Thailand | 13750 | 2900989 |  | 2914739 |
| &nbsp;&nbsp;&nbsp;&nbsp; Turkey |  | 28782539 |  | 28782539 |
| &nbsp;&nbsp;&nbsp;&nbsp; United Kingdom |  | 401946662 |  | 401946662 |
|  Rights/Warrants |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Turkey |  | 3705864 |  | 3705864 |
|  Securities Lending Collateral |  | 64260254 |  | 64260254 |
|  Total Investments in Securities | $223059820 | $3142530879 | $100,081<> | $3365690780 |

---

------

##### [**Table of Contents**](#toc)
**DFA INTERNATIONAL REAL ESTATE SECURITIES 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** |
|  **Financial Instruments** |  |  |  |  |
|  **Assets** |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Futures Contracts\*\* | $482171 |  |  | $482171 |
|  Total Financial Instruments | $482171 |  |  | $482171 |

---

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;\*\* Valued at the unrealized appreciation/(depreciation) on the investment.

---

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

---

See accompanying Notes to Financial Statements.

------

##### [**Table of Contents**](#toc)
**DFA GLOBAL REAL ESTATE SECURITIES PORTFOLIO** 

**SCHEDULE OF INVESTMENTS** 

**October 31, 2025** 

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
|  COMMON STOCKS — (69.5%) | COMMON STOCKS — (69.5%) |  |  |
|  UNITED STATES — (69.5%) | UNITED STATES — (69.5%) |  |  |
|  # | Acadia Realty Trust | 505884 | $9647208 |
|  # | Agree Realty Corp. | 425189 | 31043049 |
|  | Alexander & Baldwin, Inc. | 36199 | 578098 |
|  | Alexander's, Inc. | 8916 | 1969812 |
|  | Alexandria Real Estate Equities, Inc. | 598137 | 34823536 |
|  | Alpine Income Property Trust, Inc. | 38158 | 560159 |
|  | American Assets Trust, Inc. | 186714 | 3568105 |
|  | American Healthcare REIT, Inc. | 99630 | 4515232 |
|  | American Homes 4 Rent, Class A | 1288307 | 40710501 |
|  | American Tower Corp. | 1810217 | 323992639 |
|  # | Americold Realty Trust, Inc. | 1024697 | 13208344 |
|  | Apartment Investment & Management Co., Class A | 512133 | 2724548 |
|  # | Apple Hospitality REIT, Inc. | 850013 | 9511645 |
|  # | AvalonBay Communities, Inc. | 533885 | 92853279 |
|  # | Bluerock Homes Trust, Inc. | 14660 | 144258 |
|  | Braemar Hotels & Resorts, Inc. | 248981 | 634902 |
|  # | Brandywine Realty Trust | 644284 | 2209894 |
|  # | Brixmor Property Group, Inc. | 1211999 | 31705894 |
|  | Broadstone Net Lease, Inc. | 726805 | 13024346 |
|  | BRT Apartments Corp. | 45644 | 671423 |
|  # | BXP, Inc. | 581654 | 41407948 |
|  | Camden Property Trust | 413085 | 41093696 |
|  | CareTrust REIT, Inc. | 819643 | 28400630 |
|  | CBL & Associates Properties, Inc. | 17357 | 513246 |
|  | Centerspace | 65208 | 3863574 |
|  | Chatham Lodging Trust | 175284 | 1121818 |
|  | City Office REIT, Inc. | 107555 | 742130 |
|  | Clipper Realty, Inc. | 24998 | 97242 |
|  | Community Healthcare Trust, Inc. | 110679 | 1622554 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
|  UNITED STATES — (Continued) | UNITED STATES — (Continued) |  |  |
|  | COPT Defense Properties | 429469 | $12098142 |
|  | Cousins Properties, Inc. | 661604 | 17155392 |
|  | Crown Castle, Inc. | 1679693 | 151541902 |
|  | CTO Realty Growth, Inc. | 112178 | 1871129 |
|  | CubeSmart | 882268 | 33235036 |
|  # | Curbline Properties Corp. | 356261 | 8215379 |
|  | DiamondRock Hospitality Co. | 787800 | 6160596 |
|  | Digital Realty Trust, Inc. | 1309214 | 223103158 |
|  | Diversified Healthcare Trust | 614194 | 2616466 |
|  # | Douglas Emmett, Inc. | 633094 | 8192236 |
|  | Easterly Government Properties, Inc. | 163799 | 3541334 |
|  | EastGroup Properties, Inc. | 200147 | 34931656 |
|  | Elme Communities | 340361 | 5598938 |
|  | Empire State Realty Trust, Inc., Class A | 553411 | 4089707 |
|  # | EPR Properties | 294408 | 14431880 |
|  | Equinix, Inc. | 378335 | 320075193 |
|  # | Equity LifeStyle Properties, Inc. | 711717 | 43450323 |
|  | Equity Residential | 1382843 | 82196188 |
|  | Essential Properties Realty Trust, Inc. | 760637 | 22727834 |
|  | Essex Property Trust, Inc. | 249204 | 62742091 |
|  | Extra Space Storage, Inc. | 815949 | 108961857 |
|  | Federal Realty Investment Trust | 306180 | 29451454 |
|  | First Industrial Realty Trust, Inc. | 511665 | 28284841 |
|  | Four Corners Property Trust, Inc. | 391589 | 9257164 |
|  | Franklin Street Properties Corp. | 336293 | 403552 |
|  | Gaming & Leisure Properties, Inc. | 1095309 | 48916500 |
|  # | Getty Realty Corp. | 207554 | 5693206 |
|  # | Gladstone Commercial Corp. | 175984 | 2011497 |
|  # | Global Medical REIT, Inc. | 50018 | 1535553 |
|  # | Global Net Lease, Inc. | 742377 | 5656909 |

---

------

##### [**Table of Contents**](#toc)
**DFA GLOBAL REAL ESTATE SECURITIES PORTFOLIO** 

**CONTINUED** 

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
|  UNITED STATES — (Continued) | UNITED STATES — (Continued) |  |  |
|  | Healthcare Realty Trust, Inc. | 1268213 | $22472734 |
|  # | Healthpeak Properties, Inc. | 2689512 | 48276744 |
|  # | Highwoods Properties, Inc. | 393651 | 11270228 |
|  | Host Hotels & Resorts, Inc. | 2601586 | 41677408 |
|  #\* | Hudson Pacific Properties, Inc. | 606044 | 1478747 |
|  # | Independence Realty Trust, Inc. | 902842 | 14382273 |
|  | Industrial Logistics Properties Trust | 204683 | 1080726 |
|  | Innovative Industrial Properties, Inc. | 102146 | 5122622 |
|  | InvenTrust Properties Corp. | 230092 | 6304521 |
|  | Invitation Homes, Inc. | 2266647 | 63806113 |
|  | Iron Mountain, Inc. | 1138713 | 117230503 |
|  # | JBG SMITH Properties | 232746 | 4536220 |
|  # | Kilroy Realty Corp. | 417061 | 17620827 |
|  | Kimco Realty Corp. | 2720086 | 56196979 |
|  | Kite Realty Group Trust | 867912 | 19215572 |
|  # | Lamar Advertising Co., Class A | 336982 | 39962695 |
|  | LTC Properties, Inc. | 172857 | 6063824 |
|  | LXP Industrial Trust | 1128388 | 10708402 |
|  # | Macerich Co. | 945683 | 16218463 |
|  # | Medical Properties Trust, Inc. | 1938103 | 10019993 |
|  | Mid-America Apartment Communities, Inc. | 451043 | 57837244 |
|  # | Modiv Industrial, Inc. | 5722 | 82511 |
|  | National Health Investors, Inc. | 177762 | 13245047 |
|  # | National Storage Affiliates Trust | 278758 | 8109070 |
|  | NET Lease Office Properties | 57034 | 1673948 |
|  # | NETSTREIT Corp. | 325150 | 6054293 |
|  | NexPoint Residential Trust, Inc. | 84624 | 2595418 |
|  | NNN REIT, Inc. | 737136 | 29824523 |
|  | Omega Healthcare Investors, Inc. | 1110061 | 46655864 |
|  | One Liberty Properties, Inc. | 68945 | 1385105 |
|  # | Orion Properties, Inc. | 243170 | 600630 |
|  | Outfront Media, Inc. | 527147 | 9325228 |
|  \* | Paramount Group, Inc. | 481933 | 3151842 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
|  UNITED STATES — (Continued) | UNITED STATES — (Continued) |  |  |
|  | Park Hotels & Resorts, Inc. | 736522 | $7578811 |
|  | Peakstone Realty Trust | 7891 | 106607 |
|  # | Pebblebrook Hotel Trust | 440047 | 4602892 |
|  | Phillips Edison & Co., Inc. | 436156 | 14759519 |
|  | Piedmont Realty Trust, Inc. | 467937 | 3771572 |
|  | Plymouth Industrial REIT, Inc. | 153104 | 3368288 |
|  | Postal Realty Trust, Inc., Class A | 78873 | 1168109 |
|  | Prologis, Inc. | 3584508 | 444801598 |
|  | Public Storage | 611141 | 170239437 |
|  # | Realty Income Corp. | 3571467 | 207073648 |
|  # | Regency Centers Corp. | 657531 | 45336762 |
|  # | Rexford Industrial Realty, Inc. | 897660 | 37091311 |
|  # | RLJ Lodging Trust | 595892 | 4052066 |
|  # | Ryman Hospitality Properties, Inc. | 223951 | 19463581 |
|  | Sabra Health Care REIT, Inc. | 897051 | 15985449 |
|  | Saul Centers, Inc. | 50924 | 1507860 |
|  | SBA Communications Corp. | 413523 | 79181384 |
|  | Service Properties Trust | 570870 | 1221662 |
|  # | Sila Realty Trust, Inc. | 38414 | 910412 |
|  | Simon Property Group, Inc. | 1202137 | 211287599 |
|  | SITE Centers Corp. | 172143 | 1261808 |
|  # | SL Green Realty Corp. | 268183 | 13771197 |
|  # | STAG Industrial, Inc. | 668775 | 25594019 |
|  | Summit Hotel Properties, Inc. | 439019 | 2256558 |
|  | Sun Communities, Inc. | 487724 | 61745858 |
|  | Sunstone Hotel Investors, Inc. | 675343 | 5976786 |
|  | Tanger, Inc. | 421892 | 13736804 |
|  | Terreno Realty Corp. | 390255 | 22295268 |
|  # | UDR, Inc. | 1174921 | 39583088 |
|  | UMH Properties, Inc. | 316617 | 4603611 |
|  \* | Uniti Group, Inc. | 330827 | 1905564 |
|  | Universal Health Realty Income Trust | 52764 | 2016640 |
|  | Urban Edge Properties | 472736 | 9090713 |
|  | Ventas, Inc. | 1758896 | 129788936 |
|  | Veris Residential, Inc. | 321100 | 4610996 |
|  | VICI Properties, Inc. | 4065319 | 121918917 |

---

------

##### [**Table of Contents**](#toc)
**DFA GLOBAL REAL ESTATE SECURITIES PORTFOLIO** 

**CONTINUED** 

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** | **Value†** |
|  UNITED STATES — (Continued) | UNITED STATES — (Continued) |  |  |  |
|  # | Vornado Realty Trust | 602270 | $| 22850124 |
|  | Welltower, Inc. | 2434245 |  | 440695715 |
|  | Whitestone REIT | 169764 |  | 2128841 |
|  | WP Carey, Inc. | 845603 |  | 55809798 |
|  | Xenia Hotels & Resorts, Inc. | 358570 |  | 4410411 |
|  TOTAL UNITED STATES | TOTAL UNITED STATES | TOTAL UNITED STATES |  | 4988853359 |
|  AFFILIATED INVESTMENT COMPANIES — (27.8%) | AFFILIATED INVESTMENT COMPANIES — (27.8%) | AFFILIATED INVESTMENT COMPANIES — (27.8%) | AFFILIATED INVESTMENT COMPANIES — (27.8%) | AFFILIATED INVESTMENT COMPANIES — (27.8%) |
|  UNITED STATES — (27.8%) | UNITED STATES — (27.8%) | UNITED STATES — (27.8%) | UNITED STATES — (27.8%) | UNITED STATES — (27.8%) |
|  | Investment in DFA International Real Estate Securities Portfolio | 499746400 |  | 1993988136 |
|  TOTAL INVESTMENT SECURITIES<br>(Cost $6,149,009,889) | TOTAL INVESTMENT SECURITIES<br>(Cost $6,149,009,889) | TOTAL INVESTMENT SECURITIES<br>(Cost $6,149,009,889) |  | 6982841495 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
|  SECURITIES LENDING COLLATERAL — (2.7%) | SECURITIES LENDING COLLATERAL — (2.7%) | SECURITIES LENDING COLLATERAL — (2.7%) |  |
|  @§ | The DFA Short Term Investment Fund | 17065086 | $197391846 |
|  TOTAL INVESTMENTS — (100.0%)<br>(Cost $6,346,401,735) | TOTAL INVESTMENTS — (100.0%)<br>(Cost $6,346,401,735) | TOTAL INVESTMENTS — (100.0%)<br>(Cost $6,346,401,735) | $7180233341 |

---

As of October 31, 2025, DFA Global Real Estate Securities Portfolio had entered into the following outstanding futures contracts:

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Description** | **Number of<br>Contracts** | **Expiration<br>Date** | **Notional**<br>**Value** | **Market**<br>**Value** | **Unrealized<br>Appreciation<br>(Depreciation)** |
|  **Long Position Contracts:** |  |  |  |  |  |
|  S&P 500<sup>®</sup> Emini Index | 176 | 12/19/25 | $58694739 | $60491200 | $1796461 |
|  **Total Futures Contracts** |  |  | $**58694739** | $**60491200** | **$1796461** |

---

Summary of the Portfolio's investments as of October 31, 2025, 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)** |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Level 1**  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Level 2**  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Level 3**  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Total**  |
|  **Assets** |  |  |  |  |
|  Common Stocks |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; United States | $4988853359 |  |  | $4988853359 |
|  Affiliated Investment Company | 1993988136 |  |  | 1993988136 |
|  Securities Lending Collateral |  | $197391846 |  | 197391846 |
|  Total Investments in Securities | $6982841495 | $197391846 |  | $7180233341 |
|  **Financial Instruments** |  |  |  |  |
|  **Assets** |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Futures Contracts\*\* | 1796461 |  |  | 1796461 |
|  Total Financial Instruments | $1796461 |  |  | $1796461 |

---

\*\* Valued at the unrealized appreciation/(depreciation) on the investment.

See accompanying Notes to Financial Statements.

------

##### [**Table of Contents**](#toc)
**DFA INTERNATIONAL SMALL CAP VALUE PORTFOLIO** 

**SCHEDULE OF INVESTMENTS** 

**October 31, 2025** 

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  COMMON STOCKS — (96.9%) | COMMON STOCKS — (96.9%) |  |  |
|  AUSTRALIA — (7.5%) | AUSTRALIA — (7.5%) |  |  |
|  #\* | 29Metals Ltd. | 2070791 | $642840 |
|  | Acrow Ltd. | 122 | 90 |
|  # | Adairs Ltd. | 1317531 | 1748871 |
|  \* | AIC Mines Ltd. | 1484409 | 465674 |
|  #\* | Ainsworth Game Technology Ltd. | 814002 | 543492 |
|  \* | Alkane Resources Ltd. | 4940279 | 3238745 |
|  | Alliance Aviation Services Ltd. | 48305 | 79963 |
|  | Amotiv Ltd. | 1769601 | 10308094 |
|  | AMP Ltd. | 12812082 | 14947855 |
|  \* | Amplitude Energy Ltd. | 23574768 | 3702502 |
|  | Ansell Ltd. | 1390338 | 33215436 |
|  #\* | Appen Ltd. | 850929 | 429387 |
|  # | ARN Media Ltd. | 882049 | 304826 |
|  \* | Aurelia Metals Ltd. | 5802881 | 930025 |
|  | Aurizon Holdings Ltd. | 1559918 | 3499664 |
|  \* | Austal Ltd. | 5842051 | 25904524 |
|  #\* | Australian Agricultural Co. Ltd. | 1420052 | 1329008 |
|  # | Bank of Queensland Ltd. | 8158009 | 36604202 |
|  # | Bapcor Ltd. | 1014705 | 1676068 |
|  \* | BCI Minerals Ltd. | 1442150 | 363419 |
|  | Beach Energy Ltd. | 15394163 | 12508320 |
|  | Bega Cheese Ltd. | 668549 | 2320374 |
|  | Bell Financial Group Ltd. | 49868 | 41268 |
|  #\* | Boss Energy Ltd. | 1916689 | 2487507 |
|  | Capral Ltd. | 33503 | 247456 |
|  \* | Carnarvon Energy Ltd. | 729962 | 45817 |
|  # | Cedar Woods Properties Ltd. | 917313 | 5422177 |
|  | Challenger Ltd. | 3691163 | 22467907 |
|  # | Champion Iron Ltd. | 1216415 | 4399150 |
|  | Civmec Australia Ltd. | 86532 | 82541 |
|  # | Corporate Travel Management Ltd. | 617157 | 6489159 |
|  | Credit Corp. Group Ltd. | 594580 | 5577892 |
|  \* | Develop Global Ltd. | 152290 | 353597 |
|  | Downer EDI Ltd. | 9975564 | 50386790 |
|  | Dyno Nobel Ltd. | 7373287 | 15516153 |
|  \*†† | Elanor Investor Group | 68066 | 6858 |
|  # | Elders Ltd. | 2023535 | 9385133 |
|  | Embark Early Education Ltd. | 134881 | 58202 |
|  #\* | Emeco Holdings Ltd. | 4125242 | 3235776 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  AUSTRALIA — (Continued) | AUSTRALIA — (Continued) |  |  |
|  # | EQT Holdings Ltd. | 31926 | $523934 |
|  | EVT Ltd. | 551193 | 5208017 |
|  # | Fenix Resources Ltd. | 543160 | 186556 |
|  | Finbar Group Ltd. | 11796 | 6676 |
|  #\* | FleetPartners Group Ltd. | 3171332 | 6058436 |
|  | Fleetwood Ltd. | 1142679 | 2205061 |
|  | G8 Education Ltd. | 8233052 | 4333216 |
|  | GrainCorp Ltd., Class A | 4649634 | 26893616 |
|  | Grange Resources Ltd. | 3618303 | 639222 |
|  | GWA Group Ltd. | 1146039 | 1851611 |
|  | Harvey Norman Holdings Ltd. | 2933946 | 13866106 |
|  | Healius Ltd. | 11314570 | 6585574 |
|  | Helia Group Ltd. | 6335205 | 22344120 |
|  # | Humm Group Ltd. | 2266594 | 896047 |
|  \* | IGO Ltd. | 3137312 | 11000698 |
|  | Iluka Resources Ltd. | 2925139 | 13225044 |
|  | Imdex Ltd. | 549482 | 1235279 |
|  \* | Insignia Financial Ltd. | 7324101 | 21708428 |
|  # | Integral Diagnostics Ltd. | 1025148 | 1733674 |
|  #\* | ioneer Ltd. | 754293 | 91180 |
|  # | IPH Ltd. | 980964 | 2365297 |
|  | IVE Group Ltd. | 1517990 | 2767657 |
|  \* | Judo Capital Holdings Ltd. | 4244371 | 4685076 |
|  # | Jupiter Mines Ltd. | 6493059 | 1103987 |
|  # | Karoon Energy Ltd. | 5238333 | 5513282 |
|  # | Kelsian Group Ltd. | 1032587 | 3287503 |
|  \* | Kingston Resources Ltd. | 118590 | 9308 |
|  # | L1 Group Ltd. | 285146 | 210669 |
|  | Lendlease Corp. Ltd. | 693055 | 2513280 |
|  | Lifestyle Communities Ltd. | 124313 | 420723 |
|  # | Maas Group Holdings Ltd. | 18080 | 56097 |
|  # | Macmahon Holdings Ltd. | 9618916 | 2953714 |
|  | Magellan Financial Group Ltd. | 2361502 | 14842930 |
|  \* | McPherson's Ltd. | 1042 | 174 |
|  #\* | Metals X Ltd. | 3849304 | 2123806 |
|  # | Monash IVF Group Ltd. | 1495509 | 675831 |
|  | MotorCycle Holdings Ltd. | 36157 | 89102 |
|  #\* | Mount Gibson Iron Ltd. | 4514268 | 1062943 |

---

------

##### [**Table of Contents**](#toc)
**DFA INTERNATIONAL SMALL CAP VALUE PORTFOLIO** 

**CONTINUED** 

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  AUSTRALIA — (Continued) | AUSTRALIA — (Continued) |  |  |
|  # | Myer Holdings Ltd. | 9269185 | $2392623 |
|  | MyState Ltd. | 1187740 | 3455024 |
|  | Navigator Global Investments Ltd. | 2050605 | 3339089 |
|  # | New Hope Corp. Ltd. | 3854431 | 10460896 |
|  # | Nickel Industries Ltd. | 19506316 | 9422348 |
|  | Nine Entertainment Co. Holdings Ltd. | 8894613 | 6748652 |
|  | NRW Holdings Ltd. | 6437012 | 20395179 |
|  \* | Nufarm Ltd. | 1708355 | 2323282 |
|  #\* | OFX Group Ltd. | 42259 | 17035 |
|  | OM Holdings Ltd. | 97211 | 16208 |
|  | oOh!media Ltd. | 3689235 | 3316585 |
|  | Orora Ltd. | 3600742 | 4736480 |
|  | Pacific Current Group Ltd. | 70198 | 472167 |
|  \* | Pantoro Gold Ltd. | 40161 | 134126 |
|  # | Peet Ltd. | 3011137 | 3766146 |
|  # | Pepper Money Ltd. | 66799 | 97449 |
|  | Perenti Ltd. | 6542178 | 11587171 |
|  | Perpetual Ltd. | 69804 | 875553 |
|  | Perseus Mining Ltd. | 20936943 | 66453198 |
|  # | Peter Warren Automotive Holdings Ltd. | 176215 | 215005 |
|  \* | PEXA Group Ltd. | 587906 | 5821030 |
|  # | Ramelius Resources Ltd. | 10617198 | 22969124 |
|  | Regis Resources Ltd. | 11870980 | 49834417 |
|  | Reliance Worldwide Corp. Ltd. | 6790751 | 18413305 |
|  \* | Resolute Mining Ltd. | 38389103 | 23893311 |
|  # | Ridley Corp. Ltd. | 4339099 | 8405039 |
|  \* | Sandfire Resources Ltd. | 7383273 | 78200005 |
|  #\* | Select Harvests Ltd. | 714271 | 1815569 |
|  | Servcorp Ltd. | 197482 | 953488 |
|  | Service Stream Ltd. | 6502857 | 9647330 |
|  #\* | Seven West Media Ltd. | 166755 | 15006 |
|  | Shaver Shop Group Ltd. | 1334931 | 1232177 |
|  # | Sims Ltd. (SGM AU) | 2897689 | 30228349 |
|  | Solvar Ltd. | 2139530 | 2188316 |
|  | Southern Cross Electrical Engineering Ltd. | 19065 | 30649 |
|  | Southern Cross Media Group Ltd. | 60878 | 33624 |
|  \*†† | SpeedCast International Ltd. | 59723 | 0 |
|  # | SRG Global Ltd. | 985005 | 1771218 |
|  #\* | St Barbara Ltd. | 1182599 | 397988 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  AUSTRALIA — (Continued) | AUSTRALIA — (Continued) |  |  |
|  | Stanmore Resources Ltd. | 1140644 | $1603093 |
|  #\* | Strike Energy Ltd. | 1066926 | 76650 |
|  | Super Retail Group Ltd. | 836684 | 8744476 |
|  \* | Superloop Ltd. | 2521151 | 5143608 |
|  | Tabcorp Holdings Ltd. | 16060588 | 11160354 |
|  | Ten Sixty Four Ltd. | 500279 | 36007 |
|  # | Treasury Wine Estates Ltd. | 13631 | 53391 |
|  | Tribune Resources Ltd. | 15603 | 67851 |
|  \* | Vault Minerals Ltd. | 31398019 | 14927028 |
|  W | Viva Energy Group Ltd. | 1991943 | 2390997 |
|  # | Washington H Soul Pattinson & Co. Ltd. | 911688 | 22401333 |
|  \* | Webjet Group Ltd. | 175935 | 96632 |
|  #\* | West African Resources Ltd. | 6881484 | 5683764 |
|  | Westgold Resources Ltd. | 5901076 | 20451969 |
|  # | Whitehaven Coal Ltd. | 7469306 | 35106492 |
|  TOTAL AUSTRALIA | TOTAL AUSTRALIA |  | 1000258442 |
|  AUSTRIA — (0.8%) | AUSTRIA — (0.8%) |  |  |
|  | Agrana Beteiligungs AG | 123748 | 1718124 |
|  W | BAWAG Group AG | 192117 | 24827520 |
|  | EVN AG | 7719 | 225256 |
|  | Mayr Melnhof Karton AG | 564 | 51394 |
|  | Oberbank AG | 16737 | 1466284 |
|  | Palfinger AG | 1225 | 45890 |
|  | Porr AG | 79232 | 2514621 |
|  # | SBO AG | 49297 | 1634306 |
|  | Semperit AG Holding | 29332 | 439614 |
|  | Telekom Austria AG | 31736 | 337507 |
|  | UNIQA Insurance Group AG | 309466 | 4546480 |
|  | Vienna Insurance Group AG Wiener Versicherung Gruppe | 466221 | 23913385 |
|  | voestalpine AG | 1058589 | 37692126 |
|  | Wienerberger AG | 479672 | 14238890 |
|  | Zumtobel Group AG | 167291 | 720002 |
|  TOTAL AUSTRIA | TOTAL AUSTRIA |  | 114371399 |
|  BELGIUM — (1.5%) | BELGIUM — (1.5%) |  |  |
|  | Ackermans & van Haaren NV | 292947 | 72957748 |

---

------

##### [**Table of Contents**](#toc)
**DFA INTERNATIONAL SMALL CAP VALUE PORTFOLIO** 

**CONTINUED** 

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  BELGIUM — (Continued) | BELGIUM — (Continued) |  |  |
|  \* | AGFA-Gevaert NV | 43741 | $41864 |
|  | Azelis Group NV | 22393 | 264790 |
|  | Bekaert SA | 882197 | 36851825 |
|  #\* | bpost SA | 379143 | 919879 |
|  | Cie d'Entreprises CFE | 51978 | 536536 |
|  | CMB Tech NV | 199086 | 1867182 |
|  | Deceuninck NV | 1508679 | 3590955 |
|  | Deme Group NV | 2874 | 434223 |
|  | Econocom Group SA NV | 23550 | 46423 |
|  \* | Galapagos NV (GLPG BB) | 129461 | 4103639 |
|  \* | Galapagos NV (GLPG NA) | 33766 | 1075034 |
|  | Gimv NV | 269237 | 14538298 |
|  #\* | Ontex Group NV | 308717 | 2256715 |
|  | Proximus SADP | 1759701 | 15115420 |
|  # | Recticel SA | 319790 | 3150388 |
|  | Sipef NV | 88920 | 7995463 |
|  | Syensqo SA | 200904 | 16583879 |
|  # | Tessenderlo Group SA | 212548 | 6420477 |
|  | VGP NV | 72867 | 8418043 |
|  | Viohalco SA | 35319 | 346059 |
|  TOTAL BELGIUM | TOTAL BELGIUM |  | 197514840 |
|  CANADA — (10.3%) | CANADA — (10.3%) |  |  |
|  # | Acadian Timber Corp. | 106677 | 1089930 |
|  \* | ACT Energy Technologies Ltd. | 4600 | 17383 |
|  # | ADENTRA, Inc. | 159582 | 4001639 |
|  \* | Advantage Energy Ltd. | 2351631 | 18661476 |
|  | Aecon Group, Inc. | 601452 | 13259346 |
|  | AG Growth International, Inc. | 2100 | 54022 |
|  | AGF Management Ltd., Class B | 1247845 | 12437969 |
|  #\* | Aimia, Inc. | 11669 | 23171 |
|  | Alaris Equity Partners Income | 232019 | 3239052 |
|  | Algoma Central Corp. | 307731 | 3817703 |
|  | Andrew Peller Ltd., Class A | 18265 | 64853 |
|  \* | Athabasca Oil Corp. | 683302 | 3356708 |
|  \* | AutoCanada, Inc. | 27339 | 492962 |
|  | B2Gold Corp. (BTG US) | 12579028 | 55221933 |
|  | B2Gold Corp. (BTO CN) | 2133941 | 9341839 |
|  # | Baytex Energy Corp. | 2504274 | 6052896 |
|  # | Birchcliff Energy Ltd. | 6164109 | 28742842 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  CANADA — (Continued) | CANADA — (Continued) |  |  |
|  | Black Diamond Group Ltd. | 729946 | $7780609 |
|  #\* | Bonterra Energy Corp. | 148598 | 383533 |
|  | Boralex, Inc., Class A | 53657 | 1077310 |
|  \* | Calfrac Well Services Ltd. | 8902 | 19422 |
|  | Calian Group Ltd. | 11949 | 430234 |
|  | Canaccord Genuity Group, Inc. | 1145857 | 9607699 |
|  # | Canadian Tire Corp. Ltd., Class A | 53715 | 6160249 |
|  \* | Capstone Copper Corp. | 2121038 | 18933654 |
|  # | Cardinal Energy Ltd. | 1245082 | 7084064 |
|  # | Cascades, Inc. | 1250879 | 9908571 |
|  | Centerra Gold, Inc. | 4546846 | 53263470 |
|  | CES Energy Solutions Corp. | 1004933 | 6885606 |
|  \*†† | Chesswood Group Ltd. | 30800 | 7466 |
|  | Cogeco Communications, Inc. | 172568 | 7857255 |
|  | Cogeco, Inc. | 64677 | 2703656 |
|  \* | Conifex Timber, Inc. | 6450 | 1081 |
|  | dentalcorp Holdings Ltd. | 29565 | 229766 |
|  | Dexterra Group, Inc. | 174988 | 1327492 |
|  | Doman Building Materials Group Ltd. | 816029 | 5166545 |
|  | DPM Metals, Inc. | 1976498 | 42276525 |
|  | DREAM Unlimited Corp., Class A | 205764 | 2727278 |
|  | Dynacor Group, Inc. | 37900 | 122681 |
|  | E-L Financial Corp. Ltd. | 640600 | 7426584 |
|  \* | Eldorado Gold Corp. (EGO US) | 2188004 | 56100423 |
|  \* | Eldorado Gold Corp. (ELD CN) | 609070 | 15611612 |
|  | Empire Co. Ltd., Class A | 139812 | 4749950 |
|  | Enerflex Ltd. (EFX CN) | 261539 | 3291265 |
|  | Enerflex Ltd. (EFXT US) | 181267 | 2282152 |
|  \* | Ensign Energy Services, Inc. | 820180 | 1502879 |
|  #\* | Enterprise Group, Inc. | 32142 | 30021 |
|  # | EQB, Inc. | 400241 | 25531754 |
|  #\* | Equinox Gold Corp. (EQX CN) | 120459 | 1323499 |

---

------

##### [**Table of Contents**](#toc)
**DFA INTERNATIONAL SMALL CAP VALUE PORTFOLIO** 

**CONTINUED** 

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  CANADA — (Continued) | CANADA — (Continued) |  |  |
|  #\* | Equinox Gold Corp. (EQX US) | 2548382 | $27955751 |
|  | Exco Technologies Ltd. | 394299 | 1838591 |
|  | Firm Capital Mortgage Investment Corp. | 153332 | 1281274 |
|  | First Majestic Silver Corp. (FR CN) | 37 | 473 |
|  #\* | Fortuna Mining Corp. (FSM US) | 3595341 | 29733470 |
|  \* | Fortuna Mining Corp. (FVI CN) | 1630613 | 13474603 |
|  # | Freehold Royalties Ltd. | 77121 | 780255 |
|  | Frontera Energy Corp. | 264788 | 1055338 |
|  \* | GoldMoney, Inc. | 7540 | 60748 |
|  # | Guardian Capital Group Ltd., Class A | 61626 | 2942125 |
|  | High Liner Foods, Inc. | 269296 | 3256397 |
|  | Hudbay Minerals, Inc. (HBM US) | 5438746 | 87019936 |
|  #\* | IAMGOLD Corp. (IAG US) | 2681930 | 31056749 |
|  #\* | IAMGOLD Corp. (IMG CN) | 4808973 | 55682665 |
|  | IGM Financial, Inc. | 126731 | 4874790 |
|  \* | Imperial Metals Corp. | 14500 | 70817 |
|  \* | Interfor Corp. | 292017 | 1646896 |
|  \* | Kelt Exploration Ltd. | 1631901 | 7760704 |
|  \* | Knight Therapeutics, Inc. | 882663 | 3675271 |
|  \* | Kolibri Global Energy, Inc. | 7063 | 30599 |
|  | KP Tissue, Inc. | 7820 | 52578 |
|  | Lassonde Industries, Inc., Class A | 15970 | 2486449 |
|  # | Laurentian Bank of Canada | 551424 | 13092167 |
|  | Leon's Furniture Ltd. | 26851 | 559208 |
|  #\*†† | Lightstream Resources Ltd. | 2048004 | 0 |
|  # | Linamar Corp. | 925104 | 50095646 |
|  | Magellan Aerospace Corp. | 118094 | 1450757 |
|  \* | Major Drilling Group International, Inc. | 242859 | 2138468 |
|  | Martinrea International, Inc. | 1633108 | 11783575 |
|  \* | Mattr Corp. | 420088 | 3276719 |
|  \* | MDA Space Ltd. | 13 | 254 |
|  | Melcor Developments Ltd. | 132225 | 1390552 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  CANADA — (Continued) | CANADA — (Continued) |  |  |
|  | Methanex Corp. (MEOH US) | 316854 | $12458699 |
|  # | Methanex Corp. (MX CN) | 71170 | 2801030 |
|  # | MTY Food Group, Inc. | 158684 | 3828645 |
|  # | Mullen Group Ltd. | 1343555 | 13506916 |
|  | Neo Performance Materials, Inc. | 37026 | 510558 |
|  | North American Construction Group Ltd. (NOA CN) | 4784 | 74495 |
|  # | Northland Power, Inc. | 2101040 | 38394107 |
|  \* | NuVista Energy Ltd. | 2278627 | 27098854 |
|  #\* | Obsidian Energy Ltd. (OBE CN) | 35400 | 200656 |
|  #\* | Obsidian Energy Ltd. (OBE US) | 218414 | 1238407 |
|  | OceanaGold Corp. | 2612941 | 58442101 |
|  | Onex Corp. | 391838 | 34083802 |
|  | Open Text Corp. (OTEX CN) | 57800 | 2217545 |
|  | Open Text Corp. (OTEX US) | 10676 | 409425 |
|  # | Paramount Resources Ltd., Class A | 699751 | 11475005 |
|  | Parex Resources, Inc. | 610720 | 7811712 |
|  | Pason Systems, Inc. | 102485 | 873192 |
|  # | Peyto Exploration & Development Corp. | 2779028 | 40480227 |
|  # | Pizza Pizza Royalty Corp. | 525674 | 5813129 |
|  | Polaris Renewable Energy, Inc. | 288463 | 2677828 |
|  | Pollard Banknote Ltd. | 700 | 10112 |
|  \* | Precision Drilling Corp. (PD CN) | 74846 | 4490093 |
|  \* | Precision Drilling Corp. (PDS US) | 55568 | 3329079 |
|  | Richelieu Hardware Ltd. | 30310 | 830929 |
|  | Russel Metals, Inc. | 777372 | 24060261 |
|  \* | Saturn Oil & Gas, Inc. | 54000 | 101258 |
|  \* | SNDL, Inc. | 172438 | 370741 |
|  \* | Source Energy Services Ltd. | 5900 | 51784 |
|  \* | Spartan Delta Corp. | 62731 | 280882 |
|  W | Spin Master Corp. | 74031 | 1099473 |
|  \* | SSR Mining, Inc. (SSRM CN) | 838258 | 18952033 |
|  #\*W | STEP Energy Services Ltd. | 81021 | 315985 |
|  # | Superior Plus Corp. | 691814 | 3936170 |

---

------

##### [**Table of Contents**](#toc)
**DFA INTERNATIONAL SMALL CAP VALUE PORTFOLIO** 

**CONTINUED** 

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  CANADA — (Continued) | CANADA — (Continued) |  |  |
|  | Supremex, Inc. | 16500 | $43293 |
|  | Surge Energy, Inc. | 203251 | 960789 |
|  | Tamarack Valley Energy Ltd. | 5467151 | 24284589 |
|  \* | TELUS International CDA, Inc. | 67524 | 303858 |
|  \* | Tidewater Midstream & Infrastructure Ltd. | 14723 | 62352 |
|  # | Timbercreek Financial Corp. | 574249 | 2718629 |
|  \* | Torex Gold Resources, Inc. | 1183136 | 48875904 |
|  | Total Energy Services, Inc. | 495663 | 4982959 |
|  | Transcontinental, Inc., Class A | 1171104 | 16440795 |
|  \* | Trisura Group Ltd. (TSU CN) | 3400 | 93694 |
|  \* | Valeura Energy, Inc. | 82005 | 389400 |
|  # | Vermilion Energy, Inc. (VET CN) | 104311 | 780166 |
|  | Vermilion Energy, Inc. (VET US) | 937948 | 7006472 |
|  # | VersaBank (VBNK CN) | 20329 | 242635 |
|  | VersaBank (VBNK US) | 4819 | 57202 |
|  \*†† | Victoria Gold Corp./Vancouver | 1811 | 116 |
|  | Wajax Corp. | 245075 | 4345667 |
|  \* | Well Health Technologies Corp. | 280606 | 1050359 |
|  # | West Fraser Timber Co. Ltd. (WFG US) | 48134 | 2936174 |
|  \* | Western Forest Products, Inc. | 24732 | 210369 |
|  | Westshore Terminals Investment Corp. | 32630 | 599766 |
|  # | Whitecap Resources, Inc. | 15127041 | 112623251 |
|  | Winpak Ltd. | 34123 | 1046645 |
|  \* | Yangarra Resources Ltd. | 297149 | 216101 |
|  TOTAL CANADA | TOTAL CANADA |  | 1374700172 |
|  CHINA — (0.4%) | CHINA — (0.4%) |  |  |
|  | China Gold International Resources Corp. Ltd. (CGG CN) | 2920833 | 49459758 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  CHINA — (Continued) | CHINA — (Continued) |  |  |
|  \*†† | Hanfeng Evergreen, Inc. | 707267 | $0 |
|  TOTAL CHINA | TOTAL CHINA |  | 49459758 |
|  DENMARK — (3.5%) | DENMARK — (3.5%) |  |  |
|  | Alm Brand AS | 1605613 | 4518676 |
|  \* | Bavarian Nordic AS | 342538 | 12656211 |
|  | D/S Norden AS | 425024 | 16987843 |
|  #\* | Dfds AS | 122328 | 1724827 |
|  | FLSmidth & Co. AS | 272902 | 21253511 |
|  | Foroya Banki P | 2593 | 87610 |
|  #\* | GN Store Nord AS | 618591 | 10831892 |
|  | GronlandsBANKEN AS | 831 | 112265 |
|  | H Lundbeck AS (HLUNA DC), Class A | 329924 | 1863145 |
|  | H Lundbeck AS (HLUNB DC) | 3229986 | 23556723 |
|  #\* | H&H International AS, Class B | 22005 | 302266 |
|  # | Harboes Bryggeri AS, Class B | 3226 | 64669 |
|  | Jyske Bank AS | 1071483 | 125939124 |
|  # | Matas AS | 706078 | 14016886 |
|  \* | Nilfisk Holding AS | 65972 | 1095046 |
|  | Per Aarsleff Holding AS | 445276 | 50562673 |
|  | Rockwool AS, Class A | 20700 | 709020 |
|  W | Scandinavian Tobacco Group AS | 792298 | 10504352 |
|  | Schouw & Co. AS | 349915 | 32171928 |
|  | Solar AS, Class B | 16672 | 528988 |
|  # | SP Group AS | 14515 | 654630 |
|  | Sparekassen Sjaelland-Fyn AS | 96393 | 5015026 |
|  | Sydbank AS | 1514553 | 129299299 |
|  | TORM PLC, Class A | 251848 | 5432563 |
|  | UIE PLC | 129761 | 6308237 |
|  TOTAL DENMARK | TOTAL DENMARK |  | 476197410 |
|  FINLAND — (2.4%) | FINLAND — (2.4%) |  |  |
|  | Aktia Bank OYJ | 522843 | 6448080 |
|  | Anora Group OYJ | 16310 | 59142 |
|  | Aspo OYJ | 18087 | 130530 |
|  | Atria OYJ | 271974 | 4297934 |
|  #W | Enento Group OYJ | 8636 | 153539 |
|  # | Fiskars OYJ Abp | 253437 | 3821286 |
|  | Hiab OYJ | 593503 | 32868347 |
|  # | HKFoods OYJ | 242494 | 472364 |
|  | Huhtamaki OYJ | 387228 | 13013496 |
|  | Kalmar OYJ, Class B | 597338 | 24747597 |
|  | Kemira OYJ | 2858140 | 62905528 |

---

------

##### [**Table of Contents**](#toc)
**DFA INTERNATIONAL SMALL CAP VALUE PORTFOLIO** 

**CONTINUED** 

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  FINLAND — (Continued) | FINLAND — (Continued) |  |  |
|  | Konecranes OYJ | 96847 | $9559534 |
|  | Lassila & Tikanoja OYJ | 5811 | 66563 |
|  \* | Lindex Group OYJ | 184592 | 575816 |
|  | Mandatum OYJ | 2351249 | 16863772 |
|  # | Metsa Board OYJ (METSB FH), Class B | 3491879 | 11845311 |
|  # | Nokian Renkaat OYJ | 1081888 | 10910027 |
|  | Olvi OYJ, Class A | 10720 | 365842 |
|  # | Oma Saastopankki OYJ | 22823 | 288384 |
|  | Oriola OYJ (OKDBV FH), Class B | 36101 | 49127 |
|  | Pihlajalinna OYJ | 2802 | 48139 |
|  # | Raisio OYJ, Class V | 1185693 | 3437718 |
|  | Sanoma OYJ | 81385 | 994727 |
|  | Scanfil OYJ | 2985 | 37646 |
|  # | Stora Enso OYJ, Class R | 4362154 | 50793582 |
|  W | Terveystalo OYJ | 185069 | 1990956 |
|  # | TietoEVRY OYJ | 1290959 | 27708463 |
|  # | Tokmanni Group Corp. | 133294 | 1317616 |
|  # | Valmet OYJ | 987367 | 32127600 |
|  #\* | YIT OYJ | 312118 | 1055014 |
|  TOTAL FINLAND | TOTAL FINLAND |  | 318953680 |
|  FRANCE — (3.4%) | FRANCE — (3.4%) |  |  |
|  \* | 74Software SA | 4204 | 173411 |
|  | AKWEL SADIR | 117639 | 1504258 |
|  \* | Alstom SA | 1026797 | 25677706 |
|  # | Altamir | 311054 | 9839843 |
|  | Alten SA | 8978 | 739386 |
|  | Arkema SA | 412062 | 24461099 |
|  # | Assystem SA | 12714 | 637661 |
|  W | Ayvens SA | 568673 | 7586834 |
|  # | Beneteau SACA | 238290 | 2296879 |
|  | Bonduelle SCA | 79244 | 812046 |
|  | Carrefour SA | 948087 | 14279086 |
|  \* | Cegedim SA | 2935 | 38554 |
|  | Cie des Alpes | 380045 | 8718453 |
|  \* | Clariane SE | 891144 | 3831173 |
|  | Coface SA | 1585175 | 27918547 |
|  | Derichebourg SA | 1455894 | 9931427 |
|  \*W | Elior Group SA | 610504 | 1971531 |
|  | Elis SA | 1238926 | 34503022 |
|  | Esso SA Francaise | 12895 | 1449841 |
|  | Etablissements Maurel et Prom SA | 833862 | 4647938 |
|  | Eurazeo SE | 62957 | 4291644 |
|  #\* | Eutelsat Communications SACA | 521935 | 2019244 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  FRANCE — (Continued) | FRANCE — (Continued) |  |  |
|  | Exel Industries SA, Class A | 525 | $20820 |
|  | Fnac Darty SA (FNAC FP) | 83010 | 2718512 |
|  \* | Forvia SE (FRVIA FP) | 536559 | 6870944 |
|  \* | Gaumont SA | 11739 | 1259156 |
|  | GL Events SACA | 169320 | 5407361 |
|  | Groupe Crit SA | 12162 | 869611 |
|  | Groupe SFPI | 140840 | 285638 |
|  #\* | Guerbet | 18907 | 346974 |
|  | Imerys SA | 133975 | 3300069 |
|  | IPSOS SA | 134926 | 5171903 |
|  # | Jacquet Metals SACA | 302909 | 6116095 |
|  | LISI SA | 12574 | 736522 |
|  | LNA Sante SA | 2042 | 56937 |
|  #\*W | Maisons du Monde SA | 61974 | 146063 |
|  | Manitou BF SA | 56135 | 1127484 |
|  | Mersen SA | 252880 | 6391949 |
|  | Metropole Television SA | 91216 | 1258447 |
|  #\* | Nexity SA | 103684 | 1085253 |
|  | Opmobility | 338152 | 5523263 |
|  | Quadient SA | 254159 | 4374441 |
|  | Renault SA | 43904 | 1706074 |
|  | Rexel SA | 1938248 | 67208702 |
|  | Samse SACA | 990 | 143166 |
|  | Savencia SA | 114234 | 8218039 |
|  | SCOR SE | 1279781 | 38741238 |
|  # | Seche Environnement SACA | 15608 | 1263643 |
|  # | SES SA | 5032566 | 38561379 |
|  \*W | SMCP SA | 117869 | 830106 |
|  | Societe BIC SA | 16376 | 911186 |
|  | Societe des Bains de Mer et du Cercle des Etrangers a Monaco | 1285 | 158592 |
|  | Societe LDC SADIR | 1015 | 107983 |
|  | Teleperformance SE | 18211 | 1300421 |
|  | Television Francaise 1 SA | 664719 | 6081208 |
|  | Trigano SA | 25900 | 4310024 |
|  \* | Ubisoft Entertainment SA | 246150 | 2197622 |
|  | Valeo SE | 1002305 | 13857112 |
|  | Vicat SACA | 272967 | 20463901 |
|  | VIEL & Cie SA | 16500 | 334893 |
|  \* | Viridien | 68170 | 8347688 |
|  #\* | Voltalia SA | 16369 | 134716 |
|  \*W | X-Fab Silicon Foundries SE | 107742 | 683664 |
|  TOTAL FRANCE | TOTAL FRANCE | TOTAL FRANCE | 455958382 |

---

------

##### [**Table of Contents**](#toc)
**DFA INTERNATIONAL SMALL CAP VALUE PORTFOLIO** 

**CONTINUED** 

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  GERMANY — (3.8%) | GERMANY — (3.8%) |  |  |
|  | 1&1 AG | 466027 | $11506871 |
|  \* | 7C Solarparken AG | 208985 | 383225 |
|  | Allgeier SE | 6513 | 137303 |
|  W | Aumann AG | 1677 | 24335 |
|  | Aurubis AG | 388748 | 50687600 |
|  #\* | BayWa AG (BYW6 GR) | 59040 | 350974 |
|  W | Befesa SA | 300702 | 9958661 |
|  | Bijou Brigitte AG | 39808 | 1867942 |
|  | Bilfinger SE | 237793 | 25656085 |
|  | Borussia Dortmund GmbH & Co. KGaA | 1023496 | 4045534 |
|  # | CANCOM SE (COK GR) | 184371 | 5244687 |
|  | Cewe Stiftung & Co. KGaA | 300 | 34374 |
|  # | Deutsche Beteiligungs AG | 171562 | 4700276 |
|  W | Deutsche Pfandbriefbank AG | 338177 | 1778658 |
|  | Deutz AG | 1903378 | 18866050 |
|  | Draegerwerk AG & Co. KGaA | 44281 | 3118393 |
|  | Duerr AG | 426383 | 9945224 |
|  W | DWS Group GmbH & Co. KGaA | 15984 | 1023289 |
|  | Elmos Semiconductor SE | 4744 | 448636 |
|  | ElringKlinger AG | 222215 | 1037163 |
|  | Evonik Industries AG | 603256 | 10109386 |
|  #\* | Evotec SE | 477830 | 3891400 |
|  | FORTEC Elektronik AG | 1354 | 18660 |
|  #\* | Fraport AG Frankfurt Airport Services Worldwide | 541200 | 46388799 |
|  | Freenet AG | 33262 | 1034377 |
|  # | Gerresheimer AG | 75455 | 2401702 |
|  | Gesco SE | 112657 | 2063881 |
|  # | GFT Technologies SE | 25268 | 519083 |
|  # | Grenke AG | 193408 | 3332435 |
|  #\* | Heidelberger Druckmaschinen AG | 1698051 | 3829684 |
|  \* | HelloFresh SE | 988656 | 8014612 |
|  | Hornbach Holding AG & Co. KGaA | 121350 | 12141951 |
|  | HUGO BOSS AG | 14632 | 649148 |
|  | Indus Holding AG | 200772 | 5199492 |
|  W | Instone Real Estate Group SE | 10827 | 103629 |
|  | Jenoptik AG | 184547 | 4168172 |
|  W | JOST Werke SE | 29094 | 1695006 |
|  # | K&S AG | 3549 | 46234 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  GERMANY — (Continued) | GERMANY — (Continued) |  |  |
|  | KION Group AG | 1005110 | $71417512 |
|  # | Kloeckner & Co. SE | 212570 | 1359241 |
|  \* | Koenig & Bauer AG | 17454 | 267841 |
|  # | Kontron AG | 10262 | 268234 |
|  | Krones AG | 31934 | 4638363 |
|  | KSB SE & Co. KGaA | 5653 | 6095381 |
|  | KWS Saat SE & Co. KGaA | 61867 | 4768934 |
|  # | Lanxess AG | 275336 | 6556724 |
|  | Mediclin AG | 142018 | 578926 |
|  \* | Medios AG | 6020 | 84731 |
|  | MLP SE | 1297480 | 10648965 |
|  | Multitude PLC | 620 | 4877 |
|  # | Mutares SE & Co. KGaA | 77191 | 2464108 |
|  # | Norma Group SE | 112638 | 1827710 |
|  | Patrizia SE | 96069 | 804473 |
|  | ProCredit Holding AG | 53047 | 473739 |
|  # | Puma SE (PUM GR) | 219684 | 4671118 |
|  | PWO AG | 5898 | 198585 |
|  \* | q.beyond AG | 867565 | 852947 |
|  # | RTL Group SA | 229010 | 8842316 |
|  | SAF-Holland SE | 750702 | 12211542 |
|  # | Salzgitter AG | 100597 | 3264561 |
|  | Schaeffler AG | 682497 | 5537100 |
|  # | Siltronic AG | 37933 | 2342511 |
|  | Sixt SE | 75052 | 6597651 |
|  | Stabilus SE | 59741 | 1499775 |
|  # | STRATEC SE | 7847 | 212264 |
|  # | Suedzucker AG | 687267 | 7579805 |
|  | Surteco Group SE | 77724 | 1109447 |
|  # | Takkt AG | 203341 | 1056008 |
|  | Technotrans SE | 1248 | 51300 |
|  | thyssenkrupp AG | 1488500 | 15598497 |
|  \* | Tkms AG& Co. KGaA | 74425 | 7013004 |
|  | United Internet AG | 1042606 | 32187149 |
|  # | Vossloh AG | 88307 | 8053861 |
|  # | Wacker Chemie AG | 93406 | 7366962 |
|  # | Wacker Neuson SE | 683471 | 14881794 |
|  | Wuestenrot & Wuerttembergische AG | 155950 | 2542250 |
|  TOTAL GERMANY | TOTAL GERMANY |  | 512353137 |
|  GREECE — (0.0%) | GREECE — (0.0%) |  |  |
|  \*†† | Michaniki SA | 986718 | 0 |
|  \*†† | Tropea Holding SA | 4581 | 0 |
|  HONG KONG — (1.7%) | HONG KONG — (1.7%) |  |  |
|  | Aeon Credit Service Asia Co. Ltd. | 1342000 | 1307780 |
|  \* | Allied Group Ltd. | 31060000 | 9604671 |
|  | Asia Financial Holdings Ltd. | 3250106 | 1839218 |

---

------

##### [**Table of Contents**](#toc)
**DFA INTERNATIONAL SMALL CAP VALUE PORTFOLIO** 

**CONTINUED** 

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  HONG KONG — (Continued) | HONG KONG — (Continued) |  |  |
|  \* | Asia Standard International Group Ltd. | 6199503 | $239203 |
|  | Bank of East Asia Ltd. | 6200773 | 10676462 |
|  | Chen Hsong Holdings | 1450000 | 336087 |
|  | Cheuk Nang Holdings Ltd. | 3139016 | 562701 |
|  | Chevalier International Holdings Ltd. | 1134858 | 563286 |
|  \* | China Energy Development Holdings Ltd. | 4910000 | 21522 |
|  | Chow Sang Sang Holdings International Ltd. | 3024000 | 5411068 |
|  \* | Chuang's Consortium International Ltd. | 11569520 | 497835 |
|  | CITIC Telecom International Holdings Ltd. | 11273000 | 3583907 |
|  \* | CSI Properties Ltd. | 109163666 | 2525998 |
|  | CTF Services Ltd. | 9727000 | 10510546 |
|  \*†† | CW Group Holdings Ltd. | 1696500 | 0 |
|  | Dah Sing Banking Group Ltd. | 2153888 | 3048979 |
|  | Dah Sing Financial Holdings Ltd. | 2050556 | 9481427 |
|  | Dickson Concepts International Ltd. | 2031500 | 1373799 |
|  | Eagle Nice International Holdings Ltd. | 738000 | 344072 |
|  †† | EcoGreen International Group Ltd. | 3623840 | 166163 |
|  \* | Emperor Capital Group Ltd. | 4014000 | 52614 |
|  | Emperor Watch & Jewellery Ltd. | 49820000 | 1826598 |
|  | Far East Consortium International Ltd. | 22392680 | 2190705 |
|  | First Pacific Co. Ltd. | 25376000 | 20488834 |
|  \* | First Shanghai Investments Ltd. | 2088000 | 79289 |
|  | Get Nice Holdings Ltd. | 1049864 | 402311 |
|  | Glorious Sun Enterprises Ltd. | 3010000 | 515500 |
|  | Gold Peak Technology Group Ltd. | 6320907 | 586383 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  HONG KONG — (Continued) | HONG KONG — (Continued) |  |  |
|  | Golden Resources Development International Ltd. | 3349000 | $150920 |
|  | Great Eagle Holdings Ltd. | 2479240 | 4642630 |
|  | G-Resources Group Ltd. | 260000 | 270366 |
|  | Guotai Junan International Holdings Ltd. | 12725000 | 6240733 |
|  | Hang Lung Group Ltd. | 4473000 | 8511632 |
|  | Hang Lung Properties Ltd. | 9999364 | 11134716 |
|  \* | Hanison Construction Holdings Ltd. | 2934724 | 91549 |
|  | Harbour Centre Development Ltd. | 1779000 | 961050 |
|  \* | HKR International Ltd. | 8086400 | 1128853 |
|  | Hon Kwok Land Investment Co. Ltd. | 4840935 | 641089 |
|  | Hong Kong Ferry Holdings Co. Ltd. | 1762000 | 1092289 |
|  | Hong Kong Technology Venture Co. Ltd. | 464000 | 85736 |
|  \* | Hongkong & Shanghai Hotels Ltd. | 6758341 | 5344393 |
|  \* | Hongkong Chinese Ltd. | 5469090 | 223375 |
|  | Hung Hing Printing Group Ltd. | 6999275 | 838188 |
|  | Hutchison Telecommunications Hong Kong Holdings Ltd. | 8620000 | 1208272 |
|  \* | IPE Group Ltd. | 510000 | 53973 |
|  # | Johnson Electric Holdings Ltd. | 4209614 | 19752761 |
|  | K Wah International Holdings Ltd. | 5869000 | 1668576 |
|  | Keck Seng Investments Hong Kong Ltd. | 640000 | 184430 |
|  | Kerry Properties Ltd. | 4598000 | 11589103 |
|  | KLN Logistics Group Ltd. | 754500 | 698275 |
|  # | Kowloon Development Co. Ltd. | 7026128 | 3419029 |
|  \* | Lai Sun Development Co. Ltd. | 7026996 | 593011 |

---

------

##### [**Table of Contents**](#toc)
**DFA INTERNATIONAL SMALL CAP VALUE PORTFOLIO** 

**CONTINUED** 

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  HONG KONG — (Continued) | HONG KONG — (Continued) |  |  |
|  \* | Lai Sun Garment International Ltd. | 10175359 | $700970 |
|  | Langham Hospitality Investments & Langham Hospitality Investments Ltd. | 165882 | 10894 |
|  \* | Lerado Financial Group Co. Ltd. | 65840 | 1696 |
|  | Liu Chong Hing Investment Ltd. | 2122000 | 1196260 |
|  | Luk Fook Holdings International Ltd. | 728000 | 2327580 |
|  | Miramar Hotel & Investment | 2127000 | 2671888 |
|  #\* | Mongolian Mining Corp. | 840000 | 1224144 |
|  | Nanyang Holdings Ltd. | 98350 | 381276 |
|  | National Electronics Holdings | 1445648 | 68321 |
|  | Oriental Enterprise Holdings Ltd. | 118000 | 5324 |
|  | Oriental Watch Holdings | 5400587 | 2363173 |
|  # | Pacific Basin Shipping Ltd. | 26998000 | 8941671 |
|  | Pacific Textiles Holdings Ltd. | 746000 | 139226 |
|  # | PAX Global Technology Ltd. | 4259000 | 2917899 |
|  | PC Partner Group Ltd. | 168000 | 134427 |
|  | Pico Far East Holdings Ltd. | 492000 | 166046 |
|  | Playmates Holdings Ltd. | 19241000 | 1312507 |
|  \* | Regal Hotels International Holdings Ltd. | 3596623 | 277164 |
|  | Safety Godown Co. Ltd. | 140000 | 36058 |
|  | SAS Dragon Holdings Ltd. | 36000 | 21650 |
|  | SEA Holdings Ltd. | 2211368 | 366333 |
|  | Shangri-La Asia Ltd. | 1658000 | 1034681 |
|  | Singamas Container Holdings Ltd. | 9438000 | 788227 |
|  | SmarTone Telecommunications Holdings Ltd. | 1755500 | 1090484 |
|  \* | Soundwill Holdings Ltd. | 736000 | 570701 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  HONG KONG — (Continued) | HONG KONG — (Continued) |  |  |
|  \* | South China Holdings Co. Ltd. | 641751 | $2836 |
|  | Sun Hung Kai & Co. Ltd. | 3817688 | 1896098 |
|  | TAI Cheung Holdings Ltd. | 2274000 | 931471 |
|  | Tan Chong International Ltd. | 3723000 | 758074 |
|  \* | Television Broadcasts Ltd. | 315800 | 134814 |
|  | Tern Properties Co. Ltd. | 146000 | 28669 |
|  | Texhong International Group Ltd. | 204500 | 119979 |
|  | Texwinca Holdings Ltd. | 6606000 | 663513 |
|  | Tian Teck Land Ltd. | 384000 | 99589 |
|  | Transport International Holdings Ltd. | 1357029 | 1868371 |
|  # | United Laboratories International Holdings Ltd. | 4282000 | 6932738 |
|  | Upbest Group Ltd. | 4476000 | 386131 |
|  | Vedan International Holdings Ltd. | 5500000 | 479662 |
|  \* | Viva Goods Co. Ltd. | 1016000 | 77135 |
|  # | VSTECS Holdings Ltd. | 2288000 | 2832884 |
|  \* | Wang On Group Ltd. | 28000000 | 104349 |
|  \* | Wealthink AI-Innovation Capital Ltd. | 4356000 | 145670 |
|  | Wing On Co. International Ltd. | 2095500 | 3573637 |
|  | Wing Tai Properties Ltd. | 172749 | 37175 |
|  \* | Xingye Alloy Materials Group Ltd. | 1406000 | 179767 |
|  | Xinyi Glass Holdings Ltd. | 1231000 | 1439690 |
|  # | Yue Yuen Industrial Holdings Ltd. | 7095500 | 13012937 |
|  TOTAL HONG KONG | TOTAL HONG KONG |  | 233215696 |
|  IRELAND — (0.1%) | IRELAND — (0.1%) |  |  |
|  | Cairn Homes PLC | 781368 | 1736250 |
|  | Dalata Hotel Group PLC | 969441 | 7191611 |
|  \*W | Glenveagh Properties PLC | 2651034 | 5827061 |

---

------

##### [**Table of Contents**](#toc)
**DFA INTERNATIONAL SMALL CAP VALUE PORTFOLIO** 

**CONTINUED** 

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  IRELAND — (Continued) | IRELAND — (Continued) |  |  |
|  \* | Permanent TSB Group Holdings PLC | 65083 | $218101 |
|  TOTAL IRELAND | TOTAL IRELAND |  | 14973023 |
|  ISRAEL — (1.1%) | ISRAEL — (1.1%) |  |  |
|  | Albaad Massuot Yitzhak Ltd. | 3842 | 32308 |
|  | Alrov Properties & Lodgings Ltd. | 13259 | 1190933 |
|  \* | Ashdod Refinery Ltd. | 4585 | 77630 |
|  | AudioCodes Ltd. (AUDC US) | 1954 | 17449 |
|  | Ayalon Holdings Ltd. | 22297 | 469726 |
|  # | Azorim-Investment Development & Construction Co. Ltd. | 805226 | 5393288 |
|  | Carasso Motors Ltd. | 326375 | 3921215 |
|  | Carasso Real Estate Ltd. | 22476 | 268342 |
|  \* | Cellcom Israel Ltd. (CEL IT) | 444775 | 4636588 |
|  \* | Cellcom Israel Ltd. (CELJF US) | 29907 | 309388 |
|  #\* | Cielo-Blu Group Ltd. | 129323 | 160117 |
|  | Clal Insurance Enterprises Holdings Ltd. | 149998 | 8340669 |
|  | Delek Automotive Systems Ltd. | 22301 | 187603 |
|  | Delta Galil Ltd. | 8866 | 495008 |
|  | Diplomat Holdings Ltd. | 4180 | 66179 |
|  # | Direct Finance of Direct Group 2006 Ltd. | 1606 | 278305 |
|  | Dor Alon Energy in Israel 1988 Ltd. | 22296 | 1004955 |
|  \* | Equital Ltd. | 394618 | 18820357 |
|  \* | Gilat Satellite Networks Ltd. | 82400 | 1187538 |
|  \* | Hagag Group Real Estate Development | 50968 | 366240 |
|  | Harel Insurance Investments & Financial Services Ltd. | 128964 | 4494811 |
|  \* | IES Holdings Ltd. | 9054 | 871333 |
|  | Isracard Ltd. | 1148620 | 4900510 |
|  | Isras Investment Co. Ltd. | 13744 | 3850806 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  ISRAEL — (Continued) | ISRAEL — (Continued) |  |  |
|  | Issta Ltd. | 9131 | $297101 |
|  \* | Kamada Ltd. (KMDA US) | 4138 | 28635 |
|  | Kardan Real Estate Enterprise & Development Ltd. | 10908 | 23452 |
|  | Kerur Holdings Ltd. | 11372 | 316868 |
|  | Klil Industries Ltd. | 477 | 27300 |
|  | Land Development Nimrodi Group Ltd. | 18401 | 210723 |
|  | Mediterranean Towers Ltd. | 400161 | 1764812 |
|  | Menora Mivtachim Holdings Ltd. | 403529 | 40195427 |
|  # | Meshulam Levinstein Contracting & Engineering Ltd. | 3716 | 559971 |
|  | Migdal Insurance & Financial Holdings Ltd. | 749834 | 2690778 |
|  # | Mivtach Shamir Holdings Ltd. | 13037 | 1233594 |
|  | Nawi Group Ltd. | 81868 | 1354279 |
|  | Neto Malinda Trading Ltd. | 5098 | 223848 |
|  | Oil Refineries Ltd. | 21723719 | 6342223 |
|  # | Palram Industries 1990 Ltd. | 58148 | 1339833 |
|  | Paz Retail & Energy Ltd. | 83187 | 17771602 |
|  \* | Perion Network Ltd. | 5098 | 47940 |
|  # | Plasson Industries Ltd. | 13894 | 809555 |
|  # | Prashkovsky Investments & Construction Ltd. | 54397 | 2774412 |
|  | Scope Metals Group Ltd. | 21893 | 1058649 |
|  | Summit Real Estate Holdings Ltd. | 545146 | 11162570 |
|  W | Tamar Petroleum Ltd. | 219905 | 2722292 |
|  \* | Tera Light Ltd. | 129675 | 501895 |
|  TOTAL ISRAEL | TOTAL ISRAEL |  | 154799057 |
|  ITALY — (6.0%) | ITALY — (6.0%) |  |  |
|  | A2A SpA | 7241573 | 21099195 |
|  | ACEA SpA | 43978 | 1066648 |
|  | Aeroporto Guglielmo Marconi Di Bologna SpA | 5582 | 58895 |
|  \* | Aquafil SpA | 127047 | 278244 |
|  | Ariston Holding NV | 434505 | 1806458 |
|  | Banca IFIS SpA | 324117 | 8373783 |

---

------

##### [**Table of Contents**](#toc)
**DFA INTERNATIONAL SMALL CAP VALUE PORTFOLIO** 

**CONTINUED** 

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  ITALY — (Continued) | ITALY — (Continued) |  |  |
|  \*W | Banca Sistema SpA | 527000 | $953115 |
|  | Banco di Desio e della Brianza SpA | 505352 | 4618632 |
|  # | Biesse SpA | 11205 | 73369 |
|  # | BPER Banca SpA | 16740214 | 200579478 |
|  | Brembo NV | 379323 | 4091137 |
|  | Buzzi SpA | 1563705 | 94202568 |
|  \* | Cairo Communication SpA | 786092 | 2610833 |
|  | Cementir Holding NV | 1264274 | 23294903 |
|  \* | CIR SpA-Compagnie Industriali | 7962973 | 6352822 |
|  | Credito Emiliano SpA | 1477196 | 23386043 |
|  # | d'Amico International Shipping SA | 707426 | 3664773 |
|  # | Danieli & C Officine Meccaniche SpA (DAN IM) | 291919 | 15774147 |
|  | Danieli & C Officine Meccaniche SpA (DANR IM) | 398888 | 15294813 |
|  | Emak SpA | 675320 | 794467 |
|  | ERG SpA | 276607 | 7135386 |
|  | Esprinet SpA | 229086 | 1533719 |
|  # | Ferretti SpA | 712944 | 2341793 |
|  # | Fila SpA | 86214 | 945305 |
|  # | FNM SpA | 2243742 | 1176143 |
|  | Garofalo Health Care SpA | 11299 | 68085 |
|  | GPI SpA | 11826 | 232157 |
|  | Hera SpA | 1397225 | 6271003 |
|  | IMMSI SpA | 2171429 | 1443359 |
|  | Industrie De Nora SpA | 6955 | 58016 |
|  | Italmobiliare SpA | 114256 | 4291886 |
|  | Iveco Group NV | 2625170 | 55793007 |
|  | MFE-MediaForEurope NV, Class A | 1883089 | 6798140 |
|  # | MFE-MediaForEurope NV (MFEA IM), Class A | 1991738 | 7052255 |
|  # | MFE-MediaForEurope NV (MFEB IM), Class B | 590959 | 2755900 |
|  #W | Nexi SpA | 3295981 | 17378441 |
|  | Orsero SpA | 88196 | 1847808 |
|  W | OVS SpA | 5039445 | 25433396 |
|  W | Pirelli & C SpA | 4985116 | 34995731 |
|  | Rizzoli Corriere Della Sera Mediagroup SpA | 1578533 | 1878271 |
|  \* | Safilo Group SpA | 838780 | 1638857 |
|  #\* | Salvatore Ferragamo SpA | 177246 | 1429055 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  ITALY — (Continued) | ITALY — (Continued) |  |  |
|  # | Sogefi SpA | 272461 | $1098743 |
|  #\* | Telecom Italia SpA (TIT IM) | 158226578 | 93297154 |
|  \* | Telecom Italia SpA (TITR IM) | 10685986 | 7104957 |
|  \* | TREVI - Finanziaria Industriale SpA | 1087011 | 546955 |
|  | Unipol Assicurazioni SpA | 4001512 | 87606390 |
|  TOTAL ITALY | TOTAL ITALY | TOTAL ITALY | 800526235 |
|  JAPAN — (25.8%) | JAPAN — (25.8%) |  |  |
|  | 77 Bank Ltd. | 898100 | 38494584 |
|  | Achilles Corp. | 116800 | 950394 |
|  # | AD Works Group Co. Ltd. | 384599 | 1186846 |
|  | ADEKA Corp. | 92100 | 2086782 |
|  | AEON Financial Service Co. Ltd. | 1100014 | 10759475 |
|  # | Ahresty Corp. | 71400 | 370757 |
|  | Aichi Corp. | 224000 | 1871547 |
|  # | Aichi Steel Corp. | 323336 | 5566819 |
|  # | Aichi Tokei Denki Co. Ltd. | 112363 | 2034518 |
|  | Aida Engineering Ltd. | 216522 | 1294995 |
|  | Aiful Corp. | 464000 | 1364518 |
|  | Ainavo Holdings Co. Ltd. | 39200 | 182280 |
|  | Aiphone Co. Ltd. | 187000 | 3417680 |
|  # | Airport Facilities Co. Ltd. | 400400 | 2675497 |
|  | Aisan Industry Co. Ltd. | 766630 | 10387721 |
|  | Akatsuki Corp. | 30400 | 105411 |
|  | Akatsuki, Inc. | 28600 | 487075 |
|  \* | Akebono Brake Industry Co. Ltd. | 186799 | 138923 |
|  # | Albis Co. Ltd. | 70488 | 1226230 |
|  | Alconix Corp. | 415925 | 5843896 |
|  | Alfresa Holdings Corp. | 131200 | 1853642 |
|  # | Alinco, Inc. | 70200 | 470939 |
|  # | Alpen Co. Ltd. | 318612 | 4703622 |
|  | Alpha Corp. | 12100 | 91158 |
|  | Alps Alpine Co. Ltd. | 2945480 | 37100977 |
|  | Amuse, Inc. | 22000 | 268867 |
|  # | Anabuki Kosan, Inc. | 27900 | 389592 |
|  | AOKI Holdings, Inc. | 467200 | 5036768 |
|  | Aoyama Trading Co. Ltd. | 400119 | 5915568 |
|  # | Arakawa Chemical Industries Ltd. | 108053 | 779728 |
|  | Arata Corp. | 201900 | 3933553 |

---

------

##### [**Table of Contents**](#toc)
**DFA INTERNATIONAL SMALL CAP VALUE PORTFOLIO** 

**CONTINUED** 

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  JAPAN — (Continued) | JAPAN — (Continued) |  |  |
|  # | Araya Industrial Co. Ltd. | 25100 | $802182 |
|  | ARCLANDS Corp. | 259500 | 2947407 |
|  | Arcs Co. Ltd. | 433400 | 8807372 |
|  # | Arisawa Manufacturing Co. Ltd. | 421782 | 4448687 |
|  | Artience Co. Ltd. | 526200 | 10724521 |
|  # | Artnature, Inc. | 31100 | 170286 |
|  | Asahi Co. Ltd. | 23100 | 195783 |
|  | Asahi Diamond Industrial Co. Ltd. | 472836 | 2565953 |
|  # | Asahi Kogyosha Co. Ltd. | 353396 | 7195630 |
|  | Asahi Printing Co. Ltd. | 10100 | 57202 |
|  | Asia Pile Holdings Corp. | 544800 | 4291028 |
|  | ASKA Pharmaceutical Holdings Co. Ltd. | 332000 | 4508684 |
|  # | Astena Holdings Co. Ltd. | 600900 | 1822500 |
|  # | Asti Corp. | 6500 | 88021 |
|  | Autobacs Seven Co. Ltd. | 70900 | 708364 |
|  | Awa Bank Ltd. | 261901 | 6187521 |
|  | Bando Chemical Industries Ltd. | 554600 | 6960463 |
|  | Bank of Nagoya Ltd. | 472512 | 12065129 |
|  | Bank of Saga Ltd. | 163934 | 3403792 |
|  | Bank of the Ryukyus Ltd. | 129813 | 1266498 |
|  # | Belluna Co. Ltd. | 781952 | 5152772 |
|  | BML, Inc. | 17900 | 424051 |
|  | Buffalo, Inc. | 1600 | 35952 |
|  | Bunka Shutter Co. Ltd. | 257600 | 3397448 |
|  | Business Brain Showa-Ota, Inc. | 800 | 15967 |
|  | Canon Electronics, Inc. | 294199 | 5146553 |
|  # | Carlit Co. Ltd. | 430600 | 4270381 |
|  | Cawachi Ltd. | 292400 | 5627672 |
|  # | CCI Group, Inc. | 4359150 | 18633050 |
|  | Central Glass Co. Ltd. | 539000 | 11245153 |
|  # | Chiba Kogyo Bank Ltd. | 878442 | 9165569 |
|  # | Chino Corp. | 10800 | 96807 |
|  # | Chiyoda Integre Co. Ltd. | 154500 | 3097986 |
|  | Chori Co. Ltd. | 119300 | 3072828 |
|  # | Chubu Shiryo Co. Ltd. | 489284 | 5082962 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  JAPAN — (Continued) | JAPAN — (Continued) |  |  |
|  | Chubu Steel Plate Co. Ltd. | 7800 | $100146 |
|  | Chudenko Corp. | 235560 | 6428564 |
|  | Chuetsu Pulp & Paper Co. Ltd. | 81800 | 882603 |
|  | Chugai Ro Co. Ltd. | 16100 | 486735 |
|  | Chugin Financial Group, Inc. | 1022200 | 14254470 |
|  | Chuo Gyorui Co. Ltd. | 48800 | 1106641 |
|  # | Chuo Spring Co. Ltd. | 117431 | 2530919 |
|  # | Chuo Warehouse Co. Ltd. | 50500 | 433213 |
|  | Citizen Watch Co. Ltd. | 2823200 | 19592090 |
|  # | CK-San-Etsu Co. Ltd. | 9500 | 246083 |
|  | Cleanup Corp. | 143000 | 705475 |
|  | CMK Corp. | 537800 | 1398090 |
|  # | Cosel Co. Ltd. | 107600 | 857471 |
|  | Cosmos Initia Co. Ltd. | 3000 | 25214 |
|  # | CTI Engineering Co. Ltd. | 150300 | 2763829 |
|  # | Dai Nippon Toryo Co. Ltd. | 202750 | 1667512 |
|  | Dai-Dan Co. Ltd. | 8000 | 354497 |
|  | Daido Kogyo Co. Ltd. | 8689 | 76442 |
|  # | Daido Metal Co. Ltd. | 233370 | 1580578 |
|  | Daido Steel Co. Ltd. | 1835500 | 17367303 |
|  | Daihatsu Infinearth Mfg Co. Ltd. | 367700 | 7307239 |
|  | Daiho Corp. | 533800 | 2733423 |
|  | Daiichi Jitsugyo Co. Ltd. | 391000 | 6621169 |
|  | Daiichi Kensetsu Corp. | 12800 | 290311 |
|  # | Daiichi Kigenso Kagaku-Kogyo Co. Ltd. | 40000 | 339361 |
|  | Daiki Aluminium Industry Co. Ltd. | 49399 | 360459 |
|  | Daikyonishikawa Corp. | 280849 | 1327351 |
|  | Dainichi Co. Ltd. | 207300 | 1234558 |
|  | Dainichiseika Color & Chemicals Manufacturing Co. Ltd. | 145707 | 3589308 |
|  | Daio Paper Corp. | 108499 | 571868 |
|  | Daishi Hokuetsu Financial Group, Inc. | 3461658 | 33384463 |
|  | Daishinku Corp. | 84225 | 316888 |
|  | Daisue Construction Co. Ltd. | 167300 | 3691035 |

---

------

##### [**Table of Contents**](#toc)
**DFA INTERNATIONAL SMALL CAP VALUE PORTFOLIO** 

**CONTINUED** 

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  JAPAN — (Continued) | JAPAN — (Continued) |  |  |
|  | Daito Pharmaceutical Co. Ltd. | 248164 | $2001714 |
|  | Daiwa Industries Ltd. | 17700 | 181122 |
|  | DCM Holdings Co. Ltd. | 1772510 | 16435546 |
|  | Denka Co. Ltd. | 177550 | 2576849 |
|  # | Denyo Co. Ltd. | 327400 | 6094439 |
|  | DIC Corp. | 1092182 | 25696897 |
|  | DKS Co. Ltd. | 94679 | 4036308 |
|  # | DMW Corp. | 45400 | 1521195 |
|  | Doshisha Co. Ltd. | 136200 | 2561489 |
|  | Dowa Holdings Co. Ltd. | 359500 | 13035192 |
|  # | DyDo Group Holdings, Inc. | 16200 | 255105 |
|  | Eagle Industry Co. Ltd. | 407899 | 7221029 |
|  | EDION Corp. | 2078900 | 27346774 |
|  # | Ehime Bank Ltd. | 193870 | 1572201 |
|  | Eizo Corp. | 39600 | 562125 |
|  | EJ Holdings, Inc. | 68300 | 737573 |
|  | Endo Lighting Corp. | 187200 | 2740371 |
|  | Enomoto Co. Ltd. | 46417 | 581337 |
|  | Enplas Corp. | 700 | 36794 |
|  | Eslead Corp. | 182700 | 6448167 |
|  | Exedy Corp. | 390336 | 13115285 |
|  | EXEO Group, Inc. | 252500 | 3641746 |
|  | FALCO HOLDINGS Co. Ltd. | 11900 | 191520 |
|  | FCC Co. Ltd. | 519945 | 10502905 |
|  | Feed One Co. Ltd. | 358280 | 2365582 |
|  | Ferrotec Corp. | 466114 | 15279575 |
|  # | FIDEA Holdings Co. Ltd. | 23996 | 257705 |
|  # | First Bank of Toyama Ltd. | 612100 | 5787634 |
|  # | FJ Next Holdings Co. Ltd. | 434760 | 4261576 |
|  | Foster Electric Co. Ltd. | 112190 | 1939696 |
|  | F-Tech, Inc. | 8300 | 40601 |
|  | Fuji Co. Ltd. | 12300 | 157084 |
|  | Fuji Corp. Ltd. | 150646 | 801476 |
|  # | Fuji Die Co. Ltd. | 10200 | 58398 |
|  # | Fuji Pharma Co. Ltd. | 151200 | 1546938 |
|  | Fuji Seal International, Inc. | 203270 | 3574008 |
|  # | Fujicco Co. Ltd. | 49900 | 517430 |
|  | Fujikura Composites, Inc. | 400700 | 5022210 |
|  # | Fujikura Kasei Co. Ltd. | 83500 | 333931 |
|  | Fujisash Co. Ltd. | 10700 | 55192 |
|  | Fujishoji Co. Ltd. | 9200 | 63492 |
|  # | FuKoKu Co. Ltd. | 188600 | 2244633 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  JAPAN — (Continued) | JAPAN — (Continued) |  |  |
|  | Fukuda Corp. | 104800 | $4676396 |
|  | Fukui Bank Ltd. | 33600 | 473647 |
|  | Fukuyama Transporting Co. Ltd. | 285162 | 7083293 |
|  | Furukawa Co. Ltd. | 436056 | 8594297 |
|  | Furuno Electric Co. Ltd. | 390400 | 22649269 |
|  | Fuso Pharmaceutical Industries Ltd. | 43001 | 590438 |
|  | Futaba Industrial Co. Ltd. | 1140900 | 6967870 |
|  | Fuyo General Lease Co. Ltd. | 618600 | 16173021 |
|  # | Gakken Holdings Co. Ltd. | 206200 | 1373427 |
|  | Gecoss Corp. | 282700 | 2510584 |
|  | Geo Holdings Corp. | 357800 | 3745559 |
|  | GLOBERIDE, Inc. | 38300 | 579343 |
|  | Glory Ltd. | 380752 | 9097834 |
|  | Godo Steel Ltd. | 119000 | 2821508 |
|  | Goldcrest Co. Ltd. | 157930 | 3423492 |
|  | Grandy House Corp. | 194800 | 715707 |
|  | GS Yuasa Corp. | 640100 | 17874506 |
|  # | GSI Creos Corp. | 179414 | 2686627 |
|  | G-Tekt Corp. | 453549 | 5819338 |
|  # | Gun-Ei Chemical Industry Co. Ltd. | 31300 | 675812 |
|  | Gunma Bank Ltd. | 5359796 | 55713073 |
|  | Gunze Ltd. | 622992 | 15345981 |
|  | H.U. Group Holdings, Inc. | 2971 | 72493 |
|  | H2O Retailing Corp. | 1135939 | 15368362 |
|  # | Hagihara Industries, Inc. | 64105 | 669466 |
|  | Hagiwara Electric Holdings Co. Ltd. | 123998 | 2846947 |
|  | Hamakyorex Co. Ltd. | 325100 | 3224817 |
|  | Hanwa Co. Ltd. | 631000 | 26319340 |
|  # | Harima Chemicals Group, Inc. | 68000 | 396986 |
|  # | Hashimoto Sogyo Holdings Co. Ltd. | 6300 | 48851 |
|  | Heiwa Corp. | 165500 | 2151395 |
|  | Heiwado Co. Ltd. | 441010 | 8112260 |
|  | Hibiya Engineering Ltd. | 102100 | 3002997 |
|  \* | Hino Motors Ltd. | 715487 | 1625360 |
|  # | Hirakawa Hewtech Corp. | 94733 | 1426653 |
|  | Hirano Tecseed Co. Ltd. | 20400 | 213379 |
|  | Hirata Corp. | 136296 | 1799501 |
|  | Hirogin Holdings, Inc. | 3637581 | 33985320 |

---

------

##### [**Table of Contents**](#toc)
**DFA INTERNATIONAL SMALL CAP VALUE PORTFOLIO** 

**CONTINUED** 

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  JAPAN — (Continued) | JAPAN — (Continued) |  |  |
|  | Hisaka Works Ltd. | 145400 | $1328887 |
|  # | Hodogaya Chemical Co. Ltd. | 103648 | 1226076 |
|  | Hokkaido Coca-Cola Bottling Co. Ltd. | 130098 | 3262827 |
|  | Hokkan Holdings Ltd. | 79500 | 1109801 |
|  # | Hokko Chemical Industry Co. Ltd. | 361100 | 3797844 |
|  # | Hokuetsu Corp. | 2414074 | 12802597 |
|  | Hokuhoku Financial Group, Inc. | 1279210 | 31337652 |
|  | Hokuriku Electric Industry Co. Ltd. | 112268 | 1657950 |
|  # | Hokuriku Electrical Construction Co. Ltd. | 184720 | 1677383 |
|  | H-One Co. Ltd. | 5100 | 44189 |
|  # | Hoosiers Holdings Co. Ltd. | 257600 | 2114120 |
|  | Hosiden Corp. | 944500 | 15056357 |
|  | Hosokawa Micron Corp. | 2300 | 84932 |
|  # | Howa Machinery Ltd. | 67620 | 624796 |
|  | Hyakugo Bank Ltd. | 2616190 | 16224679 |
|  | Hyakujushi Bank Ltd. | 112099 | 3924384 |
|  | Ichikawa Co. Ltd. | 3800 | 51463 |
|  # | Ichiken Co. Ltd. | 52203 | 1306119 |
|  # | Ichikoh Industries Ltd. | 287700 | 874972 |
|  | Ichinen Holdings Co. Ltd. | 185800 | 2424415 |
|  # | Icom, Inc. | 4300 | 87476 |
|  | Iino Kaiun Kaisha Ltd. | 574600 | 4686488 |
|  # | Inaba Seisakusho Co. Ltd. | 112800 | 1158481 |
|  | Inabata & Co. Ltd. | 611100 | 13686596 |
|  | Ines Corp. | 427100 | 4718245 |
|  | INFRONEER Holdings, Inc. | 755900 | 8098052 |
|  | Innotech Corp. | 320700 | 3797247 |
|  | Iriso Electronics Co. Ltd. | 101499 | 2037516 |
|  # | Iseki & Co. Ltd. | 127213 | 1814485 |
|  | Ishihara Sangyo Kaisha Ltd. | 760400 | 11701435 |
|  | Ishizuka Glass Co. Ltd. | 15199 | 297697 |
|  | Itochu Enex Co. Ltd. | 507700 | 5990056 |
|  | Itochu-Shokuhin Co. Ltd. | 82200 | 4996444 |
|  | Itoham Yonekyu Holdings, Inc. | 289940 | 10367428 |
|  | IwaiCosmo Holdings, Inc. | 426000 | 7781663 |
|  | Iwatani Corp. | 320100 | 3332480 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  JAPAN — (Continued) | JAPAN — (Continued) |  |  |
|  | Iyogin Holdings, Inc. | 1454800 | $22732534 |
|  | Izumi Co. Ltd. | 100100 | 1866020 |
|  | J Trust Co. Ltd. | 34800 | 91509 |
|  | Jaccs Co. Ltd. | 437900 | 11453401 |
|  | JAFCO Group Co. Ltd. | 447500 | 6994406 |
|  # | JANOME Corp. | 261100 | 1868136 |
|  | Japan Cash Machine Co. Ltd. | 10000 | 64700 |
|  | Japan Electronic Materials Corp. | 3000 | 84885 |
|  # | Japan Foundation Engineering Co. Ltd. | 225300 | 923896 |
|  # | Japan Medical Dynamic Marketing, Inc. | 57400 | 177418 |
|  | Japan Oil Transportation Co. Ltd. | 35321 | 882317 |
|  # | Japan Pulp & Paper Co. Ltd. | 2185500 | 10255095 |
|  | Japan Securities Finance Co. Ltd. | 342100 | 3928519 |
|  | Japan Transcity Corp. | 844100 | 6279157 |
|  # | Japan Wool Textile Co. Ltd. | 781900 | 8247485 |
|  # | JK Holdings Co. Ltd. | 260000 | 2125567 |
|  # | JMS Co. Ltd. | 83561 | 233071 |
|  | J-Oil Mills, Inc. | 308300 | 4035705 |
|  | Joshin Denki Co. Ltd. | 140639 | 2435093 |
|  # | JSP Corp. | 149099 | 1823971 |
|  | JTEKT Corp. | 614079 | 6143273 |
|  | Juroku Financial Group, Inc. | 424900 | 15474895 |
|  # | K&O Energy Group, Inc. | 253000 | 5703533 |
|  | Kamei Corp. | 564500 | 10677831 |
|  # | Kanaden Corp. | 340900 | 4628057 |
|  | Kanadevia Corp. | 18400 | 136338 |
|  # | Kanagawa Chuo Kotsu Co. Ltd. | 1600 | 36412 |
|  | Kanamoto Co. Ltd. | 374941 | 8732431 |
|  | Kandenko Co. Ltd. | 812277 | 24824937 |
|  | Kaneka Corp. | 680600 | 18777468 |
|  | Kanematsu Corp. | 333630 | 6754619 |
|  # | Kanto Denka Kogyo Co. Ltd. | 198529 | 1339521 |
|  | Katakura Industries Co. Ltd. | 133500 | 2301316 |
|  | Kawada Technologies, Inc. | 284500 | 7454386 |

---

------

##### [**Table of Contents**](#toc)
**DFA INTERNATIONAL SMALL CAP VALUE PORTFOLIO** 

**CONTINUED** 

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  JAPAN — (Continued) | JAPAN — (Continued) |  |  |
|  | Kawai Musical Instruments Manufacturing Co. Ltd. | 2808 | $47217 |
|  | Keihin Co. Ltd. | 31700 | 547833 |
|  | KEIWA, Inc. | 14100 | 105520 |
|  | Keiyo Bank Ltd. | 1178570 | 9943159 |
|  | KEL Corp. | 4000 | 35601 |
|  # | Kenko Mayonnaise Co. Ltd. | 141130 | 1666433 |
|  # | Kimoto Co. Ltd. | 38200 | 64321 |
|  | Kimura Unity Co. Ltd. | 193200 | 1054092 |
|  | Kitagawa Corp. | 28619 | 299498 |
|  # | Kita-Nippon Bank Ltd. | 10643 | 260152 |
|  # | Kitano Construction Corp. | 346108 | 2957289 |
|  | Kitz Corp. | 491900 | 5514485 |
|  | Kiyo Bank Ltd. | 323800 | 6306555 |
|  #\* | KNT-CT Holdings Co. Ltd. | 2848 | 27582 |
|  | Koa Corp. | 151678 | 1347791 |
|  # | Koatsu Gas Kogyo Co. Ltd. | 211400 | 1409001 |
|  | Kohnan Shoji Co. Ltd. | 189376 | 4584839 |
|  | Koike Sanso Kogyo Co. Ltd. | 21400 | 221583 |
|  # | Kojima Co. Ltd. | 112200 | 800568 |
|  # | Komatsu Matere Co. Ltd. | 5035 | 28051 |
|  | Komatsu Wall Industry Co. Ltd. | 308800 | 4980914 |
|  | Komehyo Holdings Co. Ltd. | 1300 | 25251 |
|  | Komeri Co. Ltd. | 474800 | 9877962 |
|  | Komori Corp. | 208371 | 1956915 |
|  | Konica Minolta, Inc. | 890290 | 3057205 |
|  | Konoike Transport Co. Ltd. | 387600 | 8016496 |
|  # | Konoshima Chemical Co. Ltd. | 12588 | 120662 |
|  | KPP Group Holdings Co. Ltd. | 494812 | 2444277 |
|  | Krosaki Harima Corp. | 5800 | 155539 |
|  # | KRS Corp. | 213300 | 4027503 |
|  | K's Holdings Corp. | 556700 | 5518724 |
|  | KU Holdings Co. Ltd. | 213600 | 1631324 |
|  | Kumagai Gumi Co. Ltd. | 897540 | 8149296 |
|  # | Kumiai Chemical Industry Co. Ltd. | 465100 | 2057540 |
|  | Kurabo Industries Ltd. | 271400 | 12340403 |
|  # | Kureha Corp. | 283700 | 6782121 |
|  # | Kurimoto Ltd. | 893000 | 10026803 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  JAPAN — (Continued) | JAPAN — (Continued) |  |  |
|  | Kuriyama Holdings Corp. | 109370 | $1177430 |
|  | KVK Corp. | 2500 | 37236 |
|  # | KYB Corp. | 605600 | 15357348 |
|  # | Kyodo Printing Co. Ltd. | 313200 | 3045886 |
|  | Kyoei Steel Ltd. | 292843 | 4359646 |
|  | Kyokuto Boeki Kaisha Ltd. | 9400 | 108599 |
|  | Kyokuto Kaihatsu Kogyo Co. Ltd. | 586750 | 9819041 |
|  | Kyokuto Securities Co. Ltd. | 87957 | 868964 |
|  # | Kyokuyo Co. Ltd. | 62799 | 1941374 |
|  | Kyorin Pharmaceutical Co. Ltd. | 190099 | 1732798 |
|  # | Kyosan Electric Manufacturing Co. Ltd. | 853900 | 2924677 |
|  # | Kyowa Electronic Instruments Co. Ltd. | 232900 | 1047850 |
|  | Kyowa Leather Cloth Co. Ltd. | 122300 | 691792 |
|  | Kyushu Financial Group, Inc. | 223780 | 1282568 |
|  | Kyushu Leasing Service Co. Ltd. | 85000 | 730768 |
|  | Lintec Corp. | 156600 | 3979870 |
|  # | Look Holdings, Inc. | 127599 | 2187859 |
|  | Mabuchi Motor Co. Ltd. | 110500 | 1952094 |
|  # | Maezawa Industries, Inc. | 86200 | 1075030 |
|  # | Maezawa Kasei Industries Co. Ltd. | 224500 | 3034587 |
|  | Maezawa Kyuso Industries Co. Ltd. | 317000 | 2945917 |
|  | Makino Milling Machine Co. Ltd. | 341012 | 24774273 |
|  | Mamiya-Op Co. Ltd. | 15800 | 193135 |
|  | Mandom Corp. | 32638 | 513501 |
|  | Mars Group Holdings Corp. | 20000 | 398023 |
|  # | Marubun Corp. | 360600 | 2774004 |
|  # | Marudai Food Co. Ltd. | 339574 | 4128263 |
|  | Maruha Nichiro Corp. | 608204 | 13595438 |
|  | Maruichi Steel Tube Ltd. | 646500 | 5466348 |
|  # | MARUKA FURUSATO Corp. | 126014 | 1845479 |

---

------

##### [**Table of Contents**](#toc)
**DFA INTERNATIONAL SMALL CAP VALUE PORTFOLIO** 

**CONTINUED** 

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  JAPAN — (Continued) | JAPAN — (Continued) |  |  |
|  # | Maruyama Manufacturing Co., Inc. | 14300 | $201576 |
|  | Maruzen CHI Holdings Co. Ltd. | 16900 | 36296 |
|  | Maruzen Showa Unyu Co. Ltd. | 291200 | 13103573 |
|  | Matsuda Sangyo Co. Ltd. | 215700 | 5791890 |
|  # | Matsui Construction Co. Ltd. | 272400 | 2439206 |
|  | Maxell Ltd. | 276958 | 4014754 |
|  # | Medius Holdings Co. Ltd. | 6100 | 31599 |
|  | Megmilk Snow Brand Co. Ltd. | 628169 | 11521013 |
|  # | Meiji Electric Industries Co. Ltd. | 67300 | 1014199 |
|  # | Meiji Shipping Group Co. Ltd. | 15400 | 69924 |
|  | Meisei Industrial Co. Ltd. | 484900 | 5188762 |
|  | Meiwa Corp. | 112500 | 578088 |
|  | Meiwa Estate Co. Ltd. | 194500 | 1349330 |
|  | Menicon Co. Ltd. | 50390 | 392842 |
|  # | Mie Kotsu Group Holdings, Inc. | 84846 | 295981 |
|  # | Mikuni Corp. | 21352 | 53219 |
|  # | Miraial Co. Ltd. | 60762 | 472000 |
|  | Mirait One Corp. | 902609 | 17490139 |
|  # | Mirarth Holdings, Inc. | 656546 | 1618329 |
|  # | Mitani Sangyo Co. Ltd. | 146500 | 473928 |
|  # | Mito Securities Co. Ltd. | 214771 | 713211 |
|  | Mitsuba Corp. | 339641 | 2064509 |
|  # | Mitsubishi Kakoki Kaisha Ltd. | 312000 | 6650600 |
|  | Mitsubishi Materials Corp. | 1758976 | 33867030 |
|  # | Mitsubishi Paper Mills Ltd. | 100035 | 395810 |
|  | Mitsubishi Pencil Co. Ltd. | 34300 | 454985 |
|  | Mitsubishi Steel Manufacturing Co. Ltd. | 169116 | 2055914 |
|  # | Mitsui DM Sugar Co. Ltd. | 207506 | 4086509 |
|  # | Mitsui E&S Co. Ltd. | 13500 | 548842 |
|  | Mitsui Kinzoku Co. Ltd. | 506585 | 51599482 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  JAPAN — (Continued) | JAPAN — (Continued) |  |  |
|  # | Mitsui Matsushima Holdings Co. Ltd. | 59000 | $495515 |
|  | Mitsuuroko Group Holdings Co. Ltd. | 443400 | 6058169 |
|  | Miyazaki Bank Ltd. | 68226 | 2051618 |
|  | Miyoshi Oil & Fat Co. Ltd. | 22600 | 322482 |
|  | Mizuho Leasing Co. Ltd. | 1902300 | 15239810 |
|  | Mizuno Corp. | 92937 | 1676592 |
|  # | MORESCO Corp. | 6100 | 54059 |
|  | Morinaga Milk Industry Co. Ltd. | 9200 | 198592 |
|  # | Moriroku Co. Ltd. | 77699 | 1181919 |
|  | Morita Holdings Corp. | 140100 | 2118067 |
|  | Morito Co. Ltd. | 156500 | 1648691 |
|  # | Mory Industries, Inc. | 599500 | 3732309 |
|  # | MrMax Holdings Ltd. | 133475 | 666883 |
|  | Murakami Corp. | 58700 | 2577480 |
|  | Musashi Seimitsu Industry Co. Ltd. | 109500 | 2470327 |
|  | Musashino Bank Ltd. | 337378 | 9076341 |
|  | Muto Seiko Co. | 5100 | 55677 |
|  # | Nachi-Fujikoshi Corp. | 89888 | 2299368 |
|  | Nadex Co. Ltd. | 4300 | 27610 |
|  # | Nafco Co. Ltd. | 64400 | 834797 |
|  | Nagano Keiki Co. Ltd. | 44000 | 669314 |
|  | Nagase & Co. Ltd. | 1468200 | 32062878 |
|  | Nakabayashi Co. Ltd. | 226600 | 846243 |
|  # | Nakano Corp. | 24800 | 153504 |
|  # | Nakayama Steel Works Ltd. | 426300 | 1703622 |
|  | Nanto Bank Ltd. | 111346 | 3703307 |
|  | Narasaki Sangyo Co. Ltd. | 34900 | 771244 |
|  | Nasu Denki Tekko Co. Ltd. | 6600 | 673483 |
|  # | NEC Capital Solutions Ltd. | 222900 | 5507416 |
|  | Neturen Co. Ltd. | 681800 | 5270303 |
|  | NHK Spring Co. Ltd. | 2441900 | 45780408 |
|  # | Nicca Chemical Co. Ltd. | 37899 | 356460 |
|  | Nice Corp. | 22200 | 255535 |
|  | Nichicon Corp. | 103300 | 1036448 |
|  # | Nichiden Corp. | 47100 | 758177 |
|  | Nichiha Corp. | 54300 | 965824 |
|  | Nichimo Co. Ltd. | 115100 | 1860158 |
|  | Nichireki Group Co. Ltd. | 461800 | 7263950 |
|  | Nichirin Co. Ltd. | 113560 | 2642531 |
|  | Nihon Denkei Co. Ltd. | 75950 | 1003409 |

---

------

##### [**Table of Contents**](#toc)
**DFA INTERNATIONAL SMALL CAP VALUE PORTFOLIO** 

**CONTINUED** 

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  JAPAN — (Continued) | JAPAN — (Continued) |  |  |
|  # | Nihon House Holdings Co. Ltd. | 96397 | $185571 |
|  | Nihon Kagaku Sangyo Co. Ltd. | 86300 | 1251216 |
|  | Nihon Nohyaku Co. Ltd. | 595900 | 3334608 |
|  | Nihon Parkerizing Co. Ltd. | 78800 | 684431 |
|  | Nihon Tokushu Toryo Co. Ltd. | 146300 | 1980202 |
|  | Nihon Yamamura Glass Co. Ltd. | 31599 | 546083 |
|  | Nikkiso Co. Ltd. | 814204 | 7959695 |
|  # | Nikko Co. Ltd. | 479200 | 2376235 |
|  # | Nikkon Holdings Co. Ltd. | 1391800 | 31390733 |
|  # | Nippi, Inc. | 14300 | 1168388 |
|  | Nippn Corp. | 588900 | 8372414 |
|  # | Nippon Beet Sugar Manufacturing Co. Ltd. | 54999 | 1066030 |
|  | Nippon Carbide Industries Co., Inc. | 66406 | 914129 |
|  # | Nippon Carbon Co. Ltd. | 8900 | 250294 |
|  | Nippon Chemical Industrial Co. Ltd. | 52083 | 945340 |
|  #\* | Nippon Chemi-Con Corp. | 147784 | 1491344 |
|  # | Nippon Concrete Industries Co. Ltd. | 464099 | 971550 |
|  # | Nippon Denko Co. Ltd. | 736100 | 1606661 |
|  | Nippon Densetsu Kogyo Co. Ltd. | 396999 | 7406340 |
|  | Nippon Electric Glass Co. Ltd. | 1185900 | 39925482 |
|  | Nippon Hume Corp. | 326200 | 6575954 |
|  | Nippon Kayaku Co. Ltd. | 994000 | 9089543 |
|  | Nippon Kodoshi Corp. | 1000 | 17648 |
|  | Nippon Light Metal Holdings Co. Ltd. | 446517 | 6502305 |
|  | Nippon Paper Industries Co. Ltd. | 717957 | 5371391 |
|  | Nippon Rietec Co. Ltd. | 27640 | 368833 |
|  | Nippon Seiki Co. Ltd. | 497000 | 5743086 |
|  # | Nippon Seisen Co. Ltd. | 238400 | 1710548 |
|  | Nippon Sharyo Ltd. | 37899 | 820966 |
|  \* | Nippon Sheet Glass Co. Ltd. | 739307 | 2766019 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  JAPAN — (Continued) | JAPAN — (Continued) |  |  |
|  | Nippon Shinyaku Co. Ltd. | 10000 | $209236 |
|  | Nippon Shokubai Co. Ltd. | 1220300 | 14138805 |
|  | Nippon Signal Co. Ltd. | 473609 | 3872573 |
|  | Nippon Soda Co. Ltd. | 881800 | 19548561 |
|  | Nippon Thompson Co. Ltd. | 666363 | 2885464 |
|  # | Nippon Yakin Kogyo Co. Ltd. | 261546 | 7246610 |
|  | Nipro Corp. | 804996 | 7857844 |
|  | Nishikawa Rubber Co. Ltd. | 37800 | 695716 |
|  | Nishi-Nippon Financial Holdings, Inc. | 1992400 | 34046668 |
|  | Nishio Holdings Co. Ltd. | 196700 | 5595857 |
|  # | Nissan Shatai Co. Ltd. | 31100 | 207059 |
|  | Nissan Tokyo Sales Holdings Co. Ltd. | 504200 | 1643222 |
|  | Nissei Plastic Industrial Co. Ltd. | 190200 | 1048147 |
|  | Nissha Co. Ltd. | 323015 | 2806386 |
|  | Nisshin Group Holdings Co. Ltd. | 695400 | 2715800 |
|  | Nisshin Oillio Group Ltd. | 619200 | 20459093 |
|  | Nisshinbo Holdings, Inc. | 1850374 | 14623120 |
|  | Nissui Corp. | 1329700 | 9264036 |
|  | Nitta Corp. | 135096 | 3541207 |
|  | Nitta Gelatin, Inc. | 99437 | 638824 |
|  # | Nittetsu Mining Co. Ltd. | 1437990 | 15750158 |
|  | Nitto Fuji Flour Milling Co. Ltd. | 62500 | 2816101 |
|  | Nitto Kohki Co. Ltd. | 43600 | 484168 |
|  # | Nitto Seiko Co. Ltd. | 483147 | 2157399 |
|  # | Nittoku Co. Ltd. | 25900 | 409233 |
|  | Nojima Corp. | 26100 | 192718 |
|  | NOK Corp. | 894320 | 15880013 |
|  | Noritake Co. Ltd. | 417100 | 13064952 |
|  | Noritsu Koki Co. Ltd. | 580200 | 6298107 |
|  | Noritz Corp. | 269062 | 3493642 |
|  | North Pacific Bank Ltd. | 4002800 | 18746472 |
|  | NPR-RIKEN Corp. | 315445 | 6387168 |
|  # | NS United Kaiun Kaisha Ltd. | 224700 | 8033298 |
|  | NSK Ltd. | 506200 | 2550746 |
|  | NTN Corp. | 6022348 | 13445214 |

---

------

##### [**Table of Contents**](#toc)
**DFA INTERNATIONAL SMALL CAP VALUE PORTFOLIO** 

**CONTINUED** 

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  JAPAN — (Continued) | JAPAN — (Continued) |  |  |
|  | Ogaki Kyoritsu Bank Ltd. | 53330 | $1276620 |
|  # | Ohara, Inc. | 47900 | 353378 |
|  # | Ohashi Technica, Inc. | 183800 | 2439112 |
|  | Oiles Corp. | 39800 | 582995 |
|  | Oita Bank Ltd. | 1200 | 39606 |
|  # | Okabe Co. Ltd. | 220659 | 1312965 |
|  | Okamoto Industries, Inc. | 400 | 13090 |
|  | Okamoto Machine Tool Works Ltd. | 16300 | 506916 |
|  | Okasan Securities Group, Inc. | 1210300 | 5423946 |
|  | Oki Electric Industry Co. Ltd. | 1120485 | 13386825 |
|  | Okinawa Financial Group, Inc. | 172328 | 4294705 |
|  | OKUMA Corp. | 70900 | 1578429 |
|  | Okumura Corp. | 306400 | 9712975 |
|  # | Okura Industrial Co. Ltd. | 141749 | 4564911 |
|  | Okuwa Co. Ltd. | 160992 | 868238 |
|  | Onamba Co. Ltd. | 6800 | 59040 |
|  # | Onoken Co. Ltd. | 235349 | 2101140 |
|  | Orient Corp. | 193652 | 1210285 |
|  | Oriental Shiraishi Corp. | 791600 | 2180102 |
|  # | Osaka Steel Co. Ltd. | 314600 | 5292000 |
|  # | Osaki Electric Co. Ltd. | 500360 | 4055067 |
|  | OUG Holdings, Inc. | 24500 | 614567 |
|  | Oyo Corp. | 30500 | 569167 |
|  # | Pacific Industrial Co. Ltd. | 891024 | 17769349 |
|  | Pack Corp. | 78900 | 614768 |
|  | PALTAC Corp. | 17200 | 507271 |
|  | Parker Corp. | 31800 | 230914 |
|  | Pegasus Co. Ltd. | 81979 | 438002 |
|  | PHC Holdings Corp. | 31800 | 207866 |
|  | Pickles Holdings Co. Ltd. | 2995 | 21352 |
|  # | Piolax, Inc. | 451787 | 5033992 |
|  | Press Kogyo Co. Ltd. | 1813900 | 7687509 |
|  | Prima Meat Packers Ltd. | 12400 | 199193 |
|  | Procrea Holdings, Inc. | 42746 | 480035 |
|  | PS Construction Co. Ltd. | 162129 | 1901488 |
|  | Raiznext Corp. | 11000 | 136670 |
|  | Rasa Corp. | 105200 | 1126525 |
|  | Rasa Industries Ltd. | 102000 | 3323304 |
|  | Rengo Co. Ltd. | 1471700 | 8963280 |
|  #\* | RENOVA, Inc. | 315545 | 1690676 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  JAPAN — (Continued) | JAPAN — (Continued) |  |  |
|  | Restar Corp. | 127700 | $2136389 |
|  # | Retail Partners Co. Ltd. | 153700 | 1284013 |
|  | Rheon Automatic Machinery Co. Ltd. | 6499 | 60954 |
|  # | Rhythm Co. Ltd. | 124300 | 2703520 |
|  | Ricoh Leasing Co. Ltd. | 358800 | 13176954 |
|  # | Riken Technos Corp. | 926300 | 8396266 |
|  | Rion Co. Ltd. | 9500 | 153978 |
|  # | Rokko Butter Co. Ltd. | 4200 | 31977 |
|  | Ryobi Ltd. | 378132 | 6750393 |
|  | RYODEN Corp. | 367300 | 7609630 |
|  | S Foods, Inc. | 33200 | 538842 |
|  # | Sac's Bar Holdings, Inc. | 5800 | 29463 |
|  | Sakai Chemical Industry Co. Ltd. | 248584 | 4586859 |
|  # | Sakai Heavy Industries Ltd. | 141200 | 1879920 |
|  | Sakata INX Corp. | 367030 | 5418013 |
|  | Sala Corp. | 661540 | 4507535 |
|  | San Holdings, Inc. | 380500 | 3707629 |
|  # | San ju San Financial Group, Inc. | 107730 | 2547995 |
|  | San-Ai Obbli Co. Ltd. | 688300 | 9116471 |
|  | San-In Godo Bank Ltd. | 2961500 | 26039510 |
|  | Sanki Engineering Co. Ltd. | 139100 | 4780312 |
|  | Sanko Gosei Ltd. | 363747 | 1985577 |
|  | Sanko Metal Industrial Co. Ltd. | 205500 | 1809333 |
|  # | Sankyo Seiko Co. Ltd. | 296700 | 1296930 |
|  # | Sankyo Tateyama, Inc. | 152736 | 595875 |
|  | Sankyu, Inc. | 13800 | 704630 |
|  # | Sanoh Industrial Co. Ltd. | 242200 | 1440913 |
|  | Sansei Technologies, Inc. | 94723 | 1391395 |
|  | Sansha Electric Manufacturing Co. Ltd. | 142400 | 834566 |
|  | Sanshin Electronics Co. Ltd. | 7400 | 140296 |
|  | Sanyo Chemical Industries Ltd. | 80600 | 2193035 |
|  | Sanyo Denki Co. Ltd. | 236100 | 6037311 |
|  | Sanyo Industries Ltd. | 42000 | 1247538 |
|  | Sanyo Shokai Ltd. | 25900 | 534338 |
|  | Sanyo Trading Co. Ltd. | 153600 | 1581067 |

---

------

##### [**Table of Contents**](#toc)
**DFA INTERNATIONAL SMALL CAP VALUE PORTFOLIO** 

**CONTINUED** 

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  JAPAN — (Continued) | JAPAN — (Continued) |  |  |
|  | Sata Construction Co. Ltd. | 8900 | $62427 |
|  | Sato Corp. | 22800 | 323613 |
|  # | Sato Shoji Corp. | 236800 | 3304174 |
|  | SAXA, Inc. | 64599 | 2254561 |
|  #\* | SBI ARUHI Corp. | 7100 | 36782 |
|  | Scroll Corp. | 4900 | 34828 |
|  | SEC Carbon Ltd. | 19700 | 272722 |
|  | Seibu Electric & Machinery Co. Ltd. | 5500 | 74895 |
|  # | Seika Corp. | 246498 | 3675131 |
|  | Seiko Group Corp. | 243264 | 11171616 |
|  | Sekisui Jushi Corp. | 240013 | 3209281 |
|  # | Sekisui Kasei Co. Ltd. | 12397 | 28451 |
|  | Senshu Ikeda Holdings, Inc. | 4018444 | 17344980 |
|  # | Shibaura Machine Co. Ltd | 215400 | 5981455 |
|  # | Shibusawa Logistics Corp. | 654400 | 4697769 |
|  | Shibuya Corp. | 45600 | 1011647 |
|  | Shiga Bank Ltd. | 163000 | 6584264 |
|  | Shikibo Ltd. | 4570 | 29743 |
|  | Shikoku Bank Ltd. | 277699 | 2620785 |
|  | Shinagawa Refra Co. Ltd. | 527900 | 6327113 |
|  | Shindengen Electric Manufacturing Co. Ltd. | 40199 | 912908 |
|  | Shinko Shoji Co. Ltd. | 43800 | 289242 |
|  | Shinmaywa Industries Ltd. | 337100 | 4383977 |
|  | Shinnihon Corp. | 492000 | 5654669 |
|  # | Shinsho Corp. | 342197 | 5156023 |
|  # | Shinwa Co. Ltd. (3447 JP) | 52300 | 281764 |
|  | Shinwa Co. Ltd. (7607 JP) | 2700 | 53807 |
|  | Shizuoka Gas Co. Ltd. | 729000 | 5330843 |
|  | Showa Sangyo Co. Ltd. | 111063 | 2120026 |
|  | Siix Corp. | 242920 | 2178666 |
|  # | Sinanen Holdings Co. Ltd. | 119700 | 4793473 |
|  | Sintokogio Ltd. | 276362 | 1850757 |
|  # | SK-Electronics Co. Ltd. | 18563 | 358242 |
|  | SKY Perfect JSAT Holdings, Inc. | 2834700 | 27893369 |
|  # | SMK Corp. | 11049 | 162368 |
|  # | Soda Nikka Co. Ltd. | 150900 | 977195 |
|  | Sodick Co. Ltd. | 182366 | 1153086 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  JAPAN — (Continued) | JAPAN — (Continued) |  |  |
|  | Soft99 Corp. | 88100 | $2247691 |
|  | Soken Chemical & Engineering Co. Ltd. | 172000 | 2659915 |
|  # | Space Co. Ltd. | 7400 | 65590 |
|  # | SPK Corp. | 110236 | 1598967 |
|  | Stanley Electric Co. Ltd. | 9300 | 182673 |
|  | Star Mica Holdings Co. Ltd. | 72229 | 533064 |
|  | Star Micronics Co. Ltd. | 76400 | 823369 |
|  | Starzen Co. Ltd. | 544270 | 4095307 |
|  # | Stella Chemifa Corp. | 43200 | 1146717 |
|  # | Subaru Enterprise Co. Ltd. | 54200 | 1154674 |
|  # | Sugimoto & Co. Ltd. | 267838 | 3136713 |
|  | SUMCO Corp. | 1281554 | 13060083 |
|  | Sumida Corp. | 296216 | 2152330 |
|  | Suminoe Co. Ltd. | 114100 | 895044 |
|  | Sumitomo Heavy Industries Ltd. | 132300 | 3537247 |
|  | Sumitomo Osaka Cement Co. Ltd. | 408324 | 10200007 |
|  | Sumitomo Riko Co. Ltd. | 707924 | 11979966 |
|  # | Sumitomo Seika Chemicals Co. Ltd. | 126714 | 3924942 |
|  | Sumitomo Warehouse Co. Ltd. | 1109800 | 23407733 |
|  | Sun Frontier Fudousan Co. Ltd. | 489000 | 7243904 |
|  # | Suncall Corp. | 40800 | 267289 |
|  # | Sun-Wa Technos Corp. | 257700 | 4475714 |
|  | Suruga Bank Ltd. | 2652300 | 26549816 |
|  | Suzuken Co. Ltd. | 14738 | 559698 |
|  | Suzuki Co. Ltd. | 203923 | 2849795 |
|  | T Hasegawa Co. Ltd. | 54900 | 961875 |
|  | T RAD Co. Ltd. | 64900 | 2936233 |
|  # | Tachibana Eletech Co. Ltd. | 368520 | 6769710 |
|  # | Tachikawa Corp. | 207261 | 2542712 |
|  | Tachi-S Co. Ltd. | 219100 | 2777326 |
|  | Tadano Ltd. | 268900 | 1867574 |
|  | Taihei Dengyo Kaisha Ltd. | 726300 | 10183871 |
|  | Taiheiyo Cement Corp. | 1120921 | 30412265 |
|  # | Taiho Kogyo Co. Ltd. | 39299 | 174343 |
|  | Taisei Lamick Group Head Quarter & Innovation Co. Ltd. | 6300 | 107761 |
|  | Taiyo Yuden Co. Ltd. | 761215 | 21619876 |

---

------

##### [**Table of Contents**](#toc)
**DFA INTERNATIONAL SMALL CAP VALUE PORTFOLIO** 

**CONTINUED** 

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  JAPAN — (Continued) | JAPAN — (Continued) |  |  |
|  | Takamatsu Construction Group Co. Ltd. | 166800 | $3660847 |
|  | Takamiya Co. Ltd. | 43800 | 118029 |
|  # | Takano Co. Ltd. | 700 | 3409 |
|  | Takaoka Toko Co. Ltd. | 221344 | 4929434 |
|  | Takara Holdings, Inc. | 50400 | 513336 |
|  | Takara Standard Co. Ltd. | 549853 | 8880877 |
|  | Takasago International Corp. | 837550 | 8185413 |
|  # | Takashima & Co. Ltd. | 401200 | 2131919 |
|  | Takashimaya Co. Ltd. | 1745934 | 18675127 |
|  | Take & Give Needs Co. Ltd. | 5500 | 29348 |
|  # | TAKEBISHI Corp. | 66700 | 884316 |
|  # | Tamura Corp. | 479838 | 1644524 |
|  | Tanabe Engineering Corp. | 26400 | 404685 |
|  # | Tayca Corp. | 100383 | 855485 |
|  # | Tbk Co. Ltd. | 36400 | 77636 |
|  | Techno Ryowa Ltd. | 220770 | 8103716 |
|  | Teijin Ltd. | 986626 | 8631524 |
|  # | Teikoku Tsushin Kogyo Co. Ltd. | 158200 | 2535181 |
|  # | Tera Probe, Inc. | 24596 | 933076 |
|  # | Terasaki Electric Co. Ltd. | 19800 | 619384 |
|  # | Tess Holdings Co. Ltd. | 230400 | 520122 |
|  | THK Co. Ltd. | 139992 | 3727639 |
|  | Tigers Polymer Corp. | 212200 | 1331325 |
|  | Toa Corp. (1885 JP) | 1057400 | 16196251 |
|  # | Toa Corp. (6809 JP) | 151167 | 1238440 |
|  # | TOA ROAD Corp. | 430700 | 4337467 |
|  | Toagosei Co. Ltd. | 1609200 | 15963011 |
|  | TOBISHIMA HOLDINGS, Inc. | 232576 | 3176401 |
|  | Toda Corp. | 1960100 | 13204718 |
|  | Toenec Corp. | 1078900 | 11709128 |
|  | Togami Electric Manufacturing Co. Ltd. | 13600 | 372614 |
|  # | Toho Bank Ltd. | 1006945 | 2979982 |
|  | Toho Holdings Co. Ltd. | 36600 | 1173720 |
|  # | Tohoku Bank Ltd. | 50670 | 434825 |
|  | Tokai Carbon Co. Ltd. | 699771 | 4687634 |
|  | Tokai Corp. | 92163 | 1276744 |
|  | Tokai Rika Co. Ltd. | 809900 | 14549368 |
|  | Tokai Tokyo Financial Holdings, Inc. | 2663365 | 9868741 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  JAPAN — (Continued) | JAPAN — (Continued) |  |  |
|  # | Tokushu Tokai Paper Co. Ltd. | 484143 | $4658309 |
|  | Tokuyama Corp. | 966667 | 23998927 |
|  # | Tokyo Energy & Systems, Inc. | 432110 | 4981082 |
|  | Tokyo Kiraboshi Financial Group, Inc. | 337888 | 16088467 |
|  | Tokyo Rope Manufacturing Co. Ltd. | 161100 | 1508248 |
|  # | Tokyo Sangyo Co. Ltd. | 298700 | 1807162 |
|  | Tokyo Steel Manufacturing Co. Ltd. | 48800 | 430596 |
|  # | Tokyo Tekko Co. Ltd. | 121500 | 4440130 |
|  | Tokyu Construction Co. Ltd. | 235500 | 1601703 |
|  | Toli Corp. | 929700 | 3761132 |
|  | Tomato Bank Ltd. | 35600 | 318777 |
|  | Tomen Devices Corp. | 17800 | 1087580 |
|  # | Tomoe Corp. | 634100 | 7447315 |
|  # | Tomoe Engineering Co. Ltd. | 284700 | 2927185 |
|  | Tomoku Co. Ltd. | 233164 | 4979941 |
|  | TOMONY Holdings, Inc. | 666786 | 2954848 |
|  | Topre Corp. | 357299 | 5179364 |
|  | Topy Industries Ltd. | 94899 | 1752184 |
|  # | Tosho Co. Ltd. | 53299 | 272223 |
|  | Towa Bank Ltd. | 255402 | 1538271 |
|  # | Towa Pharmaceutical Co. Ltd. | 154340 | 2841320 |
|  # | Toyo Innovex Co. Ltd. | 59300 | 254881 |
|  | Toyo Kanetsu KK | 89500 | 2618129 |
|  | Toyo Logistics Co. Ltd. | 1499 | 18988 |
|  # | Toyo Tanso Co. Ltd. | 34375 | 1028415 |
|  # | Toyo Tire Corp. | 1180692 | 32268378 |
|  # | Toyo Wharf & Warehouse Co. Ltd. | 21999 | 230853 |
|  | Toyobo Co. Ltd. | 318573 | 2364705 |
|  | Toyoda Gosei Co. Ltd. | 318601 | 7373949 |
|  | Toyota Boshoku Corp. | 172700 | 2625917 |
|  | TPR Co. Ltd. | 452942 | 3557124 |
|  | Trinity Industrial Corp. | 12100 | 92287 |
|  | Trusco Nakayama Corp. | 31500 | 496649 |
|  | TS Tech Co. Ltd. | 1113800 | 13200510 |
|  | TSI Holdings Co. Ltd. | 623305 | 3867716 |

---

------

##### [**Table of Contents**](#toc)
**DFA INTERNATIONAL SMALL CAP VALUE PORTFOLIO** 

**CONTINUED** 

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  JAPAN — (Continued) | JAPAN — (Continued) |  |  |
|  | Tsubakimoto Chain Co. | 1213916 | $16990139 |
|  # | Tsubakimoto Kogyo Co. Ltd. | 62100 | 1098232 |
|  # | Tsukishima Holdings Co. Ltd. | 462530 | 7651548 |
|  # | Tsukuba Bank Ltd. | 297767 | 608746 |
|  | Tsumura & Co. | 108038 | 2506112 |
|  # | Tsurumi Manufacturing Co. Ltd. | 382600 | 4821497 |
|  | TV Asahi Holdings Corp. | 168700 | 3432938 |
|  | Tv Tokyo Holdings Corp. | 128400 | 3866524 |
|  | TYK Corp. | 467200 | 1674490 |
|  | UACJ Corp. | 2597076 | 33535673 |
|  | UBE Corp. | 1278955 | 18801940 |
|  | Ueki Corp. | 29200 | 472378 |
|  # | Unipres Corp. | 269639 | 2093184 |
|  # | United Super Markets Holdings, Inc. | 263100 | 1404601 |
|  | Ushio, Inc. | 19400 | 321646 |
|  | V Technology Co. Ltd. | 7800 | 175236 |
|  | Valor Holdings Co. Ltd. | 325830 | 5964486 |
|  | Vital KSK Holdings, Inc. | 142600 | 1149028 |
|  | VT Holdings Co. Ltd. | 197564 | 623627 |
|  # | Wakachiku Construction Co. Ltd. | 148800 | 4628467 |
|  | Wakita & Co. Ltd. | 832300 | 9577680 |
|  | Warabeya Nichiyo Holdings Co. Ltd. | 162768 | 3291049 |
|  # | Wellneo Sugar Co. Ltd. | 177200 | 2897851 |
|  | World Co. Ltd. | 278500 | 4886960 |
|  | World Holdings Co. Ltd. | 4300 | 69895 |
|  | Wowow, Inc. | 19200 | 181020 |
|  # | Xebio Holdings Co. Ltd. | 157746 | 1115168 |
|  | Yahagi Construction Co. Ltd. | 226300 | 3201506 |
|  | YAMABIKO Corp. | 387345 | 6471413 |
|  | Yamae Group Holdings Co. Ltd. | 20736 | 344247 |
|  | Yamaguchi Financial Group, Inc. | 230247 | 2637904 |
|  # | Yamatane Corp. | 406198 | 6719636 |
|  | Yamato Corp. | 337500 | 4741913 |
|  # | Yamaya Corp. | 53700 | 824398 |
|  | Yamazen Corp. | 219500 | 2033858 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  JAPAN — (Continued) | JAPAN — (Continued) |  |  |
|  # | Yasuda Logistics Corp. | 316700 | $4449341 |
|  | Yellow Hat Ltd. | 503600 | 5071096 |
|  # | Yodoko Ltd. | 2169300 | 18289801 |
|  | Yokogawa Bridge Holdings Corp. | 223000 | 3980621 |
|  # | Yokorei Co. Ltd. | 883400 | 7027249 |
|  | Yokowo Co. Ltd. | 77175 | 988420 |
|  # | Yondenko Corp. | 465500 | 4242887 |
|  # | Yorozu Corp. | 71707 | 425987 |
|  # | Yotai Refractories Co. Ltd. | 7800 | 89935 |
|  # | Yuasa Funashoku Co. Ltd. | 157196 | 1686830 |
|  | Yuasa Trading Co. Ltd. | 48900 | 1589874 |
|  | Yuken Kogyo Co. Ltd. | 6300 | 119823 |
|  | Yurtec Corp. | 1000000 | 16121113 |
|  | Yushiro, Inc. | 154200 | 2124339 |
|  | Yutaka Giken Co. Ltd. | 15500 | 304446 |
|  | Zacros Corp. | 266400 | 1820676 |
|  | Zeon Corp. | 590900 | 6062921 |
|  TOTAL JAPAN | TOTAL JAPAN | TOTAL JAPAN | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3451161146 |
|  NETHERLANDS — (2.4%) | NETHERLANDS — (2.4%) |  |  |
|  | Aalberts NV | 148461 | 4703428 |
|  | Acomo NV | 51965 | 1407609 |
|  | Aegon Ltd. (AEG US) | 1011928 | 7660295 |
|  | Aegon Ltd. (AGN NA) | 900095 | 6859377 |
|  | AMG Critical Materials NV | 91534 | 3039139 |
|  | Aperam SA | 869376 | 30295386 |
|  W | B&S Group SARL | 9819 | 67232 |
|  # | Brunel International NV | 47553 | 423804 |
|  | Corbion NV | 216544 | 4407375 |
|  \* | Flow Traders Ltd. | 219359 | 6031728 |
|  | ForFarmers NV | 459566 | 2222537 |
|  # | Fugro NV | 429355 | 4384700 |
|  | Havas NV | 1419943 | 2478047 |
|  | Kendrion NV | 42429 | 696074 |
|  | Koninklijke BAM Groep NV | 5445668 | 50551520 |
|  | Koninklijke Heijmans NV | 587961 | 41653523 |
|  | Koninklijke Vopak NV | 623560 | 28257855 |
|  | Randstad NV | 219178 | 8589778 |
|  | SBM Offshore NV | 3105767 | 80312089 |
|  W | Signify NV | 988723 | 23667537 |
|  # | Sligro Food Group NV | 190229 | 2042900 |
|  | Van Lanschot Kempen NV | 172348 | 10076741 |
|  TOTAL NETHERLANDS | TOTAL NETHERLANDS | TOTAL NETHERLANDS | 319828674 |

---

------

##### [**Table of Contents**](#toc)
**DFA INTERNATIONAL SMALL CAP VALUE PORTFOLIO** 

**CONTINUED** 

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  NEW ZEALAND — (0.1%) | NEW ZEALAND — (0.1%) |  |  |
|  # | Chorus Ltd. (CNU NZ) | 475234 | $2544901 |
|  # | Colonial Motor Co. Ltd. | 239270 | 1096582 |
|  \* | Fletcher Building Ltd. (FBU NZ) | 178901 | 333495 |
|  | Genesis Energy Ltd. | 76325 | 109614 |
|  | Heartland Group Holdings Ltd. | 428765 | 266017 |
|  \* | KMD Brands Ltd. | 1659943 | 270604 |
|  # | NZME Ltd. (NZM AU) | 1012279 | 677038 |
|  #\* | Oceania Healthcare Ltd. | 98779 | 44627 |
|  | PGG Wrightson Ltd. | 121001 | 157922 |
|  \*†† | RPNZ Ltd. | 832183 | 0 |
|  \* | Ryman Healthcare Ltd. | 230653 | 377715 |
|  | Sanford Ltd. | 829239 | 2919685 |
|  # | SKY Network Television Ltd. | 782020 | 1611538 |
|  # | Summerset Group Holdings Ltd. | 145420 | 964481 |
|  TOTAL NEW ZEALAND | TOTAL NEW ZEALAND | TOTAL NEW ZEALAND | 11374219 |
|  NORWAY — (0.7%) | NORWAY — (0.7%) |  |  |
|  | Akastor ASA | 412997 | 453310 |
|  | Archer Ltd. | 63100 | 146921 |
|  | Austevoll Seafood ASA | 54350 | 510308 |
|  | B2 Impact ASA | 2088855 | 3580546 |
|  | Bonheur ASA | 168337 | 3641834 |
|  \* | BW Energy Ltd. | 11549 | 43996 |
|  W | BW LPG Ltd. | 460061 | 6092455 |
|  | BW Offshore Ltd. | 1239962 | 4515250 |
|  \* | Cloudberry Clean Energy ASA | 155160 | 201953 |
|  | DNO ASA | 6922102 | 9451990 |
|  #W | Elkem ASA | 1967926 | 5176215 |
|  | FLEX LNG Ltd. (FLNG NO) | 2529 | 65678 |
|  \* | Hexagon Composites ASA | 25904 | 23265 |
|  # | Hoegh Autoliners ASA | 66767 | 598270 |
|  W | Klaveness Combination Carriers ASA | 44763 | 339307 |
|  #\* | Kongsberg Automotive ASA | 2510063 | 428926 |
|  \* | LINK Mobility Group Holding ASA | 444448 | 1316378 |
|  | MPC Container Ships ASA | 4576780 | 8008575 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  NORWAY — (Continued) | NORWAY — (Continued) |  |  |
|  #\*W | Norske Skog ASA | 197853 | $305933 |
|  \* | Northern Ocean Ltd. | 31297 | 18581 |
|  \* | NRC Group ASA | 488967 | 372215 |
|  | Odfjell Drilling Ltd. | 1919859 | 15421152 |
|  | Odfjell SE, Class A | 319298 | 3837920 |
|  | Panoro Energy ASA | 596786 | 1275361 |
|  | Pareto Bank ASA | 93962 | 796056 |
|  \*W | Scatec ASA | 275485 | 2905773 |
|  | Sea1 offshore, Inc. | 460036 | 910573 |
|  #\*W | Shelf Drilling Ltd. | 573017 | 1034440 |
|  # | Solstad Maritime Holding AS | 684370 | 1212315 |
|  \* | Solstad Offshore ASA | 61678 | 264631 |
|  # | Sparebank 1 Oestlandet | 77552 | 1359952 |
|  | Sparebanken More | 44433 | 438444 |
|  | Sparebanken Norge | 2031 | 35380 |
|  | Stolt-Nielsen Ltd. | 177687 | 5959826 |
|  | TGS ASA | 642328 | 5543120 |
|  | Wilh Wilhelmsen Holding ASA, Class A | 188086 | 9480224 |
|  TOTAL NORWAY | TOTAL NORWAY | TOTAL NORWAY | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;95767073 |
|  PORTUGAL — (0.6%) | PORTUGAL — (0.6%) |  |  |
|  | Banco Comercial Portugues SA, Class R | 66411391 | 58621449 |
|  | Semapa-Sociedade de Investimento e Gestao | 35667 | 744065 |
|  | Sonae SGPS SA | 10400396 | 16944486 |
|  \* | Teixeira Duarte SA | 637337 | 512162 |
|  TOTAL PORTUGAL | TOTAL PORTUGAL | TOTAL PORTUGAL | 76822162 |
|  SINGAPORE — (0.7%) | SINGAPORE — (0.7%) |  |  |
|  # | Banyan Tree Holdings Ltd. | 2331000 | 1127211 |
|  | Bonvests Holdings Ltd. | 949780 | 720106 |
|  | Bukit Sembawang Estates Ltd. | 96200 | 309699 |
|  | China Aviation Oil Singapore Corp. Ltd. | 1716100 | 2003065 |
|  | Chuan Hup Holdings Ltd. | 1032000 | 173975 |
|  | City Developments Ltd. | 833300 | 4628529 |
|  #\* | COSCO Shipping International Singapore Co. Ltd. | 2711900 | 251892 |
|  \* | Del Monte Pacific Ltd. | 552400 | 37783 |

---

------

##### [**Table of Contents**](#toc)
**DFA INTERNATIONAL SMALL CAP VALUE PORTFOLIO** 

**CONTINUED** 

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  SINGAPORE — (Continued) | SINGAPORE — (Continued) |  |  |
|  #\*†† | Ezra Holdings Ltd. | 12978893 | $0 |
|  | Far East Orchard Ltd. | 3054507 | 2908324 |
|  | First Sponsor Group Ltd. | 1009855 | 802680 |
|  | Geo Energy Resources Ltd. | 3068800 | 1141775 |
|  | Golden Agri-Resources Ltd. | 53177200 | 11439880 |
|  # | GuocoLand Ltd. | 2392900 | 3987609 |
|  | Haw Par Corp. Ltd. | 333600 | 3792951 |
|  # | Ho Bee Land Ltd. | 5392300 | 9318202 |
|  # | Hong Fok Corp. Ltd. | 5058060 | 2991075 |
|  | Hong Leong Asia Ltd. | 3070800 | 5681310 |
|  | Hong Leong Finance Ltd. | 1234900 | 2475912 |
|  # | Hotel Grand Central Ltd. | 2293249 | 1232820 |
|  | Hutchison Port Holdings Trust | 29446700 | 6186545 |
|  #\*†† | Hyflux Ltd. | 5949038 | 0 |
|  | Indofood Agri Resources Ltd. | 423200 | 120119 |
|  | ISDN Holdings Ltd. | 294144 | 96112 |
|  \*†† | Jurong Technologies Industrial Corp. Ltd. | 3391000 | 0 |
|  | Low Keng Huat Singapore Ltd. | 275800 | 145992 |
|  | Metro Holdings Ltd. | 1584960 | 657353 |
|  \*†† | Midas Holdings Ltd. | 29676800 | 0 |
|  | Olam Group Ltd. | 1297300 | 977523 |
|  # | OUE Ltd. | 2054300 | 2020840 |
|  | QAF Ltd. | 3152608 | 2168849 |
|  \* | Rex International Holding Ltd. | 773300 | 99407 |
|  | Samudera Shipping Line Ltd. | 808700 | 602463 |
|  # | Sing Holdings Ltd. | 1205300 | 435313 |
|  | Sing Investments & Finance Ltd. | 308900 | 379533 |
|  # | Singapore Land Group Ltd. | 2000221 | 4733731 |
|  # | Singapore Post Ltd. | 2972400 | 960273 |
|  # | Stamford Land Corp. Ltd. | 6012967 | 2310710 |
|  \*†† | Swiber Holdings Ltd. | 10173200 | 0 |
|  | Tiong Woon Corp. Holding Ltd. | 2088950 | 1300468 |
|  | Tuan Sing Holdings Ltd. | 7196456 | 1909748 |
|  | UOB-Kay Hian Holdings Ltd. | 598690 | 1125526 |
|  | UOL Group Ltd. | 660500 | 4035134 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  SINGAPORE — (Continued) | SINGAPORE — (Continued) |  |  |
|  | Valuetronics Holdings Ltd. | 132200 | $86793 |
|  | Wee Hur Holdings Ltd. | 1268400 | 704208 |
|  | Wing Tai Holdings Ltd. | 4558854 | 5010936 |
|  | Yeo Hiap Seng Ltd. | 323363 | 150494 |
|  TOTAL SINGAPORE | TOTAL SINGAPORE | TOTAL SINGAPORE | 91242868 |
|  SPAIN — (3.8%) | SPAIN — (3.8%) |  |  |
|  | Acciona SA | 5955 | 1318092 |
|  | Acerinox SA | 2991438 | 38523294 |
|  \*†† | Adveo Group International SA | 15262 | 0 |
|  W | Aedas Homes SA | 56873 | 1395851 |
|  | Almirall SA | 119336 | 1717545 |
|  | Atresmedia Corp. de Medios de Comunicacion SA | 317384 | 1920983 |
|  | Banco de Sabadell SA | 39679789 | 148755370 |
|  | Bankinter SA | 7238215 | 109110556 |
|  # | Corp. ACCIONA Energias Renovables SA | 179971 | 4951143 |
|  # | Ebro Foods SA | 1347027 | 27454269 |
|  | Elecnor SA | 23703 | 773220 |
|  | Enagas SA | 415882 | 6599864 |
|  # | Ence Energia y Celulosa SA | 423212 | 1292536 |
|  \* | Ercros SA | 2572637 | 9493987 |
|  #W | Gestamp Automocion SA | 1183166 | 4578118 |
|  W | Global Dominion Access SA | 59997 | 219857 |
|  | Grifols SA | 1457379 | 18884547 |
|  | Grupo Catalana Occidente SA | 644985 | 36801151 |
|  | Iberpapel Gestion SA (IBG SM) | 65151 | 1495112 |
|  | Mapfre SA | 12150138 | 53659092 |
|  W | Neinor Homes SA | 229357 | 4560552 |
|  \* | Obrascon Huarte Lain SA | 481310 | 252435 |
|  \* | Solaria Energia y Medio Ambiente SA | 62859 | 1087015 |
|  # | Tubacex SA | 1149209 | 4377658 |
|  W | Unicaja Banco SA | 9148720 | 24699823 |
|  \* | Vocento SA | 18019 | 13287 |
|  TOTAL SPAIN | TOTAL SPAIN | TOTAL SPAIN | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;503935357 |

---

------

##### [**Table of Contents**](#toc)
**DFA INTERNATIONAL SMALL CAP VALUE PORTFOLIO** 

**CONTINUED** 

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  SWEDEN — (2.9%) | SWEDEN — (2.9%) |  |  |
|  W | AcadeMedia AB | 1016420 | $11224406 |
|  | AFRY AB | 693419 | 11895663 |
|  W | Alimak Group AB | 536764 | 7929758 |
|  | Alleima AB | 1135658 | 9807824 |
|  | Alligo AB, Class B | 299027 | 3731027 |
|  W | Ambea AB | 713417 | 9619042 |
|  | Arise AB | 7554 | 23847 |
|  # | Arjo AB, Class B | 2456143 | 7793979 |
|  W | Attendo AB | 1279622 | 10857114 |
|  | Bergman & Beving AB | 357549 | 12620800 |
|  | Betsson AB, Class B | 1100884 | 17156839 |
|  #\* | Better Collective AS | 22961 | 281712 |
|  \* | BHG Group AB | 33121 | 99962 |
|  | Billerud Aktiebolag | 333757 | 3088394 |
|  W | Bravida Holding AB | 13230 | 111824 |
|  | Bulten AB | 51695 | 265179 |
|  | Bure Equity AB | 391657 | 11470582 |
|  | Byggmax Group AB | 909067 | 4624328 |
|  | Catella AB | 42545 | 138972 |
|  \* | Cint Group AB | 1152040 | 437558 |
|  | Cloetta AB, Class B | 2510361 | 9348773 |
|  W | Coor Service Management Holding AB | 27662 | 135833 |
|  W | Dometic Group AB | 695359 | 3398921 |
|  | Eastnine AB | 38661 | 203569 |
|  | Elanders AB, Class B | 109549 | 729998 |
|  | Elekta AB, Class B | 485166 | 2466008 |
|  \* | Enea AB | 27764 | 203323 |
|  | Fagerhult Group AB | 253641 | 1232642 |
|  | Fasadgruppen Group AB | 66512 | 208799 |
|  | G5 Entertainment AB | 9987 | 98905 |
|  | Granges AB | 2206299 | 32284432 |
|  | Hanza AB | 2529 | 34909 |
|  #\* | Hexatronic Group AB | 469345 | 1068187 |
|  #W | Hoist Finance AB | 942228 | 9819024 |
|  | Humana AB | 148713 | 757447 |
|  \* | Humble Group AB | 82625 | 72808 |
|  \* | International Petroleum Corp. (IPCO CN) | 37012 | 587952 |
|  #\* | International Petroleum Corp. (IPCO SS) | 1498526 | 23320630 |
|  \* | Intrum AB | 296960 | 1346125 |
|  | Inwido AB | 1052133 | 15816847 |
|  \* | ITAB Shop Concept AB | 107158 | 226013 |
|  | JM AB | 957641 | 13633947 |
|  | Kabe Group AB, Class B | 1549 | 37149 |
|  #\* | K-fast Holding AB | 23086 | 35472 |
|  | KNOW IT AB | 161606 | 2062756 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  SWEDEN — (Continued) | SWEDEN — (Continued) |  |  |
|  # | Lindab International AB | 820616 | $19631050 |
|  | Loomis AB | 523845 | 21103321 |
|  | MEKO AB | 535967 | 4335379 |
|  \* | Modern Times Group MTG AB, Class B | 485988 | 6532862 |
|  | Momentum Group AB | 92180 | 1578728 |
|  # | NCC AB, Class B | 609877 | 13902687 |
|  # | New Wave Group AB, Class B | 1145913 | 13505330 |
|  \* | Nobia AB | 454937 | 213975 |
|  \* | Norion Bank AB | 572300 | 4264057 |
|  | Peab AB, Class B | 2112913 | 17099988 |
|  | Ratos AB, Class B | 2820309 | 11409578 |
|  | Rejlers AB | 10104 | 211357 |
|  \* | Rottneros AB | 2573885 | 737533 |
|  | Scandi Standard AB | 89097 | 922726 |
|  #\* | Sdiptech AB, Class B | 95378 | 1898830 |
|  \* | Sensys Gatso Group AB | 15937 | 63503 |
|  \*W | Sinch AB | 5259522 | 19045568 |
|  | Storskogen Group AB, Class B | 5500857 | 5683794 |
|  | Svedbergs Group AB | 6874 | 42877 |
|  #\* | Tobii AB | 341374 | 63055 |
|  | VBG Group AB, Class B | 71398 | 2715268 |
|  \* | Vestum AB | 37879 | 34659 |
|  | Vitrolife AB | 69819 | 1077579 |
|  TOTAL SWEDEN | TOTAL SWEDEN | TOTAL SWEDEN | 388382983 |
|  SWITZERLAND — (5.7%) | SWITZERLAND — (5.7%) |  |  |
|  | Adecco Group AG | 1064221 | 29673006 |
|  | Allreal Holding AG | 209199 | 50000375 |
|  \* | ams-OSRAM AG | 321559 | 4449562 |
|  | Arbonia AG | 551455 | 3487064 |
|  | Ascom Holding AG | 7044 | 31337 |
|  | Autoneum Holding AG | 55686 | 11077685 |
|  | Banque Cantonale de Geneve | 357000 | 11067126 |
|  | Banque Cantonale du Jura SA | 3334 | 269617 |
|  | Banque Cantonale Vaudoise | 15243 | 1769813 |
|  # | Barry Callebaut AG | 1524 | 1981261 |
|  | Bell Food Group AG | 31865 | 9142793 |
|  | Bellevue Group AG | 6424 | 68770 |
|  | Berner Kantonalbank AG | 54592 | 17784690 |
|  | Bucher Industries AG | 13139 | 5830100 |
|  | Bystronic AG | 5283 | 1963540 |
|  \* | Carlo Gavazzi Holding AG | 8034 | 1593429 |

---

------

##### [**Table of Contents**](#toc)
**DFA INTERNATIONAL SMALL CAP VALUE PORTFOLIO** 

**CONTINUED** 

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  SWITZERLAND — (Continued) | SWITZERLAND — (Continued) |  |  |
|  | Cembra Money Bank AG | 184921 | $21146272 |
|  \* | Cicor Technologies Ltd. | 21958 | 6038614 |
|  | Cie Financiere Tradition SA | 16344 | 6188824 |
|  # | Clariant AG | 1823495 | 16349636 |
|  | COSMO Pharmaceuticals NV | 9782 | 823250 |
|  | EFG International AG | 1857857 | 38741690 |
|  #\* | Feintool International Holding AG | 15031 | 177554 |
|  | Flughafen Zurich AG | 20622 | 6091444 |
|  | Forbo Holding AG | 2648 | 2433007 |
|  #\* | Gurit Holding AG, Class BR | 1322 | 17206 |
|  | Helvetia Holding AG | 267136 | 65642987 |
|  | Huber & Suhner AG | 14817 | 2713683 |
|  | Implenia AG | 329548 | 26149704 |
|  | Investis Holding SA | 20214 | 3303474 |
|  | Jungfraubahn Holding AG | 35827 | 10532074 |
|  \* | Komax Holding AG | 6306 | 519613 |
|  | Landis & Gyr Group AG | 318736 | 23090738 |
|  | Liechtensteinische Landesbank AG | 203389 | 20009161 |
|  | Luzerner Kantonalbank AG | 179161 | 18225525 |
|  W | Medmix AG | 76659 | 880547 |
|  | Meier Tobler Group AG | 583 | 28612 |
|  # | Metall Zug AG, Class B | 1393 | 1287179 |
|  | Mikron Holding AG | 3236 | 86053 |
|  | Mobimo Holding AG | 94393 | 40011490 |
|  \*W | Montana Aerospace AG | 110779 | 4392047 |
|  | Naturenergie Holding AG | 33987 | 1401657 |
|  | OC Oerlikon Corp. AG Pfaffikon | 1845694 | 6600181 |
|  | Orell Fuessli AG | 244 | 34418 |
|  | Phoenix Mecano AG | 7969 | 4343551 |
|  | Rieter Holding AG | 333034 | 1422247 |
|  | Schweiter Technologies AG | 8900 | 3074181 |
|  | Siegfried Holding AG | 553000 | 53342205 |
|  | SIG Group AG | 30128 | 336854 |
|  | Softwareone Holding AG | 35876 | 368651 |
|  | St. Galler Kantonalbank AG | 51311 | 32547508 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  SWITZERLAND — (Continued) | SWITZERLAND — (Continued) |  |  |
|  | Sunrise Communications AG, Class A | 134364 | $7364785 |
|  # | Swatch Group AG (UHR SW) | 102037 | 21324359 |
|  # | Swatch Group AG (UHRN SW) | 51339 | 2176816 |
|  | Swiss Prime Site AG | 478685 | 68041672 |
|  | Tecan Group AG | 2042 | 372897 |
|  | Thurgauer Kantonalbank | 11153 | 2162236 |
|  | TX Group AG | 17388 | 4391526 |
|  | Valiant Holding AG | 70569 | 11615151 |
|  | Vaudoise Assurances Holding SA | 22526 | 17299714 |
|  | Vetropack Holding AG | 106953 | 2852681 |
|  | Vontobel Holding AG | 339957 | 25778640 |
|  | VP Bank AG, Class A | 51815 | 5197608 |
|  # | V-ZUG Holding AG | 9555 | 492551 |
|  | Walliser Kantonalbank | 20173 | 3236083 |
|  | Zehnder Group AG | 117485 | 10352407 |
|  | Zug Estates Holding AG, Class B | 870 | 2313229 |
|  | Zuger Kantonalbank | 438 | 4777845 |
|  TOTAL SWITZERLAND | TOTAL SWITZERLAND | TOTAL SWITZERLAND | 758292205 |
|  UNITED KINGDOM — (11.2%) | UNITED KINGDOM — (11.2%) |  |  |
|  | Aberdeen Group PLC | 7556510 | 20153466 |
|  \* | Accesso Technology Group PLC | 1925 | 8970 |
|  | Anglo-Eastern Plantations PLC | 376428 | 6924391 |
|  | Ashmore Group PLC | 1454317 | 3590437 |
|  | Atalaya Mining Copper SA | 307730 | 2767806 |
|  \* | Auction Technology Group PLC | 420875 | 1709194 |
|  | Aviva PLC | 1647403 | 14479500 |
|  W | Bakkavor Group PLC | 2597844 | 7571476 |
|  | Balfour Beatty PLC | 7793545 | 68879912 |
|  | Barratt Redrow PLC | 26738 | 132312 |
|  | Beazley PLC | 61632 | 753993 |
|  | Bellway PLC | 2230592 | 76984380 |
|  | Berkeley Group Holdings PLC | 456788 | 24198191 |
|  | Bloomsbury Publishing PLC | 449494 | 2949389 |
|  | Bodycote PLC | 2576437 | 20888869 |
|  | Breedon Group PLC | 2566837 | 11619352 |
|  # | Brickability Group PLC | 131612 | 96925 |
|  | Burford Capital Ltd. | 807706 | 7934701 |
|  | C&C Group PLC | 2228226 | 4003321 |

---

------

##### [**Table of Contents**](#toc)
**DFA INTERNATIONAL SMALL CAP VALUE PORTFOLIO** 

**CONTINUED** 

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  UNITED KINGDOM — (Continued) | UNITED KINGDOM — (Continued) |  |  |
|  | Camellia PLC | 434 | $33780 |
|  \* | Canal & SA | 560261 | 1763073 |
|  \* | Capita PLC | 15755 | 64951 |
|  | Capital Ltd. | 127318 | 200685 |
|  \* | Capricorn Energy PLC | 1072291 | 2816813 |
|  | Card Factory PLC | 4063239 | 5522059 |
|  | Castings PLC | 484738 | 1551301 |
|  | Central Asia Metals PLC | 1504826 | 3147247 |
|  | Chemring Group PLC | 628689 | 4739218 |
|  | Chesnara PLC | 1757891 | 6352154 |
|  \* | Close Brothers Group PLC | 258786 | 1427498 |
|  W | CMC Markets PLC | 128112 | 362467 |
|  | Conduit Holdings Ltd. | 271493 | 1209161 |
|  | Costain Group PLC | 628788 | 1268051 |
|  | Crest Nicholson Holdings PLC | 1410676 | 3066998 |
|  | Currys PLC | 8277816 | 15279242 |
|  # | DCC PLC | 7591 | 500088 |
|  \* | DFS Furniture PLC | 697591 | 1460416 |
|  | Diversified Energy Co. PLC (DEC LN) | 1537 | 19391 |
|  | Drax Group PLC | 4360712 | 41329425 |
|  | Ecora Resources PLC | 1371387 | 1730394 |
|  | Elementis PLC | 3699762 | 7997297 |
|  | EnQuest PLC | 12475955 | 1994376 |
|  | Essentra PLC | 1272751 | 1627788 |
|  | Eurocell PLC | 23985 | 39217 |
|  # | Fevara PLC | 254928 | 405151 |
|  | Firstgroup PLC | 10565467 | 29185578 |
|  | Foxtons Group PLC | 3203322 | 2315172 |
|  \* | Frasers Group PLC | 2381049 | 22857700 |
|  | Fuller Smith & Turner PLC, Class A | 13593 | 110046 |
|  | Future PLC | 638782 | 5150744 |
|  | Galliford Try Holdings PLC | 552315 | 3769716 |
|  | GB Group PLC | 122007 | 377669 |
|  | Genuit Group PLC | 464613 | 2258921 |
|  \* | Georgia Capital PLC | 254513 | 8661188 |
|  | Gooch & Housego PLC | 1399 | 10584 |
|  | Grafton Group PLC, CDI | 5219892 | 65272565 |
|  | Grainger PLC | 6939221 | 17097265 |
|  | Greencore Group PLC | 3777249 | 11832514 |
|  \* | Griffin Mining Ltd. | 11516 | 28792 |
|  # | Gulf Keystone Petroleum Ltd. | 1882225 | 4480523 |
|  \* | Gulf Marine Services PLC | 783363 | 173069 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  UNITED KINGDOM — (Continued) | UNITED KINGDOM — (Continued) |  |  |
|  | Halfords Group PLC | 1624927 | $3192220 |
|  | Hargreaves Services PLC | 20111 | 173428 |
|  | Harworth Group PLC | 620974 | 1337990 |
|  \* | Headlam Group PLC | 178420 | 120400 |
|  | Helical PLC | 397030 | 1088131 |
|  | Henry Boot PLC | 1265327 | 3679930 |
|  | Hiscox Ltd. | 866202 | 15659435 |
|  | Hochschild Mining PLC | 1809691 | 7866688 |
|  | Hunting PLC | 426618 | 1915836 |
|  W | Ibstock PLC | 3744256 | 6726300 |
|  | IG Group Holdings PLC | 900804 | 13185582 |
|  | International Personal Finance PLC | 2084121 | 5600188 |
|  | Investec PLC | 1040874 | 7837403 |
|  | Ithaca Energy PLC | 234452 | 671553 |
|  | ITV PLC | 4726683 | 4326596 |
|  \* | James Fisher & Sons PLC | 43951 | 229692 |
|  #\* | John Wood Group PLC | 2015895 | 488343 |
|  | Johnson Matthey PLC | 1316612 | 36873409 |
|  | Jupiter Fund Management PLC | 4544545 | 9097186 |
|  | Just Group PLC | 1906779 | 5322922 |
|  | Keller Group PLC | 1423361 | 29691171 |
|  | Kier Group PLC | 3665412 | 10429746 |
|  | Kingfisher PLC | 3839543 | 15571574 |
|  | Kitwave Group PLC | 93737 | 264592 |
|  | Lancashire Holdings Ltd. | 1792903 | 15743872 |
|  | Lion Finance Group PLC | 848550 | 89330048 |
|  | Liontrust Asset Management PLC | 108909 | 444856 |
|  | London Investment Group PLC | 8346 | 41192 |
|  | LSL Property Services PLC | 2743 | 9197 |
|  | Macfarlane Group PLC | 249756 | 228486 |
|  | Man Group PLC | 1944188 | 5371422 |
|  | Marks & Spencer Group PLC | 13274339 | 69369285 |
|  | Marshalls PLC | 999322 | 2216688 |
|  \* | Marston's PLC | 4103050 | 2469816 |
|  | Mears Group PLC | 1697364 | 7911362 |
|  \* | Mitchells & Butlers PLC | 5150861 | 16471537 |
|  | MJ Gleeson PLC | 540790 | 2622283 |
|  | Mondi PLC | 468873 | 5240988 |

---

------

##### [**Table of Contents**](#toc)
**DFA INTERNATIONAL SMALL CAP VALUE PORTFOLIO** 

**CONTINUED** 

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  UNITED KINGDOM — (Continued) | UNITED KINGDOM — (Continued) |  |  |
|  | Morgan Advanced Materials PLC | 152444 | $408811 |
|  | Morgan Sindall Group PLC | 61103 | 3733374 |
|  | MP Evans Group PLC | 102253 | 1813923 |
|  | Norcros PLC | 259649 | 1023127 |
|  W | On the Beach Group PLC | 399757 | 1116683 |
|  | OSB Group PLC | 7202742 | 51052776 |
|  | Pan African Resources PLC | 3447514 | 3788067 |
|  | Paragon Banking Group PLC | 6508032 | 70979090 |
|  | Persimmon PLC | 2571228 | 40864812 |
|  | Pets at Home Group PLC | 7322387 | 20626589 |
|  | Pharos Energy PLC | 1174296 | 317966 |
|  \* | Pinewood Technologies Group PLC | 207993 | 1006654 |
|  | Playtech PLC | 2351612 | 8139073 |
|  | Pollen Street Group Ltd. | 75052 | 873724 |
|  | Premier Foods PLC | 16958900 | 40676773 |
|  | PZ Cussons PLC | 297942 | 289930 |
|  W | Quilter PLC | 12883079 | 30759037 |
|  | Rathbones Group PLC | 83003 | 1945550 |
|  | Reach PLC | 4233724 | 3287065 |
|  | RHI Magnesita NV | 23681 | 653473 |
|  | RWS Holdings PLC | 565710 | 575419 |
|  | S&U PLC | 9554 | 223821 |
|  # | S4 Capital PLC | 111943 | 34717 |
|  W | Sabre Insurance Group PLC | 441795 | 777901 |
|  \* | Saga PLC | 416335 | 1457797 |
|  | Schroders PLC | 487362 | 2431996 |
|  | Secure Trust Bank PLC | 83148 | 1064612 |
|  | Senior PLC | 2420507 | 6062790 |
|  | Serco Group PLC | 191728 | 639790 |
|  | Serica Energy PLC | 1025984 | 2932362 |
|  # | Severfield PLC | 1067470 | 421243 |
|  \* | SIG PLC | 3678820 | 435852 |
|  \* | Sigmaroc PLC | 18641 | 28307 |
|  | Speedy Hire PLC | 6668188 | 2415043 |
|  W | Spire Healthcare Group PLC | 4563416 | 14069423 |
|  | SThree PLC | 104670 | 216511 |
|  | Tate & Lyle PLC | 1656884 | 8411728 |
|  | Taylor Wimpey PLC | 20714774 | 28653511 |
|  | TBC Bank Group PLC | 440442 | 25233854 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  UNITED KINGDOM — (Continued) | UNITED KINGDOM — (Continued) |  |  |
|  | TP ICAP Group PLC | 7959203 | $27451011 |
|  | Travis Perkins PLC | 1524366 | 12603451 |
|  | Trifast PLC | 262834 | 262295 |
|  | TT Electronics PLC | 1285092 | 2605892 |
|  | Vertu Motors PLC | 3999169 | 3292256 |
|  | Vesuvius PLC | 6084164 | 30024179 |
|  | Victrex PLC | 180090 | 1530286 |
|  \* | Vistry Group PLC | 6404405 | 54249563 |
|  | Vp PLC | 275589 | 2061296 |
|  | Whitbread PLC | 299223 | 11391482 |
|  | WPP PLC (WPP LN) | 332714 | 1257216 |
|  # | Young & Co.'s Brewery PLC (YNGA LN), Class A | 102990 | 1041626 |
|  | Young & Co.'s Brewery PLC (YNGN LN) | 3994 | 32318 |
|  | Zigup PLC | 4554877 | 20750451 |
|  TOTAL UNITED KINGDOM | TOTAL UNITED KINGDOM |  | 1501954715 |
|  UNITED STATES — (0.5%) | UNITED STATES — (0.5%) |  |  |
|  \* | ADTRAN Holdings, Inc. | 240110 | 2485886 |
|  \* | Gran Tierra Energy, |  |  |
|  | Inc. (GTE CN) | 128803 | 438051 |
|  | MEG Energy Corp. | 2972022 | 62892313 |
|  | Royal Gold, Inc. | 2 | 437 |
|  TOTAL UNITED STATES | TOTAL UNITED STATES | TOTAL UNITED STATES | 65816687 |
|  TOTAL COMMON STOCKS | TOTAL COMMON STOCKS |  | 12967859320 |
|  PREFERRED STOCKS — (0.1%) | PREFERRED STOCKS — (0.1%) |  |  |
|  GERMANY — (0.1%) | GERMANY — (0.1%) |  |  |
|  # | Draegerwerk AG & Co. KGaA, 2.796% | 26622 | 2243369 |
|  | Jungheinrich AG, 2.591% | 235400 | 8412764 |
|  | Sixt SE, 4.946% | 33081 | 2101613 |
|  | STO SE & Co. KGaA, 2.782% | 25064 | 3445629 |
|  TOTAL GERMANY | TOTAL GERMANY | TOTAL GERMANY | 16203375 |
|  RIGHTS/WARRANTS — (0.0%) | RIGHTS/WARRANTS — (0.0%) |  |  |
|  GERMANY — (0.0%) | GERMANY — (0.0%) |  |  |
|  #\* | BayWa AG Rights 11/10/2025 | 59040 | 101398 |

---

------

##### [**Table of Contents**](#toc)
**DFA INTERNATIONAL SMALL CAP VALUE PORTFOLIO** 

**CONTINUED** 

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  HONG KONG — (0.0%) | HONG KONG — (0.0%) |  |  |
|  \* | CSI Properties Ltd. Warrants 04/07/2027 | 4527273 | $11070 |
|  ITALY — (0.0%) | ITALY — (0.0%) |  |  |
|  #\* | Webuild SpA Warrants 08/02/2030 | 347241 | 0 |
|  TOTAL RIGHTS/WARRANTS | TOTAL RIGHTS/WARRANTS |  | 112468 |
|  TOTAL INVESTMENT SECURITIES<br>(Cost $7,786,609,239) | TOTAL INVESTMENT SECURITIES<br>(Cost $7,786,609,239) |  | 12984175163 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
|  SECURITIES LENDING COLLATERAL — (3.0%) | SECURITIES LENDING COLLATERAL — (3.0%) |  |  |
|  @§ | The DFA Short Term Investment Fund | 35289077 | $408188758 |
|  TOTAL INVESTMENTS — (100.0%)<br>(Cost $8,194,797,997) | TOTAL INVESTMENTS — (100.0%)<br>(Cost $8,194,797,997) |  | $13392363921 |

---

As of October 31, 2025, DFA International Small Cap Value Portfolio had entered into the following outstanding futures contracts:

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Description** | **Number of<br>Contracts** | **Expiration<br>Date** | **Notional<br>Value** | **Market**<br>**Value** | **Unrealized<br>Appreciation<br>(Depreciation)** |
|  **Long Position Contracts:** |  |  |  |  |  |
|  S&P 500<sup>®</sup> Emini Index | 1140 | 12/19/25 | $387620342 | $391818000 | $4197658 |
|  **Total Futures Contracts** |  |  | $**387620342** | $**391818000** | **$4197658** |

---

As of October 31, 2025, the value of Rule 144A securities amounted to $368,235,098 or 2.7% of net assets.

Summary of the Portfolio's investments as of October 31, 2025, 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)** |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Level 1**  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Level 2**  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Level 3**  | **Total** |
|  **Assets** |  |  |  |  |
|  Common Stocks |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Australia | $74273 | $1000177311 | $6858 | $1000258442 |
| &nbsp;&nbsp;&nbsp;&nbsp; Austria |  | 114371399 |  | 114371399 |
| &nbsp;&nbsp;&nbsp;&nbsp; Belgium | 1867182 | 195647658 |  | 197514840 |
| &nbsp;&nbsp;&nbsp;&nbsp; Canada | 1374017991 | 674599 | 7582 | 1374700172 |
| &nbsp;&nbsp;&nbsp;&nbsp; China | 49459758 |  |  | 49459758 |
| &nbsp;&nbsp;&nbsp;&nbsp; Denmark |  | 476197410 |  | 476197410 |
| &nbsp;&nbsp;&nbsp;&nbsp; Finland |  | 318953680 |  | 318953680 |
| &nbsp;&nbsp;&nbsp;&nbsp; France |  | 455958382 |  | 455958382 |
| &nbsp;&nbsp;&nbsp;&nbsp; Germany | 7013004 | 505340133 |  | 512353137 |
| &nbsp;&nbsp;&nbsp;&nbsp; Hong Kong |  | 233049533 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;166163 | 233215696 |
| &nbsp;&nbsp;&nbsp;&nbsp; Ireland |  | 14973023 |  | 14973023 |
| &nbsp;&nbsp;&nbsp;&nbsp; Israel | 355472 | 154443585 |  | 154799057 |
| &nbsp;&nbsp;&nbsp;&nbsp; Italy | 6798140 | 793728095 |  | 800526235 |
| &nbsp;&nbsp;&nbsp;&nbsp; Japan |  | 3451161146 |  | 3451161146 |
| &nbsp;&nbsp;&nbsp;&nbsp; Netherlands | 7660295 | 312168379 |  | 319828674 |
| &nbsp;&nbsp;&nbsp;&nbsp; New Zealand |  | 11374219 |  | 11374219 |

---

------

##### [**Table of Contents**](#toc)
**DFA INTERNATIONAL SMALL CAP VALUE 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** |
| &nbsp;&nbsp;&nbsp;&nbsp; Norway |  | $95767073 |  | $95767073 |
| &nbsp;&nbsp;&nbsp;&nbsp; Portugal |  | 76822162 |  | 76822162 |
| &nbsp;&nbsp;&nbsp;&nbsp; Singapore |  | 91242868 |  | 91242868 |
| &nbsp;&nbsp;&nbsp;&nbsp; Spain |  | 503935357 |  | 503935357 |
| &nbsp;&nbsp;&nbsp;&nbsp; Sweden | $587952 | 387795031 |  | 388382983 |
| &nbsp;&nbsp;&nbsp;&nbsp; Switzerland |  | 758292205 |  | 758292205 |
| &nbsp;&nbsp;&nbsp;&nbsp; United Kingdom |  | 1501954715 |  | 1501954715 |
| &nbsp;&nbsp;&nbsp;&nbsp; United States | 63330801 | 2485886 |  | 65816687 |
|  Preferred Stocks |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Germany |  | 16203375 |  | 16203375 |
|  Rights/Warrants |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Germany |  | 101398 |  | 101398 |
| &nbsp;&nbsp;&nbsp;&nbsp; Hong Kong |  | 11070 |  | 11070 |
| &nbsp;&nbsp;&nbsp;&nbsp; Italy |  |  |  |  |
|  Securities Lending Collateral |  | 408188758 |  | 408188758 |
|  Total Investments in Securities | $1511164868 | $11881018450 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;180,603<> | $13392363921 |
|  **Financial Instruments** |  |  |  |  |
|  **Assets** |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Futures Contracts\*\* | 4197658 |  |  | 4197658 |
|  Total Financial Instruments | $4197658 |  |  | $4197658 |

---

\*\* Valued at the unrealized appreciation/(depreciation) on the investment.

---

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

---

See accompanying Notes to Financial Statements.

------

##### [**Table of Contents**](#toc)
**INTERNATIONAL VECTOR EQUITY PORTFOLIO** 

**SCHEDULE OF INVESTMENTS** 

**October 31, 2025** 

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  COMMON STOCKS — (96.2%) | COMMON STOCKS — (96.2%) | COMMON STOCKS — (96.2%) | COMMON STOCKS — (96.2%) |
|  AUSTRALIA — (6.0%) | AUSTRALIA — (6.0%) | AUSTRALIA — (6.0%) | AUSTRALIA — (6.0%) |
|  #\* | 29Metals Ltd. | 227712 | $70689 |
|  # | Accent Group Ltd. | 268095 | 224444 |
|  # | Acrow Ltd. | 298316 | 220420 |
|  | Adairs Ltd. | 180862 | 240073 |
|  #\* | Ainsworth Game Technology Ltd. | 31523 | 21047 |
|  \* | Alkane Resources Ltd. | 676806 | 439633 |
|  # | Alliance Aviation Services Ltd. | 25446 | 42123 |
|  | ALS Ltd. | 22122 | 313971 |
|  \* | AMA Group Ltd. | 1631466 | 98070 |
|  | Amotiv Ltd. | 73364 | 427352 |
|  | AMP Ltd. | 1395553 | 1628192 |
|  \* | Amplitude Energy Ltd. | 2184771 | 343126 |
|  # | Ampol Ltd. | 59470 | 1194731 |
|  | Ansell Ltd. | 60760 | 1451568 |
|  | ANZ Group Holdings Ltd. | 120660 | 2890012 |
|  | Arafura Rare Earths Ltd. | 61012 | 11377 |
|  \* | Arafura Rare Earths Ltd. (ARU AU) | 329810 | 61390 |
|  | ARB Corp. Ltd. | 26474 | 622328 |
|  | Aristocrat Leisure Ltd. | 61709 | 2553218 |
|  | ARN Media Ltd. | 200589 | 69321 |
|  | ASX Ltd. | 1336 | 49294 |
|  | AUB Group Ltd. | 17803 | 430039 |
|  \* | Aurelia Metals Ltd. | 1614979 | 258832 |
|  | Aurizon Holdings Ltd. | 510738 | 1145837 |
|  | Aussie Broadband Ltd. | 105298 | 409658 |
|  \* | Austal Ltd. | 314822 | 1395968 |
|  # | Austin Engineering Ltd. | 207907 | 35999 |
|  #\* | Australian Agricultural Co. Ltd. | 178748 | 167288 |
|  | Australian Clinical Labs Ltd. | 42658 | 72473 |
|  # | Australian Ethical Investment Ltd. | 58005 | 265158 |
|  # | Australian Finance Group Ltd. | 201786 | 314182 |
|  #\* | Australian Strategic Materials Ltd. | 85552 | 56608 |
|  # | Autosports Group Ltd. | 17198 | 46342 |
|  †† | AVZ Minerals Ltd. | 100493 | 10537 |
|  \* | Baby Bunting Group Ltd. | 93158 | 166812 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  AUSTRALIA — (Continued) | AUSTRALIA — (Continued) | AUSTRALIA — (Continued) | AUSTRALIA — (Continued) |
|  | Bank of Queensland Ltd. | 275368 | $1235550 |
|  | Bapcor Ltd. | 218927 | 361619 |
|  \* | BCI Minerals Ltd. | 42012 | 10587 |
|  | Beach Energy Ltd. | 1185213 | 963029 |
|  # | Beacon Lighting Group Ltd. | 76001 | 138894 |
|  | Bega Cheese Ltd. | 282359 | 980001 |
|  | Bell Financial Group Ltd. | 78973 | 65354 |
|  | Bendigo & Adelaide Bank Ltd. | 146622 | 1212853 |
|  | BHP Group Ltd. (BHP AU) | 731636 | 20857623 |
|  # | BHP Group Ltd. (BHP US), Sponsored ADR | 13221 | 754258 |
|  # | Bisalloy Steel Group Ltd. | 14762 | 47929 |
|  | BlueScope Steel Ltd. | 226025 | 3381585 |
|  #\* | Boss Energy Ltd. | 173397 | 225037 |
|  | Brambles Ltd. | 435330 | 7073923 |
|  | Bravura Solutions Ltd. | 268444 | 505245 |
|  # | Breville Group Ltd. | 20925 | 406013 |
|  | Capral Ltd. | 24627 | 181897 |
|  \* | Capricorn Metals Ltd. | 187647 | 1580017 |
|  | CAR Group Ltd. | 1367 | 31919 |
|  \* | Carnarvon Energy Ltd. | 146252 | 9180 |
|  | Cedar Woods Properties Ltd. | 46202 | 273097 |
|  \* | Centrebet International Ltd. | 6648 | 0 |
|  | Challenger Ltd. | 441287 | 2686090 |
|  # | Champion Iron Ltd. | 141084 | 510229 |
|  # | Civmec Australia Ltd. | 180389 | 160107 |
|  | Cleanaway Waste Management Ltd. | 1023146 | 1705623 |
|  \* | Coast Entertainment Holdings Ltd. | 219442 | 64662 |
|  # | Cobram Estate Olives Ltd. | 44506 | 98894 |
|  | Cochlear Ltd. | 3417 | 641507 |
|  | Codan Ltd. | 41367 | 979611 |
|  | Coles Group Ltd. | 309984 | 4470761 |
|  | Collins Foods Ltd. | 167927 | 1174519 |
|  | Commonwealth Bank of Australia | 65683 | 7369961 |
|  | Computershare Ltd. | 98078 | 2343040 |
|  # | Corporate Travel Management Ltd. | 18446 | 193952 |

---

------

##### [**Table of Contents**](#toc)
**INTERNATIONAL VECTOR EQUITY PORTFOLIO** 

**CONTINUED** 

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  AUSTRALIA — (Continued) | AUSTRALIA — (Continued) | AUSTRALIA — (Continued) | AUSTRALIA — (Continued) |
|  | Credit Corp. Group Ltd. | 82335 | $772404 |
|  | Data#3 Ltd. | 128978 | 742706 |
|  #\* | Deep Yellow Ltd. | 18066 | 21173 |
|  | Deterra Royalties Ltd. | 98966 | 263845 |
|  \* | Develop Global Ltd. | 12805 | 29731 |
|  | Dicker Data Ltd. | 30384 | 203382 |
|  # | Domino's Pizza Enterprises Ltd. | 7108 | 85122 |
|  | Downer EDI Ltd. | 464048 | 2343916 |
|  # | Duratec Ltd. | 85926 | 119701 |
|  | Dyno Nobel Ltd. | 871995 | 1835004 |
|  # | Eagers Automotive Ltd. | 72117 | 1604844 |
|  \*†† | Elanor Investor Group | 45594 | 4594 |
|  # | Elders Ltd. | 231763 | 1074914 |
|  \* | Electro Optic Systems Holdings Ltd. | 19461 | 78937 |
|  \* | Emeco Holdings Ltd. | 364605 | 285991 |
|  \* | Emerald Resources NL | 148439 | 460980 |
|  #\* | EML Payments Ltd. | 88850 | 56084 |
|  | Enero Group Ltd. | 57599 | 25572 |
|  | EQT Holdings Ltd. | 14497 | 237909 |
|  | Evolution Mining Ltd. | 611015 | 4323887 |
|  | EVT Ltd. | 75853 | 716707 |
|  # | Fenix Resources Ltd. | 576517 | 198013 |
|  | Fiducian Group Ltd. | 1933 | 15352 |
|  \* | FleetPartners Group Ltd. | 251379 | 480228 |
|  | Fleetwood Ltd. | 80117 | 154604 |
|  # | Flight Centre Travel Group Ltd. | 11355 | 91346 |
|  | Fortescue Ltd. | 161413 | 2244807 |
|  | G8 Education Ltd. | 946251 | 498030 |
|  | Generation Development Group Ltd. | 35355 | 165469 |
|  | GR Engineering Services Ltd. | 58500 | 140078 |
|  | GrainCorp Ltd., Class A | 248015 | 1434526 |
|  | Grange Resources Ltd. | 367733 | 64965 |
|  | GWA Group Ltd. | 169863 | 274441 |
|  | Hansen Technologies Ltd. | 132575 | 483623 |
|  | Harvey Norman Holdings Ltd. | 251673 | 1189430 |
|  | Healius Ltd. | 709320 | 412855 |
|  | Helia Group Ltd. | 399142 | 1407766 |
|  | Helloworld Travel Ltd. | 19262 | 23930 |
|  | Horizon Oil Ltd. | 293270 | 39354 |
|  | HUB24 Ltd. | 13372 | 996429 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  AUSTRALIA — (Continued) | AUSTRALIA — (Continued) | AUSTRALIA — (Continued) | AUSTRALIA — (Continued) |
|  | Humm Group Ltd. | 250731 | $99121 |
|  # | IDP Education Ltd. | 3735 | 13691 |
|  \* | IGO Ltd. | 209323 | 733972 |
|  | Iluka Resources Ltd. | 237158 | 1072231 |
|  | Imdex Ltd. | 336475 | 756422 |
|  | Infomedia Ltd. | 256994 | 283174 |
|  \* | Insignia Financial Ltd. | 260215 | 771270 |
|  | Insurance Australia Group Ltd. | 511133 | 2627653 |
|  # | Integral Diagnostics Ltd. | 203995 | 344985 |
|  # | IPD Group Ltd. | 15353 | 36967 |
|  | IRESS Ltd. | 22272 | 128961 |
|  | IVE Group Ltd. | 130143 | 237282 |
|  #\* | James Hardie Industries PLC (JHX AU), CDI | 26284 | 553560 |
|  | JB Hi-Fi Ltd. | 53059 | 3629572 |
|  \* | Judo Capital Holdings Ltd. | 433224 | 478207 |
|  # | Jupiter Mines Ltd. | 724120 | 123119 |
|  # | Karoon Energy Ltd. | 96988 | 102079 |
|  #\* | Kelly Partners Group Holdings Ltd. | 11361 | 70953 |
|  | Kelsian Group Ltd. | 20164 | 64197 |
|  \* | Kingston Resources Ltd. | 128301 | 10070 |
|  # | L1 Group Ltd. | 70109 | 51797 |
|  | Lendlease Corp. Ltd. | 10932 | 39644 |
|  # | Lifestyle Communities Ltd. | 24906 | 84291 |
|  | Lottery Corp. Ltd. | 547387 | 1968960 |
|  | Lovisa Holdings Ltd. | 28462 | 673370 |
|  # | Lycopodium Ltd. | 17864 | 147129 |
|  \* | Lynas Rare Earths Ltd. | 19443 | 193834 |
|  | MA Financial Group Ltd. | 10560 | 66457 |
|  # | Maas Group Holdings Ltd. | 4010 | 12442 |
|  | Macmahon Holdings Ltd. | 1350407 | 414674 |
|  | Macquarie Group Ltd. | 10507 | 1498671 |
|  #\* | Macquarie Technology Group Ltd. | 5943 | 257077 |
|  # | Mader Group Ltd. | 8058 | 46781 |
|  | Magellan Financial Group Ltd. | 188146 | 1182569 |
|  \* | Mayne Pharma Group Ltd. | 35426 | 98401 |
|  | McMillan Shakespeare Ltd. | 37447 | 421487 |
|  | Medibank Pvt Ltd. | 415793 | 1326999 |

---

------

##### [**Table of Contents**](#toc)
**INTERNATIONAL VECTOR EQUITY PORTFOLIO** 

**CONTINUED** 

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  AUSTRALIA — (Continued) | AUSTRALIA — (Continued) | AUSTRALIA — (Continued) | AUSTRALIA — (Continued) |
|  #\* | Mesoblast Ltd. (MSB AU) | 98564 | $161083 |
|  \* | Metals X Ltd. | 1244738 | 686769 |
|  | Metcash Ltd. | 848244 | 2112911 |
|  #\* | Metro Mining Ltd. | 1754911 | 83690 |
|  \* | Mineral Resources Ltd. | 18140 | 572906 |
|  | Monadelphous Group Ltd. | 94730 | 1439824 |
|  | Monash IVF Group Ltd. | 103475 | 46761 |
|  | MotorCycle Holdings Ltd. | 14248 | 35112 |
|  #\* | Mount Gibson Iron Ltd. | 409076 | 96322 |
|  # | Myer Holdings Ltd. | 1560261 | 402745 |
|  | MyState Ltd. | 164673 | 479018 |
|  | National Australia Bank Ltd. | 213086 | 6075093 |
|  | Navigator Global Investments Ltd. | 264226 | 430251 |
|  | Netwealth Group Ltd. | 68493 | 1378624 |
|  # | New Hope Corp. Ltd. | 361318 | 980614 |
|  #\* | NEXTDC Ltd. | 21939 | 225553 |
|  | nib holdings Ltd. | 229822 | 1132699 |
|  # | Nick Scali Ltd. | 64145 | 1065565 |
|  # | Nickel Industries Ltd. | 650421 | 314180 |
|  | Nine Entertainment Co. Holdings Ltd. | 709775 | 538531 |
|  | Northern Star Resources Ltd. | 269589 | 4347077 |
|  | NRW Holdings Ltd. | 502936 | 1593514 |
|  \* | Nufarm Ltd. | 155031 | 210835 |
|  | Objective Corp. Ltd. | 1566 | 18907 |
|  \* | Omni Bridgeway Ltd. | 95069 | 99130 |
|  # | oOh!media Ltd. | 616449 | 554181 |
|  | Orica Ltd. | 175440 | 2550957 |
|  | Origin Energy Ltd. | 78122 | 626056 |
|  | Orora Ltd. | 28317 | 37249 |
|  | Pacific Current Group Ltd. | 51154 | 344073 |
|  #\* | Paladin Energy Ltd. | 13600 | 84262 |
|  \* | Pantoro Gold Ltd. | 59178 | 197638 |
|  | Peet Ltd. | 288046 | 360270 |
|  #\* | Peninsula Energy Ltd. | 45926 | 17699 |
|  # | Pepper Money Ltd. | 100354 | 146400 |
|  | Perenti Ltd. | 1146997 | 2031502 |
|  | Perpetual Ltd. | 39575 | 496388 |
|  | Perseus Mining Ltd. | 1502020 | 4767364 |
|  \* | PEXA Group Ltd. | 8059 | 79795 |
|  #\* | Pilbara Minerals Ltd. | 173979 | 374365 |
|  | Pinnacle Investment Management Group Ltd. | 5020 | 64644 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  AUSTRALIA — (Continued) | AUSTRALIA — (Continued) | AUSTRALIA — (Continued) | AUSTRALIA — (Continued) |
|  | Premier Investments Ltd. | 48168 | $560713 |
|  | Pro Medicus Ltd. | 19738 | 3389111 |
|  # | Propel Funeral Partners Ltd. | 27169 | 89131 |
|  | QBE Insurance Group Ltd. | 269671 | 3498866 |
|  | Qube Holdings Ltd. | 154964 | 444117 |
|  # | Ramelius Resources Ltd. | 1305980 | 2825341 |
|  # | Ramsay Health Care Ltd. | 3539 | 74248 |
|  | REA Group Ltd. | 4700 | 654884 |
|  #\* | ReadyTech Holdings Ltd. | 22182 | 31782 |
|  # | Reece Ltd. | 20461 | 156196 |
|  | Regis Resources Ltd. | 1107573 | 4649595 |
|  | Reliance Worldwide |  |  |
|  | Corp. Ltd. | 359173 | 973907 |
|  \* | Resolute Mining Ltd. | 2578369 | 1604772 |
|  | Ridley Corp. Ltd. | 269883 | 522776 |
|  | Rio Tinto Ltd. | 46130 | 4005295 |
|  \* | RPMGlobal Holdings Ltd. | 81932 | 260849 |
|  \* | Sandfire Resources Ltd. | 393692 | 4169793 |
|  | Santos Ltd. | 975261 | 4027960 |
|  | SEEK Ltd. | 9124 | 161468 |
|  \* | Select Harvests Ltd. | 95547 | 242866 |
|  | ServCorp Ltd. | 44491 | 214813 |
|  | Service Stream Ltd. | 626740 | 929802 |
|  | SGH Ltd. | 49193 | 1558710 |
|  | Shaver Shop Group Ltd. | 136824 | 126292 |
|  # | Sigma Healthcare Ltd. | 1004811 | 2042845 |
|  #\* | Silver Mines Ltd. | 23162 | 2570 |
|  # | Sims Ltd. (SGM AU) | 99760 | 1040685 |
|  | SmartGroup Corp. Ltd. | 69278 | 370344 |
|  | Solvar Ltd. | 175468 | 179469 |
|  | Sonic Healthcare Ltd. | 28743 | 397820 |
|  | South32 Ltd. (S32 AU) | 652522 | 1349472 |
|  | Southern Cross Electrical Engineering Ltd. | 255305 | 410434 |
|  # | Southern Cross Media Group Ltd. | 216485 | 119568 |
|  \*†† | SpeedCast International Ltd. | 198889 | 0 |
|  | SRG Global Ltd. | 584627 | 1051266 |
|  #\* | St Barbara Ltd. | 761041 | 256118 |

---

------

##### [**Table of Contents**](#toc)
**INTERNATIONAL VECTOR EQUITY PORTFOLIO** 

**CONTINUED** 

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** | **Value»** |
|  AUSTRALIA — (Continued) | AUSTRALIA — (Continued) | AUSTRALIA — (Continued) | AUSTRALIA — (Continued) | AUSTRALIA — (Continued) |
|  | Stanmore Resources Ltd. | 219017 | $| 307813 |
|  | Steadfast Group Ltd. | 136229 |  | 499050 |
|  | Suncorp Group Ltd. | 229899 |  | 2951191 |
|  | Super Retail Group Ltd. | 160643 |  | 1678936 |
|  \* | Superloop Ltd. | 199793 |  | 407614 |
|  #\* | Syrah Resources Ltd. | 333531 |  | 74141 |
|  | Tabcorp Holdings Ltd. | 1217691 |  | 846162 |
|  | Technology One Ltd. | 95715 |  | 2305203 |
|  | Telstra Group Ltd. (TLS AU) | 373408 |  | 1192977 |
|  \* | Temple & Webster Group Ltd. | 1595 |  | 24789 |
|  | Ten Sixty Four Ltd. | 189882 |  | 13666 |
|  | TPG Telecom Ltd. | 62307 |  | 225383 |
|  \* | Tuas Ltd. | 17051 |  | 78478 |
|  \* | Tyro Payments Ltd. | 89839 |  | 65200 |
|  \* | Vault Minerals Ltd. | 3893060 |  | 1850812 |
|  | Ventia Services Group Pty. Ltd. | 450729 |  | 1688233 |
|  W | Viva Energy Group Ltd. | 651723 |  | 782285 |
|  # | Vulcan Steel Ltd. | 17806 |  | 84404 |
|  \* | Vysarn Ltd. | 40546 |  | 17091 |
|  # | Washington H Soul Pattinson & Co. Ltd. | 47459 |  | 1166128 |
|  \* | WEB Travel Group Ltd. | 51791 |  | 141301 |
|  | Wesfarmers Ltd. | 116165 |  | 6375841 |
|  \* | West African |  |  |  |
|  | Resources Ltd. | 1368888 |  | 1130633 |
|  | Westgold Resources Ltd. | 647422 |  | 2238281 |
|  | Westpac Banking Corp. | 144961 |  | 3668160 |
|  # | Whitehaven Coal Ltd. | 572267 |  | 2689713 |
|  | WiseTech Global Ltd. | 1620 |  | 73065 |
|  | Woodside Energy Group Ltd.<br>(WDS AU) | 158335 |  | 2565889 |
|  | Worley Ltd. | 117573 |  | 1098013 |
|  \* | Xero Ltd. | 3203 |  | 303020 |
|  # | XRF Scientific Ltd. | 64487 |  | 88051 |
|  # | Yancoal Australia Ltd. | 229976 |  | 836775 |
|  TOTAL AUSTRALIA | TOTAL AUSTRALIA | TOTAL AUSTRALIA |  | 243790129 |
|  AUSTRIA — (0.7%) | AUSTRIA — (0.7%) | AUSTRIA — (0.7%) | AUSTRIA — (0.7%) | AUSTRIA — (0.7%) |
|  \* | Addiko Bank AG | 8740 |  | 212335 |
|  | Agrana Beteiligungs AG | 8215 |  | 114057 |
|  | ANDRITZ AG | 32599 |  | 2464674 |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** | **Value»** |
|  AUSTRIA — (Continued) | AUSTRIA — (Continued) | AUSTRIA — (Continued) | AUSTRIA — (Continued) | AUSTRIA — (Continued) |
|  \* | AT&S Austria Technologie & Systemtechnik AG | 18600 | $| 690446 |
|  W | BAWAG Group AG | 23691 |  | 3061617 |
|  | DO & Co. AG | 5776 |  | 1377846 |
|  | Erste Group Bank AG | 34137 |  | 3536213 |
|  \* | Eurotelesites AG | 23962 |  | 133687 |
|  | EVN AG | 24912 |  | 726982 |
|  \* | Immofinanz AG (IIA AV) | 7951 |  | 0 |
|  \* | Lenzing AG | 11372 |  | 340192 |
|  | Mayr Melnhof Karton AG | 1052 |  | 95862 |
|  | Oberbank AG | 1137 |  | 99610 |
|  | Oesterreichische Post AG | 9879 |  | 341497 |
|  | OMV AG | 60881 |  | 3332999 |
|  | Palfinger AG | 11034 |  | 413348 |
|  | Porr AG | 23162 |  | 735103 |
|  | Raiffeisen Bank International AG | 83542 |  | 3114460 |
|  | SBO AG | 1811 |  | 60039 |
|  | Semperit AG Holding | 3752 |  | 56233 |
|  | Strabag SE (STR AV) | 2516 |  | 196840 |
|  | Telekom Austria AG | 83736 |  | 890519 |
|  \* | UBM Development AG | 653 |  | 18062 |
|  | UNIQA Insurance Group AG | 71312 |  | 1047671 |
|  | Verbund AG | 2487 |  | 191947 |
|  | Vienna Insurance Group AG Wiener Versicherung Gruppe | 23493 |  | 1205002 |
|  | voestalpine AG | 45346 |  | 1614590 |
|  | Wienerberger AG | 59490 |  | 1765939 |
|  | Zumtobel Group AG | 20502 |  | 88238 |
|  TOTAL AUSTRIA | TOTAL AUSTRIA | TOTAL AUSTRIA |  | 27926008 |
|  BELGIUM — (1.6%) | BELGIUM — (1.6%) | BELGIUM — (1.6%) | BELGIUM — (1.6%) | BELGIUM — (1.6%) |
|  | Ackermans & van Haaren NV | 15891 |  | 3957615 |
|  | Ageas SA | 110156 |  | 7290065 |
|  \* | AGFA-Gevaert NV | 94352 |  | 90303 |
|  | Anheuser-Busch InBev SA (ABI BB) | 83775 |  | 5108365 |
|  # | Anheuser-Busch InBev SA (BUD US), Sponsored ADR | 3763 |  | 229167 |
|  \* | Argenx SE (ARGX BB) | 66 |  | 54019 |
|  \* | Atenor | 3530 |  | 11264 |
|  | Barco NV | 23775 |  | 339076 |

---

------

##### [**Table of Contents**](#toc)
**INTERNATIONAL VECTOR EQUITY PORTFOLIO** 

**CONTINUED** 

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** | **Value»** |
|  BELGIUM — (Continued) | BELGIUM — (Continued) | BELGIUM — (Continued) | BELGIUM — (Continued) | BELGIUM — (Continued) |
|  | Bekaert SA | 42706 | $| 1783949 |
|  \* | bpost SA | 40483 |  | 98220 |
|  | Cie d'Entreprises CFE | 8983 |  | 92726 |
|  \* | CMB Tech NV | 27553 |  | 267264 |
|  | Colruyt Group NV | 47123 |  | 1759856 |
|  | Deceuninck NV | 95050 |  | 226238 |
|  | Deme Group NV | 6977 |  | 1054132 |
|  | Econocom Group SA NV | 117613 |  | 231845 |
|  | EVS Broadcast Equipment SA | 9610 |  | 401807 |
|  | Fagron | 45161 |  | 1073134 |
|  \* | Galapagos NV (GLPG BB) | 31943 |  | 1012525 |
|  \* | Galapagos NV (GLPG NA) | 28000 |  | 891457 |
|  | Gimv NV | 21565 |  | 1164470 |
|  | KBC Group NV | 137693 |  | 16565763 |
|  | Kinepolis Group NV | 5948 |  | 203983 |
|  # | Lotus Bakeries NV | 202 |  | 1762380 |
|  | Melexis NV | 7283 |  | 524179 |
|  #\* | Ontex Group NV | 62857 |  | 459483 |
|  \* | Orange Belgium SA | 6976 |  | 153560 |
|  | Proximus SADP | 315368 |  | 2708937 |
|  | Recticel SA | 27025 |  | 266235 |
|  | Sipef NV | 4993 |  | 448958 |
|  | Solvay SA | 72824 |  | 2235164 |
|  | Syensqo SA | 62197 |  | 5134131 |
|  | Tessenderlo Group SA | 26345 |  | 795828 |
|  | UCB SA | 18616 |  | 4786955 |
|  | Umicore SA | 10808 |  | 205812 |
|  | Van de Velde NV | 2440 |  | 85083 |
|  | VGP NV | 10458 |  | 1208172 |
|  | Viohalco SA | 29708 |  | 291081 |
|  TOTAL BELGIUM | TOTAL BELGIUM | TOTAL BELGIUM |  | 64973201 |
|  BRAZIL — (0.0%) | BRAZIL — (0.0%) | BRAZIL — (0.0%) | BRAZIL — (0.0%) | BRAZIL — (0.0%) |
|  \* | Aura Minerals, Inc. | 4600 |  | 148718 |
|  CANADA — (11.4%) | CANADA — (11.4%) | CANADA — (11.4%) | CANADA — (11.4%) | CANADA — (11.4%) |
|  \* | 5N Plus, Inc. | 66274 |  | 947885 |
|  | Acadian Timber Corp. | 8376 |  | 85578 |
|  \* | ACT Energy Technologies Ltd. | 17600 |  | 66507 |
|  # | ADENTRA, Inc. | 21558 |  | 540583 |
|  # | ADF Group, Inc. | 19843 |  | 101723 |
|  \* | Advantage Energy Ltd. | 164703 |  | 1307008 |
|  | Aecon Group, Inc. | 73109 |  | 1611729 |
|  | AG Growth International, Inc. | 2004 |  | 51552 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  CANADA — (Continued) | CANADA — (Continued) | CANADA — (Continued) | CANADA — (Continued) |
|  | AGF Management Ltd., Class B | 71437 | $712053 |
|  | Agnico Eagle Mines Ltd. (AEM CN) | 22158 | 3563789 |
|  # | Agnico Eagle Mines Ltd. (AEM US) | 15606 | 2509607 |
|  #\* | Aimia, Inc. | 62327 | 123761 |
|  \* | Air Canada | 66800 | 878252 |
|  # | AirBoss of America Corp. | 8831 | 29152 |
|  | Alamos Gold, Inc. (AGI CN), Class A | 86763 | 2674865 |
|  | Algoma Central Corp. | 4796 | 59499 |
|  | Alimentation Couche-Tard, Inc. | 67822 | 3446831 |
|  \* | Allied Gold Corp. | 9002 | 136967 |
|  | AltaGas Ltd. | 90505 | 2656655 |
|  | Altius Minerals Corp. | 7 | 189 |
|  | Altus Group Ltd. | 66 | 2711 |
|  | Amerigo Resources Ltd. | 110614 | 241331 |
|  | Andlauer Healthcare Group, Inc. | 13055 | 506358 |
|  | Andrew Peller Ltd., Class A | 7400 | 26275 |
|  | ARC Resources Ltd. | 333794 | 6156817 |
|  \* | Aritzia, Inc. | 53652 | 3747664 |
|  \* | Athabasca Oil Corp. | 764419 | 3755194 |
|  | AtkinsRealis Group, Inc. | 16401 | 1156624 |
|  \* | ATS Corp. (ATS CN) | 2758 | 75864 |
|  \* | AutoCanada, Inc. | 22525 | 406158 |
|  | B2Gold Corp. (BTG US) | 601232 | 2639408 |
|  | B2Gold Corp. (BTO CN) | 539008 | 2359637 |
|  | Badger Infrastructure Solutions Ltd. | 27487 | 1442208 |
|  | Bank of Montreal (BMO CN) | 4685 | 581988 |
|  # | Bank of Montreal (BMO US) | 58550 | 7270739 |
|  # | Bank of Nova Scotia (BNS CN) | 1321 | 86641 |
|  | Bank of Nova Scotia (BNS US) | 43518 | 2854781 |
|  | Barrick Mining Corp. | 45774 | 1501387 |
|  | Barrick Mining Corp. (B US) | 194700 | 6386160 |
|  | Birchcliff Energy Ltd. | 323481 | 1508371 |
|  # | Bird Construction, Inc. | 62574 | 1343787 |
|  | Black Diamond Group Ltd. | 53397 | 569167 |

---

------

##### [**Table of Contents**](#toc)
**INTERNATIONAL VECTOR EQUITY PORTFOLIO** 

**CONTINUED** 

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  CANADA — (Continued) | CANADA — (Continued) | CANADA — (Continued) | CANADA — (Continued) |
|  # | Boralex, Inc., Class A | 9723 | $195216 |
|  | Boyd Group, Inc. | 5348 | 854239 |
|  # | BRP, Inc. (DOO CN) | 4900 | 307370 |
|  \* | CAE, Inc. (CAE CN) | 175 | 4914 |
|  \* | CAE, Inc. (CAE US) | 11892 | 333690 |
|  \* | Calfrac Well Services Ltd. | 9828 | 21442 |
|  | Calian Group Ltd. | 6388 | 230005 |
|  | Canaccord Genuity Group, Inc. | 97194 | 814942 |
|  \* | Canada Goose Holdings, Inc. (GOOS US) | 28406 | 395696 |
|  \* | Canada Packers, Inc. | 8586 | 102416 |
|  | Canadian Imperial Bank of Commerce (CM CN) | 36572 | 3030218 |
|  | Canadian Imperial Bank of Commerce (CM US) | 53924 | 4468682 |
|  | Canadian Natural Resources Ltd. (CNQ US) | 238383 | 7633024 |
|  | Canadian Pacific Kansas City Ltd. (CP CN) | 5103 | 367221 |
|  | Canadian Pacific Kansas City Ltd. (CP US) | 3549 | 255351 |
|  # | Canadian Tire Corp. Ltd., Class A | 19589 | 2246544 |
|  #\* | Canfor Corp. | 94268 | 822001 |
|  \* | Capstone Copper Corp. | 195092 | 1741508 |
|  # | Cardinal Energy Ltd. | 249453 | 1419295 |
|  # | Cargojet, Inc. | 1500 | 87419 |
|  | Cascades, Inc. | 91906 | 728014 |
|  | CCL Industries, Inc., Class B | 26567 | 1482016 |
|  \* | Celestica, Inc. (CLS CN) | 21177 | 7290819 |
|  \* | Celestica, Inc. (CLS US) | 40104 | 13815026 |
|  | Cenovus Energy, Inc. (CVE CN) | 851 | 14380 |
|  # | Cenovus Energy, Inc. (CVE US) | 452224 | 7651630 |
|  | Centerra Gold, Inc. | 361362 | 4233127 |
|  | CES Energy Solutions Corp. | 277595 | 1902027 |
|  | CGI, Inc. (GIB US) | 10175 | 885225 |
|  | CGI, Inc. (GIBA CN) | 14980 | 1303667 |
|  \*†† | Chesswood Group Ltd. | 4397 | 1066 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  CANADA — (Continued) | CANADA — (Continued) | CANADA — (Continued) | CANADA — (Continued) |
|  \* | Cipher Pharmaceuticals, Inc. | 100 | $1055 |
|  | Cogeco Communications, Inc. | 30138 | 1372224 |
|  | Cogeco, Inc. | 24502 | 1024243 |
|  | Colliers International Group, Inc. (CIGI CN) | 34 | 5424 |
|  | Computer Modelling Group Ltd. | 20352 | 77197 |
|  \* | Conifex Timber, Inc. | 7656 | 1283 |
|  | Constellation Software, Inc. | 1992 | 5242331 |
|  #\* | Cronos Group, Inc. (CRON US) | 203179 | 509979 |
|  | Definity Financial Corp. | 37708 | 1754267 |
|  \* | Denison Mines Corp. (DML CN) | 39 | 124 |
|  | dentalcorp Holdings Ltd. | 195 | 1515 |
|  | Dexterra Group, Inc. | 21771 | 165156 |
|  \* | Docebo, Inc. | 2415 | 60523 |
|  | Dollarama, Inc. | 66512 | 8645540 |
|  | Doman Building Materials Group Ltd. | 86605 | 548324 |
|  | Dominion Lending Centres, Inc. | 6600 | 51763 |
|  \* | Dorel Industries, Inc., Class B | 8818 | 11317 |
|  | DPM Metals, Inc. | 227803 | 4872618 |
|  | DREAM Unlimited Corp., Class A | 24324 | 322401 |
|  | Dynacor Group, Inc. | 39406 | 127556 |
|  # | ECN Capital Corp. | 7000 | 13925 |
|  | E-L Financial Corp. Ltd. | 97700 | 1132653 |
|  \* | Eldorado Gold Corp. (EGO US) | 64527 | 1654472 |
|  \* | Eldorado Gold Corp. (ELD CN) | 67605 | 1732833 |
|  | Element Fleet Management Corp. | 140093 | 3778630 |
|  | Empire Co. Ltd., Class A | 88526 | 3007568 |
|  | Endeavour Mining PLC | 114390 | 4582788 |
|  | Enerflex Ltd. (EFX CN) | 137475 | 1730016 |

---

------

##### [**Table of Contents**](#toc)
**INTERNATIONAL VECTOR EQUITY PORTFOLIO** 

**CONTINUED** 

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  CANADA — (Continued) | CANADA — (Continued) | CANADA — (Continued) | CANADA — (Continued) |
|  | Enerflex Ltd. (EFXT US) | 27196 | $342398 |
|  #\* | Energy Fuels, Inc. | 615 | 12638 |
|  | Enghouse Systems Ltd. | 6152 | 91279 |
|  \* | Ensign Energy Services, Inc. | 214118 | 392345 |
|  # | EQB, Inc. | 27013 | 1723185 |
|  \* | Equinox Gold Corp. (EQX CN) | 51129 | 561759 |
|  #\* | Equinox Gold Corp. (EQX US) | 78755 | 863942 |
|  #\* | ERO Copper Corp. (ERO CN) | 23172 | 494814 |
|  \* | ERO Copper Corp. (ERO US) | 12798 | 273237 |
|  | Evertz Technologies Ltd. | 4956 | 45300 |
|  # | Exchange Income Corp. | 19417 | 1063778 |
|  | Exco Technologies Ltd. | 9617 | 44843 |
|  | Extendicare, Inc. | 50936 | 583246 |
|  | Fairfax Financial Holdings Ltd. | 7030 | 11413456 |
|  # | Fiera Capital Corp. | 13807 | 61920 |
|  | Finning International, Inc. | 106909 | 5781646 |
|  \* | Firan Technology Group Corp. | 15800 | 123016 |
|  | Firm Capital Mortgage Investment Corp. | 18700 | 156261 |
|  # | First Majestic Silver Corp. (AG US) | 10 | 128 |
|  \* | First Quantum Minerals Ltd. | 90032 | 1869261 |
|  | FirstService Corp. (FSV CN) | 3019 | 480569 |
|  \* | Foraco International SA | 56346 | 83160 |
|  \* | Fortuna Mining Corp. (FSM US) | 471388 | 3898379 |
|  \* | Fortuna Mining Corp. (FVI CN) | 170249 | 1406857 |
|  | Franco-Nevada Corp. (FNV CN) | 58 | 10834 |
|  | Franco-Nevada Corp. (FNV US) | 2083 | 388750 |
|  # | Freehold Royalties Ltd. | 117742 | 1191230 |
|  \* | Galiano Gold, Inc. | 36893 | 88382 |
|  | Gamehost, Inc. | 7582 | 63573 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  CANADA — (Continued) | CANADA — (Continued) | CANADA — (Continued) | CANADA — (Continued) |
|  \* | GDI Integrated Facility Services, Inc. | 1200 | $25240 |
|  | George Weston Ltd. | 42090 | 2559221 |
|  | Gibson Energy, Inc. | 78274 | 1334378 |
|  # | Gildan Activewear, Inc. (GIL CN) | 4746 | 276764 |
|  # | Gildan Activewear, Inc. (GIL US) | 57447 | 3348586 |
|  # | goeasy Ltd. | 9293 | 1117439 |
|  | Great-West Lifeco, Inc. | 4428 | 187722 |
|  | Guardian Capital Group Ltd., Class A | 33 | 1575 |
|  \* | Haivision Systems, Inc. | 16200 | 59253 |
|  | Hammond Manufacturing Co. Ltd., Class A | 2800 | 22399 |
|  | Hammond Power Solutions, Inc. | 14679 | 2239711 |
|  | Headwater Exploration, Inc. | 188401 | 994023 |
|  | High Liner Foods, Inc. | 17697 | 213997 |
|  | Hudbay Minerals, Inc. (HBM CN) | 274139 | 4393885 |
|  | Hudbay Minerals, Inc. (HBM US) | 162231 | 2595696 |
|  | iA Financial Corp., Inc. | 60848 | 7182628 |
|  \* | IAMGOLD Corp. (IAG US) | 233600 | 2705088 |
|  \* | IAMGOLD Corp. (IMG CN) | 372351 | 4311419 |
|  | IGM Financial, Inc. | 18591 | 715115 |
|  \* | Imperial Metals Corp. | 51327 | 250679 |
|  # | Imperial Oil Ltd. (IMO CN) | 894 | 79071 |
|  | Imperial Oil Ltd. (IMO US) | 31444 | 2773675 |
|  | Information Services Corp. | 7900 | 209026 |
|  # | InPlay Oil Corp. | 1350 | 11560 |
|  | Intact Financial Corp. | 11756 | 2192950 |
|  \* | Interfor Corp. | 47102 | 265642 |
|  \* | Ivanhoe Mines Ltd., Class A | 3 | 30 |
|  W | Jamieson Wellness, Inc. | 3209 | 79667 |
|  \* | K92 Mining, Inc. | 81702 | 1086409 |
|  | K-Bro Linen, Inc. | 8518 | 228657 |
|  \* | Kelt Exploration Ltd. | 216412 | 1029172 |
|  | Keyera Corp. | 70498 | 2081439 |

---

------

##### [**Table of Contents**](#toc)
**INTERNATIONAL VECTOR EQUITY PORTFOLIO** 

**CONTINUED** 

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  CANADA — (Continued) | CANADA — (Continued) | CANADA — (Continued) | CANADA — (Continued) |
|  | Kinross Gold Corp. (K CN) | 607485 | $14128666 |
|  | Kinross Gold Corp. (KGC US) | 249533 | 5799147 |
|  \* | Kiwetinohk Energy Corp. | 6600 | 115478 |
|  \* | Knight Therapeutics, Inc. | 55268 | 230127 |
|  \* | Kolibri Global Energy, Inc. | 20937 | 90463 |
|  # | Labrador Iron Ore Royalty Corp. | 6651 | 137236 |
|  \* | Laramide Resources Ltd. | 89504 | 45309 |
|  | Lassonde Industries, Inc., Class A | 2803 | 436413 |
|  | Laurentian Bank of Canada | 22759 | 540355 |
|  | Leon's Furniture Ltd. | 29274 | 609671 |
|  \* | Lightspeed Commerce, Inc. (LSPD US) | 3913 | 46956 |
|  \*†† | Lightstream Resources Ltd. | 116588 | 0 |
|  | Linamar Corp. | 42622 | 2308040 |
|  \* | Lithium Americas Corp. | 2 | 11 |
|  | Loblaw Cos. Ltd. | 27095 | 1076846 |
|  \* | Lucara Diamond Corp. | 281721 | 36155 |
|  | Lundin Gold, Inc. | 58414 | 3971177 |
|  | Lundin Mining Corp. | 328016 | 5276133 |
|  | Magellan Aerospace Corp. | 13593 | 166987 |
|  | Magna International, Inc. (MG CN) | 7174 | 338918 |
|  | Magna International, Inc. (MGA US) | 82627 | 3900821 |
|  \* | Major Drilling Group International, Inc. | 78468 | 690941 |
|  | Manulife Financial Corp. (MFC US) | 2156 | 69790 |
|  | Maple Leaf Foods, Inc. | 42930 | 825206 |
|  | Martinrea International, Inc. | 86554 | 624524 |
|  \* | Mattr Corp. | 21640 | 168794 |
|  | McCoy Global, Inc. | 4400 | 11043 |
|  \* | MDA Space Ltd. | 10566 | 206265 |
|  \* | Medexus Pharmaceuticals, Inc. | 5900 | 11779 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  CANADA — (Continued) | CANADA — (Continued) | CANADA — (Continued) | CANADA — (Continued) |
|  | Medical Facilities Corp. | 17182 | $177020 |
|  | Melcor Developments Ltd. | 6653 | 69967 |
|  | Meren Energy, Inc. | 251177 | 325936 |
|  | Methanex Corp. (MEOH US) | 20048 | 788287 |
|  # | Methanex Corp. (MX CN) | 29109 | 1145640 |
|  | Metro, Inc. | 27751 | 1849826 |
|  | MTY Food Group, Inc. | 2360 | 56954 |
|  # | Mullen Group Ltd. | 131324 | 1320216 |
|  | National Bank of Canada | 83447 | 9323094 |
|  | Neo Performance Materials, Inc. | 19156 | 264145 |
|  \* | New Gold, Inc. (NGD CN) | 904927 | 6664929 |
|  \* | NFI Group, Inc. | 145 | 1482 |
|  | North American Construction Group Ltd. (NOA CN) | 10246 | 159547 |
|  # | North American Construction Group Ltd. (NOA US) | 13486 | 210112 |
|  | North West Co., Inc. | 48708 | 1580132 |
|  # | Northland Power, Inc. | 192394 | 3515781 |
|  # | Nutrien Ltd. (NTR US) | 107330 | 5844133 |
|  \* | NuVista Energy Ltd. | 284789 | 3386889 |
|  #\* | Obsidian Energy Ltd. (OBE CN) | 36409 | 206375 |
|  \* | Obsidian Energy Ltd. (OBE US) | 28131 | 159503 |
|  | OceanaGold Corp. | 233095 | 5213489 |
|  | Onex Corp. | 29369 | 2554645 |
|  | Open Text Corp. (OTEX CN) | 4642 | 178094 |
|  | Open Text Corp. (OTEX US) | 62206 | 2385600 |
|  | OR Royalties, Inc. (OR CN) | 339 | 10877 |
|  \*†† | Orbite Technologies, Inc. | 121500 | 0 |
|  \* | Organigram Global, Inc. | 35175 | 56930 |
|  | Pan American Silver Corp. (PAAS CN) | 50331 | 1772742 |
|  # | Paramount Resources Ltd., Class A | 150669 | 2470773 |
|  | Parex Resources, Inc. | 126477 | 1617766 |
|  | Parkland Corp. | 75641 | 2155085 |

---

------

##### [**Table of Contents**](#toc)
**INTERNATIONAL VECTOR EQUITY PORTFOLIO** 

**CONTINUED** 

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  CANADA — (Continued) | CANADA — (Continued) | CANADA — (Continued) | CANADA — (Continued) |
|  | Pason Systems, Inc. | 45902 | $391094 |
|  | Pembina Pipeline Corp. (PPL CN) | 1774 | 67112 |
|  # | Peyto Exploration & Development Corp. | 286997 | 4180492 |
|  | PHX Energy Services Corp. | 31891 | 173263 |
|  | Pizza Pizza Royalty Corp. | 24680 | 272922 |
|  \* | PMET Resources, Inc. | 41271 | 110935 |
|  | Polaris Renewable Energy, Inc. | 29223 | 271280 |
|  # | Pollard Banknote Ltd. | 1552 | 22419 |
|  # | PrairieSky Royalty Ltd. | 17631 | 316530 |
|  \* | Precision Drilling Corp. (PD CN) | 5115 | 306829 |
|  \* | Precision Drilling Corp. (PDS US) | 11961 | 716607 |
|  | Premium Brands Holdings Corp. | 2573 | 177398 |
|  # | Propel Holdings, Inc. | 7000 | 127368 |
|  \* | Quarterhill, Inc. | 96378 | 74901 |
|  | Quebecor, Inc., Class B | 89600 | 2858154 |
|  \* | Questerre Energy Corp., Class A | 25060 | 5539 |
|  | RB Global, Inc. (RBA US) | 9358 | 928501 |
|  \* | Real Matters, Inc. | 29 | 152 |
|  | Restaurant Brands International, Inc. (QSR US) | 30600 | 2010114 |
|  | Richelieu Hardware Ltd. | 28311 | 776128 |
|  | Rogers Communications, Inc. (RCI US), Class B | 70616 | 2763910 |
|  # | Rogers Communications, Inc. (RCIB CN), Class B | 1176 | 46024 |
|  | Rogers Sugar, Inc. | 82390 | 363032 |
|  | Royal Bank of Canada (RY CN) | 63580 | 9314308 |
|  | Royal Bank of Canada (RY US) | 32014 | 4690051 |
|  | Russel Metals, Inc. | 69280 | 2144269 |
|  \* | Sangoma Technologies Corp. | 15903 | 83566 |
|  | Saputo, Inc. | 4600 | 111150 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  CANADA — (Continued) | CANADA — (Continued) | CANADA — (Continued) | CANADA — (Continued) |
|  | Savaria Corp. | 26571 | $416975 |
|  | Secure Waste Infrastructure Corp. | 175502 | 2191035 |
|  | Sienna Senior Living, Inc. | 99 | 1351 |
|  \* | SNDL, Inc. | 23678 | 50908 |
|  \* | Source Energy Services Ltd. | 5600 | 49150 |
|  | South Bow Corp. | 38656 | 1002351 |
|  \* | Spartan Delta Corp. | 40148 | 179765 |
|  | Sprott, Inc. (SII CN) | 86 | 7049 |
|  \* | SSR Mining, Inc. (SSRM CN) | 63335 | 1431934 |
|  | Stantec, Inc. (STN CN) | 2317 | 256587 |
|  | Stella-Jones, Inc. | 50198 | 2849284 |
|  \*W | STEP Energy Services Ltd. | 11760 | 45864 |
|  | Strathcona Resources Ltd. | 1162 | 30660 |
|  | Sun Life Financial, Inc. (SLF CN) | 80322 | 4885580 |
|  | Sun Life Financial, Inc. (SLF US) | 29319 | 1784354 |
|  | Suncor Energy, Inc. (SU US) | 336590 | 13399648 |
|  # | Superior Plus Corp. | 353833 | 2013181 |
|  | Supremex, Inc. | 17058 | 44757 |
|  | Surge Energy, Inc. | 77066 | 364297 |
|  | Sylogist Ltd. | 8284 | 39868 |
|  # | Tamarack Valley Energy Ltd. | 818362 | 3635090 |
|  \* | Taseko Mines Ltd. (TKO CN) | 1276 | 5777 |
|  | TC Energy Corp. (TRP CN) | 3461 | 173673 |
|  | TC Energy Corp. (TRP US) | 9644 | 483743 |
|  | Teck Resources Ltd. (TECK US), Class B | 102972 | 4419558 |
|  | Teck Resources Ltd. (TECK/A CN), Class A | 1200 | 51635 |
|  | Teck Resources Ltd. (TECKB CN), Class B | 4996 | 214331 |
|  | TELUS Corp. | 30874 | 451482 |
|  # | TerraVest Industries, Inc. | 7833 | 758308 |
|  | TFI International, Inc. (TFII CN) | 11970 | 1075683 |
|  | TFI International, Inc. (TFII US) | 2101 | 188523 |

---

------

##### [**Table of Contents**](#toc)
**INTERNATIONAL VECTOR EQUITY PORTFOLIO** 

**CONTINUED** 

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  CANADA — (Continued) | CANADA — (Continued) | CANADA — (Continued) | CANADA — (Continued) |
|  | Thomson Reuters Corp. (TRI CN) | 24 | $3676 |
|  | Timbercreek Financial Corp. | 38200 | 180848 |
|  | TMX Group Ltd. | 205 | 7561 |
|  # | Topaz Energy Corp. | 21164 | 375732 |
|  \* | Torex Gold Resources, Inc. | 102851 | 4248840 |
|  | Toromont Industries Ltd. | 14333 | 1722045 |
|  | Toronto-Dominion Bank (TD CN) | 49533 | 4067035 |
|  | Toronto-Dominion Bank (TD US) | 45361 | 3725499 |
|  | Total Energy Services, Inc. | 58569 | 588802 |
|  | Tourmaline Oil Corp. | 122751 | 5399113 |
|  # | TransAlta Corp. | 68543 | 1211155 |
|  | TransAlta Corp. | 66278 | 1171460 |
|  | Transcontinental, Inc., Class A | 128293 | 1801069 |
|  \*†† | Trevali Mining Corp. | 33236 | 0 |
|  | Trican Well Service Ltd. | 353067 | 1321594 |
|  | Triple Flag Precious Metals Corp. (TFPM CN) | 33 | 916 |
|  \* | Trisura Group Ltd. (TSU CN) | 2884 | 79474 |
|  \* | Valeura Energy, Inc. | 21230 | 100811 |
|  | Velan, Inc. | 200 | 2339 |
|  # | Vermilion Energy, Inc. (VET CN) | 58 | 434 |
|  | Vermilion Energy, Inc. (VET US) | 56684 | 423429 |
|  | VersaBank (VBNK CN) | 3600 | 42967 |
|  | VersaBank (VBNK US) | 2787 | 33082 |
|  \*†† | Victoria Gold Corp./Vancouver | 2102 | 135 |
|  \* | Viemed Healthcare, Inc. | 23412 | 151242 |
|  | Wajax Corp. | 29639 | 525558 |
|  | Waste Connections, Inc. (WCN US) | 4032 | 676086 |
|  \* | Well Health Technologies Corp. | 119539 | 447456 |
|  \* | Wesdome Gold Mines Ltd. | 95760 | 1444713 |
|  | West Fraser Timber Co. Ltd. (WFG CN) | 49726 | 3034881 |
|  | Westshore Terminals Investment Corp. | 35352 | 649798 |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** | **Value»** |
|  CANADA — (Continued) | CANADA — (Continued) | CANADA — (Continued) | CANADA — (Continued) | CANADA — (Continued) |
|  # | Whitecap Resources, Inc. | 1038616 | $| 7734447 |
|  | Winpak Ltd. | 12456 |  | 382059 |
|  | WSP Global, Inc. | 10339 |  | 1976614 |
|  | Yellow Pages Ltd. | 2234 |  | 17521 |
|  TOTAL CANADA | TOTAL CANADA | TOTAL CANADA |  | 467955732 |
|  CHINA — (0.1%) | CHINA — (0.1%) | CHINA — (0.1%) | CHINA — (0.1%) | CHINA — (0.1%) |
|  | China Gold International Resources Corp. Ltd. (CGG CN) | 243398 |  | 4121566 |
|  \*†† | Hanfeng Evergreen, Inc. | 5700 |  | 0 |
|  \* | Neo-Neon Holdings Ltd. | 545000 |  | 25559 |
|  \* | Tongda Group Holdings Ltd. | 25400 |  | 15057 |
|  TOTAL CHINA | TOTAL CHINA | TOTAL CHINA |  | 4162182 |
|  DENMARK — (2.3%) | DENMARK — (2.3%) | DENMARK — (2.3%) | DENMARK — (2.3%) | DENMARK — (2.3%) |
|  \* | ALK-Abello AS | 46142 |  | 1522152 |
|  | Alm Brand AS | 785613 |  | 2210950 |
|  | AP Moller - Maersk AS (MAERSKA DC), Class A | 382 |  | 787361 |
|  | AP Moller - Maersk AS (MAERSKB DC), Class B | 327 |  | 672288 |
|  \* | Bang & Olufsen AS | 27203 |  | 55612 |
|  \* | Bavarian Nordic AS | 51710 |  | 1910599 |
|  | Carlsberg AS, Class B | 29024 |  | 3412628 |
|  | Chemometec AS | 3212 |  | 392540 |
|  | Coloplast AS, Class B | 3377 |  | 305431 |
|  | Columbus AS | 23683 |  | 35393 |
|  | D/S Norden AS | 32817 |  | 1311667 |
|  | Danske Bank AS | 128707 |  | 5752328 |
|  \* | Demant AS | 57210 |  | 1903384 |
|  \* | Dfds AS | 7295 |  | 102860 |
|  # | DSV AS | 11415 |  | 2435975 |
|  | FLSmidth & Co. AS | 45813 |  | 3567900 |
|  | Foroya Banki P | 3602 |  | 121701 |
|  \* | Genmab AS (GMAB DC) | 3044 |  | 868233 |
|  #\* | GN Store Nord AS | 138963 |  | 2433324 |
|  | GronlandsBANKEN AS | 75 |  | 10132 |
|  | H Lundbeck AS (HLUNA DC), Class A | 33531 |  | 189356 |
|  | H Lundbeck AS (HLUNB DC) | 168361 |  | 1227879 |

---

------

##### [**Table of Contents**](#toc)
**INTERNATIONAL VECTOR EQUITY PORTFOLIO** 

**CONTINUED** 

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  DENMARK — (Continued) | DENMARK — (Continued) |  |  |
|  #\* | H&H International AS, Class B | 16762 | $230247 |
|  #\* | Huscompagniet AS | 9014 | 60152 |
|  | ISS AS | 100266 | 3160274 |
|  | Jyske Bank AS | 40764 | 4791287 |
|  | Matas AS | 35737 | 709442 |
|  | MT Hoejgaard Holding AS | 1507 | 98858 |
|  #\*W | Netcompany Group AS | 31620 | 1579993 |
|  \* | Nilfisk Holding AS | 12997 | 215733 |
|  \* | NKT AS | 53220 | 5957489 |
|  | Novo Nordisk AS (NOVOB DC), Class B | 95182 | 4685969 |
|  # | Novonesis Novozymes B, Class B | 88871 | 5310896 |
|  | Pandora AS | 48744 | 6522370 |
|  | Parken Sport & Entertainment AS | 3314 | 73889 |
|  | Per Aarsleff Holding AS | 19250 | 2185906 |
|  | Ringkjoebing Landbobank AS | 29027 | 6564622 |
|  | Rockwool AS, Class A | 27035 | 926007 |
|  # | Rockwool AS, Class B | 85150 | 2917723 |
|  | Royal Unibrew AS | 22020 | 1664276 |
|  #\* | RTX AS | 5266 | 87813 |
|  W | Scandinavian Tobacco Group AS | 45787 | 607048 |
|  | Schouw & Co. AS | 11084 | 1019086 |
|  | SP Group AS | 2013 | 90787 |
|  | Sparekassen Sjaelland-Fyn AS | 13217 | 687639 |
|  | Sydbank AS | 54360 | 4640782 |
|  # | Tivoli AS | 617 | 56391 |
|  | TORM PLC, Class A | 52874 | 1140535 |
|  # | Tryg AS | 116659 | 2875526 |
|  | UIE PLC | 12391 | 602379 |
|  | Vestas Wind Systems AS | 26513 | 542247 |
|  | Vestjysk Bank AS | 225826 | 247628 |
|  \* | Zealand Pharma AS | 50623 | 4008054 |
|  TOTAL DENMARK | TOTAL DENMARK | TOTAL DENMARK | 95490741 |
|  FINLAND — (1.8%) | FINLAND — (1.8%) |  |  |
|  | Aktia Bank OYJ | 45889 | 565936 |
|  | Alandsbanken Abp, Class B | 1791 | 93517 |
|  | Alma Media OYJ | 17628 | 300830 |
|  | Apetit OYJ | 2895 | 46713 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  FINLAND — (Continued) | FINLAND — (Continued) |  |  |
|  | Aspo OYJ | 11569 | $83491 |
|  | Atria OYJ | 11213 | 177196 |
|  | Bittium OYJ | 6294 | 123404 |
|  | Digia OYJ | 6411 | 44782 |
|  | Elisa OYJ | 48367 | 2131253 |
|  W | Enento Group OYJ | 2076 | 36909 |
|  | Evli OYJ, Class B | 1283 | 31796 |
|  | Finnair OYJ | 26021 | 85465 |
|  # | Fiskars OYJ Abp | 33911 | 511305 |
|  | Fortum OYJ | 151462 | 3377590 |
|  | F-Secure OYJ | 27403 | 54107 |
|  # | Harvia OYJ | 7944 | 332008 |
|  | Hiab OYJ | 22436 | 1242511 |
|  | HKFoods OYJ | 32204 | 62731 |
|  | Huhtamaki OYJ | 42640 | 1432994 |
|  | Kalmar OYJ, Class B | 31343 | 1298534 |
|  | Kemira OYJ | 77984 | 1716370 |
|  | Kesko OYJ (KESKOA FH), Class A | 29734 | 635563 |
|  | Kesko OYJ (KESKOB FH), Class B | 152063 | 3207710 |
|  | Kone OYJ, Class B | 71787 | 4796307 |
|  | Konecranes OYJ | 46376 | 4577663 |
|  | Lassila & Tikanoja OYJ | 11556 | 132371 |
|  #\* | Lindex Group OYJ | 88237 | 275246 |
|  | Mandatum OYJ | 220354 | 1580436 |
|  | Marimekko OYJ | 12559 | 185130 |
|  # | Metsa Board OYJ (METSB FH), Class B | 51427 | 174453 |
|  # | Metso OYJ | 286680 | 4701263 |
|  # | NoHo Partners OYJ | 1954 | 20104 |
|  | Nokia OYJ (NOKIA FH) | 473305 | 3228554 |
|  | Nokia OYJ (NOKIA FP) | 143713 | 975139 |
|  # | Nokian Renkaat OYJ | 44735 | 451119 |
|  | Nordea Bank Abp (NDA FH) | 605343 | 10355484 |
|  | Nordea Bank Abp (NDA SS) | 212648 | 3633656 |
|  | Olvi OYJ, Class A | 10348 | 353146 |
|  | Oriola OYJ (OKDBV FH), Class B | 60233 | 81967 |
|  # | Orion OYJ (ORNAV FH), Class A | 11860 | 830422 |
|  | Orion OYJ (ORNBV FH), Class B | 44894 | 3135081 |
|  | Outokumpu OYJ | 198234 | 852627 |
|  | Pihlajalinna OYJ | 15927 | 273629 |
|  | Ponsse OYJ | 3591 | 105149 |
|  | Puuilo OYJ | 34014 | 556940 |
|  #\* | QT Group OYJ | 5045 | 206712 |
|  | Raisio OYJ, Class V | 69541 | 201622 |

---

------

##### [**Table of Contents**](#toc)
**INTERNATIONAL VECTOR EQUITY PORTFOLIO** 

**CONTINUED** 

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  FINLAND — (Continued) | FINLAND — (Continued) |  |  |
|  | Revenio Group OYJ | 5435 | $151696 |
|  | Sampo OYJ, Class A | 389693 | 4340361 |
|  | Sanoma OYJ | 79944 | 977115 |
|  | Scanfil OYJ | 11458 | 144506 |
|  | Stora Enso OYJ, Class R | 104660 | 1218677 |
|  | Taaleri PLC | 7216 | 59895 |
|  W | Terveystalo OYJ | 99505 | 1070466 |
|  | TietoEVRY OYJ | 51025 | 1095174 |
|  # | Tokmanni Group Corp. | 35257 | 348517 |
|  # | UPM-Kymmene OYJ | 26349 | 707004 |
|  | Vaisala OYJ, Class A | 9903 | 488958 |
|  # | Valmet OYJ | 57181 | 1860593 |
|  | Wartsila OYJ Abp | 19117 | 625453 |
|  \* | YIT OYJ | 70446 | 238119 |
|  TOTAL FINLAND | TOTAL FINLAND | TOTAL FINLAND | 72603469 |
|  FRANCE — (6.4%) | FRANCE — (6.4%) |  |  |
|  \* | 74Software SA | 7304 | 301283 |
|  | ABC arbitrage | 6384 | 39443 |
|  | Accor SA | 14605 | 742998 |
|  # | Aeroports de Paris SA | 371 | 50894 |
|  | Air Liquide SA | 17550 | 3396607 |
|  | Airbus SE | 10855 | 2676528 |
|  | AKWEL SADIR | 8969 | 114687 |
|  \* | Alstom SA | 179558 | 4490311 |
|  # | Altamir | 17275 | 546475 |
|  | Alten SA | 12097 | 996252 |
|  W | Amundi SA | 17468 | 1294944 |
|  \*W | Aramis Group SAS | 9742 | 70572 |
|  | Arkema SA | 42769 | 2538882 |
|  | Assystem SA | 1977 | 99155 |
|  | Aubay | 2886 | 166437 |
|  | AXA SA | 28216 | 1224247 |
|  W | Ayvens SA | 21832 | 291267 |
|  \* | Bastide le Confort Medical | 770 | 21921 |
|  # | Beneteau SACA | 55938 | 539187 |
|  | BioMerieux | 1920 | 247201 |
|  | BNP Paribas SA | 55287 | 4282417 |
|  | Boiron SA | 3024 | 97939 |
|  | Bollore SE | 104584 | 582361 |
|  | Bonduelle SCA | 9348 | 95793 |
|  | Bouygues SA | 122374 | 5523731 |
|  | Bureau Veritas SA | 79293 | 2605761 |
|  | Capgemini SE | 6789 | 1044456 |
|  | Carrefour SA | 390556 | 5882142 |
|  | CBo Territoria | 13564 | 56908 |
|  \* | Cegedim SA | 3342 | 43901 |
|  | Cie de Saint-Gobain SA | 93595 | 9084518 |
|  | Cie des Alpes | 24700 | 566632 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  FRANCE — (Continued) | FRANCE — (Continued) |  |  |
|  | Cie Generale des Etablissements Michelin SCA | 301482 | $9630967 |
|  \* | Clariane SE | 103062 | 443080 |
|  | Coface SA | 99865 | 1758850 |
|  | Credit Agricole SA | 82436 | 1488083 |
|  | Danone SA | 45098 | 3982903 |
|  | Dassault Aviation SA | 435 | 140177 |
|  | Derichebourg SA | 108712 | 741582 |
|  | Eiffage SA | 49878 | 6137475 |
|  \*W | Elior Group SA | 83631 | 270074 |
|  | Elis SA | 172867 | 4814197 |
|  \* | Emeis SA | 31310 | 516928 |
|  | Engie SA | 760357 | 17802202 |
|  # | Eramet SA | 3227 | 220922 |
|  | EssilorLuxottica SA | 2135 | 781877 |
|  | Esso SA Francaise | 2536 | 285134 |
|  | Etablissements Maurel et Prom SA | 85985 | 479279 |
|  | Eurazeo SE | 26130 | 1781226 |
|  \* | Euroapi SA | 37541 | 138859 |
|  | Eurofins Scientific SE | 24572 | 1733050 |
|  W | Euronext NV | 9721 | 1389245 |
|  #\* | Eutelsat Communications SACA | 30998 | 119924 |
|  | FDJ UNITED | 14478 | 421847 |
|  \* | Figeac Aero | 1504 | 21069 |
|  | Fnac Darty SA (0QSH LI) | 2700 | 88003 |
|  | Fnac Darty SA (FNAC FP) | 12219 | 400163 |
|  \* | Forvia SE (FRVIA FP) | 142856 | 1829352 |
|  | Gaztransport Et Technigaz SA | 16426 | 3252840 |
|  | Getlink SE | 8518 | 155481 |
|  | GL Events SACA | 9927 | 317026 |
|  | Groupe Crit SA | 2885 | 206284 |
|  #\* | Guerbet | 2941 | 53972 |
|  | Hermes International SCA | 2821 | 6980449 |
|  \* | ID Logistics Group SACA | 2241 | 1017831 |
|  | Imerys SA | 22705 | 559269 |
|  | Interparfums SA | 1267 | 41677 |
|  | Ipsen SA | 13284 | 1866816 |
|  | IPSOS SA | 38098 | 1460350 |
|  # | Jacquet Metals SACA | 7376 | 148930 |
|  | JCDecaux SE | 55756 | 1014452 |
|  | Kaufman & Broad SA | 11012 | 370577 |
|  | Laurent-Perrier | 1630 | 175860 |
|  # | Lectra | 523 | 13870 |
|  | Legrand SA | 10936 | 1888513 |
|  | Linedata Services | 862 | 44579 |

---

------

##### [**Table of Contents**](#toc)
**INTERNATIONAL VECTOR EQUITY PORTFOLIO** 

**CONTINUED** 

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  FRANCE — (Continued) | FRANCE — (Continued) |  |  |
|  | LISI SA | 7074 | $414359 |
|  | LNA Sante SA | 5462 | 152297 |
|  | L'Oreal SA | 3263 | 1361687 |
|  | LVMH Moet Hennessy Louis Vuitton SE | 1185 | 837585 |
|  #\*W | Maisons du Monde SA | 8663 | 20417 |
|  | Manitou BF SA | 5811 | 116715 |
|  | Mersen SA | 12060 | 304836 |
|  | Metropole Television SA | 44795 | 618007 |
|  | Nexans SA | 13265 | 1867741 |
|  #\* | Nexity SA | 21267 | 222600 |
|  | NRJ Group | 18897 | 175517 |
|  | Oeneo SA | 12484 | 132961 |
|  | Opmobility | 78985 | 1290115 |
|  | Orange SA (ORA FP) | 1286762 | 20583514 |
|  \* | OVH Groupe SA | 4023 | 37718 |
|  | Pluxee NV | 14114 | 272648 |
|  | Publicis Groupe SA (PUB FP) | 27802 | 2786570 |
|  | Quadient SA | 20132 | 346500 |
|  # | Remy Cointreau SA | 12909 | 639576 |
|  | Renault SA | 147717 | 5740162 |
|  | Rexel SA | 205309 | 7119085 |
|  | Robertet SA | 158 | 151639 |
|  | SA d'Explosifs et de Produits Chimiques | 82 | 19098 |
|  | Safran SA | 20936 | 7438944 |
|  | Samse SACA | 314 | 45408 |
|  | Sanofi SA (SAN FP) | 27247 | 2756382 |
|  | Sartorius Stedim Biotech | 436 | 104278 |
|  | Savencia SA | 3513 | 252727 |
|  | Schneider Electric SE (0NWV LI) | 1883 | 531721 |
|  | Schneider Electric SE (SU FP) | 11379 | 3242216 |
|  | SCOR SE | 103889 | 3144904 |
|  | SEB SA | 4857 | 268757 |
|  | Seche Environnement SACA | 4299 | 348052 |
|  | SES SA | 328979 | 2520759 |
|  \*W | SMCP SA | 12452 | 87695 |
|  | Societe BIC SA | 20203 | 1124126 |
|  | Societe des Bains de Mer et du Cercle des Etrangers a Monaco | 536 | 66152 |
|  | Societe Generale SA | 86638 | 5494634 |
|  | Societe LDC SADIR | 3690 | 392569 |
|  # | Sodexo SA | 26406 | 1462111 |
|  \* | SOITEC | 401 | 18964 |
|  | Sopra Steria Group | 11901 | 1852424 |
|  | SPIE SA | 81284 | 4136734 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  FRANCE — (Continued) | FRANCE — (Continued) |  |  |
|  | Stef SA | 4362 | $608457 |
|  | STMicroelectronics NV (STM FP) | 33324 | 818300 |
|  | Sword Group | 4261 | 180307 |
|  | Synergie SE | 7052 | 273160 |
|  | Technip Energies NV | 112128 | 4556215 |
|  | Teleperformance SE | 8764 | 625825 |
|  | Television Francaise 1 SA | 80280 | 734445 |
|  | Thales SA | 10190 | 2905707 |
|  | Thermador Groupe | 3866 | 340411 |
|  # | Tikehau Capital SCA | 11998 | 249223 |
|  | TotalEnergies SE (TTE FP) | 378407 | 23625849 |
|  # | Trigano SA | 11601 | 1930525 |
|  \* | Ubisoft Entertainment SA | 18626 | 166293 |
|  | Valeo SE | 310098 | 4287181 |
|  | Vallourec SACA | 192412 | 3587440 |
|  | Vetoquinol SA | 2062 | 177326 |
|  | Vicat SACA | 14931 | 1119353 |
|  | VIEL & Cie SA | 16841 | 341814 |
|  | Vinci SA | 41979 | 5613274 |
|  | Virbac SACA | 1818 | 743385 |
|  #\* | Viridien | 7518 | 920609 |
|  # | Wavestone | 1697 | 100984 |
|  \*W | X-Fab Silicon Foundries SE | 16404 | 104090 |
|  TOTAL FRANCE | TOTAL FRANCE | TOTAL FRANCE | 261212171 |
|  GERMANY — (7.9%) | GERMANY — (7.9%) |  |  |
|  | 1&1 AG | 33655 | 830990 |
|  | Adesso SE | 304 | 32827 |
|  | adidas AG | 16062 | 3037041 |
|  | AIXTRON SE | 51979 | 832960 |
|  | Allgeier SE | 4754 | 100221 |
|  | Allianz SE (ALV GR) | 9813 | 3943272 |
|  | AlzChem Group AG | 5513 | 1062092 |
|  | Amadeus Fire AG | 420 | 25544 |
|  | Atoss Software SE | 5327 | 714432 |
|  W | Aumann AG | 4755 | 69000 |
|  \* | Aumovio SE | 21779 | 936384 |
|  # | Aurubis AG | 25680 | 3348333 |
|  | BASF SE | 325719 | 16071569 |
|  \* | Basler AG | 1013 | 20326 |
|  | Bayer AG | 491636 | 15292086 |
|  | Bayerische Motoren Werke AG | 34821 | 3246878 |
|  #\* | BayWa AG (BYW6 GR) | 6602 | 39247 |
|  | Bechtle AG | 41971 | 1774099 |
|  W | Befesa SA | 13346 | 441993 |
|  | Bertrandt AG | 1598 | 36889 |
|  | Bijou Brigitte AG | 5897 | 276710 |
|  \* | Bike24 Holding AG | 2531 | 10193 |

---

------

##### [**Table of Contents**](#toc)
**INTERNATIONAL VECTOR EQUITY PORTFOLIO** 

**CONTINUED** 

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  GERMANY — (Continued) | GERMANY — (Continued) |  |  |
|  | Bilfinger SE | 19633 | $2118254 |
|  | Borussia Dortmund GmbH & Co. KGaA | 72418 | 286244 |
|  # | Brenntag SE | 46217 | 2566833 |
|  | CANCOM SE (COK GR) | 20513 | 583521 |
|  | Carl Zeiss Meditec AG | 309 | 15673 |
|  \* | Ceconomy AG | 104282 | 533884 |
|  #\* | CENIT AG | 3550 | 28905 |
|  | Cewe Stiftung & Co. KGaA | 7270 | 833008 |
|  | Commerzbank AG | 306138 | 11162667 |
|  | Continental AG | 43559 | 3328425 |
|  \* | Covestro AG | 12695 | 886691 |
|  # | CTS Eventim AG & Co. KGaA | 27901 | 2499688 |
|  | Daimler Truck Holding AG | 218320 | 8750846 |
|  | Dermapharm Holding SE | 7204 | 283663 |
|  | Deutsche Bank AG (DB US) | 192081 | 6870737 |
|  | Deutsche Bank AG (DBK GR) | 18884 | 676050 |
|  | Deutsche Beteiligungs AG | 9791 | 268244 |
|  | Deutsche Boerse AG | 65241 | 16521628 |
|  | Deutsche Lufthansa AG | 366551 | 3213515 |
|  W | Deutsche Pfandbriefbank AG | 47087 | 247656 |
|  | Deutsche Post AG | 339804 | 15612753 |
|  | Deutsche Telekom AG (DTE GR) | 713773 | 22109241 |
|  | Deutsche Telekom AG (DTEGY US), Sponsored ADR | 5867 | 182346 |
|  | Deutz AG | 81056 | 803417 |
|  | Draegerwerk AG & Co. KGaA | 2155 | 151761 |
|  | Duerr AG | 71144 | 1659407 |
|  W | DWS Group GmbH & Co. KGaA | 26592 | 1702409 |
|  | E.ON SE | 482173 | 8971492 |
|  | Eckert & Ziegler SE | 23790 | 464924 |
|  | Elmos Semiconductor SE | 7963 | 753053 |
|  | ElringKlinger AG | 33298 | 155415 |
|  | Evonik Industries AG | 74680 | 1251490 |
|  \* | Evotec SE | 32507 | 264734 |
|  | Fielmann Group AG | 6641 | 362689 |
|  | flatexDEGIRO AG | 117214 | 4446156 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  GERMANY — (Continued) | GERMANY — (Continued) |  |  |
|  \* | Fraport AG Frankfurt Airport Services Worldwide | 28184 | $2415783 |
|  | Freenet AG | 117942 | 3667742 |
|  | Fresenius Medical Care AG (FME GR) | 50967 | 2736278 |
|  | Fresenius SE & Co. KGaA | 41103 | 2365188 |
|  | Friedrich Vorwerk Group SE | 6850 | 737521 |
|  | FUCHS SE | 12719 | 451170 |
|  | GEA Group AG | 75384 | 5392038 |
|  # | Gerresheimer AG | 8581 | 273130 |
|  | Gesco SE | 5318 | 97426 |
|  # | GFT Technologies SE | 21811 | 448066 |
|  | Grenke AG | 2086 | 35942 |
|  | Hannover Rueck SE | 11492 | 3280718 |
|  W | Hapag-Lloyd AG | 2969 | 426886 |
|  | Heidelberg Materials AG | 72839 | 17088285 |
|  #\* | Heidelberger Druckmaschinen AG | 308292 | 695304 |
|  | Hella GmbH & Co. KGaA | 244 | 22713 |
|  \* | HelloFresh SE | 326851 | 2649641 |
|  | Henkel AG & Co. KGaA | 10555 | 788179 |
|  # | Hensoldt AG | 12068 | 1286420 |
|  | HOCHTIEF AG | 10531 | 3022806 |
|  | Hornbach Holding AG & Co. KGaA | 17941 | 1795128 |
|  | HUGO BOSS AG | 46119 | 2046067 |
|  | Indus Holding AG | 12856 | 332938 |
|  | Infineon Technologies AG (IFNNY US), ADR | 25149 | 996152 |
|  | Infineon Technologies AG (IFX GR) | 238824 | 9479616 |
|  | Init Innovation in Traffic Systems SE | 4242 | 228660 |
|  W | Instone Real Estate Group SE | 15373 | 147141 |
|  # | IVU Traffic Technologies AG | 6118 | 144670 |
|  | Jenoptik AG | 33877 | 765145 |
|  W | JOST Werke SE | 14956 | 871331 |
|  # | K&S AG | 127886 | 1666023 |
|  # | KION Group AG | 56418 | 4008748 |
|  | Kloeckner & Co. SE | 36398 | 232740 |
|  | Knorr-Bremse AG | 24318 | 2262740 |
|  \* | Koenig & Bauer AG | 4693 | 72017 |
|  # | Kontron AG | 38571 | 1008189 |
|  | Krones AG | 12389 | 1799483 |

---

------

##### [**Table of Contents**](#toc)
**INTERNATIONAL VECTOR EQUITY PORTFOLIO** 

**CONTINUED** 

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  GERMANY — (Continued) | GERMANY — (Continued) |  |  |
|  | KSB SE & Co. KGaA | 83 | $89495 |
|  | KWS Saat SE & Co. KGaA | 12023 | 926777 |
|  | Lanxess AG | 30793 | 733290 |
|  | Leifheit AG | 4622 | 79370 |
|  #\* | MAX Automation SE | 1669 | 10970 |
|  \* | Medios AG | 753 | 10598 |
|  | Mercedes-Benz Group AG | 73853 | 4791918 |
|  | Merck KGaA | 1336 | 175007 |
|  | MLP SE | 72501 | 595046 |
|  # | MTU Aero Engines AG | 10646 | 4652569 |
|  | Muenchener Rueckversicherungs-Gesellschaft AG in Muenchen | 11913 | 7370500 |
|  | Multitude PLC | 2573 | 20241 |
|  # | Mutares SE & Co. KGaA | 16342 | 521673 |
|  | Nagarro SE | 3616 | 201676 |
|  | Nemetschek SE | 17287 | 1997522 |
|  | Norma Group SE | 25136 | 407867 |
|  | Patrizia SE | 20053 | 167921 |
|  \* | Pentixapharm Holding AG | 7772 | 13803 |
|  | Pfeiffer Vacuum Technology AG | 1369 | 246120 |
|  | ProCredit Holding AG | 26204 | 234016 |
|  | Puma SE (PUM GR) | 1990 | 42313 |
|  \* | PVA TePla AG | 13054 | 399191 |
|  | PWO AG | 209 | 7037 |
|  \* | q.beyond AG | 40000 | 39326 |
|  # | Qiagen NV | 36663 | 1721356 |
|  \* | R Stahl AG | 341 | 6212 |
|  | Rational AG | 1377 | 1010165 |
|  | Rheinmetall AG | 10704 | 21041753 |
|  # | RTL Group SA | 14881 | 574571 |
|  | RWE AG | 48169 | 2371385 |
|  | SAF-Holland SE | 27426 | 446134 |
|  | Salzgitter AG | 6973 | 226287 |
|  | Schaeffler AG | 47886 | 388499 |
|  W | Scout24 SE | 4867 | 562850 |
|  | Secunet Security Networks AG | 917 | 210658 |
|  | Siemens AG (SIE GR) | 11911 | 3375544 |
|  \* | Siemens Energy AG | 12852 | 1601170 |
|  W | Siemens Healthineers AG | 10585 | 593289 |
|  | Siltronic AG | 4539 | 280301 |
|  | Sixt SE | 6471 | 568851 |
|  #\* | SMA Solar Technology AG | 5937 | 178059 |
|  | Stroeer SE & Co. KGaA | 11954 | 523036 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  GERMANY — (Continued) | GERMANY — (Continued) |  |  |
|  | Suedzucker AG | 24486 | $270054 |
|  # | SUSS MicroTec SE | 6708 | 215564 |
|  | Symrise AG | 1250 | 103374 |
|  | Takkt AG | 14899 | 77375 |
|  \* | Talanx AG | 24927 | 3035393 |
|  \*W | TeamViewer SE | 5092 | 37480 |
|  | Technotrans SE | 3060 | 125784 |
|  | thyssenkrupp AG | 280860 | 2943227 |
|  \* | Tkms AG& Co. KGaA | 14043 | 1323260 |
|  \* | TUI AG | 134400 | 1145205 |
|  | United Internet AG | 62478 | 1928810 |
|  | Verbio SE | 15266 | 271158 |
|  | Volkswagen AG | 7398 | 780354 |
|  | Vossloh AG | 15168 | 1383367 |
|  | Wacker Chemie AG | 4115 | 324551 |
|  | Wacker Neuson SE | 27563 | 600153 |
|  | Washtec AG | 5350 | 254615 |
|  \* | Westwing Group SE | 1744 | 23128 |
|  | Wuestenrot & Wuerttembergische AG | 18723 | 305217 |
|  | Zeal Network SE | 1813 | 101658 |
|  TOTAL GERMANY | TOTAL GERMANY | TOTAL GERMANY | 323112622 |
|  HONG KONG — (1.4%) | HONG KONG — (1.4%) |  |  |
|  | Aeon Credit Service Asia Co. Ltd. | 74000 | 72113 |
|  | AIA Group Ltd. | 483800 | 4707727 |
|  \* | Allied Group Ltd. | 160000 | 49477 |
|  | APAC Resources Ltd. | 290903 | 72346 |
|  | Asia Financial Holdings Ltd. | 136000 | 76962 |
|  # | ASMPT Ltd. | 29000 | 305248 |
|  | Bank of East Asia Ltd. | 346700 | 596946 |
|  | BOC Hong Kong Holdings Ltd. | 238000 | 1169465 |
|  #\* | Bright Smart Securities & Commodities Group Ltd. | 650000 | 814080 |
|  | Build King Holdings Ltd. | 240000 | 47258 |
|  | Cafe de Coral Holdings Ltd. | 140000 | 113088 |
|  | Cathay Pacific Airways Ltd. | 814000 | 1158749 |
|  | Chevalier International Holdings Ltd. | 30055 | 14918 |
|  \* | China Star Entertainment Ltd. | 1552000 | 433561 |
|  | Chow Sang Sang Holdings International Ltd. | 349000 | 624492 |

---

------

##### [**Table of Contents**](#toc)
**INTERNATIONAL VECTOR EQUITY PORTFOLIO** 

**CONTINUED** 

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  HONG KONG — (Continued) | HONG KONG — (Continued) |  |  |
|  | CITIC Telecom International Holdings Ltd. | 1771000 | $563036 |
|  | CK Hutchison Holdings Ltd. | 76460 | 507042 |
|  | CK Infrastructure Holdings Ltd. | 17500 | 113826 |
|  \* | CK Life Sciences International Holdings, Inc. | 258000 | 29868 |
|  #†† | Convoy, Inc. | 5166000 | 20809 |
|  W | Crystal International Group Ltd. | 519000 | 454916 |
|  \* | CSC Holdings Ltd. | 160000 | 699 |
|  | CTF Services Ltd. | 671830 | 725948 |
|  \*†† | CW Group Holdings Ltd. | 443000 | 0 |
|  | Dah Sing Banking Group Ltd. | 311795 | 441368 |
|  | Dah Sing Financial Holdings Ltd. | 128266 | 593080 |
|  #\* | Deep Source Holdings Ltd. | 870000 | 85120 |
|  | Dickson Concepts International Ltd. | 83500 | 56467 |
|  | Dream International Ltd. | 48000 | 60195 |
|  | Eagle Nice International Holdings Ltd. | 242000 | 112826 |
|  †† | EcoGreen International Group Ltd. | 234000 | 10730 |
|  | Emperor Watch & Jewellery Ltd. | 630000 | 23098 |
|  \* | ENM Holdings Ltd. | 324000 | 12300 |
|  | Fairwood Holdings Ltd. | 55500 | 36638 |
|  | Far East Consortium International Ltd. | 775938 | 75911 |
|  | First Pacific Co. Ltd. | 1837200 | 1483373 |
|  \*W | FIT Hon Teng Ltd. | 1215000 | 908995 |
|  | FSE Lifestyle Services Ltd. | 90000 | 66952 |
|  | Galaxy Entertainment Group Ltd. | 77000 | 383639 |
|  | Get Nice Holdings Ltd. | 30430 | 11661 |
|  | Giordano International Ltd. | 906000 | 172432 |
|  | Glorious Sun Enterprises Ltd. | 447000 | 76554 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  HONG KONG — (Continued) | HONG KONG — (Continued) |  |  |
|  \*†† | Gold Financial Holdings Ltd. | 204000 | $0 |
|  | Great Eagle Holdings Ltd. | 36003 | 67419 |
|  | G-Resources Group Ltd. | 229930 | 239098 |
|  | Guoco Group Ltd. | 2000 | 19936 |
|  # | Guotai Junan International Holdings Ltd. | 2101000 | 1030395 |
|  | Hang Lung Group Ltd. | 409000 | 778282 |
|  | Hang Lung Properties Ltd. | 152571 | 169894 |
|  | Hang Seng Bank Ltd. | 28900 | 563404 |
|  | Henderson Land Development Co. Ltd. | 88575 | 311585 |
|  \* | HKR International Ltd. | 265188 | 37020 |
|  | HKT Trust & HKT Ltd. | 1262000 | 1842737 |
|  | Hong Kong & China Gas Co. Ltd. | 158735 | 147727 |
|  | Hong Kong Exchanges & Clearing Ltd. | 74500 | 4060465 |
|  | Hong Kong Ferry Holdings Co. Ltd. | 16000 | 9919 |
|  | Hong Kong Technology Venture Co. Ltd. | 309659 | 57217 |
|  \* | Hongkong & Shanghai Hotels Ltd. | 378220 | 299091 |
|  | Hutchison Telecommunications Hong Kong Holdings Ltd. | 970000 | 135966 |
|  | IGG, Inc. | 553000 | 277197 |
|  W | Impro Precision Industries Ltd. | 321000 | 206617 |
|  | Jacobson Pharma Corp. Ltd. | 112000 | 20874 |
|  | JBM Healthcare Ltd. | 46000 | 17489 |
|  # | Johnson Electric Holdings Ltd. | 464085 | 2177625 |
|  | K Wah International Holdings Ltd. | 652000 | 185366 |
|  | Karrie International Holdings Ltd. | 78000 | 28385 |
|  | Kerry Properties Ltd. | 270500 | 681786 |
|  | KLN Logistics Group Ltd. | 201250 | 186253 |

---

------

##### [**Table of Contents**](#toc)
**INTERNATIONAL VECTOR EQUITY PORTFOLIO** 

**CONTINUED** 

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  HONG KONG — (Continued) | HONG KONG — (Continued) |  |  |
|  | Kowloon Development Co. Ltd. | 124504 | $60586 |
|  | Langham Hospitality Investments & Langham Hospitality Investments Ltd. | 2400 | 158 |
|  | Liu Chong Hing Investment Ltd. | 34000 | 19167 |
|  | Luk Fook Holdings International Ltd. | 278000 | 888829 |
|  | Man Wah Holdings Ltd. | 844400 | 515492 |
|  \* | Midland Holdings Ltd. | 130000 | 36684 |
|  | Miramar Hotel & Investment | 126000 | 158278 |
|  | Modern Dental Group Ltd. | 345000 | 231895 |
|  \* | Modern Innovative Digital Technology Co. Ltd. | 1272000 | 18921 |
|  #\* | Mongolian Mining Corp. | 810000 | 1180425 |
|  # | MTR Corp. Ltd. | 12216 | 44817 |
|  | NagaCorp Ltd. | 407784 | 273430 |
|  | Nameson Holdings Ltd. | 714000 | 81732 |
|  \* | National United Resources Holdings Ltd. | 3500 | 140 |
|  #\* | New World Development Co. Ltd. | 184000 | 170317 |
|  \*†† | NewOcean Energy Holdings Ltd. | 788000 | 0 |
|  | Nissin Foods Co. Ltd. | 135000 | 116614 |
|  | Orbusneich Medical Group Holdings Ltd. | 23000 | 13278 |
|  | Oriental Watch Holdings | 432368 | 189194 |
|  \* | Oshidori International Holdings Ltd. | 2508000 | 162011 |
|  # | Pacific Basin Shipping Ltd. | 5497000 | 1820593 |
|  | Pacific Textiles Holdings Ltd. | 358000 | 66813 |
|  | PAX Global Technology Ltd. | 538000 | 368591 |
|  | PC Partner Group Ltd. | 160000 | 128025 |
|  | PCCW Ltd. | 281415 | 201034 |
|  | Perfect Medical Health Management Ltd. | 120000 | 21309 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  HONG KONG — (Continued) | HONG KONG — (Continued) |  |  |
|  | Pico Far East Holdings Ltd. | 798000 | $269318 |
|  | Plover Bay Technologies Ltd. | 144000 | 118785 |
|  | PRADA SpA | 39500 | 233100 |
|  W | Regina Miracle International Holdings Ltd. | 167000 | 43775 |
|  W | Samsonite Group SA | 640800 | 1339951 |
|  | SAS Dragon Holdings Ltd. | 294000 | 176808 |
|  # | Shangri-La Asia Ltd. | 671666 | 419155 |
|  \* | Shenwan Hongyuan HK Ltd. | 60000 | 12714 |
|  \* | Shun Tak Holdings Ltd. | 683249 | 64268 |
|  | Singamas Container Holdings Ltd. | 1024000 | 85521 |
|  | Sino Land Co. Ltd. | 384451 | 477540 |
|  | SITC International Holdings Co. Ltd. | 793000 | 2925906 |
|  | SmarTone Telecommunications Holdings Ltd. | 328666 | 204161 |
|  \* | Solomon Systech International Ltd. | 802000 | 51505 |
|  | Stella International Holdings Ltd. | 465500 | 989646 |
|  | Sun Hung Kai & Co. Ltd. | 472341 | 234594 |
|  | Sun Hung Kai Properties Ltd. | 31282 | 380664 |
|  | Sundart Holdings Ltd. | 126000 | 11811 |
|  # | SUNeVision Holdings Ltd. | 537000 | 417108 |
|  | Swire Pacific Ltd. (19 HK), Class A | 120000 | 991118 |
|  | Swire Pacific Ltd. (87 HK), Class B | 157500 | 233375 |
|  | TAI Cheung Holdings Ltd. | 47000 | 19252 |
|  | Tai Hing Group Holdings Ltd. | 194000 | 27951 |
|  \* | Taung Gold International Ltd. | 155000 | 13129 |
|  | Techtronic Industries Co. Ltd. | 111000 | 1294705 |
|  \* | Television Broadcasts Ltd. | 134800 | 57546 |
|  | Texhong International Group Ltd. | 302500 | 177476 |
|  | Texwinca Holdings Ltd. | 378000 | 37967 |

---

------

##### [**Table of Contents**](#toc)
**INTERNATIONAL VECTOR EQUITY PORTFOLIO** 

**CONTINUED** 

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  HONG KONG — (Continued) | HONG KONG — (Continued) |  |  |
|  | Town Health International Medical Group Ltd. | 955899 | $33804 |
|  | Tradelink Electronic Commerce Ltd. | 162000 | 21263 |
|  | Transport International Holdings Ltd. | 35878 | 49397 |
|  # | United Laboratories International Holdings Ltd. | 1027000 | 1662756 |
|  \*†† | Untrade.Genting | 436000 | 0 |
|  | Value Partners Group Ltd. | 250000 | 79031 |
|  | Vitasoy International Holdings Ltd. | 298000 | 291452 |
|  \* | Viva Goods Co. Ltd. | 120000 | 9110 |
|  | VSTECS Holdings Ltd. | 745200 | 922668 |
|  | VTech Holdings Ltd. | 85900 | 700574 |
|  W | WH Group Ltd. | 2112568 | 2032114 |
|  | Wing On Co. International Ltd. | 30000 | 51162 |
|  \* | Xingye Alloy Materials Group Ltd. | 121000 | 15471 |
|  | Xinyi Glass Holdings Ltd. | 1125286 | 1316054 |
|  | Yue Yuen Industrial Holdings Ltd. | 522000 | 957333 |
|  TOTAL HONG KONG | TOTAL HONG KONG | TOTAL HONG KONG | 57055031 |
|  IRELAND — (0.6%) | IRELAND — (0.6%) |  |  |
|  | AIB Group PLC | 702702 | 6476331 |
|  | Bank of Ireland Group PLC | 586082 | 9595897 |
|  | Cairn Homes PLC | 503745 | 1119353 |
|  | Dalata Hotel Group PLC | 164527 | 1220512 |
|  | FBD Holdings PLC (FBD ID) | 15573 | 260501 |
|  | Glanbia PLC (GLB ID) | 110733 | 1874261 |
|  \*W | Glenveagh Properties PLC | 406308 | 893079 |
|  | Irish Continental Group PLC (IR5B ID) | 94874 | 627785 |
|  | Kerry Group PLC (KYGA ID), Class A | 1235 | 112660 |
|  | Kingspan Group PLC (KSP ID) | 21865 | 1637214 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  IRELAND — (Continued) | IRELAND — (Continued) |  |  |
|  \* | Permanent TSB Group Holdings PLC | 62665 | $209998 |
|  TOTAL IRELAND | TOTAL IRELAND | TOTAL IRELAND | 24027591 |
|  ISRAEL — (1.2%) | ISRAEL — (1.2%) |  |  |
|  \* | AFI Properties Ltd. | 2858 | 193790 |
|  | Albaad Massuot Yitzhak Ltd. | 527 | 4432 |
|  | Alrov Properties & Lodgings Ltd. | 3510 | 315301 |
|  | Altshuler Shaham Finance Ltd. | 26346 | 69675 |
|  # | Amos Luzon Development & Energy Group Ltd. | 28031 | 31936 |
|  | Arad Ltd. | 8947 | 142969 |
|  \* | Ashdod Refinery Ltd. | 4986 | 84419 |
|  | Ashtrom Group Ltd. | 6397 | 146162 |
|  | AudioCodes Ltd. (AUDC IT) | 1625 | 14444 |
|  | AudioCodes Ltd. (AUDC US) | 5277 | 47124 |
|  | Automatic Bank Services Ltd. | 11018 | 76596 |
|  | Ayalon Holdings Ltd. | 5103 | 107504 |
|  | Azorim-Investment Development & Construction Co. Ltd. | 22180 | 148558 |
|  | Azrieli Group Ltd. | 201 | 21206 |
|  | Bank Hapoalim BM | 99621 | 2020579 |
|  | Bank Leumi Le-Israel BM | 199102 | 4040968 |
|  # | Baran Group Ltd. | 3482 | 19052 |
|  \* | Bet Shemesh Engines Holdings 1997 Ltd. | 3699 | 762726 |
|  | Bezeq The Israeli Telecommunication Corp. Ltd | 347782 | 712362 |
|  | Carasso Motors Ltd. | 31251 | 375463 |
|  | Carasso Real Estate Ltd. | 6653 | 79431 |
|  | Castro Model Ltd. | 588 | 35543 |
|  \* | Cellcom Israel Ltd. (CEL IT) | 31987 | 333451 |
|  \* | Cellcom Israel Ltd. (CELJF US) | 44794 | 463394 |
|  \* | Cielo-Blu Group Ltd. | 28500 | 35286 |
|  | Clal Insurance Enterprises Holdings Ltd. | 46879 | 2606716 |

---

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##### [**Table of Contents**](#toc)
**INTERNATIONAL VECTOR EQUITY PORTFOLIO** 

**CONTINUED** 

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  ISRAEL — (Continued) | ISRAEL — (Continued) |  |  |
|  | Cohen Development Gas & Oil Ltd. | 216 | $14198 |
|  \* | Compugen Ltd. | 11330 | 18833 |
|  | Danel Adir Yeoshua Ltd. | 2820 | 390229 |
|  | Danya Cebus Ltd. | 1721 | 72350 |
|  | Delek Group Ltd. | 5388 | 1416549 |
|  | Delta Galil Ltd. | 7154 | 399424 |
|  | Delta Israel Brands Ltd. | 1791 | 58061 |
|  # | Diplomat Holdings Ltd. | 7551 | 119550 |
|  # | Direct Finance of Direct Group 2006 Ltd. | 1649 | 285757 |
|  | Dor Alon Energy in Israel 1988 Ltd. | 3031 | 136617 |
|  \* | Doral Group Renewable Energy Resources Ltd. | 11168 | 80008 |
|  | Duniec Brothers Ltd. | 1023 | 85024 |
|  \* | El Al Israel Airlines | 62182 | 258391 |
|  | Electra Consumer Products 1970 Ltd. | 3998 | 138462 |
|  | Electra Ltd. | 10240 | 324487 |
|  \* | Ellomay Capital Ltd. | 2696 | 53905 |
|  \* | Equital Ltd. | 17929 | 855077 |
|  \* | Fattal Holdings 1998 Ltd. | 2508 | 455217 |
|  | First International Bank of Israel Ltd. | 11171 | 803412 |
|  | FMS Enterprises Migun Ltd. | 2031 | 116842 |
|  | Formula Systems 1985 Ltd. (FORTY IT) | 4452 | 646279 |
|  | Fox Wizel Ltd. | 4361 | 502442 |
|  | Gav-Yam Lands Corp. Ltd. | 3290 | 41005 |
|  \* | Gilat Satellite Networks Ltd. | 8091 | 116613 |
|  \* | Hagag Group Real Estate Development | 16156 | 116092 |
|  | Hamat Group Ltd. | 5120 | 24027 |
|  | Harel Insurance Investments & Financial Services Ltd. | 90237 | 3145050 |
|  | Hilan Ltd. | 8281 | 652383 |
|  | ICL Group Ltd. | 1654 | 10835 |
|  | IDI Insurance Co. Ltd. | 6733 | 399219 |
|  \* | IES Holdings Ltd. | 1534 | 147628 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  ISRAEL — (Continued) | ISRAEL — (Continued) |  |  |
|  | Inrom Construction Industries Ltd. | 91982 | $685315 |
|  | Isracard Ltd. | 145660 | 621447 |
|  | Israel Discount Bank Ltd., Class A | 230839 | 2306955 |
|  \* | Israir Group Ltd. | 77586 | 42748 |
|  | Isras Investment Co. Ltd. | 966 | 270655 |
|  | Issta Ltd. | 6350 | 206614 |
|  | Kamada Ltd. (KMDA IT) | 8369 | 58461 |
|  \* | Kamada Ltd. (KMDA US) | 2085 | 14428 |
|  | Kardan Real Estate Enterprise & Development Ltd. | 24161 | 51947 |
|  | Kenon Holdings Ltd. | 1132 | 58962 |
|  | Land Development Nimrodi Group Ltd. | 8877 | 101657 |
|  | M Yochananof & Sons Ltd. | 2321 | 196402 |
|  | Magic Software Enterprises Ltd. (MGIC IT) | 15105 | 309591 |
|  \* | Malam - Team Ltd. | 4820 | 206941 |
|  | Matrix IT Ltd. | 9607 | 355782 |
|  | Max Stock Ltd. | 45083 | 325692 |
|  | Mediterranean Towers Ltd. | 78469 | 346068 |
|  # | Meitav Investment House Ltd. | 36615 | 1151954 |
|  | MENIF - Financial Services Ltd. | 17757 | 112556 |
|  | Menora Mivtachim Holdings Ltd. | 20160 | 2008133 |
|  \* | Meshek Energy Renewable Energies Ltd. | 71331 | 144374 |
|  | Meshulam Levinstein Contracting & Engineering Ltd. | 1509 | 227394 |
|  | Migdal Insurance & Financial Holdings Ltd. | 202108 | 725264 |
|  | Mivtach Shamir Holdings Ltd. | 1785 | 168901 |
|  | Mizrahi Tefahot Bank Ltd. | 11602 | 754341 |
|  | Naphtha Israel Petroleum Corp. Ltd. | 10721 | 90219 |
|  | Nawi Group Ltd. | 13598 | 224946 |

---

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##### [**Table of Contents**](#toc)
**INTERNATIONAL VECTOR EQUITY PORTFOLIO** 

**CONTINUED** 

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  ISRAEL — (Continued) | ISRAEL — (Continued) |  |  |
|  | Neto Malinda Trading Ltd. | 2521 | $110694 |
|  \* | Neto ME Holdings Ltd. | 867 | 55413 |
|  | Next Vision Stabilized Systems Ltd. | 23238 | 1020238 |
|  \* | Nova Ltd. (NVMI IT) | 194 | 67388 |
|  | Oil Refineries Ltd. | 1351516 | 394574 |
|  | One Software Technologies Ltd. | 15311 | 411706 |
|  # | Palram Industries 1990 Ltd. | 11175 | 257492 |
|  | Partner Communications Co. Ltd. | 97735 | 970405 |
|  | Paz Retail & Energy Ltd. | 7318 | 1563376 |
|  #\* | Perion Network Ltd. | 11917 | 112064 |
|  | Phoenix Financial Ltd. | 52640 | 2026483 |
|  | Plasson Industries Ltd. | 1335 | 77786 |
|  # | Polyram Plastic Industries Ltd. | 24917 | 86932 |
|  | Prashkovsky Investments & Construction Ltd. | 178 | 9079 |
|  \* | Priortech Ltd. | 264 | 20182 |
|  | Qualitau Ltd. | 1674 | 257372 |
|  | Rami Levy Chain Stores Hashikma Marketing 2006 Ltd. | 4030 | 378748 |
|  \* | Rani Zim Shopping Centers Ltd. | 41874 | 73921 |
|  \* | Rapac Communication & Infrastructure Ltd. | 788 | 14661 |
|  | Retailors Ltd. | 4258 | 76289 |
|  | Scope Metals Group Ltd. | 5426 | 262378 |
|  \* | Shikun & Binui Soltec Renewable Energy | 71775 | 59927 |
|  | Shufersal Ltd. | 67433 | 838055 |
|  | Summit Real Estate Holdings Ltd. | 27308 | 559167 |
|  # | Tadiran Group Ltd. | 2028 | 108004 |
|  W | Tamar Petroleum Ltd. | 12970 | 160561 |
|  #\* | TAT Technologies Ltd. | 1157 | 49628 |
|  | Tel Aviv Stock Exchange Ltd. | 679 | 15806 |
|  # | Telsys Ltd. | 1595 | 96281 |
|  \* | Tera Light Ltd. | 18659 | 72218 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  ISRAEL — (Continued) | ISRAEL — (Continued) |  |  |
|  \* | Teva Pharmaceutical Industries Ltd. (TEVA US), Sponsored ADR | 114334 | $2341560 |
|  | Tiv Taam Holdings 1 Ltd. | 45138 | 122342 |
|  \* | Tower Semiconductor Ltd. (TSEM IT) | 377 | 31160 |
|  | Victory Supermarket Chain Ltd. | 3715 | 52625 |
|  | YD More Investments Ltd. | 11785 | 160657 |
|  | YH Dimri Construction & Development Ltd. | 233 | 28115 |
|  TOTAL ISRAEL | TOTAL ISRAEL | TOTAL ISRAEL | 49484087 |
|  ITALY — (3.0%) | ITALY — (3.0%) |  |  |
|  | A2A SpA | 1115935 | 3251411 |
|  | ACEA SpA | 23610 | 572640 |
|  | Amplifon SpA | 25120 | 429295 |
|  \* | Aquafil SpA | 15457 | 33852 |
|  | Ariston Holding NV | 45460 | 189000 |
|  | Arnoldo Mondadori Editore SpA | 109582 | 263337 |
|  | Ascopiave SpA | 28986 | 107554 |
|  | Azimut Holding SpA | 55894 | 2187511 |
|  | Banca Generali SpA | 25451 | 1441442 |
|  | Banca IFIS SpA | 23326 | 602643 |
|  | Banca Mediolanum SpA | 64894 | 1304659 |
|  | Banca Monte dei Paschi di Siena SpA | 459257 | 4027906 |
|  | Banco BPM SpA | 508021 | 7401583 |
|  | Banco di Desio e della Brianza SpA | 29074 | 265720 |
|  \*W | BFF Bank SpA | 83739 | 1010774 |
|  # | Biesse SpA | 1204 | 7884 |
|  # | BPER Banca SpA | 1125069 | 13480457 |
|  | Brembo NV | 47445 | 511712 |
|  # | Brunello Cucinelli SpA | 17481 | 1771670 |
|  | Buzzi SpA | 10799 | 650600 |
|  \* | Cairo Communication SpA | 62700 | 208244 |
|  W | Carel Industries SpA | 537 | 13961 |
|  | Cembre SpA | 1846 | 134475 |
|  | Cementir Holding NV | 23656 | 435874 |
|  \* | CIR SpA-Compagnie Industriali | 731369 | 583483 |
|  | Credito Emiliano SpA | 87133 | 1379435 |
|  #\* | Cy4gate SpA | 1980 | 15114 |

---

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##### [**Table of Contents**](#toc)
**INTERNATIONAL VECTOR EQUITY PORTFOLIO** 

**CONTINUED** 

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  ITALY — (Continued) | ITALY — (Continued) |  |  |
|  | d'Amico International Shipping SA | 58379 | $302428 |
|  # | Danieli & C Officine Meccaniche SpA (DAN IM) | 4867 | 262993 |
|  | Danieli & C Officine Meccaniche SpA (DANR IM) | 19287 | 739534 |
|  \*W | doValue SpA | 14055 | 43901 |
|  | Emak SpA | 9490 | 11164 |
|  W | Enav SpA | 94202 | 492217 |
|  | Enel SpA | 1243802 | 12581997 |
|  | Eni SpA (ENI IM) | 358819 | 6616433 |
|  | Esprinet SpA | 37403 | 250411 |
|  | Ferrari NV (RACE US) | 1825 | 737209 |
|  # | Ferretti SpA | 85222 | 279927 |
|  | Fiera Milano SpA | 17420 | 157867 |
|  | Fila SpA | 20287 | 222440 |
|  | FinecoBank Banca Fineco SpA | 36826 | 842584 |
|  | FNM SpA | 170685 | 89471 |
|  | Garofalo Health Care SpA | 11922 | 71839 |
|  | Gefran SpA | 1088 | 15680 |
|  | Generali | 2406 | 92621 |
|  | GPI SpA | 1425 | 27974 |
|  | Hera SpA | 384502 | 1725716 |
|  | IMMSI SpA | 149021 | 99055 |
|  | Intercos SpA | 1239 | 16887 |
|  | Intesa Sanpaolo SpA | 573096 | 3693795 |
|  | Italmobiliare SpA | 13132 | 493287 |
|  | Iveco Group NV | 188079 | 3997262 |
|  | Maire SpA | 127750 | 1939633 |
|  | MFE-MediaForEurope NV, Class A | 91495 | 330307 |
|  | MFE-MediaForEurope NV (MFEA IM), Class A | 284813 | 1008453 |
|  # | MFE-MediaForEurope NV (MFEB IM), Class B | 76382 | 356203 |
|  | Moltiply Group SpA | 11449 | 622353 |
|  | Moncler SpA | 22835 | 1369857 |
|  \* | NewPrinces SpA | 10349 | 238165 |
|  | Orsero SpA | 14705 | 308087 |
|  W | OVS SpA | 344563 | 1738963 |
|  | Pharmanutra SpA | 520 | 27767 |
|  # | Piaggio & C SpA | 150340 | 342266 |
|  W | Pirelli & C SpA | 220920 | 1550868 |
|  W | Poste Italiane SpA | 107568 | 2593453 |
|  | Prysmian SpA | 17495 | 1824093 |
|  W | RAI Way SpA | 81110 | 555836 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  ITALY — (Continued) | ITALY — (Continued) |  |  |
|  | Recordati Industria Chimica e Farmaceutica SpA | 15925 | $947884 |
|  | Reply SpA | 5989 | 840525 |
|  | Rizzoli Corriere Della Sera Mediagroup SpA | 173303 | 206210 |
|  | Sabaf SpA | 2523 | 40701 |
|  \* | Safilo Group SpA | 14771 | 28860 |
|  # | Saipem SpA | 508900 | 1326674 |
|  # | Sanlorenzo SpA | 7614 | 297693 |
|  | Sesa SpA | 4033 | 375314 |
|  | Sogefi SpA | 73717 | 297276 |
|  | SOL SpA | 26121 | 1529412 |
|  | Stellantis NV (STLAM IM) | 237111 | 2411382 |
|  | Tamburi Investment Partners SpA | 41568 | 419570 |
|  W | Technogym SpA | 59339 | 1074811 |
|  \* | Telecom Italia SpA (TIT IM) | 8671317 | 5112979 |
|  \* | Telecom Italia SpA (TITR IM) | 3194631 | 2124064 |
|  # | Tenaris SA (TS US), ADR | 3352 | 133410 |
|  \* | TREVI - Finanziaria Industriale SpA | 362509 | 182405 |
|  | TXT e-solutions SpA | 872 | 33226 |
|  | UniCredit SpA | 147245 | 10902974 |
|  | Unipol Assicurazioni SpA | 171964 | 3764863 |
|  | Webuild SpA | 97627 | 394540 |
|  | Wiit SpA | 3370 | 76735 |
|  # | Zignago Vetro SpA | 7004 | 60624 |
|  TOTAL ITALY | TOTAL ITALY | TOTAL ITALY | 123535364 |
|  JAPAN — (23.1%) | JAPAN — (23.1%) |  |  |
|  # | &Do Holdings Co. Ltd. | 10900 | 76341 |
|  | 77 Bank Ltd. | 44800 | 1920229 |
|  | A&D HOLON Holdings Co. Ltd. | 22300 | 292290 |
|  # | AB & Company Co. Ltd. | 7300 | 51930 |
|  | ABC-Mart, Inc. | 3900 | 66814 |
|  | Achilles Corp. | 8900 | 72419 |
|  | Acom Co. Ltd. | 127800 | 364329 |
|  # | AD Works Group Co. Ltd. | 53860 | 166208 |
|  | ADEKA Corp. | 71300 | 1615500 |
|  | Ad-sol Nissin Corp. | 10200 | 97129 |
|  | Adtec Plasma Technology Co. Ltd. | 3600 | 28204 |

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##### [**Table of Contents**](#toc)
**INTERNATIONAL VECTOR EQUITY PORTFOLIO** 

**CONTINUED** 

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  JAPAN — (Continued) | JAPAN — (Continued) |  |  |
|  # | Advan Group Co. Ltd. | 13700 | $76647 |
|  | Advantest Corp. | 27500 | 4118009 |
|  | Aeon Co. Ltd. | 442242 | 6994810 |
|  \* | Aeon Fantasy Co. Ltd. | 5700 | 102980 |
|  | AEON Financial Service Co. Ltd. | 27186 | 265912 |
|  | Aeon Hokkaido Corp. | 20200 | 113836 |
|  | Aeon Kyushu Co. Ltd. | 2200 | 42784 |
|  # | AFC-HD AMS Life Science Co. Ltd. | 14400 | 79478 |
|  # | AGC, Inc. | 52100 | 1627761 |
|  | Ahresty Corp. | 32200 | 167204 |
|  | Ai Holdings Corp. | 1500 | 26056 |
|  | Aica Kogyo Co. Ltd. | 12700 | 299075 |
|  | Aichi Corp. | 23700 | 198016 |
|  | Aichi Financial Group, Inc. | 9639 | 248528 |
|  | Aichi Steel Corp. | 59600 | 1026123 |
|  | Aichi Tokei Denki Co. Ltd. | 7400 | 133989 |
|  | Aida Engineering Ltd. | 35278 | 210994 |
|  # | Aidma Holdings, Inc. | 2900 | 55588 |
|  | Aiful Corp. | 232800 | 684612 |
|  | Ain Holdings, Inc. | 9471 | 396827 |
|  | Aiphone Co. Ltd. | 8300 | 151694 |
|  | Air Water, Inc. | 99200 | 1385348 |
|  | Airman Corp. | 18500 | 230866 |
|  | Airport Facilities Co. Ltd. | 21100 | 140991 |
|  | Airtech Japan Ltd. | 3200 | 26302 |
|  | Aisan Industry Co. Ltd. | 43700 | 592128 |
|  | Aisin Corp. | 161118 | 2895322 |
|  | AIT Corp. | 5900 | 76664 |
|  # | Aizawa Securities Group Co. Ltd. | 8900 | 75289 |
|  | Ajinomoto Co., Inc. | 94600 | 2683074 |
|  | Akatsuki Corp. | 30500 | 105757 |
|  | Akatsuki, Inc. | 5900 | 100480 |
|  #\* | Akebono Brake Industry Co. Ltd. | 153840 | 114411 |
|  | Akita Bank Ltd. | 2200 | 52126 |
|  # | Albis Co. Ltd. | 5800 | 100899 |
|  | Alconix Corp. | 27500 | 386385 |
|  | Alfresa Holdings Corp. | 41600 | 587740 |
|  # | Alinco, Inc. | 10800 | 72452 |
|  # | Alleanza Holdings Co. Ltd. | 10700 | 72466 |
|  # | Alpen Co. Ltd. | 16600 | 245063 |
|  | Alpha Corp. | 1400 | 10547 |
|  # | Alpha Systems, Inc. | 5400 | 126572 |
|  | Alps Alpine Co. Ltd. | 154915 | 1951294 |
|  | ALSOK Co. Ltd. | 85000 | 580962 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  JAPAN — (Continued) | JAPAN — (Continued) |  |  |
|  | Altech Corp. | 10820 | $179492 |
|  | Amada Co. Ltd. | 122700 | 1463152 |
|  | Amano Corp. | 19000 | 504103 |
|  | Amuse, Inc. | 8300 | 101436 |
|  | Anabuki Kosan, Inc. | 3600 | 50270 |
|  | Anest Iwata Corp. | 27400 | 269590 |
|  | Anicom Holdings, Inc. | 33600 | 173275 |
|  | Anrakutei Co. Ltd. | 600 | 14091 |
|  | AOI Electronics Co. Ltd. | 900 | 13486 |
|  | AOKI Holdings, Inc. | 29378 | 316717 |
|  | Aoyama Trading Co. Ltd. | 36481 | 539354 |
|  | Aoyama Zaisan Networks Co. Ltd. | 21200 | 276252 |
|  | Aozora Bank Ltd. | 2916 | 41752 |
|  | Arata Corp. | 26466 | 515629 |
|  | Araya Industrial Co. Ltd. | 3600 | 115054 |
|  | ARCLANDS Corp. | 66648 | 756989 |
|  | Arcs Co. Ltd. | 29696 | 603470 |
|  | ARE Holdings, Inc. | 38900 | 617682 |
|  | Arealink Co. Ltd. | 29708 | 195866 |
|  | Argo Graphics, Inc. | 50400 | 447091 |
|  | Arisawa Manufacturing Co. Ltd. | 14000 | 147663 |
|  | Art Vivant Co. Ltd. | 1600 | 19288 |
|  | Artience Co. Ltd. | 22200 | 452460 |
|  # | Artnature, Inc. | 12400 | 67895 |
|  | As One Corp. | 4500 | 73457 |
|  | Asahi Co. Ltd. | 2444 | 20714 |
|  | Asahi Diamond Industrial Co. Ltd. | 44843 | 243351 |
|  | Asahi Group Holdings Ltd. | 142500 | 1536409 |
|  | Asahi Intecc Co. Ltd. | 12400 | 196631 |
|  | Asahi Kasei Corp. | 362900 | 2780583 |
|  | Asahi Kogyosha Co. Ltd. | 15600 | 317638 |
|  | Asahi Net, Inc. | 12800 | 58323 |
|  | Asahi Printing Co. Ltd. | 3400 | 19256 |
|  | Asahi Yukizai Corp. | 13100 | 408258 |
|  | Asanuma Corp. | 80000 | 449556 |
|  | Asia Pile Holdings Corp. | 34300 | 270158 |
|  | Asics Corp. | 151000 | 3845089 |
|  | ASKA Pharmaceutical Holdings Co. Ltd. | 21700 | 294694 |
|  | ASKUL Corp. | 4800 | 43643 |
|  | Astellas Pharma, Inc. | 417946 | 4374903 |
|  # | Astena Holdings Co. Ltd. | 49200 | 149221 |
|  \* | Atsugi Co. Ltd. | 14700 | 108166 |

---

------

##### [**Table of Contents**](#toc)
**INTERNATIONAL VECTOR EQUITY PORTFOLIO** 

**CONTINUED** 

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  JAPAN — (Continued) | JAPAN — (Continued) |  |  |
|  # | Aucnet, Inc. | 21600 | $282647 |
|  | Autobacs Seven Co. Ltd. | 64100 | 640425 |
|  # | Aval Data Corp. | 800 | 11889 |
|  | Avant Group Corp. | 7900 | 81158 |
|  | Avantia Co. Ltd. | 6900 | 36749 |
|  | Avex, Inc. | 16800 | 131665 |
|  | Awa Bank Ltd. | 32497 | 767755 |
|  | Axell Corp. | 4400 | 39398 |
|  | Axial Retailing, Inc. | 79544 | 561796 |
|  | Azbil Corp. | 52300 | 515541 |
|  # | AZ-COM MARUWA Holdings, Inc. | 12601 | 84026 |
|  | AZOOM Co. Ltd. | 1600 | 49840 |
|  | Bandai Namco Holdings, Inc. | 36600 | 1139079 |
|  | Bando Chemical Industries Ltd. | 27700 | 347647 |
|  \* | Bank of Innovation, Inc. | 600 | 29614 |
|  | Bank of Iwate Ltd. | 4000 | 105032 |
|  | Bank of Nagoya Ltd. | 23403 | 597573 |
|  | Bank of Saga Ltd. | 5571 | 115672 |
|  | Bank of the Ryukyus Ltd. | 37600 | 366838 |
|  | Base Co. Ltd. | 4800 | 108903 |
|  #\* | baudroie, Inc. | 2600 | 48781 |
|  | BayCurrent, Inc. | 39200 | 1797869 |
|  # | Belc Co. Ltd. | 7400 | 347425 |
|  | Bell System24 Holdings, Inc. | 19900 | 170980 |
|  | Bell-Park Co. Ltd. | 1500 | 28482 |
|  | Belluna Co. Ltd. | 40879 | 269377 |
|  | Bic Camera, Inc. | 1200 | 12097 |
|  | BIPROGY, Inc. | 20000 | 807828 |
|  | B-Lot Co. Ltd. | 8200 | 92817 |
|  | Blue Zones Holdings Co. Ltd. | 8900 | 452951 |
|  | BML, Inc. | 13692 | 324364 |
|  # | Bookoff Group Holdings Ltd. | 9200 | 78995 |
|  | Bourbon Corp. | 800 | 12606 |
|  \*†† | Bourbon Corp. SA | 9346 | 0 |
|  | B-R31 Ice Cream Co. Ltd. | 900 | 23529 |
|  | Bridgestone Corp. | 48700 | 2126004 |
|  # | Broadband Tower, Inc. | 11500 | 12530 |
|  | Brother Industries Ltd. | 121500 | 2068017 |
|  | Buffalo, Inc. | 7400 | 166276 |
|  # | Bull-Dog Sauce Co. Ltd. | 2200 | 27137 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  JAPAN — (Continued) | JAPAN — (Continued) |  |  |
|  | Bunka Shutter Co. Ltd. | 59800 | $788693 |
|  | Business Brain Showa-Ota, Inc. | 4900 | 97801 |
|  | Business Engineering Corp. | 2400 | 98305 |
|  | C Uyemura & Co. Ltd. | 3400 | 276544 |
|  | CAC Holdings Corp. | 5400 | 74794 |
|  | Calbee, Inc. | 1500 | 27916 |
|  | Canon Electronics, Inc. | 13300 | 232663 |
|  | Canon Marketing Japan, Inc. | 16400 | 682908 |
|  | Canon, Inc. (7751 JP) | 5400 | 155076 |
|  | Canon, Inc. (CAJ US), Sponsored ADR | 19564 | 561291 |
|  | Capcom Co. Ltd. | 40800 | 1065415 |
|  | Career Design Center Co. Ltd. | 1300 | 18489 |
|  # | Careerlink Co. Ltd. | 2700 | 41353 |
|  # | Carlit Co. Ltd. | 17700 | 175536 |
|  | Casio Computer Co. Ltd. | 7600 | 59581 |
|  | Cawachi Ltd. | 11991 | 230785 |
|  # | CCI Group, Inc. | 115000 | 491564 |
|  # | CDS Co. Ltd. | 2600 | 30427 |
|  | Celsys, Inc. | 16443 | 174881 |
|  | Central Automotive Products Ltd. | 31800 | 370212 |
|  | Central Glass Co. Ltd. | 34000 | 709342 |
|  | Central Security Patrols Co. Ltd. | 3000 | 52973 |
|  # | Central Sports Co. Ltd. | 5200 | 80569 |
|  # | Change Holdings, Inc. | 16900 | 123871 |
|  # | Charm Care Corp. KK | 9700 | 68558 |
|  | Chiba Bank Ltd. | 90500 | 883075 |
|  | Chiba Kogyo Bank Ltd. | 35000 | 365186 |
|  | Chikaranomoto Holdings Co. Ltd. | 3400 | 31164 |
|  | Chino Corp. | 11800 | 105770 |
|  | Chiyoda Co. Ltd. | 6982 | 44313 |
|  | Chiyoda Integre Co. Ltd. | 7600 | 152393 |
|  | Chofu Seisakusho Co. Ltd. | 6955 | 88183 |
|  | Chori Co. Ltd. | 10100 | 260147 |
|  | Choushimaru Co. Ltd. | 1400 | 13851 |

---

------

##### [**Table of Contents**](#toc)
**INTERNATIONAL VECTOR EQUITY PORTFOLIO** 

**CONTINUED** 

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  JAPAN — (Continued) | JAPAN — (Continued) |  |  |
|  | Chubu Shiryo Co. Ltd. | 17700 | $183878 |
|  # | Chubu Steel Plate Co. Ltd. | 15500 | 199008 |
|  | Chudenko Corp. | 14800 | 403900 |
|  | Chuetsu Pulp & Paper Co. Ltd. | 13289 | 143385 |
|  | Chugai Pharmaceutical Co. Ltd. | 68900 | 3153396 |
|  | Chugai Ro Co. Ltd. | 4600 | 139067 |
|  | Chugin Financial Group, Inc. | 69500 | 969170 |
|  | Chugoku Marine Paints Ltd. | 39000 | 1042567 |
|  # | Chuo Spring Co. Ltd. | 11700 | 252163 |
|  | Chuo Warehouse Co. Ltd. | 8300 | 71201 |
|  | Citizen Watch Co. Ltd. | 158100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1097163 |
|  | CKD Corp. | 19000 | 406847 |
|  | CK-San-Etsu Co. Ltd. | 4100 | 106204 |
|  | Cleanup Corp. | 6900 | 34040 |
|  | CMK Corp. | 32100 | 83449 |
|  | Coca-Cola Bottlers Japan Holdings, Inc. | 27685 | 443043 |
|  \* | COLOPL, Inc. | 46900 | 135474 |
|  # | Colowide Co. Ltd. | 3500 | 37967 |
|  | Computer Engineering & Consulting Ltd. | 1100 | 15415 |
|  # | Computer Institute of Japan Ltd. | 12520 | 38836 |
|  | COMSYS Holdings Corp. | 28459 | 717664 |
|  | Copro-Holdings Co. Ltd. | 5600 | 37511 |
|  | Core Corp. | 900 | 12023 |
|  | Corona Corp. | 8900 | 52121 |
|  # | Cosel Co. Ltd. | 22163 | 176618 |
|  | Cosmo Energy Holdings Co. Ltd. | 152200 | 3475545 |
|  | Cosmos Initia Co. Ltd. | 11900 | 100016 |
|  | Cosmos Pharmaceutical Corp. | 13400 | 599535 |
|  # | Cota Co. Ltd. | 989 | 7788 |
|  #\* | Cover Corp. | 13700 | 162464 |
|  | Create Restaurants Holdings, Inc. | 119600 | 570201 |
|  | Create SD Holdings Co. Ltd. | 6600 | 136781 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  JAPAN — (Continued) | JAPAN — (Continued) |  |  |
|  | Credit Saison Co. Ltd. | 113500 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2764916 |
|  | Creek & River Co. Ltd. | 4000 | 38020 |
|  | Cresco Ltd. | 19800 | 208390 |
|  | CTI Engineering Co. Ltd. | 26000 | 478108 |
|  | CTS Co. Ltd. | 8000 | 46073 |
|  \* | CUC, Inc. | 9800 | 67026 |
|  | Curves Holdings Co. Ltd. | 19300 | 90931 |
|  | CyberAgent, Inc. | 25370 | 252895 |
|  | Cybozu, Inc. | 13800 | 274601 |
|  | Dai Nippon Printing Co. Ltd. | 18000 | 300427 |
|  # | Dai Nippon Toryo Co. Ltd. | 18850 | 155031 |
|  | Daicel Corp. | 163800 | 1409351 |
|  | Daido Metal Co. Ltd. | 44606 | 302109 |
|  | Daido Steel Co. Ltd. | 92800 | 878064 |
|  | Daifuku Co. Ltd. | 32000 | 1020057 |
|  | Daihatsu Infinearth Mfg Co. Ltd. | 29100 | 578299 |
|  | Daiho Corp. | 36500 | 186905 |
|  | Dai-Ichi Cutter Kogyo KK | 7500 | 63503 |
|  | Daiichi Jitsugyo Co. Ltd. | 19700 | 333599 |
|  | Daiichi Kensetsu Corp. | 2200 | 49897 |
|  # | Daiichi Kigenso Kagaku-Kogyo Co. Ltd. | 16230 | 137696 |
|  | Dai-ichi Life Holdings, Inc. | 348700 | 2447523 |
|  | Daiichikosho Co. Ltd. | 34300 | 350698 |
|  | Daiken Medical Co. Ltd. | 14800 | 42833 |
|  | Daiki Aluminium Industry Co. Ltd. | 25600 | 186800 |
|  | Daikin Industries Ltd. | 2100 | 243978 |
|  # | Daikoku Denki Co. Ltd. | 7900 | 136870 |
|  # | Daikokutenbussan Co. Ltd. | 4000 | 160703 |
|  | Daikyonishikawa Corp. | 46716 | 220790 |
|  | Dainichi Co. Ltd. | 2000 | 11911 |
|  | Dainichiseika Color & Chemicals Manufacturing Co. Ltd. | 8909 | 219462 |
|  | Daio Paper Corp. | 20300 | 106996 |
|  | Daiseki Co. Ltd. | 12100 | 254506 |

---

------

##### [**Table of Contents**](#toc)
**INTERNATIONAL VECTOR EQUITY PORTFOLIO** 

**CONTINUED** 

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  JAPAN — (Continued) | JAPAN — (Continued) |  |  |
|  | Daishi Hokuetsu Financial Group, Inc. | 148200 | $1429251 |
|  # | Daishinku Corp. | 26100 | 98199 |
|  | Daisue Construction Co. Ltd. | 7800 | 172086 |
|  | Daito Pharmaceutical Co. Ltd. | 21858 | 176309 |
|  | Daito Trust Construction Co. Ltd. | 60000 | 1121763 |
|  | Daitron Co. Ltd. | 10400 | 312303 |
|  | Daiwa House Industry Co. Ltd. | 202600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6873822 |
|  | Daiwa Industries Ltd. | 30600 | 313126 |
|  | Daiwa Securities Group, Inc. | 136500 | 1050497 |
|  | Daiwabo Holdings Co. Ltd. | 64800 | 1210465 |
|  | DCM Holdings Co. Ltd. | 95290 | 883574 |
|  | Dear Life Co. Ltd. | 24400 | 174801 |
|  # | DeNA Co. Ltd. | 39300 | 689028 |
|  | Denka Co. Ltd. | 31800 | 461525 |
|  | Densan System Holdings Co. Ltd. | 500 | 11552 |
|  | Denso Corp. | 77400 | 1081416 |
|  | Dentsu Group, Inc. | 3800 | 75258 |
|  | Dentsu Soken, Inc. | 8300 | 411035 |
|  | Denyo Co. Ltd. | 13100 | 243852 |
|  | Dexerials Corp. | 93000 | 1500081 |
|  | DIC Corp. | 48569 | 1142733 |
|  # | Digital Arts, Inc. | 7300 | 357137 |
|  | Digital Hearts Holdings Co. Ltd. | 3900 | 24246 |
|  # | Digital Holdings, Inc. | 7500 | 105418 |
|  | Digital Information Technologies Corp. | 6700 | 107628 |
|  | Disco Corp. | 3200 | 1062665 |
|  | DKS Co. Ltd. | 7153 | 304943 |
|  # | DMG Mori Co. Ltd. | 70500 | 1093416 |
|  | DMS, Inc. | 2100 | 41742 |
|  | Doshisha Co. Ltd. | 22200 | 417511 |
|  | Double Standard, Inc. | 2500 | 27341 |
|  | Doutor Nichires Holdings Co. Ltd. | 25500 | 397789 |
|  | Dowa Holdings Co. Ltd. | 41400 | 1501132 |
|  | DTS Corp. | 82400 | 686457 |
|  | Duskin Co. Ltd. | 13087 | 315514 |
|  # | DyDo Group Holdings, Inc. | 18300 | 288174 |
|  | Eagle Industry Co. Ltd. | 24001 | 424889 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  JAPAN — (Continued) | JAPAN — (Continued) |  |  |
|  # | EAT&HOLDINGS Co. Ltd. | 4900 | $62313 |
|  | Ebara Corp. | 133000 | 3546753 |
|  | Ebara Foods Industry, Inc. | 1400 | 22557 |
|  | Ebara Jitsugyo Co. Ltd. | 9200 | 250248 |
|  | Ebase Co. Ltd. | 4800 | 14073 |
|  # | Eco's Co. Ltd. | 10500 | 193199 |
|  | EDION Corp. | 31000 | 407788 |
|  | eGuarantee, Inc. | 11401 | 117599 |
|  # | Ehime Bank Ltd. | 22029 | 178646 |
|  | Eizo Corp. | 22200 | 315131 |
|  | EJ Holdings, Inc. | 11100 | 119869 |
|  | Elan Corp. | 5401 | 27418 |
|  | Elecom Co. Ltd. | 10600 | 123956 |
|  | EM Systems Co. Ltd. | 7900 | 41864 |
|  | Endo Lighting Corp. | 13700 | 200551 |
|  | ENEOS Holdings, Inc. | 1351570 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8526667 |
|  | Enomoto Co. Ltd. | 2200 | 27553 |
|  | Enplas Corp. | 8400 | 441526 |
|  | Ensuiko Sugar Refining Co. Ltd. | 8300 | 27069 |
|  | ERI Holdings Co. Ltd. | 3400 | 80934 |
|  # | ES-Con Japan Ltd. | 30100 | 195494 |
|  | Eslead Corp. | 9300 | 328232 |
|  | ESPEC Corp. | 13900 | 316303 |
|  | eWeLL Co. Ltd. | 900 | 16160 |
|  | Exedy Corp. | 26864 | 902630 |
|  | EXEO Group, Inc. | 115708 | 1668828 |
|  | Ezaki Glico Co. Ltd. | 15400 | 492128 |
|  | F&M Co. Ltd. | 3700 | 63807 |
|  | FaithNetwork Co. Ltd. | 2700 | 14491 |
|  | FALCO HOLDINGS Co. Ltd. | 5800 | 93346 |
|  | Fast Fitness Japan, Inc. | 2500 | 29028 |
|  | Fast Retailing Co. Ltd. | 17800 | 6534731 |
|  | FCC Co. Ltd. | 33055 | 667712 |
|  | Feed One Co. Ltd. | 30848 | 203677 |
|  | Ferrotec Corp. | 41000 | 1344012 |
|  # | FFRI Security, Inc. | 2500 | 175476 |
|  # | FIDEA Holdings Co. Ltd. | 11420 | 122645 |
|  | Financial Partners Group Co. Ltd. | 27500 | 381219 |
|  # | Fintech Global, Inc. | 118000 | 77933 |
|  | First Bank of Toyama Ltd. | 39200 | 370651 |
|  # | Fixstars Corp. | 13800 | 179804 |
|  | FJ Next Holdings Co. Ltd. | 18900 | 185260 |
|  | Focus Systems Corp. | 5600 | 58715 |

---

------

##### [**Table of Contents**](#toc)
**INTERNATIONAL VECTOR EQUITY PORTFOLIO** 

**CONTINUED** 

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  JAPAN — (Continued) | JAPAN — (Continued) |  |  |
|  | Food & Life Cos. Ltd. | 43800 | $2136274 |
|  | Forum Engineering, Inc. | 14200 | 113280 |
|  | Foster Electric Co. Ltd. | 18240 | 315358 |
|  | FP Corp. | 24703 | 401429 |
|  | France Bed Holdings Co. Ltd. | 29600 | 252850 |
|  | Freebit Co. Ltd. | 10200 | 104986 |
|  | F-Tech, Inc. | 13400 | 65549 |
|  | FTGroup Co. Ltd. | 6300 | 52262 |
|  | Fudo Tetra Corp. | 14876 | 235536 |
|  # | Fuji Co. Ltd. | 28200 | 360144 |
|  | Fuji Corp. (6134 JP) | 32100 | 622958 |
|  | Fuji Corp. Ltd. | 21599 | 114912 |
|  | Fuji Die Co. Ltd. | 2200 | 12596 |
|  | Fuji Electric Co. Ltd. | 21602 | 1542844 |
|  # | Fuji Kyuko Co. Ltd. | 12500 | 201018 |
|  | Fuji Media Holdings, Inc. | 12100 | 270078 |
|  | Fuji Nihon Corp. | 3400 | 23177 |
|  | Fuji Oil Co. Ltd. | 28138 | 582008 |
|  | Fuji Pharma Co. Ltd. | 15900 | 162674 |
|  | Fuji Seal International, Inc. | 30172 | 530501 |
|  | Fuji United Holdings Co. Ltd. | 3300 | 25105 |
|  | Fujibo Holdings, Inc. | 8200 | 363039 |
|  # | Fujicco Co. Ltd. | 18785 | 194788 |
|  | FUJIFILM Holdings Corp. | 36000 | 834361 |
|  | Fujikura Composites, Inc. | 18600 | 233125 |
|  | Fujikura Kasei Co. Ltd. | 20400 | 81583 |
|  | Fujikura Ltd. | 130300 | 17743475 |
|  | Fujita Kanko, Inc. | 3600 | 260623 |
|  | Fujitsu Ltd. | 68500 | 1785140 |
|  # | Fujiya Co. Ltd. | 6400 | 107392 |
|  # | FuKoKu Co. Ltd. | 14100 | 167812 |
|  | Fukuda Corp. | 4900 | 218648 |
|  | Fukuda Denshi Co. Ltd. | 13000 | 588099 |
|  | Fukui Computer Holdings, Inc. | 7500 | 149951 |
|  | Fukuoka Financial Group, Inc. | 36308 | 1055124 |
|  | Fukuyama Transporting Co. Ltd. | 14461 | 359205 |
|  | FULLCAST Holdings Co. Ltd. | 6100 | 66913 |
|  | Fumakilla Ltd. | 1300 | 9812 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  JAPAN — (Continued) | JAPAN — (Continued) |  |  |
|  | Funai Soken Holdings, Inc. | 13560 | $213619 |
|  | Furukawa Co. Ltd. | 27100 | 534118 |
|  | Furukawa Electric Co. Ltd. | 17600 | 1245827 |
|  | Furuno Electric Co. Ltd. | 24800 | 1438786 |
|  # | Furuya Metal Co. Ltd. | 13499 | 248953 |
|  | Furyu Corp. | 6200 | 41944 |
|  | Fuso Chemical Co. Ltd. | 14800 | 490657 |
|  | Futaba Corp. | 19500 | 85235 |
|  | Futaba Industrial Co. Ltd. | 82800 | 505688 |
|  | Future Corp. | 26200 | 369414 |
|  | Fuyo General Lease Co. Ltd. | 68400 | 1788287 |
|  | G-7 Holdings, Inc. | 18000 | 149242 |
|  | GA Technologies Co. Ltd. | 6700 | 86597 |
|  | Gakken Holdings Co. Ltd. | 31200 | 207812 |
|  | Gakkyusha Co. Ltd. | 3300 | 48613 |
|  # | Gakujo Co. Ltd. | 7000 | 73243 |
|  | Galilei Co. Ltd. | 14600 | 339599 |
|  # | Gamecard Holdings, Inc. | 5300 | 100428 |
|  | Gecoss Corp. | 11559 | 102652 |
|  | Genki Global Dining Concepts Corp. | 9800 | 192486 |
|  # | Genky DrugStores Co. Ltd. | 16800 | 559211 |
|  | Geo Holdings Corp. | 34300 | 359063 |
|  # | Gift Holdings, Inc. | 6400 | 133959 |
|  | Global Link Management KK | 1200 | 20695 |
|  | GLOBERIDE, Inc. | 19600 | 296478 |
|  | Glory Ltd. | 21973 | 525031 |
|  # | GMO Financial Holdings, Inc. | 33800 | 197231 |
|  | GMO internet group, Inc. | 37700 | 844376 |
|  | GMO Payment Gateway, Inc. | 12500 | 681879 |
|  | Godo Steel Ltd. | 10300 | 244215 |
|  | Goldcrest Co. Ltd. | 13690 | 296762 |
|  | Goldwin, Inc. | 2400 | 39643 |
|  # | Grandy House Corp. | 16800 | 61724 |
|  | GREE Holdings, Inc. | 15800 | 41272 |
|  | Greens Co. Ltd. | 4400 | 64319 |
|  | grems, Inc. | 3900 | 58157 |
|  | GS Yuasa Corp. | 54700 | 1527473 |
|  | GSI Creos Corp. | 10100 | 151242 |
|  | G-Tekt Corp. | 23532 | 301931 |

---

------

##### [**Table of Contents**](#toc)
**INTERNATIONAL VECTOR EQUITY PORTFOLIO** 

**CONTINUED** 

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  JAPAN — (Continued) | JAPAN — (Continued) |  |  |
|  | Gun-Ei Chemical Industry Co. Ltd. | 3300 | $71252 |
|  | GungHo Online Entertainment, Inc. | 870 | 14712 |
|  | Gunma Bank Ltd. | 200100 | 2079965 |
|  | Gunze Ltd. | 30208 | 744105 |
|  | H.U. Group Holdings, Inc. | 18300 | 446526 |
|  | H2O Retailing Corp. | 88499 | 1197329 |
|  | Hachijuni Bank Ltd. | 124250 | 1251588 |
|  # | Hagihara Industries, Inc. | 12795 | 133622 |
|  | Hagiwara Electric Holdings Co. Ltd. | 6900 | 158421 |
|  # | Hakudo Co. Ltd. | 6200 | 89163 |
|  | Hakuhodo DY Holdings, Inc. | 38100 | 275781 |
|  | Hakuto Co. Ltd. | 4800 | 120043 |
|  | Hakuyosha Co. Ltd. | 1600 | 32905 |
|  | Halows Co. Ltd. | 8300 | 235302 |
|  | Hamakyorex Co. Ltd. | 69200 | 686427 |
|  # | Hamee Corp. | 3500 | 11768 |
|  | Hankyu Hanshin Holdings, Inc. | 50452 | 1354836 |
|  | Hanwa Co. Ltd. | 34400 | 1434842 |
|  # | Happinet Corp. | 19600 | 798382 |
|  | Hard Off Corp. Co. Ltd. | 8200 | 96049 |
|  | Harima Chemicals Group, Inc. | 10000 | 58380 |
|  | Haseko Corp. | 166400 | 2687191 |
|  # | Hashimoto Sogyo Holdings Co. Ltd. | 5200 | 40322 |
|  | Hazama Ando Corp. | 69550 | 778238 |
|  | Heiwa Corp. | 20700 | 269087 |
|  | Heiwa Real Estate Co. Ltd. | 7434 | 108801 |
|  | Heiwado Co. Ltd. | 25567 | 470298 |
|  | Helios Techno Holding Co. Ltd. | 19300 | 108603 |
|  # | Hennge KK | 3200 | 30402 |
|  | Hibiya Engineering Ltd. | 7600 | 223534 |
|  | Hiday Hidaka Corp. | 11900 | 254017 |
|  | Hikari Tsushin, Inc. | 600 | 158932 |
|  # | HI-LEX Corp. | 18300 | 339573 |
|  | Hioki EE Corp. | 6700 | 257360 |
|  | Hirakawa Hewtech Corp. | 9960 | 149995 |
|  | Hirano Tecseed Co. Ltd. | 8800 | 92046 |
|  | Hirata Corp. | 19400 | 256136 |
|  | Hirogin Holdings, Inc. | 151500 | 1415440 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  JAPAN — (Continued) | JAPAN — (Continued) |  |  |
|  | Hirose Electric Co. Ltd. | 1200 | $160761 |
|  | Hirose Tusyo, Inc. | 2900 | 70538 |
|  | Hisaka Works Ltd. | 16600 | 151716 |
|  | Hisamitsu Pharmaceutical Co., Inc. | 7200 | 187154 |
|  | Hitachi Construction Machinery Co. Ltd. | 60000 | 1952817 |
|  | Hitachi Ltd. (6501 JP) | 161100 | 5503012 |
|  # | Hito Communications Holdings, Inc. | 2000 | 12975 |
|  | Hochiki Corp. | 11400 | 284949 |
|  # | Hodogaya Chemical Co. Ltd. | 10450 | 123615 |
|  | Hogy Medical Co. Ltd. | 7200 | 249936 |
|  | Hokkaido Coca-Cola Bottling Co. Ltd. | 3700 | 92795 |
|  | Hokkan Holdings Ltd. | 11600 | 161933 |
|  | Hokko Chemical Industry Co. Ltd. | 17500 | 184055 |
|  # | Hokuetsu Corp. | 61200 | 324563 |
|  | Hokuhoku Financial Group, Inc. | 95437 | 2337983 |
|  | Hokuriku Electric Industry Co. Ltd. | 6200 | 91560 |
|  # | Hokuriku Electrical Construction Co. Ltd. | 8599 | 78085 |
|  | Hokuryo Co. Ltd. | 1600 | 28855 |
|  | Hokuto Corp. | 11600 | 137277 |
|  | Honda Motor Co. Ltd. (7267 JP) | 357405 | 3612379 |
|  # | Honda Motor Co. Ltd. (HMC US), Sponsored ADR | 16859 | 514199 |
|  | H-One Co. Ltd. | 22900 | 198416 |
|  # | Honeys Holdings Co. Ltd. | 21170 | 203338 |
|  | Hoosiers Holdings Co. Ltd. | 38300 | 314328 |
|  | Horiba Ltd. | 20900 | 1941780 |
|  | Hoshizaki Corp. | 1000 | 35185 |
|  | Hosiden Corp. | 39700 | 632861 |
|  | Hosokawa Micron Corp. | 13300 | 491131 |
|  # | Hotland Holdings Co. Ltd. | 6400 | 85269 |
|  | House Foods Group, Inc. | 7000 | 131174 |
|  # | Howa Machinery Ltd. | 9000 | 83158 |
|  | Hoya Corp. | 32800 | 5327770 |
|  | HS Holdings Co. Ltd. | 6400 | 41639 |

---

------

##### [**Table of Contents**](#toc)
**INTERNATIONAL VECTOR EQUITY PORTFOLIO** 

**CONTINUED** 

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  JAPAN — (Continued) | JAPAN — (Continued) |  |  |
|  # | Hulic Co. Ltd. | 58667 | $606110 |
|  | Hyakugo Bank Ltd. | 100467 | 623061 |
|  | Hyakujushi Bank Ltd. | 18801 | 658189 |
|  | Ibiden Co. Ltd. | 25900 | 2437826 |
|  | IBJ, Inc. | 5100 | 26590 |
|  | Ichiken Co. Ltd. | 3300 | 82566 |
|  | Ichikoh Industries Ltd. | 41100 | 124996 |
|  | Ichinen Holdings Co. Ltd. | 20600 | 268800 |
|  | Ichiyoshi Securities Co. Ltd. | 23600 | 130012 |
|  # | Icom, Inc. | 6700 | 136300 |
|  | ID Holdings Corp. | 4200 | 55066 |
|  | IDEA Consultants, Inc. | 1100 | 24930 |
|  | Idec Corp. | 25400 | 386657 |
|  | Idemitsu Kosan Co. Ltd. | 529835 | 3684340 |
|  | IDOM, Inc. | 52300 | 390404 |
|  | IHI Corp. | 93800 | 1942044 |
|  | Iida Group Holdings Co. Ltd. | 27765 | 425176 |
|  | Iino Kaiun Kaisha Ltd. | 95700 | 780538 |
|  # | IKK Holdings, Inc. | 8200 | 40305 |
|  | I'll, Inc. | 3700 | 58486 |
|  | Imasen Electric Industrial | 4500 | 22708 |
|  | i-mobile Co. Ltd. | 21100 | 80003 |
|  | Imuraya Group Co. Ltd. | 3500 | 56281 |
|  | Inaba Denki Sangyo Co. Ltd. | 27300 | 803904 |
|  | Inaba Seisakusho Co. Ltd. | 6700 | 68810 |
|  | Inabata & Co. Ltd. | 45600 | 1021287 |
|  | Ines Corp. | 18500 | 204373 |
|  # | I-Net Corp. | 10100 | 165311 |
|  | INFRONEER Holdings, Inc. | 193468 | 2072647 |
|  | Innotech Corp. | 12900 | 152742 |
|  | Inpex Corp. | 435200 | 8030363 |
|  | Insource Co. Ltd. | 17800 | 100633 |
|  | Intage Holdings, Inc. | 4800 | 53132 |
|  | Intelligent Wave, Inc. | 4100 | 27513 |
|  # | Inter Action Corp. | 1600 | 14723 |
|  | Internet Initiative Japan, Inc. | 32900 | 593598 |
|  # | Inui Global Logistics Co. Ltd. | 7900 | 80429 |
|  # | IPS, Inc. | 4000 | 78021 |
|  | Iriso Electronics Co. Ltd. | 7323 | 147004 |
|  | ISB Corp. | 6700 | 78000 |
|  # | Ise Chemicals Corp. | 1600 | 326602 |
|  | Iseki & Co. Ltd. | 14608 | 208359 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  JAPAN — (Continued) | JAPAN — (Continued) |  |  |
|  | Isetan Mitsukoshi Holdings Ltd. | 35500 | $557140 |
|  # | Ishihara Chemical Co. Ltd. | 3300 | 46598 |
|  | Ishihara Sangyo Kaisha Ltd. | 26500 | 407796 |
|  | Ishizuka Glass Co. Ltd. | 1100 | 21545 |
|  # | Istyle, Inc. | 31400 | 91386 |
|  | Isuzu Motors Ltd. | 209500 | 2570624 |
|  | Itfor, Inc. | 19000 | 187872 |
|  # | ITmedia, Inc. | 9300 | 96824 |
|  # | Ito En Ltd. | 24581 | 506639 |
|  | ITOCHU Corp. | 59400 | 3440641 |
|  | Itochu Enex Co. Ltd. | 66100 | 779875 |
|  | Itochu-Shokuhin Co. Ltd. | 4700 | 285685 |
|  | Itoham Yonekyu Holdings, Inc. | 14085 | 503639 |
|  # | Itoki Corp. | 29353 | 473484 |
|  | IwaiCosmo Holdings, Inc. | 15200 | 277656 |
|  | Iwaki Co. Ltd. | 9600 | 158610 |
|  | Iwatani Corp. | 116000 | 1207647 |
|  | Iwatsuka Confectionery Co. Ltd. | 2800 | 54242 |
|  | Iyogin Holdings, Inc. | 73982 | 1156034 |
|  | Izumi Co. Ltd. | 13300 | 247933 |
|  | J Front Retailing Co. Ltd. | 92969 | 1398315 |
|  | J Trust Co. Ltd. | 43500 | 114386 |
|  | JAC Recruitment Co. Ltd. | 48800 | 321398 |
|  | Jaccs Co. Ltd. | 23600 | 617265 |
|  \* | Jade Group, Inc. | 6300 | 66347 |
|  | JAFCO Group Co. Ltd. | 39400 | 615820 |
|  | JANOME Corp. | 12700 | 90867 |
|  | Japan Airlines Co. Ltd. | 48400 | 871945 |
|  | Japan Airport Terminal Co. Ltd. | 20800 | 646286 |
|  | Japan Aviation Electronics Industry Ltd. | 38200 | 570511 |
|  | Japan Business Systems, Inc. | 8100 | 77728 |
|  # | Japan Cash Machine Co. Ltd. | 10000 | 64700 |
|  | Japan Electronic Materials Corp. | 7900 | 223531 |

---

------

##### [**Table of Contents**](#toc)
**INTERNATIONAL VECTOR EQUITY PORTFOLIO** 

**CONTINUED** 

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  JAPAN — (Continued) | JAPAN — (Continued) |  |  |
|  | Japan Elevator Service Holdings Co. Ltd. | 57200 | $673366 |
|  | Japan Engine Corp. | 1800 | 149293 |
|  | Japan Exchange Group, Inc. | 157000 | 1750732 |
|  | Japan Investment Adviser Co. Ltd. | 1100 | 12607 |
|  | Japan Lifeline Co. Ltd. | 37400 | 355003 |
|  | Japan Material Co. Ltd. | 16100 | 201153 |
|  | Japan Post Holdings Co. Ltd. | 36300 | 340169 |
|  | Japan Post Insurance Co. Ltd. | 18100 | 468108 |
|  | Japan Property Management Center Co. Ltd. | 4400 | 35765 |
|  | Japan Pulp & Paper Co. Ltd. | 97600 | 457972 |
|  | Japan Securities Finance Co. Ltd. | 47900 | 550062 |
|  | Japan Steel Works Ltd. | 5400 | 353663 |
|  | Japan System Techniques Co. Ltd. | 6800 | 94217 |
|  | Japan Tobacco, Inc. | 56200 | 1957608 |
|  | Japan Transcity Corp. | 35900 | 267056 |
|  | Japan Wool Textile Co. Ltd. | 46500 | 490482 |
|  | JBCC Holdings, Inc. | 60400 | 506539 |
|  | JCU Corp. | 16700 | 492551 |
|  # | JDC Corp. | 25400 | 88615 |
|  | Jeol Ltd. | 24000 | 806572 |
|  | JFE Holdings, Inc. | 129560 | 1484785 |
|  | JFE Systems, Inc. | 5000 | 60832 |
|  | JGC Holdings Corp. | 83000 | 839502 |
|  | Jichodo Co. Ltd. | 700 | 42363 |
|  | JINS Holdings, Inc. | 5300 | 267405 |
|  # | JINUSHI Co. Ltd. | 10000 | 188145 |
|  | JK Holdings Co. Ltd. | 16800 | 137344 |
|  | J-Lease Co. Ltd. | 4200 | 40991 |
|  | JM Holdings Co. Ltd. | 23200 | 226810 |
|  | JMS Co. Ltd. | 6600 | 18409 |
|  | J-Oil Mills, Inc. | 18582 | 243242 |
|  | Joshin Denki Co. Ltd. | 20101 | 348039 |
|  | Joyful Honda Co. Ltd. | 11900 | 157398 |
|  # | JP-Holdings, Inc. | 44900 | 173064 |
|  | JSP Corp. | 15801 | 193298 |
|  | JTEKT Corp. | 97400 | 974394 |
|  #\* | Juki Corp. | 28400 | 81435 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  JAPAN — (Continued) | JAPAN — (Continued) |  |  |
|  | Juroku Financial Group, Inc. | 12800 | $466177 |
|  | Justsystems Corp. | 13000 | 419870 |
|  | JVCKenwood Corp. | 146001 | 1169801 |
|  | K&O Energy Group, Inc. | 13458 | 303392 |
|  | Kadokawa Corp. | 3153 | 70784 |
|  | Kadoya Sesame Mills, Inc. | 1700 | 42057 |
|  | Kaga Electronics Co. Ltd. | 37400 | 866046 |
|  # | Kagome Co. Ltd. | 3700 | 63924 |
|  | Kajima Corp. | 17222 | 555183 |
|  | Kakaku.com, Inc. | 37800 | 671990 |
|  | Kaken Pharmaceutical Co. Ltd. | 5000 | 118927 |
|  | Kakiyasu Honten Co. Ltd. | 2700 | 45695 |
|  | Kamakura Shinsho Ltd. | 6500 | 24381 |
|  | Kameda Seika Co. Ltd. | 1800 | 44870 |
|  | Kamei Corp. | 19600 | 370745 |
|  | Kamigumi Co. Ltd. | 21600 | 648393 |
|  # | Kanaden Corp. | 14900 | 202282 |
|  | Kanadevia Corp. | 190240 | 1409617 |
|  # | Kanagawa Chuo Kotsu Co. Ltd. | 2600 | 59169 |
|  | Kanamic Network Co. Ltd. | 11800 | 36799 |
|  | Kanamoto Co. Ltd. | 35275 | 821560 |
|  | Kandenko Co. Ltd. | 75400 | 2304387 |
|  | Kaneka Corp. | 33100 | 913215 |
|  | Kaneko Seeds Co. Ltd. | 5700 | 61229 |
|  | Kanematsu Corp. | 80300 | 1625741 |
|  | Kanemi Co. Ltd. | 1400 | 30099 |
|  # | Kanro, Inc. | 12000 | 113093 |
|  | Kansai Paint Co. Ltd. | 48200 | 773629 |
|  | Kanto Denka Kogyo Co. Ltd. | 45405 | 306358 |
|  | Kao Corp. | 21800 | 922568 |
|  # | Kappa Create Co. Ltd. | 5200 | 50238 |
|  | Katakura Industries Co. Ltd. | 22400 | 386138 |
|  | Katitas Co. Ltd. | 18723 | 304380 |
|  | Kato Sangyo Co. Ltd. | 19100 | 733181 |
|  | Kato Works Co. Ltd. | 9900 | 88966 |
|  | Kawada Technologies, Inc. | 12500 | 327521 |

---

------

##### [**Table of Contents**](#toc)
**INTERNATIONAL VECTOR EQUITY PORTFOLIO** 

**CONTINUED** 

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  JAPAN — (Continued) | JAPAN — (Continued) |  |  |
|  | Kawai Musical Instruments Manufacturing Co. Ltd. | 6792 | $114209 |
|  | Kawasaki Heavy Industries Ltd. | 11200 | 896858 |
|  # | Kawasaki Kisen Kaisha Ltd. | 45291 | 648909 |
|  | KDDI Corp. | 448600 | 7150840 |
|  # | KeePer Technical Laboratory Co. Ltd. | 8300 | 197716 |
|  | Keihan Holdings Co. Ltd. | 16300 | 330228 |
|  | KEIWA, Inc. | 20200 | 151170 |
|  | Keiyo Bank Ltd. | 98900 | 834383 |
|  | Kenko Mayonnaise Co. Ltd. | 9896 | 116850 |
|  | Kewpie Corp. | 22377 | 620906 |
|  | KH Neochem Co. Ltd. | 16300 | 291492 |
|  # | Kibun Foods, Inc. | 14500 | 101067 |
|  | Kimura Chemical Plants Co. Ltd. | 18500 | 128555 |
|  | Kimura Unity Co. Ltd. | 13200 | 72019 |
|  | Kinden Corp. | 16500 | 660943 |
|  # | King Jim Co. Ltd. | 5300 | 28872 |
|  | Kirin Holdings Co. Ltd. | 16780 | 235972 |
|  | Kissei Pharmaceutical Co. Ltd. | 17800 | 464831 |
|  | Ki-Star Real Estate Co. Ltd. | 11300 | 383604 |
|  | Kitagawa Corp. | 5800 | 60697 |
|  # | Kita-Nippon Bank Ltd. | 6400 | 156438 |
|  | Kitano Construction Corp. | 12800 | 109368 |
|  | Kitz Corp. | 126100 | 1413654 |
|  | Kiyo Bank Ltd. | 64133 | 1249099 |
|  #\* | KNT-CT Holdings Co. Ltd. | 7652 | 74106 |
|  | Koa Corp. | 22600 | 200821 |
|  | Koa Shoji Holdings Co. Ltd. | 14200 | 71987 |
|  # | Koatsu Gas Kogyo Co. Ltd. | 21000 | 139967 |
|  # | Kobe Bussan Co. Ltd. | 35400 | 821425 |
|  | Kobe Steel Ltd. | 272680 | 3209271 |
|  | Koei Tecmo Holdings Co. Ltd. | 19800 | 266507 |
|  | Kohnan Shoji Co. Ltd. | 33100 | 801359 |
|  | Kohsoku Corp. | 4000 | 74119 |
|  | Koike Sanso Kogyo Co. Ltd. | 1200 | 12425 |
|  | Koito Manufacturing Co. Ltd. | 16900 | 251645 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  JAPAN — (Continued) | JAPAN — (Continued) |  |  |
|  # | Kojima Co. Ltd. | 1300 | $9276 |
|  | Kokuyo Co. Ltd. | 23600 | 135426 |
|  | Komatsu Ltd. | 57900 | 1936810 |
|  # | Komatsu Matere Co. Ltd. | 24900 | 138722 |
|  | Komatsu Wall Industry Co. Ltd. | 14700 | 237110 |
|  | KOMEDA Holdings Co. Ltd. | 30500 | 574629 |
|  # | Komehyo Holdings Co. Ltd. | 7900 | 153451 |
|  | Komeri Co. Ltd. | 21427 | 445777 |
|  | Komori Corp. | 30511 | 286544 |
|  | Konami Group Corp. | 9800 | 1632045 |
|  # | Kondotec, Inc. | 17600 | 191734 |
|  | Konica Minolta, Inc. | 115100 | 395247 |
|  | Konishi Co. Ltd. | 54700 | 437816 |
|  | Konoike Transport Co. Ltd. | 24700 | 510855 |
|  # | Konoshima Chemical Co. Ltd. | 9100 | 87228 |
|  # | Kosaido Holdings Co. Ltd. | 31000 | 85202 |
|  | Kose Corp. | 600 | 22986 |
|  | Koshidaka Holdings Co. Ltd. | 29600 | 226430 |
|  # | Kotobuki Spirits Co. Ltd. | 45400 | 544307 |
|  #\* | Kourakuen Corp. | 3300 | 22049 |
|  | Kozo Keikaku Engineering Holdings, Inc. | 6400 | 131716 |
|  | KPP Group Holdings Co. Ltd. | 67200 | 331955 |
|  | Kraftia Corp. | 24000 | 1269549 |
|  | Krosaki Harima Corp. | 24000 | 643610 |
|  | KRS Corp. | 10500 | 198260 |
|  | K's Holdings Corp. | 92020 | 912220 |
|  | KU Holdings Co. Ltd. | 20000 | 152746 |
|  | Kubota Corp. (6326 JP) | 42600 | 551549 |
|  # | Kumagai Gumi Co. Ltd. | 62528 | 567729 |
|  # | Kumiai Chemical Industry Co. Ltd. | 11274 | 49875 |
|  | Kurabo Industries Ltd. | 13300 | 604743 |
|  | Kuraray Co. Ltd. | 203600 | 2206322 |
|  # | Kureha Corp. | 18900 | 451823 |
|  # | Kurimoto Ltd. | 41500 | 465971 |
|  | Kurita Water Industries Ltd. | 17400 | 659181 |
|  | Kuriyama Holdings Corp. | 11200 | 120574 |

---

------

##### [**Table of Contents**](#toc)
**INTERNATIONAL VECTOR EQUITY PORTFOLIO** 

**CONTINUED** 

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  JAPAN — (Continued) | JAPAN — (Continued) |  |  |
|  # | Kusuri No. Aoki Holdings Co. Ltd. | 24900 | $630937 |
|  | KYB Corp. | 30200 | 765839 |
|  | Kyocera Corp. | 140840 | 1868862 |
|  | Kyodo Printing Co. Ltd. | 16300 | 158518 |
|  | Kyoei Steel Ltd. | 19200 | 285836 |
|  # | Kyokuto Boeki Kaisha Ltd. | 11000 | 127084 |
|  | Kyokuto Kaihatsu Kogyo Co. Ltd. | 25300 | 423386 |
|  | Kyokuto Securities Co. Ltd. | 13401 | 132394 |
|  | Kyokuyo Co. Ltd. | 13800 | 426614 |
|  | Kyorin Pharmaceutical Co. Ltd. | 39900 | 363698 |
|  | Kyoritsu Maintenance Co. Ltd. | 27000 | 525470 |
|  # | Kyosan Electric Manufacturing Co. Ltd. | 24000 | 82202 |
|  | Kyoto Financial Group, Inc. | 41100 | 832619 |
|  # | Kyowa Electronic Instruments Co. Ltd. | 4800 | 21596 |
|  | Kyowa Kirin Co. Ltd. | 12000 | 185808 |
|  | Kyowa Leather Cloth Co. Ltd. | 7300 | 41293 |
|  | Kyushu Financial Group, Inc. | 161580 | 926076 |
|  | Kyushu Leasing Service Co. Ltd. | 1900 | 16335 |
|  | LA Holdings Co. Ltd. | 2600 | 126649 |
|  # | Lacto Japan Co. Ltd. | 7300 | 163442 |
|  # | Lasertec Corp. | 3600 | 730916 |
|  | LEC, Inc. | 19300 | 127681 |
|  | Leopalace21 Corp. | 105700 | 431661 |
|  | Life Corp. | 33600 | 527129 |
|  # | Lifedrink Co., Inc. | 23600 | 307089 |
|  | LIFULL Co. Ltd. | 57200 | 71244 |
|  # | LIKE, Inc. | 7300 | 71009 |
|  | Link & Motivation, Inc. | 20000 | 63819 |
|  | Lintec Corp. | 13500 | 343092 |
|  | Lion Corp. | 23900 | 235511 |
|  | Lixil Corp. | 85500 | 947646 |
|  # | Look Holdings, Inc. | 5800 | 99449 |
|  \* | Luckland Co. Ltd. | 3000 | 22710 |
|  | LY Corp. | 130800 | 384358 |
|  | M&A Capital Partners Co. Ltd. | 700 | 13366 |
|  | M3, Inc. | 19700 | 276093 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  JAPAN — (Continued) | JAPAN — (Continued) |  |  |
|  | Mabuchi Motor Co. Ltd. | 41600 | $734906 |
|  | Macnica Holdings, Inc. | 79950 | 1138227 |
|  | Maeda Kosen Co. Ltd. | 25800 | 322330 |
|  # | Maezawa Industries, Inc. | 16500 | 205777 |
|  | Maezawa Kasei Industries Co. Ltd. | 11300 | 152743 |
|  # | Maezawa Kyuso Industries Co. Ltd. | 13500 | 125457 |
|  | Makino Milling Machine Co. Ltd. | 13489 | 979966 |
|  | Makita Corp. (6586 JP) | 3343 | 101063 |
|  # | Makita Corp. (MKTAY US), Sponsored ADR | 2776 | 89484 |
|  | Mamiya-Op Co. Ltd. | 8000 | 97790 |
|  # | Mammy Mart Holdings Corp. | 6000 | 61465 |
|  # | Management Solutions Co. Ltd. | 2400 | 20833 |
|  | Mandom Corp. | 35407 | 557066 |
|  | Mani, Inc. | 19800 | 189419 |
|  | Mars Group Holdings Corp. | 14180 | 282199 |
|  | Marubeni Corp. | 41200 | 1012532 |
|  # | Marubun Corp. | 17900 | 137700 |
|  # | Maruchiyo Yamaokaya Corp. | 5600 | 97374 |
|  | Marudai Food Co. Ltd. | 14900 | 181142 |
|  | Maruha Nichiro Corp. | 31068 | 694476 |
|  | Marui Group Co. Ltd. | 31300 | 600282 |
|  | Maruichi Steel Tube Ltd. | 77100 | 651903 |
|  | MARUKA FURUSATO Corp. | 12669 | 185538 |
|  # | Marumae Co. Ltd. | 3100 | 43394 |
|  # | Marusan Securities Co. Ltd. | 24510 | 147514 |
|  | Maruwa Co. Ltd. | 4300 | 1215769 |
|  | Maruzen Co. Ltd. | 5586 | 125912 |
|  | Maruzen Showa Unyu Co. Ltd. | 13300 | 598480 |
|  | Matsuda Sangyo Co. Ltd. | 13700 | 367867 |
|  # | Matsui Construction Co. Ltd. | 13500 | 120886 |
|  | MatsukiyoCocokara & Co. | 40780 | 738836 |
|  | Matsuoka Corp. | 4400 | 64330 |

---

------

##### [**Table of Contents**](#toc)
**INTERNATIONAL VECTOR EQUITY PORTFOLIO** 

**CONTINUED** 

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  JAPAN — (Continued) | JAPAN — (Continued) |  |  |
|  | Matsuyafoods Holdings Co. Ltd. | 4600 | $174601 |
|  | Max Co. Ltd. | 5200 | 188489 |
|  | Maxell Ltd. | 39000 | 565340 |
|  | Maxvalu Tokai Co. Ltd. | 7900 | 179087 |
|  | Mazda Motor Corp. | 119400 | 822768 |
|  | McDonald's Holdings Co. Japan Ltd. | 16600 | 649391 |
|  | MCJ Co. Ltd. | 52900 | 499007 |
|  | Mebuki Financial Group, Inc. | 385923 | 2408011 |
|  | MEC Co. Ltd. | 5200 | 153400 |
|  # | Medical System Network Co. Ltd. | 30255 | 96457 |
|  | Medikit Co. Ltd. | 2800 | 49177 |
|  | Medipal Holdings Corp. | 39800 | 647562 |
|  # | Medius Holdings Co. Ltd. | 7000 | 36261 |
|  | Megachips Corp. | 1100 | 57655 |
|  | Megmilk Snow Brand Co. Ltd. | 38757 | 710828 |
|  | Meidensha Corp. | 32100 | 1271258 |
|  # | Meiji Electric Industries Co. Ltd. | 6100 | 91926 |
|  | MEIJI Holdings Co. Ltd. | 2000 | 38500 |
|  # | Meiji Shipping Group Co. Ltd. | 17800 | 80822 |
|  | Meiko Electronics Co. Ltd. | 21000 | 1381137 |
|  | Meisei Industrial Co. Ltd. | 33800 | 361683 |
|  | MEITEC Group Holdings, Inc. | 38700 | 793294 |
|  # | Meito Co. Ltd. | 7200 | 99599 |
|  | Meiwa Corp. | 23700 | 121784 |
|  | Meiwa Estate Co. Ltd. | 19300 | 133892 |
|  # | Menicon Co. Ltd. | 11200 | 87316 |
|  \* | Mercari, Inc. | 11300 | 167561 |
|  | METAWATER Co. Ltd. | 13400 | 287611 |
|  | Micronics Japan Co. Ltd. | 12100 | 713682 |
|  # | Midac Holdings Co. Ltd. | 5600 | 67324 |
|  # | Mie Kotsu Group Holdings, Inc. | 75035 | 261756 |
|  # | Mikuni Corp. | 9300 | 23180 |
|  | MIMAKI ENGINEERING Co. Ltd. | 14700 | 162020 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  JAPAN — (Continued) | JAPAN — (Continued) |  |  |
|  | Minebea Mitsumi, Inc. | 56439 | $1115447 |
|  # | Mirai Industry Co. Ltd. | 6700 | 144849 |
|  | Mirait One Corp. | 39610 | 767535 |
|  | Mirarth Holdings, Inc. | 13200 | 32537 |
|  | Miroku Jyoho Service Co. Ltd. | 4900 | 56011 |
|  | MISUMI Group, Inc. | 11300 | 176179 |
|  | Mitani Corp. | 32000 | 482645 |
|  | Mitani Sangyo Co. Ltd. | 22200 | 71817 |
|  | Mitani Sekisan Co. Ltd. | 5300 | 258982 |
|  # | Mito Securities Co. Ltd. | 48000 | 159398 |
|  | Mitsuba Corp. | 43259 | 262950 |
|  | Mitsubishi Chemical Group Corp. | 527880 | 2757421 |
|  | Mitsubishi Corp. | 160000 | 3842024 |
|  | Mitsubishi Electric Corp. | 76200 | 2163515 |
|  | Mitsubishi Estate Co. Ltd. | 27800 | 589134 |
|  | Mitsubishi Gas Chemical Co., Inc. | 50891 | 941532 |
|  | Mitsubishi HC Capital, Inc. | 561770 | 4394540 |
|  | Mitsubishi Heavy Industries Ltd. | 32500 | 981164 |
|  | Mitsubishi Kakoki Kaisha Ltd. | 17700 | 377294 |
|  | Mitsubishi Logisnext Co. Ltd. | 40900 | 407290 |
|  | Mitsubishi Logistics Corp. | 91495 | 663433 |
|  | Mitsubishi Materials Corp. | 49380 | 950754 |
|  | Mitsubishi Motors Corp. | 154600 | 376748 |
|  | Mitsubishi Paper Mills Ltd. | 17200 | 68056 |
|  # | Mitsubishi Pencil Co. Ltd. | 12350 | 163821 |
|  | Mitsubishi Research Institute, Inc. | 7800 | 246607 |
|  | Mitsubishi Steel Manufacturing Co. Ltd. | 6700 | 81451 |
|  | Mitsubishi UFJ Financial Group, Inc. (8306 JP) | 468400 | 7075307 |
|  | Mitsuboshi Belting Ltd. | 11600 | 279311 |

---

------

##### [**Table of Contents**](#toc)
**INTERNATIONAL VECTOR EQUITY PORTFOLIO** 

**CONTINUED** 

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  JAPAN — (Continued) | JAPAN — (Continued) |  |  |
|  | Mitsui & Co. Ltd. (8031 JP) | 58400 | $1436151 |
|  | Mitsui Chemicals, Inc. | 67600 | 1595965 |
|  | Mitsui DM Sugar Co. Ltd. | 13699 | 269781 |
|  | Mitsui E&S Co. Ltd. | 87000 | 3536983 |
|  | Mitsui Fudosan Co. Ltd. | 32400 | 337362 |
|  | Mitsui High-Tec, Inc. | 57500 | 286783 |
|  | Mitsui Kinzoku Co. Ltd. | 55200 | 5622534 |
|  # | Mitsui Matsushima Holdings Co. Ltd. | 77000 | 646689 |
|  # | Mitsui OSK Lines Ltd. | 36600 | 1087445 |
|  | Mitsui-Soko Holdings Co. Ltd. | 84900 | 2228053 |
|  | Mitsuuroko Group Holdings Co. Ltd. | 30400 | 415355 |
|  | MIXI, Inc. | 6800 | 137222 |
|  # | Miyaji Engineering Group, Inc. | 23200 | 297303 |
|  | Miyazaki Bank Ltd. | 15300 | 460085 |
|  | Miyoshi Oil & Fat Co. Ltd. | 11155 | 159172 |
|  | Mizuho Financial Group, Inc. (8411 JP) | 168905 | 5657551 |
|  | Mizuho Leasing Co. Ltd. | 129000 | 1033452 |
|  | Mizuho Medy Co. Ltd. | 8100 | 85666 |
|  | Mizuno Corp. | 46800 | 844276 |
|  | Mochida Pharmaceutical Co. Ltd. | 12575 | 240224 |
|  | Monogatari Corp. | 15300 | 382538 |
|  | MonotaRO Co. Ltd. | 37600 | 524599 |
|  | Morinaga & Co. Ltd. | 48600 | 837415 |
|  | Morinaga Milk Industry Co. Ltd. | 63600 | 1372876 |
|  | Moriroku Co. Ltd. | 12500 | 190144 |
|  | Morita Holdings Corp. | 24700 | 373421 |
|  | Morito Co. Ltd. | 13100 | 138005 |
|  | Morozoff Ltd. | 7900 | 78125 |
|  # | Mory Industries, Inc. | 24000 | 149417 |
|  | MrMax Holdings Ltd. | 15500 | 77443 |
|  | MS&AD Insurance Group Holdings, Inc. | 118246 | 2437577 |
|  | Mugen Estate Co. Ltd. | 10200 | 134659 |
|  | m-up Holdings, Inc. | 14700 | 183647 |
|  | Murakami Corp. | 4800 | 210765 |
|  | Murata Manufacturing Co. Ltd. | 57900 | 1248377 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  JAPAN — (Continued) | JAPAN — (Continued) |  |  |
|  | Musashi Co. Ltd. | 900 | $13564 |
|  | Musashi Seimitsu Industry Co. Ltd. | 44200 | 997155 |
|  | Musashino Bank Ltd. | 23200 | 624140 |
|  | Muto Seiko Co. | 5800 | 63319 |
|  # | NAC Co. Ltd. | 7400 | 25089 |
|  # | Nachi-Fujikoshi Corp. | 12926 | 330652 |
|  # | Nafco Co. Ltd. | 6400 | 82961 |
|  | Nagano Keiki Co. Ltd. | 18700 | 284459 |
|  | Nagase & Co. Ltd. | 52400 | 1144323 |
|  | Nagase Brothers, Inc. | 6100 | 88807 |
|  # | Nakakita Seisakusho Co. Ltd. | 900 | 36425 |
|  | Nakamoto Packs Co. Ltd. | 4500 | 52913 |
|  # | Nakamuraya Co. Ltd. | 2008 | 39616 |
|  | Nakanishi, Inc. | 6000 | 79441 |
|  # | Nakano Corp. | 5600 | 34662 |
|  # | Nakayama Steel Works Ltd. | 29400 | 117491 |
|  | Namura Shipbuilding Co. Ltd. | 34900 | 1183671 |
|  | Nanto Bank Ltd. | 16653 | 553870 |
|  | Nanyo Corp. | 13400 | 116663 |
|  | Narasaki Sangyo Co. Ltd. | 2400 | 53037 |
|  | Natori Co. Ltd. | 3800 | 47943 |
|  | NCD Co. Ltd./Shinagawa | 2900 | 50299 |
|  \* | NE, Inc. | 3500 | 18169 |
|  | NEC Capital Solutions Ltd. | 15100 | 373091 |
|  | NEC Corp. | 46000 | 1670722 |
|  | Neturen Co. Ltd. | 17300 | 133729 |
|  | New Art Holdings Co. Ltd. | 7369 | 68515 |
|  | New Cosmos Electric Co. Ltd. | 900 | 25945 |
|  # | Nextage Co. Ltd. | 37600 | 565008 |
|  | NF Holdings Corp. | 2400 | 19370 |
|  | NGK Insulators Ltd. | 85100 | 1435769 |
|  | NH Foods Ltd. | 25000 | 923319 |
|  | NHK Spring Co. Ltd. | 122769 | 2301656 |
|  # | Nicca Chemical Co. Ltd. | 6100 | 57374 |
|  | Nichias Corp. | 42039 | 1568654 |
|  # | Nichiban Co. Ltd. | 9200 | 114028 |
|  | Nichicon Corp. | 33300 | 334112 |
|  | Nichiden Corp. | 6800 | 109461 |
|  | Nichiha Corp. | 21900 | 389531 |
|  | Nichimo Co. Ltd. | 5100 | 82422 |
|  | Nichirei Corp. | 76000 | 899640 |
|  # | Nichireki Group Co. Ltd. | 25300 | 397960 |
|  | Nichirin Co. Ltd. | 13920 | 323917 |

---

------

##### [**Table of Contents**](#toc)
**INTERNATIONAL VECTOR EQUITY PORTFOLIO** 

**CONTINUED** 

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  JAPAN — (Continued) | JAPAN — (Continued) |  |  |
|  | Nifco, Inc. | 26000 | $753468 |
|  | Nihon Dempa Kogyo Co. Ltd. | 20101 | 146812 |
|  | Nihon Dengi Co. Ltd. | 4400 | 156155 |
|  | Nihon Denkei Co. Ltd. | 6600 | 87196 |
|  | Nihon Flush Co. Ltd. | 9100 | 47711 |
|  # | Nihon House Holdings Co. Ltd. | 20226 | 38937 |
|  | Nihon Kagaku Sangyo Co. Ltd. | 10600 | 153684 |
|  | Nihon M&A Center Holdings, Inc. | 44900 | 211469 |
|  | Nihon Nohyaku Co. Ltd. | 32900 | 184106 |
|  | Nihon Parkerizing Co. Ltd. | 33406 | 290154 |
|  | Nihon Tokushu Toryo Co. Ltd. | 11600 | 157008 |
|  | Nihon Trim Co. Ltd. | 700 | 21853 |
|  | Nihon Yamamura Glass Co. Ltd. | 5000 | 86408 |
|  | Nikkiso Co. Ltd. | 41734 | 407993 |
|  # | Nikko Co. Ltd. | 26600 | 131903 |
|  | Nikkon Holdings Co. Ltd. | 94000 | 2120081 |
|  | Nikon Corp. | 96000 | 1119617 |
|  | Nippi, Inc. | 1599 | 130647 |
|  | Nippn Corp. | 40900 | 581477 |
|  | Nippon Air Conditioning Services Co. Ltd. | 16100 | 136888 |
|  | Nippon Aqua Co. Ltd. | 9500 | 57566 |
|  # | Nippon Beet Sugar Manufacturing Co. Ltd. | 9200 | 178321 |
|  | Nippon Carbide Industries Co., Inc. | 9100 | 125268 |
|  # | Nippon Carbon Co. Ltd. | 8754 | 246188 |
|  | Nippon Care Supply Co. Ltd. | 100 | 1573 |
|  | Nippon Chemical Industrial Co. Ltd. | 6100 | 110719 |
|  \* | Nippon Chemi-Con Corp. | 23818 | 240356 |
|  #\* | Nippon Coke & Engineering Co. Ltd. | 87400 | 53760 |
|  # | Nippon Concrete Industries Co. Ltd. | 32900 | 68873 |
|  | Nippon Denko Co. Ltd. | 95873 | 209259 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  JAPAN — (Continued) | JAPAN — (Continued) |  |  |
|  | Nippon Densetsu Kogyo Co. Ltd. | 20000 | $373116 |
|  | Nippon Dry-Chemical Co. Ltd. | 5400 | 295043 |
|  | Nippon Electric Glass Co. Ltd. | 38500 | 1296173 |
|  | Nippon Express Holdings, Inc. | 108000 | 2297730 |
|  # | Nippon Fine Chemical Co. Ltd. | 9700 | 156270 |
|  | Nippon Gas Co. Ltd. | 68400 | 1309418 |
|  | Nippon Hume Corp. | 16100 | 324564 |
|  | Nippon Kayaku Co. Ltd. | 59900 | 547750 |
|  | Nippon Kodoshi Corp. | 4200 | 74121 |
|  | Nippon Light Metal Holdings Co. Ltd. | 62130 | 904754 |
|  | Nippon Paint Holdings Co. Ltd. | 62700 | 398836 |
|  | Nippon Paper Industries Co. Ltd. | 91219 | 682454 |
|  | Nippon Parking Development Co. Ltd. | 127800 | 223946 |
|  | Nippon Rietec Co. Ltd. | 11303 | 150829 |
|  | Nippon Sanso Holdings Corp. | 44100 | 1464641 |
|  | Nippon Seiki Co. Ltd. | 46100 | 532709 |
|  | Nippon Seisen Co. Ltd. | 11000 | 78926 |
|  \* | Nippon Sheet Glass Co. Ltd. | 127900 | 478521 |
|  | Nippon Shinyaku Co. Ltd. | 19400 | 405917 |
|  | Nippon Shokubai Co. Ltd. | 42000 | 486626 |
|  | Nippon Signal Co. Ltd. | 28976 | 236929 |
|  | Nippon Soda Co. Ltd. | 32400 | 718273 |
|  | Nippon Steel Corp. | 633750 | 2612335 |
|  | Nippon Television Holdings, Inc. | 1200 | 29115 |
|  | Nippon Thompson Co. Ltd. | 45500 | 197023 |
|  | Nippon Yakin Kogyo Co. Ltd. | 19100 | 529200 |
|  | Nippon Yusen KK | 55663 | 1922229 |
|  | Nipro Corp. | 112700 | 1100104 |
|  | Nishikawa Rubber Co. Ltd. | 20400 | 375466 |
|  | Nishimatsuya Chain Co. Ltd. | 7100 | 94998 |

---

------

##### [**Table of Contents**](#toc)
**INTERNATIONAL VECTOR EQUITY PORTFOLIO** 

**CONTINUED** 

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  JAPAN — (Continued) | JAPAN — (Continued) |  |  |
|  | Nishi-Nippon Financial Holdings, Inc. | 81600 | $1394403 |
|  | Nishio Holdings Co. Ltd. | 23216 | 660465 |
|  | Nissan Chemical Corp. | 42600 | 1439269 |
|  # | Nissan Shatai Co. Ltd. | 46799 | 311581 |
|  | Nissan Tokyo Sales Holdings Co. Ltd. | 48200 | 157087 |
|  | Nissei ASB Machine Co. Ltd. | 6200 | 274620 |
|  # | Nissei Plastic Industrial Co. Ltd. | 5700 | 31411 |
|  | Nissha Co. Ltd. | 32400 | 281494 |
|  | Nisshin Group Holdings Co. Ltd. | 28100 | 109741 |
|  | Nisshin Oillio Group Ltd. | 23200 | 766555 |
|  | Nisshin Seifun Group, Inc. | 21300 | 240807 |
|  | Nisshinbo Holdings, Inc. | 68808 | 543775 |
|  | Nisso Holdings Co. Ltd. | 10600 | 44223 |
|  | Nissui Corp. | 226400 | 1577332 |
|  | Niterra Co. Ltd. | 69100 | 2834695 |
|  | Nitta Corp. | 16604 | 435233 |
|  | Nitta Gelatin, Inc. | 16200 | 104075 |
|  | NITTAN Corp. | 8300 | 35848 |
|  | Nittetsu Mining Co. Ltd. | 57000 | 624315 |
|  | Nitto Denko Corp. | 132400 | 3297402 |
|  | Nitto Fuji Flour Milling Co. Ltd. | 2600 | 117150 |
|  | Nitto Kogyo Corp. | 25500 | 610657 |
|  | Nitto Kohki Co. Ltd. | 3700 | 41088 |
|  | Nitto Seiko Co. Ltd. | 24300 | 108507 |
|  | Nittoc Construction Co. Ltd. | 27600 | 219200 |
|  # | Nittoku Co. Ltd. | 9400 | 148525 |
|  | Noevir Holdings Co. Ltd. | 1685 | 47819 |
|  | NOF Corp. | 16000 | 284713 |
|  | Nohmi Bosai Ltd. | 2700 | 66387 |
|  # | Nojima Corp. | 186900 | 1380037 |
|  | NOK Corp. | 45500 | 807922 |
|  | Nomura Holdings, Inc. (8604 JP) | 120000 | 856332 |
|  | Nomura Holdings, Inc. (NMR US), Sponsored ADR | 8048 | 57302 |
|  | Nomura Micro Science Co. Ltd. | 900 | 22928 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  JAPAN — (Continued) | JAPAN — (Continued) |  |  |
|  | Nomura Real Estate Holdings, Inc. | 157500 | $899462 |
|  | Nomura Research Institute Ltd. | 82500 | 3185577 |
|  | Noritake Co. Ltd. | 18800 | 588878 |
|  | Noritsu Koki Co. Ltd. | 48600 | 527556 |
|  | Noritz Corp. | 30238 | 392626 |
|  | North Pacific Bank Ltd. | 127900 | 598999 |
|  | NPR-RIKEN Corp. | 25424 | 514788 |
|  # | NS Solutions Corp. | 10400 | 262047 |
|  # | NS Tool Co. Ltd. | 10600 | 52628 |
|  | NS United Kaiun Kaisha Ltd. | 14200 | 507667 |
|  | NSD Co. Ltd. | 28480 | 608493 |
|  | NSK Ltd. | 82093 | 413667 |
|  | NSW, Inc. | 8700 | 140155 |
|  | NTN Corp. | 469231 | 1047583 |
|  | Oat Agrio Co. Ltd. | 4300 | 61130 |
|  | Obara Group, Inc. | 8100 | 220217 |
|  | Obayashi Corp. | 35600 | 602261 |
|  | Odawara Engineering Co. Ltd. | 2100 | 35158 |
|  # | Oenon Holdings, Inc. | 42300 | 141526 |
|  | Ogaki Kyoritsu Bank Ltd. | 24000 | 574515 |
|  # | Ohara, Inc. | 2700 | 19919 |
|  # | Ohashi Technica, Inc. | 9700 | 128724 |
|  | Ohki Healthcare Holdings Co. Ltd. | 1200 | 10935 |
|  | Ohmoto Gumi Co. Ltd. | 4200 | 39281 |
|  | Ohsho Food Service Corp. | 3000 | 65571 |
|  | OIE Sangyo Co. Ltd. | 4100 | 57902 |
|  | Oiles Corp. | 19216 | 281478 |
|  | Oita Bank Ltd. | 10200 | 336655 |
|  | Oji Holdings Corp. | 238900 | 1205342 |
|  | Okabe Co. Ltd. | 32741 | 194815 |
|  # | Okada Aiyon Corp. | 2400 | 31815 |
|  | Okamoto Industries, Inc. | 7100 | 232352 |
|  | Okamoto Machine Tool Works Ltd. | 5237 | 162866 |
|  | Okamura Corp. | 35100 | 513478 |
|  | Okasan Securities Group, Inc. | 66400 | 297571 |
|  | Oki Electric Industry Co. Ltd. | 133558 | 1595664 |
|  | Okinawa Cellular Telephone Co. | 32400 | 540129 |
|  | Okinawa Financial Group, Inc. | 16100 | 401239 |
|  | OKUMA Corp. | 35000 | 779196 |

---

------

##### [**Table of Contents**](#toc)
**INTERNATIONAL VECTOR EQUITY PORTFOLIO** 

**CONTINUED** 

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  JAPAN — (Continued) | JAPAN — (Continued) |  |  |
|  | Okumura Corp. | 18900 | $599136 |
|  # | Okura Industrial Co. Ltd. | 9000 | 289838 |
|  | Okuwa Co. Ltd. | 25200 | 135905 |
|  | Olympus Corp. | 123000 | 1513756 |
|  | Omron Corp. | 8700 | 242597 |
|  | Onamba Co. Ltd. | 400 | 3473 |
|  | One Career, Inc. | 3600 | 59354 |
|  | Ono Pharmaceutical Co. Ltd. | 4200 | 51254 |
|  # | Onoken Co. Ltd. | 14500 | 129453 |
|  | Onward Holdings Co. Ltd. | 144800 | 607687 |
|  # | Ootoya Holdings Co. Ltd. | 2100 | 76798 |
|  | Open House Group Co. Ltd. | 27500 | 1323381 |
|  | Optex Group Co. Ltd. | 24600 | 371363 |
|  # | Optimus Group Co. Ltd. | 8300 | 18066 |
|  | Optorun Co. Ltd. | 2100 | 23122 |
|  | Oracle Corp. Japan | 8400 | 774395 |
|  | Organo Corp. | 10100 | 866774 |
|  | Orient Corp. | 16384 | 102397 |
|  | Oriental Shiraishi Corp. | 105700 | 291103 |
|  | ORIX Corp. (8591 JP) | 108300 | 2649238 |
|  # | Osaka Organic Chemical Industry Ltd. | 9200 | 228378 |
|  # | Osaka Steel Co. Ltd. | 10300 | 173260 |
|  | Osaki Electric Co. Ltd. | 33900 | 274736 |
|  | OSG Corp. | 45400 | 658222 |
|  | Otsuka Corp. | 22600 | 446803 |
|  | Otsuka Holdings Co. Ltd. | 20400 | 1110249 |
|  | OUG Holdings, Inc. | 3500 | 87795 |
|  | Oval Corp. | 8600 | 36649 |
|  | Oyo Corp. | 16600 | 309776 |
|  # | Ozu Corp. | 3900 | 43164 |
|  | Pacific Industrial Co. Ltd. | 44600 | 889441 |
|  # | Pacific Metals Co. Ltd. | 17355 | 230522 |
|  | Pack Corp. | 35200 | 274269 |
|  | PAL GROUP Holdings Co. Ltd. | 79200 | 1019099 |
|  | PALTAC Corp. | 11650 | 343587 |
|  | Pan Pacific International Holdings Corp. | 443000 | 2635233 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  JAPAN — (Continued) | JAPAN — (Continued) |  |  |
|  | Panasonic Holdings Corp. | 207181 | $2407283 |
|  | Paramount Bed Holdings Co. Ltd. | 25286 | 579070 |
|  # | Park24 Co. Ltd. | 44000 | 514214 |
|  | Parker Corp. | 10200 | 74067 |
|  | Pasona Group, Inc. | 17700 | 218871 |
|  | Pegasus Co. Ltd. | 23800 | 127160 |
|  | Penta-Ocean Construction Co. Ltd. | 157800 | 1444658 |
|  | People Dreams & Technologies Group Co. Ltd. | 7000 | 72817 |
|  \* | PeptiDream, Inc. | 6100 | 61763 |
|  | Persol Holdings Co. Ltd. | 614500 | 1019373 |
|  # | Pharma Foods International Co. Ltd. | 4600 | 23736 |
|  | PHC Holdings Corp. | 22400 | 146421 |
|  \* | PIA Corp. | 2900 | 56516 |
|  | Pickles Holdings Co. Ltd. | 4700 | 33508 |
|  # | Pigeon Corp. | 8400 | 95017 |
|  | PILLAR Corp. | 21300 | 670768 |
|  | Pilot Corp. | 17100 | 516352 |
|  # | Piolax, Inc. | 19113 | 212965 |
|  # | Plus Alpha Consulting Co. Ltd. | 12200 | 187028 |
|  # | Pole To Win Holdings, Inc. | 9800 | 21002 |
|  # | Port, Inc. | 3400 | 43169 |
|  | Premium Group Co. Ltd. | 27600 | 353328 |
|  | Premium Water Holdings, Inc. | 2000 | 42972 |
|  # | Press Kogyo Co. Ltd. | 97100 | 411521 |
|  | Prestige International, Inc. | 56900 | 244356 |
|  | Prima Meat Packers Ltd. | 27300 | 438546 |
|  | Procrea Holdings, Inc. | 7034 | 78989 |
|  # | Pronexus, Inc. | 6000 | 42534 |
|  # | Pro-Ship, Inc. | 10200 | 98707 |
|  | PS Construction Co. Ltd. | 25700 | 301416 |
|  | QB Net Holdings Co. Ltd. | 21008 | 184920 |
|  # | Qol Holdings Co. Ltd. | 27800 | 350511 |
|  | Quick Co. Ltd. | 6500 | 99115 |
|  | Raito Kogyo Co. Ltd. | 26400 | 552495 |
|  | Raiznext Corp. | 22600 | 280795 |

---

------

##### [**Table of Contents**](#toc)
**INTERNATIONAL VECTOR EQUITY PORTFOLIO** 

**CONTINUED** 

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  JAPAN — (Continued) | JAPAN — (Continued) |  |  |
|  | Raksul, Inc. | 22000 | $151044 |
|  # | Rakumachi, Inc. | 2200 | 16946 |
|  | Rakus Co. Ltd. | 53400 | 431088 |
|  \* | Rakuten Bank Ltd. | 8600 | 472031 |
|  \* | Rakuten Group, Inc. | 3300 | 21589 |
|  | Rasa Corp. | 7200 | 77101 |
|  | Rasa Industries Ltd. | 12500 | 407268 |
|  | Recruit Holdings Co. Ltd. | 69900 | 3466197 |
|  | Relo Group, Inc. | 34200 | 368158 |
|  # | Renaissance, Inc. | 7800 | 53163 |
|  | Renesas Electronics Corp. | 58500 | 722450 |
|  | Rengo Co. Ltd. | 138100 | 841088 |
|  #\* | RENOVA, Inc. | 42200 | 226106 |
|  | Resona Holdings, Inc. | 210889 | 2033201 |
|  | Resonac Holdings Corp. | 85317 | 3323926 |
|  | Resorttrust, Inc. | 55800 | 657558 |
|  | Restar Corp. | 15600 | 260984 |
|  | Retail Partners Co. Ltd. | 4500 | 37593 |
|  | Rheon Automatic Machinery Co. Ltd. | 16600 | 155691 |
|  | Rhythm Co. Ltd. | 4800 | 104400 |
|  | Ricoh Co. Ltd. | 174700 | 1498713 |
|  | Ricoh Leasing Co. Ltd. | 17300 | 635344 |
|  # | Ride On Express Holdings Co. Ltd. | 3200 | 20761 |
|  | Riken Keiki Co. Ltd. | 4799 | 109302 |
|  | Riken Technos Corp. | 39800 | 360759 |
|  | Riken Vitamin Co. Ltd. | 19000 | 344928 |
|  | Rinnai Corp. | 15300 | 346785 |
|  | Rion Co. Ltd. | 7300 | 118320 |
|  | Riso Kagaku Corp. | 2716 | 20588 |
|  | Rix Corp. | 1400 | 33817 |
|  # | Rock Field Co. Ltd. | 5500 | 50619 |
|  # | Rohm Co. Ltd. | 17200 | 275435 |
|  | Rohto Pharmaceutical Co. Ltd. | 14200 | 220243 |
|  # | Rokko Butter Co. Ltd. | 9141 | 69595 |
|  | Roland Corp. | 2400 | 50843 |
|  | Rorze Corp. | 76000 | 1058330 |
|  | Round One Corp. | 111300 | 799157 |
|  | Royal Holdings Co. Ltd. | 18800 | 312223 |
|  | Ryobi Ltd. | 24700 | 440943 |
|  | RYODEN Corp. | 11500 | 238254 |
|  | Ryohin Keikaku Co. Ltd. | 189600 | 3899951 |
|  | Ryoyo Ryosan Holdings, Inc. | 12224 | 235546 |
|  | S Foods, Inc. | 16600 | 269421 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  JAPAN — (Continued) | JAPAN — (Continued) |  |  |
|  | S&B Foods, Inc. | 12800 | $276556 |
|  # | Sac's Bar Holdings, Inc. | 14176 | 72013 |
|  | Saizeriya Co. Ltd. | 5700 | 186379 |
|  | Sakai Chemical Industry Co. Ltd. | 12700 | 234340 |
|  | Sakai Heavy Industries Ltd. | 6000 | 79883 |
|  | Sakai Moving Service Co. Ltd. | 16500 | 301665 |
|  | Sakata INX Corp. | 44600 | 658375 |
|  | Sakata Seed Corp. | 7500 | 192174 |
|  | Sala Corp. | 50200 | 342048 |
|  # | Samco, Inc. | 1600 | 42931 |
|  | San Holdings, Inc. | 18800 | 183189 |
|  | San ju San Financial Group, Inc. | 6560 | 155155 |
|  | San-A Co. Ltd. | 19000 | 330499 |
|  | San-Ai Obbli Co. Ltd. | 56500 | 748337 |
|  | Sangetsu Corp. | 31100 | 608125 |
|  | San-In Godo Bank Ltd. | 80177 | 704970 |
|  \* | Sanken Electric Co. Ltd. | 11300 | 543120 |
|  | Sanki Engineering Co. Ltd. | 39400 | 1354021 |
|  | Sanko Gosei Ltd. | 42101 | 229816 |
|  | Sanko Metal Industrial Co. Ltd. | 16500 | 145275 |
|  | Sankyo Co. Ltd. | 94500 | 1639325 |
|  | Sankyo Frontier Co. Ltd. | 5500 | 71572 |
|  | Sankyo Seiko Co. Ltd. | 29700 | 129824 |
|  | Sankyu, Inc. | 33500 | 1710514 |
|  | Sanoh Industrial Co. Ltd. | 45500 | 270692 |
|  | Sanrio Co. Ltd. | 31900 | 1476280 |
|  | Sansei Technologies, Inc. | 9200 | 135140 |
|  | Sansha Electric Manufacturing Co. Ltd. | 2100 | 12308 |
|  | Sanshin Electronics Co. Ltd. | 9400 | 178214 |
|  | Santec Holdings Corp. | 4100 | 242053 |
|  | Santen Pharmaceutical Co. Ltd. | 35800 | 350760 |
|  | Sanwa Holdings Corp. | 112300 | 3062613 |
|  | Sanyo Chemical Industries Ltd. | 8608 | 234214 |

---

------

##### [**Table of Contents**](#toc)
**INTERNATIONAL VECTOR EQUITY PORTFOLIO** 

**CONTINUED** 

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  JAPAN — (Continued) | JAPAN — (Continued) |  |  |
|  | Sanyo Denki Co. Ltd. | 24000 | $613704 |
|  | Sanyo Industries Ltd. | 400 | 11881 |
|  | Sanyo Shokai Ltd. | 9337 | 192634 |
|  | Sanyo Trading Co. Ltd. | 23300 | 239836 |
|  | Sapporo Holdings Ltd. | 13300 | 639151 |
|  | Sato Corp. | 22600 | 320774 |
|  | Sato Foods Co. Ltd. | 800 | 40519 |
|  | Sato Shoji Corp. | 9500 | 132558 |
|  # | Satori Electric Co. Ltd. | 5800 | 72167 |
|  | Sawai Group Holdings Co. Ltd. | 26083 | 311490 |
|  | SAXA, Inc. | 1900 | 66312 |
|  | SBI Holdings, Inc. | 41051 | 1834447 |
|  # | SBS Holdings, Inc. | 17900 | 393652 |
|  # | SCREEN Holdings Co. Ltd. | 17800 | 1687399 |
|  | Scroll Corp. | 40400 | 287153 |
|  | SCSK Corp. | 38265 | 1406109 |
|  | SEC Carbon Ltd. | 5800 | 80294 |
|  | Secom Co. Ltd. | 7110 | 240352 |
|  | Seed Co. Ltd. | 18600 | 68538 |
|  | Sega Sammy Holdings, Inc. | 8100 | 149880 |
|  | Seibu Giken Co. Ltd. | 2200 | 24281 |
|  | Seibu Holdings, Inc. | 56900 | 1999923 |
|  | Seika Corp. | 21000 | 313097 |
|  | Seikagaku Corp. | 29600 | 126100 |
|  # | Seikitokyu Kogyo Co. Ltd. | 10700 | 102943 |
|  | Seiko Epson Corp. | 62900 | 796981 |
|  | Seiko Group Corp. | 23236 | 1067086 |
|  | Seino Holdings Co. Ltd. | 30000 | 423959 |
|  | Seiren Co. Ltd. | 20900 | 427996 |
|  | Sekisui Chemical Co. Ltd. | 42500 | 736282 |
|  | Sekisui House Ltd. | 39140 | 839759 |
|  | Sekisui Jushi Corp. | 20386 | 272587 |
|  | SEMITEC Corp. | 7200 | 110607 |
|  | Senko Group Holdings Co. Ltd. | 99500 | 1298690 |
|  # | Senshu Electric Co. Ltd. | 12500 | 366142 |
|  | Senshu Ikeda Holdings, Inc. | 133600 | 576663 |
|  | Seria Co. Ltd. | 15200 | 289437 |
|  | Seven & i Holdings Co. Ltd. | 476800 | 6064798 |
|  | Seven Bank Ltd. | 230000 | 422511 |
|  # | SFP Holdings Co. Ltd. | 4100 | 53738 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  JAPAN — (Continued) | JAPAN — (Continued) |  |  |
|  | SG Holdings Co. Ltd. | 107600 | $988909 |
|  | Sharingtechnology, Inc. | 12100 | 73282 |
|  \* | Sharp Corp. | 8433 | 46813 |
|  | Shibaura Machine Co. Ltd. | 21200 | 588704 |
|  | Shibaura Mechatronics Corp. | 14100 | 1660822 |
|  | Shibusawa Logistics Corp. | 30100 | 216080 |
|  | Shibuya Corp. | 15400 | 341653 |
|  \* | SHIFT, Inc. | 58500 | 403245 |
|  | Shiga Bank Ltd. | 20467 | 826733 |
|  | Shikibo Ltd. | 11002 | 71605 |
|  | Shikoku Bank Ltd. | 31901 | 301066 |
|  | Shikoku Kasei Holdings Corp. | 29400 | 523364 |
|  # | Shima Seiki Manufacturing Ltd. | 16300 | 104838 |
|  | Shimadaya Corp. | 7100 | 81202 |
|  | Shimadzu Corp. | 10800 | 290363 |
|  | Shimamura Co. Ltd. | 3800 | 244985 |
|  | Shimizu Corp. | 38900 | 522161 |
|  | Shimojima Co. Ltd. | 3100 | 25945 |
|  | Shin Nippon Air Technologies Co. Ltd. | 19600 | 391407 |
|  | Shin Nippon Biomedical Laboratories Ltd. | 7100 | 67157 |
|  | Shinagawa Refra Co. Ltd. | 35900 | 430277 |
|  | Shindengen Electric Manufacturing Co. Ltd. | 3300 | 74942 |
|  | Shin-Etsu Chemical Co. Ltd. | 59800 | 1797524 |
|  | Shin-Etsu Polymer Co. Ltd. | 30100 | 376942 |
|  | Shinko Shoji Co. Ltd. | 30300 | 200092 |
|  | Shinmaywa Industries Ltd. | 50000 | 650249 |
|  | Shinnihon Corp. | 26100 | 299973 |
|  # | Shinobu Foods Products Co. Ltd. | 7000 | 67008 |
|  | Shinsho Corp. | 14400 | 216971 |
|  | Shinwa Co. Ltd. (3447 JP) | 12600 | 67882 |
|  | Shinwa Co. Ltd. (7607 JP) | 7600 | 151457 |
|  | Shionogi & Co. Ltd. | 28900 | 484728 |
|  | Ship Healthcare Holdings, Inc. | 36700 | 549011 |

---

------

##### [**Table of Contents**](#toc)
**INTERNATIONAL VECTOR EQUITY PORTFOLIO** 

**CONTINUED** 

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  JAPAN — (Continued) | JAPAN — (Continued) |  |  |
|  | Shirai Electronics Industrial Co. Ltd. | 10200 | $44084 |
|  | Shizuoka Financial Group, Inc. | 83400 | 1123199 |
|  | Shizuoka Gas Co. Ltd. | 42600 | 311514 |
|  | Shoei Co. Ltd. | 26000 | 276176 |
|  # | Shoei Foods Corp. | 3300 | 84356 |
|  | Showa Sangyo Co. Ltd. | 22109 | 422028 |
|  | SIGMAXYZ Holdings, Inc. | 43600 | 247249 |
|  | Siix Corp. | 37200 | 333634 |
|  \* | Simplex Holdings, Inc. | 9100 | 253741 |
|  # | Sinanen Holdings Co. Ltd. | 7300 | 292334 |
|  | Sinfonia Technology Co. Ltd. | 26300 | 1810151 |
|  | Sinko Industries Ltd. | 24900 | 208033 |
|  | Sintokogio Ltd. | 24000 | 160725 |
|  | SK Kaken Co. Ltd. | 3900 | 229435 |
|  # | SK-Electronics Co. Ltd. | 10000 | 192987 |
|  | SKY Perfect JSAT Holdings, Inc. | 128700 | 1266404 |
|  | Skylark Holdings Co. Ltd. | 86000 | 1555525 |
|  | Skymark Airlines, Inc. | 8500 | 24738 |
|  # | Smaregi, Inc. | 3100 | 57164 |
|  | SMS Co. Ltd. | 14400 | 124115 |
|  | Soda Nikka Co. Ltd. | 17600 | 113974 |
|  | Sodick Co. Ltd. | 41700 | 263666 |
|  | Soft99 Corp. | 7600 | 193898 |
|  | SoftBank Corp. | 2895000 | 4113789 |
|  | SoftBank Group Corp. | 134400 | 23582969 |
|  | Softcreate Holdings Corp. | 7400 | 102370 |
|  | Software Service, Inc. | 2500 | 222235 |
|  | Sojitz Corp. | 102540 | 2720432 |
|  | Soken Chemical & Engineering Co. Ltd. | 21900 | 338675 |
|  | Solasto Corp. | 19499 | 63717 |
|  # | Soliton Systems KK | 5800 | 64485 |
|  | Sompo Holdings, Inc. | 74650 | 2274993 |
|  \* | Sony Financial Group, Inc. | 835000 | 841989 |
|  \* | Sony Financial Group, Inc., ADR | 31527 | 156689 |
|  | Sony Group Corp. (6758 JP) | 835000 | 23254399 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  JAPAN — (Continued) | JAPAN — (Continued) |  |  |
|  # | Sony Group Corp. (SONY US), Sponsored ADR | 130424 | $3637525 |
|  # | Space Co. Ltd. | 14200 | 125862 |
|  | Sparx Group Co. Ltd. | 13779 | 138993 |
|  | SPK Corp. | 8364 | 121319 |
|  | Square Enix Holdings Co. Ltd. | 1500 | 29017 |
|  | SRA Holdings | 7200 | 233282 |
|  | SRS Holdings Co. Ltd. | 9100 | 67666 |
|  | ST Corp. | 7000 | 71205 |
|  | ST HD Co. Ltd. | 15460 | 260876 |
|  | St. Care Holding Corp. | 13500 | 72614 |
|  | Stanley Electric Co. Ltd. | 67000 | 1316028 |
|  | Star Mica Holdings Co. Ltd. | 23400 | 172697 |
|  | Star Micronics Co. Ltd. | 20800 | 224163 |
|  | Startia Holdings, Inc. | 4900 | 87694 |
|  | Starts Corp., Inc. | 22400 | 695830 |
|  | Starzen Co. Ltd. | 42500 | 319787 |
|  | Stella Chemifa Corp. | 4700 | 124759 |
|  # | Step Co. Ltd. | 7500 | 118016 |
|  | STI Foods Holdings, Inc. | 4500 | 37467 |
|  | Strike Co. Ltd. | 5400 | 133031 |
|  # | Studio Alice Co. Ltd. | 5400 | 71147 |
|  | Subaru Corp. | 230800 | 4909836 |
|  # | Subaru Enterprise Co. Ltd. | 7900 | 168301 |
|  | Sugi Holdings Co. Ltd. | 29418 | 635479 |
|  # | Sugimoto & Co. Ltd. | 15000 | 175668 |
|  | SUMCO Corp. | 139300 | 1419581 |
|  | Sumida Corp. | 43913 | 319076 |
|  | Suminoe Co. Ltd. | 2700 | 21180 |
|  # | Sumiseki Holdings, Inc. | 20900 | 75641 |
|  | Sumitomo Bakelite Co. Ltd. | 26100 | 868138 |
|  | Sumitomo Chemical Co. Ltd. | 358300 | 1053876 |
|  | Sumitomo Corp. | 90000 | 2618185 |
|  | Sumitomo Densetsu Co. Ltd. | 9152 | 575929 |
|  | Sumitomo Electric Industries Ltd. | 221583 | 8078341 |
|  # | Sumitomo Forestry Co. Ltd. | 179100 | 1863136 |
|  | Sumitomo Heavy Industries Ltd. | 43600 | 1165714 |

---

------

##### [**Table of Contents**](#toc)
**INTERNATIONAL VECTOR EQUITY PORTFOLIO** 

**CONTINUED** 

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  JAPAN — (Continued) | JAPAN — (Continued) |  |  |
|  | Sumitomo Metal Mining Co. Ltd. | 35100 | $1148207 |
|  | Sumitomo Mitsui Financial Group, Inc. (8316 JP) | 296823 | 8036124 |
|  | Sumitomo Mitsui Trust Group, Inc. | 88700 | 2436283 |
|  | Sumitomo Osaka Cement Co. Ltd. | 33100 | 826844 |
|  | Sumitomo Realty & Development Co. Ltd. | 62700 | 2677101 |
|  | Sumitomo Riko Co. Ltd. | 32788 | 554861 |
|  | Sumitomo Rubber Industries Ltd. | 98153 | 1149508 |
|  # | Sumitomo Seika Chemicals Co. Ltd. | 9100 | 281871 |
|  | Sumitomo Warehouse Co. Ltd. | 41300 | 871093 |
|  | Sun Frontier Fudousan Co. Ltd. | 52700 | 780682 |
|  # | Suncall Corp. | 35500 | 232568 |
|  | Sundrug Co. Ltd. | 14000 | 377863 |
|  # | Suntory Beverage & Food Ltd. | 2300 | 69620 |
|  # | Sun-Wa Technos Corp. | 11800 | 204942 |
|  | Suruga Bank Ltd. | 117700 | 1178190 |
|  | Suzuken Co. Ltd. | 20346 | 772671 |
|  | Suzuki Co. Ltd. | 14700 | 205430 |
|  | Suzuki Motor Corp. | 168300 | 2512529 |
|  | SWCC Corp. | 28700 | 1394413 |
|  | System Research Co. Ltd. | 4500 | 59307 |
|  | System Support Holdings, Inc. | 2400 | 47334 |
|  # | Systems Engineering Consultants Co. Ltd. | 1800 | 30146 |
|  | Systena Corp. | 124000 | 426729 |
|  | Syuppin Co. Ltd. | 15300 | 126161 |
|  | T Hasegawa Co. Ltd. | 15200 | 266312 |
|  | T RAD Co. Ltd. | 6300 | 285027 |
|  | T&D Holdings, Inc. | 34500 | 740905 |
|  # | Tachibana Eletech Co. Ltd. | 16820 | 308983 |
|  # | Tachikawa Corp. | 10900 | 133723 |
|  | Tachi-S Co. Ltd. | 29100 | 368874 |
|  | Tadano Ltd. | 79300 | 550757 |
|  | Taihei Dengyo Kaisha Ltd. | 25900 | 363159 |
|  | Taiheiyo Cement Corp. | 55188 | 1497347 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  JAPAN — (Continued) | JAPAN — (Continued) |  |  |
|  | Taiho Kogyo Co. Ltd. | 14500 | $64327 |
|  | Taikisha Ltd. | 16200 | 320726 |
|  | Taisei Corp. | 6800 | 494777 |
|  | Taisei Oncho Co. Ltd. | 400 | 10844 |
|  | Taiyo Holdings Co. Ltd. | 21804 | 1166370 |
|  | Taiyo Yuden Co. Ltd. | 38900 | 1104830 |
|  | Takamatsu Construction Group Co. Ltd. | 11400 | 250202 |
|  | Takamiya Co. Ltd. | 10200 | 27486 |
|  | Takaoka Toko Co. Ltd. | 9464 | 210768 |
|  | Takara & Co. Ltd. | 8500 | 224242 |
|  # | Takara Bio, Inc. | 57000 | 340865 |
|  | Takara Holdings, Inc. | 24700 | 251575 |
|  | Takara Standard Co. Ltd. | 18900 | 305261 |
|  | Takasago International Corp. | 44500 | 434900 |
|  | Takasago Thermal Engineering Co. Ltd. | 12000 | 356090 |
|  # | Takashima & Co. Ltd. | 26000 | 138160 |
|  | Takashimaya Co. Ltd. | 189200 | 2023750 |
|  | Take & Give Needs Co. Ltd. | 10200 | 54427 |
|  # | TAKEBISHI Corp. | 6900 | 91481 |
|  | Takeda Pharmaceutical Co. Ltd. (4502 JP) | 98852 | 2667768 |
|  | Takeuchi Manufacturing Co. Ltd. | 20700 | 853411 |
|  # | Taki Chemical Co. Ltd. | 2500 | 58481 |
|  | Takuma Co. Ltd. | 1100 | 16871 |
|  # | Tama Home Co. Ltd. | 10100 | 236672 |
|  | Tamron Co. Ltd. | 115200 | 818099 |
|  | Tamura Corp. | 69000 | 236480 |
|  | Tanabe Engineering Corp. | 3100 | 47520 |
|  | Tanseisha Co. Ltd. | 26250 | 226465 |
|  | Taoka Chemical Co. Ltd. | 4200 | 33305 |
|  # | Tayca Corp. | 11200 | 95449 |
|  # | Tazmo Co. Ltd. | 7000 | 107816 |
|  | TBS Holdings, Inc. | 14600 | 504103 |
|  | TDC Soft, Inc. | 11100 | 97036 |
|  | TDK Corp. (6762 JP) | 252500 | 4411731 |
|  | TechMatrix Corp. | 20800 | 294171 |
|  | Techno Medica Co. Ltd. | 3100 | 37751 |
|  | Techno Ryowa Ltd. | 7000 | 256946 |

---

------

##### [**Table of Contents**](#toc)
**INTERNATIONAL VECTOR EQUITY PORTFOLIO** 

**CONTINUED** 

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  JAPAN — (Continued) | JAPAN — (Continued) |  |  |
|  | Techno Smart Corp. | 8600 | $116049 |
|  | Teijin Ltd. | 26736 | 233901 |
|  # | Teikoku Sen-I Co. Ltd. | 9600 | 213643 |
|  | Teikoku Tsushin Kogyo Co. Ltd. | 5200 | 83331 |
|  | Tekken Corp. | 9300 | 222147 |
|  # | Temairazu, Inc. | 800 | 16683 |
|  | Tera Probe, Inc. | 6800 | 257965 |
|  | Terasaki Electric Co. Ltd. | 2300 | 71949 |
|  # | Tess Holdings Co. Ltd. | 40300 | 90976 |
|  | THK Co. Ltd. | 11400 | 303554 |
|  | Tigers Polymer Corp. | 10100 | 63367 |
|  | TIS, Inc. | 57900 | 1994703 |
|  | TKC Corp. | 4500 | 117740 |
|  | Toa Corp. (1885 JP) | 82300 | 1260593 |
|  | Toa Corp. (6809 JP) | 17300 | 141731 |
|  | TOA ROAD Corp. | 44000 | 443113 |
|  | Toagosei Co. Ltd. | 65600 | 650742 |
|  | TOBISHIMA HOLDINGS, Inc. | 17373 | 237271 |
|  | TOC Co. Ltd. | 32400 | 171171 |
|  | Tocalo Co. Ltd. | 51600 | 756242 |
|  | Tochigi Bank Ltd. | 35400 | 126209 |
|  | Toda Corp. | 132200 | 890599 |
|  | Toei Animation Co. Ltd. | 3000 | 56226 |
|  | Toenec Corp. | 54600 | 592565 |
|  | Togami Electric Manufacturing Co. Ltd. | 700 | 19179 |
|  | Toho Bank Ltd. | 71700 | 212191 |
|  | Toho Co. Ltd. (8142 JP) | 12600 | 270950 |
|  | Toho Co. Ltd. (9602 JP) | 2100 | 123095 |
|  | Toho Holdings Co. Ltd. | 18900 | 606101 |
|  # | Toho Titanium Co. Ltd. | 29600 | 303374 |
|  \* | Toho Zinc Co. Ltd. | 19957 | 87003 |
|  # | Tohokushinsha Film Corp. | 35700 | 139773 |
|  | Tokai Carbon Co. Ltd. | 134702 | 902343 |
|  | Tokai Corp. | 15867 | 219807 |
|  | TOKAI Holdings Corp. | 58000 | 383985 |
|  | Tokai Rika Co. Ltd. | 32300 | 580250 |
|  | Tokai Tokyo Financial Holdings, Inc. | 118052 | 437426 |
|  | Token Corp. | 2120 | 194483 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  JAPAN — (Continued) | JAPAN — (Continued) |  |  |
|  | Tokio Marine Holdings, Inc. (8766 JP) | 116048 | $4327798 |
|  | Tokushu Tokai Paper Co. Ltd. | 16123 | 155132 |
|  | Tokuyama Corp. | 42425 | 1053263 |
|  | Tokyo Century Corp. | 144000 | 1699466 |
|  # | Tokyo Electron Device Ltd. | 15900 | 310655 |
|  # | Tokyo Energy & Systems, Inc. | 16900 | 194812 |
|  | Tokyo Kiraboshi Financial Group, Inc. | 20499 | 976056 |
|  | Tokyo Ohka Kogyo Co. Ltd. | 3400 | 124078 |
|  | Tokyo Printing Ink Manufacturing Co. Ltd. | 1300 | 59324 |
|  | Tokyo Radiator Manufacturing Co. Ltd. | 3400 | 27532 |
|  | Tokyo Rope Manufacturing Co. Ltd. | 13000 | 121708 |
|  # | Tokyo Sangyo Co. Ltd. | 14000 | 84701 |
|  | Tokyo Seimitsu Co. Ltd. | 3400 | 233898 |
|  | Tokyo Steel Manufacturing Co. Ltd. | 36500 | 322064 |
|  | Tokyo Tatemono Co. Ltd. | 124700 | 2328178 |
|  # | Tokyo Tekko Co. Ltd. | 10700 | 391024 |
|  | Tokyotokeiba Co. Ltd. | 8647 | 310058 |
|  | Tokyu Construction Co. Ltd. | 49330 | 335507 |
|  | Tokyu Fudosan Holdings Corp. | 457982 | 3690733 |
|  | Toli Corp. | 42200 | 170721 |
|  | Tomen Devices Corp. | 2800 | 171080 |
|  # | Tomoe Corp. | 20300 | 238417 |
|  # | Tomoe Engineering Co. Ltd. | 20700 | 212830 |
|  | Tomoku Co. Ltd. | 12436 | 265609 |
|  | TOMONY Holdings, Inc. | 147800 | 654972 |
|  | Tomy Co. Ltd. | 61000 | 1254877 |
|  | TOPPAN Holdings, Inc. | 40700 | 995434 |
|  | Topre Corp. | 50301 | 729157 |
|  | Topy Industries Ltd. | 13800 | 254799 |

---

------

##### [**Table of Contents**](#toc)
**INTERNATIONAL VECTOR EQUITY PORTFOLIO** 

**CONTINUED** 

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  JAPAN — (Continued) | JAPAN — (Continued) |  |  |
|  | Toray Industries, Inc. | 175600 | $1075099 |
|  # | Torex Semiconductor Ltd. | 2300 | 23704 |
|  # | Toridoll Holdings Corp. | 15600 | 451843 |
|  | Torigoe Co. Ltd. | 15700 | 112674 |
|  | Torishima Pump Manufacturing Co. Ltd. | 16200 | 219655 |
|  | Tosei Corp. | 28900 | 614874 |
|  | Toshiba TEC Corp. | 15200 | 306802 |
|  | Tosho Co. Ltd. | 17000 | 86827 |
|  | Tosoh Corp. | 133600 | 1904808 |
|  | Totech Corp. | 10200 | 210622 |
|  | Totetsu Kogyo Co. Ltd. | 18966 | 520544 |
|  | TOTO Ltd. | 26299 | 667064 |
|  # | Toukei Computer Co. Ltd. | 2800 | 69603 |
|  | Tow Co. Ltd. | 31100 | 74711 |
|  | Towa Pharmaceutical Co. Ltd. | 35300 | 649855 |
|  | Toyo Corp. | 17200 | 185623 |
|  | Toyo Denki Seizo KK | 1000 | 13383 |
|  # | Toyo Gosei Co. Ltd. | 3500 | 159090 |
|  # | Toyo Innovex Co. Ltd. | 12000 | 51578 |
|  | Toyo Kanetsu KK. | 5600 | 163816 |
|  | Toyo Securities Co. Ltd. | 22700 | 81029 |
|  | Toyo Seikan Group Holdings Ltd. | 34000 | 763308 |
|  | Toyo Suisan Kaisha Ltd. | 7000 | 507394 |
|  # | Toyo Tanso Co. Ltd. | 15300 | 457738 |
|  # | Toyo Tire Corp. | 95700 | 2615486 |
|  | Toyobo Co. Ltd. | 89302 | 662871 |
|  | Toyoda Gosei Co. Ltd. | 41800 | 967452 |
|  | Toyota Boshoku Corp. | 56100 | 853005 |
|  | Toyota Industries Corp. | 7100 | 771785 |
|  | Toyota Motor Corp. (7203 JP) | 564890 | 11516483 |
|  # | Toyota Motor Corp. (TM US), Sponsored ADR | 12355 | 2522767 |
|  | Toyota Tsusho Corp. | 147200 | 4499349 |
|  | TPR Co. Ltd. | 44600 | 350261 |
|  | Traders Holdings Co. Ltd. | 20039 | 116275 |
|  | Transaction Co. Ltd. | 26200 | 173849 |
|  | Transcosmos, Inc. | 13900 | 329396 |
|  | TRE Holdings Corp. | 54451 | 545623 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  JAPAN — (Continued) | JAPAN — (Continued) |  |  |
|  | Treasure Factory Co. Ltd. | 4000 | $43358 |
|  | Trend Micro, Inc. (4704 JP) | 26900 | 1372773 |
|  | Trinity Industrial Corp. | 1400 | 10678 |
|  | Trusco Nakayama Corp. | 33300 | 525028 |
|  | TS Tech Co. Ltd. | 41200 | 488293 |
|  | TSI Holdings Co. Ltd. | 40700 | 252551 |
|  # | Tsubaki Nakashima Co. Ltd. | 38900 | 98205 |
|  | Tsubakimoto Chain Co. | 60900 | 852365 |
|  | Tsubakimoto Kogyo Co. Ltd. | 8700 | 153859 |
|  | Tsuburaya Fields Holdings, Inc. | 27700 | 389487 |
|  | Tsugami Corp. | 36200 | 641615 |
|  | Tsukada Global Holdings, Inc. | 18200 | 74166 |
|  | Tsukishima Holdings Co. Ltd. | 27270 | 451123 |
|  | Tsumura & Co. | 24363 | 565138 |
|  # | Tsuruha Holdings, Inc. | 54200 | 941060 |
|  | Tsurumi Manufacturing Co. Ltd. | 24600 | 310007 |
|  | Tsutsumi Jewelry Co. Ltd. | 3900 | 57192 |
|  | Tsuzuki Denki Co. Ltd. | 4100 | 83973 |
|  | TV Asahi Holdings Corp. | 11100 | 225878 |
|  | Tv Tokyo Holdings Corp. | 6000 | 180679 |
|  | TYK Corp. | 7100 | 25447 |
|  | UACJ Corp. | 120428 | 1555070 |
|  | UBE Corp. | 52220 | 767687 |
|  | Uchida Yoko Co. Ltd. | 8200 | 552833 |
|  | Ultrafabrics Holdings Co. Ltd. | 7100 | 35470 |
|  | Ulvac, Inc. | 14400 | 653174 |
|  | U-Next Holdings Co. Ltd. | 26400 | 348455 |
|  | Unipres Corp. | 45838 | 355836 |
|  | United Arrows Ltd. | 19100 | 238553 |
|  | United Super Markets Holdings, Inc. | 16555 | 88382 |
|  # | UNITED, Inc. | 17800 | 58728 |
|  \* | Universal Entertainment Corp. | 19700 | 110351 |
|  | Urbanet Corp. Co. Ltd. | 39300 | 143323 |

---

------

##### [**Table of Contents**](#toc)
**INTERNATIONAL VECTOR EQUITY PORTFOLIO** 

**CONTINUED** 

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  JAPAN — (Continued) | JAPAN — (Continued) |  |  |
|  | Ushio, Inc. | 36900 | $611791 |
|  | USS Co. Ltd. | 125800 | 1388565 |
|  | UT Group Co. Ltd. | 26600 | 473673 |
|  | V Technology Co. Ltd. | 3900 | 87618 |
|  | Valor Holdings Co. Ltd. | 54105 | 990420 |
|  | Valqua Ltd. | 12400 | 311963 |
|  # | Value HR Co. Ltd. | 8100 | 88800 |
|  | ValueCommerce Co. Ltd. | 7000 | 30528 |
|  | Vector, Inc. | 14300 | 107803 |
|  | Vertex Corp. | 42960 | 384420 |
|  | Vision, Inc. | 5300 | 42061 |
|  \* | Visional, Inc. | 10400 | 722100 |
|  | Vital KSK Holdings, Inc. | 29854 | 240555 |
|  | VT Holdings Co. Ltd. | 109501 | 345649 |
|  | Wacoal Holdings Corp. | 9000 | 313840 |
|  | Wakachiku Construction Co. Ltd. | 10000 | 311053 |
|  | Wakita & Co. Ltd. | 32400 | 372843 |
|  | Warabeya Nichiyo Holdings Co. Ltd. | 22100 | 446846 |
|  # | Waseda Academy Co. Ltd. | 6100 | 94114 |
|  # | Watahan & Co. Ltd. | 15900 | 147565 |
|  # | WATAMI Co. Ltd. | 7000 | 41066 |
|  # | WDB Holdings Co. Ltd. | 4000 | 41882 |
|  # | Wealth Management, Inc. | 1900 | 13539 |
|  | Weathernews, Inc. | 4200 | 109478 |
|  | Welcia Holdings Co. Ltd. | 70800 | 1411955 |
|  | Wellneo Sugar Co. Ltd. | 13300 | 217502 |
|  | Wellnet Corp. | 5800 | 24506 |
|  # | West Holdings Corp. | 12881 | 123202 |
|  | Will Group, Inc. | 9800 | 64762 |
|  \* | WingArc1st, Inc. | 12667 | 275926 |
|  | Workman Co. Ltd. | 3234 | 121641 |
|  | World Co. Ltd. | 40700 | 714181 |
|  | World Holdings Co. Ltd. | 13800 | 224313 |
|  | Wowow, Inc. | 4600 | 43369 |
|  # | Xebio Holdings Co. Ltd. | 23401 | 165431 |
|  # | YAC Holdings Co. Ltd. | 11700 | 68138 |
|  | Yagi & Co. Ltd. | 800 | 16046 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  JAPAN — (Continued) | JAPAN — (Continued) |  |  |
|  | Yahagi Construction Co. Ltd. | 24500 | $346606 |
|  | YAKUODO Holdings Co. Ltd. | 9459 | 124692 |
|  | YAMABIKO Corp. | 37551 | 627368 |
|  | YAMADA Consulting Group Co. Ltd. | 2300 | 26227 |
|  | Yamada Holdings Co. Ltd. | 86000 | 258534 |
|  | Yamae Group Holdings Co. Ltd. | 25800 | 428317 |
|  # | Yamagata Bank Ltd. | 8899 | 96830 |
|  | Yamaguchi Financial Group, Inc. | 62801 | 719501 |
|  # | Yamaha Motor Co. Ltd. | 217800 | 1569197 |
|  | Yamaichi Electronics Co. Ltd. | 19900 | 589555 |
|  # | Yamami Co. | 1400 | 36398 |
|  | Yamanashi Chuo Bank Ltd. | 10900 | 232117 |
|  | Yamatane Corp. | 16100 | 266338 |
|  | Yamato Corp. | 15800 | 221992 |
|  | Yamato Holdings Co. Ltd. | 21600 | 315811 |
|  | Yamato Kogyo Co. Ltd. | 19000 | 1197598 |
|  | Yamau Holdings Co. Ltd. | 2900 | 46999 |
|  # | Yamaya Corp. | 3200 | 49126 |
|  | Yamazaki Baking Co. Ltd. | 54800 | 1076963 |
|  | Yamazen Corp. | 45300 | 419744 |
|  # | Yashima Denki Co. Ltd. | 12500 | 210537 |
|  | Yaskawa Electric Corp. | 3200 | 87771 |
|  # | Yasuda Logistics Corp. | 12700 | 178423 |
|  | Yellow Hat Ltd. | 61400 | 618279 |
|  | Yodoko Ltd. | 85000 | 716652 |
|  | Yokogawa Bridge Holdings Corp. | 30700 | 548005 |
|  | Yokogawa Electric Corp. | 33500 | 1002134 |
|  | Yokohama Financial Group, Inc. | 231738 | 1683399 |
|  | Yokohama Rubber Co. Ltd. | 86099 | 3072788 |
|  # | Yokorei Co. Ltd. | 46023 | 366103 |
|  | Yokowo Co. Ltd. | 7700 | 98618 |
|  # | Yomeishu Seizo Co. Ltd. | 4500 | 121322 |
|  | Yondenko Corp. | 28200 | 257034 |

---

------

##### [**Table of Contents**](#toc)
**INTERNATIONAL VECTOR EQUITY PORTFOLIO** 

**CONTINUED** 

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  JAPAN — (Continued) | JAPAN — (Continued) |  |  |
|  # | Yondoshi Holdings, Inc. | 7000 | $77725 |
|  | Yonex Co. Ltd. | 12100 | 311219 |
|  | Yonkyu Co. Ltd. | 600 | 10335 |
|  # | Yorozu Corp. | 16200 | 96239 |
|  # | Yoshinoya Holdings Co. Ltd. | 24300 | 479669 |
|  | Yotai Refractories Co. Ltd. | 1000 | 11530 |
|  | Yuasa Trading Co. Ltd. | 17400 | 565722 |
|  | Yurtec Corp. | 29700 | 478797 |
|  # | Yushin Co. | 2500 | 10452 |
|  | Yushiro, Inc. | 9100 | 125366 |
|  | Yutaka Giken Co. Ltd. | 2500 | 49104 |
|  | Zacros Corp. | 57500 | 392976 |
|  | Zaoh Co. Ltd. | 2800 | 44484 |
|  | Zenitaka Corp. | 300 | 15402 |
|  | Zenkoku Hosho Co. Ltd. | 9300 | 191142 |
|  | Zenrin Co. Ltd. | 24600 | 164434 |
|  | Zensho Holdings Co. Ltd. | 22650 | 1410326 |
|  | Zeon Corp. | 66200 | 679244 |
|  | ZERIA Pharmaceutical Co. Ltd. | 21000 | 272534 |
|  # | ZIGExN Co. Ltd. | 40700 | 134448 |
|  | ZOZO, Inc. | 95100 | 822093 |
|  | Zuiko Corp. | 5000 | 31112 |
|  TOTAL JAPAN | TOTAL JAPAN | TOTAL JAPAN | 942238354 |
|  NETHERLANDS — (3.2%) | NETHERLANDS — (3.2%) |  |  |
|  | Aalberts NV | 88378 | 2799925 |
|  W | ABN AMRO Bank NV | 116605 | 3484001 |
|  | Acomo NV | 18901 | 511983 |
|  \*W | Adyen NV | 196 | 335843 |
|  | Aegon Ltd. (AEG US) | 1405 | 10634 |
|  | Aegon Ltd. (AGN NA) | 431223 | 3286232 |
|  \* | AFC Ajax NV | 70 | 732 |
|  | Akzo Nobel NV | 24264 | 1603519 |
|  | Allfunds Group PLC | 184663 | 1403760 |
|  | AMG Critical Materials NV | 31774 | 1054970 |
|  # | Aperam SA | 30700 | 1069811 |
|  | Arcadis NV | 54043 | 2580918 |
|  # | ArcelorMittal SA (MT US) | 55154 | 2100838 |
|  | ASM International NV | 4555 | 2955487 |
|  | ASML Holding NV (ASML US) | 22405 | 23731699 |
|  | ASR Nederland NV | 123220 | 8223535 |
|  W | B&S Group SARL | 21653 | 148262 |
|  \*W | Basic-Fit NV | 48439 | 1437864 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  NETHERLANDS — (Continued) | NETHERLANDS — (Continued) |  |  |
|  # | BE Semiconductor Industries NV | 4610 | $785987 |
|  # | Brunel International NV | 5047 | 44980 |
|  # | Coca-Cola Europacific Partners PLC | 21542 | 1919061 |
|  | Corbion NV | 48698 | 991163 |
|  \* | Flow Traders Ltd. | 20138 | 553736 |
|  | ForFarmers NV | 43412 | 209948 |
|  | Fugro NV | 27639 | 282258 |
|  | HAL Trust | 799 | 125406 |
|  | Havas NV | 327524 | 571586 |
|  | Heineken NV | 6899 | 534205 |
|  | IMCD NV | 17545 | 1818077 |
|  | ING Groep NV (INGA NA) | 269172 | 6721135 |
|  \* | InPost SA | 41245 | 519541 |
|  | JDE Peet's NV | 20703 | 753467 |
|  # | Kendrion NV | 8509 | 139596 |
|  | Koninklijke Ahold Delhaize NV (AD NA) | 320272 | 13105478 |
|  | Koninklijke Ahold Delhaize NV (ADRNY US), Sponsored ADR | 2505 | 102394 |
|  | Koninklijke BAM Groep NV | 344750 | 3200275 |
|  | Koninklijke Heijmans NV | 34266 | 2427541 |
|  | Koninklijke KPN NV | 1328152 | 6145972 |
|  # | Koninklijke Philips NV (PHG US) | 46095 | 1259318 |
|  # | Koninklijke Philips NV (PHIA NA) | 65477 | 1793755 |
|  | Koninklijke Vopak NV | 35338 | 1601411 |
|  | Nedap NV | 4008 | 482223 |
|  | NN Group NV | 127886 | 8751859 |
|  | OCI NV | 1388 | 5445 |
|  # | PostNL NV | 28345 | 31365 |
|  | Prosus NV (PRX NA) | 20259 | 1400271 |
|  | Randstad NV | 45906 | 1799096 |
|  | SBM Offshore NV | 119842 | 3098997 |
|  #\* | SIF Holding NV | 4260 | 34258 |
|  W | Signify NV | 118485 | 2836232 |
|  | TKH Group NV | 30012 | 1326773 |
|  # | Universal Music Group NV | 122857 | 3295268 |
|  | Van Lanschot Kempen NV | 27463 | 1605690 |
|  | Wolters Kluwer NV | 34148 | 4186051 |
|  TOTAL NETHERLANDS | TOTAL NETHERLANDS | TOTAL NETHERLANDS | 131199831 |

---

------

##### [**Table of Contents**](#toc)
**INTERNATIONAL VECTOR EQUITY PORTFOLIO** 

**CONTINUED** 

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  NEW ZEALAND — (0.3%) | NEW ZEALAND — (0.3%) |  |  |
|  | a2 Milk Co. Ltd. | 22425 | $138582 |
|  | Air New Zealand Ltd. | 1724383 | 587128 |
|  | Auckland International Airport Ltd. | 58868 | 273986 |
|  # | Channel Infrastructure NZ Ltd. | 454999 | 697860 |
|  | Chorus Ltd. (CHRYY US), ADR | 462 | 12215 |
|  # | Chorus Ltd. (CNU NZ) | 296781 | 1589277 |
|  | Contact Energy Ltd. | 152976 | 815487 |
|  | EBOS Group Ltd. | 9303 | 153842 |
|  | Fisher & Paykel Healthcare Corp. Ltd. | 12036 | 255164 |
|  \* | Fletcher Building Ltd. (FBU NZ) | 63991 | 119288 |
|  | Fonterra Co-Operative Group Ltd. | 51432 | 240445 |
|  | Freightways Group Ltd. | 108164 | 910158 |
|  | Genesis Energy Ltd. | 345641 | 496391 |
|  \* | Gentrack Group Ltd. | 12020 | 62909 |
|  | Hallenstein Glasson Holdings Ltd. | 43112 | 243028 |
|  # | Heartland Group Holdings Ltd. | 347905 | 215850 |
|  # | Infratil Ltd. | 26627 | 188200 |
|  \* | KMD Brands Ltd. | 264315 | 43089 |
|  | Mainfreight Ltd. | 5267 | 181643 |
|  | Mercury NZ Ltd. | 17602 | 65251 |
|  | Meridian Energy Ltd. | 43045 | 145723 |
|  | NZME Ltd. (NZM AU) | 54625 | 36535 |
|  # | NZX Ltd. | 225171 | 198359 |
|  #\* | Oceania Healthcare Ltd. | 361394 | 163271 |
|  | Port of Tauranga Ltd. | 11458 | 51580 |
|  \* | Rakon Ltd. | 14114 | 6457 |
|  \* | Ryman Healthcare Ltd. | 2707 | 4433 |
|  | Sanford Ltd. | 26296 | 92586 |
|  | Scales Corp. Ltd. | 117162 | 408803 |
|  | Skellerup Holdings Ltd. | 138511 | 435132 |
|  | SKY Network Television Ltd. | 205982 | 424475 |
|  | Spark New Zealand Ltd. | 14233 | 19954 |
|  \* | Steel & Tube Holdings Ltd. | 100047 | 40633 |
|  # | Summerset Group Holdings Ltd. | 175958 | 1167021 |
|  # | Tourism Holdings Ltd. | 41587 | 60263 |
|  | TOWER Ltd. | 236293 | 249923 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  NEW ZEALAND — (Continued) | NEW ZEALAND — (Continued) |  |  |
|  # | Turners Automotive Group Ltd. | 36967 | $154689 |
|  #\* | Vista Group International Ltd. | 53405 | 80951 |
|  TOTAL NEW ZEALAND | TOTAL NEW ZEALAND | TOTAL NEW ZEALAND | 11030581 |
|  NORWAY — (0.8%) | NORWAY — (0.8%) |  |  |
|  | 2020 Bulkers Ltd. | 24539 | 334882 |
|  | ABG Sundal Collier Holding ASA | 110906 | 76967 |
|  | AF Gruppen ASA | 3992 | 67049 |
|  | Akastor ASA | 92173 | 101170 |
|  \* | Aker BioMarine ASA | 6059 | 51427 |
|  | Aker BP ASA | 84240 | 2183242 |
|  | Aker Solutions ASA | 104555 | 287273 |
|  | Archer Ltd. | 83567 | 194576 |
|  | Atea ASA | 7000 | 106645 |
|  | Austevoll Seafood ASA | 42169 | 395937 |
|  | B2 Impact ASA | 175571 | 300950 |
|  | Bluenord ASA | 11545 | 527208 |
|  | Bonheur ASA | 15677 | 339155 |
|  | Borregaard ASA | 13213 | 250236 |
|  | Bouvet ASA | 38048 | 241558 |
|  \* | BW Energy Ltd. | 19078 | 72678 |
|  W | BW LPG Ltd. | 65805 | 871437 |
|  | BW Offshore Ltd. | 76793 | 279637 |
|  \* | Cadeler AS (CADLR NO) | 6861 | 31810 |
|  \* | Cloudberry Clean Energy ASA | 136617 | 177818 |
|  | DNB Bank ASA | 72761 | 1857255 |
|  | DNO ASA | 441180 | 602422 |
|  W | Elkem ASA | 19198 | 50496 |
|  W | Elmera Group ASA | 31350 | 100852 |
|  | Elopak ASA | 5465 | 25726 |
|  | Equinor ASA | 170382 | 4080869 |
|  W | Europris ASA | 48152 | 415163 |
|  # | FLEX LNG Ltd. (FLNG NO) | 8683 | 225500 |
|  | Frontline PLC | 17269 | 422476 |
|  \* | Grieg Seafood ASA | 47153 | 315772 |
|  # | Hafnia Ltd. | 98686 | 614790 |
|  # | Hoegh Autoliners ASA | 37626 | 337150 |
|  W | Kid ASA | 18840 | 255050 |
|  W | Klaveness Combination Carriers ASA | 21372 | 162001 |
|  \* | Kongsberg Automotive ASA | 580364 | 99174 |
|  | Kongsberg Gruppen ASA | 12485 | 318284 |

---

------

##### [**Table of Contents**](#toc)
**INTERNATIONAL VECTOR EQUITY PORTFOLIO** 

**CONTINUED** 

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  NORWAY — (Continued) | NORWAY — (Continued) |  |  |
|  \* | LINK Mobility Group Holding ASA | 177824 | $526684 |
|  # | Mowi ASA | 9964 | 219047 |
|  | MPC Container Ships ASA | 567893 | 993715 |
|  #W | Multiconsult ASA | 4663 | 79158 |
|  | Norsk Hydro ASA | 68832 | 465343 |
|  | Norwegian Air Shuttle ASA | 23557 | 36571 |
|  \* | NRC Group ASA | 17504 | 13324 |
|  | Odfjell Drilling Ltd. | 130474 | 1048024 |
|  | Odfjell SE, Class A | 16596 | 199482 |
|  | Odfjell Technology Ltd. | 18940 | 108743 |
|  #W | Okeanis Eco Tankers Corp. | 8821 | 304114 |
|  \* | Otello Corp. ASA | 30522 | 45579 |
|  | Pareto Bank ASA | 40928 | 346746 |
|  | Petronor E&P ASA | 34774 | 35527 |
|  | Pexip Holding ASA | 11294 | 69379 |
|  | Protector Forsikring ASA | 3303 | 148793 |
|  | Rana Gruber ASA | 19455 | 122663 |
|  | Reach Subsea ASA | 16768 | 11055 |
|  # | Salmar ASA | 2144 | 120411 |
|  | SATS ASA | 54883 | 196642 |
|  \*W | Scatec ASA | 69753 | 735744 |
|  | Sea1 offshore, Inc. | 94163 | 186382 |
|  | Selvaag Bolig ASA | 13851 | 45015 |
|  #\*W | Shelf Drilling Ltd. | 101192 | 182677 |
|  #\* | SmartCraft ASA | 2025 | 5109 |
|  | Solstad Maritime Holding AS | 80173 | 142021 |
|  \* | Solstad Offshore ASA | 55273 | 237150 |
|  | SpareBank 1 Helgeland | 1689 | 28166 |
|  | Sparebank 1 Oestlandet | 19094 | 334832 |
|  | SpareBank 1 Sor-Norge ASA | 58908 | 1014013 |
|  | Sparebanken More | 18411 | 181671 |
|  | Sparebanken Norge | 9734 | 169611 |
|  | Stolt-Nielsen Ltd. | 26310 | 882468 |
|  | Storebrand ASA | 145754 | 2258751 |
|  | Subsea 7 SA | 41782 | 763079 |
|  | Telenor ASA | 27833 | 413919 |
|  | TGS ASA | 11412 | 98482 |
|  | TOMRA Systems ASA | 15468 | 188833 |
|  | Var Energi ASA | 69151 | 232340 |
|  | Veidekke ASA | 40659 | 629514 |
|  | Wallenius Wilhelmsen ASA | 55034 | 430415 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  NORWAY — (Continued) | NORWAY — (Continued) |  |  |
|  | Wilh Wilhelmsen Holding ASA, Class A | 10620 | $535287 |
|  # | Yara International ASA | 5472 | 199356 |
|  | Zalaris ASA | 1767 | 16075 |
|  TOTAL NORWAY | TOTAL NORWAY | TOTAL NORWAY | 31776545 |
|  PORTUGAL — (0.4%) | PORTUGAL — (0.4%) |  |  |
|  # | Altri SGPS SA | 72816 | 413004 |
|  | Banco Comercial Portugues SA, Class R | 7922217 | 6992954 |
|  | Corticeira Amorim SGPS SA | 2909 | 24405 |
|  | CTT-Correios de Portugal SA | 77262 | 671761 |
|  | EDP Renovaveis SA | 20774 | 303730 |
|  | Galp Energia SGPS SA | 169190 | 3399208 |
|  | Ibersol SGPS SA | 18452 | 214843 |
|  | Mota-Engil SGPS SA | 62031 | 429091 |
|  # | Navigator Co. SA | 221246 | 766109 |
|  | NOS SGPS SA | 258127 | 1118502 |
|  | Semapa-Sociedade |  |  |
|  | de Investimento e |  |  |
|  | Gestao | 13836 | 288639 |
|  | Sonae SGPS SA | 678187 | 1104913 |
|  \* | Teixeira Duarte SA | 277095 | 222673 |
|  TOTAL PORTUGAL | TOTAL PORTUGAL | TOTAL PORTUGAL | 15949832 |
|  SINGAPORE — (1.0%) | SINGAPORE — (1.0%) |  |  |
|  #\* | AEM Holdings Ltd. | 264700 | 385304 |
|  | Aztech Global Ltd. | 115300 | 59825 |
|  | Banyan Tree Holdings Ltd. | 154900 | 74906 |
|  | Boustead Singapore Ltd. | 303152 | 416280 |
|  | BRC Asia Ltd. | 22000 | 71255 |
|  | Bukit Sembawang Estates Ltd. | 90500 | 291349 |
|  | Bund Center Investment Ltd. | 22000 | 7100 |
|  | CapitaLand Investment Ltd. | 197501 | 400145 |
|  | China Aviation Oil Singapore Corp. Ltd. | 191200 | 223172 |
|  | China Sunsine Chemical Holdings Ltd. | 373900 | 210971 |
|  | City Developments Ltd. | 72500 | 402698 |

---

------

##### [**Table of Contents**](#toc)
**INTERNATIONAL VECTOR EQUITY PORTFOLIO** 

**CONTINUED** 

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  SINGAPORE — (Continued) | SINGAPORE — (Continued) |  |  |
|  \* | COSCO Shipping International Singapore Co. Ltd. | 1001700 | $93042 |
|  | CSE Global Ltd. | 690042 | 447298 |
|  | DBS Group Holdings Ltd. | 101027 | 4182771 |
|  | Delfi Ltd. | 369700 | 230024 |
|  | DFI Retail Group |  |  |
|  | Holdings Ltd. | 81700 | 286647 |
|  \*†† | Ezion Holdings Ltd. | 70344 | 0 |
|  #\*†† | Ezra Holdings Ltd. | 730927 | 0 |
|  | Far East Orchard Ltd. | 142920 | 136080 |
|  | First Resources Ltd. | 529400 | 797528 |
|  | Food Empire Holdings Ltd. | 172500 | 312569 |
|  | Fraser & Neave Ltd. | 10400 | 11897 |
|  | Frasers Property Ltd. | 115500 | 93083 |
|  | Frencken Group Ltd. | 416100 | 526549 |
|  # | Genting Singapore Ltd. | 384500 | 215531 |
|  | Geo Energy Resources Ltd. | 537300 | 199907 |
|  | Golden Agri-Resources Ltd. | 4084400 | 878667 |
|  | GuocoLand Ltd. | 157833 | 263018 |
|  | Haw Par Corp. Ltd. | 75500 | 858417 |
|  | Ho Bee Land Ltd. | 141800 | 245038 |
|  | Hong Fok Corp. Ltd. | 293080 | 173312 |
|  | Hong Leong Asia Ltd. | 224400 | 415164 |
|  # | Hong Leong Finance Ltd. | 183200 | 367307 |
|  | Hongkong Land Holdings Ltd. | 138100 | 843835 |
|  | Hotel Grand Central Ltd. | 32847 | 17658 |
|  | Hour Glass Ltd. | 208200 | 335860 |
|  | Hutchison Port Holdings Trust | 3829500 | 804551 |
|  \*†† | Hyflux Ltd. | 455600 | 0 |
|  | iFAST Corp. Ltd. | 45100 | 335463 |
|  | ISDN Holdings Ltd. | 159169 | 52009 |
|  | Jardine Cycle & Carriage Ltd. | 46444 | 1159687 |
|  | Keppel Ltd. | 38300 | 299519 |
|  | KSH Holdings Ltd. | 82000 | 25502 |
|  | LHN Ltd. | 55600 | 34845 |
|  | Low Keng Huat Singapore Ltd. | 20400 | 10799 |
|  | Mandarin Oriental International Ltd. | 80500 | 263771 |
|  | Marco Polo Marine Ltd. | 2024500 | 163486 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  SINGAPORE — (Continued) | SINGAPORE — (Continued) |  |  |
|  \* | Mermaid Maritime PCL | 531400 | $51071 |
|  #\*†† | Midas Holdings Ltd. | 1120000 | 0 |
|  | Nanofilm Technologies International Ltd. | 11500 | 6131 |
|  | Netlink NBN Trust | 125100 | 94177 |
|  \* | Oceanus Group Ltd. | 2050000 | 7821 |
|  | Olam Group Ltd. | 359035 | 270535 |
|  # | OUE Ltd. | 141000 | 138703 |
|  | Oversea-Chinese Banking Corp. Ltd. | 188346 | 2463829 |
|  | Pan-United Corp. Ltd. | 84950 | 73032 |
|  | Propnex Ltd. | 72000 | 123936 |
|  | QAF Ltd. | 150253 | 103367 |
|  | Raffles Medical Group Ltd. | 184698 | 140540 |
|  \* | Rex International Holding Ltd. | 921400 | 118445 |
|  # | Riverstone Holdings Ltd. | 46100 | 31870 |
|  # | Samudera Shipping Line Ltd. | 331600 | 247034 |
|  | SATS Ltd. | 35792 | 93997 |
|  | Seatrium Ltd. | 743922 | 1241038 |
|  | Sembcorp Industries Ltd. | 330100 | 1653981 |
|  | Sheng Siong Group Ltd. | 408200 | 727311 |
|  | Sing Investments & Finance Ltd. | 20250 | 24880 |
|  | Singapore Airlines Ltd. | 573250 | 2918138 |
|  | Singapore Exchange Ltd. | 175700 | 2279804 |
|  | Singapore Land Group Ltd. | 104584 | 247509 |
|  # | Singapore Post Ltd. | 1109000 | 358277 |
|  | Singapore Technologies Engineering Ltd. | 220100 | 1433964 |
|  | Singapore Telecommunications Ltd. | 23200 | 75726 |
|  | Stamford Land Corp. Ltd. | 471811 | 181311 |
|  | StarHub Ltd. | 57000 | 50780 |
|  | Straits Trading Co. Ltd. | 120740 | 155847 |
|  \*†† | Swiber Holdings Ltd. | 189500 | 0 |
|  | Tai Sin Electric Ltd. | 29600 | 14781 |
|  | Tiong Woon Corp. Holding Ltd. | 71100 | 44263 |
|  | Tuan Sing Holdings Ltd. | 259361 | 68827 |

---

------

##### [**Table of Contents**](#toc)
**INTERNATIONAL VECTOR EQUITY PORTFOLIO** 

**CONTINUED** 

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  SINGAPORE — (Continued) | SINGAPORE — (Continued) |  |  |
|  | UMS Integration Ltd. | 305827 | $347312 |
|  | United Overseas Bank Ltd. | 142582 | 3792318 |
|  | UOB-Kay Hian Holdings Ltd. | 323004 | 607242 |
|  | UOL Group Ltd. | 94587 | 577852 |
|  | Valuetronics Holdings Ltd. | 270700 | 177722 |
|  | Venture Corp. Ltd. | 66200 | 757579 |
|  | Wee Hur Holdings Ltd. | 169300 | 93994 |
|  | Wilmar International Ltd. | 93600 | 224931 |
|  | Wing Tai Holdings Ltd. | 281768 | 309710 |
|  | Yangzijiang Shipbuilding Holdings Ltd. | 1009700 | 2726953 |
|  TOTAL SINGAPORE | TOTAL SINGAPORE | TOTAL SINGAPORE | 42680377 |
|  SPAIN — (3.1%) | SPAIN — (3.1%) |  |  |
|  | Acciona SA | 9885 | 2187966 |
|  | Acerinox SA | 117835 | 1517462 |
|  | ACS Actividades de Construccion y Servicios SA | 55302 | 4540842 |
|  W | Aedas Homes SA | 3698 | 90761 |
|  W | Aena SME SA | 145600 | 3954666 |
|  | Alantra Partners SA | 5810 | 58006 |
|  | Almirall SA | 26738 | 384827 |
|  | Amadeus IT Group SA | 99529 | 7608066 |
|  #\* | Amper SA | 257385 | 42964 |
|  | Atresmedia Corp. de Medios de Comunicacion SA | 59052 | 357415 |
|  | Audax Renovables SA | 28289 | 45026 |
|  | Banco Bilbao Vizcaya Argentaria SA (BBVA SM) | 638886 | 12871042 |
|  | Banco de Sabadell SA | 4364413 | 16361727 |
|  | Banco Santander SA (SAN SM) | 589465 | 6006758 |
|  | Bankinter SA | 579148 | 8730213 |
|  | CaixaBank SA | 621280 | 6566772 |
|  W | Cellnex Telecom SA | 4358 | 135672 |
|  | CIE Automotive SA | 26019 | 872597 |
|  | Construcciones y Auxiliar de Ferrocarriles SA | 15777 | 996193 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  SPAIN — (Continued) | SPAIN — (Continued) |  |  |
|  | Corp. ACCIONA Energias Renovables SA | 36631 | $1007747 |
|  | Ebro Foods SA | 24864 | 506770 |
|  \* | eDreams ODIGEO SA | 21506 | 179992 |
|  | Elecnor SA | 21392 | 697833 |
|  # | Ence Energia y Celulosa SA | 74969 | 228962 |
|  | Endesa SA | 103428 | 3707895 |
|  \* | Ercros SA | 80582 | 297378 |
|  | Faes Farma SA | 178154 | 916969 |
|  | Ferrovial SE | 6514 | 399727 |
|  | Fluidra SA | 5471 | 158355 |
|  #W | Gestamp Automocion SA | 169006 | 653948 |
|  W | Global Dominion Access SA | 30769 | 112751 |
|  | Grifols SA | 61816 | 801005 |
|  | Grupo Catalana Occidente SA | 21163 | 1207505 |
|  | Grupo Empresarial San Jose SA | 8089 | 65466 |
|  | Iberdrola SA | 38730 | 784915 |
|  | Iberpapel Gestion SA (IBG SM) | 7699 | 176687 |
|  | Indra Sistemas SA | 80889 | 4474548 |
|  # | Industria de Diseno Textil SA | 104163 | 5751921 |
|  | Laboratorio Reig Jofre SA | 5918 | 19875 |
|  | Laboratorios Farmaceuticos Rovi SA | 2623 | 184935 |
|  | Linea Directa Aseguradora SA Cia de Seguros y Reaseguros | 19991 | 26494 |
|  | Logista Integral SA | 33132 | 1104197 |
|  | Mapfre SA | 384648 | 1698735 |
|  | Melia Hotels International SA | 71366 | 590560 |
|  | Miquel y Costas & Miquel SA | 12334 | 189017 |
|  | Naturgy Energy Group SA | 8341 | 252638 |
|  W | Neinor Homes SA | 23065 | 458626 |
|  \* | Obrascon Huarte Lain SA | 143384 | 75201 |
|  W | Prosegur Cash SA | 184092 | 150636 |
|  | Repsol SA (REP SM) | 392409 | 7200451 |
|  | Sacyr SA | 396624 | 1744751 |

---

------

##### [**Table of Contents**](#toc)
**INTERNATIONAL VECTOR EQUITY PORTFOLIO** 

**CONTINUED** 

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  SPAIN — (Continued) | SPAIN — (Continued) |  |  |
|  \* | Solaria Energia y Medio Ambiente SA | 8776 | $151763 |
|  \* | Tecnicas Reunidas SA | 40468 | 1448428 |
|  # | Telefonica SA (TEF SM) | 1766333 | 8957382 |
|  # | Telefonica SA (TEF US), Sponsored ADR | 22622 | 114241 |
|  # | Tubacex SA | 103423 | 393967 |
|  W | Unicaja Banco SA | 915509 | 2471703 |
|  | Vidrala SA | 11819 | 1125830 |
|  | Viscofan SA | 22413 | 1392924 |
|  TOTAL SPAIN | TOTAL SPAIN | TOTAL SPAIN | 125211703 |
|  SWEDEN — (2.6%) | SWEDEN — (2.6%) |  |  |
|  | AAK AB | 6365 | 177982 |
|  W | AcadeMedia AB | 148168 | 1636231 |
|  | AddLife AB, Class B | 4638 | 100198 |
|  | Addnode Group AB | 35044 | 407845 |
|  | AddTech AB, Class B | 24659 | 830779 |
|  | AFRY AB | 70644 | 1211904 |
|  | Alfa Laval AB | 13370 | 635445 |
|  W | Alimak Group AB | 3407 | 50333 |
|  | Alleima AB | 102120 | 881932 |
|  | Alligo AB, Class B | 23010 | 287101 |
|  W | Ambea AB | 149513 | 2015892 |
|  | AQ Group AB | 36184 | 745694 |
|  | Arise AB | 19767 | 62402 |
|  | Arjo AB, Class B | 187661 | 595497 |
|  \* | Asmodee Group AB, Class B | 6759 | 87103 |
|  # | Assa Abloy AB, Class B | 17058 | 642823 |
|  | Atlas Copco AB (ATCOA SS), Class A | 60953 | 1021332 |
|  | Atlas Copco AB (ATCOB SS), Class B | 39847 | 596078 |
|  W | Attendo AB | 233959 | 1985055 |
|  | Avanza Bank Holding AB | 19515 | 750050 |
|  | Axfood AB | 25059 | 682836 |
|  | Beijer Alma AB | 23618 | 720959 |
|  | Beijer Ref AB | 1784 | 28191 |
|  # | Bergman & Beving AB | 26014 | 918245 |
|  | Betsson AB, Class B | 111000 | 1729891 |
|  #\* | Better Collective AS | 2320 | 28464 |
|  \* | BHG Group AB | 146592 | 442426 |
|  | Bilia AB, Class A | 73360 | 1027063 |
|  | Billerud Aktiebolag | 97388 | 901172 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  SWEDEN — (Continued) | SWEDEN — (Continued) |  |  |
|  | Bjorn Borg AB | 12770 | $85842 |
|  \* | Boliden AB | 34676 | 1554957 |
|  \* | Bonava AB, Class B | 295374 | 344832 |
|  W | Bravida Holding AB | 63022 | 532680 |
|  | Bufab AB | 31115 | 341981 |
|  | Bulten AB | 24177 | 124021 |
|  | Bure Equity AB | 46583 | 1364291 |
|  | Byggmax Group AB | 114531 | 582607 |
|  | Catella AB | 34317 | 112096 |
|  | Cellavision AB | 1475 | 27954 |
|  \* | Cint Group AB | 305886 | 116179 |
|  | Clas Ohlson AB, Class B | 53721 | 1959137 |
|  | Cloetta AB, Class B | 172079 | 640835 |
|  W | Coor Service Management Holding AB | 35669 | 175151 |
|  W | Dometic Group AB | 41557 | 203131 |
|  | Duni AB | 6770 | 75460 |
|  \* | Dynavox Group AB | 36809 | 378723 |
|  | Eastnine AB | 50738 | 267160 |
|  | Electrolux Professional AB, Class B | 24801 | 172254 |
|  | Elekta AB, Class B | 37472 | 190463 |
|  \* | Embracer Group AB | 37682 | 392710 |
|  \* | Enad Global 7 AB | 25501 | 45620 |
|  \* | Enea AB | 9415 | 68948 |
|  # | Engcon AB | 5725 | 49554 |
|  | Ependion AB | 18185 | 234784 |
|  | Epiroc AB (EPIA SS), Class A | 18178 | 383300 |
|  | Epiroc AB (EPIB SS), Class B | 10758 | 200772 |
|  | Essity AB (ESSITYA SS), Class A | 1404 | 38592 |
|  | Essity AB (ESSITYB SS), Class B | 23376 | 642083 |
|  | Ework Group AB | 3688 | 36969 |
|  | Fagerhult Group AB | 4700 | 22841 |
|  | Fasadgruppen Group AB | 3314 | 10404 |
|  \* | Fastighetsbolaget Emilshus AB, Class B | 817 | 5018 |
|  | Fenix Outdoor International AG | 272 | 15006 |
|  | Getinge AB, Class B | 20594 | 482429 |
|  | Granges AB | 85123 | 1245592 |
|  \*W | Green Landscaping Group AB | 1917 | 9427 |
|  \* | Gruvaktiebolaget Viscaria | 25501 | 51322 |

---

------

##### [**Table of Contents**](#toc)
**INTERNATIONAL VECTOR EQUITY PORTFOLIO** 

**CONTINUED** 

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  SWEDEN — (Continued) | SWEDEN — (Continued) |  |  |
|  # | H & M Hennes & Mauritz AB, Class B | 81909 | $1546943 |
|  | Hanza AB | 20067 | 276999 |
|  | Hemnet Group AB | 20795 | 453865 |
|  | Hexagon AB, Class B | 2693 | 32827 |
|  | Hexpol AB | 49640 | 451338 |
|  \* | HMS Networks AB | 5349 | 296916 |
|  W | Hoist Finance AB | 49155 | 512248 |
|  # | Holmen AB (HOLMB SS), Class B | 11216 | 423807 |
|  | Humana AB | 63418 | 323010 |
|  | Husqvarna AB (HUSQA SS), Class A | 5896 | 28011 |
|  # | Husqvarna AB (HUSQB SS), Class B | 57812 | 273742 |
|  | Indutrade AB | 10461 | 279646 |
|  | Instalco AB | 42245 | 107045 |
|  \* | International Petroleum Corp. (IPCO CN) | 4171 | 66257 |
|  #\* | International Petroleum Corp. (IPCO SS) | 100721 | 1567458 |
|  | INVISIO AB | 1764 | 56091 |
|  | Inwido AB | 68574 | 1030881 |
|  \* | ITAB Shop Concept AB | 14564 | 30718 |
|  | JM AB | 30901 | 439938 |
|  | Kabe Group AB, Class B | 3063 | 73460 |
|  \* | Karnov Group AB | 43128 | 508894 |
|  #\* | K-fast Holding AB | 25035 | 38467 |
|  | KNOW IT AB | 22425 | 286235 |
|  | Lagercrantz Group AB, Class B | 52614 | 1287188 |
|  | Lifco AB, Class B | 7820 | 301926 |
|  | Lime Technologies AB | 3344 | 125744 |
|  # | Lindab International AB | 30973 | 740946 |
|  | Loomis AB | 49045 | 1975799 |
|  \* | Medcap AB | 4609 | 295154 |
|  | Medicover AB, Class B | 12360 | 336026 |
|  | MEKO AB | 31133 | 251831 |
|  | Midsona AB, Class B | 14941 | 12915 |
|  \* | Modern Times Group MTG AB, Class B | 48652 | 654001 |
|  | Momentum Group AB | 21198 | 363049 |
|  W | Munters Group AB | 39397 | 666778 |
|  | Mycronic AB | 29374 | 689078 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  SWEDEN — (Continued) | SWEDEN — (Continued) |  |  |
|  \* | NCAB Group AB | 4624 | $28422 |
|  # | NCC AB, Class B | 86929 | 1981624 |
|  | Nederman Holding AB | 5172 | 87742 |
|  \* | Net Insight AB, Class B | 87004 | 34835 |
|  | New Wave Group AB, Class B | 60213 | 709649 |
|  # | Nibe Industrier AB, Class B | 9620 | 37434 |
|  | Nilorngruppen AB, Class B | 7451 | 48599 |
|  | Nolato AB, Class B | 72214 | 477901 |
|  | Nordnet AB publ | 31491 | 909311 |
|  \* | Norion Bank AB | 34174 | 254621 |
|  | Note AB | 5612 | 111425 |
|  | OEM International AB, Class B | 10320 | 167843 |
|  #\* | Orron Energy AB | 7830 | 3604 |
|  | Pandox AB | 20998 | 418944 |
|  | Peab AB, Class B | 140435 | 1136553 |
|  | Proact IT Group AB | 22638 | 245827 |
|  | Ratos AB, Class B | 236361 | 956200 |
|  | RaySearch Laboratories AB | 25344 | 594892 |
|  | Rejlers AB | 9352 | 195627 |
|  \* | Rottneros AB | 115839 | 33193 |
|  | Rvrc Holding AB | 35929 | 245726 |
|  | Saab AB, Class B | 1715 | 94370 |
|  | Sandvik AB | 58321 | 1763596 |
|  | Scandi Standard AB | 50561 | 523631 |
|  W | Scandic Hotels Group AB | 139436 | 1355313 |
|  \* | Sdiptech AB, Class B | 18572 | 369740 |
|  | Sectra AB, Class B | 24127 | 765360 |
|  # | Securitas AB, Class B | 86558 | 1275073 |
|  \* | Sensys Gatso Group AB | 13401 | 53397 |
|  \*W | Sinch AB | 386738 | 1400440 |
|  \* | Sivers Semiconductors AB | 104443 | 41380 |
|  | Skandinaviska Enskilda Banken AB (SEBA SS), Class A | 163787 | 3126624 |
|  | Skandinaviska Enskilda Banken AB (SEBC SS), Class C | 2134 | 41550 |
|  | Skanska AB, Class B | 32847 | 894490 |
|  | SKF AB (SKFA SS), Class A | 6538 | 170493 |
|  | SKF AB (SKFB SS), Class B | 75257 | 1928989 |

---

------

##### [**Table of Contents**](#toc)
**INTERNATIONAL VECTOR EQUITY PORTFOLIO** 

**CONTINUED** 

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  SWEDEN — (Continued) | SWEDEN — (Continued) |  |  |
|  | SkiStar AB | 28609 | $477716 |
|  | Softronic AB, Class B | 12877 | 30697 |
|  # | Solid Forsakring AB | 14851 | 120796 |
|  | SSAB AB (SSABA SS), Class A | 91373 | 577985 |
|  | SSAB AB (SSABAH FH), Class A | 19797 | 123512 |
|  | SSAB AB (SSABB SS), Class B | 189962 | 1176224 |
|  | SSAB AB (SSABBH FH), Class B | 112074 | 695793 |
|  \* | Stillfront Group AB | 116224 | 78852 |
|  | Storskogen Group AB, Class B | 556612 | 575123 |
|  | Svedbergs Group AB | 4526 | 28231 |
|  | Svenska Cellulosa AB SCA (SCAA SS), Class A | 4829 | 64665 |
|  | Svenska Cellulosa AB SCA (SCAB SS), Class B | 77203 | 1028355 |
|  # | Svenska Handelsbanken AB (SHBA SS), Class A | 49338 | 643828 |
|  # | Svenska Handelsbanken AB (SHBB SS), Class B | 1033 | 22623 |
|  | Sweco AB, Class B | 41777 | 752769 |
|  | Swedbank AB, Class A | 70453 | 2139008 |
|  \* | Swedish Orphan Biovitrum AB | 2644 | 91094 |
|  | Synsam AB | 76643 | 484979 |
|  | Systemair AB | 52762 | 433770 |
|  | Tele2 AB, Class B | 246030 | 3908402 |
|  | Telefonaktiebolaget LM Ericsson (ERICA SS), Class A | 6776 | 68853 |
|  | Telefonaktiebolaget LM Ericsson (ERICB SS), Class B | 647254 | 6566949 |
|  | Telia Co. AB | 775558 | 3053115 |
|  | TF Bank AB | 16170 | 315216 |
|  W | Thule Group AB | 4392 | 112525 |
|  #\* | Tobii AB | 89580 | 16546 |
|  | Trelleborg AB, Class B | 5210 | 217425 |
|  | Troax Group AB | 15129 | 229326 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  SWEDEN — (Continued) | SWEDEN — (Continued) |  |  |
|  | VBG Group AB, Class B | 15984 | $607872 |
|  \* | Vestum AB | 10661 | 9755 |
|  | Vitec Software Group AB, Class B | 1784 | 62263 |
|  | Vitrolife AB | 5298 | 81769 |
|  | Volati AB | 4371 | 49296 |
|  | Volvo AB (VOLVA SS), Class A | 39312 | 1074292 |
|  | Volvo AB (VOLVB SS), Class B | 276710 | 7580483 |
|  #\* | Volvo Car AB, Class B | 67085 | 232460 |
|  | XANO Industri AB, Class B | 499 | 3274 |
|  #\* | Xbrane Biopharma AB | 5900 | 6648 |
|  TOTAL SWEDEN | TOTAL SWEDEN | TOTAL SWEDEN | 107418186 |
|  SWITZERLAND — (7.1%) | SWITZERLAND — (7.1%) |  |  |
|  | ABB Ltd. | 82312 | 6119693 |
|  | Accelleron Industries AG (ACLN SW) | 43933 | 3601256 |
|  | Adecco Group AG | 5683 | 158456 |
|  # | Alcon AG | 92803 | 6878647 |
|  | Allreal Holding AG | 11150 | 2664947 |
|  | ALSO Holding AG | 5361 | 1540385 |
|  \* | Amrize Ltd. | 114220 | 5910417 |
|  \* | ams-OSRAM AG | 40606 | 561885 |
|  | APG SGA SA | 844 | 222393 |
|  | Arbonia AG | 28816 | 182215 |
|  \* | Aryzta AG | 24464 | 1568563 |
|  | Ascom Holding AG | 9562 | 42539 |
|  | Autoneum Holding AG | 4725 | 939950 |
|  | Avolta AG | 73818 | 3891243 |
|  | Baloise Holding AG | 27155 | 6743700 |
|  | Banque Cantonale de Geneve | 18920 | 586527 |
|  | Banque Cantonale Vaudoise | 12534 | 1455280 |
|  # | Barry Callebaut AG | 146 | 189806 |
|  \* | Basilea Pharmaceutica Ag Allschwil | 853 | 49404 |
|  | Belimo Holding AG | 555 | 598814 |
|  | Bell Food Group AG | 1891 | 542571 |
|  | Berner Kantonalbank AG | 5413 | 1763418 |
|  | Bossard Holding AG, Class A | 6265 | 1361411 |
|  | Bucher Industries AG | 7246 | 3215230 |

---

------

##### [**Table of Contents**](#toc)
**INTERNATIONAL VECTOR EQUITY PORTFOLIO** 

**CONTINUED** 

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  SWITZERLAND — (Continued) | SWITZERLAND — (Continued) |  |  |
|  | Burckhardt Compression Holding AG | 2497 | $1727040 |
|  | Burkhalter Holding AG | 2829 | 502386 |
|  | Bystronic AG | 460 | 170969 |
|  \* | Carlo Gavazzi Holding AG | 241 | 47799 |
|  | Cembra Money Bank AG | 28673 | 3278844 |
|  | Chocoladefabriken Lindt & Spruengli AG | 6 | 919112 |
|  \* | Cicor Technologies Ltd. | 2328 | 640217 |
|  | Cie Financiere Richemont SA, Class A | 23249 | 4598782 |
|  | Cie Financiere Tradition SA | 1519 | 575185 |
|  | Clariant AG | 33140 | 297136 |
|  | Coltene Holding AG | 2682 | 151150 |
|  | COSMO Pharmaceuticals NV | 5288 | 445036 |
|  | CPH Group AG | 566 | 49286 |
|  | Daetwyler Holding AG | 2074 | 382447 |
|  | DKSH Holding AG | 25623 | 1786835 |
|  | dormakaba Holding AG | 21670 | 1850981 |
|  | DSM-Firmenich AG | 6231 | 507882 |
|  | EFG International AG | 90269 | 1882370 |
|  | Emmi AG | 1461 | 1298195 |
|  | EMS-Chemie Holding AG | 172 | 117808 |
|  | Flughafen Zurich AG | 15555 | 4594724 |
|  | Forbo Holding AG | 252 | 231540 |
|  W | Galenica AG | 42842 | 4617152 |
|  | Geberit AG | 8236 | 6020712 |
|  | Georg Fischer AG | 58377 | 4121963 |
|  | Glarner Kantonalbank | 2221 | 56862 |
|  \* | Gurit Holding AG, Class BR | 637 | 8291 |
|  | Helvetia Holding AG | 25170 | 6184992 |
|  | Holcim AG (HOLN SW) | 114677 | 10194924 |
|  | Huber & Suhner AG | 16328 | 2990418 |
|  | Hypothekarbank Lenzburg AG | 6 | 29845 |
|  | Implenia AG | 14151 | 1122885 |
|  | Inficon Holding AG | 4890 | 586646 |
|  | Interroll Holding AG | 430 | 1326939 |
|  | Investis Holding SA | 2127 | 347605 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  SWITZERLAND — (Continued) | SWITZERLAND — (Continued) |  |  |
|  | Julius Baer Group Ltd. | 66248 | $4472304 |
|  | Jungfraubahn Holding AG | 3969 | 1166768 |
|  | Kardex Holding AG | 4164 | 1566251 |
|  \* | Komax Holding AG | 1218 | 100363 |
|  | Kuehne & Nagel International AG | 4892 | 938513 |
|  | Landis & Gyr Group AG | 25532 | 1849658 |
|  | Lastminute.com NV | 905 | 14651 |
|  \* | LEM Holding SA | 126 | 71556 |
|  | Liechtensteinische Landesbank AG | 13091 | 1287877 |
|  | Logitech International SA (LOGN SW) | 4072 | 489530 |
|  | Lonza Group AG | 1341 | 926003 |
|  | Luzerner Kantonalbank AG | 13887 | 1412684 |
|  W | Medacta Group SA | 1480 | 274219 |
|  | Meier Tobler Group AG | 4847 | 237877 |
|  # | Metall Zug AG, Class B | 115 | 106264 |
|  | Mikron Holding AG | 6796 | 180722 |
|  | Mobimo Holding AG | 8741 | 3705152 |
|  \*W | Montana Aerospace AG | 10534 | 417641 |
|  | Naturenergie Holding AG | 3653 | 150653 |
|  | Nestle SA | 162887 | 15563599 |
|  | Novartis AG (NOVN SW) | 23271 | 2880057 |
|  | Novartis AG (NVS US), Sponsored ADR | 223234 | 27633826 |
|  | Partners Group Holding AG | 2076 | 2542304 |
|  | Phoenix Mecano AG | 626 | 341205 |
|  \*W | PolyPeptide Group AG | 13862 | 448940 |
|  | Rieter Holding AG | 27196 | 116143 |
|  | Roche Holding AG (RO SW) | 2541 | 862068 |
|  | Roche Holding AG (ROG SW) | 52136 | 16887902 |
|  | Sandoz Group AG (SDZ SW) | 65204 | 4347607 |
|  | Sandoz Group AG (SDZNY US), ADR | 22234 | 1479201 |
|  | Schindler Holding AG | 1913 | 646670 |
|  | Schweiter Technologies AG | 63 | 21586 |

---

------

##### [**Table of Contents**](#toc)
**INTERNATIONAL VECTOR EQUITY PORTFOLIO** 

**CONTINUED** 

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  SWITZERLAND — (Continued) | SWITZERLAND — (Continued) |  |  |
|  # | Schweizerische Nationalbank | 5 | $21991 |
|  \*W | Sensirion Holding AG | 2087 | 149556 |
|  | SFS Group AG | 15315 | 2076972 |
|  | SGS SA | 27718 | 3125753 |
|  | Siegfried Holding AG | 29730 | 2867746 |
|  | Sika AG | 1591 | 311816 |
|  | Softwareone Holding AG | 2343 | 24076 |
|  | Sonova Holding AG | 1793 | 489077 |
|  | St. Galler Kantonalbank AG | 2464 | 1562960 |
|  | Sulzer AG | 19275 | 3221332 |
|  # | Swatch Group AG (UHR SW) | 1329 | 277743 |
|  # | Swatch Group AG (UHRN SW) | 13245 | 561599 |
|  | Swiss Life Holding AG | 7783 | 8448073 |
|  | Swiss Prime Site AG | 49392 | 7020722 |
|  | Swiss Re AG | 60123 | 10978576 |
|  # | Swisscom AG | 10284 | 7533263 |
|  | Swissquote Group Holding SA | 10916 | 6935398 |
|  | Thurgauer Kantonalbank | 163 | 31601 |
|  | TX Group AG | 2947 | 744297 |
|  \* | u-blox Holding AG | 4935 | 825413 |
|  #\* | UBS Group AG (UBS US) | 7186 | 275667 |
|  | UBS Group AG (UBSG SW) | 194963 | 7460320 |
|  | Valiant Holding AG | 13439 | 2211963 |
|  W | VAT Group AG | 852 | 372338 |
|  | Vaudoise Assurances Holding SA | 652 | 500729 |
|  | Vetropack Holding AG | 5026 | 134055 |
|  | Vontobel Holding AG | 27971 | 2121016 |
|  | VP Bank AG, Class A | 1813 | 181864 |
|  | VZ Holding AG | 8536 | 1667490 |
|  | V-ZUG Holding AG | 879 | 45312 |
|  | Walliser Kantonalbank | 1868 | 299658 |
|  | Ypsomed Holding AG | 126 | 49473 |
|  | Zehnder Group AG | 8980 | 791289 |
|  | Zug Estates Holding AG, Class B | 260 | 691310 |
|  | Zuger Kantonalbank | 98 | 1069016 |
|  | Zurich Insurance Group AG | 8171 | 5682694 |
|  TOTAL SWITZERLAND | TOTAL SWITZERLAND | TOTAL SWITZERLAND | 288355660 |
|  UNITED KINGDOM — (10.0%) | UNITED KINGDOM — (10.0%) |  |  |
|  | 3i Group PLC | 32200 | 1863433 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  UNITED KINGDOM — (Continued) | UNITED KINGDOM — (Continued) |  |  |
|  | 4imprint Group PLC | 11660 | $510623 |
|  | Aberdeen Group PLC | 757995 | 2021599 |
|  \* | Accesso Technology Group PLC | 5053 | 23545 |
|  | Admiral Group PLC | 36363 | 1565689 |
|  | Advanced Medical Solutions Group PLC | 59728 | 168748 |
|  \* | Afentra PLC | 51932 | 31048 |
|  | AG Barr PLC | 27916 | 245373 |
|  W | Airtel Africa PLC | 454430 | 1652614 |
|  | AJ Bell PLC | 138023 | 974413 |
|  W | Alfa Financial Software Holdings PLC | 62803 | 187076 |
|  | Anglo American PLC | 53044 | 2006793 |
|  | Anglo-Eastern Plantations PLC | 16732 | 307785 |
|  | Antofagasta PLC | 16978 | 623133 |
|  \* | AO World PLC | 151274 | 211557 |
|  | Ashmore Group PLC | 10809 | 26685 |
|  | Ashtead Group PLC | 127317 | 8504109 |
|  | Associated British Foods PLC | 34468 | 1040125 |
|  | AstraZeneca PLC (AZN US), Sponsored ADR | 178300 | 14691920 |
|  | Atalaya Mining Copper SA | 2664 | 23961 |
|  \* | Auction Technology Group PLC | 1188 | 4825 |
|  W | Auto Trader Group PLC | 223252 | 2290361 |
|  | Aviva PLC | 204514 | 1797534 |
|  | Avon Technologies PLC | 2059 | 51878 |
|  | B&M European Value Retail SA | 134289 | 317084 |
|  | Babcock International Group PLC | 295445 | 4717968 |
|  | BAE Systems PLC | 91186 | 2246227 |
|  W | Bakkavor Group PLC | 154207 | 449440 |
|  | Balfour Beatty PLC | 168944 | 1493139 |
|  | Barclays PLC (BARC LN) | 674450 | 3617494 |
|  | Barclays PLC (BCS US), Sponsored ADR | 70834 | 1522223 |
|  | Barratt Redrow PLC | 560369 | 2772974 |
|  | Beazley PLC | 168553 | 2062042 |
|  | Bellway PLC | 51846 | 1789360 |
|  | Berkeley Group Holdings PLC | 22346 | 1183780 |

---

------

##### [**Table of Contents**](#toc)
**INTERNATIONAL VECTOR EQUITY PORTFOLIO** 

**CONTINUED** 

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  UNITED KINGDOM — (Continued) | UNITED KINGDOM — (Continued) |  |  |
|  | Bloomsbury Publishing PLC | 50401 | $330710 |
|  | Bodycote PLC | 143576 | 1164065 |
|  | BP PLC (BP LN) | 1487940 | 8717554 |
|  | BP PLC (BP US), Sponsored ADR | 4950 | 173894 |
|  | Breedon Group PLC | 160457 | 726342 |
|  W | Bridgepoint Group PLC | 42729 | 169226 |
|  | British American Tobacco PLC (BATS LN) | 144281 | 7389423 |
|  | British American Tobacco PLC (BTI US), Sponsored ADR | 1755 | 89838 |
|  # | Brooks Macdonald Group PLC | 2498 | 57254 |
|  | BT Group PLC | 3828974 | 9344890 |
|  | Bunzl PLC | 15944 | 484661 |
|  \* | Burberry Group PLC | 150677 | 2452669 |
|  | Burford Capital Ltd. | 55297 | 543224 |
|  | Bytes Technology Group PLC (BYIT LN) | 10454 | 50948 |
|  | C&C Group PLC | 140783 | 252936 |
|  \* | Canal & SA | 161833 | 509602 |
|  | Capital Ltd. | 117538 | 185269 |
|  | Card Factory PLC | 389145 | 528859 |
|  \* | Carnival PLC (CCL LN) | 314 | 8158 |
|  \* | Carnival PLC (CUK US), ADR | 17224 | 447996 |
|  | Castings PLC | 1334 | 4269 |
|  | Central Asia Metals PLC | 121001 | 253066 |
|  | Centrica PLC | 2083514 | 4910428 |
|  | Chemring Group PLC | 44535 | 335716 |
|  | Chesnara PLC | 145725 | 526579 |
|  | Clarkson PLC | 13279 | 632933 |
|  \* | Close Brothers Group PLC | 132896 | 733072 |
|  W | CMC Markets PLC | 101905 | 288320 |
|  | Coats Group PLC | 1046043 | 1124127 |
|  | Coca-Cola HBC AG | 37278 | 1691603 |
|  | Compass Group PLC | 65028 | 2152415 |
|  | Computacenter PLC | 25723 | 969305 |
|  W | Convatec Group PLC | 41872 | 134475 |
|  | Costain Group PLC | 146961 | 296370 |
|  | Cranswick PLC | 8131 | 527496 |
|  | Crest Nicholson Holdings PLC | 340903 | 741169 |
|  | Croda International PLC | 3011 | 114282 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  UNITED KINGDOM — (Continued) | UNITED KINGDOM — (Continued) |  |  |
|  | Currys PLC | 989115 | $1825713 |
|  | CVS Group PLC | 21707 | 354111 |
|  | DCC PLC | 19035 | 1254007 |
|  \* | DFS Furniture PLC | 126133 | 264061 |
|  | Diploma PLC | 2859 | 210917 |
|  | DiscoverIE Group PLC | 49130 | 375747 |
|  # | Diversified Energy Co. PLC (DEC LN) | 16940 | 213770 |
|  | Dowlais Group PLC | 414070 | 449836 |
|  | Dr. Martens PLC | 103885 | 124263 |
|  | Drax Group PLC | 378778 | 3589936 |
|  | Dunelm Group PLC | 58420 | 857997 |
|  | easyJet PLC | 83048 | 528750 |
|  | Ecora Resources PLC | 123691 | 156071 |
|  | Elementis PLC | 223558 | 483236 |
|  | Energean PLC | 83379 | 1056717 |
|  | EnQuest PLC | 2434669 | 389200 |
|  | Entain PLC | 52436 | 546157 |
|  | Eurocell PLC | 42341 | 69230 |
|  | Experian PLC | 82899 | 3866837 |
|  | Fevara PLC | 4207 | 6686 |
|  | Firstgroup PLC | 858875 | 2372518 |
|  | Foresight Group Holdings Ltd. | 17500 | 104912 |
|  W | Forterra PLC | 15878 | 37996 |
|  | Foxtons Group PLC | 198325 | 143338 |
|  \* | Frasers Group PLC | 57024 | 547422 |
|  | Fresnillo PLC | 55053 | 1609923 |
|  \* | Frontier Developments PLC | 8719 | 59750 |
|  | Fuller Smith & Turner PLC, Class A | 27208 | 220269 |
|  \*W | Funding Circle Holdings PLC | 22235 | 38657 |
|  | Galliford Try Holdings PLC | 106890 | 729554 |
|  | Games Workshop Group PLC | 14940 | 3128558 |
|  \* | Gaming Realms PLC | 141719 | 76647 |
|  | Gamma Communications PLC | 2192 | 28617 |
|  | GB Group PLC | 94721 | 293206 |
|  \* | Genel Energy PLC | 88062 | 74321 |
|  | Genuit Group PLC | 130697 | 635441 |
|  \* | Georgia Capital PLC | 28802 | 980145 |
|  | Glencore PLC | 764042 | 3660194 |
|  | Gooch & Housego PLC | 12228 | 92512 |
|  | Goodwin PLC | 286 | 81622 |
|  | Grafton Group PLC, CDI | 112665 | 1408829 |
|  | Grainger PLC | 521679 | 1285344 |

---

------

##### [**Table of Contents**](#toc)
**INTERNATIONAL VECTOR EQUITY PORTFOLIO** 

**CONTINUED** 

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  UNITED KINGDOM — (Continued) | UNITED KINGDOM — (Continued) |  |  |
|  | Greencore Group PLC | 408487 | $1279615 |
|  | Greggs PLC | 68837 | 1459020 |
|  \* | Griffin Mining Ltd. | 37665 | 94169 |
|  | GSK PLC (GSK LN) | 71764 | 1680251 |
|  # | GSK PLC (GSK US), Sponsored ADR | 201719 | 9452552 |
|  | Gulf Keystone Petroleum Ltd. | 285155 | 678794 |
|  \* | Gulf Marine Services PLC | 466490 | 103062 |
|  \*W | Gym Group PLC | 139580 | 255138 |
|  | Haleon PLC (HLN LN) | 16968 | 78905 |
|  | Halfords Group PLC | 223454 | 438982 |
|  | Harbour Energy PLC | 5348 | 15829 |
|  | Hargreaves Services PLC | 19428 | 167538 |
|  | Harworth Group PLC | 104174 | 224460 |
|  | Hays PLC | 20119 | 15623 |
|  \* | Headlam Group PLC | 26964 | 18196 |
|  | Helical PLC | 109132 | 299096 |
|  \* | Helios Towers PLC | 21116 | 41525 |
|  | Henry Boot PLC | 52650 | 153121 |
|  | Hikma Pharmaceuticals PLC | 8723 | 211005 |
|  | Hill & Smith PLC | 27752 | 785298 |
|  | Hilton Food Group PLC | 8681 | 73411 |
|  | Hiscox Ltd. | 146977 | 2657095 |
|  | Hochschild Mining PLC | 452943 | 1968933 |
|  | Hollywood Bowl Group PLC | 149621 | 530092 |
|  W | Hostelworld Group PLC | 38772 | 64737 |
|  | Howden Joinery Group PLC | 263686 | 2994909 |
|  | HSBC Holdings PLC (HSBA LN) | 259243 | 3629257 |
|  | HSBC Holdings PLC (HSBC US), Sponsored ADR | 111006 | 7778190 |
|  | Hunting PLC | 130129 | 584377 |
|  W | Ibstock PLC | 18912 | 33974 |
|  | ICG PLC | 16634 | 422565 |
|  | IG Group Holdings PLC | 227840 | 3335024 |
|  | IMI PLC | 102880 | 3234445 |
|  | Imperial Brands PLC | 238012 | 9457237 |
|  | Inchcape PLC | 294056 | 2950807 |
|  | Informa PLC | 24371 | 310324 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  UNITED KINGDOM — (Continued) | UNITED KINGDOM — (Continued) |  |  |
|  | IntegraFin Holdings PLC | 78153 | $372207 |
|  | International Personal Finance PLC | 224665 | 603692 |
|  | International Workplace Group PLC | 273964 | 815346 |
|  | Intertek Group PLC | 27712 | 1845841 |
|  | Investec PLC | 86771 | 653354 |
|  \* | IP Group PLC | 1061745 | 843775 |
|  | Ithaca Energy PLC | 16690 | 47806 |
|  | ITV PLC | 674708 | 617598 |
|  | J D Wetherspoon PLC | 84531 | 717143 |
|  | J Sainsbury PLC | 367069 | 1648098 |
|  \* | James Fisher & Sons PLC | 41939 | 219177 |
|  | JD Sports Fashion PLC | 540948 | 662870 |
|  | JET2 PLC | 32832 | 573342 |
|  \* | John Wood Group PLC | 475730 | 115244 |
|  | Johnson Matthey PLC | 29651 | 830414 |
|  | Johnson Service Group PLC | 332159 | 591493 |
|  | Jupiter Fund Management PLC | 185781 | 371893 |
|  | Just Group PLC | 767492 | 2142514 |
|  | Kainos Group PLC | 13116 | 162754 |
|  | Keller Group PLC | 102134 | 2130505 |
|  | Kier Group PLC | 305232 | 868522 |
|  | Kingfisher PLC | 457234 | 1854349 |
|  # | Knights Group Holdings PLC | 24312 | 53754 |
|  | Lancashire Holdings Ltd. | 161145 | 1415049 |
|  | Legal & General Group PLC | 686237 | 2144434 |
|  | Lion Finance Group PLC | 39753 | 4184948 |
|  | Lloyds Banking Group PLC (LLOY LN) | 8411858 | 9862798 |
|  # | Lloyds Banking Group PLC (LYG US), ADR | 43332 | 204094 |
|  | London Stock Exchange Group PLC | 3945 | 491673 |
|  | LSL Property Services PLC | 28265 | 94770 |
|  W | Luceco PLC | 13306 | 23060 |
|  | M&G PLC | 185587 | 642533 |
|  | Man Group PLC | 639449 | 1766676 |

---

------

##### [**Table of Contents**](#toc)
**INTERNATIONAL VECTOR EQUITY PORTFOLIO** 

**CONTINUED** 

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  UNITED KINGDOM — (Continued) | UNITED KINGDOM — (Continued) |  |  |
|  | Marks & Spencer Group PLC | 1182464 | $6179343 |
|  | Marshalls PLC | 19760 | 43831 |
|  \* | Marston's PLC | 722235 | 434747 |
|  | McBride PLC | 98366 | 151605 |
|  | Me Group International PLC | 200583 | 496461 |
|  | Mears Group PLC | 152156 | 709194 |
|  | Melrose Industries PLC | 29821 | 245667 |
|  \* | Metro Bank Holdings PLC | 139467 | 214636 |
|  \* | Mitchells & Butlers PLC | 291273 | 931439 |
|  | Mitie Group PLC | 727166 | 1572833 |
|  | MJ Gleeson PLC | 15371 | 74534 |
|  | Mondi PLC | 56080 | 626848 |
|  | MONY Group PLC | 354885 | 905056 |
|  | Morgan Advanced Materials PLC | 167807 | 450010 |
|  | Morgan Sindall Group PLC | 23331 | 1425517 |
|  | MP Evans Group PLC | 6851 | 121534 |
|  | NatWest Group PLC (NWG LN) | 1485378 | 11435201 |
|  | NCC Group PLC | 57681 | 113451 |
|  | Next PLC | 23716 | 4456000 |
|  | Ninety One PLC | 211047 | 641546 |
|  | Norcros PLC | 65876 | 259579 |
|  W | On the Beach Group PLC | 21849 | 61033 |
|  | OSB Group PLC | 156755 | 1111074 |
|  | Oxford Instruments PLC | 16632 | 412651 |
|  | Pagegroup PLC | 184177 | 571678 |
|  | Pan African Resources PLC | 2059019 | 2262414 |
|  \* | Pantheon Resources PLC | 521617 | 191795 |
|  | Paragon Banking Group PLC | 231805 | 2528154 |
|  | PayPoint PLC | 44124 | 403911 |
|  | Pearson PLC (PSON LN) | 8619 | 119959 |
|  | Persimmon PLC | 30384 | 482896 |
|  | Pets at Home Group PLC | 342483 | 964748 |
|  | Pharos Energy PLC | 305691 | 82773 |
|  | Phoenix Group Holdings PLC | 41823 | 370503 |
|  \* | Pinewood Technologies Group PLC | 48447 | 234478 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  UNITED KINGDOM — (Continued) | UNITED KINGDOM — (Continued) |  |  |
|  | Playtech PLC | 131852 | $456348 |
|  | Plus500 Ltd. | 68343 | 2843715 |
|  | Polar Capital Holdings PLC | 58592 | 441705 |
|  | Pollen Street Group Ltd. | 5330 | 62050 |
|  | Porvair PLC | 5705 | 57482 |
|  | PPHE Hotel Group Ltd. | 6178 | 116162 |
|  | Premier Foods PLC | 619490 | 1485879 |
|  | Prudential PLC (PRU LN) | 17135 | 238315 |
|  \* | PureTech Health PLC (PRTC LN) | 105244 | 182760 |
|  | PZ Cussons PLC | 15556 | 15138 |
|  | QinetiQ Group PLC | 86454 | 545929 |
|  W | Quilter PLC | 245353 | 585793 |
|  | Rank Group PLC | 58841 | 91744 |
|  | Rathbones Group PLC | 743 | 17416 |
|  \*†† | Raven Property Group Ltd. | 76713 | 0 |
|  | Reach PLC | 389182 | 302161 |
|  | Reckitt Benckiser Group PLC | 194710 | 14893182 |
|  | Record PLC | 19236 | 15153 |
|  | RELX PLC (RELX US), Sponsored ADR | 71103 | 3145597 |
|  | RELX PLC (REN NA) | 1141 | 50254 |
|  | Renew Holdings PLC | 50132 | 610534 |
|  | Rentokil Initial PLC | 90463 | 504914 |
|  | Rightmove PLC | 345183 | 3030863 |
|  | Rio Tinto PLC (RIO LN) | 7021 | 506144 |
|  | Rio Tinto PLC (RIO US), Sponsored ADR | 88380 | 6340381 |
|  | Robert Walters PLC | 21507 | 42575 |
|  \* | Rockhopper Exploration PLC | 470244 | 508375 |
|  | Rotork PLC | 65437 | 294588 |
|  | RS Group PLC | 17075 | 124970 |
|  | S&U PLC | 1889 | 44253 |
|  W | Sabre Insurance Group PLC | 14703 | 25889 |
|  \* | Saga PLC | 93661 | 327954 |
|  | Sage Group PLC | 98770 | 1492945 |
|  \* | Savannah Energy PLC | 427262 | 39141 |
|  | Savills PLC | 63846 | 846061 |
|  | Schroders PLC | 15211 | 75907 |
|  | Secure Trust Bank PLC | 13910 | 178101 |

---

------

##### [**Table of Contents**](#toc)
**INTERNATIONAL VECTOR EQUITY PORTFOLIO** 

**CONTINUED** 

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  UNITED KINGDOM — (Continued) | UNITED KINGDOM — (Continued) |  |  |
|  | Senior PLC | 112837 | $282630 |
|  | Serco Group PLC | 812170 | 2710184 |
|  | Serica Energy PLC | 291652 | 833570 |
|  | Shell PLC (SHEL LN) | 153886 | 5769095 |
|  | Shell PLC (SHEL US), ADR | 260156 | 19490888 |
|  \* | Sigmaroc PLC | 228265 | 346631 |
|  | Smiths Group PLC | 9885 | 327332 |
|  | Softcat PLC | 58457 | 1231776 |
|  | Spectris PLC | 14574 | 786230 |
|  | Speedy Hire PLC | 411815 | 149149 |
|  | Spirax Group PLC | 2073 | 193354 |
|  W | Spire Healthcare Group PLC | 383520 | 1182427 |
|  | SSE PLC | 83541 | 2104630 |
|  | SSP Group PLC | 20359 | 41146 |
|  | St. James's Place PLC | 106820 | 1822567 |
|  | Standard Chartered PLC | 235313 | 4830326 |
|  \*†† | Studio Retail Group PLC | 41980 | 0 |
|  | Tate & Lyle PLC | 20070 | 101894 |
|  | Tatton Asset Management PLC | 1745 | 17061 |
|  | Taylor Wimpey PLC | 553900 | 766177 |
|  | TBC Bank Group PLC | 39463 | 2260919 |
|  | Telecom Plus PLC | 43906 | 1024120 |
|  | Tesco PLC | 1524768 | 9201473 |
|  | Topps Tiles PLC | 77798 | 35235 |
|  | TP ICAP Group PLC | 662927 | 2286412 |
|  \*W | Trainline PLC | 6614 | 21833 |
|  | Travis Perkins PLC | 69519 | 574783 |
|  | Trifast PLC | 31647 | 31582 |
|  | TT Electronics PLC | 57196 | 115981 |
|  # | Unilever PLC (UL US), Sponsored ADR | 215138 | 12949156 |
|  \* | Vanquis Banking Group PLC | 171307 | 256578 |
|  | Vertu Motors PLC | 320253 | 263644 |
|  | Vesuvius PLC | 248126 | 1224454 |
|  | Victrex PLC | 11652 | 99011 |
|  \* | Vistry Group PLC | 66720 | 565162 |
|  | Vodafone Group PLC (VOD LN) | 2093048 | 2533787 |
|  | Volex PLC | 38790 | 191118 |
|  | Volution Group PLC | 64022 | 552922 |
|  \*W | Watches of Switzerland Group PLC | 134493 | 694195 |
|  | Weir Group PLC | 10343 | 402631 |
|  | WH Smith PLC | 58228 | 517240 |
|  | Whitbread PLC | 25852 | 984191 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  UNITED KINGDOM — (Continued) | UNITED KINGDOM — (Continued) |  |  |
|  | Wickes Group PLC | 284546 | $827895 |
|  \* | Xaar PLC | 33765 | 56213 |
|  | XPS Pensions Group PLC | 55236 | 244679 |
|  | Young & Co.'s Brewery PLC (YNGA LN), Class A | 16919 | 171116 |
|  | Young & Co.'s Brewery PLC (YNGN LN) | 9297 | 75228 |
|  | Zigup PLC | 222757 | 1014804 |
|  TOTAL UNITED KINGDOM | TOTAL UNITED KINGDOM |  | 407332906 |
|  UNITED STATES — (0.2%) | UNITED STATES — (0.2%) |  |  |
|  \* | Flutter Entertainment PLC | 795 | 183150 |
|  \* | Gran Tierra Energy, Inc. (GTE CN) | 6863 | 23342 |
|  # | International Paper Co. | 128777 | 5042604 |
|  | MEG Energy Corp. | 208727 | 4416967 |
|  #\* | Perpetua Resources Corp. | 6110 | 146823 |
|  | Royal Gold, Inc. | 10 | 1748 |
|  TOTAL UNITED STATES | TOTAL UNITED STATES | TOTAL UNITED STATES | 9814634 |
|  TOTAL COMMON STOCKS | TOTAL COMMON STOCKS |  | 3928485655 |
|  PREFERRED STOCKS — (0.2%) | PREFERRED STOCKS — (0.2%) |  |  |
|  GERMANY — (0.2%) | GERMANY — (0.2%) |  |  |
|  | Bayerische Motoren Werke AG, 5.764% | 8786 | 761182 |
|  | Draegerwerk AG & Co. KGaA, 2.796% | 5950 | 501392 |
|  | Einhell Germany AG, 1.843% | 6306 | 598040 |
|  # | FUCHS SE, 3.020% | 40107 | 1795371 |
|  | Henkel AG & Co. KGaA, 2.901% | 17031 | 1379731 |
|  | Jungheinrich AG, 2.591% | 28006 | 1000883 |
|  | Porsche Automobil Holding SE, 5.552% | 2402 | 95440 |
|  | Sixt SE, 4.946% | 10610 | 674046 |
|  | STO SE & Co. KGaA, 2.782% | 1572 | 216108 |
|  | Villeroy & Boch AG, 5.438% | 5840 | 111422 |

---

------

##### [**Table of Contents**](#toc)
**INTERNATIONAL VECTOR EQUITY PORTFOLIO** 

**CONTINUED** 

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  GERMANY — (Continued) | GERMANY — (Continued) |  |  |
|  | Volkswagen AG, 7.042% | 24413 | $2542290 |
|  TOTAL GERMANY | TOTAL GERMANY | TOTAL GERMANY | 9675905 |
|  RIGHTS/WARRANTS — (0.0%) | RIGHTS/WARRANTS — (0.0%) |  |  |
|  AUSTRALIA — (0.0%) | AUSTRALIA — (0.0%) |  |  |
|  \* | Galan Lithium Ltd. Warrants | 852 | 0 |
|  \* | Silver Mines Ltd. Warrants 06/17/26 | 972 | 32 |
|  TOTAL AUSTRALIA | TOTAL AUSTRALIA | TOTAL AUSTRALIA | 32 |
|  CANADA — (0.0%) | CANADA — (0.0%) |  |  |
|  \* | Constellation Software, Inc. Warrants 03/31/2040 | 1092 | 0 |
|  GERMANY — (0.0%) | GERMANY — (0.0%) |  |  |
|  #\* | BayWa AG Rights 11/10/2025 | 6602 | 11339 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  ITALY — (0.0%) | ITALY — (0.0%) |  |  |
|  #\* | Webuild SpA Warrants 08/02/2030 | 10221 | $0 |
|  SPAIN — (0.0%) | SPAIN — (0.0%) |  |  |
|  \* | Vidrala SA Rights 11/17/2025 | 11818 | 55850 |
|  TOTAL RIGHTS/WARRANTS | TOTAL RIGHTS/WARRANTS |  | 67221 |
|  TOTAL INVESTMENT SECURITIES (Cost $2,231,674,984) | TOTAL INVESTMENT SECURITIES (Cost $2,231,674,984) |  | 3938228781 |
|  |  |  | **Value†** |
|  SECURITIES LENDING COLLATERAL — (3.6%) | SECURITIES LENDING COLLATERAL — (3.6%) |  |  |
|  @§ | The DFA Short Term Investment Fund | 12723986 | 147178344 |
|  TOTAL INVESTMENTS — (100.0%) (Cost $2,378,853,328) | TOTAL INVESTMENTS — (100.0%) (Cost $2,378,853,328) |  | $4085407125 |

---

As of October 31, 2025, International Vector Equity Portfolio had entered into the following outstanding futures contracts:

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Description** | **Number of<br>Contracts** | **Expiration<br>Date** | **Notional<br>Value** | **Market<br>Value** | **Unrealized<br>Appreciation<br>(Depreciation)** |
|  **Long Position Contracts:** |  |  |  |  |  |
|  S&P 500<sup>®</sup> Emini Index | 97 | 12/19/25 | $32756616 | $33338900 | $582284 |
|  **Total Futures Contracts** |  |  | $**32756616** | $**33338900** | **$582284** |

---

As of October 31, 2025, the value of Rule 144A securities amounted to $75,565,931 or 1.9% of net assets.

Summary of the Portfolio's investments as of October 31, 2025, 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)** |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Level 1**  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Level 2**  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Level 3**  | **Total** |
|  **Assets** |  |  |  |  |
|  Common Stocks |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Australia | $1360188 | $242414810 | $15131 | $243790129 |
| &nbsp;&nbsp;&nbsp;&nbsp; Austria |  | 27926008 |  | 27926008 |
| &nbsp;&nbsp;&nbsp;&nbsp; Belgium | 496431 | 64476770 |  | 64973201 |
| &nbsp;&nbsp;&nbsp;&nbsp; Brazil |  | 148718 |  | 148718 |
| &nbsp;&nbsp;&nbsp;&nbsp; Canada | 466402236 | 1552295 | 1201 | 467955732 |
| &nbsp;&nbsp;&nbsp;&nbsp; China | 4121566 | 40616 |  | 4162182 |
| &nbsp;&nbsp;&nbsp;&nbsp; Denmark |  | 95490741 |  | 95490741 |

---

------

##### [**Table of Contents**](#toc)
**INTERNATIONAL VECTOR EQUITY 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** |
| &nbsp;&nbsp;&nbsp;&nbsp; Finland |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$72603469 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$72603469 |
| &nbsp;&nbsp;&nbsp;&nbsp; France |  | 261212171 |  | 261212171 |
| &nbsp;&nbsp;&nbsp;&nbsp; Germany | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$11239976 | 311872646 |  | 323112622 |
| &nbsp;&nbsp;&nbsp;&nbsp; Hong Kong |  | 57023492 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$31539 | 57055031 |
| &nbsp;&nbsp;&nbsp;&nbsp; Ireland |  | 24027591 |  | 24027591 |
| &nbsp;&nbsp;&nbsp;&nbsp; Israel | 2866506 | 46617581 |  | 49484087 |
| &nbsp;&nbsp;&nbsp;&nbsp; Italy | 1200926 | 122334438 |  | 123535364 |
| &nbsp;&nbsp;&nbsp;&nbsp; Japan | 8381246 | 933857108 |  | 942238354 |
| &nbsp;&nbsp;&nbsp;&nbsp; Netherlands | 27204883 | 103994948 |  | 131199831 |
| &nbsp;&nbsp;&nbsp;&nbsp; New Zealand | 12215 | 11018366 |  | 11030581 |
| &nbsp;&nbsp;&nbsp;&nbsp; Norway |  | 31776545 |  | 31776545 |
| &nbsp;&nbsp;&nbsp;&nbsp; Portugal |  | 15949832 |  | 15949832 |
| &nbsp;&nbsp;&nbsp;&nbsp; Singapore |  | 42680377 |  | 42680377 |
| &nbsp;&nbsp;&nbsp;&nbsp; Spain | 114241 | 125097462 |  | 125211703 |
| &nbsp;&nbsp;&nbsp;&nbsp; Sweden | 66257 | 107351929 |  | 107418186 |
| &nbsp;&nbsp;&nbsp;&nbsp; Switzerland | 34615956 | 253739704 |  | 288355660 |
| &nbsp;&nbsp;&nbsp;&nbsp; United Kingdom | 76286729 | 331046177 |  | 407332906 |
| &nbsp;&nbsp;&nbsp;&nbsp; United States | 4588880 | 5225754 |  | 9814634 |
|  Preferred Stocks |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Germany |  | 9675905 |  | 9675905 |
|  Rights/Warrants |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Australia |  | 32 |  | 32 |
| &nbsp;&nbsp;&nbsp;&nbsp; Canada |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Germany |  | 11339 |  | 11339 |
| &nbsp;&nbsp;&nbsp;&nbsp; Italy |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Spain |  | 55850 |  | 55850 |
|  Securities Lending Collateral |  | 147178344 |  | 147178344 |
|  Total Investments in Securities | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$638958236 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$3446401018 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$47,871<> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$4085407125 |
|  **Financial Instruments** |  |  |  |  |
|  **Assets** |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Futures Contracts\*\* | 582284 |  |  | 582284 |
|  Total Financial Instruments | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$582284 |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$582284 |

---

\*\* Valued at the unrealized appreciation/(depreciation) on the investment.

---

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

---

See accompanying Notes to Financial Statements.

------

##### [**Table of Contents**](#toc)
**INTERNATIONAL HIGH RELATIVE PROFITABILITY PORTFOLIO** 

**SCHEDULE OF INVESTMENTS** 

**October 31, 2025** 

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  COMMON STOCKS — (95.4%) | COMMON STOCKS — (95.4%) | COMMON STOCKS — (95.4%) | COMMON STOCKS — (95.4%) |
|  AUSTRALIA — (6.3%) | AUSTRALIA — (6.3%) | AUSTRALIA — (6.3%) | AUSTRALIA — (6.3%) |
|  | ALS Ltd. | 131025 | $1859599 |
|  | Aristocrat Leisure Ltd. | 95426 | 3948263 |
|  | BHP Group Ltd. (BHP AU) | 172250 | 4910537 |
|  # | BHP Group Ltd. (BHP LN), Class DI | 166810 | 4749623 |
|  # | BHP Group Ltd. (BHP US), Sponsored ADR | 351820 | 20071331 |
|  | Brambles Ltd. | 418805 | 6805399 |
|  | Cochlear Ltd. | 4195 | 787568 |
|  | Coles Group Ltd. | 374620 | 5402977 |
|  | Computershare Ltd. | 100387 | 2398201 |
|  # | Eagers Automotive Ltd. | 20814 | 463181 |
|  | Endeavour Group Ltd. | 298180 | 713382 |
|  | Evolution Mining Ltd. | 558796 | 3954356 |
|  | Fortescue Ltd. | 430147 | 5982153 |
|  | Insurance Australia Group Ltd. | 368986 | 1896897 |
|  | JB Hi-Fi Ltd. | 45491 | 3111873 |
|  | Lottery Corp. Ltd. | 404732 | 1455828 |
|  | Medibank Pvt Ltd. | 791084 | 2524736 |
|  | Netwealth Group Ltd. | 35013 | 704740 |
|  | Northern Star Resources Ltd. | 53302 | 859486 |
|  | Pro Medicus Ltd. | 17321 | 2974100 |
|  | Qantas Airways Ltd. | 42577 | 283654 |
|  # | Ramsay Health Care Ltd. | 3770 | 79095 |
|  | REA Group Ltd. | 17630 | 2456510 |
|  | Rio Tinto Ltd. | 89943 | 7809414 |
|  | SGH Ltd. | 42548 | 1348151 |
|  | Technology One Ltd. | 75294 | 1813383 |
|  | Telstra Group Ltd. (TLS AU) | 1018886 | 3255173 |
|  | Wesfarmers Ltd. | 209238 | 11484227 |
|  | Woolworths Group Ltd. | 243657 | 4526902 |
|  \* | Xero Ltd. | 17550 | 1660321 |
|  | Yancoal Australia Ltd. | 135682 | 493683 |
|  TOTAL AUSTRALIA | TOTAL AUSTRALIA | TOTAL AUSTRALIA | 110784743 |
|  AUSTRIA — (0.2%) | AUSTRIA — (0.2%) | AUSTRIA — (0.2%) | AUSTRIA — (0.2%) |
|  | Erste Group Bank AG | 941 | 97477 |
|  | OMV AG | 35452 | 1940860 |
|  | Verbund AG | 11094 | 856237 |
|  TOTAL AUSTRIA | TOTAL AUSTRIA | TOTAL AUSTRIA | 2894574 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  BELGIUM — (0.8%) | BELGIUM — (0.8%) | BELGIUM — (0.8%) | BELGIUM — (0.8%) |
|  | Anheuser-Busch InBev SA (ABI BB) | 66320 | $4044008 |
|  | KBC Group NV | 55915 | 6727101 |
|  | UCB SA | 13338 | 3429759 |
|  TOTAL BELGIUM | TOTAL BELGIUM | TOTAL BELGIUM | 14200868 |
|  CANADA — (8.7%) | CANADA — (8.7%) | CANADA — (8.7%) | CANADA — (8.7%) |
|  | Agnico Eagle Mines Ltd. (AEM CN) | 5000 | 804178 |
|  | Agnico Eagle Mines Ltd. (AEM US) | 32170 | 5173258 |
|  | Alamos Gold, Inc. (AGI CN), Class A | 4404 | 135773 |
|  | Alimentation Couche-Tard, Inc. | 134794 | 6850463 |
|  | ARC Resources Ltd. | 231606 | 4271967 |
|  # | BCE, Inc. (BCE US) | 16155 | 369303 |
|  # | Canadian National Railway Co. (CNI US) | 28125 | 2697469 |
|  | Canadian National Railway Co. (CNR CN) | 66354 | 6362660 |
|  | Canadian Natural Resources Ltd. (CNQ US) | 351301 | 11248658 |
|  | CCL Industries, Inc., Class B | 37629 | 2099100 |
|  \* | Celestica, Inc. (CLS US) | 31528 | 10860765 |
|  | Cenovus Energy, Inc. (CVE US) | 357999 | 6057343 |
|  | CGI, Inc. (GIB US) | 4171 | 362877 |
|  | CGI, Inc. (GIBA CN) | 49794 | 4333432 |
|  | Colliers International Group, Inc. (CIGI US) | 3366 | 536978 |
|  | Constellation Software, Inc. | 2686 | 7068725 |
|  | Dollarama, Inc. | 59591 | 7745917 |
|  | Element Fleet Management Corp. | 99661 | 2688086 |
|  | Empire Co. Ltd., Class A | 33313 | 1131770 |
|  | FirstService Corp. (FSV CN) | 38 | 6049 |
|  | FirstService Corp. (FSV US) | 1428 | 227637 |
|  | George Weston Ltd. | 45902 | 2791004 |

---

------

##### [**Table of Contents**](#toc)
**INTERNATIONAL HIGH RELATIVE PROFITABILITY PORTFOLIO** 

**CONTINUED** 

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  CANADA — (Continued) | CANADA — (Continued) | CANADA — (Continued) | CANADA — (Continued) |
|  # | Gildan Activewear, Inc. (GIL US) | 24992 | $1456784 |
|  | iA Financial Corp., Inc. | 12421 | 1466201 |
|  | Imperial Oil Ltd. (IMO US) | 31429 | 2772352 |
|  | Intact Financial Corp. | 19703 | 3675374 |
|  | Keyera Corp. | 47277 | 1395844 |
|  | Kinross Gold Corp. (KGC US) | 397858 | 9246220 |
|  | Loblaw Cos. Ltd. | 78728 | 3128800 |
|  | Lundin Gold, Inc. | 17850 | 1213502 |
|  | Lundin Mining Corp. | 79 | 1271 |
|  | Magna International, Inc. (MG CN) | 43120 | 2037098 |
|  | Magna International, Inc. (MGA US) | 53530 | 2527151 |
|  | Manulife Financial Corp. (MFC US) | 41464 | 1342190 |
|  | Metro, Inc. | 45013 | 3000439 |
|  | Open Text Corp. (OTEX CN) | 21163 | 811936 |
|  | Pan American Silver Corp. (PAAS US) | 1424 | 50139 |
|  | Parkland Corp. | 1479 | 42138 |
|  | RB Global, Inc. (RBA US) | 16123 | 1599724 |
|  | Restaurant Brands International, Inc. (QSR CN) | 19350 | 1270915 |
|  | Restaurant Brands International, Inc. (QSR US) | 39187 | 2574194 |
|  | Rogers Communications, Inc. (RCI US), Class B | 19233 | 752780 |
|  # | Rogers Communications, Inc. (RCIB CN), Class B | 130937 | 5124332 |
|  | Stantec, Inc. (STN CN) | 1995 | 220929 |
|  | Stantec, Inc. (STN US) | 15440 | 1711987 |
|  | Suncor Energy, Inc. (SU US) | 239985 | 9553803 |
|  | TFI International, Inc. (TFII US) | 2000 | 179460 |
|  # | Thomson Reuters Corp. (TRI US) | 7259 | 1111063 |
|  | Toromont Industries Ltd. | 16993 | 2041632 |
|  | Tourmaline Oil Corp. | 69750 | 3067896 |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** | **Value»** |
|  CANADA — (Continued) | CANADA — (Continued) | CANADA — (Continued) | CANADA — (Continued) | CANADA — (Continued) |
|  | Waste Connections, Inc. (WCN US) | 22078 | $| 3702039 |
|  | WSP Global, Inc. | 17913 |  | 3424614 |
|  TOTAL CANADA | TOTAL CANADA | TOTAL CANADA |  | 154326219 |
|  DENMARK — (1.3%) | DENMARK — (1.3%) | DENMARK — (1.3%) | DENMARK — (1.3%) | DENMARK — (1.3%) |
|  | Coloplast AS, Class B | 3727 |  | 337086 |
|  # | Novo Nordisk AS (NOVOB DC), Class B | 364085 |  | 17924513 |
|  | Pandora AS | 36743 |  | 4916533 |
|  TOTAL DENMARK | TOTAL DENMARK | TOTAL DENMARK |  | 23178132 |
|  FINLAND — (0.9%) | FINLAND — (0.9%) | FINLAND — (0.9%) | FINLAND — (0.9%) | FINLAND — (0.9%) |
|  | Kone OYJ, Class B | 78750 |  | 5261526 |
|  # | Metso OYJ | 152746 |  | 2504881 |
|  | Nordea Bank Abp (NDA FH) | 93175 |  | 1593927 |
|  | Sampo OYJ, Class A | 266260 |  | 2967821 |
|  | Wartsila OYJ Abp | 90790 |  | 2970385 |
|  TOTAL FINLAND | TOTAL FINLAND | TOTAL FINLAND |  | 15298540 |
|  FRANCE — (10.7%) | FRANCE — (10.7%) | FRANCE — (10.7%) | FRANCE — (10.7%) | FRANCE — (10.7%) |
|  | Airbus SE | 101383 |  | 24998111 |
|  | Bouygues SA | 36959 |  | 1668259 |
|  | Bureau Veritas SA | 121130 |  | 3980627 |
|  | Cie de Saint-Gobain SA | 14298 |  | 1387792 |
|  | Eiffage SA | 39175 |  | 4820474 |
|  | Engie SA | 253159 |  | 5927199 |
|  | Eurofins Scientific SE | 15773 |  | 1112461 |
|  | Hermes International SCA | 6104 |  | 15104097 |
|  | L'Oreal SA | 7662 |  | 3197439 |
|  | LVMH Moet Hennessy Louis Vuitton SE | 65240 |  | 46113106 |
|  | Orange SA (ORA FP) | 879667 |  | 14071474 |
|  | Publicis Groupe SA (PUB FP) | 11644 |  | 1167068 |
|  | Safran SA | 65453 |  | 23256650 |
|  | Thales SA | 16027 |  | 4570144 |
|  | TotalEnergies SE (TTE FP) | 487200 |  | 30418342 |
|  | Vinci SA | 56087 |  | 7499743 |
|  TOTAL FRANCE | TOTAL FRANCE | TOTAL FRANCE |  | 189292986 |
|  GERMANY — (6.6%) | GERMANY — (6.6%) | GERMANY — (6.6%) | GERMANY — (6.6%) | GERMANY — (6.6%) |
|  | adidas AG | 33434 |  | 6321780 |
|  \* | Aumovio SE | 13219 |  | 568357 |
|  | BASF SE | 13600 |  | 671049 |
|  | Bayer AG | 221721 |  | 6896518 |
|  | Continental AG | 26439 |  | 2020254 |

---

------

##### [**Table of Contents**](#toc)
**INTERNATIONAL HIGH RELATIVE PROFITABILITY PORTFOLIO** 

**CONTINUED** 

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** | **Value»** |
|  GERMANY — (Continued) | GERMANY — (Continued) | GERMANY — (Continued) | GERMANY — (Continued) | GERMANY — (Continued) |
|  | Daimler Truck Holding AG | 29490 | $| 1182038 |
|  | Deutsche Boerse AG | 38503 |  | 9750498 |
|  | Deutsche Post AG | 223799 |  | 10282747 |
|  | Deutsche Telekom AG (DTE GR) | 636665 |  | 19720807 |
|  | E.ON SE | 438411 |  | 8157240 |
|  | GEA Group AG | 22438 |  | 1604937 |
|  | Hannover Rueck SE | 8495 |  | 2425139 |
|  | HOCHTIEF AG | 2891 |  | 829829 |
|  | Infineon Technologies AG (IFX GR) | 185168 |  | 7349854 |
|  | Knorr-Bremse AG | 21432 |  | 1994204 |
|  # | MTU Aero Engines AG | 8699 |  | 3801681 |
|  | Muenchener Rueckversicherungs-Gesellschaft AG in Muenchen | 1989 |  | 1230582 |
|  | Nemetschek SE | 19407 |  | 2242489 |
|  | Rheinmetall AG | 13047 |  | 25647586 |
|  \* | Siemens Energy AG | 10146 |  | 1264043 |
|  W | Siemens Healthineers AG | 24941 |  | 1397942 |
|  | Symrise AG | 8491 |  | 702197 |
|  \* | Talanx AG | 6982 |  | 850207 |
|  | Volkswagen AG | 4158 |  | 438593 |
|  TOTAL GERMANY | TOTAL GERMANY | TOTAL GERMANY |  | 117350571 |
|  HONG KONG — (1.7%) | HONG KONG — (1.7%) | HONG KONG — (1.7%) | HONG KONG — (1.7%) | HONG KONG — (1.7%) |
|  | AIA Group Ltd. | 499800 |  | 4863419 |
|  | Cathay Pacific Airways Ltd. | 238000 |  | 338798 |
|  | HKT Trust & HKT Ltd. | 2020000 |  | 2949547 |
|  | Hong Kong Exchanges & Clearing Ltd. | 229237 |  | 12494078 |
|  | PRADA SpA | 215800 |  | 1273493 |
|  | SITC International Holdings Co. Ltd. | 259000 |  | 955624 |
|  | Techtronic Industries Co. Ltd. | 438000 |  | 5108834 |
|  W | WH Group Ltd. | 2039863 |  | 1962178 |
|  TOTAL HONG KONG | TOTAL HONG KONG | TOTAL HONG KONG |  | 29945971 |
|  IRELAND — (0.2%) | IRELAND — (0.2%) | IRELAND — (0.2%) | IRELAND — (0.2%) | IRELAND — (0.2%) |
|  | AIB Group PLC | 149539 |  | 1378200 |
|  | Kingspan Group PLC (KSP ID) | 38555 |  | 2886932 |
|  TOTAL IRELAND | TOTAL IRELAND | TOTAL IRELAND |  | 4265132 |
|  ISRAEL — (0.8%) | ISRAEL — (0.8%) | ISRAEL — (0.8%) | ISRAEL — (0.8%) | ISRAEL — (0.8%) |
|  | Bank Leumi Le-Israel BM | 58029 |  | 1177755 |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** | **Value»** |
|  ISRAEL — (Continued) | ISRAEL — (Continued) | ISRAEL — (Continued) | ISRAEL — (Continued) | ISRAEL — (Continued) |
|  | Bezeq The Israeli Telecommunication Corp. Ltd. | 544901 | $| 1116121 |
|  | Clal Insurance Enterprises Holdings Ltd. | 3109 |  | 172877 |
|  | Delek Group Ltd. | 3056 |  | 803474 |
|  | Electra Ltd. | 6620 |  | 209776 |
|  \* | Fattal Holdings 1998 Ltd. | 2058 |  | 373539 |
|  | First International Bank of Israel Ltd. | 7956 |  | 572211 |
|  | Formula Systems 1985 Ltd. (FORTY IT) | 1056 |  | 153295 |
|  | Hilan Ltd. | 2776 |  | 218695 |
|  | Matrix IT Ltd. | 6755 |  | 250162 |
|  | Menora Mivtachim Holdings Ltd. | 7524 |  | 749464 |
|  | Mizrahi Tefahot Bank Ltd. | 32684 |  | 2125034 |
|  | Next Vision Stabilized Systems Ltd. | 10203 |  | 447951 |
|  | One Software Technologies Ltd. | 4103 |  | 110328 |
|  | Paz Retail & Energy Ltd. | 1708 |  | 364887 |
|  | Phoenix Financial Ltd. | 47121 |  | 1814018 |
|  | Shufersal Ltd. | 37120 |  | 461326 |
|  \* | Teva Pharmaceutical Industries Ltd. (TEVA IT) | 23641 |  | 484082 |
|  \* | Teva Pharmaceutical Industries Ltd. (TEVA US), Sponsored ADR | 116283 |  | 2381476 |
|  TOTAL ISRAEL | TOTAL ISRAEL | TOTAL ISRAEL |  | 13986471 |
|  ITALY — (1.9%) | ITALY — (1.9%) | ITALY — (1.9%) | ITALY — (1.9%) | ITALY — (1.9%) |
|  | Banca Mediolanum SpA | 58170 |  | 1169476 |
|  | Enel SpA | 1636772 |  | 16557188 |
|  | Eni SpA (ENI IM) | 71110 |  | 1311231 |
|  | Ferrari NV (RACE IM) | 1191 |  | 476948 |
|  # | Ferrari NV (RACE US)  | 13483 |  | 5446458 |
|  | FinecoBank Banca Fineco SpA | 141842 |  | 3245366 |
|  | Moncler SpA | 39460 |  | 2367180 |
|  W | Poste Italiane SpA | 37268 |  | 898528 |
|  | Prysmian SpA | 7511 |  | 783125 |
|  | Recordati Industria Chimica e Farmaceutica SpA | 23393 |  | 1392392 |
|  TOTAL ITALY | TOTAL ITALY | TOTAL ITALY |  | 33647892 |

---

------

##### [**Table of Contents**](#toc)
**INTERNATIONAL HIGH RELATIVE PROFITABILITY PORTFOLIO** 

**CONTINUED** 

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  JAPAN — (22.5%) | JAPAN — (22.5%) | JAPAN — (22.5%) | JAPAN — (22.5%) |
|  | Advantest Corp. | 132000 | $19766445 |
|  | Aeon Co. Ltd. | 402300 | 6363059 |
|  | Air Water, Inc. | 74984 | 1047167 |
|  | Ajinomoto Co., Inc. | 151600 | 4299725 |
|  | Asahi Intecc Co. Ltd. | 33200 | 526463 |
|  | Asics Corp. | 141400 | 3600633 |
|  | Astellas Pharma, Inc. | 463400 | 4850698 |
|  | Bandai Namco Holdings, Inc. | 77100 | 2399536 |
|  | BayCurrent, Inc. | 49200 | 2256509 |
|  | BIPROGY, Inc. | 34900 | 1409660 |
|  | Blue Zones Holdings Co. Ltd. | 4200 | 213752 |
|  | Bridgestone Corp. | 86900 | 3793630 |
|  | Capcom Co. Ltd. | 126400 | 3300696 |
|  | Chugai Pharmaceutical Co. Ltd. | 138300 | 6329677 |
|  | Cosmo Energy Holdings Co. Ltd. | 31000 | 707897 |
|  | Cosmos Pharmaceutical Corp. | 14400 | 644276 |
|  | CyberAgent, Inc. | 5400 | 53829 |
|  | Daicel Corp. | 16400 | 141107 |
|  | Daifuku Co. Ltd. | 42300 | 1348388 |
|  | Daiichi Sankyo Co. Ltd. | 118300 | 2825964 |
|  | Daikin Industries Ltd. | 28100 | 3264658 |
|  | Daito Trust Construction Co. Ltd. | 146295 | 2735139 |
|  | Daiwa House Industry Co. Ltd. | 126300 | 4285112 |
|  | Dentsu Soken, Inc. | 4500 | 222850 |
|  | Disco Corp. | 16400 | 5446160 |
|  # | DMG Mori Co. Ltd. | 6500 | 100811 |
|  | Ebara Corp. | 153500 | 4093433 |
|  | Fast Retailing Co. Ltd. | 31800 | 11674408 |
|  | Food & Life Cos. Ltd. | 15500 | 755987 |
|  | Fuji Electric Co. Ltd. | 33000 | 2356905 |
|  | Fujikura Ltd. | 66600 | 9069190 |
|  | Fujitsu Ltd. | 295200 | 7693041 |
|  | Fuyo General Lease Co. Ltd. | 11700 | 305891 |
|  | GMO Payment Gateway, Inc. | 8660 | 472406 |
|  | Hitachi Construction Machinery Co. Ltd. | 27100 | 882023 |
|  | Hitachi Ltd. (6501 JP) | 171900 | 5871929 |
|  | Hoya Corp. | 63300 | 10281946 |
|  | IHI Corp. | 185500 | 3840609 |
|  | Inpex Corp. | 249400 | 4601959 |
|  | Internet Initiative Japan, Inc. | 47200 | 851606 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |
|  | Isuzu Motors Ltd. | 177100 | $2173067 |
|  | J Front Retailing Co. Ltd. | 56700 | 852805 |
|  | Japan Airlines Co. Ltd. | 35500 | 639547 |
|  | Japan Airport Terminal Co. Ltd. | 15500 | 481607 |
|  | Japan Exchange Group, Inc. | 442900 | 4938850 |
|  | Kakaku.com, Inc. | 20400 | 362661 |
|  | Kao Corp. | 9700 | 410500 |
|  | Kawasaki Heavy Industries Ltd. | 42000 | 3363217 |
|  | KDDI Corp. | 763000 | 12162486 |
|  # | Kobe Bussan Co. Ltd. | 43400 | 1007058 |
|  | Kobe Steel Ltd. | 98300 | 1156929 |
|  | Komatsu Ltd. | 155100 | 5188242 |
|  | Konami Group Corp. | 24500 | 4080112 |
|  | Kuraray Co. Ltd. | 53500 | 579756 |
|  | Kurita Water Industries Ltd. | 27200 | 1030444 |
|  # | Lasertec Corp. | 14300 | 2903361 |
|  | Marui Group Co. Ltd. | 2900 | 55617 |
|  | Maruwa Co. Ltd. | 1300 | 367558 |
|  | McDonald's Holdings Co. Japan Ltd. | 28400 | 1111007 |
|  | Minebea Mitsumi, Inc. | 12900 | 254953 |
|  | Mitsubishi Chemical Group Corp. | 600 | 3134 |
|  | Mitsubishi HC Capital, Inc. | 364550 | 2851754 |
|  | Mitsubishi Motors Corp. | 93900 | 228827 |
|  | MonotaRO Co. Ltd. | 82413 | 1149834 |
|  | MS&AD Insurance Group Holdings, Inc. | 142800 | 2943745 |
|  | NIDEC Corp. (6594 JP) | 57700 | 702023 |
|  | Nippon Express Holdings, Inc. | 108603 | 2310559 |
|  | Nippon Sanso Holdings Corp. | 82800 | 2749938 |
|  | Nissan Chemical Corp. | 52300 | 1766990 |
|  | Niterra Co. Ltd. | 39900 | 1636821 |
|  | Nitto Denko Corp. | 147600 | 3675956 |
|  | Nomura Research Institute Ltd. | 77000 | 2973205 |
|  | Olympus Corp. | 233700 | 2876137 |
|  | Open House Group Co. Ltd. | 30200 | 1453313 |
|  | Oracle Corp. Japan | 13175 | 1214601 |
|  | Organo Corp. | 2100 | 180220 |
|  | Oriental Land Co. Ltd. | 48200 | 975456 |

---

------

##### [**Table of Contents**](#toc)
**INTERNATIONAL HIGH RELATIVE PROFITABILITY PORTFOLIO** 

**CONTINUED** 

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |
|  | Otsuka Corp. | 63800 | $1261330 |
|  | Pan Pacific International Holdings Corp. | 757000 | 4503096 |
|  | Persol Holdings Co. Ltd. | 700900 | 1162698 |
|  | Rakus Co. Ltd. | 42202 | 340688 |
|  \* | Rakuten Bank Ltd. | 1400 | 76842 |
|  \* | Rakuten Group, Inc. | 149841 | 980290 |
|  | Recruit Holdings Co. Ltd. | 267200 | 13249896 |
|  | Resonac Holdings Corp. | 45200 | 1760979 |
|  | Ryohin Keikaku Co. Ltd. | 126200 | 2595853 |
|  | Sankyo Co. Ltd. | 51500 | 893389 |
|  | Sanrio Co. Ltd. | 28800 | 1332817 |
|  | Sanwa Holdings Corp. | 92100 | 2511724 |
|  | SCREEN Holdings Co. Ltd. | 19000 | 1801156 |
|  | SCSK Corp. | 78100 | 2869911 |
|  | Seibu Holdings, Inc. | 58800 | 2066704 |
|  | Seven & i Holdings Co. Ltd. | 451800 | 5746803 |
|  | SG Holdings Co. Ltd. | 72800 | 669076 |
|  \* | Sharp Corp. | 12200 | 67724 |
|  | Skylark Holdings Co. Ltd. | 110300 | 1995051 |
|  | Socionext, Inc. | 9521 | 214266 |
|  | SoftBank Corp. | 6266000 | 8903973 |
|  | SoftBank Group Corp. | 89100 | 15634245 |
|  \* | Sony Financial Group, Inc. | 1455000 | 1467179 |
|  | Sony Group Corp. (6758 JP) | 1455000 | 40521138 |
|  | Subaru Corp. | 182700 | 3886599 |
|  | Sugi Holdings Co. Ltd. | 12200 | 263541 |
|  # | Sumitomo Forestry Co. Ltd. | 110100 | 1145345 |
|  | Sundrug Co. Ltd. | 24600 | 663959 |
|  | Suzuki Motor Corp. | 156800 | 2340847 |
|  | Sysmex Corp. | 121000 | 1348855 |
|  | TDK Corp. (6762 JP) | 390000 | 6814159 |
|  | TIS, Inc. | 83600 | 2880089 |
|  | Toei Animation Co. Ltd. | 4500 | 84339 |
|  | Tokio Marine Holdings, Inc. (8766 JP) | 264300 | 9856584 |
|  | Tokyo Century Corp. | 72900 | 860355 |
|  | Tokyo Electron Ltd. | 80300 | 17703757 |
|  | Tokyu Fudosan Holdings Corp. | 14600 | 117657 |
|  # | Toridoll Holdings Corp. | 6500 | 188268 |
|  | Toyo Tire Corp. | 29000 | 792572 |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** | **Value»** |
|  JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |
|  # | Toyota Motor Corp. (TM US), Sponsored ADR | 30391 | $| 6205538 |
|  | Toyota Tsusho Corp. | 92100 |  | 2815150 |
|  | Trend Micro, Inc. (4704 JP) | 49100 |  | 2505693 |
|  | Unicharm Corp. | 1501 |  | 9287 |
|  | USS Co. Ltd. | 177800 |  | 1962534 |
|  \* | Visional, Inc. | 300 |  | 20830 |
|  | Welcia Holdings Co. Ltd. | 24800 |  | 494583 |
|  | Yamazaki Baking Co. Ltd. | 1200 |  | 23583 |
|  | Yokogawa Electric Corp. | 52800 |  | 1579483 |
|  | Yokohama Rubber Co. Ltd. | 3500 |  | 124912 |
|  | Zensho Holdings Co. Ltd. | 36200 |  | 2254030 |
|  | ZOZO, Inc. | 134200 |  | 1160093 |
|  TOTAL JAPAN | TOTAL JAPAN | TOTAL JAPAN |  | 398226934 |
|  NETHERLANDS — (3.7%) | NETHERLANDS — (3.7%) | NETHERLANDS — (3.7%) | NETHERLANDS — (3.7%) | NETHERLANDS — (3.7%) |
|  | ASML Holding NV (ASML NA) | 25123 |  | 26562783 |
|  | ASML Holding NV (ASML US) | 21467 |  | 22738490 |
|  | ASR Nederland NV | 48477 |  | 3235289 |
|  | Koninklijke KPN NV | 1130650 |  | 5232039 |
|  | Wolters Kluwer NV | 67086 |  | 8223773 |
|  TOTAL NETHERLANDS | TOTAL NETHERLANDS | TOTAL NETHERLANDS |  | 65992374 |
|  NEW ZEALAND — (0.2%) | NEW ZEALAND — (0.2%) | NEW ZEALAND — (0.2%) | NEW ZEALAND — (0.2%) | NEW ZEALAND — (0.2%) |
|  | Chorus Ltd. (CNU NZ) | 300879 |  | 1611222 |
|  | Contact Energy Ltd. | 56562 |  | 301522 |
|  | Fisher & Paykel Healthcare Corp. Ltd. | 49321 |  | 1045610 |
|  | Mainfreight Ltd. | 16254 |  | 560552 |
|  | Spark New Zealand Ltd. | 618656 |  | 867313 |
|  TOTAL NEW ZEALAND | TOTAL NEW ZEALAND | TOTAL NEW ZEALAND |  | 4386219 |
|  NORWAY — (0.7%) | NORWAY — (0.7%) | NORWAY — (0.7%) | NORWAY — (0.7%) | NORWAY — (0.7%) |
|  | Aker BP ASA | 47410 |  | 1228722 |
|  W | BW LPG Ltd. | 20926 |  | 277117 |
|  | Equinor ASA | 205722 |  | 4927308 |
|  | Hafnia Ltd. | 52810 |  | 328993 |
|  | Hoegh Autoliners ASA | 2029 |  | 18181 |
|  | Kongsberg Gruppen ASA | 36955 |  | 942104 |
|  | Protector Forsikring ASA | 11993 |  | 540258 |

---

------

##### [**Table of Contents**](#toc)
**INTERNATIONAL HIGH RELATIVE PROFITABILITY PORTFOLIO** 

**CONTINUED** 

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  NORWAY — (Continued) | NORWAY — (Continued) |  |  |
|  | Storebrand ASA | 125086 | $1938459 |
|  | Telenor ASA | 65559 | 974963 |
|  | Var Energi ASA | 79114 | 265814 |
|  | Veidekke ASA | 19132 | 296216 |
|  | Wallenius Wilhelmsen ASA | 23918 | 187060 |
|  TOTAL NORWAY | TOTAL NORWAY | TOTAL NORWAY | 11925195 |
|  PORTUGAL — (0.1%) | PORTUGAL — (0.1%) |  |  |
|  | Galp Energia SGPS SA | 113250 | 2275314 |
|  | Jeronimo Martins SGPS SA | 15405 | 396756 |
|  TOTAL PORTUGAL | TOTAL PORTUGAL | TOTAL PORTUGAL | 2672070 |
|  SINGAPORE — (1.5%) | SINGAPORE — (1.5%) |  |  |
|  | DBS Group Holdings Ltd. | 306193 | 12677157 |
|  | DFI Retail Group Holdings Ltd. | 23600 | 82801 |
|  | Jardine Cycle & Carriage Ltd. | 29400 | 734105 |
|  | Sembcorp. Industries Ltd. | 350100 | 1754192 |
|  | Singapore Airlines Ltd. | 369000 | 1878401 |
|  | Singapore Exchange Ltd. | 295300 | 3831680 |
|  | Singapore Technologies Engineering Ltd. | 578800 | 3770915 |
|  | Yangzijiang Shipbuilding Holdings Ltd. | 378300 | 1021696 |
|  TOTAL SINGAPORE | TOTAL SINGAPORE | TOTAL SINGAPORE | 25750947 |
|  SPAIN — (2.5%) | SPAIN — (2.5%) |  |  |
|  | ACS Actividades de Construccion y Servicios SA | 31352 | 2574301 |
|  W | Aena SME SA | 166510 | 4522606 |
|  | Amadeus IT Group SA | 104594 | 7995238 |
|  | Banco Bilbao Vizcaya Argentaria SA (BBVA SM) | 219253 | 4417087 |
|  | Banco Bilbao Vizcaya Argentaria SA (BBVA US), Sponsored ADR | 25506 | 513436 |
|  | Endesa SA | 100465 | 3601671 |
|  | Ferrovial SE | 36636 | 2248144 |
|  # | Industria de Diseno Textil SA | 167352 | 9241242 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  SPAIN — (Continued) | SPAIN — (Continued) |  |  |
|  | Naturgy Energy Group SA | 11235 | $340294 |
|  # | Telefonica SA (TEF SM) | 1641259 | 8323107 |
|  TOTAL SPAIN | TOTAL SPAIN | TOTAL SPAIN | 43777126 |
|  SWEDEN — (3.1%) | SWEDEN — (3.1%) |  |  |
|  | AddTech AB, Class B | 79454 | 2676860 |
|  | Atlas Copco AB (ATCOA SS), Class A | 517386 | 8669348 |
|  | Atlas Copco AB (ATCOB SS), Class B | 311236 | 4655829 |
|  | Avanza Bank Holding AB | 40384 | 1552141 |
|  | Axfood AB | 37200 | 1013668 |
|  | Epiroc AB (EPIA SS), Class A | 89197 | 1880803 |
|  | Epiroc AB (EPIB SS), Class B | 60798 | 1134647 |
|  # | H & M Hennes & Mauritz AB, Class B | 163087 | 3080080 |
|  | Hemnet Group AB | 18833 | 411043 |
|  | Indutrade AB | 61345 | 1639891 |
|  | Lagercrantz Group AB, Class B | 41874 | 1024436 |
|  | Lifco AB, Class B | 18806 | 726088 |
|  | Loomis AB | 8408 | 338720 |
|  | Medicover AB, Class B | 14054 | 382080 |
|  | Nordnet AB publ | 29215 | 843591 |
|  | Sectra AB, Class B | 40431 | 1282559 |
|  | Sweco AB, Class B | 37915 | 683171 |
|  | Tele2 AB, Class B | 223821 | 3555591 |
|  | Telefonaktiebolaget LM Ericsson (ERIC US), Sponsored ADR | 144507 | 1458076 |
|  | Telefonaktiebolaget LM Ericsson (ERICB SS), Class B | 311205 | 3157443 |
|  | Telia Co. AB | 364196 | 1433719 |
|  | Volvo AB (VOLVA SS), Class A | 54973 | 1502265 |
|  | Volvo AB (VOLVB SS), Class B | 410093 | 11234517 |
|  TOTAL SWEDEN | TOTAL SWEDEN | TOTAL SWEDEN | 54336566 |
|  SWITZERLAND — (8.6%) | SWITZERLAND — (8.6%) |  |  |
|  | Geberit AG | 12634 | 9235755 |
|  | Kuehne & Nagel International AG | 22568 | 4329594 |
|  | Nestle SA | 408770 | 39057336 |

---

------

##### [**Table of Contents**](#toc)
**INTERNATIONAL HIGH RELATIVE PROFITABILITY PORTFOLIO** 

**CONTINUED** 

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  SWITZERLAND — (Continued) | SWITZERLAND — (Continued) |  |  |
|  | Novartis AG (NVS US), Sponsored ADR | 246503 | $30514606 |
|  | Partners Group Holding AG | 7501 | 9185850 |
|  | Roche Holding AG (RO SW) | 7170 | 2432519 |
|  | Roche Holding AG (ROG SW) | 153733 | 49797220 |
|  | SGS SA | 62747 | 7075966 |
|  TOTAL SWITZERLAND | TOTAL SWITZERLAND | TOTAL SWITZERLAND | 151628846 |
|  UNITED KINGDOM — (12.4%) | UNITED KINGDOM — (12.4%) |  |  |
|  | Admiral Group PLC | 94186 | 4055385 |
|  W | Airtel Africa PLC | 278231 | 1011836 |
|  | Ashtead Group PLC | 221086 | 14767388 |
|  | AstraZeneca PLC (AZN LN) | 32872 | 5422188 |
|  | AstraZeneca PLC (AZN US), Sponsored ADR | 261592 | 21555181 |
|  W | Auto Trader Group PLC | 383457 | 3933917 |
|  | BP PLC (BP LN) | 165519 | 969744 |
|  | BP PLC (BP US), Sponsored ADR | 458568 | 16109494 |
|  | BT Group PLC | 2677069 | 6533582 |
|  | Bunzl PLC | 7601 | 231053 |
|  \* | Carnival PLC (CUK US), ADR | 4779 | 124302 |
|  | Coca-Cola HBC AG | 2338 | 106094 |
|  | Compass Group PLC | 214510 | 7100243 |
|  # | Diageo PLC (DEO US), Sponsored ADR | 81079 | 7466565 |
|  | Diageo PLC (DGE LN) | 80730 | 1856931 |
|  | Experian PLC | 200008 | 9329404 |
|  | Games Workshop Group PLC | 2211 | 463001 |
|  | GSK PLC (GSK LN) | 1058901 | 24792509 |
|  | Imperial Brands PLC | 379216 | 15067877 |
|  | Intertek Group PLC | 77385 | 5154462 |
|  | Legal & General Group PLC | 999910 | 3124636 |
|  | Marks & Spencer Group PLC | 798644 | 4173568 |
|  | Next PLC | 48295 | 9074150 |
|  | Reckitt Benckiser Group PLC | 182653 | 13970954 |
|  | RELX PLC (REL LN) | 45322 | 2003068 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  UNITED KINGDOM — (Continued) | UNITED KINGDOM — (Continued) |  |  |
|  | RELX PLC (RELX US), Sponsored ADR | 176219 | $7795928 |
|  | RELX PLC (REN NA) | 28850 | 1270660 |
|  | Rightmove PLC | 185301 | 1627027 |
|  | Rolls-Royce Holdings PLC | 255748 | 3935653 |
|  | Sage Group PLC | 120134 | 1815869 |
|  | St. James's Place PLC | 90454 | 1543330 |
|  # | Unilever PLC (UL US), Sponsored ADR | 335154 | 20172919 |
|  | Unilever PLC (ULVR LN) | 48760 | 2925811 |
|  TOTAL UNITED KINGDOM | TOTAL UNITED KINGDOM | TOTAL UNITED KINGDOM | 219484729 |
|  UNITED STATES — (0.0%) | UNITED STATES — (0.0%) |  |  |
|  | MEG Energy Corp. | 1400 | 29626 |
|  TOTAL COMMON STOCKS | TOTAL COMMON STOCKS | TOTAL COMMON STOCKS | 1687382731 |
|  PREFERRED STOCKS — (0.2%) | PREFERRED STOCKS — (0.2%) |  |  |
|  GERMANY — (0.2%) | GERMANY — (0.2%) |  |  |
|  # W | Dr. Ing hc F Porsche AG, 5.074% | 13698 | 716692 |
|  | Volkswagen AG, 7.042% | 35319 | 3678006 |
|  TOTAL GERMANY | TOTAL GERMANY | TOTAL GERMANY | 4394698 |
|  RIGHTS/WARRANTS — (0.0%) | RIGHTS/WARRANTS — (0.0%) |  |  |
|  CANADA — (0.0%) | CANADA — (0.0%) |  |  |
|  \* | Constellation Software, Inc. Warrants 03/31/2040 | 4241 | 0 |
|  TOTAL INVESTMENT SECURITIES<br>(Cost $1,161,175,017) | TOTAL INVESTMENT SECURITIES<br>(Cost $1,161,175,017) | TOTAL INVESTMENT SECURITIES<br>(Cost $1,161,175,017) | 1691777429 |
|  |  |  | **Value†** |
|  SECURITIES LENDING COLLATERAL — (4.4%) | SECURITIES LENDING COLLATERAL — (4.4%) |  |  |
|  @§ | The DFA Short Term Investment Fund | 6697759 | 77472974 |
|  TOTAL INVESTMENTS — (100.0%)<br>(Cost $1,238,647,991) | TOTAL INVESTMENTS — (100.0%)<br>(Cost $1,238,647,991) | TOTAL INVESTMENTS — (100.0%)<br>(Cost $1,238,647,991) | $1769250403 |

---

------

##### [**Table of Contents**](#toc)
**INTERNATIONAL HIGH RELATIVE PROFITABILITY PORTFOLIO** 

**CONTINUED** 

As of October 31, 2025, the value of Rule 144A securities amounted to $14,720,816 or 0.9% of net assets.

Summary of the Portfolio's investments as of October 31, 2025, 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)** |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Level 1**  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Level 2**  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Level 3**  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Total**  |
|  **Assets** |  |  |  |  |
|  Common Stocks |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Australia | $20071331 | $90713412 |  | $110784743 |
| &nbsp;&nbsp;&nbsp;&nbsp; Austria |  | 2894574 |  | 2894574 |
| &nbsp;&nbsp;&nbsp;&nbsp; Belgium |  | 14200868 |  | 14200868 |
| &nbsp;&nbsp;&nbsp;&nbsp; Canada | 154326219 |  |  | 154326219 |
| &nbsp;&nbsp;&nbsp;&nbsp; Denmark |  | 23178132 |  | 23178132 |
| &nbsp;&nbsp;&nbsp;&nbsp; Finland |  | 15298540 |  | 15298540 |
| &nbsp;&nbsp;&nbsp;&nbsp; France |  | 189292986 |  | 189292986 |
| &nbsp;&nbsp;&nbsp;&nbsp; Germany | 568357 | 116782214 |  | 117350571 |
| &nbsp;&nbsp;&nbsp;&nbsp; Hong Kong |  | 29945971 |  | 29945971 |
| &nbsp;&nbsp;&nbsp;&nbsp; Ireland |  | 4265132 |  | 4265132 |
| &nbsp;&nbsp;&nbsp;&nbsp; Israel | 2381476 | 11604995 |  | 13986471 |
| &nbsp;&nbsp;&nbsp;&nbsp; Italy | 5446458 | 28201434 |  | 33647892 |
| &nbsp;&nbsp;&nbsp;&nbsp; Japan | 7672717 | 390554217 |  | 398226934 |
| &nbsp;&nbsp;&nbsp;&nbsp; Netherlands | 22738490 | 43253884 |  | 65992374 |
| &nbsp;&nbsp;&nbsp;&nbsp; New Zealand |  | 4386219 |  | 4386219 |
| &nbsp;&nbsp;&nbsp;&nbsp; Norway |  | 11925195 |  | 11925195 |
| &nbsp;&nbsp;&nbsp;&nbsp; Portugal |  | 2672070 |  | 2672070 |
| &nbsp;&nbsp;&nbsp;&nbsp; Singapore |  | 25750947 |  | 25750947 |
| &nbsp;&nbsp;&nbsp;&nbsp; Spain | 513436 | 43263690 |  | 43777126 |
| &nbsp;&nbsp;&nbsp;&nbsp; Sweden | 1458076 | 52878490 |  | 54336566 |
| &nbsp;&nbsp;&nbsp;&nbsp; Switzerland | 30514606 | 121114240 |  | 151628846 |
| &nbsp;&nbsp;&nbsp;&nbsp; United Kingdom | 73224389 | 146260340 |  | 219484729 |
| &nbsp;&nbsp;&nbsp;&nbsp; United States | 29626 |  |  | 29626 |
|  Preferred Stocks |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Germany |  | 4394698 |  | 4394698 |
|  Rights/Warrants |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Canada |  |  |  |  |
|  Securities Lending Collateral |  | 77472974 |  | 77472974 |
|  Total Investments in Securities | $318945181 | $1450305222 |  | $1769250403 |

---

See accompanying Notes to Financial Statements.

------

##### [**Table of Contents**](#toc)
**WORLD EX U.S. VALUE PORTFOLIO** 

**SCHEDULE OF INVESTMENTS** 

**October 31, 2025** 

---

| | | |
|:---|:---|:---|
|  | **Shares** | **Value†** |
|  AFFILIATED INVESTMENT COMPANIES — (100.0%) |  |  |
|  INTERNATIONAL EQUITIES — (100.0%) |  |  |
|  The DFA International Value Series |  | $229148808 |
|  Dimensional Emerging Markets Value Fund |  | 131934951 |
|  DFA International Small Cap Value Portfolio | 1192478 | 35917437 |
|  TOTAL INTERNATIONAL EQUITIES |  | 397001196 |
|  TOTAL INVESTMENTS IN AFFILIATED INVESTMENT COMPANIES<br>(Cost $259,228,893) |  | $397001196 |

---

Summary of the Portfolio's investments as of October 31, 2025, 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 | $397001196 |  |  | $397001196 |
|  Total Investments in Securities | $397001196 |  |  | $397001196 |

---

See accompanying Notes to Financial Statements.

------

##### [**Table of Contents**](#toc)
**WORLD EX U.S. CORE EQUITY PORTFOLIO** 

**SCHEDULE OF INVESTMENTS** 

**October 31, 2025** 

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  COMMON STOCKS — (96.7%) | COMMON STOCKS — (96.7%) | COMMON STOCKS — (96.7%) | COMMON STOCKS — (96.7%) |
|  AUSTRALIA — (4.0%) | AUSTRALIA — (4.0%) | AUSTRALIA — (4.0%) | AUSTRALIA — (4.0%) |
|  # | Accent Group Ltd. | 139081 | $116436 |
|  # | Acrow Ltd. | 86318 | 63779 |
|  | Adairs Ltd. | 80169 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;106415 |
|  #\* | Aeris Resources Ltd. | 134146 | 40356 |
|  | AGL Energy Ltd. | 72279 | 437842 |
|  \* | AIC Mines Ltd. | 217295 | 68168 |
|  #\* | Ainsworth Game Technology Ltd. | 68629 | 45822 |
|  \* | Alkane Resources Ltd. | 156660 | 102755 |
|  | Alliance Aviation Services Ltd. | 24946 | 41295 |
|  #\* | Alligator Energy Ltd. | 469718 | 8562 |
|  | ALS Ltd. | 101685 | 1443185 |
|  \* | AMA Group Ltd. | 241943 | 14544 |
|  | Amotiv Ltd. | 46944 | 273453 |
|  | AMP Ltd. | 759463 | 886065 |
|  #\* | Amplitude Energy Ltd. | 969863 | 152320 |
|  # | Ampol Ltd. | 41379 | 831289 |
|  | Ansell Ltd. | 47501 | 1134808 |
|  \* | Anson Resources Ltd. | 349043 | 18922 |
|  | ANZ Group Holdings Ltd. | 158717 | 3801542 |
|  # | APA Group | 144369 | 867070 |
|  #\* | Appen Ltd. | 37273 | 18808 |
|  | Arafura Rare Earths Ltd. | 51296 | 9565 |
|  \* | Arafura Rare Earths Ltd. (ARU AU) | 277286 | 51613 |
|  | ARB Corp. Ltd. | 23940 | 562761 |
|  | Aristocrat Leisure Ltd. | 33567 | 1388839 |
|  # | ARN Media Ltd. | 85589 | 29579 |
|  | ASX Ltd. | 8387 | 309454 |
|  | Atlas Arteria Ltd. | 133486 | 424057 |
|  | AUB Group Ltd. | 26795 | 647245 |
|  \* | Aurelia Metals Ltd. | 437900 | 70182 |
|  | Aurizon Holdings Ltd. | 574668 | 1289263 |
|  | Aussie Broadband Ltd. | 60547 | 235555 |
|  \* | Austal Ltd. | 145296 | 644264 |
|  | Austin Engineering Ltd. | 131962 | 22849 |
|  #\* | Australian Agricultural Co. Ltd. | 61815 | 57852 |
|  | Australian Clinical Labs Ltd. | 68828 | 116934 |
|  | Australian Ethical Investment Ltd. | 36512 | 166907 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  AUSTRALIA — (Continued) | AUSTRALIA — (Continued) | AUSTRALIA — (Continued) | AUSTRALIA — (Continued) |
|  | Australian Finance Group Ltd. | 60542 | $94264 |
|  #\* | Australian Strategic Materials Ltd. | 27243 | 18026 |
|  # | Autosports Group Ltd. | 16665 | 44905 |
|  \* | Baby Bunting Group Ltd. | 37265 | 66728 |
|  | Bank of Queensland Ltd. | 218932 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;982327 |
|  | Bapcor Ltd. | 114656 | 189386 |
|  \* | BCI Minerals Ltd. | 209203 | 52719 |
|  | Beach Energy Ltd. | 549533 | 446516 |
|  # | Beacon Lighting Group Ltd. | 27743 | 50701 |
|  \* | Beetaloo Energy Australia Ltd. | 124993 | 23276 |
|  | Bega Cheese Ltd. | 103747 | 360081 |
|  | Bell Financial Group Ltd. | 47306 | 39148 |
|  \* | Bellevue Gold Ltd. | 335185 | 257019 |
|  | Bendigo & Adelaide Bank Ltd. | 131673 | 1089195 |
|  | BHP Group Ltd. (BHP AU) | 437849 | 12482285 |
|  # | BHP Group Ltd. (BHP LN), Class DI | 36303 | 1033664 |
|  # | BHP Group Ltd. (BHP US), Sponsored ADR | 52042 | 2968996 |
|  | Bisalloy Steel Group Ltd. | 3803 | 12348 |
|  #\* | Black Cat Syndicate Ltd. (BC8 AU) | 39271 | 26007 |
|  | BlueScope Steel Ltd. | 91602 | 1370471 |
|  #\* | Boss Energy Ltd. | 108200 | 140424 |
|  \* | Botanix Pharmaceuticals Ltd. | 207005 | 18263 |
|  | Brambles Ltd. | 208343 | 3385483 |
|  | Bravura Solutions Ltd. | 115951 | 218234 |
|  # | Breville Group Ltd. | 31644 | 613997 |
|  | Capral Ltd. | 5742 | 42411 |
|  \* | Capricorn Metals Ltd. | 132193 | 1113086 |
|  | CAR Group Ltd. | 8393 | 195972 |
|  #\* | Carnarvon Energy Ltd. | 648669 | 40715 |
|  \* | Catapult Sports Ltd. | 33176 | 145658 |
|  | Cedar Woods Properties Ltd. | 24634 | 145610 |
|  | Challenger Ltd. | 167897 | 1021980 |

---

------

##### [**Table of Contents**](#toc)
**WORLD EX U.S. CORE EQUITY PORTFOLIO** 

**CONTINUED** 

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  AUSTRALIA — (Continued) | AUSTRALIA — (Continued) | AUSTRALIA — (Continued) | AUSTRALIA — (Continued) |
|  # | Champion Iron Ltd. | 101742 | $367949 |
|  #\* | Chrysos Corp. Ltd. | 9367 | 49364 |
|  | Civmec Australia Ltd. | 80600 | 71095 |
|  | Cleanaway Waste Management Ltd. | 594561 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;991156 |
|  # | Clinuvel Pharmaceuticals Ltd. | 10177 | 76486 |
|  \* | Coast Entertainment Holdings Ltd. | 124691 | 36742 |
|  # | Cobram Estate Olives Ltd. | 29536 | 65630 |
|  | Cochlear Ltd. | 5480 | 1028814 |
|  | Codan Ltd. | 50884 | 1204982 |
|  # | Cogstate Ltd. | 19223 | 34616 |
|  | Coles Group Ltd. | 177481 | 2559729 |
|  | Collins Foods Ltd. | 56133 | 392607 |
|  \* | Comet Ridge Ltd. | 142861 | 12182 |
|  | Commonwealth Bank of Australia | 55690 | 6248696 |
|  | Computershare Ltd. | 66614 | 1591379 |
|  #W | Coronado Global Resources, Inc., CDI | 114480 | 27258 |
|  # | Corporate Travel Management Ltd. | 31005 | 326005 |
|  | Credit Corp. Group Ltd. | 22305 | 209248 |
|  | CSL Ltd. | 14855 | 1731147 |
|  | Dalrymple Bay Infrastructure Ltd. | 78702 | 228159 |
|  | Data#3 Ltd. | 52371 | 301573 |
|  #\* | Deep Yellow Ltd. | 250673 | 293781 |
|  | Deterra Royalties Ltd. | 118638 | 316291 |
|  \* | Develop Global Ltd. | 50294 | 116776 |
|  | Dicker Data Ltd. | 24656 | 165040 |
|  # | Domino's Pizza Enterprises Ltd. | 16767 | 200793 |
|  | Downer EDI Ltd. | 202815 | 1024423 |
|  \* | DUG Technology Ltd. | 22647 | 32412 |
|  | Duratec Ltd. | 38399 | 53492 |
|  | Dyno Nobel Ltd. | 574618 | 1209211 |
|  # | Eagers Automotive Ltd. | 56784 | 1263634 |
|  \*†† | Elanor Investor Group | 19470 | 1962 |
|  # | Elders Ltd. | 62291 | 288905 |
|  #\* | Electro Optic Systems Holdings Ltd. | 60028 | 243484 |
|  \* | Emeco Holdings Ltd. | 87420 | 68571 |
|  \* | Emerald Resources NL | 204363 | 634653 |
|  #\* | EML Payments Ltd. | 97511 | 61551 |
|  | Endeavour Group Ltd. | 404682 | 968183 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  AUSTRALIA — (Continued) | AUSTRALIA — (Continued) | AUSTRALIA — (Continued) | AUSTRALIA — (Continued) |
|  | EQT Holdings Ltd. | 6372 | $104570 |
|  | Euroz Hartleys Group Ltd. | 18894 | 12485 |
|  | Evolution Mining Ltd. | 618375 | 4375970 |
|  | EVT Ltd. | 31852 | 300958 |
|  | Fiducian Group Ltd. | 1992 | 15820 |
|  †† | Firefinch Ltd. | 50216 | 1232 |
|  \* | FleetPartners Group Ltd. | 73519 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;140449 |
|  | Fleetwood Ltd. | 28254 | 54523 |
|  # | Flight Centre Travel Group Ltd. | 34635 | 278624 |
|  | Fortescue Ltd. | 221560 | 3081285 |
|  | G8 Education Ltd. | 397771 | 209355 |
|  | Generation Development Group Ltd. | 34296 | 160512 |
|  \* | Genesis Minerals Ltd. | 20590 | 78337 |
|  | GR Engineering Services Ltd. | 29384 | 70360 |
|  | GrainCorp Ltd., Class A | 75363 | 435902 |
|  | Grange Resources Ltd. | 238429 | 42122 |
|  | GWA Group Ltd. | 72185 | 116626 |
|  | Hansen Technologies Ltd. | 47570 | 173532 |
|  | Harvey Norman Holdings Ltd. | 168766 | 797604 |
|  # | Healius Ltd. | 115502 | 67227 |
|  | Helia Group Ltd. | 140658 | 496096 |
|  # | Helloworld Travel Ltd. | 30924 | 38418 |
|  \* | Hipages Group Holdings Ltd. | 12881 | 11381 |
|  | Horizon Oil Ltd. | 202365 | 27156 |
|  | HUB24 Ltd. | 9731 | 725136 |
|  # | Humm Group Ltd. | 182369 | 72095 |
|  | IDP Education Ltd. | 32070 | 117558 |
|  \* | IGO Ltd. | 210057 | 736546 |
|  | Iluka Resources Ltd. | 104306 | 471585 |
|  | Imdex Ltd. | 181352 | 407694 |
|  #\* | Immutep Ltd. (IMM AU) | 318779 | 58338 |
|  | Infomedia Ltd. | 99477 | 109611 |
|  | Inghams Group Ltd. | 115757 | 183219 |
|  \* | Insignia Financial Ltd. | 198430 | 588141 |
|  | Insurance Australia Group Ltd. | 461627 | 2373150 |
|  # | Integral Diagnostics Ltd. | 90368 | 152825 |
|  \* | ioneer Ltd. | 109921 | 13287 |
|  # | IPD Group Ltd. | 13727 | 33052 |
|  # | IPH Ltd. | 52918 | 127596 |
|  | IRESS Ltd. | 49835 | 288559 |

---

------

##### [**Table of Contents**](#toc)
**WORLD EX U.S. CORE EQUITY PORTFOLIO** 

**CONTINUED** 

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  AUSTRALIA — (Continued) | AUSTRALIA — (Continued) | AUSTRALIA — (Continued) | AUSTRALIA — (Continued) |
|  | IVE Group Ltd. | 47768 | $87092 |
|  \* | James Hardie Industries PLC | 645 | 13500 |
|  #\* | James Hardie Industries PLC (JHX AU), CDI | 43669 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;919701 |
|  # | JB Hi-Fi Ltd. | 33341 | 2280736 |
|  \* | Judo Capital Holdings Ltd. | 253347 | 279653 |
|  | Jumbo Interactive Ltd. | 12500 | 95924 |
|  # | Jupiter Mines Ltd. | 375027 | 63764 |
|  | Karoon Energy Ltd. | 161254 | 169718 |
|  \* | Kelly Partners Group Holdings Ltd. | 6429 | 40151 |
|  | Kelsian Group Ltd. | 57067 | 181687 |
|  # | Kogan.com Ltd. | 17812 | 37040 |
|  # | L1 Group Ltd. | 163923 | 121107 |
|  | Lendlease Corp. Ltd. | 183258 | 664563 |
|  \*†† | Leo Lithium Ltd. | 35869 | 0 |
|  | Liberty Financial Group Ltd. | 3657 | 9866 |
|  # | Lifestyle Communities Ltd. | 29979 | 101460 |
|  # | Lindsay Australia Ltd. | 117737 | 46566 |
|  | Lottery Corp. Ltd. | 340266 | 1223942 |
|  \* | Lotus Resources Ltd. | 387403 | 49284 |
|  | Lovisa Holdings Ltd. | 19939 | 471728 |
|  | Lycopodium Ltd. | 11283 | 92927 |
|  \* | Lynas Rare Earths Ltd. | 92905 | 926204 |
|  | MA Financial Group Ltd. | 19168 | 120629 |
|  # | Maas Group Holdings Ltd. | 20394 | 63277 |
|  | Macmahon Holdings Ltd. | 525240 | 161287 |
|  | Macquarie Group Ltd. | 15513 | 2212690 |
|  \* | Macquarie Technology Group Ltd. | 2696 | 116621 |
|  # | Mader Group Ltd. | 14929 | 86671 |
|  | Magellan Financial Group Ltd. | 56253 | 353571 |
|  \* | Mayne Pharma Group Ltd. | 20385 | 56622 |
|  | McMillan Shakespeare Ltd. | 21795 | 245315 |
|  | Medibank Pvt Ltd. | 357450 | 1140798 |
|  \* | Megaport Ltd. | 23381 | 251143 |
|  #\* | Mesoblast Ltd. (MSB AU) | 379344 | 619963 |
|  \* | Metals X Ltd. | 294661 | 162576 |
|  | Metcash Ltd. | 380940 | 948892 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  AUSTRALIA — (Continued) | AUSTRALIA — (Continued) | AUSTRALIA — (Continued) | AUSTRALIA — (Continued) |
|  \* | Mineral Resources Ltd. | 24487 | $773360 |
|  | Monadelphous Group Ltd. | 37594 | 571400 |
|  # | Monash IVF Group Ltd. | 105786 | 47805 |
|  | MotorCycle Holdings Ltd. | 9989 | 24616 |
|  \* | Mount Gibson Iron Ltd. | 260860 | 61423 |
|  # | Myer Holdings Ltd. | 428063 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;110494 |
|  | MyState Ltd. | 51906 | 150990 |
|  \* | Nanosonics Ltd. | 5619 | 16828 |
|  | National Australia Bank Ltd. | 211468 | 6028964 |
|  | Navigator Global Investments Ltd. | 145868 | 237523 |
|  | Netwealth Group Ltd. | 44623 | 898170 |
|  | New Hope Corp. Ltd. | 161692 | 438831 |
|  #\* | NEXTDC Ltd. | 88855 | 913512 |
|  | nib holdings Ltd. | 143169 | 705622 |
|  # | Nick Scali Ltd. | 27296 | 453436 |
|  | Nickel Industries Ltd. | 525142 | 253665 |
|  | Nine Entertainment Co. Holdings Ltd. | 435013 | 330059 |
|  | Northern Star Resources Ltd. | 258418 | 4166947 |
|  #\* | Novonix Ltd. | 20376 | 7640 |
|  | NRW Holdings Ltd. | 213519 | 676519 |
|  \* | Nufarm Ltd. | 37589 | 51119 |
|  \* | Nuix Ltd. | 41496 | 66243 |
|  | Objective Corp. Ltd. | 6963 | 84069 |
|  #\* | OFX Group Ltd. | 34591 | 13944 |
|  | OM Holdings Ltd. | 46008 | 7671 |
|  \* | Omni Bridgeway Ltd. | 56330 | 58736 |
|  | oOh!media Ltd. | 197528 | 177576 |
|  | Orica Ltd. | 102947 | 1496884 |
|  | Origin Energy Ltd. | 241189 | 1932845 |
|  | Orora Ltd. | 375804 | 494339 |
|  | Pacific Current Group Ltd. | 15421 | 103725 |
|  #\* | Paladin Energy Ltd. | 57033 | 356725 |
|  \* | Pantoro Gold Ltd. | 38120 | 127310 |
|  #\* | Paragon Care Ltd. | 88823 | 18606 |
|  | Peet Ltd. | 131518 | 164495 |
|  #\* | Peninsula Energy Ltd. | 87127 | 33577 |
|  | Pepper Money Ltd. | 22882 | 33381 |
|  | Perenti Ltd. | 285645 | 505920 |
|  | Perpetual Ltd. | 35235 | 441960 |
|  | Perseus Mining Ltd. | 649534 | 2061600 |
|  # | Peter Warren Automotive Holdings Ltd. | 23508 | 28683 |
|  \* | PEXA Group Ltd. | 41157 | 407508 |
|  #\* | Pilbara Minerals Ltd. | 235156 | 506005 |

---

------

##### [**Table of Contents**](#toc)
**WORLD EX U.S. CORE EQUITY PORTFOLIO** 

**CONTINUED** 

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  AUSTRALIA — (Continued) | AUSTRALIA — (Continued) | AUSTRALIA — (Continued) | AUSTRALIA — (Continued) |
|  | Pinnacle Investment Management Group Ltd. | 5822 | $74971 |
|  | Praemium Ltd. | 17729 | 10587 |
|  | Premier Investments Ltd. | 28936 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;336838 |
|  | Pro Medicus Ltd. | 13699 | 2352185 |
|  # | Propel Funeral Partners Ltd. | 17155 | 56279 |
|  # | PWR Holdings Ltd. | 23772 | 132204 |
|  | Qantas Airways Ltd. | 74582 | 496875 |
|  | QBE Insurance Group Ltd. | 405890 | 5266250 |
|  | Qube Holdings Ltd. | 310211 | 889045 |
|  | Ramelius Resources Ltd. | 601153 | 1300528 |
|  # | Ramsay Health Care Ltd. | 48246 | 1012202 |
|  | REA Group Ltd. | 7988 | 1113023 |
|  #\* | ReadyTech Holdings Ltd. | 11844 | 16970 |
|  # | Reece Ltd. | 21676 | 165471 |
|  # | Regal Partners Ltd. | 43887 | 83724 |
|  | Regis Healthcare Ltd. | 64338 | 311828 |
|  | Regis Resources Ltd. | 271203 | 1138511 |
|  | Reliance Worldwide Corp. Ltd. | 227602 | 617149 |
|  \* | Renascor Resources Ltd. | 246107 | 13687 |
|  \* | Resolute Mining Ltd. | 773535 | 481447 |
|  \* | Retail Food Group Ltd. | 19779 | 18976 |
|  | Ridley Corp. Ltd. | 129096 | 250065 |
|  | Rio Tinto Ltd. | 47943 | 4162711 |
|  \* | RPMGlobal Holdings Ltd. | 57648 | 183536 |
|  \* | Sandfire Resources Ltd. | 206290 | 2184922 |
|  | Santos Ltd. | 928732 | 3835789 |
|  | SEEK Ltd. | 52818 | 934725 |
|  \* | Select Harvests Ltd. | 43556 | 110713 |
|  | Servcorp Ltd. | 17474 | 84368 |
|  | Service Stream Ltd. | 247108 | 366598 |
|  #\* | Seven West Media Ltd. | 350264 | 31519 |
|  | SGH Ltd. | 33336 | 1056265 |
|  | Shaver Shop Group Ltd. | 37320 | 34447 |
|  # | Sigma Healthcare Ltd. | 468793 | 953086 |
|  #\* | Silver Mines Ltd. | 257378 | 28560 |
|  # | Sims Ltd. (SGM AU) | 51609 | 538379 |
|  | SmartGroup Corp. Ltd. | 30144 | 161143 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  AUSTRALIA — (Continued) | AUSTRALIA — (Continued) | AUSTRALIA — (Continued) | AUSTRALIA — (Continued) |
|  | Solvar Ltd. | 55550 | $56817 |
|  | Sonic Healthcare Ltd. | 56634 | 783848 |
|  | South32 Ltd. (S32 AU) | 467955 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;967771 |
|  | Southern Cross Electrical Engineering Ltd. | 83115 | 133618 |
|  # | Southern Cross Media Group Ltd. | 54067 | 29862 |
|  \*†† | SpeedCast International Ltd. | 165938 | 0 |
|  | SRG Global Ltd. | 198496 | 356932 |
|  #\* | St Barbara Ltd. | 310903 | 104630 |
|  | Stanmore Resources Ltd. | 107303 | 150807 |
|  | Steadfast Group Ltd. | 222164 | 813856 |
|  \* | Strickland Metals Ltd. | 90317 | 11218 |
|  | Suncorp Group Ltd. | 160468 | 2059912 |
|  \* | Sunstone Metals Ltd. | 566416 | 8169 |
|  | Super Retail Group Ltd. | 81947 | 856457 |
|  \* | Superloop Ltd. | 120069 | 244963 |
|  #\* | Syrah Resources Ltd. | 121912 | 27100 |
|  | Tabcorp Holdings Ltd. | 771215 | 535910 |
|  | Technology One Ltd. | 81650 | 1966461 |
|  #\* | Telix Pharmaceuticals Ltd. | 8707 | 92134 |
|  | Telstra Group Ltd. (TLS AU) | 455524 | 1455324 |
|  \* | Temple & Webster Group Ltd. | 6889 | 107067 |
|  | Ten Sixty Four Ltd. | 85990 | 6189 |
|  | TPG Telecom Ltd. | 81760 | 295751 |
|  | Transurban Group | 142785 | 1350988 |
|  # | Treasury Wine Estates Ltd. | 97931 | 383586 |
|  \* | Tuas Ltd. | 70104 | 322656 |
|  #\* | Tyro Payments Ltd. | 93153 | 67605 |
|  | Universal Store Holdings Ltd. | 2706 | 15697 |
|  \* | Vault Minerals Ltd. | 2305866 | 1096239 |
|  | Ventia Services Group Pty. Ltd. | 320736 | 1201337 |
|  W | Viva Energy Group Ltd. | 310762 | 373018 |
|  #\* | Vulcan Energy Resources Ltd. | 45082 | 198302 |
|  | Wagners Holding Co. Ltd. | 3531 | 6233 |
|  # | Washington H Soul Pattinson & Co. Ltd. | 25375 | 623496 |
|  \* | WEB Travel Group Ltd. | 39553 | 107912 |

---

------

##### [**Table of Contents**](#toc)
**WORLD EX U.S. CORE EQUITY PORTFOLIO** 

**CONTINUED** 

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** | **Value»** |
|  AUSTRALIA — (Continued) | AUSTRALIA — (Continued) | AUSTRALIA — (Continued) | AUSTRALIA — (Continued) | AUSTRALIA — (Continued) |
|  #\* | Webjet Group Ltd. | 88207 | $| 48447 |
|  | Wesfarmers Ltd. | 85628 |  | 4699801 |
|  \* | West African Resources Ltd. | 453612 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;374661 |
|  | Westgold Resources Ltd. | 277928 |  | 962608 |
|  | Westpac Banking Corp | 185464 |  | 4693067 |
|  | Whitehaven Coal Ltd. | 259742 |  | 1220814 |
|  | WiseTech Global Ltd. | 8765 |  | 395319 |
|  | Woodside Energy Group Ltd. (WDS AU) | 85172 |  | 1380250 |
|  | Woodside Energy Group Ltd. (WDS LN) | 19303 |  | 313223 |
|  # | Woodside Energy Group Ltd. (WDS US), ADR | 26346 |  | 427066 |
|  | Woolworths Group Ltd. | 68332 |  | 1269540 |
|  | Worley Ltd. | 99349 |  | 927820 |
|  \* | Xero Ltd. | 13958 |  | 1320499 |
|  | XRF Scientific Ltd. | 28628 |  | 39089 |
|  # | Yancoal Australia Ltd. | 114661 |  | 417198 |
|  \* | Zip Co. Ltd. | 104780 |  | 263293 |
|  TOTAL AUSTRALIA | TOTAL AUSTRALIA | TOTAL AUSTRALIA |  | 194064694 |
|  AUSTRIA — (0.4%) | AUSTRIA — (0.4%) | AUSTRIA — (0.4%) | AUSTRIA — (0.4%) | AUSTRIA — (0.4%) |
|  \* | Addiko Bank AG | 4609 |  | 111974 |
|  | Agrana Beteiligungs AG | 3069 |  | 42610 |
|  | ANDRITZ AG | 21497 |  | 1625299 |
|  \* | AT&S Austria Technologie & Systemtechnik AG | 5037 |  | 186977 |
|  W | BAWAG Group AG | 25816 |  | 3336234 |
|  | CA Immobilien Anlagen AG | 4920 |  | 136759 |
|  \* | CPI Europe AG | 6245 |  | 121740 |
|  | DO & Co. AG | 3370 |  | 803903 |
|  | Erste Group Bank AG | 33760 |  | 3497160 |
|  \* | Eurotelesites AG | 17409 |  | 97127 |
|  | EVN AG | 13989 |  | 408227 |
|  \* | FACC AG | 1947 |  | 19657 |
|  | Frequentis AG | 473 |  | 38961 |
|  \* | Immofinanz AG (IIA AV) | 12053 |  | 0 |
|  #\* | Lenzing AG | 2954 |  | 88368 |
|  | Mayr Melnhof Karton AG | 1733 |  | 157917 |
|  | Oesterreichische Post AG | 9276 |  | 320653 |
|  | OMV AG | 48840 |  | 2673801 |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** | **Value»** |
|  AUSTRIA — (Continued) | AUSTRIA — (Continued) | AUSTRIA — (Continued) | AUSTRIA — (Continued) | AUSTRIA — (Continued) |
|  | Palfinger AG | 3950 | $| 147972 |
|  | Porr AG | 6862 |  | 217782 |
|  | Raiffeisen Bank International AG | 26575 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;990720 |
|  | SBO AG | 2329 |  | 77212 |
|  | Semperit AG Holding | 1666 |  | 24969 |
|  | Strabag SE (STR AV) | 5446 |  | 426069 |
|  | Telekom Austria AG | 49868 |  | 530338 |
|  \* | UBM Development AG | 1357 |  | 37535 |
|  | UNIQA Insurance Group AG | 36734 |  | 539673 |
|  | Verbund AG | 4926 |  | 380190 |
|  | Vienna Insurance Group AG Wiener Versicherung Gruppe | 15545 |  | 797333 |
|  | voestalpine AG | 30687 |  | 1092642 |
|  | Wienerberger AG | 35067 |  | 1040951 |
|  | Zumtobel Group AG | 7184 |  | 30919 |
|  TOTAL AUSTRIA | TOTAL AUSTRIA | TOTAL AUSTRIA |  | 20001672 |
|  BELGIUM — (0.7%) | BELGIUM — (0.7%) | BELGIUM — (0.7%) | BELGIUM — (0.7%) | BELGIUM — (0.7%) |
|  | Ackermans & van Haaren NV | 9235 |  | 2299955 |
|  | Ageas SA | 62536 |  | 4138606 |
|  \* | AGFA-Gevaert NV | 61134 |  | 58510 |
|  | Anheuser-Busch InBev SA (ABI BB) | 83257 |  | 5076779 |
|  \* | Argenx SE (ARGX BB) | 353 |  | 288919 |
|  \* | Argenx SE (ARGX US), ADR | 721 |  | 590139 |
|  \* | Atenor | 4770 |  | 15220 |
|  | Azelis Group NV | 25006 |  | 295688 |
|  | Barco NV | 12694 |  | 181040 |
|  | Bekaert SA | 14584 |  | 609214 |
|  #\* | bpost SA | 21271 |  | 51608 |
|  | Cie d'Entreprises CFE | 5331 |  | 55029 |
|  \* | CMB Tech NV | 31088 |  | 295982 |
|  | Colruyt Group NV | 11361 |  | 424288 |
|  | Deceuninck NV | 28652 |  | 68197 |
|  | Deme Group NV | 2932 |  | 442986 |
|  | D'ieteren Group | 2930 |  | 535231 |
|  | Econocom Group SA NV | 33625 |  | 66283 |
|  | Elia Group SA | 5960 |  | 718349 |
|  | EVS Broadcast Equipment SA | 4646 |  | 194256 |
|  | Fagron | 23221 |  | 551787 |
|  \* | Galapagos NV (GLPG BB) | 11025 |  | 349469 |

---

------

##### [**Table of Contents**](#toc)
**WORLD EX U.S. CORE EQUITY PORTFOLIO** 

**CONTINUED** 

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** | **Value»** |
|  BELGIUM — (Continued) | BELGIUM — (Continued) | BELGIUM — (Continued) | BELGIUM — (Continued) | BELGIUM — (Continued) |
|  \* | Galapagos NV (GLPG NA) | 5777 | $| 183927 |
|  | Gimv NV | 9015 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;486793 |
|  \* | Hyloris Pharmaceuticals SA | 480 |  | 3275 |
|  \* | Immobel SA | 1567 |  | 44759 |
|  # | Ion Beam Applications | 1418 |  | 17852 |
|  | Jensen-Group NV | 1808 |  | 130430 |
|  | KBC Group NV | 55069 |  | 6625319 |
|  | Kinepolis Group NV | 3839 |  | 131656 |
|  | Lotus Bakeries NV | 137 |  | 1195278 |
|  # | Melexis NV | 4678 |  | 336689 |
|  #\* | Ontex Group NV | 16997 |  | 124248 |
|  \* | Orange Belgium SA | 8117 |  | 178677 |
|  | Proximus SADP | 40263 |  | 345850 |
|  | Recticel SA | 16564 |  | 163179 |
|  | Sipef NV | 2093 |  | 188197 |
|  | Solvay SA | 27594 |  | 846934 |
|  | Syensqo SA | 14814 |  | 1222841 |
|  # | Tessenderlo Group SA | 7805 |  | 235784 |
|  | UCB SA | 13280 |  | 3414845 |
|  | Umicore SA | 17977 |  | 342328 |
|  | Van de Velde NV | 2114 |  | 73715 |
|  | VGP NV | 4022 |  | 464646 |
|  | Viohalco SA | 4480 |  | 43895 |
|  TOTAL BELGIUM | TOTAL BELGIUM | TOTAL BELGIUM |  | 34108652 |
|  BRAZIL — (1.0%) | BRAZIL — (1.0%) | BRAZIL — (1.0%) | BRAZIL — (1.0%) | BRAZIL — (1.0%) |
|  \* | Allianca Saude e Participacoes SA | 3604 |  | 4147 |
|  | Allied Tecnologia SA | 30900 |  | 58642 |
|  | Allos SA | 81236 |  | 376738 |
|  | Alupar Investimento SA | 47889 |  | 290007 |
|  | Ambev SA (ABEV US), ADR | 117295 |  | 270951 |
|  | Anima Holding SA | 94515 |  | 62015 |
|  | Armac Locacao Logistica E Servicos SA | 6800 |  | 4740 |
|  \* | Aura Minerals, Inc. | 2500 |  | 80825 |
|  | Auren Energia SA | 9752 |  | 19921 |
|  | B3 SA - Brasil Bolsa Balcao | 285643 |  | 672170 |
|  | Banco Bradesco SA (BBDC3 BZ) | 90192 |  | 259346 |
|  | Banco BTG Pactual SA | 22065 |  | 200227 |
|  | Banco do Brasil SA | 128624 |  | 523586 |
|  | Banco Santander Brasil SA | 236463 |  | 1368685 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  BRAZIL — (Continued) | BRAZIL — (Continued) | BRAZIL — (Continued) | BRAZIL — (Continued) |
|  | BB Seguridade Participacoes SA | 72955 | $445464 |
|  | Bemobi Mobile Tech SA | 21514 | 93775 |
|  \* | Blau Farmaceutica SA | 16500 | 41036 |
|  | Boa Safra Sementes SA | 28190 | 55018 |
|  | BR Advisory Partners Participacoes SA | 16368 | 59023 |
|  | BrasilAgro - Co. Brasileira de Propriedades Agricolas | 30201 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;112160 |
|  \* | Brava Energia | 11391 | 31250 |
|  | C&A Modas SA | 69733 | 210627 |
|  | Caixa Seguridade Participacoes SA | 23666 | 65852 |
|  | Camil Alimentos SA | 9357 | 9531 |
|  | Centrais Eletricas Brasileiras SA | 74531 | 771916 |
|  \* | Cia Brasileira de Aluminio | 86745 | 83682 |
|  \* | Cia Brasileira de Distribuicao | 143436 | 100246 |
|  | Cia de Saneamento Basico do Estado de Sao Paulo SABESP<br>(SBS US), ADR | 2100 | 51534 |
|  | Cia de Saneamento Basico do Estado de Sao Paulo SABESP<br>(SBSP3 BZ) | 30824 | 755310 |
|  | Cia de Saneamento de Minas Gerais Copasa MG | 66502 | 467125 |
|  | Cia De Sanena Do Parana (SAPR11 BZ) | 85475 | 547808 |
|  | Cia De Sanena Do Parana (SAPR3 BZ) | 35300 | 46848 |
|  | Cia Energetica de Minas Gerais (CIG US), Sponsored ADR | 12653 | 26444 |
|  | Cia Energetica de Minas Gerais (CMIG3 BZ) | 55020 | 148699 |
|  | Cia Paranaense de Energia - Copel | 120963 | 294766 |

---

------

##### [**Table of Contents**](#toc)
**WORLD EX U.S. CORE EQUITY PORTFOLIO** 

**CONTINUED** 

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  BRAZIL — (Continued) | BRAZIL — (Continued) | BRAZIL — (Continued) | BRAZIL — (Continued) |
|  | Cia Paranaense de Energia - Copel, ADR | 1200 | $11652 |
|  | Cia Siderurgica Nacional SA (CSNA3 BZ) | 150260 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;263656 |
|  | Cogna Educacao SA | 708835 | 492763 |
|  \* | Cosan SA | 41315 | 47229 |
|  | CPFL Energia SA | 23416 | 181062 |
|  | Cruzeiro do Sul Educacional SA | 89202 | 96664 |
|  | CSU Digital SA | 8100 | 26875 |
|  | Cury Construtora e Incorporadora SA | 48100 | 312385 |
|  | Cyrela Brazil Realty SA Empreendimentos e Participacoes | 96487 | 546466 |
|  W | Desktop SA | 36610 | 104115 |
|  | Dexco SA | 122906 | 122450 |
|  \* | Diagnosticos da America SA | 39480 | 12769 |
|  | Dimed SA Distribuidora da Medicamentos | 29900 | 52187 |
|  | Direcional Engenharia SA | 96675 | 305122 |
|  | EcoRodovias Infraestrutura e Logistica SA | 68469 | 101432 |
|  | Embraer SA (EMBR3 BZ) | 89895 | 1453539 |
|  | Empreendimentos Pague Menos SA | 129519 | 93890 |
|  | Energisa SA | 57320 | 552216 |
|  \* | Eneva SA | 83675 | 284778 |
|  | Engie Brasil Energia SA | 27586 | 205102 |
|  | Equatorial Energia SA | 115031 | 783629 |
|  | Even Construtora e Incorporadora SA | 52473 | 72663 |
|  | Ez Tec Empreendimentos e Participacoes SA | 43319 | 149363 |
|  | Fleury SA | 62825 | 169909 |
|  | Fras-Le SA | 20106 | 85769 |
|  # | Gerdau SA, Sponsored ADR | 211221 | 737161 |
|  W | GPS Participacoes e Empreendimentos SA | 44674 | 157938 |
|  | Grendene SA | 73050 | 71421 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  BRAZIL — (Continued) | BRAZIL — (Continued) | BRAZIL — (Continued) | BRAZIL — (Continued) |
|  | Grupo Mateus SA | 104653 | $125274 |
|  | Grupo SBF SA | 46303 | 111111 |
|  | Guararapes Confeccoes SA | 48200 | 90757 |
|  \*W | Hapvida Participacoes e Investimentos SA | 30355 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;176489 |
|  \* | Hidrovias do Brasil SA | 44109 | 32057 |
|  | Hospital Mater Dei SA | 12100 | 9581 |
|  | Hypera SA | 93355 | 448386 |
|  | Iochpe Maxion SA | 41160 | 83774 |
|  | Irani Papel e Embalagem SA | 35169 | 58310 |
|  \* | IRB-Brasil Resseguros SA | 30327 | 278133 |
|  \* | Jalles Machado SA | 59829 | 30471 |
|  \* | JBS NV, BDR | 58404 | 776086 |
|  | JHSF Participacoes SA | 143259 | 175481 |
|  | JSL SA | 40755 | 40907 |
|  | Kepler Weber SA | 46800 | 80465 |
|  | Klabin SA | 341626 | 1145537 |
|  | Lavvi Empreendimentos Imobiliarios SA | 28200 | 78363 |
|  | Localiza Rent a Car SA | 194552 | 1426246 |
|  | LOG Commercial Properties e Participacoes SA | 12594 | 55481 |
|  \* | Log-in Logistica Intermodal SA | 10894 | 66823 |
|  | Lojas Quero-Quero SA | 54141 | 21133 |
|  | Lojas Renner SA | 292988 | 808175 |
|  W | LWSA SA | 115435 | 83895 |
|  | M Dias Branco SA | 14158 | 77159 |
|  | Magazine Luiza SA | 105927 | 166768 |
|  | Mahle Metal Leve SA | 16900 | 93705 |
|  | Marcopolo SA | 50800 | 64398 |
|  | MBRF Global Foods Co. SA | 132919 | 441503 |
|  \*W | Meliuz SA | 63300 | 52594 |
|  | Melnick Even Desenvolvimento Imobiliario SA | 52047 | 38020 |
|  | Mills Locacao Servicos e Logistica SA | 50104 | 121536 |
|  \* | Minerva SA | 25386 | 33880 |
|  | Motiva Infraestrutura de Mobilidade SA | 215233 | 635303 |

---

------

##### [**Table of Contents**](#toc)
**WORLD EX U.S. CORE EQUITY PORTFOLIO** 

**CONTINUED** 

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  BRAZIL — (Continued) | BRAZIL — (Continued) | BRAZIL — (Continued) | BRAZIL — (Continued) |
|  | Moura Dubeux Engenharia SA | 25187 | $129447 |
|  | Movida Participacoes SA | 49607 | 75518 |
|  | MPM Corporeos SA | 12100 | 2586 |
|  \* | MRV Engenharia e Participacoes SA | 139788 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;196433 |
|  | Multiplan Empreendimentos Imobiliarios SA | 40891 | 208941 |
|  \* | Natura Cosmeticos SA | 203694 | 341134 |
|  | Neoenergia SA | 35776 | 194043 |
|  \* | Oceanpact Servicos Maritimos SA | 27300 | 38515 |
|  | Odontoprev SA | 84793 | 200637 |
|  \* | Oncoclinicas do Brasil Servicos Medicos SA | 36600 | 14763 |
|  \* | Orizon Valorizacao de Residuos SA | 4128 | 42554 |
|  | Pet Center Comercio e Participacoes SA | 59500 | 41142 |
|  | Petroleo Brasileiro SA - Petrobras | 591115 | 3462120 |
|  | Petroleo Brasileiro SA - Petrobras (PBRA US), Sponsored ADR | 24230 | 267741 |
|  | Petroreconcavo SA | 45407 | 104825 |
|  | Plano & Plano Desenvolvimento Imobiliario SA | 19900 | 54041 |
|  | Porto Seguro SA | 92486 | 826021 |
|  | Positivo Tecnologia SA | 23500 | 17953 |
|  \* | PRIO SA | 226863 | 1519325 |
|  | Profarma Distribuidora de Produtos Farmaceuticos SA | 15232 | 23783 |
|  | Qualicorp Consultoria e Corretora de Seguros SA | 43800 | 22063 |
|  | Raia Drogasil SA | 145600 | 541269 |
|  W | Rede D'Or Sao Luiz SA | 15563 | 125374 |
|  | Romi SA | 26826 | 40588 |
|  | Rumo SA | 63328 | 187396 |
|  | Sao Carlos Empreendimentos e Participacoes SA | 9300 | 36180 |
|  | Sao Martinho SA | 42800 | 111695 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  BRAZIL — (Continued) | BRAZIL — (Continued) | BRAZIL — (Continued) | BRAZIL — (Continued) |
|  # | Sendas Distribuidora SA (ASAI US), ADR | 3578 | $28159 |
|  | Sendas Distribuidora SA (ASAI3 BZ) | 439430 | 702441 |
|  W | Ser Educacional SA | 45190 | 85509 |
|  | Simpar SA | 103999 | 89309 |
|  | SLC Agricola SA | 46292 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;138962 |
|  | Smartfit Escola de Ginastica e Danca SA | 60395 | 282669 |
|  | Suzano SA (SUZB3 BZ) | 117293 | 1065894 |
|  | Tegma Gestao Logistica SA | 10018 | 67836 |
|  # | Telefonica Brasil SA (VIV US), ADR | 1013 | 12085 |
|  | Telefonica Brasil SA (VIVT3 BZ) | 53240 | 317069 |
|  | TIM SA | 197300 | 890792 |
|  | TOTVS SA | 29773 | 245546 |
|  | Transmissora Alianca de Energia Eletrica SA | 75150 | 532201 |
|  | Tres Tentos Agroindustrial SA | 27032 | 80444 |
|  | Trisul SA | 36232 | 51453 |
|  | Tupy SA | 25871 | 59533 |
|  | Ultrapar Participacoes SA (UGPA3 BZ) | 151577 | 603214 |
|  | Unifique Telecomunicacoes SA | 64180 | 57500 |
|  | Unipar Carbocloro SA | 8239 | 91732 |
|  \* | Usinas Siderurgicas de Minas Gerais SA Usiminas | 29569 | 30943 |
|  | Vale SA (VALE US), Sponsored ADR | 75500 | 912795 |
|  | Vale SA (VALE3 BZ) | 397700 | 4824189 |
|  | Valid Solucoes e Servicos de Seguranca em Meios de Pagamento e<br>Identificacao SA | 28985 | 119335 |
|  | Vamos Locacao de Caminhoes Maquinas e Equipamentos SA | 130853 | 78804 |
|  | Veste SA Estilo | 1700 | 1501 |
|  | Vibra Energia SA | 259310 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1147144 |
|  | Vittia SA | 8200 | 7362 |

---

------

##### [**Table of Contents**](#toc)
**WORLD EX U.S. CORE EQUITY PORTFOLIO** 

**CONTINUED** 

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** | **Value»** |
|  BRAZIL — (Continued) | BRAZIL — (Continued) | BRAZIL — (Continued) | BRAZIL — (Continued) | BRAZIL — (Continued) |
|  | Vivara Participacoes SA | 28310 | $| 164178 |
|  | Vulcabras SA | 33216 |  | 142620 |
|  | WEG SA | 61968 |  | 484921 |
|  | Wiz Co. | 25600 |  | 39542 |
|  | YDUQS Participacoes SA | 81542 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;215376 |
|  TOTAL BRAZIL | TOTAL BRAZIL | TOTAL BRAZIL |  | 46429265 |
|  CANADA — (7.8%) | CANADA — (7.8%) | CANADA — (7.8%) | CANADA — (7.8%) | CANADA — (7.8%) |
|  \* | 5N Plus, Inc. | 22100 |  | 316086 |
|  | Acadian Timber Corp. | 4133 |  | 42227 |
|  \* | ACT Energy Technologies Ltd. | 7700 |  | 29097 |
|  | ADENTRA, Inc. | 4145 |  | 103939 |
|  # | ADF Group, Inc. | 6900 |  | 35372 |
|  \* | Advantage Energy Ltd. | 61829 |  | 490647 |
|  | Aecon Group, Inc. | 25549 |  | 563242 |
|  | AG Growth International, Inc. | 3837 |  | 98705 |
|  | AGF Management Ltd., Class B | 30300 |  | 302017 |
|  | Agnico Eagle Mines Ltd. (AEM CN) | 21629 |  | 3478694 |
|  | Agnico Eagle Mines Ltd. (AEM US) | 30196 |  | 4855838 |
|  #\* | Aimia, Inc. | 23772 |  | 47203 |
|  \* | Air Canada | 45403 |  | 596935 |
|  | Alamos Gold, Inc. (AGI CN), Class A | 33219 |  | 1024127 |
|  | Alamos Gold, Inc. (AGI US), Class A | 66737 |  | 2054832 |
|  | Algoma Central Corp. | 4600 |  | 57067 |
|  # | Algoma Steel Group, Inc. (ASTL US) | 18583 |  | 77491 |
|  # | Algonquin Power & Utilities Corp. (AQN CN) | 23300 |  | 130077 |
|  | Algonquin Power & Utilities Corp. (AQN US) | 110120 |  | 614470 |
|  | Alimentation Couche-Tard, Inc. | 57848 |  | 2939935 |
|  \* | Allied Gold Corp. | 28093 |  | 427439 |
|  | AltaGas Ltd. | 97660 |  | 2866680 |
|  | Altius Minerals Corp. | 8140 |  | 220309 |
|  | Altus Group Ltd. | 4925 |  | 202330 |
|  | Amerigo Resources Ltd. | 65100 |  | 142031 |
|  | Andlauer Healthcare Group, Inc. | 7033 |  | 272785 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  CANADA — (Continued) | CANADA — (Continued) | CANADA — (Continued) | CANADA — (Continued) |
|  | Andrew Peller Ltd., Class A | 10400 | $36927 |
|  | ARC Resources Ltd. | 223662 | 4125431 |
|  \* | Aritzia, Inc. | 39144 | 2734261 |
|  \* | Arizona Sonoran Copper Co., Inc. | 9300 | 26192 |
|  | Atco Ltd., Class I | 16401 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;618012 |
|  \* | Athabasca Oil Corp. | 187300 | 920108 |
|  | AtkinsRealis Group, Inc. | 26330 | 1856832 |
|  \* | ATS Corp. (ATS CN) | 14128 | 388619 |
|  \* | Aurora Cannabis, Inc. (ACB CN) | 552 | 2741 |
|  #\* | Aurora Cannabis, Inc. (ACB US) | 471 | 2331 |
|  \* | AutoCanada, Inc. | 8401 | 151482 |
|  | B2Gold Corp. (BTG US) | 259700 | 1140083 |
|  | B2Gold Corp. (BTO CN) | 337844 | 1478994 |
|  | Badger Infrastructure Solutions Ltd. | 13920 | 730365 |
|  #\* | Ballard Power Systems, Inc. (BLDP CN) | 4900 | 17433 |
|  #\* | Ballard Power Systems, Inc. (BLDP US) | 51268 | 183027 |
|  | Bank of Montreal (BMO US) | 67310 | 8358556 |
|  # | Bank of Nova Scotia (BNS CN) | 3916 | 256841 |
|  | Bank of Nova Scotia (BNS US) | 73748 | 4837869 |
|  | Barrick Mining Corp. | 32190 | 1055832 |
|  | Barrick Mining Corp. (ABX CN) | 3391 | 111313 |
|  | Barrick Mining Corp. (B US) | 150752 | 4944666 |
|  #\* | Bausch & Lomb Corp. | 9857 | 147264 |
|  \* | Bausch Health Cos., Inc. (BHC CN) | 29319 | 206532 |
|  \* | Bausch Health Cos., Inc. (BHC US) | 12986 | 91162 |
|  | Baytex Energy Corp. | 216939 | 524347 |
|  # | BCE, Inc. (BCE CN) | 156 | 3566 |
|  # | BCE, Inc. (BCE US) | 12628 | 288676 |
|  | Birchcliff Energy Ltd. | 95315 | 444448 |
|  # | Bird Construction, Inc. | 19843 | 426141 |
|  | Black Diamond Group Ltd. | 16027 | 170834 |
|  #\*,\* | BlackBerry Ltd. | 58352 | 284791 |

---

------

##### [**Table of Contents**](#toc)
**WORLD EX U.S. CORE EQUITY PORTFOLIO** 

**CONTINUED** 

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  CANADA — (Continued) | CANADA — (Continued) | CANADA — (Continued) | CANADA — (Continued) |
|  | BMTC Group, Inc. | 1900 | $17611 |
|  \* | Bombardier, Inc. (BBD/A CN), Class A | 504 | 69763 |
|  #\* | Bombardier, Inc. (BBD/B CN), Class B | 15738 | 2198972 |
|  #\* | Bonterra Energy Corp. | 12185 | 31450 |
|  # | Boralex, Inc., Class A | 22043 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;442573 |
|  | Boyd Group, Inc. | 6629 | 1058853 |
|  \* | Bragg Gaming Group, Inc. | 2600 | 6188 |
|  | Brookfield Corp. (BN US) | 35638 | 1641130 |
|  | Brookfield Infrastructure Corp., Class A | 23900 | 1082909 |
|  # | Brookfield Renewable Corp. | 4500 | 194670 |
|  | Brookfield Wealth Solutions Ltd. | 852 | 39252 |
|  # | BRP, Inc. (DOO CN) | 18 | 1129 |
|  | BRP, Inc. (DOOO US) | 3234 | 203160 |
|  \* | CAE, Inc. (CAE CN) | 5583 | 156756 |
|  \* | CAE, Inc. (CAE US) | 36662 | 1028736 |
|  \* | Calfrac Well Services Ltd. | 8000 | 17454 |
|  | Calian Group Ltd. | 3900 | 140423 |
|  | Cameco Corp. (CCJ US) | 9765 | 998081 |
|  | Canaccord Genuity Group, Inc. | 29551 | 247777 |
|  \* | Canada Goose Holdings, Inc. (GOOS CN) | 3400 | 47344 |
|  \* | Canada Goose Holdings, Inc. (GOOS US) | 12400 | 172732 |
|  \* | Canada Packers, Inc. | 5181 | 61800 |
|  | Canadian Imperial Bank of Commerce (CM US) | 73320 | 6076028 |
|  | Canadian National Railway Co. (CNI US) | 35088 | 3365290 |
|  | Canadian National Railway Co. (CNR CN) | 60 | 5753 |
|  | Canadian Natural Resources Ltd. (CNQ CN) | 568 | 18171 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  CANADA — (Continued) | CANADA — (Continued) | CANADA — (Continued) | CANADA — (Continued) |
|  | Canadian Natural Resources Ltd. (CNQ US) | 254516 | $8149602 |
|  | Canadian Pacific Kansas City Ltd. (CP US) | 20575 | 1480371 |
|  # | Canadian Tire Corp. Ltd., Class A | 19795 | 2270169 |
|  # | Canadian Utilities Ltd., Class A | 24441 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;684498 |
|  \* | Canfor Corp. | 16248 | 141680 |
|  # | Capital Power Corp. | 32001 | 1619957 |
|  \* | Capstone Copper Corp. | 147815 | 1319485 |
|  # | Cardinal Energy Ltd. | 45786 | 260506 |
|  # | Cargojet, Inc. | 1100 | 64108 |
|  | Cascades, Inc. | 40855 | 323624 |
|  | CCL Industries, Inc., Class B | 38688 | 2158176 |
|  \* | Celestica, Inc. (CLS CN) | 21675 | 7462270 |
|  \* | Celestica, Inc. (CLS US) | 21881 | 7537567 |
|  | Cenovus Energy, Inc. (CVE CN) | 50104 | 846647 |
|  | Cenovus Energy, Inc. (CVE US) | 292658 | 4951773 |
|  | Centerra Gold, Inc. | 75250 | 881507 |
|  | CES Energy Solutions Corp. | 98206 | 672888 |
|  | CGI, Inc. (GIB US) | 12981 | 1129347 |
|  | CGI, Inc. (GIBA CN) | 12368 | 1076352 |
|  \* | Cineplex, Inc. | 20543 | 185137 |
|  \* | Cipher Pharmaceuticals, Inc. | 4757 | 50197 |
|  | Cogeco Communications, Inc. | 5105 | 232438 |
|  | Cogeco, Inc. | 1507 | 62996 |
|  | Colliers International Group, Inc. (CIGI CN) | 1500 | 239296 |
|  | Colliers International Group, Inc. (CIGI US) | 6864 | 1095014 |
|  | Computer Modelling Group Ltd. | 20884 | 79215 |
|  | Constellation Software, Inc. | 1541 | 4055438 |
|  | Corby Spirit & Wine Ltd. | 3900 | 38151 |

---

------

##### [**Table of Contents**](#toc)
**WORLD EX U.S. CORE EQUITY PORTFOLIO** 

**CONTINUED** 

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  CANADA — (Continued) | CANADA — (Continued) |  |  |
|  #\* | Cronos Group, Inc. (CRON CN) | 7100 | $17870 |
|  #\* | Cronos Group, Inc. (CRON US) | 57534 | 144410 |
|  | Definity Financial Corp. | 31708 | 1475132 |
|  \* | Denison Mines Corp. (DML CN) | 74 | 236 |
|  | dentalcorp Holdings Ltd. | 49 | 381 |
|  \* | Descartes Systems Group, Inc. (DSGX US) | 6343 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;559516 |
|  | Dexterra Group, Inc. | 11616 | 88120 |
|  \* | Docebo, Inc. | 2175 | 54509 |
|  | Dollarama, Inc. | 42500 | 5524349 |
|  | Doman Building Materials Group Ltd. | 26592 | 168363 |
|  | Dominion Lending Centres, Inc. | 2400 | 18823 |
|  \* | Dorel Industries, Inc., Class B | 11212 | 14389 |
|  | DPM Metals, Inc. | 81044 | 1733500 |
|  | DREAM Unlimited Corp., Class A | 13700 | 181586 |
|  # | Dye & Durham Ltd. | 3536 | 12984 |
|  | Dynacor Group, Inc. | 9700 | 31399 |
|  | E-L Financial Corp. Ltd. | 40000 | 463727 |
|  \* | Eldorado Gold Corp. (EGO US) | 3557 | 91201 |
|  \* | Eldorado Gold Corp. (ELD CN) | 61639 | 1579913 |
|  | Element Fleet Management Corp. | 136349 | 3677646 |
|  # | Emera, Inc. | 28900 | 1373963 |
|  | Empire Co. Ltd., Class A | 50247 | 1707083 |
|  | Enbridge, Inc. (ENB CN) | 31909 | 1487880 |
|  | Enbridge, Inc. (ENB US) | 60256 | 2809135 |
|  | Endeavour Mining PLC | 78484 | 3144282 |
|  \* | Endeavour Silver Corp. (EDR CN) | 14200 | 116633 |
|  | Enerflex Ltd. (EFX CN) | 27412 | 344959 |
|  | Enerflex Ltd. (EFXT US) | 14894 | 187515 |
|  #\* | Energy Fuels, Inc. | 27818 | 571216 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  CANADA — (Continued) | CANADA — (Continued) |  |  |
|  | Enghouse Systems Ltd. | 11709 | $173729 |
|  \* | Ensign Energy Services, Inc. | 46169 | 84599 |
|  # | EQB, Inc. | 11580 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;738699 |
|  \* | Equinox Gold Corp. (EQX CN) | 20147 | 221357 |
|  #\* | Equinox Gold Corp. (EQX US) | 96823 | 1062148 |
|  #\* | ERO Copper Corp. (ERO CN) | 5978 | 127654 |
|  \* | ERO Copper Corp. (ERO US) | 18292 | 390534 |
|  | Evertz Technologies Ltd. | 10300 | 94147 |
|  # | Exchange Income Corp. | 9600 | 525945 |
|  | Exco Technologies Ltd. | 9498 | 44289 |
|  | Extendicare, Inc. | 25174 | 288257 |
|  | Fairfax Financial Holdings Ltd. | 1853 | 3008412 |
|  | Fiera Capital Corp. | 18773 | 84191 |
|  | Finning International, Inc. | 56844 | 3074127 |
|  \* | Firan Technology Group Corp. | 6200 | 48272 |
|  | Firm Capital Mortgage Investment Corp. | 12744 | 106492 |
|  # | First Majestic Silver Corp. (AG US) | 47502 | 606601 |
|  | First Majestic Silver Corp. (FR CN) | 2 | 26 |
|  \* | First Quantum Minerals Ltd. | 141285 | 2933385 |
|  | FirstService Corp. (FSV US) | 6756 | 1076974 |
|  \* | Foraco International SA | 25652 | 37859 |
|  | Fortis, Inc. (FTS CN) | 26021 | 1307961 |
|  | Fortis, Inc. (FTS US) | 15999 | 803630 |
|  \* | Fortuna Mining Corp. (FSM US) | 55338 | 457645 |
|  \* | Fortuna Mining Corp. (FVI CN) | 83472 | 689773 |
|  | Franco-Nevada Corp. (FNV US) | 7320 | 1366132 |
|  \* | Freegold Ventures Ltd. | 46600 | 40535 |
|  # | Freehold Royalties Ltd. | 41798 | 422882 |
|  # | Frontera Energy Corp. | 8802 | 35081 |

---

------

##### [**Table of Contents**](#toc)
**WORLD EX U.S. CORE EQUITY PORTFOLIO** 

**CONTINUED** 

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  CANADA — (Continued) | CANADA — (Continued) |  |  |
|  \* | Fury Gold Mines Ltd. | 15000 | $8663 |
|  | Gamehost, Inc. | 8187 | 68646 |
|  \* | GDI Integrated Facility Services, Inc. | 3443 | 72417 |
|  | George Weston Ltd. | 26172 | 1591350 |
|  | GFL Environmental, Inc. | 11575 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;505712 |
|  | Gibson Energy, Inc. | 58333 | 994433 |
|  | Gildan Activewear, Inc. (GIL CN) | 389 | 22685 |
|  # | Gildan Activewear, Inc. (GIL US) | 42626 | 2484670 |
|  #\* | Global Atomic Corp. | 46400 | 16872 |
|  # | goeasy Ltd. | 5100 | 613251 |
|  \* | GoGold Resources, Inc. | 57700 | 105317 |
|  \* | GoldMoney, Inc. | 1420 | 11441 |
|  | Great-West Lifeco, Inc. | 36571 | 1550399 |
|  \* | Haivision Systems, Inc. | 8928 | 32655 |
|  | Hammond Power Solutions, Inc. | 3227 | 492373 |
|  | Headwater Exploration, Inc. | 85184 | 449440 |
|  | High Liner Foods, Inc. | 7375 | 89180 |
|  \* | HLS Therapeutics, Inc. | 2000 | 7957 |
|  | Hudbay Minerals, Inc. (HBM CN) | 121585 | 1948765 |
|  | Hudbay Minerals, Inc. (HBM US) | 55600 | 889600 |
|  W | Hydro One Ltd. | 28071 | 1035338 |
|  \* | i-80 Gold Corp. | 17870 | 17073 |
|  | iA Financial Corp., Inc. | 36578 | 4317745 |
|  \* | IAMGOLD Corp. (IAG US) | 12000 | 138960 |
|  \* | IAMGOLD Corp. (IMG CN) | 244187 | 2827419 |
|  | IGM Financial, Inc. | 24077 | 926138 |
|  \* | Imperial Metals Corp. | 26884 | 131300 |
|  # | Imperial Oil Ltd. (IMO CN) | 6378 | 564109 |
|  | Imperial Oil Ltd. (IMO US) | 18005 | 1588221 |
|  | Information Services Corp. | 4900 | 129649 |
|  # | InPlay Oil Corp. | 783 | 6708 |
|  | Intact Financial Corp. | 19579 | 3652243 |
|  \* | Interfor Corp. | 14670 | 82735 |
|  \* | Ivanhoe Mines Ltd., Class A | 15341 | 153459 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  CANADA — (Continued) | CANADA — (Continued) |  |  |
|  W | Jamieson Wellness, Inc. | 5611 | $139300 |
|  \* | K92 Mining, Inc. | 91062 | 1210870 |
|  | K-Bro Linen, Inc. | 2800 | 75163 |
|  \* | Kelt Exploration Ltd. | 59923 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;284971 |
|  | Keyera Corp. | 67621 | 1996496 |
|  \* | Kinaxis, Inc. | 138 | 16711 |
|  | Kinross Gold Corp. (K CN) | 445385 | 10358603 |
|  | Kinross Gold Corp. (KGC US) | 188400 | 4378416 |
|  \* | Kiwetinohk Energy Corp. | 1900 | 33244 |
|  \* | Knight Therapeutics, Inc. | 28578 | 118994 |
|  \* | Kolibri Global Energy, Inc. | 5000 | 21604 |
|  | KP Tissue, Inc. | 2889 | 19424 |
|  # | Labrador Iron Ore Royalty Corp. | 20388 | 420683 |
|  | Lassonde Industries, Inc., Class A | 1012 | 157563 |
|  | Laurentian Bank of Canada | 11572 | 274748 |
|  | Leon's Furniture Ltd. | 10815 | 225237 |
|  \* | Lightspeed Commerce, Inc. (LSPD US) | 33554 | 402648 |
|  | Linamar Corp. | 15966 | 864581 |
|  | Loblaw Cos. Ltd. | 47236 | 1877248 |
|  #\* | Lucara Diamond Corp. | 157133 | 20166 |
|  | Lundin Gold, Inc. | 41117 | 2795270 |
|  | Lundin Mining Corp. | 116588 | 1875317 |
|  | Magellan Aerospace Corp. | 6028 | 74053 |
|  | Magna International, Inc. (MG CN) | 5037 | 237961 |
|  | Magna International, Inc. (MGA US) | 75663 | 3572050 |
|  | Mainstreet Equity Corp. | 1200 | 161500 |
|  \* | Major Drilling Group International, Inc. | 26820 | 236161 |
|  | Manulife Financial Corp. (MFC CN) | 20608 | 666926 |
|  | Manulife Financial Corp. (MFC US) | 65433 | 2118066 |
|  | Maple Leaf Foods, Inc. | 25909 | 498026 |
|  | Martinrea International, Inc. | 19585 | 141314 |
|  \* | Mattr Corp. | 10364 | 80840 |
|  \* | MDA Space Ltd. | 27244 | 531846 |

---

------

##### [**Table of Contents**](#toc)
**WORLD EX U.S. CORE EQUITY PORTFOLIO** 

**CONTINUED** 

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  CANADA — (Continued) | CANADA — (Continued) |  |  |
|  \* | Medexus Pharmaceuticals, Inc. | 5100 | $10181 |
|  | Medical Facilities Corp. | 9422 | 97072 |
|  | Melcor Developments Ltd. | 4200 | 44170 |
|  | Meren Energy, Inc. | 86812 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;112650 |
|  | Methanex Corp. (MEOH US) | 14711 | 578437 |
|  | Metro, Inc. | 43628 | 2908105 |
|  | Morguard Corp. | 800 | 66353 |
|  | MTY Food Group, Inc. | 6265 | 151154 |
|  # | Mullen Group Ltd. | 26503 | 266438 |
|  | National Bank of Canada | 39126 | 4371333 |
|  | Neo Performance Materials, Inc. | 5700 | 78598 |
|  \* | New Gold, Inc. (NGD CN) | 191984 | 1413992 |
|  \* | New Gold, Inc. (NGD US) | 121100 | 888874 |
|  \* | NFI Group, Inc. | 16202 | 165653 |
|  | North American Construction Group Ltd. (NOA CN) | 5210 | 81128 |
|  # | North American Construction Group Ltd. (NOA US) | 3020 | 47052 |
|  | North West Co., Inc. | 19336 | 627277 |
|  # | Northland Power, Inc. | 85298 | 1558724 |
|  | Nutrien Ltd. (NTR CN) | 29041 | 1581720 |
|  | Nutrien Ltd. (NTR US) | 40814 | 2222308 |
|  \* | NuVista Energy Ltd. | 58390 | 694410 |
|  \* | Obsidian Energy Ltd. (OBE US) | 20922 | 118628 |
|  | OceanaGold Corp. | 96261 | 2153005 |
|  | Onex Corp. | 26115 | 2271598 |
|  | Open Text Corp. (OTEX US) | 70831 | 2716369 |
|  | OR Royalties, Inc. (OR CN) | 3446 | 110563 |
|  \* | Orezone Gold Corp. | 26000 | 25953 |
|  #\*,\* | Organigram Global, Inc. | 5451 | 8825 |
|  \* | Orla Mining Ltd. (ORLA US) | 11449 | 118154 |
|  | Pan American Silver Corp. (PAAS CN) | 87196 | 3071193 |
|  | Pan American Silver Corp. (PAAS US) | 18699 | 658392 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  CANADA — (Continued) | CANADA — (Continued) |  |  |
|  | Paramount Resources Ltd., Class A | 26912 | $441318 |
|  | Parex Resources, Inc. | 25896 | 331235 |
|  | Parkland Corp. | 46223 | 1316938 |
|  | Pason Systems, Inc. | 20693 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;176308 |
|  | Pembina Pipeline Corp. (PBA US) | 98864 | 3740025 |
|  | Pembina Pipeline Corp. (PPL CN) | 1809 | 68430 |
|  | Pet Valu Holdings Ltd. | 6425 | 159417 |
|  # | Peyto Exploration & Development Corp. | 68858 | 1003008 |
|  | PHX Energy Services Corp. | 16900 | 91817 |
|  | Pine Cliff Energy Ltd. | 37500 | 20320 |
|  | Pizza Pizza Royalty Corp. | 8700 | 96208 |
|  | Polaris Renewable Energy, Inc. | 8314 | 77180 |
|  | Pollard Banknote Ltd. | 3483 | 50312 |
|  # | PrairieSky Royalty Ltd. | 44558 | 799950 |
|  \* | Precision Drilling Corp. (PD CN) | 3312 | 198686 |
|  \* | Precision Drilling Corp. (PDS US) | 1300 | 77883 |
|  | Premium Brands Holdings Corp. | 9946 | 685735 |
|  # | Propel Holdings, Inc. | 8500 | 154661 |
|  \* | Quarterhill, Inc. | 41182 | 32005 |
|  | Quebecor, Inc., Class B | 63577 | 2028045 |
|  | RB Global, Inc. (RBA CN) | 2500 | 248048 |
|  | RB Global, Inc. (RBA US) | 13472 | 1336692 |
|  \* | Real Matters, Inc. | 3718 | 19511 |
|  | Restaurant Brands International, Inc. (QSR CN) | 11748 | 771613 |
|  | Restaurant Brands International, Inc. (QSR US) | 16446 | 1080338 |
|  | Richelieu Hardware Ltd. | 15100 | 413957 |
|  # | Rogers Communications, Inc. (RCI US), Class B | 12603 | 493281 |

---

------

##### [**Table of Contents**](#toc)
**WORLD EX U.S. CORE EQUITY PORTFOLIO** 

**CONTINUED** 

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  CANADA — (Continued) | CANADA — (Continued) |  |  |
|  # | Rogers Communications, Inc. (RCIB CN), Class B | 13065 | $511310 |
|  | Rogers Sugar, Inc. | 41478 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;182763 |
|  # | Royal Bank of Canada (RY CN) | 72395 | 10605683 |
|  | Royal Bank of Canada (RY US) | 63446 | 9294839 |
|  | Russel Metals, Inc. | 21780 | 674108 |
|  \* | Sangoma Technologies Corp. | 5900 | 31003 |
|  | Saputo, Inc. | 34395 | 831091 |
|  \* | Saturn Oil & Gas, Inc. | 19800 | 37128 |
|  | Savaria Corp. | 12949 | 203207 |
|  #\* | Seabridge Gold, Inc. (SA US) | 10332 | 246212 |
|  \* | Seabridge Gold, Inc. (SEA CN) | 4791 | 114297 |
|  | Secure Waste Infrastructure Corp. | 95708 | 1194857 |
|  \* | Shopify, Inc. (SHOP US), Class A | 11068 | 1924282 |
|  # | Sienna Senior Living, Inc. | 21062 | 287424 |
|  \* | SNDL, Inc. | 5618 | 12079 |
|  \* | Source Energy Services Ltd. | 6300 | 55294 |
|  | South Bow Corp. | 61263 | 1588570 |
|  \* | Spartan Delta Corp. | 22837 | 102254 |
|  W | Spin Master Corp. | 4302 | 63891 |
|  | Sprott, Inc. (SII CN) | 1989 | 163312 |
|  | Sprott, Inc. (SII US) | 2253 | 184633 |
|  \* | SSR Mining, Inc. (SSRM CN) | 72417 | 1637263 |
|  | Stantec, Inc. (STN CN) | 8643 | 957136 |
|  | Stantec, Inc. (STN US) | 11731 | 1300733 |
|  | Stella-Jones, Inc. | 15113 | 857827 |
|  \*W | STEP Energy Services Ltd. | 10300 | 40170 |
|  | StorageVault Canada, Inc. | 40254 | 142068 |
|  | Strathcona Resources Ltd. | 6251 | 164917 |
|  | Sun Life Financial, Inc. (SLF CN) | 65933 | 4010370 |
|  | Sun Life Financial, Inc. (SLF US) | 28725 | 1748203 |
|  | Suncor Energy, Inc. (SU CN) | 29216 | 1163384 |
|  | Suncor Energy, Inc. (SU US) | 169953 | 6765829 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  CANADA — (Continued) | CANADA — (Continued) |  |  |
|  \* | SunOpta, Inc. (STKL US) | 7529 | $39301 |
|  | Superior Plus Corp. | 72760 | 413978 |
|  | Surge Energy, Inc. | 27477 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;129889 |
|  | Sylogist Ltd. | 6800 | 32726 |
|  # | Tamarack Valley Energy Ltd. | 186431 | 828110 |
|  \* | Taseko Mines Ltd. (TKO CN) | 80127 | 362772 |
|  | TC Energy Corp. (TRP US) | 66635 | 3342412 |
|  | Teck Resources Ltd. (TECK US), Class B | 67059 | 2878172 |
|  | Teck Resources Ltd. (TECKB CN), Class B | 61 | 2617 |
|  \* | Telesat Corp. | 800 | 24082 |
|  | TELUS Corp. | 14671 | 214539 |
|  \* | Tenaz Energy Corp. | 10400 | 198427 |
|  # | TerraVest Industries, Inc. | 4694 | 454423 |
|  | TFI International, Inc. (TFII CN) | 6534 | 587177 |
|  | TFI International, Inc. (TFII US) | 5857 | 525549 |
|  # | Thomson Reuters Corp. (TRI US) | 4133 | 632597 |
|  # | Timbercreek Financial Corp. | 24858 | 117684 |
|  | TMX Group Ltd. | 29375 | 1083433 |
|  # | Topaz Energy Corp. | 29771 | 528536 |
|  \* | Torex Gold Resources, Inc. | 38727 | 1599831 |
|  # | Toromont Industries Ltd. | 20937 | 2515485 |
|  | Toronto-Dominion Bank (TD CN) | 41945 | 3444003 |
|  | Toronto-Dominion Bank (TD US) | 83037 | 6819829 |
|  | Total Energy Services, Inc. | 11698 | 117601 |
|  | Tourmaline Oil Corp. | 91889 | 4041668 |
|  | TransAlta Corp. | 36699 | 648471 |
|  | TransAlta Corp. | 57990 | 1024970 |
|  \* | Transat AT, Inc. | 7600 | 11433 |
|  | Transcontinental, Inc., Class A | 24947 | 350224 |
|  # | Trican Well Service Ltd. | 98126 | 367303 |
|  \* | Trilogy Metals, Inc. | 5821 | 25903 |
|  | Triple Flag Precious Metals Corp. (TFPM US) | 11476 | 318587 |

---

------

##### [**Table of Contents**](#toc)
**WORLD EX U.S. CORE EQUITY PORTFOLIO** 

**CONTINUED** 

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  CANADA — (Continued) | CANADA — (Continued) |  |  |
|  \* | Trisura Group Ltd. (TRRSF US) | 242 | $6589 |
|  \* | Trisura Group Ltd. (TSU CN) | 10447 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;287878 |
|  \* | Valeura Energy, Inc. | 15322 | 72756 |
|  | Vecima Networks, Inc. | 3700 | 26618 |
|  # | Vermilion Energy, Inc. (VET CN) | 17774 | 132936 |
|  | Vermilion Energy, Inc. (VET US) | 13300 | 99351 |
|  | VersaBank (VBNK CN) | 2000 | 23871 |
|  | VersaBank (VBNK US) | 2582 | 30648 |
|  \* | Vitalhub Corp. | 6390 | 49934 |
|  | Wajax Corp. | 9255 | 164110 |
|  \* | Wall Financial Corp. | 200 | 2252 |
|  | Waste Connections, Inc. (WCN CN) | 2961 | 496624 |
|  | Waste Connections, Inc. (WCN US) | 7735 | 1296950 |
|  \* | Well Health Technologies Corp. | 67160 | 251392 |
|  \* | Wesdome Gold Mines Ltd. | 58768 | 886621 |
|  | West Fraser Timber Co. Ltd. (WFG CN) | 8795 | 536774 |
|  # | West Fraser Timber Co. Ltd. (WFG US) | 7824 | 477259 |
|  \* | Western Forest Products, Inc. | 4052 | 34466 |
|  | Westshore Terminals Investment Corp. | 12032 | 221158 |
|  | Wheaton Precious Metals Corp. (WPM US) | 7423 | 716468 |
|  # | Whitecap Resources, Inc. | 381533 | 2840532 |
|  | Winpak Ltd. | 10127 | 310622 |
|  | WSP Global, Inc. | 12651 | 2418623 |
|  \* | Yangarra Resources Ltd. | 39182 | 28495 |
|  | Yellow Pages Ltd. | 3896 | 30556 |
|  TOTAL CANADA | TOTAL CANADA | TOTAL CANADA | 375145226 |
|  CHILE — (0.2%) | CHILE — (0.2%) |  |  |
|  | Aguas Andinas SA, Class A | 415945 | 158488 |
|  | Banco de Chile (BCH US), ADR | 4478 | 156321 |
|  | Banco de Chile (CHILE CI) | 1442844 | 249644 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  CHILE — (Continued) | CHILE — (Continued) |  |  |
|  | Banco de Credito e Inversiones SA | 8540 | $438284 |
|  | Banco Itau Chile SA | 3628 | 65873 |
|  | Banco Santander Chile (BSAC US), ADR | 600 | 17220 |
|  | Banco Santander Chile (BSAN CI) | 2316770 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;167394 |
|  | Besalco SA | 135131 | 158836 |
|  | Bicecorp SA | 464913 | 162771 |
|  \* | CAP SA | 23985 | 160274 |
|  | Cencosud SA | 184850 | 572557 |
|  | Cencosud Shopping SA | 77297 | 183316 |
|  | Cia Cervecerias Unidas SA (CCU CI) | 23852 | 151949 |
|  # | Cia Cervecerias Unidas SA (CCU US), Sponsored ADR | 5319 | 68615 |
|  | Cia Sud Americana de Vapores SA | 3353894 | 166714 |
|  | Colbun SA | 1198418 | 180117 |
|  | Embotelladora Andina SA, ADR, Class B | 5464 | 147856 |
|  | Empresa Nacional de Telecomunicaciones SA | 44364 | 211328 |
|  | Empresas CMPC SA | 183584 | 265126 |
|  | Empresas Copec SA | 39974 | 285558 |
|  | Enel Americas SA (ENELAM CI) | 451230 | 42660 |
|  | Enel Chile SA (ENELCHIL CI) | 2708750 | 206753 |
|  # | Enel Chile SA (ENIC US), ADR | 18524 | 71317 |
|  | Engie Energia Chile SA | 123296 | 177622 |
|  | Falabella SA | 29246 | 184161 |
|  | Forus SA | 13373 | 30918 |
|  | Inversiones Aguas Metropolitanas SA | 126242 | 127304 |
|  | Inversiones La Construccion SA | 11327 | 180290 |
|  | Latam Airlines Group SA | 13714446 | 311684 |
|  # | Latam Airlines Group SA, ADR | 1022 | 45980 |
|  \* | Multiexport Foods SA | 25298 | 7012 |
|  | Parque Arauco SA | 131716 | 367226 |
|  | PAZ Corp. SA | 29524 | 23507 |
|  | Plaza SA | 56571 | 159190 |
|  | Ripley Corp. SA | 327169 | 158969 |

---

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##### [**Table of Contents**](#toc)
**WORLD EX U.S. CORE EQUITY PORTFOLIO** 

**CONTINUED** 

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  CHILE — (Continued) | CHILE — (Continued) |  |  |
|  | Salfacorp SA | 223516 | $245499 |
|  | Sigdo Koppers SA | 12552 | 18261 |
|  | SMU SA | 925935 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;150564 |
|  | Sociedad Matriz SAAM SA | 1592635 | 210882 |
|  #\* | Sociedad Quimica y Minera de Chile SA, Sponsored ADR | 5556 | 272188 |
|  | SONDA SA | 190611 | 69137 |
|  | Vina Concha y Toro SA | 124839 | 136124 |
|  TOTAL CHILE | TOTAL CHILE | TOTAL CHILE | 7165489 |
|  CHINA — (9.1%) | CHINA — (9.1%) |  |  |
|  | 360 Security Technology, Inc., Class A | 23200 | 39046 |
|  | 361 Degrees International Ltd. | 364000 | 275312 |
|  | 37 Interactive Entertainment Network Technology Group Co. Ltd., Class A | 35400 | 103358 |
|  \* | 3D Medicines, Inc. | 10500 | 8553 |
|  W | 3SBio, Inc. | 508000 | 2021154 |
|  | 5I5J Holding Group Co. Ltd., Class A | 67400 | 27201 |
|  | AAC Technologies Holdings, Inc. | 233500 | 1200282 |
|  | Accelink Technologies Co. Ltd., Class A | 3000 | 26509 |
|  \* | ADAMA Ltd., Class A | 18100 | 16348 |
|  \* | Addsino Co. Ltd., Class A | 21000 | 24712 |
|  | Advanced Micro-Fabrication Equipment, Inc. China, Class A | 797 | 31312 |
|  | Advanced Technology & Materials Co. Ltd., Class A | 24500 | 73178 |
|  \* | AECC Aero Science & Technology Co. Ltd., Class A | 8300 | 31309 |
|  | AECC Aero-Engine Control Co. Ltd., Class A | 14700 | 38788 |
|  | AECC Aviation Power Co. Ltd., Class A | 4100 | 22526 |
|  \* | Aerospace Hi-Tech Holdings Group Ltd., Class A | 17000 | 45562 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  CHINA — (Continued) | CHINA — (Continued) |  |  |
|  | Aerospace Intelligent Manufacturing Technology Co. Ltd., Class A | 11900 | $33459 |
|  \* | Agile Group Holdings Ltd. | 518000 | 27921 |
|  \* | Agora, Inc., ADR | 25710 | 91271 |
|  | Agricultural Bank of China Ltd., Class H | 1878000 | 1432683 |
|  | Aier Eye Hospital Group Co. Ltd., Class A | 37127 | 63891 |
|  \* | AIFU, Inc., Class A | 733 | 3284 |
|  \* | AIM Vaccine Co. Ltd., Class H | 24800 | 12485 |
|  \*W | AInnovation Technology Group Co. Ltd., Class H | 40500 | 34928 |
|  \* | Air China Ltd., Class H | 442000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;324799 |
|  | Aisino Corp., Class A | 25500 | 29799 |
|  | Ajisen China Holdings Ltd. | 255000 | 32135 |
|  W | AK Medical Holdings Ltd. | 130000 | 98315 |
|  \*W | Akeso, Inc. | 4000 | 58244 |
|  | Alibaba Group Holding Ltd. (9988 HK) | 1117600 | 23781116 |
|  \* | Alibaba Health Information Technology Ltd. | 396000 | 295371 |
|  W | A-Living Smart City Services Co. Ltd., Class H | 205250 | 65299 |
|  | Allmed Medical Products Co. Ltd., Class A | 16300 | 24958 |
|  \*W | Alphamab Oncology | 62000 | 91768 |
|  | Aluminum Corp. of China Ltd., Class H | 1384000 | 1759781 |
|  \* | Amlogic Shanghai Co. Ltd., Class A | 2403 | 29045 |
|  | Amoy Diagnostics Co. Ltd., Class A | 13520 | 43400 |
|  | Amrita Global Development Ltd. | 138000 | 10656 |
|  | An Hui Wenergy Co. Ltd., Class A | 26300 | 30273 |
|  | Andon Health Co. Ltd., Class A | 5000 | 28479 |
|  | ANE Cayman, Inc. | 229000 | 338140 |
|  \* | Angang Steel Co. Ltd., Class H | 442800 | 115612 |

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##### [**Table of Contents**](#toc)
**WORLD EX U.S. CORE EQUITY PORTFOLIO** 

**CONTINUED** 

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| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  CHINA — (Continued) | CHINA — (Continued) |  |  |
|  | Angel Yeast Co. Ltd., Class A | 8472 | $46236 |
|  W | Angelalign Technology, Inc. | 7000 | 57458 |
|  | Anhui Anfu Battery |  |  |
|  | Technology Co. Ltd., Class A | 6345 | 35941 |
|  | Anhui Anke Biotechnology Group Co. Ltd., Class A | 34916 | 53446 |
|  | Anhui Conch Cement Co. Ltd., Class H | 256500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;764745 |
|  | Anhui Construction Engineering Group Co. Ltd., Class A | 62100 | 41374 |
|  | Anhui Expressway Co. Ltd., Class H | 114000 | 180994 |
|  | Anhui Guangxin Agrochemical Co. Ltd., Class A | 27636 | 45535 |
|  | Anhui Gujing Distillery Co. Ltd., Class A | 2900 | 65653 |
|  | Anhui Heli Co. Ltd., Class A | 19700 | 57699 |
|  | Anhui Hengyuan Coal Industry & Electricity Power Co. Ltd., Class A | 29900 | 30087 |
|  | Anhui Honglu Steel Construction Group Co. Ltd., Class A | 23240 | 59150 |
|  | Anhui Huilong Agricultural Means of Production Co. Ltd.,<br>Class A | 15300 | 12400 |
|  \* | Anhui Jianghuai Automobile Group Corp. Ltd., Class A | 3700 | 26555 |
|  | Anhui Jiangnan Chemical Industry Co. Ltd., Class A | 53200 | 47954 |
|  | Anhui Jinhe Industrial Co. Ltd., Class A | 13800 | 38955 |
|  | Anhui Kouzi Distillery Co. Ltd., Class A | 9700 | 44194 |
|  | Anhui Sierte Fertilizer Industry Ltd. Co., Class A | 26900 | 22729 |
|  \* | Anhui Tatfook Technology Co. Ltd., Class A | 11800 | 19237 |

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| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  CHINA — (Continued) | CHINA — (Continued) |  |  |
|  | Anhui Transport Consulting & Design Institute Co. Ltd., Class A | 12000 | $14394 |
|  \* | Anhui Truchum Advanced Materials & Technology Co. Ltd., Class A | 34600 | 64842 |
|  | Anhui Xinhua Media Co. Ltd., Class A | 42300 | 39834 |
|  | Anhui Yingjia Distillery Co. Ltd., Class A | 7000 | 41698 |
|  | Anhui Yingliu Electromechanical Co. Ltd., Class A | 13200 | 73995 |
|  | Anhui Zhongding Sealing Parts Co. Ltd., Class A | 28500 | 91846 |
|  | Anji Microelectronics Technology Shanghai Co. Ltd., Class A | 1604 | 44394 |
|  | Anjoy Foods Group Co. Ltd., Class A | 5100 | 52968 |
|  | Anker Innovations Technology Co. Ltd., Class A | 5200 | 85520 |
|  | Anshan Hifichem Co. Ltd., Class A | 5300 | 10370 |
|  | ANTA Sports Products Ltd. | 314800 | 3285923 |
|  | Anton Oilfield Services Group | 806000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;109008 |
|  | Aoshikang Technology Co. Ltd., Class A | 9200 | 49994 |
|  | Aotecar New Energy Technology Group Co. Ltd., Class A | 74400 | 33279 |
|  \* | Aowei Holdings Ltd. | 114000 | 3652 |
|  | Apeloa Pharmaceutical Co. Ltd., Class A | 24700 | 53960 |
|  | Appotronics Corp. Ltd., Class A | 10613 | 26896 |
|  | APT Medical, Inc., Class A | 974 | 37806 |
|  | APT Satellite Holdings Ltd. | 134750 | 36800 |
|  | Arctech Solar Holding Co. Ltd., Class A | 4879 | 29381 |
|  \*W | Ascletis Pharma, Inc. | 2000 | 2483 |

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**WORLD EX U.S. CORE EQUITY PORTFOLIO** 

**CONTINUED** 

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| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  CHINA — (Continued) | CHINA — (Continued) |  |  |
|  \* | Asia - Potash International Investment Guangzhou Co. Ltd., Class A | 9200 | $53997 |
|  \* | Asia Cement China Holdings Corp. | 200500 | 65777 |
|  W | AsiaInfo Technologies Ltd. | 111200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;129177 |
|  | Asian Star Anchor Chain Co. Ltd. Jiangsu, Class A | 22200 | 32213 |
|  | Asymchem Laboratories Tianjin Co. Ltd., Class A | 2920 | 40258 |
|  | Aurisco Pharmaceutical Co. Ltd., Class A | 3800 | 12415 |
|  \* | AustAsia Group Ltd. | 81172 | 18559 |
|  | Autel Intelligent Technology Corp. Ltd., Class A | 13173 | 71366 |
|  | Autobio Diagnostics Co. Ltd., Class A | 6700 | 36208 |
|  | Autohome, Inc., ADR | 8892 | 224078 |
|  \* | Autostreets Development Ltd. | 58200 | 28928 |
|  | Avary Holding Shenzhen Co. Ltd., Class A | 15900 | 117201 |
|  | AviChina Industry & Technology Co. Ltd., Class H | 988000 | 503282 |
|  | Avicopter PLC, Class A | 3800 | 19254 |
|  | Bafang Electric Suzhou Co. Ltd., Class A | 6300 | 24776 |
|  \*W | BAIC Motor Corp. Ltd., Class H | 578500 | 149588 |
|  \* | Baidu, Inc. (9888 HK), Class A | 414050 | 6267155 |
|  \* | Baidu, Inc. (BIDU US), Sponsored ADR | 9754 | 1178966 |
|  | Baimtec Material Co. Ltd., Class A | 2755 | 20761 |
|  W | BAIOO Family Interactive Ltd. | 152000 | 10178 |
|  \*W | Bairong, Inc. | 89500 | 113323 |
|  | Baiyin Nonferrous Group Co. Ltd., Class A | 127300 | 94700 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  CHINA — (Continued) | CHINA — (Continued) |  |  |
|  | Bank of Beijing Co. Ltd., Class A | 130000 | $102177 |
|  | Bank of Changsha Co. Ltd., Class A | 65800 | 88550 |
|  | Bank of Chengdu Co. Ltd., Class A | 68000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;160727 |
|  | Bank of China Ltd., Class H | 5292000 | 2996560 |
|  | Bank of Chongqing Co. Ltd., Class H | 268500 | 277098 |
|  | Bank of Communications Co. Ltd., Class H | 745000 | 661784 |
|  | Bank of Guiyang Co. Ltd., Class A | 27800 | 23767 |
|  | Bank of Hangzhou Co. Ltd., Class A | 78200 | 172588 |
|  | Bank of Jiangsu Co. Ltd., Class A | 192400 | 291763 |
|  | Bank of Nanjing Co. Ltd., Class A | 100600 | 160014 |
|  | Bank of Ningbo Co. Ltd., Class A | 74470 | 296832 |
|  W | Bank of Qingdao Co. Ltd., Class H | 186500 | 103108 |
|  | Bank of Shanghai Co. Ltd., Class A | 89793 | 119847 |
|  | Bank of Suzhou Co. Ltd., Class A | 71194 | 82766 |
|  | Bank of Tianjin Co. Ltd., Class H | 44500 | 14547 |
|  | Bank of Xi'an Co. Ltd., Class A | 107700 | 58878 |
|  W | Bank of Zhengzhou Co. Ltd., Class H | 361966 | 59643 |
|  | Baoji Titanium Industry Co. Ltd., Class A | 10300 | 46406 |
|  | Baoshan Iron & Steel Co. Ltd., Class A | 164400 | 170392 |
|  \* | Baosheng Science & Technology Innovation Co. Ltd., Class A | 38000 | 28360 |
|  | Baowu Magnesium Technology Co. Ltd., Class A | 13160 | 26484 |
|  | Baoxiniao Holding Co. Ltd., Class A | 26100 | 14416 |
|  | Baoye Group Co. Ltd., Class H | 78000 | 41741 |
|  \* | Baozun, Inc. (9991 HK), Class A | 21700 | 24198 |

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**CONTINUED** 

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| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  CHINA — (Continued) | CHINA — (Continued) |  |  |
|  \* | Baozun, Inc. (BZUN US), Sponsored ADR | 10967 | $35972 |
|  | BBMG Corp., Class H | 742000 | 78274 |
|  | BBMG Jidong Cement Group Co. Ltd., Class A | 29908 | 20262 |
|  \* | Be Friends Holding Ltd. | 270000 | 39612 |
|  | Bear Electric Appliance Co. Ltd., Class A | 5300 | 35916 |
|  | Befar Group Co. Ltd., Class A | 48200 | 29275 |
|  | Beibuwan Port Co. Ltd., Class A | 41700 | 51352 |
|  \* | Beijing BDStar Navigation Co. Ltd., Class A | 6400 | 27097 |
|  \* | Beijing Capital Development Co. Ltd., Class A | 68727 | 59361 |
|  | Beijing Capital Eco-Environment Protection Group Co. Ltd., Class A | 167830 | 75263 |
|  \* | Beijing Capital International Airport Co. Ltd., Class H | 550000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;197408 |
|  | Beijing Career International Co. Ltd., Class A | 4300 | 17793 |
|  | Beijing Chunlizhengda Medical Instruments Co. Ltd.,<br>Class H | 26250 | 64057 |
|  | Beijing Dabeinong Technology Group Co. Ltd., Class A | 43900 | 25410 |
|  | Beijing Dahao Technology Corp. Ltd., Class A | 11040 | 29704 |
|  | Beijing Easpring Material Technology Co. Ltd., Class A | 6900 | 66950 |
|  | Beijing Energy International Holding Co. Ltd. | 196000 | 31011 |
|  | Beijing Enlight Media Co. Ltd., Class A | 21398 | 51005 |
|  | Beijing Enterprises Holdings Ltd. | 172500 | 756909 |
|  # | Beijing Enterprises Water Group Ltd. | 1390000 | 446760 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  CHINA — (Continued) | CHINA — (Continued) |  |  |
|  | Beijing Fengjing Automotive Parts Co. Ltd. | 40800 | $21924 |
|  | Beijing Gehua CATV Network Co. Ltd., Class A | 48800 | 55187 |
|  | Beijing GeoEnviron Engineering & Technology, Inc., Class A | 31468 | 33374 |
|  \* | Beijing Haixin Energy Technology Co. Ltd., Class A | 58600 | 33684 |
|  | Beijing Haohua Energy Resource Co. Ltd., Class A | 35600 | 38630 |
|  | Beijing Huafeng Test & Control Technology Co. Ltd., Class A | 1129 | 31755 |
|  | Beijing Jetsen Technology Co. Ltd., Class A | 70230 | 65437 |
|  | Beijing Jingneng Clean Energy Co. Ltd., Class H | 328000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;104659 |
|  \* | Beijing Jingyuntong Technology Co. Ltd., Class A | 77600 | 44721 |
|  | Beijing Kingsoft Office Software, Inc., Class A | 641 | 32350 |
|  \* | Beijing Leike Defense Technology Co. Ltd., Class A | 26000 | 20138 |
|  | Beijing New Building Materials PLC, Class A | 17175 | 57390 |
|  \* | Beijing North Star Co. Ltd., Class H | 286000 | 31998 |
|  | Beijing Originwater Technology Co. Ltd., Class A | 57219 | 35078 |
|  \* | Beijing Philisense Technology Co. Ltd., Class A | 26700 | 21060 |
|  | Beijing Roborock Technology Co. Ltd., Class A | 1911 | 43882 |

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**WORLD EX U.S. CORE EQUITY PORTFOLIO** 

**CONTINUED** 

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| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  CHINA — (Continued) | CHINA — (Continued) |  |  |
|  | Beijing Sanlian Hope Shin-Gosen Technical Service Co. Ltd., Class A | 9900 | $23133 |
|  | Beijing Sanyuan Foods Co. Ltd., Class A | 62200 | 42338 |
|  | Beijing Shougang Co. Ltd., Class A | 79700 | 47070 |
|  | Beijing Shunxin Agriculture Co. Ltd., Class A | 11700 | 25775 |
|  | Beijing Sifang Automation Co. Ltd., Class A | 9100 | 36016 |
|  | Beijing Sinnet Technology Co. Ltd., Class A | 23200 | 44471 |
|  \* | Beijing Sinohytec Co. Ltd., Class H | 3700 | 14001 |
|  | Beijing SL Pharmaceutical Co. Ltd., Class A | 24950 | 26462 |
|  \* | Beijing Sojo Electric Co. Ltd., Class A | 22300 | 24097 |
|  \* | Beijing SPC Environment Protection Tech Co. Ltd., Class A | 23273 | 13086 |
|  | Beijing Strong Biotechnologies, Inc., Class A | 13300 | 25543 |
|  \* | Beijing Thunisoft Corp. Ltd., Class A | 18700 | 21058 |
|  | Beijing Tiantan Biological Products Corp. Ltd., Class A | 10660 | 27608 |
|  | Beijing Tong Ren Tang Chinese Medicine Co. Ltd. | 63000 | 69929 |
|  | Beijing Tong Ren Tang Co. Ltd., Class A | 7000 | 33339 |
|  | Beijing Tricolor Technology Co. Ltd., Class A | 4200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;101726 |
|  \* | Beijing UBOX Online Technology Corp., Class H | 62500 | 23585 |
|  | Beijing Ultrapower Software Co. Ltd., Class A | 22000 | 37615 |

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| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  CHINA — (Continued) | CHINA — (Continued) |  |  |
|  | Beijing United Information Technology Co. Ltd., Class A | 18809 | $75128 |
|  W | Beijing Urban Construction Design & Development Group Co. Ltd., Class H | 68000 | 12586 |
|  | Beijing Wandong Medical Technology Co. Ltd., Class A | 12800 | 28567 |
|  \* | Beijing Watertek Information Technology Co. Ltd., Class A | 36800 | 31760 |
|  | Beijing Yanjing Brewery Co. Ltd., Class A | 42400 | 70074 |
|  | Beijing Yuanliu Hongyuan Electronic Technology Co. Ltd.,<br>Class A | 4600 | 32595 |
|  | Beijing Zhong Ke San Huan High-Tech Co. Ltd., Class A | 18975 | 37114 |
|  | Beijing-Shanghai High Speed Railway Co. Ltd., Class A | 230800 | 168303 |
|  \* | Beiqi Foton Motor Co. Ltd., Class A | 197100 | 83152 |
|  \* | Bengang Steel Plates Co. Ltd., Class A | 59800 | 30009 |
|  \* | BeOne Medicines Ltd., Class H | 14800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;355826 |
|  #\* | BeOne Medicines Ltd. (BGNE US), ADR | 101 | 31358 |
|  | Best Pacific International Holdings Ltd. | 88000 | 37101 |
|  | Bestore Co. Ltd., Class A | 11700 | 20384 |
|  | Bethel Automotive Safety Systems Co. Ltd., Class A | 5280 | 37273 |
|  | Betta Pharmaceuticals Co. Ltd., Class A | 3400 | 27180 |
|  | Biem.L.Fdlkk Garment Co. Ltd., Class A | 19300 | 43364 |
|  #\* | Bilibili, Inc., Sponsored ADR | 13504 | 408496 |

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**WORLD EX U.S. CORE EQUITY PORTFOLIO** 

**CONTINUED** 

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| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  CHINA — (Continued) | CHINA — (Continued) |  |  |
|  \* | Bilibili, Inc., Class Z | 1400 | $42284 |
|  | Binjiang Service Group Co. Ltd. | 34000 | 107778 |
|  | Black Peony Group Co. Ltd., Class A | 20300 | 24408 |
|  | Bloomage Biotechnology Corp. Ltd. (688363 C1), Class A | 2780 | 21088 |
|  #W | Blue Moon Group Holdings Ltd. | 244000 | 93288 |
|  | Bluestar Adisseo Co., Class A | 14700 | 19439 |
|  W | BOC Aviation Ltd. | 83000 | 727552 |
|  | BOC International China Co. Ltd., Class A | 17500 | 34602 |
|  \* | BOE HC SemiTek Corp. | 50100 | 56092 |
|  | BOE Technology Group Co. Ltd., Class A | 342100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;195278 |
|  | BOE Varitronix Ltd. | 128000 | 82000 |
|  \* | Bohai Leasing Co. Ltd., Class A | 144400 | 72545 |
|  | Bosideng International Holdings Ltd. | 1726000 | 1056163 |
|  | BOTH Engineering Technology Co. Ltd., Class A | 13200 | 23127 |
|  | Boyaa Interactive International Ltd. | 45000 | 30882 |
|  | Bright Dairy & Food Co. Ltd., Class A | 39100 | 45950 |
|  \* | Brii Biosciences Ltd. | 133500 | 31264 |
|  # | Brilliance China Automotive Holdings Ltd. | 994000 | 489082 |
|  | Bros Eastern Co. Ltd., Class A | 26700 | 20051 |
|  \* | B-Soft Co. Ltd., Class A | 67555 | 45124 |
|  | BTG Hotels Group Co. Ltd., Class A | 33900 | 69244 |
|  \* | Burning Rock Biotech Ltd., ADR | 1300 | 16783 |
|  \* | Business-intelligence of Oriental Nations Corp. Ltd., Class A | 15900 | 23607 |
|  | BYD Co. Ltd., Class H | 202500 | 2616297 |

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| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  CHINA — (Continued) | CHINA — (Continued) |  |  |
|  | BYD Electronic International Co. Ltd. | 241500 | $1133752 |
|  | By-health Co. Ltd., Class A | 26600 | 46917 |
|  \* | C C Land Holdings Ltd. | 665499 | 101899 |
|  | C&D International Investment Group Ltd. | 216815 | 445328 |
|  | C&D Property Management Group Co. Ltd. | 76000 | 28346 |
|  | Caitong Securities Co. Ltd., Class A | 46670 | 56428 |
|  \*W | CALB Group Co. Ltd., Class H | 48700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;209917 |
|  \* | Cambricon Technologies Corp. Ltd., Class A | 256 | 49478 |
|  | Camel Group Co. Ltd., Class A | 41308 | 59240 |
|  # | Canggang Railway Ltd. | 176000 | 18592 |
|  | Cangzhou Mingzhu Plastic Co. Ltd., Class A | 67400 | 44180 |
|  | Canmax Technologies Co. Ltd., Class A | 16650 | 71142 |
|  | Canny Elevator Co. Ltd., Class A | 15300 | 15786 |
|  \*W | CanSino Biologics, Inc., Class H | 4200 | 24972 |
|  | Castech, Inc., Class A | 8250 | 53730 |
|  | Cathay Biotech, Inc., Class A | 4185 | 29893 |
|  W | Cathay Group Holdings, Inc. | 135000 | 23908 |
|  | CCCC Design & Consulting Group Co. Ltd., Class A | 20800 | 22417 |
|  | CCS Supply Chain Management Co. Ltd., Class A | 35100 | 23547 |
|  | CECEP Solar Energy Co. Ltd., Class A | 68300 | 44740 |
|  | CECEP Wind-Power Corp., Class A | 164120 | 71295 |
|  | Central China Land Media Co. Ltd., Class A | 25200 | 42833 |

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**WORLD EX U.S. CORE EQUITY PORTFOLIO** 

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| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  CHINA — (Continued) | CHINA — (Continued) |  |  |
|  | Central China Securities Co. Ltd., Class H | 316000 | $104818 |
|  | CETC Cyberspace Security Technology Co. Ltd., Class A | 12200 | 31360 |
|  | CETC Digital Technology Co. Ltd., Class A | 6780 | 25946 |
|  | CGN Mining Co. Ltd. | 185000 | 93112 |
|  | CGN New Energy Holdings Co. Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;800000 | 283125 |
|  \* | CGN Nuclear Technology Development Co. Ltd., Class A | 22700 | 25815 |
|  W | CGN Power Co. Ltd., Class H | 1452000 | 575270 |
|  | Changbai Mountain Tourism Co. Ltd., Class A | 8500 | 62726 |
|  | Changchun Faway Automobile Components Co. Ltd., Class A | 14500 | 19200 |
|  | Changchun High-Tech Industry Group Co. Ltd., Class A | 2500 | 39463 |
|  | Changhong Meiling Co. Ltd., Class A | 19400 | 18958 |
|  | Changjiang & Jinggong Steel Building Group Co. Ltd., Class A | 64200 | 38438 |
|  | Changjiang Publishing & Media Co. Ltd., Class A | 44400 | 54657 |
|  | Changjiang Securities Co. Ltd., Class A | 53700 | 66595 |
|  | Changzheng Engineering Technology Co. Ltd., Class A | 8600 | 22943 |
|  | Changzhou Qianhong Biopharma Co. Ltd., Class A | 23800 | 31124 |
|  | Changzhou Xingyu Automotive Lighting Systems Co. Ltd., Class A | 2400 | 43768 |
|  | Chaowei Power Holdings Ltd. | 249000 | 46496 |

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| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  CHINA — (Continued) | CHINA — (Continued) |  |  |
|  | Chaozhou Three-Circle Group Co. Ltd., Class A | 6000 | $41877 |
|  W | Cheerwin Group Ltd. | 160500 | 46615 |
|  \* | Cheetah Mobile, Inc., ADR | 2478 | 18436 |
|  \* | Chen Lin Education Group Holdings Ltd. | 34000 | 7013 |
|  | Cheng De Lolo Co. Ltd., Class A | 35400 | 45927 |
|  | Chengdu Fusen Noble-House Industrial Co. Ltd., Class A | 16900 | 26975 |
|  | Chengdu Galaxy Magnets Co. Ltd., Class A | 7100 | 34433 |
|  | Chengdu Guibao Science & Technology Co. Ltd., Class A | 9100 | 28663 |
|  | Chengdu Haoneng Technology Co. Ltd., Class A | 55900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;106863 |
|  | Chengdu Hi-tech Development Co. Ltd., Class A | 2900 | 20406 |
|  | Chengdu Hongqi Chain Co. Ltd., Class A | 29400 | 22738 |
|  | Chengdu Kanghong Pharmaceutical Group Co. Ltd., Class A | 13552 | 64477 |
|  | Chengdu Kanghua Biological Products Co. Ltd., Class A | 2350 | 25475 |
|  | Chengdu Leejun Industrial Co. Ltd., Class A | 21700 | 34110 |
|  | Chengdu Wintrue Holding Co. Ltd., Class A | 28200 | 41380 |
|  | Chengdu Xingrong Environment Co. Ltd., Class A | 33500 | 33250 |
|  | Chenguang Biotech Group Co. Ltd., Class A | 14900 | 28005 |

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| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  CHINA — (Continued) | CHINA — (Continued) |  |  |
|  \* | Chengxin Lithium Group Co. Ltd., Class A | 10400 | $37274 |
|  | Chengzhi Co. Ltd., Class A | 20300 | 21853 |
|  # | Chervon Holdings Ltd. | 38500 | 99900 |
|  | Chifeng Jilong Gold Mining Co. Ltd., Class A | 13200 | 55041 |
|  \* | China Aerospace International Holdings Ltd. | 690000 | 50543 |
|  \* | China Agriculture Development Seed Group Co. Ltd., Class A | 28400 | 25652 |
|  | China Aircraft Leasing Group Holdings Ltd. | 89059 | 51066 |
|  | China Animal Husbandry Industry Co. Ltd., Class A | 31700 | 34245 |
|  | China Automotive Engineering Research Institute Co. Ltd., Class A | 16300 | 40137 |
|  | China Baoan Group Co. Ltd., Class A | 17600 | 28348 |
|  | China BlueChemical Ltd., Class H | 498000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;153890 |
|  \*W | China Bohai Bank Co. Ltd., Class H | 696500 | 91377 |
|  \* | China Boton Group Co. Ltd. | 118000 | 27609 |
|  | China CAMC Engineering Co. Ltd., Class A | 30400 | 36381 |
|  # | China Chunlai Education Group Co. Ltd. | 65000 | 36460 |
|  | China Cinda Asset Management Co. Ltd., Class H | 3009000 | 487743 |
|  | China CITIC Bank Corp. Ltd., Class H | 1222000 | 1165917 |
|  | China Coal Energy Co. Ltd., Class H | 726000 | 1022675 |
|  | China Coal Xinji Energy Co. Ltd., Class A | 69700 | 70940 |

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| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  CHINA — (Continued) | CHINA — (Continued) |  |  |
|  \*†† | China Common Rich Renewable Energy Investments Ltd. | 190000 | $0 |
|  | China Communications Services Corp. Ltd., Class H | 712000 | 426711 |
|  \* | China Conch Environment Protection Holdings Ltd. | 434000 | 32297 |
|  | China Conch Venture Holdings Ltd. | 447500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;559525 |
|  | China Construction Bank Corp., Class H | 7661000 | 7584703 |
|  | China CSSC Holdings Ltd., Class A | 4300 | 21721 |
|  | China CYTS Tours Holding Co. Ltd., Class A | 20900 | 28497 |
|  | China Datang Corp. Renewable Power Co. Ltd., Class H | 608000 | 186196 |
|  | China Design Group Co. Ltd., Class A | 19400 | 21302 |
|  W | China Development Bank Financial Leasing Co. Ltd., Class H | 718000 | 157812 |
|  | China Dongxiang Group Co. Ltd. | 1100000 | 70852 |
|  W | China East Education Holdings Ltd. | 205000 | 172352 |
|  \* | China Eastern Airlines Corp. Ltd., Class H | 434000 | 222898 |
|  | China Education Group Holdings Ltd. | 385009 | 147733 |
|  | China Electronics Huada Technology Co. Ltd. | 340000 | 64673 |
|  \* | China Electronics Optics Valley Union Holding Co. Ltd. | 824000 | 25617 |
|  | China Energy Engineering Corp. Ltd. (3996 HK), Class H | 1020000 | 152162 |

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**WORLD EX U.S. CORE EQUITY PORTFOLIO** 

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| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  CHINA — (Continued) | CHINA — (Continued) |  |  |
|  | China Energy Engineering Corp. Ltd. (601868 C1), Class A | 439823 | $149006 |
|  | China Everbright Bank Co. Ltd., Class H | 527000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;216200 |
|  # | China Everbright Environment Group Ltd. | 692111 | 428236 |
|  W | China Everbright Greentech Ltd. | 83000 | 10030 |
|  | China Everbright Ltd. | 280000 | 363579 |
|  | China Everbright Water Ltd. | 52712 | 10519 |
|  \* | China Express Airlines Co. Ltd., Class A | 18000 | 27011 |
|  W | China Feihe Ltd. | 1273000 | 679415 |
|  | China Film Group Co. Ltd., Class A | 18541 | 37948 |
|  \* | China First Heavy Industries Co. Ltd., Class A | 56700 | 25664 |
|  | China Foods Ltd. | 344000 | 183627 |
|  | China Galaxy Securities Co. Ltd., Class H | 729500 | 1049461 |
|  | China Gas Holdings Ltd. | 923661 | 950027 |
|  | China Gold International Resources Corp. Ltd. (2099 HK) | 17900 | 301310 |
|  | China Gold International Resources Corp. Ltd. (CGG CN) | 94140 | 1594114 |
|  | China Great Wall Securities Co. Ltd., Class A | 32700 | 50842 |
|  \* | China Greatwall Technology Group Co. Ltd., Class A | 4500 | 10708 |
|  | China Green Electricity Investment of Tianjin Co. Ltd., Class A | 32600 | 39905 |
|  | China Hainan Rubber Industry Group Co. Ltd., Class A | 36100 | 28649 |
|  | China Hanking Holdings Ltd. | 202000 | 112974 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  CHINA — (Continued) | CHINA — (Continued) |  |  |
|  \* | China Harmony Auto Holding Ltd. | 154000 | $24803 |
|  \* | China High Speed Railway Technology Co. Ltd., Class A | 90100 | 36451 |
|  \* | China High Speed Transmission Equipment Group Co. Ltd. | 52000 | 11910 |
|  | China Hongqiao Group Ltd. | 965000 | 3663906 |
|  #†† | China Huiyuan Juice Group Ltd. | 269535 | 12161 |
|  W | China International Capital Corp. Ltd., Class H | 246000 | 669255 |
|  | China International Marine Containers Group Co. Ltd., Class H | 298200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;272568 |
|  | China Isotope & Radiation Corp., Class H | 7600 | 18757 |
|  # | China Jinmao Holdings Group Ltd. | 1847078 | 319201 |
|  | China Kepei Education Group Ltd. | 178000 | 33266 |
|  | China Kings Resources Group Co. Ltd., Class A | 19496 | 50368 |
|  | China Leadshine Technology Co. Ltd., Class A | 8300 | 51585 |
|  | China Lesso Group Holdings Ltd. | 343000 | 196280 |
|  | China Life Insurance Co. Ltd., Class H | 308000 | 971275 |
|  | China Lilang Ltd. | 157000 | 68046 |
|  \*W | China Literature Ltd. | 81400 | 438518 |
|  | China Longyuan Power Group Corp. Ltd., Class H | 446000 | 413043 |
|  \* | China Maple Leaf Educational Systems Ltd. | 142000 | 7032 |
|  | China Medical System Holdings Ltd. | 473000 | 815740 |
|  | China Meheco Group Co. Ltd., Class A | 34840 | 55203 |
|  | China Meidong Auto Holdings Ltd. | 278000 | 63240 |

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**CONTINUED** 

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| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  CHINA — (Continued) | CHINA — (Continued) |  |  |
|  | China Mengniu Dairy Co. Ltd. | 1059000 | $1927116 |
|  | China Merchants Bank Co. Ltd., Class H | 593500 | 3720374 |
|  | China Merchants Energy Shipping Co. Ltd., Class A | 109220 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;141868 |
|  | China Merchants Expressway Network & Technology Holdings Co. Ltd., Class A | 11700 | 16877 |
|  | China Merchants Port Holdings Co. Ltd. | 379993 | 735954 |
|  | China Merchants Property Operation & Service Co. Ltd., Class A | 23100 | 37219 |
|  W | China Merchants Securities Co. Ltd., Class H | 96820 | 194390 |
|  | China Merchants Shekou Industrial Zone Holdings Co. Ltd., Class A | 49400 | 65611 |
|  # | China Minsheng Banking Corp. Ltd., Class H | 1131900 | 579888 |
|  # | China Modern Dairy Holdings Ltd. | 1105000 | 172182 |
|  | China National Accord Medicines Corp. Ltd., Class A | 13130 | 46918 |
|  | China National Building Material Co. Ltd., Class H | 837141 | 593246 |
|  | China National Chemical Engineering Co. Ltd., Class A | 55700 | 60530 |
|  | China National Electric Apparatus Research Institute Co. Ltd., Class A | 6835 | 30944 |
|  | China National Gold Group Gold Jewellery Co. Ltd., Class A | 37300 | 43289 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  CHINA — (Continued) | CHINA — (Continued) |  |  |
|  | China National Medicines Corp. Ltd., Class A | 10000 | $41882 |
|  | China National Nuclear Power Co. Ltd., Class A | 285772 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;360727 |
|  \*W | China New Higher Education Group Ltd. | 354064 | 56046 |
|  | China Nonferrous Metal Industry's Foreign Engineering & Construction Co. Ltd., Class A | 57900 | 54311 |
|  | China Nonferrous Mining Corp. Ltd. | 524000 | 966489 |
|  | China Northern Rare Earth Group High-Tech Co. Ltd., Class A | 8900 | 63558 |
|  \* | China Oil & Gas Group Ltd. | 1408000 | 31582 |
|  | China Oilfield Services Ltd., Class H | 590000 | 575988 |
|  | China Oriental Group Co. Ltd. | 366000 | 61767 |
|  | China Overseas Grand Oceans Group Ltd. | 580283 | 162131 |
|  | China Overseas Land & Investment Ltd. | 808000 | 1355981 |
|  | China Overseas Property Holdings Ltd. | 560000 | 349538 |
|  | China Pacific Insurance Group Co. Ltd., Class H | 721000 | 2922971 |
|  | China Petroleum & Chemical Corp., Class H | 4480000 | 2382931 |
|  | China Petroleum Engineering Corp., Class A | 86700 | 43413 |
|  | China Power International Development Ltd. | 866999 | 373762 |
|  \*†† | China Properties Investment Holdings Ltd. | 81000 | 0 |
|  | China Publishing & Media Co. Ltd., Class A | 24900 | 23980 |

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**CONTINUED** 

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| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  CHINA — (Continued) | CHINA — (Continued) |  |  |
|  | China Qinfa Group Ltd. | 220000 | $82609 |
|  | China Railway Group Ltd., Class H | 968000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;491045 |
|  | China Railway Hi-tech Industry Co. Ltd., Class A | 53100 | 62755 |
|  | China Railway Materials Co. Ltd., Class A | 100200 | 37737 |
|  W | China Railway Signal & Communication Corp. Ltd., Class H | 513000 | 225090 |
|  | China Railway Tielong Container Logistics Co. Ltd., Class A | 36500 | 33151 |
|  \* | China Rare Earth Holdings Ltd. | 768399 | 69220 |
|  \* | China Rare Earth Resources & Technology Co. Ltd., Class A | 2900 | 21487 |
|  | China Reinsurance Group Corp., Class H | 2078000 | 422013 |
|  \*W | China Renaissance Holdings Ltd. | 69900 | 52134 |
|  | China Resource & Environment Co. Ltd., Class A | 33600 | 20313 |
|  | China Resources Beer Holdings Co. Ltd. | 559307 | 1913125 |
|  | China Resources Boya Bio-pharmaceutical Group Co. Ltd., Class A | 5200 | 18461 |
|  | China Resources Building Materials Technology Holdings Ltd. | 756000 | 164412 |
|  | China Resources Double Crane Pharmaceutical Co. Ltd., Class A | 24200 | 65500 |
|  | China Resources Gas Group Ltd. | 295900 | 813672 |
|  | China Resources Land Ltd. | 754000 | 2724154 |
|  # | China Resources Medical Holdings Co. Ltd. | 267500 | 116229 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  CHINA — (Continued) | CHINA — (Continued) |  |  |
|  W | China Resources Mixc Lifestyle Services Ltd. | 192800 | $1008752 |
|  #W | China Resources Pharmaceutical Group Ltd. | 628500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;402771 |
|  | China Resources Power Holdings Co. Ltd. | 312690 | 747735 |
|  | China Resources Sanjiu Medical & Pharmaceutical Co. Ltd., Class A | 14019 | 56829 |
|  # | China Risun Group Ltd. | 380000 | 114379 |
|  \* | China Ruyi Holdings Ltd. | 1652000 | 588867 |
|  \* | China Sanjiang Fine Chemicals Co. Ltd. | 207000 | 65445 |
|  #\* | China Shanshui Cement Group Ltd. | 204000 | 20913 |
|  \*W | China Shengmu Organic Milk Ltd. | 1189000 | 52958 |
|  # | China Shenhua Energy Co. Ltd., Class H | 648500 | 3376858 |
|  | China Shineway Pharmaceutical Group Ltd. | 108000 | 116659 |
|  | China South Publishing & Media Group Co. Ltd., Class A | 45700 | 77737 |
|  \* | China Southern Airlines Co. Ltd., Class H | 432000 | 260510 |
|  | China Southern Power Grid Energy Efficiency&Clean Energy Co. Ltd. (003035 C2), Class A | 64500 | 44682 |
|  | China Southern Power Grid Technology Co. Ltd., Class A | 4818 | 35907 |
|  | China Starch Holdings Ltd. | 415000 | 10183 |
|  | China State Construction Development Holdings Ltd. | 224000 | 34052 |

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**WORLD EX U.S. CORE EQUITY PORTFOLIO** 

**CONTINUED** 

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| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  CHINA — (Continued) | CHINA — (Continued) |  |  |
|  | China State Construction Engineering Corp. Ltd., Class A | 270029 | $206124 |
|  | China State Construction International Holdings Ltd. | 742000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;844070 |
|  | China Sunshine Paper Holdings Co. Ltd. | 260000 | 56173 |
|  | China Suntien Green Energy Corp. Ltd., Class H | 450000 | 251612 |
|  | China Taiping Insurance Holdings Co. Ltd. | 441200 | 1003582 |
|  | China Testing & Certification International Group Co. Ltd., Class A | 15338 | 14082 |
|  | China Tianying, Inc., Class A | 79700 | 65748 |
|  | China Tobacco International HK Co. Ltd. | 82000 | 399446 |
|  #W | China Tourism Group Duty Free Corp. Ltd. (1880 HK), Class H | 16500 | 141789 |
|  W | China Tower Corp. Ltd., Class H | 1503800 | 2172459 |
|  | China Traditional Chinese Medicine Holdings Co. Ltd. | 914000 | 275337 |
|  \* | China TransInfo Technology Co. Ltd., Class A | 30900 | 48329 |
|  #\* | China Travel International Investment Hong Kong Ltd. | 744000 | 164536 |
|  | China Tungsten & Hightech Materials Co. Ltd., Class A | 30150 | 99282 |
|  #\* | China Vanke Co. Ltd., Class H | 740484 | 419514 |
|  | China Vered Financial Holding Corp. Ltd. | 219000 | 31204 |
|  | China Wafer Level CSP Co. Ltd., Class A | 5400 | 22306 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  CHINA — (Continued) | CHINA — (Continued) |  |  |
|  | China Water Affairs Group Ltd. | 196000 | $158115 |
|  | China West Construction Group Co. Ltd., Class A | 32100 | 29790 |
|  | China XD Electric Co. Ltd., Class A | 64800 | 72641 |
|  | China XLX Fertiliser Ltd. | 218000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;205698 |
|  | China Yangtze Power Co. Ltd., Class A | 74800 | 295513 |
|  | China Yongda Automobiles Services Holdings Ltd. | 443500 | 97383 |
|  #\*W | China Youran Dairy Group Ltd. | 598000 | 249825 |
|  \*W | China Yuhua Education Corp. Ltd. | 554000 | 39824 |
|  | China Zhenhua Group Science & Technology Co. Ltd., Class A | 8500 | 60250 |
|  | China Zheshang Bank Co. Ltd., Class H | 778000 | 253444 |
|  | China-Singapore Suzhou Industrial Park Development Group Co. Ltd., Class A | 14800 | 19280 |
|  | Chinasoft International Ltd. | 954000 | 714162 |
|  | Chinese Universe Publishing & Media Group Co. Ltd., Class A | 13900 | 20281 |
|  | Chongqing Brewery Co. Ltd., Class A | 4200 | 31707 |
|  | Chongqing Changan Automobile Co. Ltd., Class A | 32594 | 56776 |
|  | Chongqing Chuanyi Automation Co. Ltd., Class A | 13260 | 43506 |
|  | Chongqing Department Store Co. Ltd., Class A | 11000 | 42270 |
|  | Chongqing Fuling Electric Power Industrial Co. Ltd., Class A | 49455 | 68759 |

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**WORLD EX U.S. CORE EQUITY PORTFOLIO** 

**CONTINUED** 

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| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  CHINA — (Continued) | CHINA — (Continued) |  |  |
|  | Chongqing Fuling Zhacai Group Co. Ltd., Class A | 20760 | $38296 |
|  | Chongqing Gas Group Corp. Ltd., Class A | 23600 | 19445 |
|  | Chongqing Machinery & Electric Co. Ltd., Class H | 482000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;114663 |
|  | Chongqing Port Co. Ltd., Class A | 29300 | 22349 |
|  | Chongqing Road & Bridge Co. Ltd., Class A | 39700 | 37787 |
|  | Chongqing Rural Commercial Bank Co. Ltd., Class H | 587000 | 482744 |
|  | Chongqing Sanfeng Environment Group Corp. Ltd., Class A | 54700 | 64957 |
|  \* | Chongqing Taiji Industry Group Co. Ltd., Class A | 12500 | 36911 |
|  | Chongqing Zhifei Biological Products Co. Ltd., Class A | 12250 | 35446 |
|  | Chongyi Zhangyuan Tungsten Industry Co. Ltd., Class A | 26700 | 48403 |
|  | Chow Tai Fook Jewellery Group Ltd. | 560600 | 1097219 |
|  | Chow Tai Seng Jewellery Co. Ltd., Class A | 24400 | 47467 |
|  \* | CIFI Holdings Group Co. Ltd. | 1224000 | 35212 |
|  | CIG Shanghai Co. Ltd., Class A | 5800 | 83616 |
|  | CIMC Enric Holdings Ltd. | 266000 | 256911 |
|  | Cisen Pharmaceutical Co. Ltd., Class A | 20900 | 62289 |
|  | CITIC Heavy Industries Co. Ltd., Class A | 43000 | 45419 |
|  | CITIC Ltd. | 831000 | 1284419 |
|  | CITIC Resources Holdings Ltd. | 1012000 | 53969 |
|  | CITIC Securities Co. Ltd., Class H | 135475 | 515765 |
|  | City Development Environment Co. Ltd., Class A | 24900 | 52285 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  CHINA — (Continued) | CHINA — (Continued) |  |  |
|  \* | Citychamp Watch & Jewellery Group Ltd. | 440000 | $10345 |
|  \* | ClouDr Group Ltd. | 207100 | 31929 |
|  #\* | CMGE Technology Group Ltd. | 858000 | 43631 |
|  | CMOC Group Ltd., Class H | 945000 | 2045885 |
|  | CMST Development Co. Ltd., Class A | 63900 | 53442 |
|  \* | CNFinance Holdings Ltd., ADR | 618 | 3089 |
|  | CNGR Advanced Material Co. Ltd., Class A | 7810 | 50538 |
|  | CNOOC Energy Technology & Services Ltd., Class A | 105600 | 57922 |
|  | CNSIG Inner Mongolia Chemical Industry Co. Ltd., Class A | 32500 | 36238 |
|  \* | COFCO Biotechnology Co. Ltd., Class A | 32100 | 26768 |
|  | COFCO Capital Holdings Co. Ltd., Class A | 20600 | 36785 |
|  #\* | COFCO Joycome Foods Ltd. | 892000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;190290 |
|  | COFCO Sugar Holding Co. Ltd., Class A | 41100 | 90349 |
|  | Cofoe Medical Technology Co. Ltd., Class A | 6200 | 38067 |
|  | Comba Telecom Systems Holdings Ltd. | 482000 | 181874 |
|  | Concord New Energy Group Ltd. | 2470000 | 122411 |
|  | Consun Pharmaceutical Group Ltd. | 165000 | 319165 |
|  | Contemporary Amperex Technology Co. Ltd., Class A | 25160 | 1375624 |
|  | Continental Aerospace Technologies Holding Ltd. | 1578866 | 27129 |
|  \* | Coolpad Group Ltd. | 128000 | 17934 |

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##### [**Table of Contents**](#toc)
**WORLD EX U.S. CORE EQUITY PORTFOLIO** 

**CONTINUED** 

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| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  CHINA — (Continued) | CHINA — (Continued) |  |  |
|  | COSCO SHIPPING Development Co. Ltd., Class H | 1119000 | $166925 |
|  | COSCO SHIPPING Energy Transportation Co. Ltd., Class H | 418000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;590983 |
|  | COSCO SHIPPING Holdings Co. Ltd., Class H | 899300 | 1559594 |
|  | COSCO SHIPPING International Hong Kong Co. Ltd. | 224000 | 172722 |
|  # | COSCO SHIPPING Ports Ltd. | 427733 | 315329 |
|  | COSCO SHIPPING Specialized Carriers Co. Ltd., Class A | 79500 | 81322 |
|  | COSCO SHIPPING Technology Co. Ltd., Class A | 11500 | 28393 |
|  | CQ Pharmaceutical Holding Co. Ltd., Class A | 54100 | 40839 |
|  | CRRC Corp. Ltd., Class H | 991000 | 751987 |
|  W | CSC Financial Co. Ltd., Class H | 35500 | 60218 |
|  | CSG Holding Co. Ltd., Class A | 62295 | 41657 |
|  | CSPC Pharmaceutical Group Ltd. | 3058800 | 3012894 |
|  | CSSC Hong Kong Shipping Co. Ltd. | 478000 | 127840 |
|  | CSSC Science & Technology Co. Ltd., Class A | 9800 | 16500 |
|  | CTS International Logistics Corp. Ltd., Class A | 45970 | 39885 |
|  \* | Cutia Therapeutics, Class H | 9400 | 9175 |
|  \* | CWT International Ltd. | 1480000 | 46715 |
|  | Dajin Heavy Industry Co. Ltd., Class A | 7900 | 55870 |
|  | Dalian Huarui Heavy Industry Group Co. Ltd., Class A | 45400 | 41099 |
|  #\* | Dalipal Holdings Ltd. | 118000 | 98417 |
|  \* | Damai Entertainment Holdings Ltd. | 3770000 | 445928 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  CHINA — (Continued) | CHINA — (Continued) |  |  |
|  | Daqin Railway Co. Ltd., Class A | 85065 | $68518 |
|  | Dashang Co. Ltd., Class A | 6292 | 15567 |
|  | DaShenLin Pharmaceutical Group Co. Ltd., Class A | 24436 | 62791 |
|  # | Datang International Power Generation Co. Ltd., Class H | 586000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;180139 |
|  | Dawnrays Pharmaceutical Holdings Ltd. | 141000 | 21810 |
|  | DBG Technology Co. Ltd., Class A | 8800 | 38122 |
|  | DeHua TB New Decoration Materials Co. Ltd., Class A | 15800 | 28036 |
|  | Deppon Logistics Co. Ltd., Class A | 15200 | 31885 |
|  \* | Dezhan Healthcare Co. Ltd., Class A | 66100 | 40689 |
|  | DHC Software Co. Ltd., Class A | 37500 | 54483 |
|  | Dian Diagnostics Group Co. Ltd., Class A | 15300 | 34957 |
|  | Digital China Group Co. Ltd., Class A | 11400 | 69014 |
|  # | Digital China Holdings Ltd. | 163000 | 62896 |
|  \* | Digital China Information Service Group Co. Ltd., Class A | 17600 | 46981 |
|  | Do-Fluoride New Materials Co. Ltd., Class A | 15920 | 63558 |
|  | Dong-E-E-Jiao Co. Ltd., Class A | 2700 | 18016 |
|  | Dongfang Electric Corp. Ltd., Class H | 84200 | 205447 |
|  | Dongfang Electronics Co. Ltd., Class A | 43300 | 72453 |
|  | DongFeng Automobile Co. Ltd., Class A | 24900 | 27080 |
|  | Dongfeng Electronic Technology Co. Ltd., Class A | 11900 | 20935 |

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**CONTINUED** 

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| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  CHINA — (Continued) | CHINA — (Continued) |  |  |
|  \* | Dongfeng Motor Group Co. Ltd., Class H | 674000 | $815353 |
|  | Dongguan Aohai Technology Co. Ltd., Class A | 1900 | 12591 |
|  | Dongguan Development Holdings Co. Ltd., Class A | 26300 | 43578 |
|  | Dongguan Rural Commercial Bank Co. Ltd., Class H | 22000 | 9589 |
|  | Dongguan Yutong Optical Technology Co. Ltd., Class A | 6500 | 28151 |
|  | Donghua Testing Technology Co. Ltd., Class A | 4000 | 30342 |
|  \* | Dongjiang Environmental Co. Ltd., Class H | 32200 | 10337 |
|  | Dongxing Securities Co. Ltd., Class A | 45600 | 81208 |
|  | Dongyue Group Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;532000 | 684458 |
|  # | DouYu International Holdings Ltd., ADR | 11065 | 76015 |
|  \* | DPC Dash Ltd. | 18100 | 205408 |
|  | Dynagreen Environmental Protection Group Co. Ltd., Class H | 127000 | 89119 |
|  | Eaglerise Electric & Electronic China Co. Ltd., Class A | 9700 | 34900 |
|  | East Money Information Co. Ltd., Class A | 25927 | 93009 |
|  | Eastcompeace Technology Co. Ltd., Class A | 15200 | 51728 |
|  \* | Easyhome New Retail Group Co. Ltd., Class A | 87800 | 35663 |
|  | E-Commodities Holdings Ltd. | 660000 | 70485 |
|  | Ecovacs Robotics Co. Ltd., Class A | 4100 | 51552 |
|  | Edifier Technology Co. Ltd., Class A | 17400 | 31356 |
|  | Edvantage Group Holdings Ltd. | 171630 | 30944 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  CHINA — (Continued) | CHINA — (Continued) |  |  |
|  # | EEKA Fashion Holdings Ltd. | 72000 | $72660 |
|  | Electric Connector Technology Co. Ltd., Class A | 5100 | 36087 |
|  \*†† | Elion Energy Co. Ltd., Class A | 92870 | 914 |
|  | ENN Energy Holdings Ltd. | 160200 | 1395866 |
|  | ENN Natural Gas Co. Ltd., Class A | 28500 | 78204 |
|  | Eoptolink Technology, Inc. Ltd., Class A | 6720 | 322877 |
|  | Era Co. Ltd., Class A | 31300 | 18747 |
|  | Essex Bio-technology Ltd. | 122000 | 67623 |
|  | Eternal Asia Supply Chain Management Ltd., Class A | 75600 | 54088 |
|  | EVA Precision Industrial Holdings Ltd. | 414000 | 63427 |
|  | Eve Energy Co. Ltd., Class A | 9800 | 114614 |
|  | Ever Sunshine Services Group Ltd. | 240000 | 53927 |
|  W | Everbright Securities Co. Ltd., Class H | 50600 | 63540 |
|  \* | EverChina International Holdings Co. Ltd. | 100000 | 1816 |
|  \*W | Everest Medicines Ltd. | 21500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;135607 |
|  | Excellence Commercial Property & Facilities Management Group Ltd. | 65000 | 8625 |
|  | Explosive Co. Ltd., Class A | 17800 | 34598 |
|  | Eyebright Medical Technology Beijing Co. Ltd., Class A | 3546 | 32330 |
|  | Fangda Carbon New Material Co. Ltd., Class A | 52700 | 45632 |
|  | Fangda Special Steel Technology Co. Ltd., Class A | 69640 | 57968 |
|  | Far East Horizon Ltd. | 650000 | 583501 |

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**WORLD EX U.S. CORE EQUITY PORTFOLIO** 

**CONTINUED** 

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| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  CHINA — (Continued) | CHINA — (Continued) |  |  |
|  \* | Far East Smarter Energy Co. Ltd., Class A | 43800 | $48002 |
|  \* | Farasis Energy Gan Zhou Co. Ltd., Class A | 10465 | 26230 |
|  | FAW Jiefang Group Co. Ltd., Class A | 26900 | 27160 |
|  | FAWER Automotive Parts Co. Ltd., Class A | 37700 | 29773 |
|  | Feilong Auto Components Co. Ltd., Class A | 18000 | 56948 |
|  \*W | Feiyu Technology International Co. Ltd. | 129000 | 11757 |
|  | Ferrotec Anhui Technology Development Co. Ltd., Class A | 3600 | 19753 |
|  | FESCO Group Co. Ltd., Class A | 9600 | 25571 |
|  | Fiberhome Telecommunication Technologies Co. Ltd., Class A | 16700 | 57042 |
|  | Fibocom Wireless, Inc., Class A | 800 | 3070 |
|  \* | FIH Mobile Ltd. | 90300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;215540 |
|  \* | Financial Street Holdings Co. Ltd., Class A | 69000 | 29299 |
|  # | FinVolution Group, ADR | 49916 | 304987 |
|  | First Capital Securities Co. Ltd., Class A | 37100 | 40378 |
|  | First Tractor Co. Ltd., Class H | 102000 | 102624 |
|  # | Flat Glass Group Co. Ltd., Class H | 116000 | 182389 |
|  | Focus Lightings Tech Co. Ltd., Class A | 25520 | 32356 |
|  | Focus Media Information Technology Co. Ltd., Class A | 88900 | 96762 |
|  | Focused Photonics Hangzhou, Inc., Class A | 13500 | 31511 |
|  | Foryou Corp., Class A | 12800 | 56993 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  CHINA — (Continued) | CHINA — (Continued) |  |  |
|  | Foshan Electrical & Lighting Co. Ltd., Class A | 26700 | $23644 |
|  | Foshan Haitian Flavouring & Food Co. Ltd., Class A | 14518 | 77808 |
|  | Foshan Nationstar Optoelectronics Co. Ltd., Class A | 17400 | 21362 |
|  | Fosun International Ltd. | 648572 | 411414 |
|  | Founder Securities Co. Ltd., Class A | 54100 | 62604 |
|  | Foxconn Industrial Internet Co. Ltd., Class A | 113700 | 1146618 |
|  | Friend Co. Ltd., Class A | 14500 | 29220 |
|  # | Fu Shou Yuan International Group Ltd. | 373000 | 141103 |
|  # | Fufeng Group Ltd. | 650000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;672843 |
|  \*†† | Fuguiniao Co. Ltd. | 37999 | 0 |
|  | Fujian Boss Software Development Co. Ltd., Class A | 10320 | 19768 |
|  | Fujian Funeng Co. Ltd., Class A | 58470 | 83113 |
|  \* | Fujian Kuncai Material Technology Co. Ltd., Class A | 7700 | 19973 |
|  | Fujian Longking Co. Ltd., Class A | 33901 | 80349 |
|  | Fujian Qingshan Paper Industry Co. Ltd., Class A | 66400 | 33417 |
|  | Fujian Star-net Communication Co. Ltd., Class A | 13600 | 51178 |
|  | Fujian Sunner Development Co. Ltd., Class A | 20000 | 47638 |
|  | Fujian Tianma Science & Technology Group Co. Ltd., Class A | 6900 | 13814 |
|  | Fujian Yuanli Active Carbon Co. Ltd., Class A | 9700 | 22555 |
|  \* | Future Machine Ltd. | 154000 | 13443 |
|  W | Fuyao Glass Industry Group Co. Ltd., Class H | 146400 | 1303740 |

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**CONTINUED** 

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| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  CHINA — (Continued) | CHINA — (Continued) |  |  |
|  | Gan & Lee Pharmaceuticals Co. Ltd., Class A | 3500 | $33404 |
|  #W | Ganfeng Lithium Group Co. Ltd., Class H | 78280 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;516933 |
|  | Gansu Energy Chemical Co. Ltd., Class A | 128700 | 46852 |
|  \* | Gansu Jiu Steel Group Hongxing Iron & Steel Co. Ltd., Class A | 120900 | 28731 |
|  | Gansu Shangfeng Cement Co. Ltd., Class A | 23880 | 37904 |
|  | Gansu Yasheng Industrial Group Co. Ltd., Class A | 53000 | 23099 |
|  | G-bits Network Technology Xiamen Co. Ltd., Class A | 800 | 53170 |
|  | GCL Energy Technology Co. Ltd., Class A | 27800 | 41828 |
|  \* | GCL New Energy Holdings Ltd. | 250000 | 24107 |
|  #\* | GCL Technology Holdings Ltd. | 6680000 | 1167728 |
|  | GD Power Development Co. Ltd., Class A | 67800 | 50424 |
|  \* | GDS Holdings Ltd. (9698 HK), Class A | 278700 | 1241735 |
|  | Geely Automobile Holdings Ltd. | 1560000 | 3700803 |
|  | GEM Co. Ltd., Class A | 65800 | 78752 |
|  \* | Gemdale Corp., Class A | 52100 | 28647 |
|  #\* | Gemdale Properties & Investment Corp. Ltd. | 1964000 | 44298 |
|  W | Genertec Universal Medical Group Co. Ltd. | 314500 | 250520 |
|  \* | Genscript Biotech Corp. | 402000 | 834408 |
|  | GEPIC Energy Development Co. Ltd., Class A | 30000 | 29381 |
|  | Getein Biotech, Inc., Class A | 8036 | 9403 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  CHINA — (Continued) | CHINA — (Continued) |  |  |
|  | GF Securities Co. Ltd., Class H | 260600 | $629144 |
|  #W | Giant Biogene Holding Co. Ltd. | 113200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;542486 |
|  | Ginlong Technologies Co. Ltd., Class A | 7350 | 83072 |
|  #\* | Global New Material International Holdings Ltd. | 136000 | 87321 |
|  | GoerTek, Inc., Class A | 14900 | 68712 |
|  W | Golden Throat Holdings Group Co. Ltd. | 79000 | 34956 |
|  | Goldenmax International Group Ltd., Class A | 21100 | 48903 |
|  | Goldwind Science & Technology Co. Ltd., Class H | 235947 | 400486 |
|  | Goneo Group Co. Ltd., Class A | 3248 | 19943 |
|  | Goodbaby International Holdings Ltd. | 294000 | 44923 |
|  \* | GoodWe Technologies Co. Ltd. (688390 C1), Class A | 2478 | 21195 |
|  \* | GoodWe Technologies Co. Ltd. (688390 CH), Class A | 1181 | 10101 |
|  | Gotion High-tech Co. Ltd., Class A | 6460 | 41360 |
|  # | Grand Pharmaceutical Group Ltd. | 387500 | 412541 |
|  | Grandblue Environment Co. Ltd., Class A | 13500 | 53380 |
|  \* | Grandjoy Holdings Group Co. Ltd., Class A | 95900 | 40082 |
|  | Great Wall Motor Co. Ltd., Class H | 655500 | 1267842 |
|  \* | Greatoo Intelligent Equipment, Inc., Class A | 49700 | 54426 |
|  | Gree Electric Appliances, Inc. of Zhuhai, Class A | 27479 | 153654 |
|  # | Greentown China Holdings Ltd. | 443500 | 474676 |

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**CONTINUED** 

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| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  CHINA — (Continued) | CHINA — (Continued) |  |  |
|  W | Greentown Management Holdings Co. Ltd. | 174000 | $67651 |
|  | Greentown Service Group Co. Ltd. | 454000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;260811 |
|  | GRG Banking Equipment Co. Ltd., Class A | 25300 | 45698 |
|  | GRG Metrology & Test Group Co. Ltd., Class A | 11500 | 33860 |
|  | Grinm Advanced Materials Co. Ltd., Class A | 10300 | 32871 |
|  | Guangdong Advertising Group Co. Ltd., Class A | 19200 | 22953 |
|  | Guangdong Aofei Data Technology Co. Ltd., Class A | 14255 | 40641 |
|  | Guangdong Baolihua New Energy Stock Co. Ltd., Class A | 22700 | 15190 |
|  | Guangdong Construction Engineering Group Co. Ltd., Class A | 82400 | 44363 |
|  \* | Guangdong Create Century Intelligent Equipment Group Corp. Ltd., Class A | 24800 | 34861 |
|  \* | Guangdong DFP New Material Group Co. Ltd. | 35900 | 24588 |
|  | Guangdong Dongfang Precision Science & Technology Co. Ltd., Class A | 30000 | 80178 |
|  | Guangdong Dongpeng Holdings Co. Ltd., Class A | 44500 | 44405 |
|  | Guangdong Dowstone Technology Co. Ltd., Class A | 8500 | 29460 |
|  | Guangdong Ellington Electronics Technology Co. Ltd., Class A | 22900 | 36296 |
|  | Guangdong Fenghua Advanced Technology Holding Co. Ltd., Class A | 23900 | 56877 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  CHINA — (Continued) | CHINA — (Continued) |  |  |
|  | Guangdong Goworld Co. Ltd., Class A | 13300 | $24281 |
|  | Guangdong Great River Smarter Logistics Co. Ltd., Class A | 6100 | 9431 |
|  | Guangdong Guanhao High-Tech Co. Ltd., Class A | 47300 | 21603 |
|  | Guangdong Haid Group Co. Ltd., Class A | 11600 | 95200 |
|  \* | Guangdong HEC Technology Holding Co. Ltd., Class A | 24000 | 72566 |
|  | Guangdong Hongda Holdings Group Co. Ltd., Class A | 10300 | 58087 |
|  | Guangdong Hongtu Technology Holdings Co. Ltd., Class A | 20400 | 36996 |
|  | Guangdong Huate Gas Co. Ltd., Class A | 3235 | 29256 |
|  | Guangdong Investment Ltd. | 516000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;490191 |
|  \* | Guangdong Jia Yuan Technology Shares Co. Ltd., Class A | 10200 | 60939 |
|  | Guangdong Kinlong Hardware Products Co. Ltd., Class A | 13700 | 43694 |
|  | Guangdong Lingxiao Pump Industry Co. Ltd., Class A | 6500 | 15912 |
|  | Guangdong Provincial Expressway Development Co. Ltd., Class A | 41400 | 67573 |
|  | Guangdong Sirio Pharma Co. Ltd., Class A | 7713 | 26021 |
|  | Guangdong South New Media Co. Ltd., Class A | 10400 | 70672 |
|  | Guangdong Tapai Group Co. Ltd., Class A | 34600 | 41184 |
|  \* | Guangdong TCL Smart Home Appliances Co. Ltd. | 14400 | 22052 |

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**CONTINUED** 

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| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  CHINA — (Continued) | CHINA — (Continued) |  |  |
|  | Guangdong Vanward New Electric Co. Ltd., Class A | 19800 | $32159 |
|  | Guangdong Xinbao Electrical Appliances Holdings Co. Ltd., Class A | 16800 | 35722 |
|  \* | Guangdong Yowant Technology Group Co. Ltd., Class A | 27500 | 25541 |
|  \* | Guangdong Zhongnan Iron & Steel Co. Ltd., Class A | 57100 | 21534 |
|  | Guangdong Zhongsheng Pharmaceutical Co. Ltd., Class A | 11700 | 31796 |
|  | Guanghui Energy Co. Ltd., Class A | 106800 | 79119 |
|  \* | Guanghui Logistics Co. Ltd., Class A | 38800 | 43323 |
|  | Guangshen Railway Co. Ltd., Class H | 510000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;149674 |
|  \* | Guangxi Huaxi Nonferrous Metal Co. Ltd., Class A | 12400 | 55998 |
|  | Guangxi Liugong Machinery Co. Ltd., Class A | 43100 | 70536 |
|  | Guangxi LiuYao Group Co. Ltd., Class A | 7500 | 19660 |
|  \* | Guangxi Wuzhou Zhongheng Group Co. Ltd., Class A | 101100 | 39692 |
|  \* | GuangYuYuan Chinese Herbal Medicine Co. Ltd., Class A | 8500 | 22879 |
|  | Guangzhou Automobile Group Co. Ltd., Class H | 739200 | 309943 |
|  | Guangzhou Baiyun International Airport Co. Ltd., Class A | 22300 | 30648 |
|  | Guangzhou Baiyunshan Pharmaceutical Holdings Co. Ltd., Class H | 66000 | 159106 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  CHINA — (Continued) | CHINA — (Continued) |  |  |
|  | Guangzhou Development Group, Inc., Class A | 66500 | $64218 |
|  \* | Guangzhou Great Power Energy & Technology Co. Ltd., Class A | 6100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;42868 |
|  | Guangzhou Haige Communications Group, Inc. Co., Class A | 14900 | 24515 |
|  | Guangzhou Haoyang Electronic Co. Ltd., Class A | 2850 | 17359 |
|  | Guangzhou KDT Machinery Group Co. Ltd., Class A | 13860 | 31931 |
|  | Guangzhou Kingmed Diagnostics Group Co. Ltd., Class A | 9600 | 40279 |
|  | Guangzhou Lingnan Group Holdings Co. Ltd., Class A | 13400 | 27705 |
|  | Guangzhou Port Co. Ltd., Class A | 49400 | 23327 |
|  \* | Guangzhou R&F Properties Co. Ltd., Class H | 135600 | 9415 |
|  | Guangzhou Restaurant Group Co. Ltd., Class A | 13220 | 31623 |
|  | Guangzhou Shiyuan Electronic Technology Co. Ltd., Class A | 6900 | 40486 |
|  | Guangzhou Sie Consulting Co. Ltd., Class A | 12800 | 45235 |
|  | Guangzhou Tinci Materials Technology Co. Ltd., Class A | 8200 | 45960 |
|  | Guangzhou Wondfo Biotech Co. Ltd., Class A | 4940 | 15317 |
|  | Guangzhou Yuexiu Capital Holdings Group Co. Ltd., Class A | 42268 | 48092 |

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**WORLD EX U.S. CORE EQUITY PORTFOLIO** 

**CONTINUED** 

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| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  CHINA — (Continued) | CHINA — (Continued) |  |  |
|  | Guangzhou Zhujiang Brewery Co. Ltd., Class A | 18200 | $23997 |
|  | Guilin Layn Natural Ingredients Corp., Class A | 22500 | 25598 |
|  | Guilin Sanjin Pharmaceutical Co. Ltd., Class A | 14700 | 30886 |
|  | Guizhou Chanhen Chemical Corp., Class A | 16600 | 79672 |
|  | Guizhou Gas Group Corp. Ltd., Class A | 25200 | 24974 |
|  | Guizhou Panjiang Refined Coal Co. Ltd., Class A | 65071 | 47111 |
|  | Guizhou Qianyuan Power Co. Ltd., Class A | 10400 | 25873 |
|  | Guizhou Sanli Pharmaceutical Co. Ltd., Class A | 11700 | 19878 |
|  | Guizhou Tyre Co. Ltd., Class A | 53700 | 37662 |
|  | Guizhou Xinbang Pharmaceutical Co. Ltd., Class A | 72400 | 38835 |
|  \* | Guizhou Zhenhua E-chem, Inc., Class A | 12348 | 25751 |
|  \* | Guocheng Mining Co. Ltd., Class A | 10900 | 27803 |
|  \* | Guoguang Electric Co. Ltd., Class A | 14500 | 32339 |
|  | Guoquan Food Shanghai Co. Ltd., Class H | 195200 | 96608 |
|  | Guosen Securities Co. Ltd., Class A | 24600 | 48572 |
|  W | Guotai Haitong Securities Co. Ltd., Class H | 438472 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;840169 |
|  | Guoyuan Securities Co. Ltd., Class A | 42430 | 52272 |
|  # | Gushengtang Holdings Ltd. | 52400 | 193015 |
|  | H World Group Ltd. (1179 HK) | 282300 | 1094657 |
|  | H World Group Ltd. (HTHT US), ADR | 10128 | 390941 |
|  \*W | Haichang Ocean Park Holdings Ltd. | 667000 | 62774 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  CHINA — (Continued) | CHINA — (Continued) |  |  |
|  #W | Haidilao International Holding Ltd. | 315000 | $519092 |
|  | Haier Smart Home Co. Ltd. (600690 C1), Class A | 47100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;177609 |
|  | Haier Smart Home Co. Ltd. (6690 HK), Class H | 700399 | 2277616 |
|  | Hailir Pesticides & Chemicals Group Co. Ltd., Class A | 5740 | 10721 |
|  \* | Hainan Drinda New Energy Technology Co. Ltd., Class A | 1500 | 8924 |
|  \* | Hainan Haide Capital Management Co. Ltd., Class A | 44660 | 47120 |
|  | Hainan Jinpan Smart Technology Co. Ltd., Class A | 7047 | 67796 |
|  \* | Hainan Meilan International Airport Co. Ltd., Class H | 91000 | 123026 |
|  | Hainan Mining Co. Ltd., Class A | 36600 | 50216 |
|  | Hainan Strait Shipping Co. Ltd., Class A | 25000 | 47569 |
|  | Haisco Pharmaceutical Group Co. Ltd., Class A | 5700 | 45412 |
|  | Haitian International Holdings Ltd. | 270000 | 737785 |
|  W | Haitong UniTrust International Leasing Co. Ltd., Class H | 492000 | 51274 |
|  | Hangcha Group Co. Ltd., Class A | 16296 | 65837 |
|  \* | Hangjin Technology Co. Ltd., Class A | 8600 | 26089 |
|  | Hangxiao Steel Structure Co. Ltd., Class A | 78900 | 30064 |
|  | Hangzhou Binjiang Real Estate Group Co. Ltd., Class A | 27600 | 41240 |
|  | Hangzhou Chang Chuan Technology Co. Ltd., Class A | 3200 | 37609 |

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**WORLD EX U.S. CORE EQUITY PORTFOLIO** 

**CONTINUED** 

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| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  CHINA — (Continued) | CHINA — (Continued) |  |  |
|  | Hangzhou Electronic Soul Network Technology Co. Ltd., Class A | 6100 | $16906 |
|  | Hangzhou First Applied Material Co. Ltd., Class A | 19708 | 43500 |
|  | Hangzhou GreatStar Industrial Co. Ltd. | 12800 | 55473 |
|  | Hangzhou Haoyue Personal Care Co. Ltd., Class A | 5320 | 24382 |
|  | Hangzhou Honghua Digital Technology Stock Co. Ltd., Class A | 2838 | 32644 |
|  | Hangzhou Huawang New Material Technology Co. Ltd., Class A | 16320 | 20205 |
|  \* | Hangzhou Iron & Steel Co., Class A | 52900 | 67863 |
|  \* | Hangzhou Lion Microelectronics Co. Ltd., Class A | 6312 | 31094 |
|  | Hangzhou Onechance Tech Corp., Class A | 5700 | 24408 |
|  | Hangzhou Oxygen Plant Group Co. Ltd., Class A | 17800 | 69132 |
|  | Hangzhou Robam Appliances Co. Ltd., Class A | 14300 | 39300 |
|  \*W | Hangzhou SF Intra-City Industrial Co. Ltd., Class H | 26800 | 43122 |
|  | Hangzhou Shunwang Technology Co. Ltd., Class A | 15800 | 49020 |
|  | Hangzhou Silan Microelectronics Co. Ltd., Class A | 6000 | 26871 |
|  | Hangzhou Sunrise Technology Co. Ltd., Class A | 10100 | 22063 |
|  #W | Hangzhou Tigermed Consulting Co. Ltd. (3347 HK), Class H | 16900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;101135 |
|  | Hangzhou Weiguang Electronic Co. Ltd., Class A | 3900 | 19624 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  CHINA — (Continued) | CHINA — (Continued) |  |  |
|  | Hangzhou Zhongtai Cryogenic Technology Corp., Class A | 12700 | $37448 |
|  W | Hansoh Pharmaceutical Group Co. Ltd. | 84000 | 385619 |
|  \*W | Harbin Bank Co. Ltd., Class H | 702000 | 36096 |
|  | Harbin Boshi Automation Co. Ltd., Class A | 13300 | 30201 |
|  | Harbin Electric Co. Ltd., Class H | 254000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;417649 |
|  | Harbin Electric Corp. Jiamusi Electric Machine Co. Ltd., Class A | 14020 | 25558 |
|  \* | Harbin Gloria Pharmaceuticals Co. Ltd., Class A | 58300 | 27865 |
|  \* | Harbin Pharmaceutical Group Co. Ltd., Class A | 50900 | 26204 |
|  | HBIS Resources Co. Ltd., Class A | 21000 | 55413 |
|  #\*W | HBM Holdings Ltd. | 85000 | 147315 |
|  | Health & Happiness H&H International Holdings Ltd. | 59000 | 91785 |
|  | Hebei Hengshui Laobaigan Liquor Co. Ltd., Class A | 15700 | 37296 |
|  | Hebei Sinopack Electronic Technology Co. Ltd., Class A | 3080 | 24680 |
|  | Hebei Yangyuan Zhihui Beverage Co. Ltd., Class A | 19500 | 77054 |
|  | Hefei Jianghang Aircraft Equipment Co. Ltd., Class A | 16818 | 26262 |
|  | Hefei Meiya Optoelectronic Technology, Inc., Class A | 18240 | 52118 |
|  | Hefei Urban Construction Development Co. Ltd., Class A | 42600 | 74470 |

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**CONTINUED** 

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| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  CHINA — (Continued) | CHINA — (Continued) |  |  |
|  | Heilongjiang Agriculture Co. Ltd., Class A | 24900 | $50564 |
|  | HeiLongJiang ZBD Pharmaceutical Co. Ltd., Class A | 14400 | 22842 |
|  | Helens International Holdings Co. Ltd. | 127500 | 16423 |
|  | Hello Group, Inc., Sponsored ADR | 48779 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;331209 |
|  | Henan Liliang Diamond Co. Ltd., Class A | 9100 | 49162 |
|  | Henan Lingrui Pharmaceutical Co., Class A | 16300 | 51989 |
|  | Henan Mingtai Al Industrial Co. Ltd., Class A | 25800 | 54638 |
|  | Henan Pinggao Electric Co. Ltd., Class A | 28200 | 70005 |
|  | Henan Shenhuo Coal Industry & Electricity Power Co. Ltd., Class A | 53200 | 184834 |
|  | Henan Shuanghui Investment & Development Co. Ltd., Class A | 18900 | 68390 |
|  | Henan Thinker Automatic Equipment Co. Ltd., Class A | 9240 | 38872 |
|  \* | Henan Yicheng New Energy Co. Ltd., Class A | 38000 | 28181 |
|  | Henan Yuguang Gold & Lead Co. Ltd., Class A | 20400 | 35155 |
|  \* | Henan Yuneng Holdings Co. Ltd., Class A | 27500 | 23308 |
|  \* | Henan Zhongfu Industry Co. Ltd., Class A | 112200 | 107331 |
|  | Hengan International Group Co. Ltd. | 223000 | 781010 |
|  | Hengdian Group DMEGC Magnetics Co. Ltd., Class A | 41600 | 123788 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  CHINA — (Continued) | CHINA — (Continued) |  |  |
|  | Hengli Petrochemical Co. Ltd., Class A | 48100 | $121402 |
|  | Hengtong Logistics Co. Ltd., Class A | 9400 | 13100 |
|  | Hengtong Optic-electric Co. Ltd., Class A | 31500 | 99026 |
|  | Hengyi Petrochemical Co. Ltd., Class A | 54250 | 51099 |
|  | Hesteel Co. Ltd., Class A | 207600 | 73248 |
|  | Hexing Electrical Co. Ltd., Class A | 8600 | 40847 |
|  \* | HG Semiconductor Ltd. | 280000 | 17749 |
|  \* | Hi Sun Technology China Ltd. | 819000 | 62241 |
|  | Hisense Home Appliances Group Co. Ltd., Class H | 137000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;404103 |
|  | Hisense Visual Technology Co. Ltd., Class A | 18300 | 63759 |
|  | Hithink RoyalFlush Information Network Co. Ltd., Class A | 1900 | 96900 |
|  | HLA Group Corp. Ltd., Class A | 84200 | 73284 |
|  | HMT Xiamen New Technical Materials Co. Ltd., Class A | 8900 | 62640 |
|  \* | HNA Technology Co. Ltd., Class A | 65200 | 40202 |
|  | Hongfa Technology Co. Ltd., Class A | 16884 | 72319 |
|  \* | Honghua Group Ltd. | 457000 | 11219 |
|  | Hongli Zhihui Group Co. Ltd., Class A | 18300 | 19071 |
|  | Hongrun Construction Group Co. Ltd., Class A | 36200 | 62270 |
|  | Hongta Securities Co. Ltd., Class A | 18450 | 22735 |
|  \* | Hopson Development Holdings Ltd. | 413086 | 167573 |
|  | Horizon Construction Development Ltd. | 139554 | 20099 |
|  | Hoshine Silicon Industry Co. Ltd., Class A | 3400 | 23704 |
|  | Hoymiles Power Electronics, Inc., Class A | 1463 | 22023 |

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**WORLD EX U.S. CORE EQUITY PORTFOLIO** 

**CONTINUED** 

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| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  CHINA — (Continued) | CHINA — (Continued) |  |  |
|  \*W | Hua Hong Semiconductor Ltd., Class H | 224000 | $2296042 |
|  | Huaan Securities Co. Ltd., Class A | 67020 | 62458 |
|  | Huabao Flavours & Fragrances Co. Ltd., Class A | 10500 | 26552 |
|  | Huabao International Holdings Ltd. | 172000 | 79714 |
|  | Huada Automotive Technology Corp. Ltd., Class A | 5000 | 30667 |
|  | Huadian Heavy Industries Co. Ltd., Class A | 33400 | 34846 |
|  | Huadian Power International Corp. Ltd., Class H | 364000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;214577 |
|  | Huadong Medicine Co. Ltd., Class A | 8200 | 47887 |
|  | Huafon Chemical Co. Ltd., Class A | 88800 | 112010 |
|  | Huafu Fashion Co. Ltd., Class A | 75800 | 50949 |
|  | Huaibei Mining Holdings Co. Ltd., Class A | 50600 | 94454 |
|  \* | Huaihe Energy Group Co. Ltd., Class A | 88000 | 46164 |
|  | Hualan Biological Engineering, Inc., Class A | 10669 | 24178 |
|  | Huaming Power Equipment Co. Ltd., Class A | 18400 | 67504 |
|  | Huaneng Power International, Inc., Class H | 676000 | 558451 |
|  | Huangshan Novel Co. Ltd., Class A | 15300 | 24641 |
|  | Huangshan Tourism Development Co. Ltd., Class A | 15500 | 24641 |
|  \* | Huanxi Media Group Ltd. | 310000 | 12742 |
|  | Huapont Life Sciences Co. Ltd., Class A | 52000 | 35757 |
|  #W | Huatai Securities Co. Ltd., Class H | 284200 | 714503 |
|  | Huatu Cendes Co. Ltd., Class A | 2940 | 27747 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  CHINA — (Continued) | CHINA — (Continued) |  |  |
|  | Huaxi Securities Co. Ltd., Class A | 37200 | $52784 |
|  | Huaxia Bank Co. Ltd., Class A | 75900 | 72658 |
|  | Huaxin Cement Co. Ltd. (6655 HK), Class H | 102300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;229710 |
|  | Huayu Automotive Systems Co. Ltd., Class A | 32551 | 93480 |
|  \* | Hubei Broadcasting & Television Information Network Co. Ltd., Class A | 17600 | 14927 |
|  | Hubei Chutian Smart Communication Co. Ltd., Class A | 32600 | 18647 |
|  | Hubei Dinglong Co. Ltd., Class A | 6400 | 31883 |
|  | Hubei Energy Group Co. Ltd., Class A | 31500 | 20942 |
|  | Hubei Huitian New Materials Co. Ltd., Class A | 16800 | 29727 |
|  | Hubei Jumpcan Pharmaceutical Co. Ltd., Class A | 22800 | 80305 |
|  | Hubei Xingfa Chemicals Group Co. Ltd., Class A | 28300 | 113635 |
|  | Hubei Yihua Chemical Industry Co. Ltd., Class A | 26300 | 51314 |
|  | Hubei Zhenhua Chemical Co. Ltd., Class A | 20860 | 70987 |
|  | Huishang Bank Corp. Ltd., Class H | 170400 | 73219 |
|  #\*W | Huitongda Network Co. Ltd., Class H | 6200 | 10687 |
|  | Huizhou Desay Sv Automotive Co. Ltd., Class A | 3800 | 63398 |
|  | Humanwell Healthcare Group Co. Ltd., Class A | 27600 | 81974 |
|  | Hunan Aihua Group Co. Ltd., Class A | 11300 | 27379 |
|  \* | Hunan Corun New Energy Co. Ltd., Class A | 17000 | 17965 |

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**WORLD EX U.S. CORE EQUITY PORTFOLIO** 

**CONTINUED** 

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| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  CHINA — (Continued) | CHINA — (Continued) |  |  |
|  \* | Hunan Er-Kang Pharmaceutical Co. Ltd., Class A | 51000 | $25886 |
|  | Hunan Gold Corp. Ltd., Class A | 14560 | 44361 |
|  | Hunan Jiudian Pharmaceutical Co. Ltd., Class A | 15500 | 36109 |
|  \* | Hunan New Wellful Co. Ltd., Class A | 26000 | 22954 |
|  | Hunan TV & Broadcast Intermediary Co. Ltd., Class A | 44800 | 55996 |
|  | Hunan Valin Steel Co. Ltd., Class A | 83640 | 67878 |
|  | Hunan Zhongke Electric Co. Ltd., Class A | 26900 | 97828 |
|  | Hundsun Technologies, Inc., Class A | 4976 | 22013 |
|  #\* | HUTCHMED China Ltd., ADR | 2921 | 42880 |
|  #\* | HUTCHMED China Ltd. | 56000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;167544 |
|  | HUYA, Inc., ADR | 27296 | 75064 |
|  #\*W | Hygeia Healthcare Holdings Co. Ltd. | 102800 | 172717 |
|  \* | Hymson Laser Technology Group Co. Ltd., Class A | 5109 | 30918 |
|  \* | Hytera Communications Corp. Ltd., Class A | 35200 | 56980 |
|  \* | HyUnion Holding Co. Ltd., Class A | 21900 | 27558 |
|  \* | IAT Automobile Technology Co. Ltd., Class A | 16000 | 25737 |
|  \*W | iDreamSky Technology Holdings Ltd. | 423600 | 45722 |
|  | IEIT Systems Co. Ltd., Class A | 3800 | 34809 |
|  | Iflytek Co. Ltd., Class A | 4200 | 32842 |
|  | IKD Co. Ltd., Class A | 28200 | 89758 |
|  \*W | IMAX China Holding, Inc. | 24000 | 24708 |
|  | Imeik Technology Development Co. Ltd., Class A | 1482 | 33332 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  CHINA — (Continued) | CHINA — (Continued) |  |  |
|  \* | IMotion Automotive Technology Suzhou Co. Ltd., Class H | 21300 | $20480 |
|  | Industrial & Commercial Bank of China Ltd., Class H | 4006000 | 3103845 |
|  | Industrial Bank Co. Ltd., Class A | 147900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;420816 |
|  | Industrial Securities Co. Ltd., Class A | 56320 | 54510 |
|  | Infore Environment Technology Group Co. Ltd., Class A | 52000 | 50336 |
|  \*W | Ingdan, Inc. | 206000 | 74667 |
|  | Ingenic Semiconductor Co. Ltd., Class A | 2500 | 30496 |
|  \* | Inkeverse Group Ltd. | 387000 | 52090 |
|  \* | INKON Life Technology Co. Ltd., Class A | 18300 | 27402 |
|  | Inmyshow Digital Technology Group Co. Ltd., Class A | 58200 | 50861 |
|  | Inner Mongolia BaoTou Steel Union Co. Ltd., Class A | 306400 | 109423 |
|  | Inner Mongolia Berun Chemical Co. Ltd., Class A | 78600 | 74661 |
|  | Inner Mongolia Dian Tou Energy Corp. Ltd., Class A | 31100 | 110490 |
|  | Inner Mongolia ERDOS Resources Co. Ltd., Class A | 39788 | 61885 |
|  \* | Inner Mongolia Furui Medical Science Co. Ltd., Class A | 3600 | 36904 |
|  | Inner Mongolia Junzheng Energy & Chemical Industry Group Co. Ltd., Class A | 87300 | 63441 |
|  | Inner Mongolia MengDian HuaNeng Thermal Power Corp. Ltd., Class A | 61600 | 37064 |
|  | Inner Mongolia Xingye Silver&Tin Mining Co. Ltd., Class A | 16900 | 72499 |

---

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**CONTINUED** 

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  CHINA — (Continued) | CHINA — (Continued) |  |  |
|  | Inner Mongolia Yili Industrial Group Co. Ltd., Class A | 37900 | $146114 |
|  \*W | InnoCare Pharma Ltd., Class H | 72000 | 131989 |
|  \*W | Innovent Biologics, Inc. | 37000 | 415051 |
|  | Innuovo Technology Co. Ltd., Class A | 19000 | 28356 |
|  \* | Insigma Technology Co. Ltd., Class A | 21100 | 31697 |
|  | Inspur Digital Enterprise Technology Ltd. | 132000 | 133558 |
|  | Intco Medical Technology Co. Ltd., Class A | 13300 | 73918 |
|  | Intron Technology Holdings Ltd. | 53000 | 14114 |
|  #\* | iQIYI, Inc., ADR | 153605 | 354828 |
|  | iRay Group, Class A | 2066 | 31534 |
|  | IReader Technology Co. Ltd., Class A | 7700 | 22497 |
|  \* | IRICO Display Devices Co. Ltd., Class A | 60400 | 49768 |
|  \* | IVD Medical Holding Ltd. | 19000 | 17092 |
|  \* | J&T Global Express Ltd. | 613200 | 786812 |
|  \* | JA Solar Technology Co. Ltd., Class A | 23760 | 47013 |
|  | Jade Bird Fire Co. Ltd., Class A | 30084 | 47348 |
|  | Jafron Biomedical Co. Ltd., Class A | 6400 | 18337 |
|  | Jangho Group Co. Ltd., Class A | 34800 | 37920 |
|  | Jason Furniture Hangzhou Co. Ltd., Class A | 17100 | 74053 |
|  | JCET Group Co. Ltd., Class A | 16300 | 91752 |
|  | JCHX Mining Management Co. Ltd., Class A | 6900 | 63418 |
|  \*W | JD Health International, Inc. | 157350 | 1228265 |
|  \*W | JD Logistics, Inc. | 650900 | 1061099 |
|  | JD.com, Inc. (9618 HK), Class A | 381807 | 6303624 |
|  | Jia Yao Holdings Ltd. | 20000 | 7470 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  CHINA — (Continued) | CHINA — (Continued) |  |  |
|  | Jiajiayue Group Co. Ltd., Class A | 26300 | $39760 |
|  | Jiang Su Suyan Jingshen Co. Ltd., Class A | 29900 | 45219 |
|  | Jiangling Motors Corp. Ltd., Class A | 9800 | 27668 |
|  | Jiangsu Asia-Pacific Light Alloy Technology Co. Ltd., Class A | 32000 | 29960 |
|  | Jiangsu Azure Corp., Class A | 20400 | 55089 |
|  | Jiangsu Bojun Industrial Technology Co. Ltd., Class A | 9250 | 46099 |
|  | Jiangsu Broadcasting Cable Information Network Corp. Ltd., Class A | 102300 | 52744 |
|  | Jiangsu Changshu Automotive Trim Group Co. Ltd., Class A | 8000 | 19269 |
|  | Jiangsu Changshu Rural Commercial Bank Co. Ltd., Class A | 79618 | 78944 |
|  \* | Jiangsu Dagang Co. Ltd., Class A | 10800 | 25830 |
|  | Jiangsu Dingsheng New Energy Materials Co. Ltd., Class A | 29060 | 52280 |
|  \* | Jiangsu Eastern Shenghong Co. Ltd., Class A | 6600 | 8581 |
|  | Jiangsu Expressway Co. Ltd., Class H | 202000 | 245852 |
|  | Jiangsu Financial Leasing Co. Ltd., Class A | 143900 | 123431 |
|  \* | Jiangsu General Science Technology Co. Ltd., Class A | 48800 | 30456 |
|  | Jiangsu Gian Technology Co. Ltd., Class A | 5500 | 37080 |
|  | Jiangsu Guomao Reducer Co. Ltd., Class A | 15220 | 34954 |

---

------

##### [**Table of Contents**](#toc)
**WORLD EX U.S. CORE EQUITY PORTFOLIO** 

**CONTINUED** 

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
|  | Jiangsu Guotai International Group Co. Ltd., Class A | 47900 | $62891 |
|  | Jiangsu Guoxin Corp. Ltd., Class A | 22900 | 26494 |
|  | Jiangsu Haili Wind Power Equipment Technology Co. Ltd., Class A | 4200 | 50458 |
|  | Jiangsu Hengli Hydraulic Co. Ltd., Class A | 5717 | 77215 |
|  | Jiangsu Hengrui Pharmaceuticals Co. Ltd., Class A | 8533 | 76872 |
|  | Jiangsu Hongdou Industrial Co. Ltd., Class A | 74100 | 27045 |
|  | Jiangsu Hongtian Technology Co. Ltd., Class A | 5700 | 42016 |
|  | Jiangsu Huachang Chemical Co. Ltd., Class A | 17700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15572 |
|  | Jiangsu Jiangyin Rural Commercial Bank Co. Ltd., Class A | 72583 | 48483 |
|  | Jiangsu Jiejie Microelectronics Co. Ltd., Class A | 7400 | 30005 |
|  \* | Jiangsu Kanion Pharmaceutical Co. Ltd., Class A | 14200 | 29850 |
|  | Jiangsu King's Luck Brewery JSC Ltd., Class A | 7987 | 43575 |
|  | Jiangsu Leili Motor Co. Ltd., Class A | 9520 | 73358 |
|  | Jiangsu Lianyungang Port Co. Ltd., Class A | 19500 | 15749 |
|  | Jiangsu Lihua Foods Group Co. Ltd. | 22875 | 67335 |
|  | Jiangsu Linyang Energy Co. Ltd., Class A | 45100 | 37034 |
|  \* | Jiangsu Lopal Tech Group Co. Ltd., Class A | 13900 | 34876 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
|  | Jiangsu Nata Opto-electronic Material Co. Ltd., Class A | 9840 | $54690 |
|  | Jiangsu Nhwa Pharmaceutical Co. Ltd., Class A | 18500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;65488 |
|  | Jiangsu Pacific Quartz Co. Ltd., Class A | 8850 | 51330 |
|  | Jiangsu Phoenix Publishing & Media Corp. Ltd., Class A | 34800 | 49300 |
|  | Jiangsu Provincial Agricultural Reclamation & Development Corp., Class A | 30300 | 39619 |
|  | Jiangsu Shagang Co. Ltd., Class A | 28700 | 23329 |
|  | Jiangsu Shemar Electric Co. Ltd., Class A | 7300 | 39776 |
|  | Jiangsu Shentong Valve Co. Ltd., Class A | 12900 | 25235 |
|  | Jiangsu Sidike New Material Science & Technology Co. Ltd. (300806 C2), Class A | 12600 | 47883 |
|  | Jiangsu Sidike New Material Science & Technology Co. Ltd. (300806 CH), Class A | 4480 | 17025 |
|  | Jiangsu Soho High Hope Group Corp., Class A | 59400 | 23718 |
|  \* | Jiangsu Sopo Chemical Co., Class A | 19000 | 19357 |
|  | Jiangsu Suzhou Rural Commercial Bank Co. Ltd., Class A | 40040 | 29159 |
|  | Jiangsu ToLand Alloy Co. Ltd., Class A | 7760 | 29884 |
|  | Jiangsu Tongrun Equipment Technology Co. Ltd., Class A | 11200 | 31728 |

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##### [**Table of Contents**](#toc)
**WORLD EX U.S. CORE EQUITY PORTFOLIO** 

**CONTINUED** 

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  CHINA — (Continued) | CHINA — (Continued) |  |  |
|  | Jiangsu Xinquan Automotive Trim Co. Ltd., Class A | 7600 | $82618 |
|  | Jiangsu Yanghe Distillery Co. Ltd., Class A | 5400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;53745 |
|  | Jiangsu Yangnong Chemical Co. Ltd., Class A | 5690 | 51985 |
|  | Jiangsu Yoke Technology Co. Ltd., Class A | 2400 | 26067 |
|  | Jiangsu Yuyue Medical Equipment & Supply Co. Ltd., Class A | 10900 | 55199 |
|  | Jiangsu Zhangjiagang Rural Commercial Bank Co. Ltd., Class A | 85720 | 53469 |
|  | Jiangsu Zhongtian Technology Co. Ltd., Class A | 20900 | 49768 |
|  | Jiangsu Zijin Rural Commercial Bank Co. Ltd., Class A | 118800 | 47234 |
|  | Jiangxi Bank Co. Ltd., Class H | 33500 | 2974 |
|  \* | Jiangxi Black Cat Carbon Black Co. Ltd., Class A | 13200 | 18503 |
|  | Jiangxi Copper Co. Ltd., Class H | 345000 | 1439492 |
|  \* | Jiangxi Fushine Pharmaceutical Co. Ltd., Class A | 12700 | 18603 |
|  | Jiangxi Ganneng Co. Ltd., Class A | 19600 | 29532 |
|  | Jiangxi Ganyue Expressway Co. Ltd., Class A | 52900 | 39778 |
|  | Jiangxi Guotai Group Co. Ltd., Class A | 15500 | 28229 |
|  | Jiangxi Huangshanghuang Group Food Co. Ltd., Class A | 13500 | 24129 |
|  | Jiangxi Xinyu Guoke Technology Co. Ltd., Class A | 7200 | 32176 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  CHINA — (Continued) | CHINA — (Continued) |  |  |
|  | Jiangyin Haida Rubber & Plastic Co. Ltd., Class A | 13700 | $19250 |
|  \* | Jiangyin Hengrun Heavy Industries Co. Ltd., Class A | 8600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19709 |
|  | Jiangyin Jianghua Microelectronics Materials Co. Ltd., Class A | 5800 | 15160 |
|  | Jiangzhong Pharmaceutical Co. Ltd., Class A | 16900 | 50792 |
|  | Jianmin Pharmaceutical Group Co. Ltd., Class A | 3400 | 18840 |
|  | Jiaozuo Wanfang Aluminum Manufacturing Co. Ltd., Class A | 36500 | 52680 |
|  | Jiayin Group, Inc., ADR | 750 | 7088 |
|  | Jiayou International Logistics Co. Ltd., Class A | 25200 | 49747 |
|  \* | Jihua Group Corp. Ltd., Class A | 82900 | 42078 |
|  | Jilin Aodong Pharmaceutical Group Co. Ltd., Class A | 14400 | 43473 |
|  \* | Jilin Chemical Fibre, Class A | 45300 | 26001 |
|  | Jilin Electric Power Co. Ltd., Class A | 44000 | 36248 |
|  | Jilin OLED Material Tech Co. Ltd., Class A | 7018 | 28610 |
|  #\*†† | Jinchuan Group International Resources Co. Ltd. | 653000 | 20168 |
|  | Jinduicheng Molybdenum Co. Ltd., Class A | 77100 | 162857 |
|  | Jinghua Pharmaceutical Group Co. Ltd., Class A | 20700 | 21821 |
|  | Jingjin Equipment, Inc., Class A | 15800 | 33875 |

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**WORLD EX U.S. CORE EQUITY PORTFOLIO** 

**CONTINUED** 

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| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  CHINA — (Continued) | CHINA — (Continued) |  |  |
|  | Jinhong Gas Co. Ltd., Class A | 6719 | $19151 |
|  | Jinhui Liquor Co. Ltd., Class A | 8000 | 22363 |
|  \* | Jinke Smart Services Group Co. Ltd., Class H | 62200 | 54991 |
|  # | JinkoSolar Holding Co. Ltd., ADR | 12176 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;305739 |
|  | Jinlei Technology Co. Ltd., Class A | 8500 | 35017 |
|  | Jinlongyu Group Co. Ltd., Class A | 11300 | 49153 |
|  | Jinmao Property Services Co. Ltd. | 59120 | 21263 |
|  | Jinneng Holding Shanxi Coal Industry Co. Ltd., Class A | 41400 | 87521 |
|  \* | Jinneng Holding Shanxi Electric Power Co. Ltd., Class A | 33900 | 14106 |
|  | Jinneng Science&Technology Co. Ltd., Class A | 32000 | 28236 |
|  #\*W | Jinxin Fertility Group Ltd. | 858000 | 271408 |
|  | Jinyu Bio-Technology Co. Ltd., Class A | 24900 | 37744 |
|  | JiuGui Liquor Co. Ltd., Class A | 3900 | 34870 |
|  W | Jiumaojiu International Holdings Ltd. | 313000 | 71286 |
|  | Jizhong Energy Resources Co. Ltd., Class A | 110900 | 95569 |
|  # | JL Mag Rare-Earth Co. Ltd. (6680 HK), Class H | 16000 | 47187 |
|  | JNBY Design Ltd. | 88500 | 205280 |
|  | Joincare Pharmaceutical Group Industry Co. Ltd., Class A | 40200 | 68722 |
|  | Joinn Laboratories China Co. Ltd., Class A | 14624 | 75914 |
|  W | Joinn Laboratories China Co. Ltd., Class H | 10200 | 28169 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  CHINA — (Continued) | CHINA — (Continued) |  |  |
|  | Jointo Energy Investment Co. Ltd. Hebei, Class A | 23500 | $30126 |
|  | Jointown Pharmaceutical Group Co. Ltd., Class A | 46480 | 33319 |
|  \* | Jolywood Suzhou Sunwatt Co. Ltd., Class A | 28200 | 24102 |
|  | Jones Tech PLC, Class A | 7400 | 47964 |
|  | Jonjee Hi-Tech Industrial & Commercial Holding Co. Ltd., Class A | 14900 | 38167 |
|  \* | Joy City Property Ltd. | 1532000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;116332 |
|  | JS Corrugating Machinery Co. Ltd., Class A | 14500 | 25496 |
|  \*W | JS Global Lifestyle Co. Ltd. | 285000 | 65303 |
|  | JSTI Group, Class A | 30744 | 36393 |
|  \* | Ju Teng International Holdings Ltd. | 328000 | 76398 |
|  | Juneyao Airlines Co. Ltd., Class A | 23700 | 43173 |
|  \*W | JW Cayman Therapeutics Co. Ltd. | 105500 | 47354 |
|  | Kailuan Energy Chemical Co. Ltd., Class A | 35000 | 32125 |
|  | Kaishan Group Co. Ltd., Class A | 28700 | 64697 |
|  | Kangji Medical Holdings Ltd. | 125000 | 144758 |
|  \* | KBC Corp. Ltd., Class A | 2693 | 11931 |
|  | Keboda Technology Co. Ltd., Class A | 4500 | 49068 |
|  | Keda Industrial Group Co. Ltd., Class A | 43500 | 80149 |
|  | KEDE Numerical Control Co. Ltd., Class A | 3006 | 27027 |
|  | Kehua Data Co. Ltd., Class A | 5700 | 43800 |
|  | Keshun Waterproof Technologies Co. Ltd., Class A | 47500 | 33384 |

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**WORLD EX U.S. CORE EQUITY PORTFOLIO** 

**CONTINUED** 

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| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  CHINA — (Continued) | CHINA — (Continued) |  |  |
|  | Kidswant Children Products Co. Ltd., Class A | 34500 | $52274 |
|  # | Kinetic Development Group Ltd. | 826000 | 155238 |
|  | Kingboard Holdings Ltd. | 269500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;965573 |
|  | Kingboard Laminates Holdings Ltd. | 322000 | 539097 |
|  | KingClean Electric Co. Ltd., Class A | 9180 | 33062 |
|  | Kingfa Sci & Tech Co. Ltd., Class A | 15000 | 42649 |
|  | Kingnet Network Co. Ltd., Class A | 25800 | 86362 |
|  | Kingsoft Corp. Ltd. | 182000 | 793362 |
|  | Konfoong Materials International Co. Ltd., Class A | 3000 | 39632 |
|  | KPC Pharmaceuticals, Inc., Class A | 12100 | 23147 |
|  | Kuaijishan Shaoxing Wine Co. Ltd., Class A | 15700 | 48928 |
|  W | Kuaishou Technology | 525800 | 4881703 |
|  | Kuangda Technology Group Co. Ltd., Class A | 43400 | 37830 |
|  | Kunlun Energy Co. Ltd. | 1426000 | 1310759 |
|  | Kunshan Huguang Auto Harness Co. Ltd., Class A | 7100 | 31910 |
|  | Kunshan Kinglai Hygienic Materials Co. Ltd., Class A | 7920 | 68238 |
|  \* | Kunwu Jiuding Investment Holdings Co. Ltd., Class A | 11200 | 29621 |
|  | Kweichow Moutai Co. Ltd., Class A | 6038 | 1214536 |
|  | Lakala Payment Co. Ltd., Class A | 13300 | 44986 |
|  | Lancy Co. Ltd., Class A | 9300 | 25738 |
|  \* | Lanzhou LS Heavy Equipment Co. Ltd., Class A | 35900 | 43952 |
|  | Lao Feng Xiang Co. Ltd., Class A | 6800 | 46081 |
|  | Laobaixing Pharmacy Chain JSC, Class A | 23663 | 55205 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  CHINA — (Continued) | CHINA — (Continued) |  |  |
|  | Launch Tech Co. Ltd., Class H | 40500 | $45812 |
|  | LB Group Co. Ltd., Class A | 36700 | 95024 |
|  | LC Logistics, Inc. | 15000 | 12068 |
|  | Lee & Man Chemical Co. Ltd. | 62000 | 37599 |
|  # | Lee & Man Paper Manufacturing Ltd. | 398000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;140675 |
|  | Lee's Pharmaceutical Holdings Ltd. | 149500 | 36733 |
|  \*W | Legend Holdings Corp., Class H | 177600 | 229557 |
|  | Lenovo Group Ltd. | 2596000 | 3787170 |
|  | Lens Technology Co. Ltd., Class A | 60400 | 249669 |
|  | Leoch International Technology Ltd. | 62000 | 11410 |
|  | Lepu Medical Technology Beijing Co. Ltd., Class A | 14800 | 37706 |
|  | Leshan Giantstar Farming & Husbandry Corp. Ltd., Class A | 9200 | 23740 |
|  | Levima Advanced Materials Corp., Class A | 15700 | 44144 |
|  | LexinFintech Holdings Ltd., ADR | 38480 | 185474 |
|  | Leyard Optoelectronic Co. Ltd., Class A | 43500 | 42047 |
|  \* | Li Auto, Inc. (2015 HK), Class A | 117200 | 1216193 |
|  #\* | Li Auto, Inc. (LI US), ADR | 857 | 17868 |
|  | Li Ning Co. Ltd. | 764500 | 1662188 |
|  | Lianhe Chemical Technology Co. Ltd., Class A | 30100 | 50057 |
|  \* | Liao Ning Oxiranchem, Inc. (300082 CH), Class A | 9800 | 12038 |
|  | Liaoning Cheng Da Co. Ltd., Class A | 34800 | 62381 |
|  | Liaoning Port Co. Ltd., Class H | 134000 | 15684 |
|  | Lier Chemical Co. Ltd., Class A | 27380 | 48830 |
|  \* | Lifetech Scientific Corp. | 552000 | 142915 |

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**WORLD EX U.S. CORE EQUITY PORTFOLIO** 

**CONTINUED** 

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| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  CHINA — (Continued) | CHINA — (Continued) |  |  |
|  | Lijiang Yulong Tourism Co. Ltd., Class A | 18100 | $22190 |
|  | Lingbao Gold Group Co. Ltd., Class H | 140000 | 293064 |
|  | Lingyi iTech Guangdong Co., Class A | 42100 | 92454 |
|  W | Linklogis, Inc., Class B | 315000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;129511 |
|  \* | Liuzhou Iron & Steel Co. Ltd., Class A | 44400 | 33721 |
|  | Livzon Pharmaceutical Group, Inc., Class H | 50471 | 202983 |
|  | Lizhong Sitong Light Alloys Group Co. Ltd., Class A | 11700 | 40200 |
|  # | LK Technology Holdings Ltd. | 142250 | 67510 |
|  | Loncin Motor Co. Ltd., Class A | 22197 | 42494 |
|  #W | Longfor Group Holdings Ltd. | 716783 | 885394 |
|  | Longhua Technology Group Luoyang Co. Ltd., Class A | 10400 | 12304 |
|  \* | LONGi Green Energy Technology Co. Ltd., Class A | 33744 | 100102 |
|  | Longshine Technology Group Co. Ltd., Class A | 7600 | 19107 |
|  | Lonking Holdings Ltd. | 809000 | 322475 |
|  \* | Lotus Holdings Co. Ltd. | 47900 | 38595 |
|  | Lucky Harvest Co. Ltd., Class A | 7410 | 41992 |
|  | Luenmei Quantum Co. Ltd., Class A | 47808 | 59174 |
|  | Luoniushan Co. Ltd., Class A | 26700 | 27542 |
|  | Luoyang Xinqianglian Slewing Bearing Co. Ltd., Class A | 14300 | 106151 |
|  | Lushang Freda Pharmaceutical Co. Ltd., Class A | 22600 | 24725 |
|  | Luxi Chemical Group Co. Ltd., Class A | 47000 | 89061 |
|  | Luxin Venture Capital Group Co. Ltd., Class A | 12200 | 25085 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  CHINA — (Continued) | CHINA — (Continued) |  |  |
|  | Luxshare Precision Industry Co. Ltd., Class A | 37949 | $336208 |
|  | Luyang Energy-Saving Materials Co. Ltd. | 21000 | 35018 |
|  \*W | Luye Pharma Group Ltd. | 678500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;274893 |
|  | Luzhou Laojiao Co. Ltd., Class A | 9000 | 170153 |
|  | Lygend Resources & Technology Co. Ltd.-H, Class H | 15800 | 48302 |
|  \* | Maanshan Iron & Steel Co. Ltd., Class H | 452000 | 148378 |
|  | Maccura Biotechnology Co. Ltd., Class A | 16300 | 26805 |
|  \* | Malion New Materials Co. Ltd., Class A | 19800 | 30689 |
|  | Mango Excellent Media Co. Ltd., Class A | 20602 | 85334 |
|  #W | Maoyan Entertainment | 155118 | 132666 |
|  | Maxscend Microelectronics Co. Ltd., Class A | 1700 | 17838 |
|  | Maxvision Technology Corp., Class A | 6800 | 28207 |
|  | Mayinglong Pharmaceutical Group Co. Ltd., Class A | 6400 | 25385 |
|  W | Medlive Technology Co. Ltd. | 50500 | 68463 |
|  | Mehow Innovative Ltd., Class A | 7000 | 23097 |
|  | Meihua Holdings Group Co. Ltd., Class A | 65600 | 102992 |
|  | Meinian Onehealth Healthcare Holdings Co. Ltd., Class A | 76900 | 60804 |
|  W | Meitu, Inc. | 301500 | 334844 |
|  \*W | Meituan, Class B | 623420 | 8205923 |
|  | Mesnac Co. Ltd., Class A | 30300 | 36759 |
|  | Metallurgical Corp. of China Ltd., Class H | 785000 | 239210 |
|  | M-Grass Ecology & Environment Group Co. Ltd., Class A | 42200 | 24717 |

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##### [**Table of Contents**](#toc)
**WORLD EX U.S. CORE EQUITY PORTFOLIO** 

**CONTINUED** 

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| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
|  \*W | Microport Cardioflow Medtech Corp. | 238000 | $36571 |
|  # | MicroPort NeuroScientific Corp. | 56428 | 85725 |
|  #\* | Microport Scientific Corp. | 153200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;239088 |
|  | Micro-Tech Nanjing Co. Ltd., Class A | 2291 | 26675 |
|  | Midea Group Co. Ltd., Class A | 27500 | 295402 |
|  W | Midea Real Estate Holding Ltd. | 92800 | 56975 |
|  | Milkyway Intelligent Supply Chain Service Group Co. Ltd., Class A | 5800 | 48483 |
|  | Ming Yang Smart Energy Group Ltd., Class A | 21700 | 46190 |
|  # | Ming Yuan Cloud Group Holdings Ltd. | 310000 | 131667 |
|  \* | Mingfa Group International Co. Ltd. | 299000 | 4690 |
|  | MINISO Group Holding Ltd. | 149200 | 797725 |
|  | Minmetals Capital Co. Ltd., Class A | 38000 | 31635 |
|  \* | Minmetals Development Co. Ltd., Class A | 25100 | 32273 |
|  | Minth Group Ltd. | 242000 | 1073831 |
|  | MLS Co. Ltd., Class A | 42600 | 52216 |
|  \* | MMG Ltd. | 1775200 | 1575405 |
|  \*W | Mobvista, Inc. | 213000 | 488862 |
|  | Montage Technology Co. Ltd., Class A | 2343 | 44908 |
|  | Moon Environment Technology Co. Ltd., Class A | 30420 | 60769 |
|  # | Morimatsu International Holdings Co. Ltd. | 99000 | 126744 |
|  | Motic Xiamen Electric Group Co. Ltd., Class A | 9400 | 23226 |
|  \* | Mount Everest Gold Group Co. Ltd. | 12000 | 2839 |
|  | Muyuan Foods Co. Ltd., Class A | 14967 | 105922 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
|  | MYS Group Co. Ltd., Class A | 22300 | $13551 |
|  | Nancal Technology Co. Ltd., Class A | 3800 | 25004 |
|  | Nanjing Cosmos Chemical Co. Ltd., Class A | 12180 | 23539 |
|  | Nanjing Hanrui Cobalt Co. Ltd., Class A | 7300 | 50960 |
|  | Nanjing Iron & Steel Co. Ltd., Class A | 119200 | 87988 |
|  | Nanjing King-Friend Biochemical Pharmaceutical Co. Ltd., Class A | 13100 | 18501 |
|  | Nanjing Pharmaceutical Co. Ltd., Class A | 38500 | 27378 |
|  | Nanjing Securities Co. Ltd., Class A | 25800 | 30723 |
|  \* | Nanjing Tanker Corp., Class A | 126900 | 58287 |
|  | Nanjing Xinjiekou Department Store Co. Ltd., Class A | 30600 | 32279 |
|  | Nantong Jianghai Capacitor Co. Ltd., Class A | 18900 | 75864 |
|  | Nantong Jiangshan Agrochemical & Chemical LLC, Class A | 9000 | 30257 |
|  | NARI Technology Co. Ltd., Class A | 46532 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;158550 |
|  | NAURA Technology Group Co. Ltd., Class A | 1755 | 100411 |
|  \* | NavInfo Co. Ltd., Class A | 31400 | 39717 |
|  \* | Nayuki Holdings Ltd. | 161500 | 24321 |
|  | NBTM New Materials Group Co. Ltd., Class A | 12900 | 54538 |
|  | NetDragon Websoft Holdings Ltd. | 84000 | 131226 |
|  \*W | NetEase Cloud Music, Inc. | 9250 | 287223 |
|  | NetEase, Inc. (NTES US), ADR | 41035 | 5749004 |
|  | Neusoft Corp., Class A | 18600 | 27513 |
|  | Neutech Group Ltd. | 32000 | 10495 |

---

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##### [**Table of Contents**](#toc)
**WORLD EX U.S. CORE EQUITY PORTFOLIO** 

**CONTINUED** 

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
|  | New China Life Insurance Co. Ltd., Class H | 322000 | $2034914 |
|  | New Guomai Digital Culture Co. Ltd., Class A | 13200 | 25854 |
|  | New Hope Dairy Co. Ltd., Class A | 8800 | 21524 |
|  | New Hope Liuhe Co. Ltd., Class A | 13100 | 17919 |
|  \* | New Journey Health Technology Group Co. Ltd., Class A | 59000 | 18569 |
|  | New Trend International Logis-Tech Co. Ltd., Class A | 12200 | 21758 |
|  | Neway Valve Suzhou Co. Ltd., Class A | 16500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;121765 |
|  \* | Newborn Town, Inc. | 138000 | 187604 |
|  | Newland Digital Technology Co. Ltd., Class A | 17900 | 69323 |
|  | Nexteer Automotive Group Ltd. | 302000 | 261789 |
|  \* | Nine Dragons Paper Holdings Ltd. | 507000 | 363154 |
|  | Ningbo Boway Alloy Material Co. Ltd., Class A | 20600 | 63306 |
|  \* | Ningbo Changhong Polymer Scientific & Technical, Inc., Class A | 12700 | 33650 |
|  | Ningbo Haitian Precision Machinery Co. Ltd., Class A | 12700 | 36964 |
|  | Ningbo Huaxiang Electronic Co. Ltd., Class A | 21900 | 102107 |
|  \* | Ningbo Jifeng Auto Parts Co. Ltd., Class A | 28300 | 55261 |
|  | Ningbo Jintian Copper Group Co. Ltd., Class A | 37300 | 60653 |
|  | Ningbo Joyson Electronic Corp., Class A | 27600 | 123732 |
|  | Ningbo Orient Wires & Cables Co. Ltd., Class A | 11200 | 98684 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  CHINA — (Continued) | CHINA — (Continued) |  |  |
|  | Ningbo Peacebird Fashion Co. Ltd., Class A | 11900 | $23954 |
|  | Ningbo Ronbay New Energy Technology Co. Ltd., Class A | 13117 | 51485 |
|  | Ningbo Sanxing Medical Electric Co. Ltd., Class A | 8700 | 27399 |
|  \* | Ningbo Shanshan Co. Ltd., Class A | 42500 | 82133 |
|  | Ningbo Sunrise Elc Technology Co. Ltd., Class A | 9000 | 23242 |
|  | Ningbo Tuopu Group Co. Ltd., Class A | 10140 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;105781 |
|  | Ningbo Xusheng Group Co. Ltd., Class A | 20388 | 43159 |
|  | Ningbo Yongxin Optics Co. Ltd., Class A | 1100 | 15844 |
|  | Ningbo Yunsheng Co. Ltd., Class A | 34900 | 70001 |
|  | Ningbo Zhoushan Port Co. Ltd., Class A | 42100 | 22232 |
|  | Ningxia Baofeng Energy Group Co. Ltd., Class A | 49600 | 128628 |
|  | Ningxia Building Materials Group Co. Ltd., Class A | 10300 | 19459 |
|  | Ningxia Western Venture Industrial Co. Ltd., Class A | 34700 | 25153 |
|  \* | NIO, Inc., Class A | 127740 | 923627 |
|  #\* | Niu Technologies, Sponsored ADR | 5614 | 23579 |
|  | NKY Medical Holdings Ltd., Class A | 10200 | 23788 |
|  | Noah Holdings Ltd., Sponsored ADR | 14753 | 166561 |
|  W | Nongfu Spring Co. Ltd., Class H | 258400 | 1717727 |
|  | Norinco International Cooperation Ltd., Class A | 25280 | 39729 |
|  | North China Pharmaceutical Co. Ltd., Class A | 51500 | 43454 |
|  | North Copper Co. Ltd., Class A | 34500 | 76259 |

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##### [**Table of Contents**](#toc)
**WORLD EX U.S. CORE EQUITY PORTFOLIO** 

**CONTINUED** 

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  CHINA — (Continued) | CHINA — (Continued) |  |  |
|  | North Huajin Chemical Industries Co. Ltd., Class A | 47400 | $33859 |
|  \* | North Industries Group Red Arrow Co. Ltd., Class A | 6900 | 17826 |
|  | Northeast Pharmaceutical Group Co. Ltd., Class A | 65374 | 50982 |
|  | Northeast Securities Co. Ltd., Class A | 36500 | 46612 |
|  | Northking Information Technology Co. Ltd., Class A | 16133 | 48352 |
|  #\* | NovaBridge Biosciences, Sponsored ADR | 14442 | 71488 |
|  | Novoray Corp., Class A | 4244 | 37945 |
|  \* | NSFOCUS Technologies Group Co. Ltd., Class A | 16100 | 18763 |
|  \* | Nuode New Materials Co. Ltd., Class A | 36100 | 35937 |
|  | NYOCOR Co. Ltd., Class A | 31100 | 24393 |
|  \*W | Ocumension Therapeutics | 68000 | 72859 |
|  \* | Offcn Education Technology Co. Ltd., Class A | 121700 | 46536 |
|  | Offshore Oil Engineering Co. Ltd., Class A | 83400 | 63864 |
|  \* | OFILM Group Co. Ltd., Class A | 25500 | 44241 |
|  | Olympic Circuit Technology Co. Ltd., Class A | 6400 | 37445 |
|  | OmniVision Integrated Circuits Group, Inc. | 3000 | 55119 |
|  | Onewo, Inc., Class H | 63100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;181289 |
|  | Oppein Home Group, Inc., Class A | 8400 | 63179 |
|  | Opple Lighting Co. Ltd., Class A | 10400 | 25432 |
|  | ORG Technology Co. Ltd., Class A | 22184 | 18773 |
|  | Orient International Enterprise Ltd., Class A | 27900 | 32793 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
|  | Orient Overseas International Ltd. | 43000 | $744155 |
|  W | Orient Securities Co. Ltd., Class H | 206800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;192693 |
|  \* | Oriental Energy Co. Ltd., Class A | 38900 | 44975 |
|  | Oriental Pearl Group Co. Ltd., Class A | 31900 | 43549 |
|  | Ovctek China, Inc., Class A | 18180 | 42587 |
|  | Pacific Shuanglin Bio-pharmacy Co. Ltd., Class A | 18460 | 40872 |
|  \* | Pangang Group Vanadium Titanium & Resources Co. Ltd., Class A | 91500 | 38865 |
|  \* | PCI Technology Group Co. Ltd., Class A | 27340 | 26384 |
|  \* | PDD Holdings, Inc., ADR | 40382 | 5446320 |
|  \*W  | Peijia Medical Ltd. | 89000 | 68899 |
|  \*†† | Pengdu Agriculture & Animal Husbandry Co. Ltd., Class A | 113300 | 0 |
|  \* | Pengxin International Mining Co. Ltd., Class A | 42800 | 49283 |
|  | People.cn Co. Ltd., Class A | 6800 | 19308 |
|  | People's Insurance Co. Group of China Ltd., Class H | 1670000 | 1499843 |
|  \* | Perennial Energy Holdings Ltd. | 205000 | 26626 |
|  | PetroChina Co. Ltd., Class H | 3454000 | 3570463 |
|  | PharmaBlock Sciences Nanjing, Inc., Class A | 6200 | 37234 |
|  #W | Pharmaron Beijing Co. Ltd., Class H | 75375 | 251668 |
|  | PhiChem Corp., Class A | 7100 | 23408 |
|  | PICC Property & Casualty Co. Ltd., Class H | 912000 | 2154622 |
|  | Ping An Bank Co. Ltd., Class A | 138100 | 219756 |
|  #W | Ping An Healthcare & Technology Co. Ltd. | 412818 | 730330 |

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##### [**Table of Contents**](#toc)
**WORLD EX U.S. CORE EQUITY PORTFOLIO** 

**CONTINUED** 

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  CHINA — (Continued) | CHINA — (Continued) |  |  |
|  | Ping An Insurance Group Co. of China Ltd., Class H | 774500 | $5595245 |
|  | Pingdingshan Tianan Coal Mining Co. Ltd., Class A | 70500 | 84239 |
|  | PNC Process Systems Co. Ltd., Class A | 9640 | 42110 |
|  | POCO Holding Co. Ltd., Class A | 4400 | 48348 |
|  \* | Polaris Bay Group Co. Ltd., Class A | 43000 | 44494 |
|  | Poly Developments & Holdings Group Co. Ltd., Class A | 31800 | 32759 |
|  # | Poly Property Group Co. Ltd. | 734189 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;174657 |
|  | Poly Property Services Co. Ltd., Class H | 47600 | 205346 |
|  \* | Pony Testing International Group Co. Ltd., Class A | 8800 | 10250 |
|  W | Pop Mart International Group Ltd. | 102800 | 2924159 |
|  \* | Porton Pharma Solutions Ltd., Class A | 8800 | 32952 |
|  W | Postal Savings Bank of China Co. Ltd., Class H | 954000 | 672198 |
|  | Pou Sheng International Holdings Ltd. | 768000 | 46931 |
|  | Power Construction Corp. of China Ltd., Class A | 119400 | 94654 |
|  \* | Powerwin Tech Group Ltd. | 36000 | 5146 |
|  | Prinx Chengshan Holdings Ltd. | 56500 | 51623 |
|  \* | Productive Technologies Co. Ltd. | 818000 | 21817 |
|  | PW Medtech Group Ltd. | 171000 | 33022 |
|  | Pylon Technologies Co. Ltd., Class A | 7722 | 72006 |
|  | Q Technology Group Co. Ltd. | 123000 | 221191 |
|  | Qfin Holdings, Inc., ADR | 48609 | 1173907 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
|  \* | Qi An Xin Technology Group, Inc., Class A | 8255 | $45304 |
|  | Qianhe Condiment & Food Co. Ltd., Class A | 19879 | 25907 |
|  \* | Qinchuan Machine Tool & Tool Group Share Co. Ltd., Class A | 21100 | 40710 |
|  | Qingdao Citymedia Co. Ltd., Class A | 21600 | 20615 |
|  | Qingdao East Steel Tower Stock Co. Ltd., Class A | 49100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;121862 |
|  | Qingdao Eastsoft Communication Technology Co. Ltd., Class A | 8600 | 18579 |
|  | Qingdao Gaoce Technology Co. Ltd., Class A | 19472 | 31328 |
|  | Qingdao Gon Technology Co. Ltd., Class A | 8700 | 62706 |
|  | Qingdao Haier Biomedical Co. Ltd., Class A | 7763 | 37988 |
|  | Qingdao Hanhe Cable Co. Ltd., Class A | 53333 | 28116 |
|  | Qingdao Hiron Commercial Cold Chain Co. Ltd., Class A | 13540 | 26774 |
|  | Qingdao Huicheng Environmental Technology Group Co. Ltd., Class A | 4000 | 86670 |
|  W  | Qingdao Port International Co. Ltd., Class H | 302000 | 276073 |
|  | Qingdao Rural Commercial Bank Corp., Class A | 127700 | 57814 |
|  | Qingdao Sentury Tire Co. Ltd., Class A | 28620 | 78193 |
|  | Qingdao TGOOD Electric Co. Ltd., Class A | 11600 | 47329 |

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**WORLD EX U.S. CORE EQUITY PORTFOLIO** 

**CONTINUED** 

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| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  CHINA — (Continued) | CHINA — (Continued) |  |  |
|  | Qinghai Huzhu TianYouDe Highland Barley Spirit Co. Ltd., Class A | 15500 | $20890 |
|  \* | Qinghai Salt Lake Industry Co. Ltd., Class A | 29300 | 102068 |
|  \* | Qingling Motors Co. Ltd., Class H | 96000 | 9125 |
|  | Qinhuangdao Port Co. Ltd., Class H | 257000 | 96246 |
|  \* | Qudian, Inc., Sponsored ADR | 61155 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;292321 |
|  | Queclink Wireless Solutions Co. Ltd., Class A | 14300 | 24325 |
|  | Quectel Wireless Solutions Co. Ltd., Class A | 5040 | 67102 |
|  | Quick Intelligent Equipment Co. Ltd., Class A | 6600 | 30212 |
|  #\* | Radiance Holdings Group Co. Ltd. | 136000 | 41207 |
|  | Rainbow Digital Commercial Co. Ltd., Class A | 31800 | 24141 |
|  | Range Intelligent Computing Technology Group Co. Ltd., Class A | 7600 | 53942 |
|  | Rayhoo Motor Dies Co. Ltd., Class A | 5800 | 31539 |
|  \*W | Red Star Macalline Group Corp. Ltd., Class H | 176268 | 28809 |
|  | Renhe Pharmacy Co. Ltd., Class A | 37500 | 32737 |
|  | Rianlon Corp., Class A | 9300 | 52359 |
|  | Richinfo Technology Co. Ltd., Class A | 2800 | 10546 |
|  \* | Risen Energy Co. Ltd., Class A | 29600 | 44778 |
|  | Riyue Heavy Industry Co. Ltd., Class A | 16500 | 33717 |
|  | Rizhao Port Co. Ltd., Class A | 88600 | 39607 |
|  | Rockchip Electronics Co. Ltd., Class A | 1900 | 48472 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  CHINA — (Continued) | CHINA — (Continued) |  |  |
|  \* | RongFa Nuclear Equipment Co. Ltd., Class A | 26400 | $29330 |
|  | Rongsheng Petrochemical Co. Ltd., Class A | 64050 | 91751 |
|  \* | Roshow Technology Co. Ltd., Class A | 36600 | 45664 |
|  | Ruida Futures Co. Ltd., Class A | 9100 | 30221 |
|  | Runjian Co. Ltd., Class A | 11000 | 68035 |
|  \* | Sai Micro Electronics, Inc., Class A | 10600 | 36478 |
|  | SAIC Motor Corp. Ltd., Class A | 38465 | 89996 |
|  | Sailun Group Co. Ltd., Class A | 24800 | 53499 |
|  | Sanan Optoelectronics Co. Ltd., Class A | 13000 | 25367 |
|  | Sangfor Technologies, Inc., Class A | 900 | 16583 |
|  | Sanjiang Shopping Club Co. Ltd., Class A | 13400 | 26087 |
|  | Sanquan Food Co. Ltd., Class A | 22960 | 36031 |
|  \* | Sansteel Minguang Co. Ltd. Fujian, Class A | 71500 | 45024 |
|  | Sansure Biotech, Inc., Class A | 14206 | 44001 |
|  \* | Sanwei Holding Group Co. Ltd., Class A | 15469 | 25202 |
|  # | Sany Heavy Equipment International Holdings Co. Ltd. | 455000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;429539 |
|  | Sany Heavy Industry Co. Ltd., Class A | 33700 | 104870 |
|  | Satellite Chemical Co. Ltd., Class A | 67527 | 170070 |
|  | SDIC Capital Co. Ltd., Class A | 45800 | 50488 |
|  | SDIC Power Holdings Co. Ltd., Class A | 35400 | 71427 |
|  | Sealand Securities Co. Ltd., Class A | 69219 | 44464 |
|  \* | Seazen Group Ltd. | 832761 | 234615 |
|  \* | Seazen Holdings Co. Ltd., Class A | 19500 | 38930 |
|  \*†† | S-Enjoy Service Group Co. Ltd. | 103000 | 13918 |

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##### [**Table of Contents**](#toc)
**WORLD EX U.S. CORE EQUITY PORTFOLIO** 

**CONTINUED** 

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| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
|  | Seres Group Co. Ltd., Class A | 5400 | $117924 |
|  | SF Holding Co. Ltd., Class A | 48300 | 273796 |
|  | Shaanxi Beiyuan Chemical Industry Group Co. Ltd., Class A | 34670 | 19202 |
|  | Shaanxi Coal Industry Co. Ltd., Class A | 67300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;214748 |
|  | Shaanxi Construction Engineering Group Corp. Ltd., Class A | 99600 | 53049 |
|  \* | Shaanxi Heimao Coking Co. Ltd., Class A | 42000 | 25086 |
|  | Shan Xi Hua Yang Group New Energy Co. Ltd., Class A | 134550 | 151339 |
|  \* | Shandong BoAn Biotechnology Co. Ltd., Class H | 18800 | 25367 |
|  | Shandong Bohui Paper Industrial Co. Ltd., Class A | 35500 | 24910 |
|  | Shandong Buchang Pharmaceuticals Co. Ltd., Class A | 8100 | 19737 |
|  | Shandong Dawn Polymer Co. Ltd., Class A | 8200 | 28566 |
|  | Shandong Denghai Seeds Co. Ltd., Class A | 13700 | 18130 |
|  | Shandong Dongyue Silicone Material Co. Ltd., Class A | 27500 | 35894 |
|  W | Shandong Gold Mining Co. Ltd., Class H | 161500 | 677028 |
|  \* | Shandong Haihua Co. Ltd., Class A | 23000 | 18007 |
|  | Shandong Head Group Co. Ltd., Class A | 6900 | 12637 |
|  | Shandong Himile Mechanical Science & Technology Co. Ltd., Class A | 10600 | 99726 |
|  | Shandong Hi-speed Co. Ltd., Class A | 12100 | 15870 |

---

---

| | | |
|:---|:---|:---|
|  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
| Shandong Hi-Speed Road & Bridge Group Co. Ltd., Class A | 58400 | $50166 |
| Shandong Hualu Hengsheng Chemical Co. Ltd., Class A | 33930 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;122416 |
| Shandong Huatai Paper Industry Shareholding Co. Ltd., Class A | 48700 | 25467 |
| Shandong Humon Smelting Co. Ltd., Class A | 22300 | 41388 |
| Shandong Jincheng Pharmaceutical Group Co. Ltd., Class A | 17000 | 41738 |
| Shandong Jinjing Science & Technology Co. Ltd., Class A | 48400 | 35717 |
| Shandong Linglong Tyre Co. Ltd., Class A | 27495 | 59463 |
| Shandong Lukang Pharma, Class A | 17700 | 24936 |
| Shandong Pharmaceutical Glass Co. Ltd., Class A | 16900 | 49674 |
| Shandong Publishing & Media Co. Ltd., Class A | 29800 | 35013 |
| Shandong Sun Paper Industry JSC Ltd., Class A | 42700 | 85363 |
| Shandong Weifang Rainbow Chemical Co. Ltd., Class A | 5400 | 56208 |
| Shandong Weigao Group Medical Polymer Co. Ltd., Class H | 764400 | 535071 |
| Shandong WIT Dyne Health Co. Ltd., Class A | 4300 | 20645 |
| Shandong Xiantan Co. Ltd., Class A | 21200 | 18773 |

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##### [**Table of Contents**](#toc)
**WORLD EX U.S. CORE EQUITY PORTFOLIO** 

**CONTINUED** 

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| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
|  | Shandong Xinhua Pharmaceutical Co. Ltd., Class H | 92200 | $82541 |
|  | Shandong Yisheng Livestock & Poultry Breeding Co. Ltd., Class A | 24800 | 31338 |
|  \* | Shanghai Aerospace Automobile Electromechanical Co. Ltd., Class A | 28900 | 33517 |
|  \* | Shanghai Aiko Solar Energy Co. Ltd., Class A | 651 | 1445 |
|  \* | Shanghai AJ Group Co. Ltd., Class A | 48900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;38644 |
|  | Shanghai Allist Pharmaceuticals Co. Ltd., Class A | 3092 | 46743 |
|  | Shanghai AtHub Co. Ltd., Class A | 15139 | 70758 |
|  | Shanghai Bailian Group Co. Ltd., Class A | 42400 | 53825 |
|  | Shanghai Bairun Investment Holding Group Co. Ltd., Class A | 7100 | 25133 |
|  | Shanghai Baolong Automotive Corp., Class A | 5500 | 29137 |
|  | Shanghai Baosight Software Co. Ltd., Class A | 7404 | 23936 |
|  | Shanghai Baosteel Packaging Co. Ltd., Class A | 53700 | 41716 |
|  \*W | Shanghai Bio-heart Biological Technology Co. Ltd., Class H | 28300 | 30374 |
|  | Shanghai BOCHU Electronic Technology Corp. Ltd., Class A | 1660 | 31948 |
|  | Shanghai Bright Meat Group Co. Ltd., Class A | 21800 | 20861 |
|  | Shanghai Chicmax Cosmetic Co. Ltd., Class H | 5000 | 55140 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
|  | Shanghai Chinafortune Co. Ltd., Class A | 20100 | $47184 |
|  | Shanghai Chlor-Alkali Chemical Co. Ltd., Class A | 19400 | 29792 |
|  | Shanghai Construction Group Co. Ltd., Class A | 167228 | 66275 |
|  | Shanghai Daimay Automotive Interior Co. Ltd., Class A | 32117 | 34456 |
|  | Shanghai Datun Energy Resources Co. Ltd., Class A | 25600 | 49687 |
|  | Shanghai Dazhong Public Utilities Group Co. Ltd., Class H | 1000 | 567 |
|  \* | Shanghai Electric Group Co. Ltd., Class H | 396000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;230901 |
|  | Shanghai Electric Power Co. Ltd., Class A | 34100 | 142306 |
|  | Shanghai Environment Group Co. Ltd., Class A | 34800 | 40610 |
|  | Shanghai Fengyuzhu Culture & Technology Co. Ltd., Class A | 12600 | 17254 |
|  | Shanghai Fosun Pharmaceutical Group Co. Ltd., Class H | 80000 | 245046 |
|  | Shanghai Fudan-Zhangjiang Bio-Pharmaceutical Co. Ltd., Class H | 34000 | 14292 |
|  | Shanghai Fullhan Microelectronics Co. Ltd., Class A | 3200 | 21242 |
|  | Shanghai Ganglian E-Commerce Holdings Co. Ltd., Class A | 5712 | 21873 |
|  | Shanghai Gench Education Group Ltd. | 35000 | 12061 |
|  | Shanghai Gentech Co. Ltd., Class A | 4575 | 21124 |

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##### [**Table of Contents**](#toc)
**WORLD EX U.S. CORE EQUITY PORTFOLIO** 

**CONTINUED** 

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| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
|  | Shanghai Hanbell Precise Machinery Co. Ltd., Class A | 17000 | $58467 |
|  W | Shanghai Haohai Biological Technology Co. Ltd., Class H | 10640 | 37370 |
|  | Shanghai Huace Navigation Technology Ltd., Class A | 7840 | 35341 |
|  | Shanghai Huafon Aluminium Corp., Class A | 17300 | 42728 |
|  | Shanghai Huayi Group Co. Ltd., Class A | 47600 | 53205 |
|  | Shanghai Industrial Holdings Ltd. | 136000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;238735 |
|  \* | Shanghai Industrial Urban Development Group Ltd. | 569600 | 24923 |
|  #\* | Shanghai INT Medical Instruments Co. Ltd., Class H | 18200 | 73227 |
|  | Shanghai International Airport Co. Ltd., Class A | 4100 | 18609 |
|  | Shanghai Jahwa United Co. Ltd., Class A | 11300 | 39835 |
|  | Shanghai Jinjiang International Hotels Co. Ltd., Class A | 18300 | 57902 |
|  | Shanghai Jinqiao Export Processing Zone Development Co. Ltd., Class A | 10600 | 16874 |
|  | Shanghai Kaibao Pharmaceutical Co. Ltd., Class A | 23200 | 20122 |
|  | Shanghai Kelai Mechatronics Engineering Co. Ltd., Class A | 6400 | 17633 |
|  | Shanghai Liangxin Electrical Co. Ltd., Class A | 16600 | 24735 |
|  | Shanghai Lingang Holdings Corp. Ltd., Class A | 32000 | 50816 |

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| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
|  | Shanghai M&G Stationery, Inc., Class A | 7700 | $30301 |
|  | Shanghai Mechanical & Electrical Industry Co. Ltd., Class A | 19900 | 75822 |
|  | Shanghai MicroPort Endovascular MedTech Group Co. Ltd., Class A | 1791 | 25639 |
|  \* | Shanghai Milkground Food Tech Co. Ltd., Class A | 11600 | 41719 |
|  | Shanghai Moons' Electric Co. Ltd., Class A | 2400 | 24760 |
|  | Shanghai Pharmaceuticals Holding Co. Ltd., Class H | 215000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;323715 |
|  | Shanghai Pioneer Holding Ltd. | 237000 | 63672 |
|  | Shanghai Pret Composites Co. Ltd., Class A | 26600 | 50321 |
|  | Shanghai Pudong Construction Co. Ltd., Class A | 21500 | 24386 |
|  | Shanghai Pudong Development Bank Co. Ltd., Class A | 132034 | 213471 |
|  | Shanghai Putailai New Energy Technology Co. Ltd., Class A | 23977 | 98516 |
|  | Shanghai QiFan Cable Co. Ltd., Class A | 12300 | 32428 |
|  | Shanghai RAAS Blood Products Co. Ltd., Class A | 48000 | 45489 |
|  | Shanghai Runda Medical Technology Co. Ltd., Class A | 12100 | 28641 |
|  | Shanghai Rural Commercial Bank Co. Ltd., Class A | 43700 | 52410 |
|  | Shanghai Shibei Hi-Tech Co. Ltd., Class A | 22600 | 19628 |
|  | Shanghai Shyndec Pharmaceutical Co. Ltd., Class A | 42600 | 62386 |

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| | | |
|:---|:---|:---|
|  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
| Shanghai Sinyang Semiconductor Materials Co. Ltd., Class A | 4800 | $38376 |
| Shanghai Tongji Science & Technology Industrial Co. Ltd., Class A | 17300 | 36132 |
| Shanghai Tunnel Engineering Co. Ltd., Class A | 43900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;40745 |
| Shanghai Vital Microtech Co. Ltd. | 14160 | 36969 |
| Shanghai Waigaoqiao Free Trade Zone Group Co. Ltd., Class A | 19200 | 29517 |
| Shanghai Yaoji Technology Co. Ltd., Class A | 9800 | 35745 |
| Shanghai Yuyuan Tourist Mart Group Co. Ltd., Class A | 33570 | 26235 |
| Shanghai Zhangjiang High-Tech Park Development Co. Ltd., Class A | 8300 | 52005 |
| Shanghai Zhenhua Heavy Industries Co. Ltd., Class A | 62700 | 41692 |
| Shanghai Zhonggu Logistics Co. Ltd., Class A | 51000 | 79296 |
| Shanghai Zijiang Enterprise Group Co. Ltd., Class A | 28700 | 31863 |
| Shanjin International Gold Co. Ltd., Class A | 22360 | 68348 |
| Shannon Semiconductor Technology Co. Ltd., Class A | 4900 | 91152 |
| Shantui Construction Machinery Co. Ltd., Class A | 33200 | 54010 |
| Shanxi Blue Flame Holding Co. Ltd., Class A | 30100 | 30647 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
|  | Shanxi Coal International Energy Group Co. Ltd., Class A | 41500 | $64405 |
|  | Shanxi Coking Co. Ltd., Class A | 78560 | 47156 |
|  | Shanxi Coking Coal Energy Group Co. Ltd., Class A | 109400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;112589 |
|  | Shanxi Hi-speed Group Co. Ltd., Class A | 37900 | 27614 |
|  | Shanxi Lanhua Sci-Tech Venture Co. Ltd., Class A | 42510 | 40218 |
|  | Shanxi Lu'an Environmental Energy Development Co. Ltd., Class A | 47300 | 98398 |
|  \* | Shanxi Meijin Energy Co. Ltd., Class A | 72600 | 53480 |
|  | Shanxi Securities Co. Ltd., Class A | 36060 | 32454 |
|  \* | Shanxi Taigang Stainless Steel Co. Ltd., Class A | 52400 | 31011 |
|  | Shanxi Xinghuacun Fen Wine Factory Co. Ltd., Class A | 5040 | 135038 |
|  | Sharetronic Data Technology Co. Ltd., Class A | 4200 | 95783 |
|  | Shede Spirits Co. Ltd., Class A | 4000 | 34896 |
|  | Shenergy Co. Ltd., Class A | 31800 | 36791 |
|  | Shengda Resources Co. Ltd., Class A | 12200 | 40305 |
|  | Shenghe Resources Holding Co. Ltd., Class A | 9800 | 32006 |
|  | Shengyi Technology Co. Ltd., Class A | 10200 | 91968 |
|  | Shenma Industry Co. Ltd., Class A | 20400 | 28489 |
|  | Shennan Circuits Co. Ltd., Class A | 4920 | 148107 |
|  W | Shenwan Hongyuan Group Co. Ltd., Class H | 328000 | 144322 |

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**CONTINUED** 

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| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
|  \* | Shenyang Jinbei Automotive Co. Ltd., Class A | 24900 | $16295 |
|  | Shenyang Xingqi Pharmaceutical Co. Ltd., Class A | 4508 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50781 |
|  | Shenzhen Agricultural Power Group Co. Ltd., Class A | 41200 | 49489 |
|  | Shenzhen Airport Co. Ltd., Class A | 46800 | 47517 |
|  | Shenzhen Aisidi Co. Ltd., Class A | 36600 | 63810 |
|  | Shenzhen Batian Ecotypic Engineering Co. Ltd., Class A | 14800 | 23178 |
|  | Shenzhen BSC Technology Co. Ltd., Class A | 4900 | 25232 |
|  | Shenzhen Capchem Technology Co. Ltd., Class A | 5760 | 42981 |
|  | Shenzhen Center Power Tech Co. Ltd., Class A | 5700 | 18359 |
|  | Shenzhen Cereals Holdings Co. Ltd., Class A | 21100 | 20715 |
|  | Shenzhen Click Technology Co. Ltd., Class A | 12000 | 31769 |
|  | Shenzhen Colibri Technologies Co. Ltd., Class A | 7300 | 22860 |
|  | Shenzhen Comix Group Co. Ltd., Class A | 13300 | 12033 |
|  | Shenzhen Das Intellitech Co. Ltd., Class A | 35900 | 16512 |
|  | Shenzhen Desay Battery Technology Co., Class A | 12727 | 50275 |
|  | Shenzhen Energy Group Co. Ltd., Class A | 33500 | 33108 |
|  | Shenzhen Envicool Technology Co. Ltd., Class A | 7424 | 73151 |

---

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| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
|  | Shenzhen Everwin Precision Technology Co. Ltd., Class A | 20580 | $109969 |
|  | Shenzhen Expressway Corp. Ltd., Class H | 178000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;166431 |
|  | Shenzhen Fastprint Circuit Tech Co. Ltd., Class A | 17800 | 53452 |
|  | Shenzhen FRD Science & Technology Co. Ltd., Class A | 8400 | 37137 |
|  | Shenzhen Fuanna Bedding & Furnishing Co. Ltd., Class A | 13900 | 14072 |
|  | Shenzhen Gas Corp. Ltd., Class A | 58300 | 55070 |
|  \* | Shenzhen Gongjin Electronics Co. Ltd., Class A | 24700 | 41460 |
|  | Shenzhen Goodix Technology Co. Ltd., Class A | 2700 | 31206 |
|  W | Shenzhen Hepalink Pharmaceutical Group Co. Ltd., Class H | 69000 | 47720 |
|  | Shenzhen Hopewind Electric Co. Ltd., Class A | 11900 | 50471 |
|  | Shenzhen Inovance Technology Co. Ltd., Class A | 6600 | 71410 |
|  # | Shenzhen International Holdings Ltd. | 444334 | 460591 |
|  #\* | Shenzhen Investment Ltd. | 915262 | 98924 |
|  | Shenzhen Invt Electric Co. Ltd., Class A | 26700 | 33806 |
|  \* | Shenzhen Jinjia Group Co. Ltd., Class A | 35900 | 22522 |
|  | Shenzhen Jufei Optoelectronics Co. Ltd., Class A | 26500 | 24937 |
|  | Shenzhen Kaifa Technology Co. Ltd., Class A | 16300 | 62567 |

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**CONTINUED** 

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| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
|  | Shenzhen Kangtai Biological Products Co. Ltd., Class A | 14900 | $36032 |
|  | Shenzhen Kedali Industry Co. Ltd., Class A | 4600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;116501 |
|  | Shenzhen Kingkey Smart Agriculture Times Co. Ltd., Class A | 13000 | 30036 |
|  | Shenzhen Kinwong Electronic Co. Ltd., Class A | 13800 | 140701 |
|  | Shenzhen Kstar Science & Technology Co. Ltd., Class A | 6700 | 40538 |
|  | Shenzhen Laibao Hi-tech Co. Ltd., Class A | 28200 | 44243 |
|  | Shenzhen Leaguer Co. Ltd., Class A | 45100 | 58484 |
|  | Shenzhen Lifotronic Technology Co. Ltd., Class A | 10268 | 19921 |
|  | Shenzhen Microgate Technology Co. Ltd., Class A | 11900 | 21229 |
|  | Shenzhen Mindray Bio-Medical Electronics Co. Ltd., Class A | 5221 | 157847 |
|  | Shenzhen MTC Co. Ltd., Class A | 99900 | 86378 |
|  | Shenzhen New Industries Biomedical Engineering Co. Ltd., Class A | 4600 | 39451 |
|  \* | Shenzhen New Nanshan Holding Group Co. Ltd., Class A | 50400 | 22049 |
|  | Shenzhen Noposin Crop Science Co. Ltd., Class A | 24100 | 41309 |
|  \* | Shenzhen Overseas Chinese Town Co. Ltd., Class A | 42406 | 14199 |
|  | Shenzhen Pagoda Industrial Group Corp. Ltd., Class H | 48000 | 12603 |

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| | | |
|:---|:---|:---|
|  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
| Shenzhen Qingyi Photomask Ltd., Class A | 5756 | $23291 |
| Shenzhen Salubris Pharmaceuticals Co. Ltd., Class A | 5500 | 46088 |
| Shenzhen SC New Energy Technology Corp., Class A | 8300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;110207 |
| Shenzhen SED Industry Co. Ltd., Class A | 11400 | 33227 |
| Shenzhen SEG Co. Ltd., Class A | 23000 | 32050 |
| Shenzhen Senior Technology Material Co. Ltd., Class A | 28132 | 56305 |
| Shenzhen Sinexcel Electric Co. Ltd., Class A | 11100 | 65266 |
| Shenzhen Sunlord Electronics Co. Ltd., Class A | 14100 | 75735 |
| Shenzhen Sunnypol Optoelectronics Co. Ltd., Class A | 4400 | 14749 |
| Shenzhen Sunway Communication Co. Ltd., Class A | 11500 | 57778 |
| Shenzhen Tagen Group Co. Ltd., Class A | 50500 | 26900 |
| Shenzhen Topband Co. Ltd., Class A | 20900 | 40521 |
| Shenzhen Topway Video Communication Co. Ltd., Class A | 17500 | 20882 |
| Shenzhen Transsion Holdings Co. Ltd., Class A | 5115 | 54830 |
| Shenzhen Weiguang Biological Products Co. Ltd., Class A | 8000 | 30787 |
| Shenzhen Woer Heat-Shrinkable Material Co. Ltd., Class A | 28383 | 110310 |
| Shenzhen Yan Tian Port Holding Co. Ltd., Class A | 34300 | 21985 |

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**WORLD EX U.S. CORE EQUITY PORTFOLIO** 

**CONTINUED** 

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| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
|  | Shenzhen Yinghe Technology Co. Ltd., Class A | 12800 | $53872 |
|  | Shenzhen YUTO Packaging Technology Co. Ltd., Class A | 14100 | 54107 |
|  | Shenzhen Zhongjin Lingnan Nonfemet Co. Ltd., Class A | 78200 | 60619 |
|  | Shenzhou International Group Holdings Ltd. | 234100 | 2020706 |
|  \* | Shida Shinghwa Advanced Material Group Co. Ltd., Class A | 5300 | 48248 |
|  | Shijiazhuang Yiling Pharmaceutical Co. Ltd., Class A | 9800 | 24640 |
|  | Shinva Medical Instrument Co. Ltd., Class A | 13260 | 28959 |
|  | Shiyue Daotian Group Co. Ltd., Class H | 9000 | 9713 |
|  | Shoucheng Holdings Ltd. | 634800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;178379 |
|  | Shougang Century Holdings Ltd. | 326000 | 32679 |
|  | Shougang Fushan Resources Group Ltd. | 956375 | 375241 |
|  †† | Shouhang High-Tech Energy Co. Ltd., Class A | 58700 | 578 |
|  \* | Shuangliang Eco-Energy Systems Co. Ltd., Class A | 61400 | 59683 |
|  | Shui On Land Ltd. | 1050500 | 95849 |
|  | Sichuan Changhong Electric Co. Ltd., Class A | 41000 | 58756 |
|  \* | Sichuan Chengfei Integration Technology Corp., Class A | 7200 | 42884 |
|  | Sichuan Chuantou Energy Co. Ltd., Class A | 13700 | 28351 |

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| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
|  | Sichuan Development Lomon Co. Ltd., Class A | 12200 | $19148 |
|  | Sichuan EM Technology Co. Ltd., Class A | 25000 | 70046 |
|  | Sichuan Expressway Co. Ltd., Class H | 138000 | 90811 |
|  | Sichuan Furong Technology Co. Ltd., Class A | 16016 | 20713 |
|  \* | Sichuan Haite High-tech Co. Ltd., Class A | 23100 | 40745 |
|  | Sichuan Hebang Biotechnology Co. Ltd., Class A | 207700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;63623 |
|  \* | Sichuan Hexie Shuangma Co. Ltd., Class A | 19600 | 56042 |
|  \* | Sichuan Hongda Co. Ltd., Class A | 21100 | 32406 |
|  | Sichuan Injet Electric Co. Ltd., Class A | 3900 | 28972 |
|  | Sichuan Jiuyuan Yinhai Software Co. Ltd., Class A | 3510 | 9516 |
|  | Sichuan Kelun Pharmaceutical Co. Ltd., Class A | 18819 | 92562 |
|  \* | Sichuan Kelun-Biotech Biopharmaceutical Co. Ltd., Class H | 300 | 17246 |
|  \* | Sichuan Lutianhua Co. Ltd., Class A | 47700 | 28764 |
|  | Sichuan New Energy Power Co. Ltd., Class A | 29900 | 51684 |
|  | Sichuan Road & Bridge Group Co. Ltd., Class A | 72600 | 96757 |
|  | Sichuan Swellfun Co. Ltd., Class A | 7100 | 42212 |
|  | Sichuan Teway Food Group Co. Ltd., Class A | 15600 | 26174 |
|  | Sichuan Yahua Industrial Group Co. Ltd., Class A | 19900 | 56852 |

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**WORLD EX U.S. CORE EQUITY PORTFOLIO** 

**CONTINUED** 

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| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
|  # | Sihuan Pharmaceutical Holdings Group Ltd. | 589000 | $112267 |
|  | SIIC Environment Holdings Ltd. (SIIC SP) | 402300 | 55329 |
|  W | Simcere Pharmaceutical Group Ltd. | 163000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;259616 |
|  | Sineng Electric Co. Ltd., Class A | 4200 | 19017 |
|  | Sino Biopharmaceutical Ltd. | 1321250 | 1203569 |
|  | Sinocare, Inc., Class A | 5900 | 15708 |
|  \* | Sinochem International Corp., Class A | 74300 | 43657 |
|  | Sinofert Holdings Ltd. | 1036000 | 202585 |
|  | Sinofibers Technology Co. Ltd., Class A | 6000 | 27148 |
|  | Sinolink Securities Co. Ltd., Class A | 26600 | 36934 |
|  | Sinoma International Engineering Co., Class A | 56100 | 75113 |
|  | Sinoma Science & Technology Co. Ltd., Class A | 22750 | 110796 |
|  | Sinomach Automobile Co. Ltd., Class A | 35400 | 31032 |
|  \* | Sinomach Heavy Equipment Group Co. Ltd., Class A | 59800 | 29757 |
|  | Sinomach Precision Industry Group Co. Ltd., Class A | 9500 | 38243 |
|  | Sinomine Resource Group Co. Ltd., Class A | 8520 | 67428 |
|  | Sinopec Engineering Group Co. Ltd., Class H | 563500 | 530820 |
|  | Sinopec Kantons Holdings Ltd. | 388000 | 200698 |
|  \* | Sinopec Oilfield Equipment Corp., Class A | 29400 | 30031 |
|  \* | Sinopec Oilfield Service Corp., Class H | 696000 | 69042 |

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| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
|  | Sinopec Shanghai Petrochemical Co. Ltd., Class H | 998000 | $170813 |
|  | Sinopep-Allsino Bio Pharmaceutical Co. Ltd., Class A | 4159 | 22718 |
|  | Sinopharm Group Co. Ltd., Class H | 416800 | 1038901 |
|  | Sino-Platinum Metals Co. Ltd., Class A | 20919 | 48887 |
|  | Sinoseal Holding Co. Ltd., Class A | 2800 | 13698 |
|  | Sinosteel Engineering & Technology Co. Ltd., Class A | 37900 | 34098 |
|  | Sinosteel New Materials Co. Ltd., Class A | 24200 | 37260 |
|  \* | Sino-Synergy Hydrogen Energy Technology Jiaxing Co. Ltd., Class H | 2500 | 1822 |
|  # | Sinotrans Ltd., Class H | 730000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;496189 |
|  | Sinotruk Hong Kong Ltd. | 254500 | 850243 |
|  | Sinotruk Jinan Truck Co. Ltd., Class A | 13400 | 34189 |
|  \* | Sipai Health Technology Co. Ltd. | 36000 | 11211 |
|  | Skshu Paint Co. Ltd., Class A | 1960 | 12152 |
|  | Skyworth Digital Co. Ltd., Class A | 21087 | 40294 |
|  #\* | Skyworth Group Ltd. | 218000 | 110477 |
|  W | Smoore International Holdings Ltd. | 140000 | 235778 |
|  | Snowsky Salt Industry Group Co. Ltd., Class A | 42600 | 34136 |
|  \* | SOHO China Ltd. | 740000 | 52455 |
|  | Soho Holly Futures Co. Ltd., Class H | 42000 | 20776 |
|  | Sokan New Materials Group Co. Ltd., Class A | 4492 | 20849 |
|  | Solareast Holdings Co. Ltd., Class A | 15000 | 21316 |
|  | Songcheng Performance Development Co. Ltd., Class A | 34300 | 38731 |

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**WORLD EX U.S. CORE EQUITY PORTFOLIO** 

**CONTINUED** 

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| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
|  | Sonoscape Medical Corp., Class A | 4600 | $18547 |
|  | SooChow Securities Co. Ltd., Class A | 38420 | 51823 |
|  | Southern Publishing & Media Co. Ltd., Class A | 25700 | 51099 |
|  | Southwest Securities Co. Ltd., Class A | 71900 | 47899 |
|  # | So-Young International, Inc., ADR | 16596 | 48294 |
|  | SPIC Industry-Finance Holdings Co. Ltd., Class A | 33200 | 30811 |
|  \* | SPIC Yuanda Environmental-Protection Co. Ltd., Class A | 13200 | 24790 |
|  | Spring Airlines Co. Ltd., Class A | 7600 | 57248 |
|  # | SSY Group Ltd. | 637026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;254296 |
|  | Stanley Agricultural Group Co. Ltd., Class A | 26700 | 36585 |
|  | Star Lake Bioscience Co., Inc. Zhaoqing Guangdong, Class A | 47400 | 47882 |
|  | StarPower Semiconductor Ltd., Class A | 1800 | 26486 |
|  | State Grid Information & Communication Co. Ltd., Class A | 10100 | 26170 |
|  | State Grid Yingda Co. Ltd., Class A | 43200 | 39189 |
|  | STO Express Co. Ltd., Class A | 36200 | 78796 |
|  | Sumavision Technologies Co. Ltd., Class A | 15900 | 12624 |
|  | Sumec Corp. Ltd., Class A | 38000 | 60409 |
|  | Sun Art Retail Group Ltd. | 703000 | 170834 |
|  | Sun King Technology Group Ltd. | 370000 | 96240 |
|  | Sunflower Pharmaceutical Group Co. Ltd., Class A | 16400 | 33644 |

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| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
|  | Sungrow Power Supply Co. Ltd., Class A | 8260 | $220381 |
|  | Suning Universal Co. Ltd., Class A | 97900 | 35084 |
|  | Sunny Optical Technology Group Co. Ltd. | 163100 | 1576149 |
|  | Sunresin New Materials Co. Ltd., Class A | 5064 | 39534 |
|  | Sunrise Group Co. Ltd., Class A | 25800 | 20964 |
|  \* | Sunshine Lake Pharma Co. Ltd. | 31949 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;188309 |
|  | Sunstone Development Co. Ltd., Class A | 24000 | 83072 |
|  | Suntak Technology Co. Ltd., Class A | 16000 | 32031 |
|  | Sunward Intelligent Equipment Co. Ltd., Class A | 35600 | 66293 |
|  | Sunwoda Electronic Co. Ltd., Class A | 14382 | 72498 |
|  | Suofeiya Home Collection Co. Ltd., Class A | 11900 | 21767 |
|  | SUPCON Technology Co. Ltd., Class A | 4279 | 31469 |
|  | Suzhou Anjie Technology Co. Ltd., Class A | 14500 | 28368 |
|  | Suzhou Dongshan Precision Manufacturing Co. Ltd., Class A | 16200 | 155949 |
|  | Suzhou Gold Mantis Construction Decoration Co. Ltd., Class A | 62300 | 29771 |
|  | Suzhou Good-Ark Electronics Co. Ltd., Class A | 12600 | 18140 |
|  | Suzhou Maxwell Technologies Co. Ltd., Class A | 2300 | 34027 |
|  | Suzhou Secote Precision Electronic Co. Ltd., Class A | 7840 | 52847 |

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**WORLD EX U.S. CORE EQUITY PORTFOLIO** 

**CONTINUED** 

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| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
|  \* | Suzhou SLAC Precision Equipment Co. Ltd., Class A | 10000 | $20710 |
|  | Suzhou Sushi Testing Group Co. Ltd., Class A | 11600 | 25535 |
|  | Suzhou TFC Optical Communication Co. Ltd., Class A | 4860 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;107178 |
|  | Suzhou TZTEK Technology Co. Ltd., Class A | 3095 | 23565 |
|  | SY Holdings Group Ltd. | 99500 | 144535 |
|  | Symphony Holdings Ltd. | 450000 | 86980 |
|  \* | SYoung Group Co. Ltd., Class A | 8100 | 23265 |
|  | Taiji Computer Corp. Ltd., Class A | 15519 | 58623 |
|  \* | Taiyuan Heavy Industry Co. Ltd., Class A | 71100 | 27789 |
|  \* | Tangrenshen Group Co. Ltd., Class A | 38200 | 25623 |
|  | TangShan Port Group Co. Ltd., Class A | 100337 | 56025 |
|  | Tangshan Sanyou Chemical Industries Co. Ltd., Class A | 53000 | 42463 |
|  \* | Tanwan, Inc. | 38600 | 73564 |
|  | Tasly Pharmaceutical Group Co. Ltd., Class A | 14300 | 31055 |
|  | Tayho Advanced Materials Group Co. Ltd., Class A | 20300 | 28646 |
|  | TBEA Co. Ltd., Class A | 43150 | 118786 |
|  | TCL Electronics Holdings Ltd. | 364666 | 432974 |
|  | TCL Technology Group Corp., Class A | 167500 | 101559 |
|  | TCL Zhonghuan Renewable Energy Technology Co. Ltd., Class A | 45175 | 60082 |
|  | TDG Holdings Co. Ltd., Class A | 44400 | 64136 |
|  \*†† | Tech-Pro, Inc. | 1538000 | 0 |

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| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
|  | Telling Telecommunication Holding Co. Ltd., Class A | 9300 | $13186 |
|  | Ten Pao Group Holdings Ltd. | 44000 | 12849 |
|  | Tencent Holdings Ltd. | 420100 | 34123756 |
|  | Tencent Music Entertainment Group, ADR | 105403 | 2352595 |
|  | Three Squirrels, Inc., Class A | 13400 | 44409 |
|  | Thunder Software Technology Co. Ltd., Class A | 1190 | 11502 |
|  | Tian An China Investment Co. Ltd. | 148000 | 86509 |
|  | Tian Di Science & Technology Co. Ltd., Class A | 67200 | 56470 |
|  | Tian Lun Gas Holdings Ltd. | 35500 | 14785 |
|  | Tiande Chemical Holdings Ltd. | 68000 | 12542 |
|  \* | Tianfeng Securities Co. Ltd., Class A | 38200 | 28138 |
|  # | Tiangong International Co. Ltd. | 390000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;147694 |
|  \* | Tianjin 712 Communication & Broadcasting Co. Ltd., Class A | 9000 | 25422 |
|  | Tianjin Capital Environmental Protection Group Co. Ltd., Class H | 94000 | 51586 |
|  | Tianjin Chase Sun Pharmaceutical Co. Ltd., Class A | 78900 | 42371 |
|  | Tianjin Development Holdings Ltd | 46000 | 15390 |
|  | Tianjin Port Co. Ltd., Class A | 65600 | 44345 |
|  | Tianjin Port Development Holdings Ltd. | 682000 | 62436 |
|  | Tianjin Ringpu Bio-Technology Co. Ltd., Class A | 17400 | 52733 |
|  | Tianjin TEDA Resources Recycling Group Co. Ltd., Class A | 34500 | 20591 |

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##### [**Table of Contents**](#toc)
**WORLD EX U.S. CORE EQUITY PORTFOLIO** 

**CONTINUED** 

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| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  CHINA — (Continued) | CHINA — (Continued) |  |  |
|  \* | Tianma Microelectronics Co. Ltd., Class A | 52000 | $71015 |
|  | Tianneng Battery Group Co. Ltd., Class A | 7253 | 34561 |
|  | Tianneng Power International Ltd. | 262000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;290448 |
|  #\* | Tianqi Lithium Corp., Class H | 37000 | 227442 |
|  | Tianrun Industry Technology Co. Ltd., Class A | 31800 | 28479 |
|  | Tianshan Aluminum Group Co. Ltd., Class A | 91100 | 171088 |
|  \* | TianShan Material Co. Ltd., Class A | 27200 | 23027 |
|  | Tianshui Huatian Technology Co. Ltd., Class A | 31900 | 54128 |
|  | Tibet Cheezheng Tibetan Medicine Co. Ltd., Class A | 5300 | 19063 |
|  | Tibet Mineral Development Co. Ltd., Class A | 7100 | 26262 |
|  | Tibet Rhodiola Pharmaceutical Holding Co., Class A | 8580 | 56003 |
|  \* | Tibet Water Resources Ltd. | 405000 | 32847 |
|  | Time Interconnect Technology Ltd. | 224000 | 450564 |
|  | Tinergy Chemical Co. Ltd., Class A | 65975 | 51752 |
|  | Tingyi Cayman Islands Holding Corp. | 626000 | 858890 |
|  | Titan Wind Energy Suzhou Co. Ltd., Class A | 41700 | 44900 |
|  | TK Group Holdings Ltd. | 68000 | 22280 |
|  | TKD Science & Technology Co. Ltd., Class A | 12400 | 25841 |
|  | Tofflon Science & Technology Group Co. Ltd., Class A | 17300 | 41230 |
|  | Tomson Group Ltd. | 42541 | 14813 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  CHINA — (Continued) | CHINA — (Continued) |  |  |
|  | Tong Ren Tang Technologies Co. Ltd., Class H | 176000 | $105027 |
|  | Tongcheng Travel Holdings Ltd. | 410000 | 1128241 |
|  \* | Tongda Group Holdings Ltd. | 49799 | 29520 |
|  | Tongdao Liepin Group | 92800 | 38020 |
|  | TongFu Microelectronics Co. Ltd., Class A | 15500 | 92644 |
|  | Tonghua Dongbao Pharmaceutical Co. Ltd., Class A | 39500 | 50092 |
|  | Tongkun Group Co. Ltd., Class A | 23600 | 47179 |
|  | Tongling Jingda Special Magnet Wire Co. Ltd., Class A | 43400 | 66226 |
|  | Tongling Nonferrous Metals Group Co. Ltd., Class A | 153150 | 113782 |
|  \* | Tongwei Co. Ltd., Class A | 31488 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;109650 |
|  | Tongyu Heavy Industry Co. Ltd., Class A | 80400 | 34813 |
|  | Topchoice Medical Corp., Class A | 5462 | 33360 |
|  W | Topsports International Holdings Ltd. | 689000 | 273068 |
|  # | Towngas Smart Energy Co. Ltd. | 205827 | 103184 |
|  \* | TPV Technology Co. Ltd., Class A | 145100 | 53049 |
|  \*W | Transcenta Holding Ltd. | 24500 | 9740 |
|  | Transfar Zhilian Co. Ltd., Class A | 55900 | 49065 |
|  | TravelSky Technology Ltd., Class H | 234000 | 307944 |
|  | Triangle Tyre Co. Ltd., Class A | 20900 | 43438 |
|  \* | Trina Solar Co. Ltd., Class A | 17183 | 49179 |
|  | Trip.com Group Ltd. (9961 HK) | 48950 | 3444681 |
|  | Trip.com Group Ltd. (TCOM US), ADR | 4100 | 289665 |
|  \* | Triumph New Energy Co. Ltd., Class H | 62000 | 34794 |

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**CONTINUED** 

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| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  CHINA — (Continued) | CHINA — (Continued) |  |  |
|  | Triumph Science & Technology Co. Ltd., Class A | 17500 | $30180 |
|  \* | Truking Technology Ltd., Class A | 19000 | 29916 |
|  \* | Tsinghua Tongfang Co. Ltd., Class A | 33600 | 41211 |
|  | Tsingtao Brewery Co. Ltd., Class H | 202000 | 1365223 |
|  | TSP Wind Power Group Co. Ltd. | 23500 | 28023 |
|  \*W | Tuhu Car, Inc. | 26300 | 59796 |
|  †† | Tunghsu Optoelectronic Technology Co. Ltd., Class A | 114400 | 1126 |
|  | Tuniu Corp., Sponsored ADR | 18660 | 15727 |
|  | Uni-Bio Science Group Ltd. | 560000 | 9126 |
|  | Unilumin Group Co. Ltd., Class A | 33796 | 35032 |
|  | Uni-President China Holdings Ltd. | 474000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;513173 |
|  | Unisplendour Corp. Ltd., Class A | 13200 | 50262 |
|  | Universal Scientific Industrial Shanghai Co. Ltd., Class A | 23800 | 80552 |
|  #†† | Untrade.China Dili | 715599 | 11401 |
|  \* | UTour Group Co. Ltd., Class A | 26900 | 26527 |
|  | V V Food & Beverage Co. Ltd., Class A | 43600 | 21918 |
|  | Valiant Co. Ltd., Class A | 20600 | 40561 |
|  | Vats Liquor Chain Store Management JSC Ltd. (300755 C2), Class A | 2900 | 8475 |
|  | Vats Liquor Chain Store Management JSC Ltd. (300755 CH), Class A | 5100 | 14904 |
|  | Vatti Corp. Ltd., Class A | 23800 | 21381 |
|  \* | Venustech Group, Inc., Class A | 9800 | 21588 |
|  | Victory Giant Technology Huizhou Co. Ltd., Class A | 8600 | 353756 |
|  | Vipshop Holdings Ltd., ADR | 133611 | 2336856 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  CHINA — (Continued) | CHINA — (Continued) |  |  |
|  \* | Visionox Technology, Inc., Class A | 33500 | $39921 |
|  \*W | Viva Biotech Holdings  | 484000 | 151797 |
|  #\* | Vnet Group, Inc., ADR | 45549 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;473710 |
|  | Walvax Biotechnology Co. Ltd., Class A | 13300 | 22864 |
|  \* | Wanda Film Holding Co. Ltd., Class A | 17800 | 27661 |
|  | Wangneng Environment Co. Ltd., Class A | 12800 | 30757 |
|  | Wangsu Science & Technology Co. Ltd., Class A | 22500 | 36608 |
|  | Wanguo Gold Group Ltd. | 82000 | 322808 |
|  | Wanhua Chemical Group Co. Ltd., Class A | 31100 | 273746 |
|  | Want Want China Holdings Ltd. | 1696000 | 1096000 |
|  | Wanxiang Qianchao Co. Ltd., Class A | 35900 | 63396 |
|  | Warom Technology, Inc. Co., Class A | 7100 | 19505 |
|  | Wasion Holdings Ltd. | 212000 | 341098 |
|  | Wasu Media Holding Co. Ltd., Class A | 28700 | 31833 |
|  | Weibo Corp. (9898 HK), Class A | 12600 | 137771 |
|  # | Weibo Corp. (WB US), Sponsored ADR | 15807 | 171980 |
|  | Weichai Power Co. Ltd., Class H | 583000 | 1204652 |
|  | Weifu High-Technology Group Co. Ltd., Class A | 15900 | 47977 |
|  | Weihai Guangtai Airport Equipment Co. Ltd., Class A | 14900 | 21429 |
|  | Weihai Guangwei Composites Co. Ltd., Class A | 6960 | 28162 |
|  | Weilong Delicious Global Holdings Ltd. | 146800 | 225186 |
|  \*W | Weimob, Inc. | 50000 | 14633 |
|  | Wellhope Foods Co. Ltd., Class A | 19600 | 21135 |

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##### [**Table of Contents**](#toc)
**WORLD EX U.S. CORE EQUITY PORTFOLIO** 

**CONTINUED** 

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| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  CHINA — (Continued) | CHINA — (Continued) |  |  |
|  | Wencan Group Co. Ltd., Class A | 9300 | $28261 |
|  | Wens Foodstuff Group Co. Ltd., Class A | 28200 | 71982 |
|  | Wenzhou Yihua Connector Co. Ltd., Class A | 4700 | 30990 |
|  | West China Cement Ltd. | 784000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;299609 |
|  | Western Metal Materials Co. Ltd., Class A | 12100 | 30586 |
|  | Western Mining Co. Ltd., Class A | 45700 | 154144 |
|  | Western Region Gold Co. Ltd., Class A | 15600 | 60128 |
|  | Western Securities Co. Ltd., Class A | 46800 | 56523 |
|  | Western Superconducting Technologies Co. Ltd., Class A | 4368 | 48002 |
|  # | Wharf Holdings Ltd. | 346000 | 910276 |
|  | Willfar Information Technology Co. Ltd., Class A | 3260 | 16911 |
|  | Winall Hi-Tech Seed Co. Ltd., Class A | 16600 | 20674 |
|  | Windey Energy Technology Group Co. Ltd., Class A | 24290 | 62365 |
|  \* | Wingtech Technology Co. Ltd., Class A | 7700 | 48664 |
|  | Winner Medical Co. Ltd., Class A | 9300 | 53996 |
|  \* | Wison Engineering Services Co. Ltd. | 122000 | 6112 |
|  | Wolong Electric Group Co. Ltd., Class A | 4460 | 30287 |
|  \* | World Union Group, Inc., Class A | 62600 | 20431 |
|  | Wuchan Zhongda Group Co. Ltd., Class A | 70600 | 58061 |
|  | Wuhan Dr. Laser Technology Corp. Ltd., Class A | 2600 | 24587 |
|  | Wuhan East Lake High Technology Group Co. Ltd., Class A | 8600 | 11892 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  CHINA — (Continued) | CHINA — (Continued) |  |  |
|  | Wuhan Easydiagnosis Biomedicine Co. Ltd., Class A | 3600 | $9732 |
|  | Wuhan Fingu Electronic Technology Co. Ltd., Class A | 12800 | 22451 |
|  | Wuhan Raycus Fiber Laser Technologies Co. Ltd.,<br>Class A | 6000 | 21694 |
|  | Wuhu Token Science Co. Ltd., Class A | 56700 | 49460 |
|  | Wuliangye Yibin Co. Ltd., Class A | 21400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;357985 |
|  | Wuling Motors Holdings Ltd. | 130000 | 8532 |
|  | WUS Printed Circuit Kunshan Co. Ltd., Class A | 5300 | 52697 |
|  | Wushang Group Co. Ltd., Class A | 15200 | 21339 |
|  W | WuXi AppTec Co. Ltd., Class H | 47139 | 658679 |
|  | Wuxi Autowell Technology Co. Ltd., Class A | 5999 | 36863 |
|  | Wuxi Best Precision Machinery Co. Ltd., Class A | 12500 | 46308 |
|  \*W | Wuxi Biologics Cayman, Inc. | 561000 | 2616556 |
|  | Wuxi Boton Technology Co. Ltd., Class A | 6600 | 21612 |
|  | Wuxi DK Electronic Materials Co. Ltd., Class A | 2700 | 23452 |
|  | Wuxi Huaguang Environment & Energy Group Co. Ltd., Class A | 28200 | 61310 |
|  | Wuxi NCE Power Co. Ltd., Class A | 6440 | 33999 |
|  | Wuxi Paike New Materials Technology Co. Ltd., Class A | 3200 | 31417 |
|  | Wuxi Rural Commercial Bank Co. Ltd., Class A | 43600 | 37203 |
|  | Wuxi Taiji Industry Ltd. Co., Class A | 34100 | 41556 |

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**WORLD EX U.S. CORE EQUITY PORTFOLIO** 

**CONTINUED** 

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| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  CHINA — (Continued) | CHINA — (Continued) |  |  |
|  | Wuxi Xinje Electric Co. Ltd., Class A | 3000 | $24261 |
|  | XCMG Construction Machinery Co. Ltd., Class A | 97300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;145535 |
|  | XGD, Inc., Class A | 13300 | 51785 |
|  \*W | Xiabuxiabu Catering Management China Holdings Co. Ltd. | 235500 | 30322 |
|  | Xiamen Amoytop Biotech Co. Ltd., Class A | 3449 | 35391 |
|  | Xiamen Bank Co. Ltd., Class A | 73700 | 73040 |
|  | Xiamen C & D,Inc., Class A | 29400 | 42122 |
|  | Xiamen Changelight Co. Ltd., Class A | 23300 | 39140 |
|  | Xiamen Faratronic Co. Ltd., Class A | 2600 | 43994 |
|  \* | Xiamen Hongxin Electronics Technology Group, Inc., Class A | 4200 | 18445 |
|  | Xiamen ITG Group Corp. Ltd., Class A | 48620 | 44286 |
|  | Xiamen Jihong Technology Co. Ltd., Class A | 16700 | 43795 |
|  | Xiamen Kingdomway Group Co., Class A | 12523 | 35534 |
|  | Xiamen Tungsten Co. Ltd., Class A | 33400 | 167698 |
|  | Xiamen Xiangyu Co. Ltd., Class A | 73200 | 85433 |
|  | Xi'an Bright Laser Technologies Co. Ltd., Class A | 3157 | 33510 |
|  \* | Xian International Medical Investment Co. Ltd., Class A | 27700 | 18672 |
|  | Xi'an Manareco New Materials Co. Ltd., Class A | 4416 | 30206 |
|  | Xi'An Shaangu Power Co. Ltd., Class A | 34300 | 41949 |
|  | Xi'an Triangle Defense Co. Ltd., Class A | 9400 | 33902 |
|  | Xiandai Investment Co. Ltd., Class A | 58000 | 34547 |
|  \* | Xiangcai Co. Ltd., Class A | 34400 | 62284 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  CHINA — (Continued) | CHINA — (Continued) |  |  |
|  \* | Xiangtan Electric Manufacturing Co. Ltd., Class A | 12400 | $26554 |
|  | Xiangtan Electrochemical Scientific Co. Ltd., Class A | 18500 | 38450 |
|  | Xianhe Co. Ltd., Class A | 15000 | 48218 |
|  \*W | Xiaomi Corp., Class B | 359400 | 1993919 |
|  | Xilinmen Furniture Co. Ltd., Class A | 8700 | 20916 |
|  | Xinfengming Group Co. Ltd., Class A | 40600 | 90751 |
|  | Xingfa Aluminium Holdings Ltd. | 55000 | 55087 |
|  | Xinhua Winshare Publishing & Media Co. Ltd., Class H | 129000 | 173153 |
|  | Xinhuanet Co. Ltd., Class A | 10790 | 30329 |
|  | Xinjiang Communications Construction Group Co. Ltd., Class A | 26300 | 69931 |
|  | Xinjiang Joinworld Co. Ltd., Class A | 30300 | 34529 |
|  | Xinjiang Qingsong Building Materials & Chemicals Group Co. Ltd., Class A | 50900 | 33700 |
|  \* | Xinjiang Xintai Natural Gas Co. Ltd., Class A | 5280 | 21128 |
|  | Xinjiang Xinxin Mining Industry Co. Ltd., Class H | 288000 | 95858 |
|  | Xinjiang Xuefeng Sci-Tech Group Co. Ltd., Class A | 20300 | 25918 |
|  \* | Xinte Energy Co. Ltd., Class H | 103200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;102968 |
|  | Xinxiang Chemical Fiber Co. Ltd., Class A | 39900 | 24533 |
|  | Xinxiang Richful Lube Additive Co. Ltd., Class A | 4940 | 39454 |
|  | Xinxing Ductile Iron Pipes Co. Ltd., Class A | 64700 | 39375 |

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**WORLD EX U.S. CORE EQUITY PORTFOLIO** 

**CONTINUED** 

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| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  CHINA — (Continued) | CHINA — (Continued) |  |  |
|  # | Xinyi Energy Holdings Ltd. | 773704 | $126326 |
|  # | Xinyi Solar Holdings Ltd. | 1329882 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;612805 |
|  | Xinyu Iron & Steel Co. Ltd., Class A | 95802 | 56581 |
|  \* | Xinzhi Group Co. Ltd., Class A | 7900 | 31794 |
|  | Xizang Zhufeng Resources Co. Ltd., Class A | 13500 | 27073 |
|  | Xizi Clean Energy Equipment Manufacturing Co. Ltd., Class A | 12100 | 27240 |
|  \* | XPeng, Inc., Class A | 121600 | 1416660 |
|  | Xtep International Holdings Ltd. | 542275 | 392670 |
|  | Xuji Electric Co. Ltd., Class A | 11600 | 43134 |
|  \* | Xunlei Ltd., ADR | 27524 | 245239 |
|  W | Yadea Group Holdings Ltd. | 413501 | 646476 |
|  | Yangling Metron New Material, Inc., Class A | 18088 | 42340 |
|  W | Yangtze Optical Fibre & Cable Joint Stock Co. Ltd., Class H | 36500 | 167263 |
|  | Yangzhou Yangjie Electronic Technology Co. Ltd., Class A | 5300 | 51944 |
|  | Yankershop Food Co. Ltd., Class A | 5560 | 57371 |
|  # | Yankuang Energy Group Co. Ltd., Class H | 990900 | 1360352 |
|  | Yantai Changyu Pioneer Wine Co. Ltd., Class A | 9500 | 28702 |
|  | Yantai China Pet Foods Co. Ltd., Class A | 6800 | 54662 |
|  | Yantai Dongcheng Pharmaceutical Co. Ltd., Class A | 12900 | 28309 |
|  | Yantai Eddie Precision Machinery Co. Ltd., Class A | 17300 | 45493 |
|  | Yantai Jereh Oilfield Services Group Co. Ltd., Class A | 17900 | 125787 |

---

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| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  CHINA — (Continued) | CHINA — (Continued) |  |  |
|  | YanTai Shuangta Food Co. Ltd., Class A | 35700 | $28118 |
|  | Yantai Zhenghai Magnetic Material Co. Ltd., Class A | 12800 | 30066 |
|  \* | Yatsen Holding Ltd., ADR | 18246 | 129547 |
|  \* | Yeahka Ltd. | 35600 | 39698 |
|  | Yealink Network Technology Corp. Ltd., Class A | 5980 | 30248 |
|  | Yechiu Metal Recycling China Ltd., Class A | 72100 | 31720 |
|  | YGSOFT, Inc., Class A | 22752 | 20794 |
|  \* | Yibin Tianyuan Group Co. Ltd., Class A | 18531 | 15165 |
|  | Yifan Pharmaceutical Co. Ltd., Class A | 25000 | 46274 |
|  | Yifeng Pharmacy Chain Co. Ltd., Class A | 14396 | 49430 |
|  | Yihai International Holding Ltd. | 166000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;254696 |
|  | Yindu Kitchen Equipment Co. Ltd., Class A | 9715 | 24866 |
|  | Yiren Digital Ltd., Sponsored ADR | 26711 | 149047 |
|  W | Yixin Group Ltd. | 685500 | 199810 |
|  | Yixintang Pharmaceutical Group Co. Ltd., Class A | 12900 | 24313 |
|  | Yizumi Holdings Co. Ltd., Class A | 15200 | 54009 |
|  | Yonfer Agricultural Technology Co. Ltd., Class A | 33700 | 70451 |
|  \* | Yonghui Superstores Co. Ltd., Class A | 71500 | 46985 |
|  | Yongjin Technology Group Co. Ltd. | 7800 | 20098 |
|  | YongXing Special Materials Technology Co. Ltd., Class A | 12550 | 86780 |
|  \* | Yonyou Network Technology Co. Ltd., Class A | 4300 | 9436 |

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##### [**Table of Contents**](#toc)
**WORLD EX U.S. CORE EQUITY PORTFOLIO** 

**CONTINUED** 

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| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  CHINA — (Continued) | CHINA — (Continued) |  |  |
|  | Yotrio Group Co. Ltd., Class A | 69200 | $37539 |
|  \* | Youcare Pharmaceutical Group Co. Ltd., Class A | 8600 | 26190 |
|  \* | Youdao, Inc., ADR | 5627 | 59027 |
|  | Youngor Fashion Co. Ltd., Class A | 66020 | 69611 |
|  | Youngy Co. Ltd., Class A | 2300 | 15360 |
|  | Youzu Interactive Co. Ltd., Class A | 21200 | 38425 |
|  | YSB, Inc. | 31600 | 37031 |
|  | YTO Express Group Co. Ltd., Class A | 35300 | 84880 |
|  | Yuan Longping High-tech Agriculture Co. Ltd., Class A | 12000 | 16427 |
|  \* | YuanShengTai Dairy Farm Ltd. | 158000 | 5188 |
|  | Yuexiu Property Co. Ltd. | 496800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;286028 |
|  | Yuexiu Services Group Ltd. | 142500 | 46565 |
|  | Yuexiu Transport Infrastructure Ltd. | 154000 | 84165 |
|  | Yueyang Forest & Paper Co. Ltd., Class A | 32100 | 20085 |
|  | Yum China Holdings, Inc. (9987 HK) | 28900 | 1244575 |
|  | Yum China Holdings, Inc. (YUMC US) | 72474 | 3135225 |
|  | YUNDA Holding Group Co. Ltd., Class A | 52010 | 53259 |
|  | Yunnan Aluminium Co. Ltd., Class A | 53300 | 172164 |
|  | Yunnan Baiyao Group Co. Ltd., Class A | 4900 | 39037 |
|  | Yunnan Chihong Zinc&Germanium Co. Ltd., Class A | 85300 | 80841 |
|  | Yunnan Copper Co. Ltd., Class A | 30100 | 76361 |
|  | Yunnan Energy Investment Co. Ltd., Class A | 32600 | 55684 |
|  \* | Yunnan Energy New Material Co. Ltd., Class A | 5400 | 36828 |

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---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  CHINA — (Continued) | CHINA — (Continued) |  |  |
|  | Yunnan Nantian Electronics Information Co. Ltd., Class A | 7700 | $19858 |
|  | Yunnan Tin Co. Ltd., Class A | 46900 | 156295 |
|  | Yunnan Yuntianhua Co. Ltd., Class A | 14000 | 56605 |
|  | Yusys Technologies Co. Ltd., Class A | 12200 | 41103 |
|  | Yutong Bus Co. Ltd., Class A | 21740 | 98782 |
|  \* | Z Fin Ltd. | 11000 | 8348 |
|  #\* | Zai Lab Ltd., ADR | 985 | 25738 |
|  \* | Zai Lab Ltd. | 90200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;235367 |
|  | ZBOM Home Collection Co. Ltd., Class A | 15356 | 20081 |
|  | Zengame Technology Holding Ltd. | 116000 | 34690 |
|  \* | Zepp Health Corp., ADR | 1029 | 41551 |
|  | Zhangzhou Pientzehuang Pharmaceutical Co. Ltd., Class A | 1800 | 45067 |
|  # | Zhaojin Mining Industry Co. Ltd., Class H | 475500 | 1770542 |
|  | Zhefu Holding Group Co. Ltd., Class A | 129500 | 74783 |
|  | Zhejiang Asia-Pacific Mechanical & Electronic Co. Ltd., Class A | 22500 | 44887 |
|  | Zhejiang Ausun Pharmaceutical Co. Ltd., Class A | 21500 | 30962 |
|  \* | Zhejiang Century Huatong Group Co. Ltd., Class A | 31680 | 78403 |
|  | Zhejiang Cfmoto Power Co. Ltd., Class A | 1600 | 57572 |
|  | Zhejiang Changsheng Sliding Bearings Co. Ltd., Class A | 1600 | 19671 |
|  | Zhejiang China Commodities City Group Co. Ltd., Class A | 20000 | 51842 |

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##### [**Table of Contents**](#toc)
**WORLD EX U.S. CORE EQUITY PORTFOLIO** 

**CONTINUED** 

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| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  CHINA — (Continued) | CHINA — (Continued) |  |  |
|  | Zhejiang Chint Electrics Co. Ltd., Class A | 20002 | $80650 |
|  | Zhejiang Communications Technology Co. Ltd., Class A | 82620 | 48535 |
|  | Zhejiang Conba Pharmaceutical Co. Ltd., Class A | 47500 | 31240 |
|  | Zhejiang Crystal-Optech Co. Ltd., Class A | 9400 | 32996 |
|  | Zhejiang Dahua Technology Co. Ltd., Class A | 21744 | 62529 |
|  | Zhejiang Daily Digital Culture Group Co. Ltd., Class A | 25100 | 48004 |
|  | Zhejiang Dingli Machinery Co. Ltd., Class A | 5880 | 43915 |
|  \* | Zhejiang Dun'An Artificial Environment Co. Ltd., Class A | 24700 | 47885 |
|  | Zhejiang Expressway Co. Ltd., Class H | 291240 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;284310 |
|  | Zhejiang Garden Biopharmaceutical Co. Ltd., Class A | 8900 | 17226 |
|  | Zhejiang Guyuelongshan Shaoxing Wine Co. Ltd., Class A | 19500 | 26033 |
|  | Zhejiang Haikong Nanke Huatie Digital Intelligence & Technology Co. Ltd. | 37996 | 41963 |
|  | Zhejiang Hailiang Co. Ltd., Class A | 40100 | 64864 |
|  | Zhejiang Hailide New Material Co. Ltd., Class A | 35500 | 29163 |
|  | Zhejiang HangKe Technology, Inc. Co., Class A | 13537 | 62210 |
|  | Zhejiang Hangmin Co. Ltd., Class A | 41300 | 41503 |

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| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  CHINA — (Continued) | CHINA — (Continued) |  |  |
|  \* | Zhejiang Hisoar Pharmaceutical Co. Ltd., Class A | 35400 | $28569 |
|  | Zhejiang Hisun Pharmaceutical Co. Ltd., Class A | 38500 | 60658 |
|  | Zhejiang Huace Film & Television Co. Ltd., Class A | 30900 | 33360 |
|  | Zhejiang Huahai Pharmaceutical Co. Ltd., Class A | 23500 | 63395 |
|  | Zhejiang Huangma Technology Co. Ltd., Class A | 14500 | 37181 |
|  \* | Zhejiang Huatong Meat Products Co. Ltd., Class A | 13500 | 20473 |
|  | Zhejiang Huayou Cobalt Co. Ltd., Class A | 16980 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;154804 |
|  | Zhejiang International Group Co. Ltd., Class A | 7200 | 11197 |
|  | Zhejiang Jiahua Energy Chemical Industry Co. Ltd., Class A | 38900 | 46610 |
|  | Zhejiang Jiemei Electronic & Technology Co. Ltd., Class A | 14600 | 65515 |
|  | Zhejiang Jinggong Integration Technology Co. Ltd., Class A | 5800 | 16742 |
|  | Zhejiang Jingsheng Mechanical & Electrical Co. Ltd., Class A | 19300 | 105855 |
|  | Zhejiang Jingxin Pharmaceutical Co. Ltd., Class A | 25160 | 66658 |
|  | Zhejiang JIULI Hi-tech Metals Co. Ltd., Class A | 18400 | 65999 |
|  | Zhejiang Jiuzhou Pharmaceutical Co. Ltd., Class A | 21000 | 58894 |
|  | Zhejiang Jolly Pharmaceutical Co. Ltd., Class A | 20500 | 50503 |

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**WORLD EX U.S. CORE EQUITY PORTFOLIO** 

**CONTINUED** 

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  CHINA — (Continued) | CHINA — (Continued) |  |  |
|  | Zhejiang Juhua Co. Ltd., Class A | 6300 | $31283 |
|  | Zhejiang Lante Optics Co. Ltd., Class A | 9195 | 41464 |
|  | Zhejiang Longsheng Group Co. Ltd., Class A | 34600 | 51231 |
|  | Zhejiang Medicine Co. Ltd., Class A | 26043 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;53332 |
|  \* | Zhejiang Narada Power Source Co. Ltd., Class A | 10300 | 27353 |
|  | Zhejiang NHU Co. Ltd., Class A | 22076 | 75430 |
|  | Zhejiang Orient Financial Holdings Group Co. Ltd., Class A | 44490 | 44879 |
|  \* | Zhejiang Orient Gene Biotech Co. Ltd., Class A | 5296 | 19832 |
|  | Zhejiang Qianjiang Motorcycle Co. Ltd., Class A | 21900 | 49422 |
|  | Zhejiang Runtu Co. Ltd., Class A | 37200 | 38282 |
|  | Zhejiang Sanhua Intelligent Controls Co. Ltd., Class A | 11500 | 80755 |
|  | Zhejiang Semir Garment Co. Ltd., Class A | 67100 | 51010 |
|  | Zhejiang Shaoxing RuiFeng Rural Commercial Bank Co. Ltd., Class A | 38980 | 30033 |
|  | Zhejiang Songyuan Automotive Safety Systems Co. Ltd., Class A | 11760 | 42346 |
|  | Zhejiang Southeast Space Frame Co. Ltd., Class A | 20100 | 13136 |
|  \* | Zhejiang Sunriver Culture Tourism Co. Ltd., Class A | 16700 | 16989 |
|  | Zhejiang Supor Co. Ltd., Class A | 4250 | 28506 |
|  | Zhejiang Taihua New Material Group Co. Ltd., Class A | 26900 | 33449 |

---

---

| | | |
|:---|:---|:---|
|  | **Shares** | **Value»** |
| CHINA — (Continued) |  |  |
| Zhejiang Tianyu Pharmaceutical Co. Ltd., Class A | 7380 | $27185 |
| Zhejiang Wanfeng Auto Wheel Co. Ltd., Class A | 20700 | 49493 |
| Zhejiang Wanliyang Co. Ltd., Class A | 40300 | 51035 |
| Zhejiang Wanma Co. Ltd., Class A | 31700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;80042 |
| Zhejiang Wansheng Co. Ltd., Class A | 14800 | 23587 |
| Zhejiang Weiming Environment Protection Co. Ltd., Class A | 32377 | 98513 |
| Zhejiang Weixing Industrial Development Co. Ltd., Class A | 24400 | 37325 |
| Zhejiang Weixing New Building Materials Co. Ltd., Class A | 23500 | 34123 |
| Zhejiang Wolwo Bio-Pharmaceutical Co. Ltd., Class A | 7200 | 34336 |
| Zhejiang Xianju Pharmaceutical Co. Ltd., Class A | 31100 | 41412 |
| Zhejiang Xinan Chemical Industrial Group Co. Ltd., Class A | 40420 | 57260 |
| Zhejiang Yasha Decoration Co. Ltd., Class A | 25400 | 14396 |
| Zhejiang Yinlun Machinery Co. Ltd., Class A | 23500 | 126240 |
| Zhejiang Yonghe Refrigerant Co. Ltd., Class A | 11200 | 43577 |
| Zhende Medical Co. Ltd., Class A | 9000 | 120249 |
| Zhenjiang Dongfang Electric Heating Technology Co. Ltd., Class A | 45400 | 34431 |
| Zheshang Securities Co. Ltd., Class A | 22000 | 35941 |

---

------

##### [**Table of Contents**](#toc)
**WORLD EX U.S. CORE EQUITY PORTFOLIO** 

**CONTINUED** 

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  CHINA — (Continued) | CHINA — (Continued) |  |  |
|  | Zhewen Interactive Group Co. Ltd., Class A | 31700 | $38962 |
|  #\* | Zhihu, Inc. | 33000 | 46588 |
|  \*W | ZhongAn Online P&C Insurance Co. Ltd., Class H | 242400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;521928 |
|  | Zhongji Innolight Co. Ltd., Class A | 2240 | 147922 |
|  | Zhongjin Gold Corp. Ltd., Class A | 38900 | 120827 |
|  | ZhongMan Petroleum & Natural Gas Group Corp. Ltd., Class A | 12800 | 37786 |
|  | Zhongshan Broad Ocean Motor Co. Ltd., Class A | 52500 | 90486 |
|  | Zhongshan Public Utilities Group Co. Ltd., Class A | 20300 | 35425 |
|  | Zhongsheng Group Holdings Ltd. | 240500 | 379653 |
|  | Zhongtai Securities Co. Ltd., Class A | 43500 | 42690 |
|  \*†† | Zhongtian Financial Group Co. Ltd., Class A | 187255 | 0 |
|  | Zhongtong Bus Holding Co. Ltd., Class A | 13500 | 22302 |
|  # | Zhongyu Energy Holdings Ltd. | 167477 | 67224 |
|  #W | Zhongyuan Bank Co. Ltd., Class H | 250000 | 9982 |
|  | Zhongyuan Environment-Protection Co. Ltd., Class A | 40400 | 49952 |
|  W | Zhou Hei Ya International Holdings Co. Ltd. | 279000 | 65463 |
|  | Zhuhai Huafa Properties Co. Ltd., Class A | 55300 | 38249 |
|  | Zhuzhou CRRC Times Electric Co. Ltd., Class H | 122800 | 624085 |
|  | Zhuzhou Hongda Electronics Corp. Ltd., Class A | 2900 | 17444 |
|  | Zhuzhou Kibing Group Co. Ltd., Class A | 50200 | 50102 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  CHINA — (Continued) | CHINA — (Continued) |  |  |
|  \* | Zhuzhou Smelter Group Co. Ltd., Class A | 29300 | $64473 |
|  | Zhuzhou Times New Material Technology Co. Ltd., Class A | 24200 | 49658 |
|  | Zibo Qixiang Tengda Chemical Co. Ltd., Class A | 62500 | 42266 |
|  | Zijin Mining Group Co. Ltd., Class H | 760000 | 3144129 |
|  | ZJAMP Group Co. Ltd., Class A | 8300 | 11040 |
|  #W | ZJLD Group, Inc. | 16600 | 18654 |
|  | ZJMI Environmental Energy Co. Ltd., Class A | 19700 | 39162 |
|  | ZMJ Group Co. Ltd., Class H | 99800 | 275496 |
|  | Zoomlion Heavy Industry Science & Technology Co. Ltd., Class H | 406800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;392778 |
|  # | ZTE Corp., Class H | 103360 | 436596 |
|  | ZTO Express Cayman, Inc. (2057 HK) | 99650 | 1838421 |
|  | ZTO Express Cayman, Inc. (ZTO US), ADR | 28315 | 526376 |
|  #W | Zylox-Tonbridge Medical Technology Co. Ltd., Class H | 24000 | 72933 |
|  TOTAL CHINA | TOTAL CHINA | TOTAL CHINA | 435157857 |
|  COLOMBIA — (0.0%) | COLOMBIA — (0.0%) |  |  |
|  | Almacenes Exito SA | 17483 | 16781 |
|  | Celsia SA | 66913 | 84885 |
|  | Cementos Argos SA | 65751 | 176033 |
|  \* | Corp. Financiera Colombiana SA | 41190 | 194695 |
|  | Grupo Argos SA | 44231 | 199659 |
|  | Grupo Cibest SA | 12889 | 208984 |
|  | Grupo Cibest SA, ADR | 7094 | 411736 |
|  | Grupo de Inversiones Suramericana SA | 13197 | 160432 |
|  | Grupo Energia Bogota SA ESP | 88951 | 72690 |
|  | Interconexion Electrica SA ESP | 24653 | 159890 |
|  | Mineros SA | 44303 | 156309 |

---

------

##### [**Table of Contents**](#toc)
**WORLD EX U.S. CORE EQUITY PORTFOLIO** 

**CONTINUED** 

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  COLOMBIA — (Continued) | COLOMBIA — (Continued) |  |  |
|  | Organizacion Terpel SA | 7709 | $32919 |
|  | Promigas SA ESP | 11599 | 19348 |
|  TOTAL COLOMBIA | TOTAL COLOMBIA | TOTAL COLOMBIA | 1894361 |
|  CZECH REPUBLIC — (0.0%) | CZECH REPUBLIC — (0.0%) |  |  |
|  | CEZ AS | 12725 | 779261 |
|  | Komercni Banka AS | 9798 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;501228 |
|  W | Moneta Money Bank AS | 96987 | 820947 |
|  | Philip Morris CR AS | 132 | 112527 |
|  TOTAL CZECH REPUBLIC | TOTAL CZECH REPUBLIC | TOTAL CZECH REPUBLIC | 2213963 |
|  DENMARK — (1.4%) | DENMARK — (1.4%) |  |  |
|  \* | ALK-Abello AS | 43956 | 1450039 |
|  | Alm Brand AS | 345580 | 972566 |
|  # | Ambu AS, Class B | 44710 | 695442 |
|  # | AP Moller - Maersk AS (MAERSKA DC), Class A | 328 | 676059 |
|  | AP Moller - Maersk AS (MAERSKB DC), Class B | 476 | 978621 |
|  \* | Bang & Olufsen AS | 38004 | 77693 |
|  \* | Bavarian Nordic AS | 29195 | 1078707 |
|  #\* | Bioporto AS | 51729 | 10144 |
|  | Carlsberg AS, Class B | 16103 | 1893383 |
|  # | cBrain AS | 2762 | 64317 |
|  | Chemometec AS | 2593 | 316892 |
|  | Coloplast AS, Class B | 12032 | 1088227 |
|  # | Columbus AS | 22994 | 34363 |
|  | D/S Norden AS | 11411 | 456088 |
|  | Danske Bank AS | 88541 | 3957180 |
|  #\* | Demant AS | 25927 | 862595 |
|  \* | Dfds AS | 9651 | 136079 |
|  # | DSV AS | 13984 | 2984328 |
|  | FLSmidth & Co. AS | 15154 | 1180188 |
|  | Foroya Banki P | 1557 | 52606 |
|  \* | Genmab AS (GMAB DC) | 11337 | 3233628 |
|  #\* | GN Store Nord AS | 40561 | 710247 |
|  | H Lundbeck AS (HLUNA DC), Class A | 15876 | 89655 |
|  | H Lundbeck AS (HLUNB DC) | 81972 | 597833 |
|  #\* | H&H International AS, Class B | 7342 | 100851 |
|  # | Harboes Bryggeri AS, Class B | 361 | 7237 |
|  #\* | Huscompagniet AS | 6484 | 43269 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  DENMARK — (Continued) | DENMARK — (Continued) |  |  |
|  | ISS AS | 49193 | $1550509 |
|  | Jeudan AS | 1549 | 49082 |
|  | Jyske Bank AS | 23137 | 2719458 |
|  | Matas AS | 14399 | 285845 |
|  | MT Hoejgaard Holding AS | 809 | 53070 |
|  #\*W | Netcompany Group AS | 13978 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;698455 |
|  \* | Nilfisk Holding AS | 5306 | 88072 |
|  \* | NKT AS | 21035 | 2354674 |
|  \*W | NNIT AS | 3224 | 27540 |
|  \* | North Media AS | 1381 | 10764 |
|  # | Novo Nordisk AS (NOVOB DC), Class B | 260349 | 12817416 |
|  # | Novonesis Novozymes B, Class B | 47182 | 2819578 |
|  #\* | NTG Nordic Transport Group AS | 2304 | 65017 |
|  \*W | Orsted AS | 33671 | 603022 |
|  | Pandora AS | 25412 | 3400346 |
|  | Parken Sport & Entertainment AS | 2257 | 50322 |
|  | Per Aarsleff Holding AS | 8213 | 932615 |
|  | Ringkjoebing Landbobank AS | 10234 | 2314478 |
|  | Rockwool AS, Class A | 18180 | 622704 |
|  | Rockwool AS, Class B | 36998 | 1267762 |
|  | Royal Unibrew AS | 19787 | 1495505 |
|  \* | RTX AS | 3370 | 56196 |
|  W | Scandinavian Tobacco Group AS | 22732 | 301383 |
|  | Schouw & Co. AS | 5347 | 491615 |
|  # | Solar AS, Class B | 1720 | 54574 |
|  | SP Group AS | 2778 | 125289 |
|  | Sparekassen Sjaelland-Fyn AS | 3119 | 162272 |
|  | Sydbank AS | 27804 | 2373663 |
|  | Tivoli AS | 821 | 75036 |
|  | TORM PLC, Class A | 18342 | 395652 |
|  \* | Trifork Group AG | 3928 | 51873 |
|  # | Tryg AS | 64674 | 1594148 |
|  | UIE PLC | 5984 | 290908 |
|  | Vestas Wind Systems AS | 129050 | 2639344 |
|  | Vestjysk Bank AS | 40592 | 44511 |
|  \* | Zealand Pharma AS | 11773 | 932122 |
|  TOTAL DENMARK | TOTAL DENMARK | TOTAL DENMARK | 67563057 |

---

------

##### [**Table of Contents**](#toc)
**WORLD EX U.S. CORE EQUITY PORTFOLIO** 

**CONTINUED** 

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  EGYPT — (0.0%) | EGYPT — (0.0%) |  |  |
|  | Commercial International Bank - Egypt (CIB) (CBKD LI), GDR | 95981 | $204633 |
|  | Commercial International Bank - Egypt (CIB) (CMGGF US), GDR | 53549 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;114328 |
|  | EFG Holding SAE (EFGZF US), GDR | 10327 | 10327 |
|  TOTAL EGYPT | TOTAL EGYPT | TOTAL EGYPT | 329288 |
|  FINLAND — (1.1%) | FINLAND — (1.1%) |  |  |
|  | Aktia Bank OYJ | 20181 | 248887 |
|  # | Alandsbanken Abp, Class B | 331 | 17283 |
|  | Alma Media OYJ | 9053 | 154493 |
|  # | Anora Group OYJ | 12222 | 44318 |
|  | Aspo OYJ | 1832 | 13221 |
|  | Atria OYJ | 5381 | 85035 |
|  | Bittium OYJ | 6855 | 134403 |
|  | Citycon OYJ | 15919 | 54052 |
|  | Digia OYJ | 4257 | 29736 |
|  | Elisa OYJ | 43702 | 1925694 |
|  W | Enento Group OYJ | 3284 | 58386 |
|  # | eQ OYJ | 496 | 6289 |
|  # | Evli OYJ, Class B | 1046 | 25922 |
|  | Finnair OYJ | 8706 | 28595 |
|  # | Fiskars OYJ Abp | 7723 | 116446 |
|  # | Fortum OYJ | 104535 | 2331122 |
|  | F-Secure OYJ | 31078 | 61363 |
|  | Gofore OYJ | 2086 | 34019 |
|  | Harvia OYJ | 5540 | 231536 |
|  | Hiab OYJ | 15100 | 836242 |
|  | Huhtamaki OYJ | 35060 | 1178255 |
|  \* | Incap OYJ | 4186 | 45108 |
|  | Kalmar OYJ, Class B | 15100 | 625590 |
|  # | Kamux Corp. | 6742 | 15124 |
|  | Kemira OYJ | 32708 | 719879 |
|  | Kesko OYJ (KESKOA FH), Class A | 26904 | 575072 |
|  | Kesko OYJ (KESKOB FH), Class B | 108737 | 2293765 |
|  \* | Kojamo OYJ | 24486 | 296702 |
|  | Kone OYJ, Class B | 43747 | 2922870 |
|  | Konecranes OYJ | 25881 | 2554651 |
|  | Lassila & Tikanoja OYJ | 10839 | 124158 |
|  \* | Lindex Group OYJ | 23214 | 72414 |
|  | Mandatum OYJ | 102038 | 731843 |
|  | Marimekko OYJ | 15377 | 226669 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  FINLAND — (Continued) | FINLAND — (Continued) |  |  |
|  # | Metsa Board OYJ (METSB FH), Class B | 37011 | $125550 |
|  # | Metso OYJ | 211132 | 3462352 |
|  | Neste OYJ | 51540 | 1067943 |
|  # | NoHo Partners OYJ | 1855 | 19085 |
|  # | Nokia OYJ (NOK US), Sponsored ADR | 34109 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;235693 |
|  | Nokia OYJ (NOKIA FH) | 457505 | 3120777 |
|  | Nokia OYJ (NOKIA FP) | 66112 | 448591 |
|  # | Nokian Renkaat OYJ | 14250 | 143701 |
|  | Nordea Bank Abp (NDA FH) | 198861 | 3401876 |
|  | Nordea Bank Abp (NDA SS) | 201732 | 3447127 |
|  | Olvi OYJ, Class A | 5575 | 190258 |
|  # | Oma Saastopankki OYJ | 3577 | 45198 |
|  | Oriola OYJ (OKDBV FH), Class B | 42960 | 58461 |
|  # | Orion OYJ (ORNAV FH), Class A | 8695 | 608813 |
|  | Orion OYJ (ORNBV FH), Class B | 43783 | 3057496 |
|  | Outokumpu OYJ | 109436 | 470696 |
|  | Pihlajalinna OYJ | 4982 | 85592 |
|  | Ponsse OYJ | 2075 | 60758 |
|  | Puuilo OYJ | 27624 | 452311 |
|  #\* | QT Group OYJ | 5995 | 245637 |
|  | Raisio OYJ, Class V | 27644 | 80149 |
|  #\* | Remedy Entertainment OYJ | 412 | 6509 |
|  | Revenio Group OYJ | 6686 | 186612 |
|  | Sampo OYJ, Class A | 322327 | 3590792 |
|  | Sanoma OYJ | 30643 | 374534 |
|  | Scanfil OYJ | 4566 | 57585 |
|  # | Stora Enso OYJ, Class R | 187526 | 2183581 |
|  | Taaleri PLC | 5530 | 45901 |
|  # | Talenom OYJ | 3546 | 12911 |
|  W | Terveystalo OYJ | 40626 | 437051 |
|  | TietoEVRY OYJ | 28422 | 610035 |
|  # | Tokmanni Group Corp. | 24258 | 239791 |
|  # | UPM-Kymmene OYJ | 101986 | 2736519 |
|  | Vaisala OYJ, Class A | 6965 | 343895 |
|  # | Valmet OYJ | 40170 | 1307078 |
|  | Wartsila OYJ Abp | 90607 | 2964398 |
|  \* | WithSecure OYJ | 26041 | 51565 |
|  #\* | YIT OYJ | 42451 | 143492 |
|  TOTAL FINLAND | TOTAL FINLAND | TOTAL FINLAND | 54939455 |

---

------

##### [**Table of Contents**](#toc)
**WORLD EX U.S. CORE EQUITY PORTFOLIO** 

**CONTINUED** 

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  FRANCE — (4.9%) | FRANCE — (4.9%) |  |  |
|  \* | 74Software SA | 4569 | $188467 |
|  | ABC arbitrage | 2595 | 16033 |
|  | Accor SA | 26115 | 1328545 |
|  | Aeroports de Paris SA | 9624 | 1320230 |
|  \* | Air France-KLM | 15284 | 203754 |
|  | Air Liquide SA | 17825 | 3449830 |
|  | Airbus SE | 29200 | 7199874 |
|  | AKWEL SADIR | 4438 | 56749 |
|  \* | Alstom SA | 112232 | 2806650 |
|  # | Altamir | 4354 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;137734 |
|  | Alten SA | 9742 | 802305 |
|  W | Amundi SA | 16864 | 1250168 |
|  #\*W | Aramis Group SAS | 2715 | 19668 |
|  | Arkema SA | 17315 | 1027865 |
|  | Assystem SA | 2173 | 108985 |
|  | Aubay | 2806 | 161823 |
|  | AXA SA | 89591 | 3887211 |
|  W | Ayvens SA | 17490 | 233339 |
|  \* | Bastide le Confort Medical | 1570 | 44696 |
|  # | Beneteau SACA | 12120 | 116825 |
|  | BioMerieux | 5625 | 724222 |
|  | BNP Paribas SA | 71751 | 5557686 |
|  | Boiron SA | 2514 | 81421 |
|  | Bollore SE | 141009 | 785192 |
|  | Bonduelle SCA | 4529 | 46411 |
|  | Bouygues SA | 73956 | 3338234 |
|  | Bureau Veritas SA | 77376 | 2542764 |
|  | Capgemini SE | 23187 | 3567213 |
|  | Carrefour SA | 187481 | 2823641 |
|  | Carrefour SA, BDR | 18865 | 299178 |
|  | Catana Group | 7299 | 24579 |
|  | CBo Territoria | 9164 | 38448 |
|  \* | Cegedim SA | 2736 | 35940 |
|  | Cie de Saint-Gobain SA | 70887 | 6880434 |
|  | Cie des Alpes | 7009 | 160791 |
|  | Cie Generale des Etablissements Michelin SCA | 181642 | 5802629 |
|  \* | Claranova SE | 4482 | 8726 |
|  \* | Clariane SE | 33278 | 143068 |
|  | Coface SA | 44297 | 780171 |
|  | Credit Agricole SA | 85531 | 1543952 |
|  | Danone SA | 37515 | 3313198 |
|  | Dassault Aviation SA | 2251 | 725374 |
|  | Dassault Systemes SE | 11504 | 327378 |
|  | Derichebourg SA | 50289 | 343048 |
|  | Edenred SE | 28380 | 815759 |
|  | Eiffage SA | 31274 | 3848258 |
|  #\* | Ekinops SAS | 4936 | 8954 |
|  | Electricite de Strasbourg SA | 236 | 47607 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  FRANCE — (Continued) | FRANCE — (Continued) |  |  |
|  \*W | Elior Group SA | 27249 | $87997 |
|  | Elis SA | 73732 | 2053373 |
|  \* | Emeis SA | 2255 | 37230 |
|  | Engie SA | 406423 | 9515562 |
|  | Equasens | 140 | 6128 |
|  # | Eramet SA | 2307 | 157939 |
|  | EssilorLuxottica SA | 9442 | 3457836 |
|  | Esso SA Francaise | 1013 | 113896 |
|  | Etablissements Maurel et Prom SA | 28084 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;156540 |
|  | Eurazeo SE | 15983 | 1089527 |
|  \* | Euroapi SA | 10711 | 39619 |
|  | Eurofins Scientific SE | 35523 | 2505418 |
|  W | Euronext NV | 15958 | 2280586 |
|  #\* | Eutelsat Communications SACA | 3030 | 11722 |
|  | Exel Industries SA, Class A | 410 | 16260 |
|  | FDJ UNITED | 30545 | 889993 |
|  \* | Figeac Aero | 2158 | 30231 |
|  | Fnac Darty SA (FNAC FP) | 3997 | 130899 |
|  \* | Forvia SE (1EO IM) | 5777 | 74315 |
|  \* | Forvia SE (FRVIA FP) | 50613 | 648128 |
|  | Gaztransport Et Technigaz SA | 14585 | 2888266 |
|  | Getlink SE | 72125 | 1316513 |
|  | GL Events SACA | 2338 | 74666 |
|  | Groupe Crit SA | 1179 | 84301 |
|  #\* | Guerbet | 2270 | 41658 |
|  | Hermes International SCA | 2123 | 5253276 |
|  \* | ID Logistics Group SACA | 1122 | 509597 |
|  | Imerys SA | 10735 | 264424 |
|  | Infotel SA | 1378 | 64009 |
|  | Interparfums SA | 2434 | 80064 |
|  | Ipsen SA | 11663 | 1639015 |
|  | IPSOS SA | 18653 | 714996 |
|  | Jacquet Metals SACA | 4441 | 89669 |
|  | JCDecaux SE | 23660 | 430481 |
|  | Kaufman & Broad SA | 3835 | 129056 |
|  | Kering SA | 4338 | 1540497 |
|  | Laurent-Perrier | 647 | 69805 |
|  | Lectra | 749 | 19864 |
|  | Legrand SA | 19547 | 3375527 |
|  | Linedata Services | 520 | 26892 |
|  | LISI SA | 3575 | 209406 |
|  | LNA Sante SA | 2281 | 63601 |
|  | L'Oreal SA | 10642 | 4441027 |
|  | LVMH Moet Hennessy Louis Vuitton SE | 21810 | 15415801 |

---

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##### [**Table of Contents**](#toc)
**WORLD EX U.S. CORE EQUITY PORTFOLIO** 

**CONTINUED** 

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  FRANCE — (Continued) | FRANCE — (Continued) |  |  |
|  #\*W | Maisons du Monde SA | 8797 | $20733 |
|  | Manitou BF SA | 3915 | 78634 |
|  | Mersen SA | 5275 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;133334 |
|  | Metropole Television SA | 7877 | 108674 |
|  | Nexans SA | 11535 | 1624153 |
|  #\* | Nexity SA | 4626 | 48420 |
|  | NRJ Group | 7637 | 70933 |
|  | Oeneo SA | 5165 | 55010 |
|  | Opmobility | 19392 | 316742 |
|  | Orange SA (ORA FP) | 528044 | 8446784 |
|  | Pernod Ricard SA | 19214 | 1881829 |
|  \* | Pierre Et Vacances SA | 36881 | 69110 |
|  | Pluxee NV | 21987 | 424734 |
|  | Publicis Groupe SA (PUB FP) | 39525 | 3961556 |
|  | Quadient SA | 8674 | 149292 |
|  # | Remy Cointreau SA | 1827 | 90519 |
|  | Renault SA | 64701 | 2514228 |
|  | Rexel SA | 77184 | 2676353 |
|  | Robertet SA | 148 | 142042 |
|  | Rubis SCA | 14682 | 533132 |
|  | Safran SA | 19874 | 7061596 |
|  | Sanofi SA (SAN FP) | 55079 | 5571945 |
|  | Sartorius Stedim Biotech | 1038 | 248258 |
|  | Savencia SA | 1762 | 126759 |
|  | Schneider Electric SE (0NWV LI) | 523 | 147685 |
|  | Schneider Electric SE (SU FP) | 16920 | 4821012 |
|  | SCOR SE | 48269 | 1461188 |
|  | SEB SA | 7970 | 441011 |
|  # | Seche Environnement SACA | 1125 | 91081 |
|  | SES SA | 134276 | 1028872 |
|  \*W | SMCP SA | 15820 | 111414 |
|  | Societe BIC SA | 6485 | 360835 |
|  | Societe Generale SA | 92987 | 5897292 |
|  | Societe LDC SADIR | 2226 | 236818 |
|  | Sodexo SA | 25211 | 1395944 |
|  \* | SOITEC | 3311 | 156675 |
|  \* | Solutions 30 SE | 18671 | 21482 |
|  | Sopra Steria Group | 6130 | 954112 |
|  | SPIE SA | 48709 | 2478915 |
|  | Stef SA | 1976 | 275633 |
|  | STMicroelectronics NV (STM FP) | 35182 | 863925 |
|  | STMicroelectronics NV (STM US) | 43513 | 1064763 |
|  | Sword Group | 2456 | 103927 |
|  | Synergie SE | 3061 | 118568 |
|  | Technip Energies NV | 57052 | 2318254 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  FRANCE — (Continued) | FRANCE — (Continued) |  |  |
|  | Teleperformance SE | 16151 | $1153320 |
|  | Television Francaise 1 SA | 13867 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;126863 |
|  | TFF Group | 687 | 14732 |
|  | Thales SA | 11933 | 3402728 |
|  | Thermador Groupe | 1429 | 125827 |
|  | Tikehau Capital SCA | 9093 | 188880 |
|  | TotalEnergies SE (TTE FP) | 358432 | 22378709 |
|  | Trigano SA | 3519 | 585597 |
|  \* | Ubisoft Entertainment SA | 15868 | 141669 |
|  | Valeo SE | 69993 | 967670 |
|  | Vallourec SACA | 74061 | 1380843 |
|  | Veolia Environnement SA (VEOEY US), ADR | 2434 | 40124 |
|  | Veolia Environnement SA (VIE FP) | 59845 | 1977704 |
|  | Vetoquinol SA | 997 | 85739 |
|  | Vicat SACA | 6500 | 487295 |
|  | VIEL & Cie SA | 945 | 19180 |
|  | Vinci SA | 71180 | 9517923 |
|  | Virbac SACA | 759 | 310357 |
|  \* | Viridien | 1577 | 193110 |
|  | Vivendi SE | 187911 | 676850 |
|  #\* | Voltalia SA | 10199 | 83937 |
|  | Wavestone | 2002 | 119134 |
|  #\*W | Worldline SA | 3859 | 10461 |
|  \*W | X-Fab Silicon Foundries SE | 17637 | 111913 |
|  TOTAL FRANCE | TOTAL FRANCE | TOTAL FRANCE | 235825378 |
|  GERMANY — (4.8%) | GERMANY — (4.8%) |  |  |
|  | 1&1 AG | 12950 | 319754 |
|  \* | 7C Solarparken AG | 20662 | 37889 |
|  | Adesso SE | 970 | 104743 |
|  | adidas AG | 18670 | 3530168 |
|  | Adtran Networks SE | 1667 | 41517 |
|  | AIXTRON SE | 18725 | 300067 |
|  | All for One Group SE | 816 | 38382 |
|  | Allgeier SE | 2177 | 45894 |
|  | Allianz SE (ALV GR) | 19420 | 7803764 |
|  | AlzChem Group AG | 1800 | 346774 |
|  | Amadeus Fire AG | 1367 | 83139 |
|  \* | Aroundtown SA | 126486 | 451992 |
|  | Atoss Software SE | 3038 | 407442 |
|  W | Aumann AG | 1873 | 27179 |
|  \* | Aumovio SE | 17274 | 742676 |
|  | Aurubis AG | 14817 | 1931941 |
|  | BASF SE | 165308 | 8156598 |
|  | Bayer AG | 232475 | 7231016 |
|  | Bayerische Motoren Werke AG | 27477 | 2562088 |

---

------

##### [**Table of Contents**](#toc)
**WORLD EX U.S. CORE EQUITY PORTFOLIO** 

**CONTINUED** 

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  GERMANY — (Continued) | GERMANY — (Continued) |  |  |
|  #\* | BayWa AG (BYW6 GR) | 3491 | $20753 |
|  | Bechtle AG | 29170 | 1233005 |
|  W | Befesa SA | 10694 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;354164 |
|  # | Beiersdorf AG | 14057 | 1490239 |
|  | Bertrandt AG | 1589 | 36681 |
|  | Bijou Brigitte AG | 1462 | 68603 |
|  | Bilfinger SE | 8279 | 893242 |
|  # | Borussia Dortmund GmbH & Co. KGaA | 29896 | 118169 |
|  #\* | BRANICKS Group AG | 13392 | 30203 |
|  # | Brenntag SE | 39795 | 2210164 |
|  \*W | Brockhaus Technologies AG | 1041 | 15476 |
|  | CANCOM SE (COK GR) | 7275 | 206947 |
|  | Carl Zeiss Meditec AG | 4497 | 228092 |
|  \* | Ceconomy AG | 22310 | 114219 |
|  #\* | CENIT AG | 2780 | 22635 |
|  | Cewe Stiftung & Co. KGaA | 3436 | 393702 |
|  | Commerzbank AG | 167433 | 6105090 |
|  | Continental AG | 34548 | 2639877 |
|  \* | Covestro AG | 46546 | 3251038 |
|  | CTS Eventim AG & Co. KGaA | 19710 | 1765845 |
|  # | Daimler Truck Holding AG | 107108 | 4293173 |
|  | Dermapharm Holding SE | 5013 | 197391 |
|  | Deutsche Bank AG (DBK GR) | 163012 | 5835857 |
|  | Deutsche Beteiligungs AG | 4089 | 112026 |
|  | Deutsche Boerse AG | 20517 | 5195724 |
|  | Deutsche EuroShop AG | 3358 | 71803 |
|  | Deutsche Lufthansa AG | 125694 | 1101946 |
|  W | Deutsche Pfandbriefbank AG | 36107 | 189906 |
|  | Deutsche Post AG | 198622 | 9125956 |
|  | Deutsche Telekom AG (DTE GR) | 555726 | 17213708 |
|  | Deutsche Wohnen SE | 10013 | 249552 |
|  | Deutz AG | 3190 | 31619 |
|  | Draegerwerk AG & Co. KGaA | 1349 | 95000 |
|  | Duerr AG | 17076 | 398291 |
|  W | DWS Group GmbH & Co. KGaA | 17869 | 1143966 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  GERMANY — (Continued) | GERMANY — (Continued) |  |  |
|  | E.ON SE | 503516 | $9368608 |
|  | Eckert & Ziegler SE | 12987 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;253803 |
|  | Elmos Semiconductor SE | 2766 | 261578 |
|  | ElringKlinger AG | 10977 | 51234 |
|  # | Energiekontor AG | 2490 | 97156 |
|  | Evonik Industries AG | 77343 | 1296117 |
|  \* | Evotec SE | 45380 | 369570 |
|  | Fabasoft AG | 2009 | 34951 |
|  | Fielmann Group AG | 8763 | 478579 |
|  | flatexDEGIRO AG | 29434 | 1116489 |
|  \* | Fraport AG Frankfurt Airport Services Worldwide | 11628 | 996691 |
|  | Freenet AG | 53644 | 1668213 |
|  | Fresenius Medical Care AG (FME GR) | 48062 | 2580316 |
|  | Fresenius SE & Co. KGaA | 48965 | 2817591 |
|  | Friedrich Vorwerk Group SE | 3434 | 369730 |
|  | FUCHS SE | 9228 | 327336 |
|  | GEA Group AG | 59438 | 4251459 |
|  # | Gerresheimer AG | 8059 | 256515 |
|  | Gesco SE | 3358 | 61519 |
|  | GFT Technologies SE | 9166 | 188298 |
|  \* | Grand City Properties SA | 12851 | 163635 |
|  | Grenke AG | 5838 | 100589 |
|  | Hannover Rueck SE | 11514 | 3286999 |
|  W | Hapag-Lloyd AG | 5005 | 719625 |
|  | Hawesko Holding SE | 778 | 18795 |
|  | Heidelberg Materials AG | 30124 | 7067196 |
|  #\* | Heidelberger Druckmaschinen AG | 86261 | 194548 |
|  | Hella GmbH & Co. KGaA | 307 | 28577 |
|  \* | HelloFresh SE | 48887 | 396306 |
|  | Henkel AG & Co. KGaA | 12889 | 962467 |
|  # | Hensoldt AG | 17547 | 1870468 |
|  | HOCHTIEF AG | 5257 | 1508963 |
|  | Hornbach Holding AG & Co. KGaA | 3806 | 380818 |
|  | HUGO BOSS AG | 13959 | 619290 |
|  | Indus Holding AG | 3917 | 101440 |
|  | Infineon Technologies AG (IFX GR) | 219558 | 8714893 |
|  | Init Innovation in Traffic Systems SE | 1931 | 104088 |
|  W | Instone Real Estate Group SE | 10303 | 98614 |

---

------

##### [**Table of Contents**](#toc)
**WORLD EX U.S. CORE EQUITY PORTFOLIO** 

**CONTINUED** 

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  GERMANY — (Continued) | GERMANY — (Continued) |  |  |
|  | IVU Traffic Technologies AG | 3219 | $76118 |
|  | Jenoptik AG | 12788 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;288829 |
|  W | JOST Werke SE | 4249 | 247545 |
|  # | K&S AG | 59181 | 770975 |
|  | KION Group AG | 22697 | 1612722 |
|  | Kloeckner & Co. SE | 10042 | 64212 |
|  | Knorr-Bremse AG | 19436 | 1808480 |
|  \* | Koenig & Bauer AG | 4757 | 72999 |
|  # | Kontron AG | 13947 | 364548 |
|  | Krones AG | 6122 | 889211 |
|  | KWS Saat SE & Co. KGaA | 3782 | 291530 |
|  | Lanxess AG | 21942 | 522517 |
|  | LEG Immobilien SE | 15125 | 1152740 |
|  | Leifheit AG | 2142 | 36783 |
|  \* | LPKF Laser & Electronics SE | 3814 | 28991 |
|  \* | Medios AG | 3882 | 54639 |
|  | Mercedes-Benz Group AG | 45834 | 2973918 |
|  | Merck KGaA | 3786 | 495942 |
|  | MLP SE | 29957 | 245870 |
|  | MTU Aero Engines AG | 5648 | 2468318 |
|  | Muenchener Rueckversicherungs-Gesellschaft AG in Muenchen | 8654 | 5354177 |
|  | Multitude PLC | 915 | 7198 |
|  | Mutares SE & Co. KGaA | 5859 | 187032 |
|  | Nagarro SE | 1536 | 85668 |
|  | Nemetschek SE | 16704 | 1930156 |
|  \* | Nordex SE | 33573 | 991435 |
|  | Norma Group SE | 7392 | 119946 |
|  # | Patrizia SE | 11045 | 92493 |
|  \* | Pentixapharm Holding AG | 3524 | 6259 |
|  | Pfeiffer Vacuum Technology AG | 1648 | 296279 |
|  | ProCredit Holding AG | 6800 | 60728 |
|  # | Puma SE (PUM GR) | 15305 | 325428 |
|  \* | PVA TePla AG | 7215 | 220635 |
|  | PWO AG | 638 | 21481 |
|  \* | q.beyond AG | 24466 | 24054 |
|  # | Qiagen NV | 42552 | 1996498 |
|  | Rational AG | 1534 | 1125340 |
|  | Rheinmetall AG | 6001 | 11796671 |
|  # | RTL Group SA | 12174 | 470051 |
|  | RWE AG | 75013 | 3692929 |
|  # | Salzgitter AG | 7562 | 245401 |
|  | SAP SE (SAP GR) | 18493 | 4809518 |
|  | Schaeffler AG | 43525 | 353118 |
|  | Schott Pharma AG & Co. KGaA | 2111 | 47400 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  GERMANY — (Continued) | GERMANY — (Continued) |  |  |
|  W | Scout24 SE | 7542 | $872204 |
|  | Secunet Security Networks AG | 327 | 75120 |
|  #\* | SFC Energy AG | 2801 | 51070 |
|  #\* | SGL Carbon SE | 8070 | 28578 |
|  | Siemens AG (SIE GR) | 18211 | 5160946 |
|  \* | Siemens Energy AG | 46535 | 5797577 |
|  W | Siemens Healthineers AG | 10407 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;583312 |
|  # | Siltronic AG | 2705 | 167044 |
|  | Sixt SE | 4885 | 429429 |
|  #\* | SMA Solar Technology AG | 5047 | 151367 |
|  | Stabilus SE | 5944 | 149222 |
|  | STRATEC SE | 1131 | 30594 |
|  | Stroeer SE & Co. KGaA | 9378 | 410326 |
|  | Suedzucker AG | 19604 | 216211 |
|  # | SUSS MicroTec SE | 5570 | 178994 |
|  | Symrise AG | 28049 | 2319624 |
|  | TAG Immobilien AG | 47432 | 787415 |
|  | Takkt AG | 9190 | 47726 |
|  \* | Talanx AG | 17751 | 2161562 |
|  \*W | TeamViewer SE | 33806 | 248834 |
|  | Technotrans SE | 1819 | 74772 |
|  | thyssenkrupp AG | 150287 | 1574908 |
|  \* | Tkms AG& Co. KGaA | 7514 | 708038 |
|  \* | TUI AG | 186434 | 1588580 |
|  | United Internet AG | 26796 | 827241 |
|  | Verbio SE | 3836 | 68136 |
|  | Volkswagen AG | 4559 | 480891 |
|  | Vonovia SE | 49695 | 1493614 |
|  | Vossloh AG | 3762 | 343106 |
|  # | Wacker Chemie AG | 3425 | 270131 |
|  | Wacker Neuson SE | 12005 | 261395 |
|  | Washtec AG | 3925 | 186797 |
|  \* | Westwing Group SE | 457 | 6060 |
|  | Wuestenrot & Wuerttembergische AG | 7377 | 120258 |
|  \*W | Zalando SE | 62219 | 1743536 |
|  | Zeal Network SE | 1112 | 62352 |
|  TOTAL GERMANY | TOTAL GERMANY | TOTAL GERMANY | 232203901 |
|  GREECE — (0.2%) | GREECE — (0.2%) |  |  |
|  | Aegean Airlines SA | 12199 | 185168 |
|  \* | Aktor SA Holding Co. Technical & Energy Projects | 8800 | 85404 |
|  | Alpha Bank SA | 283602 | 1111778 |
|  | Athens Water Supply & Sewage Co. SA | 5285 | 42296 |

---

------

##### [**Table of Contents**](#toc)
**WORLD EX U.S. CORE EQUITY PORTFOLIO** 

**CONTINUED** 

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  GREECE — (Continued) | GREECE — (Continued) |  |  |
|  | Autohellas Tourist & Trading SA | 5110 | $65161 |
|  | Avax SA | 6223 | 17191 |
|  | Bank of Greece | 5652 | 96462 |
|  | Ellaktor SA | 28588 | 51298 |
|  # | ElvalHalcor SA | 16469 | 60700 |
|  | Eurobank Ergasias Services & Holdings SA | 167181 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;628869 |
|  \*†† | FF Group | 1384 | 0 |
|  | Fourlis Holdings SA | 10258 | 48519 |
|  | GEK Terna SA | 13273 | 354255 |
|  | Hellenic Exchanges - Athens Stock Exchange SA | 7855 | 56489 |
|  | Hellenic Telecommunications Organization SA | 13560 | 254640 |
|  | Helleniq Energy Holdings SA | 31775 | 279478 |
|  | Holding Co. ADMIE IPTO SA | 19838 | 68215 |
|  | Ideal Holdings SA | 690 | 4672 |
|  | Intracom Holdings SA | 21319 | 82110 |
|  | Jumbo SA | 18366 | 582802 |
|  | Kri-Kri Milk Industry SA | 4410 | 100069 |
|  \* | LAMDA Development SA | 12603 | 107497 |
|  \* | Metlen Energy & Metals PLC | 12414 | 629082 |
|  | Motor Oil Hellas Corinth Refineries SA | 18487 | 554010 |
|  | National Bank of Greece SA | 48124 | 707359 |
|  | OPAP SA | 9527 | 196963 |
|  | Piraeus Financial Holdings SA | 99191 | 774702 |
|  | Piraeus Port Authority SA | 1557 | 77171 |
|  | Public Power Corp. SA | 13772 | 239180 |
|  | Quest Holdings SA | 7220 | 58627 |
|  | Sarantis SA | 4363 | 63426 |
|  | Thrace Plastics Holding & Co. | 5555 | 24925 |
|  | Titan SA (TITC BB) | 2126 | 94439 |
|  | Titan SA (TITC GA) | 11123 | 498035 |
|  TOTAL GREECE | TOTAL GREECE | TOTAL GREECE | 8200992 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  HONG KONG — (1.1%) | HONG KONG — (1.1%) |  |  |
|  | Aeon Credit Service Asia Co. Ltd. | 80000 | $77960 |
|  | AIA Group Ltd. | 672400 | 6542943 |
|  \* | Allied Group Ltd. | 128000 | 39581 |
|  | APAC Resources Ltd. | 194095 | 48271 |
|  | Asia Financial Holdings Ltd. | 72000 | 40744 |
|  | ASMPT Ltd. | 61000 | 642073 |
|  | Bank of East Asia Ltd. | 291117 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;501244 |
|  | Best Mart 360 Holdings Ltd. | 96000 | 25690 |
|  | BOC Hong Kong Holdings Ltd. | 285000 | 1400410 |
|  \* | Bright Smart Securities & Commodities Group Ltd. | 374000 | 468409 |
|  W | Budweiser Brewing Co. APAC Ltd. | 115200 | 116852 |
|  | Build King Holdings Ltd. | 100000 | 19691 |
|  # | Cafe de Coral Holdings Ltd. | 114000 | 92086 |
|  | Cathay Pacific Airways Ltd. | 439454 | 625573 |
|  #\* | Central New Energy Holding Group Ltd. | 50000 | 61012 |
|  \* | Chi Kan Holdings Ltd. | 28000 | 8717 |
|  \* | China Energy Development Holdings Ltd. | 2788000 | 12221 |
|  | China Motor Bus Co. Ltd. | 2400 | 18144 |
|  \* | China Star Entertainment Ltd. | 900000 | 251421 |
|  | Chinese Estates Holdings Ltd. | 189000 | 31799 |
|  | Chow Sang Sang Holdings International Ltd. | 100000 | 178937 |
|  | CITIC Telecom International Holdings Ltd. | 633000 | 201243 |
|  | CK Asset Holdings Ltd. | 189677 | 938378 |
|  | CK Hutchison Holdings Ltd. | 136700 | 906522 |
|  | CK Infrastructure Holdings Ltd. | 61500 | 400018 |
|  \* | CK Life Sciences International Holdings, Inc. | 760000 | 87982 |

---

------

##### [**Table of Contents**](#toc)
**WORLD EX U.S. CORE EQUITY PORTFOLIO** 

**CONTINUED** 

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  HONG KONG — (Continued) | HONG KONG — (Continued) |  |  |
|  | CLP Holdings Ltd. | 97500 | $831613 |
|  | C-Mer Medical Holdings Ltd. | 166000 | 38895 |
|  #†† | Convoy, Inc. | 1758000 | 7081 |
|  \* | Cowell e Holdings, Inc. | 38000 | 150962 |
|  W | Crystal International Group Ltd. | 177500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;155583 |
|  \* | CSI Properties Ltd. | 2184000 | 50537 |
|  | CTF Services Ltd. | 341116 | 368594 |
|  \*†† | CW Group Holdings Ltd. | 193500 | 0 |
|  | Dah Sing Banking Group Ltd. | 141600 | 200445 |
|  | Dah Sing Financial Holdings Ltd. | 59600 | 275580 |
|  \* | Deep Source Holdings Ltd. | 1200000 | 117406 |
|  | Dickson Concepts International Ltd. | 75000 | 50719 |
|  | Dream International Ltd. | 20000 | 25081 |
|  | Eagle Nice International Holdings Ltd. | 128000 | 59677 |
|  †† | EcoGreen International Group Ltd. | 50000 | 2293 |
|  \* | Emperor Capital Group Ltd. | 948000 | 12426 |
|  | Emperor Watch & Jewellery Ltd. | 1340000 | 49130 |
|  | Fairwood Holdings Ltd. | 31500 | 20795 |
|  | Far East Consortium International Ltd. | 542901 | 53113 |
|  | First Pacific Co. Ltd. | 778000 | 628165 |
|  \*W | FIT Hon Teng Ltd. | 476000 | 356116 |
|  | FSE Lifestyle Services Ltd. | 28000 | 20830 |
|  | Galaxy Entertainment Group Ltd. | 225000 | 1121024 |
|  | Giordano International Ltd. | 430000 | 81839 |
|  #\*†† | Gold Financial Holdings Ltd. | 184000 | 0 |
|  | Great Eagle Holdings Ltd. | 55925 | 104725 |
|  | G-Resources Group Ltd. | 103950 | 108095 |
|  | Guoco Group Ltd. | 2000 | 19936 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  HONG KONG — (Continued) | HONG KONG — (Continued) |  |  |
|  # | Guotai Junan International Holdings Ltd. | 931000 | $456591 |
|  | Hang Lung Group Ltd. | 252000 | 479529 |
|  | Hang Lung Properties Ltd. | 605029 | 673725 |
|  | Hang Seng Bank Ltd. | 47300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;922111 |
|  | Henderson Land Development Co. Ltd. | 140909 | 495683 |
|  | HK Electric Investments & HK Electric Investments Ltd. | 394000 | 306240 |
|  \* | HKR International Ltd. | 302560 | 42237 |
|  | HKT Trust & HKT Ltd. | 931000 | 1359420 |
|  | Hong Kong & China Gas Co. Ltd. | 783168 | 728857 |
|  | Hong Kong Exchanges & Clearing Ltd. | 68746 | 3746855 |
|  | Hong Kong Ferry Holdings Co. Ltd. | 18000 | 11158 |
|  | Hong Kong Technology Venture Co. Ltd. | 144055 | 26618 |
|  \* | Hongkong & Shanghai Hotels Ltd. | 173683 | 137346 |
|  W | Honma Golf Ltd. | 53500 | 22931 |
|  | Hutchison Telecommunications Hong Kong Holdings Ltd. | 548000 | 76814 |
|  | Hysan Development Co. Ltd. | 91000 | 188530 |
|  | IGG, Inc. | 228000 | 114287 |
|  W | Impro Precision Industries Ltd. | 27000 | 17379 |
|  \* | IPE Group Ltd. | 180000 | 19049 |
|  | Jacobson Pharma Corp. Ltd. | 70000 | 13046 |
|  # | Johnson Electric Holdings Ltd. | 117755 | 552542 |
|  | K Wah International Holdings Ltd. | 367072 | 104360 |
|  | Karrie International Holdings Ltd. | 112000 | 40758 |
|  | Kerry Properties Ltd. | 173500 | 437301 |
|  | KLN Logistics Group Ltd. | 150000 | 138822 |

---

------

##### [**Table of Contents**](#toc)
**WORLD EX U.S. CORE EQUITY PORTFOLIO** 

**CONTINUED** 

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  HONG KONG — (Continued) | HONG KONG — (Continued) |  |  |
|  | Kowloon Development Co. Ltd. | 154307 | $75088 |
|  | Langham Hospitality Investments & Langham Hospitality Investments Ltd. | 509228 | 33444 |
|  | Liu Chong Hing Investment Ltd. | 84000 | 47354 |
|  | Luk Fook Holdings International Ltd. | 104000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;332511 |
|  | Man Wah Holdings Ltd. | 603600 | 368488 |
|  \* | Melco International Development Ltd. | 25500 | 15319 |
|  | MGM China Holdings Ltd. | 138400 | 265096 |
|  \*†† | MH Development NPV | 24000 | 0 |
|  \* | Midland Holdings Ltd. | 140000 | 39506 |
|  | Miramar Hotel & Investment | 79000 | 99238 |
|  | Modern Dental Group Ltd. | 140000 | 94102 |
|  \* | Modern Innovative Digital Technology Co. Ltd. | 1200000 | 17850 |
|  \* | Mongolian Mining Corp. | 183000 | 266689 |
|  # | MTR Corp. Ltd. | 150333 | 551525 |
|  | NagaCorp Ltd. | 330811 | 221818 |
|  \* | New World Development Co. Ltd. | 424952 | 393350 |
|  \*†† | NewOcean Energy Holdings Ltd. | 370000 | 0 |
|  # | Nissin Foods Co. Ltd. | 65000 | 56147 |
|  | Oriental Watch Holdings | 155596 | 68085 |
|  \* | Oshidori International Holdings Ltd. | 1594198 | 102981 |
|  # | Pacific Basin Shipping Ltd. | 2087000 | 691209 |
|  # | Pacific Textiles Holdings Ltd. | 295000 | 55056 |
|  | Paradise Entertainment Ltd. | 8000 | 793 |
|  | PAX Global Technology Ltd. | 292000 | 200053 |
|  | PC Partner Group Ltd. | 102000 | 81616 |
|  | PCCW Ltd. | 1216658 | 869143 |
|  | Perfect Medical Health Management Ltd. | 124000 | 22020 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  HONG KONG — (Continued) | HONG KONG — (Continued) |  |  |
|  | Pico Far East Holdings Ltd. | 286000 | $96523 |
|  \* | Planetree International Development Ltd. | 42000 | 10528 |
|  | Plover Bay Technologies Ltd. | 104000 | 85789 |
|  | Power Assets Holdings Ltd. | 75500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;479632 |
|  | PRADA SpA | 59500 | 351125 |
|  \* | Public Financial Holdings Ltd. | 144000 | 23754 |
|  W | Regina Miracle International Holdings Ltd. | 81000 | 21232 |
|  | Sa Sa International Holdings Ltd. | 480000 | 38301 |
|  W | Samsonite Group SA | 370800 | 775365 |
|  | Sands China Ltd. | 145600 | 379471 |
|  | SAS Dragon Holdings Ltd. | 88000 | 52922 |
|  | SEA Holdings Ltd. | 36582 | 6060 |
|  \* | Shandong Hi-Speed Holdings Group Ltd. | 153000 | 40626 |
|  # | Shangri-La Asia Ltd. | 396000 | 247125 |
|  \* | Shenwan Hongyuan HK Ltd. | 110000 | 23309 |
|  \* | Shun Tak Holdings Ltd. | 546000 | 51358 |
|  | Singamas Container Holdings Ltd. | 570000 | 47604 |
|  | Sino Land Co. Ltd. | 765955 | 951420 |
|  | SITC International Holdings Co. Ltd. | 410000 | 1512764 |
|  #\* | SJM Holdings Ltd. | 210499 | 76606 |
|  | SmarTone Telecommunications Holdings Ltd. | 119000 | 73921 |
|  \* | Solomon Systech International Ltd. | 524000 | 33652 |
|  \* | Soundwill Holdings Ltd. | 41000 | 31792 |
|  | Stella International Holdings Ltd. | 180500 | 383740 |
|  | Sun Hung Kai & Co. Ltd. | 165000 | 81949 |
|  | Sun Hung Kai Properties Ltd. | 65500 | 797055 |
|  | SUNeVision Holdings Ltd. | 246000 | 191078 |
|  | Swire Pacific Ltd. (19 HK), Class A | 73000 | 602930 |

---

------

##### [**Table of Contents**](#toc)
**WORLD EX U.S. CORE EQUITY PORTFOLIO** 

**CONTINUED** 

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  HONG KONG — (Continued) | HONG KONG — (Continued) |  |  |
|  | Swire Pacific Ltd. (87 HK), Class B | 102500 | $151879 |
|  | Swire Properties Ltd. | 71600 | 195058 |
|  | TAI Cheung Holdings Ltd. | 108000 | 44239 |
|  | Tai Hing Group Holdings Ltd. | 133000 | 19163 |
|  \* | Taung Gold International Ltd. | 170000 | 14399 |
|  | Techtronic Industries Co. Ltd. | 128500 | 1498825 |
|  \* | Television Broadcasts Ltd. | 110900 | 47343 |
|  | Texhong International Group Ltd. | 122000 | 71577 |
|  | Texwinca Holdings Ltd. | 332000 | 33346 |
|  | Town Health International Medical Group Ltd. | 254000 | 8982 |
|  | Tradelink Electronic Commerce Ltd. | 290000 | 38063 |
|  | Transport International Holdings Ltd. | 90790 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;125001 |
|  # | Truly International Holdings Ltd. | 596000 | 87357 |
|  | United Laboratories International Holdings Ltd. | 452000 | 731807 |
|  \*†† | Untrade.Genting | 188000 | 0 |
|  | Value Partners Group Ltd. | 303000 | 95786 |
|  | Vitasoy International Holdings Ltd. | 172000 | 168220 |
|  \* | Viva Goods Co. Ltd. | 480000 | 36442 |
|  \* | Vobile Group Ltd. | 236000 | 157317 |
|  | VSTECS Holdings Ltd. | 326000 | 403636 |
|  | VTech Holdings Ltd. | 53400 | 435514 |
|  W | WH Group Ltd. | 2130632 | 2049490 |
|  | Wharf Real Estate Investment Co. Ltd. | 201000 | 572090 |
|  | Wing Tai Properties Ltd. | 52000 | 11190 |
|  | Wynn Macau Ltd. | 292400 | 248629 |
|  \* | Xingye Alloy Materials Group Ltd. | 86000 | 10996 |
|  # | Xinyi Glass Holdings Ltd. | 681303 | 796804 |
|  | YesAsia Holdings Ltd. | 32000 | 20581 |
|  | Yue Yuen Industrial Holdings Ltd. | 229000 | 419979 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  HONG KONG — (Continued) | HONG KONG — (Continued) |  |  |
|  #\* | Yunfeng Financial Group Ltd. | 256000 | $137920 |
|  TOTAL HONG KONG | TOTAL HONG KONG | TOTAL HONG KONG | 50828515 |
|  HUNGARY — (0.1%) | HUNGARY — (0.1%) |  |  |
|  \* | 4iG Nyrt | 16803 | 200731 |
|  | ANY Security Printing Co. | 806 | 16764 |
|  | Magyar Telekom Telecommunications PLC | 100745 | 528021 |
|  | MOL Hungarian Oil & Gas PLC | 69463 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;611053 |
|  | Opus Global Nyrt | 27448 | 44596 |
|  | OTP Bank Nyrt | 21980 | 2098110 |
|  | Richter Gedeon Nyrt | 6597 | 203214 |
|  TOTAL HUNGARY | TOTAL HUNGARY | TOTAL HUNGARY | 3702489 |
|  INDIA — (5.2%) | INDIA — (5.2%) |  |  |
|  | 360 ONE WAM Ltd. | 36444 | 444882 |
|  | 3M India Ltd. | 64 | 21319 |
|  | Aarti Drugs Ltd. | 15323 | 84628 |
|  | Aarti Industries Ltd. | 36607 | 156999 |
|  | Aarti Pharmalabs Ltd. | 11960 | 114120 |
|  \* | Aavas Financiers Ltd. | 4162 | 77307 |
|  | ABB India Ltd. | 3063 | 180172 |
|  | Abbott India Ltd. | 863 | 282020 |
|  | ACC Ltd. | 10913 | 230788 |
|  | Accelya Solutions India Ltd. | 740 | 11562 |
|  | Action Construction Equipment Ltd. | 11951 | 148246 |
|  \* | Adani Energy Solutions Ltd. | 18111 | 199738 |
|  | Adani Enterprises Ltd. | 2174 | 60544 |
|  \* | Adani Green Energy Ltd. | 6163 | 78773 |
|  | Adani Ports & Special Economic Zone Ltd. | 44017 | 719357 |
|  \* | Adani Power Ltd. | 385710 | 685485 |
|  | Adani Total Gas Ltd. | 15559 | 110330 |
|  | ADF Foods Ltd. | 11330 | 28217 |
|  \* | Aditya Birla Capital Ltd. | 190334 | 697134 |
|  \* | Aditya Birla Fashion & Retail Ltd. | 37022 | 33840 |
|  \* | Aditya Birla Lifestyle Brands Ltd. | 37022 | 55757 |
|  | Aditya Birla Real Estate Ltd. | 10267 | 218644 |

---

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##### [**Table of Contents**](#toc)
**WORLD EX U.S. CORE EQUITY PORTFOLIO** 

**CONTINUED** 

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  INDIA — (Continued) | INDIA — (Continued) |  |  |
|  | Advanced Enzyme Technologies Ltd. | 14719 | $50879 |
|  | Advent Hotels International Pvt Ltd. | 2448 | 8623 |
|  | Aegis Logistics Ltd. | 45524 | 382537 |
|  | AGI Greenpac Ltd. | 11207 | 103738 |
|  | Ahluwalia Contracts India Ltd. | 9019 | 96325 |
|  | AIA Engineering Ltd. | 10045 | 369253 |
|  | Ajanta Pharma Ltd. | 17411 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;484441 |
|  | Ajmera Realty & Infra India Ltd. | 1123 | 13532 |
|  | Akzo Nobel India Ltd. | 2300 | 84153 |
|  | Alembic Ltd. | 28091 | 31497 |
|  | Alembic Pharmaceuticals Ltd. | 24680 | 249878 |
|  | Alkem Laboratories Ltd. | 6176 | 381642 |
|  | Alkyl Amines Chemicals | 3302 | 69024 |
|  | Allcargo Logistics Ltd. | 78973 | 30522 |
|  | Allied Digital Services Ltd. | 4502 | 9235 |
|  | Amara Raja Energy & Mobility Ltd. | 20590 | 233031 |
|  | Ambuja Cements Ltd. | 59988 | 381733 |
|  | Anant Raj Ltd. | 34045 | 246811 |
|  | Andhra Sugars Ltd. | 28073 | 25768 |
|  | Angel One Ltd. | 5945 | 167087 |
|  | Anup Engineering Ltd. | 1045 | 27300 |
|  | Apar Industries Ltd. | 4455 | 434803 |
|  | Apcotex Industries Ltd. | 3910 | 15715 |
|  | APL Apollo Tubes Ltd. | 38497 | 778769 |
|  | Apollo Hospitals Enterprise Ltd. | 13609 | 1177056 |
|  | Apollo Tyres Ltd. | 127582 | 720044 |
|  | Arvind Fashions Ltd. | 19213 | 108662 |
|  | Arvind Ltd. | 61309 | 221005 |
|  | Asahi India Glass Ltd. | 21844 | 226744 |
|  | Ashapura Minechem Ltd. | 7479 | 56050 |
|  | Ashiana Housing Ltd. | 8633 | 27227 |
|  | Ashok Leyland Ltd. | 705994 | 1123255 |
|  \* | Ashoka Buildcon Ltd. | 45156 | 104415 |
|  | Asian Paints Ltd. | 22765 | 643607 |
|  W | Aster DM Healthcare Ltd. | 42764 | 326490 |
|  | Astra Microwave Products Ltd. | 16150 | 189720 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  INDIA — (Continued) | INDIA — (Continued) |  |  |
|  | Astral Ltd. | 15673 | $255439 |
|  | AstraZeneca Pharma India Ltd. | 1165 | 124785 |
|  | Atul Ltd. | 3410 | 221699 |
|  W | AU Small Finance Bank Ltd. | 27468 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;270821 |
|  | Aurobindo Pharma Ltd. | 93734 | 1207790 |
|  | Automotive Axles Ltd. | 1309 | 25040 |
|  | Avanti Feeds Ltd. | 11662 | 91524 |
|  \*W | Avenue Supermarts Ltd. | 1757 | 82141 |
|  | Axis Bank Ltd. (AXSB IN) | 231314 | 3208759 |
|  \* | AXISCADES Technologies Ltd. | 4798 | 86583 |
|  | Bajaj Auto Ltd. | 5840 | 585194 |
|  \* | Bajaj Consumer Care Ltd. | 6656 | 20770 |
|  | Bajaj Finance Ltd. | 284946 | 3353638 |
|  | Bajaj Finserv Ltd. | 24550 | 577470 |
|  \* | Bajaj Hindusthan Sugar Ltd. | 308050 | 76576 |
|  | Bajaj Holdings & Investment Ltd. | 5386 | 747097 |
|  | Balaji Amines Ltd. | 2692 | 42584 |
|  | Balkrishna Industries Ltd. | 18116 | 465947 |
|  | Balmer Lawrie & Co. Ltd. | 31202 | 70781 |
|  | Balrampur Chini Mills Ltd. | 63257 | 326460 |
|  | Banco Products India Ltd. | 13958 | 111557 |
|  W | Bandhan Bank Ltd. | 81388 | 143284 |
|  | Bank of Baroda | 192236 | 601680 |
|  | Bank of India | 99928 | 157526 |
|  | Bank of Maharashtra | 340405 | 226549 |
|  | Bannari Amman Sugars Ltd. | 790 | 32010 |
|  | BASF India Ltd. | 3176 | 157737 |
|  | Bata India Ltd. | 11145 | 133971 |
|  | Bayer CropScience Ltd. | 2238 | 122928 |
|  | BCL Industries Ltd. | 25237 | 11310 |
|  | BEML Ltd. | 2685 | 132607 |
|  | Berger Paints India Ltd. | 41751 | 254473 |
|  \* | BF Utilities Ltd. | 4868 | 40320 |
|  | Bhansali Engineering Polymers Ltd. | 21684 | 24078 |
|  | Bharat Bijlee Ltd. | 2736 | 93189 |
|  | Bharat Dynamics Ltd. | 2585 | 44637 |

---

------

##### [**Table of Contents**](#toc)
**WORLD EX U.S. CORE EQUITY PORTFOLIO** 

**CONTINUED** 

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  INDIA — (Continued) | INDIA — (Continued) |  |  |
|  | Bharat Electronics Ltd. | 289753 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1389754 |
|  | Bharat Forge Ltd. | 56042 | 833026 |
|  | Bharat Heavy Electricals Ltd. | 171255 | 509716 |
|  | Bharat Petroleum Corp. Ltd. | 154900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;620368 |
|  | Bharat Rasayan Ltd. | 275 | 33518 |
|  \* | Bharat Wire Ropes Ltd. | 6995 | 15617 |
|  | Bharti Airtel Ltd. | 234504 | 5448190 |
|  | Biocon Ltd. | 14258 | 59874 |
|  | Birla Corp. Ltd. | 9881 | 130379 |
|  | BirlaNu Ltd. | 1370 | 29519 |
|  | Birlasoft Ltd. | 56177 | 234520 |
|  | Black Box Ltd. | 6786 | 40454 |
|  | Blue Dart Express Ltd. | 1828 | 133695 |
|  | Blue Star Ltd. | 18366 | 398899 |
|  | Bombay Burmah Trading Co. | 5642 | 125988 |
|  | Bombay Dyeing & Manufacturing Co. Ltd. | 28403 | 52449 |
|  \* | Borosil Ltd. | 2074 | 7985 |
|  \* | Borosil Scientific Ltd. | 1555 | 2399 |
|  | Bosch Ltd. | 334 | 140165 |
|  | Brigade Enterprises Ltd. | 28660 | 334315 |
|  \* | Brightcom Group Ltd. | 2124 | 326 |
|  | Britannia Industries Ltd. | 12482 | 822424 |
|  | BSE Ltd. | 30483 | 851940 |
|  \* | Camlin Fine Sciences Ltd. | 5254 | 11530 |
|  | Can Fin Homes Ltd. | 29945 | 290818 |
|  | Canara Bank | 392098 | 603271 |
|  | Cantabil Retail India Ltd. | 4199 | 12296 |
|  \* | Capacit'e Infraprojects Ltd. | 8742 | 28118 |
|  | Caplin Point Laboratories Ltd. | 7151 | 163278 |
|  | Carborundum Universal Ltd. | 20508 | 208594 |
|  | Care Ratings Ltd. | 5502 | 99041 |
|  \* | Cartrade Tech Ltd. | 2615 | 88303 |
|  | Carysil Ltd. | 1277 | 13429 |
|  | Castrol India Ltd. | 122027 | 267753 |
|  | CCL Products India Ltd. | 29206 | 283372 |
|  | CE Info Systems Ltd. | 2255 | 46088 |
|  | Ceat Ltd. | 9078 | 411734 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  INDIA — (Continued) | INDIA — (Continued) |  |  |
|  | Cemindia Projects Ltd. | 28429 | $260096 |
|  | Central Depository Services India Ltd. | 36509 | 654113 |
|  | Centum Electronics Ltd. | 361 | 10290 |
|  | Century Enka Ltd. | 5766 | 30159 |
|  | Century Plyboards India Ltd. | 21503 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;182334 |
|  | Cera Sanitaryware Ltd. | 1968 | 138429 |
|  | CESC Ltd. | 157900 | 319760 |
|  | CG Power & Industrial Solutions Ltd. | 87042 | 720890 |
|  \* | Chalet Hotels Ltd. | 7284 | 77891 |
|  | Chambal Fertilisers & Chemicals Ltd. | 65205 | 353110 |
|  \* | Chemplast Sanmar Ltd. | 7729 | 34643 |
|  | Chennai Petroleum Corp. Ltd. | 12277 | 134183 |
|  \* | Choice International Ltd. | 10011 | 94158 |
|  | Cholamandalam Financial Holdings Ltd. | 31559 | 676707 |
|  | Cholamandalam Investment & Finance Co. Ltd. | 88373 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1692991 |
|  | CIE Automotive India Ltd. | 39842 | 193118 |
|  | Cipla Ltd. | 103155 | 1744565 |
|  | City Union Bank Ltd. | 137091 | 347927 |
|  | CMS Info Systems Ltd. | 2724 | 11424 |
|  | Coal India Ltd. | 102625 | 449570 |
|  W | Cochin Shipyard Ltd. | 4869 | 98157 |
|  | Coforge Ltd. | 40225 | 808223 |
|  \* | Cohance Lifesciences Ltd. | 47775 | 403799 |
|  | Colgate-Palmolive India Ltd. | 23255 | 589278 |
|  | Computer Age Management Services Ltd. | 15653 | 691659 |
|  | Confidence Petroleum India Ltd. | 13575 | 6340 |
|  | Container Corp. of India Ltd. | 57278 | 352806 |
|  | Coromandel International Ltd. | 36743 | 883749 |
|  | Cosmo First Ltd. | 5608 | 52400 |

---

------

##### [**Table of Contents**](#toc)
**WORLD EX U.S. CORE EQUITY PORTFOLIO** 

**CONTINUED** 

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  INDIA — (Continued) | INDIA — (Continued) |  |  |
|  \* | CreditAccess Grameen Ltd. | 8631 | $137078 |
|  | CRISIL Ltd. | 6494 | 361032 |
|  | Crompton Greaves Consumer Electricals Ltd. | 130930 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;416867 |
|  \* | CSB Bank Ltd. | 12954 | 60549 |
|  | Cummins India Ltd. | 10803 | 528990 |
|  | Cyient Ltd. | 19478 | 255583 |
|  \*W | D.P. Abhushan Ltd. | 235 | 3730 |
|  | Dabur India Ltd. | 29050 | 159661 |
|  | Dalmia Bharat Ltd. | 15075 | 356116 |
|  \* | Dalmia Bharat Refractories Ltd. | 148 | 0 |
|  | Dalmia Bharat Sugar & Industries Ltd. | 7147 | 27840 |
|  | Datamatics Global Services Ltd. | 3343 | 35137 |
|  | DB Corp. Ltd. | 17516 | 52948 |
|  | DCB Bank Ltd. | 64869 | 115493 |
|  | DCM Shriram Industries Ltd. | 4675 | 9189 |
|  | DCM Shriram Ltd. | 19345 | 279621 |
|  | DCW Ltd. | 49031 | 34944 |
|  | Deepak Fertilisers & Petrochemicals Corp. Ltd. | 19971 | 334509 |
|  | Deepak Nitrite Ltd. | 12191 | 236570 |
|  | Delta Corp. Ltd. | 32285 | 28321 |
|  | Dhanuka Agritech Ltd. | 5532 | 85012 |
|  \* | Digitide Solutions Ltd. | 19671 | 35293 |
|  W | Dilip Buildcon Ltd. | 9515 | 53012 |
|  \* | Dish TV India Ltd. | 343258 | 17207 |
|  \* | Dishman Carbogen Amcis Ltd. | 23993 | 78741 |
|  | Divi's Laboratories Ltd. | 6321 | 480737 |
|  | Dixon Technologies India Ltd. | 7880 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1374087 |
|  | DLF Ltd. | 58375 | 497920 |
|  | Dollar Industries Ltd. | 2788 | 11221 |
|  W | Dr. Lal PathLabs Ltd. | 10564 | 373633 |
|  # | Dr. Reddy's Laboratories Ltd., ADR | 75557 | 1004153 |
|  | Dr. Reddy's Laboratories Ltd. (DRRD IN) | 76660 | 1031824 |
|  | Dwarikesh Sugar Industries Ltd. | 22415 | 10967 |
|  | Dynamatic Technologies Ltd. | 928 | 82608 |
|  | eClerx Services Ltd. | 13635 | 726454 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  INDIA — (Continued) | INDIA — (Continued) |  |  |
|  | Edelweiss Financial Services Ltd. | 141455 | $180501 |
|  | Eicher Motors Ltd. | 14278 | 1127122 |
|  \* | EID Parry India Ltd. | 27575 | 333985 |
|  | EIH Associated Hotels | 7004 | 30091 |
|  | EIH Ltd. | 48193 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;211494 |
|  | Eimco Elecon India Ltd. | 301 | 6333 |
|  | Elecon Engineering Co. Ltd. | 18744 | 118307 |
|  | Electrosteel Castings Ltd. | 126163 | 129802 |
|  | Elgi Equipments Ltd. | 36135 | 202234 |
|  | Emami Ltd. | 64593 | 388340 |
|  \* | Embassy Developments Ltd. | 108361 | 113767 |
|  W | Endurance Technologies Ltd. | 6331 | 202365 |
|  | Engineers India Ltd. | 88087 | 199633 |
|  | Epigral Ltd. | 4041 | 76884 |
|  | EPL Ltd. | 35420 | 80441 |
|  \*W | Equitas Small Finance Bank Ltd. | 103405 | 66533 |
|  W | Eris Lifesciences Ltd. | 11309 | 203397 |
|  | ESAB India Ltd. | 1538 | 84874 |
|  | Escorts Kubota Ltd. | 7522 | 320177 |
|  \* | Eternal Ltd. | 99545 | 355548 |
|  | Eveready Industries India Ltd. | 747 | 3182 |
|  | Everest Industries Ltd. | 1905 | 12684 |
|  | Excel Industries Ltd. | 1267 | 15970 |
|  | Exide Industries Ltd. | 132617 | 570678 |
|  | Fairchem Organics Ltd. | 494 | 4225 |
|  | FDC Ltd. | 17971 | 93842 |
|  | Federal Bank Ltd. | 595372 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1585846 |
|  \* | Federal-Mogul Goetze India Ltd. | 2733 | 14132 |
|  | FIEM Industries Ltd. | 3998 | 93818 |
|  | Filatex India Ltd. | 59200 | 42208 |
|  | Fine Organic Industries Ltd. | 1971 | 98320 |
|  | Fineotex Chemical Ltd. | 242750 | 81572 |
|  | Finolex Cables Ltd. | 22825 | 202217 |
|  | Finolex Industries Ltd. | 77237 | 163018 |
|  | Firstsource Solutions Ltd. | 78315 | 312186 |
|  | Force Motors Ltd. | 3168 | 631419 |
|  | Fortis Healthcare Ltd. | 67018 | 773115 |
|  | Gabriel India Ltd. | 27470 | 392878 |

---

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##### [**Table of Contents**](#toc)
**WORLD EX U.S. CORE EQUITY PORTFOLIO** 

**CONTINUED** 

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  INDIA — (Continued) | INDIA — (Continued) |  |  |
|  | GAIL India Ltd. (GAIL IN) | 498685 | $1022810 |
|  | Galaxy Surfactants Ltd. | 2459 | 61723 |
|  | Ganesh Housing Ltd. | 5906 | 55100 |
|  | Ganesha Ecosphere Ltd. | 592 | 8058 |
|  | Garware Technical Fibres Ltd. | 20415 | 175340 |
|  | Gateway Distriparks Ltd. | 110836 | 79801 |
|  | GE Vernova T&D India Ltd. | 16366 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;558774 |
|  | Geojit Financial Services Ltd. | 22705 | 18930 |
|  | GHCL Ltd. | 23955 | 171774 |
|  | GHCL Textiles Ltd. | 23955 | 20888 |
|  | GIC Housing Finance Ltd. | 18109 | 35676 |
|  | Gillette India Ltd. | 2294 | 232713 |
|  | GlaxoSmithKline Pharmaceuticals Ltd. | 8551 | 252133 |
|  | Glenmark Pharmaceuticals Ltd. | 17558 | 373881 |
|  | Global Health Ltd. | 4856 | 71543 |
|  | GMM Pfaudler Ltd. | 1759 | 25584 |
|  \* | GMR Airports Ltd. | 217718 | 229752 |
|  | GOCL Corp. Ltd. | 2447 | 9738 |
|  | Godawari Power & Ispat Ltd. | 75403 | 239244 |
|  | Godfrey Phillips India Ltd. | 16695 | 579332 |
|  W | Godrej Agrovet Ltd. | 5445 | 40765 |
|  | Godrej Consumer Products Ltd. | 35807 | 451494 |
|  \* | Godrej Industries Ltd. | 20703 | 258933 |
|  \* | Godrej Properties Ltd. | 7841 | 201705 |
|  | Goldiam International Ltd. | 61 | 246 |
|  | Granules India Ltd. | 56623 | 361096 |
|  | Graphite India Ltd. | 27037 | 189634 |
|  | Grasim Industries Ltd. | 47552 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1552196 |
|  | Grauer & Weil India Ltd. | 25612 | 24448 |
|  | Gravita India Ltd. | 5903 | 110694 |
|  | Great Eastern Shipping Co. Ltd. | 37226 | 460215 |
|  | Greaves Cotton Ltd. | 36228 | 92928 |
|  | Greenlam Industries Ltd. | 14666 | 43752 |
|  | Greenpanel Industries Ltd. | 16581 | 53438 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  INDIA — (Continued) | INDIA — (Continued) |  |  |
|  | Greenply Industries Ltd. | 16548 | $56851 |
|  | Grindwell Norton Ltd. | 8987 | 170063 |
|  | Gufic Biosciences Ltd. | 1603 | 5883 |
|  | Gujarat Alkalies & Chemicals Ltd. | 11750 | 75670 |
|  | Gujarat Ambuja Exports Ltd. | 72824 | 86508 |
|  | Gujarat Fluorochemicals Ltd. | 6700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;282605 |
|  | Gujarat Gas Ltd. | 24930 | 114513 |
|  | Gujarat Industries Power Co. Ltd. | 12468 | 25606 |
|  | Gujarat Mineral Development Corp. Ltd. | 43682 | 291446 |
|  | Gujarat Narmada Valley Fertilizers & Chemicals Ltd. | 24079 | 136191 |
|  | Gujarat Pipavav Port Ltd. | 71936 | 135001 |
|  | Gujarat State Fertilizers & Chemicals Ltd. | 65661 | 141063 |
|  | Gujarat State Petronet Ltd. | 109563 | 381642 |
|  | Gulf Oil Lubricants India Ltd. | 4483 | 62421 |
|  W | Harsha Engineers Ltd. | 3373 | 15267 |
|  | Hatsun Agro Product Ltd. | 16439 | 204741 |
|  | Havells India Ltd. | 35679 | 599201 |
|  | HBL Engineering Ltd. | 65276 | 736605 |
|  | HCL Technologies Ltd. | 125194 | 2170139 |
|  W | HDFC Asset Management Co. Ltd. | 12817 | 775924 |
|  | HDFC Bank Ltd. | 568274 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6322708 |
|  W | HDFC Life Insurance Co. Ltd. | 22041 | 181338 |
|  \* | HealthCare Global Enterprises Ltd. | 9266 | 77947 |
|  | HEG Ltd. | 29265 | 194053 |
|  | HeidelbergCement India Ltd. | 24203 | 53399 |
|  | Heritage Foods Ltd. | 15124 | 82185 |
|  | Hero MotoCorp Ltd. (HMCL IN) | 29861 | 1865950 |

---

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##### [**Table of Contents**](#toc)
**WORLD EX U.S. CORE EQUITY PORTFOLIO** 

**CONTINUED** 

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  INDIA — (Continued) | INDIA — (Continued) |  |  |
|  | Hester Biosciences Ltd. | 1115 | $20082 |
|  \* | Heubach Colorants India Ltd. | 1829 | 10652 |
|  | HFCL Ltd. | 235479 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;194649 |
|  | HG Infra Engineering Ltd. | 5215 | 53991 |
|  | Hikal Ltd. | 13133 | 35342 |
|  | Himadri Speciality Chemical Ltd. | 61530 | 332677 |
|  | Himatsingka Seide Ltd. | 8151 | 11381 |
|  | Hindalco Industries Ltd. | 279844 | 2672719 |
|  | Hinduja Global Solutions Ltd. | 6335 | 37053 |
|  | Hindustan Aeronautics Ltd. | 25408 | 1341098 |
|  | Hindustan Copper Ltd. | 65061 | 249056 |
|  \* | Hindustan Oil Exploration Co. Ltd. | 11080 | 19122 |
|  | Hindustan Petroleum Corp. Ltd. | 141325 | 756071 |
|  | Hindustan Unilever Ltd. | 36054 | 999546 |
|  | Hitachi Energy India Ltd. | 598 | 119543 |
|  | HI-Tech Pipes Ltd. | 12979 | 16727 |
|  W | Home First Finance Co. India Ltd. | 2525 | 33989 |
|  | Honda India Power Products Ltd. | 1245 | 36585 |
|  | HPL Electric & Power Ltd. | 2975 | 14830 |
|  | Huhtamaki India Ltd. | 7123 | 19549 |
|  | ICICI Bank Ltd. (IBN US), Sponsored ADR | 255427 | 7739438 |
|  | ICICI Bank Ltd. (ICICIBC IN) | 128348 | 1945101 |
|  W | ICICI Lombard General Insurance Co. Ltd. | 10884 | 245378 |
|  W | ICICI Prudential Life Insurance Co. Ltd. | 17268 | 115065 |
|  | ICRA Ltd. | 930 | 67051 |
|  | IDFC First Bank Ltd. | 1106981 | 1018400 |
|  \* | IFB Industries Ltd. | 1075 | 22642 |
|  | IIFL Capital Services Ltd. | 40597 | 156908 |
|  \* | IIFL Finance Ltd. | 61664 | 371271 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  INDIA — (Continued) | INDIA — (Continued) |  |  |
|  \* | India Cements Ltd. | 40895 | $184861 |
|  | India Glycols Ltd. | 9152 | 99624 |
|  | India Nippon Electricals Ltd. | 818 | 8844 |
|  | India Power Corp. Ltd. | 95714 | 12721 |
|  | Indian Bank | 65141 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;630139 |
|  W | Indian Energy Exchange Ltd. | 127492 | 199900 |
|  | Indian Hotels Co. Ltd. | 59960 | 502828 |
|  | Indian Metals & Ferro Alloys Ltd. | 2769 | 37444 |
|  | Indian Oil Corp. Ltd. | 177575 | 332076 |
|  | Indian Railway Catering & Tourism Corp. Ltd. | 39483 | 319196 |
|  W | Indian Railway Finance Corp. Ltd. | 141713 | 196659 |
|  | Indo Count Industries Ltd. | 29913 | 95937 |
|  | Indoco Remedies Ltd. | 6213 | 19623 |
|  | Indraprastha Gas Ltd. | 124532 | 296865 |
|  \* | Indus Towers Ltd. | 268556 | 1101883 |
|  \* | IndusInd Bank Ltd. | 35507 | 317764 |
|  \* | Infibeam Avenues Ltd. | 423812 | 86386 |
|  | Info Edge India Ltd. | 49675 | 768951 |
|  | Infosys Ltd. (INFO IN) | 301896 | 5028861 |
|  | Ingersoll Rand India Ltd. | 2188 | 93832 |
|  \* | Inox Wind Ltd. | 48433 | 84398 |
|  \* | Insecticides India Ltd. | 1658 | 13521 |
|  | Intellect Design Arena Ltd. | 19043 | 241762 |
|  W | InterGlobe Aviation Ltd. | 14591 | 927835 |
|  | IOL Chemicals & Pharmaceuticals Ltd. | 44275 | 46051 |
|  | ION Exchange India Ltd. | 9414 | 42417 |
|  | Ipca Laboratories Ltd. | 27394 | 391818 |
|  | IRB Infrastructure Developers Ltd. | 370150 | 187107 |
|  W | IRCON International Ltd. | 85488 | 163095 |
|  | ISGEC Heavy Engineering Ltd. | 2547 | 25117 |
|  \* | ITC Hotels Ltd. | 27884 | 68105 |
|  | ITC Ltd. | 355636 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1681811 |
|  | J Kumar Infraprojects Ltd. | 13517 | 100693 |
|  | Jagran Prakashan Ltd. | 29376 | 23996 |

---

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##### [**Table of Contents**](#toc)
**WORLD EX U.S. CORE EQUITY PORTFOLIO** 

**CONTINUED** 

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  INDIA — (Continued) | INDIA — (Continued) |  |  |
|  | Jai Corp. Ltd. | 15752 | $29262 |
|  \* | Jain Irrigation Systems Ltd. | 105210 | 60792 |
|  \* | Jaiprakash Power Ventures Ltd. | 829868 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;168476 |
|  | Jammu & Kashmir Bank Ltd. | 143210 | 171101 |
|  | Jamna Auto Industries Ltd. | 27803 | 29629 |
|  | JB Chemicals & Pharmaceuticals Ltd. | 19659 | 371402 |
|  | JBM Auto Ltd. | 4806 | 35912 |
|  | Jindal Poly Films Ltd. | 2062 | 13179 |
|  | Jindal Saw Ltd. | 136410 | 269662 |
|  | Jindal Stainless Ltd. | 171783 | 1458254 |
|  | Jindal Steel Ltd. | 101206 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1216891 |
|  | Jio Financial Services Ltd. | 235961 | 816332 |
|  | JK Cement Ltd. | 9251 | 648987 |
|  | JK Lakshmi Cement Ltd. | 16149 | 158310 |
|  | JK Paper Ltd. | 35115 | 157847 |
|  | JK Tyre & Industries Ltd. | 44973 | 218274 |
|  | JM Financial Ltd. | 126883 | 233983 |
|  | JSW Energy Ltd. | 37102 | 220524 |
|  | JSW Steel Ltd. | 46635 | 634355 |
|  | JTEKT India Ltd. | 17667 | 31029 |
|  | Jubilant Foodworks Ltd. | 100705 | 680250 |
|  | Jubilant Ingrevia Ltd. | 25905 | 201216 |
|  | Jubilant Pharmova Ltd. | 24138 | 296245 |
|  \* | Just Dial Ltd. | 7669 | 66704 |
|  | Jyothy Labs Ltd. | 35223 | 124925 |
|  | Kajaria Ceramics Ltd. | 31869 | 431138 |
|  | Kalpataru Projects International Ltd. | 26041 | 368170 |
|  | Kalyan Jewellers India Ltd. | 20187 | 115942 |
|  | Kalyani Steels Ltd. | 8932 | 87201 |
|  | Kansai Nerolac Paints Ltd. | 18894 | 53003 |
|  | Karnataka Bank Ltd. | 111612 | 225586 |
|  | Karur Vysya Bank Ltd. | 195535 | 536444 |
|  | Kaveri Seed Co. Ltd. | 8491 | 99659 |
|  | KCP Ltd. | 18420 | 42326 |
|  | KDDL Ltd. | 536 | 15108 |
|  | KEC International Ltd. | 39834 | 366555 |
|  | KEI Industries Ltd. | 14956 | 677960 |
|  \* | Kellton Tech Solutions Ltd. | 53725 | 13273 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  INDIA — (Continued) | INDIA — (Continued) |  |  |
|  | Kennametal India Ltd. | 1297 | $30464 |
|  | Kewal Kiran Clothing Ltd. | 3299 | 19209 |
|  \* | Kiri Industries Ltd. | 4565 | 27379 |
|  | Kirloskar Brothers Ltd. | 6585 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;139230 |
|  | Kirloskar Oil Engines Ltd. | 20099 | 226185 |
|  | Kirloskar Pneumatic Co. Ltd. | 1534 | 19338 |
|  | KNR Constructions Ltd. | 46328 | 94728 |
|  \* | Kolte-Patil Developers Ltd. | 10501 | 50677 |
|  | Kotak Mahindra Bank Ltd. | 41331 | 980618 |
|  | KPIT Technologies Ltd. | 47929 | 630180 |
|  | KPR Mill Ltd. | 43921 | 528672 |
|  | KRBL Ltd. | 12438 | 52315 |
|  \*W | Krishna Institute of Medical Sciences Ltd. | 14480 | 117528 |
|  | Krsnaa Diagnostics Ltd. | 3815 | 33356 |
|  | KSB Ltd. | 19515 | 174307 |
|  | L&T Finance Ltd. | 231511 | 705268 |
|  W | L&T Technology Services Ltd. | 4790 | 221832 |
|  | LA Opala RG Ltd. | 1909 | 4934 |
|  | Larsen & Toubro Ltd. | 27381 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1241504 |
|  W | Laurus Labs Ltd. | 57587 | 619380 |
|  | Laxmi Organic Industries Ltd. | 3180 | 6990 |
|  \*W | Lemon Tree Hotels Ltd. | 47536 | 88298 |
|  | LG Balakrishnan & Bros Ltd. | 7963 | 127339 |
|  | LIC Housing Finance Ltd. | 110169 | 710053 |
|  | Lincoln Pharmaceuticals Ltd. | 1483 | 8930 |
|  | Linde India Ltd. | 2015 | 136350 |
|  | LMW Ltd. | 716 | 126828 |
|  | LT Foods Ltd. | 41256 | 195330 |
|  W | LTIMindtree Ltd. | 14151 | 904463 |
|  | Lumax Auto Technologies Ltd. | 10082 | 128287 |
|  | Lumax Industries Ltd. | 1052 | 58979 |
|  | Lupin Ltd. | 62163 | 1380698 |
|  | LUX Industries Ltd. | 1387 | 19976 |
|  | Mahanagar Gas Ltd. | 10030 | 143760 |

---

------

##### [**Table of Contents**](#toc)
**WORLD EX U.S. CORE EQUITY PORTFOLIO** 

**CONTINUED** 

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  INDIA — (Continued) | INDIA — (Continued) |  |  |
|  | Maharashtra Scooters Ltd. | 487 | $82791 |
|  | Maharashtra Seamless Ltd. | 18958 | 121427 |
|  | Mahindra & Mahindra Financial Services Ltd. | 180392 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;640940 |
|  | Mahindra & Mahindra Ltd. | 71093 | 2794406 |
|  \* | Mahindra Holidays & Resorts India Ltd. | 34822 | 129009 |
|  | Mahindra Lifespace Developers Ltd. | 37878 | 164801 |
|  W | Mahindra Logistics Ltd. | 13140 | 52013 |
|  | Maithan Alloys Ltd. | 2030 | 25278 |
|  \* | Man Industries India Ltd. | 2266 | 10526 |
|  | Man Infraconstruction Ltd. | 30854 | 51548 |
|  | Manali Petrochemicals Ltd. | 12348 | 10282 |
|  | Manappuram Finance Ltd. | 235523 | 718167 |
|  | Mangalam Cement Ltd. | 2293 | 20091 |
|  \* | Mangalore Refinery & Petrochemicals Ltd. | 27248 | 50861 |
|  | Marico Ltd. | 102266 | 831349 |
|  | Marksans Pharma Ltd. | 74161 | 152836 |
|  | Maruti Suzuki India Ltd. | 4897 | 890112 |
|  W | MAS Financial Services Ltd. | 17424 | 59847 |
|  | Mastek Ltd. | 4519 | 108827 |
|  \* | Max Estates Ltd. | 2346 | 12384 |
|  | Max Healthcare Institute Ltd. | 28599 | 370099 |
|  \* | Max India Ltd. | 3390 | 8163 |
|  | Mayur Uniquoters Ltd. | 8317 | 50467 |
|  | Mazagon Dock Shipbuilders Ltd. | 4176 | 128658 |
|  W | Medi Assist Healthcare Services Ltd. | 3525 | 22429 |
|  \* | Meghmani Organics Ltd. | 33015 | 30006 |
|  \*W | Metropolis Healthcare Ltd. | 7189 | 160123 |
|  | Minda Corp. Ltd. | 11926 | 75710 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  INDIA — (Continued) | INDIA — (Continued) |  |  |
|  W | Mishra Dhatu Nigam Ltd. | 5601 | $24216 |
|  | MM Forgings Ltd. | 7250 | 25298 |
|  | MOIL Ltd. | 22181 | 91359 |
|  | Monte Carlo Fashions Ltd. | 3649 | 28767 |
|  | Morepen Laboratories Ltd. | 106810 | 57255 |
|  | Motherson Sumi Wiring India Ltd. | 781025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;414161 |
|  | Motilal Oswal Financial Services Ltd. | 49532 | 544556 |
|  | Mphasis Ltd. | 33542 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1040924 |
|  | MPS Ltd. | 256 | 6250 |
|  | MRF Ltd. | 693 | 1232775 |
|  | Mrs Bectors Food Specialities Ltd. | 6046 | 90943 |
|  | MSTC Ltd. | 7750 | 47132 |
|  | Muthoot Finance Ltd. | 53243 | 1915086 |
|  \* | Nalwa Sons Investments Ltd. | 187 | 15208 |
|  | Narayana Hrudayalaya Ltd. | 24947 | 492611 |
|  | Natco Pharma Ltd. | 20784 | 191778 |
|  | National Aluminium Co. Ltd. | 319195 | 840345 |
|  | National Fertilizers Ltd. | 35078 | 36963 |
|  | Nava Ltd. | 55260 | 385061 |
|  | Navneet Education Ltd. | 38450 | 69829 |
|  \* | Nazara Technologies Ltd. | 16360 | 48966 |
|  | NCC Ltd. | 133271 | 319472 |
|  | NCL Industries Ltd. | 8249 | 18324 |
|  | NELCO Ltd. | 3872 | 37807 |
|  | Neogen Chemicals Ltd. | 1069 | 17335 |
|  | NESCO Ltd. | 8606 | 132996 |
|  | Nestle India Ltd. | 46162 | 661773 |
|  | Neuland Laboratories Ltd. | 1127 | 209939 |
|  | Newgen Software Technologies Ltd. | 4385 | 47930 |
|  | NHPC Ltd. | 332705 | 317734 |
|  | NIIT Learning Systems Ltd. | 25172 | 92940 |
|  | NIIT Ltd. | 36661 | 43041 |
|  | Nilkamal Ltd. | 2650 | 45057 |
|  W | Nippon Life India Asset Management Ltd. | 24720 | 243473 |
|  | Nitin Spinners Ltd. | 8550 | 32226 |

---

------

##### [**Table of Contents**](#toc)
**WORLD EX U.S. CORE EQUITY PORTFOLIO** 

**CONTINUED** 

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  INDIA — (Continued) | INDIA — (Continued) |  |  |
|  | NLC India Ltd. | 66590 | $195963 |
|  | NMDC Ltd. | 788721 | 672054 |
|  \* | NMDC Steel Ltd. | 262907 | 127071 |
|  | NOCIL Ltd. | 34528 | 71878 |
|  | Novartis India Ltd. | 1821 | 17752 |
|  | NRB Bearings Ltd. | 20512 | 63242 |
|  | NTPC Ltd. | 245260 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;928891 |
|  | Nucleus Software Exports Ltd. | 3058 | 34668 |
|  | Nuvama Wealth Management Ltd. | 1578 | 126502 |
|  | Oberoi Realty Ltd. | 36793 | 736135 |
|  | Oil & Natural Gas Corp. Ltd. | 110895 | 319653 |
|  | Oil India Ltd. | 85333 | 416773 |
|  \* | Onesource Specialty Pharma Ltd. | 9739 | 202853 |
|  | Oracle Financial Services Software Ltd. | 5536 | 531188 |
|  | Orient Cement Ltd. | 25342 | 61136 |
|  | Orient Electric Ltd. | 25426 | 60935 |
|  \* | Orient Green Power Co. Ltd. | 135608 | 21405 |
|  | Oriental Hotels Ltd. | 5689 | 7884 |
|  | Page Industries Ltd. | 938 | 431423 |
|  | Paisalo Digital Ltd. | 133713 | 57044 |
|  | Panama Petrochem Ltd. | 5121 | 15389 |
|  W | Parag Milk Foods Ltd., Class F | 9183 | 32146 |
|  | Patanjali Foods Ltd. | 17649 | 119778 |
|  \* | Patel Engineering Ltd. | 121503 | 51057 |
|  \* | PB Fintech Ltd. | 11473 | 230372 |
|  \* | PC Jeweller Ltd. | 661290 | 86672 |
|  | PCBL Chemical Ltd. | 61168 | 249208 |
|  \* | Peninsula Land Ltd. | 4741 | 1850 |
|  \* | Pennar Industries Ltd. | 19375 | 57023 |
|  | Persistent Systems Ltd. | 21594 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1438109 |
|  | Petronet LNG Ltd. | 271281 | 858847 |
|  | PG Electroplast Ltd. | 15159 | 97433 |
|  | Phoenix Mills Ltd. | 23628 | 449816 |
|  | PI Industries Ltd. | 13700 | 552162 |
|  | Pidilite Industries Ltd. | 30894 | 503985 |
|  \* | Piramal Finance Ltd. | 28361 | 359164 |
|  | Piramal Pharma Ltd. | 117310 | 265110 |
|  | Pitti Engineering Ltd. | 587 | 6213 |
|  W | PNB Housing Finance Ltd. | 40860 | 427388 |
|  | PNC Infratech Ltd. | 41157 | 129956 |
|  | Poly Medicure Ltd. | 4687 | 105565 |
|  | Polycab India Ltd. | 6068 | 526667 |
|  | Polyplex Corp. Ltd. | 6105 | 65655 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  INDIA — (Continued) | INDIA — (Continued) |  |  |
|  \* | Poonawalla Fincorp Ltd. | 59773 | $324107 |
|  | Power Finance Corp. Ltd. | 421622 | 1913235 |
|  | Power Grid Corp. of India Ltd. | 289097 | 937970 |
|  | Power Mech Projects Ltd. | 3950 | 110749 |
|  | Praj Industries Ltd. | 26040 | 98755 |
|  | Prakash Industries Ltd. | 57269 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;105740 |
|  W | Prataap Snacks Ltd. | 2707 | 33423 |
|  | Precision Wires India Ltd. | 13794 | 34963 |
|  | Prestige Estates Projects Ltd. | 37413 | 737861 |
|  \* | Pricol Ltd. | 26229 | 156166 |
|  | Prince Pipes & Fittings Ltd. | 6881 | 24702 |
|  \* | Prism Johnson Ltd. | 43150 | 73733 |
|  | Privi Speciality Chemicals Ltd. | 2218 | 72587 |
|  | Procter & Gamble Health Ltd. | 2614 | 181157 |
|  | Procter & Gamble Hygiene & Health Care Ltd. | 1102 | 165705 |
|  | PTC India Ltd. | 86024 | 162746 |
|  | Punjab National Bank | 271706 | 375764 |
|  W | Quess Corp. Ltd. | 19671 | 53104 |
|  | R Systems International Ltd. | 4412 | 21267 |
|  | Radico Khaitan Ltd. | 11298 | 398705 |
|  | Rail Vikas Nigam Ltd. | 7351 | 27210 |
|  | Rain Industries Ltd. | 61259 | 92036 |
|  \* | Rajesh Exports Ltd. | 14403 | 29412 |
|  | Rallis India Ltd. | 18917 | 54993 |
|  | Ramco Cements Ltd. | 27322 | 319106 |
|  | Ramco Industries Ltd. | 13704 | 54337 |
|  | Ramkrishna Forgings Ltd. | 23190 | 141548 |
|  | Rane Holdings Ltd. | 2514 | 43636 |
|  | Rashtriya Chemicals & Fertilizers Ltd. | 55235 | 92653 |
|  | Ratnamani Metals & Tubes Ltd. | 6518 | 177192 |
|  \* | RattanIndia Power Ltd. | 284216 | 34963 |
|  \* | Raymond Lifestyle Ltd. | 11795 | 156938 |
|  \* | Raymond Ltd. | 14744 | 95587 |
|  \* | Raymond Realty Ltd. | 14744 | 102572 |
|  W | RBL Bank Ltd. | 141818 | 520637 |
|  | REC Ltd. | 477632 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2017234 |

---

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##### [**Table of Contents**](#toc)
**WORLD EX U.S. CORE EQUITY PORTFOLIO** 

**CONTINUED** 

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  INDIA — (Continued) | INDIA — (Continued) |  |  |
|  | Redington Ltd. | 224470 | $642682 |
|  | Redtape Ltd. | 44420 | 68043 |
|  | Relaxo Footwears Ltd. | 10941 | 53787 |
|  | Reliance Industrial Infrastructure Ltd. | 2215 | 22309 |
|  | Reliance Industries Ltd. (RIL IN) | 471922 | 7899783 |
|  \* | Reliance Infrastructure Ltd. | 40867 | 98848 |
|  \* | Reliance Power Ltd. | 916309 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;476185 |
|  \* | Religare Enterprises Ltd. | 4652 | 13839 |
|  | Repco Home Finance Ltd. | 12674 | 59644 |
|  | Rico Auto Industries Ltd. | 31447 | 29480 |
|  | RITES Ltd. | 28740 | 79289 |
|  | Route Mobile Ltd. | 4960 | 39823 |
|  | RPG Life Sciences Ltd. | 1466 | 39493 |
|  \* | Sagar Cements Ltd. | 10335 | 26137 |
|  \*W | Salasar Techno Engineering Ltd. | 137948 | 16002 |
|  | Samvardhana Motherson International Ltd. | 844520 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1002065 |
|  | Sandhar Technologies Ltd. | 3136 | 18048 |
|  | Sandur Manganese & Iron Ores Ltd. | 21489 | 52370 |
|  | Sangam India Ltd. | 553 | 2835 |
|  | Sanghvi Movers Ltd. | 6740 | 30056 |
|  | Sanofi Consumer Healthcare India Ltd. | 2438 | 134234 |
|  | Sanofi India Ltd. | 2438 | 131525 |
|  W | Sansera Engineering Ltd. | 3442 | 58268 |
|  \* | Sapphire Foods India Ltd. | 20690 | 66889 |
|  | Sarda Energy & Minerals Ltd. | 27550 | 164195 |
|  | Sasken Technologies Ltd. | 899 | 13908 |
|  \* | Satin Creditcare Network Ltd. | 3262 | 5756 |
|  | Savita Oil Technologies Ltd. | 6016 | 26855 |
|  | SBI Cards & Payment Services Ltd. | 16690 | 165488 |
|  W | SBI Life Insurance Co. Ltd. | 27938 | 615731 |
|  | Schaeffler India Ltd. | 5290 | 240159 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  INDIA — (Continued) | INDIA — (Continued) |  |  |
|  \* | Schneider Electric Infrastructure Ltd. | 15960 | $150035 |
|  \* | SEAMEC Ltd. | 1720 | 17342 |
|  \* | SEPC Ltd. | 382773 | 45123 |
|  \* | Sequent Scientific Ltd. | 15132 | 36632 |
|  | Seshasayee Paper & Boards Ltd. | 6832 | 19656 |
|  W | SH Kelkar & Co. Ltd. | 18152 | 45100 |
|  \* | Shalby Ltd. | 4833 | 13012 |
|  | Shankara Building Products Ltd. | 1193 | 1881 |
|  | Shankara Buildpro Ltd. | 1193 | 9884 |
|  | Shanthi Gears Ltd. | 4322 | 23883 |
|  | Sharda Cropchem Ltd. | 10452 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;101821 |
|  | Sharda Motor Industries Ltd. | 2710 | 31640 |
|  | Share India Securities Ltd. | 17297 | 36345 |
|  | Shilpa Medicare Ltd. | 20432 | 80937 |
|  | Shipping Corp. of India Land & Assets Ltd. | 59327 | 34072 |
|  | Shipping Corp. of India Ltd. | 65823 | 192023 |
|  \* | Shoppers Stop Ltd. | 11621 | 66988 |
|  | Shree Cement Ltd. | 713 | 227367 |
|  | Shriram Finance Ltd. | 329700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2789641 |
|  | Shriram Pistons & Rings Ltd. | 2248 | 66138 |
|  \* | Siemens Energy India Ltd. | 1925 | 68939 |
|  | Siemens Ltd. | 1925 | 67255 |
|  \* | SIS Ltd. | 16961 | 63754 |
|  | Siyaram Silk Mills Ltd. | 4520 | 38382 |
|  | SJS Enterprises Ltd. | 3196 | 57960 |
|  | SKF India Industrial Ltd. | 5640 | 172076 |
|  | SKF India Ltd. | 5640 | 134894 |
|  | Skipper Ltd. | 5063 | 29760 |
|  | Sobha Ltd. | 8818 | 160781 |
|  | Solar Industries India Ltd. | 6105 | 956393 |
|  \* | Solara Active Pharma Sciences Ltd. | 4763 | 32323 |
|  | Somany Ceramics Ltd. | 5724 | 29390 |
|  | Sonata Software Ltd. | 59569 | 248924 |
|  | South Indian Bank Ltd. | 648890 | 268902 |

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##### [**Table of Contents**](#toc)
**WORLD EX U.S. CORE EQUITY PORTFOLIO** 

**CONTINUED** 

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  INDIA — (Continued) | INDIA — (Continued) |  |  |
|  \* | Spandana Sphoorty Financial Ltd. | 783 | $2009 |
|  | SRF Ltd. | 24207 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;799924 |
|  | Star Cement Ltd. | 20987 | 60485 |
|  | State Bank of India (SBID LI), GDR | 490 | 51942 |
|  | State Bank of India (SBIN IN) | 114695 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1211534 |
|  | State Bank of India (SBKFF US), GDR | 2177 | 230762 |
|  | Steel Authority of India Ltd. | 331912 | 509921 |
|  \* | Sterlite Technologies Ltd. | 52825 | 69843 |
|  \* | STL Networks Ltd. | 52825 | 15573 |
|  | Strides Pharma Science Ltd. | 19479 | 204185 |
|  \* | Stylam Industries Ltd. | 1806 | 41486 |
|  | Styrenix Performance Materials Ltd. | 603 | 16049 |
|  \* | Subex Ltd. | 85031 | 12349 |
|  | Subros Ltd. | 10122 | 123404 |
|  | Sudarshan Chemical Industries Ltd. | 12850 | 166102 |
|  | Sumitomo Chemical India Ltd. | 18532 | 104751 |
|  | Sun Pharmaceutical Industries Ltd. (SUNP IN) | 39264 | 748616 |
|  | Sun TV Network Ltd. | 29483 | 186326 |
|  | Sundaram Finance Ltd. | 12288 | 630379 |
|  | Sundaram-Clayton Ltd. | 1656 | 27828 |
|  | Sundram Fasteners Ltd. | 23120 | 246353 |
|  | Sunflag Iron & Steel Co. Ltd. | 5016 | 15124 |
|  | Sunteck Realty Ltd. | 18820 | 93608 |
|  | Suprajit Engineering Ltd. | 20062 | 100780 |
|  | Supreme Industries Ltd. | 13018 | 557134 |
|  | Supreme Petrochem Ltd. | 22062 | 186492 |
|  | Surya Roshni Ltd. | 27536 | 91086 |
|  \* | Suryoday Small Finance Bank Ltd. | 15323 | 26271 |
|  \* | Suzlon Energy Ltd. | 775346 | 518192 |
|  | Swaraj Engines Ltd. | 1425 | 64099 |
|  W | Syngene International Ltd. | 25178 | 184911 |
|  | TAJGVK Hotels & Resorts Ltd. | 3470 | 16439 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  INDIA — (Continued) | INDIA — (Continued) |  |  |
|  | Talbros Automotive Components Ltd. | 2544 | $8370 |
|  | Tamil Nadu Newsprint & Papers Ltd. | 15403 | 27058 |
|  | Tamilnadu Petroproducts Ltd. | 8299 | 11616 |
|  | Tanla Platforms Ltd. | 8550 | 58875 |
|  \* | TARC Ltd. | 34062 | 60086 |
|  | Tata Chemicals Ltd. | 52847 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;530689 |
|  | Tata Communications Ltd. | 23355 | 492576 |
|  | Tata Consultancy Services Ltd. | 67519 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2325301 |
|  | Tata Consumer Products Ltd. | 39732 | 520332 |
|  | Tata Elxsi Ltd. | 6519 | 400258 |
|  \* | Tata Motors Ltd./new | 242466 | 712201 |
|  | Tata Motors Passenger Vehicles Ltd. | 242466 | 1119382 |
|  | Tata Power Co. Ltd. | 176417 | 803753 |
|  | Tata Steel Ltd. | 1475346 | 3037281 |
|  | TCI Express Ltd. | 3754 | 28739 |
|  | TD Power Systems Ltd. | 29800 | 253984 |
|  \* | TeamLease Services Ltd. | 973 | 18401 |
|  | Tech Mahindra Ltd. | 45211 | 724473 |
|  | Techno Electric & Engineering Co. Ltd. | 12589 | 188468 |
|  | Tega Industries Ltd. | 421 | 9189 |
|  | Texmaco Rail & Engineering Ltd. | 49331 | 75886 |
|  | Thanga Mayil Jewellery Ltd. | 1650 | 40371 |
|  | Thejo Engineering Ltd. | 612 | 12346 |
|  | Themis Medicare Ltd. | 3727 | 5230 |
|  | Thermax Ltd. | 2584 | 93602 |
|  | Thirumalai Chemicals Ltd. | 17134 | 54589 |
|  | Thomas Cook India Ltd. | 36462 | 65755 |
|  W | Thyrocare Technologies Ltd. | 4402 | 68309 |
|  | Tilaknagar Industries Ltd. | 20689 | 122742 |
|  | Time Technoplast Ltd. | 104570 | 254233 |
|  | Timken India Ltd. | 5493 | 196344 |
|  | Titagarh Rail System Ltd. | 16029 | 159806 |
|  | Titan Co. Ltd. | 27228 | 1147859 |

---

------

##### [**Table of Contents**](#toc)
**WORLD EX U.S. CORE EQUITY PORTFOLIO** 

**CONTINUED** 

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  INDIA — (Continued) | INDIA — (Continued) |  |  |
|  | Torrent Pharmaceuticals Ltd. | 20591 | $822775 |
|  | Torrent Power Ltd. | 39877 | 591288 |
|  | Tourism Finance Corp. of India Ltd. | 108055 | 85052 |
|  \* | TransIndia Real Estate Ltd. | 10856 | 3533 |
|  | Transport Corp. of India Ltd. | 9892 | 133425 |
|  | Trent Ltd. | 10624 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;561542 |
|  | Trident Ltd. | 309053 | 99504 |
|  | Triveni Engineering & Industries Ltd. | 37325 | 150399 |
|  | Triveni Turbine Ltd. | 9150 | 54972 |
|  | TTK Healthcare Ltd. | 475 | 6294 |
|  | TTK Prestige Ltd. | 10094 | 76566 |
|  | Tube Investments of India Ltd. | 27497 | 935075 |
|  | TVS Holdings Ltd. | 1656 | 282725 |
|  | TVS Motor Co. Ltd. | 47653 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1882204 |
|  | TVS Srichakra Ltd. | 1447 | 67429 |
|  | Uflex Ltd. | 11771 | 71724 |
|  \* | Ugro Capital Ltd. | 21291 | 43825 |
|  \*W | Ujjivan Small Finance Bank Ltd. | 115379 | 67462 |
|  | UltraTech Cement Ltd. | 4812 | 645809 |
|  \* | Unichem Laboratories Ltd. | 9550 | 50883 |
|  | Union Bank of India Ltd. | 199983 | 334138 |
|  | United Breweries Ltd. | 3175 | 64278 |
|  | United Spirits Ltd. | 39557 | 637098 |
|  | UNO Minda Ltd. | 51988 | 721845 |
|  | UPL Ltd. | 193634 | 1566055 |
|  \* | Urja Global Ltd. | 81988 | 12103 |
|  | Usha Martin Ltd. | 48729 | 253360 |
|  | UTI Asset Management Co. Ltd. | 14793 | 208041 |
|  | VA Tech Wabag Ltd. | 14418 | 229015 |
|  | Vadilal Industries Ltd. | 532 | 31752 |
|  | Vaibhav Global Ltd. | 17605 | 53038 |
|  \* | Valor Estate Ltd. | 24477 | 40998 |
|  | Vardhman Special Steels Ltd. | 2805 | 9073 |
|  | Vardhman Textiles Ltd. | 40668 | 201011 |
|  W | Varroc Engineering Ltd. | 13072 | 90198 |
|  | Varun Beverages Ltd. | 111631 | 589713 |
|  \* | Vascon Engineers Ltd. | 4992 | 3747 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  INDIA — (Continued) | INDIA — (Continued) |  |  |
|  | Vedanta Ltd. | 338403 | $1881512 |
|  | Veedol Corp. Ltd. | 1030 | 20515 |
|  | Venky's India Ltd. | 1715 | 29193 |
|  | Vesuvius India Ltd. | 31880 | 176962 |
|  | V-Guard Industries Ltd. | 35226 | 143810 |
|  | Vinati Organics Ltd. | 9335 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;173628 |
|  | Vindhya Telelinks Ltd. | 2575 | 39400 |
|  | Vishnu Chemicals Ltd. | 4745 | 27691 |
|  \* | VL E-Governance & IT Solutions Ltd. | 22171 | 5985 |
|  \* | Vodafone Idea Ltd. | 1722808 | 169270 |
|  | Voltamp Transformers Ltd. | 1363 | 114073 |
|  | Voltas Ltd. | 14336 | 222716 |
|  | VRL Logistics Ltd. | 21374 | 67319 |
|  | VST Industries Ltd. | 18447 | 54173 |
|  | VST Tillers Tractors Ltd. | 975 | 65863 |
|  | Welspun Corp. Ltd. | 50380 | 546698 |
|  | Welspun Enterprises Ltd. | 19817 | 125049 |
|  | Welspun Living Ltd. | 110117 | 160172 |
|  | West Coast Paper Mills Ltd. | 12552 | 64175 |
|  | Westlife Foodworld Ltd. | 15854 | 106634 |
|  | Whirlpool of India Ltd. | 4402 | 68780 |
|  | Wipro Ltd. | 203012 | 550320 |
|  \* | Wockhardt Ltd. | 12157 | 175087 |
|  | Wonderla Holidays Ltd. | 6827 | 43886 |
|  | Yaari Digital Integrated Services Ltd. | 57312 | 13719 |
|  \* | Yes Bank Ltd. | 45820 | 11754 |
|  | Zee Entertainment Enterprises Ltd. | 231835 | 261956 |
|  \* | Zee Media Corp. Ltd. | 107388 | 12100 |
|  | Zensar Technologies Ltd. | 38222 | 342408 |
|  | Zydus Lifesciences Ltd. | 35739 | 393322 |
|  | Zydus Wellness Ltd. | 20775 | 111742 |
|  TOTAL INDIA | TOTAL INDIA |  | 248204160 |
|  INDONESIA — (0.4%) | INDONESIA — (0.4%) |  |  |
|  | ABM Investama Tbk. PT | 144100 | 25638 |
|  | AKR Corporindo Tbk. PT | 1846900 | 135567 |
|  \* | Alam Sutera Realty Tbk. PT | 4051400 | 39430 |

---

------

##### [**Table of Contents**](#toc)
**WORLD EX U.S. CORE EQUITY PORTFOLIO** 

**CONTINUED** 

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  INDONESIA — (Continued) | INDONESIA — (Continued) |  |  |
|  | Alamtri Minerals Indonesia Tbk. PT | 873000 | $73175 |
|  | Alamtri Resources Indonesia Tbk. PT | 4042400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;457626 |
|  \* | Amman Mineral Internasional PT | 37000 | 15782 |
|  | Aneka Tambang Tbk. PT | 2147846 | 399516 |
|  \*†† | Armidian Karyatama Tbk. PT | 544900 | 0 |
|  | Arwana Citramulia Tbk. PT | 1326700 | 43835 |
|  | Aspirasi Hidup Indonesia Tbk. PT | 1894100 | 50539 |
|  | Astra Agro Lestari Tbk. PT | 162100 | 76055 |
|  | Astra International Tbk. PT | 2243000 | 829379 |
|  | Astra Otoparts Tbk. PT | 396000 | 60742 |
|  | Avia Avian Tbk. PT | 1776600 | 44177 |
|  \* | Bank Aladin Syariah Tbk. PT | 602600 | 34046 |
|  | Bank Amar Indonesia Tbk. PT | 503666 | 6962 |
|  | Bank BTPN Syariah Tbk. PT | 700400 | 57649 |
|  | Bank Central Asia Tbk. PT | 2994300 | 1533056 |
|  \* | Bank China Construction Bank Indonesia Tbk. PT | 2812000 | 12352 |
|  \* | Bank Jago Tbk. PT | 185400 | 24357 |
|  \* | Bank KB Indonesia Tbk. PT | 7881856 | 32176 |
|  | Bank Mandiri Persero Tbk. PT | 4366600 | 1237117 |
|  \* | Bank Mayapada International Tbk. PT | 3615992 | 52629 |
|  | Bank Maybank Indonesia Tbk. PT | 1445900 | 17907 |
|  | Bank Negara Indonesia Persero Tbk. PT | 1605600 | 422007 |
|  \* | Bank Neo Commerce Tbk. PT | 2633900 | 61485 |
|  | Bank OCBC Nisp Tbk. PT | 796500 | 65815 |
|  | Bank Pan Indonesia Tbk. PT | 1283500 | 79585 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  INDONESIA — (Continued) | INDONESIA — (Continued) |  |  |
|  | Bank Pembangunan Daerah Jawa Barat Dan Banten Tbk. PT | 820743 | $39729 |
|  | Bank Pembangunan Daerah Jawa Timur Tbk. PT | 1259300 | 41265 |
|  | Bank Rakyat Indonesia Persero Tbk. PT | 3159234 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;755753 |
|  | Bank Syariah Indonesia Tbk. PT | 833160 | 127595 |
|  | Bank Tabungan Negara Persero Tbk. PT | 1737592 | 127768 |
|  \* | Barito Pacific Tbk. PT | 873282 | 180983 |
|  | Barito Renewables Energy Tbk. PT | 44000 | 22940 |
|  | BFI Finance Indonesia Tbk. PT | 2437900 | 117882 |
|  | BISI International Tbk. PT | 199000 | 10644 |
|  | Blue Bird Tbk. PT | 168500 | 17935 |
|  \* | Buana Lintas Lautan Tbk. PT | 3163100 | 41383 |
|  \* | Bukalapak.com Tbk. PT | 17484300 | 176633 |
|  | Bukit Asam Tbk. PT | 1240600 | 178925 |
|  \* | Buma Internasional Grup Tbk. PT | 1404500 | 28848 |
|  \* | Bumi Resources Minerals Tbk. PT | 5308700 | 293290 |
|  \* | Bumi Resources Tbk. PT | 17330300 | 147785 |
|  \* | Bumi Serpong Damai Tbk. PT | 1288000 | 75723 |
|  \* | Capital Financial Indonesia Tbk. PT | 1344700 | 88527 |
|  \* | Cemindo Gemilang PT | 689100 | 31905 |
|  | Charoen Pokphand Indonesia Tbk. PT | 774400 | 217320 |
|  W | Cikarang Listrindo Tbk. PT | 409000 | 17336 |
|  | Ciputra Development Tbk. PT | 2794447 | 148446 |
|  | Cisarua Mountain Dairy Tbk. PT | 198800 | 67815 |
|  \* | Citra Marga Nusaphala Persada Tbk. PT | 166518 | 13000 |
|  | Dayamitra Telekomunikasi PT | 3553900 | 119641 |

---

------

##### [**Table of Contents**](#toc)
**WORLD EX U.S. CORE EQUITY PORTFOLIO** 

**CONTINUED** 

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  INDONESIA — (Continued) | INDONESIA — (Continued) |  |  |
|  | Dharma Satya Nusantara Tbk. PT | 1298400 | $147323 |
|  \* | Dian Swastatika Sentosa Tbk. PT | 57900 | 294236 |
|  | Elang Mahkota Teknologi Tbk. PT | 3429100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;243735 |
|  | Elnusa Tbk. PT | 1799200 | 55223 |
|  \* | Energi Mega Persada Tbk. PT | 3527000 | 175007 |
|  | Erajaya Swasembada Tbk. PT | 3182500 | 81081 |
|  | ESSA Industries Indonesia Tbk. PT | 2376500 | 87836 |
|  | Gajah Tunggal Tbk. PT | 649500 | 40624 |
|  | Garudafood Putra Putri Jaya Tbk. PT | 2647400 | 57275 |
|  | Golden Energy Mines Tbk. PT | 50500 | 27472 |
|  | Gudang Garam Tbk. PT | 171300 | 178252 |
|  \* | Harum Energy Tbk. PT | 505500 | 35528 |
|  \* | Impack Pratama Industri Tbk. PT | 1776300 | 251797 |
|  | Indah Kiat Pulp & Paper Tbk. PT | 759900 | 339853 |
|  | Indika Energy Tbk. PT | 446900 | 56098 |
|  | Indo Tambangraya Megah Tbk. PT | 140900 | 198980 |
|  | Indocement Tunggal Prakarsa Tbk. PT | 227200 | 85287 |
|  | Indofood CBP Sukses Makmur Tbk. PT | 142700 | 74576 |
|  | Indofood Sukses Makmur Tbk. PT | 1133000 | 504202 |
|  | Indomobil Sukses Internasional Tbk. PT | 398300 | 27563 |
|  | Indosat Tbk. PT | 1060400 | 120058 |
|  | Industri Jamu Dan Farmasi Sido Muncul Tbk. PT | 2078076 | 69949 |
|  \*†† | Inti Agri Resources Tbk. PT | 532800 | 0 |
|  \* | Intiland Development Tbk. PT | 873100 | 7036 |
|  | Japfa Comfeed Indonesia Tbk. PT | 1792100 | 270101 |
|  | Jasa Marga Persero Tbk. PT | 367604 | 78893 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  INDONESIA — (Continued) | INDONESIA — (Continued) |  |  |
|  | Jaya Real Property Tbk. PT | 957600 | $49467 |
|  | Kalbe Farma Tbk. PT | 1747300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;134021 |
|  | Kawasan Industri Jababeka Tbk. PT | 5806510 | 66625 |
|  \* | Lippo Karawaci Tbk. PT | 10772700 | 57636 |
|  | Map Aktif Adiperkasa PT | 3040400 | 127668 |
|  | Matahari Department Store Tbk. PT | 289600 | 29338 |
|  | Mayora Indah Tbk. PT | 633400 | 81000 |
|  | Medco Energi Internasional Tbk. PT | 3468500 | 277554 |
|  \* | Media Nusantara Citra Tbk. PT | 2673600 | 43070 |
|  | Medikaloka Hermina Tbk. PT | 2104600 | 190028 |
|  \* | Merdeka Battery Materials Tbk. PT | 4273500 | 161473 |
|  \* | Merdeka Copper Gold Tbk. PT | 1354142 | 198144 |
|  \* | Metro Healthcare Indonesia Tbk. PT | 1818200 | 35187 |
|  | Metrodata Electronics Tbk. PT | 1934000 | 70898 |
|  | Midi Utama Indonesia Tbk. PT | 405000 | 10075 |
|  | Mitra Adiperkasa Tbk. PT | 3535200 | 273834 |
|  | Mitra Keluarga Karyasehat Tbk. PT | 457700 | 71024 |
|  | Mitra Pinasthika Mustika Tbk. PT | 655500 | 38223 |
|  \* | MNC Digital Entertainment Tbk. PT | 978300 | 29701 |
|  \* | MNC Tourism Indonesia Tbk. PT | 19621000 | 172064 |
|  W | Nusantara Sejahtera Raya Tbk. PT | 994300 | 7123 |
|  | Pabrik Kertas Tjiwi Kimia Tbk. PT | 426900 | 178753 |
|  \* | Pacific Strategic Financial Tbk. PT | 719300 | 48659 |
|  | Pakuwon Jati Tbk. PT | 4627000 | 102249 |
|  \* | Panin Financial Tbk. PT | 3727900 | 53747 |
|  | Pantai Indah Kapuk Dua Tbk. PT | 70500 | 59679 |

---

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##### [**Table of Contents**](#toc)
**WORLD EX U.S. CORE EQUITY PORTFOLIO** 

**CONTINUED** 

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  INDONESIA — (Continued) | INDONESIA — (Continued) |  |  |
|  | Perusahaan Gas Negara Tbk. PT | 1396500 | $146013 |
|  | Perusahaan Perkebunan London Sumatra Indonesia Tbk. PT | 918500 | 77531 |
|  | Petrindo Jaya Kreasi Tbk. PT | 2642000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;318975 |
|  | Petrosea Tbk. PT | 659800 | 269276 |
|  \*†† | Pool Advista Indonesia Tbk. PT | 107000 | 60 |
|  \* | PP Persero Tbk. PT | 611000 | 14019 |
|  | Puradelta Lestari Tbk. PT | 3333600 | 26633 |
|  \*†† | Rimo International Lestari Tbk. PT | 17222700 | 0 |
|  | Rukun Raharja Tbk. PT | 207100 | 50434 |
|  | Samudera Indonesia Tbk. PT | 2565000 | 48750 |
|  \* | Sarana Meditama Metropolitan Tbk. PT | 1026800 | 18784 |
|  | Sarana Menara Nusantara Tbk. PT | 4605100 | 150717 |
|  | Sariguna Primatirta Tbk. PT | 1578200 | 51195 |
|  | Sawit Sumbermas Sarana Tbk. PT | 939900 | 90964 |
|  \*†† | Sekawan Intipratama Tbk. PT | 253200 | 0 |
|  | Selamat Sempurna Tbk. PT | 783200 | 90405 |
|  | Semen Indonesia Persero Tbk. PT | 664510 | 110090 |
|  \* | Siloam International Hospitals Tbk. PT | 230468 | 30055 |
|  \*†† | Sri Rejeki Isman Tbk. PT | 5584400 | 0 |
|  | Sumber Alfaria Trijaya Tbk. PT | 3922400 | 473637 |
|  | Sumber Tani Agung Resources Tbk. PT | 666200 | 55718 |
|  | Summarecon Agung Tbk. PT | 2680323 | 63077 |
|  | Surya Citra Media Tbk. PT | 4617500 | 93639 |
|  | Surya Semesta Internusa Tbk. PT | 1950500 | 182732 |
|  # | Telkom Indonesia Persero Tbk. PT (TLK US), ADR | 4314 | 84511 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  INDONESIA — (Continued) | INDONESIA — (Continued) |  |  |
|  | Telkom Indonesia Persero Tbk. PT (TLKM IJ) | 1659900 | $321082 |
|  | Temas Tbk. PT | 3424000 | 26749 |
|  | Tempo Scan Pacific Tbk. PT | 231900 | 39737 |
|  | Timah Tbk. PT | 691000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;110866 |
|  | Tower Bersama Infrastructure Tbk. PT | 510300 | 73047 |
|  \*†† | Trada Alam Minera Tbk. PT | 8033600 | 0 |
|  | Transcoal Pacific Tbk. PT | 108100 | 51015 |
|  \* | Trimegah Sekuritas Indonesia Tbk. PT | 503900 | 15900 |
|  | Triputra Agro Persada PT | 1565000 | 177014 |
|  | Tunas Baru Lampung Tbk. PT | 935614 | 41898 |
|  | Ultrajaya Milk Industry & Trading Co. Tbk. PT | 494600 | 44619 |
|  | Unilever Indonesia Tbk. PT | 549800 | 85250 |
|  | United Tractors Tbk. PT | 472500 | 763975 |
|  | Vale Indonesia Tbk. PT | 477245 | 136173 |
|  \*†† | Waskita Karya Persero Tbk. PT | 3327686 | 7580 |
|  \*†† | Wijaya Karya Persero Tbk. PT | 2883734 | 13266 |
|  | XLSMART Telecom Sejahtera Tbk. PT | 1519729 | 238424 |
|  TOTAL INDONESIA | TOTAL INDONESIA | TOTAL INDONESIA | 19646710 |
|  IRELAND — (0.4%) | IRELAND — (0.4%) |  |  |
|  | AIB Group PLC | 659400 | 6077245 |
|  | Bank of Ireland Group PLC | 321482 | 5263622 |
|  | Cairn Homes PLC | 192959 | 428767 |
|  | Dalata Hotel Group PLC | 79144 | 587114 |
|  | FBD Holdings PLC (FBD ID) | 12798 | 214082 |
|  | Glanbia PLC (GLB ID) | 47217 | 799192 |
|  \*W | Glenveagh Properties PLC | 186836 | 410672 |
|  | Irish Continental Group PLC (IR5B ID) | 43924 | 290647 |

---

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##### [**Table of Contents**](#toc)
**WORLD EX U.S. CORE EQUITY PORTFOLIO** 

**CONTINUED** 

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  IRELAND — (Continued) | IRELAND — (Continued) |  |  |
|  | Kerry Group PLC (KYGA ID), Class A | 8801 | $802852 |
|  | Kingspan Group PLC (KSP ID) | 33331 | 2495768 |
|  \* | Permanent TSB Group Holdings PLC | 27099 | 90812 |
|  TOTAL IRELAND | TOTAL IRELAND |  | 17460773 |
|  ISRAEL — (0.8%) | ISRAEL — (0.8%) |  |  |
|  #\* | Adgar Investment & Development Ltd. | 20210 | 31748 |
|  \* | AFI Properties Ltd. | 3808 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;258186 |
|  | Africa Israel Residences Ltd. | 1024 | 89176 |
|  \* | Airport City Ltd. | 12331 | 243741 |
|  \* | Allot Ltd. | 4114 | 40390 |
|  | Alony Hetz Properties & Investments Ltd. | 23769 | 291419 |
|  | Alrov Properties & Lodgings Ltd. | 2536 | 227785 |
|  | Amos Luzon Development & Energy Group Ltd. | 42724 | 48676 |
|  | Amot Investments Ltd. | 14608 | 115329 |
|  | Analyst IMS Investment Management Services Ltd. | 1267 | 52953 |
|  | Arad Ltd. | 4947 | 79051 |
|  \* | Argo Properties NV | 2506 | 91879 |
|  \* | Ashdod Refinery Ltd. | 2316 | 39213 |
|  # | Ashtrom Group Ltd. | 8814 | 201380 |
|  | AudioCodes Ltd. (AUDC US) | 7330 | 65457 |
|  | Aura Investments Ltd. | 12697 | 91585 |
|  | Automatic Bank Services Ltd. | 5810 | 40391 |
|  | Azorim-Investment Development & Construction Co. Ltd. | 9305 | 62324 |
|  | Azrieli Group Ltd. | 1691 | 178404 |
|  | Bank Hapoalim BM | 144881 | 2938572 |
|  | Bank Leumi Le-Israel BM | 212296 | 4308753 |
|  \* | Bet Shemesh Engines Holdings 1997 Ltd. | 1819 | 375074 |
|  | Bezeq The Israeli Telecommunication Corp. Ltd. | 239336 | 490232 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  ISRAEL — (Continued) | ISRAEL — (Continued) |  |  |
|  | Big Shopping Centers Ltd. | 1233 | $275833 |
|  | Blue Square Real Estate Ltd. | 1552 | 187549 |
|  \* | Camtek Ltd. | 1451 | 181330 |
|  | Carasso Motors Ltd. | 9772 | 117405 |
|  \* | Cellcom Israel Ltd. (CEL IT) | 48962 | 510408 |
|  | Clal Insurance Enterprises Holdings Ltd. | 23464 | 1304720 |
|  | Cohen Development Gas & Oil Ltd. | 260 | 17090 |
|  \* | Compugen Ltd. | 10412 | 17307 |
|  | Danel Adir Yeoshua Ltd. | 2031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;281048 |
|  | Danya Cebus Ltd. | 1918 | 80632 |
|  | Delek Automotive Systems Ltd. | 6426 | 54060 |
|  | Delek Group Ltd. | 2779 | 730696 |
|  | Delta Galil Ltd. | 5326 | 297362 |
|  | Delta Israel Brands Ltd. | 1199 | 38870 |
|  | Diplomat Holdings Ltd. | 1100 | 17416 |
|  # | Direct Finance of Direct Group 2006 Ltd. | 165 | 28593 |
|  | Dor Alon Energy in Israel 1988 Ltd. | 1403 | 63238 |
|  \* | Doral Group Renewable Energy Resources Ltd. | 28316 | 202858 |
|  | Duniec Brothers Ltd. | 917 | 76214 |
|  \* | El Al Israel Airlines | 55931 | 232416 |
|  | Elbit Systems Ltd. (ESLT US) | 311 | 148269 |
|  | Electra Consumer Products 1970 Ltd. | 1849 | 64036 |
|  | Electra Ltd. | 11100 | 351739 |
|  \* | Electra Real Estate Ltd. | 2119 | 32391 |
|  | Energix-Renewable Energies Ltd. | 19149 | 88440 |
|  \* | Enlight Renewable Energy Ltd. (ENLT IT) | 3423 | 118982 |
|  \* | Enlight Renewable Energy Ltd. (ENLT US) | 3135 | 110352 |
|  \* | Equital Ltd. | 7659 | 365258 |
|  \* | Fattal Holdings 1998 Ltd. | 1780 | 323081 |

---

------

##### [**Table of Contents**](#toc)
**WORLD EX U.S. CORE EQUITY PORTFOLIO** 

**CONTINUED** 

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  ISRAEL — (Continued) | ISRAEL — (Continued) |  |  |
|  | First International Bank of Israel Ltd. | 14348 | $1031937 |
|  | FMS Enterprises Migun Ltd. | 1064 | 61211 |
|  | Formula Systems 1985 Ltd. (FORTY IT) | 2636 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;382657 |
|  | Fox Wizel Ltd. | 3553 | 409350 |
|  \* | Gilat Satellite Networks Ltd. | 8621 | 124245 |
|  \* | Hagag Group Real Estate Development | 11912 | 85596 |
|  | Hamat Group Ltd. | 5314 | 24938 |
|  | Harel Insurance Investments & Financial Services Ltd. | 26685 | 930058 |
|  | Hilan Ltd. | 4993 | 393352 |
|  | Hiper Global Ltd. | 1464 | 8329 |
|  | ICL Group Ltd. | 43607 | 285647 |
|  | IDI Insurance Co. Ltd. | 3452 | 204679 |
|  \* | IES Holdings Ltd. | 852 | 81994 |
|  | Ilex Medical Ltd. | 1583 | 31725 |
|  | Inrom Construction Industries Ltd. | 14455 | 107697 |
|  | Isracard Ltd. | 61649 | 263019 |
|  | Israel Canada TR Ltd. | 15422 | 80340 |
|  | Israel Discount Bank Ltd., Class A | 168812 | 1687070 |
|  | Israel Shipyards Industries Ltd. | 1705 | 65523 |
|  | Isras Investment Co. Ltd. | 575 | 161104 |
|  | Issta Ltd. | 2735 | 88990 |
|  | Kamada Ltd. (KMDA IT) | 2220 | 15508 |
|  \* | Kamada Ltd. (KMDA US) | 6695 | 46329 |
|  | Kardan Real Estate Enterprise & Development Ltd. | 30989 | 66627 |
|  | Kenon Holdings Ltd. | 5202 | 270956 |
|  | Kerur Holdings Ltd. | 1856 | 51715 |
|  | Kvutzat Acro Ltd. | 4883 | 71401 |
|  | Lahav L.R. Real Estate Ltd. | 7178 | 13875 |
|  | Land Development Nimrodi Group Ltd. | 8235 | 94305 |
|  | Lapidoth Capital Ltd. | 1405 | 35255 |
|  | M Yochananof & Sons Ltd. | 1596 | 135053 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  ISRAEL — (Continued) | ISRAEL — (Continued) |  |  |
|  | Magic Software Enterprises Ltd. (MGIC IT) | 1425 | $29207 |
|  | Magic Software Enterprises Ltd. (MGIC US) | 11223 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;232092 |
|  \* | Malam - Team Ltd. | 2662 | 114290 |
|  | Matrix IT Ltd. | 9410 | 348486 |
|  | Max Stock Ltd. | 23380 | 168903 |
|  | Maytronics Ltd. | 16664 | 20630 |
|  | Mediterranean Towers Ltd. | 32870 | 144965 |
|  | Mega Or Holdings Ltd. | 4762 | 292402 |
|  | Meitav Investment House Ltd. | 16138 | 507722 |
|  | Melisron Ltd. | 1840 | 239504 |
|  | MENIF - Financial Services Ltd. | 3440 | 21805 |
|  | Menora Mivtachim Holdings Ltd. | 5554 | 553233 |
|  \* | Meshek Energy Renewable Energies Ltd. | 44062 | 89182 |
|  | Meshulam Levinstein Contracting & Engineering Ltd. | 646 | 97419 |
|  | Migdal Insurance & Financial Holdings Ltd. | 103517 | 371471 |
|  | Mivne Real Estate KD Ltd. | 70674 | 312044 |
|  | Mivtach Shamir Holdings Ltd. | 2074 | 196247 |
|  | Mizrahi Tefahot Bank Ltd. | 21980 | 1429058 |
|  | Naphtha Israel Petroleum Corp. Ltd. | 6012 | 50592 |
|  | Nawi Group Ltd. | 5014 | 82943 |
|  \* | Nayax Ltd. | 521 | 21783 |
|  | Neto Malinda Trading Ltd. | 2327 | 102176 |
|  \* | Neto ME Holdings Ltd. | 161 | 10290 |
|  | Next Vision Stabilized Systems Ltd. | 13571 | 595819 |
|  \* | Nice Ltd. (NICE IT) | 193 | 26327 |
|  #\* | Nice Ltd. (NICE US), Sponsored ADR | 702 | 95935 |
|  \* | Nova Ltd. (NVMI IT) | 586 | 203553 |
|  | Novolog Ltd. | 74680 | 29036 |
|  | Oil Refineries Ltd. | 638286 | 186347 |

---

------

##### [**Table of Contents**](#toc)
**WORLD EX U.S. CORE EQUITY PORTFOLIO** 

**CONTINUED** 

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  ISRAEL — (Continued) | ISRAEL — (Continued) |  |  |
|  | One Software Technologies Ltd. | 15054 | $404795 |
|  \* | OPC Energy Ltd. | 6083 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;109746 |
|  \* | OY Nofar Energy Ltd. | 2215 | 70706 |
|  | Palram Industries 1990 Ltd. | 5010 | 115439 |
|  | Partner Communications Co. Ltd. | 51349 | 509841 |
|  | Paz Retail & Energy Ltd. | 3262 | 696875 |
|  \* | Perion Network Ltd. | 10726 | 100864 |
|  | Phoenix Financial Ltd. | 43541 | 1676199 |
|  # | Plasson Industries Ltd. | 1203 | 70095 |
|  | Polyram Plastic Industries Ltd. | 4798 | 16740 |
|  | Prashkovsky Investments & Construction Ltd. | 2012 | 102618 |
|  \* | Priortech Ltd. | 1631 | 124684 |
|  | Qualitau Ltd. | 2085 | 320562 |
|  | Rami Levy Chain Stores Hashikma Marketing 2006 Ltd. | 3487 | 327716 |
|  \* | Rani Zim Shopping Centers Ltd. | 14142 | 24965 |
|  | Retailors Ltd. | 5865 | 105082 |
|  | Sano-Brunos Enterprises Ltd. | 288 | 35027 |
|  | Scope Metals Group Ltd. | 2905 | 140473 |
|  | Shapir Engineering & Industry Ltd. | 1943 | 17376 |
|  \* | Shikun & Binui Ltd. | 48163 | 268279 |
|  \* | Shikun & Binui Soltec Renewable Energy | 50044 | 41783 |
|  | Shufersal Ltd. | 26366 | 327676 |
|  | Strauss Group Ltd. | 2516 | 70850 |
|  | Summit Real Estate Holdings Ltd. | 15262 | 312509 |
|  # | Tadiran Group Ltd. | 843 | 44895 |
|  W | Tamar Petroleum Ltd. | 20723 | 256538 |
|  \* | TAT Technologies Ltd. | 930 | 39891 |
|  | Tel Aviv Stock Exchange Ltd. | 20243 | 471237 |
|  | Telsys Ltd. | 786 | 47456 |
|  \* | Teva Pharmaceutical Industries Ltd. (TEVA IT) | 30689 | 628400 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  ISRAEL — (Continued) | ISRAEL — (Continued) |  |  |
|  \* | Teva Pharmaceutical Industries Ltd. (TEVA US), Sponsored ADR | 66494 | $1361797 |
|  | Tiv Taam Holdings 1 Ltd. | 17262 | 46787 |
|  \* | Tower Semiconductor Ltd. (TSEM US) | 3902 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;332333 |
|  | Turpaz Industries Ltd. | 5660 | 92559 |
|  \* | Veridis Environment Ltd. | 2880 | 28656 |
|  | Victory Supermarket Chain Ltd. | 1508 | 21362 |
|  | YD More Investments Ltd. | 9388 | 127980 |
|  | YH Dimri Construction & Development Ltd. | 879 | 106063 |
|  TOTAL ISRAEL | TOTAL ISRAEL | TOTAL ISRAEL | 40160111 |
|  ITALY — (2.3%) | ITALY — (2.3%) |  |  |
|  | A2A SpA | 574705 | 1674472 |
|  | ACEA SpA | 17230 | 417898 |
|  | Amplifon SpA | 24895 | 425449 |
|  \* | Aquafil SpA | 10154 | 22238 |
|  | Ariston Holding NV | 13708 | 56991 |
|  | Arnoldo Mondadori Editore SpA | 66336 | 159412 |
|  | Ascopiave SpA | 20805 | 77198 |
|  # | Avio SpA | 355 | 15384 |
|  | Azimut Holding SpA | 45890 | 1795986 |
|  | Banca Generali SpA | 21043 | 1191791 |
|  | Banca IFIS SpA | 8519 | 220094 |
|  | Banca Mediolanum SpA | 80142 | 1611212 |
|  # | Banca Monte dei Paschi di Siena SpA | 689456 | 6046861 |
|  | Banca Profilo SpA | 46925 | 8660 |
|  \*W | Banca Sistema SpA | 18647 | 33724 |
|  | Banco BPM SpA | 403551 | 5879513 |
|  | Banco di Desio e della Brianza SpA | 18839 | 172178 |
|  # | BasicNet SpA | 5690 | 45127 |
|  \*W | BFF Bank SpA | 59627 | 719729 |
|  # | Biesse SpA | 2426 | 15885 |
|  # | BPER Banca SpA | 739498 | 8860590 |
|  | Brembo NV | 16904 | 182316 |
|  # | Brunello Cucinelli SpA | 12044 | 1220639 |
|  | Buzzi SpA | 30301 | 1825442 |
|  \* | Cairo Communication SpA | 20451 | 67923 |
|  W | Carel Industries SpA | 4840 | 125830 |

---

------

##### [**Table of Contents**](#toc)
**WORLD EX U.S. CORE EQUITY PORTFOLIO** 

**CONTINUED** 

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  ITALY — (Continued) | ITALY — (Continued) |  |  |
|  | Cembre SpA | 1546 | $112621 |
|  | Cementir Holding NV | 16157 | 297701 |
|  \* | CIR SpA-Compagnie Industriali | 281282 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;224405 |
|  | Comer Industries SpA | 343 | 14551 |
|  | Credito Emiliano SpA | 37931 | 600500 |
|  #\* | Cy4gate SpA | 3411 | 26037 |
|  | d'Amico International Shipping SA | 18806 | 97423 |
|  # | Danieli & C Officine Meccaniche SpA (DAN IM) | 4771 | 257806 |
|  | Danieli & C Officine Meccaniche SpA (DANR IM) | 14987 | 574656 |
|  | Datalogic SpA | 7679 | 40718 |
|  | De' Longhi SpA | 4608 | 168192 |
|  \*W | doValue SpA | 14473 | 45208 |
|  | Emak SpA | 23116 | 27194 |
|  W | Enav SpA | 24621 | 128648 |
|  | Enel SpA | 756545 | 7653028 |
|  | Eni SpA (ENI IM) | 413747 | 7629277 |
|  | ERG SpA | 13003 | 335427 |
|  | Esprinet SpA | 13585 | 90951 |
|  | Ferrari NV (RACE IM) | 9037 | 3619041 |
|  | Ferretti SpA | 32804 | 107751 |
|  | Fiera Milano SpA | 6134 | 55589 |
|  # | Fila SpA | 13113 | 143779 |
|  | FinecoBank Banca Fineco SpA | 142072 | 3250628 |
|  # | FNM SpA | 63935 | 33514 |
|  | Garofalo Health Care SpA | 7304 | 44012 |
|  | Gefran SpA | 1857 | 26762 |
|  | Generali | 14547 | 560000 |
|  | GPI SpA | 1522 | 29878 |
|  | Hera SpA | 276415 | 1240601 |
|  | IMMSI SpA | 88096 | 58558 |
|  | Intercos SpA | 2611 | 35586 |
|  | Intesa Sanpaolo SpA | 769891 | 4962210 |
|  | Iren SpA | 145146 | 428290 |
|  | Italgas SpA | 167444 | 1756978 |
|  # | Italian Sea Group SpA | 4884 | 27193 |
|  | Italmobiliare SpA | 5539 | 208066 |
|  | Iveco Group NV | 63417 | 1347795 |
|  | Leonardo SpA | 23513 | 1383380 |
|  | Lottomatica Group SpA | 2691 | 66355 |
|  | Maire SpA | 50309 | 763843 |
|  # | MARR SpA | 3876 | 41123 |
|  | MFE-MediaForEurope NV, Class A | 62780 | 226641 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  ITALY — (Continued) | ITALY — (Continued) |  |  |
|  | MFE-MediaForEurope NV (MFEA IM), Class A | 44852 | $158810 |
|  | MFE-MediaForEurope NV (MFEB IM), Class B | 12611 | 58811 |
|  | Moltiply Group SpA | 6507 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;353712 |
|  | Moncler SpA | 34925 | 2095128 |
|  \* | NewPrinces SpA | 6439 | 148183 |
|  W | Nexi SpA | 134584 | 709610 |
|  | Orsero SpA | 2438 | 51079 |
|  W | OVS SpA | 86178 | 434929 |
|  | Pharmanutra SpA | 668 | 35670 |
|  # | Piaggio & C SpA | 32470 | 73922 |
|  W | Pirelli & C SpA | 123131 | 864385 |
|  W | Poste Italiane SpA | 34795 | 838904 |
|  | Prysmian SpA | 43242 | 4508572 |
|  W | RAI Way SpA | 45846 | 314176 |
|  | Recordati Industria Chimica e Farmaceutica SpA | 21981 | 1308348 |
|  | Reply SpA | 6245 | 876454 |
|  \* | Revo SpA | 1993 | 41007 |
|  | Rizzoli Corriere Della Sera Mediagroup SpA | 38378 | 45665 |
|  | Sabaf SpA | 1655 | 26699 |
|  \* | Safilo Group SpA | 47686 | 93172 |
|  # | Saipem SpA | 537870 | 1402197 |
|  \* | Salvatore Ferragamo SpA | 1248 | 10062 |
|  # | Sanlorenzo SpA | 3355 | 131174 |
|  | Sesa SpA | 2358 | 219437 |
|  | Snam SpA | 144354 | 890320 |
|  | Sogefi SpA | 26838 | 108229 |
|  | SOL SpA | 12728 | 745238 |
|  | Stellantis NV (STLAM IM) | 245379 | 2495467 |
|  | Tamburi Investment Partners SpA | 29041 | 293128 |
|  W | Technogym SpA | 36534 | 661742 |
|  \* | Telecom Italia SpA (TIT IM) | 3973595 | 2343001 |
|  \* | Telecom Italia SpA (TITR IM) | 1842049 | 1224751 |
|  | Tenaris SA (TEN IM) | 46810 | 930342 |
|  # | Tenaris SA (TS US), ADR | 10020 | 398796 |
|  | Terna - Rete Elettrica Nazionale | 161736 | 1658453 |
|  \* | TREVI - Finanziaria Industriale SpA | 52648 | 26491 |
|  | TXT e-solutions SpA | 1579 | 60165 |
|  | UniCredit SpA | 126879 | 9394962 |

---

------

##### [**Table of Contents**](#toc)
**WORLD EX U.S. CORE EQUITY PORTFOLIO** 

**CONTINUED** 

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  ITALY — (Continued) | ITALY — (Continued) |  |  |
|  | Unipol Assicurazioni |  |  |
|  | SpA | 170742 | $3738110 |
|  | Webuild SpA | 170551 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;689248 |
|  | Wiit SpA | 2903 | 66102 |
|  # | Zignago Vetro SpA | 1915 | 16576 |
|  TOTAL ITALY | TOTAL ITALY | TOTAL ITALY | 112155685 |
|  JAPAN — (14.6%) | JAPAN — (14.6%) |  |  |
|  # | &Do Holdings Co. Ltd. | 2900 | 20311 |
|  | 77 Bank Ltd. | 20800 | 891535 |
|  | A&D HOLON Holdings Co. Ltd. | 11800 | 154665 |
|  # | AB & Company Co. Ltd. | 5100 | 36280 |
|  | ABC-Mart, Inc. | 21400 | 366620 |
|  | Achilles Corp. | 4500 | 36616 |
|  | Acom Co. Ltd. | 95300 | 271679 |
|  | AD Works Group Co. Ltd. | 22810 | 70390 |
|  | ADEKA Corp. | 28200 | 638949 |
|  # | Ad-sol Nissin Corp. | 3200 | 30472 |
|  | Adtec Plasma Technology Co. Ltd. | 1000 | 7834 |
|  | Advan Group Co. Ltd. | 6600 | 36925 |
|  | Advantest Corp. | 59900 | 8969773 |
|  | Aeon Co. Ltd. | 201672 | 3189786 |
|  \* | Aeon Fantasy Co. Ltd. | 3100 | 56006 |
|  | AEON Financial Service Co. Ltd. | 33900 | 331583 |
|  # | Aeon Hokkaido Corp. | 15900 | 89604 |
|  | Aeon Kyushu Co. Ltd. | 1500 | 29171 |
|  | AFC-HD AMS Life Science Co. Ltd. | 4100 | 22629 |
|  | AGC, Inc. | 24900 | 777951 |
|  # | Ahresty Corp. | 9600 | 49850 |
|  | Ai Holdings Corp. | 3700 | 64271 |
|  | Aica Kogyo Co. Ltd. | 14800 | 348528 |
|  | Aichi Corp. | 11200 | 93577 |
|  | Aichi Financial Group, Inc. | 10889 | 280757 |
|  | Aichi Steel Corp. | 16800 | 289243 |
|  | Aichi Tokei Denki Co. Ltd. | 3600 | 65184 |
|  | Aida Engineering Ltd. | 14200 | 84929 |
|  | Aiful Corp. | 112400 | 330543 |
|  \* | Aiming, Inc. | 11900 | 17486 |
|  | Ain Holdings, Inc. | 7800 | 326814 |
|  | Ainavo Holdings Co. Ltd. | 1600 | 7440 |
|  | Aiphone Co. Ltd. | 4500 | 82244 |
|  | Air Water, Inc. | 54400 | 759707 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  JAPAN — (Continued) | JAPAN — (Continued) |  |  |
|  # | Airman Corp. | 8800 | $109817 |
|  | Airport Facilities Co. Ltd. | 10500 | 70162 |
|  | Airtech Japan Ltd. | 1600 | 13151 |
|  | Aisan Industry Co. Ltd. | 16500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;223573 |
|  | Aisin Corp. | 103000 | 1850930 |
|  | AIT Corp. | 3900 | 50676 |
|  # | Aizawa Securities Group Co. Ltd. | 5300 | 44835 |
|  | Ajinomoto Co., Inc. | 50300 | 1426624 |
|  | Akatsuki Corp. | 8500 | 29473 |
|  | Akatsuki, Inc. | 1800 | 30655 |
|  \* | Akebono Brake Industry Co. Ltd. | 56400 | 41945 |
|  | Akita Bank Ltd. | 5900 | 139793 |
|  | Albis Co. Ltd. | 2300 | 40011 |
|  | Alconix Corp. | 11500 | 161579 |
|  | Alfresa Holdings Corp. | 46200 | 652731 |
|  | Alinco, Inc. | 7300 | 48972 |
|  | Alleanza Holdings Co. Ltd. | 4100 | 27767 |
|  # | Allied Telesis Holdings KK | 17200 | 24243 |
|  | Alpen Co. Ltd. | 5600 | 82672 |
|  # | Alpha Systems, Inc. | 1900 | 44535 |
|  | Alps Alpine Co. Ltd. | 53344 | 671916 |
|  | ALSOK Co. Ltd. | 69100 | 472288 |
|  | Altech Corp. | 6710 | 111311 |
|  | Amada Co. Ltd. | 80000 | 953971 |
|  | Amano Corp. | 21400 | 567779 |
|  # | Amiyaki Tei Co. Ltd. | 3300 | 28473 |
|  | Amuse, Inc. | 4500 | 54995 |
|  | Amvis Holdings, Inc. | 17700 | 60190 |
|  | ANA Holdings, Inc. | 11800 | 221158 |
|  # | Anabuki Kosan, Inc. | 1900 | 26531 |
|  | Anest Iwata Corp. | 8600 | 84616 |
|  | Anicom Holdings, Inc. | 18800 | 96951 |
|  | Anrakutei Co. Ltd. | 600 | 14091 |
|  | Anycolor, Inc. | 5700 | 222348 |
|  #\* | AnyMind Group, Inc. | 6000 | 26913 |
|  | AOI Electronics Co. Ltd. | 1100 | 16483 |
|  | AOKI Holdings, Inc. | 13600 | 146618 |
|  | Aoyama Trading Co. Ltd. | 10200 | 150802 |
|  | Aoyama Zaisan Networks Co. Ltd. | 7300 | 95124 |
|  # | Aozora Bank Ltd. | 31300 | 448156 |
|  | Arakawa Chemical Industries Ltd. | 6700 | 48348 |
|  | Arata Corp. | 9400 | 183137 |
|  | Araya Industrial Co. Ltd. | 900 | 28764 |

---

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##### [**Table of Contents**](#toc)
**WORLD EX U.S. CORE EQUITY PORTFOLIO** 

**CONTINUED** 

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  JAPAN — (Continued) | JAPAN — (Continued) |  |  |
|  | ARCLANDS Corp. | 9179 | $104255 |
|  | Arcs Co. Ltd. | 12280 | 249549 |
|  | ARE Holdings, Inc. | 23300 | 369974 |
|  | Arealink Co. Ltd. | 18400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;121312 |
|  | Argo Graphics, Inc. | 16800 | 149030 |
|  | Arisawa Manufacturing Co. Ltd. | 10600 | 111802 |
|  | Artience Co. Ltd. | 14300 | 291449 |
|  # | Artnature, Inc. | 5822 | 31878 |
|  # | Artner Co. Ltd. | 2000 | 25561 |
|  | As One Corp. | 14300 | 233432 |
|  | Asahi Co. Ltd. | 6500 | 55090 |
|  | Asahi Diamond Industrial Co. Ltd. | 16600 | 90084 |
|  | Asahi Group Holdings Ltd. | 176600 | 1904069 |
|  | Asahi Intecc Co. Ltd. | 32200 | 510605 |
|  | Asahi Kasei Corp. | 226718 | 1737140 |
|  | Asahi Kogyosha Co. Ltd. | 4400 | 89590 |
|  # | Asahi Net, Inc. | 6400 | 29162 |
|  | Asahi Printing Co. Ltd. | 1800 | 10194 |
|  | Asahi Yukizai Corp. | 6800 | 211920 |
|  | Asanuma Corp. | 30000 | 168584 |
|  | Asia Pile Holdings Corp. | 14000 | 110269 |
|  | Asics Corp. | 85600 | 2179733 |
|  | ASKA Pharmaceutical Holdings Co. Ltd. | 8300 | 112717 |
|  | ASKUL Corp. | 13300 | 120929 |
|  | Astellas Pharma, Inc. | 220800 | 2311252 |
|  | Astena Holdings Co. Ltd. | 13800 | 41855 |
|  | Atrae, Inc. | 4600 | 20934 |
|  | Aucnet, Inc. | 8000 | 104684 |
|  | Autobacs Seven Co. Ltd. | 18600 | 185833 |
|  | Aval Data Corp. | 2100 | 31208 |
|  | Avant Group Corp. | 7100 | 72940 |
|  | Avex, Inc. | 8500 | 66616 |
|  | Awa Bank Ltd. | 17600 | 415807 |
|  | Axell Corp. | 1500 | 13431 |
|  | Axial Retailing, Inc. | 20900 | 147611 |
|  | Azbil Corp. | 89600 | 883222 |
|  # | AZ-COM MARUWA Holdings, Inc. | 22900 | 152702 |
|  | AZOOM Co. Ltd. | 1800 | 56071 |
|  | Bandai Namco Holdings, Inc. | 48900 | 1521885 |
|  | Bando Chemical Industries Ltd. | 14200 | 178216 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  JAPAN — (Continued) | JAPAN — (Continued) |  |  |
|  \* | Bank of Innovation, Inc. | 600 | $29614 |
|  | Bank of Iwate Ltd. | 4400 | 115535 |
|  | Bank of Nagoya Ltd. | 12495 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;319048 |
|  | Bank of Saga Ltd. | 4794 | 99539 |
|  | Bank of the Ryukyus Ltd. | 13100 | 127808 |
|  | Base Co. Ltd. | 2400 | 54451 |
|  #\* | baudroie, Inc. | 2800 | 52534 |
|  | BayCurrent, Inc. | 22800 | 1045699 |
|  # | Beauty Garage, Inc. | 3100 | 28433 |
|  # | Belc Co. Ltd. | 3900 | 183102 |
|  | Bell System24 Holdings, Inc. | 14900 | 128020 |
|  | Belluna Co. Ltd. | 16900 | 111365 |
|  | Bewith, Inc. | 3400 | 33220 |
|  | Bic Camera, Inc. | 32300 | 325598 |
|  | BIPROGY, Inc. | 17300 | 698771 |
|  | B-Lot Co. Ltd. | 4000 | 45277 |
|  | Blue Zones Holdings Co. Ltd. | 6800 | 346075 |
|  | BML, Inc. | 8000 | 189520 |
|  # | Bookoff Group Holdings Ltd. | 5300 | 45508 |
|  | Bourbon Corp. | 700 | 11031 |
|  \*†† | Bourbon Corp. SA | 4401 | 0 |
|  | Br Holdings Corp. | 10200 | 22094 |
|  | B-R31 Ice Cream Co. Ltd. | 500 | 13072 |
|  # | BrainPad, Inc. | 5700 | 61826 |
|  | Bridgestone Corp. | 80100 | 3496775 |
|  | Broadmedia Corp. | 1000 | 11009 |
|  | Brother Industries Ltd. | 55700 | 948054 |
|  | Buffalo, Inc. | 1800 | 40446 |
|  # | Bull-Dog Sauce Co. Ltd. | 3500 | 43172 |
|  | Bunka Shutter Co. Ltd. | 16400 | 216297 |
|  | Business Brain Showa-Ota, Inc. | 4000 | 79837 |
|  # | Business Engineering Corp. | 1700 | 69632 |
|  | C Uyemura & Co. Ltd. | 2000 | 162673 |
|  | CAC Holdings Corp. | 3100 | 42937 |
|  | Calbee, Inc. | 20600 | 383381 |
|  | Canon Electronics, Inc. | 7900 | 138198 |
|  | Canon Marketing Japan, Inc. | 13400 | 557986 |
|  | Canon, Inc. (7751 JP) | 32000 | 918970 |
|  | Capcom Co. Ltd. | 48200 | 1258652 |

---

------

##### [**Table of Contents**](#toc)
**WORLD EX U.S. CORE EQUITY PORTFOLIO** 

**CONTINUED** 

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  JAPAN — (Continued) | JAPAN — (Continued) |  |  |
|  | Career Design Center Co. Ltd. | 2000 | $28444 |
|  | Careerlink Co. Ltd. | 2500 | 38290 |
|  | Carlit Co. Ltd. | 6600 | 65454 |
|  | Casio Computer Co. Ltd. | 44300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;347294 |
|  | Cawachi Ltd. | 6000 | 115479 |
|  # | CCI Group, Inc. | 74000 | 316311 |
|  # | CDS Co. Ltd. | 1800 | 21065 |
|  | Celsys, Inc. | 10800 | 114865 |
|  | Central Automotive Products Ltd. | 12300 | 143195 |
|  | Central Glass Co. Ltd. | 9600 | 200285 |
|  | Central Japan Railway Co. | 26000 | 636525 |
|  | Central Security Patrols Co. Ltd. | 2100 | 37081 |
|  # | Central Sports Co. Ltd. | 1900 | 29439 |
|  | Ceres, Inc. | 2400 | 32534 |
|  # | Change Holdings, Inc. | 9600 | 70364 |
|  # | Charm Care Corp. KK | 7200 | 50889 |
|  | Chiba Bank Ltd. | 66700 | 650841 |
|  # | Chiba Kogyo Bank Ltd. | 17300 | 180506 |
|  | Chikaranomoto Holdings Co. Ltd. | 3600 | 32997 |
|  | Chino Corp. | 6200 | 55574 |
|  | Chiyoda Co. Ltd. | 4900 | 31099 |
|  \* | Chiyoda Corp. | 7800 | 20644 |
|  | Chiyoda Integre Co. Ltd. | 5000 | 100258 |
|  | Chofu Seisakusho Co. Ltd. | 6100 | 77342 |
|  | Chori Co. Ltd. | 5000 | 128786 |
|  # | Choushimaru Co. Ltd. | 1900 | 18797 |
|  | Chubu Electric Power Co., Inc. | 54600 | 759254 |
|  | Chubu Shiryo Co. Ltd. | 8400 | 87264 |
|  # | Chubu Steel Plate Co. Ltd. | 4100 | 52641 |
|  | Chudenko Corp. | 9800 | 267447 |
|  | Chuetsu Pulp & Paper Co. Ltd. | 3200 | 34527 |
|  | Chugai Pharmaceutical Co. Ltd. | 40200 | 1839863 |
|  | Chugai Ro Co. Ltd. | 2300 | 69534 |
|  | Chugin Financial Group, Inc. | 50900 | 709795 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  JAPAN — (Continued) | JAPAN — (Continued) |  |  |
|  | Chugoku Electric Power Co., Inc. | 53900 | $299862 |
|  | Chugoku Marine Paints Ltd. | 12500 | 334156 |
|  # | Chuo Spring Co. Ltd. | 8000 | 172419 |
|  # | Chuo Warehouse Co. Ltd. | 1600 | 13726 |
|  | Citizen Watch Co. Ltd. | 72700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;504514 |
|  | CKD Corp. | 14800 | 316912 |
|  # | CK-San-Etsu Co. Ltd. | 1500 | 38855 |
|  | Cleanup Corp. | 8300 | 40947 |
|  | CMK Corp. | 19100 | 49653 |
|  | Coca-Cola Bottlers Japan Holdings, Inc. | 32456 | 519393 |
|  \* | COLOPL, Inc. | 22700 | 65571 |
|  # | Colowide Co. Ltd. | 21900 | 237568 |
|  | Computer Engineering & Consulting Ltd. | 6300 | 88287 |
|  | COMSYS Holdings Corp. | 26405 | 665867 |
|  | Comture Corp. | 10100 | 103813 |
|  | Copro-Holdings Co. Ltd. | 6800 | 45549 |
|  #\* | Core Concept Technologies, Inc. | 4000 | 24634 |
|  # | Core Corp. | 1800 | 24046 |
|  # | Corona Corp. | 5700 | 33381 |
|  # | Cosel Co. Ltd. | 8100 | 64549 |
|  | Cosmo Energy Holdings Co. Ltd. | 47200 | 1077830 |
|  | Cosmos Initia Co. Ltd. | 5600 | 47066 |
|  | Cosmos Pharmaceutical Corp. | 8000 | 357931 |
|  # | Cota Co. Ltd. | 5291 | 41665 |
|  #\* | Cover Corp. | 11700 | 138746 |
|  | Create Restaurants Holdings, Inc. | 72200 | 344218 |
|  | Create SD Holdings Co. Ltd. | 10600 | 219678 |
|  | Credit Saison Co. Ltd. | 55608 | 1354638 |
|  | Creek & River Co. Ltd. | 4300 | 40872 |
|  | Cresco Ltd. | 9200 | 96828 |
|  # | Cross Cat Co. Ltd. | 3100 | 21698 |
|  | CTI Engineering Co. Ltd. | 9800 | 180210 |
|  | CTS Co. Ltd. | 8900 | 51256 |
|  \* | CUC, Inc. | 2000 | 13679 |

---

------

##### [**Table of Contents**](#toc)
**WORLD EX U.S. CORE EQUITY PORTFOLIO** 

**CONTINUED** 

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |
|  | Curves Holdings Co. Ltd. | 19500 | $91873 |
|  | CyberAgent, Inc. | 63900 | 636972 |
|  #\* | CYBERDYNE, Inc. | 45600 | 52039 |
|  | Cybozu, Inc. | 10200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;202966 |
|  | Dai Nippon Printing Co. Ltd. | 48400 | 807814 |
|  | Dai Nippon Toryo Co. Ltd. | 7000 | 57571 |
|  | Daicel Corp. | 78900 | 678863 |
|  | Dai-Dan Co. Ltd. | 11600 | 514021 |
|  | Daido Metal Co. Ltd. | 12900 | 87370 |
|  | Daido Steel Co. Ltd. | 41500 | 392669 |
|  | Daiei Kankyo Co. Ltd. | 1500 | 33359 |
|  | Daifuku Co. Ltd. | 29700 | 946740 |
|  | Daihatsu Infinearth Mfg Co. Ltd. | 7700 | 153021 |
|  | Daihen Corp. | 2300 | 150503 |
|  | Daiho Corp. | 12500 | 64009 |
|  | Dai-Ichi Cutter Kogyo KK | 5000 | 42335 |
|  | Daiichi Jitsugyo Co. Ltd. | 8100 | 137165 |
|  | Daiichi Kensetsu Corp. | 1800 | 40825 |
|  | Daiichi Kigenso Kagaku-Kogyo Co. Ltd. | 5300 | 44965 |
|  | Dai-ichi Life Holdings, Inc. | 268800 | 1886706 |
|  | Daiichi Sankyo Co. Ltd. | 24200 | 578092 |
|  | Daiichikosho Co. Ltd. | 23382 | 239067 |
|  # | Daiki Aluminium Industry Co. Ltd. | 16500 | 120399 |
|  | Daikin Industries Ltd. | 18600 | 2160948 |
|  # | Daikoku Denki Co. Ltd. | 4300 | 74499 |
|  | Daikokutenbussan Co. Ltd. | 2000 | 80351 |
|  | Daikyonishikawa Corp. | 15400 | 72784 |
|  | Dainichiseika Color & Chemicals Manufacturing Co. Ltd. | 4400 | 108388 |
|  | Daio Paper Corp. | 28900 | 152324 |
|  | Daiseki Co. Ltd. | 10520 | 221273 |
|  | Daishi Hokuetsu Financial Group, Inc. | 91500 | 882432 |
|  | Daishinku Corp. | 10400 | 39129 |
|  | Daisue Construction Co. Ltd. | 3800 | 83837 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |
|  # | Daisyo Corp. | 1700 | $12085 |
|  | Daito Pharmaceutical Co. Ltd. | 7670 | 61867 |
|  | Daito Trust Construction Co. Ltd. | 38000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;710450 |
|  | Daitron Co. Ltd. | 3300 | 99096 |
|  | Daiwa House Industry Co. Ltd. | 81600 | 2768529 |
|  | Daiwa Industries Ltd. | 11800 | 120748 |
|  | Daiwa Securities Group, Inc. | 165800 | 1275989 |
|  | Daiwabo Holdings Co. Ltd. | 39700 | 741597 |
|  | DCM Holdings Co. Ltd. | 44100 | 408916 |
|  | Dear Life Co. Ltd. | 11300 | 80953 |
|  # | DeNA Co. Ltd. | 11600 | 203377 |
|  | Denka Co. Ltd. | 24550 | 356303 |
|  | Denso Corp. | 76300 | 1066047 |
|  | Dentsu Group, Inc. | 28200 | 558497 |
|  | Dentsu Soken, Inc. | 7600 | 376369 |
|  | Denyo Co. Ltd. | 6100 | 113549 |
|  | Dexerials Corp. | 57900 | 933922 |
|  | DIC Corp. | 24000 | 564673 |
|  | Digital Arts, Inc. | 3400 | 166338 |
|  | Digital Hearts Holdings Co. Ltd. | 4100 | 25489 |
|  # | Digital Holdings, Inc. | 5700 | 80118 |
|  | Digital Information Technologies Corp. | 3100 | 49798 |
|  | Dip Corp. | 9800 | 134501 |
|  | Disco Corp. | 7400 | 2457414 |
|  | DKK Co. Ltd. | 3400 | 42415 |
|  | DKS Co. Ltd. | 2800 | 119368 |
|  # | DMG Mori Co. Ltd. | 46000 | 713434 |
|  | Doshisha Co. Ltd. | 6800 | 127886 |
|  | Double Standard, Inc. | 2600 | 28434 |
|  | Doutor Nichires Holdings Co. Ltd. | 8700 | 135716 |
|  | Dowa Holdings Co. Ltd. | 16195 | 587218 |
|  | DTS Corp. | 48800 | 406542 |
|  | Duskin Co. Ltd. | 8400 | 202515 |
|  # | DyDo Group Holdings, Inc. | 5600 | 88184 |
|  | Eagle Industry Co. Ltd. | 6400 | 113299 |
|  | East Japan Railway Co. | 31700 | 774272 |
|  # | EAT&HOLDINGS Co. Ltd. | 2900 | 36879 |
|  | Ebara Corp. | 83700 | 2232055 |

---

------

##### [**Table of Contents**](#toc)
**WORLD EX U.S. CORE EQUITY PORTFOLIO** 

**CONTINUED** 

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |
|  # | Ebara Foods Industry, Inc. | 2300 | $37058 |
|  | Ebara Jitsugyo Co. Ltd. | 2800 | 76163 |
|  | Ebase Co. Ltd. | 6400 | 18764 |
|  | Eco's Co. Ltd. | 4000 | 73600 |
|  | EDION Corp. | 17900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;235465 |
|  | eGuarantee, Inc. | 11100 | 114494 |
|  # | Ehime Bank Ltd. | 12500 | 101370 |
|  | Eisai Co. Ltd. | 20109 | 597249 |
|  | Eizo Corp. | 9500 | 134853 |
|  | EJ Holdings, Inc. | 2600 | 28077 |
|  | Elan Corp. | 6701 | 34017 |
|  | Elecom Co. Ltd. | 10300 | 120448 |
|  | Electric Power Development Co. Ltd. | 19000 | 361109 |
|  # | EM Systems Co. Ltd. | 11200 | 59352 |
|  | en, Inc. | 10100 | 101879 |
|  | Endo Lighting Corp. | 5800 | 84905 |
|  | ENEOS Holdings, Inc. | 493700 | 3114612 |
|  # | Enplas Corp. | 2000 | 105125 |
|  | Entrust, Inc. | 1600 | 10907 |
|  | ERI Holdings Co. Ltd. | 1700 | 40467 |
|  | ES-Con Japan Ltd. | 10700 | 69495 |
|  | Eslead Corp. | 3700 | 130587 |
|  | ESPEC Corp. | 4400 | 100125 |
|  | Eternal Hospitality Group Co. Ltd. | 2900 | 52730 |
|  | eWeLL Co. Ltd. | 1200 | 21546 |
|  | Exedy Corp. | 12100 | 406560 |
|  | EXEO Group, Inc. | 44290 | 638784 |
|  | Ezaki Glico Co. Ltd. | 8700 | 278021 |
|  | F&M Co. Ltd. | 3200 | 55184 |
|  | FALCO HOLDINGS Co. Ltd. | 2100 | 33798 |
|  | FANUC Corp. | 10100 | 337051 |
|  | Fast Retailing Co. Ltd. | 11600 | 4258589 |
|  | FCC Co. Ltd. | 12300 | 248460 |
|  | Feed One Co. Ltd. | 8680 | 57311 |
|  # | Ferrotec Corp. | 17100 | 560551 |
|  # | FFRI Security, Inc. | 1400 | 98266 |
|  # | FIDEA Holdings Co. Ltd. | 7220 | 77539 |
|  | Financial Partners Group Co. Ltd. | 21500 | 298044 |
|  # | FINDEX, Inc. | 5100 | 27235 |
|  | Fintech Global, Inc. | 24800 | 16379 |
|  | First Bank of Toyama Ltd. | 19500 | 184380 |
|  # | Fixstars Corp. | 10200 | 132899 |
|  | FJ Next Holdings Co. Ltd. | 7900 | 77437 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |
|  | Focus Systems Corp. | 3400 | $35648 |
|  | Food & Life Cos. Ltd. | 33500 | 1633908 |
|  | Forum Engineering, Inc. | 7100 | 56640 |
|  | Forval Corp. | 1400 | 11068 |
|  | Foster Electric Co. Ltd. | 6100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;105465 |
|  | FP Corp. | 14000 | 227503 |
|  # | France Bed Holdings Co. Ltd. | 9800 | 83714 |
|  # | Freebit Co. Ltd. | 6000 | 61756 |
|  # | Freund Corp. | 3044 | 21239 |
|  #\* | Fronteo, Inc. | 8600 | 51716 |
|  | FTGroup Co. Ltd. | 6700 | 55581 |
|  | Fudo Tetra Corp. | 4750 | 75208 |
|  | Fuji Corp. (6134 JP) | 26400 | 512339 |
|  | Fuji Corp. Ltd. | 9500 | 50542 |
|  | Fuji Die Co. Ltd. | 2300 | 13168 |
|  | Fuji Electric Co. Ltd. | 27200 | 1942661 |
|  | Fuji Kyuko Co. Ltd. | 6700 | 107746 |
|  | Fuji Media Holdings, Inc. | 12900 | 287935 |
|  | Fuji Oil Co. Ltd. | 10200 | 210977 |
|  | Fuji Pharma Co. Ltd. | 5100 | 52178 |
|  | Fuji Seal International, Inc. | 11986 | 210745 |
|  | Fuji United Holdings Co. Ltd. | 1700 | 12933 |
|  | Fujibo Holdings, Inc. | 3100 | 137246 |
|  # | Fujicco Co. Ltd. | 6000 | 62216 |
|  | FUJIFILM Holdings Corp. | 44600 | 1033680 |
|  | Fujikura Composites, Inc. | 8600 | 107789 |
|  | Fujikura Kasei Co. Ltd. | 10400 | 41591 |
|  | Fujikura Ltd. | 43400 | 5909953 |
|  | Fujimi, Inc. | 8400 | 131361 |
|  | Fujishoji Co. Ltd. | 3200 | 22084 |
|  | Fujita Kanko, Inc. | 2300 | 166509 |
|  | Fujitsu Ltd. | 104900 | 2733740 |
|  | FuKoKu Co. Ltd. | 6200 | 73790 |
|  | Fukuda Corp. | 2600 | 116017 |
|  | Fukuda Denshi Co. Ltd. | 5800 | 262383 |
|  | Fukui Bank Ltd. | 6500 | 91628 |
|  | Fukui Computer Holdings, Inc. | 3500 | 69977 |
|  | Fukuoka Financial Group, Inc. | 28432 | 826244 |
|  | Fukuyama Transporting Co. Ltd. | 6200 | 154005 |

---

------

##### [**Table of Contents**](#toc)
**WORLD EX U.S. CORE EQUITY PORTFOLIO** 

**CONTINUED** 

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |
|  | FULLCAST Holdings Co. Ltd. | 6400 | $70204 |
|  # | Fumakilla Ltd. | 3000 | 22643 |
|  | Funai Soken Holdings, Inc. | 10770 | 169666 |
|  | Furukawa Co. Ltd. | 9281 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;182921 |
|  | Furukawa Electric Co. Ltd. | 24500 | 1734248 |
|  | Furuno Electric Co. Ltd. | 10200 | 591759 |
|  | Furuya Metal Co. Ltd. | 3600 | 66392 |
|  | Furyu Corp. | 8200 | 55474 |
|  | Fuso Chemical Co. Ltd. | 7400 | 245328 |
|  | Fuso Pharmaceutical Industries Ltd. | 2900 | 39819 |
|  # | Futaba Corp. | 3500 | 15299 |
|  | Futaba Industrial Co. Ltd. | 22700 | 138637 |
|  | Future Corp. | 16700 | 235466 |
|  | Fuyo General Lease Co. Ltd. | 25800 | 674529 |
|  | G-7 Holdings, Inc. | 8100 | 67159 |
|  | GA Technologies Co. Ltd. | 7800 | 100815 |
|  | Gakken Holdings Co. Ltd. | 11000 | 73267 |
|  | Gakkyusha Co. Ltd. | 3000 | 44194 |
|  # | Gakujo Co. Ltd. | 3500 | 36621 |
|  | Galilei Co. Ltd. | 8600 | 200038 |
|  | Gecoss Corp. | 5700 | 50620 |
|  | Genki Global Dining Concepts Corp. | 4000 | 78566 |
|  | Genky DrugStores Co. Ltd. | 8400 | 279605 |
|  | Geo Holdings Corp. | 7600 | 79559 |
|  # | Gift Holdings, Inc. | 3800 | 79538 |
|  | Giken Ltd. | 1900 | 20328 |
|  # | Global Security Experts, Inc. | 600 | 14369 |
|  | GLOBERIDE, Inc. | 8800 | 133113 |
|  | Glory Ltd. | 14000 | 334521 |
|  | GLtechno Holdings, Inc. | 2750 | 53724 |
|  | GMO Financial Gate, Inc. | 1000 | 37426 |
|  | GMO Financial Holdings, Inc. | 11600 | 67689 |
|  | GMO GlobalSign Holdings KK | 1200 | 16139 |
|  | GMO internet group, Inc. | 27100 | 606965 |
|  | GMO Payment Gateway, Inc. | 8400 | 458223 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |
|  | Godo Steel Ltd. | 4200 | $99583 |
|  #\* | Gokurakuyu Holdings Co. Ltd. | 8600 | 26761 |
|  | Goldcrest Co. Ltd. | 7200 | 156076 |
|  | Goldwin, Inc. | 16500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;272545 |
|  | Grandy House Corp. | 4200 | 15431 |
|  | GREE Holdings, Inc. | 25900 | 67655 |
|  | Greens Co. Ltd. | 2600 | 38007 |
|  | grems, Inc. | 3300 | 49210 |
|  | GS Yuasa Corp. | 25616 | 715315 |
|  | GSI Creos Corp. | 3600 | 53908 |
|  | G-Tekt Corp. | 7530 | 96615 |
|  | Gun-Ei Chemical Industry Co. Ltd. | 1900 | 41024 |
|  | GungHo Online Entertainment, Inc. | 1010 | 17080 |
|  | Gunma Bank Ltd. | 120400 | 1251513 |
|  | Gunze Ltd. | 11400 | 280813 |
|  | H.U. Group Holdings, Inc. | 6360 | 155186 |
|  | H2O Retailing Corp. | 28400 | 384230 |
|  | Hachijuni Bank Ltd. | 95019 | 957140 |
|  # | Hagihara Industries, Inc. | 4900 | 51172 |
|  | Hagiwara Electric Holdings Co. Ltd. | 3300 | 75767 |
|  # | Hakudo Co. Ltd. | 2400 | 34515 |
|  | Hakuhodo DY Holdings, Inc. | 50100 | 362642 |
|  | Halows Co. Ltd. | 3100 | 87884 |
|  | Hamakyorex Co. Ltd. | 25600 | 253938 |
|  | Hamamatsu Photonics KK | 27500 | 307813 |
|  # | Hamee Corp. | 3200 | 10759 |
|  | Hankyu Hanshin Holdings, Inc. | 28900 | 776080 |
|  | Hanwa Co. Ltd. | 12800 | 533895 |
|  | Happinet Corp. | 7100 | 289210 |
|  | Hard Off Corp. Co. Ltd. | 4500 | 52710 |
|  | Harima Chemicals Group, Inc. | 6100 | 35612 |
|  | Haseko Corp. | 80900 | 1306453 |
|  | Hashimoto Sogyo Holdings Co. Ltd. | 1400 | 10856 |
|  | Hazama Ando Corp. | 58800 | 657950 |
|  | Heiwa Corp. | 20200 | 262587 |
|  | Heiwa Real Estate Co. Ltd. | 12800 | 187336 |
|  | Heiwado Co. Ltd. | 10115 | 186063 |
|  | Hennge KK | 5300 | 50354 |
|  | Hibino Corp. | 1100 | 18546 |
|  | Hibiya Engineering Ltd. | 6300 | 185298 |

---

------

##### [**Table of Contents**](#toc)
**WORLD EX U.S. CORE EQUITY PORTFOLIO** 

**CONTINUED** 

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |
|  | Hiday Hidaka Corp. | 7700 | $164364 |
|  | Hikari Tsushin, Inc. | 1100 | 291375 |
|  # | HI-LEX Corp. | 7200 | 133602 |
|  \* | Hino Motors Ltd. | 92400 | 209904 |
|  | Hioki EE Corp. | 2700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;103712 |
|  | Hirakawa Hewtech Corp. | 4200 | 63251 |
|  | Hirano Tecseed Co. Ltd. | 2000 | 20920 |
|  | Hirata Corp. | 8900 | 117506 |
|  | Hirogin Holdings, Inc. | 82300 | 768915 |
|  | Hirose Electric Co. Ltd. | 5255 | 703998 |
|  | Hirose Tusyo, Inc. | 1900 | 46215 |
|  # | Hiroshima Gas Co. Ltd. | 9300 | 21956 |
|  # | HIS Co. Ltd. | 16500 | 140073 |
|  | Hisaka Works Ltd. | 6800 | 62149 |
|  | Hisamitsu Pharmaceutical Co., Inc. | 9400 | 244341 |
|  | Hitachi Construction Machinery Co. Ltd. | 29700 | 966645 |
|  | Hitachi Ltd. (6501 JP) | 323400 | 11047014 |
|  | Hochiki Corp. | 5600 | 139975 |
|  # | Hodogaya Chemical Co. Ltd. | 5000 | 59146 |
|  | Hogy Medical Co. Ltd. | 5900 | 204808 |
|  | Hokkaido Coca-Cola Bottling Co. Ltd. | 1400 | 35112 |
|  # | Hokkaido Electric Power Co., Inc. | 31900 | 222006 |
|  | Hokkaido Gas Co. Ltd. | 23500 | 103284 |
|  | Hokkan Holdings Ltd. | 4300 | 60027 |
|  | Hokko Chemical Industry Co. Ltd. | 8500 | 89398 |
|  # | Hokuetsu Corp. | 45100 | 239180 |
|  | Hokuhoku Financial Group, Inc. | 54100 | 1325323 |
|  | Hokuriku Electric Industry Co. Ltd. | 3300 | 48734 |
|  | Hokuriku Electric Power Co. | 32300 | 179635 |
|  | Hokuriku Electrical Construction Co. Ltd. | 6000 | 54484 |
|  | Hokuto Corp. | 6400 | 75739 |
|  | Honda Motor Co. Ltd. (7267 JP) | 361500 | 3653768 |
|  # | Honda Motor Co. Ltd. (HMC US), Sponsored ADR | 4900 | 149450 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |
|  | H-One Co. Ltd. | 7300 | $63250 |
|  # | Honeys Holdings Co. Ltd. | 6900 | 66275 |
|  | Hoosiers Holdings Co. Ltd. | 10800 | 88635 |
|  | Horiba Ltd. | 10100 | 938372 |
|  | Hoshizaki Corp. | 5800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;204074 |
|  | Hosiden Corp. | 22400 | 357080 |
|  | Hosokawa Micron Corp. | 3800 | 140323 |
|  | Hotland Holdings Co. Ltd. | 4200 | 55958 |
|  | House Foods Group, Inc. | 17093 | 320308 |
|  # | Howa Machinery Ltd. | 5400 | 49895 |
|  | Hoya Corp. | 26300 | 4271962 |
|  | HS Holdings Co. Ltd. | 7900 | 51398 |
|  | Hulic Co. Ltd. | 84895 | 877081 |
|  | Hyakugo Bank Ltd. | 81100 | 502953 |
|  | Hyakujushi Bank Ltd. | 8700 | 304571 |
|  | Ibiden Co. Ltd. | 17100 | 1609530 |
|  | IBJ, Inc. | 7100 | 37018 |
|  # | Ichibanya Co. Ltd. | 15500 | 90475 |
|  | Ichiken Co. Ltd. | 2000 | 50040 |
|  | Ichikoh Industries Ltd. | 17800 | 54134 |
|  | Ichinen Holdings Co. Ltd. | 8100 | 105693 |
|  | Ichiyoshi Securities Co. Ltd. | 7100 | 39114 |
|  | Icom, Inc. | 3300 | 67133 |
|  | ID Holdings Corp. | 5550 | 72766 |
|  | Idec Corp. | 5600 | 85247 |
|  | Idemitsu Kosan Co. Ltd. | 144645 | 1005825 |
|  | IDOM, Inc. | 26700 | 199308 |
|  | Ifuji Sangyo Co. Ltd. | 700 | 9902 |
|  # | IG Port, Inc. | 3200 | 30223 |
|  | IHI Corp. | 33600 | 695657 |
|  | Iida Group Holdings Co. Ltd. | 31200 | 477777 |
|  | Iino Kaiun Kaisha Ltd. | 36600 | 298513 |
|  # | IKK Holdings, Inc. | 2300 | 11305 |
|  | I'll, Inc. | 2800 | 44260 |
|  | i-mobile Co. Ltd. | 7200 | 27300 |
|  | Imuraya Group Co. Ltd. | 2700 | 43417 |
|  | Inaba Denki Sangyo Co. Ltd. | 10000 | 294470 |
|  | Inaba Seisakusho Co. Ltd. | 4800 | 49297 |
|  | Inabata & Co. Ltd. | 19800 | 443454 |
|  # | I-NE Co. Ltd. | 2800 | 22817 |
|  | Ines Corp. | 5600 | 61864 |
|  # | I-Net Corp. | 5310 | 86911 |
|  | Infomart Corp. | 43000 | 91245 |

---

------

##### [**Table of Contents**](#toc)
**WORLD EX U.S. CORE EQUITY PORTFOLIO** 

**CONTINUED** 

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |
|  | INFRONEER Holdings, Inc. | 73120 | $783344 |
|  | Innotech Corp. | 6300 | 74595 |
|  | Inpex Corp. | 291500 | 5378793 |
|  | Insource Co. Ltd. | 15600 | 88195 |
|  | Intelligent Wave, Inc. | 4800 | 32211 |
|  # | Inter Action Corp. | 1300 | 11963 |
|  | Internet Initiative Japan, Inc. | 28900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;521428 |
|  # | Inui Global Logistics Co. Ltd. | 3300 | 33597 |
|  | IPS, Inc. | 3900 | 76071 |
|  | Iriso Electronics Co. Ltd. | 6300 | 126468 |
|  | ISB Corp. | 2500 | 29105 |
|  # | Ise Chemicals Corp. | 600 | 122476 |
|  # | Iseki & Co. Ltd. | 3700 | 52774 |
|  | Isetan Mitsukoshi Holdings Ltd. | 61500 | 965186 |
|  # | Ishihara Chemical Co. Ltd. | 4000 | 56483 |
|  | Ishihara Sangyo Kaisha Ltd. | 13300 | 204667 |
|  | Ishizuka Glass Co. Ltd. | 1300 | 25463 |
|  # | Istyle, Inc. | 22100 | 64320 |
|  | Isuzu Motors Ltd. | 156600 | 1921526 |
|  | Itfor, Inc. | 5500 | 54384 |
|  # | ITmedia, Inc. | 2600 | 27069 |
|  # | Ito En Ltd. | 14700 | 302982 |
|  | ITOCHU Corp. | 36000 | 2085237 |
|  | Itochu Enex Co. Ltd. | 23400 | 276083 |
|  | Itochu-Shokuhin Co. Ltd. | 2500 | 151960 |
|  | Itoham Yonekyu Holdings, Inc. | 9980 | 356856 |
|  | Itoki Corp. | 20600 | 332292 |
|  | IwaiCosmo Holdings, Inc. | 7900 | 144308 |
|  | Iwaki Co. Ltd. | 2800 | 46261 |
|  | Iwatani Corp. | 74000 | 770395 |
|  | Iwatsuka Confectionery Co. Ltd. | 3200 | 61991 |
|  | Iyogin Holdings, Inc. | 65700 | 1026620 |
|  | Izumi Co. Ltd. | 11600 | 216242 |
|  | J Front Retailing Co. Ltd. | 81000 | 1218293 |
|  | J Trust Co. Ltd. | 17800 | 46806 |
|  | JAC Recruitment Co. Ltd. | 26100 | 171895 |
|  | Jaccs Co. Ltd. | 9900 | 258937 |
|  \* | Jade Group, Inc. | 3300 | 34753 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |
|  | JAFCO Group Co. Ltd. | 24300 | $379808 |
|  # | JANOME Corp. | 7000 | 50084 |
|  | Japan Airlines Co. Ltd. | 38100 | 686387 |
|  | Japan Airport Terminal Co. Ltd. | 17300 | 537536 |
|  | Japan Aviation Electronics Industry Ltd. | 14800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;221036 |
|  | Japan Business Systems, Inc. | 5200 | 49899 |
|  \* | Japan Communications, Inc. | 42200 | 40998 |
|  | Japan Electronic Materials Corp. | 3700 | 104692 |
|  | Japan Elevator Service Holdings Co. Ltd. | 52400 | 616860 |
|  | Japan Exchange Group, Inc. | 132200 | 1474184 |
|  # | Japan Foundation Engineering Co. Ltd. | 5100 | 20914 |
|  # | Japan Hospice Holdings, Inc. | 1300 | 11413 |
|  | Japan Investment Adviser Co. Ltd. | 8700 | 99706 |
|  | Japan Lifeline Co. Ltd. | 14800 | 140482 |
|  | Japan Material Co. Ltd. | 17500 | 218645 |
|  | Japan Medical Dynamic Marketing, Inc. | 7100 | 21945 |
|  | Japan Petroleum Exploration Co. Ltd. | 40000 | 334301 |
|  | Japan Post Bank Co. Ltd. | 83900 | 940106 |
|  | Japan Post Holdings Co. Ltd. | 81100 | 759992 |
|  | Japan Post Insurance Co. Ltd. | 24100 | 623282 |
|  | Japan Property Management Center Co. Ltd. | 4600 | 37391 |
|  | Japan Pulp & Paper Co. Ltd. | 44000 | 206463 |
|  | Japan Securities Finance Co. Ltd. | 29000 | 333023 |

---

------

##### [**Table of Contents**](#toc)
**WORLD EX U.S. CORE EQUITY PORTFOLIO** 

**CONTINUED** 

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |
|  | Japan Steel Works Ltd. | 11574 | $758018 |
|  | Japan System Techniques Co. Ltd. | 5200 | 72049 |
|  | Japan Tobacco, Inc. | 20400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;710591 |
|  | Japan Transcity Corp. | 14800 | 110095 |
|  | Japan Wool Textile Co. Ltd. | 18700 | 197248 |
|  | JBCC Holdings, Inc. | 16000 | 134183 |
|  | JCU Corp. | 9700 | 286092 |
|  | JDC Corp. | 16200 | 56518 |
|  | Jeol Ltd. | 13200 | 443615 |
|  | JFE Holdings, Inc. | 74100 | 849202 |
|  | JFE Systems, Inc. | 1800 | 21900 |
|  | JGC Holdings Corp. | 56800 | 574502 |
|  \* | JIG-SAW, Inc. | 1500 | 39461 |
|  | JINS Holdings, Inc. | 3800 | 191724 |
|  | JINUSHI Co. Ltd. | 4500 | 84665 |
|  # | JK Holdings Co. Ltd. | 6500 | 53139 |
|  | J-Lease Co. Ltd. | 4000 | 39039 |
|  | JM Holdings Co. Ltd. | 10800 | 105584 |
|  | JMS Co. Ltd. | 4100 | 11436 |
|  | J-Oil Mills, Inc. | 6600 | 86395 |
|  | Joshin Denki Co. Ltd. | 5000 | 86572 |
|  | Joyful Honda Co. Ltd. | 15200 | 201047 |
|  # | JP-Holdings, Inc. | 21100 | 81329 |
|  # | JSB Co. Ltd. | 2600 | 61500 |
|  | JSP Corp. | 4700 | 57496 |
|  | JTEKT Corp. | 55700 | 557225 |
|  \* | Juki Corp. | 8500 | 24373 |
|  | Juroku Financial Group, Inc. | 10200 | 371485 |
|  | Justsystems Corp. | 8500 | 274531 |
|  | JVCKenwood Corp. | 80300 | 643386 |
|  # | K&O Energy Group, Inc. | 5900 | 133007 |
|  | Kadokawa Corp. | 9000 | 202060 |
|  | Kadoya Sesame Mills, Inc. | 1000 | 24739 |
|  | Kaga Electronics Co. Ltd. | 16600 | 384395 |
|  # | Kagome Co. Ltd. | 20600 | 355900 |
|  | Kajima Corp. | 48300 | 1557084 |
|  | Kakaku.com, Inc. | 36300 | 645324 |
|  | Kaken Pharmaceutical Co. Ltd. | 2700 | 64221 |
|  | Kakiyasu Honten Co. Ltd. | 800 | 13539 |
|  | Kamakura Shinsho Ltd. | 9100 | 34133 |
|  | Kameda Seika Co. Ltd. | 2500 | 62319 |
|  | Kamei Corp. | 8600 | 162674 |
|  | Kamigumi Co. Ltd. | 23700 | 711432 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |
|  # | Kanaden Corp. | 6900 | $93674 |
|  | Kanadevia Corp. | 74700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;553503 |
|  # | Kanagawa Chuo Kotsu Co. Ltd. | 2100 | 47791 |
|  | Kanamic Network Co. Ltd. | 5700 | 17776 |
|  | Kanamoto Co. Ltd. | 9700 | 225914 |
|  | Kandenko Co. Ltd. | 25600 | 782391 |
|  | Kaneka Corp. | 13400 | 369700 |
|  | Kaneko Seeds Co. Ltd. | 3900 | 41893 |
|  | Kanematsu Corp. | 34500 | 698481 |
|  | Kanemi Co. Ltd. | 600 | 12899 |
|  # | Kanro, Inc. | 7500 | 70683 |
|  | Kansai Electric Power Co., Inc. | 67300 | 1049890 |
|  | Kansai Paint Co. Ltd. | 43000 | 690167 |
|  | Kanto Denka Kogyo Co. Ltd. | 16448 | 110978 |
|  | Kao Corp. | 32120 | 1359306 |
|  # | Kappa Create Co. Ltd. | 6900 | 66662 |
|  | Katakura Industries Co. Ltd. | 8000 | 137907 |
|  | Katitas Co. Ltd. | 16000 | 260112 |
|  | Kato Sangyo Co. Ltd. | 5700 | 218803 |
|  | Kato Works Co. Ltd. | 5200 | 46730 |
|  | Kawada Technologies, Inc. | 5700 | 149350 |
|  | Kawai Musical Instruments Manufacturing Co. Ltd. | 2600 | 43720 |
|  | Kawasaki Heavy Industries Ltd. | 13300 | 1065019 |
|  # | Kawasaki Kisen Kaisha Ltd. | 41466 | 594106 |
|  | KDDI Corp. | 298000 | 4750224 |
|  # | KeePer Technical Laboratory Co. Ltd. | 4700 | 111960 |
|  | Keihan Holdings Co. Ltd. | 26300 | 532821 |
|  | Keihanshin Building Co. Ltd. | 7700 | 86589 |
|  | Keikyu Corp. | 31500 | 293868 |
|  | Keio Corp. | 15800 | 374738 |
|  | Keisei Electric Railway Co. Ltd. | 36357 | 290183 |
|  | KEIWA, Inc. | 2400 | 17961 |
|  | Keiyo Bank Ltd. | 31000 | 261536 |
|  | Kenko Mayonnaise Co. Ltd. | 4700 | 55497 |
|  | Kewpie Corp. | 27400 | 760281 |
|  | Keyence Corp. | 3800 | 1410311 |

---

------

##### [**Table of Contents**](#toc)
**WORLD EX U.S. CORE EQUITY PORTFOLIO** 

**CONTINUED** 

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |
|  | KH Neochem Co. Ltd. | 10058 | $179866 |
|  # | Kibun Foods, Inc. | 4200 | 29275 |
|  | Kikkoman Corp. | 63900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;508838 |
|  | Kimura Chemical Plants Co. Ltd. | 5900 | 40999 |
|  | Kimura Unity Co. Ltd. | 2800 | 15277 |
|  | Kinden Corp. | 23600 | 945348 |
|  # | King Jim Co. Ltd. | 4200 | 22880 |
|  | Kintetsu Department Store Co. Ltd. | 3100 | 37760 |
|  | Kintetsu Group Holdings Co. Ltd. | 23000 | 436471 |
|  | Kirin Holdings Co. Ltd. | 70200 | 987203 |
|  | Kissei Pharmaceutical Co. Ltd. | 11300 | 295089 |
|  | Ki-Star Real Estate Co. Ltd. | 4300 | 145973 |
|  | Kitagawa Corp. | 4300 | 45000 |
|  # | Kita-Nippon Bank Ltd. | 3100 | 75775 |
|  | Kitano Construction Corp. | 6400 | 54684 |
|  # | Kitanotatsujin Corp. | 18900 | 16635 |
|  | Kitz Corp. | 25100 | 281386 |
|  | Kiyo Bank Ltd. | 29500 | 574563 |
|  #\* | KNT-CT Holdings Co. Ltd. | 3800 | 36801 |
|  | Koa Corp. | 12400 | 110185 |
|  | Koa Shoji Holdings Co. Ltd. | 2400 | 12167 |
|  | Koatsu Gas Kogyo Co. Ltd. | 11200 | 74649 |
|  # | Kobe Bussan Co. Ltd. | 17000 | 394470 |
|  # | Kobe Electric Railway Co. Ltd. | 1600 | 24193 |
|  | Kobe Steel Ltd. | 154000 | 1812482 |
|  | Koei Tecmo Holdings Co. Ltd. | 5620 | 75645 |
|  | Kohnan Shoji Co. Ltd. | 10700 | 259050 |
|  # | Kohoku Kogyo Co. Ltd. | 2400 | 54001 |
|  | Kohsoku Corp. | 3200 | 59295 |
|  # | Koike-ya, Inc. | 1200 | 35534 |
|  | Koito Manufacturing Co. Ltd. | 38000 | 565828 |
|  # | Kojima Co. Ltd. | 11600 | 82768 |
|  | Kokusai Electric Corp. | 30100 | 1099897 |
|  | Kokuyo Co. Ltd. | 91600 | 525638 |
|  | Komatsu Ltd. | 125000 | 4181368 |
|  # | Komatsu Matere Co. Ltd. | 10900 | 60726 |
|  | Komatsu Wall Industry Co. Ltd. | 5100 | 82262 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |
|  | KOMEDA Holdings Co. Ltd. | 14900 | $280721 |
|  | Komehyo Holdings Co. Ltd. | 3700 | 71869 |
|  | Komeri Co. Ltd. | 9700 | 201803 |
|  | Komori Corp. | 14000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;131481 |
|  | Konami Group Corp. | 9900 | 1648698 |
|  # | Kondotec, Inc. | 7700 | 83883 |
|  | Konica Minolta, Inc. | 116700 | 400741 |
|  | Konishi Co. Ltd. | 20200 | 161680 |
|  | Konoike Transport Co. Ltd. | 10300 | 213029 |
|  # | Konoshima Chemical Co. Ltd. | 3900 | 37383 |
|  | Kosaido Holdings Co. Ltd. | 12700 | 34905 |
|  | Kose Corp. | 6900 | 264342 |
|  | Koshidaka Holdings Co. Ltd. | 17900 | 136929 |
|  # | Kotobuki Spirits Co. Ltd. | 35600 | 426814 |
|  \* | Kourakuen Corp. | 1300 | 8686 |
|  | Kozo Keikaku Engineering Holdings, Inc. | 1000 | 20581 |
|  | KPP Group Holdings Co. Ltd. | 16100 | 79531 |
|  | Kraftia Corp. | 11200 | 592456 |
|  | Krosaki Harima Corp. | 6400 | 171629 |
|  | KRS Corp. | 5400 | 101962 |
|  | K's Holdings Corp. | 57600 | 571005 |
|  | KU Holdings Co. Ltd. | 4300 | 32840 |
|  | Kubota Corp. (6326 JP) | 124300 | 1609332 |
|  # | Kumagai Gumi Co. Ltd. | 49200 | 446716 |
|  # | Kumiai Chemical Industry Co. Ltd. | 25263 | 111760 |
|  # | Kura Sushi, Inc. | 4300 | 92624 |
|  | Kurabo Industries Ltd. | 5100 | 231894 |
|  | Kuraray Co. Ltd. | 96400 | 1044644 |
|  # | Kureha Corp. | 13700 | 327512 |
|  # | Kurimoto Ltd. | 17000 | 190880 |
|  | Kurita Water Industries Ltd. | 25700 | 973618 |
|  | Kuriyama Holdings Corp. | 5600 | 60287 |
|  # | Kusuri No. Aoki Holdings Co. Ltd. | 17400 | 440895 |
|  | KYB Corp. | 14200 | 360096 |
|  | Kyocera Corp. | 152004 | 2017001 |
|  | Kyodo Printing Co. Ltd. | 10800 | 105031 |
|  | Kyoei Steel Ltd. | 6800 | 101234 |

---

------

##### [**Table of Contents**](#toc)
**WORLD EX U.S. CORE EQUITY PORTFOLIO** 

**CONTINUED** 

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |
|  | Kyokuto Boeki Kaisha Ltd. | 6000 | $69319 |
|  | Kyokuto Kaihatsu Kogyo Co. Ltd. | 13200 | 220897 |
|  | Kyokuto Securities Co. Ltd. | 7300 | 72120 |
|  | Kyokuyo Co. Ltd. | 3700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;114382 |
|  | Kyorin Pharmaceutical Co. Ltd. | 10900 | 99356 |
|  | Kyoritsu Maintenance Co. Ltd. | 23300 | 453461 |
|  # | Kyosan Electric Manufacturing Co. Ltd. | 17000 | 58226 |
|  | Kyoto Financial Group, Inc. | 53500 | 1083822 |
|  | Kyowa Kirin Co. Ltd. | 23100 | 357681 |
|  | Kyushu Electric Power Co., Inc. | 58200 | 571190 |
|  | Kyushu Financial Group, Inc. | 109299 | 626434 |
|  | Kyushu Railway Co. | 21100 | 535113 |
|  | LA Holdings Co. Ltd. | 2100 | 102293 |
|  # | Lacto Japan Co. Ltd. | 2400 | 53734 |
|  # | Lasertec Corp. | 8500 | 1725774 |
|  | LEC, Inc. | 5500 | 36386 |
|  | Leopalace21 Corp. | 70800 | 289135 |
|  | Life Corp. | 12400 | 194536 |
|  | Lifedrink Co., Inc. | 13200 | 171762 |
|  # | LIFULL Co. Ltd. | 17200 | 21423 |
|  # | LIKE, Inc. | 3000 | 29182 |
|  | Link & Motivation, Inc. | 12800 | 40844 |
|  | Lintec Corp. | 15338 | 389804 |
|  | Lion Corp. | 53800 | 530146 |
|  | LITALICO, Inc. | 6100 | 48782 |
|  | Lixil Corp. | 62300 | 690507 |
|  | Loadstar Capital KK | 3000 | 62922 |
|  # | Look Holdings, Inc. | 2300 | 39437 |
|  | LY Corp. | 140400 | 412568 |
|  | M&A Capital Partners Co. Ltd. | 2300 | 43918 |
|  | M3, Inc. | 29300 | 410635 |
|  | Mabuchi Motor Co. Ltd. | 27400 | 484049 |
|  | Macnica Holdings, Inc. | 54597 | 777283 |
|  | Maeda Kosen Co. Ltd. | 18000 | 224882 |
|  | Maezawa Industries, Inc. | 2800 | 34920 |
|  # | Maezawa Kasei Industries Co. Ltd. | 5600 | 75696 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |
|  # | Maezawa Kyuso Industries Co. Ltd. | 6800 | $63193 |
|  | Makino Milling Machine Co. Ltd. | 9300 | 675638 |
|  | Makita Corp. (6586 JP) | 20400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;616719 |
|  | Mamiya-Op Co. Ltd. | 1800 | 22003 |
|  # | Management Solutions Co. Ltd. | 3500 | 30382 |
|  | Mandom Corp. | 13300 | 209252 |
|  | Mani, Inc. | 21200 | 202813 |
|  | MarkLines Co. Ltd. | 3600 | 46220 |
|  | Mars Group Holdings Corp. | 3500 | 69654 |
|  | Marubeni Corp. | 66300 | 1629390 |
|  | Marubun Corp. | 6700 | 51541 |
|  # | Maruchiyo Yamaokaya Corp. | 2600 | 45209 |
|  # | Marudai Food Co. Ltd. | 6000 | 72943 |
|  | Maruha Nichiro Corp. | 20233 | 452277 |
|  | Marui Group Co. Ltd. | 40600 | 778641 |
|  | Maruichi Steel Tube Ltd. | 57000 | 481952 |
|  | MARUKA FURUSATO Corp. | 7553 | 110614 |
|  # | Marusan Securities Co. Ltd. | 17700 | 106528 |
|  | Maruwa Co. Ltd. | 1900 | 537200 |
|  | Maruyama Manufacturing Co., Inc. | 900 | 12687 |
|  | Maruzen Showa Unyu Co. Ltd. | 4800 | 215993 |
|  | Marvelous, Inc. | 4000 | 14667 |
|  | Matching Service Japan Co. Ltd. | 2600 | 16879 |
|  | Matsuda Sangyo Co. Ltd. | 6500 | 174535 |
|  # | Matsui Construction Co. Ltd. | 6600 | 59100 |
|  # | Matsui Securities Co. Ltd. | 34200 | 170363 |
|  | MatsukiyoCocokara & Co. | 56540 | 1024369 |
|  | Matsuya Co. Ltd. | 10300 | 115321 |
|  | Matsuyafoods Holdings Co. Ltd. | 1800 | 68322 |
|  | Max Co. Ltd. | 6000 | 217487 |
|  | Maxell Ltd. | 15600 | 226136 |
|  | Maxvalu Tokai Co. Ltd. | 2400 | 54406 |
|  | Mazda Motor Corp. | 116600 | 803473 |

---

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##### [**Table of Contents**](#toc)
**WORLD EX U.S. CORE EQUITY PORTFOLIO** 

**CONTINUED** 

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |
|  | McDonald's Holdings Co. Japan Ltd. | 12300 | $481175 |
|  | MCJ Co. Ltd. | 34200 | 322609 |
|  | Mebuki Financial Group, Inc. | 234190 | 1461254 |
|  | MEC Co. Ltd. | 5100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;150450 |
|  | Media Do Co. Ltd. | 2600 | 30687 |
|  # | Medical System Network Co. Ltd. | 12800 | 40808 |
|  | Medikit Co. Ltd. | 600 | 10538 |
|  | Medipal Holdings Corp. | 40200 | 654070 |
|  # | Medius Holdings Co. Ltd. | 3700 | 19166 |
|  #\* | Medley, Inc. | 2400 | 32761 |
|  | Megachips Corp. | 500 | 26207 |
|  | Megmilk Snow Brand Co. Ltd. | 14500 | 265939 |
|  | Meidensha Corp. | 15600 | 617807 |
|  | Meiho Facility Works Ltd. | 3300 | 23677 |
|  | Meiji Electric Industries Co. Ltd. | 2500 | 37675 |
|  | MEIJI Holdings Co. Ltd. | 29000 | 558248 |
|  # | Meiji Shipping Group Co. Ltd. | 6900 | 31330 |
|  | Meiko Electronics Co. Ltd. | 8000 | 526147 |
|  | Meisei Industrial Co. Ltd. | 17000 | 181912 |
|  | MEITEC Group Holdings, Inc. | 26000 | 532962 |
|  # | Meito Co. Ltd. | 3300 | 45650 |
|  | Meiwa Corp. | 11400 | 58580 |
|  | Meiwa Estate Co. Ltd. | 3900 | 27056 |
|  | Menicon Co. Ltd. | 22100 | 172292 |
|  \* | Mercari, Inc. | 18273 | 270959 |
|  | Mercuria Holdings Co. Ltd. | 4100 | 22626 |
|  | METAWATER Co. Ltd. | 3400 | 72976 |
|  | Micronics Japan Co. Ltd. | 9600 | 566227 |
|  | Midac Holdings Co. Ltd. | 2700 | 32460 |
|  # | Mie Kotsu Group Holdings, Inc. | 16900 | 58955 |
|  | Milbon Co. Ltd. | 3300 | 49566 |
|  | MIMAKI ENGINEERING Co. Ltd. | 7300 | 80459 |
|  | Minebea Mitsumi, Inc. | 72961 | 1441984 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |
|  # | Mirai Industry Co. Ltd. | 2400 | $51886 |
|  | Mirait One Corp. | 35000 | 678206 |
|  | Mirarth Holdings, Inc. | 31754 | 78271 |
|  | Miroku Jyoho Service Co. Ltd. | 5900 | 67442 |
|  | MISUMI Group, Inc. | 26200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;408485 |
|  | Mitani Corp. | 7600 | 114628 |
|  # | Mitani Sangyo Co. Ltd. | 9700 | 31379 |
|  | Mitani Sekisan Co. Ltd. | 2200 | 107502 |
|  # | Mito Securities Co. Ltd. | 24400 | 81027 |
|  | Mitsuba Corp. | 11300 | 68687 |
|  | Mitsubishi Chemical Group Corp. | 309700 | 1617742 |
|  | Mitsubishi Corp. | 157590 | 3784153 |
|  | Mitsubishi Electric Corp. | 72000 | 2044266 |
|  | Mitsubishi Estate Co. Ltd. | 55200 | 1169792 |
|  | Mitsubishi Gas Chemical Co., Inc. | 37900 | 701193 |
|  | Mitsubishi HC Capital, Inc. | 299200 | 2340542 |
|  | Mitsubishi Heavy Industries Ltd. | 77600 | 2342718 |
|  | Mitsubishi Kakoki Kaisha Ltd. | 9600 | 204634 |
|  | Mitsubishi Logisnext Co. Ltd. | 16000 | 159331 |
|  | Mitsubishi Logistics Corp. | 68000 | 493070 |
|  | Mitsubishi Materials Corp. | 39000 | 750899 |
|  | Mitsubishi Motors Corp. | 187600 | 457167 |
|  | Mitsubishi Paper Mills Ltd. | 8900 | 35215 |
|  | Mitsubishi Pencil Co. Ltd. | 5000 | 66324 |
|  | Mitsubishi Research Institute, Inc. | 3000 | 94849 |
|  | Mitsubishi Steel Manufacturing Co. Ltd. | 3400 | 41333 |
|  | Mitsubishi UFJ Financial Group, Inc. (8306 JP) | 557200 | 8416655 |
|  | Mitsuboshi Belting Ltd. | 6300 | 151695 |

---

------

##### [**Table of Contents**](#toc)
**WORLD EX U.S. CORE EQUITY PORTFOLIO** 

**CONTINUED** 

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |
|  | Mitsui & Co. Ltd. (8031 JP) | 120200 | $2955913 |
|  | Mitsui & Co. Ltd. (MITSY US), Sponsored ADR | 170 | 83302 |
|  | Mitsui Chemicals, Inc. | 37110 | 876128 |
|  | Mitsui DM Sugar Co. Ltd. | 6200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;122099 |
|  | Mitsui E&S Co. Ltd. | 26400 | 1073291 |
|  | Mitsui Fudosan Co. Ltd. | 124800 | 1299467 |
|  | Mitsui High-Tec, Inc. | 31300 | 156110 |
|  | Mitsui Kinzoku Co. Ltd. | 19400 | 1976035 |
|  # | Mitsui Matsushima Holdings Co. Ltd. | 21000 | 176370 |
|  # | Mitsui OSK Lines Ltd. | 47300 | 1405359 |
|  | Mitsui-Soko Holdings Co. Ltd. | 22500 | 590473 |
|  | Mitsuuroko Group Holdings Co. Ltd. | 14700 | 200846 |
|  | Miura Co. Ltd. | 9400 | 182018 |
|  | MIXI, Inc. | 11000 | 221977 |
|  | Miyaji Engineering Group, Inc. | 8400 | 107644 |
|  | Miyazaki Bank Ltd. | 4900 | 147347 |
|  | Miyoshi Oil & Fat Co. Ltd. | 3800 | 54223 |
|  | Mizuho Financial Group, Inc. (8411 JP) | 139800 | 4682666 |
|  | Mizuho Leasing Co. Ltd. | 75200 | 602446 |
|  | Mizuho Medy Co. Ltd. | 3600 | 38074 |
|  | Mizuno Corp. | 21300 | 384254 |
|  | Mochida Pharmaceutical Co. Ltd. | 6400 | 122261 |
|  | Modec, Inc. | 2900 | 188120 |
|  | Monogatari Corp. | 8800 | 220022 |
|  | MonotaRO Co. Ltd. | 40800 | 569246 |
|  | Morinaga & Co. Ltd. | 19500 | 336000 |
|  | Morinaga Milk Industry Co. Ltd. | 33400 | 720976 |
|  | Moriroku Co. Ltd. | 1800 | 27381 |
|  | Morita Holdings Corp. | 9700 | 146647 |
|  | Morito Co. Ltd. | 6400 | 67423 |
|  | Morozoff Ltd. | 5400 | 53402 |
|  # | Mory Industries, Inc. | 8000 | 49806 |
|  | MOS Food Services, Inc. | 900 | 22572 |
|  | MrMax Holdings Ltd. | 10500 | 52461 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |
|  | MS&AD Insurance Group Holdings, Inc. | 125700 | $2591238 |
|  | MTI Ltd. | 2400 | 12503 |
|  | Mugen Estate Co. Ltd. | 4500 | 59409 |
|  | m-up Holdings, Inc. | 12400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;154913 |
|  | Murakami Corp. | 2200 | 96601 |
|  | Murata Manufacturing Co. Ltd. | 58016 | 1250878 |
|  | Musashi Seimitsu Industry Co. Ltd. | 16200 | 365473 |
|  | Musashino Bank Ltd. | 8400 | 225982 |
|  | Muto Seiko Co. | 2000 | 21834 |
|  | Nabtesco Corp. | 9900 | 247991 |
|  # | Nachi-Fujikoshi Corp. | 4838 | 123758 |
|  # | Nafco Co. Ltd. | 5700 | 73887 |
|  | Nagano Keiki Co. Ltd. | 5600 | 85185 |
|  | Nagase & Co. Ltd. | 40800 | 890999 |
|  | Nagase Brothers, Inc. | 4000 | 58234 |
|  | Nagoya Railroad Co. Ltd. | 33700 | 368643 |
|  | Nakabayashi Co. Ltd. | 9300 | 34731 |
|  | Nakamoto Packs Co. Ltd. | 1400 | 16462 |
|  # | Nakamuraya Co. Ltd. | 1900 | 37479 |
|  | Nakanishi, Inc. | 13500 | 178742 |
|  # | Nakayama Steel Works Ltd. | 13800 | 55149 |
|  | Namura Shipbuilding Co. Ltd. | 18000 | 610489 |
|  | Nankai Electric Railway Co. Ltd. | 19200 | 346813 |
|  | Nanto Bank Ltd. | 8800 | 292683 |
|  | Nanyo Corp. | 1600 | 13930 |
|  | Narasaki Sangyo Co. Ltd. | 1400 | 30938 |
|  | Natori Co. Ltd. | 2500 | 31541 |
|  | NCD Co. Ltd./Shinagawa | 1700 | 29486 |
|  \* | NE, Inc. | 3200 | 16612 |
|  | NEC Capital Solutions Ltd. | 5300 | 130952 |
|  | NEC Corp. | 42000 | 1525442 |
|  | Neturen Co. Ltd. | 11900 | 91987 |
|  | New Art Holdings Co. Ltd. | 3079 | 28628 |
|  | Nexon Co. Ltd. | 14000 | 285523 |
|  # | Nextage Co. Ltd. | 12300 | 184830 |
|  | NGK Insulators Ltd. | 56900 | 959991 |
|  | NH Foods Ltd. | 17600 | 650016 |
|  | NHK Spring Co. Ltd. | 70863 | 1328530 |
|  | Nicca Chemical Co. Ltd. | 2100 | 19752 |

---

------

##### [**Table of Contents**](#toc)
**WORLD EX U.S. CORE EQUITY PORTFOLIO** 

**CONTINUED** 

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  JAPAN — (Continued) | JAPAN — (Continued) |  |  |
|  | Nice Corp. | 2400 | $27625 |
|  | Nichias Corp. | 23800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;888079 |
|  # | Nichiban Co. Ltd. | 4000 | 49577 |
|  | Nichicon Corp. | 21000 | 210701 |
|  | Nichiden Corp. | 5400 | 86925 |
|  | Nichiha Corp. | 9600 | 170753 |
|  | Nichirei Corp. | 64600 | 764694 |
|  | Nichireki Group Co. Ltd. | 10800 | 169880 |
|  | Nichirin Co. Ltd. | 4500 | 104715 |
|  | NIDEC Corp. (6594 JP) | 120300 | 1463663 |
|  | Nifco, Inc. | 26800 | 776651 |
|  | Nihon Dempa Kogyo Co. Ltd. | 7900 | 57699 |
|  | Nihon Dengi Co. Ltd. | 2800 | 99372 |
|  | Nihon Denkei Co. Ltd. | 3900 | 51525 |
|  | Nihon Flush Co. Ltd. | 7095 | 37199 |
|  # | Nihon House Holdings Co. Ltd. | 12300 | 23678 |
|  | Nihon Kagaku Sangyo Co. Ltd. | 5600 | 81191 |
|  | Nihon M&A Center Holdings, Inc. | 91600 | 431417 |
|  | Nihon Nohyaku Co. Ltd. | 12200 | 68270 |
|  | Nihon Parkerizing Co. Ltd. | 27200 | 236250 |
|  | Nihon Tokushu Toryo Co. Ltd. | 5000 | 67676 |
|  | Nihon Trim Co. Ltd. | 1200 | 37463 |
|  | Nikkiso Co. Ltd. | 15200 | 148596 |
|  # | Nikko Co. Ltd. | 10500 | 52067 |
|  # | Nikkon Holdings Co. Ltd. | 29694 | 669720 |
|  | Nikon Corp. | 52500 | 612290 |
|  | Nintendo Co. Ltd. | 13500 | 1151413 |
|  # | Nippi, Inc. | 300 | 24512 |
|  | Nippn Corp. | 17300 | 245955 |
|  | Nippon Air Conditioning Services Co. Ltd. | 6100 | 51864 |
|  | Nippon Aqua Co. Ltd. | 5000 | 30298 |
|  | Nippon Avionics Co. Ltd. | 2000 | 70484 |
|  # | Nippon Beet Sugar Manufacturing Co. Ltd. | 4800 | 93037 |
|  | Nippon Carbide Industries Co., Inc. | 3800 | 52310 |
|  # | Nippon Carbon Co. Ltd. | 1900 | 53434 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  JAPAN — (Continued) | JAPAN — (Continued) |  |  |
|  | Nippon Care Supply Co. Ltd. | 800 | $12585 |
|  | Nippon Chemical Industrial Co. Ltd. | 3000 | 54452 |
|  \* | Nippon Chemi-Con Corp. | 5600 | 56512 |
|  #\* | Nippon Coke & Engineering Co. Ltd. | 76400 | 46994 |
|  # | Nippon Concrete Industries Co. Ltd. | 16800 | 35169 |
|  | Nippon Denko Co. Ltd. | 40192 | 87726 |
|  | Nippon Densetsu Kogyo Co. Ltd. | 13300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;248122 |
|  | Nippon Dry-Chemical Co. Ltd. | 2100 | 114739 |
|  | Nippon Electric Glass Co. Ltd. | 31400 | 1057138 |
|  | Nippon Express Holdings, Inc. | 73200 | 1557351 |
|  | Nippon Fine Chemical Co. Ltd. | 4300 | 69274 |
|  | Nippon Gas Co. Ltd. | 38600 | 738940 |
|  | Nippon Hume Corp. | 7200 | 145147 |
|  | Nippon Kayaku Co. Ltd. | 38700 | 353889 |
|  | Nippon Kodoshi Corp. | 3100 | 54708 |
|  | Nippon Light Metal Holdings Co. Ltd. | 17940 | 261247 |
|  | Nippon Paint Holdings Co. Ltd. | 104500 | 664727 |
|  | Nippon Paper Industries Co. Ltd. | 31400 | 234919 |
|  | Nippon Parking Development Co. Ltd. | 76500 | 134052 |
|  | Nippon Rietec Co. Ltd. | 2400 | 32026 |
|  | Nippon Sanso Holdings Corp. | 29200 | 969785 |
|  | Nippon Seiki Co. Ltd. | 11300 | 130577 |
|  | Nippon Seisen Co. Ltd. | 3500 | 25113 |
|  | Nippon Sharyo Ltd. | 3200 | 69318 |
|  \* | Nippon Sheet Glass Co. Ltd. | 34300 | 128329 |
|  | Nippon Shinyaku Co. Ltd. | 15100 | 315946 |
|  | Nippon Shokubai Co. Ltd. | 32000 | 370763 |
|  | Nippon Signal Co. Ltd. | 14900 | 121833 |

---

------

##### [**Table of Contents**](#toc)
**WORLD EX U.S. CORE EQUITY PORTFOLIO** 

**CONTINUED** 

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  JAPAN — (Continued) | JAPAN — (Continued) |  |  |
|  | Nippon Soda Co. Ltd. | 18000 | $399041 |
|  | Nippon Steel Corp. | 455495 | 1877563 |
|  | Nippon Television Holdings, Inc. | 7700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;186821 |
|  | Nippon Thompson Co. Ltd. | 20000 | 86603 |
|  | Nippon Yakin Kogyo Co. Ltd. | 3890 | 107780 |
|  | Nippon Yusen KK | 63300 | 2185960 |
|  | Nipro Corp. | 45897 | 448016 |
|  | Nishikawa Rubber Co. Ltd. | 7600 | 139879 |
|  | Nishimatsu Construction Co. Ltd. | 11800 | 405328 |
|  | Nishimatsuya Chain Co. Ltd. | 8400 | 112392 |
|  | Nishi-Nippon Financial Holdings, Inc. | 47600 | 813402 |
|  | Nishi-Nippon Railroad Co. Ltd. | 11300 | 164153 |
|  | Nishio Holdings Co. Ltd. | 7100 | 201986 |
|  | Nissan Chemical Corp. | 30100 | 1016948 |
|  \* | Nissan Motor Co. Ltd. | 234300 | 535547 |
|  | Nissan Shatai Co. Ltd. | 19600 | 130494 |
|  | Nissan Tokyo Sales Holdings Co. Ltd. | 10900 | 35524 |
|  | Nissei ASB Machine Co. Ltd. | 1900 | 84158 |
|  # | Nissei Plastic Industrial Co. Ltd. | 5600 | 30860 |
|  | Nissha Co. Ltd. | 12200 | 105995 |
|  | Nisshin Group Holdings Co. Ltd. | 14000 | 54675 |
|  | Nisshin Oillio Group Ltd. | 11500 | 379973 |
|  | Nisshin Seifun Group, Inc. | 41000 | 463525 |
|  | Nisshinbo Holdings, Inc. | 43148 | 340990 |
|  # | Nissin Foods Holdings Co. Ltd. | 10500 | 189544 |
|  # | Nisso Holdings Co. Ltd. | 3700 | 15436 |
|  | Nissui Corp. | 135500 | 944030 |
|  | Niterra Co. Ltd. | 42100 | 1727072 |
|  | Nitori Holdings Co. Ltd. | 49800 | 806869 |
|  | Nitta Corp. | 6400 | 167760 |
|  | Nitta Gelatin, Inc. | 5000 | 32122 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  JAPAN — (Continued) | JAPAN — (Continued) |  |  |
|  | Nittetsu Mining Co. Ltd. | 22000 | $240964 |
|  | Nitto Boseki Co. Ltd. | 1800 | 101600 |
|  | Nitto Denko Corp. | 118500 | 2951225 |
|  | Nitto Fuji Flour Milling Co. Ltd. | 1000 | 45058 |
|  # | Nitto Kogyo Corp. | 8000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;191579 |
|  | Nitto Kohki Co. Ltd. | 4300 | 47750 |
|  # | Nitto Seiko Co. Ltd. | 9400 | 41974 |
|  | Nittoc Construction Co. Ltd. | 10600 | 84186 |
|  | Nittoku Co. Ltd. | 5500 | 86903 |
|  | Noevir Holdings Co. Ltd. | 4400 | 124870 |
|  | NOF Corp. | 40300 | 717120 |
|  | Nohmi Bosai Ltd. | 3700 | 90975 |
|  | Nojima Corp. | 73716 | 544306 |
|  | NOK Corp. | 20200 | 358682 |
|  | Nomura Holdings, Inc. (8604 JP) | 247000 | 1762616 |
|  | Nomura Holdings, Inc. (NMR US), Sponsored ADR | 9532 | 67868 |
|  | Nomura Micro Science Co. Ltd. | 1300 | 33118 |
|  | Nomura Real Estate Holdings, Inc. | 132700 | 757833 |
|  | Nomura Research Institute Ltd. | 22409 | 865280 |
|  | Noritake Co. Ltd. | 8400 | 263116 |
|  | Noritsu Koki Co. Ltd. | 27300 | 296343 |
|  | Noritz Corp. | 9600 | 124651 |
|  | North Pacific Bank Ltd. | 95800 | 448664 |
|  # | NPC, Inc. | 5000 | 23246 |
|  | NPR-RIKEN Corp. | 6748 | 136634 |
|  # | NS Solutions Corp. | 12100 | 304882 |
|  | NS Tool Co. Ltd. | 5600 | 27803 |
|  | NS United Kaiun Kaisha Ltd. | 5100 | 182331 |
|  | NSD Co. Ltd. | 22540 | 481581 |
|  | NSK Ltd. | 93100 | 469132 |
|  | NSW, Inc. | 3100 | 49940 |
|  | NTN Corp. | 89900 | 200707 |
|  | NTT, Inc. | 1415000 | 1456394 |
|  #\* | Nxera Pharma Co. Ltd. | 13500 | 78530 |
|  | Oat Agrio Co. Ltd. | 4000 | 56865 |
|  # | Obara Group, Inc. | 2500 | 67968 |
|  | Obayashi Corp. | 80800 | 1366929 |
|  | OBIC Business Consultants Co. Ltd. | 1200 | 68676 |
|  | Obic Co. Ltd. | 14900 | 462214 |

---

------

##### [**Table of Contents**](#toc)
**WORLD EX U.S. CORE EQUITY PORTFOLIO** 

**CONTINUED** 

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  JAPAN — (Continued) | JAPAN — (Continued) |  |  |
|  | Odakyu Electric Railway Co. Ltd. | 41699 | $441021 |
|  # | Oenon Holdings, Inc. | 16000 | 53532 |
|  | Ogaki Kyoritsu Bank Ltd. | 14300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;342315 |
|  # | Ohara, Inc. | 2000 | 14755 |
|  # | Ohashi Technica, Inc. | 4000 | 53082 |
|  | Ohba Co. Ltd. | 4600 | 33155 |
|  | Ohki Healthcare Holdings Co. Ltd. | 800 | 7290 |
|  | Ohsho Food Service Corp. | 9300 | 203270 |
|  | OIE Sangyo Co. Ltd. | 1100 | 15535 |
|  | Oiles Corp. | 7700 | 112790 |
|  | Oita Bank Ltd. | 4700 | 155125 |
|  | Oji Holdings Corp. | 248300 | 1252768 |
|  | Okabe Co. Ltd. | 12300 | 73187 |
|  # | Okada Aiyon Corp. | 800 | 10605 |
|  | Okamoto Industries, Inc. | 3200 | 104722 |
|  | Okamoto Machine Tool Works Ltd. | 1900 | 59088 |
|  | Okamura Corp. | 24200 | 354022 |
|  | Okasan Securities Group, Inc. | 45600 | 204356 |
|  | Oki Electric Industry Co. Ltd. | 26174 | 312710 |
|  | Okinawa Cellular Telephone Co. | 17000 | 283401 |
|  # | Okinawa Electric Power Co., Inc. | 7207 | 47226 |
|  | Okinawa Financial Group, Inc. | 5600 | 139561 |
|  | OKUMA Corp. | 13798 | 307182 |
|  | Okumura Corp. | 10100 | 320173 |
|  | Okura Industrial Co. Ltd. | 3400 | 109494 |
|  | Okuwa Co. Ltd. | 9400 | 50695 |
|  | Olympus Corp. | 129200 | 1590060 |
|  | Omron Corp. | 37100 | 1034524 |
|  | Ono Pharmaceutical Co. Ltd. | 77746 | 948766 |
|  # | Onoken Co. Ltd. | 6700 | 59816 |
|  | Onward Holdings Co. Ltd. | 31700 | 133036 |
|  | Ootoya Holdings Co. Ltd. | 1300 | 47541 |
|  | Open House Group Co. Ltd. | 26800 | 1289695 |
|  | Open Up Group, Inc. | 14400 | 160637 |
|  | Optex Group Co. Ltd. | 8620 | 130128 |
|  \* | Optim Corp. | 900 | 3262 |
|  | Oracle Corp. Japan | 3500 | 322664 |
|  | Organo Corp. | 9400 | 806700 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  JAPAN — (Continued) | JAPAN — (Continued) |  |  |
|  | Orient Corp. | 18140 | $113371 |
|  | Oriental Land Co. Ltd. | 35300 | 714390 |
|  | Oriental Shiraishi Corp. | 55500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;152849 |
|  | ORIX Corp. (8591 JP) | 87900 | 2150213 |
|  # | Oro Co. Ltd. | 2100 | 32042 |
|  | Osaka Gas Co. Ltd. | 31300 | 984850 |
|  | Osaka Organic Chemical Industry Ltd. | 5000 | 124118 |
|  # | Osaka Steel Co. Ltd. | 4700 | 79060 |
|  # | OSAKA Titanium Technologies Co. Ltd. | 6900 | 118825 |
|  # | Osaki Electric Co. Ltd. | 13700 | 111029 |
|  | OSG Corp. | 19306 | 279904 |
|  | Otsuka Corp. | 26400 | 521930 |
|  | Otsuka Holdings Co. Ltd. | 22300 | 1213655 |
|  | OUG Holdings, Inc. | 1200 | 30101 |
|  | Oyo Corp. | 7500 | 139959 |
|  # | Ozu Corp. | 2400 | 26563 |
|  # | Pacific Industrial Co. Ltd. | 17200 | 343013 |
|  # | Pacific Metals Co. Ltd. | 3200 | 42505 |
|  | Pack Corp. | 9600 | 74801 |
|  | PAL GROUP Holdings Co. Ltd. | 29200 | 375728 |
|  | PALTAC Corp. | 8400 | 247737 |
|  | Pan Pacific International Holdings Corp. | 168500 | 1002340 |
|  | Panasonic Holdings Corp. | 221200 | 2570173 |
|  | Paraca, Inc. | 2700 | 34653 |
|  | Paramount Bed Holdings Co. Ltd. | 10800 | 247329 |
|  # | Park24 Co. Ltd. | 35500 | 414878 |
|  | Pasona Group, Inc. | 9600 | 118710 |
|  | Pegasus Co. Ltd. | 6000 | 32057 |
|  | Penta-Ocean Construction Co. Ltd. | 101300 | 927401 |
|  # | People Dreams & Technologies Group Co. Ltd. | 3400 | 35368 |
|  \* | PeptiDream, Inc. | 7000 | 70875 |
|  | Persol Holdings Co. Ltd. | 433000 | 718289 |

---

------

##### [**Table of Contents**](#toc)
**WORLD EX U.S. CORE EQUITY PORTFOLIO** 

**CONTINUED** 

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  JAPAN — (Continued) | JAPAN — (Continued) |  |  |
|  # | Pharma Foods International Co. Ltd. | 8300 | $42829 |
|  | PHC Holdings Corp. | 10500 | 68635 |
|  \* | PIA Corp. | 2300 | 44823 |
|  | Pickles Holdings Co. Ltd. | 4300 | 30656 |
|  # | Pigeon Corp. | 26200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;296363 |
|  | PILLAR Corp. | 7600 | 239335 |
|  | Pilot Corp. | 7600 | 229490 |
|  | Piolax, Inc. | 8500 | 94710 |
|  #\* | PKSHA Technology, Inc. | 700 | 20260 |
|  # | Plus Alpha Consulting Co. Ltd. | 8300 | 127240 |
|  | Pole To Win Holdings, Inc. | 10000 | 21431 |
|  # | Port, Inc. | 3300 | 41899 |
|  | PR Times Corp. | 2500 | 48255 |
|  | Premium Group Co. Ltd. | 13600 | 174104 |
|  | Premium Water Holdings, Inc. | 1800 | 38674 |
|  | Press Kogyo Co. Ltd. | 25900 | 109767 |
|  | Prestige International, Inc. | 29600 | 127117 |
|  | Prima Meat Packers Ltd. | 9000 | 144576 |
|  | Procrea Holdings, Inc. | 7401 | 83119 |
|  | Pronexus, Inc. | 4200 | 29774 |
|  | Pro-Ship, Inc. | 5400 | 52257 |
|  | PS Construction Co. Ltd. | 5040 | 59110 |
|  | QB Net Holdings Co. Ltd. | 3700 | 32569 |
|  | Qol Holdings Co. Ltd. | 7700 | 97084 |
|  | Quick Co. Ltd. | 4000 | 60994 |
|  # | Raccoon Holdings, Inc. | 6000 | 25938 |
|  | Raito Kogyo Co. Ltd. | 16600 | 347402 |
|  | Raiznext Corp. | 13300 | 165247 |
|  | Raksul, Inc. | 14600 | 100239 |
|  | Rakus Co. Ltd. | 65800 | 531190 |
|  \* | Rakuten Bank Ltd. | 14800 | 812333 |
|  \* | Rakuten Group, Inc. | 37800 | 247295 |
|  | Rasa Corp. | 4400 | 47117 |
|  | Rasa Industries Ltd. | 2900 | 94486 |
|  | Recruit Holdings Co. Ltd. | 98000 | 4859617 |
|  | Relo Group, Inc. | 26100 | 280963 |
|  # | Renaissance, Inc. | 3700 | 25219 |
|  | Renesas Electronics Corp. | 120400 | 1486888 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  JAPAN — (Continued) | JAPAN — (Continued) |  |  |
|  | Rengo Co. Ltd. | 71900 | $437902 |
|  \* | RENOVA, Inc. | 13800 | 73940 |
|  | Resol Holdings Co. Ltd. | 500 | 17474 |
|  | Resona Holdings, Inc. | 111650 | 1076423 |
|  | Resonac Holdings Corp. | 65500 | 2551862 |
|  | Resorttrust, Inc. | 67000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;789541 |
|  | Restar Corp. | 5100 | 85322 |
|  | Retail Partners Co. Ltd. | 8300 | 69338 |
|  | Rheon Automatic Machinery Co. Ltd. | 6000 | 56274 |
|  | Rhythm Co. Ltd. | 2400 | 52200 |
|  | Ricoh Co. Ltd. | 89200 | 765227 |
|  | Ricoh Leasing Co. Ltd. | 6700 | 246058 |
|  | Riken Keiki Co. Ltd. | 6800 | 154877 |
|  | Riken Technos Corp. | 14600 | 132339 |
|  | Riken Vitamin Co. Ltd. | 4400 | 79878 |
|  # | Ringer Hut Co. Ltd. | 4300 | 62015 |
|  | Rinnai Corp. | 25100 | 568908 |
|  | Rion Co. Ltd. | 2700 | 43762 |
|  | Riso Kagaku Corp. | 2800 | 21225 |
|  # | Riso Kyoiku Group Corp. | 14136 | 18053 |
|  | Rohm Co. Ltd. | 73600 | 1178606 |
|  | Rohto Pharmaceutical Co. Ltd. | 37400 | 580077 |
|  # | Rokko Butter Co. Ltd. | 5300 | 40351 |
|  | Roland Corp. | 5000 | 105923 |
|  | Rorze Corp. | 32000 | 445612 |
|  | Round One Corp. | 70700 | 507640 |
|  # | Royal Holdings Co. Ltd. | 11700 | 194309 |
|  | RS Technologies Co. Ltd. | 2100 | 52352 |
|  | Ryobi Ltd. | 7500 | 133890 |
|  | RYODEN Corp. | 6400 | 132594 |
|  | Ryohin Keikaku Co. Ltd. | 84600 | 1740168 |
|  | Ryoyo Ryosan Holdings, Inc. | 7816 | 150608 |
|  | S Foods, Inc. | 6900 | 111988 |
|  | S&B Foods, Inc. | 5400 | 116672 |
|  # | Sac's Bar Holdings, Inc. | 5800 | 29463 |
|  | Saibu Gas Holdings Co. Ltd. | 5400 | 64736 |
|  | Saizeriya Co. Ltd. | 9200 | 300822 |
|  | Sakai Chemical Industry Co. Ltd. | 5400 | 99641 |

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##### [**Table of Contents**](#toc)
**WORLD EX U.S. CORE EQUITY PORTFOLIO** 

**CONTINUED** 

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  JAPAN — (Continued) | JAPAN — (Continued) |  |  |
|  | Sakai Heavy Industries Ltd. | 2800 | $37279 |
|  | Sakai Moving Service Co. Ltd. | 5120 | 93607 |
|  | Sakata INX Corp. | 16000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;236188 |
|  | Sakata Seed Corp. | 8900 | 228046 |
|  | Sala Corp. | 18339 | 124956 |
|  | San Holdings, Inc. | 8000 | 77953 |
|  | San ju San Financial Group, Inc. | 7790 | 184247 |
|  | San-A Co. Ltd. | 9800 | 170468 |
|  | San-Ai Obbli Co. Ltd. | 26600 | 352315 |
|  | Sangetsu Corp. | 14900 | 291352 |
|  | San-In Godo Bank Ltd. | 51000 | 448426 |
|  \* | Sanken Electric Co. Ltd. | 7800 | 374897 |
|  | Sanki Engineering Co. Ltd. | 15700 | 539546 |
|  | Sanko Gosei Ltd. | 6000 | 32752 |
|  | Sanko Metal Industrial Co. Ltd. | 7000 | 61632 |
|  | Sankyo Co. Ltd. | 53500 | 928083 |
|  | Sankyo Frontier Co. Ltd. | 2000 | 26026 |
|  # | Sankyo Seiko Co. Ltd. | 9600 | 41963 |
|  | Sankyo Tateyama, Inc. | 10700 | 41744 |
|  | Sankyu, Inc. | 19500 | 995672 |
|  | Sanoh Industrial Co. Ltd. | 10000 | 59493 |
|  | Sanrio Co. Ltd. | 23900 | 1106053 |
|  | Sansei Technologies, Inc. | 2300 | 33785 |
|  | Sanshin Electronics Co. Ltd. | 2900 | 54981 |
|  # | Santec Holdings Corp. | 1600 | 94460 |
|  | Santen Pharmaceutical Co. Ltd. | 80300 | 786761 |
|  | Sanwa Holdings Corp. | 31600 | 861786 |
|  | Sanyo Chemical Industries Ltd. | 4400 | 119719 |
|  | Sanyo Denki Co. Ltd. | 12000 | 306852 |
|  | Sanyo Electric Railway Co. Ltd. | 4200 | 54583 |
|  | Sanyo Shokai Ltd. | 3400 | 70145 |
|  | Sanyo Trading Co. Ltd. | 8758 | 90150 |
|  | Sapporo Holdings Ltd. | 8600 | 413285 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  JAPAN — (Continued) | JAPAN — (Continued) |  |  |
|  | Sata Construction Co. Ltd. | 4100 | $28758 |
|  | Sato Corp. | 8135 | 115465 |
|  | Sato Shoji Corp. | 5200 | 72558 |
|  # | Satori Electric Co. Ltd. | 3600 | 44794 |
|  | Sawai Group Holdings Co. Ltd. | 29400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;351102 |
|  | SAXA, Inc. | 2100 | 73292 |
|  #\* | SBI ARUHI Corp. | 7200 | 37300 |
|  # | SBI Global Asset Management Co. Ltd. | 5900 | 22688 |
|  | SBI Holdings, Inc. | 34200 | 1528296 |
|  # | SBS Holdings, Inc. | 5900 | 129751 |
|  # | SCREEN Holdings Co. Ltd. | 13600 | 1289248 |
|  | Scroll Corp. | 13800 | 98087 |
|  | SCSK Corp. | 19400 | 712884 |
|  | SEC Carbon Ltd. | 3600 | 49837 |
|  | Secom Co. Ltd. | 17000 | 574682 |
|  | Seed Co. Ltd. | 3100 | 11423 |
|  | Sega Sammy Holdings, Inc. | 18000 | 333067 |
|  | Segue Group Co. Ltd. | 2500 | 10415 |
|  | Seibu Holdings, Inc. | 27000 | 948997 |
|  | Seika Corp. | 11100 | 165494 |
|  | Seikagaku Corp. | 14400 | 61346 |
|  | Seikitokyu Kogyo Co. Ltd. | 7000 | 67346 |
|  | Seiko Epson Corp. | 80674 | 1022189 |
|  | Seiko Group Corp. | 11400 | 523532 |
|  | Seino Holdings Co. Ltd. | 34400 | 486139 |
|  | Seiren Co. Ltd. | 12700 | 260074 |
|  | Sekisui Chemical Co. Ltd. | 64100 | 1110487 |
|  | Sekisui House Ltd. | 58300 | 1250842 |
|  | Sekisui Jushi Corp. | 9000 | 120342 |
|  | Sekisui Kasei Co. Ltd. | 9100 | 20884 |
|  | SEMITEC Corp. | 1600 | 24579 |
|  | Senko Group Holdings Co. Ltd. | 53800 | 702206 |
|  | Senshu Electric Co. Ltd. | 3200 | 93732 |
|  | Senshu Ikeda Holdings, Inc. | 83500 | 360415 |
|  \* | Senshukai Co. Ltd. | 11500 | 16924 |
|  | Septeni Holdings Co. Ltd. | 10000 | 26557 |
|  | Seria Co. Ltd. | 12100 | 230407 |
|  | Seven & i Holdings Co. Ltd. | 355800 | 4525703 |

---

------

##### [**Table of Contents**](#toc)
**WORLD EX U.S. CORE EQUITY PORTFOLIO** 

**CONTINUED** 

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  JAPAN — (Continued) | JAPAN — (Continued) |  |  |
|  | Seven Bank Ltd. | 182200 | $334702 |
|  | SFP Holdings Co. Ltd. | 1700 | 22282 |
|  | SG Holdings Co. Ltd. | 32900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;302371 |
|  | Sharingtechnology, Inc. | 8000 | 48451 |
|  \* | Sharp Corp. | 40354 | 224011 |
|  | Shibaura Machine Co. Ltd. | 8700 | 241591 |
|  | Shibaura Mechatronics Corp. | 3900 | 459376 |
|  | Shibusawa Logistics Corp. | 16800 | 120603 |
|  | Shibuya Corp. | 6000 | 133111 |
|  \* | SHIFT, Inc. | 46500 | 320528 |
|  | Shiga Bank Ltd. | 14500 | 585717 |
|  | Shikibo Ltd. | 4500 | 29288 |
|  | Shikoku Bank Ltd. | 12700 | 119856 |
|  | Shikoku Electric Power Co., Inc. | 31400 | 280351 |
|  | Shikoku Kasei Holdings Corp. | 11500 | 204717 |
|  | Shima Seiki Manufacturing Ltd. | 4100 | 26370 |
|  | Shimadaya Corp. | 1800 | 20587 |
|  | Shimadzu Corp. | 22400 | 602234 |
|  | Shimamura Co. Ltd. | 11200 | 722060 |
|  | Shimano, Inc. | 5474 | 573488 |
|  | Shimizu Bank Ltd. | 4300 | 56173 |
|  | Shimizu Corp. | 59200 | 794651 |
|  | Shimojima Co. Ltd. | 4300 | 35988 |
|  | Shin Nippon Air Technologies Co. Ltd. | 5800 | 115824 |
|  | Shin Nippon Biomedical Laboratories Ltd. | 2600 | 24593 |
|  | Shinagawa Refra Co. Ltd. | 13500 | 161803 |
|  | Shindengen Electric Manufacturing Co. Ltd. | 3400 | 77213 |
|  | Shin-Etsu Chemical Co. Ltd. | 93800 | 2819527 |
|  | Shin-Etsu Polymer Co. Ltd. | 18100 | 226666 |
|  # | Shinki Bus Co. Ltd. | 1000 | 12254 |
|  | Shinko Shoji Co. Ltd. | 11400 | 75282 |
|  | Shinmaywa Industries Ltd. | 20300 | 264001 |
|  | Shinnihon Corp. | 13500 | 155159 |
|  | Shinnihonseiyaku Co. Ltd. | 3100 | 43448 |
|  | Shinsho Corp. | 6600 | 99445 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  JAPAN — (Continued) | JAPAN — (Continued) |  |  |
|  | Shinwa Co. Ltd. (3447 JP) | 2800 | $15085 |
|  | Shinwa Co. Ltd. (7607 JP) | 2500 | 49821 |
|  | Shionogi & Co. Ltd. | 92100 | 1544756 |
|  | Ship Healthcare Holdings, Inc. | 28600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;427840 |
|  | Shiseido Co. Ltd. | 35600 | 599641 |
|  | Shizuoka Financial Group, Inc. | 75000 | 1010071 |
|  | Shizuoka Gas Co. Ltd. | 14000 | 102376 |
|  | SHO-BOND Holdings Co. Ltd. | 9900 | 314142 |
|  | Shoei Co. Ltd. | 17600 | 186950 |
|  # | Shoei Foods Corp. | 2200 | 56237 |
|  | Showa Sangyo Co. Ltd. | 6200 | 118349 |
|  | SIGMAXYZ Holdings, Inc. | 24000 | 136100 |
|  | Siix Corp. | 11500 | 103140 |
|  \* | Simplex Holdings, Inc. | 10000 | 278837 |
|  | Sinanen Holdings Co. Ltd. | 1600 | 64073 |
|  | Sinfonia Technology Co. Ltd. | 8800 | 605678 |
|  | Sinko Industries Ltd. | 17400 | 145372 |
|  | Sintokogio Ltd. | 12700 | 85050 |
|  | SK Kaken Co. Ltd. | 2000 | 117659 |
|  # | SK-Electronics Co. Ltd. | 2900 | 55966 |
|  | SKY Perfect JSAT Holdings, Inc. | 61300 | 603190 |
|  | Skylark Holdings Co. Ltd. | 60800 | 1099720 |
|  | Skymark Airlines, Inc. | 4600 | 13388 |
|  # | Smaregi, Inc. | 2900 | 53476 |
|  | SMC Corp. | 4100 | 1403522 |
|  | SMK Corp. | 1799 | 26437 |
|  | SMS Co. Ltd. | 18600 | 160315 |
|  | Socionext, Inc. | 49300 | 1109474 |
|  | Soda Nikka Co. Ltd. | 8400 | 54397 |
|  | Sodick Co. Ltd. | 16900 | 106857 |
|  | SoftBank Corp. | 1669000 | 2371646 |
|  | SoftBank Group Corp. | 127044 | 22292223 |
|  | Softcreate Holdings Corp. | 6400 | 88536 |
|  | Software Service, Inc. | 900 | 80005 |
|  | Sojitz Corp. | 42540 | 1128605 |
|  | Soken Chemical & Engineering Co. Ltd. | 6000 | 92788 |

---

------

##### [**Table of Contents**](#toc)
**WORLD EX U.S. CORE EQUITY PORTFOLIO** 

**CONTINUED** 

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  JAPAN — (Continued) | JAPAN — (Continued) |  |  |
|  | Solasto Corp. | 14200 | $46401 |
|  | Soliton Systems KK | 3100 | 34466 |
|  | Sompo Holdings, Inc. | 103500 | 3154210 |
|  \* | Sony Financial Group, Inc. | 538000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;542503 |
|  \* | Sony Financial Group, Inc., ADR | 9299 | 46216 |
|  | Sony Group Corp. (6758 JP) | 538000 | 14983074 |
|  # | Sony Group Corp. (SONY US), Sponsored ADR | 46500 | 1296885 |
|  | Sotetsu Holdings, Inc. | 15000 | 251449 |
|  | Space Co. Ltd. | 5050 | 44761 |
|  | Sparx Group Co. Ltd. | 7580 | 76462 |
|  | SPK Corp. | 3600 | 52218 |
|  # | S-Pool, Inc. | 12800 | 23490 |
|  | Square Enix Holdings Co. Ltd. | 6900 | 133479 |
|  # | SRA Holdings | 3800 | 123121 |
|  | SRE Holdings Corp. | 2900 | 53048 |
|  | SRS Holdings Co. Ltd. | 9600 | 71384 |
|  | ST Corp. | 3000 | 30516 |
|  | ST HD Co. Ltd. | 11700 | 197429 |
|  | St. Care Holding Corp. | 8200 | 44106 |
|  | Stanley Electric Co. Ltd. | 32500 | 638372 |
|  | Star Mica Holdings Co. Ltd. | 10200 | 75278 |
|  | Star Micronics Co. Ltd. | 6000 | 64663 |
|  | Startia Holdings, Inc. | 2700 | 48321 |
|  | Starts Corp., Inc. | 12500 | 388298 |
|  | Starzen Co. Ltd. | 17700 | 133182 |
|  | Stella Chemifa Corp. | 2900 | 76979 |
|  | Step Co. Ltd. | 2900 | 45633 |
|  | STI Foods Holdings, Inc. | 3300 | 27475 |
|  | Strike Co. Ltd. | 3200 | 78833 |
|  # | Studio Alice Co. Ltd. | 3700 | 48749 |
|  | Subaru Corp. | 168116 | 3576352 |
|  | Subaru Enterprise Co. Ltd. | 3000 | 63912 |
|  | Sugi Holdings Co. Ltd. | 27800 | 600527 |
|  | Sugimoto & Co. Ltd. | 7600 | 89005 |
|  | SUMCO Corp. | 100000 | 1019082 |
|  | Sumida Corp. | 10500 | 76294 |
|  | Suminoe Co. Ltd. | 2400 | 18827 |
|  # | Sumiseki Holdings, Inc. | 7800 | 28230 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  JAPAN — (Continued) | JAPAN — (Continued) |  |  |
|  | Sumitomo Bakelite Co. Ltd. | 27800 | $924684 |
|  | Sumitomo Chemical Co. Ltd. | 306800 | 902398 |
|  | Sumitomo Corp. | 72900 | 2120730 |
|  | Sumitomo Densetsu Co. Ltd. | 5000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;314646 |
|  | Sumitomo Electric Industries Ltd. | 117900 | 4298328 |
|  | Sumitomo Forestry Co. Ltd. | 141900 | 1476153 |
|  | Sumitomo Heavy Industries Ltd. | 32900 | 879633 |
|  | Sumitomo Metal Mining Co. Ltd. | 26200 | 857066 |
|  | Sumitomo Mitsui Financial Group, Inc. (8316 JP) | 217800 | 5896671 |
|  | Sumitomo Mitsui Trust Group, Inc. | 45200 | 1241488 |
|  | Sumitomo Osaka Cement Co. Ltd. | 10200 | 254798 |
|  \* | Sumitomo Pharma Co. Ltd. | 7100 | 77404 |
|  | Sumitomo Realty & Development Co. Ltd. | 35500 | 1515743 |
|  | Sumitomo Riko Co. Ltd. | 14500 | 245379 |
|  | Sumitomo Rubber Industries Ltd. | 59228 | 693646 |
|  | Sumitomo Seika Chemicals Co. Ltd. | 3085 | 95557 |
|  | Sumitomo Warehouse Co. Ltd. | 24700 | 520969 |
|  | Sun Frontier Fudousan Co. Ltd. | 15900 | 235538 |
|  | Sundrug Co. Ltd. | 19600 | 529008 |
|  # | Suntory Beverage & Food Ltd. | 14200 | 429829 |
|  # | Sun-Wa Technos Corp. | 4300 | 74682 |
|  | Suruga Bank Ltd. | 34500 | 345349 |
|  | Suzuden Corp. | 1000 | 10864 |
|  | Suzuken Co. Ltd. | 17070 | 648260 |
|  | Suzuki Co. Ltd. | 6500 | 90837 |
|  | Suzuki Motor Corp. | 184000 | 2746912 |
|  | SWCC Corp. | 14200 | 689918 |
|  | Synchro Food Co. Ltd. | 3200 | 12971 |
|  | Sysmex Corp. | 51000 | 568526 |
|  | System Research Co. Ltd. | 5300 | 69851 |

---

------

##### [**Table of Contents**](#toc)
**WORLD EX U.S. CORE EQUITY PORTFOLIO** 

**CONTINUED** 

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) |  |  |
|  | System Support Holdings, Inc. | 2300 | $45362 |
|  | Systems Engineering Consultants Co. Ltd. | 1400 | 23447 |
|  | Systena Corp. | 103500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;356181 |
|  | Syuppin Co. Ltd. | 8000 | 65966 |
|  | T Hasegawa Co. Ltd. | 9500 | 166445 |
|  | T RAD Co. Ltd. | 2200 | 99533 |
|  | T&D Holdings, Inc. | 61900 | 1329335 |
|  | Tachibana Eletech Co. Ltd. | 6280 | 115364 |
|  | Tachikawa Corp. | 4700 | 57660 |
|  | Tachi-S Co. Ltd. | 9900 | 125493 |
|  | Tadano Ltd. | 30600 | 212524 |
|  | Taihei Dengyo Kaisha Ltd. | 11400 | 159846 |
|  | Taiheiyo Cement Corp. | 33909 | 920002 |
|  | Taiho Kogyo Co. Ltd. | 4900 | 21738 |
|  | Taikisha Ltd. | 11200 | 221736 |
|  | Taiko Bank Ltd. | 3600 | 40734 |
|  | Taisei Corp. | 6800 | 494777 |
|  | Taisei Lamick Group Head Quarter & Innovation Co. Ltd. | 2700 | 46183 |
|  | Taisei Oncho Co. Ltd. | 1100 | 29822 |
|  | Taiyo Holdings Co. Ltd. | 13400 | 716812 |
|  | Taiyo Yuden Co. Ltd. | 38900 | 1104830 |
|  | Takamatsu Construction Group Co. Ltd. | 5500 | 120711 |
|  | Takamiya Co. Ltd. | 13500 | 36379 |
|  | Takaoka Toko Co. Ltd. | 4200 | 93536 |
|  | Takara & Co. Ltd. | 2400 | 63315 |
|  | Takara Bio, Inc. | 11501 | 68777 |
|  | Takara Holdings, Inc. | 44800 | 456299 |
|  | Takara Standard Co. Ltd. | 14900 | 240656 |
|  | Takasago International Corp. | 25500 | 249213 |
|  | Takasago Thermal Engineering Co. Ltd. | 16400 | 486656 |
|  # | Takashima & Co. Ltd. | 13600 | 72268 |
|  | Takashimaya Co. Ltd. | 87200 | 932722 |
|  | Take & Give Needs Co. Ltd. | 2200 | 11739 |
|  # | TAKEBISHI Corp. | 3200 | 42426 |
|  | Takeda Pharmaceutical Co. Ltd. (4502 JP) | 134453 | 3628549 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) |  |  |
|  | Takeuchi Manufacturing Co. Ltd. | 13000 | $535959 |
|  # | Taki Chemical Co. Ltd. | 1600 | 37428 |
|  # | Tama Home Co. Ltd. | 4400 | 103105 |
|  | Tamron Co. Ltd. | 44000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;312468 |
|  | Tamura Corp. | 28300 | 96991 |
|  | Tanabe Engineering Corp. | 1500 | 22993 |
|  | Tauns Laboratories, Inc. | 7600 | 27349 |
|  | Tayca Corp. | 6000 | 51133 |
|  # | Tazmo Co. Ltd. | 2700 | 41586 |
|  | TBS Holdings, Inc. | 6300 | 217524 |
|  | TDC Soft, Inc. | 8400 | 73433 |
|  | TDK Corp. (6762 JP) | 216999 | 3791451 |
|  | TechMatrix Corp. | 14000 | 198000 |
|  # | Techno Medica Co. Ltd. | 2700 | 32880 |
|  | Techno Ryowa Ltd. | 1900 | 69743 |
|  | Techno Smart Corp. | 800 | 10795 |
|  | Teijin Ltd. | 47063 | 411732 |
|  | Teikoku Electric Manufacturing Co. Ltd. | 4300 | 86103 |
|  # | Teikoku Sen-I Co. Ltd. | 4500 | 100145 |
|  | Teikoku Tsushin Kogyo Co. Ltd. | 3200 | 51281 |
|  | Tekken Corp. | 3800 | 90770 |
|  # | Temairazu, Inc. | 1200 | 25025 |
|  # | Tenpos Holdings Co. Ltd. | 500 | 11230 |
|  | Tera Probe, Inc. | 1200 | 45523 |
|  | Terasaki Electric Co. Ltd. | 1100 | 34410 |
|  | Terumo Corp. | 22500 | 363171 |
|  # | Tess Holdings Co. Ltd. | 14200 | 32056 |
|  | THK Co. Ltd. | 26000 | 692315 |
|  | Tigers Polymer Corp. | 3500 | 21959 |
|  | TIS, Inc. | 39600 | 1364253 |
|  | TKC Corp. | 5900 | 154370 |
|  | Toa Corp. (1885 JP) | 27600 | 422751 |
|  | Toa Corp. (6809 JP) | 8800 | 72094 |
|  | TOA ROAD Corp. | 11500 | 115813 |
|  | Toagosei Co. Ltd. | 44700 | 443417 |
|  | TOBISHIMA HOLDINGS, Inc. | 6890 | 94100 |
|  | Tobu Railway Co. Ltd. | 22700 | 366105 |
|  | TOC Co. Ltd. | 9100 | 48076 |
|  | Tocalo Co. Ltd. | 26300 | 385449 |
|  | Tochigi Bank Ltd. | 36200 | 129061 |

---

------

##### [**Table of Contents**](#toc)
**WORLD EX U.S. CORE EQUITY PORTFOLIO** 

**CONTINUED** 

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) |  |  |
|  | Toda Corp. | 76500 | $515362 |
|  | Toei Animation Co. Ltd. | 9400 | 176175 |
|  | Toei Co. Ltd. | 5400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;191963 |
|  | Toell Co. Ltd. | 2100 | 10922 |
|  | Toenec Corp. | 18500 | 200778 |
|  | Toho Bank Ltd. | 57700 | 170759 |
|  | Toho Co. Ltd. (8142 JP) | 2400 | 51609 |
|  | Toho Co. Ltd. (9602 JP) | 4800 | 281361 |
|  | Toho Gas Co. Ltd. | 13600 | 406096 |
|  | Toho Holdings Co. Ltd. | 17200 | 551584 |
|  | Toho Titanium Co. Ltd. | 11900 | 121965 |
|  | Tohoku Bank Ltd. | 4300 | 36901 |
|  | Tohoku Electric Power Co., Inc. | 60900 | 416691 |
|  # | Tohokushinsha Film Corp. | 14100 | 55204 |
|  | Tokai Carbon Co. Ltd. | 64500 | 432073 |
|  | Tokai Corp. | 6700 | 92816 |
|  | TOKAI Holdings Corp. | 31091 | 205836 |
|  | Tokai Rika Co. Ltd. | 15618 | 280568 |
|  | Tokai Tokyo Financial Holdings, Inc. | 66500 | 246407 |
|  | Token Corp. | 2200 | 201822 |
|  | Tokio Marine Holdings, Inc. (8766 JP) | 147300 | 5493284 |
|  | Tokushu Tokai Paper Co. Ltd. | 9000 | 86596 |
|  | Tokuyama Corp. | 24877 | 617608 |
|  | Tokyo Century Corp. | 56800 | 670345 |
|  \* | Tokyo Electric Power Co. Holdings, Inc. | 155900 | 779104 |
|  | Tokyo Electron Device Ltd. | 9000 | 175842 |
|  | Tokyo Electron Ltd. | 30000 | 6614106 |
|  | Tokyo Energy & Systems, Inc. | 8800 | 101441 |
|  | Tokyo Gas Co. Ltd. | 30800 | 1080901 |
|  | Tokyo Individualized Educational Institute, Inc. | 5100 | 14721 |
|  | Tokyo Kiraboshi Financial Group, Inc. | 10800 | 514240 |
|  | Tokyo Ohka Kogyo Co. Ltd. | 20100 | 733520 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| JAPAN — (Continued) | JAPAN — (Continued) |  |  |
|  | Tokyo Rope Manufacturing Co. Ltd. | 3500 | $32768 |
|  | Tokyo Sangyo Co. Ltd. | 7700 | 46586 |
|  | Tokyo Seimitsu Co. Ltd. | 13300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;914953 |
|  | Tokyo Steel Manufacturing Co. Ltd. | 16900 | 149120 |
|  | Tokyo Tatemono Co. Ltd. | 63500 | 1185560 |
|  | Tokyo Tekko Co. Ltd. | 4000 | 146177 |
|  | Tokyotokeiba Co. Ltd. | 6100 | 218729 |
|  | Tokyu Construction Co. Ltd. | 22500 | 153029 |
|  | Tokyu Corp. | 32700 | 363886 |
|  | Tokyu Fudosan Holdings Corp. | 178000 | 1434446 |
|  | Toli Corp. | 17400 | 70392 |
|  | Tomato Bank Ltd. | 3000 | 26863 |
|  | Tomen Devices Corp. | 1300 | 79430 |
|  # | Tomoe Corp. | 9200 | 108051 |
|  # | Tomoe Engineering Co. Ltd. | 7800 | 80197 |
|  | Tomoku Co. Ltd. | 4500 | 96111 |
|  | TOMONY Holdings, Inc. | 67654 | 299807 |
|  | Tomy Co. Ltd. | 24921 | 512668 |
|  | TOPPAN Holdings, Inc. | 24220 | 592369 |
|  | Topre Corp. | 11900 | 172501 |
|  | Topy Industries Ltd. | 4700 | 86779 |
|  | Toray Industries, Inc. | 172200 | 1054282 |
|  # | Torex Semiconductor Ltd. | 3700 | 38132 |
|  | Toridoll Holdings Corp. | 14600 | 422878 |
|  | Torigoe Co. Ltd. | 6600 | 47366 |
|  | Torishima Pump Manufacturing Co. Ltd. | 8500 | 115251 |
|  | Tosei Corp. | 11100 | 236162 |
|  | Toshiba TEC Corp. | 9600 | 193770 |
|  | Tosho Co. Ltd. | 5000 | 25537 |
|  | Tosoh Corp. | 84300 | 1201911 |
|  | Totech Corp. | 6200 | 128025 |
|  | Totetsu Kogyo Co. Ltd. | 6700 | 183889 |
|  # | TOTO Ltd. | 32199 | 816715 |
|  # | Tottori Bank Ltd. | 4100 | 35760 |
|  | Toukei Computer Co. Ltd. | 1000 | 24858 |
|  | Tow Co. Ltd. | 15200 | 36515 |

---

------

##### [**Table of Contents**](#toc)
**WORLD EX U.S. CORE EQUITY PORTFOLIO** 

**CONTINUED** 

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |
|  | Towa Bank Ltd. | 12100 | $72878 |
|  | Towa Pharmaceutical Co. Ltd. | 10260 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;188881 |
|  | Toyo Corp. | 9100 | 98207 |
|  # | Toyo Gosei Co. Ltd. | 1700 | 77272 |
|  # | Toyo Innovex Co. Ltd. | 6400 | 27508 |
|  | Toyo Kanetsu KK | 3400 | 99460 |
|  | Toyo Securities Co. Ltd. | 15900 | 56756 |
|  | Toyo Seikan Group Holdings Ltd. | 34000 | 763308 |
|  | Toyo Suisan Kaisha Ltd. | 7600 | 550885 |
|  # | Toyo Tanso Co. Ltd. | 4900 | 146596 |
|  # | Toyo Tire Corp. | 43100 | 1177925 |
|  | Toyobo Co. Ltd. | 25700 | 190766 |
|  | Toyoda Gosei Co. Ltd. | 22500 | 520757 |
|  | Toyota Boshoku Corp. | 25700 | 390770 |
|  | Toyota Industries Corp. | 8100 | 880487 |
|  | Toyota Motor Corp. (7203 JP) | 854715 | 17425181 |
|  | Toyota Tsusho Corp. | 111000 | 3392851 |
|  | TPR Co. Ltd. | 14400 | 113089 |
|  | Traders Holdings Co. Ltd. | 4960 | 28780 |
|  | Transaction Co. Ltd. | 9800 | 65028 |
|  | Transcosmos, Inc. | 6500 | 154034 |
|  | TRE Holdings Corp. | 17352 | 173875 |
|  | Treasure Factory Co. Ltd. | 5100 | 55282 |
|  | Trend Micro, Inc. (4704 JP) | 17100 | 872655 |
|  # | Tri Chemical Laboratories, Inc. | 2800 | 54046 |
|  # | Trial Holdings, Inc. | 6900 | 92048 |
|  | Trusco Nakayama Corp. | 14200 | 223886 |
|  | TS Tech Co. Ltd. | 26114 | 309497 |
|  | TSI Holdings Co. Ltd. | 18400 | 114175 |
|  # | Tsubaki Nakashima Co. Ltd. | 16100 | 40645 |
|  | Tsubakimoto Chain Co. | 31500 | 440878 |
|  | Tsubakimoto Kogyo Co. Ltd. | 5100 | 90193 |
|  | Tsuburaya Fields Holdings, Inc. | 10600 | 149045 |
|  | Tsugami Corp. | 15200 | 269407 |
|  | Tsukishima Holdings Co. Ltd. | 11200 | 185280 |
|  | Tsukuba Bank Ltd. | 27700 | 56629 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |
|  | Tsumura & Co. | 19000 | $440735 |
|  | Tsuruha Holdings, Inc. | 52500 | 911544 |
|  | Tsurumi Manufacturing Co. Ltd. | 8800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;110897 |
|  | Tsutsumi Jewelry Co. Ltd. | 2700 | 39595 |
|  | Tsuzuki Denki Co. Ltd. | 1500 | 30722 |
|  | TV Asahi Holdings Corp. | 8100 | 164830 |
|  | Tv Tokyo Holdings Corp. | 2500 | 75283 |
|  # | TWOSTONE&Sons | 1500 | 7138 |
|  | TYK Corp. | 5300 | 18996 |
|  | UACJ Corp. | 54932 | 709329 |
|  | UBE Corp. | 25300 | 371936 |
|  | Uchida Yoko Co. Ltd. | 2500 | 168547 |
|  | Ukai Co. Ltd. | 500 | 11493 |
|  | ULS Group, Inc. | 7000 | 33645 |
|  | Ulvac, Inc. | 11300 | 512560 |
|  | U-Next Holdings Co. Ltd. | 20400 | 269261 |
|  | Unicharm Corp. | 111300 | 688633 |
|  | Unipres Corp. | 10323 | 80137 |
|  | United Arrows Ltd. | 8000 | 99918 |
|  | United Super Markets Holdings, Inc. | 22173 | 118374 |
|  \* | Universal Entertainment Corp. | 6800 | 38091 |
|  | Urbanet Corp. Co. Ltd. | 8600 | 31363 |
|  | User Local, Inc. | 2500 | 31771 |
|  | Ushio, Inc. | 32400 | 537183 |
|  | USS Co. Ltd. | 75900 | 837775 |
|  | UT Group Co. Ltd. | 10000 | 178073 |
|  | V Technology Co. Ltd. | 3500 | 78632 |
|  | Valor Holdings Co. Ltd. | 14201 | 259957 |
|  | Valqua Ltd. | 5600 | 140886 |
|  | Value HR Co. Ltd. | 6600 | 72355 |
|  | ValueCommerce Co. Ltd. | 5600 | 24423 |
|  | Vector, Inc. | 6200 | 46740 |
|  | Vertex Corp. | 23640 | 211539 |
|  | Vision, Inc. | 12000 | 95232 |
|  \* | Visional, Inc. | 7100 | 492972 |
|  | Vital KSK Holdings, Inc. | 10978 | 88457 |
|  | VT Holdings Co. Ltd. | 28400 | 89647 |
|  | Wacoal Holdings Corp. | 10900 | 380096 |

---

------

##### [**Table of Contents**](#toc)
**WORLD EX U.S. CORE EQUITY PORTFOLIO** 

**CONTINUED** 

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  JAPAN — (Continued) | JAPAN — (Continued) |  |  |
|  | Wacom Co. Ltd. | 52300 | $283874 |
|  | Wakachiku Construction Co. Ltd. | 2700 | 83984 |
|  | Wakita & Co. Ltd. | 15800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;181818 |
|  | Warabeya Nichiyo Holdings Co. Ltd. | 3800 | 76833 |
|  # | Waseda Academy Co. Ltd. | 2700 | 41657 |
|  | Watahan & Co. Ltd. | 5000 | 46404 |
|  # | WATAMI Co. Ltd. | 4700 | 27573 |
|  # | WDB Holdings Co. Ltd. | 2700 | 28270 |
|  | Weathernews, Inc. | 3000 | 78199 |
|  | Welcia Holdings Co. Ltd. | 22500 | 448714 |
|  | Wellneo Sugar Co. Ltd. | 2800 | 45790 |
|  | Wellnet Corp. | 7500 | 31689 |
|  | West Holdings Corp. | 9350 | 89429 |
|  | West Japan Railway Co. | 30200 | 620674 |
|  | Will Group, Inc. | 6900 | 45598 |
|  \* | WingArc1st, Inc. | 5500 | 119807 |
|  | Workman Co. Ltd. | 2600 | 97794 |
|  | World Co. Ltd. | 9700 | 170210 |
|  | World Holdings Co. Ltd. | 2400 | 39011 |
|  | Wowow, Inc. | 2300 | 21685 |
|  #\* | W-Scope Corp. | 8000 | 13089 |
|  # | Xebio Holdings Co. Ltd. | 8500 | 60090 |
|  # | YAC Holdings Co. Ltd. | 3400 | 19801 |
|  | Yahagi Construction Co. Ltd. | 6500 | 91957 |
|  # | Yakult Honsha Co. Ltd. | 34300 | 513499 |
|  | YAKUODO Holdings Co. Ltd. | 4100 | 54048 |
|  | YAMABIKO Corp. | 14000 | 233899 |
|  | YAMADA Consulting Group Co. Ltd. | 4000 | 45612 |
|  | Yamada Holdings Co. Ltd. | 114428 | 343995 |
|  | Yamae Group Holdings Co. Ltd. | 5200 | 86327 |
|  | Yamagata Bank Ltd. | 6600 | 71815 |
|  | Yamaguchi Financial Group, Inc. | 47000 | 538472 |
|  | Yamaha Corp. | 74200 | 468237 |
|  | Yamaha Motor Co. Ltd. | 183000 | 1318471 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  JAPAN — (Continued) | JAPAN — (Continued) |  |  |
|  | Yamaichi Electronics Co. Ltd. | 10400 | $308109 |
|  # | Yamami Co. | 1200 | 31199 |
|  | Yamanashi Chuo Bank Ltd. | 8700 | 185268 |
|  | Yamatane Corp. | 7600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;125725 |
|  | Yamato Corp. | 7100 | 99756 |
|  | Yamato Holdings Co. Ltd. | 46510 | 680018 |
|  | Yamato Kogyo Co. Ltd. | 10700 | 674437 |
|  | Yamau Holdings Co. Ltd. | 1100 | 17827 |
|  | Yamaura Corp. | 2400 | 22238 |
|  # | Yamaya Corp. | 1800 | 27633 |
|  | Yamazaki Baking Co. Ltd. | 35500 | 697668 |
|  # | Yamazen Corp. | 14200 | 131575 |
|  # | Yashima Denki Co. Ltd. | 5500 | 92636 |
|  | Yaskawa Electric Corp. | 10300 | 282512 |
|  | Yasuda Logistics Corp. | 6700 | 94129 |
|  | Yellow Hat Ltd. | 25400 | 255770 |
|  | Yodoko Ltd. | 43500 | 366757 |
|  | Yokogawa Bridge Holdings Corp. | 11600 | 207064 |
|  | Yokogawa Electric Corp. | 29800 | 891451 |
|  | Yokohama Financial Group, Inc. | 154617 | 1123174 |
|  | Yokohama Rubber Co. Ltd. | 48300 | 1723779 |
|  # | Yokorei Co. Ltd. | 13200 | 105003 |
|  | Yokowo Co. Ltd. | 8200 | 105022 |
|  # | Yomeishu Seizo Co. Ltd. | 1700 | 45833 |
|  | Yondenko Corp. | 10200 | 92970 |
|  | Yonex Co. Ltd. | 22100 | 568424 |
|  # | Yorozu Corp. | 7600 | 45149 |
|  #\* | Yoshimura Food Holdings KK | 2900 | 12296 |
|  # | Yoshinoya Holdings Co. Ltd. | 15000 | 296092 |
|  | Yossix Holdings Co. Ltd. | 1300 | 21336 |
|  | Yotai Refractories Co. Ltd. | 500 | 5765 |
|  | Yuasa Trading Co. Ltd. | 7100 | 230841 |
|  | Yukiguni Factory Co. Ltd. | 8900 | 59377 |
|  | Yurtec Corp. | 15000 | 241817 |

---

------

##### [**Table of Contents**](#toc)
**WORLD EX U.S. CORE EQUITY PORTFOLIO** 

**CONTINUED** 

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  JAPAN — (Continued) | JAPAN — (Continued) |  |  |
|  # | Yushin Co. | 4200 | $17559 |
|  | Yushiro, Inc. | 3700 | 50973 |
|  | Yutaka Giken Co. Ltd. | 1900 | 37319 |
|  | Zacros Corp. | 20800 | 142155 |
|  | Zaoh Co. Ltd. | 1500 | 23831 |
|  # | Zenitaka Corp. | 1000 | 51341 |
|  | Zenkoku Hosho Co. Ltd. | 26000 | 534377 |
|  | Zenrin Co. Ltd. | 10800 | 72191 |
|  | Zensho Holdings Co. Ltd. | 14577 | 907652 |
|  | Zeon Corp. | 52000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;533545 |
|  | ZERIA Pharmaceutical Co. Ltd. | 7500 | 97334 |
|  | ZIGExN Co. Ltd. | 15100 | 49881 |
|  | Zojirushi Corp. | 7600 | 81921 |
|  | ZOZO, Inc. | 67000 | 579182 |
|  | Zuiko Corp. | 5900 | 36712 |
|  TOTAL JAPAN | TOTAL JAPAN | TOTAL JAPAN | 702678179 |
|  KUWAIT — (0.3%) | KUWAIT — (0.3%) |  |  |
|  | A'ayan Leasing & Investment Co. KSCP | 212894 | 147355 |
|  \* | Acico Industries Co. KSC | 78758 | 91948 |
|  | Agility Public Warehousing Co. KSC | 341311 | 167627 |
|  | Al Ahli Bank of Kuwait KSCP | 287679 | 269778 |
|  \* | Al Argan International Real Estate Co. KSCP | 59335 | 27101 |
|  | Al-Eid Food KSC | 63719 | 44868 |
|  | Ali Alghanim Sons Automotive Co. KSCC | 55081 | 193336 |
|  \* | Alimtiaz Investment Group KSC | 325506 | 76794 |
|  \*†† | Arabi Group Holding KSC | 11040 | 10401 |
|  | Arzan Financial Group for Financing & Investment KPSC | 211790 | 271918 |
|  \* | Asiya Capital Investments Co. KSCP | 238493 | 45022 |
|  | Beyout Holding Co. KPSC | 38962 | 56021 |
|  | Boubyan Bank KSCP | 35670 | 83234 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  KUWAIT — (Continued) | KUWAIT — (Continued) |  |  |
|  | Boubyan Petrochemicals Co. KSCP | 137857 | $275839 |
|  | Boursa Kuwait Securities Co. KPSC | 34953 | 458037 |
|  | Burgan Bank SAK | 207034 | 159614 |
|  | Combined Group Contracting Co. SAK | 34732 | 119342 |
|  | Commercial Facilities Co. SAKP | 149075 | 128695 |
|  | Commercial Real Estate Co. KSC | 326642 | 226546 |
|  | Gulf Bank KSCP | 469155 | 536017 |
|  | Gulf Cables & Electrical Industries Group Co. KSCP | 43638 | 319440 |
|  | Heavy Engineering & Ship Building Co. KSCP | 33371 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;102896 |
|  | Humansoft Holding Co. KSC | 28369 | 228840 |
|  \* | IFA Hotels & Resorts-KPSC | 13490 | 57491 |
|  | Integrated Holding Co. KCSC | 62758 | 110590 |
|  | Jazeera Airways Co. KSCP | 24495 | 117181 |
|  | JTC Logistics Transportation & Stevedoring Co. KSCP | 17152 | 25570 |
|  | KAMCO Investment Co. KSC | 57693 | 33643 |
|  | Kuwait Business Town Real Estate Co. KSCP | 46181 | 16087 |
|  | Kuwait Cement Co. KSC | 128229 | 148379 |
|  | Kuwait Finance House KSCP | 657392 | 1721145 |
|  | Kuwait Financial Centre SAK | 121256 | 70107 |
|  | Kuwait International Bank KSCP | 406965 | 354819 |
|  | Kuwait Investment Co. SAK | 97197 | 79591 |
|  | Kuwait Portland Cement Co. KSC | 13161 | 30594 |
|  \* | Kuwait Real Estate Co. KSC | 218046 | 301734 |

---

------

##### [**Table of Contents**](#toc)
**WORLD EX U.S. CORE EQUITY PORTFOLIO** 

**CONTINUED** 

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  KUWAIT — (Continued) | KUWAIT — (Continued) |  |  |
|  | Kuwait Telecommunications Co. | 89948 | $174111 |
|  | Mabanee Co. KPSC | 101327 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;332770 |
|  | Mezzan Holding Co. KSCC | 44467 | 172839 |
|  | Mobile Telecommunications Co. KSCP | 631416 | 1091221 |
|  \* | Munshaat Real Estate Projects Co. KSCP | 42428 | 31493 |
|  | National Bank of Kuwait SAKP | 439901 | 1506549 |
|  \* | National Consumer Holding Co. SAK | 117998 | 44933 |
|  | National Industries Group Holding SAK | 451968 | 428698 |
|  | National Investments Co. KSCP | 215412 | 238443 |
|  | Oula Fuel Marketing Co. | 67634 | 67132 |
|  \* | Privatization Holding Co. KSCP | 218356 | 60916 |
|  \* | Real Estate Trade Centers Co. KSC | 6348 | 13811 |
|  | Salhia Real Estate Co. KSCP | 100574 | 137365 |
|  \* | Securities House KSC | 134324 | 39971 |
|  | Shamal Az-Zour Al-Oula for the First Phase of Az-Zour Power Plant KSC | 133500 | 73529 |
|  | Specialities Group Holding Co. KSCC | 21540 | 12419 |
|  \* | Warba Bank KSCP | 757380 | 715727 |
|  TOTAL KUWAIT | TOTAL KUWAIT | TOTAL KUWAIT | 12249527 |
|  MALAYSIA — (0.4%) | MALAYSIA — (0.4%) |  |  |
|  | 7-Eleven Malaysia Holdings Bhd., Class B | 134004 | 64004 |
|  | Able Global Bhd. | 36500 | 14543 |
|  # | Aeon Co. M Bhd. | 145400 | 43720 |
|  # | AEON Credit Service M Bhd. | 60198 | 75619 |
|  #\* | AFFIN Bank Bhd. | 217675 | 119044 |
|  | Ajinomoto Malaysia Bhd. | 5800 | 18574 |
|  | Alliance Bank Malaysia Bhd. | 289494 | 303786 |
|  | Allianz Malaysia Bhd. | 18500 | 79329 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  MALAYSIA — (Continued) | MALAYSIA — (Continued) |  |  |
|  | AME Elite Consortium Bhd. | 96100 | $35535 |
|  | AMMB Holdings Bhd. (AMM MK) | 388600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;528582 |
|  # | Ancom Nylex Bhd. | 253661 | 56286 |
|  \* | Astro Malaysia Holdings Bhd. | 608000 | 18877 |
|  # | Aurelius Technologies Bhd. | 93900 | 22380 |
|  | Axiata Group Bhd. | 687190 | 412082 |
|  # | Bank Islam Malaysia Bhd. | 199900 | 105015 |
|  | Batu Kawan Bhd. | 10900 | 49989 |
|  \* | Berjaya Corp. Bhd. | 786982 | 54442 |
|  \* | Berjaya Land Bhd. | 466800 | 30053 |
|  \* | Bermaz Auto Bhd. | 272800 | 43601 |
|  # | British American Tobacco Malaysia Bhd. | 38700 | 42518 |
|  \* | Bumi Armada Bhd. | 871200 | 68686 |
|  # | Bursa Malaysia Bhd. | 181450 | 354905 |
|  # | Cahya Mata Sarawak Bhd. | 110700 | 41966 |
|  # | Carlsberg Brewery Malaysia Bhd. | 53000 | 209057 |
|  | CCK Consolidated Holdings Bhd. | 32400 | 9046 |
|  | CelcomDigi Bhd. | 164300 | 141243 |
|  | CIMB Group Holdings Bhd. | 762241 | 1326530 |
|  | Crescendo Corp. Bhd. | 22200 | 6568 |
|  # | D&O Green Technologies Bhd. | 237300 | 70568 |
|  #\* | Dagang NeXchange Bhd. | 672000 | 48802 |
|  # | Dayang Enterprise Holdings Bhd. | 182300 | 64889 |
|  # | Dialog Group Bhd. | 302100 | 141335 |
|  | DRB-Hicom Bhd. | 266700 | 80188 |
|  | Duopharma Biotech Bhd. | 68089 | 20311 |
|  | Dutch Lady Milk Industries Bhd. | 4500 | 28130 |
|  | DXN Holdings Bhd. | 30500 | 3787 |
|  # | Eastern & Oriental Bhd. | 373500 | 71235 |
|  | Eco World Development Group Bhd. | 290100 | 142534 |
|  | EG Industries Bhd. | 146500 | 47846 |
|  \* | Ekovest Bhd. | 703100 | 56208 |
|  | Farm Fresh Bhd. | 238800 | 138575 |

---

------

##### [**Table of Contents**](#toc)
**WORLD EX U.S. CORE EQUITY PORTFOLIO** 

**CONTINUED** 

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  MALAYSIA — (Continued) | MALAYSIA — (Continued) |  |  |
|  | Formosa Prosonic Industries Bhd. | 55700 | $19137 |
|  # | Fraser & Neave Holdings Bhd. | 19800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;133038 |
|  # | Frontken Corp. Bhd. | 394750 | 425193 |
|  | Gamuda Bhd. | 117968 | 141681 |
|  | Gas Malaysia Bhd. | 81500 | 88266 |
|  | Genting Bhd. | 477700 | 385222 |
|  | Genting Malaysia Bhd. | 664200 | 369312 |
|  | Genting Plantations Bhd. | 75700 | 91712 |
|  #\* | Greatech Technology Bhd. | 187600 | 92374 |
|  # | Guan Chong Bhd. | 282533 | 60561 |
|  | HAP Seng Consolidated Bhd. | 92700 | 65753 |
|  | Hap Seng Plantations Holdings Bhd. | 48500 | 26186 |
|  | Hartalega Holdings Bhd. | 434100 | 125137 |
|  | Heineken Malaysia Bhd. | 36100 | 183623 |
|  | Hextar Global Bhd. | 342000 | 73875 |
|  | Hiap Teck Venture Bhd. | 410500 | 27887 |
|  # | Hibiscus Petroleum Bhd. | 182000 | 62141 |
|  # | Hong Leong Bank Bhd. | 22580 | 110803 |
|  | Hong Leong Financial Group Bhd. | 24978 | 100744 |
|  | Hong Leong Industries Bhd. | 19300 | 63311 |
|  | Hume Cement Industries Bhd. | 23800 | 19881 |
|  # | Hup Seng Industries Bhd. | 73100 | 17978 |
|  | IHH Healthcare Bhd. | 60700 | 119513 |
|  # | IJM Corp. Bhd. | 427700 | 252753 |
|  # | Inari Amertron Bhd. | 144425 | 90021 |
|  # | IOI Corp. Bhd. | 87900 | 84356 |
|  | IOI Properties Group Bhd. | 350425 | 175704 |
|  # | ITMAX SYSTEM Bhd. | 90500 | 98096 |
|  | JAKS Resources Bhd. | 841400 | 21079 |
|  | Jaya Tiasa Holdings Bhd. | 174000 | 47768 |
|  | Keck Seng Malaysia Bhd. | 28200 | 37389 |
|  | Kelington Group Bhd. | 140000 | 183166 |
|  | Kenanga Investment Bank Bhd. | 38300 | 7762 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  MALAYSIA — (Continued) | MALAYSIA — (Continued) |  |  |
|  | Kerjaya Prospek Group Bhd. | 105989 | $70487 |
|  # | Kim Loong Resources Bhd. | 78000 | 43190 |
|  | Kossan Rubber Industries Bhd. | 421600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;119502 |
|  # | KPJ Healthcare Bhd. | 282100 | 190958 |
|  | Kretam Holdings Bhd. | 69600 | 11469 |
|  # | KSL Holdings Bhd. | 104655 | 74959 |
|  # | Kuala Lumpur Kepong Bhd. | 43536 | 212929 |
|  # | Lagenda Properties Bhd. | 99600 | 29951 |
|  | LBS Bina Group Bhd. | 202600 | 20542 |
|  | Leong Hup International Bhd. | 318300 | 49766 |
|  \*W | Lotte Chemical Titan Holding Bhd. | 160100 | 20984 |
|  | LPI Capital Bhd. | 61640 | 211570 |
|  # | Magni-Tech Industries Bhd. | 146900 | 74625 |
|  # | Magnum Bhd. | 274315 | 91068 |
|  | Mah Sing Group Bhd. | 437775 | 108601 |
|  # | Malakoff Corp. Bhd. | 364600 | 93961 |
|  | Malayan Banking Bhd. | 201297 | 474413 |
|  | Malayan Cement Bhd. | 16800 | 27520 |
|  # | Malayan Flour Mills Bhd. | 308600 | 43487 |
|  | Malaysia Smelting Corp. Bhd. | 70800 | 23303 |
|  | Malaysian Pacific Industries Bhd. | 19200 | 137099 |
|  # | Malaysian Resources Corp. Bhd. | 545720 | 58537 |
|  | Matrix Concepts Holdings Bhd. | 460198 | 150480 |
|  # | Maxis Bhd. | 150400 | 136478 |
|  | MBM Resources Bhd. | 57700 | 72478 |
|  # | MBSB Bhd. | 714632 | 123613 |
|  | Mega First Corp. Bhd. | 182800 | 161768 |
|  | Mi Technovation Bhd. | 73500 | 55286 |
|  # | MISC Bhd. | 111600 | 207545 |
|  # | MKH Bhd. | 100700 | 25667 |
|  | MKH Oil Palm East Kalimantan Bhd. | 14385 | 2180 |
|  | MNRB Holdings Bhd. | 182774 | 82373 |
|  #W | Mr. DIY Group M Bhd. | 504300 | 192388 |
|  | Muhibbah Engineering M Bhd. | 185600 | 23902 |

---

------

##### [**Table of Contents**](#toc)
**WORLD EX U.S. CORE EQUITY PORTFOLIO** 

**CONTINUED** 

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  MALAYSIA — (Continued) | MALAYSIA — (Continued) |  |  |
|  | Nationgate Holdings Bhd. | 96100 | $26963 |
|  | Nestle Malaysia Bhd. | 5700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;153778 |
|  # | NEXG Bhd. | 385800 | 34967 |
|  †† | Nylex Malaysia Bhd. | 2335 | 25 |
|  # | OCK Group Bhd. | 205000 | 21295 |
|  # | Oriental Holdings Bhd. | 77700 | 127088 |
|  # | OSK Holdings Bhd. | 616124 | 208899 |
|  | Padini Holdings Bhd. | 145450 | 65640 |
|  | Panasonic Manufacturing Malaysia Bhd. | 5300 | 10533 |
|  | Pantech Group Holdings Bhd. | 131400 | 21006 |
|  # | Paramount Corp. Bhd. | 146300 | 37032 |
|  | Pecca Group Bhd. | 44400 | 14305 |
|  # | Perak Transit Bhd. | 169750 | 13755 |
|  # | Petronas Chemicals Group Bhd. | 134800 | 125385 |
|  | Petronas Dagangan Bhd. | 34000 | 184093 |
|  | Petronas Gas Bhd. | 27100 | 119634 |
|  | PPB Group Bhd. | 124920 | 332114 |
|  | Press Metal Aluminium Holdings Bhd. | 291100 | 439725 |
|  | Public Bank Bhd. | 1063600 | 1070744 |
|  # | QL Resources Bhd. | 296737 | 293943 |
|  \* | Ranhill Utilities Bhd. | 168104 | 73725 |
|  # | RCE Capital Bhd. | 177200 | 45656 |
|  | RGB International Bhd. | 365300 | 20925 |
|  # | RHB Bank Bhd. | 146376 | 236641 |
|  | Sam Engineering & Equipment M Bhd. | 69800 | 81063 |
|  | Sarawak Oil Palms Bhd. | 100150 | 89176 |
|  | Scientex Bhd. | 292500 | 236714 |
|  | SD Guthrie Bhd. | 210136 | 264884 |
|  | Sime Darby Bhd. | 694370 | 339450 |
|  # | Sime Darby Property Bhd. | 751470 | 241647 |
|  | SKP Resources Bhd. | 262649 | 49184 |
|  #\* | Solarvest Holdings Bhd. | 122200 | 88716 |
|  | Southern Cable Group Bhd. | 42500 | 20737 |
|  # | SP Setia Bhd. Group | 580379 | 119687 |
|  # | Sports Toto Bhd. | 220724 | 73224 |
|  | Sunway Bhd. | 115854 | 149347 |
|  | Sunway Construction Group Bhd. | 88890 | 124690 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  MALAYSIA — (Continued) | MALAYSIA — (Continued) |  |  |
|  \* | Supermax Corp. Bhd. | 572578 | $64780 |
|  # | Syarikat Takaful Malaysia Keluarga Bhd. | 104145 | 77055 |
|  # | Ta Ann Holdings Bhd. | 86480 | 86637 |
|  | Taliworks Corp. Bhd. | 122766 | 15671 |
|  | Telekom Malaysia Bhd. | 124912 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;217690 |
|  | Tenaga Nasional Bhd. | 111700 | 353894 |
|  | Teo Seng Capital Bhd. | 44400 | 12071 |
|  | Thong Guan Industries Bhd. | 59400 | 16310 |
|  # | TIME dotCom Bhd. | 106400 | 121134 |
|  #\* | Top Glove Corp. Bhd. | 1579700 | 237292 |
|  #\* | Tropicana Corp. Bhd. | 247716 | 69118 |
|  | TSH Resources Bhd. | 142000 | 46055 |
|  # | Uchi Technologies Bhd. | 83700 | 61904 |
|  # | UEM Sunrise Bhd. | 400200 | 61066 |
|  | United Plantations Bhd. | 51000 | 301580 |
|  | UOA Development Bhd. | 176020 | 77654 |
|  \* | Vantris Energy Bhd. | 94990 | 12469 |
|  # | Velesto Energy Bhd. | 1107073 | 66159 |
|  | ViTrox Corp. Bhd. | 80900 | 86929 |
|  # | VS Industry Bhd. | 641067 | 75568 |
|  # | Wasco Bhd. | 75600 | 15614 |
|  #\* | WCT Holdings Bhd. | 364227 | 65140 |
|  | Wellcall Holdings Bhd. | 127300 | 38297 |
|  # | Westports Holdings Bhd. | 105217 | 129269 |
|  | Yinson Holdings Bhd. | 440269 | 249117 |
|  | YTL Corp. Bhd. | 959340 | 594279 |
|  | YTL Power International Bhd. | 179384 | 170508 |
|  | Zetrix Ai Bhd. | 1240856 | 250013 |
|  TOTAL MALAYSIA | TOTAL MALAYSIA | TOTAL MALAYSIA | 21544552 |
|  MEXICO — (0.6%) | MEXICO — (0.6%) |  |  |
|  | Alfa SAB de CV, Class A | 2058476 | 1558940 |
|  | Alpek SAB de CV | 75784 | 38344 |
|  | Alsea SAB de CV | 76018 | 210355 |
|  # | America Movil SAB de CV (2228390D US), ADR | 2021 | 46018 |
|  | America Movil SAB de CV (AMXB MM) | 1262696 | 1436789 |
|  | Arca Continental SAB de CV | 37700 | 364814 |
|  \* | Axtel SAB de CV | 423298 | 65619 |

---

------

##### [**Table of Contents**](#toc)
**WORLD EX U.S. CORE EQUITY PORTFOLIO** 

**CONTINUED** 

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  MEXICO — (Continued) | MEXICO — (Continued) |  |  |
|  W | Banco del Bajio SA | 218152 | $556697 |
|  # | Becle SAB de CV | 73268 | 89995 |
|  | Bolsa Mexicana de Valores SAB de CV | 96880 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;184702 |
|  | Cemex SAB de CV (CEMEXCPO MM) | 2131083 | 2161079 |
|  | Cemex SAB de CV (CX US), Sponsored ADR | 106419 | 1080153 |
|  | Coca-Cola Femsa SAB de CV (KOFUBL MM) | 68466 | 587978 |
|  | Consorcio ARA SAB de CV | 312104 | 59301 |
|  \* | Controladora Alpek SAB de CV | 2058476 | 319101 |
|  \* | Controladora AXTEL SAB de CV | 1784541 | 86929 |
|  \* | Controladora Vuela Cia de Aviacion SAB de CV (VOLARA MM), Class A | 209154 | 139372 |
|  | Corp. Inmobiliaria Vesta SAB de CV | 126344 | 383551 |
|  | Corporativo Fragua SAB de CV | 380 | 11045 |
|  | El Puerto de Liverpool SAB de CV, Class C1 | 29011 | 141350 |
|  #\*†† | Empresas ICA SAB de CV | 42400 | 0 |
|  | Fomento Economico Mexicano SAB de CV (FEMSAUBD MM) | 50113 | 472120 |
|  | GCC SAB de CV | 53330 | 511872 |
|  # | Genomma Lab Internacional SAB de CV, Class B | 156950 | 153246 |
|  | Gentera SAB de CV | 389915 | 924916 |
|  | Gruma SAB de CV, Class B | 39470 | 668474 |
|  | Grupo Aeroportuario del Centro Norte SAB de CV | 80213 | 988539 |
|  | Grupo Aeroportuario del Pacifico SAB de CV (GAPB MM), Class B | 25644 | 532605 |
|  # | Grupo Aeroportuario del Pacifico SAB de CV (PAC US), ADR | 3264 | 679956 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  MEXICO — (Continued) | MEXICO — (Continued) |  |  |
|  | Grupo Aeroportuario del Sureste SAB de CV (ASR US), ADR | 204 | $61677 |
|  | Grupo Aeroportuario del Sureste SAB de CV (ASURB MM), Class B | 11168 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;337916 |
|  # | Grupo Bimbo SAB de CV | 186144 | 642840 |
|  | Grupo Carso SAB de CV | 34899 | 247901 |
|  # | Grupo Comercial Chedraui SA de CV | 87257 | 633768 |
|  | Grupo Financiero Banorte SAB de CV, Class O | 191668 | 1799325 |
|  # | Grupo Financiero Inbursa SAB de CV, Class O | 276748 | 670475 |
|  | Grupo Herdez SAB de CV | 54050 | 203649 |
|  \* | Grupo Hotelero Santa Fe SAB de CV | 60872 | 12287 |
|  | Grupo Industrial Saltillo SAB de CV | 7630 | 5692 |
|  | Grupo Mexico SAB de CV | 177888 | 1534958 |
|  \* | Grupo Nutrisa SAB de CV | 54050 | 14837 |
|  # | Grupo Rotoplas SAB de CV | 43386 | 31316 |
|  \* | Grupo Simec SAB de CV (SIMECB MM) | 33392 | 304695 |
|  # | Grupo Televisa SAB (TLEVICPO MM) | 466624 | 243629 |
|  | Grupo Televisa SAB (TV US), Sponsored ADR | 12209 | 32232 |
|  \*W | Grupo Traxion SAB de CV | 63274 | 46591 |
|  \* | Industrias CH SAB de CV | 73798 | 675278 |
|  \* | Industrias Penoles SAB de CV | 47800 | 2019417 |
|  | Kimberly-Clark de Mexico SAB de CV, Class A | 231975 | 449628 |
|  | La Comer SAB de CV | 186773 | 404540 |
|  | Megacable Holdings SAB de CV | 282305 | 807932 |
|  \* | Minera Frisco SAB de CV, Class A1 | 307440 | 146120 |

---

------

##### [**Table of Contents**](#toc)
**WORLD EX U.S. CORE EQUITY PORTFOLIO** 

**CONTINUED** 

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  MEXICO — (Continued) | MEXICO — (Continued) |  |  |
|  \*W | Nemak SAB de CV | 733206 | $152731 |
|  \* | Ollamani SAB | 21064 | 70011 |
|  # | Operadora De Sites Mexicanos SAB de CV, Class A-1 | 67046 | 60267 |
|  | Orbia Advance Corp. SAB de CV | 158347 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;143359 |
|  | Organizacion Cultiba SAB de CV | 15310 | 8653 |
|  \* | Organizacion Soriana SAB de CV, Class B | 50685 | 72296 |
|  \* | Promotora de Hoteles Norte 19 SAB de CV | 142020 | 51370 |
|  | Promotora y Operadora de Infraestructura SAB de CV (PINFRA MM) | 54078 | 698617 |
|  | Promotora y Operadora de Infraestructura SAB de CV (PINFRAL MM), Class L | 7273 | 70461 |
|  # | Qualitas Controladora SAB de CV | 61572 | 558634 |
|  | Regional SAB de CV | 84693 | 627453 |
|  #\* | Sitios Latinoamerica SAB de CV | 233407 | 58671 |
|  \* | Vista Energy SAB de CV (VIST US), ADR | 4662 | 225874 |
|  \* | Vista Energy SAB de CV (VISTAA MM) | 1130 | 54741 |
|  | Wal-Mart de Mexico SAB de CV | 194783 | 644786 |
|  TOTAL MEXICO | TOTAL MEXICO | TOTAL MEXICO | 29278487 |
|  NETHERLANDS — (2.3%) | NETHERLANDS — (2.3%) |  |  |
|  | Aalberts NV | 35456 | 1123290 |
|  W | ABN AMRO Bank NV | 114996 | 3435927 |
|  | Acomo NV | 5847 | 158381 |
|  \*W | Adyen NV | 985 | 1687782 |
|  | Aegon Ltd. (AEG US) | 37459 | 283564 |
|  | Aegon Ltd. (AGN NA) | 368518 | 2808374 |
|  | Akzo Nobel NV | 43431 | 2870188 |
|  | Allfunds Group PLC | 121224 | 921513 |
|  | AMG Critical Materials NV | 10344 | 343445 |
|  | Aperam SA | 13700 | 477408 |
|  | Arcadis NV | 30386 | 1451137 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  NETHERLANDS — (Continued) | NETHERLANDS — (Continued) |  |  |
|  | ArcelorMittal SA (MT NA) | 51013 | $1947475 |
|  # | ArcelorMittal SA (MT US) | 9714 | 370006 |
|  | ASM International NV | 5632 | 3654293 |
|  | ASML Holding NV (ASML NA) | 4870 | 5149097 |
|  | ASML Holding NV (ASML US) | 22102 | 23411101 |
|  | ASR Nederland NV | 50989 | 3402936 |
|  #\* | Avantium NV | 3710 | 26769 |
|  W | B&S Group SARL | 10988 | 75237 |
|  \*W | Basic-Fit NV | 16265 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;482810 |
|  | BE Semiconductor Industries NV | 10172 | 1734286 |
|  # | Brunel International NV | 6759 | 60238 |
|  # | Coca-Cola Europacific Partners PLC | 33278 | 2964558 |
|  | Corbion NV | 16505 | 335930 |
|  W | CTP NV | 25558 | 532964 |
|  #\* | Fastned BV | 686 | 17387 |
|  \* | Flow Traders Ltd. | 12372 | 340194 |
|  | ForFarmers NV | 13915 | 67295 |
|  # | Fugro NV | 20323 | 207544 |
|  | HAL Trust | 658 | 103275 |
|  | Havas NV | 167101 | 291620 |
|  | Heineken NV | 18888 | 1462541 |
|  | IMCD NV | 14656 | 1518708 |
|  # | ING Groep NV (ING US), Sponsored ADR | 6500 | 162045 |
|  | ING Groep NV (INGA NA) | 196229 | 4899772 |
|  \* | InPost SA | 81642 | 1028400 |
|  | JDE Peet's NV | 24876 | 905340 |
|  | Kendrion NV | 5103 | 83718 |
|  | Koninklijke Ahold Delhaize NV (AD NA) | 166464 | 6811669 |
|  | Koninklijke BAM Groep NV | 116385 | 1080389 |
|  | Koninklijke Heijmans NV | 14198 | 1005844 |
|  | Koninklijke KPN NV | 1505567 | 6966953 |
|  # | Koninklijke Philips NV (PHG US) | 43974 | 1201370 |
|  | Koninklijke Philips NV (PHIA NA) | 57458 | 1574073 |
|  | Koninklijke Vopak NV | 20794 | 942321 |
|  | Nedap NV | 2056 | 247368 |
|  | NN Group NV | 86738 | 5935902 |
|  \* | NX Filtration NV | 1991 | 6428 |
|  | OCI NV | 25261 | 99092 |

---

------

##### [**Table of Contents**](#toc)
**WORLD EX U.S. CORE EQUITY PORTFOLIO** 

**CONTINUED** 

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  NETHERLANDS — (Continued) | NETHERLANDS — (Continued) |  |  |
|  \* | Pharming Group NV | 169497 | $222121 |
|  # | PostNL NV | 41442 | 45857 |
|  | Prosus NV (PRX NA) | 62008 | 4285897 |
|  | Prosus NV (PRX SJ) | 1987 | 136809 |
|  | Randstad NV | 36450 | 1428507 |
|  | SBM Offshore NV | 58977 | 1525087 |
|  #\* | SIF Holding NV | 5614 | 45147 |
|  W | Signify NV | 38437 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;920085 |
|  # | Sligro Food Group NV | 7429 | 79781 |
|  | TKH Group NV | 15293 | 676074 |
|  \* | TomTom NV | 11376 | 68505 |
|  # | Universal Music Group NV | 75067 | 2013446 |
|  | Van Lanschot Kempen NV | 12655 | 739905 |
|  | Wolters Kluwer NV | 27120 | 3324520 |
|  TOTAL NETHERLANDS | TOTAL NETHERLANDS | TOTAL NETHERLANDS | 112179698 |
|  NEW ZEALAND — (0.2%) | NEW ZEALAND — (0.2%) |  |  |
|  # | a2 Milk Co. Ltd. | 56181 | 347187 |
|  | Air New Zealand Ltd. | 541844 | 184490 |
|  | Auckland International Airport Ltd. | 67727 | 315216 |
|  # | Channel Infrastructure NZ Ltd. | 121181 | 185863 |
|  # | Chorus Ltd. (CNU NZ) | 172535 | 923933 |
|  | Contact Energy Ltd. | 130868 | 697632 |
|  | EBOS Group Ltd. | 26501 | 438241 |
|  | Fisher & Paykel Healthcare Corp. Ltd. | 27438 | 581688 |
|  #\* | Fletcher Building Ltd. (FBU AU) | 3423 | 6394 |
|  \* | Fletcher Building Ltd. (FBU NZ) | 243118 | 453204 |
|  | Fonterra Co-Operative Group Ltd. | 20324 | 95015 |
|  | Freightways Group Ltd. | 58334 | 490858 |
|  | Genesis Energy Ltd. | 157518 | 226219 |
|  \* | Gentrack Group Ltd. | 12157 | 63626 |
|  | Hallenstein Glasson Holdings Ltd. | 26041 | 146797 |
|  | Heartland Group Holdings Ltd. | 248158 | 153964 |
|  | Infratil Ltd. | 38801 | 274246 |
|  | Investore Property Ltd. | 61732 | 44415 |
|  \* | KMD Brands Ltd. | 197467 | 32191 |
|  | Mainfreight Ltd. | 8479 | 292416 |
|  | Mercury NZ Ltd. | 39370 | 145946 |
|  | Meridian Energy Ltd. | 30407 | 102939 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  NEW ZEALAND — (Continued) | NEW ZEALAND — (Continued) |  |  |
|  # | Napier Port Holdings Ltd. | 14348 | $28309 |
|  | NZME Ltd. (NZM AU) | 54459 | 36424 |
|  | NZX Ltd. | 110419 | 97271 |
|  \* | Oceania Healthcare Ltd. | 238522 | 107760 |
|  | Port of Tauranga Ltd. | 37905 | 170635 |
|  \* | Rakon Ltd. | 28043 | 12830 |
|  | Restaurant Brands New Zealand Ltd. | 10978 | 31659 |
|  \* | Ryman Healthcare Ltd. | 125466 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;205462 |
|  | Sanford Ltd. | 20591 | 72499 |
|  | Scales Corp. Ltd. | 49657 | 173264 |
|  \* | Serko Ltd. | 3631 | 5652 |
|  | Skellerup Holdings Ltd. | 64548 | 202777 |
|  | SKY Network Television Ltd. | 56838 | 117128 |
|  \* | SKYCITY Entertainment Group Ltd. | 306429 | 127855 |
|  | Spark New Zealand Ltd. | 176310 | 247174 |
|  \* | Steel & Tube Holdings Ltd. | 32029 | 13008 |
|  | Summerset Group Holdings Ltd. | 97010 | 643408 |
|  | Tourism Holdings Ltd. | 44694 | 64765 |
|  | TOWER Ltd. | 123362 | 130478 |
|  | Turners Automotive Group Ltd. | 25731 | 107672 |
|  | Vector Ltd. | 26039 | 74649 |
|  \* | Vista Group International Ltd. | 32932 | 49918 |
|  #\* | Warehouse Group Ltd. | 33171 | 15277 |
|  TOTAL NEW ZEALAND | TOTAL NEW ZEALAND | TOTAL NEW ZEALAND | 8938354 |
|  NORWAY — (0.5%) | NORWAY — (0.5%) |  |  |
|  | 2020 Bulkers Ltd. | 5584 | 76205 |
|  | ABG Sundal Collier Holding ASA | 105016 | 72879 |
|  | AF Gruppen ASA | 9872 | 165810 |
|  | Akastor ASA | 52076 | 57159 |
|  | Aker ASA, Class A | 1200 | 93246 |
|  \* | Aker BioMarine ASA | 1327 | 11263 |
|  | Aker BP ASA | 43444 | 1125935 |
|  | Aker Solutions ASA | 101751 | 279568 |
|  | Archer Ltd. | 15404 | 35866 |
|  | Arendals Fossekompani ASA | 161 | 2101 |
|  | Atea ASA | 16472 | 250951 |

---

------

##### [**Table of Contents**](#toc)
**WORLD EX U.S. CORE EQUITY PORTFOLIO** 

**CONTINUED** 

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  NORWAY — (Continued) | NORWAY — (Continued) |  |  |
|  | Austevoll Seafood ASA | 27631 | $259435 |
|  #\*W | AutoStore Holdings Ltd. | 17990 | 17450 |
|  | B2 Impact ASA | 75199 | 128900 |
|  | Bakkafrost P | 4071 | 186931 |
|  | Bluenord ASA | 7735 | 353222 |
|  | Bonheur ASA | 7630 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;165068 |
|  | Borregaard ASA | 21124 | 400059 |
|  | Bouvet ASA | 25196 | 159964 |
|  \* | BW Energy Ltd. | 4594 | 17501 |
|  W | BW LPG Ltd. | 28644 | 379324 |
|  | BW Offshore Ltd. | 30988 | 112841 |
|  \* | Cadeler AS (CADLR NO) | 13474 | 62470 |
|  \* | Cadeler AS (CDLR US), ADR | 817 | 15139 |
|  \* | Cloudberry Clean Energy ASA | 69815 | 90870 |
|  | DNB Bank ASA | 53478 | 1365049 |
|  | DNO ASA | 140932 | 192440 |
|  | DOF Group ASA | 29659 | 265885 |
|  W | Elkem ASA | 85851 | 225813 |
|  W | Elmera Group ASA | 32302 | 103914 |
|  | Elopak ASA | 35209 | 165742 |
|  W | Entra ASA | 9405 | 104650 |
|  | Equinor ASA | 118246 | 2832145 |
|  W | Europris ASA | 64160 | 553183 |
|  | FLEX LNG Ltd. (FLNG NO) | 4924 | 127876 |
|  # | Frontline PLC | 22423 | 548579 |
|  | Gjensidige Forsikring ASA | 3393 | 91313 |
|  \* | Grieg Seafood ASA | 10179 | 68166 |
|  | Hafnia Ltd. | 70806 | 441104 |
|  \* | Hexagon Composites ASA | 27404 | 24612 |
|  | Himalaya Shipping Ltd. | 4085 | 32026 |
|  # | Hoegh Autoliners ASA | 37835 | 339023 |
|  W | Kid ASA | 10802 | 146234 |
|  | Kitron ASA | 41228 | 306512 |
|  W | Klaveness Combination Carriers ASA | 6871 | 52083 |
|  \* | Kongsberg Automotive ASA | 238423 | 40742 |
|  | Kongsberg Gruppen ASA | 14970 | 381634 |
|  | Leroy Seafood Group ASA | 18430 | 86778 |
|  \* | LINK Mobility Group Holding ASA | 51065 | 151246 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  NORWAY — (Continued) | NORWAY — (Continued) |  |  |
|  | Magnora ASA | 12127 | $24593 |
|  | Medistim ASA | 2742 | 73746 |
|  | Mowi ASA | 13640 | 299848 |
|  | MPC Container Ships ASA | 89881 | 157276 |
|  W | Multiconsult ASA | 4197 | 71248 |
|  \* | Napatech AS | 3160 | 10186 |
|  #\* | NEL ASA | 84582 | 18452 |
|  | Norbit ASA | 7952 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;160086 |
|  \* | Nordic Mining ASA | 12200 | 17735 |
|  \* | Nordic Semiconductor ASA | 3453 | 49941 |
|  | Norsk Hydro ASA | 81216 | 549066 |
|  \*W | Norske Skog ASA | 19271 | 29798 |
|  \* | Northern Ocean Ltd. | 39963 | 23726 |
|  | Norwegian Air Shuttle ASA | 62645 | 97253 |
|  | Odfjell Drilling Ltd. | 45977 | 369308 |
|  | Odfjell SE, Class A | 6204 | 74571 |
|  | Odfjell Technology Ltd. | 10957 | 62911 |
|  \* | OKEA ASA | 15569 | 28034 |
|  #W | Okeanis Eco Tankers Corp. | 3789 | 130630 |
|  | Olav Thon Eiendomsselskap ASA | 4209 | 110068 |
|  | Orkla ASA | 13548 | 137598 |
|  | Panoro Energy ASA | 26853 | 57386 |
|  | Paratus Energy Services Ltd. | 6702 | 27432 |
|  | Pareto Bank ASA | 13851 | 117347 |
|  | Pexip Holding ASA | 16259 | 99879 |
|  \* | PhotoCure ASA | 1570 | 9011 |
|  | Protector Forsikring ASA | 10065 | 453406 |
|  | Public Property Invest AS | 15571 | 34345 |
|  | Rana Gruber ASA | 10326 | 65105 |
|  | Rogaland Sparebank | 1120 | 15238 |
|  # | Salmar ASA | 1486 | 83461 |
|  \* | Salmon Evolution ASA | 66994 | 34096 |
|  | SATS ASA | 37953 | 135983 |
|  \*W | Scatec ASA | 29500 | 311161 |
|  | Sea1 offshore, Inc. | 23032 | 45588 |
|  | Selvaag Bolig ASA | 11511 | 37410 |
|  \*W | Shelf Drilling Ltd. | 36814 | 66459 |
|  | Solstad Maritime Holding AS | 25802 | 45707 |
|  \* | Solstad Offshore ASA | 11178 | 47960 |
|  | SpareBank 1 Helgeland | 832 | 13874 |

---

------

##### [**Table of Contents**](#toc)
**WORLD EX U.S. CORE EQUITY PORTFOLIO** 

**CONTINUED** 

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  NORWAY — (Continued) | NORWAY — (Continued) |  |  |
|  | Sparebank 1 Oestlandet | 11518 | $201980 |
|  | SpareBank 1 Sor-Norge ASA | 28743 | 494767 |
|  | Sparebanken More | 7775 | 76720 |
|  | Stolt-Nielsen Ltd. | 9437 | 316528 |
|  | Storebrand ASA | 82626 | 1280456 |
|  | Subsea 7 SA | 32553 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;594526 |
|  | Telenor ASA | 37309 | 554842 |
|  | TGS ASA | 47580 | 410603 |
|  | TOMRA Systems ASA | 12707 | 155126 |
|  | Var Energi ASA | 53628 | 180184 |
|  | Veidekke ASA | 36972 | 572429 |
|  # | Vend Marketplaces ASA, Class B | 3904 | 134206 |
|  | Wallenius Wilhelmsen ASA | 29037 | 227095 |
|  | Wilh Wilhelmsen Holding ASA, Class A | 4613 | 232512 |
|  | Wilh Wilhelmsen Holding ASA, Class B | 281 | 13348 |
|  | Yara International ASA | 9060 | 330075 |
|  \* | Zaptec ASA | 3296 | 9620 |
|  TOTAL NORWAY | TOTAL NORWAY | TOTAL NORWAY | 23148845 |
|  PERU — (0.0%) | PERU — (0.0%) |  |  |
|  | Cementos Pacasmayo SAA, ADR | 3792 | 27567 |
|  | Cia de Minas Buenaventura SAA, ADR | 1300 | 29601 |
|  | Credicorp Ltd. | 1916 | 500076 |
|  | Intercorp Financial Services, Inc. | 1299 | 55896 |
|  TOTAL PERU | TOTAL PERU | TOTAL PERU | 613140 |
|  PHILIPPINES — (0.2%) | PHILIPPINES — (0.2%) |  |  |
|  | Aboitiz Equity Ventures, Inc. | 203820 | 98638 |
|  | Aboitiz Power Corp. | 127900 | 89603 |
|  | ACEN Corp. | 2075821 | 81708 |
|  | Alliance Global Group, Inc. | 791500 | 98108 |
|  | Apex Mining Co., Inc. | 1093000 | 173045 |
|  \* | Atlas Consolidated Mining & Development Corp. | 10800 | 940 |
|  | Ayala Corp. | 21495 | 170818 |
|  | Ayala Land, Inc. | 593700 | 200549 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  PHILIPPINES — (Continued) | PHILIPPINES — (Continued) |  |  |
|  | Bank of the Philippine Islands | 179528 | $321502 |
|  | BDO Unibank, Inc. | 367599 | 833693 |
|  | Belle Corp. | 1052000 | 24299 |
|  | Bloomberry Resorts Corp. | 755200 | 41030 |
|  \* | Cebu Air, Inc. | 41200 | 20509 |
|  | Century Pacific Food, Inc. | 312700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;186082 |
|  | China Banking Corp. | 339992 | 295283 |
|  | Converge Information & Communications Technology Solutions, Inc. | 626800 | 135705 |
|  | Cosco Capital, Inc. | 487200 | 57212 |
|  | D&L Industries, Inc. | 433400 | 33212 |
|  | DigiPlus Interactive Corp. | 40900 | 14515 |
|  \* | DITO CME Holdings Corp. | 894000 | 12458 |
|  | DMCI Holdings, Inc. | 665500 | 127599 |
|  | DoubleDragon Corp. | 260700 | 43877 |
|  | East West Banking Corp. | 202850 | 39563 |
|  | Emperador, Inc. | 83300 | 22608 |
|  | First Philippine Holdings Corp. | 64910 | 78862 |
|  | Ginebra San Miguel, Inc. | 18440 | 87629 |
|  | Globe Telecom, Inc. | 5774 | 144773 |
|  | GT Capital Holdings, Inc. | 25488 | 236417 |
|  | International Container Terminal Services, Inc. | 53530 | 482808 |
|  | JG Summit Holdings, Inc. | 446466 | 181584 |
|  | Jollibee Foods Corp. | 57750 | 212473 |
|  | Keepers Holdings, Inc. | 341000 | 13482 |
|  | LT Group, Inc. | 624500 | 155213 |
|  | Manila Electric Co. | 13600 | 134999 |
|  | Manila Water Co., Inc. | 276900 | 163460 |
|  | Megaworld Corp. | 2379600 | 80501 |
|  | Metropolitan Bank & Trust Co. | 218306 | 255887 |
|  W | Monde Nissin Corp. | 238300 | 27324 |
|  | Nickel Asia Corp. | 1306480 | 81438 |
|  | Petron Corp. | 1056700 | 42252 |
|  | Philcomsat Holdings Corp. | 23890 | 43423 |
|  | Philex Mining Corp. | 510400 | 70141 |

---

------

##### [**Table of Contents**](#toc)
**WORLD EX U.S. CORE EQUITY PORTFOLIO** 

**CONTINUED** 

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  PHILIPPINES — (Continued) | PHILIPPINES — (Continued) |  |  |
|  | Philippine National Bank | 128372 | $112525 |
|  | Philippine Seven Corp. | 19620 | 13825 |
|  \*†† | Phoenix Petroleum Philippines, Inc. | 107200 | 1421 |
|  | PLDT, Inc. (PHI US), Sponsored ADR | 839 | 16260 |
|  | PLDT, Inc. (TEL PM) | 10025 | 190529 |
|  | Puregold Price Club, Inc. | 253800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;164086 |
|  | Rizal Commercial Banking Corp. | 104115 | 44958 |
|  | Robinsons Land Corp. | 419738 | 106281 |
|  | Robinsons Retail Holdings, Inc. | 67680 | 40016 |
|  | San Miguel Corp. | 104660 | 115655 |
|  | Security Bank Corp. | 99670 | 117816 |
|  | Semirara Mining & Power Corp. | 273080 | 153329 |
|  | Shakey's Pizza Asia Ventures, Inc. | 84300 | 10460 |
|  | SM Investments Corp. | 2270 | 28090 |
|  | SM Prime Holdings, Inc. | 203700 | 77535 |
|  | SSI Group, Inc. | 143000 | 6071 |
|  | STI Education Systems Holdings, Inc. | 431000 | 10388 |
|  | Synergy Grid & Development Phils, Inc. | 247500 | 62550 |
|  | Union Bank of the Philippines | 196148 | 96040 |
|  | Universal Robina Corp. | 125380 | 155398 |
|  | Vista Land & Lifescapes, Inc. | 1160900 | 18940 |
|  | Vistamalls, Inc. | 88000 | 1876 |
|  | Wilcon Depot, Inc. | 287300 | 37598 |
|  TOTAL PHILIPPINES | TOTAL PHILIPPINES | TOTAL PHILIPPINES | 7196869 |
|  POLAND — (0.4%) | POLAND — (0.4%) |  |  |
|  \* | 11 bit studios SA | 69 | 3303 |
|  | AB SA | 2766 | 72801 |
|  \* | Action SA | 5598 | 46624 |
|  | Agora SA | 12934 | 32119 |
|  | Alior Bank SA | 46733 | 1302221 |
|  \*W | Allegro.eu SA | 17418 | 162646 |
|  | Amica SA | 2272 | 35497 |
|  | AmRest Holdings SE | 23304 | 93359 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  POLAND — (Continued) | POLAND — (Continued) |  |  |
|  \* | Arctic Paper SA | 9228 | $21186 |
|  | ASBISc Enterprises PLC | 13274 | 107077 |
|  | Asseco Poland SA | 18130 | 1054562 |
|  | Asseco South Eastern Europe SA | 3183 | 56964 |
|  # | Auto Partner SA | 17966 | 87694 |
|  | Bank Handlowy w Warszawie SA | 10468 | 295069 |
|  \* | Bank Millennium SA | 70399 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;294673 |
|  #\* | Bank Ochrony Srodowiska SA | 20762 | 67664 |
|  | Bank Polska Kasa Opieki SA | 23488 | 1202627 |
|  | Benefit Systems SA | 723 | 613269 |
|  | BNPP Bank Polska SA | 2753 | 84337 |
|  # | Boryszew SA | 29053 | 47172 |
|  # | Budimex SA | 2184 | 346731 |
|  #\* | CCC SA | 8341 | 341393 |
|  | CD Projekt SA | 2091 | 143667 |
|  \* | Celon Pharma SA | 3548 | 20708 |
|  \* | CI Games SA | 23337 | 18182 |
|  #\* | Cognor Holding SA | 32298 | 57744 |
|  | Cyber Folks SA | 2370 | 118561 |
|  \* | Cyfrowy Polsat SA | 57516 | 206401 |
|  \* | Datawalk SA | 732 | 18064 |
|  | Develia SA | 101233 | 223797 |
|  \*W | Dino Polska SA | 40090 | 478847 |
|  | Dom Development SA | 2718 | 181079 |
|  #\* | Echo Investment SA | 10592 | 15770 |
|  # | Elektrotim SA | 885 | 12020 |
|  \* | Enea SA | 102173 | 573149 |
|  \* | Eurocash SA | 16735 | 36499 |
|  \* | Fabryki Mebli Forte SA | 3906 | 27602 |
|  | Ferro SA | 648 | 5508 |
|  \* | Globe Trade Centre SA | 30781 | 30424 |
|  \* | Grupa Azoty SA | 15444 | 78265 |
|  | Grupa Kety SA | 3397 | 854934 |
|  # | Grupa Pracuj SA | 5817 | 89251 |
|  \*W | HUUUGE, Inc. | 10756 | 70364 |
|  | ING Bank Slaski SA | 4302 | 367043 |
|  # | Inter Cars SA | 2063 | 308274 |
|  #\* | Jastrzebska Spolka Weglowa SA | 17979 | 125962 |
|  \* | KGHM Polska Miedz SA | 18041 | 946307 |
|  | KRUK SA | 5294 | 650777 |
|  # | LPP SA | 125 | 606772 |
|  \* | Lubelski Wegiel Bogdanka SA | 4699 | 27347 |
|  \* | mBank SA | 1382 | 368012 |

---

------

##### [**Table of Contents**](#toc)
**WORLD EX U.S. CORE EQUITY PORTFOLIO** 

**CONTINUED** 

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  POLAND — (Continued) | POLAND — (Continued) |  |  |
|  | Mirbud SA | 18519 | $68137 |
|  | Mo-BRUK SA | 603 | 47913 |
|  \* | Mostostal Zabrze SA | 9282 | 16821 |
|  | Neuca SA | 441 | 88807 |
|  | Newag SA | 1426 | 35084 |
|  | Orange Polska SA | 102086 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;248794 |
|  | ORLEN SA | 45363 | 1229512 |
|  | PCC Rokita SA | 524 | 9688 |
|  | Pepco Group NV | 43134 | 324887 |
|  \* | PGE Polska Grupa Energetyczna SA | 234972 | 712499 |
|  \* | PKP Cargo SA | 7534 | 32744 |
|  | PlayWay SA | 336 | 24378 |
|  \* | Polimex-Mostostal SA | 38961 | 62585 |
|  | Powszechna Kasa Oszczednosci Bank Polski SA | 35041 | 718455 |
|  | Powszechny Zaklad Ubezpieczen SA | 51386 | 821620 |
|  # | Rainbow Tours SA | 1244 | 41857 |
|  | Santander Bank Polska SA | 1780 | 234420 |
|  \* | Selvita SA | 1674 | 16722 |
|  | Stalexport Autostrady SA | 30531 | 23791 |
|  | Synektik SA | 2522 | 179498 |
|  \* | Tauron Polska Energia SA | 416659 | 1127952 |
|  | TEN Square Games SA | 1066 | 26115 |
|  # | Text SA | 3006 | 39579 |
|  | Torpol SA | 4879 | 70374 |
|  | Unimot SA | 1479 | 52315 |
|  | Votum SA | 537 | 6791 |
|  | Voxel SA | 582 | 23977 |
|  \* | VRG SA | 37269 | 44818 |
|  | Warsaw Stock Exchange | 2489 | 41172 |
|  | Wawel SA | 12 | 2288 |
|  # | Wirtualna Polska Holding SA | 3878 | 58221 |
|  W | XTB SA | 22194 | 418776 |
|  \* | Zespol Elektrocieplowni Wroclawskich Kogeneracja SA | 1940 | 32817 |
|  \* | Zespol Elektrowni Patnow Adamow Konin SA | 4127 | 25027 |
|  TOTAL POLAND | TOTAL POLAND | TOTAL POLAND | 19938752 |
|  PORTUGAL — (0.2%) | PORTUGAL — (0.2%) |  |  |
|  # | Altri SGPS SA | 29560 | 167661 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  PORTUGAL — (Continued) | PORTUGAL — (Continued) |  |  |
|  | Banco Comercial Portugues SA, Class R | 3670426 | $3239891 |
|  | Corticeira Amorim SGPS SA | 8194 | 68744 |
|  | CTT-Correios de Portugal SA | 23076 | 200636 |
|  | EDP Renovaveis SA | 48361 | 707071 |
|  | EDP SA (EDP PL) | 366729 | 1823061 |
|  | Galp Energia SGPS SA | 115204 | 2314572 |
|  | Ibersol SGPS SA | 8870 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;103276 |
|  | Jeronimo Martins SGPS SA | 30682 | 790216 |
|  | Mota-Engil SGPS SA | 34573 | 239154 |
|  # | Navigator Co. SA | 60047 | 207925 |
|  | NOS SGPS SA | 63506 | 275180 |
|  | REN - Redes Energeticas Nacionais SGPS SA | 91426 | 344149 |
|  | Semapa-Sociedade de Investimento e Gestao | 7088 | 147866 |
|  | Sonae SGPS SA | 308562 | 502714 |
|  TOTAL PORTUGAL | TOTAL PORTUGAL | TOTAL PORTUGAL | 11132116 |
|  QATAR — (0.2%) | QATAR — (0.2%) |  |  |
|  | Aamal Co | 868127 | 188458 |
|  | Al Khaleej Takaful Group QSC | 72860 | 47597 |
|  | Al Meera Consumer Goods Co. QSC | 34245 | 137555 |
|  | Al Rayan Bank | 728158 | 468099 |
|  | Alijarah Holding Co. QPSC | 103023 | 19535 |
|  \* | Baladna | 200091 | 83901 |
|  | Barwa Real Estate Co. | 568627 | 410645 |
|  | Commercial Bank PSQC | 197552 | 224822 |
|  | Doha Bank QPSC | 721345 | 497814 |
|  | Doha Insurance Co. QSC | 102131 | 70722 |
|  \* | Estithmar Holding QPSC | 134490 | 151463 |
|  | Gulf International Services QSC | 347844 | 294893 |
|  | Gulf Warehousing Co. | 96772 | 68004 |
|  | Industries Qatar QSC | 23363 | 81401 |
|  | Lesha Bank LLC | 287795 | 142751 |
|  | Mannai Corp. QSC | 40666 | 59265 |

---

------

##### [**Table of Contents**](#toc)
**WORLD EX U.S. CORE EQUITY PORTFOLIO** 

**CONTINUED** 

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  QATAR — (Continued) | QATAR — (Continued) |  |  |
|  \* | Mazaya Real Estate Development QPSC | 281270 | $47389 |
|  | Medicare Group | 60265 | 107508 |
|  | Mesaieed Petrochemical Holding Co. | 813907 | 279117 |
|  | Ooredoo QPSC | 185855 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;691245 |
|  | Qatar Aluminum Manufacturing Co. | 521011 | 222065 |
|  | Qatar Electricity & Water Co. QSC | 44633 | 188582 |
|  | Qatar Fuel QSC | 49111 | 202305 |
|  | Qatar Gas Transport Co. Ltd. | 394237 | 478668 |
|  | Qatar Industrial Manufacturing Co. QSC | 72555 | 48114 |
|  | Qatar Insurance Co. SAQ | 329469 | 185465 |
|  | Qatar International Islamic Bank QSC | 133173 | 407670 |
|  | Qatar Islamic Bank QPSC | 32774 | 220952 |
|  | Qatar Islamic Insurance Group | 22820 | 55308 |
|  | Qatar National Bank QPSC | 430563 | 2189839 |
|  | Qatar National Cement Co. QSC | 138869 | 116095 |
|  | Qatar Navigation QSC | 276752 | 845247 |
|  | QLM Life & Medical Insurance Co. WLL | 20001 | 13922 |
|  | Salam International Investment Ltd. QSC | 377474 | 78346 |
|  | United Development Co. QSC | 551610 | 142859 |
|  | Vodafone Qatar PQSC | 704895 | 465238 |
|  \* | Widam Food Co. | 33153 | 18083 |
|  | Zad Holding Co. | 3845 | 14765 |
|  TOTAL QATAR | TOTAL QATAR | TOTAL QATAR | 9965707 |
|  RUSSIA — (0.0%) | RUSSIA — (0.0%) |  |  |
|  \*†† | Gazprom PJSC (OGZD LI), Sponsored ADR | 134073 | 0 |
|  \*†† | Gazprom PJSC (OGZPY US), Sponsored ADR | 26988 | 0 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  RUSSIA — (Continued) | RUSSIA — (Continued) |  |  |
|  \*†† | Magnitogorsk Iron & Steel Works PJSC (MMK LI), Sponsored GDR | 28061 | $0 |
|  \*†† | Mechel PJSC, Sponsored ADR | 6898 | 0 |
|  \*†† | PhosAgro PJSC | 136 | 0 |
|  \*†† | Polyus PJSC (PLZL LI), GDR | 2588 | 0 |
|  \*†† | RusHydro PJSC (HYDR LI), ADR | 131916 | 0 |
|  \*†† | RusHydro PJSC (RSHYY US), ADR | 62793 | 0 |
|  \*†† | Sberbank of Russia PJSC (SBER LI), Sponsored ADR | 65441 | 0 |
|  \*†† | Severstal PAO (SVJTY US), GDR | 14770 | 0 |
|  \*†† | Severstal PAO (SVST LI), GDR | 6022 | 0 |
|  \*†† | VTB Bank PJSC (VTBR LI), GDR | 330257 | 0 |
|  SAUDI ARABIA — (0.9%) | SAUDI ARABIA — (0.9%) |  |  |
|  | Abdullah Al Othaim Markets Co. | 126686 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;257213 |
|  \* | ACWA Power Co. | 5152 | 332825 |
|  | Ades Holding Co. | 23001 | 103941 |
|  \* | Advanced Petrochemical Co. | 26479 | 267042 |
|  | Al Babtain Power & Telecommunication Co. | 14290 | 239176 |
|  | Al Hammadi Holding | 11852 | 110413 |
|  | Al Hassan Ghazi Ibrahim Shaker Co. | 6782 | 47275 |
|  | Al Jouf Agricultural Development Co. | 1033 | 12665 |
|  \* | Al Jouf Cement Co. | 9833 | 18353 |
|  \* | Al Khaleej Training & Education Co. | 12560 | 97973 |
|  | Al Rajhi Bank | 143679 | 4060960 |
|  | Al Yamamah Steel Industries Co. | 5821 | 57031 |
|  | Alamar Foods | 4350 | 56555 |
|  | Alandalus Property Co. | 9476 | 50529 |
|  | Alaseel Co. | 63346 | 60261 |
|  | Al-Dawaa Medical Services Co. | 7886 | 137774 |
|  | Aldrees Petroleum & Transport Services Co. | 17459 | 714595 |

---

------

##### [**Table of Contents**](#toc)
**WORLD EX U.S. CORE EQUITY PORTFOLIO** 

**CONTINUED** 

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  SAUDI ARABIA — (Continued) | SAUDI ARABIA — (Continued) |  |  |
|  | Al-Etihad Cooperative Insurance Co. | 12241 | $35289 |
|  | Alinma Bank | 182002 | 1260206 |
|  | AlJazira Takaful Ta'awuni Co. | 14040 | 46296 |
|  | AlKhorayef Water & Power Technologies Co. | 3510 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;140754 |
|  \* | Allianz Saudi Fransi Cooperative Insurance Co. | 11757 | 42824 |
|  | Almarai Co. JSC | 89044 | 1180563 |
|  | Alujain Corp. | 11647 | 99208 |
|  \* | Amlak International Finance Co. | 8292 | 30737 |
|  \* | Anaam International Holding Group Co. | 5064 | 20269 |
|  | Arab National Bank | 120306 | 778081 |
|  \* | Arabia Insurance Cooperative Co. | 4637 | 13214 |
|  | Arabian Cement Co. | 17316 | 102219 |
|  W | Arabian Centres Co. | 25688 | 150103 |
|  | Arabian Internet & Communications Services Co. | 4461 | 299614 |
|  | Arabian Pipes Co. | 28040 | 42627 |
|  \* | Arabian Shield Cooperative Insurance Co. | 5123 | 17805 |
|  | Arriyadh Development Co. | 23530 | 184820 |
|  \* | ARTEX Industrial Investment Co. | 16986 | 63583 |
|  | Astra Industrial Group Co. | 8086 | 320964 |
|  | Ataa Educational Co. | 1211 | 21805 |
|  | Bank AlBilad | 131708 | 1040703 |
|  \* | Bank Al-Jazira | 178683 | 600922 |
|  | Banque Saudi Fransi | 132858 | 632277 |
|  | Basic Chemical Industries Ltd. | 3936 | 29424 |
|  | Bawan Co. | 9685 | 146007 |
|  | BinDawood Holding Co. | 82885 | 127092 |
|  | Bupa Arabia for Cooperative Insurance Co. | 12408 | 543244 |
|  | Catrion Catering Holding Co. | 13997 | 360892 |
|  \* | Chubb Arabia Cooperative Insurance Co. | 3840 | 32956 |
|  | City Cement Co. | 27332 | 106202 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  SAUDI ARABIA — (Continued) | SAUDI ARABIA — (Continued) |  |  |
|  | Co. for Cooperative Insurance | 15738 | $572154 |
|  | Dallah Healthcare Co. | 2932 | 120407 |
|  \* | Dar Al Arkan Real Estate Development Co. | 187611 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;864027 |
|  | Dr. Sulaiman Al Habib Medical Services Group Co. | 8871 | 644530 |
|  | East Pipes Integrated Co. for Industry | 4748 | 184069 |
|  | Eastern Province Cement Co. | 17399 | 120071 |
|  | Electrical Industries Co. | 221800 | 683136 |
|  \* | Emaar Economic City | 65967 | 223989 |
|  | Etihad Etisalat Co. | 121849 | 2198334 |
|  \* | Fawaz Abdulaziz Al Hokair & Co. | 10423 | 67244 |
|  | First Milling Co. | 2137 | 30596 |
|  \* | Fitaihi Holding Group | 53140 | 46035 |
|  | Gulf Insurance Group | 5785 | 38998 |
|  \* | Gulf Union Cooperative Insurance Co. | 11598 | 37144 |
|  \* | Herfy Food Services Co. | 6369 | 35502 |
|  | Jarir Marketing Co. | 94840 | 359195 |
|  | Leejam Sports Co. JSC | 6450 | 220253 |
|  \* | Lumi Rental Co. | 4377 | 73009 |
|  \* | Mediterranean & Gulf Cooperative Insurance & Reinsurance Co. | 16980 | 69413 |
|  | Middle East Healthcare Co. | 8457 | 115348 |
|  \* | Middle East Paper Co. | 16242 | 116917 |
|  | Middle East Specialized Cables Co. | 7836 | 61246 |
|  | Mobile Telecommunications Co. Saudi Arabia | 151525 | 463722 |
|  | Mouwasat Medical Services Co. | 10863 | 222657 |
|  | Nahdi Medical Co. | 8206 | 254033 |
|  \* | Najran Cement Co. | 24708 | 49667 |
|  \* | Nama Chemicals Co. | 1455 | 10118 |
|  \* | National Agriculture Development Co. | 52908 | 294208 |

---

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##### [**Table of Contents**](#toc)
**WORLD EX U.S. CORE EQUITY PORTFOLIO** 

**CONTINUED** 

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  SAUDI ARABIA — (Continued) | SAUDI ARABIA — (Continued) |  |  |
|  | National Co. for Glass Industries | 7092 | $77149 |
|  | National Co. for Learning & Education | 2634 | 121653 |
|  | National Gas & Industrialization Co. | 7898 | 187322 |
|  \* | National Industrialization Co. | 121274 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;374121 |
|  | National Medical Care Co. | 3319 | 156825 |
|  \* | National Metal Manufacturing & Casting Co. | 3385 | 15007 |
|  | Nayifat Finance Co. | 3554 | 12589 |
|  | Northern Region Cement Co. | 31034 | 66411 |
|  \* | Power & Water Utility Co. for Jubail & Yanbu | 13716 | 154391 |
|  | Qassim Cement Co. | 15343 | 172448 |
|  \* | Rabigh Refining & Petrochemical Co. | 68556 | 164140 |
|  \* | Red Sea International Co. | 871 | 9421 |
|  | Retal Urban Development Co. | 22605 | 71100 |
|  | Riyad Bank | 151061 | 1096902 |
|  | Riyadh Cables Group Co. | 3109 | 117295 |
|  | Riyadh Cement Co. | 5504 | 38602 |
|  | SABIC Agri-Nutrients Co. | 24772 | 808805 |
|  | Sahara International Petrochemical Co. | 103655 | 522411 |
|  \* | Saudi Arabian Amiantit Co. | 6391 | 34498 |
|  \* | Saudi Arabian Mining Co. | 37616 | 646685 |
|  W | Saudi Arabian Oil Co. | 250560 | 1731242 |
|  | Saudi Aramco Base Oil Co. | 11158 | 286731 |
|  | Saudi Automotive Services Co. | 12967 | 247933 |
|  | Saudi Awwal Bank | 103659 | 894419 |
|  | Saudi Basic Industries Corp. | 41059 | 668301 |
|  | Saudi Cement Co. | 23641 | 241262 |
|  | Saudi Ceramic Co. | 14470 | 118018 |
|  | Saudi Chemical Co. Holding | 63392 | 124696 |
|  | Saudi Electricity Co. | 54073 | 230836 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  SAUDI ARABIA — (Continued) | SAUDI ARABIA — (Continued) |  |  |
|  | Saudi Industrial Investment Group | 58330 | $252604 |
|  | Saudi Investment Bank | 142290 | 521541 |
|  \* | Saudi Kayan Petrochemical Co. | 229642 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;361129 |
|  \* | Saudi Marketing Co. | 6069 | 26831 |
|  | Saudi National Bank | 204061 | 2171323 |
|  | Saudi Paper Manufacturing Co. | 3589 | 51398 |
|  \* | Saudi Pharmaceutical Industries & Medical Appliances Corp. | 12952 | 104618 |
|  \* | Saudi Public Transport Co. | 20899 | 70669 |
|  \* | Saudi Real Estate Co. | 28937 | 111447 |
|  \* | Saudi Reinsurance Co. | 23969 | 198602 |
|  \* | Saudi Research & Media Group | 2673 | 122540 |
|  | Saudi Steel Pipe Co. | 5340 | 74115 |
|  | Saudi Tadawul Group Holding Co. | 1530 | 81246 |
|  | Saudi Telecom Co. | 92984 | 1120143 |
|  | Saudia Dairy & Foodstuff Co. | 4505 | 345249 |
|  \* | Savola Group | 16386 | 107532 |
|  | Scientific & Medical Equipment House Co. | 2225 | 23341 |
|  \* | Seera Group Holding | 71283 | 589892 |
|  \* | Shams | 10219 | 43867 |
|  \* | SHL Finance Co. | 7962 | 46192 |
|  \* | Sinad Holding Co. | 25623 | 71539 |
|  | Southern Province Cement Co. | 16673 | 111203 |
|  | Sustained Infrastructure Holding Co. | 14458 | 140904 |
|  | Tabuk Cement Co. | 20594 | 56061 |
|  \* | Takween Advanced Industries Co. | 10887 | 20974 |
|  | Tanmiah Food Co. | 2597 | 54434 |
|  | Theeb Rent A Car Co. | 5300 | 92643 |
|  \* | Umm Al-Qura Cement Co. | 10503 | 38589 |
|  | United Electronics Co. | 11089 | 262283 |
|  | United International Transportation Co. | 14273 | 281682 |
|  | United Wire Factories Co. | 3239 | 21559 |

---

------

##### [**Table of Contents**](#toc)
**WORLD EX U.S. CORE EQUITY PORTFOLIO** 

**CONTINUED** 

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  SAUDI ARABIA — (Continued) | SAUDI ARABIA — (Continued) |  |  |
|  \* | Wafrah for Industry & Development | 1605 | $11415 |
|  \* | Walaa Cooperative Insurance Co. | 17904 | 55812 |
|  \* | Wataniya Insurance Co. | 11571 | 45251 |
|  | Yamama Cement Co. | 27549 | 201814 |
|  | Yanbu Cement Co. | 17524 | 75663 |
|  | Yanbu National Petrochemical Co. | 38412 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;353199 |
|  TOTAL SAUDI ARABIA | TOTAL SAUDI ARABIA | TOTAL SAUDI ARABIA | 40981820 |
|  SINGAPORE — (0.8%) | SINGAPORE — (0.8%) |  |  |
|  \* | AEM Holdings Ltd. | 88476 | 128788 |
|  | Aztech Global Ltd. | 83500 | 43325 |
|  | Banyan Tree Holdings Ltd. | 83400 | 40330 |
|  | Boustead Singapore Ltd. | 176649 | 242570 |
|  | BRC Asia Ltd. | 18700 | 60566 |
|  | Bukit Sembawang Estates Ltd. | 39400 | 126841 |
|  | Capitaland India Trust | 234998 | 218349 |
|  | CapitaLand Investment Ltd. | 445300 | 902195 |
|  | Centurion Corp. Ltd. | 63400 | 69051 |
|  | China Aviation Oil Singapore Corp. Ltd. | 87000 | 101548 |
|  | China Sunsine Chemical Holdings Ltd. | 122400 | 69064 |
|  | City Developments Ltd. | 111600 | 619877 |
|  | ComfortDelGro Corp. Ltd. | 415000 | 465327 |
|  \* | COSCO Shipping International Singapore Co. Ltd. | 716400 | 66542 |
|  | CSE Global Ltd. | 160703 | 104171 |
|  | DBS Group Holdings Ltd. | 154414 | 6393126 |
|  | Delfi Ltd. | 102000 | 63463 |
|  | DFI Retail Group Holdings Ltd. | 61200 | 214722 |
|  #\*†† | Ezion Holdings Ltd. | 794350 | 0 |
|  #\*†† | Ezra Holdings Ltd. | 510429 | 0 |
|  | Far East Orchard Ltd. | 66719 | 63526 |
|  | First Resources Ltd. | 176500 | 265893 |
|  | Food Empire Holdings Ltd. | 81000 | 146771 |
|  | Fraser & Neave Ltd. | 85800 | 98147 |
|  | Frasers Property Ltd. | 112900 | 90988 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  SINGAPORE — (Continued) | SINGAPORE — (Continued) |  |  |
|  # | Frencken Group Ltd. | 123300 | $156029 |
|  \* | Gallant Venture Ltd. | 211200 | 12168 |
|  # | Genting Singapore Ltd. | 1207200 | 676694 |
|  | Geo Energy Resources Ltd. | 295000 | 109757 |
|  | Golden Agri-Resources Ltd. | 2347900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;505098 |
|  | GuocoLand Ltd. | 82500 | 137481 |
|  | Haw Par Corp. Ltd. | 41100 | 467297 |
|  | Ho Bee Land Ltd. | 67800 | 117162 |
|  | Hong Fok Corp. Ltd. | 103900 | 61441 |
|  | Hong Leong Asia Ltd. | 103800 | 192041 |
|  | Hong Leong Finance Ltd. | 84700 | 169819 |
|  | Hongkong Land Holdings Ltd. | 165600 | 1011869 |
|  | Hour Glass Ltd. | 68900 | 111147 |
|  | HRnetgroup Ltd. | 32200 | 18294 |
|  | Hutchison Port Holdings Trust | 1467000 | 308206 |
|  \*†† | Hyflux Ltd. | 178500 | 0 |
|  | iFAST Corp. Ltd. | 32100 | 238767 |
|  | Indofood Agri Resources Ltd. | 169600 | 48138 |
|  | ISDN Holdings Ltd. | 74104 | 24214 |
|  | Jardine Cycle & Carriage Ltd. | 24933 | 622566 |
|  | Keppel Infrastructure Trust | 770273 | 272224 |
|  | Keppel Ltd. | 190800 | 1492122 |
|  | KSH Holdings Ltd. | 36300 | 11289 |
|  | LHN Ltd. | 39800 | 24943 |
|  | Low Keng Huat Singapore Ltd. | 46700 | 24720 |
|  | Mandarin Oriental International Ltd. | 23900 | 78312 |
|  | Marco Polo Marine Ltd. | 1450800 | 117157 |
|  \* | Mermaid Maritime PCL | 106800 | 10264 |
|  | Metro Holdings Ltd. | 175700 | 72871 |
|  | Micro-Mechanics Holdings Ltd. | 3800 | 5192 |
|  \*†† | Midas Holdings Ltd. | 408200 | 0 |
|  | Nanofilm Technologies International Ltd. | 62800 | 33480 |
|  | Netlink NBN Trust | 600100 | 451762 |
|  | OKP Holdings Ltd. | 12500 | 9296 |
|  | Olam Group Ltd. | 278245 | 209659 |
|  | OUE Ltd. | 86100 | 84698 |
|  | Oversea-Chinese Banking Corp. Ltd. | 182911 | 2392732 |

---

------

##### [**Table of Contents**](#toc)
**WORLD EX U.S. CORE EQUITY PORTFOLIO** 

**CONTINUED** 

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  SINGAPORE — (Continued) | SINGAPORE — (Continued) |  |  |
|  \* | Oxley Holdings Ltd. | 126000 | $9565 |
|  | Pacific Century Regional Developments Ltd. | 64700 | 22121 |
|  | Pan-United Corp. Ltd. | 70025 | 60201 |
|  | Propnex Ltd. | 58500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100698 |
|  | Q&M Dental Group Singapore Ltd. | 52200 | 21444 |
|  | QAF Ltd. | 86800 | 59714 |
|  | Raffles Medical Group Ltd. | 80110 | 60957 |
|  \* | Rex International Holding Ltd. | 260800 | 33526 |
|  # | Riverstone Holdings Ltd. | 161000 | 111301 |
|  | Samudera Shipping Line Ltd. | 95100 | 70847 |
|  | SATS Ltd. | 264229 | 693917 |
|  | SBS Transit Ltd. | 21100 | 51671 |
|  | Seatrium Ltd. | 486156 | 811023 |
|  | Sembcorp Industries Ltd. | 238396 | 1194494 |
|  | Sheng Siong Group Ltd. | 252400 | 449714 |
|  | SIA Engineering Co. Ltd. | 26200 | 71074 |
|  | Sing Investments & Finance Ltd. | 8500 | 10444 |
|  | Singapore Airlines Ltd. | 350750 | 1785499 |
|  | Singapore Exchange Ltd. | 115100 | 1493486 |
|  | Singapore Land Group Ltd. | 47800 | 113124 |
|  # | Singapore Post Ltd. | 412400 | 133231 |
|  | Singapore Technologies Engineering Ltd. | 190300 | 1239815 |
|  | Singapore Telecommunications Ltd. | 71900 | 234685 |
|  | Stamford Land Corp. Ltd. | 115570 | 44412 |
|  | StarHub Ltd. | 159500 | 142095 |
|  | Straits Trading Co. Ltd. | 57015 | 73593 |
|  \*†† | Swiber Holdings Ltd. | 29250 | 0 |
|  | Tai Sin Electric Ltd. | 50690 | 25313 |
|  \* | Thomson Medical Group Ltd. | 518900 | 23495 |
|  | Tuan Sing Holdings Ltd. | 239344 | 63516 |
|  | UMS Integration Ltd. | 120500 | 136846 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  SINGAPORE — (Continued) | SINGAPORE — (Continued) |  |  |
|  | United Overseas Bank Ltd. | 140716 | $3742687 |
|  | UOB-Kay Hian Holdings Ltd. | 124289 | 233661 |
|  | UOL Group Ltd. | 138700 | 847348 |
|  | Valuetronics Holdings Ltd. | 150680 | 98925 |
|  | Venture Corp. Ltd. | 79600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;910926 |
|  | Vicom Ltd. | 51600 | 63014 |
|  | Wee Hur Holdings Ltd. | 152000 | 84389 |
|  | Wilmar International Ltd. | 215800 | 518591 |
|  | Wing Tai Holdings Ltd. | 117600 | 129262 |
|  | Yangzijiang Shipbuilding Holdings Ltd. | 565000 | 1525927 |
|  TOTAL SINGAPORE | TOTAL SINGAPORE | TOTAL SINGAPORE | 38370640 |
|  SOUTH AFRICA — (1.1%) | SOUTH AFRICA — (1.1%) |  |  |
|  | Absa Group Ltd. | 98437 | 1099923 |
|  | Adcock Ingram Holdings Ltd. | 19437 | 83930 |
|  | Advtech Ltd. | 210953 | 430103 |
|  | AECI Ltd. | 32353 | 166828 |
|  | African Rainbow Minerals Ltd. | 36211 | 359612 |
|  | Afrimat Ltd. | 36493 | 95699 |
|  | Alexander Forbes Group Holdings Ltd. | 103166 | 48884 |
|  | Altron Ltd., Class A | 77934 | 82648 |
|  | Anglogold Ashanti PLC (AU US) | 43909 | 2985812 |
|  | Aspen Pharmacare Holdings Ltd. | 69610 | 394275 |
|  | Astral Foods Ltd. | 12343 | 159308 |
|  | AVI Ltd. | 86126 | 478931 |
|  | Barloworld Ltd. | 59080 | 407274 |
|  | Bid Corp. Ltd. | 36506 | 903676 |
|  | Bidvest Group Ltd. | 82477 | 1072889 |
|  \* | Blu Label Unlimited Group Ltd. | 171980 | 122737 |
|  \* | Brait PLC | 778696 | 95917 |
|  | Capitec Bank Holdings Ltd. | 4226 | 934992 |
|  | Cashbuild Ltd. | 4820 | 38350 |
|  | Caxton & CTP Publishers & Printers Ltd. | 20130 | 15398 |
|  | City Lodge Hotels Ltd. | 132868 | 31418 |

---

------

##### [**Table of Contents**](#toc)
**WORLD EX U.S. CORE EQUITY PORTFOLIO** 

**CONTINUED** 

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  SOUTH AFRICA — (Continued) | SOUTH AFRICA — (Continued) |  |  |
|  | Clicks Group Ltd. | 58060 | $1224194 |
|  | Coronation Fund Managers Ltd. | 58134 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;165030 |
|  | Curro Holdings Ltd. | 122513 | 93485 |
|  | DataTec Ltd. | 93935 | 389594 |
|  W | Dis-Chem Pharmacies Ltd. | 170510 | 333530 |
|  | Discovery Ltd. | 50002 | 628214 |
|  | DRDGOLD Ltd. (DRD SJ) | 58676 | 148189 |
|  | DRDGOLD Ltd. (DRD US), Sponsored ADR | 5253 | 132533 |
|  | Exxaro Resources Ltd. | 75089 | 764746 |
|  | Famous Brands Ltd. | 27176 | 85032 |
|  | FirstRand Ltd. | 199117 | 944989 |
|  | Foschini Group Ltd. | 115901 | 615231 |
|  # | Gold Fields Ltd. (GFI US), Sponsored ADR | 64735 | 2486471 |
|  # | Grindrod Ltd. | 223994 | 218904 |
|  | Harmony Gold Mining Co. Ltd. (HAR SJ) | 114674 | 1908011 |
|  | Hudaco Industries Ltd. | 11881 | 121572 |
|  | Impala Platinum Holdings Ltd. | 170770 | 1830138 |
|  | Investec Ltd. | 23379 | 176010 |
|  \* | iOCO Ltd. | 46791 | 11332 |
|  | Italtile Ltd. | 141325 | 75153 |
|  | JSE Ltd. | 11530 | 93691 |
|  \* | KAP Ltd. | 842526 | 79974 |
|  | Kumba Iron Ore Ltd. | 17118 | 340923 |
|  | Lewis Group Ltd. | 16228 | 78255 |
|  | Life Healthcare Group Holdings Ltd. | 419003 | 286826 |
|  | Merafe Resources Ltd. | 516286 | 32754 |
|  \* | Metair Investments Ltd. | 63223 | 24124 |
|  | Momentum Group Ltd. | 546915 | 1052970 |
|  | Motus Holdings Ltd. | 71205 | 429057 |
|  | Mpact Ltd. | 38245 | 51626 |
|  | Mr. Price Group Ltd. | 69052 | 825022 |
|  | MTN Group Ltd. | 378278 | 3779191 |
|  \* | Nampak Ltd. | 1896 | 52614 |
|  | Naspers Ltd., Class N | 22655 | 1591197 |
|  | Nedbank Group Ltd. | 81652 | 1113144 |
|  | NEPI Rockcastle NV | 79219 | 642445 |
|  | Netcare Ltd. | 453887 | 382779 |
|  | Ninety One Ltd. | 77978 | 232020 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  SOUTH AFRICA — (Continued) | SOUTH AFRICA — (Continued) |  |  |
|  | Northam Platinum Holdings Ltd. | 79914 | $1334617 |
|  \* | Nutun Ltd. | 346149 | 19183 |
|  | Oceana Group Ltd. | 30936 | 87326 |
|  | Old Mutual Ltd. (OMU LN) | 826005 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;638232 |
|  | Old Mutual Ltd. (OMU SJ) | 637297 | 498337 |
|  | Omnia Holdings Ltd. | 56578 | 248766 |
|  | OUTsurance Group Ltd. | 164462 | 692104 |
|  W | Pepkor Holdings Ltd. | 702286 | 1070789 |
|  \* | Pick n Pay Stores Ltd. | 140360 | 229124 |
|  | PPC Ltd. | 392022 | 124358 |
|  | Premier Group Ltd. | 7268 | 67731 |
|  | PSG Financial Services Ltd. | 277462 | 394365 |
|  | Raubex Group Ltd. | 64999 | 155348 |
|  | Reunert Ltd. | 44962 | 144912 |
|  | RFG Holdings Ltd. | 59205 | 73581 |
|  | Sanlam Ltd. | 71935 | 377485 |
|  | Santam Ltd. | 12051 | 287462 |
|  | Sappi Ltd. | 101013 | 132352 |
|  \* | Sasol Ltd. (SOL SJ) | 89066 | 557248 |
|  #\* | Sasol Ltd. (SSL US), Sponsored ADR | 12236 | 77454 |
|  | Shoprite Holdings Ltd. | 45928 | 768222 |
|  \* | Sibanye Stillwater Ltd. (SBSW US), ADR | 9956 | 105140 |
|  \* | Sibanye Stillwater Ltd. (SSW SJ) | 935357 | 2482156 |
|  | Southern Sun Ltd. | 209364 | 111159 |
|  \* | SPAR Group Ltd. | 59123 | 371853 |
|  | Spur Corp. Ltd. | 22560 | 46952 |
|  | Stadio Holdings Ltd. | 56617 | 36290 |
|  | Standard Bank Group Ltd. | 130345 | 1916702 |
|  | Sun International Ltd. | 72915 | 163172 |
|  | Super Group Ltd. | 83541 | 77375 |
|  | Telkom SA SOC Ltd. | 68336 | 191146 |
|  | Thungela Resources Ltd. (TGA LN) | 4110 | 18358 |
|  | Thungela Resources Ltd. (TGA SJ) | 36148 | 159730 |
|  | Tiger Brands Ltd. | 26481 | 501107 |
|  | Truworths International Ltd. | 81679 | 244608 |
|  | Tsogo Sun Ltd. | 161801 | 66052 |
|  | Valterra Platinum Ltd. | 20029 | 1228392 |
|  | Vodacom Group Ltd. | 51605 | 417756 |
|  | We Buy Cars Holdings Ltd. | 23946 | 63501 |

---

------

##### [**Table of Contents**](#toc)
**WORLD EX U.S. CORE EQUITY PORTFOLIO** 

**CONTINUED** 

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  SOUTH AFRICA — (Continued) | SOUTH AFRICA — (Continued) |  |  |
|  | Wilson Bayly Holmes-Ovcon Ltd. | 20879 | $182301 |
|  | Woolworths Holdings Ltd. | 236348 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;713620 |
|  | Zeda Ltd. | 84625 | 59996 |
|  TOTAL SOUTH AFRICA | TOTAL SOUTH AFRICA | TOTAL SOUTH AFRICA | 50585936 |
|  SOUTH KOREA — (3.9%) | SOUTH KOREA — (3.9%) |  |  |
|  \* | 3S Korea Co. Ltd. | 8971 | 11126 |
|  | ABOV Semiconductor Co. Ltd. | 2876 | 25274 |
|  \* | ADTechnology Co. Ltd. | 1392 | 25622 |
|  | Advanced Nano Products Co. Ltd. | 1086 | 50060 |
|  | Advanced Process Systems Corp. | 4460 | 62084 |
|  | Aekyung Chemical Co. Ltd. | 5635 | 43176 |
|  | Aekyung Industrial Co. Ltd. | 3212 | 31540 |
|  \* | AeroSpace Technology of Korea, Inc. | 32180 | 12079 |
|  #\* | Agabang & Co. | 8356 | 26730 |
|  | Ahnlab, Inc. | 1142 | 48647 |
|  \* | Air Busan Co. Ltd. | 27505 | 35314 |
|  | AJ Networks Co. Ltd. | 7148 | 21555 |
|  | Ajin Industrial Co. Ltd. | 8820 | 20343 |
|  \* | Alteogen, Inc. | 1363 | 465900 |
|  \* | ALUKO Co. Ltd. | 22513 | 32409 |
|  \* | Amicogen, Inc. | 2692 | 5736 |
|  | Amorepacific Corp. | 1943 | 164567 |
|  | Amorepacific Holdings Corp. | 8898 | 158364 |
|  \* | Ananti, Inc. | 12333 | 66539 |
|  \* | Anapass, Inc. | 2227 | 27540 |
|  | ANIPLUS, Inc. | 5838 | 15311 |
|  \* | Anterogen Co. Ltd. | 1096 | 17333 |
|  | Aplus Asset Advisor Co. Ltd. | 3126 | 13657 |
|  | Asia Cement Co. Ltd. | 5003 | 42810 |
|  | ASIA Holdings Co. Ltd. | 309 | 77182 |
|  \* | Asia Pacific Satellite, Inc. | 2881 | 25130 |
|  | Asia Paper Manufacturing Co. Ltd. | 10825 | 56020 |
|  | Atec Co. Ltd. | 1583 | 12366 |
|  | ATON, Inc. | 5667 | 26579 |
|  | Avaco Co. Ltd. | 1894 | 20794 |
|  | Baiksan Co. Ltd. | 3840 | 36304 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) |  |  |
|  | BGF Co. Ltd. | 10500 | $28018 |
|  | BGF retail Co. Ltd. | 2780 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;201995 |
|  | BH Co. Ltd. | 6408 | 82325 |
|  \* | BHI Co. Ltd. | 3395 | 120244 |
|  | Binggrae Co. Ltd. | 2019 | 102311 |
|  | Bio Plus Co. Ltd. | 8987 | 39340 |
|  \* | Bioneer Corp. | 1247 | 13548 |
|  | BioNote, Inc. | 13217 | 51054 |
|  \* | BNC Korea Co. Ltd. | 5296 | 18821 |
|  | BNK Financial Group, Inc. | 51937 | 502789 |
|  | Boditech Med, Inc. | 4479 | 42620 |
|  | Bookook Securities Co. Ltd. | 464 | 22038 |
|  | Boryung | 6725 | 41642 |
|  \* | Bosung Power Technology Co. Ltd. | 7124 | 26622 |
|  \* | Bukwang Pharmaceutical Co. Ltd. | 8261 | 21392 |
|  | BYC Co. Ltd. | 470 | 12377 |
|  | Byucksan Corp. | 18048 | 22090 |
|  | C&C International Co. Ltd. | 1247 | 32818 |
|  | C&G Hi Tech Co. Ltd. | 1160 | 12932 |
|  \* | Cafe24 Corp. | 4837 | 121381 |
|  | Cape Industries Ltd. | 3880 | 38323 |
|  | Caregen Co. Ltd. | 3620 | 164578 |
|  \* | Celltrion Pharm, Inc. | 1516 | 67737 |
|  | Celltrion, Inc. | 1915 | 235709 |
|  \* | Chabiotech Co. Ltd. | 4278 | 36880 |
|  | Cheil Worldwide, Inc. | 21981 | 313684 |
|  | Chemtronics Co. Ltd. | 4706 | 114885 |
|  | Cheryong Electric Co. Ltd. | 3612 | 98144 |
|  | Chips&Media, Inc. | 2169 | 24725 |
|  \* | Choil Aluminum Co. Ltd. | 12350 | 11566 |
|  | Chong Kun Dang Pharmaceutical Corp. | 2553 | 148202 |
|  | Chongkundang Holdings Corp. | 933 | 29589 |
|  \* | Chorokbaem Media Co. Ltd. | 4292 | 16299 |
|  \* | Chunbo Co. Ltd. | 698 | 35234 |
|  \* | CJ CGV Co. Ltd. | 30055 | 105276 |
|  | CJ CheilJedang Corp. | 2562 | 412025 |
|  | CJ Corp. | 3977 | 475763 |
|  \* | CJ ENM Co. Ltd. | 3597 | 176856 |
|  | CJ Freshway Corp. | 1953 | 34236 |
|  | CJ Logistics Corp. | 2870 | 165711 |
|  | Classys, Inc. | 4375 | 151040 |

---

------

##### [**Table of Contents**](#toc)
**WORLD EX U.S. CORE EQUITY PORTFOLIO** 

**CONTINUED** 

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) |  |  |
|  | CLIO Cosmetics Co. Ltd. | 2078 | $20816 |
|  \* | CMG Pharmaceutical Co. Ltd. | 12199 | 15436 |
|  \* | Com2uS Holdings Corp. | 1562 | 22007 |
|  | Com2uSCorp. | 2466 | 58919 |
|  | Coocon Corp. | 1967 | 48466 |
|  | Cosmax, Inc. | 2726 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;390361 |
|  | Cosmecca Korea Co. Ltd. | 2026 | 93843 |
|  #\* | CosmoAM&T Co. Ltd. | 2627 | 101984 |
|  \* | Cosmochemical Co. Ltd. | 2450 | 33108 |
|  | Coway Co. Ltd. | 14873 | 930005 |
|  | Cowintech Co. Ltd. | 2594 | 31205 |
|  | CR Holdings Co. Ltd. | 9178 | 31008 |
|  \* | Creative & Innovative System | 8029 | 42555 |
|  | Creverse, Inc. | 1783 | 16044 |
|  | CS Wind Corp. | 7891 | 240981 |
|  \* | CTC BIO, Inc. | 2718 | 9812 |
|  \* | Cube Entertainment, Inc. | 3035 | 31052 |
|  | Cuckoo Holdings Co. Ltd. | 2711 | 54627 |
|  | Cuckoo Homesys Co. Ltd. | 2145 | 34603 |
|  \*†† | DA Technology Co. Ltd. | 42635 | 1137 |
|  | Dae Hwa Pharmaceutical Co. Ltd. | 1666 | 19151 |
|  | Dae Won Kang Up Co. Ltd. | 14591 | 42970 |
|  \* | Daea TI Co. Ltd. | 7559 | 21458 |
|  | Daebongls Co. Ltd. | 1145 | 9774 |
|  | Daedong Corp. | 5933 | 40512 |
|  | Daeduck Co. Ltd. | 8124 | 51944 |
|  | Daeduck Electronics Co. Ltd. | 9245 | 244976 |
|  | Daehan Flour Mill Co. Ltd. | 427 | 41498 |
|  | Daehan Steel Co. Ltd. | 4935 | 51055 |
|  \* | Dae-Il Corp. | 7233 | 25019 |
|  | Daejoo Electronic Materials Co. Ltd. | 1263 | 66793 |
|  | Daesang Corp. | 6805 | 99422 |
|  | Daesang Holdings Co. Ltd. | 5349 | 34665 |
|  \* | Daewon Cable Co. Ltd. | 18604 | 47477 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) |  |  |
|  | Daewon Pharmaceutical Co. Ltd. | 2806 | $25619 |
|  | Daewon San Up Co. Ltd. | 1753 | 13916 |
|  \* | Daewoo Engineering & Construction Co. Ltd. | 56784 | 148945 |
|  | Daewoong Co. Ltd. | 7404 | 112344 |
|  | Daewoong Pharmaceutical Co. Ltd. | 1598 | 156419 |
|  | Daihan Pharmaceutical Co. Ltd. | 2113 | 43065 |
|  | Daishin Securities Co. Ltd. | 13391 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;272948 |
|  \* | Danal Co. Ltd. | 3935 | 22207 |
|  | Daol Investment & Securities Co. Ltd. | 15202 | 38574 |
|  | Daou Data Corp. | 5550 | 68315 |
|  | Daou Technology, Inc. | 8443 | 230668 |
|  \* | Dasan Networks, Inc. | 6363 | 14583 |
|  \* | Dawonsys Co. Ltd. | 11170 | 29638 |
|  | DB HiTek Co. Ltd. | 12273 | 504183 |
|  | DB Insurance Co. Ltd. | 17100 | 1519911 |
|  | DB Securities Co. Ltd. | 14665 | 103957 |
|  \* | DB, Inc. | 39902 | 40721 |
|  \* | DE&T Co. Ltd. | 2898 | 12801 |
|  | Dear U Co. Ltd. | 1276 | 34218 |
|  | Dentium Co. Ltd. | 1780 | 71066 |
|  | Deutsch Motors, Inc. | 7502 | 23495 |
|  | DI Dong Il Corp. | 4489 | 56904 |
|  | Digital Daesung Co. Ltd. | 6676 | 32202 |
|  \* | DIO Corp. | 852 | 10038 |
|  | DIT Corp. | 1046 | 11162 |
|  \*†† | DKME | 105049 | 27649 |
|  | DL E&C Co. Ltd. | 10306 | 308296 |
|  | DL Holdings Co. Ltd. | 3621 | 98755 |
|  \* | DMOA Co. Ltd. | 728 | 3052 |
|  †† | DMS Co. Ltd. | 5594 | 9321 |
|  | DN Automotive Corp. | 7066 | 115258 |
|  | Dohwa Engineering Co. Ltd. | 3950 | 16896 |
|  | Dong-A Socio Holdings Co. Ltd. | 1198 | 91193 |
|  | Dong-A ST Co. Ltd. | 1282 | 43953 |
|  | Dong-Ah Geological Engineering Co. Ltd. | 1178 | 11897 |

---

------

##### [**Table of Contents**](#toc)
**WORLD EX U.S. CORE EQUITY PORTFOLIO** 

**CONTINUED** 

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) |  |  |
|  | Dongbang Transport Logistics Co. Ltd. | 10462 | $20388 |
|  | Dongjin Semichem Co. Ltd. | 13873 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;414567 |
|  | Dongkoo Bio & Pharma Co. Ltd. | 5343 | 20121 |
|  | DongKook Pharmaceutical Co. Ltd. | 6141 | 76122 |
|  | Dongkuk Holdings Co. Ltd. | 8416 | 43134 |
|  | Dongkuk Industries Co. Ltd. | 8871 | 18577 |
|  | Dongkuk Steel Mill Co. Ltd. | 11447 | 68286 |
|  | Dongsuh Cos., Inc. | 4203 | 79551 |
|  | Dongsung Chemical Co. Ltd. | 11041 | 30986 |
|  | Dongsung Finetec Co. Ltd. | 5503 | 122632 |
|  \* | Dongwha Enterprise Co. Ltd. | 5938 | 41290 |
|  | Dongwha Pharm Co. Ltd. | 7024 | 30841 |
|  | Dongwon Development Co. Ltd. | 15011 | 27274 |
|  | Dongwon Industries Co. Ltd. | 1828 | 62067 |
|  | Dongwon Systems Corp. | 1450 | 28447 |
|  | Dongwoon Anatech Co. Ltd. | 5517 | 64950 |
|  | Dongyang E&P, Inc. | 2542 | 38159 |
|  | Doosan Bobcat, Inc. | 17671 | 745948 |
|  | Doosan Co. Ltd. | 616 | 407031 |
|  \* | Doosan Enerbility Co. Ltd. | 6197 | 383539 |
|  \* | Doosan Fuel Cell Co. Ltd. | 3564 | 106430 |
|  | Doosan Tesna, Inc. | 4201 | 147263 |
|  | DoubleUGames Co. Ltd. | 4704 | 165515 |
|  # | Douzone Bizon Co. Ltd. | 5864 | 366297 |
|  \* | Dream Security Co. Ltd. | 7102 | 16597 |
|  | Dreamtech Co. Ltd. | 5485 | 24573 |
|  \* | DS Dansuk Co. Ltd. | 1482 | 20972 |
|  \* | Duk San Neolux Co. Ltd. | 2940 | 86631 |
|  \* | Duksan Techopia Co. Ltd. | 2125 | 30924 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) |  |  |
|  | Easy Holdings Co. Ltd. | 13163 | $34874 |
|  | Echo Marketing, Inc. | 5179 | 42046 |
|  | Ecoplastic Corp. | 6572 | 14885 |
|  \* | Ecopro BM Co. Ltd. | 1140 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;127557 |
|  # | Ecopro Co. Ltd. | 2818 | 173538 |
|  \* | Edge Foundry Co. Ltd. | 15822 | 20353 |
|  # | E-MART, Inc. | 6280 | 318105 |
|  \* | EMKOREA Co. Ltd. | 2739 | 4208 |
|  \* | EMRO, Inc. | 1072 | 33425 |
|  \* | EM-Tech Co. Ltd. | 2013 | 13159 |
|  \* | Enchem Co. Ltd. | 429 | 25764 |
|  | ENF Technology Co. Ltd. | 3528 | 122337 |
|  | Eo Technics Co. Ltd. | 453 | 74504 |
|  \* | Eubiologics Co. Ltd. | 8107 | 70185 |
|  | Eugene Corp. | 13140 | 30830 |
|  | Eugene Investment & Securities Co. Ltd. | 29071 | 75937 |
|  | Eugene Technology Co. Ltd. | 2636 | 174768 |
|  \* | EV Advanced Material Co. Ltd. | 19265 | 23608 |
|  \* | Exem Co. Ltd. | 11150 | 16920 |
|  | Exicon Co. Ltd. | 1331 | 14905 |
|  | F&F Co. Ltd. | 5079 | 218364 |
|  | FarmStory Co. Ltd. | 12597 | 10587 |
|  \* | Fine M-Tec Co. Ltd. | 1751 | 10689 |
|  \* | Fine Semitech Corp. | 1745 | 44700 |
|  \* | Foosung Co. Ltd. | 7102 | 44219 |
|  | Fursys, Inc. | 122 | 3895 |
|  | Gabia, Inc. | 2918 | 55421 |
|  \* | GAEASOFT | 3889 | 19094 |
|  \* | GAMSUNG Corp. Co. Ltd. | 23154 | 82317 |
|  \* | Gaon Cable Co. Ltd. | 827 | 48494 |
|  \* | GC Cell Corp. | 2484 | 39954 |
|  \* | GeneOne Life Science, Inc. | 13833 | 20402 |
|  \* | Genexine, Inc. | 9960 | 36197 |
|  | Geumhwa PSC Co. Ltd. | 1120 | 24976 |
|  | Global Standard Technology Co. Ltd. | 4658 | 83887 |
|  \* | Global Tax Free Co. Ltd. | 7749 | 30614 |
|  \* | GnBS eco Co. Ltd. | 6666 | 13546 |
|  | GnCenergy Co. Ltd. | 2347 | 66667 |
|  | GOLFZON Co. Ltd. | 1513 | 62996 |
|  | Golfzon Holdings Co. Ltd. | 8068 | 29998 |
|  | Gradiant Corp. | 3293 | 29459 |

---

------

##### [**Table of Contents**](#toc)
**WORLD EX U.S. CORE EQUITY PORTFOLIO** 

**CONTINUED** 

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) |  |  |
|  | Grand Korea Leisure Co. Ltd. | 7194 | $78146 |
|  | Green Cross Corp. | 1161 | 105505 |
|  | Green Cross Holdings Corp. | 7467 | 82517 |
|  | GS Engineering & Construction Corp. | 23367 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;306031 |
|  | GS Global Corp. | 12493 | 21502 |
|  | GS Holdings Corp. (078930 KS) | 15469 | 519936 |
|  \* | GS P&L Co. Ltd. | 2829 | 76039 |
|  | GS Retail Co. Ltd. | 12037 | 149604 |
|  | Gwangju Shinsegae Co. Ltd. | 772 | 16331 |
|  | HAESUNG DS Co. Ltd. | 3712 | 133807 |
|  | Haesung Industrial Co. Ltd. | 5401 | 27840 |
|  | Han Kuk Carbon Co. Ltd. | 4216 | 108251 |
|  | Hana Financial Group, Inc. | 59584 | 3569592 |
|  | Hana Materials, Inc. | 1578 | 45325 |
|  | Hana Micron, Inc. | 18720 | 383813 |
|  \* | Hana Technology Co. Ltd. | 1185 | 25066 |
|  | Hana Tour Service, Inc. | 3782 | 126387 |
|  \* | Hanall Biopharma Co. Ltd. | 2003 | 58082 |
|  | Hancom, Inc. | 3657 | 63544 |
|  | Handok, Inc. | 3747 | 29963 |
|  | Handsome Co. Ltd. | 2796 | 28776 |
|  | Hanil Cement Co. Ltd. | 6019 | 74536 |
|  | Hanil Feed Co. Ltd. | 5105 | 11487 |
|  | Hanil Holdings Co. Ltd. | 2428 | 27572 |
|  | Hanjin Kal Corp. | 2220 | 162936 |
|  | Hanjin Logistics Corp. | 3824 | 53643 |
|  | Hankook Cosmetics Manufacturing Co. Ltd. | 653 | 24686 |
|  | Hankook Shell Oil Co. Ltd. | 197 | 60909 |
|  | Hankook Tire & Technology Co. Ltd. | 22292 | 723766 |
|  # | Hanmi Pharm Co. Ltd. | 1163 | 345963 |
|  | Hanmi Science Co. Ltd. | 1500 | 41381 |
|  # | Hanmi Semiconductor Co. Ltd. | 7894 | 789420 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) |  |  |
|  | HanmiGlobal Co. Ltd. | 2624 | $37467 |
|  | Hannong Chemicals, Inc. | 1763 | 19469 |
|  \* | Hanon Systems | 49707 | 151868 |
|  | Hansae Co. Ltd. | 3866 | 28636 |
|  | Hansol Chemical Co. Ltd. | 2668 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;433565 |
|  \* | Hansol IONES Co. Ltd. | 3514 | 32471 |
|  | Hansol Paper Co. Ltd. | 6734 | 38402 |
|  | Hansol Technics Co. Ltd. | 10714 | 48874 |
|  | Hanssem Co. Ltd. | 2446 | 79723 |
|  | Hanwha Aerospace Co. Ltd. | 3213 | 2203876 |
|  # | Hanwha Corp. | 9985 | 667838 |
|  \* | Hanwha Engine | 6198 | 214733 |
|  \* | Hanwha Galleria Corp. | 40145 | 30149 |
|  \* | Hanwha General Insurance Co. Ltd. | 13725 | 52118 |
|  \* | Hanwha Investment & Securities Co. Ltd. | 53198 | 199066 |
|  \* | Hanwha Life Insurance Co. Ltd. | 60389 | 128227 |
|  # | Hanwha Solutions Corp. | 28263 | 604304 |
|  | Hanwha Systems Co. Ltd. | 4611 | 193578 |
|  #\* | Hanwha Vision Co. Ltd. | 6135 | 215882 |
|  | Hanyang Eng Co. Ltd. | 4895 | 69166 |
|  | Hanyang Securities Co. Ltd. | 4400 | 58609 |
|  \* | Harim Co. Ltd. | 15284 | 30884 |
|  | Harim Holdings Co. Ltd. | 16285 | 84403 |
|  | HB SOLUTION Co. Ltd. | 5300 | 9450 |
|  | HB Technology Co. Ltd. | 17310 | 24066 |
|  | HD Hyundai Co. Ltd. | 10785 | 1549083 |
|  | HD Hyundai Construction Equipment Co. Ltd. | 3280 | 229750 |
|  | HD Hyundai Electric Co. Ltd. | 3703 | 2249743 |
|  \* | HD Hyundai Energy Solutions Co. Ltd. | 1474 | 58559 |
|  | HD Hyundai Heavy Industries Co. Ltd. | 408 | 171817 |

---

------

##### [**Table of Contents**](#toc)
**WORLD EX U.S. CORE EQUITY PORTFOLIO** 

**CONTINUED** 

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) |  |  |
|  | HD Hyundai Infracore Co. Ltd. | 23557 | $251326 |
|  | HD Hyundai Mipo | 1060 | 179556 |
|  | HD Korea Shipbuilding & Offshore Engineering Co. Ltd. | 1446 | 480622 |
|  | HDC Holdings Co. Ltd. | 10850 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;140016 |
|  | HDC Hyundai Development Co-Engineering & Construction | 10674 | 144182 |
|  \* | HD-Hyundai Marine Engine | 1500 | 104393 |
|  | Hecto Innovation Co. Ltd. | 2233 | 25330 |
|  \* | Helixmith Co. Ltd. | 9323 | 34639 |
|  \* | Heung-A Shipping Co. Ltd. | 14992 | 18306 |
|  \* | HFR, Inc. | 1358 | 16350 |
|  | High Tech Pharm Co. Ltd. | 1829 | 16118 |
|  | Hite Jinro Co. Ltd. | 9755 | 128807 |
|  #\* | HJ Shipbuilding & Construction Co. Ltd. | 3879 | 76624 |
|  | HK inno N Corp. | 3751 | 129913 |
|  | HL Holdings Corp. | 2082 | 59120 |
|  | HL Mando Co. Ltd. | 11019 | 297096 |
|  \* | HLB Biostep Co. Ltd. | 24245 | 20912 |
|  \* | HLB Global Co. Ltd. | 7402 | 10768 |
|  \* | Hlb Pharma Ceutical Co. Ltd. | 1309 | 14096 |
|  \* | HLB Therapeutics Co. Ltd. | 9528 | 22270 |
|  \* | HLB, Inc. | 3435 | 116913 |
|  | HMM Co. Ltd. | 38324 | 551818 |
|  \* | Hotel Shilla Co. Ltd. | 3047 | 103902 |
|  # | HPSP Co. Ltd. | 12588 | 303569 |
|  | HS Hyosung Advanced Materials Corp. | 831 | 107782 |
|  #\* | HS Hyosung Corp. | 549 | 22374 |
|  | HS Industries Co. Ltd. | 9817 | 27450 |
|  \* | Hugel, Inc. | 1197 | 219634 |
|  \* | Humasis Co. Ltd. | 40970 | 35135 |
|  | Humedix Co. Ltd. | 2688 | 94601 |
|  | Huons Co. Ltd. | 2307 | 47285 |
|  | Huons Global Co. Ltd. | 1169 | 44683 |
|  | Husteel Co. Ltd. | 10980 | 31531 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) |  |  |
|  | Hwa Shin Co. Ltd. | 5887 | $36288 |
|  | Hwaseung Enterprise Co. Ltd. | 4866 | 17379 |
|  # | HYBE Co. Ltd. | 772 | 184413 |
|  | Hy-Lok Corp. | 2141 | 55812 |
|  | Hyosung Corp. | 2100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;186294 |
|  | Hyosung Heavy Industries Corp. | 1109 | 1654228 |
|  | Hyosung TNC Corp. | 928 | 135289 |
|  | Hyundai Autoever Corp. | 1521 | 216481 |
|  | Hyundai Bioland Co. Ltd. | 5552 | 17252 |
|  | Hyundai BNG Steel Co. Ltd. | 4399 | 34589 |
|  | HYUNDAI Corp. | 3245 | 48280 |
|  | Hyundai Department Store Co. Ltd. | 4150 | 235104 |
|  | Hyundai Elevator Co. Ltd. | 4546 | 240955 |
|  | Hyundai Engineering & Construction Co. Ltd. | 18285 | 898390 |
|  | Hyundai Futurenet Co. Ltd. | 15058 | 33574 |
|  | Hyundai GF Holdings | 4044 | 22087 |
|  | Hyundai Glovis Co. Ltd. | 9552 | 1262432 |
|  | Hyundai Green Food | 7219 | 76239 |
|  | Hyundai Home Shopping Network Corp. | 1244 | 45902 |
|  | Hyundai Livart Furniture Co. Ltd. | 5250 | 24332 |
|  \* | Hyundai Marine & Fire Insurance Co. Ltd. | 17768 | 339975 |
|  | Hyundai Mobis Co. Ltd. | 6041 | 1335891 |
|  | Hyundai Motor Co. | 15342 | 3111194 |
|  | Hyundai Motor Securities Co. Ltd. | 12346 | 75504 |
|  # | Hyundai Movex Co. Ltd. | 9643 | 68257 |
|  | Hyundai Rotem Co. Ltd. | 15282 | 2468982 |
|  # | Hyundai Steel Co. | 17766 | 410459 |
|  | Hyundai Wia Corp. | 6080 | 249535 |
|  | HyVision System, Inc. | 3825 | 43368 |
|  # | i3system, Inc. | 1777 | 96485 |
|  | iFamilySC Co. Ltd. | 3321 | 41352 |
|  \* | Il Dong Pharmaceutical Co. Ltd. | 1020 | 16808 |
|  | Iljin Electric Co. Ltd. | 2036 | 81843 |

---

------

##### [**Table of Contents**](#toc)
**WORLD EX U.S. CORE EQUITY PORTFOLIO** 

**CONTINUED** 

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) |  |  |
|  | Iljin Holdings Co. Ltd. | 3838 | $18840 |
|  \* | Iljin Hysolus Co. Ltd. | 1089 | 14607 |
|  | Iljin Power Co. Ltd. | 3680 | 28546 |
|  | Ilshin Spinning Co. Ltd. | 5925 | 50006 |
|  | Ilyang Pharmaceutical Co. Ltd. | 3819 | 34980 |
|  | iM Financial Group Co. Ltd. | 55226 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;512396 |
|  | iMarketKorea, Inc. | 6839 | 37627 |
|  | InBody Co. Ltd. | 2385 | 48000 |
|  | Incar Financial Service Co. Ltd. | 8353 | 70128 |
|  | Industrial Bank of Korea | 56846 | 770375 |
|  | Inhwa Precision Co. Ltd. | 457 | 19202 |
|  | Innocean Worldwide, Inc. | 5743 | 69079 |
|  | InnoWireless Co. Ltd. | 1320 | 21643 |
|  | Innox Advanced Materials Co. Ltd. | 4153 | 71613 |
|  \* | Insun ENT Co. Ltd. | 6057 | 17851 |
|  | Intellian Technologies, Inc. | 631 | 19977 |
|  | Intelligent Digital Integrated Security Co. Ltd. | 1720 | 21682 |
|  \* | Interflex Co. Ltd. | 4142 | 26815 |
|  | Interojo Co. Ltd. | 2267 | 27231 |
|  | INTOPS Co. Ltd. | 5178 | 58673 |
|  | INVENI Co. Ltd. | 837 | 36377 |
|  | IS Dongseo Co. Ltd. | 3904 | 50874 |
|  | ISC Co. Ltd. | 1515 | 84148 |
|  | i-SENS, Inc. | 2545 | 30877 |
|  \* | ISU Chemical Co. Ltd. | 4469 | 33388 |
|  | IsuPetasys Co. Ltd. | 14553 | 1154263 |
|  \* | ITEK, Inc. | 2956 | 12590 |
|  \* | ITM Semiconductor Co. Ltd. | 2553 | 21449 |
|  \* | Jahwa Electronics Co. Ltd. | 4209 | 63929 |
|  | JB Financial Group Co. Ltd. | 42858 | 674751 |
|  \* | Jeil Pharmaceutical Co. Ltd. | 2013 | 20325 |
|  \* | Jeju Air Co. Ltd. | 7186 | 28773 |
|  \* | Jeju Semiconductor Corp. | 5017 | 71947 |
|  \* | Jin Air Co. Ltd. | 1880 | 9504 |
|  | Jinsung T.E.C | 4387 | 40173 |
|  | JNK Global Co. Ltd. | 3523 | 10949 |
|  \* | JNTC Co. Ltd. | 5350 | 101273 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) |  |  |
|  \* | Joongang Advanced Materials Co. Ltd. | 12809 | $33403 |
|  | Jusung Engineering Co. Ltd. | 8268 | 177231 |
|  | JVM Co. Ltd. | 1746 | 34185 |
|  | JW Holdings Corp. | 15506 | 35375 |
|  | JW Life Science Corp. | 3481 | 32837 |
|  | JW Pharmaceutical Corp. | 4746 | 78143 |
|  | JYP Entertainment Corp. | 8171 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;463283 |
|  | K Car Co. Ltd. | 5825 | 61923 |
|  | K Ensol Co. Ltd. | 2425 | 19469 |
|  | Kakao Corp. | 6542 | 298150 |
|  \* | Kakao Games Corp. | 10136 | 114316 |
|  | KakaoBank Corp. | 5311 | 86085 |
|  \* | Kakaopay Corp. | 1219 | 44631 |
|  | Kangnam Jevisco Co. Ltd. | 1292 | 11137 |
|  \* | Kangwon Energy Co. Ltd. | 1099 | 12361 |
|  | Kangwon Land, Inc. | 16694 | 197643 |
|  | KB Financial Group, Inc. (105560 KS) | 41224 | 3365263 |
|  | KC Co. Ltd. | 3354 | 61324 |
|  | KC Tech Co. Ltd. | 2444 | 65462 |
|  | KCC Corp. | 1372 | 422444 |
|  | KCC Glass Corp. | 3085 | 56166 |
|  | KCTC | 9076 | 34406 |
|  \* | KEC Corp. | 42024 | 22872 |
|  \* | Kencoa Aerospace Co. | 3905 | 31825 |
|  # | KEPCO Engineering & Construction Co., Inc. | 1021 | 72836 |
|  | KEPCO Plant Service & Engineering Co. Ltd. | 8644 | 306608 |
|  | KG Chemical Corp. | 5365 | 18309 |
|  | KG Dongbusteel | 13989 | 53442 |
|  | KG Eco Solution Co. Ltd. | 9077 | 36069 |
|  \* | KG Mobility Co. | 12925 | 34562 |
|  | Kginicis Co. Ltd. | 6812 | 49021 |
|  | KH Vatec Co. Ltd. | 3874 | 34050 |
|  | Kia Corp. | 39642 | 3325115 |
|  | KINX, Inc. | 903 | 58889 |
|  | KISCO Corp. | 2567 | 18040 |
|  | KISCO Holdings Co. Ltd. | 3626 | 65120 |
|  | KISWIRE Ltd. | 3511 | 43986 |
|  # | KIWOOM Securities Co. Ltd. | 4501 | 934916 |

---

------

##### [**Table of Contents**](#toc)
**WORLD EX U.S. CORE EQUITY PORTFOLIO** 

**CONTINUED** 

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) |  |  |
|  \* | KNJ Co. Ltd. | 2770 | $50575 |
|  | Koh Young Technology, Inc. | 5169 | 60243 |
|  | Kolmar BNH Co. Ltd. | 3110 | 30260 |
|  | Kolmar Holdings Co. Ltd. | 6530 | 50591 |
|  | Kolmar Korea Co. Ltd. | 2904 | 156753 |
|  | Kolon Corp. | 2068 | 63125 |
|  | Kolon Enp, Inc. | 4673 | 25423 |
|  | Kolon Industries, Inc. | 5704 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;142234 |
|  \* | Kolon Life Science, Inc. | 1140 | 26235 |
|  | KoMiCo Ltd. | 2082 | 160830 |
|  | KONA I Co. Ltd. | 2045 | 67610 |
|  | Korea Aerospace Industries Ltd. | 9258 | 670761 |
|  | Korea Alcohol Industrial Co. Ltd. | 4299 | 28181 |
|  | Korea Asset In Trust Co. Ltd. | 27831 | 43250 |
|  | Korea Cast Iron Pipe Industries Co. Ltd. | 3848 | 18086 |
|  \* | Korea Circuit Co. Ltd. | 5045 | 72765 |
|  | Korea District Heating Corp. | 321 | 21531 |
|  | Korea Electric Power Corp. (015760 KS) | 18544 | 555097 |
|  | Korea Electric Power Corp. (KEP US), Sponsored ADR | 1200 | 18084 |
|  | Korea Electric Terminal Co. Ltd. | 1612 | 69904 |
|  | Korea Fuel-Tech Corp. | 5317 | 22328 |
|  | Korea Gas Corp. | 3491 | 102065 |
|  \* | Korea Information & Communications Co. Ltd. | 5701 | 32503 |
|  | Korea Information Certificate Authority, Inc. | 8779 | 38179 |
|  | Korea Investment Holdings Co. Ltd. | 13117 | 1672363 |
|  \* | Korea Line Corp. | 48956 | 64467 |
|  | Korea Petrochemical Ind Co. Ltd. | 1172 | 107551 |
|  | Korea Petroleum Industries Co. | 2315 | 22584 |
|  | Korea Ratings Corp. | 531 | 36528 |
|  | Korea Real Estate Investment & Trust Co. Ltd. | 59779 | 54820 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) |  |  |
|  | Korea United Pharm, Inc. | 2941 | $39217 |
|  | Korean Air Lines Co. Ltd. | 62739 | 973598 |
|  | Korean Reinsurance Co. | 52474 | 390478 |
|  | Koryo Credit Information Co. Ltd. | 1407 | 10316 |
|  | KPX Chemical Co. Ltd. | 446 | 14979 |
|  \* | Krafton, Inc. | 3666 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;709545 |
|  | KSS LINE Ltd. | 6720 | 43567 |
|  | KT Corp. (030200 KS) | 2588 | 89145 |
|  | KT Corp. (KT US), Sponsored ADR | 2500 | 46375 |
|  \* | KT Millie Seojae Co. Ltd. | 1235 | 11312 |
|  | KT Skylife Co. Ltd. | 3015 | 10594 |
|  | KT&G Corp. | 6422 | 604386 |
|  \*†† | Kuk-il Paper Manufacturing Co. Ltd. | 8527 | 2280 |
|  \* | Kumho HT, Inc. | 44811 | 17956 |
|  # | Kumho Petrochemical Co. Ltd. | 5349 | 434792 |
|  \* | Kumho Tire Co., Inc. | 35531 | 117561 |
|  | Kwang Dong Pharmaceutical Co. Ltd. | 11146 | 44643 |
|  \* | Kwangmu Co. Ltd. | 9563 | 15195 |
|  | Kyeryong Construction Industrial Co. Ltd. | 2244 | 27079 |
|  | Kyobo Securities Co. Ltd. | 7541 | 49810 |
|  | Kyung Dong Navien Co. Ltd. | 2274 | 112532 |
|  | Kyungdong Pharm Co. Ltd. | 4514 | 18001 |
|  | Kyung-In Synthetic Corp. | 9161 | 18820 |
|  | KZ Precision Corp. | 5214 | 54991 |
|  \* | LabGenomics Co. Ltd. | 25690 | 39724 |
|  | Lake Materials Co. Ltd. | 10907 | 111637 |
|  \* | LB Semicon, Inc. | 17234 | 59980 |
|  | Lee Ku Industrial Co. Ltd. | 4760 | 16458 |
|  | LEENO Industrial, Inc. | 12370 | 497896 |
|  | LF Corp. | 4092 | 52426 |
|  | LG Chem Ltd. | 6064 | 1686690 |

---

------

##### [**Table of Contents**](#toc)
**WORLD EX U.S. CORE EQUITY PORTFOLIO** 

**CONTINUED** 

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) |  |  |
|  | LG Corp. | 15978 | $898617 |
|  \* | LG Display Co. Ltd. (034220 KS) | 77846 | 795869 |
|  # | LG Electronics, Inc. | 32109 | 1969348 |
|  \* | LG Energy Solution Ltd. | 1156 | 382690 |
|  | LG H&H Co. Ltd. | 2223 | 443226 |
|  \* | LG HelloVision Co. Ltd. | 12252 | 20963 |
|  | LG Innotek Co. Ltd. | 4871 | 821701 |
|  | LG Uplus Corp. | 75046 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;802211 |
|  | LIG Nex1 Co. Ltd. | 2783 | 1013486 |
|  \* | LigaChem Biosciences, Inc. | 458 | 46965 |
|  \* | LOT Vacuum Co. Ltd. | 3137 | 28649 |
|  | Lotte Chemical Corp. | 3950 | 195681 |
|  | Lotte Chilsung Beverage Co. Ltd. | 1425 | 115238 |
|  | Lotte Corp. | 6901 | 141333 |
|  \* | Lotte Data Communication Co. | 1292 | 18783 |
|  \* | Lotte Energy Materials Corp. | 7268 | 132188 |
|  # | LOTTE Fine Chemical Co. Ltd. | 6073 | 194063 |
|  \* | Lotte Non-Life Insurance Co. Ltd. | 18622 | 24778 |
|  | Lotte Rental Co. Ltd. | 5434 | 111646 |
|  | Lotte Shopping Co. Ltd. | 3745 | 170899 |
|  \* | Lotte Tour Development Co. Ltd. | 3612 | 45925 |
|  | Lotte Wellfood Co. Ltd. | 723 | 57782 |
|  | LS Corp. | 4164 | 606836 |
|  | LS Eco Energy Ltd. | 3532 | 113773 |
|  | LS Electric Co. Ltd. | 3890 | 1180847 |
|  | LS Marine Solution Co. Ltd. | 4760 | 96110 |
|  \* | LVMC Holdings | 27400 | 31854 |
|  | LX Hausys Ltd. | 2198 | 43360 |
|  | LX Holdings Corp. | 17571 | 100507 |
|  # | LX International Corp. | 11331 | 239406 |
|  | LX Semicon Co. Ltd. | 3544 | 142141 |
|  | M.I.Tech Co. Ltd. | 4570 | 19736 |
|  | Macquarie Korea Infrastructure Fund | 59997 | 462714 |
|  | Macrogen, Inc. | 1886 | 20039 |
|  | Maeil Dairies Co. Ltd. | 1216 | 29559 |
|  | Mcnex Co. Ltd. | 4549 | 99201 |
|  \* | Medipost Co. Ltd. | 5303 | 64294 |
|  \* | MedPacto, Inc. | 4982 | 15166 |
|  | Medytox, Inc. | 383 | 32251 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) |  |  |
|  \* | Meerecompany, Inc. | 1073 | $11499 |
|  | MegaStudy Co. Ltd. | 3852 | 30451 |
|  | MegaStudyEdu Co. Ltd. | 2801 | 81658 |
|  | Meritz Financial Group, Inc. | 17552 | 1360171 |
|  #\* | MiCo Ltd. | 14070 | 142704 |
|  \* | Micro Digital Co. Ltd. | 3312 | 19349 |
|  \* | Mirae Asset Life Insurance Co. Ltd. | 15568 | 95797 |
|  | Mirae Asset Securities Co. Ltd. | 34076 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;626533 |
|  | Misto Holdings Corp. | 9250 | 238591 |
|  | Miwon Commercial Co. Ltd. | 632 | 67070 |
|  | Miwon Specialty Chemical Co. Ltd. | 364 | 35926 |
|  | MK Electron Co. Ltd. | 6706 | 43368 |
|  | MNTech Co. Ltd. | 3303 | 26147 |
|  | Modetour Network, Inc. | 3448 | 26898 |
|  \* | MONAYONGPYONG | 4790 | 11675 |
|  \* | Motrex Co. Ltd. | 5962 | 36311 |
|  | mPlus Corp. | 2590 | 31532 |
|  \* | MS Autotech Co. Ltd. | 9660 | 16200 |
|  | Muhak Co. Ltd. | 3078 | 18571 |
|  | Multicampus Co. Ltd. | 512 | 11245 |
|  | Myoung Shin Industrial Co. Ltd. | 10069 | 65836 |
|  | Namhae Chemical Corp. | 6477 | 29280 |
|  \* | Namsun Aluminum Co. Ltd. | 32959 | 24699 |
|  | Namuga Co. Ltd. | 3667 | 43368 |
|  | Namyang Dairy Products Co. Ltd. | 994 | 35906 |
|  \* | Nature & Environment Co. Ltd. | 6226 | 2706 |
|  | Nature Holdings Co. Ltd. | 3144 | 21052 |
|  | NAVER Corp. | 2369 | 443989 |
|  | NCSoft Corp. | 1080 | 166702 |
|  | NeoPharm Co. Ltd. | 1691 | 20293 |
|  | Neosem, Inc. | 3133 | 27389 |
|  \* | Neowiz | 2815 | 48312 |
|  \* | Nepes Ark Corp. | 1397 | 19448 |
|  #\* | NEPES Corp. | 7008 | 85122 |
|  \* | Neptune Co. | 6362 | 26314 |
|  W | Netmarble Corp. | 6837 | 259087 |
|  | New Power Plasma Co. Ltd. | 9524 | 41380 |
|  \* | Newflex Technology Co. Ltd. | 7227 | 26552 |
|  | Nexen Corp. | 8767 | 32897 |

---

------

##### [**Table of Contents**](#toc)
**WORLD EX U.S. CORE EQUITY PORTFOLIO** 

**CONTINUED** 

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) |  |  |
|  | Nexen Tire Corp. | 3351 | $15084 |
|  | NEXTIN, Inc. | 2385 | 109861 |
|  | NH Investment & Securities Co. Ltd. | 41530 | 592056 |
|  | NHN Corp. | 4936 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100147 |
|  # | NHN KCP Corp. | 5618 | 62699 |
|  | NICE Holdings Co. Ltd. | 8262 | 80405 |
|  | Nice Information & Telecommunication, Inc. | 1983 | 31780 |
|  | NICE Information Service Co. Ltd. | 13197 | 134126 |
|  | NK Co. Ltd. | 23569 | 25274 |
|  | Nong Shim Holdings Co. Ltd. | 629 | 41494 |
|  | NongShim Co. Ltd. | 933 | 285283 |
|  | NOROO Paint & Coatings Co. Ltd. | 2474 | 14686 |
|  | NOVAREX Co. Ltd. | 3715 | 44431 |
|  | NPC | 3679 | 10469 |
|  | OCI Co. Ltd. | 751 | 31083 |
|  # | OCI Holdings Co. Ltd. | 4135 | 330598 |
|  \* | Okins Electronics Co. Ltd. | 3445 | 22280 |
|  | ONEJOON Co. Ltd. | 2100 | 13525 |
|  | Oriental Precision & Engineering Co. Ltd. | 5619 | 41067 |
|  # | Orion Corp. | 6485 | 451569 |
|  | Orion Holdings Corp. | 9513 | 126660 |
|  | Osang Healthcare Co. Ltd. | 980 | 8884 |
|  \* | OSTEONIC Co. Ltd. | 3282 | 16563 |
|  \* | Osung Advanced Materials Co. Ltd. | 18972 | 20904 |
|  | Otoki Corp. | 522 | 142243 |
|  | Pan Ocean Co. Ltd. | 76988 | 206811 |
|  | Paradise Co. Ltd. | 16234 | 210342 |
|  | Park Systems Corp. | 1564 | 266414 |
|  | Partron Co. Ltd. | 14112 | 68446 |
|  \* | Pearl Abyss Corp. | 1230 | 29836 |
|  | People & Technology, Inc. | 6638 | 200836 |
|  | PHA Co. Ltd. | 1572 | 12859 |
|  | PharmaResearch Co. Ltd. | 2433 | 921152 |
|  \* | PharmGen Science, Inc. | 3898 | 11035 |
|  | Philenergy Co. Ltd. | 325 | 3258 |
|  | PI Advanced Materials Co. Ltd. | 2643 | 33575 |
|  \* | PKC Co. Ltd. | 5256 | 23066 |
|  | Pond Group Co. Ltd. | 1609 | 9166 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) |  |  |
|  \* | PonyLink Co. Ltd. | 13996 | $8147 |
|  | Poongsan Corp. | 7316 | 562664 |
|  | Poongsan Holdings Corp. | 4549 | 123316 |
|  | Posco DX Co. Ltd. | 11462 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;210762 |
|  \* | POSCO Future M Co. Ltd. | 598 | 90607 |
|  | POSCO Holdings, Inc. (005490 KS) | 6377 | 1386961 |
|  | POSCO Holdings, Inc. (PKX US), Sponsored ADR | 6151 | 335968 |
|  | Posco International Corp. | 11695 | 450517 |
|  | Posco M-Tech Co. Ltd. | 2526 | 27076 |
|  | POSCO Steeleon Co. Ltd. | 587 | 15856 |
|  \* | Power Logics Co. Ltd. | 8132 | 23473 |
|  \* | Prestige Biologics Co. Ltd. | 7151 | 15125 |
|  | Protec Co. Ltd. | 770 | 16852 |
|  | PSK Holdings, Inc. | 2033 | 69514 |
|  | PSK, Inc. | 6364 | 167710 |
|  | Pulmuone Co. Ltd. | 3268 | 30475 |
|  | Pumtech Korea Co. Ltd. | 1795 | 66771 |
|  \* | Rainbow Robotics | 389 | 118860 |
|  \* | Refine Co. Ltd. | 6082 | 52701 |
|  \* | Reyon Pharmaceutical Co. Ltd. | 2120 | 16028 |
|  | RFHIC Corp. | 3819 | 89294 |
|  \* | RFTech Co. Ltd. | 3225 | 4992 |
|  | Rorze Systems Corp. | 3606 | 28150 |
|  | S&S Tech Corp. | 3445 | 135165 |
|  # | S-1 Corp. | 4152 | 218333 |
|  \* | Sajo Industries Co. Ltd. | 362 | 12263 |
|  | Sajodaerim Corp. | 1032 | 27216 |
|  # | Sam Chun Dang Pharm Co. Ltd. | 703 | 115262 |
|  | Sam Young Electronics Co. Ltd. | 5658 | 42448 |
|  | Sam Yung Trading Co. Ltd. | 3582 | 38179 |
|  | Sam-A Aluminum Co. Ltd. | 884 | 14877 |
|  | Samchully Co. Ltd. | 406 | 35076 |
|  †† | Samick THK Co. Ltd. | 1269 | 6653 |
|  \* | Samil Pharmaceutical Co. Ltd. | 2975 | 19793 |
|  | Samji Electronics Co. Ltd. | 1661 | 14504 |

---

------

##### [**Table of Contents**](#toc)
**WORLD EX U.S. CORE EQUITY PORTFOLIO** 

**CONTINUED** 

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) |  |  |
|  | Samjin Pharmaceutical Co. Ltd. | 1687 | $23363 |
|  | Sammok S-Form Co. Ltd. | 1379 | 19249 |
|  | SAMPYO Cement Co. Ltd. | 17261 | 36387 |
|  \*W | Samsung Biologics Co. Ltd. | 859 | 736157 |
|  | Samsung C&T Corp. | 6720 | 1063448 |
|  # | Samsung Card Co. Ltd. (029780 KS) | 8923 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;309992 |
|  | Samsung Electro-Mechanics Co. Ltd. | 5937 | 1017724 |
|  | Samsung Electronics Co. Ltd. (005930 KS) | 439838 | 33109325 |
|  | Samsung Electronics Co. Ltd. (SMSN LI), GDR | 1949 | 3637484 |
|  | Samsung Engineering Co. Ltd. | 47486 | 863309 |
|  | Samsung Fire & Marine Insurance Co. Ltd. | 2507 | 775927 |
|  \* | Samsung Heavy Industries Co. Ltd. | 35514 | 735915 |
|  | Samsung Life Insurance Co. Ltd. | 8618 | 931341 |
|  \* | Samsung Pharmaceutical Co. Ltd. | 13829 | 14877 |
|  | Samsung SDI Co. Ltd. | 7495 | 1688784 |
|  | Samsung SDS Co. Ltd. | 7945 | 1019071 |
|  | Samsung Securities Co. Ltd. | 19618 | 1061760 |
|  | SAMT Co. Ltd. | 23178 | 59949 |
|  | Samwha Capacitor Co. Ltd. | 3391 | 80144 |
|  | Samwha Electric Co. Ltd. | 826 | 20216 |
|  | Samyang Corp. | 1345 | 46685 |
|  | Samyang Foods Co. Ltd. | 936 | 883922 |
|  | Samyang Holdings Corp. | 1468 | 107775 |
|  | Samyoung Co. Ltd. | 12236 | 42201 |
|  | Sang-A Frontec Co. Ltd. | 1874 | 24356 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) |  |  |
|  | Sangsin Energy Display Precision Co. Ltd. | 2466 | $22012 |
|  | Saramin Co. Ltd. | 2138 | 20020 |
|  | Satrec Initiative Co. Ltd. | 1059 | 44717 |
|  | SD Biosensor, Inc. | 15730 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;105349 |
|  | SeAH Besteel Holdings Corp. | 4129 | 79493 |
|  | SeAH Steel Corp. | 668 | 59304 |
|  | SeAH Steel Holdings Corp. | 745 | 74899 |
|  | Sebang Co. Ltd. | 4469 | 42581 |
|  | Sebang Global Battery Co. Ltd. | 1731 | 79044 |
|  | Seegene, Inc. | 4681 | 83024 |
|  | Segyung Hitech Co. Ltd. | 6661 | 26664 |
|  | Sejong Industrial Co. Ltd. | 5035 | 29059 |
|  \* | SEMCNS Co. Ltd. | 4544 | 24618 |
|  | Seobu T&D | 13043 | 83343 |
|  | Seohan Co. Ltd. | 13791 | 8525 |
|  | Seohee Construction Co. Ltd. | 33511 | 38174 |
|  #\* | Seojin System Co. Ltd. | 8024 | 152203 |
|  \* | Seoul Auction Co. Ltd. | 956 | 4595 |
|  \* | Seoul Semiconductor Co. Ltd. | 14166 | 62232 |
|  | Seoyon Co. Ltd. | 1957 | 12953 |
|  | Seoyon E-Hwa Co. Ltd. | 6608 | 60184 |
|  | SFA Engineering Corp. | 4903 | 84988 |
|  \* | SFA Semicon Co. Ltd. | 13844 | 41361 |
|  | SGC Energy Co. Ltd. | 2523 | 39972 |
|  | Shin Heung Energy & Electronics Co. Ltd. | 7365 | 28169 |
|  \* | Shin Poong Pharmaceutical Co. Ltd. | 491 | 4668 |
|  | Shindaeyang Paper Co. Ltd. | 3739 | 32271 |
|  | Shinhan Financial Group Co. Ltd. (055550 KS) | 52052 | 2673507 |
|  | Shinil Electronics Co. Ltd. | 11482 | 10364 |
|  | Shinsegae International, Inc. | 2889 | 20821 |
|  | Shinsegae, Inc. | 1919 | 233891 |

---

------

##### [**Table of Contents**](#toc)
**WORLD EX U.S. CORE EQUITY PORTFOLIO** 

**CONTINUED** 

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) |  |  |
|  | Shinsung Delta Tech Co. Ltd. | 1889 | $72424 |
|  \* | Shinsung E&G Co. Ltd. | 27321 | 35366 |
|  | Shinwon Corp. | 18325 | 18727 |
|  | Shinyoung Securities Co. Ltd. | 1575 | 159621 |
|  | Showbox Corp. | 13902 | 24711 |
|  \* | Silicon2 Co. Ltd. | 1927 | 60772 |
|  | SIMMTECH Co. Ltd. | 2713 | 119332 |
|  | SIMPAC, Inc. | 9536 | 30932 |
|  | Sindoh Co. Ltd. | 1567 | 46756 |
|  #\* | SK Biopharmaceuticals Co. Ltd. | 6413 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;518536 |
|  \* | SK Bioscience Co. Ltd. | 2198 | 78049 |
|  | SK Chemicals Co. Ltd. | 3212 | 142328 |
|  | SK Discovery Co. Ltd. | 4198 | 174731 |
|  \* | SK Eternix Co. Ltd. | 2833 | 41243 |
|  | SK Gas Ltd. | 701 | 128090 |
|  | SK Hynix, Inc. | 40893 | 15911197 |
|  \*W | SK IE Technology Co. Ltd. | 9523 | 204584 |
|  | SK Innovation Co. Ltd. | 6804 | 614436 |
|  | SK Networks Co. Ltd. | 27068 | 86163 |
|  \* | SK oceanplant Co. Ltd. | 3193 | 47424 |
|  | SK Securities Co. Ltd. | 149339 | 73273 |
|  | SK Telecom Co. Ltd. (017670 KS) | 5862 | 214619 |
|  | SK, Inc. | 4672 | 811254 |
|  \* | SKC Co. Ltd. | 1195 | 106481 |
|  | SL Corp. | 5652 | 143607 |
|  | SM Entertainment Co. Ltd. | 1606 | 134536 |
|  \* | SMEC Co. Ltd. | 24805 | 71369 |
|  # | SNT Dynamics Co. Ltd. | 5786 | 218381 |
|  #\* | SNT Holdings Co. Ltd. | 2300 | 102308 |
|  | SNT Motiv Co. Ltd. | 3764 | 90259 |
|  \* | SOCAR, Inc. | 2283 | 18724 |
|  \* | S-Oil Corp. | 9160 | 461061 |
|  | Solid, Inc. | 20716 | 116634 |
|  \* | SOLUM Co. Ltd. | 12113 | 151911 |
|  | Solus Advanced Materials Co. Ltd. | 9658 | 62008 |
|  \* | Solux Co. Ltd. | 6199 | 18842 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) |  |  |
|  | Songwon Industrial Co. Ltd. | 5765 | $38801 |
|  # | Soop Co. Ltd. | 2505 | 127537 |
|  | Soosan Industries Co. Ltd. | 2080 | 31743 |
|  | Soulbrain Co. Ltd. | 1451 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;287012 |
|  | Soulbrain Holdings Co. Ltd. | 1494 | 44824 |
|  | SPC Samlip Co. Ltd. | 601 | 21923 |
|  | SPG Co. Ltd. | 1751 | 41357 |
|  | ST Pharm Co. Ltd. | 1108 | 78670 |
|  | STIC Investments, Inc. | 6915 | 50459 |
|  | Straffic Co. Ltd. | 6956 | 17843 |
|  \* | Studio Dragon Corp. | 2252 | 71891 |
|  \* | STX Engine Co. Ltd. | 1511 | 37431 |
|  \* | Sugentech, Inc. | 4599 | 21207 |
|  \* | Sukgyung AT Co. Ltd. | 288 | 8846 |
|  | Sung Kwang Bend Co. Ltd. | 6054 | 133545 |
|  \* | Sungeel Hitech Co. Ltd. | 326 | 9801 |
|  | Sungshin Cement Co. Ltd. | 6391 | 42058 |
|  | Sungwoo Hitech Co. Ltd. | 18816 | 89161 |
|  | Sunjin Co. Ltd. | 2260 | 15780 |
|  \* | Suprema, Inc. | 1173 | 27760 |
|  \* | Suresoft Technologies, Inc. | 3723 | 13564 |
|  | SY Co. Ltd. | 8899 | 18989 |
|  \* | Synergy Innovation Co. Ltd. | 8459 | 14450 |
|  \* | Synopex, Inc. | 35877 | 164629 |
|  | Systems Technology, Inc. | 920 | 14721 |
|  | T&L Co. Ltd. | 2034 | 65533 |
|  | Taekwang Industrial Co. Ltd. | 81 | 45555 |
|  \* | Taewoong Co. Ltd. | 3630 | 78173 |
|  \* | Taihan Cable & Solution Co. Ltd. | 6549 | 110679 |
|  | TCC Steel | 1848 | 23750 |
|  | TechWing, Inc. | 2638 | 122584 |
|  | Telechips, Inc. | 3287 | 32105 |
|  | TES Co. Ltd. | 2411 | 74559 |
|  \* | Theragen Etex Co. Ltd. | 6072 | 10858 |
|  \* | TK Chemical Corp. | 12146 | 14073 |
|  | TK Corp. | 2656 | 52581 |
|  | TKG Huchems Co. Ltd. | 5645 | 70770 |
|  | TLB Co. Ltd. | 1781 | 85267 |

---

------

##### [**Table of Contents**](#toc)
**WORLD EX U.S. CORE EQUITY PORTFOLIO** 

**CONTINUED** 

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) |  |  |
|  # | Tokai Carbon Korea Co. Ltd. | 1792 | $208090 |
|  \* | Tongyang Life Insurance Co. Ltd. | 11915 | 56555 |
|  \* | Tongyang, Inc. | 65030 | 39839 |
|  | Tonymoly Co. Ltd. | 3726 | 24959 |
|  | Toptec Co. Ltd. | 7951 | 25996 |
|  | Tovis Co. Ltd. | 3832 | 40261 |
|  | TS Corp. | 24800 | 48754 |
|  | TSE Co. Ltd. | 1422 | 51590 |
|  \* | Tuksu Construction Co. Ltd. | 2985 | 11890 |
|  | TYM Corp. | 14189 | 59150 |
|  | UBCare Co. Ltd. | 3040 | 7619 |
|  | Uju Electronics Co. Ltd. | 1734 | 46640 |
|  \* | Uni-Chem Co. Ltd. | 14391 | 13224 |
|  | Unid Co. Ltd. | 1619 | 76284 |
|  | Union Semiconductor Equipment & Materials Co. Ltd. | 6126 | 42877 |
|  \* | Unison Co. Ltd. | 14253 | 12184 |
|  \* | UniTest, Inc. | 3363 | 47700 |
|  | Unitrontech Co. Ltd. | 5684 | 24011 |
|  | Value Added Technology Co. Ltd. | 2552 | 39272 |
|  | VICTEK Co. Ltd. | 3660 | 9598 |
|  \*†† | Vidente Co. Ltd. | 10155 | 4440 |
|  | Vieworks Co. Ltd. | 1617 | 21486 |
|  \* | Vina Tech Co. Ltd. | 641 | 24732 |
|  | Vitzro Tech Co. Ltd. | 5265 | 32530 |
|  | Vitzrocell Co. Ltd. | 4987 | 95686 |
|  \* | VM, Inc. | 1417 | 23863 |
|  \* | VT Co. Ltd. | 8052 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;140901 |
|  | Webzen, Inc. | 3574 | 30245 |
|  \*†† | Wellbiotec Co. Ltd. | 1524 | 109 |
|  \* | Wemade Co. Ltd. | 2537 | 47709 |
|  | Whanin Pharmaceutical Co. Ltd. | 3091 | 24715 |
|  | WiSoL Co. Ltd. | 7257 | 28758 |
|  \* | Won Ik Corp. | 4262 | 24235 |
|  | Won Tech Co. Ltd. | 13993 | 83382 |
|  \* | Wonik Holdings Co. Ltd. | 12263 | 234621 |
|  | WONIK IPS Co. Ltd. | 3583 | 160705 |
|  | Wonik Materials Co. Ltd. | 2336 | 53011 |
|  | Wonik QnC Corp. | 3926 | 64233 |
|  | Woojin, Inc. | 3421 | 36396 |
|  \* | Woongjin Co. Ltd. | 11559 | 32100 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) |  |  |
|  | Woori Financial Group, Inc. (316140 KS) | 181312 | $3227663 |
|  \* | Woori Technology Investment Co. Ltd. | 15696 | 98574 |
|  \* | Woori Technology, Inc. | 18484 | 62284 |
|  \* | Woosu AMS Co. Ltd. | 14904 | 30340 |
|  | Worldex Industry & Trading Co. Ltd. | 3860 | 67986 |
|  \* | W-Scope Chungju Plant Co. Ltd. | 3202 | 17639 |
|  \* | Wysiwyg Studios Co. Ltd. | 34187 | 17870 |
|  | Xexymix Corp. | 5891 | 18882 |
|  | YG Entertainment, Inc. | 1357 | 87091 |
|  \* | YG PLUS | 3956 | 19725 |
|  \* | YMT Co. Ltd. | 1675 | 15170 |
|  | Youlchon Chemical Co. Ltd. | 974 | 21575 |
|  | Young Poong Corp. | 1257 | 43207 |
|  | Youngone Corp. | 6842 | 277426 |
|  | Youngone Holdings Co. Ltd. | 1902 | 189580 |
|  | Yuanta Securities Korea Co. Ltd. | 29505 | 79892 |
|  | Yuhan Corp. | 1842 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;152349 |
|  \* | Yungjin Pharmaceutical Co. Ltd. | 5170 | 7469 |
|  | Zeus Co. Ltd. | 3673 | 39719 |
|  | Zinus, Inc. | 3482 | 33702 |
|  TOTAL SOUTH KOREA | TOTAL SOUTH KOREA | TOTAL SOUTH KOREA | 189385606 |
|  SPAIN — (2.0%) | SPAIN — (2.0%) |  |  |
|  | Acciona SA | 8528 | 1887605 |
|  | Acerinox SA | 80780 | 1040272 |
|  | ACS Actividades de Construccion y Servicios SA | 54035 | 4436818 |
|  W | Aedas Homes SA | 3787 | 92945 |
|  W | Aena SME SA | 93900 | 2550434 |
|  | Alantra Partners SA | 1432 | 14297 |
|  | Almirall SA | 17621 | 253610 |
|  | Amadeus IT Group SA | 57147 | 4368356 |
|  #\* | Amper SA | 422874 | 70589 |
|  | Atresmedia Corp. de Medios de Comunicacion SA | 21180 | 128193 |
|  | Audax Renovables SA | 45706 | 72748 |

---

------

##### [**Table of Contents**](#toc)
**WORLD EX U.S. CORE EQUITY PORTFOLIO** 

**CONTINUED** 

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  SPAIN — (Continued) | SPAIN — (Continued) |  |  |
|  | Azkoyen SA | 5948 | $60478 |
|  | Banco Bilbao Vizcaya Argentaria SA (BBVA SM) | 825678 | 16634162 |
|  | Banco Bilbao Vizcaya Argentaria SA (BBVA US), Sponsored ADR | 19005 | 382571 |
|  | Banco de Sabadell SA | 2217543 | 8313336 |
|  | Banco Santander SA (SAN SM) | 902266 | 9194261 |
|  \* | Banco Santander SA (SAN\* MM) | 117268 | 1185017 |
|  | Bankinter SA | 267101 | 4026343 |
|  | CaixaBank SA | 398831 | 4215542 |
|  W | Cellnex Telecom SA | 35702 | 1111465 |
|  | CIE Automotive SA | 12287 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;412068 |
|  | Construcciones y Auxiliar de Ferrocarriles SA | 6236 | 393754 |
|  | Corp. ACCIONA Energias Renovables SA | 6043 | 166248 |
|  \* | Distribuidora Internacional de Alimentacion SA | 3179 | 104788 |
|  | Ebro Foods SA | 12818 | 261249 |
|  \* | eDreams ODIGEO SA | 11566 | 96801 |
|  | Elecnor SA | 11545 | 376612 |
|  | Enagas SA | 44984 | 713876 |
|  # | Ence Energia y Celulosa SA | 30814 | 94109 |
|  | Endesa SA | 42831 | 1535492 |
|  \* | Ercros SA | 51076 | 188489 |
|  | Faes Farma SA | 95708 | 492614 |
|  | Ferrovial SE | 25575 | 1569393 |
|  | Fluidra SA | 15707 | 454630 |
|  #W | Gestamp Automocion SA | 52232 | 202105 |
|  W | Global Dominion Access SA | 19083 | 69929 |
|  \* | Grenergy Renovables SA | 1407 | 121304 |
|  | Grifols SA | 71522 | 926774 |
|  | Grupo Catalana Occidente SA | 12918 | 737067 |
|  | Grupo Empresarial San Jose SA | 5388 | 43606 |
|  | Iberdrola SA | 107302 | 2174618 |
|  | Iberpapel Gestion SA (IBG SM) | 555 | 12736 |
|  | Indra Sistemas SA | 57643 | 3188696 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  SPAIN — (Continued) | SPAIN — (Continued) |  |  |
|  # | Industria de Diseno Textil SA | 66550 | $3674917 |
|  \* | Inmocemento SA | 6069 | 25031 |
|  | Laboratorio Reig Jofre SA | 2628 | 8826 |
|  | Laboratorios Farmaceuticos Rovi SA | 2432 | 171469 |
|  | Linea Directa Aseguradora SA Cia de Seguros y Reaseguros | 47410 | 62834 |
|  | Logista Integral SA | 24479 | 815817 |
|  | Mapfre SA | 324382 | 1432580 |
|  | Melia Hotels International SA | 22472 | 185958 |
|  | Miquel y Costas & Miquel SA | 8269 | 126721 |
|  | Naturgy Energy Group SA | 29838 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;903754 |
|  W | Neinor Homes SA | 6949 | 138174 |
|  \* | Obrascon Huarte Lain SA | 34864 | 18285 |
|  #\* | Oryzon Genomics SA | 8509 | 34713 |
|  | Pharma Mar SA | 1111 | 93930 |
|  | Prim SA | 1285 | 20507 |
|  \* | Promotora de Informaciones SA, Class A | 69984 | 30651 |
|  W | Prosegur Cash SA | 77104 | 63092 |
|  | Realia Business SA | 35327 | 42181 |
|  | Redeia Corp. SA | 61860 | 1113595 |
|  | Repsol SA (REP SM) | 195612 | 3589354 |
|  | Sacyr SA | 96093 | 422714 |
|  \* | Solaria Energia y Medio Ambiente SA | 16222 | 280526 |
|  #\*W | Talgo SA | 9613 | 29604 |
|  \* | Tecnicas Reunidas SA | 15753 | 563830 |
|  # | Telefonica SA (TEF SM) | 740517 | 3755291 |
|  # | Telefonica SA (TEF US), Sponsored ADR | 10338 | 52207 |
|  # | Tubacex SA | 38261 | 145747 |
|  \* | Tubos Reunidos SA | 19513 | 10291 |
|  W | Unicaja Banco SA | 445187 | 1201920 |
|  | Vidrala SA | 7360 | 701084 |
|  | Viscofan SA | 16100 | 1000583 |
|  TOTAL SPAIN | TOTAL SPAIN | TOTAL SPAIN | 95092186 |

---

------

##### [**Table of Contents**](#toc)
**WORLD EX U.S. CORE EQUITY PORTFOLIO** 

**CONTINUED** 

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  SWEDEN — (1.8%) | SWEDEN — (1.8%) |  |  |
|  | AAK AB | 11985 | $335132 |
|  W | AcadeMedia AB | 33500 | 369943 |
|  | AddLife AB, Class B | 28328 | 611987 |
|  | Addnode Group AB | 31265 | 363865 |
|  | AddTech AB, Class B | 28906 | 973863 |
|  | AFRY AB | 31679 | 543456 |
|  | Alfa Laval AB | 22740 | 1080779 |
|  W | Alimak Group AB | 24710 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;365047 |
|  | Alleima AB | 89889 | 776305 |
|  | Alligo AB, Class B | 9372 | 116937 |
|  W | Ambea AB | 39862 | 537462 |
|  \* | Annehem Fastigheter AB, Class B | 23136 | 45467 |
|  | AQ Group AB | 14511 | 299048 |
|  | Arise AB | 10752 | 33943 |
|  | Arjo AB, Class B | 66722 | 211726 |
|  \* | Asmodee Group AB, Class B | 18454 | 237815 |
|  | Assa Abloy AB, Class B | 25713 | 968983 |
|  | Atlas Copco AB (ATCOA SS), Class A | 162372 | 2720714 |
|  | Atlas Copco AB (ATCOB SS), Class B | 100484 | 1503156 |
|  | Atrium Ljungberg AB, Class B | 54145 | 194911 |
|  W | Attendo AB | 43233 | 366816 |
|  | Avanza Bank Holding AB | 22717 | 873118 |
|  | Axfood AB | 17325 | 472091 |
|  | Beijer Alma AB | 12926 | 394577 |
|  | Beijer Ref AB | 12176 | 192406 |
|  | Bergman & Beving AB | 11723 | 413800 |
|  | Betsson AB, Class B | 52606 | 819844 |
|  #\* | Better Collective AS | 10226 | 125464 |
|  \* | BHG Group AB | 48539 | 146494 |
|  \* | BICO Group AB | 6048 | 13616 |
|  | Bilia AB, Class A | 26527 | 371386 |
|  | Billerud Aktiebolag | 58251 | 539021 |
|  | BioGaia AB, Class B | 15019 | 158656 |
|  \* | BioInvent International AB | 5678 | 18913 |
|  | Bjorn Borg AB | 5162 | 34700 |
|  \* | Boliden AB | 34766 | 1558993 |
|  \* | Bonava AB, Class B | 68446 | 79907 |
|  \*W | Boozt AB | 6801 | 73524 |
|  W | Bravida Holding AB | 66165 | 559246 |
|  | Bufab AB | 32955 | 362204 |
|  | Bulten AB | 5345 | 27418 |
|  | Bure Equity AB | 25410 | 744191 |
|  | Byggmax Group AB | 19721 | 100319 |
|  \* | Camurus AB | 2184 | 143673 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  SWEDEN — (Continued) | SWEDEN — (Continued) |  |  |
|  \* | Carasent AB | 3685 | $11020 |
|  # | Castellum AB | 31041 | 353005 |
|  | Catella AB | 11938 | 38995 |
|  # | Catena AB | 5960 | 288770 |
|  \* | Cavotec Group AB | 12443 | 20021 |
|  # | Cellavision AB | 3049 | 57784 |
|  # | Cibus Nordic Real Estate AB publ | 12320 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;213529 |
|  \* | Cint Group AB | 77596 | 29472 |
|  | Clas Ohlson AB, Class B | 15766 | 574966 |
|  | Cloetta AB, Class B | 70892 | 264007 |
|  W | Coor Service Management Holding AB | 26480 | 130029 |
|  | Corem Property Group AB (CORED SS), Class D | 2165 | 54603 |
|  \* | C-RAD AB | 3079 | 10743 |
|  | CTT Systems AB | 2479 | 49309 |
|  | Dios Fastigheter AB | 22212 | 151376 |
|  W | Dometic Group AB | 90666 | 443176 |
|  | Duni AB | 2770 | 30875 |
|  \*W | Dustin Group AB | 196668 | 42501 |
|  \* | Dynavox Group AB | 15497 | 159446 |
|  | Eastnine AB | 25612 | 134860 |
|  | Elanders AB, Class B | 6126 | 40822 |
|  \* | Electrolux AB, Class B | 61457 | 396565 |
|  | Electrolux Professional AB, Class B | 61030 | 423881 |
|  | Elekta AB, Class B | 94463 | 480138 |
|  \* | Embracer Group AB | 19378 | 201951 |
|  \* | Enad Global 7 AB | 18744 | 33532 |
|  \* | Enea AB | 5780 | 42328 |
|  # | Engcon AB | 7932 | 68658 |
|  # | Eolus AB, Class B | 4740 | 21775 |
|  | Ependion AB | 9101 | 117502 |
|  | Epiroc AB (EPIA SS), Class A | 49725 | 1048499 |
|  | Epiroc AB (EPIB SS), Class B | 29749 | 555193 |
|  | Essity AB (ESSITYA SS), Class A | 2308 | 63440 |
|  | Essity AB (ESSITYB SS), Class B | 46339 | 1272822 |
|  W | Evolution AB | 8751 | 583057 |
|  | Ework Group AB | 2805 | 28117 |
|  | Fabege AB | 31655 | 278947 |
|  | Fagerhult Group AB | 15139 | 73572 |
|  \* | Fastighets AB Balder, Class B | 51845 | 380276 |
|  \* | Fastighets AB Trianon | 11978 | 25506 |

---

------

##### [**Table of Contents**](#toc)
**WORLD EX U.S. CORE EQUITY PORTFOLIO** 

**CONTINUED** 

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  SWEDEN — (Continued) | SWEDEN — (Continued) |  |  |
|  \* | Fastighetsbolaget Emilshus AB, Class B | 1004 | $6166 |
|  # | FastPartner AB (FPARA SS), Class A | 12373 | 65425 |
|  | FastPartner AB (FPARD SS), Class D | 1512 | 12073 |
|  | Fenix Outdoor International AG | 1057 | 58313 |
|  | G5 Entertainment AB | 1825 | 18074 |
|  | Getinge AB, Class B | 41823 | 979734 |
|  | Granges AB | 39772 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;581978 |
|  \*W | Green Landscaping Group AB | 5224 | 25690 |
|  \* | Gruvaktiebolaget Viscaria | 20786 | 41833 |
|  # | H & M Hennes & Mauritz AB, Class B | 41894 | 791215 |
|  | Hanza AB | 10233 | 141253 |
|  | Heba Fastighets AB, Class B | 12948 | 44551 |
|  | Hemnet Group AB | 23233 | 507076 |
|  | Hexagon AB, Class B | 68934 | 840279 |
|  #\* | Hexatronic Group AB | 29315 | 66718 |
|  | Hexpol AB | 64992 | 590922 |
|  \* | HMS Networks AB | 7876 | 437186 |
|  W | Hoist Finance AB | 14551 | 151637 |
|  | Holmen AB (HOLMB SS), Class B | 13019 | 491936 |
|  | Hufvudstaden AB, Class A | 16447 | 218600 |
|  | Humana AB | 15563 | 79268 |
|  | Husqvarna AB (HUSQA SS), Class A | 4692 | 22291 |
|  # | Husqvarna AB (HUSQB SS), Class B | 74516 | 352837 |
|  | Indutrade AB | 24134 | 645156 |
|  | Instalco AB | 60436 | 153140 |
|  \* | International Petroleum Corp. (IPCO CN) | 1551 | 24638 |
|  \* | International Petroleum Corp. (IPCO SS) | 36209 | 563498 |
|  | INVISIO AB | 8043 | 255748 |
|  | Inwido AB | 26224 | 394229 |
|  \* | ITAB Shop Concept AB | 8846 | 18658 |
|  | JM AB | 20613 | 293468 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  SWEDEN — (Continued) | SWEDEN — (Continued) |  |  |
|  \* | John Mattson Fastighetsforetagen AB | 4685 | $32831 |
|  \* | Karnov Group AB | 17865 | 210800 |
|  #\* | K-fast Holding AB | 34295 | 52695 |
|  \* | Klarabo Sverige AB, Class B | 17016 | 27897 |
|  | KNOW IT AB | 9887 | 126199 |
|  | Lagercrantz Group AB, Class B | 47909 | 1172081 |
|  | Lifco AB, Class B | 12938 | 499528 |
|  | Lime Technologies AB | 3930 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;147779 |
|  # | Lindab International AB | 26860 | 642554 |
|  | Loomis AB | 26003 | 1047542 |
|  \* | Medcap AB | 3268 | 209278 |
|  | Medicover AB, Class B | 18367 | 499336 |
|  | MEKO AB | 14855 | 120160 |
|  # | Micro Systemation AB, Class B | 5052 | 37852 |
|  | MIPS AB | 2885 | 103299 |
|  \* | Modern Times Group MTG AB, Class B | 32274 | 433841 |
|  | Momentum Group AB | 10010 | 171437 |
|  W | Munters Group AB | 25014 | 423351 |
|  | Mycronic AB | 37038 | 868866 |
|  \* | NCAB Group AB | 30166 | 185419 |
|  # | NCC AB, Class B | 29665 | 676240 |
|  | Nederman Holding AB | 2314 | 39257 |
|  \* | Neobo Fastigheter AB | 12655 | 25434 |
|  \* | Net Insight AB, Class B | 74509 | 29833 |
|  | New Wave Group AB, Class B | 46314 | 545841 |
|  # | Nibe Industrier AB, Class B | 89418 | 347953 |
|  | Nilorngruppen AB, Class B | 2755 | 17969 |
|  | Nivika Fastigheter AB, Class B | 8076 | 34974 |
|  \* | Nobia AB | 148181 | 69695 |
|  | Nolato AB, Class B | 69620 | 460734 |
|  | Nordnet AB publ | 25003 | 721969 |
|  \* | Norion Bank AB | 21791 | 162359 |
|  | Note AB | 5347 | 106163 |
|  # | NP3 Fastigheter AB | 8033 | 218677 |
|  | Nyfosa AB | 37089 | 315494 |
|  | OEM International AB, Class B | 17660 | 287220 |
|  \* | Orron Energy AB | 75740 | 34867 |
|  \* | Ovzon AB | 22398 | 76603 |

---

------

##### [**Table of Contents**](#toc)
**WORLD EX U.S. CORE EQUITY PORTFOLIO** 

**CONTINUED** 

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  SWEDEN — (Continued) | SWEDEN — (Continued) |  |  |
|  | Pandox AB | 27343 | $545537 |
|  | Peab AB, Class B | 64301 | 520394 |
|  | Platzer Fastigheter Holding AB, Class B | 15074 | 115719 |
|  | Prevas AB, Class B | 1225 | 9875 |
|  \* | Pricer AB, Class B | 61892 | 29290 |
|  | Proact IT Group AB | 13302 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;144447 |
|  | Ratos AB, Class B | 61534 | 248936 |
|  | RaySearch Laboratories AB | 10869 | 255125 |
|  | Rejlers AB | 4668 | 97646 |
|  \* | Rottneros AB | 65734 | 18836 |
|  | Rusta AB | 9598 | 63414 |
|  | Rvrc Holding AB | 22271 | 152316 |
|  | Saab AB, Class B | 5220 | 287238 |
|  | Sagax AB (SAGAB SS), Class B | 14443 | 324111 |
|  \* | Samhallsbyggnadsbolaget i Norden AB | 209064 | 114773 |
|  | Sandvik AB | 65394 | 1977480 |
|  | Scandi Standard AB | 21297 | 220561 |
|  W | Scandic Hotels Group AB | 70844 | 688601 |
|  \* | Sdiptech AB, Class B | 8724 | 173681 |
|  | Sectra AB, Class B | 27667 | 877657 |
|  # | Securitas AB, Class B**.** | 66906 | 985583 |
|  \* | Sedana Medical AB | 19405 | 21281 |
|  \* | Sensys Gatso Group AB | 4148 | 16528 |
|  \*W | Sinch AB | 232254 | 841029 |
|  | SinterCast AB | 992 | 11419 |
|  | Skandinaviska Enskilda Banken AB (SEBA SS), Class A | 109777 | 2095596 |
|  | Skandinaviska Enskilda Banken AB (SEBC SS), Class C | 1726 | 33606 |
|  | Skanska AB, Class B | 45055 | 1226938 |
|  | SKF AB (SKFA SS), Class A | 3007 | 78414 |
|  | SKF AB (SKFB SS), Class B | 54642 | 1400585 |
|  | SkiStar AB | 15716 | 262427 |
|  | Solid Forsakring AB | 5351 | 43523 |
|  | SSAB AB (SSABA SS), Class A | 40568 | 256615 |
|  | SSAB AB (SSABAH FH), Class A | 2266 | 14138 |
|  | SSAB AB (SSABB SS), Class B | 113319 | 701659 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  SWEDEN — (Continued) | SWEDEN — (Continued) |  |  |
|  | SSAB AB (SSABBH FH), Class B | 12844 | $79740 |
|  \* | Stendorren Fastigheter AB | 3083 | 63908 |
|  | Stenhus Fastigheter I Norden AB | 9581 | 10770 |
|  \* | Stillfront Group AB | 162501 | 110249 |
|  | Storskogen Group AB, Class B | 489739 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;506026 |
|  | Svedbergs Group AB | 9684 | 60404 |
|  | Svenska Cellulosa AB SCA (SCAA SS), Class A | 3121 | 41793 |
|  | Svenska Cellulosa AB SCA (SCAB SS), Class B | 78467 | 1045191 |
|  | Svenska Handelsbanken AB (SHBA SS), Class A | 74650 | 974132 |
|  | Svenska Handelsbanken AB (SHBB SS), Class B | 1473 | 32259 |
|  | Sweco AB, Class B | 32753 | 590160 |
|  | Swedbank AB, Class A | 63812 | 1937382 |
|  \* | Swedish Logistic Property AB, Class B | 16381 | 72055 |
|  \* | Swedish Orphan Biovitrum AB | 7328 | 252473 |
|  | Synsam AB | 39659 | 250953 |
|  | Systemair AB | 26063 | 214271 |
|  | Tele2 AB, Class B | 98298 | 1561555 |
|  | Telefonaktiebolaget LM Ericsson (ERICA SS), Class A | 9881 | 100403 |
|  | Telefonaktiebolaget LM Ericsson (ERICB SS), Class B | 330612 | 3354343 |
|  | Telia Co. AB | 444781 | 1750955 |
|  | TF Bank AB | 11012 | 214667 |
|  W | Thule Group AB | 11321 | 290048 |
|  | Trelleborg AB, Class B | 28963 | 1208690 |
|  | Troax Group AB | 12721 | 192825 |
|  | Truecaller AB, Class B | 54639 | 162868 |
|  | VBG Group AB, Class B | 6933 | 263662 |

---

------

##### [**Table of Contents**](#toc)
**WORLD EX U.S. CORE EQUITY PORTFOLIO** 

**CONTINUED** 

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  SWEDEN — (Continued) | SWEDEN — (Continued) |  |  |
|  \* | Vestum AB | 30839 | $28218 |
|  #\* | Viaplay Group AB | 156249 | 16446 |
|  | Vitec Software Group AB, Class B | 5458 | 190490 |
|  | Vitrolife AB | 17865 | 275726 |
|  | Volati AB | 6306 | 71119 |
|  | Volvo AB (VOLVA SS), Class A | 26966 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;736909 |
|  | Volvo AB (VOLVB SS), Class B | 208445 | 5710361 |
|  #\* | Volvo Car AB, Class B | 57959 | 200837 |
|  # | Wallenstam AB, Class B | 53598 | 248005 |
|  | Wihlborgs Fastigheter AB | 43452 | 422244 |
|  | XANO Industri AB, Class B | 1575 | 10335 |
|  #\* | XSpray Pharma AB | 2462 | 6617 |
|  TOTAL SWEDEN | TOTAL SWEDEN | TOTAL SWEDEN | 88247668 |
|  SWITZERLAND — (5.0%) | SWITZERLAND — (5.0%) |  |  |
|  | ABB Ltd | 81931 | 6091366 |
|  | Accelleron Industries AG (ACLN SW) | 37593 | 3081524 |
|  | Adecco Group AG | 41830 | 1166320 |
|  # | Alcon AG | 65684 | 4853420 |
|  | Allreal Holding AG | 6223 | 1487351 |
|  | ALSO Holding AG | 1760 | 505704 |
|  \* | Amrize Ltd. | 70308 | 3638151 |
|  \* | ams-OSRAM AG | 8491 | 117495 |
|  | APG SGA SA | 317 | 83529 |
|  | Arbonia AG | 19716 | 124672 |
|  \* | Aryzta AG | 7766 | 497936 |
|  | Ascom Holding AG | 11095 | 49359 |
|  | Autoneum Holding AG | 1032 | 205297 |
|  | Avolta AG | 34258 | 1805877 |
|  | Baloise Holding AG | 15489 | 3846554 |
|  | Banque Cantonale de Geneve | 7670 | 237773 |
|  | Banque Cantonale Vaudoise | 9755 | 1132620 |
|  # | Barry Callebaut AG | 517 | 672121 |
|  \* | Basilea Pharmaceutica Ag Allschwil | 926 | 53632 |
|  | Belimo Holding AG | 1187 | 1280707 |
|  | Bell Food Group AG | 800 | 229538 |
|  | Bellevue Group AG | 2041 | 21849 |
|  | Berner Kantonalbank AG | 2023 | 659042 |
|  | BKW AG | 3991 | 893216 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  SWITZERLAND — (Continued) | SWITZERLAND — (Continued) |  |  |
|  | Bossard Holding AG, Class A | 2300 | $499800 |
|  | Bucher Industries AG | 2792 | 1238880 |
|  | Burckhardt Compression Holding AG | 1117 | 772569 |
|  | Burkhalter Holding AG | 2319 | 411818 |
|  | Bystronic AG | 443 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;164650 |
|  # | Calida Holding AG | 469 | 7933 |
|  \* | Carlo Gavazzi Holding AG | 167 | 33122 |
|  | Cembra Money Bank AG | 11681 | 1335757 |
|  | Chocoladefabriken Lindt & Spruengli AG | 7 | 1072297 |
|  \* | Cicor Technologies Ltd. | 1175 | 323134 |
|  | Cie Financiere Richemont SA, Class A | 33209 | 6568925 |
|  | Cie Financiere Tradition SA | 1048 | 396836 |
|  | Clariant AG | 43008 | 385614 |
|  | Coltene Holding AG | 1259 | 70954 |
|  | COSMO Pharmaceuticals NV | 1934 | 162765 |
|  # | CPH Group AG | 347 | 30216 |
|  | Daetwyler Holding AG | 1783 | 328787 |
|  | DKSH Holding AG | 14115 | 984318 |
|  | dormakaba Holding AG | 10880 | 929334 |
|  | DSM-Firmenich AG | 14338 | 1168675 |
|  | EFG International AG | 45706 | 953102 |
|  | Emmi AG | 776 | 689527 |
|  # | EMS-Chemie Holding AG | 401 | 274657 |
|  #\* | Feintool International Holding AG | 1631 | 19266 |
|  | Flughafen Zurich AG | 8360 | 2469424 |
|  | Forbo Holding AG | 272 | 249916 |
|  | Fundamenta Real Estate AG | 4475 | 95967 |
|  | Galderma Group AG | 4004 | 743591 |
|  W | Galenica AG | 21300 | 2295535 |
|  | Geberit AG | 6209 | 4538927 |
|  | Georg Fischer AG | 24956 | 1762128 |
|  | Givaudan SA | 477 | 1954100 |
|  | Glarner Kantonalbank | 1297 | 33206 |
|  | Helvetia Holding AG | 14537 | 3572158 |
|  | Hiag Immobilien Holding AG | 977 | 134373 |

---

------

##### [**Table of Contents**](#toc)
**WORLD EX U.S. CORE EQUITY PORTFOLIO** 

**CONTINUED** 

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  SWITZERLAND — (Continued) | SWITZERLAND — (Continued) |  |  |
|  | Holcim AG (HOLN SW) | 63568 | $5651272 |
|  | Huber & Suhner AG | 6475 | 1185874 |
|  | Hypothekarbank Lenzburg AG | 3 | 14922 |
|  | Implenia AG | 3093 | 245430 |
|  | Inficon Holding AG | 5249 | 629714 |
|  | Interroll Holding AG | 159 | 490659 |
|  | Intershop Holding AG | 1435 | 281291 |
|  | Investis Holding SA | 981 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;160320 |
|  | Julius Baer Group Ltd. | 42427 | 2864184 |
|  | Jungfraubahn Holding AG | 1642 | 482699 |
|  | Kardex Holding AG | 1086 | 408489 |
|  \* | Komax Holding AG | 684 | 56361 |
|  \* | Kudelski SA | 13192 | 21197 |
|  | Kuehne & Nagel International AG | 5141 | 986283 |
|  | Landis & Gyr Group AG | 7382 | 534787 |
|  \* | LEM Holding SA | 71 | 40321 |
|  | Liechtensteinische Landesbank AG | 5570 | 547970 |
|  # | Logitech International SA (LOGI US) | 14126 | 1703031 |
|  | Logitech International SA (LOGN SW) | 1150 | 138251 |
|  | Lonza Group AG | 7196 | 4969065 |
|  | Luzerner Kantonalbank AG | 6892 | 701103 |
|  W | Medacta Group SA | 1181 | 218819 |
|  W | Medmix AG | 7618 | 87504 |
|  | Meier Tobler Group AG | 1836 | 90106 |
|  # | Metall Zug AG, Class B | 70 | 64682 |
|  | Mikron Holding AG | 3910 | 103976 |
|  | Mobilezone Holding AG | 11233 | 167884 |
|  | Mobimo Holding AG | 2861 | 1212726 |
|  \* | Molecular Partners AG | 3503 | 12656 |
|  \*W | Montana Aerospace AG | 7478 | 296480 |
|  | Naturenergie Holding AG | 1434 | 59140 |
|  | Nestle SA | 216082 | 20645834 |
|  | Novartis AG (NOVN SW) | 88289 | 10926793 |
|  # | Novartis AG (NVS US), Sponsored ADR | 127293 | 15757600 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  SWITZERLAND — (Continued) | SWITZERLAND — (Continued) |  |  |
|  | Novavest Real Estate AG | 1587 | $78567 |
|  | OC Oerlikon Corp. AG Pfaffikon | 48835 | 174633 |
|  #\* | Orior AG | 2610 | 44079 |
|  | Partners Group Holding AG | 2617 | 3204822 |
|  | Phoenix Mecano AG | 286 | 155886 |
|  | Plazza AG, Class A | 241 | 119400 |
|  \*W | PolyPeptide Group AG | 3457 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;111960 |
|  | PSP Swiss Property AG | 10900 | 1885304 |
|  | Rieter Holding AG | 19994 | 85386 |
|  | Roche Holding AG (RO SW) | 2458 | 833910 |
|  | Roche Holding AG (ROG SW) | 52911 | 17138940 |
|  | Romande Energie Holding SA | 2262 | 121659 |
|  | Sandoz Group AG (SDZ SW) | 112680 | 7513127 |
|  | Sandoz Group AG (SDZNY US), ADR | 11882 | 790509 |
|  | Schindler Holding AG | 1827 | 617599 |
|  | Schweiter Technologies AG | 269 | 92916 |
|  # | Schweizerische Nationalbank | 18 | 79169 |
|  \*W | Sensirion Holding AG | 904 | 64781 |
|  | SFS Group AG | 6263 | 849368 |
|  | SGS SA | 31976 | 3605927 |
|  | Siegfried Holding AG | 15790 | 1523098 |
|  | SIG Group AG | 94908 | 1061142 |
|  | Sika AG | 14671 | 2875336 |
|  | SKAN Group AG | 913 | 59650 |
|  \* | Softwareone Holding AG | 23851 | 243653 |
|  | Sonova Holding AG | 8829 | 2408288 |
|  | St. Galler Kantonalbank AG | 1088 | 690138 |
|  | Stadler Rail AG | 11676 | 286313 |
|  | Straumann Holding AG | 6598 | 829380 |
|  | Sulzer AG | 7639 | 1276667 |
|  | Sunrise Communications AG, Class A | 6065 | 332436 |
|  | Swatch Group AG (UHR SW) | 8143 | 1701777 |
|  | Swatch Group AG (UHRN SW) | 16186 | 686300 |
|  | Swiss Life Holding AG | 4659 | 5057121 |

---

------

##### [**Table of Contents**](#toc)
**WORLD EX U.S. CORE EQUITY PORTFOLIO** 

**CONTINUED** 

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  SWITZERLAND — (Continued) | SWITZERLAND — (Continued) |  |  |
|  | Swiss Prime Site AG | 28809 | $4094995 |
|  | Swiss Re AG | 47666 | 8703904 |
|  # | Swisscom AG | 5795 | 4244969 |
|  | Swissquote Group |  |  |
|  | Holding SA | 4529 | 2877466 |
|  | Tecan Group AG | 616 | 112490 |
|  | Temenos AG | 15937 | 1504741 |
|  | Thurgauer Kantonalbank | 389 | 75416 |
|  | TX Group AG | 1242 | 313680 |
|  \* | u-blox Holding AG | 2217 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;370809 |
|  #\* | UBS Group AG (UBS US) | 7116 | 272992 |
|  | UBS Group AG (UBSG SW) | 204461 | 7823764 |
|  | Valiant Holding AG | 6005 | 988380 |
|  | Varia U.S. Properties AG | 573 | 13838 |
|  W | VAT Group AG | 1893 | 827273 |
|  | Vaudoise Assurances Holding SA | 194 | 148990 |
|  | Vetropack Holding AG | 4154 | 110797 |
|  | Vontobel Holding AG | 11746 | 890689 |
|  | VP Bank AG, Class A | 1150 | 115358 |
|  | VZ Holding AG | 5041 | 984749 |
|  | V-ZUG Holding AG | 602 | 31033 |
|  | Walliser Kantonalbank | 162 | 25987 |
|  | Warteck Invest AG | 42 | 101304 |
|  | Ypsomed Holding AG | 570 | 223808 |
|  | Zehnder Group AG | 2900 | 255539 |
|  \* | Zueblin Immobilien Holding AG | 454 | 27651 |
|  | Zug Estates Holding AG, Class B | 76 | 202075 |
|  | Zuger Kantonalbank | 33 | 359975 |
|  | Zurich Insurance Group AG | 10056 | 6993657 |
|  TOTAL SWITZERLAND | TOTAL SWITZERLAND | TOTAL SWITZERLAND | 240460307 |
|  TAIWAN — (6.5%) | TAIWAN — (6.5%) |  |  |
|  | 91APP, Inc. | 18000 | 42143 |
|  | Aaeon Technology, Inc. | 5248 | 23020 |
|  | Abico Avy Co. Ltd. | 48134 | 77814 |
|  # | Ability Enterprise Co. Ltd. | 117564 | 326254 |
|  | Ability Opto-Electronics Technology Co. Ltd. | 7083 | 22641 |
|  | AcBel Polytech, Inc. | 215786 | 304296 |
|  | Accton Technology Corp. | 73000 | 2538699 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  TAIWAN — (Continued) | TAIWAN — (Continued) |  |  |
|  | Acer E-Enabling Service Business, Inc. | 6000 | $44794 |
|  | Acer, Inc. | 654000 | 637209 |
|  # | ACES Electronic Co. Ltd. | 39719 | 88458 |
|  \* | Acme Electronics Corp. | 24000 | 22705 |
|  \* | Acon Holding, Inc. | 79041 | 21141 |
|  | Acter Group Corp. Ltd. | 34470 | 860410 |
|  | Action Electronics Co. Ltd. | 63000 | 23080 |
|  | Actron Technology Corp. | 19000 | 85690 |
|  | ADATA Technology Co. Ltd. | 103976 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;667479 |
|  | Addcn Technology Co. Ltd. | 13106 | 74620 |
|  \* | Adimmune Corp. | 112000 | 69245 |
|  | Advanced Ceramic X Corp. | 12000 | 46301 |
|  | Advanced Energy Solution Holding Co. Ltd. | 10000 | 380678 |
|  | Advanced International Multitech Co. Ltd. | 60000 | 116372 |
|  \* | Advanced Optoelectronic Technology, Inc. | 31000 | 15284 |
|  | Advanced Power Electronics Corp. | 29000 | 96014 |
|  | Advanced Wireless Semiconductor Co. | 41000 | 147397 |
|  # | Advancetek Enterprise Co. Ltd. | 96571 | 110363 |
|  | Advantech Co. Ltd. | 23757 | 241309 |
|  | Aero Win Technology Corp. | 22000 | 30994 |
|  | Aerospace Industrial Development Corp. | 150000 | 257064 |
|  | AGV Products Corp. | 191875 | 64211 |
|  | AIC, Inc. | 7000 | 86178 |
|  | Air Asia Co. Ltd. | 10000 | 16738 |
|  | Airoha Technology Corp. | 6000 | 97146 |
|  | Airtac International Group | 39122 | 1153902 |
|  | Alchip Technologies Ltd. | 4000 | 450636 |
|  # | Alexander Marine Co. Ltd. | 9108 | 57571 |

---

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##### [**Table of Contents**](#toc)
**WORLD EX U.S. CORE EQUITY PORTFOLIO** 

**CONTINUED** 

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  TAIWAN — (Continued) | TAIWAN — (Continued) |  |  |
|  \* | ALI Corp. | 28000 | $25609 |
|  | Allied Circuit Co. Ltd. | 14019 | 77387 |
|  | Allied Supreme Corp. | 10000 | 80137 |
|  # | Allis Electric Co. Ltd. | 42603 | 152461 |
|  | Alltek Technology Corp. | 49040 | 50883 |
|  # | Alltop Technology Co. Ltd. | 16000 | 128280 |
|  | Alpha Networks, Inc. | 78072 | 82055 |
|  # | Altek Corp. | 130445 | 209361 |
|  | Amazing Microelectronic Corp. | 21965 | 71174 |
|  | Ambassador Hotel | 109000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;152133 |
|  | AMPACS Corp. | 20000 | 19028 |
|  | Ampak Technology, Inc. | 6000 | 13265 |
|  | Ampire Co. Ltd. | 28000 | 22942 |
|  | Ample Electronic Technology Co. Ltd. | 7350 | 40875 |
|  | AMPOC Far-East Co. Ltd. | 24376 | 71477 |
|  | AmTRAN Technology Co. Ltd. | 228665 | 104185 |
|  \* | Amulaire Thermal Technology, Inc. | 11000 | 13012 |
|  | Anji Technology Co. Ltd. | 22000 | 26571 |
|  | Aopen, Inc. | 11000 | 17279 |
|  | Apac Opto Electronics, Inc. | 20000 | 52270 |
|  | Apacer Technology, Inc. | 35750 | 119834 |
|  | APAQ Technology Co. Ltd. | 10000 | 59792 |
|  | Apex Biotechnology Corp. | 32000 | 34188 |
|  #\* | Apex International Co. Ltd. | 72424 | 48872 |
|  | Apex Science & Engineering | 72828 | 26018 |
|  | Arcadyan Technology Corp. | 43540 | 284541 |
|  | Ardentec Corp. | 200990 | 609058 |
|  | ARES International Corp. | 9000 | 14804 |
|  | Argosy Research, Inc. | 23714 | 141009 |
|  | Arizon RFID Technology Cayman Co. Ltd. | 7000 | 31947 |
|  | ASE Technology Holding Co. Ltd. | 220931 | 1767616 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  TAIWAN — (Continued) | TAIWAN — (Continued) |  |  |
|  | Asia Cement Corp. | 501000 | $590501 |
|  | Asia Optical Co., Inc. | 63000 | 319537 |
|  | Asia Polymer Corp. | 134319 | 54700 |
|  | Asia Tech Image, Inc. | 12000 | 29680 |
|  | Asia Vital Components Co. Ltd. | 39814 | 1822716 |
|  | ASIX Electronics Corp. | 12000 | 37065 |
|  | ASMedia Technology, Inc. | 4260 | 198903 |
|  | ASolid Technology Co. Ltd. | 10000 | 25526 |
|  | ASPEED Technology, Inc. | 6500 | 1152730 |
|  | ASROCK, Inc. | 15000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;156041 |
|  | Asustek Computer, Inc. | 66000 | 1491039 |
|  | ATE Energy International Co. Ltd. | 20000 | 19489 |
|  | Aten International Co. Ltd. | 33000 | 64938 |
|  | Auden Techno Corp. | 13000 | 40919 |
|  | Audix Corp. | 34000 | 71355 |
|  # | AUO Corp. (2409 TT) | 1341000 | 527341 |
|  | AURAS Technology Co. Ltd. | 5000 | 170221 |
|  | Aurora Corp. | 14100 | 26418 |
|  | Avalue Technology, Inc. | 20000 | 72278 |
|  | Avermedia Technologies | 21000 | 26761 |
|  | Axiomtek Co. Ltd. | 20993 | 55914 |
|  | Azurewave Technologies, Inc. | 11000 | 26030 |
|  | Bafang Yunji International Co. Ltd. | 14000 | 87605 |
|  | Bank of Kaohsiung Co. Ltd. | 351560 | 138269 |
|  | Basso Industry Corp. | 40000 | 42376 |
|  # | BenQ Materials Corp. | 59000 | 39824 |
|  \* | BES Engineering Corp. | 618000 | 307624 |
|  \* | Billion Electric Co. Ltd. | 34000 | 26145 |
|  \* | Bin Chuan Enterprise Co. Ltd. | 22000 | 47512 |
|  | B'in Live Co. Ltd. | 10093 | 25795 |
|  | Bionet Corp. | 6425 | 21604 |
|  \* | Bionime Corp. | 12098 | 24179 |
|  \* | Biostar Microtech International Corp. | 38000 | 28062 |

---

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##### [**Table of Contents**](#toc)
**WORLD EX U.S. CORE EQUITY PORTFOLIO** 

**CONTINUED** 

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  TAIWAN — (Continued) | TAIWAN — (Continued) |  |  |
|  | Bioteque Corp. | 15000 | $60003 |
|  | Bizlink Holding, Inc. | 43424 | 1951835 |
|  | Bon Fame Co. Ltd. | 12000 | 19953 |
|  | Bonny Worldwide Ltd. | 3000 | 15123 |
|  | Bora Pharmaceuticals Co. Ltd. | 7790 | 157195 |
|  | Brave C&H Supply Co. Ltd. | 11000 | 25941 |
|  | Bright Led Electronics Corp. | 41000 | 27249 |
|  | Brightek Optoelectronic Co. Ltd. | 11000 | 14831 |
|  | Brighten Optix Corp. | 2248 | 14498 |
|  | Brighton-Best International Taiwan, Inc. | 109423 | 119144 |
|  | Brillian Network & Automation Integrated System Co. Ltd. | 5431 | 41831 |
|  | Brogent Technologies, Inc. | 10000 | 30880 |
|  | C Sun Manufacturing Ltd. | 12939 | 73939 |
|  \* | Calin Technology Co. Ltd. | 21000 | 23087 |
|  \* | Caliway Biopharmaceuticals Co. Ltd. | 20000 | 97020 |
|  \* | Cameo Communications, Inc. | 90763 | 29481 |
|  | Capital Futures Corp. | 53629 | 86193 |
|  | Capital Securities Corp. | 787680 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;624951 |
|  \* | Career Technology MFG. Co. Ltd. | 147796 | 71026 |
|  | Castles Technology Co. Ltd. | 18742 | 43232 |
|  | Caswell, Inc. | 10000 | 27269 |
|  # | Catcher Technology Co. Ltd. | 137000 | 883409 |
|  | Cathay Consolidated, Inc. | 5000 | 13143 |
|  | Cathay Financial Holding Co. Ltd. | 822286 | 1706483 |
|  | Cathay Real Estate Development Co. Ltd. | 213000 | 157916 |
|  \* | CCP Contact Probes Co. Ltd. | 36074 | 63381 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  TAIWAN — (Continued) | TAIWAN — (Continued) |  |  |
|  | Celxpert Energy Corp. | 34390 | $45426 |
|  | Cenra, Inc. | 47500 | 52443 |
|  # | Center Laboratories, Inc. | 202871 | 223949 |
|  | Central Reinsurance Co. Ltd. | 126880 | 101176 |
|  | Century Iron & Steel Industrial Co. Ltd. | 46000 | 228831 |
|  # | Chailease Holding Co. Ltd. | 334754 | 1118940 |
|  \* | ChainQui Construction Development Co. Ltd. | 27000 | 12969 |
|  | Chaintech Technology Corp. | 13000 | 12300 |
|  | Champion Building Materials Co. Ltd. | 106200 | 31357 |
|  | Champion Microelectronic Corp. | 11000 | 26183 |
|  | Chang Hwa Commercial Bank Ltd. | 1332224 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;856799 |
|  | Chang Wah Electromaterials, Inc. | 116000 | 170337 |
|  | Chang Wah Technology Co. Ltd. | 112000 | 146451 |
|  | Channel Well Technology Co. Ltd. | 60000 | 150305 |
|  | Chant Sincere Co. Ltd. | 12000 | 15617 |
|  | Charoen Pokphand Enterprise | 65000 | 289391 |
|  | CHC Healthcare Group | 46000 | 64412 |
|  | CHC Resources Corp. | 33000 | 75370 |
|  | Chen Full International Co. Ltd. | 38000 | 49289 |
|  | Chenbro Micom Co. Ltd. | 10000 | 298817 |
|  | Cheng Fwa Industrial Co. Ltd. | 23000 | 16008 |
|  | Cheng Loong Corp. | 271000 | 150460 |
|  \* | Cheng Mei Materials Technology Corp. | 126408 | 56241 |
|  | Cheng Shin Rubber Industry Co. Ltd. | 431000 | 446809 |

---

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##### [**Table of Contents**](#toc)
**WORLD EX U.S. CORE EQUITY PORTFOLIO** 

**CONTINUED** 

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  TAIWAN — (Continued) | TAIWAN — (Continued) |  |  |
|  # | Cheng Uei Precision Industry Co. Ltd. | 139000 | $222231 |
|  # | Chenming Electronic Technology Corp. | 32000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;128451 |
|  | Chia Chang Co. Ltd. | 40000 | 53824 |
|  | Chia Hsin Cement Corp. | 219300 | 92215 |
|  | Chicony Electronics Co. Ltd. | 257773 | 1087064 |
|  # | Chicony Power Technology Co. Ltd. | 54481 | 159338 |
|  | Chief Telecom, Inc. | 7600 | 89244 |
|  | Chien Kuo Construction Co. Ltd. | 35360 | 29884 |
|  | Chien Shing Harbour Service Co. Ltd. | 9000 | 12591 |
|  | China Airlines Ltd. | 1491000 | 966627 |
|  | China Bills Finance Corp. | 341000 | 184595 |
|  | China Ecotek Corp. | 6000 | 10784 |
|  | China Electric Manufacturing Corp. | 91530 | 37580 |
|  # | China General Plastics Corp. | 116626 | 42030 |
|  | China Glaze Co. Ltd. | 48000 | 28651 |
|  \* | China Man-Made Fiber Corp. | 412861 | 83774 |
|  | China Metal Products | 121000 | 103207 |
|  # | China Motor Corp. | 85200 | 161265 |
|  \* | China Petrochemical Development Corp. | 1091069 | 265708 |
|  # | China Steel Chemical Corp. | 43000 | 113782 |
|  | China Steel Corp. | 1243000 | 750031 |
|  | China Steel Structure Co. Ltd. | 25000 | 33416 |
|  | China Wire & Cable Co. Ltd. | 31000 | 38413 |
|  | Chinese Maritime Transport Ltd. | 33000 | 61271 |
|  | Ching Feng Home Fashions Co. Ltd. | 60478 | 38842 |
|  | Chin-Poon Industrial Co. Ltd. | 114000 | 121241 |
|  | Chipbond Technology Corp. | 205000 | 396727 |
|  | ChipMOS Technologies, Inc. (8150 TT) | 182133 | 191605 |
|  | Chlitina Holding Ltd. | 14422 | 46836 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  TAIWAN — (Continued) | TAIWAN — (Continued) |  |  |
|  | Chong Hong Construction Co. Ltd. | 64100 | $163953 |
|  | Chroma ATE, Inc. | 43000 | 1138497 |
|  | Chun Yuan Steel Industry Co. Ltd. | 185000 | 114997 |
|  \* | Chung Hung Steel Corp. | 230000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;110398 |
|  | Chung Hwa Chemical Industrial Works Ltd. | 21000 | 23956 |
|  | Chung Hwa Food Industrial Co. Ltd. | 5500 | 15439 |
|  #\* | Chung Hwa Pulp Corp. | 171228 | 69464 |
|  | Chung-Hsin Electric & Machinery Manufacturing Corp. | 112000 | 556026 |
|  | Chunghwa Precision Test Tech Co. Ltd. | 4000 | 208330 |
|  | Chunghwa Telecom Co. Ltd. (2412 TT) | 197000 | 839408 |
|  | Chunghwa Telecom Co. Ltd. (CHT US), Sponsored ADR | 3400 | 144772 |
|  | Chyang Sheng Texing Co. Ltd. | 19000 | 10492 |
|  | Cleanaway Co. Ltd. (8422 TT) | 20000 | 157072 |
|  | Clevo Co. | 193000 | 247712 |
|  | CMC Magnetics Corp. | 450929 | 133452 |
|  | C-Media Electronics, Inc. | 8000 | 10599 |
|  | Collins Co. Ltd. | 42000 | 18605 |
|  | Compal Electronics, Inc. | 1172000 | 1252343 |
|  | Compeq Manufacturing Co. Ltd. | 442000 | 1249200 |
|  | Complex Micro Interconnection Co. Ltd. | 17000 | 21548 |
|  | Compucase Enterprise | 24000 | 77598 |
|  | Concord International Securities Co. Ltd. | 102257 | 53140 |
|  | Concord Securities Co. Ltd. | 262674 | 108666 |
|  | Continental Holdings Corp. | 179000 | 125913 |

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##### [**Table of Contents**](#toc)
**WORLD EX U.S. CORE EQUITY PORTFOLIO** 

**CONTINUED** 

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  TAIWAN — (Continued) | TAIWAN — (Continued) |  |  |
|  | Contrel Technology Co. Ltd. | 49000 | $62593 |
|  | Coremax Corp. | 31409 | 65436 |
|  # | Coretronic Corp. | 130000 | 368616 |
|  | Co-Tech Development Corp. | 90552 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;687555 |
|  # | Creative Sensor, Inc. | 28800 | 49814 |
|  | Crowell Development Corp. | 19950 | 20030 |
|  \* | CSBC Corp. Taiwan | 168000 | 106584 |
|  | CTBC Financial Holding Co. Ltd. | 1968563 | 2673471 |
|  | CTCI Corp. | 196933 | 195224 |
|  | CviLux Corp. | 28360 | 75429 |
|  | Cyberlink Corp. | 14000 | 42625 |
|  | CyberPower Systems, Inc. | 17850 | 138372 |
|  \* | CyberTAN Technology, Inc. | 102000 | 88075 |
|  | DA CIN Construction Co. Ltd. | 88800 | 189276 |
|  | Dafeng TV Ltd. | 12000 | 19132 |
|  | Dah San Electric Wire & Cable Co. Ltd. | 11891 | 17793 |
|  | Da-Li Development Co. Ltd. | 116859 | 187124 |
|  | Darfon Electronics Corp. | 95000 | 110990 |
|  | Darwin Precisions Corp. | 152100 | 55236 |
|  | Data Image Corp. | 7000 | 9784 |
|  | Davicom Semiconductor, Inc. | 13000 | 10449 |
|  | Daxin Materials Corp. | 9900 | 122238 |
|  | De Licacy Industrial Co. Ltd. | 88542 | 31314 |
|  | Delpha Construction Co. Ltd. | 80000 | 76916 |
|  | Delta Electronics, Inc. | 56365 | 1812916 |
|  # | Depo Auto Parts Ind Co. Ltd. | 49000 | 217070 |
|  | DFI, Inc. | 8000 | 17712 |
|  | Dimerco Data System Corp. | 12704 | 50382 |
|  | Dimerco Express Corp. | 40614 | 106178 |
|  | DingZing Advanced Materials, Inc. | 5000 | 15870 |
|  | D-Link Corp. | 202096 | 109217 |
|  | Donpon Precision, Inc. | 16800 | 25960 |
|  | Draytek Corp. | 12000 | 10640 |
|  | Drewloong Precision, Inc. | 5128 | 25211 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  TAIWAN — (Continued) | TAIWAN — (Continued) |  |  |
|  | Dyaco International, Inc. | 44433 | $32835 |
|  | Dynamic Holding Co. Ltd. | 73086 | 212431 |
|  | Dynapack International Technology Corp. | 48000 | 476627 |
|  | E Ink Holdings, Inc. | 83000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;570203 |
|  | E.Sun Financial Holding Co. Ltd. | 1796127 | 1734961 |
|  | Eastech Holding Ltd. | 9000 | 31780 |
|  | Eastern Media International Corp. | 83913 | 56215 |
|  | Eclat Textile Co. Ltd. | 52583 | 698855 |
|  | eCloudvalley Digital Technology Co. Ltd. | 11000 | 25600 |
|  | ECOVE Environment Corp. | 10000 | 93958 |
|  | Edimax Technology Co. Ltd. | 97000 | 62156 |
|  # | Edison Opto Corp. | 23136 | 13431 |
|  #\* | Edom Technology Co. Ltd. | 72013 | 88472 |
|  | eGalax_eMPIA Technology, Inc. | 19695 | 24358 |
|  #\* | Egis Technology, Inc. | 19000 | 84572 |
|  \* | EirGenix, Inc. | 6000 | 13046 |
|  | Elan Microelectronics Corp. | 73900 | 296800 |
|  | E-Lead Electronic Co. Ltd. | 17429 | 24926 |
|  | E-LIFE MALL Corp. | 23000 | 49541 |
|  | Elite Advanced Laser Corp. | 18768 | 165672 |
|  | Elite Material Co. Ltd. | 25000 | 1098392 |
|  # | Elite Semiconductor Microelectronics Technology, Inc. | 86000 | 250478 |
|  | Elitegroup Computer Systems Co. Ltd. | 105435 | 69285 |
|  | eMemory Technology, Inc. | 12000 | 772775 |
|  | Emerging Display Technologies Corp. | 46000 | 30819 |
|  | Ennoconn Corp. | 30840 | 292263 |
|  | Ennostar, Inc. | 181450 | 201711 |
|  | EnTie Commercial Bank Co. Ltd. | 251000 | 107576 |
|  | EOI Investment Holdings Co. Ltd. | 31000 | 19009 |
|  # | Episil-Precision, Inc. | 20000 | 36346 |
|  | Eris Technology Corp. | 3000 | 15871 |

---

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##### [**Table of Contents**](#toc)
**WORLD EX U.S. CORE EQUITY PORTFOLIO** 

**CONTINUED** 

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  TAIWAN — (Continued) | TAIWAN — (Continued) |  |  |
|  | Eson Precision Ind Co. Ltd. | 30000 | $80330 |
|  # | Eternal Materials Co. Ltd. | 243527 | 322614 |
|  | Eurocharm Holdings Co. Ltd. | 8000 | 32157 |
|  | Eva Airways Corp. | 947922 | 1112734 |
|  | Ever Ohms Technology Co. Ltd. | 12000 | 11054 |
|  | Ever Supreme Bio Technology Co. Ltd. | 6599 | 34627 |
|  \* | Everest Textile Co. Ltd. | 164535 | 30273 |
|  | Evergreen Aviation Technologies Corp. | 26000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;124901 |
|  | Evergreen International Storage & Transport Corp. | 107500 | 200010 |
|  # | Evergreen Marine Corp. Taiwan Ltd. | 172872 | 1084449 |
|  | EVERGREEN Steel Corp. | 57000 | 196808 |
|  | Everlight Chemical Industrial Corp. | 152405 | 92540 |
|  | Everlight Electronics Co. Ltd. | 150000 | 285249 |
|  | Evertop Wire Cable Corp. | 47000 | 51801 |
|  | Excel Cell Electronic Co. Ltd. | 19000 | 12692 |
|  # | Excelsior Medical Co. Ltd. | 48693 | 134392 |
|  \* | Falcon Machine Tools Co. Ltd. | 31000 | 18769 |
|  | Far Eastern Department Stores Ltd. | 328000 | 230573 |
|  | Far Eastern International Bank | 912413 | 374820 |
|  | Far Eastern New Century Corp. | 727100 | 625699 |
|  | Far EasTone Telecommunications Co. Ltd. | 290061 | 871096 |
|  # | Faraday Technology Corp. | 45853 | 270690 |
|  | Farglory F T Z Investment Holding Co. Ltd. | 29134 | 45878 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  TAIWAN — (Continued) | TAIWAN — (Continued) |  |  |
|  # | Farglory Land Development Co. Ltd. | 97000 | $169946 |
|  | FDC International Hotels Corp. | 7000 | 10086 |
|  | Feature Integration Technology, Inc. | 8000 | 18622 |
|  \* | Federal Corp. | 103926 | 66639 |
|  | Feedback Technology Corp. | 8316 | 29118 |
|  | Feng Hsin Steel Co. Ltd. | 165000 | 339398 |
|  | Feng TAY Enterprise Co. Ltd. | 128312 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;507878 |
|  | FIC Global, Inc. | 12000 | 13853 |
|  | FineTek Co. Ltd. | 4161 | 15503 |
|  | Firich Enterprises Co. Ltd. | 59000 | 45630 |
|  | First Copper Technology Co. Ltd. | 27000 | 36687 |
|  | First Financial Holding Co. Ltd. | 1578350 | 1464015 |
|  | First Hi-Tec Enterprise Co. Ltd. | 14554 | 165929 |
|  | First Hotel | 71000 | 29896 |
|  | First Insurance Co. Ltd. | 96000 | 82016 |
|  \* | First Steamship Co. Ltd. | 280468 | 52511 |
|  # | FIT Holding Co. Ltd. | 52000 | 62585 |
|  | Fitipower Integrated Technology, Inc. | 28000 | 137981 |
|  \* | FLEXium Interconnect, Inc. | 94112 | 192876 |
|  | Flytech Technology Co. Ltd. | 31297 | 107905 |
|  | FocalTech Systems Co. Ltd. | 62000 | 118703 |
|  | Forcecon Tech Co. Ltd. | 16784 | 59537 |
|  | Forest Water Environment Engineering Co. Ltd. | 18576 | 24301 |
|  | Formosa Advanced Technologies Co. Ltd. | 62000 | 76291 |
|  # | Formosa Chemicals & Fibre Corp. | 785000 | 742801 |
|  | Formosa International Hotels Corp. | 20672 | 127963 |

---

------

##### [**Table of Contents**](#toc)
**WORLD EX U.S. CORE EQUITY PORTFOLIO** 

**CONTINUED** 

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  TAIWAN — (Continued) | TAIWAN — (Continued) |  |  |
|  | Formosa Laboratories, Inc. | 40544 | $81570 |
|  | Formosa Oilseed Processing Co. Ltd. | 15508 | 15421 |
|  | Formosa Optical Technology Co. Ltd. | 10000 | 31758 |
|  | Formosa Petrochemical Corp. | 124000 | 180290 |
|  # | Formosa Plastics Corp. | 923000 | 1140593 |
|  | Formosa Sumco Technology Corp. | 23000 | 74301 |
|  | Formosa Taffeta Co. Ltd. | 258000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;124790 |
|  | Formosan Rubber Group, Inc. | 96399 | 74406 |
|  | Formosan Union Chemical Corp. | 127945 | 69159 |
|  # | Fortune Electric Co. Ltd. | 27830 | 643441 |
|  | Founding Construction & Development Co. Ltd. | 72000 | 34867 |
|  | Foxconn Technology Co. Ltd. | 221535 | 512089 |
|  | Foxsemicon Integrated Technology, Inc. | 36357 | 435754 |
|  | Franbo Lines Corp. | 92000 | 64478 |
|  | Froch Enterprise Co. Ltd. | 89000 | 40175 |
|  # | FSP Technology, Inc. | 45000 | 88439 |
|  | Fu Chun Shin Machinery Manufacture Co. Ltd. | 21000 | 13326 |
|  # | Fu Hua Innovation Co. Ltd. | 94429 | 60100 |
|  | Fubon Financial Holding Co. Ltd. | 724132 | 2143117 |
|  | Fulgent Sun International Holding Co. Ltd. | 45143 | 140492 |
|  | Fullerton Technology Co. Ltd. | 51000 | 38976 |
|  \* | Fulltech Fiber Glass Corp. | 146331 | 342449 |
|  | Fusheng Precision Co. Ltd. | 37000 | 291014 |
|  | Fwusow Industry Co. Ltd. | 60471 | 26811 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  TAIWAN — (Continued) | TAIWAN — (Continued) |  |  |
|  | G Shank Enterprise Co. Ltd. | 51888 | $161913 |
|  # | Gamania Digital Entertainment Co. Ltd. | 54000 | 104117 |
|  \* | GCS Holdings, Inc. | 18000 | 106132 |
|  | GEM Services, Inc. | 25210 | 66723 |
|  | Gemtek Technology Corp. | 153000 | 129892 |
|  \* | General Interface Solution GIS Holding Ltd. | 70000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;112107 |
|  | General Plastic Industrial Co. Ltd. | 20480 | 18682 |
|  | Generalplus Technology, Inc. | 19000 | 24135 |
|  | Genesys Logic, Inc. | 21000 | 73310 |
|  | Genius Electronic Optical Co. Ltd. | 35616 | 483956 |
|  | Genovate Biotechnology Co. Ltd. | 13657 | 8846 |
|  | GeoVision, Inc. | 20449 | 30671 |
|  | Getac Holdings Corp. | 163000 | 730171 |
|  | GFC Ltd. | 15000 | 60485 |
|  | Giant Manufacturing Co. Ltd. | 103994 | 342623 |
|  \* | Giantplus Technology Co. Ltd. | 91000 | 35126 |
|  | Gigabyte Technology Co. Ltd. | 132000 | 1196625 |
|  \* | Gigasolar Materials Corp. | 16790 | 36965 |
|  \* | Gigastorage Corp. | 129000 | 79320 |
|  | Global Brands Manufacture Ltd. | 116028 | 438819 |
|  | Global Lighting Technologies, Inc. | 23000 | 31181 |
|  | Global Mixed Mode Technology, Inc. | 21000 | 158836 |
|  | Global PMX Co. Ltd. | 13000 | 60106 |
|  | Global Unichip Corp. | 13000 | 642719 |
|  | Globaltek Fabrication Co. Ltd. | 12000 | 21872 |
|  | Globalwafers Co. Ltd. | 41000 | 674080 |
|  | Globe Union Industrial Corp. | 110048 | 36804 |
|  | Gloria Material Technology Corp. | 165680 | 182991 |
|  | GMI Technology, Inc. | 20000 | 25264 |
|  | Gold Circuit Electronics Ltd. | 99000 | 1486402 |

---

------

##### [**Table of Contents**](#toc)
**WORLD EX U.S. CORE EQUITY PORTFOLIO** 

**CONTINUED** 

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  TAIWAN — (Continued) | TAIWAN — (Continued) |  |  |
|  | Golden Long Teng Development Co. Ltd. | 12000 | $10731 |
|  | Goldsun Building Materials Co. Ltd. | 284338 | 334292 |
|  | Good Will Instrument Co. Ltd. | 25000 | 46273 |
|  | Gordon Auto Body Parts | 24000 | 24712 |
|  | Gourmet Master Co. Ltd. | 31237 | 70852 |
|  | Grand Fortune Securities Co. Ltd. | 82159 | 31746 |
|  #\* | Grand Pacific Petrochemical | 451478 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;151187 |
|  | Grand Process Technology Corp. | 2000 | 93986 |
|  | GrandTech CG Systems, Inc. | 22775 | 39895 |
|  | Grape King Bio Ltd. | 30000 | 120399 |
|  | Great China Metal Industry | 77000 | 50325 |
|  | Great Taipei Gas Co. Ltd. | 75000 | 73162 |
|  | Great Tree Pharmacy Co. Ltd. | 24872 | 89271 |
|  | Great Wall Enterprise Co. Ltd. | 220571 | 372530 |
|  | Greatek Electronics, Inc. | 148000 | 338435 |
|  | Green World FinTech Service Co. Ltd. | 28000 | 54190 |
|  | Group Up Industrial Co. Ltd. | 10000 | 90256 |
|  | GTM Holdings Corp. | 52000 | 51302 |
|  # | Gudeng Precision Industrial Co. Ltd. | 11393 | 129983 |
|  | Hannstar Board Corp. | 117393 | 359089 |
|  #\* | HannStar Display Corp. | 842000 | 195222 |
|  \* | HannsTouch Holdings Co. | 188079 | 39108 |
|  | Hanpin Electron Co. Ltd. | 14000 | 20919 |
|  \* | Harvatek Corp. | 62000 | 40757 |
|  | Heran Co. Ltd. | 16800 | 34777 |
|  | Hey Song Corp. | 106000 | 128638 |
|  | Hi-Clearance, Inc. | 8000 | 35782 |
|  | Highlight Tech Corp. | 19096 | 27288 |
|  | Highwealth Construction Corp. | 301695 | 382105 |
|  | Hi-Lai Foods Co. Ltd. | 6000 | 31207 |
|  | HIM International Music, Inc. | 11900 | 36176 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  TAIWAN — (Continued) | TAIWAN — (Continued) |  |  |
|  \* | Hitron Technology, Inc. | 38559 | $30372 |
|  # | Hiwin Technologies Corp. | 68949 | 497820 |
|  | Hiyes International Co. Ltd. | 18379 | 49912 |
|  | Ho Tung Chemical Corp. | 300125 | 79927 |
|  | Hocheng Corp. | 105780 | 61475 |
|  | Holdings-Key Electric Wire & Cable Co. Ltd. | 39000 | 56392 |
|  | Holiday Entertainment Co. Ltd. | 15300 | 30151 |
|  | Holy Stone Enterprise Co. Ltd. | 49425 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;182859 |
|  | Hon Hai Precision Industry Co. Ltd. (2317 TT) | 746624 | 6209957 |
|  | Hong Pu Real Estate Development Co. Ltd. | 97000 | 82243 |
|  | Hong TAI Electric Industrial | 66000 | 84372 |
|  | Horizon Securities Co. Ltd. | 119780 | 42405 |
|  | Hota Industrial Manufacturing Co. Ltd. | 58263 | 112302 |
|  # | Hotai Finance Co. Ltd. | 74490 | 149084 |
|  | Hotai Motor Co. Ltd. | 45180 | 828304 |
|  | Hsin Ba Ba Corp. | 8000 | 12244 |
|  | Hsin Kuang Steel Co. Ltd. | 74000 | 95427 |
|  | Hsin Yung Chien Co. Ltd. | 12390 | 36264 |
|  | Hsing TA Cement Co. | 70000 | 35206 |
|  #\* | HTC Corp. | 191000 | 311582 |
|  | Hu Lane Associate, Inc. | 24457 | 104504 |
|  | HUA ENG Wire & Cable Co. Ltd. | 132000 | 141268 |
|  | Hua Nan Financial Holdings Co. Ltd. | 1157869 | 1098559 |
|  | Hua Yu Lien Development Co. Ltd. | 33837 | 68373 |
|  | Huaku Development Co. Ltd. | 102165 | 345585 |
|  | Huang Hsiang Construction Corp. | 34934 | 46781 |

---

------

##### [**Table of Contents**](#toc)
**WORLD EX U.S. CORE EQUITY PORTFOLIO** 

**CONTINUED** 

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  TAIWAN — (Continued) | TAIWAN — (Continued) |  |  |
|  | Hung Ching Development & Construction Co. Ltd. | 54000 | $47858 |
|  | Hung Sheng Construction Ltd. | 114664 | 79427 |
|  | Hwa Fong Rubber Industrial Co. Ltd. | 67242 | 33004 |
|  | Hwacom Systems, Inc. | 35000 | 27739 |
|  # | Hwang Chang General Contractor Co. Ltd. | 45783 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;102921 |
|  | Ibase Technology, Inc. | 34000 | 54036 |
|  # | IBF Financial Holdings Co. Ltd. | 1282285 | 634951 |
|  \* | IC Plus Corp. | 7000 | 11599 |
|  | ICARES Medicus, Inc. | 2640 | 7601 |
|  | Ichia Technologies, Inc. | 94000 | 154981 |
|  # | I-Chiun Precision Industry Co. Ltd. | 40426 | 96133 |
|  \* | Ideal Bike Corp. | 33000 | 6471 |
|  | IEI Integration Corp. | 47340 | 102858 |
|  | In Win Development, Inc. | 10000 | 26507 |
|  | Infortrend Technology, Inc. | 88000 | 65418 |
|  | Ingentec Corp. | 2205 | 17877 |
|  | Innodisk Corp. | 25012 | 349125 |
|  | Innolux Corp. | 1557504 | 670793 |
|  | Inpaq Technology Co. Ltd. | 23945 | 67448 |
|  # | Insyde Software Corp. | 13200 | 97345 |
|  | Intai Technology Corp. | 12400 | 40267 |
|  | Integrated Service Technology, Inc. | 30603 | 109591 |
|  \* | IntelliEPI, Inc. | 6000 | 30416 |
|  | Interactive Digital Technologies, Inc. | 5000 | 12026 |
|  \* | International CSRC Investment Holdings Co. | 239562 | 79574 |
|  | International Games System Co. Ltd. | 47000 | 1098255 |
|  | Inventec Corp. | 399000 | 592176 |
|  | Iron Force Industrial Co. Ltd. | 14519 | 44788 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  TAIWAN — (Continued) | TAIWAN — (Continued) |  |  |
|  | I-Sheng Electric Wire & Cable Co. Ltd. | 25000 | $37653 |
|  | ITE Technology, Inc. | 37000 | 156434 |
|  # | ITEQ Corp. | 86029 | 325720 |
|  | Jarllytec Co. Ltd. | 21525 | 68458 |
|  | Jean Co. Ltd. | 54409 | 45065 |
|  | Jentech Precision Industrial Co. Ltd. | 4998 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;342694 |
|  | Jetwell Computer Co. Ltd. | 6720 | 38652 |
|  | Jia Wei Lifestyle, Inc. | 21464 | 27779 |
|  | Jih Lin Technology Co. Ltd. | 28000 | 48826 |
|  | Jiin Yeeh Ding Enterprise Co. Ltd. | 12000 | 25055 |
|  # | Jinan Acetate Chemical Co. Ltd. | 161070 | 315202 |
|  | Johnson Health Tech Co. Ltd. | 23000 | 119107 |
|  | JPC connectivity, Inc. | 15250 | 82417 |
|  | JPP Holding Co. Ltd. | 9450 | 97299 |
|  | JSL Construction & Development Co. Ltd. | 16627 | 27551 |
|  | K Laser Technology, Inc. | 44000 | 22297 |
|  | Kaimei Electronic Corp. | 31120 | 94544 |
|  | Kaori Heat Treatment Co. Ltd. | 9000 | 181321 |
|  | Kedge Construction Co. Ltd. | 12791 | 36534 |
|  | Keding Enterprises Co. Ltd. | 3000 | 10780 |
|  | KEE TAI Properties Co. Ltd. | 116430 | 39929 |
|  | Kenda Rubber Industrial Co. Ltd. | 200316 | 130437 |
|  | Kerry TJ Logistics Co. Ltd. | 67000 | 73237 |
|  | Keystone Microtech Corp. | 6000 | 82471 |
|  | KGI Financial Holding Co. Ltd. | 2954608 | 1524110 |
|  | KHGEARS International Ltd. | 7000 | 39489 |
|  # | Kindom Development Co. Ltd. | 135520 | 146549 |
|  | King Chou Marine Technology Co. Ltd. | 36340 | 60550 |
|  | King Slide Works Co. Ltd. | 7000 | 928632 |

---

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##### [**Table of Contents**](#toc)
**WORLD EX U.S. CORE EQUITY PORTFOLIO** 

**CONTINUED** 

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  TAIWAN — (Continued) | TAIWAN — (Continued) |  |  |
|  | King Yuan Electronics Co. Ltd. | 511000 | $3582836 |
|  \* | King's Town Construction Co. Ltd. | 34000 | 46068 |
|  | Kinik Co. | 18000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;182761 |
|  \* | Kinko Optical Co. Ltd. | 42365 | 63041 |
|  # | Kinpo Electronics | 566000 | 416519 |
|  | Kinsus Interconnect Technology Corp. | 121000 | 534029 |
|  | KMC Kuei Meng International, Inc. | 17300 | 50617 |
|  | KNH Enterprise Co. Ltd. | 76000 | 41846 |
|  | KS Terminals, Inc. | 32000 | 52063 |
|  | Kung Long Batteries Industrial Co. Ltd. | 21000 | 82900 |
|  \* | Kung Sing Engineering Corp. | 190573 | 71769 |
|  | Kuo Toong International Co. Ltd. | 80315 | 150528 |
|  \* | Kuo Yang Construction Co. Ltd. | 84360 | 51660 |
|  | Kwong Lung Enterprise Co. Ltd. | 34000 | 52852 |
|  | L&K Engineering Co. Ltd. | 72762 | 1125638 |
|  | La Kaffa International Co. Ltd. | 11000 | 26506 |
|  \* | LAN FA Textile | 93000 | 36150 |
|  | Lanner Electronics, Inc. | 31850 | 83253 |
|  | Largan Precision Co. Ltd. (3008 TT) | 9000 | 645968 |
|  | Laser Tek Taiwan Co. Ltd. | 13300 | 22342 |
|  | Laster Tech Co. Ltd. | 36000 | 24308 |
|  \* | Leader Electronics, Inc. | 43000 | 15460 |
|  | Leadtrend Technology Corp. | 12239 | 19110 |
|  \* | Lealea Enterprise Co. Ltd. | 263560 | 55776 |
|  | LEE CHI Enterprises Co. Ltd. | 56000 | 21462 |
|  | Lelon Electronics Corp. | 28000 | 98785 |
|  | Lemtech Holdings Co. Ltd. | 10138 | 26317 |
|  | Leo Systems, Inc. | 20000 | 23110 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  TAIWAN — (Continued) | TAIWAN — (Continued) |  |  |
|  \* | Leofoo Development Co. Ltd. | 19000 | $10405 |
|  \* | Li Peng Enterprise Co. Ltd. | 236600 | 42672 |
|  # | Lian HWA Food Corp. | 27253 | 98142 |
|  # | Lien Hwa Industrial Holdings Corp. | 229835 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;360545 |
|  | Lingsen Precision Industries Ltd. | 117000 | 78097 |
|  | Lintes Technology Co. Ltd. | 6000 | 17887 |
|  | Lion Travel Service Co. Ltd. | 27000 | 137652 |
|  | Lite-On Technology Corp. | 270417 | 1568820 |
|  | Liton Technology Corp. | 27000 | 41841 |
|  \* | Long Bon International Co. Ltd. | 76100 | 36374 |
|  | Long Da Construction & Development Corp. | 61000 | 56556 |
|  \* | Longchen Paper & Packaging Co. Ltd. | 245641 | 74701 |
|  # | Longwell Co. | 33000 | 200736 |
|  | Loop Telecommunication International, Inc. | 14000 | 20698 |
|  | Lotes Co. Ltd. | 17700 | 789167 |
|  | Lotus Pharmaceutical Co. Ltd. | 35000 | 335766 |
|  | Lucky Cement Corp. | 35000 | 17011 |
|  | Lumax International Corp. Ltd. | 24440 | 78529 |
|  \* | Lung Yen Life Service Corp. | 59000 | 99731 |
|  | Lungteh Shipbuilding Co. Ltd. | 15750 | 61337 |
|  | Luxe Green Energy Technology Co. Ltd. | 29344 | 21198 |
|  | LuxNet Corp. | 16000 | 105408 |
|  | M3 Technology, Inc. | 9000 | 24280 |
|  | Macauto Industrial Co. Ltd. | 17000 | 32875 |
|  | Macroblock, Inc. | 15000 | 28643 |
|  \* | Macronix International Co. Ltd. | 729798 | 735734 |
|  | Makalot Industrial Co. Ltd. | 66702 | 581969 |
|  | Marketech International Corp. | 24000 | 190877 |

---

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##### [**Table of Contents**](#toc)
**WORLD EX U.S. CORE EQUITY PORTFOLIO** 

**CONTINUED** 

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  TAIWAN — (Continued) | TAIWAN — (Continued) |  |  |
|  | Materials Analysis Technology, Inc. | 18151 | $119571 |
|  | Maxigen Biotech, Inc. | 18000 | 24833 |
|  | Mayer Steel Pipe Corp. | 76800 | 59403 |
|  \* | Mechema Chemicals International Corp. | 16000 | 37965 |
|  | MediaTek, Inc. | 81000 | 3435163 |
|  \* | Medigen Biotechnology Corp. | 12000 | 11515 |
|  | Mega Financial Holding Co. Ltd. | 1022626 | 1344441 |
|  | Megaforce Co. Ltd. | 26000 | 34885 |
|  | Meiloon Industrial Co. | 40600 | 30976 |
|  | Mercuries & Associates Holding Ltd. | 173609 | 80658 |
|  | Mercuries Data Systems Ltd. | 30000 | 24884 |
|  \* | Mercuries Life Insurance Co. Ltd. | 929190 | 218462 |
|  | Merida Industry Co. Ltd. | 72000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;233338 |
|  | Merry Electronics Co. Ltd. | 65757 | 218482 |
|  | METAAGE Corp. | 14000 | 23636 |
|  \* | Microbio Co. Ltd. | 118099 | 84461 |
|  # | Micro-Star International Co. Ltd. | 178000 | 630994 |
|  | Mildef Crete, Inc. | 18000 | 62640 |
|  | MIN AIK Technology Co. Ltd. | 37600 | 26854 |
|  | Mitac Holdings Corp. | 435916 | 1407118 |
|  \* | Mobiletron Electronics Co. Ltd. | 3000 | 2929 |
|  | momo.com, Inc. | 16615 | 125876 |
|  \* | MOSA Industrial Corp. | 69658 | 38309 |
|  | Mosel Vitelic, Inc. | 21000 | 23142 |
|  | Motech Industries, Inc. | 82000 | 45242 |
|  | MPI Corp. | 9000 | 610244 |
|  | MSSCORPS Co. Ltd. | 15721 | 87202 |
|  | My Humble House Hospitality Management Consulting | 19000 | 22781 |
|  | Nak Sealing Technologies Corp. | 25000 | 86415 |
|  | Namchow Holdings Co. Ltd. | 55000 | 69203 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  TAIWAN — (Continued) | TAIWAN — (Continued) |  |  |
|  | Nan Kang Rubber Tire Co. Ltd. | 31683 | $37238 |
|  | Nan Liu Enterprise Co. Ltd. | 7000 | 10037 |
|  | Nan Pao Resins Chemical Co. Ltd. | 15000 | 178724 |
|  \* | Nan Ren Lake Leisure Amusement Co. Ltd. | 32000 | 10326 |
|  | Nan Ya Plastics Corp. | 543000 | 730662 |
|  | Nan Ya Printed Circuit Board Corp. | 42000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;393666 |
|  | Nang Kuang Pharmaceutical Co. Ltd. | 14000 | 17677 |
|  | Nantex Industry Co. Ltd. | 94780 | 68668 |
|  \* | Nanya Technology Corp. | 259432 | 1107903 |
|  | National Aerospace Fasteners Corp. | 8000 | 27931 |
|  | National Petroleum Co. Ltd. | 12000 | 22366 |
|  | Netronix, Inc. | 17000 | 74314 |
|  \* | New Asia Construction & Development Corp. | 60000 | 28836 |
|  | New Best Wire Industrial Co. Ltd. | 14400 | 13664 |
|  | Nextronics Engineering Corp. | 7000 | 25496 |
|  # | Nichidenbo Corp. | 52030 | 152394 |
|  | Nien Hsing Textile Co. Ltd. | 51245 | 27651 |
|  | Nien Made Enterprise Co. Ltd. | 55000 | 658890 |
|  | Niko Semiconductor Co. Ltd. | 17632 | 32350 |
|  | Nishoku Technology, Inc. | 16000 | 65947 |
|  | North-Star International Co. Ltd. | 8189 | 7036 |
|  | Nova Technology Corp. | 10000 | 55845 |
|  | Novatek Microelectronics Corp. | 115000 | 1465230 |
|  | Nuvoton Technology Corp. | 58000 | 115687 |
|  | O-Bank Co. Ltd. | 458620 | 134934 |
|  \* | OBI Pharma, Inc. | 27000 | 21810 |

---

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##### [**Table of Contents**](#toc)
**WORLD EX U.S. CORE EQUITY PORTFOLIO** 

**CONTINUED** 

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  TAIWAN — (Continued) | TAIWAN — (Continued) |  |  |
|  | Ocean Plastics Co. Ltd. | 52000 | $60839 |
|  | OK Biotech Co. Ltd. | 18857 | 8642 |
|  | Optimax Technology Corp. | 15000 | 9770 |
|  | Orient Europharma Co. Ltd. | 8000 | 12026 |
|  | Orient Semiconductor Electronics Ltd. | 146107 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;229426 |
|  \* | Oriental Union Chemical Corp. | 143000 | 55530 |
|  | O-TA Precision Industry Co. Ltd. | 21422 | 51693 |
|  | Pacific Construction Co. | 29000 | 8982 |
|  | Pacific Hospital Supply Co. Ltd. | 16496 | 47434 |
|  | Paiho Shih Holdings Corp. | 61066 | 49426 |
|  | Pan Asia Chemical Corp. | 51120 | 15706 |
|  | Pan German Universal Motors Ltd. | 7000 | 66042 |
|  | Pan Jit International, Inc. | 111700 | 304927 |
|  # | Pan-International Industrial Corp. | 165000 | 299733 |
|  | Panion & BF Biotech, Inc. | 17000 | 36591 |
|  | Parade Technologies Ltd. | 16000 | 352515 |
|  \* | Paragon Technologies Co. Ltd. | 31000 | 21150 |
|  | Parpro Corp. | 19000 | 32460 |
|  \* | PChome Online, Inc. | 57268 | 64793 |
|  # | PCL Technologies, Inc. | 27379 | 105952 |
|  | P-Duke Technology Co. Ltd. | 23968 | 79426 |
|  | Pegatron Corp. | 437000 | 1051329 |
|  | Pegavision Corp. | 11684 | 129238 |
|  | PharmaEngine, Inc. | 27000 | 62378 |
|  | PharmaEssentia Corp. | 45193 | 730136 |
|  #\* | Phihong Technology Co. Ltd. | 91000 | 89968 |
|  | Phison Electronics Corp. | 40000 | 1379049 |
|  # | Phoenix Silicon International Corp. | 42000 | 235063 |
|  | Phoenix Tours International, Inc. | 12600 | 21158 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  TAIWAN — (Continued) | TAIWAN — (Continued) |  |  |
|  \* | Phytohealth Corp. | 40000 | $18110 |
|  | Pixart Imaging, Inc. | 39000 | 292756 |
|  | Planet Technology Corp. | 14000 | 60186 |
|  | Plastron Precision Co. Ltd. | 51126 | 27558 |
|  | Polytronics Technology Corp. | 12564 | 18726 |
|  | Posiflex Technology, Inc. | 14000 | 98088 |
|  | Pou Chen Corp. | 513000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;488116 |
|  | Power Wind Health Industry, Inc. | 11968 | 63707 |
|  \* | Powerchip Semiconductor Manufacturing Corp. | 884000 | 897335 |
|  | Powertech Technology, Inc. | 289000 | 1614398 |
|  | Poya International Co. Ltd. | 22576 | 333644 |
|  | President Chain Store Corp. | 80000 | 619518 |
|  # | President Securities Corp. | 501217 | 385485 |
|  | Primax Electronics Ltd. | 181000 | 487017 |
|  | Prince Housing & Development Corp. | 320000 | 92734 |
|  \* | Princeton Technology Corp. | 41000 | 19005 |
|  | Pro Hawk Corp. | 6000 | 29260 |
|  | Promate Electronic Co. Ltd. | 68398 | 105365 |
|  | Prosperity Dielectrics Co. Ltd. | 35086 | 66908 |
|  | PSS Co. Ltd. | 5000 | 24578 |
|  | Qisda Corp. | 352600 | 354302 |
|  | QST International Corp. | 36609 | 50510 |
|  | Qualipoly Chemical Corp. | 21000 | 123278 |
|  | Quang Viet Enterprise Co. Ltd. | 18241 | 45776 |
|  | Quanta Computer, Inc. | 113000 | 1095900 |
|  # | Quanta Storage, Inc. | 62000 | 213601 |
|  \* | Quintain Steel Co. Ltd. | 68209 | 19320 |
|  | Radiant Opto-Electronics Corp. | 159000 | 681099 |

---

------

##### [**Table of Contents**](#toc)
**WORLD EX U.S. CORE EQUITY PORTFOLIO** 

**CONTINUED** 

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  TAIWAN — (Continued) | TAIWAN — (Continued) |  |  |
|  | Radium Life Tech Co. Ltd. | 262981 | $93926 |
|  | Rafael Microelectronics, Inc. | 3821 | 13798 |
|  # | Raydium Semiconductor Corp. | 18000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;142246 |
|  | Realtek Semiconductor Corp. | 39000 | 651248 |
|  | Rechi Precision Co. Ltd. | 106000 | 79481 |
|  | Rexon Industrial Corp. Ltd. | 39000 | 34931 |
|  | Rich Development Co. Ltd. | 220530 | 60725 |
|  \* | Right WAY Industrial Co. Ltd. | 42000 | 16855 |
|  \* | Ritek Corp. | 221084 | 71499 |
|  | Rodex Fasteners Corp. | 13000 | 11913 |
|  | Roundtop Machinery Industries Co. Ltd. | 28000 | 20698 |
|  | Ruby Tech Corp. | 13390 | 19631 |
|  | Ruentex Development Co. Ltd. | 348888 | 337939 |
|  | Ruentex Engineering & Construction Co. | 31920 | 173626 |
|  | Ruentex Industries Ltd. | 201904 | 352231 |
|  | Run Long Construction Co. Ltd. | 90200 | 111345 |
|  | Sakura Development Co. Ltd. | 74034 | 115646 |
|  | Sampo Corp. | 104400 | 83482 |
|  | San Fang Chemical Industry Co. Ltd. | 75679 | 76025 |
|  | San Fu Chemical Co. Ltd. | 12000 | 42269 |
|  | San Lien Technology Corp. Ltd. | 6300 | 16894 |
|  | San Shing Fastech Corp. | 44000 | 73514 |
|  | Sanyang Motor Co. Ltd. | 164000 | 321794 |
|  | Savior Lifetec Corp. | 72074 | 40044 |
|  | SCI Pharmtech, Inc. | 17901 | 33488 |
|  | Scientech Corp. | 5000 | 57629 |
|  | ScinoPharm Taiwan Ltd. | 70000 | 39851 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  TAIWAN — (Continued) | TAIWAN — (Continued) |  |  |
|  | SciVision Biotech, Inc. | 7000 | $20402 |
|  | SDI Corp. | 35000 | 96833 |
|  | Sea Sonic Electronics Co. Ltd. | 14000 | 31312 |
|  | Senao International Co. Ltd. | 28000 | 26410 |
|  | Senao Networks, Inc. | 11630 | 57374 |
|  | Sensortek Technology Corp. | 5000 | 30866 |
|  | Sercomm Corp. | 85000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;272415 |
|  | Sesoda Corp. | 79104 | 77588 |
|  | Shanghai Commercial & Savings Bank Ltd. | 664903 | 855934 |
|  | Sharehope Medicine Co. Ltd. | 18565 | 14665 |
|  | Sheng Yu Steel Co. Ltd. | 40000 | 27543 |
|  | ShenMao Technology, Inc. | 21000 | 68985 |
|  | Shieh Yih Machinery Industry Co. Ltd. | 28000 | 19446 |
|  | Shih Her Technologies, Inc. | 20393 | 114570 |
|  \* | Shih Wei Navigation Co. Ltd. | 165666 | 94270 |
|  | Shihlin Electric & Engineering Corp. | 64000 | 413663 |
|  \* | Shihlin Paper Corp. | 7000 | 12452 |
|  | Shin Hsiung Natural Gas Co. Ltd. | 15118 | 19967 |
|  | Shin Ruenn Development Co. Ltd. | 23673 | 44818 |
|  # | Shin Zu Shing Co. Ltd. | 54673 | 373260 |
|  | Shinfox Energy Co. Ltd. | 49000 | 96830 |
|  \* | Shining Building Business Co. Ltd. | 156632 | 46088 |
|  | Shinkong Insurance Co. Ltd. | 78000 | 285157 |
|  # | Shinkong Synthetic Fibers Corp. | 548000 | 237524 |
|  | Shinkong Textile Co. Ltd. | 27000 | 49575 |
|  | Shiny Chemical Industrial Co. Ltd. | 36432 | 172466 |
|  | ShunSin Technology Holding Ltd. | 5000 | 23113 |
|  \* | Shuttle, Inc. | 77000 | 46313 |

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##### [**Table of Contents**](#toc)
**WORLD EX U.S. CORE EQUITY PORTFOLIO** 

**CONTINUED** 

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  TAIWAN — (Continued) | TAIWAN — (Continued) |  |  |
|  | Sigurd Microelectronics Corp. | 204226 | $690949 |
|  # | Silergy Corp. | 49000 | 352545 |
|  # | Silicon Integrated Systems Corp. | 124000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;222276 |
|  \* | Silicon Optronics, Inc. | 6000 | 11702 |
|  | Simplo Technology Co. Ltd. | 34600 | 393862 |
|  | Sinbon Electronics Co. Ltd. | 60064 | 411664 |
|  | Sincere Navigation Corp. | 133900 | 105173 |
|  | Sinher Technology, Inc. | 13000 | 10746 |
|  | Sinmag Equipment Corp. | 17420 | 76166 |
|  | Sino-American Silicon Products, Inc. | 197000 | 797163 |
|  | Sinon Corp. | 180000 | 249683 |
|  | SinoPac Financial Holdings Co. Ltd. | 2368338 | 1971388 |
|  | Sinopower Semiconductor, Inc. | 7000 | 24440 |
|  | Sinphar Pharmaceutical Co. Ltd. | 34405 | 35996 |
|  | Sinyi Realty, Inc. | 80544 | 59315 |
|  | Sirtec International Co. Ltd. | 42800 | 35045 |
|  | Sitronix Technology Corp. | 51000 | 331370 |
|  | Siward Crystal Technology Co. Ltd. | 64000 | 46825 |
|  | Sixxon Tech Co. Ltd. | 3000 | 15837 |
|  | Soft-World International Corp. | 21000 | 69573 |
|  | Solar Applied Materials Technology Corp. | 117398 | 225639 |
|  | Solteam, Inc. | 11849 | 18572 |
|  | Song Shang Electronics Co. Ltd. | 19000 | 13239 |
|  | Sonix Technology Co. Ltd. | 41000 | 46776 |
|  | Southeast Cement Co. Ltd. | 63000 | 33960 |
|  | Speed Tech Corp. | 28000 | 42902 |
|  | Sporton International, Inc. | 23330 | 135658 |
|  | Sports Gear Co. Ltd. | 12000 | 43725 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  TAIWAN — (Continued) | TAIWAN — (Continued) |  |  |
|  | St. Shine Optical Co. Ltd. | 14000 | $59413 |
|  | Standard Chemical & Pharmaceutical Co. Ltd. | 32000 | 57702 |
|  | Standard Foods Corp. | 107402 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;109595 |
|  | Stark Technology, Inc. | 19200 | 99618 |
|  | S-Tech Corp. | 60104 | 45661 |
|  \* | Sun Yad Construction Co. Ltd. | 59432 | 30289 |
|  | Sunfun Info Co. Ltd. | 39370 | 41879 |
|  | Sunjuice Holdings Co. Ltd. | 5256 | 24954 |
|  \* | Sunko INK Co. Ltd. | 55250 | 21314 |
|  | SunMax Biotechnology Co. Ltd. | 11000 | 139456 |
|  | Sunny Friend Environmental Technology Co. Ltd. | 23737 | 63835 |
|  | Sunonwealth Electric Machine Industry Co. Ltd. | 76000 | 370955 |
|  | Sunplus Innovation Technology, Inc. | 6160 | 27072 |
|  \* | Sunplus Technology Co. Ltd. | 183000 | 127672 |
|  | Sunrex Technology Corp. | 34561 | 46693 |
|  | Sunspring Metal Corp. | 41351 | 29565 |
|  | Superalloy Industrial Co. Ltd. | 28000 | 43204 |
|  # | Supreme Electronics Co. Ltd. | 182487 | 390951 |
|  # | Swancor Holding Co. Ltd. | 20000 | 80927 |
|  | Sweeten Real Estate Development Co. Ltd. | 26449 | 24251 |
|  | Symtek Automation Asia Co. Ltd. | 16730 | 85003 |
|  | Syncmold Enterprise Corp. | 45000 | 100602 |
|  | Synmosa Biopharma Corp. | 116688 | 127239 |
|  | Synnex Technology International Corp. | 300250 | 553533 |
|  | Syn-Tech Chem & Pharm Co. Ltd. | 8000 | 20061 |

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##### [**Table of Contents**](#toc)
**WORLD EX U.S. CORE EQUITY PORTFOLIO** 

**CONTINUED** 

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  TAIWAN — (Continued) | TAIWAN — (Continued) |  |  |
|  | Syscom Computer Engineering Co. | 18000 | $33445 |
|  | Systex Corp. | 54000 | 226941 |
|  | T3EX Global Holdings Corp. | 35039 | 79429 |
|  | TA Chen Stainless Pipe | 494671 | 589638 |
|  | Ta Ya Electric Wire & Cable | 218337 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;297264 |
|  | Tah Hsin Industrial Corp. | 16011 | 33360 |
|  | TA-I Technology Co. Ltd. | 34750 | 70539 |
|  | Tai Tung Communication Co. Ltd. | 28511 | 21071 |
|  | Taichung Commercial Bank Co. Ltd. | 1532735 | 1065556 |
|  | TaiDoc Technology Corp. | 16471 | 65799 |
|  | Taiflex Scientific Co. Ltd. | 73280 | 161649 |
|  | Taimide Tech, Inc. | 34450 | 67453 |
|  | Tainan Enterprises Co. Ltd. | 37000 | 32663 |
|  # | Tainan Spinning Co. Ltd. | 377240 | 154418 |
|  \* | Tainergy Tech Co. Ltd. | 16000 | 7653 |
|  | Tai-Saw Technology Co. Ltd. | 27000 | 21665 |
|  | TaiSol Electronics Co. Ltd. | 17000 | 29187 |
|  | Taisun Enterprise Co. Ltd. | 69000 | 41484 |
|  | Taita Chemical Co. Ltd. | 31000 | 11071 |
|  | TAI-TECH Advanced Electronics Co. Ltd. | 20000 | 97590 |
|  | Taiwan Business Bank | 2205888 | 1098769 |
|  | Taiwan Chinsan Electronic Industrial Co. Ltd. | 41288 | 57538 |
|  | Taiwan Cogeneration Corp. | 139728 | 218986 |
|  | Taiwan Cooperative Financial Holding Co. Ltd. | 1477348 | 1141762 |
|  | Taiwan FamilyMart Co. Ltd. | 14000 | 87196 |
|  | Taiwan Fertilizer Co. Ltd. | 231000 | 361098 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  TAIWAN — (Continued) | TAIWAN — (Continued) |  |  |
|  | Taiwan Fire & Marine Insurance Co. Ltd. | 96000 | $112423 |
|  | Taiwan FU Hsing Industrial Co. Ltd. | 40000 | 66790 |
|  #\* | Taiwan Glass Industry Corp. | 400046 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;362967 |
|  | Taiwan High Speed Rail Corp. | 260000 | 231097 |
|  | Taiwan Hon Chuan Enterprise Co. Ltd. | 102149 | 418822 |
|  | Taiwan Hopax Chemicals Manufacturing Co. Ltd. | 60069 | 61105 |
|  \* | Taiwan IC Packaging Corp. | 16000 | 9128 |
|  †† | Taiwan Land Development Corp. | 269666 | 4408 |
|  | Taiwan Line Tek Electronic | 31390 | 25027 |
|  #\* | Taiwan Mask Corp. | 58000 | 72299 |
|  | Taiwan Mobile Co. Ltd. | 417000 | 1484043 |
|  | Taiwan Navigation Co. Ltd. | 88000 | 83175 |
|  | Taiwan Optical Platform Co. Ltd. | 5000 | 12576 |
|  | Taiwan Paiho Ltd. | 75000 | 139136 |
|  | Taiwan PCB Techvest Co. Ltd. | 70000 | 80225 |
|  | Taiwan Sakura Corp. | 51200 | 141789 |
|  | Taiwan Sanyo Electric Co. Ltd. | 28000 | 32168 |
|  | Taiwan Secom Co. Ltd. | 76000 | 266654 |
|  # | Taiwan Semiconductor Co. Ltd. | 56000 | 99769 |
|  | Taiwan Semiconductor Manufacturing Co. Ltd. (2330 TT) | 1170000 | 56580810 |
|  | Taiwan Semiconductor Manufacturing Co. Ltd. (TSM US), Sponsored ADR | 103467 | 31084591 |
|  | Taiwan Shin Kong Security Co. Ltd. | 74560 | 98703 |
|  | Taiwan Speciality Chemicals Corp. | 6000 | 65844 |
|  \* | Taiwan Styrene Monomer | 119000 | 32601 |
|  | Taiwan Surface Mounting Technology Corp. | 78800 | 280910 |

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##### [**Table of Contents**](#toc)
**WORLD EX U.S. CORE EQUITY PORTFOLIO** 

**CONTINUED** 

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  TAIWAN — (Continued) | TAIWAN — (Continued) |  |  |
|  | Taiwan Taxi Co. Ltd. | 11292 | $48438 |
|  \* | Taiwan TEA Corp. | 263000 | 118759 |
|  | Taiwan Union Technology Corp. | 72000 | 897734 |
|  #\* | Taiwan-Asia Semiconductor Corp. | 117889 | 92294 |
|  | Taiyen Biotech Co. Ltd. | 42000 | 43534 |
|  # | Tatung Co. Ltd. | 325100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;381054 |
|  | TCC Group Holdings Co. Ltd. | 1516102 | 1087766 |
|  | TCI Co. Ltd. | 21256 | 78459 |
|  | Te Chang Construction Co. Ltd. | 29000 | 58326 |
|  | Team Group, Inc. | 22000 | 96110 |
|  # | Teco Electric & Machinery Co. Ltd. | 440000 | 1655951 |
|  | Tehmag Foods Corp. | 8560 | 81752 |
|  | Tera Autotech Corp. | 29187 | 21162 |
|  | Test Research, Inc. | 42000 | 212808 |
|  | Test Rite International Co. Ltd. | 62000 | 40939 |
|  | Thinking Electronic Industrial Co. Ltd. | 24000 | 146901 |
|  | Thye Ming Industrial Co. Ltd. | 44800 | 78845 |
|  | Ton Yi Industrial Corp. | 273000 | 159332 |
|  | Tong Hsing Electronic Industries Ltd. | 57233 | 232497 |
|  | Tong Yang Industry Co. Ltd. | 129000 | 404726 |
|  # | Tong-Tai Machine & Tool Co. Ltd. | 85060 | 89414 |
|  | Top Union Electronics Corp. | 25999 | 25341 |
|  | Topco Scientific Co. Ltd. | 50288 | 557208 |
|  | Topco Technologies Corp. | 8000 | 16133 |
|  | Topkey Corp. | 26000 | 157272 |
|  # | Topoint Technology Co. Ltd. | 65200 | 249381 |
|  | Toung Loong Textile Manufacturing | 15840 | 8902 |
|  | TPK Holding Co. Ltd. | 114000 | 134398 |
|  | Trade-Van Information Services Co. | 11000 | 34359 |
|  | Transcend Information, Inc. | 57000 | 244117 |
|  | Transcom, Inc. | 10648 | 46854 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  TAIWAN — (Continued) | TAIWAN — (Continued) |  |  |
|  | Tripod Technology Corp. | 149000 | $1647819 |
|  | Trusval Technology Co. Ltd. | 7352 | 61615 |
|  | TS Financial Holding Co. Ltd.(2887 TT) | 4263108 | 2589862 |
|  \* | TS Financial Holding Co. Ltd.(28871 TT) | 599004 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;179673 |
|  | TSC Auto ID Technology Co. Ltd. | 10680 | 67805 |
|  #\* | TSEC Corp. | 149790 | 68212 |
|  | TSRC Corp. | 181000 | 88117 |
|  | Ttet Union Corp. | 12000 | 56399 |
|  | TTFB Co. Ltd. | 5493 | 32667 |
|  | TTY Biopharm Co. Ltd. | 49000 | 126663 |
|  \* | Tul Corp. | 19000 | 46975 |
|  | Tung Ho Steel Enterprise Corp. | 248570 | 507095 |
|  | Tung Thih Electronic Co. Ltd. | 21736 | 51599 |
|  | TURVO International Co. Ltd. | 10410 | 67849 |
|  | TXC Corp. | 99000 | 285834 |
|  # | TYC Brother Industrial Co. Ltd. | 99000 | 153953 |
|  \* | Tycoons Group Enterprise | 100991 | 25823 |
|  | Tyntek Corp. | 110000 | 62401 |
|  | TZE Shin International Co. Ltd. | 42000 | 20601 |
|  \* | U-BEST Innovative Technology Co. Ltd. | 32000 | 19147 |
|  | UDE Corp. | 34000 | 116625 |
|  | Ultra Chip, Inc. | 19000 | 28049 |
|  | U-Ming Marine Transport Corp. | 189000 | 341457 |
|  | Unic Technology Corp. | 28000 | 21086 |
|  | Unimicron Technology Corp. | 379000 | 1997534 |
|  | Union Bank of Taiwan  | 705515 | 425115 |
|  | Union Insurance Co. Ltd. | 11000 | 9591 |
|  | Uni-President Enterprises Corp. | 854560 | 2183332 |
|  | Unitech Computer Co. Ltd. | 14000 | 18909 |
|  | Unitech Printed Circuit Board Corp. | 208079 | 177190 |
|  | United Alloy-Tech Co. | 16000 | 28024 |

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##### [**Table of Contents**](#toc)
**WORLD EX U.S. CORE EQUITY PORTFOLIO** 

**CONTINUED** 

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  TAIWAN — (Continued) | TAIWAN — (Continued) |  |  |
|  | United Integrated Services Co. Ltd. | 47000 | $1308233 |
|  | United Microelectronics Corp. (2303 TT) | 959000 | 1448308 |
|  | United Orthopedic Corp. | 24422 | 98730 |
|  \* | United Renewable Energy Co. Ltd. | 389206 | 86359 |
|  \*†† | Unity Opto Technology Co. Ltd. | 186000 | 0 |
|  | Univacco Technology, Inc. | 17000 | 24995 |
|  | Universal Cement Corp. | 213397 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;214754 |
|  | Universal Vision Biotechnology Co. Ltd. | 15476 | 71927 |
|  | UPC Technology Corp. | 248221 | 81656 |
|  | UPI Semiconductor Corp. | 7000 | 42613 |
|  | Userjoy Technology Co. Ltd. | 10773 | 27057 |
|  | USI Corp. | 200204 | 67249 |
|  | Utechzone Co. Ltd. | 15000 | 42264 |
|  | UVAT Technology Co. Ltd. | 9000 | 17377 |
|  | Value Valves Co. Ltd. | 10000 | 27231 |
|  | Vanguard International Semiconductor Corp. | 228146 | 714204 |
|  | Ve Wong Corp. | 18000 | 23113 |
|  | Ventec International Group Co. Ltd. | 21000 | 61045 |
|  | VIA Labs, Inc. | 5000 | 13417 |
|  | Via Technologies, Inc. | 69000 | 117424 |
|  | Viking Tech Corp. | 16000 | 21755 |
|  | Visco Vision, Inc. | 13000 | 83892 |
|  # | VisEra Technologies Co. Ltd. | 20000 | 166507 |
|  | Visual Photonics Epitaxy Co. Ltd. | 29500 | 131975 |
|  | Vivotek, Inc. | 9000 | 23950 |
|  | Vizionfocus, Inc. | 5000 | 29175 |
|  # | Voltronic Power Technology Corp. | 15442 | 604953 |
|  #\* | Wafer Works Corp. | 174248 | 176670 |
|  | Waffer Technology Corp. | 44789 | 102660 |
|  | Wah Hong Industrial Corp. | 27000 | 29465 |
|  | Wah Lee Industrial Corp. | 76500 | 224031 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  TAIWAN — (Continued) | TAIWAN — (Continued) |  |  |
|  # | Walsin Lihwa Corp. | 722145 | $699472 |
|  | Walsin Technology Corp. | 105398 | 422903 |
|  # | Walton Advanced Engineering, Inc. | 127000 | 98757 |
|  # | Wan Hai Lines Ltd. | 136500 | 364202 |
|  \* | We&Win Development Co. Ltd. | 42000 | 15198 |
|  | We&Win Diversification Co. Ltd. | 23000 | 16040 |
|  | WEI Chih Steel Industrial Co. Ltd. | 43000 | 22357 |
|  | Wei Chuan Foods Corp. | 104000 | 50877 |
|  # | Weikeng Industrial Co. Ltd. | 134734 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;128482 |
|  | Well Shin Technology Co. Ltd. | 34000 | 58049 |
|  | Welldone Co. | 8000 | 13058 |
|  | Weltrend Semiconductor | 22000 | 34400 |
|  | Wholetech System Hitech Ltd. | 19000 | 74616 |
|  | Win Semiconductors Corp. | 103840 | 360973 |
|  \* | Winbond Electronics Corp. | 961936 | 1682376 |
|  | Winmate, Inc. | 13000 | 69471 |
|  | Winstek Semiconductor Co. Ltd. | 28000 | 86855 |
|  | WinWay Technology Co. Ltd. | 4000 | 339455 |
|  # | Wisdom Marine Lines Co. Ltd. | 158236 | 324183 |
|  | Wiselink Co. Ltd. | 26880 | 160986 |
|  | Wistron Corp. | 448288 | 2172547 |
|  | WITS Corp. | 10329 | 41568 |
|  | Wiwynn Corp. | 22000 | 3102430 |
|  | WNC Corp. | 112796 | 457706 |
|  | Wonderful Hi-Tech Co. Ltd. | 44357 | 65838 |
|  | Wowprime Corp. | 35184 | 246391 |
|  | WPG Holdings Ltd. | 425520 | 832220 |
|  | WT Microelectronics Co. Ltd. | 122829 | 569440 |
|  | WUS Printed Circuit Co. Ltd. | 70735 | 233103 |
|  | XinTec, Inc. | 16000 | 79186 |
|  | X-Legend Entertainment Co. Ltd. | 8000 | 25523 |

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##### [**Table of Contents**](#toc)
**WORLD EX U.S. CORE EQUITY PORTFOLIO** 

**CONTINUED** 

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  TAIWAN — (Continued) | TAIWAN — (Continued) |  |  |
|  | Xxentria Technology Materials Corp. | 60813 | $68263 |
|  | Ya Horng Electronic Co. Ltd. | 6000 | 11011 |
|  # | Yageo Corp. | 237172 | 1908965 |
|  # | Yang Ming Marine Transport Corp. | 243215 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;453756 |
|  | Yankey Engineering Co. Ltd. | 20725 | 309110 |
|  | YC INOX Co. Ltd. | 127511 | 79654 |
|  # | Yea Shin International Development Co. Ltd. | 113440 | 91217 |
|  | Yem Chio Co. Ltd. | 157014 | 67603 |
|  | Yen Sun Technology Corp. | 11000 | 16484 |
|  \* | Yeong Guan Energy Technology Group Co. Ltd. | 48096 | 31108 |
|  | YFC-Boneagle Electric Co. Ltd. | 32321 | 21949 |
|  | YFY, Inc. | 469000 | 386770 |
|  | Yi Jinn Industrial Co. Ltd. | 97440 | 51633 |
|  \* | Yieh Phui Enterprise Co. Ltd. | 373536 | 178912 |
|  | Yonyu Plastics Co. Ltd. | 28000 | 17892 |
|  | Young Fast Optoelectronics Co. Ltd. | 30000 | 53144 |
|  \* | Young Optics, Inc. | 14000 | 24867 |
|  | Youngtek Electronics Corp. | 30160 | 57641 |
|  # | Yuan High-Tech Development Co. Ltd. | 6000 | 32912 |
|  | Yuanta Financial Holding Co. Ltd. | 1701906 | 1905529 |
|  | Yuanta Futures Co. Ltd. | 32099 | 93926 |
|  | Yuen Foong Yu Consumer Products Co. Ltd. | 26000 | 32459 |
|  | Yulon Finance Corp. | 96384 | 300996 |
|  | Yulon Motor Co. Ltd. | 203536 | 217015 |
|  | Yung Chi Paint & Varnish Manufacturing Co. Ltd. | 14000 | 34119 |
|  # | Yungshin Construction & Development Co. Ltd. | 30000 | 74485 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  TAIWAN — (Continued) | TAIWAN — (Continued) |  |  |
|  | YungShin Global Holding Corp. | 51800 | $94836 |
|  | Yusin Holding Corp. | 6643 | 14901 |
|  | Zeng Hsing Industrial Co. Ltd. | 23635 | 70822 |
|  | Zenitron Corp. | 78000 | 87538 |
|  # | Zero One Technology Co. Ltd. | 40528 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;150476 |
|  # | Zhen Ding Technology Holding Ltd. | 199400 | 1052934 |
|  \* | Zig Sheng Industrial Co. Ltd. | 168000 | 42150 |
|  | ZillTek Technology Corp. | 8000 | 52456 |
|  \* | Zinwell Corp. | 121000 | 55523 |
|  | Zippy Technology Corp. | 45000 | 75660 |
|  | Zyxel Group Corp. | 94944 | 108058 |
|  TOTAL TAIWAN | TOTAL TAIWAN | TOTAL TAIWAN | 311940954 |
|  THAILAND — (0.4%) | THAILAND — (0.4%) |  |  |
|  | AAPICO Hitech PCL (AH/F TB) | 71300 | 27122 |
|  \* | Absolute Clean Energy PCL | 1035800 | 41964 |
|  | Advanced Info Service PCL | 69800 | 651913 |
|  | Advanced Information Technology PCL, Class F | 290300 | 43273 |
|  | AEON Thana Sinsap Thailand PCL | 29800 | 97229 |
|  | After You PCL | 82900 | 12768 |
|  | Airports of Thailand PCL | 115300 | 147089 |
|  | Allianz Ayudhya Capital PCL | 9200 | 9674 |
|  | Amata Corp. PCL | 170200 | 75797 |
|  | AP Thailand PCL | 765200 | 204700 |
|  | Asia Plus Group Holdings PCL | 679600 | 46659 |
|  | Asia Sermkij Leasing PCL | 25333 | 6072 |
|  | Asian Sea Corp. PCL | 80200 | 18106 |
|  | Asset World Corp. PCL | 915100 | 62261 |
|  \* | Assetwise PCL | 49300 | 9529 |
|  | B Grimm Power PCL | 75500 | 37826 |
|  | Bangchak Corp. PCL | 254700 | 232369 |
|  | Bangchak Sriracha PCL | 168500 | 23241 |
|  | Bangkok Airways PCL | 161600 | 64970 |

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##### [**Table of Contents**](#toc)
**WORLD EX U.S. CORE EQUITY PORTFOLIO** 

**CONTINUED** 

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  THAILAND — (Continued) | THAILAND — (Continued) |  |  |
|  | Bangkok Bank PCL (BBLF TB) | 126100 | $623968 |
|  | Bangkok Chain Hospital PCL | 173900 | 60772 |
|  # | Bangkok Commercial Asset Management PCL | 379600 | 79242 |
|  | Bangkok Dusit Medical Services PCL, Class F | 618200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;361342 |
|  # | Bangkok Expressway & Metro PCL | 783640 | 124810 |
|  | Bangkok Land PCL | 3710800 | 57381 |
|  | Bangkok Life Assurance PCL, NVDR | 92300 | 51381 |
|  | Banpu PCL | 1931033 | 301584 |
|  | Banpu Power PCL | 99800 | 39506 |
|  | BCPG PCL | 240000 | 61234 |
|  | BEC World PCL | 309452 | 18662 |
|  # | Berli Jucker PCL | 152850 | 86506 |
|  | Betagro PCL | 183500 | 90799 |
|  | BKI Holdings PCL | 15100 | 142898 |
|  \* | BTS Group Holdings PCL | 2235200 | 203231 |
|  | Bumrungrad Hospital PCL | 53300 | 283519 |
|  | Cal-Comp Electronics Thailand PCL, Class F | 656343 | 123819 |
|  | Carabao Group PCL | 45100 | 62765 |
|  | Central Pattana PCL | 125900 | 209282 |
|  | Central Plaza Hotel PCL | 77700 | 77496 |
|  | Central Retail Corp. PCL | 177375 | 112454 |
|  | CH Karnchang PCL | 232300 | 109918 |
|  | Charoen Pokphand Foods PCL | 361277 | 235749 |
|  | Chularat Hospital PCL | 1069900 | 51948 |
|  | CK Power PCL | 429400 | 33996 |
|  | Com7 PCL | 208300 | 161048 |
|  | Cotto F | 312000 | 1833 |
|  | CP ALL PCL | 144800 | 205994 |
|  | CP Axtra PCL | 144328 | 87485 |
|  | Delta Electronics Thailand PCL | 145300 | 975107 |
|  | Dhipaya Group Holdings PCL | 151100 | 101870 |
|  | Don Muang Tollway PCL | 33300 | 10607 |
|  | Dynasty Ceramic PCL | 989220 | 40383 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  THAILAND — (Continued) | THAILAND — (Continued) |  |  |
|  | Eastern Polymer Group PCL | 259000 | $22428 |
|  | Electricity Generating PCL | 26100 | 99283 |
|  #\* | Energy Absolute PCL | 1237100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;117072 |
|  # | Erawan Group PCL | 614700 | 44864 |
|  | Exotic Food PCL | 42200 | 19837 |
|  #\* | Forth Corp. PCL | 108900 | 23238 |
|  | Frasers Property Thailand PCL | 25000 | 4948 |
|  | GFPT PCL | 118400 | 37715 |
|  | Global Green Chemicals PCL | 9500 | 1046 |
|  | Global Power Synergy PCL | 90531 | 116191 |
|  \* | Gulf Development PCL | 99189 | 135739 |
|  | Gunkul Engineering PCL | 948800 | 60446 |
|  | Haad Thip PCL | 60800 | 28393 |
|  | Hana Microelectronics PCL | 181800 | 130439 |
|  | Heng Leasing & Capital PCL | 169400 | 5291 |
|  | Home Product Center PCL | 658020 | 133293 |
|  # | Ichitan Group PCL | 156400 | 59493 |
|  | Index Livingmall PCL | 63600 | 28127 |
|  # | Indorama Ventures PCL | 169601 | 100182 |
|  # | IRPC PCL | 3488500 | 124069 |
|  | IT City PCL | 21800 | 2360 |
|  | I-TAIL Corp. PCL | 61200 | 32554 |
|  \* | Italian-Thai Development PCL | 1448300 | 14781 |
|  #\* | Jasmine Technology Solution PCL | 12300 | 9700 |
|  | Jaymart Group Holdings PCL | 187100 | 45133 |
|  | JMT Network Services PCL | 105180 | 31715 |
|  | Karmarts PCL | 394800 | 100119 |
|  | Kasikornbank PCL (KBANKF TB) | 27800 | 160343 |
|  | KGI Securities Thailand PCL | 416900 | 50541 |
|  # | Khon Kaen Sugar Industry PCL | 625296 | 26687 |
|  | Kiatnakin Phatra Bank PCL | 73700 | 149862 |
|  | Klinique Medical Clinic PCL | 25300 | 19952 |
|  | Krung Thai Bank PCL  | 446600 | 376368 |
|  | Krungthai Card PCL | 205500 | 181127 |

---

------

##### [**Table of Contents**](#toc)
**WORLD EX U.S. CORE EQUITY PORTFOLIO** 

**CONTINUED** 

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  THAILAND — (Continued) | THAILAND — (Continued) |  |  |
|  | Lalin Property PCL | 23700 | $3665 |
|  | Land & Houses PCL (LHF TB) | 932100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;112423 |
|  | LH Financial Group PCL | 1555400 | 37520 |
|  | Loxley PCL | 909200 | 42458 |
|  | LPN Development PCL | 565100 | 28661 |
|  | Major Cineplex Group PCL | 140100 | 30763 |
|  | MBK PCL | 241112 | 123035 |
|  | MC Group PCL | 93300 | 32317 |
|  | MCS Steel PCL | 101800 | 25816 |
|  | Mega Lifesciences PCL | 117700 | 107381 |
|  | Minor International PCL | 363046 | 258236 |
|  | MK Restaurants Group PCL | 33100 | 33525 |
|  \* | Mono Next PCL | 199600 | 7346 |
|  | Moshi Moshi Retail Corp. PLC | 9100 | 9639 |
|  # | Muangthai Capital PCL | 103400 | 129510 |
|  | Netbay PCL | 27100 | 17181 |
|  | Noble Development PCL | 285199 | 18875 |
|  | Nonthavej Hospital PCL | 10100 | 7621 |
|  | Northeast Rubber PCL | 455400 | 58589 |
|  | NSL Foods PCL | 14900 | 11981 |
|  | Osotspa PCL | 187800 | 91185 |
|  | Plan B Media PCL | 438564 | 56694 |
|  | Polyplex Thailand PCL | 171000 | 49975 |
|  | Praram 9 Hospital PCL | 51200 | 34360 |
|  # | Precious Shipping PCL | 252100 | 52237 |
|  | Prima Marine PCL | 355600 | 70933 |
|  \* | Property Perfect PCL | 2100385 | 4547 |
|  | Pruksa Holding PCL | 247300 | 28451 |
|  | PTG Energy PCL | 254200 | 62892 |
|  | PTT Exploration & Production PCL | 219900 | 727673 |
|  | PTT Global Chemical PCL | 208800 | 163049 |
|  # | PTT Oil & Retail Business PCL | 237200 | 107835 |
|  | PTT PCL | 1101400 | 1047412 |
|  # | Quality Houses PCL | 1812132 | 73976 |
|  \* | Rabbit Holdings PCL, Class F | 2875634 | 26680 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  THAILAND — (Continued) | THAILAND — (Continued) |  |  |
|  | Rajthanee Hospital PCL | 75000 | $29921 |
|  # | Ratch Group PCL | 94600 | 81186 |
|  | Ratchaphruek Hospital PCL | 70600 | 10786 |
|  | Ratchthani Leasing PCL | 573610 | 28383 |
|  # | Regional Container Lines PCL | 140400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;111808 |
|  # | Rojana Industrial Park PCL | 322357 | 44662 |
|  | S Hotels & Resorts PCL | 530400 | 25097 |
|  | Sabina PCL | 43885 | 21037 |
|  | Saha Pathana Inter-Holding PCL | 28350 | 39673 |
|  | Saha Pathanapibul PCL | 6200 | 11025 |
|  | Sahamitr Pressure Container PCL | 69300 | 18967 |
|  | Saha-Union PCL | 22400 | 19743 |
|  | Saksiam Leasing PCL | 176300 | 19628 |
|  | Samart Corp. PCL | 126000 | 23380 |
|  | Sansiri PCL | 3973900 | 172057 |
|  # | Sappe PCL | 33800 | 37892 |
|  | SC Asset Corp. PCL | 852625 | 44826 |
|  | SCB X PCL | 51200 | 207429 |
|  | SCG Packaging PCL | 164800 | 92759 |
|  # | SCGJWD Logistics PCL | 77700 | 19945 |
|  | Sermsang Power Corp. Co. Ltd. | 81457 | 8666 |
|  | Siam Cement PCL | 65500 | 413236 |
|  | Siam Wellness Group PCL | 183000 | 16526 |
|  | Siamgas & Petrochemicals PCL | 221200 | 43782 |
|  | Sikarin PCL, Class F | 149100 | 35736 |
|  \* | Singer Thailand PCL | 51800 | 9292 |
|  # | SISB PCL | 63800 | 23283 |
|  \* | SKY ICT PCL | 34300 | 13047 |
|  | Somboon Advance Technology PCL | 74100 | 30020 |
|  | SPCG PCL | 175825 | 45132 |
|  | Sri Trang Agro-Industry PCL | 237340 | 87346 |
|  # | Sri Trang Gloves Thailand PCL | 239500 | 49626 |
|  # | Srinanaporn Marketing PCL | 125200 | 30395 |
|  | Srisawad Capital 1969 PCL, Class F | 213486 | 7329 |

---

------

##### [**Table of Contents**](#toc)
**WORLD EX U.S. CORE EQUITY PORTFOLIO** 

**CONTINUED** 

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  THAILAND — (Continued) | THAILAND — (Continued) |  |  |
|  | Srisawad Corp. PCL | 165234 | $144359 |
|  | Star Petroleum Refining PCL | 159513 | 23679 |
|  \* | STP & I PCL | 320320 | 35861 |
|  | Supalai PCL | 303900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;160714 |
|  \* | Super Energy Corp. PCL | 5584020 | 22450 |
|  | SVI PCL | 101500 | 19462 |
|  | TAC Consumer PCL | 98800 | 14666 |
|  # | Taokaenoi Food & Marketing PCL, Class F | 197000 | 29731 |
|  | Thai Life Insurance PCL | 153300 | 48832 |
|  | Thai Oil PCL | 241284 | 266767 |
|  | Thai Stanley Electric PCL (STANLY/F TB), Class F | 8800 | 52661 |
|  | Thai Union Group PCL | 481800 | 195193 |
|  | Thai Vegetable Oil PCL | 55450 | 41500 |
|  \* | Thaicom PCL | 188200 | 55584 |
|  | Thaifoods Group PCL | 489900 | 68785 |
|  | Thanachart Capital PCL | 89100 | 140532 |
|  # | Thoresen Thai Agencies PCL | 466500 | 63479 |
|  | TIDLOR Holdings PCL | 234268 | 152146 |
|  | Tipco Asphalt PCL (TASCO/F TB) | 132881 | 57122 |
|  | TIPCO Foods PCL | 96200 | 23206 |
|  | Tisco Financial Group PCL (TISCO/F TB) | 37100 | 123342 |
|  | TKS Technologies PCL | 86100 | 14911 |
|  | TMBThanachart Bank PCL | 2544149 | 145560 |
|  | TOA Paint Thailand PCL | 134000 | 53459 |
|  # | TPI Polene PCL | 2035300 | 45320 |
|  | TPI Polene Power PCL | 801627 | 51070 |
|  | TQM Alpha PCL | 74800 | 28453 |
|  | Triple i Logistics PCL | 38800 | 5568 |
|  \* | True Corp. PCL, NVDR | 154200 | 53888 |
|  \* | True Corp. PCL | 709593 | 250174 |
|  | TTW PCL | 154200 | 43158 |
|  | Union Auction PCL | 164600 | 29016 |
|  | United Paper PCL | 73700 | 17550 |
|  | Univanich Palm Oil PCL | 213600 | 78610 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  THAILAND — (Continued) | THAILAND — (Continued) |  |  |
|  | VGI PCL | 1934100 | $74768 |
|  | WHA Corp. PCL | 950700 | 95849 |
|  | WHA Utilities & Power PCL | 205600 | 25942 |
|  #\* | Xspring Capital PCL | 1577100 | 23411 |
|  TOTAL THAILAND | TOTAL THAILAND |  | 17839326 |
|  TURKEY — (0.2%) | TURKEY — (0.2%) |  |  |
|  \* | Adese Alisveris Merkezleri Ticaret AS | 804920 | 69771 |
|  | Akbank TAS | 431233 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;622650 |
|  | Akcansa Cimento AS | 2348 | 7445 |
|  \* | Akfen Yenilenebilir Enerji AS | 65183 | 26683 |
|  | Aksa Akrilik Kimya Sanayii AS | 254208 | 74900 |
|  \* | Aksa Enerji Uretim AS | 23194 | 28656 |
|  \* | Aksigorta AS | 75104 | 12477 |
|  # | Alarko Holding AS | 38338 | 73415 |
|  | Albaraka Turk Katilim Bankasi AS | 411937 | 80465 |
|  \* | Alkim Alkali Kimya AS | 53714 | 24764 |
|  | Anadolu Anonim Turk Sigorta Sirketi | 215958 | 118990 |
|  | Anadolu Efes Biracilik Ve Malt Sanayii AS | 132370 | 45696 |
|  | Anadolu Hayat Emeklilik AS | 26264 | 64421 |
|  #\* | Arcelik AS | 4722 | 12405 |
|  \* | ARD Grup Bilisim Teknolojileri AS | 21045 | 14541 |
|  | Aselsan Elektronik Sanayi Ve Ticaret AS | 20836 | 100733 |
|  | Aygaz AS | 9782 | 45915 |
|  | Baskent Dogalgaz Dagitim Gayrimenkul Yatirim Ortakligi AS | 11243 | 11170 |
|  \* | Bera Holding AS | 237186 | 103509 |
|  \* | Besler Gida Ve Kimya Sanayi Ve Ticaret AS | 68123 | 22722 |
|  | BIM Birlesik Magazalar AS | 9443 | 120927 |
|  \* | Biotrend Cevre VE Enerji Yatirimlari AS | 18642 | 10360 |
|  | Borusan Yatirim ve Pazarlama AS | 421 | 24477 |

---

------

##### [**Table of Contents**](#toc)
**WORLD EX U.S. CORE EQUITY PORTFOLIO** 

**CONTINUED** 

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  TURKEY — (Continued) | TURKEY — (Continued) |  |  |
|  | Brisa Bridgestone Sabanci Sanayi ve Ticaret AS | 3447 | $7245 |
|  | Bursa Cimento Fabrikasi AS | 47810 | 7349 |
|  \* | Can2 Termik AS | 1169850 | 67276 |
|  | Celebi Hava Servisi AS | 350 | 12964 |
|  \* | Cemas Dokum Sanayi AS | 130707 | 17334 |
|  | Coca-Cola Icecek AS | 66132 | 80841 |
|  \* | Deva Holding AS | 11911 | 20045 |
|  # | Dogan Sirketler Grubu Holding AS | 492406 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;199943 |
|  | Dogu Aras Enerji Yatirimlari AS | 8299 | 11132 |
|  | Dogus Otomotiv Servis ve Ticaret AS | 2591 | 11107 |
|  | Eczacibasi Yatirim Holding Ortakligi AS | 2051 | 14199 |
|  | EGE Endustri VE Ticaret AS | 118 | 22931 |
|  | EIS Eczacibasi Ilac ve Sinai ve Finansal Yatirimlar Sanayi ve Ticaret AS | 41357 | 88912 |
|  W | Enerjisa Enerji AS | 30781 | 60343 |
|  | Enka Insaat ve Sanayi AS | 92855 | 171297 |
|  \* | Erbosan Erciyas Boru Sanayii ve Ticaret AS | 1914 | 8849 |
|  | Eregli Demir ve Celik Fabrikalari TAS | 162654 | 106193 |
|  \* | Europen Endustri Insaat Sanayi VE Ticaret AS | 70490 | 14813 |
|  | Ford Otomotiv Sanayi AS | 16380 | 38621 |
|  | Global Yatirim Holding AS | 360837 | 100150 |
|  \* | Gozde Girisim Sermayesi Yatirim Ortakligi AS | 53484 | 28243 |
|  \* | GSD Holding AS | 65759 | 7588 |
|  #\* | Hektas Ticaret TAS | 428472 | 36333 |
|  \* | Info Yatirim AS | 253446 | 31704 |
|  \* | Ipek Dogal Enerji Kaynaklari Arastirma Ve Uretim AS | 24192 | 44770 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  TURKEY — (Continued) | TURKEY — (Continued) |  |  |
|  \* | Is Finansal Kiralama AS | 84577 | $38708 |
|  | Is Yatirim Menkul Degerler AS | 123776 | 129319 |
|  \* | Izdemir Enerji Elektrik Uretim AS | 102615 | 23499 |
|  | Jantsa Jant Sanayi Ve Ticaret AS | 14466 | 7308 |
|  | Kalekim Kimyevi Maddeler Sanayi ve Ticaret AS | 14044 | 11521 |
|  \* | Kardemir Karabuk Demir Celik Sanayi ve Ticaret AS (KRDMA TI), Class A | 74761 | 51078 |
|  #\* | Kardemir Karabuk Demir Celik Sanayi ve Ticaret AS (KRDMD TI), Class D | 198891 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;129395 |
|  \* | Katmerciler Arac Ustu Ekipman Sanayi ve Ticaret AS | 361746 | 26889 |
|  \* | Kayseri Seker Fabrikasi AS | 43359 | 18682 |
|  | KOC Holding AS | 38439 | 156538 |
|  | Kocaer Celik Sanayi Ve Ticaret AS | 27412 | 8989 |
|  \* | Konya Cimento Sanayii AS | 70 | 8544 |
|  \* | Kordsa Teknik Tekstil AS | 17841 | 23723 |
|  \* | Koza Anadolu Metal Madencilik Isletmeleri AS | 19377 | 41638 |
|  | Lokman Hekim Engurusag Saglik Turizm Egitim Hizmetleri ve Insaat Taahhut AS | 22284 | 8902 |
|  \* | Margun Enerji Uretim Sanayi VE Ticaret AS | 42925 | 30199 |
|  \* | Marmara Holding AS | 2 | 0 |
|  #W | Mavi Giyim Sanayi Ve Ticaret AS, Class B | 138112 | 132252 |
|  #\* | MIA Teknoloji AS | 19115 | 16922 |
|  # | Migros Ticaret AS | 4758 | 51249 |
|  \*W | MLP Saglik Hizmetleri AS | 14122 | 112849 |
|  \* | Mogan Enerji Yatirim Holding AS | 49813 | 11307 |

---

------

##### [**Table of Contents**](#toc)
**WORLD EX U.S. CORE EQUITY PORTFOLIO** 

**CONTINUED** 

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  TURKEY — (Continued) | TURKEY — (Continued) |  |  |
|  | Naturelgaz Sanayi ve Ticaret AS | 68195 | $18138 |
|  \* | NET Holding AS | 46404 | 54930 |
|  | Nuh Cimento Sanayi AS | 7299 | 42319 |
|  \* | ODAS Elektrik Uretim ve Sanayi Ticaret AS | 322746 | 45227 |
|  \* | Orge Enerji Elektrik Taahhut AS | 5154 | 8464 |
|  # | Oyak Cimento Fabrikalari AS | 68721 | 34665 |
|  \* | Oyak Yatirim Menkul Degerler AS | 9615 | 12399 |
|  #\* | Pegasus Hava Tasimaciligi AS | 60775 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;303023 |
|  #\* | Petkim Petrokimya Holding AS | 190463 | 77669 |
|  \* | Politeknik Metal Sanayi ve Ticaret AS | 48 | 9792 |
|  \* | Ral Yatirim Holding AS | 7326 | 34529 |
|  \* | Reysas Tasimacilik ve Lojistik Ticaret AS | 42672 | 15101 |
|  | Sarkuysan Elektrolitik Bakir Sanayi ve Ticaret AS | 124252 | 45190 |
|  #\* | Sasa Polyester Sanayi AS | 1002789 | 73167 |
|  | Sekerbank Turk AS | 297514 | 56604 |
|  | Selcuk Ecza Deposu Ticaret ve Sanayi AS | 30439 | 56292 |
|  | Sok Marketler Ticaret AS | 19480 | 20474 |
|  | Suwen Tekstil Sanayi Pazarlama AS | 29210 | 8179 |
|  \* | TAV Havalimanlari Holding AS | 32109 | 201814 |
|  \* | Tekfen Holding AS | 37794 | 75639 |
|  | Tofas Turk Otomobil Fabrikasi AS | 16778 | 105210 |
|  \* | Tukas Gida Sanayi ve Ticaret AS | 789727 | 53704 |
|  \* | Tumosan Motor ve Traktor Sanayi AS | 5955 | 15505 |
|  | Turcas Holding AS | 30140 | 27215 |
|  #\* | Turk Altin Isletmeleri AS | 30310 | 19331 |
|  | Turk Hava Yollari AO | 66244 | 458717 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  TURKEY — (Continued) | TURKEY — (Continued) |  |  |
|  \* | Turk Telekomunikasyon AS | 144238 | $174859 |
|  | Turk Traktor ve Ziraat Makineleri AS | 510 | 6634 |
|  | Turkcell Iletisim Hizmetleri AS | 164166 | 388687 |
|  # | Turkiye Garanti Bankasi AS | 48988 | 156463 |
|  | Turkiye Is Bankasi AS, Class C | 1033406 | 310180 |
|  | Turkiye Petrol Rafinerileri AS | 49699 | 233289 |
|  | Turkiye Sigorta AS | 250044 | 73403 |
|  \* | Turkiye Sinai Kalkinma Bankasi AS | 175735 | 53768 |
|  # | Turkiye Sise ve Cam Fabrikalari AS | 216994 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;189437 |
|  #\* | Turkiye Vakiflar Bankasi TAO, Class D | 70573 | 40953 |
|  # | Ulker Biskuvi Sanayi AS | 24539 | 62961 |
|  \* | Vakif Finansal Kiralama AS | 550567 | 25705 |
|  #\* | Vestel Elektronik Sanayi ve Ticaret AS | 6264 | 4960 |
|  \* | Yapi ve Kredi Bankasi AS | 513411 | 409572 |
|  \* | Yatas Yatak ve Yorgan Sanayi ve Ticaret AS | 61645 | 54956 |
|  \* | Yayla Agro Gida Sanayi VE Nakliyat AS | 74663 | 19513 |
|  \* | Zorlu Enerji Elektrik Uretim AS | 733335 | 58367 |
|  TOTAL TURKEY | TOTAL TURKEY |  | 8103789 |
|  UNITED ARAB EMIRATES — (0.5%) | UNITED ARAB EMIRATES — (0.5%) |  |  |
|  | Abu Dhabi Commercial Bank PJSC | 414384 | 1625752 |
|  | Abu Dhabi Islamic Bank PJSC | 266505 | 1531372 |
|  | Abu Dhabi National Hotels | 1807881 | 219395 |
|  | Abu Dhabi National Insurance Co. PSC | 33078 | 65907 |

---

------

##### [**Table of Contents**](#toc)
**WORLD EX U.S. CORE EQUITY PORTFOLIO** 

**CONTINUED** 

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  UNITED ARAB EMIRATES — (Continued) | UNITED ARAB EMIRATES — (Continued) |  |  |
|  | Abu Dhabi National Oil Co. for Distribution PJSC | 549225 | $536769 |
|  \* | Abu Dhabi Ports Co. PJSC | 329162 | 410957 |
|  | Abu Dhabi Ship Building Co. PJSC | 20468 | 40091 |
|  | ADNOC Drilling Co. PJSC | 358586 | 544781 |
|  | ADNOC Logistics & Services | 307873 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;480919 |
|  | Agility Global PLC | 1216270 | 360826 |
|  | Agthia Group PJSC | 110163 | 116022 |
|  | Air Arabia PJSC | 766156 | 812959 |
|  | Ajman Bank PJSC | 379369 | 150804 |
|  \* | AL Seer Marine Supplies & Equipment Co. LLC | 98062 | 79321 |
|  | Aldar Properties PJSC | 150742 | 369335 |
|  | Alpha Dhabi Holding PJSC | 48424 | 131994 |
|  | Amanat Holdings PJSC | 473891 | 148320 |
|  | Americana Restaurants International PLC - Foreign Co. | 813136 | 462830 |
|  \* | Amlak Finance PJSC | 227884 | 107355 |
|  \*†† | Arabtec Holding PJSC | 67000 | 0 |
|  \* | Bank of Sharjah | 326628 | 114775 |
|  | Burjeel Holdings PLC | 251746 | 95993 |
|  | Dana Gas PJSC | 1875286 | 422773 |
|  | Deyaar Development PJSC | 530218 | 148901 |
|  | Dubai Electricity & Water Authority PJSC | 226252 | 171175 |
|  | Dubai Financial Market PJSC | 621117 | 260667 |
|  | Dubai Investments PJSC | 868434 | 785304 |
|  | Dubai Islamic Bank PJSC | 582309 | 1506326 |
|  | E7 Group PJSC | 75521 | 22195 |
|  | Emaar Development PJSC | 383148 | 1556370 |
|  | Emaar Properties PJSC | 823834 | 3187944 |
|  | Emirates Central Cooling Systems Corp. | 704662 | 303089 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  UNITED ARAB EMIRATES — (Continued) | UNITED ARAB EMIRATES — (Continued) |  |  |
|  | Emirates Driving Co. | 104206 | $89930 |
|  | Emirates Integrated Telecommunications Co. PJSC | 208587 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;536391 |
|  | Emirates NBD Bank PJSC | 370341 | 2833805 |
|  \* | Emirates Reem Investments PJSC | 18399 | 14316 |
|  | Emirates Telecommunications Group Co. PJSC | 194546 | 1027160 |
|  \* | EMSTEEL Building Materials PJSC | 609028 | 195498 |
|  \* | Eshraq Investments PJSC | 295666 | 34829 |
|  | Fertiglobe PLC | 229770 | 156377 |
|  | First Abu Dhabi Bank PJSC | 309323 | 1468358 |
|  \* | Ghitha Holding PJSC | 14099 | 90037 |
|  \* | Gulf Navigation Holding PJSC | 41242 | 102392 |
|  \* | Gulf Pharmaceutical Industries PSC | 41429 | 13854 |
|  \* | Manazel PJSC | 560892 | 45792 |
|  \* | Modon Holding PSC | 418542 | 415840 |
|  \* | Multiply Group PJSC | 754878 | 613358 |
|  | National Bank of Ras Al-Khaimah PSC | 17241 | 36367 |
|  | National Central Cooling Co. PJSC | 140605 | 115577 |
|  \* | National Corp. for Tourism & Hotels | 86901 | 43510 |
|  | NMDC Group PJSC | 28082 | 182826 |
|  \* | Presight AI Holding PLC | 79113 | 77722 |
|  | Pure Health Holding PJSC | 13677 | 10467 |
|  \* | RAK Properties PJSC | 448701 | 172392 |
|  | Ras Al Khaimah Ceramics PJSC | 182772 | 127897 |
|  | Salik Co. PJSC | 319949 | 520856 |
|  | Sharjah Islamic Bank | 317388 | 254925 |
|  \* | Shuaa Capital PSC | 164892 | 9551 |
|  | Taaleem Holdings PJSC | 29415 | 34728 |
|  | TECOM Group PJSC | 136542 | 121168 |
|  \* | Union Properties PJSC | 643307 | 141048 |
|  TOTAL UNITED ARAB EMIRATES | TOTAL UNITED ARAB EMIRATES |  | 26258192 |
|  UNITED KINGDOM — (7.7%) | UNITED KINGDOM — (7.7%) |  |  |
|  | 3i Group PLC | 69520 | 4023163 |

---

------

##### [**Table of Contents**](#toc)
**WORLD EX U.S. CORE EQUITY PORTFOLIO** 

**CONTINUED** 

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  UNITED KINGDOM — (Continued) | UNITED KINGDOM — (Continued) |  |  |
|  | 4imprint Group PLC | 6340 | $277646 |
|  | Aberdeen Group PLC | 554473 | 1478798 |
|  \* | Accesso Technology Group PLC | 3932 | 18322 |
|  | Admiral Group PLC | 36517 | 1572320 |
|  | Advanced Medical Solutions Group PLC | 38462 | 108666 |
|  \* | Afentra PLC | 17007 | 10168 |
|  | AG Barr PLC | 27400 | 240838 |
|  W | Airtel Africa PLC | 262435 | 954391 |
|  | AJ Bell PLC | 107407 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;758270 |
|  W | Alfa Financial Software Holdings PLC | 42001 | 125112 |
|  | Anglo American PLC | 100611 | 3806378 |
|  | Anglo-Eastern Plantations PLC | 7046 | 129611 |
|  | Antofagasta PLC | 26624 | 977164 |
|  \* | AO World PLC | 78261 | 109448 |
|  | Ashmore Group PLC | 87325 | 215589 |
|  | Ashtead Group PLC | 59713 | 3988516 |
|  # | Ashtead Technology Holdings PLC | 15209 | 65460 |
|  #\* | ASOS PLC | 16329 | 54647 |
|  | Associated British Foods PLC | 38722 | 1168496 |
|  #\*W | Aston Martin Lagonda Global Holdings PLC | 39203 | 32456 |
|  | AstraZeneca PLC (AZN LN) | 47070 | 7764127 |
|  | AstraZeneca PLC (AZN US), Sponsored ADR | 92295 | 7605108 |
|  | Atalaya Mining Copper SA | 40111 | 360769 |
|  \* | Auction Technology Group PLC | 19370 | 78663 |
|  W | Auto Trader Group PLC | 163366 | 1675985 |
|  | Aviva PLC | 386395 | 3396137 |
|  | Avon Technologies PLC | 4262 | 107385 |
|  | B&M European Value Retail SA | 247748 | 584984 |
|  | Babcock International Group PLC | 167748 | 2678772 |
|  | BAE Systems PLC | 101491 | 2500075 |
|  W | Bakkavor Group PLC | 69648 | 202991 |
|  | Balfour Beatty PLC | 131888 | 1165636 |
|  | Barclays PLC (BARC LN) | 1157795 | 6209973 |
|  | Barratt Redrow PLC | 387669 | 1918372 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  UNITED KINGDOM — (Continued) | UNITED KINGDOM — (Continued) |  |  |
|  | Beazley PLC | 239062 | $2924634 |
|  | Begbies Traynor Group PLC | 13528 | 19907 |
|  | Bellway PLC | 42909 | 1480917 |
|  | Berkeley Group Holdings PLC | 24000 | 1271390 |
|  | Bloomsbury Publishing PLC | 23687 | 155424 |
|  | Bodycote PLC | 38757 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;314228 |
|  #\* | boohoo Group PLC | 178266 | 28100 |
|  | BP PLC (BP LN) | 266095 | 1558999 |
|  | BP PLC (BP US), Sponsored ADR | 242656 | 8524505 |
|  | Braemar PLC | 11607 | 35899 |
|  | Breedon Group PLC | 98460 | 445703 |
|  W | Bridgepoint Group PLC | 42049 | 166533 |
|  | British American Tobacco PLC (BATS LN) | 128683 | 6590563 |
|  # | Brooks Macdonald Group PLC | 3134 | 71831 |
|  | BT Group PLC | 1786031 | 4358939 |
|  | Bunzl PLC | 25453 | 773713 |
|  \* | Burberry Group PLC | 91685 | 1492417 |
|  | Burford Capital Ltd. | 58258 | 572312 |
|  | Bytes Technology Group PLC (BYI SJ) | 15371 | 75499 |
|  | Bytes Technology Group PLC (BYIT LN) | 48124 | 234532 |
|  | C&C Group PLC | 92034 | 165352 |
|  \* | Canal & SA | 217604 | 685118 |
|  \* | Capita PLC | 9263 | 38188 |
|  | Capital Ltd. | 80305 | 126580 |
|  \* | Capricorn Energy PLC | 30070 | 78991 |
|  | Card Factory PLC | 107748 | 146433 |
|  \* | Carnival PLC (CCL LN) | 4905 | 127431 |
|  \* | Carnival PLC (CUK US), ADR | 14523 | 377743 |
|  | Castings PLC | 1541 | 4932 |
|  | Central Asia Metals PLC | 52061 | 108882 |
|  | Centrica PLC | 1621757 | 3822158 |
|  | Chemring Group PLC | 38755 | 292145 |
|  | Chesnara PLC | 78748 | 284557 |
|  | Clarkson PLC | 5180 | 246900 |
|  \* | Close Brothers Group PLC | 42193 | 232742 |
|  W | CMC Markets PLC | 32124 | 90888 |
|  | Coats Group PLC | 473049 | 508361 |

---

------

##### [**Table of Contents**](#toc)
**WORLD EX U.S. CORE EQUITY PORTFOLIO** 

**CONTINUED** 

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  UNITED KINGDOM — (Continued) | UNITED KINGDOM — (Continued) |  |  |
|  | Coca-Cola HBC AG | 19150 | $868990 |
|  | Cohort PLC | 4887 | 86314 |
|  | Compass Group PLC | 102564 | 3394839 |
|  | Computacenter PLC | 24868 | 937085 |
|  | Conduit Holdings Ltd. | 20557 | 91556 |
|  W | Convatec Group PLC | 173830 | 558269 |
|  | Costain Group PLC | 42578 | 85865 |
|  | Cranswick PLC | 13296 | 862574 |
|  | Crest Nicholson Holdings PLC | 94626 | 205730 |
|  | Croda International PLC | 5514 | 209325 |
|  | Currys PLC | 527609 | 973864 |
|  | CVS Group PLC | 19645 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;320473 |
|  | DCC PLC | 21273 | 1401444 |
|  \* | DFS Furniture PLC | 73635 | 154156 |
|  # | Diageo PLC (DEO US), Sponsored ADR | 32065 | 2952866 |
|  | Diageo PLC (DGE LN) | 5632 | 129546 |
|  | Diploma PLC | 10829 | 798888 |
|  | DiscoverIE Group PLC | 19238 | 147133 |
|  | Diversified Energy Co. PLC (DEC LN) | 8438 | 106487 |
|  | Diversified Energy Co. PLC (DEC US) | 8765 | 110877 |
|  | Domino's Pizza Group PLC | 67689 | 173110 |
|  | dotdigital group PLC | 47751 | 42705 |
|  | Dowlais Group PLC | 425460 | 462209 |
|  | Dr. Martens PLC | 27901 | 33374 |
|  | Drax Group PLC | 135304 | 1282368 |
|  | Dunelm Group PLC | 43470 | 638431 |
|  | easyJet PLC | 69018 | 439424 |
|  | Ecora Resources PLC | 64586 | 81494 |
|  \* | EKF Diagnostics Holdings PLC | 10269 | 3560 |
|  | Elementis PLC | 134303 | 290305 |
|  # | Energean PLC | 56583 | 717114 |
|  | EnQuest PLC | 672112 | 107442 |
|  | Entain PLC | 71416 | 743852 |
|  | Essentra PLC | 44343 | 56713 |
|  | Experian PLC | 95845 | 4470705 |
|  | FDM Group Holdings PLC | 30143 | 47634 |
|  | Firstgroup PLC | 307314 | 848911 |
|  | Foresight Group Holdings Ltd. | 22346 | 133963 |
|  W | Forterra PLC | 47338 | 113280 |
|  | Foxtons Group PLC | 89171 | 64448 |
|  \* | Frasers Group PLC | 33822 | 324686 |
|  | Fresnillo PLC | 57209 | 1672972 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  UNITED KINGDOM — (Continued) | UNITED KINGDOM — (Continued) |  |  |
|  | Fuller Smith & Turner PLC, Class A | 12999 | $105237 |
|  \*W | Funding Circle Holdings PLC | 61038 | 106117 |
|  | Future PLC | 19968 | 161010 |
|  | Galliford Try Holdings PLC | 20826 | 142144 |
|  | Games Workshop Group PLC | 10708 | 2242343 |
|  \* | Gaming Realms PLC | 58159 | 31454 |
|  | Gamma Communications PLC | 17469 | 228064 |
|  | GB Group PLC | 77440 | 239713 |
|  \* | Genel Energy PLC | 63993 | 54008 |
|  | Genuit Group PLC | 71508 | 347668 |
|  \* | Georgia Capital PLC | 14057 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;478366 |
|  | Glencore PLC | 617938 | 2960272 |
|  | Gooch & Housego PLC | 9024 | 68272 |
|  | Goodwin PLC | 208 | 59361 |
|  †† | Gracell Biotechnologies, Inc., ADR | 16505 | 1816 |
|  | Grafton Group PLC, CDI | 62669 | 783650 |
|  | Grainger PLC | 212225 | 522893 |
|  | Greencore Group PLC | 149296 | 467681 |
|  | Greggs PLC | 33778 | 715935 |
|  \* | Griffin Mining Ltd. | 14013 | 35035 |
|  | GSK PLC (GSK LN) | 147543 | 3454498 |
|  # | GSK PLC (GSK US), Sponsored ADR | 96091 | 4502824 |
|  | Gulf Keystone Petroleum Ltd. | 100579 | 239422 |
|  \* | Gulf Marine Services PLC | 49766 | 10995 |
|  \*W | Gym Group PLC | 57835 | 105717 |
|  | Haleon PLC (HLN LN) | 629943 | 2929379 |
|  # | Haleon PLC (HLN US), ADR | 7340 | 68042 |
|  | Halfords Group PLC | 69518 | 136570 |
|  | Halma PLC | 17692 | 824419 |
|  | Harbour Energy PLC | 114485 | 338874 |
|  | Hargreaves Services PLC | 7815 | 67393 |
|  | Harworth Group PLC | 43255 | 93200 |
|  | Hays PLC | 206230 | 160145 |
|  \* | Headlam Group PLC | 18512 | 12492 |
|  | Helical PLC | 54773 | 150115 |
|  \* | Helios Towers PLC | 168720 | 331793 |
|  | Henry Boot PLC | 27912 | 81176 |

---

------

##### [**Table of Contents**](#toc)
**WORLD EX U.S. CORE EQUITY PORTFOLIO** 

**CONTINUED** 

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  UNITED KINGDOM — (Continued) | UNITED KINGDOM — (Continued) |  |  |
|  | Hikma Pharmaceuticals PLC | 32924 | $796415 |
|  | Hill & Smith PLC | 21306 | 602895 |
|  | Hilton Food Group PLC | 27145 | 229551 |
|  | Hiscox Ltd. | 106599 | 1927126 |
|  | Hochschild Mining PLC | 136754 | 594467 |
|  | Hollywood Bowl Group PLC | 52541 | 186147 |
|  W | Hostelworld Group PLC | 15138 | 25275 |
|  | Howden Joinery Group PLC | 194268 | 2206469 |
|  | HSBC Holdings PLC (HSBA LN) | 462320 | 6472222 |
|  | HSBC Holdings PLC (HSBC US), Sponsored ADR | 138463 | 9702102 |
|  | Hunting PLC | 41308 | 185504 |
|  W | Ibstock PLC | 77283 | 138834 |
|  | ICG PLC | 30676 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;779278 |
|  | IDOX PLC | 32237 | 29889 |
|  | IG Group Holdings PLC | 122833 | 1797977 |
|  | IMI PLC | 98926 | 3110132 |
|  | Impax Asset Management Group PLC | 20782 | 52094 |
|  | Imperial Brands PLC | 120963 | 4806379 |
|  | Inchcape PLC | 126742 | 1271837 |
|  \* | Indivior PLC | 14579 | 428179 |
|  | Informa PLC | 181115 | 2306191 |
|  | IntegraFin Holdings PLC | 41800 | 199074 |
|  | InterContinental Hotels Group PLC (IHG LN) | 2901 | 349914 |
|  # | InterContinental Hotels Group PLC (IHG US), ADR | 13252 | 1609638 |
|  | International Personal Finance PLC | 72517 | 194859 |
|  | International Workplace Group PLC | 165973 | 493953 |
|  | Intertek Group PLC | 31337 | 2087296 |
|  | Investec PLC | 171771 | 1293373 |
|  \* | IP Group PLC | 287905 | 228800 |
|  #\* | IQE PLC | 250080 | 18887 |
|  #\* | ITM Power PLC | 11679 | 12134 |
|  | ITV PLC | 801546 | 733700 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  UNITED KINGDOM — (Continued) | UNITED KINGDOM — (Continued) |  |  |
|  | J D Wetherspoon PLC | 29560 | $250781 |
|  | J Sainsbury PLC | 505272 | 2268614 |
|  \* | James Fisher & Sons PLC | 13516 | 70636 |
|  | James Halstead PLC | 47018 | 86229 |
|  | JD Sports Fashion PLC | 628814 | 770539 |
|  | JET2 PLC | 20824 | 363647 |
|  \* | John Wood Group PLC | 194931 | 47221 |
|  | Johnson Matthey PLC | 49163 | 1376873 |
|  | Johnson Service Group PLC | 113318 | 201791 |
|  | Jupiter Fund Management PLC | 111514 | 223227 |
|  | Just Group PLC | 331163 | 924467 |
|  | Kainos Group PLC | 19826 | 246017 |
|  | Keller Group PLC | 53847 | 1123243 |
|  | Kier Group PLC | 140860 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;400810 |
|  | Kingfisher PLC | 526024 | 2133332 |
|  | Kitwave Group PLC | 9363 | 26429 |
|  | Knights Group Holdings PLC | 8396 | 18564 |
|  | Lancashire Holdings Ltd. | 80373 | 705773 |
|  | Legal & General Group PLC | 531976 | 1662381 |
|  | Lion Finance Group PLC | 18144 | 1910087 |
|  | Liontrust Asset Management PLC | 10740 | 43869 |
|  | Lloyds Banking Group PLC (LLOY LN) | 4967542 | 5824381 |
|  | London Investment Group PLC | 2223 | 10972 |
|  | London Stock Exchange Group PLC | 7836 | 976571 |
|  | LSL Property Services PLC | 21252 | 71256 |
|  W | Luceco PLC | 17334 | 30041 |
|  | M&C Saatchi PLC | 26191 | 46870 |
|  | M&G PLC | 546606 | 1892441 |
|  | Macfarlane Group PLC | 47125 | 43112 |
|  | Man Group PLC | 203961 | 563506 |
|  | Marks & Spencer Group PLC | 691332 | 3612773 |
|  | Marshalls PLC | 64748 | 143624 |
|  \* | Marston's PLC | 259927 | 156462 |
|  | McBride PLC | 53087 | 81819 |

---

------

##### [**Table of Contents**](#toc)
**WORLD EX U.S. CORE EQUITY PORTFOLIO** 

**CONTINUED** 

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  UNITED KINGDOM — (Continued) | UNITED KINGDOM — (Continued) |  |  |
|  | Me Group International PLC | 106144 | $262716 |
|  | Mears Group PLC | 43229 | 201489 |
|  | Melrose Industries PLC | 145360 | 1197482 |
|  \* | Metro Bank Holdings PLC | 54271 | 83522 |
|  # | Midwich Group PLC | 19506 | 44104 |
|  \* | Mitchells & Butlers PLC | 102151 | 326661 |
|  | Mitie Group PLC | 362970 | 785091 |
|  | MJ Gleeson PLC | 17134 | 83083 |
|  | Mondi PLC | 73304 | 819384 |
|  | MONY Group PLC | 164054 | 418383 |
|  | Moonpig Group PLC | 65807 | 185468 |
|  | Morgan Advanced Materials PLC | 70617 | 189375 |
|  | Morgan Sindall Group PLC | 10550 | 644602 |
|  | Mortgage Advice Bureau Holdings Ltd. | 4769 | 43720 |
|  | MP Evans Group PLC | 12136 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;215287 |
|  | National Grid PLC (NG LN) | 79704 | 1195090 |
|  # | National Grid PLC (NGG US), Sponsored ADR | 24205 | 1821426 |
|  | NatWest Group PLC (NWG LN) | 518694 | 3993172 |
|  | NatWest Group PLC (NWG US), Sponsored ADR | 105299 | 1628983 |
|  | NCC Group PLC | 69878 | 137441 |
|  | Next 15 Group PLC | 24898 | 135251 |
|  | Next PLC | 15976 | 3001731 |
|  | Ninety One PLC | 124236 | 377655 |
|  | Norcros PLC | 29191 | 115025 |
|  \* | Ocado Group PLC | 132016 | 380212 |
|  W | On the Beach Group PLC | 31548 | 88126 |
|  | OSB Group PLC | 134233 | 951439 |
|  | Oxford Instruments PLC | 14863 | 368761 |
|  | Pagegroup PLC | 91355 | 283562 |
|  | Pan African Resources PLC | 656500 | 721351 |
|  \* | Pantheon Resources PLC | 181723 | 66818 |
|  | Paragon Banking Group PLC | 78554 | 856740 |
|  | PayPoint PLC | 12008 | 109921 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  UNITED KINGDOM — (Continued) | UNITED KINGDOM — (Continued) |  |  |
|  | Pearson PLC (PSO US), Sponsored ADR | 70351 | $978582 |
|  | Pearson PLC (PSON LN) | 10386 | 144552 |
|  | Pennon Group PLC | 93971 | 640422 |
|  | Persimmon PLC | 80849 | 1284942 |
|  | Pets at Home Group PLC | 130203 | 366772 |
|  | Pharos Energy PLC | 34521 | 9347 |
|  | Phoenix Group Holdings PLC | 31503 | 279080 |
|  \* | Phoenix Spree Deutschland Ltd. | 14613 | 31990 |
|  \* | Pinewood Technologies Group PLC | 21720 | 105121 |
|  | Playtech PLC | 56782 | 196526 |
|  | Plus500 Ltd. | 34070 | 1417634 |
|  | Polar Capital Holdings PLC | 26008 | 196065 |
|  | Pollen Street Group Ltd. | 3987 | 46415 |
|  | Porvair PLC | 4392 | 44252 |
|  | PPHE Hotel Group Ltd. | 4166 | 78331 |
|  | Premier Foods PLC | 262916 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;630617 |
|  | Prudential PLC (PRU LN) | 101805 | 1415912 |
|  # | Prudential PLC (PUK US), ADR | 43085 | 1200348 |
|  \* | PureTech Health PLC (PRTC LN) | 45748 | 79443 |
|  | PZ Cussons PLC | 37864 | 36846 |
|  | QinetiQ Group PLC | 120356 | 760009 |
|  W | Quilter PLC | 325919 | 778150 |
|  | Rank Group PLC | 55941 | 87222 |
|  | Rathbones Group PLC | 11268 | 264116 |
|  \*†† | Raven Property Group Ltd. | 39205 | 0 |
|  | Reach PLC | 142418 | 110573 |
|  | Reckitt Benckiser Group PLC | 82259 | 6291912 |
|  | Record PLC | 26759 | 21080 |
|  | Redcentric PLC | 1875 | 2954 |
|  | RELX PLC (REL LN) | 38132 | 1685296 |
|  | RELX PLC (RELX US), Sponsored ADR | 40644 | 1798072 |
|  | RELX PLC (REN NA) | 48598 | 2140434 |
|  | Renew Holdings PLC | 14848 | 180827 |
|  | Rentokil Initial PLC | 290094 | 1619144 |

---

------

##### [**Table of Contents**](#toc)
**WORLD EX U.S. CORE EQUITY PORTFOLIO** 

**CONTINUED** 

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  UNITED KINGDOM — (Continued) | UNITED KINGDOM — (Continued) |  |  |
|  | Rentokil Initial PLC, Sponsored ADR | 2969 | $82598 |
|  | RHI Magnesita NV | 6366 | 175669 |
|  | Rightmove PLC | 235871 | 2071054 |
|  | Rio Tinto PLC (RIO LN) | 2919 | 210431 |
|  | Rio Tinto PLC (RIO US), Sponsored ADR | 90368 | 6483000 |
|  | Robert Walters PLC | 14202 | 28114 |
|  \* | Rockhopper Exploration PLC | 200148 | 216377 |
|  | Rolls-Royce Holdings PLC | 561583 | 8642085 |
|  | Rotork PLC | 200906 | 904450 |
|  | RS Group PLC | 89755 | 656906 |
|  | RWS Holdings PLC | 51044 | 51920 |
|  | S&U PLC | 1185 | 27761 |
|  W | Sabre Insurance Group PLC | 54083 | 95228 |
|  \* | Saga PLC | 30551 | 106976 |
|  | Sage Group PLC | 95878 | 1449231 |
|  \* | Savannah Energy PLC | 205545 | 18830 |
|  | Savills PLC | 49686 | 658418 |
|  | Schroders PLC | 160403 | 800430 |
|  | Secure Trust Bank PLC | 4722 | 60460 |
|  | Senior PLC | 82116 | 205681 |
|  | Serco Group PLC | 334609 | 1116579 |
|  | Serica Energy PLC | 53343 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;152459 |
|  | Severfield PLC | 94328 | 37224 |
|  | Severn Trent PLC | 33805 | 1235742 |
|  | Shell PLC (SHEL LN) | 31966 | 1198388 |
|  | Shell PLC (SHEL US), ADR | 372644 | 27918488 |
|  \* | SIG PLC | 245058 | 29033 |
|  \* | Sigmaroc PLC | 100353 | 152391 |
|  | Smith & Nephew PLC (SN LN) | 32509 | 600311 |
|  # | Smith & Nephew PLC (SNN US), Sponsored ADR | 15446 | 568722 |
|  | Smiths Group PLC | 37720 | 1249062 |
|  | Smiths News PLC | 53098 | 42543 |
|  | Softcat PLC | 48702 | 1026224 |
|  \* | SolGold PLC | 83699 | 19333 |
|  | Spectris PLC | 16745 | 903349 |
|  | Speedy Hire PLC | 195133 | 70672 |
|  | Spirax Group PLC | 7158 | 667663 |
|  W | Spire Healthcare Group PLC | 84928 | 261841 |
|  | SSE PLC | 126645 | 3190540 |
|  | SSP Group PLC | 175079 | 353836 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  UNITED KINGDOM — (Continued) | UNITED KINGDOM — (Continued) |  |  |
|  | St. James's Place PLC | 151699 | $2588295 |
|  | Standard Chartered PLC | 310696 | 6377731 |
|  | SThree PLC | 20261 | 41910 |
|  \* | Strix Group PLC | 24885 | 10917 |
|  \*†† | Studio Retail Group PLC | 7838 | 0 |
|  | STV Group PLC | 6164 | 9153 |
|  \* | Synthomer PLC | 29916 | 21113 |
|  | Tate & Lyle PLC | 76052 | 386101 |
|  | Tatton Asset Management PLC | 8599 | 84075 |
|  | Taylor Wimpey PLC | 1066722 | 1475533 |
|  | TBC Bank Group PLC | 15540 | 890319 |
|  \* | Team Internet Group PLC | 39440 | 23561 |
|  | Telecom Plus PLC | 25673 | 598830 |
|  | Tesco PLC | 1134907 | 6848791 |
|  \* | THG PLC | 77518 | 47377 |
|  | Topps Tiles PLC | 38488 | 17431 |
|  | TP ICAP Group PLC | 267269 | 921801 |
|  \*W | Trainline PLC | 94659 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;312472 |
|  | Travis Perkins PLC | 71961 | 594975 |
|  | Treatt PLC | 8368 | 26485 |
|  | Trifast PLC | 24484 | 24434 |
|  | TT Electronics PLC | 65123 | 132056 |
|  #\* | Tullow Oil PLC | 210141 | 27125 |
|  # | Unilever PLC (UL US), Sponsored ADR | 92447 | 5564385 |
|  | Unilever PLC (ULVR LN) | 15104 | 906305 |
|  | Unilever PLC (UNA NA) | 6494 | 393253 |
|  | United Utilities Group PLC | 86302 | 1361542 |
|  \* | Vanquis Banking Group PLC | 72167 | 108089 |
|  | Vertu Motors PLC | 104508 | 86035 |
|  | Vesuvius PLC | 81499 | 402182 |
|  | Victrex PLC | 11379 | 96691 |
|  \* | Videndum PLC | 15306 | 8058 |
|  \* | Vistry Group PLC | 98637 | 835520 |
|  | Vodafone Group PLC (VOD LN) | 1918349 | 2322301 |
|  # | Volex PLC | 34911 | 172007 |
|  | Volution Group PLC | 39770 | 343471 |
|  | Vp PLC | 1242 | 9290 |
|  | WAG Payment Solutions PLC | 17824 | 22368 |

---

------

##### [**Table of Contents**](#toc)
**WORLD EX U.S. CORE EQUITY PORTFOLIO** 

**CONTINUED** 

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  UNITED KINGDOM — (Continued) | UNITED KINGDOM — (Continued) |  |  |
|  \*W | Watches of Switzerland Group PLC | 56324 | $290720 |
|  \* | Watkin Jones PLC | 69828 | 26208 |
|  | Weir Group PLC | 36595 | 1424566 |
|  | WH Smith PLC | 38845 | 345061 |
|  | Whitbread PLC | 37882 | 1442176 |
|  | Wickes Group PLC | 91550 | 266367 |
|  | Wilmington PLC | 8381 | 34238 |
|  \* | Wise PLC, Class A | 13801 | 175494 |
|  \*W | Wizz Air Holdings PLC | 1105 | 15201 |
|  | WPP PLC (WPP LN) | 55778 | 210767 |
|  # | WPP PLC (WPP US), Sponsored ADR | 23989 | 455071 |
|  \* | Xaar PLC | 14848 | 24719 |
|  | XPS Pensions Group PLC | 39143 | 173392 |
|  | Young & Co.'s Brewery PLC (YNGA LN), Class A | 8330 | 84248 |
|  | Young & Co.'s Brewery PLC (YNGN LN) | 7529 | 60922 |
|  | Zigup PLC | 65915 | 300286 |
|  | Zotefoams PLC | 4323 | 26026 |
|  TOTAL UNITED KINGDOM | TOTAL UNITED KINGDOM |  | 368223425 |
|  UNITED STATES — (0.1%) | UNITED STATES — (0.1%) |  |  |
|  \* | ADTRAN Holdings, Inc. | 7406 | 76681 |
|  \* | Flutter Entertainment PLC | 1080 | 248771 |
|  \* | Gran Tierra Energy, Inc. (GTE CN) | 13205 | 44909 |
|  # | International Paper Co. | 55889 | 2188482 |
|  | MEG Energy Corp. | 98801 | 2090773 |
|  | Royal Gold, Inc. | 7099 | 1240834 |
|  TOTAL UNITED STATES | TOTAL UNITED STATES | TOTAL UNITED STATES | 5890450 |
|  TOTAL COMMON STOCKS | TOTAL COMMON STOCKS |  | 4647646218 |
|  PREFERRED STOCKS — (0.4%) | PREFERRED STOCKS — (0.4%) |  |  |
|  BRAZIL — (0.2%) | BRAZIL — (0.2%) |  |  |
|  | Alpargatas SA, 1.006% | 41693 | 81992 |
|  | Banco ABC Brasil SA, 8.457% | 38137 | 163112 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  BRAZIL — (Continued) | BRAZIL — (Continued) |  |  |
|  W | Banco BMG SA, 7.859% | 88887 | $66583 |
|  \* | Banco BMG SA | 3654 | 2649 |
|  | Banco Bradesco SA, 7.400% | 221663 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;748223 |
|  | Banco do Estado do Rio Grande do Sul SA, 9.033% | 83494 | 213238 |
|  | Banco Mercantil do Brasil SA, 2.089% | 3584 | 37985 |
|  | Banco Pan SA, 2.333% | 65799 | 126585 |
|  | Banco Pine SA, 6.844% | 35036 | 61151 |
|  | Centrais Eletricas Brasileiras SA, 6.512% | 14000 | 154548 |
|  | Centrais Eletricas de Santa Catarina SA, 9.478% | 1700 | 33018 |
|  | Cia de Ferro Ligas da Bahia FERBASA, 6.359% | 59972 | 87506 |
|  | Cia De Sanena Do Parana, 6.586% | 179798 | 228259 |
|  | Cia Energetica de Minas Gerais, 12.908% | 221829 | 467577 |
|  | Cia Paranaense de Energia - Copel Class B, 4.654% | 171936 | 444864 |
|  | Energisa SA, 6.170% | 193 | 337 |
|  | Eucatex SA Industria e Comercio, 4.404% | 26314 | 81682 |
|  | Gerdau SA, 3.379% | 60750 | 213869 |
|  | Isa Energia Brasil SA, 10.298% | 39563 | 184653 |
|  | Itau Unibanco Holding SA, 6.653% | 150642 | 1104345 |
|  | Klabin SA, 6.050% | 3 | 2 |
|  | Marcopolo SA, 7.858% | 193536 | 283831 |
|  | Petroleo Brasileiro SA - Petrobras, 10.136% | 616194 | 3407424 |
|  \* | Raizen SA | 297543 | 52541 |
|  | Randoncorp SA, 4.234% | 64153 | 72143 |
|  | Schulz SA, 6.913% | 27962 | 25311 |
|  | Taurus Armas SA, 3.642% | 22990 | 21623 |

---

------

##### [**Table of Contents**](#toc)
**WORLD EX U.S. CORE EQUITY PORTFOLIO** 

**CONTINUED** 

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  BRAZIL — (Continued) | BRAZIL — (Continued) |  |  |
|  | Track & Field Co. SA, 1.451% | 7000 | $23563 |
|  | Unipar Carbocloro SA, 10.425% | 7118 | 93937 |
|  \* | Usinas Siderurgicasde Minas Gerais SA Usiminas | 129559 | 136544 |
|  TOTAL BRAZIL | TOTAL BRAZIL |  | 8619095 |
|  CHILE — (0.0%) | CHILE — (0.0%) |  |  |
|  | Embotelladora Andina SA, 4.564% | 47804 | 215026 |
|  COLOMBIA — (0.0%) | COLOMBIA — (0.0%) |  |  |
|  | Grupo Argos SA, 5.588% | 8261 | 25889 |
|  | Grupo Aval Acciones y Valores SA, 3.140% | 451853 | 91082 |
|  | Grupo de Inversiones Suramericana SA, 3.606% | 12695 | 134700 |
|  TOTAL COLOMBIA | TOTAL COLOMBIA |  | 251671 |
|  GERMANY — (0.2%) | GERMANY — (0.2%) |  |  |
|  | Bayerische Motoren Werke AG, 5.764% | 6151 | 532897 |
|  #W | Dr. Ing hc F Porsche AG, 5.074% | 11745 | 614509 |
|  | Draegerwerk AG & Co. KGaA, 2.796% | 2818 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;237466 |
|  | Einhell Germany AG, 1.843% | 1782 | 168999 |
|  | FUCHS SE, 3.020% | 24279 | 1086838 |
|  | Henkel AG & Co. KGaA, 2.901% | 20747 | 1680774 |
|  | Jungheinrich AG, 2.591% | 19888 | 710761 |
|  | Porsche Automobil Holding SE, 5.552% | 48794 | 1938755 |
|  | Sartorius AG, 0.312% | 362 | 99596 |
|  | Sixt SE, 4.946% | 6464 | 410654 |
|  | STO SE & Co. KGaA, 2.782% | 939 | 129087 |
|  | Villeroy & Boch AG, 5.438% | 2636 | 50293 |
|  | Volkswagen AG, 7.042% | 26069 | 2714741 |
|  TOTAL GERMANY | TOTAL GERMANY |  | 10375370 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  INDIA — (0.0%) | INDIA — (0.0%) |  |  |
|  | TVS Motor Co. Ltd., 6.000% | 190612 | $21472 |
|  PHILIPPINES — (0.0%) | PHILIPPINES — (0.0%) |  |  |
|  | Cebu Air, Inc., 6.000% | 55128 | 30901 |
|  TOTAL PREFERRED STOCKS | TOTAL PREFERRED STOCKS |  | &nbsp;&nbsp;&nbsp;&nbsp;19513535 |
|  RIGHTS/WARRANTS — (0.0%) | RIGHTS/WARRANTS — (0.0%) |  |  |
|  AUSTRALIA — (0.0%) | AUSTRALIA — (0.0%) |  |  |
|  \* | Silver Mines Ltd. Warrants 06/17/26 | 9517 | 314 |
|  BRAZIL — (0.0%) | BRAZIL — (0.0%) |  |  |
|  \* | Banco Pine SA Rights 11/17/2025 | 886 | 178 |
|  \* | Oncoclinicas do Brasil Servicos Medicos SA Rights 11/07/2025 | 37730 | 210 |
|  TOTAL BRAZIL | TOTAL BRAZIL | TOTAL BRAZIL | 388 |
|  CANADA — (0.0%) | CANADA — (0.0%) |  |  |
|  \* | Constellation Software, Inc. Warrants 03/31/2040 | 1541 | 0 |
|  GERMANY — (0.0%) | GERMANY — (0.0%) |  |  |
|  #\* | BayWa AG Rights 11/10/2025 | 3491 | 5996 |
|  ITALY — (0.0%) | ITALY — (0.0%) |  |  |
|  #\* | Webuild SpA Warrants 08/02/2030 | 6942 | 0 |
|  NORWAY — (0.0%) | NORWAY — (0.0%) |  |  |
|  #\* | Vend Marketplaces ASA Rights 11/13/2025 | 2018 | 4492 |
|  SPAIN — (0.0%) | SPAIN — (0.0%) |  |  |
|  \* | Vidrala SA Rights 11/17/2025 | 7360 | 34782 |
|  SWITZERLAND — (0.0%) | SWITZERLAND — (0.0%) |  |  |
|  \* | Fundamenta Real Estate AG Rights 11/03/2025 | 4475 | 199 |

---

------

##### [**Table of Contents**](#toc)
**WORLD EX U.S. CORE EQUITY PORTFOLIO** 

**CONTINUED** 

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** | **Value»** |
|  TAIWAN — (0.0%) | TAIWAN — (0.0%) |  |  |  |
|  \* | National Aerospace Fasteners Corp. Rights 11/17/2025 | 857 | $| 348 |
|  \* | Yeong Guan Energy Technology Group Co. Ltd. Rights 11/10/2025 | 6502 |  | 402 |
|  TOTAL TAIWAN | TOTAL TAIWAN |  |  | 750 |
|  THAILAND — (0.0%) | THAILAND — (0.0%) | THAILAND — (0.0%) | THAILAND — (0.0%) | THAILAND — (0.0%) |
|  \* | Assetwise PCL | 4930 |  | 0 |
|  \* | Better World Green PCL Warrants | 586066 |  | 0 |
|  TOTAL RIGHTS/WARRANTS | TOTAL RIGHTS/WARRANTS |  |  | 46921 |
|  TOTAL INVESTMENT SECURITIES<br>(Cost $2,862,071,098) | TOTAL INVESTMENT SECURITIES<br>(Cost $2,862,071,098) |  |  | 4667206674 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
|  SECURITIES LENDING COLLATERAL — (2.9%) | SECURITIES LENDING COLLATERAL — (2.9%) | SECURITIES LENDING COLLATERAL — (2.9%) |  |
|  @§ | The DFA Short Term Investment Fund | 12033841 | $139195439 |
|  TOTAL INVESTMENTS — (100.0%)<br>(Cost $3,001,266,536) | TOTAL INVESTMENTS — (100.0%)<br>(Cost $3,001,266,536) | TOTAL INVESTMENTS — (100.0%)<br>(Cost $3,001,266,536) | $4806402113 |

---

As of October 31, 2025, World ex U.S. Core Equity Portfolio had entered into the following outstanding futures contracts:

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Description** | **Number of<br>Contracts** | **Expiration<br>Date** | **Notional**<br>**Value** | **Market**<br>**Value** | **Unrealized<br>Appreciation<br>(Depreciation)** |
|  **Long Position Contracts:** |  |  |  |  |  |
|  S&P 500<sup>®</sup> Emini Index | 112 | 12/19/25 | $37759132 | $38494400 | $735268 |
|  **Total Futures Contracts** |  |  | $**37759132** | $**38494400** | $**735268** |

---

As of October 31, 2025, the value of Rule 144A securities amounted to $131,241,812 or 2.8% of net assets.

Summary of the Portfolio's investments as of October 31, 2025, 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)** |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Level 1**  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Level 2**  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Level 3**  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Total**  |
|  **Assets** |  |  |  |  |
|  Common Stocks |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Australia | $3531477 | $190530023 | $3194 | $194064694 |
| &nbsp;&nbsp;&nbsp;&nbsp; Austria |  | 20001672 |  | 20001672 |
| &nbsp;&nbsp;&nbsp;&nbsp; Belgium | 886121 | 33222531 |  | 34108652 |
| &nbsp;&nbsp;&nbsp;&nbsp; Brazil | 46348440 | 80825 |  | 46429265 |
| &nbsp;&nbsp;&nbsp;&nbsp; Canada | 374059704 | 1085522 |  | 375145226 |
| &nbsp;&nbsp;&nbsp;&nbsp; Chile | 779497 | 6385992 |  | 7165489 |
| &nbsp;&nbsp;&nbsp;&nbsp; China | 28810006 | 406287585 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;60266 | 435157857 |
| &nbsp;&nbsp;&nbsp;&nbsp; Colombia | 1718328 | 176033 |  | 1894361 |
| &nbsp;&nbsp;&nbsp;&nbsp; Czech Republic |  | 2213963 |  | 2213963 |
| &nbsp;&nbsp;&nbsp;&nbsp; Denmark |  | 67563057 |  | 67563057 |

---

------

##### [**Table of Contents**](#toc)
**WORLD EX U.S. CORE EQUITY PORTFOLIO** 

**CONTINUED** 

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Level 1**  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Level 2**  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Level 3**  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Total**  |
| &nbsp;&nbsp;&nbsp;&nbsp; Egypt | $124655 | $204633 |  | $329288 |
| &nbsp;&nbsp;&nbsp;&nbsp; Finland | 235693 | 54703762 |  | 54939455 |
| &nbsp;&nbsp;&nbsp;&nbsp; France | 1404065 | 234421313 |  | 235825378 |
| &nbsp;&nbsp;&nbsp;&nbsp; Germany | 2819015 | 229384886 |  | 232203901 |
| &nbsp;&nbsp;&nbsp;&nbsp; Greece |  | 8200992 |  | 8200992 |
| &nbsp;&nbsp;&nbsp;&nbsp; Hong Kong |  | 50819141 | $9374 | 50828515 |
| &nbsp;&nbsp;&nbsp;&nbsp; Hungary |  | 3702489 |  | 3702489 |
| &nbsp;&nbsp;&nbsp;&nbsp; India | 9056144 | 239148016 |  | 248204160 |
| &nbsp;&nbsp;&nbsp;&nbsp; Indonesia | 84511 | 19541293 | 20906 | 19646710 |
| &nbsp;&nbsp;&nbsp;&nbsp; Ireland |  | 17460773 |  | 17460773 |
| &nbsp;&nbsp;&nbsp;&nbsp; Israel | 2392564 | 37767547 |  | 40160111 |
| &nbsp;&nbsp;&nbsp;&nbsp; Italy | 625437 | 111530248 |  | 112155685 |
| &nbsp;&nbsp;&nbsp;&nbsp; Japan | 2186224 | 700491955 |  | 702678179 |
| &nbsp;&nbsp;&nbsp;&nbsp; Kuwait |  | 12239126 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10401 | 12249527 |
| &nbsp;&nbsp;&nbsp;&nbsp; Malaysia |  | 21544527 | 25 | 21544552 |
| &nbsp;&nbsp;&nbsp;&nbsp; Mexico | 29129953 | 148534 |  | 29278487 |
| &nbsp;&nbsp;&nbsp;&nbsp; Netherlands | 25428086 | 86751612 |  | 112179698 |
| &nbsp;&nbsp;&nbsp;&nbsp; New Zealand |  | 8938354 |  | 8938354 |
| &nbsp;&nbsp;&nbsp;&nbsp; Norway | 47165 | 23101680 |  | 23148845 |
| &nbsp;&nbsp;&nbsp;&nbsp; Peru | 613140 |  |  | 613140 |
| &nbsp;&nbsp;&nbsp;&nbsp; Philippines | 16260 | 7179188 | 1421 | 7196869 |
| &nbsp;&nbsp;&nbsp;&nbsp; Poland |  | 19938752 |  | 19938752 |
| &nbsp;&nbsp;&nbsp;&nbsp; Portugal |  | 11132116 |  | 11132116 |
| &nbsp;&nbsp;&nbsp;&nbsp; Qatar |  | 9965707 |  | 9965707 |
| &nbsp;&nbsp;&nbsp;&nbsp; Saudi Arabia | 26831 | 40954989 |  | 40981820 |
| &nbsp;&nbsp;&nbsp;&nbsp; Singapore |  | 38370640 |  | 38370640 |
| &nbsp;&nbsp;&nbsp;&nbsp; South Africa | 5787410 | 44798526 |  | 50585936 |
| &nbsp;&nbsp;&nbsp;&nbsp; South Korea | 416726 | 188917291 | 51589 | 189385606 |
| &nbsp;&nbsp;&nbsp;&nbsp; Spain | 434778 | 94657408 |  | 95092186 |
| &nbsp;&nbsp;&nbsp;&nbsp; Sweden | 24638 | 88223030 |  | 88247668 |
| &nbsp;&nbsp;&nbsp;&nbsp; Switzerland | 23748361 | 216711946 |  | 240460307 |
| &nbsp;&nbsp;&nbsp;&nbsp; Taiwan | 31248372 | 280688174 | 4408 | 311940954 |
| &nbsp;&nbsp;&nbsp;&nbsp; Thailand | 105269 | 17734057 |  | 17839326 |
| &nbsp;&nbsp;&nbsp;&nbsp; Turkey |  | 8103789 |  | 8103789 |
| &nbsp;&nbsp;&nbsp;&nbsp; United Arab Emirates |  | 26258192 |  | 26258192 |
| &nbsp;&nbsp;&nbsp;&nbsp; United Kingdom | 83953380 | 284268229 | 1816 | 368223425 |
| &nbsp;&nbsp;&nbsp;&nbsp; United States | 3376516 | 2513934 |  | 5890450 |
|  Preferred Stocks |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Brazil | 8619095 |  |  | 8619095 |
| &nbsp;&nbsp;&nbsp;&nbsp; Chile |  | 215026 |  | 215026 |
| &nbsp;&nbsp;&nbsp;&nbsp; Colombia | 251671 |  |  | 251671 |
| &nbsp;&nbsp;&nbsp;&nbsp; Germany |  | 10375370 |  | 10375370 |
| &nbsp;&nbsp;&nbsp;&nbsp; India |  | 21472 |  | 21472 |
| &nbsp;&nbsp;&nbsp;&nbsp; Philippines |  | 30901 |  | 30901 |
|  Rights/Warrants |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Australia |  | 314 |  | 314 |
| &nbsp;&nbsp;&nbsp;&nbsp; Brazil |  | 388 |  | 388 |
| &nbsp;&nbsp;&nbsp;&nbsp; Canada |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Germany |  | 5996 |  | 5996 |
| &nbsp;&nbsp;&nbsp;&nbsp; Italy |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Norway |  | 4492 |  | 4492 |
| &nbsp;&nbsp;&nbsp;&nbsp; Spain |  | 34782 |  | 34782 |
| &nbsp;&nbsp;&nbsp;&nbsp; Switzerland |  | 199 |  | 199 |
| &nbsp;&nbsp;&nbsp;&nbsp; Taiwan |  | 750 |  | 750 |

---

------

##### [**Table of Contents**](#toc)
**WORLD EX U.S. CORE EQUITY PORTFOLIO** 

**CONTINUED** 

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Level 1**  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Level 2**  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Level 3**  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Total**  |
| &nbsp;&nbsp;&nbsp;&nbsp; Thailand |  |  |  |  |
|  Securities Lending Collateral |  | $139195439 |  | $139195439 |
|  Total Investments in Securities | $688289532 | $4117949181 | $163,400<> | $4806402113 |
|  **Financial Instruments** |  |  |  |  |
|  **Assets** |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Futures Contracts\*\* | $735268 |  |  | 735268 |
|  Total Financial Instruments | $735268 |  |  | $735268 |

---

\*\* Valued at the unrealized appreciation/(depreciation) on the investment.

---

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

---

See accompanying Notes to Financial Statements.

------

##### [**Table of Contents**](#toc)
**WORLD EX U.S. TARGETED VALUE PORTFOLIO** 

**SCHEDULE OF INVESTMENTS** 

**October 31, 2025** 

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  COMMON STOCKS — (97.4%) | COMMON STOCKS — (97.4%) |  |  |
|  AUSTRALIA — (4.2%) | AUSTRALIA — (4.2%) |  |  |
|  | Accent Group Ltd. | 50887 | $42602 |
|  # | Adairs Ltd. | 39624 | 52596 |
|  \* | AIC Mines Ltd. | 66335 | 20810 |
|  #\* | Ainsworth Game Technology Ltd. | 37289 | 24897 |
|  \* | Alkane Resources Ltd. | 234680 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;152115 |
|  | Alliance Aviation Services Ltd. | 17216 | 28499 |
|  \* | AMA Group Ltd. | 648392 | 38976 |
|  | Amotiv Ltd. | 33947 | 197745 |
|  | AMP Ltd. | 562752 | 656563 |
|  #\* | Amplitude Energy Ltd. | 1262807 | 198328 |
|  # | Ampol Ltd. | 18543 | 372522 |
|  | Ansell Ltd. | 37962 | 906919 |
|  #\* | Appen Ltd. | 5840 | 2947 |
|  # | ARN Media Ltd. | 46336 | 16013 |
|  | AUB Group Ltd. | 8907 | 215152 |
|  \* | Aurelia Metals Ltd. | 386915 | 62011 |
|  | Aurizon Holdings Ltd. | 358136 | 803475 |
|  | Aussie Broadband Ltd. | 46808 | 182104 |
|  \* | Austal Ltd. | 116886 | 518290 |
|  | Austin Engineering Ltd. | 125433 | 21718 |
|  #\* | Australian Agricultural Co. Ltd. | 81301 | 76089 |
|  \* | Baby Bunting Group Ltd. | 10539 | 18871 |
|  | Bank of Queensland Ltd. | 128317 | 575746 |
|  | Bapcor Ltd. | 38261 | 63199 |
|  \* | BCI Minerals Ltd. | 278709 | 70234 |
|  | Beach Energy Ltd. | 429175 | 348720 |
|  \* | Beacon Minerals Ltd. | 14099 | 23098 |
|  | Bega Cheese Ltd. | 86735 | 301036 |
|  | Bell Financial Group Ltd. | 35130 | 29072 |
|  \* | Bellevue Gold Ltd. | 208306 | 159729 |
|  | Bendigo & Adelaide Bank Ltd. | 140584 | 1162907 |
|  | BlueScope Steel Ltd. | 105930 | 1584834 |
|  | Capral Ltd. | 4333 | 32004 |
|  | Cedar Woods Properties Ltd. | 19782 | 116930 |
|  | Challenger Ltd. | 95914 | 583823 |
|  # | Champion Iron Ltd. | 69827 | 252529 |
|  | Civmec Australia Ltd. | 27600 | 24345 |
|  | Cleanaway Waste Management Ltd. | 237943 | 396660 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  AUSTRALIA — (Continued) | AUSTRALIA — (Continued) |  |  |
|  | Clinuvel Pharmaceuticals Ltd. | 6806 | $51151 |
|  \* | Coast Entertainment Holdings Ltd. | 58031 | 17100 |
|  | Collins Foods Ltd. | 1573 | 11002 |
|  # | Corporate Travel Management Ltd. | 23832 | 250584 |
|  | Downer EDI Ltd. | 182509 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;921857 |
|  | Dyno Nobel Ltd. | 86374 | 181763 |
|  # | Eagers Automotive Ltd. | 2678 | 59594 |
|  \*†† | Elanor Investor Group | 28014 | 2823 |
|  # | Elders Ltd. | 54225 | 251495 |
|  \* | Emeco Holdings Ltd. | 52156 | 40910 |
|  #\* | EML Payments Ltd. | 49860 | 31473 |
|  | Endeavour Group Ltd. | 236929 | 566842 |
|  | EQT Holdings Ltd. | 6533 | 107212 |
|  | Eureka Group Holdings Ltd. (EGH AU) | 59856 | 20732 |
|  | Euroz Hartleys Group Ltd. | 33893 | 22397 |
|  | Evolution Mining Ltd. | 26485 | 187423 |
|  | EVT Ltd. | 7331 | 69268 |
|  | Fenix Resources Ltd. | 55372 | 19018 |
|  | Finbar Group Ltd. | 36407 | 20606 |
|  \* | FleetPartners Group Ltd. | 87968 | 168052 |
|  | Fleetwood Ltd. | 26550 | 51234 |
|  # | Flight Centre Travel Group Ltd. | 20673 | 166305 |
|  | G8 Education Ltd. | 259945 | 136814 |
|  | GrainCorp Ltd., Class A | 64503 | 373087 |
|  | GWA Group Ltd. | 51348 | 82961 |
|  | Harvey Norman Holdings Ltd. | 166956 | 789050 |
|  | Healius Ltd. | 319717 | 186089 |
|  | Helia Group Ltd. | 111378 | 392828 |
|  | Horizon Oil Ltd. | 246669 | 33101 |
|  \* | IGO Ltd. | 120347 | 421986 |
|  | Iluka Resources Ltd. | 81104 | 366685 |
|  \* | Insignia Financial Ltd. | 214014 | 634331 |
|  # | Integral Diagnostics Ltd. | 42686 | 72188 |
|  # | IPH Ltd. | 39302 | 94765 |
|  | IVE Group Ltd. | 53279 | 97140 |
|  \* | Judo Capital Holdings Ltd. | 112230 | 123883 |
|  | Jupiter Mines Ltd. | 345508 | 58745 |

---

------

##### [**Table of Contents**](#toc)
**WORLD EX U.S. TARGETED VALUE PORTFOLIO** 

**CONTINUED** 

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  AUSTRALIA — (Continued) | AUSTRALIA — (Continued) |  |  |
|  | Karoon Energy Ltd. | 145688 | $153335 |
|  | Kelsian Group Ltd. | 18581 | 59157 |
|  # | L1 Group Ltd. | 74430 | 54990 |
|  | Lifestyle Communities Ltd. | 6737 | 22801 |
|  | Lindsay Australia Ltd. | 46215 | 18279 |
|  # | Maas Group Holdings Ltd. | 22369 | 69405 |
|  | Macmahon Holdings Ltd. | 268775 | 82534 |
|  | Magellan Financial Group Ltd. | 31742 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;199510 |
|  | Maxiparts Ltd. | 15650 | 25080 |
|  \* | Mayne Pharma Group Ltd. | 14881 | 41334 |
|  \* | McPherson's Ltd. | 30963 | 5168 |
|  | Metcash Ltd. | 161382 | 401990 |
|  \* | Michael Hill International Ltd. (MHJ AU) | 11899 | 2647 |
|  \* | Michael Hill International Ltd. (MHJ NZ) | 12726 | 2915 |
|  # | Monash IVF Group Ltd. | 40926 | 18495 |
|  | MotorCycle Holdings Ltd. | 6324 | 15584 |
|  #\* | Mount Gibson Iron Ltd. | 222928 | 52491 |
|  # | Myer Holdings Ltd. | 186448 | 48127 |
|  | MyState Ltd. | 26058 | 75800 |
|  # | New Hope Corp. Ltd. | 117511 | 318924 |
|  \* | NEXTDC Ltd. | 8551 | 87912 |
|  | Nickel Industries Ltd. | 301789 | 145776 |
|  | Nine Entertainment Co. Holdings Ltd. | 267113 | 202668 |
|  | NRW Holdings Ltd. | 97031 | 307435 |
|  \* | Nufarm Ltd. | 27679 | 37642 |
|  #\* | OFX Group Ltd. | 33221 | 13392 |
|  | OM Holdings Ltd. | 28351 | 4727 |
|  \* | Omni Bridgeway Ltd. | 49632 | 51752 |
|  | oOh!media Ltd. | 128698 | 115698 |
|  | Orica Ltd. | 37820 | 549916 |
|  | Orora Ltd. | 142662 | 187660 |
|  #\* | Paragon Care Ltd. | 97452 | 20413 |
|  | Peet Ltd. | 121341 | 151766 |
|  | Perenti Ltd. | 256008 | 453428 |
|  | Perpetual Ltd. | 18059 | 226524 |
|  | Perseus Mining Ltd. | 369302 | 1172153 |
|  \* | PEXA Group Ltd. | 24814 | 245691 |
|  | Premier Investments Ltd. | 360 | 4191 |
|  # | Propel Funeral Partners Ltd. | 11552 | 37898 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  AUSTRALIA — (Continued) | AUSTRALIA — (Continued) |  |  |
|  | Qube Holdings Ltd. | 131256 | $376171 |
|  | Ramelius Resources Ltd. | 409452 | 885804 |
|  # | Ramsay Health Care Ltd. | 24230 | 508346 |
|  \*†† | Regional Express Holdings Ltd. | 9110 | 656 |
|  | Regis Resources Ltd. | 123246 | 517387 |
|  | Reliance Worldwide Corp. Ltd. | 169433 | 459422 |
|  \* | Resolute Mining Ltd. | 673288 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;419053 |
|  | Ridley Corp. Ltd. | 28024 | 54284 |
|  \* | Sandfire Resources Ltd. | 135121 | 1431135 |
|  \* | Select Harvests Ltd. | 30514 | 77562 |
|  | Service Stream Ltd. | 186607 | 276841 |
|  | Shaver Shop Group Ltd. | 17609 | 16254 |
|  | Sims Ltd. (SGM AU) | 29519 | 307939 |
|  | Sonic Healthcare Ltd. | 25518 | 353184 |
|  | Southern Cross Electrical Engineering Ltd. | 38384 | 61707 |
|  \*†† | SpeedCast International Ltd. | 40831 | 0 |
|  | Stanmore Resources Ltd. | 74827 | 105164 |
|  | Super Retail Group Ltd. | 12069 | 126137 |
|  \* | Superloop Ltd. | 97815 | 199560 |
|  | Tabcorp Holdings Ltd. | 712684 | 495238 |
|  | Ten Sixty Four Ltd. | 76973 | 5540 |
|  | TPG Telecom Ltd. | 88578 | 320414 |
|  # | Treasury Wine Estates Ltd. | 133718 | 523760 |
|  #\* | Tyro Payments Ltd. | 113726 | 82536 |
|  \* | Vault Minerals Ltd. | 899872 | 427811 |
|  W | Viva Energy Group Ltd. | 151911 | 182344 |
|  | Washington H Soul Pattinson & Co. Ltd. | 17924 | 440415 |
|  #\* | Webjet Group Ltd. | 82773 | 45463 |
|  \* | West African Resources Ltd. | 311032 | 256897 |
|  | Westgold Resources Ltd. | 148073 | 513192 |
|  # | Whitehaven Coal Ltd. | 210315 | 988502 |
|  | Worley Ltd. | 95634 | 893125 |
|  | Yancoal Australia Ltd. | 89948 | 327279 |
|  TOTAL AUSTRALIA | TOTAL AUSTRALIA | TOTAL AUSTRALIA | 34780932 |
|  AUSTRIA — (0.7%) | AUSTRIA — (0.7%) |  |  |
|  \* | Addiko Bank AG | 2488 | 60445 |

---

------

##### [**Table of Contents**](#toc)
**WORLD EX U.S. TARGETED VALUE PORTFOLIO** 

**CONTINUED** 

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  AUSTRIA — (Continued) | AUSTRIA — (Continued) |  |  |
|  | Agrana Beteiligungs AG | 3562 | $49455 |
|  W | BAWAG Group AG | 6756 | 873086 |
|  | Erste Group Bank AG | 3600 | 372920 |
|  | EVN AG | 3436 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100269 |
|  \* | Lenzing AG | 1150 | 34402 |
|  | Mayr Melnhof Karton AG | 919 | 83742 |
|  | OMV AG | 18402 | 1007438 |
|  | Palfinger AG | 1142 | 42781 |
|  | Porr AG | 4003 | 127045 |
|  | Raiffeisen Bank International AG | 30433 | 1134548 |
|  # | SBO AG | 662 | 21947 |
|  | Strabag SE (STR AV) | 1617 | 126487 |
|  | Telekom Austria AG | 13178 | 140146 |
|  | UNIQA Insurance Group AG | 17818 | 261771 |
|  | Vienna Insurance Group AG Wiener Versicherung Gruppe | 7088 | 363557 |
|  | voestalpine AG | 22402 | 797646 |
|  | Wienerberger AG | 4312 | 128000 |
|  TOTAL AUSTRIA | TOTAL AUSTRIA | TOTAL AUSTRIA | 5725685 |
|  BELGIUM — (1.0%) | BELGIUM — (1.0%) |  |  |
|  | Ackermans & van |  |  |
|  | Haaren NV | 6826 | 1699999 |
|  | Ageas SA | 43696 | 2891783 |
|  | Azelis Group NV | 10171 | 120269 |
|  | Bekaert SA | 10897 | 455198 |
|  \* | bpost SA | 13612 | 33025 |
|  | Cie d'Entreprises CFE | 2176 | 22461 |
|  | CMB Tech NV | 14666 | 137550 |
|  | Colruyt Group NV | 9850 | 367858 |
|  | Deceuninck NV | 17296 | 41168 |
|  | Deme Group NV | 1450 | 219076 |
|  | Econocom Group SA NV | 19313 | 38071 |
|  | Jensen-Group NV | 248 | 17891 |
|  #\* | Ontex Group NV | 29953 | 218956 |
|  | Proximus SADP | 25992 | 223265 |
|  | Sipef NV | 1661 | 149353 |
|  | Solvay SA | 8361 | 256622 |
|  | Syensqo SA | 10559 | 871606 |
|  | Tessenderlo Group |  |  |
|  | SA | 3696 | 111640 |
|  | VGP NV | 2846 | 328787 |
|  | Viohalco SA | 1948 | 19087 |
|  TOTAL BELGIUM | TOTAL BELGIUM | TOTAL BELGIUM | 8223665 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  BRAZIL — (0.8%) | BRAZIL — (0.8%) |  |  |
|  | Anima Holding SA | 78300 | $51376 |
|  | Bemobi Mobile Tech SA | 9900 | 43152 |
|  \* | Blau Farmaceutica SA | 4000 | 9948 |
|  \* | Brava Energia | 14723 | 40393 |
|  | Brisanet Servicos de Telecomunicacoes SA | 14200 | 7839 |
|  | C&A Modas SA | 27200 | 82157 |
|  | Camil Alimentos SA | 26300 | 26789 |
|  \* | Cia Brasileira de Aluminio | 46700 | 45051 |
|  \* | Cia Brasileira de Distribuicao | 43863 | 30655 |
|  | Cia Siderurgica Nacional SA (CSNA3 BZ) | 75831 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;133058 |
|  | Cogna Educacao SA | 328500 | 228365 |
|  \* | Cosan SA | 20500 | 23434 |
|  | Cruzeiro do Sul Educacional SA | 40965 | 44392 |
|  | CSU Digital SA | 11000 | 36497 |
|  | Cyrela Brazil Realty SA Empreendimentos e Participacoes | 41318 | 234010 |
|  W | Desktop SA | 21000 | 59722 |
|  | Dexco SA | 65759 | 65515 |
|  | Dimed SA Distribuidora da Medicamentos | 20367 | 35548 |
|  | Embraer SA (EMBR3 BZ) | 24126 | 390100 |
|  | Empreendimentos Pague Menos SA | 42953 | 31137 |
|  | Even Construtora e Incorporadora SA | 18597 | 25753 |
|  | Ez Tec Empreendimentos e Participacoes SA | 16235 | 55978 |
|  | Fleury SA | 28500 | 77078 |
|  # | Gerdau SA, Sponsored ADR | 120683 | 421183 |
|  | Grendene SA | 36629 | 35812 |
|  | Grupo Mateus SA | 23800 | 28489 |
|  | Grupo SBF SA | 30100 | 72230 |
|  | Guararapes Confeccoes SA | 17200 | 32386 |
|  \*W | Hapvida Participacoes e Investimentos SA | 35106 | 204113 |
|  | Hypera SA | 55100 | 264646 |
|  | Iochpe Maxion SA | 15800 | 32158 |

---

------

##### [**Table of Contents**](#toc)
**WORLD EX U.S. TARGETED VALUE PORTFOLIO** 

**CONTINUED** 

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  BRAZIL — (Continued) | BRAZIL — (Continued) |  |  |
|  | Irani Papel e Embalagem SA | 9300 | $15419 |
|  \* | IRB-Brasil Resseguros SA | 16589 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;152138 |
|  \* | Jalles Machado SA | 14200 | 7232 |
|  | JHSF Participacoes SA | 58376 | 71506 |
|  | JSL SA | 17000 | 17063 |
|  | Lavvi Empreendimentos Imobiliarios SA | 19500 | 54187 |
|  | Localiza Rent a Car SA | 59410 | 435530 |
|  | Lojas Renner SA | 122186 | 337037 |
|  W | LWSA SA | 45825 | 33304 |
|  | M Dias Branco SA | 8800 | 47959 |
|  | Magazine Luiza SA | 36800 | 57937 |
|  | Melnick Even Desenvolvimento Imobiliario SA | 13300 | 9716 |
|  | Mills Locacao Servicos e Logistica SA | 12800 | 31049 |
|  | Moura Dubeux Engenharia SA | 11800 | 60646 |
|  | Movida Participacoes SA | 19276 | 29344 |
|  \* | MRV Engenharia e Participacoes SA | 74300 | 104408 |
|  \* | Natura Cosmeticos SA | 101278 | 169614 |
|  \* | Oceanpact Servicos Maritimos SA | 15100 | 21303 |
|  | Pet Center Comercio e Participacoes SA | 36500 | 25238 |
|  | Petroreconcavo SA | 21266 | 49094 |
|  \* | PRIO SA | 52927 | 354457 |
|  | Qualicorp Consultoria e Corretora de Seguros SA | 41500 | 20904 |
|  | Romi SA | 9887 | 14959 |
|  | Sao Martinho SA | 32600 | 85076 |
|  W | Ser Educacional SA | 32700 | 61875 |
|  | Simpar SA | 42900 | 36840 |
|  | SLC Agricola SA | 13400 | 40225 |
|  | Tres Tentos Agroindustrial SA | 5000 | 14879 |
|  | Trisul SA | 16000 | 22721 |
|  | Ultrapar Participacoes SA (UGPA3 BZ) | 77238 | 307376 |
|  | Unifique Telecomunicacoes SA | 14500 | 12991 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  BRAZIL — (Continued) | BRAZIL — (Continued) |  |  |
|  | Valid Solucoes e Servicos de Seguranca em Meios de Pagamento e Identificacao SA | 9600 | $39525 |
|  | Vamos Locacao de Caminhoes Maquinas e Equipamentos SA | 75437 | 45431 |
|  | Vibra Energia SA | 126430 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;559305 |
|  | YDUQS Participacoes SA | 36471 | 96330 |
|  TOTAL BRAZIL | TOTAL BRAZIL | TOTAL BRAZIL | 6311582 |
|  CANADA — (8.8%) | CANADA — (8.8%) |  |  |
|  | ADENTRA, Inc. | 5060 | 126883 |
|  | ADF Group, Inc. | 1386 | 7131 |
|  #\* | Advantage Energy Ltd. | 75400 | 598340 |
|  | Aecon Group, Inc. | 14709 | 324268 |
|  | AG Growth International, Inc. | 1700 | 43732 |
|  | AGF Management Ltd., Class B | 15500 | 154497 |
|  \* | Air Canada | 7800 | 102550 |
|  | Alamos Gold, Inc. (AGI CN), Class A | 362 | 11160 |
|  | Alaris Equity Partners Income | 7900 | 110286 |
|  | Algoma Central Corp. | 3700 | 45902 |
|  | AltaGas Ltd. | 73260 | 2150450 |
|  | Altius Minerals Corp. | 4849 | 131238 |
|  | Amerigo Resources Ltd. | 35600 | 77670 |
|  | ARC Resources Ltd. | 155102 | 2860851 |
|  \* | Athabasca Oil Corp. | 108571 | 533353 |
|  | AtkinsRealis Group, Inc. | 3728 | 262904 |
|  #\* | ATS Corp. (ATS US) | 3664 | 100613 |
|  \* | AutoCanada, Inc. | 3000 | 54094 |
|  | B2Gold Corp. (BTG US) | 253374 | 1112312 |
|  # | B2Gold Corp. (BTO CN) | 24417 | 106891 |
|  # | Baytex Energy Corp. | 92659 | 223959 |
|  | Birchcliff Energy Ltd. | 44387 | 206974 |
|  | Bird Construction, Inc. | 159 | 3415 |
|  | Black Diamond Group Ltd. | 11000 | 117251 |
|  # | Boralex, Inc., Class A | 17614 | 353649 |
|  \* | CAE, Inc. (CAE US) | 17108 | 480050 |

---

------

##### [**Table of Contents**](#toc)
**WORLD EX U.S. TARGETED VALUE PORTFOLIO** 

**CONTINUED** 

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  CANADA — (Continued) | CANADA — (Continued) |  |  |
|  | Calian Group Ltd. | 1707 | $61462 |
|  | Canaccord Genuity Group, Inc. | 16800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;140863 |
|  \* | Canacol Energy Ltd. | 6190 | 9974 |
|  \* | Canada Packers, Inc. | 2698 | 32182 |
|  | Canadian Tire Corp. Ltd., Class A | 9731 | 1115990 |
|  #\* | Canfor Corp. | 22924 | 199893 |
|  \* | Capstone Copper Corp. | 63218 | 564322 |
|  | Cardinal Energy Ltd. | 36370 | 206932 |
|  | Cascades, Inc. | 36006 | 285214 |
|  | CCL Industries, Inc., Class B | 13293 | 741538 |
|  \* | Celestica, Inc. (CLS CN) | 64 | 22034 |
|  | Centerra Gold, Inc. | 11300 | 132372 |
|  | CES Energy Solutions Corp. | 67935 | 465477 |
|  \* | Cipher Pharmaceuticals, Inc. | 2347 | 24766 |
|  | Cogeco Communications, Inc. | 3001 | 136640 |
|  | Cogeco, Inc. | 13477 | 563371 |
|  \* | Conifex Timber, Inc. | 8294 | 1390 |
|  #\* | Cronos Group, Inc. (CRON CN) | 21600 | 54364 |
|  \* | Cronos Group, Inc. (CRON US) | 23244 | 58342 |
|  | Definity Financial Corp. | 18390 | 855547 |
|  | dentalcorp Holdings Ltd. | 7621 | 59227 |
|  | Dexterra Group, Inc. | 4400 | 33379 |
|  | Doman Building Materials Group Ltd. | 18957 | 120023 |
|  | DPM Metals, Inc. | 59238 | 1267078 |
|  | DREAM Unlimited Corp., Class A | 5700 | 75550 |
|  # | Dye & Durham Ltd. | 1610 | 5912 |
|  | Dynacor Group, Inc. | 10400 | 33664 |
|  | E-L Financial Corp. Ltd. | 41400 | 479957 |
|  \* | Eldorado Gold Corp. (EGO US) | 19507 | 500159 |
|  \* | Eldorado Gold Corp. (ELD CN) | 40242 | 1031489 |
|  | Empire Co. Ltd., Class A | 29278 | 994686 |
|  | Endeavour Mining PLC | 24336 | 974979 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  CANADA — (Continued) | CANADA — (Continued) |  |  |
|  \* | Endeavour Silver Corp. (EXK US) | 31 | $254 |
|  | Enerflex Ltd. (EFX CN) | 40826 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;513763 |
|  | Enghouse Systems Ltd. | 3931 | 58325 |
|  \* | Ensign Energy Services, Inc. | 60488 | 110837 |
|  | EQB, Inc. | 6065 | 386892 |
|  #\* | Equinox Gold Corp. (EQX CN) | 19913 | 218792 |
|  #\* | Equinox Gold Corp. (EQX US) | 47407 | 520055 |
|  \* | ERO Copper Corp. (ERO US) | 20077 | 428644 |
|  | Exchange Income Corp. | 3833 | 209994 |
|  | Exco Technologies Ltd. | 7000 | 32641 |
|  | Finning International, Inc. | 23789 | 1286511 |
|  # | First Majestic Silver Corp. (AG US) | 41840 | 534297 |
|  | First Majestic Silver Corp. (FR CN) | 14361 | 183589 |
|  \* | First Quantum Minerals Ltd. | 77608 | 1611312 |
|  #\* | Fortuna Mining Corp. (FSM US) | 85224 | 704802 |
|  \* | Fortuna Mining Corp. (FVI CN) | 80 | 661 |
|  | Frontera Energy Corp. | 7501 | 29896 |
|  \* | Galiano Gold, Inc. | 46170 | 110607 |
|  | Gamehost, Inc. | 1600 | 13416 |
|  \* | GDI Integrated Facility Services, Inc. | 2229 | 46883 |
|  \* | GoGold Resources, Inc. | 37647 | 68715 |
|  | Headwater Exploration, Inc. | 29100 | 153535 |
|  | High Liner Foods, Inc. | 6800 | 82227 |
|  | Hudbay Minerals, Inc. (HBM CN) | 80845 | 1295775 |
|  | Hudbay Minerals, Inc. (HBM US) | 2760 | 44160 |
|  | iA Financial Corp., Inc. | 24244 | 2861814 |
|  \* | IAMGOLD Corp. (IAG US) | 63068 | 730327 |
|  \* | IAMGOLD Corp. (IMG CN) | 62872 | 727989 |

---

------

##### [**Table of Contents**](#toc)
**WORLD EX U.S. TARGETED VALUE PORTFOLIO** 

**CONTINUED** 

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  CANADA — (Continued) | CANADA — (Continued) |  |  |
|  \* | Interfor Corp. | 4101 | $23129 |
|  | K-Bro Linen, Inc. | 1900 | 51004 |
|  \* | Kelt Exploration Ltd. | 39690 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;188751 |
|  | Kinross Gold Corp. (K CN) | 157200 | 3656101 |
|  | Kinross Gold Corp. (KGC US) | 154318 | 3586350 |
|  \* | Knight Therapeutics, Inc. | 18099 | 75361 |
|  \* | Kolibri Global Energy, Inc. | 2926 | 12642 |
|  | Lassonde Industries, Inc., Class A | 1100 | 171264 |
|  | Laurentian Bank of Canada | 9096 | 215962 |
|  | Leon's Furniture Ltd. | 8521 | 177461 |
|  \* | Lightspeed Commerce, Inc. (LSPD US) | 15584 | 187008 |
|  \*†† | Lightstream Resources Ltd. | 32000 | 0 |
|  | Linamar Corp. | 11084 | 600214 |
|  \* | Lucara Diamond Corp. | 96116 | 12335 |
|  | Lundin Mining Corp. | 177526 | 2855504 |
|  | Magellan Aerospace Corp. | 3497 | 42960 |
|  | Magna International, Inc. (MGA US) | 40666 | 1919842 |
|  \* | Major Drilling Group International, Inc. | 14091 | 124077 |
|  | Maple Leaf Foods, Inc. | 13493 | 259364 |
|  | Martinrea International, Inc. | 21784 | 157181 |
|  \* | Mattr Corp. | 14076 | 109794 |
|  | McCoy Global, Inc. | 4100 | 10290 |
|  \* | MDA Space Ltd. | 22285 | 435039 |
|  | Medical Facilities Corp. | 3800 | 39150 |
|  | Melcor Developments Ltd. | 4500 | 47325 |
|  | Methanex Corp. (MEOH US) | 7013 | 275751 |
|  | Methanex Corp. (MX CN) | 6800 | 267627 |
|  | Metro, Inc. | 5097 | 339752 |
|  | MTY Food Group, Inc. | 2444 | 58968 |
|  | Mullen Group Ltd. | 11901 | 119642 |
|  | Neo Performance Materials, Inc. | 5581 | 76957 |
|  \* | New Gold, Inc. (NGD CN) | 22 | 162 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  CANADA — (Continued) | CANADA — (Continued) |  |  |
|  | North American Construction Group Ltd. (NOA CN) | 3100 | $48272 |
|  | North American Construction Group Ltd. (NOA US) | 1700 | 26486 |
|  | North West Co., Inc. | 5700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;184913 |
|  | Northland Power, Inc. | 53838 | 983828 |
|  \* | NuVista Energy Ltd. | 51100 | 607713 |
|  \* | Obsidian Energy Ltd. (OBE US) | 3875 | 21971 |
|  | OceanaGold Corp. | 93677 | 2095210 |
|  | Open Text Corp. (OTEX CN) | 800 | 30693 |
|  | Open Text Corp. (OTEX US) | 24606 | 943640 |
|  | OR Royalties, Inc. (OR CN) | 566 | 18160 |
|  | Pan American Silver Corp. (PAAS CN) | 52992 | 1866461 |
|  | Paramount Resources Ltd., Class A | 18572 | 304551 |
|  | Parex Resources, Inc. | 29536 | 377795 |
|  # | Parkland Corp. | 33200 | 945900 |
|  | Pason Systems, Inc. | 11700 | 99686 |
|  | Petrus Resources Ltd. | 7000 | 8584 |
|  | Peyto Exploration & Development Corp. | 52912 | 770733 |
|  | PHX Energy Services Corp. | 11400 | 61936 |
|  | Pizza Pizza Royalty Corp. | 5000 | 55292 |
|  | Polaris Renewable Energy, Inc. | 3900 | 36204 |
|  | Pollard Banknote Ltd. | 1700 | 24557 |
|  \* | Precision Drilling Corp. (PDS US) | 1935 | 115926 |
|  # | Premium Brands Holdings Corp. | 7720 | 532262 |
|  | Richelieu Hardware Ltd. | 9200 | 252212 |
|  | Rogers Sugar, Inc. | 23630 | 104120 |
|  | Russel Metals, Inc. | 16034 | 496265 |
|  \* | Sangoma Technologies Corp. | 2812 | 14776 |
|  | Saputo, Inc. | 45538 | 1100341 |
|  | Savaria Corp. | 7394 | 116033 |
|  | Secure Waste Infrastructure Corp. | 55844 | 697179 |
|  | Sienna Senior Living, Inc. | 4831 | 65927 |
|  | South Bow Corp. | 20509 | 531806 |

---

------

##### [**Table of Contents**](#toc)
**WORLD EX U.S. TARGETED VALUE PORTFOLIO** 

**CONTINUED** 

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  CANADA — (Continued) | CANADA — (Continued) |  |  |
|  \* | Spartan Delta Corp. | 9800 | $43880 |
|  W | Spin Master Corp. | 1746 | 25931 |
|  \* | SSR Mining, Inc. (SSRM CN) | 43130 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;975108 |
|  | Stella-Jones, Inc. | 4300 | 244072 |
|  \*W | STEP Energy Services Ltd. | 9547 | 37234 |
|  | Superior Plus Corp. | 39100 | 222465 |
|  | Supremex, Inc. | 4400 | 11545 |
|  | Surge Energy, Inc. | 9700 | 45853 |
|  | Taiga Building Products Ltd. | 11800 | 29026 |
|  | Tamarack Valley Energy Ltd. | 134499 | 597432 |
|  \* | Taseko Mines Ltd. (TKO CN) | 3812 | 17259 |
|  | TELUS Corp. | 416 | 6083 |
|  \* | Torex Gold Resources, Inc. | 25846 | 1067710 |
|  | Total Energy Services, Inc. | 6901 | 69377 |
|  | Transcontinental, Inc., Class A | 22793 | 319984 |
|  | Trican Well Service Ltd. | 53175 | 199046 |
|  | Triple Flag Precious Metals Corp. (TFPM CN) | 3500 | 97198 |
|  | Triple Flag Precious Metals Corp. (TFPM US) | 854 | 23707 |
|  \* | Trisura Group Ltd. (TSU CN) | 8006 | 220621 |
|  \* | Valeura Energy, Inc. | 2110 | 10019 |
|  | Vermilion Energy, Inc. (VET US) | 36800 | 274896 |
|  | VersaBank (VBNK CN) | 3835 | 45772 |
|  \*†† | Victoria Gold Corp./Vancouver | 259 | 17 |
|  | Wajax Corp. | 4107 | 72825 |
|  \* | Well Health Technologies Corp. | 42331 | 158453 |
|  | West Fraser Timber Co. Ltd. (WFG CN) | 7750 | 472996 |
|  | Westshore Terminals Investment Corp. | 6600 | 121313 |
|  | Whitecap Resources, Inc. | 308255 | 2295037 |
|  | Winpak Ltd. | 7099 | 217746 |
|  \*†† | Xebec Adsorption, Inc. | 18924 | 0 |
|  TOTAL CANADA | TOTAL CANADA | TOTAL CANADA | 72074916 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  CHILE — (0.1%) | CHILE — (0.1%) |  |  |
|  | Banco Itau Chile SA | 3897 | $70757 |
|  \* | CAP SA | 10189 | 68086 |
|  | Empresa Nacional de Telecomunicaciones SA | 47111 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;224414 |
|  | Empresas CMPC SA | 83976 | 121275 |
|  | Ripley Corp. SA | 323786 | 157326 |
|  | Salfacorp SA | 78597 | 86327 |
|  | SONDA SA | 106548 | 38646 |
|  TOTAL CHILE | TOTAL CHILE | TOTAL CHILE | 766831 |
|  CHINA — (8.8%) | CHINA — (8.8%) |  |  |
|  | 361 Degrees International Ltd. | 59000 | 44625 |
|  W | 3SBio, Inc. | 166500 | 662445 |
|  | 5I5J Holding Group Co. Ltd., Class A | 60500 | 24417 |
|  | AAC Technologies Holdings, Inc. | 144000 | 740217 |
|  | Accelink Technologies Co. Ltd., Class A | 4000 | 35345 |
|  | Advanced Technology & Materials Co. Ltd., Class A | 12700 | 37933 |
|  \* | Aerospace Hi-Tech Holdings Group Ltd., Class A | 15800 | 42346 |
|  W | AK Medical Holdings Ltd. | 32000 | 24201 |
|  | Allmed Medical Products Co. Ltd., Class A | 8900 | 13627 |
|  | Aluminum Corp. of China Ltd., Class H | 412000 | 523865 |
|  \* | Angang Steel Co. Ltd., Class H | 184000 | 48041 |
|  | Anhui Construction Engineering Group Co. Ltd., Class A | 36100 | 24052 |
|  | Anhui Heli Co. Ltd., Class A | 14100 | 41297 |
|  | Anhui Hengyuan Coal Industry & Electricity Power Co. Ltd., Class A | 19500 | 19622 |
|  | Anhui Honglu Steel Construction Group Co. Ltd., Class A | 11700 | 29779 |
|  | Anhui Huilong Agricultural Means of Production Co. Ltd., Class A | 13100 | 10617 |

---

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##### [**Table of Contents**](#toc)
**WORLD EX U.S. TARGETED VALUE PORTFOLIO** 

**CONTINUED** 

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  CHINA — (Continued) | CHINA — (Continued) |  |  |
|  | Anhui Jiangnan Chemical Industry Co. Ltd., Class A | 30600 | $27583 |
|  | Anhui Kouzi Distillery Co. Ltd., Class A | 4800 | 21869 |
|  | Anhui Transport Consulting & Design Institute Co. Ltd., Class A | 15800 | 18952 |
|  \* | Anhui Truchum Advanced Materials & Technology Co. Ltd., Class A | 26100 | 48913 |
|  | Anhui Zhongding Sealing Parts Co. Ltd., Class A | 17400 | 56074 |
|  | Anjoy Foods Group Co. Ltd., Class A | 2500 | 25965 |
|  | Anton Oilfield Services Group | 504000 | 68164 |
|  | Aoshikang Technology Co. Ltd., Class A | 4500 | 24454 |
|  | Aotecar New Energy Technology Group Co. Ltd., Class A | 56400 | 25228 |
|  | Arctech Solar Holding Co. Ltd., Class A | 3120 | 18789 |
|  W | AsiaInfo Technologies Ltd. | 74000 | 85963 |
|  | Asian Star Anchor Chain Co. Ltd. Jiangsu, Class A | 19400 | 28150 |
|  | Autobio Diagnostics Co. Ltd., Class A | 4100 | 22157 |
|  | AviChina Industry & Technology Co. Ltd., Class H | 277000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;141102 |
|  \*W | BAIC Motor Corp. Ltd., Class H | 364000 | 94123 |
|  | Bank of Changsha Co. Ltd., Class A | 21500 | 28934 |
|  | Bank of Chongqing Co. Ltd., Class H | 132500 | 136743 |
|  W | Bank of Qingdao Co. Ltd., Class H | 84000 | 46440 |
|  | Bank of Tianjin Co. Ltd., Class H | 33000 | 10788 |
|  | Bank of Xi'an Co. Ltd., Class A | 48800 | 26678 |
|  | Baoxiniao Holding Co. Ltd., Class A | 38600 | 21320 |
|  | Baoye Group Co. Ltd., Class H | 46000 | 24617 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  CHINA — (Continued) | CHINA — (Continued) |  |  |
|  | BBMG Corp., Class H | 274000 | $28905 |
|  | BBMG Jidong Cement Group Co. Ltd., Class A | 38400 | 26015 |
|  | Beibuwan Port Co. Ltd., Class A | 34600 | 42609 |
|  | Beijing Capital Eco-Environment Protection Group Co. Ltd., Class A | 93900 | 42109 |
|  \* | Beijing Capital International Airport Co. Ltd., Class H | 332000 | 119163 |
|  | Beijing Dabeinong Technology Group Co. Ltd., Class A | 36300 | 21011 |
|  | Beijing Easpring Material Technology Co. Ltd., Class A | 5300 | 51425 |
|  | Beijing Enterprises Holdings Ltd. | 97500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;427818 |
|  | Beijing Enterprises Urban Resources Group Ltd. | 36000 | 1948 |
|  # | Beijing Enterprises Water Group Ltd. | 860000 | 276413 |
|  | Beijing Fengjing Automotive Parts Co. Ltd. | 40600 | 21817 |
|  | Beijing GeoEnviron Engineering & Technology, Inc., Class A | 32100 | 34045 |
|  \* | Beijing Haixin Energy Technology Co. Ltd., Class A | 46600 | 26786 |
|  | Beijing Haohua Energy Resource Co. Ltd., Class A | 19000 | 20617 |
|  | Beijing Jetsen Technology Co. Ltd., Class A | 40700 | 37922 |
|  \* | Beijing Jingyuntong Technology Co. Ltd., Class A | 39200 | 22591 |
|  \* | Beijing Leike Defense Technology Co. Ltd., Class A | 37100 | 28736 |
|  \* | Beijing North Star Co. Ltd., Class H | 130000 | 14544 |

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##### [**Table of Contents**](#toc)
**WORLD EX U.S. TARGETED VALUE PORTFOLIO** 

**CONTINUED** 

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  CHINA — (Continued) | CHINA — (Continued) |  |  |
|  | Beijing Originwater Technology Co. Ltd., Class A | 43954 | $26946 |
|  | Beijing Sanyuan Foods Co. Ltd., Class A | 38300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26070 |
|  | Beijing Shunxin Agriculture Co. Ltd., Class A | 10000 | 22030 |
|  | Beijing Sinnet Technology Co. Ltd., Class A | 17200 | 32970 |
|  | Beijing SL Pharmaceutical Co. Ltd., Class A | 20800 | 22061 |
|  \* | Beijing SPC Environment Protection Tech Co. Ltd., Class A | 14500 | 8153 |
|  | Beijing Strong Biotechnologies, Inc., Class A | 11400 | 21894 |
|  \* | Beijing Thunisoft Corp. Ltd., Class A | 21500 | 24211 |
|  | Beijing Tong Ren Tang Chinese Medicine Co. Ltd. | 15000 | 16650 |
|  | Beijing United Information Technology Co. Ltd., Class A | 7000 | 27960 |
|  W | Beijing Urban Construction Design & Development Group Co. Ltd., Class H | 49000 | 9070 |
|  | Beijing Wandong Medical Technology Co. Ltd., Class A | 3200 | 7142 |
|  \* | Beijing Watertek Information Technology Co. Ltd., Class A | 38400 | 33141 |
|  | Beijing Yuanliu Hongyuan Electronic Technology Co. Ltd., Class A | 5200 | 36846 |
|  \* | Beiqi Foton Motor Co. Ltd., Class A | 104398 | 44043 |
|  \* | Bengang Steel Plates Co. Ltd., Class A | 44600 | 22381 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  CHINA — (Continued) | CHINA — (Continued) |  |  |
|  | Best Pacific International Holdings Ltd. | 34000 | $14334 |
|  | Biem.L.Fdlkk Garment Co. Ltd., Class A | 8600 | 19323 |
|  | Binhai Investment Co. Ltd. | 55136 | 7778 |
|  #W | Blue Moon Group Holdings Ltd. | 118000 | 45115 |
|  \* | Blue Sail Medical Co. Ltd., Class A | 29200 | 22566 |
|  W | BOC Aviation Ltd. | 44800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;392703 |
|  \* | BOE HC SemiTek Corp. | 33600 | 37619 |
|  # | BOE Varitronix Ltd. | 61000 | 39078 |
|  \* | Bohai Leasing Co. Ltd., Class A | 97100 | 48782 |
|  | Bright Dairy & Food Co. Ltd., Class A | 18300 | 21506 |
|  | Bros Eastern Co. Ltd., Class A | 31500 | 23656 |
|  \* | B-Soft Co. Ltd., Class A | 46800 | 31261 |
|  | BTG Hotels Group Co. Ltd., Class A | 22100 | 45141 |
|  \* | Business-intelligence of Oriental Nations Corp. Ltd., Class A | 26500 | 39346 |
|  | BYD Electronic International Co. Ltd. | 32000 | 150228 |
|  | By-health Co. Ltd., Class A | 13500 | 23811 |
|  | C&D International Investment Group Ltd. | 115972 | 238201 |
|  | C&S Paper Co. Ltd., Class A | 24800 | 27776 |
|  \*W | CALB Group Co. Ltd., Class H | 20500 | 88363 |
|  | Cangzhou Mingzhu Plastic Co. Ltd., Class A | 51600 | 33823 |
|  | Canmax Technologies Co. Ltd., Class A | 9400 | 40164 |
|  | Canny Elevator Co. Ltd., Class A | 12200 | 12588 |
|  | CCCC Design & Consulting Group Co. Ltd., Class A | 18800 | 20262 |
|  | CECEP Solar Energy Co. Ltd., Class A | 76900 | 50373 |

---

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##### [**Table of Contents**](#toc)
**WORLD EX U.S. TARGETED VALUE PORTFOLIO** 

**CONTINUED** 

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  CHINA — (Continued) | CHINA — (Continued) |  |  |
|  | CECEP Wind-Power Corp., Class A | 68250 | $29648 |
|  | Central China New Life Ltd. | 13000 | 1535 |
|  | Central China Securities Co. Ltd., Class H | 158000 | 52409 |
|  | CGN New Energy Holdings Co. Ltd. | 340000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;120328 |
|  \* | CGN Nuclear Technology Development Co. Ltd., Class A | 25400 | 28885 |
|  | Changchun Faway Automobile Components Co. Ltd., Class A | 19700 | 26085 |
|  | Changjiang & Jinggong Steel Building Group Co. Ltd., Class A | 48200 | 28858 |
|  | Chengdu Fusen Noble-House Industrial Co. Ltd., Class A | 10900 | 17398 |
|  | Chengdu Hongqi Chain Co. Ltd., Class A | 27900 | 21578 |
|  | Chengdu Kanghong Pharmaceutical Group Co. Ltd., Class A | 8400 | 39965 |
|  | Chengdu Kanghua Biological Products Co. Ltd., Class A | 2900 | 31438 |
|  | Chengdu Wintrue Holding Co. Ltd., Class A | 22900 | 33603 |
|  | Chengtun Mining Group Co. Ltd., Class A | 38000 | 59640 |
|  \* | Chengxin Lithium Group Co. Ltd., Class A | 14200 | 50894 |
|  | Chengzhi Co. Ltd., Class A | 20900 | 22499 |
|  | Chervon Holdings Ltd. | 21200 | 55010 |
|  \* | China Aerospace International Holdings Ltd. | 540000 | 39556 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  CHINA — (Continued) | CHINA — (Continued) |  |  |
|  | China Aircraft Leasing Group Holdings Ltd. | 26717 | $15319 |
|  | China Animal Husbandry Industry Co. Ltd., Class A | 24000 | 25927 |
|  \*W | China Bohai Bank Co. Ltd., Class H | 466500 | 61202 |
|  | China CAMC Engineering Co. Ltd., Class A | 29200 | 34945 |
|  # | China Chunlai Education Group Co. Ltd. | 40000 | 22437 |
|  # | China Cinda Asset Management Co. Ltd., Class H | 1471000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;238441 |
|  | China Coal Energy Co. Ltd., Class H | 303000 | 426819 |
|  | China Coal Xinji Energy Co. Ltd., Class A | 42500 | 43256 |
|  | China Communications Services Corp. Ltd., Class H | 476000 | 285273 |
|  | China Conch Venture Holdings Ltd. | 288500 | 360722 |
|  | China CYTS Tours Holding Co. Ltd., Class A | 12000 | 16362 |
|  W | China East Education Holdings Ltd. | 107000 | 89960 |
|  \* | China Eastern Airlines Corp. Ltd., Class H | 166000 | 85256 |
|  | China Education Group Holdings Ltd. | 173169 | 66447 |
|  | China Energy Engineering Corp. Ltd. (3996 HK), Class H | 942000 | 140526 |
|  | China Energy Engineering Corp. Ltd. (601868 C1), Class A | 142303 | 48210 |
|  | China Everbright Bank Co. Ltd., Class H | 307000 | 125946 |
|  | China Everbright Water Ltd. | 62444 | 12461 |
|  W | China Feihe Ltd. | 585000 | 312221 |
|  | China Foods Ltd. | 162000 | 86475 |

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##### [**Table of Contents**](#toc)
**WORLD EX U.S. TARGETED VALUE PORTFOLIO** 

**CONTINUED** 

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  CHINA — (Continued) | CHINA — (Continued) |  |  |
|  | China Galaxy Securities Co. Ltd., Class H | 569500 | $819284 |
|  # | China Gas Holdings Ltd. | 434966 | 447382 |
|  | China Gold International Resources Corp. Ltd. (2099 HK) | 48900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;823131 |
|  | China Gold International Resources Corp. Ltd. (CGG CN) | 61049 | 1033770 |
|  | China Green Electricity Investment of Tianjin Co. Ltd., Class A | 34100 | 41741 |
|  #\* | China High Speed Transmission Equipment Group Co. Ltd. | 73000 | 16720 |
|  | China Hongqiao Group Ltd. | 432000 | 1640215 |
|  †† | China Huiyuan Juice Group Ltd. | 110500 | 4986 |
|  W | China International Capital Corp. Ltd., Class H | 64000 | 174115 |
|  # | China International Marine Containers Group Co. Ltd., Class H | 156020 | 142609 |
|  | China Isotope & Radiation Corp., Class H | 7600 | 18757 |
|  # | China Jinmao Holdings Group Ltd. | 1181901 | 204249 |
|  | China Kepei Education Group Ltd. | 70000 | 13082 |
|  | China Lesso Group Holdings Ltd. | 236000 | 135050 |
|  | China Lilang Ltd. | 89000 | 38574 |
|  #\*W | China Literature Ltd. | 57000 | 307070 |
|  | China Medical System Holdings Ltd. | 204000 | 351820 |
|  | China Meheco Group Co. Ltd., Class A | 15100 | 23925 |
|  | China Meidong Auto Holdings Ltd. | 146000 | 33212 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  CHINA — (Continued) | CHINA — (Continued) |  |  |
|  | China Mengniu Dairy Co. Ltd. | 428000 | $778853 |
|  | China Merchants Port Holdings Co. Ltd. | 250664 | 485475 |
|  | China Merchants Property Operation & Service Co. Ltd., Class A | 12900 | 20785 |
|  | China Minsheng Banking Corp. Ltd., Class H | 813000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;416511 |
|  | China Modern Dairy Holdings Ltd. | 540000 | 84143 |
|  | China National Accord Medicines Corp. Ltd., Class A | 5600 | 20011 |
|  | China National Building Material Co. Ltd., Class H | 331749 | 235096 |
|  | China National Gold Group Gold Jewellery Co. Ltd., Class A | 18100 | 21006 |
|  | China National Medicines Corp. Ltd., Class A | 6000 | 25129 |
|  \*W | China New Higher Education Group Ltd. | 176144 | 27882 |
|  | China Nonferrous Metal Industry's Foreign Engineering &<br>Construction Co. Ltd., Class A | 25200 | 23638 |
|  | China Nonferrous Mining Corp. Ltd. | 195000 | 359667 |
|  \* | China Oil & Gas Group Ltd. | 920000 | 20636 |
|  | China Oilfield Services Ltd., Class H | 278000 | 271398 |
|  | China Overseas Grand Oceans Group Ltd. | 256646 | 71707 |
|  | China Overseas Land & Investment Ltd. | 605000 | 1015307 |
|  | China Petroleum Engineering Corp., Class A | 89200 | 44665 |
|  | China Publishing & Media Co. Ltd., Class A | 24600 | 23691 |

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##### [**Table of Contents**](#toc)
**WORLD EX U.S. TARGETED VALUE PORTFOLIO** 

**CONTINUED** 

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  CHINA — (Continued) | CHINA — (Continued) |  |  |
|  | China Railway Group Ltd., Class H | 546000 | $276974 |
|  | China Railway Hi-tech Industry Co. Ltd., Class A | 30100 | 35573 |
|  W | China Railway Signal & Communication Corp. Ltd., Class H | 250000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;109693 |
|  | China Railway Tielong Container Logistics Co. Ltd., Class A | 29200 | 26521 |
|  | China Reinsurance Group Corp., Class H | 1202000 | 244110 |
|  | China Resources Beer Holdings Co. Ltd. | 171500 | 586621 |
|  | China Resources Boya Bio-pharmaceutical Group Co. Ltd., Class A | 5700 | 20236 |
|  | China Resources Building Materials Technology Holdings Ltd. | 358000 | 77856 |
|  | China Resources Double Crane Pharmaceutical Co. Ltd., Class A | 16200 | 43847 |
|  | China Resources Gas Group Ltd. | 147800 | 406424 |
|  | China Resources Land Ltd. | 462500 | 1670983 |
|  # | China Resources Medical Holdings Co. Ltd. | 143500 | 62351 |
|  W | China Resources Pharmaceutical Group Ltd. | 349000 | 223655 |
|  | China Risun Group Ltd. | 252000 | 75851 |
|  \* | China Sanjiang Fine Chemicals Co. Ltd. | 118000 | 37307 |
|  \* | China Shanshui Cement Group Ltd. | 270000 | 27679 |
|  | China State Construction Development Holdings Ltd. | 38000 | 5777 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  CHINA — (Continued) | CHINA — (Continued) |  |  |
|  | China State Construction International Holdings Ltd. | 368000 | $418622 |
|  | China Sunshine Paper Holdings Co. Ltd. | 134000 | 28950 |
|  | China Taiping Insurance Holdings Co. Ltd. | 293000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;666477 |
|  | China Tianying, Inc., Class A | 27400 | 22603 |
|  W | China Tower Corp. Ltd., Class H | 781000 | 1128269 |
|  | China Traditional Chinese Medicine Holdings Co. Ltd. | 582000 | 175324 |
|  #\* | China Travel International Investment Hong Kong Ltd. | 356000 | 78729 |
|  | China Tungsten & Hightech Materials Co. Ltd., Class A | 7670 | 25257 |
|  \* | China Vanke Co. Ltd., Class H | 220800 | 125092 |
|  | China West Construction Group Co. Ltd., Class A | 30500 | 28305 |
|  | China XLX Fertiliser Ltd. | 112000 | 105680 |
|  | China Yongda Automobiles Services Holdings Ltd. | 217500 | 47758 |
|  \*W | China Youran Dairy Group Ltd. | 466000 | 194680 |
|  | China Zheshang Bank Co. Ltd., Class H | 444599 | 144834 |
|  # | Chinasoft International Ltd. | 394000 | 294947 |
|  | Chongqing Department Store Co. Ltd., Class A | 6200 | 23825 |
|  | Chongqing Fuling Zhacai Group Co. Ltd., Class A | 11300 | 20845 |
|  | Chongqing Gas Group Corp. Ltd., Class A | 24249 | 19980 |
|  | Chongqing Machinery & Electric Co. Ltd., Class H | 106000 | 25216 |

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##### [**Table of Contents**](#toc)
**WORLD EX U.S. TARGETED VALUE PORTFOLIO** 

**CONTINUED** 

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  CHINA — (Continued) | CHINA — (Continued) |  |  |
|  | Chongqing Road & Bridge Co. Ltd., Class A | 23300 | $22177 |
|  | Chongqing Rural Commercial Bank Co. Ltd., Class H | 468000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;384880 |
|  | Chongqing Sanfeng Environment Group Corp. Ltd., Class A | 18200 | 21613 |
|  | Chow Tai Seng Jewellery Co. Ltd., Class A | 15400 | 29959 |
|  | CIMC Enric Holdings Ltd. | 108000 | 104310 |
|  | Cisen Pharmaceutical Co. Ltd., Class A | 10900 | 32486 |
|  | CITIC Ltd. | 305000 | 471417 |
|  | City Development Environment Co. Ltd., Class A | 13200 | 27717 |
|  #\* | CMGE Technology Group Ltd. | 282000 | 14340 |
|  | CMST Development Co. Ltd., Class A | 24300 | 20323 |
|  | CNSIG Inner Mongolia Chemical Industry Co. Ltd., Class A | 17800 | 19847 |
|  \* | COFCO Biotechnology Co. Ltd., Class A | 25600 | 21348 |
|  #\* | COFCO Joycome Foods Ltd. | 516000 | 110078 |
|  | COFCO Sugar Holding Co. Ltd., Class A | 21800 | 47923 |
|  | Comba Telecom Systems Holdings Ltd. | 182000 | 68674 |
|  | Concord New Energy Group Ltd. | 1150000 | 56993 |
|  | Continental Aerospace Technologies Holding Ltd. | 570000 | 9794 |
|  | COSCO SHIPPING Energy Transportation Co. Ltd., Class H | 164000 | 231869 |
|  | COSCO SHIPPING Specialized Carriers Co. Ltd., Class A | 28300 | 28949 |
|  | CQ Pharmaceutical Holding Co. Ltd., Class A | 29600 | 22344 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  CHINA — (Continued) | CHINA — (Continued) |  |  |
|  | CRRC Corp. Ltd., Class H | 317000 | $240545 |
|  W | CSC Financial Co. Ltd., Class H | 41500 | 70395 |
|  | CSG Holding Co. Ltd., Class A | 33700 | 22536 |
|  | CSPC Pharmaceutical Group Ltd. | 104000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;102439 |
|  | CTS International Logistics Corp. Ltd., Class A | 29200 | 25335 |
|  \* | Daan Gene Co. Ltd., Class A | 32400 | 29664 |
|  | Dalian Huarui Heavy Industry Group Co. Ltd., Class A | 30200 | 27339 |
|  | Dashang Co. Ltd., Class A | 15266 | 37768 |
|  | Deppon Logistics Co. Ltd., Class A | 15800 | 33144 |
|  | Dian Diagnostics Group Co. Ltd., Class A | 13600 | 31073 |
|  | Digital China Group Co. Ltd., Class A | 6400 | 38745 |
|  \* | Digital China Information Service Group Co. Ltd., Class A | 17900 | 47782 |
|  | Dongfang Electric Corp. Ltd., Class H | 42800 | 104432 |
|  | Dongguan Aohai Technology Co. Ltd., Class A | 2400 | 15905 |
|  | Dongguan Development Holdings Co. Ltd., Class A | 12900 | 21375 |
|  | Dongxing Securities Co. Ltd., Class A | 23800 | 42385 |
|  | Dongyue Group Ltd. | 306000 | 393692 |
|  | Dynagreen Environmental Protection Group Co. Ltd., Class H | 62000 | 43507 |
|  | Eaglerise Electric & Electronic China Co. Ltd., Class A | 9500 | 34181 |
|  | E-Commodities Holdings Ltd. | 368000 | 39301 |
|  | Edvantage Group Holdings Ltd. | 80000 | 14424 |

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##### [**Table of Contents**](#toc)
**WORLD EX U.S. TARGETED VALUE PORTFOLIO** 

**CONTINUED** 

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  CHINA — (Continued) | CHINA — (Continued) |  |  |
|  # | EEKA Fashion Holdings Ltd. | 46000 | $46421 |
|  \*†† | Elion Energy Co. Ltd., Class A | 29100 | 286 |
|  | Eternal Asia Supply Chain Management Ltd., Class A | 53500 | 38277 |
|  # | Ever Sunshine Services Group Ltd. | 126000 | 28312 |
|  W | Everbright Securities Co. Ltd., Class H | 38400 | 48220 |
|  \*W | Everest Medicines Ltd. | 6000 | 37844 |
|  | Fangda Carbon New Material Co. Ltd., Class A | 30961 | 26809 |
|  | Fangda Special Steel Technology Co. Ltd., Class A | 37300 | 31049 |
|  \* | Far East Smarter Energy Co. Ltd., Class A | 35300 | 38686 |
|  | FAWER Automotive Parts Co. Ltd., Class A | 15600 | 12320 |
|  | FESCO Group Co. Ltd., Class A | 4400 | 11720 |
|  | Fiberhome Telecommunication Technologies Co. Ltd., Class A | 10320 | 35250 |
|  \* | Financial Street Holdings Co. Ltd., Class A | 71300 | 30276 |
|  # | Flat Glass Group Co. Ltd., Class H | 54000 | 84905 |
|  | Fosun International Ltd. | 23500 | 14907 |
|  | Fu Shou Yuan International Group Ltd. | 221000 | 83603 |
|  # | Fufeng Group Ltd. | 298000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;308472 |
|  | Fujian Star-net Communication Co. Ltd., Class A | 13300 | 50049 |
|  | Fujian Sunner Development Co. Ltd., Class A | 21500 | 51211 |
|  | Gansu Energy Chemical Co. Ltd., Class A | 83500 | 30398 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  CHINA — (Continued) | CHINA — (Continued) |  |  |
|  \* | Gansu Jiu Steel Group Hongxing Iron & Steel Co. Ltd., Class A | 67400 | $16017 |
|  | Gansu Shangfeng Cement Co. Ltd., Class A | 19300 | 30634 |
|  | Gansu Yasheng Industrial Group Co. Ltd., Class A | 51300 | 22358 |
|  | GCL Energy Technology Co. Ltd., Class A | 18300 | 27534 |
|  \* | GDS Holdings Ltd. (9698 HK), Class A | 49400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;220099 |
|  | Geely Automobile Holdings Ltd. | 757000 | 1795838 |
|  \* | Gemdale Corp., Class A | 52200 | 28702 |
|  \* | Genimous Technology Co. Ltd., Class A | 28400 | 36400 |
|  \* | Genscript Biotech Corp. | 126000 | 261531 |
|  | GF Securities Co. Ltd., Class H | 140600 | 339438 |
|  | Goldwind Science & Technology Co. Ltd., Class H | 94000 | 159551 |
|  | Goodbaby International Holdings Ltd. | 168000 | 25670 |
|  # | Grand Pharmaceutical Group Ltd. | 167000 | 177792 |
|  \* | Grandjoy Holdings Group Co. Ltd., Class A | 48600 | 20313 |
|  | Great Wall Motor Co. Ltd., Class H | 255500 | 494178 |
|  # | Greentown China Holdings Ltd. | 213500 | 228508 |
|  #W | Greentown Management Holdings Co. Ltd. | 102000 | 39658 |
|  | Greentown Service Group Co. Ltd. | 254000 | 145917 |
|  | Guangdong Advertising Group Co. Ltd., Class A | 27400 | 32756 |
|  | Guangdong Construction Engineering Group Co. Ltd., Class A | 45100 | 24281 |

---

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##### [**Table of Contents**](#toc)
**WORLD EX U.S. TARGETED VALUE PORTFOLIO** 

**CONTINUED** 

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  CHINA — (Continued) | CHINA — (Continued) |  |  |
|  \* | Guangdong Create Century Intelligent Equipment Group Corp. Ltd., Class A | 19900 | $27973 |
|  \* | Guangdong DFP New Material Group Co. Ltd. | 47100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;32259 |
|  | Guangdong Dongfang Precision Science & Technology Co. Ltd., Class A | 11900 | 31804 |
|  | Guangdong Dongpeng Holdings Co. Ltd., Class A | 10200 | 10178 |
|  | Guangdong Dowstone Technology Co. Ltd., Class A | 15500 | 53721 |
|  | Guangdong Fenghua Advanced Technology Holding Co. Ltd., Class A | 7000 | 16659 |
|  | Guangdong Guanhao High-Tech Co. Ltd., Class A | 30200 | 13793 |
|  | Guangdong Kinlong Hardware Products Co. Ltd., Class A | 6900 | 22006 |
|  | Guangdong Provincial Expressway Development Co. Ltd., Class A | 15200 | 24810 |
|  | Guangdong Vanward New Electric Co. Ltd., Class A | 16800 | 27286 |
|  | Guangdong Xinbao Electrical Appliances Holdings Co. Ltd., Class A | 16100 | 34234 |
|  \* | Guangdong Zhongnan Iron & Steel Co. Ltd., Class A | 61700 | 23268 |
|  | Guangdong Zhongsheng Pharmaceutical Co. Ltd., Class A | 14400 | 39134 |
|  | Guangshen Railway Co. Ltd., Class H | 282000 | 82761 |
|  | Guangxi Liugong Machinery Co. Ltd., Class A | 27400 | 44842 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  CHINA — (Continued) | CHINA — (Continued) |  |  |
|  | Guangxi LiuYao Group Co. Ltd., Class A | 7200 | $18873 |
|  | Guangzhou Baiyunshan Pharmaceutical Holdings Co. Ltd., Class H | 28000 | 67500 |
|  | Guangzhou Wondfo Biotech Co. Ltd., Class A | 6400 | 19844 |
|  | Guangzhou Zhujiang Brewery Co. Ltd., Class A | 15500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20437 |
|  | Guilin Layn Natural Ingredients Corp., Class A | 17200 | 19568 |
|  | Guizhou Chanhen Chemical Corp., Class A | 6900 | 33117 |
|  | Guizhou Gas Group Corp. Ltd., Class A | 22400 | 22199 |
|  | Guizhou Panjiang Refined Coal Co. Ltd., Class A | 34800 | 25195 |
|  | Guizhou Tyre Co. Ltd., Class A | 34100 | 23916 |
|  | Guizhou Xinbang Pharmaceutical Co. Ltd., Class A | 48100 | 25801 |
|  \* | Guizhou Zhenhua E-chem, Inc., Class A | 13700 | 28570 |
|  \* | Guoguang Electric Co. Ltd., Class A | 13500 | 30108 |
|  | Guomai Technologies, Inc., Class A | 10500 | 16638 |
|  # | Guoquan Food Shanghai Co. Ltd., Class H | 46000 | 22766 |
|  W | Guotai Haitong Securities Co. Ltd., Class H | 47120 | 90288 |
|  | Haier Smart Home Co. Ltd. (6690 HK), Class H | 330000 | 1073122 |
|  \* | Hainan Haide Capital Management Co. Ltd., Class A | 20500 | 21629 |
|  \* | Hainan Meilan International Airport Co. Ltd., Class H | 31000 | 41910 |

---

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##### [**Table of Contents**](#toc)
**WORLD EX U.S. TARGETED VALUE PORTFOLIO** 

**CONTINUED** 

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  CHINA — (Continued) | CHINA — (Continued) |  |  |
|  | Haitian International Holdings Ltd. | 77000 | $210405 |
|  | Hand Enterprise Solutions Co. Ltd., Class A | 17400 | 44289 |
|  | Hangzhou GreatStar Industrial Co. Ltd. | 6900 | 29903 |
|  | Hangzhou Haoyue Personal Care Co. Ltd., Class A | 6160 | 28232 |
|  | Hangzhou Huawang New Material Technology Co. Ltd., Class A | 14520 | 17977 |
|  \* | Hangzhou Iron & Steel Co., Class A | 18500 | 23733 |
|  \* | Hangzhou Lion Microelectronics Co. Ltd., Class A | 7200 | 35469 |
|  | Hangzhou Onechance Tech Corp., Class A | 7200 | 30831 |
|  | Hangzhou Oxygen Plant Group Co. Ltd., Class A | 14900 | 57869 |
|  | Hangzhou Robam Appliances Co. Ltd., Class A | 14000 | 38475 |
|  #W | Hangzhou Tigermed Consulting Co. Ltd. (3347 HK), Class H | 3100 | 18551 |
|  | Hanwei Electronics Group Corp., Class A | 9600 | 75914 |
|  | Harbin Electric Co. Ltd., Class H | 158000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;259798 |
|  | Harbin Electric Corp. Jiamusi Electric Machine Co. Ltd., Class A | 16900 | 30808 |
|  \* | Harbin Pharmaceutical Group Co. Ltd., Class A | 25900 | 13334 |
|  | HBIS Resources Co. Ltd., Class A | 10900 | 28762 |
|  | Health & Happiness H&H International Holdings Ltd. | 54500 | 84785 |
|  | Hefei Urban Construction Development Co. Ltd., Class A | 3000 | 5244 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  CHINA — (Continued) | CHINA — (Continued) |  |  |
|  | HeiLongJiang ZBD Pharmaceutical Co. Ltd., Class A | 13800 | $21890 |
|  | Helens International Holdings Co. Ltd. | 52000 | 6698 |
|  | Henan Liliang Diamond Co. Ltd., Class A | 6400 | 34575 |
|  | Henan Mingtai Al Industrial Co. Ltd., Class A | 20200 | 42779 |
|  | Henan Pinggao Electric Co. Ltd., Class A | 8600 | 21349 |
|  | Henan Thinker Automatic Equipment Co. Ltd., Class A | 7840 | 32982 |
|  | Henan Yuguang Gold & Lead Co. Ltd., Class A | 23900 | 41186 |
|  | Henan Zhongyuan Expressway Co. Ltd., Class A | 43100 | 27570 |
|  | Hengan International Group Co. Ltd. | 75500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;264423 |
|  | Hengtong Logistics Co. Ltd., Class A | 8100 | 11288 |
|  | Hengyi Petrochemical Co. Ltd., Class A | 35500 | 33438 |
|  | Hexing Electrical Co. Ltd., Class A | 4200 | 19948 |
|  | Hitevision Co. Ltd., Class A | 7600 | 31953 |
|  \* | Hongyuan Green Energy Co. Ltd., Class A | 12600 | 52225 |
|  \* | Hopson Development Holdings Ltd. | 70893 | 28759 |
|  | Horizon Construction Development Ltd. | 101000 | 14546 |
|  | Huadian Heavy Industries Co. Ltd., Class A | 10800 | 11268 |
|  | Huafu Fashion Co. Ltd., Class A | 36000 | 24197 |
|  \* | Huaihe Energy Group Co. Ltd., Class A | 68100 | 35724 |
|  | Huapont Life Sciences Co. Ltd., Class A | 24200 | 16641 |
|  W | Huatai Securities Co. Ltd., Class H | 167600 | 421361 |

---

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##### [**Table of Contents**](#toc)
**WORLD EX U.S. TARGETED VALUE PORTFOLIO** 

**CONTINUED** 

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  CHINA — (Continued) | CHINA — (Continued) |  |  |
|  | Huaxin Cement Co. Ltd. (6655 HK), Class H | 47800 | $107333 |
|  \* | Hubei Broadcasting & Television<br>Information Network Co. Ltd., Class A | 35500 | 30108 |
|  | Hubei Chutian Smart Communication Co. Ltd., Class A | 20700 | 11840 |
|  | Hubei Jumpcan Pharmaceutical Co. Ltd., Class A | 6000 | 21133 |
|  | Hubei Yihua Chemical Industry Co. Ltd., Class A | 11300 | 22048 |
|  | Hubei Zhenhua Chemical Co. Ltd., Class A | 16100 | 54789 |
|  | Huishang Bank Corp. Ltd., Class H | 135800 | 58352 |
|  \* | Hunan Er-Kang Pharmaceutical Co. Ltd., Class A | 53300 | 27054 |
|  | Hunan Gold Corp. Ltd., Class A | 10060 | 30651 |
|  \* | Hunan New Wellful Co. Ltd., Class A | 24600 | 21718 |
|  #\*W | Hygeia Healthcare Holdings Co. Ltd. | 68200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;114585 |
|  \* | HyUnion Holding Co. Ltd., Class A | 23200 | 29194 |
|  | IKD Co. Ltd., Class A | 17400 | 55382 |
|  | Infore Environment Technology Group Co. Ltd., Class A | 39700 | 38429 |
|  | Inmyshow Digital Technology Group Co. Ltd., Class A | 30000 | 26217 |
|  | Inner Mongolia Berun Chemical Co. Ltd., Class A | 32500 | 30871 |
|  | Inner Mongolia Dian Tou Energy Corp. Ltd., Class A | 7900 | 28067 |
|  | Inspur Digital Enterprise Technology Ltd. | 38000 | 38448 |
|  | Intron Technology Holdings Ltd. | 46000 | 12250 |
|  #\* | iQIYI, Inc., ADR | 85914 | 198461 |
|  | Jade Bird Fire Co. Ltd., Class A | 19920 | 31351 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  CHINA — (Continued) | CHINA — (Continued) |  |  |
|  | Jangho Group Co. Ltd., Class A | 27400 | $29856 |
|  | Jason Furniture Hangzhou Co. Ltd., Class A | 6300 | 27283 |
|  \*W | JD Logistics, Inc. | 266400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;434286 |
|  | Jiang Su Suyan Jingshen Co. Ltd., Class A | 17200 | 26012 |
|  | Jiangling Motors Corp. Ltd., Class A | 9400 | 26539 |
|  | Jiangsu Asia-Pacific Light Alloy Technology Co. Ltd., Class A | 31400 | 29398 |
|  | Jiangsu Azure Corp., Class A | 17900 | 48338 |
|  | Jiangsu Broadcasting Cable Information<br>Network Corp. Ltd., Class A | 56000 | 28873 |
|  | Jiangsu Changshu Automotive Trim Group Co. Ltd., Class A | 8600 | 20714 |
|  | Jiangsu Dingsheng New Energy Materials Co. Ltd., Class A | 28900 | 51992 |
|  \* | Jiangsu General Science Technology Co. Ltd., Class A | 27500 | 17163 |
|  | Jiangsu Guomao Reducer Co. Ltd., Class A | 17300 | 39731 |
|  | Jiangsu Huachang Chemical Co. Ltd., Class A | 23300 | 20499 |
|  | Jiangsu Jiangyin Rural Commercial Bank Co. Ltd., Class A | 33300 | 22243 |
|  \* | Jiangsu Kanion Pharmaceutical Co. Ltd., Class A | 8500 | 17868 |
|  | Jiangsu Lihua Foods Group Co. Ltd. | 7900 | 23254 |
|  | Jiangsu Linyang Energy Co. Ltd., Class A | 25900 | 21268 |
|  | Jiangsu Pacific Quartz Co. Ltd., Class A | 6800 | 39440 |

---

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##### [**Table of Contents**](#toc)
**WORLD EX U.S. TARGETED VALUE PORTFOLIO** 

**CONTINUED** 

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  CHINA — (Continued) | CHINA — (Continued) |  |  |
|  | Jiangsu Provincial Agricultural Reclamation & Development Corp., Class A | 11400 | $14906 |
|  | Jiangsu Shentong Valve Co. Ltd., Class A | 12800 | 25040 |
|  | Jiangsu Shuangxing Color Plastic New Materials Co. Ltd., Class A | 34900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26696 |
|  | Jiangsu Soho High Hope Group Corp., Class A | 56400 | 22520 |
|  | Jiangsu Suzhou Rural Commercial Bank Co. Ltd., Class A | 35860 | 26115 |
|  | Jiangsu Zhangjiagang Rural Commercial Bank Co. Ltd., Class A | 34600 | 21582 |
|  | Jiangsu Zijin Rural Commercial Bank Co. Ltd., Class A | 90600 | 36022 |
|  | Jiangxi Ganyue Expressway Co. Ltd., Class A | 32800 | 24664 |
|  | Jiangxi Guotai Group Co. Ltd., Class A | 13300 | 24222 |
|  | Jiaozuo Wanfang Aluminum Manufacturing Co. Ltd., Class A | 13200 | 19052 |
|  | Jiayin Group, Inc., ADR | 2355 | 22255 |
|  \* | Jihua Group Corp. Ltd., Class A | 67000 | 34008 |
|  \* | Jilin Chemical Fibre, Class A | 39400 | 22614 |
|  \*†† | Jilin Jiutai Rural Commercial Bank Corp. Ltd., Class H | 35652 | 1422 |
|  #\*†† | Jinchuan Group International Resources Co. Ltd | 425000 | 13126 |
|  | Jingjin Equipment, Inc., Class A | 7900 | 16937 |
|  \* | Jinke Smart Services Group Co. Ltd., Class H | 29900 | 26435 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  CHINA — (Continued) | CHINA — (Continued) |  |  |
|  # | JinkoSolar Holding Co. Ltd., ADR | 8667 | $217628 |
|  | Jinlei Technology Co. Ltd., Class A | 10000 | 41197 |
|  | Jinmao Property Services Co. Ltd. | 15891 | 5715 |
|  #W | Jinxin Fertility Group Ltd. | 240000 | 75918 |
|  | Jinyu Bio-Technology Co. Ltd., Class A | 23800 | 36076 |
|  | Jiuzhitang Co. Ltd., Class A | 16100 | 22646 |
|  | Jizhong Energy Resources Co. Ltd., Class A | 31400 | 27059 |
|  \* | Jolywood Suzhou Sunwatt Co. Ltd., Class A | 28100 | 24017 |
|  \* | Joy City Property Ltd. | 738000 | 56040 |
|  | JS Corrugating Machinery Co. Ltd., Class A | 15100 | 26551 |
|  \*W | JS Global Lifestyle Co. Ltd. | 189500 | 43421 |
|  | JSTI Group, Class A | 22800 | 26989 |
|  | Juewei Food Co. Ltd., Class A | 8600 | 16510 |
|  | Jutal Offshore Oil Services Ltd. | 94000 | 6896 |
|  | Kailuan Energy Chemical Co. Ltd., Class A | 9400 | 8628 |
|  | Kaishan Group Co. Ltd., Class A | 16700 | 37646 |
|  | Kangji Medical Holdings Ltd. | 59000 | 68326 |
|  \* | KBC Corp. Ltd., Class A | 4419 | 19577 |
|  | Keda Industrial Group Co. Ltd., Class A | 10800 | 19899 |
|  | Keshun Waterproof Technologies Co. Ltd., Class A | 33700 | 23685 |
|  | Kinetic Development Group Ltd. | 442000 | 83069 |
|  | Kingboard Holdings Ltd. | 115000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;412025 |
|  # | Kingboard Laminates Holdings Ltd. | 110500 | 185001 |
|  | Kingfa Sci & Tech Co. Ltd., Class A | 8700 | 24736 |
|  \* | Kingsoft Cloud Holdings Ltd. | 64000 | 53758 |

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##### [**Table of Contents**](#toc)
**WORLD EX U.S. TARGETED VALUE PORTFOLIO** 

**CONTINUED** 

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  CHINA — (Continued) | CHINA — (Continued) |  |  |
|  | KPC Pharmaceuticals, Inc., Class A | 10700 | $20469 |
|  | Kuangda Technology Group Co. Ltd., Class A | 42400 | 36959 |
|  | Kunlun Energy Co. Ltd. | 756000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;694904 |
|  \* | Lanzhou LS Heavy Equipment Co. Ltd., Class A | 26900 | 32933 |
|  | Lao Feng Xiang Co. Ltd., Class A | 5000 | 33883 |
|  | Laobaixing Pharmacy Chain JSC, Class A | 9100 | 21230 |
|  | Launch Tech Co. Ltd., Class H | 33500 | 37894 |
|  | Lee & Man Chemical Co. Ltd. | 38000 | 23045 |
|  | Lee & Man Paper Manufacturing Ltd. | 299000 | 105683 |
|  \*W | Legend Holdings Corp., Class H | 84000 | 108574 |
|  | Lenovo Group Ltd. | 214000 | 312194 |
|  | Leo Group Co. Ltd., Class A | 28300 | 21217 |
|  | Leoch International Technology Ltd. | 116000 | 21348 |
|  \* | Li Auto, Inc. (2015 HK), Class A | 73300 | 760639 |
|  | Li Ning Co. Ltd. | 352500 | 766411 |
|  | Lianhe Chemical Technology Co. Ltd., Class A | 24900 | 41409 |
|  | Liaoning Port Co. Ltd., Class H | 284000 | 33242 |
|  | Lier Chemical Co. Ltd., Class A | 13600 | 24255 |
|  \* | Lifetech Scientific Corp. | 370000 | 95794 |
|  | Lingbao Gold Group Co. Ltd., Class H | 26000 | 54426 |
|  | Livzon Pharmaceutical Group, Inc., Class H | 6400 | 25739 |
|  | Lizhong Sitong Light Alloys Group Co. Ltd., Class A | 8100 | 27831 |
|  # | LK Technology Holdings Ltd. | 22500 | 10678 |
|  | Loncin Motor Co. Ltd., Class A | 26700 | 51114 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  CHINA — (Continued) | CHINA — (Continued) |  |  |
|  W | Longfor Group Holdings Ltd. | 229089 | $282978 |
|  | Longshine Technology Group Co. Ltd., Class A | 8900 | 22375 |
|  | Lucky Harvest Co. Ltd., Class A | 8580 | 48622 |
|  | Luoniushan Co. Ltd., Class A | 25900 | 26717 |
|  | Luoyang Xinqianglian Slewing Bearing Co. Ltd., Class A | 8700 | 64581 |
|  \*W | Luye Pharma Group Ltd. | 231000 | 93589 |
|  \* | Maanshan Iron & Steel Co. Ltd., Class H | 68000 | 22322 |
|  | Maccura Biotechnology Co. Ltd., Class A | 14000 | 23023 |
|  W | Maoyan Entertainment | 58160 | 49742 |
|  | Meinian Onehealth Healthcare Holdings Co. Ltd., Class A | 66600 | 52660 |
|  | Mesnac Co. Ltd., Class A | 22100 | 26811 |
|  | Metallurgical Corp. of China Ltd., Class H | 528000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;160895 |
|  | M-Grass Ecology & Environment Group Co. Ltd., Class A | 29600 | 17337 |
|  | Milkyway Intelligent Supply Chain Service Group Co. Ltd., Class A | 1600 | 13375 |
|  \* | Minmetals Development Co. Ltd., Class A | 21300 | 27387 |
|  \* | Minmetals Land Ltd. | 340000 | 41233 |
|  | Minth Group Ltd. | 142000 | 630099 |
|  | MLS Co. Ltd., Class A | 24900 | 30520 |
|  \* | MMG Ltd. | 487199 | 432366 |
|  \*W | Mobvista, Inc. | 49000 | 112461 |
|  | Moon Environment Technology Co. Ltd., Class A | 19760 | 39474 |
|  # | Morimatsu International Holdings Co. Ltd. | 56000 | 71693 |
|  | Nanhua Futures Co. Ltd., Class A | 12200 | 35775 |

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##### [**Table of Contents**](#toc)
**WORLD EX U.S. TARGETED VALUE PORTFOLIO** 

**CONTINUED** 

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  CHINA — (Continued) | CHINA — (Continued) |  |  |
|  | NanJi E-Commerce Co. Ltd., Class A | 28700 | $14258 |
|  | Nanjing Hanrui Cobalt Co. Ltd., Class A | 6400 | 44677 |
|  | Nanjing Iron & Steel Co. Ltd., Class A | 75000 | 55362 |
|  | Nanjing King-Friend Biochemical Pharmaceutical Co. Ltd., Class A | 7800 | 11016 |
|  | Nanjing Pharmaceutical Co. Ltd., Class A | 31500 | 22400 |
|  \* | Nanjing Tanker Corp., Class A | 66500 | 30544 |
|  | Nantong Jiangshan Agrochemical & Chemical LLC, Class A | 9900 | 33282 |
|  | NetDragon Websoft Holdings Ltd. | 54000 | 84360 |
|  | Neusoft Corp., Class A | 20400 | 30175 |
|  | New China Life Insurance Co. Ltd., Class H | 153600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;970692 |
|  | Newland Digital Technology Co. Ltd., Class A | 4000 | 15491 |
|  | Nexteer Automotive Group Ltd. | 193000 | 167302 |
|  \* | Nine Dragons Paper Holdings Ltd. | 280000 | 200559 |
|  | Ningbo Boway Alloy Material Co. Ltd., Class A | 8400 | 25814 |
|  | Ningbo Huaxiang Electronic Co. Ltd., Class A | 10600 | 49421 |
|  | Ningbo Jintian Copper Group Co. Ltd., Class A | 30400 | 49433 |
|  | Ningbo Peacebird Fashion Co. Ltd., Class A | 11800 | 23753 |
|  \* | Ningbo Shanshan Co. Ltd., Class A | 38300 | 74016 |
|  | Ningbo Xusheng Group Co. Ltd., Class A | 12600 | 26673 |
|  | Ningbo Yunsheng Co. Ltd., Class A | 10700 | 21462 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  CHINA — (Continued) | CHINA — (Continued) |  |  |
|  | NKY Medical Holdings Ltd., Class A | 13700 | $31950 |
|  | Norinco International Cooperation Ltd., Class A | 22300 | 35045 |
|  | North Chemical Industries Co. Ltd., Class A | 15200 | 43005 |
|  | North China Pharmaceutical Co. Ltd., Class A | 34500 | 29110 |
|  | North Huajin Chemical Industries Co. Ltd., Class A | 38800 | 27716 |
|  | Northeast Pharmaceutical Group Co. Ltd., Class A | 35500 | 27685 |
|  | Northeast Securities Co. Ltd., Class A | 28400 | 36268 |
|  \* | Nuode New Materials Co. Ltd., Class A | 10200 | 10154 |
|  | Offshore Oil Engineering Co. Ltd., Class A | 29400 | 22513 |
|  | Onewo, Inc., Class H | 31900 | 91650 |
|  | Opple Lighting Co. Ltd., Class A | 7800 | 19074 |
|  | ORG Technology Co. Ltd., Class A | 58200 | 49250 |
|  | Orient International Enterprise Ltd., Class A | 9500 | 11166 |
|  W | Orient Securities Co. Ltd., Class H | 164400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;153185 |
|  \* | Oriental Energy Co. Ltd., Class A | 17600 | 20349 |
|  | Pacific Shuanglin Bio-pharmacy Co. Ltd., Class A | 9700 | 21476 |
|  \* | PCI Technology Group Co. Ltd., Class A | 40700 | 39276 |
|  \*†† | Pengdu Agriculture & Animal Husbandry Co. Ltd., Class A | 164500 | 0 |
|  | PharmaBlock Sciences Nanjing, Inc., Class A | 5300 | 31829 |
|  | PhiChem Corp., Class A | 13700 | 45168 |
|  | Pingdingshan Tianan Coal Mining Co. Ltd., Class A | 21000 | 25092 |

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##### [**Table of Contents**](#toc)
**WORLD EX U.S. TARGETED VALUE PORTFOLIO** 

**CONTINUED** 

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  CHINA — (Continued) | CHINA — (Continued) |  |  |
|  \* | Polaris Bay Group Co. Ltd., Class A | 19700 | $20385 |
|  | Poly Property Group Co. Ltd. | 201637 | 47968 |
|  \* | Porton Pharma Solutions Ltd., Class A | 6900 | 25838 |
|  | Prinx Chengshan Holdings Ltd. | 20000 | 18274 |
|  | Pylon Technologies Co. Ltd., Class A | 3881 | 36189 |
|  | Q Technology Group Co. Ltd. | 123000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;221191 |
|  \* | Qinchuan Machine Tool & Tool Group Share Co. Ltd., Class A | 21100 | 40710 |
|  | Qingdao East Steel Tower Stock Co. Ltd., Class A | 38100 | 94561 |
|  | Qingdao Eastsoft Communication Technology Co. Ltd., Class A | 7100 | 15338 |
|  | Qingdao Gon Technology Co. Ltd., Class A | 3600 | 25947 |
|  W | Qingdao Port International Co. Ltd., Class H | 87000 | 79531 |
|  | Qingdao Rural Commercial Bank Corp., Class A | 127700 | 57814 |
|  | Qingdao Sentury Tire Co. Ltd., Class A | 8600 | 23496 |
|  | Qinghai Huzhu TianYouDe Highland Barley Spirit Co. Ltd., Class A | 13100 | 17656 |
|  | Qinhuangdao Port Co. Ltd., Class H | 74500 | 27900 |
|  | Rainbow Digital Commercial Co. Ltd., Class A | 38250 | 29037 |
|  | Renhe Pharmacy Co. Ltd., Class A | 26500 | 23134 |
|  | Rianlon Corp., Class A | 6700 | 37721 |
|  | Riyue Heavy Industry Co. Ltd., Class A | 12300 | 25134 |
|  | Rizhao Port Co. Ltd., Class A | 56400 | 25213 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  CHINA — (Continued) | CHINA — (Continued) |  |  |
|  \* | RongFa Nuclear Equipment Co. Ltd., Class A | 49300 | $54771 |
|  | Runjian Co. Ltd., Class A | 3100 | 19173 |
|  | Sanjiang Shopping Club Co. Ltd., Class A | 12600 | 24530 |
|  | Sanquan Food Co. Ltd., Class A | 7110 | 11158 |
|  \* | Sansteel Minguang Co. Ltd. Fujian, Class A | 54900 | 34571 |
|  | Sansure Biotech, Inc., Class A | 9291 | 28777 |
|  # | Sany Heavy Equipment International Holdings Co. Ltd. | 209000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;197305 |
|  \* | Seazen Group Ltd. | 496000 | 139739 |
|  \* | Seazen Holdings Co. Ltd., Class A | 16700 | 33340 |
|  \*†† | S-Enjoy Service Group Co. Ltd. | 63000 | 8513 |
|  | Shaanxi Construction Engineering Group Corp. Ltd., Class A | 44500 | 23702 |
|  \* | Shaanxi Heimao Coking Co. Ltd., Class A | 58400 | 34881 |
|  | Shandong Bohui Paper Industrial Co. Ltd., Class A | 30100 | 21121 |
|  | Shandong Dongyue Silicone Material Co. Ltd., Class A | 23500 | 30673 |
|  | Shandong Hi-Speed Road & Bridge Group Co. Ltd., Class A | 14900 | 12799 |
|  | Shandong Huatai Paper Industry Shareholding Co. Ltd., Class A | 46100 | 24107 |
|  | Shandong Humon Smelting Co. Ltd., Class A | 11000 | 20415 |
|  | Shandong Jincheng Pharmaceutical Group Co. Ltd., Class A | 10900 | 26762 |

---

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##### [**Table of Contents**](#toc)
**WORLD EX U.S. TARGETED VALUE PORTFOLIO** 

**CONTINUED** 

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  CHINA — (Continued) | CHINA — (Continued) |  |  |
|  | Shandong Jinjing Science & Technology Co. Ltd., Class A | 31900 | $23541 |
|  | Shandong Linglong Tyre Co. Ltd., Class A | 9700 | 20978 |
|  | Shandong Lukang Pharma, Class A | 17900 | 25217 |
|  | Shandong Pharmaceutical Glass Co. Ltd., Class A | 6300 | 18518 |
|  | Shandong Publishing & Media Co. Ltd., Class A | 16300 | 19152 |
|  | Shandong Weifang Rainbow Chemical Co. Ltd., Class A | 2000 | 20818 |
|  | Shandong Weigao Group Medical Polymer Co. Ltd., Class H | 284000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;198797 |
|  | Shandong WIT Dyne Health Co. Ltd., Class A | 6000 | 28807 |
|  | Shandong Xiantan Co. Ltd., Class A | 11300 | 10007 |
|  | Shandong Xinhua Pharmaceutical Co. Ltd., Class H | 32000 | 28648 |
|  | Shandong Yisheng Livestock & Poultry Breeding Co. Ltd., Class A | 10300 | 13015 |
|  \* | Shanghai Aerospace Automobile Electromechanical Co. Ltd., Class A | 15500 | 17976 |
|  \* | Shanghai Aiko Solar Energy Co. Ltd., Class A | 10800 | 23967 |
|  | Shanghai Bright Meat Group Co. Ltd., Class A | 27000 | 25838 |
|  | Shanghai Construction Group Co. Ltd., Class A | 62100 | 24611 |
|  | Shanghai Datun Energy Resources Co. Ltd., Class A | 13300 | 25814 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  CHINA — (Continued) | CHINA — (Continued) |  |  |
|  | Shanghai Environment Group Co. Ltd., Class A | 21400 | $24973 |
|  | Shanghai Fosun Pharmaceutical Group Co. Ltd., Class H | 11500 | 35225 |
|  | Shanghai Gench Education Group Ltd. | 16500 | 5686 |
|  W | Shanghai Haohai Biological Technology Co. Ltd., Class H | 6400 | 22478 |
|  | Shanghai Huayi Group Co. Ltd., Class A | 22900 | 25597 |
|  | Shanghai Industrial Holdings Ltd. | 81000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;142188 |
|  | Shanghai Jinjiang International Hotels Co. Ltd., Class A | 8700 | 27527 |
|  | Shanghai Kaibao Pharmaceutical Co. Ltd., Class A | 24600 | 21337 |
|  | Shanghai Mechanical & Electrical Industry Co. Ltd., Class A | 17300 | 65915 |
|  \* | Shanghai Milkground Food Tech Co. Ltd., Class A | 8700 | 31289 |
|  | Shanghai Pharmaceuticals Holding Co. Ltd., Class H | 122400 | 184292 |
|  | Shanghai Pret Composites Co. Ltd., Class A | 17300 | 32727 |
|  | Shanghai QiFan Cable Co. Ltd., Class A | 9600 | 25310 |
|  | Shanghai Runda Medical Technology Co. Ltd., Class A | 10500 | 24854 |
|  | Shanghai Shyndec Pharmaceutical Co. Ltd., Class A | 12100 | 17720 |
|  | Shanghai Tongji Science & Technology Industrial Co. Ltd., Class A | 17400 | 36341 |

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##### [**Table of Contents**](#toc)
**WORLD EX U.S. TARGETED VALUE PORTFOLIO** 

**CONTINUED** 

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  CHINA — (Continued) | CHINA — (Continued) |  |  |
|  | Shanghai Tunnel Engineering Co. Ltd., Class A | 53000 | $49191 |
|  | Shanghai Waigaoqiao Free Trade Zone Group Co. Ltd., Class A | 11000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16911 |
|  | Shanghai Zhenhua Heavy Industries Co. Ltd., Class A | 45100 | 29989 |
|  | Shanghai Zhonggu Logistics Co. Ltd., Class A | 26300 | 40892 |
|  | Shanghai Zijiang Enterprise Group Co. Ltd., Class A | 15300 | 16986 |
|  | Shantui Construction Machinery Co. Ltd., Class A | 17600 | 28632 |
|  | Shanxi Blue Flame Holding Co. Ltd., Class A | 27000 | 27491 |
|  | Shanxi Coal International Energy Group Co. Ltd., Class A | 14800 | 22969 |
|  \* | Shanxi Guoxin Energy Corp. Ltd., Class A | 51440 | 25543 |
|  | Shanxi Hi-speed Group Co. Ltd., Class A | 32600 | 23752 |
|  | Shanxi Lanhua Sci-Tech Venture Co. Ltd., Class A | 25480 | 24106 |
|  \* | Shanxi Lu'an Chemical Technology Co. Ltd., Class A | 30500 | 12314 |
|  \* | Shanxi Meijin Energy Co. Ltd., Class A | 37100 | 27329 |
|  | Shanxi Securities Co. Ltd., Class A | 33600 | 30240 |
|  | Shenma Industry Co. Ltd., Class A | 26406 | 36876 |
|  | Shenzhen Agricultural Power Group Co. Ltd., Class A | 12300 | 14775 |
|  | Shenzhen Airport Co. Ltd., Class A | 36800 | 37363 |
|  | Shenzhen Aisidi Co. Ltd., Class A | 14000 | 24408 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  CHINA — (Continued) | CHINA — (Continued) |  |  |
|  | Shenzhen Center Power Tech Co. Ltd., Class A | 10500 | $33819 |
|  | Shenzhen Cereals Holdings Co. Ltd., Class A | 20900 | 20519 |
|  | Shenzhen Colibri Technologies Co. Ltd., Class A | 11800 | 36952 |
|  | Shenzhen Das Intellitech Co. Ltd., Class A | 65900 | 30310 |
|  | Shenzhen Desay Battery Technology Co., Class A | 5980 | 23622 |
|  \* | Shenzhen Dynanonic Co. Ltd., Class A | 5800 | 37452 |
|  | Shenzhen Everwin Precision Technology Co. Ltd., Class A | 8300 | 44351 |
|  | Shenzhen Fuanna Bedding & Furnishing Co. Ltd., Class A | 18500 | 18728 |
|  | Shenzhen Gas Corp. Ltd., Class A | 31800 | 30038 |
|  \* | Shenzhen Gongjin Electronics Co. Ltd., Class A | 18500 | 31053 |
|  W | Shenzhen Hepalink Pharmaceutical Group Co. Ltd., Class H | 23500 | 16253 |
|  | Shenzhen Hopewind Electric Co. Ltd., Class A | 11200 | 47502 |
|  # | Shenzhen International Holdings Ltd | 285521 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;295968 |
|  | Shenzhen Invt Electric Co. Ltd., Class A | 20200 | 25576 |
|  \* | Shenzhen Jinjia Group Co. Ltd., Class A | 40200 | 25220 |
|  | Shenzhen Jufei Optoelectronics Co. Ltd., Class A | 22000 | 20703 |
|  | Shenzhen Kedali Industry Co. Ltd., Class A | 1200 | 30391 |

---

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##### [**Table of Contents**](#toc)
**WORLD EX U.S. TARGETED VALUE PORTFOLIO** 

**CONTINUED** 

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  CHINA — (Continued) | CHINA — (Continued) |  |  |
|  | Shenzhen Kingkey Smart Agriculture Times Co. Ltd., Class A | 9100 | $21025 |
|  | Shenzhen Kinwong Electronic Co. Ltd., Class A | 3000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30587 |
|  | Shenzhen Laibao Hi-tech Co. Ltd., Class A | 13600 | 21337 |
|  | Shenzhen Leaguer Co. Ltd., Class A | 19200 | 24898 |
|  | Shenzhen Microgate Technology Co. Ltd., Class A | 16900 | 30149 |
|  | Shenzhen MTC Co. Ltd., Class A | 47100 | 40725 |
|  \* | Shenzhen New Nanshan Holding Group Co. Ltd., Class A | 67000 | 29311 |
|  | Shenzhen Noposin Crop Science Co. Ltd., Class A | 11900 | 20398 |
|  | Shenzhen Pagoda Industrial Group Corp. Ltd., Class H | 104000 | 27306 |
|  | Shenzhen SC New Energy Technology Corp., Class A | 4900 | 65062 |
|  | Shenzhen Senior Technology Material Co. Ltd., Class A | 20700 | 41430 |
|  | Shenzhen Tagen Group Co. Ltd., Class A | 43000 | 22905 |
|  | Shenzhen Topband Co. Ltd., Class A | 16700 | 32378 |
|  | Shenzhen Woer Heat-Shrinkable Material Co. Ltd., Class A | 11800 | 45861 |
|  | Shenzhen Yinghe Technology Co. Ltd., Class A | 7600 | 31987 |
|  \* | Shenzhen Zhenye Group Co. Ltd., Class A | 14700 | 26234 |
|  | Shenzhen Zhongjin Lingnan Nonfemet Co. Ltd., Class A | 59400 | 46046 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  CHINA — (Continued) | CHINA — (Continued) |  |  |
|  | Shenzhou International Group Holdings Ltd. | 84000 | $725072 |
|  \* | Shijiazhuang Changshan BeiMing Technology Co. Ltd., Class A | 9600 | 31140 |
|  | Shinva Medical Instrument Co. Ltd., Class A | 13920 | 30401 |
|  †† | Shouhang High-Tech Energy Co. Ltd., Class A | 26100 | 257 |
|  | Shui On Land Ltd. | 685000 | 62500 |
|  \* | Sichuan Chengfei Integration Technology Corp., Class A | 7000 | 41693 |
|  | Sichuan EM Technology Co. Ltd., Class A | 18700 | 52394 |
|  \* | Sichuan Haite High-tech Co. Ltd., Class A | 9300 | 16404 |
|  | Sichuan Hebang Biotechnology Co. Ltd., Class A | 93900 | 28764 |
|  \* | Sichuan Lutianhua Co. Ltd., Class A | 21500 | 12965 |
|  | Sichuan New Energy Power Co. Ltd., Class A | 14800 | 25583 |
|  | Sichuan Yahua Industrial Group Co. Ltd., Class A | 16200 | 46281 |
|  | Sihuan Pharmaceutical Holdings Group Ltd. | 389000 | 74145 |
|  | SIIC Environment Holdings Ltd. (807 HK) | 64000 | 9220 |
|  | SIIC Environment Holdings Ltd. (SIIC SP) | 349300 | 48040 |
|  W | Simcere Pharmaceutical Group Ltd. | 43000 | 68488 |
|  | Sinofert Holdings Ltd. | 518000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;101293 |
|  | Sinoma Science & Technology Co. Ltd., Class A | 6200 | 30195 |

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**WORLD EX U.S. TARGETED VALUE PORTFOLIO** 

**CONTINUED** 

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  CHINA — (Continued) | CHINA — (Continued) |  |  |
|  | Sinomach Automobile Co. Ltd., Class A | 21100 | $18496 |
|  | Sinomach Precision Industry Group Co. Ltd., Class A | 7100 | 28582 |
|  | Sinopec Engineering Group Co. Ltd., Class H | 269000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;253399 |
|  \* | Sinopec Oilfield Equipment Corp., Class A | 28700 | 29316 |
|  | Sinopec Shanghai Petrochemical Co. Ltd., Class H | 358000 | 61274 |
|  | Sinopharm Group Co. Ltd., Class H | 186000 | 463617 |
|  | Sino-Platinum Metals Co. Ltd., Class A | 10790 | 25216 |
|  | Sinosteel Engineering & Technology Co. Ltd., Class A | 25100 | 22582 |
|  | Sinosteel New Materials Co. Ltd., Class A | 20200 | 31101 |
|  | Sinotrans Ltd., Class H | 409000 | 278002 |
|  | Sinotruk Jinan Truck Co. Ltd., Class A | 19900 | 50773 |
|  #\* | Skyworth Group Ltd. | 36000 | 18244 |
|  W | Smoore International Holdings Ltd. | 29000 | 48840 |
|  | Snowsky Salt Industry Group Co. Ltd., Class A | 29900 | 23960 |
|  | Sobute New Materials Co. Ltd., Class A | 6400 | 9270 |
|  | Southern Publishing & Media Co. Ltd., Class A | 10600 | 21076 |
|  \* | SPIC Yuanda Environmental-Protection Co. Ltd., Class A | 13000 | 24414 |
|  # | SSY Group Ltd. | 218000 | 87024 |
|  | Stanley Agricultural Group Co. Ltd., Class A | 24600 | 33708 |
|  | Star Lake Bioscience Co., Inc. Zhaoqing Guangdong, Class A | 29900 | 30204 |
|  | STO Express Co. Ltd., Class A | 17500 | 38092 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  CHINA — (Continued) | CHINA — (Continued) |  |  |
|  | Sumec Corp. Ltd., Class A | 11800 | $18759 |
|  | Sun Art Retail Group Ltd. | 397500 | 96595 |
|  | Sun King Technology Group Ltd. | 130000 | 33814 |
|  | Sunflower Pharmaceutical Group Co. Ltd., Class A | 10100 | 20720 |
|  \* | Sunshine Lake Pharma Co. Ltd. | 23620 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;139216 |
|  | Sunstone Development Co. Ltd., Class A | 10700 | 37036 |
|  | Suntak Technology Co. Ltd., Class A | 16600 | 33232 |
|  | Sunward Intelligent Equipment Co. Ltd., Class A | 17400 | 32402 |
|  | Sunwoda Electronic Co. Ltd., Class A | 11500 | 57970 |
|  | Suofeiya Home Collection Co. Ltd., Class A | 10900 | 19938 |
|  | Suzhou Anjie Technology Co. Ltd., Class A | 11300 | 22108 |
|  | Suzhou Dongshan Precision Manufacturing Co. Ltd., Class A | 4000 | 38506 |
|  | Suzhou New District Hi-Tech Industrial Co. Ltd., Class A | 28600 | 23900 |
|  | Symphony Holdings Ltd. | 280000 | 54121 |
|  \* | Tangrenshen Group Co. Ltd., Class A | 26800 | 17977 |
|  | TangShan Port Group Co. Ltd., Class A | 58200 | 32497 |
|  | Tangshan Sanyou Chemical Industries Co. Ltd., Class A | 25500 | 20430 |
|  | Tayho Advanced Materials Group Co. Ltd., Class A | 24900 | 35137 |
|  | TCL Electronics Holdings Ltd. | 176000 | 208968 |
|  | TDG Holdings Co. Ltd., Class A | 25500 | 36835 |

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##### [**Table of Contents**](#toc)
**WORLD EX U.S. TARGETED VALUE PORTFOLIO** 

**CONTINUED** 

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  CHINA — (Continued) | CHINA — (Continued) |  |  |
|  | Three's Co. Media Group Co. Ltd., Class A | 6200 | $25107 |
|  | Tian An China Investment Co. Ltd. | 81000 | 47346 |
|  | Tian Di Science & Technology Co. Ltd., Class A | 50500 | 42436 |
|  \*†† | Tian Shan Development Holding Ltd. | 62000 | 0 |
|  | Tiande Chemical Holdings Ltd. | 56000 | 10329 |
|  | Tiangong International Co. Ltd. | 254000 | 96191 |
|  | Tianjin Capital Environmental Protection Group Co. Ltd., Class H | 66000 | 36220 |
|  | Tianjin Chase Sun Pharmaceutical Co. Ltd., Class A | 75500 | 40545 |
|  | Tianjin Port Co. Ltd., Class A | 34400 | 23254 |
|  | Tianjin Ringpu Bio-Technology Co. Ltd., Class A | 8400 | 25457 |
|  | Tianjin TEDA Resources Recycling Group Co. Ltd., Class A | 33800 | 20173 |
|  | Tianjin You Fa Steel Pipe Group Stock Co. Ltd., Class A | 32500 | 30018 |
|  \* | Tianma Microelectronics Co. Ltd., Class A | 33800 | 46160 |
|  #\* | Tianqi Lithium Corp., Class H | 22000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;135236 |
|  | Tianrun Industry Technology Co. Ltd., Class A | 30100 | 26956 |
|  | Tianshan Aluminum Group Co. Ltd., Class A | 25900 | 48641 |
|  | Tinergy Chemical Co. Ltd., Class A | 61200 | 48006 |
|  | Titan Wind Energy Suzhou Co. Ltd., Class A | 20900 | 22504 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  CHINA — (Continued) | CHINA — (Continued) |  |  |
|  | Tofflon Science & Technology Group Co. Ltd., Class A | 15300 | $36463 |
|  | Toly Bread Co. Ltd., Class A | 25900 | 19845 |
|  | Tong Ren Tang Technologies Co. Ltd., Class H | 110000 | 65642 |
|  | Tongcheng Travel Holdings Ltd. | 51200 | 140892 |
|  | Tongguan Gold Group Ltd. | 82000 | 28549 |
|  | Tongyu Heavy Industry Co. Ltd., Class A | 63900 | 27668 |
|  | Topsec Technologies Group, Inc., Class A | 35600 | 52177 |
|  W | Topsports International Holdings Ltd. | 326000 | 129202 |
|  | TravelSky Technology Ltd., Class H | 131000 | 172396 |
|  \* | Triumph New Energy Co. Ltd., Class H | 22000 | 12346 |
|  | Tsingtao Brewery Co. Ltd., Class H | 26000 | 175722 |
|  | TSP Wind Power Group Co. Ltd. | 12900 | 15383 |
|  †† | Tunghsu Optoelectronic Technology Co. Ltd., Class A | 82400 | 811 |
|  | Unilumin Group Co. Ltd., Class A | 32500 | 33689 |
|  | Uni-President China Holdings Ltd. | 160000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;173223 |
|  †† | Untrade.China Dili | 516800 | 8234 |
|  | Valiant Co. Ltd., Class A | 18300 | 36033 |
|  | Vats Liquor Chain Store Management JSC Ltd. (300755 C2), Class A | 8300 | 24256 |
|  | Vatti Corp. Ltd., Class A | 9200 | 8265 |
|  | Vipshop Holdings Ltd., ADR | 49285 | 861995 |
|  \* | Visionox Technology, Inc., Class A | 27100 | 32295 |
|  \*W | Viva Biotech Holdings **.** | 265500 | 83269 |
|  | Wangneng Environment Co. Ltd., Class A | 8300 | 19944 |

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**WORLD EX U.S. TARGETED VALUE PORTFOLIO** 

**CONTINUED** 

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| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  CHINA — (Continued) | CHINA — (Continued) |  |  |
|  | Wanxiang Qianchao Co. Ltd., Class A | 31340 | $55343 |
|  | Wasion Holdings Ltd. | 98000 | 157678 |
|  | Wasu Media Holding Co. Ltd., Class A | 36300 | 40262 |
|  | Weichai Power Co. Ltd., Class H | 259000 | 535171 |
|  | Weifu High-Technology Group Co. Ltd., Class A | 9600 | 28967 |
|  | Weihai Guangtai Airport Equipment Co. Ltd., Class A | 13600 | 19559 |
|  | Wellhope Foods Co. Ltd., Class A | 18100 | 19518 |
|  | Wencan Group Co. Ltd., Class A | 6200 | 18841 |
|  # | West China Cement Ltd. | 528000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;201778 |
|  | Windey Energy Technology Group Co. Ltd., Class A | 11000 | 28243 |
|  | Winner Medical Co. Ltd., Class A | 4200 | 24385 |
|  \* | Wuhan P&S Information Technology Co. Ltd., Class A | 17000 | 26752 |
|  | Wuhu Token Science Co. Ltd., Class A | 27900 | 24337 |
|  | Wushang Group Co. Ltd., Class A | 20400 | 28639 |
|  \*W | Wuxi Biologics Cayman, Inc. | 14000 | 65297 |
|  | Wuxi Boton Technology Co. Ltd., Class A | 10500 | 34383 |
|  | Wuxi Huaguang Environment & Energy Group Co. Ltd., Class A | 17800 | 38699 |
|  | Wuxi Paike New Materials Technology Co. Ltd., Class A | 3200 | 31417 |
|  | Wuxi Rural Commercial Bank Co. Ltd., Class A | 30400 | 25940 |
|  | Wuxi Taiji Industry Ltd. Co., Class A | 21300 | 25958 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  CHINA — (Continued) | CHINA — (Continued) |  |  |
|  #\*W | Xiabuxiabu Catering Management China Holdings Co. Ltd. | 91500 | $11781 |
|  | Xiamen Bank Co. Ltd., Class A | 57200 | 56688 |
|  | Xiamen Changelight Co. Ltd., Class A | 14500 | 24358 |
|  | Xiamen Kingdomway Group Co., Class A | 8500 | 24119 |
|  | Xiamen Xiangyu Co. Ltd., Class A | 31700 | 36998 |
|  | Xiandai Investment Co. Ltd., Class A | 19900 | 11853 |
|  | Xianhe Co. Ltd., Class A | 7900 | 25395 |
|  | Xilinmen Furniture Co. Ltd., Class A | 7900 | 18992 |
|  | Xinfengming Group Co. Ltd., Class A | 25400 | 56776 |
|  | Xingfa Aluminium Holdings Ltd. | 46000 | 46072 |
|  | Xinjiang Communications Construction Group Co. Ltd., Class A | 13200 | 35098 |
|  | Xinjiang Joinworld Co. Ltd., Class A | 10900 | 12421 |
|  | Xinjiang Qingsong Building Materials & Chemicals Group Co. Ltd., Class A | 41700 | 27609 |
|  | Xinjiang Xuefeng Sci-Tech Group Co. Ltd., Class A | 23700 | 30258 |
|  | Xinxiang Chemical Fiber Co. Ltd., Class A | 42300 | 26009 |
|  | Xinxing Ductile Iron Pipes Co. Ltd., Class A | 78600 | 47834 |
|  | Xinyi Energy Holdings Ltd. | 762936 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;124568 |
|  | Xinyi Solar Holdings Ltd. | 710037 | 327183 |
|  \* | Xinzhi Group Co. Ltd., Class A | 7200 | 28977 |
|  | Xizi Clean Energy Equipment Manufacturing Co. Ltd., Class A | 14900 | 33544 |
|  | Xtep International Holdings Ltd. | 275817 | 199723 |

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##### [**Table of Contents**](#toc)
**WORLD EX U.S. TARGETED VALUE PORTFOLIO** 

**CONTINUED** 

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| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  CHINA — (Continued) | CHINA — (Continued) |  |  |
|  | Yangling Metron New Material, Inc., Class A | 8680 | $20318 |
|  #W | Yangtze Optical Fibre & Cable Joint Stock Co. Ltd., Class H | 19500 | 89360 |
|  # | Yankuang Energy Group Co. Ltd., Class H | 486400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;667752 |
|  | Yantai Changyu Pioneer Wine Co. Ltd., Class A | 6300 | 19034 |
|  | Yantai Zhenghai Magnetic Material Co. Ltd., Class A | 9300 | 21845 |
|  | Yechiu Metal Recycling China Ltd., Class A | 67200 | 29564 |
|  | Yeebo International Holdings Ltd. | 100000 | 56494 |
|  | Yifan Pharmaceutical Co. Ltd., Class A | 13300 | 24618 |
|  | Yihai International Holding Ltd. | 36000 | 55235 |
|  | Yixintang Pharmaceutical Group Co. Ltd., Class A | 12000 | 22617 |
|  | Yonfer Agricultural Technology Co. Ltd., Class A | 13200 | 27595 |
|  | Yongjin Technology Group Co. Ltd. | 9000 | 23190 |
|  | YongXing Special Materials Technology Co. Ltd., Class A | 5500 | 38031 |
|  | Yotrio Group Co. Ltd., Class A | 60200 | 32657 |
|  \* | Youcare Pharmaceutical Group Co. Ltd., Class A | 9628 | 29321 |
|  | Youngy Co. Ltd., Class A | 6000 | 40070 |
|  | Youzu Interactive Co. Ltd., Class A | 19500 | 35344 |
|  | Yuan Longping High-tech Agriculture Co. Ltd., Class A | 15900 | 21766 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  CHINA — (Continued) | CHINA — (Continued) |  |  |
|  | Yuexiu Property Co. Ltd. | 242000 | $139329 |
|  | Yueyang Forest & Paper Co. Ltd., Class A | 45200 | 28282 |
|  | Yum China Holdings, Inc. (YUMC US) | 6405 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;277080 |
|  | YUNDA Holding Group Co. Ltd., Class A | 31300 | 32051 |
|  | Yunnan Energy Investment Co. Ltd., Class A | 7600 | 12981 |
|  | Yunnan Tin Co. Ltd., Class A | 12900 | 42989 |
|  | Yusys Technologies Co. Ltd., Class A | 14600 | 49188 |
|  | ZBOM Home Collection Co. Ltd., Class A | 11500 | 15038 |
|  | Zhejiang Asia-Pacific Mechanical & Electronic Co. Ltd., Class A | 16600 | 33117 |
|  | Zhejiang Communications Technology Co. Ltd., Class A | 36540 | 21465 |
|  | Zhejiang Conba Pharmaceutical Co. Ltd., Class A | 29300 | 19270 |
|  | Zhejiang Crystal-Optech Co. Ltd., Class A | 7400 | 25975 |
|  | Zhejiang Daily Digital Culture Group Co. Ltd., Class A | 19300 | 36912 |
|  \* | Zhejiang Dun'An Artificial Environment Co. Ltd., Class A | 14100 | 27335 |
|  | Zhejiang Garden Biopharmaceutical Co. Ltd., Class A | 7600 | 14710 |
|  | Zhejiang Guyuelongshan Shaoxing Wine Co. Ltd., Class A | 15800 | 21094 |

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##### [**Table of Contents**](#toc)
**WORLD EX U.S. TARGETED VALUE PORTFOLIO** 

**CONTINUED** 

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| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  CHINA — (Continued) | CHINA — (Continued) |  |  |
|  | Zhejiang Haikong Nanke Huatie Digital Intelligence & Technology Co. Ltd. | 16200 | $17891 |
|  | Zhejiang Hailiang Co. Ltd., Class A | 25700 | 41571 |
|  | Zhejiang HangKe Technology, Inc. Co., Class A | 5930 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;27252 |
|  | Zhejiang Hangmin Co. Ltd., Class A | 13800 | 13868 |
|  | Zhejiang Hisun Pharmaceutical Co. Ltd., Class A | 11500 | 18119 |
|  | Zhejiang Huace Film & Television Co. Ltd., Class A | 22700 | 24507 |
|  | Zhejiang Huangma Technology Co. Ltd., Class A | 13600 | 34874 |
|  | Zhejiang Jiahua Energy Chemical Industry Co. Ltd., Class A | 27100 | 32471 |
|  | Zhejiang Jiecang Linear Motion Technology Co. Ltd., Class A | 9600 | 51646 |
|  | Zhejiang Jingu Co. Ltd., Class A | 17100 | 24897 |
|  | Zhejiang Jingxin Pharmaceutical Co. Ltd., Class A | 15400 | 40800 |
|  | Zhejiang Jiuzhou Pharmaceutical Co. Ltd., Class A | 10500 | 29447 |
|  | Zhejiang Medicine Co. Ltd., Class A | 10500 | 21502 |
|  \* | Zhejiang Narada Power Source Co. Ltd., Class A | 11200 | 29743 |
|  | Zhejiang Qianjiang Motorcycle Co. Ltd., Class A | 8700 | 19633 |
|  | Zhejiang Runtu Co. Ltd., Class A | 22300 | 22948 |
|  | Zhejiang Semir Garment Co. Ltd., Class A | 32200 | 24479 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  CHINA — (Continued) | CHINA — (Continued) |  |  |
|  | Zhejiang Shaoxing RuiFeng Rural Commercial Bank Co. Ltd., Class A | 27080 | $20864 |
|  | Zhejiang Southeast Space Frame Co. Ltd., Class A | 16800 | 10980 |
|  \* | Zhejiang Sunriver Culture Tourism Co. Ltd., Class A | 28400 | 28892 |
|  | Zhejiang Taihua New Material Group Co. Ltd., Class A | 9200 | 11440 |
|  | Zhejiang Tianyu Pharmaceutical Co. Ltd., Class A | 5500 | 20260 |
|  | Zhejiang Wanliyang Co. Ltd., Class A | 23600 | 29887 |
|  | Zhejiang Wanma Co. Ltd., Class A | 20500 | 51762 |
|  | Zhejiang Wansheng Co. Ltd., Class A | 7900 | 12590 |
|  | Zhejiang Xianju Pharmaceutical Co. Ltd., Class A | 11600 | 15446 |
|  | Zhejiang Xinan Chemical Industrial Group Co. Ltd., Class A | 13160 | 18643 |
|  | Zhejiang Yasha Decoration Co. Ltd., Class A | 30000 | 17003 |
|  | Zhende Medical Co. Ltd., Class A | 2900 | 38747 |
|  | Zhenjiang Dongfang Electric Heating Technology Co. Ltd., Class A | 43800 | 33218 |
|  | Zhewen Interactive Group Co. Ltd., Class A | 17700 | 21755 |
|  \*W | ZhongAn Online P&C Insurance Co. Ltd., Class H | 139000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;299290 |
|  | ZhongMan Petroleum & Natural Gas Group Corp. Ltd., Class A | 8700 | 25683 |
|  | Zhongshan Broad Ocean Motor Co. Ltd., Class A | 28500 | 49121 |

---

------

##### [**Table of Contents**](#toc)
**WORLD EX U.S. TARGETED VALUE PORTFOLIO** 

**CONTINUED** 

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  CHINA — (Continued) | CHINA — (Continued) |  |  |
|  | Zhongsheng Group Holdings Ltd. | 159500 | $251786 |
|  | Zhongtong Bus Holding Co. Ltd., Class A | 14200 | 23459 |
|  #W | Zhou Hei Ya International Holdings Co. Ltd. | 213500 | 50094 |
|  | Zhuhai Huafa Properties Co. Ltd., Class A | 46300 | 32024 |
|  | Zhuzhou CRRC Times Electric Co. Ltd., Class H | 45800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;232761 |
|  | Zhuzhou Kibing Group Co. Ltd., Class A | 51400 | 51299 |
|  | Zibo Qixiang Tengda Chemical Co. Ltd., Class A | 26900 | 18191 |
|  #W | ZJLD Group, Inc. | 57400 | 64501 |
|  | ZMJ Group Co. Ltd., Class H | 53400 | 147410 |
|  | Zoomlion Heavy Industry Science & Technology Co. Ltd., Class H | 269800 | 260501 |
|  | ZTO Express Cayman, Inc. (2057 HK) | 51950 | 958414 |
|  TOTAL CHINA | TOTAL CHINA | TOTAL CHINA | 71712944 |
|  COLOMBIA — (0.0%) | COLOMBIA — (0.0%) |  |  |
|  \* | Corp. Financiera Colombiana SA | 40546 | 191650 |
|  DENMARK — (1.9%) | DENMARK — (1.9%) |  |  |
|  | Alm Brand AS | 271061 | 762847 |
|  \* | Bavarian Nordic AS | 15364 | 567674 |
|  | D/S Norden AS | 8097 | 323630 |
|  \* | Dfds AS | 4732 | 66721 |
|  | FLSmidth & Co. AS | 12486 | 972405 |
|  | Foroya Banki P | 1321 | 44633 |
|  \* | GN Store Nord AS | 18901 | 330968 |
|  | GronlandsBANKEN AS | 210 | 28370 |
|  | H Lundbeck AS (HLUNA DC), Class A | 9961 | 56252 |
|  | H Lundbeck AS (HLUNB DC) | 75924 | 553724 |
|  #\* | H&H International AS, Class B | 3666 | 50357 |
|  | ISS AS | 44132 | 1390992 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  DENMARK — (Continued) | DENMARK — (Continued) |  |  |
|  | Jyske Bank AS | 10324 | $1213454 |
|  # | Matas AS | 11962 | 237467 |
|  \* | Nilfisk Holding AS | 3486 | 57863 |
|  \* | NKT AS | 12922 | 1446499 |
|  | Per Aarsleff Holding AS | 6619 | 751611 |
|  | Ringkjoebing Landbobank AS | 6980 | 1578680 |
|  | Rockwool AS, Class A | 14160 | 485011 |
|  | Rockwool AS, Class B | 26200 | 897761 |
|  W | Scandinavian Tobacco Group AS | 15363 | 203684 |
|  | Schouw & Co. AS | 4385 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;403166 |
|  # | Solar AS, Class B | 556 | 17641 |
|  | SP Group AS | 2842 | 128175 |
|  | Sparekassen Sjaelland-Fyn AS | 4899 | 254880 |
|  | Sydbank AS | 19199 | 1639043 |
|  # | TORM PLC, Class A | 9843 | 212321 |
|  | Tryg AS | 21310 | 525270 |
|  | UIE PLC | 971 | 47204 |
|  | Vestjysk Bank AS | 80172 | 87912 |
|  TOTAL DENMARK | TOTAL DENMARK | TOTAL DENMARK | 15336215 |
|  FINLAND — (1.6%) | FINLAND — (1.6%) |  |  |
|  | Aktia Bank OYJ | 11821 | 145785 |
|  | Alandsbanken Abp, Class B | 2284 | 119259 |
|  | Anora Group OYJ | 7486 | 27145 |
|  | Apetit OYJ | 1113 | 17959 |
|  | Atria OYJ | 3506 | 55404 |
|  | Bittium OYJ | 5009 | 98210 |
|  | Digia OYJ | 4078 | 28486 |
|  #W | Enento Group OYJ | 916 | 16286 |
|  # | Fiskars OYJ Abp | 8676 | 130815 |
|  # | Fortum OYJ | 89128 | 1987547 |
|  #\* | Glaston OYJ Abp | 4426 | 5833 |
|  | Hiab OYJ | 9901 | 548320 |
|  | Huhtamaki OYJ | 25055 | 842019 |
|  | Kalmar OYJ, Class B | 10303 | 426851 |
|  | Kemira OYJ | 28847 | 634901 |
|  | Kesko OYJ (KESKOA FH), Class A | 2480 | 53010 |
|  | Kesko OYJ (KESKOB FH), Class B | 10199 | 215144 |
|  | Konecranes OYJ | 13010 | 1284186 |
|  | Lassila & Tikanoja OYJ | 2081 | 23837 |
|  \* | Lindex Group OYJ | 15071 | 47012 |
|  | Mandatum OYJ | 91786 | 658313 |

---

------

##### [**Table of Contents**](#toc)
**WORLD EX U.S. TARGETED VALUE PORTFOLIO** 

**CONTINUED** 

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  FINLAND — (Continued) | FINLAND — (Continued) |  |  |
|  # | Metsa Board OYJ (METSA FH), Class A | 2149 | $11763 |
|  | Neste OYJ | 17812 | 369077 |
|  | NoHo Partners OYJ | 1625 | 16719 |
|  # | Oma Saastopankki OYJ | 1150 | 14531 |
|  | Oriola OYJ (OKDBV FH), Class B | 11313 | 15395 |
|  # | Outokumpu OYJ | 54563 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;234682 |
|  | Pihlajalinna OYJ | 6174 | 106070 |
|  | Ponsse OYJ | 730 | 21375 |
|  | Raisio OYJ, Class V | 23694 | 68697 |
|  | Sanoma OYJ | 19907 | 243313 |
|  | Scanfil OYJ | 3530 | 44520 |
|  \* | SRV Group OYJ | 786 | 4765 |
|  | Taaleri PLC | 2423 | 20112 |
|  | Teleste OYJ | 3463 | 16172 |
|  W | Terveystalo OYJ | 22008 | 236760 |
|  | TietoEVRY OYJ | 11880 | 254986 |
|  # | Tokmanni Group Corp | 2713 | 26818 |
|  | UPM-Kymmene OYJ | 79119 | 2122945 |
|  # | Valmet OYJ | 34864 | 1134428 |
|  | Wartsila OYJ Abp | 11335 | 370861 |
|  \* | YIT OYJ | 27688 | 93590 |
|  TOTAL FINLAND | TOTAL FINLAND | TOTAL FINLAND | 12793901 |
|  FRANCE — (3.2%) | FRANCE — (3.2%) |  |  |
|  \* | 74Software SA | 2602 | 107330 |
|  | Accor SA | 4281 | 217787 |
|  \* | Alstom SA | 81487 | 2037793 |
|  | Alten SA | 1275 | 105003 |
|  W | Amundi SA | 10773 | 798628 |
|  | Arkema SA | 9611 | 570535 |
|  | Aubay | 368 | 21223 |
|  W | Ayvens SA | 29682 | 395996 |
|  # | Beneteau SACA | 6175 | 59521 |
|  | Boiron SA | 407 | 13182 |
|  | Bonduelle SCA | 2599 | 26633 |
|  | Bouygues SA | 43820 | 1977952 |
|  | Caisse Regionale de Credit Agricole Mutuel du Languedoc SCCV | 448 | 42908 |
|  | Carrefour SA | 100055 | 1506923 |
|  | Carrefour SA, BDR | 8231 | 130537 |
|  | CBo Territoria | 2460 | 10321 |
|  | Cie des Alpes | 6017 | 138033 |
|  | Cie Generale des Etablissements Michelin SCA | 11805 | 377116 |
|  \* | Clariane SE | 15677 | 67398 |
|  | Coface SA | 31317 | 551564 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  FRANCE — (Continued) | FRANCE — (Continued) |  |  |
|  | Derichebourg SA | 27304 | $186255 |
|  | Eiffage SA | 17229 | 2120024 |
|  \*W | Elior Group SA | 26887 | 86828 |
|  | Elis SA | 49928 | 1390452 |
|  | Esso SA Francaise | 189 | 21250 |
|  | Etablissements Maurel et Prom SA | 19827 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;110516 |
|  | Exel Industries SA, Class A | 396 | 15704 |
|  | Fnac Darty SA (FNAC FP) | 2442 | 79974 |
|  \* | Forvia SE (FRVIA FP) | 26641 | 341153 |
|  | GL Events SACA | 2198 | 70195 |
|  | Groupe Crit SA | 1048 | 74934 |
|  | Groupe SFPI | 8334 | 16902 |
|  #\* | Guerbet | 1473 | 27032 |
|  | Imerys SA | 2029 | 49978 |
|  | IPSOS SA | 10696 | 409993 |
|  | Jacquet Metals SACA | 2639 | 53285 |
|  | JCDecaux SE | 7476 | 136022 |
|  | Laurent-Perrier | 749 | 80809 |
|  | LISI SA | 1234 | 72282 |
|  | LNA Sante SA | 1202 | 33515 |
|  | Louis Hachette Group | 28465 | 48898 |
|  | Manitou BF SA | 2169 | 43565 |
|  | Mersen SA | 4415 | 111596 |
|  | Metropole Television SA | 6128 | 84544 |
|  | NRJ Group | 5008 | 46515 |
|  | Opmobility | 8759 | 143067 |
|  | Quadient SA | 4315 | 74267 |
|  # | Remy Cointreau SA | 2500 | 123862 |
|  | Renault SA | 51931 | 2017996 |
|  | Rexel SA | 53173 | 1843773 |
|  | Samse SACA | 262 | 37888 |
|  | Savencia SA | 1752 | 126040 |
|  | SCOR SE | 26497 | 802111 |
|  | SEB SA | 5149 | 284914 |
|  | SES SA | 68341 | 523654 |
|  \*W | SMCP SA | 4654 | 32776 |
|  | Societe BIC SA | 4616 | 256841 |
|  | Societe LDC SADIR | 1650 | 175539 |
|  | Sopra Steria Group | 2889 | 449662 |
|  # | Stef SA | 1010 | 140885 |
|  | Synergie SE | 2390 | 92577 |
|  | Technip Energies NV | 25377 | 1031170 |
|  | Teleperformance SE | 9530 | 680524 |
|  | Television Francaise 1 SA | 11443 | 104687 |
|  | Thermador Groupe | 289 | 25447 |
|  | Trigano SA | 2049 | 340975 |
|  \* | Ubisoft Entertainment SA | 2364 | 21106 |
|  | Valeo SE | 39649 | 548157 |

---

------

##### [**Table of Contents**](#toc)
**WORLD EX U.S. TARGETED VALUE PORTFOLIO** 

**CONTINUED** 

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  FRANCE — (Continued) | FRANCE — (Continued) |  |  |
|  | Vallourec SACA | 42188 | $786571 |
|  | Vetoquinol SA | 520 | 44718 |
|  | Vicat SACA | 5082 | 380989 |
|  | VIEL & Cie SA | 3477 | 70571 |
|  \* | Viridien | 1415 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;173272 |
|  #\* | Voltalia SA | 4110 | 33825 |
|  \*W | X-Fab Silicon |  |  |
|  | Foundries SE | 4159 | 26390 |
|  TOTAL FRANCE | TOTAL FRANCE | TOTAL FRANCE | 26262858 |
|  GERMANY — (3.3%) | GERMANY — (3.3%) |  |  |
|  | 1&1 AG | 10207 | 252025 |
|  | Adtran Networks SE | 551 | 13723 |
|  | AIXTRON SE | 772 | 12371 |
|  | All for One Group SE | 212 | 9972 |
|  # | Amadeus Fire AG | 296 | 18002 |
|  W | Aumann AG | 1586 | 23015 |
|  \* | Aumovio SE | 10520 | 452295 |
|  | Aurubis AG | 9174 | 1196168 |
|  | Bechtle AG | 12277 | 518944 |
|  W | Befesa SA | 4810 | 159298 |
|  | Bijou Brigitte AG | 952 | 44671 |
|  | Bilfinger SE | 9612 | 1037063 |
|  | Borussia Dortmund GmbH & Co. KGaA | 16120 | 63717 |
|  | Brenntag SE | 14213 | 789372 |
|  | CANCOM SE (COK GR) | 4175 | 118764 |
|  \* | Ceconomy AG | 19048 | 97519 |
|  | Cewe Stiftung & Co. KGaA | 895 | 102550 |
|  | Commerzbank AG | 30295 | 1104643 |
|  | Continental AG | 21040 | 1607706 |
|  \* | Covestro AG | 29483 | 2059261 |
|  | Dermapharm Holding SE | 576 | 22680 |
|  | Deutz AG | 25865 | 256371 |
|  | Draegerwerk AG & Co. KGaA | 638 | 44930 |
|  | Duerr AG | 4267 | 99526 |
|  W | DWS Group GmbH & Co. KGaA | 6550 | 419328 |
|  | Elmos Semiconductor SE | 1514 | 143178 |
|  | ElringKlinger AG | 5891 | 27496 |
|  | Evonik Industries AG | 55718 | 933724 |
|  | flatexDEGIRO AG | 19433 | 737132 |
|  | FORTEC Elektronik AG | 585 | 8062 |
|  \* | Fraport AG Frankfurt Airport Services Worldwide | 8850 | 758575 |
|  | Freenet AG | 29909 | 930105 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  GERMANY — (Continued) | GERMANY — (Continued) |  |  |
|  | Fresenius Medical Care AG (FME GR) | 47923 | $2572854 |
|  | FUCHS SE | 3608 | 127983 |
|  # | Gerresheimer AG | 2100 | 66842 |
|  | Gesco SE | 2252 | 41257 |
|  | GFT Technologies SE | 2002 | 41127 |
|  #\* | Heidelberger Druckmaschinen AG | 23114 | 52130 |
|  \* | HelloFresh SE | 22167 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;179698 |
|  | Hornbach Holding AG & Co. KGaA | 2266 | 226730 |
|  | HUGO BOSS AG | 6904 | 306296 |
|  | Indus Holding AG | 2509 | 64977 |
|  W | Instone Real Estate Group SE | 17183 | 164465 |
|  | Jenoptik AG | 4861 | 109790 |
|  W | JOST Werke SE | 2494 | 145300 |
|  | K&S AG | 8376 | 109118 |
|  | KION Group AG | 16902 | 1200962 |
|  | Kloeckner & Co. SE | 7966 | 50937 |
|  \* | Koenig & Bauer AG | 2637 | 40466 |
|  # | Kontron AG | 8109 | 211957 |
|  | Krones AG | 3273 | 475398 |
|  | KSB SE & Co. KGaA | 62 | 66852 |
|  | KWS Saat SE & Co. KGaA | 2335 | 179990 |
|  | Lanxess AG | 4818 | 114734 |
|  \* | Medios AG | 226 | 3181 |
|  | MLP SE | 21361 | 175319 |
|  | Mutares SE & Co. KGaA | 2865 | 91457 |
|  # | Norma Group SE | 4441 | 72061 |
|  | Pfeiffer Vacuum Technology AG | 218 | 39192 |
|  | ProCredit Holding AG | 2170 | 19379 |
|  # | Puma SE (PUM GR) | 15283 | 324961 |
|  \* | PVA TePla AG | 2714 | 82994 |
|  \* | q.beyond AG | 10052 | 9883 |
|  # | Qiagen NV | 10639 | 498437 |
|  # | RTL Group SA | 5153 | 198963 |
|  | SAF-Holland SE | 5757 | 93648 |
|  | Salzgitter AG | 617 | 20023 |
|  | Schaeffler AG | 27583 | 223781 |
|  \* | Siemens Energy AG | 6363 | 792736 |
|  | Sixt SE | 1931 | 169750 |
|  | Suedzucker AG | 4707 | 51913 |
|  | Surteco Group SE | 1940 | 27692 |
|  # | SUSS MicroTec SE | 1410 | 45311 |
|  | Technotrans SE | 1385 | 56932 |
|  | thyssenkrupp AG | 83319 | 873128 |
|  \* | Tkms AG& Co. KGaA | 4165 | 392464 |
|  \* | TUI AG | 40263 | 343076 |
|  | United Internet AG | 13184 | 407014 |
|  | Vossloh AG | 2379 | 216972 |

---

------

##### [**Table of Contents**](#toc)
**WORLD EX U.S. TARGETED VALUE PORTFOLIO** 

**CONTINUED** 

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  GERMANY — (Continued) | GERMANY — (Continued) |  |  |
|  | Wacker Chemie AG | 2083 | $164287 |
|  | Wacker Neuson SE | 6624 | 144230 |
|  | Wuestenrot & Wuerttembergische AG | 4662 | 75999 |
|  \*W | Zalando SE | 22599 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;633282 |
|  TOTAL GERMANY | TOTAL GERMANY | TOTAL GERMANY | 26860114 |
|  GREECE — (0.1%) | GREECE — (0.1%) |  |  |
|  | Aegean Airlines SA | 775 | 11764 |
|  | Alpha Bank SA | 31801 | 124667 |
|  | Autohellas Tourist & Trading SA | 819 | 10444 |
|  | Bank of Greece | 3495 | 59649 |
|  | Ellaktor SA | 3816 | 6847 |
|  | ElvalHalcor SA | 7892 | 29087 |
|  | GEK Terna SA | 2732 | 72917 |
|  | Helleniq Energy Holdings SA | 9333 | 82089 |
|  \* | LAMDA Development SA | 7221 | 61591 |
|  | Motor Oil Hellas Corinth Refineries SA | 6837 | 204888 |
|  | Piraeus Financial Holdings SA | 6261 | 48899 |
|  | Sarantis SA | 2655 | 38596 |
|  | Thrace Plastics Holding & Co. | 2463 | 11051 |
|  | Titan SA (TITC GA) | 5589 | 250249 |
|  TOTAL GREECE | TOTAL GREECE | TOTAL GREECE | 1012738 |
|  HONG KONG — (0.9%) | HONG KONG — (0.9%) |  |  |
|  | Bank of East Asia Ltd. | 172424 | 296879 |
|  | Build King Holdings Ltd. | 120000 | 23629 |
|  # | Cafe de Coral Holdings Ltd. | 52000 | 42004 |
|  | Cathay Pacific Airways Ltd. | 201000 | 286128 |
|  | Cheuk Nang Holdings Ltd. | 37997 | 6811 |
|  \* | China Energy Development Holdings Ltd. | 2198000 | 9635 |
|  | Chow Sang Sang Holdings International Ltd. | 60000 | 107362 |
|  | CITIC Telecom International Holdings Ltd. | 397000 | 126214 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  HONG KONG — (Continued) | HONG KONG — (Continued) |  |  |
|  | C-Mer Medical Holdings Ltd. | 54000 | $12653 |
|  W | Crystal International Group Ltd. | 78500 | 68807 |
|  | CTF Services Ltd. | 123000 | 132908 |
|  \*†† | CW Group Holdings Ltd. | 183500 | 0 |
|  | Dah Sing Banking Group Ltd. | 85600 | 121173 |
|  | Dah Sing Financial Holdings Ltd. | 41200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;190502 |
|  #\* | Deep Source Holdings Ltd. | 660000 | 64573 |
|  | Dream International Ltd. | 32000 | 40130 |
|  †† | EcoGreen International Group Ltd. | 84000 | 3852 |
|  | Emperor Watch & Jewellery Ltd. | 790000 | 28964 |
|  | First Pacific Co. Ltd. | 560000 | 452150 |
|  #\*W | FIT Hon Teng Ltd. | 386000 | 288784 |
|  \*W | Frontage Holdings Corp. | 64000 | 9842 |
|  | Giordano International Ltd. | 136000 | 25884 |
|  # | Guotai Junan International Holdings Ltd. | 543000 | 266304 |
|  | Hang Lung Group Ltd. | 137000 | 260696 |
|  | Hang Lung Properties Ltd. | 308504 | 343532 |
|  \* | Hanison Construction Holdings Ltd. | 105877 | 3303 |
|  | Harbour Centre Development Ltd. | 17000 | 9184 |
|  | Hong Kong Technology Venture Co. Ltd. | 33774 | 6241 |
|  \* | Hongkong & Shanghai Hotels Ltd. | 121716 | 96251 |
|  | Hutchison Telecommunications Hong Kong Holdings Ltd. | 244000 | 34202 |
|  W | Impro Precision Industries Ltd. | 75000 | 48275 |
|  | Jacobson Pharma Corp. Ltd. | 24000 | 4473 |
|  # | Johnson Electric Holdings Ltd. | 77555 | 363911 |
|  | Kerry Properties Ltd. | 93000 | 234403 |

---

------

##### [**Table of Contents**](#toc)
**WORLD EX U.S. TARGETED VALUE PORTFOLIO** 

**CONTINUED** 

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  HONG KONG — (Continued) | HONG KONG — (Continued) |  |  |
|  | KLN Logistics Group Ltd. | 39000 | $36094 |
|  \* | Lai Sun Development Co. Ltd. | 4500 | 380 |
|  \* | Lai Sun Garment International Ltd. | 59459 | 4096 |
|  | Luk Fook Holdings International Ltd. | 44000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;140678 |
|  | Man Wah Holdings Ltd. | 234000 | 142853 |
|  \* | Midland Holdings Ltd. | 93517 | 26389 |
|  | Modern Dental Group Ltd. | 32000 | 21509 |
|  \* | Mongolian Mining Corp. | 162000 | 236085 |
|  | NagaCorp Ltd. | 260000 | 174337 |
|  | Oriental Watch Holdings | 26000 | 11377 |
|  | Pacific Basin Shipping Ltd. | 653000 | 216272 |
|  | Pacific Textiles Holdings Ltd. | 97000 | 18103 |
|  | PAX Global Technology Ltd. | 92000 | 63030 |
|  | Pico Far East Holdings Ltd. | 278000 | 93823 |
|  W | Regina Miracle International Holdings Ltd. | 29000 | 7602 |
|  | SAS Dragon Holdings Ltd. | 64000 | 38489 |
|  | Shangri-La Asia Ltd. | 194000 | 121066 |
|  #\* | SJM Holdings Ltd. | 77000 | 28022 |
|  | SmarTone Telecommunications Holdings Ltd. | 97500 | 60565 |
|  | Stella International Holdings Ltd. | 71000 | 150945 |
|  | Swire Pacific Ltd. (19 HK), Class A | 1500 | 12389 |
|  | Swire Pacific Ltd. (87 HK), Class B | 130000 | 192627 |
|  \* | Television Broadcasts Ltd. | 78600 | 33554 |
|  | Texhong International Group Ltd. | 20500 | 12027 |
|  | Transport International Holdings Ltd. | 31994 | 44050 |
|  | Truly International Holdings Ltd. | 408000 | 59801 |
|  | United Laboratories International Holdings Ltd. | 98000 | 158666 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  HONG KONG — (Continued) | HONG KONG — (Continued) |  |  |
|  \*†† | Untrade.Genting | 331000 | $0 |
|  | Vedan International Holdings Ltd. | 80000 | 6977 |
|  \* | Viva Goods Co. Ltd. | 144000 | 10933 |
|  | VSTECS Holdings Ltd. | 192000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;237725 |
|  W | WH Group Ltd. | 717160 | 689848 |
|  \* | Xingye Alloy Materials Group Ltd. | 84000 | 10740 |
|  # | Xinyi Glass Holdings Ltd. | 265893 | 310969 |
|  | Yue Yuen Industrial Holdings Ltd. | 141000 | 258590 |
|  TOTAL HONG KONG | TOTAL HONG KONG | TOTAL HONG KONG | 7640270 |
|  HUNGARY — (0.0%) | HUNGARY — (0.0%) |  |  |
|  | Opus Global Nyrt | 12683 | 20607 |
|  | Richter Gedeon Nyrt | 10907 | 335980 |
|  TOTAL HUNGARY | TOTAL HUNGARY | TOTAL HUNGARY | 356587 |
|  INDIA — (5.7%) | INDIA — (5.7%) |  |  |
|  | 360 ONE WAM Ltd. | 3793 | 46302 |
|  \* | 5Paisa Capital Ltd. | 1165 | 4112 |
|  | Aarti Drugs Ltd. | 8586 | 47420 |
|  | Aarti Industries Ltd. | 14835 | 63624 |
|  | Aarti Pharmalabs Ltd. | 6106 | 58257 |
|  | ACC Ltd. | 6854 | 144948 |
|  | ADF Foods Ltd. | 15440 | 38452 |
|  \* | Aditya Birla Fashion & Retail Ltd. | 2501 | 2286 |
|  \* | Aditya Birla Lifestyle Brands Ltd. | 2501 | 3766 |
|  | Aditya Birla Real Estate Ltd. | 3663 | 78007 |
|  | Advanced Enzyme Technologies Ltd. | 6791 | 23475 |
|  | Advent Hotels International Pvt Ltd. | 1971 | 6943 |
|  | Aegis Logistics Ltd. | 24003 | 201697 |
|  \* | Aether Industries Ltd. | 2879 | 24398 |
|  | AGI Greenpac Ltd. | 5757 | 53290 |
|  | Ahluwalia Contracts India Ltd. | 6104 | 65192 |
|  | AIA Engineering Ltd. | 2956 | 108662 |
|  | Ajmera Realty & Infra India Ltd. | 1289 | 15533 |
|  | Alembic Ltd. | 15848 | 17770 |
|  | Alembic Pharmaceuticals Ltd. | 10543 | 106745 |
|  | Alkem Laboratories Ltd. | 4677 | 289012 |

---

------

##### [**Table of Contents**](#toc)
**WORLD EX U.S. TARGETED VALUE PORTFOLIO** 

**CONTINUED** 

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  INDIA — (Continued) | INDIA — (Continued) |  |  |
|  | Allcargo Logistics Ltd. | 56988 | $22025 |
|  | Amara Raja Energy & Mobility Ltd. | 14426 | 163269 |
|  \* | Amber Enterprises India Ltd. | 896 | 80995 |
|  | Anant Raj Ltd. | 19808 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;143599 |
|  | Angel One Ltd. | 6353 | 178554 |
|  \*W | Antony Waste Handling Cell Ltd. | 1399 | 8564 |
|  | Anupam Rasayan India Ltd. | 1499 | 18038 |
|  | Apar Industries Ltd. | 1306 | 127464 |
|  | Apollo Micro Systems Ltd. | 14253 | 44513 |
|  | Apollo Tyres Ltd. | 71196 | 401814 |
|  | Arvind Fashions Ltd. | 7398 | 41841 |
|  | Arvind Ltd. | 42016 | 151458 |
|  | Asahi India Glass Ltd. | 4079 | 42341 |
|  | Ashiana Housing Ltd. | 6346 | 20014 |
|  | Ashok Leyland Ltd. | 358126 | 569788 |
|  \* | Ashoka Buildcon Ltd. | 23322 | 53928 |
|  W | Aster DM Healthcare Ltd. | 10861 | 82920 |
|  | Astra Microwave Products Ltd. | 5327 | 62578 |
|  | Atul Ltd. | 1576 | 102463 |
|  W | AU Small Finance Bank Ltd. | 43937 | 433198 |
|  | AurionPro Solutions Ltd. | 2844 | 38675 |
|  | Aurobindo Pharma Ltd. | 62489 | 805189 |
|  | Automotive Axles Ltd. | 1036 | 19817 |
|  | Avadh Sugar & Energy Ltd. | 1685 | 8204 |
|  | Avanti Feeds Ltd. | 5833 | 45778 |
|  \* | AWL Agri Business Ltd. | 19001 | 58603 |
|  \* | Bajaj Consumer Care Ltd. | 14536 | 45360 |
|  | Bajaj Electricals Ltd. | 1194 | 6842 |
|  \* | Bajaj Hindusthan Sugar Ltd. | 166818 | 41468 |
|  | Balkrishna Industries Ltd. | 7189 | 184902 |
|  | Balmer Lawrie & Co. Ltd. | 19246 | 43659 |
|  | Balrampur Chini Mills Ltd. | 29626 | 152895 |
|  | Banco Products India Ltd. | 15542 | 124217 |
|  W | Bandhan Bank Ltd. | 86066 | 151519 |
|  | Bank of India | 114507 | 180508 |
|  | Bank of Maharashtra | 144375 | 96086 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  INDIA — (Continued) | INDIA — (Continued) |  |  |
|  | Bannari Amman Sugars Ltd. | 902 | $36548 |
|  | BASF India Ltd. | 743 | 36901 |
|  | BEML Ltd. | 3201 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;158091 |
|  | Bhansali Engineering Polymers Ltd. | 18456 | 20494 |
|  | Bharat Bijlee Ltd. | 954 | 32493 |
|  | Bharat Heavy Electricals Ltd. | 11788 | 35085 |
|  | Bharat Rasayan Ltd. | 78 | 9507 |
|  | Biocon Ltd. | 18453 | 77490 |
|  | Birla Corp. Ltd. | 5252 | 69300 |
|  | Birlasoft Ltd. | 29082 | 121408 |
|  \* | Bluspring Enterprises Ltd. | 5911 | 5365 |
|  | Bombay Burmah Trading Co | 4849 | 108280 |
|  | Bombay Dyeing & Manufacturing Co. Ltd. | 8453 | 15609 |
|  \* | Borosil Ltd. | 2401 | 9244 |
|  \* | Borosil Scientific Ltd. | 1800 | 2777 |
|  | Brigade Enterprises Ltd. | 16449 | 191878 |
|  \* | Brightcom Group Ltd. | 163944 | 25128 |
|  | BSE Ltd. | 1788 | 49971 |
|  | Canara Bank | 473855 | 729060 |
|  \* | Capacit'e Infraprojects Ltd. | 6332 | 20366 |
|  | Caplin Point Laboratories Ltd. | 2431 | 55507 |
|  | Carborundum Universal Ltd. | 11320 | 115140 |
|  | Care Ratings Ltd. | 4579 | 82426 |
|  \* | Cartrade Tech Ltd. | 3719 | 125582 |
|  | Carysil Ltd. | 2666 | 28036 |
|  | CCL Products India Ltd. | 15057 | 146091 |
|  | Ceat Ltd. | 6015 | 272811 |
|  | Cello World Ltd. | 2449 | 18073 |
|  | Cemindia Projects Ltd. | 8815 | 80648 |
|  | Century Enka Ltd. | 3444 | 18014 |
|  | Cera Sanitaryware Ltd. | 639 | 44947 |
|  | Chambal Fertilisers & Chemicals Ltd. | 35567 | 192609 |
|  | CIE Automotive India Ltd. | 29639 | 143663 |
|  \* | Cigniti Technologies Ltd. | 987 | 19164 |
|  | City Union Bank Ltd. | 65981 | 167455 |
|  | CMS Info Systems Ltd. | 19301 | 80945 |

---

------

##### [**Table of Contents**](#toc)
**WORLD EX U.S. TARGETED VALUE PORTFOLIO** 

**CONTINUED** 

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  INDIA — (Continued) | INDIA — (Continued) |  |  |
|  W | Cochin Shipyard Ltd. | 2647 | $53363 |
|  | Container Corp. of India Ltd. | 27877 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;171711 |
|  | Coromandel International Ltd. | 10751 | 258585 |
|  | Cosmo First Ltd. | 3064 | 28627 |
|  | Craftsman Automation Ltd. | 803 | 60284 |
|  | Crompton Greaves Consumer Electricals Ltd. | 62703 | 199639 |
|  \* | CSB Bank Ltd. | 12622 | 58998 |
|  | Cyient Ltd. | 10755 | 141123 |
|  | Dalmia Bharat Ltd. | 15218 | 359494 |
|  | Datamatics Global Services Ltd. | 1756 | 18457 |
|  | DB Corp. Ltd. | 16814 | 50826 |
|  | DCB Bank Ltd. | 58753 | 104605 |
|  | DCM Shriram Ltd. | 7541 | 109001 |
|  | DCW Ltd. | 37568 | 26775 |
|  | Deep Industries Ltd. | 3225 | 17549 |
|  | Deepak Fertilisers & Petrochemicals Corp. Ltd. | 14127 | 236623 |
|  | Deepak Nitrite Ltd. | 7169 | 139117 |
|  \* | Delhivery Ltd. | 63856 | 335503 |
|  | Delta Corp. Ltd. | 20079 | 17614 |
|  | Dhanuka Agritech Ltd. | 3371 | 51803 |
|  \* | Digitide Solutions Ltd. | 5911 | 10606 |
|  W | Dilip Buildcon Ltd. | 7058 | 39323 |
|  \* | Dishman Carbogen Amcis Ltd. | 7907 | 25949 |
|  | D-Link India Ltd. | 3902 | 20165 |
|  | Dodla Dairy Ltd. | 1918 | 27965 |
|  | Dollar Industries Ltd. | 4294 | 17282 |
|  | Dynacons Systems & Solutions Ltd. | 984 | 10187 |
|  | Dynamatic Technologies Ltd. | 192 | 17091 |
|  | eClerx Services Ltd. | 4806 | 256066 |
|  \* | EID Parry India Ltd. | 19753 | 239246 |
|  | EIH Associated Hotels | 3616 | 15535 |
|  | EIH Ltd. | 35168 | 154334 |
|  | Electrosteel Castings Ltd. | 83544 | 85954 |
|  \* | Embassy Developments Ltd. | 50487 | 53006 |
|  W | Endurance Technologies Ltd. | 4145 | 132491 |
|  | Engineers India Ltd. | 58317 | 132165 |
|  | Epigral Ltd. | 1774 | 33748 |
|  | EPL Ltd. | 15818 | 35924 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  INDIA — (Continued) | INDIA — (Continued) |  |  |
|  \*W | Equitas Small Finance Bank Ltd. | 45351 | $29180 |
|  W | Eris Lifesciences Ltd. | 7443 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;133865 |
|  | Escorts Kubota Ltd. | 7740 | 329456 |
|  \* | Eureka Forbes Ltd. | 9641 | 60452 |
|  | Everest Industries Ltd. | 1612 | 10733 |
|  | Everest Kanto Cylinder Ltd. | 6320 | 10330 |
|  | Exide Industries Ltd. | 88153 | 379340 |
|  | Expleo Solutions Ltd. | 381 | 4339 |
|  | Fairchem Organics Ltd. | 633 | 5410 |
|  | FDC Ltd. | 11996 | 62642 |
|  | Federal Bank Ltd. | 390779 | 1040887 |
|  \* | Federal-Mogul Goetze India Ltd. | 4153 | 21475 |
|  | FIEM Industries Ltd. | 1386 | 32524 |
|  | Fineotex Chemical Ltd. | 168500 | 56621 |
|  \* | Fino Payments Bank Ltd. | 1795 | 5718 |
|  | Finolex Cables Ltd. | 14139 | 125264 |
|  | Finolex Industries Ltd. | 35312 | 74530 |
|  | Firstsource Solutions Ltd. | 58361 | 232644 |
|  | Force Motors Ltd. | 1050 | 209277 |
|  | Fortis Healthcare Ltd. | 6650 | 76714 |
|  | G R Infraprojects Ltd. | 2106 | 27614 |
|  | Gabriel India Ltd. | 7677 | 109797 |
|  | GAIL India Ltd. (GAIL IN) | 14437 | 29612 |
|  | Galaxy Surfactants Ltd. | 1586 | 39810 |
|  | Ganesh Housing Ltd. | 2638 | 24611 |
|  | Garware Hi-Tech Films Ltd. | 970 | 37105 |
|  | Garware Technical Fibres Ltd. | 2745 | 23576 |
|  | Gateway Distriparks Ltd. | 56436 | 40633 |
|  | GE Vernova T&D India Ltd. | 1853 | 63266 |
|  \* | Genesys International Corp. Ltd. | 1641 | 9362 |
|  | Genus Power Infrastructures Ltd. | 3184 | 12115 |
|  | Geojit Financial Services Ltd. | 15370 | 12814 |
|  | GHCL Ltd. | 16967 | 121665 |
|  W | Gland Pharma Ltd. | 5676 | 123343 |
|  | Glenmark Pharmaceuticals Ltd. | 23735 | 505414 |

---

------

##### [**Table of Contents**](#toc)
**WORLD EX U.S. TARGETED VALUE PORTFOLIO** 

**CONTINUED** 

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  INDIA — (Continued) | INDIA — (Continued) |  |  |
|  | Globus Spirits Ltd. | 1633 | $21336 |
|  | GMM Pfaudler Ltd. | 3384 | 49220 |
|  | Godawari Power & Ispat Ltd. | 61950 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;196559 |
|  | Godfrey Phillips India Ltd. | 1974 | 68500 |
|  W | Godrej Agrovet Ltd. | 7864 | 58875 |
|  \* | Godrej Industries Ltd. | 3413 | 42687 |
|  | Goldiam International Ltd. | 4691 | 18893 |
|  | Granules India Ltd. | 32878 | 209670 |
|  | Graphite India Ltd. | 11951 | 83823 |
|  | Grauer & Weil India Ltd. | 9585 | 9149 |
|  | Great Eastern Shipping Co. Ltd. | 27406 | 338813 |
|  | Greaves Cotton Ltd. | 14545 | 37309 |
|  | Greenpanel Industries Ltd. | 9316 | 30024 |
|  | Greenply Industries Ltd. | 10082 | 34637 |
|  | Gujarat Alkalies & Chemicals Ltd. | 6164 | 39696 |
|  | Gujarat Ambuja Exports Ltd. | 24560 | 29175 |
|  | Gujarat Fluorochemicals Ltd. | 598 | 25224 |
|  | Gujarat Mineral Development Corp. Ltd. | 10076 | 67227 |
|  | Gujarat Narmada Valley Fertilizers & Chemicals Ltd. | 13417 | 75887 |
|  | Gujarat Pipavav Port Ltd. | 32651 | 61276 |
|  | Gujarat State Petronet Ltd. | 54819 | 190952 |
|  | Gulf Oil Lubricants India Ltd. | 1725 | 24019 |
|  | Happiest Minds Technologies Ltd. | 3413 | 19782 |
|  W | Harsha Engineers Ltd. | 1758 | 7957 |
|  | HBL Engineering Ltd. | 5859 | 66116 |
|  \* | HealthCare Global Enterprises Ltd. | 5716 | 48084 |
|  | HEG Ltd. | 11285 | 74829 |
|  | HeidelbergCement India Ltd. | 10024 | 22116 |
|  | Heritage Foods Ltd. | 8870 | 48200 |
|  | Hero MotoCorp Ltd. (HMCL IN) | 16210 | 1012928 |
|  | HFCL Ltd. | 147411 | 121852 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  INDIA — (Continued) | INDIA — (Continued) |  |  |
|  | HG Infra Engineering Ltd. | 2873 | $29744 |
|  | Hikal Ltd. | 9005 | 24232 |
|  | Himadri Speciality Chemical Ltd. | 6884 | 37220 |
|  | Himatsingka Seide Ltd. | 11567 | 16151 |
|  | Hindustan Copper Ltd. | 9107 | 34862 |
|  \* | Hindware Home Innovation Ltd. | 4100 | 16993 |
|  | Honda India Power Products Ltd. | 598 | 17573 |
|  | HPL Electric & Power Ltd. | 1673 | 8340 |
|  | Huhtamaki India Ltd. | 2798 | 7679 |
|  | ICRA Ltd. | 909 | 65537 |
|  | IDFC First Bank Ltd. | 631881 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;581318 |
|  \* | IFB Industries Ltd. | 1844 | 38838 |
|  | IIFL Capital Services Ltd. | 26423 | 102125 |
|  \* | Imagicaaworld Entertainment Ltd. | 18907 | 11025 |
|  \* | India Cements Ltd. | 20705 | 93595 |
|  | India Glycols Ltd. | 6864 | 74718 |
|  | Indian Bank | 62818 | 607665 |
|  | Indian Metals & Ferro Alloys Ltd. | 4203 | 56835 |
|  | Indigo Paints Ltd. | 3085 | 34869 |
|  | Indo Count Industries Ltd. | 12207 | 39150 |
|  \* | Indus Towers Ltd. | 205985 | 845155 |
|  \* | Infibeam Avenues Ltd. | 217178 | 44268 |
|  \* | Inox Green Energy Services Ltd. | 7814 | 23561 |
|  \* | Inox Wind Ltd. | 42272 | 73661 |
|  \* | Insecticides India Ltd. | 407 | 3316 |
|  | Intellect Design Arena Ltd. | 12705 | 161297 |
|  | IOL Chemicals & Pharmaceuticals Ltd. | 29995 | 31198 |
|  | ION Exchange India Ltd. | 2188 | 9859 |
|  | Ipca Laboratories Ltd. | 18285 | 261532 |
|  W | IRCON International Ltd. | 51030 | 97356 |
|  | ISGEC Heavy Engineering Ltd. | 3339 | 32928 |
|  | J Kumar Infraprojects Ltd. | 9206 | 68579 |
|  \* | Jai Balaji Industries Ltd. | 7814 | 8302 |

---

------

##### [**Table of Contents**](#toc)
**WORLD EX U.S. TARGETED VALUE PORTFOLIO** 

**CONTINUED** 

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  INDIA — (Continued) | INDIA — (Continued) |  |  |
|  | Jai Corp. Ltd. | 7863 | $14607 |
|  \* | Jain Irrigation Systems Ltd. | 38893 | 22473 |
|  | Jammu & Kashmir Bank Ltd. | 63698 | 76104 |
|  | Jamna Auto Industries Ltd. | 20611 | 21965 |
|  | Jindal Saw Ltd. | 87881 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;173727 |
|  | Jindal Stainless Ltd. | 106897 | 907442 |
|  | Jindal Steel Ltd. | 6259 | 75258 |
|  | JK Cement Ltd. | 4986 | 349784 |
|  | JK Lakshmi Cement Ltd. | 14023 | 137469 |
|  | JK Paper Ltd. | 21843 | 98187 |
|  | JK Tyre & Industries Ltd. | 17886 | 86809 |
|  | JSW Energy Ltd. | 4638 | 27567 |
|  | JTEKT India Ltd. | 12988 | 22811 |
|  | Jubilant Ingrevia Ltd. | 13841 | 107509 |
|  | Jubilant Pharmova Ltd. | 14481 | 177725 |
|  | Jupiter Wagons Ltd. | 6564 | 23755 |
|  | Jyothy Labs Ltd. | 6514 | 23103 |
|  | Kajaria Ceramics Ltd. | 7874 | 106523 |
|  | Kalpataru Projects International Ltd. | 17626 | 249200 |
|  | Kalyani Steels Ltd. | 7765 | 75808 |
|  | Kansai Nerolac Paints Ltd. | 24754 | 69443 |
|  | Karnataka Bank Ltd. | 57840 | 116904 |
|  | Karur Vysya Bank Ltd. | 120586 | 330824 |
|  | Kaveri Seed Co. Ltd. | 4405 | 51702 |
|  | KCP Ltd. | 19493 | 44791 |
|  | KDDL Ltd. | 906 | 25537 |
|  | KEC International Ltd. | 21838 | 200954 |
|  \* | Kellton Tech Solutions Ltd. | 67465 | 16668 |
|  | Kewal Kiran Clothing Ltd. | 1257 | 7319 |
|  | Kirloskar Brothers Ltd. | 2320 | 49053 |
|  | Kirloskar Ferrous Industries Ltd. | 9588 | 55472 |
|  | Kirloskar Oil Engines Ltd. | 10569 | 118939 |
|  | Kitex Garments Ltd. | 15081 | 35440 |
|  | KNR Constructions Ltd. | 21233 | 43416 |
|  \* | Kolte-Patil Developers Ltd. | 5519 | 26634 |
|  | Kovai Medical Center & Hospital Ltd. | 843 | 60810 |
|  | KPR Mill Ltd. | 2215 | 26662 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  INDIA — (Continued) | INDIA — (Continued) |  |  |
|  | KRBL Ltd. | 13877 | $58368 |
|  | Krsnaa Diagnostics Ltd. | 4079 | 35664 |
|  | LA Opala RG Ltd. | 3700 | 9564 |
|  W | Laurus Labs Ltd. | 15766 | 169572 |
|  | Laxmi Organic Industries Ltd. | 5571 | 12246 |
|  | LG Balakrishnan & Bros Ltd. | 7187 | 114929 |
|  | LMW Ltd. | 568 | 100612 |
|  | LT Foods Ltd. | 48564 | 229930 |
|  | Lumax Auto Technologies Ltd. | 4253 | 54117 |
|  | Lupin Ltd. | 27408 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;608757 |
|  | LUX Industries Ltd. | 1652 | 23792 |
|  | Maharashtra Seamless Ltd. | 13036 | 83496 |
|  | Mahindra Lifespace Developers Ltd. | 20814 | 90558 |
|  \* | Man Industries India Ltd. | 2236 | 10387 |
|  | Man Infraconstruction Ltd. | 15353 | 25651 |
|  | Marksans Pharma Ltd. | 59055 | 121704 |
|  | Mastek Ltd. | 2731 | 65768 |
|  \* | Max Estates Ltd. | 751 | 3964 |
|  | Mayur Uniquoters Ltd. | 2063 | 12518 |
|  \* | Medplus Health Services Ltd. | 6712 | 57552 |
|  | Minda Corp. Ltd. | 16296 | 103452 |
|  W | Mishra Dhatu Nigam Ltd. | 8726 | 37727 |
|  | MOIL Ltd. | 3217 | 13250 |
|  | Monte Carlo Fashions Ltd. | 1211 | 9547 |
|  | Morepen Laboratories Ltd. | 60453 | 32405 |
|  | Mphasis Ltd. | 13460 | 417710 |
|  | MRF Ltd. | 454 | 807619 |
|  | MSTC Ltd. | 4067 | 24734 |
|  | Natco Pharma Ltd. | 11527 | 106362 |
|  | National Aluminium Co. Ltd. | 201774 | 531211 |
|  | National Fertilizers Ltd. | 13589 | 14319 |
|  | Nava Ltd. | 27486 | 191527 |
|  | Navneet Education Ltd. | 18140 | 32944 |
|  \* | Nazara Technologies Ltd. | 17244 | 51612 |
|  | NCC Ltd. | 97963 | 234833 |
|  | NCL Industries Ltd. | 5315 | 11807 |

---

------

##### [**Table of Contents**](#toc)
**WORLD EX U.S. TARGETED VALUE PORTFOLIO** 

**CONTINUED** 

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  INDIA — (Continued) | INDIA — (Continued) |  |  |
|  | Neogen Chemicals Ltd. | 997 | $16167 |
|  | NESCO Ltd. | 3968 | 61321 |
|  | Neuland Laboratories Ltd. | 281 | 52345 |
|  | Newgen Software Technologies Ltd. | 3569 | 39011 |
|  | NIIT Learning Systems Ltd. | 10780 | 39802 |
|  | NIIT Ltd. | 10780 | 12656 |
|  | Nilkamal Ltd. | 1432 | 24348 |
|  W | Nippon Life India Asset Management Ltd. | 4729 | 46577 |
|  | Nitin Spinners Ltd. | 3133 | 11809 |
|  | NMDC Ltd. | 497718 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;424096 |
|  \* | NMDC Steel Ltd. | 106512 | 51481 |
|  | NOCIL Ltd. | 9685 | 20162 |
|  | Novartis India Ltd. | 1209 | 11786 |
|  | NRB Bearings Ltd. | 7863 | 24243 |
|  | Oberoi Realty Ltd. | 18539 | 370919 |
|  \* | Onesource Specialty Pharma Ltd. | 5884 | 122557 |
|  | Oracle Financial Services Software Ltd. | 263 | 25235 |
|  \* | Orchid Pharma Ltd. | 2260 | 18467 |
|  | Orient Cement Ltd. | 17026 | 41074 |
|  \* | Orient Green Power Co. Ltd. | 169101 | 26691 |
|  | Panama Petrochem Ltd. | 2894 | 8697 |
|  W | Parag Milk Foods Ltd., Class F | 6480 | 22684 |
|  \* | Paramount Communications Ltd. | 19967 | 9726 |
|  | Patanjali Foods Ltd. | 17506 | 118808 |
|  \* | Patel Engineering Ltd. | 80785 | 33947 |
|  \* | PC Jeweller Ltd. | 626910 | 82166 |
|  | PCBL Chemical Ltd. | 13594 | 55384 |
|  | Pearl Global Industries Ltd. | 2201 | 32493 |
|  \* | Pennar Industries Ltd. | 9782 | 28790 |
|  | Petronet LNG Ltd. | 172886 | 547339 |
|  | PG Electroplast Ltd. | 3363 | 21615 |
|  | Phoenix Mills Ltd. | 13226 | 251789 |
|  | Piramal Pharma Ltd. | 80418 | 181737 |
|  | Pitti Engineering Ltd. | 1949 | 20628 |
|  | PNC Infratech Ltd. | 13859 | 43761 |
|  | Pokarna Ltd. | 824 | 8444 |
|  | Polyplex Corp. Ltd. | 2597 | 27929 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  INDIA — (Continued) | INDIA — (Continued) |  |  |
|  | Power Mech Projects Ltd. | 2568 | $72001 |
|  | Praj Industries Ltd. | 10786 | 40905 |
|  | Prakash Industries Ltd. | 25349 | 46804 |
|  W | Prataap Snacks Ltd. | 1310 | 16174 |
|  | Precision Wires India Ltd. | 3694 | 9363 |
|  | Prestige Estates Projects Ltd. | 6423 | 126675 |
|  \* | Pricol Ltd. | 10026 | 59694 |
|  \* | Prism Johnson Ltd. | 29365 | 50178 |
|  \* | PSP Projects Ltd. | 1511 | 15676 |
|  | Punjab National Bank | 35137 | 48594 |
|  \* | Puravankara Ltd. | 13056 | 39241 |
|  \* | PVR Inox Ltd. | 9953 | 134706 |
|  W | Quess Corp. Ltd. | 5911 | 15958 |
|  | R Systems International Ltd. | 2964 | 14287 |
|  | Railtel Corp. of India Ltd. | 13873 | 57425 |
|  | Rain Industries Ltd. | 29680 | 44591 |
|  | Rallis India Ltd. | 11726 | 34088 |
|  \* | Rama Steel Tubes Ltd. | 113836 | 13107 |
|  | Ramco Cements Ltd. | 16989 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;198423 |
|  \* | Ramco Systems Ltd. | 3976 | 27961 |
|  | Ramkrishna Forgings Ltd. | 7311 | 44625 |
|  \* | Ramky Infrastructure Ltd. | 995 | 7097 |
|  | Rane Holdings Ltd. | 375 | 6509 |
|  | Rashtriya Chemicals & Fertilizers Ltd. | 39338 | 65987 |
|  \* | Rategain Travel Technologies Ltd. | 8402 | 60301 |
|  | Ratnamani Metals & Tubes Ltd. | 2305 | 62666 |
|  \* | RattanIndia Power Ltd. | 558890 | 68752 |
|  \* | Raymond Lifestyle Ltd. | 7948 | 105752 |
|  \* | Raymond Ltd. | 9936 | 64416 |
|  \* | Raymond Realty Ltd. . | 9936 | 69124 |
|  W | RBL Bank Ltd. | 66068 | 242546 |
|  | Redington Ltd. | 131696 | 377060 |
|  | Redtape Ltd. | 18116 | 27750 |
|  \* | Reliance Power Ltd. | 583182 | 303066 |
|  \* | Religare Enterprises Ltd. | 6600 | 19634 |
|  | Rhi Magnesita India Ltd. | 4370 | 23624 |
|  | Rico Auto Industries Ltd. | 16938 | 15878 |

---

------

##### [**Table of Contents**](#toc)
**WORLD EX U.S. TARGETED VALUE PORTFOLIO** 

**CONTINUED** 

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  INDIA — (Continued) | INDIA — (Continued) |  |  |
|  | RITES Ltd. | 22156 | $61125 |
|  | Rossari Biotech Ltd. | 1724 | 12420 |
|  \* | RPSG Ventures Ltd. | 1941 | 17969 |
|  | Rupa & Co. Ltd. | 3253 | 7196 |
|  \* | Sagar Cements Ltd. | 4091 | 10346 |
|  | Saksoft Ltd. | 4201 | 9244 |
|  | Sandhar Technologies Ltd. | 2664 | 15332 |
|  | Sanghvi Movers Ltd. | 5982 | 26676 |
|  W | Sansera Engineering Ltd. | 5079 | 85979 |
|  \* | Sapphire Foods India Ltd. | 2930 | 9472 |
|  | Sarda Energy & Minerals Ltd. | 27610 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;164553 |
|  | Saregama India Ltd. | 8686 | 44279 |
|  | Sasken Technologies Ltd. | 712 | 11015 |
|  | Savita Oil Technologies Ltd. | 5680 | 25355 |
|  \* | SEAMEC Ltd. | 1481 | 14932 |
|  | Senco Gold Ltd. | 5587 | 20439 |
|  \* | SEPC Ltd. | 18676 | 1464 |
|  | Seshasayee Paper & Boards Ltd. | 7419 | 21345 |
|  W | SH Kelkar & Co. Ltd. . | 11863 | 29474 |
|  \* | Shalby Ltd. | 4342 | 11690 |
|  | Shankara Building Products Ltd. | 2556 | 4029 |
|  | Shankara Buildpro Ltd. | 2556 | 21177 |
|  | Sharda Cropchem Ltd. | 4998 | 48689 |
|  | Sharda Motor Industries Ltd. | 3666 | 42801 |
|  \* | Sheela Foam Ltd. | 4989 | 39084 |
|  | Shilpa Medicare Ltd. | 11440 | 45317 |
|  | Shipping Corp. of India Ltd. | 32265 | 94125 |
|  | Shriram Pistons & Rings Ltd. | 1777 | 52281 |
|  | Shyam Metalics & Energy Ltd. | 3531 | 35053 |
|  \* | SIS Ltd. | 5084 | 19110 |
|  | Siyaram Silk Mills Ltd. | 2895 | 24583 |
|  | SJS Enterprises Ltd. | 4186 | 75914 |
|  | Skipper Ltd. | 4131 | 24281 |
|  | Sobha Ltd. | 2224 | 40551 |
|  \* | Solara Active Pharma Sciences Ltd. | 2901 | 19685 |
|  | Somany Ceramics Ltd. | 2168 | 11132 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  INDIA — (Continued) | INDIA — (Continued) |  |  |
|  W | Sona Blw Precision Forgings Ltd. | 12189 | $64984 |
|  | South Indian Bank Ltd. | 466277 | 193227 |
|  | SP Apparels Ltd. | 1244 | 10383 |
|  | Star Cement Ltd. | 16744 | 48256 |
|  \* | Star Health & Allied Insurance Co. Ltd. | 24427 | 136295 |
|  | Steel Authority of India Ltd. | 210166 | 322881 |
|  \* | Sterlite Technologies Ltd. | 17996 | 23794 |
|  | Stove Kraft Ltd. | 1082 | 9499 |
|  | Strides Pharma Science Ltd. | 8765 | 91878 |
|  \* | Stylam Industries Ltd. | 626 | 14380 |
|  | Styrenix Performance Materials Ltd. | 248 | 6601 |
|  | Subros Ltd. | 5228 | 63738 |
|  | Sudarshan Chemical Industries Ltd. | 6005 | 77622 |
|  | Sun TV Network Ltd. | 19125 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;120866 |
|  | Sundram Fasteners Ltd. | 10417 | 110997 |
|  | Sunteck Realty Ltd. | 7803 | 38811 |
|  | Suprajit Engineering Ltd. | 16483 | 82801 |
|  | Supreme Petrochem Ltd. | 12254 | 103584 |
|  | Supriya Lifescience Ltd. | 2326 | 20349 |
|  | Surya Roshni Ltd. | 19276 | 63763 |
|  \* | Suryoday Small Finance Bank Ltd. | 12586 | 21579 |
|  | Swan Corp. Ltd. | 2927 | 15528 |
|  \* | Syncom Formulations India Ltd. | 104785 | 19332 |
|  W | Syngene International Ltd. | 22882 | 168049 |
|  | Talbros Automotive Components Ltd. | 2713 | 8927 |
|  | Tamilnad Mercantile Bank Ltd. | 7104 | 39492 |
|  | Tanla Platforms Ltd. | 6774 | 46645 |
|  | Tata Chemicals Ltd. | 27771 | 278876 |
|  | Tata Consumer Products Ltd. | 5181 | 67853 |
|  | Tata Steel Ltd. | 15585 | 32085 |
|  | TD Power Systems Ltd. | 7526 | 64144 |
|  | Techno Electric & Engineering Co. Ltd. | 12283 | 183887 |

---

------

##### [**Table of Contents**](#toc)
**WORLD EX U.S. TARGETED VALUE PORTFOLIO** 

**CONTINUED** 

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  INDIA — (Continued) | INDIA — (Continued) | INDIA — (Continued) | INDIA — (Continued) |
|  | Technocraft Industries India Ltd. | 456 | $12485 |
|  | Texmaco Rail & Engineering Ltd. | 63696 | 97983 |
|  | Thirumalai Chemicals Ltd. | 11355 | 36177 |
|  | Thomas Cook India Ltd. | 36783 | 66334 |
|  | Time Technoplast Ltd. | 59778 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;145334 |
|  | Titagarh Rail System Ltd. | 9168 | 91403 |
|  \* | TransIndia Real Estate Ltd. | 14247 | 4637 |
|  | Transport Corp. of India Ltd. | 6289 | 84827 |
|  | Trident Ltd. | 241317 | 77695 |
|  | Triveni Engineering & Industries Ltd. | 13982 | 56340 |
|  | TTK Prestige Ltd. | 5500 | 41719 |
|  | TVS Holdings Ltd. | 158 | 26975 |
|  | TVS Srichakra Ltd. | 1006 | 46879 |
|  \* | TVS Supply Chain Solutions Ltd. | 13979 | 20275 |
|  | Uflex Ltd. | 8126 | 49514 |
|  \*W | Ujjivan Small Finance Bank Ltd. | 137692 | 80509 |
|  \* | Unichem Laboratories Ltd. | 7286 | 38820 |
|  | Union Bank of India Ltd. | 214347 | 358138 |
|  | UPL Ltd. | 102160 | 826240 |
|  | Usha Martin Ltd. | 39122 | 203410 |
|  | UTI Asset Management Co. Ltd. | 7033 | 98908 |
|  | VA Tech Wabag Ltd. | 10705 | 170038 |
|  | Vadilal Industries Ltd. | 126 | 7520 |
|  | Vaibhav Global Ltd. | 4105 | 12367 |
|  \* | Valor Estate Ltd. | 19709 | 33012 |
|  | Vardhman Textiles Ltd. | 21782 | 107663 |
|  W | Varroc Engineering Ltd. | 8500 | 58651 |
|  | Veedol Corp. Ltd. | 438 | 8724 |
|  | Venky's India Ltd. | 591 | 10060 |
|  | Vesuvius India Ltd. | 8210 | 45573 |
|  | Vimta Labs Ltd. | 3740 | 30416 |
|  | Vindhya Telelinks Ltd. | 1643 | 25139 |
|  | Vintage Coffee & Beverages Ltd. | 8973 | 16614 |
|  | Vishnu Chemicals Ltd. | 3034 | 17706 |
|  \* | Vodafone Idea Ltd. | 408926 | 40178 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  INDIA — (Continued) | INDIA — (Continued) | INDIA — (Continued) | INDIA — (Continued) |
|  | Voltamp Transformers Ltd. | 739 | $61849 |
|  | Voltas Ltd. | 1720 | 26721 |
|  | VRL Logistics Ltd. | 6226 | 19609 |
|  | VST Industries Ltd. | 10021 | 29429 |
|  | VST Tillers Tractors Ltd. | 936 | 63228 |
|  | Welspun Corp. Ltd. | 29234 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;317232 |
|  | Welspun Enterprises Ltd. | 16081 | 101474 |
|  | Welspun Living Ltd. | 48336 | 70308 |
|  | West Coast Paper Mills Ltd. | 10379 | 53065 |
|  | Whirlpool of India Ltd. | 5300 | 82811 |
|  \* | Wockhardt Ltd. | 10071 | 145044 |
|  | Wonderla Holidays Ltd. | 2335 | 15010 |
|  \* | Yes Bank Ltd. | 1685230 | 432291 |
|  | Zee Entertainment Enterprises Ltd. | 121377 | 137147 |
|  | Zensar Technologies Ltd. | 21007 | 188189 |
|  | Zydus Lifesciences Ltd. | 3477 | 38266 |
|  | Zydus Wellness Ltd. | 11500 | 61855 |
|  TOTAL INDIA | TOTAL INDIA | TOTAL INDIA | 46799189 |
|  INDONESIA — (0.4%) | INDONESIA — (0.4%) |  |  |
|  | ABM Investama Tbk. PT | 132000 | 23485 |
|  | Adi Sarana Armada Tbk. PT | 319400 | 20436 |
|  | AKR Corporindo Tbk. PT | 500200 | 36716 |
|  | Alamtri Minerals Indonesia Tbk. PT | 577100 | 48372 |
|  | Aneka Tambang Tbk. PT | 495000 | 92074 |
|  | Aspirasi Hidup Indonesia Tbk. PT | 864100 | 23056 |
|  | Astra Agro Lestari Tbk. PT | 50800 | 23835 |
|  | Astra Otoparts Tbk. PT | 172500 | 26459 |
|  | Bank BTPN Syariah Tbk. PT | 206200 | 16972 |
|  \* | Bank Capital Indonesia Tbk. PT | 991200 | 8224 |
|  \* | Bank China Construction Bank Indonesia Tbk. PT | 2929400 | 12867 |
|  | Bank Maybank Indonesia Tbk. PT | 2873800 | 35591 |

---

------

##### [**Table of Contents**](#toc)
**WORLD EX U.S. TARGETED VALUE PORTFOLIO** 

**CONTINUED** 

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  INDONESIA — (Continued) | INDONESIA — (Continued) |  |  |
|  \* | Bank Neo Commerce Tbk. PT | 742900 | $17342 |
|  | Bank OCBC Nisp Tbk. PT | 566200 | 46785 |
|  | Bank Pan Indonesia Tbk. PT | 802200 | 49742 |
|  | Bank Pembangunan Daerah Jawa Barat Dan Banten Tbk. PT | 454300 | 21991 |
|  | Bank Pembangunan Daerah Jawa Timur Tbk. PT | 853700 | 27974 |
|  | Bank Tabungan Negara Persero Tbk. PT | 475600 | 34972 |
|  | BISI International Tbk. PT | 236900 | 12672 |
|  | Blue Bird Tbk. PT | 151800 | 16158 |
|  \* | Buana Lintas Lautan Tbk. PT | 4051500 | 53006 |
|  | Bukit Asam Tbk. PT | 610900 | 88107 |
|  \* | Bumi Resources Minerals Tbk. PT | 1682000 | 92926 |
|  \* | Bumi Resources Tbk. PT | 1597100 | 13619 |
|  \* | Bumi Serpong Damai Tbk. PT | 712300 | 41877 |
|  | Ciputra Development Tbk. PT | 1588386 | 84378 |
|  | Dharma Satya Nusantara Tbk. PT | 494300 | 56086 |
|  | Elnusa Tbk. PT | 1110000 | 34069 |
|  \* | Energi Mega Persada Tbk. PT | 1184000 | 58749 |
|  | Erajaya Swasembada Tbk. PT | 1768000 | 45044 |
|  | ESSA Industries Indonesia Tbk. PT | 990700 | 36617 |
|  | Gajah Tunggal Tbk. PT | 310300 | 19408 |
|  | Gudang Garam Tbk. PT | 41100 | 42768 |
|  \* | Harum Energy Tbk. PT | 433500 | 30468 |
|  | Indah Kiat Pulp & Paper Tbk. PT | 327400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;146425 |
|  | Indika Energy Tbk. PT | 277800 | 34871 |
|  | Indo Tambangraya Megah Tbk. PT | 62200 | 87839 |
|  | Indocement Tunggal Prakarsa Tbk. PT | 42300 | 15879 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  INDONESIA — (Continued) | INDONESIA — (Continued) |  |  |
|  | Indofood CBP Sukses Makmur Tbk. PT | 39200 | $20486 |
|  | Indofood Sukses Makmur Tbk. PT | 628200 | 279558 |
|  | Indomobil Sukses Internasional Tbk. PT | 319500 | 22110 |
|  | Japfa Comfeed Indonesia Tbk. PT | 814200 | 122715 |
|  | Kawasan Industri Jababeka Tbk. PT | 2730400 | 31329 |
|  | Map Aktif Adiperkasa PT | 380000 | 15956 |
|  | Medco Energi Internasional Tbk. PT | 1528372 | 122303 |
|  \* | Merdeka Battery Materials Tbk. PT | 514500 | 19440 |
|  | Mitra Adiperkasa Tbk. PT | 704400 | 54562 |
|  \* | MNC Tourism Indonesia Tbk. PT | 12976900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;113799 |
|  | Pabrik Kertas Tjiwi Kimia Tbk. PT | 145800 | 61050 |
|  | Pakuwon Jati Tbk. PT | 2336700 | 51637 |
|  \* | Paninvest Tbk. PT | 264900 | 12823 |
|  \* | PP Persero Tbk. PT | 558300 | 12810 |
|  | Puradelta Lestari Tbk. PT | 1465600 | 11709 |
|  \*†† | Rimo International Lestari Tbk. PT | 4191900 | 0 |
|  | Salim Ivomas Pratama Tbk. PT | 511500 | 19191 |
|  | Sampoerna Agro Tbk. PT | 68700 | 20751 |
|  | Sarana Menara Nusantara Tbk. PT | 637400 | 20861 |
|  | Semen Indonesia Persero Tbk. PT | 337447 | 55905 |
|  \*†† | Sri Rejeki Isman Tbk. PT | 1787400 | 0 |
|  | Steel Pipe Industry of Indonesia PT | 497300 | 12793 |
|  | Summarecon Agung Tbk. PT | 1756804 | 41343 |
|  | Surya Citra Media Tbk. PT | 1942800 | 39398 |
|  | Surya Semesta Internusa Tbk. PT | 851700 | 79791 |
|  | Tempo Scan Pacific Tbk. PT | 117300 | 20100 |
|  | Timah Tbk. PT | 437900 | 70258 |

---

------

##### [**Table of Contents**](#toc)
**WORLD EX U.S. TARGETED VALUE PORTFOLIO** 

**CONTINUED** 

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  INDONESIA — (Continued) | INDONESIA — (Continued) |  |  |
|  \*†† | Trada Alam Minera Tbk. PT | 3776600 | $0 |
|  \* | Trimegah Sekuritas Indonesia Tbk. PT | 1532700 | 48364 |
|  | Triputra Agro Persada PT | 743600 | 84107 |
|  | Tunas Baru Lampung Tbk. PT | 438185 | 19622 |
|  | Ultrajaya Milk Industry & Trading Co. Tbk. PT | 123800 | 11168 |
|  | United Tractors Tbk. PT | 196100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;317070 |
|  \*†† | Waskita Karya Persero Tbk. PT | 697000 | 1588 |
|  | XLSMART Telecom Sejahtera Tbk. PT | 671193 | 105301 |
|  TOTAL INDONESIA | TOTAL INDONESIA | TOTAL INDONESIA | 3497757 |
|  IRELAND — (1.2%) | IRELAND — (1.2%) |  |  |
|  | AIB Group PLC | 372778 | 3435643 |
|  | Bank of Ireland Group PLC | 316637 | 5184283 |
|  | Cairn Homes PLC | 192687 | 428163 |
|  | Dalata Hotel Group PLC | 63536 | 471329 |
|  | FBD Holdings PLC (FBD ID) | 9012 | 150750 |
|  \*W | Glenveagh Properties PLC | 7270 | 15980 |
|  \* | Permanent TSB Group Holdings PLC | 12453 | 41732 |
|  TOTAL IRELAND | TOTAL IRELAND | TOTAL IRELAND | 9727880 |
|  ISRAEL — (1.1%) | ISRAEL — (1.1%) |  |  |
|  \* | Accel Solutions Group Ltd. | 21177 | 10690 |
|  | Ackerstein Group Ltd. | 9863 | 29368 |
|  | Afcon Holdings Ltd. | 760 | 64991 |
|  | Africa Israel Residences Ltd. | 912 | 79422 |
|  | Alrov Properties & Lodgings Ltd. | 1983 | 178115 |
|  # | Altshuler Shaham Finance Ltd. | 9407 | 24878 |
|  | Ashtrom Group Ltd. | 7012 | 160199 |
|  | AudioCodes Ltd. (AUDC US) | 8280 | 73940 |
|  \* | Avgol Industries 1953 Ltd. | 17326 | 7329 |
|  | Ayalon Holdings Ltd. | 568 | 11966 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  ISRAEL — (Continued) | ISRAEL — (Continued) |  |  |
|  | Azorim-Investment Development & Construction Co. Ltd. | 25215 | $168886 |
|  | Carasso Motors Ltd. | 6480 | 77854 |
|  | Carasso Real Estate Ltd. | 994 | 11867 |
|  \* | Cellcom Israel Ltd. (CEL IT) | 25746 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;268391 |
|  \* | Cellcom Israel Ltd. (CELJF US) | 11396 | 117892 |
|  | Clal Insurance Enterprises Holdings Ltd. | 21193 | 1178441 |
|  | Delek Automotive Systems Ltd. | 8705 | 73229 |
|  | Delta Galil Ltd. | 2465 | 137626 |
|  | Diplomat Holdings Ltd. | 576 | 9119 |
|  | Dor Alon Energy in Israel 1988 Ltd. | 1112 | 50122 |
|  \* | Doral Group Renewable Energy Resources Ltd. | 17313 | 124031 |
|  | Duniec Brothers Ltd. | 260 | 21609 |
|  \* | El Al Israel Airlines | 36162 | 150268 |
|  \* | Equital Ltd. | 6649 | 317120 |
|  \* | Fattal Holdings 1998 Ltd. | 975 | 176968 |
|  | Formula Systems 1985 Ltd. (FORTY IT) | 621 | 90148 |
|  | Formula Systems 1985 Ltd. (FORTY US), Sponsored ADR | 229 | 33931 |
|  \* | Gilat Satellite Networks Ltd. | 10051 | 144854 |
|  \* | Hagag Group Real Estate Development | 8333 | 59878 |
|  | Hamat Group Ltd. | 5206 | 24431 |
|  | Harel Insurance Investments & Financial Services Ltd. | 28874 | 1006352 |
|  | IDI Insurance Co. Ltd. | 999 | 59234 |
|  | Inrom Construction Industries Ltd. | 11808 | 87976 |
|  # | Israel Canada TR Ltd. | 27022 | 140770 |
|  \* | Israir Group Ltd. | 37360 | 20584 |

---

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##### [**Table of Contents**](#toc)
**WORLD EX U.S. TARGETED VALUE PORTFOLIO** 

**CONTINUED** 

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  ISRAEL — (Continued) | ISRAEL — (Continued) |  |  |
|  | Isras Investment Co. Ltd. | 419 | $117396 |
|  | Issta Ltd. | 2925 | 95172 |
|  \* | Kamada Ltd. (KMDA US) | 7363 | 50952 |
|  | Kardan Real Estate Enterprise & Development Ltd. | 19587 | 42112 |
|  | Kenon Holdings Ltd. | 3347 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;174335 |
|  | Kerur Holdings Ltd. | 1355 | 37756 |
|  | Klil Industries Ltd. | 356 | 20375 |
|  | Kvutzat Acro Ltd. | 5300 | 77498 |
|  | Land Development Nimrodi Group Ltd. | 4140 | 47410 |
|  | Lapidoth Capital Ltd. | 3541 | 88854 |
|  | M Yochananof & Sons Ltd. | 641 | 54241 |
|  | Mediterranean Towers Ltd. | 24745 | 109132 |
|  \* | Meshek Energy Renewable Energies Ltd. | 71740 | 145202 |
|  | Meshulam Levinstein Contracting & Engineering Ltd. | 258 | 38879 |
|  | Migdal Insurance & Financial Holdings Ltd. | 161691 | 580228 |
|  | Naphtha Israel Petroleum Corp. Ltd. | 1591 | 13388 |
|  | Neto Malinda Trading Ltd. | 3324 | 145953 |
|  \* | Neto ME Holdings Ltd. | 169 | 10801 |
|  \* | Nexxen International Ltd. | 9959 | 98791 |
|  | Oil Refineries Ltd. | 468867 | 136885 |
|  \* | OY Nofar Energy Ltd. | 2438 | 77825 |
|  | Palram Industries 1990 Ltd. | 1933 | 44540 |
|  | Partner Communications Co. Ltd. | 8292 | 82331 |
|  | Paz Retail & Energy Ltd. | 2383 | 509091 |
|  \* | Perion Network Ltd. | 2691 | 25305 |
|  | Plasson Industries Ltd. | 1011 | 58907 |
|  | Polyram Plastic Industries Ltd. | 4429 | 15452 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  ISRAEL — (Continued) | ISRAEL — (Continued) |  |  |
|  # | Prashkovsky Investments & Construction Ltd. | 2213 | $112870 |
|  #\* | Priortech Ltd. | 617 | 47167 |
|  \* | Rapac Communication & Infrastructure Ltd. | 1204 | 22400 |
|  | Scope Metals Group Ltd. | 2448 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;118375 |
|  \* | Shikun & Binui Ltd. | 54158 | 301675 |
|  | Shufersal Ltd. | 338 | 4201 |
|  | Suny Cellular Communication Ltd. | 38993 | 17862 |
|  #W | Tamar Petroleum Ltd. | 11221 | 138909 |
|  | Tiv Taam Holdings 1 Ltd. | 4452 | 12067 |
|  \* | Veridis Environment Ltd. | 8348 | 83061 |
|  | Villar International Ltd. | 242 | 14277 |
|  | YH Dimri Construction & Development Ltd. | 544 | 65641 |
|  TOTAL ISRAEL | TOTAL ISRAEL |  | 9029795 |
|  ITALY — (3.8%) | ITALY — (3.8%) |  |  |
|  | A2A SpA | 431852 | 1258253 |
|  \* | Abitare In SpA | 2221 | 7266 |
|  | ACEA SpA | 11629 | 282051 |
|  | Ariston Holding NV | 5498 | 22858 |
|  | Arnoldo Mondadori Editore SpA | 25955 | 62372 |
|  | Ascopiave SpA | 14577 | 54089 |
|  # | Avio SpA | 345 | 14951 |
|  | Azimut Holding SpA | 23175 | 906995 |
|  | Banca IFIS SpA | 5821 | 150389 |
|  | Banca Mediolanum SpA | 22275 | 447827 |
|  | Banca Monte dei Paschi di Siena SpA | 164780 | 1445200 |
|  | Banco BPM SpA | 394306 | 5744825 |
|  | Banco di Desio e della Brianza SpA | 12049 | 110121 |
|  | BPER Banca SpA | 476868 | 5713780 |
|  # | Brembo NV | 12046 | 129921 |
|  | Buzzi SpA | 28433 | 1712876 |
|  \* | Cairo Communication SpA | 17210 | 57159 |
|  | Cementir Holding NV | 12612 | 232383 |
|  \* | CIR SpA-Compagnie Industriali | 239509 | 191079 |

---

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##### [**Table of Contents**](#toc)
**WORLD EX U.S. TARGETED VALUE PORTFOLIO** 

**CONTINUED** 

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  ITALY — (Continued) | ITALY — (Continued) |  |  |
|  | Credito Emiliano SpA | 26852 | $425104 |
|  | d'Amico International Shipping SA | 11577 | 59974 |
|  | Danieli & C Officine Meccaniche SpA (DAN IM) | 2529 | 136657 |
|  | Danieli & C Officine Meccaniche SpA (DANR IM) | 9553 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;366297 |
|  | Datalogic SpA | 3990 | 21157 |
|  | De' Longhi SpA | 1123 | 40990 |
|  W | Enav SpA | 22442 | 117262 |
|  | ERG SpA | 4267 | 110072 |
|  | Esprinet SpA | 4513 | 30214 |
|  | Ferretti SpA | 19393 | 63700 |
|  | Fila SpA | 4879 | 53496 |
|  \* | Fincantieri SpA | 17542 | 451326 |
|  # | FNM SpA | 40686 | 21327 |
|  | Garofalo Health Care SpA | 4490 | 27056 |
|  | Gefran SpA | 2084 | 30033 |
|  | GPI SpA | 1862 | 36553 |
|  | Hera SpA | 182333 | 818344 |
|  | IMMSI SpA | 62616 | 41621 |
|  | Indel B SpA | 373 | 8269 |
|  | Interpump Group SpA | 4420 | 228118 |
|  | Italmobiliare SpA | 2574 | 96689 |
|  | Iveco Group NV | 53448 | 1135927 |
|  | Leonardo SpA | 16188 | 952416 |
|  # | MARR SpA | 1371 | 14546 |
|  | MFE-MediaForEurope NV, Class A | 33510 | 120975 |
|  | MFE-MediaForEurope NV (MFEA IM), Class A | 53594 | 189763 |
|  | MFE-MediaForEurope NV (MFEB IM), Class B | 17260 | 80491 |
|  \* | NewPrinces SpA | 4322 | 99464 |
|  W | Nexi SpA | 2447 | 12902 |
|  | Orsero SpA | 2608 | 54641 |
|  W | OVS SpA | 54182 | 273449 |
|  # | Piaggio & C SpA | 17349 | 39497 |
|  W | Pirelli & C SpA | 91793 | 644391 |
|  W | Poste Italiane SpA | 28348 | 683467 |
|  | Rizzoli Corriere Della Sera Mediagroup SpA | 42643 | 50740 |
|  | Sabaf SpA | 2439 | 39346 |
|  \* | Safilo Group SpA | 23535 | 45984 |
|  # | Saipem SpA | 129592 | 337839 |
|  | Snam SpA | 119199 | 735174 |
|  | Sogefi SpA | 9662 | 38964 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  ITALY — (Continued) | ITALY — (Continued) |  |  |
|  #\* | Telecom Italia SpA (TIT IM) | 1798324 | $1060369 |
|  \* | Telecom Italia SpA (TITR IM) | 1059301 | 704314 |
|  | Tenaris SA (TEN IM) | 1944 | 38637 |
|  # | Tenaris SA (TS US), ADR | 23793 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;946961 |
|  \* | TREVI - Finanziaria Industriale SpA | 37587 | 18913 |
|  | Unipol Assicurazioni SpA | 52669 | 1153099 |
|  | Webuild SpA | 53359 | 215640 |
|  TOTAL ITALY | TOTAL ITALY | TOTAL ITALY | 31416563 |
|  JAPAN — (15.1%) | JAPAN — (15.1%) |  |  |
|  | 77 Bank Ltd. | 15900 | 681510 |
|  | A&D HOLON Holdings Co. Ltd. | 1100 | 14418 |
|  | Achilles Corp. | 100 | 814 |
|  # | AD Works Group Co. Ltd. | 20400 | 62953 |
|  | ADEKA Corp. | 22700 | 514332 |
|  | AFC-HD AMS Life Science Co. Ltd. | 1800 | 9935 |
|  | Ahresty Corp. | 7900 | 41022 |
|  | Aichi Financial Group, Inc. | 1390 | 35839 |
|  | Aichi Steel Corp. | 18800 | 323676 |
|  | Aichi Tokei Denki Co. Ltd. | 2700 | 48888 |
|  | Aida Engineering Ltd. | 7400 | 44259 |
|  | Ain Holdings, Inc. | 5800 | 243015 |
|  | Air Water, Inc. | 47100 | 657761 |
|  | Airport Facilities Co. Ltd. | 9300 | 62143 |
|  | Aisan Industry Co. Ltd. | 11700 | 158533 |
|  \* | Akebono Brake Industry Co. Ltd. | 33000 | 24542 |
|  | Akita Bank Ltd. | 4800 | 113730 |
|  | Alconix Corp. | 7600 | 106783 |
|  | Alfresa Holdings Corp. | 44000 | 621648 |
|  | Alleanza Holdings Co. Ltd. | 3200 | 21672 |
|  # | Alpen Co. Ltd. | 5100 | 75291 |
|  | Alps Alpine Co. Ltd. | 47181 | 594287 |
|  | Amada Co. Ltd. | 12008 | 143191 |
|  | Anabuki Kosan, Inc. | 1200 | 16757 |
|  | Anest Iwata Corp. | 8600 | 84616 |
|  | AOKI Holdings, Inc. | 9900 | 106729 |
|  | Aoyama Trading Co. Ltd. | 15700 | 232117 |

---

------

##### [**Table of Contents**](#toc)
**WORLD EX U.S. TARGETED VALUE PORTFOLIO** 

**CONTINUED** 

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  JAPAN — (Continued) | JAPAN — (Continued) |  |  |
|  | Arakawa Chemical Industries Ltd. | 3100 | $22370 |
|  | Arata Corp. | 9400 | 183137 |
|  | ARCLANDS Corp. | 8600 | 97679 |
|  | Arcs Co. Ltd. | 9400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;191023 |
|  | Artience Co. Ltd. | 9600 | 195658 |
|  | Asahi Co. Ltd. | 3000 | 25426 |
|  | Asahi Yukizai Corp. | 3600 | 112193 |
|  | Asia Pile Holdings Corp. | 10700 | 84277 |
|  | ASKA Pharmaceutical Holdings Co. Ltd. | 2600 | 35309 |
|  | Astena Holdings Co. Ltd. | 8100 | 24567 |
|  | Autobacs Seven Co. Ltd. | 8500 | 84924 |
|  | Awa Bank Ltd. | 10800 | 255155 |
|  | Axell Corp. | 2400 | 21490 |
|  | Axial Retailing, Inc. | 3200 | 22601 |
|  | Axyz Co. Ltd. | 800 | 16711 |
|  | Bando Chemical Industries Ltd. | 9100 | 114209 |
|  | Bank of Iwate Ltd. | 2956 | 77619 |
|  | Bank of Nagoya Ltd. | 10100 | 257894 |
|  | Bank of Saga Ltd. | 3301 | 68539 |
|  | Bank of the Ryukyus Ltd. | 10400 | 101466 |
|  | Belc Co. Ltd. | 600 | 28170 |
|  # | Belluna Co. Ltd. | 12600 | 83029 |
|  # | Bourbon Corp. | 3000 | 47274 |
|  | Br Holdings Corp. | 4400 | 9531 |
|  | Brother Industries Ltd. | 25700 | 437432 |
|  | Buffalo, Inc. | 2000 | 44940 |
|  | Bunka Shutter Co. Ltd. | 17100 | 225529 |
|  | Carlit Co. Ltd. | 5500 | 54545 |
|  | Cawachi Ltd. | 4800 | 92383 |
|  | CCI Group, Inc. | 60000 | 256468 |
|  | Central Glass Co. Ltd. | 7400 | 154386 |
|  | Central Security Patrols Co. Ltd. | 2300 | 40612 |
|  | Chiba Kogyo Bank Ltd. | 15900 | 165899 |
|  | Chino Corp. | 5200 | 46611 |
|  | Chori Co. Ltd. | 4500 | 115907 |
|  | Chubu Shiryo Co. Ltd. | 7421 | 77094 |
|  | Chuetsu Pulp & Paper Co. Ltd. | 3600 | 38843 |
|  | Chugin Financial Group, Inc. | 40000 | 557796 |
|  | Chuo Gyorui Co. Ltd. | 500 | 11339 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  JAPAN — (Continued) | JAPAN — (Continued) |  |  |
|  | Citizen Watch Co. Ltd. | 66600 | $462182 |
|  | CKD Corp. | 7400 | 158456 |
|  | CK-San-Etsu Co. Ltd. | 1300 | 33675 |
|  | CMK Corp. | 13300 | 34575 |
|  | Coca-Cola Bottlers Japan Holdings, Inc. | 37849 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;605697 |
|  | Cosel Co. Ltd. | 2500 | 19923 |
|  | Cosmo Energy Holdings Co. Ltd. | 37200 | 849476 |
|  | Cosmos Initia Co. Ltd. | 2400 | 20171 |
|  | CTI Engineering Co. Ltd. | 6600 | 121366 |
|  \* | CUC, Inc. | 3100 | 21202 |
|  | Dai Nippon Toryo Co. Ltd. | 2400 | 19739 |
|  | Daicel Corp. | 58200 | 500758 |
|  | Dai-Dan Co. Ltd. | 2100 | 93056 |
|  | Daido Metal Co. Ltd. | 8900 | 60278 |
|  | Daido Steel Co. Ltd. | 35200 | 333059 |
|  | Daihatsu Infinearth Mfg Co. Ltd. | 5500 | 109301 |
|  | Daihen Corp. | 2300 | 150503 |
|  | Daiho Corp. | 13100 | 67081 |
|  | Daiichi Jitsugyo Co. Ltd. | 7800 | 132085 |
|  # | Daiichi Kigenso Kagaku-Kogyo Co. Ltd. | 1400 | 11878 |
|  | Daiki Aluminium Industry Co. Ltd. | 7600 | 55456 |
|  | Daikyonishikawa Corp. | 13400 | 63331 |
|  | Dainichiseika Color & Chemicals Manufacturing Co. Ltd. | 3700 | 91145 |
|  | Daio Paper Corp. | 17100 | 90129 |
|  | Daishi Hokuetsu Financial Group, Inc. | 47100 | 454236 |
|  | Daishinku Corp. | 3100 | 11663 |
|  | Daisue Construction Co. Ltd. | 2500 | 55156 |
|  | Daito Pharmaceutical Co. Ltd. | 10200 | 82274 |
|  | Daitron Co. Ltd. | 2900 | 87085 |
|  | DCM Holdings Co. Ltd. | 32300 | 299501 |
|  | Denka Co. Ltd. | 18000 | 261241 |
|  | DIC Corp. | 19700 | 463502 |
|  | DKK-Toa Corp. | 3400 | 18472 |

---

------

##### [**Table of Contents**](#toc)
**WORLD EX U.S. TARGETED VALUE PORTFOLIO** 

**CONTINUED** 

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  JAPAN — (Continued) | JAPAN — (Continued) |  |  |
|  | DKS Co. Ltd. | 2400 | $102316 |
|  | Doutor Nichires Holdings Co. Ltd. | 8800 | 137276 |
|  | Dowa Holdings Co. Ltd. | 9700 | 351715 |
|  # | DyDo Group Holdings, Inc. | 3500 | 55115 |
|  | Eagle Industry Co. Ltd. | 9400 | 166408 |
|  | Ebara Foods Industry, Inc. | 1400 | 22557 |
|  # | Eco's Co. Ltd. | 3000 | 55200 |
|  | EDION Corp. | 25600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;336754 |
|  | Ehime Bank Ltd. | 11901 | 96512 |
|  | Endo Lighting Corp. | 4100 | 60019 |
|  | Enomoto Co. Ltd. | 2300 | 28806 |
|  # | Envipro Holdings, Inc. | 3600 | 11744 |
|  # | ES-Con Japan Ltd. | 11300 | 73392 |
|  | Eslead Corp. | 2900 | 102352 |
|  | ESPEC Corp. | 4800 | 109227 |
|  | Exedy Corp. | 6600 | 221760 |
|  | EXEO Group, Inc. | 19600 | 282686 |
|  | Ezaki Glico Co. Ltd. | 8700 | 278021 |
|  | FALCO HOLDINGS Co. Ltd. | 2300 | 37016 |
|  | Feed One Co. Ltd. | 4700 | 31032 |
|  # | Ferrotec Corp. | 10900 | 357310 |
|  | First Bank of Toyama Ltd. | 14600 | 138048 |
|  | Focus Systems Corp. | 1300 | 13630 |
|  | Foster Electric Co. Ltd. | 5860 | 101316 |
|  | France Bed Holdings Co. Ltd. | 7200 | 61504 |
|  | F-Tech, Inc. | 5800 | 28372 |
|  | Fudo Tetra Corp. | 4400 | 69666 |
|  | Fuji Co. Ltd. | 2700 | 34482 |
|  | Fuji Corp. (6134 JP) | 4200 | 81508 |
|  | Fuji Corp. Ltd. | 7200 | 38306 |
|  | Fuji Die Co. Ltd. | 1700 | 9733 |
|  | Fuji Oil Co. Ltd. | 4901 | 101373 |
|  | Fuji Pharma Co. Ltd. | 2700 | 27624 |
|  | Fuji Seal International, Inc. | 13100 | 230332 |
|  | Fujibo Holdings, Inc. | 2800 | 123965 |
|  | Fujikura Composites, Inc. | 6200 | 77708 |
|  | Fujikura Ltd. | 2700 | 367670 |
|  | Fujisash Co. Ltd. | 1650 | 8511 |
|  # | Fujiya Co. Ltd. | 3200 | 53696 |
|  | FuKoKu Co. Ltd. | 3700 | 44036 |
|  | Fukuda Corp. | 1600 | 71395 |
|  | Fukui Bank Ltd. | 4800 | 67664 |
|  | Fukuoka Financial Group, Inc. | 32060 | 931675 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  JAPAN — (Continued) | JAPAN — (Continued) |  |  |
|  | Fukuyama Transporting Co. Ltd. | 2001 | $49704 |
|  # | Fumakilla Ltd. | 1200 | 9057 |
|  | Furukawa Co. Ltd. | 11100 | 218772 |
|  | Furukawa Electric Co. Ltd. | 4400 | 311457 |
|  | Furuno Electric Co. Ltd. | 6200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;359696 |
|  # | Furuya Metal Co. Ltd. | 3200 | 59015 |
|  | Fuso Pharmaceutical Industries Ltd. | 800 | 10985 |
|  | Futaba Industrial Co. Ltd. | 19300 | 117872 |
|  | Gakken Holdings Co. Ltd. | 9300 | 61944 |
|  | Galilei Co. Ltd. | 6000 | 139561 |
|  | Geo Holdings Corp. | 6900 | 72231 |
|  | Giken Ltd. | 2299 | 24596 |
|  | GLOBERIDE, Inc. | 5000 | 75632 |
|  | Glory Ltd. | 12075 | 288525 |
|  | GLtechno Holdings, Inc. | 4490 | 87717 |
|  | Godo Steel Ltd. | 3100 | 73501 |
|  | Grandy House Corp. | 4100 | 15064 |
|  | GS Yuasa Corp. | 12800 | 357434 |
|  | GSI Creos Corp. | 3400 | 50913 |
|  | G-Tekt Corp. | 5100 | 65436 |
|  | Gunma Bank Ltd. | 95800 | 995805 |
|  | Gunze Ltd. | 9700 | 238937 |
|  | H2O Retailing Corp. | 27900 | 377465 |
|  | Hachijuni Bank Ltd. | 100412 | 1011464 |
|  | Hagiwara Electric Holdings Co. Ltd. | 3300 | 75767 |
|  | Hagoromo Foods Corp. | 500 | 10632 |
|  | Hakuhodo DY Holdings, Inc. | 16000 | 115814 |
|  | Hakuto Co. Ltd. | 900 | 22508 |
|  | Halows Co. Ltd. | 600 | 17010 |
|  | Hamakyorex Co. Ltd. | 18000 | 178550 |
|  | Handsman Co. Ltd. | 1900 | 10264 |
|  | Hanwa Co. Ltd. | 11300 | 471329 |
|  | Harima Chemicals Group, Inc. | 4400 | 25687 |
|  | Haseko Corp. | 16700 | 269688 |
|  | Heiwa Corp. | 5600 | 72796 |
|  | Heiwa Real Estate Co. Ltd. | 2200 | 32198 |
|  | Heiwado Co. Ltd. | 4687 | 86216 |
|  #\* | Hino Motors Ltd. | 42800 | 97228 |
|  | Hirakawa Hewtech Corp. | 2205 | 33207 |
|  | Hirata Corp. | 2401 | 31700 |

---

------

##### [**Table of Contents**](#toc)
**WORLD EX U.S. TARGETED VALUE PORTFOLIO** 

**CONTINUED** 

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  JAPAN — (Continued) | JAPAN — (Continued) |  |  |
|  | Hirogin Holdings, Inc. | 77919 | $727984 |
|  | Hochiki Corp. | 3900 | 97483 |
|  | Hodogaya Chemical Co. Ltd. | 4200 | 49683 |
|  | Hogy Medical Co. Ltd. | 1500 | 52070 |
|  | Hokkaido Coca-Cola Bottling Co. Ltd. | 1800 | 45144 |
|  | Hokkan Holdings Ltd. | 3400 | 47463 |
|  | Hokko Chemical Industry Co. Ltd. | 5700 | 59949 |
|  # | Hokuetsu Corp. | 37800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200465 |
|  | Hokuhoku Financial Group, Inc. | 44000 | 1077897 |
|  | Hokuriku Electric Industry Co. Ltd. | 2500 | 36919 |
|  | Hokuto Corp. | 2869 | 33952 |
|  | H-One Co. Ltd. | 8500 | 73648 |
|  | Honeys Holdings Co. Ltd. | 4700 | 45144 |
|  | Hoosiers Holdings Co. Ltd. | 9300 | 76325 |
|  | Hosokawa Micron Corp. | 3700 | 136630 |
|  | House Foods Group, Inc. | 9500 | 178022 |
|  # | Howa Machinery Ltd. | 4600 | 42503 |
|  | Hyakugo Bank Ltd. | 54000 | 334889 |
|  | Hyakujushi Bank Ltd. | 6600 | 231054 |
|  | Ibiden Co. Ltd. | 5900 | 555335 |
|  | Ichiken Co. Ltd. | 1200 | 30024 |
|  | Ichikoh Industries Ltd. | 9600 | 29196 |
|  | Ichinen Holdings Co. Ltd. | 6400 | 83511 |
|  | Ichiyoshi Securities Co. Ltd. | 4059 | 22361 |
|  | IDEA Consultants, Inc. | 1600 | 36262 |
|  | Idec Corp. | 1100 | 16745 |
|  | Iida Group Holdings Co. Ltd. | 35900 | 549750 |
|  | Iino Kaiun Kaisha Ltd. | 25600 | 208796 |
|  | Imura & Co. Ltd. | 2800 | 17810 |
|  | Inaba Denki Sangyo Co. Ltd. | 12600 | 371032 |
|  | Inaba Seisakusho Co. Ltd. | 2600 | 26703 |
|  | Inabata & Co. Ltd. | 14900 | 333710 |
|  | INFRONEER Holdings, Inc. | 56352 | 603706 |
|  | Innotech Corp. | 1200 | 14209 |
|  # | Inui Global Logistics Co. Ltd. | 1500 | 15271 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  JAPAN — (Continued) | JAPAN — (Continued) |  |  |
|  | Iriso Electronics Co. Ltd. | 4963 | $99628 |
|  | Ishihara Chemical Co. Ltd. | 1000 | 14121 |
|  | Ishihara Sangyo Kaisha Ltd. | 12100 | 186201 |
|  | Ishizuka Glass Co. Ltd. | 800 | 15669 |
|  | Itochu Enex Co. Ltd. | 14100 | 166358 |
|  | Itochu-Shokuhin Co. Ltd. | 900 | 54706 |
|  | Itoham Yonekyu Holdings, Inc. | 5840 | 208822 |
|  | Itoki Corp. | 7700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;124206 |
|  | IwaiCosmo Holdings, Inc. | 6600 | 120561 |
|  | Iwatani Corp. | 29400 | 306076 |
|  | Iyogin Holdings, Inc. | 78300 | 1223507 |
|  | J Front Retailing Co. Ltd. | 33813 | 508570 |
|  | JANOME Corp. | 6900 | 49369 |
|  | Japan Cash Machine Co. Ltd. | 1500 | 9705 |
|  | Japan Electronic Materials Corp. | 4200 | 118839 |
|  | Japan Medical Dynamic Marketing, Inc. | 3799 | 11742 |
|  | Japan Pulp & Paper Co. Ltd. | 32500 | 152501 |
|  | Japan Securities Finance Co. Ltd. | 17100 | 196369 |
|  | Japan Steel Works Ltd. | 500 | 32747 |
|  | Japan Transcity Corp. | 10000 | 74389 |
|  | Japan Wool Textile Co. Ltd. | 14100 | 148727 |
|  | JINUSHI Co. Ltd. | 2900 | 54562 |
|  | JK Holdings Co. Ltd. | 5500 | 44964 |
|  | J-Oil Mills, Inc. | 5800 | 75923 |
|  | Joshin Denki Co. Ltd. | 2590 | 44845 |
|  | Joyful Honda Co. Ltd. | 14200 | 187820 |
|  | JSP Corp. | 4300 | 52603 |
|  | JTEKT Corp. | 42425 | 424422 |
|  \* | Juki Corp. | 4100 | 11756 |
|  | Juroku Financial Group, Inc. | 8100 | 295003 |
|  | JVCKenwood Corp. | 14500 | 116178 |
|  | Kadoya Sesame Mills, Inc. | 1100 | 27213 |
|  | Kaga Electronics Co. Ltd. | 9800 | 226932 |
|  | Kameda Seika Co. Ltd. | 200 | 4986 |

---

------

##### [**Table of Contents**](#toc)
**WORLD EX U.S. TARGETED VALUE PORTFOLIO** 

**CONTINUED** 

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  JAPAN — (Continued) | JAPAN — (Continued) |  |  |
|  | Kamei Corp. | 7600 | $143758 |
|  | Kamigumi Co. Ltd. | 13100 | 393239 |
|  | Kanaden Corp. | 6000 | 81456 |
|  | Kanadevia Corp. | 39600 | 293423 |
|  | Kanagawa Chuo Kotsu Co. Ltd. | 1500 | 34136 |
|  | Kanamoto Co. Ltd. | 7969 | 185599 |
|  | Kandenko Co. Ltd. | 9200 | 281172 |
|  | Kaneka Corp. | 11900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;328316 |
|  | Kanematsu Corp. | 22900 | 463630 |
|  | Kanemi Co. Ltd. | 1200 | 25799 |
|  | Kanto Denka Kogyo Co. Ltd. | 12700 | 85690 |
|  | Kato Sangyo Co. Ltd. | 6100 | 234157 |
|  | Kawada Technologies, Inc. | 4400 | 115288 |
|  | KEIWA, Inc. | 3000 | 22451 |
|  | Keiyo Bank Ltd. | 30000 | 253099 |
|  | Kenko Mayonnaise Co. Ltd. | 3934 | 46452 |
|  | KH Neochem Co. Ltd. | 4800 | 85838 |
|  | Kibun Foods, Inc. | 1800 | 12546 |
|  | Kimura Chemical Plants Co. Ltd. | 5800 | 40304 |
|  | Kimura Unity Co. Ltd. | 9800 | 53468 |
|  | Ki-Star Real Estate Co. Ltd. | 2600 | 88263 |
|  | Kitagawa Corp. | 2400 | 25116 |
|  | Kita-Nippon Bank Ltd. | 3600 | 87997 |
|  | Kitz Corp. | 17700 | 198427 |
|  | Kiyo Bank Ltd. | 18800 | 366162 |
|  \* | KNT-CT Holdings Co. Ltd. | 2200 | 21306 |
|  | Koa Corp. | 3700 | 32878 |
|  | Koa Shoji Holdings Co. Ltd. | 2900 | 14702 |
|  | Koatsu Gas Kogyo Co. Ltd. | 9700 | 64651 |
|  | Kobe Steel Ltd. | 66700 | 785017 |
|  | Kohnan Shoji Co. Ltd. | 7000 | 169472 |
|  | Kohsoku Corp. | 600 | 11118 |
|  | Koito Manufacturing Co. Ltd. | 1600 | 23824 |
|  | Kojima Co. Ltd. | 13300 | 94898 |
|  | Kokuyo Co. Ltd. | 71100 | 408000 |
|  | Komehyo Holdings Co. Ltd. | 1400 | 27194 |
|  | Komeri Co. Ltd. | 7400 | 153953 |
|  | Kondotec, Inc. | 5400 | 58827 |
|  | Konica Minolta, Inc. | 103400 | 355070 |
|  | Konishi Co. Ltd. | 16600 | 132866 |
|  | Konoike Transport Co. Ltd. | 9000 | 186142 |
|  # | Kosaido Holdings Co. Ltd. | 8300 | 22812 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  JAPAN — (Continued) | JAPAN — (Continued) |  |  |
|  | Kose Corp. | 1200 | $45973 |
|  | KPP Group Holdings Co. Ltd. | 12100 | 59772 |
|  | Kraftia Corp. | 1200 | 63477 |
|  | Krosaki Harima Corp. | 5200 | 139449 |
|  | KRS Corp. | 3600 | 67975 |
|  | K's Holdings Corp. | 28800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;285502 |
|  | KU Holdings Co. Ltd. | 3700 | 28258 |
|  | Kumagai Gumi Co. Ltd. | 34824 | 316188 |
|  | Kumiai Chemical Industry Co. Ltd. | 7400 | 32737 |
|  | Kurabo Industries Ltd. | 4600 | 209159 |
|  | Kuraray Co. Ltd. | 93700 | 1015385 |
|  # | Kureha Corp. | 13200 | 315559 |
|  # | Kurimoto Ltd. | 16000 | 179652 |
|  | Kuriyama Holdings Corp. | 5000 | 53828 |
|  | KYB Corp. | 12400 | 314450 |
|  | Kyodo Printing Co. Ltd. | 7600 | 73910 |
|  | Kyoei Steel Ltd. | 5045 | 75106 |
|  | Kyokuto Boeki Kaisha Ltd. | 4800 | 55455 |
|  | Kyokuto Kaihatsu Kogyo Co. Ltd. | 10400 | 174040 |
|  | Kyokuyo Co. Ltd. | 2800 | 86559 |
|  | Kyorin Pharmaceutical Co. Ltd. | 8300 | 75657 |
|  | Kyosan Electric Manufacturing Co. Ltd. | 12300 | 42129 |
|  | Kyushu Financial Group, Inc. | 79500 | 455644 |
|  # | Lacto Japan Co. Ltd. | 2600 | 58212 |
|  | LEC, Inc. | 7500 | 49617 |
|  | Life Corp. | 9400 | 147471 |
|  | Lintec Corp. | 10100 | 256684 |
|  | Lixil Corp. | 72900 | 807993 |
|  | Look Holdings, Inc. | 1800 | 30863 |
|  | Mabuchi Motor Co. Ltd. | 18900 | 333888 |
|  | Macnica Holdings, Inc. | 8200 | 116741 |
|  | Maezawa Industries, Inc. | 3900 | 48638 |
|  | Makino Milling Machine Co. Ltd. | 6900 | 501280 |
|  | Mandom Corp. | 10593 | 166662 |
|  | Marubun Corp. | 5500 | 42310 |
|  | Marudai Food Co. Ltd. | 5400 | 65649 |
|  | Maruha Nichiro Corp. | 13400 | 299536 |

---

------

##### [**Table of Contents**](#toc)
**WORLD EX U.S. TARGETED VALUE PORTFOLIO** 

**CONTINUED** 

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  JAPAN — (Continued) | JAPAN — (Continued) |  |  |
|  | MARUKA FURUSATO Corp. | 5038 | $73782 |
|  | Maruyama Manufacturing Co., Inc. | 1100 | 15506 |
|  | Maruzen CHI Holdings Co. Ltd. | 3000 | 6443 |
|  | Maruzen Showa Unyu Co. Ltd. | 3700 | 166495 |
|  | Marvelous, Inc. | 3700 | 13567 |
|  | Matsuda Sangyo Co. Ltd. | 4300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;115462 |
|  | Matsuoka Corp. | 1100 | 16082 |
|  | Maxell Ltd. | 9900 | 143509 |
|  | Maxvalu Tokai Co. Ltd. | 2200 | 49872 |
|  | Mazda Motor Corp. | 118000 | 813120 |
|  | Mebuki Financial Group, Inc. | 163600 | 1020800 |
|  | Media Do Co. Ltd. | 2000 | 23606 |
|  | Medical System Network Co. Ltd. | 10600 | 33794 |
|  | Medipal Holdings Corp. | 43700 | 711017 |
|  | Megmilk Snow Brand Co. Ltd. | 12000 | 220088 |
|  | Meidensha Corp. | 5700 | 225737 |
|  | Meiji Electric Industries Co. Ltd. | 3800 | 57265 |
|  | MEIJI Holdings Co. Ltd. | 26100 | 502424 |
|  | Meiji Shipping Group Co. Ltd. | 4300 | 19524 |
|  | Meiko Electronics Co. Ltd. | 1900 | 124960 |
|  | Meiwa Estate Co. Ltd. | 4900 | 33993 |
|  | Menicon Co. Ltd. | 10685 | 83301 |
|  # | Mie Kotsu Group Holdings, Inc. | 16800 | 58606 |
|  | MIMAKI ENGINEERING Co. Ltd. | 700 | 7715 |
|  | Mirait One Corp. | 23310 | 451685 |
|  # | Mirarth Holdings, Inc. | 22700 | 55954 |
|  | Mitsuba Corp. | 15300 | 93001 |
|  | Mitsubishi Gas Chemical Co., Inc. | 40800 | 754846 |
|  | Mitsubishi Logisnext Co. Ltd. | 5100 | 50787 |
|  | Mitsubishi Logistics Corp. | 69500 | 503947 |
|  | Mitsubishi Materials Corp. | 27842 | 536065 |

---

---

| | | |
|:---|:---|:---|
|  | **Shares** | **Value»** |
| JAPAN — (Continued) |  |  |
| Mitsubishi Motors Corp. | 142100 | $346287 |
| Mitsubishi Paper Mills Ltd. | 9464 | 37446 |
| Mitsubishi Pencil Co. Ltd. | 1400 | 18571 |
| Mitsubishi Research Institute, Inc. | 2400 | 75879 |
| Mitsubishi Steel Manufacturing Co. Ltd. | 2100 | 25529 |
| Mitsui Chemicals, Inc. | 32100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;757847 |
| Mitsui DM Sugar Co. Ltd. | 5495 | 108216 |
| Mitsui E&S Co. Ltd. | 14000 | 569170 |
| Mitsui High-Tec, Inc. | 6400 | 31920 |
| Mitsui Kinzoku Co. Ltd. | 4816 | 490546 |
| Mitsui-Soko Holdings Co. Ltd. | 7200 | 188951 |
| Mitsuuroko Group Holdings Co. Ltd. | 5200 | 71048 |
| Miyazaki Bank Ltd. | 3100 | 93220 |
| Mizuno Corp. | 8700 | 156949 |
| Morinaga Milk Industry Co. Ltd. | 19900 | 429563 |
| Moriroku Co. Ltd. | 2601 | 39565 |
| Morita Holdings Corp. | 8400 | 126993 |
| Mory Industries, Inc. | 9000 | 56031 |
| MrMax Holdings Ltd. | 8500 | 42469 |
| Mugen Estate Co. Ltd. | 2800 | 36965 |
| Musashi Seimitsu Industry Co. Ltd. | 7700 | 173712 |
| Musashino Bank Ltd. | 7400 | 199079 |
| Nabtesco Corp. | 3500 | 87674 |
| NAC Co. Ltd. | 6000 | 20342 |
| Nachi-Fujikoshi Corp. | 2587 | 66176 |
| Nagano Keiki Co. Ltd. | 1500 | 22818 |
| Nagase & Co. Ltd. | 28200 | 615838 |
| Naigai Tec Corp. | 900 | 12501 |
| Nakamoto Packs Co. Ltd. | 800 | 9407 |
| Nakamuraya Co. Ltd. | 1100 | 21699 |
| Nanto Bank Ltd. | 7400 | 246120 |
| Nanyo Corp. | 2600 | 22636 |
| Natori Co. Ltd. | 2300 | 29018 |
| NGK Insulators Ltd. | 59400 | 1002170 |
| NH Foods Ltd. | 9300 | 343475 |
| NHK Spring Co. Ltd. | 54544 | 1022583 |
| Nicca Chemical Co. Ltd. | 1800 | 16930 |
| Nice Corp. | 2600 | 29928 |
| Nichiban Co. Ltd. | 3400 | 42141 |

---

------

##### [**Table of Contents**](#toc)
**WORLD EX U.S. TARGETED VALUE PORTFOLIO** 

**CONTINUED** 

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  JAPAN — (Continued) | JAPAN — (Continued) |  |  |
|  | Nichicon Corp. | 13400 | $134447 |
|  | Nichiden Corp. | 2600 | 41853 |
|  | Nichimo Co. Ltd. | 1600 | 25858 |
|  | Nichirin Co. Ltd. | 3750 | 87262 |
|  | Nihon Denkei Co. Ltd. | 2100 | 27744 |
|  | Nihon Nohyaku Co. Ltd. | 13700 | 76664 |
|  | Nihon Yamamura Glass Co. Ltd. | 1100 | 19010 |
|  | Nikkiso Co. Ltd. | 11500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;112425 |
|  # | Nikkon Holdings Co. Ltd. | 24600 | 554830 |
|  | Nikon Corp. | 47400 | 552811 |
|  | Nippi, Inc. | 900 | 73535 |
|  | Nippn Corp. | 14900 | 211834 |
|  | Nippon Carbide Industries Co., Inc. | 2300 | 31661 |
|  | Nippon Chemical Industrial Co. Ltd. | 2900 | 52637 |
|  \* | Nippon Chemi-Con Corp. | 2100 | 21192 |
|  | Nippon Concrete Industries Co. Ltd. | 8600 | 18003 |
|  | Nippon Denko Co. Ltd. | 34300 | 74865 |
|  | Nippon Dry-Chemical Co. Ltd. | 1400 | 76493 |
|  | Nippon Electric Glass Co. Ltd. | 14200 | 478069 |
|  | Nippon Express Holdings, Inc. | 32700 | 695702 |
|  | Nippon Kayaku Co. Ltd. | 27900 | 255129 |
|  | Nippon Light Metal Holdings Co. Ltd. | 6403 | 93242 |
|  | Nippon Paper Industries Co. Ltd. | 31400 | 234919 |
|  | Nippon Rietec Co. Ltd. | 3460 | 46171 |
|  | Nippon Seisen Co. Ltd. | 3500 | 25113 |
|  \* | Nippon Sheet Glass Co. Ltd. | 24000 | 89793 |
|  | Nippon Shinyaku Co. Ltd. | 9400 | 196681 |
|  | Nippon Shokubai Co. Ltd. | 28200 | 326735 |
|  | Nippon Soda Co. Ltd. | 13200 | 292630 |
|  | Nippon Thompson Co. Ltd. | 7700 | 33342 |
|  | Nippon Yakin Kogyo Co. Ltd. | 4300 | 119139 |
|  | Nipro Corp. | 37500 | 366050 |

---

---

| | | |
|:---|:---|:---|
|  | **Shares** | **Value»** |
| JAPAN — (Continued) |  |  |
| Nishi-Nippon Financial Holdings, Inc. | 29200 | $498977 |
| Nishio Holdings Co. Ltd. | 5400 | 153623 |
| Nissan Tokyo Sales Holdings Co. Ltd. | 14900 | 48560 |
| Nissha Co. Ltd. | 8186 | 71121 |
| Nisshin Oillio Group Ltd. | 7900 | 261025 |
| Nisshin Seifun Group, Inc. | 14800 | 167321 |
| Nisshinbo Holdings, Inc. | 33453 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;264372 |
| Nisso Holdings Co. Ltd. | 2700 | 11264 |
| Nissui Corp. | 80200 | 558754 |
| Nitta Gelatin, Inc. | 3800 | 24413 |
| Nitto Fuji Flour Milling Co. Ltd. | 800 | 36046 |
| Nitto Kogyo Corp. | 4500 | 107763 |
| Nitto Seiko Co. Ltd. | 12100 | 54030 |
| Nittoku Co. Ltd. | 2801 | 44257 |
| Nojima Corp. | 37500 | 276893 |
| Nomura Real Estate Holdings, Inc. | 68000 | 388339 |
| Noritake Co. Ltd. | 5400 | 169146 |
| Noritz Corp. | 5300 | 68818 |
| North Pacific Bank Ltd. | 82400 | 385907 |
| NPR-RIKEN Corp. | 3660 | 74108 |
| NS Tool Co. Ltd. | 2500 | 12412 |
| NS United Kaiun Kaisha Ltd. | 3800 | 135855 |
| NSK Ltd. | 36811 | 185491 |
| NSW, Inc. | 2600 | 41885 |
| NTN Corp. | 86100 | 192223 |
| Obara Group, Inc. | 2900 | 78843 |
| Ochi Holdings Co. Ltd. | 900 | 8096 |
| Ogaki Kyoritsu Bank Ltd. | 5700 | 136447 |
| Oiles Corp. | 5700 | 83494 |
| Oita Bank Ltd. | 4100 | 135322 |
| Oji Holdings Corp. | 246400 | 1243182 |
| Okabe Co. Ltd. | 13000 | 77353 |
| Okada Aiyon Corp. | 300 | 3977 |
| Okamoto Industries, Inc. | 2600 | 85087 |
| Okamoto Machine Tool Works Ltd. | 1300 | 40429 |
| Okamura Corp. | 13900 | 203343 |
| Okasan Securities Group, Inc. | 37900 | 169848 |

---

------

##### [**Table of Contents**](#toc)
**WORLD EX U.S. TARGETED VALUE PORTFOLIO** 

**CONTINUED** 

---

| | | |
|:---|:---|:---|
|  | **Shares** | **Value»** |
| JAPAN — (Continued) |  |  |
| Oki Electric Industry Co. Ltd. | 14500 | $173237 |
| Okinawa Financial Group, Inc. | 4780 | 119126 |
| OKUMA Corp. | 8700 | 193686 |
| Okumura Corp. | 8700 | 275793 |
| Okura Industrial Co. Ltd. | 2800 | 90172 |
| Okuwa Co. Ltd. | 10582 | 57069 |
| Olba Healthcare Holdings, Inc. | 1600 | 21234 |
| Ono Pharmaceutical Co. Ltd. | 23100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;281899 |
| Onoken Co. Ltd. | 3700 | 33033 |
| Onward Holdings Co. Ltd. | 37900 | 159056 |
| Open House Group Co. Ltd. | 2500 | 120307 |
| Optimus Group Co. Ltd. | 4000 | 8707 |
| Optorun Co. Ltd. | 2900 | 31930 |
| Oriental Consultants Holdings Co. Ltd. | 1000 | 19739 |
| Oriental Shiraishi Corp. | 32000 | 88129 |
| Osaka Organic Chemical Industry Ltd. | 1000 | 24824 |
| Osaki Electric Co. Ltd. | 8300 | 67266 |
| OSG Corp. | 16700 | 242121 |
| OUG Holdings, Inc. | 1100 | 27593 |
| Pacific Industrial Co. Ltd. | 10400 | 207403 |
| Pack Corp. | 3300 | 25713 |
| PALTAC Corp. | 6300 | 185803 |
| Paraca, Inc. | 1600 | 20535 |
| Paramount Bed Holdings Co. Ltd. | 9500 | 217558 |
| Penta-Ocean Construction Co. Ltd. | 37400 | 342397 |
| PHC Holdings Corp. | 4000 | 26147 |
| Pickles Holdings Co. Ltd. | 4900 | 34934 |
| PILLAR Corp. | 2600 | 81878 |
| Pole To Win Holdings, Inc. | 10603 | 22723 |
| Press Kogyo Co. Ltd. | 25900 | 109767 |
| Prima Meat Packers Ltd. | 2100 | 33734 |
| PS Construction Co. Ltd. | 3450 | 40462 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  JAPAN — (Continued) | JAPAN — (Continued) |  |  |
|  | QB Net Holdings Co. Ltd. | 3000 | $26407 |
|  | Qol Holdings Co. Ltd. | 6200 | 78172 |
|  | Raiznext Corp. | 8600 | 106851 |
|  | Rasa Corp. | 1900 | 20346 |
|  | Rasa Industries Ltd. | 2000 | 65163 |
|  | Rengo Co. Ltd. | 36900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;224737 |
|  \* | RENOVA, Inc. | 14500 | 77690 |
|  | Resonac Holdings Corp. | 30400 | 1184375 |
|  | Restar Corp. | 4500 | 75284 |
|  | Retail Partners Co. Ltd. | 5900 | 49289 |
|  | Rheon Automatic Machinery Co. Ltd. | 4400 | 41267 |
|  | Ricoh Co. Ltd. | 94200 | 808121 |
|  | Riken Technos Corp. | 11500 | 104240 |
|  | Riken Vitamin Co. Ltd. | 5400 | 98032 |
|  | Rinnai Corp. | 500 | 11333 |
|  | Rion Co. Ltd. | 2100 | 34037 |
|  | Rix Corp. | 600 | 14493 |
|  | Rohm Co. Ltd. | 34200 | 547668 |
|  | Rokko Butter Co. Ltd. | 1300 | 9898 |
|  | Ryobi Ltd. | 7900 | 141030 |
|  | RYODEN Corp. | 4700 | 97373 |
|  | Ryoyo Ryosan Holdings, Inc. | 4148 | 79928 |
|  | S Foods, Inc. | 300 | 4869 |
|  | S&B Foods, Inc. | 5000 | 108030 |
|  # | Sac's Bar Holdings, Inc. | 7900 | 40131 |
|  | Sakai Chemical Industry Co. Ltd. | 5400 | 99641 |
|  | Sakai Heavy Industries Ltd. | 3200 | 42604 |
|  | Sakai Moving Service Co. Ltd. | 2000 | 36565 |
|  | Sakata INX Corp. | 10570 | 156032 |
|  | Sakata Seed Corp. | 4800 | 122991 |
|  | Sala Corp. | 18200 | 124009 |
|  | San Holdings, Inc. | 6600 | 64311 |
|  | San ju San Financial Group, Inc. | 5400 | 127719 |
|  | San-A Co. Ltd. | 8800 | 153073 |
|  | San-Ai Obbli Co. Ltd. | 16400 | 217217 |
|  | San-In Godo Bank Ltd. | 35400 | 311261 |
|  \* | Sanken Electric Co. Ltd. | 3500 | 168223 |
|  | Sanki Engineering Co. Ltd. | 4000 | 137464 |
|  | Sanko Gosei Ltd. | 13300 | 72600 |

---

------

##### [**Table of Contents**](#toc)
**WORLD EX U.S. TARGETED VALUE PORTFOLIO** 

**CONTINUED** 

---

| | | |
|:---|:---|:---|
|  | **Shares** | **Value»** |
| JAPAN — (Continued) |  |  |
| Sanko Metal Industrial Co. Ltd. | 5000 | $44023 |
| Sankyo Frontier Co. Ltd. | 2800 | 36436 |
| Sankyu, Inc. | 4400 | 224664 |
| Sanoh Industrial Co. Ltd. | 3700 | 22012 |
| Sansei Technologies, Inc. | 4600 | 67570 |
| Sanyo Chemical Industries Ltd. | 2800 | 76185 |
| Sanyo Denki Co. Ltd. | 8100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;207125 |
| Sanyo Trading Co. Ltd. | 6600 | 67936 |
| Sato Corp. | 6500 | 92258 |
| Sato Shoji Corp. | 5000 | 69767 |
| Satori Electric Co. Ltd. | 4200 | 52259 |
| Satudora Holdings Co. Ltd. | 1800 | 9614 |
| Sawai Group Holdings Co. Ltd. | 28200 | 336772 |
| SBS Holdings, Inc. | 3100 | 68174 |
| Scroll Corp. | 8200 | 58284 |
| Seika Corp. | 7800 | 116293 |
| Seiko Epson Corp. | 51600 | 653803 |
| Seiko Group Corp. | 8200 | 376575 |
| Seino Holdings Co. Ltd. | 23400 | 330688 |
| Seiren Co. Ltd. | 1500 | 30717 |
| Sekisui Kasei Co. Ltd. | 11200 | 25704 |
| SEMITEC Corp. | 1700 | 26115 |
| Senko Group Holdings Co. Ltd. | 23700 | 309336 |
| Senshu Ikeda Holdings, Inc. | 55800 | 240852 |
| Shibaura Machine Co. Ltd. | 3500 | 97192 |
| Shibusawa Logistics Corp. | 12400 | 89016 |
| Shibuya Corp. | 1200 | 26622 |
| Shiga Bank Ltd. | 8700 | 351430 |
| Shikibo Ltd. | 1700 | 11064 |
| Shikoku Bank Ltd. | 8100 | 76444 |
| Shimizu Corp. | 900 | 12081 |
| Shimojima Co. Ltd. | 5000 | 41846 |
| Shin Nippon Air Technologies Co. Ltd. | 3400 | 67897 |
| Shinagawa Refra Co. Ltd. | 8500 | 101876 |
| Shin-Etsu Polymer Co. Ltd. | 11300 | 141510 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  JAPAN — (Continued) | JAPAN — (Continued) |  |  |
|  | Shinmaywa Industries Ltd. | 14600 | $189873 |
|  | Shinsho Corp. | 4500 | 67803 |
|  | Shinwa Co. Ltd. (7607 JP) | 3600 | 71743 |
|  | Shizuoka Financial Group, Inc. | 15700 | 211442 |
|  | Shizuoka Gas Co. Ltd. | 1700 | 12431 |
|  | Showa Sangyo Co. Ltd. | 600 | 11453 |
|  | Showa Shinku Co. Ltd. | 700 | 6533 |
|  | Siix Corp. | 10100 | 90583 |
|  | Sinanen Holdings Co. Ltd. | 2300 | 92105 |
|  | Sinfonia Technology Co. Ltd. | 2300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;158302 |
|  | SKY Perfect JSAT Holdings, Inc. | 50900 | 500855 |
|  | Skymark Airlines, Inc. | 4700 | 13679 |
|  | Soda Nikka Co. Ltd. | 6400 | 41445 |
|  | Sojitz Corp. | 28600 | 758771 |
|  | Soken Chemical & Engineering Co. Ltd. | 5600 | 86602 |
|  | SPK Corp. | 3200 | 46416 |
|  | Star Mica Holdings Co. Ltd. | 7500 | 55351 |
|  | Starts Corp., Inc. | 8200 | 254724 |
|  | Starzen Co. Ltd. | 14700 | 110609 |
|  | Stella Chemifa Corp. | 2500 | 66361 |
|  | Step Co. Ltd. | 1700 | 26750 |
|  | Sugimoto & Co. Ltd. | 2400 | 28107 |
|  # | SUMCO Corp. | 56772 | 578553 |
|  | Sumida Corp. | 4001 | 29072 |
|  | Sumitomo Bakelite Co. Ltd. | 4400 | 146353 |
|  | Sumitomo Heavy Industries Ltd. | 19249 | 514652 |
|  | Sumitomo Osaka Cement Co. Ltd. | 9475 | 236687 |
|  \* | Sumitomo Pharma Co. Ltd. | 9300 | 101388 |
|  | Sumitomo Riko Co. Ltd. | 12100 | 204764 |
|  | Sumitomo Rubber Industries Ltd. | 48554 | 568641 |
|  | Sumitomo Seika Chemicals Co. Ltd. | 2400 | 74340 |
|  | Sun Frontier Fudousan Co. Ltd. | 9500 | 140730 |
|  | Suncall Corp. | 1000 | 6551 |

---

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##### [**Table of Contents**](#toc)
**WORLD EX U.S. TARGETED VALUE PORTFOLIO** 

**CONTINUED** 

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  JAPAN — (Continued) | JAPAN — (Continued) |  |  |
|  | Sun-Wa Technos Corp. | 3300 | $57314 |
|  | Suruga Bank Ltd. | 53500 | 535541 |
|  | Suzuken Co. Ltd. | 17500 | 664589 |
|  | Suzuki Co. Ltd. | 4300 | 60092 |
|  | SWCC Corp. | 200 | 9717 |
|  | T Hasegawa Co. Ltd. | 8400 | 147172 |
|  | T RAD Co. Ltd. | 2300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;104058 |
|  | Tachibana Eletech Co. Ltd. | 4500 | 82665 |
|  | Tachi-S Co. Ltd. | 8200 | 103944 |
|  | Tadano Ltd. | 21200 | 147239 |
|  | Taihei Dengyo Kaisha Ltd. | 12000 | 168259 |
|  | Taiheiyo Cement Corp. | 29400 | 797666 |
|  | Taiheiyo Kouhatsu, Inc. | 1500 | 7489 |
|  | Taiho Kogyo Co. Ltd. | 6400 | 28393 |
|  | Taikisha Ltd. | 14000 | 277170 |
|  | Taiko Bank Ltd. | 1500 | 16973 |
|  | Taiyo Yuden Co. Ltd. | 21369 | 606918 |
|  | Takamatsu Construction Group Co. Ltd. | 4700 | 103153 |
|  | Takaoka Toko Co. Ltd. | 3700 | 82401 |
|  | Takara & Co. Ltd. | 3300 | 87059 |
|  | Takara Holdings, Inc. | 26100 | 265835 |
|  | Takara Standard Co. Ltd. | 7800 | 125981 |
|  | Takasago International Corp. | 21500 | 210120 |
|  | Takashima & Co. Ltd. | 12000 | 63766 |
|  | Takashimaya Co. Ltd. | 62200 | 665313 |
|  | Take & Give Needs Co. Ltd. | 2200 | 11739 |
|  # | TAKEBISHI Corp. | 2800 | 37123 |
|  # | Taki Chemical Co. Ltd. | 1000 | 23392 |
|  | Tamura Corp. | 15901 | 54497 |
|  | Tanabe Engineering Corp. | 1300 | 19928 |
|  | Tayca Corp. | 5500 | 46872 |
|  | Technoflex Corp. | 1200 | 13510 |
|  | Teijin Ltd. | 2300 | 20122 |
|  | Tekken Corp. | 3000 | 71660 |
|  | Tera Probe, Inc. | 1100 | 41730 |
|  | Terasaki Electric Co. Ltd. | 900 | 28154 |
|  # | Tess Holdings Co. Ltd. | 10500 | 23703 |
|  | Toa Corp. (1885 JP) | 17200 | 263453 |
|  | TOA ROAD Corp. | 12400 | 124877 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  JAPAN — (Continued) | JAPAN — (Continued) |  |  |
|  | Toagosei Co. Ltd. | 14300 | $141854 |
|  | TOBISHIMA HOLDINGS, Inc. | 3740 | 51079 |
|  | Tochigi Bank Ltd. | 24700 | 88061 |
|  | Toda Corp. | 39400 | 265428 |
|  | Toenec Corp. | 13000 | 141087 |
|  | Togami Electric Manufacturing Co. Ltd. | 700 | 19179 |
|  | Toho Acetylene Co. Ltd. | 6000 | 13853 |
|  | Toho Bank Ltd. | 53600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;158625 |
|  | Toho Holdings Co. Ltd. | 4400 | 141103 |
|  | Tohoku Bank Ltd. | 4728 | 40573 |
|  | Tokai Carbon Co. Ltd. | 16800 | 112540 |
|  | Tokai Corp. | 2268 | 31419 |
|  | Tokai Rika Co. Ltd. | 13500 | 242519 |
|  | Tokai Tokyo Financial Holdings, Inc. | 29876 | 110701 |
|  | Tokushu Tokai Paper Co. Ltd. | 6900 | 66390 |
|  | Tokuyama Corp. | 16000 | 397223 |
|  | Tokyo Energy & Systems, Inc. | 3090 | 35619 |
|  | Tokyo Kiraboshi Financial Group, Inc. | 8300 | 395203 |
|  | Tokyo Rope Manufacturing Co. Ltd. | 4600 | 43066 |
|  | Tokyo Sangyo Co. Ltd. | 4000 | 24200 |
|  | Tokyo Steel Manufacturing Co. Ltd. | 9200 | 81178 |
|  | Tokyo Tatemono Co. Ltd. | 43000 | 802820 |
|  | Tokyo Tekko Co. Ltd. | 700 | 25581 |
|  | Tokyu Construction Co. Ltd. | 8800 | 59851 |
|  | Tokyu Fudosan Holdings Corp. | 103300 | 832462 |
|  | Toli Corp. | 12400 | 50165 |
|  | Tomen Devices Corp. | 1400 | 85540 |
|  | Tomoe Engineering Co. Ltd. | 6900 | 70943 |
|  | Tomoku Co. Ltd. | 3200 | 68346 |
|  | TOMONY Holdings, Inc. | 39500 | 175043 |
|  | Topre Corp. | 9601 | 139175 |
|  | Topy Industries Ltd. | 1800 | 33235 |
|  # | Torex Semiconductor Ltd. | 5099 | 52551 |

---

------

##### [**Table of Contents**](#toc)
**WORLD EX U.S. TARGETED VALUE PORTFOLIO** 

**CONTINUED** 

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  JAPAN — (Continued) | JAPAN — (Continued) |  |  |
|  | Torishima Pump Manufacturing Co. Ltd. | 3700 | $50168 |
|  | Tosei Corp. | 9200 | 195738 |
|  | Tosho Co. Ltd. | 4000 | 20430 |
|  | Tosoh Corp. | 61200 | 872562 |
|  | Totetsu Kogyo Co. Ltd. | 5700 | 156443 |
|  | TOTO Ltd. | 13800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;350032 |
|  | Towa Bank Ltd. | 11200 | 67457 |
|  | Towa Pharmaceutical Co. Ltd. | 8500 | 156481 |
|  | Toyo Corp. | 1200 | 12950 |
|  | Toyo Kanetsu KK | 1666 | 48735 |
|  | Toyo Seikan Group Holdings Ltd. | 38700 | 868824 |
|  # | Toyo Tanso Co. Ltd. | 2200 | 65819 |
|  | Toyo Tire Corp. | 30000 | 819902 |
|  | Toyobo Co. Ltd. | 30923 | 229535 |
|  | Toyoda Gosei Co. Ltd. | 16500 | 381889 |
|  | Toyota Boshoku Corp. | 19600 | 298019 |
|  | TRE Holdings Corp. | 12600 | 126258 |
|  | Trusco Nakayama Corp. | 10600 | 167126 |
|  | Tsubakimoto Chain Co. | 21500 | 300917 |
|  | Tsubakimoto Kogyo Co. Ltd. | 3000 | 53055 |
|  | Tsugami Corp. | 12900 | 228642 |
|  | Tsukishima Holdings Co. Ltd. | 5300 | 87677 |
|  | Tsukuba Bank Ltd. | 25000 | 51109 |
|  | Tsumura & Co. | 6400 | 148458 |
|  | Tsuzuki Denki Co. Ltd. | 1800 | 36866 |
|  | UACJ Corp. | 43200 | 557835 |
|  | UBE Corp. | 20400 | 299901 |
|  | Uchida Yoko Co. Ltd. | 2000 | 134837 |
|  | Ueki Corp. | 1000 | 16177 |
|  | Ulvac, Inc. | 6800 | 308443 |
|  | Union Tool Co. | 600 | 31850 |
|  | Unipres Corp. | 9700 | 75300 |
|  | United Super Markets Holdings, Inc. | 15557 | 83054 |
|  | Ushio, Inc. | 20200 | 334910 |
|  | V Technology Co. Ltd. | 3300 | 74138 |
|  | Valor Holdings Co. Ltd. | 16000 | 292888 |
|  | Valqua Ltd. | 2487 | 62569 |
|  | Vital KSK Holdings, Inc. | 6600 | 53181 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  JAPAN — (Continued) | JAPAN — (Continued) |  |  |
|  | VT Holdings Co. Ltd. | 24900 | $78599 |
|  | Wacoal Holdings Corp. | 4000 | 139485 |
|  | Wakachiku Construction Co. Ltd. | 3700 | 115090 |
|  | Wakita & Co. Ltd. | 12600 | 144994 |
|  # | Warabeya Nichiyo Holdings Co. Ltd. | 2300 | 46504 |
|  | Wellneo Sugar Co. Ltd. | 800 | 13083 |
|  | Wise Holdings Co. Ltd. | 27600 | 14114 |
|  | World Co. Ltd. | 7600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;133360 |
|  | World Holdings Co. Ltd. | 2400 | 39011 |
|  | Xebio Holdings Co. Ltd. | 5820 | 41144 |
|  | Yahagi Construction Co. Ltd. | 7300 | 103274 |
|  | YAKUODO Holdings Co. Ltd. | 2000 | 26365 |
|  | YAMABIKO Corp. | 9400 | 157047 |
|  | Yamada Holdings Co. Ltd. | 87400 | 262743 |
|  | Yamae Group Holdings Co. Ltd. | 5000 | 83007 |
|  | Yamagata Bank Ltd. | 4900 | 53317 |
|  | Yamaguchi Financial Group, Inc. | 46028 | 527336 |
|  | Yamaichi Electronics Co. Ltd. | 5600 | 165905 |
|  | Yamanashi Chuo Bank Ltd. | 7900 | 168232 |
|  | Yamatane Corp. | 4600 | 76097 |
|  | Yamaya Corp. | 1800 | 27633 |
|  | Yamazen Corp. | 12360 | 114526 |
|  # | Yashima Denki Co. Ltd. | 2600 | 43792 |
|  | Yellow Hat Ltd. | 19200 | 193338 |
|  | Yokogawa Bridge Holdings Corp. | 9000 | 160653 |
|  | Yokohama Rubber Co. Ltd. | 39300 | 1402578 |
|  | Yokorei Co. Ltd. | 8800 | 70002 |
|  | Yokowo Co. Ltd. | 3099 | 39690 |
|  | Yondenko Corp. | 9000 | 82032 |
|  # | Yondoshi Holdings, Inc. | 1600 | 17766 |
|  | Yorozu Corp. | 5700 | 33862 |
|  | Yotai Refractories Co. Ltd. | 400 | 4612 |
|  | Yuasa Trading Co. Ltd. | 4900 | 159313 |

---

------

##### [**Table of Contents**](#toc)
**WORLD EX U.S. TARGETED VALUE PORTFOLIO** 

**CONTINUED** 

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  JAPAN — (Continued) | JAPAN — (Continued) |  |  |
|  | Yurtec Corp. | 11800 | $190229 |
|  | Zacros Corp. | 18800 | 128486 |
|  | Zenrin Co. Ltd. | 7800 | 52138 |
|  | Zeon Corp. | 28500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;292424 |
|  | ZERIA Pharmaceutical Co. Ltd. | 3300 | 42827 |
|  | Zojirushi Corp. | 2000 | 21558 |
|  TOTAL JAPAN | TOTAL JAPAN | TOTAL JAPAN | 123759572 |
|  KUWAIT — (0.2%) | KUWAIT — (0.2%) |  |  |
|  | A'ayan Leasing & Investment Co. KSCP | 146389 | 101323 |
|  | Al Ahli Bank of Kuwait KSCP | 65247 | 61187 |
|  | Al-Eid Food KSC | 16383 | 11536 |
|  | Burgan Bank SAK | 162253 | 125090 |
|  | Combined Group Contracting Co. SAK | 8633 | 29664 |
|  | Gulf Bank KSCP | 60347 | 68947 |
|  | Gulf Cables & Electrical Industries Group Co. KSCP | 11809 | 86444 |
|  | Kuwait International Bank KSCP | 248467 | 216630 |
|  | Mezzan Holding Co. KSCC | 9575 | 37217 |
|  | Mobile Telecommunications Co. KSCP | 18082 | 31250 |
|  \* | Warba Bank KSCP | 571722 | 540280 |
|  TOTAL KUWAIT | TOTAL KUWAIT | TOTAL KUWAIT | 1309568 |
|  MALAYSIA — (0.4%) | MALAYSIA — (0.4%) |  |  |
|  | Able Global Bhd. | 27200 | 10838 |
|  # | Aeon Co. M Bhd. | 42400 | 12749 |
|  #\* | AFFIN Bank Bhd. | 99265 | 54287 |
|  | Ajinomoto Malaysia Bhd. | 3900 | 12489 |
|  | Alliance Bank Malaysia Bhd. | 158146 | 165953 |
|  | Allianz Malaysia Bhd. | 10200 | 43738 |
|  | AME Elite Consortium Bhd. | 23900 | 8838 |
|  | AMMB Holdings Bhd. (AMM MK) | 50500 | 68691 |
|  # | Bank Islam Malaysia Bhd. | 109299 | 57419 |
|  | Batu Kawan Bhd. | 15700 | 72003 |
|  \* | Berjaya Corp. Bhd. | 559724 | 38721 |
|  | CB Industrial Product Holding Bhd. | 30900 | 9367 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  MALAYSIA — (Continued) | MALAYSIA — (Continued) |  |  |
|  # | Dayang Enterprise Holdings Bhd. | 131640 | $46857 |
|  # | DRB-Hicom Bhd. | 90500 | 27210 |
|  | Duopharma Biotech Bhd. | 74277 | 22157 |
|  # | Eastern & Oriental Bhd. | 157000 | 29943 |
|  | Eco World Development Group Bhd. | 128100 | 62939 |
|  | Gamuda Bhd. | 40682 | 48859 |
|  | Genting Bhd. | 276400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;222892 |
|  # | Genting Malaysia Bhd. | 300400 | 167030 |
|  | Genting Plantations Bhd. | 40500 | 49067 |
|  | Guan Chong Bhd. | 38266 | 8202 |
|  | HAP Seng Consolidated Bhd. | 15300 | 10853 |
|  | Hap Seng Plantations Holdings Bhd. | 23700 | 12796 |
|  | Hartalega Holdings Bhd. | 74100 | 21361 |
|  | Hibiscus Petroleum Bhd. | 92680 | 31644 |
|  | IGB Bhd. | 77974 | 62431 |
|  | IJM Corp. Bhd. | 323800 | 191352 |
|  | IOI Properties Group Bhd. | 206749 | 103665 |
|  # | Jaya Tiasa Holdings Bhd. | 64000 | 17570 |
|  | Kenanga Investment Bank Bhd. | 109500 | 22192 |
|  | Kerjaya Prospek Group Bhd. | 39895 | 26532 |
|  | Kretam Holdings Bhd. | 95800 | 15787 |
|  # | KSL Holdings Bhd. | 32943 | 23595 |
|  # | Lagenda Properties Bhd. | 36600 | 11006 |
|  | LBS Bina Group Bhd. | 94400 | 9571 |
|  | Leong Hup International Bhd. | 162900 | 25469 |
|  | LPI Capital Bhd. | 4500 | 15446 |
|  # | Magnum Bhd. | 93230 | 30951 |
|  | Mah Sing Group Bhd. | 269500 | 66856 |
|  # | Malayan Flour Mills Bhd. | 156450 | 22047 |
|  # | Malaysia Smelting Corp. Bhd. | 80000 | 26331 |
|  | Malaysian Pacific Industries Bhd. | 3900 | 27848 |
|  | Malaysian Resources Corp. Bhd. | 243277 | 26095 |

---

------

##### [**Table of Contents**](#toc)
**WORLD EX U.S. TARGETED VALUE PORTFOLIO** 

**CONTINUED** 

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  MALAYSIA — (Continued) | MALAYSIA — (Continued) |  |  |
|  | Matrix Concepts Holdings Bhd. | 150187 | $49109 |
|  | MBSB Bhd. | 394884 | 68305 |
|  | Mega First Corp. Bhd. | 82000 | 72565 |
|  | Mi Technovation Bhd. | 28300 | 21287 |
|  # | MKH Bhd. | 42400 | 10807 |
|  | MKH Oil Palm East Kalimantan Bhd. | 6057 | 918 |
|  | MNRB Holdings Bhd. | 102843 | 46349 |
|  | Muhibbah Engineering M Bhd. | 82700 | 10650 |
|  †† | Nylex Malaysia Bhd. | 1285 | 14 |
|  | Padini Holdings Bhd. | 20700 | 9342 |
|  | Pantech Group Holdings Bhd. | 54900 | 8777 |
|  # | Perak Transit Bhd. | 88200 | 7147 |
|  | Sarawak Oil Palms Bhd. | 68077 | 60617 |
|  | Scientex Bhd. | 103400 | 83680 |
|  | Sime Darby Bhd. | 258400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;126321 |
|  # | Sime Darby Property Bhd. | 422900 | 135990 |
|  | SKP Resources Bhd. | 173700 | 32527 |
|  | SP Setia Bhd. Group | 277400 | 57206 |
|  # | Sports Toto Bhd. | 35496 | 11776 |
|  | Sunway Bhd. | 43500 | 56076 |
|  # | Syarikat Takaful Malaysia Keluarga Bhd. | 43444 | 32144 |
|  # | Ta Ann Holdings Bhd. | 39440 | 39511 |
|  \* | Top Glove Corp. Bhd. | 205600 | 30884 |
|  #\* | Tropicana Corp. Bhd. | 116928 | 32625 |
|  | TSH Resources Bhd. | 130600 | 42357 |
|  # | UEM Sunrise Bhd. | 335500 | 51194 |
|  | Unisem M Bhd. | 32200 | 27088 |
|  | United Malacca Bhd. | 15200 | 21183 |
|  # | UOA Development Bhd. | 200000 | 88234 |
|  | Velesto Energy Bhd. | 447600 | 26749 |
|  \* | WCT Holdings Bhd. | 205400 | 36735 |
|  | Yinson Holdings Bhd. | 103978 | 58834 |
|  | YTL Corp. Bhd. | 82560 | 51143 |
|  TOTAL MALAYSIA | TOTAL MALAYSIA | TOTAL MALAYSIA | 3449791 |
|  MEXICO — (0.6%) | MEXICO — (0.6%) |  |  |
|  | Alfa SAB de CV, Class A | 400171 | 303060 |
|  | Alpek SAB de CV | 39241 | 19854 |
|  W | Banco del Bajio SA | 95590 | 243934 |
|  | Cemex SAB de CV (CEMEXCPO MM) | 33134 | 33600 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  MEXICO — (Continued) | MEXICO — (Continued) |  |  |
|  | Cemex SAB de CV (CX US), Sponsored ADR | 161967 | $1643965 |
|  \* | Controladora Alpek SAB de CV | 239872 | 37185 |
|  \* | Controladora AXTEL SAB de CV | 346918 | 16899 |
|  | El Puerto de Liverpool SAB de CV, Class C1 | 13092 | 63788 |
|  | GCC SAB de CV | 12102 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;116157 |
|  | Genomma Lab Internacional SAB de CV, Class B | 78280 | 76432 |
|  | Gentera SAB de CV | 138406 | 328312 |
|  | Gruma SAB de CV, Class B | 5174 | 87628 |
|  | Grupo Industrial Saltillo SAB de CV | 32234 | 24047 |
|  | Grupo Televisa SAB (TLEVICPO MM) | 209858 | 109569 |
|  \*W | Grupo Traxion SAB de CV | 28600 | 21059 |
|  \* | Industrias CH SAB de CV | 34322 | 314059 |
|  \* | Industrias Penoles SAB de CV | 1904 | 80439 |
|  | La Comer SAB de CV | 49695 | 107637 |
|  | Megacable Holdings SAB de CV | 66598 | 190598 |
|  \*W | Nemak SAB de CV | 197162 | 41070 |
|  \* | Ollamani SAB | 7281 | 24200 |
|  # | Operadora De Sites Mexicanos SAB de CV, Class A-1 | 47307 | 42524 |
|  | Orbia Advance Corp. SAB de CV | 31149 | 28201 |
|  | Organizacion Cultiba SAB de CV | 57700 | 32610 |
|  \* | Organizacion Soriana SAB de CV, Class B | 12168 | 17356 |
|  | Promotora y Operadora de Infraestructura SAB de CV (PINFRA MM) | 13411 | 173253 |
|  | Regional SAB de CV | 27814 | 206062 |
|  \* | Vista Energy SAB de CV (VIST US), ADR | 5814 | 281688 |

---

------

##### [**Table of Contents**](#toc)
**WORLD EX U.S. TARGETED VALUE PORTFOLIO** 

**CONTINUED** 

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  MEXICO — (Continued) | MEXICO — (Continued) |  |  |
|  \* | Vitro SAB de CV | 19893 | $6168 |
|  TOTAL MEXICO | TOTAL MEXICO | TOTAL MEXICO | 4671354 |
|  NETHERLANDS — (2.2%) | NETHERLANDS — (2.2%) |  |  |
|  | Aalberts NV | 15005 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;475377 |
|  W | ABN AMRO Bank NV | 115473 | 3450179 |
|  | Acomo NV | 5335 | 144512 |
|  | Aegon Ltd. (AGN NA) | 17511 | 133446 |
|  | Allfunds Group PLC | 21933 | 166729 |
|  | AMG Critical Materials NV | 3391 | 112589 |
|  | Aperam SA | 8286 | 288745 |
|  | ASR Nederland NV | 37548 | 2505902 |
|  W | B&S Group SARL | 5237 | 35859 |
|  # | Brunel International NV | 3954 | 35239 |
|  | Corbion NV | 7342 | 149434 |
|  \* | Flow Traders Ltd. | 5735 | 157696 |
|  | ForFarmers NV | 14165 | 68504 |
|  | Fugro NV | 26871 | 274415 |
|  | HAL Trust | 6257 | 982058 |
|  | Havas NV | 175700 | 306627 |
|  # | JDE Peet's NV | 23344 | 849584 |
|  | Koninklijke BAM Groep NV | 82068 | 761828 |
|  | Koninklijke Heijmans NV | 8210 | 581629 |
|  | Koninklijke Vopak NV | 15272 | 692081 |
|  | NN Group NV | 53635 | 3670503 |
|  | Randstad NV | 10988 | 430629 |
|  | SBM Offshore NV | 31219 | 807293 |
|  W | Signify NV | 22356 | 535146 |
|  # | Sligro Food Group NV | 2681 | 28792 |
|  | TKH Group NV | 4294 | 189830 |
|  | Van Lanschot Kempen NV | 7450 | 435582 |
|  TOTAL NETHERLANDS | TOTAL NETHERLANDS | TOTAL NETHERLANDS | 18270208 |
|  NEW ZEALAND — (0.2%) | NEW ZEALAND — (0.2%) |  |  |
|  | Air New Zealand Ltd. | 465056 | 158345 |
|  | Channel Infrastructure NZ Ltd. | 11440 | 17546 |
|  | Chorus Ltd. (CNU NZ) | 17563 | 94051 |
|  \* | Fletcher Building Ltd. (FBU NZ) | 125787 | 234483 |
|  | Genesis Energy Ltd. | 106128 | 152415 |
|  | Heartland Group Holdings Ltd. | 115407 | 71602 |
|  | NZME Ltd. (NZM AU) | 28793 | 19258 |
|  \* | Oceania Healthcare Ltd. | 154673 | 69879 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  NEW ZEALAND — (Continued) | NEW ZEALAND — (Continued) |  |  |
|  \* | Ryman Healthcare Ltd. | 15148 | $24806 |
|  | Sanford Ltd. | 17604 | 61982 |
|  | SKY Network Television Ltd. | 32394 | 66756 |
|  \* | SKYCITY Entertainment Group Ltd. | 173039 | 72199 |
|  | Summerset Group Holdings Ltd. | 36929 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;244927 |
|  | TOWER Ltd. | 19158 | 20263 |
|  TOTAL NEW ZEALAND | TOTAL NEW ZEALAND | TOTAL NEW ZEALAND | 1308512 |
|  NORWAY — (0.5%) | NORWAY — (0.5%) |  |  |
|  | 2020 Bulkers Ltd. | 2841 | 38771 |
|  | Archer Ltd. | 6078 | 14152 |
|  | Austevoll Seafood ASA | 6807 | 63913 |
|  # | Bakkafrost P | 1279 | 58729 |
|  | Bluenord ASA | 579 | 26440 |
|  | Bonheur ASA | 3074 | 66503 |
|  \* | BW Energy Ltd. | 23307 | 88788 |
|  W | BW LPG Ltd. | 25951 | 343662 |
|  | BW Offshore Ltd. | 27830 | 101341 |
|  \* | Cadeler AS (CADLR NO) | 611 | 2833 |
|  \* | Cloudberry Clean Energy ASA | 32869 | 42782 |
|  | DNO ASA | 122377 | 167103 |
|  | DOF Group ASA | 1324 | 11869 |
|  W | Elkem ASA | 50635 | 133185 |
|  \* | Endur ASA | 3678 | 30837 |
|  # | FLEX LNG Ltd. (FLNG NO) | 4605 | 119592 |
|  \* | Grieg Seafood ASA | 9174 | 61436 |
|  | Hafnia Ltd. | 60809 | 378825 |
|  # | Hoegh Autoliners ASA | 19525 | 174955 |
|  W | Klaveness Combination Carriers ASA | 5622 | 42615 |
|  \* | Kongsberg Automotive ASA | 20666 | 3531 |
|  \* | LINK Mobility Group Holding ASA | 51268 | 151847 |
|  | Morrow Bank ASA | 17065 | 22492 |
|  | MPC Container Ships ASA | 79100 | 138411 |
|  | Odfjell Drilling Ltd. | 30393 | 244130 |
|  | Odfjell SE, Class A | 6984 | 83947 |
|  | Odfjell Technology Ltd. | 4141 | 23778 |
|  \* | OKEA ASA | 12330 | 22201 |

---

------

##### [**Table of Contents**](#toc)
**WORLD EX U.S. TARGETED VALUE PORTFOLIO** 

**CONTINUED** 

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  NORWAY — (Continued) | NORWAY — (Continued) |  |  |
|  #W | Okeanis Eco Tankers Corp. | 1057 | $36441 |
|  | Panoro Energy ASA | 18567 | 39679 |
|  | Pareto Bank ASA | 11899 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100809 |
|  | Pexip Holding ASA | 9867 | 60613 |
|  | Rogaland Sparebank | 3712 | 50503 |
|  \*W | Scatec ASA | 15949 | 168228 |
|  | Sea1 offshore, Inc. | 8429 | 16684 |
|  | Selvaag Bolig ASA | 10789 | 35063 |
|  \*W | Shelf Drilling Ltd. | 18087 | 32652 |
|  | Solstad Maritime Holding AS | 24572 | 43528 |
|  \* | Solstad Offshore ASA | 2236 | 9594 |
|  | Sparebank 1 Oestlandet | 5339 | 93625 |
|  | Sparebanken More | 9555 | 94284 |
|  | Stolt-Nielsen Ltd. | 5274 | 176896 |
|  | TGS ASA | 38218 | 329815 |
|  | Wilh Wilhelmsen Holding ASA, Class A | 2395 | 120717 |
|  | Wilh Wilhelmsen Holding ASA, Class B | 1108 | 52633 |
|  TOTAL NORWAY | TOTAL NORWAY | TOTAL NORWAY | 4120432 |
|  PHILIPPINES — (0.1%) | PHILIPPINES — (0.1%) |  |  |
|  | Alliance Global Group, Inc. | 143900 | 17837 |
|  \* | Atlas Consolidated Mining & Development Corp. | 95100 | 8280 |
|  | Bloomberry Resorts Corp. | 579000 | 31457 |
|  | China Banking Corp. | 111750 | 97055 |
|  | Converge Information & Communications Technology Solutions, Inc. | 98600 | 21347 |
|  | DMCI Holdings, Inc. | 178300 | 34186 |
|  | DoubleDragon Corp. | 56800 | 9560 |
|  | First Philippine Holdings Corp. | 35390 | 42997 |
|  | Globe Telecom, Inc. | 1390 | 34852 |
|  | GT Capital Holdings, Inc. | 5885 | 54587 |
|  | JG Summit Holdings, Inc. | 79600 | 32374 |
|  | LT Group, Inc. | 216500 | 53809 |
|  | Megaworld Corp. | 1007000 | 34066 |
|  | Metropolitan Bank & Trust Co. | 25710 | 30136 |
|  | Petron Corp. | 425100 | 16997 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  PHILIPPINES — (Continued) | PHILIPPINES — (Continued) |  |  |
|  | Philcomsat Holdings Corp. | 10942 | $19889 |
|  | Philippine National Bank | 15800 | 13850 |
|  \*†† | Phoenix Petroleum Philippines, Inc. | 68700 | 911 |
|  | Puregold Price Club, Inc. | 114200 | 73832 |
|  | RFM Corp. | 131000 | 9663 |
|  | Rizal Commercial Banking Corp. | 4320 | 1865 |
|  | Robinsons Land Corp. | 155731 | 39432 |
|  | Robinsons Retail Holdings, Inc. | 16900 | 9992 |
|  | San Miguel Corp. | 22540 | 24908 |
|  | Security Bank Corp. | 19090 | 22566 |
|  \* | Top Frontier Investment Holdings, Inc. | 3550 | 3633 |
|  | Universal Robina Corp. | 11780 | 14600 |
|  | Wilcon Depot, Inc. | 91500 | 11974 |
|  TOTAL PHILIPPINES | TOTAL PHILIPPINES | TOTAL PHILIPPINES | 766655 |
|  POLAND — (0.3%) | POLAND — (0.3%) |  |  |
|  | AB SA | 2231 | 58720 |
|  | Alior Bank SA | 16093 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;448434 |
|  | ASBISc Enterprises PLC | 6848 | 55241 |
|  | Asseco Poland SA | 767 | 44614 |
|  | Auto Partner SA | 5862 | 28613 |
|  | Bank Handlowy w Warszawie SA | 4848 | 136654 |
|  \* | Bank Millennium SA | 30021 | 125661 |
|  \* | Bank Ochrony Srodowiska SA | 9806 | 31958 |
|  | BNPP Bank Polska SA | 380 | 11641 |
|  \* | Cognor Holding SA | 27036 | 48336 |
|  | Develia SA | 100947 | 223165 |
|  \* | Echo Investment SA | 21847 | 32527 |
|  \* | Enea SA | 47976 | 269126 |
|  \* | Eurocash SA | 4494 | 9801 |
|  \* | Fabryki Mebli Forte SA | 2722 | 19235 |
|  \* | Grupa Azoty SA | 2085 | 10566 |
|  | Inter Cars SA | 983 | 146890 |
|  | Mirbud SA | 6182 | 22745 |
|  \* | PGE Polska Grupa Energetyczna SA | 124705 | 378140 |
|  \* | PKP Cargo SA | 7789 | 33852 |
|  \* | Tauron Polska Energia SA | 191826 | 519299 |

---

------

##### [**Table of Contents**](#toc)
**WORLD EX U.S. TARGETED VALUE PORTFOLIO** 

**CONTINUED** 

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  POLAND — (Continued) | POLAND — (Continued) |  |  |
|  | TEN Square Games SA | 450 | $11024 |
|  | Torpol SA | 2282 | 32915 |
|  \* | VRG SA | 30608 | 36807 |
|  | Warsaw Stock Exchange | 2325 | 38459 |
|  | Wawel SA | 24 | 4575 |
|  TOTAL POLAND | TOTAL POLAND | TOTAL POLAND | 2778998 |
|  PORTUGAL — (0.5%) | PORTUGAL — (0.5%) |  |  |
|  # | Altri SGPS SA | 21181 | 120136 |
|  | Banco Comercial Portugues SA, Class R | 2391538 | 2111015 |
|  | Corticeira Amorim SGPS SA | 8409 | 70548 |
|  | EDP Renovaveis SA | 33174 | 485027 |
|  | Galp Energia SGPS SA | 16728 | 336083 |
|  | Ibersol SGPS SA | 4207 | 48983 |
|  # | Navigator Co. SA | 54753 | 189594 |
|  | NOS SGPS SA | 45734 | 198172 |
|  | Semapa-Sociedade de Investimento e Gestao | 3214 | 67049 |
|  | Sonae SGPS SA | 254402 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;414476 |
|  TOTAL PORTUGAL | TOTAL PORTUGAL | TOTAL PORTUGAL | 4041083 |
|  QATAR — (0.2%) | QATAR — (0.2%) |  |  |
|  | Aamal Co. | 303573 | 65902 |
|  | Al Khaleej Takaful Group QSC | 19241 | 12570 |
|  \* | Baladna | 122538 | 51382 |
|  | Barwa Real Estate Co. | 324785 | 234550 |
|  | Commercial Bank PSQC | 89426 | 101770 |
|  | Doha Bank QPSC | 508944 | 351232 |
|  | Doha Insurance Co. QSC | 77894 | 53939 |
|  | Gulf International Services QSC | 37959 | 32181 |
|  | Gulf Warehousing Co. | 71862 | 50499 |
|  | Lesha Bank LLC | 44914 | 22278 |
|  \* | Mazaya Real Estate Development QPSC | 132516 | 22327 |
|  | Qatar Industrial Manufacturing Co. QSC | 45582 | 30227 |
|  | Qatar Insurance Co. SAQ | 256388 | 144326 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  QATAR — (Continued) | QATAR — (Continued) |  |  |
|  | Qatar National Cement Co. QSC | 53035 | $44337 |
|  | Salam International Investment Ltd. QSC | 308205 | 63969 |
|  | United Development Co. QSC | 532664 | 137952 |
|  TOTAL QATAR | TOTAL QATAR | TOTAL QATAR | 1419441 |
|  RUSSIA — (0.0%) | RUSSIA — (0.0%) |  |  |
|  \*†† | Lenta International Co. PJSC, GDR | 3874 | 0 |
|  \*†† | Magnitogorsk Iron & Steel Works PJSC (MMK LI), Sponsored GDR | 22423 | 0 |
|  \*†† | RusHydro PJSC (RSHYY US), ADR | 154685 | 0 |
|  \*†† | VTB Bank PJSC (VTBR LI), GDR | 176858 | 0 |
|  SAUDI ARABIA — (0.8%) | SAUDI ARABIA — (0.8%) |  |  |
|  | Ades Holding Co. | 21292 | 96218 |
|  \* | Advanced Petrochemical Co. | 15624 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;157569 |
|  | Al Babtain Power & Telecommunication Co. | 9321 | 156008 |
|  | Al Hammadi Holding | 9346 | 87067 |
|  | Al Hassan Ghazi Ibrahim Shaker Co. | 6222 | 43372 |
|  | Al Jouf Agricultural Development Co. | 1477 | 18109 |
|  \* | Al Khaleej Training & Education Co. | 5361 | 41818 |
|  | Al Yamamah Steel Industries Co. | 2314 | 22671 |
|  | Alaseel Co. | 16438 | 15637 |
|  | AlJazira Takaful Ta'awuni Co. | 10659 | 35148 |
|  \* | Allianz Saudi Fransi Cooperative Insurance Co. | 5158 | 18788 |
|  | Arab National Bank | 71464 | 462195 |
|  | Arabian Cement Co. | 8754 | 51676 |
|  | Arabian Drilling Co. | 4196 | 99088 |
|  | Arabian Pipes Co. | 8095 | 12306 |
|  \* | Arabian Shield Cooperative Insurance Co. | 4080 | 14180 |
|  | Arriyadh Development Co. | 13704 | 107640 |

---

------

##### [**Table of Contents**](#toc)
**WORLD EX U.S. TARGETED VALUE PORTFOLIO** 

**CONTINUED** 

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  SAUDI ARABIA — (Continued) | SAUDI ARABIA — (Continued) | SAUDI ARABIA — (Continued) | SAUDI ARABIA — (Continued) |
|  \* | ARTEX Industrial Investment Co. | 4783 | $17904 |
|  \* | BAAN Holding Group Co. | 40855 | 23488 |
|  | Baazeem Trading Co. | 12747 | 23520 |
|  | Bank AlBilad | 12040 | 95135 |
|  \* | Bank Al-Jazira | 116971 | 393380 |
|  | Banque Saudi Fransi | 69013 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;328436 |
|  | Bawan Co. | 2144 | 32322 |
|  \* | Chubb Arabia Cooperative Insurance Co. | 2201 | 18890 |
|  | City Cement Co. | 9788 | 38033 |
|  \* | Dar Al Arkan Real Estate Development Co. | 140280 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;646048 |
|  | Eastern Province Cement Co. | 6417 | 44284 |
|  | Etihad Etisalat Co. | 2405 | 43390 |
|  \* | Fitaihi Holding Group | 15542 | 13464 |
|  | Gulf Insurance Group | 4790 | 32290 |
|  \* | Herfy Food Services Co. | 3347 | 18657 |
|  \* | L'Azurde Co. for Jewelry | 8557 | 28428 |
|  \* | Liva Insurance Co. | 3105 | 10986 |
|  \* | Lumi Rental Co. | 1962 | 32726 |
|  \* | Malath Cooperative Insurance Co. | 2553 | 8454 |
|  \* | Mediterranean & Gulf Cooperative Insurance & Reinsurance Co. | 10737 | 43892 |
|  | Middle East Healthcare Co. | 3025 | 41259 |
|  \* | Middle East Paper Co. | 3085 | 22207 |
|  | Middle East Specialized Cables Co. | 6218 | 48600 |
|  | Mobile Telecommunications Co. Saudi Arabia | 68365 | 209222 |
|  \* | Najran Cement Co. | 13728 | 27596 |
|  \* | National Agriculture Development Co. | 15118 | 84067 |
|  | National Co. for Glass Industries | 3337 | 36301 |
|  \* | National Gypsum | 2077 | 10708 |
|  \* | National Industrialization Co. | 4675 | 14422 |
|  | Qassim Cement Co. | 3643 | 40946 |
|  | Riyadh Cement Co. | 5140 | 36049 |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** | **Value»** |
|  SAUDI ARABIA — (Continued) | SAUDI ARABIA — (Continued) | SAUDI ARABIA — (Continued) | SAUDI ARABIA — (Continued) | SAUDI ARABIA — (Continued) |
|  | Sahara International Petrochemical Co. | 43855 | $| 221025 |
|  | Saudi Cement Co. | 2807 |  | 28646 |
|  | Saudi Ceramic Co. | 7838 |  | 63927 |
|  | Saudi Chemical Co. Holding | 136990 |  | 269467 |
|  | Saudi Investment Bank | 59760 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;219040 |
|  \* | Saudi Marketing Co. | 7095 |  | 31367 |
|  \* | Saudi Pharmaceutical Industries & Medical Appliances Corp. | 8469 |  | 68407 |
|  \* | Saudi Public Transport Co. | 12940 |  | 43756 |
|  \* | Saudi Reinsurance Co. | 20340 |  | 168533 |
|  | Saudi Steel Pipe Co. | 2289 |  | 31770 |
|  \* | Savola Group | 14802 |  | 97137 |
|  | Scientific & Medical Equipment House Co. | 1696 |  | 17792 |
|  \* | Seera Group Holding | 40211 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;332761 |
|  \* | Sinad Holding Co. | 11569 |  | 32300 |
|  | Southern Province Cement Co. | 5204 |  | 34709 |
|  | Sumou Real Estate Co. | 2118 |  | 21911 |
|  | Sustained Infrastructure Holding Co. | 10203 |  | 99436 |
|  | Tabuk Cement Co. | 7771 |  | 21154 |
|  | Tanmiah Food Co. | 989 |  | 20730 |
|  | United International Transportation Co. | 7431 |  | 146653 |
|  | United Wire Factories Co. | 1607 |  | 10696 |
|  | Yamama Cement Co. | 19897 |  | 145758 |
|  | Yanbu National Petrochemical Co. | 14037 |  | 129071 |
|  | Zahrat Al Waha For Trading Co. | 1576 |  | 10885 |
|  TOTAL SAUDI ARABIA | TOTAL SAUDI ARABIA | TOTAL SAUDI ARABIA |  | 6171525 |
|  SINGAPORE — (0.7%) | SINGAPORE — (0.7%) | SINGAPORE — (0.7%) | SINGAPORE — (0.7%) | SINGAPORE — (0.7%) |
|  \* | AEM Holdings Ltd. | 49600 |  | 72199 |
|  | BRC Asia Ltd. | 17700 |  | 57327 |
|  | Bukit Sembawang Estates Ltd. | 32900 |  | 105916 |
|  | China Aviation Oil Singapore Corp. Ltd. | 94800 |  | 110652 |
|  | City Developments Ltd. | 76500 |  | 424916 |

---

------

##### [**Table of Contents**](#toc)
**WORLD EX U.S. TARGETED VALUE PORTFOLIO** 

**CONTINUED** 

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  SINGAPORE — (Continued) | SINGAPORE — (Continued) | SINGAPORE — (Continued) | SINGAPORE — (Continued) |
|  \* | COSCO Shipping International Singapore Co. Ltd. | 195200 | $18131 |
|  | CSE Global Ltd. | 154087 | 99882 |
|  | Delfi Ltd. | 26800 | 16675 |
|  \*†† | Ezion Holdings Ltd. | 1083800 | 0 |
|  #\*†† | Ezra Holdings Ltd. | 468200 | 0 |
|  | Far East Orchard Ltd. | 64355 | 61275 |
|  | First Resources Ltd. | 123200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;185598 |
|  | Frasers Property Ltd. | 71200 | 57381 |
|  | Frencken Group Ltd. | 48000 | 60741 |
|  # | Genting Singapore Ltd. | 686000 | 384536 |
|  | Geo Energy Resources Ltd. | 59900 | 22286 |
|  | Golden Agri-Resources Ltd. | 1767100 | 380152 |
|  | GuocoLand Ltd. | 68600 | 114317 |
|  | Ho Bee Land Ltd. | 50700 | 87612 |
|  | Hong Fok Corp. Ltd. | 88990 | 52624 |
|  | Hong Leong Asia Ltd. | 61800 | 114337 |
|  | Hongkong Land Holdings Ltd. | 34000 | 207751 |
|  | Hotel Grand Central Ltd. | 35281 | 18967 |
|  | Hutchison Port Holdings Trust | 1140600 | 239632 |
|  \*†† | Hyflux Ltd. | 124600 | 0 |
|  | Indofood Agri Resources Ltd. | 57000 | 16179 |
|  | ISDN Holdings Ltd. | 73385 | 23978 |
|  | Mandarin Oriental International Ltd. | 67600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;221502 |
|  | Marco Polo Marine Ltd. | 1031800 | 83322 |
|  \* | Mermaid Maritime PCL | 51800 | 4978 |
|  | Mewah International, Inc | 86100 | 19891 |
|  \*†† | Midas Holdings Ltd. | 343400 | 0 |
|  | Nanofilm Technologies International Ltd. | 51300 | 27349 |
|  | Netlink NBN Trust | 312900 | 235555 |
|  | Olam Group Ltd. | 162020 | 122083 |
|  | OUE Ltd. | 54100 | 53219 |
|  | QAF Ltd. | 53800 | 37012 |
|  \* | Rex International Holding Ltd. | 130100 | 16724 |
|  | Seatrium Ltd. | 309400 | 516152 |
|  | SIA Engineering Co. Ltd. | 7300 | 19803 |
|  | Singapore Land Group Ltd. | 50200 | 118803 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  SINGAPORE — (Continued) | SINGAPORE — (Continued) | SINGAPORE — (Continued) | SINGAPORE — (Continued) |
|  | Straits Trading Co. Ltd. | 22746 | $29360 |
|  \*†† | Swiber Holdings Ltd. | 92600 | 0 |
|  | Tai Sin Electric Ltd. | 34116 | 17036 |
|  | Tiong Woon Corp. Holding Ltd. | 30600 | 19050 |
|  | Tuan Sing Holdings Ltd. | 190995 | 50685 |
|  | UOB-Kay Hian Holdings Ltd. | 112608 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;211701 |
|  | UOL Group Ltd. | 99200 | 606034 |
|  | Venture Corp. Ltd. | 31300 | 358191 |
|  | Wee Hur Holdings Ltd. | 122400 | 67956 |
|  | Wing Tai Holdings Ltd. | 14800 | 16268 |
|  TOTAL SINGAPORE | TOTAL SINGAPORE | TOTAL SINGAPORE | 5785738 |
|  SOUTH AFRICA — (1.1%) | SOUTH AFRICA — (1.1%) | SOUTH AFRICA — (1.1%) |  |
|  | Adcock Ingram Holdings Ltd. | 5338 | 23049 |
|  | AECI Ltd. | 7257 | 37421 |
|  | African Rainbow Minerals Ltd. | 13994 | 138974 |
|  | Afrimat Ltd. | 7772 | 20381 |
|  | Altron Ltd., Class A | 34495 | 36582 |
|  | Anglogold Ashanti PLC (AU US) | 40851 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2777868 |
|  | Astral Foods Ltd. | 2971 | 38346 |
|  | Barloworld Ltd. | 25589 | 176400 |
|  | Bidvest Group Ltd. | 4953 | 64430 |
|  | Curro Holdings Ltd. | 38676 | 29512 |
|  | DataTec Ltd. | 73277 | 303916 |
|  | Foschini Group Ltd. | 47220 | 250655 |
|  | Grindrod Ltd. | 92943 | 90831 |
|  | Hudaco Industries Ltd. | 3075 | 31465 |
|  | Impala Platinum Holdings Ltd. | 83121 | 890806 |
|  | Invicta Holdings Ltd. | 8097 | 17881 |
|  | Kumba Iron Ore Ltd. | 2008 | 39991 |
|  | Lewis Group Ltd. | 12017 | 57948 |
|  | Momentum Group Ltd. | 183979 | 354213 |
|  | Motus Holdings Ltd. | 21794 | 131323 |
|  | Mpact Ltd. | 23171 | 31278 |
|  | Nedbank Group Ltd. | 34341 | 468163 |
|  | Netcare Ltd. | 133954 | 112968 |
|  | Northam Platinum Holdings Ltd. | 18803 | 314023 |
|  | Oceana Group Ltd. | 11312 | 31932 |
|  | Old Mutual Ltd. (OMU SJ) | 751257 | 587448 |
|  | Omnia Holdings Ltd. | 26739 | 117568 |

---

------

##### [**Table of Contents**](#toc)
**WORLD EX U.S. TARGETED VALUE PORTFOLIO** 

**CONTINUED** 

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  SOUTH AFRICA — (Continued) | SOUTH AFRICA — (Continued) | SOUTH AFRICA — (Continued) | SOUTH AFRICA — (Continued) |
|  W | Pepkor Holdings Ltd. | 80263 | $122379 |
|  \* | Pick n Pay Stores Ltd. | 38117 | 62222 |
|  | PPC Ltd. | 380330 | 120649 |
|  | Raubex Group Ltd. | 15486 | 37012 |
|  | RCL Foods Ltd. | 33526 | 18865 |
|  | Reunert Ltd. | 18590 | 59915 |
|  \* | Sasol Ltd. (SOL SJ) | 70569 | 441520 |
|  \* | Sibanye Stillwater Ltd. (SBSW US), ADR | 33192 | 350508 |
|  \* | Sibanye Stillwater Ltd. (SSW SJ) | 19643 | 52127 |
|  | Southern Sun Ltd. | 161714 | 85860 |
|  | Telkom SA SOC Ltd. | 62873 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;175865 |
|  | Thungela Resources Ltd. (TGA SJ) | 11762 | 51974 |
|  | Tsogo Sun Ltd. | 70589 | 28816 |
|  | We Buy Cars Holdings Ltd. | 34389 | 91195 |
|  TOTAL SOUTH AFRICA | TOTAL SOUTH AFRICA | TOTAL SOUTH AFRICA | 8874279 |
|  SOUTH KOREA — (3.2%) | SOUTH KOREA — (3.2%) | SOUTH KOREA — (3.2%) |  |
|  | ABOV Semiconductor Co. Ltd. | 1770 | 15554 |
|  | Aekyung Chemical Co. Ltd. | 2784 | 21331 |
|  | Aekyung Industrial Co. Ltd. | 869 | 8533 |
|  \* | Air Busan Co. Ltd. | 7825 | 10047 |
|  | AJ Networks Co. Ltd. | 5387 | 16245 |
|  | Ajin Industrial Co. Ltd. | 10506 | 24232 |
|  | AK Holdings, Inc. | 849 | 5834 |
|  \* | ALUKO Co. Ltd. | 7369 | 10608 |
|  | Amorepacific Corp. | 1554 | 131620 |
|  \* | Ananti, Inc. | 9044 | 48794 |
|  | Asia Cement Co. Ltd. | 3780 | 32345 |
|  | ASIA Holdings Co. Ltd. | 243 | 60697 |
|  | Asia Paper Manufacturing Co. Ltd. | 5170 | 26755 |
|  | Avaco Co. Ltd. | 2188 | 24022 |
|  | Avatec Co. Ltd. | 1523 | 9786 |
|  | Baiksan Co. Ltd. | 1801 | 17027 |
|  | BGF retail Co. Ltd. | 1089 | 79127 |
|  | BH Co. Ltd. | 3588 | 46096 |
|  \* | Binex Co. Ltd. | 2177 | 24284 |
|  | Binggrae Co. Ltd. | 782 | 39627 |
|  | BIT Computer Co. Ltd. | 4816 | 16038 |
|  \* | BNC Korea Co. Ltd. | 11690 | 41544 |
|  | BNK Financial Group, Inc. | 48165 | 466273 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) |
|  | Bookook Securities Co. Ltd. | 475 | $22561 |
|  | Boryung | 6086 | 37686 |
|  | BYC Co. Ltd. | 480 | 12640 |
|  | Byucksan Corp. | 5851 | 7162 |
|  | C&G Hi Tech Co. Ltd. | 996 | 11103 |
|  \* | Cafe24 Corp. | 1506 | 37792 |
|  | Cheil Worldwide, Inc. | 8716 | 124383 |
|  | Chemtronics Co. Ltd. | 1536 | 37497 |
|  | Chong Kun Dang Pharmaceutical Corp. | 1081 | 62752 |
|  \* | Chunbo Co. Ltd. | 547 | 27612 |
|  \* | CJ CGV Co. Ltd. | 13770 | 48234 |
|  | CJ CheilJedang Corp. | 1166 | 187518 |
|  | CJ Corp. | 2180 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;260790 |
|  \* | CJ ENM Co. Ltd. | 2415 | 118740 |
|  | CJ Logistics Corp. | 1398 | 80719 |
|  \* | CJ Seafood Corp. | 2153 | 4062 |
|  | CLIO Cosmetics Co. Ltd. | 1640 | 16429 |
|  | Cosmecca Korea Co. Ltd. | 429 | 19871 |
|  | Coway Co. Ltd. | 8915 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;557453 |
|  | Cowintech Co. Ltd. | 1119 | 13461 |
|  \* | Creative & Innovative System | 2502 | 13261 |
|  | CS Wind Corp. | 3648 | 111405 |
|  | Cuckoo Homesys Co. Ltd. | 1161 | 18729 |
|  | D.I Corp. | 2380 | 40600 |
|  \* | Daea TI Co. Ltd. | 5763 | 16359 |
|  \* | Daechang Co. Ltd. | 18702 | 17205 |
|  | Daedong Corp. | 2582 | 17631 |
|  | Daeduck Electronics Co. Ltd. | 5657 | 149901 |
|  \* | Dae-Il Corp. | 6373 | 22044 |
|  | Daesang Corp. | 3347 | 48900 |
|  | Daesang Holdings Co. Ltd. | 3109 | 20148 |
|  | Daewon Pharmaceutical Co. Ltd. | 3345 | 30540 |
|  \* | Daewoo Engineering & Construction Co. Ltd. | 28171 | 73893 |
|  | Daewoong Co. Ltd. | 2067 | 31363 |
|  | Daewoong Pharmaceutical Co. Ltd. | 285 | 27897 |
|  | Daishin Securities Co. Ltd. | 4628 | 94332 |
|  # | DB HiTek Co. Ltd. | 4535 | 186301 |

---

------

##### [**Table of Contents**](#toc)
**WORLD EX U.S. TARGETED VALUE PORTFOLIO** 

**CONTINUED** 

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) |
|  | DB Insurance Co. Ltd. | 8867 | $788132 |
|  | DB Securities Co. Ltd. | 6876 | 48742 |
|  | Dentium Co. Ltd. | 1251 | 49946 |
|  | DI Dong Il Corp. | 2657 | 33681 |
|  \* | DIO Corp. | 1572 | 18522 |
|  \* | DK Tech Co. Ltd. | 3048 | 16232 |
|  | DL Holdings Co. Ltd. | 2393 | 65264 |
|  †† | DMS Co. Ltd. | 2630 | 4382 |
|  | DN Automotive Corp. | 3206 | 52295 |
|  | Dong-A Socio Holdings Co. Ltd. | 538 | 40953 |
|  | Dongbang Transport Logistics Co. Ltd. | 12138 | 23654 |
|  | Dongjin Semichem Co. Ltd. | 5245 | 156736 |
|  | Dongkoo Bio & Pharma Co. Ltd. | 3053 | 11497 |
|  | DongKook Pharmaceutical Co. Ltd. | 5523 | 68462 |
|  | Dongkuk Industries Co. Ltd. | 6108 | 12791 |
|  | Dongkuk Steel Mill Co. Ltd. | 7529 | 44909 |
|  | Dongsuh Cos., Inc. | 1607 | 30416 |
|  | Dongsung Chemical Co. Ltd. | 6423 | 18026 |
|  \* | Dongwha Enterprise Co. Ltd. | 1649 | 11466 |
|  | Dongwha Pharm Co. Ltd. | 2421 | 10630 |
|  | Dongwon Industries Co. Ltd. | 1269 | 43087 |
|  | Dongwon Systems Corp. | 342 | 6710 |
|  | Doosan Bobcat, Inc. | 8043 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;339520 |
|  | Doosan Co. Ltd. | 179 | 118277 |
|  | Doosan Tesna, Inc. | 1849 | 64816 |
|  | Easy Holdings Co. Ltd. | 12035 | 31886 |
|  | Echo Marketing, Inc. | 4758 | 38628 |
|  | Ecoplastic Corp. | 7240 | 16398 |
|  | E-MART, Inc. | 3621 | 183417 |
|  | ENF Technology Co. Ltd. | 1609 | 55794 |
|  | Eugene Investment & Securities Co. Ltd. | 6140 | 16038 |
|  \* | EV Advanced Material Co. Ltd. | 8014 | 9821 |
|  \* | Exem Co. Ltd. | 7324 | 11114 |
|  | F&F Co. Ltd. | 1664 | 71539 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) |
|  | F&F Holdings Co. Ltd. | 817 | $10101 |
|  \* | Fine M-Tec Co. Ltd. | 2436 | 14871 |
|  \* | Fine Semitech Corp. | 574 | 14704 |
|  \* | Foosung Co. Ltd. | 7356 | 45801 |
|  | Galaxia Moneytree Co. Ltd. | 2769 | 18372 |
|  | Global Standard Technology Co. Ltd. | 1282 | 23088 |
|  \* | GnBS eco Co. Ltd. | 4039 | 8208 |
|  | GnCenergy Co. Ltd. | 2757 | 78313 |
|  | Green Chemical Co. Ltd. | 1815 | 8567 |
|  | Green Cross Corp. | 662 | 60159 |
|  | Green Cross Holdings Corp. | 1762 | 19472 |
|  | GS Engineering & Construction Corp. | 13682 | 179189 |
|  | GS Global Corp. | 6794 | 11694 |
|  | GS Holdings Corp. (078930 KS) | 5217 | 175351 |
|  \* | GS P&L Co. Ltd. | 1151 | 30937 |
|  | GS Retail Co. Ltd. | 4854 | 60329 |
|  | HAESUNG DS Co. Ltd. | 1626 | 58612 |
|  | Han Kuk Carbon Co. Ltd. | 4338 | 111383 |
|  | Hancom, Inc. | 2875 | 49956 |
|  | Handsome Co. Ltd. | 912 | 9386 |
|  | Hanil Cement Co. Ltd. | 3382 | 41881 |
|  | Hanil Holdings Co. Ltd. | 1102 | 12514 |
|  | Hanil Hyundai Cement Co. Ltd. | 847 | 10707 |
|  | Hanjin Logistics Corp. | 1377 | 19317 |
|  | Hankook Tire & Technology Co. Ltd. | 11786 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;382662 |
|  | HanmiGlobal Co. Ltd. | 1348 | 19248 |
|  | Hannong Chemicals, Inc. | 950 | 10491 |
|  \* | Hanon Systems | 21138 | 64582 |
|  | Hansae Co. Ltd. | 1624 | 12029 |
|  | Hansol Chemical Co. Ltd. | 1224 | 198907 |
|  \* | Hansol IONES Co. Ltd. | 1526 | 14101 |
|  | Hansol Paper Co. Ltd. | 2076 | 11839 |
|  | Hanwha Corp. | 6434 | 430333 |
|  \* | Hanwha Galleria Corp. | 17598 | 13216 |

---

------

##### [**Table of Contents**](#toc)
**WORLD EX U.S. TARGETED VALUE PORTFOLIO** 

**CONTINUED** 

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) |
|  \* | Hanwha General Insurance Co. Ltd. | 12669 | $48108 |
|  \* | Hanwha Investment & Securities Co. Ltd. | 30496 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;114116 |
|  \* | Hanwha Life Insurance Co. Ltd. | 35312 | 74980 |
|  | Hanwha Solutions Corp. | 805 | 17212 |
|  \* | Hanyang Digitech Co. Ltd. | 960 | 15305 |
|  | Hanyang Securities Co. Ltd. | 2469 | 32888 |
|  \* | Harim Co. Ltd. | 8073 | 16313 |
|  | Harim Holdings Co. Ltd. | 7644 | 39618 |
|  | HD Hyundai Co. Ltd. | 6975 | 1001841 |
|  | HD Hyundai Construction Equipment Co. Ltd. | 2387 | 167204 |
|  | HD Hyundai Infracore Co. Ltd. | 23557 | 251326 |
|  | HDC Holdings Co. Ltd. | 3891 | 50212 |
|  | HDC Hyundai Development Co-Engineering & Construction | 7070 | 95500 |
|  \* | HD-Hyundai Marine Engine | 693 | 48230 |
|  | High Tech Pharm Co. Ltd. | 1055 | 9297 |
|  | Hite Jinro Co. Ltd. | 5909 | 78023 |
|  \* | HJ Shipbuilding & Construction Co. Ltd. | 1265 | 24988 |
|  | HK inno N Corp. | 1970 | 68229 |
|  | HL Holdings Corp. | 1220 | 34643 |
|  | HL Mando Co. Ltd. | 1677 | 45216 |
|  \* | Hotel Shilla Co. Ltd. | 2244 | 76520 |
|  | HS Hyosung Advanced Materials Corp. | 394 | 51122 |
|  | HS Industries Co. Ltd. | 7829 | 21891 |
|  | Huons Co. Ltd. | 603 | 12359 |
|  | Huvitz Co. Ltd. | 1199 | 6935 |
|  | Hwa Shin Co. Ltd. | 3952 | 24361 |
|  | Hyosung Corp. | 1079 | 95720 |
|  | Hyosung Heavy Industries Corp. | 105 | 156622 |
|  | Hyosung TNC Corp. | 452 | 65891 |
|  | Hyundai Bioland Co. Ltd. | 2562 | 7961 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) |
|  | Hyundai BNG Steel Co. Ltd. | 2003 | $15749 |
|  | Hyundai Department Store Co. Ltd. | 2152 | 121914 |
|  | Hyundai Elevator Co. Ltd. | 1020 | 54064 |
|  | HYUNDAI EVERDIGM Corp. | 3603 | 19565 |
|  | Hyundai Glovis Co. Ltd. | 5334 | 704963 |
|  | Hyundai Green Food | 3218 | 33985 |
|  \* | Hyundai Marine & Fire Insurance Co. Ltd. | 1920 | 36738 |
|  | Hyundai Motor Securities Co. Ltd. | 3548 | 21698 |
|  | Hyundai Steel Co. | 13805 | 318937 |
|  | Hyundai Wia Corp. | 2807 | 115205 |
|  | HyVision System, Inc. | 2537 | 28764 |
|  | Iljin Electric Co. Ltd. | 2479 | 99651 |
|  | Iljin Holdings Co. Ltd. | 6410 | 31465 |
|  | iM Financial Group Co. Ltd. | 19752 | 183262 |
|  | InBody Co. Ltd. | 1459 | 29364 |
|  | Incross Co. Ltd. | 1224 | 5864 |
|  | Innocean Worldwide, Inc. | 3148 | 37865 |
|  | Innox Advanced Materials Co. Ltd. | 1715 | 29573 |
|  \* | Interflex Co. Ltd. | 3002 | 19434 |
|  | Inzi Controls Co. Ltd. | 1401 | 5945 |
|  | IS Dongseo Co. Ltd. | 1866 | 24316 |
|  | i-SENS, Inc. | 2742 | 33267 |
|  \* | ITM Semiconductor Co. Ltd. | 1233 | 10359 |
|  \* | Jahwa Electronics Co. Ltd. | 1599 | 24286 |
|  | JB Financial Group Co. Ltd. | 21369 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;336428 |
|  \* | Jeju Air Co. Ltd. | 2131 | 8533 |
|  | Jinsung T.E.C | 2323 | 21272 |
|  | JLS Co. Ltd. | 1761 | 7700 |
|  | JVM Co. Ltd. | 697 | 13646 |
|  | JW Life Science Corp. | 891 | 8405 |
|  | K Ensol Co. Ltd. | 1551 | 12452 |
|  \*†† | Kanglim Co. Ltd. | 3180 | 2531 |
|  | Kangnam Jevisco Co. Ltd. | 2086 | 17981 |
|  | KC Tech Co. Ltd. | 1618 | 43329 |
|  | KCC Glass Corp. | 1171 | 21317 |
|  | KCTC | 3235 | 12264 |
|  | KEPCO Plant Service & Engineering Co. Ltd. | 2257 | 80057 |

---

------

##### [**Table of Contents**](#toc)
**WORLD EX U.S. TARGETED VALUE PORTFOLIO** 

**CONTINUED** 

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) |
|  | KG Dongbusteel | 4741 | $18112 |
|  | KG Eco Solution Co. Ltd. | 2758 | 10959 |
|  \* | KG Mobility Co. | 10255 | 27422 |
|  | KIWOOM Securities Co. Ltd. | 2898 | 601952 |
|  \* | KNJ Co. Ltd. | 1623 | 29633 |
|  | Kolmar Korea Co. Ltd. | 384 | 20728 |
|  | Kolon Corp. | 1033 | 31532 |
|  # | Kolon Industries, Inc. | 2354 | 58699 |
|  \* | Korea Circuit Co. Ltd. | 2209 | 31861 |
|  | Korea Electric Terminal Co. Ltd. | 504 | 21856 |
|  \* | Korea Information & Communications Co. Ltd. | 4185 | 23860 |
|  | Korea Information Certificate Authority, Inc. | 4422 | 19231 |
|  | Korea Investment Holdings Co. Ltd. | 6779 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;864294 |
|  \* | Korea Line Corp. | 23329 | 30720 |
|  | Korea Movenex Co. Ltd. | 7905 | 22011 |
|  | Korea Parts & Fasteners Co. Ltd. | 2367 | 8909 |
|  | Korea Petrochemical Ind Co. Ltd. | 588 | 53959 |
|  | Korea Petroleum Industries Co. | 1527 | 14897 |
|  | Korean Air Lines Co. Ltd. | 26184 | 406329 |
|  | Korean Reinsurance Co. | 24325 | 181011 |
|  | KSS LINE Ltd. | 1531 | 9926 |
|  | KT Skylife Co. Ltd. | 3139 | 11030 |
|  | KTCS Corp. | 8880 | 18170 |
|  | Kukdong Oil & Chemicals Co. Ltd. | 7243 | 16774 |
|  # | Kumho Petrochemical Co. Ltd. | 2834 | 230361 |
|  \* | Kumho Tire Co., Inc. | 21150 | 69979 |
|  | Kyung Dong Navien Co. Ltd. | 642 | 31770 |
|  \* | LB Semicon, Inc. | 7710 | 26833 |
|  | Lee Ku Industrial Co. Ltd. | 5991 | 20714 |
|  \* | LG Display Co. Ltd. (034220 KS) | 48814 | 499057 |
|  | LG H&H Co. Ltd. | 699 | 139368 |
|  \* | LG HelloVision Co. Ltd. | 5198 | 8894 |
|  | LG Innotek Co. Ltd. | 2180 | 367749 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) |
|  | LG Uplus Corp. | 36370 | $388781 |
|  \* | LOT Vacuum Co. Ltd. | 1800 | 16439 |
|  | Lotte Chilsung Beverage Co. Ltd. | 287 | 23209 |
|  | Lotte Corp. | 4691 | 96072 |
|  \* | Lotte Data Communication Co. | 525 | 7632 |
|  \* | Lotte Non-Life Insurance Co. Ltd. | 17130 | 22793 |
|  | Lotte Rental Co. Ltd. | 1787 | 36715 |
|  | Lotte Shopping Co. Ltd. | 1727 | 78810 |
|  | Lotte Wellfood Co. Ltd. | 414 | 33092 |
|  | LS Corp. | 3658 | 533095 |
|  | LS Electric Co. Ltd. | 281 | 85300 |
|  \* | LVMC Holdings | 16746 | 19468 |
|  | LX Hausys Ltd. | 1029 | 20299 |
|  | LX International Corp. | 6246 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;131968 |
|  | LX Semicon Co. Ltd. | 1778 | 71311 |
|  | Maeil Dairies Co. Ltd. | 326 | 7924 |
|  | Mcnex Co. Ltd. | 1098 | 23944 |
|  | MegaStudyEdu Co. Ltd. | 783 | 22827 |
|  | META BIOMED Co. Ltd. | 6382 | 25135 |
|  \* | Mirae Asset Life Insurance Co. Ltd. | 13834 | 85127 |
|  # | Mirae Asset Securities Co. Ltd. | 14906 | 274064 |
|  | Misto Holdings Corp. | 4425 | 114137 |
|  | Miwon Holdings Co. Ltd. | 98 | 4859 |
|  \* | Mobase Electronics Co. Ltd. | 5612 | 5343 |
|  \* | MONAYONGPYONG | 3397 | 8280 |
|  | Myoung Shin Industrial Co. Ltd. | 4313 | 28200 |
|  | Namhae Chemical Corp. | 2446 | 11057 |
|  | Namuga Co. Ltd. | 1187 | 14038 |
|  | Namyang Dairy Products Co. Ltd. | 660 | 23841 |
|  | Nature Holdings Co. Ltd. | 1365 | 9140 |
|  \* | Nepes Ark Corp. | 1076 | 14979 |
|  W | Netmarble Corp. | 5008 | 189778 |
|  | New Power Plasma Co. Ltd. | 7873 | 34207 |
|  | Nexen Tire Corp. | 4155 | 18703 |
|  | NH Investment & Securities Co. Ltd. | 19257 | 274530 |
|  | NHN KCP Corp. | 2820 | 31472 |

---

------

##### [**Table of Contents**](#toc)
**WORLD EX U.S. TARGETED VALUE PORTFOLIO** 

**CONTINUED** 

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) |
|  | NICE Holdings Co. Ltd. | 2545 | $24768 |
|  | Nong Shim Holdings Co. Ltd. | 222 | 14645 |
|  # | NongShim Co. Ltd. | 551 | 168479 |
|  | NOROO Paint & Coatings Co. Ltd. | 1641 | 9741 |
|  | NOVAREX Co. Ltd. | 2404 | 28752 |
|  | OCI Co. Ltd. | 498 | 20612 |
|  | OCI Holdings Co. Ltd. | 2440 | 195095 |
|  | ONEJOON Co. Ltd. | 1256 | 8089 |
|  | Openbase, Inc. | 3762 | 6626 |
|  | Orion Corp. | 3391 | 236132 |
|  | Otoki Corp. | 230 | 62674 |
|  | Pan Ocean Co. Ltd. | 36466 | 97958 |
|  | Paradise Co. Ltd. | 6294 | 81551 |
|  | Partron Co. Ltd. | 7264 | 35232 |
|  | People & Technology, Inc. | 2605 | 78815 |
|  \* | Philoptics Co. Ltd. | 1672 | 49205 |
|  | PI Advanced Materials Co. Ltd. | 1653 | 20999 |
|  \* | PKC Co. Ltd. | 5088 | 22329 |
|  | Pond Group Co. Ltd. | 1568 | 8931 |
|  | Poongsan Corp. | 3189 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;245262 |
|  \* | Power Logics Co. Ltd. | 2279 | 6578 |
|  | Protec Co. Ltd. | 1088 | 23812 |
|  | PSK, Inc. | 2678 | 70576 |
|  | Rorze Systems Corp. | 2569 | 20054 |
|  | S-1 Corp. | 2716 | 142821 |
|  | Sajodaerim Corp. | 742 | 19568 |
|  | Sajodongaone Co. Ltd. | 25293 | 19907 |
|  | Sambo Motors Co. Ltd. | 2461 | 7031 |
|  | SAMHWA Paints Industrial Co. Ltd. | 1739 | 7085 |
|  | Samji Electronics Co. Ltd. | 2577 | 22502 |
|  | Sammok S-Form Co. Ltd. | 803 | 11209 |
|  | SAMPYO Cement Co. Ltd. | 5200 | 10962 |
|  | Samsung Engineering Co. Ltd. | 14287 | 259742 |
|  | Samsung SDS Co. Ltd. | 928 | 119031 |
|  | Samsung Securities Co. Ltd. | 11474 | 620993 |
|  | SAMT Co. Ltd. | 8621 | 22298 |
|  | Samwha Capacitor Co. Ltd. | 696 | 16450 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) |
|  | Samyang Packaging Corp. | 765 | $7610 |
|  | Sang-A Frontec Co. Ltd. | 964 | 12529 |
|  | Saramin Co. Ltd. | 864 | 8090 |
|  | SeAH Besteel Holdings Corp. | 2372 | 45666 |
|  | SeAH Steel Corp. | 204 | 18116 |
|  | SeAH Steel Holdings Corp. | 440 | 44236 |
|  | Seegene, Inc. | 5115 | 90722 |
|  | Segyung Hitech Co. Ltd. | 3961 | 15856 |
|  | Sejong Industrial Co. Ltd. | 2272 | 13113 |
|  | Seobu T&D | 6740 | 43068 |
|  | Seohan Co. Ltd. | 5527 | 3417 |
|  \* | Seojin System Co. Ltd. | 3180 | 60320 |
|  \* | Seoul Semiconductor Co. Ltd. | 6278 | 27579 |
|  | Seoyon Co. Ltd. | 4111 | 27211 |
|  | Seoyon E-Hwa Co. Ltd. | 2282 | 20784 |
|  | SFA Engineering Corp. | 2362 | 40943 |
|  \* | SFA Semicon Co. Ltd. | 7791 | 23277 |
|  | SGC Energy Co. Ltd. | 1511 | 23939 |
|  | Shin Heung Energy & Electronics Co. Ltd. | 3055 | 11685 |
|  | Shinsegae International, Inc. | 3582 | 25815 |
|  | Shinsegae, Inc. | 1278 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;155765 |
|  | Showbox Corp. | 6629 | 11783 |
|  | SIMMTECH Co. Ltd. | 4409 | 193931 |
|  | SK Discovery Co. Ltd. | 1664 | 69266 |
|  \* | SK Eternix Co. Ltd. | 2737 | 39841 |
|  | SK Gas Ltd. | 499 | 91179 |
|  \*W | SK IE Technology Co. Ltd. | 3422 | 73515 |
|  | SK Networks Co. Ltd. | 5652 | 17991 |
|  \* | SK oceanplant Co. Ltd. | 4477 | 66494 |
|  | SK Securities Co. Ltd. | 39074 | 19172 |
|  | SL Corp. | 3258 | 82780 |
|  \* | SMEC Co. Ltd. | 13544 | 38969 |
|  | Solid, Inc. | 12020 | 67674 |
|  | Songwon Industrial Co. Ltd. | 2765 | 18610 |
|  | Soulbrain Co. Ltd. | 520 | 102845 |

---

------

##### [**Table of Contents**](#toc)
**WORLD EX U.S. TARGETED VALUE PORTFOLIO** 

**CONTINUED** 

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) |
|  | Soulbrain Holdings Co. Ltd. | 527 | $15813 |
|  | Straffic Co. Ltd. | 4344 | 11143 |
|  \* | Studio Dragon Corp. | 1817 | 58005 |
|  | Sung Kwang Bend Co. Ltd. | 4963 | 109478 |
|  | Sungshin Cement Co. Ltd. | 3983 | 26211 |
|  | Sungwoo Hitech Co. Ltd. | 6297 | 29839 |
|  | Sunjin Co. Ltd. | 1676 | 11702 |
|  | SY Co. Ltd. | 6965 | 14862 |
|  \* | Synergy Innovation Co. Ltd. | 10808 | 18462 |
|  | Systems Technology, Inc. | 1416 | 22658 |
|  | Tae Kyung Industrial Co. Ltd. | 2320 | 8232 |
|  \* | Taewoong Co. Ltd. | 1335 | 28750 |
|  \* | Taihan Cable & Solution Co. Ltd. | 2639 | 44602 |
|  | TechWing, Inc. | 698 | 32435 |
|  | Telechips, Inc. | 1342 | 13108 |
|  | TES Co. Ltd. | 967 | 29904 |
|  \* | Theragen Etex Co. Ltd. | 4269 | 7634 |
|  | TK Corp. | 2713 | 53709 |
|  | TKG Huchems Co. Ltd. | 3216 | 40318 |
|  | TLB Co. Ltd. | 1452 | 69516 |
|  \* | Tongyang Life Insurance Co. Ltd. | 9522 | 45196 |
|  | Tovis Co. Ltd. | 3257 | 34220 |
|  | Tplex Co. Ltd. | 3294 | 6879 |
|  | TS Corp. | 13340 | 26225 |
|  | TSE Co. Ltd. | 725 | 26303 |
|  | TYM Corp. | 5010 | 20885 |
|  | Unid Co. Ltd. | 823 | 38802 |
|  | Union Semiconductor Equipment & Materials Co. Ltd. | 3748 | 26233 |
|  | Uniquest Corp. | 2472 | 13294 |
|  | Unitrontech Co. Ltd. | 2852 | 12048 |
|  | Value Added Technology Co. Ltd. | 727 | 11188 |
|  \*†† | Vidente Co. Ltd. | 7159 | 3130 |
|  | Vieworks Co. Ltd. | 347 | 4611 |
|  | Vitzro Tech Co. Ltd. | 3438 | 21242 |
|  | WONIK IPS Co. Ltd. | 4011 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;179899 |
|  | Wonik Materials Co. Ltd. | 1628 | 36944 |
|  | Wonik QnC Corp. | 2576 | 42146 |
|  | Woojin, Inc. | 3122 | 33215 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) |
|  \* | Wooree Bio Co. Ltd. | 4791 | $7100 |
|  | Wooshin Systems Co. Ltd. | 1863 | 8771 |
|  \* | Woosu AMS Co. Ltd. | 4857 | 9887 |
|  | Worldex Industry & Trading Co. Ltd. | 1407 | 24781 |
|  \* | YC Corp. | 4316 | 43860 |
|  | YG Entertainment, Inc. | 940 | 60328 |
|  \* | YMT Co. Ltd. | 1177 | 10660 |
|  | Youngone Holdings Co. Ltd. | 1016 | 101269 |
|  | Zeus Co. Ltd. | 3837 | 41493 |
|  | Zinus, Inc. | 2480 | 24004 |
|  TOTAL SOUTH KOREA | TOTAL SOUTH KOREA | TOTAL SOUTH KOREA | 26580741 |
|  SPAIN — (2.2%) | SPAIN — (2.2%) | SPAIN — (2.2%) |  |
|  | Acciona SA | 3382 | 748579 |
|  | Acerinox SA | 21598 | 278136 |
|  | ACS Actividades de Construccion y Servicios SA | 3571 | 293230 |
|  W | Aedas Homes SA | 2127 | 52204 |
|  | Almirall SA | 13056 | 187909 |
|  | Atresmedia Corp. de Medios de Comunicacion SA | 32384 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;196006 |
|  | Azkoyen SA | 2368 | 24077 |
|  | Banco de Sabadell SA | 1583992 | 5938220 |
|  | Bankinter SA | 148799 | 2243031 |
|  | CIE Automotive SA | 3062 | 102690 |
|  | Construcciones y Auxiliar de Ferrocarriles SA | 2481 | 156655 |
|  | Corp. ACCIONA Energias Renovables SA | 7829 | 215382 |
|  | Ebro Foods SA | 16869 | 343813 |
|  | Elecnor SA | 1606 | 52390 |
|  | Enagas SA | 26934 | 427431 |
|  # | Ence Energia y Celulosa SA | 13197 | 40305 |
|  \* | Ercros SA | 34553 | 127513 |
|  | Faes Farma SA | 34991 | 180101 |
|  #W | Gestamp Automocion SA | 25814 | 99884 |
|  W | Global Dominion Access SA | 12230 | 44816 |
|  | Grifols SA | 55033 | 713111 |
|  | Grupo Catalana Occidente SA | 12282 | 700779 |
|  | Mapfre SA | 194247 | 857860 |

---

------

##### [**Table of Contents**](#toc)
**WORLD EX U.S. TARGETED VALUE PORTFOLIO** 

**CONTINUED** 

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  SPAIN — (Continued) | SPAIN — (Continued) | SPAIN — (Continued) | SPAIN — (Continued) |
|  | Melia Hotels International SA | 9060 | $74972 |
|  W | Neinor Homes SA | 4591 | 91288 |
|  \* | Obrascon Huarte Lain SA | 11425 | 5992 |
|  | Repsol SA (REP SM) | 149030 | 2734604 |
|  \* | Solaria Energia y Medio Ambiente SA | 6432 | 111228 |
|  # | Tubacex SA | 19616 | 74723 |
|  W | Unicaja Banco SA | 308390 | 832594 |
|  TOTAL SPAIN | TOTAL SPAIN | TOTAL SPAIN | 17949523 |
|  SWEDEN — (1.9%) | SWEDEN — (1.9%) | SWEDEN — (1.9%) |  |
|  W | AcadeMedia AB | 25979 | 286888 |
|  | AddLife AB, Class B | 3936 | 85032 |
|  | AFRY AB | 21068 | 361423 |
|  W | Alimak Group AB | 8408 | 124214 |
|  | Alleima AB | 47686 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;411828 |
|  | Alligo AB, Class B | 5015 | 62573 |
|  W | Ambea AB | 22319 | 300928 |
|  | AQ Group AB | 16260 | 335092 |
|  | Arise AB | 8680 | 27402 |
|  | Arjo AB, Class B | 47018 | 149200 |
|  \* | Asmodee Group AB, Class B | 33734 | 434727 |
|  W | Attendo AB | 34072 | 289088 |
|  | Beijer Alma AB | 4542 | 138648 |
|  | Bergman & Beving AB | 3715 | 131132 |
|  | Betsson AB, Class B | 31487 | 490712 |
|  \* | Better Collective AS | 5026 | 61665 |
|  \* | BHG Group AB | 51774 | 156258 |
|  | Bilia AB, Class A | 16951 | 237319 |
|  | Billerud Aktiebolag | 44659 | 413249 |
|  \*W | Boozt AB | 8782 | 94940 |
|  W | Bravida Holding AB | 37595 | 317764 |
|  | Bulten AB | 2101 | 10778 |
|  | Byggmax Group AB | 16014 | 81462 |
|  | Catella AB | 9935 | 32452 |
|  \* | Cint Group AB | 90131 | 34233 |
|  | Cloetta AB, Class B | 83052 | 309292 |
|  | Coinshares International Ltd. | 1605 | 28274 |
|  W | Coor Service Management Holding AB | 12142 | 59623 |
|  | Eastnine AB | 12454 | 65576 |
|  \* | Electrolux AB, Class B | 4226 | 27269 |
|  | Elekta AB, Class B | 52511 | 266904 |
|  \* | Embracer Group AB | 23885 | 248922 |
|  \* | Enea AB | 3692 | 27037 |
|  | Fagerhult Group AB | 8823 | 42878 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  SWEDEN — (Continued) | SWEDEN — (Continued) | SWEDEN — (Continued) | SWEDEN — (Continued) |
|  | G5 Entertainment AB | 1578 | $15628 |
|  | Getinge AB, Class B | 9972 | 233601 |
|  | Granges AB | 50903 | 744856 |
|  | Hanza AB | 7820 | 107945 |
|  #\* | Hexatronic Group AB | 24995 | 56886 |
|  | Hexpol AB | 29099 | 264575 |
|  | Humana AB | 10660 | 54295 |
|  | Husqvarna AB (HUSQB SS), Class B | 47278 | 223864 |
|  | Instalco AB | 31430 | 79641 |
|  \* | International Petroleum Corp. (IPCO CN) | 952 | 15123 |
|  \* | International Petroleum Corp. (IPCO SS) | 23523 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;366074 |
|  | Inwido AB | 16464 | 247505 |
|  \* | ITAB Shop Concept AB | 3109 | 6557 |
|  | JM AB | 5505 | 78375 |
|  | Kabe Group AB, Class B | 128 | 3070 |
|  \* | Karnov Group AB | 14750 | 174044 |
|  | KNOW IT AB | 5006 | 63897 |
|  | Lindab International AB | 24204 | 579016 |
|  | Loomis AB | 18184 | 732550 |
|  | MEKO AB | 13313 | 107687 |
|  \* | Modern Times Group MTG AB, Class B | 19566 | 263015 |
|  | NCC AB, Class B | 22628 | 515825 |
|  | Nederman Holding AB | 1482 | 25142 |
|  \* | Net Insight AB, Class B | 90172 | 36104 |
|  | New Wave Group AB, Class B | 30204 | 355974 |
|  | Nolato AB, Class B | 45704 | 302462 |
|  \* | Norion Bank AB | 15589 | 116150 |
|  \* | Ovzon AB | 13228 | 45241 |
|  | Peab AB, Class B | 48837 | 395242 |
|  | Prevas AB, Class B | 2525 | 20354 |
|  \* | Pricer AB, Class B | 39613 | 18746 |
|  | Proact IT Group AB | 6249 | 67858 |
|  | Ratos AB, Class B | 51154 | 206944 |
|  | Rejlers AB | 4772 | 99822 |
|  | Scandi Standard AB | 13354 | 138300 |
|  \* | Sdiptech AB, Class B | 5442 | 108342 |
|  \* | Sensys Gatso Group AB | 2295 | 9144 |
|  \*W | Sinch AB | 139329 | 504533 |
|  \* | Sivers Semiconductors AB**.** | 35338 | 14001 |

---

------

##### [**Table of Contents**](#toc)
**WORLD EX U.S. TARGETED VALUE PORTFOLIO** 

**CONTINUED** 

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  SWEDEN — (Continued) | SWEDEN — (Continued) | SWEDEN — (Continued) | SWEDEN — (Continued) |
|  | SkiStar AB | 8658 | $144572 |
|  | SSAB AB (SSABA SS), Class A | 33166 | 209793 |
|  | SSAB AB (SSABB SS), Class B | 116329 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;720297 |
|  | Storskogen Group AB, Class B | 339933 | 351238 |
|  | Systemair AB | 4846 | 39840 |
|  | TF Bank AB | 4086 | 79652 |
|  | VBG Group AB, Class B | 5465 | 207834 |
|  \* | Vestum AB | 17354 | 15879 |
|  | Vitrolife AB | 2056 | 31732 |
|  #\* | Volvo Car AB, Class B | 76233 | 264159 |
|  TOTAL SWEDEN | TOTAL SWEDEN | TOTAL SWEDEN | 15608166 |
|  SWITZERLAND — (4.8%) | SWITZERLAND — (4.8%) | SWITZERLAND — (4.8%) |  |
|  | Adecco Group AG | 33852 | 943874 |
|  | Allreal Holding AG | 4110 | 982326 |
|  | ALSO Holding AG | 1088 | 312617 |
|  \* | ams-OSRAM AG | 19720 | 272875 |
|  | Arbonia AG | 11831 | 74812 |
|  \* | Aryzta AG | 441 | 28252 |
|  | Ascom Holding AG | 3126 | 13907 |
|  | Autoneum Holding AG | 1237 | 246078 |
|  | Avolta AG | 19397 | 1022494 |
|  | Baloise Holding AG | 13750 | 3414689 |
|  | Banque Cantonale de Geneve | 6250 | 193752 |
|  | Banque Cantonale Vaudoise | 6965 | 808682 |
|  # | Barry Callebaut AG | 445 | 578518 |
|  | Bell Food Group AG | 708 | 203141 |
|  | Berner Kantonalbank AG | 1473 | 479866 |
|  | Bossard Holding AG, Class A | 477 | 103654 |
|  | Bucher Industries AG | 1630 | 723271 |
|  | Bystronic AG | 62 | 23044 |
|  | Calida Holding AG | 95 | 1607 |
|  \* | Carlo Gavazzi Holding AG | 128 | 25387 |
|  | Cembra Money Bank AG | 7891 | 902360 |
|  \* | Cicor Technologies Ltd. | 570 | 156754 |
|  | Cie Financiere Tradition SA | 719 | 272257 |
|  | Clariant AG | 37163 | 333207 |
|  | Coltene Holding AG | 645 | 36350 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  SWITZERLAND — (Continued) | SWITZERLAND — (Continued) | SWITZERLAND — (Continued) | SWITZERLAND — (Continued) |
|  | COSMO Pharmaceuticals NV | 1366 | $114962 |
|  | CPH Group AG | 125 | 10885 |
|  | DKSH Holding AG | 8596 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;599447 |
|  | EFG International AG | 30301 | 631863 |
|  | Emmi AG | 207 | 183933 |
|  | Flughafen Zurich AG | 4933 | 1457138 |
|  | Forbo Holding AG | 220 | 202138 |
|  W | Galenica AG | 11811 | 1272891 |
|  | Helvetia Holding AG | 9919 | 2437383 |
|  | Huber & Suhner AG | 4114 | 753465 |
|  | Hypothekarbank Lenzburg AG | 21 | 104457 |
|  | Implenia AG | 3965 | 314624 |
|  | Interroll Holding AG | 18 | 55546 |
|  | Investis Holding SA | 877 | 143324 |
|  | IVF Hartmann Holding AG | 80 | 13731 |
|  | Julius Baer Group Ltd. | 47004 | 3173170 |
|  | Jungfraubahn Holding AG | 1508 | 443307 |
|  \* | Komax Holding AG | 229 | 18870 |
|  | Landis & Gyr Group AG | 4591 | 332594 |
|  | Liechtensteinische Landesbank AG | 3370 | 331537 |
|  | Luzerner Kantonalbank AG | 4501 | 457874 |
|  W | Medmix AG | 5303 | 60913 |
|  | Meier Tobler Group AG | 1437 | 70524 |
|  | Mikron Holding AG | 2269 | 60338 |
|  | Mobimo Holding AG | 2059 | 872773 |
|  \*W | Montana Aerospace AG | 6067 | 240538 |
|  | Naturenergie Holding AG | 4333 | 178697 |
|  | OC Oerlikon Corp. AG Pfaffikon | 36629 | 130985 |
|  | Orell Fuessli AG | 25 | 3526 |
|  | Phoenix Mecano AG | 199 | 108466 |
|  \*W | PolyPeptide Group AG | 2356 | 76302 |
|  | Rieter Holding AG | 9776 | 41749 |
|  | Sandoz Group AG (SDZ SW) | 51632 | 3442656 |
|  \*W | Sensirion Holding AG | 181 | 12971 |
|  | SFS Group AG | 1096 | 148636 |
|  | Siegfried Holding AG | 3586 | 345904 |
|  | SIG Group AG | 66929 | 748316 |
|  | St. Galler Kantonalbank AG | 812 | 515067 |

---

------

##### [**Table of Contents**](#toc)
**WORLD EX U.S. TARGETED VALUE PORTFOLIO** 

**CONTINUED** 

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  SWITZERLAND — (Continued) | SWITZERLAND — (Continued) |  |  |
|  | Stadler Rail AG | 10489 | $257206 |
|  | Sulzer AG | 2788 | 465944 |
|  | Sunrise Communications AG, Class A | 6409 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;351291 |
|  | Swatch Group AG (UHR SW) | 215 | 44932 |
|  | Swatch Group AG (UHRN SW) | 1290 | 54697 |
|  # | Swiss Life Holding AG | 122 | 132425 |
|  | Swiss Prime Site AG | 17654 | 2509391 |
|  | Tecan Group AG | 1066 | 194666 |
|  | TX Group AG | 895 | 226042 |
|  \* | u-blox Holding AG | 1589 | 265771 |
|  | Valiant Holding AG | 4143 | 681908 |
|  | Vaudoise Assurances Holding SA | 279 | 214269 |
|  | Vetropack Holding AG | 3488 | 93033 |
|  | Vontobel Holding AG | 7402 | 561287 |
|  | VP Bank AG, Class A | 966 | 96900 |
|  # | V-ZUG Holding AG | 335 | 17269 |
|  | Walliser Kantonalbank | 1138 | 182554 |
|  | Zehnder Group AG | 1362 | 120015 |
|  | Zug Estates Holding AG, Class B | 79 | 210052 |
|  | Zuger Kantonalbank | 35 | 381791 |
|  TOTAL SWITZERLAND | TOTAL SWITZERLAND | TOTAL SWITZERLAND | 39326717 |
|  TAIWAN — (5.1%) | TAIWAN — (5.1%) |  |  |
|  | Aaeon Technology, Inc. | 4000 | 17546 |
|  # | Ability Enterprise Co. Ltd. | 39192 | 108762 |
|  | AcBel Polytech, Inc. | 69687 | 98271 |
|  | Acer Cyber Security, Inc. | 3000 | 17196 |
|  | Acer, Inc. | 554000 | 539776 |
|  | ACES Electronic Co. Ltd. | 19323 | 43034 |
|  \* | Acon Holding, Inc. | 57415 | 15357 |
|  | Action Electronics Co. Ltd. | 34000 | 12456 |
|  | Actron Technology Corp. | 2000 | 9020 |
|  | ADATA Technology Co. Ltd. | 37384 | 239988 |
|  | Advanced International Multitech Co. Ltd. | 24000 | 46549 |
|  | Advanced Power Electronics Corp. | 4000 | 13243 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  TAIWAN — (Continued) | TAIWAN — (Continued) |  |  |
|  | Advancetek Enterprise Co. Ltd. | 29000 | $33142 |
|  | Allmind Holdings Corp. | 7000 | 13209 |
|  | Alltek Technology Corp. | 32000 | 33203 |
|  | Alpha Networks, Inc. | 15000 | 15765 |
|  | Altek Corp. | 52824 | 84781 |
|  | Amazing Microelectronic Corp. | 13000 | 42124 |
|  | AMPACS Corp. | 8000 | 7611 |
|  | Ampak Technology, Inc. | 5000 | 11054 |
|  | Ampire Co. Ltd. | 9000 | 7374 |
|  | AmTRAN Technology Co. Ltd. | 32294 | 14714 |
|  | Anji Technology Co. Ltd. | 8000 | 9662 |
|  | Apacer Technology, Inc. | 19000 | 63688 |
|  | APAQ Technology Co. Ltd. | 6000 | 35875 |
|  | Apex Biotechnology Corp. | 14000 | 14957 |
|  \* | Apex International Co. Ltd. | 14209 | 9588 |
|  | Apex Science & Engineering | 23929 | 8549 |
|  | ARBOR Technology Corp. | 9000 | 11910 |
|  | Arcadyan Technology Corp. | 5000 | 32676 |
|  | Ardentec Corp. | 68430 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;207363 |
|  | Asia Electronic Material Co. Ltd. | 19000 | 14167 |
|  | Asia Optical Co., Inc. | 9000 | 45648 |
|  | Asia Tech Image, Inc. | 13000 | 32153 |
|  | ATE Energy International Co. Ltd. | 11000 | 10719 |
|  # | AUO Corp. (2409 TT) | 755200 | 296978 |
|  | Axiomtek Co. Ltd. | 4000 | 10654 |
|  | Azurewave Technologies, Inc. | 18000 | 42595 |
|  | Bank of Kaohsiung Co. Ltd. | 213393 | 83928 |
|  \* | BES Engineering Corp. | 293000 | 145848 |
|  \* | Bin Chuan Enterprise Co. Ltd. | 17000 | 36714 |
|  | Bizlink Holding, Inc. | 2038 | 91605 |
|  | Brave C&H Supply Co. Ltd. | 4000 | 9433 |

---

------

##### [**Table of Contents**](#toc)
**WORLD EX U.S. TARGETED VALUE PORTFOLIO** 

**CONTINUED** 

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  TAIWAN — (Continued) | TAIWAN — (Continued) |  |  |
|  | Brightek Optoelectronic Co. Ltd. | 14000 | $18875 |
|  | Brighton-Best International Taiwan, Inc. | 54000 | 58797 |
|  | Capital Futures Corp. | 21902 | 35201 |
|  | Capital Securities Corp. | 211000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;167409 |
|  | Castles Technology Co. Ltd. | 11000 | 25373 |
|  | Caswell, Inc. | 4000 | 10908 |
|  | Cathay Real Estate Development Co. Ltd. | 93600 | 69394 |
|  \* | CCP Contact Probes Co. Ltd. | 17455 | 30668 |
|  | Celxpert Energy Corp. | 22569 | 29811 |
|  | Cenra, Inc. | 30500 | 33674 |
|  | Central Reinsurance Co. Ltd. | 90556 | 72211 |
|  | Champion Building Materials Co. Ltd. | 69300 | 20462 |
|  | Chang Hwa Commercial Bank Ltd. | 867145 | 557691 |
|  | Channel Well Technology Co. Ltd. | 12000 | 30061 |
|  | Chant Sincere Co. Ltd. | 6000 | 7808 |
|  | CHC Healthcare Group | 20000 | 28005 |
|  | Chen Full International Co. Ltd. | 14000 | 18159 |
|  | Cheng Loong Corp. | 159000 | 88277 |
|  \* | Cheng Mei Materials Technology Corp. | 50476 | 22458 |
|  | Cheng Shin Rubber Industry Co. Ltd. | 278000 | 288197 |
|  | Cheng Uei Precision Industry Co. Ltd. | 71000 | 113514 |
|  | Chien Shing Harbour Service Co. Ltd. | 8000 | 11192 |
|  | China Airlines Ltd. | 410000 | 265806 |
|  | China Bills Finance Corp. | 142000 | 76870 |
|  | China General Plastics Corp. | 64516 | 23250 |
|  | China Metal Products | 53000 | 45207 |
|  | China Steel Chemical Corp. | 12000 | 31753 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  TAIWAN — (Continued) | TAIWAN — (Continued) |  |  |
|  | China Steel Structure Co. Ltd. | 7000 | $9357 |
|  | China Wire & Cable Co. Ltd. | 26000 | 32217 |
|  | Chinese Maritime Transport Ltd. | 16710 | 31025 |
|  | Ching Feng Home Fashions Co. Ltd. | 29196 | 18751 |
|  | Chin-Poon Industrial Co. Ltd. | 54000 | 57430 |
|  | Chipbond Technology Corp. | 114000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;220619 |
|  | ChipMOS Technologies, Inc. (8150 TT) | 92344 | 97146 |
|  | Chlitina Holding Ltd. | 11000 | 35723 |
|  | Chong Hong Construction Co. Ltd. | 40000 | 102311 |
|  | Chun Yuan Steel Industry Co. Ltd. | 95000 | 59053 |
|  \* | Chung Hwa Pulp Corp. | 70015 | 28404 |
|  | Chunghwa Precision Test Tech Co. Ltd. | 1000 | 52083 |
|  | Collins Co. Ltd. | 19000 | 8417 |
|  # | Compal Electronics, Inc. | 871000 | 930709 |
|  | Compeq Manufacturing Co. Ltd. | 170000 | 480461 |
|  | Complex Micro Interconnection Co. Ltd. | 8000 | 10140 |
|  | Concord Securities Co. Ltd. | 122593 | 50716 |
|  | Continental Holdings Corp. | 90000 | 63308 |
|  | Contrel Technology Co. Ltd. | 15000 | 19161 |
|  # | Coretronic Corp. | 34000 | 96407 |
|  | Co-Tech Development Corp. | 14000 | 106301 |
|  | Coxon Precise Industrial Co. Ltd. | 16000 | 6701 |
|  | Crowell Development Corp. | 15000 | 15060 |
|  | Cryomax Cooling System Corp. | 14154 | 18433 |
|  | CTCI Corp. | 73712 | 73072 |
|  | CviLux Corp. | 17000 | 45215 |
|  | CX Technology Co. Ltd. | 11000 | 8627 |

---

------

##### [**Table of Contents**](#toc)
**WORLD EX U.S. TARGETED VALUE PORTFOLIO** 

**CONTINUED** 

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  TAIWAN — (Continued) | TAIWAN — (Continued) |  |  |
|  | Cyberlink Corp. | 5000 | $15223 |
|  | CyberPower Systems, Inc. | 5000 | 38760 |
|  \* | CyberTAN Technology, Inc. | 32000 | 27631 |
|  | DA CIN Construction Co. Ltd. | 44000 | 93785 |
|  | Dafeng TV Ltd. | 12000 | 19132 |
|  | Da-Li Development Co. Ltd. | 68180 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;109175 |
|  | Darfon Electronics Corp. | 37000 | 43228 |
|  | Darwin Precisions Corp. | 68400 | 24840 |
|  | De Licacy Industrial Co. Ltd. | 46980 | 16615 |
|  | Delpha Construction Co. Ltd. | 31000 | 29805 |
|  | Depo Auto Parts Ind Co. Ltd. | 20000 | 88600 |
|  | Dimerco Express Corp. | 17850 | 46665 |
|  | Donpon Precision, Inc. | 9800 | 15144 |
|  | Draytek Corp. | 12000 | 10640 |
|  | Dyaco International, Inc. | 21129 | 15614 |
|  | Dynapack International Technology Corp. | 8000 | 79438 |
|  # | Eastech Holding Ltd. | 6000 | 21187 |
|  | eCloudvalley Digital Technology Co. Ltd. | 7000 | 16291 |
|  | Edimax Technology Co. Ltd. | 32000 | 20505 |
|  | Edison Opto Corp. | 28000 | 16255 |
|  \* | Edom Technology Co. Ltd. | 38000 | 46685 |
|  | E-Lead Electronic Co. Ltd. | 9000 | 12871 |
|  | Elite Semiconductor Microelectronics Technology, Inc. | 25000 | 72813 |
|  | Elitegroup Computer Systems Co. Ltd. | 67000 | 44028 |
|  | Emerging Display Technologies Corp. | 13000 | 8710 |
|  | Ennoconn Corp. | 11000 | 104244 |
|  | EnTie Commercial Bank Co. Ltd. | 74000 | 31715 |
|  | EOI Investment Holdings Co. Ltd. | 16000 | 9811 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  TAIWAN — (Continued) | TAIWAN — (Continued) |  |  |
|  \* | Epileds Technologies, Inc. | 24000 | $15133 |
|  | Episil-Precision, Inc. | 13000 | 23625 |
|  | Eson Precision Ind Co. Ltd. | 16000 | 42843 |
|  | Eternal Materials Co. Ltd. | 67950 | 90017 |
|  | Eurocharm Holdings Co. Ltd. | 2000 | 8039 |
|  | Eva Airways Corp. | 337648 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;396354 |
|  | Evergreen International Storage & Transport Corp. | 46500 | 86516 |
|  | EVERGREEN Steel Corp. | 28000 | 96677 |
|  | Everlight Chemical Industrial Corp. | 81450 | 49456 |
|  | Everlight Electronics Co. Ltd. | 86000 | 163543 |
|  | Excel Cell Electronic Co. Ltd. | 28000 | 18704 |
|  | Excelsior Medical Co. Ltd. | 28772 | 79410 |
|  | Far Eastern Department Stores Ltd. | 193000 | 135672 |
|  | Far Eastern International Bank | 538372 | 221164 |
|  | Far Eastern New Century Corp. | 553000 | 475879 |
|  | Farglory F T Z Investment Holding Co. Ltd. | 9630 | 15165 |
|  | Farglory Land Development Co. Ltd. | 52000 | 91105 |
|  | Feedback Technology Corp. | 9072 | 31765 |
|  | Feng Hsin Steel Co. Ltd. | 57000 | 117247 |
|  | Firich Enterprises Co. Ltd. | 22000 | 17015 |
|  | First Copper Technology Co. Ltd. | 27000 | 36687 |
|  | First Insurance Co. Ltd. | 37000 | 31610 |
|  \* | First Steamship Co. Ltd. | 84806 | 15878 |
|  \* | Fittech Co. Ltd. | 5254 | 11731 |

---

------

##### [**Table of Contents**](#toc)
**WORLD EX U.S. TARGETED VALUE PORTFOLIO** 

**CONTINUED** 

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  TAIWAN — (Continued) | TAIWAN — (Continued) |  |  |
|  | Formosa Advanced Technologies Co. Ltd. | 12000 | $14766 |
|  | Formosa Laboratories, Inc. | 21322 | 42898 |
|  | Formosa Optical Technology Co. Ltd. | 7000 | 22230 |
|  | Formosa Sumco Technology Corp. | 12000 | 38766 |
|  | Formosan Union Chemical Corp. | 58179 | 31448 |
|  | Founding Construction & Development Co. Ltd. | 24000 | 11622 |
|  | Foxsemicon Integrated Technology, Inc. | 8000 | 95883 |
|  | Franbo Lines Corp. | 22000 | 15419 |
|  | Froch Enterprise Co. Ltd. | 18000 | 8125 |
|  | Fu Chun Shin Machinery Manufacture Co. Ltd. | 41177 | 26129 |
|  # | Fu Hua Innovation Co. Ltd. | 59911 | 38130 |
|  | Fulgent Sun International Holding Co. Ltd. | 24945 | 77632 |
|  \* | Fulltech Fiber Glass Corp. | 82958 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;194141 |
|  | G Shank Enterprise Co. Ltd. | 16296 | 50851 |
|  | Gamania Digital Entertainment Co. Ltd. | 19000 | 36634 |
|  | GEM Services, Inc. | 11000 | 29113 |
|  | Gemtek Technology Corp. | 73000 | 61975 |
|  \* | General Interface Solution GIS Holding Ltd. | 32000 | 51249 |
|  | General Plastic Industrial Co. Ltd. | 13000 | 11859 |
|  | Genius Electronic Optical Co. Ltd. | 6000 | 81529 |
|  | Genmont Biotech, Inc. | 14000 | 8446 |
|  | Genovate Biotechnology Co. Ltd. | 12607 | 8166 |
|  | GeoVision, Inc. | 8900 | 13349 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  TAIWAN — (Continued) | TAIWAN — (Continued) |  |  |
|  | Giant Manufacturing Co. Ltd. | 14000 | $46125 |
|  \* | Giantplus Technology Co. Ltd. | 44000 | 16984 |
|  \* | Gigastorage Corp. | 46000 | 28285 |
|  | Global Brands Manufacture Ltd. | 74254 | 280829 |
|  | Global PMX Co. Ltd. | 8000 | 36989 |
|  | Globaltek Fabrication Co. Ltd. | 6000 | 10936 |
|  | Globalwafers Co. Ltd. | 32000 | 526111 |
|  | Globe Union Industrial Corp. | 48910 | 16357 |
|  | Gloria Material Technology Corp. | 47000 | 51911 |
|  | GMI Technology, Inc. | 17844 | 22540 |
|  | Goldsun Building Materials Co. Ltd. | 92520 | 108774 |
|  | Good Will Instrument Co. Ltd. | 16000 | 29615 |
|  | Gordon Auto Body Parts | 33000 | 33979 |
|  | Gourmet Master Co. Ltd. | 14000 | 31755 |
|  | Grand Fortune Securities Co. Ltd. | 45139 | 17441 |
|  | Grape King Bio Ltd. | 18000 | 72240 |
|  | Great Wall Enterprise Co. Ltd. | 83000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;140182 |
|  | Greatek Electronics, Inc. | 22000 | 50308 |
|  | GTM Holdings Corp. | 21000 | 20718 |
|  \* | Hai Kwang Enterprise Corp. | 17136 | 8094 |
|  \* | Harvatek Corp. | 29000 | 19064 |
|  | Heran Co. Ltd. | 6000 | 12420 |
|  | Hey Song Corp. | 61000 | 74028 |
|  | Highlight Tech Corp. | 6400 | 9146 |
|  | Highwealth Construction Corp. | 97355 | 123303 |
|  \* | Hitron Technology, Inc. | 14000 | 11027 |
|  | Hiwin Technologies Corp. | 21000 | 151623 |
|  | Hiyes International Co. Ltd. | 7136 | 19379 |
|  | Hocheng Corp. | 45920 | 26687 |
|  | Holy Stone Enterprise Co. Ltd. | 7000 | 25898 |
|  | Hong Pu Real Estate Development Co. Ltd. | 47000 | 39850 |
|  | Hong TAI Electric Industrial | 39000 | 49856 |

---

------

##### [**Table of Contents**](#toc)
**WORLD EX U.S. TARGETED VALUE PORTFOLIO** 

**CONTINUED** 

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  TAIWAN — (Continued) | TAIWAN — (Continued) |  |  |
|  | Hota Industrial Manufacturing Co. Ltd. | 28000 | $53970 |
|  | Hsin Kuang Steel Co. Ltd. | 18000 | 23212 |
|  | Hu Lane Associate, Inc. | 3228 | 13793 |
|  | HUA ENG Wire & Cable Co. Ltd. | 52000 | 55651 |
|  | Hua Yu Lien Development Co. Ltd. | 12000 | 24248 |
|  | Huaku Development Co. Ltd. | 48510 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;164091 |
|  | Huang Hsiang Construction Corp. | 34934 | 46781 |
|  | Huikwang Corp. | 9000 | 7191 |
|  | Hung Ching Development & Construction Co. Ltd. | 33000 | 29247 |
|  | Hung Sheng Construction Ltd. | 88352 | 61201 |
|  | Huxen Corp. | 7000 | 11017 |
|  | Hwa Fong Rubber Industrial Co. Ltd. | 72117 | 35397 |
|  | Hwacom Systems, Inc. | 18000 | 14266 |
|  | Ibase Technology, Inc. | 5000 | 7946 |
|  # | IBF Financial Holdings Co. Ltd. | 543535 | 269143 |
|  | Ichia Technologies, Inc. | 56000 | 92329 |
|  | Innolux Corp. | 1312663 | 565344 |
|  | Inpaq Technology Co. Ltd. | 17000 | 47886 |
|  | Integrated Service Technology, Inc. | 9031 | 32341 |
|  | Inventec Corp. | 47000 | 69755 |
|  | Iron Force Industrial Co. Ltd. | 8148 | 25135 |
|  | I-Sheng Electric Wire & Cable Co. Ltd. | 16000 | 24098 |
|  # | ITEQ Corp. | 34000 | 128730 |
|  | Jean Co. Ltd. | 49714 | 41177 |
|  | Jetway Information Co. Ltd. | 6750 | 11760 |
|  | Jia Wei Lifestyle, Inc. | 7350 | 9513 |
|  | Jih Lin Technology Co. Ltd. | 13000 | 22669 |
|  | Jiin Yeeh Ding Enterprise Co. Ltd. | 8800 | 18374 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  TAIWAN — (Continued) | TAIWAN — (Continued) |  |  |
|  | Johnson Health Tech Co. Ltd. | 8000 | $41429 |
|  | K Laser Technology, Inc. | 43000 | 21790 |
|  | Kedge Construction Co. Ltd. | 11077 | 31638 |
|  | KEE TAI Properties Co. Ltd. | 82215 | 28195 |
|  | Kerry TJ Logistics Co. Ltd. | 32000 | 34979 |
|  | KGI Financial Holding Co. Ltd. | 1009270 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;520623 |
|  | Kindom Development Co. Ltd. | 70730 | 76486 |
|  | King Chou Marine Technology Co. Ltd. | 10200 | 16995 |
|  #\* | King's Town Construction Co. Ltd. | 27000 | 36583 |
|  \* | Kinko Optical Co. Ltd. | 36769 | 54714 |
|  # | Kinpo Electronics | 221000 | 162634 |
|  | Kinsus Interconnect Technology Corp. | 48000 | 211846 |
|  | KMC Kuei Meng International, Inc. | 6000 | 17555 |
|  | KS Terminals, Inc. | 6000 | 9762 |
|  \* | Kung Sing Engineering Corp. | 74426 | 28029 |
|  | Kuo Toong International Co. Ltd. | 19551 | 36643 |
|  | Kwong Lung Enterprise Co. Ltd. | 21000 | 32644 |
|  | Lanner Electronics, Inc. | 4000 | 10456 |
|  | Leadtrend Technology Corp. | 7501 | 11712 |
|  \* | Lealea Enterprise Co. Ltd. | 52120 | 11030 |
|  | Lelon Electronics Corp. | 18508 | 65297 |
|  | Lemtech Holdings Co. Ltd. | 5250 | 13628 |
|  | Leo Systems, Inc. | 10000 | 11555 |
|  \* | Leofoo Development Co. Ltd. | 17000 | 9309 |
|  | Lingsen Precision Industries Ltd. | 69000 | 46057 |
|  | Liton Technology Corp. | 9000 | 13947 |

---

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##### [**Table of Contents**](#toc)
**WORLD EX U.S. TARGETED VALUE PORTFOLIO** 

**CONTINUED** 

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  TAIWAN — (Continued) | TAIWAN — (Continued) |  |  |
|  | Long Da Construction & Development Corp. | 42000 | $38940 |
|  \* | Longchen Paper & Packaging Co. Ltd. | 22485 | 6838 |
|  | Longwell Co. | 11000 | 66912 |
|  | Lotus Pharmaceutical Co. Ltd. | 3000 | 28780 |
|  | Lucky Cement Corp. | 46000 | 22358 |
|  | Lumax International Corp. Ltd. | 13500 | 43377 |
|  \* | Lung Yen Life Service Corp. | 30000 | 50711 |
|  | Macroblock, Inc. | 3000 | 5729 |
|  \* | Macronix International Co. Ltd. | 306000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;308489 |
|  | Mayer Steel Pipe Corp. | 32400 | 25060 |
|  \* | Mercuries Life Insurance Co. Ltd. | 572944 | 134705 |
|  | Merida Industry Co. Ltd. | 9000 | 29167 |
|  | Merry Electronics Co. Ltd. | 23046 | 76572 |
|  | METAAGE Corp. | 8000 | 13506 |
|  | Micro-Star International Co. Ltd. | 70000 | 248144 |
|  | Mildef Crete, Inc. | 10000 | 34800 |
|  | MIN AIK Technology Co. Ltd. | 44000 | 31425 |
|  | Mosel Vitelic, Inc. | 13000 | 14326 |
|  | MSSCORPS Co. Ltd. | 4320 | 23962 |
|  | Nak Sealing Technologies Corp. | 10000 | 34566 |
|  | Namchow Holdings Co. Ltd. | 32000 | 40263 |
|  | Nan Kang Rubber Tire Co. Ltd. | 43000 | 50539 |
|  | Nan Liu Enterprise Co. Ltd. | 4000 | 5736 |
|  | Nan Ya Plastics Corp. | 492000 | 662036 |
|  \* | Nanya Technology Corp. | 186000 | 794312 |
|  | New Best Wire Industrial Co. Ltd. | 19000 | 18029 |
|  | Nichidenbo Corp. | 14000 | 41006 |
|  | Niko Semiconductor Co. Ltd. | 20570 | 37740 |
|  | Nuvoton Technology Corp. | 8000 | 15957 |
|  | O-Bank Co. Ltd. | 224375 | 66015 |
|  | Ocean Plastics Co. Ltd. | 35000 | 40949 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  TAIWAN — (Continued) | TAIWAN — (Continued) |  |  |
|  | Optimax Technology Corp. | 35000 | $22797 |
|  | Orient Europharma Co. Ltd. | 7000 | 10523 |
|  | Orient Semiconductor Electronics Ltd. | 54000 | 84794 |
|  | O-TA Precision Industry Co. Ltd. | 8000 | 19305 |
|  | Pacific Hospital Supply Co. Ltd. | 6000 | 17253 |
|  | Paiho Shih Holdings Corp. | 16800 | 13598 |
|  | Pan German Universal Motors Ltd. | 4000 | 37739 |
|  | Pan Jit International, Inc. | 43000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;117385 |
|  # | Pan-International Industrial Corp. | 67000 | 121710 |
|  | Parpro Corp. | 17000 | 29043 |
|  \* | PChome Online, Inc. | 17000 | 19234 |
|  | PCL Technologies, Inc. | 9000 | 34829 |
|  | Pegatron Corp. | 188000 | 452288 |
|  | Pegavision Corp. | 4000 | 44245 |
|  \* | Phihong Technology Co. Ltd. | 42000 | 41524 |
|  | Phoenix Silicon International Corp. | 11000 | 61564 |
|  | Pixart Imaging, Inc. | 4000 | 30026 |
|  | Posiflex Technology, Inc. | 4000 | 28025 |
|  \* | Powerchip Semiconductor Manufacturing Corp. | 362000 | 367461 |
|  | Powertech Technology, Inc. | 123000 | 687097 |
|  | President Securities Corp. | 183098 | 140820 |
|  | Primax Electronics Ltd. | 69000 | 185658 |
|  | Prince Housing & Development Corp. | 185000 | 53612 |
|  | Promate Electronic Co. Ltd. | 13199 | 20333 |
|  | Qisda Corp. | 84160 | 84566 |
|  | QST International Corp. | 14324 | 19763 |
|  | Qualipoly Chemical Corp. | 18900 | 110950 |

---

------

##### [**Table of Contents**](#toc)
**WORLD EX U.S. TARGETED VALUE PORTFOLIO** 

**CONTINUED** 

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  TAIWAN — (Continued) | TAIWAN — (Continued) |  |  |
|  | Radiant Opto-Electronics Corp. | 36000 | $154211 |
|  | Radium Life Tech Co. Ltd. | 168209 | 60078 |
|  | Raydium Semiconductor Corp. | 5000 | 39513 |
|  | Rechi Precision Co. Ltd. | 59000 | 44239 |
|  | Rexon Industrial Corp. Ltd. | 20000 | 17913 |
|  | Rich Development Co. Ltd. | 89990 | 24779 |
|  \* | Ritek Corp. | 110724 | 35808 |
|  | Ruentex Development Co. Ltd. | 263000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;254746 |
|  | Sampo Corp. | 58800 | 47019 |
|  | San Fang Chemical Industry Co. Ltd. | 15000 | 15069 |
|  | Sanyang Motor Co. Ltd. | 47000 | 92221 |
|  | Savior Lifetec Corp. | 58000 | 32224 |
|  | Scan-D Corp. | 6000 | 5476 |
|  | ScinoPharm Taiwan Ltd. | 18000 | 10248 |
|  | SDI Corp. | 14000 | 38733 |
|  | Sea Sonic Electronics Co. Ltd. | 1000 | 2237 |
|  | Senao International Co. Ltd. | 22000 | 20751 |
|  | Senao Networks, Inc. | 5815 | 28687 |
|  | Sercomm Corp. | 26000 | 83327 |
|  | Sesoda Corp. | 29000 | 28444 |
|  | Shanghai Commercial & Savings Bank Ltd. | 405000 | 521359 |
|  | Sharehope Medicine |  |  |
|  | Co. Ltd. | 12639 | 9984 |
|  # | ShenMao Technology, Inc. | 22000 | 72270 |
|  | Shih Her Technologies, Inc. | 10733 | 60299 |
|  \* | Shih Wei Navigation Co. Ltd. | 61790 | 35161 |
|  | Shihlin Electric & Engineering Corp. | 12000 | 77562 |
|  | Shin Ruenn Development Co. Ltd. | 15000 | 28398 |
|  | Shin Zu Shing Co. Ltd. | 6926 | 47285 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  TAIWAN — (Continued) | TAIWAN — (Continued) |  |  |
|  | Shinkong Insurance Co. Ltd. | 36000 | $131611 |
|  \* | Shuttle, Inc. | 51000 | 30675 |
|  | Sigurd Microelectronics Corp. | 76046 | 257283 |
|  | Simplo Technology Co. Ltd. | 26000 | 295966 |
|  | Sincere Navigation Corp. | 62830 | 49351 |
|  | Sino-American Silicon Products, Inc. | 61000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;246837 |
|  | Sinon Corp. | 64000 | 88776 |
|  | SinoPac Financial Holdings Co. Ltd. | 183150 | 152453 |
|  | Sinphar Pharmaceutical Co. Ltd. | 27216 | 28475 |
|  | Sinyi Realty, Inc. | 46000 | 33876 |
|  | Sitronix Technology Corp. | 8000 | 51980 |
|  | Siward Crystal Technology Co. Ltd. | 33000 | 24144 |
|  | Solar Applied Materials Technology Corp. | 16000 | 30752 |
|  | Solteam, Inc. | 19197 | 30089 |
|  | Sonix Technology Co. Ltd. | 16000 | 18254 |
|  | Southeast Cement Co. Ltd. | 19000 | 10242 |
|  | Speed Tech Corp. | 7000 | 10725 |
|  # | Sports Gear Co. Ltd. | 24000 | 87449 |
|  | Standard Foods Corp. | 61000 | 62245 |
|  \* | Starlux Airlines Co. Ltd. | 91000 | 70967 |
|  | S-Tech Corp. | 12000 | 9116 |
|  | STL Technology Co. Ltd. | 3000 | 13268 |
|  | Sun Max Tech Ltd. | 7331 | 19944 |
|  \* | Sun Yad Construction Co. Ltd. | 69377 | 35357 |
|  | Sunny Friend Environmental Technology Co. Ltd. | 10000 | 26893 |
|  \* | Sunplus Technology Co. Ltd. | 68000 | 47441 |
|  | Sunrex Technology Corp. | 31685 | 42808 |

---

------

##### [**Table of Contents**](#toc)
**WORLD EX U.S. TARGETED VALUE PORTFOLIO** 

**CONTINUED** 

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  TAIWAN — (Continued) | TAIWAN — (Continued) |  |  |
|  | Sunspring Metal Corp. | 22807 | $16307 |
|  | Superalloy Industrial Co. Ltd. | 15000 | 23145 |
|  # | Supreme Electronics Co. Ltd. | 78340 | 167832 |
|  | Sweeten Real Estate Development Co. Ltd. | 51417 | 47145 |
|  | Symtek Automation Asia Co. Ltd. | 7269 | 36933 |
|  | Syncmold Enterprise Corp. | 13000 | 29063 |
|  | Synmosa Biopharma Corp. | 24411 | 26618 |
|  | Systex Corp. | 32000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;134484 |
|  | TA Chen Stainless Pipe | 322146 | 383992 |
|  | Ta Ya Electric Wire & Cable | 76090 | 103596 |
|  | Tai Tung Communication Co. Ltd. | 18689 | 13812 |
|  | Taichung Commercial Bank Co. Ltd. | 762884 | 530356 |
|  | TaiDoc Technology Corp. | 3000 | 11984 |
|  | Taiflex Scientific Co. Ltd. | 38136 | 84125 |
|  | Taimide Tech, Inc. | 15000 | 29370 |
|  | Tainan Enterprises Co. Ltd. | 14000 | 12359 |
|  | Tainan Spinning Co. Ltd. | 111000 | 45436 |
|  | TaiSol Electronics Co. Ltd. | 10000 | 17169 |
|  | Taita Chemical Co. Ltd. | 52132 | 18617 |
|  | TAI-TECH Advanced Electronics Co. Ltd. | 10000 | 48795 |
|  | Taiwan Business Bank | 1452602 | 723552 |
|  # | Taiwan Cogeneration Corp. | 81000 | 126946 |
|  | Taiwan Fertilizer Co. Ltd. | 58000 | 90665 |
|  | Taiwan Fire & Marine Insurance Co. Ltd. | 48000 | 56212 |
|  | Taiwan FU Hsing Industrial Co. Ltd. | 31200 | 52096 |
|  #\* | Taiwan Glass Industry Corp. | 173000 | 156965 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  TAIWAN — (Continued) | TAIWAN — (Continued) |  |  |
|  | Taiwan Hon Chuan Enterprise Co. Ltd. | 30311 | $124278 |
|  | Taiwan Hopax Chemicals Manufacturing Co. Ltd. | 31147 | 31684 |
|  †† | Taiwan Land Development Corp. | 129466 | 2116 |
|  | Taiwan Line Tek Electronic | 10300 | 8212 |
|  | Taiwan Navigation Co. Ltd. | 52000 | 49149 |
|  | Taiwan Paiho Ltd. | 41000 | 76061 |
|  | Taiwan PCB Techvest Co. Ltd. | 48000 | 55011 |
|  | Taiwan Sanyo Electric Co. Ltd. | 27000 | 31020 |
|  | Taiwan Semiconductor Co. Ltd. | 10000 | 17816 |
|  | Taiwan Surface Mounting Technology Corp. | 44000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;156853 |
|  \* | Taiwan TEA Corp. | 77000 | 34770 |
|  | Taiyen Biotech Co. Ltd. | 28000 | 29023 |
|  | Tatung Co. Ltd. | 137000 | 160580 |
|  | TCC Group Holdings Co. Ltd. | 900000 | 645728 |
|  | TCI Co. Ltd. | 18000 | 66440 |
|  | Team Group, Inc. | 5000 | 21843 |
|  | Teco Electric & Machinery Co. Ltd. | 158000 | 594637 |
|  | Test Research, Inc. | 6000 | 30401 |
|  | Test Rite International Co. Ltd. | 44000 | 29053 |
|  \* | Thermaltake Technology Co. Ltd. | 13000 | 13384 |
|  | Thinking Electronic Industrial Co. Ltd. | 5000 | 30604 |
|  | Thye Ming Industrial Co. Ltd. | 20000 | 35199 |
|  \*†† | Ting Sin Co. Ltd. | 385 | 0 |
|  | Ton Yi Industrial Corp. | 170000 | 99218 |
|  | Tong Hsing Electronic Industries Ltd. | 27460 | 111550 |
|  | Tong Yang Industry Co. Ltd. | 51000 | 160008 |
|  | Tong-Tai Machine & Tool Co. Ltd. | 27000 | 28382 |
|  | Top Union Electronics Corp. | 20326 | 19811 |

---

------

##### [**Table of Contents**](#toc)
**WORLD EX U.S. TARGETED VALUE PORTFOLIO** 

**CONTINUED** 

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  TAIWAN — (Continued) | TAIWAN — (Continued) |  |  |
|  | Topco Technologies Corp. | 8999 | $18148 |
|  | Topkey Corp. | 12000 | 72587 |
|  # | Topoint Technology Co. Ltd. | 23000 | 87972 |
|  | Transcend Information, Inc. | 27000 | 115635 |
|  | Tripod Technology Corp. | 45000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;497663 |
|  | TS Financial Holding Co. Ltd. (2887 TT) | 3303413 | 2006842 |
|  \* | TS Financial Holding Co. Ltd. (28871 TT) | 481878 | 144541 |
|  | Tsann Kuen Enterprise Co. Ltd. | 14032 | 11178 |
|  | TSC Auto ID Technology Co. Ltd. | 4399 | 27928 |
|  | TSRC Corp. | 50000 | 24342 |
|  | Tung Ho Steel Enterprise Corp. | 84190 | 171752 |
|  | TURVO International Co. Ltd. | 5000 | 32588 |
|  | TXC Corp. | 19000 | 54857 |
|  # | TYC Brother Industrial Co. Ltd. | 42000 | 65313 |
|  | Tyntek Corp. | 44000 | 24960 |
|  | UDE Corp. | 10000 | 34302 |
|  | Ultra Chip, Inc. | 8000 | 11810 |
|  | U-Ming Marine Transport Corp. | 84000 | 151759 |
|  | Unic Technology Corp. | 29000 | 21839 |
|  | Unimicron Technology Corp. | 134000 | 706252 |
|  | Union Bank of Taiwan | 325568 | 196174 |
|  | Union Insurance Co. Ltd. | 12000 | 10463 |
|  | Unitech Computer Co. Ltd. | 20000 | 27013 |
|  | Unitech Printed Circuit Board Corp. | 126047 | 107335 |
|  | United Alloy-Tech Co. | 11000 | 19267 |
|  | United Orthopedic Corp. | 10000 | 40427 |
|  | United Radiant Technology | 21000 | 14486 |
|  \*†† | Unity Opto Technology Co. Ltd. | 91000 | 0 |
|  | Univacco Technology, Inc. | 11000 | 16173 |
|  | Universal Cement Corp. | 80136 | 80646 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  TAIWAN — (Continued) | TAIWAN — (Continued) |  |  |
|  | UPC Technology Corp. | 107664 | $35418 |
|  | UPI Semiconductor Corp. | 3000 | 18263 |
|  | Utechzone Co. Ltd. | 5000 | 14088 |
|  | Value Valves Co. Ltd. | 4000 | 10892 |
|  | Ve Wong Corp. | 16000 | 20545 |
|  | Ventec International Group Co. Ltd. | 10000 | 29069 |
|  \* | Wafer Works Corp. | 98068 | 99431 |
|  | Wah Hong Industrial Corp. | 15000 | 16369 |
|  | Wah Lee Industrial Corp. | 34680 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;101561 |
|  | Walsin Lihwa Corp. | 40800 | 39519 |
|  | Wan Hai Lines Ltd. | 100000 | 266814 |
|  | WEI Chih Steel Industrial Co. Ltd. | 31000 | 16118 |
|  | Weikeng Industrial Co. Ltd. | 71661 | 68336 |
|  | Well Shin Technology Co. Ltd. | 18000 | 30732 |
|  | WELLELL, Inc. | 9000 | 6270 |
|  | Win Semiconductors Corp. | 45000 | 156431 |
|  \* | Winbond Electronics Corp. | 581250 | 1016576 |
|  | Winstek Semiconductor Co. Ltd. | 9000 | 27918 |
|  | Wisdom Marine Lines Co. Ltd. | 86000 | 176191 |
|  | WITS Corp. | 5000 | 20122 |
|  | WNC Corp. | 24000 | 97388 |
|  | Wonderful Hi-Tech Co. Ltd. | 11000 | 16327 |
|  | WPG Holdings Ltd. | 280000 | 547616 |
|  | WT Microelectronics Co. Ltd. | 98000 | 454331 |
|  | XAC Automation Corp. | 19000 | 18511 |
|  | Ya Horng Electronic Co. Ltd. | 9000 | 16517 |
|  | Yageo Corp. | 12004 | 96619 |
|  | YC INOX Co. Ltd. | 79249 | 49506 |
|  | Yea Shin International Development Co. Ltd. | 42022 | 33790 |
|  | Yem Chio Co. Ltd. | 94197 | 40557 |
|  | YFC-Boneagle Electric Co. Ltd. | 15639 | 10620 |
|  \* | Yieh Phui Enterprise Co. Ltd. | 104186 | 49902 |

---

------

##### [**Table of Contents**](#toc)
**WORLD EX U.S. TARGETED VALUE PORTFOLIO** 

**CONTINUED** 

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  TAIWAN — (Continued) | TAIWAN — (Continued) |  |  |
|  | Youngtek Electronics Corp. | 24000 | $45868 |
|  | Yuanta Futures Co. Ltd. | 12213 | 35737 |
|  | Yuen Foong Yu Consumer Products Co. Ltd. | 9000 | 11236 |
|  | Yulon Motor Co. Ltd. | 99264 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;105838 |
|  | Yung Chi Paint & Varnish Manufacturing Co. Ltd. | 13000 | 31682 |
|  | YungShin Global Holding Corp. | 29000 | 53093 |
|  | Zeng Hsing Industrial Co. Ltd. | 9669 | 28972 |
|  | Zenitron Corp. | 27000 | 30302 |
|  | Zhen Ding Technology Holding Ltd. | 119000 | 628381 |
|  | ZillTek Technology Corp. | 3000 | 19671 |
|  | Zippy Technology Corp. | 9000 | 15132 |
|  | Zyxel Group Corp. | 57488 | 65428 |
|  TOTAL TAIWAN | TOTAL TAIWAN | TOTAL TAIWAN | 42172476 |
|  THAILAND — (0.3%) | THAILAND — (0.3%) |  |  |
|  | Advanced Information Technology PCL, Class F | 85600 | 12760 |
|  | Allianz Ayudhya Capital PCL | 11000 | 11566 |
|  | Amata Corp. PCL | 51600 | 22979 |
|  | AP Thailand PCL | 357200 | 95555 |
|  | Asia Plus Group Holdings PCL | 242500 | 16649 |
|  | Asian Insulators PCL | 77450 | 7904 |
|  | Asian Sea Corp. PCL | 38500 | 8692 |
|  | Bangchak Corp. PCL | 168300 | 153544 |
|  | Bangchak Sriracha PCL | 40300 | 5559 |
|  | Bangkok Land PCL | 1885500 | 29156 |
|  | Bangkok Life Assurance PCL, NVDR | 19800 | 11022 |
|  | Bangkok Ranch PCL | 119400 | 6130 |
|  | Banpu PCL | 1265532 | 197648 |
|  # | Berli Jucker PCL | 150600 | 85232 |
|  | BKI Holdings PCL | 16100 | 152361 |
|  # | Cal-Comp Electronics Thailand PCL, Class F | 234044 | 44152 |
|  | Cotto F | 308500 | 1813 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  THAILAND — (Continued) | THAILAND — (Continued) |  |  |
|  \* | Country Group Development PCL | 992900 | $3378 |
|  | Dhipaya Group Holdings PCL | 53400 | 36002 |
|  | Dohome PCL | 194100 | 23411 |
|  \* | Energy Absolute PCL | 286900 | 27151 |
|  | Frasers Property Thailand PCL | 48300 | 9560 |
|  | GFPT PCL | 114300 | 36409 |
|  | Global Green Chemicals PCL | 37300 | 4107 |
|  | Gunkul Engineering PCL | 455300 | 29006 |
|  | Hana Microelectronics PCL | 88700 | 63641 |
|  # | IRPC PCL | 1388500 | 49382 |
|  | KGI Securities Thailand PCL | 250300 | 30344 |
|  | Kiatnakin Phatra Bank PCL | 38600 | 78489 |
|  | Lalin Property PCL | 107600 | 16638 |
|  | Lam Soon Thailand PCL | 56200 | 8099 |
|  | MK Restaurants Group PCL | 68600 | 69480 |
|  | Northeast Rubber PCL | 180000 | 23158 |
|  | Polyplex Thailand PCL | 85200 | 24900 |
|  | Precious Shipping PCL | 122800 | 25445 |
|  | Prima Marine PCL | 195700 | 39037 |
|  \* | Property Perfect PCL | 2489056 | 5388 |
|  | PTT Global Chemical PCL | 166200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;129784 |
|  | Quality Houses PCL | 813000 | 33189 |
|  | Ramkhamhaeng Hospital PCL | 6900 | 3969 |
|  | Rojana Industrial Park PCL | 220300 | 30523 |
|  | S Hotels & Resorts PCL | 142900 | 6762 |
|  | Samart Corp. PCL | 50300 | 9334 |
|  | Sansiri PCL | 2197100 | 95127 |
|  | Siamgas & Petrochemicals PCL | 83800 | 16586 |
|  \* | SNC Former PCL | 53600 | 9946 |
|  | SPCG PCL | 88600 | 22743 |
|  # | Sri Trang Agro-Industry PCL | 94500 | 34778 |
|  | Sri Trang Gloves Thailand PCL | 179000 | 37090 |

---

------

##### [**Table of Contents**](#toc)
**WORLD EX U.S. TARGETED VALUE PORTFOLIO** 

**CONTINUED** 

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  THAILAND — (Continued) | THAILAND — (Continued) |  |  |
|  | Srithai Superware PCL | 235400 | $7644 |
|  | Star Petroleum Refining PCL | 181300 | 26913 |
|  \* | STP & I PCL | 158800 | 17778 |
|  | Supalai PCL | 197025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;104194 |
|  \* | Super Energy Corp. PCL | 5131000 | 20629 |
|  \* | Tata Steel Thailand PCL | 749600 | 17155 |
|  | Thai Oil PCL | 203910 | 225446 |
|  | Thai Union Group PCL | 51800 | 20986 |
|  \* | Thaicom PCL | 123400 | 36446 |
|  | Thoresen Thai Agencies PCL | 96300 | 13104 |
|  | TPI Polene PCL | 654800 | 14580 |
|  | Triple i Logistics PCL | 97600 | 14005 |
|  | Vanachai Group PCL | 89800 | 5554 |
|  TOTAL THAILAND | TOTAL THAILAND | TOTAL THAILAND | 2420012 |
|  TURKEY — (0.1%) | TURKEY — (0.1%) |  |  |
|  | Aksa Akrilik Kimya Sanayii AS | 49968 | 14723 |
|  \* | Aksa Enerji Uretim AS | 31660 | 39116 |
|  | Albaraka Turk Katilim Bankasi AS | 310912 | 60731 |
|  \* | Alcatel-Lucent Teletas Telekomunikasyon AS | 2850 | 8396 |
|  | Anadolu Anonim Turk Sigorta Sirketi | 52744 | 29061 |
|  #\* | Arcelik AS | 7042 | 18500 |
|  \* | Bera Holding AS | 140066 | 61126 |
|  #\* | Borusan Birlesik Boru Fabrikalari Sanayi ve Ticaret AS | 2327 | 26626 |
|  | Bursa Cimento Fabrikasi AS | 156049 | 23987 |
|  | Cemtas Celik Makina Sanayi Ve Ticaret AS | 69120 | 18725 |
|  | Cimsa Cimento Sanayi VE Ticaret AS | 15242 | 17181 |
|  | Dogan Sirketler Grubu Holding AS | 46230 | 18772 |
|  | Dogus Otomotiv Servis ve Ticaret AS | 2878 | 12338 |
|  \* | Esenboga Elektrik Uretim AS | 99076 | 18376 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  TURKEY — (Continued) | TURKEY — (Continued) |  |  |
|  \* | Europen Endustri Insaat Sanayi VE Ticaret AS | 109717 | $23056 |
|  | Global Yatirim Holding AS | 225200 | 62504 |
|  | Is Yatirim Menkul Degerler AS | 30125 | 31474 |
|  \* | Kardemir Karabuk Demir Celik Sanayi ve Ticaret AS (KRDMA TI), Class A | 64988 | 44401 |
|  #\* | Kardemir Karabuk Demir Celik Sanayi ve Ticaret AS (KRDMD TI), Class D | 170857 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;111156 |
|  \* | Kordsa Teknik Tekstil AS | 15368 | 20435 |
|  \* | Reysas Tasimacilik ve Lojistik Ticaret AS | 60744 | 21496 |
|  | Sarkuysan Elektrolitik Bakir Sanayi ve Ticaret AS | 19795 | 7199 |
|  | Sekerbank Turk AS | 257072 | 48910 |
|  \* | Tekfen Holding AS | 12587 | 25191 |
|  | Turkiye Sigorta AS | 172306 | 50582 |
|  # | Ulker Biskuvi Sanayi AS | 23724 | 60870 |
|  \* | Zorlu Enerji Elektrik Uretim AS | 195804 | 15584 |
|  TOTAL TURKEY | TOTAL TURKEY | TOTAL TURKEY | 890516 |
|  UNITED ARAB EMIRATES — (0.4%) | UNITED ARAB EMIRATES — (0.4%) |  |  |
|  | Abu Dhabi Commercial Bank PJSC | 8172 | 32061 |
|  | Abu Dhabi National Hotels | 1127073 | 136776 |
|  \* | Abu Dhabi Ports Co. PJSC | 136205 | 170051 |
|  | Agthia Group PJSC | 38410 | 40453 |
|  | Ajman Bank PJSC | 97467 | 38744 |
|  | Amanat Holdings PJSC | 220573 | 69036 |
|  \* | Bank of Sharjah | 73344 | 25773 |
|  | Dana Gas PJSC | 894562 | 201674 |
|  | Deyaar Development PJSC | 239303 | 67203 |
|  | Dubai Financial Market PJSC | 214538 | 90036 |
|  | Dubai Investments PJSC | 448790 | 405830 |

---

------

##### [**Table of Contents**](#toc)
**WORLD EX U.S. TARGETED VALUE PORTFOLIO** 

**CONTINUED** 

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  UNITED ARAB EMIRATES — (Continued) | UNITED ARAB EMIRATES — (Continued) |  |  |
|  | Dubai Islamic Bank PJSC | 340966 | $882016 |
|  | Emaar Development PJSC | 112658 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;457624 |
|  | Emaar Properties PJSC | 9451 | 36572 |
|  \* | EMSTEEL Building Materials PJSC | 182719 | 58653 |
|  \* | Modon Holding PSC | 27507 | 27329 |
|  | National Central Cooling Co. PJSC | 58193 | 47834 |
|  | NMDC Group PJSC | 12736 | 82917 |
|  \* | RAK Properties PJSC | 242210 | 93058 |
|  | Ras Al Khaimah Ceramics PJSC | 90792 | 63533 |
|  | Sharjah Islamic Bank | 84403 | 67792 |
|  \* | Union Properties PJSC | 403416 | 88451 |
|  TOTAL UNITED ARAB EMIRATES | TOTAL UNITED ARAB EMIRATES |  | 3183416 |
|  UNITED KINGDOM — (8.3%) | UNITED KINGDOM — (8.3%) |  |  |
|  \* | Accesso Technology Group PLC | 12899 | 60105 |
|  | Advanced Medical Solutions Group PLC | 25528 | 72124 |
|  \* | Afentra PLC | 17799 | 10641 |
|  | AG Barr PLC | 15726 | 138227 |
|  | Ashmore Group PLC | 58171 | 143613 |
|  | Atalaya Mining Copper SA | 19905 | 179031 |
|  \* | Auction Technology Group PLC | 11710 | 47555 |
|  | Aviva PLC | 79393 | 697805 |
|  | Avon Technologies PLC | 840 | 21165 |
|  | B&M European Value Retail SA | 59696 | 140955 |
|  W | Bakkavor Group PLC | 66402 | 193530 |
|  | Balfour Beatty PLC | 184807 | 1633338 |
|  | Barratt Redrow PLC | 109554 | 542126 |
|  | Beazley PLC | 157760 | 1930003 |
|  | Begbies Traynor Group PLC | 2192 | 3226 |
|  | Bellway PLC | 22975 | 792936 |
|  | Berkeley Group Holdings PLC | 13400 | 709860 |
|  | Bloomsbury Publishing PLC | 23004 | 150942 |
|  | Bodycote PLC | 3811 | 30898 |
|  | Breedon Group PLC | 80612 | 364907 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  UNITED KINGDOM — (Continued) | UNITED KINGDOM — (Continued) |  |  |
|  # | Brooks Macdonald Group PLC | 4090 | $93743 |
|  | C&C Group PLC | 98194 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;176419 |
|  \* | Canal & SA | 175700 | 553269 |
|  \* | Capita PLC | 4614 | 19023 |
|  | Capital Ltd. | 44660 | 70395 |
|  | Card Factory PLC | 91534 | 124397 |
|  | Castings PLC | 4281 | 13700 |
|  | Centaur Media PLC | 16082 | 9297 |
|  | Central Asia Metals PLC | 34290 | 71715 |
|  | Centrica PLC | 1652534 | 3894693 |
|  | Chemring Group PLC | 72138 | 543795 |
|  | Chesnara PLC | 45670 | 165029 |
|  \* | Close Brothers Group PLC | 11462 | 63226 |
|  W | CMC Markets PLC | 23524 | 66556 |
|  | Costain Group PLC | 73709 | 148646 |
|  | Cranswick PLC | 5869 | 380750 |
|  | Croda International PLC | 13357 | 507046 |
|  | Currys PLC | 618346 | 1141347 |
|  # | DCC PLC | 18290 | 1204927 |
|  \* | DFS Furniture PLC | 52954 | 110860 |
|  | DiscoverIE Group PLC | 24510 | 187453 |
|  | Diversified Energy Co. PLC (DEC LN) | 2073 | 26164 |
|  | Diversified Energy Co. PLC (DEC US) | 5054 | 63933 |
|  | dotdigital group PLC | 18632 | 16663 |
|  | Dowlais Group PLC | 46616 | 50642 |
|  | Dr. Martens PLC | 101904 | 121893 |
|  | Drax Group PLC | 112465 | 1065907 |
|  | easyJet PLC | 72083 | 458938 |
|  | Elementis PLC | 99215 | 214460 |
|  | EnQuest PLC | 477212 | 76286 |
|  | Entain PLC | 28459 | 296420 |
|  | Essentra PLC | 28329 | 36231 |
|  | Fevara PLC | 8557 | 13599 |
|  | Firstgroup PLC | 245111 | 677084 |
|  W | Forterra PLC | 52340 | 125250 |
|  | Foxtons Group PLC | 108086 | 78118 |
|  \* | Frasers Group PLC | 10215 | 98062 |
|  | Fresnillo PLC | 51284 | 1499706 |
|  \* | Frontier Developments PLC | 3815 | 26144 |
|  | Fuller Smith & Turner PLC, Class A | 11027 | 89272 |
|  | Future PLC | 15073 | 121539 |
|  | Galliford Try Holdings PLC | 632 | 4316 |
|  | Gamma Communications PLC | 2110 | 27547 |

---

------

##### [**Table of Contents**](#toc)
**WORLD EX U.S. TARGETED VALUE PORTFOLIO** 

**CONTINUED** 

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  UNITED KINGDOM — (Continued) | UNITED KINGDOM — (Continued) |  |  |
|  | GB Group PLC | 23451 | $72592 |
|  | Genuit Group PLC | 68897 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;334973 |
|  | Genus PLC | 6977 | 225745 |
|  \* | Georgia Capital PLC | 13296 | 452469 |
|  | Gooch & Housego PLC | 4041 | 30573 |
|  | Goodwin PLC | 300 | 85617 |
|  | Grafton Group PLC, CDI | 62324 | 779336 |
|  | Grainger PLC | 7382 | 18188 |
|  | Greencore Group PLC | 148586 | 465457 |
|  \* | Griffin Mining Ltd. | 5698 | 14246 |
|  | Gulf Keystone Petroleum Ltd. | 119124 | 283567 |
|  \* | Gulf Marine Services PLC | 55013 | 12154 |
|  \*W | Gym Group PLC | 57218 | 104589 |
|  | Halfords Group PLC | 42184 | 82872 |
|  | Harbour Energy PLC | 28430 | 84152 |
|  | Hargreaves Services PLC | 7040 | 60710 |
|  | Harworth Group PLC | 35731 | 76988 |
|  | Helical PLC | 20917 | 57327 |
|  | Henry Boot PLC | 16735 | 48670 |
|  | Hikma Pharmaceuticals PLC | 24125 | 583572 |
|  | Hill & Smith PLC | 39 | 1104 |
|  | Hiscox Ltd. | 87828 | 1587778 |
|  | Hochschild Mining PLC | 102345 | 444891 |
|  W | Hostelworld Group PLC | 6358 | 10616 |
|  | Hunting PLC | 44485 | 199771 |
|  W | Ibstock PLC | 92007 | 165284 |
|  | IG Group Holdings PLC | 22586 | 330604 |
|  | Inchcape PLC | 83863 | 841552 |
|  | Investec PLC | 196592 | 1480266 |
|  | Ithaca Energy PLC | 36058 | 103283 |
|  | ITV PLC | 958370 | 877249 |
|  | J D Wetherspoon PLC | 14617 | 124008 |
|  | J Sainsbury PLC | 531830 | 2387856 |
|  \* | James Fisher & Sons PLC | 12277 | 64161 |
|  | JD Sports Fashion PLC | 407092 | 498844 |
|  | JET2 PLC | 2505 | 43745 |
|  \* | John Wood Group PLC | 194974 | 47232 |
|  | Johnson Matthey PLC | 33817 | 947088 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  UNITED KINGDOM — (Continued) | UNITED KINGDOM — (Continued) |  |  |
|  | Johnson Service Group PLC | 111790 | $199070 |
|  | Jupiter Fund Management PLC | 120501 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;241217 |
|  | Just Group PLC | 337292 | 941577 |
|  | Keller Group PLC | 36172 | 754544 |
|  | Kier Group PLC | 121707 | 346311 |
|  | Kingfisher PLC | 563532 | 2285449 |
|  | Kitwave Group PLC | 6746 | 19042 |
|  | Knights Group Holdings PLC | 8419 | 18615 |
|  | Lancashire Holdings Ltd. | 70702 | 620850 |
|  | Lion Finance Group PLC | 13268 | 1396772 |
|  | Liontrust Asset Management PLC | 12978 | 53011 |
|  | London Investment Group PLC | 9126 | 45042 |
|  | Macfarlane Group PLC | 49928 | 45676 |
|  | Man Group PLC | 249859 | 690313 |
|  | Marks & Spencer Group PLC | 447168 | 2336819 |
|  | Marshalls PLC | 45572 | 101087 |
|  \* | Marston's PLC | 333418 | 200700 |
|  | Mears Group PLC | 33511 | 156194 |
|  | Melrose Industries PLC | 18546 | 152783 |
|  \* | Mitchells & Butlers PLC | 157866 | 504829 |
|  | MJ Gleeson PLC | 7428 | 36018 |
|  | Mondi PLC | 117586 | 1314358 |
|  | Morgan Advanced Materials PLC | 55448 | 148696 |
|  | Morgan Sindall Group PLC | 13469 | 822952 |
|  | MP Evans Group PLC | 11582 | 205460 |
|  | NCC Group PLC | 80607 | 158543 |
|  | Norcros PLC | 25348 | 99882 |
|  W | On the Beach Group PLC | 16354 | 45683 |
|  | OSB Group PLC | 116554 | 826131 |
|  | Pan African Resources PLC | 465482 | 511463 |
|  | Paragon Banking Group PLC | 16785 | 183064 |
|  | Pearson PLC (PSO US), Sponsored ADR | 18663 | 259602 |
|  | Pearson PLC (PSON LN) | 27466 | 382272 |
|  | Persimmon PLC | 88805 | 1411388 |

---

------

##### [**Table of Contents**](#toc)
**WORLD EX U.S. TARGETED VALUE PORTFOLIO** 

**CONTINUED** 

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  UNITED KINGDOM — (Continued) | UNITED KINGDOM — (Continued) |  |  |
|  | Pets at Home Group PLC | 141097 | $397459 |
|  | Pharos Energy PLC | 110849 | 30015 |
|  | Phoenix Group Holdings PLC | 14930 | 132262 |
|  \* | Pinewood Technologies Group PLC | 1201 | 5812 |
|  | Playtech PLC | 25979 | 89915 |
|  | Porvair PLC | 6976 | 70288 |
|  | PPHE Hotel Group Ltd. | 1935 | 36383 |
|  | Premier Foods PLC | 232062 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;556612 |
|  | PZ Cussons PLC | 15654 | 15233 |
|  | QinetiQ Group PLC | 74640 | 471328 |
|  | Rank Group PLC | 84921 | 132407 |
|  | Reach PLC | 153917 | 119501 |
|  # | Rentokil Initial PLC, Sponsored ADR | 38415 | 1068705 |
|  | RHI Magnesita NV | 1673 | 46166 |
|  | RS Group PLC | 57717 | 422424 |
|  W | Sabre Insurance Group PLC | 57957 | 102049 |
|  \* | Saga PLC | 20357 | 71278 |
|  \* | Savannah Energy PLC | 281630 | 25800 |
|  | Savills PLC | 33431 | 443014 |
|  | Schroders PLC | 122972 | 613645 |
|  | Secure Trust Bank PLC | 1288 | 16491 |
|  | Senior PLC | 117044 | 293167 |
|  | Serco Group PLC | 270573 | 902893 |
|  | Serica Energy PLC | 37385 | 106850 |
|  \* | Sigmaroc PLC | 76223 | 115748 |
|  | Spectris PLC | 13685 | 738270 |
|  | Speedy Hire PLC | 77932 | 28225 |
|  W | Spire Healthcare Group PLC | 63258 | 195030 |
|  \*†† | Studio Retail Group PLC | 11240 | 0 |
|  | Tate & Lyle PLC | 81207 | 412274 |
|  | TBC Bank Group PLC | 13433 | 769605 |
|  \* | Team Internet Group PLC | 26312 | 15718 |
|  | TP ICAP Group PLC | 321882 | 1110160 |
|  | Travis Perkins PLC | 44489 | 367831 |
|  | TT Electronics PLC | 42312 | 85800 |
|  \* | Vanquis Banking Group PLC | 12468 | 18674 |
|  | Vertu Motors PLC | 110788 | 91205 |
|  | Vesuvius PLC | 58685 | 289599 |
|  | Victrex PLC | 8028 | 68217 |
|  \* | Vistry Group PLC | 118116 | 1000520 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  UNITED KINGDOM — (Continued) | UNITED KINGDOM — (Continued) |  |  |
|  | Volex PLC | 6662 | $32824 |
|  | Vp PLC | 3924 | 29350 |
|  \*W | Watches of Switzerland Group PLC | 46136 | 238134 |
|  | Whitbread PLC | 23029 | 876719 |
|  | WPP PLC (WPP LN) | 18600 | 70283 |
|  | WPP PLC (WPP US), Sponsored ADR | 32483 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;616203 |
|  | YouGov PLC | 7891 | 27131 |
|  | Young & Co.'s Brewery PLC (YNGA LN), Class A | 5710 | 57750 |
|  | Young & Co.'s Brewery PLC (YNGN LN) | 3006 | 24324 |
|  | Zigup PLC | 74561 | 339674 |
|  | Zotefoams PLC | 8589 | 51710 |
|  TOTAL UNITED KINGDOM | TOTAL UNITED KINGDOM |  | 67982664 |
|  UNITED STATES — (0.6%) | UNITED STATES — (0.6%) |  |  |
|  \* | ADTRAN Holdings, Inc. | 6209 | 64282 |
|  \* | Amrize Ltd. | 29084 | 1507715 |
|  \* | Hut 8 Corp. (HUT CN) | 2503 | 126779 |
|  #\* | Hut 8 Corp. (HUT US) | 3356 | 170015 |
|  | International Paper Co. | 24613 | 963787 |
|  | MEG Energy Corp. | 77945 | 1649430 |
|  | Royal Gold, Inc. | 1291 | 225588 |
|  | Smurfit WestRock PLC | 1486 | 54863 |
|  TOTAL UNITED STATES | TOTAL UNITED STATES | TOTAL UNITED STATES | 4762459 |
|  TOTAL COMMON STOCKS | TOTAL COMMON STOCKS |  | 798125918 |
|  PREFERRED STOCKS — (0.3%) | PREFERRED STOCKS — (0.3%) |  |  |
|  BRAZIL — (0.1%) | BRAZIL — (0.1%) |  |  |
|  | Alpargatas SA, 1.006% | 8400 | 16519 |
|  | Banco ABC Brasil SA, 8.457% | 24290 | 103888 |
|  W | Banco BMG SA, 7.859% | 30400 | 22772 |
|  \* | Banco BMG SA | 1249 | 905 |

---

------

##### [**Table of Contents**](#toc)
**WORLD EX U.S. TARGETED VALUE PORTFOLIO** 

**CONTINUED** 

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  BRAZIL — (Continued) | BRAZIL — (Continued) |  |  |
|  | Banco do Estado do Rio Grande do Sul SA, 9.033% | 67206 | $171639 |
|  | Banco Pan SA, 2.333% | 25165 | 48413 |
|  | Banco Pine SA, 6.844% | 12348 | 21552 |
|  | Cia de Ferro Ligas da Bahia FERBASA, 6.359% | 31600 | 46108 |
|  | Eucatex SA Industriae Comercio, 4.404% | 14000 | 43458 |
|  | Gerdau SA, 3.379% | 31567 | 111131 |
|  | Randoncorp SA, 4.234% | 39954 | 44930 |
|  | Schulz SA, 6.913% | 9400 | 8509 |
|  | Taurus Armas SA, 3.642% | 9680 | 9104 |
|  \* | Usinas Siderurgicasde Minas Gerais SA Usiminas | 76300 | 80414 |
|  TOTAL BRAZIL | TOTAL BRAZIL |  | 729342 |
|  COLOMBIA — (0.0%) | COLOMBIA — (0.0%) |  |  |
|  | Grupo Argos SA, 5.588% | 18029 | 56500 |
|  | Grupo Aval Acciones y Valores SA, 3.140% | 122690 | 24731 |
|  | Grupo de Inversiones Suramericana SA, 3.606% | 24923 | 264446 |
|  TOTAL COLOMBIA | TOTAL COLOMBIA |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;345677 |
|  GERMANY — (0.2%) | GERMANY — (0.2%) |  |  |
|  | Draegerwerk AG & Co. KGaA, 2.796% | 1767 | 148901 |
|  | Einhell Germany AG, 1.843% | 999 | 94742 |
|  | FUCHS SE, 3.020% | 7963 | 356460 |
|  | Jungheinrich AG, 2.591% | 10257 | 366566 |
|  | Sixt SE, 4.946% | 3785 | 240459 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  GERMANY — (Continued) | GERMANY — (Continued) | GERMANY — (Continued) |  |
|  | STO SE & Co. KGaA, 2.782% | 583 | $80147 |
|  | Villeroy & Boch AG, 5.438% | 889 | 16961 |
|  TOTAL GERMANY | TOTAL GERMANY |  | 1304236 |
|  TOTAL PREFERRED STOCKS | TOTAL PREFERRED STOCKS | TOTAL PREFERRED STOCKS | 2379255 |
|  RIGHTS/WARRANTS — (0.0%) | RIGHTS/WARRANTS — (0.0%) | RIGHTS/WARRANTS — (0.0%) |  |
|  AUSTRALIA — (0.0%) | AUSTRALIA — (0.0%) |  |  |
|  \*†† | Wiluna Mining Corp. Ltd. Warrants | 13267 | 330 |
|  BRAZIL — (0.0%) | BRAZIL — (0.0%) |  |  |
|  \* | Banco Pine SA Rights 11/17/2025 | 312 | 62 |
|  ITALY — (0.0%) | ITALY — (0.0%) |  |  |
|  \* | Webuild SpA Warrants 08/02/2030 | 2669 | 0 |
|  MALAYSIA — (0.0%) | MALAYSIA — (0.0%) |  |  |
|  \* | Guan Chong Bhd. Warrants 06/19/2028 | 4100 | 147 |
|  THAILAND — (0.0%) | THAILAND — (0.0%) |  |  |
|  \* | Better World Green PCL Warrants | 344332 | 0 |
|  TOTAL RIGHTS/WARRANTS | TOTAL RIGHTS/WARRANTS |  | 539 |
|  TOTAL INVESTMENT SECURITIES<br>(Cost $529,869,637) | TOTAL INVESTMENT SECURITIES<br>(Cost $529,869,637) |  | 800505712 |
|  |  |  | **Value†** |
|  SECURITIES LENDING COLLATERAL — (2.3%) | SECURITIES LENDING COLLATERAL — (2.3%) |  |  |
|  @§ | The DFA Short Term Investment Fund | 1660225 | 19203827 |
|  TOTAL INVESTMENTS — (100.0%)<br>(Cost $549,073,464) | TOTAL INVESTMENTS — (100.0%)<br>(Cost $549,073,464) |  | $819709539 |

---

------

##### [**Table of Contents**](#toc)
**WORLD EX U.S. TARGETED VALUE PORTFOLIO** 

**CONTINUED** 

As of October 31, 2025, World ex U.S. Targeted Value Portfolio had entered into the following outstanding futures contracts:

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Description** | **Number of<br>Contracts** | **Expiration<br>Date** | **Notional<br>Value** | **Market<br>Value** | **Unrealized<br>Appreciation<br>(Depreciation)** |
|  **Long Position Contracts:** |  |  |  |  |  |
|  S&P 500<sup>®</sup> Emini Index | 7 | 12/19/25 | $2413029 | $2405900 | $(7129) |
|  **Total Futures Contracts** |  |  | $**2413029** | $**2405900** | $**(7129)** |

---

As of October 31, 2025, the value of Rule 144A securities amounted to $29,012,185 or 3.6% of net assets.

Summary of the Portfolio's investments as of October 31, 2025, 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)** |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Level 1**  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Level 2**  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Level 3**  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Total**  |
|  **Assets** |  |  |  |  |
|  Common Stocks |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Australia | $81863 | $34695590 | $3479 | $34780932 |
| &nbsp;&nbsp;&nbsp;&nbsp; Austria |  | 5725685 |  | 5725685 |
| &nbsp;&nbsp;&nbsp;&nbsp; Belgium | 137550 | 8086115 |  | 8223665 |
| &nbsp;&nbsp;&nbsp;&nbsp; Brazil | 6311582 |  |  | 6311582 |
| &nbsp;&nbsp;&nbsp;&nbsp; Canada | 72074899 |  | 17 | 72074916 |
| &nbsp;&nbsp;&nbsp;&nbsp; Chile |  | 766831 |  | 766831 |
| &nbsp;&nbsp;&nbsp;&nbsp; China | 2750405 | 68924904 | 37635 | 71712944 |
| &nbsp;&nbsp;&nbsp;&nbsp; Colombia | 191650 |  |  | 191650 |
| &nbsp;&nbsp;&nbsp;&nbsp; Denmark |  | 15336215 |  | 15336215 |
| &nbsp;&nbsp;&nbsp;&nbsp; Finland |  | 12793901 |  | 12793901 |
| &nbsp;&nbsp;&nbsp;&nbsp; France | 130537 | 26132321 |  | 26262858 |
| &nbsp;&nbsp;&nbsp;&nbsp; Germany | 1343196 | 25516918 |  | 26860114 |
| &nbsp;&nbsp;&nbsp;&nbsp; Greece |  | 1012738 |  | 1012738 |
| &nbsp;&nbsp;&nbsp;&nbsp; Hong Kong |  | 7636418 | 3852 | 7640270 |
| &nbsp;&nbsp;&nbsp;&nbsp; Hungary |  | 356587 |  | 356587 |
| &nbsp;&nbsp;&nbsp;&nbsp; India | 56621 | 46742568 |  | 46799189 |
| &nbsp;&nbsp;&nbsp;&nbsp; Indonesia |  | 3496169 | 1588 | 3497757 |
| &nbsp;&nbsp;&nbsp;&nbsp; Ireland |  | 9727880 |  | 9727880 |
| &nbsp;&nbsp;&nbsp;&nbsp; Israel | 265915 | 8763880 |  | 9029795 |
| &nbsp;&nbsp;&nbsp;&nbsp; Italy | 1067936 | 30348627 |  | 31416563 |
| &nbsp;&nbsp;&nbsp;&nbsp; Japan |  | 123759572 |  | 123759572 |
| &nbsp;&nbsp;&nbsp;&nbsp; Kuwait |  | 1309568 |  | 1309568 |
| &nbsp;&nbsp;&nbsp;&nbsp; Malaysia |  | 3449777 | 14 | 3449791 |
| &nbsp;&nbsp;&nbsp;&nbsp; Mexico | 4665186 | 6168 |  | 4671354 |
| &nbsp;&nbsp;&nbsp;&nbsp; Netherlands |  | 18270208 |  | 18270208 |
| &nbsp;&nbsp;&nbsp;&nbsp; New Zealand |  | 1308512 |  | 1308512 |
| &nbsp;&nbsp;&nbsp;&nbsp; Norway |  | 4120432 |  | 4120432 |
| &nbsp;&nbsp;&nbsp;&nbsp; Philippines |  | 765744 | 911 | 766655 |
| &nbsp;&nbsp;&nbsp;&nbsp; Poland |  | 2778998 |  | 2778998 |
| &nbsp;&nbsp;&nbsp;&nbsp; Portugal |  | 4041083 |  | 4041083 |
| &nbsp;&nbsp;&nbsp;&nbsp; Qatar |  | 1419441 |  | 1419441 |
| &nbsp;&nbsp;&nbsp;&nbsp; Saudi Arabia | 31367 | 6140158 |  | 6171525 |
| &nbsp;&nbsp;&nbsp;&nbsp; Singapore |  | 5785738 |  | 5785738 |
| &nbsp;&nbsp;&nbsp;&nbsp; South Africa | 3128376 | 5745903 |  | 8874279 |
| &nbsp;&nbsp;&nbsp;&nbsp; South Korea |  | 26570698 | 10043 | 26580741 |
| &nbsp;&nbsp;&nbsp;&nbsp; Spain |  | 17949523 |  | 17949523 |

---

------

##### [**Table of Contents**](#toc)
**WORLD EX U.S. TARGETED VALUE PORTFOLIO** 

**CONTINUED** 

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Level 1**  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Level 2**  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Level 3**  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Total**  |
| &nbsp;&nbsp;&nbsp;&nbsp; Sweden | $15123 | $15593043 |  | $15608166 |
| &nbsp;&nbsp;&nbsp;&nbsp; Switzerland | 265771 | 39060946 |  | 39326717 |
| &nbsp;&nbsp;&nbsp;&nbsp; Taiwan | 9811 | 42160549 | $2116 | 42172476 |
| &nbsp;&nbsp;&nbsp;&nbsp; Thailand | 11022 | 2408990 |  | 2420012 |
| &nbsp;&nbsp;&nbsp;&nbsp; Turkey |  | 890516 |  | 890516 |
| &nbsp;&nbsp;&nbsp;&nbsp; United Arab Emirates |  | 3183416 |  | 3183416 |
| &nbsp;&nbsp;&nbsp;&nbsp; United Kingdom | 2008443 | 65974221 |  | 67982664 |
| &nbsp;&nbsp;&nbsp;&nbsp; United States | 3734390 | 1028069 |  | 4762459 |
|  Preferred Stocks |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Brazil | 729342 |  |  | 729342 |
| &nbsp;&nbsp;&nbsp;&nbsp; Colombia | 345677 |  |  | 345677 |
| &nbsp;&nbsp;&nbsp;&nbsp; Germany |  | 1304236 |  | 1304236 |
|  Rights/Warrants |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Australia |  |  | 330 | 330 |
| &nbsp;&nbsp;&nbsp;&nbsp; Brazil |  | 62 |  | 62 |
| &nbsp;&nbsp;&nbsp;&nbsp; Italy |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Malaysia |  | 147 |  | 147 |
| &nbsp;&nbsp;&nbsp;&nbsp; Thailand |  |  |  |  |
|  Securities Lending Collateral |  | 19203827 |  | 19203827 |
|  Total Investments in Securities | $99356662 | $720292892 | $59,985<> | $819709539 |
|  **Financial Instruments** |  |  |  |  |
|  **Liabilities** |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Futures Contracts\*\* | (7129) |  |  | (7129) |
|  Total Financial Instruments | $(7129) |  |  | $(7129) |

---

\*\* Valued at the unrealized appreciation/(depreciation) on the investment.

---

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

---

See accompanying Notes to Financial Statements.

------

##### [**Table of Contents**](#toc)
**WORLD CORE EQUITY PORTFOLIO** 

**SCHEDULE OF INVESTMENTS** 

**October 31, 2025** 

---

| | | |
|:---|:---|:---|
|  | **Shares** | **Value†** |
|  AFFILIATED INVESTMENT COMPANIES — (100.0%) |  |  |
|  DOMESTIC EQUITIES — (63.1%) |  |  |
|  U.S. Core Equity 1 Portfolio | 15431285 | $757058873 |
|  INTERNATIONAL EQUITIES — (36.9%) |  |  |
|  International Core Equity 2 Portfolio | 15395580 | 300829636 |
|  Emerging Markets Core Equity 2 Portfolio | 4905911 | 142761997 |
|  TOTAL INTERNATIONAL EQUITIES |  | 443591633 |
|  TOTAL INVESTMENTS IN AFFILIATED INVESTMENT COMPANIES<br>(Cost $561,088,514) |  | $1200650506 |
|  TEMPORARY CASH INVESTMENTS — (0.0%) |  |  |
|  ¥State Street Institutional U.S. Government Money Market Fund, 4.010%<br>(Cost $282,649) | 282649 | 282648 |
|  TOTAL INVESTMENTS — (100.0%)<br>(Cost $561,371,163) | TOTAL INVESTMENTS — (100.0%)<br>(Cost $561,371,163) | $1200933154 |

---

Summary of the Portfolio's investments as of October 31, 2025, 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 | $1200650506 |  |  | $1200650506 |
|  Temporary Cash Investments | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;282648 |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;282648 |
|  Total Investments in Securities | $1200933154 |  |  | $1200933154 |

---

See accompanying Notes to Financial Statements.

------

##### [**Table of Contents**](#toc)
**SELECTIVELY HEDGED GLOBAL EQUITY PORTFOLIO** 

**SCHEDULE OF INVESTMENTS** 

**October 31, 2025** 

---

| | | |
|:---|:---|:---|
|  | **Shares** | **Value†** |
|  AFFILIATED INVESTMENT COMPANIES — (100.0%) |  |  |
|  DOMESTIC EQUITIES — (58.3%) |  |  |
|  U.S. Core Equity 2 Portfolio | 4513389 | $197009409 |
|  INTERNATIONAL EQUITIES — (41.7%) |  |  |
|  International Core Equity 2 Portfolio | 4088973 | 79898543 |
|  Emerging Markets Core Equity 2 Portfolio | 2106525 | 61299867 |
|  TOTAL INTERNATIONAL EQUITIES |  | 141198410 |
|  TOTAL INVESTMENTS IN AFFILIATED INVESTMENT COMPANIES<br>(Cost $146,795,153) |  | $338207819 |

---

As of October 31, 2025, Selectively Hedged Global Equity 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** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;<br> &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;<br> &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;<br> &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;<br> **Currency Sold** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;<br> &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;<br> &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;<br> &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;<br> **Currency Sold** |
|  USD | 5188221 | CAD | 7225500 |
|  USD | 536886 | NOK | 5327800 |
|  USD | 15892703 | JPY | 2394262725 |
|  USD | 797110 | SGD | 1018000 |
|  USD | 46695 | SGD | 60483 |
|  USD | 189689 | NZD | 330400 |
|  USD | 8426948 | GBP | 6274400 |
|  USD | 21054279 | EUR | 18011000 |
|  USD | 1987706 | SEK | 18712000 |
|  ILS | 2795994 | USD | 849789 |
|  USD | 5369538 | CHF | 4243200 |
|  USD | 1607549 | DKK | 10270300 |
|  HKD | 5237970 | USD | 674402 |
|  **Total Appreciation** | **Total Appreciation** | **Total Appreciation** |  |
|  NOK | 5327800 | USD | 529886 |
|  USD | 4393154 | AUD | 6758300 |
|  USD | 46109 | ILS | 152994 |
|  USD | 779425 | ILS | 2643000 |
|  USD | 12867153 | HKD | 100023000 |
|  **Total (Depreciation)** | **Total (Depreciation)** | **Total (Depreciation)** |  |
|  **Total Appreciation** |  |  |  |
| **(Depreciation)** | **(Depreciation)** | **(Depreciation)** |  |

---

---

| | | |
|:---|:---|:---|
| **Counterparty** | **Settlement<br>Date** | **Unrealized<br>Foreign<br>Exchange<br>Appreciation<br>(Depreciation)** |
|  Australia and New Zealand Bank | 11/07/25 | $35486 |
|  Citibank, N.A | 11/07/25 | 10905 |
|  UBS AG | 11/10/25 | 348765 |
|  Bank of America Corp. | 11/12/25 | 14502 |
|  Citibank, N.A. | 11/12/25 | 198 |
|  Citibank, N.A. | 11/17/25 | 519 |
|  Citibank, N.A. | 11/17/25 | 184036 |
|  Royal Bank of Canada | 11/17/25 | 278695 |
|  Societe Generale | 11/17/25 | 16526 |
|  Morgan Stanley & Co. LLC | 11/18/25 | 8223 |
|  HSBC Bank | 12/01/25 | 80152 |
|  Societe Generale | 12/01/25 | 19483 |
|  State Street Bank and Trust | 12/04/25 | 98 |
|  |  | **$997588** |
|  Societe Generale | 11/07/25 | $(3905) |
|  Citibank, N.A. | 11/17/25 | (29478) |
|  Bank of America Corp. | 11/18/25 | (841) |
|  Citibank, N.A. | 11/18/25 | (31637) |
|  Goldman Sachs Capital Markets L.P. | 12/04/25 | (12938) |
|  |  | **$(78799)** |
|  |  | **$918789** |

---

------

##### [**Table of Contents**](#toc)
**SELECTIVELY HEDGED GLOBAL EQUITY PORTFOLIO** 

**CONTINUED** 

As of October 31, 2025, Selectively Hedged Global Equity Portfolio had entered into the following outstanding futures contracts:

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Description** | **Number of<br>Contracts** | **Expiration<br>Date** | **Notional<br>Value** | **Market<br>Value** | **Unrealized<br>Appreciation<br>(Depreciation)** |
|  **Long Position Contracts:** |  |  |  |  |  |
|  S&P 500<sup>®</sup> Emini Index | 12 | 12/19/25 | $3987610 | $4124400 | $136790 |
|  **Total Futures Contracts** |  |  | $**3987610** | $**4124400** | $**136790** |

---

Summary of the Portfolio's investments as of October 31, 2025, 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 | $338207819 |  |  | $338207819 |
|  Total Investments in Securities | $338207819 |  |  | $338207819 |
|  **Financial Instruments** |  |  |  |  |
|  **Assets** |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Forward Currency Contracts\*\* |  | $997588 |  | 997588 |
| &nbsp;&nbsp;&nbsp;&nbsp; Futures Contracts\*\* | 136790 |  |  | 136790 |
|  **Liabilities** |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Forward Currency Contracts\*\* |  | (78799) |  | (78799) |
|  Total Financial Instruments | $136790 | $918789 |  | $1055579 |

---

\*\* Valued at the unrealized appreciation/(depreciation) on the investment.

See accompanying Notes to Financial Statements.

------

##### [**Table of Contents**](#toc)
**EMERGING MARKETS PORTFOLIO** 

**SCHEDULE OF INVESTMENTS** 

**October 31, 2025** 

---

| | |
|:---|:---|
|  | **Value†** |
|  AFFILIATED INVESTMENT COMPANIES — (100.0%) |  |
|  The Emerging Markets Series | $6366085878 |
|  TOTAL INVESTMENTS IN AFFILIATED INVESTMENT COMPANIES | $6366085878 |

---

Summary of the Portfolio's Master Fund's investments as of October 31, 2025, based on their valuation inputs, is located in this report (See Security Valuation Note).

See accompanying Notes to Financial Statements.

------

##### [**Table of Contents**](#toc)
**EMERGING MARKETS SMALL CAP PORTFOLIO** 

**SCHEDULE OF INVESTMENTS** 

**October 31, 2025** 

---

| | |
|:---|:---|
|  | **Value†** |
|  AFFILIATED INVESTMENT COMPANIES — (100.0%) |  |
|  The Emerging Markets Small Cap Series | $3911067521 |
|  TOTAL INVESTMENTS IN AFFILIATED INVESTMENT COMPANIES | $3911067521 |

---

Summary of the Portfolio's Master Fund's investments as of October 31, 2025, based on their valuation inputs, is located in this report (See Security Valuation Note).

See accompanying Notes to Financial Statements.

------

##### [**Table of Contents**](#toc)
**EMERGING MARKETS VALUE PORTFOLIO** 

**SCHEDULE OF INVESTMENTS** 

**October 31, 2025** 

---

| | |
|:---|:---|
|  | **Value†** |
|  AFFILIATED INVESTMENT COMPANIES — (100.0%) |  |
|  Dimensional Emerging Markets Value Fund | $12925187607 |
|  TOTAL INVESTMENTS IN AFFILIATED INVESTMENT COMPANIES | $12925187607 |

---

Summary of the Portfolio's Master Fund's investments as of October 31, 2025, based on their valuation inputs, is located in this report (See Security Valuation Note).

See accompanying Notes to Financial Statements.

------

##### [**Table of Contents**](#toc)
**EMERGING MARKETS CORE EQUITY 2 PORTFOLIO** 

**SCHEDULE OF INVESTMENTS** 

**October 31, 2025** 

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  COMMON STOCKS — (97.2%) | COMMON STOCKS — (97.2%) |  |  |
|  BRAZIL — (2.7%) | BRAZIL — (2.7%) |  |  |
|  \* | Allianca Saude e Participacoes SA | 18481 | $21264 |
|  | Allied Tecnologia SA | 144486 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;274204 |
|  | Allos SA | 1706264 | 7912952 |
|  \* | Allpark Empreendimentos Participacoes e Servicos SA | 71405 | 54948 |
|  | Alupar Investimento SA | 936528 | 5671443 |
|  # | Ambev SA (ABEV US), ADR | 3022063 | 6980966 |
|  | Anima Holding SA | 1802879 | 1182941 |
|  | Armac Locacao Logistica E Servicos SA | 137000 | 95493 |
|  | Auren Energia SA | 1144317 | 2337576 |
|  \* | Automob Participacoes SA | 24345 | 58827 |
|  | B3 SA - Brasil Bolsa Balcao | 5894621 | 13871114 |
|  | Banco Bradesco SA (BBDC3 BZ) | 1944390 | 5591077 |
|  | Banco BTG Pactual SA | 841892 | 7639693 |
|  | Banco do Brasil SA | 4126307 | 16796833 |
|  | Banco Santander Brasil SA | 792226 | 4585529 |
|  | BB Seguridade Participacoes SA | 1578154 | 9636216 |
|  | Bemobi Mobile Tech SA | 255078 | 1111828 |
|  \* | Blau Farmaceutica SA | 161947 | 402764 |
|  | Boa Safra Sementes SA | 103417 | 201838 |
|  | BR Advisory Partners Participacoes SA | 4200 | 15145 |
|  | BrasilAgro - Co. Brasileira de Propriedades Agricolas | 413318 | 1534976 |
|  \* | Brava Energia | 620267 | 1701715 |
|  | Brisanet Servicos de Telecomunicacoes SA | 553225 | 305408 |
|  | C&A Modas SA | 1224348 | 3698111 |
|  | Caixa Seguridade Participacoes SA | 269531 | 749984 |
|  | Camil Alimentos SA | 756666 | 770738 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  BRAZIL — (Continued) | BRAZIL — (Continued) |  |  |
|  | Centrais Eletricas Brasileiras SA | 1568008 | $16239817 |
|  \* | Cia Brasileira de Aluminio | 805427 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;776990 |
|  \* | Cia Brasileira de Distribuicao | 1926095 | 1346131 |
|  | Cia de Saneamento Basico do Estado de Sao Paulo SABESP (SBSP3 BZ) | 806780 | 19769293 |
|  | Cia de Saneamento de Minas Gerais Copasa MG | 1305425 | 9169604 |
|  | Cia De Sanena Do Parana (SAPR11 BZ) | 1369458 | 8776831 |
|  | Cia De Sanena Do Parana (SAPR3 BZ) | 879228 | 1166867 |
|  | Cia Energetica de Minas Gerais (CIG US), Sponsored ADR | 308388 | 644530 |
|  | Cia Energetica de Minas Gerais (CMIG3 BZ) | 1257688 | 3399062 |
|  | Cia Paranaense de Energia - Copel | 1753488 | 4272944 |
|  | Cia Siderurgica Nacional SA (CSNA3 BZ) | 3113810 | 5463688 |
|  # | Cia Siderurgica Nacional SA (SID US), Sponsored ADR | 2722363 | 4791359 |
|  | Cogna Educacao SA | 12687659 | 8820127 |
|  | Construtora Tenda SA | 46000 | 201530 |
|  \* | Cosan SA | 1226502 | 1402055 |
|  | CPFL Energia SA | 474446 | 3668613 |
|  | Cruzeiro do Sul Educacional SA | 916175 | 992816 |
|  | CSU Digital SA | 215633 | 715443 |
|  | Cury Construtora e Incorporadora SA | 768620 | 4991790 |
|  | Cyrela Brazil Realty SA Empreendimentos e Participacoes | 1834683 | 10390950 |

---

------

##### [**Table of Contents**](#toc)
**EMERGING MARKETS CORE EQUITY 2 PORTFOLIO** 

**CONTINUED** 

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  BRAZIL — (Continued) | BRAZIL — (Continued) |  |  |
|  W | Desktop SA | 383970 | $1091969 |
|  | Dexco SA | 3068808 | 3057428 |
|  \* | Diagnosticos da America SA | 167757 | 54256 |
|  | Dimed SA Distribuidora da Medicamentos | 551444 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;962473 |
|  | Direcional Engenharia SA | 1597077 | 5040636 |
|  | EcoRodovias Infraestrutura e Logistica SA | 1353225 | 2004703 |
|  | Embraer SA (EMBR3 BZ) | 656049 | 10607850 |
|  | Embraer SA (ERJ US), Sponsored ADR | 905779 | 58404630 |
|  | Empreendimentos Pague Menos SA | 1496324 | 1084706 |
|  | Energisa SA | 1102659 | 10622927 |
|  \* | Eneva SA | 2358433 | 8026637 |
|  | Engie Brasil Energia SA | 575061 | 4275586 |
|  | Equatorial Energia SA | 2737540 | 18649029 |
|  | Eternit SA | 362800 | 280532 |
|  | Even Construtora e Incorporadora SA | 826719 | 1144817 |
|  | Ez Tec Empreendimentos e Participacoes SA | 720082 | 2482833 |
|  | Fleury SA | 1462613 | 3955615 |
|  | Fras-Le SA | 256727 | 1095156 |
|  # | Gerdau SA, Sponsored ADR | 2486838 | 8679066 |
|  W | GPS Participacoes e Empreendimentos SA | 1048098 | 3705392 |
|  | Grendene SA | 1197840 | 1171133 |
|  \* | Grupo Casas Bahia SA | 312513 | 209118 |
|  | Grupo Mateus SA | 2188721 | 2619980 |
|  | Grupo SBF SA | 815748 | 1957510 |
|  | Guararapes Confeccoes SA | 696228 | 1310940 |
|  \*W | Hapvida Participacoes e Investimentos SA | 930524 | 5410234 |
|  \* | Hidrovias do Brasil SA | 749004 | 544356 |
|  | Hospital Mater Dei SA | 26000 | 20588 |
|  | Hypera SA | 1269090 | 6095463 |
|  | Iochpe Maxion SA | 882657 | 1796503 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  BRAZIL —(Continued) | BRAZIL —(Continued) |  |  |
|  | Irani Papel e Embalagem SA | 585746 | $971172 |
|  \* | IRB-Brasil Resseguros SA | 609578 | 5590491 |
|  \* | Jalles Machado SA | 902487 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;459635 |
|  \* | JBS NV, BDR | 1361635 | 18093716 |
|  | JHSF Participacoes SA | 2858967 | 3502001 |
|  | JSL SA | 361365 | 362712 |
|  | Kepler Weber SA | 902276 | 1551325 |
|  | Klabin SA | 5155277 | 17286629 |
|  | Lavvi Empreendimentos Imobiliarios SA | 363254 | 1009423 |
|  | Localiza Rent a Car SA | 954042 | 6994009 |
|  | LOG Commercial Properties e Participacoes SA | 212777 | 937334 |
|  \* | Log-in Logistica Intermodal SA | 246000 | 1508936 |
|  | Lojas Quero-Quero SA | 1366573 | 533426 |
|  | Lojas Renner SA | 5960772 | 16442134 |
|  W | LWSA SA | 2269531 | 1649433 |
|  | M Dias Branco SA | 337520 | 1839438 |
|  | Magazine Luiza SA | 1628103 | 2563227 |
|  | Mahle Metal Leve SA | 75800 | 420285 |
|  | Marcopolo SA | 914768 | 1159624 |
|  | MBRF Global Foods Co. SA | 1321685 | 4390099 |
|  \*W | Meliuz SA | 79900 | 66386 |
|  | Melnick Even Desenvolvimento Imobiliario SA | 437006 | 319229 |
|  | Mills Locacao Servicos e Logistica SA | 1248913 | 3029455 |
|  \* | Minerva SA | 468025 | 624619 |
|  | Motiva Infraestrutura de Mobilidade SA | 3387542 | 9999009 |
|  | Moura Dubeux Engenharia SA | 371393 | 1908757 |
|  | Movida Participacoes SA | 1792856 | 2729299 |
|  \* | MRV Engenharia e Participacoes SA | 2764349 | 3884512 |
|  | Multiplan Empreendimentos Imobiliarios SA | 852225 | 4354625 |
|  \* | Natura Cosmeticos SA | 2539725 | 4253371 |
|  | Neoenergia SA | 522028 | 2831397 |

---

------

##### [**Table of Contents**](#toc)
**EMERGING MARKETS CORE EQUITY 2 PORTFOLIO** 

**CONTINUED** 

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  BRAZIL — (Continued) | BRAZIL — (Continued) |  |  |
|  \* | Oceanpact Servicos Maritimos SA | 227784 | $321356 |
|  | Odontoprev SA | 1559568 | 3690239 |
|  \* | Oncoclinicas do Brasil Servicos Medicos SA | 467509 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;188570 |
|  \* | Orizon Valorizacao de Residuos SA | 129992 | 1340042 |
|  \* | PBG SA | 226391 | 160748 |
|  | Pet Center Comercio e Participacoes SA | 850269 | 587924 |
|  | Petroleo Brasileiro SA - Petrobras | 16003488 | 93731337 |
|  | Petroleo Brasileiro SA - Petrobras (PBR US), Sponsored ADR | 297124 | 3458523 |
|  | Petroleo Brasileiro SA - Petrobras (PBRA US), Sponsored ADR | 279581 | 3089370 |
|  | Petroreconcavo SA | 1271651 | 2935697 |
|  | Plano & Plano Desenvolvimento Imobiliario SA | 285500 | 775315 |
|  | Porto Seguro SA | 1064120 | 9503985 |
|  | Positivo Tecnologia SA | 557405 | 425828 |
|  | Priner Servicos Industriais SA | 24000 | 68253 |
|  \* | PRIO SA | 3045920 | 20398796 |
|  | Profarma Distribuidora de Produtos Farmaceuticos SA | 86730 | 135416 |
|  | Qualicorp Consultoria e Corretora de Seguros SA | 1107361 | 557802 |
|  | Raia Drogasil SA | 3977882 | 14787803 |
|  W | Rede D'Or Sao Luiz SA | 244197 | 1967211 |
|  | Romi SA | 406694 | 615338 |
|  | Rumo SA | 734564 | 2173674 |
|  | Sao Carlos Empreendimentos e Participacoes SA | 42201 | 164178 |
|  | Sao Martinho SA | 1342496 | 3503498 |
|  # | Sendas Distribuidora SA (ASAI US), ADR | 112571 | 885934 |
|  | Sendas Distribuidora SA (ASAI3 BZ) | 6136866 | 9809951 |
|  W | Ser Educacional SA | 456607 | 863997 |
|  | Simpar SA | 2077544 | 1784079 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  BRAZIL — (Continued) | BRAZIL — (Continued) |  |  |
|  | SLC Agricola SA | 1162573 | $3489914 |
|  | Smartfit Escola de Ginastica e Danca SA | 1067182 | 4994776 |
|  # | Suzano SA (SUZ US), Sponsored ADR | 59174 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;534342 |
|  | Suzano SA (SUZB3 BZ) | 2338104 | 21247392 |
|  | SYN prop e tech SA | 253734 | 236758 |
|  | Tegma Gestao Logistica SA | 247709 | 1677346 |
|  # | Telefonica Brasil SA (VIV US), ADR | 78887 | 941122 |
|  | Telefonica Brasil SA (VIVT3 BZ) | 1052320 | 6267035 |
|  | TIM SA | 2984500 | 13474754 |
|  | TOTVS SA | 695360 | 5734835 |
|  | Transmissora Alianca de Energia Eletrica SA | 1334922 | 9453718 |
|  | Tres Tentos Agroindustrial SA | 422732 | 1257993 |
|  | Trisul SA | 493079 | 700215 |
|  | Tupy SA | 501510 | 1154043 |
|  | Ultrapar Participacoes SA (UGP US), Sponsored ADR | 12552 | 49706 |
|  | Ultrapar Participacoes SA (UGPA3 BZ) | 2700243 | 10745862 |
|  | Unifique Telecomunicacoes SA | 1011374 | 906109 |
|  | Unipar Carbocloro SA | 51152 | 569523 |
|  \* | Usinas Siderurgicas de Minas Gerais SA Usiminas | 625852 | 654940 |
|  | Vale SA (VALE US), Sponsored ADR | 1040592 | 12580757 |
|  | Vale SA (VALE3 BZ) | 8041867 | 97549653 |
|  | Valid Solucoes e Servicos de Seguranca em Meios de Pagamento e Identificacao SA | 476537 | 1961969 |
|  | Vamos Locacao de Caminhoes Maquinas e Equipamentos SA | 1706340 | 1027620 |
|  | Vibra Energia SA | 5178016 | 22906678 |
|  | Vittia SA | 27695 | 24864 |
|  | Vivara Participacoes SA | 418100 | 2424692 |

---

------

##### [**Table of Contents**](#toc)
**EMERGING MARKETS CORE EQUITY 2 PORTFOLIO** 

**CONTINUED** 

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  BRAZIL — (Continued) | BRAZIL — (Continued) |  |  |
|  | Vulcabras SA | 617334 | $2650659 |
|  | WEG SA | 1828249 | 14306691 |
|  | Wiz Co. | 411669 | 635874 |
|  | XP, Inc., BDR | 22450 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;405733 |
|  | YDUQS Participacoes SA | 1721145 | 4546040 |
|  TOTAL BRAZIL | TOTAL BRAZIL | TOTAL BRAZIL | 910868274 |
|  CHILE — (0.4%) | CHILE — (0.4%) |  |  |
|  | Aguas Andinas SA, Class A | 10410832 | 3966857 |
|  | Banco de Chile (BCH US), ADR | 320232 | 11179303 |
|  | Banco de Chile (CHILE CI) | 8223409 | 1422832 |
|  | Banco de Credito e Inversiones SA | 160011 | 8211968 |
|  | Banco Itau Chile SA | 1105 | 20063 |
|  | Banco Santander Chile (BSAC US), ADR | 286880 | 8233455 |
|  | Besalco SA | 2741825 | 3222812 |
|  | Bicecorp SA | 3894570 | 1363533 |
|  | Camanchaca SA | 49415 | 3292 |
|  \* | CAP SA | 467253 | 3122314 |
|  | Cencosud SA | 2878545 | 8916041 |
|  | Cencosud Shopping SA | 568660 | 1348619 |
|  | Cia Cervecerias Unidas SA (CCU CI) | 148539 | 946267 |
|  # | Cia Cervecerias Unidas SA (CCU US), Sponsored ADR | 75722 | 976814 |
|  | Cia Sud Americana de Vapores SA | 42693211 | 2122174 |
|  | Colbun SA | 22420071 | 3369636 |
|  | Cristalerias de Chile SA | 59157 | 169759 |
|  | Embotelladora Andina SA, ADR, Class B | 87477 | 2367128 |
|  | Empresa Nacional de Telecomunicaciones SA | 1286606 | 6128761 |
|  | Empresas CMPC SA | 3064114 | 4425092 |
|  | Empresas Copec SA | 710255 | 5073766 |
|  \* | Empresas Hites SA | 1031610 | 143673 |
|  | Enel Americas SA (ENELAM CI) | 21625820 | 2044533 |
|  | Enel Chile SA (ENELCHIL CI) | 45932753 | 3505946 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  CHILE — (Continued) | CHILE — (Continued) |  |  |
|  # | Enel Chile SA (ENIC US), ADR | 24772 | $95372 |
|  | Engie Energia Chile SA | 2079222 | 2995349 |
|  | Falabella SA | 443058 | 2789924 |
|  | Forus SA | 455509 | 1053135 |
|  | Instituto de Diagnostico SA | 4784 | 13794 |
|  | Inversiones Aguas Metropolitanas SA | 2995482 | 3020676 |
|  | Inversiones La Construccion SA | 231285 | 3681318 |
|  | Latam Airlines Group SA | 34221452 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;777741 |
|  # | Latam Airlines Group SA, ADR | 965 | 43415 |
|  \* | Masisa SA | 3525317 | 59839 |
|  | Molibdenos y Metales SA | 84693 | 477037 |
|  \* | Multiexport Foods SA | 3567240 | 988780 |
|  | Parque Arauco SA | 3253289 | 9070217 |
|  | PAZ Corp. SA | 1378694 | 1097729 |
|  | Plaza SA | 851661 | 2396556 |
|  | Ripley Corp. SA | 6301473 | 3061848 |
|  | Salfacorp SA | 3415445 | 3751353 |
|  | Sigdo Koppers SA | 1861026 | 2707471 |
|  | SMU SA | 14972693 | 2434680 |
|  | Sociedad Matriz SAAM SA | 25942048 | 3435006 |
|  #\* | Sociedad Quimica y Minera de Chile SA, Sponsored ADR | 206713 | 10126870 |
|  \* | Socovesa SA | 1574885 | 260120 |
|  | SONDA SA | 3879456 | 1407122 |
|  | Vina Concha y Toro SA | 2992642 | 3263155 |
|  TOTAL CHILE | TOTAL CHILE | TOTAL CHILE | 141293145 |
|  CHINA — (26.8%) | CHINA — (26.8%) |  |  |
|  | 263 Network Communications Co. Ltd., Class A | 250700 | 225874 |
|  | 360 Security Technology, Inc., Class A | 284634 | 479043 |
|  # | 361 Degrees International Ltd. | 7709000 | 5830718 |
|  | 37 Interactive Entertainment Network Technology Group Co. Ltd., Class A | 363334 | 1060831 |
|  \* | 3D Medicines, Inc. | 11500 | 9368 |

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**EMERGING MARKETS CORE EQUITY 2 PORTFOLIO** 

**CONTINUED** 

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| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  CHINA — (Continued) | CHINA — (Continued) |  |  |
|  W | 3SBio, Inc. | 13806500 | $54931233 |
|  | 5I5J Holding Group Co. Ltd., Class A | 2454800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;990705 |
|  | AAC Technologies Holdings, Inc. | 5947000 | 30569917 |
|  | ABA Chemicals Corp., Class A | 55100 | 56251 |
|  | Accelink Technologies Co. Ltd., Class A | 70235 | 620615 |
|  \* | ADAMA Ltd., Class A | 264600 | 238993 |
|  \* | Addsino Co. Ltd., Class A | 335800 | 395159 |
|  | Advanced Fiber Resources Zhuhai Ltd., Class A | 8200 | 120534 |
|  | Advanced Micro-Fabrication Equipment, Inc. China, Class A | 4480 | 176007 |
|  | Advanced Technology & Materials Co. Ltd., Class A | 528400 | 1578265 |
|  \* | AECC Aero Science & Technology Co. Ltd., Class A | 170400 | 642780 |
|  | AECC Aero-Engine Control Co. Ltd., Class A | 366687 | 967551 |
|  | AECC Aviation Power Co. Ltd., Class A | 103572 | 569038 |
|  \* | Aerospace Hi-Tech Holdings Group Ltd., Class A | 408711 | 1095396 |
|  | Aerospace Intelligent Manufacturing Technology Co. Ltd., Class A | 289500 | 813981 |
|  \* | Agile Group Holdings Ltd. | 11990465 | 646313 |
|  \* | Agora, Inc., ADR | 135553 | 481213 |
|  | Agricultural Bank of China Ltd., Class H | 65020460 | 49602615 |
|  | Aier Eye Hospital Group Co. Ltd., Class A | 1153434 | 1984933 |
|  \* | AIM Vaccine Co. Ltd., Class H | 119800 | 60310 |
|  \*W | AInnovation Technology Group Co. Ltd., Class H | 663600 | 572294 |
|  #\* | Air China Ltd., Class H | 6994000 | 5139474 |
|  | Aisino Corp., Class A | 481400 | 562558 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  CHINA — (Continued) | CHINA — (Continued) |  |  |
|  | Ajisen China Holdings Ltd. | 4211000 | $530666 |
|  #W | AK Medical Holdings Ltd. | 2614000 | 1976887 |
|  \*W | Akeso, Inc. | 198000 | 2883056 |
|  | Alibaba Group Holding Ltd. (9988 HK) | 23663867 | 503537163 |
|  # | Alibaba Group Holding Ltd. (BABA US), Sponsored ADR | 697227 | 118828398 |
|  \* | Alibaba Health Information Technology Ltd. | 1732000 | 1291875 |
|  #W | A-Living Smart City Services Co. Ltd., Class H | 4256250 | 1354104 |
|  | All Winner Technology Co. Ltd., Class A | 40830 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;262880 |
|  | Allmed Medical Products Co. Ltd., Class A | 350800 | 537131 |
|  \* | Alpha Group, Class A | 173700 | 211947 |
|  \*W | Alphamab Oncology | 72000 | 106569 |
|  # | Aluminum Corp. of China Ltd., Class H | 22100000 | 28100550 |
|  \* | Amlogic Shanghai Co. Ltd., Class A | 36622 | 442642 |
|  | Amoy Diagnostics Co. Ltd., Class A | 199606 | 640744 |
|  | Amrita Global Development Ltd. | 1972000 | 152267 |
|  | An Hui Wenergy Co. Ltd., Class A | 414139 | 476695 |
|  | Andon Health Co. Ltd., Class A | 96200 | 547942 |
|  | ANE Cayman, Inc. | 1839500 | 2716191 |
|  #\* | Angang Steel Co. Ltd., Class H | 11033908 | 2880882 |
|  | Angel Yeast Co. Ltd., Class A | 190400 | 1039117 |
|  #W | Angelalign Technology, Inc. | 64600 | 530257 |
|  | Anhui Anfu Battery Technology Co. Ltd., Class A | 106562 | 603619 |
|  | Anhui Anke Biotechnology Group Co. Ltd., Class A | 401600 | 614726 |
|  # | Anhui Conch Cement Co. Ltd., Class H | 3256500 | 9709134 |

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**CONTINUED** 

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| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  CHINA — (Continued) | CHINA — (Continued) |  |  |
|  | Anhui Construction Engineering Group Co. Ltd., Class A | 729216 | $485839 |
|  # | Anhui Expressway Co. Ltd., Class H | 2510000 | 3985038 |
|  \* | Anhui Golden Seed Winery Co. Ltd., Class A | 153700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;224489 |
|  | Anhui Guangxin Agrochemical Co. Ltd., Class A | 517572 | 852786 |
|  | Anhui Gujing Distillery Co. Ltd., Class A | 75502 | 1709298 |
|  \* | Anhui Guofeng New Materials Co. Ltd., Class A | 90900 | 81350 |
|  | Anhui Heli Co. Ltd., Class A | 408400 | 1196160 |
|  | Anhui Hengyuan Coal Industry & Electricity Power Co. Ltd., Class A | 1008957 | 1015251 |
|  | Anhui Honglu Steel Construction Group Co. Ltd., Class A | 317195 | 807323 |
|  | Anhui Huilong Agricultural Means of Production Co. Ltd., Class A | 548700 | 444701 |
|  \* | Anhui Jianghuai Automobile Group Corp. Ltd., Class A | 89100 | 639475 |
|  | Anhui Jiangnan Chemical Industry Co. Ltd., Class A | 1286280 | 1159442 |
|  | Anhui Jinhe Industrial Co. Ltd., Class A | 324082 | 914823 |
|  | Anhui Kouzi Distillery Co. Ltd., Class A | 180428 | 822045 |
|  \* | Anhui Tatfook Technology Co. Ltd., Class A | 465600 | 759036 |
|  | Anhui Transport Consulting & Design Institute Co. Ltd., Class A | 495948 | 594891 |
|  \* | Anhui Truchum Advanced Materials & Technology Co. Ltd., Class A | 606400 | 1136425 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  CHINA — (Continued) | CHINA — (Continued) |  |  |
|  | Anhui XDLK Microsystem Corp. Ltd., Class A | 18126 | $164035 |
|  | Anhui Xinbo Aluminum Co. Ltd., Class A | 106540 | 254897 |
|  | Anhui Xinhua Media Co. Ltd., Class A | 838600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;789705 |
|  | Anhui Yingjia Distillery Co. Ltd., Class A | 151821 | 904366 |
|  | Anhui Yingliu Electromechanical Co. Ltd., Class A | 175720 | 985029 |
|  | Anhui Zhongding Sealing Parts Co. Ltd., Class A | 911000 | 2935846 |
|  | Anji Microelectronics Technology Shanghai Co. Ltd., Class A | 64897 | 1796143 |
|  | Anjoy Foods Group Co. Ltd., Class A | 88034 | 914317 |
|  | Anker Innovations Technology Co. Ltd., Class A | 91130 | 1498739 |
|  | ANTA Sports Products Ltd. | 5154400 | 53802289 |
|  | Anton Oilfield Services Group | 21156000 | 2861262 |
|  \* | Anyang Iron & Steel, Inc., Class A | 424900 | 151233 |
|  | Aoshikang Technology Co. Ltd., Class A | 176500 | 959124 |
|  | Aotecar New Energy Technology Group Co. Ltd., Class A | 1694100 | 757779 |
|  \* | Aowei Holdings Ltd. | 187000 | 5991 |
|  | Apeloa Pharmaceutical Co. Ltd., Class A | 412000 | 900065 |
|  \* | ApicHope Pharmaceutical Group Co. Ltd. | 146890 | 1155420 |
|  | Appotronics Corp. Ltd., Class A | 180873 | 458372 |
|  | APT Medical, Inc., Class A | 24684 | 958104 |
|  | APT Satellite Holdings Ltd. | 2410000 | 658160 |
|  \*W | Archosaur Games, Inc. | 38000 | 9888 |
|  | Arcsoft Corp. Ltd., Class A | 14806 | 111430 |

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| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  CHINA — (Continued) | CHINA — (Continued) |  |  |
|  | Arctech Solar Holding Co. Ltd., Class A | 136268 | $820603 |
|  \*W | Arrail Group Ltd. | 279000 | 67791 |
|  #\*W | Ascletis Pharma, Inc. | 929000 | 1153280 |
|  \* | Asia - Potash International Investment Guangzhou Co. Ltd., Class A | 246500 | 1446773 |
|  \* | Asia Cement China Holdings Corp. | 3848000 | 1262392 |
|  #W | AsiaInfo Technologies Ltd. | 1446800 | 1680695 |
|  | Asian Star Anchor Chain Co. Ltd. Jiangsu, Class A | 429000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;622498 |
|  \* | ASR Microelectronics Co. Ltd., Class A | 7025 | 92250 |
|  | Asymchem Laboratories Tianjin Co. Ltd., Class A | 42960 | 592292 |
|  | Aurisco Pharmaceutical Co. Ltd., Class A | 107900 | 352517 |
|  | Autel Intelligent Technology Corp. Ltd., Class A | 131948 | 714843 |
|  | Autobio Diagnostics Co. Ltd., Class A | 70755 | 382375 |
|  | Autohome, Inc., ADR | 24838 | 625918 |
|  | Avary Holding Shenzhen Co. Ltd., Class A | 478631 | 3528063 |
|  | AviChina Industry & Technology Co. Ltd., Class H | 18890212 | 9622574 |
|  | Avicopter PLC, Class A | 143400 | 726590 |
|  | Bafang Electric Suzhou Co. Ltd., Class A | 103527 | 407146 |
|  \* | BAIC BluePark New Energy Technology Co. Ltd., Class A | 44500 | 52237 |
|  \*W | BAIC Motor Corp. Ltd., Class H | 17726500 | 4583716 |
|  \* | Baidu, Inc. (9888 HK), Class A | 2685950 | 40655151 |
|  #\* | Baidu, Inc. (BIDU US), Sponsored ADR | 317226 | 38343107 |
|  | Baimtec Material Co. Ltd., Class A | 35407 | 266819 |

---

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| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  CHINA — (Continued) | CHINA — (Continued) |  |  |
|  W | BAIOO Family Interactive Ltd. | 8732000 | $584677 |
|  \*W | Bairong, Inc. | 760500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;962930 |
|  | Baiyin Nonferrous Group Co. Ltd., Class A | 1710100 | 1272158 |
|  | Bank of Beijing Co. Ltd., Class A | 3303908 | 2596802 |
|  | Bank of Changsha Co. Ltd., Class A | 1177447 | 1584551 |
|  | Bank of Chengdu Co. Ltd., Class A | 1314600 | 3107240 |
|  | Bank of China Ltd., Class H | 175981702 | 99648463 |
|  | Bank of Chongqing Co. Ltd., Class H | 4748500 | 4900550 |
|  | Bank of Communications Co. Ltd., Class H | 18192618 | 16160504 |
|  \* | Bank of Gansu Co. Ltd., Class H | 858000 | 27405 |
|  | Bank of Guiyang Co. Ltd., Class A | 1027200 | 878166 |
|  | Bank of Hangzhou Co. Ltd., Class A | 1007359 | 2223253 |
|  | Bank of Jiangsu Co. Ltd., Class A | 4424360 | 6709280 |
|  | Bank of Nanjing Co. Ltd., Class A | 2535196 | 4032469 |
|  | Bank of Ningbo Co. Ltd., Class A | 1555049 | 6198317 |
|  W | Bank of Qingdao Co. Ltd., Class H | 1536500 | 849468 |
|  | Bank of Shanghai Co. Ltd., Class A | 2128012 | 2840262 |
|  | Bank of Suzhou Co. Ltd., Class A | 1134859 | 1319328 |
|  | Bank of Tianjin Co. Ltd., Class H | 258500 | 84506 |
|  | Bank of Xi'an Co. Ltd., Class A | 1355569 | 741073 |
|  W | Bank of Zhengzhou Co. Ltd., Class H | 154000 | 25375 |
|  \* | Baoding Tianwei Baobian Electric Co. Ltd., Class A | 344807 | 410621 |
|  | Baoji Titanium Industry Co. Ltd., Class A | 105000 | 473076 |
|  | Baoshan Iron & Steel Co. Ltd., Class A | 4977937 | 5159362 |

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| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  CHINA — (Continued) | CHINA — (Continued) |  |  |
|  \* | Baosheng Science & Technology Innovation Co. Ltd., Class A | 939200 | $700931 |
|  \* | Baotailong New Materials Co. Ltd., Class A | 582200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;311293 |
|  | Baowu Magnesium Technology Co. Ltd., Class A | 580463 | 1168169 |
|  | Baoxiniao Holding Co. Ltd., Class A | 1033152 | 570655 |
|  | Baoye Group Co. Ltd., Class H | 1540440 | 824361 |
|  \* | Baozun, Inc. (9991 HK), Class A | 21000 | 23417 |
|  \* | Baozun, Inc. (BZUN US), Sponsored ADR | 314949 | 1033033 |
|  \* | BaTeLab Co. Ltd., Class H | 22600 | 155191 |
|  # | BBMG Corp., Class H | 17541404 | 1850458 |
|  | BBMG Jidong Cement Group Co. Ltd., Class A | 1515707 | 1026856 |
|  #\* | Be Friends Holding Ltd. | 2038000 | 298995 |
|  | Bear Electric Appliance Co. Ltd., Class A | 83396 | 565147 |
|  | Beauty Farm Medical & Health Industry, Inc. | 49500 | 196229 |
|  | Befar Group Co. Ltd., Class A | 1117900 | 678975 |
|  | Beibuwan Port Co. Ltd., Class A | 810445 | 998036 |
|  | Beijing Aosaikang Pharmaceutical Co. Ltd., Class A | 25500 | 69840 |
|  | Beijing Balance Medical Technology Co. Ltd., Class A | 14219 | 228878 |
|  \* | Beijing BDStar Navigation Co. Ltd., Class A | 41700 | 176552 |
|  | Beijing Bei Mo Gao Ke Friction Material Co. Ltd., Class A | 78862 | 330368 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  CHINA — (Continued) | CHINA — (Continued) |  |  |
|  \* | Beijing Bohui Innovation Biotechnology Group Co. Ltd., Class A | 155900 | $126323 |
|  \* | Beijing Capital Development Co. Ltd., Class A | 1438000 | 1242035 |
|  | Beijing Capital Eco-Environment Protection Group Co. Ltd., Class A | 4216630 | 1890941 |
|  #\* | Beijing Capital International Airport Co. Ltd., Class H | 13942000 | 5004119 |
|  | Beijing Changjiu Logistics Corp., Class A | 282200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;326867 |
|  # | Beijing Chunlizhengda Medical Instruments Co. Ltd., Class H | 418000 | 1020025 |
|  \* | Beijing Compass Technology Development Co. Ltd., Class A | 13882 | 282157 |
|  | Beijing Dabeinong Technology Group Co. Ltd., Class A | 639200 | 369972 |
|  | Beijing Dahao Technology Corp. Ltd., Class A | 184980 | 497710 |
|  | Beijing Easpring Material Technology Co. Ltd., Class A | 151000 | 1465129 |
|  \* | Beijing eGOVA Co. Ltd., Class A | 129900 | 298676 |
|  \* | Beijing E-Hualu Information Technology Co. Ltd., Class A | 26000 | 74544 |
|  | Beijing Energy International Holding Co. Ltd. | 2342000 | 370550 |
|  | Beijing Enterprises Holdings Ltd. | 3781028 | 16590684 |
|  # | Beijing Enterprises Water Group Ltd. | 29236469 | 9396892 |
|  | Beijing Fengjing Automotive Parts Co. Ltd. | 1118700 | 601136 |

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**CONTINUED** 

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| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  CHINA — (Continued) | CHINA — (Continued) |  |  |
|  | Beijing Gehua CATV Network Co. Ltd., Class A | 1093000 | $1236045 |
|  | Beijing GeoEnviron Engineering & Technology, Inc., Class A | 960228 | 1018400 |
|  \* | Beijing Haixin Energy Technology Co. Ltd., Class A | 1306256 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;750847 |
|  | Beijing Haohua Energy Resource Co. Ltd., Class A | 1196720 | 1298576 |
|  \* | Beijing Health Holdings Ltd. | 13284000 | 129812 |
|  | Beijing Huafeng Test & Control Technology Co. Ltd., Class A | 18987 | 534044 |
|  | Beijing Jetsen Technology Co. Ltd., Class A | 1474891 | 1374228 |
|  | Beijing Jingneng Clean Energy Co. Ltd., Class H | 7352000 | 2345886 |
|  | Beijing Jingyeda Technology Co. Ltd., Class A | 66390 | 202152 |
|  \* | Beijing Jingyuntong Technology Co. Ltd., Class A | 1246970 | 718628 |
|  | Beijing Kingsoft Office Software, Inc., Class A | 6724 | 339345 |
|  \* | Beijing Leike Defense Technology Co. Ltd., Class A | 613000 | 474801 |
|  | Beijing New Building Materials PLC, Class A | 385379 | 1287729 |
|  \* | Beijing North Star Co. Ltd., Class H | 4896000 | 547768 |
|  | Beijing Oriental Jicheng Co. Ltd., Class A | 83200 | 348028 |
|  | Beijing Originwater Technology Co. Ltd., Class A | 716573 | 439299 |
|  \* | Beijing Philisense Technology Co. Ltd., Class A | 709200 | 559383 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  CHINA — (Continued) | CHINA — (Continued) |  |  |
|  | Beijing Roborock Technology Co. Ltd., Class A | 43978 | $1009850 |
|  | Beijing Sanlian Hope Shin-Gosen Technical Service Co. Ltd., Class A | 167814 | 392118 |
|  | Beijing Sanyuan Foods Co. Ltd., Class A | 977900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;665628 |
|  \* | Beijing Science Sun Pharmaceutical Co. Ltd., Class A | 22886 | 40037 |
|  | Beijing Shiji Information Technology Co. Ltd., Class A | 165909 | 230301 |
|  | Beijing Shougang Co. Ltd., Class A | 1391400 | 821746 |
|  | Beijing Shunxin Agriculture Co. Ltd., Class A | 363200 | 800138 |
|  | Beijing Sifang Automation Co. Ltd., Class A | 137800 | 545383 |
|  | Beijing Sinnet Technology Co. Ltd., Class A | 563510 | 1080167 |
|  \* | Beijing Sinohytec Co. Ltd., Class H | 59740 | 226057 |
|  | Beijing SL Pharmaceutical Co. Ltd., Class A | 576065 | 610979 |
|  \* | Beijing Sojo Electric Co. Ltd., Class A | 131300 | 141882 |
|  \* | Beijing SPC Environment Protection Tech Co. Ltd., Class A | 984245 | 553444 |
|  | Beijing Strong Biotechnologies, Inc., Class A | 358705 | 688911 |
|  \* | Beijing SuperMap Software Co. Ltd., Class A | 150100 | 366150 |
|  | Beijing Teamsun Technology Co. Ltd., Class A | 489880 | 1316817 |
|  \* | Beijing Thunisoft Corp. Ltd., Class A | 495900 | 558425 |

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| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  CHINA — (Continued) | CHINA — (Continued) |  |  |
|  | Beijing Tiantan Biological Products Corp. Ltd., Class A | 278844 | $722163 |
|  # | Beijing Tong Ren Tang Chinese Medicine Co. Ltd. | 1825000 | 2025730 |
|  | Beijing Tong Ren Tang Co. Ltd., Class A | 161472 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;769053 |
|  | Beijing Tricolor Technology Co. Ltd., Class A | 92100 | 2230711 |
|  #\* | Beijing UBOX Online Technology Corp., Class H | 71000 | 26792 |
|  | Beijing Ultrapower Software Co. Ltd., Class A | 652700 | 1115968 |
|  | Beijing United Information Technology Co. Ltd., Class A | 334774 | 1337168 |
|  W | Beijing Urban Construction Design & Development Group Co. Ltd., Class H | 1744000 | 322803 |
|  | Beijing Wandong Medical Technology Co. Ltd., Class A | 113000 | 252196 |
|  \* | Beijing Wantai Biological Pharmacy Enterprise Co. Ltd., Class A | 20598 | 163382 |
|  \* | Beijing Watertek Information Technology Co. Ltd., Class A | 862743 | 744588 |
|  | Beijing Yanjing Brewery Co. Ltd., Class A | 768500 | 1270090 |
|  | Beijing Yuanliu Hongyuan Electronic Technology Co. Ltd., Class A | 90507 | 641318 |
|  | Beijing Zhong Ke San Huan High-Tech Co. Ltd., Class A | 451405 | 882920 |
|  | Beijing-Shanghai High Speed Railway Co. Ltd., Class A | 6539352 | 4768593 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  CHINA — (Continued) | CHINA — (Continued) |  |  |
|  \* | Beiqi Foton Motor Co. Ltd., Class A | 3112600 | $1313127 |
|  \* | Beken Corp., Class A | 12400 | 66840 |
|  \* | Bengang Steel Plates Co. Ltd., Class A | 657918 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;330157 |
|  \* | BeOne Medicines Ltd., Class H | 243900 | 5863917 |
|  \* | BeOne Medicines Ltd. (BGNE US), ADR | 9891 | 3070958 |
|  | Best Pacific International Holdings Ltd. | 1492000 | 629022 |
|  | Bestore Co. Ltd., Class A | 227252 | 395916 |
|  \* | Bestway Marine & Energy Technology Co. Ltd., Class A | 839200 | 796330 |
|  | Bethel Automotive Safety Systems Co. Ltd., Class A | 155600 | 1098424 |
|  | Betta Pharmaceuticals Co. Ltd., Class A | 58656 | 468907 |
|  \* | Better Life Commercial Chain Share Co. Ltd., Class A | 634700 | 468399 |
|  | Beyondsoft Corp., Class A | 261600 | 501623 |
|  \* | BGI Genomics Co. Ltd., Class A | 91500 | 632034 |
|  | Bichamp Cutting Technology Hunan Co. Ltd., Class A | 21700 | 61100 |
|  | Biem.L.Fdlkk Garment Co. Ltd., Class A | 424400 | 953564 |
|  \* | Bilibili, Inc., Class Z | 335980 | 10147598 |
|  | Binhai Investment Co. Ltd. | 1401053 | 197653 |
|  # | Binjiang Service Group Co. Ltd. | 414500 | 1313938 |
|  \* | Biocytogen Pharmaceuticals Beijing Co. Ltd., Class H | 35000 | 126491 |
|  \* | Biwin Storage Technology Co. Ltd., Class A | 22622 | 416426 |
|  | Black Peony Group Co. Ltd., Class A | 586282 | 704915 |
|  | Bloomage Biotechnology Corp. Ltd. (688363 C1), Class A | 36370 | 275891 |

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| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  CHINA — (Continued) | CHINA — (Continued) |  |  |
|  #W | Blue Moon Group Holdings Ltd. | 2196000 | $839595 |
|  \* | Blue Sail Medical Co. Ltd., Class A | 562828 | 434959 |
|  \* | Bluefocus Intelligent Communications Group Co. Ltd., Class A | 364720 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;376725 |
|  | Bluestar Adisseo Co., Class A | 341100 | 451073 |
|  W | BOC Aviation Ltd. | 1428500 | 12521788 |
|  | BOC International China Co. Ltd., Class A | 334200 | 660799 |
|  \* | BOE HC SemiTek Corp. | 611800 | 684978 |
|  | BOE Technology Group Co. Ltd., Class A | 9193679 | 5247941 |
|  # | BOE Varitronix Ltd. | 2312000 | 1481130 |
|  \* | Bohai Leasing Co. Ltd., Class A | 1919585 | 964384 |
|  \* | Bomin Electronics Co. Ltd., Class A | 355000 | 592136 |
|  | Bosideng International Holdings Ltd. | 25328157 | 15498646 |
|  | BOTH Engineering Technology Co. Ltd., Class A | 273000 | 478316 |
|  # | Boyaa Interactive International Ltd. | 1079000 | 740473 |
|  | Bright Dairy & Food Co. Ltd., Class A | 888369 | 1044010 |
|  \* | Brii Biosciences Ltd. | 186500 | 43676 |
|  # | Brilliance China Automotive Holdings Ltd. | 20104000 | 9891855 |
|  | Bros Eastern Co. Ltd., Class A | 750400 | 563540 |
|  \* | B-Soft Co. Ltd., Class A | 636815 | 425369 |
|  | BTG Hotels Group Co. Ltd., Class A | 517771 | 1057590 |
|  \* | Burning Rock Biotech Ltd., ADR | 1360 | 17558 |
|  \* | Business-intelligence of Oriental Nations Corp. Ltd., Class A | 583055 | 865690 |
|  | BYD Co. Ltd., Class H | 6044400 | 78093549 |
|  # | BYD Electronic International Co. Ltd. | 5858222 | 27502155 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  CHINA — (Continued) | CHINA — (Continued) |  |  |
|  | By-health Co. Ltd., Class A | 348629 | $614916 |
|  \* | C C Land Holdings Ltd. | 13761530 | 2107129 |
|  | C&D International Investment Group Ltd. | 4422325 | 9083245 |
|  | C&D Property Management Group Co. Ltd. | 1786000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;666138 |
|  | C&S Paper Co. Ltd., Class A | 624190 | 699088 |
|  | Caitong Securities Co. Ltd., Class A | 777690 | 940299 |
|  \*W | CALB Group Co. Ltd., Class H | 242100 | 1043550 |
|  | Camel Group Co. Ltd., Class A | 968500 | 1388938 |
|  | Cangzhou Mingzhu Plastic Co. Ltd., Class A | 981068 | 643080 |
|  | Canmax Technologies Co. Ltd., Class A | 285780 | 1221070 |
|  | Canny Elevator Co. Ltd., Class A | 538800 | 555919 |
|  \*W | CanSino Biologics, Inc., Class H | 47800 | 284202 |
|  \* | Capital Environment Holdings Ltd. | 15292000 | 167155 |
|  | Carpenter Tan Holdings Ltd. | 13000 | 13037 |
|  | Castech, Inc., Class A | 179157 | 1166802 |
|  | Cathay Biotech, Inc., Class A | 46659 | 333285 |
|  W | Cathay Group Holdings, Inc. | 800000 | 141676 |
|  | CCCC Design & Consulting Group Co. Ltd., Class A | 624800 | 673377 |
|  | CCS Supply Chain Management Co. Ltd., Class A | 615600 | 412980 |
|  \*†† | CECEP COSTIN New Materials Group Ltd. | 2583000 | 0 |
|  | CECEP Solar Energy Co. Ltd., Class A | 1393500 | 912804 |
|  | CECEP Wind-Power Corp., Class A | 2027790 | 880887 |
|  | Center International Group Co. Ltd., Class A | 235500 | 496257 |

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**CONTINUED** 

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| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  CHINA — (Continued) | CHINA — (Continued) |  |  |
|  | Central China Land Media Co. Ltd., Class A | 647403 | $1100401 |
|  \*†† | Central China Management Co. Ltd. | 6510074 | 16756 |
|  | Central China New Life Ltd. | 2033000 | 240123 |
|  # | Central China Securities Co. Ltd., Class H | 6542000 | 2170005 |
|  \* | CETC Chips Technology, Inc., Class A | 132200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;248429 |
|  | CETC Cyberspace Security Technology Co. Ltd., Class A | 104700 | 269130 |
|  | CETC Digital Technology Co. Ltd., Class A | 138905 | 531559 |
|  | CETC Potevio Science&Technology Co. Ltd., Class A | 52300 | 184635 |
|  # | CGN Mining Co. Ltd. | 4495000 | 2262370 |
|  | CGN New Energy Holdings Co. Ltd. | 13598000 | 4812422 |
|  \* | CGN Nuclear Technology Development Co. Ltd., Class A | 518900 | 590103 |
|  W | CGN Power Co. Ltd., Class H | 24536000 | 9720955 |
|  | Changbai Mountain Tourism Co. Ltd., Class A | 396900 | 2928945 |
|  | Changchun Faway Automobile Components Co. Ltd., Class A | 516810 | 684324 |
|  | Changchun High-Tech Industry Group Co. Ltd., Class A | 54518 | 860581 |
|  | Changchun UP Optotech Co. Ltd., Class A | 63500 | 474462 |
|  | Changhong Meiling Co. Ltd., Class A | 751700 | 734583 |
|  | Changjiang & Jinggong Steel Building Group Co. Ltd., Class A | 715725 | 428518 |

---

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| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  CHINA — (Continued) | CHINA — (Continued) |  |  |
|  | Changjiang Publishing & Media Co. Ltd., Class A | 1061200 | $1306358 |
|  | Changjiang Securities Co. Ltd., Class A | 1004899 | 1246201 |
|  | Changshu Fengfan Power Equipment Co. Ltd., Class A | 526650 | 355337 |
|  \* | ChangYuan Technology Group Ltd., Class A | 433400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;206786 |
|  | Changzheng Engineering Technology Co. Ltd., Class A | 303900 | 810749 |
|  | Changzhou Qianhong Biopharma Co. Ltd., Class A | 651000 | 851332 |
|  | Changzhou Xingyu Automotive Lighting Systems Co. Ltd., Class A | 53720 | 979669 |
|  \* | Chanjet Information Technology Co. Ltd., Class H | 50100 | 57708 |
|  | Chaoju Eye Care Holdings Ltd. | 1013000 | 331162 |
|  | Chaowei Power Holdings Ltd. | 4282000 | 799579 |
|  | Chaozhou Three-Circle Group Co. Ltd., Class A | 150173 | 1048144 |
|  W | Cheerwin Group Ltd. | 1274500 | 370162 |
|  \* | Chen Lin Education Group Holdings Ltd. | 638000 | 131594 |
|  | Cheng De Lolo Co. Ltd., Class A | 708900 | 919698 |
|  \* | Chengdu ALD Aviation Manufacturing Corp., Class A | 49720 | 182961 |
|  | Chengdu B-Ray Media Co. Ltd., Class A | 646600 | 456623 |
|  | Chengdu CORPRO Technology Co. Ltd., Class A | 25100 | 81230 |
|  | Chengdu Fusen Noble-House Industrial Co. Ltd., Class A | 249430 | 398124 |

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**CONTINUED** 

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| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  CHINA — (Continued) | CHINA — (Continued) |  |  |
|  | Chengdu Galaxy Magnets Co. Ltd., Class A | 60900 | $295352 |
|  | Chengdu Guibao Science & Technology Co. Ltd., Class A | 187200 | 589633 |
|  | Chengdu Haoneng Technology Co. Ltd., Class A | 158191 | 302411 |
|  | Chengdu Hi-tech Development Co. Ltd., Class A | 59400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;417965 |
|  | Chengdu Hongqi Chain Co. Ltd., Class A | 1038600 | 803246 |
|  | Chengdu Kanghong Pharmaceutical Group Co. Ltd., Class A | 293841 | 1398017 |
|  | Chengdu Kanghua Biological Products Co. Ltd., Class A | 84825 | 919554 |
|  | Chengdu Leejun Industrial Co. Ltd., Class A | 511700 | 804328 |
|  | Chengdu Spaceon Electronics Co. Ltd., Class A | 70548 | 174296 |
|  | Chengdu Wintrue Holding Co. Ltd., Class A | 602800 | 884531 |
|  | Chengdu Xingrong Environment Co. Ltd., Class A | 686192 | 681078 |
|  | Chengtun Mining Group Co. Ltd., Class A | 520300 | 816600 |
|  | Chenguang Biotech Group Co. Ltd., Class A | 240446 | 451920 |
|  \* | Chengxin Lithium Group Co. Ltd., Class A | 255000 | 913935 |
|  | Chengzhi Co. Ltd., Class A | 609800 | 656462 |
|  # | Chervon Holdings Ltd. | 185500 | 481335 |
|  | Chifeng Jilong Gold Mining Co. Ltd., Class A | 540200 | 2252492 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  CHINA — (Continued) | CHINA — (Continued) |  |  |
|  \*†† | Chiho Environmental Group Ltd. | 602000 | $12396 |
|  \* | China Aerospace International Holdings Ltd. | 12950600 | 948647 |
|  \* | China Agriculture Development Seed Group Co. Ltd., Class A | 358400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;323716 |
|  | China Aircraft Leasing Group Holdings Ltd. | 1968477 | 1128716 |
|  \* | China Anchu Energy Storage Group Ltd. | 1174000 | 71751 |
|  | China Animal Husbandry Industry Co. Ltd., Class A | 599701 | 647848 |
|  | China Automotive Engineering Research Institute Co. Ltd., Class A | 415200 | 1022398 |
|  | China Baoan Group Co. Ltd., Class A | 719012 | 1158106 |
|  | China Bester Group Telecom Co. Ltd., Class A | 40690 | 134373 |
|  | China BlueChemical Ltd., Class H | 13925122 | 4303080 |
|  \*W | China Bohai Bank Co. Ltd., Class H | 8660500 | 1136205 |
|  \* | China Boton Group Co. Ltd. | 172000 | 40244 |
|  | China CAMC Engineering Co. Ltd., Class A | 670993 | 803004 |
|  | China Chengtong Development Group Ltd. | 546000 | 8656 |
|  # | China Chunlai Education Group Co. Ltd. | 735000 | 412282 |
|  # | China Cinda Asset Management Co. Ltd., Class H | 74505000 | 12076856 |
|  | China CITIC Bank Corp. Ltd., Class H | 28167607 | 26874878 |
|  # | China Coal Energy Co. Ltd., Class H | 11418168 | 16084131 |
|  | China Coal Xinji Energy Co. Ltd., Class A | 1144300 | 1164658 |

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**CONTINUED** 

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| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  CHINA — (Continued) | CHINA — (Continued) |  |  |
|  \*†† | China Common Rich Renewable Energy Investments Ltd. | 37310000 | $0 |
|  | China Communications Services Corp. Ltd., Class H | 18417327 | 11037749 |
|  \* | China Conch Environment Protection Holdings Ltd. | 10016000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;745371 |
|  | China Conch Venture Holdings Ltd. | 10350500 | 12941605 |
|  | China Construction Bank Corp., Class H | 186235302 | 184380558 |
|  | China CSSC Holdings Ltd., Class A | 181178 | 915183 |
|  | China CYTS Tours Holding Co. Ltd., Class A | 514300 | 701243 |
|  | China Datang Corp. Renewable Power Co. Ltd., Class H | 14456000 | 4427061 |
|  | China Design Group Co. Ltd., Class A | 677445 | 743846 |
|  W | China Development Bank Financial Leasing Co. Ltd., Class H | 13818000 | 3037109 |
|  | China Dongxiang Group Co. Ltd. | 16851888 | 1085447 |
|  #W | China East Education Holdings Ltd. | 4307500 | 3621504 |
|  #\* | China Eastern Airlines Corp. Ltd., Class H | 7290000 | 3744075 |
|  # | China Education Group Holdings Ltd. | 8342012 | 3200943 |
|  | China Electronics Huada Technology Co. Ltd. | 5610000 | 1067112 |
|  \* | China Electronics Optics Valley Union Holding Co. Ltd. | 6460000 | 200833 |
|  | China Energy Engineering Corp. Ltd. (3996 HK), Class H | 13748000 | 2050906 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  CHINA — (Continued) | CHINA — (Continued) |  |  |
|  | China Energy Engineering Corp. Ltd. (601868 C1), Class A | 7215075 | $2444373 |
|  \* | China Enterprise Co. Ltd., Class A | 1069001 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;432716 |
|  | China Everbright Bank Co. Ltd., Class H | 7280000 | 2986599 |
|  # | China Everbright Environment Group Ltd. | 17391777 | 10760979 |
|  W | China Everbright Greentech Ltd. | 1282000 | 154919 |
|  | China Everbright Ltd. | 6680896 | 8675119 |
|  \* | China Express Airlines Co. Ltd., Class A | 627600 | 941781 |
|  W | China Feihe Ltd. | 30579000 | 16320360 |
|  | China Film Group Co. Ltd., Class A | 386900 | 791874 |
|  \* | China First Heavy Industries Co. Ltd., Class A | 1603900 | 725958 |
|  | China Foods Ltd. | 8514000 | 4544765 |
|  | China Galaxy Securities Co. Ltd., Class H | 13405000 | 19284472 |
|  # | China Gas Holdings Ltd. | 20147348 | 20722466 |
|  #\* | China Glass Holdings Ltd. | 3692000 | 219241 |
|  # | China Gold International Resources Corp. Ltd. (2099 HK) | 1621900 | 27301347 |
|  | China Great Wall Securities Co. Ltd., Class A | 583600 | 907384 |
|  \* | China Greatwall Technology Group Co. Ltd., Class A | 198200 | 471627 |
|  | China Green Electricity Investment of Tianjin Co. Ltd., Class A | 665905 | 815127 |
|  | China Hainan Rubber Industry Group Co. Ltd., Class A | 397500 | 315456 |
|  | China Haisum Engineering Co. Ltd., Class A | 218000 | 322785 |
|  | China Hanking Holdings Ltd. | 4987000 | 2789122 |

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| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  CHINA — (Continued) | CHINA — (Continued) |  |  |
|  \* | China Harmony Auto Holding Ltd. | 5879000 | $946848 |
|  | China Harzone Industry Corp. Ltd., Class A | 187900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;219984 |
|  \* | China High Speed Railway Technology Co. Ltd., Class A | 1255792 | 508048 |
|  #\* | China High Speed Transmission Equipment Group Co. Ltd. | 3938000 | 901950 |
|  # | China Hongqiao Group Ltd. | 15098000 | 57323987 |
|  #†† | China Huiyuan Juice Group Ltd. | 2951846 | 133185 |
|  W | China International Capital Corp. Ltd., Class H | 4155600 | 11305505 |
|  # | China International Marine Containers Group Co. Ltd., Class H | 5619740 | 5136686 |
|  | China Isotope & Radiation Corp., Class H | 314600 | 776462 |
|  # | China Jinmao Holdings Group Ltd. | 40555459 | 7008552 |
|  | China Jushi Co. Ltd., Class A | 858407 | 1977621 |
|  | China Kepei Education Group Ltd. | 3464000 | 647375 |
|  | China Kings Resources Group Co. Ltd., Class A | 189770 | 490270 |
|  | China Leadshine Technology Co. Ltd., Class A | 119900 | 745190 |
|  | China Lesso Group Holdings Ltd. | 9480000 | 5424876 |
|  | China Life Insurance Co. Ltd., Class H | 5744000 | 18113650 |
|  # | China Lilang Ltd. | 3609000 | 1564189 |
|  \*W | China Literature Ltd. | 1809000 | 9745436 |
|  \* | China Longevity Group Co. Ltd. | 893399 | 1150 |
|  | China Longyuan Power Group Corp. Ltd., Class H | 7481000 | 6928202 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  CHINA — (Continued) | CHINA — (Continued) |  |  |
|  \* | China Maple Leaf Educational Systems Ltd. | 12386000 | $613336 |
|  # | China Medical System Holdings Ltd. | 9950800 | 17161245 |
|  | China Meheco Group Co. Ltd., Class A | 528901 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;838027 |
|  # | China Meidong Auto Holdings Ltd. | 5014000 | 1140589 |
|  | China Mengniu Dairy Co. Ltd. | 16421000 | 29882131 |
|  | China Merchants Bank Co. Ltd., Class H | 15816646 | 99147157 |
|  | China Merchants Energy Shipping Co. Ltd., Class A | 2507196 | 3256641 |
|  | China Merchants Expressway Network & Technology Holdings Co. Ltd., Class A | 249300 | 359616 |
|  \* | China Merchants Land Ltd. | 12962000 | 475198 |
|  | China Merchants Port Holdings Co. Ltd. | 9293122 | 17998523 |
|  | China Merchants Property Operation & Service Co. Ltd., Class A | 821900 | 1324251 |
|  W | China Merchants Securities Co. Ltd., Class H | 1170860 | 2350784 |
|  | China Merchants Shekou Industrial Zone Holdings Co. Ltd., Class A | 715204 | 949903 |
|  #\*†† | China Metal Recycling Holdings Ltd. | 1955133 | 0 |
|  # | China Minsheng Banking Corp. Ltd., Class H | 15286460 | 7831470 |
|  # | China Modern Dairy Holdings Ltd. | 23804000 | 3709148 |
|  | China National Accord Medicines Corp. Ltd., Class A | 234829 | 839127 |
|  | China National Building Material Co. Ltd., Class H | 17948616 | 12719425 |

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**CONTINUED** 

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| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  CHINA — (Continued) | CHINA — (Continued) |  |  |
|  | China National Chemical Engineering Co. Ltd., Class A | 1312300 | $1426106 |
|  | China National Electric Apparatus Research Institute Co. Ltd., Class A | 109955 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;497800 |
|  | China National Gold Group Gold Jewellery Co. Ltd., Class A | 679583 | 788690 |
|  | China National Medicines Corp. Ltd., Class A | 246682 | 1033163 |
|  | China National Nuclear Power Co. Ltd., Class A | 4248021 | 5362229 |
|  \* | China National Software & Service Co. Ltd., Class A | 18000 | 132312 |
|  \*W | China New Higher Education Group Ltd. | 9898457 | 1566852 |
|  | China Nonferrous Metal Industry's Foreign Engineering & Construction Co. Ltd., Class A | 899800 | 844029 |
|  # | China Nonferrous Mining Corp. Ltd. | 12502000 | 23059246 |
|  | China Northern Rare Earth Group High-Tech Co. Ltd., Class A | 289518 | 2067551 |
|  \* | China Nuclear Energy Technology Corp. Ltd. | 1000000 | 77114 |
|  \* | China Oil & Gas Group Ltd. | 33760000 | 757248 |
|  | China Oilfield Services Ltd., Class H | 12854000 | 12548735 |
|  | China Oriental Group Co. Ltd. | 8182000 | 1380808 |
|  # | China Overseas Grand Oceans Group Ltd. | 12785450 | 3572254 |
|  | China Overseas Land & Investment Ltd. | 10547533 | 17700805 |
|  | China Overseas Property Holdings Ltd. | 9261344 | 5780706 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  CHINA — (Continued) | CHINA — (Continued) |  |  |
|  | China Pacific Insurance Group Co. Ltd., Class H | 9297465 | $37692396 |
|  | China Petroleum & Chemical Corp., Class H | 76532400 | 40707903 |
|  | China Petroleum Engineering Corp., Class A | 621600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;311254 |
|  # | China Power International Development Ltd. | 22822600 | 9838778 |
|  \*†† | China Properties Investment Holdings Ltd. | 397000 | 0 |
|  | China Publishing & Media Co. Ltd., Class A | 1384593 | 1333408 |
|  | China Qinfa Group Ltd. | 1232000 | 462609 |
|  | China Railway Group Ltd., Class H | 11382000 | 5773842 |
|  | China Railway Hi-tech Industry Co. Ltd., Class A | 780700 | 922658 |
|  | China Railway Materials Co. Ltd., Class A | 1513500 | 570017 |
|  W | China Railway Signal & Communication Corp. Ltd., Class H | 7179000 | 3149940 |
|  | China Railway Tielong Container Logistics Co. Ltd., Class A | 1063200 | 965645 |
|  \* | China Rare Earth Holdings Ltd. | 9802399 | 883037 |
|  \* | China Rare Earth Resources & Technology Co. Ltd., Class A | 23500 | 174120 |
|  | China Reinsurance Group Corp., Class H | 33539000 | 6811310 |
|  \*W | China Renaissance Holdings Ltd. | 360100 | 268578 |
|  | China Resource & Environment Co. Ltd., Class A | 1036600 | 626680 |
|  | China Resources Beer Holdings Co. Ltd. | 8577661 | 29340131 |

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| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  CHINA — (Continued) | CHINA — (Continued) |  |  |
|  | China Resources Boya Bio-pharmaceutical Group Co. Ltd., Class A | 214800 | $762571 |
|  | China Resources Building Materials Technology Holdings Ltd. | 17968946 | 3907814 |
|  | China Resources Double Crane Pharmaceutical Co. Ltd., Class A | 379554 | 1027302 |
|  | China Resources Gas Group Ltd. | 6707700 | 18444977 |
|  | China Resources Land Ltd. | 14481610 | 52321143 |
|  # | China Resources Medical Holdings Co. Ltd. | 7900000 | 3432551 |
|  | China Resources Microelectronics Ltd., Class A | 48115 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;343252 |
|  W | China Resources Mixc Lifestyle Services Ltd. | 2217800 | 11603792 |
|  #W | China Resources Pharmaceutical Group Ltd. | 13015500 | 8340915 |
|  | China Resources Power Holdings Co. Ltd. | 6312820 | 15095841 |
|  | China Resources Sanjiu Medical & Pharmaceutical Co. Ltd., Class A | 418418 | 1696155 |
|  # | China Risun Group Ltd. | 9003000 | 2709878 |
|  \* | China Ruifeng Renewable Energy Holdings Ltd. | 652400 | 60425 |
|  \* | China Ruyi Holdings Ltd. | 24996000 | 8910006 |
|  #\* | China Sanjiang Fine Chemicals Co. Ltd. | 6240000 | 1972846 |
|  | China Science Publishing & Media Ltd., Class A | 73700 | 202235 |
|  \* | China Shanshui Cement Group Ltd. | 80000 | 8201 |
|  \*W | China Shengmu Organic Milk Ltd. | 6968000 | 310355 |

---

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| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  CHINA — (Continued) | CHINA — (Continued) |  |  |
|  # | China Shenhua Energy Co. Ltd., Class H | 11838000 | $61642623 |
|  # | China Shineway Pharmaceutical Group Ltd. | 2524000 | 2726357 |
|  \* | China Silver Group Ltd. | 1270000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;102642 |
|  | China South Publishing & Media Group Co. Ltd., Class A | 556834 | 947191 |
|  #\* | China Southern Airlines Co. Ltd., Class H | 8720000 | 5258445 |
|  | China Southern Power Grid Energy Efficiency&Clean Energy Co. Ltd. (003035 C2), Class A | 804519 | 557325 |
|  | China Southern Power Grid Technology Co. Ltd., Class A | 43731 | 325914 |
|  | China Starch Holdings Ltd. | 20505000 | 503160 |
|  | China State Construction Development Holdings Ltd. | 3954000 | 601072 |
|  | China State Construction Engineering Corp. Ltd., Class A | 7859092 | 5999162 |
|  | China State Construction International Holdings Ltd. | 15964000 | 18160012 |
|  | China Sunshine Paper Holdings Co. Ltd. | 5651500 | 1220998 |
|  # | China Suntien Green Energy Corp. Ltd., Class H | 10087000 | 5640030 |
|  | China Taiping Insurance Holdings Co. Ltd. | 13891130 | 31597676 |
|  | China Testing & Certification International Group Co. Ltd., Class A | 417388 | 383197 |
|  | China Tianying, Inc., Class A | 1902956 | 1569819 |

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**CONTINUED** 

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| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  CHINA — (Continued) | CHINA — (Continued) |  |  |
|  | China Tobacco International HK Co. Ltd. | 1406000 | $6849043 |
|  #W | China Tourism Group Duty Free Corp. Ltd. (1880 HK), Class H | 230700 | 1982475 |
|  | China Tourism Group Duty Free Corp. Ltd. (601888 C1), Class A | 62517 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;668762 |
|  W | China Tower Corp. Ltd., Class H | 25360500 | 36636958 |
|  # | China Traditional Chinese Medicine Holdings Co. Ltd. | 22278000 | 6711109 |
|  \* | China TransInfo Technology Co. Ltd., Class A | 398842 | 623801 |
|  #\* | China Travel International Investment Hong Kong Ltd. | 15643892 | 3459646 |
|  | China Tungsten & Hightech Materials Co. Ltd., Class A | 754160 | 2483411 |
|  \* | China Union Holdings Ltd., Class A | 693600 | 399414 |
|  #\* | China Vanke Co. Ltd., Class H | 10881376 | 6164741 |
|  | China Vered Financial Holding Corp. Ltd. | 2060500 | 293585 |
|  | China Wafer Level CSP Co. Ltd., Class A | 83494 | 344885 |
|  # | China Water Affairs Group Ltd. | 5352000 | 4317505 |
|  | China West Construction Group Co. Ltd., Class A | 689800 | 640162 |
|  | China World Trade Center Co. Ltd., Class A | 243400 | 689997 |
|  | China XD Electric Co. Ltd., Class A | 1112600 | 1247231 |
|  | China XLX Fertiliser Ltd. | 5425000 | 5118868 |
|  | China Yangtze Power Co. Ltd., Class A | 2583803 | 10207845 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  CHINA — (Continued) | CHINA — (Continued) |  |  |
|  # | China Yongda Automobiles Services Holdings Ltd. | 8983000 | $1972465 |
|  #\*W | China Youran Dairy Group Ltd. | 5985000 | 2500338 |
|  \*W | China Yuhua Education Corp. Ltd. | 16216000 | 1165681 |
|  | China Zhenhua Group Science & Technology Co. Ltd., Class A | 105500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;747807 |
|  | China Zheshang Bank Co. Ltd., Class H | 4538599 | 1478512 |
|  | China-Singapore Suzhou Industrial Park Development Group Co. Ltd., Class A | 262500 | 341963 |
|  # | Chinasoft International Ltd. | 18842000 | 14105073 |
|  | Chinese Universe Publishing & Media Group Co. Ltd., Class A | 481672 | 702787 |
|  | Chongqing Brewery Co. Ltd., Class A | 109300 | 825133 |
|  | Chongqing Changan Automobile Co. Ltd., Class A | 1873998 | 3264349 |
|  | Chongqing Chuanyi Automation Co. Ltd., Class A | 278349 | 913266 |
|  \* | Chongqing Construction Engineering Group Corp. Ltd., Class A | 126900 | 56566 |
|  | Chongqing Department Store Co. Ltd., Class A | 244221 | 938481 |
|  | Chongqing Fuling Electric Power Industrial Co. Ltd., Class A | 621385 | 863934 |
|  | Chongqing Fuling Zhacai Group Co. Ltd., Class A | 452930 | 835524 |
|  | Chongqing Gas Group Corp. Ltd., Class A | 759500 | 625789 |

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| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  CHINA — (Continued) | CHINA — (Continued) |  |  |
|  | Chongqing Machinery & Electric Co. Ltd., Class H | 3385962 | $805487 |
|  | Chongqing Pharscin Pharmaceutical Co. Ltd., Class A | 113800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;262121 |
|  | Chongqing Port Co. Ltd., Class A | 1174600 | 895962 |
|  \* | Chongqing Qianli Technology Co. Ltd., Class A | 250800 | 420423 |
|  | Chongqing Road & Bridge Co. Ltd., Class A | 446500 | 424983 |
|  | Chongqing Rural Commercial Bank Co. Ltd., Class H | 16086000 | 13229002 |
|  | Chongqing Sanfeng Environment Group Corp. Ltd., Class A | 1263600 | 1500535 |
|  \* | Chongqing Taiji Industry Group Co. Ltd., Class A | 246900 | 729057 |
|  | Chongqing Zhifei Biological Products Co. Ltd., Class A | 257017 | 743699 |
|  | Chongqing Zongshen Power Machinery Co. Ltd., Class A | 90702 | 303836 |
|  | Chongyi Zhangyuan Tungsten Industry Co. Ltd., Class A | 750100 | 1359826 |
|  # | Chow Tai Fook Jewellery Group Ltd. | 2750000 | 5382360 |
|  | Chow Tai Seng Jewellery Co. Ltd., Class A | 524089 | 1019549 |
|  #\* | CIFI Holdings Group Co. Ltd. | 1650000 | 47467 |
|  | CIG Shanghai Co. Ltd., Class A | 55000 | 792908 |
|  | CIMC Enric Holdings Ltd. | 5994000 | 5789186 |
|  | Cisen Pharmaceutical Co. Ltd., Class A | 335600 | 1000200 |
|  | CITIC Heavy Industries Co. Ltd., Class A | 719800 | 760298 |
|  | CITIC Ltd. | 14587567 | 22546983 |
|  | CITIC Resources Holdings Ltd. | 18886000 | 1007180 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  CHINA — (Continued) | CHINA — (Continued) |  |  |
|  # | CITIC Securities Co. Ltd., Class H | 4231650 | $16110262 |
|  | City Development Environment Co. Ltd., Class A | 506640 | 1063834 |
|  #\* | Citychamp Watch & Jewellery Group Ltd. | 10256000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;241138 |
|  \* | ClouDr Group Ltd. | 449800 | 69345 |
|  #\* | CMGE Technology Group Ltd. | 9948000 | 505871 |
|  # | CMOC Group Ltd., Class H | 17772000 | 38475621 |
|  | CMST Development Co. Ltd., Class A | 1217100 | 1017910 |
|  \* | CNFinance Holdings Ltd., ADR | 1760 | 8799 |
|  | CNGR Advanced Material Co. Ltd., Class A | 197499 | 1278004 |
|  \* | CNNC International Ltd. | 247000 | 191307 |
|  | CNOOC Energy Technology & Services Ltd., Class A | 2600600 | 1426428 |
|  | CNSIG Inner Mongolia Chemical Industry Co. Ltd., Class A | 836020 | 932184 |
|  \* | COFCO Biotechnology Co. Ltd., Class A | 800915 | 667875 |
|  | COFCO Capital Holdings Co. Ltd., Class A | 235700 | 420882 |
|  #\* | COFCO Joycome Foods Ltd. | 20437000 | 4359808 |
|  | COFCO Sugar Holding Co. Ltd., Class A | 780453 | 1715657 |
|  | Cofoe Medical Technology Co. Ltd., Class A | 97650 | 599563 |
|  \* | COL Group Co. Ltd., Class A | 32800 | 130868 |
|  | Comba Telecom Systems Holdings Ltd. | 11248000 | 4244233 |
|  # | Concord New Energy Group Ltd. | 52405909 | 2597180 |
|  | Consun Pharmaceutical Group Ltd. | 3334000 | 6449064 |

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| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  CHINA — (Continued) | CHINA — (Continued) |  |  |
|  | Contec Medical Systems Co. Ltd., Class A | 66800 | $154340 |
|  | Contemporary Amperex Technology Co. Ltd., Class A | 923820 | 50509906 |
|  | Continental Aerospace Technologies Holding Ltd. | 17942207 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;308289 |
|  | COSCO SHIPPING Development Co. Ltd., Class H | 25500300 | 3803975 |
|  # | COSCO SHIPPING Energy Transportation Co. Ltd., Class H | 8722000 | 12331477 |
|  # | COSCO SHIPPING Holdings Co. Ltd., Class H | 14681349 | 25460851 |
|  | COSCO SHIPPING International Hong Kong Co. Ltd. | 3626000 | 2795929 |
|  # | COSCO SHIPPING Ports Ltd. | 8783811 | 6475520 |
|  | COSCO SHIPPING Specialized Carriers Co. Ltd., Class A | 1005900 | 1028954 |
|  | COSCO SHIPPING Technology Co. Ltd., Class A | 122000 | 301213 |
|  | Cosonic Intelligent Technologies Co. Ltd., Class A | 164400 | 383437 |
|  | CQ Pharmaceutical Holding Co. Ltd., Class A | 1145354 | 864604 |
|  \* | Crazy Sports Group Ltd. | 16280600 | 175764 |
|  | CRRC Corp. Ltd., Class H | 10735000 | 8145893 |
|  | Crystal Clear Electronic Material Co. Ltd., Class A | 255766 | 627276 |
|  W | CSC Financial Co. Ltd., Class H | 1080500 | 1832822 |
|  | CSG Holding Co. Ltd., Class A | 1190296 | 795963 |
|  \* | CSG Smart Science&Technology Co. Ltd., Class A | 253900 | 448053 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  CHINA — (Continued) | CHINA — (Continued) |  |  |
|  | CSPC Innovation Pharmaceutical Co. Ltd., Class A | 97857 | $487183 |
|  # | CSPC Pharmaceutical Group Ltd. | 58620400 | 57740643 |
|  | CSSC Hong Kong Shipping Co. Ltd. | 11548000 | 3088488 |
|  | CSSC Science & Technology Co. Ltd., Class A | 402000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;676842 |
|  | CTS International Logistics Corp. Ltd., Class A | 1080550 | 937508 |
|  \* | CWT International Ltd. | 23990000 | 757225 |
|  \* | Cybrid Technologies, Inc., Class A | 165000 | 270825 |
|  \* | Daan Gene Co. Ltd., Class A | 786280 | 719888 |
|  | Dajin Heavy Industry Co. Ltd., Class A | 267400 | 1891089 |
|  | Dalian Bio-Chem Co. Ltd., Class A | 118540 | 499314 |
|  | Dalian Huarui Heavy Industry Group Co. Ltd., Class A | 1594163 | 1443128 |
|  #\* | Dalipal Holdings Ltd. | 1812000 | 1511290 |
|  \* | Damai Entertainment Holdings Ltd. | 87520000 | 10352151 |
|  | Daphne International Holdings Ltd. | 130000 | 7038 |
|  | Daqin Railway Co. Ltd., Class A | 2784238 | 2242639 |
|  | Dashang Co. Ltd., Class A | 293672 | 726549 |
|  | DaShenLin Pharmaceutical Group Co. Ltd., Class A | 362856 | 932394 |
|  # | Datang International Power Generation Co. Ltd., Class H | 12070000 | 3710364 |
|  \* | Datang Telecom Technology Co. Ltd., Class A | 244900 | 282870 |
|  | Dawnrays Pharmaceutical Holdings Ltd. | 5718982 | 884616 |
|  | Dazhong Transportation Group Co. Ltd., Class A | 576400 | 478157 |

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| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  CHINA — (Continued) | CHINA — (Continued) |  |  |
|  \* | DBAPP Security Ltd., Class A | 38474 | $309781 |
|  | DBG Technology Co. Ltd., Class A | 150256 | 650920 |
|  | DeHua TB New Decoration Materials Co. Ltd., Class A | 542283 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;962230 |
|  | Deppon Logistics Co. Ltd., Class A | 455000 | 954465 |
|  \* | Dezhan Healthcare Co. Ltd., Class A | 1061300 | 653304 |
|  | DHC Software Co. Ltd., Class A | 697312 | 1013104 |
|  | Dian Diagnostics Group Co. Ltd., Class A | 341679 | 780668 |
|  | Digital China Group Co. Ltd., Class A | 264025 | 1598370 |
|  # | Digital China Holdings Ltd. | 4095000 | 1580111 |
|  \* | Digital China Information Service Group Co. Ltd., Class A | 361457 | 964862 |
|  \* | Dingdang Health Technology Group Ltd. | 142000 | 20601 |
|  | Dirui Industrial Co. Ltd., Class A | 72900 | 139369 |
|  | Do-Fluoride New Materials Co. Ltd., Class A | 237951 | 949978 |
|  | Dong-E-E-Jiao Co. Ltd., Class A | 132743 | 885746 |
|  # | Dongfang Electric Corp. Ltd., Class H | 1788600 | 4364168 |
|  | Dongfang Electronics Co. Ltd., Class A | 347053 | 580720 |
|  | DongFeng Automobile Co. Ltd., Class A | 403200 | 438505 |
|  | Dongfeng Electronic Technology Co. Ltd., Class A | 243530 | 428427 |
|  #\* | Dongfeng Motor Group Co. Ltd., Class H | 16158000 | 19546690 |
|  | Dongguan Aohai Technology Co. Ltd., Class A | 125740 | 833274 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  CHINA — (Continued) | CHINA — (Continued) |  |  |
|  | Dongguan Development Holdings Co. Ltd., Class A | 420100 | $696084 |
|  | Dongguan Rural Commercial Bank Co. Ltd., Class H | 50000 | 21792 |
|  | Dongguan Yutong Optical Technology Co. Ltd., Class A | 154300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;668271 |
|  | Donghua Testing Technology Co. Ltd., Class A | 36300 | 275352 |
|  \* | Dongjiang Environmental Co. Ltd., Class H | 546995 | 175602 |
|  | Dongxing Securities Co. Ltd., Class A | 581155 | 1034961 |
|  | Dongyue Group Ltd. | 13139000 | 16904312 |
|  | Double Medical Technology, Inc., Class A | 20500 | 144038 |
|  # | DouYu International Holdings Ltd., ADR | 67516 | 463833 |
|  \* | DPC Dash Ltd. | 88500 | 1004342 |
|  | Dynagreen Environmental Protection Group Co. Ltd., Class H | 2883000 | 2023078 |
|  | Eaglerise Electric & Electronic China Co. Ltd., Class A | 320800 | 1154227 |
|  #\*W | East Buy Holding Ltd. | 1510000 | 4254939 |
|  | East Money Information Co. Ltd., Class A | 923330 | 3312315 |
|  | Eastcompeace Technology Co. Ltd., Class A | 184700 | 628557 |
|  | Eastern Communications Co. Ltd., Class A | 177500 | 326592 |
|  \* | Easyhome New Retail Group Co. Ltd., Class A | 2085200 | 846972 |
|  | E-Commodities Holdings Ltd. | 10586000 | 1130540 |
|  | Ecovacs Robotics Co. Ltd., Class A | 74692 | 939150 |
|  | Edan Instruments, Inc., Class A | 254388 | 495525 |
|  | Edifier Technology Co. Ltd., Class A | 272800 | 491609 |

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| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  CHINA — (Continued) | CHINA — (Continued) |  |  |
|  | Edvantage Group Holdings Ltd. | 3152088 | $568304 |
|  # | EEKA Fashion Holdings Ltd. | 2155500 | 2175247 |
|  \* | EFORT Intelligent Robot Co. Ltd. | 10238 | 32717 |
|  | EIT Environmental Development Group Co. Ltd., Class A | 145919 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;475438 |
|  | Electric Connector Technology Co. Ltd., Class A | 162850 | 1152303 |
|  \*†† | Elion Energy Co. Ltd., Class A | 1910265 | 18798 |
|  | EmbedWay Technologies Shanghai Corp., Class A | 57300 | 230584 |
|  | ENN Energy Holdings Ltd. | 2716000 | 23665239 |
|  | ENN Natural Gas Co. Ltd., Class A | 662095 | 1816784 |
|  | Eoptolink Technology, Inc. Ltd., Class A | 137261 | 6594994 |
|  | Era Co. Ltd., Class A | 762200 | 456506 |
|  | Espressif Systems Shanghai Co. Ltd., Class A | 14875 | 349486 |
|  | Essex Bio-technology Ltd. | 1795000 | 994939 |
|  \* | Estun Automation Co. Ltd., Class A | 7600 | 26895 |
|  | Eternal Asia Supply Chain Management Ltd., Class A | 715400 | 511834 |
|  | EVA Precision Industrial Holdings Ltd. | 9584516 | 1468388 |
|  | Eve Energy Co. Ltd., Class A | 220597 | 2579949 |
|  # | Ever Sunshine Services Group Ltd. | 5654000 | 1270441 |
|  #W | Everbright Securities Co. Ltd., Class H | 1197200 | 1503360 |
|  \* | EverChina International Holdings Co. Ltd. | 18107500 | 328843 |
|  \*W | Everest Medicines Ltd. | 411500 | 2595454 |
|  | EverProX Technologies Co. Ltd., Class A | 21700 | 304066 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  CHINA — (Continued) | CHINA — (Continued) |  |  |
|  | Excellence Commercial Property & Facilities Management Group Ltd. | 893000 | $118490 |
|  | Explosive Co. Ltd., Class A | 184900 | 359391 |
|  | Eyebright Medical Technology Beijing Co. Ltd., Class A | 35270 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;321571 |
|  | Fangda Carbon New Material Co. Ltd., Class A | 806329 | 698190 |
|  | Fangda Special Steel Technology Co. Ltd., Class A | 1055631 | 878707 |
|  | Far East Horizon Ltd. | 16837000 | 15114469 |
|  \* | Far East Smarter Energy Co. Ltd., Class A | 994800 | 1090226 |
|  \* | Farasis Energy Gan Zhou Co. Ltd., Class A | 256681 | 643363 |
|  | FAW Jiefang Group Co. Ltd., Class A | 428900 | 433046 |
|  | FAWER Automotive Parts Co. Ltd., Class A | 1246978 | 984793 |
|  | Feilong Auto Components Co. Ltd., Class A | 396100 | 1253168 |
|  \*W | Feiyu Technology International Co. Ltd. | 205500 | 18730 |
|  | Fengzhushou Co. Ltd., Class A | 14300 | 70097 |
|  | Ferrotec Anhui Technology Development Co. Ltd., Class A | 49300 | 270506 |
|  | FESCO Group Co. Ltd., Class A | 188700 | 502624 |
|  | Fiberhome Telecommunication Technologies Co. Ltd., Class A | 226700 | 774340 |
|  | Fibocom Wireless, Inc., Class A | 141494 | 542954 |
|  \* | FIH Mobile Ltd. | 1213800 | 2897260 |
|  \* | Financial Street Holdings Co. Ltd., Class A | 1428957 | 606771 |

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| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  CHINA — (Continued) | CHINA — (Continued) |  |  |
|  # | FinVolution Group, ADR | 983717 | $6010511 |
|  | First Capital Securities Co. Ltd., Class A | 597100 | 649855 |
|  # | First Tractor Co. Ltd., Class H | 2008000 | 2020275 |
|  # | Flat Glass Group Co. Ltd., Class H | 2305000 | 3624197 |
|  | Focus Lightings Tech Co. Ltd., Class A | 454720 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;576521 |
|  | Focus Media Information Technology Co. Ltd., Class A | 2460600 | 2678203 |
|  | Focused Photonics Hangzhou, Inc., Class A | 232000 | 541526 |
|  \* | Focuslight Technologies, Inc., Class A | 27506 | 557064 |
|  | Foryou Corp., Class A | 187100 | 833076 |
|  | Foshan Electrical & Lighting Co. Ltd., Class A | 610100 | 540272 |
|  | Foshan Haitian Flavouring & Food Co. Ltd., Class A | 549025 | 2942460 |
|  | Foshan Nationstar Optoelectronics Co. Ltd., Class A | 386684 | 474740 |
|  | Fosun International Ltd. | 11497120 | 7293055 |
|  \* | Founder Holdings Ltd. | 1088000 | 110642 |
|  | Founder Securities Co. Ltd., Class A | 730500 | 845327 |
|  | Fountain SET Holdings Ltd. | 234000 | 19879 |
|  | Foxconn Industrial Internet Co. Ltd., Class A | 1833456 | 18489662 |
|  | Friend Co. Ltd., Class A | 85700 | 172702 |
|  # | Fu Shou Yuan International Group Ltd. | 10632000 | 4022006 |
|  | Fuan Pharmaceutical Group Co. Ltd., Class A | 337800 | 213315 |
|  # | Fufeng Group Ltd. | 17110800 | 17712115 |
|  \*†† | Fuguiniao Co. Ltd. | 782600 | 0 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  CHINA — (Continued) | CHINA — (Continued) |  |  |
|  | Fujian Apex Software Co. Ltd., Class A | 66160 | $368593 |
|  | Fujian Boss Software Development Co. Ltd., Class A | 291996 | 559321 |
|  | Fujian Funeng Co. Ltd., Class A | 719783 | 1023143 |
|  | Fujian Fuxin Software Development JSC Ltd., Class A | 34467 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;520482 |
|  \* | Fujian Kuncai Material Technology Co. Ltd., Class A | 81100 | 210368 |
|  | Fujian Longking Co. Ltd., Class A | 462211 | 1095484 |
|  | Fujian Qingshan Paper Industry Co. Ltd., Class A | 889000 | 447410 |
|  \* | Fujian Snowman Group Co. Ltd., Class A | 304800 | 473548 |
|  | Fujian Star-net Communication Co. Ltd., Class A | 200508 | 754530 |
|  | Fujian Sunner Development Co. Ltd., Class A | 430208 | 1024722 |
|  | Fujian Tianma Science & Technology Group Co. Ltd., Class A | 328120 | 656913 |
|  | Fujian Yongfu Power Engineering Co. Ltd., Class A | 9500 | 37224 |
|  | Fujian Yuanli Active Carbon Co. Ltd., Class A | 179000 | 416220 |
|  | Fulin Precision Co. Ltd., Class A | 294420 | 810809 |
|  | Fushun Special Steel Co. Ltd., Class A | 60900 | 44855 |
|  \* | Future Machine Ltd. | 619000 | 54034 |
|  W | Fuyao Glass Industry Group Co. Ltd., Class H | 2911600 | 25928755 |
|  | Gan & Lee Pharmaceuticals Co. Ltd., Class A | 74000 | 706246 |
|  #W | Ganfeng Lithium Group Co. Ltd., Class H | 1564039 | 10328358 |

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| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  CHINA — (Continued) | CHINA — (Continued) |  |  |
|  | Gansu Energy Chemical Co. Ltd., Class A | 3848240 | $1400926 |
|  \* | Gansu Jiu Steel Group Hongxing Iron & Steel Co. Ltd., Class A | 962600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;228755 |
|  | Gansu Shangfeng Cement Co. Ltd., Class A | 677390 | 1075191 |
|  | Gansu Yasheng Industrial Group Co. Ltd., Class A | 1353900 | 590073 |
|  | Gaona Aero Material Co. Ltd., Class A | 372700 | 868085 |
|  | Gaush Meditech Ltd. | 187100 | 219124 |
|  | G-bits Network Technology Xiamen Co. Ltd., Class A | 21200 | 1408999 |
|  | GCL Energy Technology Co. Ltd., Class A | 709995 | 1068249 |
|  #\* | GCL New Energy Holdings Ltd. | 2556218 | 246489 |
|  \* | GCL System Integration Technology Co. Ltd., Class A | 253800 | 88777 |
|  #\* | GCL Technology Holdings Ltd. | 96911320 | 16941020 |
|  | GD Power Development Co. Ltd., Class A | 1913278 | 1422932 |
|  \* | GDS Holdings Ltd. (9698 HK), Class A | 4309200 | 19199443 |
|  #\* | GDS Holdings Ltd. (GDS US), ADR | 145833 | 5206238 |
|  | Geely Automobile Holdings Ltd. | 23035000 | 54646151 |
|  | GEM Co. Ltd., Class A | 1492900 | 1786769 |
|  \* | Gemdale Corp., Class A | 921200 | 506516 |
|  #\* | Gemdale Properties & Investment Corp. Ltd. | 39432000 | 889385 |
|  | GemPharmatech Co. Ltd., Class A | 110347 | 276620 |
|  W | Genertec Universal Medical Group Co. Ltd. | 6737000 | 5366457 |
|  \* | Genimous Technology Co. Ltd., Class A | 477000 | 611369 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  CHINA — (Continued) | CHINA — (Continued) |  |  |
|  #\* | Genscript Biotech Corp. | 5974000 | $12399888 |
|  \* | Geo-Jade Petroleum Corp., Class A | 1205300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;401995 |
|  | Geovis Technology Co. Ltd., Class A | 95574 | 548050 |
|  | GEPIC Energy Development Co. Ltd., Class A | 522400 | 511624 |
|  | Getein Biotech, Inc., Class A | 282378 | 330416 |
|  # | GF Securities Co. Ltd., Class H | 3127400 | 7550213 |
|  #W | Giant Biogene Holding Co. Ltd. | 1739800 | 8337608 |
|  | Giantec Semiconductor Corp., Class A | 18472 | 430745 |
|  | Ginlong Technologies Co. Ltd., Class A | 103959 | 1174974 |
|  | Glarun Technology Co. Ltd., Class A | 91387 | 366858 |
|  #\* | Global New Material International Holdings Ltd. | 474000 | 304340 |
|  | GoerTek, Inc., Class A | 459244 | 2117838 |
|  | Goke Microelectronics Co. Ltd., Class A | 16700 | 209595 |
|  | Goldcard Smart Group Co. Ltd., Class A | 140500 | 287559 |
|  W | Golden Throat Holdings Group Co. Ltd. | 1188500 | 525883 |
|  | Goldenmax International Group Ltd., Class A | 368071 | 853067 |
|  | Goldpac Group Ltd. | 2119000 | 272360 |
|  # | Goldwind Science & Technology Co. Ltd., Class H | 5009984 | 8503725 |
|  \* | GOME Retail Holdings Ltd. | 8015660 | 19603 |
|  | Goneo Group Co. Ltd., Class A | 97272 | 597244 |
|  | Goodbaby International Holdings Ltd. | 3463000 | 529144 |
|  \* | GoodWe Technologies Co. Ltd. (688390 C1), Class A | 79028 | 675951 |

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| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  CHINA — (Continued) | CHINA — (Continued) |  |  |
|  \* | Gosuncn Technology Group Co. Ltd., Class A | 142200 | $115949 |
|  | Gotion High-tech Co. Ltd., Class A | 323200 | 2069302 |
|  # | Grand Pharmaceutical Group Ltd. | 10364500 | 11034270 |
|  | Grandblue Environment Co. Ltd., Class A | 135827 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;537067 |
|  \* | Grandjoy Holdings Group Co. Ltd., Class A | 1565201 | 654181 |
|  | Great Wall Motor Co. Ltd., Class H | 9729250 | 18817931 |
|  \* | Greatoo Intelligent Equipment, Inc., Class A | 174200 | 190765 |
|  \* | Greattown Holdings Ltd., Class A | 607052 | 467547 |
|  | Gree Electric Appliances, Inc. of Zhuhai, Class A | 686953 | 3841219 |
|  # | Greentown China Holdings Ltd. | 8356500 | 8943930 |
|  #W | Greentown Management Holdings Co. Ltd. | 4936000 | 1919112 |
|  | Greentown Service Group Co. Ltd. | 11114000 | 6384710 |
|  | GRG Banking Equipment Co. Ltd., Class A | 431426 | 779264 |
|  | GRG Metrology & Test Group Co. Ltd., Class A | 364000 | 1071746 |
|  | Grinm Advanced Materials Co. Ltd., Class A | 65000 | 207438 |
|  | Guangdong Advertising Group Co. Ltd., Class A | 251200 | 300305 |
|  | Guangdong Aofei Data Technology Co. Ltd., Class A | 378043 | 1077799 |
|  | Guangdong Baolihua New Energy Stock Co. Ltd., Class A | 1090711 | 729861 |
|  | Guangdong Construction Engineering Group Co. Ltd., Class A | 1533000 | 825349 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  CHINA — (Continued) | CHINA — (Continued) |  |  |
|  \* | Guangdong Create Century Intelligent Equipment Group Corp. Ltd., Class A | 361828 | $508617 |
|  \* | Guangdong DFP New Material Group Co. Ltd. | 789800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;540939 |
|  | Guangdong Dongfang Precision Science & Technology Co. Ltd., Class A | 620502 | 1658347 |
|  | Guangdong Dongpeng Holdings Co. Ltd., Class A | 745888 | 744290 |
|  | Guangdong Dowstone Technology Co. Ltd., Class A | 162232 | 562277 |
|  | Guangdong Electric Power Development Co. Ltd., Class A | 340900 | 227661 |
|  | Guangdong Ellington Electronics Technology Co. Ltd., Class A | 565816 | 896812 |
|  | Guangdong Fenghua Advanced Technology Holding Co. Ltd., Class A | 232200 | 552588 |
|  | Guangdong Goworld Co. Ltd., Class A | 343600 | 627287 |
|  | Guangdong Great River Smarter Logistics Co. Ltd., Class A | 207564 | 320905 |
|  | Guangdong Guangzhou Daily Media Co. Ltd., Class A | 95500 | 141894 |
|  | Guangdong Guanhao High-Tech Co. Ltd., Class A | 581404 | 265542 |
|  | Guangdong Haid Group Co. Ltd., Class A | 317568 | 2606238 |
|  \* | Guangdong HEC Technology Holding Co. Ltd., Class A | 343545 | 1038734 |
|  | Guangdong Hongda Holdings Group Co. Ltd., Class A | 164900 | 929957 |

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**CONTINUED** 

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| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  CHINA — (Continued) | CHINA — (Continued) |  |  |
|  | Guangdong Hongtu Technology Holdings Co. Ltd., Class A | 548700 | $995076 |
|  | Guangdong Hoshion Industrial Aluminium Co. Ltd., Class A | 28400 | 81237 |
|  | Guangdong Huate Gas Co. Ltd., Class A | 40695 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;368030 |
|  | Guangdong Investment Ltd. | 12158000 | 11549885 |
|  \* | Guangdong Jia Yuan Technology Shares Co. Ltd., Class A | 177017 | 1057578 |
|  | Guangdong Kinlong Hardware Products Co. Ltd., Class A | 205100 | 654133 |
|  \* | Guangdong Land Holdings Ltd. | 1870494 | 64008 |
|  | Guangdong Lingxiao Pump Industry Co. Ltd., Class A | 213700 | 523146 |
|  | Guangdong Provincial Expressway Development Co. Ltd., Class A | 812311 | 1325860 |
|  \* | Guangdong Shenglu Telecommunication Tech Co. Ltd., Class A | 345100 | 417750 |
|  | Guangdong Sirio Pharma Co. Ltd., Class A | 188487 | 635887 |
|  | Guangdong South New Media Co. Ltd., Class A | 153310 | 1041804 |
|  | Guangdong Tapai Group Co. Ltd., Class A | 469895 | 559304 |
|  \* | Guangdong TCL Smart Home Appliances Co. Ltd. | 551100 | 843948 |
|  \* | Guangdong Topstar Technology Co. Ltd., Class A | 46762 | 218121 |
|  | Guangdong Vanward New Electric Co. Ltd., Class A | 564800 | 917333 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  CHINA — (Continued) | CHINA — (Continued) |  |  |
|  | Guangdong Xinbao Electrical Appliances Holdings Co. Ltd., Class A | 620900 | $1320235 |
|  \* | Guangdong Yowant Technology Group Co. Ltd., Class A | 730279 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;678248 |
|  \* | Guangdong Zhongnan Iron & Steel Co. Ltd., Class A | 1344581 | 507072 |
|  | Guangdong Zhongsheng Pharmaceutical Co. Ltd., Class A | 75204 | 204376 |
|  | Guanghui Energy Co. Ltd., Class A | 2456214 | 1819593 |
|  \* | Guanghui Logistics Co. Ltd., Class A | 555700 | 620484 |
|  | Guangshen Railway Co. Ltd., Class H | 10624700 | 3118118 |
|  \* | Guangxi Huaxi Nonferrous Metal Co. Ltd., Class A | 284600 | 1285239 |
|  | Guangxi Liugong Machinery Co. Ltd., Class A | 623063 | 1019686 |
|  | Guangxi LiuYao Group Co. Ltd., Class A | 257400 | 674726 |
|  \* | Guangxi Wuzhou Zhongheng Group Co. Ltd., Class A | 1947914 | 764749 |
|  \* | GuangYuYuan Chinese Herbal Medicine Co. Ltd., Class A | 95100 | 255971 |
|  | Guangzhou Automobile Group Co. Ltd., Class H | 11645690 | 4882987 |
|  | Guangzhou Baiyun International Airport Co. Ltd., Class A | 669826 | 920575 |
|  | Guangzhou Baiyunshan Pharmaceutical Holdings Co. Ltd., Class H | 1358000 | 3273736 |
|  | Guangzhou Development Group, Inc., Class A | 541900 | 523301 |

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**CONTINUED** 

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| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  CHINA — (Continued) | CHINA — (Continued) |  |  |
|  \* | Guangzhou Great Power Energy & Technology Co. Ltd., Class A | 109100 | $766713 |
|  | Guangzhou Haige Communications Group, Inc. Co., Class A | 468950 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;771552 |
|  | Guangzhou Haoyang Electronic Co. Ltd., Class A | 69400 | 422712 |
|  | Guangzhou KDT Machinery Group Co. Ltd., Class A | 312310 | 719517 |
|  | Guangzhou Kingmed Diagnostics Group Co. Ltd., Class A | 141200 | 592437 |
|  | Guangzhou Lingnan Group Holdings Co. Ltd., Class A | 374400 | 774072 |
|  | Guangzhou Port Co. Ltd., Class A | 807800 | 381452 |
|  #\* | Guangzhou R&F Properties Co. Ltd., Class H | 1999200 | 138804 |
|  | Guangzhou Restaurant Group Co. Ltd., Class A | 310087 | 741750 |
|  | Guangzhou Shiyuan Electronic Technology Co. Ltd., Class A | 87224 | 511791 |
|  | Guangzhou Sie Consulting Co. Ltd., Class A | 203100 | 717749 |
|  | Guangzhou Tinci Materials Technology Co. Ltd., Class A | 277560 | 1555692 |
|  | Guangzhou Wondfo Biotech Co. Ltd., Class A | 249146 | 772518 |
|  | Guangzhou Yuexiu Capital Holdings Group Co. Ltd., Class A | 756337 | 860554 |
|  | Guangzhou Zhiguang Electric Co. Ltd., Class A | 341500 | 397698 |
|  | Guangzhou Zhujiang Brewery Co. Ltd., Class A | 372700 | 491418 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  CHINA — (Continued) | CHINA — (Continued) |  |  |
|  | Guilin Layn Natural Ingredients Corp., Class A | 402820 | $458285 |
|  | Guilin Sanjin Pharmaceutical Co. Ltd., Class A | 274782 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;577335 |
|  \* | Guizhou Bailing Group Pharmaceutical Co. Ltd., Class A | 43200 | 35306 |
|  \* | Guizhou Broadcasting & TV Information Network Co. Ltd., Class A | 139200 | 191013 |
|  | Guizhou Chanhen Chemical Corp., Class A | 240300 | 1153320 |
|  | Guizhou Gas Group Corp. Ltd., Class A | 854160 | 846498 |
|  | Guizhou Guihang Automotive Components Co. Ltd., Class A | 175400 | 357455 |
|  | Guizhou Panjiang Refined Coal Co. Ltd., Class A | 1483572 | 1074097 |
|  | Guizhou Qianyuan Power Co. Ltd., Class A | 125200 | 311473 |
|  | Guizhou Sanli Pharmaceutical Co. Ltd., Class A | 163200 | 277274 |
|  | Guizhou Tyre Co. Ltd., Class A | 1026336 | 719808 |
|  | Guizhou Xinbang Pharmaceutical Co. Ltd., Class A | 1112897 | 596958 |
|  \* | Guizhou Zhenhua E-chem, Inc., Class A | 237584 | 495463 |
|  \* | Guizhou Zhongyida Co. Ltd., Class A | 120600 | 190463 |
|  \* | Guoguang Electric Co. Ltd., Class A | 243063 | 542093 |
|  | Guomai Technologies, Inc., Class A | 499854 | 792068 |
|  # | Guoquan Food Shanghai Co. Ltd., Class H | 1131600 | 560051 |
|  | Guosen Securities Co. Ltd., Class A | 764897 | 1510274 |
|  \* | Guosheng Securities, Inc., Class A | 147476 | 434661 |

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**CONTINUED** 

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  CHINA — (Continued) | CHINA — (Continued) |  |  |
|  W | Guotai Haitong Securities Co. Ltd., Class H | 5092680 | $9758230 |
|  | Guoyuan Securities Co. Ltd., Class A | 761345 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;937940 |
|  # | Gushengtang Holdings Ltd. | 703100 | 2589867 |
|  | H World Group Ltd. (1179 HK) | 1141800 | 4427485 |
|  # | H World Group Ltd. (HTHT US), ADR | 395705 | 15274213 |
|  \*W | Haichang Ocean Park Holdings Ltd. | 9407000 | 885336 |
|  #W | Haidilao International Holding Ltd. | 7042000 | 11604586 |
|  | Haier Smart Home Co. Ltd. (600690 C1), Class A | 914762 | 3449472 |
|  | Haier Smart Home Co. Ltd. (6690 HK), Class H | 9180599 | 29854240 |
|  | Hailir Pesticides & Chemicals Group Co. Ltd., Class A | 220124 | 411153 |
|  \* | Hainan Airlines Holding Co. Ltd., Class A | 5452800 | 1357153 |
|  \* | Hainan Drinda New Energy Technology Co. Ltd., Class A | 84900 | 505101 |
|  \* | Hainan Haide Capital Management Co. Ltd., Class A | 723139 | 762968 |
|  \* | Hainan Haiqi Transportation Group Co. Ltd., Class A | 107900 | 428491 |
|  \* | Hainan Haiyao Co. Ltd., Class A | 345000 | 297017 |
|  | Hainan Jinpan Smart Technology Co. Ltd., Class A | 88175 | 848288 |
|  \* | Hainan Meilan International Airport Co. Ltd., Class H | 1777000 | 2402379 |
|  | Hainan Mining Co. Ltd., Class A | 377100 | 517394 |
|  | Hainan Strait Shipping Co. Ltd., Class A | 1108500 | 2109200 |
|  | Haisco Pharmaceutical Group Co. Ltd., Class A | 106757 | 850542 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  CHINA — (Continued) | CHINA — (Continued) |  |  |
|  | Haitian International Holdings Ltd. | 6059000 | $16556437 |
|  W | Haitong UniTrust International Leasing Co. Ltd., Class H | 7228000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;753263 |
|  | Hand Enterprise Solutions Co. Ltd., Class A | 317634 | 808494 |
|  | Hangcha Group Co. Ltd., Class A | 601756 | 2431133 |
|  | Hangxiao Steel Structure Co. Ltd., Class A | 1802564 | 686837 |
|  | Hangzhou Binjiang Real Estate Group Co. Ltd., Class A | 684399 | 1022641 |
|  | Hangzhou Chang Chuan Technology Co. Ltd., Class A | 53000 | 622905 |
|  | Hangzhou Dptech Technologies Co. Ltd., Class A | 119500 | 400260 |
|  | Hangzhou Electronic Soul Network Technology Co. Ltd., Class A | 124800 | 345886 |
|  | Hangzhou First Applied Material Co. Ltd., Class A | 401406 | 885996 |
|  | Hangzhou GreatStar Industrial Co. Ltd. | 226600 | 982043 |
|  | Hangzhou Greenda Electronic Materials Co. Ltd., Class A | 50200 | 212328 |
|  | Hangzhou Haoyue Personal Care Co. Ltd., Class A | 125661 | 575923 |
|  | Hangzhou Honghua Digital Technology Stock Co. Ltd., Class A | 73173 | 841678 |
|  | Hangzhou Huawang New Material Technology Co. Ltd., Class A | 326928 | 404763 |
|  \* | Hangzhou Iron & Steel Co., Class A | 273400 | 350730 |
|  \* | Hangzhou Lion Microelectronics Co. Ltd., Class A | 172020 | 847413 |

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**CONTINUED** 

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| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  CHINA — (Continued) | CHINA — (Continued) |  |  |
|  | Hangzhou Onechance Tech Corp., Class A | 109900 | $470597 |
|  | Hangzhou Oxygen Plant Group Co. Ltd., Class A | 336757 | 1307913 |
|  | Hangzhou Robam Appliances Co. Ltd., Class A | 327145 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;899067 |
|  | Hangzhou Shunwang Technology Co. Ltd., Class A | 114200 | 354311 |
|  | Hangzhou Silan Microelectronics Co. Ltd., Class A | 116400 | 521300 |
|  | Hangzhou Sunrise Technology Co. Ltd., Class A | 232600 | 508097 |
|  | Hangzhou Tigermed Consulting Co. Ltd. (300347 C2), Class A | 29300 | 246517 |
|  #W | Hangzhou Tigermed Consulting Co. Ltd. (3347 HK), Class H | 600400 | 3592997 |
|  | Hangzhou Weiguang Electronic Co. Ltd., Class A | 32700 | 164541 |
|  | Hangzhou Zhongtai Cryogenic Technology Corp., Class A | 168300 | 496257 |
|  | Han's Laser Technology Industry Group Co. Ltd., Class A | 191361 | 1108032 |
|  W | Hansoh Pharmaceutical Group Co. Ltd. | 1794000 | 8235722 |
|  | Hanwei Electronics Group Corp., Class A | 108000 | 854036 |
|  | Haohua Chemical Science & Technology Co. Ltd., Class A | 146500 | 652677 |
|  | Haosen Fintech Group Ltd. | 8000 | 11612 |
|  \*W | Harbin Bank Co. Ltd., Class H | 5191000 | 266915 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  CHINA — (Continued) | CHINA — (Continued) |  |  |
|  | Harbin Boshi Automation Co. Ltd., Class A | 411266 | $933892 |
|  | Harbin Electric Co. Ltd., Class H | 4808587 | 7906702 |
|  | Harbin Electric Corp. Jiamusi Electric Machine Co. Ltd., Class A | 546173 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;995653 |
|  \* | Harbin Gloria Pharmaceuticals Co. Ltd., Class A | 1138900 | 544340 |
|  \* | Harbin Pharmaceutical Group Co. Ltd., Class A | 1717336 | 884124 |
|  | HBIS Resources Co. Ltd., Class A | 445700 | 1176081 |
|  #\*W | HBM Holdings Ltd. | 1975000 | 3422897 |
|  # | Health & Happiness H&H International Holdings Ltd. | 1356500 | 2110283 |
|  | Healthcare Co. Ltd., Class A | 27490 | 37100 |
|  \* | Hebei Changshan Biochemical Pharmaceutical Co. Ltd., Class A | 229400 | 2138130 |
|  \* | Hebei Construction Group Corp. Ltd., Class H | 193500 | 10621 |
|  | Hebei Hengshui Laobaigan Liquor Co. Ltd., Class A | 303600 | 721222 |
|  | Hebei Sinopack Electronic Technology Co. Ltd., Class A | 37520 | 300652 |
|  | Hebei Yangyuan Zhihui Beverage Co. Ltd., Class A | 268134 | 1059522 |
|  | Hefei Jianghang Aircraft Equipment Co. Ltd., Class A | 146056 | 228073 |
|  | Hefei Meiya Optoelectronic Technology, Inc., Class A | 266910 | 762653 |
|  | Hefei Urban Construction Development Co. Ltd., Class A | 460061 | 804242 |

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**CONTINUED** 

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| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  CHINA — (Continued) | CHINA — (Continued) |  |  |
|  | Heilongjiang Agriculture Co. Ltd., Class A | 379800 | $771257 |
|  | HeiLongJiang ZBD Pharmaceutical Co. Ltd., Class A | 395800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;627834 |
|  | Helens International Holdings Co. Ltd. | 280000 | 36067 |
|  | Hello Group, Inc., Sponsored ADR | 1022267 | 6941193 |
|  | Henan Liliang Diamond Co. Ltd., Class A | 144500 | 780647 |
|  | Henan Lingrui Pharmaceutical Co., Class A | 313700 | 1000549 |
|  | Henan Mingtai Al Industrial Co. Ltd., Class A | 423300 | 896449 |
|  | Henan Pinggao Electric Co. Ltd., Class A | 485600 | 1205478 |
|  | Henan Shenhuo Coal Industry & Electricity Power Co. Ltd., Class A | 774392 | 2690490 |
|  | Henan Shijia Photons Technology Co. Ltd., Class A | 36251 | 348159 |
|  | Henan Shuanghui Investment & Development Co. Ltd., Class A | 565143 | 2044981 |
|  | Henan Thinker Automatic Equipment Co. Ltd., Class A | 253100 | 1064766 |
|  \* | Henan Yicheng New Energy Co. Ltd., Class A | 867700 | 643481 |
|  | Henan Yuguang Gold & Lead Co. Ltd., Class A | 861100 | 1483908 |
|  \* | Henan Yuneng Holdings Co. Ltd., Class A | 428399 | 363101 |
|  \* | Henan Zhongfu Industry Co. Ltd., Class A | 1500100 | 1434998 |
|  | Henan Zhongyuan Expressway Co. Ltd., Class A | 1011125 | 646789 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  CHINA — (Continued) | CHINA — (Continued) |  |  |
|  | Hengan International Group Co. Ltd. | 5312122 | $18604573 |
|  | Hengdian Group DMEGC Magnetics Co. Ltd., Class A | 537630 | 1599817 |
|  | Hengdian Group Tospo Lighting Co. Ltd., Class A | 173400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;331789 |
|  | Hengli Petrochemical Co. Ltd., Class A | 1323812 | 3341241 |
|  | Hengtong Logistics Co. Ltd., Class A | 471700 | 657352 |
|  | Hengtong Optic-electric Co. Ltd., Class A | 596604 | 1875525 |
|  | Hengyi Petrochemical Co. Ltd., Class A | 763753 | 719385 |
|  | Hesteel Co. Ltd., Class A | 4520900 | 1595117 |
|  | Hexing Electrical Co. Ltd., Class A | 213410 | 1013611 |
|  | HG Technologies Co. Ltd., Class A | 58700 | 146934 |
|  \* | Hi Sun Technology China Ltd. | 10269000 | 780405 |
|  \* | Hiconics Eco-energy Technology Co. Ltd., Class A | 56300 | 47219 |
|  | Hiecise Precision Equipment Co. Ltd., Class A | 41620 | 229015 |
|  | Hisense Home Appliances Group Co. Ltd., Class H | 2788000 | 8223651 |
|  | Hisense Visual Technology Co. Ltd., Class A | 280100 | 975892 |
|  | Hitevision Co. Ltd., Class A | 107300 | 451132 |
|  | Hithink RoyalFlush Information Network Co. Ltd., Class A | 61216 | 3122022 |
|  | HLA Group Corp. Ltd., Class A | 1599600 | 1392229 |
|  | HMT Xiamen New Technical Materials Co. Ltd., Class A | 99400 | 699600 |
|  \* | HNA Technology Co. Ltd., Class A | 1448771 | 893295 |
|  \* | Homeland Interactive Technology Ltd. | 452000 | 82068 |
|  | Hongfa Technology Co. Ltd., Class A | 241270 | 1033422 |

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**CONTINUED** 

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| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
|  \* | Honghua Group Ltd. | 9989000 | $245216 |
|  | Hongli Zhihui Group Co. Ltd., Class A | 328600 | 342449 |
|  \* | Hongmian Zhihui Science & Technology Innovation Co. Ltd. Guangzhou | 882300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;399457 |
|  | Hongrun Construction Group Co. Ltd., Class A | 1021400 | 1756983 |
|  | Hongta Securities Co. Ltd., Class A | 349449 | 430615 |
|  \* | Hongyuan Green Energy Co. Ltd., Class A | 181426 | 751977 |
|  \* | Hopson Development Holdings Ltd. | 8537652 | 3463395 |
|  | Horizon Construction Development Ltd. | 3733960 | 537767 |
|  | Hoshine Silicon Industry Co. Ltd., Class A | 61800 | 430863 |
|  | Hoymiles Power Electronics, Inc., Class A | 62456 | 940153 |
|  #\*W | Hua Hong Semiconductor Ltd., Class H | 2459000 | 25205211 |
|  | Huaan Securities Co. Ltd., Class A | 895240 | 834299 |
|  | Huabao Flavours & Fragrances Co. Ltd., Class A | 132700 | 335565 |
|  | Huabao International Holdings Ltd. | 356000 | 164990 |
|  \* | Huachangda Intelligent Equipment Group Co. Ltd., Class A | 270600 | 211056 |
|  | Huada Automotive Technology Corp. Ltd., Class A | 86300 | 529314 |
|  | Huadian Heavy Industries Co. Ltd., Class A | 626000 | 653102 |
|  | Huadian Power International Corp. Ltd., Class H | 6654000 | 3922519 |
|  | Huadong Medicine Co. Ltd., Class A | 385032 | 2248539 |
|  | Huafon Chemical Co. Ltd., Class A | 1344691 | 1696158 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
|  | Huafon Microfibre Shanghai Technology Co. Ltd., Class A | 684300 | $686504 |
|  | Huafu Fashion Co. Ltd., Class A | 1116250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;750284 |
|  | Huagong Tech Co. Ltd., Class A | 117400 | 1317325 |
|  | Huaibei Mining Holdings Co. Ltd., Class A | 943000 | 1760276 |
|  \* | Huaihe Energy Group Co. Ltd., Class A | 2957200 | 1551305 |
|  \* | Huakai Yibai Technology Co. Ltd., Class A | 220480 | 336321 |
|  | Hualan Biological Engineering, Inc., Class A | 278360 | 630811 |
|  | Huaming Power Equipment Co. Ltd., Class A | 297000 | 1089595 |
|  # | Huaneng Power International, Inc., Class H | 10330000 | 8533720 |
|  | Huangshan Novel Co. Ltd., Class A | 403021 | 649073 |
|  | Huangshan Tourism Development Co. Ltd., Class A | 437600 | 695666 |
|  #\* | Huanxi Media Group Ltd. | 2260000 | 92890 |
|  | Huapont Life Sciences Co. Ltd., Class A | 801223 | 550946 |
|  W | Huatai Securities Co. Ltd., Class H | 2964800 | 7453764 |
|  | Huatu Cendes Co. Ltd., Class A | 60333 | 569413 |
|  | Huaxi Securities Co. Ltd., Class A | 461800 | 655265 |
|  | Huaxia Bank Co. Ltd., Class A | 2003788 | 1918188 |
|  | Huaxin Cement Co. Ltd. (600801 C1), Class A | 667224 | 2024796 |
|  # | Huaxin Cement Co. Ltd. (6655 HK), Class H | 1774400 | 3984328 |
|  | Huayu Automotive Systems Co. Ltd., Class A | 926531 | 2660815 |

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**CONTINUED** 

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| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
|  \* | Hubei Broadcasting & Television Information Network Co. Ltd., Class A | 893000 | $757369 |
|  | Hubei Chutian Smart Communication Co. Ltd., Class A | 1605116 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;918102 |
|  | Hubei Dinglong Co. Ltd., Class A | 104300 | 519593 |
|  | Hubei Energy Group Co. Ltd., Class A | 904500 | 601337 |
|  | Hubei Feilihua Quartz Glass Co. Ltd., Class A | 31800 | 349626 |
|  | Hubei Huitian New Materials Co. Ltd., Class A | 266300 | 471205 |
|  | Hubei Jumpcan Pharmaceutical Co. Ltd., Class A | 358905 | 1264112 |
|  | Hubei Xingfa Chemicals Group Co. Ltd., Class A | 440078 | 1767071 |
|  | Hubei Yihua Chemical Industry Co. Ltd., Class A | 384900 | 750982 |
|  | Hubei Zhenhua Chemical Co. Ltd., Class A | 397180 | 1351620 |
|  | Huishang Bank Corp. Ltd., Class H | 425400 | 182789 |
|  #\*W | Huitongda Network Co. Ltd., Class H | 31900 | 54988 |
|  \* | Huizhou CEE Technology, Inc., Class A | 151800 | 252958 |
|  | Huizhou Desay Sv Automotive Co. Ltd., Class A | 65916 | 1099722 |
|  | Humanwell Healthcare Group Co. Ltd., Class A | 408900 | 1214458 |
|  | Hunan Aihua Group Co. Ltd., Class A | 213022 | 516138 |
|  \* | Hunan Corun New Energy Co. Ltd., Class A | 318900 | 336997 |
|  \* | Hunan Er-Kang Pharmaceutical Co. Ltd., Class A | 1195500 | 606806 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
|  | Hunan Friendship & Apollo Commercial Co. Ltd., Class A | 915100 | $853160 |
|  | Hunan Gold Corp. Ltd., Class A | 372975 | 1136371 |
|  | Hunan Jiudian Pharmaceutical Co. Ltd., Class A | 296340 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;690364 |
|  \* | Hunan Kaimeite Gases Co. Ltd., Class A | 134400 | 515950 |
|  \* | Hunan New Wellful Co. Ltd., Class A | 820800 | 724649 |
|  | Hunan TV & Broadcast Intermediary Co. Ltd., Class A | 1113200 | 1391409 |
|  | Hunan Valin Steel Co. Ltd., Class A | 2191200 | 1778270 |
|  | Hunan Zhongke Electric Co. Ltd., Class A | 371000 | 1349222 |
|  | Hundsun Technologies, Inc., Class A | 107129 | 473927 |
|  #\* | HUTCHMED China Ltd., ADR | 3749 | 55035 |
|  #\* | HUTCHMED China Ltd. | 962500 | 2879665 |
|  # | HUYA, Inc., ADR | 553036 | 1520849 |
|  \* | Hybio Pharmaceutical Co. Ltd., Class A | 27900 | 82776 |
|  #\*W | Hygeia Healthcare Holdings Co. Ltd. | 2694800 | 4527607 |
|  \* | Hymson Laser Technology Group Co. Ltd., Class A | 155660 | 942002 |
|  \* | Hytera Communications Corp. Ltd., Class A | 281902 | 456325 |
|  \* | HyUnion Holding Co. Ltd., Class A | 601100 | 756407 |
|  \* | IAT Automobile Technology Co. Ltd., Class A | 215200 | 346161 |
|  \*W | iDreamSky Technology Holdings Ltd. | 380400 | 41059 |
|  | IEIT Systems Co. Ltd., Class A | 52500 | 480909 |
|  | Iflytek Co. Ltd., Class A | 84490 | 660680 |
|  | IKD Co. Ltd., Class A | 398433 | 1268173 |

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**CONTINUED** 

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| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
|  \*W | IMAX China Holding, Inc. | 921100 | $948264 |
|  | Imeik Technology Development Co. Ltd., Class A | 27340 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;614906 |
|  \* | IMotion Automotive Technology Suzhou Co. Ltd., Class H | 38800 | 37307 |
|  | Industrial & Commercial Bank of China Ltd., Class H | 124830725 | 96718715 |
|  | Industrial Bank Co. Ltd., Class A | 3638780 | 10353324 |
|  | Industrial Securities Co. Ltd., Class A | 978332 | 946889 |
|  | INESA Intelligent Tech, Inc., Class A | 44000 | 123896 |
|  | Infore Environment Technology Group Co. Ltd., Class A | 1009842 | 977520 |
|  \*W | Ingdan, Inc. | 4068000 | 1474484 |
|  | Ingenic Semiconductor Co. Ltd., Class A | 23400 | 285446 |
|  \* | Inkeverse Group Ltd. | 3992000 | 537320 |
|  \* | INKON Life Technology Co. Ltd., Class A | 245000 | 366852 |
|  | Inmyshow Digital Technology Group Co. Ltd.,<br>Class A | 1098700 | 960160 |
|  | Inner Mongolia BaoTou Steel Union Co. Ltd.,<br>Class A | 1512000 | 539972 |
|  | Inner Mongolia Berun Chemical Co. Ltd., Class A | 1527000 | 1450470 |
|  | Inner Mongolia Dian Tou Energy Corp. Ltd., Class A | 808212 | 2871371 |
|  | Inner Mongolia ERDOS Resources Co. Ltd.,<br>Class A | 565664 | 879812 |
|  \* | Inner Mongolia Furui Medical Science Co. Ltd., Class A | 111400 | 1141985 |
|  | Inner Mongolia Junzheng Energy & Chemical Industry Group Co. Ltd., Class A | 2429776 | 1765718 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
|  | Inner Mongolia MengDian HuaNeng Thermal Power Corp. Ltd., Class A | 854400 | $514080 |
|  | Inner Mongolia Xingye Silver&Tin Mining Co. Ltd., Class A | 470200 | 2017113 |
|  | Inner Mongolia Yili Industrial Group Co. Ltd., Class A | 1047500 | 4038377 |
|  \*W | InnoCare Pharma Ltd., Class H | 3046000 | 5583881 |
|  \*W | Innovent Biologics, Inc. | 677500 | 7599919 |
|  | Innuovo Technology Co. Ltd., Class A | 561500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;838006 |
|  \* | Insigma Technology Co. Ltd., Class A | 383800 | 576556 |
|  | Inspur Digital Enterprise Technology Ltd. | 2578000 | 2608425 |
|  | Intco Medical Technology Co. Ltd., Class A | 206908 | 1149937 |
|  | Intron Technology Holdings Ltd. | 1817000 | 483885 |
|  #\* | iQIYI, Inc., ADR | 3953410 | 9132377 |
|  | iRay Group, Class A | 34178 | 521671 |
|  | IReader Technology Co. Ltd., Class A | 83200 | 243081 |
|  \* | IRICO Display Devices Co. Ltd., Class A | 1040300 | 857178 |
|  #\* | IVD Medical Holding Ltd. | 677000 | 609014 |
|  \* | J&T Global Express Ltd. | 6951600 | 8919764 |
|  \* | JA Solar Technology Co. Ltd., Class A | 838014 | 1658157 |
|  | Jade Bird Fire Co. Ltd., Class A | 487815 | 767756 |
|  | Jafron Biomedical Co. Ltd., Class A | 248664 | 712475 |
|  | Jangho Group Co. Ltd., Class A | 935300 | 1019141 |
|  | Jason Furniture Hangzhou Co. Ltd., Class A | 237257 | 1027464 |
|  \* | JC Finance & Tax Interconnect Holdings Ltd., Class A | 57900 | 91776 |

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**CONTINUED** 

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| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
|  | JCET Group Co. Ltd., Class A | 464706 | $2615799 |
|  | JCHX Mining Management Co. Ltd., Class A | 148800 | 1367624 |
|  \*W | JD Health International, Inc. | 2333600 | 18215951 |
|  \*W | JD Logistics, Inc. | 10352100 | 16876019 |
|  | JD.com, Inc. (9618 HK), Class A | 6133292 | 101260502 |
|  | JD.com, Inc. (JD US), ADR | 54206 | 1790966 |
|  \*W | Jenscare Scientific Co. Ltd., Class H | 77400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;119641 |
|  # | JF SmartInvest Holdings Ltd. | 243500 | 1734497 |
|  \* | JH Educational Technology, Inc. | 668000 | 83382 |
|  | Jia Yao Holdings Ltd. | 342000 | 127739 |
|  | Jiajiayue Group Co. Ltd., Class A | 431601 | 652491 |
|  | Jiang Su Suyan Jingshen Co. Ltd., Class A | 481400 | 728046 |
|  | Jiangling Motors Corp. Ltd., Class A | 384025 | 1084203 |
|  | Jianglong Shipbuilding Co. Ltd., Class A | 124600 | 247610 |
|  | Jiangsu Ankura Intelligent Power Co. Ltd., Class A | 73100 | 349297 |
|  | Jiangsu Asia-Pacific Light Alloy Technology Co. Ltd., Class A | 815600 | 763595 |
|  | Jiangsu Azure Corp., Class A | 541640 | 1462675 |
|  | Jiangsu Bojun Industrial Technology Co. Ltd., Class A | 233135 | 1161881 |
|  | Jiangsu Boqian New Materials Stock Co. Ltd., Class A | 44800 | 341222 |
|  | Jiangsu Broadcasting Cable Information Network Corp. Ltd., Class A | 1121900 | 578433 |
|  | Jiangsu Changbao Steeltube Co. Ltd., Class A | 510200 | 467796 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
|  | Jiangsu Changshu Automotive Trim Group Co. Ltd., Class A | 285500 | $687648 |
|  | Jiangsu Changshu Rural Commercial Bank Co. Ltd., Class A | 1235168 | 1224719 |
|  | Jiangsu Cnano Technology Co. Ltd., Class A | 35584 | 286995 |
|  \* | Jiangsu Dagang Co. Ltd., Class A | 266900 | 638326 |
|  | Jiangsu Dingsheng New Energy Materials Co. Ltd., Class A | 593940 | 1068525 |
|  \* | Jiangsu Eastern Shenghong Co. Ltd., Class A | 662174 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;860933 |
|  | Jiangsu Etern Co. Ltd., Class A | 119600 | 250983 |
|  | Jiangsu Expressway Co. Ltd., Class H | 5022000 | 6112229 |
|  | Jiangsu Financial Leasing Co. Ltd., Class A | 1695840 | 1454611 |
|  \* | Jiangsu General Science Technology Co. Ltd., Class A | 1129000 | 704611 |
|  | Jiangsu Gian Technology Co. Ltd., Class A | 84900 | 572387 |
|  | Jiangsu Guomao Reducer Co. Ltd., Class A | 339485 | 779651 |
|  | Jiangsu Guotai International Group Co. Ltd., Class A | 725795 | 952945 |
|  | Jiangsu Guoxin Corp. Ltd., Class A | 214600 | 248276 |
|  | Jiangsu Haili Wind Power Equipment Technology Co. Ltd., Class A | 56900 | 683586 |
|  | Jiangsu Hengli Hydraulic Co. Ltd., Class A | 105354 | 1422936 |
|  | Jiangsu Hengrui Pharmaceuticals Co. Ltd., Class A | 335614 | 3023468 |

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**CONTINUED** 

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| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
|  | Jiangsu Hengshun Vinegar Industry Co. Ltd., Class A | 508128 | $581369 |
|  | Jiangsu Hongdou Industrial Co. Ltd., Class A | 874428 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;319150 |
|  | Jiangsu Hongtian Technology Co. Ltd., Class A | 90000 | 663416 |
|  \* | Jiangsu Hoperun Software Co. Ltd., Class A | 41500 | 359360 |
|  | Jiangsu Huachang Chemical Co. Ltd., Class A | 745600 | 655956 |
|  | Jiangsu Jiangyin Rural Commercial Bank Co. Ltd., Class A | 1761000 | 1176295 |
|  | Jiangsu Jibeier Pharmaceutical Co. Ltd., Class A | 14909 | 73809 |
|  | Jiangsu Jiejie Microelectronics Co. Ltd., Class A | 202437 | 820818 |
|  \* | Jiangsu Kanion Pharmaceutical Co. Ltd., Class A | 422480 | 888091 |
|  | Jiangsu King's Luck Brewery JSC Ltd., Class A | 261601 | 1427225 |
|  | Jiangsu Leili Motor Co. Ltd., Class A | 73606 | 567185 |
|  | Jiangsu Lianyungang Port Co. Ltd., Class A | 867100 | 700297 |
|  | Jiangsu Lihua Foods Group Co. Ltd | 325860 | 959196 |
|  | Jiangsu Linyang Energy Co. Ltd., Class A | 1379600 | 1132862 |
|  \* | Jiangsu Lopal Tech Group Co. Ltd., Class A | 239000 | 599671 |
|  | Jiangsu Nata Opto-electronic Material Co. Ltd., Class A | 124560 | 692291 |
|  | Jiangsu Nhwa Pharmaceutical Co. Ltd., Class A | 260900 | 923554 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
|  | Jiangsu Olive Sensors High-Tech Co. Ltd., Class A | 447200 | $590125 |
|  | Jiangsu Pacific Precision Forging Co. Ltd., Class A | 299600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;582693 |
|  | Jiangsu Pacific Quartz Co. Ltd., Class A | 119650 | 693972 |
|  | Jiangsu Phoenix Publishing & Media Corp. Ltd., Class A | 607800 | 861055 |
|  | Jiangsu Provincial Agricultural Reclamation & Development Corp., Class A | 608000 | 795001 |
|  | Jiangsu Rainbow Heavy Industries Co. Ltd., Class A | 731800 | 690351 |
|  | Jiangsu Rongtai Industry Co. Ltd., Class A | 134490 | 818356 |
|  \* | Jiangsu Sanfame Polyester Material Co. Ltd., Class A | 242200 | 76677 |
|  | Jiangsu Shagang Co. Ltd., Class A | 683632 | 555697 |
|  | Jiangsu Shemar Electric Co. Ltd., Class A | 168100 | 915937 |
|  | Jiangsu Shentong Valve Co. Ltd., Class A | 295702 | 578459 |
|  | Jiangsu Shuangxing Color Plastic New Materials Co. Ltd., Class A | 649100 | 496524 |
|  | Jiangsu Sidike New Material Science & Technology Co. Ltd. (300806 C2), Class A | 152540 | 579692 |
|  | Jiangsu Sidike New Material Science & Technology Co. Ltd. (300806 CH), Class A | 46144 | 175359 |
|  | Jiangsu Soho High Hope Group Corp., Class A | 1672400 | 667782 |

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**CONTINUED** 

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| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
|  \* | Jiangsu Sopo Chemical Co., Class A | 430716 | $438812 |
|  | Jiangsu Suzhou Rural Commercial Bank Co. Ltd., Class A | 1444300 | 1051808 |
|  | Jiangsu ToLand Alloy Co. Ltd., Class A | 160870 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;619513 |
|  | Jiangsu Tongrun Equipment Technology Co. Ltd., Class A | 84700 | 239945 |
|  \* | Jiangsu Transimage Technology Co. Ltd., Class A | 109200 | 286124 |
|  | Jiangsu Xinquan Automotive Trim Co. Ltd., Class A | 198400 | 2156772 |
|  | Jiangsu Yanghe Distillery Co. Ltd., Class A | 202758 | 2018009 |
|  | Jiangsu Yangnong Chemical Co. Ltd., Class A | 121390 | 1109054 |
|  \* | Jiangsu Yinhe Electronics Co. Ltd., Class A | 424700 | 276332 |
|  | Jiangsu Yoke Technology Co. Ltd., Class A | 52300 | 568033 |
|  | Jiangsu Yuyue Medical Equipment & Supply Co. Ltd., Class A | 192674 | 975720 |
|  | Jiangsu Zhangjiagang Rural Commercial Bank Co. Ltd., Class A | 2067071 | 1289358 |
|  | Jiangsu Zhongtian Technology Co. Ltd., Class A | 779306 | 1855718 |
|  | Jiangsu Zijin Rural Commercial Bank Co. Ltd., Class A | 2214852 | 880613 |
|  \* | Jiangsu Zongyi Co. Ltd., Class A | 288000 | 223432 |
|  | Jiangxi Bank Co. Ltd., Class H | 569500 | 50563 |
|  \* | Jiangxi Black Cat Carbon Black Co. Ltd., Class A | 344100 | 482349 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
|  | Jiangxi Copper Co. Ltd., Class H | 6627000 | $27650758 |
|  \* | Jiangxi Fushine Pharmaceutical Co. Ltd., Class A | 245900 | 360198 |
|  | Jiangxi Ganneng Co. Ltd., Class A | 285600 | 430323 |
|  | Jiangxi Ganyue Expressway Co. Ltd., Class A | 770500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;579371 |
|  | Jiangxi Guotai Group Co. Ltd., Class A | 307700 | 560384 |
|  | Jiangxi Huangshanghuang Group Food Co. Ltd., Class A | 229700 | 410554 |
|  | Jiangxi Lianchuang Optoelectronic Science & Technology Co. Ltd., Class A | 8800 | 77873 |
|  \* | Jiangxi Special Electric Motor Co. Ltd., Class A | 150300 | 239022 |
|  | Jiangxi Xinyu Guoke Technology Co. Ltd., Class A | 162143 | 724593 |
|  | Jiangyin Haida Rubber & Plastic Co. Ltd., Class A | 297800 | 418447 |
|  \* | Jiangyin Hengrun Heavy Industries Co. Ltd., Class A | 192300 | 440707 |
|  | Jiangyin Jianghua Microelectronics Materials Co. Ltd., Class A | 96900 | 253269 |
|  \* | Jiangyin Zhongnan Heavy Industries Co. Ltd., Class A | 241000 | 86433 |
|  | Jiangzhong Pharmaceutical Co. Ltd., Class A | 331900 | 997512 |
|  | Jianmin Pharmaceutical Group Co. Ltd., Class A | 84100 | 466011 |
|  | Jiaozuo Wanfang Aluminum Manufacturing Co. Ltd., Class A | 777790 | 1122584 |

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| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
|  | Jiayin Group, Inc., ADR | 3672 | $34700 |
|  | Jiayou International Logistics Co. Ltd., Class A | 802185 | 1583584 |
|  | Jiaze Renewables Co. Ltd. | 475100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;292573 |
|  \* | Jihua Group Corp. Ltd., Class A | 1561600 | 792637 |
|  | Jilin Aodong Pharmaceutical Group Co. Ltd., Class A | 184270 | 556303 |
|  \* | Jilin Chemical Fibre, Class A | 1293000 | 742143 |
|  | Jilin Electric Power Co. Ltd., Class A | 967000 | 796641 |
|  | Jilin OLED Material Tech Co. Ltd., Class A | 10752 | 43833 |
|  \* | Jilin Quanyangquan Co. Ltd., Class A | 128500 | 128611 |
|  †† | Jilin Zixin Pharmaceutical Industrial Co. Ltd., Class A | 244700 | 2408 |
|  #\*†† | Jinchuan Group International Resources Co. Ltd. | 17701000 | 546710 |
|  | Jinduicheng Molybdenum Co. Ltd., Class A | 1186700 | 2506648 |
|  | Jinghua Pharmaceutical Group Co. Ltd., Class A | 455700 | 480376 |
|  | Jingjin Equipment, Inc., Class A | 600780 | 1288053 |
|  | Jinhong Gas Co. Ltd., Class A | 266229 | 758834 |
|  | Jinhui Liquor Co. Ltd., Class A | 228400 | 638475 |
|  \* | Jinke Smart Services Group Co. Ltd., Class H | 399400 | 353112 |
|  # | JinkoSolar Holding Co. Ltd., ADR | 313147 | 7863121 |
|  | Jinlei Technology Co. Ltd., Class A | 163500 | 673568 |
|  | Jinlongyu Group Co. Ltd., Class A | 141100 | 613765 |
|  | Jinmao Property Services Co. Ltd. | 543664 | 195531 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
|  | Jinneng Holding Shanxi Coal Industry Co. Ltd., Class A | 619700 | $1310071 |
|  \* | Jinneng Holding Shanxi Electric Power Co. Ltd., Class A | 1055100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;439033 |
|  | Jinneng Science&Technology Co. Ltd., Class A | 480459 | 423949 |
|  #\*W | Jinxin Fertility Group Ltd | 14386500 | 4550828 |
|  | Jinyu Bio-Technology Co. Ltd., Class A | 535000 | 810962 |
|  | Jinzai Food Group Co. Ltd., Class A | 252800 | 425234 |
|  | JiuGui Liquor Co. Ltd., Class A | 45000 | 402346 |
|  #W | Jiumaojiu International Holdings Ltd. | 9257000 | 2108286 |
|  | Jiuzhitang Co. Ltd., Class A | 161745 | 227509 |
|  | Jizhong Energy Resources Co. Ltd., Class A | 1534400 | 1322278 |
|  | JL Mag Rare-Earth Co. Ltd. (300748 C2), Class A | 209387 | 1152290 |
|  | JNBY Design Ltd. | 1738000 | 4031372 |
|  | Joincare Pharmaceutical Group Industry Co. Ltd., Class A | 608949 | 1040994 |
|  | Joinn Laboratories China Co. Ltd., Class A | 184104 | 955691 |
|  W | Joinn Laboratories China Co. Ltd., Class H | 438600 | 1211277 |
|  | Jointo Energy Investment Co. Ltd. Hebei, Class A | 635500 | 814674 |
|  | Jointown Pharmaceutical Group Co. Ltd., Class A | 1480002 | 1060933 |
|  \* | Jolywood Suzhou Sunwatt Co. Ltd., Class A | 485900 | 415295 |
|  | Jones Tech PLC, Class A | 81200 | 526304 |

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| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
|  | Jonjee Hi-Tech Industrial & Commercial Holding Co. Ltd., Class A | 257378 | $659284 |
|  \* | Joy City Property Ltd. | 24142000 | 1833214 |
|  | Joyoung Co. Ltd., Class A | 461434 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;624068 |
|  | JS Corrugating Machinery Co. Ltd., Class A | 450900 | 792846 |
|  \*W | JS Global Lifestyle Co. Ltd. | 5534000 | 1268028 |
|  | JSTI Group, Class A | 594500 | 703727 |
|  \* | Ju Teng International Holdings Ltd. | 6498090 | 1513535 |
|  | Juewei Food Co. Ltd., Class A | 344799 | 661921 |
|  | Juneyao Airlines Co. Ltd., Class A | 518800 | 945059 |
|  \* | Jushri Technologies, Inc., Class A | 19000 | 68087 |
|  | Jutal Offshore Oil Services Ltd. | 1222000 | 89647 |
|  | Jutze Intelligent Technology Co. Ltd., Class A | 53700 | 158306 |
|  \*W | JW Cayman Therapeutics Co. Ltd. | 410000 | 184031 |
|  | Kailuan Energy Chemical Co. Ltd., Class A | 857900 | 787438 |
|  | Kaishan Group Co. Ltd., Class A | 807400 | 1820088 |
|  | Kangji Medical Holdings Ltd. | 1679000 | 1944395 |
|  \* | KBC Corp. Ltd., Class A | 118303 | 524117 |
|  | Keboda Technology Co. Ltd., Class A | 59300 | 646605 |
|  | Keda Industrial Group Co. Ltd., Class A | 688100 | 1267822 |
|  | KEDE Numerical Control Co. Ltd., Class A | 43353 | 389791 |
|  \* | Keep, Inc. | 99400 | 59405 |
|  | Keeson Technology Corp. Ltd., Class A | 138302 | 344219 |
|  | Kehua Data Co. Ltd., Class A | 262260 | 2015244 |
|  | Keli Motor Group Co. Ltd., Class A | 237360 | 462696 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
|  | Keli Sensing Technology Ningbo Co. Ltd., Class A | 20500 | $196645 |
|  | Keshun Waterproof Technologies Co. Ltd., Class A | 606600 | 426332 |
|  | Kidswant Children Products Co. Ltd., Class A | 654997 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;992443 |
|  # | Kinetic Development Group Ltd. | 15390000 | 2892384 |
|  | Kingboard Holdings Ltd. | 5236666 | 18762082 |
|  | Kingboard Laminates Holdings Ltd. | 8013484 | 13416294 |
|  | KingClean Electric Co. Ltd., Class A | 165668 | 596655 |
|  \* | Kingdee International Software Group Co. Ltd. | 217000 | 409402 |
|  | Kingfa Sci & Tech Co. Ltd., Class A | 860790 | 2447455 |
|  | Kingnet Network Co. Ltd., Class A | 543300 | 1818619 |
|  | Kingsemi Co. Ltd., Class A | 7417 | 125090 |
|  \* | Kingsignal Technology Co. Ltd., Class A | 54200 | 100081 |
|  | Kingsoft Corp. Ltd. | 5774600 | 25172253 |
|  \*W | Kintor Pharmaceutical Ltd. | 159000 | 38366 |
|  | Konfoong Materials International Co. Ltd., Class A | 33959 | 448621 |
|  | KPC Pharmaceuticals, Inc., Class A | 357996 | 684830 |
|  | Kuaijishan Shaoxing Wine Co. Ltd., Class A | 265300 | 826783 |
|  W | Kuaishou Technology | 11630600 | 107982374 |
|  | Kuangda Technology Group Co. Ltd., Class A | 971500 | 846827 |
|  | Kunlun Energy Co. Ltd. | 24938000 | 22922648 |
|  \* | Kunlun Tech Co. Ltd., Class A | 72900 | 472375 |
|  | Kunshan Dongwei Technology Co. Ltd., Class A | 14110 | 75530 |
|  | Kunshan Huguang Auto Harness Co. Ltd., Class A | 80900 | 363591 |

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| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
|  | Kunshan Kinglai Hygienic Materials Co. Ltd., Class A | 130820 | $1127129 |
|  \* | Kunwu Jiuding Investment Holdings Co. Ltd., Class A | 175182 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;463314 |
|  | Kweichow Moutai Co. Ltd., Class A | 184374 | 37086582 |
|  | KWG Group Holdings Ltd. (1813 H1) | 263500 | 8817 |
|  #\* | KWG Group Holdings Ltd. (1813 HK) | 9620144 | 321593 |
|  \* | KWG Living Group Holdings Ltd. | 8727072 | 270756 |
|  \* | Kyland Technology Co. Ltd., Class A | 154400 | 526793 |
|  | Lakala Payment Co. Ltd., Class A | 172268 | 582676 |
|  | Lancy Co. Ltd., Class A | 256100 | 708772 |
|  \* | Lanzhou LS Heavy Equipment Co. Ltd., Class A | 515398 | 630994 |
|  | Lao Feng Xiang Co. Ltd., Class A | 179880 | 1218974 |
|  | Laobaixing Pharmacy Chain JSC, Class A | 503791 | 1175322 |
|  | Launch Tech Co. Ltd., Class H | 535000 | 605175 |
|  | LB Group Co. Ltd., Class A | 661985 | 1714025 |
|  # | LC Logistics, Inc. | 20800 | 16734 |
|  | Leader Harmonious Drive Systems Co. Ltd., Class A | 2088 | 47889 |
|  | Lee & Man Chemical Co. Ltd. | 1825339 | 1106955 |
|  # | Lee & Man Paper Manufacturing Ltd. | 9626200 | 3402425 |
|  | Lee's Pharmaceutical Holdings Ltd. | 2451000 | 602217 |
|  \*W | Legend Holdings Corp., Class H | 4784800 | 6184587 |
|  | Lenovo Group Ltd. | 38084000 | 55558775 |
|  | Lens Technology Co. Ltd., Class A | 1124228 | 4647105 |
|  | Leo Group Co. Ltd., Class A | 609900 | 457245 |
|  | Leoch International Technology Ltd. | 654000 | 120357 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
|  | Lepu Medical Technology Beijing Co. Ltd., Class A | 244230 | $622233 |
|  | Leshan Giantstar Farming & Husbandry Corp. Ltd., Class A | 399300 | 1030366 |
|  | Levima Advanced Materials Corp., Class A | 162100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;455778 |
|  | LexinFintech Holdings Ltd., ADR | 785386 | 3785561 |
|  | Leyard Optoelectronic Co. Ltd., Class A | 572150 | 553037 |
|  \* | Li Auto, Inc. (2015 HK), Class A | 3104800 | 32218728 |
|  #\* | Li Auto, Inc. (LI US), ADR | 49980 | 1042083 |
|  # | Li Ning Co. Ltd. | 16886583 | 36715079 |
|  \* | LianChuang Electronic Technology Co. Ltd., Class A | 196200 | 282656 |
|  | Lianhe Chemical Technology Co. Ltd., Class A | 494797 | 822856 |
|  \* | Liao Ning Oxiranchem, Inc. (300082 C2), Class A | 100 | 123 |
|  \* | Liao Ning Oxiranchem, Inc. (300082 CH), Class A | 224600 | 275899 |
|  | Liaoning Cheng Da Co. Ltd., Class A | 441134 | 790760 |
|  | Liaoning Chengda Biotechnology Co. Ltd., Class A | 50092 | 192994 |
|  | Liaoning Energy Industry Co. Ltd., Class A | 510500 | 293414 |
|  | Liaoning Port Co. Ltd., Class H | 1864000 | 218178 |
|  | Lier Chemical Co. Ltd., Class A | 494080 | 881155 |
|  \* | Lifestyle China Group Ltd. | 1898000 | 165651 |
|  #\* | Lifetech Scientific Corp. | 18192000 | 4709978 |
|  | Lijiang Yulong Tourism Co. Ltd., Class A | 395420 | 484762 |
|  \* | Linewell Software Co. Ltd., Class A | 133100 | 227758 |

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**CONTINUED** 

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| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
|  | Lingbao Gold Group Co. Ltd., Class H | 2940000 | $6154333 |
|  | Lingyi iTech Guangdong Co., Class A | 1577100 | 3463399 |
|  #W | Linklogis, Inc., Class B | 5093000 | 2093965 |
|  \* | Liuzhou Iron & Steel Co. Ltd., Class A | 931417 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;707399 |
|  | Livzon Pharmaceutical Group, Inc., Class H | 1288717 | 5182940 |
|  | Lizhong Sitong Light Alloys Group Co. Ltd., Class A | 301740 | 1036749 |
|  # | LK Technology Holdings Ltd. | 2755000 | 1307483 |
|  | Loncin Motor Co. Ltd., Class A | 639729 | 1224697 |
|  #W | Longfor Group Holdings Ltd. | 12721472 | 15713981 |
|  | Longhua Technology Group Luoyang Co. Ltd., Class A | 438831 | 519169 |
|  \* | LONGi Green Energy Technology Co. Ltd., Class A | 564715 | 1675230 |
|  | Longshine Technology Group Co. Ltd., Class A | 244551 | 614821 |
|  | Lonking Holdings Ltd. | 15402000 | 6139381 |
|  | Lontium Semiconductor Corp., Class A | 24035 | 237503 |
|  \* | Lotus Holdings Co. Ltd. | 584400 | 470872 |
|  | Lucky Harvest Co. Ltd., Class A | 150410 | 852366 |
|  | Luenmei Quantum Co. Ltd., Class A | 519805 | 643389 |
|  | Luoniushan Co. Ltd., Class A | 625300 | 645019 |
|  \* | Luoxin Pharmaceuticals Group Stock Co. Ltd., Class A | 195697 | 145882 |
|  | Luoyang Xinqianglian Slewing Bearing Co. Ltd., Class A | 207390 | 1539481 |
|  | Lushang Freda Pharmaceutical Co. Ltd., Class A | 468800 | 512874 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
|  | Luxi Chemical Group Co. Ltd., Class A | 731400 | $1385940 |
|  | Luxin Venture Capital Group Co. Ltd., Class A | 327500 | 673398 |
|  | Luxshare Precision Industry Co. Ltd., Class A | 1375261 | 12184076 |
|  | Luyang Energy-Saving Materials Co. Ltd. | 271310 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;452419 |
|  #\*W | Luye Pharma Group Ltd. | 14098500 | 5711985 |
|  | Luzhou Laojiao Co. Ltd., Class A | 270747 | 5118711 |
|  | Lygend Resources & Technology Co. Ltd.-H, Class H | 198600 | 607142 |
|  \* | Maanshan Iron & Steel Co. Ltd., Class H | 9834177 | 3228256 |
|  | Maccura Biotechnology Co. Ltd., Class A | 345473 | 568123 |
|  \* | Malion New Materials Co. Ltd., Class A | 183150 | 283877 |
|  | Mango Excellent Media Co. Ltd., Class A | 553597 | 2293022 |
|  #W | Maoyan Entertainment | 3094959 | 2646993 |
|  \* | Marssenger Kitchenware Co. Ltd., Class A | 131000 | 230865 |
|  | Maxscend Microelectronics Co. Ltd., Class A | 30388 | 318868 |
|  | Maxvision Technology Corp., Class A | 101500 | 421034 |
|  | Mayinglong Pharmaceutical Group Co. Ltd., Class A | 173200 | 686981 |
|  #W | Medlive Technology Co. Ltd. | 441500 | 598543 |
|  | Mehow Innovative Ltd., Class A | 122080 | 402819 |
|  | MeiG Smart Technology Co. Ltd., Class A | 27200 | 174016 |
|  | Meihua Holdings Group Co. Ltd., Class A | 785600 | 1233396 |

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**EMERGING MARKETS CORE EQUITY 2 PORTFOLIO** 

**CONTINUED** 

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| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  CHINA — (Continued) | CHINA — (Continued) |  |  |
|  | Meilleure Health International Industry Group Ltd. | 420000 | $15431 |
|  | Meinian Onehealth Healthcare Holdings Co. Ltd., Class A | 922200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;729179 |
|  W | Meitu, Inc. | 9430500 | 10473461 |
|  \*W | Meituan, Class B | 6401360 | 84259517 |
|  | Mesnac Co. Ltd., Class A | 841600 | 1021000 |
|  | Metallurgical Corp. of China Ltd., Class H**.** | 10926000 | 3329435 |
|  | M-Grass Ecology & Environment Group Co. Ltd., Class A | 896623 | 525170 |
|  \*W | Microport Cardioflow Medtech Corp. | 940000 | 144441 |
|  # | MicroPort NeuroScientific Corp. | 44201 | 67150 |
|  #\* | Microport Scientific Corp. | 2232200 | 3483635 |
|  | Micro-Tech Nanjing Co. Ltd., Class A | 75463 | 878649 |
|  | Midea Group Co. Ltd., Class A | 1183746 | 12715673 |
|  W | Midea Real Estate Holding Ltd. | 2330400 | 1430765 |
|  | Milkyway Intelligent Supply Chain Service Group Co. Ltd., Class A | 102000 | 852629 |
|  \* | Min Xin Holdings Ltd. | 742000 | 317057 |
|  | Ming Yang Smart Energy Group Ltd., Class A | 391416 | 833163 |
|  # | Ming Yuan Cloud Group Holdings Ltd. | 5502000 | 2336885 |
|  \* | Mingfa Group International Co. Ltd. | 2314000 | 36299 |
|  | MINISO Group Holding Ltd. | 2393800 | 12798886 |
|  | Minmetals Capital Co. Ltd., Class A | 499900 | 416167 |
|  \* | Minmetals Development Co. Ltd., Class A | 779000 | 1001627 |
|  \* | Minmetals Land Ltd. | 9937644 | 1205160 |
|  | Minth Group Ltd. | 6615000 | 29352856 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  CHINA — (Continued) | CHINA — (Continued) |  |  |
|  \* | Miracle Automation Engineering Co. Ltd., Class A | 77100 | $195671 |
|  | Miracll Chemicals Co. Ltd., Class A | 38575 | 85724 |
|  | Mloptic Corp., Class A | 2729 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;140755 |
|  | MLS Co. Ltd., Class A | 649800 | 796474 |
|  #\* | MMG Ltd. | 42530799 | 37744058 |
|  \*W | Mobvista, Inc. | 3069000 | 7043744 |
|  \* | MOG Digitech Holdings Ltd. | 1614000 | 82106 |
|  | Monalisa Group Co. Ltd., Class A | 55155 | 119016 |
|  | Montage Technology Co. Ltd., Class A | 15822 | 303261 |
|  | Moon Environment Technology Co. Ltd., Class A | 867490 | 1732959 |
|  # | Morimatsu International Holdings Co. Ltd. | 1557000 | 1993332 |
|  | Motic Xiamen Electric Group Co. Ltd., Class A | 168800 | 417088 |
|  \* | Mount Everest Gold Group Co. Ltd. | 1085000 | 256673 |
|  | Muyuan Foods Co. Ltd., Class A | 1170877 | 8286307 |
|  \*†† | Myhome Real Estate Development Group Co. Ltd., Class A | 1308300 | 0 |
|  | MYS Group Co. Ltd., Class A | 833000 | 506171 |
|  | Nancal Technology Co. Ltd., Class A | 79884 | 525643 |
|  \* | Nanfang Zhongjin Environment Co. Ltd., Class A | 1112700 | 697179 |
|  | Nanhua Futures Co. Ltd., Class A | 466400 | 1367664 |
|  | NanJi E-Commerce Co. Ltd., Class A | 677950 | 336812 |
|  | Nanjing Cosmos Chemical Co. Ltd., Class A | 266280 | 514618 |
|  | Nanjing Hanrui Cobalt Co. Ltd., Class A | 136220 | 950920 |
|  | Nanjing Iron & Steel Co. Ltd., Class A | 2527900 | 1865982 |

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**CONTINUED** 

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| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  CHINA — (Continued) | CHINA — (Continued) |  |  |
|  | Nanjing King-Friend Biochemical Pharmaceutical Co. Ltd., Class A | 275128 | $388550 |
|  | Nanjing Pharmaceutical Co. Ltd., Class A | 1077100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;765954 |
|  | Nanjing Securities Co. Ltd., Class A | 479160 | 570596 |
|  \* | Nanjing Tanker Corp., Class A | 1500600 | 689247 |
|  | Nanjing Xinjiekou Department Store Co. Ltd., Class A | 779048 | 821784 |
|  | Nantong Jianghai Capacitor Co. Ltd., Class A | 384800 | 1544573 |
|  | Nantong Jiangshan Agrochemical & Chemical LLC, Class A | 211800 | 712039 |
|  | NARI Technology Co. Ltd., Class A | 899226 | 3063966 |
|  \* | National Silicon Industry Group Co. Ltd., Class A | 39130 | 125758 |
|  | Natural Food International Holding Ltd. | 462000 | 68329 |
|  | NAURA Technology Group Co. Ltd., Class A | 51030 | 2919657 |
|  \* | NavInfo Co. Ltd., Class A | 399600 | 505439 |
|  \* | Nayuki Holdings Ltd. | 1000000 | 150592 |
|  | NBTM New Materials Group Co. Ltd., Class A | 282400 | 1193911 |
|  | NetDragon Websoft Holdings Ltd. | 2644000 | 4130509 |
|  \*W | NetEase Cloud Music, Inc. | 33450 | 1038660 |
|  | NetEase, Inc. (9999 HK) | 3062200 | 85927542 |
|  | NetEase, Inc. (NTES US), ADR | 125788 | 17622899 |
|  | Neusoft Corp., Class A | 669600 | 990453 |
|  | Neutech Group Ltd. | 238400 | 78188 |
|  | New China Life Insurance Co. Ltd., Class H | 4622100 | 29209857 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  CHINA — (Continued) | CHINA — (Continued) |  |  |
|  | New Guomai Digital Culture Co. Ltd., Class A | 117600 | $230339 |
|  | New Hope Dairy Co. Ltd., Class A | 280100 | 685085 |
|  | New Hope Liuhe Co. Ltd., Class A | 706232 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;966019 |
|  \* | New Journey Health Technology Group Co. Ltd., Class A | 1047400 | 329651 |
|  | New Trend International Logis-Tech Co. Ltd., Class A | 180255 | 321470 |
|  | Neway Valve Suzhou Co. Ltd., Class A | 242900 | 1792532 |
|  \* | Newborn Town, Inc. | 2170000 | 2950010 |
|  | Newland Digital Technology Co. Ltd., Class A | 317789 | 1230735 |
|  | Nexteer Automotive Group Ltd. | 7388000 | 6404301 |
|  \* | Nine Dragons Paper Holdings Ltd. | 12167000 | 8714986 |
|  \* | Ninestar Corp., Class A | 191328 | 583400 |
|  | Ningbo BaoSi Energy Equipment Co. Ltd., Class A | 141900 | 159704 |
|  | Ningbo Boway Alloy Material Co. Ltd., Class A | 288700 | 887209 |
|  \* | Ningbo Changhong Polymer Scientific & Technical, Inc., Class A | 69300 | 183617 |
|  | Ningbo Haitian Precision Machinery Co. Ltd., Class A | 197800 | 575702 |
|  | Ningbo Huaxiang Electronic Co. Ltd., Class A | 656100 | 3059000 |
|  \* | Ningbo Jifeng Auto Parts Co. Ltd., Class A | 365100 | 712927 |
|  | Ningbo Jintian Copper Group Co. Ltd., Class A | 1142700 | 1858136 |
|  | Ningbo Joyson Electronic Corp., Class A | 469231 | 2103578 |

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**CONTINUED** 

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| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  CHINA — (Continued) | CHINA — (Continued) |  |  |
|  | Ningbo Orient Wires & Cables Co. Ltd., Class A | 102157 | $900108 |
|  | Ningbo Peacebird Fashion Co. Ltd., Class A | 336700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;677763 |
|  | Ningbo Ronbay New Energy Technology Co. Ltd., Class A | 196256 | 770310 |
|  | Ningbo Sanxing Medical Electric Co. Ltd., Class A | 375058 | 1181186 |
|  \* | Ningbo Shanshan Co. Ltd., Class A | 300500 | 580727 |
|  | Ningbo Sunrise Elc Technology Co. Ltd., Class A | 122000 | 315061 |
|  | Ningbo Tuopu Group Co. Ltd., Class A | 194876 | 2032960 |
|  | Ningbo Xusheng Group Co. Ltd., Class A | 339840 | 719400 |
|  | Ningbo Yongxin Optics Co. Ltd., Class A | 28200 | 406177 |
|  | Ningbo Yunsheng Co. Ltd., Class A | 686400 | 1376762 |
|  | Ningbo Zhoushan Port Co. Ltd., Class A | 1013670 | 535297 |
|  | Ningxia Baofeng Energy Group Co. Ltd., Class A | 1472700 | 3819159 |
|  | Ningxia Building Materials Group Co. Ltd., Class A | 194600 | 367633 |
|  | Ningxia Orient Tantalum Industry Co. Ltd., Class A | 95600 | 417123 |
|  | Ningxia Western Venture Industrial Co. Ltd., Class A | 503000 | 364613 |
|  \* | NIO, Inc., Class A | 96580 | 698324 |
|  #\* | Niu Technologies, Sponsored ADR | 219715 | 922803 |
|  | NKY Medical Holdings Ltd., Class A | 257950 | 601575 |
|  | Noah Holdings Ltd., Sponsored ADR | 95429 | 1077393 |
|  W | Nongfu Spring Co. Ltd., Class H | 4826200 | 32082399 |
|  | Norinco International Cooperation Ltd., Class A | 846073 | 1329640 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  CHINA — (Continued) | CHINA — (Continued) |  |  |
|  | North Chemical Industries Co. Ltd., Class A | 47100 | $133260 |
|  | North China Pharmaceutical Co. Ltd., Class A | 1000800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;844439 |
|  | North Copper Co. Ltd., Class A | 412200 | 911124 |
|  | North Huajin Chemical Industries Co. Ltd., Class A | 899512 | 642547 |
|  \* | North Industries Group Red Arrow Co. Ltd., Class A | 274865 | 710103 |
|  | Northeast Pharmaceutical Group Co. Ltd., Class A | 1600662 | 1248278 |
|  | Northeast Securities Co. Ltd., Class A | 661227 | 844419 |
|  | Northking Information Technology Co. Ltd., Class A | 379306 | 1136819 |
|  #\* | NovaBridge Biosciences, Sponsored ADR | 16217 | 80274 |
|  | Novoray Corp., Class A | 91780 | 820601 |
|  \* | NSFOCUS Technologies Group Co. Ltd., Class A | 301370 | 351211 |
|  \* | Nuode New Materials Co. Ltd., Class A | 820000 | 816296 |
|  | NYOCOR Co. Ltd., Class A | 556700 | 436646 |
|  #\*W | Ocumension Therapeutics | 939000 | 1006100 |
|  \* | Offcn Education Technology Co. Ltd., Class A | 970800 | 371213 |
|  | Offshore Oil Engineering Co. Ltd., Class A | 1225122 | 938145 |
|  \* | OFILM Group Co. Ltd., Class A | 497000 | 862257 |
|  | Olympic Circuit Technology Co. Ltd., Class A | 258880 | 1514664 |
|  | OmniVision Integrated Circuits Group, Inc. | 25488 | 468295 |
|  # | Onewo, Inc., Class H | 1064300 | 3057778 |
|  | Oppein Home Group, Inc., Class A | 120890 | 909253 |

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**CONTINUED** 

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| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  CHINA — (Continued) | CHINA — (Continued) |  |  |
|  | Opple Lighting Co. Ltd., Class A | 213321 | $521644 |
|  | OPT Machine Vision Tech Co. Ltd., Class A | 29277 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;524024 |
|  | ORG Technology Co. Ltd., Class A | 1849800 | 1565337 |
|  | Orient International Enterprise Ltd., Class A | 529367 | 622203 |
|  # | Orient Overseas International Ltd. | 622500 | 10772942 |
|  W | Orient Securities Co. Ltd., Class H | 2344800 | 2184844 |
|  \* | Oriental Energy Co. Ltd., Class A | 550729 | 636742 |
|  | Oriental Pearl Group Co. Ltd., Class A | 595141 | 812469 |
|  #\* | OSL Group Ltd. | 51000 | 115440 |
|  \* | Ourpalm Co. Ltd., Class A | 438300 | 320393 |
|  | Ovctek China, Inc., Class A | 205440 | 481246 |
|  \* | Pacific Securities Co. Ltd., Class A | 523800 | 331338 |
|  | Pacific Shuanglin Bio-pharmacy Co. Ltd., Class A | 284963 | 630924 |
|  \* | Pangang Group Vanadium Titanium & Resources Co. Ltd., Class A | 2411831 | 1024444 |
|  \* | PCI Technology Group Co. Ltd., Class A | 1200680 | 1158677 |
|  \* | PDD Holdings, Inc., ADR | 1216709 | 164097543 |
|  \*W | Peijia Medical Ltd. | 1597000 | 1236316 |
|  \* | Peking University Resources Holdings Co. Ltd. | 422500 | 8673 |
|  \*†† | Pengdu Agriculture & Animal Husbandry Co. Ltd., Class A | 3368870 | 0 |
|  | People.cn Co. Ltd., Class A | 77800 | 220904 |
|  | People's Insurance Co. Group of China Ltd., Class H | 25651000 | 23037411 |
|  \* | Perennial Energy Holdings Ltd. | 815000 | 105854 |
|  | Perfect World Co. Ltd., Class A | 161000 | 387839 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  CHINA — (Continued) | CHINA — (Continued) |  |  |
|  # | Persistence Resources Group Ltd. | 95000 | $17196 |
|  | PetroChina Co. Ltd., Class H | 96738000 | 99999832 |
|  | PharmaBlock Sciences Nanjing, Inc., Class A | 113600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;682232 |
|  #W | Pharmaron Beijing Co. Ltd., Class H | 1497450 | 4999805 |
|  \* | Phenix Optical Co. Ltd., Class A | 60500 | 185293 |
|  | PhiChem Corp., Class A | 249005 | 820948 |
|  | PICC Property & Casualty Co. Ltd., Class H | 19579398 | 46256790 |
|  | Ping An Bank Co. Ltd., Class A | 4109901 | 6540003 |
|  #W | Ping An Healthcare & Technology Co. Ltd. | 9302005 | 16456493 |
|  # | Ping An Insurance Group Co. of China Ltd., Class H | 23334500 | 168576163 |
|  | Pingdingshan Tianan Coal Mining Co. Ltd., Class A | 1093338 | 1306403 |
|  | PNC Process Systems Co. Ltd., Class A | 177720 | 776317 |
|  | POCO Holding Co. Ltd., Class A | 42860 | 470957 |
|  \* | Polaris Bay Group Co. Ltd., Class A | 579000 | 599122 |
|  | Poly Developments & Holdings Group Co. Ltd., Class A | 1264405 | 1302516 |
|  # | Poly Property Group Co. Ltd. | 13246987 | 3151339 |
|  | Poly Property Services Co. Ltd., Class H | 1267400 | 5467564 |
|  \* | Pony Testing International Group Co. Ltd., Class A | 265070 | 308759 |
|  W | Pop Mart International Group Ltd. | 2162600 | 61515424 |
|  \* | Porton Pharma Solutions Ltd., Class A | 334300 | 1251812 |

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**CONTINUED** 

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| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  CHINA — (Continued) | CHINA — (Continued) |  |  |
|  W | Postal Savings Bank of China Co. Ltd., Class H | 23490000 | $16551297 |
|  | Pou Sheng International Holdings Ltd. | 16009609 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;978322 |
|  | Power Construction Corp. of China Ltd., Class A | 2700800 | 2141044 |
|  \* | Powerwin Tech Group Ltd. | 536000 | 76618 |
|  | Prinx Chengshan Holdings Ltd. | 690000 | 630446 |
|  \* | Productive Technologies Co. Ltd. | 1154000 | 30778 |
|  | Pulike Biological Engineering, Inc., Class A | 131400 | 258122 |
|  | PW Medtech Group Ltd. | 3801000 | 734023 |
|  | Pylon Technologies Co. Ltd., Class A | 45089 | 420442 |
|  | Q Technology Group Co. Ltd. | 2854000 | 5132350 |
|  # | Qfin Holdings, Inc., ADR | 1029222 | 24855711 |
|  \* | Qi An Xin Technology Group, Inc., Class A | 70001 | 384171 |
|  | Qianhe Condiment & Food Co. Ltd., Class A | 388719 | 506601 |
|  \* | Qinchuan Machine Tool & Tool Group Share Co. Ltd., Class A | 445000 | 858574 |
|  | Qingdao Citymedia Co. Ltd., Class A | 543833 | 519029 |
|  | Qingdao East Steel Tower Stock Co. Ltd., Class A | 811575 | 2014254 |
|  | Qingdao Eastsoft Communication Technology Co. Ltd., Class A | 231501 | 500110 |
|  | Qingdao Gaoce Technology Co. Ltd., Class A | 360099 | 579355 |
|  | Qingdao Gon Technology Co. Ltd., Class A | 174800 | 1259891 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  CHINA — (Continued) | CHINA — (Continued) |  |  |
|  | Qingdao Haier Biomedical Co. Ltd., Class A | 237232 | $1160876 |
|  | Qingdao Hanhe Cable Co. Ltd., Class A | 1434192 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;756084 |
|  | Qingdao Hiron Commercial Cold Chain Co. Ltd., Class A | 242140 | 478812 |
|  | Qingdao Huicheng Environmental Technology Group Co. Ltd., Class A | 25100 | 543852 |
|  | Qingdao NovelBeam Technology Co. Ltd., Class A | 39179 | 267143 |
|  W | Qingdao Port International Co. Ltd., Class H | 2642000 | 2415182 |
|  | Qingdao Rural Commercial Bank Corp., Class A | 1531267 | 693254 |
|  | Qingdao Sentury Tire Co. Ltd., Class A | 287460 | 785371 |
|  | Qingdao TGOOD Electric Co. Ltd., Class A | 164900 | 672807 |
|  | Qinghai Huzhu TianYouDe Highland Barley Spirit Co. Ltd., Class A | 234600 | 316187 |
|  \* | Qinghai Salt Lake Industry Co. Ltd., Class A | 999300 | 3481119 |
|  \* | Qingling Motors Co. Ltd., Class H | 5448000 | 517868 |
|  | Qinhuangdao Port Co. Ltd., Class H | 4826000 | 1807336 |
|  \* | QuantumCTek Co. Ltd., Class A | 2968 | 241848 |
|  \* | Qudian, Inc., Sponsored ADR | 498849 | 2384498 |
|  | Queclink Wireless Solutions Co. Ltd., Class A | 146350 | 248946 |
|  | Quectel Wireless Solutions Co. Ltd., Class A | 69634 | 927100 |
|  | Quick Intelligent Equipment Co. Ltd., Class A | 126100 | 577225 |

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**CONTINUED** 

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| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  CHINA — (Continued) | CHINA — (Continued) |  |  |
|  #\* | Radiance Holdings Group Co. Ltd. | 2385000 | $722633 |
|  | Rainbow Digital Commercial Co. Ltd., Class A | 899294 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;682695 |
|  | Range Intelligent Computing Technology Group Co. Ltd., Class A | 50700 | 359848 |
|  | Rayhoo Motor Dies Co. Ltd., Class A | 105944 | 576096 |
|  | Raytron Technology Co. Ltd., Class A | 36484 | 426032 |
|  | Realcan Pharmaceutical Group Co. Ltd., Class A | 834100 | 337470 |
|  | Red Avenue New Materials Group Co. Ltd., Class A | 61900 | 358792 |
|  \*W | Red Star Macalline Group Corp. Ltd., Class H | 3090314 | 505072 |
|  | Renhe Pharmacy Co. Ltd., Class A | 933500 | 814929 |
|  #\* | REPT BATTERO Energy Co. Ltd., Class H | 35600 | 63881 |
|  | Rianlon Corp., Class A | 142100 | 800020 |
|  | Richinfo Technology Co. Ltd., Class A | 118700 | 447089 |
|  \* | Risen Energy Co. Ltd., Class A | 636808 | 963337 |
|  \* | RiseSun Real Estate Development Co. Ltd., Class A | 1098102 | 248141 |
|  | Riyue Heavy Industry Co. Ltd., Class A | 312825 | 639241 |
|  | Rizhao Port Co. Ltd., Class A | 3046500 | 1361897 |
|  | RoboTechnik Intelligent Technology Co. Ltd., Class A | 24760 | 778734 |
|  | Rockchip Electronics Co. Ltd., Class A | 25200 | 642893 |
|  \* | RongFa Nuclear Equipment Co. Ltd., Class A | 776300 | 862443 |
|  | Rongsheng Petrochemical Co. Ltd., Class A | 1830978 | 2622848 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  CHINA — (Continued) | CHINA — (Continued) |  |  |
|  \* | Roshow Technology Co. Ltd., Class A | 423700 | $528624 |
|  | Ruida Futures Co. Ltd., Class A | 196651 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;653078 |
|  | Runjian Co. Ltd., Class A | 124963 | 772893 |
|  | SAIC Motor Corp. Ltd., Class A | 918355 | 2148666 |
|  | Sailun Group Co. Ltd., Class A | 880500 | 1899434 |
|  | Sanan Optoelectronics Co. Ltd., Class A | 452500 | 882983 |
|  \* | SanFeng Intelligent Equipment Group Co. Ltd., Class A | 36100 | 47997 |
|  | Sangfor Technologies, Inc., Class A | 18772 | 345886 |
|  | Sanjiang Shopping Club Co. Ltd., Class A | 297500 | 579178 |
|  | Sanquan Food Co. Ltd., Class A | 407330 | 639224 |
|  \* | Sansteel Minguang Co. Ltd. Fujian, Class A | 1339556 | 843520 |
|  | Sansure Biotech, Inc., Class A | 238155 | 737648 |
|  \* | Sanwei Holding Group Co. Ltd., Class A | 333300 | 543011 |
|  | Sany Heavy Equipment International Holdings Co. Ltd. | 9234500 | 8717746 |
|  | Sany Heavy Industry Co. Ltd., Class A | 847341 | 2636825 |
|  | Satellite Chemical Co. Ltd., Class A | 1211883 | 3052183 |
|  | SDIC Capital Co. Ltd., Class A | 466300 | 514030 |
|  | SDIC Power Holdings Co. Ltd., Class A | 1011516 | 2040959 |
|  | Sealand Securities Co. Ltd., Class A | 1346700 | 865072 |
|  \* | Seazen Group Ltd. | 18081047 | 5094010 |
|  \* | Seazen Holdings Co. Ltd., Class A | 307581 | 614055 |
|  \*†† | S-Enjoy Service Group Co. Ltd. | 2340000 | 316194 |
|  | Seres Group Co. Ltd., Class A | 157625 | 3442193 |
|  | SF Holding Co. Ltd., Class A | 1155555 | 6550445 |

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**CONTINUED** 

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| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  CHINA — (Continued) | CHINA — (Continued) |  |  |
|  | SG Micro Corp., Class A | 31980 | $331042 |
|  | Shaanxi Beiyuan Chemical Industry Group Co. Ltd., Class A | 669810 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;370982 |
|  | Shaanxi Coal Industry Co. Ltd., Class A | 3029900 | 9668113 |
|  | Shaanxi Construction Engineering Group Corp. Ltd., Class A | 1234100 | 657309 |
|  \* | Shaanxi Heimao Coking Co. Ltd., Class A | 879800 | 525482 |
|  | Shan Xi Hua Yang Group New Energy Co. Ltd., Class A | 1472746 | 1656515 |
|  | Shandong Bohui Paper Industrial Co. Ltd., Class A | 832100 | 583866 |
|  | Shandong Buchang Pharmaceuticals Co. Ltd., Class A | 217987 | 531161 |
|  \* | Shandong Chenming Paper Holdings Ltd., Class H | 2811533 | 278355 |
|  | Shandong Dawn Polymer Co. Ltd., Class A | 211200 | 735746 |
|  | Shandong Denghai Seeds Co. Ltd., Class A | 605300 | 801023 |
|  | Shandong Dongyue Silicone Material Co. Ltd., Class A | 539200 | 703779 |
|  W | Shandong Gold Mining Co. Ltd., Class H | 2190500 | 9182841 |
|  \* | Shandong Haihua Co. Ltd., Class A | 539800 | 422621 |
|  | Shandong Head Group Co. Ltd., Class A | 189126 | 346387 |
|  | Shandong Himile Mechanical Science & Technology Co. Ltd., Class A | 288241 | 2711812 |
|  | Shandong Hi-speed Co. Ltd., Class A | 233625 | 306413 |

---

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| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  CHINA — (Continued) | CHINA — (Continued) |  |  |
|  | Shandong Hi-Speed Road & Bridge Group Co. Ltd., Class A | 997600 | $856947 |
|  | Shandong Hualu Hengsheng Chemical Co. Ltd., Class A | 515061 | 1858290 |
|  | Shandong Huatai Paper Industry Shareholding Co. Ltd., Class A | 761160 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;398038 |
|  | Shandong Humon Smelting Co. Ltd., Class A | 524356 | 973176 |
|  | Shandong Jincheng Pharmaceutical Group Co. Ltd., Class A | 190300 | 467224 |
|  | Shandong Jinjing Science & Technology Co. Ltd., Class A | 1118471 | 825389 |
|  | Shandong Linglong Tyre Co. Ltd., Class A | 543382 | 1175162 |
|  \* | Shandong Longda Meishi Co. Ltd., Class A | 196100 | 132674 |
|  | Shandong Lukang Pharma, Class A | 564800 | 795686 |
|  | Shandong Nanshan Aluminum Co. Ltd., Class A | 2799880 | 1814001 |
|  | Shandong Pharmaceutical Glass Co. Ltd., Class A | 250000 | 734827 |
|  | Shandong Publishing & Media Co. Ltd., Class A | 852100 | 1001165 |
|  | Shandong Sun Paper Industry JSC Ltd., Class A | 961588 | 1922339 |
|  | Shandong Weifang Rainbow Chemical Co. Ltd., Class A | 121100 | 1260524 |
|  | Shandong Weigao Group Medical Polymer Co. Ltd., Class H | 18219200 | 12753231 |

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**CONTINUED** 

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| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  CHINA — (Continued) | CHINA — (Continued) |  |  |
|  | Shandong WIT Dyne Health Co. Ltd., Class A | 184500 | $885804 |
|  | Shandong Xiantan Co. Ltd., Class A | 633563 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;561040 |
|  | Shandong Xinhua Pharmaceutical Co. Ltd., Class H | 1303200 | 1166679 |
|  | Shandong Yisheng Livestock & Poultry Breeding Co. Ltd., Class A | 676000 | 854208 |
|  | Shanghai Acrel Co. Ltd., Class A | 129700 | 459923 |
|  \* | Shanghai Aerospace Automobile Electromechanical Co. Ltd., Class A | 619600 | 718594 |
|  \* | Shanghai Aiko Solar Energy Co. Ltd., Class A | 141400 | 313791 |
|  \* | Shanghai AJ Group Co. Ltd., Class A | 883635 | 698304 |
|  | Shanghai Allist Pharmaceuticals Co. Ltd., Class A | 79179 | 1196980 |
|  | Shanghai AtHub Co. Ltd., Class A | 305310 | 1426978 |
|  | Shanghai Bailian Group Co. Ltd., Class A | 589600 | 748466 |
|  | Shanghai Bairun Investment Holding Group Co. Ltd., Class A | 238358 | 843737 |
|  | Shanghai Baolong Automotive Corp., Class A | 109100 | 577973 |
|  | Shanghai Baosight Software Co. Ltd., Class A | 250362 | 809395 |
|  | Shanghai Baosteel Packaging Co. Ltd., Class A | 762664 | 592463 |
|  | Shanghai Belling Co. Ltd., Class A | 26200 | 125939 |
|  \*W | Shanghai Bio-heart Biological Technology Co. Ltd., Class H | 105900 | 113660 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  CHINA — (Continued) | CHINA — (Continued) |  |  |
|  | Shanghai BOCHU Electronic Technology Corp. Ltd., Class A | 31544 | $607080 |
|  | Shanghai Bright Meat Group Co. Ltd., Class A | 558700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;534646 |
|  | Shanghai Chicmax Cosmetic Co. Ltd., Class H | 103400 | 1140300 |
|  | Shanghai Chinafortune Co. Ltd., Class A | 504631 | 1184604 |
|  | Shanghai Chlor-Alkali Chemical Co. Ltd., Class A | 489200 | 751262 |
|  | Shanghai Construction Group Co. Ltd., Class A | 2729435 | 1081723 |
|  | Shanghai Daimay Automotive Interior Co. Ltd., Class A | 666985 | 715563 |
|  | Shanghai Datun Energy Resources Co. Ltd., Class A | 664100 | 1288948 |
|  | Shanghai Dazhong Public Utilities Group Co. Ltd., Class H | 334000 | 189338 |
|  \* | Shanghai DZH Ltd., Class A | 90200 | 184094 |
|  #\* | Shanghai Electric Group Co. Ltd., Class H | 6970000 | 4064087 |
|  | Shanghai Electric Power Co. Ltd., Class A | 498406 | 2079941 |
|  | Shanghai Environment Group Co. Ltd., Class A | 529002 | 617315 |
|  \* | Shanghai Feilo Acoustics Co. Ltd., Class A | 266900 | 306607 |
|  | Shanghai Fengyuzhu Culture & Technology Co. Ltd., Class A | 29200 | 39986 |
|  # | Shanghai Fosun Pharmaceutical Group Co. Ltd., Class H | 1647000 | 5044874 |

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**CONTINUED** 

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| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  CHINA — (Continued) | CHINA — (Continued) |  |  |
|  | Shanghai Fudan Microelectronics Group Co. Ltd., Class H | 714000 | $3883663 |
|  # | Shanghai Fudan-Zhangjiang Bio-Pharmaceutical Co. Ltd., Class H | 632000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;265665 |
|  | Shanghai Fullhan Microelectronics Co. Ltd., Class A | 73947 | 490876 |
|  | Shanghai Ganglian E-Commerce Holdings Co. Ltd., Class A | 63832 | 244428 |
|  | Shanghai Gench Education Group Ltd. | 52000 | 17919 |
|  | Shanghai Gentech Co. Ltd., Class A | 121719 | 561998 |
|  | Shanghai Hanbell Precise Machinery Co. Ltd., Class A | 328048 | 1128238 |
|  W | Shanghai Haohai Biological Technology Co. Ltd., Class H | 185280 | 650743 |
|  \*W | Shanghai Henlius Biotech, Inc., Class H | 69700 | 625026 |
|  | Shanghai Hile Bio-Technology Co. Ltd., Class A | 125100 | 120816 |
|  | Shanghai Huace Navigation Technology Ltd., Class A | 116949 | 527185 |
|  | Shanghai Huafon Aluminium Corp., Class A | 380200 | 939035 |
|  | Shanghai Huayi Group Co. Ltd., Class A | 654200 | 731235 |
|  | Shanghai Industrial Holdings Ltd. | 3115000 | 5468092 |
|  \* | Shanghai Industrial Urban Development Group Ltd. | 16019025 | 700920 |
|  \* | Shanghai INT Medical Instruments Co. Ltd., Class H | 96000 | 386254 |

---

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| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  CHINA — (Continued) | CHINA — (Continued) |  |  |
|  | Shanghai International Airport Co. Ltd., Class A | 40400 | $183362 |
|  | Shanghai Jahwa United Co. Ltd., Class A | 159500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;562270 |
|  | Shanghai Jinjiang International Hotels Co. Ltd., Class A | 275662 | 872207 |
|  | Shanghai Jinqiao Export Processing Zone Development Co. Ltd., Class A | 240433 | 382733 |
|  | Shanghai Kaibao Pharmaceutical Co. Ltd., Class A | 585400 | 507743 |
|  | Shanghai Kelai Mechatronics Engineering Co. Ltd., Class A | 53300 | 146846 |
|  | Shanghai Liangxin Electrical Co. Ltd., Class A | 552591 | 823403 |
|  | Shanghai Lingang Holdings Corp. Ltd., Class A | 700740 | 1112769 |
|  | Shanghai Lujiazui Finance & Trade Zone Development Co. Ltd., Class A | 187700 | 225837 |
|  | Shanghai M&G Stationery, Inc., Class A | 190499 | 749641 |
|  | Shanghai Mechanical & Electrical Industry Co. Ltd., Class A | 230900 | 879761 |
|  \* | Shanghai Medicilon, Inc., Class A | 50608 | 500810 |
|  | Shanghai MicroPort Endovascular MedTech Group Co. Ltd., Class A | 49078 | 702567 |
|  \* | Shanghai Milkground Food Tech Co. Ltd., Class A | 246200 | 885456 |
|  | Shanghai Moons' Electric Co. Ltd., Class A | 5400 | 55709 |
|  \* | Shanghai New Power Automotive Technology Co. Ltd., Class A | 455000 | 400283 |

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**CONTINUED** 

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| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  CHINA — (Continued) | CHINA — (Continued) |  |  |
|  | Shanghai Pharmaceuticals Holding Co. Ltd., Class H | 3608200 | $5432687 |
|  | Shanghai Pioneer Holding Ltd. | 3009000 | 808396 |
|  | Shanghai Pret Composites Co. Ltd., Class A | 521200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;985986 |
|  | Shanghai Pudong Construction Co. Ltd., Class A | 534380 | 606103 |
|  | Shanghai Pudong Development Bank Co. Ltd., Class A | 3427519 | 5541576 |
|  | Shanghai Putailai New Energy Technology Co. Ltd., Class A | 303899 | 1248654 |
|  | Shanghai QiFan Cable Co. Ltd., Class A | 278600 | 734518 |
|  | Shanghai RAAS Blood Products Co. Ltd., Class A | 868012 | 822605 |
|  | Shanghai Runda Medical Technology Co. Ltd., Class A | 400100 | 947061 |
|  | Shanghai Rural Commercial Bank Co. Ltd., Class A | 995600 | 1194033 |
|  | Shanghai Shibei Hi-Tech Co. Ltd., Class A | 411000 | 356949 |
|  | Shanghai Shyndec Pharmaceutical Co. Ltd., Class A | 420400 | 615655 |
|  | Shanghai Sinyang Semiconductor Materials Co. Ltd., Class A | 24100 | 192677 |
|  \* | Shanghai Stonehill Technology Co. Ltd., Class A | 273126 | 304342 |
|  | Shanghai Tongji Science & Technology Industrial Co. Ltd., Class A | 384400 | 802845 |
|  | Shanghai Tunnel Engineering Co. Ltd., Class A | 1033995 | 959690 |

---

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| | | |
|:---|:---|:---|
|  | **Shares** | **Value»** |
| CHINA — (Continued) |  |  |
| Shanghai Vital Microtech Co. Ltd. | 160310 | $418541 |
| Shanghai Waigaoqiao Free Trade Zone Group Co. Ltd., Class A | 261561 | 402110 |
| Shanghai Yaoji Technology Co. Ltd., Class A | 231500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;844383 |
| Shanghai Yct Electronics Group Co. Ltd., Class A | 20180 | 133767 |
| Shanghai Yuyuan Tourist Mart Group Co. Ltd., Class A | 669100 | 522903 |
| Shanghai Zhangjiang High-Tech Park Development Co. Ltd., Class A | 141157 | 884441 |
| Shanghai Zhenhua Heavy Industries Co. Ltd., Class A | 1059300 | 704368 |
| Shanghai Zhonggu Logistics Co. Ltd., Class A | 931400 | 1448162 |
| Shanghai Zijiang Enterprise Group Co. Ltd., Class A | 1126382 | 1250508 |
| Shanjin International Gold Co. Ltd., Class A | 550580 | 1682955 |
| Shannon Semiconductor Technology Co. Ltd., Class A | 79000 | 1469599 |
| Shantou Wanshun New Material Group Co. Ltd., Class A | 351700 | 313851 |
| Shantui Construction Machinery Co. Ltd., Class A | 645400 | 1049938 |
| Shanxi Blue Flame Holding Co. Ltd., Class A | 1010498 | 1028873 |
| Shanxi Coal International Energy Group Co. Ltd., Class A | 837600 | 1299894 |
| Shanxi Coking Co. Ltd., Class A | 1285597 | 771692 |

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**CONTINUED** 

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| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  CHINA — (Continued) | CHINA — (Continued) |  |  |
|  | Shanxi Coking Coal Energy Group Co. Ltd., Class A | 1766141 | $1817631 |
|  \* | Shanxi Guoxin Energy Corp. Ltd., Class A | 1859360 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;923267 |
|  | Shanxi Hi-speed Group Co. Ltd., Class A | 1211300 | 882543 |
|  | Shanxi Lanhua Sci-Tech Venture Co. Ltd., Class A | 956191 | 904638 |
|  \* | Shanxi Lu'an Chemical Technology Co. Ltd., Class A | 979900 | 395626 |
|  | Shanxi Lu'an Environmental Energy Development Co. Ltd., Class A | 1076748 | 2239963 |
|  \* | Shanxi Meijin Energy Co. Ltd., Class A | 874700 | 644336 |
|  | Shanxi Securities Co. Ltd., Class A | 405800 | 365219 |
|  \* | Shanxi Taigang Stainless Steel Co. Ltd., Class A | 934292 | 552931 |
|  | Shanxi Xinghuacun Fen Wine Factory Co. Ltd., Class A | 188729 | 5056667 |
|  \* | Shanxi Zhendong Pharmaceutical Co. Ltd., Class A | 299400 | 294011 |
|  | Sharetronic Data Technology Co. Ltd., Class A | 51660 | 1178128 |
|  | Shede Spirits Co. Ltd., Class A | 84400 | 736308 |
|  | Shenergy Co. Ltd., Class A | 1024033 | 1184752 |
|  | Shengda Resources Co. Ltd., Class A | 271930 | 898374 |
|  | Shenghe Resources Holding Co. Ltd., Class A | 299200 | 977155 |
|  | Shenguan Holdings Group Ltd. | 4272000 | 148343 |
|  | Shengyi Electronics Co. Ltd., Class A | 62065 | 947904 |
|  | Shengyi Technology Co. Ltd., Class A | 387682 | 3495527 |
|  | Shenma Industry Co. Ltd., Class A | 438700 | 612649 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  CHINA — (Continued) | CHINA — (Continued) |  |  |
|  | Shennan Circuits Co. Ltd., Class A | 103457 | $3114379 |
|  #W | Shenwan Hongyuan Group Co. Ltd., Class H | 4025600 | 1771285 |
|  \* | Shenyang Jinbei Automotive Co. Ltd., Class A | 880500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;576225 |
|  | Shenyang Xingqi Pharmaceutical Co. Ltd., Class A | 73617 | 829264 |
|  | Shenzhen Agricultural Power Group Co. Ltd., Class A | 921538 | 1106944 |
|  | Shenzhen Airport Co. Ltd., Class A | 934083 | 948383 |
|  | Shenzhen Aisidi Co. Ltd., Class A | 795938 | 1387671 |
|  \* | Shenzhen Baoming Technology Co. Ltd., Class A | 5300 | 39963 |
|  | Shenzhen Batian Ecotypic Engineering Co. Ltd., Class A | 495700 | 776316 |
|  | Shenzhen BSC Technology Co. Ltd., Class A | 75300 | 387741 |
|  | Shenzhen Capchem Technology Co. Ltd., Class A | 73040 | 545029 |
|  | Shenzhen Center Power Tech Co. Ltd., Class A | 200200 | 644817 |
|  | Shenzhen Cereals Holdings Co. Ltd., Class A | 581050 | 570448 |
|  | Shenzhen Changhong Technology Co. Ltd., Class A | 297500 | 573834 |
|  | Shenzhen Click Technology Co. Ltd., Class A | 222400 | 588782 |
|  \* | Shenzhen Clou Electronics Co. Ltd., Class A | 24100 | 29642 |
|  | Shenzhen Colibri Technologies Co. Ltd., Class A | 201400 | 630694 |
|  | Shenzhen Comix Group Co. Ltd., Class A | 314200 | 284272 |

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**CONTINUED** 

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| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  CHINA — (Continued) | CHINA — (Continued) |  |  |
|  | Shenzhen Das Intellitech Co. Ltd., Class A | 970200 | $446236 |
|  | Shenzhen Desay Battery Technology Co., Class A | 300481 | 1186942 |
|  \* | Shenzhen Dynanonic Co. Ltd., Class A | 120687 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;779315 |
|  | Shenzhen Energy Group Co. Ltd., Class A | 817400 | 807835 |
|  | Shenzhen Envicool Technology Co. Ltd., Class A | 195845 | 1929728 |
|  | Shenzhen Everwin Precision Technology Co. Ltd., Class A | 293460 | 1568102 |
|  # | Shenzhen Expressway Corp. Ltd., Class H | 3812000 | 3564239 |
|  | Shenzhen Farben Information Technology Co. Ltd., Class A | 79600 | 260684 |
|  | Shenzhen Fastprint Circuit Tech Co. Ltd., Class A | 264622 | 794632 |
|  \* | Shenzhen Feima International Supply Chain Co. Ltd., Class A | 741800 | 438740 |
|  \* | Shenzhen Fenda Technology Co. Ltd., Class A | 584800 | 547604 |
|  | Shenzhen Fortune Trend Technology Co. Ltd., Class A | 4629 | 93419 |
|  | Shenzhen FRD Science & Technology Co. Ltd., Class A | 189233 | 836607 |
|  | Shenzhen Fuanna Bedding & Furnishing Co. Ltd., Class A | 519200 | 525611 |
|  | Shenzhen Gas Corp. Ltd., Class A | 879816 | 831073 |
|  \* | Shenzhen Gongjin Electronics Co. Ltd., Class A | 398103 | 668225 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  CHINA — (Continued) | CHINA — (Continued) |  |  |
|  | Shenzhen Goodix Technology Co. Ltd., Class A | 19000 | $219596 |
|  | Shenzhen H&T Intelligent Control Co. Ltd., Class A | 213100 | 1539055 |
|  W | Shenzhen Hepalink Pharmaceutical Group Co. Ltd., Class H | 569000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;393521 |
|  | Shenzhen Honor Electronic Co. Ltd., Class A | 33177 | 907559 |
|  | Shenzhen Hopewind Electric Co. Ltd., Class A | 86100 | 365170 |
|  | Shenzhen Huaqiang Industry Co. Ltd., Class A | 42900 | 167555 |
|  \* | Shenzhen Infogem Technologies Co. Ltd., Class A | 12300 | 81990 |
|  | Shenzhen Inovance Technology Co. Ltd., Class A | 147975 | 1601037 |
|  # | Shenzhen International Holdings Ltd. | 9974164 | 10339103 |
|  #\* | Shenzhen Investment Ltd. | 19647674 | 2123574 |
|  | Shenzhen Invt Electric Co. Ltd., Class A | 460800 | 583447 |
|  | Shenzhen Jieshun Science & Technology Industry Co. Ltd., Class A | 333400 | 456406 |
|  \* | Shenzhen Jinjia Group Co. Ltd., Class A | 875400 | 549189 |
|  | Shenzhen Jufei Optoelectronics Co. Ltd., Class A | 806500 | 758943 |
|  | Shenzhen Kaifa Technology Co. Ltd., Class A | 292821 | 1123985 |
|  | Shenzhen Kangtai Biological Products Co. Ltd., Class A | 176644 | 427168 |
|  | Shenzhen Kedali Industry Co. Ltd., Class A | 91320 | 2312792 |

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| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  CHINA — (Continued) | CHINA — (Continued) |  |  |
|  \* | Shenzhen Kingdom Sci-Tech Co. Ltd., Class A | 72700 | $172052 |
|  | Shenzhen Kingkey Smart Agriculture Times Co. Ltd., Class A | 603700 | 1394823 |
|  | Shenzhen Kinwong Electronic Co. Ltd., Class A | 199824 | 2037350 |
|  | Shenzhen Kstar Science & Technology Co. Ltd., Class A | 215400 | 1303266 |
|  | Shenzhen Laibao Hi-tech Co. Ltd., Class A | 463500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;727189 |
|  | Shenzhen Leaguer Co. Ltd., Class A | 679300 | 880884 |
|  | Shenzhen Lifotronic Technology Co. Ltd., Class A | 286341 | 555523 |
|  | Shenzhen Megmeet Electrical Co. Ltd., Class A | 108116 | 1156073 |
|  | Shenzhen Microgate Technology Co. Ltd., Class A | 508900 | 907853 |
|  | Shenzhen Mindray Bio-Medical Electronics Co. Ltd., Class A | 181372 | 5483445 |
|  | Shenzhen MTC Co. Ltd., Class A | 1266138 | 1094753 |
|  \* | Shenzhen Neptunus Bioengineering Co. Ltd., Class A | 856700 | 303624 |
|  | Shenzhen New Industries Biomedical Engineering Co. Ltd., Class A | 174100 | 1493116 |
|  \* | Shenzhen New Nanshan Holding Group Co. Ltd., Class A | 1534701 | 671406 |
|  | Shenzhen Noposin Crop Science Co. Ltd., Class A | 529100 | 906917 |
|  \* | Shenzhen Overseas Chinese Town Co. Ltd., Class A | 1667976 | 558503 |

---

---

| | | |
|:---|:---|:---|
|  | **Shares** | **Value»** |
| CHINA — (Continued) |  |  |
| Shenzhen Pagoda Industrial Group Corp. Ltd., Class H | 1857500 | $487701 |
| Shenzhen Qingyi Photomask Ltd., Class A | 100308 | 405890 |
| Shenzhen Salubris Pharmaceuticals Co. Ltd., Class A | 53000 | 444117 |
| Shenzhen SC New Energy Technology Corp., Class A | 113071 | 1501356 |
| Shenzhen SED Industry Co. Ltd., Class A | 257489 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;750493 |
| Shenzhen SEG Co. Ltd., Class A | 585000 | 815193 |
| Shenzhen Senior Technology Material Co. Ltd., Class A | 359770 | 720063 |
| Shenzhen Sinexcel Electric Co. Ltd., Class A | 189550 | 1114519 |
| Shenzhen Sunline Tech Co. Ltd., Class A | 89300 | 185616 |
| Shenzhen Sunlord Electronics Co. Ltd., Class A | 262070 | 1407653 |
| Shenzhen Sunnypol Optoelectronics Co. Ltd., Class A | 79900 | 267834 |
| Shenzhen Sunway Communication Co. Ltd., Class A | 186354 | 936271 |
| Shenzhen Tagen Group Co. Ltd., Class A | 1206545 | 642689 |
| Shenzhen Topband Co. Ltd., Class A | 454871 | 881896 |
| Shenzhen Topraysolar Co. Ltd., Class A | 904200 | 463894 |
| Shenzhen Topway Video Communication Co. Ltd., Class A | 402400 | 480171 |
| Shenzhen Transsion Holdings Co. Ltd., Class A | 121820 | 1305852 |
| Shenzhen United Winners Laser Co. Ltd., Class A | 148876 | 545555 |

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| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  CHINA — (Continued) | CHINA — (Continued) |  |  |
|  | Shenzhen Weiguang Biological Products Co. Ltd., Class A | 78000 | $300174 |
|  | Shenzhen Woer Heat-Shrinkable Material Co. Ltd., Class A | 322100 | 1251836 |
|  | Shenzhen Yan Tian Port Holding Co. Ltd., Class A | 880296 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;564239 |
|  | Shenzhen Yinghe Technology Co. Ltd., Class A | 419786 | 1766783 |
|  \* | Shenzhen Yitoa Intelligent Control Co. Ltd., Class A | 361100 | 579717 |
|  \* | Shenzhen Ysstech Info-tech Co. Ltd., Class A | 27400 | 78312 |
|  | Shenzhen YUTO Packaging Technology Co. Ltd., Class A | 275880 | 1058648 |
|  | Shenzhen Zhaowei Machinery & Electronic Co. Ltd., Class A | 3300 | 54979 |
|  | Shenzhen Zhongjin Lingnan Nonfemet Co. Ltd., Class A | 2368280 | 1835850 |
|  | Shenzhou International Group Holdings Ltd. | 3370600 | 29094373 |
|  \* | Shida Shinghwa Advanced Material Group Co. Ltd., Class A | 73800 | 671831 |
|  \* | Shijiazhuang Changshan BeiMing Technology Co. Ltd., Class A | 28300 | 91798 |
|  | Shijiazhuang Yiling Pharmaceutical Co. Ltd., Class A | 255601 | 642653 |
|  | Shinva Medical Instrument Co. Ltd., Class A | 529440 | 1156275 |
|  # | Shiyue Daotian Group Co. Ltd., Class H | 258000 | 278448 |
|  # | Shoucheng Holdings Ltd. | 13847640 | 3891182 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  CHINA — (Continued) | CHINA — (Continued) |  |  |
|  | Shougang Century Holdings Ltd. | 266000 | $26665 |
|  # | Shougang Fushan Resources Group Ltd. | 20643003 | 8099446 |
|  †† | Shouhang High-Tech Energy Co. Ltd., Class A | 1336400 | 13151 |
|  \* | Shuangliang Eco-Energy Systems Co. Ltd., Class A | 1648200 | 1602099 |
|  | Shui On Land Ltd. | 26574776 | 2424710 |
|  \* | Siasun Robot & Automation Co. Ltd., Class A | 22500 | 58330 |
|  | Sichuan Changhong Electric Co. Ltd., Class A | 591900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;848236 |
|  \* | Sichuan Chengfei Integration Technology Corp., Class A | 160100 | 953578 |
|  | Sichuan Chuantou Energy Co. Ltd., Class A | 517808 | 1071565 |
|  | Sichuan Development Lomon Co. Ltd., Class A | 273900 | 429899 |
|  | Sichuan EM Technology Co. Ltd., Class A | 415700 | 1164724 |
|  | Sichuan Expressway Co. Ltd., Class H | 4528000 | 2979667 |
|  | Sichuan Furong Technology Co. Ltd., Class A | 253444 | 327765 |
|  \* | Sichuan Haite High-tech Co. Ltd., Class A | 415083 | 732140 |
|  | Sichuan Hebang Biotechnology Co. Ltd., Class A | 1753420 | 537109 |
|  \* | Sichuan Hexie Shuangma Co. Ltd., Class A | 419843 | 1200453 |
|  \* | Sichuan Hongda Co. Ltd., Class A | 431900 | 663321 |
|  | Sichuan Injet Electric Co. Ltd., Class A | 118225 | 878249 |

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| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  CHINA — (Continued) | CHINA — (Continued) |  |  |
|  | Sichuan Jiuyuan Yinhai Software Co. Ltd., Class A | 72505 | $196578 |
|  | Sichuan Jiuzhou Electric Co. Ltd., Class A | 27100 | 58368 |
|  | Sichuan Kelun Pharmaceutical Co. Ltd., Class A | 371963 | 1829522 |
|  \* | Sichuan Kelun-Biotech Biopharmaceutical Co. Ltd., Class H | 25600 | 1471635 |
|  \* | Sichuan Lutianhua Co. Ltd., Class A | 966300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;582694 |
|  | Sichuan New Energy Power Co. Ltd., Class A | 405000 | 700067 |
|  | Sichuan Road & Bridge Group Co. Ltd., Class A | 2053960 | 2737392 |
|  | Sichuan Swellfun Co. Ltd., Class A | 128805 | 765788 |
|  | Sichuan Teway Food Group Co. Ltd., Class A | 513900 | 862246 |
|  | Sichuan Yahua Industrial Group Co. Ltd., Class A | 320700 | 916200 |
|  # | Sihuan Pharmaceutical Holdings Group Ltd. | 25679000 | 4894553 |
|  | SIIC Environment Holdings Ltd. (807 HK) | 259000 | 37312 |
|  W | Simcere Pharmaceutical Group Ltd. | 4706000 | 7495425 |
|  | Sineng Electric Co. Ltd., Class A | 227500 | 1030092 |
|  | Sino Biopharmaceutical Ltd. | 29503495 | 26875671 |
|  | Sino Wealth Electronic Ltd., Class A | 62139 | 238685 |
|  | Sino-Agri Leading Biosciences Co. Ltd., Class A | 28900 | 53978 |
|  | Sinocare, Inc., Class A | 213460 | 568293 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  CHINA — (Continued) | CHINA — (Continued) |  |  |
|  \* | Sinochem International Corp., Class A | 963337 | $566030 |
|  | Sinofert Holdings Ltd. | 16608673 | 3247751 |
|  | Sinofibers Technology Co. Ltd., Class A | 70000 | 316729 |
|  | Sinolink Securities Co. Ltd., Class A | 403500 | 560261 |
|  | Sinoma International Engineering Co., Class A | 1171750 | 1568862 |
|  | Sinoma Science & Technology Co. Ltd., Class A | 195495 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;952093 |
|  | Sinomach Automobile Co. Ltd., Class A | 1090150 | 955635 |
|  \* | Sinomach Heavy Equipment Group Co. Ltd., Class A | 603500 | 300306 |
|  | Sinomach Precision Industry Group Co. Ltd., Class A | 351000 | 1412990 |
|  | Sinomine Resource Group Co. Ltd., Class A | 139140 | 1101169 |
|  | Sinopec Engineering Group Co. Ltd., Class H | 10926000 | 10292347 |
|  # | Sinopec Kantons Holdings Ltd. | 7660000 | 3962234 |
|  \* | Sinopec Oilfield Equipment Corp., Class A | 775385 | 792029 |
|  \* | Sinopec Oilfield Service Corp., Class H | 16120000 | 1599078 |
|  | Sinopec Shanghai Petrochemical Co. Ltd., Class H | 20941000 | 3584166 |
|  | Sinopep-Allsino Bio Pharmaceutical Co. Ltd., Class A | 63467 | 346679 |
|  | Sinopharm Group Co. Ltd., Class H | 9206800 | 22948552 |
|  | Sino-Platinum Metals Co. Ltd., Class A | 307813 | 719349 |
|  | Sinoseal Holding Co. Ltd., Class A | 131727 | 644422 |
|  | Sinosoft Co. Ltd., Class A | 228580 | 681863 |
|  | Sinosteel Engineering & Technology Co. Ltd., Class A | 1184268 | 1065467 |

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| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  CHINA — (Continued) | CHINA — (Continued) |  |  |
|  | Sinosteel New Materials Co. Ltd., Class A | 366200 | $563829 |
|  # | Sinotrans Ltd., Class H | 19256000 | 13088507 |
|  | Sinotruk Hong Kong Ltd. | 5474000 | 18287733 |
|  | Sinotruk Jinan Truck Co. Ltd., Class A | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;474273 | 1210060 |
|  | Skshu Paint Co. Ltd., Class A | 101248 | 627721 |
|  | Skyworth Digital Co. Ltd., Class A | 240699 | 459940 |
|  \* | Skyworth Group Ltd. | 208000 | 105410 |
|  #W | Smoore International Holdings Ltd. | 3419000 | 5758026 |
|  | Snowsky Salt Industry Group Co. Ltd., Class A | 920100 | 737297 |
|  \* | SOHO China Ltd. | 16278839 | 1153918 |
|  | Soho Holly Futures Co. Ltd., Class H | 47000 | 23250 |
|  \* | Sohu.com Ltd., ADR | 72129 | 1074722 |
|  | Sokan New Materials Group Co. Ltd., Class A | 4137 | 19201 |
|  | Solareast Holdings Co. Ltd., Class A | 354700 | 504048 |
|  | Songcheng Performance Development Co. Ltd., Class A | 299500 | 338194 |
|  | Sonoscape Medical Corp., Class A | 59900 | 241508 |
|  | SooChow Securities Co. Ltd., Class A | 903921 | 1219265 |
|  #\* | South Manganese Investment Ltd. | 4644000 | 269239 |
|  | Southern Publishing & Media Co. Ltd., Class A | 766000 | 1523031 |
|  | Southwest Securities Co. Ltd., Class A | 1209100 | 805489 |
|  # | So-Young International, Inc., ADR | 39017 | 113539 |
|  | SPIC Industry-Finance Holdings Co. Ltd., Class A | 79600 | 73873 |
|  \* | SPIC Yuanda Environmental-Protection Co. Ltd., Class A | 1285000 | 2413238 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  CHINA — (Continued) | CHINA — (Continued) |  |  |
|  | Spring Airlines Co. Ltd., Class A | 184900 | $1392784 |
|  # | SSY Group Ltd. | 13502506 | 5390090 |
|  | Stanley Agricultural Group Co. Ltd., Class A | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;751500 | 1029735 |
|  | Star Lake Bioscience Co., Inc. Zhaoqing Guangdong, Class A | 1128400 | 1139883 |
|  | StarPower Semiconductor Ltd., Class A | 36220 | 532964 |
|  | State Grid Information & Communication Co. Ltd., Class A | 316526 | 820153 |
|  | State Grid Yingda Co. Ltd., Class A | 802300 | 727804 |
|  | STO Express Co. Ltd., Class A | 1103600 | 2402178 |
|  | Sufa Technology Industry Co. Ltd. CNNC, Class A | 151300 | 447648 |
|  | Sumavision Technologies Co. Ltd., Class A | 737200 | 585326 |
|  | Sumec Corp. Ltd., Class A | 894200 | 1421517 |
|  | Sun Art Retail Group Ltd. | 14229500 | 3457870 |
|  \* | Sun Create Electronics Co. Ltd., Class A | 120797 | 446959 |
|  # | Sun King Technology Group Ltd. | 6342000 | 1649599 |
|  | Sunflower Pharmaceutical Group Co. Ltd., Class A | 591800 | 1214059 |
|  | Sungrow Power Supply Co. Ltd., Class A | 338643 | 9035170 |
|  | Suning Universal Co. Ltd., Class A | 1679000 | 601702 |
|  | Sunny Optical Technology Group Co. Ltd. | 3287400 | 31768436 |
|  | Sunresin New Materials Co. Ltd., Class A | 108300 | 845480 |
|  | Sunrise Group Co. Ltd., Class A | 664930 | 540285 |

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**CONTINUED** 

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| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  CHINA — (Continued) | CHINA — (Continued) |  |  |
|  #\* | Sunshine Lake Pharma Co. Ltd. | 568298 | $3349576 |
|  | Sunstone Development Co. Ltd., Class A | 214600 | 742798 |
|  | Suntak Technology Co. Ltd., Class A | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;571800 | 1144706 |
|  | Sunward Intelligent Equipment Co. Ltd., Class A | 746500 | 1390111 |
|  | Sunwoda Electronic Co. Ltd., Class A | 196799 | 992043 |
|  | Suofeiya Home Collection Co. Ltd., Class A | 313634 | 573688 |
|  | SUPCON Technology Co. Ltd., Class A | 68807 | 506019 |
|  | Suzhou Anjie Technology Co. Ltd., Class A | 289500 | 566382 |
|  | Suzhou Dongshan Precision Manufacturing Co. Ltd., Class A | 248367 | 2390902 |
|  | Suzhou Gold Mantis Construction Decoration Co. Ltd., Class A | 1468747 | 701868 |
|  | Suzhou Good-Ark Electronics Co. Ltd., Class A | 305437 | 439742 |
|  \* | Suzhou HYC Technology Co. Ltd., Class A | 55045 | 236126 |
|  | Suzhou Maxwell Technologies Co. Ltd., Class A | 59773 | 884309 |
|  | Suzhou New District Hi-Tech Industrial Co. Ltd., Class A | 364500 | 304594 |
|  | Suzhou Secote Precision Electronic Co. Ltd., Class A | 103544 | 697952 |
|  \* | Suzhou SLAC Precision Equipment Co. Ltd., Class A | 185900 | 384991 |
|  | Suzhou Sushi Testing Group Co. Ltd., Class A | 294721 | 648760 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  CHINA — (Continued) | CHINA — (Continued) |  |  |
|  | Suzhou TFC Optical Communication Co. Ltd., Class A | 126660 | $2793248 |
|  | Suzhou TZTEK Technology Co. Ltd., Class A | 62199 | 473584 |
|  | Suzhou Veichi Electric Co. Ltd., Class A | 49957 | 605004 |
|  \* | Suzhou Zelgen Biopharmaceutical Co. Ltd., Class A | 11411 | 166660 |
|  \* | SVG Optronics Co. Ltd., Class A | 48200 | 245186 |
|  | SY Holdings Group Ltd. | 2319000 | 3368599 |
|  | Symphony Holdings Ltd. | 7630000 | 1474793 |
|  \* | SYoung Group Co. Ltd., Class A | 223433 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;641761 |
|  | T&S Communications Co. Ltd., Class A | 25000 | 350781 |
|  | Taiji Computer Corp. Ltd., Class A | 90628 | 342346 |
|  \* | Taiyuan Heavy Industry Co. Ltd., Class A | 2349200 | 918169 |
|  \* | Talkweb Information System Co. Ltd., Class A | 62200 | 299917 |
|  \* | Tangrenshen Group Co. Ltd., Class A | 854285 | 573029 |
|  | TangShan Port Group Co. Ltd., Class A | 1476730 | 824564 |
|  | Tangshan Sanyou Chemical Industries Co. Ltd., Class A | 1177139 | 943103 |
|  | Tangshan Sunfar Silicon Industry Co. Ltd., Class A | 46000 | 120155 |
|  | Tansun Technology Co. Ltd., Class A | 40000 | 124511 |
|  \* | Tanwan, Inc. | 90400 | 172285 |
|  | Tasly Pharmaceutical Group Co. Ltd., Class A | 349900 | 759875 |
|  | Tayho Advanced Materials Group Co. Ltd., Class A | 488700 | 689625 |
|  | TBEA Co. Ltd., Class A | 1205180 | 3317691 |
|  | TCL Electronics Holdings Ltd. | 8352932 | 9917566 |

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| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  CHINA — (Continued) | CHINA — (Continued) |  |  |
|  | TCL Technology Group Corp., Class A | 4478818 | $2715620 |
|  | TCL Zhonghuan Renewable Energy Technology Co. Ltd., Class A | 521852 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;694053 |
|  | TDG Holdings Co. Ltd., Class A | 694500 | 1003213 |
|  \*†† | Tech-Pro, Inc. | 37652000 | 0 |
|  \* | Tellhow Sci-Tech Co. Ltd., Class A | 372100 | 487361 |
|  | Telling Telecommunication Holding Co. Ltd., Class A | 190300 | 269818 |
|  | Ten Pao Group Holdings Ltd. | 1144000 | 334062 |
|  | Tencent Holdings Ltd. | 11495400 | 933744879 |
|  | Tencent Music Entertainment Group, ADR | 1103923 | 24639561 |
|  # | Tenfu Cayman Holdings Co. Ltd. | 101000 | 38486 |
|  | Three Squirrels, Inc., Class A | 156800 | 519654 |
|  | Three's Co. Media Group Co. Ltd., Class A | 113992 | 461606 |
|  | Thunder Software Technology Co. Ltd., Class A | 11800 | 114049 |
|  | Tian An China Investment Co. Ltd. | 1336357 | 781130 |
|  | Tian Di Science & Technology Co. Ltd., Class A | 871000 | 731924 |
|  # | Tian Lun Gas Holdings Ltd. | 740000 | 308199 |
|  \*†† | Tian Shan Development Holding Ltd. | 1584000 | 0 |
|  | Tiande Chemical Holdings Ltd. | 496000 | 91482 |
|  \* | Tianfeng Securities Co. Ltd., Class A | 963100 | 709414 |
|  # | Tiangong International Co. Ltd. | 9606000 | 3637825 |
|  \* | Tianjin 712 Communication & Broadcasting Co. Ltd., Class A | 103284 | 291748 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  CHINA — (Continued) | CHINA — (Continued) |  |  |
|  | Tianjin Capital Environmental Protection Group Co. Ltd., Class H | 2506000 | $1375249 |
|  | Tianjin Chase Sun Pharmaceutical Co. Ltd., Class A | 1516051 | 814155 |
|  | Tianjin Development Holdings Ltd. | 1963800 | 657016 |
|  | Tianjin Pharmaceutical Da Re Tang Group Corp. Ltd., Class A | 56221 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;356855 |
|  | Tianjin Port Co. Ltd., Class A | 922828 | 623826 |
|  | Tianjin Port Development Holdings Ltd. | 11851200 | 1084962 |
|  | Tianjin Ringpu Bio-Technology Co. Ltd., Class A | 320970 | 972742 |
|  | Tianjin TEDA Resources Recycling Group Co. Ltd., Class A | 923601 | 551236 |
|  | Tianjin You Fa Steel Pipe Group Stock Co. Ltd., Class A | 894400 | 826086 |
|  \* | Tianma Microelectronics Co. Ltd., Class A | 793112 | 1083129 |
|  | Tianneng Battery Group Co. Ltd., Class A | 115564 | 550672 |
|  | Tianneng Power International Ltd. | 7163952 | 7941805 |
|  #\* | Tianqi Lithium Corp., Class H | 474600 | 2917402 |
|  | Tianrun Industry Technology Co. Ltd., Class A | 1010800 | 905227 |
|  | Tianshan Aluminum Group Co. Ltd., Class A | 1628800 | 3058933 |
|  \* | TianShan Material Co. Ltd., Class A | 458401 | 388072 |
|  | Tianshui Huatian Technology Co. Ltd., Class A | 618107 | 1048810 |
|  | Tibet Cheezheng Tibetan Medicine Co. Ltd., Class A | 63700 | 229112 |

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| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  CHINA — (Continued) | CHINA — (Continued) |  |  |
|  | Tibet Huayu Mining Co. Ltd., Class A | 130500 | $546294 |
|  | Tibet Mineral Development Co. Ltd., Class A | 113800 | 420929 |
|  | Tibet Rhodiola Pharmaceutical Holding Co., Class A | 98110 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;640374 |
|  \* | Tibet Water Resources Ltd. | 6597000 | 535043 |
|  | Time Interconnect Technology Ltd. | 2158000 | 4340706 |
|  | Tinergy Chemical Co. Ltd., Class A | 848073 | 665239 |
|  | Tingyi Cayman Islands Holding Corp. | 9616000 | 13193427 |
|  | Titan Wind Energy Suzhou Co. Ltd., Class A | 1062759 | 1144312 |
|  | TK Group Holdings Ltd. | 466000 | 152683 |
|  | TKD Science & Technology Co. Ltd., Class A | 197108 | 410759 |
|  | Tofflon Science & Technology Group Co. Ltd., Class A | 386444 | 920984 |
|  | Toly Bread Co. Ltd., Class A | 977334 | 748846 |
|  | Tomson Group Ltd. | 3087259 | 1075018 |
|  # | Tong Ren Tang Technologies Co. Ltd., Class H | 4433000 | 2645359 |
|  | Tongcheng Travel Holdings Ltd. | 8107600 | 22310547 |
|  | Tongdao Liepin Group | 1578200 | 646591 |
|  \* | Tongding Interconnection Information Co. Ltd., Class A | 570600 | 419857 |
|  | TongFu Microelectronics Co. Ltd., Class A | 334815 | 2001200 |
|  | Tongguan Gold Group Ltd. | 838000 | 291760 |
|  | Tonghua Dongbao Pharmaceutical Co. Ltd., Class A | 403460 | 511652 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  CHINA — (Continued) | CHINA — (Continued) |  |  |
|  \* | Tonghua Golden-Horse Pharmaceutical Industry Co. Ltd., Class A | 48100 | $175301 |
|  | Tongkun Group Co. Ltd., Class A | 568666 | 1136820 |
|  | Tongling Jingda Special Magnet Wire Co. Ltd., Class A | 1114400 | 1700516 |
|  | Tongling Nonferrous Metals Group Co. Ltd., Class A | 3337900 | 2479873 |
|  \* | Tongwei Co. Ltd., Class A | 491976 | 1713190 |
|  | Tongyu Heavy Industry Co. Ltd., Class A | 2276700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;985793 |
|  | Topchoice Medical Corp., Class A | 100102 | 611382 |
|  | Topsec Technologies Group, Inc., Class A | 661800 | 969960 |
|  W | Topsports International Holdings Ltd. | 19139000 | 7585259 |
|  | Toread Holdings Group Co. Ltd., Class A | 288000 | 378811 |
|  # | Towngas Smart Energy Co. Ltd. | 5127654 | 2570563 |
|  \* | TPV Technology Co. Ltd., Class A | 1741000 | 636514 |
|  \*W | Transcenta Holding Ltd. | 272500 | 108331 |
|  | Transfar Zhilian Co. Ltd., Class A | 789198 | 692702 |
|  # | TravelSky Technology Ltd., Class H | 5385938 | 7087886 |
|  | Triangle Tyre Co. Ltd., Class A | 350700 | 728889 |
|  \* | Trigiant Group Ltd. | 6560000 | 265779 |
|  \* | Trina Solar Co. Ltd., Class A | 358111 | 1024945 |
|  | Trip.com Group Ltd. (TCOM US), ADR | 913870 | 64564915 |
|  #\* | Triumph New Energy Co. Ltd., Class H | 1222000 | 685785 |
|  | Triumph Science & Technology Co. Ltd., Class A | 422000 | 727770 |
|  \*†† | Trony Solar Holdings Co. Ltd. | 2133000 | 0 |

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| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  CHINA — (Continued) | CHINA — (Continued) |  |  |
|  \* | Troy Information Technology Co. Ltd., Class A | 229100 | $213248 |
|  \* | TRS Information Technology Corp. Ltd., Class A | 41900 | 121266 |
|  \* | Truking Technology Ltd., Class A | 327500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;515654 |
|  W | Tsaker New Energy Tech Co. Ltd. | 220500 | 20388 |
|  \* | Tsinghua Tongfang Co. Ltd., Class A | 419900 | 515015 |
|  | Tsingtao Brewery Co. Ltd., Class H | 2304000 | 15571649 |
|  | TSP Wind Power Group Co. Ltd. | 857600 | 1022658 |
|  \*W | Tuhu Car, Inc. | 46800 | 106405 |
|  †† | Tunghsu Optoelectronic Technology Co. Ltd., Class A | 2895700 | 28495 |
|  | Tungkong, Inc., Class A | 142800 | 233610 |
|  | Tuniu Corp., Sponsored ADR | 88047 | 74206 |
|  | Uni-Bio Science Group Ltd. | 620000 | 10103 |
|  | Unigroup Guoxin Microelectronics Co. Ltd., Class A | 62739 | 720692 |
|  | Unilumin Group Co. Ltd., Class A | 669131 | 693611 |
|  | Uni-President China Holdings Ltd. | 11679308 | 12644523 |
|  | Unisplendour Corp. Ltd., Class A | 198320 | 755141 |
|  # | United Energy Group Ltd. | 9285100 | 592424 |
|  | Universal Scientific Industrial Shanghai Co. Ltd., Class A | 544633 | 1843322 |
|  †† | Untrade.China Dili | 10753661 | 171327 |
|  \*†† | Untrade.Lumena Newmat | 391649 | 0 |
|  \* | UTour Group Co. Ltd., Class A | 499300 | 492370 |
|  | V V Food & Beverage Co. Ltd., Class A | 1007800 | 506617 |
|  | Valiant Co. Ltd., Class A | 512727 | 1009556 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  CHINA — (Continued) | CHINA — (Continued) |  |  |
|  | Vats Liquor Chain Store Management JSC Ltd. (300755 C2), Class A | 166428 | $486373 |
|  | Vats Liquor Chain Store Management JSC Ltd. (300755 CH), Class A | 7900 | 23087 |
|  | Vatti Corp. Ltd., Class A | 632300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;568037 |
|  \* | Vcanbio Cell & Gene Engineering Corp. Ltd., Class A | 166700 | 577852 |
|  W | VCredit Holdings Ltd. | 109600 | 40572 |
|  \*W | Venus MedTech Hangzhou, Inc., Class H | 102000 | 35823 |
|  \* | Venustech Group, Inc., Class A | 183400 | 404010 |
|  \* | Verisilicon Microelectronics Shanghai Co. Ltd., Class A | 2926 | 65500 |
|  | Victory Giant Technology Huizhou Co. Ltd., Class A | 278500 | 11455935 |
|  | Vipshop Holdings Ltd., ADR | 2925595 | 51168657 |
|  \* | Visionox Technology, Inc., Class A | 499500 | 595246 |
|  | Visual China Group Co. Ltd., Class A | 76300 | 232047 |
|  \*W | Viva Biotech Holdings **.** | 6322500 | 1982924 |
|  #\* | Vnet Group, Inc., ADR | 449082 | 4670453 |
|  | Walvax Biotechnology Co. Ltd., Class A | 224200 | 385423 |
|  \* | Wanda Film Holding Co. Ltd., Class A | 293000 | 455323 |
|  | Wanda Hotel Development Co. Ltd. | 326000 | 6856 |
|  | Wangneng Environment Co. Ltd., Class A | 399191 | 959200 |
|  | Wangsu Science & Technology Co. Ltd., Class A | 382517 | 622368 |
|  # | Wanguo Gold Group Ltd. | 1000000 | 3936685 |
|  | Wanhua Chemical Group Co. Ltd., Class A | 879528 | 7741714 |

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| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  CHINA — (Continued) | CHINA — (Continued) |  |  |
|  | Want Want China Holdings Ltd. | 29515000 | $19073378 |
|  | Wanxiang Qianchao Co. Ltd., Class A | 1235519 | 2181797 |
|  | Warom Technology, Inc. Co., Class A | 222014 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;609908 |
|  | Wasion Holdings Ltd. | 4776000 | 7684367 |
|  | Wasu Media Holding Co. Ltd., Class A | 734500 | 814677 |
|  | Weibo Corp. (9898 HK), Class A | 18460 | 201846 |
|  # | Weibo Corp. (WB US), Sponsored ADR | 552309 | 6009122 |
|  | Weichai Power Co. Ltd., Class H | 11822120 | 24428028 |
|  | Weifu High-Technology Group Co. Ltd., Class A | 236747 | 714362 |
|  | Weihai Guangtai Airport Equipment Co. Ltd., Class A | 193600 | 278429 |
|  | Weihai Guangwei Composites Co. Ltd., Class A | 176520 | 714246 |
|  | Weilong Delicious Global Holdings Ltd. | 390000 | 598247 |
|  #\* | WellCell Holdings Co. Ltd. | 152800 | 253356 |
|  | Wellhope Foods Co. Ltd., Class A | 569744 | 614374 |
|  | Wencan Group Co. Ltd., Class A | 215400 | 654559 |
|  | Wens Foodstuff Group Co. Ltd., Class A | 1533566 | 3914513 |
|  | Wenzhou Yihua Connector Co. Ltd., Class A | 76200 | 502429 |
|  # | West China Cement Ltd. | 21952000 | 8389065 |
|  | Western Metal Materials Co. Ltd., Class A | 222800 | 563185 |
|  | Western Mining Co. Ltd., Class A | 675800 | 2279443 |
|  | Western Region Gold Co. Ltd., Class A | 367200 | 1415310 |
|  | Western Securities Co. Ltd., Class A | 816630 | 986283 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  CHINA — (Continued) | CHINA — (Continued) |  |  |
|  | Western Superconducting Technologies Co. Ltd., Class A | 102647 | $1128035 |
|  # | Wharf Holdings Ltd. | 2403000 | 6321947 |
|  | Willfar Information Technology Co. Ltd., Class A | 84970 | 440776 |
|  | Winall Hi-Tech Seed Co. Ltd., Class A | 315815 | 393322 |
|  | Windey Energy Technology Group Co. Ltd., Class A | 347538 | 892316 |
|  \* | Wingtech Technology Co. Ltd., Class A | 129997 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;821580 |
|  | Winner Medical Co. Ltd., Class A | 88325 | 512815 |
|  | Winning Health Technology Group Co. Ltd., Class A | 491000 | 610432 |
|  | Wolong Electric Group Co. Ltd., Class A | 278994 | 1894571 |
|  \* | World Union Group, Inc., Class A | 1047377 | 341838 |
|  | Wuchan Zhongda Group Co. Ltd., Class A | 1140550 | 937983 |
|  | Wuhan Dr. Laser Technology Corp. Ltd., Class A | 54940 | 519538 |
|  | Wuhan East Lake High Technology Group Co. Ltd., Class A | 300200 | 415115 |
|  | Wuhan Easydiagnosis Biomedicine Co. Ltd., Class A | 81696 | 220841 |
|  | Wuhan Fingu Electronic Technology Co. Ltd., Class A | 186300 | 326764 |
|  \* | Wuhan Guide Infrared Co. Ltd., Class A | 90000 | 175610 |
|  \* | Wuhan Jingce Electronic Group Co. Ltd., Class A | 13800 | 145755 |
|  \* | Wuhan P&S Information Technology Co. Ltd., Class A | 94400 | 148552 |

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| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  CHINA — (Continued) | CHINA — (Continued) |  |  |
|  | Wuhan Raycus Fiber Laser Technologies Co. Ltd., Class A | 185500 | $670706 |
|  | Wuhu Token Science Co. Ltd., Class A | 763240 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;665777 |
|  | Wuliangye Yibin Co. Ltd., Class A | 841312 | 14073709 |
|  | Wuling Motors Holdings Ltd. | 1060000 | 69570 |
|  | WUS Printed Circuit Kunshan Co. Ltd., Class A | 323380 | 3215290 |
|  | Wushang Group Co. Ltd., Class A | 500600 | 702768 |
|  W | WuXi AppTec Co. Ltd., Class H | 1051260 | 14689382 |
|  | Wuxi Autowell Technology Co. Ltd., Class A | 237641 | 1460287 |
|  | Wuxi Best Precision Machinery Co. Ltd., Class A | 105270 | 389987 |
|  \*W | Wuxi Biologics Cayman, Inc. | 9952500 | 46419390 |
|  | Wuxi Boton Technology Co. Ltd., Class A | 208338 | 682217 |
|  | Wuxi Chipown Micro-Electronics Ltd., Class A | 39976 | 360057 |
|  | Wuxi DK Electronic Materials Co. Ltd., Class A | 57300 | 497705 |
|  | Wuxi Huaguang Environment & Energy Group Co. Ltd., Class A | 789100 | 1715601 |
|  | Wuxi Lead Intelligent Equipment Co. Ltd., Class A | 67600 | 555703 |
|  | Wuxi NCE Power Co. Ltd., Class A | 96600 | 509980 |
|  | Wuxi Paike New Materials Technology Co. Ltd., Class A | 73698 | 723543 |
|  | Wuxi Rural Commercial Bank Co. Ltd., Class A | 1037400 | 885196 |
|  | Wuxi Taiji Industry Ltd. Co., Class A | 659456 | 803655 |
|  \* | WuXi XDC Cayman, Inc. | 411000 | 3970426 |

---

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| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  CHINA — (Continued) | CHINA — (Continued) |  |  |
|  | Wuxi Xinje Electric Co. Ltd., Class A | 75000 | $606514 |
|  | Wuzhou Special Paper Group Co. Ltd., Class A | 172811 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;289045 |
|  | XCMG Construction Machinery Co. Ltd., Class A | 2166000 | 3239770 |
|  | XD, Inc. | 282200 | 2447549 |
|  | XGD, Inc., Class A | 289994 | 1129132 |
|  #\*W | Xiabuxiabu Catering Management China<br>Holdings Co. Ltd. | 6647000 | 855835 |
|  | Xiamen Amoytop Biotech Co. Ltd., Class A | 71126 | 729851 |
|  | Xiamen Bank Co. Ltd., Class A | 973161 | 964449 |
|  | Xiamen C&D, Inc., Class A | 483230 | 692328 |
|  | Xiamen Changelight Co. Ltd., Class A | 411188 | 690734 |
|  | Xiamen Comfort Science & Technology Group Co. Ltd., Class A | 178626 | 174956 |
|  | Xiamen Faratronic Co. Ltd., Class A | 42658 | 721811 |
|  \* | Xiamen Hongxin Electronics Technology Group, Inc., Class A | 90100 | 395694 |
|  | Xiamen International Airport Co. Ltd., Class A | 126156 | 300300 |
|  | Xiamen Intretech, Inc., Class A | 231684 | 644686 |
|  | Xiamen ITG Group Corp. Ltd., Class A | 877963 | 799708 |
|  | Xiamen Jihong Technology Co. Ltd., Class A | 262170 | 687534 |
|  | Xiamen Kingdomway Group Co., Class A | 335829 | 952920 |
|  | Xiamen Port Development Co. Ltd., Class A | 612400 | 900258 |
|  | Xiamen Tungsten Co. Ltd., Class A | 425462 | 2136196 |
|  | Xiamen Xiangyu Co. Ltd., Class A | 1420300 | 1657660 |

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| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  CHINA — (Continued) | CHINA — (Continued) |  |  |
|  \* | Xian International Medical Investment Co. Ltd., Class A | 726600 | $489793 |
|  | Xi'an Manareco New Materials Co. Ltd., Class A | 81732 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;559059 |
|  | Xi'An Shaangu Power Co. Ltd., Class A | 721545 | 882443 |
|  | Xi'an Triangle Defense Co. Ltd., Class A | 216038 | 779159 |
|  | Xiandai Investment Co. Ltd., Class A | 1253038 | 746360 |
|  \* | Xiangcai Co. Ltd., Class A | 453908 | 821837 |
|  | Xiangpiaopiao Food Co. Ltd., Class A | 101300 | 187628 |
|  \* | Xiangtan Electric Manufacturing Co. Ltd., Class A | 403530 | 864144 |
|  | Xiangtan Electrochemical Scientific Co. Ltd., Class A | 337100 | 700613 |
|  | Xianhe Co. Ltd., Class A | 281207 | 903948 |
|  \*W | Xiaomi Corp., Class B | 9622200 | 53383104 |
|  | Xilinmen Furniture Co. Ltd., Class A | 277100 | 666172 |
|  | Ximei Resources Holding Ltd. | 55000 | 52687 |
|  | Xinfengming Group Co. Ltd., Class A | 903412 | 2019358 |
|  | Xingfa Aluminium Holdings Ltd. | 360000 | 360566 |
|  | Xinhua Winshare Publishing & Media Co. Ltd., Class H | 3397000 | 4559702 |
|  | Xinhuanet Co. Ltd., Class A | 141887 | 398823 |
|  | Xinjiang Communications Construction Group Co. Ltd., Class A | 333800 | 887564 |
|  | Xinjiang Joinworld Co. Ltd., Class A | 628646 | 716388 |
|  | Xinjiang Qingsong Building Materials & Chemicals Group Co. Ltd., Class A | 1046900 | 693135 |
|  \* | Xinjiang Xintai Natural Gas Co. Ltd., Class A | 206825 | 827594 |

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| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  CHINA — (Continued) | CHINA — (Continued) |  |  |
|  | Xinjiang Xinxin Mining Industry Co. Ltd., Class H | 6474000 | $2154813 |
|  | Xinjiang Xuefeng Sci-Tech Group Co. Ltd., Class A | 725900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;926776 |
|  \* | Xinjiang Zhongtai Chemical Co. Ltd., Class A | 1005300 | 664263 |
|  #\* | Xinte Energy Co. Ltd., Class H | 3980800 | 3971865 |
|  | Xinxiang Chemical Fiber Co. Ltd., Class A | 1110000 | 682493 |
|  | Xinxiang Richful Lube Additive Co. Ltd., Class A | 141940 | 1133629 |
|  | Xinxing Ductile Iron Pipes Co. Ltd., Class A | 947950 | 576897 |
|  # | Xinyi Energy Holdings Ltd. | 6586563 | 1075420 |
|  # | Xinyi Solar Holdings Ltd. | 41138716 | 18956586 |
|  | Xinyu Iron & Steel Co. Ltd., Class A | 905500 | 534795 |
|  \* | Xinzhi Group Co. Ltd., Class A | 305800 | 1230709 |
|  | Xizang Zhufeng Resources Co. Ltd., Class A | 427700 | 857715 |
|  | Xizi Clean Energy Equipment Manufacturing Co. Ltd., Class A | 318500 | 717030 |
|  \* | XPeng, Inc., Class A | 1075300 | 12527419 |
|  | Xtep International Holdings Ltd. | 13824756 | 10010717 |
|  | Xuji Electric Co. Ltd., Class A | 247100 | 918820 |
|  #\* | Xunlei Ltd., ADR | 146808 | 1308059 |
|  \* | XXF Group Holdings Ltd. | 55000 | 67351 |
|  W | Yadea Group Holdings Ltd. | 7252408 | 11338565 |
|  | Yangling Metron New Material, Inc., Class A | 378312 | 885540 |
|  #W | Yangtze Optical Fibre & Cable Joint Stock Co. Ltd., Class H | 839500 | 3847052 |

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|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  CHINA — (Continued) | CHINA — (Continued) |  |  |
|  | Yangzhou Yangjie Electronic Technology Co. Ltd., Class A | 143500 | $1406405 |
|  | Yankershop Food Co. Ltd., Class A | 54772 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;565168 |
|  # | Yankuang Energy Group Co. Ltd., Class H | 17643499 | 24221785 |
|  | Yantai Changyu Pioneer Wine Co. Ltd., Class A | 187742 | 567222 |
|  | Yantai China Pet Foods Co. Ltd., Class A | 132916 | 1068453 |
|  | Yantai Dongcheng Pharmaceutical Co. Ltd., Class A | 201194 | 441515 |
|  | Yantai Eddie Precision Machinery Co. Ltd., Class A | 198530 | 522064 |
|  | Yantai Jereh Oilfield Services Group Co. Ltd., Class A | 283692 | 1993563 |
|  | YanTai Shuangta Food Co. Ltd., Class A | 670050 | 527750 |
|  | Yantai Zhenghai Magnetic Material Co. Ltd., Class A | 356200 | 836692 |
|  \* | Yatsen Holding Ltd., ADR | 43036 | 305556 |
|  | YD Electronic Technology Co. Ltd., Class A | 88100 | 580704 |
|  #\* | Yeahka Ltd. | 706800 | 788158 |
|  | Yealink Network Technology Corp. Ltd., Class A | 239820 | 1213041 |
|  | Yechiu Metal Recycling China Ltd., Class A | 831540 | 365827 |
|  | Yeebo International Holdings Ltd. | 190000 | 107339 |
|  | YGSOFT, Inc., Class A | 606071 | 553926 |
|  \* | Yibin Tianyuan Group Co. Ltd., Class A | 721300 | 590266 |
|  | Yifan Pharmaceutical Co. Ltd., Class A | 265800 | 491990 |
|  | Yifeng Pharmacy Chain Co. Ltd., Class A | 360951 | 1239351 |

---

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| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  CHINA — (Continued) | CHINA — (Continued) |  |  |
|  # | Yihai International Holding Ltd. | 3666000 | $5624802 |
|  \* | Yijiahe Technology Co. Ltd., Class A | 81100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;348152 |
|  | Yinbang Clad Material Co. Ltd., Class A | 246700 | 354992 |
|  | Yindu Kitchen Equipment Co. Ltd., Class A | 204641 | 523795 |
|  | Yip's Chemical Holdings Ltd. | 1348000 | 346604 |
|  | Yiren Digital Ltd., Sponsored ADR | 329520 | 1838722 |
|  #W | Yixin Group Ltd. | 9628000 | 2806376 |
|  | Yixintang Pharmaceutical Group Co. Ltd., Class A | 452923 | 853636 |
|  | Yizumi Holdings Co. Ltd., Class A | 286600 | 1018345 |
|  | Yonfer Agricultural Technology Co. Ltd., Class A | 849800 | 1776525 |
|  | Yongjin Technology Group Co. Ltd. | 286200 | 737430 |
|  | YongXing Special Materials Technology Co. Ltd., Class A | 141918 | 981322 |
|  \* | Yonyou Network Technology Co. Ltd., Class A | 123643 | 271329 |
|  | Yotrio Group Co. Ltd., Class A | 1110600 | 602472 |
|  \* | Youcare Pharmaceutical Group Co. Ltd., Class A | 175457 | 534330 |
|  \* | Youdao, Inc., ADR | 9339 | 97966 |
|  | Youngor Fashion Co. Ltd., Class A | 608700 | 641813 |
|  | Youngy Co. Ltd., Class A | 95700 | 639121 |
|  | Youzu Interactive Co. Ltd., Class A | 386800 | 701072 |
|  | YTO Express Group Co. Ltd., Class A | 793975 | 1909135 |
|  | Yuan Longping High-tech Agriculture Co. Ltd., Class A | 129500 | 177279 |
|  | Yuexiu Property Co. Ltd. | 10415956 | 5996883 |

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| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  CHINA — (Continued) | CHINA — (Continued) |  |  |
|  | Yuexiu Services Group Ltd. | 1361500 | $444896 |
|  # | Yuexiu Transport Infrastructure Ltd. | 3591415 | 1962806 |
|  | Yueyang Forest & Paper Co. Ltd., Class A | 765600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;479046 |
|  | Yueyang Xingchang Petro-Chemical Co. Ltd., Class A | 137860 | 350165 |
|  | Yum China Holdings, Inc. (9987 HK) | 99100 | 4267730 |
|  | Yum China Holdings, Inc. (YUMC US) | 1395014 | 60348306 |
|  | YUNDA Holding Group Co. Ltd., Class A | 1170786 | 1198891 |
|  | Yunnan Aluminium Co. Ltd., Class A | 1062000 | 3430369 |
|  | Yunnan Baiyao Group Co. Ltd., Class A | 174177 | 1387628 |
|  | Yunnan Chihong Zinc&Germanium Co. Ltd., Class A | 1172600 | 1111309 |
|  | Yunnan Copper Co. Ltd., Class A | 651900 | 1653807 |
|  | Yunnan Energy Investment Co. Ltd., Class A | 549300 | 938252 |
|  \* | Yunnan Energy New Material Co. Ltd., Class A | 163995 | 1118459 |
|  | Yunnan Lincang Xinyuan Germanium Industrial Co. Ltd., Class A | 141500 | 555633 |
|  | Yunnan Nantian Electronics Information Co. Ltd., Class A | 120891 | 311771 |
|  | Yunnan Tin Co. Ltd., Class A | 791200 | 2636686 |
|  | Yunnan Yuntianhua Co. Ltd., Class A | 506953 | 2049716 |
|  | Yusys Technologies Co. Ltd., Class A | 164539 | 554342 |
|  | Yutong Bus Co. Ltd., Class A | 582006 | 2644520 |
|  | Yutong Heavy Industries Co. Ltd., Class A | 229802 | 377640 |
|  \* | Z Fin Ltd. | 876894 | 665461 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  CHINA — (Continued) | CHINA — (Continued) |  |  |
|  | Zangge Mining Co. Ltd., Class A | 90900 | $752624 |
|  | ZBOM Home Collection Co. Ltd., Class A | 281938 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;368683 |
|  | Zengame Technology Holding Ltd. | 2014000 | 602290 |
|  | Zhangzhou Pientzehuang Pharmaceutical Co. Ltd., Class A | 66703 | 1670061 |
|  # | Zhaojin Mining Industry Co. Ltd., Class H | 7238166 | 26951585 |
|  | Zhefu Holding Group Co. Ltd., Class A | 1898531 | 1096351 |
|  | Zhejiang Asia-Pacific Mechanical & Electronic Co. Ltd., Class A | 338700 | 675703 |
|  | Zhejiang Ausun Pharmaceutical Co. Ltd., Class A | 266940 | 384423 |
|  | Zhejiang Cfmoto Power Co. Ltd., Class A | 33900 | 1219807 |
|  | Zhejiang Changsheng Sliding Bearings Co. Ltd., Class A | 30000 | 368833 |
|  | Zhejiang China Commodities City Group Co. Ltd., Class A | 630700 | 1634823 |
|  | Zhejiang Chint Electrics Co. Ltd., Class A | 543490 | 2191393 |
|  | Zhejiang Communications Technology Co. Ltd., Class A | 2119409 | 1245037 |
|  | Zhejiang Conba Pharmaceutical Co. Ltd., Class A | 1344700 | 884391 |
|  | Zhejiang Crystal-Optech Co. Ltd., Class A | 455162 | 1597702 |
|  | Zhejiang Dafeng Industry Co. Ltd., Class A | 189100 | 348813 |
|  | Zhejiang Dahua Technology Co. Ltd., Class A | 547900 | 1575595 |

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| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  CHINA — (Continued) | CHINA — (Continued) |  |  |
|  | Zhejiang Daily Digital Culture Group Co. Ltd., Class A | 453400 | $867137 |
|  | Zhejiang Dingli Machinery Co. Ltd., Class A | 115896 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;865583 |
|  \* | Zhejiang Dun'An Artificial Environment Co. Ltd., Class A | 727940 | 1411244 |
|  | Zhejiang Expressway Co. Ltd., Class H | 8928039 | 8715610 |
|  | Zhejiang Garden Biopharmaceutical Co. Ltd., Class A | 271648 | 525772 |
|  #\*†† | Zhejiang Glass Co. Ltd., Class H | 192000 | 0 |
|  | Zhejiang Gongdong Medical Technology Co. Ltd., Class A | 28812 | 79383 |
|  \* | Zhejiang Great Southeast Co. Ltd., Class A | 190500 | 99113 |
|  | Zhejiang Guyuelongshan Shaoxing Wine Co. Ltd., Class A | 768900 | 1026520 |
|  | Zhejiang Haikong Nanke Huatie Digital Intelligence & Technology Co. Ltd. | 1348400 | 1489170 |
|  | Zhejiang Hailiang Co. Ltd., Class A | 740561 | 1197891 |
|  | Zhejiang Hailide New Material Co. Ltd., Class A | 707100 | 580873 |
|  | Zhejiang HangKe Technology, Inc. Co., Class A | 388381 | 1784839 |
|  | Zhejiang Hangmin Co. Ltd., Class A | 870200 | 874469 |
|  \* | Zhejiang Hisoar Pharmaceutical Co. Ltd., Class A | 673224 | 543318 |
|  | Zhejiang Hisun Pharmaceutical Co. Ltd., Class A | 957300 | 1508263 |
|  | Zhejiang Huace Film & Television Co. Ltd., Class A | 637000 | 687718 |

---

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| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  CHINA — (Continued) | CHINA — (Continued) |  |  |
|  | Zhejiang Huahai Pharmaceutical Co. Ltd., Class A | 452879 | $1221722 |
|  | Zhejiang Huakang Pharmaceutical Co. Ltd., Class A | 152200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;374800 |
|  | Zhejiang Huangma Technology Co. Ltd., Class A | 316300 | 811068 |
|  \* | Zhejiang Huatong Meat Products Co. Ltd., Class A | 302900 | 459351 |
|  | Zhejiang Huayou Cobalt Co. Ltd., Class A | 388435 | 3541311 |
|  | Zhejiang International Group Co. Ltd., Class A | 135340 | 210472 |
|  | Zhejiang Jiahua Energy Chemical Industry Co. Ltd., Class A | 664200 | 795843 |
|  | Zhejiang Jiecang Linear Motion Technology Co. Ltd., Class A | 198407 | 1067383 |
|  | Zhejiang Jiemei Electronic & Technology Co. Ltd., Class A | 137412 | 616615 |
|  | Zhejiang Jinggong Integration Technology Co. Ltd., Class A | 165600 | 478027 |
|  | Zhejiang Jingsheng Mechanical & Electrical Co. Ltd., Class A | 304070 | 1667741 |
|  | Zhejiang Jingu Co. Ltd., Class A | 307650 | 447935 |
|  | Zhejiang Jingxin Pharmaceutical Co. Ltd., Class A | 497820 | 1318903 |
|  | Zhejiang JIULI Hi-tech Metals Co. Ltd., Class A | 436384 | 1565259 |
|  | Zhejiang Jiuzhou Pharmaceutical Co. Ltd., Class A | 370800 | 1039905 |
|  | Zhejiang Jolly Pharmaceutical Co. Ltd., Class A | 272400 | 671078 |

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**CONTINUED** 

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| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  CHINA — (Continued) | CHINA — (Continued) |  |  |
|  | Zhejiang Juhua Co. Ltd., Class A | 258820 | $1285189 |
|  | Zhejiang Lante Optics Co. Ltd., Class A | 131521 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;593081 |
|  | Zhejiang Longsheng Group Co. Ltd., Class A | 378634 | 560632 |
|  | Zhejiang Medicine Co. Ltd., Class A | 436569 | 894024 |
|  | Zhejiang Meida Industrial Co. Ltd., Class A | 322500 | 337822 |
|  | Zhejiang Meorient Commerce & Exhibition, Inc., Class A | 153855 | 299275 |
|  \* | Zhejiang Narada Power Source Co. Ltd., Class A | 124100 | 329567 |
|  | Zhejiang NHU Co. Ltd., Class A | 757379 | 2587832 |
|  | Zhejiang Orient Financial Holdings Group Co. Ltd., Class A | 970977 | 979475 |
|  \* | Zhejiang Orient Gene Biotech Co. Ltd., Class A | 112280 | 420455 |
|  | Zhejiang Qianjiang Motorcycle Co. Ltd., Class A | 430600 | 971731 |
|  | Zhejiang Runtu Co. Ltd., Class A | 621250 | 639315 |
|  | Zhejiang Sanhua Intelligent Controls Co. Ltd., Class A | 210800 | 1480271 |
|  | Zhejiang Sanmei Chemical Industry Co. Ltd., Class A | 66140 | 519701 |
|  | Zhejiang Semir Garment Co. Ltd., Class A | 1509125 | 1147251 |
|  | Zhejiang Shaoxing RuiFeng Rural Commercial Bank Co. Ltd., Class A | 1317900 | 1015395 |
|  | Zhejiang Shibao Co. Ltd., Class H | 618000 | 386889 |
|  | Zhejiang Shouxiangu Pharmaceutical Co. Ltd., Class A | 115400 | 328328 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  CHINA — (Continued) | CHINA — (Continued) |  |  |
|  | Zhejiang Shuanghuan Driveline Co. Ltd., Class A | 24900 | $153041 |
|  | Zhejiang Songyuan Automotive Safety Systems Co. Ltd., Class A | 188048 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;677126 |
|  | Zhejiang Southeast Space Frame Co. Ltd., Class A | 643426 | 420513 |
|  \* | Zhejiang Sunriver Culture Tourism Co. Ltd., Class A | 333200 | 338966 |
|  | Zhejiang Supor Co. Ltd., Class A | 82169 | 551133 |
|  | Zhejiang Taihua New Material Group Co. Ltd., Class A | 757900 | 942417 |
|  | Zhejiang Tiantie Science & Technology Co. Ltd., Class A | 290522 | 316773 |
|  | Zhejiang Tianyu Pharmaceutical Co. Ltd., Class A | 186202 | 685895 |
|  | Zhejiang Tony Electronic Co. Ltd., Class A | 54000 | 164647 |
|  | Zhejiang Wanfeng Auto Wheel Co. Ltd., Class A | 466747 | 1115979 |
|  | Zhejiang Wanliyang Co. Ltd., Class A | 1083441 | 1372053 |
|  | Zhejiang Wanma Co. Ltd., Class A | 806000 | 2035149 |
|  | Zhejiang Wansheng Co. Ltd., Class A | 257000 | 409587 |
|  | Zhejiang Weiming Environment Protection Co. Ltd., Class A | 486793 | 1481162 |
|  | Zhejiang Weixing Industrial Development Co. Ltd., Class A | 768027 | 1174873 |
|  | Zhejiang Weixing New Building Materials Co. Ltd., Class A | 538357 | 781726 |
|  | Zhejiang Wolwo Bio-Pharmaceutical Co. Ltd., Class A | 149632 | 713578 |

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| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  CHINA — (Continued) | CHINA — (Continued) |  |  |
|  | Zhejiang XCC Group Co. Ltd., Class A | 154200 | $995463 |
|  | Zhejiang Xianju Pharmaceutical Co. Ltd., Class A | 511349 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;680892 |
|  | Zhejiang Xinan Chemical Industrial Group Co. Ltd., Class A | 531893 | 753491 |
|  | Zhejiang Xinao Textiles, Inc., Class A | 622900 | 700321 |
|  | Zhejiang Xinhua Chemical Co. Ltd., Class A | 95300 | 397796 |
|  | Zhejiang Yankon Group Co. Ltd., Class A | 135829 | 65904 |
|  | Zhejiang Yasha Decoration Co. Ltd., Class A | 763638 | 432794 |
|  | Zhejiang Yinlun Machinery Co. Ltd., Class A | 240400 | 1291413 |
|  | Zhejiang Yonggui Electric Equipment Co. Ltd., Class A | 169200 | 403705 |
|  | Zhejiang Yonghe Refrigerant Co. Ltd., Class A | 201600 | 784388 |
|  \* | Zhejiang Yongtai Technology Co. Ltd., Class A | 306384 | 838833 |
|  | Zhejiang Zhaolong Interconnect Technology Co. Ltd., Class A | 86040 | 631222 |
|  | Zhende Medical Co. Ltd., Class A | 160611 | 2145920 |
|  \* | Zhengzhou Coal Industry & Electric Power Co. Ltd., Class A | 864400 | 638084 |
|  | Zhengzhou GL Tech Co. Ltd., Class A | 13400 | 34236 |
|  | Zhenjiang Dongfang Electric Heating Technology Co. Ltd., Class A | 1245100 | 944283 |
|  | Zheshang Development Group Co. Ltd., Class A | 583617 | 501110 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  CHINA — (Continued) | CHINA — (Continued) |  |  |
|  | Zheshang Securities Co. Ltd., Class A | 331300 | $541245 |
|  | Zhewen Interactive Group Co. Ltd., Class A | 587420 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;721989 |
|  #\* | Zhihu, Inc. | 13500 | 19059 |
|  \* | Zhong An Group Ltd. . | 14556888 | 254780 |
|  #\*W | ZhongAn Online P&C Insurance Co. Ltd., Class H | 5439900 | 11713015 |
|  \* | Zhongfu Straits Pingtan Development Co. Ltd., Class A | 261000 | 259628 |
|  | Zhongji Innolight Co. Ltd., Class A | 204471 | 13502571 |
|  | Zhongjin Gold Corp. Ltd., Class A | 980800 | 3046466 |
|  | ZhongMan Petroleum & Natural Gas Group Corp. Ltd., Class A | 362300 | 1069530 |
|  | Zhongshan Broad Ocean Motor Co. Ltd., Class A | 1203500 | 2074288 |
|  | Zhongshan Public Utilities Group Co. Ltd., Class A | 270560 | 472145 |
|  # | Zhongsheng Group Holdings Ltd. | 7158500 | 11300396 |
|  | Zhongtai Securities Co. Ltd., Class A | 839100 | 823475 |
|  \*†† | Zhongtian Financial Group Co. Ltd., Class A | 4312400 | 0 |
|  | Zhongtong Bus Holding Co. Ltd., Class A | 393500 | 650076 |
|  # | Zhongyu Energy Holdings Ltd. | 2299550 | 923016 |
|  #W | Zhongyuan Bank Co. Ltd., Class H | 417000 | 16649 |
|  | Zhongyuan Environment-Protection Co. Ltd., Class A | 804595 | 994834 |
|  W | Zhou Hei Ya International Holdings Co. Ltd. | 5860500 | 1375066 |
|  | Zhuhai Enpower Electric Co. Ltd., Class A | 85700 | 384226 |

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| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  CHINA — (Continued) | CHINA — (Continued) |  |  |
|  | Zhuhai Huafa Properties Co. Ltd., Class A | 561638 | $388468 |
|  | Zhuzhou CRRC Times Electric Co. Ltd., Class H | 2039650 | 10365749 |
|  | Zhuzhou Hongda Electronics Corp. Ltd., Class A | 120532 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;725009 |
|  | Zhuzhou Kibing Group Co. Ltd., Class A | 1138800 | 1136569 |
|  \* | Zhuzhou Smelter Group Co. Ltd., Class A | 689600 | 1517419 |
|  | Zhuzhou Times New Material Technology Co. Ltd., Class A | 537900 | 1103771 |
|  | Zibo Qixiang Tengda Chemical Co. Ltd., Class A | 967500 | 654283 |
|  | Zijin Mining Group Co. Ltd., Class H | 17862000 | 73895307 |
|  | ZJAMP Group Co. Ltd., Class A | 239500 | 318571 |
|  #W | ZJLD Group, Inc. | 52600 | 59107 |
|  | ZJMI Environmental Energy Co. Ltd., Class A | 512727 | 1019264 |
|  | Zkteco Co. Ltd., Class A | 88800 | 393350 |
|  # | ZMJ Group Co. Ltd., Class H | 2505400 | 6916119 |
|  \* | Zonqing Environmental Ltd. | 48000 | 16424 |
|  | Zoomlion Heavy Industry Science & Technology Co. Ltd., Class H | 6503800 | 6279627 |
|  # | ZTE Corp., Class H | 2059792 | 8700635 |
|  | ZTO Express Cayman, Inc. (2057 HK) | 819850 | 15125236 |
|  | ZTO Express Cayman, Inc. (ZTO US), ADR | 1047004 | 19463804 |
|  | ZWSOFT Co. Ltd. Guangzhou, Class A | 13861 | 157085 |
|  #W | Zylox-Tonbridge Medical Technology Co. Ltd., Class H | 153000 | 464945 |
|  TOTAL CHINA | TOTAL CHINA | TOTAL CHINA | 9126014986 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  COLOMBIA — (0.1%) | COLOMBIA — (0.1%) |  |  |
|  | Almacenes Exito SA | 11996 | $11515 |
|  | Bolsa de Valores de Colombia | 20739 | 72310 |
|  | Celsia SA | 1462150 | 1854870 |
|  | Cementos Argos SA | 1666456 | 4461556 |
|  \* | Corp. Financiera Colombiana SA | 417532 | 1973563 |
|  | Grupo Argos SA | 547146 | 2469820 |
|  | Grupo Aval Acciones y Valores SA, ADR | 16747 | 70672 |
|  | Grupo Cibest SA | 422977 | 6858191 |
|  | Grupo Cibest SA, ADR | 118217 | 6861315 |
|  | Grupo de Inversiones Suramericana SA | 159473 | 1938663 |
|  | Grupo Energia Bogota SA ESP | 3163204 | 2584940 |
|  | Interconexion Electrica SA ESP | 1124052 | 7290196 |
|  | Mineros SA | 417293 | 1472288 |
|  | Promigas SA ESP | 69923 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;116639 |
|  TOTAL COLOMBIA | TOTAL COLOMBIA | TOTAL COLOMBIA | 38036538 |
|  CZECH REPUBLIC — (0.1%) | CZECH REPUBLIC — (0.1%) |  |  |
|  | CEZ AS | 422941 | 25900317 |
|  | Komercni Banka AS | 180880 | 9253116 |
|  W | Moneta Money Bank AS | 839679 | 7107464 |
|  # | Philip Morris CR AS | 2090 | 1781683 |
|  TOTAL CZECH REPUBLIC | TOTAL CZECH REPUBLIC |  | 44042580 |
|  EGYPT — (0.0%) | EGYPT — (0.0%) |  |  |
|  | Commercial International Bank - Egypt (CIB) (CBKD LI), GDR | 4942719 | 10537941 |
|  | EFG Holding SAE (EFGD LI), GDR | 34192 | 34197 |
|  | EFG Holding SAE (EFGZF US), GDR | 131241 | 131241 |
|  TOTAL EGYPT | TOTAL EGYPT | TOTAL EGYPT | 10703379 |
|  FRANCE — (0.0%) | FRANCE — (0.0%) |  |  |
|  | Carrefour SA, BDR | 145019 | 2299840 |
|  GREECE — (0.5%) | GREECE — (0.5%) |  |  |
|  | Aegean Airlines SA | 245956 | 3733362 |
|  \* | Aktor SA Holding Co. Technical & Energy Projects | 133992 | 1300391 |
|  | Alpha Bank SA | 4479043 | 17558786 |

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| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  GREECE — (Continued) | GREECE — (Continued) |  |  |
|  | Athens International Airport SA | 18783 | $216825 |
|  | Athens Water Supply & Sewage Co. SA | 171411 | 1371820 |
|  | Autohellas Tourist & Trading SA | 118800 | 1514900 |
|  | Avax SA | 173111 | 478229 |
|  | Bank of Greece | 32631 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;556907 |
|  | Ellaktor SA | 256653 | 460539 |
|  # | ElvalHalcor SA | 395854 | 1458997 |
|  | Eurobank Ergasias Services & Holdings SA | 5895353 | 22175977 |
|  \*†† | FF Group | 156853 | 0 |
|  | Fourlis Holdings SA | 258936 | 1224722 |
|  | GEK Terna SA | 365348 | 9751099 |
|  | Hellenic Exchanges - Athens Stock Exchange SA | 134432 | 966758 |
|  | Hellenic Telecommunications Organization SA | 419969 | 7886513 |
|  | Helleniq Energy Holdings SA | 432030 | 3799940 |
|  | Holding Co. ADMIE IPTO SA | 300724 | 1034067 |
|  | Ideal Holdings SA | 59686 | 404093 |
|  # | Intracom Holdings SA | 404007 | 1556039 |
|  | Jumbo SA | 297202 | 9431016 |
|  | Kri-Kri Milk Industry SA | 55970 | 1270038 |
|  \* | LAMDA Development SA | 356829 | 3043554 |
|  | Lavipharm SA | 161049 | 149693 |
|  \* | Metlen Energy & Metals PLC | 227622 | 11534783 |
|  | Motor Oil Hellas Corinth Refineries SA | 325983 | 9768909 |
|  | National Bank of Greece SA | 1302635 | 19146805 |
|  | OPAP SA | 411805 | 8513747 |
|  | Optima bank SA | 4349 | 40275 |
|  | Piraeus Financial Holdings SA | 1273424 | 9945705 |
|  | Piraeus Port Authority SA | 49643 | 2460493 |
|  | Profile Systems & Software SA | 36862 | 306269 |
|  | Public Power Corp. SA | 406294 | 7056171 |
|  | Quest Holdings SA | 170341 | 1383185 |
|  | Sarantis SA | 105490 | 1533524 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  GREECE — (Continued) | GREECE — (Continued) |  |  |
|  | Thrace Plastics Holding & Co. | 87223 | $391359 |
|  | Titan SA (TITC BB) | 210081 | 9332040 |
|  | Titan SA (TITC GA) | 45653 | 2044123 |
|  TOTAL GREECE | TOTAL GREECE | TOTAL GREECE | 174801653 |
|  HONG KONG — (0.0%) | HONG KONG — (0.0%) |  |  |
|  | Truly International Holdings Ltd. | 13273000 | 1945450 |
|  HUNGARY — (0.3%) | HUNGARY — (0.3%) |  |  |
|  #\* | 4iG Nyrt | 55331 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;660992 |
|  | ANY Security Printing Co. | 547 | 11377 |
|  | Magyar Telekom Telecommunications PLC | 1146807 | 6010599 |
|  \* | MASTERPLAST Nyrt | 4476 | 37200 |
|  | MOL Hungarian Oil & Gas PLC | 2370592 | 20853651 |
|  | Opus Global Nyrt | 852804 | 1385605 |
|  | OTP Bank Nyrt | 503133 | 48026766 |
|  | Richter Gedeon Nyrt | 134755 | 4150999 |
|  TOTAL HUNGARY | TOTAL HUNGARY | TOTAL HUNGARY | 81137189 |
|  INDIA — (17.1%) | INDIA — (17.1%) |  |  |
|  | 360 ONE WAM Ltd. | 728310 | 8890673 |
|  \* | 3i Infotech Ltd. | 259987 | 51476 |
|  | 3M India Ltd. | 4787 | 1594626 |
|  \* | 5Paisa Capital Ltd. | 14166 | 50006 |
|  | 63 Moons Technologies Ltd. | 46475 | 416975 |
|  | Aarti Drugs Ltd. | 250368 | 1382773 |
|  | Aarti Industries Ltd. | 1027271 | 4405720 |
|  | Aarti Pharmalabs Ltd. | 225051 | 2147384 |
|  \* | Aavas Financiers Ltd. | 23233 | 431539 |
|  | ABB India Ltd. | 60222 | 3542374 |
|  | Abbott India Ltd. | 9321 | 3046011 |
|  | ACC Ltd. | 257175 | 5438739 |
|  | Accelya Solutions India Ltd. | 8110 | 126708 |
|  | Action Construction Equipment Ltd. | 341269 | 4233275 |
|  \* | Adani Energy Solutions Ltd. | 409646 | 4517796 |
|  | Adani Enterprises Ltd. | 87196 | 2428331 |
|  \* | Adani Green Energy Ltd. | 123493 | 1578433 |
|  | Adani Ports & Special Economic Zone Ltd. | 1234282 | 20171644 |
|  \* | Adani Power Ltd. | 12362405 | 21970508 |

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| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  INDIA — (Continued) | INDIA — (Continued) | INDIA — (Continued) | INDIA — (Continued) |
|  | Adani Total Gas Ltd. | 436762 | $3097120 |
|  | ADF Foods Ltd. | 159235 | 396564 |
|  \* | Aditya Birla Capital Ltd. | 3272393 | 11985761 |
|  \* | Aditya Birla Fashion & Retail Ltd. | 428731 | 391879 |
|  \* | Aditya Birla Lifestyle Brands Ltd. | 428731 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;645692 |
|  | Aditya Birla Real Estate Ltd. | 279243 | 5946717 |
|  W | Aditya Vision Ltd. | 4555 | 29216 |
|  | Advanced Enzyme Technologies Ltd. | 294271 | 1017209 |
|  | Advent Hotels International Pvt Ltd. | 66965 | 235887 |
|  | Aegis Logistics Ltd. | 960492 | 8070990 |
|  \* | Aether Industries Ltd. | 40252 | 341118 |
|  \* | Affle 3i Ltd. | 84970 | 1839445 |
|  | Agarwal Industrial Corp. Ltd. | 14768 | 142679 |
|  | AGI Greenpac Ltd. | 221725 | 2052401 |
|  | Ahluwalia Contracts India Ltd. | 168736 | 1802146 |
|  | AIA Engineering Ltd. | 243348 | 8945452 |
|  | Ajanta Pharma Ltd. | 358228 | 9967286 |
|  | Ajmera Realty & Infra India Ltd. | 29421 | 354530 |
|  | Akzo Nobel India Ltd. | 63815 | 2334893 |
|  | Alembic Ltd. | 629826 | 706202 |
|  | Alembic Pharmaceuticals Ltd. | 487649 | 4937309 |
|  | Alkem Laboratories Ltd. | 90937 | 5619395 |
|  | Alkyl Amines Chemicals | 57239 | 1196504 |
|  \* | Allcargo Gati Ltd. | 274212 | 200199 |
|  | Allcargo Logistics Ltd. | 1983183 | 766478 |
|  | Allied Digital Services Ltd. | 12429 | 25495 |
|  | Amara Raja Energy & Mobility Ltd. | 885207 | 10018475 |
|  \* | Amber Enterprises India Ltd. | 77815 | 7034144 |
|  | Ambika Cotton Mills Ltd. | 3263 | 49986 |
|  | Ambuja Cements Ltd. | 1005199 | 6396571 |
|  | Amrutanjan Health Care Ltd. | 45588 | 372622 |
|  | Anant Raj Ltd. | 606923 | 4399922 |
|  | Andhra Paper Ltd. | 63869 | 56102 |
|  | Andhra Sugars Ltd. | 356515 | 327244 |
|  | Angel One Ltd. | 443541 | 12465909 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  INDIA — (Continued) | INDIA — (Continued) | INDIA — (Continued) | INDIA — (Continued) |
|  \* | Antelopus Selan Energy Ltd. | 14588 | $94300 |
|  \*W | Antony Waste Handling Cell Ltd. | 58255 | 356603 |
|  | Anup Engineering Ltd. | 16690 | 436018 |
|  | Anupam Rasayan India Ltd. | 17789 | 214064 |
|  | Apar Industries Ltd. | 102819 | 10035019 |
|  | Apcotex Industries Ltd. | 90855 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;365174 |
|  | APL Apollo Tubes Ltd. | 702145 | 14203924 |
|  | Apollo Hospitals Enterprise Ltd. | 248015 | 21451061 |
|  | Apollo Pipes Ltd. | 18737 | 65324 |
|  | Apollo Tyres Ltd. | 3558807 | 20085109 |
|  | Aptech Ltd. | 2974 | 3615 |
|  | Aptus Value Housing Finance India Ltd. | 258445 | 927428 |
|  \* | Arman Financial Services Ltd. | 17030 | 313651 |
|  | Artemis Medicare Services Ltd. | 56702 | 158273 |
|  | Arvind Fashions Ltd. | 446899 | 2527449 |
|  | Arvind Ltd. | 1510517 | 5445062 |
|  | Arvind SmartSpaces Ltd. | 26423 | 190338 |
|  | Asahi India Glass Ltd. | 423721 | 4398279 |
|  | Ashapura Minechem Ltd. | 173798 | 1302486 |
|  | Ashiana Housing Ltd. | 142513 | 449461 |
|  | Ashok Leyland Ltd. | 14051516 | 22356331 |
|  \* | Ashoka Buildcon Ltd. | 1398768 | 3234384 |
|  \* | Asian Granito India Ltd. | 120261 | 86018 |
|  | Asian Paints Ltd. | 703164 | 19879710 |
|  | Associated Alcohols & Breweries Ltd. | 4609 | 62958 |
|  W | Aster DM Healthcare Ltd. | 851889 | 6503907 |
|  | Astra Microwave Products Ltd. | 114927 | 1350088 |
|  | Astral Ltd. | 387240 | 6311287 |
|  | AstraZeneca Pharma India Ltd. | 23373 | 2503524 |
|  | Atul Ltd. | 99494 | 6468534 |
|  W | AU Small Finance Bank Ltd. | 951713 | 9383437 |
|  | AurionPro Solutions Ltd. | 38256 | 520237 |
|  | Aurobindo Pharma Ltd. | 1291469 | 16640952 |
|  | Automotive Axles Ltd. | 36417 | 696613 |

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| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  INDIA — (Continued) | INDIA — (Continued) | INDIA — (Continued) | INDIA — (Continued) |
|  | Avadh Sugar & Energy Ltd. | 27527 | $134017 |
|  | Avantel Ltd. | 126064 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;243732 |
|  | Avanti Feeds Ltd. | 272754 | 2140591 |
|  \*W | Avenue Supermarts Ltd. | 96480 | 4510493 |
|  \* | AWL Agri Business Ltd. | 215041 | 663230 |
|  | Axis Bank Ltd. (AXSB IN) | 7832547 | 108652126 |
|  \* | AXISCADES Technologies Ltd. | 24713 | 445963 |
|  | Bajaj Auto Ltd. | 171821 | 17217228 |
|  \* | Bajaj Consumer Care Ltd. | 474323 | 1480123 |
|  | Bajaj Finance Ltd. | 5549700 | 65316532 |
|  | Bajaj Finserv Ltd. | 716872 | 16862397 |
|  \* | Bajaj Hindusthan Sugar Ltd. | 5009249 | 1245219 |
|  | Bajaj Holdings & Investment Ltd. | 151893 | 21069205 |
|  | Balaji Amines Ltd. | 86892 | 1374530 |
|  | Balkrishna Industries Ltd. | 350093 | 9004454 |
|  | Balmer Lawrie & Co. Ltd. | 565989 | 1283908 |
|  | Balrampur Chini Mills Ltd. | 1276271 | 6586649 |
|  | Banco Products India Ltd. | 325889 | 2604617 |
|  W | Bandhan Bank Ltd. | 5206987 | 9166903 |
|  | Bank of Baroda | 3873114 | 12122506 |
|  | Bank of India | 2139467 | 3372648 |
|  | Bank of Maharashtra | 5106024 | 3398207 |
|  | Bannari Amman Sugars Ltd. | 8392 | 340032 |
|  | BASF India Ltd. | 69268 | 3440219 |
|  | Bata India Ltd. | 265158 | 3187384 |
|  | Bayer CropScience Ltd. | 39741 | 2182872 |
|  | BCL Industries Ltd. | 583871 | 261654 |
|  | BEML Ltd. | 112435 | 5552938 |
|  | Berger Paints India Ltd. | 972951 | 5930145 |
|  \* | BF Utilities Ltd. | 92487 | 766041 |
|  | Bhagiradha Chemicals & Industries Ltd. | 13989 | 39079 |
|  | Bhansali Engineering Polymers Ltd. | 728316 | 808740 |
|  | Bharat Bijlee Ltd. | 32715 | 1114277 |
|  | Bharat Dynamics Ltd. | 187485 | 3237426 |
|  | Bharat Electronics Ltd. | 6148858 | 29492023 |
|  | Bharat Forge Ltd. | 914493 | 13593311 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  INDIA — (Continued) | INDIA — (Continued) | INDIA — (Continued) | INDIA — (Continued) |
|  | Bharat Heavy Electricals Ltd. | 4954806 | $14747225 |
|  | Bharat Petroleum Corp. Ltd. | 3878066 | 15531486 |
|  | Bharat Rasayan Ltd. | 6905 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;841598 |
|  \* | Bharat Wire Ropes Ltd. | 57329 | 127991 |
|  | Bharti Airtel Ltd. | 7023237 | 163169644 |
|  | Biocon Ltd. | 693700 | 2913050 |
|  | Birla Corp. Ltd. | 203687 | 2687635 |
|  | BirlaNu Ltd. | 29381 | 633061 |
|  | Birlasoft Ltd. | 1252951 | 5230657 |
|  \* | BL Kashyap & Sons Ltd. | 59294 | 39456 |
|  | Black Box Ltd. | 171179 | 1020471 |
|  | Bliss Gvs Pharma Ltd. | 161555 | 285209 |
|  | BLS International Services Ltd. | 316388 | 1120673 |
|  | Blue Dart Express Ltd. | 34009 | 2487327 |
|  | Blue Star Ltd. | 416191 | 9039441 |
|  \* | Bluspring Enterprises Ltd. | 375375 | 340716 |
|  | Bombay Burmah Trading Co. | 153583 | 3429575 |
|  | Bombay Dyeing & Manufacturing Co. Ltd. | 270208 | 498970 |
|  \* | Borosil Ltd. | 47947 | 184596 |
|  \* | Borosil Renewables Ltd. | 45879 | 332600 |
|  \* | Borosil Scientific Ltd. | 12129 | 18710 |
|  | Bosch Ltd. | 9561 | 4012322 |
|  | Brigade Enterprises Ltd. | 568714 | 6633860 |
|  \* | Brightcom Group Ltd. | 8340699 | 1278410 |
|  | Britannia Industries Ltd. | 253892 | 16728633 |
|  | BSE Ltd. | 845919 | 23641783 |
|  \* | Camlin Fine Sciences Ltd. | 157227 | 345023 |
|  | Campus Activewear Ltd. | 181304 | 569700 |
|  | Can Fin Homes Ltd. | 664643 | 6454839 |
|  | Canara Bank | 7096084 | 10917833 |
|  | Cantabil Retail India Ltd. | 47163 | 138106 |
|  \* | Capacit'e Infraprojects Ltd. | 382726 | 1230996 |
|  | Capital Small Finance Bank Ltd. | 3943 | 12547 |
|  | Caplin Point Laboratories Ltd. | 192876 | 4403912 |

---

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**EMERGING MARKETS CORE EQUITY 2 PORTFOLIO** 

**CONTINUED** 

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  INDIA — (Continued) | INDIA — (Continued) | INDIA — (Continued) | INDIA — (Continued) |
|  | Carborundum Universal Ltd. | 526172 | $5351888 |
|  | Care Ratings Ltd. | 149702 | 2694767 |
|  \* | Cartrade Tech Ltd. | 59830 | 2020323 |
|  | Carysil Ltd. | 31546 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;331738 |
|  | Castrol India Ltd. | 2450623 | 5377191 |
|  | CCL Products India Ltd. | 633760 | 6149073 |
|  | CE Info Systems Ltd. | 42977 | 878373 |
|  | Ceat Ltd. | 235579 | 10684717 |
|  | Cello World Ltd. | 1880 | 13874 |
|  | Central Depository Services India Ltd. | 589988 | 10570510 |
|  | Centum Electronics Ltd. | 2709 | 77216 |
|  | Century Enka Ltd. | 66350 | 347044 |
|  | Century Plyboards India Ltd. | 459764 | 3898558 |
|  | Cera Sanitaryware Ltd. | 34780 | 2446418 |
|  | CESC Ltd. | 3525344 | 7139096 |
|  | CG Power & Industrial Solutions Ltd. | 3118445 | 25827261 |
|  \* | Chalet Hotels Ltd. | 108969 | 1165248 |
|  | Chambal Fertilisers & Chemicals Ltd. | 1785652 | 9669986 |
|  \* | Chemplast Sanmar Ltd. | 46730 | 209452 |
|  | Chennai Petroleum Corp. Ltd. | 239306 | 2615531 |
|  \* | Choice International Ltd. | 93055 | 875224 |
|  | Cholamandalam Financial Holdings Ltd. | 706420 | 15147492 |
|  | Cholamandalam Investment & Finance Co. Ltd. | 1364643 | 26142925 |
|  | CIE Automotive India Ltd. | 975621 | 4728918 |
|  \* | Cigniti Technologies Ltd. | 4779 | 92790 |
|  | Cipla Ltd. | 1602457 | 27100878 |
|  | City Union Bank Ltd. | 2844817 | 7219936 |
|  | Clean Science & Technology Ltd. | 39897 | 453570 |
|  | CMS Info Systems Ltd. | 548126 | 2298733 |
|  | Coal India Ltd. | 2682867 | 11752855 |
|  W | Cochin Shipyard Ltd. | 488654 | 9851077 |
|  \*W | Coffee Day Enterprises Ltd. | 268650 | 127196 |
|  | Coforge Ltd. | 977340 | 19637262 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  INDIA — (Continued) | INDIA — (Continued) | INDIA — (Continued) | INDIA — (Continued) |
|  \* | Cohance Lifesciences Ltd. | 887363 | $7500085 |
|  | Colgate-Palmolive India Ltd. | 407402 | 10323499 |
|  | Computer Age Management Services Ltd. | 266118 | 11758957 |
|  | Concord Biotech Ltd. | 3218 | 52559 |
|  | Confidence Petroleum India Ltd. | 681379 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;318205 |
|  | Container Corp. of India Ltd. | 1071831 | 6602028 |
|  | Control Print Ltd. | 7605 | 62959 |
|  | Coromandel International Ltd. | 1008567 | 24258221 |
|  | Cosmo First Ltd. | 111559 | 1042470 |
|  | Craftsman Automation Ltd. | 887 | 66591 |
|  \* | CreditAccess Grameen Ltd. | 349047 | 5543598 |
|  | CRISIL Ltd. | 103435 | 5750440 |
|  | Crompton Greaves Consumer Electricals Ltd. | 3564601 | 11349296 |
|  \* | CSB Bank Ltd. | 334927 | 1565513 |
|  | Cummins India Ltd. | 247524 | 12120496 |
|  | Cyient Ltd. | 444776 | 5836187 |
|  \*W | D.P. Abhushan Ltd. | 14687 | 233107 |
|  | Dabur India Ltd. | 1095212 | 6019350 |
|  | Dalmia Bharat Ltd. | 394033 | 9308223 |
|  \* | Dalmia Bharat Refractories Ltd. | 2328 | 0 |
|  | Dalmia Bharat Sugar & Industries Ltd. | 112172 | 436947 |
|  | Datamatics Global Services Ltd. | 49604 | 521375 |
|  | DB Corp. Ltd. | 370945 | 1121311 |
|  | DCB Bank Ltd. | 1729110 | 3078526 |
|  | DCM Shriram Industries Ltd. | 134379 | 264125 |
|  | DCM Shriram Ltd. | 373597 | 5400138 |
|  | DCW Ltd. | 1164195 | 829715 |
|  | Ddev Plastiks Industries Ltd. | 6327 | 21473 |
|  | Deep Industries Ltd. | 40231 | 218919 |
|  | Deepak Fertilisers & Petrochemicals Corp. Ltd. | 591136 | 9901366 |
|  | Deepak Nitrite Ltd. | 358893 | 6964429 |
|  \* | Delhivery Ltd. | 925618 | 4863245 |
|  | Delta Corp. Ltd. | 573884 | 503419 |
|  \* | DEN Networks Ltd. | 376689 | 140927 |
|  \* | Devyani International Ltd. | 314356 | 571006 |

---

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**EMERGING MARKETS CORE EQUITY 2 PORTFOLIO** 

**CONTINUED** 

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  INDIA — (Continued) | INDIA — (Continued) | INDIA — (Continued) | INDIA — (Continued) |
|  \* | Dhampur Sugar Mills Ltd. | 252211 | $387504 |
|  \* | Dhanlaxmi Bank Ltd. | 266866 | 79263 |
|  | Dhanuka Agritech Ltd. | 112124 | 1723049 |
|  \* | Digitide Solutions Ltd. | 353702 | 634614 |
|  W | Dilip Buildcon Ltd. | 271098 | 1510408 |
|  \* | Dish TV India Ltd. | 6345026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;318061 |
|  \* | Dishman Carbogen Amcis Ltd. | 516045 | 1693566 |
|  | Divi's Laboratories Ltd. | 174475 | 13269526 |
|  | Dixon Technologies India Ltd. | 179577 | 31314013 |
|  | DLF Ltd. | 934731 | 7972953 |
|  | D-Link India Ltd. | 28590 | 147751 |
|  | Dodla Dairy Ltd. | 9378 | 136734 |
|  | Dollar Industries Ltd. | 85213 | 342960 |
|  W | Dr. Lal PathLabs Ltd. | 209237 | 7400396 |
|  # | Dr. Reddy's Laboratories Ltd., ADR | 1360890 | 18086228 |
|  | Dr. Reddy's Laboratories Ltd. (DRRD IN) | 1005650 | 13535794 |
|  \* | Dredging Corp. of India Ltd. | 3704 | 30726 |
|  | Dwarikesh Sugar Industries Ltd. | 1017148 | 497657 |
|  | Dynacons Systems & Solutions Ltd. | 2714 | 28098 |
|  | Dynamatic Technologies Ltd. | 13643 | 1214469 |
|  | eClerx Services Ltd. | 198014 | 10550296 |
|  | Edelweiss Financial Services Ltd. | 2966936 | 3785904 |
|  | Eicher Motors Ltd. | 332378 | 26238316 |
|  \* | EID Parry India Ltd. | 845475 | 10240294 |
|  | EIH Associated Hotels | 73136 | 314209 |
|  | EIH Ltd. | 1079962 | 4739389 |
|  | Eimco Elecon India Ltd. | 1193 | 25099 |
|  | Elecon Engineering Co. Ltd. | 179730 | 1134407 |
|  | Electrosteel Castings Ltd. | 2218725 | 2282722 |
|  | Elgi Equipments Ltd. | 814307 | 4557364 |
|  | Emami Ltd. | 1154971 | 6943800 |
|  \* | Embassy Developments Ltd. | 2964659 | 3112566 |
|  W | Endurance Technologies Ltd. | 148361 | 4742236 |
|  | Engineers India Ltd. | 1864511 | 4225579 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  INDIA — (Continued) | INDIA — (Continued) | INDIA — (Continued) | INDIA — (Continued) |
|  | Epigral Ltd. | 103523 | $1969422 |
|  | EPL Ltd. | 905999 | 2057580 |
|  \*W | Equitas Small Finance Bank Ltd. | 1485971 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;956102 |
|  W | Eris Lifesciences Ltd. | 192217 | 3457097 |
|  | ESAB India Ltd. | 18250 | 1007125 |
|  | Escorts Kubota Ltd. | 214375 | 9124949 |
|  \* | Eternal Ltd. | 2258995 | 8068513 |
|  \* | Eureka Forbes Ltd. | 15872 | 99522 |
|  | Eveready Industries India Ltd. | 18187 | 77463 |
|  | Everest Industries Ltd. | 30444 | 202703 |
|  | Everest Kanto Cylinder Ltd. | 74547 | 121848 |
|  | Excel Industries Ltd. | 27054 | 341009 |
|  | Exide Industries Ltd. | 2617469 | 11263505 |
|  | Expleo Solutions Ltd. | 862 | 9817 |
|  | Fairchem Organics Ltd. | 1341 | 11461 |
|  | FDC Ltd. | 399922 | 2088339 |
|  | Federal Bank Ltd. | 13607574 | 36245429 |
|  \* | Federal-Mogul Goetze India Ltd. | 54733 | 283024 |
|  | FIEM Industries Ltd. | 75154 | 1763579 |
|  | Filatex India Ltd. | 1134621 | 808963 |
|  | Fine Organic Industries Ltd. | 37617 | 1876457 |
|  | Fineotex Chemical Ltd. | 3936050 | 1322640 |
|  \* | Fino Payments Bank Ltd. | 59660 | 190049 |
|  | Finolex Cables Ltd. | 549480 | 4868080 |
|  | Finolex Industries Ltd. | 2111313 | 4456169 |
|  | Firstsource Solutions Ltd. | 2389885 | 9526775 |
|  | Force Motors Ltd. | 37959 | 7565673 |
|  | Fortis Healthcare Ltd. | 2435989 | 28101416 |
|  \* | FSN E-Commerce Ventures Ltd. | 1497727 | 4188512 |
|  \* | Fusion Finance Ltd. | 231005 | 393257 |
|  | G R Infraprojects Ltd. | 8231 | 107926 |
|  | Gabriel India Ltd. | 641693 | 9177543 |
|  | GAIL India Ltd. (GAIL IN) | 6902596 | 14157316 |
|  | Galaxy Surfactants Ltd. | 53030 | 1331099 |
|  | Ganesh Housing Ltd. | 80362 | 749744 |
|  | Ganesha Ecosphere Ltd. | 25941 | 353105 |
|  | Garware Hi-Tech Films Ltd. | 21472 | 821359 |
|  | Garware Technical Fibres Ltd. | 300700 | 2582640 |

---

568

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**EMERGING MARKETS CORE EQUITY 2 PORTFOLIO** 

**CONTINUED** 

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  INDIA — (Continued) | INDIA — (Continued) | INDIA — (Continued) | INDIA — (Continued) |
|  | Gateway Distriparks Ltd. | 2147220 | $1545979 |
|  | GE Vernova T&D India Ltd. | 196699 | 6715772 |
|  \* | Genesys International Corp. Ltd. | 4330 | 24704 |
|  | Geojit Financial Services Ltd. | 617242 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;514609 |
|  | GHCL Ltd. | 749719 | 5376014 |
|  | GHCL Textiles Ltd. | 761649 | 664120 |
|  | GIC Housing Finance Ltd. | 258928 | 510103 |
|  | Gillette India Ltd. | 38612 | 3916958 |
|  W | Gland Pharma Ltd. | 73542 | 1598116 |
|  | GlaxoSmithKline Pharmaceuticals Ltd. | 164150 | 4840101 |
|  | Glenmark Pharmaceuticals Ltd. | 1204820 | 25655498 |
|  | Global Health Ltd. | 148522 | 2188148 |
|  | Globus Spirits Ltd. | 17436 | 227811 |
|  | GMM Pfaudler Ltd. | 52678 | 766194 |
|  \* | GMR Airports Ltd. | 6429437 | 6784811 |
|  | GNA Axles Ltd. | 27625 | 96995 |
|  \* | Go Fashion India Ltd. | 26000 | 188815 |
|  | GOCL Corp. Ltd. | 6992 | 27826 |
|  | Godawari Power & Ispat Ltd. | 1710969 | 5428675 |
|  | Godfrey Phillips India Ltd. | 406509 | 14106246 |
|  W | Godrej Agrovet Ltd. | 167131 | 1251260 |
|  | Godrej Consumer Products Ltd. | 909875 | 11472699 |
|  \* | Godrej Industries Ltd. | 368824 | 4612901 |
|  \* | Godrej Properties Ltd. | 213920 | 5502974 |
|  \* | Gokaldas Exports Ltd. | 95489 | 902718 |
|  \* | Gokul Agro Resources Ltd. | 94498 | 182502 |
|  | Goldiam International Ltd. | 145490 | 585975 |
|  | Goodluck India Ltd. | 36196 | 515266 |
|  | Goodyear India Ltd. | 21616 | 238801 |
|  | GPT Infraprojects Ltd. | 6448 | 7789 |
|  | Granules India Ltd. | 1304287 | 8317695 |
|  | Graphite India Ltd. | 528952 | 3709991 |
|  | Grasim Industries Ltd. | 725875 | 23693840 |
|  | Grauer & Weil India Ltd. | 624637 | 596244 |
|  | Gravita India Ltd. | 133846 | 2509913 |
|  | Great Eastern Shipping Co. Ltd. | 917387 | 11341415 |
|  | Greaves Cotton Ltd. | 529219 | 1357491 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  INDIA — (Continued) | INDIA — (Continued) | INDIA — (Continued) | INDIA — (Continued) |
|  | Greenlam Industries Ltd. | 224810 | $670661 |
|  | Greenpanel Industries Ltd. | 388344 | 1251579 |
|  | Greenply Industries Ltd. | 415354 | 1426950 |
|  | Grindwell Norton Ltd. | 172602 | 3266187 |
|  | Group Ltd. | 404 | 9055 |
|  | Gufic Biosciences Ltd. | 18236 | 66923 |
|  | Gujarat Alkalies & Chemicals Ltd. | 195121 | 1256581 |
|  | Gujarat Ambuja Exports Ltd. | 1074280 | 1276148 |
|  | Gujarat Fluorochemicals Ltd. | 200886 | 8473336 |
|  | Gujarat Gas Ltd. | 574265 | 2637810 |
|  | Gujarat Industries Power Co. Ltd. | 184821 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;379573 |
|  | Gujarat Mineral Development Corp. Ltd. | 717644 | 4788119 |
|  | Gujarat Narmada Valley Fertilizers & Chemicals Ltd. | 606545 | 3430623 |
|  | Gujarat Pipavav Port Ltd. | 2077351 | 3898524 |
|  | Gujarat State Fertilizers & Chemicals Ltd. | 1541443 | 3311556 |
|  | Gujarat State Petronet Ltd. | 2596296 | 9043711 |
|  | Gulf Oil Lubricants India Ltd. | 128240 | 1785602 |
|  | Happiest Minds Technologies Ltd. | 242650 | 1406450 |
|  | Hariom Pipe Industries Ltd. | 8408 | 42391 |
|  W | Harsha Engineers Ltd. | 29319 | 132702 |
|  \* | Hathway Cable & Datacom Ltd. | 1149792 | 178986 |
|  | Hatsun Agro Product Ltd. | 180239 | 2244802 |
|  | Havells India Ltd. | 588700 | 9886754 |
|  | HBL Engineering Ltd. | 655559 | 7397634 |
|  | HCL Technologies Ltd. | 2961027 | 51327202 |
|  W | HDFC Asset Management Co. Ltd. | 299372 | 18123576 |
|  | HDFC Bank Ltd. | 13637972 | 151738277 |

---

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**CONTINUED** 

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  INDIA — (Continued) | INDIA — (Continued) | INDIA — (Continued) | INDIA — (Continued) |
|  W | HDFC Life Insurance Co. Ltd. | 516609 | $4250290 |
|  \* | HealthCare Global Enterprises Ltd. | 133956 | 1126864 |
|  | HEG Ltd. | 444795 | 2949381 |
|  | HeidelbergCement India Ltd. | 586254 | 1293442 |
|  | Heritage Foods Ltd. | 342616 | 1861797 |
|  | Hero MotoCorp Ltd. (HMCL IN) | 544537 | 34026950 |
|  | Hester Biosciences Ltd. | 12925 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;232794 |
|  | HFCL Ltd. | 5836041 | 4824133 |
|  | HG Infra Engineering Ltd. | 146513 | 1516858 |
|  | Hikal Ltd. | 348124 | 936833 |
|  | Himadri Speciality Chemical Ltd. | 1529176 | 8267873 |
|  | Himatsingka Seide Ltd. | 147294 | 205665 |
|  | Hindalco Industries Ltd. | 4095312 | 39113290 |
|  | Hinduja Global Solutions Ltd. | 116383 | 680724 |
|  | Hindustan Aeronautics Ltd. | 539932 | 28498956 |
|  | Hindustan Copper Ltd. | 1665808 | 6376767 |
|  \* | Hindustan Foods Ltd. | 30274 | 179463 |
|  \* | Hindustan Oil Exploration Co. Ltd. | 293777 | 507001 |
|  | Hindustan Petroleum Corp. Ltd. | 2697155 | 14429444 |
|  | Hindustan Unilever Ltd. | 882961 | 24479042 |
|  \* | Hindware Home Innovation Ltd. | 70149 | 290739 |
|  | Hitachi Energy India Ltd. | 41519 | 8299863 |
|  | HI-Tech Pipes Ltd. | 99817 | 128644 |
|  | Hle Glascoat Ltd. | 16779 | 107859 |
|  \* | HLV Ltd. | 188478 | 24631 |
|  W | Home First Finance Co. India Ltd. | 164596 | 2215635 |
|  | Honda India Power Products Ltd. | 19873 | 583981 |
|  | HPL Electric & Power Ltd. | 33126 | 165132 |
|  \* | Hubtown Ltd. | 78943 | 266101 |
|  | Huhtamaki India Ltd. | 112840 | 309690 |
|  | I G Petrochemicals Ltd. | 21392 | 100507 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  INDIA — (Continued) | INDIA — (Continued) | INDIA — (Continued) | INDIA — (Continued) |
|  | ICICI Bank Ltd. (IBN US), Sponsored ADR | 4267697 | $129311219 |
|  | ICICI Bank Ltd. (ICICIBC IN) | 3903946 | 59163868 |
|  W | ICICI Lombard General Insurance Co. Ltd. | 315717 | 7117788 |
|  W | ICICI Prudential Life Insurance Co. Ltd. | 391016 | 2605524 |
|  | ICRA Ltd. | 7584 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;546792 |
|  \* | ideaForge Technology Ltd. | 6937 | 37792 |
|  | IDFC First Bank Ltd. | 29171417 | 26837105 |
|  \* | IFB Industries Ltd. | 44055 | 927881 |
|  \* | IFCI Ltd. | 2395812 | 1561816 |
|  | Igarashi Motors India Ltd. | 14232 | 80940 |
|  | IIFL Capital Services Ltd. | 1357770 | 5247801 |
|  \* | IIFL Finance Ltd. | 1500891 | 9036667 |
|  \* | Imagicaaworld Entertainment Ltd. | 306701 | 178849 |
|  \* | India Cements Ltd. | 528400 | 2388574 |
|  | India Glycols Ltd. | 230264 | 2506548 |
|  | India Nippon Electricals Ltd. | 12610 | 136333 |
|  | India Pesticides Ltd. | 31015 | 66238 |
|  | India Power Corp. Ltd. | 284965 | 37875 |
|  W | IndiaMart InterMesh Ltd. | 12770 | 353863 |
|  | Indian Bank | 1296674 | 12543330 |
|  W | Indian Energy Exchange Ltd. | 2562507 | 4017868 |
|  | Indian Hotels Co. Ltd. | 1652302 | 13856294 |
|  | Indian Hume Pipe Co. Ltd. | 2886 | 11618 |
|  | Indian Metals & Ferro Alloys Ltd. | 54962 | 743219 |
|  | Indian Oil Corp. Ltd. | 5164850 | 9658572 |
|  | Indian Railway Catering & Tourism Corp. Ltd. | 621102 | 5021229 |
|  W | Indian Railway Finance Corp. Ltd. | 2687487 | 3729501 |
|  | Indigo Paints Ltd. | 11626 | 131404 |
|  | Indo Count Industries Ltd. | 592296 | 1899616 |
|  \* | Indo Tech Transformers Ltd. | 1762 | 33530 |
|  | Indoco Remedies Ltd. | 235278 | 743088 |
|  \*W | IndoStar Capital Finance Ltd. | 29957 | 83740 |

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**EMERGING MARKETS CORE EQUITY 2 PORTFOLIO** 

**CONTINUED** 

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| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  INDIA — (Continued) | INDIA — (Continued) | INDIA — (Continued) | INDIA — (Continued) |
|  | Indraprastha Gas Ltd. | 2087522 | $4976324 |
|  | Indraprastha Medical Corp. Ltd. | 52105 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;359860 |
|  \* | Indus Towers Ltd. | 5584435 | 22912888 |
|  \* | IndusInd Bank Ltd. | 1062000 | 9504147 |
|  \* | Infibeam Avenues Ltd. | 9090872 | 1853003 |
|  | Info Edge India Ltd. | 797799 | 12349642 |
|  | Infosys Ltd. (INFO IN) | 7955267 | 132515604 |
|  # | Infosys Ltd. (INFY US), Sponsored ADR | 2423448 | 40156533 |
|  | Ingersoll Rand India Ltd. | 41855 | 1794942 |
|  \* | Inox Wind Ltd. | 1207163 | 2103557 |
|  \* | Insecticides India Ltd. | 64008 | 522155 |
|  | Intellect Design Arena Ltd. | 512848 | 6510897 |
|  W | InterGlobe Aviation Ltd. | 327830 | 20846563 |
|  | IOL Chemicals & Pharmaceuticals Ltd. | 786700 | 818249 |
|  | ION Exchange India Ltd. | 135554 | 610777 |
|  | Ipca Laboratories Ltd. | 849260 | 12147027 |
|  | IRB Infrastructure Developers Ltd. | 5383459 | 2721288 |
|  W | IRCON International Ltd. | 1879788 | 3586282 |
|  | ISGEC Heavy Engineering Ltd. | 91723 | 904525 |
|  \* | ITC Hotels Ltd. | 945421 | 2309142 |
|  | ITC Ltd. | 9454218 | 44709220 |
|  | J Kumar Infraprojects Ltd. | 282052 | 2101105 |
|  | Jagran Prakashan Ltd. | 526157 | 429795 |
|  \* | Jai Balaji Industries Ltd. | 111023 | 117952 |
|  | Jai Corp. Ltd. | 369274 | 686001 |
|  \* | Jain Irrigation Systems Ltd. | 712898 | 411923 |
|  \* | Jaiprakash Power Ventures Ltd. | 13550170 | 2750900 |
|  | Jammu & Kashmir Bank Ltd. | 2813026 | 3360886 |
|  | Jamna Auto Industries Ltd. | 1633971 | 1741307 |
|  | Jash Engineering Ltd. | 40142 | 219188 |
|  | JB Chemicals & Pharmaceuticals Ltd. | 532008 | 10050816 |
|  | JBM Auto Ltd. | 289208 | 2161046 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  INDIA — (Continued) | INDIA — (Continued) | INDIA — (Continued) | INDIA — (Continued) |
|  | Jindal Drilling & Industries Ltd. | 8294 | $53596 |
|  | Jindal Poly Films Ltd. | 173458 | 1108676 |
|  | Jindal Saw Ltd. | 3033542 | 5996854 |
|  | Jindal Stainless Ltd. | 3443762 | 29233895 |
|  | Jindal Steel Ltd. | 2233951 | 26860799 |
|  | Jindal Worldwide Ltd. | 155300 | 63888 |
|  | Jio Financial Services Ltd. | 5022249 | 17375001 |
|  \* | JITF Infralogistics Ltd. | 31327 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;106694 |
|  | JK Cement Ltd. | 193990 | 13609015 |
|  | JK Lakshmi Cement Ltd. | 430296 | 4218229 |
|  | JK Paper Ltd. | 969788 | 4359330 |
|  | JK Tyre & Industries Ltd. | 1159437 | 5627273 |
|  | JM Financial Ltd. | 2849235 | 5254231 |
|  | Johnson Controls-Hitachi Air Conditioning India Ltd. | 1108 | 21460 |
|  | JSW Energy Ltd. | 1914046 | 11376546 |
|  | JSW Steel Ltd. | 3063437 | 41670552 |
|  | JTEKT India Ltd. | 434264 | 762713 |
|  | Jubilant Foodworks Ltd. | 2172629 | 14675855 |
|  | Jubilant Ingrevia Ltd. | 841350 | 6535141 |
|  | Jubilant Pharmova Ltd. | 678091 | 8322188 |
|  | Jupiter Wagons Ltd. | 302639 | 1095246 |
|  \* | Just Dial Ltd. | 91506 | 795905 |
|  | Jyothy Labs Ltd. | 948390 | 3363635 |
|  \* | Jyoti Structures Ltd. | 4646208 | 683080 |
|  | Kajaria Ceramics Ltd. | 642455 | 8691420 |
|  | Kalpataru Projects International Ltd. | 759279 | 10734845 |
|  | Kalyan Jewellers India Ltd. | 617706 | 3547743 |
|  | Kalyani Steels Ltd. | 203343 | 1985197 |
|  | Kansai Nerolac Paints Ltd. | 906862 | 2544008 |
|  | Karnataka Bank Ltd. | 1691799 | 3419396 |
|  | Karur Vysya Bank Ltd. | 4488854 | 12314993 |
|  | Kaveri Seed Co. Ltd. | 209217 | 2455594 |
|  \* | Kaynes Technology India Ltd. | 13385 | 1010990 |
|  | KCP Ltd. | 563447 | 1294694 |
|  | KDDL Ltd. | 12902 | 363666 |
|  | KEC International Ltd. | 890909 | 8198191 |
|  | KEI Industries Ltd. | 370600 | 16799422 |
|  \* | Kellton Tech Solutions Ltd. | 1366925 | 337714 |
|  | Kennametal India Ltd. | 21504 | 505081 |

---

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**EMERGING MARKETS CORE EQUITY 2 PORTFOLIO** 

**CONTINUED** 

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  INDIA — (Continued) | INDIA — (Continued) | INDIA — (Continued) | INDIA — (Continued) |
|  \* | Kesoram Industries Ltd. | 145969 | $8479 |
|  | Kewal Kiran Clothing Ltd. | 62086 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;361501 |
|  | Keystone Realtors Ltd. | 4139 | 26579 |
|  | Kfin Technologies Ltd. | 5993 | 74060 |
|  \* | Kiri Industries Ltd. | 82356 | 493932 |
|  | Kirloskar Brothers Ltd. | 113860 | 2407404 |
|  \* | Kirloskar Electric Co. Ltd. | 31396 | 41615 |
|  | Kirloskar Ferrous Industries Ltd. | 305181 | 1765629 |
|  | Kirloskar Industries Ltd. | 2180 | 93052 |
|  | Kirloskar Oil Engines Ltd. | 584760 | 6580634 |
|  | Kirloskar Pneumatic Co. Ltd. | 42165 | 531531 |
|  | Kitex Garments Ltd. | 723753 | 1700818 |
|  | KNR Constructions Ltd. | 1321586 | 2702280 |
|  \* | Kolte-Patil Developers Ltd. | 185064 | 893105 |
|  | Kopran Ltd. | 19056 | 35569 |
|  | Kotak Mahindra Bank Ltd. | 1114672 | 26446675 |
|  | Kovai Medical Center & Hospital Ltd. | 2860 | 206305 |
|  W | KPI Green Energy Ltd. | 181367 | 1083848 |
|  | KPIT Technologies Ltd. | 1119449 | 14718728 |
|  | KPR Mill Ltd. | 574481 | 6914960 |
|  | KRBL Ltd. | 512858 | 2157128 |
|  \*W | Krishna Institute of Medical Sciences Ltd. | 316592 | 2569641 |
|  | Krsnaa Diagnostics Ltd. | 52800 | 461651 |
|  | KSB Ltd. | 286720 | 2560965 |
|  | Ksolves India Ltd. | 18020 | 64641 |
|  | L&T Finance Ltd. | 3982167 | 12131157 |
|  W | L&T Technology Services Ltd. | 57009 | 2640168 |
|  | LA Opala RG Ltd. | 211733 | 547288 |
|  | Landmark Cars Ltd. | 8940 | 64052 |
|  | Larsen & Toubro Ltd. | 1345043 | 60986659 |
|  W | Laurus Labs Ltd. | 2145834 | 23079615 |
|  | Laxmi Organic Industries Ltd. | 216977 | 476961 |
|  \*W | Lemon Tree Hotels Ltd. | 1629782 | 3027309 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  INDIA — (Continued) | INDIA — (Continued) | INDIA — (Continued) | INDIA — (Continued) |
|  | LG Balakrishnan & Bros Ltd. | 189085 | $3023713 |
|  | LIC Housing Finance Ltd. | 2379135 | 15333829 |
|  | Lincoln Pharmaceuticals Ltd. | 17425 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;104921 |
|  | Linde India Ltd. | 54237 | 3670077 |
|  | Lloyds Engineering Works Ltd. | 2250878 | 1397567 |
|  | Lloyds Metals & Energy Ltd. | 33220 | 487144 |
|  | LMW Ltd. | 18002 | 3188778 |
|  W | Lodha Developers Ltd. | 104160 | 1405963 |
|  | LT Foods Ltd. | 2083868 | 9866227 |
|  W | LTIMindtree Ltd. | 262585 | 16783488 |
|  | Lumax Auto Technologies Ltd. | 228184 | 2903494 |
|  | Lumax Industries Ltd. | 15471 | 867359 |
|  | Lupin Ltd. | 830759 | 18451932 |
|  | LUX Industries Ltd. | 42876 | 617502 |
|  | Mahanagar Gas Ltd. | 223084 | 3197453 |
|  | Maharashtra Scooters Ltd. | 7642 | 1299159 |
|  | Maharashtra Seamless Ltd. | 413482 | 2648364 |
|  | Mahindra & Mahindra Financial Services Ltd. | 3510266 | 12472110 |
|  | Mahindra & Mahindra Ltd. | 2795715 | 109889344 |
|  \* | Mahindra Holidays & Resorts India Ltd. | 566670 | 2099403 |
|  | Mahindra Lifespace Developers Ltd. | 646673 | 2813569 |
|  W | Mahindra Logistics Ltd. | 53125 | 210288 |
|  | Maithan Alloys Ltd. | 60012 | 747281 |
|  \* | Man Industries India Ltd. | 71097 | 330257 |
|  | Man Infraconstruction Ltd. | 773289 | 1291947 |
|  | Manali Petrochemicals Ltd. | 15420 | 12840 |
|  | Manappuram Finance Ltd. | 5455313 | 16634574 |
|  | Mangalam Cement Ltd. | 73303 | 642257 |
|  \* | Mangalore Refinery & Petrochemicals Ltd. | 896438 | 1673272 |
|  | Mankind Pharma Ltd. | 9254 | 247360 |
|  | Manorama Industries Ltd. | 16332 | 254896 |

---

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**EMERGING MARKETS CORE EQUITY 2 PORTFOLIO** 

**CONTINUED** 

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  INDIA — (Continued) | INDIA — (Continued) | INDIA — (Continued) | INDIA — (Continued) |
|  | Marico Ltd. | 1984233 | $16130383 |
|  | Marksans Pharma Ltd. | 1890046 | 3895128 |
|  | Maruti Suzuki India Ltd. | 149041 | 27090700 |
|  W | MAS Financial Services Ltd. | 316376 | 1086675 |
|  | Mastek Ltd. | 105194 | 2533282 |
|  W | Matrimony.com Ltd. | 24735 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;142234 |
|  \* | Max Estates Ltd. | 149452 | 788931 |
|  | Max Healthcare Institute Ltd. | 919893 | 11904244 |
|  \* | Max India Ltd. | 5727 | 13791 |
|  | Mayur Uniquoters Ltd. | 151994 | 922292 |
|  | Mazagon Dock Shipbuilders Ltd. | 59167 | 1822869 |
|  W | Medi Assist Healthcare Services Ltd. | 21596 | 137414 |
|  \* | Medplus Health Services Ltd. | 45698 | 391838 |
|  \* | Meghmani Organics Ltd. | 941141 | 855375 |
|  | Metro Brands Ltd. | 2912 | 37076 |
|  \*W | Metropolis Healthcare Ltd. | 158894 | 3539097 |
|  | Minda Corp. Ltd. | 600530 | 3812337 |
|  W | Mishra Dhatu Nigam Ltd. | 389288 | 1683112 |
|  | MM Forgings Ltd. | 152640 | 532609 |
|  | MOIL Ltd. | 667739 | 2750280 |
|  | Mold-Tek Packaging Ltd. | 10384 | 81123 |
|  | Monte Carlo Fashions Ltd. | 78595 | 619597 |
|  | Morepen Laboratories Ltd. | 2432774 | 1304074 |
|  | Motherson Sumi Wiring India Ltd. | 16176072 | 8577821 |
|  | Motilal Oswal Financial Services Ltd. | 1314864 | 14455659 |
|  | Mphasis Ltd. | 412651 | 12805981 |
|  | MPS Ltd. | 9618 | 234797 |
|  | MRF Ltd. | 8371 | 14891136 |
|  | Mrs Bectors Food Specialities Ltd. | 132651 | 1995306 |
|  | MSTC Ltd. | 118793 | 722453 |
|  | Mukand Ltd. | 5374 | 8622 |
|  | Muthoot Finance Ltd. | 852138 | 30650372 |
|  \* | Nalwa Sons Investments Ltd. | 3073 | 249918 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  INDIA — (Continued) | INDIA — (Continued) | INDIA — (Continued) | INDIA — (Continued) |
|  | Narayana Hrudayalaya Ltd. | 342998 | $6772944 |
|  | Natco Pharma Ltd. | 682541 | 6297944 |
|  | National Aluminium Co. Ltd. | 4378481 | 11527237 |
|  | National Fertilizers Ltd. | 433676 | 456975 |
|  | Nava Ltd. | 1093954 | 7622854 |
|  \*W | Navkar Corp. Ltd. | 43239 | 57576 |
|  | Navneet Education Ltd. | 655877 | 1191131 |
|  \* | Nazara Technologies Ltd. | 22780 | 68182 |
|  | NBCC India Ltd. | 5014186 | 6611757 |
|  | NCC Ltd. | 3428670 | 8219083 |
|  | NCL Industries Ltd. | 125047 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;277776 |
|  | NELCO Ltd. | 66242 | 646805 |
|  | Neogen Chemicals Ltd. | 46750 | 758092 |
|  | NESCO Ltd. | 154142 | 2382095 |
|  | Nestle India Ltd. | 1732448 | 24836183 |
|  | Neuland Laboratories Ltd. | 40298 | 7506764 |
|  | Newgen Software Technologies Ltd. | 209083 | 2285382 |
|  | NHPC Ltd. | 7890262 | 7535209 |
|  | NIIT Learning Systems Ltd. | 686915 | 2536217 |
|  | NIIT Ltd. | 686915 | 806459 |
|  | Nilkamal Ltd. | 48172 | 819058 |
|  W | Nippon Life India Asset Management Ltd. | 608068 | 5988998 |
|  | Nitin Spinners Ltd. | 66098 | 249133 |
|  | NLC India Ltd. | 922735 | 2715453 |
|  | NMDC Ltd. | 16721442 | 14248019 |
|  \* | NMDC Steel Ltd. | 2720359 | 1314836 |
|  | NOCIL Ltd. | 725905 | 1511136 |
|  | Novartis India Ltd. | 19447 | 189580 |
|  | NRB Bearings Ltd. | 430506 | 1327332 |
|  | NTPC Ltd. | 6681533 | 25305403 |
|  | Nucleus Software Exports Ltd. | 64818 | 734827 |
|  | Nuvama Wealth Management Ltd. | 40698 | 3262603 |
|  \* | Nuvoco Vistas Corp. Ltd. | 40740 | 189801 |
|  | Oberoi Realty Ltd. | 454000 | 9083395 |
|  | Oil & Natural Gas Corp. Ltd. | 4296092 | 12383398 |
|  | Oil India Ltd. | 1806135 | 8821305 |
|  | One 97 Communications Ltd. | 499764 | 7315575 |

---

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**EMERGING MARKETS CORE EQUITY 2 PORTFOLIO** 

**CONTINUED** 

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  INDIA — (Continued) | INDIA — (Continued) | INDIA — (Continued) | INDIA — (Continued) |
|  \* | Onesource Specialty Pharma Ltd. | 210997 | $4394842 |
|  \* | OnMobile Global Ltd. | 3082 | 2532 |
|  \* | Optiemus Infracom Ltd. | 10418 | 68914 |
|  | Oracle Financial Services Software Ltd. | 116408 | 11169525 |
|  \* | Orchid Pharma Ltd. | 12326 | 100718 |
|  | Orient Cement Ltd. | 703555 | 1697283 |
|  | Orient Electric Ltd. | 485744 | 1164109 |
|  \* | Orient Green Power Co. Ltd. | 1029549 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;162506 |
|  \* | Orient Paper & Industries Ltd. | 653862 | 190612 |
|  | Oriental Aromatics Ltd. | 3 | 13 |
|  | Oriental Hotels Ltd. | 238612 | 330682 |
|  | Page Industries Ltd. | 25234 | 11606104 |
|  | Paisalo Digital Ltd. | 3492813 | 1490090 |
|  \* | Pakka Ltd. | 35462 | 57115 |
|  \* | Panacea Biotec Ltd. | 24696 | 121674 |
|  | Panama Petrochem Ltd. | 217304 | 653002 |
|  W | Parag Milk Foods Ltd., Class F | 239798 | 839449 |
|  \* | Paramount Communications Ltd. | 40028 | 19497 |
|  | Patanjali Foods Ltd. | 272718 | 1850853 |
|  \* | Patel Engineering Ltd. | 2594870 | 1090392 |
|  \* | PB Fintech Ltd. | 94861 | 1904765 |
|  \* | PC Jeweller Ltd. | 13697811 | 1795304 |
|  | PCBL Chemical Ltd. | 1853318 | 7550694 |
|  | PDS Ltd. | 69796 | 291876 |
|  | Pearl Global Industries Ltd. | 37877 | 559175 |
|  \* | Peninsula Land Ltd. | 140555 | 54836 |
|  \* | Pennar Industries Ltd. | 445448 | 1311016 |
|  | Persistent Systems Ltd. | 470617 | 31341965 |
|  | Petronet LNG Ltd. | 4850771 | 15357022 |
|  | PG Electroplast Ltd. | 200715 | 1290082 |
|  | Phoenix Mills Ltd. | 596841 | 11362297 |
|  | PI Industries Ltd. | 247133 | 9960393 |
|  | Pidilite Industries Ltd. | 678560 | 11069586 |
|  \* | Piramal Finance Ltd. | 704559 | 8922542 |
|  | Piramal Pharma Ltd. | 2694126 | 6088483 |
|  | Pitti Engineering Ltd. | 33860 | 358378 |
|  | PIX Transmissions Ltd. | 13369 | 221491 |
|  | PNB Gilts Ltd. | 13485 | 13997 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  INDIA — (Continued) | INDIA — (Continued) | INDIA — (Continued) | INDIA — (Continued) |
|  W | PNB Housing Finance Ltd. | 651273 | $6812195 |
|  | PNC Infratech Ltd. | 1046923 | 3305726 |
|  | Pokarna Ltd. | 63170 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;647374 |
|  | Poly Medicure Ltd. | 99080 | 2231573 |
|  | Polycab India Ltd. | 98789 | 8574312 |
|  | Polyplex Corp. Ltd. | 132596 | 1425967 |
|  \* | Poonawalla Fincorp Ltd. | 1467542 | 7957447 |
|  | Power Finance Corp. Ltd. | 7462064 | 33861296 |
|  | Power Grid Corp. of India Ltd. | 7953436 | 25804792 |
|  | Power Mech Projects Ltd. | 93094 | 2610148 |
|  | Praj Industries Ltd. | 826462 | 3134315 |
|  | Prakash Industries Ltd. | 743434 | 1372658 |
|  | Prakash Pipes Ltd. | 38526 | 126336 |
|  W | Prataap Snacks Ltd. | 33838 | 417791 |
|  | Precision Wires India Ltd. | 156733 | 397266 |
|  | Prestige Estates Projects Ltd. | 908125 | 17910085 |
|  \* | Pricol Ltd. | 740399 | 4408281 |
|  \* | Prime Focus Ltd. | 170454 | 349601 |
|  | Prince Pipes & Fittings Ltd. | 269023 | 965751 |
|  \* | Prism Johnson Ltd. | 896058 | 1531155 |
|  | Privi Speciality Chemicals Ltd. | 29011 | 949428 |
|  | Procter & Gamble Health Ltd. | 48774 | 3380173 |
|  | Procter & Gamble Hygiene & Health Care Ltd. | 20779 | 3124492 |
|  \* | PTC India Financial Services Ltd. | 801127 | 328143 |
|  | PTC India Ltd. | 1958139 | 3704541 |
|  | Punjab National Bank | 4078187 | 5640053 |
|  \* | Puravankara Ltd. | 130409 | 391953 |
|  \* | PVR Inox Ltd. | 48863 | 661324 |
|  W | Quess Corp. Ltd. | 375375 | 1013374 |
|  | R Systems International Ltd. | 22329 | 107633 |
|  | Radico Khaitan Ltd. | 150792 | 5321438 |
|  | Raghav Productivity Enhancers Ltd. | 4390 | 39311 |
|  | Rail Vikas Nigam Ltd. | 44364 | 164212 |
|  | Railtel Corp. of India Ltd. | 86597 | 358453 |
|  | Rain Industries Ltd. | 1399062 | 2101962 |
|  \* | Rajesh Exports Ltd. | 452343 | 923725 |

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**CONTINUED** 

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  INDIA — (Continued) | INDIA — (Continued) |  |  |
|  | Rajratan Global Wire Ltd. | 3728 | $18006 |
|  | Rallis India Ltd. | 645725 | 1877169 |
|  | Ram Ratna Wires Ltd. | 3339 | 23304 |
|  \* | Rama Steel Tubes Ltd. | 882409 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;101598 |
|  | Ramco Cements Ltd. | 631409 | 7374521 |
|  | Ramco Industries Ltd. | 193779 | 768349 |
|  \* | Ramco Systems Ltd. | 16158 | 113629 |
|  | Ramkrishna Forgings Ltd. | 507948 | 3100440 |
|  \* | Ramky Infrastructure Ltd. | 47282 | 337268 |
|  | Rane Holdings Ltd. | 26917 | 467202 |
|  | Rane Madras Ltd. | 1121 | 10265 |
|  | Rashtriya Chemicals & Fertilizers Ltd. | 1821196 | 3054921 |
|  \* | Rategain Travel Technologies Ltd. | 4305 | 30897 |
|  | Ratnamani Metals & Tubes Ltd. | 126633 | 3442777 |
|  \* | RattanIndia Enterprises Ltd. | 118706 | 69465 |
|  \* | RattanIndia Power Ltd. | 15173177 | 1866526 |
|  \* | Raymond Lifestyle Ltd. | 210777 | 2804492 |
|  \* | Raymond Ltd. | 263472 | 1708115 |
|  \* | Raymond Realty Ltd. | 263472 | 1832941 |
|  W | RBL Bank Ltd. | 3330253 | 12225900 |
|  | REC Ltd. | 11285020 | 47661221 |
|  | Redington Ltd. | 5892276 | 16870225 |
|  | Redtape Ltd. | 1334660 | 2044452 |
|  | Refex Industries Ltd. | 1809 | 7461 |
|  | Relaxo Footwears Ltd. | 140883 | 692589 |
|  | Reliance Industrial Infrastructure Ltd. | 55253 | 556500 |
|  W | Reliance Industries Ltd. (RIGD LI), Sponsored GDR | 466 | 30909 |
|  | Reliance Industries Ltd. (RIL IN) | 10243189 | 171466836 |
|  \* | Reliance Infrastructure Ltd. | 888806 | 2149810 |
|  \* | Reliance Power Ltd. | 18883680 | 9813419 |
|  \* | Religare Enterprises Ltd. | 600972 | 1787774 |
|  | Repco Home Finance Ltd. | 284906 | 1340776 |
|  | Responsive Industries Ltd. | 29919 | 65962 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  INDIA — (Continued) | INDIA — (Continued) |  |  |
|  | Rhi Magnesita India Ltd. | 15075 | $81495 |
|  | Rico Auto Industries Ltd. | 496526 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;465464 |
|  | RITES Ltd. | 699051 | 1928570 |
|  | Rossari Biotech Ltd. | 58536 | 421702 |
|  | Route Mobile Ltd. | 109783 | 881438 |
|  | RPG Life Sciences Ltd. | 5105 | 137526 |
|  \* | RPSG Ventures Ltd. | 59269 | 548679 |
|  \* | RSWM Ltd. | 220070 | 378880 |
|  | Rupa & Co. Ltd. | 20029 | 44309 |
|  | Safari Industries India Ltd. | 65305 | 1560448 |
|  \* | Sagar Cements Ltd. | 199661 | 504937 |
|  | Saksoft Ltd. | 54870 | 120730 |
|  \*W | Salasar Techno Engineering Ltd. | 1233023 | 143028 |
|  \* | Sammaan Capital Ltd. | 2770057 | 5861960 |
|  | Samvardhana Motherson International Ltd. | 16350214 | 19400342 |
|  | Sandhar Technologies Ltd. | 127811 | 735564 |
|  | Sandur Manganese & Iron Ores Ltd. | 135792 | 330934 |
|  | Sangam India Ltd. | 80528 | 412794 |
|  \* | Sanghi Industries Ltd. | 43693 | 32188 |
|  | Sanghvi Movers Ltd. | 171834 | 766262 |
|  | Sanofi India Ltd. | 49669 | 2679538 |
|  W | Sansera Engineering Ltd. | 77127 | 1305639 |
|  \* | Sapphire Foods India Ltd. | 252111 | 815055 |
|  | Sarda Energy & Minerals Ltd. | 748003 | 4458018 |
|  | Saregama India Ltd. | 250819 | 1278618 |
|  | Sasken Technologies Ltd. | 19339 | 299186 |
|  \* | Satin Creditcare Network Ltd. | 356801 | 629575 |
|  \* | Saurashtra Cement Ltd. | 16060 | 18264 |
|  | Savita Oil Technologies Ltd. | 147447 | 658196 |
|  \* | SBFC Finance Ltd. | 327150 | 421939 |
|  | SBI Cards & Payment Services Ltd. | 539198 | 5346379 |
|  W | SBI Life Insurance Co. Ltd. | 664585 | 14646922 |
|  | Schaeffler India Ltd. | 146940 | 6670887 |
|  \* | Schneider Electric Infrastructure Ltd. | 249896 | 2349196 |

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| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  INDIA — (Continued) | INDIA — (Continued) |  |  |
|  \* | SEAMEC Ltd. | 25745 | $259576 |
|  | Senco Gold Ltd. | 26310 | 96249 |
|  \* | SEPC Ltd. | 3970318 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;470640 |
|  \* | Sequent Scientific Ltd. | 297367 | 719879 |
|  | Seshasayee Paper & Boards Ltd. | 136826 | 393662 |
|  W | SH Kelkar & Co. Ltd. | 361325 | 897733 |
|  | Shaily Engineering Plastics Ltd. | 21598 | 551337 |
|  | Shakti Pumps India Ltd. | 181026 | 1670976 |
|  | Shankara Building Products Ltd. | 58638 | 92439 |
|  | Shankara Buildpro Ltd. | 58638 | 485836 |
|  | Shanthi Gears Ltd. | 29208 | 161403 |
|  | Sharda Cropchem Ltd. | 223457 | 2176860 |
|  | Sharda Motor Industries Ltd. | 101180 | 1181290 |
|  | Share India Securities Ltd. | 362351 | 761385 |
|  \* | Sheela Foam Ltd. | 43411 | 340087 |
|  | Shilpa Medicare Ltd. | 387436 | 1534751 |
|  | Shipping Corp. of India Land & Assets Ltd. | 1289688 | 740671 |
|  | Shipping Corp. of India Ltd. | 1423653 | 4153163 |
|  | Shivalik Bimetal Controls Ltd. | 19722 | 108769 |
|  \* | Shoppers Stop Ltd. | 152109 | 876815 |
|  | Shree Cement Ltd. | 19851 | 6330230 |
|  \* | Shree Renuka Sugars Ltd. | 856560 | 284372 |
|  | Shriram Finance Ltd. | 5149860 | 43573743 |
|  | Shriram Pistons & Rings Ltd. | 72555 | 2134644 |
|  \* | Shriram Properties Ltd. | 62521 | 66552 |
|  | Shyam Metalics & Energy Ltd. | 39771 | 394820 |
|  \* | Siemens Energy India Ltd. | 54253 | 1942935 |
|  | Siemens Ltd. | 54253 | 1895466 |
|  | Sigachi Industries Ltd. | 21591 | 8930 |
|  \* | SIS Ltd. | 196947 | 740297 |
|  | Siyaram Silk Mills Ltd. | 135108 | 1147275 |
|  | SJS Enterprises Ltd. | 74008 | 1342158 |
|  | SJVN Ltd. | 123624 | 122514 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  INDIA — (Continued) | INDIA — (Continued) |  |  |
|  | SKF India Industrial Ltd. | 129292 | $3944683 |
|  | SKF India Ltd. | 129292 | 3092315 |
|  | Skipper Ltd. | 68017 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;399795 |
|  | SML Mahindra Ltd. | 4113 | 141142 |
|  \* | Snowman Logistics Ltd. | 249648 | 143623 |
|  | Sobha Ltd. | 405439 | 7392480 |
|  | Solar Industries India Ltd. | 126873 | 19875582 |
|  \* | Solara Active Pharma Sciences Ltd. | 77365 | 524971 |
|  | Somany Ceramics Ltd. | 98351 | 504989 |
|  W | Sona Blw Precision Forgings Ltd. | 120777 | 643907 |
|  | Sonata Software Ltd. | 1017553 | 4252075 |
|  | South Indian Bank Ltd. | 11139285 | 4616156 |
|  | SP Apparels Ltd. | 22432 | 187228 |
|  \* | Spandana Sphoorty Financial Ltd. | 111901 | 286989 |
|  | SRF Ltd. | 628484 | 20768353 |
|  | Star Cement Ltd. | 611259 | 1761652 |
|  \* | Star Health & Allied Insurance Co. Ltd. | 34737 | 193822 |
|  | State Bank of India (SBID LI), GDR | 13327 | 1412706 |
|  | State Bank of India (SBIN IN) | 5075462 | 53612564 |
|  | State Bank of India (SBKFF US), GDR | 5089 | 539434 |
|  | Steel Authority of India Ltd. | 4980889 | 7652213 |
|  | Steelcast Ltd. | 5630 | 14203 |
|  \* | Sterlite Technologies Ltd. | 1257227 | 1662250 |
|  \* | STL Networks Ltd. | 1179841 | 347820 |
|  | Stove Kraft Ltd. | 12205 | 107150 |
|  | Strides Pharma Science Ltd. | 421995 | 4423492 |
|  \* | Stylam Industries Ltd. | 27206 | 624948 |
|  | Styrenix Performance Materials Ltd. | 35688 | 949865 |
|  \* | Subex Ltd. | 2186579 | 317553 |
|  | Subros Ltd. | 160835 | 1960844 |
|  | Sudarshan Chemical Industries Ltd. | 258747 | 3344614 |
|  | Sumitomo Chemical India Ltd. | 220753 | 1247792 |
|  | Sun Pharmaceutical Industries Ltd. (SUNP IN) | 1329896 | 25356084 |
|  | Sun TV Network Ltd. | 889605 | 5622117 |

---

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**EMERGING MARKETS CORE EQUITY 2 PORTFOLIO** 

**CONTINUED** 

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  INDIA — (Continued) | INDIA — (Continued) |  |  |
|  | Sundaram Finance Ltd. | 161588 | $8289527 |
|  | Sundaram-Clayton Ltd. | 16789 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;282125 |
|  | Sundram Fasteners Ltd. | 659326 | 7025379 |
|  \* | Sundrop Brands Ltd. | 48493 | 430575 |
|  | Sunflag Iron & Steel Co. Ltd. | 195331 | 588955 |
|  | Sunteck Realty Ltd. | 384730 | 1913584 |
|  | Suprajit Engineering Ltd. | 498581 | 2504577 |
|  | Supreme Industries Ltd. | 281821 | 12061147 |
|  | Supreme Petrochem Ltd. | 476982 | 4031968 |
|  | Supriya Lifescience Ltd. | 45816 | 400814 |
|  | Surya Roshni Ltd. | 617792 | 2043589 |
|  \* | Suryoday Small Finance Bank Ltd. | 31260 | 53595 |
|  \* | Sutlej Textiles & Industries Ltd. | 384327 | 149709 |
|  | Suyog Telematics Ltd. | 4976 | 43056 |
|  \* | Suzlon Energy Ltd. | 34335189 | 22947476 |
|  | Swaraj Engines Ltd. | 35022 | 1575349 |
|  | Symphony Ltd. | 66659 | 701556 |
|  \* | Syncom Formulations India Ltd. | 146227 | 26977 |
|  W | Syngene International Ltd. | 1090061 | 8005577 |
|  | TAJGVK Hotels & Resorts Ltd. | 66767 | 316305 |
|  | Talbros Automotive Components Ltd. | 61798 | 203333 |
|  | Tamil Nadu Newsprint & Papers Ltd. | 200485 | 352186 |
|  | Tamilnad Mercantile Bank Ltd. | 96334 | 535535 |
|  | Tamilnadu Petroproducts Ltd. | 238612 | 333984 |
|  | Tanla Platforms Ltd. | 337135 | 2321497 |
|  \* | TARC Ltd. | 370904 | 654283 |
|  | Tarsons Products Ltd. | 5554 | 18153 |
|  | Tasty Bite Eatables Ltd. | 625 | 62995 |
|  | Tata Chemicals Ltd. | 1106336 | 11109823 |
|  | Tata Communications Ltd. | 526741 | 11109399 |
|  | Tata Consultancy Services Ltd. | 1884702 | 64907648 |
|  | Tata Consumer Products Ltd. | 790850 | 10357006 |
|  | Tata Elxsi Ltd. | 125312 | 7693986 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  INDIA — (Continued) | INDIA — (Continued) |  |  |
|  \* | Tata Motors Ltd./new | 6634894 | $19488839 |
|  | Tata Motors Passenger Vehicles Ltd. | 6634894 | 30631034 |
|  | Tata Power Co. Ltd. | 3061437 | 13947857 |
|  | Tata Steel Ltd. | 22581634 | 46488609 |
|  | Tatva Chintan Pharma Chem Pvt Ltd. | 5992 | 96766 |
|  | TCI Express Ltd. | 88976 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;681255 |
|  | TCPL Packaging Ltd. | 2557 | 95475 |
|  | TD Power Systems Ltd. | 464417 | 3958198 |
|  \* | TeamLease Services Ltd. | 1734 | 32793 |
|  | Tech Mahindra Ltd. | 1561211 | 25017273 |
|  | Techno Electric & Engineering Co. Ltd. | 364168 | 5451905 |
|  | Technocraft Industries India Ltd. | 10603 | 290311 |
|  | Tega Industries Ltd. | 20375 | 444739 |
|  W | Tejas Networks Ltd. | 28394 | 170204 |
|  | Texmaco Infrastructure & Holdings Ltd. | 36482 | 42309 |
|  | Texmaco Rail & Engineering Ltd. | 994500 | 1529834 |
|  | Thanga Mayil Jewellery Ltd. | 24469 | 598693 |
|  | Thejo Engineering Ltd. | 7476 | 150819 |
|  | Themis Medicare Ltd. | 26415 | 37069 |
|  | Thermax Ltd. | 64548 | 2338164 |
|  | Thirumalai Chemicals Ltd. | 607593 | 1935789 |
|  | Thomas Cook India Ltd. | 902430 | 1627428 |
|  W | Thyrocare Technologies Ltd. | 69888 | 1084510 |
|  | Tilaknagar Industries Ltd. | 369389 | 2191476 |
|  | Time Technoplast Ltd. | 2690788 | 6541900 |
|  | Timken India Ltd. | 135291 | 4835897 |
|  | Tips Music Ltd. | 84350 | 500084 |
|  | Titagarh Rail System Ltd. | 266058 | 2652540 |
|  | Titan Co. Ltd. | 735289 | 30997790 |
|  | Torrent Pharmaceuticals Ltd. | 462723 | 18489487 |
|  | Torrent Power Ltd. | 802309 | 11896466 |
|  | Tourism Finance Corp. of India Ltd. | 1739430 | 1369136 |

---

577

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##### [**Table of Contents**](#toc)
**EMERGING MARKETS CORE EQUITY 2 PORTFOLIO** 

**CONTINUED** 

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  INDIA — (Continued) | INDIA — (Continued) |  |  |
|  | Transport Corp. of India Ltd. | 291382 | $3930220 |
|  | Trent Ltd. | 384155 | 20304906 |
|  | Trident Ltd. | 8785987 | 2828772 |
|  | Triveni Engineering & Industries Ltd. | 703446 | 2834500 |
|  | Triveni Turbine Ltd. | 783888 | 4709502 |
|  | TTK Healthcare Ltd. | 2972 | 39382 |
|  | TTK Prestige Ltd. | 243194 | 1844710 |
|  | Tube Investments of India Ltd. | 465091 | 15816086 |
|  | TV Today Network Ltd. | 204034 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;335733 |
|  | TVS Holdings Ltd. | 21469 | 3665351 |
|  | TVS Motor Co. Ltd. | 633055 | 25004487 |
|  | TVS Srichakra Ltd. | 27163 | 1265782 |
|  \* | TVS Supply Chain Solutions Ltd. | 8956 | 12990 |
|  | Uflex Ltd. | 314886 | 1918698 |
|  \* | Ugar Sugar Works Ltd. | 78357 | 37754 |
|  \* | Ugro Capital Ltd. | 204188 | 420297 |
|  \*W | Ujjivan Small Finance Bank Ltd. | 10678610 | 6243824 |
|  | UltraTech Cement Ltd. | 182917 | 24549519 |
|  \* | Unichem Laboratories Ltd. | 194087 | 1034110 |
|  | Union Bank of India Ltd. | 5175487 | 8647371 |
|  | Uniparts India Ltd. | 2175 | 12182 |
|  | United Breweries Ltd. | 103773 | 2100879 |
|  \* | United Foodbrands Ltd. | 1769 | 4057 |
|  | United Spirits Ltd. | 804531 | 12957635 |
|  | Universal Cables Ltd. | 8915 | 73768 |
|  | UNO Minda Ltd. | 1019127 | 14150413 |
|  | UPL Ltd. | 3289980 | 26608389 |
|  \* | Urja Global Ltd. | 233310 | 34441 |
|  | Usha Martin Ltd. | 1086960 | 5651506 |
|  | UTI Asset Management Co. Ltd. | 195904 | 2755090 |
|  \* | V2 Retail Ltd. | 15957 | 438342 |
|  | VA Tech Wabag Ltd. | 312865 | 4969534 |
|  | Vadilal Industries Ltd. | 7273 | 434086 |
|  | Vaibhav Global Ltd. | 272151 | 819901 |
|  \*W | Valiant Organics Ltd. | 9479 | 32081 |
|  \* | Valor Estate Ltd. | 669648 | 1121643 |
|  | Vardhman Special Steels Ltd. | 16776 | 54263 |
|  | Vardhman Textiles Ltd. | 1004596 | 4965451 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  INDIA — (Continued) | INDIA — (Continued) |  |  |
|  W | Varroc Engineering Ltd. | 258981 | $1786991 |
|  | Varun Beverages Ltd. | 2814547 | 14868414 |
|  \* | Vascon Engineers Ltd. | 52053 | 39069 |
|  | Vedant Fashions Ltd. | 41854 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;303889 |
|  | Vedanta Ltd. | 5827878 | 32402858 |
|  | Veedol Corp. Ltd. | 43323 | 862878 |
|  | Venky's India Ltd. | 38342 | 652670 |
|  W | Venus Pipes & Tubes Ltd. | 4476 | 64659 |
|  \* | Veranda Learning Solutions Ltd. | 7839 | 20447 |
|  | Vesuvius India Ltd. | 279810 | 1553193 |
|  | V-Guard Industries Ltd. | 1039773 | 4244872 |
|  | Vidhi Specialty Food Ingredients Ltd. | 9228 | 34854 |
|  | Vijaya Diagnostic Centre Ltd. | 45241 | 504057 |
|  \* | Vikas Lifecare Ltd. | 2298854 | 54354 |
|  | Vimta Labs Ltd. | 123666 | 1005715 |
|  | Vinati Organics Ltd. | 168920 | 3141855 |
|  | Vindhya Telelinks Ltd. | 27832 | 425856 |
|  | Vintage Coffee & Beverages Ltd. | 36335 | 67275 |
|  | Visaka Industries Ltd. | 1730 | 1566 |
|  | Vishnu Chemicals Ltd. | 66047 | 385439 |
|  \* | VL E-Governance & IT Solutions Ltd. | 119621 | 32289 |
|  \* | V-Mart Retail Ltd. | 108852 | 1014085 |
|  \* | Vodafone Idea Ltd. | 33845556 | 3325413 |
|  | Voltamp Transformers Ltd. | 25701 | 2150987 |
|  | Voltas Ltd. | 321889 | 5000678 |
|  | VRL Logistics Ltd. | 535698 | 1687229 |
|  | VST Industries Ltd. | 326604 | 959135 |
|  | VST Tillers Tractors Ltd. | 26587 | 1795998 |
|  \* | Walchandnagar Industries Ltd. | 24757 | 49671 |
|  \* | Websol Energy System Ltd. | 21488 | 297029 |
|  | Welspun Corp. Ltd. | 1123115 | 12187469 |
|  | Welspun Enterprises Ltd. | 447557 | 2824173 |
|  | Welspun Living Ltd. | 2895250 | 4211327 |
|  | West Coast Paper Mills Ltd. | 427269 | 2184502 |
|  | Westlife Foodworld Ltd. | 191875 | 1290557 |
|  | Wheels India Ltd. | 6798 | 68653 |
|  | Whirlpool of India Ltd. | 120592 | 1884218 |

---

578

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**EMERGING MARKETS CORE EQUITY 2 PORTFOLIO** 

**CONTINUED** 

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** | **Value»** |
|  INDIA — (Continued) | INDIA — (Continued) | INDIA — (Continued) | INDIA — (Continued) | INDIA — (Continued) |
|  | Windlas Biotech Ltd. | 9855 | $| 104470 |
|  | Wipro Ltd. | 6769186 |  | 18349739 |
|  \* | Wockhardt Ltd. | 361997 |  | 5213527 |
|  | Wonderla Holidays Ltd. | 112920 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;725888 |
|  | XPRO India Ltd. | 3458 |  | 42403 |
|  | Yaari Digital Integrated Services Ltd. | 4023504 |  | 963144 |
|  | Yasho Industries Ltd. | 1323 |  | 23773 |
|  \* | Yes Bank Ltd. | 31282558 |  | 8024527 |
|  | Yuken India Ltd. | 1894 |  | 21857 |
|  | Zee Entertainment Enterprises Ltd. | 5486854 |  | 6199738 |
|  \* | Zee Media Corp. Ltd. | 2420508 |  | 272732 |
|  | Zen Technologies Ltd. | 155735 |  | 2378012 |
|  | Zensar Technologies Ltd. | 777012 |  | 6960781 |
|  | ZF Commercial Vehicle Control Systems India Ltd. | 1496 |  | 207951 |
|  | Zydus Lifesciences Ltd. | 874296 |  | 9621970 |
|  | Zydus Wellness Ltd. | 318625 |  | 1713775 |
|  TOTAL INDIA | TOTAL INDIA | TOTAL INDIA |  | 5818402703 |
|  INDONESIA — (1.3%) | INDONESIA — (1.3%) | INDONESIA — (1.3%) | INDONESIA — (1.3%) | INDONESIA — (1.3%) |
|  | ABM Investama Tbk. PT | 3452400 |  | 614235 |
|  \* | Adhi Karya Persero Tbk. PT | 7836679 |  | 123454 |
|  | Adi Sarana Armada Tbk. PT | 10073700 |  | 644554 |
|  | AKR Corporindo Tbk. PT | 53071500 |  | 3895591 |
|  \* | Alam Sutera Realty Tbk. PT | 65510400 |  | 637572 |
|  | Alamtri Minerals Indonesia Tbk. PT | 7119900 |  | 596789 |
|  | Alamtri Resources Indonesia Tbk. PT | 82585900 |  | 9349255 |
|  | Allo Bank Indonesia Tbk. PT | 1007600 |  | 90662 |
|  | Aneka Tambang Tbk. PT | 46583119 |  | 8664816 |
|  | Arwana Citramulia Tbk. PT | 23431600 |  | 774203 |
|  | Aspirasi Hidup Indonesia Tbk. PT | 53519500 |  | 1428019 |
|  | Astra Agro Lestari Tbk. PT | 2845422 |  | 1335027 |
|  | Astra International Tbk. PT | 61505200 |  | 22742365 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  INDONESIA — (Continued) | INDONESIA — (Continued) |  |  |
|  | Astra Otoparts Tbk. PT | 7391800 | $1133814 |
|  | Asuransi Tugu Pratama Indonesia Tbk. PT | 517100 | 32476 |
|  | Avia Avian Tbk. PT | 14257500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;354525 |
|  \*†† | Bakrie Telecom Tbk. PT | 35294139 | 0 |
|  \* | Bank Aladin Syariah Tbk. PT | 424600 | 23989 |
|  | Bank Amar Indonesia Tbk. PT | 14210610 | 196431 |
|  \* | Bank Artha Graha Internasional Tbk. PT | 456300 | 4174 |
|  | Bank BTPN Syariah Tbk. PT | 15281000 | 1257755 |
|  \* | Bank Capital Indonesia Tbk. PT | 20448500 | 169659 |
|  | Bank Central Asia Tbk. PT | 91803500 | 47002622 |
|  \* | Bank China Construction Bank Indonesia Tbk. PT | 17420100 | 76517 |
|  \* | Bank Ganesha Tbk. PT | 12304300 | 83616 |
|  \* | Bank Ina Perdana PT | 2485100 | 669955 |
|  \* | Bank Jago Tbk. PT | 2113200 | 277618 |
|  \* | Bank KB Indonesia Tbk. PT | 142642188 | 582300 |
|  | Bank Mandiri Persero Tbk. PT | 127148372 | 36022854 |
|  \* | Bank Mayapada International Tbk. PT | 14177650 | 206348 |
|  | Bank Maybank Indonesia Tbk. PT | 9420600 | 116671 |
|  \* | Bank Nationalnobu Tbk. PT | 2626925 | 81236 |
|  | Bank Negara Indonesia Persero Tbk. PT | 32302360 | 8490166 |
|  \* | Bank Neo Commerce Tbk. PT | 30117700 | 703054 |
|  | Bank OCBC Nisp Tbk. PT | 13872400 | 1146273 |
|  | Bank Pan Indonesia Tbk. PT | 31614600 | 1960314 |
|  | Bank Pembangunan Daerah Jawa Barat Dan Banten Tbk. PT | 20559157 | 995200 |

---

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**EMERGING MARKETS CORE EQUITY 2 PORTFOLIO** 

**CONTINUED** 

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  INDONESIA — (Continued) | INDONESIA — (Continued) |  |  |
|  | Bank Pembangunan Daerah Jawa Timur Tbk. PT | 25160600 | $824462 |
|  | Bank Rakyat Indonesia Persero Tbk. PT | 95125259 | 22755889 |
|  | Bank Syariah Indonesia Tbk. PT | 21486600 | 3290576 |
|  | Bank Tabungan Negara Persero Tbk. PT | 54408154 | 4000723 |
|  \* | Barito Pacific Tbk. PT | 37335988 | 7737666 |
|  | Barito Renewables Energy Tbk. PT | 1998000 | 1041684 |
|  | BFI Finance Indonesia Tbk. PT | 52845100 | 2555273 |
|  \* | Bhakti Multi Artha Tbk. PT | 208300 | 12086 |
|  \* | Bintang Oto Global Tbk. PT | 305300 | 9037 |
|  | BISI International Tbk. PT | 11631812 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;622175 |
|  | Blue Bird Tbk. PT | 5130300 | 546071 |
|  \* | Buana Lintas Lautan Tbk. PT | 112750400 | 1475124 |
|  \* | Bukalapak.com Tbk. PT | 227069800 | 2293942 |
|  | Bukit Asam Tbk. PT | 37947600 | 5472992 |
|  \* | Buma Internasional Grup Tbk. PT | 35866100 | 736676 |
|  \* | Bumi Resources Minerals Tbk. PT | 133296600 | 7364255 |
|  \* | Bumi Resources Tbk. PT | 284523100 | 2426282 |
|  \* | Bumi Serpong Damai Tbk. PT | 28786700 | 1692404 |
|  \* | Capital Financial Indonesia Tbk. PT | 4570300 | 300880 |
|  | Catur Sentosa Adiprana Tbk. PT | 864200 | 16942 |
|  \* | Cemindo Gemilang PT | 10677500 | 494357 |
|  | Charoen Pokphand Indonesia Tbk. PT | 19566060 | 5490839 |
|  W | Cikarang Listrindo Tbk. PT | 10148300 | 430161 |
|  | Ciputra Development Tbk. PT | 66854915 | 3551444 |
|  | Cisarua Mountain Dairy Tbk. PT | 1638700 | 558993 |
|  \* | Citra Marga Nusaphala Persada Tbk. PT | 19749671 | 1541819 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  INDONESIA — (Continued) | INDONESIA — (Continued) |  |  |
|  \* | City Retail Developments Tbk. PT | 11633200 | $194642 |
|  \* | Darma Henwa Tbk. PT | 7112900 | 142579 |
|  | Dayamitra Telekomunikasi PT | 5001400 | 168371 |
|  | Dharma Satya Nusantara Tbk. PT | 31366000 | 3558946 |
|  \* | Dian Swastatika Sentosa Tbk. PT | 136300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;692648 |
|  | Elang Mahkota Teknologi Tbk. PT | 37906500 | 2694339 |
|  | Elnusa Tbk. PT | 28333700 | 869648 |
|  \* | Energi Mega Persada Tbk. PT | 27853500 | 1382071 |
|  | Erajaya Swasembada Tbk. PT | 69828200 | 1779020 |
|  | ESSA Industries Indonesia Tbk. PT | 49138200 | 1816165 |
|  | Gajah Tunggal Tbk. PT | 10085700 | 630825 |
|  | Garudafood Putra Putri Jaya Tbk. PT | 24325000 | 526262 |
|  | Golden Energy Mines Tbk. PT | 88300 | 48035 |
|  | Gudang Garam Tbk. PT | 2044600 | 2127582 |
|  \* | Harum Energy Tbk. PT | 12371200 | 869484 |
|  | Hexindo Adiperkasa Tbk. PT | 1716756 | 480029 |
|  \* | Impack Pratama Industri Tbk. PT | 37017100 | 5247316 |
|  | Indah Kiat Pulp & Paper Tbk. PT | 13595800 | 6080508 |
|  | Indika Energy Tbk. PT | 11762000 | 1476451 |
|  | Indo Tambangraya Megah Tbk. PT | 3533500 | 4990029 |
|  | Indocement Tunggal Prakarsa Tbk. PT | 4391500 | 1648498 |
|  | Indofood CBP Sukses Makmur Tbk. PT | 3420700 | 1787681 |
|  | Indofood Sukses Makmur Tbk. PT | 25022900 | 11135566 |
|  | Indomobil Sukses Internasional Tbk. PT | 3198400 | 221332 |
|  | Indosat Tbk. PT | 18426200 | 2086211 |

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**EMERGING MARKETS CORE EQUITY 2 PORTFOLIO** 

**CONTINUED** 

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  INDONESIA — (Continued) | INDONESIA — (Continued) |  |  |
|  \* | Industri dan Perdagangan Bintraco Dharma Tbk. PT | 1354800 | $10680 |
|  | Industri Jamu Dan Farmasi Sido Muncul Tbk. PT | 43056788 | 1449303 |
|  \*†† | Inti Agri Resources Tbk. PT | 10879700 | 0 |
|  \* | Intiland Development Tbk. PT | 16476000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;132772 |
|  | Japfa Comfeed Indonesia Tbk. PT | 56069300 | 8450646 |
|  | Jasa Marga Persero Tbk. PT | 8838558 | 1896887 |
|  | Jaya Real Property Tbk. PT | 5813800 | 300326 |
|  | Kalbe Farma Tbk. PT | 50093100 | 3842223 |
|  | Kawasan Industri Jababeka Tbk. PT | 108765245 | 1248000 |
|  | KMI Wire & Cable Tbk. PT | 28325800 | 565615 |
|  \* | Krakatau Steel Persero Tbk. PT | 3595300 | 72107 |
|  | Lautan Luas Tbk. PT | 329800 | 17346 |
|  \* | Lippo Karawaci Tbk. PT | 324039762 | 1733685 |
|  | Malindo Feedmill Tbk. PT | 1236000 | 63120 |
|  | Map Aktif Adiperkasa PT | 47727600 | 2004101 |
|  | Matahari Department Store Tbk. PT | 4532300 | 459152 |
|  | Mayora Indah Tbk. PT | 18283725 | 2338140 |
|  \* | MD Entertainment Tbk. PT | 2507340 | 855246 |
|  | Medco Energi Internasional Tbk. PT | 63757160 | 5101941 |
|  \* | Media Nusantara Citra Tbk. PT | 44649593 | 719273 |
|  | Medikaloka Hermina Tbk. PT | 33821100 | 3053768 |
|  \* | Merdeka Battery Materials Tbk. PT | 26903900 | 1016556 |
|  \* | Merdeka Copper Gold Tbk. PT | 13589162 | 1988426 |
|  \* | Metro Healthcare Indonesia Tbk. PT | 61439200 | 1189002 |
|  | Metrodata Electronics Tbk. PT | 34020600 | 1247152 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  INDONESIA — (Continued) | INDONESIA — (Continued) |  |  |
|  | Metropolitan Kentjana Tbk. PT | 33300 | $47538 |
|  | Midi Utama Indonesia Tbk. PT | 1079200 | 26847 |
|  | Mitra Adiperkasa Tbk. PT | 67702100 | 5244155 |
|  | Mitra Keluarga Karyasehat Tbk. PT | 14286300 | 2216883 |
|  | Mitra Pinasthika Mustika Tbk. PT | 11168800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;651268 |
|  \* | MNC Digital Entertainment Tbk. PT | 21894000 | 664695 |
|  \* | MNC Tourism Indonesia Tbk. PT | 105612800 | 926158 |
|  | Mulia Industrindo Tbk. PT | 13252200 | 274147 |
|  \* | Multipolar Tbk. PT | 8864400 | 70803 |
|  | Nippon Indosari Corpindo Tbk. PT | 19741289 | 949546 |
|  W | Nusantara Sejahtera Raya Tbk. PT | 8590700 | 61540 |
|  | Pabrik Kertas Tjiwi Kimia Tbk. PT | 7662900 | 3208627 |
|  \* | Pacific Strategic Financial Tbk. PT | 13198500 | 892851 |
|  | Pakuwon Jati Tbk. PT**.** | 99195800 | 2192063 |
|  | Pam Mineral Tbk. PT | 166300 | 9898 |
|  \* | Panin Financial Tbk. PT | 114644800 | 1652877 |
|  \* | Paninvest Tbk. PT | 7925300 | 383638 |
|  | Pantai Indah Kapuk Dua Tbk. PT | 523200 | 442892 |
|  | Perusahaan Gas Negara Tbk. PT | 32156100 | 3362123 |
|  | Perusahaan Perkebunan London Sumatra Indonesia Tbk. PT | 20480500 | 1728780 |
|  | Petrindo Jaya Kreasi Tbk. PT | 29608000 | 3574651 |
|  | Petrosea Tbk. PT | 8342300 | 3404634 |
|  \*†† | Pool Advista Indonesia Tbk. PT | 8941700 | 5041 |
|  \* | PP Persero Tbk. PT | 18274790 | 419293 |
|  | Prodia Widyahusada Tbk. PT | 1413100 | 218520 |
|  | Puradelta Lestari Tbk. PT | 61655500 | 492584 |
|  | Ramayana Lestari Sentosa Tbk. PT | 2095900 | 53892 |

---

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**EMERGING MARKETS CORE EQUITY 2 PORTFOLIO** 

**CONTINUED** 

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  INDONESIA — (Continued) | INDONESIA — (Continued) |  |  |
|  \*†† | Rimo International Lestari Tbk. PT | 151291900 | $0 |
|  | Rukun Raharja Tbk. PT | 3958600 | 964013 |
|  | Salim Ivomas Pratama Tbk. PT | 31135200 | 1168191 |
|  | Sampoerna Agro Tbk. PT | 5071559 | 1531875 |
|  | Samudera Indonesia Tbk. PT | 54224700 | 1030591 |
|  \* | Sarana Meditama Metropolitan Tbk. PT | 11881000 | 217353 |
|  | Sarana Menara Nusantara Tbk. PT | 62833300 | 2056420 |
|  | Sariguna Primatirta Tbk. PT | 37335900 | 1211133 |
|  | Sawit Sumbermas Sarana Tbk. PT | 24219100 | 2343947 |
|  \*†† | Sekawan Intipratama Tbk. PT | 2876400 | 0 |
|  | Selamat Sempurna Tbk. PT | 17201400 | 1985553 |
|  | Semen Baturaja Tbk. PT | 4829100 | 81799 |
|  | Semen Indonesia Persero Tbk. PT | 16390986 | 2715517 |
|  \* | Siloam International Hospitals Tbk. PT | 2968700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;387147 |
|  \* | Sinar Mas Multiartha Tbk. PT | 278500 | 217745 |
|  \*†† | Sri Rejeki Isman Tbk. PT | 96691300 | 0 |
|  | Steel Pipe Industry of Indonesia PT | 16408800 | 422115 |
|  | Sumber Alfaria Trijaya Tbk. PT | 39945700 | 4823520 |
|  | Sumber Tani Agung Resources Tbk. PT | 2908600 | 243264 |
|  | Summarecon Agung Tbk. PT | 68704047 | 1616826 |
|  | Surya Citra Media Tbk. PT | 76466700 | 1550683 |
|  | Surya Semesta Internusa Tbk. PT | 32469000 | 3041855 |
|  \*†† | Suryainti Permata Tbk. PT | 3098000 | 0 |
|  | TBS Energi Utama Tbk. PT | 655700 | 31696 |
|  # | Telkom Indonesia Persero Tbk. PT (TLK US), ADR | 365576 | 7161634 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  INDONESIA — (Continued) | INDONESIA — (Continued) |  |  |
|  | Telkom Indonesia Persero Tbk. PT (TLKM IJ) | 48996700 | $9477659 |
|  | Temas Tbk. PT | 35286000 | 275658 |
|  | Tempo Scan Pacific Tbk. PT | 3705800 | 635003 |
|  | Timah Tbk. PT | 17874667 | 2867867 |
|  | Total Bangun Persada Tbk. PT | 196000 | 10366 |
|  | Tower Bersama Infrastructure Tbk. PT | 5095900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;729454 |
|  \*†† | Trada Alam Minera Tbk. PT | 173119000 | 0 |
|  | Transcoal Pacific Tbk. PT | 4057800 | 1914978 |
|  | Trias Sentosa Tbk. PT | 3690500 | 105921 |
|  | Trimegah Bangun Persada Tbk. PT | 2167800 | 162923 |
|  | Triputra Agro Persada PT | 30987500 | 3504939 |
|  | Tunas Baru Lampung Tbk. PT | 23540257 | 1054155 |
|  | Ultrajaya Milk Industry & Trading Co. Tbk. PT | 13067200 | 1178814 |
|  | Unilever Indonesia Tbk. PT | 24192400 | 3751206 |
|  | United Tractors Tbk. PT | 9367346 | 15145852 |
|  | Vale Indonesia Tbk. PT | 10689375 | 3050017 |
|  \*†† | Waskita Karya Persero Tbk. PT | 52554757 | 119710 |
|  \*†† | Wijaya Karya Persero Tbk. PT | 19524422 | 89815 |
|  | Wintermar Offshore Marine Tbk. PT | 5713565 | 147238 |
|  \* | Wir Asia Tbk. PT | 3127100 | 20172 |
|  | XLSMART Telecom Sejahtera Tbk. PT | 43919245 | 6890306 |
|  TOTAL INDONESIA | TOTAL INDONESIA | TOTAL INDONESIA | 441247440 |
|  KUWAIT — (0.4%) | KUWAIT — (0.4%) |  |  |
|  | A'ayan Leasing & Investment Co. KSCP | 6272710 | 4341656 |
|  | A'ayan Real Estate Co. SAK | 178782 | 86300 |
|  \* | Acico Industries Co. KSC | 707015 | 825420 |

---

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**EMERGING MARKETS CORE EQUITY 2 PORTFOLIO** 

**CONTINUED** 

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  KUWAIT — (Continued) | KUWAIT — (Continued) |  |  |
|  | Agility Public Warehousing Co. KSC | 1977856 | $971377 |
|  | Al Ahli Bank of Kuwait KSCP | 392535 | 368109 |
|  \* | Al Argan International Real Estate Co. KSCP | 301176 | 137561 |
|  | Al-Eid Food KSC | 527310 | 371309 |
|  | Ali Alghanim Sons Automotive Co. KSCC | 552529 | 1939390 |
|  \* | Alimtiaz Investment Group KSC | 3251034 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;766990 |
|  \*†† | Arabi Group Holding KSC | 479552 | 451803 |
|  | Arzan Financial Group for Financing & Investment KPSC | 4825368 | 6195301 |
|  \* | Asiya Capital Investments Co. KSCP | 3823733 | 721829 |
|  | Beyout Holding Co. KPSC | 60430 | 86888 |
|  | Boubyan Bank KSCP | 913052 | 2130550 |
|  | Boubyan Petrochemicals Co. KSCP | 661278 | 1323157 |
|  | Boursa Kuwait Securities Co. KPSC | 282877 | 3706921 |
|  | Burgan Bank SAK | 375305 | 289344 |
|  \* | Coast Investment & Development Co. KSCP | 82273 | 21630 |
|  | Combined Group Contracting Co. SAK | 691683 | 2376675 |
|  | Commercial Facilities Co. SAKP | 236709 | 204349 |
|  | Commercial Real Estate Co. KSC | 2173512 | 1507464 |
|  \* | First Investment Co. KSCP | 1875898 | 961041 |
|  | Gulf Bank KSCP | 2444181 | 2792518 |
|  | Gulf Cables & Electrical Industries Group Co. KSCP | 186245 | 1363354 |
|  | Heavy Engineering & Ship Building Co. KSCP | 432971 | 1335023 |
|  | Humansoft Holding Co. KSC | 425720 | 3434097 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  KUWAIT — (Continued) | KUWAIT — (Continued) |  |  |
|  \* | IFA Hotels & Resorts-KPSC | 267176 | $1138637 |
|  | Integrated Holding Co. KCSC | 908004 | 1600053 |
|  | Jazeera Airways Co. KSCP | 421806 | 2017873 |
|  | KAMCO Investment Co. KSC | 130316 | 75993 |
|  | Kuwait Business Town Real Estate Co. KSCP | 259737 | 90477 |
|  | Kuwait Cement Co. KSC | 662335 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;766417 |
|  | Kuwait Finance House KSCP | 9520584 | 24926239 |
|  | Kuwait Financial Centre SAK | 290651 | 168048 |
|  | Kuwait International Bank KSCP | 3883499 | 3385892 |
|  | Kuwait Investment Co. SAK | 186238 | 152503 |
|  \* | Kuwait Real Estate Co. KSC | 4762413 | 6590264 |
|  | Kuwait Telecommunications Co. | 1136274 | 2199467 |
|  | Mabanee Co. KPSC | 748327 | 2457596 |
|  \* | Manazel Holding Co. KSC | 500625 | 104988 |
|  | Mezzan Holding Co. KSCC | 559708 | 2175526 |
|  | Mobile Telecommunications Co. KSCP | 2781820 | 4807574 |
|  \* | Munshaat Real Estate Projects Co. KSCP | 62170 | 46146 |
|  | National Bank of Kuwait SAKP | 7372054 | 25247416 |
|  \* | National Consumer Holding Co. SAK | 1812978 | 690374 |
|  | National Industries Group Holding SAK | 3320484 | 3149529 |
|  | National Investments Co. KSCP | 3487341 | 3860199 |
|  | Oula Fuel Marketing Co. | 77234 | 76661 |
|  \* | Privatization Holding Co. KSCP | 1472006 | 410655 |
|  \* | Rasiyat Holding Co. | 236436 | 298020 |
|  \* | Real Estate Trade Centers Co. KSC | 13614 | 29618 |
|  | Salhia Real Estate Co. KSCP | 1058819 | 1446141 |

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**EMERGING MARKETS CORE EQUITY 2 PORTFOLIO** 

**CONTINUED** 

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  KUWAIT — (Continued) | KUWAIT — (Continued) |  |  |
|  \* | Securities House KSC | 1247431 | $371196 |
|  | Shamal Az-Zour Al-Oula for the First Phase of Az-Zour Power Plant KSC | 1628708 | 897061 |
|  | Specialities Group Holding Co. KSCC | 84860 | 48927 |
|  †† | Sultan Center Food Products Co. KSC | 5505 | 646 |
|  | Tijara & Real Estate Investment Co. KSCP | 93064 | 30264 |
|  \* | United Real Estate Co. SAKP | 77372 | 59906 |
|  \* | Warba Bank KSCP | 6472130 | 6116189 |
|  TOTAL KUWAIT | TOTAL KUWAIT | TOTAL KUWAIT | 134146551 |
|  MALAYSIA — (1.3%) | MALAYSIA — (1.3%) |  |  |
|  # | 7-Eleven Malaysia Holdings Bhd., Class B | 2085585 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;996135 |
|  | Able Global Bhd. | 645400 | 257160 |
|  # | Aeon Co. M Bhd. | 4592800 | 1381015 |
|  # | AEON Credit Service M Bhd. | 1821080 | 2287577 |
|  #\* | AFFIN Bank Bhd. | 4312497 | 2358459 |
|  | Ajinomoto Malaysia Bhd. | 128000 | 409899 |
|  | Alliance Bank Malaysia Bhd. | 8005706 | 8400935 |
|  | Allianz Malaysia Bhd. | 213500 | 915495 |
|  # | AME Elite Consortium Bhd. | 1583900 | 585688 |
|  | AMMB Holdings Bhd. (AMM MK) | 6307050 | 8578986 |
|  # | Ancom Nylex Bhd. | 2765115 | 613561 |
|  #\* | Ann Joo Resources Bhd. | 608100 | 95709 |
|  #\* | Astro Malaysia Holdings Bhd. | 3575900 | 111023 |
|  | Aumas Resources Bhd. | 292300 | 51638 |
|  # | Aurelius Technologies Bhd. | 1197000 | 285290 |
|  | Axiata Group Bhd. | 11702735 | 7017687 |
|  # | Bank Islam Malaysia Bhd. | 5020059 | 2637226 |
|  | Batu Kawan Bhd. | 403050 | 1848450 |
|  #\* | Berjaya Assets Bhd. | 1232400 | 88213 |
|  #\* | Berjaya Corp. Bhd. | 23909801 | 1654030 |
|  \* | Berjaya Food Bhd. | 2655919 | 158501 |
|  #\* | Berjaya Land Bhd. | 3912500 | 251887 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  MALAYSIA — (Continued) | MALAYSIA — (Continued) |  |  |
|  #\* | Bermaz Auto Bhd. | 5122600 | $818737 |
|  # | British. American Tobacco Malaysia Bhd. | 621200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;682493 |
|  #\* | Bumi Armada Bhd. | 21792250 | 1718117 |
|  # | Bursa Malaysia Bhd. | 2920500 | 5712321 |
|  # | Cahya Mata Sarawak Bhd. | 3655600 | 1385826 |
|  #\* | Cape Ems Bhd. | 2386100 | 162201 |
|  # | Carlsberg Brewery Malaysia Bhd. | 789400 | 3113767 |
|  # | CB Industrial Product Holding Bhd. | 2850220 | 864039 |
|  | CCK Consolidated Holdings Bhd. | 262600 | 73316 |
|  | CelcomDigi Bhd. | 6229120 | 5354946 |
|  \* | Chin Hin Group Bhd. | 237400 | 130883 |
|  | CIMB Group Holdings Bhd. | 15166848 | 26394897 |
|  # | Coastal Contracts Bhd. | 1119200 | 314889 |
|  # | Crescendo Corp. Bhd. | 240600 | 71187 |
|  # | CSC Steel Holdings Bhd. | 1264100 | 349959 |
|  # | CTOS Digital Bhd. | 3302200 | 737051 |
|  #\* | Cypark Resources Bhd. | 744550 | 124344 |
|  # | D&O Green Technologies Bhd. | 3125200 | 929374 |
|  \* | Dagang NeXchange Bhd. | 597800 | 43413 |
|  # | Dayang Enterprise Holdings Bhd. | 4510163 | 1605377 |
|  # | Dialog Group Bhd. | 5898184 | 2759414 |
|  # | DRB-Hicom Bhd. | 5329700 | 1602466 |
|  # | Duopharma Biotech Bhd. | 1370151 | 408713 |
|  | Dutch Lady Milk Industries Bhd. | 102000 | 637612 |
|  | DXN Holdings Bhd. | 852300 | 105827 |
|  # | Eastern & Oriental Bhd. | 5106400 | 973908 |
|  | Eco World Development Group Bhd. | 6896800 | 3388575 |
|  #\* | Ecofirst Consolidated Bhd. | 1552400 | 124195 |
|  | EG Industries Bhd. | 113400 | 37036 |
|  #\* | Ekovest Bhd. | 12612550 | 1008287 |
|  | Farm Fresh Bhd. | 4140500 | 2402722 |
|  # | Formosa Prosonic Industries Bhd. | 831600 | 285714 |

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**EMERGING MARKETS CORE EQUITY 2 PORTFOLIO** 

**CONTINUED** 

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  MALAYSIA — (Continued) | MALAYSIA — (Continued) | MALAYSIA — (Continued) | MALAYSIA — (Continued) |
|  # | Fraser & Neave Holdings Bhd. | 368800 | $2477996 |
|  # | Frontken Corp. Bhd. | 6583500 | 7091211 |
|  #\* | Gadang Holdings Bhd. | 2291200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;163644 |
|  | Gamuda Bhd. | 5079533 | 6100569 |
|  | Gas Malaysia Bhd. | 1135800 | 1230086 |
|  # | Genetec Technology Bhd. | 917000 | 113421 |
|  # | Genting Bhd. | 8225200 | 6632883 |
|  # | Genting Malaysia Bhd. | 9631500 | 5355353 |
|  # | Genting Plantations Bhd. | 1078600 | 1306747 |
|  #\* | Globetronics Technology Bhd. | 2729945 | 217781 |
|  #\* | Greatech Technology Bhd. | 1444800 | 711416 |
|  # | Guan Chong Bhd. | 3199599 | 685840 |
|  # | HAP Seng Consolidated Bhd. | 4225140 | 2996955 |
|  # | Hap Seng Plantations Holdings Bhd. | 1591700 | 859393 |
|  | Harn Len Corp. Bhd. | 63900 | 9076 |
|  # | Hartalega Holdings Bhd. | 3925600 | 1131623 |
|  # | Heineken Malaysia Bhd. | 639900 | 3254864 |
|  #\* | Hengyuan Refining Co. Bhd. | 1879600 | 368851 |
|  | Hextar Global Bhd. | 1097100 | 236984 |
|  | Hextar Industries Bhd. | 103000 | 8729 |
|  # | Hiap Teck Venture Bhd. | 9826200 | 667546 |
|  | Hibiscus Petroleum Bhd. | 5221940 | 1782938 |
|  # | Hong Leong Bank Bhd. | 509765 | 2501493 |
|  | Hong Leong Financial Group Bhd. | 1079598 | 4354335 |
|  | Hong Leong Industries Bhd. | 500000 | 1640185 |
|  | HSS Engineers Bhd. | 100600 | 12959 |
|  | Hume Cement Industries Bhd. | 232600 | 194303 |
|  # | Hup Seng Industries Bhd. | 2153000 | 529505 |
|  | IGB Bhd. | 735738 | 589080 |
|  | IHH Healthcare Bhd. | 2116900 | 4167980 |
|  # | IJM Corp. Bhd. | 7391326 | 4367965 |
|  # | Inari Amertron Bhd. | 5336532 | 3326296 |
|  # | Insas Bhd. | 4362802 | 880507 |
|  # | IOI Corp. Bhd. | 4478177 | 4297625 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  MALAYSIA — (Continued) | MALAYSIA — (Continued) | MALAYSIA — (Continued) | MALAYSIA — (Continued) |
|  # | IOI Properties Group Bhd. | 5399419 | $2707288 |
|  | Iris Corp. Bhd. | 220600 | 12899 |
|  #\* | Iskandar Waterfront City Bhd. | 2026200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;144893 |
|  # | ITMAX SYSTEM Bhd. | 567200 | 614810 |
|  # | JAKS Resources Bhd. | 12374160 | 309998 |
|  # | Jaya Tiasa Holdings Bhd. | 5527339 | 1517410 |
|  \* | JCY International Bhd. | 2114700 | 213590 |
|  | Keck Seng Malaysia Bhd. | 481400 | 638265 |
|  # | Kelington Group Bhd. | 2182300 | 2855159 |
|  | Kenanga Investment Bank Bhd. | 2821700 | 571867 |
|  # | Kerjaya Prospek Group Bhd. | 1755287 | 1167339 |
|  # | Kim Loong Resources Bhd. | 1387760 | 768434 |
|  \* | KNM Group Bhd. | 15379881 | 18362 |
|  # | Kossan Rubber Industries Bhd. | 6671500 | 1891023 |
|  # | KPJ Healthcare Bhd. | 7972500 | 5396724 |
|  # | Kretam Holdings Bhd. | 4777400 | 787269 |
|  # | KSL Holdings Bhd. | 2201669 | 1576942 |
|  | Kuala Lumpur Kepong Bhd. | 1110785 | 5432700 |
|  | Kumpulan Fima Bhd. | 709900 | 411699 |
|  # | Lagenda Properties Bhd. | 1920800 | 577613 |
|  | Land & General Bhd. | 12414820 | 458951 |
|  # | LBS Bina Group Bhd. | 5947093 | 602975 |
|  # | Leong Hup International Bhd. | 8260400 | 1291510 |
|  | Lianson Fleet Group Bhd. | 68700 | 33775 |
|  #\*W | Lotte Chemical Titan Holding Bhd. | 2882475 | 377796 |
|  | LPI Capital Bhd. | 658640 | 2260680 |
|  # | Magni-Tech Industries Bhd. | 1388700 | 705460 |
|  # | Magnum Bhd. | 4549062 | 1510215 |
|  # | Mah Sing Group Bhd. | 9447051 | 2343570 |
|  # | Malakoff Corp. Bhd. | 8389000 | 2161930 |
|  | Malayan Banking Bhd. | 7849450 | 18499450 |
|  | Malayan Cement Bhd. | 163300 | 267503 |
|  # | Malayan Flour Mills Bhd. | 4724400 | 665752 |
|  # | Malaysia Smelting Corp. Bhd. | 2226200 | 732718 |

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**EMERGING MARKETS CORE EQUITY 2 PORTFOLIO** 

**CONTINUED** 

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  MALAYSIA — (Continued) | MALAYSIA — (Continued) | MALAYSIA — (Continued) | MALAYSIA — (Continued) |
|  # | Malaysian Pacific Industries Bhd. | 461625 | $3296270 |
|  # | Malaysian Resources Corp. Bhd. | 12008157 | 1288061 |
|  # | Matrix Concepts Holdings Bhd. | 9406357 | 3075775 |
|  # | Maxis Bhd. | 4550215 | 4129025 |
|  # | MBM Resources Bhd. | 905810 | 1137797 |
|  # | MBSB Bhd. | 13643467 | 2359961 |
|  | Mega First Corp. Bhd. | 3697000 | 3271638 |
|  | Mi Technovation Bhd. | 642500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;483282 |
|  | MISC Bhd. | 2304360 | 4285467 |
|  | MKH Bhd. | 2772375 | 706654 |
|  # | MKH Oil Palm East Kalimantan Bhd. | 222984 | 33794 |
|  | MN Holdings Bhd. | 102800 | 45749 |
|  # | MNRB Holdings Bhd. | 3755754 | 1692650 |
|  #W | Mr. DIY Group M Bhd. | 6347200 | 2421422 |
|  | Muhibbah Engineering M Bhd. | 3006150 | 387131 |
|  # | Nationgate Holdings Bhd. | 666100 | 186889 |
|  # | Nestle Malaysia Bhd. | 71600 | 1931673 |
|  # | NEXG Bhd. | 3233700 | 293085 |
|  | Notion VTEC Bhd. | 523600 | 93367 |
|  †† | Nylex Malaysia Bhd. | 20250 | 218 |
|  # | OCK Group Bhd. | 3263100 | 338963 |
|  # | Oriental Holdings Bhd. | 1111240 | 1817567 |
|  # | OSK Holdings Bhd. | 11428450 | 3874859 |
|  # | PA Resources Bhd. | 1808900 | 71103 |
|  # | Padini Holdings Bhd. | 3537000 | 1596218 |
|  | Panasonic Manufacturing Malaysia Bhd. | 62900 | 125009 |
|  # | Pantech Group Holdings Bhd. | 3343031 | 534436 |
|  # | Paramount Corp. Bhd. | 1893175 | 479206 |
|  | PBA Holdings Bhd. | 116800 | 54407 |
|  # | Pecca Group Bhd. | 1237300 | 398635 |
|  # | Perak Transit Bhd. | 4536199 | 367562 |
|  # | Petron Malaysia Refining & Marketing Bhd. | 613600 | 552783 |
|  # | Petronas Chemicals Group Bhd. | 3524100 | 3277964 |
|  # | Petronas Dagangan Bhd. | 677900 | 3670488 |
|  # | Petronas Gas Bhd. | 1182308 | 5219333 |
|  | Power Root Bhd. | 347300 | 106123 |
|  | PPB Group Bhd. | 1526040 | 4057155 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  MALAYSIA — (Continued) | MALAYSIA — (Continued) | MALAYSIA — (Continued) | MALAYSIA — (Continued) |
|  # | Press Metal Aluminium Holdings Bhd. | 6437360 | $9724040 |
|  | Public Bank Bhd. | 25473055 | 25644153 |
|  | QES Group Bhd. | 944400 | 111299 |
|  # | QL Resources Bhd. | 5279995 | 5230281 |
|  #\* | Ranhill Utilities Bhd. | 2267658 | 994529 |
|  # | RCE Capital Bhd. | 2577700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;664145 |
|  # | REDtone Digital Bhd. | 1261400 | 158126 |
|  | RGB International Bhd. | 4180500 | 239465 |
|  | RHB Bank Bhd. | 5531358 | 8942383 |
|  # | Sam Engineering & Equipment M Bhd. | 754500 | 876246 |
|  # | Sarawak Oil Palms Bhd. | 2389037 | 2127252 |
|  | Scientex Bhd. | 4615184 | 3734975 |
|  | SD Guthrie Bhd. | 5308361 | 6691378 |
|  # | Shangri-La Hotels Malaysia Bhd. | 253500 | 101654 |
|  | Sime Darby Bhd. | 11328987 | 5538292 |
|  # | Sime Darby Property Bhd. | 11876887 | 3819202 |
|  | SKP Resources Bhd. | 6792525 | 1271985 |
|  #\* | Solarvest Holdings Bhd. | 1778000 | 1290811 |
|  # | Southern Cable Group Bhd. | 849200 | 414346 |
|  | SP Setia Bhd. Group | 7554759 | 1557956 |
|  # | Sports Toto Bhd. | 3684773 | 1222407 |
|  # | Sunway Bhd. | 2984090 | 3846788 |
|  # | Sunway Construction Group Bhd. | 1606119 | 2252978 |
|  #\* | Supermax Corp. Bhd. | 5279039 | 597257 |
|  # | Suria Capital Holdings Bhd. | 413380 | 158176 |
|  # | Syarikat Takaful Malaysia Keluarga Bhd. | 2785675 | 2061083 |
|  # | Ta Ann Holdings Bhd | 2019023 | 2022680 |
|  # | Taliworks Corp. Bhd. | 2377766 | 303525 |
|  # | TASCO Bhd. | 858600 | 105511 |
|  # | Telekom Malaysia Bhd. | 2458828 | 4285117 |
|  | Tenaga Nasional Bhd. | 3542681 | 11224100 |
|  # | Teo Seng Capital Bhd. | 189600 | 51547 |
|  | Thong Guan Industries Bhd. | 1450500 | 398286 |
|  # | TIME dotCom Bhd. | 4110480 | 4679674 |
|  #\* | Top Glove Corp. Bhd. | 14186660 | 2131027 |
|  #\* | Tropicana Corp. Bhd. | 5039732 | 1406183 |
|  # | TSH Resources Bhd. | 3242150 | 1051526 |

---

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**EMERGING MARKETS CORE EQUITY 2 PORTFOLIO** 

**CONTINUED** 

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** | **Value»** |
|  MALAYSIA — (Continued) | MALAYSIA — (Continued) | MALAYSIA — (Continued) | MALAYSIA — (Continued) | MALAYSIA — (Continued) |
|  # | Uchi Technologies Bhd. | 1688440 | $| 1248765 |
|  # | UEM Sunrise Bhd. | 8838445 |  | 1348654 |
|  # | Unisem M Bhd. | 1039400 |  | 874402 |
|  | United Malacca Bhd. | 226150 |  | 315171 |
|  # | United Plantations Bhd. | 714900 |  | 4227436 |
|  # | UOA Development Bhd. | 8622500 |  | 3803978 |
|  # | Uzma Bhd. | 939033 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;111002 |
|  \* | Vantris Energy Bhd. | 2037609 |  | 267466 |
|  # | Velesto Energy Bhd. | 29005192 |  | 1733358 |
|  | ViTrox Corp. Bhd. | 881000 |  | 946654 |
|  # | VS Industry Bhd. | 13280752 |  | 1565521 |
|  # | Wasco Bhd. | 1416900 |  | 292640 |
|  #\* | WCT Holdings Bhd. | 5517840 |  | 986832 |
|  # | Wellcall Holdings Bhd. | 2974850 |  | 894965 |
|  # | Westports Holdings Bhd. | 3131513 |  | 3847349 |
|  # | Yinson Holdings Bhd. | 7618585 |  | 4310815 |
|  # | YTL Corp. Bhd. | 14976593 |  | 9277491 |
|  # | YTL Power International Bhd. | 4073263 |  | 3871708 |
|  | Zetrix Ai Bhd. | 20773521 |  | 4185532 |
|  TOTAL MALAYSIA | TOTAL MALAYSIA | TOTAL MALAYSIA |  | 453800719 |
|  MEXICO — (2.0%) | MEXICO — (2.0%) | MEXICO — (2.0%) | MEXICO — (2.0%) | MEXICO — (2.0%) |
|  | Alfa SAB de CV, Class A | 31592286 |  | 23925692 |
|  # | Alpek SAB de CV | 3673514 |  | 1858655 |
|  | Alsea SAB de CV | 3134024 |  | 8672399 |
|  # | America Movil SAB de CV (2228390D US), ADR | 2718240 |  | 61894324 |
|  # | Arca Continental SAB de CV | 1027605 |  | 9943904 |
|  #\* | Axtel SAB de CV | 8473184 |  | 1313495 |
|  W | Banco del Bajio SA | 5234167 |  | 13356937 |
|  # | Becle SAB de CV | 866993 |  | 1064929 |
|  | Bolsa Mexicana de Valores SAB de CV | 2864652 |  | 5461473 |
|  | Cemex SAB de CV (CEMEXCPO MM) | 1651158 |  | 1674399 |
|  | Cemex SAB de CV (CX US), Sponsored ADR | 3600262 |  | 36542661 |
|  | Coca-Cola Femsa SAB de CV (KOF US), Sponsored ADR | 81220 |  | 6980859 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  MEXICO — (Continued) | MEXICO — (Continued) | MEXICO — (Continued) | MEXICO — (Continued) |
|  | Coca-Cola Femsa SAB de CV (KOFUBL MM) | 338569 | $2907591 |
|  | Consorcio ARA SAB de CV | 8643162 | 1642240 |
|  #\* | Controladora Alpek SAB de CV | 31592286 | 4897370 |
|  \* | Controladora AXTEL SAB de CV | 27388079 | 1334134 |
|  \* | Controladora Vuela Cia de Aviacion SAB de CV (VLRS US), ADR | 270308 | 1792142 |
|  #\* | Controladora Vuela Cia de Aviacion SAB de CV (VOLARA MM), Class A | 1040862 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;693590 |
|  | Corp. Actinver SAB de CV | 61598 | 68963 |
|  # | Corp. Inmobiliaria Vesta SAB de CV | 3245004 | 9851077 |
|  | Corp. Interamericana de Entretenimiento SAB de CV, Class B | 222600 | 546361 |
|  | Corp. Moctezuma SAB de CV | 213875 | 967005 |
|  | Corporativo Fragua SAB de CV | 2566 | 74582 |
|  | Cydsa SAB de CV | 6129 | 5757 |
|  \* | Dine SAB de CV | 7300 | 7967 |
|  | El Puerto de Liverpool SAB de CV, Class C1 | 526038 | 2563014 |
|  #\*†† | Empresas ICA SAB de CV | 4691828 | 0 |
|  | Financiera Independencia SAB de CV SOFOM ENR | 122895 | 56359 |
|  | Fomento Economico Mexicano SAB de CV (FEMSAUBD MM) | 534206 | 5032811 |
|  | Fomento Economico Mexicano SAB de CV (FMX US), Sponsored ADR | 66202 | 6246821 |
|  | GCC SAB de CV | 1071304 | 10282581 |
|  # | Genomma Lab Internacional SAB de CV, Class B | 4631909 | 4522584 |

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587

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##### [**Table of Contents**](#toc)
**EMERGING MARKETS CORE EQUITY 2 PORTFOLIO** 

**CONTINUED** 

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  MEXICO — (Continued) | MEXICO — (Continued) | MEXICO — (Continued) | MEXICO — (Continued) |
|  | Gentera SAB de CV | 9230595 | $21895865 |
|  | Gruma SAB de CV, Class B | 913433 | 15470124 |
|  | Grupo Aeroportuario del Centro Norte SAB de CV | 1482286 | 18267578 |
|  | Grupo Aeroportuario del Pacifico SAB de CV (GAPB MM), Class B | 979586 | 20345187 |
|  # | Grupo Aeroportuario del Pacifico SAB de CV (PAC US), ADR  | 27293 | 5685678 |
|  | Grupo Aeroportuario del Sureste SAB de CV (ASR US), ADR | 6331 | 1914114 |
|  | Grupo Aeroportuario del Sureste SAB de CV (ASURB MM), Class B | 366862 | 11100347 |
|  # | Grupo Bimbo SAB de CV | 3507902 | 12114379 |
|  # | Grupo Carso SAB de CV | 1923015 | 13659891 |
|  # | Grupo Comercial Chedraui SA de CV | 2372508 | 17232082 |
|  | Grupo Financiero Banorte SAB de CV, Class O | 5816079 | 54599802 |
|  | Grupo Financiero Inbursa SAB de CV, Class O | 5362667 | 12992095 |
|  | Grupo Gigante SAB de CV | 41000 | 65058 |
|  | Grupo Herdez SAB de CV | 1704446 | 6422005 |
|  \* | Grupo Hotelero Santa Fe SAB de CV | 306056 | 61776 |
|  | Grupo Industrial Saltillo SAB de CV | 320237 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;238904 |
|  | Grupo Mexico SAB de CV | 7525347 | 64934649 |
|  \* | Grupo Nutrisa SAB de CV | 1704446 | 467889 |
|  \* | Grupo Pochteca SAB de CV | 386111 | 129892 |
|  # | Grupo Rotoplas SAB de CV | 714409 | 515662 |
|  \* | Grupo Simec SAB de CV (SIM US), Sponsored ADR | 5555 | 157762 |
|  #\* | Grupo Simec SAB de CV (SIMECB MM) | 1299357 | 11856366 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  MEXICO — (Continued) | MEXICO — (Continued) | MEXICO — (Continued) | MEXICO — (Continued) |
|  # | Grupo Televisa SAB (TLEVICPO MM) | 2737347 | $1429193 |
|  | Grupo Televisa SAB (TV US), Sponsored ADR | 1878081 | 4958134 |
|  #\*W | Grupo Traxion SAB de CV | 611596 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;450340 |
|  \* | Industrias CH SAB de CV | 1714776 | 15690821 |
|  \* | Industrias Penoles SAB de CV | 655155 | 27678478 |
|  | Kimberly-Clark de Mexico SAB de CV, Class A | 5839206 | 11317911 |
|  | KUO SAB de CV | 271325 | 749198 |
|  # | La Comer SAB de CV | 5015129 | 10862491 |
|  | Megacable Holdings SAB de CV | 5071691 | 14514725 |
|  \* | Minera Frisco SAB de CV, Class A1 | 5848090 | 2779483 |
|  \*W | Nemak SAB de CV | 15152868 | 3156423 |
|  \* | Ollamani SAB | 136867 | 454910 |
|  # | Operadora De Sites Mexicanos SAB de CV, Class A-1 | 48275 | 43394 |
|  # | Orbia Advance Corp. SAB de CV | 6016425 | 5446956 |
|  | Organizacion Cultiba SAB de CV | 194351 | 109841 |
|  \* | Organizacion Soriana SAB de CV, Class B | 3346930 | 4773994 |
|  \* | Promotora de Hoteles Norte 19 SAB de CV | 2213204 | 800534 |
|  | Promotora y Operadora de Infraestructura SAB de CV (PINFRA MM) | 1230572 | 15897386 |
|  # | Promotora y Operadora de Infraestructura SAB de CV (PINFRAL MM), Class L | 30873 | 299100 |
|  # | Qualitas Controladora SAB de CV | 948790 | 8608232 |
|  | Regional SAB de CV | 2085019 | 15446996 |
|  #\* | Sitios Latinoamerica SAB de CV | 1463967 | 367991 |

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##### [**Table of Contents**](#toc)
**EMERGING MARKETS CORE EQUITY 2 PORTFOLIO** 

**CONTINUED** 

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  MEXICO — (Continued) | MEXICO — (Continued) | MEXICO — (Continued) | MEXICO — (Continued) |
|  \* | Vista Energy SAB de CV (VIST US), ADR | 67859 | $3287769 |
|  \* | Vitro SAB de CV | 422924 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;131122 |
|  # | Wal-Mart de Mexico SAB de CV | 6200227 | 20524475 |
|  TOTAL MEXICO | TOTAL MEXICO | TOTAL MEXICO | 686089678 |
|  PERU — (0.1%) | PERU — (0.1%) | PERU — (0.1%) |  |
|  | Cementos Pacasmayo SAA, ADR | 39716 | 288734 |
|  | Cia de Minas Buenaventura SAA, ADR | 157251 | 3580605 |
|  | Credicorp Ltd. | 121641 | 31748301 |
|  \*†† | Fossal SAA, ADR | 6 | 13 |
|  | Intercorp Financial Services, Inc. | 9334 | 401642 |
|  TOTAL PERU | TOTAL PERU | TOTAL PERU | 36019295 |
|  PHILIPPINES — (0.5%) | PHILIPPINES — (0.5%) | PHILIPPINES — (0.5%) |  |
|  | A Soriano Corp. | 818000 | 202777 |
|  | Aboitiz Equity Ventures, Inc. | 3324490 | 1608882 |
|  | Aboitiz Power Corp. | 3855500 | 2701040 |
|  | ACEN Corp. | 17400967 | 684933 |
|  \*†† | ACR Mining Corp. | 11905 | 0 |
|  | Alliance Global Group, Inc. | 22418794 | 2778852 |
|  | Apex Mining Co., Inc. | 15588000 | 2467916 |
|  \* | Atlas Consolidated Mining & Development Corp. | 4306100 | 374907 |
|  | Ayala Corp. | 376380 | 2991037 |
|  | Ayala Land, Inc. | 7824970 | 2643234 |
|  \* | AyalaLand Logistics Holdings Corp. | 4662200 | 105393 |
|  | Bank of the Philippine Islands | 3910626 | 7003221 |
|  | BDO Unibank, Inc. | 6704779 | 15206047 |
|  | Belle Corp. | 27703700 | 639896 |
|  | Bloomberry Resorts Corp. | 19293800 | 1048228 |
|  \* | Cebu Air, Inc. | 1887740 | 939726 |
|  | Century Pacific Food, Inc. | 6218850 | 3700726 |
|  | China Banking Corp. | 2559090 | 2222573 |
|  | COL Financial Group, Inc. | 1671250 | 40909 |
|  | Converge Information & Communications Technology Solutions, Inc. | 10154300 | 2198446 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  PHILIPPINES — (Continued) | PHILIPPINES — (Continued) | PHILIPPINES — (Continued) | PHILIPPINES — (Continued) |
|  | Cosco Capital, Inc. | 15392100 | $1807496 |
|  | D&L Industries, Inc. | 12314300 | 943654 |
|  | DigiPlus Interactive Corp. | 912760 | 323930 |
|  \* | DITO CME Holdings Corp. | 18594900 | 259131 |
|  | DMCI Holdings, Inc. | 25494100 | 4888079 |
|  | DoubleDragon Corp. | 4336690 | 729879 |
|  | East West Banking Corp. | 5798250 | 1130870 |
|  | Emperador, Inc. | 3708300 | 1006455 |
|  | Filinvest Development Corp. | 116500 | 9201 |
|  | Filinvest Land, Inc. | 66853446 | 851682 |
|  | Filinvest REIT Corp. | 14665037 | 774782 |
|  | First Philippine Holdings Corp. | 2587130 | 3143233 |
|  | Ginebra San Miguel, Inc. | 20830 | 98987 |
|  \* | Global Ferronickel Holdings, Inc. | 16720756 | 360783 |
|  | Globe Telecom, Inc. | 99684 | 2499395 |
|  | GT Capital Holdings, Inc. | 442962 | 4108740 |
|  | International Container Terminal Services, Inc. | 2174422 | 19611947 |
|  | JG Summit Holdings, Inc. | 5259276 | 2139018 |
|  | Jollibee Foods Corp. | 1266257 | 4658790 |
|  | Keepers Holdings, Inc. | 894000 | 35346 |
|  | LT Group, Inc. | 12860000 | 3196215 |
|  | MacroAsia Corp. | 604396 | 45454 |
|  | Manila Electric Co. | 444700 | 4414266 |
|  | Manila Water Co., Inc. | 9410200 | 5555030 |
|  | Megaworld Corp. | 53436300 | 1807730 |
|  | Metropolitan Bank & Trust Co. | 5602829 | 6567343 |
|  W | Monde Nissin Corp. | 1295700 | 148568 |
|  | Nickel Asia Corp. | 26122540 | 1628329 |
|  | Petron Corp. | 22616000 | 904293 |
|  | Philcomsat Holdings Corp. | 410332 | 745850 |
|  | Philex Mining Corp. | 7539850 | 1036153 |
|  | Philippine National Bank | 2711566 | 2376841 |
|  | Philippine Seven Corp. | 250010 | 176169 |
|  | Philippine Stock Exchange, Inc. | 84552 | 291699 |
|  \*†† | Philtown Properties, Inc. | 16675 | 0 |

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**CONTINUED** 

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| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  PHILIPPINES — (Continued) | PHILIPPINES — (Continued) | PHILIPPINES — (Continued) | PHILIPPINES — (Continued) |
|  \*†† | Phoenix Petroleum Philippines, Inc. | 2516870 | $33359 |
|  # | PLDT, Inc. (PHI US), Sponsored ADR | 117883 | 2284573 |
|  | PLDT, Inc. (TEL PM) | 76845 | 1460469 |
|  | Puregold Price Club, Inc. | 6791180 | 4390619 |
|  \* | PXP Energy Corp. | 363200 | 14553 |
|  | RFM Corp. | 6096300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;449669 |
|  | Rizal Commercial Banking Corp. | 2919464 | 1260655 |
|  | Robinsons Land Corp. | 16547618 | 4190007 |
|  | Robinsons Retail Holdings, Inc. | 1697120 | 1003437 |
|  | San Miguel Corp. | 3366360 | 3720003 |
|  | Security Bank Corp. | 2013688 | 2380312 |
|  | Semirara Mining & Power Corp. | 4759000 | 2672085 |
|  | Shakey's Pizza Asia Ventures, Inc. | 366600 | 45486 |
|  \* | Shell Pilipinas Corp. | 1919540 | 206753 |
|  | SM Investments Corp. | 139740 | 1729186 |
|  | SM Prime Holdings, Inc. | 8148290 | 3101501 |
|  | SSI Group, Inc. | 302000 | 12822 |
|  | STI Education Systems Holdings, Inc. | 1430000 | 34465 |
|  | Synergy Grid & Development Phils, Inc. | 3227000 | 815556 |
|  \* | Top Frontier Investment Holdings, Inc. | 155417 | 159052 |
|  | Union Bank of the Philippines | 3664942 | 1794460 |
|  | Universal Robina Corp. | 2832660 | 3510840 |
|  | Vista Land & Lifescapes, Inc. | 54816800 | 894328 |
|  | Vistamalls, Inc. | 155800 | 3321 |
|  | Wilcon Depot, Inc. | 6753100 | 883767 |
|  TOTAL PHILIPPINES | TOTAL PHILIPPINES | TOTAL PHILIPPINES | 164885359 |
|  POLAND — (1.2%) | POLAND — (1.2%) | POLAND — (1.2%) |  |
|  #\* | 11 bit studios SA | 5440 | 260428 |
|  | AB SA | 9937 | 261541 |
|  \* | Action SA | 37636 | 313457 |
|  | Agora SA | 261596 | 649622 |
|  | Alior Bank SA | 760657 | 21195811 |
|  \*W | Allegro.eu SA | 197079 | 1840291 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  POLAND — (Continued) | POLAND — (Continued) | POLAND — (Continued) | POLAND — (Continued) |
|  # | Amica SA | 29857 | $466473 |
|  # | AmRest Holdings SE | 333086 | 1334389 |
|  | Apator SA | 74541 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;474406 |
|  #\* | Arctic Paper SA | 132265 | 303655 |
|  | ASBISc Enterprises PLC | 298919 | 2411283 |
|  | Asseco Poland SA | 262383 | 15261956 |
|  | Asseco South Eastern Europe SA | 16818 | 300982 |
|  # | Auto Partner SA | 284788 | 1390081 |
|  | Bank Handlowy w Warszawie SA | 148569 | 4187821 |
|  \* | Bank Millennium SA | 2776291 | 11620893 |
|  #\* | Bank Ochrony Srodowiska SA | 121413 | 395689 |
|  | Bank Polska Kasa Opieki SA | 499709 | 25585987 |
|  | Benefit Systems SA | 6627 | 5621210 |
|  #\* | Bioton SA | 193900 | 224689 |
|  | BNPP Bank Polska SA | 3338 | 102258 |
|  # | Boryszew SA | 1581311 | 2567527 |
|  # | Budimex SA | 66681 | 10586257 |
|  #\* | CCC SA | 145045 | 5936614 |
|  | CD Projekt SA | 40600 | 2789525 |
|  #\* | Celon Pharma SA | 49619 | 289604 |
|  #\* | CI Games SA | 878942 | 684791 |
|  #\* | Cognor Holding SA | 736787 | 1317269 |
|  | Cyber Folks SA | 27075 | 1354444 |
|  \* | Cyfrowy Polsat SA | 771145 | 2767313 |
|  \* | Datawalk SA | 5977 | 147499 |
|  | Develia SA | 1508135 | 3334055 |
|  \*W | Dino Polska SA | 803000 | 9591278 |
|  | Dom Development SA | 41354 | 2755088 |
|  \* | Echo Investment SA | 23210 | 34557 |
|  # | Elektrotim SA | 11414 | 155030 |
|  \* | Enea SA | 1952144 | 10950734 |
|  #\* | Eurocash SA | 470794 | 1026796 |
|  \* | Fabryki Mebli Forte SA | 103961 | 734637 |
|  | Ferro SA | 1212 | 10301 |
|  #\* | Globe Trade Centre SA | 254305 | 251353 |
|  #\* | Grupa Azoty SA | 344548 | 1746045 |
|  # | Grupa Kety SA | 64686 | 16279737 |
|  | Grupa Pracuj SA | 10752 | 164968 |
|  #\*W | HUUUGE, Inc. | 42466 | 277805 |
|  | ING Bank Slaski SA | 86700 | 7397161 |
|  # | Inter Cars SA | 33932 | 5070463 |
|  #\* | Jastrzebska Spolka Weglowa SA | 526457 | 3688404 |
|  \* | KGHM Polska Miedz SA | 326273 | 17114044 |
|  # | KRUK SA | 93438 | 11486080 |

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**EMERGING MARKETS CORE EQUITY 2 PORTFOLIO** 

**CONTINUED** 

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| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  POLAND — (Continued) | POLAND — (Continued) | POLAND — (Continued) | POLAND — (Continued) |
|  \* | Lentex SA | 22077 | $44087 |
|  # | LPP SA | 2841 | 13790725 |
|  #\* | Lubawa SA | 24192 | 64912 |
|  \* | Lubelski Wegiel Bogdanka SA | 84050 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;489158 |
|  \* | mBank SA | 33114 | 8817898 |
|  \* | Medicalgorithmics SA | 1166 | 10418 |
|  # | Mirbud SA | 502567 | 1849107 |
|  # | Mo-BRUK SA | 14849 | 1179861 |
|  \* | Mostostal Zabrze SA | 91622 | 166038 |
|  | Neuca SA | 6917 | 1392919 |
|  | Newag SA | 511 | 12572 |
|  | Onde SA | 5966 | 13811 |
|  | Orange Polska SA | 2105095 | 5130334 |
|  | ORLEN SA | 1830608 | 49616526 |
|  # | Pepco Group NV | 312879 | 2356617 |
|  \* | PGE Polska Grupa Energetyczna SA | 2676224 | 8115042 |
|  \* | PKP Cargo SA | 207664 | 902532 |
|  | PlayWay SA | 5070 | 367845 |
|  #\* | Polimex-Mostostal SA | 524213 | 842074 |
|  | Powszechna Kasa Oszczednosci Bank Polski SA | 992246 | 20344280 |
|  | Powszechny Zaklad Ubezpieczen SA | 1477164 | 23618628 |
|  | Santander Bank Polska SA | 53494 | 7044986 |
|  \* | Selvita SA | 15027 | 150108 |
|  # | Stalexport Autostrady SA | 1083132 | 844033 |
|  | Synektik SA | 33892 | 2412191 |
|  \* | Tauron Polska Energia SA | 7222221 | 19551528 |
|  | TEN Square Games SA | 5190 | 127147 |
|  # | Text SA | 64197 | 845257 |
|  | Torpol SA | 56565 | 815881 |
|  \* | Toya SA | 13037 | 36857 |
|  # | Unimot SA | 12347 | 436736 |
|  # | Votum SA | 16987 | 214815 |
|  # | Voxel SA | 2274 | 93685 |
|  #\* | VRG SA | 1259078 | 1514095 |
|  # | Warsaw Stock Exchange | 122584 | 2027712 |
|  | Wawel SA | 149 | 28405 |
|  # | Wirtualna Polska Holding SA | 29064 | 436339 |
|  W | XTB SA | 428609 | 8087381 |
|  #\* | Zespol Elektrocieplowni Wroclawskich Kogeneracja SA | 15341 | 259508 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  POLAND — (Continued) | POLAND — (Continued) | POLAND — (Continued) | POLAND — (Continued) |
|  #\* | Zespol Elektrowni Patnow Adamow Konin SA | 92306 | $559753 |
|  TOTAL POLAND | TOTAL POLAND | TOTAL POLAND | 399324102 |
|  QATAR — (0.7%) | QATAR — (0.7%) | QATAR — (0.7%) |  |
|  | Aamal Co. | 11558854 | 2509268 |
|  | Al Khaleej Takaful Group QSC | 1594282 | 1041501 |
|  | Al Meera Consumer Goods Co. QSC | 606268 | 2435253 |
|  | Al Rayan Bank | 12713582 | 8172972 |
|  | Alijarah Holding Co. QPSC | 2527464 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;479253 |
|  \* | Baladna | 7064060 | 2962072 |
|  | Barwa Real Estate Co. | 9621090 | 6948049 |
|  | Commercial Bank PSQC | 5777516 | 6575054 |
|  \* | Dlala Brokerage & Investments Holding Co. QSC | 229851 | 63593 |
|  | Doha Bank QPSC | 13593806 | 9381343 |
|  | Doha Insurance Co. QSC | 724374 | 501601 |
|  | Dukhan Bank | 93812 | 89553 |
|  \* | Estithmar Holding QPSC | 5596295 | 6302567 |
|  | Gulf International Services QSC | 8974229 | 7608120 |
|  | Gulf Warehousing Co. | 2822619 | 1983534 |
|  | Industries Qatar QSC | 696151 | 2425526 |
|  | Lesha Bank LLC | 7155711 | 3549339 |
|  | Mannai Corp. QSC | 969758 | 1413294 |
|  \* | Mazaya Real Estate Development QPSC | 4539401 | 764807 |
|  | Medicare Group | 1456853 | 2598908 |
|  | Mesaieed Petrochemical Holding Co. | 6792198 | 2329280 |
|  | Ooredoo QPSC | 3111870 | 11573880 |
|  | Qatar Aluminum Manufacturing Co. | 15945310 | 6796197 |
|  | Qatar Electricity & Water Co. QSC | 1236185 | 5223080 |
|  | Qatar Fuel QSC | 998858 | 4114627 |
|  | Qatar Gas Transport Co. Ltd. | 10359854 | 12578556 |
|  | Qatar Industrial Manufacturing Co. QSC | 821349 | 544664 |

---

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**EMERGING MARKETS CORE EQUITY 2 PORTFOLIO** 

**CONTINUED** 

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  QATAR — (Continued) | QATAR — (Continued) | QATAR — (Continued) | QATAR — (Continued) |
|  | Qatar Insurance Co. SAQ | 3572709 | $2011158 |
|  | Qatar International Islamic Bank QSC | 2053980 | 6287655 |
|  | Qatar Islamic Bank QPSC | 1687213 | 11374641 |
|  | Qatar Islamic Insurance Group | 307190 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;744520 |
|  | Qatar National Bank QPSC | 13164893 | 66956501 |
|  | Qatar National Cement Co. QSC | 1489605 | 1245312 |
|  | Qatar Navigation QSC | 2477568 | 7566908 |
|  | QLM Life & Medical Insurance Co. WLL | 249576 | 173716 |
|  | Salam International Investment Ltd. QSC | 7736721 | 1605787 |
|  | United Development Co. QSC | 11990083 | 3105260 |
|  | Vodafone Qatar PQSC | 17306239 | 11422308 |
|  \* | Widam Food Co. | 598813 | 326621 |
|  | Zad Holding Co. | 102347 | 393030 |
|  TOTAL QATAR | TOTAL QATAR | TOTAL QATAR | 224179308 |
|  RUSSIA — (0.0%) | RUSSIA — (0.0%) | RUSSIA — (0.0%) |  |
|  \*†† | Gazprom PJSC (OGZD LI), Sponsored ADR | 4286740 | 0 |
|  \*†† | Gazprom PJSC (OGZPY US), Sponsored ADR | 226212 | 0 |
|  \*†† | Magnitogorsk Iron & Steel Works PJSC (MMK LI), Sponsored GDR | 604821 | 0 |
|  \*†† | Mechel PJSC, Sponsored ADR | 137371 | 0 |
|  \*†† | PhosAgro PJSC | 1846 | 0 |
|  \*†† | Polyus PJSC (PLZL LI), GDR | 30972 | 0 |
|  \*†† | RusHydro PJSC (HYDR LI), ADR | 4493667 | 0 |
|  \*†† | RusHydro PJSC (RSHYY US), ADR | 556 | 0 |
|  \*†† | Sberbank of Russia PJSC (SBER LI), Sponsored ADR | 3144384 | 0 |
|  \*†† | Severstal PAO (SVJTY US), GDR | 1124 | 0 |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** | **Value»** |
|  RUSSIA — (Continued) | RUSSIA — (Continued) | RUSSIA — (Continued) | RUSSIA — (Continued) | RUSSIA — (Continued) |
|  \*†† | Severstal PAO (SVST LI), GDR | 284906 | $| 0 |
|  \*†† | VTB Bank PJSC (VTBR LI), GDR | 7638337 |  | 0 |
|  SAUDI ARABIA — (3.0%) | SAUDI ARABIA — (3.0%) | SAUDI ARABIA — (3.0%) | SAUDI ARABIA — (3.0%) | SAUDI ARABIA — (3.0%) |
|  | Abdullah Al Othaim Markets Co. | 2733823 |  | 5550540 |
|  \* | ACWA Power Co. | 110661 |  | 7148817 |
|  | Ades Holding Co. | 603811 |  | 2728600 |
|  \* | Advanced Petrochemical Co. | 550055 |  | 5547337 |
|  | Al Babtain Power & Telecommunication Co. | 369351 |  | 6181940 |
|  \* | Al Gassim Investment Holding Co. | 14747 |  | 72974 |
|  | Al Hammadi Holding | 451802 |  | 4208968 |
|  | Al Hassan Ghazi Ibrahim Shaker Co. | 224179 |  | 1562691 |
|  | Al Jouf Agricultural Development Co. | 130143 |  | 1595663 |
|  \* | Al Jouf Cement Co. | 450462 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;840753 |
|  \* | Al Khaleej Training & Education Co. | 241166 |  | 1881193 |
|  | Al Rajhi Bank | 3883026 |  | 109750302 |
|  \* | Al Rajhi Co. for Co-operative Insurance | 73465 |  | 2309557 |
|  | Al Taiseer Group TALCO Industrial Co. | 1584 |  | 17193 |
|  | Al Yamamah Steel Industries Co. | 238552 |  | 2337196 |
|  | Alamar Foods | 71608 |  | 930979 |
|  | Alandalus Property Co. | 298390 |  | 1591098 |
|  | Alaseel Co. | 1505135 |  | 1431831 |
|  | Al-Dawaa Medical Services Co. | 45773 |  | 799684 |
|  | Aldrees Petroleum & Transport Services Co. | 311860 |  | 12764402 |
|  | Al-Etihad Cooperative Insurance Co. | 246718 |  | 711253 |
|  | Alinma Bank | 2988217 |  | 20690810 |
|  | AlJazira Takaful Ta'awuni Co. | 259634 |  | 856129 |
|  | AlKhorayef Water & Power Technologies Co. | 82613 |  | 3312853 |

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**EMERGING MARKETS CORE EQUITY 2 PORTFOLIO** 

**CONTINUED** 

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  SAUDI ARABIA — (Continued) | SAUDI ARABIA — (Continued) | SAUDI ARABIA — (Continued) | SAUDI ARABIA — (Continued) |
|  \* | Allianz Saudi Fransi Cooperative Insurance Co. | 219525 | $799610 |
|  | Almarai Co. JSC | 1680965 | 22286578 |
|  | Almawarid Manpower Co. | 14734 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;526433 |
|  | Almunajem Foods Co. | 74828 | 1155096 |
|  | Alujain Corp. | 247530 | 2108433 |
|  \* | Amlak International Finance Co. | 86081 | 319088 |
|  \* | Anaam International Holding Group Co. | 62496 | 250139 |
|  | Arab National Bank | 1726298 | 11164860 |
|  \* | Arabia Insurance Cooperative Co. | 69584 | 198295 |
|  | Arabian Cement Co. | 373759 | 2206358 |
|  W | Arabian Centres Co. | 782909 | 4574773 |
|  | Arabian Contracting Services Co. | 65124 | 2077768 |
|  | Arabian Drilling Co. | 193310 | 4564967 |
|  | Arabian Internet & Communications Services Co. | 102382 | 6876274 |
|  | Arabian Pipes Co. | 649834 | 987889 |
|  \* | Arabian Shield Cooperative Insurance Co. | 215450 | 748819 |
|  | Arriyadh Development Co. | 775674 | 6092657 |
|  \* | ARTEX Industrial Investment Co. | 244918 | 916785 |
|  \* | Ash-Sharqiyah Development Co. | 15451 | 66808 |
|  | Astra Industrial Group Co. | 225509 | 8951319 |
|  | Ataa Educational Co. | 50258 | 904919 |
|  \* | BAAN Holding Group Co. | 1337901 | 769172 |
|  | Banan Real Estate Co. | 18742 | 22321 |
|  | Bank AlBilad | 2177037 | 17202055 |
|  \* | Bank Al-Jazira | 3500288 | 11771677 |
|  | Banque Saudi Fransi | 1762232 | 8386542 |
|  | Basic Chemical Industries Ltd. | 101099 | 755783 |
|  | Bawan Co. | 295171 | 4449880 |
|  | BinDawood Holding Co. | 1320267 | 2024435 |
|  | Bupa Arabia for Cooperative Insurance Co. | 234182 | 10252906 |
|  | Catrion Catering Holding Co. | 302321 | 7794900 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  SAUDI ARABIA — (Continued) | SAUDI ARABIA — (Continued) | SAUDI ARABIA — (Continued) | SAUDI ARABIA — (Continued) |
|  \* | Chubb Arabia Cooperative Insurance Co. | 132050 | $1133300 |
|  | City Cement Co. | 536165 | 2083336 |
|  | Co. for Cooperative Insurance | 220850 | 8028988 |
|  | Dallah Healthcare Co. | 143559 | 5895466 |
|  \* | Dar Al Arkan Real Estate Development Co. | 3272403 | 15070782 |
|  | Dr. Sulaiman Al Habib Medical Services Group Co. | 225018 | 16348871 |
|  | East Pipes Integrated Co. for Industry | 73651 | 2855281 |
|  | Eastern Province Cement Co. | 367357 | 2535144 |
|  | Electrical Industries Co. | 4858252 | 14963240 |
|  | Elm Co. | 11461 | 2899383 |
|  \* | Emaar Economic City | 1466076 | 4978014 |
|  | Etihad Atheeb Telecommunication Co. | 20678 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;592893 |
|  | Etihad Etisalat Co. | 2662404 | 48033670 |
|  \* | Fawaz Abdulaziz Al Hokair & Co. | 208273 | 1343673 |
|  | First Milling Co. | 20238 | 289756 |
|  \* | Fitaihi Holding Group | 1173695 | 1016759 |
|  | Gulf Insurance Group | 217166 | 1463948 |
|  \* | Gulf Union Cooperative Insurance Co. | 251483 | 805397 |
|  \* | Halwani Brothers Co. | 4130 | 42716 |
|  \* | Herfy Food Services Co. | 158021 | 880848 |
|  | Jamjoom Pharmaceuticals Factory Co. | 41781 | 1736008 |
|  | Jarir Marketing Co. | 2283415 | 8648148 |
|  \* | Jazan Development & Investment Co. | 89898 | 259312 |
|  \* | L'Azurde Co. for Jewelry | 197719 | 656864 |
|  | Leejam Sports Co. JSC | 163423 | 5580535 |
|  \* | Liva Insurance Co. | 54151 | 191599 |
|  \* | Lumi Rental Co. | 43783 | 730307 |
|  | Maharah Human Resources Co. | 16624 | 24523 |
|  \* | Malath Cooperative Insurance Co. | 105807 | 350378 |

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**CONTINUED** 

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  SAUDI ARABIA — (Continued) | SAUDI ARABIA — (Continued) | SAUDI ARABIA — (Continued) | SAUDI ARABIA — (Continued) |
|  \* | Mediterranean & Gulf Cooperative Insurance & Reinsurance Co. | 366770 | $1499340 |
|  \* | Methanol Chemicals Co. | 214553 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;574359 |
|  | Middle East Healthcare Co. | 292858 | 3994383 |
|  \* | Middle East Paper Co. | 291268 | 2096679 |
|  | Middle East Pharmaceutical Co. | 1100 | 40269 |
|  | Middle East Specialized Cables Co. | 170077 | 1329328 |
|  | Mobile Telecommunications Co. Saudi Arabia | 5290605 | 16191190 |
|  | Mouwasat Medical Services Co. | 283592 | 5812727 |
|  | Nahdi Medical Co. | 128849 | 3988770 |
|  \* | Najran Cement Co. | 574502 | 1154849 |
|  \* | Nama Chemicals Co. | 12213 | 84933 |
|  \* | National Agriculture Development Co. | 1104538 | 6142054 |
|  | National Co. for Glass Industries | 135051 | 1469124 |
|  | National Co. for Learning & Education | 57688 | 2664349 |
|  | National Gas & Industrialization Co. | 156114 | 3702650 |
|  \* | National Gypsum | 111143 | 572982 |
|  \* | National Industrialization Co. | 2528725 | 7800921 |
|  | National Medical Care Co. | 97572 | 4610337 |
|  \* | National Metal Manufacturing & Casting Co. | 24591 | 109024 |
|  | Nayifat Finance Co. | 280244 | 992646 |
|  | Northern Region Cement Co. | 647914 | 1386498 |
|  \* | Perfect Presentation For Commercial Services Co. | 395583 | 1076429 |
|  \* | Power & Water Utility Co. for Jubail & Yanbu | 112297 | 1264042 |
|  | Qassim Cement Co. | 328006 | 3686597 |
|  \* | Rabigh Refining & Petrochemical Co. | 1418806 | 3396970 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  SAUDI ARABIA — (Continued) | SAUDI ARABIA — (Continued) | SAUDI ARABIA — (Continued) | SAUDI ARABIA — (Continued) |
|  \* | Red Sea International Co. | 7108 | $76885 |
|  | Retal Urban Development Co. | 1157360 | 3640257 |
|  | Riyad Bank | 3508261 | 25474608 |
|  | Riyadh Cables Group Co. | 114535 | 4321136 |
|  | Riyadh Cement Co. | 212180 | 1488101 |
|  | SABIC Agri-Nutrients Co. | 721611 | 23560589 |
|  | Sahara International Petrochemical Co. | 1313196 | 6618382 |
|  | SAL Saudi Logistics Services | 46103 | 2164959 |
|  \* | Saudi Arabian Amiantit Co. | 142030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;766664 |
|  \* | Saudi Arabian Cooperative Insurance Co. | 32131 | 115013 |
|  \* | Saudi Arabian Mining Co. | 1774540 | 30507454 |
|  W | Saudi Arabian Oil Co. | 8279408 | 57206497 |
|  | Saudi Aramco Base Oil Co. | 175520 | 4510407 |
|  | Saudi Automotive Services Co. | 283754 | 5425469 |
|  | Saudi Awwal Bank | 2391467 | 20634702 |
|  | Saudi Basic Industries Corp. | 1225697 | 19950177 |
|  | Saudi Cement Co. | 570178 | 5818808 |
|  | Saudi Ceramic Co. | 483377 | 3942462 |
|  | Saudi Chemical Co. Holding | 2763409 | 5435784 |
|  \* | Saudi Co. For Hardware CJSC | 5479 | 48554 |
|  \* | Saudi Darb Investment Co. | 48000 | 36482 |
|  | Saudi Electricity Co. | 1214678 | 5185433 |
|  | Saudi Ground Services Co. | 3631 | 42944 |
|  | Saudi Industrial Investment Group | 997803 | 4321090 |
|  | Saudi Investment Bank | 1535103 | 5626668 |
|  \* | Saudi Kayan Petrochemical Co. | 4973977 | 7821944 |
|  \* | Saudi Marketing Co. | 138051 | 610321 |
|  | Saudi National Bank | 4959856 | 52775633 |
|  | Saudi Paper Manufacturing Co. | 124577 | 1784059 |
|  \* | Saudi Pharmaceutical Industries & Medical Appliances Corp. | 317520 | 2564724 |

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**EMERGING MARKETS CORE EQUITY 2 PORTFOLIO** 

**CONTINUED** 

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  SAUDI ARABIA — (Continued) | SAUDI ARABIA — (Continued) |  |  |
|  \* | Saudi Printing & Packaging Co. | 135828 | $387116 |
|  \* | Saudi Public Transport Co. | 623113 | 2107020 |
|  \* | Saudi Real Estate Co. | 873373 | 3363636 |
|  \* | Saudi Reinsurance Co. | 604862 | 5011751 |
|  \* | Saudi Research & Media Group | 183788 | 8425514 |
|  | Saudi Steel Pipe Co. | 125882 | 1747144 |
|  | Saudi Tadawul Group Holding Co. | 56474 | 2998880 |
|  | Saudi Telecom Co. | 6118051 | 73701875 |
|  | Saudia Dairy & Foodstuff Co. | 88666 | 6795083 |
|  \* | Savola Group | 766808 | 5032104 |
|  | Scientific & Medical Equipment House Co. | 80545 | 844963 |
|  \* | Seera Group Holding | 1283978 | 10625380 |
|  \* | Shams | 154842 | 664688 |
|  \* | SHL Finance Co. | 98347 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;570571 |
|  \* | Sinad Holding Co. | 546281 | 1525208 |
|  | Southern Province Cement Co. | 372290 | 2483033 |
|  | Sustained Infrastructure Holding Co. | 403393 | 3931370 |
|  | Tabuk Cement Co. | 291642 | 793902 |
|  \* | Takween Advanced Industries Co. | 186431 | 359161 |
|  | Tanmiah Food Co. | 48166 | 1009576 |
|  | Theeb Rent A Car Co. | 119039 | 2080788 |
|  \* | Umm Al-Qura Cement Co. | 306351 | 1125566 |
|  | United Electronics Co. | 258641 | 6117508 |
|  | United International Transportation Co. | 329116 | 6495203 |
|  | United Wire Factories Co. | 84785 | 564329 |
|  \* | Wafrah for Industry & Development | 22728 | 161645 |
|  \* | Walaa Cooperative Insurance Co. | 481006 | 1499437 |
|  \* | Wataniya Insurance Co. | 139303 | 544771 |
|  | Yamama Cement Co. | 795912 | 5830554 |
|  | Yanbu Cement Co. | 511951 | 2210444 |
|  | Yanbu National Petrochemical Co. | 346505 | 3186121 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  SAUDI ARABIA — (Continued) | SAUDI ARABIA — (Continued) |  |  |
|  | Zahrat Al Waha For Trading Co. | 23205 | $160275 |
|  TOTAL SAUDI ARABIA | TOTAL SAUDI ARABIA | TOTAL SAUDI ARABIA | 1025941713 |
|  SOUTH AFRICA — (3.2%) | SOUTH AFRICA — (3.2%) |  |  |
|  | Absa Group Ltd. | 2977304 | 33268045 |
|  | Adcock Ingram Holdings Ltd. | 446218 | 1926761 |
|  | Advtech Ltd. | 4509029 | 9193268 |
|  | AECI Ltd. | 849910 | 4382563 |
|  | African Rainbow Minerals Ltd. | 846517 | 8406765 |
|  | Afrimat Ltd. | 554364 | 1453760 |
|  | Alexander Forbes Group Holdings Ltd. | 1456217 | 690013 |
|  | Altron Ltd., Class A | 416751 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;441961 |
|  | Anglogold Ashanti PLC (AU US) | 501755 | 34119340 |
|  | Aspen Pharmacare Holdings Ltd. | 945638 | 5356151 |
|  | Astral Foods Ltd. | 335750 | 4333428 |
|  | AVI Ltd. | 2512648 | 13972372 |
|  | Barloworld Ltd. | 1774450 | 12232354 |
|  | Bid Corp. Ltd. | 630249 | 15601298 |
|  | Bidvest Group Ltd. | 1163622 | 15136791 |
|  #\* | Blu Label Unlimited Group Ltd. | 3665341 | 2615852 |
|  #\* | Brait PLC | 13681446 | 1685235 |
|  | Capitec Bank Holdings Ltd. | 109530 | 24233232 |
|  | Cashbuild Ltd. | 138478 | 1101779 |
|  | Caxton & CTP Publishers & Printers Ltd. | 47312 | 36190 |
|  | City Lodge Hotels Ltd. | 1661297 | 392837 |
|  | Clicks Group Ltd. | 972762 | 20510671 |
|  | Coronation Fund Managers Ltd. | 1444004 | 4099211 |
|  | Curro Holdings Ltd. | 744739 | 568281 |
|  | DataTec Ltd. | 3868374 | 16044043 |
|  #W | Dis-Chem Pharmacies Ltd. | 2466803 | 4825243 |
|  | Discovery Ltd. | 1323431 | 16627286 |
|  | DRDGOLD Ltd. (DRD SJ) | 1480774 | 3739759 |
|  | DRDGOLD Ltd. (DRD US), Sponsored ADR | 60337 | 1522303 |
|  | Exxaro Resources Ltd. | 1197850 | 12199539 |
|  | Famous Brands Ltd. | 462837 | 1448192 |

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**EMERGING MARKETS CORE EQUITY 2 PORTFOLIO** 

**CONTINUED** 

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| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  SOUTH AFRICA — (Continued) | SOUTH AFRICA — (Continued) |  |  |
|  | FirstRand Ltd. | 9649057 | $45793419 |
|  | Foschini Group Ltd. | 2926995 | 15537216 |
|  # | Gold Fields Ltd. (GFI US), Sponsored ADR | 2379668 | 91403048 |
|  | Grindrod Ltd. | 4624584 | 4519487 |
|  | Harmony Gold Mining Co. Ltd. (HAR SJ) | 523877 | 8716563 |
|  | Harmony Gold Mining Co. Ltd. (HMY US), Sponsored ADR | 3420798 | 56477375 |
|  | Hudaco Industries Ltd. | 251026 | 2568627 |
|  | Impala Platinum Holdings Ltd. | 2588237 | 27738103 |
|  | Investec Ltd. | 1112953 | 8378911 |
|  \* | iOCO Ltd. | 330362 | 80005 |
|  | Italtile Ltd. | 1042431 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;554342 |
|  | JSE Ltd. | 517839 | 4207866 |
|  \* | KAP Ltd. | 16081858 | 1526519 |
|  | Kumba Iron Ore Ltd. | 226198 | 4504966 |
|  | Lewis Group Ltd. | 999977 | 4822082 |
|  | Life Healthcare Group Holdings Ltd. | 8309700 | 5688365 |
|  | Merafe Resources Ltd. | 8453066 | 536276 |
|  \* | Metair Investments Ltd. | 1692660 | 645880 |
|  | Momentum Group Ltd. | 12938196 | 24909787 |
|  | Motus Holdings Ltd. | 1550752 | 9344296 |
|  | Mpact Ltd. | 1397429 | 1886346 |
|  | Mr. Price Group Ltd. | 1644895 | 19652930 |
|  | MTN Group Ltd. | 6514257 | 65080759 |
|  \* | Nampak Ltd. | 2626 | 72871 |
|  | Naspers Ltd., Class N**.** | 377500 | 26514094 |
|  | Nedbank Group Ltd. | 1620139 | 22087003 |
|  | NEPI Rockcastle NV | 1494023 | 12116136 |
|  | Netcare Ltd. | 9808852 | 8272150 |
|  | Ninety One Ltd. | 1469152 | 4371383 |
|  | Northam Platinum Holdings Ltd. | 1351093 | 22564156 |
|  #\* | Nutun Ltd. | 2943568 | 163124 |
|  | Oceana Group Ltd. | 669953 | 1891148 |
|  | Old Mutual Ltd. (OMU SJ) | 23293161 | 18214180 |
|  | Omnia Holdings Ltd. | 1429073 | 6283455 |
|  | OUTsurance Group Ltd. | 1586311 | 6675658 |
|  W | Pepkor Holdings Ltd. | 9606160 | 14646698 |
|  #\* | Pick n Pay Stores Ltd. | 3671640 | 5993589 |
|  | PPC Ltd. | 9351724 | 2966565 |
|  | Premier Group Ltd. | 9961 | 92827 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  SOUTH AFRICA — (Continued) | SOUTH AFRICA — (Continued) |  |  |
|  | PSG Financial Services Ltd. | 2516997 | $3577480 |
|  | Rainbow Chicken | 234589 | 59180 |
|  | Raubex Group Ltd. | 1734622 | 4145758 |
|  | RCL Foods Ltd. | 234589 | 132001 |
|  | Reunert Ltd. | 1326742 | 4276067 |
|  | RFG Holdings Ltd. | 538736 | 669550 |
|  | Sanlam Ltd. | 2809119 | 14741106 |
|  | Santam Ltd. | 282456 | 6737641 |
|  # | Sappi Ltd. | 4913332 | 6437703 |
|  \* | Sasol Ltd. (SOL SJ) | 1226575 | 7674160 |
|  #\* | Sasol Ltd. (SSL US), Sponsored ADR | 508321 | 3217672 |
|  | Shoprite Holdings Ltd. | 1309526 | 21903989 |
|  #\* | Sibanye Stillwater Ltd. (SBSW US), ADR | 851118 | 8987809 |
|  #\* | Sibanye Stillwater Ltd. (SSW SJ) | 11184838 | 29681200 |
|  | Southern Sun Ltd. | 1700637 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;902929 |
|  \* | SPAR Group Ltd. | 1111225 | 6989036 |
|  | Spur Corp. Ltd. | 559689 | 1164840 |
|  | Stadio Holdings Ltd. | 205049 | 131430 |
|  | Standard Bank Group Ltd. | 3058216 | 44970567 |
|  | Sun International Ltd. | 1325758 | 2966834 |
|  | Super Group Ltd. | 2843411 | 2633533 |
|  | Telkom SA SOC Ltd. | 2692218 | 7530531 |
|  # | Thungela Resources Ltd. (TGA SJ) | 728436 | 3218790 |
|  # | Tiger Brands Ltd. | 745036 | 14098514 |
|  | Truworths International Ltd. | 2405542 | 7204000 |
|  | Tsogo Sun Ltd. | 2962927 | 1209552 |
|  | Valterra Platinum Ltd. | 208022 | 12865995 |
|  | Vodacom Group Ltd. | 1561780 | 12643004 |
|  | We Buy Cars Holdings Ltd. | 696881 | 1848029 |
|  | Wilson Bayly Holmes-Ovcon Ltd. | 417572 | 3645954 |
|  | Woolworths Holdings Ltd. | 3595717 | 10856767 |
|  | Zeda Ltd. | 1945332 | 1379162 |
|  TOTAL SOUTH AFRICA | TOTAL SOUTH AFRICA | TOTAL SOUTH AFRICA | 1078163511 |
|  SOUTH KOREA — (11.9%) | SOUTH KOREA — (11.9%) | SOUTH KOREA — (11.9%) |  |
|  \* | 3S Korea Co. Ltd. | 87684 | 108748 |
|  \* | ABco Electronics Co. Ltd. | 30323 | 175818 |
|  \* | ABLBio, Inc. | 10208 | 712895 |
|  # | Able C&C Co. Ltd. | 14696 | 100357 |
|  # | ABOV Semiconductor Co. Ltd. | 18673 | 164095 |
|  \* | Abpro Bio Co. Ltd. | 780310 | 100653 |

---

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**EMERGING MARKETS CORE EQUITY 2 PORTFOLIO** 

**CONTINUED** 

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) |  |  |
|  #\* | ADTechnology Co. Ltd. | 26899 | $495119 |
|  # | Advanced Nano Products Co. Ltd. | 12078 | 556743 |
|  | Advanced Process Systems Corp. | 73861 | 1028157 |
|  # | Aekyung Chemical Co. Ltd. | 108169 | 828803 |
|  # | Aekyung Industrial Co. Ltd. | 55179 | 541830 |
|  #\* | Agabang & Co. | 125984 | 403007 |
|  # | Ahnlab, Inc. | 27254 | 1160960 |
|  \* | Air Busan Co. Ltd. | 261661 | 335952 |
|  # | AJ Networks Co. Ltd. | 25674 | 77420 |
|  # | Ajin Industrial Co. Ltd. | 283426 | 653723 |
|  # | AK Holdings, Inc. | 25570 | 175701 |
|  #\* | Alteogen, Inc. | 28201 | 9643187 |
|  #\* | ALUKO Co. Ltd. | 401243 | 577611 |
|  #\* | Amicogen, Inc. | 89576 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;190871 |
|  \* | Aminologics Co. Ltd. | 122330 | 78754 |
|  #\* | Amo Greentech Co. Ltd. | 45108 | 212141 |
|  # | Amorepacific Corp. | 36260 | 3071133 |
|  # | Amorepacific Holdings Corp. | 103128 | 1835445 |
|  #\* | Anam Electronics Co. Ltd. | 193487 | 170367 |
|  #\* | Ananti, Inc. | 386500 | 2085246 |
|  #\* | Anapass, Inc. | 25811 | 319192 |
|  #\* | Anterogen Co. Ltd. | 20305 | 321118 |
|  | Aplus Asset Advisor Co. Ltd. | 32075 | 140134 |
|  \* | Aprogen, Inc. | 378206 | 153764 |
|  #\* | APS, Inc. | 68815 | 195948 |
|  \* | APTN, Inc. | 45529 | 20760 |
|  | Asia Cement Co. Ltd. | 136795 | 1170544 |
|  | ASIA Holdings Co. Ltd. | 6687 | 1670392 |
|  #\* | Asia Pacific Satellite, Inc. | 20034 | 174749 |
|  # | Asia Paper Manufacturing Co. Ltd. | 209894 | 1086215 |
|  \* | Asiana Airlines, Inc. | 65155 | 402694 |
|  # | Atec Co. Ltd. | 28831 | 225224 |
|  | Atinum Investment Co. Ltd. | 241130 | 429449 |
|  # | ATON, Inc. | 32411 | 152013 |
|  # | Avaco Co. Ltd. | 37932 | 416452 |
|  # | Avatec Co. Ltd. | 20074 | 128990 |
|  # | Baiksan Co. Ltd. | 100615 | 951229 |
|  # | BGF Co. Ltd. | 229686 | 612881 |
|  # | BGF retail Co. Ltd. | 33806 | 2456341 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) |  |  |
|  | BGFecomaterials Co. Ltd. | 76331 | $153119 |
|  # | BH Co. Ltd. | 203920 | 2619809 |
|  #\* | BHI Co. Ltd. | 83532 | 2958537 |
|  # | Binggrae Co. Ltd. | 44671 | 2263671 |
|  \* | Bio Fund&C Co. Ltd. | 4598 | 52997 |
|  # | Bio Plus Co. Ltd. | 190704 | 834796 |
|  #\* | Biodyne Co. Ltd. | 76846 | 745744 |
|  \* | Bioneer Corp. | 39607 | 430299 |
|  # | BioNote, Inc. | 58780 | 227054 |
|  \* | BioSmart Co. Ltd. | 36164 | 69790 |
|  | BIT Computer Co. Ltd. | 32598 | 108554 |
|  #\* | BNC Korea Co. Ltd. | 164109 | 583209 |
|  # | BNK Financial Group, Inc. | 981017 | 9496976 |
|  # | Boditech Med, Inc. | 77247 | 735039 |
|  \* | Bohae Brewery Co. Ltd. | 405514 | 123463 |
|  # | Bookook Securities Co. Ltd. | 9766 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;463849 |
|  # | Boryung | 199262 | 1233867 |
|  #\* | Bosung Power Technology Co. Ltd. | 113423 | 423848 |
|  \*†† | Bucket Studio Co. Ltd. | 176492 | 26757 |
|  #\* | Bukwang Pharmaceutical Co. Ltd. | 147095 | 380903 |
|  #\* | Bumhan Fuel Cell Co. Ltd. | 5061 | 124104 |
|  | BYC Co. Ltd. | 7010 | 184595 |
|  # | Byucksan Corp. | 312874 | 382953 |
|  # | C&C International Co. Ltd. | 17848 | 469710 |
|  # | C&G Hi Tech Co. Ltd. | 24695 | 275301 |
|  #\* | Cafe24 Corp. | 81934 | 2056068 |
|  \* | CammSys Corp. | 232126 | 113848 |
|  # | Cape Industries Ltd. | 123700 | 1221805 |
|  # | Caregen Co. Ltd. | 82707 | 3760163 |
|  #\* | Celltrion Pharm, Inc. | 35592 | 1590293 |
|  # | Celltrion, Inc. | 143063 | 17609002 |
|  #\* | Chabiotech Co. Ltd. | 58683 | 505891 |
|  | Changhae Ethanol Co. Ltd. | 22808 | 154928 |
|  | Cheil Electric Co. Ltd. | 8055 | 62707 |
|  | Cheil Worldwide, Inc. | 359176 | 5125691 |
|  # | Chemtronics Co. Ltd. | 80307 | 1960487 |
|  #\* | Chemtros Co. Ltd. | 49361 | 141023 |
|  # | Cheryong Electric Co. Ltd. | 60381 | 1640650 |
|  \* | ChinHung International, Inc. | 66150 | 32096 |

---

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**EMERGING MARKETS CORE EQUITY 2 PORTFOLIO** 

**CONTINUED** 

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) |  |  |
|  | Chinyang Holdings Corp. | 117186 | $266795 |
|  # | Chips&Media, Inc. | 41918 | 477835 |
|  #\* | Choil Aluminum Co. Ltd. | 370362 | 346854 |
|  # | Chong Kun Dang Pharmaceutical Corp. | 41657 | 2418190 |
|  | Chongkundang Holdings Corp. | 18475 | 585913 |
|  | Choong Ang Vaccine Laboratory | 20312 | 139213 |
|  #\* | Chorokbaem Media Co. Ltd. | 85628 | 325143 |
|  #\* | Chunbo Co. Ltd. | 11656 | 588384 |
|  \* | CJ Bioscience, Inc. | 11288 | 72558 |
|  #\* | CJ CGV Co. Ltd. | 504725 | 1767929 |
|  # | CJ CheilJedang Corp. | 50127 | 8061509 |
|  # | CJ Corp. | 77620 | 9285573 |
|  \* | CJ ENM Co. Ltd. | 96156 | 4727768 |
|  # | CJ Freshway Corp. | 58587 | 1027031 |
|  # | CJ Logistics Corp. | 58313 | 3366934 |
|  #\* | CJ Seafood Corp. | 77976 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;147105 |
|  # | Classys, Inc. | 64487 | 2226319 |
|  # | CLIO Cosmetics Co. Ltd. | 25048 | 250918 |
|  #\* | CMG Pharmaceutical Co. Ltd. | 291151 | 368413 |
|  \* | CoAsia Corp. | 29968 | 147021 |
|  #\* | Com2uS Holdings Corp. | 27423 | 386369 |
|  # | Com2uSCorp. | 53640 | 1281597 |
|  \* | ContentreeJoongAng Corp. | 22780 | 159514 |
|  # | Coocon Corp. | 11877 | 292643 |
|  #\* | Coreana Cosmetics Co. Ltd. | 51965 | 94449 |
|  \* | Corentec Co. Ltd. | 9509 | 33505 |
|  # | Cosmax, Inc. | 51466 | 7369892 |
|  # | Cosmecca Korea Co. Ltd. | 36441 | 1687917 |
|  #\* | CosmoAM&T Co. Ltd. | 22842 | 886756 |
|  #\* | Cosmochemical Co. Ltd. | 60851 | 822146 |
|  | Coway Co. Ltd. | 63543 | 3973330 |
|  # | Cowintech Co. Ltd. | 43559 | 524001 |
|  | CR Holdings Co. Ltd. | 100156 | 338379 |
|  #\* | Creative & Innovative System | 278343 | 1475253 |
|  # | Creverse, Inc. | 31119 | 280017 |
|  #\* | CrystalGenomics Invites Co. Ltd. | 122602 | 128814 |
|  # | CS Wind Corp. | 85320 | 2605559 |
|  #\* | CTC BIO, Inc. | 33326 | 120306 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) |  |  |
|  #\* | Cube Entertainment, Inc. | 24558 | $251257 |
|  # | Cuckoo Holdings Co. Ltd. | 56781 | 1144151 |
|  # | Cuckoo Homesys Co. Ltd. | 63202 | 1019569 |
|  | Cymechs, Inc. | 25875 | 349550 |
|  \* | D&C Media Co. Ltd. | 2025 | 20069 |
|  # | D.I Corp. | 104038 | 1774782 |
|  \*†† | DA Technology Co. Ltd. | 544765 | 14530 |
|  # | Dae Hwa Pharmaceutical Co. Ltd. | 33963 | 390402 |
|  | Dae Hyun Co. Ltd. | 41603 | 49977 |
|  # | Dae Won Kang Up Co. Ltd. | 263419 | 775756 |
|  #\* | Daea TI Co. Ltd. | 144672 | 410682 |
|  #\* | Daebo Magnetic Co. Ltd. | 7865 | 93020 |
|  # | Daebongls Co. Ltd. | 33376 | 284895 |
|  #\* | Daechang Co. Ltd. | 277674 | 255441 |
|  # | Daechang Forging Co. Ltd. | 61541 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;288250 |
|  # | Daedong Corp. | 138130 | 943186 |
|  # | Daeduck Co. Ltd. | 156659 | 1001654 |
|  # | Daeduck Electronics Co. Ltd. | 177789 | 4711102 |
|  | Daehan Flour Mill Co. Ltd. | 6952 | 675626 |
|  # | Daehan New Pharm Co. Ltd. | 30545 | 140558 |
|  # | Daehan Steel Co. Ltd. | 88641 | 917032 |
|  \* | Daeho AL Co. Ltd. | 29997 | 39348 |
|  #\* | Dae-Il Corp. | 175524 | 607140 |
|  # | Daejoo Electronic Materials Co. Ltd. | 31703 | 1676591 |
|  \* | DaeMyoung Energy Co. Ltd. | 3607 | 53056 |
|  | Daeryuk Can Co. Ltd. | 73845 | 187328 |
|  # | Daesang Corp. | 176173 | 2573918 |
|  # | Daesang Holdings Co. Ltd. | 126994 | 822994 |
|  # | Daesung Energy Co. Ltd. | 48721 | 279996 |
|  #\* | Daesung Industrial Co. Ltd. | 31289 | 87902 |
|  \* | Daesung Private Equity, Inc. | 23583 | 26323 |
|  #\* | Daewon Cable Co. Ltd. | 258520 | 659738 |
|  #\* | Daewon Media Co. Ltd. | 40281 | 230858 |

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**CONTINUED** 

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| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) |  |  |
|  # | Daewon Pharmaceutical Co. Ltd. | 99245 | $906121 |
|  # | Daewon San Up Co. Ltd. | 82221 | 652694 |
|  #\* | Daewoo Engineering & Construction Co. Ltd. | 1315612 | 3450864 |
|  # | Daewoong Co. Ltd. | 127245 | 1930740 |
|  # | Daewoong Pharmaceutical Co. Ltd. | 24471 | 2395319 |
|  | Daeyang Electric Co. Ltd. | 1384 | 29122 |
|  \*†† | Dahaam E-Tec Co. Ltd. | 1420 | 0 |
|  | Daihan Pharmaceutical Co. Ltd. | 34570 | 704564 |
|  # | Daishin Securities Co. Ltd. | 250641 | 5108803 |
|  #\* | Danal Co. Ltd. | 328986 | 1856604 |
|  # | Daol Investment & Securities Co. Ltd. | 309984 | 786566 |
|  # | Daou Data Corp. | 126156 | 1552858 |
|  | Daou Technology, Inc. | 226287 | 6182299 |
|  \* | Dasan Networks, Inc. | 181538 | 416057 |
|  #\* | Dawonsys Co. Ltd. | 95648 | 253786 |
|  # | DB HiTek Co. Ltd. | 228736 | 9396630 |
|  | DB Insurance Co. Ltd. | 281818 | 25049029 |
|  # | DB Securities Co. Ltd. | 254025 | 1800725 |
|  #\* | DB, Inc. | 776991 | 792932 |
|  # | DCM Corp. | 26523 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;218019 |
|  #\* | DE&T Co. Ltd. | 29895 | 132051 |
|  # | Dear U Co. Ltd. | 22760 | 610339 |
|  \* | Dentis Co. Ltd. | 13365 | 43977 |
|  # | Dentium Co. Ltd. | 37945 | 1514936 |
|  # | Deutsch Motors, Inc. | 135672 | 424898 |
|  | Device Co. Ltd. | 31223 | 261100 |
|  \* | Devsisters Co. Ltd. | 7752 | 229881 |
|  #\* | Dexter Studios Co. Ltd. | 29773 | 97845 |
|  # | DI Dong Il Corp. | 92396 | 1171239 |
|  # | Digital Daesung Co. Ltd. | 108716 | 524392 |
|  #\* | DIO Corp. | 26651 | 314007 |
|  # | DIT Corp. | 22629 | 241469 |
|  #\* | DK Tech Co. Ltd. | 37926 | 201969 |
|  \*†† | DKME | 1448610 | 381280 |
|  | DL E&C Co. Ltd. | 211175 | 6317148 |
|  # | DL Holdings Co. Ltd. | 83841 | 2286590 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) |  |  |
|  \* | DMOA Co. Ltd. | 11612 | $48675 |
|  †† | DMS Co. Ltd. | 131021 | 218315 |
|  # | DN Automotive Corp. | 152493 | 2487413 |
|  | DNF Co. Ltd. | 16522 | 173904 |
|  # | Dohwa Engineering Co. Ltd. | 77957 | 333453 |
|  | Dong-A Hwasung Co. Ltd. | 10278 | 45705 |
|  # | Dong-A Socio Holdings Co. Ltd. | 25074 | 1908653 |
|  # | Dong-A ST Co. Ltd. | 23940 | 820780 |
|  | Dong-Ah Geological Engineering Co. Ltd. | 6021 | 60808 |
|  # | Dongbang Transport Logistics Co. Ltd. | 355467 | 692715 |
|  | Dongil Industries Co. Ltd. | 9770 | 268978 |
|  | Dongjin Semichem Co. Ltd. | 174976 | 5228809 |
|  # | Dongkoo Bio & Pharma Co. Ltd. | 86819 | 326955 |
|  # | DongKook Pharmaceutical Co. Ltd. | 154988 | 1921193 |
|  | Dongkuk CM Co. Ltd. | 97921 | 359926 |
|  # | Dongkuk Holdings Co. Ltd. | 98652 | 505616 |
|  | Dongkuk Industries Co. Ltd. | 235708 | 493596 |
|  # | Dongkuk Steel Mill Co. Ltd. | 197204 | 1176348 |
|  #\* | Dongkuk Structures & Construction Co. Ltd. | 119809 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;177224 |
|  # | Dongsuh Cos., Inc. | 54216 | 1026154 |
|  | Dongsung Chemical Co. Ltd. | 264139 | 741282 |
|  # | Dongsung Finetec Co. Ltd. | 95213 | 2121785 |
|  #\* | Dongwha Enterprise Co. Ltd. | 56722 | 394414 |
|  | Dongwha Pharm Co. Ltd. | 134901 | 592323 |
|  # | Dongwon Development Co. Ltd. | 278539 | 506088 |
|  | Dongwon Industries Co. Ltd. | 49778 | 1690151 |
|  # | Dongwon Metal Co. Ltd. | 193755 | 188488 |
|  # | Dongwon Systems Corp. | 28178 | 552817 |

---

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**EMERGING MARKETS CORE EQUITY 2 PORTFOLIO** 

**CONTINUED** 

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) |  |  |
|  | Dongwoon Anatech Co. Ltd. | 93673 | $1102793 |
|  # | Dongyang E&P, Inc. | 47505 | 713125 |
|  # | Doosan Bobcat, Inc. | 310166 | 13093078 |
|  | Doosan Co. Ltd. | 18153 | 11994857 |
|  \* | Doosan Enerbility Co. Ltd. | 220760 | 13663063 |
|  #\* | Doosan Fuel Cell Co. Ltd. | 84174 | 2513664 |
|  # | Doosan Tesna, Inc. | 62085 | 2176351 |
|  # | DoubleUGames Co. Ltd. | 98692 | 3472578 |
|  # | Douzone Bizon Co. Ltd. | 77556 | 4844559 |
|  #\* | Dream Security Co. Ltd. | 205854 | 481055 |
|  # | Dreamtech Co. Ltd. | 207828 | 931141 |
|  \* | DRTECH Corp. | 86895 | 120697 |
|  #\* | DS Dansuk Co. Ltd. | 9381 | 132754 |
|  # | DSC Investment, Inc. | 19121 | 98762 |
|  \* | DSK Co. Ltd. | 54490 | 299208 |
|  \* | Duchembio Co. Ltd. | 2940 | 18878 |
|  #\* | Duk San Neolux Co. Ltd. | 48214 | 1420694 |
|  #\* | Duksan Hi-Metal Co. Ltd. | 75610 | 350069 |
|  #\* | Duksan Techopia Co. Ltd. | 14836 | 215903 |
|  | Dukshinepc Co. Ltd. | 37803 | 34758 |
|  # | Duksung Co. Ltd. | 44523 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;160237 |
|  | DY Corp. | 100870 | 299196 |
|  | DY Deokyang Co. Ltd. | 59341 | 97363 |
|  # | DY POWER Corp. | 54906 | 492711 |
|  \* | DYPNF Co. Ltd. | 1282 | 12543 |
|  # | E1 Corp. | 4892 | 256580 |
|  # | Easy Bio, Inc. | 77288 | 318471 |
|  # | Easy Holdings Co. Ltd. | 260737 | 690807 |
|  # | Echo Marketing, Inc. | 83899 | 681140 |
|  # | Ecoplastic Corp. | 196139 | 444249 |
|  #\* | Ecopro BM Co. Ltd. | 58353 | 6529245 |
|  # | Ecopro Co. Ltd. | 76313 | 4699495 |
|  # | Ecopro HN Co. Ltd. | 12299 | 238912 |
|  # | e-Credible Co. Ltd. | 16746 | 194235 |
|  # | Elentec Co. Ltd. | 104600 | 666769 |
|  # | E-MART, Inc. | 68022 | 3445559 |
|  #\* | EMKOREA Co. Ltd. | 119651 | 183835 |
|  #\* | EMRO, Inc. | 21330 | 665065 |
|  #\* | EM-Tech Co. Ltd. | 61742 | 403606 |
|  #\* | Enchem Co. Ltd. | 8658 | 519960 |
|  # | ENF Technology Co. Ltd. | 86961 | 3015472 |
|  \* | Envioneer Co. Ltd. | 3584 | 36206 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) |  |  |
|  #\* | Enzychem Lifesciences Corp. | 439461 | $313502 |
|  # | Eo Technics Co. Ltd. | 12201 | 2006668 |
|  #\* | Eubiologics Co. Ltd. | 135663 | 1174487 |
|  # | Eugene Corp. | 323955 | 760091 |
|  | Eugene Investment & Securities Co. Ltd. | 501163 | 1309102 |
|  # | Eugene Technology Co. Ltd. | 39552 | 2622310 |
|  # | Eusu Holdings Co. Ltd. | 87518 | 346175 |
|  #\* | EV Advanced Material Co. Ltd. | 235173 | 288194 |
|  #\* | Everybot, Inc. | 8856 | 129397 |
|  \* | E-World | 207599 | 205275 |
|  #\* | Exem Co. Ltd. | 146942 | 222984 |
|  # | Exicon Co. Ltd. | 30873 | 345732 |
|  # | F&F Co. Ltd. | 76663 | 3295890 |
|  # | F&F Holdings Co. Ltd. | 18853 | 233087 |
|  # | FarmStory Co. Ltd. | 416589 | 350123 |
|  #\* | Fine M-Tec Co. Ltd. | 84695 | 517036 |
|  #\* | Fine Semitech Corp. | 41746 | 1069365 |
|  #\* | Firstec Co. Ltd. | 71326 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;231441 |
|  \*†† | Flask Co. Ltd. | 36325 | 22640 |
|  #\* | Foosung Co. Ltd. | 190432 | 1185694 |
|  # | Fursys, Inc. | 12961 | 413742 |
|  #\* | G2Power Co. Ltd. | 21606 | 130925 |
|  # | Gabia, Inc. | 59622 | 1132395 |
|  #\* | GAEASOFT | 81836 | 401794 |
|  # | Galaxia Moneytree Co. Ltd. | 55411 | 367639 |
|  #\* | GAMSUNG Corp. Co. Ltd. | 373630 | 1328334 |
|  #\* | Gaon Cable Co. Ltd. | 24046 | 1410034 |
|  #\* | Gaonchips Co. Ltd. | 11842 | 439475 |
|  #\* | GC Cell Corp. | 48570 | 781233 |
|  #\* | GeneOne Life Science, Inc. | 251123 | 370370 |
|  \* | Genexine, Inc. | 145481 | 528684 |
|  \* | Genic Co. Ltd. | 3724 | 56070 |
|  \* | Genohco, Inc. | 6154 | 74428 |
|  | Genoray Co. Ltd. | 26427 | 88375 |
|  | Geumhwa PSC Co. Ltd. | 18966 | 422949 |
|  \* | Giantstep, Inc. | 12836 | 45569 |
|  # | Global Standard Technology Co. Ltd. | 137330 | 2473222 |
|  #\* | Global Tax Free Co. Ltd. | 179595 | 709527 |
|  \* | GnBS eco Co. Ltd. | 59807 | 121533 |
|  # | GnCenergy Co. Ltd. | 42135 | 1196853 |
|  # | GOLFZON Co. Ltd. | 36421 | 1516453 |

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**EMERGING MARKETS CORE EQUITY 2 PORTFOLIO** 

**CONTINUED** 

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) |  |  |
|  # | Golfzon Holdings Co. Ltd. | 131602 | $489309 |
|  | Gradiant Corp. | 60419 | 540538 |
|  # | Grand Korea Leisure Co. Ltd. | 164912 | 1791373 |
|  # | Green Cross Corp. | 25112 | 2282033 |
|  # | Green Cross Holdings Corp. | 126248 | 1395152 |
|  \*†† | Green Pine Tree Co. Ltd. | 5152 | 4068 |
|  # | GS Engineering & Construction Corp. | 425191 | 5568603 |
|  # | GS Global Corp. | 330057 | 568080 |
|  # | GS Holdings Corp. (078930 KS) | 266499 | 8957434 |
|  #\* | GS P&L Co. Ltd. | 48714 | 1309351 |
|  # | GS Retail Co. Ltd. | 223974 | 2783708 |
|  # | Gwangju Shinsegae Co. Ltd. | 19288 | 408018 |
|  # | HAESUNG DS Co. Ltd. | 80140 | 2888808 |
|  | Haesung Industrial Co. Ltd. | 91361 | 470929 |
|  # | Haitai Confectionery & Foods Co. Ltd. | 17577 | 77863 |
|  # | Han Kuk Carbon Co. Ltd. | 166710 | 4280476 |
|  | Hana Financial Group, Inc. | 1067174 | 63932844 |
|  # | Hana Materials, Inc. | 42975 | 1234362 |
|  # | Hana Micron, Inc. | 305097 | 6255350 |
|  | Hana Pharm Co. Ltd. | 32984 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;266386 |
|  \* | Hana Technology Co. Ltd. | 7500 | 158646 |
|  # | Hana Tour Service, Inc. | 64500 | 2155458 |
|  #\* | Hanall Biopharma Co. Ltd. | 11545 | 334774 |
|  \* | Hancom WITH, Inc. | 11952 | 33072 |
|  # | Hancom, Inc. | 96877 | 1683322 |
|  | Handsome Co. Ltd. | 66938 | 688911 |
|  # | Hanil Cement Co. Ltd. | 167873 | 2078840 |
|  # | Hanil Feed Co. Ltd. | 144738 | 325682 |
|  | Hanil Holdings Co. Ltd. | 90780 | 1030876 |
|  | Hanil Hyundai Cement Co. Ltd. | 12305 | 155545 |
|  | Hanjin Heavy Industries &<br>Construction Holdings Co. Ltd. | 21557 | 74314 |
|  # | Hanjin Kal Corp. | 16168 | 1186647 |
|  # | Hanjin Logistics Corp. | 54934 | 770615 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) |  |  |
|  \* | HanJung Natural Connectivity System Co. Ltd. | 1104 | $35576 |
|  #\* | Hankook Cosmetics Co. Ltd. | 16871 | 144145 |
|  # | Hankook Cosmetics Manufacturing Co. Ltd. | 4785 | 180893 |
|  | Hankook Shell Oil Co. Ltd. | 3654 | 1129757 |
|  # | Hankook Tire & Technology Co. Ltd. | 400532 | 13004274 |
|  # | Hanmi Pharm Co. Ltd. | 22090 | 6573900 |
|  # | Hanmi Science Co. Ltd. | 35933 | 991644 |
|  # | Hanmi Semiconductor Co. Ltd. | 118990 | 11899296 |
|  # | HanmiGlobal Co. Ltd. | 57057 | 814697 |
|  # | Hannong Chemicals, Inc. | 26690 | 294745 |
|  #\* | Hanon Systems | 837105 | 2557569 |
|  \* | Hans Biomed Corp. | 3281 | 61826 |
|  # | Hansae Co. Ltd. | 92450 | 684780 |
|  | Hansae Yes24 Holdings Co. Ltd. | 38483 | 113052 |
|  | Hanshin Construction Co. Ltd. | 6995 | 37137 |
|  # | Hanshin Machinery Co. | 74173 | 178533 |
|  # | Hansol Chemical Co. Ltd. | 43603 | 7085729 |
|  | Hansol Holdings Co. Ltd. | 205851 | 436042 |
|  #\* | Hansol IONES Co. Ltd. | 63983 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;591232 |
|  # | Hansol Paper Co. Ltd. | 113526 | 647410 |
|  | Hansol Technics Co. Ltd. | 207162 | 945012 |
|  # | Hanssem Co. Ltd. | 24842 | 809685 |
|  | Hanwha Aerospace Co. Ltd. | 69104 | 47400134 |
|  # | Hanwha Corp. | 33459 | 2237877 |
|  \* | Hanwha Engine | 156664 | 5427945 |
|  \* | Hanwha Galleria Corp. | 51843 | 38934 |
|  \* | Hanwha General Insurance Co. Ltd. | 248988 | 945483 |
|  #\* | Hanwha Investment & Securities Co. Ltd. | 643006 | 2406121 |

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**EMERGING MARKETS CORE EQUITY 2 PORTFOLIO** 

**CONTINUED** 

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) |  |  |
|  #\* | Hanwha Life Insurance Co. Ltd. | 1480339 | $3143281 |
|  \* | Hanwha Ocean Co. Ltd. | 25063 | 2415847 |
|  # | Hanwha Solutions Corp. | 368883 | 7887253 |
|  # | Hanwha Systems Co. Ltd. | 125260 | 5258650 |
|  #\* | Hanwha Vision Co. Ltd. | 103125 | 3628820 |
|  #\* | Hanyang Digitech Co. Ltd. | 28484 | 454109 |
|  # | Hanyang Eng Co. Ltd. | 91976 | 1299610 |
|  | Hanyang Securities Co. Ltd. | 53559 | 713419 |
|  #\* | Harim Co. Ltd. | 531512 | 1074006 |
|  # | Harim Holdings Co. Ltd. | 377598 | 1957049 |
|  # | HB SOLUTION Co. Ltd. | 235237 | 419441 |
|  # | HB Technology Co. Ltd. | 466760 | 648935 |
|  | HC BoKwang Industry Co. Ltd. | 16312 | 32301 |
|  | HC HomeCenter Co. Ltd. | 524309 | 257489 |
|  | HD Hyundai Co. Ltd. | 227855 | 32727519 |
|  # | HD Hyundai Construction Equipment Co. Ltd. | 93006 | 6514907 |
|  | HD Hyundai Electric Co. Ltd. | 58843 | 35749834 |
|  #\* | HD Hyundai Energy Solutions Co. Ltd. | 22338 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;887436 |
|  | HD Hyundai Heavy Industries Co. Ltd. | 11514 | 4848778 |
|  | HD Hyundai Infracore Co. Ltd. | 1014990 | 10828793 |
|  | HD Hyundai Mipo | 17859 | 3025176 |
|  | HD Korea Shipbuilding & Offshore Engineering Co. Ltd. | 76925 | 25568373 |
|  # | HDC Holdings Co. Ltd. | 176861 | 2282343 |
|  | HDC Hyundai Development Co-Engineering & Construction | 267874 | 3618385 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) |  |  |
|  | HDC Hyundai Engineering Plastics Co. Ltd. | 37500 | $101195 |
|  | HDCLabs Co. Ltd. | 5691 | 32611 |
|  \* | HD-Hyundai Marine Engine | 59796 | 4161521 |
|  # | Hecto Financial Co. Ltd. | 24589 | 280435 |
|  # | Hecto Innovation Co. Ltd. | 52220 | 592351 |
|  #\* | Helixmith Co. Ltd. | 133968 | 497742 |
|  #\* | Heung-A Shipping Co. Ltd. | 336219 | 410535 |
|  \* | Heungkuk Fire & Marine Insurance Co. Ltd. | 12541 | 32865 |
|  #\* | HFR, Inc. | 26384 | 317662 |
|  | High Tech Pharm Co. Ltd. | 3893 | 34308 |
|  \*†† | Hironic Co. Ltd. | 11686 | 15658 |
|  # | Hite Jinro Co. Ltd. | 223010 | 2944658 |
|  # | Hitejinro Holdings Co. Ltd. | 51470 | 350213 |
|  #\* | HJ Shipbuilding & Construction Co. Ltd. | 75838 | 1498052 |
|  # | HK inno N Corp. | 89143 | 3087393 |
|  \* | HL D&I Halla Corp. | 25680 | 43361 |
|  # | HL Holdings Corp. | 37078 | 1052857 |
|  # | HL Mando Co. Ltd. | 295489 | 7967031 |
|  #\* | HLB Biostep Co. Ltd. | 134341 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;115872 |
|  \* | HLB Global Co. Ltd. | 12524 | 18218 |
|  #\* | Hlb Pharma Ceutical Co. Ltd. | 11350 | 122221 |
|  \* | HLB, Inc. | 56968 | 1938955 |
|  # | HMM Co. Ltd. | 757193 | 10902629 |
|  \* | Homecast Co. Ltd. | 50710 | 74707 |
|  #\* | Hotel Shilla Co. Ltd. | 93443 | 3186376 |
|  # | HPSP Co. Ltd. | 61451 | 1481938 |
|  | HS Hwasung Co. Ltd. | 33666 | 238158 |
|  # | HS Hyosung Advanced Materials Corp. | 17539 | 2275712 |
|  #\* | HS Hyosung Corp. | 10701 | 436113 |
|  # | HS Industries Co. Ltd. | 275545 | 770458 |
|  #\* | Hugel, Inc. | 18915 | 3470653 |
|  #\* | Humasis Co. Ltd. | 308993 | 264984 |
|  # | Humedix Co. Ltd. | 34240 | 1205042 |
|  # | Huons Co. Ltd. | 49209 | 1008607 |
|  # | Huons Global Co. Ltd. | 52312 | 1999525 |
|  # | Husteel Co. Ltd. | 236855 | 680162 |
|  \* | Huvis Corp. | 129579 | 242174 |

---

602

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##### [**Table of Contents**](#toc)
**EMERGING MARKETS CORE EQUITY 2 PORTFOLIO** 

**CONTINUED** 

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) |  |  |
|  | Huvitz Co. Ltd. | 53082 | $307032 |
|  # | Hwa Shin Co. Ltd. | 177546 | 1094416 |
|  #\* | Hwail Pharm Co. Ltd. | 211966 | 164289 |
|  | Hwangkum Steel & Technology Co. Ltd. | 59983 | 237223 |
|  # | Hwaseung Enterprise Co. Ltd. | 75457 | 269503 |
|  # | HYBE Co. Ltd. | 22088 | 5276323 |
|  # | Hy-Lok Corp. | 63254 | 1648913 |
|  # | Hyosung Corp. | 44956 | 3988115 |
|  | Hyosung Heavy Industries Corp. | 20326 | 30319061 |
|  # | Hyosung TNC Corp. | 22897 | 3337871 |
|  | HyosungITX Co. Ltd. | 718 | 6353 |
|  | Hyundai Autoever Corp. | 22666 | 3226013 |
|  # | Hyundai Bioland Co. Ltd. | 105161 | 326766 |
|  # | Hyundai BNG Steel Co. Ltd. | 68695 | 540142 |
|  # | HYUNDAI Corp. | 57954 | 862243 |
|  | Hyundai Corp. Holdings, Inc. | 28838 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;237688 |
|  # | Hyundai Department Store Co. Ltd. | 101324 | 5740164 |
|  # | Hyundai Elevator Co. Ltd. | 91697 | 4860291 |
|  # | Hyundai Engineering & Construction Co. Ltd. | 269019 | 13217611 |
|  | HYUNDAI EVERDIGM Corp. | 10873 | 59043 |
|  # | Hyundai Ezwel Co. Ltd. | 36568 | 135192 |
|  | Hyundai Futurenet Co. Ltd. | 184793 | 412029 |
|  # | Hyundai GF Holdings | 338856 | 1850725 |
|  | Hyundai Glovis Co. Ltd. | 193833 | 25617766 |
|  # | Hyundai Green Food | 85450 | 902439 |
|  | Hyundai Home Shopping Network Corp. | 19864 | 732964 |
|  | Hyundai Hyms Co. Ltd. | 3964 | 63030 |
|  # | Hyundai Livart Furniture Co. Ltd. | 86464 | 400738 |
|  #\* | Hyundai Marine & Fire Insurance Co. Ltd. | 395841 | 7574078 |
|  | Hyundai Mobis Co. Ltd. | 103028 | 22783345 |
|  | Hyundai Motor Co. | 509049 | 103229706 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) |  |  |
|  # | Hyundai Motor Securities Co. Ltd. | 229036 | $1400711 |
|  # | Hyundai Movex Co. Ltd. | 67760 | 479632 |
|  # | Hyundai Pharmaceutical Co. Ltd. | 45478 | 117768 |
|  # | Hyundai Rotem Co. Ltd. | 236944 | 38281016 |
|  | Hyundai Steel Co. | 291064 | 6724459 |
|  # | HyVision System, Inc. | 85016 | 963910 |
|  # | i3system, Inc. | 23713 | 1287531 |
|  \* | Icure Pharm, Inc. | 78236 | 119159 |
|  # | iFamilySC Co. Ltd. | 55151 | 686723 |
|  \* | Il Dong Pharmaceutical Co. Ltd. | 10373 | 170927 |
|  # | Iljin Diamond Co. Ltd. | 23010 | 225561 |
|  # | Iljin Electric Co. Ltd. | 89685 | 3605167 |
|  | Iljin Holdings Co. Ltd. | 107525 | 527806 |
|  #\* | Iljin Hysolus Co. Ltd. | 15390 | 206426 |
|  # | Iljin Power Co. Ltd. | 32263 | 250267 |
|  | Ilshin Spinning Co. Ltd. | 97180 | 820186 |
|  #\* | Ilshin Stone Co. Ltd. | 114355 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;142086 |
|  # | Ilyang Pharmaceutical Co. Ltd. | 68616 | 628488 |
|  | iM Financial Group Co. Ltd. | 1038179 | 9632401 |
|  | iMarketKorea, Inc. | 130100 | 715796 |
|  # | InBody Co. Ltd. | 69008 | 1388848 |
|  | Incar Financial Service Co. Ltd. | 28433 | 238710 |
|  | Incross Co. Ltd. | 7621 | 36511 |
|  # | Industrial Bank of Korea | 1126072 | 15260484 |
|  # | Infinitt Healthcare Co. Ltd. | 35454 | 145822 |
|  | Inhwa Precision Co. Ltd. | 1376 | 57815 |
|  # | Innocean Worldwide, Inc. | 167936 | 2019993 |
|  | InnoWireless Co. Ltd. | 24004 | 393580 |
|  # | Innox Advanced Materials Co. Ltd. | 112236 | 1935345 |
|  #\* | Insun ENT Co. Ltd. | 124952 | 368252 |
|  #\* | Insung Information Co. Ltd. | 31708 | 40632 |
|  # | Intellian Technologies, Inc. | 17587 | 556779 |
|  # | Intelligent Digital Integrated Security Co. Ltd. | 33137 | 417726 |
|  #\* | Interflex Co. Ltd. | 103556 | 670402 |

---

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**EMERGING MARKETS CORE EQUITY 2 PORTFOLIO** 

**CONTINUED** 

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) |  |  |
|  # | Interojo Co. Ltd. | 28936 | $347581 |
|  # | INTOPS Co. Ltd. | 96905 | 1098057 |
|  # | iNtRON Biotechnology, Inc. | 57427 | 133705 |
|  | INVENI Co. Ltd. | 8498 | 369329 |
|  # | Inzi Controls Co. Ltd. | 34650 | 147040 |
|  | IS Dongseo Co. Ltd. | 104045 | 1355824 |
|  # | ISC Co. Ltd. | 30490 | 1693519 |
|  # | i-SENS, Inc. | 59097 | 716984 |
|  #\* | ISU Abxis Co. Ltd. | 37587 | 128958 |
|  \* | ISU Chemical Co. Ltd. | 53611 | 400509 |
|  #\* | ISU Specialty Chemical | 64675 | 2507335 |
|  | IsuPetasys Co. Ltd. | 256587 | 20351057 |
|  \* | Itcencts Co. Ltd. | 211665 | 82199 |
|  #\* | Itcenglobal Co. Ltd. | 43295 | 567224 |
|  #\* | ITEK, Inc. | 97485 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;415202 |
|  #\* | ITM Semiconductor Co. Ltd. | 17741 | 149054 |
|  #\* | Jahwa Electronics Co. Ltd. | 118527 | 1800252 |
|  | JASTECH Ltd. | 33641 | 76577 |
|  # | JB Financial Group Co. Ltd. | 878584 | 13832207 |
|  \* | Jeil Pharmaceutical Co. Ltd. | 16721 | 168830 |
|  \* | Jeju Air Co. Ltd. | 179700 | 719528 |
|  #\* | Jeju Semiconductor Corp. | 117168 | 1680255 |
|  \* | JETEMA Co. Ltd. | 6918 | 28182 |
|  \* | Jin Air Co. Ltd. | 33420 | 168947 |
|  # | Jinsung T.E.C | 85358 | 781645 |
|  # | JLS Co. Ltd. | 51894 | 226894 |
|  # | JNK Global Co. Ltd. | 86259 | 268084 |
|  #\* | JNTC Co. Ltd. | 94753 | 1793623 |
|  \* | JoyCity Corp. | 74285 | 97730 |
|  | Jungdawn Co. Ltd. | 43919 | 80874 |
|  # | Jusung Engineering Co. Ltd. | 145037 | 3108973 |
|  | JVM Co. Ltd. | 33800 | 661764 |
|  | JW Holdings Corp. | 202318 | 461568 |
|  | JW Life Science Corp. | 56513 | 533100 |
|  # | JW Pharmaceutical Corp. | 71335 | 1174535 |
|  \* | JW Shinyak Corp. | 29053 | 28345 |
|  # | JYP Entertainment Corp. | 118919 | 6742526 |
|  # | K Car Co. Ltd. | 29787 | 316654 |
|  # | K Ensol Co. Ltd. | 39040 | 313423 |
|  | Kakao Corp. | 120594 | 5496036 |
|  #\* | Kakao Games Corp. | 154530 | 1742824 |
|  # | KakaoBank Corp. | 213225 | 3456111 |
|  \* | Kakaopay Corp. | 15900 | 582146 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) |  |  |
|  \*†† | Kanglim Co. Ltd. | 55665 | $44305 |
|  # | Kangnam Jevisco Co. Ltd. | 45411 | 391439 |
|  \* | Kangstem Biotech Co. Ltd. | 74452 | 75180 |
|  #\* | Kangwon Energy Co. Ltd. | 41085 | 462110 |
|  | Kangwon Land, Inc. | 269881 | 3195159 |
|  \* | KAON Group Co. Ltd. | 67138 | 196389 |
|  | KB Financial Group, Inc. (105560 KS) | 1155887 | 94359176 |
|  | KB Financial Group, Inc. (KB US), ADR | 367901 | 29954499 |
|  \* | KBI Dongyang Steel Pipe Co. Ltd. | 230895 | 390626 |
|  | KC Co. Ltd. | 56156 | 1026751 |
|  # | KC Tech Co. Ltd. | 61782 | 1654509 |
|  # | KCC Corp. | 21338 | 6570783 |
|  # | KCC Glass Corp. | 59189 | 1077614 |
|  # | KCTC | 188573 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;714860 |
|  #\* | KEC Corp. | 1074109 | 584587 |
|  #\* | Keeps Biopharma, Inc. | 21250 | 135638 |
|  #\* | Kencoa Aerospace Co. | 23108 | 188328 |
|  # | KEPCO Engineering & Construction Co., Inc. | 15535 | 1108228 |
|  # | KEPCO Plant Service & Engineering Co. Ltd. | 157136 | 5573704 |
|  #\* | KEYEAST Co. Ltd. | 39205 | 131751 |
|  | KG Chemical Corp. | 284558 | 971094 |
|  # | KG Dongbusteel | 261336 | 998384 |
|  # | KG Eco Solution Co. Ltd. | 145311 | 577415 |
|  \* | KG Mobility Co. | 371002 | 992065 |
|  # | Kginicis Co. Ltd. | 118702 | 854209 |
|  # | KGMobilians Co. Ltd. | 120028 | 415709 |
|  # | KH Vatec Co. Ltd. | 136004 | 1195388 |
|  # | Kia Corp. | 1141175 | 95720140 |
|  #\* | KidariStudio, Inc. | 55492 | 149147 |
|  | KINX, Inc. | 15242 | 994012 |
|  # | KISCO Corp. | 102472 | 720154 |
|  # | KISCO Holdings Co. Ltd. | 49059 | 881062 |
|  | KISWIRE Ltd. | 70424 | 882285 |
|  # | KIWOOM Securities Co. Ltd. | 85133 | 17683232 |
|  # | KL-Net Corp. | 101819 | 200087 |
|  \* | KMW Co. Ltd. | 45897 | 546656 |
|  #\* | KNJ Co. Ltd. | 26799 | 489297 |
|  \* | KoBioLabs, Inc. | 7867 | 27774 |

---

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**EMERGING MARKETS CORE EQUITY 2 PORTFOLIO** 

**CONTINUED** 

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) |  |  |
|  # | Koh Young Technology, Inc. | 168805 | $1967367 |
|  # | Kolmar BNH Co. Ltd. | 39068 | 380122 |
|  # | Kolmar Holdings Co. Ltd. | 100765 | 780672 |
|  # | Kolmar Korea Co. Ltd. | 84600 | 4566560 |
|  # | Kolon Corp. | 44406 | 1355471 |
|  # | Kolon Enp, Inc. | 90769 | 493818 |
|  # | Kolon Industries, Inc. | 130465 | 3253251 |
|  #\* | Kolon Life Science, Inc. | 10221 | 235213 |
|  | Komelon Corp. | 7669 | 56617 |
|  | KoMiCo Ltd. | 10969 | 847332 |
|  \* | Komipharm International Co. Ltd. | 18068 | 76594 |
|  # | KONA I Co. Ltd. | 37585 | 1242594 |
|  # | Korea Aerospace Industries Ltd. | 197067 | 14277897 |
|  | Korea Alcohol Industrial Co. Ltd. | 94422 | 618960 |
|  # | Korea Asset In Trust Co. Ltd. | 417191 | 648329 |
|  | Korea Cast Iron Pipe Industries Co. Ltd. | 73562 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;345753 |
|  #\* | Korea Circuit Co. Ltd. | 77047 | 1111271 |
|  | Korea District Heating Corp. | 10906 | 731531 |
|  | Korea Electric Power Corp. (015760 KS) | 240707 | 7205330 |
|  | Korea Electric Power Corp. (KEP US), Sponsored ADR | 326264 | 4916798 |
|  # | Korea Electric Terminal Co. Ltd. | 49887 | 2163329 |
|  # | Korea Electronic Certification Authority, Inc. | 42687 | 111516 |
|  # | Korea Electronic Power Industrial Development Co. Ltd. | 74156 | 638876 |
|  | Korea Export Packaging Industrial Co. Ltd. | 92420 | 186467 |
|  # | Korea Fuel-Tech Corp. | 173033 | 726641 |
|  | Korea Gas Corp. | 89854 | 2627014 |
|  #\* | Korea Information & Communications Co. Ltd. | 90907 | 518282 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) |  |  |
|  | Korea Information Certificate Authority, Inc. | 101083 | $439598 |
|  | Korea Investment Holdings Co. Ltd. | 184512 | 23524517 |
|  #\* | Korea Line Corp. | 1210170 | 1593596 |
|  # | Korea Movenex Co. Ltd. | 120776 | 336288 |
|  # | Korea Petrochemical Ind Co. Ltd. | 24973 | 2291706 |
|  # | Korea Petroleum Industries Co. | 48470 | 472848 |
|  | Korea Ratings Corp. | 5809 | 399604 |
|  | Korea Real Estate Investment & Trust Co. Ltd. | 1221498 | 1120159 |
|  | Korea United Pharm, Inc. | 68387 | 911915 |
|  | Korean Air Lines Co. Ltd. | 903435 | 14019712 |
|  | Korean Reinsurance Co. | 1176327 | 8753479 |
|  # | Kortek Corp. | 46854 | 282826 |
|  | Koryo Credit Information Co. Ltd. | 9684 | 71005 |
|  #\* | KOSES Co. Ltd. | 20024 | 404847 |
|  | KPX Chemical Co. Ltd. | 12715 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;427043 |
|  #\* | Krafton, Inc. | 72256 | 13984970 |
|  # | KSS LINE Ltd. | 158019 | 1024457 |
|  \* | Kt alpha Co. Ltd. | 54630 | 206588 |
|  | KT Corp. (030200 KS) | 35348 | 1217582 |
|  | KT Corp. (KT US), Sponsored ADR | 199398 | 3698833 |
|  \* | KT Genie Music Corp. | 29512 | 39078 |
|  # | KT Nasmedia Co. Ltd. | 10942 | 102004 |
|  | KT Skylife Co. Ltd. | 196016 | 688745 |
|  | KT&G Corp. | 233930 | 22015575 |
|  | KTCS Corp. | 236202 | 483315 |
|  | Kukbo Design Co. Ltd. | 14650 | 208778 |
|  | Kukdong Oil & Chemicals Co. Ltd. | 96066 | 222476 |
|  \*†† | Kuk-il Paper Manufacturing Co. Ltd. | 231940 | 62024 |
|  # | Kukje Pharma Co. Ltd. | 30774 | 92058 |

---

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**EMERGING MARKETS CORE EQUITY 2 PORTFOLIO** 

**CONTINUED** 

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) |  |  |
|  # | Kukjeon Pharmaceutical Co. Ltd. | 32907 | $83571 |
|  #\*†† | Kum Yang Co. Ltd. | 18916 | 49296 |
|  #\* | Kumho HT, Inc. | 895534 | 358840 |
|  # | Kumho Petrochemical Co. Ltd. | 86975 | 7069735 |
|  #\* | Kumho Tire Co., Inc. | 786285 | 2601579 |
|  #\* | KUMHOE&C Co. Ltd. | 140791 | 337513 |
|  # | Kumkang Kind Co. Ltd. | 107980 | 424968 |
|  # | Kwang Dong Pharmaceutical Co. Ltd. | 224136 | 897737 |
|  \* | Kwangmu Co. Ltd. | 70728 | 112382 |
|  | KX Innovation Co. Ltd. | 119777 | 320127 |
|  # | Kyeryong Construction Industrial Co. Ltd. | 54145 | 653395 |
|  # | Kyobo Securities Co. Ltd. | 123871 | 818200 |
|  # | Kyochon F&B Co. Ltd. | 83242 | 245871 |
|  | Kyongbo Pharmaceutical Co. Ltd. | 32962 | 136450 |
|  # | Kyung Dong Navien Co. Ltd. | 46869 | 2319376 |
|  # | Kyungbang Co. Ltd. | 55402 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;259276 |
|  | KyungDong City Gas Co. Ltd. | 16222 | 233328 |
|  # | KyungDong Invest Co. Ltd. | 3317 | 123363 |
|  | Kyungdong Pharm Co. Ltd. | 103892 | 414291 |
|  | Kyung-In Synthetic Corp. | 230094 | 472691 |
|  | KZ Precision Corp. | 63997 | 674962 |
|  # | L&C Bio Co. Ltd. | 33179 | 1225242 |
|  #\* | L&F Co. Ltd. | 4524 | 386233 |
|  #\* | L&K Biomed Co. Ltd. | 34222 | 216756 |
|  #\* | LabGenomics Co. Ltd. | 346208 | 535335 |
|  # | Lake Materials Co. Ltd. | 193665 | 1982237 |
|  #\* | LB Semicon, Inc. | 62869 | 218804 |
|  # | LEADCORP, Inc. | 107465 | 286703 |
|  # | Lee Ku Industrial Co. Ltd. | 161966 | 559997 |
|  # | LEENO Industrial, Inc. | 194895 | 7844578 |
|  | LF Corp. | 117579 | 1506414 |
|  # | LG Chem Ltd. | 154050 | 42848723 |
|  | LG Corp. | 190776 | 10729411 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) |  |  |
|  #\* | LG Display Co. Ltd. (034220 KS) | 1542091 | $15765779 |
|  \* | LG Display Co. Ltd. (LPL US), ADR | 345392 | 1730414 |
|  # | LG Electronics, Inc. | 564673 | 34633213 |
|  #\* | LG Energy Solution Ltd. | 26106 | 8642310 |
|  # | LG H&H Co. Ltd. | 30086 | 5998608 |
|  \* | LG HelloVision Co. Ltd. | 436983 | 747658 |
|  # | LG Innotek Co. Ltd. | 82150 | 13858080 |
|  | LG Uplus Corp. | 1340553 | 14329971 |
|  | LIG Nex1 Co. Ltd. | 54930 | 20003872 |
|  #\* | LigaChem Biosciences, Inc. | 11749 | 1204797 |
|  #\* | LOT Vacuum Co. Ltd. | 70046 | 639708 |
|  # | Lotte Chemical Corp. | 58104 | 2878444 |
|  # | Lotte Chilsung Beverage Co. Ltd. | 37116 | 3001529 |
|  # | Lotte Corp. | 96966 | 1985873 |
|  #\* | Lotte Data Communication Co. | 42531 | 618315 |
|  #\* | Lotte Energy Materials Corp. | 103598 | 1884211 |
|  # | LOTTE Fine Chemical Co. Ltd. | 113201 | 3617336 |
|  | LOTTE Himart Co. Ltd. | 64713 | 347062 |
|  #\* | Lotte Non-Life Insurance Co. Ltd. | 339000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;451070 |
|  # | Lotte Rental Co. Ltd. | 90309 | 1855469 |
|  | Lotte Shopping Co. Ltd. | 37994 | 1733822 |
|  # | Lotte Wellfood Co. Ltd. | 19976 | 1596714 |
|  | LS Corp. | 90805 | 13233368 |
|  # | LS Eco Energy Ltd. | 52587 | 1693942 |
|  | LS Electric Co. Ltd. | 65927 | 20012775 |
|  # | LS Marine Solution Co. Ltd. | 71165 | 1436902 |
|  \* | LS Materials Ltd. | 6649 | 62380 |
|  | LS SECURITIES Co. Ltd. | 47004 | 180903 |
|  # | LTC Co. Ltd. | 16960 | 250234 |
|  #\* | LVMC Holdings | 659018 | 766156 |
|  | LX Hausys Ltd. | 54494 | 1075009 |
|  # | LX Holdings Corp. | 307043 | 1756286 |
|  # | LX International Corp. | 280471 | 5925905 |
|  # | LX Semicon Co. Ltd. | 86327 | 3462364 |
|  # | M.I.Tech Co. Ltd. | 63758 | 275346 |
|  \* | M2N Co. Ltd. | 67879 | 89344 |
|  # | Macquarie Korea Infrastructure Fund | 1173738 | 9052201 |
|  | Macrogen, Inc. | 29845 | 317112 |

---

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**EMERGING MARKETS CORE EQUITY 2 PORTFOLIO** 

**CONTINUED** 

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) |  |  |
|  # | Maeil Dairies Co. Ltd. | 31306 | $760997 |
|  #\* | Manyo Co. Ltd. | 10280 | 117882 |
|  # | Mcnex Co. Ltd. | 108576 | 2367742 |
|  #\* | MDS Tech, Inc. | 237059 | 254746 |
|  #\* | ME2ON Co. Ltd. | 54098 | 183289 |
|  \* | Mediana Co. Ltd. | 61156 | 227840 |
|  #\* | Medipost Co. Ltd. | 53050 | 643185 |
|  \* | MedPacto, Inc. | 5544 | 16876 |
|  # | Medytox, Inc. | 13621 | 1146925 |
|  \* | Meerecompany, Inc. | 17727 | 189968 |
|  # | MegaStudy Co. Ltd. | 52410 | 414312 |
|  # | MegaStudyEdu Co. Ltd. | 64720 | 1886783 |
|  # | Meritz Financial Group, Inc. | 495048 | 38363240 |
|  # | META BIOMED Co. Ltd. | 84378 | 332312 |
|  # | Mgame Corp. | 157466 | 716669 |
|  | Mi Chang Oil Industrial Co. Ltd. | 3141 | 239976 |
|  #\* | MiCo Ltd. | 171010 | 1734455 |
|  #\* | Micro Digital Co. Ltd. | 26352 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;153952 |
|  #\* | Mirae Asset Life Insurance Co. Ltd. | 422652 | 2600772 |
|  # | Mirae Asset Securities Co. Ltd. | 1114579 | 20492838 |
|  # | Mirae Asset Venture Investment Co. Ltd. | 108182 | 645715 |
|  # | Misto Holdings Corp. | 192513 | 4965599 |
|  | Miwon Chemicals Co. Ltd. | 1485 | 89456 |
|  # | Miwon Commercial Co. Ltd. | 7025 | 745519 |
|  | Miwon Holdings Co. Ltd. | 1831 | 90790 |
|  | Miwon Specialty Chemical Co. Ltd. | 9336 | 920376 |
|  # | MK Electron Co. Ltd. | 123560 | 799066 |
|  | MNTech Co. Ltd. | 67349 | 533136 |
|  #\* | Mobase Electronics Co. Ltd. | 212664 | 202461 |
|  # | Modetour Network, Inc. | 32742 | 255417 |
|  #\* | MONAYONGPYONG | 182248 | 444199 |
|  # | Moorim P&P Co. Ltd. | 165964 | 297324 |
|  #\* | Motrex Co. Ltd. | 96038 | 584917 |
|  # | mPlus Corp. | 28776 | 350333 |
|  #\* | MS Autotech Co. Ltd. | 75664 | 126894 |
|  | Muhak Co. Ltd. | 20432 | 123273 |
|  | Multicampus Co. Ltd. | 15352 | 337186 |
|  # | Myoung Shin Industrial Co. Ltd. | 242532 | 1585786 |
|  #\* | Naintech Co. Ltd. | 41998 | 118595 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) |  |  |
|  # | Namhae Chemical Corp. | 129834 | $586930 |
|  #\* | Namsun Aluminum Co. Ltd. | 599773 | 449457 |
|  | Namuga Co. Ltd. | 61293 | 724878 |
|  | Namyang Dairy Products Co. Ltd. | 18850 | 680905 |
|  \* | NanoenTek, Inc. | 12813 | 27972 |
|  \* | Nature & Environment Co. Ltd. | 238696 | 103752 |
|  | Nature Holdings Co. Ltd. | 74736 | 500416 |
|  | NAVER Corp. | 58567 | 10976402 |
|  | NCSoft Corp. | 24372 | 3761909 |
|  # | NeoPharm Co. Ltd. | 49615 | 595405 |
|  # | Neosem, Inc. | 31653 | 276718 |
|  #\* | Neowiz | 91417 | 1568916 |
|  | Neowiz Holdings Corp. | 24725 | 399660 |
|  #\* | Nepes Ark Corp. | 44403 | 618136 |
|  #\* | NEPES Corp. | 74821 | 908803 |
|  \* | Neptune Co. | 85440 | 353395 |
|  W | Netmarble Corp. | 58866 | 2230722 |
|  # | New Power Plasma Co. Ltd. | 167306 | 726917 |
|  \* | Newflex Technology Co. Ltd. | 33789 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;124140 |
|  | Nexen Corp. | 181887 | 682508 |
|  # | Nexen Tire Corp. | 208647 | 939213 |
|  #\* | Nexon Games Co. Ltd. | 67147 | 628792 |
|  # | Nexteel Co. Ltd. | 14275 | 118337 |
|  # | NEXTIN, Inc. | 39361 | 1813096 |
|  # | NH Investment & Securities Co. Ltd. | 638162 | 9097706 |
|  # | NH NongWooBio Co. Ltd. | 19155 | 111759 |
|  | NHN Corp. | 95578 | 1939199 |
|  # | NHN KCP Corp. | 141074 | 1574436 |
|  | NI Steel Co. Ltd. | 31574 | 80201 |
|  | NICE Holdings Co. Ltd. | 177420 | 1726642 |
|  | Nice Information & Telecommunication, Inc. | 45256 | 725279 |
|  # | NICE Information Service Co. Ltd. | 239522 | 2434356 |
|  | NICE Infra Co. Ltd. | 40186 | 116341 |
|  # | Nong Shim Holdings Co. Ltd. | 15048 | 992679 |
|  # | NongShim Co. Ltd. | 18106 | 5536268 |
|  | Noroo Holdings Co. Ltd. | 17027 | 275341 |

---

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**EMERGING MARKETS CORE EQUITY 2 PORTFOLIO** 

**CONTINUED** 

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) |  |  |
|  # | NOROO Paint & Coatings Co. Ltd. | 74526 | $442411 |
|  # | NOVAREX Co. Ltd. | 79184 | 947031 |
|  | Novatech Co. Ltd. | 5447 | 75781 |
|  | NPC | 92090 | 262051 |
|  \* | NUVOTEC Co. Ltd. | 15390 | 14332 |
|  \* | Obigo, Inc. | 9468 | 28014 |
|  # | OCI Co. Ltd. | 31494 | 1303500 |
|  # | OCI Holdings Co. Ltd. | 90451 | 7232175 |
|  #\* | Okins Electronics Co. Ltd. | 46357 | 299813 |
|  # | ONEJOON Co. Ltd. | 25313 | 163032 |
|  #\* | OptoElectronics Solutions Co. Ltd. | 34817 | 353866 |
|  # | Oriental Precision & Engineering Co. Ltd. | 97618 | 713442 |
|  # | Orion Corp. | 125629 | 8748171 |
|  # | Orion Holdings Corp. | 208397 | 2774633 |
|  | Osang Healthcare Co. Ltd. | 8301 | 75247 |
|  \* | OSTEONIC Co. Ltd. | 41816 | 211025 |
|  #\* | Osung Advanced Materials Co. Ltd. | 444369 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;489630 |
|  # | Otoki Corp. | 12020 | 3275407 |
|  | Pan Ocean Co. Ltd. | 1514863 | 4069337 |
|  # | Pang Rim Co. Ltd. | 33734 | 118006 |
|  # | Paradise Co. Ltd. | 320064 | 4147033 |
|  # | Park Systems Corp. | 25044 | 4266036 |
|  # | Partron Co. Ltd. | 372409 | 1806267 |
|  #\* | Pearl Abyss Corp. | 27757 | 673290 |
|  # | People & Technology, Inc. | 110651 | 3347799 |
|  #\* | Peptron, Inc. | 9976 | 1891850 |
|  | PHA Co. Ltd. | 59876 | 489773 |
|  # | PharmaResearch Co. Ltd. | 28863 | 10927744 |
|  #\* | PharmGen Science, Inc. | 117320 | 332127 |
|  # | Pharmicell Co. Ltd. | 116828 | 1386794 |
|  | Philenergy Co. Ltd. | 3693 | 36998 |
|  #\* | Philoptics Co. Ltd. | 38258 | 1125884 |
|  # | PI Advanced Materials Co. Ltd. | 70350 | 893680 |
|  \* | PKC Co. Ltd. | 173863 | 762996 |
|  #\* | Polaris AI Corp. | 80192 | 129418 |
|  \* | Polaris Office Corp. | 2267 | 8135 |
|  | Pond Group Co. Ltd. | 9898 | 56384 |
|  #\* | PonyLink Co. Ltd. | 272069 | 158373 |
|  # | Poongsan Corp. | 145353 | 11178916 |
|  # | Poongsan Holdings Corp. | 47395 | 1284803 |
|  | Posco DX Co. Ltd. | 169433 | 3115508 |
|  #\* | POSCO Future M Co. Ltd. | 10779 | 1633197 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) |  |  |
|  # | POSCO Holdings, Inc. (005490 KS) | 72008 | $15661328 |
|  | POSCO Holdings, Inc. (PKX US), Sponsored ADR | 217227 | 11864939 |
|  # | Posco International Corp. | 233812 | 9006943 |
|  # | Posco M-Tech Co. Ltd. | 36109 | 387048 |
|  # | POSCO Steeleon Co. Ltd. | 19137 | 516940 |
|  #\* | Power Logics Co. Ltd. | 150946 | 435710 |
|  \* | Prestige Biologics Co. Ltd. | 4338 | 9175 |
|  # | Protec Co. Ltd. | 28538 | 624591 |
|  # | PSK Holdings, Inc. | 19964 | 682630 |
|  # | PSK, Inc. | 119141 | 3139855 |
|  # | Pulmuone Co. Ltd. | 74964 | 699064 |
|  # | Pumtech Korea Co. Ltd. | 12664 | 471076 |
|  | Pungkuk Ethanol Co. Ltd. | 16938 | 111131 |
|  \* | RaonSecure Co. Ltd. | 6569 | 45379 |
|  \* | Ray Co. Ltd. | 22954 | 84476 |
|  #\* | Refine Co. Ltd. | 71948 | 623436 |
|  \* | Remed Co. Ltd. | 6876 | 15920 |
|  #\* | Reyon Pharmaceutical Co. Ltd. | 34339 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;259615 |
|  # | RFHIC Corp. | 45102 | 1054552 |
|  #\* | RFTech Co. Ltd. | 159006 | 246120 |
|  #\* | Robostar Co. Ltd. | 14611 | 888442 |
|  #\* | Robotis Co. Ltd. | 11928 | 1838790 |
|  | Rorze Systems Corp. | 6569 | 51280 |
|  | Rsupport Co. Ltd. | 10658 | 20360 |
|  | S Net Systems, Inc. | 28607 | 75322 |
|  # | S&D Co. Ltd. | 2028 | 104688 |
|  # | S&S Tech Corp. | 61424 | 2409978 |
|  # | S-1 Corp. | 82408 | 4333435 |
|  #\* | Sajo Industries Co. Ltd. | 14062 | 476345 |
|  # | Sajodaerim Corp. | 30273 | 798377 |
|  # | Sajodongaone Co. Ltd. | 88855 | 69934 |
|  # | Sam Chun Dang Pharm Co. Ltd. | 9741 | 1597113 |
|  # | Sam Young Electronics Co. Ltd. | 74785 | 561064 |
|  # | Sam Yung Trading Co. Ltd. | 88339 | 941578 |
|  # | Sam-A Aluminum Co. Ltd. | 14216 | 239245 |
|  # | Sambo Corrugated Board Co. Ltd. | 30913 | 199165 |

---

608

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##### [**Table of Contents**](#toc)
**EMERGING MARKETS CORE EQUITY 2 PORTFOLIO** 

**CONTINUED** 

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) |  |  |
|  | Sambo Motors Co. Ltd. | 15991 | $45686 |
|  # | Samchully Co. Ltd. | 9292 | 802776 |
|  | Samho Development Co. Ltd. | 83310 | 200473 |
|  | SAMHWA Paints |  |  |
|  | Industrial Co. Ltd. | 83510 | 340231 |
|  | Samhyun Co. Ltd. | 8223 | 179750 |
|  | Samick Musical Instruments Co. Ltd. | 94199 | 76953 |
|  #†† | Samick THK Co. Ltd. | 51492 | 269974 |
|  #\* | Samil Pharmaceutical Co. Ltd. | 55789 | 371164 |
|  # | Samji Electronics Co. Ltd. | 81870 | 714882 |
|  # | Samjin Pharmaceutical Co. Ltd. | 51410 | 711971 |
|  | Sammok S-Form Co. Ltd. | 29939 | 417909 |
|  # | SAMPYO Cement Co. Ltd. | 245368 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;517242 |
|  \*W | Samsung Biologics Co. Ltd. | 17847 | 15294744 |
|  | Samsung C&T Corp. | 197090 | 31189753 |
|  # | Samsung Card Co. Ltd. (029780 KS) | 115331 | 4006685 |
|  | Samsung Electro-Mechanics Co. Ltd. | 147975 | 25365957 |
|  | Samsung Electronics Co. Ltd. (005930 KS) | 10764589 | 810317156 |
|  | Samsung Electronics Co. Ltd. (SMSN LI), GDR | 491 | 916370 |
|  # | Samsung Engineering Co. Ltd. | 824339 | 14986715 |
|  | Samsung Fire & Marine Insurance Co. Ltd. | 107909 | 33398298 |
|  #\* | Samsung Heavy Industries Co. Ltd. | 671206 | 13908620 |
|  # | Samsung Life Insurance Co. Ltd. | 155333 | 16786719 |
|  \* | Samsung Pharmaceutical Co. Ltd. | 220374 | 237078 |
|  | Samsung Publishing Co. Ltd. | 6149 | 69800 |
|  | Samsung SDI Co. Ltd. | 107858 | 24302710 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) |  |  |
|  | Samsung SDS Co. Ltd. | 79875 | $10245222 |
|  | Samsung Securities Co. Ltd. | 286971 | 15531364 |
|  # | SAMT Co. Ltd. | 374339 | 968218 |
|  # | Samwha Capacitor Co. Ltd. | 42174 | 996757 |
|  # | Samwha Electric Co. Ltd. | 15682 | 383809 |
|  # | Samyang Corp. | 24854 | 862678 |
|  # | Samyang Foods Co. Ltd. | 17183 | 16226950 |
|  # | Samyang Holdings Corp. | 28438 | 2087813 |
|  # | Samyang Packaging Corp. | 14769 | 146926 |
|  | Samyang Tongsang Co. Ltd. | 10960 | 397756 |
|  # | Samyoung Co. Ltd. | 134031 | 462259 |
|  | Sang-A Frontec Co. Ltd. | 30472 | 396036 |
|  \* | Sangbo Corp. | 112990 | 65183 |
|  #\* | Sangji Construction, Inc. | 16331 | 88854 |
|  #\* | Sangsangin Co. Ltd. | 176091 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;255020 |
|  # | Sangsin Energy Display Precision Co. Ltd. | 65320 | 583052 |
|  | Saramin Co. Ltd. | 38321 | 358827 |
|  # | Satrec Initiative Co. Ltd. | 9250 | 390590 |
|  \* | SBI Investment Korea Co. Ltd. | 584519 | 280074 |
|  \*†† | SBW | 121830 | 43097 |
|  # | SD Biosensor, Inc. | 271999 | 1821661 |
|  #\* | SDN Co. Ltd. | 186770 | 147043 |
|  | SeAH Besteel Holdings Corp. | 124159 | 2390341 |
|  | SeAH Holdings Corp. | 495 | 41672 |
|  # | SeAH Steel Corp. | 13617 | 1208157 |
|  # | SeAH Steel Holdings Corp. | 19660 | 1976542 |
|  # | Sebang Co. Ltd. | 77689 | 740223 |
|  # | Sebang Global Battery Co. Ltd. | 48088 | 2195872 |
|  # | Seegene, Inc. | 127658 | 2264199 |
|  # | Segyung Hitech Co. Ltd. | 57444 | 229948 |
|  # | Sejin Heavy Industries Co. Ltd. | 68614 | 1060427 |
|  # | Sejong Industrial Co. Ltd. | 112104 | 646994 |
|  # | Sekonix Co. Ltd. | 56155 | 217627 |
|  \* | SEMCNS Co. Ltd. | 9872 | 53484 |

---

609

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##### [**Table of Contents**](#toc)
**EMERGING MARKETS CORE EQUITY 2 PORTFOLIO** 

**CONTINUED** 

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) |  |  |
|  # | Sempio Foods Co. | 8674 | $161913 |
|  # | Seobu T&D | 236941 | 1514028 |
|  | Seohan Co. Ltd. | 661724 | 409048 |
|  # | Seohee Construction Co. Ltd. | 788596 | 898327 |
|  #\* | Seojin System Co. Ltd. | 137325 | 2604842 |
|  #\* | Seoul Auction Co. Ltd. | 38918 | 187053 |
|  # | Seoul City Gas Co. Ltd. | 3726 | 164977 |
|  \* | Seoul Food Industrial Co. Ltd. | 626950 | 67338 |
|  #\* | Seoul Semiconductor Co. Ltd. | 267318 | 1174337 |
|  | SEOWONINTECH Co. Ltd. | 6973 | 27697 |
|  # | Seoyon Co. Ltd. | 100408 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;664602 |
|  # | Seoyon E-Hwa Co. Ltd. | 120354 | 1096147 |
|  \*†† | Setopia Co. Ltd. | 26820 | 3821 |
|  | SEWOONMEDICAL Co. Ltd. | 24738 | 41467 |
|  # | SFA Engineering Corp. | 94527 | 1638521 |
|  #\* | SFA Semicon Co. Ltd. | 364361 | 1088572 |
|  # | SGC Energy Co. Ltd. | 64795 | 1026559 |
|  # | Shin Heung Energy & Electronics Co. Ltd. | 168824 | 645712 |
|  #\* | Shin Poong Pharmaceutical Co. Ltd. | 25237 | 239931 |
|  # | Shindaeyang Paper Co. Ltd. | 105995 | 914844 |
|  | Shinhan Financial Group Co. Ltd. (055550 KS) | 1478212 | 75924704 |
|  | Shinhan Financial Group Co. Ltd. (SHG US), ADR | 269770 | 13944411 |
|  # | Shinil Electronics Co. Ltd. | 231645 | 209081 |
|  | Shinsegae Food Co. Ltd. | 11543 | 285705 |
|  | Shinsegae Information & Communication Co. Ltd. | 17302 | 182439 |
|  | Shinsegae International, Inc. | 86427 | 622869 |
|  # | Shinsegae, Inc. | 49956 | 6088716 |
|  # | Shinsung Delta Tech Co. Ltd. | 30176 | 1156947 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) |  |  |
|  #\* | Shinsung E&G Co. Ltd. | 380904 | $493067 |
|  # | Shinsung ST Co. Ltd. | 5010 | 149365 |
|  \* | Shinwha Intertek Corp. | 120200 | 165038 |
|  # | Shinwon Corp. | 345611 | 353192 |
|  # | Shinyoung Securities Co. Ltd. | 29727 | 3012737 |
|  # | Showbox Corp. | 106070 | 188544 |
|  #\* | Silicon2 Co. Ltd. | 117280 | 3698647 |
|  | Silla Co. Ltd. | 14535 | 91290 |
|  # | SIMMTECH Co. Ltd. | 102488 | 4507967 |
|  | SIMPAC, Inc. | 77451 | 251232 |
|  | Sindoh Co. Ltd. | 26903 | 802735 |
|  # | Sinil Pharm Co. Ltd. | 25229 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;104067 |
|  #\* | SK Biopharmaceuticals Co. Ltd. | 76501 | 6185639 |
|  #\* | SK Bioscience Co. Ltd. | 19322 | 686105 |
|  # | SK Chemicals Co. Ltd. | 43185 | 1913581 |
|  # | SK Discovery Co. Ltd. | 83920 | 3493265 |
|  #\* | SK Eternix Co. Ltd. | 119545 | 1740352 |
|  # | SK Gas Ltd. | 19191 | 3506661 |
|  | SK Hynix, Inc. | 994055 | 386780266 |
|  #\*W | SK IE Technology Co. Ltd. | 64151 | 1378168 |
|  # | SK Innovation Co. Ltd. | 77461 | 6995121 |
|  | SK Networks Co. Ltd. | 1080930 | 3440824 |
|  #\* | SK oceanplant Co. Ltd. | 143541 | 2131928 |
|  # | SK Securities Co. Ltd. | 2330774 | 1143590 |
|  | SK Telecom Co. Ltd. (017670 KS) | 142068 | 5201380 |
|  | SK Telecom Co. Ltd. (SKM US), Sponsored ADR | 483 | 9758 |
|  # | SK, Inc. | 134734 | 23396898 |
|  \* | SKC Co. Ltd. | 12038 | 1072648 |
|  # | SL Corp. | 134564 | 3419030 |
|  # | SM Entertainment Co. Ltd. | 34714 | 2908022 |
|  #\* | SMEC Co. Ltd. | 394337 | 1134581 |
|  # | SNT Dynamics Co. Ltd. | 110173 | 4158257 |
|  #\* | SNT Holdings Co. Ltd. | 50310 | 2237871 |
|  # | SNT Motiv Co. Ltd. | 142786 | 3423953 |
|  #\* | SOCAR, Inc. | 28690 | 235301 |
|  #\* | S-Oil Corp. | 187740 | 9449730 |

---

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**EMERGING MARKETS CORE EQUITY 2 PORTFOLIO** 

**CONTINUED** 

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) |  |  |
|  \* | Solborn, Inc. | 24234 | $67959 |
|  # | Solid, Inc. | 315105 | 1774084 |
|  #\* | SOLUM Co. Ltd. | 234886 | 2945745 |
|  # | Solus Advanced Materials Co. Ltd. | 127971 | 821615 |
|  | Songwon Industrial Co. Ltd. | 112300 | 755829 |
|  # | Soop Co. Ltd. | 47915 | 2439497 |
|  | Soosan Industries Co. Ltd. | 29624 | 452099 |
|  # | Soulbrain Co. Ltd. | 19622 | 3880918 |
|  # | Soulbrain Holdings Co. Ltd. | 38911 | 1167575 |
|  # | SPC Samlip Co. Ltd. | 13592 | 495812 |
|  # | SPG Co. Ltd. | 27155 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;641379 |
|  # | Spigen Korea Co. Ltd. | 24455 | 382598 |
|  # | ST Pharm Co. Ltd. | 29693 | 2108252 |
|  # | STIC Investments, Inc. | 182158 | 1329220 |
|  | Straffic Co. Ltd. | 132357 | 339521 |
|  #\* | Studio Dragon Corp. | 63179 | 2016886 |
|  #\* | STX Engine Co. Ltd. | 13781 | 341390 |
|  #\* | Sugentech, Inc. | 22534 | 103909 |
|  # | Suheung Co. Ltd. | 36553 | 685755 |
|  \* | Sukgyung AT Co. Ltd. | 6779 | 208228 |
|  | Sun Kwang Co. Ltd. | 24057 | 306514 |
|  # | Sung Kwang Bend Co. Ltd. | 97446 | 2149550 |
|  #\* | Sungchang Enterprise Holdings Ltd. | 333157 | 358798 |
|  #\* | Sungeel Hitech Co. Ltd. | 10757 | 323419 |
|  # | Sungshin Cement Co. Ltd. | 147254 | 969048 |
|  # | Sungwoo Hitech Co. Ltd. | 450290 | 2133736 |
|  # | Sunjin Co. Ltd. | 106916 | 746531 |
|  | Sunny Electronics Corp. | 39726 | 42772 |
|  \* | SUNP Corp. | 52976 | 14241 |
|  #\* | Suprema, Inc. | 29598 | 700565 |
|  #\* | Suresoft Technologies, Inc. | 26545 | 96713 |
|  #\* | SV Investment Corp. | 69884 | 81473 |
|  # | SY Co. Ltd. | 206794 | 441261 |
|  # | SY Steel Tech, Inc. | 35946 | 83597 |
|  #\* | Synergy Innovation Co. Ltd. | 143470 | 245074 |
|  #\* | Synopex, Inc. | 404427 | 1855795 |
|  # | Systems Technology, Inc. | 54558 | 872994 |
|  #\* | T Scientific Co. Ltd. | 120947 | 83881 |
|  # | T&L Co. Ltd. | 25102 | 808755 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) |  |  |
|  | T3 Entertainment Co. Ltd. | 18676 | $24736 |
|  | Tae Kyung Industrial Co. Ltd. | 73974 | 262474 |
|  # | Taekwang Industrial Co. Ltd. | 1776 | 998829 |
|  # | TAEKYUNG BK Co. Ltd. | 105821 | 354056 |
|  \* | Taesung Co. Ltd. | 17894 | 299073 |
|  #\* | Taewoong Co. Ltd. | 69817 | 1503534 |
|  # | Taeyang Metal Industrial Co. Ltd. | 197725 | 284018 |
|  #\* | Taihan Cable & Solution Co. Ltd. | 150810 | 2548873 |
|  \* | Taihan Fiberoptics Co. Ltd. | 191618 | 290302 |
|  #\* | Tailim Packaging Co. Ltd. | 76664 | 97499 |
|  # | TCC Steel | 43289 | 556336 |
|  # | TechWing, Inc. | 89928 | 4178833 |
|  \* | Tego Science, Inc. | 10158 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;126428 |
|  | Telechips, Inc. | 54858 | 535817 |
|  # | TES Co. Ltd. | 58140 | 1797945 |
|  #\* | Theragen Etex Co. Ltd. | 192630 | 344473 |
|  # | TK Corp. | 141789 | 2806990 |
|  # | TKG Huchems Co. Ltd. | 133057 | 1668103 |
|  # | TLB Co. Ltd. | 22342 | 1069650 |
|  # | Tokai Carbon Korea Co. Ltd. | 30565 | 3549263 |
|  #\* | Tongyang Life Insurance Co. Ltd. | 334713 | 1588718 |
|  #\* | Tongyang, Inc. | 994398 | 609196 |
|  # | Tonymoly Co. Ltd. | 24881 | 166665 |
|  # | Toptec Co. Ltd. | 154672 | 505713 |
|  | Tovis Co. Ltd. | 89537 | 940726 |
|  # | TS Corp. | 300710 | 591160 |
|  # | TSE Co. Ltd. | 11580 | 420124 |
|  \* | TSI Co. Ltd. | 11190 | 47511 |
|  #\* | Tuksu Construction Co. Ltd. | 77601 | 309095 |
|  \* | Tway Air Co. Ltd. | 183400 | 234407 |
|  \* | TY Holdings Co. Ltd. | 1495 | 2698 |
|  # | TYM Corp. | 266928 | 1112726 |
|  # | UBCare Co. Ltd. | 59081 | 148073 |
|  | Ubiquoss Holdings, Inc. | 27880 | 209652 |
|  # | Ubiquoss, Inc. | 60437 | 373245 |
|  #\* | Ubivelox, Inc. | 41721 | 171310 |
|  | Uju Electronics Co. Ltd. | 43321 | 1165210 |
|  #\* | Uni-Chem Co. Ltd. | 221847 | 203856 |
|  | Unick Corp. | 27663 | 75958 |

---

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**EMERGING MARKETS CORE EQUITY 2 PORTFOLIO** 

**CONTINUED** 

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) |  |  |
|  # | Unid Co. Ltd. | 24328 | $1146265 |
|  # | Union Semiconductor Equipment & Materials Co. Ltd. | 109449 | 766049 |
|  # | Uniquest Corp. | 61270 | 329512 |
|  #\* | Unison Co. Ltd. | 218973 | 187188 |
|  #\* | UniTest, Inc. | 54219 | 769032 |
|  | Unitrontech Co. Ltd. | 114109 | 482025 |
|  | Value Added Technology Co. Ltd. | 54238 | 834652 |
|  # | Viatron Technologies, Inc. | 64006 | 365629 |
|  # | VICTEK Co. Ltd. | 75937 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;199145 |
|  \*†† | Vidente Co. Ltd. | 125954 | 55076 |
|  | Vieworks Co. Ltd. | 35843 | 476274 |
|  #\* | Vina Tech Co. Ltd. | 9706 | 374494 |
|  | Vitzro Tech Co. Ltd. | 82846 | 511868 |
|  # | Vitzrocell Co. Ltd. | 81762 | 1568775 |
|  #\* | VM, Inc. | 53855 | 906938 |
|  #\* | VT Co. Ltd. | 118299 | 2070093 |
|  # | Webcash Corp. | 29097 | 227503 |
|  # | Webzen, Inc. | 78977 | 668340 |
|  \*†† | Wellbiotec Co. Ltd. | 230618 | 16510 |
|  \* | Wemade Co. Ltd. | 5767 | 108449 |
|  # | Whanin Pharmaceutical Co. Ltd. | 74598 | 596480 |
|  # | WINS Technet Co. Ltd. | 64096 | 543882 |
|  | WiSoL Co. Ltd. | 125674 | 498027 |
|  #\* | Won Ik Corp. | 11615 | 66046 |
|  | Won Tech Co. Ltd. | 211414 | 1259780 |
|  #\* | Wonik Holdings Co. Ltd. | 230899 | 4417666 |
|  # | WONIK IPS Co. Ltd. | 89127 | 3997457 |
|  # | Wonik Materials Co. Ltd. | 48585 | 1102539 |
|  # | Wonik QnC Corp. | 91432 | 1495922 |
|  # | Woojin, Inc. | 84191 | 895698 |
|  #\* | Woongjin Co. Ltd. | 109041 | 302817 |
|  # | Woongjin Thinkbig Co. Ltd. | 375295 | 383182 |
|  #\* | Wooree Bio Co. Ltd. | 271012 | 401612 |
|  # | Woori Financial Group, Inc. (316140 KS) | 2702534 | 48109689 |
|  \* | Woori Technology Investment Co. Ltd. | 56732 | 356289 |
|  #\* | Woori Technology, Inc. | 502634 | 1693683 |
|  | Woorison F&G Co. Ltd. | 200437 | 199695 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) |  |  |
|  | Woory Industrial Co. Ltd. | 7364 | $44572 |
|  # | Wooshin Systems Co. Ltd. | 37474 | 176422 |
|  #\* | Woosu AMS Co. Ltd. | 118992 | 242231 |
|  # | Worldex Industry & Trading Co. Ltd. | 67705 | 1192478 |
|  #\* | W-Scope Chungju Plant Co. Ltd. | 43952 | 242123 |
|  #\* | Wysiwyg Studios Co. Ltd. | 398196 | 208137 |
|  # | Xexymix Corp. | 77703 | 249055 |
|  | Y G-1 Co. Ltd. | 108809 | 386672 |
|  \* | Y2 Solution Co. Ltd. | 23924 | 50673 |
|  #\* | YC Corp. | 64319 | 653615 |
|  # | Y-entec Co. Ltd. | 56856 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;239335 |
|  \* | Yest Co. Ltd. | 3159 | 39142 |
|  # | YG Entertainment, Inc. | 43323 | 2780439 |
|  #\* | YG PLUS | 135962 | 677905 |
|  | YMC Co. Ltd. | 36251 | 89241 |
|  #\* | YMT Co. Ltd. | 31107 | 281736 |
|  # | Youlchon Chemical Co. Ltd. | 24264 | 537477 |
|  | Young Poong Corp. | 25318 | 870259 |
|  # | Youngone Corp. | 159825 | 6480512 |
|  # | Youngone Holdings Co. Ltd. | 49015 | 4885529 |
|  \* | YTN Co. Ltd. | 12525 | 23906 |
|  # | Yuanta Securities Korea Co. Ltd. | 606739 | 1642898 |
|  # | Yuhan Corp. | 28009 | 2317206 |
|  | YuHwa Securities Co. Ltd. | 32205 | 60942 |
|  #\* | Yungjin Pharmaceutical Co. Ltd. | 219028 | 316428 |
|  | Yunsung F&C Co. Ltd. | 1649 | 43833 |
|  # | Zeus Co. Ltd. | 121593 | 1314891 |
|  # | Zinus, Inc. | 56501 | 546871 |
|  TOTAL SOUTH KOREA | TOTAL SOUTH KOREA | TOTAL SOUTH KOREA | 4061134501 |
|  TAIWAN — (20.0%) | TAIWAN — (20.0%) |  |  |
|  # | 104 Corp. | 30000 | 218663 |
|  # | 91APP, Inc. | 323000 | 756233 |
|  # | Aaeon Technology, Inc. | 77680 | 340742 |
|  # | ABC Taiwan Electronics Corp. | 503402 | 383751 |
|  | Abico Avy Co. Ltd. | 860448 | 1391014 |
|  # | Ability Enterprise Co. Ltd. | 1982007 | 5500301 |

---

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**EMERGING MARKETS CORE EQUITY 2 PORTFOLIO** 

**CONTINUED** 

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| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  TAIWAN — (Continued) | TAIWAN — (Continued) |  |  |
|  # | Ability Opto-Electronics Technology Co. Ltd. | 275471 | $880557 |
|  | Abnova Corp. | 107000 | 88107 |
|  # | AcBel Polytech, Inc. | 4507033 | 6355703 |
|  | Accton Technology Corp. | 1267369 | 44074906 |
|  # | Ace Pillar Co. Ltd. | 47000 | 134955 |
|  | Acer Cyber Security, Inc. | 6446 | 36948 |
|  # | Acer E-Enabling Service Business, Inc. | 63000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;470338 |
|  # | Acer, Inc. | 9499595 | 9255696 |
|  # | ACES Electronic Co. Ltd. | 878044 | 1955483 |
|  \* | Acme Electronics Corp. | 41000 | 38787 |
|  \* | Acon Holding, Inc. | 1679955 | 449338 |
|  # | Acter Group Corp. Ltd. | 653122 | 16302670 |
|  # | Action Electronics Co. Ltd. | 1305000 | 478092 |
|  # | Actron Technology Corp. | 316018 | 1425247 |
|  | ADATA Technology Co. Ltd. | 2002501 | 12855158 |
|  # | Addcn Technology Co. Ltd. | 207776 | 1182996 |
|  #\* | Adimmune Corp. | 998000 | 617020 |
|  # | Adlink Technology, Inc. | 274000 | 526834 |
|  # | Advanced Analog Technology, Inc. | 42000 | 63149 |
|  # | Advanced Ceramic X Corp. | 265000 | 1022485 |
|  # | Advanced Energy Solution Holding Co. Ltd. | 166000 | 6319257 |
|  # | Advanced International Multitech Co. Ltd. | 1064000 | 2063663 |
|  #\* | Advanced Optoelectronic Technology, Inc. | 728000 | 358918 |
|  # | Advanced Power Electronics Corp. | 461000 | 1526292 |
|  # | Advancetek Enterprise Co. Ltd. | 2030662 | 2320677 |
|  | Advantech Co. Ltd. | 758940 | 7708839 |
|  | AEON Motor Co. Ltd. | 335000 | 312371 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  TAIWAN — (Continued) | TAIWAN — (Continued) |  |  |
|  | Aerospace Industrial Development Corp. | 2910000 | $4987040 |
|  # | AGV Products Corp. | 3163603 | 1058695 |
|  # | AIC, Inc. | 30000 | 369336 |
|  # | Air Asia Co. Ltd. | 84000 | 140597 |
|  | Airoha Technology Corp. | 6000 | 97146 |
|  # | Airtac International Group | 419335 | 12368270 |
|  # | Alchip Technologies Ltd. | 136000 | 15321613 |
|  # | Alexander Marine Co. Ltd. | 129563 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;818953 |
|  #\* | ALI Corp. | 200953 | 183794 |
|  # | Allied Circuit Co. Ltd. | 197356 | 1089439 |
|  # | Allied Supreme Corp. | 295000 | 2364050 |
|  | Allis Electric Co. Ltd. | 1059043 | 3789936 |
|  | Allmind Holdings Corp. | 35000 | 66046 |
|  # | Alltek Technology Corp. | 1298506 | 1347316 |
|  # | Alltop Technology Co. Ltd. | 281531 | 2257170 |
|  # | Alpha Networks, Inc. | 1563873 | 1643649 |
|  # | Altek Corp. | 2013985 | 3232399 |
|  # | Amazing Microelectronic Corp. | 524849 | 1700691 |
|  # | Ambassador Hotel | 1701000 | 2374108 |
|  # | AMPACS Corp. | 405000 | 385320 |
|  # | Ampak Technology, Inc. | 192000 | 424485 |
|  # | Ampire Co. Ltd. | 691000 | 566173 |
|  # | Ample Electronic Technology Co. Ltd. | 26250 | 145982 |
|  # | AMPOC Far-East Co. Ltd. | 675400 | 1980461 |
|  | AmTRAN Technology Co. Ltd. | 3912897 | 1782811 |
|  \* | Amulaire Thermal Technology, Inc. | 97000 | 114746 |
|  # | Anderson Industrial Corp. | 245247 | 113951 |
|  | Anji Technology Co. Ltd. | 505933 | 611049 |
|  | Aopen, Inc. | 98000 | 153939 |
|  # | Apac Opto Electronics, Inc. | 277000 | 723937 |
|  # | Apacer Technology, Inc. | 712005 | 2386642 |
|  # | APAQ Technology Co. Ltd. | 118000 | 705550 |
|  # | APCB, Inc. | 907000 | 430976 |

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**CONTINUED** 

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| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  TAIWAN — (Continued) | TAIWAN — (Continued) |  |  |
|  # | Apex Biotechnology Corp. | 474625 | $507081 |
|  # | Apex Dynamics, Inc. | 52000 | 1126431 |
|  #\* | Apex International Co. Ltd. | 1309074 | 883367 |
|  # | Apex Science & Engineering | 761437 | 272026 |
|  | ARBOR Technology Corp. | 136000 | 179969 |
|  # | Arcadyan Technology Corp. | 1088759 | 7115206 |
|  | Ardentec Corp. | 4343993 | 13163558 |
|  # | ARES International Corp. | 103000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;169427 |
|  # | Argosy Research, Inc. | 414391 | 2464063 |
|  | Arizon RFID Technology Cayman Co. Ltd. | 3000 | 13692 |
|  # | ASE Technology Holding Co. Ltd. | 10742387 | 85947270 |
|  | Asia Cement Corp. | 7878655 | 9286140 |
|  # | Asia Electronic Material Co. Ltd. | 573000 | 427240 |
|  # | Asia Optical Co., Inc. | 1373000 | 6963880 |
|  \* | Asia Plastic Recycling Holding Ltd. | 1370533 | 220992 |
|  # | Asia Polymer Corp. | 2746858 | 1118623 |
|  # | Asia Tech Image, Inc. | 408000 | 1009115 |
|  | Asia Vital Components Co. Ltd. | 762183 | 34893230 |
|  # | ASIX Electronics Corp. | 199000 | 614655 |
|  | ASMedia Technology, Inc. | 45048 | 2103326 |
|  # | ASolid Technology Co. Ltd. | 210000 | 536042 |
|  | ASPEED Technology, Inc. | 116098 | 20589174 |
|  | ASROCK, Inc. | 389000 | 4046672 |
|  | Asustek Computer, Inc. | 1444861 | 32641573 |
|  # | ATE Energy International Co. Ltd. | 481000 | 468722 |
|  # | Aten International Co. Ltd. | 583715 | 1148642 |
|  # | Auden Techno Corp. | 143000 | 450106 |
|  # | Audix Corp. | 582375 | 1222215 |
|  # | AUO Corp. (2409 TT) | 23127198 | 9094642 |
|  | AURAS Technology Co. Ltd. | 113303 | 3857313 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  TAIWAN — (Continued) | TAIWAN — (Continued) |  |  |
|  # | Aurona Industries, Inc. | 433000 | $392418 |
|  # | Aurora Corp. | 341258 | 639381 |
|  # | Avalue Technology, Inc. | 368000 | 1329921 |
|  | AVer Information, Inc. | 62000 | 59468 |
|  # | Avermedia Technologies | 554000 | 705981 |
|  # | Awea Mechantronic Co. Ltd. | 149062 | 130035 |
|  # | Axiomtek Co. Ltd. | 476659 | 1269555 |
|  # | Azurewave Technologies, Inc. | 523000 | 1237620 |
|  # | Bafang Yunji International Co. Ltd. | 272000 | 1702042 |
|  | Bank of Kaohsiung Co. Ltd. | 5652887 | 2223293 |
|  # | Basso Industry Corp. | 886284 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;938934 |
|  # | BenQ Materials Corp. | 1283000 | 866010 |
|  #\* | BES Engineering Corp. | 9349050 | 4653716 |
|  #\* | Billion Electric Co. Ltd. | 404000 | 310664 |
|  #\* | Bin Chuan Enterprise Co. Ltd. | 663257 | 1432393 |
|  | B'in Live Co. Ltd. | 51897 | 132633 |
|  | Bionet Corp. | 12945 | 43527 |
|  #\* | Bionime Corp. | 212271 | 424247 |
|  #\* | Biostar Microtech International Corp. | 851712 | 628964 |
|  # | Bioteque Corp. | 406680 | 1626814 |
|  # | Bizlink Holding, Inc. | 1021782 | 45927370 |
|  # | Bon Fame Co. Ltd. | 163000 | 271029 |
|  # | Bonny Worldwide Ltd. | 26000 | 131067 |
|  # | Bora Pharmaceuticals Co. Ltd. | 221883 | 4477380 |
|  # | Brave C&H Supply Co. Ltd. | 157000 | 370246 |
|  # | Bright Led Electronics Corp. | 567180 | 376949 |
|  # | Brightek Optoelectronic Co. Ltd. | 207000 | 279087 |
|  # | Brighten Optix Corp. | 56099 | 361788 |
|  | Brighton-Best International Taiwan, Inc. | 2965749 | 3229210 |
|  | Brillian Network & Automation Integrated System Co. Ltd. | 44540 | 343059 |
|  # | Brogent Technologies, Inc. | 41000 | 126607 |

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| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  TAIWAN — (Continued) | TAIWAN — (Continued) |  |  |
|  # | C Sun Manufacturing Ltd. | 644258 | $3681565 |
|  #\* | Calin Technology Co. Ltd. | 349000 | 383680 |
|  | Calitech Co. Ltd. | 51000 | 93965 |
|  \* | Caliway Biopharmaceuticals Co. Ltd. | 111000 | 538460 |
|  \* | Cameo Communications, Inc. | 1466435 | 476319 |
|  # | Capital Futures Corp. | 784187 | 1260358 |
|  # | Capital Securities Corp. | 10784614 | 8556587 |
|  #\* | Career Technology MFG. Co. Ltd. | 3697993 | 1777137 |
|  #\* | Carnival Industrial Corp. | 544530 | 143998 |
|  \* | Casing Macron Technology Co. Ltd. | 16000 | 8889 |
|  # | Castles Technology Co. Ltd. | 481940 | 1111680 |
|  # | Caswell, Inc. | 284000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;774441 |
|  # | Catcher Technology Co. Ltd. | 2242872 | 14462586 |
|  | Cathay Chemical Works | 106000 | 154767 |
|  # | Cathay Consolidated, Inc. | 38099 | 100143 |
|  # | Cathay Financial Holding Co. Ltd. | 14085826 | 29232199 |
|  | Cathay Real Estate Development Co. Ltd. | 4322600 | 3204736 |
|  #\* | Cayman Engley Industrial Co. Ltd. | 316801 | 305700 |
|  #\* | CCP Contact Probes Co. Ltd. | 445313 | 782408 |
|  # | Celxpert Energy Corp. | 599690 | 792133 |
|  # | Cenra, Inc. | 829000 | 915266 |
|  # | Center Laboratories, Inc. | 3552913 | 3922057 |
|  # | Central Reinsurance Co. Ltd. | 2311575 | 1843285 |
|  | Century Iron & Steel Industrial Co. Ltd. | 1040000 | 5173570 |
|  # | Chailease Holding Co. Ltd. | 5484690 | 18332977 |
|  # | Chain Chon Industrial Co. Ltd. | 1092483 | 390169 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  TAIWAN — (Continued) | TAIWAN — (Continued) |  |  |
|  #\* | ChainQui Construction Development Co. Ltd. | 753946 | $362137 |
|  # | Chaintech Technology Corp. | 245000 | 231805 |
|  # | Champion Building Materials Co. Ltd. | 1595451 | 471077 |
|  # | Champion Microelectronic Corp. | 98000 | 233264 |
|  | Chang Hwa Commercial Bank Ltd. | 15857714 | 10198642 |
|  # | Chang Wah Electromaterials, Inc. | 2458190 | 3609654 |
|  # | Chang Wah Technology Co. Ltd. | 2356450 | 3081286 |
|  # | Channel Well Technology Co. Ltd. | 1329000 | 3329251 |
|  # | Chant Sincere Co. Ltd. | 158000 | 205623 |
|  | Charoen Pokphand Enterprise | 1376582 | 6128768 |
|  | Chateau International Development Co. Ltd. | 12810 | 11346 |
|  # | CHC Healthcare Group | 749000 | 1048790 |
|  | CHC Resources Corp. | 481048 | 1098680 |
|  # | Chen Full International Co. Ltd. | 574000 | 744517 |
|  | Chenbro Micom Co. Ltd. | 229000 | 6842921 |
|  # | Cheng Fwa Industrial Co. Ltd. | 381000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;265171 |
|  # | Cheng Loong Corp. | 6099160 | 3386278 |
|  #\* | Cheng Mei Materials Technology Corp. | 3635574 | 1617540 |
|  | Cheng Shin Rubber Industry Co. Ltd. | 8465508 | 8776031 |
|  # | Cheng Uei Precision Industry Co. Ltd. | 3027630 | 4840535 |
|  # | Chenming Electronic Technology Corp. | 489708 | 1965731 |
|  | Chia Chang Co. Ltd. | 855000 | 1150484 |
|  # | Chia Hsin Cement Corp. | 3137921 | 1319493 |
|  | Chialin Precision Industrial Co. Ltd. | 4000 | 8476 |

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**EMERGING MARKETS CORE EQUITY 2 PORTFOLIO** 

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---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  TAIWAN — (Continued) | TAIWAN — (Continued) |  |  |
|  # | Chicony Electronics Co. Ltd. | 2686689 | $11330132 |
|  # | Chicony Power Technology Co. Ltd. | 1134696 | 3318589 |
|  | Chief Telecom, Inc. | 136900 | 1607569 |
|  | Chien Kuo Construction Co. Ltd. | 922691 | 779796 |
|  # | Chien Shing Harbour Service Co. Ltd. | 206000 | 288192 |
|  # | Chime Ball Technology Co. Ltd. | 113282 | 126867 |
|  # | China Airlines Ltd. | 17919057 | 11617070 |
|  # | China Bills Finance Corp. | 3892000 | 2106875 |
|  | China Container Terminal Corp. | 399000 | 330687 |
|  | China Ecotek Corp. | 171000 | 307333 |
|  # | China Electric Manufacturing Corp. | 1740658 | 714677 |
|  # | China Fineblanking Technology Co. Ltd. | 281009 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;231721 |
|  # | China General Plastics Corp. | 2985607 | 1075952 |
|  # | China Glaze Co. Ltd. | 774022 | 462008 |
|  #\* | China Man-Made Fiber Corp. | 8540227 | 1732910 |
|  # | China Metal Products | 2311405 | 1971522 |
|  # | China Motor Corp. | 1469286 | 2781030 |
|  #\* | China Petrochemical Development Corp. | 25757099 | 6272628 |
|  # | China Steel Chemical Corp. | 1056998 | 2796908 |
|  # | China Steel Corp. | 26850440 | 16201661 |
|  # | China Steel Structure Co. Ltd. | 530000 | 708423 |
|  # | China Wire & Cable Co. Ltd. | 671680 | 832290 |
|  | Chinese Maritime Transport Ltd. | 573964 | 1065669 |
|  # | Ching Feng Home Fashions Co. Ltd. | 861860 | 553525 |
|  # | Chin-Poon Industrial Co. Ltd. | 2600617 | 2765791 |
|  \* | Chip Hope Co. Ltd. | 107000 | 177992 |
|  # | Chipbond Technology Corp. | 4727000 | 9147955 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  TAIWAN — (Continued) | TAIWAN — (Continued) |  |  |
|  | ChipMOS Technologies, Inc. (8150 TT) | 3976155 | $4182934 |
|  | ChipMOS Technologies, Inc. (IMOS US), ADR | 60690 | 1292099 |
|  # | Chlitina Holding Ltd. | 361596 | 1174305 |
|  | Chong Hong Construction Co. Ltd. | 1395739 | 3569971 |
|  | Chroma ATE, Inc. | 704705 | 18658252 |
|  # | Chun YU Works & Co. Ltd. | 1438500 | 735946 |
|  | Chun Yuan Steel Industry Co. Ltd. | 3122177 | 1940768 |
|  #\* | Chung Hung Steel Corp. | 5408926 | 2596234 |
|  | Chung Hwa Food Industrial Co. Ltd. | 111226 | 312225 |
|  \* | Chung Hwa Pulp Corp. | 2739308 | 1111293 |
|  | Chung Lien Co. Ltd. | 24000 | 29018 |
|  | Chung Tai Resource Technology Corp. | 25000 | 80625 |
|  | Chung-Hsin Electric & Machinery Manufacturing Corp. | 2139500 | 10621589 |
|  | Chunghwa Chemical Synthesis & Biotech Co. Ltd. | 385000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;322898 |
|  # | Chunghwa Precision Test Tech Co. Ltd. | 84000 | 4374933 |
|  | Chunghwa Telecom Co. Ltd. (2412 TT) | 5266000 | 22438183 |
|  | Chunghwa Telecom Co. Ltd. (CHT US), Sponsored ADR | 64401 | 2742194 |
|  | Chyang Sheng Texing Co. Ltd. | 1336000 | 737742 |
|  # | CKM Applied Materials Corp. | 145000 | 132447 |
|  | Cleanaway Co. Ltd. (8422 TT) | 537000 | 4217380 |
|  | Clevo Co. | 3005482 | 3857480 |
|  # | CMC Magnetics Corp. | 7080967 | 2095612 |
|  | C-Media Electronics, Inc. | 11000 | 14573 |
|  # | CoAsia Electronics Corp. | 524793 | 917535 |
|  | Collins Co. Ltd. | 789060 | 349535 |

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**EMERGING MARKETS CORE EQUITY 2 PORTFOLIO** 

**CONTINUED** 

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| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  TAIWAN — (Continued) | TAIWAN — (Continued) |  |  |
|  # | Compal Electronics, Inc. | 14594560 | $15595048 |
|  | Compeq Manufacturing Co. Ltd. | 4820000 | 13622497 |
|  | Complex Micro Interconnection Co. Ltd. | 30000 | 38025 |
|  # | Compucase Enterprise | 466000 | 1506702 |
|  | Comtrend Corp. | 33750 | 37231 |
|  | Concord International Securities Co. Ltd. | 658807 | 342362 |
|  # | Concord Securities Co. Ltd. | 4466004 | 1847551 |
|  # | Continental Holdings Corp. | 2637250 | 1855110 |
|  # | Contrel Technology Co. Ltd. | 1064000 | 1359153 |
|  # | Coremax Corp. | 449486 | 936444 |
|  # | Coretronic Corp. | 2117600 | 6004468 |
|  # | Co-Tech Development Corp. | 1578800 | 11987718 |
|  | Coxon Precise Industrial Co. Ltd. | 258000 | 108057 |
|  | Creative Sensor, Inc. | 12600 | 21794 |
|  # | Crowell Development Corp. | 462400 | 464246 |
|  # | Cryomax Cooling System Corp. | 78565 | 102319 |
|  \* | CSBC Corp. Taiwan | 244371 | 155036 |
|  | CTBC Financial Holding Co. Ltd. | 55387931 | 75221365 |
|  | CTCI Advanced Systems, Inc. | 33000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;187796 |
|  # | CTCI Corp. | 4398437 | 4360276 |
|  # | CTI Traffic Industries Co. Ltd. | 156000 | 501318 |
|  # | Cub Elecparts, Inc. | 187000 | 616052 |
|  | CviLux Corp. | 659378 | 1753757 |
|  # | CX Technology Co. Ltd. | 133875 | 104995 |
|  # | Cyberlink Corp. | 205504 | 625690 |
|  | CyberPower Systems, Inc. | 345450 | 2677909 |
|  #\* | CyberTAN Technology, Inc. | 2354873 | 2033391 |
|  #\* | Cypress Technology Co. Ltd. | 284589 | 225326 |
|  # | Cystech Electronics Corp. | 99801 | 245173 |
|  # | DA CIN Construction Co. Ltd. | 1642247 | 3500431 |
|  # | Dafeng TV Ltd. | 411061 | 655371 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  TAIWAN — (Continued) | TAIWAN — (Continued) |  |  |
|  # | Dah San Electric Wire & Cable Co. Ltd. | 427627 | $639870 |
|  # | Da-Li Development Co. Ltd. | 2626741 | 4206143 |
|  # | Darfon Electronics Corp. | 1585700 | 1852603 |
|  | Darwin Precisions Corp. | 2495073 | 906103 |
|  | Data Image Corp. | 25000 | 34943 |
|  | Davicom Semiconductor, Inc. | 27000 | 21701 |
|  # | Daxin Materials Corp. | 312500 | 3858529 |
|  # | De Licacy Industrial Co. Ltd. | 1888592 | 667916 |
|  | Delpha Construction Co. Ltd. | 983000 | 945101 |
|  | Delta Electronics, Inc. | 1741028 | 55998192 |
|  # | Depo Auto Parts Ind Co. Ltd. | 874634 | 3874621 |
|  | Desiccant Technology Corp. | 4400 | 21057 |
|  # | DFI, Inc. | 71000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;157190 |
|  | Dimerco Data System Corp. | 218686 | 867271 |
|  # | Dimerco Express Corp. | 1179158 | 3082687 |
|  | DingZing Advanced Materials, Inc. | 4000 | 12696 |
|  # | D-Link Corp. | 3535537 | 1910686 |
|  # | Donpon Precision, Inc. | 312200 | 482431 |
|  # | Dr. Wu Skincare Co. Ltd. | 153000 | 599351 |
|  # | Draytek Corp. | 321000 | 284616 |
|  # | Drewloong Precision, Inc. | 171241 | 841882 |
|  # | Dyaco International, Inc. | 650093 | 480409 |
|  # | Dynamic Holding Co. Ltd. | 1787693 | 5196082 |
|  | Dynamic Medical Technologies, Inc. | 73326 | 160212 |
|  # | Dynapack International Technology Corp. | 1030000 | 10227621 |
|  | E Ink Holdings, Inc. | 1230000 | 8449995 |
|  | E.Sun Financial Holding Co. Ltd. | 29019250 | 28031012 |
|  # | Eastech Holding Ltd. | 270000 | 953411 |
|  | Eastern Media International Corp. | 1920480 | 1286562 |
|  # | Eclat Textile Co. Ltd. | 614518 | 8167260 |

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**EMERGING MARKETS CORE EQUITY 2 PORTFOLIO** 

**CONTINUED** 

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| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  TAIWAN — (Continued) | TAIWAN — (Continued) |  |  |
|  | eCloudvalley Digital Technology Co. Ltd. | 17000 | $39563 |
|  # | ECOVE Environment Corp. | 209000 | 1963715 |
|  # | Edimax Technology Co. Ltd. | 1230423 | 788428 |
|  # | Edison Opto Corp. | 714345 | 414703 |
|  #\* | Edom Technology Co. Ltd. | 1339141 | 1645217 |
|  # | eGalax_eMPIA Technology, Inc. | 351267 | 434426 |
|  #\* | Egis Technology, Inc. | 280000 | 1246331 |
|  \* | EirGenix, Inc. | 59000 | 128288 |
|  # | Elan Microelectronics Corp. | 1571026 | 6309623 |
|  # | E-Lead Electronic Co. Ltd. | 355746 | 508769 |
|  # | E-LIFE MALL Corp. | 520000 | 1120064 |
|  # | Elite Advanced Laser Corp. | 398320 | 3516108 |
|  | Elite Material Co. Ltd. | 790839 | 34746053 |
|  # | Elite Semiconductor Microelectronics Technology, Inc. | 1357390 | 3953447 |
|  # | Elitegroup Computer Systems Co. Ltd. | 1994028 | 1310354 |
|  # | eMemory Technology, Inc. | 180000 | 11591623 |
|  # | Emerging Display Technologies Corp. | 865000 | 579523 |
|  | Ennoconn Corp. | 693298 | 6570211 |
|  # | Ennostar, Inc. | 4657431 | 5177474 |
|  | EnTie Commercial Bank Co. Ltd. | 2316166 | 992681 |
|  | EOI Investment Holdings Co. Ltd. | 158000 | 96884 |
|  #\* | Epileds Technologies, Inc. | 484000 | 305187 |
|  #\* | Episil Technologies, Inc. | 69000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;126241 |
|  # | Episil-Precision, Inc. | 745015 | 1353909 |
|  # | Eris Technology Corp. | 141689 | 749600 |
|  # | Eson Precision Ind Co. Ltd. | 812000 | 2174271 |
|  # | Eternal Materials Co. Ltd. | 6250099 | 8279852 |
|  #\* | Etron Technology, Inc. | 180000 | 212741 |
|  # | Eurocharm Holdings Co. Ltd. | 204000 | 819994 |
|  | Eva Airways Corp. | 16480695 | 19346133 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  TAIWAN — (Continued) | TAIWAN — (Continued) |  |  |
|  | Ever Supreme Bio Technology Co. Ltd. | 154606 | $811257 |
|  \* | Everest Textile Co. Ltd. | 3451829 | 635110 |
|  | Evergreen Aviation Technologies Corp. | 690000 | 3314693 |
|  # | Evergreen International Storage & Transport Corp. | 1731000 | 3220630 |
|  # | Evergreen Marine Corp. Taiwan Ltd. | 2949568 | 18502987 |
|  # | EVERGREEN Steel Corp. | 1127000 | 3891269 |
|  # | Everlight Chemical Industrial Corp. | 2990756 | 1815988 |
|  # | Everlight Electronics Co. Ltd. | 3453570 | 6567518 |
|  #\* | Everspring Industry Co. Ltd. | 467300 | 149700 |
|  # | Evertop Wire Cable Corp. | 709000 | 781426 |
|  # | Excel Cell Electronic Co. Ltd. | 135000 | 90179 |
|  # | Excelsior Medical Co. Ltd. | 1080863 | 2983166 |
|  \* | Falcon Machine Tools Co. Ltd. | 26000 | 15742 |
|  | Far Eastern Department Stores Ltd. | 8012000 | 5632159 |
|  | Far Eastern International Bank | 23213575 | 9536158 |
|  | Far Eastern New Century Corp. | 11858705 | 10204891 |
|  | Far EasTone Telecommunications Co. Ltd. | 6061391 | 18203262 |
|  # | Faraday Technology Corp. | 842837 | 4975637 |
|  | Farcent Enterprise Co. Ltd. | 43000 | 72988 |
|  # | Farglory F T Z Investment Holding Co. Ltd. | 960653 | 1512770 |
|  # | Farglory Land Development Co. Ltd. | 1494105 | 2617703 |
|  # | FDC International Hotels Corp. | 86000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;123914 |
|  | Feature Integration Technology, Inc. | 13000 | 30262 |

---

618

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**EMERGING MARKETS CORE EQUITY 2 PORTFOLIO** 

**CONTINUED** 

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  TAIWAN — (Continued) | TAIWAN — (Continued) |  |  |
|  #\* | Federal Corp. | 2382938 | $1527975 |
|  # | Feedback Technology Corp. | 241070 | 844101 |
|  | Feng Hsin Steel Co. Ltd. | 2993131 | 6156740 |
|  | Feng TAY Enterprise Co. Ltd. | 1977959 | 7829062 |
|  # | FIC Global, Inc. | 233000 | 268972 |
|  \* | FineMat Applied Materials Co. Ltd. | 133000 | 151557 |
|  # | FineTek Co. Ltd. | 137770 | 513300 |
|  | Firich Enterprises Co. Ltd. | 313000 | 242071 |
|  # | First Copper Technology Co. Ltd. | 458000 | 622325 |
|  | First Financial Holding Co. Ltd. | 27131807 | 25166396 |
|  # | First Hi-Tec Enterprise Co. Ltd. | 518736 | 5914054 |
|  # | First Hotel | 1433293 | 603521 |
|  # | First Insurance Co. Ltd. | 1874640 | 1601576 |
|  \* | First Steamship Co. Ltd. | 5234961 | 980116 |
|  # | FIT Holding Co. Ltd. | 1082436 | 1302778 |
|  | Fitipower Integrated Technology, Inc. | 593700 | 2925684 |
|  #\* | Fittech Co. Ltd. | 266945 | 596018 |
|  \* | FLEXium Interconnect, Inc. | 2283724 | 4680334 |
|  # | Flytech Technology Co. Ltd. | 706070 | 2434375 |
|  # | FocalTech Systems Co. Ltd. | 795000 | 1522080 |
|  | Forcecon Tech Co. Ltd. | 539447 | 1913550 |
|  | Forest Water Environment Engineering Co. Ltd. | 253176 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;331210 |
|  # | Formosa Advanced Technologies Co. Ltd. | 1383000 | 1701777 |
|  # | Formosa Chemicals & Fibre Corp. | 7949198 | 7521873 |
|  | Formosa International Hotels Corp. | 332975 | 2061170 |
|  # | Formosa Laboratories, Inc. | 818467 | 1646671 |
|  | Formosa Oilseed Processing Co. Ltd. | 448517 | 445988 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  TAIWAN — (Continued) | TAIWAN — (Continued) |  |  |
|  # | Formosa Optical Technology Co. Ltd. | 223000 | $708193 |
|  | Formosa Petrochemical Corp. | 1843000 | 2679630 |
|  # | Formosa Plastics Corp. | 9594770 | 11856697 |
|  # | Formosa Sumco Technology Corp. | 324000 | 1046678 |
|  # | Formosa Taffeta Co. Ltd. | 5250460 | 2539559 |
|  # | Formosan Rubber Group, Inc. | 1503128 | 1160189 |
|  | Formosan Union Chemical Corp. | 2423936 | 1310229 |
|  | Fortune Electric Co. Ltd. | 496687 | 11483615 |
|  \* | Forward Electronics Co. Ltd. | 13000 | 7668 |
|  | Fositek Corp. | 52000 | 2437731 |
|  # | Founding Construction & Development Co. Ltd. | 1374882 | 665812 |
|  # | Foxconn Technology Co. Ltd. | 3063241 | 7080827 |
|  # | Foxsemicon Integrated Technology, Inc. | 544402 | 6524893 |
|  # | Franbo Lines Corp. | 1655881 | 1160521 |
|  # | Froch Enterprise Co. Ltd. | 1489384 | 672317 |
|  # | FSP Technology, Inc. | 887619 | 1744446 |
|  # | Fu Chun Shin Machinery Manufacture Co. Ltd. | 603409 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;382903 |
|  # | Fu Hua Innovation Co. Ltd. | 2931398 | 1865694 |
|  | Fubon Financial Holding Co. Ltd. | 14957009 | 44266258 |
|  # | Fulgent Sun International Holding Co. Ltd. | 1178025 | 3666184 |
|  # | Fullerton Technology Co. Ltd. | 667670 | 510250 |
|  #\* | Fulltech Fiber Glass Corp. | 3340554 | 7817673 |
|  | Fusheng Precision Co. Ltd. | 678000 | 5332633 |
|  # | Fwusow Industry Co. Ltd. | 1476109 | 654457 |

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**EMERGING MARKETS CORE EQUITY 2 PORTFOLIO** 

**CONTINUED** 

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  TAIWAN — (Continued) | TAIWAN — (Continued) |  |  |
|  # | G Shank Enterprise Co. Ltd. | 1186562 | $3702584 |
|  # | Galaxy Software Services Corp. | 22044 | 92204 |
|  # | Gallant Micro Machining Co. Ltd. | 16000 | 328194 |
|  # | Gamania Digital Entertainment Co. Ltd. | 971000 | 1872173 |
|  #\* | GCS Holdings, Inc. | 401000 | 2364394 |
|  # | GEM Services, Inc. | 453970 | 1201512 |
|  \* | GEM Terminal Industrial Co. Ltd. | 148000 | 79668 |
|  # | Gemtek Technology Corp. | 2619574 | 2223932 |
|  \* | General Interface Solution GIS Holding Ltd. | 1920000 | 3074942 |
|  # | General Plastic Industrial Co. Ltd. | 631478 | 576046 |
|  # | Generalplus Technology, Inc. | 436000 | 553825 |
|  \* | GeneReach Biotechnology Corp. | 76182 | 61296 |
|  # | Genesys Logic, Inc. | 325000 | 1134561 |
|  # | Genius Electronic Optical Co. Ltd. | 666576 | 9057544 |
|  | Genmont Biotech, Inc. | 55314 | 33372 |
|  | Genovate Biotechnology Co. Ltd. | 391038 | 253275 |
|  # | GeoVision, Inc. | 416377 | 624515 |
|  | Getac Holdings Corp. | 2306281 | 10331158 |
|  | GFC Ltd. | 277400 | 1118565 |
|  # | Giant Manufacturing Co. Ltd. | 1165355 | 3839422 |
|  #\* | Giantplus Technology Co. Ltd. | 1916000 | 739568 |
|  | Gigabyte Technology Co. Ltd. | 1272750 | 11537910 |
|  #\* | Gigasolar Materials Corp. | 214678 | 472639 |
|  #\* | Gigastorage Corp. | 1251576 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;769575 |
|  | Global Brands Manufacture Ltd. | 2454817 | 9284134 |
|  # | Global Lighting Technologies, Inc. | 528000 | 715807 |
|  # | Global Mixed Mode Technology, Inc. | 516000 | 3902836 |
|  # | Global PMX Co. Ltd. | 420000 | 1941900 |
|  # | Global Unichip Corp. | 282000 | 13942063 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  TAIWAN — (Continued) | TAIWAN — (Continued) |  |  |
|  # | Globaltek Fabrication Co. Ltd. | 78000 | $142166 |
|  | Globalwafers Co. Ltd. | 920779 | 15138496 |
|  # | Globe Union Industrial Corp. | 1815136 | 607045 |
|  # | Gloria Material Technology Corp. | 3452885 | 3813656 |
|  \* | GlycoNex, Inc. | 334828 | 250011 |
|  # | GMI Technology, Inc. | 1159411 | 1464556 |
|  # | Gold Circuit Electronics Ltd. | 1367372 | 20529939 |
|  | Golden Long Teng Development Co. Ltd. | 14000 | 12519 |
|  # | Goldsun Building Materials Co. Ltd. | 6445965 | 7578429 |
|  # | Good Will Instrument Co. Ltd. | 411342 | 761358 |
|  # | Gordon Auto Body Parts | 610000 | 628092 |
|  # | Gourmet Master Co. Ltd. | 741102 | 1680962 |
|  # | Grand Fortune Securities Co. Ltd. | 2170214 | 838556 |
|  #\* | Grand Pacific Petrochemical | 7372579 | 2468869 |
|  # | Grand Process Technology Corp. | 96000 | 4511308 |
|  # | GrandTech CG Systems, Inc. | 331890 | 581378 |
|  | Grape King Bio Ltd. | 869000 | 3487566 |
|  | Great China Metal Industry | 1132000 | 739846 |
|  # | Great Taipei Gas Co. Ltd. | 1511000 | 1473962 |
|  | Great Tree Pharmacy Co. Ltd. | 462953 | 1661647 |
|  | Great Wall Enterprise Co. Ltd. | 4359478 | 7362883 |
|  | Greatek Electronics, Inc. | 2374000 | 5428678 |
|  # | Green World FinTech Service Co. Ltd. | 455000 | 880594 |
|  # | Group Up Industrial Co. Ltd. | 308000 | 2779876 |
|  | GTM Holdings Corp. | 1004550 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;991066 |
|  # | Gudeng Precision Industrial Co. Ltd. | 198292 | 2262266 |
|  \* | Hai Kwang Enterprise Corp. | 195228 | 92209 |
|  | Hannstar Board Corp. | 2547164 | 7791418 |
|  #\* | HannStar Display Corp. | 14221323 | 3297289 |

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**EMERGING MARKETS CORE EQUITY 2 PORTFOLIO** 

**CONTINUED** 

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  TAIWAN — (Continued) | TAIWAN — (Continued) |  |  |
|  \* | HannsTouch Holdings Co. | 3937862 | $818817 |
|  # | Hanpin Electron Co. Ltd. | 381000 | 569300 |
|  | Harmony Electronics Corp. | 81000 | 69415 |
|  #\* | Harvatek Corp. | 1062839 | 698673 |
|  # | Heran Co. Ltd. | 160800 | 332869 |
|  # | Hey Song Corp. | 1993500 | 2419248 |
|  | Hi-Clearance, Inc. | 146045 | 653222 |
|  # | Highlight Tech Corp. | 499273 | 713456 |
|  †† | High-Tek Harness Enterprise Co. Ltd. | 141000 | 6834 |
|  | Highwealth Construction Corp. | 6040028 | 7649854 |
|  # | Hi-Lai Foods Co. Ltd. | 77000 | 400490 |
|  # | HIM International Music, Inc. | 222200 | 675482 |
|  # | Hiroca Holdings Ltd. | 466221 | 322882 |
|  #\* | Hitron Technology, Inc. | 826997 | 651401 |
|  | Hiwin Mikrosystem Corp. | 13000 | 47685 |
|  | Hiwin Technologies Corp. | 969866 | 7002553 |
|  # | Hiyes International Co. Ltd. | 200944 | 545704 |
|  # | Ho Tung Chemical Corp. | 6185828 | 1647361 |
|  # | Hocheng Corp. | 1552266 | 902110 |
|  # | Holdings-Key Electric Wire & Cable Co. Ltd. | 582521 | 842300 |
|  # | Holiday Entertainment Co. Ltd. | 422390 | 832395 |
|  #\* | Holtek Semiconductor, Inc. | 1042000 | 1368807 |
|  # | Holy Stone Enterprise Co. Ltd. | 1022358 | 3782452 |
|  | Hon Hai Precision Industry Co. Ltd. (2317 TT) | 17900403 | 148884478 |
|  # | Hong Ho Precision Textile Co. Ltd. | 350000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;207293 |
|  # | Hong Pu Real Estate Development Co. Ltd. | 1477554 | 1252764 |
|  | Hong TAI Electric Industrial | 1557000 | 1990405 |
|  | Hong YI Fiber Industry Co. | 1007680 | 378336 |
|  # | Horizon Securities Co. Ltd. | 2505560 | 887033 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  TAIWAN — (Continued) | TAIWAN — (Continued) |  |  |
|  # | Hota Industrial Manufacturing Co. Ltd. | 1423816 | $2744399 |
|  # | Hotai Finance Co. Ltd. | 1025960 | 2053358 |
|  | Hotai Motor Co. Ltd. | 544180 | 9976681 |
|  #\* | Hotron Precision Electronic Industrial Co. Ltd. | 453364 | 211827 |
|  | Hsin Ba Ba Corp. | 50017 | 76553 |
|  # | Hsin Kuang Steel Co. Ltd. | 1705000 | 2198680 |
|  # | Hsin Yung Chien Co. Ltd. | 263510 | 771251 |
|  | Hsing TA Cement Co. | 846222 | 425606 |
|  #\* | HTC Corp. | 4551619 | 7425149 |
|  # | Hu Lane Associate, Inc. | 600067 | 2564061 |
|  # | HUA ENG Wire & Cable Co. Ltd. | 2086000 | 2232465 |
|  | Hua Jung Components Co. Ltd. | 34000 | 20945 |
|  | Hua Nan Financial Holdings Co. Ltd. | 25039278 | 23756674 |
|  # | Hua Yu Lien Development Co. Ltd. | 396863 | 801927 |
|  | Huaku Development Co. Ltd. | 2260272 | 7645636 |
|  # | Huang Hsiang Construction Corp. | 482882 | 646638 |
|  | Huikwang Corp. | 57000 | 45544 |
|  # | Hung Ching Development & Construction Co. Ltd. | 933000 | 826883 |
|  # | Hung Sheng Construction Ltd. | 2917603 | 2020997 |
|  # | Huxen Corp. | 276072 | 434491 |
|  # | Hwa Fong Rubber Industrial Co. Ltd. | 1294096 | 635173 |
|  # | Hwacom Systems, Inc. | 460000 | 364566 |
|  # | Hwang Chang General Contractor Co. Ltd. | 252599 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;567846 |
|  # | Ibase Technology, Inc. | 559345 | 888964 |
|  # | IBF Financial Holdings Co. Ltd. | 19142434 | 9478794 |
|  \* | IC Plus Corp. | 21000 | 34798 |

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##### [**Table of Contents**](#toc)
**EMERGING MARKETS CORE EQUITY 2 PORTFOLIO** 

**CONTINUED** 

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  TAIWAN — (Continued) | TAIWAN — (Continued) |  |  |
|  | ICARES Medicus, Inc. | 22660 | $65244 |
|  # | Ichia Technologies, Inc. | 1688255 | 2783487 |
|  # | I-Chiun Precision Industry Co. Ltd. | 897784 | 2134923 |
|  \* | Ideal Bike Corp. | 684324 | 134188 |
|  # | IEI Integration Corp. | 936173 | 2034065 |
|  # | In Win Development, Inc. | 90000 | 238567 |
|  # | Inergy Technology, Inc. | 43000 | 98739 |
|  # | Infortrend Technology, Inc. | 1508866 | 1121670 |
|  # | Info-Tek Corp. | 488000 | 578916 |
|  # | Ingentec Corp. | 81780 | 663013 |
|  | Innodisk Corp. | 580441 | 8101967 |
|  # | Innolux Corp. | 26643761 | 11475065 |
|  # | Inpaq Technology Co. Ltd. | 607199 | 1710358 |
|  # | Insyde Software Corp. | 181200 | 1336284 |
|  # | Intai Technology Corp. | 244800 | 794953 |
|  # | Integrated Service Technology, Inc. | 752633 | 2695230 |
|  #\* | IntelliEPI, Inc. | 95000 | 481583 |
|  | Interactive Digital Technologies, Inc. | 114000 | 274183 |
|  #\* | International CSRC Investment Holdings Co. | 4824083 | 1602396 |
|  # | International Games System Co. Ltd. | 960000 | 22432443 |
|  # | Inventec Corp. | 6372276 | 9457419 |
|  # | Iron Force Industrial Co. Ltd. | 312878 | 965172 |
|  # | I-Sheng Electric Wire & Cable Co. Ltd. | 747000 | 1125060 |
|  | ITE Technology, Inc. | 896646 | 3790961 |
|  # | ITEQ Corp. | 1376608 | 5212062 |
|  # | Jarllytec Co. Ltd. | 368823 | 1173000 |
|  # | Jean Co. Ltd. | 925680 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;766715 |
|  | Jentech Precision Industrial Co. Ltd. | 181356 | 12434899 |
|  # | Jetway Information Co. Ltd. | 198750 | 346276 |
|  # | Jetwell Computer Co. Ltd. | 69440 | 399405 |
|  # | Jia Wei Lifestyle, Inc. | 349100 | 451818 |
|  # | Jih Lin Technology Co. Ltd. | 335000 | 584173 |
|  # | Jiin Yeeh Ding Enterprise Co. Ltd. | 363200 | 758328 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  TAIWAN — (Continued) | TAIWAN — (Continued) |  |  |
|  # | Jinan Acetate Chemical Co. Ltd. | 3005830 | $5882180 |
|  \* | Jinli Group Holdings Ltd. | 688681 | 169738 |
|  # | Johnson Health Tech Co. Ltd. | 436000 | 2257863 |
|  \* | Joinsoon Electronics Manufacturing Co. Ltd. | 429108 | 180990 |
|  # | Jourdeness Group Ltd. | 177000 | 189127 |
|  # | JPC connectivity, Inc. | 561450 | 3034304 |
|  | JPP Holding Co. Ltd. | 37802 | 389216 |
|  # | JSL Construction & Development Co. Ltd. | 669718 | 1109737 |
|  # | K Laser Technology, Inc. | 962459 | 487719 |
|  # | Kaimei Electronic Corp. | 488851 | 1485154 |
|  | Kaori Heat Treatment Co. Ltd. | 201321 | 4055960 |
|  # | Kaulin Manufacturing Co. Ltd. | 835684 | 315878 |
|  | Kedge Construction Co. Ltd. | 372534 | 1064044 |
|  | Keding Enterprises Co. Ltd. | 14000 | 50306 |
|  # | KEE TAI Properties Co. Ltd. | 3052207 | 1046728 |
|  # | Kenda Rubber Industrial Co. Ltd. | 4179017 | 2721202 |
|  | Kent Industrial Co. Ltd. | 99000 | 80203 |
|  | Kerry TJ Logistics Co. Ltd. | 1428000 | 1560941 |
|  # | Key Ware Electronics Co. Ltd. | 579430 | 446416 |
|  # | Keystone Microtech Corp. | 150000 | 2061787 |
|  | KGI Financial Holding Co. Ltd. | 39823390 | 20542557 |
|  # | KHGEARS International Ltd. | 56504 | 318756 |
|  # | Kindom Development Co. Ltd. | 3014000 | 3259291 |
|  # | King Chou Marine Technology Co. Ltd. | 504800 | 841105 |
|  # | King Polytechnic Engineering Co. Ltd. | 333900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;493804 |

---

622

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##### [**Table of Contents**](#toc)
**EMERGING MARKETS CORE EQUITY 2 PORTFOLIO** 

**CONTINUED** 

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  TAIWAN — (Continued) | TAIWAN — (Continued) |  |  |
|  # | King Slide Works Co. Ltd. | 94450 | $12529905 |
|  | King Yuan Electronics Co. Ltd. | 7380032 | 51744506 |
|  #\* | King's Town Construction Co. Ltd. | 622690 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;843709 |
|  | Kingstate Electronics Corp. | 43000 | 47064 |
|  # | Kinik Co. | 380000 | 3858282 |
|  #\* | Kinko Optical Co. Ltd. | 759120 | 1129612 |
|  # | Kinpo Electronics | 8325892 | 6127025 |
|  | Kinsus Interconnect Technology Corp. | 2516476 | 11106377 |
|  # | KMC Kuei Meng International, Inc. | 407951 | 1193603 |
|  # | KNH Enterprise Co. Ltd. | 719150 | 395971 |
|  | Ko Ja Cayman Co. Ltd. | 137000 | 162220 |
|  # | KS Terminals, Inc. | 829290 | 1349233 |
|  | Kuen Ling Machinery Refrigerating Co. Ltd. | 11000 | 13904 |
|  # | Kung Long Batteries Industrial Co. Ltd. | 424000 | 1673795 |
|  #\* | Kung Sing Engineering Corp. | 3354135 | 1263155 |
|  # | Kuo Toong International Co. Ltd. | 1421735 | 2664638 |
|  #\* | Kuo Yang Construction Co. Ltd. | 1339517 | 820284 |
|  | Kwong Fong Industries Corp. | 381733 | 140776 |
|  | Kwong Lung Enterprise Co. Ltd. | 731000 | 1136318 |
|  | L&K Engineering Co. Ltd. | 1117261 | 17284173 |
|  # | La Kaffa International Co. Ltd. | 211947 | 510713 |
|  \* | LAN FA Textile | 1512412 | 587884 |
|  # | Lang, Inc. | 76000 | 129854 |
|  # | Lanner Electronics, Inc. | 788387 | 2060772 |
|  | Largan Precision Co. Ltd. (3008 TT) | 236234 | 16955503 |
|  # | Laser Tek Taiwan Co. Ltd. | 439086 | 737583 |
|  # | Laster Tech Co. Ltd. | 625570 | 422395 |
|  \* | Leader Electronics, Inc. | 469097 | 168660 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  TAIWAN — (Continued) | TAIWAN — (Continued) |  |  |
|  | Leadtrend Technology Corp. | 36199 | $56521 |
|  #\* | Lealea Enterprise Co. Ltd. | 5120683 | 1083669 |
|  | Leatec Fine Ceramics Co. Ltd. | 151000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;135845 |
|  # | Ledlink Optics, Inc. | 309858 | 173548 |
|  | LEE CHI Enterprises Co. Ltd. | 1204000 | 461423 |
|  # | Lelon Electronics Corp. | 639122 | 2254847 |
|  | Lemtech Holdings Co. Ltd. | 225783 | 586095 |
|  # | Leo Systems, Inc. | 130000 | 150216 |
|  #\* | Leofoo Development Co. Ltd. | 790010 | 432617 |
|  \* | Li Cheng Enterprise Co. Ltd. | 561057 | 183965 |
|  | Li Ming Development Construction Co. Ltd. | 10000 | 13168 |
|  #\* | Li Peng Enterprise Co. Ltd. | 3785060 | 682653 |
|  # | Lian HWA Food Corp. | 812339 | 2925356 |
|  # | Lida Holdings Ltd. | 407000 | 281605 |
|  | Lien Hwa Industrial Holdings Corp. | 3137176 | 4921323 |
|  # | Lingsen Precision Industries Ltd. | 2539490 | 1695105 |
|  # | Lintes Technology Co. Ltd. | 26000 | 77511 |
|  # | Lion Travel Service Co. Ltd. | 545000 | 2778523 |
|  | Lite-On Technology Corp. | 4371419 | 25360726 |
|  # | Liton Technology Corp. | 346000 | 536190 |
|  #\* | Long Bon International Co. Ltd. | 2254276 | 1077489 |
|  # | Long Da Construction & Development Corp. | 1230000 | 1140398 |
|  #\* | Longchen Paper & Packaging Co. Ltd. | 5825003 | 1771417 |
|  # | Longwell Co. | 1004000 | 6107249 |
|  # | Loop Telecommunication International, Inc. | 64000 | 94620 |
|  | Lotes Co. Ltd. | 309223 | 13786925 |
|  | Lotus Pharmaceutical Co. Ltd. | 795000 | 7626686 |
|  # | Lu Hai Holding Corp. | 365353 | 310797 |
|  # | Lucky Cement Corp. | 1165000 | 566237 |

---

623

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##### [**Table of Contents**](#toc)
**EMERGING MARKETS CORE EQUITY 2 PORTFOLIO** 

**CONTINUED** 

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  TAIWAN — (Continued) | TAIWAN — (Continued) |  |  |
|  # | Lumax International Corp. Ltd. | 570513 | $1833123 |
|  #\* | Lung Yen Life Service Corp. | 1035000 | 1749517 |
|  | Lungteh Shipbuilding Co. Ltd. | 329700 | 1283987 |
|  | Luxe Green Energy Technology Co. Ltd. | 338048 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;244204 |
|  # | LuxNet Corp. | 163705 | 1078492 |
|  | M3 Technology, Inc. | 13000 | 35072 |
|  # | Macauto Industrial Co. Ltd. | 403000 | 779342 |
|  # | Macroblock, Inc. | 229000 | 437287 |
|  #\* | Macronix International Co. Ltd. | 10906837 | 10995555 |
|  | MacroWell OMG Digital Entertainment Co. Ltd. | 66000 | 175523 |
|  # | Makalot Industrial Co. Ltd. | 1118723 | 9760764 |
|  # | Marketech International Corp. | 614000 | 4883270 |
|  # | Materials Analysis Technology, Inc. | 385179 | 2537384 |
|  # | Maxigen Biotech, Inc. | 209650 | 289230 |
|  # | Mayer Steel Pipe Corp. | 1069086 | 826908 |
|  # | Maywufa Co. Ltd. | 178462 | 126493 |
|  #\* | Mechema Chemicals International Corp. | 306000 | 726090 |
|  \* | Medeon Biodesign, Inc. | 52549 | 178152 |
|  | MediaTek, Inc. | 2597823 | 110172173 |
|  | Mega Financial Holding Co. Ltd. | 13213460 | 17371665 |
|  # | Meiloon Industrial Co. | 518911 | 395900 |
|  # | Mercuries & Associates Holding Ltd. | 3521247 | 1635950 |
|  | Mercuries Data Systems Ltd. | 52000 | 43132 |
|  \* | Mercuries Life Insurance Co. Ltd. | 21558587 | 5068652 |
|  | Merida Industry Co. Ltd. | 1119588 | 3628369 |
|  # | Merry Electronics Co. Ltd. | 1480785 | 4919996 |
|  # | METAAGE Corp. | 435000 | 734404 |
|  #\* | Metatech AP, Inc. | 70000 | 103443 |
|  #\* | Microbio Co. Ltd. | 1490144 | 1065707 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  TAIWAN — (Continued) | TAIWAN — (Continued) |  |  |
|  # | Micro-Star International Co. Ltd. | 2891465 | $10249982 |
|  # | Mildef Crete, Inc. | 328000 | 1141433 |
|  # | MIN AIK Technology Co. Ltd. | 811249 | 579395 |
|  # | Mitac Holdings Corp. | 3286288 | 10607994 |
|  | Mitake Information Corp. | 31000 | 61770 |
|  | MJ International Co. Ltd. | 42377 | 33948 |
|  #\* | Mobiletron Electronics Co. Ltd. | 504960 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;492947 |
|  | momo.com, Inc. | 353641 | 2679203 |
|  #\* | MOSA Industrial Corp. | 867079 | 476852 |
|  # | Mosel Vitelic, Inc. | 206000 | 227014 |
|  # | Motech Industries, Inc. | 1610000 | 888297 |
|  | MPI Corp. | 311000 | 21087305 |
|  # | MSSCORPS Co. Ltd. | 271995 | 1508710 |
|  | Munsin Garment Corp. | 21000 | 32910 |
|  | My Humble House Hospitality Management Consulting | 37000 | 44363 |
|  # | Nak Sealing Technologies Corp. | 429549 | 1484771 |
|  # | Namchow Holdings Co. Ltd. | 1385000 | 1742651 |
|  | Nan Juen International Co. Ltd. | 3000 | 27310 |
|  # | Nan Kang Rubber Tire Co. Ltd. | 833441 | 979562 |
|  # | Nan Liu Enterprise Co. Ltd. | 246000 | 352744 |
|  # | Nan Pao Resins Chemical Co. Ltd. | 309000 | 3681707 |
|  #\* | Nan Ren Lake Leisure Amusement Co. Ltd. | 977072 | 315295 |
|  # | Nan Ya Plastics Corp. | 9000584 | 12111208 |
|  # | Nan Ya Printed Circuit Board Corp. | 965211 | 9046912 |
|  # | Nang Kuang Pharmaceutical Co. Ltd. | 416000 | 525272 |
|  # | Nantex Industry Co. Ltd. | 1685363 | 1221042 |
|  #\* | Nanya Technology Corp. | 3573751 | 15261685 |

---

624

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##### [**Table of Contents**](#toc)
**EMERGING MARKETS CORE EQUITY 2 PORTFOLIO** 

**CONTINUED** 

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) |
|  # | National Aerospace Fasteners Corp. | 129000 | $450380 |
|  # | National Petroleum Co. Ltd. | 643000 | 1198421 |
|  # | Netronix, Inc. | 439000 | 1919056 |
|  \* | New Asia Construction & Development Corp. | 821000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;394574 |
|  | New Best Wire Industrial Co. Ltd. | 189200 | 179536 |
|  #\* | Newmax Technology Co. Ltd. | 476000 | 473772 |
|  # | Nichidenbo Corp. | 1181552 | 3460726 |
|  # | Nidec Chaun-Choung Technology Corp. | 134000 | 591515 |
|  # | Nien Hsing Textile Co. Ltd. | 805656 | 434725 |
|  # | Nien Made Enterprise Co. Ltd. | 857000 | 10266708 |
|  # | Niko Semiconductor Co. Ltd. | 496637 | 911192 |
|  # | Nishoku Technology, Inc. | 282800 | 1165611 |
|  # | North-Star International Co. Ltd. | 615414 | 528793 |
|  | Nova Technology Corp. | 198000 | 1105728 |
|  # | Novatek Microelectronics Corp. | 1621000 | 20653378 |
|  | Nuvoton Technology Corp. | 1142000 | 2277836 |
|  # | Nyquest Technology Co. Ltd. | 100000 | 133752 |
|  # | O-Bank Co. Ltd. | 4778961 | 1406054 |
|  \* | OBI Pharma, Inc. | 127000 | 102589 |
|  # | Ocean Plastics Co. Ltd. | 873000 | 1021388 |
|  | OK Biotech Co. Ltd. | 124718 | 57158 |
|  \* | Oneness Biotech Co. Ltd. | 493870 | 1037884 |
|  # | Optimax Technology Corp. | 155000 | 100957 |
|  # | Orient Europharma Co. Ltd. | 150000 | 225484 |
|  | Orient Semiconductor Electronics Ltd. | 3077637 | 4832700 |
|  #\* | Oriental Union Chemical Corp. | 3724819 | 1446420 |
|  # | O-TA Precision Industry Co. Ltd. | 451683 | 1089947 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) |
|  # | Pacific Construction Co. | 1439276 | $445782 |
|  # | Pacific Hospital Supply Co. Ltd. | 387706 | 1114835 |
|  # | Paiho Shih Holdings Corp. | 1284240 | 1039438 |
|  # | Pan Asia Chemical Corp. | 467308 | 143575 |
|  # | Pan German Universal Motors Ltd. | 107000 | 1009505 |
|  # | Pan Jit International, Inc. | 1917074 | 5233380 |
|  # | Pan Ram International Corp. | 119000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;165739 |
|  # | Pan-International Industrial Corp. | 2668854 | 4848146 |
|  | Panion & BF Biotech, Inc. | 417753 | 899186 |
|  | Parade Technologies Ltd. | 274805 | 6054562 |
|  \* | Paragon Technologies Co. Ltd. | 331248 | 225994 |
|  # | Parpro Corp. | 245000 | 418558 |
|  #\* | PChome Online, Inc. | 786581 | 889935 |
|  # | PCL Technologies, Inc. | 397129 | 1536824 |
|  # | P-Duke Technology Co. Ltd. | 348644 | 1155352 |
|  | Pegatron Corp. | 6585293 | 15842818 |
|  | Pegavision Corp. | 301912 | 3339490 |
|  | PharmaEngine, Inc. | 161000 | 371957 |
|  # | PharmaEssentia Corp. | 573120 | 9259305 |
|  #\* | Phihong Technology Co. Ltd. | 283000 | 279792 |
|  | Phison Electronics Corp. | 508000 | 17513923 |
|  # | Phoenix Silicon International Corp. | 1060010 | 5932594 |
|  # | Phoenix Tours International, Inc. | 210840 | 354044 |
|  \* | Phytohealth Corp. | 383000 | 173405 |
|  # | Pixart Imaging, Inc. | 995000 | 7469023 |
|  # | Planet Technology Corp. | 208000 | 894199 |
|  # | Plastron Precision Co. Ltd. | 656491 | 353862 |
|  \* | Plotech Co. Ltd. | 459800 | 178765 |
|  | Podak Co. Ltd. | 7000 | 10538 |
|  | Polytronics Technology Corp. | 404239 | 602490 |
|  # | Posiflex Technology, Inc. | 192939 | 1351782 |

---

625

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##### [**Table of Contents**](#toc)
**EMERGING MARKETS CORE EQUITY 2 PORTFOLIO** 

**CONTINUED** 

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) |
|  | Pou Chen Corp. | 7427005 | $7066741 |
|  # | Power Wind Health Industry, Inc. | 199319 | 1060994 |
|  #\* | Powerchip Semiconductor Manufacturing Corp. | 12317000 | 12502798 |
|  # | Powertech Technology, Inc. | 4340580 | 24247147 |
|  | Powertip Technology Corp. | 180954 | 72141 |
|  | Poya International Co. Ltd. | 319388 | 4720147 |
|  | President Chain Store Corp. | 1787728 | 13844124 |
|  # | President Securities Corp. | 7052808 | 5424305 |
|  # | Primax Electronics Ltd. | 3242000 | 8723259 |
|  | Prince Housing & Development Corp. | 7775140 | 2253184 |
|  \* | Princeton Technology Corp. | 92000 | 42646 |
|  # | Pro Hawk Corp. | 93000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;453533 |
|  # | Progate Group Corp. | 20957 | 109895 |
|  # | Promate Electronic Co. Ltd. | 1484378 | 2286636 |
|  # | Prosperity Dielectrics Co. Ltd. | 751687 | 1433442 |
|  | PSS Co. Ltd. | 3000 | 14747 |
|  | Qisda Corp. | 5309110 | 5334736 |
|  # | QST International Corp. | 553689 | 763938 |
|  # | Qualipoly Chemical Corp. | 681893 | 4002979 |
|  # | Quang Viet Enterprise Co. Ltd. | 294356 | 738687 |
|  # | Quanta Computer, Inc. | 2321436 | 22513818 |
|  # | Quanta Storage, Inc. | 1339000 | 4613087 |
|  #\* | Quintain Steel Co. Ltd. | 2151384 | 609364 |
|  | Radiant Opto-Electronics Corp. | 2185692 | 9362713 |
|  # | Radium Life Tech Co. Ltd. | 5417853 | 1935042 |
|  # | Rafael Microelectronics, Inc. | 55097 | 198954 |
|  # | Raydium Semiconductor Corp. | 250000 | 1975638 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) |
|  \* | RDC Semiconductor Co. Ltd. | 80000 | $371537 |
|  # | Realtek Semiconductor Corp. | 732861 | 12237801 |
|  | ReaLy Development&Construction Corp. | 10000 | 9733 |
|  # | Rechi Precision Co. Ltd. | 2437292 | 1827534 |
|  # | Rexon Industrial Corp. Ltd. | 836559 | 749270 |
|  # | Rich Development Co. Ltd. | 3871532 | 1066057 |
|  # | Richmond International Travel & Tours Co. Ltd. | 54600 | 156974 |
|  \* | Right WAY Industrial Co. Ltd. | 218000 | 87483 |
|  # | RiTdisplay Corp. | 168572 | 180978 |
|  \* | Ritek Corp. | 4923593 | 1592297 |
|  | Rodex Fasteners Corp. | 125000 | 114553 |
|  \* | Roo Hsing Co. Ltd. | 969512 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;330267 |
|  | Roundtop Machinery Industries Co. Ltd. | 49000 | 36222 |
|  # | Ruby Tech Corp. | 65650 | 96248 |
|  # | Ruentex Development Co. Ltd. | 4682217 | 4535279 |
|  # | Ruentex Engineering & Construction Co. | 686179 | 3732413 |
|  | Ruentex Industries Ltd. | 3002253 | 5237577 |
|  # | Run Long Construction Co. Ltd. | 3148068 | 3886056 |
|  # | Sakura Development Co. Ltd. | 1182379 | 1846954 |
|  # | Sampo Corp. | 2123895 | 1698347 |
|  # | San Fang Chemical Industry Co. Ltd. | 1244659 | 1250344 |
|  # | San Fu Chemical Co. Ltd. | 181000 | 637550 |
|  # | San Shing Fastech Corp. | 684622 | 1143841 |
|  # | Sanyang Motor Co. Ltd. | 3330802 | 6535553 |
|  # | Savior Lifetec Corp. | 1485203 | 825170 |
|  | Scan-D Corp. | 7000 | 6388 |
|  # | SCI Pharmtech, Inc. | 304696 | 570001 |
|  # | Scientech Corp. | 93000 | 1071892 |
|  # | ScinoPharm Taiwan Ltd. | 1327000 | 755470 |

---

626

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**EMERGING MARKETS CORE EQUITY 2 PORTFOLIO** 

**CONTINUED** 

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) |
|  # | SciVision Biotech, Inc. | 281000 | $818981 |
|  # | SDI Corp. | 929000 | 2570226 |
|  # | Sea & Land Integrated Corp. | 92500 | 56409 |
|  # | Sea Sonic Electronics Co. Ltd. | 276000 | 617302 |
|  # | Senao International Co. Ltd. | 521547 | 491929 |
|  # | Senao Networks, Inc. | 226796 | 1118843 |
|  # | Sensortek Technology Corp. | 121000 | 746951 |
|  # | Sercomm Corp. | 2116000 | 6781522 |
|  | Sesoda Corp. | 1358261 | 1332238 |
|  # | Shanghai Commercial & Savings Bank Ltd. | 5174660 | 6661371 |
|  | Shan-Loong Transportation Co. Ltd. | 619247 | 286855 |
|  # | Sharehope Medicine Co. Ltd. | 740890 | 585250 |
|  | Sheh Fung Screws Co. Ltd. | 78000 | 74284 |
|  # | Sheng Yu Steel Co. Ltd. | 930000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;640384 |
|  # | ShenMao Technology, Inc. | 620450 | 2038170 |
|  # | Shieh Yih Machinery Industry Co. Ltd. | 607000 | 421561 |
|  # | Shih Her Technologies, Inc. | 400356 | 2249241 |
|  \* | Shih Wei Navigation Co. Ltd. | 2664634 | 1516279 |
|  \* | Shihlin Development Co. Ltd. | 123000 | 43225 |
|  # | Shihlin Electric & Engineering Corp. | 888787 | 5744662 |
|  # | Shin Foong Specialty & Applied Materials Co. Ltd. | 226000 | 243506 |
|  | Shin Hai Gas Corp. | 8242 | 13319 |
|  # | Shin Hsiung Natural Gas Co. Ltd. | 269651 | 356140 |
|  # | Shin Ruenn Development Co. Ltd. | 766607 | 1451341 |
|  | Shin Shin Natural Gas Co. | 12480 | 16028 |
|  # | Shin Zu Shing Co. Ltd. | 1139411 | 7778904 |
|  | Shinfox Energy Co. Ltd. | 8012 | 15833 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) |
|  #\* | Shining Building Business Co. Ltd. | 2773622 | $816125 |
|  # | Shinkong Insurance Co. Ltd. | 1833784 | 6704058 |
|  # | Shinkong Synthetic Fibers Corp. | 8122844 | 3520755 |
|  # | Shinkong Textile Co. Ltd. | 920169 | 1689517 |
|  # | Shiny Brands Group Co. Ltd. | 46200 | 155966 |
|  # | Shiny Chemical Industrial Co. Ltd. | 761162 | 3603282 |
|  #\* | Shun On Electronic Co. Ltd. | 99000 | 83035 |
|  # | ShunSin Technology Holding Ltd. | 27000 | 124809 |
|  #\* | Shuttle, Inc. | 2415000 | 1452552 |
|  | Sigurd Microelectronics Corp. | 3638523 | 12310054 |
|  # | Silergy Corp. | 628000 | 4518328 |
|  # | Silicon Integrated Systems Corp. | 1833539 | 3286706 |
|  \* | Silicon Optronics, Inc. | 44000 | 85817 |
|  # | Silicon Power Computer & Communications, Inc. | 128000 | 160518 |
|  # | Silitech Technology Corp. | 95693 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;109094 |
|  | Simplo Technology Co. Ltd. | 764880 | 8706865 |
|  | Sinbon Electronics Co. Ltd. | 939849 | 6441499 |
|  | Sincere Navigation Corp. | 2291741 | 1800077 |
|  | Singatron Enterprise Co. Ltd. | 19000 | 18897 |
|  | Single Well Industrial Corp. | 243351 | 200454 |
|  # | Sinher Technology, Inc. | 406000 | 335604 |
|  # | Sinmag Equipment Corp. | 296519 | 1296477 |
|  # | Sino-American Silicon Products, Inc. | 3100000 | 12544192 |
|  # | Sinon Corp. | 3121740 | 4330251 |
|  | SinoPac Financial Holdings Co. Ltd. | 45224458 | 37644522 |
|  # | Sinopower Semiconductor, Inc. | 117100 | 408847 |

---

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**EMERGING MARKETS CORE EQUITY 2 PORTFOLIO** 

**CONTINUED** 

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) |
|  | Sinphar Pharmaceutical Co. Ltd. | 871497 | $911803 |
|  | Sinyi Realty, Inc. | 1834314 | 1350852 |
|  # | Sirtec International Co. Ltd. | 581000 | 475729 |
|  | Sitronix Technology Corp. | 733774 | 4767664 |
|  # | Siward Crystal Technology Co. Ltd. | 1161705 | 849944 |
|  | Sixxon Tech Co. Ltd. | 12000 | 63349 |
|  \* | Skardin Industrial Corp. | 27000 | 35983 |
|  # | Soft-World International Corp. | 385000 | 1275507 |
|  | Solar Applied Materials Technology Corp. | 2627531 | 5050115 |
|  # | Solteam, Inc. | 454269 | 712003 |
|  \* | Solytech Enterprise Corp. | 310000 | 91922 |
|  # | Sonix Technology Co. Ltd. | 910000 | 1038206 |
|  # | Southeast Cement Co. Ltd. | 1181000 | 636608 |
|  # | Speed Tech Corp. | 728000 | 1115447 |
|  # | Spirox Corp. | 135745 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;257163 |
|  | Sporton International, Inc. | 600844 | 3493753 |
|  # | Sports Gear Co. Ltd. | 173000 | 630365 |
|  # | St. Shine Optical Co. Ltd. | 369000 | 1565963 |
|  | Standard Chemical & Pharmaceutical Co. Ltd. | 562040 | 1013464 |
|  # | Standard Foods Corp. | 2640734 | 2694644 |
|  # | Stark Technology, Inc. | 618520 | 3209165 |
|  \* | Starlux Airlines Co. Ltd. | 176000 | 137255 |
|  # | S-Tech Corp. | 494838 | 375926 |
|  # | STL Technology Co. Ltd. | 106000 | 468791 |
|  # | Sumeeko Industries Co. Ltd. | 83000 | 178432 |
|  #\* | Sun Yad Construction Co. Ltd. | 662885 | 337830 |
|  # | Sunfun Info Co. Ltd. | 178080 | 189430 |
|  | Sunjuice Holdings Co. Ltd. | 79900 | 379344 |
|  \* | Sunko INK Co. Ltd. | 373800 | 144205 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) |
|  # | SunMax Biotechnology Co. Ltd. | 146000 | $1850962 |
|  # | Sunny Friend Environmental Technology Co. Ltd. | 557257 | 1498605 |
|  | Sunonwealth Electric Machine Industry Co. Ltd. | 1628001 | 7946244 |
|  # | Sunplus Innovation Technology, Inc. | 111669 | 490756 |
|  #\* | Sunplus Technology Co. Ltd. | 2976153 | 2076346 |
|  # | Sunrex Technology Corp. | 1238145 | 1672778 |
|  # | Sunspring Metal Corp. | 823291 | 588638 |
|  #\* | Super Dragon Technology Co. Ltd. | 170000 | 156412 |
|  # | Superalloy Industrial Co. Ltd. | 134000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;206762 |
|  # | Superior Plating Technology Co. Ltd. | 30000 | 42869 |
|  # | Supreme Electronics Co. Ltd. | 3451051 | 7393358 |
|  # | Swancor Holding Co. Ltd. | 365000 | 1476916 |
|  # | Sweeten Real Estate Development Co. Ltd. | 1352004 | 1239673 |
|  # | Symtek Automation Asia Co. Ltd. | 442967 | 2250669 |
|  # | Syncmold Enterprise Corp. | 718000 | 1605168 |
|  | Syngen Biotech Co. Ltd. | 14000 | 61510 |
|  # | Synmosa Biopharma Corp. | 1707523 | 1861914 |
|  # | Synnex Technology International Corp. | 3903732 | 7196815 |
|  | Syn-Tech Chem & Pharm Co. Ltd. | 30000 | 75228 |
|  # | Syscom Computer Engineering Co. | 71000 | 131921 |
|  # | Systex Corp. | 963293 | 4048349 |
|  # | T3EX Global Holdings Corp. | 712178 | 1614418 |
|  | TA Chen Stainless Pipe | 8330558 | 9929863 |

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**EMERGING MARKETS CORE EQUITY 2 PORTFOLIO** 

**CONTINUED** 

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) |
|  # | Ta Ya Electric Wire & Cable | 4163723 | $5668876 |
|  # | Tah Hsin Industrial Corp. | 233378 | 486255 |
|  # | TAI Roun Products Co. Ltd. | 228000 | 96785 |
|  # | TA-I Technology Co. Ltd. | 758834 | 1540366 |
|  # | Tai Tung Communication Co. Ltd. | 933230 | 689708 |
|  | Taichung Commercial Bank Co. Ltd. | 29795424 | 20713746 |
|  # | TaiDoc Technology Corp. | 531532 | 2123375 |
|  # | Taiflex Scientific Co. Ltd. | 1255657 | 2769869 |
|  | Tailyn Technologies, Inc. | 73000 | 59683 |
|  # | Taimide Tech, Inc. | 644940 | 1262797 |
|  # | Tainan Enterprises Co. Ltd. | 643289 | 567882 |
|  | Tainan Spinning Co. Ltd. | 7898791 | 3233261 |
|  \* | Tainergy Tech Co. Ltd. | 363000 | 173637 |
|  # | Tai-Saw Technology Co. Ltd. | 498960 | 400376 |
|  # | TaiSol Electronics Co. Ltd. | 478000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;820684 |
|  # | Taisun Enterprise Co. Ltd. | 1090775 | 655787 |
|  # | Taita Chemical Co. Ltd. | 1632792 | 583096 |
|  # | TAI-TECH Advanced Electronics Co. Ltd. | 314000 | 1532162 |
|  | Taiwan Business Bank | 29546539 | 14717345 |
|  # | Taiwan Chinsan Electronic Industrial Co. Ltd. | 669331 | 932766 |
|  | Taiwan Cogeneration Corp. | 2955578 | 4632078 |
|  | Taiwan Cooperative Financial Holding Co. Ltd. | 21164872 | 16357181 |
|  | Taiwan Environment Scientific Co. Ltd. | 91280 | 56534 |
|  # | Taiwan FamilyMart Co. Ltd. | 205000 | 1276804 |
|  | Taiwan Fertilizer Co. Ltd. | 2950000 | 4611426 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) |
|  | Taiwan Fire & Marine Insurance Co. Ltd. | 1425880 | $1669812 |
|  | Taiwan Fructose Co. Ltd. | 62540 | 37382 |
|  | Taiwan FU Hsing Industrial Co. Ltd. | 900800 | 1504106 |
|  #\* | Taiwan Glass Industry Corp. | 6301904 | 5717808 |
|  | Taiwan High Speed Rail Corp. | 5263000 | 4677945 |
|  # | Taiwan Hon Chuan Enterprise Co. Ltd. | 2360906 | 9679971 |
|  # | Taiwan Hopax Chemicals Manufacturing Co. Ltd. | 1354900 | 1378259 |
|  \* | Taiwan IC Packaging Corp. | 305000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;174008 |
|  †† | Taiwan Land Development Corp. | 6008009 | 98208 |
|  # | Taiwan Line Tek Electronic | 515700 | 411162 |
|  #\* | Taiwan Mask Corp. | 1529000 | 1905953 |
|  | Taiwan Mobile Co. Ltd. | 6083900 | 21651718 |
|  | Taiwan Navigation Co. Ltd. | 1552720 | 1467579 |
|  # | Taiwan Paiho Ltd. | 2145152 | 3979574 |
|  # | Taiwan PCB Techvest Co. Ltd. | 2149816 | 2463842 |
|  # | Taiwan Sakura Corp. | 1186243 | 3285077 |
|  # | Taiwan Sanyo Electric Co. Ltd. | 541650 | 622287 |
|  | Taiwan Secom Co. Ltd. | 1664405 | 5839749 |
|  # | Taiwan Semiconductor Co. Ltd. | 1689000 | 3009105 |
|  | Taiwan Semiconductor Manufacturing Co. Ltd. (2330 TT) | 40130652 | 1940704936 |
|  | Taiwan Semiconductor Manufacturing Co. Ltd. (TSM US), Sponsored ADR | 2331292 | 700390056 |
|  # | Taiwan Shin Kong Security Co. Ltd. | 1721226 | 2278571 |
|  | Taiwan Speciality Chemicals Corp. | 54000 | 592592 |
|  # | Taiwan Steel Union Co. Ltd. | 141000 | 503716 |
|  #\* | Taiwan Styrene Monomer | 3104404 | 850482 |

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**EMERGING MARKETS CORE EQUITY 2 PORTFOLIO** 

**CONTINUED** 

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) |
|  | Taiwan Surface Mounting Technology Corp. | 2268674 | $8087483 |
|  # | Taiwan Taxi Co. Ltd. | 210722 | 903916 |
|  #\* | Taiwan TEA Corp. | 4313896 | 1947965 |
|  # | Taiwan Union Technology Corp. | 2016000 | 25136547 |
|  #\* | Taiwan-Asia Semiconductor Corp. | 2113537 | 1654671 |
|  # | Taiyen Biotech Co. Ltd. | 707910 | 733770 |
|  \* | Tang Eng Iron Works Co. Ltd. | 131000 | 121542 |
|  # | Tatung Co. Ltd. | 5373758 | 6298657 |
|  #\* | TBI Motion Technology Co. Ltd. | 323000 | 405405 |
|  | TCC Group Holdings Co. Ltd. | 17197055 | 12338463 |
|  # | TCI Co. Ltd. | 707282 | 2610672 |
|  # | Te Chang Construction Co. Ltd. | 499980 | 1005573 |
|  # | Team Group, Inc. | 15000 | 65529 |
|  # | Teco Electric & Machinery Co. Ltd. | 4344000 | 16348752 |
|  | Tehmag Foods Corp. | 120860 | 1154273 |
|  # | Ten Ren Tea Co. Ltd. | 171170 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;171059 |
|  | Tera Autotech Corp. | 24863 | 18027 |
|  # | Test Research, Inc. | 1115370 | 5651406 |
|  # | Test Rite International Co. Ltd. | 1513166 | 999149 |
|  \* | Tex-Ray Industrial Co. Ltd. | 959000 | 223557 |
|  \* | Thermaltake Technology Co. Ltd. | 246391 | 253672 |
|  # | Thinking Electronic Industrial Co. Ltd. | 520058 | 3183200 |
|  # | Thye Ming Industrial Co. Ltd. | 904793 | 1592369 |
|  | Tofu Restaurant Co. Ltd. | 23280 | 151326 |
|  # | Ton Yi Industrial Corp. | 6541300 | 3817732 |
|  | Tong Hsing Electronic Industries Ltd. | 1332637 | 5413526 |
|  | Tong Ming Enterprise Co. Ltd. | 133000 | 122503 |
|  | Tong Yang Industry Co. Ltd. | 2306341 | 7235945 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) |
|  # | Tong-Tai Machine & Tool Co. Ltd. | 1539804 | $1618622 |
|  # | Top Union Electronics Corp. | 915232 | 892064 |
|  | Topco Scientific Co. Ltd. | 1091707 | 12096472 |
|  # | Topco Technologies Corp. | 307468 | 620048 |
|  | Topkey Corp. | 465000 | 2812747 |
|  # | Topoint Technology Co. Ltd. | 1041993 | 3985481 |
|  | Toung Loong Textile Manufacturing | 626980 | 352349 |
|  # | TPK Holding Co. Ltd. | 2495000 | 2941435 |
|  # | Trade-Van Information Services Co. | 388000 | 1211944 |
|  | Transart Graphics Co. Ltd. | 31000 | 42046 |
|  | Transcend Information, Inc. | 1258870 | 5391440 |
|  | Transcom, Inc. | 323433 | 1423200 |
|  | Tripod Technology Corp. | 1865660 | 20632680 |
|  # | Trusval Technology Co. Ltd. | 48175 | 403738 |
|  | TS Financial Holding Co. Ltd. (2887 TT) | 66884849 | 40632930 |
|  \* | TS Financial Holding Co. Ltd. (28871 TT) | 8362593 | 2508390 |
|  | Tsang Yow Industrial Co. Ltd. | 383000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;282130 |
|  # | Tsann Kuen Enterprise Co. Ltd. | 497865 | 396621 |
|  | TSC Auto ID Technology Co. Ltd. | 215085 | 1365531 |
|  #\* | TSEC Corp. | 858000 | 390719 |
|  # | TSRC Corp. | 4275154 | 2081283 |
|  | TST Group Holding Ltd. | 6600 | 19129 |
|  | Ttet Union Corp. | 262000 | 1231370 |
|  # | TTFB Co. Ltd. | 162994 | 969334 |
|  | TTY Biopharm Co. Ltd. | 1555991 | 4022181 |
|  \* | Tul Corp. | 46000 | 113728 |
|  | Tung Ho Steel Enterprise Corp. | 4416052 | 9008963 |
|  | Tung Ho Textile Co. Ltd. | 17000 | 9714 |
|  # | Tung Thih Electronic Co. Ltd. | 475696 | 1129255 |
|  # | TURVO International Co. Ltd. | 229515 | 1495909 |

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##### [**Table of Contents**](#toc)
**EMERGING MARKETS CORE EQUITY 2 PORTFOLIO** 

**CONTINUED** 

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) |
|  \* | Twinhead International Corp. | 52000 | $116993 |
|  | TXC Corp. | 2510762 | 7249095 |
|  # | TYC Brother Industrial Co. Ltd. | 1212333 | 1885275 |
|  #\* | Tycoons Group Enterprise | 2282327 | 583590 |
|  # | Tyntek Corp. | 1782413 | 1011125 |
|  | TZE Shin International Co. Ltd. | 652200 | 319909 |
|  # | UDE Corp. | 533000 | 1828272 |
|  # | Ultra Chip, Inc. | 278000 | 410401 |
|  | U-MEDIA Communications, Inc. | 22000 | 29421 |
|  | U-Ming Marine Transport Corp. | 3491200 | 6307385 |
|  # | Unic Technology Corp. | 517000 | 389331 |
|  | Unictron Technologies Corp. | 76000 | 137391 |
|  | Unimicron Technology Corp. | 4277563 | 22545062 |
|  # | Union Bank of Taiwan | 11816013 | 7119853 |
|  | Union Insurance Co. Ltd. | 221000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;192691 |
|  \* | Uniplus Electronics Co. Ltd. | 59000 | 45514 |
|  | Uni-President Enterprises Corp. | 16263734 | 41552536 |
|  | Unitech Computer Co. Ltd. | 543365 | 733906 |
|  # | Unitech Printed Circuit Board Corp. | 4418078 | 3762220 |
|  | United Alloy-Tech Co. | 59000 | 103340 |
|  | United Integrated Services Co. Ltd. | 937640 | 26098966 |
|  # | United Microelectronics Corp. (2303 TT) | 25952441 | 39194079 |
|  # | United Microelectronics Corp. (UMC US), Sponsored ADR | 82862 | 638866 |
|  | United Orthopedic Corp. | 572468 | 2314289 |
|  # | United Radiant Technology | 548000 | 378022 |
|  \* | United Recommend International Co. Ltd. | 232785 | 293652 |
|  \* | United Renewable Energy Co. Ltd. | 8651644 | 1919661 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) |
|  \*†† | Unity Opto Technology Co. Ltd. | 3736276 | $0 |
|  # | Univacco Technology, Inc. | 313000 | 460207 |
|  | Universal Cement Corp. | 2954065 | 2972853 |
|  \* | Universal Microelectronics Co. Ltd. | 29000 | 19434 |
|  # | Universal Microwave Technology, Inc. | 115000 | 1639365 |
|  | Universal Textile Co. Ltd. | 46000 | 21457 |
|  # | Universal Vision Biotechnology Co. Ltd. | 322764 | 1500088 |
|  | Universal, Inc. | 199000 | 197007 |
|  # | UPC Technology Corp. | 5396684 | 1775318 |
|  | UPI Semiconductor Corp. | 38000 | 231327 |
|  # | Userjoy Technology Co. Ltd. | 352589 | 885557 |
|  # | USI Corp. | 3785226 | 1271469 |
|  #\* | Usun Technology Co. Ltd. | 182100 | 273527 |
|  | U-Tech Media Corp. | 354000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;140727 |
|  # | Utechzone Co. Ltd. | 377000 | 1062236 |
|  # | UVAT Technology Co. Ltd. | 189000 | 364923 |
|  # | Value Valves Co. Ltd. | 201000 | 547342 |
|  # | Vanguard International Semiconductor Corp. | 5395382 | 16890087 |
|  | Ve Wong Corp. | 704524 | 904660 |
|  # | Ventec International Group Co. Ltd. | 445000 | 1293580 |
|  # | VIA Labs, Inc. | 107000 | 287126 |
|  | Via Technologies, Inc. | 80000 | 136144 |
|  #\* | Victory New Materials Ltd. Co. | 596500 | 127491 |
|  # | Viking Tech Corp. | 467000 | 634969 |
|  # | Visco Vision, Inc. | 259000 | 1671395 |
|  # | VisEra Technologies Co. Ltd. | 297000 | 2472631 |
|  # | Visual Photonics Epitaxy Co. Ltd. | 725224 | 3244454 |
|  # | Vivotek, Inc. | 91000 | 242163 |
|  # | Vizionfocus, Inc. | 48000 | 280076 |
|  # | Voltronic Power Technology Corp. | 246007 | 9637521 |
|  #\* | Wafer Works Corp. | 4170113 | 4228085 |
|  # | Waffer Technology Corp. | 821479 | 1882916 |

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**EMERGING MARKETS CORE EQUITY 2 PORTFOLIO** 

**CONTINUED** 

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) |
|  # | Wah Hong Industrial Corp. | 418280 | $456460 |
|  | Wah Lee Industrial Corp. | 1303400 | 3817015 |
|  # | Walsin Lihwa Corp. | 8839979 | 8562430 |
|  # | Walsin Technology Corp. | 2132496 | 8556519 |
|  # | Walton Advanced Engineering, Inc. | 2036662 | 1583738 |
|  # | Wan Hai Lines Ltd. | 2694972 | 7190575 |
|  # | WAN HWA Enterprise Co. | 428452 | 153857 |
|  \* | We&Win Development Co. Ltd. | 432000 | 156323 |
|  # | We&Win Diversification Co. Ltd. | 389898 | 271917 |
|  # | WEI Chih Steel Industrial Co. Ltd. | 365000 | 189772 |
|  # | Wei Chuan Foods Corp. | 2467000 | 1206853 |
|  # | Weikeng Industrial Co. Ltd. | 2926979 | 2791156 |
|  | Well Shin Technology Co. Ltd. | 624443 | 1066130 |
|  # | Welldone Co. | 138000 | 225259 |
|  # | WELLELL, Inc. | 308463 | 214902 |
|  \* | Wha Yu Industrial Co. Ltd. | 425000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;192094 |
|  # | Wholetech System Hitech Ltd. | 393000 | 1543366 |
|  | Win Semiconductors Corp. | 2038248 | 7085451 |
|  #\* | Winbond Electronics Corp. | 14373328 | 25138196 |
|  | Winmate, Inc. | 208000 | 1111531 |
|  # | Winstek Semiconductor Co. Ltd. | 523000 | 1622336 |
|  \*†† | Wintek Corp. | 6349135 | 0 |
|  | WinWay Technology Co. Ltd. | 79000 | 6704231 |
|  # | Wisdom Marine Lines Co. Ltd. | 3469849 | 7108790 |
|  # | Wiselink Co. Ltd. | 353947 | 2119809 |
|  # | Wistron Corp. | 6777169 | 32844325 |
|  # | WITS Corp. | 278365 | 1120245 |
|  # | Wiwynn Corp. | 217000 | 30601245 |
|  | WNC Corp. | 1547896 | 6281085 |
|  # | Wonderful Hi-Tech Co. Ltd. | 736000 | 1092420 |
|  # | Wowprime Corp. | 661856 | 4634929 |
|  # | WPG Holdings Ltd. | 5574957 | 10903350 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) |
|  # | WT Microelectronics Co. Ltd. | 2124766 | $9850491 |
|  # | WUS Printed Circuit Co. Ltd. | 1091507 | 3597001 |
|  # | XAC Automation Corp. | 271000 | 264029 |
|  # | XinTec, Inc. | 1210000 | 5988472 |
|  # | X-Legend Entertainment Co. Ltd. | 56000 | 178662 |
|  # | Xxentria Technology Materials Corp. | 1120098 | 1257323 |
|  | Ya Horng Electronic Co. Ltd. | 129000 | 236746 |
|  | Yageo Corp. | 4214628 | 33922958 |
|  # | Yang Ming Marine Transport Corp. | 6737491 | 12569861 |
|  | Yankey Engineering Co. Ltd. | 299202 | 4462551 |
|  \* | Yao Sheng Electronic Co. Ltd. | 23000 | 52291 |
|  # | YC INOX Co. Ltd. | 2694814 | 1683409 |
|  # | YCC Parts Manufacturing Co. Ltd. | 109000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;152617 |
|  # | Yea Shin International Development Co. Ltd. | 1697961 | 1365330 |
|  \* | Yeh-Chiang Technology Corp. | 39000 | 32855 |
|  # | Yem Chio Co. Ltd. | 3031505 | 1305233 |
|  # | Yen Sun Technology Corp. | 418000 | 626406 |
|  \* | Yeong Guan Energy Technology Group Co. Ltd. | 712054 | 460551 |
|  # | YFC-Boneagle Electric Co. Ltd. | 740454 | 502844 |
|  # | YFY, Inc. | 7432997 | 6129770 |
|  # | Yi Jinn Industrial Co. Ltd. | 1461700 | 774553 |
|  | Yi Shin Textile Industrial Co. Ltd. | 112000 | 69971 |
|  \* | Yieh Hsing Enterprise Co. Ltd. | 150000 | 35447 |
|  #\* | Yieh Phui Enterprise Co. Ltd. | 6780358 | 3247583 |
|  # | Yonyu Plastics Co. Ltd. | 546050 | 348919 |
|  # | Young Fast Optoelectronics Co. Ltd. | 669137 | 1185361 |
|  \* | Young Optics, Inc. | 20000 | 35525 |

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**EMERGING MARKETS CORE EQUITY 2 PORTFOLIO** 

**CONTINUED** 

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** | **Value»** |
|  TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) |
|  # | Youngtek Electronics Corp. | 862569 | $| 1648529 |
|  # | Yuan High-Tech Development Co. Ltd. | 26000 |  | 142618 |
|  | Yuanta Financial Holding Co. Ltd. | 31072796 |  | 34790488 |
|  | Yuanta Futures Co. Ltd. | 212799 |  | 622674 |
|  # | Yuen Chang Stainless Steel Co. Ltd. | 281000 |  | 140169 |
|  # | Yuen Foong Yu Consumer Products Co. Ltd. | 452000 |  | 564280 |
|  | Yulon Finance Corp. | 1777023 |  | 5549442 |
|  # | Yulon Motor Co. Ltd. | 3726526 |  | 3973307 |
|  # | Yung Chi Paint & Varnish Manufacturing Co. Ltd. | 385350 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;939120 |
|  # | Yungshin Construction & Development Co. Ltd. | 805200 |  | 1999166 |
|  # | YungShin Global Holding Corp. | 1316400 |  | 2410073 |
|  # | Yusin Holding Corp. | 163650 |  | 367078 |
|  # | Zeng Hsing Industrial Co. Ltd. | 401733 |  | 1203762 |
|  # | Zenitron Corp. | 1297000 |  | 1455604 |
|  # | Zero One Technology Co. Ltd. | 664868 |  | 2468611 |
|  | Zhen Ding Technology Holding Ltd. | 3373350 |  | 17813021 |
|  #\* | Zig Sheng Industrial Co. Ltd. | 3171638 |  | 795741 |
|  # | ZillTek Technology Corp. | 45000 |  | 295063 |
|  #\* | Zinwell Corp. | 2008979 |  | 921863 |
|  # | Zippy Technology Corp. | 747028 |  | 1256007 |
|  # | Zyxel Group Corp. | 2120320 |  | 2413182 |
|  TOTAL TAIWAN | TOTAL TAIWAN | TOTAL TAIWAN |  | 6825747368 |
|  THAILAND — (1.3%) | THAILAND — (1.3%) | THAILAND — (1.3%) | THAILAND — (1.3%) | THAILAND — (1.3%) |
|  | AAPICO Hitech PCL (AH/F TB) | 2032688 |  | 773220 |
|  | AAPICO Hitech PCL (AH-R TB), NVDR | 30260 |  | 11511 |
|  #\* | Absolute Clean Energy PCL | 11959500 |  | 484520 |
|  | Advanced Info Service PCL | 2305509 |  | 21532820 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  THAILAND — (Continued) | THAILAND — (Continued) | THAILAND — (Continued) | THAILAND — (Continued) |
|  | Advanced Information Technology PCL, Class F | 7482550 | $1115382 |
|  | AEON Thana Sinsap Thailand PCL | 540400 | 1763173 |
|  | After You PCL | 1622100 | 249824 |
|  | Airports of Thailand PCL | 5831200 | 7438905 |
|  | Allianz Ayudhya Capital PCL | 136600 | 143634 |
|  | Amata Corp. PCL | 5416200 | 2412039 |
|  \* | Ananda Development PCL | 16269707 | 226422 |
|  # | AP Thailand PCL | 18573436 | 4968617 |
|  | Asia Plus Group Holdings PCL | 18197900 | 1249400 |
|  | Asia Sermkij Leasing PCL, NVDR | 2185000 | 523697 |
|  | Asia Sermkij Leasing PCL | 202800 | 48607 |
|  # | Asian Alliance International PCL | 1859200 | 296115 |
|  | Asian Insulators PCL | 2470690 | 252150 |
|  | Asian Sea Corp. PCL | 2165150 | 488808 |
|  # | Asset World Corp. PCL | 16399300 | 1115771 |
|  \* | Assetwise PCL | 90900 | 17570 |
|  | B Grimm Power PCL | 2416100 | 1210478 |
|  | Bangchak Corp. PCL | 7829200 | 7142768 |
|  | Bangchak Sriracha PCL | 1857000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;256138 |
|  # | Bangkok Airways PCL | 3334600 | 1340646 |
|  | Bangkok Aviation Fuel Services PCL | 234900 | 70103 |
|  | Bangkok Bank PCL (BBLF TB) | 2198200 | 10877130 |
|  # | Bangkok Chain Hospital PCL | 3655150 | 1277353 |
|  # | Bangkok Commercial Asset Management PCL | 11146598 | 2326876 |
|  | Bangkok Dusit Medical Services PCL, Class F | 14307800 | 8362994 |
|  # | Bangkok Expressway & Metro PCL | 14486255 | 2307228 |
|  | Bangkok Land PCL | 83505748 | 1291259 |
|  | Bangkok Life Assurance PCL, NVDR | 1617728 | 900544 |
|  | Bangkok Ranch PCL | 4050800 | 207958 |
|  | Banpu PCL | 25360513 | 3960742 |
|  # | Banpu Power PCL | 2191900 | 867677 |

---

633

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##### [**Table of Contents**](#toc)
**EMERGING MARKETS CORE EQUITY 2 PORTFOLIO** 

**CONTINUED** 

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  THAILAND — (Continued) | THAILAND — (Continued) | THAILAND — (Continued) | THAILAND — (Continued) |
|  | BCPG PCL | 2964600 | $756392 |
|  # | BEC World PCL | 6788131 | 409366 |
|  # | Berli Jucker PCL | 4025650 | 2278317 |
|  | Betagro PCL | 1266900 | 626887 |
|  \* | Better World Green PCL | 19998367 | 191727 |
|  \* | Beyond Securities PCL | 1832100 | 36262 |
|  | BKI Holdings PCL | 165140 | 1562791 |
|  | Bluebik Group PCL | 80500 | 46555 |
|  \* | Bound & Beyond PCL | 614200 | 131065 |
|  | Brooker Group PCL | 6444600 | 63778 |
|  \* | BTS Group Holdings PCL | 24110300 | 2192184 |
|  | Bumrungrad Hospital PCL | 1461400 | 7773645 |
|  # | Cal-Comp Electronics Thailand PCL, Class F | 19709038 | 3718111 |
|  | Carabao Group PCL | 925500 | 1288001 |
|  | Central Pattana PCL | 3142600 | 5223898 |
|  # | Central Plaza Hotel PCL | 1194700 | 1191559 |
|  # | Central Retail Corp. PCL | 5238817 | 3321347 |
|  | CH Karnchang PCL | 5295967 | 2505901 |
|  | Charoen Pokphand Foods PCL | 12509200 | 8162799 |
|  | Chayo Group PCL | 3417042 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;160628 |
|  # | Chularat Hospital PCL | 24681200 | 1198376 |
|  | CK Power PCL | 8164000 | 646354 |
|  | Com7 PCL | 3942800 | 3048400 |
|  | Cotto F | 6288800 | 36953 |
|  \* | Country Group Development PCL | 15322100 | 52124 |
|  \* | Country Group Holdings PCL | 14076611 | 235082 |
|  | CP ALL PCL | 4728400 | 6726655 |
|  | CP Axtra PCL | 748900 | 453949 |
|  | Delta Electronics Thailand PCL | 3961300 | 26584262 |
|  # | Dhipaya Group Holdings PCL | 3251600 | 2192203 |
|  | Diamond Building Products PCL | 1468200 | 238381 |
|  # | Dohome PCL | 3945133 | 475832 |
|  | Don Muang Tollway PCL | 980000 | 312170 |
|  # | Dynasty Ceramic PCL | 17934150 | 732119 |
|  # | Eastern Polymer Group PCL | 5797332 | 502011 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  THAILAND — (Continued) | THAILAND — (Continued) | THAILAND — (Continued) | THAILAND — (Continued) |
|  | Eastern Water Resources Development & Management PCL, Class F | 4568900 | $356073 |
|  | Ekachai Medical Care PCL | 2248790 | 361642 |
|  | Electricity Generating PCL | 577800 | 2197909 |
|  #\* | Energy Absolute PCL | 26050300 | 2465252 |
|  # | Erawan Group PCL | 12805000 | 934585 |
|  | Exotic Food PCL | 1287100 | 605039 |
|  #\* | Forth Corp. PCL | 1124700 | 240001 |
|  | Forth Smart Service PCL | 1486849 | 340272 |
|  | Fortune Parts Industry PCL | 2261200 | 106994 |
|  | Frasers Property Thailand PCL | 109400 | 21653 |
|  # | GFPT PCL | 3991922 | 1271588 |
|  | Global Green Chemicals PCL | 17400 | 1916 |
|  | Global Power Synergy PCL | 581026 | 745711 |
|  \* | Gulf Development PCL | 3196009 | 4373694 |
|  | Gunkul Engineering PCL | 21689000 | 1381764 |
|  | Haad Thip PCL | 1429600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;667604 |
|  | Hana Microelectronics PCL | 3531053 | 2533491 |
|  | Heng Leasing & Capital PCL | 5805900 | 181350 |
|  # | Home Product Center PCL | 15956815 | 3232322 |
|  | Humanica PCL | 65500 | 11040 |
|  \* | Hwa Fong Rubber Thailand PCL, Class F | 695600 | 78735 |
|  | ICC International PCL | 87738 | 66478 |
|  # | Ichitan Group PCL | 5097900 | 1939204 |
|  | Index Livingmall PCL | 1259900 | 557185 |
|  # | Indorama Ventures PCL | 5093000 | 3008390 |
|  | Interlink Communication PCL | 2238550 | 326765 |
|  | Internet Thailand PCL | 66500 | 7239 |
|  # | IRPC PCL | 49131190 | 1747359 |
|  | IT City PCL | 163900 | 17741 |
|  | I-TAIL Corp. PCL | 664700 | 353575 |
|  \* | Italian-Thai Development PCL | 38425873 | 392161 |
|  \*†† | ITV PLC | 183700 | 0 |

---

634

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##### [**Table of Contents**](#toc)
**EMERGING MARKETS CORE EQUITY 2 PORTFOLIO** 

**CONTINUED** 

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  THAILAND — (Continued) | THAILAND — (Continued) |  |  |
|  #\* | Jasmine Technology Solution PCL | 338000 | $266553 |
|  # | Jaymart Group Holdings PCL | 3262000 | 786875 |
|  # | JMT Network Services PCL | 3392997 | 1023093 |
|  | Kang Yong Electric PCL | 8200 | 71767 |
|  | Karmarts PCL | 4968793 | 1260062 |
|  | Kasikornbank PCL (KBANKF TB) | 91000 | 524865 |
|  | Kasikornbank PCL (KBANKR TB), NVDR | 714000 | 4118169 |
|  | KCE Electronics PCL | 3848464 | 3034972 |
|  | KGI Securities Thailand PCL | 7099700 | 860703 |
|  # | Khon Kaen Sugar Industry PCL | 15113249 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;645006 |
|  | Kiatnakin Phatra Bank PCL | 1122407 | 2282303 |
|  | Klinique Medical Clinic PCL | 15700 | 12381 |
|  | Krung Thai Bank PCL | 6944432 | 5852351 |
|  | Krungthai Card PCL | 2212600 | 1950181 |
|  | Ladprao General Hospital PCL, Class F | 256700 | 29215 |
|  | Lalin Property PCL | 1613800 | 249544 |
|  | Lam Soon Thailand PCL | 2756000 | 397185 |
|  | Land & Houses PCL (LHF TB) | 15993400 | 1929001 |
|  | Land & Houses PCL (LHR TB), NVDR | 3074080 | 370772 |
|  | Lanna Resources PCL | 134900 | 64248 |
|  | LH Financial Group PCL | 28136459 | 678721 |
|  | Loxley PCL | 11146635 | 520533 |
|  # | LPN Development PCL | 9471996 | 480411 |
|  | Major Cineplex Group PCL | 2400300 | 527049 |
|  | Malee Group PCL | 816800 | 106600 |
|  | MBK PCL | 5689228 | 2903116 |
|  | MC Group PCL | 2311500 | 800643 |
|  | MCS Steel PCL | 3495200 | 886366 |
|  \* | MDX PCL | 484300 | 35048 |
|  # | Mega Lifesciences PCL | 2158200 | 1968978 |
|  | Minor International PCL | 10628130 | 7559827 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  THAILAND — (Continued) | THAILAND — (Continued) |  |  |
|  | MK Restaurants Group PCL | 1341300 | $1358515 |
|  \* | Mono Next PCL | 5802100 | 213530 |
|  # | Moshi Moshi Retail Corp. PLC | 365600 | 387252 |
|  | Muang Thai Insurance PCL | 261900 | 136883 |
|  # | Muangthai Capital PCL | 2489000 | 3117504 |
|  | Namyong Terminal PCL | 2643000 | 232136 |
|  | Netbay PCL | 654874 | 415182 |
|  | Next Capital PCL | 252800 | 25956 |
|  | Noble Development PCL | 5961100 | 394518 |
|  | Nonthavej Hospital PCL | 72300 | 54558 |
|  # | Northeast Rubber PCL | 9303400 | 1196912 |
|  | NSL Foods PCL | 334800 | 269207 |
|  # | Origin Property PCL | 5780135 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;403993 |
|  | Osotspa PCL | 2845000 | 1381367 |
|  # | Plan B Media PCL | 11663368 | 1507743 |
|  \* | Platinum Group PCL, Class F | 2830700 | 102425 |
|  | Polyplex Thailand PCL | 2228587 | 651311 |
|  | Praram 9 Hospital PCL | 1807850 | 1213247 |
|  # | Precious Shipping PCL | 8257500 | 1711002 |
|  | Premier Marketing PCL | 2431700 | 857318 |
|  # | Prima Marine PCL | 6552234 | 1307002 |
|  | Principal Capital PCL | 1957300 | 119853 |
|  \* | Property Perfect PCL | 23301687 | 50444 |
|  # | Pruksa Holding PCL | 4631700 | 532857 |
|  \* | PSG Corp. PCL | 177171 | 17095 |
|  | PTG Energy PCL | 8086600 | 2000705 |
|  | PTT Exploration & Production PCL | 5536569 | 18321104 |
|  # | PTT Global Chemical PCL | 4421558 | 3452740 |
|  # | PTT Oil & Retail Business PCL | 4439200 | 2018130 |
|  | PTT PCL | 36706900 | 34907598 |
|  # | Quality Houses PCL | 47743004 | 1948995 |
|  | R&B Food Supply PCL | 1203800 | 134024 |
|  \* | Raimon Land PCL | 17461100 | 70201 |
|  | Rajthanee Hospital PCL | 1046000 | 417300 |
|  | Ramkhamhaeng Hospital PCL | 10500 | 6040 |

---

635

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##### [**Table of Contents**](#toc)
**EMERGING MARKETS CORE EQUITY 2 PORTFOLIO** 

**CONTINUED** 

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  THAILAND — (Continued) | THAILAND — (Continued) |  |  |
|  # | Ratch Group PCL | 2390200 | $2051277 |
|  | Ratchaphruek Hospital PCL | 2714500 | 414709 |
|  # | Ratchthani Leasing PCL | 15207094 | 752477 |
|  | Regional Container Lines PCL | 2570000 | 2046621 |
|  # | Rojana Industrial Park PCL | 5984112 | 829096 |
|  # | S Hotels & Resorts PCL | 8172386 | 386694 |
|  | Sabina PCL | 681515 | 326689 |
|  | Saha Pathana Inter-Holding PCL | 50400 | 70530 |
|  | Sahamitr Pressure Container PCL | 353600 | 96779 |
|  | Saha-Union PCL | 755300 | 665720 |
|  | Saksiam Leasing PCL | 3285200 | 365756 |
|  | Samart Corp. PCL | 2520199 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;467642 |
|  | Sansiri PCL | 97195985 | 4208269 |
|  # | Sappe PCL | 825800 | 925785 |
|  # | SC Asset Corp. PCL | 14143116 | 743569 |
|  | SCB X PCL | 2083969 | 8442862 |
|  # | SCG Packaging PCL | 4474200 | 2518337 |
|  # | SCGJWD Logistics PCL | 160400 | 41173 |
|  | SEAFCO PCL | 3305102 | 231005 |
|  | Sena Development PCL | 4559850 | 263706 |
|  # | Sermsang Power Corp. Co. Ltd. | 2443806 | 259987 |
|  | Siam Cement PCL | 1180900 | 7450243 |
|  # | Siam Global House PCL | 1318415 | 281338 |
|  | Siam Wellness Group PCL | 3501200 | 316175 |
|  | Siamgas & Petrochemicals PCL | 5893300 | 1166449 |
|  | Sikarin PCL, Class F | 1379500 | 330636 |
|  #\* | Singer Thailand PCL | 2481500 | 445112 |
|  # | Singha Estate PCL | 21262581 | 361664 |
|  | SiS Distribution Thailand PCL | 260200 | 148870 |
|  # | SISB PCL | 1235400 | 450834 |
|  #\* | SKY ICT PCL | 96000 | 36518 |
|  \* | SNC Former PCL | 1905000 | 353487 |
|  | Somboon Advance Technology PCL | 2088125 | 845970 |
|  | SPCG PCL | 3684200 | 945689 |
|  # | Sri Trang Agro-Industry PCL | 6295282 | 2316804 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  THAILAND — (Continued) | THAILAND — (Continued) |  |  |
|  # | Sri Trang Gloves Thailand PCL | 5672677 | $1175412 |
|  # | Srinanaporn Marketing PCL | 1416100 | 343788 |
|  | Srisawad Capital 1969 PCL, Class F | 4382015 | 150426 |
|  | Srisawad Corp. PCL | 4117280 | 3597129 |
|  | Srithai Superware PCL | 8983000 | 291701 |
|  | Srivichai Vejvivat PCL | 2916291 | 735048 |
|  # | Star Petroleum Refining PCL | 11350099 | 1684876 |
|  #\* | Stecon Group PCL | 4183287 | 1060861 |
|  \* | Stella X PCL | 13241300 | 77806 |
|  #\* | STP & I PCL | 6720926 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;752428 |
|  # | Supalai PCL | 9224625 | 4878339 |
|  \* | Super Energy Corp. PCL | 141162575 | 567532 |
|  | Susco PCL | 4075000 | 299938 |
|  | SVI PCL | 2050000 | 393073 |
|  | Syntec Construction PCL | 7690300 | 418584 |
|  | TAC Consumer PCL | 2816769 | 418138 |
|  # | Taokaenoi Food & Marketing PCL, Class F | 2789200 | 420946 |
|  \* | Tata Steel Thailand PCL | 20449400 | 467993 |
|  | Thai Coconut PCL | 139800 | 30913 |
|  # | Thai Life Insurance PCL | 2448600 | 779978 |
|  | Thai Nakarin Hospital PCL | 168000 | 170156 |
|  # | Thai Oil PCL | 3810389 | 4212816 |
|  \* | Thai Reinsurance PCL | 8794100 | 119666 |
|  | Thai Stanley Electric PCL (STANLY/F TB), Class F | 231200 | 1383553 |
|  | Thai Stanley Electric PCL (STANLY-R TB), NVDR | 7500 | 44882 |
|  | Thai Union Group PCL | 9594860 | 3887202 |
|  | Thai Vegetable Oil PCL | 3470257 | 2597193 |
|  | Thai Wah PCL | 4164200 | 324533 |
|  #\* | Thaicom PCL | 4237800 | 1251616 |
|  | Thaifoods Group PCL | 10502626 | 1474623 |
|  | Thanachart Capital PCL | 1058300 | 1669191 |
|  #\* | Thonburi Healthcare Group PCL | 1761480 | 438531 |

---

636

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##### [**Table of Contents**](#toc)
**EMERGING MARKETS CORE EQUITY 2 PORTFOLIO** 

**CONTINUED** 

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  THAILAND — (Continued) | THAILAND — (Continued) |  |  |
|  # | Thoresen Thai Agencies PCL | 9716000 | $1322109 |
|  | TIDLOR Holdings PCL | 3981853 | 2586019 |
|  | Tipco Asphalt PCL (TASCO/F TB) | 3085590 | 1326417 |
|  | TIPCO Foods PCL | 1384300 | 333927 |
|  | Tisco Financial Group PCL (TISCO/F TB) | 804900 | 2675947 |
|  | Tisco Financial Group PCL (TISCOR TB), NVDR | 90 | 299 |
|  | TKS Technologies PCL | 2077972 | 359878 |
|  # | TMBThanachart Bank PCL | 56078683 | 3208460 |
|  \* | TMT Steel PCL | 2855800 | 264958 |
|  | TOA Paint Thailand PCL | 2134899 | 851715 |
|  # | TPI Polene PCL | 48115760 | 1071389 |
|  | TPI Polene Power PCL | 15024840 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;957203 |
|  # | TQM Alpha PCL | 1138196 | 432962 |
|  | Triple i Logistics PCL | 352900 | 50640 |
|  \* | True Corp. PCL | 42384284 | 14942967 |
|  # | TTW PCL | 6182000 | 1730234 |
|  | Union Auction PCL | 1622000 | 285925 |
|  # | Unique Engineering & Construction PCL | 5285405 | 470758 |
|  | United Paper PCL | 2202500 | 524486 |
|  | Univanich Palm Oil PCL | 5283100 | 1944298 |
|  | Vanachai Group PCL | 5890840 | 364363 |
|  | VGI PCL | 13819800 | 534243 |
|  | WHA Corp. PCL | 24223400 | 2442192 |
|  # | WHA Utilities & Power PCL | 4175462 | 526856 |
|  \* | Xspring Capital PCL | 26075833 | 387085 |
|  TOTAL THAILAND | TOTAL THAILAND | TOTAL THAILAND | 443516753 |
|  TURKEY — (0.8%) | TURKEY — (0.8%) |  |  |
|  \* | Adese Alisveris Merkezleri Ticaret AS | 32035550 | 2776863 |
|  | Agesa Hayat ve Emeklilik AS | 307731 | 1535579 |
|  \* | Ahlatci Dogal Gaz Dagitim Enerji VE Yatirim AS | 451598 | 308288 |
|  # | Akbank TAS | 11333136 | 16363746 |
|  | Akcansa Cimento AS | 289852 | 919007 |
|  \* | Akenerji Elektrik Uretim AS | 1388634 | 339638 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  TURKEY — (Continued) | TURKEY — (Continued) |  |  |
|  \* | Akfen Yenilenebilir Enerji AS | 1122582 | $459533 |
|  | Aksa Akrilik Kimya Sanayii AS | 8288314 | 2442083 |
|  #\* | Aksa Enerji Uretim AS | 1359013 | 1679047 |
|  \* | Aksigorta AS | 3309820 | 549871 |
|  # | Alarko Holding AS | 1224384 | 2344638 |
|  | Albaraka Turk Katilim Bankasi AS | 17445925 | 3407762 |
|  \* | Alcatel-Lucent Teletas Telekomunikasyon AS | 1192 | 3512 |
|  | Alfa Solar Enerji Sanayi VE Ticaret AS | 136992 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;143697 |
|  \* | Alkim Alkali Kimya AS | 935770 | 431418 |
|  | Anadolu Anonim Turk Sigorta Sirketi | 5387328 | 2968358 |
|  # | Anadolu Efes Biracilik Ve Malt Sanayii AS | 4785090 | 1651871 |
|  | Anadolu Hayat Emeklilik AS | 543905 | 1334101 |
|  | Anadolu Isuzu Otomotiv Sanayi Ve Ticaret AS, Class C | 176428 | 240885 |
|  \* | Anel Elektrik Proje Taahhut ve Ticaret AS | 109746 | 43016 |
|  #\* | Arcelik AS | 325658 | 855531 |
|  \* | ARD Grup Bilisim Teknolojileri AS | 1002909 | 692942 |
|  | Aselsan Elektronik Sanayi Ve Ticaret AS | 1207107 | 5835807 |
|  # | Astor Transformator Enerji Turizm Insaat Ve Petrol Sanayi Ticaret AS | 912035 | 2128645 |
|  \* | Aydem Yenilenebilir Enerji AS | 671729 | 303262 |
|  | Aygaz AS | 369530 | 1734519 |
|  | Baskent Dogalgaz Dagitim Gayrimenkul Yatirim Ortakligi AS | 22624 | 22477 |
|  \* | Baticim Bati Anadolu Cimento Sanayii AS | 12819810 | 1337820 |
|  \* | BatiSoke Soke Cimento Sanayii TAS | 1317356 | 504099 |
|  \* | Bera Holding AS | 5606831 | 2446850 |

---

637

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##### [**Table of Contents**](#toc)
**EMERGING MARKETS CORE EQUITY 2 PORTFOLIO** 

**CONTINUED** 

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  TURKEY — (Continued) | TURKEY — (Continued) |  |  |
|  \* | Besler Gida Ve Kimya Sanayi Ve Ticaret AS | 1040753 | $347133 |
|  \* | Bien Yapi Urunleri Sanayi Turizm ve Ticaret AS | 132465 | 128024 |
|  # | BIM Birlesik Magazalar AS | 286459 | 3668394 |
|  \* | Biotrend Cevre VE Enerji Yatirimlari AS | 732821 | 407232 |
|  \* | Birlesim Muhendislik Isitma Sogutma Havalandirma Sanayi VE Ticaret AS | 136440 | 49434 |
|  | Bogazici Beton Sanayi Ve Ticaret AS | 677027 | 325581 |
|  #\* | Borusan Birlesik Boru Fabrikalari Sanayi ve Ticaret AS | 48426 | 554101 |
|  | Borusan Yatirim ve Pazarlama AS | 5752 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;334422 |
|  \* | Bosch Fren Sistemleri Sanayi ve Ticaret AS | 14514 | 58536 |
|  | Brisa Bridgestone Sabanci Sanayi ve Ticaret AS | 152406 | 320320 |
|  | Bursa Cimento Fabrikasi AS | 4236095 | 651142 |
|  \* | Can2 Termik AS | 10866775 | 624931 |
|  | Celebi Hava Servisi AS | 17928 | 664031 |
|  \* | Cemas Dokum Sanayi AS | 1693587 | 224594 |
|  | Cemtas Celik Makina Sanayi Ve Ticaret AS | 1609337 | 435982 |
|  \* | Cimbeton Hazirbeton ve Prefabrik Yapi Elemanlari Sanayi ve Ticaret AS | 2675 | 140631 |
|  # | Cimsa Cimento Sanayi VE Ticaret AS | 1232524 | 1389303 |
|  # | Coca-Cola Icecek AS | 2399331 | 2933002 |
|  \* | DAP Gayrimenkul Gelistirme AS | 475757 | 158767 |
|  \* | Deva Holding AS | 229627 | 386443 |
|  # | Dogan Sirketler Grubu Holding AS | 7111462 | 2887629 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  TURKEY — (Continued) | TURKEY — (Continued) |  |  |
|  # | Dogus Otomotiv Servis ve Ticaret AS | 722346 | $3096590 |
|  | Eczacibasi Yatirim Holding Ortakligi AS | 91429 | 632956 |
|  | EGE Endustri VE Ticaret AS | 3709 | 720781 |
|  | EGE Gubre Sanayii AS | 336669 | 852617 |
|  | EIS Eczacibasi Ilac ve Sinai ve Finansal Yatirimlar Sanayi ve Ticaret AS | 859769 | 1848377 |
|  \* | Emek Elektrik Endustrisi AS | 53270 | 68212 |
|  #W | Enerjisa Enerji AS | 572782 | 1122887 |
|  | Enerya Enerji AS | 1200628 | 278745 |
|  # | Enka Insaat ve Sanayi AS | 2194936 | 4049160 |
|  \* | Erbosan Erciyas Boru Sanayii ve Ticaret AS | 89830 | 415328 |
|  | Eregli Demir ve Celik Fabrikalari TAS | 5478716 | 3576910 |
|  | Escar Turizm Tasimacilik Ticaret AS | 665193 | 329705 |
|  \* | Esenboga Elektrik Uretim AS | 3219697 | 597167 |
|  | Europap Tezol Kagit Sanayi VE Ticaret AS | 492807 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;155838 |
|  \* | Europen Endustri Insaat Sanayi VE Ticaret AS | 6155628 | 1293549 |
|  \* | Europower Enerji VE Otomasyon Teknolojileri Sanayi Ticaret AS | 174814 | 118946 |
|  # | Ford Otomotiv Sanayi AS | 563270 | 1328078 |
|  \* | Galata Wind Enerji AS | 227272 | 137951 |
|  | GEN Ilac VE Saglik Urunleri Sanayi VE Ticaret AS | 60098 | 273319 |
|  | Gentas Genel Metal Sanayi ve Ticaret AS | 169935 | 37184 |

---

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**EMERGING MARKETS CORE EQUITY 2 PORTFOLIO** 

**CONTINUED** 

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  TURKEY — (Continued) | TURKEY — (Continued) |  |  |
|  | Gipta Ofis Kirtasiye VE Promosyon Urunleri Imalat Sanayi AS | 61612 | $146496 |
|  \* | Girsim Elektrik Sanayi Taahut Ve Ticaret AS | 333707 | 373844 |
|  | Global Yatirim Holding AS | 15717855 | 4362471 |
|  | Goknur Gida Maddeleri Ithalat Ihracat Ticaret Ve Sanayi AS | 650712 | 356521 |
|  | Goltas Goller Bolgesi Cimento Sanayi ve Ticaret AS | 95322 | 752907 |
|  \* | Goodyear Lastikleri TAS | 205803 | 79094 |
|  \* | Gozde Girisim Sermayesi Yatirim Ortakligi AS | 1430960 | 755630 |
|  \* | GSD Holding AS | 7991502 | 922118 |
|  #\* | Gubre Fabrikalari TAS | 96894 | 728730 |
|  | GUR-Sel Turizm Tasimacilik VE Servis Ticaret AS | 20960 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;169941 |
|  \* | HAT-San Gemi Insaa Bakim Onarim Deniz Nakliyat Sanayi VE Ticaret AS | 75468 | 82825 |
|  \* | Hitit Bilgisayar Hizmetleri AS | 261415 | 297925 |
|  \* | HUN Yenilenebilir Enerji Uretim AS | 649995 | 58527 |
|  \* | Ihlas Holding AS | 5376582 | 407213 |
|  \* | Imas Makina Sanayi AS | 2368763 | 301564 |
|  \* | Indeks Bilgisayar Sistemleri Muhendislik Sanayi ve Ticaret AS | 4391591 | 873531 |
|  \* | Info Yatirim AS | 1676741 | 209748 |
|  \* | Inveo Yatirim Holding AS | 314289 | 79589 |
|  #\* | Ipek Dogal Enerji Kaynaklari Arastirma Ve Uretim AS | 547698 | 1013579 |
|  \* | Is Finansal Kiralama AS | 4278335 | 1958061 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  TURKEY — (Continued) | TURKEY — (Continued) |  |  |
|  | Is Yatirim Menkul Degerler AS | 2772022 | $2896156 |
|  \* | Isiklar Enerji ve Yapi Holding AS | 3588618 | 2915709 |
|  \* | Izdemir Enerji Elektrik Uretim AS | 3447000 | 789370 |
|  \* | Izmir Demir Celik Sanayi AS | 4891134 | 742548 |
|  \* | Izmir Firca Sanayi ve Ticaret AS | 13343 | 47598 |
|  | Jantsa Jant Sanayi Ve Ticaret AS | 624616 | 315533 |
|  | Kalekim Kimyevi Maddeler Sanayi ve Ticaret AS | 674063 | 552957 |
|  \* | Kardemir Karabuk Demir Celik Sanayi ve Ticaret AS (KRDMA TI), Class A | 2003435 | 1368784 |
|  #\* | Kardemir Karabuk Demir Celik Sanayi ve Ticaret AS (KRDMD TI), Class D | 6910355 | 4495742 |
|  \* | Karsan Otomotiv Sanayii Ve Ticaret AS | 1230120 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;316371 |
|  \* | Kartonsan Karton Sanayi ve Ticaret AS | 27238 | 54726 |
|  \* | Katmerciler Arac Ustu Ekipman Sanayi ve Ticaret AS | 16482182 | 1225156 |
|  \* | Kayseri Seker Fabrikasi AS | 76481 | 32953 |
|  | Kervan Gida Sanayi Ve Ticaret AS | 4500922 | 275039 |
|  | Kiler Holding AS | 86480 | 279690 |
|  # | KOC Holding AS | 2000948 | 8148622 |
|  | Kocaer Celik Sanayi Ve Ticaret AS | 1956767 | 641670 |
|  | Kontrolmatik Enerji Ve Muhendislik AS | 260198 | 194451 |
|  \* | Konya Cimento Sanayii AS | 4804 | 586345 |
|  #\* | Kordsa Teknik Tekstil AS | 311684 | 414445 |
|  #\* | Koza Anadolu Metal Madencilik Isletmeleri AS | 380012 | 816585 |
|  | LDR Turizm AS | 1337033 | 2026962 |

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**EMERGING MARKETS CORE EQUITY 2 PORTFOLIO** 

**CONTINUED** 

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  TURKEY — (Continued) | TURKEY — (Continued) |  |  |
|  | Logo Yazilim Sanayi Ve Ticaret AS | 377589 | $1500939 |
|  | Lokman Hekim Engurusag Saglik Turizm Egitim Hizmetleri ve Insaat Taahhut AS | 1011043 | 403910 |
|  \* | Loras Holding AS | 3286254 | 470902 |
|  \* | Margun Enerji Uretim Sanayi VE Ticaret AS | 1591407 | 1119604 |
|  #\* | Marmara Holding AS | 3113705 | 222862 |
|  | Matriks Bilgi Dagitim Hizmetleri AS | 19447 | 12922 |
|  #W | Mavi Giyim Sanayi Ve Ticaret AS, Class B | 3146574 | 3013065 |
|  \* | Mega Metal Sanayi VE Ticaret AS | 175857 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;165602 |
|  | Merit Turizm Yatirim ve Isletme AS | 271836 | 146625 |
|  #\* | MIA Teknoloji AS | 1767732 | 1564929 |
|  # | Migros Ticaret AS | 150758 | 1623829 |
|  \*W | MLP Saglik Hizmetleri AS | 374006 | 2988684 |
|  \* | Naturel Yenilenebilir Enerji Ticaret AS | 1547440 | 338149 |
|  | Naturelgaz Sanayi ve Ticaret AS | 760179 | 202192 |
|  \* | NET Holding AS | 1414526 | 1674426 |
|  | Nuh Cimento Sanayi AS | 283836 | 1645654 |
|  #\* | ODAS Elektrik Uretim ve Sanayi Ticaret AS | 7940165 | 1112658 |
|  \* | Orge Enerji Elektrik Taahhut AS | 330863 | 543317 |
|  \* | Ostim Endustriyel Yatirimlar Ve Isletme AS | 2395042 | 194624 |
|  \* | Otokar Otomotiv Ve Savunma Sanayi AS | 46540 | 508024 |
|  # | Oyak Cimento Fabrikalari AS | 3833869 | 1933914 |
|  \* | Oyak Yatirim Menkul Degerler AS | 408083 | 526244 |
|  #\* | Pegasus Hava Tasimaciligi AS | 873618 | 4355841 |
|  \* | Peker Gayrimenkul Yatirim Ortakligi AS | 8592910 | 2451168 |
|  | Penta Teknoloji Urunleri Dagitim Ticaret AS | 76752 | 28081 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  TURKEY — (Continued) | TURKEY — (Continued) |  |  |
|  #\* | Petkim Petrokimya Holding AS | 2664681 | $1086639 |
|  \* | Polisan Holding AS | 782848 | 326190 |
|  \* | Politeknik Metal Sanayi ve Ticaret AS | 1897 | 387000 |
|  \* | Qua Granite Hayal | 2315765 | 480677 |
|  \* | Ral Yatirim Holding AS | 874225 | 4120389 |
|  \* | Reysas Tasimacilik ve Lojistik Ticaret AS | 2610516 | 923827 |
|  | Sarkuysan Elektrolitik Bakir Sanayi ve Ticaret AS | 4396782 | 1599087 |
|  #\* | Sasa Polyester Sanayi AS | 3296986 | 240561 |
|  | SDT Uzay VE Savunma Teknolojileri AS | 31838 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;144070 |
|  | Sekerbank Turk AS | 16713823 | 3179931 |
|  | Selcuk Ecza Deposu Ticaret ve Sanayi AS | 437984 | 809977 |
|  # | Sok Marketler Ticaret AS | 1220459 | 1282742 |
|  | SUN Tekstil Sanayi Ve Ticaret AS | 489914 | 465962 |
|  | Suwen Tekstil Sanayi Pazarlama AS | 1244775 | 348551 |
|  \* | Tapdi Oksijen Ozel Saglik Hizmetleri Sanayi VE Ticaret AS | 128513 | 70738 |
|  \* | Tatlipinar Enerji Uretim AS | 313419 | 592379 |
|  \* | TAV Havalimanlari Holding AS | 568269 | 3571722 |
|  #\* | Tekfen Holding AS | 2194636 | 4392258 |
|  \* | Teknosa Ic Ve Dis Ticaret AS | 72884 | 43292 |
|  # | Tofas Turk Otomobil Fabrikasi AS | 112284 | 704101 |
|  \* | Tukas Gida Sanayi ve Ticaret AS | 15022247 | 1021560 |
|  \* | Tumosan Motor ve Traktor Sanayi AS | 345608 | 899880 |
|  #\* | Turk Altin Isletmeleri AS | 970359 | 618870 |
|  # | Turk Hava Yollari AO | 1661642 | 11506298 |
|  \* | Turk Ilac VE Serum Sanayi AS | 210880 | 106348 |

---

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**EMERGING MARKETS CORE EQUITY 2 PORTFOLIO** 

**CONTINUED** 

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| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  TURKEY — (Continued) | TURKEY — (Continued) |  |  |
|  #\* | Turk Telekomunikasyon AS | 2326620 | $2820544 |
|  | Turk Traktor ve Ziraat Makineleri AS | 54876 | 713784 |
|  # | Turkcell Iletisim Hizmetleri AS | 3412159 | 8078792 |
|  | Turkiye Garanti Bankasi AS | 2048140 | 6541580 |
|  # | Turkiye Is Bankasi AS, Class C | 26058433 | 7821527 |
|  | Turkiye Petrol Rafinerileri AS | 3708983 | 17410118 |
|  | Turkiye Sigorta AS | 7712387 | 2264050 |
|  #\* | Turkiye Sinai Kalkinma Bankasi AS | 16384947 | 5013156 |
|  # | Turkiye Sise ve Cam Fabrikalari AS | 2125697 | 1855752 |
|  #\* | Turkiye Vakiflar Bankasi TAO, Class D | 11268172 | 6538829 |
|  # | Ulker Biskuvi Sanayi AS | 1202956 | 3086496 |
|  \* | Ulusoy Un Sanayi ve Ticaret AS | 822040 | 150948 |
|  \* | Usak Seramik Sanayii AS | 2987425 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;246688 |
|  \* | Vakif Finansal Kiralama AS | 23188812 | 1082660 |
|  | Vestel Beyaz Esya Sanayi ve Ticaret AS | 3132944 | 655097 |
|  #\* | Vestel Elektronik Sanayi ve Ticaret AS | 1028555 | 814390 |
|  #\* | Yapi ve Kredi Bankasi AS | 12212571 | 9742533 |
|  \* | Yatas Yatak ve Yorgan Sanayi ve Ticaret AS | 997955 | 889662 |
|  \* | Yayla Agro Gida Sanayi VE Nakliyat AS | 1819148 | 475438 |
|  \* | YEO Teknoloji Enerji VE Endustri AS | 619090 | 504864 |
|  | Ziraat Gayrimenkul Yatirim Ortakligi AS | 1131674 | 622608 |
|  #\* | Zorlu Enerji Elektrik Uretim AS | 11609650 | 924020 |
|  TOTAL TURKEY | TOTAL TURKEY | TOTAL TURKEY | 282421273 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  UNITED ARAB EMIRATES — (1.5%) | UNITED ARAB EMIRATES — (1.5%) |  |  |
|  | Abu Dhabi Commercial Bank PJSC | 8888324 | $34871548 |
|  | Abu Dhabi Islamic Bank PJSC | 6623342 | 38058564 |
|  | Abu Dhabi National Hotels | 7393943 | 897292 |
|  | Abu Dhabi National Insurance Co. PSC | 130367 | 259752 |
|  | Abu Dhabi National Oil Co. for Distribution PJSC | 9458903 | 9244384 |
|  \* | Abu Dhabi Ports Co. PJSC | 2245430 | 2803406 |
|  | Abu Dhabi Ship Building Co. PJSC | 435036 | 852118 |
|  | ADNOC Drilling Co. PJSC | 6930773 | 10529563 |
|  | ADNOC Logistics & Services | 157441 | 245934 |
|  | Agility Global PLC | 5654065 | 1677371 |
|  | Agthia Group PJSC | 1979622 | 2084907 |
|  | Air Arabia PJSC | 17773379 | 18859123 |
|  | Ajman Bank PJSC | 8261337 | 3283981 |
|  \* | AL Seer Marine Supplies & Equipment Co. LLC | 1035925 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;837943 |
|  | Aldar Properties PJSC | 5419426 | 13278223 |
|  | Alpha Dhabi Holding PJSC | 337245 | 919263 |
|  | Amanat Holdings PJSC | 7942854 | 2485985 |
|  | Americana Restaurants International PLC - Foreign Co. | 1693142 | 963721 |
|  \* | Amlak Finance PJSC | 8588913 | 4046184 |
|  \* | Apex Investment Co. PSC | 2358994 | 2471329 |
|  \*†† | Arabtec Holding PJSC | 1809860 | 0 |
|  \* | Bank of Sharjah | 296619 | 104230 |
|  | Burjeel Holdings PLC | 5384793 | 2053276 |
|  | Dana Gas PJSC | 37276215 | 8403724 |
|  | Deyaar Development PJSC | 11438161 | 3212168 |
|  | Dubai Electricity & Water Authority PJSC | 5349941 | 4047588 |
|  | Dubai Financial Market PJSC | 9437531 | 3960693 |

---

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**EMERGING MARKETS CORE EQUITY 2 PORTFOLIO** 

**CONTINUED** 

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| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  UNITED ARAB EMIRATES — (Continued) | UNITED ARAB EMIRATES — (Continued) | UNITED ARAB EMIRATES — (Continued) |  |
|  | Dubai Investments PJSC | 13577988 | $12278251 |
|  | Dubai Islamic Bank PJSC | 14974691 | 38736763 |
|  | Emaar Development PJSC | 7931480 | 32218145 |
|  | Emaar Properties PJSC | 22537337 | 87211459 |
|  | Emirates Central Cooling Systems Corp. | 5204971 | 2238759 |
|  | Emirates Driving Co. | 401524 | 346515 |
|  | Emirates Integrated Telecommunications Co. PJSC | 1289337 | 3315587 |
|  | Emirates NBD Bank PJSC | 5334526 | 40819153 |
|  \* | Emirates Reem Investments PJSC | 62022 | 48257 |
|  | Emirates Telecommunications Group Co. PJSC | 6775982 | 35775707 |
|  \* | EMSTEEL Building Materials PJSC | 10561775 | 3390333 |
|  \* | Eshraq Investments PJSC | 7961615 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;937875 |
|  | Fertiglobe PLC | 7133017 | 4854580 |
|  | First Abu Dhabi Bank PJSC | 7609855 | 36124030 |
|  \* | Ghitha Holding PJSC | 145580 | 929686 |
|  \* | Gulf Navigation Holding PJSC | 1112100 | 2761028 |
|  \* | Gulf Pharmaceutical Industries PSC | 1379139 | 461179 |
|  \* | International Holding Co. PJSC | 16916 | 1842385 |
|  \* | Manazel PJSC | 8913842 | 727737 |
|  \* | Multiply Group PJSC | 12305787 | 9998774 |
|  | National Central Cooling Co. PJSC | 388269 | 319155 |
|  \* | National Corp. for Tourism & Hotels | 311843 | 156137 |
|  | NMDC Group PJSC | 11458 | 74597 |
|  | Palms Sports PrJSC | 144639 | 330535 |
|  \* | Presight AI Holding PLC | 1171556 | 1150960 |
|  | Pure Health Holding PJSC | 13208 | 10108 |
|  \* | RAK Properties PJSC | 11015628 | 4232242 |
|  | Ras Al Khaimah Ceramics PJSC | 3443302 | 2409491 |
|  | Salik Co. PJSC | 4884138 | 7951059 |
|  | Sharjah Islamic Bank | 2557890 | 2054486 |
|  \* | Shuaa Capital PSC | 8736348 | 506054 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  UNITED ARAB EMIRATES — (Continued) | UNITED ARAB EMIRATES — (Continued) | UNITED ARAB EMIRATES — (Continued) |  |
|  \* | Space42 PLC | 2170241 | $1098078 |
|  | Taaleem Holdings PJSC | 432302 | 510381 |
|  | TECOM Group PJSC | 849755 | 754077 |
|  \* | Union Properties PJSC | 17009230 | 3729347 |
|  TOTAL UNITED ARAB EMIRATES | TOTAL UNITED ARAB EMIRATES |  | 510755180 |
|  TOTAL COMMON STOCKS | TOTAL COMMON STOCKS |  | 33116918488 |
|  PREFERRED STOCKS — (0.8%) | PREFERRED STOCKS — (0.8%) |  |  |
|  BRAZIL — (0.8%) | BRAZIL — (0.8%) |  |  |
|  | Alpargatas SA, 1.006% | 790460 | 1554488 |
|  | Banco ABC Brasil SA, 8.457% | 737378 | 3153759 |
|  W | Banco BMG SA, 7.859% | 1036964 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;776767 |
|  \* | Banco BMG SA | 38525 | 27927 |
|  | Banco Bradesco SA, 7.400% | 6466753 | 21828499 |
|  | Banco do Estado do Rio Grande do Sul SA, 9.033% | 1527573 | 3901310 |
|  | Banco Mercantil do Brasil SA, 2.089% | 3455 | 36618 |
|  | Banco Pan SA, 2.333% | 1193101 | 2295299 |
|  | Banco Pine SA, 6.844% | 310460 | 541867 |
|  | Centrais Eletricas Brasileiras SA, 6.512% | 323377 | 3569803 |
|  | Centrais Eletricas de Santa Catarina SA, 9.478% | 65563 | 1273372 |
|  | Cia de Ferro Ligas da Bahia FERBASA, 6.359% | 1543128 | 2251611 |
|  | Cia De Sanena Do Parana, 6.586% | 5317906 | 6751233 |
|  | Cia Energetica de Minas Gerais, 12.908% | 5479913 | 11550705 |
|  | Cia Energetica do Ceara, 4.657% | 72603 | 391628 |
|  | Cia Paranaense de Energia - Copel Class B, 4.654% | 3838043 | 9930494 |
|  | Energisa SA, 6.170% | 2742 | 4791 |

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**EMERGING MARKETS CORE EQUITY 2 PORTFOLIO** 

**CONTINUED** 

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| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  BRAZIL — (Continued) | BRAZIL — (Continued) |  |  |
|  | Eucatex SA Industria e Comercio, 4.404% | 247800 | $769200 |
|  | Gerdau SA, 3.379% | 1913073 | 6734933 |
|  | Isa Energia Brasil SA, 10.298% | 705895 | 3294645 |
|  | Itau Unibanco Holding SA, 6.653% | 5148488 | 37743170 |
|  | Marcopolo SA, 7.858% | 4141425 | 6073633 |
|  | Petroleo Brasileiro SA - Petrobras, 10.136% | 22001222 | 121662163 |
|  \* | Raizen SA | 5626827 | 993594 |
|  | Randoncorp SA, 4.234% | 1638826 | 1842935 |
|  | Schulz SA, 6.913% | 781878 | 707766 |
|  | Taurus Armas SA, 3.642% | 499492 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;469787 |
|  | Track & Field Co. SA, 1.451% | 145162 | 488645 |
|  | Unipar Carbocloro SA, 10.425% | 503605 | 6646150 |
|  \* | Usinas Siderurgicas de Minas Gerais SA Usiminas | 3223567 | 3397360 |
|  TOTAL BRAZIL | TOTAL BRAZIL | TOTAL BRAZIL | 260664152 |
|  CHILE — (0.0%) | CHILE — (0.0%) |  |  |
|  | Coca-Cola Embonor SA Class B, 6.187% | 319716 | 470825 |
|  | Embotelladora Andina SA, 4.564% | 897867 | 4038671 |
|  TOTAL CHILE | TOTAL CHILE | TOTAL CHILE | 4509496 |
|  COLOMBIA — (0.0%) | COLOMBIA — (0.0%) |  |  |
|  \* | Banco Davivienda SA | 231975 | 1674215 |
|  | Grupo Argos SA, 5.588% | 280212 | 878145 |
|  | Grupo Aval Acciones y Valores SA, 3.140% | 10193905 | 2054823 |
|  | Grupo Cibest SA, 8.036% | 80974 | 1182679 |
|  | Grupo de Inversiones Suramericana SA, 3.606% | 279773 | 2968533 |
|  TOTAL COLOMBIA | TOTAL COLOMBIA | TOTAL COLOMBIA | 8758395 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  INDIA — (0.0%) | INDIA — (0.0%) |  |  |
|  | TVS Motor Co. Ltd., 6.000% | 2532220 | $285252 |
|  PHILIPPINES — (0.0%) | PHILIPPINES — (0.0%) |  |  |
|  | Cebu Air, Inc., 6.000% | 648847 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;363698 |
|  TOTAL PREFERRED STOCKS | TOTAL PREFERRED STOCKS |  | 274580993 |
|  RIGHTS/WARRANTS — (0.0%) | RIGHTS/WARRANTS — (0.0%) |  |  |
|  BRAZIL — (0.0%) | BRAZIL — (0.0%) |  |  |
|  \* | Banco Pine SA Rights 11/17/2025 | 7852 | 1576 |
|  \* | Oncoclinicas do Brasil Servicos Medicos SA Rights 11/07/2025 | 481952 | 2688 |
|  TOTAL BRAZIL | TOTAL BRAZIL | TOTAL BRAZIL | 4264 |
|  MALAYSIA — (0.0%) | MALAYSIA — (0.0%) |  |  |
|  \* | Berjaya Food Bhd. Warrants 10/15/2026 | 1327959 | 0 |
|  \* | Hengyuan Refining Co. Bhd. Warrants 10/27/2030 | 469900 | 23562 |
|  TOTAL MALAYSIA | TOTAL MALAYSIA | TOTAL MALAYSIA | 23562 |
|  SOUTH KOREA — (0.0%) | SOUTH KOREA — (0.0%) |  |  |
|  \* | KBI Dongyang Steel Pipe Co. Ltd. Rights 12/04/2025 | 68972 | 25512 |
|  \* | Robotis Co. Ltd. Rights 11/10/2025 | 1232 | 98318 |
|  TOTAL SOUTH KOREA | TOTAL SOUTH KOREA | TOTAL SOUTH KOREA | 123830 |
|  TAIWAN — (0.0%) | TAIWAN — (0.0%) |  |  |
|  \* | GlycoNex, Inc. | 6071 | 296 |
|  \* | Medeon Biodesign, Inc. Rights 12/05/2025 | 1987 | 938 |
|  \* | National Aerospace Fasteners Corp. Rights 11/17/2025 | 13829 | 5623 |
|  \* | Yeong Guan Energy Technology Group Co. Ltd. Rights 11/10/2025 | 96269 | 5950 |
|  TOTAL TAIWAN | TOTAL TAIWAN | TOTAL TAIWAN | 12807 |

---

643

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**EMERGING MARKETS CORE EQUITY 2 PORTFOLIO** 

**CONTINUED** 

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  THAILAND — (0.0%) | THAILAND — (0.0%) |  |  |
|  \* | Assetwise PCL | 9090 | $0 |
|  \* | Better World Green PCL Warrants | 9003861 | 0 |
|  TOTAL RIGHTS/WARRANTS | TOTAL RIGHTS/WARRANTS |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;164463 |
|  TOTAL INVESTMENT SECURITIES<br>(Cost $18,712,597,522) | TOTAL INVESTMENT SECURITIES<br>(Cost $18,712,597,522) | TOTAL INVESTMENT SECURITIES<br>(Cost $18,712,597,522) | 33391663944 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
|  SECURITIES LENDING COLLATERAL — (2.0%) | SECURITIES LENDING COLLATERAL — (2.0%) | SECURITIES LENDING COLLATERAL — (2.0%) | SECURITIES LENDING COLLATERAL — (2.0%) |
|  @§ | The DFA Short Term Investment Fund | 58326105 | $674658062 |
|  TOTAL INVESTMENTS — (100.0%)<br>(Cost $19,387,255,584) | TOTAL INVESTMENTS — (100.0%)<br>(Cost $19,387,255,584) | TOTAL INVESTMENTS — (100.0%)<br>(Cost $19,387,255,584) | $34066322006 |

---

As of October 31, 2025, Emerging Markets Core Equity 2 Portfolio had entered into the following outstanding futures contracts:

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Description** | **Number of<br>Contracts** | **Expiration<br>Date** | **Notional<br>Value** | **Market<br>Value** | **Unrealized<br>Appreciation<br>(Depreciation)** |
|  **Long Position Contracts:** |  |  |  |  |  |
|  S&P 500<sup>®</sup> Emini Index | 772 | 12/19/25 | $258415844 | $265336400 | $6920556 |
|  **Total Futures Contracts** |  |  | **$258415844** | **$265336400** | **$6920556** |

---

As of October 31, 2025, the value of Rule 144A securities amounted to $1,396,483,629 or 4.2% of net assets.

Summary of the Portfolio's investments as of October 31, 2025, 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 | $910868274 |  |  | $910868274 |
| &nbsp;&nbsp;&nbsp;&nbsp; Chile | 33022357 | $108270788 |  | 141293145 |
| &nbsp;&nbsp;&nbsp;&nbsp; China | 671606766 | 8453148800 | $1259420 | 9126014986 |
| &nbsp;&nbsp;&nbsp;&nbsp; Colombia | 33574982 | 4461556 |  | 38036538 |
| &nbsp;&nbsp;&nbsp;&nbsp; Czech Republic |  | 44042580 |  | 44042580 |
| &nbsp;&nbsp;&nbsp;&nbsp; Egypt | 131241 | 10572138 |  | 10703379 |
| &nbsp;&nbsp;&nbsp;&nbsp; France | 2299840 |  |  | 2299840 |
| &nbsp;&nbsp;&nbsp;&nbsp; Greece |  | 174801653 |  | 174801653 |
| &nbsp;&nbsp;&nbsp;&nbsp; Hong Kong |  | 1945450 |  | 1945450 |
| &nbsp;&nbsp;&nbsp;&nbsp; Hungary |  | 81137189 |  | 81137189 |
| &nbsp;&nbsp;&nbsp;&nbsp; India | &nbsp;&nbsp;&nbsp;&nbsp;189447468 | &nbsp;&nbsp;&nbsp;&nbsp;5628955235 |  | &nbsp;&nbsp;&nbsp;&nbsp;5818402703 |
| &nbsp;&nbsp;&nbsp;&nbsp; Indonesia | 7161634 | 433871240 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;214566 | 441247440 |
| &nbsp;&nbsp;&nbsp;&nbsp; Kuwait |  | 133694102 | 452449 | 134146551 |
| &nbsp;&nbsp;&nbsp;&nbsp; Malaysia |  | 453800501 | 218 | 453800719 |
| &nbsp;&nbsp;&nbsp;&nbsp; Mexico | 683478656 | 2611022 |  | 686089678 |
| &nbsp;&nbsp;&nbsp;&nbsp; Peru | 36019282 |  | 13 | 36019295 |
| &nbsp;&nbsp;&nbsp;&nbsp; Philippines | 2284573 | 162567427 | 33359 | 164885359 |
| &nbsp;&nbsp;&nbsp;&nbsp; Poland |  | 399324102 |  | 399324102 |
| &nbsp;&nbsp;&nbsp;&nbsp; Qatar |  | 224179308 |  | 224179308 |
| &nbsp;&nbsp;&nbsp;&nbsp; Saudi Arabia | 610321 | 1025331392 |  | 1025941713 |
| &nbsp;&nbsp;&nbsp;&nbsp; South Africa | 195727547 | 882435964 |  | 1078163511 |

---

644

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##### [**Table of Contents**](#toc)
**EMERGING MARKETS CORE EQUITY 2 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** |
| &nbsp;&nbsp;&nbsp;&nbsp; South Korea | $66444795 | $3993462355 | $1227351 | $4061134501 |
| &nbsp;&nbsp;&nbsp;&nbsp; Taiwan | 705160099 | 6120482227 | 105042 | 6825747368 |
| &nbsp;&nbsp;&nbsp;&nbsp; Thailand | 5969874 | 437546879 |  | 443516753 |
| &nbsp;&nbsp;&nbsp;&nbsp; Turkey | 222862 | 282198411 |  | 282421273 |
| &nbsp;&nbsp;&nbsp;&nbsp; United Arab Emirates |  | 510755180 |  | 510755180 |
|  Preferred Stocks |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Brazil | 260664152 |  |  | 260664152 |
| &nbsp;&nbsp;&nbsp;&nbsp; Chile |  | 4509496 |  | 4509496 |
| &nbsp;&nbsp;&nbsp;&nbsp; Colombia | 8758395 |  |  | 8758395 |
| &nbsp;&nbsp;&nbsp;&nbsp; India |  | 285252 |  | 285252 |
| &nbsp;&nbsp;&nbsp;&nbsp; Philippines |  | 363698 |  | 363698 |
|  Rights/Warrants |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Brazil |  | 4264 |  | 4264 |
| &nbsp;&nbsp;&nbsp;&nbsp; Malaysia |  | 23562 |  | 23562 |
| &nbsp;&nbsp;&nbsp;&nbsp; South Korea |  | 123830 |  | 123830 |
| &nbsp;&nbsp;&nbsp;&nbsp; Taiwan |  | 12807 |  | 12807 |
| &nbsp;&nbsp;&nbsp;&nbsp; Thailand |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Securities Lending Collateral |  | 674658062 |  | 674658062 |
| &nbsp;&nbsp;&nbsp;&nbsp; Total Investments in Securities | $3813453118 | $30249576470 | $3,292,418<> | $34066322006 |
|  **Financial Instruments** |  |  |  |  |
|  **Assets** |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Futures Contracts\*\* | 6920556 |  |  | 6920556 |
|  Total Financial Instruments | $6920556 |  |  | $6920556 |

---

\*\* Valued at the unrealized appreciation/(depreciation) on the investment.

---

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

---

See accompanying Notes to Financial Statements.

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##### [**Table of Contents**](#toc)
**EMERGING MARKETS TARGETED VALUE PORTFOLIO** 

**SCHEDULE OF INVESTMENTS** 

**October 31, 2025** 

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  COMMON STOCKS — (98.8%) | COMMON STOCKS — (98.8%) | COMMON STOCKS — (98.8%) | COMMON STOCKS — (98.8%) |
|  BRAZIL — (2.8%) | BRAZIL — (2.8%) | BRAZIL — (2.8%) | BRAZIL — (2.8%) |
|  | Anima Holding SA | 52600 | $34513 |
|  | Bemobi Mobile Tech SA | 10600 | 46203 |
|  \* | Blau Farmaceutica SA | 4900 | 12186 |
|  | BrasilAgro - Co. Brasileira de Propriedades Agricolas | 6700 | 24882 |
|  | C&A Modas SA | 43100 | 130182 |
|  \* | Cia Brasileira de Aluminio | 48891 | 47165 |
|  \* | Cia Brasileira de Distribuicao | 66272 | 46317 |
|  | Cia Siderurgica Nacional SA (CSNA3 BZ) | 112253 | 196966 |
|  | Cogna Educacao SA | 217492 | 151195 |
|  \* | Cosan SA | 70300 | 80362 |
|  | Cruzeiro do Sul Educacional SA | 55600 | 60251 |
|  | Cyrela Brazil Realty SA Empreendimentos e Participacoes | 52448 | 297046 |
|  W | Desktop SA | 20083 | 57114 |
|  | Dexco SA | 70866 | 70603 |
|  | Dimed SA Distribuidora da Medicamentos | 27900 | 48696 |
|  | Embraer SA (EMBR3 BZ) | 61354 | 992051 |
|  | Embraer SA (ERJ US), Sponsored ADR | 6184 | 398744 |
|  | Empreendimentos Pague Menos SA | 74640 | 54108 |
|  | Even Construtora e Incorporadora SA | 24000 | 33234 |
|  | Ez Tec Empreendimentos e Participacoes SA | 15978 | 55092 |
|  | Fleury SA | 14798 | 40021 |
|  # | Gerdau SA, Sponsored ADR | 187063 | 652850 |
|  | Grendene SA | 48331 | 47253 |
|  | Grupo Mateus SA | 48100 | 57577 |
|  | Grupo SBF SA | 22200 | 53272 |
|  | Guararapes Confeccoes SA | 20980 | 39504 |
|  | Intelbras SA Industria de Telecomunicacao Eletronica Brasileira | 7100 | 15784 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  BRAZIL — (Continued) | BRAZIL — (Continued) | BRAZIL — (Continued) | BRAZIL — (Continued) |
|  | Iochpe Maxion SA | 29100 | $59228 |
|  | Irani Papel e Embalagem SA | 15523 | 25737 |
|  \* | IRB-Brasil Resseguros SA | 12326 | 113039 |
|  | JHSF Participacoes SA | 78158 | 95737 |
|  | JSL SA | 22100 | 22182 |
|  | Lavvi Empreendimentos Imobiliarios SA | 16300 | 45295 |
|  | Localiza Rent a Car SA | 80447 | 589751 |
|  | Lojas Quero-Quero SA | 27475 | 10725 |
|  | Lojas Renner SA | 112922 | 311483 |
|  W | LWSA SA | 19227 | 13974 |
|  | Magazine Luiza SA | 53200 | 83756 |
|  | MBRF Global Foods Co. SA | 69554 | 231030 |
|  | Melnick Even Desenvolvimento Imobiliario SA | 15800 | 11542 |
|  | Mills Locacao Servicos e Logistica SA | 9000 | 21831 |
|  | Motiva Infraestrutura de Mobilidade SA | 10700 | 31583 |
|  | Moura Dubeux Engenharia SA | 15700 | 80689 |
|  | Movida Participacoes SA | 36135 | 55009 |
|  \* | MRV Engenharia e Participacoes SA | 44400 | 62392 |
|  \* | Natura Cosmeticos SA | 95800 | 160440 |
|  \* | Oceanpact Servicos Maritimos SA | 18400 | 25959 |
|  | Petroreconcavo SA | 28600 | 66025 |
|  | Porto Seguro SA | 35644 | 318348 |
|  \* | PRIO SA | 120597 | 807649 |
|  | Profarma Distribuidora de Produtos Farmaceuticos SA | 7100 | 11086 |
|  | Sao Martinho SA | 34578 | 90238 |
|  W | Ser Educacional SA | 36600 | 69255 |
|  | Simpar SA | 75244 | 64615 |
|  | SLC Agricola SA | 18990 | 57006 |
|  | TIM SA | 8050 | 36345 |
|  | Tres Tentos Agroindustrial SA | 9019 | 26839 |
|  | Trisul SA | 14441 | 20507 |
|  | Tupy SA | 2400 | 5523 |

---

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**EMERGING MARKETS TARGETED VALUE PORTFOLIO** 

**CONTINUED** 

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** | **Value»** |
|  BRAZIL — (Continued) | BRAZIL — (Continued) | BRAZIL — (Continued) | BRAZIL — (Continued) | BRAZIL — (Continued) |
|  | Ultrapar Participacoes SA (UGPA3 BZ) | 72870 | $| 289993 |
|  | Unifique Telecomunicacoes SA | 17671 |  | 15832 |
|  | Valid Solucoes e Servicos de Seguranca em Meios de Pagamento e Identificacao SA | 13000 |  | 53523 |
|  | Vamos Locacao de Caminhoes Maquinas e Equipamentos SA | 64202 |  | 38665 |
|  | Vibra Energia SA | 149579 |  | 661712 |
|  | YDUQS Participacoes SA | 53500 |  | 141309 |
|  TOTAL BRAZIL | TOTAL BRAZIL | TOTAL BRAZIL |  | 8569023 |
|  CHILE — (0.2%) | CHILE — (0.2%) | CHILE — (0.2%) | CHILE — (0.2%) | CHILE — (0.2%) |
|  | Banco Itau Chile SA | 5784 |  | 105019 |
|  \* | CAP SA | 9137 |  | 61056 |
|  | Empresa Nacional de Telecomunicaciones SA | 27500 |  | 130997 |
|  | Empresas CMPC SA | 142426 |  | 205687 |
|  | Inversiones Aguas Metropolitanas SA | 6861 |  | 6919 |
|  | Ripley Corp. SA | 203862 |  | 99055 |
|  | Salfacorp SA | 72948 |  | 80123 |
|  | Sociedad Matriz SAAM SA | 195719 |  | 25915 |
|  | SONDA SA | 85422 |  | 30983 |
|  TOTAL CHILE | TOTAL CHILE | TOTAL CHILE |  | 745754 |
|  CHINA — (30.0%) | CHINA — (30.0%) | CHINA — (30.0%) | CHINA — (30.0%) | CHINA — (30.0%) |
|  | 361 Degrees International Ltd. | 178000 |  | 134631 |
|  W | 3SBio, Inc. | 340000 |  | 1352741 |
|  | 5I5J Holding Group Co. Ltd., Class A | 18200 |  | 7345 |
|  | AAC Technologies Holdings, Inc. | 96500 |  | 496048 |
|  | Advanced Technology & Materials Co. Ltd., Class A | 28900 |  | 86321 |
|  \* | Agora, Inc., ADR | 19782 |  | 70226 |
|  W | A-Living Smart City Services Co. Ltd., Class H | 99500 |  | 31655 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
|  | Allmed Medical Products Co. Ltd., Class A | 10200 | $15618 |
|  | Aluminum Corp. of China Ltd., Class H | 492000 | 625587 |
|  \* | Angang Steel Co. Ltd., Class H | 140600 | 36710 |
|  | Anhui Conch Cement Co. Ltd., Class H | 231000 | 688718 |
|  | Anhui Construction Engineering Group Co. Ltd., Class A | 37200 | 24784 |
|  | Anhui Guangxin Agrochemical Co. Ltd., Class A | 8820 | 14532 |
|  | Anhui Heli Co. Ltd., Class A | 8200 | 24017 |
|  | Anhui Hengyuan Coal Industry & Electricity Power Co. Ltd., Class A | 22700 | 22842 |
|  | Anhui Honglu Steel Construction Group Co. Ltd., Class A | 6500 | 16544 |
|  | Anhui Jiangnan Chemical Industry Co. Ltd., Class A | 24400 | 21994 |
|  | Anhui Jinhe Industrial Co. Ltd., Class A | 8800 | 24841 |
|  | Anhui Kouzi Distillery Co. Ltd., Class A | 5300 | 24147 |
|  | Anhui Transport Consulting & Design Institute Co. Ltd., Class A | 16700 | 20032 |
|  \* | Anhui Truchum Advanced Materials & Technology Co. Ltd., Class A | 14800 | 27736 |
|  | Anhui Xinhua Media Co. Ltd., Class A | 22500 | 21188 |
|  | Anhui Yingliu Electromechanical Co. Ltd., Class A | 6600 | 36997 |
|  | Anhui Zhongding Sealing Parts Co. Ltd., Class A | 21800 | 70254 |
|  | Anjoy Foods Group Co. Ltd., Class A | 2300 | 23888 |
|  | Anton Oilfield Services Group | 374000 | 50582 |
|  | Aoshikang Technology Co. Ltd., Class A | 6000 | 32605 |

---

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**EMERGING MARKETS TARGETED VALUE PORTFOLIO** 

**CONTINUED** 

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
|  | Aotecar New Energy Technology Group Co. Ltd., Class A | 60800 | $27196 |
|  | APT Satellite Holdings Ltd. | 118000 | 32225 |
|  \* | Asia - Potash International Investment Guangzhou Co. Ltd., Class A | 8400 | 49302 |
|  \* | Asia Cement China Holdings Corp. | 76500 | 25097 |
|  W | AsiaInfo Technologies Ltd. | 52400 | 60871 |
|  | Autohome, Inc., ADR | 3131 | 78901 |
|  | AviChina Industry & Technology Co. Ltd., Class H | 401000 | 204267 |
|  \*W | BAIC Motor Corp. Ltd., Class H | 169500 | 43829 |
|  \* | Baidu, Inc. (9888 HK), Class A | 316051 | 4783810 |
|  #\* | Baidu, Inc. (BIDU US), Sponsored ADR | 783 | 94641 |
|  \*W | Bairong, Inc. | 49000 | 62043 |
|  | Bank of Chongqing Co. Ltd., Class H | 69500 | 71725 |
|  W | Bank of Qingdao Co. Ltd., Class H | 238000 | 131580 |
|  | Bank of Xi'an Co. Ltd., Class A | 90300 | 49366 |
|  | Baoji Titanium Industry Co. Ltd., Class A | 5800 | 26132 |
|  \* | Baozun, Inc. (BZUN US), Sponsored ADR | 15036 | 49318 |
|  | BBMG Corp., Class H | 356000 | 37555 |
|  | BBMG Jidong Cement Group Co. Ltd., Class A | 31600 | 21408 |
|  | Befar Group Co. Ltd., Class A | 33500 | 20347 |
|  | Beibuwan Port Co. Ltd., Class A | 19300 | 23767 |
|  \* | Beijing Capital International Airport Co. Ltd., Class H | 228000 | 81835 |
|  | Beijing Chunlizhengda Medical Instruments Co. Ltd.,<br>Class H | 10250 | 25013 |
|  | Beijing Dabeinong Technology Group Co. Ltd., Class A | 38400 | 22226 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
|  | Beijing Easpring Material Technology Co. Ltd., Class A | 10200 | $98969 |
|  | Beijing Energy International Holding Co. Ltd. | 162400 | 25695 |
|  | Beijing Enterprises Holdings Ltd. | 99000 | 434400 |
|  | Beijing Enterprises Water Group Ltd. | 578000 | 185775 |
|  | Beijing Gehua CATV Network Co. Ltd., Class A | 36200 | 40938 |
|  | Beijing GeoEnviron Engineering & Technology, Inc., Class A | 30700 | 32560 |
|  \* | Beijing Haixin Energy Technology Co. Ltd., Class A | 46600 | 26786 |
|  | Beijing Haohua Energy Resource Co. Ltd., Class A | 22200 | 24090 |
|  | Beijing Jetsen Technology Co. Ltd., Class A | 31300 | 29164 |
|  \* | Beijing Jingyuntong Technology Co. Ltd., Class A | 32300 | 18614 |
|  \* | Beijing North Star Co. Ltd., Class H | 134000 | 14992 |
|  | Beijing Sanyuan Foods Co. Ltd., Class A | 20500 | 13954 |
|  | Beijing Shunxin Agriculture Co. Ltd., Class A | 8900 | 19607 |
|  | Beijing Sinnet Technology Co. Ltd., Class A | 19700 | 37762 |
|  | Beijing SL Pharmaceutical Co. Ltd., Class A | 23600 | 25030 |
|  | Beijing Strong Biotechnologies, Inc., Class A | 11400 | 21894 |
|  | Beijing Wandong Medical Technology Co. Ltd., Class A | 11200 | 24996 |
|  \* | Beijing Watertek Information Technology Co. Ltd., Class A | 58000 | 50057 |

---

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**EMERGING MARKETS TARGETED VALUE PORTFOLIO** 

**CONTINUED** 

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
|  | Beijing Zhong Ke San Huan High-Tech Co. Ltd., Class A | 15870 | $31041 |
|  \* | Beiqi Foton Motor Co. Ltd., Class A | 67500 | 28477 |
|  \* | Bengang Steel Plates Co. Ltd., Class A | 61300 | 30762 |
|  | Best Pacific International Holdings Ltd. | 70000 | 29512 |
|  \* | BGI Genomics Co. Ltd., Class A | 4300 | 29702 |
|  | Biem.L.Fdlkk Garment Co. Ltd., Class A | 10000 | 22469 |
|  W | Blue Moon Group Holdings Ltd. | 32000 | 12235 |
|  W | BOC Aviation Ltd. | 34900 | 305923 |
|  \* | BOE HC SemiTek Corp. | 17900 | 20041 |
|  | BOE Varitronix Ltd. | 38000 | 24344 |
|  \* | Bohai Leasing Co. Ltd., Class A | 89400 | 44914 |
|  | Boyaa Interactive International Ltd. | 124000 | 85096 |
|  | Bright Dairy & Food Co. Ltd., Class A | 19900 | 23386 |
|  | Brilliance China Automotive Holdings Ltd. | 424000 | 208622 |
|  | Bros Eastern Co. Ltd., Class A | 15400 | 11565 |
|  \* | B-Soft Co. Ltd., Class A | 45500 | 30392 |
|  | BTG Hotels Group Co. Ltd., Class A | 12900 | 26349 |
|  | BYD Electronic International Co. Ltd. | 19000 | 89198 |
|  \* | C C Land Holdings Ltd. | 164000 | 25111 |
|  | C&D International Investment Group Ltd. | 126756 | 260351 |
|  | C&S Paper Co. Ltd., Class A | 19400 | 21728 |
|  \*W | CALB Group Co. Ltd., Class H | 25400 | 109484 |
|  | Camel Group Co. Ltd., Class A | 13000 | 18643 |
|  | Cangzhou Mingzhu Plastic Co. Ltd., Class A | 50000 | 32774 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
|  | Canmax Technologies Co. Ltd., Class A | 9100 | $38882 |
|  | Canny Elevator Co. Ltd., Class A | 14700 | 15167 |
|  W | Cathay Group Holdings, Inc. | 122000 | 21606 |
|  | CCCC Design & Consulting Group Co. Ltd., Class A | 21200 | 22848 |
|  | CECEP Solar Energy Co. Ltd., Class A | 43300 | 28363 |
|  | Central China Land Media Co. Ltd., Class A | 14400 | 24476 |
|  | Central China Securities Co. Ltd., Class H | 136000 | 45112 |
|  | CGN New Energy Holdings Co. Ltd. | 254000 | 89892 |
|  | Changchun Faway Automobile Components Co. Ltd., Class A | 16200 | 21451 |
|  | Changhong Meiling Co. Ltd., Class A | 8700 | 8502 |
|  | Changjiang & Jinggong Steel Building Group Co. Ltd., Class A | 62400 | 37360 |
|  | Changjiang Publishing & Media Co. Ltd., Class A | 27900 | 34345 |
|  | Chaoju Eye Care Holdings Ltd. | 47500 | 15528 |
|  W | Cheerwin Group Ltd. | 57500 | 16700 |
|  | Chengdu Fusen Noble-House Industrial Co. Ltd., Class A | 9700 | 15483 |
|  | Chengdu Hongqi Chain Co. Ltd., Class A | 31400 | 24285 |
|  | Chengdu Kanghong Pharmaceutical Group Co. Ltd., Class A | 7800 | 37110 |
|  | Chengdu Wintrue Holding Co. Ltd., Class A | 16100 | 23625 |
|  \* | Chengxin Lithium Group Co. Ltd., Class A | 12500 | 44801 |
|  | Chervon Holdings Ltd. | 19400 | 50339 |

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**CONTINUED** 

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
|  \* | China Aerospace International Holdings Ltd. | 354000 | $25931 |
|  | China BlueChemical Ltd., Class H | 356000 | 110010 |
|  \*W | China Bohai Bank Co. Ltd., Class H | 360000 | 47230 |
|  | China CAMC Engineering Co. Ltd., Class A | 8800 | 10531 |
|  # | China Chunlai Education Group Co. Ltd. | 54000 | 30290 |
|  | China Cinda Asset Management Co. Ltd., Class H | 584000 | 94663 |
|  | China Coal Energy Co. Ltd., Class H | 343000 | 483165 |
|  | China Coal Xinji Energy Co. Ltd., Class A | 41800 | 42544 |
|  | China Communications Services Corp. Ltd., Class H | 356000 | 213356 |
|  | China Conch Venture Holdings Ltd. | 256000 | 320086 |
|  | China CYTS Tours Holding Co. Ltd., Class A | 7200 | 9817 |
|  | China Design Group Co. Ltd., Class A | 8200 | 9004 |
|  W | China Development Bank Financial Leasing Co. Ltd., Class H | 378000 | 83082 |
|  \* | China Eastern Airlines Corp. Ltd., Class H | 100000 | 51359 |
|  | China Education Group Holdings Ltd. | 5400 | 2072 |
|  | China Electronics Huada Technology Co. Ltd. | 72000 | 13696 |
|  | China Energy Engineering Corp. Ltd. (3996 HK), Class H | 458000 | 68324 |
|  | China Energy Engineering Corp. Ltd. (601868 C1), Class A | 228779 | 77507 |
|  | China Everbright Bank Co. Ltd., Class H | 214000 | 87793 |
|  | China Everbright Ltd. | 88000 | 114268 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
|  W | China Feihe Ltd. | 729000 | $389076 |
|  | China Foods Ltd. | 180000 | 96084 |
|  | China Galaxy Securities Co. Ltd., Class H | 721500 | 1037952 |
|  # | China Gas Holdings Ltd. | 519322 | 534146 |
|  | China Gold International Resources Corp. Ltd. (2099 HK) | 44800 | 754116 |
|  | China Green Electricity Investment of Tianjin Co. Ltd., Class A | 23800 | 29133 |
|  | China Hongqiao Group Ltd. | 438000 | 1662995 |
|  W | China International Capital Corp. Ltd., Class H | 252400 | 686666 |
|  | China International Marine Containers Group Co. Ltd., Class H | 165570 | 151338 |
|  # | China Jinmao Holdings Group Ltd. | 276151 | 47723 |
|  | China Lesso Group Holdings Ltd. | 182000 | 104148 |
|  | China Lilang Ltd. | 100000 | 43341 |
|  \*W | China Literature Ltd. | 18800 | 101279 |
|  # | China Medical System Holdings Ltd. | 230000 | 396660 |
|  | China Meheco Group Co. Ltd., Class A | 15260 | 24179 |
|  | China Meidong Auto Holdings Ltd. | 168000 | 38217 |
|  | China Mengniu Dairy Co. Ltd. | 449000 | 817068 |
|  | China Merchants Port Holdings Co. Ltd. | 257610 | 498928 |
|  | China Merchants Property Operation & Service Co. Ltd., Class A | 14200 | 22879 |
|  W | China Merchants Securities Co. Ltd., Class H | 86800 | 174272 |
|  | China Minsheng Banking Corp. Ltd., Class H | 156500 | 80177 |
|  | China Modern Dairy Holdings Ltd. | 643000 | 100192 |

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**EMERGING MARKETS TARGETED VALUE PORTFOLIO** 

**CONTINUED** 

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| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
|  | China National Accord Medicines Corp. Ltd., Class A | 5200 | $18581 |
|  | China National Building Material Co. Ltd., Class H | 402785 | 285437 |
|  | China National Gold Group Gold Jewellery Co. Ltd., Class A | 18900 | 21934 |
|  | China National Medicines Corp. Ltd., Class A | 5500 | 23035 |
|  | China Nonferrous Metal Industry's Foreign Engineering & Construction Co. Ltd., Class A | 23600 | 22137 |
|  | China Nonferrous Mining Corp. Ltd. | 225000 | 415000 |
|  | China Oilfield Services Ltd., Class H | 350000 | 341688 |
|  | China Oriental Group Co. Ltd. | 252000 | 42528 |
|  | China Overseas Grand Oceans Group Ltd. | 356000 | 99466 |
|  | China Petroleum Engineering Corp., Class A | 71500 | 35802 |
|  | China Publishing & Media Co. Ltd., Class A | 28500 | 27446 |
|  | China Railway Group Ltd., Class H | 191000 | 96890 |
|  | China Railway Hi-tech Industry Co. Ltd., Class A | 19300 | 22809 |
|  | China Railway Materials Co. Ltd., Class A | 64200 | 24179 |
|  W | China Railway Signal & Communication Corp. Ltd., Class H | 286000 | 125489 |
|  | China Railway Tielong Container Logistics Co. Ltd., Class A | 25900 | 23524 |
|  \* | China Rare Earth Holdings Ltd. | 348000 | 31349 |
|  | China Reinsurance Group Corp., Class H | 1283000 | 260560 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
|  | China Resources Beer Holdings Co. Ltd. | 102000 | $348894 |
|  | China Resources Boya Bio-pharmaceutical Group Co. Ltd., Class A | 5200 | 18461 |
|  | China Resources Building Materials Technology Holdings Ltd. | 556000 | 120917 |
|  | China Resources Gas Group Ltd. | 117600 | 323379 |
|  | China Resources Land Ltd. | 451000 | 1629435 |
|  # | China Resources Medical Holdings Co. Ltd. | 168500 | 73213 |
|  W | China Resources Pharmaceutical Group Ltd. | 375500 | 240637 |
|  | China Risun Group Ltd. | 163000 | 49063 |
|  \* | China Ruifeng Renewable Energy Holdings Ltd. | 150000 | 13893 |
|  \* | China Sanjiang Fine Chemicals Co. Ltd. | 149000 | 47108 |
|  \*W | China Shengmu Organic Milk Ltd. | 453000 | 20177 |
|  | China Shineway Pharmaceutical Group Ltd. | 66000 | 71291 |
|  | China State Construction International Holdings Ltd. | 304000 | 345818 |
|  | China Sunshine Paper Holdings Co. Ltd. | 117500 | 25386 |
|  # | China Taiping Insurance Holdings Co. Ltd. | 282800 | 643275 |
|  | China Tianying, Inc., Class A | 40700 | 33575 |
|  W | China Tower Corp. Ltd., Class H | 804000 | 1161496 |
|  | China Traditional Chinese Medicine Holdings Co. Ltd. | 240000 | 72298 |
|  \* | China Travel International Investment Hong Kong Ltd. | 416000 | 91998 |

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**EMERGING MARKETS TARGETED VALUE PORTFOLIO** 

**CONTINUED** 

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| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
|  \* | China Vanke Co. Ltd., Class H | 337200 | $191037 |
|  | China Vered Financial Holding Corp. Ltd. | 185000 | 26359 |
|  | China XLX Fertiliser Ltd. | 134000 | 126438 |
|  | China Yongda Automobiles Services Holdings Ltd. | 313000 | 68728 |
|  \*W | China Youran Dairy Group Ltd. | 324000 | 135357 |
|  | China Zheshang Bank Co. Ltd., Class H | 380099 | 123823 |
|  # | Chinasoft International Ltd. | 372000 | 278478 |
|  | Chongqing Department Store Co. Ltd., Class A | 5800 | 22288 |
|  | Chongqing Fuling Zhacai Group Co. Ltd., Class A | 23400 | 43166 |
|  | Chongqing Gas Group Corp. Ltd., Class A | 9214 | 7592 |
|  | Chongqing Machinery & Electric Co. Ltd., Class H | 126000 | 29974 |
|  | Chongqing Road & Bridge Co. Ltd., Class A | 30200 | 28745 |
|  | Chongqing Rural Commercial Bank Co. Ltd., Class H | 456000 | 375011 |
|  | Chongqing Sanfeng Environment Group Corp. Ltd., Class A | 28400 | 33725 |
|  | Chongqing Zongshen Power Machinery Co. Ltd., Class A | 17828 | 59721 |
|  | Chow Tai Seng Jewellery Co. Ltd., Class A | 14300 | 27819 |
|  | CIMC Enric Holdings Ltd. | 142000 | 137148 |
|  | Cisen Pharmaceutical Co. Ltd., Class A | 8300 | 24737 |
|  | CITIC Ltd. | 202000 | 312217 |
|  | CITIC Resources Holdings Ltd. | 674000 | 35944 |
|  | City Development Environment Co. Ltd., Class A | 17280 | 36284 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
|  \* | Citychamp Watch & Jewellery Group Ltd. | 188000 | $4420 |
|  \* | CMGE Technology Group Ltd. | 374000 | 19018 |
|  | CMST Development Co. Ltd., Class A | 27600 | 23083 |
|  | CNSIG Inner Mongolia Chemical Industry Co. Ltd., Class A | 32100 | 35792 |
|  \* | COFCO Biotechnology Co. Ltd., Class A | 17700 | 14760 |
|  \* | COFCO Joycome Foods Ltd. | 501000 | 106878 |
|  | Cofoe Medical Technology Co. Ltd., Class A | 3500 | 21490 |
|  | Comba Telecom Systems Holdings Ltd. | 230000 | 86786 |
|  | Concord New Energy Group Ltd. | 1520000 | 75330 |
|  | Consun Pharmaceutical Group Ltd. | 112000 | 216645 |
|  | COSCO SHIPPING Development Co. Ltd., Class H | 819000 | 122173 |
|  | COSCO SHIPPING Energy Transportation Co. Ltd., Class H | 166000 | 234697 |
|  # | COSCO SHIPPING Holdings Co. Ltd., Class H | 399000 | 691958 |
|  | COSCO SHIPPING International Hong Kong Co. Ltd. | 116000 | 89445 |
|  | COSCO SHIPPING Ports Ltd. | 310146 | 228643 |
|  | COSCO SHIPPING Specialized Carriers Co. Ltd., Class A | 23500 | 24039 |
|  | CQ Pharmaceutical Holding Co. Ltd., Class A | 41800 | 31554 |
|  | CSG Holding Co. Ltd., Class A | 37592 | 25138 |
|  | CSPC Pharmaceutical Group Ltd. | 820000 | 807694 |
|  | CSSC Hong Kong Shipping Co. Ltd. | 300000 | 80234 |

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**EMERGING MARKETS TARGETED VALUE PORTFOLIO** 

**CONTINUED** 

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| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
|  \* | Daan Gene Co. Ltd., Class A | 30000 | $27467 |
|  | Dajin Heavy Industry Co. Ltd., Class A | 5200 | 36775 |
|  | Dalian Huarui Heavy Industry Group Co. Ltd., Class A | 36900 | 33404 |
|  \* | Damai Entertainment Holdings Ltd. | 2470000 | 292160 |
|  | Dashang Co. Ltd., Class A | 10769 | 26643 |
|  | Dawnrays Pharmaceutical Holdings Ltd. | 155000 | 23976 |
|  | Deppon Logistics Co. Ltd., Class A | 7000 | 14684 |
|  \* | Dezhan Healthcare Co. Ltd., Class A | 69800 | 42967 |
|  | Dian Diagnostics Group Co. Ltd., Class A | 15800 | 36100 |
|  | Digital China Holdings Ltd. | 68000 | 26239 |
|  | Do-Fluoride New Materials Co. Ltd., Class A | 13200 | 52699 |
|  | Dongfang Electric Corp. Ltd., Class H | 69800 | 170311 |
|  \* | Dongfeng Motor Group Co. Ltd., Class H | 398000 | 481469 |
|  | Dongguan Development Holdings Co. Ltd., Class A | 20800 | 34465 |
|  | Dongyue Group Ltd. | 245000 | 315211 |
|  # | DouYu International Holdings Ltd., ADR | 7339 | 50419 |
|  | Dynagreen Environmental Protection Group Co. Ltd., Class H | 77000 | 54033 |
|  \* | Easyhome New Retail Group Co. Ltd., Class A | 58000 | 23559 |
|  | E-Commodities Holdings Ltd. | 414000 | 44213 |
|  | Edvantage Group Holdings Ltd. | 113740 | 20507 |
|  | EEKA Fashion Holdings Ltd. | 51000 | 51467 |
|  | Era Co. Ltd., Class A | 28900 | 17309 |
|  | Essex Bio-technology Ltd. | 59000 | 32703 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
|  | Eternal Asia Supply Chain Management Ltd., Class A | 31100 | $22251 |
|  | Ever Sunshine Services Group Ltd. | 136000 | 30559 |
|  W | Everbright Securities Co. Ltd., Class H | 65200 | 81874 |
|  | Excellence Commercial Property & Facilities Management Group Ltd. | 69000 | 9155 |
|  | Fangda Carbon New Material Co. Ltd., Class A | 30200 | 26150 |
|  | Fangda Special Steel Technology Co. Ltd., Class A | 24000 | 19978 |
|  | Far East Horizon Ltd. | 267000 | 239684 |
|  \* | Farasis Energy Gan Zhou Co. Ltd., Class A | 15604 | 39111 |
|  | FAWER Automotive Parts Co. Ltd., Class A | 23200 | 18322 |
|  | Feilong Auto Components Co. Ltd., Class A | 17800 | 56315 |
|  | FESCO Group Co. Ltd., Class A | 8400 | 22374 |
|  \* | FIH Mobile Ltd. | 67200 | 160402 |
|  \* | Financial Street Holdings Co. Ltd., Class A | 69300 | 29427 |
|  | FinVolution Group, ADR | 31745 | 193962 |
|  | First Tractor Co. Ltd., Class H | 24000 | 24147 |
|  # | Flat Glass Group Co. Ltd., Class H | 29000 | 45597 |
|  | Foshan Electrical & Lighting Co. Ltd., Class A | 20800 | 18419 |
|  | Fosun International Ltd. | 127500 | 80878 |
|  # | Fu Shou Yuan International Group Ltd. | 132000 | 49935 |
|  | Fufeng Group Ltd. | 313000 | 324000 |
|  | Fujian Longking Co. Ltd., Class A | 7900 | 18724 |
|  | Fujian Star-net Communication Co. Ltd., Class A | 10400 | 39136 |

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**EMERGING MARKETS TARGETED VALUE PORTFOLIO** 

**CONTINUED** 

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| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
|  | Fujian Sunner Development Co. Ltd., Class A | 11100 | $26439 |
|  | Fujian Yuanli Active Carbon Co. Ltd., Class A | 10300 | 23950 |
|  | Gansu Energy Chemical Co. Ltd., Class A | 102700 | 37387 |
|  \* | Gansu Jiu Steel Group Hongxing Iron & Steel Co. Ltd., Class A | 83950 | 19950 |
|  | Gansu Shangfeng Cement Co. Ltd., Class A | 12600 | 19999 |
|  | Gansu Yasheng Industrial Group Co. Ltd., Class A | 59700 | 26019 |
|  \* | GCL Technology Holdings Ltd. | 166000 | 29018 |
|  \* | GDS Holdings Ltd. (9698 HK), Class A | 82900 | 369357 |
|  | Geely Automobile Holdings Ltd. | 991000 | 2350959 |
|  W | Genertec Universal Medical Group Co. Ltd. | 171000 | 136213 |
|  \* | Genscript Biotech Corp. | 38000 | 78874 |
|  | GF Securities Co. Ltd., Class H | 187000 | 451458 |
|  #\* | Global New Material International Holdings Ltd. | 63000 | 40450 |
|  \* | Glorious Property Holdings Ltd. | 294000 | 284 |
|  | Goldenmax International Group Ltd., Class A | 19400 | 44963 |
|  | Goldwind Science & Technology Co. Ltd., Class H | 75878 | 128792 |
|  | Goodbaby International Holdings Ltd. | 204000 | 31171 |
|  # | Grand Pharmaceutical Group Ltd. | 179500 | 191100 |
|  \* | Grandjoy Holdings Group Co. Ltd., Class A | 62300 | 26038 |
|  | Great Wall Motor Co. Ltd., Class H | 230500 | 445824 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
|  # | Greentown China Holdings Ltd. | 209000 | $223692 |
|  W | Greentown Management Holdings Co. Ltd. | 96000 | 37325 |
|  | Greentown Service Group Co. Ltd. | 244000 | 140172 |
|  | Guangdong Construction Engineering Group Co. Ltd., Class A | 72100 | 38818 |
|  | Guangdong Dongfang Precision Science & Technology Co. Ltd., Class A | 15800 | 42227 |
|  | Guangdong Dowstone Technology Co. Ltd., Class A | 12300 | 42630 |
|  | Guangdong Ellington Electronics Technology Co. Ltd.,<br>Class A | 9700 | 15374 |
|  | Guangdong Fenghua Advanced Technology Holding Co. Ltd., Class A | 12200 | 29033 |
|  | Guangdong Guanhao High-Tech Co. Ltd., Class A | 57600 | 26307 |
|  | Guangdong Hongtu Technology Holdings Co. Ltd., Class A | 24000 | 43524 |
|  | Guangdong Kinlong Hardware Products Co. Ltd., Class A | 8700 | 27747 |
|  | Guangdong Tapai Group Co. Ltd., Class A | 14400 | 17140 |
|  | Guangdong Vanward New Electric Co. Ltd., Class A | 15600 | 25337 |
|  | Guangdong Xinbao Electrical Appliances Holdings Co. Ltd., Class A | 8900 | 18924 |
|  \* | Guangdong Zhongnan Iron & Steel Co. Ltd., Class A | 54800 | 20666 |
|  \* | Guanghui Logistics Co. Ltd., Class A | 17000 | 18982 |
|  | Guangshen Railway Co. Ltd., Class H | 280000 | 82174 |

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**EMERGING MARKETS TARGETED VALUE PORTFOLIO** 

**CONTINUED** 

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| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
|  | Guangxi Liugong Machinery Co. Ltd., Class A | 15400 | $25203 |
|  | Guangxi LiuYao Group Co. Ltd., Class A | 3700 | 9699 |
|  | Guangzhou Automobile Group Co. Ltd., Class H | 86000 | 36059 |
|  | Guangzhou Baiyun International Airport Co. Ltd., Class A | 33700 | 46316 |
|  # | Guangzhou Baiyunshan Pharmaceutical Holdings Co. Ltd., Class H | 30000 | 72321 |
|  | Guangzhou Wondfo Biotech Co. Ltd., Class A | 3200 | 9922 |
|  | Guilin Layn Natural Ingredients Corp., Class A | 12100 | 13766 |
|  | Guizhou Chanhen Chemical Corp., Class A | 7600 | 36476 |
|  | Guizhou Panjiang Refined Coal Co. Ltd., Class A | 20900 | 15131 |
|  | Guizhou Tyre Co. Ltd., Class A | 27600 | 19357 |
|  \* | Guizhou Zhenhua E-chem, Inc., Class A | 6533 | 13624 |
|  \* | Guoguang Electric Co. Ltd., Class A | 12600 | 28101 |
|  | Guoquan Food Shanghai Co. Ltd., Class H | 246800 | 122146 |
|  W | Guotai Haitong Securities Co. Ltd., Class H | 390288 | 747842 |
|  | Haier Smart Home Co. Ltd. (6690 HK), Class H | 303200 | 985971 |
|  \* | Hainan Meilan International Airport Co. Ltd., Class H | 26000 | 35150 |
|  | Hainan Mining Co. Ltd., Class A | 18400 | 25245 |
|  | Haitian International Holdings Ltd. | 84000 | 229533 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
|  W | Haitong UniTrust International Leasing Co. Ltd., Class H | 310000 | $32307 |
|  | Hand Enterprise Solutions Co. Ltd., Class A | 14000 | 35635 |
|  | Hangxiao Steel Structure Co. Ltd., Class A | 63800 | 24310 |
|  | Hangzhou Binjiang Real Estate Group Co. Ltd., Class A | 34100 | 50953 |
|  | Hangzhou Haoyue Personal Care Co. Ltd., Class A | 2660 | 12191 |
|  | Hangzhou Huawang New Material Technology Co. Ltd., Class A | 8160 | 10103 |
|  \* | Hangzhou Iron & Steel Co., Class A | 63800 | 81846 |
|  \* | Hangzhou Lion Microelectronics Co. Ltd., Class A | 7000 | 34484 |
|  | Hangzhou Robam Appliances Co. Ltd., Class A | 9000 | 24734 |
|  | Harbin Electric Co. Ltd., Class H | 164000 | 269663 |
|  \* | Harbin Pharmaceutical Group Co. Ltd., Class A | 28000 | 14415 |
|  | HBIS Resources Co. Ltd., Class A | 11400 | 30081 |
|  \*W | HBM Holdings Ltd. | 63000 | 109186 |
|  | Health & Happiness H&H International Holdings Ltd. | 56000 | 87118 |
|  | Hefei Urban Construction Development Co. Ltd., Class A | 23700 | 41430 |
|  | HeiLongJiang ZBD Pharmaceutical Co. Ltd., Class A | 14600 | 23159 |
|  | Hello Group, Inc., Sponsored ADR | 24364 | 165432 |
|  | Henan Liliang Diamond Co. Ltd., Class A | 2600 | 14046 |
|  | Henan Mingtai Al Industrial Co. Ltd., Class A | 19640 | 41593 |

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**CONTINUED** 

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| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  CHINA — (Continued) | CHINA — (Continued) |  |  |
|  | Henan Pinggao Electric Co. Ltd., Class A | 18300 | $45429 |
|  | Henan Thinker Automatic Equipment Co. Ltd., Class A | 7700 | 32393 |
|  | Henan Yuguang Gold & Lead Co. Ltd., Class A | 24400 | 42048 |
|  \* | Henan Zhongfu Industry Co. Ltd., Class A | 44100 | 42186 |
|  | Hengan International Group Co. Ltd. | 60500 | 211888 |
|  | Hitevision Co. Ltd., Class A | 3900 | 16397 |
|  | HMT Xiamen New Technical Materials Co. Ltd., Class A | 7700 | 54194 |
|  \* | HNA Technology Co. Ltd., Class A | 65000 | 40078 |
|  \* | Hongyuan Green Energy Co. Ltd., Class A | 20100 | 83311 |
|  \* | Hopson Development Holdings Ltd. | 118095 | 47907 |
|  | Horizon Construction Development Ltd. | 256332 | 36917 |
|  | Hoymiles Power Electronics, Inc., Class A | 1103 | 16604 |
|  \*W | Hua Hong Semiconductor Ltd., Class H | 140000 | 1435026 |
|  | Huabao International Holdings Ltd. | 48000 | 22246 |
|  | Huadian Heavy Industries Co. Ltd., Class A | 27200 | 28378 |
|  | Huafu Fashion Co. Ltd., Class A | 38500 | 25878 |
|  \* | Huaihe Energy Group Co. Ltd., Class A | 41600 | 21823 |
|  | Huangshan Tourism Development Co. Ltd., Class A | 7000 | 11128 |
|  | Huapont Life Sciences Co. Ltd., Class A | 18200 | 12515 |
|  W | Huatai Securities Co. Ltd., Class H | 240800 | 605392 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  CHINA — (Continued) | CHINA — (Continued) |  |  |
|  | Huaxin Cement Co. Ltd. (6655 HK), Class H | 46000 | $103291 |
|  | Hubei Chutian Smart Communication Co. Ltd., Class A | 34000 | 19447 |
|  | Hubei Jumpcan Pharmaceutical Co. Ltd., Class A | 6300 | 22189 |
|  | Hubei Yihua Chemical Industry Co. Ltd., Class A | 13900 | 27120 |
|  | Hubei Zhenhua Chemical Co. Ltd., Class A | 18620 | 63365 |
|  | Huishang Bank Corp. Ltd., Class H | 31000 | 13320 |
|  | Hunan Aihua Group Co. Ltd., Class A | 6200 | 15022 |
|  \* | Hunan Er-Kang Pharmaceutical Co. Ltd., Class A | 63300 | 32129 |
|  | Hunan TV & Broadcast Intermediary Co. Ltd., Class A | 13300 | 16624 |
|  | Hunan Zhongke Electric Co. Ltd., Class A | 10700 | 38913 |
|  | HUYA, Inc., ADR | 16422 | 45160 |
|  \*W | Hygeia Healthcare Holdings Co. Ltd. | 77800 | 130714 |
|  \* | Hytera Communications Corp. Ltd., Class A | 38600 | 62483 |
|  | IKD Co. Ltd., Class A | 17300 | 55064 |
|  | Infore Environment Technology Group Co. Ltd., Class A | 41500 | 40172 |
|  \* | Inkeverse Group Ltd. | 97000 | 13056 |
|  | Intco Medical Technology Co. Ltd., Class A | 7680 | 42683 |
|  | Intron Technology Holdings Ltd. | 54000 | 14381 |
|  #\* | iQIYI, Inc., ADR | 76414 | 176516 |
|  | Jangho Group Co. Ltd., Class A | 15800 | 17216 |
|  \*W | JD Health International, Inc. | 7400 | 57764 |
|  \*W | JD Logistics, Inc. | 334900 | 545955 |
|  | Jiang Su Suyan Jingshen Co. Ltd., Class A | 16400 | 24803 |

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**EMERGING MARKETS TARGETED VALUE PORTFOLIO** 

**CONTINUED** 

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| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  CHINA — (Continued) | CHINA — (Continued) |  |  |
|  | Jiangling Motors Corp. Ltd., Class A | 13700 | $38679 |
|  | Jiangsu Asia-Pacific Light Alloy Technology Co. Ltd., Class A | 15000 | 14044 |
|  | Jiangsu Azure Corp., Class A | 20800 | 56169 |
|  | Jiangsu Broadcasting Cable Information Network Corp. Ltd., Class A | 62300 | 32121 |
|  | Jiangsu Changshu Automotive Trim Group Co. Ltd., Class A | 10600 | 25531 |
|  | Jiangsu Etern Co. Ltd., Class A | 32600 | 68412 |
|  \* | Jiangsu General Science Technology Co. Ltd., Class A | 25500 | 15915 |
|  | Jiangsu Guomao Reducer Co. Ltd., Class A | 26300 | 60400 |
|  | Jiangsu Guotai International Group Co. Ltd., Class A | 19600 | 25734 |
|  | Jiangsu Huachang Chemical Co. Ltd., Class A | 22100 | 19443 |
|  | Jiangsu Jiangyin Rural Commercial Bank Co. Ltd., Class A | 60760 | 40586 |
|  \* | Jiangsu Kanion Pharmaceutical Co. Ltd., Class A | 8700 | 18288 |
|  | Jiangsu Lihua Foods Group Co. Ltd. | 5600 | 16484 |
|  | Jiangsu Provincial Agricultural Reclamation & Development Corp., Class A | 16900 | 22098 |
|  | Jiangsu Shagang Co. Ltd., Class A | 44600 | 36254 |
|  | Jiangsu Shentong Valve Co. Ltd., Class A | 13200 | 25822 |
|  | Jiangsu Shuangxing Color Plastic New Materials Co. Ltd., Class A | 31700 | 24249 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  CHINA — (Continued) | CHINA — (Continued) |  |  |
|  \* | Jiangsu Sopo Chemical Co., Class A | 11400 | $11614 |
|  | Jiangsu Suzhou Rural Commercial Bank Co. Ltd., Class A | 25300 | 18425 |
|  \* | Jiangsu Yinhe Electronics Co. Ltd., Class A | 32400 | 21081 |
|  | Jiangsu Zhangjiagang Rural Commercial Bank Co. Ltd., Class A | 71020 | 44299 |
|  | Jiangsu Zijin Rural Commercial Bank Co. Ltd., Class A | 69400 | 27593 |
|  \* | Jiangxi Black Cat Carbon Black Co. Ltd., Class A | 21100 | 29577 |
|  | Jiangxi Copper Co. Ltd., Class H | 212000 | 884557 |
|  | Jiangxi Ganyue Expressway Co. Ltd., Class A | 24900 | 18723 |
|  | Jiaozuo Wanfang Aluminum Manufacturing Co. Ltd., Class A | 9200 | 13278 |
|  | Jiayin Group, Inc., ADR | 3054 | 28860 |
|  \* | Jihua Group Corp. Ltd., Class A | 55500 | 28171 |
|  \* | Jilin Chemical Fibre, Class A | 36700 | 21065 |
|  \*†† | Jinchuan Group International Resources Co. Ltd. | 463000 | 14300 |
|  | Jingjin Equipment, Inc., Class A | 10100 | 21654 |
|  \* | Jinke Smart Services Group Co. Ltd., Class H | 20700 | 18301 |
|  # | JinkoSolar Holding Co. Ltd., ADR | 5644 | 141721 |
|  | Jinlei Technology Co. Ltd., Class A | 8200 | 33781 |
|  | Jinmao Property Services Co. Ltd. | 5740 | 2064 |
|  #\*W | Jinxin Fertility Group Ltd. | 270500 | 85566 |
|  | Jinyu Bio-Technology Co. Ltd., Class A | 10600 | 16068 |

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**CONTINUED** 

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| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  CHINA — (Continued) | CHINA — (Continued) |  |  |
|  W | Jiumaojiu International Holdings Ltd. | 57000 | $12982 |
|  | Jizhong Energy Resources Co. Ltd., Class A | 36400 | 31368 |
|  | Joincare Pharmaceutical Group Industry Co. Ltd., Class A | 12500 | 21369 |
|  \* | Joy City Property Ltd. | 784000 | 59533 |
|  | JS Corrugating Machinery Co. Ltd., Class A | 13400 | 23562 |
|  \*W | JS Global Lifestyle Co. Ltd. | 274500 | 62897 |
|  | JSTI Group, Class A | 29400 | 34802 |
|  \* | Ju Teng International Holdings Ltd. | 188000 | 43789 |
|  \*W | JW Cayman Therapeutics Co. Ltd. | 42000 | 18852 |
|  | Kailuan Energy Chemical Co. Ltd., Class A | 29600 | 27169 |
|  | Kaishan Group Co. Ltd., Class A | 12800 | 28855 |
|  | Keda Industrial Group Co. Ltd., Class A | 29400 | 54169 |
|  | Keshun Waterproof Technologies Co. Ltd., Class A | 36500 | 25653 |
|  | Kinetic Development Group Ltd. | 604000 | 113515 |
|  | Kingboard Holdings Ltd. | 134000 | 480099 |
|  | Kingboard Laminates Holdings Ltd. | 153500 | 256992 |
|  | Kingsoft Corp. Ltd. | 176200 | 768079 |
|  | KPC Pharmaceuticals, Inc., Class A | 10800 | 20660 |
|  | Kuangda Technology Group Co. Ltd., Class A | 32500 | 28329 |
|  | Kunlun Energy Co. Ltd. | 728000 | 669167 |
|  | Lao Feng Xiang Co. Ltd., Class A | 3200 | 21685 |
|  | Laobaixing Pharmacy Chain JSC, Class A | 10100 | 23563 |
|  | Launch Tech Co. Ltd., Class H | 27000 | 30542 |
|  | Lee & Man Chemical Co. Ltd. | 34000 | 20619 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  CHINA — (Continued) | CHINA — (Continued) |  |  |
|  | Lee & Man Paper Manufacturing Ltd. | 228000 | $80588 |
|  \*W | Legend Holdings Corp., Class H | 115600 | 149419 |
|  | Lenovo Group Ltd. | 58000 | 84613 |
|  | LexinFintech Holdings Ltd., ADR | 22127 | 106652 |
|  \* | Li Auto, Inc. (2015 HK), Class A | 36200 | 375650 |
|  | Li Ning Co. Ltd. | 430000 | 934913 |
|  | Liaoning Cheng Da Co. Ltd., Class A | 20200 | 36210 |
|  | Liaoning Port Co. Ltd., Class H | 396000 | 46351 |
|  | Lier Chemical Co. Ltd., Class A | 9500 | 16943 |
|  \* | Lifetech Scientific Corp. | 458000 | 118578 |
|  \* | Linewell Software Co. Ltd., Class A | 19400 | 33197 |
|  | Lingbao Gold Group Co. Ltd., Class H | 72000 | 150718 |
|  W | Linklogis, Inc., Class B**.** | 232000 | 95386 |
|  | Livzon Pharmaceutical Group, Inc., Class H**.** | 19100 | 76816 |
|  | Lizhong Sitong Light Alloys Group Co. Ltd., Class A | 12500 | 42949 |
|  | Loncin Motor Co. Ltd., Class A | 26200 | 50157 |
|  #W | Longfor Group Holdings Ltd. | 205720 | 254112 |
|  | Longhua Technology Group Luoyang Co. Ltd., Class A | 18200 | 21532 |
|  | Longshine Technology Group Co. Ltd., Class A | 16400 | 41231 |
|  | Lonking Holdings Ltd. | 374000 | 149080 |
|  | Lucky Harvest Co. Ltd., Class A | 7280 | 41255 |
|  | Luenmei Quantum Co. Ltd., Class A | 29400 | 36390 |
|  | Luoyang Xinqianglian Slewing Bearing Co. Ltd., Class A | 8200 | 60870 |
|  | Lushang Freda Pharmaceutical Co. Ltd., Class A | 23900 | 26147 |
|  | Luxin Venture Capital Group Co. Ltd., Class A | 10400 | 21384 |

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**CONTINUED** 

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| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  CHINA — (Continued) | CHINA — (Continued) |  |  |
|  \*W | Luye Pharma Group Ltd. | 162000 | $65634 |
|  \* | Maanshan Iron & Steel Co. Ltd., Class H | 234000 | 76815 |
|  | Maccura Biotechnology Co. Ltd., Class A | 12800 | 21049 |
|  W | Maoyan Entertainment | 49825 | 42613 |
|  W | Medlive Technology Co. Ltd. | 11000 | 14913 |
|  | Mesnac Co. Ltd., Class A | 20100 | 24385 |
|  | Metallurgical Corp. of China Ltd., Class H | 549000 | 167295 |
|  \*W | Microport Cardioflow Medtech Corp. | 179000 | 27505 |
|  | Milkyway Intelligent Supply Chain Service Group Co. Ltd., Class A | 3300 | 27585 |
|  | Ming Yuan Cloud Group Holdings Ltd. | 282000 | 119775 |
|  \* | Minmetals Development Co. Ltd., Class A | 14800 | 19030 |
|  | Minth Group Ltd. | 144000 | 638974 |
|  | MLS Co. Ltd., Class A | 18000 | 22063 |
|  \*W | Mobvista, Inc. | 91000 | 208857 |
|  | Moon Environment Technology Co. Ltd., Class A | 21060 | 42071 |
|  | Morimatsu International Holdings Co. Ltd. | 78000 | 99859 |
|  | Nanhua Futures Co. Ltd., Class A | 7900 | 23166 |
|  | NanJi E-Commerce Co. Ltd., Class A | 30400 | 15103 |
|  | Nanjing Hanrui Cobalt Co. Ltd., Class A | 6800 | 47469 |
|  | Nanjing Iron & Steel Co. Ltd., Class A | 87500 | 64589 |
|  | Nanjing Pharmaceutical Co. Ltd., Class A | 32100 | 22827 |
|  \* | Nanjing Tanker Corp., Class A | 98100 | 45059 |
|  | Nanjing Xinjiekou Department Store Co. Ltd., Class A | 26900 | 28376 |
|  | Nantong Jiangshan Agrochemical & Chemical LLC, Class A | 6200 | 20843 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  CHINA — (Continued) | CHINA — (Continued) |  |  |
|  | NetDragon Websoft Holdings Ltd. | 15500 | $24214 |
|  | Neusoft Corp., Class A | 18000 | 26625 |
|  | New China Life Insurance Co. Ltd., Class H | 166100 | 1049687 |
|  | Nexteer Automotive Group Ltd. | 158000 | 136963 |
|  \* | Nine Dragons Paper Holdings Ltd. | 223000 | 159731 |
|  | Ningbo Boway Alloy Material Co. Ltd., Class A | 9000 | 27658 |
|  | Ningbo Huaxiang Electronic Co. Ltd., Class A | 12200 | 56881 |
|  | Ningbo Jintian Copper Group Co. Ltd., Class A | 41600 | 67645 |
|  | Ningbo Peacebird Fashion Co. Ltd., Class A | 6000 | 12078 |
|  | Ningbo Ronbay New Energy Technology Co. Ltd., Class A | 9588 | 37633 |
|  \* | Ningbo Shanshan Co. Ltd., Class A | 20000 | 38651 |
|  | Ningbo Xusheng Group Co. Ltd., Class A | 8500 | 17993 |
|  | Ningbo Yunsheng Co. Ltd., Class A | 17300 | 34700 |
|  | Ningxia Building Materials Group Co. Ltd., Class A | 13200 | 24937 |
|  | Ningxia Western Venture Industrial Co. Ltd., Class A | 17500 | 12685 |
|  | NKY Medical Holdings Ltd., Class A | 9750 | 22738 |
|  | Noah Holdings Ltd., Sponsored ADR | 6183 | 69806 |
|  | Norinco International Cooperation Ltd., Class A | 11200 | 17601 |
|  | North China Pharmaceutical Co. Ltd., Class A | 19300 | 16285 |
|  | Northeast Pharmaceutical Group Co. Ltd., Class A | 25900 | 20198 |

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**CONTINUED** 

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| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  CHINA — (Continued) | CHINA — (Continued) |  |  |
|  | Northeast Securities Co. Ltd., Class A | 31000 | $39589 |
|  \* | Nuode New Materials Co. Ltd., Class A | 34600 | 34444 |
|  | Onewo, Inc., Class H | 38800 | 111474 |
|  | ORG Technology Co. Ltd., Class A | 45300 | 38334 |
|  | Orient International Enterprise Ltd., Class A | 18500 | 21744 |
|  # | Orient Overseas International Ltd. | 23000 | 398036 |
|  W | Orient Securities Co. Ltd., Class H | 133600 | 124486 |
|  \* | Oriental Energy Co. Ltd., Class A | 28500 | 32951 |
|  | Pacific Shuanglin Bio-pharmacy Co. Ltd., Class A | 9490 | 21011 |
|  \* | PCI Technology Group Co. Ltd., Class A | 41700 | 40241 |
|  \*†† | Pengdu Agriculture & Animal Husbandry Co. Ltd., Class A | 160100 | 0 |
|  \* | Pengxin International Mining Co. Ltd., Class A | 49700 | 57228 |
|  W | Ping An Healthcare & Technology Co. Ltd. | 292100 | 516764 |
|  | Pingdingshan Tianan Coal Mining Co. Ltd., Class A | 28000 | 33457 |
|  | PNC Process Systems Co. Ltd., Class A | 6000 | 26209 |
|  | Poly Property Group Co. Ltd. | 163560 | 38909 |
|  | Poly Property Services Co. Ltd., Class H | 32800 | 141499 |
|  | Prinx Chengshan Holdings Ltd. | 18000 | 16446 |
|  | PW Medtech Group Ltd. | 123000 | 23753 |
|  | Pylon Technologies Co. Ltd., Class A | 2355 | 21960 |
|  | Q Technology Group Co. Ltd. | 46000 | 82722 |
|  | Qfin Holdings, Inc., ADR | 21301 | 514419 |
|  \* | Qinchuan Machine Tool & Tool Group Share Co. Ltd., Class A | 19500 | 37623 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  CHINA — (Continued) | CHINA — (Continued) |  |  |
|  | Qingdao East Steel Tower Stock Co. Ltd., Class A | 20700 | $51375 |
|  | Qingdao Gon Technology Co. Ltd., Class A | 3900 | 28110 |
|  | Qingdao Hanhe Cable Co. Ltd., Class A | 49700 | 26201 |
|  W | Qingdao Port International Co. Ltd., Class H | 113000 | 103299 |
|  | Qingdao Rural Commercial Bank Corp., Class A | 55000 | 24900 |
|  | Qingdao Sentury Tire Co. Ltd., Class A | 11200 | 30600 |
|  | Qinghai Huzhu TianYouDe Highland Barley Spirit Co. Ltd., Class A | 9600 | 12939 |
|  | Qinhuangdao Port Co. Ltd., Class H | 107500 | 40259 |
|  \* | Qudian, Inc., Sponsored ADR | 29458 | 140809 |
|  | Renhe Pharmacy Co. Ltd., Class A | 38400 | 33523 |
|  | Rianlon Corp., Class A | 3300 | 18579 |
|  | Riyue Heavy Industry Co. Ltd., Class A | 17000 | 34739 |
|  | Rizhao Port Co. Ltd., Class A | 28000 | 12517 |
|  \* | RongFa Nuclear Equipment Co. Ltd., Class A | 44700 | 49660 |
|  \* | Roshow Technology Co. Ltd., Class A | 46700 | 58265 |
|  | Runjian Co. Ltd., Class A | 4400 | 27214 |
|  \* | Sansteel Minguang Co. Ltd. Fujian, Class A | 70300 | 44268 |
|  | Sany Heavy Equipment International Holdings Co. Ltd. | 221000 | 208633 |
|  \* | Seazen Group Ltd. | 550380 | 155060 |
|  \*†† | S-Enjoy Service Group Co. Ltd. | 73000 | 9864 |
|  | Shaanxi Beiyuan Chemical Industry Group Co. Ltd., Class A | 36900 | 20437 |

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**CONTINUED** 

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| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  CHINA — (Continued) | CHINA — (Continued) |  |  |
|  | Shaanxi Construction Engineering Group Corp. Ltd., Class A | 33900 | $18056 |
|  \* | Shaanxi Heimao Coking Co. Ltd., Class A | 45700 | 27295 |
|  | Shandong Bohui Paper Industrial Co. Ltd., Class A | 18300 | 12841 |
|  | Shandong Buchang Pharmaceuticals Co. Ltd., Class A | 9000 | 21930 |
|  | Shandong Dongyue Silicone Material Co. Ltd., Class A | 18700 | 24408 |
|  | Shandong Hi-Speed Road & Bridge Group Co. Ltd., Class A | 19100 | 16407 |
|  | Shandong Huatai Paper Industry Shareholding Co. Ltd., Class A | 21700 | 11348 |
|  | Shandong Humon Smelting Co. Ltd., Class A | 15300 | 28396 |
|  \* | Shandong Iron & Steel Co. Ltd., Class A | 93500 | 21152 |
|  | Shandong Linglong Tyre Co. Ltd., Class A | 10300 | 22276 |
|  | Shandong Lukang Pharma, Class A | 23200 | 32684 |
|  | Shandong Pharmaceutical Glass Co. Ltd., Class A | 5800 | 17048 |
|  | Shandong Publishing & Media Co. Ltd., Class A | 20600 | 24204 |
|  | Shandong Weifang Rainbow Chemical Co. Ltd., Class A | 4100 | 42677 |
|  | Shandong Weigao Group Medical Polymer Co. Ltd., Class H | 471200 | 329835 |
|  | Shandong Xiantan Co. Ltd., Class A | 10050 | 8900 |
|  | Shandong Xinhua Pharmaceutical Co. Ltd., Class H | 36000 | 32229 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  CHINA — (Continued) | CHINA — (Continued) |  |  |
|  \* | Shanghai Aerospace Automobile Electromechanical Co. Ltd., Class A | 22100 | $25631 |
|  \* | Shanghai AJ Group Co. Ltd., Class A | 37000 | 29240 |
|  | Shanghai Bailian Group Co. Ltd., Class A | 25800 | 32752 |
|  | Shanghai Baosteel Packaging Co. Ltd., Class A | 14500 | 11264 |
|  | Shanghai Bright Meat Group Co. Ltd., Class A | 21900 | 20957 |
|  | Shanghai Chlor-Alkali Chemical Co. Ltd., Class A | 10100 | 15511 |
|  | Shanghai Datun Energy Resources Co. Ltd., Class A | 10700 | 20768 |
|  \* | Shanghai Electric Group Co. Ltd., Class H | 372000 | 216907 |
|  | Shanghai Environment Group Co. Ltd., Class A | 31680 | 36969 |
|  | Shanghai Fosun Pharmaceutical Group Co. Ltd., Class H | 73000 | 223604 |
|  | Shanghai Huayi Group Co. Ltd., Class A | 21300 | 23808 |
|  | Shanghai Industrial Holdings Ltd. | 61000 | 107080 |
|  | Shanghai Jinjiang International Hotels Co. Ltd., Class A | 9900 | 31324 |
|  | Shanghai Kaibao Pharmaceutical Co. Ltd., Class A | 26300 | 22811 |
|  | Shanghai Liangxin Electrical Co. Ltd., Class A | 25200 | 37550 |
|  | Shanghai Mechanical & Electrical Industry Co. Ltd., Class A | 9700 | 36958 |
|  | Shanghai Pharmaceuticals Holding Co. Ltd., Class H | 113600 | 171042 |

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**CONTINUED** 

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| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  CHINA — (Continued) | CHINA — (Continued) |  |  |
|  | Shanghai Pudong Construction Co. Ltd., Class A | 14700 | $16673 |
|  | Shanghai QiFan Cable Co. Ltd., Class A | 8300 | 21883 |
|  | Shanghai Runda Medical Technology Co. Ltd., Class A | 10500 | 24854 |
|  | Shanghai Shyndec Pharmaceutical Co. Ltd., Class A | 23400 | 34268 |
|  \* | Shanghai Stonehill Technology Co. Ltd., Class A | 83500 | 93043 |
|  | Shanghai Waigaoqiao Free Trade Zone Group Co. Ltd., Class A | 14700 | 22599 |
|  | Shanghai Zhenhua Heavy Industries Co. Ltd., Class A | 41200 | 27395 |
|  | Shanghai Zhonggu Logistics Co. Ltd., Class A | 22500 | 34984 |
|  | Shanghai Zijiang Enterprise Group Co. Ltd., Class A | 23300 | 25868 |
|  | Shantui Construction Machinery Co. Ltd., Class A | 22000 | 35790 |
|  | Shanxi Blue Flame Holding Co. Ltd., Class A | 23900 | 24335 |
|  | Shanxi Coking Co. Ltd., Class A | 75810 | 45506 |
|  \* | Shanxi Guoxin Energy Corp. Ltd., Class A | 57960 | 28780 |
|  | Shanxi Lanhua Sci-Tech Venture Co. Ltd., Class A | 15800 | 14948 |
|  \* | Shanxi Meijin Energy Co. Ltd., Class A | 35100 | 25856 |
|  \* | Shanying International Holding Co. Ltd., Class A | 104000 | 25873 |
|  | Shenghe Resources Holding Co. Ltd., Class A | 21000 | 68584 |
|  | Shenma Industry Co. Ltd., Class A | 31900 | 44549 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  CHINA — (Continued) | CHINA — (Continued) |  |  |
|  W | Shenwan Hongyuan Group Co. Ltd., Class H | 236800 | $104193 |
|  | Shenzhen Agricultural Power Group Co. Ltd., Class A | 20600 | 24745 |
|  | Shenzhen Airport Co. Ltd., Class A | 31600 | 32084 |
|  | Shenzhen Cereals Holdings Co. Ltd., Class A | 16000 | 15708 |
|  | Shenzhen Colibri Technologies Co. Ltd., Class A | 12200 | 38205 |
|  | Shenzhen Das Intellitech Co. Ltd., Class A | 48400 | 22261 |
|  | Shenzhen Desay Battery Technology Co., Class A | 6300 | 24886 |
|  \* | Shenzhen Dynanonic Co. Ltd., Class A | 9300 | 60053 |
|  | Shenzhen Fuanna Bedding & Furnishing Co. Ltd., Class A | 10200 | 10326 |
|  | Shenzhen Gas Corp. Ltd., Class A | 23300 | 22009 |
|  \* | Shenzhen Gongjin Electronics Co. Ltd., Class A | 11600 | 19471 |
|  W | Shenzhen Hepalink Pharmaceutical Group Co. Ltd., Class H | 23000 | 15907 |
|  | Shenzhen Hopewind Electric Co. Ltd., Class A | 11100 | 47078 |
|  | Shenzhen International Holdings Ltd. | 176825 | 183295 |
|  \* | Shenzhen Investment Ltd. | 224068 | 24218 |
|  | Shenzhen Invt Electric Co. Ltd., Class A | 25800 | 32667 |
|  \* | Shenzhen Jinjia Group Co. Ltd., Class A | 41500 | 26035 |
|  | Shenzhen Kangtai Biological Products Co. Ltd., Class A | 11100 | 26843 |

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| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  CHINA — (Continued) | CHINA — (Continued) |  |  |
|  | Shenzhen Kingkey Smart Agriculture Times Co. Ltd., Class A | 10500 | $24260 |
|  | Shenzhen Laibao Hi-tech Co. Ltd., Class A | 24200 | 37968 |
|  | Shenzhen Leaguer Co. Ltd., Class A | 24800 | 32159 |
|  | Shenzhen Microgate Technology Co. Ltd., Class A | 18000 | 32111 |
|  | Shenzhen Noposin Crop Science Co. Ltd., Class A | 12400 | 21255 |
|  | Shenzhen Senior Technology Material Co. Ltd., Class A | 27600 | 55240 |
|  | Shenzhen United Winners Laser Co. Ltd., Class A | 10977 | 40225 |
|  | Shenzhen Yinghe Technology Co. Ltd., Class A | 7100 | 29882 |
|  | Shenzhen Zhongjin Lingnan Nonfemet Co. Ltd., Class A | 68200 | 52867 |
|  | Shenzhou International Group Holdings Ltd. | 56800 | 490287 |
|  \* | Shida Shinghwa Advanced Material Group Co. Ltd., Class A | 2000 | 18207 |
|  | Shinva Medical Instrument Co. Ltd., Class A | 7930 | 17319 |
|  | Shiyue Daotian Group Co. Ltd., Class H | 18000 | 19427 |
|  | Shoucheng Holdings Ltd. | 466000 | 130946 |
|  | Shougang Fushan Resources Group Ltd. | 421416 | 165346 |
|  | Shui On Land Ltd. | 631500 | 57619 |
|  | Sichuan EM Technology Co. Ltd., Class A | 17500 | 49032 |
|  \* | Sichuan Haite High-tech Co. Ltd., Class A | 15500 | 27340 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  CHINA — (Continued) | CHINA — (Continued) |  |  |
|  | Sichuan Hebang Biotechnology Co. Ltd., Class A | 91160 | $27924 |
|  \* | Sichuan Hexie Shuangma Co. Ltd., Class A | 13900 | 39744 |
|  \* | Sichuan Lutianhua Co. Ltd., Class A | 37800 | 22794 |
|  | Sichuan Yahua Industrial Group Co. Ltd., Class A | 14000 | 39996 |
|  | Sihuan Pharmaceutical Holdings Group Ltd. | 584000 | 111313 |
|  | SIIC Environment Holdings Ltd. (807 HK) | 193000 | 27804 |
|  W | Simcere Pharmaceutical Group Ltd. | 84000 | 133790 |
|  \* | Sinic Holdings Group Co. Ltd. | 28000 | 0 |
|  | Sino Biopharmaceutical Ltd. | 1369000 | 1247066 |
|  | Sinofert Holdings Ltd. | 464000 | 90733 |
|  | Sinomach Automobile Co. Ltd., Class A | 21400 | 18759 |
|  | Sinomach Precision Industry Group Co. Ltd., Class A | 10700 | 43074 |
|  | Sinopec Engineering Group Co. Ltd., Class H | 282500 | 266116 |
|  | Sinopec Kantons Holdings Ltd. | 230000 | 118970 |
|  \* | Sinopec Oilfield Equipment Corp., Class A | 25600 | 26150 |
|  | Sinopec Shanghai Petrochemical Co. Ltd., Class H | 454000 | 77705 |
|  | Sinopharm Group Co. Ltd., Class H | 259200 | 646073 |
|  | Sino-Platinum Metals Co. Ltd., Class A | 10660 | 24912 |
|  | Sinosteel Engineering & Technology Co. Ltd., Class A | 12000 | 10796 |
|  | Sinosteel New Materials Co. Ltd., Class A | 12100 | 18630 |
|  # | Sinotrans Ltd., Class H | 393000 | 267126 |

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| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  CHINA — (Continued) | CHINA — (Continued) |  |  |
|  | Sinotruk Hong Kong Ltd. | 114000 | $380855 |
|  | Sinotruk Jinan Truck Co. Ltd., Class A | 13400 | 34189 |
|  | Skyworth Digital Co. Ltd., Class A | 15900 | 30383 |
|  #\* | Skyworth Group Ltd. | 38000 | 19258 |
|  W | Smoore International Holdings Ltd. | 71000 | 119573 |
|  | Snowsky Salt Industry Group Co. Ltd., Class A | 24200 | 19392 |
|  | Southern Publishing & Media Co. Ltd., Class A | 5800 | 11532 |
|  # | SSY Group Ltd. | 270000 | 107782 |
|  | Stanley Agricultural Group Co. Ltd., Class A | 22000 | 30145 |
|  | Star Lake Bioscience Co., Inc. Zhaoqing Guangdong, Class A | 47700 | 48185 |
|  | STO Express Co. Ltd., Class A | 13600 | 29603 |
|  | Sumec Corp. Ltd., Class A | 29000 | 46102 |
|  | Sun Art Retail Group Ltd. | 472000 | 114699 |
|  | Sun King Technology Group Ltd. | 218000 | 56703 |
|  | Suning Universal Co. Ltd., Class A | 67314 | 24123 |
|  | Sunrise Group Co. Ltd., Class A | 27700 | 22507 |
|  \* | Sunshine Lake Pharma Co. Ltd. | 15553 | 91671 |
|  | Sunstone Development Co. Ltd., Class A | 10000 | 34613 |
|  | Suntak Technology Co. Ltd., Class A | 18900 | 37837 |
|  | Sunward Intelligent Equipment Co. Ltd., Class A | 24500 | 45623 |
|  | Suzhou Anjie Technology Co. Ltd., Class A | 13800 | 26999 |
|  | Suzhou Gold Mantis Construction Decoration Co. Ltd., Class A | 39700 | 18971 |
|  # | SY Holdings Group Ltd. | 78000 | 113303 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  CHINA — (Continued) | CHINA — (Continued) |  |  |
|  \* | Taiyuan Heavy Industry Co. Ltd., Class A | 45700 | $17862 |
|  \* | Tangrenshen Group Co. Ltd., Class A | 32900 | 22068 |
|  | Tangshan Sanyou Chemical Industries Co. Ltd., Class A | 32100 | 25718 |
|  | Tayho Advanced Materials Group Co. Ltd., Class A | 19200 | 27094 |
|  | TCL Electronics Holdings Ltd. | 209000 | 248149 |
|  | TDG Holdings Co. Ltd., Class A | 21000 | 30335 |
|  | Tencent Music Entertainment Group, ADR | 9792 | 218557 |
|  | Three's Co. Media Group Co. Ltd., Class A | 6700 | 27131 |
|  | Tian An China Investment Co. Ltd. | 123000 | 71896 |
|  \*†† | Tian Shan Development Holding Ltd. | 52000 | 0 |
|  | Tiande Chemical Holdings Ltd. | 156000 | 28773 |
|  | Tiangong International Co. Ltd. | 308000 | 116641 |
|  | Tianjin Capital Environmental Protection Group Co. Ltd., Class H | 62000 | 34025 |
|  | Tianjin Chase Sun Pharmaceutical Co. Ltd., Class A | 47200 | 25347 |
|  | Tianjin Port Co. Ltd., Class A | 33200 | 22443 |
|  | Tianjin Port Development Holdings Ltd. | 526000 | 48155 |
|  | Tianjin Ringpu Bio-Technology Co. Ltd., Class A | 10400 | 31519 |
|  | Tianjin TEDA Resources Recycling Group Co. Ltd., Class A | 47200 | 28171 |
|  | Tianneng Power International Ltd. | 122000 | 135247 |
|  \* | Tianqi Lithium Corp., Class H | 26800 | 164742 |

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**CONTINUED** 

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| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  CHINA — (Continued) | CHINA — (Continued) |  |  |
|  | Tianrun Industry Technology Co. Ltd., Class A | 35200 | $31524 |
|  \* | Tibet Water Resources Ltd. | 197000 | 15977 |
|  | Tinergy Chemical Co. Ltd., Class A | 65400 | 51301 |
|  | Tofflon Science & Technology Group Co. Ltd., Class A | 14900 | 35510 |
|  | Toly Bread Co. Ltd., Class A | 27100 | 20764 |
|  | Tomson Group Ltd. | 94334 | 32848 |
|  # | Tong Ren Tang Technologies Co. Ltd., Class H | 116000 | 69222 |
|  | Tongcheng Travel Holdings Ltd. | 42800 | 117777 |
|  | Tongdao Liepin Group | 61600 | 25238 |
|  | Tongguan Gold Group Ltd. | 112000 | 38994 |
|  | Tongling Jingda Special Magnet Wire Co. Ltd., Class A | 26500 | 40438 |
|  | Tongyu Heavy Industry Co. Ltd., Class A | 63900 | 27668 |
|  | Topsec Technologies Group, Inc., Class A | 35200 | 51590 |
|  W | Topsports International Holdings Ltd. | 345000 | 136732 |
|  | Transfar Zhilian Co. Ltd., Class A | 38900 | 34144 |
|  | TravelSky Technology Ltd., Class H | 135000 | 177660 |
|  | Triangle Tyre Co. Ltd., Class A | 9700 | 20160 |
|  | Tsingtao Brewery Co. Ltd., Class H | 54000 | 364961 |
|  | TSP Wind Power Group Co. Ltd. | 12000 | 14310 |
|  †† | Tunghsu Optoelectronic Technology Co. Ltd., Class A | 67200 | 661 |
|  | Unilumin Group Co. Ltd., Class A | 28700 | 29750 |
|  # | Uni-President China Holdings Ltd. | 135000 | 146157 |
|  #†† | Untrade.China Dili | 334200 | 5324 |
|  | Valiant Co. Ltd., Class A | 14100 | 27763 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  CHINA — (Continued) | CHINA — (Continued) |  |  |
|  | Vats Liquor Chain Store Management JSC Ltd. (300755 C2), Class A | 11500 | $33608 |
|  | Vatti Corp. Ltd., Class A | 19300 | 17338 |
|  | Victory Giant Technology Huizhou Co. Ltd., Class A | 6900 | 283827 |
|  | Vipshop Holdings Ltd., ADR | 62902 | 1100156 |
|  \*W | Viva Biotech Holdings | 133500 | 41870 |
|  | Walvax Biotechnology Co. Ltd., Class A | 13200 | 22692 |
|  | Wangneng Environment Co. Ltd., Class A | 10100 | 24269 |
|  | Wanguo Gold Group Ltd. | 64000 | 251948 |
|  | Wasion Holdings Ltd. | 124000 | 199510 |
|  | Wasu Media Holding Co. Ltd., Class A | 24500 | 27174 |
|  | Weibo Corp. (9898 HK), Class A | 13880 | 151767 |
|  | Weichai Power Co. Ltd., Class H | 342000 | 706674 |
|  | Weifu High-Technology Group Co. Ltd., Class A | 12200 | 36812 |
|  | Weihai Guangtai Airport Equipment Co. Ltd., Class A | 15100 | 21716 |
|  | Wellhope Foods Co. Ltd., Class A | 18200 | 19626 |
|  | Wencan Group Co. Ltd., Class A | 7200 | 21879 |
|  | West China Cement Ltd. | 394000 | 150569 |
|  | Wharf Holdings Ltd. | 47000 | 123650 |
|  | Windey Energy Technology Group Co. Ltd., Class A | 10400 | 26702 |
|  | Wolong Electric Group Co. Ltd., Class A | 15480 | 105120 |
|  | Wuhu Token Science Co. Ltd., Class A | 41900 | 36550 |
|  | Wuling Motors Holdings Ltd. | 140000 | 9188 |
|  | Wushang Group Co. Ltd., Class A | 19800 | 27796 |
|  \*W | Wuxi Biologics Cayman, Inc. | 721500 | 3365143 |

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**EMERGING MARKETS TARGETED VALUE PORTFOLIO** 

**CONTINUED** 

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| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  CHINA — (Continued) | CHINA — (Continued) |  |  |
|  | Wuxi Boton Technology Co. Ltd., Class A | 9700 | $31763 |
|  | Wuxi Huaguang Environment & Energy Group Co. Ltd., Class A | 14900 | 32394 |
|  | Wuxi Paike New Materials Technology Co. Ltd., Class A | 1700 | 16690 |
|  | Wuxi Rural Commercial Bank Co. Ltd., Class A | 28400 | 24233 |
|  | Wuxi Taiji Industry Ltd. Co., Class A | 23200 | 28273 |
|  \*W | Xiabuxiabu Catering Management China Holdings Co. Ltd. | 173000 | 22275 |
|  | Xiamen Bank Co. Ltd., Class A | 54200 | 53715 |
|  | Xiamen Changelight Co. Ltd., Class A | 25000 | 41996 |
|  | Xiamen ITG Group Corp. Ltd., Class A | 23400 | 21314 |
|  | Xiamen Xiangyu Co. Ltd., Class A | 31300 | 36531 |
|  | Xi'An Shaangu Power Co. Ltd., Class A | 26300 | 32165 |
|  | Xiandai Investment Co. Ltd., Class A | 38000 | 22634 |
|  \* | Xiangtan Electric Manufacturing Co. Ltd., Class A | 15300 | 32764 |
|  | Xianhe Co. Ltd., Class A | 11300 | 36324 |
|  | Xilinmen Furniture Co. Ltd., Class A | 7500 | 18031 |
|  | Xinfengming Group Co. Ltd., Class A | 28900 | 64599 |
|  | Xingfa Aluminium Holdings Ltd. | 20000 | 20031 |
|  | Xinhua Winshare Publishing & Media Co. Ltd., Class H | 62000 | 83221 |
|  | Xinjiang Communications Construction Group Co. Ltd., Class A | 10600 | 28185 |
|  | Xinjiang Joinworld Co. Ltd., Class A | 18800 | 21424 |
|  | Xinjiang Qingsong Building Materials & Chemicals Group Co. Ltd., Class A | 46300 | 30654 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  CHINA — (Continued) | CHINA — (Continued) |  |  |
|  | Xinjiang Xinxin Mining Industry Co. Ltd., Class H | 152000 | $50592 |
|  | Xinjiang Xuefeng Sci-Tech Group Co. Ltd., Class A | 22500 | 28726 |
|  | Xinxiang Chemical Fiber Co. Ltd., Class A | 32600 | 20044 |
|  | Xinxing Ductile Iron Pipes Co. Ltd., Class A | 77883 | 47398 |
|  # | Xinyi Energy Holdings Ltd. | 556792 | 90910 |
|  | Xinyi Solar Holdings Ltd. | 139852 | 64443 |
|  | Xinyu Iron & Steel Co. Ltd., Class A | 47700 | 28172 |
|  \* | Xinzhi Group Co. Ltd., Class A | 13100 | 52722 |
|  | Xtep International Holdings Ltd. | 294461 | 213224 |
|  \* | Xunlei Ltd., ADR | 12789 | 113950 |
|  | Yangling Metron New Material, Inc., Class A | 9380 | 21956 |
|  W | Yangtze Optical Fibre & Cable Joint Stock Co. Ltd., Class H | 34500 | 158098 |
|  | Yankuang Energy Group Co. Ltd., Class H | 412000 | 565612 |
|  | Yantai Changyu Pioneer Wine Co. Ltd., Class A | 3800 | 11481 |
|  \* | Yatsen Holding Ltd., ADR | 17343 | 123135 |
|  \* | Yeahka Ltd. | 34000 | 37914 |
|  | Yechiu Metal Recycling China Ltd., Class A | 70100 | 30840 |
|  \* | Yibin Tianyuan Group Co. Ltd., Class A | 14900 | 12193 |
|  | Yihai International Holding Ltd. | 13000 | 19946 |
|  | Yiren Digital Ltd., Sponsored ADR | 19865 | 110847 |
|  W | Yixin Group Ltd. | 525500 | 153173 |
|  | Yixintang Pharmaceutical Group Co. Ltd., Class A | 6500 | 12251 |

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| | | |
|:---|:---|:---|
|  | **Shares** | **Value»** |
| CHINA — (Continued) |  |  |
| Yonfer Agricultural Technology Co. Ltd., Class A | 22900 | $47873 |
| Yongjin Technology Group Co. Ltd. | 6800 | 17521 |
| Yotrio Group Co. Ltd., Class A | 63800 | 34610 |
| Yuexiu Services Group Ltd. | 90500 | 29573 |
| Yueyang Forest & Paper Co. Ltd., Class A | 24600 | 15393 |
| Yum China Holdings, Inc. (YUMC US) | 2962 | 128136 |
| YUNDA Holding Group Co. Ltd., Class A | 42000 | 43008 |
| Yunnan Energy Investment Co. Ltd., Class A | 11700 | 19985 |
| Yusys Technologies Co. Ltd., Class A | 9500 | 32006 |
| Yutong Bus Co. Ltd., Class A | 13000 | 59069 |
| Zengame Technology Holding Ltd. | 62000 | 18541 |
| Zhefu Holding Group Co. Ltd., Class A | 68100 | 39326 |
| Zhejiang Asia-Pacific Mechanical & Electronic Co. Ltd., Class A | 22700 | 45286 |
| Zhejiang Communications Technology Co. Ltd., Class A | 58320 | 34260 |
| Zhejiang Conba Pharmaceutical Co. Ltd., Class A | 47300 | 31109 |
| Zhejiang Daily Digital Culture Group Co. Ltd., Class A | 15400 | 29453 |
| Zhejiang Garden Biopharmaceutical Co. Ltd., Class A | 14000 | 27097 |
| Zhejiang Guyuelongshan Shaoxing Wine Co. Ltd., Class A | 9700 | 12950 |
| Zhejiang Haikong Nanke Huatie Digital Intelligence & Technology Co. Ltd. | 15600 | 17229 |

---

---

| | | |
|:---|:---|:---|
|  | **Shares** | **Value»** |
| CHINA — (Continued) |  |  |
| Zhejiang Hailiang Co. Ltd., Class A | 17500 | $28307 |
| Zhejiang HangKe Technology, Inc. Co., Class A | 8981 | 41273 |
| Zhejiang Hangmin Co. Ltd., Class A | 13700 | 13767 |
| Zhejiang Hisun Pharmaceutical Co. Ltd., Class A | 18800 | 29620 |
| Zhejiang Huace Film & Television Co. Ltd., Class A | 54800 | 59163 |
| Zhejiang Huangma Technology Co. Ltd., Class A | 15200 | 38976 |
| Zhejiang Jiahua Energy Chemical Industry Co. Ltd., Class A | 14600 | 17494 |
| Zhejiang Jiecang Linear Motion Technology Co. Ltd., Class A | 9400 | 50570 |
| Zhejiang Jingxin Pharmaceutical Co. Ltd., Class A | 23280 | 61677 |
| Zhejiang Jiuzhou Pharmaceutical Co. Ltd., Class A | 9800 | 27484 |
| Zhejiang Medicine Co. Ltd., Class A | 8405 | 17212 |
| Zhejiang Orient Financial Holdings Group Co. Ltd., Class A | 43280 | 43659 |
| Zhejiang Runtu Co. Ltd., Class A | 10300 | 10600 |
| Zhejiang Semir Garment Co. Ltd., Class A | 33700 | 25619 |
| Zhejiang Shaoxing RuiFeng Rural Commercial Bank Co. Ltd., Class A | 28000 | 21573 |
| Zhejiang Taihua New Material Group Co. Ltd., Class A | 18100 | 22507 |
| Zhejiang Tianyu Pharmaceutical Co. Ltd., Class A | 5100 | 18786 |

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**CONTINUED** 

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| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  CHINA — (Continued) | CHINA — (Continued) |  |  |
|  | Zhejiang Wanliyang Co. Ltd., Class A | 29800 | $37738 |
|  | Zhejiang Wanma Co. Ltd., Class A | 15300 | 38632 |
|  | Zhejiang Wansheng Co. Ltd., Class A | 8600 | 13706 |
|  | Zhejiang XCC Group Co. Ltd., Class A | 5900 | 38088 |
|  | Zhejiang Xianju Pharmaceutical Co. Ltd., Class A | 13900 | 18509 |
|  | Zhejiang Xinan Chemical Industrial Group Co. Ltd., Class A | 21700 | 30741 |
|  | Zhejiang Xinao Textiles, Inc., Class A | 19200 | 21586 |
|  | Zhende Medical Co. Ltd., Class A | 3900 | 52108 |
|  | Zhenjiang Dongfang Electric Heating Technology Co. Ltd., Class A | 31100 | 23586 |
|  | Zhewen Interactive Group Co. Ltd., Class A | 33900 | 41666 |
|  \* | Zhihu, Inc. | 8200 | 11576 |
|  \*W | ZhongAn Online P&C Insurance Co. Ltd., Class H | 138200 | 297568 |
|  | Zhongshan Broad Ocean Motor Co. Ltd., Class A | 33000 | 56877 |
|  # | Zhongsheng Group Holdings Ltd. | 150500 | 237579 |
|  \*†† | Zhongtian Financial Group Co. Ltd., Class A | 95600 | 0 |
|  | Zhongyuan Environment-Protection Co. Ltd., Class A | 15700 | 19412 |
|  #W | Zhou Hei Ya International Holdings Co. Ltd. | 151500 | 35547 |
|  | Zhuzhou CRRC Times Electric Co. Ltd., Class H | 65200 | 331354 |
|  | Zhuzhou Kibing Group Co. Ltd., Class A | 55100 | 54992 |
|  | Zhuzhou Times New Material Technology Co. Ltd., Class A | 6300 | 12928 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  CHINA — (Continued) | CHINA — (Continued) |  |  |
|  | Zibo Qixiang Tengda Chemical Co. Ltd., Class A | 57600 | $38953 |
|  #W | ZJLD Group, Inc. | 46000 | 51690 |
|  | ZJMI Environmental Energy Co. Ltd., Class A | 13100 | 26042 |
|  | ZMJ Group Co. Ltd., Class H | 34200 | 94409 |
|  | Zoomlion Heavy Industry Science & Technology Co. Ltd., Class H | 250200 | 241576 |
|  | ZTO Express Cayman, Inc. (2057 HK) | 48200 | 889231 |
|  TOTAL CHINA | TOTAL CHINA | TOTAL CHINA | 92638975 |
|  COLOMBIA — (0.2%) | COLOMBIA — (0.2%) |  |  |
|  | Almacenes Exito SA | 13276 | 12743 |
|  \* | Corp. Financiera Colombiana SA | 52491 | 248111 |
|  | Grupo Argos SA | 36020 | 162595 |
|  | Grupo de Inversiones Suramericana SA | 8496 | 103283 |
|  | Mineros SA | 9415 | 33218 |
|  TOTAL COLOMBIA | TOTAL COLOMBIA | TOTAL COLOMBIA | 559950 |
|  FRANCE — (0.1%) | FRANCE — (0.1%) |  |  |
|  | Carrefour SA, BDR | 12212 | 193669 |
|  GREECE — (0.7%) | GREECE — (0.7%) |  |  |
|  | Alpha Bank SA | 252527 | 989959 |
|  | Autohellas Tourist & Trading SA | 2338 | 29813 |
|  | Avax SA | 5249 | 14501 |
|  | Bank of Greece | 2693 | 45961 |
|  | Ellaktor SA | 5435 | 9752 |
|  | ElvalHalcor SA | 9981 | 36787 |
|  | Fourlis Holdings SA | 5499 | 26009 |
|  | GEK Terna SA | 5473 | 146074 |
|  | Hellenic Exchanges - Athens Stock Exchange SA | 1759 | 12650 |
|  | Helleniq Energy Holdings SA | 12846 | 112988 |
|  # | Intracom Holdings SA | 8294 | 31944 |
|  \* | LAMDA Development SA | 9148 | 78027 |
|  | Motor Oil Hellas Corinth Refineries SA | 8499 | 254694 |
|  | Piraeus Port Authority SA | 1053 | 52191 |

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| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  GREECE — (Continued) | GREECE — (Continued) |  |  |
|  | Sarantis SA | 1609 | $23390 |
|  | Titan SA (TITC GA) | 5440 | 243577 |
|  TOTAL GREECE | TOTAL GREECE |  | 2108317 |
|  HONG KONG — (0.0%) | HONG KONG — (0.0%) |  |  |
|  | Truly International Holdings Ltd. | 258000 | 37815 |
|  HUNGARY — (0.1%) | HUNGARY — (0.1%) |  |  |
|  | Richter Gedeon Nyrt | 8865 | 273078 |
|  INDIA — (18.1%) | INDIA — (18.1%) |  |  |
|  | 360 ONE WAM Ltd. | 15309 | 186881 |
|  | 63 Moons Technologies Ltd. | 3396 | 30469 |
|  | Aarti Drugs Ltd. | 7935 | 43825 |
|  | Aarti Pharmalabs Ltd. | 3849 | 36729 |
|  \* | Aavas Financiers Ltd. | 6299 | 117000 |
|  | ACC Ltd. | 11413 | 241362 |
|  | Action Construction Equipment Ltd. | 6469 | 80245 |
|  | ADF Foods Ltd. | 11510 | 28665 |
|  \* | Aditya Birla Capital Ltd. | 73935 | 270801 |
|  | Aditya Birla Real Estate Ltd. | 8265 | 176010 |
|  | Advanced Enzyme Technologies Ltd. | 6682 | 23098 |
|  | Advent Hotels International Pvt Ltd. | 1444 | 5087 |
|  | Aegis Logistics Ltd. | 20735 | 174236 |
|  \* | Aether Industries Ltd. | 2729 | 23127 |
|  | AGI Greenpac Ltd. | 3184 | 29473 |
|  | Ahluwalia Contracts India Ltd. | 3784 | 40414 |
|  | AIA Engineering Ltd. | 5562 | 204459 |
|  | Ajanta Pharma Ltd. | 3566 | 99220 |
|  | Alembic Pharmaceuticals Ltd. | 8442 | 85473 |
|  | Alkem Laboratories Ltd. | 4259 | 263182 |
|  | Allcargo Logistics Ltd. | 29876 | 11547 |
|  | Amara Raja Energy & Mobility Ltd. | 17864 | 202179 |
|  \* | Amber Enterprises India Ltd. | 2627 | 237470 |
|  | Anant Raj Ltd. | 16935 | 122771 |
|  | Angel One Ltd. | 3622 | 101798 |
|  | Apar Industries Ltd. | 1978 | 193051 |
|  | APL Apollo Tubes Ltd. | 963 | 19481 |
|  | Apollo Pipes Ltd. | 1969 | 6865 |
|  | Apollo Tyres Ltd. | 58316 | 329122 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  INDIA — (Continued) | INDIA — (Continued) |  |  |
|  | Aptus Value Housing Finance India Ltd. | 13027 | $46747 |
|  | Arvind Fashions Ltd. | 4486 | 25371 |
|  | Arvind Ltd. | 22037 | 79438 |
|  | Asahi India Glass Ltd. | 7855 | 81536 |
|  | Ashapura Minechem Ltd. | 2747 | 20587 |
|  | Ashiana Housing Ltd. | 6134 | 19346 |
|  | Ashok Leyland Ltd. | 375726 | 597790 |
|  \* | Ashoka Buildcon Ltd. | 22830 | 52790 |
|  W | Aster DM Healthcare Ltd. | 20067 | 153205 |
|  | Astra Microwave Products Ltd. | 3585 | 42114 |
|  | Atul Ltd. | 1372 | 89200 |
|  W | AU Small Finance Bank Ltd. | 22943 | 226207 |
|  | Aurobindo Pharma Ltd. | 52623 | 678063 |
|  | Automotive Axles Ltd. | 879 | 16814 |
|  | Avanti Feeds Ltd. | 6008 | 47151 |
|  \* | AWL Agri Business Ltd. | 20545 | 63365 |
|  \* | Bajaj Consumer Care Ltd. | 14499 | 45244 |
|  | Bajaj Electricals Ltd. | 1413 | 8097 |
|  \* | Bajaj Hindusthan Sugar Ltd. | 120090 | 29852 |
|  | Bajaj Holdings & Investment Ltd. | 3593 | 498388 |
|  | Balkrishna Industries Ltd. | 10726 | 275875 |
|  | Balmer Lawrie & Co. Ltd. | 10274 | 23305 |
|  | Balrampur Chini Mills Ltd. | 24145 | 124609 |
|  | Banco Products India Ltd. | 3038 | 24281 |
|  W | Bandhan Bank Ltd. | 38805 | 68316 |
|  | Bank of India | 87859 | 138501 |
|  | Bank of Maharashtra | 86887 | 57826 |
|  | Bannari Amman Sugars Ltd. | 715 | 28971 |
|  | BASF India Ltd. | 1446 | 71816 |
|  | BEML Ltd. | 3138 | 154979 |
|  | Bhansali Engineering Polymers Ltd. | 32989 | 36632 |
|  | Bharat Bijlee Ltd. | 1034 | 35218 |
|  | Bharat Forge Ltd. | 2085 | 30992 |
|  | Bharat Heavy Electricals Ltd. | 134812 | 401247 |
|  | Bharat Rasayan Ltd. | 47 | 5728 |
|  | Biocon Ltd. | 29653 | 124522 |
|  | Birla Corp. Ltd. | 5943 | 78417 |

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| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  INDIA — (Continued) | INDIA — (Continued) |  |  |
|  | BirlaNu Ltd. | 799 | $17216 |
|  | Birlasoft Ltd. | 27719 | 115718 |
|  \* | Bluspring Enterprises Ltd. | 11307 | 10263 |
|  | Bombay Burmah Trading Co. | 3632 | 81104 |
|  \* | Borosil Scientific Ltd. | 1599 | 2467 |
|  | Bosch Ltd. | 925 | 388181 |
|  | Brigade Enterprises Ltd. | 14693 | 171389 |
|  \* | Brightcom Group Ltd. | 196745 | 30156 |
|  | BSE Ltd. | 24030 | 671592 |
|  | Can Fin Homes Ltd. | 13719 | 133235 |
|  | Canara Bank | 358790 | 552024 |
|  \* | Capacit'e Infraprojects Ltd. | 12960 | 41684 |
|  | Caplin Point Laboratories Ltd. | 4054 | 92564 |
|  | Carborundum Universal Ltd. | 2630 | 26751 |
|  | Care Ratings Ltd. | 3111 | 56001 |
|  \* | Cartrade Tech Ltd. | 2827 | 95461 |
|  | CCL Products India Ltd. | 7811 | 75786 |
|  | Ceat Ltd. | 5123 | 232354 |
|  | Cemindia Projects Ltd. | 21907 | 200426 |
|  | Century Plyboards India Ltd. | 2114 | 17926 |
|  | Chambal Fertilisers & Chemicals Ltd. | 29578 | 160176 |
|  | Cholamandalam Financial Holdings Ltd. | 15121 | 324234 |
|  | Cholamandalam Investment & Finance Co. Ltd. | 2377 | 45537 |
|  | CIE Automotive India Ltd. | 20010 | 96990 |
|  \* | Cigniti Technologies Ltd. | 1547 | 30037 |
|  | Cipla Ltd. | 2237 | 37832 |
|  | City Union Bank Ltd. | 66775 | 169470 |
|  | CMS Info Systems Ltd. | 14556 | 61045 |
|  W | Cochin Shipyard Ltd. | 19212 | 387307 |
|  | Container Corp. of India Ltd. | 47778 | 294294 |
|  | Coromandel International Ltd. | 17834 | 428946 |
|  | Cosmo First Ltd. | 2466 | 23039 |
|  | Craftsman Automation Ltd. | 178 | 13363 |
|  \* | CreditAccess Grameen Ltd. | 8071 | 128184 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  INDIA — (Continued) | INDIA — (Continued) |  |  |
|  | Crompton Greaves Consumer Electricals Ltd. | 20000 | $63678 |
|  \* | CSB Bank Ltd. | 13783 | 64424 |
|  | Cummins India Ltd. | 1676 | 82069 |
|  | Cyient Ltd. | 10301 | 135166 |
|  | Dalmia Bharat Ltd. | 13110 | 309697 |
|  | DB Corp. Ltd. | 6805 | 20570 |
|  | DCB Bank Ltd. | 57328 | 102067 |
|  | DCM Shriram Ltd. | 5586 | 80743 |
|  | DCW Ltd. | 20413 | 14548 |
|  | Deepak Fertilisers & Petrochemicals Corp. Ltd. | 8075 | 135254 |
|  | Deepak Nitrite Ltd. | 3617 | 70189 |
|  \* | Delhivery Ltd. | 38958 | 204687 |
|  | Delta Corp. Ltd. | 17415 | 15277 |
|  | Dhanuka Agritech Ltd. | 1649 | 25341 |
|  \* | Digitide Solutions Ltd. | 11307 | 20286 |
|  W | Dilip Buildcon Ltd. | 2926 | 16302 |
|  \* | Dishman Carbogen Amcis Ltd. | 4884 | 16028 |
|  | Dodla Dairy Ltd. | 745 | 10862 |
|  # | Dr. Reddy's Laboratories Ltd., ADR | 15001 | 199363 |
|  | Dwarikesh Sugar Industries Ltd. | 25289 | 12373 |
|  | eClerx Services Ltd. | 3096 | 164930 |
|  | Edelweiss Financial Services Ltd. | 91879 | 117240 |
|  \* | EID Parry India Ltd. | 13557 | 164201 |
|  | EIH Ltd. | 16018 | 70295 |
|  | Electrosteel Castings Ltd. | 67971 | 69932 |
|  \* | Embassy Developments Ltd. | 61816 | 64900 |
|  W | Endurance Technologies Ltd. | 4098 | 130989 |
|  | Engineers India Ltd. | 54368 | 123215 |
|  | Epigral Ltd. | 2451 | 46636 |
|  | EPL Ltd. | 16493 | 37457 |
|  \*W | Equitas Small Finance Bank Ltd. | 33942 | 21839 |
|  W | Eris Lifesciences Ltd. | 5181 | 93182 |
|  | Escorts Kubota Ltd. | 7272 | 309535 |
|  \* | Eureka Forbes Ltd. | 2799 | 17551 |
|  | Exide Industries Ltd. | 67801 | 291762 |
|  | FDC Ltd. | 8552 | 44657 |
|  | Federal Bank Ltd. | 298315 | 794598 |
|  | FIEM Industries Ltd. | 2550 | 59839 |
|  \* | Fino Payments Bank Ltd. | 2776 | 8843 |
|  | Finolex Cables Ltd. | 10965 | 97144 |

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---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  INDIA — (Continued) | INDIA — (Continued) |  |  |
|  | Finolex Industries Ltd. | 45245 | $95495 |
|  | Firstsource Solutions Ltd. | 40640 | 162003 |
|  | Force Motors Ltd. | 534 | 106432 |
|  | Fortis Healthcare Ltd. | 67232 | 775584 |
|  | Gabriel India Ltd. | 14644 | 209440 |
|  | GAIL India Ltd. (GAIL IN) | 60425 | 123932 |
|  | Galaxy Surfactants Ltd. | 1265 | 31753 |
|  | Ganesh Housing Ltd. | 2074 | 19350 |
|  | Ganesha Ecosphere Ltd. | 871 | 11856 |
|  | Garware Technical Fibres Ltd. | 6175 | 53036 |
|  | Gateway Distriparks Ltd. | 53007 | 38165 |
|  | GHCL Ltd. | 12047 | 86385 |
|  | GHCL Textiles Ltd. | 12047 | 10504 |
|  | GIC Housing Finance Ltd. | 4685 | 9230 |
|  W | Gland Pharma Ltd. | 1842 | 40028 |
|  | Glenmark Pharmaceuticals Ltd. | 25269 | 538079 |
|  | Godawari Power & Ispat Ltd. | 29870 | 94773 |
|  | Godfrey Phillips India Ltd. | 6807 | 236209 |
|  W | Godrej Agrovet Ltd. | 5663 | 42397 |
|  \* | Godrej Industries Ltd. | 12487 | 156175 |
|  | Granules India Ltd. | 23190 | 147887 |
|  | Graphite India Ltd. | 13925 | 97668 |
|  | Great Eastern Shipping Co. Ltd. | 17366 | 214691 |
|  | Greaves Cotton Ltd. | 10604 | 27200 |
|  | Greenlam Industries Ltd. | 2510 | 7488 |
|  | Greenpanel Industries Ltd. | 7462 | 24049 |
|  | Greenply Industries Ltd. | 3563 | 12241 |
|  | Gujarat Alkalies & Chemicals Ltd. | 2672 | 17208 |
|  | Gujarat Ambuja Exports Ltd. | 22550 | 26787 |
|  | Gujarat Fluorochemicals Ltd. | 3294 | 138940 |
|  | Gujarat Mineral Development Corp. Ltd. | 17056 | 113798 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  INDIA — (Continued) | INDIA — (Continued) |  |  |
|  | Gujarat Narmada Valley Fertilizers & Chemicals Ltd. | 11508 | $65089 |
|  | Gujarat Pipavav Port Ltd. | 41924 | 78678 |
|  | Gujarat State Fertilizers & Chemicals Ltd. | 32270 | 69327 |
|  | Gujarat State Petronet Ltd. | 48339 | 168380 |
|  | Gulf Oil Lubricants India Ltd. | 1818 | 25314 |
|  | Happiest Minds Technologies Ltd. | 4925 | 28546 |
|  | HBL Engineering Ltd. | 11243 | 126871 |
|  \* | HealthCare Global Enterprises Ltd. | 5478 | 46082 |
|  | HEG Ltd. | 13190 | 87461 |
|  | HeidelbergCement India Ltd. | 9938 | 21926 |
|  | Heritage Foods Ltd. | 14892 | 80924 |
|  | Hero MotoCorp Ltd. (HMCL IN) | 9901 | 618692 |
|  | HFCL Ltd. | 136955 | 113208 |
|  | HG Infra Engineering Ltd. | 2995 | 31007 |
|  | Hikal Ltd. | 4944 | 13305 |
|  | Himadri Speciality Chemical Ltd. | 40762 | 220390 |
|  W | Home First Finance Co. India Ltd. | 3404 | 45821 |
|  | Honda India Power Products Ltd. | 495 | 14546 |
|  W | ICICI Lombard General Insurance Co. Ltd. | 6129 | 138177 |
|  | ICRA Ltd. | 640 | 46143 |
|  | IDFC First Bank Ltd. | 828466 | 762172 |
|  | IIFL Capital Services Ltd. | 10171 | 39311 |
|  \* | IIFL Finance Ltd. | 26871 | 161787 |
|  \* | India Cements Ltd. | 13703 | 61943 |
|  | India Glycols Ltd. | 5320 | 57911 |
|  | Indian Bank | 44284 | 428382 |
|  W | Indian Railway Finance Corp. Ltd. | 152813 | 212063 |
|  | Indo Count Industries Ltd. | 9730 | 31206 |
|  \* | Indus Towers Ltd. | 155267 | 637059 |
|  \* | Infibeam Avenues Ltd. | 226240 | 46114 |
|  | Info Edge India Ltd. | 32875 | 508893 |
|  \* | Inox Wind Ltd. | 10597 | 18466 |
|  | Intellect Design Arena Ltd. | 9038 | 114743 |
|  | Ipca Laboratories Ltd. | 19348 | 276736 |

---

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**EMERGING MARKETS TARGETED VALUE PORTFOLIO** 

**CONTINUED** 

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  INDIA — (Continued) | INDIA — (Continued) |  |  |
|  W | IRCON International Ltd. | 43270 | $82551 |
|  | ISGEC Heavy Engineering Ltd. | 2819 | 27800 |
|  | J Kumar Infraprojects Ltd. | 8134 | 60593 |
|  | Jagran Prakashan Ltd. | 20306 | 16587 |
|  | Jammu & Kashmir Bank Ltd. | 59754 | 71392 |
|  | Jamna Auto Industries Ltd. | 26376 | 28109 |
|  | JB Chemicals & Pharmaceuticals Ltd. | 1201 | 22690 |
|  | Jindal Saw Ltd. | 73248 | 144800 |
|  | Jindal Stainless Ltd. | 67116 | 569740 |
|  | Jindal Steel Ltd. | 48771 | 586418 |
|  | JK Cement Ltd. | 4807 | 337226 |
|  | JK Lakshmi Cement Ltd. | 9249 | 90669 |
|  | JK Paper Ltd. | 13452 | 60469 |
|  | JK Tyre & Industries Ltd. | 16774 | 81412 |
|  | JM Financial Ltd. | 85680 | 158001 |
|  | JSW Energy Ltd. | 49563 | 294588 |
|  | JTEKT India Ltd. | 12052 | 21167 |
|  | Jubilant Ingrevia Ltd. | 16322 | 126780 |
|  | Jubilant Pharmova Ltd. | 12752 | 156505 |
|  \* | Just Dial Ltd. | 2955 | 25702 |
|  | Jyothy Labs Ltd. | 16518 | 58584 |
|  | Kajaria Ceramics Ltd. | 1541 | 20847 |
|  | Kalpataru Projects International Ltd. | 11825 | 167184 |
|  | Kalyani Steels Ltd. | 5570 | 54379 |
|  | Kansai Nerolac Paints Ltd. | 25838 | 72484 |
|  | Karnataka Bank Ltd. | 66443 | 134292 |
|  | Karur Vysya Bank Ltd. | 84176 | 230934 |
|  | Kaveri Seed Co. Ltd. | 2474 | 29037 |
|  | KCP Ltd. | 12677 | 29129 |
|  | KDDL Ltd. | 114 | 3213 |
|  | KEC International Ltd. | 15776 | 145172 |
|  | KEI Industries Ltd. | 1069 | 48458 |
|  | Kennametal India Ltd. | 656 | 15408 |
|  | Kewal Kiran Clothing Ltd. | 1817 | 10580 |
|  | Keystone Realtors Ltd. | 1470 | 9440 |
|  | Kirloskar Brothers Ltd. | 5543 | 117199 |
|  | Kirloskar Ferrous Industries Ltd. | 6216 | 35963 |
|  | Kirloskar Oil Engines Ltd. | 10741 | 120875 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  INDIA — (Continued) | INDIA — (Continued) |  |  |
|  | Kirloskar Pneumatic Co. Ltd. | 2651 | $33418 |
|  | Kitex Garments Ltd. | 3573 | 8397 |
|  | KNR Constructions Ltd. | 19028 | 38907 |
|  | Kovai Medical Center & Hospital Ltd. | 977 | 70476 |
|  | KPR Mill Ltd. | 10562 | 127134 |
|  | KRBL Ltd. | 9467 | 39819 |
|  | Krsnaa Diagnostics Ltd. | 1854 | 16210 |
|  | KSB Ltd. | 6625 | 59174 |
|  | L&T Finance Ltd. | 125185 | 381360 |
|  | LA Opala RG Ltd. | 3233 | 8357 |
|  W | Laurus Labs Ltd. | 5430 | 58403 |
|  | LG Balakrishnan & Bros Ltd. | 4876 | 77974 |
|  | LIC Housing Finance Ltd. | 52307 | 337125 |
|  | Linde India Ltd. | 621 | 42021 |
|  | LMW Ltd. | 407 | 72094 |
|  | LT Foods Ltd. | 25353 | 120036 |
|  | Lumax Auto Technologies Ltd. | 4144 | 52730 |
|  | Lumax Industries Ltd. | 360 | 20183 |
|  | Lupin Ltd. | 29069 | 645650 |
|  | LUX Industries Ltd. | 482 | 6942 |
|  | Maharashtra Scooters Ltd. | 720 | 122402 |
|  | Maharashtra Seamless Ltd. | 9160 | 58670 |
|  | Mahindra & Mahindra Financial Services Ltd. | 94550 | 335940 |
|  | Mahindra Lifespace Developers Ltd. | 16834 | 73242 |
|  W | Mahindra Logistics Ltd. | 6191 | 24506 |
|  \* | Man Industries India Ltd. | 4449 | 20666 |
|  | Man Infraconstruction Ltd. | 20147 | 33660 |
|  | Manappuram Finance Ltd. | 86581 | 264006 |
|  | Marksans Pharma Ltd. | 51545 | 106227 |
|  W | MAS Financial Services Ltd. | 8817 | 30284 |
|  | Mastek Ltd. | 2382 | 57363 |
|  | Mayur Uniquoters Ltd. | 2174 | 13192 |
|  | Mazagon Dock Shipbuilders Ltd. | 4412 | 135929 |
|  \* | Medplus Health Services Ltd. | 3246 | 27833 |
|  | Minda Corp. Ltd. | 10408 | 66073 |

---

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**EMERGING MARKETS TARGETED VALUE PORTFOLIO** 

**CONTINUED** 

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  INDIA — (Continued) | INDIA — (Continued) |  |  |
|  W | Mishra Dhatu Nigam Ltd. | 11441 | $49466 |
|  | MOIL Ltd. | 10893 | 44866 |
|  | Monte Carlo Fashions Ltd. | 1697 | 13378 |
|  | Morepen Laboratories Ltd. | 76735 | 41133 |
|  | Motilal Oswal Financial Services Ltd. | 26176 | 287780 |
|  | Mphasis Ltd. | 10099 | 313407 |
|  | MRF Ltd. | 327 | 581699 |
|  | Muthoot Finance Ltd. | 19462 | 700025 |
|  | Natco Pharma Ltd. | 13343 | 123119 |
|  | National Aluminium Co. Ltd. | 131702 | 346732 |
|  | Nava Ltd. | 24941 | 173793 |
|  | Navneet Education Ltd. | 13541 | 24592 |
|  | NCC Ltd. | 75278 | 180454 |
|  | NESCO Ltd. | 3096 | 47845 |
|  | Neuland Laboratories Ltd. | 878 | 163555 |
|  | NIIT Learning Systems Ltd. | 11898 | 43930 |
|  | NIIT Ltd. | 11898 | 13969 |
|  | Nilkamal Ltd. | 1015 | 17258 |
|  W | Nippon Life India Asset Management Ltd. | 11787 | 116093 |
|  | NMDC Ltd. | 435198 | 370824 |
|  \* | NMDC Steel Ltd. | 99766 | 48220 |
|  | NOCIL Ltd. | 9917 | 20644 |
|  | NRB Bearings Ltd. | 5264 | 16230 |
|  | Nucleus Software Exports Ltd. | 803 | 9103 |
|  | Nuvama Wealth Management Ltd. | 1025 | 82170 |
|  | Oberoi Realty Ltd. | 18904 | 378221 |
|  | One 97 Communications Ltd. | 19589 | 286745 |
|  \* | Onesource Specialty Pharma Ltd. | 6330 | 131847 |
|  | Oracle Financial Services Software Ltd. | 1172 | 112455 |
|  | Orient Cement Ltd. | 14411 | 34766 |
|  | Oriental Hotels Ltd. | 9781 | 13555 |
|  | Paisalo Digital Ltd. | 74660 | 31851 |
|  | Panama Petrochem Ltd. | 4921 | 14788 |
|  | Patanjali Foods Ltd. | 35949 | 243975 |
|  \* | Patel Engineering Ltd. | 53331 | 22410 |
|  \* | PC Jeweller Ltd. | 554610 | 72690 |
|  | PCBL Chemical Ltd. | 5140 | 20941 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  INDIA — (Continued) | INDIA — (Continued) |  |  |
|  \* | Pennar Industries Ltd. | 6497 | $19122 |
|  | Persistent Systems Ltd. | 776 | 51680 |
|  | Petronet LNG Ltd. | 133201 | 421700 |
|  | PG Electroplast Ltd. | 3992 | 25658 |
|  | Phoenix Mills Ltd. | 27594 | 525318 |
|  | PI Industries Ltd. | 7001 | 282167 |
|  \* | Piramal Finance Ltd. | 11577 | 146611 |
|  | Piramal Pharma Ltd. | 78799 | 178079 |
|  | PIX Transmissions Ltd. | 265 | 4390 |
|  W | PNB Housing Finance Ltd. | 16208 | 169533 |
|  | PNC Infratech Ltd. | 13272 | 41907 |
|  | Pokarna Ltd. | 1954 | 20025 |
|  | Polyplex Corp. Ltd. | 2859 | 30746 |
|  \* | Poonawalla Fincorp Ltd. | 32873 | 178247 |
|  | Power Finance Corp. Ltd. | 129145 | 586034 |
|  | Power Mech Projects Ltd. | 1572 | 44075 |
|  | Praj Industries Ltd. | 4375 | 16592 |
|  | Prakash Industries Ltd. | 12834 | 23696 |
|  W | Prataap Snacks Ltd. | 1973 | 24360 |
|  | Prestige Estates Projects Ltd. | 26383 | 520327 |
|  \* | Pricol Ltd. | 18565 | 110535 |
|  \* | Prism Johnson Ltd. | 45272 | 77359 |
|  | Privi Speciality Chemicals Ltd. | 741 | 24250 |
|  \* | PSP Projects Ltd. | 1063 | 11028 |
|  \* | PTC India Financial Services Ltd. | 31087 | 12733 |
|  | PTC India Ltd. | 49707 | 94039 |
|  \* | Puravankara Ltd. | 7743 | 23272 |
|  \* | PVR Inox Ltd. | 7668 | 103781 |
|  W | Quess Corp. Ltd. | 11307 | 30523 |
|  | Radico Khaitan Ltd. | 657 | 23185 |
|  | Rain Industries Ltd. | 35316 | 53059 |
|  | Rallis India Ltd. | 10770 | 31309 |
|  | Ramco Cements Ltd. | 16711 | 195176 |
|  | Ramco Industries Ltd. | 6510 | 25813 |
|  \* | Ramco Systems Ltd. | 2857 | 20091 |
|  | Ramkrishna Forgings Ltd. | 6538 | 39907 |
|  \* | Ramky Infrastructure Ltd. | 1161 | 8282 |
|  | Rane Holdings Ltd. | 1439 | 24977 |
|  | Rashtriya Chemicals & Fertilizers Ltd. | 22775 | 38203 |
|  | Ratnamani Metals & Tubes Ltd. | 1125 | 30585 |

---

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**EMERGING MARKETS TARGETED VALUE PORTFOLIO** 

**CONTINUED** 

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  INDIA — (Continued) | INDIA — (Continued) |  |  |
|  \* | Raymond Lifestyle Ltd. | 4978 | $66235 |
|  \* | Raymond Ltd. | 6223 | 40344 |
|  \* | Raymond Realty Ltd. | 6223 | 43293 |
|  W | RBL Bank Ltd. | 76650 | 281395 |
|  | REC Ltd. | 52473 | 221615 |
|  | Redington Ltd. | 100750 | 288458 |
|  | Redtape Ltd. | 12120 | 18566 |
|  \* | Reliance Power Ltd. | 456424 | 237193 |
|  \* | Religare Enterprises Ltd. | 12051 | 35849 |
|  | Repco Home Finance Ltd. | 8101 | 38124 |
|  | Responsive Industries Ltd. | 4608 | 10159 |
|  | RITES Ltd. | 14980 | 41327 |
|  | Rossari Biotech Ltd. | 1951 | 14055 |
|  \* | Sagar Cements Ltd. | 4388 | 11097 |
|  | Saksoft Ltd. | 283 | 622 |
|  | Samvardhana Motherson International Ltd. | 119208 | 141447 |
|  | Sandhar Technologies Ltd. | 1690 | 9726 |
|  | Sanghvi Movers Ltd. | 4064 | 18123 |
|  W | Sansera Engineering Ltd. | 2696 | 45639 |
|  | Sarda Energy & Minerals Ltd. | 14770 | 88028 |
|  | Saregama India Ltd. | 5067 | 25830 |
|  | Sasken Technologies Ltd. | 747 | 11557 |
|  | Savita Oil Technologies Ltd. | 2310 | 10312 |
|  \* | SBFC Finance Ltd. | 13226 | 17058 |
|  | SBI Cards & Payment Services Ltd. | 14607 | 144835 |
|  | Schaeffler India Ltd. | 1175 | 53343 |
|  \* | SEPC Ltd. | 12250 | 960 |
|  W | SH Kelkar & Co. Ltd. | 5846 | 14525 |
|  | Shakti Pumps India Ltd. | 5610 | 51784 |
|  | Sharda Cropchem Ltd. | 3090 | 30102 |
|  | Sharda Motor Industries Ltd. | 1426 | 16649 |
|  \* | Sheela Foam Ltd. | 2041 | 15989 |
|  | Shilpa Medicare Ltd. | 12786 | 50649 |
|  | Shipping Corp. of India Land & Assets Ltd. | 25479 | 14633 |
|  | Shipping Corp. of India Ltd. | 25479 | 74329 |
|  | Shree Cement Ltd. | 101 | 32208 |
|  | Shriram Finance Ltd. | 137267 | 1161437 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  INDIA — (Continued) | INDIA — (Continued) |  |  |
|  | Shriram Pistons & Rings Ltd. | 441 | $12975 |
|  \* | SIS Ltd. | 5637 | 21189 |
|  | Siyaram Silk Mills Ltd. | 3403 | 28897 |
|  | SJS Enterprises Ltd. | 2570 | 46608 |
|  | Sobha Ltd. | 8336 | 151993 |
|  | Solar Industries India Ltd. | 390 | 61096 |
|  | Somany Ceramics Ltd. | 2041 | 10480 |
|  | South Indian Bank Ltd. | 528161 | 218872 |
|  | SRF Ltd. | 4083 | 134923 |
|  | Star Cement Ltd. | 15455 | 44541 |
|  \* | Star Health & Allied Insurance Co. Ltd. | 15235 | 85007 |
|  | Steel Authority of India Ltd. | 206149 | 316710 |
|  \* | Sterlite Technologies Ltd. | 22270 | 29444 |
|  \* | STL Networks Ltd. | 22270 | 6565 |
|  | Strides Pharma Science Ltd. | 13715 | 143765 |
|  \* | Stylam Industries Ltd. | 577 | 13254 |
|  | Subros Ltd. | 4472 | 54521 |
|  | Sudarshan Chemical Industries Ltd. | 3908 | 50516 |
|  | Sun TV Network Ltd. | 15404 | 97350 |
|  | Sundaram Finance Ltd. | 9828 | 504180 |
|  | Sundram Fasteners Ltd. | 6828 | 72755 |
|  | Sunflag Iron & Steel Co. Ltd. | 4493 | 13547 |
|  | Sunteck Realty Ltd. | 7768 | 38637 |
|  | Suprajit Engineering Ltd. | 9611 | 48280 |
|  | Supreme Petrochem Ltd. | 8621 | 72874 |
|  | Supriya Lifescience Ltd. | 1319 | 11539 |
|  | Surya Roshni Ltd. | 14724 | 48705 |
|  W | Syngene International Ltd. | 12699 | 93263 |
|  | Tamilnad Mercantile Bank Ltd. | 5813 | 32315 |
|  \* | TARC Ltd. | 9361 | 16513 |
|  | Tata Chemicals Ltd. | 16250 | 163182 |
|  | Tata Consumer Products Ltd. | 87288 | 1143128 |
|  | Tata Steel Ltd. | 22494 | 46309 |
|  | TD Power Systems Ltd. | 6975 | 59447 |
|  \* | TeamLease Services Ltd. | 1113 | 21049 |

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**EMERGING MARKETS TARGETED VALUE PORTFOLIO** 

**CONTINUED** 

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  INDIA — (Continued) | INDIA — (Continued) |  |  |
|  | Techno Electric & Engineering Co. Ltd. | 10979 | $164365 |
|  | Texmaco Rail & Engineering Ltd. | 50683 | 77965 |
|  | Thirumalai Chemicals Ltd. | 12419 | 39567 |
|  | Thomas Cook India Ltd. | 26493 | 47777 |
|  | Time Technoplast Ltd. | 51028 | 124060 |
|  | Titagarh Rail System Ltd. | 8467 | 84414 |
|  | Tourism Finance Corp. of India Ltd. | 42635 | 33559 |
|  \* | TransIndia Real Estate Ltd. | 7469 | 2431 |
|  | Transport Corp. of India Ltd. | 4427 | 59712 |
|  | Trident Ltd. | 167972 | 54081 |
|  | Triveni Engineering & Industries Ltd. | 10691 | 43079 |
|  | TTK Prestige Ltd. | 5007 | 37980 |
|  | TVS Srichakra Ltd. | 777 | 36208 |
|  | Uflex Ltd. | 6902 | 42056 |
|  \* | Ugro Capital Ltd. | 14312 | 29460 |
|  \*W | Ujjivan Small Finance Bank Ltd. | 84580 | 49454 |
|  \* | Unichem Laboratories Ltd. | 3734 | 19895 |
|  | Union Bank of India Ltd. | 178021 | 297443 |
|  | UPL Ltd. | 88851 | 718601 |
|  | Usha Martin Ltd. | 30875 | 160530 |
|  | UTI Asset Management Co. Ltd. | 6565 | 92327 |
|  | VA Tech Wabag Ltd. | 5913 | 93922 |
|  | Vaibhav Global Ltd. | 6445 | 19417 |
|  \* | Valor Estate Ltd. | 14432 | 24173 |
|  | Vardhman Textiles Ltd. | 16925 | 83656 |
|  W | Varroc Engineering Ltd. | 5366 | 37026 |
|  | Vedanta Ltd. | 7746 | 43068 |
|  | Veedol Corp. Ltd. | 415 | 8266 |
|  | Vesuvius India Ltd. | 12920 | 71717 |
|  | Vindhya Telelinks Ltd. | 1897 | 29026 |
|  \* | VL E-Governance & IT Solutions Ltd. | 2340 | 632 |
|  \* | Vodafone Idea Ltd. | 1094486 | 107536 |
|  | Voltamp Transformers Ltd. | 664 | 55572 |
|  | Voltas Ltd. | 20377 | 316565 |
|  | VRL Logistics Ltd. | 5978 | 18828 |
|  | VST Industries Ltd. | 7876 | 23129 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  INDIA — (Continued) | INDIA — (Continued) |  |  |
|  | VST Tillers Tractors Ltd. | 516 | $34857 |
|  | Welspun Corp. Ltd. | 18515 | 200915 |
|  | Welspun Enterprises Ltd. | 13957 | 88071 |
|  | Welspun Living Ltd. | 45005 | 65463 |
|  | West Coast Paper Mills Ltd. | 7697 | 39352 |
|  | Whirlpool of India Ltd. | 3307 | 51671 |
|  \* | Wockhardt Ltd. | 8985 | 129403 |
|  | Wonderla Holidays Ltd. | 2231 | 14342 |
|  | Yaari Digital Integrated Services Ltd. | 134898 | 32292 |
|  \* | Yes Bank Ltd. | 1907569 | 489325 |
|  | Zee Entertainment Enterprises Ltd. | 40324 | 45563 |
|  | Zensar Technologies Ltd. | 17247 | 154505 |
|  | Zydus Lifesciences Ltd. | 29418 | 323757 |
|  | Zydus Wellness Ltd. | 11885 | 63925 |
|  TOTAL INDIA | TOTAL INDIA | TOTAL INDIA | 56001002 |
|  INDONESIA — (1.5%) | INDONESIA — (1.5%) |  |  |
|  | ABM Investama Tbk. PT | 133400 | 23734 |
|  | Adi Sarana Armada Tbk. PT | 531600 | 34014 |
|  | AKR Corporindo Tbk. PT | 722600 | 53041 |
|  | Alamtri Minerals Indonesia Tbk. PT | 555200 | 46537 |
|  | Alamtri Resources Indonesia Tbk. PT | 317900 | 35988 |
|  | Aneka Tambang Tbk. PT | 1617300 | 300830 |
|  | Aspirasi Hidup Indonesia Tbk. PT | 1819000 | 48535 |
|  | Astra Agro Lestari Tbk. PT | 86500 | 40584 |
|  | Astra Otoparts Tbk. PT | 103700 | 15906 |
|  | Bank BTPN Syariah Tbk. PT | 780100 | 64209 |
|  | Bank Maybank Indonesia Tbk. PT | 1350600 | 16727 |
|  \* | Bank Neo Commerce Tbk. PT | 1758600 | 41052 |
|  | Bank OCBC Nisp Tbk. PT | 547400 | 45231 |
|  | Bank Pan Indonesia Tbk. PT | 629400 | 39027 |

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**EMERGING MARKETS TARGETED VALUE PORTFOLIO** 

**CONTINUED** 

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| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  INDONESIA — (Continued) | INDONESIA — (Continued) |  |  |
|  | Bank Pembangunan Daerah Jawa Timur Tbk. PT | 70900 | $2323 |
|  | Bank Tabungan Negara Persero Tbk. PT | 545965 | 40146 |
|  | BFI Finance Indonesia Tbk. PT | 1306700 | 63184 |
|  \* | Buana Lintas Lautan Tbk. PT | 3151400 | 41230 |
|  \* | Bukalapak.com Tbk. PT | 3408500 | 34434 |
|  | Bukit Asam Tbk. PT | 655800 | 94583 |
|  \* | Buma Internasional Grup Tbk. PT | 1421800 | 29203 |
|  \* | Bumi Resources Minerals Tbk. PT | 5837800 | 322522 |
|  | Ciputra Development Tbk. PT | 1814500 | 96389 |
|  | Dayamitra Telekomunikasi PT | 2897300 | 97537 |
|  | Dharma Satya Nusantara Tbk. PT | 248300 | 28173 |
|  | Elang Mahkota Teknologi Tbk. PT | 2005600 | 142555 |
|  | Elnusa Tbk. PT | 809300 | 24840 |
|  \* | Energi Mega Persada Tbk. PT | 2098800 | 104141 |
|  | Erajaya Swasembada Tbk. PT | 1727000 | 43999 |
|  | ESSA Industries Indonesia Tbk. PT | 568300 | 21005 |
|  | Gajah Tunggal Tbk. PT | 227100 | 14204 |
|  \* | Harum Energy Tbk. PT | 349600 | 24571 |
|  | Indah Kiat Pulp & Paper Tbk. PT | 260000 | 116281 |
|  | Indo Tambangraya Megah Tbk. PT | 63900 | 90240 |
|  | Indocement Tunggal Prakarsa Tbk. PT | 247400 | 92870 |
|  | Indofood CBP Sukses Makmur Tbk. PT | 47300 | 24719 |
|  | Indofood Sukses Makmur Tbk. PT | 732100 | 325795 |
|  \* | Industri dan Perdagangan Bintraco Dharma Tbk. PT | 1528400 | 12049 |
|  | Japfa Comfeed Indonesia Tbk. PT | 971600 | 146437 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  INDONESIA — (Continued) | INDONESIA — (Continued) |  |  |
|  | Kawasan Industri Jababeka Tbk. PT | 3322300 | $38121 |
|  \* | Lippo Karawaci Tbk. PT | 1625600 | 8697 |
|  | Map Aktif Adiperkasa PT | 1026800 | 43116 |
|  | Medco Energi Internasional Tbk. PT | 1673840 | 133943 |
|  \* | Media Nusantara Citra Tbk. PT | 1220400 | 19660 |
|  \* | Merdeka Battery Materials Tbk. PT | 3971000 | 150043 |
|  | Metrodata Electronics Tbk. PT | 289800 | 10624 |
|  | Mitra Adiperkasa Tbk. PT | 953000 | 73819 |
|  | Mitra Pinasthika Mustika Tbk. PT | 335600 | 19569 |
|  \* | MNC Tourism Indonesia Tbk. PT | 6237000 | 54695 |
|  | Pabrik Kertas Tjiwi Kimia Tbk. PT | 92700 | 38816 |
|  | Pakuwon Jati Tbk. PT | 2166500 | 47876 |
|  \* | Panin Financial Tbk. PT | 2425400 | 34968 |
|  | Perusahaan Perkebunan London Sumatra Indonesia Tbk. PT | 585500 | 49423 |
|  | Puradelta Lestari Tbk. PT | 2071600 | 16551 |
|  \*†† | Rimo International Lestari Tbk. PT | 3228000 | 0 |
|  | Salim Ivomas Pratama Tbk. PT | 780700 | 29292 |
|  | Sampoerna Agro Tbk. PT | 77700 | 23469 |
|  | Samudera Indonesia Tbk. PT | 1589000 | 30200 |
|  | Sarana Menara Nusantara Tbk. PT | 2067400 | 67662 |
|  | Semen Indonesia Persero Tbk. PT | 439942 | 72886 |
|  \*†† | Sri Rejeki Isman Tbk. PT | 1753600 | 0 |
|  | Summarecon Agung Tbk. PT | 1244000 | 29275 |
|  | Surya Citra Media Tbk. PT | 3616900 | 73348 |
|  | Surya Semesta Internusa Tbk. PT | 1042000 | 97620 |

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**EMERGING MARKETS TARGETED VALUE PORTFOLIO** 

**CONTINUED** 

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  INDONESIA — (Continued) | INDONESIA — (Continued) |  |  |
|  | Tempo Scan Pacific Tbk. PT | 82400 | $14119 |
|  | Timah Tbk. PT | 493000 | 79098 |
|  \*†† | Trada Alam Minera Tbk. PT | 2672100 | 0 |
|  | Trias Sentosa Tbk. PT | 36500 | 1048 |
|  | Trimegah Bangun Persada Tbk. PT | 1230800 | 92502 |
|  | Triputra Agro Persada PT | 966300 | 109296 |
|  | Tunas Baru Lampung Tbk. PT | 536000 | 24003 |
|  | United Tractors Tbk. PT | 101200 | 163628 |
|  | Vale Indonesia Tbk. PT | 418140 | 119309 |
|  \*†† | Waskita Karya Persero Tbk. PT | 1125300 | 2563 |
|  \* | Wir Asia Tbk. PT | 3146500 | 20297 |
|  | XLSMART Telecom Sejahtera Tbk. PT | 852013 | 133669 |
|  TOTAL INDONESIA | TOTAL INDONESIA | TOTAL INDONESIA | 4762050 |
|  KUWAIT — (0.8%) | KUWAIT — (0.8%) |  |  |
|  | A'ayan Leasing & Investment Co. KSCP | 143965 | 99645 |
|  | Agility Public Warehousing Co. KSC | 216529 | 106343 |
|  | Al Ahli Bank of Kuwait KSCP | 168189 | 157723 |
|  \* | Alimtiaz Investment Group KSC | 341571 | 80584 |
|  | Arzan Financial Group for Financing & Investment KPSC | 60996 | 78313 |
|  \* | Asiya Capital Investments Co. KSCP | 97686 | 18441 |
|  | Boubyan Petrochemicals Co. KSCP | 58356 | 116765 |
|  | Burgan Bank SAK | 223703 | 172465 |
|  | Commercial Facilities Co. SAKP | 27850 | 24043 |
|  | Gulf Bank KSCP | 342702 | 391543 |
|  | Gulf Cables & Electrical Industries Group Co. KSCP | 388 | 2840 |
|  | Kuwait Cement Co. KSC | 50992 | 59005 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  KUWAIT — (Continued) | KUWAIT — (Continued) |  |  |
|  | Kuwait Financial Centre SAK | 32308 | $18680 |
|  | Kuwait Insurance Co. SAK | 15388 | 28870 |
|  | Kuwait International Bank KSCP | 158516 | 138205 |
|  | Kuwait Investment Co. SAK | 38322 | 31380 |
|  | Mobile Telecommunications Co. KSCP | 16786 | 29010 |
|  | National Industries Group Holding SAK | 329155 | 312208 |
|  | National Investments Co. KSCP | 92515 | 102407 |
|  \* | Warba Bank KSCP | 430422 | 406751 |
|  TOTAL KUWAIT | TOTAL KUWAIT | TOTAL KUWAIT | 2375221 |
|  MALAYSIA — (1.6%) | MALAYSIA — (1.6%) |  |  |
|  | Able Global Bhd. | 30900 | 12312 |
|  # | Aeon Co. M Bhd. | 96000 | 28866 |
|  | AEON Credit Service M Bhd. | 23400 | 29394 |
|  #\* | AFFIN Bank Bhd. | 125276 | 68512 |
|  | Ajinomoto Malaysia Bhd. | 4200 | 13450 |
|  | Alliance Bank Malaysia Bhd. | 164741 | 172874 |
|  | Allianz Malaysia Bhd. | 10500 | 45024 |
|  | AME Elite Consortium Bhd. | 28400 | 10502 |
|  | AMMB Holdings Bhd. (AMM MK) | 99400 | 135206 |
|  # | Bank Islam Malaysia Bhd. | 127300 | 66875 |
|  | Batu Kawan Bhd. | 16200 | 74296 |
|  \* | Berjaya Corp. Bhd. | 493544 | 34142 |
|  \* | Bermaz Auto Bhd. | 64000 | 10229 |
|  #\* | Bumi Armada Bhd. | 507900 | 40043 |
|  # | Cahya Mata Sarawak Bhd. | 118100 | 44771 |
|  | Chin Teck Plantations Bhd. | 5500 | 14483 |
|  # | Dayang Enterprise Holdings Bhd. | 106300 | 37837 |
|  # | Dialog Group Bhd. | 192400 | 90013 |
|  # | Duopharma Biotech Bhd. | 117952 | 35185 |
|  # | Eastern & Oriental Bhd. | 114400 | 21819 |
|  # | Eco World Development Group Bhd. | 136900 | 67262 |

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**EMERGING MARKETS TARGETED VALUE PORTFOLIO** 

**CONTINUED** 

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| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  MALAYSIA — (Continued) | MALAYSIA — (Continued) |  |  |
|  | FAR East Holdings Bhd. | 1400 | $1386 |
|  | Gamuda Bhd. | 585578 | 703285 |
|  | Genting Bhd. | 280500 | 226198 |
|  | Genting Malaysia Bhd. | 341400 | 189827 |
|  | Genting Plantations Bhd. | 37600 | 45553 |
|  | HAP Seng Consolidated Bhd. | 46500 | 32983 |
|  # | Hap Seng Plantations Holdings Bhd. | 27100 | 14632 |
|  | Hibiscus Petroleum Bhd. | 80759 | 27574 |
|  | Hong Leong Industries Bhd. | 10000 | 32804 |
|  | IGB Bhd. | 61123 | 48939 |
|  # | IJM Corp. Bhd. | 291100 | 172028 |
|  | IOI Properties Group Bhd. | 252700 | 126705 |
|  # | Jaya Tiasa Holdings Bhd. | 113300 | 31104 |
|  # | Keck Seng Malaysia Bhd. | 19600 | 25987 |
|  | Kerjaya Prospek Group Bhd. | 39200 | 26070 |
|  | Kossan Rubber Industries Bhd. | 103800 | 29422 |
|  | Kretam Holdings Bhd. | 133900 | 22065 |
|  # | KSL Holdings Bhd. | 57200 | 40969 |
|  | LBS Bina Group Bhd. | 99500 | 10088 |
|  # | Leong Hup International Bhd. | 128600 | 20106 |
|  | LPI Capital Bhd. | 4100 | 14073 |
|  | Magni-Tech Industries Bhd. | 19900 | 10109 |
|  | Magnum Bhd. | 111814 | 37120 |
|  | Mah Sing Group Bhd. | 277700 | 68890 |
|  | Malayan Cement Bhd. | 31300 | 51273 |
|  # | Malayan Flour Mills Bhd. | 227800 | 32101 |
|  | Malaysia Smelting Corp. Bhd. | 35800 | 11783 |
|  | Malaysian Pacific Industries Bhd. | 3900 | 27848 |
|  | Malaysian Resources Corp. Bhd. | 291800 | 31300 |
|  | Matrix Concepts Holdings Bhd. | 177975 | 58196 |
|  # | MBM Resources Bhd. | 38200 | 47983 |
|  # | MBSB Bhd. | 368973 | 63823 |
|  | Mega First Corp. Bhd. | 74000 | 65486 |
|  | Mi Technovation Bhd. | 70500 | 53029 |
|  | MKH Bhd. | 39000 | 9941 |
|  | MNRB Holdings Bhd. | 50800 | 22895 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  MALAYSIA — (Continued) | MALAYSIA — (Continued) |  |  |
|  | Muhibbah Engineering M Bhd. | 69100 | $8899 |
|  # | OCK Group Bhd. | 106700 | 11084 |
|  | Oriental Holdings Bhd. | 46900 | 76711 |
|  # | OSK Holdings Bhd. | 292199 | 99071 |
|  | Padini Holdings Bhd. | 50400 | 22745 |
|  | Pantech Group Holdings Bhd. | 62800 | 10040 |
|  # | Perak Transit Bhd. | 99100 | 8030 |
|  | PPB Group Bhd. | 22000 | 58489 |
|  # | RCE Capital Bhd. | 98200 | 25301 |
|  # | Sarawak Oil Palms Bhd. | 41700 | 37131 |
|  | Scientex Bhd. | 87100 | 70488 |
|  | Sime Darby Bhd. | 403800 | 197402 |
|  # | Sime Darby Property Bhd. | 436300 | 140299 |
|  | SKP Resources Bhd. | 103400 | 19363 |
|  # | SP Setia Bhd. Group | 311299 | 64197 |
|  | Sunway Bhd. | 27723 | 35738 |
|  | Syarikat Takaful Malaysia Keluarga Bhd. | 26900 | 19903 |
|  | Ta Ann Holdings Bhd. | 59700 | 59808 |
|  #\* | Top Glove Corp. Bhd. | 302500 | 45440 |
|  \* | Tropicana Corp. Bhd. | 13 | 4 |
|  # | TSH Resources Bhd. | 116400 | 37752 |
|  | UEM Sunrise Bhd. | 241800 | 36896 |
|  | Unisem M Bhd. | 62700 | 52747 |
|  | United Malacca Bhd. | 28200 | 39301 |
|  | United Plantations Bhd. | 8550 | 50559 |
|  | UOA Development Bhd. | 33400 | 14735 |
|  | Velesto Energy Bhd. | 874600 | 52266 |
|  # | VS Industry Bhd. | 398059 | 46923 |
|  #\* | WCT Holdings Bhd. | 129750 | 23205 |
|  | Yinson Holdings Bhd. | 149441 | 84558 |
|  TOTAL MALAYSIA | TOTAL MALAYSIA | TOTAL MALAYSIA | 4935755 |
|  MEXICO — (2.3%) | MEXICO — (2.3%) |  |  |
|  \* | Axtel SAB de CV | 75248 | 11665 |
|  W | Banco del Bajio SA | 108947 | 278019 |
|  | Becle SAB de CV | 19488 | 23937 |
|  | Cemex SAB de CV (CEMEXCPO MM) | 549733 | 557471 |
|  | Cemex SAB de CV (CX US), Sponsored ADR | 156566 | 1589145 |
|  \* | Cia Minera Autlan SAB de CV | 18124 | 7512 |

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**EMERGING MARKETS TARGETED VALUE PORTFOLIO** 

**CONTINUED** 

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| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  MEXICO — (Continued) | MEXICO — (Continued) |  |  |
|  \* | Controladora Vuela Cia de Aviacion SAB de CV (VOLARA MM), Class A | 78725 | $52459 |
|  | Corp. Actinver SAB de CV | 41815 | 46815 |
|  # | Corporativo Fragua SAB de CV | 7267 | 211218 |
|  | Cydsa SAB de CV | 45021 | 42286 |
|  | El Puerto de Liverpool SAB de CV, Class C1 | 30621 | 149195 |
|  | GCC SAB de CV | 20343 | 195256 |
|  | Genomma Lab Internacional SAB de CV, Class B | 98024 | 95710 |
|  | Gentera SAB de CV | 175217 | 415632 |
|  | Gruma SAB de CV, Class B | 1524 | 25811 |
|  # | Grupo Comercial Chedraui SA de CV | 50454 | 366459 |
|  | Grupo Herdez SAB de CV | 11507 | 43356 |
|  \* | Grupo Hotelero Santa Fe SAB de CV | 50240 | 10141 |
|  | Grupo Industrial Saltillo SAB de CV | 47197 | 35210 |
|  \* | Grupo Nutrisa SAB de CV | 11507 | 3159 |
|  # | Grupo Televisa SAB (TLEVICPO MM) | 264672 | 138188 |
|  #\*W | Grupo Traxion SAB de CV | 39637 | 29186 |
|  \* | Industrias CH SAB de CV | 11679 | 106867 |
|  \* | Industrias Penoles SAB de CV | 21809 | 921370 |
|  | KUO SAB de CV | 21555 | 59519 |
|  | La Comer SAB de CV | 34988 | 75782 |
|  | Medica Sur SAB de CV | 20670 | 60329 |
|  | Megacable Holdings SAB de CV | 98904 | 283054 |
|  \*W | Nemak SAB de CV | 287386 | 59864 |
|  \* | Ollamani SAB | 16167 | 53735 |
|  # | Operadora De Sites Mexicanos SAB de CV, Class A-1 | 50230 | 45151 |
|  | Organizacion Cultiba SAB de CV | 46456 | 26255 |
|  \* | Organizacion Soriana SAB de CV, Class B | 37912 | 54077 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  MEXICO — (Continued) | MEXICO — (Continued) |  |  |
|  | Promotora y Operadora de Infraestructura SAB de CV (PINFRA MM) | 22314 | $288268 |
|  | Promotora y Operadora de Infraestructura SAB de CV (PINFRAL MM), Class L | 2980 | 28870 |
|  # | Qualitas Controladora SAB de CV | 12657 | 114835 |
|  | Regional SAB de CV | 29098 | 215574 |
|  \* | Vista Energy SAB de CV (VIST US), ADR | 9340 | 452523 |
|  TOTAL MEXICO | TOTAL MEXICO | TOTAL MEXICO | 7173903 |
|  PHILIPPINES — (0.4%) | PHILIPPINES — (0.4%) |  |  |
|  | Alliance Global Group, Inc. | 409300 | 50734 |
|  | Asia United Bank Corp. | 24330 | 15323 |
|  | Bloomberry Resorts Corp. | 371000 | 20156 |
|  | China Banking Corp. | 123600 | 107347 |
|  | Converge Information & Communications Technology Solutions, Inc. | 148700 | 32194 |
|  | Cosco Capital, Inc. | 281900 | 33104 |
|  | DMCI Holdings, Inc. | 395300 | 75792 |
|  | DoubleDragon Corp. | 73400 | 12353 |
|  | First Philippine Holdings Corp. | 31550 | 38332 |
|  | Globe Telecom, Inc. | 1245 | 31216 |
|  | GT Capital Holdings, Inc. | 3299 | 30600 |
|  | JG Summit Holdings, Inc. | 167300 | 68043 |
|  | LT Group, Inc. | 268800 | 66807 |
|  | Megaworld Corp. | 1618000 | 54736 |
|  | Metropolitan Bank & Trust Co. | 77750 | 91134 |
|  | Nickel Asia Corp. | 497000 | 30980 |
|  | Philcomsat Holdings Corp. | 9064 | 16475 |
|  | Philex Mining Corp. | 326000 | 44800 |
|  | Philippine National Bank | 50900 | 44617 |
|  | Puregold Price Club, Inc. | 121000 | 78229 |
|  | RFM Corp. | 109000 | 8040 |

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**EMERGING MARKETS TARGETED VALUE PORTFOLIO** 

**CONTINUED** 

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| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  PHILIPPINES — (Continued) | PHILIPPINES — (Continued) |  |  |
|  | Rizal Commercial Banking Corp. | 113800 | $49140 |
|  | Robinsons Retail Holdings, Inc. | 34900 | 20635 |
|  | San Miguel Corp. | 36530 | 40368 |
|  | Security Bank Corp. | 44520 | 52626 |
|  | Union Bank of the Philippines | 72102 | 35303 |
|  | Universal Robina Corp. | 54410 | 67437 |
|  | Wilcon Depot, Inc. | 76800 | 10051 |
|  TOTAL PHILIPPINES | TOTAL PHILIPPINES | TOTAL PHILIPPINES | 1226572 |
|  POLAND — (1.5%) | POLAND — (1.5%) |  |  |
|  | AB SA | 2333 | 61404 |
|  | Agora SA | 8438 | 20954 |
|  | Alior Bank SA | 18231 | 508009 |
|  | Apator SA | 2181 | 13881 |
|  | ASBISc Enterprises PLC | 7050 | 56870 |
|  | Asseco Poland SA | 9413 | 547523 |
|  | Auto Partner SA | 10696 | 52208 |
|  | Bank Handlowy w Warszawie SA | 6390 | 180119 |
|  \* | Bank Millennium SA | 62100 | 259936 |
|  \* | Bank Ochrony Srodowiska SA | 9478 | 30889 |
|  | BNPP Bank Polska SA | 2464 | 75484 |
|  | Boryszew SA | 19241 | 31241 |
|  \* | Cognor Holding SA | 35478 | 63430 |
|  | Develia SA | 71240 | 157491 |
|  \* | Echo Investment SA | 23480 | 34959 |
|  \* | Enea SA | 51632 | 289635 |
|  \* | Grupa Azoty SA | 2771 | 14042 |
|  # | Inter Cars SA | 1305 | 195006 |
|  \* | Jastrzebska Spolka Weglowa SA | 12092 | 84718 |
|  # | KRUK SA | 2756 | 338788 |
|  \* | Lubawa SA | 10808 | 29000 |
|  \* | Lubelski Wegiel Bogdanka SA | 3931 | 22878 |
|  \* | mBank SA | 956 | 254572 |
|  | Mirbud SA | 7385 | 27172 |
|  | Newag SA | 1563 | 38455 |
|  \* | PGE Polska Grupa Energetyczna SA | 148231 | 449477 |
|  \* | PKP Cargo SA | 7482 | 32518 |
|  | Stalexport Autostrady SA | 16406 | 12784 |
|  \* | Tauron Polska Energia SA | 202440 | 548032 |
|  | Torpol SA | 1241 | 17900 |
|  \* | VRG SA | 42918 | 51611 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  POLAND — (Continued) | POLAND — (Continued) |  |  |
|  | Warsaw Stock Exchange | 2575 | $42594 |
|  TOTAL POLAND | TOTAL POLAND | TOTAL POLAND | 4543580 |
|  QATAR — (0.6%) | QATAR — (0.6%) |  |  |
|  | Aamal Co. | 288708 | 62675 |
|  | Al Khaleej Takaful Group QSC | 22072 | 14419 |
|  \* | Baladna | 100331 | 42070 |
|  | Barwa Real Estate Co. | 345020 | 249163 |
|  | Commercial Bank PSQC | 207951 | 236657 |
|  | Doha Bank QPSC | 477581 | 329588 |
|  | Doha Insurance Co. QSC | 40320 | 27920 |
|  | Gulf International Services QSC | 73664 | 62450 |
|  | Gulf Warehousing Co. | 69588 | 48901 |
|  \* | Mazaya Real Estate Development QPSC | 177975 | 29986 |
|  | Qatar Industrial Manufacturing Co. QSC | 41774 | 27702 |
|  | Qatar Insurance Co. SAQ | 13462 | 7578 |
|  | Qatar National Cement Co. QSC | 76424 | 63891 |
|  | Qatar Navigation QSC | 159233 | 486324 |
|  | Salam International Investment Ltd. QSC | 139423 | 28938 |
|  | United Development Co. QSC | 316170 | 81883 |
|  TOTAL QATAR | TOTAL QATAR | TOTAL QATAR | 1800145 |
|  RUSSIA — (0.0%) | RUSSIA — (0.0%) |  |  |
|  \*†† | Lenta International Co. PJSC, GDR | 4734 | 0 |
|  \*†† | Magnitogorsk Iron & Steel Works PJSC (MMK LI), Sponsored GDR | 16505 | 0 |
|  \*†† | RusHydro PJSC (RSHYY US), ADR | 93802 | 0 |
|  \*†† | VTB Bank PJSC (VTBR LI), GDR | 138363 | 0 |
|  SAUDI ARABIA — (2.5%) | SAUDI ARABIA — (2.5%) |  |  |
|  | Ades Holding Co. | 58570 | 264676 |
|  \* | Advanced Petrochemical Co. | 9384 | 94638 |

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| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  SAUDI ARABIA — (Continued) | SAUDI ARABIA — (Continued) | SAUDI ARABIA — (Continued) | SAUDI ARABIA — (Continued) |
|  | Al Babtain Power & Telecommunication Co. | 10425 | $174486 |
|  | Al Hammadi Holding | 13583 | 126539 |
|  | Al Hassan Ghazi Ibrahim Shaker Co. | 6437 | 44871 |
|  | Al Jouf Agricultural Development Co. | 2562 | 31412 |
|  \* | Al Khaleej Training & Education Co. | 2032 | 15850 |
|  | Al Yamamah Steel Industries Co. | 2366 | 23181 |
|  | Alaseel Co. | 33740 | 32097 |
|  | Al-Etihad Cooperative Insurance Co. | 3441 | 9920 |
|  | AlJazira Takaful Ta'awuni Co. | 5611 | 18502 |
|  \* | Allianz Saudi Fransi Cooperative Insurance Co. | 12649 | 46073 |
|  | Alujain Corp. | 2531 | 21559 |
|  | Arab National Bank | 38278 | 247564 |
|  | Arabian Cement Co. | 9734 | 57461 |
|  | Arabian Drilling Co. | 4818 | 113776 |
|  | Arabian Pipes Co. | 17892 | 27200 |
|  | Arriyadh Development Co. | 17211 | 135187 |
|  \* | Bank Al-Jazira | 113053 | 380204 |
|  | Banque Saudi Fransi | 65854 | 313402 |
|  | Bawan Co. | 4876 | 73509 |
|  \* | Chubb Arabia Cooperative Insurance Co. | 237 | 2034 |
|  | City Cement Co. | 12129 | 47129 |
|  | Dallah Healthcare Co. | 541 | 22217 |
|  \* | Dar Al Arkan Real Estate Development Co. | 107466 | 494926 |
|  | Eastern Province Cement Co. | 8366 | 57734 |
|  \* | Emaar Economic City | 3627 | 12315 |
|  | Etihad Etisalat Co. | 63978 | 1154257 |
|  | First Milling Co. | 982 | 14060 |
|  \* | Fitaihi Holding Group | 32900 | 28501 |
|  | Gulf Insurance Group | 4659 | 31407 |
|  \* | Lumi Rental Co. | 1420 | 23686 |
|  \* | Mediterranean & Gulf Cooperative Insurance & Reinsurance Co. | 16398 | 67035 |
|  | Middle East Healthcare Co. | 6562 | 89501 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  SAUDI ARABIA — (Continued) | SAUDI ARABIA — (Continued) | SAUDI ARABIA — (Continued) | SAUDI ARABIA — (Continued) |
|  | Middle East Specialized Cables Co. | 4602 | $35969 |
|  | Mobile Telecommunications Co. Saudi Arabia | 113887 | 348536 |
|  \* | Najran Cement Co. | 16879 | 33930 |
|  \* | National Agriculture Development Co. | 12941 | 71962 |
|  | National Co. for Glass Industries | 3510 | 38183 |
|  \* | National Industrialization Co. | 34608 | 106763 |
|  | Nayifat Finance Co. | 13593 | 48147 |
|  | Qassim Cement Co. | 8392 | 94317 |
|  \* | Rabigh Refining & Petrochemical Co. | 17641 | 42237 |
|  | Riyadh Cement Co. | 7786 | 54606 |
|  | Sahara International Petrochemical Co. | 34971 | 176251 |
|  | Saudi Automotive Services Co. | 1423 | 27208 |
|  | Saudi Cement Co. | 10862 | 110849 |
|  | Saudi Ceramic Co. | 11868 | 96796 |
|  | Saudi Chemical Co. Holding | 105700 | 207918 |
|  | Saudi Investment Bank | 144105 | 528193 |
|  \* | Saudi Marketing Co. | 2001 | 8846 |
|  \* | Saudi Pharmaceutical Industries & Medical Appliances Corp. | 9251 | 74724 |
|  \* | Saudi Public Transport Co. | 10417 | 35224 |
|  \* | Saudi Reinsurance Co. | 19032 | 157695 |
|  \* | Savola Group | 16061 | 105399 |
|  \* | Seera Group Holding | 33818 | 279856 |
|  \* | SHL Finance Co. | 7118 | 41296 |
|  \* | Sinad Holding Co. | 15831 | 44200 |
|  | Southern Province Cement Co. | 5913 | 39437 |
|  | Sumou Real Estate Co. | 4438 | 45912 |
|  | Sustained Infrastructure Holding Co. | 7743 | 75461 |
|  | Tabuk Cement Co. | 8849 | 24089 |
|  | Tanmiah Food Co. | 1093 | 22910 |
|  | Theeb Rent A Car Co. | 2604 | 45518 |
|  \* | Umm Al-Qura Cement Co. | 2850 | 10471 |
|  | United International Transportation Co. | 6599 | 130233 |

---

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##### [**Table of Contents**](#toc)
**EMERGING MARKETS TARGETED VALUE PORTFOLIO** 

**CONTINUED** 

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  SAUDI ARABIA — (Continued) | SAUDI ARABIA — (Continued) |  |  |
|  | Yamama Cement Co. | 20244 | $148300 |
|  | Yanbu Cement Co. | 8091 | 34934 |
|  | Yanbu National Petrochemical Co. | 14589 | 134146 |
|  TOTAL SAUDI ARABIA | TOTAL SAUDI ARABIA | TOTAL SAUDI ARABIA | 7777425 |
|  SOUTH AFRICA — (3.1%) | SOUTH AFRICA — (3.1%) |  |  |
|  | Adcock Ingram Holdings Ltd. | 5274 | 22773 |
|  | AECI Ltd. | 20061 | 103445 |
|  | African Rainbow Minerals Ltd. | 21069 | 209236 |
|  | Afrimat Ltd. | 4564 | 11969 |
|  | Altron Ltd., Class A | 27408 | 29066 |
|  | Astral Foods Ltd. | 4382 | 56557 |
|  | Barloworld Ltd. | 29629 | 204251 |
|  | Bidvest Group Ltd. | 6457 | 83995 |
|  \* | Blu Label Unlimited Group Ltd. | 90389 | 64508 |
|  | Caxton & CTP Publishers & Printers Ltd. | 18917 | 14470 |
|  | Curro Holdings Ltd. | 43449 | 33154 |
|  | DataTec Ltd. | 54265 | 225064 |
|  | Discovery Ltd. | 10948 | 137548 |
|  | Exxaro Resources Ltd. | 24783 | 252403 |
|  | Foschini Group Ltd. | 27704 | 147060 |
|  | Grindrod Ltd. | 120704 | 117961 |
|  | Harmony Gold Mining Co. Ltd. (HAR SJ) | 1980 | 32944 |
|  | Harmony Gold Mining Co. Ltd. (HMY US), Sponsored ADR | 45957 | 758750 |
|  | Impala Platinum Holdings Ltd. | 131153 | 1405568 |
|  | Investec Ltd. | 24846 | 187054 |
|  | Invicta Holdings Ltd. | 10262 | 22662 |
|  \* | KAP Ltd. | 538761 | 51140 |
|  | Kumba Iron Ore Ltd. | 2991 | 59569 |
|  | Lewis Group Ltd. | 10591 | 51072 |
|  | Momentum Group Ltd. | 193060 | 371697 |
|  | Motus Holdings Ltd. | 26855 | 161819 |
|  | Mpact Ltd. | 21681 | 29266 |
|  | Nedbank Group Ltd. | 16004 | 218179 |
|  | Netcare Ltd. | 114170 | 96284 |
|  | Northam Platinum Holdings Ltd. | 55523 | 927271 |
|  | Oceana Group Ltd. | 11220 | 31672 |
|  | Old Mutual Ltd. (OMU SJ) | 750515 | 586868 |
|  | Omnia Holdings Ltd. | 28775 | 126522 |
|  W | Pepkor Holdings Ltd. | 337569 | 514698 |
|  \* | Pick n Pay Stores Ltd. | 21936 | 35808 |
|  | PPC Ltd. | 214288 | 67977 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  SOUTH AFRICA — (Continued) | SOUTH AFRICA — (Continued) |  |  |
|  | Raubex Group Ltd. | 23054 | $55099 |
|  | RCL Foods Ltd. | 30615 | 17227 |
|  | Reunert Ltd. | 30131 | 97112 |
|  | Sappi Ltd. | 47558 | 62313 |
|  \* | Sasol Ltd. (SOL SJ) | 48884 | 305846 |
|  \* | Sibanye Stillwater Ltd. (SSW SJ) | 386147 | 1024718 |
|  | Southern Sun Ltd. | 134884 | 71615 |
|  \* | SPAR Group Ltd. | 4910 | 30881 |
|  | Super Group Ltd. | 64358 | 59608 |
|  | Telkom SA SOC Ltd. | 47881 | 133930 |
|  | Tsogo Sun Ltd. | 75726 | 30913 |
|  | We Buy Cars Holdings Ltd. | 21753 | 57686 |
|  | Wilson Bayly Holmes-Ovcon Ltd. | 5583 | 48747 |
|  | Zeda Ltd. | 33706 | 23896 |
|  TOTAL SOUTH AFRICA | TOTAL SOUTH AFRICA | TOTAL SOUTH AFRICA | 9469871 |
|  SOUTH KOREA — (11.3%) | SOUTH KOREA — (11.3%) |  |  |
|  | Aekyung Industrial Co. Ltd. | 2040 | 20032 |
|  \* | Agabang & Co. | 4166 | 13327 |
|  \* | Air Busan Co. Ltd. | 8204 | 10533 |
|  | Ajin Industrial Co. Ltd. | 5158 | 11897 |
|  \* | ALUKO Co. Ltd. | 5728 | 8246 |
|  | Amorepacific Corp. | 4282 | 362675 |
|  | Amorepacific Holdings Corp. | 3066 | 54568 |
|  | Aplus Asset Advisor Co. Ltd. | 2310 | 10092 |
|  | Asia Cement Co. Ltd. | 2690 | 23018 |
|  | ASIA Holdings Co. Ltd. | 147 | 36718 |
|  | Asia Paper Manufacturing Co. Ltd. | 7167 | 37090 |
|  | Avaco Co. Ltd. | 2775 | 30467 |
|  | Baiksan Co. Ltd. | 1472 | 13917 |
|  | BGF retail Co. Ltd. | 1136 | 82542 |
|  | BH Co. Ltd. | 1851 | 23780 |
|  | Binggrae Co. Ltd. | 1100 | 55742 |
|  | BioNote, Inc. | 8441 | 32606 |
|  \* | BNC Korea Co. Ltd. | 9119 | 32407 |
|  | BNK Financial Group, Inc. | 48609 | 470571 |
|  | Boditech Med, Inc. | 1008 | 9592 |
|  | Boryung | 4916 | 30441 |
|  \* | Bosung Power Technology Co. Ltd. | 5164 | 19297 |
|  | Byucksan Corp. | 6129 | 7502 |
|  | Cape Industries Ltd. | 2159 | 21325 |
|  | Cheil Electric Co. Ltd. | 3080 | 23977 |
|  | Cheil Worldwide, Inc. | 11612 | 165711 |

---

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**EMERGING MARKETS TARGETED VALUE PORTFOLIO** 

**CONTINUED** 

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) |  |  |
|  | Chemtronics Co. Ltd. | 1321 | $32249 |
|  | Chong Kun Dang Pharmaceutical Corp. | 885 | 51374 |
|  \* | CJ CGV Co. Ltd. | 12126 | 42474 |
|  | CJ CheilJedang Corp. | 1240 | 199419 |
|  | CJ Corp. | 2470 | 295483 |
|  \* | CJ ENM Co. Ltd. | 2559 | 125820 |
|  | CJ Freshway Corp. | 1674 | 29345 |
|  | CJ Logistics Corp. | 614 | 35452 |
|  | Coocon Corp. | 930 | 22915 |
|  | Coway Co. Ltd. | 8924 | 558016 |
|  \* | Creative & Innovative System | 2204 | 11681 |
|  | CS Wind Corp. | 4524 | 138157 |
|  \* | Cube Entertainment, Inc. | 2103 | 21516 |
|  | Cuckoo Holdings Co. Ltd. | 1775 | 35767 |
|  | Cuckoo Homesys Co. Ltd. | 1913 | 30860 |
|  | Daebongls Co. Ltd. | 2322 | 19820 |
|  | Daedong Corp. | 3607 | 24630 |
|  | Daeduck Co. Ltd. | 4415 | 28229 |
|  | Daeduck Electronics Co. Ltd. | 4888 | 129534 |
|  | Daehan Flour Mill Co. Ltd. | 223 | 21672 |
|  | Daehan Steel Co. Ltd. | 2741 | 28357 |
|  \* | Daeho AL Co. Ltd. | 15005 | 19682 |
|  \* | Dae-Il Corp. | 2910 | 10066 |
|  | Daesang Corp. | 3678 | 53736 |
|  | Daesang Holdings Co. Ltd. | 4994 | 32364 |
|  | Daewon Pharmaceutical Co. Ltd. | 3317 | 30285 |
|  | Daewon San Up Co. Ltd. | 1355 | 10756 |
|  \* | Daewoo Engineering & Construction Co. Ltd. | 18956 | 49722 |
|  | Daewoong Co. Ltd. | 4595 | 69722 |
|  | Daihan Pharmaceutical Co. Ltd. | 686 | 13981 |
|  | Daishin Securities Co. Ltd. | 5660 | 115368 |
|  \* | Danal Co. Ltd. | 6530 | 36852 |
|  | Daou Data Corp. | 2532 | 31166 |
|  | Daou Technology, Inc. | 4209 | 114992 |
|  \* | Dawonsys Co. Ltd. | 4518 | 11988 |
|  | DB HiTek Co. Ltd. | 5291 | 217358 |
|  # | DB Insurance Co. Ltd. | 8646 | 768489 |
|  | DB Securities Co. Ltd. | 6337 | 44922 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) |  |  |
|  \* | DB, Inc. | 17623 | $17985 |
|  \* | DE&T Co. Ltd. | 2477 | 10941 |
|  | Dentium Co. Ltd. | 1120 | 44715 |
|  | Deutsch Motors, Inc. | 4732 | 14820 |
|  | DI Dong Il Corp. | 3232 | 40970 |
|  | DIT Corp. | 2084 | 22238 |
|  \* | DK Tech Co. Ltd. | 4101 | 21839 |
|  | DL E&C Co. Ltd. | 5351 | 160071 |
|  | DL Holdings Co. Ltd. | 1447 | 39464 |
|  †† | DMS Co. Ltd. | 4659 | 7763 |
|  | DN Automotive Corp. | 3860 | 62963 |
|  | Dong-A Socio Holdings Co. Ltd. | 582 | 44302 |
|  | Dong-Ah Geological Engineering Co. Ltd. | 1150 | 11614 |
|  | Dongjin Semichem Co. Ltd. | 5638 | 168480 |
|  | Dongkoo Bio & Pharma Co. Ltd. | 2986 | 11245 |
|  | DongKook Pharmaceutical Co. Ltd. | 4132 | 51219 |
|  | Dongkuk Holdings Co. Ltd. | 2133 | 10932 |
|  | Dongkuk Steel Mill Co. Ltd. | 6644 | 39634 |
|  | Dongsuh Cos., Inc. | 4124 | 78056 |
|  | Dongwon Industries Co. Ltd. | 2121 | 72016 |
|  | Dongyang E&P, Inc. | 702 | 10538 |
|  | Doosan Bobcat, Inc. | 10082 | 425593 |
|  | Doosan Co. Ltd. | 518 | 342276 |
|  | DoubleUGames Co. Ltd. | 1873 | 65903 |
|  \* | Dream Security Co. Ltd. | 401 | 937 |
|  | Dreamtech Co. Ltd. | 5850 | 26210 |
|  \* | DS Dansuk Co. Ltd. | 1735 | 24553 |
|  \* | Duksan Hi-Metal Co. Ltd. | 3663 | 16959 |
|  | Easy Holdings Co. Ltd. | 10216 | 27067 |
|  | Echo Marketing, Inc. | 2306 | 18721 |
|  | Ecoplastic Corp. | 8005 | 18131 |
|  | Ecopro Co. Ltd. | 535 | 32946 |
|  | E-MART, Inc. | 2305 | 116757 |
|  | ENF Technology Co. Ltd. | 2313 | 80206 |
|  | Eugene Investment & Securities Co. Ltd. | 15368 | 40143 |
|  \* | EV Advanced Material Co. Ltd. | 9147 | 11209 |
|  | F&F Co. Ltd. | 1589 | 68314 |

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**EMERGING MARKETS TARGETED VALUE PORTFOLIO** 

**CONTINUED** 

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) |  |  |
|  | F&F Holdings Co. Ltd. | 741 | $9161 |
|  \* | Foosung Co. Ltd. | 7692 | 47893 |
|  | Fursys, Inc. | 403 | 12865 |
|  | Gabia, Inc. | 2000 | 37986 |
|  \* | GAEASOFT | 1361 | 6682 |
|  \* | Genexine, Inc. | 4101 | 14903 |
|  | Geumhwa PSC Co. Ltd. | 840 | 18732 |
|  | Global Standard Technology Co. Ltd. | 2066 | 37207 |
|  \* | GnBS eco Co. Ltd. | 4071 | 8273 |
|  | GOLFZON Co. Ltd. | 714 | 29729 |
|  | Green Cross Corp. | 810 | 73608 |
|  | Green Cross Holdings Corp. | 3991 | 44104 |
|  | GS Engineering & Construction Corp. | 4372 | 57259 |
|  | GS Global Corp. | 11688 | 20117 |
|  | GS Holdings Corp. (078930 KS) | 7154 | 240457 |
|  \* | GS P&L Co. Ltd. | 1565 | 42065 |
|  | GS Retail Co. Ltd. | 7443 | 92507 |
|  | Gwangju Shinsegae Co. Ltd. | 850 | 17981 |
|  | Han Kuk Carbon Co. Ltd. | 6875 | 176524 |
|  | Hancom, Inc. | 3287 | 57114 |
|  | Handok, Inc. | 1566 | 12522 |
|  | Handsome Co. Ltd. | 1044 | 10745 |
|  | Hanil Cement Co. Ltd. | 4661 | 57719 |
|  | Hanil Holdings Co. Ltd. | 1453 | 16500 |
|  | Hanjin Logistics Corp. | 2072 | 29066 |
|  | Hankook Tire & Technology Co. Ltd. | 14217 | 461591 |
|  | HanmiGlobal Co. Ltd. | 1600 | 22846 |
|  | Hannong Chemicals, Inc. | 1268 | 14003 |
|  \* | Hanon Systems | 29694 | 90723 |
|  | Hansae Co. Ltd. | 1645 | 12185 |
|  | Hansol Chemical Co. Ltd. | 1447 | 235146 |
|  | Hansol Paper Co. Ltd. | 2806 | 16002 |
|  | Hansol Technics Co. Ltd. | 5142 | 23456 |
|  | Hanwha Corp. | 5714 | 382176 |
|  \* | Hanwha Galleria Corp. | 29172 | 21908 |
|  \* | Hanwha General Insurance Co. Ltd. | 14136 | 53679 |
|  \* | Hanwha Investment & Securities Co. Ltd. | 24210 | 90594 |
|  \* | Hanwha Life Insurance Co. Ltd. | 57592 | 122288 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) |  |  |
|  | Hanwha Solutions Corp. | 3145 | $67245 |
|  | Hanwha Systems Co. Ltd. | 7549 | 316921 |
|  | Hanyang Eng Co. Ltd. | 2207 | 31185 |
|  | Hanyang Securities Co. Ltd. | 2006 | 26720 |
|  \* | Harim Co. Ltd. | 12261 | 24775 |
|  | Harim Holdings Co. Ltd. | 11433 | 59256 |
|  | HB SOLUTION Co. Ltd. | 17433 | 31084 |
|  | HD Hyundai Co. Ltd. | 9001 | 1292841 |
|  | HD Hyundai Construction Equipment Co. Ltd. | 2576 | 180443 |
|  | HD Hyundai Infracore Co. Ltd. | 23613 | 251924 |
|  | HD Hyundai Mipo | 776 | 131448 |
|  | HD Korea Shipbuilding & Offshore Engineering Co. Ltd. | 582 | 193445 |
|  | HDC Holdings Co. Ltd. | 6580 | 84913 |
|  | HDC Hyundai Development Co. Engineering & Construction | 7525 | 101646 |
|  | Hecto Financial Co. Ltd. | 1609 | 18351 |
|  | Hecto Innovation Co. Ltd. | 1657 | 18796 |
|  | High Tech Pharm Co. Ltd. | 1876 | 16533 |
|  | Hite Jinro Co. Ltd. | 4957 | 65453 |
|  | HK inno N Corp. | 2808 | 97253 |
|  | HL Mando Co. Ltd. | 5425 | 146270 |
|  \* | Hotel Shilla Co. Ltd. | 1196 | 40783 |
|  | HS Hyosung Advanced Materials Corp. | 449 | 58258 |
|  | HS Industries Co. Ltd. | 3474 | 9714 |
|  | Huons Co. Ltd. | 1440 | 29515 |
|  | Huons Global Co. Ltd. | 1307 | 49958 |
|  | Hwa Shin Co. Ltd. | 3210 | 19787 |
|  | Hwaseung Enterprise Co. Ltd. | 8250 | 29466 |
|  | Hy-Lok Corp. | 1868 | 48695 |
|  | Hyosung Corp. | 870 | 77179 |
|  | Hyosung TNC Corp. | 703 | 102482 |
|  | Hyundai Bioland Co. Ltd. | 3006 | 9341 |
|  | HYUNDAI Corp. | 1819 | 27063 |

---

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##### [**Table of Contents**](#toc)
**EMERGING MARKETS TARGETED VALUE PORTFOLIO** 

**CONTINUED** 

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) |  |  |
|  | Hyundai Department Store Co. Ltd. | 2633 | $149164 |
|  | Hyundai Elevator Co. Ltd. | 1707 | 90478 |
|  | Hyundai Engineering & Construction Co. Ltd. | 11105 | 545618 |
|  | Hyundai Futurenet Co. Ltd. | 10757 | 23985 |
|  | Hyundai Glovis Co. Ltd. | 5008 | 661878 |
|  | Hyundai Green Food | 5344 | 56435 |
|  | Hyundai Home Shopping Network Corp. | 852 | 31438 |
|  | Hyundai Livart Furniture Co. Ltd. | 1570 | 7277 |
|  \* | Hyundai Marine & Fire Insurance Co. Ltd. | 11261 | 215470 |
|  | Hyundai Motor Securities Co. Ltd. | 4895 | 29936 |
|  | Hyundai Steel Co. | 4090 | 94491 |
|  | Hyundai Wia Corp. | 3549 | 145658 |
|  | HyVision System, Inc. | 3097 | 35114 |
|  | Ilyang Pharmaceutical Co. Ltd. | 1789 | 16386 |
|  | iM Financial Group Co. Ltd. | 25549 | 237048 |
|  | iMarketKorea, Inc. | 3411 | 18767 |
|  | InBody Co. Ltd. | 2353 | 47356 |
|  | Innocean Worldwide, Inc. | 3352 | 40319 |
|  | Innox Advanced Materials Co. Ltd. | 3147 | 54265 |
|  \* | Interflex Co. Ltd. | 958 | 6202 |
|  | INTOPS Co. Ltd. | 2924 | 33133 |
|  | i-SENS, Inc. | 1571 | 19060 |
|  \* | ITM Semiconductor Co. Ltd. | 1348 | 11325 |
|  \* | Jahwa Electronics Co. Ltd. | 1899 | 28843 |
|  | JB Financial Group Co. Ltd. | 23757 | 374024 |
|  \* | Jeju Air Co. Ltd. | 1076 | 4308 |
|  \* | Jin Air Co. Ltd. | 6265 | 31671 |
|  | Jinsung T.E.C. | 2075 | 19001 |
|  | JS Corp. | 3817 | 28371 |
|  | JVM Co. Ltd. | 835 | 16348 |
|  | JW Life Science Corp. | 1349 | 12725 |
|  | JW Pharmaceutical Corp. | 858 | 14127 |
|  | K Ensol Co. Ltd. | 1713 | 13752 |
|  | Kangwon Land, Inc. | 13689 | 162066 |
|  | KC Co. Ltd. | 2037 | 37244 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) |  |  |
|  | KC Tech Co. Ltd. | 1888 | $50560 |
|  | KCC Corp. | 847 | 260946 |
|  \* | KEC Corp. | 20676 | 11253 |
|  | KEPCO Plant Service & Engineering Co. Ltd. | 4024 | 142734 |
|  | KG Dongbusteel | 8803 | 33630 |
|  | KG Eco Solution Co. Ltd. | 5772 | 22936 |
|  | Kginicis Co. Ltd. | 3312 | 23834 |
|  | KH Vatec Co. Ltd. | 2324 | 20426 |
|  | KISCO Corp. | 2292 | 16108 |
|  | KISCO Holdings Co. Ltd. | 632 | 11350 |
|  | KIWOOM Securities Co. Ltd. | 2451 | 509105 |
|  \* | KNJ Co. Ltd. | 1143 | 20869 |
|  | Kolmar Holdings Co. Ltd. | 3450 | 26729 |
|  | Kolon Corp. | 916 | 27960 |
|  | Kolon Industries, Inc. | 3779 | 94232 |
|  | KONA I Co. Ltd. | 952 | 31474 |
|  | Korea Alcohol Industrial Co. Ltd. | 1839 | 12055 |
|  \* | Korea Circuit Co. Ltd. | 2410 | 34760 |
|  | Korea Electric Terminal Co. Ltd. | 1101 | 47744 |
|  | Korea Fuel-Tech Corp. | 5130 | 21543 |
|  \* | Korea Information & Communications Co. Ltd. | 2884 | 16442 |
|  | Korea Information Certificate Authority, Inc. | 3607 | 15686 |
|  | Korea Investment Holdings Co. Ltd. | 6379 | 813296 |
|  \* | Korea Line Corp. | 40485 | 53312 |
|  | Korea Movenex Co. Ltd. | 4358 | 12134 |
|  | Korea Petrochemical Ind Co. Ltd. | 710 | 65155 |
|  | Korea United Pharm, Inc. | 1827 | 24362 |
|  | Korean Air Lines Co. Ltd. | 28525 | 442658 |
|  | Korean Reinsurance Co. | 28809 | 214378 |
|  | KSS LINE Ltd. | 3271 | 21206 |
|  | Kumho Petrochemical Co. Ltd. | 2807 | 228166 |
|  \* | Kumho Tire Co., Inc. | 19446 | 64341 |
|  | Kyeryong Construction Industrial Co. Ltd. | 1162 | 14022 |

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685

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##### [**Table of Contents**](#toc)
**EMERGING MARKETS TARGETED VALUE PORTFOLIO** 

**CONTINUED** 

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) |
|  | Kyung Dong Navien Co. Ltd. | 1037 | $51317 |
|  \* | LB Semicon, Inc. | 4003 | 13932 |
|  | Lee Ku Industrial Co. Ltd. | 6393 | 22104 |
|  | LF Corp. | 3721 | 47673 |
|  \* | LG Display Co. Ltd. (034220 KS) | 53485 | 546811 |
|  | LG H&H Co. Ltd. | 1494 | 297877 |
|  \* | LG HelloVision Co. Ltd. | 9492 | 16240 |
|  | LG Innotek Co. Ltd. | 2374 | 400476 |
|  | LG Uplus Corp. | 40208 | 429807 |
|  \* | LOT Vacuum Co. Ltd. | 3140 | 28677 |
|  | Lotte Chilsung Beverage Co. Ltd. | 706 | 57093 |
|  | Lotte Corp. | 2104 | 43090 |
|  \* | Lotte Data Communication Co. | 1132 | 16457 |
|  | LOTTE Fine Chemical Co. Ltd. | 3279 | 104780 |
|  \* | Lotte Non-Life Insurance Co. Ltd. | 18648 | 24813 |
|  | Lotte Rental Co. Ltd. | 3364 | 69116 |
|  | Lotte Shopping Co. Ltd. | 1229 | 56084 |
|  | Lotte Wellfood Co. Ltd. | 520 | 41574 |
|  | LS Corp. | 3430 | 499867 |
|  | LS Electric Co. Ltd. | 1307 | 396752 |
|  | LTC Co. Ltd. | 719 | 10608 |
|  \* | LVMC Holdings | 17904 | 20815 |
|  | LX Hausys Ltd. | 516 | 10179 |
|  | LX Holdings Corp. | 7726 | 44193 |
|  # | LX International Corp. | 5883 | 124298 |
|  | LX Semicon Co. Ltd. | 1277 | 51217 |
|  | Maeil Dairies Co. Ltd. | 347 | 8435 |
|  | Mcnex Co. Ltd. | 2125 | 46340 |
|  \* | ME2ON Co. Ltd. | 6402 | 21691 |
|  \* | Medipost Co. Ltd. | 4309 | 52243 |
|  | MegaStudy Co. Ltd. | 1207 | 9542 |
|  | MegaStudyEdu Co. Ltd. | 1081 | 31514 |
|  | Mgame Corp. | 3697 | 16826 |
|  \* | Mirae Asset Life Insurance Co. Ltd. | 9166 | 56403 |
|  | Mirae Asset Securities Co. Ltd. | 39636 | 728754 |
|  | Mirae Asset Venture Investment Co. Ltd. | 5057 | 30184 |
|  | Misto Holdings Corp. | 4477 | 115478 |
|  | Miwon Commercial Co. Ltd. | 195 | 20694 |
|  | MK Electron Co. Ltd. | 4116 | 26618 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) |
|  \* | MONAYONGPYONG | 4143 | $10098 |
|  \* | Motrex Co. Ltd. | 3067 | 18679 |
|  | mPlus Corp. | 2653 | 32299 |
|  | Muhak Co. Ltd. | 2641 | 15934 |
|  | Myoung Shin Industrial Co. Ltd. | 6539 | 42755 |
|  | Namhae Chemical Corp. | 4529 | 20474 |
|  | Namuga Co. Ltd. | 988 | 11685 |
|  | Nature Holdings Co. Ltd. | 2604 | 17436 |
|  | NeoPharm Co. Ltd. | 2118 | 25417 |
|  \* | Neowiz | 1943 | 33346 |
|  \* | Nepes Ark Corp. | 1427 | 19865 |
|  W | Netmarble Corp. | 3633 | 137672 |
|  | New Power Plasma Co. Ltd. | 3767 | 16367 |
|  \* | Newflex Technology Co. Ltd. | 3299 | 12120 |
|  | Nexen Corp. | 3941 | 14788 |
|  | Nexen Tire Corp. | 3768 | 16961 |
|  | Nexteel Co. Ltd. | 2819 | 23369 |
|  | NH Investment & Securities Co. Ltd. | 23512 | 335190 |
|  | NHN Corp. | 4030 | 81765 |
|  # | NHN KCP Corp. | 4060 | 45311 |
|  | NICE Holdings Co. Ltd. | 4202 | 40894 |
|  | Nong Shim Holdings Co. Ltd. | 465 | 30675 |
|  | NongShim Co. Ltd. | 597 | 182545 |
|  | NOVAREX Co. Ltd. | 3270 | 39109 |
|  | OCI Co. Ltd. | 865 | 35801 |
|  | OCI Holdings Co. Ltd. | 1707 | 136486 |
|  | Orion Corp. | 3170 | 220743 |
|  | Orion Holdings Corp. | 4507 | 60007 |
|  | Osang Healthcare Co. Ltd. | 501 | 4541 |
|  \* | Osung Advanced Materials Co. Ltd. | 10029 | 11051 |
|  | Otoki Corp. | 246 | 67034 |
|  | Pan Ocean Co. Ltd. | 50340 | 135227 |
|  | Paradise Co. Ltd. | 8810 | 114150 |
|  | Partron Co. Ltd. | 8571 | 41571 |
|  | People & Technology, Inc. | 3118 | 94337 |
|  | PHA Co. Ltd. | 1337 | 10936 |
|  | PI Advanced Materials Co. Ltd. | 1764 | 22409 |
|  \* | PKC Co. Ltd. | 4913 | 21561 |
|  | Poongsan Corp. | 3373 | 259413 |
|  | Poongsan Holdings Corp. | 1377 | 37328 |

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**EMERGING MARKETS TARGETED VALUE PORTFOLIO** 

**CONTINUED** 

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) |
|  | Posco International Corp. | 1731 | $66682 |
|  | POSCO Steeleon Co. Ltd. | 829 | 22393 |
|  | Protec Co. Ltd. | 1461 | 31976 |
|  | PSK, Inc. | 3165 | 83411 |
|  \* | Refine Co. Ltd. | 1709 | 14809 |
|  | RFHIC Corp. | 2544 | 59483 |
|  | Rorze Systems Corp. | 2453 | 19149 |
|  | S-1 Corp. | 1819 | 95652 |
|  | Sajodaerim Corp. | 1147 | 30249 |
|  | Samji Electronics Co. Ltd. | 1764 | 15403 |
|  | Samjin Pharmaceutical Co. Ltd. | 1495 | 20704 |
|  | Sammok S-Form Co. Ltd. | 2023 | 28238 |
|  | SAMPYO Cement Co. Ltd. | 9240 | 19478 |
|  | Samsung Card Co. Ltd. (029780 KS) | 5410 | 187947 |
|  | Samsung Electro-Mechanics Co. Ltd. | 7275 | 1247085 |
|  | Samsung Engineering Co. Ltd. | 25040 | 455234 |
|  | Samsung Securities Co. Ltd. | 12155 | 657850 |
|  | SAMT Co. Ltd. | 12775 | 33042 |
|  | Samyang Corp. | 930 | 32280 |
|  | Samyang Holdings Corp. | 506 | 37149 |
|  | Sang-A Frontec Co. Ltd. | 1293 | 16805 |
|  | Sangsin Energy Display Precision Co. Ltd. | 2635 | 23520 |
|  | SD Biosensor, Inc. | 3911 | 26193 |
|  | SeAH Besteel Holdings Corp. | 3013 | 58007 |
|  | SeAH Steel Corp. | 231 | 20495 |
|  | SeAH Steel Holdings Corp. | 380 | 38204 |
|  | Sebang Global Battery Co. Ltd. | 1376 | 62833 |
|  | Seegene, Inc. | 6460 | 114578 |
|  | Segyung Hitech Co. Ltd. | 3979 | 15928 |
|  | Seobu T&D | 6459 | 41272 |
|  | Seohee Construction Co. Ltd. | 38458 | 43809 |
|  \* | Seojin System Co. Ltd. | 1410 | 26746 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) |
|  \* | Seoul Semiconductor Co. Ltd. | 3808 | $16729 |
|  | Seoyon Co. Ltd. | 4130 | 27336 |
|  | Seoyon E-Hwa Co. Ltd. | 2518 | 22933 |
|  \* | Sewon E&C Co. Ltd. | 7730 | 656 |
|  | SFA Engineering Corp. | 721 | 12498 |
|  | SGC Energy Co. Ltd. | 1829 | 28977 |
|  | Shin Heung Energy & Electronics Co. Ltd. | 3486 | 13333 |
|  | Shinsegae Information & Communication Co. Ltd. | 2090 | 22038 |
|  | Shinsegae International, Inc. | 3298 | 23768 |
|  | Shinsegae, Inc. | 677 | 82514 |
|  | Shinyoung Securities Co. Ltd. | 986 | 99928 |
|  | SIMMTECH Co. Ltd. | 1774 | 78030 |
|  | Sindoh Co. Ltd. | 830 | 24766 |
|  | SK Chemicals Co. Ltd. | 945 | 41874 |
|  | SK Discovery Co. Ltd. | 2070 | 86166 |
|  \* | SK Eternix Co. Ltd. | 2859 | 41622 |
|  | SK Gas Ltd. | 546 | 99767 |
|  \*W | SK IE Technology Co. Ltd. | 594 | 12761 |
|  | SK Networks Co. Ltd. | 24348 | 77505 |
|  \* | SK oceanplant Co. Ltd. | 5032 | 74737 |
|  | SK Securities Co. Ltd. | 69495 | 34098 |
|  | SL Corp. | 3275 | 83212 |
|  | SNT Dynamics Co. Ltd. | 2911 | 109870 |
|  \* | SNT Holdings Co. Ltd. | 951 | 42302 |
|  | SNT Motiv Co. Ltd. | 2958 | 70932 |
|  \* | S-Oil Corp. | 720 | 36241 |
|  | Solid, Inc. | 14983 | 84356 |
|  | Songwon Industrial Co. Ltd. | 2470 | 16624 |
|  | Soosan Industries Co. Ltd. | 1110 | 16940 |
|  | Soulbrain Co. Ltd. | 555 | 109767 |
|  | Soulbrain Holdings Co. Ltd. | 1012 | 30361 |
|  | STIC Investments, Inc. | 4166 | 30400 |
|  | Straffic Co. Ltd. | 3886 | 9968 |
|  \* | Studio Dragon Corp. | 2041 | 65156 |
|  | Sung Kwang Bend Co. Ltd. | 2934 | 64721 |
|  | Sungshin Cement Co. Ltd. | 4536 | 29850 |
|  | Sungwoo Hitech Co. Ltd. | 8732 | 41377 |

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**EMERGING MARKETS TARGETED VALUE PORTFOLIO** 

**CONTINUED** 

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) |
|  \* | Suprema, Inc. | 1563 | $36995 |
|  \* | Synergy Innovation Co. Ltd. | 6091 | 10405 |
|  | Systems Technology, Inc. | 1635 | 26162 |
|  \* | Taewoong Co. Ltd. | 1838 | 39582 |
|  \* | Taihan Cable & Solution Co. Ltd. | 12574 | 212516 |
|  | Telechips, Inc. | 1102 | 10764 |
|  | TES Co. Ltd. | 1168 | 36120 |
|  | TK Corp. | 3405 | 67409 |
|  | TKG Huchems Co. Ltd. | 3899 | 48881 |
|  | TLB Co. Ltd. | 1680 | 80432 |
|  \* | Tongyang Life Insurance Co. Ltd. | 9098 | 43184 |
|  | Toptec Co. Ltd. | 3621 | 11839 |
|  | Tovis Co. Ltd. | 1651 | 17346 |
|  | TS Corp. | 6440 | 12660 |
|  | TSE Co. Ltd. | 768 | 27863 |
|  \* | Tuksu Construction Co. Ltd. | 2788 | 11105 |
|  | TYM Corp. | 5445 | 22698 |
|  | Uju Electronics Co. Ltd. | 1103 | 29668 |
|  | Unid Co. Ltd. | 825 | 38849 |
|  | Union Semiconductor Equipment & Materials Co. Ltd. | 4041 | 28284 |
|  | Unitrontech Co. Ltd. | 2709 | 11443 |
|  | Value Added Technology Co. Ltd. | 1095 | 16851 |
|  \*†† | Vidente Co. Ltd. | 4562 | 1995 |
|  | Vieworks Co. Ltd. | 1576 | 20942 |
|  | Webcash Corp. | 1546 | 12088 |
|  | Webzen, Inc. | 2959 | 25040 |
|  \* | Wonik Holdings Co. Ltd. | 11835 | 226433 |
|  | WONIK IPS Co. Ltd. | 3329 | 149310 |
|  | Wonik Materials Co. Ltd. | 1147 | 26029 |
|  | Wonik QnC Corp. | 1343 | 21973 |
|  | Woojin, Inc. | 3439 | 36587 |
|  \* | Woori Technology Investment Co. Ltd. | 8023 | 50386 |
|  \* | Woosu AMS Co. Ltd. | 4962 | 10101 |
|  | Worldex Industry & Trading Co. Ltd. | 1282 | 22580 |
|  \* | YMT Co. Ltd. | 1500 | 13586 |
|  | Young Poong Corp. | 910 | 31280 |
|  # | Youngone Corp. | 3883 | 157446 |
|  | Youngone Holdings Co. Ltd. | 1334 | 132965 |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** | **Value»** |
|  SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) |
|  | Yuanta Securities Korea Co. Ltd. | 17353 | $| 46988 |
|  | Yunsung F&C Co. Ltd. | 464 |  | 12334 |
|  | Zeus Co. Ltd. | 4043 |  | 43720 |
|  | Zinus, Inc. | 3322 |  | 32154 |
|  TOTAL SOUTH KOREA | TOTAL SOUTH KOREA | TOTAL SOUTH KOREA |  | 34889401 |
|  TAIWAN — (17.1%) | TAIWAN — (17.1%) | TAIWAN — (17.1%) | TAIWAN — (17.1%) | TAIWAN — (17.1%) |
|  | Abico Avy Co. Ltd. | 35493 |  | 57379 |
|  | Ability Enterprise Co. Ltd. | 41431 |  | 114976 |
|  | AcBel Polytech, Inc. | 128989 |  | 181897 |
|  | Acer, Inc. | 479000 |  | 466702 |
|  | ACES Electronic Co. Ltd. | 28985 |  | 64552 |
|  \* | Acon Holding, Inc. | 75000 |  | 20060 |
|  | Action Electronics Co. Ltd. | 24000 |  | 8793 |
|  | Actron Technology Corp. | 9000 |  | 40590 |
|  | ADATA Technology Co. Ltd. | 53621 |  | 344223 |
|  | Advanced International Multitech Co. Ltd. | 20000 |  | 38791 |
|  | Advanced Power Electronics Corp. | 10000 |  | 33108 |
|  | Advancetek Enterprise Co. Ltd. | 49000 |  | 55998 |
|  | Aerospace Industrial Development Corp. | 65000 |  | 111394 |
|  | AGV Products Corp. | 144000 |  | 48189 |
|  | Air Asia Co. Ltd. | 13000 |  | 21759 |
|  | Allied Supreme Corp. | 3000 |  | 24041 |
|  | Alltek Technology Corp. | 24040 |  | 24944 |
|  | Alpha Networks, Inc. | 43773 |  | 46006 |
|  | Altek Corp. | 63605 |  | 102085 |
|  | Amazing Microelectronic Corp. | 16000 |  | 51845 |
|  | Ambassador Hotel | 49000 |  | 68390 |
|  | AMPACS Corp. | 10000 |  | 9514 |
|  | Ampire Co. Ltd. | 12000 |  | 9832 |
|  | AmTRAN Technology Co. Ltd. | 121827 |  | 55507 |
|  | Anji Technology Co. Ltd. | 18000 |  | 21740 |
|  | Apacer Technology, Inc. | 35000 |  | 117320 |
|  | APAQ Technology Co. Ltd. | 2000 |  | 11958 |
|  | Apex Biotechnology Corp. | 13000 |  | 13889 |

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**EMERGING MARKETS TARGETED VALUE PORTFOLIO** 

**CONTINUED** 

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) |
|  | Apex Dynamics, Inc. | 2000 | $43324 |
|  | ARBOR Technology Corp. | 14000 | 18526 |
|  | Arcadyan Technology Corp. | 24000 | 156844 |
|  | Ardentec Corp. | 81000 | 245453 |
|  | Arizon RFID Technology Cayman Co. Ltd. | 2000 | 9128 |
|  | Asia Cement Corp. | 418000 | 492674 |
|  # | Asia Optical Co., Inc. | 30000 | 152161 |
|  | Asia Tech Image, Inc. | 18000 | 44520 |
|  | Aten International Co. Ltd. | 14000 | 27549 |
|  | Audix Corp. | 23000 | 48269 |
|  | AUO Corp. (2409 TT) | 218000 | 85727 |
|  | Avermedia Technologies | 14000 | 17841 |
|  | Axiomtek Co. Ltd. | 7695 | 20495 |
|  | Azurewave Technologies, Inc. | 9000 | 21297 |
|  | Bank of Kaohsiung Co. Ltd. | 177587 | 69846 |
|  | Basso Industry Corp. | 30000 | 31782 |
|  | BenQ Materials Corp. | 31000 | 20925 |
|  \* | BES Engineering Corp. | 253000 | 125937 |
|  | Best Precision Industrial Co. Ltd. | 4000 | 14260 |
|  \* | Bin Chuan Enterprise Co. Ltd. | 11000 | 23756 |
|  | Bizlink Holding, Inc. | 6059 | 272342 |
|  | Brave C&H Supply Co. Ltd. | 4000 | 9433 |
|  | Brightek Optoelectronic Co. Ltd. | 9000 | 12134 |
|  | Brighton-Best International Taiwan, Inc. | 77000 | 83840 |
|  | Capital Futures Corp. | 19552 | 31424 |
|  | Capital Securities Corp. | 302000 | 239609 |
|  | Castles Technology Co. Ltd. | 8000 | 18453 |
|  | Caswell, Inc. | 4000 | 10908 |
|  | Catcher Technology Co. Ltd. | 19000 | 122517 |
|  | Cathay Real Estate Development Co. Ltd. | 101000 | 74880 |
|  \* | CCP Contact Probes Co. Ltd. | 11000 | 19327 |
|  | Celxpert Energy Corp. | 10747 | 14196 |
|  | Cenra, Inc. | 29000 | 32018 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) |
|  | Central Reinsurance Co. Ltd. | 58674 | $46788 |
|  # | Chailease Holding Co. Ltd. | 243780 | 814852 |
|  | Chang Hwa Commercial Bank Ltd. | 673274 | 433006 |
|  | Chang Wah Electromaterials, Inc. | 51000 | 74889 |
|  | Channel Well Technology Co. Ltd. | 6000 | 15030 |
|  | CHC Healthcare Group | 27000 | 37807 |
|  | Chen Full International Co. Ltd. | 12000 | 15565 |
|  | Cheng Loong Corp. | 169000 | 93829 |
|  | Cheng Shin Rubber Industry Co. Ltd. | 290000 | 300637 |
|  # | Cheng Uei Precision Industry Co. Ltd. | 74000 | 118310 |
|  | Chia Chang Co. Ltd. | 17000 | 22875 |
|  | Chia Hsin Cement Corp. | 79560 | 33455 |
|  | Chien Kuo Construction Co. Ltd. | 23200 | 19607 |
|  # | China Airlines Ltd. | 570000 | 369536 |
|  | China Bills Finance Corp. | 133000 | 71998 |
|  | China Metal Products | 64000 | 54589 |
|  | China Motor Corp. | 43200 | 81768 |
|  | China Steel Structure Co. Ltd. | 14000 | 18713 |
|  | China Wire & Cable Co. Ltd. | 15000 | 18587 |
|  | Chinese Maritime Transport Ltd. | 20000 | 37134 |
|  | Ching Feng Home Fashions Co. Ltd. | 27111 | 17412 |
|  | Chin-Poon Industrial Co. Ltd. | 79000 | 84018 |
|  | Chipbond Technology Corp. | 114000 | 220619 |
|  | ChipMOS Technologies, Inc. (8150 TT) | 120000 | 126241 |
|  | Chlitina Holding Ltd. | 8000 | 25981 |
|  | Chong Hong Construction Co. Ltd. | 32000 | 81848 |
|  | Chun YU Works & Co. Ltd. | 13650 | 6983 |

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**EMERGING MARKETS TARGETED VALUE PORTFOLIO** 

**CONTINUED** 

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) |
|  | Chun Yuan Steel Industry Co. Ltd. | 92000 | $57188 |
|  | Clevo Co. | 73000 | 93694 |
|  | CMC Magnetics Corp. | 145336 | 43012 |
|  # | Compal Electronics, Inc. | 784000 | 837745 |
|  | Compeq Manufacturing Co. Ltd. | 168000 | 474809 |
|  | Complex Micro Interconnection Co. Ltd. | 9000 | 11408 |
|  | Concord Securities Co. Ltd. | 103383 | 42769 |
|  | Continental Holdings Corp. | 77000 | 54164 |
|  | Contrel Technology Co. Ltd. | 61000 | 77921 |
|  | Coremax Corp. | 24731 | 51524 |
|  # | Coretronic Corp. | 67000 | 189979 |
|  | Co-Tech Development Corp. | 12000 | 91115 |
|  | Creative Sensor, Inc. | 15000 | 25945 |
|  | Crowell Development Corp. | 33000 | 33132 |
|  | CTCI Corp. | 99118 | 98258 |
|  | CviLux Corp. | 10000 | 26597 |
|  | Cyberlink Corp. | 6000 | 18268 |
|  \* | CyberTAN Technology, Inc. | 61000 | 52672 |
|  | DA CIN Construction Co. Ltd. | 48000 | 102311 |
|  | Dafeng TV Ltd. | 9000 | 14349 |
|  | Da-Li Development Co. Ltd. | 91447 | 146432 |
|  | Darfon Electronics Corp. | 37000 | 43228 |
|  | Darwin Precisions Corp. | 53100 | 19284 |
|  | De Licacy Industrial Co. Ltd. | 55060 | 19472 |
|  | Depo Auto Parts Ind Co. Ltd. | 21000 | 93030 |
|  | Dimerco Express Corp. | 20600 | 53855 |
|  | D-Link Corp. | 103040 | 55685 |
|  | Donpon Precision, Inc. | 9800 | 15144 |
|  | Dynamic Holding Co. Ltd. | 31000 | 90104 |
|  | Dynapack International Technology Corp. | 23000 | 228384 |
|  | Eastern Media International Corp. | 49465 | 33137 |
|  | Edimax Technology Co. Ltd. | 45000 | 28835 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) |
|  \* | Edom Technology Co. Ltd. | 20900 | $25677 |
|  | E-Lead Electronic Co. Ltd. | 8000 | 11441 |
|  | Elite Advanced Laser Corp. | 23000 | 203029 |
|  | Elitegroup Computer Systems Co. Ltd. | 59000 | 38771 |
|  | Emerging Display Technologies Corp. | 48000 | 32159 |
|  | Ennoconn Corp. | 17000 | 161105 |
|  | EnTie Commercial Bank Co. Ltd. | 61000 | 26144 |
|  | Episil-Precision, Inc. | 11000 | 19990 |
|  | Eson Precision Ind Co. Ltd. | 20000 | 53553 |
|  # | Eternal Materials Co. Ltd. | 158000 | 209311 |
|  | Eurocharm Holdings Co. Ltd. | 5000 | 20098 |
|  | Eva Airways Corp. | 396041 | 464899 |
|  \* | Everest Textile Co. Ltd. | 92326 | 16987 |
|  | Evergreen International Storage & Transport Corp. | 43500 | 80934 |
|  | EVERGREEN Steel Corp. | 33000 | 113941 |
|  | Everlight Chemical Industrial Corp. | 92000 | 55862 |
|  | Everlight Electronics Co. Ltd. | 70000 | 133116 |
|  | Excelsior Medical Co. Ltd. | 30278 | 83567 |
|  | Far Eastern Department Stores Ltd. | 183000 | 128643 |
|  | Far Eastern International Bank | 509557 | 209326 |
|  | Far Eastern New Century Corp. | 550000 | 473297 |
|  | Farglory F T Z Investment Holding Co. Ltd. | 27358 | 43081 |
|  | Farglory Land Development Co. Ltd. | 48000 | 84097 |
|  \* | Federal Corp. | 50000 | 32061 |
|  | Feedback Technology Corp. | 10800 | 37816 |
|  | Feng Hsin Steel Co. Ltd. | 75000 | 154272 |

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**CONTINUED** 

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| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) |
|  | First Insurance Co. Ltd. | 45000 | $38445 |
|  \* | First Steamship Co. Ltd. | 184010 | 34451 |
|  | FIT Holding Co. Ltd. | 32000 | 38514 |
|  | Fitipower Integrated Technology, Inc. | 17050 | 84020 |
|  | Flytech Technology Co. Ltd. | 10000 | 34478 |
|  | Forest Water Environment Engineering Co. Ltd. | 17544 | 22951 |
|  | Formosa Advanced Technologies Co. Ltd. | 29000 | 35684 |
|  # | Formosa Chemicals & Fibre Corp. | 457000 | 432433 |
|  | Formosa Laboratories, Inc. | 22704 | 45678 |
|  | Formosa Optical Technology Co. Ltd. | 6000 | 19055 |
|  | Formosa Plastics Corp. | 216000 | 266921 |
|  | Formosa Sumco Technology Corp. | 5000 | 16152 |
|  | Formosa Taffeta Co. Ltd. | 93000 | 44983 |
|  | Formosan Rubber Group, Inc. | 62100 | 47932 |
|  | Formosan Union Chemical Corp. | 70400 | 38054 |
|  | Founding Construction & Development Co. Ltd. | 45000 | 21792 |
|  | Foxconn Technology Co. Ltd. | 177000 | 409144 |
|  | Foxsemicon Integrated Technology, Inc. | 12000 | 143825 |
|  | Franbo Lines Corp. | 19997 | 14015 |
|  | Froch Enterprise Co. Ltd. | 41000 | 18508 |
|  # | FSP Technology, Inc. | 24000 | 47167 |
|  | Fu Chun Shin Machinery Manufacture Co. Ltd. | 20000 | 12691 |
|  # | Fu Hua Innovation Co. Ltd. | 84981 | 54086 |
|  | Fulgent Sun International Holding Co. Ltd. | 28063 | 87336 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) |
|  | Fullerton Technology Co. Ltd. | 2000 | $1528 |
|  \* | Fulltech Fiber Glass Corp. | 71436 | 167177 |
|  | G Shank Enterprise Co. Ltd. | 38122 | 118957 |
|  | Gamania Digital Entertainment Co. Ltd. | 23000 | 44346 |
|  \* | GCS Holdings, Inc. | 10000 | 58962 |
|  | GEM Services, Inc. | 11000 | 29113 |
|  | Gemtek Technology Corp. | 74000 | 62824 |
|  \* | General Interface Solution GIS Holding Ltd. | 21000 | 33632 |
|  | General Plastic Industrial Co. Ltd. | 14000 | 12771 |
|  | Genius Electronic Optical Co. Ltd. | 13000 | 176646 |
|  | GeoVision, Inc. | 15130 | 22693 |
|  | Giant Manufacturing Co. Ltd. | 44000 | 144964 |
|  \* | Giantplus Technology Co. Ltd. | 52000 | 20072 |
|  \* | Gigastorage Corp. | 23000 | 14142 |
|  | Global Brands Manufacture Ltd. | 65248 | 246768 |
|  | Global Lighting Technologies, Inc. | 17000 | 23047 |
|  | Global PMX Co. Ltd. | 10000 | 46236 |
|  | Globalwafers Co. Ltd. | 33000 | 542552 |
|  | Globe Union Industrial Corp. | 48910 | 16357 |
|  | Gloria Material Technology Corp. | 78000 | 86150 |
|  | GMI Technology, Inc. | 19966 | 25221 |
|  | Goldsun Building Materials Co. Ltd. | 135543 | 159356 |
|  | Good Finance Securities Co. Ltd. | 40000 | 33310 |
|  | Good Will Instrument Co. Ltd. | 14000 | 25913 |
|  | Gordon Auto Body Parts | 23000 | 23682 |
|  | Gourmet Master Co. Ltd. | 18000 | 40827 |
|  \* | Grand Pacific Petrochemical | 66627 | 22312 |
|  | Grape King Bio Ltd. | 16000 | 64213 |
|  | Great China Metal Industry | 26000 | 16993 |

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**EMERGING MARKETS TARGETED VALUE PORTFOLIO** 

**CONTINUED** 

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) |
|  | Great Wall Enterprise Co. Ltd. | 104000 | $175649 |
|  | Greatek Electronics, Inc. | 49000 | 112049 |
|  | GTM Holdings Corp. | 24000 | 23678 |
|  | Hannstar Board Corp. | 43361 | 132635 |
|  | Hanpin Electron Co. Ltd. | 14000 | 20919 |
|  | Heran Co. Ltd. | 12000 | 24841 |
|  | Hey Song Corp. | 53000 | 64319 |
|  | Highwealth Construction Corp. | 218048 | 276164 |
|  \* | Hitron Technology, Inc. | 13000 | 10240 |
|  | Hiwin Technologies Corp. | 27000 | 194943 |
|  | Hiyes International Co. Ltd. | 8000 | 21726 |
|  | Ho Tung Chemical Corp. | 176000 | 46871 |
|  | Hocheng Corp. | 45100 | 26210 |
|  | Holdings-Key Electric Wire & Cable Co. Ltd. | 10000 | 14460 |
|  | Holy Stone Enterprise Co. Ltd. | 25950 | 96008 |
|  | Hong Pu Real Estate Development Co. Ltd. | 35000 | 29675 |
|  | Hong TAI Electric Industrial | 58000 | 74145 |
|  | Hota Industrial Manufacturing Co. Ltd. | 21000 | 40477 |
|  | Hotai Finance Co. Ltd. | 26200 | 52437 |
|  | Hsin Kuang Steel Co. Ltd. | 23000 | 29660 |
|  | Hsing TA Cement Co. | 29000 | 14586 |
|  | Hu Lane Associate, Inc. | 13991 | 59783 |
|  | HUA ENG Wire & Cable Co. Ltd. | 37000 | 39598 |
|  | Hua Yu Lien Development Co. Ltd. | 20000 | 40413 |
|  | Huaku Development Co. Ltd. | 50820 | 171905 |
|  | Huang Hsiang Construction Corp. | 22538 | 30181 |
|  | Hung Ching Development & Construction Co. Ltd. | 31000 | 27474 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) |
|  | Hung Sheng Construction Ltd. | 80680 | $55886 |
|  | Hwa Fong Rubber Industrial Co. Ltd. | 63880 | 31354 |
|  | Hwacom Systems, Inc. | 40000 | 31701 |
|  | IBF Financial Holdings Co. Ltd. | 499684 | 247429 |
|  | Ichia Technologies, Inc. | 47000 | 77491 |
|  | IEI Integration Corp. | 29600 | 64313 |
|  | Infortrend Technology, Inc. | 52000 | 38656 |
|  | Innolux Corp. | 483627 | 208291 |
|  | Inpaq Technology Co. Ltd. | 19954 | 56206 |
|  | Integrated Service Technology, Inc. | 6773 | 24255 |
|  \* | IntelliEPI, Inc. | 7000 | 35485 |
|  | Inventec Corp. | 34000 | 50461 |
|  | Iron Force Industrial Co. Ltd. | 10371 | 31993 |
|  | I-Sheng Electric Wire & Cable Co. Ltd. | 18000 | 27110 |
|  # | ITEQ Corp. | 35000 | 132516 |
|  | Jean Co. Ltd. | 18694 | 15484 |
|  | Jia Wei Lifestyle, Inc. | 7350 | 9513 |
|  | Jih Lin Technology Co. Ltd. | 6000 | 10463 |
|  | Jiin Yeeh Ding Enterprise Co. Ltd. | 7000 | 14615 |
|  | Johnson Health Tech Co. Ltd. | 13000 | 67322 |
|  | K Laser Technology, Inc. | 27000 | 13682 |
|  | Kaimei Electronic Corp. | 18400 | 55900 |
|  | Kedge Construction Co. Ltd. | 9847 | 28125 |
|  | KEE TAI Properties Co. Ltd. | 75110 | 25758 |
|  | Kenda Rubber Industrial Co. Ltd. | 106975 | 69658 |
|  | Kerry TJ Logistics Co. Ltd. | 37000 | 40445 |
|  | KGI Financial Holding Co. Ltd. | 1658420 | 855482 |
|  # | Kindom Development Co. Ltd. | 75790 | 81958 |
|  | King Chou Marine Technology Co. Ltd. | 8000 | 13330 |
|  \* | Kinko Optical Co. Ltd. | 31455 | 46807 |
|  | Kinpo Electronics | 184000 | 135406 |

---

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**EMERGING MARKETS TARGETED VALUE PORTFOLIO** 

**CONTINUED** 

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) |
|  | Kinsus Interconnect Technology Corp. | 52000 | $229500 |
|  | KMC Kuei Meng International, Inc. | 11000 | 32184 |
|  | KS Terminals, Inc. | 19000 | 30913 |
|  | Kung Long Batteries Industrial Co. Ltd. | 3000 | 11843 |
|  \* | Kung Sing Engineering Corp. | 75900 | 28584 |
|  | Kuo Toong International Co. Ltd. | 29399 | 55100 |
|  | Kwong Lung Enterprise Co. Ltd. | 23000 | 35753 |
|  | L&K Engineering Co. Ltd. | 5124 | 79269 |
|  | Laser Tek Taiwan Co. Ltd. | 17000 | 28557 |
|  | Leadtrend Technology Corp. | 6119 | 9554 |
|  | Lelon Electronics Corp. | 14000 | 49393 |
|  | Lemtech Holdings Co. Ltd. | 4200 | 10903 |
|  | Leo Systems, Inc. | 21000 | 24266 |
|  \* | Leofoo Development Co. Ltd. | 17000 | 9309 |
|  | Lingsen Precision Industries Ltd. | 77000 | 51397 |
|  | Lite-On Technology Corp. | 6000 | 34809 |
|  | Liton Technology Corp. | 8000 | 12397 |
|  | Long Da Construction & Development Corp. | 66000 | 61192 |
|  | Longwell Co. | 11000 | 66912 |
|  | Lotus Pharmaceutical Co. Ltd. | 6000 | 57560 |
|  | Lucky Cement Corp. | 40000 | 19442 |
|  | Lumax International Corp. Ltd. | 19800 | 63620 |
|  \* | Lung Yen Life Service Corp. | 12000 | 20284 |
|  | Macauto Industrial Co. Ltd. | 6000 | 11603 |
|  \* | Macronix International Co. Ltd. | 120000 | 120976 |
|  | Magnate Technology Co. Ltd. | 10000 | 13781 |
|  | Mayer Steel Pipe Corp. | 36000 | 27845 |
|  | Megaforce Co. Ltd. | 19000 | 25493 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) |
|  | Meiloon Industrial Co. | 22400 | $17090 |
|  | Mercuries & Associates Holding Ltd. | 68517 | 31833 |
|  | Mercuries Data Systems Ltd. | 13000 | 10783 |
|  \* | Mercuries Life Insurance Co. Ltd. | 304740 | 71647 |
|  | Merida Industry Co. Ltd. | 26000 | 84261 |
|  | Merry Electronics Co. Ltd. | 36933 | 122712 |
|  | Micro-Star International Co. Ltd. | 60000 | 212695 |
|  | Mildef Crete, Inc. | 7000 | 24360 |
|  | MIN AIK Technology Co. Ltd. | 28000 | 19998 |
|  | Mitac Holdings Corp. | 190238 | 614080 |
|  | Motech Industries, Inc. | 65000 | 35863 |
|  | Namchow Holdings Co. Ltd. | 38000 | 47813 |
|  | Nan Kang Rubber Tire Co. Ltd. | 74000 | 86974 |
|  | Nan Ya Plastics Corp. | 104000 | 139943 |
|  | Nan Ya Printed Circuit Board Corp. | 26000 | 243698 |
|  | Nang Kuang Pharmaceutical Co. Ltd. | 9000 | 11364 |
|  | Nantex Industry Co. Ltd. | 49000 | 35500 |
|  \* | Nanya Technology Corp. | 43000 | 183631 |
|  # | National Aerospace Fasteners Corp. | 11000 | 38404 |
|  \* | New Asia Construction & Development Corp. | 54000 | 25953 |
|  | New Best Wire Industrial Co. Ltd. | 11000 | 10438 |
|  | Nichidenbo Corp. | 8000 | 23432 |
|  | Niko Semiconductor Co. Ltd. | 11754 | 21565 |
|  | Nishoku Technology, Inc. | 7000 | 28852 |
|  | North-Star International Co. Ltd. | 21000 | 18044 |
|  | Nuvoton Technology Corp. | 29000 | 57843 |
|  | O-Bank Co. Ltd. | 208909 | 61465 |
|  | Optimax Technology Corp. | 17000 | 11073 |
|  | Orient Semiconductor Electronics Ltd. | 64000 | 100497 |

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**EMERGING MARKETS TARGETED VALUE PORTFOLIO** 

**CONTINUED** 

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) |
|  | Pacific Hospital Supply Co. Ltd. | 6000 | $17253 |
|  | Paiho Shih Holdings Corp. | 32025 | 25920 |
|  | Pan German Universal Motors Ltd. | 3000 | 28304 |
|  | Pan Jit International, Inc. | 56000 | 152873 |
|  # | Pan-International Industrial Corp. | 76000 | 138059 |
|  # | Parpro Corp. | 23000 | 39293 |
|  | Pegatron Corp. | 212000 | 510027 |
|  | Pegavision Corp. | 8000 | 88489 |
|  | Phison Electronics Corp. | 14000 | 482667 |
|  | Phoenix Silicon International Corp. | 21000 | 117531 |
|  | Polytronics Technology Corp. | 7000 | 10433 |
|  | Pou Chen Corp. | 410000 | 390112 |
|  | Powertech Technology, Inc. | 120000 | 670338 |
|  | President Securities Corp. | 174392 | 134125 |
|  | Primax Electronics Ltd. | 68000 | 182968 |
|  | Prince Housing & Development Corp. | 73000 | 21155 |
|  | Promate Electronic Co. Ltd. | 33000 | 50835 |
|  | Prosperity Dielectrics Co. Ltd. | 28000 | 53395 |
|  | Qisda Corp. | 192700 | 193630 |
|  | QST International Corp. | 23874 | 32940 |
|  | Qualipoly Chemical Corp. | 15000 | 88056 |
|  | Quang Viet Enterprise Co. Ltd. | 6000 | 15057 |
|  | Quanta Storage, Inc. | 33000 | 113691 |
|  | Radiant Opto-Electronics Corp. | 69000 | 295571 |
|  | Radium Life Tech Co. Ltd. | 125786 | 44926 |
|  | Raydium Semiconductor Corp. | 4000 | 31610 |
|  | Rechi Precision Co. Ltd. | 61000 | 45739 |
|  | Rexon Industrial Corp. Ltd. | 18000 | 16122 |
|  | RiTdisplay Corp. | 17814 | 19125 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) |
|  \* | Ritek Corp. | 142121 | $45962 |
|  | Ruentex Development Co. Ltd. | 298500 | 289132 |
|  | Run Long Construction Co. Ltd. | 37000 | 45674 |
|  | Sampo Corp. | 55200 | 44140 |
|  | San Fang Chemical Industry Co. Ltd. | 32000 | 32146 |
|  | Sanyang Motor Co. Ltd. | 35000 | 68675 |
|  | Savior Lifetec Corp. | 72000 | 40003 |
|  | SCI Pharmtech, Inc. | 11000 | 20578 |
|  | ScinoPharm Taiwan Ltd. | 41000 | 23342 |
|  | SDI Corp. | 12000 | 33200 |
|  | Sea Sonic Electronics Co. Ltd. | 4000 | 8946 |
|  | Senao International Co. Ltd. | 10000 | 9432 |
|  | Sensortek Technology Corp. | 3000 | 18519 |
|  | Sercomm Corp. | 43000 | 137810 |
|  | Sesoda Corp. | 48776 | 47842 |
|  | Shanghai Commercial & Savings Bank Ltd. | 544000 | 700294 |
|  | Sharehope Medicine Co. Ltd. | 13103 | 10350 |
|  | ShenMao Technology, Inc. | 16000 | 52560 |
|  | Shih Her Technologies, Inc. | 7513 | 42209 |
|  \* | Shih Wei Navigation Co. Ltd. | 66708 | 37959 |
|  | Shihlin Electric & Engineering Corp. | 29000 | 187441 |
|  | Shin Ruenn Development Co. Ltd. | 17000 | 32184 |
|  | Shin Zu Shing Co. Ltd. | 3862 | 26366 |
|  | Shinkong Insurance Co. Ltd. | 38000 | 138923 |
|  # | Shinkong Synthetic Fibers Corp. | 221000 | 95790 |
|  | Shinkong Textile Co. Ltd. | 27000 | 49575 |
|  \* | Shuttle, Inc. | 55000 | 33081 |
|  | Sigurd Microelectronics Corp. | 72726 | 246051 |
|  | Silicon Integrated Systems Corp. | 48620 | 87154 |
|  | Simplo Technology Co. Ltd. | 28000 | 318733 |

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**EMERGING MARKETS TARGETED VALUE PORTFOLIO** 

**CONTINUED** 

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) |
|  | Sincere Navigation Corp. | 48410 | $38024 |
|  | Sino-American Silicon Products, Inc. | 92000 | 372279 |
|  | Sinon Corp. | 70000 | 97099 |
|  | SinoPac Financial Holdings Co. Ltd. | 170775 | 142152 |
|  | Sinopower Semiconductor, Inc. | 4000 | 13966 |
|  | Sinphar Pharmaceutical Co. Ltd. | 23814 | 24915 |
|  | Sinyi Realty, Inc. | 30000 | 22093 |
|  | Sirtec International Co. Ltd. | 10000 | 8188 |
|  | Sitronix Technology Corp. | 3000 | 19492 |
|  | Siward Crystal Technology Co. Ltd. | 28000 | 20486 |
|  | Soft-World International Corp. | 8000 | 26504 |
|  | Solteam, Inc. | 9598 | 15044 |
|  | Song Shang Electronics Co. Ltd. | 22000 | 15329 |
|  | Sonix Technology Co. Ltd. | 24000 | 27381 |
|  | Speed Tech Corp. | 13000 | 19919 |
|  | Sports Gear Co. Ltd. | 17000 | 61943 |
|  | St. Shine Optical Co. Ltd. | 11000 | 46682 |
|  | Standard Chemical & Pharmaceutical Co. Ltd. | 15000 | 27048 |
|  | Standard Foods Corp. | 72000 | 73470 |
|  \* | Starlux Airlines Co. Ltd. | 53000 | 41332 |
|  | Sun Max Tech Ltd. | 6284 | 17095 |
|  | Sunjuice Holdings Co. Ltd. | 3000 | 14243 |
|  | Sunny Friend Environmental Technology Co. Ltd. | 10000 | 26893 |
|  | Sunrex Technology Corp. | 30000 | 40531 |
|  | Sunspring Metal Corp. | 14177 | 10136 |
|  | Superalloy Industrial Co. Ltd. | 35000 | 54005 |
|  # | Supreme Electronics Co. Ltd. | 78219 | 167572 |
|  # | Swancor Holding Co. Ltd. | 10000 | 40463 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) |
|  | Sweeten Real Estate Development Co. Ltd. | 39230 | $35971 |
|  | Symtek Automation Asia Co. Ltd. | 5346 | 27162 |
|  | Syncmold Enterprise Corp. | 21000 | 46948 |
|  | Synmosa Biopharma Corp. | 46179 | 50354 |
|  | Synnex Technology International Corp. | 220000 | 405586 |
|  | Systex Corp. | 28000 | 117673 |
|  | T3EX Global Holdings Corp. | 18000 | 40804 |
|  | TA Chen Stainless Pipe | 326057 | 388654 |
|  | Ta Ya Electric Wire & Cable | 141247 | 192307 |
|  | TA-I Technology Co. Ltd. | 20000 | 40598 |
|  | Tai Tung Communication Co. Ltd. | 22000 | 16259 |
|  | Taichung Commercial Bank Co. Ltd. | 760194 | 528486 |
|  | TaiDoc Technology Corp. | 8000 | 31959 |
|  | Taiflex Scientific Co. Ltd. | 40792 | 89984 |
|  | Taimide Tech, Inc. | 20000 | 39160 |
|  | Tainan Enterprises Co. Ltd. | 15000 | 13242 |
|  | Tainan Spinning Co. Ltd. | 172000 | 70406 |
|  | TAI-TECH Advanced Electronics Co. Ltd. | 8000 | 39036 |
|  | Taiwan Business Bank | 1396220 | 695467 |
|  | Taiwan Chinsan Electronic Industrial Co. Ltd. | 13791 | 19219 |
|  | Taiwan Cogeneration Corp. | 83000 | 130080 |
|  | Taiwan Fertilizer Co. Ltd. | 20000 | 31264 |
|  | Taiwan Fire & Marine Insurance Co. Ltd. | 54000 | 63238 |
|  | Taiwan FU Hsing Industrial Co. Ltd. | 31200 | 52096 |
|  #\* | Taiwan Glass Industry Corp. | 208000 | 188721 |
|  | Taiwan Hon Chuan Enterprise Co. Ltd. | 30378 | 124553 |

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**EMERGING MARKETS TARGETED VALUE PORTFOLIO** 

**CONTINUED** 

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) |
|  | Taiwan Hopax Chemicals Manufacturing Co. Ltd. | 26697 | $27157 |
|  †† | Taiwan Land Development Corp. | 217000 | 3547 |
|  | Taiwan Navigation Co. Ltd. | 66000 | 62381 |
|  | Taiwan Paiho Ltd. | 54000 | 100178 |
|  | Taiwan PCB Techvest Co. Ltd. | 53000 | 60742 |
|  | Taiwan Sanyo Electric Co. Ltd. | 21000 | 24126 |
|  | Taiwan Semiconductor Co. Ltd. | 28000 | 49885 |
|  | Taiwan Shin Kong Security Co. Ltd. | 51510 | 68189 |
|  | Taiwan Surface Mounting Technology Corp. | 41000 | 146159 |
|  | Taiyen Biotech Co. Ltd. | 15000 | 15548 |
|  # | Tatung Co. Ltd. | 255750 | 299768 |
|  | TCC Group Holdings Co. Ltd. | 780000 | 559631 |
|  | TCI Co. Ltd. | 12000 | 44294 |
|  | Te Chang Construction Co. Ltd. | 13000 | 26146 |
|  | Teco Electric & Machinery Co. Ltd. | 296000 | 1114003 |
|  | Test Rite International Co. Ltd. | 46000 | 30374 |
|  | Thinking Electronic Industrial Co. Ltd. | 12000 | 73450 |
|  | Thye Ming Industrial Co. Ltd. | 22400 | 39422 |
|  | Ton Yi Industrial Corp. | 154000 | 89880 |
|  | Tong Hsing Electronic Industries Ltd. | 14280 | 58009 |
|  | Tong Yang Industry Co. Ltd. | 58000 | 181970 |
|  | Tong-Tai Machine & Tool Co. Ltd. | 46000 | 48355 |
|  | Top Bright Holding Co. Ltd. | 3000 | 27879 |
|  | Top Union Electronics Corp. | 37047 | 36109 |
|  | Topco Technologies Corp. | 6000 | 12100 |
|  | Topkey Corp. | 11000 | 66538 |
|  | Topoint Technology Co. Ltd. | 17000 | 65023 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) |
|  | Transcend Information, Inc. | 31000 | $132766 |
|  | Tripod Technology Corp. | 70000 | 774143 |
|  | TS Financial Holding Co. Ltd. (2887 TT) | 2788500 | 1694030 |
|  \* | TS Financial Holding Co. Ltd. (28871 TT) | 51870 | 15559 |
|  | TSC Auto ID Technology Co. Ltd. | 4000 | 25395 |
|  | TSRC Corp. | 90000 | 43815 |
|  | Tung Ho Steel Enterprise Corp. | 77850 | 158818 |
|  | Tung Thih Electronic Co. Ltd. | 13728 | 32589 |
|  | TURVO International Co. Ltd. | 6000 | 39106 |
|  | TXC Corp. | 14000 | 40421 |
|  | TYC Brother Industrial Co. Ltd. | 38000 | 59093 |
|  | Tyntek Corp. | 52000 | 29498 |
|  | Ubright Optronics Corp. | 10000 | 20564 |
|  | UDE Corp. | 17000 | 58313 |
|  | U-Ming Marine Transport Corp. | 82000 | 148145 |
|  | Unic Technology Corp. | 25000 | 18826 |
|  | Unimicron Technology Corp. | 159000 | 838016 |
|  # | Union Bank of Taiwan | 390253 | 235151 |
|  | Union Insurance Co. Ltd. | 10000 | 8719 |
|  | Unitech Computer Co. Ltd. | 19000 | 25663 |
|  | Unitech Printed Circuit Board Corp. | 113032 | 96253 |
|  | United Alloy-Tech Co. | 11000 | 19267 |
|  | United Orthopedic Corp. | 11000 | 44469 |
|  \*†† | Unity Opto Technology Co. Ltd. | 46000 | 0 |
|  | Univacco Technology, Inc. | 9000 | 13233 |
|  | Universal Cement Corp. | 94440 | 95041 |
|  | UPC Technology Corp. | 38316 | 12605 |
|  | USI Corp. | 59000 | 19818 |
|  | Utechzone Co. Ltd. | 4000 | 11270 |
|  | Value Valves Co. Ltd. | 7000 | 19062 |
|  | Ve Wong Corp. | 24000 | 30818 |
|  | Ventec International Group Co. Ltd. | 10000 | 29069 |
|  | VIA Labs, Inc. | 6000 | 16101 |

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**EMERGING MARKETS TARGETED VALUE PORTFOLIO** 

**CONTINUED** 

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) |
|  \* | Wafer Works Corp. | 30555 | $30980 |
|  | Wah Lee Industrial Corp. | 33660 | 98574 |
|  # | Walsin Lihwa Corp. | 245613 | 237901 |
|  | Walsin Technology Corp. | 41000 | 164510 |
|  | Walton Advanced Engineering, Inc. | 49000 | 38103 |
|  # | Wan Hai Lines Ltd. | 139000 | 370872 |
|  \* | We&Win Development Co. Ltd. | 26000 | 9408 |
|  | We&Win Diversification Co. Ltd. | 20000 | 13948 |
|  | WEI Chih Steel Industrial Co. Ltd. | 26000 | 13518 |
|  | Wei Chuan Foods Corp. | 66000 | 32287 |
|  | Weikeng Industrial Co. Ltd. | 69946 | 66700 |
|  | Well Shin Technology Co. Ltd. | 14000 | 23903 |
|  | Win Semiconductors Corp. | 41000 | 142526 |
|  \* | Winbond Electronics Corp. | 508732 | 889746 |
|  | Winstek Semiconductor Co. Ltd. | 6000 | 18612 |
|  | Wisdom Marine Lines Co. Ltd. | 80221 | 164351 |
|  | WNC Corp. | 43147 | 175083 |
|  | Wonderful Hi-Tech Co. Ltd. | 15000 | 22264 |
|  | WPG Holdings Ltd. | 295000 | 576953 |
|  | WT Microelectronics Co. Ltd. | 118721 | 550395 |
|  | WUS Printed Circuit Co. Ltd. | 28350 | 93426 |
|  | Xxentria Technology Materials Corp. | 28781 | 32307 |
|  | Ya Horng Electronic Co. Ltd. | 7000 | 12847 |
|  # | Yang Ming Marine Transport Corp. | 369000 | 688428 |
|  | YC INOX Co. Ltd. | 76633 | 47871 |
|  | Yea Shin International Development Co. Ltd. | 51053 | 41052 |
|  # | Yem Chio Co. Ltd. | 83706 | 36040 |
|  | YFC-Boneagle Electric Co. Ltd. | 14596 | 9912 |
|  | YFY, Inc. | 169000 | 139369 |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** | **Value»** |
|  TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) |
|  | Yi Jinn Industrial Co. Ltd. | 24150 | $| 12797 |
|  \* | Yieh Phui Enterprise Co. Ltd. | 177550 |  | 85041 |
|  | Young Fast Optoelectronics Co. Ltd. | 11000 |  | 19486 |
|  | Youngtek Electronics Corp. | 21000 |  | 40135 |
|  | Yuanta Futures Co. Ltd. | 28091 |  | 82198 |
|  | Yuen Foong Yu Consumer Products Co. Ltd. | 29000 |  | 36204 |
|  | Yulon Finance Corp. | 43050 |  | 134440 |
|  | Yulon Motor Co. Ltd. | 118886 |  | 126759 |
|  | Yung Chi Paint & Varnish Manufacturing Co. Ltd. | 13000 |  | 31682 |
|  | YungShin Global Holding Corp. | 35000 |  | 64078 |
|  | Yusin Holding Corp. | 9428 |  | 21148 |
|  | Zeng Hsing Industrial Co. Ltd. | 11520 |  | 34520 |
|  | Zenitron Corp. | 34000 |  | 38158 |
|  | Zhen Ding Technology Holding Ltd. | 127000 |  | 670625 |
|  \* | Zig Sheng Industrial Co. Ltd. | 68000 |  | 17061 |
|  | ZillTek Technology Corp. | 4000 |  | 26228 |
|  | Zippy Technology Corp. | 15000 |  | 25220 |
|  | Zyxel Group Corp. | 54930 |  | 62517 |
|  TOTAL TAIWAN | TOTAL TAIWAN | TOTAL TAIWAN |  | 52811559 |
|  THAILAND — (1.1%) | THAILAND — (1.1%) | THAILAND — (1.1%) | THAILAND — (1.1%) | THAILAND — (1.1%) |
|  | AAPICO Hitech PCL (AH/F TB) | 68970 |  | 26236 |
|  | AEON Thana Sinsap Thailand PCL | 15900 |  | 51877 |
|  | Amata Corp. PCL | 119300 |  | 53129 |
|  | AP Thailand PCL | 377800 |  | 101066 |
|  | Asia Plus Group Holdings PCL | 195300 |  | 13409 |
|  | Asian Sea Corp. PCL | 53800 |  | 12146 |
|  | Asset World Corp. PCL | 337000 |  | 22929 |
|  | Bangchak Corp. PCL | 160200 |  | 146154 |
|  | Bangkok Commercial Asset Management PCL | 331300 |  | 69160 |

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**EMERGING MARKETS TARGETED VALUE PORTFOLIO** 

**CONTINUED** 

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  THAILAND — (Continued) | THAILAND — (Continued) | THAILAND — (Continued) | THAILAND — (Continued) |
|  | Bangkok Land PCL | 2877600 | $44497 |
|  | Bangkok Life Assurance PCL, NVDR | 95400 | 53106 |
|  | Banpu PCL | 1160600 | 181260 |
|  | Berli Jucker PCL | 159700 | 90382 |
|  | Betagro PCL | 37300 | 18457 |
|  | BKI Holdings PCL | 15820 | 149711 |
|  | Cal-Comp Electronics Thailand PCL, Class F | 812421 | 153263 |
|  | CH Karnchang PCL | 79400 | 37570 |
|  | Dhipaya Group Holdings PCL | 53700 | 36204 |
|  | Dohome PCL | 181000 | 21831 |
|  | Frasers Property Thailand PCL | 79285 | 15693 |
|  | Gunkul Engineering PCL | 870500 | 55458 |
|  | Hana Microelectronics PCL | 76600 | 54960 |
|  | ICC International PCL | 15998 | 12122 |
|  | Indorama Ventures PCL | 41400 | 24455 |
|  | Jaymart Group Holdings PCL | 85500 | 20625 |
|  | JMT Network Services PCL | 132800 | 40043 |
|  | KGI Securities Thailand PCL | 258200 | 31302 |
|  | Kiatnakin Phatra Bank PCL | 35100 | 71372 |
|  | Lalin Property PCL | 79100 | 12231 |
|  # | Land & Houses PCL (LHF TB) | 927300 | 111844 |
|  | Lanna Resources PCL | 35700 | 17003 |
|  | LH Financial Group PCL | 755000 | 18212 |
|  | MBK PCL | 69810 | 35623 |
|  | MK Restaurants Group PCL | 61400 | 62188 |
|  | Northeast Rubber PCL | 270500 | 34801 |
|  | Polyplex Thailand PCL | 55700 | 16278 |
|  | Precious Shipping PCL | 105100 | 21777 |
|  \* | Property Perfect PCL | 1219230 | 2639 |
|  | PTG Energy PCL | 132300 | 32732 |
|  | PTT Global Chemical PCL | 246000 | 192098 |
|  | Ratchthani Leasing PCL | 485400 | 24019 |
|  # | Regional Container Lines PCL | 83400 | 66416 |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** | **Value»** |
|  THAILAND — (Continued) | THAILAND — (Continued) | THAILAND — (Continued) | THAILAND — (Continued) | THAILAND — (Continued) |
|  | Saha Pathana Inter-Holding PCL | 17700 | $| 24770 |
|  | Saha Pathanapibul PCL | 16100 |  | 28630 |
|  | Samart Corp. PCL | 185000 |  | 34328 |
|  | Sansiri PCL | 2225000 |  | 96335 |
|  | SCG Packaging PCL | 110300 |  | 62083 |
|  | Somboon Advance Technology PCL | 66900 |  | 27103 |
|  | SPCG PCL | 88600 |  | 22743 |
|  | Sri Trang Agro-Industry PCL | 146151 |  | 53787 |
|  | Sri Trang Gloves Thailand PCL | 205300 |  | 42539 |
|  | Srisawad Capital 1969 PCL, Class F | 249800 |  | 8575 |
|  \* | STP & I PCL | 171900 |  | 19245 |
|  | Supalai PCL | 184200 |  | 97412 |
|  | Thai Oil PCL | 132400 |  | 146383 |
|  | Thai Stanley Electric PCL (STANLY-R TB), NVDR | 4800 |  | 28724 |
|  | Thai Union Group PCL | 384400 |  | 155733 |
|  #\* | Thaicom PCL | 118200 |  | 34910 |
|  | Thaifoods Group PCL | 73800 |  | 10362 |
|  | Thanachart Capital PCL | 53000 |  | 83594 |
|  # | Thoresen Thai Agencies PCL | 351600 |  | 47844 |
|  | TIDLOR Holdings PCL | 154100 |  | 100080 |
|  | Tisco Financial Group PCL (TISCO/F TB) | 12700 |  | 42222 |
|  | TPI Polene PCL | 1008400 |  | 22454 |
|  | TPI Polene Power PCL | 434701 |  | 27694 |
|  | VGI PCL | 684800 |  | 26473 |
|  TOTAL THAILAND | TOTAL THAILAND | TOTAL THAILAND |  | 3500301 |
|  TURKEY — (0.9%) | TURKEY — (0.9%) | TURKEY — (0.9%) | TURKEY — (0.9%) | TURKEY — (0.9%) |
|  \* | Adese Alisveris Merkezleri Ticaret AS | 1499610 |  | 129987 |
|  | Aksa Akrilik Kimya Sanayii AS | 211332 |  | 62267 |
|  \* | Aksa Enerji Uretim AS | 21741 |  | 26861 |
|  \* | Aksigorta AS | 132399 |  | 21996 |
|  # | Alarko Holding AS | 45997 |  | 88082 |
|  | Albaraka Turk Katilim Bankasi AS | 207057 |  | 40445 |
|  | Anadolu Anonim Turk Sigorta Sirketi | 197523 |  | 108833 |

---

698

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##### [**Table of Contents**](#toc)
**EMERGING MARKETS TARGETED VALUE PORTFOLIO** 

**CONTINUED** 

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  TURKEY — (Continued) | TURKEY — (Continued) | TURKEY — (Continued) | TURKEY — (Continued) |
|  | Anadolu Hayat Emeklilik AS | 10998 | $26976 |
|  \* | Arcelik AS | 8717 | 22900 |
|  \* | ARD Grup Bilisim Teknolojileri AS | 31517 | 21776 |
|  | Aygaz AS | 14660 | 68812 |
|  \* | Baticim Bati Anadolu Cimento Sanayii AS | 175707 | 18336 |
|  \* | Bera Holding AS | 105274 | 45942 |
|  #\* | Borusan Birlesik Boru Fabrikalari Sanayi ve Ticaret AS | 8144 | 93185 |
|  | Bursa Cimento Fabrikasi AS | 89116 | 13698 |
|  \* | Can2 Termik AS | 702229 | 40384 |
|  # | Cimsa Cimento Sanayi VE Ticaret AS | 69895 | 78786 |
|  | Dogan Sirketler Grubu Holding AS | 238931 | 97019 |
|  | Dogu Aras Enerji Yatirimlari AS | 11534 | 15471 |
|  | Dogus Otomotiv Servis ve Ticaret AS | 14261 | 61135 |
|  | EGE Gubre Sanayii AS | 4688 | 11872 |
|  | EIS Eczacibasi Ilac ve Sinai ve Finansal Yatirimlar Sanayi ve Ticaret AS | 26631 | 57253 |
|  | Enerya Enerji AS | 231769 | 53809 |
|  \* | Esenboga Elektrik Uretim AS | 2 | 1 |
|  \* | Europen Endustri Insaat Sanayi VE Ticaret AS | 121073 | 25442 |
|  \* | Girsim Elektrik Sanayi Taahut Ve Ticaret AS | 21550 | 24142 |
|  | Global Yatirim Holding AS | 267426 | 74224 |
|  | Goknur Gida Maddeleri Ithalat Ihracat Ticaret Ve Sanayi AS | 36248 | 19860 |
|  | Goltas Goller Bolgesi Cimento Sanayi ve Ticaret AS | 2552 | 20157 |
|  \* | GSD Holding AS | 257244 | 29683 |
|  \* | Imas Makina Sanayi AS | 223295 | 28427 |
|  \* | Ipek Dogal Enerji Kaynaklari Arastirma Ve Uretim AS | 18922 | 35017 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  TURKEY — (Continued) | TURKEY — (Continued) | TURKEY — (Continued) | TURKEY — (Continued) |
|  \* | Is Finansal Kiralama AS | 66301 | $30344 |
|  \* | Isiklar Enerji ve Yapi Holding AS | 59047 | 47975 |
|  \* | Izdemir Enerji Elektrik Uretim AS | 77916 | 17843 |
|  \* | Kardemir Karabuk Demir Celik Sanayi ve Ticaret AS (KRDMA TI), Class A | 74160 | 50667 |
|  #\* | Kardemir Karabuk Demir Celik Sanayi ve Ticaret AS (KRDMD TI), Class D | 144418 | 93956 |
|  \* | Kayseri Seker Fabrikasi AS | 22586 | 9732 |
|  | Kervan Gida Sanayi Ve Ticaret AS | 219057 | 13386 |
|  \* | Kordsa Teknik Tekstil AS | 15454 | 20549 |
|  \* | Koza Anadolu Metal Madencilik Isletmeleri AS | 12539 | 26944 |
|  | Lokman Hekim Engurusag Saglik Turizm Egitim Hizmetleri ve Insaat Taahhut AS | 22356 | 8931 |
|  \* | NET Holding AS | 83578 | 98934 |
|  | Nuh Cimento Sanayi AS | 2709 | 15707 |
|  \* | ODAS Elektrik Uretim ve Sanayi Ticaret AS | 172068 | 24112 |
|  \* | Orge Enerji Elektrik Taahhut AS | 13181 | 21645 |
|  \* | Oyak Yatirim Menkul Degerler AS | 11684 | 15067 |
|  \* | Peker Gayrimenkul Yatirim Ortakligi AS | 320340 | 91379 |
|  | Sarkuysan Elektrolitik Bakir Sanayi ve Ticaret AS | 82877 | 30142 |
|  | Sekerbank Turk AS | 348287 | 66264 |
|  | Selcuk Ecza Deposu Ticaret ve Sanayi AS | 26314 | 48663 |
|  \* | TAV Havalimanlari Holding AS | 36389 | 228715 |
|  \* | Tekfen Holding AS | 31544 | 63131 |

---

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##### [**Table of Contents**](#toc)
**EMERGING MARKETS TARGETED VALUE PORTFOLIO** 

**CONTINUED** 

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** | **Value»** |
|  TURKEY — (Continued) | TURKEY — (Continued) | TURKEY — (Continued) | TURKEY — (Continued) | TURKEY — (Continued) |
|  \* | Tukas Gida Sanayi ve Ticaret AS | 602213 | $| 40952 |
|  \* | Turkiye Sinai Kalkinma Bankasi AS | 279313 |  | 85459 |
|  # | Ulker Biskuvi Sanayi AS | 34631 |  | 88855 |
|  \* | Vakif Finansal Kiralama AS | 468390 |  | 21869 |
|  \* | Yayla Agro Gida Sanayi VE Nakliyat AS | 33919 |  | 8865 |
|  TOTAL TURKEY | TOTAL TURKEY | TOTAL TURKEY |  | 2732864 |
|  UNITED ARAB EMIRATES — (1.9%) | UNITED ARAB EMIRATES — (1.9%) | UNITED ARAB EMIRATES — (1.9%) | UNITED ARAB EMIRATES — (1.9%) | UNITED ARAB EMIRATES — (1.9%) |
|  | Abu Dhabi National Hotels | 1071734 |  | 130060 |
|  | Abu Dhabi National Insurance Co. PSC | 28687 |  | 57158 |
|  \* | Abu Dhabi Ports Co. PJSC | 102757 |  | 128291 |
|  | ADNOC Logistics & Services | 49415 |  | 77190 |
|  | Agility Global PLC | 676622 |  | 200731 |
|  | Agthia Group PJSC | 52988 |  | 55806 |
|  | Ajman Bank PJSC | 102577 |  | 40776 |
|  \* | AL Seer Marine Supplies & Equipment Co. LLC | 29407 |  | 23787 |
|  | Aldar Properties PJSC | 383104 |  | 938649 |
|  | Amanat Holdings PJSC | 183087 |  | 57303 |
|  \* | Amlak Finance PJSC | 67214 |  | 31664 |
|  \* | Bank of Sharjah | 129355 |  | 45455 |
|  | Dana Gas PJSC | 815062 |  | 183751 |
|  | Deyaar Development PJSC | 265756 |  | 74632 |
|  | Dubai Financial Market PJSC | 156945 |  | 65866 |
|  | Dubai Investments PJSC | 334612 |  | 302582 |
|  | Dubai Islamic Bank PJSC | 441639 |  | 1142439 |
|  | Emaar Development PJSC | 174367 |  | 708289 |
|  | Emaar Properties PJSC | 40905 |  | 158288 |
|  \* | EMSTEEL Building Materials PJSC | 170002 |  | 54571 |
|  \* | Eshraq Investments PJSC | 292261 |  | 34428 |
|  \* | Ghitha Holding PJSC | 6301 |  | 40239 |
|  \* | Manazel PJSC | 286170 |  | 23363 |
|  \* | Modon Holding PSC | 265973 |  | 264256 |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** | **Value»** |
|  UNITED ARAB EMIRATES — (Continued) | UNITED ARAB EMIRATES — (Continued) | UNITED ARAB EMIRATES — (Continued) | UNITED ARAB EMIRATES — (Continued) | UNITED ARAB EMIRATES — (Continued) |
|  \* | Multiply Group PJSC | 433891 | $| 352548 |
|  | National Bank of Ras Al-Khaimah PSC | 106807 |  | 225289 |
|  | NMDC Group PJSC | 20177 |  | 131361 |
|  | Orascom Construction PLC | 3812 |  | 38027 |
|  | Pure Health Holding PJSC | 16046 |  | 12280 |
|  \* | RAK Properties PJSC | 273289 |  | 104998 |
|  | Ras Al Khaimah Ceramics PJSC | 86789 |  | 60732 |
|  | Sharjah Islamic Bank | 53224 |  | 42749 |
|  \* | Union Properties PJSC | 680886 |  | 149287 |
|  TOTAL UNITED ARAB EMIRATES | TOTAL UNITED ARAB EMIRATES |  |  | 5956845 |
|  TOTAL COMMON STOCKS | TOTAL COMMON STOCKS |  |  | 305083075 |
|  PREFERRED STOCKS — (0.2%) | PREFERRED STOCKS — (0.2%) | PREFERRED STOCKS — (0.2%) | PREFERRED STOCKS — (0.2%) | PREFERRED STOCKS — (0.2%) |
|  BRAZIL — (0.1%) | BRAZIL — (0.1%) | BRAZIL — (0.1%) | BRAZIL — (0.1%) | BRAZIL — (0.1%) |
|  | Alpargatas SA, 1.006% | 8000 |  | 15733 |
|  | Banco ABC Brasil SA, 8.457% | 16969 |  | 72576 |
|  W | Banco BMG SA, 7.859% | 39762 |  | 29785 |
|  \* | Banco BMG SA | 1633 |  | 1184 |
|  | Banco do Estado do Rio Grande do Sul SA, 9.033% | 45190 |  | 115412 |
|  | Banco Pan SA, 2.333% | 36881 |  | 70952 |
|  | Eucatex SA Industria e Comercio, 4.404% | 11000 |  | 34145 |
|  | Marcopolo SA, 7.858% | 54358 |  | 79719 |
|  | Randoncorp SA, 4.234% | 40000 |  | 44982 |
|  | Schulz SA, 6.913% | 16300 |  | 14755 |
|  \* | Usinas Siderurgicas de Minas Gerais SA Usiminas | 14600 |  | 15387 |
|  TOTAL BRAZIL | TOTAL BRAZIL | TOTAL BRAZIL |  | 494630 |
|  COLOMBIA — (0.1%) | COLOMBIA — (0.1%) | COLOMBIA — (0.1%) | COLOMBIA — (0.1%) | COLOMBIA — (0.1%) |
|  | Grupo Argos SA, 5.588% | 13078 |  | 40984 |
|  | Grupo Aval Acciones y Valores SA, 3.140% | 120328 |  | 24255 |

---

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##### [**Table of Contents**](#toc)
**EMERGING MARKETS TARGETED VALUE PORTFOLIO** 

**CONTINUED** 

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** | **Value»** |
|  COLOMBIA — (Continued) | COLOMBIA — (Continued) | COLOMBIA — (Continued) | COLOMBIA — (Continued) | COLOMBIA — (Continued) |
|  | Grupo de Inversiones Suramericana SA, 3.606% | 18080 | $| 191838 |
|  TOTAL COLOMBIA | TOTAL COLOMBIA |  |  | 257077 |
|  TOTAL PREFERRED STOCKS | TOTAL PREFERRED STOCKS |  |  | 751707 |
|  RIGHTS/WARRANTS — (0.0%) | RIGHTS/WARRANTS — (0.0%) |  |  |  |
|  TAIWAN — (0.0%) | TAIWAN — (0.0%) | TAIWAN — (0.0%) | TAIWAN — (0.0%) | TAIWAN — (0.0%) |
|  \* | National Aerospace Fasteners Corp. Rights 11/17/2025 | 1179 |  | 480 |
|  THAILAND — (0.0%) | THAILAND — (0.0%) |  |  |  |
|  \* | Better World Green PCL Warrants | 178433 |  | 0 |
|  TOTAL RIGHTS/WARRANTS | TOTAL RIGHTS/WARRANTS |  |  | 480 |
|  TOTAL INVESTMENT SECURITIES<br>(Cost $203,678,477) | TOTAL INVESTMENT SECURITIES<br>(Cost $203,678,477) |  |  | 305835262 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
|  SECURITIES LENDING COLLATERAL — (1.0%) | SECURITIES LENDING COLLATERAL — (1.0%) |  |  |
|  @§ | The DFA Short Term Investment Fund | 261473 | $&nbsp;&nbsp;&nbsp;&nbsp;3024458 |
|  TOTAL INVESTMENTS — (100.0%)<br>(Cost $206,702,935) | TOTAL INVESTMENTS — (100.0%)<br>(Cost $206,702,935) |  | $308859720 |

---

As of October 31, 2025, Emerging Markets Targeted Value Portfolio had entered into the following outstanding futures contracts:

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Description** | **Number of<br>Contracts** | **Expiration<br>Date** | **Notional<br>Value** | **Market<br>Value** | **Unrealized<br>Appreciation<br>(Depreciation)** |
|  **Long Position Contracts:** |  |  |  |  |  |
|  S&P 500<sup>®</sup> Emini Index | 7 | 12/19/25 | $2326928 | $2405900 | $78972 |
|  **Total Futures Contracts** |  |  | **$2326928** | **$2405900** | **$78972** |

---

As of October 31, 2025, the value of Rule 144A securities amounted to $19,537,052 or 6.4% of net assets.

Summary of the Portfolio's investments as of October 31, 2025, 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 | $8569023 |  |  | $8569023 |
| &nbsp;&nbsp;&nbsp;&nbsp; Chile |  | $745754 |  | 745754 |
| &nbsp;&nbsp;&nbsp;&nbsp; China | 3813294 | 88795532 | $30149 | 92638975 |
| &nbsp;&nbsp;&nbsp;&nbsp; Colombia | 559950 |  |  | 559950 |
| &nbsp;&nbsp;&nbsp;&nbsp; France | 193669 |  |  | 193669 |

---

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**EMERGING MARKETS TARGETED VALUE 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** |
| &nbsp;&nbsp;&nbsp;&nbsp; Greece |  | $2108317 |  | $2108317 |
| &nbsp;&nbsp;&nbsp;&nbsp; Hong Kong |  | 37815 |  | 37815 |
| &nbsp;&nbsp;&nbsp;&nbsp; Hungary |  | 273078 |  | 273078 |
| &nbsp;&nbsp;&nbsp;&nbsp; India | $199363 | 55801639 |  | 56001002 |
| &nbsp;&nbsp;&nbsp;&nbsp; Indonesia |  | 4759487 | $2563 | 4762050 |
| &nbsp;&nbsp;&nbsp;&nbsp; Kuwait |  | 2375221 |  | 2375221 |
| &nbsp;&nbsp;&nbsp;&nbsp; Malaysia |  | 4935755 |  | 4935755 |
| &nbsp;&nbsp;&nbsp;&nbsp; Mexico | 6817340 | 356563 |  | 7173903 |
| &nbsp;&nbsp;&nbsp;&nbsp; Philippines |  | 1226572 |  | 1226572 |
| &nbsp;&nbsp;&nbsp;&nbsp; Poland |  | 4543580 |  | 4543580 |
| &nbsp;&nbsp;&nbsp;&nbsp; Qatar |  | 1800145 |  | 1800145 |
| &nbsp;&nbsp;&nbsp;&nbsp; Saudi Arabia | 8846 | 7768579 |  | 7777425 |
| &nbsp;&nbsp;&nbsp;&nbsp; South Africa | 758750 | 8711121 |  | 9469871 |
| &nbsp;&nbsp;&nbsp;&nbsp; South Korea |  | 34879643 | 9758 | 34889401 |
| &nbsp;&nbsp;&nbsp;&nbsp; Taiwan |  | 52808012 | 3547 | 52811559 |
| &nbsp;&nbsp;&nbsp;&nbsp; Thailand | 81830 | 3418471 |  | 3500301 |
| &nbsp;&nbsp;&nbsp;&nbsp; Turkey |  | 2732864 |  | 2732864 |
| &nbsp;&nbsp;&nbsp;&nbsp; United Arab Emirates |  | 5956845 |  | 5956845 |
|  Preferred Stocks |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Brazil | 494630 |  |  | 494630 |
| &nbsp;&nbsp;&nbsp;&nbsp; Colombia | 257077 |  |  | 257077 |
|  Rights/Warrants |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Taiwan |  | 480 |  | 480 |
| &nbsp;&nbsp;&nbsp;&nbsp; Thailand |  |  |  |  |
|  Securities Lending Collateral |  | 3024458 |  | 3024458 |
|  Total Investments in Securities | $21753772 | $287059931 | $46,017<> | $308859720 |
|  **Financial Instruments** |  |  |  |  |
|  **Assets** |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Futures Contracts\*\* | 78972 |  |  | 78972 |
|  Total Financial Instruments | $78972 |  |  | $78972 |

---

\*\* Valued at the unrealized appreciation/(depreciation) on the investment.

---

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

---

See accompanying Notes to Financial Statements.

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##### [**Table of Contents**](#toc)
**EMERGING MARKETS EX CHINA CORE EQUITY PORTFOLIO** 

**SCHEDULE OF INVESTMENTS** 

**October 31, 2025** 

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  COMMON STOCKS — (98.1%) | COMMON STOCKS — (98.1%) |  |  |
|  BRAZIL — (4.0%) | BRAZIL — (4.0%) |  |  |
|  \* | Allianca Saude e Participacoes SA | 700 | $805 |
|  | Allied Tecnologia SA | 30010 | 56953 |
|  | Allos SA | 78384 | 363514 |
|  | Alupar Investimento SA | 36439 | 220668 |
|  | Ambev SA (ABEV US), ADR | 84521 | 195243 |
|  | Ambev SA (ABEV3 BZ) | 164200 | 387918 |
|  | Anima Holding SA | 108400 | 71126 |
|  | Armac Locacao Logistica E Servicos SA | 30400 | 21190 |
|  | Auren Energia SA | 78407 | 160167 |
|  | B3 SA - Brasil Bolsa Balcao | 438191 | 1031143 |
|  | Banco Bradesco SA (BBDC3 BZ) | 109730 | 315528 |
|  | Banco BTG Pactual SA | 52669 | 477941 |
|  | Banco do Brasil SA | 117924 | 480030 |
|  | Banco Santander Brasil SA | 286869 | 1660443 |
|  | BB Seguridade Participacoes SA | 96073 | 586622 |
|  | Bemobi Mobile Tech SA | 22569 | 98373 |
|  \* | Blau Farmaceutica SA | 13500 | 33575 |
|  | Boa Safra Sementes SA | 18564 | 36231 |
|  | BR Advisory Partners Participacoes SA | 27900 | 100607 |
|  | BrasilAgro - Co. Brasileira de Propriedades Agricolas | 21400 | 79475 |
|  \* | Brava Energia | 13302 | 36496 |
|  | C&A Modas SA | 61300 | 185155 |
|  | Caixa Seguridade Participacoes SA | 21431 | 59633 |
|  | Camil Alimentos SA | 14000 | 14260 |
|  | Centrais Eletricas Brasileiras SA | 110789 | 1147439 |
|  \* | Cia Brasileira de Aluminio | 79642 | 76830 |
|  \* | Cia Brasileira de Distribuicao | 99973 | 69870 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  BRAZIL — (Continued) | BRAZIL — (Continued) |  |  |
|  | Cia de Saneamento Basico do Estadode Sao Paulo SABESP (SBS US), ADR | 18688 | $458604 |
|  | Cia de Saneamento Basico do Estadode Sao Paulo SABESP (SBSP3 BZ) | 28000 | 686110 |
|  | Cia de Saneamento de Minas Gerais Copasa MG | 41300 | 290101 |
|  | Cia De Sanena Do Parana (SAPR11 BZ) | 66800 | 428120 |
|  | Cia De Sanena Do Parana (SAPR3 BZ)  | 49000 | 65030 |
|  | Cia Energetica de Minas Gerais (CMIG3 BZ) | 68013 | 183814 |
|  | Cia Paranaense de Energia - Copel | 132329 | 322463 |
|  | Cia Siderurgica Nacional SA (CSNA3 BZ) | 289646 | 508231 |
|  | Cogna Educacao SA | 795158 | 552773 |
|  | Construtora Tenda SA | 25800 | 113032 |
|  \* | Cosan SA | 72962 | 83405 |
|  | CPFL Energia SA | 21169 | 163687 |
|  | Cruzeiro do Sul Educacional SA | 100500 | 108907 |
|  | CSU Digital SA | 7400 | 24552 |
|  | Cury Construtora e Incorporadora SA | 50200 | 326023 |
|  | Cyrela Brazil Realty SA Empreendimentos e Participacoes | 89900 | 509160 |
|  W | Desktop SA | 45900 | 130535 |
|  | Dexco SA | 135919 | 135415 |
|  | Dimed SA Distribuidora da Medicamentos | 32800 | 57248 |
|  | Direcional Engenharia SA | 88863 | 280466 |
|  | EcoRodovias Infraestrutura e Logistica SA | 78600 | 116440 |
|  | Embraer SA (EMBR3 BZ) | 17800 | 287813 |
|  | Embraer SA (ERJ US), Sponsored ADR | 5048 | 325495 |

---

703

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##### [**Table of Contents**](#toc)
**EMERGING MARKETS EX CHINA CORE EQUITY PORTFOLIO** 

**CONTINUED** 

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  BRAZIL — (Continued) | BRAZIL — (Continued) |  |  |
|  | Empreendimentos Pague Menos SA | 92983 | $67405 |
|  | Energisa SA | 50391 | 485463 |
|  \* | Eneva SA | 116924 | 397936 |
|  | Engie Brasil Energia SA | 31000 | 230485 |
|  | Equatorial Energia SA | 116415 | 793057 |
|  | Eternit SA | 11831 | 9148 |
|  | Even Construtora e Incorporadora SA | 45200 | 62592 |
|  | Ez Tec Empreendimentos e Participacoes SA | 41800 | 144126 |
|  | Fleury SA | 84097 | 227439 |
|  | Fras-Le SA | 12990 | 55413 |
|  # | Gerdau SA, Sponsored ADR | 208348 | 727135 |
|  W | GPS Participacoes e Empreendimentos SA | 49352 | 174477 |
|  | Grendene SA | 103598 | 101288 |
|  | Grupo Mateus SA | 138002 | 165194 |
|  | Grupo SBF SA | 45800 | 109904 |
|  | Guararapes Confeccoes SA | 39800 | 74940 |
|  \*W | Hapvida Participacoes e Investimentos SA | 43640 | 253731 |
|  | Hypera SA | 96363 | 462833 |
|  | Intelbras SA Industria de Telecomunicacao Eletronica Brasileira | 7898 | 17558 |
|  | Iochpe Maxion SA | 37600 | 76529 |
|  | Irani Papel e Embalagem SA | 33300 | 55212 |
|  \* | IRB-Brasil Resseguros SA | 29015 | 266097 |
|  \* | Jalles Machado SA | 60949 | 31041 |
|  \* | JBS NV, BDR | 86831 | 1153830 |
|  | JHSF Participacoes SA | 146300 | 179206 |
|  | JSL SA | 36000 | 36134 |
|  | Kepler Weber SA | 42500 | 73072 |
|  | Klabin SA | 318965 | 1069551 |
|  | Lavvi Empreendimentos Imobiliarios SA | 23722 | 65920 |
|  | Localiza Rent a Car SA | 163591 | 1199273 |
|  | LOG Commercial Properties e Participacoes SA | 12500 | 55066 |
|  \* | Log-in Logistica Intermodal SA | 2700 | 16561 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  BRAZIL — (Continued) | BRAZIL — (Continued) |  |  |
|  | Lojas Quero-Quero SA | 65679 | $25637 |
|  | Lojas Renner SA | 314903 | 868625 |
|  W | LWSA SA | 117827 | 85633 |
|  | M Dias Branco SA | 15121 | 82407 |
|  | Magazine Luiza SA | 107722 | 169594 |
|  | Mahle Metal Leve SA | 16300 | 90378 |
|  | Marcopolo SA | 59680 | 75655 |
|  | MBRF Global Foods Co. SA | 83950 | 278848 |
|  \*W | Meliuz SA | 41224 | 34251 |
|  | Melnick Even Desenvolvimento Imobiliario SA | 39400 | 28781 |
|  | Mills Locacao Servicos e Logistica SA | 59365 | 144000 |
|  \* | Minerva SA | 56414 | 75289 |
|  W | Mitre Realty Empreendimentos E Participacoes LTDA | 15300 | 10409 |
|  | Motiva Infraestrutura de Mobilidade SA | 179519 | 529886 |
|  | Moura Dubeux Engenharia SA | 22406 | 115155 |
|  | Movida Participacoes SA | 65109 | 99117 |
|  | MPM Corporeos SA | 49534 | 10588 |
|  \* | MRV Engenharia e Participacoes SA | 126876 | 178288 |
|  | Multiplan Empreendimentos Imobiliarios SA | 56493 | 288663 |
|  \* | Natura Cosmeticos SA | 243682 | 408103 |
|  | Neoenergia SA | 35807 | 194212 |
|  \* | Oceanpact Servicos Maritimos SA | 56000 | 79004 |
|  | Odontoprev SA | 77420 | 183191 |
|  \* | Oncoclinicas do Brasil Servicos Medicos SA | 34929 | 14089 |
|  \* | Orizon Valorizacao de Residuos SA | 4156 | 42843 |
|  | Pet Center Comercio e Participacoes SA | 58396 | 40378 |
|  | Petroleo Brasileiro SA - Petrobras | 733002 | 4293143 |
|  | Petroleo Brasileiro SA - Petrobras (PBRA US), Sponsored ADR | 221043 | 2442525 |
|  | Petroreconcavo SA | 50797 | 117269 |

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**CONTINUED** 

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| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  BRAZIL — (Continued) | BRAZIL — (Continued) |  |  |
|  | Plano & Plano Desenvolvimento Imobiliario SA | 20800 | $56485 |
|  | Porto Seguro SA | 41000 | 366184 |
|  | Positivo Tecnologia SA | 49600 | 37892 |
|  | Priner Servicos Industriais SA | 16177 | 46006 |
|  \* | PRIO SA | 177034 | 1185612 |
|  | Profarma Distribuidora de Produtos Farmaceuticos SA | 4800 | 7494 |
|  | Qualicorp Consultoria e Corretora de Seguros SA | 118300 | 59590 |
|  | Raia Drogasil SA | 61260 | 227734 |
|  W | Rede D'Or Sao Luiz SA | 15717 | 126613 |
|  | Romi SA | 13303 | 20128 |
|  | Rumo SA | 81376 | 240803 |
|  | Sao Carlos Empreendimentos e Participacoes SA | 3638 | 14153 |
|  | Sao Martinho SA | 56621 | 147763 |
|  | Sendas Distribuidora SA (ASAI3 BZ) | 455639 | 728352 |
|  W | Ser Educacional SA | 56800 | 107478 |
|  | Simpar SA | 126800 | 108889 |
|  | SLC Agricola SA | 55056 | 165272 |
|  | Smartfit Escola de Ginastica e Danca SA | 91269 | 427170 |
|  | Suzano SA (SUZB3 BZ) | 107492 | 976828 |
|  | Tegma Gestao Logistica SA | 15400 | 104280 |
|  # | Telefonica Brasil SA (VIV US), ADR | 11295 | 134749 |
|  | Telefonica Brasil SA (VIVT3 BZ) | 54320 | 323500 |
|  | TIM SA | 176200 | 795527 |
|  | TOTVS SA | 44388 | 366081 |
|  | Transmissora Alianca de Energia Eletrica SA | 71600 | 507060 |
|  | Tres Tentos Agroindustrial SA | 32995 | 98189 |
|  | Trisul SA | 30600 | 43455 |
|  | Tupy SA | 19600 | 45102 |
|  | Ultrapar Participacoes SA (UGPA3 BZ) | 132626 | 527797 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  BRAZIL — (Continued) | BRAZIL — (Continued) |  |  |
|  | Unifique Telecomunicacoes SA | 50200 | $44975 |
|  | Unipar Carbocloro SA | 5775 | 64298 |
|  \* | Usinas Siderurgicas de Minas Gerais SA Usiminas | 25300 | 26476 |
|  | Vale SA (VALE US), Sponsored ADR | 261986 | 3167411 |
|  | Vale SA (VALE3 BZ) | 183800 | 2229535 |
|  | Valid Solucoes e Servicos de Seguranca em Meios de Pagamento e Identificacao SA | 25700 | 105810 |
|  | Vamos Locacao de Caminhoes Maquinas e Equipamentos SA | 147985 | 89122 |
|  | Veste SA Estilo | 8910 | 7867 |
|  | Vibra Energia SA | 270973 | 1198739 |
|  | Vittia SA | 6400 | 5746 |
|  | Vivara Participacoes SA | 38400 | 222694 |
|  | Vulcabras SA | 17164 | 73697 |
|  | WEG SA | 100500 | 786448 |
|  | Wiz Co | 25600 | 39542 |
|  | YDUQS Participacoes SA | 99667 | 263249 |
|  TOTAL BRAZIL | TOTAL BRAZIL | TOTAL BRAZIL | 50290031 |
|  CHILE — (0.7%) | CHILE — (0.7%) |  |  |
|  | Administradora de Fondos de Pensiones Habitat SA | 28061 | 43410 |
|  | Aguas Andinas SA, Class A | 640658 | 244111 |
|  | Banco de Chile (BCH US), ADR | 18151 | 633651 |
|  | Banco de Credito e Inversiones SA | 8124 | 416934 |
|  | Banco Itau Chile SA | 2790 | 50658 |
|  | Banco Santander Chile (BSAC US), ADR | 8394 | 240908 |
|  | Banco Santander Chile (BSAN CI) | 3224173 | 232956 |
|  | Besalco SA | 26160 | 30749 |
|  | Bicecorp SA | 375288 | 131392 |
|  \* | CAP SA | 17352 | 115951 |
|  | Cencosud SA | 199500 | 617934 |

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| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  CHILE — (Continued) | CHILE — (Continued) |  |  |
|  | Cencosud Shopping SA | 75632 | $179367 |
|  | Cia Cervecerias Unidas SA (CCU CI) | 38448 | 244903 |
|  # | Cia Cervecerias Unidas SA (CCU US), Sponsored ADR | 2514 | 32431 |
|  | Cia Sud Americana de Vapores SA | 4797328 | 238463 |
|  | Colbun SA | 1652012 | 248290 |
|  | Embotelladora Andina SA, ADR, Class B | 11505 | 311325 |
|  | Empresa Nacional de Telecomunicaciones SA | 85373 | 406675 |
|  | Empresas CMPC SA | 167426 | 241791 |
|  | Empresas Copec SA | 66185 | 472798 |
|  | Enel Americas SA (ENELAM CI) | 1190699 | 112571 |
|  | Enel Chile SA (ENELCHIL CI) | 2979451 | 227415 |
|  | Engie Energia Chile SA | 147721 | 212808 |
|  | Falabella SA | 30229 | 190351 |
|  | Forus SA | 13556 | 31341 |
|  | Instituto de Diagnostico SA | 5827 | 16801 |
|  | Inversiones Aguas Metropolitanas SA | 183489 | 185032 |
|  | Inversiones La Construccion SA | 16231 | 258346 |
|  | Latam Airlines Group SA | 17898107 | 406765 |
|  # | Latam Airlines Group SA, ADR | 2442 | 109866 |
|  \* | Multiexport Foods SA | 50860 | 14098 |
|  | Parque Arauco SA | 129176 | 360145 |
|  | Plaza SA | 95040 | 267440 |
|  | Ripley Corp. SA | 389092 | 189057 |
|  | Salfacorp SA | 242422 | 266264 |
|  | Sigdo Koppers SA | 25113 | 36535 |
|  | SMU SA | 1132190 | 184103 |
|  | Sociedad Matriz SAAM SA | 1087608 | 144011 |
|  #\* | Sociedad Quimica y Minera de Chile SA, Sponsored ADR | 3338 | 163529 |
|  | SONDA SA | 206223 | 74799 |
|  | Vina Concha y Toro SA | 164302 | 179154 |
|  TOTAL CHILE | TOTAL CHILE | TOTAL CHILE | 8765128 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| COLOMBIA — (0.2%) | COLOMBIA — (0.2%) |  |  |
|  | Celsia SA | 80851 | $102567 |
|  | Cementos Argos SA | 85190 | 228077 |
|  \* | Corp. Financiera Colombiana SA | 48312 | 228358 |
|  | Grupo Argos SA | 74128 | 334614 |
|  | Grupo Cibest SA | 23541 | 381696 |
|  | Grupo Cibest SA, ADR | 8441 | 489916 |
|  | Grupo de Inversiones Suramericana SA | 19039 | 231451 |
|  | Grupo Energia Bogota SA ESP | 166611 | 136153 |
|  | Interconexion Electrica SA ESP | 26154 | 169625 |
|  | Mineros SA | 59641 | 210425 |
|  | Organizacion Terpel SA | 16709 | 71350 |
|  | Promigas SA ESP | 7558 | 12607 |
| TOTAL COLOMBIA | TOTAL COLOMBIA |  | 2596839 |
| CZECH REPUBLIC — (0.2%) | CZECH REPUBLIC — (0.2%) |  |  |
|  | CEZ AS | 15989 | 979144 |
|  | Komercni Banka AS | 7982 | 408328 |
|  W | Moneta Money Bank AS | 88265 | 747119 |
|  | Philip Morris CR AS | 169 | 144069 |
| TOTAL CZECH REPUBLIC | TOTAL CZECH REPUBLIC |  | 2278660 |
|  EGYPT — (0.0%) | EGYPT — (0.0%) |  |  |
|  | Commercial International Bank - Egypt (CIB) (CBKD LI), GDR | 55885 | 119147 |
|  | Commercial International Bank - Egypt (CIB) (CMGGF US), GDR | 131835 | 281469 |
| TOTAL EGYPT | TOTAL EGYPT |  | 400616 |
|  FRANCE — (0.0%) | FRANCE — (0.0%) |  |  |
|  | Carrefour SA, BDR | 20662 | 327676 |
|  GREECE — (0.8%) | GREECE — (0.8%) |  |  |
|  | Aegean Airlines SA | 11869 | 180159 |
|  \* | Aktor SA Holding Co. Technical & Energy Projects | 6251 | 60666 |
|  | Alpha Bank SA | 262104 | 1027502 |
|  | Athens International Airport SA | 10406 | 120124 |

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| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  GREECE — (Continued) | GREECE — (Continued) |  |  |
|  | Athens Water Supply & Sewage Co. SA | 7308 | $58487 |
|  | Autohellas Tourist & Trading SA | 4052 | 51670 |
|  | Avax SA | 8062 | 22272 |
|  | Bank of Greece | 5783 | 98697 |
|  | Ellaktor SA | 24740 | 44394 |
|  # | ElvalHalcor SA | 19905 | 73364 |
|  | Eurobank Ergasias Services & Holdings SA | 249311 | 937809 |
|  | Fourlis Holdings SA | 13371 | 63243 |
|  | GEK Terna SA | 15008 | 400562 |
|  | Hellenic Exchanges - Athens Stock Exchange SA | 13812 | 99328 |
|  | Hellenic Telecommunications Organization SA | 19276 | 361980 |
|  | Helleniq Energy Holdings SA | 41283 | 363107 |
|  | Holding Co. ADMIE IPTO SA | 34528 | 118728 |
|  | Ideal Holdings SA | 3864 | 26160 |
|  # | Intracom Holdings SA | 17092 | 65830 |
|  | Jumbo SA | 15454 | 490397 |
|  | Kri-Kri Milk Industry SA | 3698 | 83913 |
|  \* | LAMDA Development SA | 19123 | 163109 |
|  \* | Metlen Energy & Metals PLC | 17887 | 906427 |
|  | Motor Oil Hellas Corinth Refineries SA | 15859 | 475255 |
|  | National Bank of Greece SA | 42409 | 623349 |
|  | OPAP SA | 16415 | 339367 |
|  # | Optima bank SA | 32733 | 303133 |
|  | Piraeus Financial Holdings SA | 144597 | 1129333 |
|  | Piraeus Port Authority SA | 2285 | 113253 |
|  | Profile Systems & Software SA | 1902 | 15803 |
|  | Public Power Corp. SA | 16808 | 291907 |
|  | Quest Holdings SA | 10392 | 84384 |
|  | Sarantis SA | 6337 | 92122 |
|  | Thrace Plastics Holding & Co. | 6640 | 29793 |
|  | Titan SA (TITC BB) | 7464 | 331559 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  GREECE — (Continued) | GREECE — (Continued) |  |  |
|  | Titan SA (TITC GA) | 1862 | $83371 |
|  TOTAL GREECE | TOTAL GREECE | TOTAL GREECE | 9730557 |
|  HUNGARY — (0.3%) | HUNGARY — (0.3%) |  |  |
|  #\* | 4iG Nyrt | 8332 | 99535 |
|  | ANY Security Printing Co. | 1850 | 38478 |
|  | Magyar Telekom Telecommunications PLC | 90034 | 471883 |
|  | MOL Hungarian Oil & Gas PLC | 82848 | 728798 |
|  | Opus Global Nyrt | 41353 | 67189 |
|  | OTP Bank Nyrt | 21900 | 2090473 |
|  | Richter Gedeon Nyrt | 5839 | 179865 |
|  TOTAL HUNGARY | TOTAL HUNGARY | TOTAL HUNGARY | 3676221 |
|  INDIA — (23.2%) | INDIA — (23.2%) |  |  |
|  | 360 ONE WAM Ltd. | 17248 | 210551 |
|  | 3M India Ltd. | 572 | 190542 |
|  | 63 Moons Technologies Ltd. | 8503 | 76289 |
|  | Aarti Drugs Ltd. | 10228 | 56489 |
|  | Aarti Industries Ltd. | 26945 | 115561 |
|  | Aarti Pharmalabs Ltd. | 15040 | 143506 |
|  \* | Aavas Financiers Ltd. | 14079 | 261509 |
|  | ABB India Ltd. | 4772 | 280698 |
|  | ACC Ltd. | 8850 | 187160 |
|  | Accelya Solutions India Ltd. | 1250 | 19530 |
|  | Action Construction Equipment Ltd. | 12494 | 154982 |
|  \* | Adani Energy Solutions Ltd. | 96278 | 1061806 |
|  | Adani Enterprises Ltd. | 5614 | 156345 |
|  \* | Adani Green Energy Ltd. | 2031 | 25959 |
|  | Adani Ports & Special Economic Zone Ltd. | 76355 | 1247856 |
|  \* | Adani Power Ltd. | 597935 | 1062652 |
|  | Adani Total Gas Ltd. | 28502 | 202110 |
|  | ADF Foods Ltd. | 15698 | 39095 |
|  \* | Aditya Birla Capital Ltd. | 161410 | 591195 |
|  \* | Aditya Birla Fashion & Retail Ltd. | 65024 | 59435 |
|  \* | Aditya Birla Lifestyle Brands Ltd. | 65024 | 97930 |
|  | Aditya Birla Real Estate Ltd. | 9815 | 209019 |
|  | Aditya Birla Sun Life Asset Management Co. Ltd. | 14092 | 120214 |

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| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  INDIA — (Continued) | INDIA — (Continued) |  |  |
|  W | Aditya Vision Ltd. | 2682 | $17202 |
|  | Advanced Enzyme Technologies Ltd. | 17159 | 59314 |
|  | Advent Hotels International Pvt Ltd. | 4757 | 16757 |
|  | Aegis Logistics Ltd. | 32753 | 275223 |
|  | Aeroflex Industries Ltd. | 5898 | 12412 |
|  \* | Aether Industries Ltd. | 8359 | 70839 |
|  | AGI Greenpac Ltd. | 9186 | 85030 |
|  | Ahluwalia Contracts India Ltd. | 11417 | 121937 |
|  | AIA Engineering Ltd. | 12890 | 473835 |
|  | Ajanta Pharma Ltd. | 13477 | 374982 |
|  | Ajmera Realty & Infra India Ltd. | 5651 | 68096 |
|  | Akzo Nobel India Ltd. | 2999 | 109729 |
|  | Alembic Ltd. | 33100 | 37114 |
|  | Alembic Pharmaceuticals Ltd. | 18458 | 186882 |
|  | Alkem Laboratories Ltd. | 5869 | 362671 |
|  | Alkyl Amines Chemicals | 4618 | 96534 |
|  | Allcargo Logistics Ltd. | 101641 | 39283 |
|  | Amara Raja Energy & Mobility Ltd. | 51932 | 587749 |
|  \* | Amber Enterprises India Ltd. | 5383 | 486600 |
|  | Ambika Cotton Mills Ltd. | 566 | 8671 |
|  | Ambuja Cements Ltd | 65025 | 413786 |
|  | Amrutanjan Health Care Ltd. | 3492 | 28542 |
|  | Anant Raj Ltd. | 36315 | 263268 |
|  | Andhra Sugars Ltd. | 11068 | 10159 |
|  | Angel One Ltd. | 21910 | 615790 |
|  \* | Antelopus Selan Energy Ltd. | 3303 | 21351 |
|  \*W | Antony Waste Handling Cell Ltd. | 6735 | 41228 |
|  | Anup Engineering Ltd. | 3082 | 80516 |
|  | Anupam Rasayan India Ltd. | 3436 | 41347 |
|  | Apar Industries Ltd. | 4913 | 479503 |
|  | Apcotex Industries Ltd. | 7545 | 30326 |
|  | APL Apollo Tubes Ltd. | 24600 | 497642 |
|  | Apollo Hospitals Enterprise Ltd. | 13882 | 1200668 |
|  | Apollo Micro Systems Ltd. | 59115 | 184620 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  INDIA — (Continued) | INDIA — (Continued) |  |  |
|  | Apollo Pipes Ltd. | 1408 | $4909 |
|  | Apollo Tyres Ltd. | 130244 | 735068 |
|  | Aptus Value Housing Finance India Ltd. | 94254 | 338230 |
|  \* | Arman Financial Services Ltd. | 2204 | 40592 |
|  | Artemis Medicare Services Ltd. | 9823 | 27419 |
|  | Arvind Fashions Ltd. | 28086 | 158841 |
|  | Arvind Ltd. | 62284 | 224519 |
|  | Arvind SmartSpaces Ltd. | 2067 | 14890 |
|  | Asahi India Glass Ltd. | 25934 | 269198 |
|  | Ashapura Minechem Ltd. | 9804 | 73474 |
|  | Ashiana Housing Ltd. | 14741 | 46490 |
|  | Ashok Leyland Ltd. | 806476 | 1283124 |
|  \* | Ashoka Buildcon Ltd. | 67324 | 155674 |
|  | Asian Paints Ltd. | 30223 | 854459 |
|  | Associated Alcohols & Breweries Ltd. | 3899 | 53259 |
|  W | Aster DM Healthcare Ltd. | 70402 | 537497 |
|  | Astra Microwave Products Ltd. | 10836 | 127294 |
|  | Astral Ltd. | 12545 | 204460 |
|  | AstraZeneca Pharma India Ltd. | 1328 | 142244 |
|  | Atul Ltd. | 3839 | 249590 |
|  W | AU Small Finance Bank Ltd. | 71553 | 705479 |
|  | AurionPro Solutions Ltd. | 4452 | 60542 |
|  | Aurobindo Pharma Ltd. | 64911 | 836397 |
|  | Automotive Axles Ltd. | 895 | 17120 |
|  | Avadh Sugar & Energy Ltd. | 3168 | 15424 |
|  | Avantel Ltd. | 38083 | 73630 |
|  | Avanti Feeds Ltd. | 16537 | 129783 |
|  \*W | Avenue Supermarts Ltd. | 4658 | 217764 |
|  \* | AWL Agri Business Ltd. | 64859 | 200038 |
|  | Axis Bank Ltd. (AXSB IN) | 296921 | 4118851 |
|  \* | AXISCADES Technologies Ltd. | 1290 | 23279 |
|  | Bajaj Auto Ltd. | 7571 | 758648 |
|  \* | Bajaj Consumer Care Ltd. | 22410 | 69930 |
|  | Bajaj Finance Ltd. | 325118 | 3826438 |
|  | Bajaj Finserv Ltd. | 28992 | 681955 |

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| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  INDIA — (Continued) | INDIA — (Continued) |  |  |
|  \* | Bajaj Hindusthan Sugar Ltd. | 122007 | $30329 |
|  | Bajaj Holdings & Investment Ltd. | 3089 | 428478 |
|  | Balaji Amines Ltd. | 1650 | 26101 |
|  | Balkrishna Industries Ltd. | 18179 | 467567 |
|  | Balmer Lawrie & Co. Ltd. | 21317 | 48356 |
|  | Balrampur Chini Mills Ltd. | 42518 | 219429 |
|  | Balu Forge Industries Ltd. | 1139 | 8162 |
|  | Banco Products India Ltd. | 16872 | 134847 |
|  W | Bandhan Bank Ltd. | 265828 | 467990 |
|  | Bank of Baroda | 154395 | 483243 |
|  | Bank of India | 155774 | 245562 |
|  | Bank of Maharashtra | 262660 | 174808 |
|  | Bannari Amman Sugars Ltd. | 618 | 25040 |
|  | BASF India Ltd. | 3607 | 179143 |
|  | Bata India Ltd | 14618 | 175719 |
|  | Bayer CropScience Ltd. | 4265 | 234266 |
|  | BCL Industries Ltd. | 57245 | 25654 |
|  | BEML Ltd. | 2206 | 108950 |
|  | Berger Paints India Ltd. | 32623 | 198836 |
|  \* | BF Utilities Ltd. | 5803 | 48064 |
|  | Bhagiradha Chemicals & Industries Ltd. | 3660 | 10224 |
|  | Bhansali Engineering Polymers Ltd. | 47575 | 52828 |
|  | Bharat Bijlee Ltd. | 2394 | 81540 |
|  | Bharat Dynamics Ltd. | 2525 | 43601 |
|  | Bharat Electronics Ltd. | 342534 | 1642910 |
|  | Bharat Forge Ltd. | 46148 | 685958 |
|  | Bharat Heavy Electricals Ltd. | 128328 | 381949 |
|  | Bharat Petroleum Corp. Ltd. | 147195 | 589510 |
|  | Bharat Rasayan Ltd. | 365 | 44487 |
|  | Bharti Airtel Ltd. | 313099 | 7274174 |
|  | Biocon Ltd. | 85680 | 359795 |
|  | Birla Corp. Ltd. | 6698 | 88380 |
|  | BirlaNu Ltd. | 1089 | 23464 |
|  | Birlasoft Ltd. | 47548 | 198497 |
|  \* | BL Kashyap & Sons Ltd. | 20182 | 13430 |
|  | Black Box Ltd. | 12051 | 71841 |
|  | Bliss Gvs Pharma Ltd. | 7243 | 12787 |
|  | BLS International Services Ltd. | 15031 | 53241 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  INDIA — (Continued) | INDIA — (Continued) |  |  |
|  | Blue Dart Express Ltd. | 1964 | $143642 |
|  | Blue Star Ltd. | 21273 | 462038 |
|  \* | Bluspring Enterprises Ltd. | 25700 | 23327 |
|  | Bombay Burmah Trading Co. | 9103 | 203274 |
|  | Bombay Dyeing & Manufacturing Co. Ltd. | 39140 | 72276 |
|  \* | Borosil Ltd. | 11332 | 43628 |
|  \* | Borosil Renewables Ltd. | 3713 | 26917 |
|  \* | Borosil Scientific Ltd. | 1931 | 2979 |
|  | Bosch Ltd. | 314 | 131772 |
|  | Brigade Enterprises Ltd. | 40583 | 473387 |
|  \* | Brightcom Group Ltd. | 479160 | 73443 |
|  | Britannia Industries Ltd. | 14660 | 965929 |
|  | BSE Ltd. | 32628 | 911889 |
|  \* | Camlin Fine Sciences Ltd. | 22865 | 50176 |
|  | Campus Activewear Ltd. | 29039 | 91247 |
|  | Can Fin Homes Ltd. | 31355 | 304512 |
|  | Canara Bank | 337267 | 518909 |
|  | Cantabil Retail India Ltd. | 6559 | 19207 |
|  \* | Capacit'e Infraprojects Ltd. | 16597 | 53382 |
|  | Capital Small Finance Bank Ltd. | 3274 | 10419 |
|  | Caplin Point Laboratories Ltd. | 7519 | 171680 |
|  | Carborundum Universal Ltd. | 22547 | 229334 |
|  | Care Ratings Ltd. | 6691 | 120444 |
|  \* | Cartrade Tech Ltd. | 11870 | 400823 |
|  | Carysil Ltd. | 5598 | 58869 |
|  | Castrol India Ltd. | 123693 | 271409 |
|  | CCL Products India Ltd. | 24480 | 237518 |
|  | CE Info Systems Ltd. | 3314 | 67732 |
|  | Ceat Ltd. | 9788 | 443936 |
|  | Cello World Ltd. | 7189 | 53053 |
|  | Cemindia Projects Ltd. | 24738 | 226327 |
|  | Central Depository Services India Ltd. | 30886 | 553368 |
|  | Centum Electronics Ltd. | 801 | 22831 |
|  | Century Enka Ltd. | 4205 | 21994 |
|  | Century Plyboards India Ltd. | 20093 | 170378 |

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| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  INDIA — (Continued) | INDIA — (Continued) |  |  |
|  | Cera Sanitaryware Ltd. | 1011 | $71114 |
|  | CESC Ltd. | 131865 | 267037 |
|  | CG Power & Industrial Solutions Ltd. | 90758 | 751666 |
|  \* | Chalet Hotels Ltd. | 17564 | 187819 |
|  | Chambal Fertilisers & Chemicals Ltd. | 79922 | 432808 |
|  \* | Chemplast Sanmar Ltd. | 13689 | 61356 |
|  | Chennai Petroleum Corp. Ltd. | 8882 | 97077 |
|  \* | Choice International Ltd. | 16047 | 150929 |
|  | Cholamandalam Financial Holdings Ltd. | 43976 | 942960 |
|  | Cholamandalam Investment & Finance Co. Ltd. | 54035 | 1035167 |
|  | CIE Automotive India Ltd. | 53868 | 261103 |
|  \* | Cigniti Technologies Ltd. | 3495 | 67860 |
|  | Cipla Ltd. | 104440 | 1766297 |
|  | City Union Bank Ltd. | 182102 | 462161 |
|  | Clean Science & Technology Ltd. | 6823 | 77568 |
|  | CMS Info Systems Ltd. | 62852 | 263589 |
|  | Coal India Ltd. | 121736 | 533290 |
|  W | Cochin Shipyard Ltd. | 10374 | 209136 |
|  | Coforge Ltd. | 44196 | 888011 |
|  \* | Cohance Lifesciences Ltd. | 12529 | 105896 |
|  | Colgate-Palmolive India Ltd. | 24130 | 611450 |
|  | Computer Age Management Services Ltd. | 13712 | 605892 |
|  | Concord Biotech Ltd. | 4273 | 69790 |
|  | Confidence Petroleum India Ltd. | 66586 | 31096 |
|  | Container Corp. of India Ltd. | 31519 | 194144 |
|  | Control Print Ltd. | 1774 | 14686 |
|  | Coromandel International Ltd. | 22555 | 542497 |
|  | Cosmo First Ltd. | 5458 | 50998 |
|  | Craftsman Automation Ltd. | 3859 | 289710 |
|  \* | CreditAccess Grameen Ltd. | 18493 | 293708 |
|  | CRISIL Ltd. | 3911 | 217431 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  INDIA — (Continued) | INDIA — (Continued) |  |  |
|  | Crompton Greaves Consumer Electricals Ltd. | 181805 | $578847 |
|  \* | CSB Bank Ltd. | 18955 | 88599 |
|  | Cummins India Ltd. | 16927 | 828864 |
|  | Cyient Ltd. | 28056 | 368140 |
|  \*W | D.P. Abhushan Ltd. | 1177 | 18681 |
|  | Dabur India Ltd. | 61191 | 336309 |
|  | Dalmia Bharat Ltd. | 14444 | 341210 |
|  \* | Dalmia Bharat Refractories Ltd. | 57 | 0 |
|  | Dalmia Bharat Sugar & Industries Ltd. | 2751 | 10716 |
|  | Datamatics Global Services Ltd. | 1601 | 16828 |
|  | DB Corp. Ltd. | 26479 | 80042 |
|  | DCB Bank Ltd. | 62365 | 111035 |
|  | DCM Shriram Industries Ltd. | 16478 | 32388 |
|  | DCM Shriram Ltd. | 10202 | 147464 |
|  | DCW Ltd. | 61842 | 44074 |
|  | Ddev Plastiks Industries Ltd. | 3541 | 12018 |
|  | Deep Industries Ltd. | 10711 | 58284 |
|  | Deepak Fertilisers & Petrochemicals Corp. Ltd. | 21736 | 364072 |
|  | Deepak Nitrite Ltd. | 15119 | 293389 |
|  \* | Delhivery Ltd. | 139098 | 730828 |
|  | Delta Corp. Ltd. | 30055 | 26365 |
|  \* | Devyani International Ltd. | 129170 | 234629 |
|  \* | Dhanlaxmi Bank Ltd. | 78664 | 23364 |
|  | Dhanuka Agritech Ltd. | 6280 | 96507 |
|  \* | Digitide Solutions Ltd. | 25700 | 46111 |
|  W | Dilip Buildcon Ltd. | 16079 | 89583 |
|  \* | Dish TV India Ltd. | 327685 | 16426 |
|  \* | Dishman Carbogen Amcis Ltd. | 22821 | 74894 |
|  | Divi's Laboratories Ltd. | 6555 | 498534 |
|  | Dixon Technologies India Ltd. | 6528 | 1138330 |
|  | DLF Ltd. | 55890 | 476724 |
|  | D-Link India Ltd. | 6113 | 31591 |
|  | Dodla Dairy Ltd. | 6813 | 99336 |
|  | Dollar Industries Ltd. | 4851 | 19524 |
|  W | Dr. Lal PathLabs Ltd. | 15647 | 553411 |
|  # | Dr. Reddy's Laboratories Ltd., ADR | 63257 | 840686 |
|  | Dr. Reddy's Laboratories Ltd. (DRRD IN) | 44832 | 603427 |

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| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  INDIA — (Continued) | INDIA — (Continued) |  |  |
|  | Dwarikesh Sugar Industries Ltd. | 61056 | $29873 |
|  | Dynacons Systems & Solutions Ltd. | 1487 | 15395 |
|  | Dynamatic Technologies Ltd. | 455 | 40503 |
|  \* | Easy Trip Planners Ltd. | 285129 | 25558 |
|  | eClerx Services Ltd. | 8402 | 447663 |
|  | Edelweiss Financial Services Ltd. | 202329 | 258178 |
|  | Eicher Motors Ltd. | 16833 | 1328817 |
|  \* | EID Parry India Ltd. | 33292 | 403229 |
|  | EIH Associated Hotels | 6270 | 26937 |
|  | EIH Ltd. | 63235 | 277505 |
|  | Eimco Elecon India Ltd. | 585 | 12307 |
|  | Elecon Engineering Co. Ltd. | 23266 | 146849 |
|  \* | Electronics Mart India Ltd. | 30323 | 51598 |
|  | Electrosteel Castings Ltd. | 135133 | 139031 |
|  | Elgi Equipments Ltd. | 51873 | 290313 |
|  | Emami Ltd. | 61706 | 370983 |
|  \* | Embassy Developments Ltd. | 119619 | 125587 |
|  | Emcure Pharmaceuticals Ltd. | 3354 | 49844 |
|  W | Endurance Technologies Ltd. | 6676 | 213393 |
|  | Engineers India Ltd. | 73378 | 166298 |
|  | Epigral Ltd. | 5169 | 98335 |
|  | EPL Ltd. | 54989 | 124883 |
|  \*W | Equitas Small Finance Bank Ltd. | 117435 | 75560 |
|  W | Eris Lifesciences Ltd. | 15273 | 274691 |
|  | ESAB India Ltd. | 1270 | 70085 |
|  | Escorts Kubota Ltd. | 4125 | 175582 |
|  \* | Eternal Ltd. | 59057 | 210935 |
|  \* | Eureka Forbes Ltd. | 15278 | 95798 |
|  | Eveready Industries India Ltd. | 10581 | 45067 |
|  | Everest Kanto Cylinder Ltd. | 5871 | 9596 |
|  | Excel Industries Ltd. | 1959 | 24693 |
|  | Exide Industries Ltd. | 97493 | 419532 |
|  | Expleo Solutions Ltd. | 265 | 3018 |
|  | Fairchem Organics Ltd. | 1304 | 11145 |
|  | FDC Ltd. | 17888 | 93409 |
|  | Federal Bank Ltd. | 306017 | 815114 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  INDIA — (Continued) | INDIA — (Continued) |  |  |
|  \* | Federal-Mogul Goetze India Ltd. | 4659 | $24092 |
|  | FIEM Industries Ltd. | 5371 | 126037 |
|  | Filatex India Ltd. | 78365 | 55873 |
|  | Fine Organic Industries Ltd. | 2833 | 141319 |
|  | Fineotex Chemical Ltd. | 827900 | 278201 |
|  \* | Fino Payments Bank Ltd. | 8826 | 28116 |
|  | Finolex Cables Ltd. | 22509 | 199417 |
|  | Finolex Industries Ltd. | 83636 | 176523 |
|  | Firstsource Solutions Ltd. | 123278 | 491422 |
|  | Force Motors Ltd. | 1743 | 347400 |
|  | Fortis Healthcare Ltd. | 53198 | 613689 |
|  \* | FSN E-Commerce Ventures Ltd. | 154466 | 431976 |
|  \* | Fusion Finance Ltd. | 27846 | 49480 |
|  | G R Infraprojects Ltd. | 5940 | 77886 |
|  | Gabriel India Ltd. | 24854 | 355464 |
|  | GAIL India Ltd. (GAIL IN) | 392535 | 805095 |
|  | Galaxy Surfactants Ltd. | 3725 | 93501 |
|  | Ganesh Housing Ltd. | 6806 | 63497 |
|  | Ganesha Ecosphere Ltd. | 4405 | 59960 |
|  | Garware Hi-Tech Films Ltd. | 1998 | 76429 |
|  | Garware Technical Fibres Ltd. | 14005 | 120286 |
|  | Gateway Distriparks Ltd. | 119695 | 86179 |
|  | GE Vernova T&D India Ltd. | 18548 | 633273 |
|  \* | Genesys International Corp. Ltd. | 7025 | 40080 |
|  | Genus Power Infrastructures Ltd. | 10053 | 38252 |
|  | Geojit Financial Services Ltd. | 39989 | 33340 |
|  | GHCL Ltd. | 29442 | 211120 |
|  | GHCL Textiles Ltd. | 31467 | 27438 |
|  | GIC Housing Finance Ltd. | 13076 | 25760 |
|  | Gillette India Ltd. | 2100 | 213032 |
|  W | Gland Pharma Ltd. | 10852 | 235821 |
|  | GlaxoSmithKline Pharmaceuticals Ltd. | 7421 | 218814 |
|  | Glenmark Pharmaceuticals Ltd. | 18843 | 401244 |

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| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  INDIA — (Continued) | INDIA — (Continued) |  |  |
|  | Global Health Ltd. | 28095 | $413919 |
|  | Globus Spirits Ltd. | 6694 | 87461 |
|  | GMM Pfaudler Ltd. | 8242 | 119879 |
|  \* | GMR Airports Ltd. | 351496 | 370924 |
|  \* | Go Fashion India Ltd. | 4641 | 33703 |
|  | GOCL Corp. Ltd. | 1578 | 6280 |
|  | Godawari Power & Ispat Ltd. | 113718 | 360812 |
|  | Godfrey Phillips India Ltd. | 12093 | 419639 |
|  W | Godrej Agrovet Ltd. | 11601 | 86853 |
|  | Godrej Consumer Products Ltd. | 49258 | 621098 |
|  \* | Godrej Industries Ltd. | 8886 | 111138 |
|  \* | Godrej Properties Ltd. | 11557 | 297297 |
|  \* | Gokaldas Exports Ltd. | 1670 | 15788 |
|  \* | Gokul Agro Resources Ltd. | 23792 | 45949 |
|  | Goldiam International Ltd. | 15256 | 61445 |
|  | Goodluck India Ltd. | 5071 | 72188 |
|  | Granules India Ltd. | 53307 | 339949 |
|  | Graphite India Ltd. | 23649 | 165871 |
|  | Grasim Industries Ltd. | 28639 | 934827 |
|  | Grauer & Weil India Ltd. | 7530 | 7188 |
|  | Gravita India Ltd. | 7506 | 140754 |
|  | Great Eastern Shipping Co. Ltd. | 39728 | 491147 |
|  | Greaves Cotton Ltd. | 29666 | 76096 |
|  | Greenlam Industries Ltd. | 18356 | 54760 |
|  | Greenpanel Industries Ltd. | 20901 | 67361 |
|  | Greenply Industries Ltd. | 23053 | 79199 |
|  | Grindwell Norton Ltd. | 11073 | 209537 |
|  | Gufic Biosciences Ltd. | 8341 | 30610 |
|  | Gujarat Alkalies & Chemicals Ltd. | 6420 | 41345 |
|  | Gujarat Ambuja Exports Ltd. | 37730 | 44820 |
|  | Gujarat Fluorochemicals Ltd. | 2733 | 115277 |
|  | Gujarat Gas Ltd. | 29009 | 133249 |
|  | Gujarat Industries Power Co. Ltd. | 12026 | 24698 |
|  | Gujarat Mineral Development Corp. Ltd. | 28024 | 186976 |
|  | Gujarat Narmada Valley Fertilizers & Chemicals Ltd. | 23603 | 133499 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  INDIA — (Continued) | INDIA — (Continued) |  |  |
|  | Gujarat Pipavav Port Ltd. | 99450 | $186636 |
|  | Gujarat State Fertilizers & Chemicals Ltd. | 81424 | 174927 |
|  | Gujarat State Petronet Ltd. | 124444 | 433477 |
|  | Gujarat Themis Biosyn Ltd. | 1473 | 7732 |
|  | Gulf Oil Lubricants India Ltd. | 7458 | 103844 |
|  | Happiest Minds Technologies Ltd. | 14792 | 85737 |
|  W | Harsha Engineers Ltd. | 8231 | 37255 |
|  \* | Hathway Cable & Datacom Ltd. | 271791 | 42309 |
|  | Hatsun Agro Product Ltd. | 16907 | 210570 |
|  | Havells India Ltd. | 21626 | 363192 |
|  | HBL Engineering Ltd. | 32473 | 366440 |
|  | HCL Technologies Ltd. | 147857 | 2562991 |
|  W | HDFC Asset Management Co. Ltd. | 15671 | 948701 |
|  | HDFC Bank Ltd. | 970704 | 10800209 |
|  W | HDFC Life Insurance Co. Ltd. | 26126 | 214946 |
|  \* | HealthCare Global Enterprises Ltd. | 16223 | 136471 |
|  | HEG Ltd. | 28797 | 190949 |
|  | HeidelbergCement India Ltd. | 22296 | 49191 |
|  | Heritage Foods Ltd. | 14012 | 76142 |
|  | Hero MotoCorp Ltd. (HMCL IN) | 36329 | 2270122 |
|  | Hester Biosciences Ltd. | 392 | 7060 |
|  \* | Heubach Colorants India Ltd. | 936 | 5451 |
|  | HFCL Ltd. | 232140 | 191889 |
|  | HG Infra Engineering Ltd. | 9569 | 99068 |
|  | Hikal Ltd. | 17498 | 47089 |
|  | Himadri Speciality Chemical Ltd. | 49308 | 266596 |
|  | Himatsingka Seide Ltd. | 19970 | 27884 |
|  | Hindalco Industries Ltd. | 283563 | 2708239 |
|  | Hinduja Global Solutions Ltd. | 1622 | 9487 |
|  | Hindustan Aeronautics Ltd. | 31199 | 1646761 |
|  | Hindustan Copper Ltd. | 53107 | 203295 |

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| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  INDIA — (Continued) | INDIA — (Continued) |  |  |
|  \* | Hindustan Foods Ltd. | 11616 | $68859 |
|  \* | Hindustan Oil Exploration Co. Ltd. | 19694 | 33988 |
|  | Hindustan Petroleum Corp. Ltd. | 130363 | 697426 |
|  | Hindustan Unilever Ltd. | 54853 | 1520734 |
|  \* | Hindware Home Innovation Ltd. | 6918 | 28672 |
|  | Hitachi Energy India Ltd. | 1777 | 355231 |
|  | HI-Tech Pipes Ltd. | 22958 | 29588 |
|  W | Home First Finance Co. India Ltd. | 19101 | 257120 |
|  | Honda India Power Products Ltd. | 994 | 29209 |
|  | HPL Electric & Power Ltd. | 7395 | 36864 |
|  \* | Hubtown Ltd. | 14461 | 48745 |
|  | Huhtamaki India Ltd. | 6976 | 19146 |
|  | ICICI Bank Ltd. (IBN US), Sponsored ADR | 203224 | 6157687 |
|  | ICICI Bank Ltd. (ICICIBC IN) | 339470 | 5144630 |
|  W | ICICI Lombard General Insurance Co. Ltd. | 12104 | 272883 |
|  W | ICICI Prudential Life Insurance Co. Ltd. | 21839 | 145524 |
|  | ICRA Ltd. | 536 | 38645 |
|  \* | ideaForge Technology Ltd. | 2611 | 14224 |
|  | IDFC First Bank Ltd. | 977794 | 899550 |
|  \* | IFB Industries Ltd. | 3379 | 71168 |
|  \* | IFCI Ltd. | 254447 | 165872 |
|  | IIFL Capital Services Ltd. | 62672 | 242228 |
|  \* | IIFL Finance Ltd. | 56978 | 343057 |
|  \* | Imagicaaworld Entertainment Ltd. | 63014 | 36746 |
|  \* | India Cements Ltd. | 17689 | 79961 |
|  | India Glycols Ltd. | 10464 | 113906 |
|  | India Nippon Electricals Ltd. | 1312 | 14185 |
|  | India Power Corp. Ltd. | 54677 | 7267 |
|  W | IndiaMart InterMesh Ltd. | 12969 | 359377 |
|  | Indian Bank | 77544 | 750119 |
|  W | Indian Energy Exchange Ltd. | 127928 | 200584 |
|  | Indian Hotels Co. Ltd. | 60065 | 503708 |
|  | Indian Hume Pipe Co. Ltd. | 2210 | 8897 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  INDIA — (Continued) | INDIA — (Continued) |  |  |
|  | Indian Metals & Ferro Alloys Ltd. | 9165 | $123933 |
|  | Indian Oil Corp. Ltd. | 270638 | 506109 |
|  | Indian Railway Catering & Tourism Corp. Ltd. | 43218 | 349391 |
|  W | Indian Railway Finance Corp. Ltd. | 125528 | 174199 |
|  | Indigo Paints Ltd. | 7711 | 87155 |
|  | Indo Count Industries Ltd. | 33712 | 108121 |
|  | Indoco Remedies Ltd. | 7040 | 22235 |
|  \*W | IndoStar Capital Finance Ltd. | 5979 | 16713 |
|  | Indraprastha Gas Ltd. | 137518 | 327821 |
|  | Indraprastha Medical Corp. Ltd. | 17275 | 119309 |
|  \* | Indus Towers Ltd. | 398381 | 1634554 |
|  \* | IndusInd Bank Ltd. | 38461 | 344199 |
|  \* | Infibeam Avenues Ltd. | 268149 | 52879 |
|  | Info Edge India Ltd. | 59121 | 915172 |
|  | Infosys Ltd. (INFO IN) | 466643 | 7773149 |
|  # | Infosys Ltd. (INFY US), Sponsored ADR | 50694 | 840000 |
|  | Ingersoll Rand India Ltd. | 2739 | 117461 |
|  \* | Innova Captab Ltd. | 2206 | 20558 |
|  | INOX India Ltd. | 1026 | 13721 |
|  \* | Inox Wind Ltd. | 94078 | 163937 |
|  \* | Insecticides India Ltd. | 1234 | 10062 |
|  | Intellect Design Arena Ltd. | 25386 | 322290 |
|  W | InterGlobe Aviation Ltd. | 24719 | 1571870 |
|  | IOL Chemicals & Pharmaceuticals Ltd. | 51595 | 53664 |
|  | ION Exchange India Ltd. | 24589 | 110793 |
|  | Ipca Laboratories Ltd. | 29559 | 422784 |
|  | IRB Infrastructure Developers Ltd. | 358400 | 181168 |
|  W | IRCON International Ltd. | 57033 | 108808 |
|  | ISGEC Heavy Engineering Ltd. | 8354 | 82383 |
|  \* | ITC Hotels Ltd. | 30927 | 75538 |
|  | ITC Ltd. | 464627 | 2197232 |
|  | J Kumar Infraprojects Ltd. | 18947 | 141143 |
|  | Jagran Prakashan Ltd. | 13332 | 10890 |
|  \* | Jai Balaji Industries Ltd. | 20997 | 22307 |

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| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  INDIA — (Continued) | INDIA — (Continued) |  |  |
|  \* | Jain Irrigation Systems Ltd. | 79073 | $45690 |
|  \* | Jaiprakash Power Ventures Ltd. | 597377 | 121277 |
|  | Jammu & Kashmir Bank Ltd. | 133937 | 160022 |
|  | Jamna Auto Industries Ltd. | 59384 | 63285 |
|  | Jash Engineering Ltd. | 10542 | 57563 |
|  | JB Chemicals & Pharmaceuticals Ltd. | 24329 | 459629 |
|  | JBM Auto Ltd. | 3616 | 27020 |
|  | Jindal Drilling & Industries Ltd. | 4028 | 26029 |
|  | Jindal Saw Ltd. | 120340 | 237894 |
|  | Jindal Stainless Ltd. | 101074 | 858007 |
|  | Jindal Steel Ltd. | 72225 | 868426 |
|  | Jio Financial Services Ltd. | 276444 | 956387 |
|  \* | JITF Infralogistics Ltd. | 5343 | 18197 |
|  | JK Cement Ltd. | 7212 | 505945 |
|  | JK Lakshmi Cement Ltd. | 21261 | 208423 |
|  | JK Paper Ltd. | 35960 | 161645 |
|  | JK Tyre & Industries Ltd. | 52176 | 253234 |
|  | JM Financial Ltd. | 165343 | 304907 |
|  | JSW Energy Ltd. | 20216 | 120158 |
|  | JSW Steel Ltd. | 46156 | 627839 |
|  | JTEKT India Ltd. | 17166 | 30149 |
|  | JTL Industries Ltd. | 25562 | 19119 |
|  | Jubilant Foodworks Ltd. | 63883 | 431522 |
|  | Jubilant Ingrevia Ltd. | 24683 | 191724 |
|  | Jubilant Pharmova Ltd. | 22508 | 276240 |
|  \* | Just Dial Ltd. | 8957 | 77907 |
|  | Jyothy Labs Ltd. | 35738 | 126751 |
|  \* | Jyoti Structures Ltd. | 161009 | 23671 |
|  | Kajaria Ceramics Ltd. | 17659 | 238899 |
|  | Kalpataru Projects International Ltd. | 42366 | 598980 |
|  | Kalyan Jewellers India Ltd. | 50365 | 289267 |
|  | Kalyani Steels Ltd. | 7935 | 77468 |
|  | Kansai Nerolac Paints Ltd. | 35588 | 99834 |
|  | Karnataka Bank Ltd. | 78535 | 158732 |
|  | Karur Vysya Bank Ltd. | 206246 | 565828 |
|  | Kaveri Seed Co. Ltd. | 8556 | 100422 |
|  \* | Kaynes Technology India Ltd. | 1125 | 84973 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  INDIA — (Continued) | INDIA — (Continued) |  |  |
|  | KCP Ltd. | 26632 | $61195 |
|  | KDDL Ltd. | 1815 | 51159 |
|  | KEC International Ltd. | 36087 | 332074 |
|  | KEI Industries Ltd. | 13119 | 594689 |
|  \* | Kellton Tech Solutions Ltd. | 147300 | 36392 |
|  | Kennametal India Ltd. | 1194 | 28044 |
|  \* | Kernex Microsystems India Ltd. | 1082 | 15776 |
|  \* | Kesoram Industries Ltd. | 41342 | 2401 |
|  | Kewal Kiran Clothing Ltd. | 4116 | 23966 |
|  | Keystone Realtors Ltd. | 6216 | 39916 |
|  | Kfin Technologies Ltd. | 25125 | 310487 |
|  \* | Kiri Industries Ltd. | 13595 | 81536 |
|  | Kirloskar Brothers Ltd. | 7218 | 152614 |
|  | Kirloskar Ferrous Industries Ltd. | 15358 | 88851 |
|  | Kirloskar Oil Engines Ltd. | 31595 | 355556 |
|  | Kirloskar Pneumatic Co. Ltd. | 10332 | 130245 |
|  | Kitex Garments Ltd. | 30636 | 71995 |
|  \* | Knowledge Marine & Engineering Works Ltd. | 1072 | 29362 |
|  | KNR Constructions Ltd. | 55240 | 112951 |
|  \* | Kolte-Patil Developers Ltd. | 10089 | 48689 |
|  | Kotak Mahindra Bank Ltd. | 67009 | 1589854 |
|  | Kovai Medical Center & Hospital Ltd. | 1289 | 92982 |
|  W | KPI Green Energy Ltd. | 20307 | 121355 |
|  | KPIT Technologies Ltd. | 35283 | 463908 |
|  | KPR Mill Ltd. | 21592 | 259900 |
|  | KRBL Ltd. | 17603 | 74040 |
|  \*W | Krishna Institute of Medical Sciences Ltd. | 68294 | 554313 |
|  | Krsnaa Diagnostics Ltd. | 5763 | 50388 |
|  | KSB Ltd. | 15693 | 140169 |
|  | L&T Finance Ltd. | 136753 | 416600 |
|  W | L&T Technology Services Ltd. | 5995 | 277637 |
|  | LA Opala RG Ltd. | 18389 | 47532 |
|  | Larsen & Toubro Ltd. | 47469 | 2152329 |
|  W | Laurus Labs Ltd. | 38904 | 418434 |
|  | Laxmi Organic Industries Ltd. | 31695 | 69672 |

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| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  INDIA — (Continued) | INDIA — (Continued) |  |  |
|  \*W | Lemon Tree Hotels Ltd. | 140764 | $261468 |
|  | LG Balakrishnan & Bros Ltd. | 11367 | 181773 |
|  | LIC Housing Finance Ltd. | 113068 | 728738 |
|  | Lincoln Pharmaceuticals Ltd. | 1750 | 10537 |
|  | Linde India Ltd. | 1346 | 91080 |
|  | Lloyds Engineering Works Ltd. | 189456 | 117633 |
|  | Lloyds Metals & Energy Ltd. | 20665 | 303035 |
|  | LMW Ltd. | 563 | 99727 |
|  W | Lodha Developers Ltd. | 13692 | 184816 |
|  | LT Foods Ltd. | 56464 | 267333 |
|  W | LTIMindtree Ltd. | 9797 | 626189 |
|  | Lumax Auto Technologies Ltd. | 12617 | 160543 |
|  | Lumax Industries Ltd. | 867 | 48607 |
|  | Lupin Ltd. | 52943 | 1175913 |
|  | LUX Industries Ltd. | 2047 | 29481 |
|  | Magellanic Cloud Ltd. | 43479 | 29642 |
|  | Mahanagar Gas Ltd. | 10152 | 145508 |
|  | Maharashtra Scooters Ltd. | 1176 | 199923 |
|  | Maharashtra Seamless Ltd. | 12815 | 82080 |
|  | Mahindra & Mahindra Financial Services Ltd. | 123936 | 440349 |
|  | Mahindra & Mahindra Ltd. | 146799 | 5770132 |
|  \* | Mahindra Holidays & Resorts India Ltd. | 23174 | 85855 |
|  | Mahindra Lifespace Developers Ltd. | 33400 | 145318 |
|  W | Mahindra Logistics Ltd. | 11906 | 47128 |
|  | Maithan Alloys Ltd. | 2775 | 34555 |
|  \* | Man Industries India Ltd. | 10285 | 47775 |
|  | Man Infraconstruction Ltd. | 33991 | 56789 |
|  | Manali Petrochemicals Ltd. | 23060 | 19202 |
|  | Manappuram Finance Ltd. | 295914 | 902314 |
|  | Mangalam Cement Ltd. | 4272 | 37430 |
|  \* | Mangalore Refinery & Petrochemicals Ltd. | 35250 | 65797 |
|  | Mankind Pharma Ltd. | 8067 | 215632 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  INDIA — (Continued) | INDIA — (Continued) |  |  |
|  | Manorama Industries Ltd. | 3475 | $54235 |
|  | Marico Ltd. | 75826 | 616411 |
|  | Marksans Pharma Ltd. | 75605 | 155812 |
|  | Maruti Suzuki India Ltd. | 9918 | 1802763 |
|  W | MAS Financial Services Ltd. | 29522 | 101401 |
|  | Mastek Ltd. | 5098 | 122770 |
|  W | Matrimony.com Ltd. | 4362 | 25083 |
|  \* | Max Estates Ltd. | 7126 | 37617 |
|  \* | Max Financial Services Ltd. | 14865 | 258621 |
|  | Max Healthcare Institute Ltd. | 41258 | 533915 |
|  \* | Max India Ltd. | 6702 | 16139 |
|  | Mayur Uniquoters Ltd. | 8463 | 51353 |
|  | Mazagon Dock Shipbuilders Ltd. | 6066 | 186887 |
|  W | Medi Assist Healthcare Services Ltd. | 18285 | 116346 |
|  \* | Medplus Health Services Ltd. | 19600 | 168061 |
|  \* | Meghmani Organics Ltd. | 44171 | 40146 |
|  | Metro Brands Ltd. | 4564 | 58109 |
|  \*W | Metropolis Healthcare Ltd. | 7865 | 175180 |
|  | Minda Corp. Ltd. | 26907 | 170813 |
|  W | Mishra Dhatu Nigam Ltd. | 10453 | 45194 |
|  | MM Forgings Ltd. | 9402 | 32807 |
|  | MOIL Ltd. | 30538 | 125780 |
|  | Mold-Tek Packaging Ltd. | 1376 | 10750 |
|  | Monte Carlo Fashions Ltd. | 2815 | 22192 |
|  | Morepen Laboratories Ltd. | 137144 | 73515 |
|  | Motherson Sumi Wiring India Ltd. | 794449 | 421279 |
|  | Motilal Oswal Financial Services Ltd. | 47784 | 525339 |
|  | Mphasis Ltd. | 20230 | 627807 |
|  | MPS Ltd. | 1629 | 39767 |
|  | MRF Ltd. | 555 | 987287 |
|  | Mrs Bectors Food Specialities Ltd. | 9947 | 149621 |
|  | MSTC Ltd. | 8488 | 51621 |
|  | Multi Commodity Exchange of India Ltd. | 1817 | 189177 |
|  | Muthoot Finance Ltd. | 28080 | 1010004 |

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| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  INDIA — (Continued) | INDIA — (Continued) |  |  |
|  \* | Nalwa Sons Investments Ltd. | 521 | $42371 |
|  | Narayana Hrudayalaya Ltd. | 18645 | 368170 |
|  | Natco Pharma Ltd. | 37873 | 349462 |
|  | National Aluminium Co. Ltd. | 287859 | 757847 |
|  | National Fertilizers Ltd. | 40180 | 42339 |
|  | Nava Ltd. | 41214 | 287186 |
|  \*W | Navkar Corp. Ltd. | 16746 | 22299 |
|  | Navneet Education Ltd. | 25486 | 46285 |
|  \* | Nazara Technologies Ltd. | 45904 | 137393 |
|  | NBCC India Ltd. | 203467 | 268294 |
|  | NCC Ltd. | 166464 | 399041 |
|  | NCL Industries Ltd. | 9419 | 20923 |
|  | NELCO Ltd. | 3512 | 34292 |
|  | Neogen Chemicals Ltd. | 940 | 15243 |
|  | NESCO Ltd. | 6952 | 107435 |
|  | Nestle India Ltd. | 58366 | 836729 |
|  | Netweb Technologies India Ltd. | 3475 | 157685 |
|  \* | Network18 Media & Investments Ltd. | 44858 | 24186 |
|  | Neuland Laboratories Ltd. | 2229 | 415221 |
|  | Newgen Software Technologies Ltd. | 16417 | 179446 |
|  | NHPC Ltd. | 450864 | 430576 |
|  | Nibe Ltd. | 1458 | 19858 |
|  | NIIT Learning Systems Ltd. | 17790 | 65684 |
|  | NIIT Ltd. | 26856 | 31530 |
|  | Nilkamal Ltd. | 985 | 16748 |
|  W | Nippon Life India Asset Management Ltd. | 34882 | 343561 |
|  | Nitin Spinners Ltd. | 11677 | 44012 |
|  | NLC India Ltd. | 54656 | 160843 |
|  | NMDC Ltd. | 871242 | 742369 |
|  \* | NMDC Steel Ltd. | 42663 | 20620 |
|  | NOCIL Ltd. | 18888 | 39320 |
|  | Novartis India Ltd. | 1627 | 15861 |
|  | NRB Bearings Ltd. | 15566 | 47993 |
|  | NTPC Ltd. | 275823 | 1044642 |
|  | Nucleus Software Exports Ltd. | 3278 | 37162 |
|  | Nuvama Wealth Management Ltd. | 3782 | 303188 |
|  \* | Nuvoco Vistas Corp. Ltd. | 28817 | 134254 |
|  | Oberoi Realty Ltd. | 16618 | 332484 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  INDIA — (Continued) | INDIA — (Continued) |  |  |
|  | Oil & Natural Gas Corp. Ltd. | 204601 | $589758 |
|  | Oil India Ltd. | 71169 | 347595 |
|  | Olectra Greentech Ltd. | 5763 | 100226 |
|  | One 97 Communications Ltd. | 33489 | 490214 |
|  \* | Onesource Specialty Pharma Ltd. | 11204 | 233367 |
|  \* | Optiemus Infracom Ltd. | 4174 | 27610 |
|  | Oracle Financial Services Software Ltd. | 6241 | 598833 |
|  \* | Orchid Pharma Ltd. | 1989 | 16252 |
|  | Orient Cement Ltd. | 24938 | 60161 |
|  | Orient Electric Ltd. | 40156 | 96236 |
|  \* | Orient Green Power Co. Ltd. | 162096 | 25586 |
|  | Oriental Hotels Ltd. | 18748 | 25982 |
|  | Page Industries Ltd. | 1110 | 510532 |
|  | Paisalo Digital Ltd. | 207585 | 88559 |
|  \* | Panacea Biotec Ltd. | 3283 | 16175 |
|  | Panama Petrochem Ltd. | 13302 | 39973 |
|  W | Parag Milk Foods Ltd., Class F | 19863 | 69533 |
|  \* | Paramount Communications Ltd. | 56849 | 27691 |
|  | Patanjali Foods Ltd. | 23019 | 156223 |
|  \* | Patel Engineering Ltd. | 113439 | 47668 |
|  \* | PB Fintech Ltd. | 13737 | 275833 |
|  \* | PC Jeweller Ltd. | 770479 | 100983 |
|  | PCBL Chemical Ltd. | 56134 | 228698 |
|  | PDS Ltd. | 13008 | 54398 |
|  | Pearl Global Industries Ltd. | 6088 | 89877 |
|  \* | Pennar Industries Ltd. | 37772 | 111168 |
|  | Persistent Systems Ltd. | 20364 | 1356194 |
|  | Petronet LNG Ltd. | 215881 | 683456 |
|  | PG Electroplast Ltd. | 13034 | 83775 |
|  | Phoenix Mills Ltd. | 21055 | 400832 |
|  | PI Industries Ltd. | 10142 | 408761 |
|  \* | Piccadily Agro Industries Ltd. | 1971 | 14992 |
|  | Pidilite Industries Ltd. | 41052 | 669696 |
|  \* | Piramal Finance Ltd. | 34669 | 439049 |
|  | Piramal Pharma Ltd. | 168063 | 379807 |
|  | Pitti Engineering Ltd. | 6318 | 66870 |
|  | PIX Transmissions Ltd. | 1966 | 32572 |

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**CONTINUED** 

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  INDIA — (Continued) | INDIA — (Continued) |  |  |
|  W | PNB Housing Finance Ltd. | 57675 | $603270 |
|  | PNC Infratech Ltd. | 53775 | 169798 |
|  | Pokarna Ltd. | 5459 | 55945 |
|  | Poly Medicure Ltd. | 3760 | 84686 |
|  | Polycab India Ltd. | 6475 | 561992 |
|  | Polyplex Corp. Ltd. | 10619 | 114199 |
|  | Pondy Oxides & Chemicals Ltd. | 5123 | 79410 |
|  \* | Poonawalla Fincorp Ltd. | 49243 | 267010 |
|  | Power Finance Corp. Ltd. | 309852 | 1406042 |
|  | Power Grid Corp. of India Ltd. | 296202 | 961024 |
|  | Power Mech Projects Ltd. | 5753 | 161301 |
|  | Praj Industries Ltd. | 21832 | 82797 |
|  | Prakash Industries Ltd. | 32387 | 59799 |
|  W | Prataap Snacks Ltd. | 3111 | 38411 |
|  | Precision Wires India Ltd. | 28086 | 71189 |
|  | Premier Explosives Ltd. (PRE IN) | 5380 | 39904 |
|  | Prestige Estates Projects Ltd. | 20715 | 408542 |
|  \* | Pricol Ltd. | 26549 | 158071 |
|  | Prince Pipes & Fittings Ltd. | 14160 | 50832 |
|  \* | Prism Johnson Ltd. | 41156 | 70326 |
|  | Privi Speciality Chemicals Ltd. | 2907 | 95136 |
|  | Procter & Gamble Health Ltd. | 2345 | 162515 |
|  | Procter & Gamble Hygiene & Health Care Ltd. | 288 | 43306 |
|  \* | PSP Projects Ltd. | 3458 | 35875 |
|  \* | PTC India Financial Services Ltd. | 74121 | 30360 |
|  | PTC India Ltd. | 83117 | 157246 |
|  | Punjab National Bank | 343907 | 475617 |
|  \* | Puravankara Ltd. | 14041 | 42201 |
|  \* | PVR Inox Ltd. | 23185 | 313792 |
|  W | Quess Corp. Ltd. | 25700 | 69381 |
|  | R Systems International Ltd. | 14150 | 68208 |
|  | Radico Khaitan Ltd. | 9441 | 333172 |
|  | Raghav Productivity Enhancers Ltd. | 1327 | 11883 |
|  | Rail Vikas Nigam Ltd. | 36878 | 136503 |
|  | Railtel Corp. of India Ltd. | 29772 | 123236 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  INDIA — (Continued) | INDIA — (Continued) |  |  |
|  | Rain Industries Ltd. | 64287 | $96585 |
|  \* | Rajesh Exports Ltd. | 11241 | 22955 |
|  | Rajratan Global Wire Ltd. | 2448 | 11824 |
|  | Rallis India Ltd. | 26880 | 78142 |
|  | Ram Ratna Wires Ltd. | 2398 | 16736 |
|  \* | Rama Steel Tubes Ltd. | 173256 | 19948 |
|  | Ramco Cements Ltd. | 34696 | 405231 |
|  | Ramco Industries Ltd. | 11599 | 45991 |
|  \* | Ramco Systems Ltd. | 5468 | 38453 |
|  | Ramkrishna Forgings Ltd. | 29406 | 179490 |
|  \* | Ramky Infrastructure Ltd. | 8559 | 61052 |
|  | Rane Holdings Ltd. | 2143 | 37196 |
|  | Rane Madras Ltd. | 1107 | 10137 |
|  | Rashtriya Chemicals & Fertilizers Ltd. | 36714 | 61585 |
|  \* | Rategain Travel Technologies Ltd. | 10782 | 77382 |
|  | Ratnamani Metals & Tubes Ltd. | 8851 | 240619 |
|  \* | RattanIndia Enterprises Ltd. | 50786 | 29719 |
|  \* | RattanIndia Power Ltd. | 964816 | 118687 |
|  \* | Raymond Lifestyle Ltd. | 8755 | 116490 |
|  \* | Raymond Ltd. | 5472 | 35476 |
|  \* | Raymond Realty Ltd. | 10944 | 76136 |
|  W | RBL Bank Ltd. | 154664 | 567797 |
|  | REC Ltd. | 247453 | 1045094 |
|  | Redington Ltd. | 269689 | 772149 |
|  | Redtape Ltd. | 44380 | 67982 |
|  | Reliance Industrial Infrastructure Ltd. | 1165 | 11734 |
|  W | Reliance Industries Ltd. (RIGD LI), Sponsored GDR | 29313 | 1944270 |
|  | Reliance Industries Ltd. (RIL IN) | 167699 | 2807213 |
|  W | Reliance Industries Ltd. (RLNIY US), Sponsored GDR | 44787 | 2969378 |
|  \* | Reliance Infrastructure Ltd. | 56222 | 135988 |
|  \* | Reliance Power Ltd. | 1148662 | 596934 |
|  \* | Religare Enterprises Ltd. | 32624 | 97050 |
|  | Repco Home Finance Ltd. | 11234 | 52868 |
|  | Responsive Industries Ltd. | 9620 | 21209 |

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| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  INDIA — (Continued) | INDIA — (Continued) |  |  |
|  \* | Restaurant Brands Asia Ltd. | 50556 | $38133 |
|  | Rhi Magnesita India Ltd. | 14855 | 80306 |
|  | Rico Auto Industries Ltd. | 45453 | 42610 |
|  | RITES Ltd. | 46766 | 129020 |
|  | Rossari Biotech Ltd. | 6757 | 48678 |
|  | Route Mobile Ltd. | 6160 | 49458 |
|  | RPG Life Sciences Ltd. | 2149 | 57893 |
|  \* | RPSG Ventures Ltd. | 4168 | 38585 |
|  | Safari Industries India Ltd. | 6675 | 159498 |
|  \* | Sagar Cements Ltd. | 17694 | 44748 |
|  | Saksoft Ltd. | 14671 | 32281 |
|  \*W | Salasar Techno Engineering Ltd. | 308495 | 35785 |
|  \* | Sammaan Capital Ltd. | 101471 | 214732 |
|  | Samvardhana Motherson International Ltd. | 874633 | 1037796 |
|  | Sandhar Technologies Ltd. | 9330 | 53695 |
|  | Sandur Manganese & Iron Ores Ltd. | 21123 | 51478 |
|  \* | Sanghi Industries Ltd. | 9371 | 6904 |
|  | Sanghvi Movers Ltd. | 16026 | 71465 |
|  | Sanofi Consumer Healthcare India Ltd. | 2286 | 125865 |
|  | Sanofi India Ltd. | 1986 | 107141 |
|  W | Sansera Engineering Ltd. | 13883 | 235017 |
|  \* | Sapphire Foods India Ltd. | 77970 | 252071 |
|  | Sarda Energy & Minerals Ltd. | 27518 | 164004 |
|  | Saregama India Ltd. | 11785 | 60077 |
|  | Sasken Technologies Ltd. | 1618 | 25031 |
|  \* | Satin Creditcare Network Ltd. | 30050 | 53023 |
|  | Savita Oil Technologies Ltd. | 9160 | 40890 |
|  \* | SBFC Finance Ltd. | 157935 | 203695 |
|  | SBI Cards & Payment Services Ltd. | 42375 | 420166 |
|  W | SBI Life Insurance Co. Ltd. | 39791 | 876962 |
|  | Schaeffler India Ltd. | 6679 | 303218 |
|  \* | Schneider Electric Infrastructure Ltd. | 14480 | 136122 |
|  \* | SEAMEC Ltd. | 1670 | 16838 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  INDIA — (Continued) | INDIA — (Continued) |  |  |
|  | Senco Gold Ltd. | 9738 | $35624 |
|  \* | SEPC Ltd. | 348527 | 41086 |
|  \* | Sequent Scientific Ltd. | 17385 | 42086 |
|  | Seshasayee Paper & Boards Ltd. | 12371 | 35593 |
|  W | SH Kelkar & Co. Ltd. | 19760 | 49095 |
|  | Shaily Engineering Plastics Ltd. | 5713 | 145837 |
|  | Shakti Pumps India Ltd. | 11880 | 109659 |
|  \* | Shalby Ltd. | 7260 | 19546 |
|  | Shankara Building Products Ltd. | 5154 | 8125 |
|  | Shankara Buildpro Ltd. | 5154 | 42703 |
|  | Shanthi Gears Ltd. | 4410 | 24370 |
|  | Sharda Cropchem Ltd. | 10774 | 104957 |
|  | Sharda Motor Industries Ltd. | 7866 | 91837 |
|  | Share India Securities Ltd. | 13936 | 29283 |
|  \* | Sheela Foam Ltd. | 9705 | 76030 |
|  | Shilpa Medicare Ltd. | 28604 | 113309 |
|  | Shipping Corp. of India Land & Assets Ltd. | 31983 | 18368 |
|  | Shipping Corp. of India Ltd. | 62747 | 183049 |
|  | Shivalik Bimetal Controls Ltd. | 8643 | 47667 |
|  \* | Shoppers Stop Ltd. | 7687 | 44311 |
|  | Shree Cement Ltd. | 1018 | 324627 |
|  | Shriram Finance Ltd. | 243570 | 2060883 |
|  | Shriram Pistons & Rings Ltd. | 6431 | 189207 |
|  \* | Shriram Properties Ltd. | 26303 | 27999 |
|  | Shyam Metalics & Energy Ltd. | 18052 | 179208 |
|  \* | Siemens Energy India Ltd. | 2953 | 105754 |
|  | Siemens Ltd. | 2953 | 103171 |
|  \* | SIS Ltd. | 11614 | 43655 |
|  | Siyaram Silk Mills Ltd. | 7622 | 64723 |
|  | SJS Enterprises Ltd. | 9085 | 164759 |
|  | SJVN Ltd. | 89082 | 88282 |
|  | SKF India Industrial Ltd. | 4027 | 122863 |
|  | SKF India Ltd. | 4027 | 96315 |
|  | Skipper Ltd. | 12026 | 70687 |
|  | SML Mahindra Ltd. | 894 | 30679 |
|  | Sobha Ltd. | 9628 | 175550 |
|  | Solar Industries India Ltd. | 4750 | 744122 |

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**CONTINUED** 

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| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  INDIA — (Continued) | INDIA — (Continued) |  |  |
|  \* | Solara Active Pharma Sciences Ltd. | 7723 | $52406 |
|  | Somany Ceramics Ltd. | 5293 | 27177 |
|  W | Sona Blw Precision Forgings Ltd. | 33485 | 178521 |
|  | Sonata Software Ltd. | 18489 | 77262 |
|  | South Indian Bank Ltd. | 716692 | 296999 |
|  | SP Apparels Ltd. | 2860 | 23871 |
|  \* | Spandana Sphoorty Financial Ltd. | 1454 | 2082 |
|  | SRF Ltd. | 19961 | 659614 |
|  | Star Cement Ltd. | 50861 | 146582 |
|  \* | Star Health & Allied Insurance Co. Ltd. | 36820 | 205444 |
|  | State Bank of India (SBID LI), GDR | 2592 | 274761 |
|  | State Bank of India (SBIN IN) | 91425 | 965731 |
|  | State Bank of India (SBKFF US), GDR | 14169 | 1501914 |
|  | Steel Authority of India Ltd. | 180319 | 277027 |
|  | Steelcast Ltd. | 12486 | 31498 |
|  \* | Sterlite Technologies Ltd. | 62653 | 82837 |
|  \* | STL Networks Ltd. | 84822 | 25006 |
|  | Stove Kraft Ltd. | 5323 | 46731 |
|  | Strides Pharma Science Ltd. | 20696 | 216942 |
|  \* | Stylam Industries Ltd. | 3206 | 73645 |
|  | Styrenix Performance Materials Ltd. | 3151 | 83866 |
|  \* | Subex Ltd. | 243613 | 35379 |
|  | Subros Ltd. | 5043 | 61482 |
|  | Sudarshan Chemical Industries Ltd. | 11568 | 149530 |
|  | Sumitomo Chemical India Ltd. | 31476 | 177916 |
|  | Sun Pharmaceutical Industries Ltd. (SUNP IN) | 50562 | 963359 |
|  | Sun TV Network Ltd. | 40776 | 257696 |
|  | Sundaram Finance Ltd. | 12065 | 618939 |
|  | Sundaram-Clayton Ltd. | 777 | 13057 |
|  | Sundram Fasteners Ltd. | 34060 | 362923 |
|  | Sunflag Iron & Steel Co. Ltd. | 16141 | 48668 |
|  | Sunteck Realty Ltd. | 16258 | 80865 |
|  | Suprajit Engineering Ltd. | 25072 | 125947 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  INDIA — (Continued) | INDIA — (Continued) |  |  |
|  | Supreme Industries Ltd. | 6363 | $272319 |
|  | Supreme Petrochem Ltd. | 22163 | 187346 |
|  | Supriya Lifescience Ltd. | 9043 | 79111 |
|  | Surya Roshni Ltd. | 30842 | 102022 |
|  \* | Suryoday Small Finance Bank Ltd. | 29505 | 50586 |
|  \* | Suzlon Energy Ltd. | 1267336 | 847007 |
|  | Swan Corp. Ltd. | 20951 | 111146 |
|  | Swaraj Engines Ltd. | 1571 | 70666 |
|  | Symphony Ltd. | 4203 | 44235 |
|  \* | Syncom Formulations India Ltd. | 150052 | 27683 |
|  W | Syngene International Ltd. | 46336 | 340299 |
|  | TAJGVK Hotels & Resorts Ltd. | 4894 | 23185 |
|  | Talbros Automotive Components Ltd. | 9032 | 29718 |
|  | Tamil Nadu Newsprint & Papers Ltd. | 23351 | 41020 |
|  | Tamilnad Mercantile Bank Ltd. | 17517 | 97380 |
|  | Tanla Platforms Ltd. | 12507 | 86123 |
|  \* | TARC Ltd. | 23394 | 41268 |
|  | Tata Chemicals Ltd. | 47544 | 477437 |
|  | Tata Communications Ltd. | 20426 | 430801 |
|  | Tata Consultancy Services Ltd. | 83108 | 2862174 |
|  | Tata Consumer Products Ltd. | 34534 | 452259 |
|  | Tata Elxsi Ltd. | 6546 | 401915 |
|  \* | Tata Motors Ltd./new | 342448 | 1005881 |
|  | Tata Motors Passenger Vehicles Ltd. | 342448 | 1580965 |
|  | Tata Power Co. Ltd. | 152996 | 697047 |
|  | Tata Steel Ltd. | 1319738 | 2716933 |
|  | TCI Express Ltd. | 3436 | 26308 |
|  | TCPL Packaging Ltd. | 483 | 18035 |
|  | TD Power Systems Ltd. | 36390 | 310150 |
|  \* | TeamLease Services Ltd. | 1241 | 23470 |
|  | Tech Mahindra Ltd. | 89372 | 1432121 |
|  | Techno Electric & Engineering Co. Ltd. | 15269 | 228590 |
|  | Technocraft Industries India Ltd. | 2009 | 55007 |
|  | Tega Industries Ltd. | 6156 | 134371 |

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**CONTINUED** 

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| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  INDIA — (Continued) | INDIA — (Continued) |  |  |
|  | Texmaco Infrastructure & Holdings Ltd. | 19829 | $22996 |
|  | Texmaco Rail & Engineering Ltd. | 73895 | 113672 |
|  | Thanga Mayil Jewellery Ltd. | 1447 | 35404 |
|  | Thejo Engineering Ltd. | 489 | 9865 |
|  | Thermax Ltd. | 1296 | 46946 |
|  | Thirumalai Chemicals Ltd. | 23833 | 75932 |
|  | Thomas Cook India Ltd. | 61390 | 110710 |
|  W | Thyrocare Technologies Ltd. | 5647 | 87629 |
|  | Tilaknagar Industries Ltd. | 31728 | 188233 |
|  | Time Technoplast Ltd. | 77672 | 188838 |
|  | Timken India Ltd. | 8261 | 295285 |
|  | Tips Music Ltd. | 14673 | 86992 |
|  | Titagarh Rail System Ltd. | 13428 | 133874 |
|  | Titan Co. Ltd. | 33159 | 1397893 |
|  | Torrent Pharmaceuticals Ltd. | 16246 | 649158 |
|  | Torrent Power Ltd. | 24484 | 363044 |
|  | Tourism Finance Corp. of India Ltd. | 96705 | 76118 |
|  | Transformers & Rectifiers India Ltd. | 19366 | 97000 |
|  \* | TransIndia Real Estate Ltd. | 17001 | 5533 |
|  | Transport Corp. of India Ltd. | 9519 | 128394 |
|  | Trent Ltd. | 24030 | 1270130 |
|  | Trident Ltd. | 408765 | 131608 |
|  | Triveni Engineering & Industries Ltd. | 31226 | 125824 |
|  | Triveni Turbine Ltd. | 42210 | 253592 |
|  | TTK Prestige Ltd. | 11883 | 90137 |
|  | Tube Investments of India Ltd. | 13074 | 444600 |
|  | TVS Holdings Ltd. | 1708 | 291603 |
|  | TVS Motor Co. Ltd. | 31628 | 1249247 |
|  | TVS Srichakra Ltd. | 949 | 44223 |
|  | Uflex Ltd. | 11450 | 69768 |
|  \* | Ugro Capital Ltd. | 27607 | 56826 |
|  \*W | Ujjivan Small Finance Bank Ltd. | 210888 | 123307 |
|  | UltraTech Cement Ltd. | 6367 | 854530 |
|  \* | Unichem Laboratories Ltd. | 8574 | 45683 |
|  | Union Bank of India Ltd. | 270127 | 451337 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  INDIA — (Continued) | INDIA — (Continued) |  |  |
|  | United Breweries Ltd. | 5542 | $112198 |
|  \* | United Foodbrands Ltd. | 5008 | 11484 |
|  | United Spirits Ltd. | 25614 | 412535 |
|  | Universal Cables Ltd. | 2315 | 19156 |
|  | UNO Minda Ltd. | 35034 | 486441 |
|  | UPL Ltd. | 82457 | 666888 |
|  | Usha Martin Ltd. | 67195 | 349372 |
|  | UTI Asset Management Co. Ltd. | 18426 | 259133 |
|  \* | V2 Retail Ltd. | 4800 | 131857 |
|  | VA Tech Wabag Ltd. | 14680 | 233176 |
|  | Vadilal Industries Ltd. | 1081 | 64519 |
|  | Vaibhav Global Ltd. | 19351 | 58298 |
|  \* | Valor Estate Ltd. | 47564 | 79668 |
|  | Vardhman Special Steels Ltd. | 5501 | 17793 |
|  | Vardhman Textiles Ltd. | 39086 | 193192 |
|  W | Varroc Engineering Ltd. | 16223 | 111940 |
|  | Varun Beverages Ltd. | 143640 | 758807 |
|  \* | Vascon Engineers Ltd. | 24820 | 18629 |
|  | Vedant Fashions Ltd. | 10333 | 75025 |
|  | Vedanta Ltd. | 297098 | 1651858 |
|  | Veedol Corp. Ltd. | 2717 | 54115 |
|  | Venky's India Ltd. | 1668 | 28393 |
|  W | Venus Pipes & Tubes Ltd. | 3661 | 52886 |
|  \* | Veranda Learning Solutions Ltd. | 1852 | 4831 |
|  | Vesuvius India Ltd. | 29240 | 162308 |
|  | V-Guard Industries Ltd. | 59427 | 242611 |
|  | Vijaya Diagnostic Centre Ltd. | 10709 | 119315 |
|  | Vimta Labs Ltd. | 4408 | 35848 |
|  | Vinati Organics Ltd. | 6596 | 122683 |
|  | Vindhya Telelinks Ltd. | 2233 | 34167 |
|  | Vintage Coffee & Beverages Ltd. | 18364 | 34001 |
|  | Vishnu Chemicals Ltd. | 9726 | 56759 |
|  \* | VL E-Governance & IT Solutions Ltd. | 5386 | 1454 |
|  \* | Vodafone Idea Ltd. | 3173131 | 311768 |
|  | Voltamp Transformers Ltd. | 1702 | 142445 |
|  | Voltas Ltd. | 18437 | 286426 |
|  | VRL Logistics Ltd. | 27996 | 88176 |
|  | VST Industries Ltd. | 18503 | 54338 |
|  | VST Tillers Tractors Ltd. | 863 | 58297 |
|  \* | Walchandnagar Industries Ltd. | 11934 | 23944 |

---

720

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**EMERGING MARKETS EX CHINA CORE EQUITY PORTFOLIO** 

**CONTINUED** 

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  INDIA — (Continued) | INDIA — (Continued) |  |  |
|  \* | Websol Energy System Ltd. | 8645 | $119500 |
|  | Welspun Corp. Ltd. | 36054 | 391240 |
|  | Welspun Enterprises Ltd. | 16502 | 104131 |
|  | Welspun Living Ltd. | 80600 | 117238 |
|  | Wendt India Ltd. | 93 | 9078 |
|  | West Coast Paper Mills Ltd. | 14697 | 75141 |
|  | Westlife Foodworld Ltd. | 18931 | 127330 |
|  | Wheels India Ltd. | 702 | 7090 |
|  | Whirlpool of India Ltd. | 11863 | 185356 |
|  | Windlas Biotech Ltd. | 4235 | 44894 |
|  | Wipro Ltd. | 198008 | 536755 |
|  \* | Wockhardt Ltd. | 15978 | 230117 |
|  | Wonderla Holidays Ltd. | 8064 | 51838 |
|  | XPRO India Ltd. | 824 | 10104 |
|  | Yaari Digital Integrated Services Ltd. | 255580 | 61181 |
|  | Yasho Industries Ltd. | 953 | 17125 |
|  \* | Yes Bank Ltd. | 2228913 | 571755 |
|  | Yuken India Ltd. | 808 | 9324 |
|  | Zee Entertainment Enterprises Ltd. | 267147 | 301856 |
|  \* | Zee Media Corp. Ltd. | 148263 | 16706 |
|  | Zen Technologies Ltd. | 2574 | 39304 |
|  | Zensar Technologies Ltd. | 37800 | 338627 |
|  | ZF Commercial Vehicle Control Systems India Ltd. | 573 | 79650 |
|  | Zydus Lifesciences Ltd. | 47432 | 522008 |
|  | Zydus Wellness Ltd. | 34215 | 184031 |
|  TOTAL INDIA | TOTAL INDIA | TOTAL INDIA | 291482944 |
|  INDONESIA — (2.1%) | INDONESIA — (2.1%) |  |  |
|  | ABM Investama Tbk. PT | 243700 | 43358 |
|  | Adi Sarana Armada Tbk. PT | 459600 | 29407 |
|  | AKR Corporindo Tbk. PT | 2308100 | 169421 |
|  \* | Alam Sutera Realty Tbk. PT | 4460900 | 43415 |
|  | Alamtri Minerals Indonesia Tbk. PT | 1995100 | 167229 |
|  | Alamtri Resources Indonesia Tbk. PT | 1484700 | 168078 |
|  | Allo Bank Indonesia Tbk. PT | 311000 | 27983 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  INDONESIA — (Continued) | INDONESIA — (Continued) |  |  |
|  \* | Amman Mineral Internasional PT | 369500 | $157611 |
|  | Aneka Tambang Tbk. PT | 2212400 | 411523 |
|  | Arwana Citramulia Tbk. PT | 1282000 | 42359 |
|  | Aspirasi Hidup Indonesia Tbk. PT | 2732400 | 72906 |
|  | Astra Agro Lestari Tbk. PT | 154300 | 72395 |
|  | Astra International Tbk. PT | 3215000 | 1188789 |
|  | Astra Otoparts Tbk. PT | 250300 | 38393 |
|  | Asuransi Tugu Pratama Indonesia Tbk. PT | 456500 | 28670 |
|  | Avia Avian Tbk. PT | 3443100 | 85616 |
|  \* | Bank Aladin Syariah Tbk. PT | 1151200 | 65041 |
|  | Bank Amar Indonesia Tbk. PT | 830585 | 11481 |
|  | Bank BTPN Syariah Tbk. PT | 1120200 | 92202 |
|  | Bank Central Asia Tbk. PT | 4841200 | 2478654 |
|  \* | Bank Ganesha Tbk. PT | 1763100 | 11981 |
|  \* | Bank Jago Tbk. PT | 921600 | 121074 |
|  \* | Bank KB Indonesia Tbk. PT | 6045077 | 24677 |
|  | Bank Mandiri Persero Tbk. PT | 5531600 | 1567177 |
|  \* | Bank Mayapada International Tbk. PT | 2445328 | 35591 |
|  | Bank Maybank Indonesia Tbk. PT | 1456300 | 18036 |
|  | Bank Negara Indonesia Persero Tbk. PT | 2400900 | 631039 |
|  \* | Bank Neo Commerce Tbk. PT | 3326200 | 77645 |
|  | Bank OCBC Nisp Tbk. PT | 1685100 | 139239 |
|  | Bank Pan Indonesia Tbk. PT | 1323200 | 82047 |
|  | Bank Pembangunan Daerah Jawa Barat Dan Banten Tbk. PT | 1053790 | 51010 |

---

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**EMERGING MARKETS EX CHINA CORE EQUITY PORTFOLIO** 

**CONTINUED** 

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  INDONESIA — (Continued) | INDONESIA — (Continued) |  |  |
|  | Bank Pembangunan Daerah Jawa Timur Tbk. PT | 1427000 | $46760 |
|  | Bank Rakyat Indonesia Persero Tbk. PT | 5311700 | 1270666 |
|  | Bank Syariah Indonesia Tbk. PT | 584549 | 89521 |
|  | Bank Tabungan Negara Persero Tbk. PT | 2316612 | 170344 |
|  \* | Barito Pacific Tbk. PT | 472863 | 97998 |
|  | Barito Renewables Energy Tbk. PT | 1089300 | 567921 |
|  | BFI Finance Indonesia Tbk. PT | 2734100 | 132205 |
|  | BISI International Tbk. PT | 429800 | 22990 |
|  | Blue Bird Tbk. PT | 206500 | 21980 |
|  \* | Buana Lintas Lautan Tbk. PT | 4867500 | 63682 |
|  \* | Bukalapak.com Tbk. PT | 16801100 | 169731 |
|  | Bukit Asam Tbk. PT | 1902900 | 274446 |
|  \* | Buma Internasional Grup Tbk. PT | 1889200 | 38803 |
|  \* | Bumi Resources Minerals Tbk. PT | 3588800 | 198271 |
|  \* | Bumi Resources Tbk. PT | 18519200 | 157923 |
|  \* | Bumi Serpong Damai Tbk. PT | 1913300 | 112485 |
|  \* | Capital Financial Indonesia Tbk. PT | 800300 | 52687 |
|  \* | Cemindo Gemilang PT | 434500 | 20117 |
|  | Chandra Asri Pacific Tbk. PT | 106500 | 44491 |
|  | Charoen Pokphand Indonesia Tbk. PT | 1160900 | 325784 |
|  W | Cikarang Listrindo Tbk. PT | 536600 | 22745 |
|  | Ciputra Development Tbk. PT | 2827700 | 150212 |
|  | Cisarua Mountain Dairy Tbk. PT | 428100 | 146033 |
|  \* | Citra Marga Nusaphala Persada Tbk. PT | 47700 | 3724 |
|  \* | Darma Henwa Tbk. PT | 6589200 | 132082 |
|  | Dayamitra Telekomunikasi PT | 3940100 | 132642 |
|  | Dharma Satya Nusantara Tbk. PT | 1009300 | 114520 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  INDONESIA — (Continued) | INDONESIA — (Continued) |  |  |
|  \* | Dian Swastatika Sentosa Tbk. PT | 94400 | $479721 |
|  \* | Eagle High Plantations Tbk. PT | 2208600 | 20165 |
|  | Elang Mahkota Teknologi Tbk. PT | 2930400 | 208289 |
|  | Elnusa Tbk. PT | 1310000 | 40208 |
|  \* | Energi Mega Persada Tbk. PT | 7812600 | 387656 |
|  | Erajaya Swasembada Tbk. PT | 3197900 | 81473 |
|  | ESSA Industries Indonesia Tbk. PT | 3090400 | 114222 |
|  | Gajah Tunggal Tbk. PT | 597000 | 37340 |
|  | Garudafood Putra Putri Jaya Tbk. PT | 2126100 | 45997 |
|  | Golden Energy Mines Tbk. PT | 132200 | 71916 |
|  | Gudang Garam Tbk. PT | 174700 | 181790 |
|  \* | Harum Energy Tbk. PT | 768900 | 54041 |
|  | Hexindo Adiperkasa Tbk. PT | 58700 | 16413 |
|  \* | Impack Pratama Industri Tbk. PT | 2577700 | 365399 |
|  | Indah Kiat Pulp & Paper Tbk. PT | 779400 | 348574 |
|  | Indika Energy Tbk. PT | 759200 | 95300 |
|  | Indo Tambangraya Megah Tbk. PT | 148100 | 209148 |
|  | Indocement Tunggal Prakarsa Tbk. PT | 366400 | 137541 |
|  | Indofood CBP Sukses Makmur Tbk. PT | 309500 | 161747 |
|  | Indofood Sukses Makmur Tbk. PT | 1084300 | 482530 |
|  | Indomobil Sukses Internasional Tbk. PT | 326900 | 22622 |
|  | Indosat Tbk. PT | 861000 | 97482 |
|  \* | Industri dan Perdagangan Bintraco Dharma Tbk. PT | 2672200 | 21065 |
|  | Industri Jamu Dan Farmasi Sido Muncul Tbk. PT | 2650100 | 89203 |
|  | Japfa Comfeed Indonesia Tbk. PT | 2336300 | 352122 |
|  | Jasa Marga Persero Tbk. PT | 471900 | 101277 |

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**EMERGING MARKETS EX CHINA CORE EQUITY PORTFOLIO** 

**CONTINUED** 

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  INDONESIA — (Continued) | INDONESIA — (Continued) |  |  |
|  | Kalbe Farma Tbk. PT | 3103500 | $238044 |
|  | Kawasan Industri Jababeka Tbk. PT | 7745900 | 88878 |
|  \* | Krakatau Steel Persero Tbk. PT | 692300 | 13885 |
|  \* | Lippo Karawaci Tbk. PT | 15773400 | 84391 |
|  | Map Aktif Adiperkasa PT | 4238600 | 177981 |
|  | Matahari Department Store Tbk. PT | 220800 | 22369 |
|  | Mayora Indah Tbk. PT | 842700 | 107765 |
|  \* | MD Entertainment Tbk. PT | 153230 | 52266 |
|  | Medco Energi Internasional Tbk. PT | 3319800 | 265655 |
|  \* | Media Nusantara Citra Tbk. PT | 2605300 | 41970 |
|  | Medikaloka Hermina Tbk. PT | 2291100 | 206868 |
|  \* | Merdeka Battery Materials Tbk. PT | 4921900 | 185972 |
|  \* | Merdeka Copper Gold Tbk. PT | 1805742 | 264224 |
|  \* | Metro Healthcare Indonesia Tbk. PT | 6326800 | 122439 |
|  | Metrodata Electronics Tbk. PT | 2222200 | 81463 |
|  | Metropolitan Kentjana Tbk. PT | 9800 | 13990 |
|  | Midi Utama Indonesia Tbk. PT | 1986200 | 49411 |
|  | Mitra Adiperkasa Tbk. PT | 3588900 | 277994 |
|  | Mitra Keluarga Karyasehat Tbk. PT | 918500 | 142529 |
|  | Mitra Pinasthika Mustika Tbk. PT | 572200 | 33366 |
|  \* | MNC Digital Entertainment Tbk. PT | 769200 | 23353 |
|  \* | MNC Tourism Indonesia Tbk. PT | 30053500 | 263550 |
|  W | Nusantara Sejahtera Raya Tbk. PT | 4256600 | 30492 |
|  | Pabrik Kertas Tjiwi Kimia Tbk. PT | 462600 | 193701 |
|  \* | Pacific Strategic Financial Tbk. PT | 783300 | 52989 |
|  | Pakuwon Jati Tbk. PT | 4892500 | 108116 |
|  | Pam Mineral Tbk. PT | 535300 | 31860 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  INDONESIA — (Continued) | INDONESIA — (Continued) |  |  |
|  \* | Panin Financial Tbk. PT | 4028800 | $58085 |
|  \* | Paninvest Tbk. PT | 361900 | 17518 |
|  | Pantai Indah Kapuk Dua Tbk. PT | 45000 | 38093 |
|  | Perusahaan Gas Negara Tbk. PT | 1875100 | 196054 |
|  | Perusahaan Perkebunan London Sumatra Indonesia Tbk. PT | 829600 | 70027 |
|  | Petrindo Jaya Kreasi Tbk. PT | 3607000 | 435482 |
|  | Petrosea Tbk. PT | 679500 | 277315 |
|  \* | PP Persero Tbk. PT | 995700 | 22845 |
|  | Puradelta Lestari Tbk. PT | 2683600 | 21440 |
|  | Rukun Raharja Tbk. PT | 187800 | 45734 |
|  | Salim Ivomas Pratama Tbk. PT | 923900 | 34665 |
|  | Sampoerna Agro Tbk. PT | 108900 | 32893 |
|  | Samudera Indonesia Tbk. PT | 2328000 | 44246 |
|  \* | Sarana Meditama Metropolitan Tbk. PT | 494600 | 9048 |
|  | Sarana Menara Nusantara Tbk. PT | 8493300 | 277970 |
|  | Sariguna Primatirta Tbk. PT | 2084300 | 67612 |
|  | Sawit Sumbermas Sarana Tbk. PT | 1418300 | 137264 |
|  | Selamat Sempurna Tbk. PT | 758700 | 87577 |
|  | Semen Indonesia Persero Tbk. PT | 948454 | 157132 |
|  | Steel Pipe Industry of Indonesia PT | 1086800 | 27958 |
|  | Sumber Alfaria Trijaya Tbk. PT | 4513900 | 545062 |
|  | Sumber Tani Agung Resources Tbk. PT | 1108300 | 92694 |
|  | Summarecon Agung Tbk. PT | 3554800 | 83656 |
|  | Surya Citra Media Tbk. PT | 4050300 | 82137 |
|  | Surya Semesta Internusa Tbk. PT | 1487200 | 139328 |
|  | TBS Energi Utama Tbk. PT | 318600 | 15401 |

---

723

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**EMERGING MARKETS EX CHINA CORE EQUITY PORTFOLIO** 

**CONTINUED** 

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  INDONESIA — (Continued) | INDONESIA — (Continued) |  |  |
|  # | Telkom Indonesia Persero Tbk. PT (TLK US), ADR | 18271 | $357929 |
|  | Telkom Indonesia Persero Tbk. PT (TLKM IJ) | 2733600 | 528773 |
|  | Temas Tbk. PT | 2160000 | 16874 |
|  | Tempo Scan Pacific Tbk. PT | 214000 | 36670 |
|  | Timah Tbk. PT | 785500 | 126028 |
|  | Tower Bersama Infrastructure Tbk. PT | 545200 | 78043 |
|  | Transcoal Pacific Tbk. PT | 287000 | 135443 |
|  | Trimegah Bangun Persada Tbk. PT | 1922000 | 144450 |
|  | Triputra Agro Persada PT | 1702000 | 192510 |
|  | Tunas Baru Lampung Tbk. PT | 875957 | 39226 |
|  | Ultrajaya Milk Industry & Trading Co. Tbk. PT | 823000 | 74244 |
|  | Unilever Indonesia Tbk. PT | 1222300 | 189526 |
|  | United Tractors Tbk. PT | 431100 | 697036 |
|  | Vale Indonesia Tbk. PT | 479701 | 136874 |
|  \*†† | Waskita Karya Persero Tbk. PT | 2217700 | 5052 |
|  \*†† | Wijaya Karya Persero Tbk. PT | 3300100 | 15181 |
|  | XLSMART Telecom Sejahtera Tbk. PT | 2529104 | 396781 |
|  TOTAL INDONESIA | TOTAL INDONESIA | TOTAL INDONESIA | 26321448 |
|  KUWAIT — (1.1%) | KUWAIT — (1.1%) |  |  |
|  | A'ayan Leasing & Investment Co. KSCP | 249656 | 172799 |
|  | A'ayan Real Estate Co. SAK | 38506 | 18587 |
|  \* | Acico Industries Co. KSC | 130042 | 151820 |
|  | Agility Public Warehousing Co. KSC | 289374 | 142119 |
|  | Al Ahli Bank of Kuwait KSCP | 204206 | 191499 |
|  | Al-Eid Food KSC | 63926 | 45014 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  KUWAIT — (Continued) | KUWAIT — (Continued) |  |  |
|  | Ali Alghanim Sons Automotive Co. KSCC | 46222 | $162240 |
|  \* | Alimtiaz Investment Group KSC | 449823 | 106123 |
|  \*†† | Arabi Group Holding KSC | 39880 | 37573 |
|  | Arzan Financial Group for Financing & Investment KPSC | 189122 | 242814 |
|  \* | Asiya Capital Investments Co. KSCP | 209724 | 39591 |
|  | Beyout Holding Co. KPSC | 40383 | 58064 |
|  | Boubyan Bank KSCP | 24451 | 57055 |
|  | Boubyan Petrochemicals Co. KSCP | 136727 | 273578 |
|  | Boursa Kuwait Securities Co. KPSC | 27189 | 356294 |
|  | Burgan Bank SAK | 214445 | 165328 |
|  | Combined Group Contracting Co. SAK | 41610 | 142975 |
|  | Commercial Facilities Co. SAKP | 121626 | 104999 |
|  | Commercial Real Estate Co. KSC | 303238 | 210314 |
|  | Gulf Bank KSCP | 323935 | 370101 |
|  | Gulf Cables & Electrical Industries Group Co. KSCP | 44177 | 323385 |
|  | Heavy Engineering & Ship Building Co. KSCP | 40447 | 124714 |
|  | Humansoft Holding Co. KSC | 27207 | 219467 |
|  \* | IFA Hotels & Resorts-KPSC | 15080 | 64267 |
|  | Integrated Holding Co. KCSC | 54359 | 95790 |
|  | Jazeera Airways Co. KSCP | 22513 | 107700 |
|  | JTC Logistics Transportation & Stevedoring Co. KSCP | 8881 | 13240 |
|  | KAMCO Investment Co. KSC | 40970 | 23892 |

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**CONTINUED** 

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  KUWAIT — (Continued) | KUWAIT — (Continued) |  |  |
|  | Kuwait Business Town Real Estate Co. KSCP | 52904 | $18429 |
|  | Kuwait Cement Co. KSC | 136339 | 157764 |
|  | Kuwait Finance House KSCP | 1027877 | 2691128 |
|  | Kuwait Financial Centre SAK | 144621 | 83617 |
|  | Kuwait Insurance Co. SAK | 11843 | 22219 |
|  | Kuwait International Bank KSCP | 348738 | 304053 |
|  | Kuwait Investment Co. SAK | 131386 | 107587 |
|  \* | Kuwait Real Estate Co. KSC | 199624 | 276241 |
|  | Kuwait Telecommunications Co. | 96821 | 187415 |
|  | Mabanee Co. KPSC | 101819 | 334386 |
|  | Mezzan Holding Co. KSCC | 34262 | 133173 |
|  | Mobile Telecommunications Co. KSCP | 596739 | 1031291 |
|  \* | Munshaat Real Estate Projects Co. KSCP | 19944 | 14804 |
|  | National Bank of Kuwait SAKP | 678155 | 2322509 |
|  \* | National Consumer Holding Co. SAK | 82695 | 31490 |
|  | National Industries Group Holding SAK | 312648 | 296551 |
|  | National Investments Co. KSCP | 237321 | 262695 |
|  | Oula Fuel Marketing Co. | 41598 | 41289 |
|  \* | Privatization Holding Co. KSCP | 167042 | 46601 |
|  | Salhia Real Estate Co. KSCP | 99477 | 135866 |
|  \* | Securities House KSC | 127694 | 37998 |
|  | Shamal Az-Zour Al-Oula for the First Phase of Az-Zour Power Plant KSC | 161560 | 88984 |
|  | Specialities Group Holding Co. KSCC | 39363 | 22695 |
|  †† | Sultan Center Food Products Co. KSC | 27711 | 3252 |
|  \* | United Real Estate Co. SAKP | 70389 | 54499 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  KUWAIT — (Continued) | KUWAIT — (Continued) |  |  |
|  \* | Warba Bank KSCP | 1351505 | $1277178 |
|  TOTAL KUWAIT | TOTAL KUWAIT | TOTAL KUWAIT | 14005056 |
|  MALAYSIA — (1.9%) | MALAYSIA — (1.9%) |  |  |
|  # | Able Global Bhd. | 78300 | 31199 |
|  # | Aeon Co. M Bhd. | 341000 | 102536 |
|  # | AEON Credit Service M Bhd. | 77200 | 96976 |
|  #\* | AFFIN Bank Bhd. | 199791 | 109264 |
|  | Ajinomoto Malaysia Bhd. | 7800 | 24978 |
|  | Alliance Bank Malaysia Bhd. | 224541 | 235626 |
|  | Allianz Malaysia Bhd. | 19400 | 83188 |
|  # | AME Elite Consortium Bhd. | 76900 | 28436 |
|  # | AMMB Holdings Bhd. (AMM MK) | 428300 | 582583 |
|  # | Ancom Nylex Bhd. | 211856 | 47009 |
|  #\* | Astro Malaysia Holdings Bhd. | 154300 | 4791 |
|  # | Aurelius Technologies Bhd. | 137100 | 32676 |
|  | Axiata Group Bhd. | 631600 | 378747 |
|  | Bank Islam Malaysia Bhd. | 264900 | 139162 |
|  | Batu Kawan Bhd. | 20200 | 92640 |
|  \* | Berjaya Corp. Bhd. | 977502 | 67622 |
|  \* | Berjaya Food Bhd. | 152753 | 9116 |
|  #\* | Berjaya Land Bhd. | 228300 | 14698 |
|  #\* | Bermaz Auto Bhd. | 285000 | 45551 |
|  # | British American Tobacco Malaysia Bhd. | 38200 | 41969 |
|  #\* | Bumi Armada Bhd. | 1039100 | 81923 |
|  # | Bursa Malaysia Bhd. | 128900 | 252121 |
|  | CAB Cakaran Corp. Bhd. | 62400 | 12821 |
|  | Cahya Mata Sarawak Bhd. | 176100 | 66759 |
|  \* | Cape Ems Bhd. | 85000 | 5778 |
|  # | Carlsberg Brewery Malaysia Bhd. | 38900 | 153440 |
|  | CCK Consolidated Holdings Bhd. | 67900 | 18957 |
|  | CelcomDigi Bhd. | 328300 | 282227 |
|  \* | Chin Hin Group Bhd. | 126300 | 69631 |
|  | CIMB Group Holdings Bhd. | 1106812 | 1926187 |
|  | Coastal Contracts Bhd. | 48000 | 13505 |
|  # | Crescendo Corp. Bhd. | 85000 | 25149 |
|  | CTOS Digital Bhd. | 398400 | 88923 |

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**CONTINUED** 

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  MALAYSIA — (Continued) | MALAYSIA — (Continued) |  |  |
|  # | D&O Green Technologies Bhd. | 236000 | $70182 |
|  #\* | Dagang NeXchange Bhd. | 563800 | 40944 |
|  # | Dayang Enterprise Holdings Bhd. | 292300 | 104043 |
|  # | Dialog Group Bhd. | 308200 | 144189 |
|  | DRB-Hicom Bhd. | 336000 | 101024 |
|  # | Duopharma Biotech Bhd. | 97044 | 28948 |
|  | Dutch Lady Milk Industries Bhd. | 3400 | 21254 |
|  | DXN Holdings Bhd. | 268300 | 33314 |
|  | Eastern & Oriental Bhd. | 385600 | 73543 |
|  | Eco World Development Group Bhd. | 281700 | 138406 |
|  # | EG Industries Bhd. | 94200 | 30765 |
|  \* | Ekovest Bhd. | 633500 | 50644 |
|  # | Farm Fresh Bhd. | 220900 | 128188 |
|  # | Fraser & Neave Holdings Bhd. | 23300 | 156555 |
|  # | Frontken Corp. Bhd. | 306200 | 329814 |
|  | Gamuda Bhd. | 181320 | 217767 |
|  | Gas Malaysia Bhd. | 79100 | 85666 |
|  | Genetec Technology Bhd. | 97200 | 12022 |
|  | Genting Bhd. | 324700 | 261841 |
|  | Genting Malaysia Bhd. | 449900 | 250156 |
|  | Genting Plantations Bhd. | 112400 | 136175 |
|  #\* | Greatech Technology Bhd. | 171500 | 84446 |
|  # | Guan Chong Bhd. | 351233 | 75287 |
|  | HAP Seng Consolidated Bhd. | 96600 | 68520 |
|  | Hap Seng Plantations Holdings Bhd. | 105700 | 57070 |
|  # | Hartalega Holdings Bhd. | 444100 | 128020 |
|  | Heineken Malaysia Bhd. | 30500 | 155139 |
|  | Hextar Global Bhd. | 391800 | 84632 |
|  | Hiap Teck Venture Bhd. | 329500 | 22385 |
|  | Hibiscus Petroleum Bhd. | 198200 | 67672 |
|  # | Hong Leong Bank Bhd. | 22300 | 109429 |
|  | Hong Leong Financial Group Bhd. | 22400 | 90346 |
|  | Hong Leong Industries Bhd. | 19600 | 64295 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  MALAYSIA — (Continued) | MALAYSIA — (Continued) |  |  |
|  | HSS Engineers Bhd. | 73000 | $9404 |
|  | Hup Seng Industries Bhd. | 112000 | 27545 |
|  | IHH Healthcare Bhd. | 114000 | 224455 |
|  | IJM Corp. Bhd. | 325400 | 192298 |
|  # | Inari Amertron Bhd. | 90600 | 56472 |
|  | Insas Bhd. | 57200 | 11544 |
|  # | IOI Corp. Bhd. | 220100 | 211226 |
|  | IOI Properties Group Bhd. | 260800 | 130766 |
|  # | ITMAX SYSTEM Bhd. | 44700 | 48452 |
|  | JAKS Resources Bhd. | 248000 | 6213 |
|  | Jaya Tiasa Holdings Bhd. | 304100 | 83484 |
|  \* | JCY International Bhd. | 246900 | 24938 |
|  | Keck Seng Malaysia Bhd. | 18200 | 24131 |
|  | Kelington Group Bhd. | 149000 | 194940 |
|  | Kenanga Investment Bank Bhd. | 217300 | 44040 |
|  # | Kerjaya Prospek Group Bhd. | 76800 | 51075 |
|  | Kim Loong Resources Bhd. | 75700 | 41917 |
|  \* | Kinergy Advancement Bhd. | 89100 | 8187 |
|  # | Kossan Rubber Industries Bhd. | 406300 | 115165 |
|  # | KPJ Healthcare Bhd. | 297700 | 201518 |
|  # | KSL Holdings Bhd. | 127004 | 90966 |
|  | Kuala Lumpur Kepong Bhd. | 67247 | 328896 |
|  # | Lagenda Properties Bhd. | 120400 | 36206 |
|  | LBS Bina Group Bhd. | 400400 | 40597 |
|  # | Leong Hup International Bhd. | 495600 | 77487 |
|  #\*W | Lotte Chemical Titan Holding Bhd. | 164900 | 21613 |
|  # | LPI Capital Bhd. | 87300 | 299644 |
|  | Magni-Tech Industries Bhd. | 39000 | 19812 |
|  # | Magnum Bhd. | 228500 | 75858 |
|  | Mah Sing Group Bhd. | 422900 | 104911 |
|  # | Malakoff Corp. Bhd. | 458400 | 118134 |
|  | Malayan Banking Bhd. | 359400 | 847028 |
|  | Malayan Cement Bhd. | 89900 | 147266 |
|  # | Malayan Flour Mills Bhd. | 313600 | 44192 |
|  | Malaysia Smelting Corp. Bhd. | 126200 | 41537 |
|  | Malaysian Pacific Industries Bhd. | 32100 | 229213 |

---

726

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##### [**Table of Contents**](#toc)
**EMERGING MARKETS EX CHINA CORE EQUITY PORTFOLIO** 

**CONTINUED** 

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  MALAYSIA — (Continued) | MALAYSIA — (Continued) |  |  |
|  | Malaysian Resources Corp. Bhd. | 684000 | $73370 |
|  | Matrix Concepts Holdings Bhd. | 377025 | 123283 |
|  | Maxis Bhd. | 285800 | 259345 |
|  # | MBM Resources Bhd. | 68200 | 85667 |
|  | MBSB Bhd. | 833400 | 144156 |
|  | Mega First Corp. Bhd. | 197200 | 174511 |
|  | Mi Technovation Bhd. | 31700 | 23844 |
|  | MISC Bhd. | 130100 | 241950 |
|  | MKH Bhd. | 32700 | 8335 |
|  | MKH Oil Palm East Kalimantan Bhd. | 4671 | 708 |
|  | MNRB Holdings Bhd. | 162400 | 73191 |
|  #W | Mr. DIY Group M Bhd. | 553000 | 210966 |
|  # | Muhibbah Engineering M Bhd. | 204350 | 26316 |
|  | Nationgate Holdings Bhd. | 145200 | 40739 |
|  | Nestle Malaysia Bhd. | 8800 | 237412 |
|  # | NEXG Bhd. | 468600 | 42471 |
|  †† | Nylex Malaysia Bhd. | 1640 | 18 |
|  # | OCK Group Bhd. | 270500 | 28099 |
|  | Oriental Holdings Bhd. | 69100 | 113021 |
|  | OSK Holdings Bhd. | 369900 | 125416 |
|  | Padini Holdings Bhd. | 141500 | 63858 |
|  | Panasonic Manufacturing Malaysia Bhd. | 5200 | 10335 |
|  | Pantech Group Holdings Bhd. | 133700 | 21374 |
|  | Pecca Group Bhd. | 76200 | 24550 |
|  # | Perak Transit Bhd. | 259500 | 21027 |
|  \* | Perdana Petroleum Bhd. | 279000 | 10669 |
|  # | Petron Malaysia Refining & Marketing Bhd. | 9400 | 8468 |
|  | Petronas Chemicals Group Bhd. | 293600 | 273094 |
|  # | Petronas Dagangan Bhd. | 36100 | 195463 |
|  # | Petronas Gas Bhd. | 38400 | 169518 |
|  | PPB Group Bhd. | 95100 | 252834 |
|  | Press Metal Aluminium Holdings Bhd. | 301400 | 455284 |
|  | Public Bank Bhd. | 1106200 | 1113630 |
|  # | QL Resources Bhd. | 196600 | 194749 |
|  #\* | Ranhill Utilities Bhd. | 83268 | 36519 |
|  | RCE Capital Bhd. | 97200 | 25044 |
|  | RGB International Bhd. | 242700 | 13902 |
|  # | RHB Bank Bhd. | 277588 | 448768 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  MALAYSIA — (Continued) | MALAYSIA — (Continued) |  |  |
|  | Sam Engineering & Equipment M Bhd. | 20000 | $23227 |
|  | Sarawak Oil Palms Bhd. | 132000 | 117536 |
|  # | Scientex Bhd. | 212900 | 172296 |
|  | SD Guthrie Bhd. | 262500 | 330891 |
|  | Sime Darby Bhd. | 735500 | 359557 |
|  # | Sime Darby Property Bhd. | 535900 | 172327 |
|  | SKP Resources Bhd. | 331600 | 62096 |
|  #\* | Solarvest Holdings Bhd. | 100300 | 72817 |
|  | Southern Cable Group Bhd. | 109500 | 53428 |
|  | SP Setia Bhd. Group | 714500 | 147345 |
|  # | Sports Toto Bhd. | 195262 | 64777 |
|  # | Sunway Bhd. | 53400 | 68838 |
|  # | Sunway Construction Group Bhd. | 55500 | 77852 |
|  \* | Supermax Corp. Bhd. | 395760 | 44775 |
|  | Syarikat Takaful Malaysia Keluarga Bhd. | 119100 | 88120 |
|  | Ta Ann Holdings Bhd. | 108300 | 108496 |
|  | Taliworks Corp. Bhd. | 101500 | 12957 |
|  # | Telekom Malaysia Bhd. | 94546 | 164770 |
|  | Tenaga Nasional Bhd. | 146400 | 463832 |
|  | Teo Seng Capital Bhd. | 144400 | 39258 |
|  | TIME dotCom Bhd. | 180200 | 205153 |
|  \* | Top Glove Corp. Bhd. | 1173200 | 176230 |
|  #\* | Tropicana Corp. Bhd. | 394700 | 110129 |
|  # | TSH Resources Bhd. | 228800 | 74207 |
|  # | Uchi Technologies Bhd. | 61700 | 45633 |
|  # | UEM Sunrise Bhd. | 429200 | 65491 |
|  | Unisem M Bhd. | 88500 | 74451 |
|  | United Plantations Bhd. | 42450 | 251021 |
|  # | UOA Development Bhd. | 129100 | 56955 |
|  # | Velesto Energy Bhd. | 1591500 | 95108 |
|  | ViTrox Corp. Bhd. | 43800 | 47064 |
|  # | VS Industry Bhd. | 864259 | 101878 |
|  | Wasco Bhd. | 97700 | 20179 |
|  #\* | WCT Holdings Bhd. | 444100 | 79425 |
|  # | Wellcall Holdings Bhd. | 73500 | 22112 |
|  # | Westports Holdings Bhd. | 143468 | 176263 |
|  | Yinson Holdings Bhd. | 341386 | 193166 |
|  # | YTL Corp. Bhd. | 729740 | 452049 |
|  # | YTL Power International Bhd. | 245880 | 233713 |

---

727

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**EMERGING MARKETS EX CHINA CORE EQUITY PORTFOLIO** 

**CONTINUED** 

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  MALAYSIA — (Continued) | MALAYSIA — (Continued) |  |  |
|  | Zetrix Ai Bhd. | 1498840 | $301992 |
|  TOTAL MALAYSIA | TOTAL MALAYSIA | TOTAL MALAYSIA | 23619317 |
|  MEXICO — (2.5%) | MEXICO — (2.5%) |  |  |
|  # | Alpek SAB de CV | 124134 | 62807 |
|  | Alsea SAB de CV | 137445 | 380335 |
|  # | America Movil SAB de CV (2228390D US), ADR | 80990 | 1844142 |
|  | America Movil SAB de CV (AMXB MM) | 765152 | 870647 |
|  | Arca Continental SAB de CV | 44501 | 430626 |
|  \* | Axtel SAB de CV | 286246 | 44373 |
|  W | Banco del Bajio SA | 323044 | 824368 |
|  # | Becle SAB de CV | 67973 | 83491 |
|  | Bolsa Mexicana de Valores SAB de CV | 124861 | 238048 |
|  | Cemex SAB de CV (CEMEXCPO MM) | 501964 | 509029 |
|  | Cemex SAB de CV (CX US), Sponsored ADR | 165554 | 1680373 |
|  | Coca-Cola Femsa SAB de CV (KOFUBL MM) | 76660 | 658347 |
|  | Consorcio ARA SAB de CV | 105588 | 20062 |
|  \* | Controladora Vuela Cia de Aviacion SAB de CV (VOLARA MM), Class A | 270195 | 180048 |
|  # | Corp. Inmobiliaria Vesta SAB de CV | 168587 | 511791 |
|  | Corporativo Fragua SAB de CV | 1253 | 36419 |
|  | El Puerto de Liverpool SAB de CV, Class C1 | 27629 | 134617 |
|  | Fomento Economico Mexicano SAB de CV (FEMSAUBD MM) | 42531 | 400689 |
|  | GCC SAB de CV | 74770 | 717657 |
|  | Genomma Lab Internacional SAB de CV, Class B | 255666 | 249632 |
|  | Gentera SAB de CV | 500172 | 1186456 |
|  | Gruma SAB de CV, Class B | 40207 | 680955 |
|  | Grupo Aeroportuario del Centro Norte SAB de CV | 90964 | 1121033 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  MEXICO — (Continued) | MEXICO — (Continued) |  |  |
|  | Grupo Aeroportuario del Pacifico SAB de CV (GAPB MM), Class B | 1705 | $35411 |
|  # | Grupo Aeroportuario del Pacifico SAB de CV (PAC US), ADR | 6258 | 1303667 |
|  | Grupo Aeroportuario del Sureste SAB de CV (ASR US), ADR | 2909 | 879507 |
|  # | Grupo Bimbo SAB de CV | 185553 | 640799 |
|  | Grupo Carso SAB de CV | 35452 | 251829 |
|  # | Grupo Comercial Chedraui SA de CV | 76907 | 558594 |
|  | Grupo Financiero Banorte SAB de CV, Class O | 234762 | 2203883 |
|  | Grupo Financiero Inbursa SAB de CV, Class O | 169670 | 411058 |
|  | Grupo Herdez SAB de CV | 49384 | 186069 |
|  | Grupo Industrial Saltillo SAB de CV | 47090 | 35130 |
|  | Grupo Mexico SAB de CV | 377982 | 3261528 |
|  \* | Grupo Nutrisa SAB de CV | 49384 | 13556 |
|  # | Grupo Rotoplas SAB de CV | 69803 | 50384 |
|  # | Grupo Televisa SAB (TLEVICPO MM) | 532333 | 277936 |
|  | Grupo Televisa SAB (TV US), Sponsored ADR | 3890 | 10270 |
|  #\*W | Grupo Traxion SAB de CV | 47650 | 35086 |
|  \* | Industrias Penoles SAB de CV | 52758 | 2228879 |
|  | Kimberly-Clark de Mexico SAB de CV, Class A | 284023 | 550511 |
|  # | La Comer SAB de CV | 115844 | 250912 |
|  | Megacable Holdings SAB de CV | 383694 | 1098098 |
|  \*W | Nemak SAB de CV | 984552 | 205087 |
|  \* | Ollamani SAB | 13139 | 43670 |
|  # | Operadora De Sites Mexicanos SAB de CV, Class A-1 | 165425 | 148699 |

---

728

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##### [**Table of Contents**](#toc)
**EMERGING MARKETS EX CHINA CORE EQUITY PORTFOLIO** 

**CONTINUED** 

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  MEXICO — (Continued) | MEXICO — (Continued) |  |  |
|  | Orbia Advance Corp. SAB de CV | 213512 | $193303 |
|  #\* | Promotora de Hoteles Norte 19 SAB de CV | 68246 | 24685 |
|  | Promotora y Operadora de Infraestructura SAB de CV (PINFRA MM) | 45684 | 590178 |
|  # | Qualitas Controladora SAB de CV | 54738 | 496630 |
|  | Regional SAB de CV | 110744 | 820454 |
|  #\* | Sitios Latinoamerica SAB de CV | 179805 | 45197 |
|  \* | Vista Energy SAB de CV (VIST US), ADR | 15104 | 731789 |
|  | Wal-Mart de Mexico SAB de CV | 257012 | 850781 |
|  TOTAL MEXICO | TOTAL MEXICO | TOTAL MEXICO | 31299525 |
|  PERU — (0.1%) | PERU — (0.1%) |  |  |
|  | Cementos Pacasmayo SAA, ADR | 1995 | 14504 |
|  | Credicorp Ltd. | 4100 | 1070100 |
|  | Intercorp Financial Services, Inc. | 2254 | 96989 |
|  TOTAL PERU | TOTAL PERU | TOTAL PERU | 1181593 |
|  PHILIPPINES — (0.6%) | PHILIPPINES — (0.6%) |  |  |
|  | Aboitiz Equity Ventures, Inc. | 228800 | 110727 |
|  | Aboitiz Power Corp. | 161100 | 112862 |
|  | ACEN Corp. | 3196587 | 125823 |
|  | Alliance Global Group, Inc. | 821400 | 101814 |
|  | Apex Mining Co., Inc. | 806000 | 127607 |
|  | Asia United Bank Corp. | 18940 | 11929 |
|  \* | Atlas Consolidated Mining & Development Corp. | 193200 | 16821 |
|  | Ayala Corp. | 21540 | 171175 |
|  | Ayala Land, Inc. | 727000 | 245577 |
|  \* | AyalaLand Logistics Holdings Corp. | 199500 | 4510 |
|  | Bank of the Philippine Islands | 158871 | 284509 |
|  | BDO Unibank, Inc. | 283632 | 643261 |
|  | Bloomberry Resorts Corp. | 875100 | 47544 |
|  \* | Cebu Air, Inc. | 91800 | 45698 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  PHILIPPINES — (Continued) | PHILIPPINES — (Continued) |  |  |
|  | Century Pacific Food, Inc. | 253600 | $150913 |
|  | China Banking Corp. | 213740 | 185633 |
|  | Converge Information & Communications Technology Solutions, Inc. | 620300 | 134297 |
|  | Cosco Capital, Inc. | 413300 | 48534 |
|  | D&L Industries, Inc. | 535900 | 41066 |
|  | DigiPlus Interactive Corp. | 286500 | 101676 |
|  \* | DITO CME Holdings Corp. | 1766000 | 24610 |
|  | DMCI Holdings, Inc. | 1170700 | 224463 |
|  | DoubleDragon Corp. | 74100 | 12471 |
|  | East West Banking Corp. | 63100 | 12307 |
|  | Emperador, Inc. | 122400 | 33220 |
|  | First Philippine Holdings Corp. | 7400 | 8991 |
|  | Ginebra San Miguel, Inc. | 13660 | 64914 |
|  \* | Global Ferronickel Holdings, Inc. | 454000 | 9796 |
|  | Globe Telecom, Inc. | 5839 | 146402 |
|  | GT Capital Holdings, Inc. | 27440 | 254523 |
|  | International Container Terminal Services, Inc. | 79560 | 717582 |
|  | JG Summit Holdings, Inc. | 515620 | 209710 |
|  | Jollibee Foods Corp. | 54940 | 202134 |
|  | Keepers Holdings, Inc. | 1422000 | 56222 |
|  | LT Group, Inc. | 440100 | 109382 |
|  | Manila Electric Co. | 14220 | 141153 |
|  | Manila Water Co., Inc. | 274300 | 161925 |
|  | Megaworld Corp. | 2626000 | 88837 |
|  | Metropolitan Bank & Trust Co. | 295680 | 346581 |
|  W | Monde Nissin Corp. | 495900 | 56861 |
|  | Nickel Asia Corp. | 1696200 | 105731 |
|  | Petron Corp. | 604000 | 24151 |
|  | Philex Mining Corp. | 495900 | 68148 |
|  | Philippine National Bank | 104500 | 91600 |
|  | Philippine Seven Corp. | 75800 | 53412 |
|  # | PLDT, Inc. (PHI US), Sponsored ADR | 4515 | 87501 |
|  | PLDT, Inc. (TEL PM) | 13585 | 258188 |
|  | Puregold Price Club, Inc. | 355400 | 229772 |
|  | Robinsons Land Corp. | 338600 | 85737 |

---

729

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**EMERGING MARKETS EX CHINA CORE EQUITY PORTFOLIO** 

**CONTINUED** 

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  PHILIPPINES — (Continued) | PHILIPPINES — (Continued) |  |  |
|  | Robinsons Retail |  |  |
|  | Holdings, Inc. | 104290 | $61662 |
|  | San Miguel Corp. | 123440 | 136408 |
|  | Security Bank Corp. | 81130 | 95901 |
|  | Semirara Mining & Power Corp. | 295700 | 166030 |
|  | SM Investments Corp. | 5310 | 65708 |
|  | SM Prime Holdings, Inc. | 505400 | 192372 |
|  | STI Education Systems Holdings, Inc. | 433000 | 10436 |
|  | Synergy Grid & Development Phils, Inc. | 228900 | 57850 |
|  | Union Bank of the Philippines | 113493 | 55569 |
|  | Universal Robina Corp. | 151310 | 187536 |
|  | Vista Land & Lifescapes, Inc. | 439000 | 7162 |
|  | Wilcon Depot, Inc. | 441700 | 57805 |
|  TOTAL PHILIPPINES | TOTAL PHILIPPINES | TOTAL PHILIPPINES | 7692739 |
|  POLAND — (1.7%) | POLAND — (1.7%) |  |  |
|  \* | 11 bit studios SA | 100 | 4787 |
|  | AB SA | 3601 | 94778 |
|  \* | Action SA | 2226 | 18540 |
|  | Agora SA | 3744 | 9297 |
|  | Alior Bank SA | 31502 | 877808 |
|  \*W | Allegro.eu SA | 48710 | 454846 |
|  | Amica SA | 943 | 14733 |
|  | AmRest Holdings SE | 19232 | 77046 |
|  | Apator SA | 2057 | 13091 |
|  \* | Arctic Paper SA | 6617 | 15191 |
|  | ASBISc Enterprises PLC | 18216 | 146943 |
|  | Asseco Poland SA | 19000 | 1105168 |
|  | Asseco South Eastern Europe SA | 5464 | 97786 |
|  | Auto Partner SA | 21165 | 103309 |
|  | Bank Handlowy w Warszawie SA | 7376 | 207913 |
|  \* | Bank Millennium SA | 77056 | 322538 |
|  \* | Bank Ochrony Srodowiska SA | 4752 | 15487 |
|  | Bank Polska Kasa Opieki SA | 25744 | 1318138 |
|  | Benefit Systems SA | 781 | 662466 |
|  | BNPP Bank Polska SA | 2437 | 74657 |
|  # | Boryszew SA | 16052 | 26063 |
|  | Budimex SA | 2362 | 374990 |
|  #\* | CCC SA | 10046 | 411177 |
|  | CD Projekt SA | 1612 | 110756 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  POLAND — (Continued) | POLAND — (Continued) |  |  |
|  \* | Celon Pharma SA | 4770 | $27840 |
|  \* | CI Games SA | 24604 | 19169 |
|  \* | Cognor Holding SA | 48215 | 86201 |
|  | Cyber Folks SA | 1639 | 81992 |
|  \* | Cyfrowy Polsat SA | 70997 | 254778 |
|  #\* | Datawalk SA | 786 | 19397 |
|  | Develia SA | 131868 | 291522 |
|  \*W | Dino Polska SA | 43380 | 518144 |
|  | Dom Development SA | 2304 | 153497 |
|  \* | Echo Investment SA | 14488 | 21571 |
|  | Elektrotim SA | 948 | 12876 |
|  \* | Enea SA | 131184 | 735889 |
|  | Erbud SA | 2441 | 18902 |
|  #\* | Eurocash SA | 20485 | 44678 |
|  | Ferro SA | 2086 | 17730 |
|  \* | Grupa Azoty SA | 15912 | 80636 |
|  | Grupa Kety SA | 2577 | 648562 |
|  | Grupa Pracuj SA | 5395 | 82776 |
|  \*W | HUUUGE, Inc. | 7113 | 46532 |
|  | ING Bank Slaski SA | 6039 | 515242 |
|  # | Inter Cars SA | 2190 | 327252 |
|  #\* | Jastrzebska Spolka Weglowa SA | 17055 | 119489 |
|  \* | KGHM Polska Miedz SA | 15712 | 824144 |
|  | KRUK SA | 3974 | 488513 |
|  | LPP SA | 91 | 441730 |
|  \* | Lubelski Wegiel Bogdanka SA | 4943 | 28768 |
|  \* | mBank SA | 1607 | 427927 |
|  | Mirbud SA | 37238 | 137011 |
|  | Mo-BRUK SA | 750 | 59593 |
|  \* | Mostostal Zabrze SA | 3152 | 5712 |
|  | Neuca SA | 324 | 65246 |
|  | Newag SA | 937 | 23053 |
|  | Orange Polska SA | 115393 | 281225 |
|  | ORLEN SA | 45636 | 1236911 |
|  | PCC Rokita SA | 522 | 9651 |
|  | Pepco Group NV | 39795 | 299738 |
|  \* | PGE Polska Grupa Energetyczna SA | 234280 | 710401 |
|  \* | PKP Cargo SA | 11150 | 48459 |
|  | PlayWay SA | 453 | 32867 |
|  \* | Polimex-Mostostal SA | 22762 | 36564 |
|  | Powszechna Kasa Oszczednosci Bank Polski SA | 87474 | 1793502 |
|  | Powszechny Zaklad Ubezpieczen SA | 50396 | 805790 |
|  # | Rainbow Tours SA | 3257 | 109589 |
|  | Santander Bank Polska SA | 3120 | 410893 |
|  \* | Selvita SA | 2243 | 22406 |
|  | Stalexport Autostrady SA | 47250 | 36820 |

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**EMERGING MARKETS EX CHINA CORE EQUITY PORTFOLIO** 

**CONTINUED** 

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  POLAND — (Continued) | POLAND — (Continued) |  |  |
|  | Synektik SA | 1977 | $140709 |
|  \* | Tauron Polska Energia SA | 384430 | 1040704 |
|  | TEN Square Games SA | 1121 | 27463 |
|  # | Text SA | 2642 | 34786 |
|  | Torpol SA | 3546 | 51147 |
|  \* | Toya SA | 15156 | 42848 |
|  | Unimot SA | 1602 | 56666 |
|  # | Votum SA | 2696 | 34093 |
|  | Voxel SA | 1246 | 51333 |
|  \* | VRG SA | 12611 | 15165 |
|  | Warsaw Stock Exchange | 5799 | 95924 |
|  # | Wirtualna Polska Holding SA | 3330 | 49993 |
|  #W | XTB SA | 20618 | 389039 |
|  \* | Zespol Elektrocieplowni Wroclawskich Kogeneracja SA | 715 | 12095 |
|  \* | Zespol Elektrowni Patnow Adamow Konin SA | 2547 | 15445 |
|  TOTAL POLAND | TOTAL POLAND | TOTAL POLAND | 21076106 |
|  QATAR — (1.0%) | QATAR — (1.0%) |  |  |
|  | Aamal Co. | 690990 | 150004 |
|  | Ahli Bank QSC | 7774 | 7711 |
|  | Al Khaleej Takaful Group QSC | 64237 | 41964 |
|  | Al Meera Consumer Goods Co. QSC | 34013 | 136623 |
|  | Al Rayan Bank | 596289 | 383327 |
|  | Alijarah Holding Co. QPSC | 111421 | 21128 |
|  \* | Baladna | 290516 | 121818 |
|  | Barwa Real Estate Co. | 550955 | 397882 |
|  | Commercial Bank PSQC | 550809 | 626844 |
|  \* | Dlala Brokerage & Investments Holding Co. QSC | 31913 | 8829 |
|  | Doha Bank QPSC | 824760 | 569183 |
|  | Doha Insurance Co. QSC | 36664 | 25388 |
|  | Dukhan Bank | 126402 | 120663 |
|  \* | Estithmar Holding QPSC | 79104 | 89087 |
|  | Gulf International Services QSC | 538519 | 456543 |
|  | Gulf Warehousing Co. | 117665 | 82687 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  QATAR — (Continued) | QATAR — (Continued) |  |  |
|  | Industries Qatar QSC | 22033 | $76767 |
|  | Lesha Bank LLC | 238245 | 118173 |
|  | Mannai Corp. QSC | 54198 | 78986 |
|  \* | Mazaya Real Estate Development QPSC | 415893 | 70071 |
|  | Medicare Group | 75589 | 134845 |
|  | Meeza QSTP LLC | 18830 | 17559 |
|  | Mesaieed Petrochemical Holding Co. | 535422 | 183615 |
|  | Ooredoo QPSC | 145622 | 541607 |
|  | Qatar Aluminum Manufacturing Co. | 907132 | 386637 |
|  | Qatar Electricity & Water Co. QSC | 43059 | 181931 |
|  | Qatar Fuel QSC | 74266 | 305926 |
|  | Qatar Gas Transport Co. Ltd. | 281338 | 341590 |
|  | Qatar Industrial Manufacturing Co. QSC | 105402 | 69896 |
|  | Qatar Insurance Co. SAQ | 459902 | 258889 |
|  | Qatar International Islamic Bank QSC | 129463 | 396313 |
|  | Qatar Islamic Bank QPSC | 93935 | 633279 |
|  | Qatar Islamic Insurance Group | 34156 | 82782 |
|  | Qatar National Bank QPSC | 758520 | 3857824 |
|  | Qatar National Cement Co. QSC | 150829 | 126093 |
|  | Qatar Navigation QSC | 149005 | 455086 |
|  | QLM Life & Medical Insurance Co. WLL | 21504 | 14968 |
|  | Salam International Investment Ltd. QSC | 324796 | 67413 |
|  | United Development Co. QSC | 605863 | 156910 |
|  | Vodafone Qatar PQSC | 729068 | 481193 |
|  \* | Widam Food Co. | 34792 | 18977 |
|  | Zad Holding Co. | 27321 | 104917 |
|  TOTAL QATAR | TOTAL QATAR | TOTAL QATAR | 12401928 |
|  RUSSIA — (0.0%) | RUSSIA — (0.0%) |  |  |
|  \*†† | Gazprom PJSC (OGZPY US), Sponsored ADR | 146620 | 0 |

---

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**EMERGING MARKETS EX CHINA CORE EQUITY PORTFOLIO** 

**CONTINUED** 

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  RUSSIA — (Continued) | RUSSIA — (Continued) |  |  |
|  \*†† | Magnitogorsk Iron & Steel Works PJSC (MMK LI), Sponsored GDR | 3184 | $0 |
|  \*†† | Polyus PJSC (PLZL LI), GDR | 1516 | 0 |
|  \*†† | RusHydro PJSC (RSHYY US), ADR | 12112 | 0 |
|  \*†† | Sberbank of Russia PJSC (SBER LI), Sponsored ADR | 96975 | 0 |
|  \*†† | Severstal PAO (SVJTY US), GDR | 4377 | 0 |
|  \*†† | VTB Bank PJSC (VTBR LI), GDR | 49902 | 0 |
|  SAUDI ARABIA — (4.2%) | SAUDI ARABIA — (4.2%) |  |  |
|  | Abdullah Al Othaim Markets Co. | 133017 | 270067 |
|  \* | ACWA Power Co. | 9530 | 615648 |
|  | Ades Holding Co. | 99546 | 449845 |
|  \* | Advanced Building Industries Co. | 7044 | 67157 |
|  \* | Advanced Petrochemical Co. | 22914 | 231089 |
|  | Al Babtain Power & Telecommunication Co. | 15713 | 262993 |
|  \* | Al Gassim Investment Holding Co. | 2723 | 13474 |
|  | Al Hammadi Holding | 27475 | 255956 |
|  | Al Hassan Ghazi Ibrahim Shaker Co. | 7342 | 51179 |
|  | Al Jouf Agricultural Development Co. | 5570 | 68293 |
|  \* | Al Jouf Cement Co. | 21425 | 39988 |
|  \* | Al Khaleej Training & Education Co. | 7907 | 61678 |
|  | Al Masane Al Kobra Mining Co. | 10854 | 218873 |
|  | Al Rajhi Bank | 166456 | 4704732 |
|  \* | Al Rajhi Co. for Co-operative Insurance | 3681 | 115721 |
|  | Al Taiseer Group TALCO Industrial Co. | 3206 | 34799 |
|  | Al Yamamah Steel Industries Co. | 6566 | 64330 |
|  | Alamar Foods | 3694 | 48026 |
|  | Alandalus Property Co. | 12737 | 67917 |
|  | Alaseel Co. | 67565 | 64274 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  SAUDI ARABIA — (Continued) | SAUDI ARABIA — (Continued) |  |  |
|  | Al-Dawaa Medical Services Co. | 10299 | $179930 |
|  | Aldrees Petroleum & Transport Services Co. | 9738 | 398575 |
|  | Al-Etihad Cooperative Insurance Co. | 8608 | 24816 |
|  | Alinma Bank | 148923 | 1031163 |
|  | AlJazira Takaful Ta'awuni Co. | 10973 | 36183 |
|  | AlKhorayef Water & Power Technologies Co | 4304 | 172594 |
|  \* | Allianz Saudi Fransi Cooperative Insurance Co. | 7796 | 28397 |
|  | Almarai Co. JSC | 90109 | 1194683 |
|  | Almawarid Manpower Co. | 1569 | 56059 |
|  | Almunajem Foods Co. | 3625 | 55958 |
|  | Alujain Corp. | 12109 | 103143 |
|  \* | Amlak International Finance Co. | 17813 | 66030 |
|  \* | Anaam International Holding Group Co. | 3928 | 15722 |
|  | Arab National Bank | 126216 | 816304 |
|  \* | Arabia Insurance Cooperative Co. | 7276 | 20735 |
|  | Arabian Cement Co. | 17652 | 104202 |
|  W | Arabian Centres Co. | 47522 | 277685 |
|  | Arabian Drilling Co. | 11766 | 277851 |
|  | Arabian Internet & Communications Services Co. | 4806 | 322785 |
|  | Arabian Pipes Co. | 41039 | 62388 |
|  \* | Arabian Shield Cooperative Insurance Co. | 11421 | 39695 |
|  | Arriyadh Development Co. | 33463 | 262841 |
|  \* | ARTEX Industrial Investment Co. | 6507 | 24357 |
|  \* | Ash-Sharqiyah Development Co. | 4692 | 20288 |
|  | Astra Industrial Group Co. | 7689 | 305206 |
|  | Ataa Educational Co. | 3582 | 64496 |
|  \* | BAAN Holding Group Co. | 48127 | 27669 |
|  | Baazeem Trading Co. | 11310 | 20869 |
|  | Banan Real Estate Co. | 10034 | 11950 |
|  | Bank AlBilad | 134031 | 1059058 |
|  \* | Bank Al-Jazira | 108372 | 364461 |

---

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**EMERGING MARKETS EX CHINA CORE EQUITY PORTFOLIO** 

**CONTINUED** 

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  SAUDI ARABIA — (Continued) | SAUDI ARABIA — (Continued) | SAUDI ARABIA — (Continued) | SAUDI ARABIA — (Continued) |
|  | Banque Saudi Fransi | 169989 | $808985 |
|  | Basic Chemical Industries Ltd. | 6002 | 44869 |
|  | Bawan Co. | 7075 | 106660 |
|  | BinDawood Holding Co. | 87147 | 133627 |
|  | Bupa Arabia for Cooperative Insurance Co. | 7704 | 337295 |
|  | Catrion Catering Holding Co. | 12476 | 321675 |
|  \* | Chubb Arabia Cooperative Insurance Co. | 4750 | 40766 |
|  | City Cement Co. | 28229 | 109687 |
|  | Co. for Cooperative Insurance | 13889 | 504934 |
|  | Dallah Healthcare Co. | 4859 | 199542 |
|  \* | Dar Al Arkan Real Estate Development Co. | 91241 | 420203 |
|  | Dr. Sulaiman Al Habib Medical Services Group Co. | 12721 | 924255 |
|  | East Pipes Integrated Co. for Industry | 4865 | 188605 |
|  | Eastern Province Cement Co. | 17360 | 119802 |
|  | Electrical Industries Co. | 163048 | 502182 |
|  | Elm Co. | 3197 | 808771 |
|  \* | Emaar Economic City | 64049 | 217476 |
|  | Etihad Atheeb Telecommunication Co. | 5014 | 143765 |
|  | Etihad Etisalat Co. | 90666 | 1635747 |
|  \* | Fawaz Abdulaziz Al Hokair & Co. | 13049 | 84186 |
|  | First Milling Co. | 7320 | 104803 |
|  \* | Fitaihi Holding Group | 33088 | 28664 |
|  | Gulf Insurance Group | 8184 | 55170 |
|  \* | Gulf Union Cooperative Insurance Co. | 5589 | 17899 |
|  \* | Halwani Brothers Co. | 3722 | 38496 |
|  \* | Herfy Food Services Co. | 10046 | 55999 |
|  | Jamjoom Pharmaceuticals Factory Co. | 3273 | 135994 |
|  | Jarir Marketing Co. | 115275 | 436590 |
|  \* | L'Azurde Co. for Jewelry | 14411 | 47876 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  SAUDI ARABIA — (Continued) | SAUDI ARABIA — (Continued) | SAUDI ARABIA — (Continued) | SAUDI ARABIA — (Continued) |
|  | Leejam Sports Co. JSC | 7632 | $260616 |
|  \* | Liva Insurance Co. | 5930 | 20982 |
|  \* | Lumi Rental Co. | 8586 | 143216 |
|  | Maharah Human Resources Co. | 60735 | 89595 |
|  \* | Malath Cooperative Insurance Co. | 6275 | 20780 |
|  \* | Mediterranean & Gulf Cooperative Insurance & Reinsurance Co. | 17635 | 72091 |
|  \* | Methanol Chemicals Co. | 8306 | 22235 |
|  | Middle East Healthcare Co. | 13877 | 189273 |
|  \* | Middle East Paper Co. | 13477 | 97014 |
|  | Middle East Pharmaceutical Co. | 2016 | 73803 |
|  | Middle East Specialized Cables Co. | 6580 | 51429 |
|  | Mobile Telecommunications Co. Saudi Arabia | 223892 | 685192 |
|  | Mouwasat Medical Services Co. | 14247 | 292018 |
|  | Nahdi Medical Co. | 7720 | 238987 |
|  \* | Najran Cement Co. | 31014 | 62344 |
|  \* | Nama Chemicals Co. | 1662 | 11558 |
|  \* | National Agriculture Development Co. | 42965 | 238917 |
|  | National Co. for Glass Industries | 2778 | 30220 |
|  | National Co. for Learning & Education | 2618 | 120914 |
|  | National Gas & Industrialization Co. | 2960 | 70204 |
|  \* | National Gypsum | 2758 | 14218 |
|  \* | National Industrialization Co. | 149710 | 461844 |
|  | National Medical Care Co. | 3315 | 156636 |
|  \* | National Metal Manufacturing & Casting Co. | 2893 | 12826 |
|  | Nayifat Finance Co. | 17779 | 62975 |
|  | Northern Region Cement Co. | 31471 | 67346 |
|  \* | Perfect Presentation For Commercial Services Co. | 13729 | 37358 |

---

733

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**EMERGING MARKETS EX CHINA CORE EQUITY PORTFOLIO** 

**CONTINUED** 

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  SAUDI ARABIA — (Continued) | SAUDI ARABIA — (Continued) | SAUDI ARABIA — (Continued) | SAUDI ARABIA — (Continued) |
|  \* | Power & Water Utility Co. for Jubail & Yanbu | 15091 | $169868 |
|  | Qassim Cement Co. | 19051 | 214120 |
|  \* | Rabigh Refining & Petrochemical Co. | 103464 | 247718 |
|  \* | Red Sea International Co. | 2768 | 29940 |
|  | Retal Urban Development Co. | 51879 | 163176 |
|  | Riyad Bank | 210539 | 1528791 |
|  | Riyadh Cables Group Co. | 7575 | 285787 |
|  | Riyadh Cement Co. | 21193 | 148635 |
|  | SABIC Agri-Nutrients Co. | 28214 | 921187 |
|  | Sahara International Petrochemical Co. | 60359 | 304204 |
|  | SAL Saudi Logistics Services | 7061 | 331579 |
|  \* | Saudi Arabian Amiantit Co. | 7245 | 39108 |
|  \* | Saudi Arabian Mining Co. | 70666 | 1214872 |
|  W | Saudi Arabian Oil Co. | 588730 | 4067825 |
|  | Saudi Aramco Base Oil Co. | 11577 | 297499 |
|  | Saudi Automotive Services Co. | 9731 | 186060 |
|  | Saudi Awwal Bank | 107649 | 928846 |
|  | Saudi Basic Industries Corp. | 61752 | 1005112 |
|  | Saudi Cement Co. | 34763 | 354765 |
|  | Saudi Ceramic Co. | 13091 | 106771 |
|  | Saudi Chemical Co. Holding | 147574 | 290286 |
|  \* | Saudi Co. For Hardware CJSC | 1325 | 11742 |
|  \* | Saudi Darb Investment Co. | 28164 | 21406 |
|  | Saudi Electricity Co. | 84791 | 361971 |
|  | Saudi Industrial Investment Group | 59609 | 258145 |
|  | Saudi Investment Bank | 102509 | 375730 |
|  \* | Saudi Kayan Petrochemical Co. | 268036 | 421506 |
|  \* | Saudi Marketing Co. | 10376 | 45872 |
|  | Saudi National Bank | 243529 | 2591284 |
|  | Saudi Paper Manufacturing Co. | 4258 | 60979 |
|  \* | Saudi Pharmaceutical Industries & Medical Appliances Corp. | 15936 | 128721 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  SAUDI ARABIA — (Continued) | SAUDI ARABIA — (Continued) | SAUDI ARABIA — (Continued) | SAUDI ARABIA — (Continued) |
|  \* | Saudi Printing & Packaging Co. | 7310 | $20834 |
|  \* | Saudi Public Transport Co. | 31322 | 105913 |
|  \* | Saudi Real Estate Co. | 40903 | 157532 |
|  \* | Saudi Reinsurance Co. | 30236 | 250529 |
|  \* | Saudi Research & Media Group | 2204 | 101039 |
|  | Saudi Steel Pipe Co. | 7705 | 106939 |
|  | Saudi Tadawul Group Holding Co. | 1973 | 104770 |
|  | Saudi Telecom Co. | 298398 | 3594689 |
|  | Saudia Dairy & Foodstuff Co. | 4787 | 366861 |
|  \* | Savola Group | 51337 | 336894 |
|  | Scientific & Medical Equipment House Co. | 4617 | 48435 |
|  \* | Seera Group Holding | 50750 | 419974 |
|  \* | Shams | 6957 | 29864 |
|  \* | SHL Finance Co. | 14455 | 83862 |
|  \* | Sinad Holding Co. | 20091 | 56094 |
|  | Southern Province Cement Co. | 25125 | 167574 |
|  | Sustained Infrastructure Holding Co. | 16431 | 160132 |
|  | Tabuk Cement Co. | 12595 | 34286 |
|  \* | Takween Advanced Industries Co. | 5208 | 10033 |
|  | Tanmiah Food Co. | 3778 | 79188 |
|  | Theeb Rent A Car Co. | 7330 | 128128 |
|  \* | Umm Al-Qura Cement Co. | 7087 | 26038 |
|  | United Electronics Co. | 12421 | 293788 |
|  | United International Transportation Co. | 18298 | 361117 |
|  | United Wire Factories Co. | 4440 | 29553 |
|  \* | Wafrah for Industry & Development | 1162 | 8264 |
|  \* | Walaa Cooperative Insurance Co. | 20570 | 64123 |
|  \* | Wataniya Insurance Co. | 7764 | 30363 |
|  | Yamama Cement Co. | 34554 | 253130 |
|  | Yanbu Cement Co. | 28852 | 124574 |
|  | Yanbu National Petrochemical Co. | 36369 | 334414 |
|  | Zahrat Al Waha For Trading Co. | 3563 | 24609 |
|  TOTAL SAUDI ARABIA | TOTAL SAUDI ARABIA | TOTAL SAUDI ARABIA | 52358294 |

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**CONTINUED** 

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  SOUTH AFRICA — (4.2%) | SOUTH AFRICA — (4.2%) | SOUTH AFRICA — (4.2%) | SOUTH AFRICA — (4.2%) |
|  | Absa Group Ltd. | 139036 | $1553572 |
|  | Adcock Ingram Holdings Ltd. | 16005 | 69109 |
|  | Advtech Ltd. | 146896 | 299500 |
|  | AECI Ltd. | 42417 | 218723 |
|  | African Rainbow Minerals Ltd. | 32579 | 323542 |
|  | Afrimat Ltd. | 43235 | 113379 |
|  | Alexander Forbes Group Holdings Ltd. | 90998 | 43118 |
|  | Altron Ltd., Class A | 93638 | 99302 |
|  | Anglogold Ashanti PLC (AU US) | 32589 | 2216052 |
|  | Aspen Pharmacare Holdings Ltd. | 53086 | 300682 |
|  | Astral Foods Ltd. | 16539 | 213464 |
|  | AVI Ltd. | 101251 | 563038 |
|  | Barloworld Ltd. | 95819 | 660538 |
|  | Bid Corp. Ltd. | 41321 | 1022868 |
|  | Bidvest Group Ltd. | 53119 | 690990 |
|  \* | Blu Label Unlimited Group Ltd. | 185301 | 132244 |
|  \* | Brait PLC | 650751 | 80157 |
|  | Capitec Bank Holdings Ltd. | 4313 | 954240 |
|  | Cashbuild Ltd. | 6469 | 51470 |
|  | Caxton & CTP Publishers & Printers Ltd. | 20139 | 15405 |
|  | City Lodge Hotels Ltd. | 120852 | 28577 |
|  | Clicks Group Ltd. | 42912 | 904799 |
|  | Coronation Fund Managers Ltd. | 62230 | 176657 |
|  | Curro Holdings Ltd. | 171010 | 130491 |
|  | DataTec Ltd. | 114371 | 474353 |
|  W | Dis-Chem Pharmacies Ltd. | 127662 | 249716 |
|  | Discovery Ltd. | 61624 | 774230 |
|  | DRDGOLD Ltd. (DRD SJ) | 50000 | 126277 |
|  | DRDGOLD Ltd. (DRD US), Sponsored ADR | 11571 | 291936 |
|  | Exxaro Resources Ltd. | 80508 | 819936 |
|  | Famous Brands Ltd. | 25850 | 80883 |
|  | FirstRand Ltd. | 380144 | 1804124 |
|  | Foschini Group Ltd. | 150435 | 798546 |
|  # | Gold Fields Ltd. (GFI US), Sponsored ADR | 77211 | 2965675 |
|  | Grindrod Ltd. | 268633 | 262528 |
|  | Harmony Gold Mining Co. Ltd. (HAR SJ) | 48266 | 803077 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  SOUTH AFRICA — (Continued) | SOUTH AFRICA — (Continued) | SOUTH AFRICA — (Continued) | SOUTH AFRICA — (Continued) |
|  | Harmony Gold Mining Co. Ltd. (HMY US), Sponsored ADR | 55957 | $923850 |
|  | Hudaco Industries Ltd. | 9043 | 92533 |
|  | Impala Platinum Holdings Ltd. | 113155 | 1212683 |
|  | Investec Ltd. | 37143 | 279633 |
|  | Invicta Holdings Ltd. | 5930 | 13096 |
|  \* | iOCO Ltd. | 151111 | 36595 |
|  | Italtile Ltd. | 143782 | 76460 |
|  | JSE Ltd. | 23014 | 187008 |
|  \* | KAP Ltd. | 634873 | 60263 |
|  | Kumba Iron Ore Ltd. | 15169 | 302106 |
|  | Lewis Group Ltd. | 13284 | 64058 |
|  | Life Healthcare Group Holdings Ltd. | 399374 | 273390 |
|  | Merafe Resources Ltd. | 305519 | 19383 |
|  \* | Metair Investments Ltd. | 44283 | 16897 |
|  | Momentum Group Ltd. | 430252 | 828360 |
|  | Motus Holdings Ltd. | 69864 | 420976 |
|  | Mpact Ltd. | 18342 | 24759 |
|  | Mr. Price Group Ltd. | 62268 | 743968 |
|  | MTN Group Ltd. | 333538 | 3332215 |
|  \* | Nampak Ltd. | 2808 | 77922 |
|  | Naspers Ltd., Class N | 18245 | 1281456 |
|  | Nedbank Group Ltd. | 96742 | 1318863 |
|  | NEPI Rockcastle NV | 80250 | 650807 |
|  | Netcare Ltd. | 531631 | 448343 |
|  | Ninety One Ltd. | 68065 | 202524 |
|  | Northam Platinum Holdings Ltd. | 37284 | 622668 |
|  \* | Nutun Ltd. | 238170 | 13199 |
|  | Oceana Group Ltd. | 27958 | 78920 |
|  | Old Mutual Ltd. (OMU SJ) | 1555617 | 1216421 |
|  | Omnia Holdings Ltd. | 65802 | 289323 |
|  | OUTsurance Group Ltd. | 160319 | 674669 |
|  W | Pepkor Holdings Ltd. | 592903 | 904011 |
|  \* | Pick n Pay Stores Ltd. | 186576 | 304567 |
|  | PPC Ltd. | 545075 | 172909 |
|  | Premier Group Ltd. | 16424 | 153056 |
|  | PSG Financial Services Ltd. | 242553 | 344748 |
|  | Raubex Group Ltd. | 63904 | 152731 |
|  | Reunert Ltd. | 46960 | 151351 |
|  | RFG Holdings Ltd. | 21913 | 27234 |
|  | Sanlam Ltd. | 252474 | 1324880 |
|  | Santam Ltd. | 11778 | 280950 |
|  | Sappi Ltd. | 199678 | 261629 |
|  \* | Sasol Ltd. (SOL SJ) | 131159 | 820606 |
|  | Shoprite Holdings Ltd. | 63963 | 1069887 |
|  \* | Sibanye Stillwater Ltd. (SBSW US), ADR | 97440 | 1028966 |

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735

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**CONTINUED** 

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** | **Value»** |
|  SOUTH AFRICA — (Continued) | SOUTH AFRICA — (Continued) | SOUTH AFRICA — (Continued) | SOUTH AFRICA — (Continued) | SOUTH AFRICA — (Continued) |
|  \* | Sibanye Stillwater Ltd. (SSW SJ) | 136850 | $| 363159 |
|  | Southern Sun Ltd. | 263769 |  | 140044 |
|  \* | SPAR Group Ltd. | 58222 |  | 366187 |
|  | Spur Corp. Ltd. | 10228 |  | 21287 |
|  | Stadio Holdings Ltd. | 45933 |  | 29442 |
|  | Standard Bank Group Ltd. | 223575 |  | 3287634 |
|  | Sun International Ltd. | 74980 |  | 167793 |
|  | Super Group Ltd. | 158908 |  | 147179 |
|  | Telkom SA SOC Ltd. | 129352 |  | 361817 |
|  | Thungela Resources Ltd. (TGA SJ) | 43521 |  | 192309 |
|  | Tiger Brands Ltd. | 42234 |  | 799205 |
|  | Truworths International Ltd. | 65361 |  | 195740 |
|  | Tsogo Sun Ltd. | 210893 |  | 86093 |
|  | Valterra Platinum Ltd. | 18807 |  | 1163198 |
|  | Vodacom Group Ltd. | 92807 |  | 751296 |
|  | We Buy Cars Holdings Ltd. | 50218 |  | 133171 |
|  | Wilson Bayly Holmes-Ovcon Ltd. | 18535 |  | 161835 |
|  | Woolworths Holdings Ltd. | 177223 |  | 535100 |
|  | Zeda Ltd. | 75515 |  | 53537 |
|  TOTAL SOUTH AFRICA | TOTAL SOUTH AFRICA | TOTAL SOUTH AFRICA |  | 52050097 |
|  SOUTH KOREA — (17.2%) | SOUTH KOREA — (17.2%) | SOUTH KOREA — (17.2%) | SOUTH KOREA — (17.2%) | SOUTH KOREA — (17.2%) |
|  \* | 3S Korea Co. Ltd. | 10371 |  | 12862 |
|  \* | ABLBio, Inc. | 917 |  | 64040 |
|  | ABOV Semiconductor Co. Ltd. | 2124 |  | 18665 |
|  \* | ADTechnology Co. Ltd. | 1694 |  | 31181 |
|  | Advanced Nano Products Co. Ltd. | 1292 |  | 59556 |
|  | Advanced Process Systems Corp. | 4914 |  | 68404 |
|  | Aekyung Chemical Co. Ltd. | 6863 |  | 52585 |
|  # | Aekyung Industrial Co. Ltd. | 5255 |  | 51601 |
|  \* | Agabang & Co. | 5822 |  | 18624 |
|  | Ahnlab, Inc. | 789 |  | 33610 |
|  \* | Air Busan Co. Ltd. | 29060 |  | 37311 |
|  | Ajin Industrial Co. Ltd. | 17463 |  | 40278 |
|  \* | Alteogen, Inc. | 2134 |  | 729710 |
|  \* | ALUKO Co. Ltd. | 23633 |  | 34021 |
|  \* | Amicogen, Inc. | 6097 |  | 12992 |
|  | Amorepacific Corp. | 2994 |  | 253584 |
|  | Amorepacific Holdings Corp. | 8581 |  | 152722 |
|  \* | Ananti, Inc. | 15665 |  | 84516 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) |
|  \* | Anapass, Inc. | 3919 | $48464 |
|  | ANIPLUS, Inc. | 7169 | 18801 |
|  \* | Anterogen Co. Ltd. | 1345 | 21271 |
|  | Aplus Asset Advisor Co. Ltd. | 6429 | 28088 |
|  \* | Aprogen, Inc. | 33975 | 13813 |
|  | Asia Cement Co. Ltd. | 7032 | 60172 |
|  | ASIA Holdings Co. Ltd. | 353 | 88173 |
|  \* | Asia Pacific Satellite, Inc. | 1665 | 14523 |
|  | Asia Paper Manufacturing Co. Ltd. | 6076 | 31444 |
|  | ATON, Inc. | 5773 | 27076 |
|  | Avaco Co. Ltd. | 1995 | 21903 |
|  | Baiksan Co. Ltd. | 4498 | 42525 |
|  \* | Beno Tnr, Inc. | 5830 | 8149 |
|  | BGF Co. Ltd. | 11107 | 29637 |
|  | BGF retail Co. Ltd. | 2445 | 177653 |
|  | BH Co. Ltd. | 8870 | 113955 |
|  \* | BHI Co. Ltd. | 3743 | 132570 |
|  | Binggrae Co. Ltd. | 1954 | 99018 |
|  | Bio Plus Co. Ltd. | 6144 | 26895 |
|  \* | Biodyne Co. Ltd. | 1759 | 17070 |
|  \* | Bioneer Corp. | 4057 | 44076 |
|  | BioNote, Inc. | 19686 | 76043 |
|  \* | BNC Korea Co. Ltd. | 7622 | 27087 |
|  | BNK Financial Group, Inc. | 40729 | 394287 |
|  | Boditech Med, Inc. | 3922 | 37320 |
|  | Boryung | 10368 | 64201 |
|  \* | Bukwang Pharmaceutical Co. Ltd. | 11123 | 28803 |
|  | BYC Co. Ltd. | 610 | 16063 |
|  | Byucksan Corp. | 14139 | 17306 |
|  | C&C International Co. Ltd. | 1132 | 29791 |
|  \* | Cafe24 Corp. | 3683 | 92422 |
|  # | Cape Industries Ltd. | 6603 | 65219 |
|  | Caregen Co. Ltd. | 3161 | 143711 |
|  \* | Celltrion Pharm, Inc. | 1903 | 85028 |
|  | Celltrion, Inc. | 3593 | 442247 |
|  \* | Chabiotech Co. Ltd. | 5339 | 46026 |
|  | Cheil Electric Co. Ltd. | 3144 | 24475 |
|  | Cheil Worldwide, Inc | 19519 | 278550 |
|  | Chemtronics Co. Ltd. | 3525 | 86054 |
|  | Cheryong Electric Co. Ltd. | 3474 | 94394 |
|  | Chips&Media, Inc. | 825 | 9404 |
|  \* | Choil Aluminum Co. Ltd. | 17841 | 16709 |

---

736

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##### [**Table of Contents**](#toc)
**EMERGING MARKETS EX CHINA CORE EQUITY PORTFOLIO** 

**CONTINUED** 

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) |
|  # | Chong Kun Dang Pharmaceutical Corp. | 2169 | $125910 |
|  | Chongkundang Holdings Corp. | 712 | 22580 |
|  \* | Chorokbaem Media Co. Ltd. | 3355 | 12739 |
|  \* | Chunbo Co. Ltd. | 899 | 45381 |
|  \* | CJ CGV Co. Ltd. | 31611 | 110724 |
|  | CJ CheilJedang Corp. | 2355 | 378735 |
|  | CJ Corp. | 3838 | 459135 |
|  \* | CJ ENM Co. Ltd. | 4962 | 243970 |
|  | CJ Freshway Corp. | 3540 | 62056 |
|  | CJ Logistics Corp. | 3464 | 200008 |
|  | Classys, Inc. | 3918 | 135263 |
|  | CLIO Cosmetics Co. Ltd. | 2840 | 28450 |
|  \* | CMG Pharmaceutical Co. Ltd. | 16036 | 20291 |
|  \* | CoAsia Corp. | 3630 | 17809 |
|  \* | Com2uS Holdings Corp. | 2279 | 32109 |
|  | Com2uSCorp. | 2616 | 62503 |
|  | Coocon Corp. | 2027 | 49944 |
|  | Cosmax, Inc. | 2039 | 291983 |
|  | Cosmecca Korea Co. Ltd. | 1591 | 73694 |
|  #\* | CosmoAM&T Co. Ltd. | 1916 | 74382 |
|  \* | Cosmochemical Co. Ltd. | 4021 | 54333 |
|  | Coway Co. Ltd. | 13853 | 866225 |
|  | Cowintech Co. Ltd. | 3449 | 41490 |
|  | CR Holdings Co. Ltd. | 1168 | 3946 |
|  \* | Creative & Innovative System | 16277 | 86270 |
|  | Creverse, Inc. | 1777 | 15990 |
|  | CS Wind Corp. | 7470 | 228124 |
|  \* | CTC BIO, Inc. | 2105 | 7599 |
|  \* | Cube Entertainment, Inc. | 54 | 552 |
|  | Cuckoo Holdings Co. Ltd. | 3529 | 71110 |
|  | Cuckoo Homesys Co. Ltd. | 3172 | 51170 |
|  \* | Curexo, Inc. | 3438 | 25366 |
|  | D.I Corp. | 1927 | 32873 |
|  \*†† | DA Technology Co. Ltd. | 31140 | 831 |
|  | Dae Won Kang Up Co. Ltd. | 14791 | 43559 |
|  \* | Daea TI Co. Ltd. | 15604 | 44295 |
|  | Daebongls Co. Ltd. | 1098 | 9372 |
|  \* | Daechang Co. Ltd. | 20462 | 18824 |
|  | Daedong Corp. | 6323 | 43175 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) |
|  | Daeduck Co. Ltd. | 7633 | $48804 |
|  # | Daeduck Electronics Co. Ltd. | 12129 | 321398 |
|  | Daehan Flour Mill Co. Ltd. | 235 | 22838 |
|  | Daehan Steel Co. Ltd. | 4106 | 42478 |
|  \* | Dae-Il Corp. | 5167 | 17873 |
|  | Daejoo Electronic Materials Co. Ltd. | 1483 | 78427 |
|  | Daesang Corp. | 9883 | 144392 |
|  | Daesang Holdings Co. Ltd. | 5289 | 34276 |
|  \* | Daewon Cable Co. Ltd. | 12805 | 32678 |
|  | Daewon Pharmaceutical Co. Ltd. | 2654 | 24231 |
|  \* | Daewoo Engineering & Construction Co. Ltd. | 64326 | 168728 |
|  | Daewoong Co. Ltd. | 5879 | 89204 |
|  | Daewoong Pharmaceutical Co. Ltd. | 1525 | 149273 |
|  | Daihan Pharmaceutical Co. Ltd. | 2053 | 41842 |
|  # | Daishin Securities Co. Ltd. | 8752 | 178392 |
|  #\* | Danal Co. Ltd. | 14238 | 80351 |
|  | Daol Investment & Securities Co. Ltd. | 13713 | 34796 |
|  | Daou Data Corp. | 6482 | 79787 |
|  | Daou Technology, Inc. | 9379 | 256240 |
|  \* | Dasan Networks, Inc. | 13488 | 30912 |
|  \* | Dawonsys Co. Ltd. | 6898 | 18303 |
|  | DB HiTek Co. Ltd. | 13314 | 546948 |
|  | DB Insurance Co. Ltd. | 10966 | 974699 |
|  | DB Securities Co. Ltd. | 8025 | 56887 |
|  \* | DB, Inc. | 50677 | 51717 |
|  | Dear U Co. Ltd. | 1125 | 30168 |
|  | Dentium Co. Ltd. | 2175 | 86836 |
|  | Deutsch Motors, Inc. | 5727 | 17936 |
|  \* | Devsisters Co. Ltd. | 1977 | 58627 |
|  | DI Dong Il Corp. | 1983 | 25137 |
|  | Digital Daesung Co. Ltd. | 3688 | 17789 |
|  \* | DIO Corp. | 1795 | 21149 |
|  | DIT Corp. | 2543 | 27136 |
|  \* | DK Tech Co. Ltd. | 4494 | 23932 |
|  \*†† | DKME | 61842 | 16277 |
|  | DL E&C Co. Ltd. | 10528 | 314933 |
|  | DL Holdings Co. Ltd. | 4196 | 114437 |
|  †† | DMS Co. Ltd. | 7061 | 11765 |
|  | DN Automotive Corp. | 10243 | 167080 |

---

737

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##### [**Table of Contents**](#toc)
**EMERGING MARKETS EX CHINA CORE EQUITY PORTFOLIO** 

**CONTINUED** 

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) |
|  | Dohwa Engineering Co. Ltd. | 5619 | $24035 |
|  | Dong-A Socio Holdings Co. Ltd. | 1397 | 106341 |
|  | Dong-A ST Co. Ltd. | 1833 | 62844 |
|  | Dong-Ah Geological Engineering Co. Ltd. | 3254 | 32863 |
|  | Dongbang Transport Logistics Co. Ltd. | 14000 | 27282 |
|  | Dongjin Semichem Co. Ltd. | 10524 | 314489 |
|  | Dongkoo Bio & Pharma Co. Ltd. | 6563 | 24716 |
|  | DongKook Pharmaceutical Co. Ltd. | 5657 | 70123 |
|  | Dongkuk Holdings Co. Ltd. | 5615 | 28778 |
|  | Dongkuk Industries Co. Ltd. | 13571 | 28419 |
|  | Dongkuk Steel Mill Co. Ltd. | 10098 | 60237 |
|  | Dongsuh Cos., Inc. | 2720 | 51482 |
|  | Dongsung Chemical Co. Ltd. | 11113 | 31188 |
|  | Dongsung Finetec Co. Ltd. | 4670 | 104069 |
|  \* | Dongwha Enterprise Co. Ltd. | 3761 | 26152 |
|  | Dongwha Pharm Co. Ltd. | 5228 | 22955 |
|  | Dongwon Development Co. Ltd. | 10063 | 18284 |
|  | Dongwon Industries Co. Ltd. | 1976 | 67093 |
|  | Dongwon Systems Corp. | 1774 | 34804 |
|  | Dongwoon Anatech Co. Ltd. | 4923 | 57957 |
|  | Dongyang E&P, Inc. | 2102 | 31554 |
|  | Doosan Bobcat, Inc. | 13932 | 588113 |
|  | Doosan Co. Ltd. | 692 | 457249 |
|  \* | Doosan Enerbility Co. Ltd. | 4415 | 273249 |
|  \* | Doosan Fuel Cell Co. Ltd. | 3468 | 103563 |
|  | Doosan Tesna, Inc. | 3689 | 129316 |
|  | DoubleUGames Co. Ltd. | 4594 | 161645 |
|  # | Douzone Bizon Co. Ltd. | 4200 | 262354 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) |
|  \* | Dream Security Co. Ltd. | 11556 | $27005 |
|  | Dreamtech Co. Ltd. | 12452 | 55788 |
|  \* | DRTECH Corp. | 14013 | 19464 |
|  \* | DS Dansuk Co. Ltd. | 1698 | 24029 |
|  | DSC Investment, Inc. | 3625 | 18724 |
|  \* | Duchembio Co. Ltd. | 2720 | 17465 |
|  \* | Duk San Neolux Co. Ltd. | 3575 | 105342 |
|  \* | Duksan Hi-Metal Co. Ltd. | 3621 | 16765 |
|  \* | Duksan Techopia Co. Ltd. | 683 | 9939 |
|  | DY POWER Corp. | 2826 | 25360 |
|  | E1 Corp. | 515 | 27011 |
|  | Easy Bio, Inc. | 4384 | 18065 |
|  | Easy Holdings Co. Ltd. | 8326 | 22059 |
|  | Echo Marketing, Inc. | 4830 | 39213 |
|  #\* | Ecopro BM Co. Ltd. | 1539 | 172202 |
|  | Ecopro Co. Ltd. | 3566 | 219601 |
|  \* | Edge Foundry Co. Ltd. | 8717 | 11213 |
|  | E-MART, Inc. | 4062 | 205755 |
|  \* | EMKOREA Co. Ltd. | 8442 | 12971 |
|  \* | EMRO, Inc. | 997 | 31086 |
|  \* | EM-Tech Co. Ltd. | 1387 | 9067 |
|  \* | Enchem Co. Ltd. | 1070 | 64259 |
|  | ENF Technology Co. Ltd. | 3902 | 135306 |
|  | Eo Technics Co. Ltd. | 355 | 58386 |
|  \* | Eubiologics Co. Ltd. | 7458 | 64567 |
|  | Eugene Corp. | 11560 | 27123 |
|  | Eugene Investment & Securities Co. Ltd. | 21369 | 55819 |
|  | Eugene Technology Co. Ltd. | 3923 | 260096 |
|  | Eusu Holdings Co. Ltd. | 1834 | 7254 |
|  \* | EV Advanced Material Co. Ltd. | 12617 | 15462 |
|  \* | Exem Co. Ltd. | 12943 | 19641 |
|  | Exicon Co. Ltd. | 1062 | 11893 |
|  | F&F Co. Ltd. | 4190 | 180136 |
|  | F&F Holdings Co. Ltd. | 2675 | 33072 |
|  | FarmStory Co. Ltd. | 13144 | 11047 |
|  \* | Fine M-Tec Co. Ltd. | 3368 | 20559 |
|  \* | Fine Semitech Corp. | 1165 | 29843 |
|  \*†† | Flask Co. Ltd. | 5463 | 3405 |
|  \* | Foosung Co. Ltd. | 5553 | 34575 |
|  | Fursys, Inc. | 253 | 8076 |
|  | Gabia, Inc. | 1031 | 19582 |
|  \* | GAEASOFT | 3587 | 17611 |
|  | Galaxia Moneytree Co. Ltd. | 1494 | 9912 |

---

738

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##### [**Table of Contents**](#toc)
**EMERGING MARKETS EX CHINA CORE EQUITY PORTFOLIO** 

**CONTINUED** 

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) |
|  \* | GAMSUNG Corp. Co. Ltd. | 14708 | $52290 |
|  \* | Gaon Cable Co. Ltd. | 999 | 58580 |
|  \* | Gaonchips Co. Ltd. | 748 | 27759 |
|  \* | GC Cell Corp. | 3957 | 63647 |
|  \* | Genexine, Inc. | 12910 | 46917 |
|  \* | Genic Co. Ltd. | 1135 | 17089 |
|  \* | Genomictree, Inc. | 2245 | 33103 |
|  | Geumhwa PSC Co. Ltd. | 1478 | 32960 |
|  | Global Standard Technology Co. Ltd. | 3618 | 65158 |
|  \* | Global Tax Free Co. Ltd. | 4758 | 18797 |
|  \* | GnBS eco Co. Ltd. | 8882 | 18049 |
|  | GnCenergy Co. Ltd. | 2332 | 66241 |
|  | GOLFZON Co. Ltd. | 1890 | 78695 |
|  | Golfzon Holdings Co. Ltd. | 6991 | 25993 |
|  | Gradiant Corp. | 2575 | 23039 |
|  | Grand Korea Leisure Co. Ltd. | 7557 | 82089 |
|  | Green Chemical Co. Ltd. | 4026 | 19003 |
|  | Green Cross Corp. | 1087 | 98780 |
|  | Green Cross Holdings Corp. | 7420 | 81998 |
|  \*†† | Green Pine Tree Co. Ltd. | 1215 | 959 |
|  | GS Engineering & Construction Corp. | 23425 | 306790 |
|  | GS Global Corp. | 21081 | 36284 |
|  | GS Holdings Corp. (078930 KS) | 16791 | 564371 |
|  \* | GS P&L Co. Ltd. | 2026 | 54455 |
|  | GS Retail Co. Ltd. | 13671 | 169913 |
|  | Gwangju Shinsegae Co. Ltd. | 821 | 17367 |
|  | HAESUNG DS Co. Ltd. | 4351 | 156841 |
|  | Haesung Industrial Co. Ltd. | 4764 | 24556 |
|  | Han Kuk Carbon Co. Ltd. | 4694 | 120524 |
|  | Hana Financial Group, Inc. | 48681 | 2916409 |
|  | Hana Materials, Inc. | 1567 | 45009 |
|  | Hana Micron, Inc. | 14108 | 289254 |
|  \* | Hana Technology Co. Ltd. | 567 | 11994 |
|  # | Hana Tour Service, Inc. | 2979 | 99552 |
|  \* | Hanall Biopharma Co. Ltd. | 1468 | 42568 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) |
|  | Hancom, Inc. | 3601 | $62571 |
|  | Handok, Inc. | 4699 | 37575 |
|  | Handsome Co. Ltd. | 2509 | 25822 |
|  | Hanil Cement Co. Ltd. | 8396 | 103971 |
|  | Hanil Feed Co. Ltd. | 4094 | 9212 |
|  | Hanil Holdings Co. Ltd. | 4735 | 53770 |
|  | Hanjin Kal Corp. | 582 | 42716 |
|  | Hanjin Logistics Corp. | 3082 | 43234 |
|  \* | HanJung Natural Connectivity System Co. Ltd. | 889 | 28648 |
|  | Hankook Cosmetics Manufacturing Co. Ltd. | 440 | 16634 |
|  | Hankook Shell Oil Co. Ltd. | 133 | 41121 |
|  | Hankook Tire & Technology Co. Ltd. | 21538 | 699285 |
|  | Hanmi Pharm Co. Ltd. | 1345 | 400127 |
|  | Hanmi Science Co. Ltd. | 2271 | 62686 |
|  | Hanmi Semiconductor Co. Ltd. | 9019 | 901922 |
|  | HanmiGlobal Co. Ltd. | 4359 | 62241 |
|  | Hannong Chemicals, Inc. | 3518 | 38850 |
|  \* | Hanon Systems | 61061 | 186557 |
|  | Hansae Co. Ltd. | 5528 | 40946 |
|  | Hansol Chemical Co. Ltd. | 2328 | 378313 |
|  | Hansol Paper Co. Ltd. | 6186 | 35277 |
|  | Hansol Technics Co. Ltd. | 11028 | 50307 |
|  | Hanssem Co. Ltd. | 2451 | 79886 |
|  | Hanwha Aerospace Co. Ltd. | 2300 | 1577627 |
|  | Hanwha Corp. | 6950 | 464845 |
|  \* | Hanwha Engine | 7449 | 258085 |
|  \* | Hanwha Galleria Corp. | 32339 | 24287 |
|  \* | Hanwha General Insurance Co. Ltd. | 24198 | 91887 |
|  \* | Hanwha Investment & Securities Co. Ltd. | 32863 | 122973 |
|  \* | Hanwha Life Insurance Co. Ltd. | 46782 | 99335 |
|  \* | Hanwha Ocean Co. Ltd. | 1599 | 154129 |
|  # | Hanwha Solutions Corp. | 18425 | 393953 |
|  | Hanwha Systems Co. Ltd. | 4194 | 176072 |
|  \* | Hanwha Vision Co. Ltd. | 5565 | 195824 |

---

739

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##### [**Table of Contents**](#toc)
**EMERGING MARKETS EX CHINA CORE EQUITY PORTFOLIO** 

**CONTINUED** 

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) |
|  | Hanyang Eng Co. Ltd. | 4208 | $59459 |
|  | Hanyang Securities Co. Ltd. | 4035 | 53747 |
|  \* | Harim Co. Ltd. | 21063 | 42561 |
|  | Harim Holdings Co. Ltd. | 18520 | 95987 |
|  | HB SOLUTION Co. Ltd. | 15336 | 27345 |
|  | HB Technology Co. Ltd. | 17460 | 24275 |
|  | HC BoKwang Industry Co. Ltd. | 6273 | 12422 |
|  | HC HomeCenter Co. Ltd. | 39155 | 19229 |
|  | HD Hyundai Co. Ltd. | 7303 | 1048952 |
|  | HD Hyundai Construction Equipment Co. Ltd. | 5265 | 368802 |
|  | HD Hyundai Electric Co. Ltd. | 3100 | 1883393 |
|  \* | HD Hyundai Energy Solutions Co. Ltd. | 805 | 31981 |
|  | HD Hyundai Heavy Industries Co. Ltd. | 1503 | 632944 |
|  | HD Hyundai Infracore Co. Ltd. | 21061 | 224697 |
|  | HD Hyundai Mipo | 963 | 163125 |
|  | HD Korea Shipbuilding & Offshore Engineering Co. Ltd. | 3076 | 1022403 |
|  | HDC Holdings Co. Ltd. | 12724 | 164200 |
|  | HDC Hyundai Development Co-Engineering & Construction | 13099 | 176938 |
|  \* | HD-Hyundai Marine Engine | 2867 | 199530 |
|  | Hecto Financial Co. Ltd. | 252 | 2874 |
|  | Hecto Innovation Co. Ltd. | 2910 | 33009 |
|  \* | Helixmith Co. Ltd. | 7814 | 29032 |
|  \* | Heung-A Shipping Co. Ltd. | 18027 | 22012 |
|  \* | HFR, Inc. | 1583 | 19059 |
|  | High Tech Pharm Co. Ltd. | 2595 | 22869 |
|  | Hite Jinro Co. Ltd. | 12717 | 167917 |
|  \* | HJ Shipbuilding & Construction Co. Ltd. | 4472 | 88337 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) |
|  | HK inno N Corp. | 5284 | $183007 |
|  | HL Holdings Corp. | 1610 | 45717 |
|  | HL Mando Co. Ltd. | 11013 | 296935 |
|  \* | HLB Biostep Co. Ltd. | 11072 | 9550 |
|  \* | HLB Global Co. Ltd. | 7126 | 10366 |
|  \* | Hlb Pharma Ceutical Co. Ltd. | 3234 | 34825 |
|  \* | HLB, Inc. | 4215 | 143461 |
|  | HMM Co. Ltd. | 30977 | 446030 |
|  \* | Hotel Shilla Co. Ltd. | 4928 | 168043 |
|  # | HPSP Co. Ltd. | 10834 | 261270 |
|  | HS Hyosung Advanced Materials Corp. | 927 | 120280 |
|  \* | HS Hyosung Corp. | 484 | 19725 |
|  | HS Industries Co. Ltd. | 19938 | 55749 |
|  \* | Hugel, Inc. | 997 | 182936 |
|  \* | Humasis Co. Ltd. | 23782 | 20395 |
|  | Humedix Co. Ltd. | 1809 | 63666 |
|  | Huons Co. Ltd. | 3964 | 81247 |
|  | Huons Global Co. Ltd. | 1702 | 65056 |
|  | Husteel Co. Ltd. | 11607 | 33331 |
|  | Huvitz Co. Ltd. | 1378 | 7970 |
|  | Hwa Shin Co. Ltd. | 7945 | 48974 |
|  | Hwaseung Enterprise Co. Ltd. | 7025 | 25091 |
|  | HYBE Co. Ltd. | 497 | 118722 |
|  | Hy-Lok Corp. | 2373 | 61860 |
|  | Hyosung Corp. | 2175 | 192948 |
|  | Hyosung Heavy Industries Corp. | 625 | 932275 |
|  | Hyosung TNC Corp. | 1221 | 177995 |
|  | Hyundai Autoever Corp. | 1212 | 172502 |
|  | Hyundai Bioland Co. Ltd. | 9432 | 29308 |
|  | Hyundai BNG Steel Co. Ltd. | 2374 | 18667 |
|  | HYUNDAI Corp. | 3184 | 47372 |
|  | Hyundai Corp. Holdings, Inc. | 1349 | 11119 |
|  | Hyundai Department Store Co. Ltd. | 5464 | 309544 |
|  | Hyundai Elevator Co. Ltd. | 3204 | 169824 |
|  | Hyundai Engineering & Construction Co. Ltd. | 13384 | 657591 |
|  | HYUNDAI EVERDIGM Corp. | 3482 | 18908 |
|  | Hyundai Ezwel Co. Ltd. | 6979 | 25801 |
|  | Hyundai Futurenet Co. Ltd. | 11431 | 25487 |
|  | Hyundai GF Holdings | 9217 | 50340 |

---

740

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##### [**Table of Contents**](#toc)
**EMERGING MARKETS EX CHINA CORE EQUITY PORTFOLIO** 

**CONTINUED** 

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) |
|  | Hyundai Glovis Co. Ltd. | 9406 | $1243136 |
|  | Hyundai Green Food | 10848 | 114568 |
|  | Hyundai Home Shopping Network Corp. | 1431 | 52803 |
|  | Hyundai Hyms Co. Ltd. | 1803 | 28669 |
|  | Hyundai Livart Furniture Co. Ltd. | 1211 | 5613 |
|  \* | Hyundai Marine & Fire Insurance Co. Ltd. | 23353 | 446840 |
|  | Hyundai Mobis Co. Ltd. | 4235 | 936517 |
|  | Hyundai Motor Co. | 17293 | 3506836 |
|  | Hyundai Motor Securities Co. Ltd. | 7975 | 48773 |
|  | Hyundai Movex Co. Ltd. | 9382 | 66410 |
|  | Hyundai Rotem Co. Ltd. | 10157 | 1640980 |
|  | Hyundai Steel Co. | 14211 | 328317 |
|  | Hyundai Wia Corp. | 7441 | 305393 |
|  | HyVision System, Inc. | 2865 | 32483 |
|  | i3system, Inc. | 1018 | 55274 |
|  | iFamilySC Co. Ltd. | 2944 | 36658 |
|  \* | Il Dong Pharmaceutical Co. Ltd. | 2726 | 44919 |
|  | Iljin Diamond Co. Ltd. | 1775 | 17400 |
|  | Iljin Electric Co. Ltd. | 4785 | 192348 |
|  \* | Iljin Hysolus Co. Ltd. | 2250 | 30179 |
|  | Iljin Power Co. Ltd. | 2512 | 19486 |
|  | Ilshin Spinning Co. Ltd. | 4566 | 38536 |
|  | Ilyang Pharmaceutical Co. Ltd. | 4169 | 38186 |
|  | iM Financial Group Co. Ltd. | 51113 | 474235 |
|  | iMarketKorea, Inc. | 6912 | 38029 |
|  | InBody Co. Ltd. | 2313 | 46551 |
|  | Incar Financial Service Co. Ltd. | 8301 | 69691 |
|  | Industrial Bank of Korea | 47470 | 643312 |
|  | Inhwa Precision Co. Ltd. | 1117 | 46932 |
|  | Innocean Worldwide, Inc. | 8489 | 102109 |
|  | InnoWireless Co. Ltd. | 1400 | 22955 |
|  | Innox Advanced Materials Co. Ltd. | 4959 | 85511 |
|  \* | Insun ENT Co. Ltd. | 4769 | 14055 |
|  \* | Insung Information Co. Ltd. | 11363 | 14561 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) |
|  | Intellian Technologies, Inc. | 1148 | $36344 |
|  | Intelligent Digital Integrated Security Co. Ltd. | 2096 | 26422 |
|  \* | Interflex Co. Ltd. | 6369 | 41232 |
|  | Interojo Co. Ltd. | 1357 | 16300 |
|  | INTOPS Co. Ltd. | 4300 | 48724 |
|  | iNtRON Biotechnology, Inc. | 6721 | 15648 |
|  | INVENI Co. Ltd. | 746 | 32422 |
|  | IS Dongseo Co. Ltd. | 4564 | 59474 |
|  | ISC Co. Ltd. | 1628 | 90425 |
|  | i-SENS, Inc. | 2624 | 31835 |
|  \* | ISU Abxis Co. Ltd. | 4524 | 15521 |
|  \* | ISU Chemical Co. Ltd. | 2758 | 20605 |
|  | IsuPetasys Co. Ltd. | 9479 | 751822 |
|  \* | ITEK, Inc. | 7578 | 32276 |
|  \* | ITM Semiconductor Co. Ltd. | 2598 | 21828 |
|  \* | Jahwa Electronics Co. Ltd. | 6861 | 104209 |
|  | JB Financial Group Co. Ltd. | 29480 | 464126 |
|  \* | Jeil Pharmaceutical Co. Ltd. | 423 | 4271 |
|  \* | Jeju Air Co. Ltd. | 13797 | 55244 |
|  | Jeju Bank | 2192 | 20381 |
|  \* | Jeju Semiconductor Corp. | 3965 | 56860 |
|  \* | JETEMA Co. Ltd. | 2888 | 11765 |
|  \* | Jin Air Co. Ltd. | 5121 | 25888 |
|  | Jinsung T.E.C. | 4760 | 43589 |
|  | JNK Global Co. Ltd. | 7583 | 23567 |
|  \* | JNTC Co. Ltd. | 2171 | 41096 |
|  # | Jusung Engineering Co. Ltd. | 8449 | 181110 |
|  | JVM Co. Ltd. | 1905 | 37298 |
|  | JW Holdings Corp. | 8366 | 19086 |
|  | JW Life Science Corp. | 5759 | 54326 |
|  | JW Pharmaceutical Corp. | 3479 | 57282 |
|  | JYP Entertainment Corp. | 5211 | 295456 |
|  | K Car Co. Ltd. | 3260 | 34656 |
|  | K Ensol Co. Ltd. | 1765 | 14170 |
|  | Kakao Corp. | 4533 | 206590 |
|  #\* | Kakao Games Corp. | 10272 | 115850 |
|  # | KakaoBank Corp. | 14984 | 242872 |
|  \* | Kakaopay Corp. | 2006 | 73446 |
|  | Kangnam Jevisco Co. Ltd. | 1216 | 10482 |
|  \* | Kangstem Biotech Co. Ltd. | 3667 | 3703 |

---

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**EMERGING MARKETS EX CHINA CORE EQUITY PORTFOLIO** 

**CONTINUED** 

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) |
|  #\* | Kangwon Energy Co. Ltd. | 4568 | $51379 |
|  | Kangwon Land, Inc. | 15250 | 180547 |
|  | KB Financial Group, Inc. (105560 KS) | 47130 | 3847391 |
|  \* | KBI Dongyang Steel Pipe Co. Ltd. | 17807 | 30126 |
|  | KC Co. Ltd. | 2678 | 48964 |
|  | KC Tech Co. Ltd. | 1553 | 41589 |
|  | KCC Corp. | 990 | 304865 |
|  | KCC Glass Corp. | 3652 | 66489 |
|  | KCTC | 9774 | 37052 |
|  \* | KEC Corp. | 67241 | 36596 |
|  \* | Keeps Biopharma, Inc. | 2707 | 17279 |
|  \* | Kencoa Aerospace Co. | 1971 | 16063 |
|  | KEPCO Engineering & Construction Co., Inc. | 1327 | 94665 |
|  | KEPCO Plant Service & Engineering Co. Ltd. | 6558 | 232616 |
|  | KG Chemical Corp. | 5382 | 18367 |
|  | KG Dongbusteel | 19552 | 74695 |
|  | KG Eco Solution Co. Ltd. | 7129 | 28328 |
|  \* | KG Mobility Co. | 21140 | 56529 |
|  | Kginicis Co. Ltd. | 5916 | 42573 |
|  | KH Vatec Co. Ltd. | 6135 | 53923 |
|  | Kia Corp. | 50525 | 4237965 |
|  \* | KidariStudio, Inc. | 5942 | 15970 |
|  | KINX, Inc. | 828 | 53998 |
|  | KISCO Corp. | 6487 | 45589 |
|  | KISCO Holdings Co. Ltd. | 1500 | 26939 |
|  | KISWIRE Ltd. | 3308 | 41443 |
|  | KIWOOM Securities Co. Ltd. | 3739 | 776639 |
|  \* | KMW Co. Ltd. | 3610 | 42997 |
|  \* | KNJ Co. Ltd. | 2471 | 45116 |
|  | Koh Young Technology, Inc. | 6568 | 76548 |
|  | Kolmar BNH Co. Ltd. | 1457 | 14176 |
|  | Kolmar Holdings Co. Ltd. | 5313 | 41162 |
|  | Kolmar Korea Co. Ltd. | 2984 | 161071 |
|  | Kolon Corp. | 2058 | 62819 |
|  | Kolon Industries, Inc. | 5715 | 142508 |
|  \* | Kolon Life Science, Inc. | 1355 | 31182 |
|  | KoMiCo Ltd. | 1753 | 135416 |
|  \* | Komipharm International Co. Ltd. | 3794 | 16084 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) |
|  | KONA I Co. Ltd. | 1584 | $52368 |
|  | Korea Aerospace Industries Ltd. | 5923 | 429133 |
|  | Korea Alcohol Industrial Co. Ltd. | 4444 | 29132 |
|  | Korea Asset In Trust Co. Ltd. | 24703 | 38389 |
|  \* | Korea Circuit Co. Ltd. | 2773 | 39996 |
|  | Korea District Heating Corp. | 516 | 34611 |
|  | Korea Electric Power Corp. (015760 KS) | 16765 | 501844 |
|  | Korea Electric Power Corp. (KEP US), Sponsored ADR | 12485 | 188149 |
|  | Korea Electric Terminal Co. Ltd. | 2931 | 127102 |
|  | Korea Electronic Power Industrial Development Co. Ltd. | 2560 | 22055 |
|  | Korea Fuel-Tech Corp. | 8951 | 37589 |
|  | Korea Gas Corp. | 3926 | 114782 |
|  \* | Korea Information & Communications Co. Ltd. | 6679 | 38079 |
|  | Korea Information Certificate Authority, Inc. | 5485 | 23854 |
|  | Korea Investment Holdings Co. Ltd. | 10223 | 1303390 |
|  \* | Korea Line Corp. | 54496 | 71762 |
|  | Korea Movenex Co. Ltd. | 6958 | 19374 |
|  | Korea Petrochemical Ind Co. Ltd. | 1187 | 108928 |
|  | Korea Petroleum Industries Co. | 3017 | 29432 |
|  | Korea Ratings Corp. | 357 | 24558 |
|  | Korea Real Estate Investment & Trust Co. Ltd. | 72804 | 66764 |
|  | Korea United Pharm, Inc. | 3544 | 47258 |
|  | Korean Air Lines Co. Ltd. | 47149 | 731669 |
|  | Korean Reinsurance Co. | 54231 | 403553 |
|  | KPX Chemical Co. Ltd. | 267 | 8967 |
|  \* | Krafton, Inc. | 3969 | 768190 |
|  | KSS LINE Ltd. | 9666 | 62666 |

---

742

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**EMERGING MARKETS EX CHINA CORE EQUITY PORTFOLIO** 

**CONTINUED** 

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) |  |  |
|  \* | KT Millie Seojae Co. Ltd. | 985 | $9022 |
|  | KT Skylife Co. Ltd. | 8062 | 28328 |
|  | KT&G Corp. | 8592 | 808609 |
|  | KTCS Corp. | 13776 | 28188 |
|  \* | Kumho HT, Inc. | 74104 | 29693 |
|  | Kumho Petrochemical Co. Ltd. | 2426 | 197197 |
|  \* | Kumho Tire Co., Inc. | 44275 | 146493 |
|  | Kwang Dong Pharmaceutical Co. Ltd. | 12453 | 49878 |
|  | Kyeong Nam Steel Co. Ltd. | 7026 | 14216 |
|  | Kyeryong Construction Industrial Co. Ltd. | 2344 | 28286 |
|  | Kyobo Securities Co. Ltd. | 6546 | 43238 |
|  | Kyochon F&B Co. Ltd. | 3688 | 10893 |
|  | Kyung Dong Navien Co. Ltd. | 2126 | 105208 |
|  | Kyungdong Pharm Co. Ltd. | 2400 | 9571 |
|  | Kyung-In Synthetic Corp. | 5621 | 11547 |
|  | KZ Precision Corp. | 2708 | 28561 |
|  # | L&C Bio Co. Ltd. | 2326 | 85895 |
|  \* | L&K Biomed Co. Ltd. | 2802 | 17747 |
|  \* | LabGenomics Co. Ltd. | 22431 | 34685 |
|  | Lake Materials Co. Ltd. | 9415 | 96366 |
|  \* | LB Semicon, Inc. | 15949 | 55508 |
|  | Lee Ku Industrial Co. Ltd. | 6694 | 23144 |
|  | LEENO Industrial, Inc. | 8912 | 358710 |
|  | LF Corp. | 5070 | 64956 |
|  | LG Chem Ltd. | 8335 | 2318365 |
|  | LG Corp. | 8860 | 498294 |
|  \* | LG Display Co. Ltd. (034220 KS) | 79115 | 808843 |
|  | LG Electronics, Inc. | 26289 | 1612389 |
|  \* | LG Energy Solution Ltd. | 1433 | 474390 |
|  | LG H&H Co. Ltd. | 1974 | 393580 |
|  \* | LG HelloVision Co. Ltd. | 17581 | 30080 |
|  | LG Innotek Co. Ltd. | 4300 | 725377 |
|  | LG Uplus Corp. | 68951 | 737058 |
|  | LIG Nex1 Co. Ltd. | 1797 | 654414 |
|  \* | LigaChem Biosciences, Inc. | 782 | 80190 |
|  \* | LOT Vacuum Co. Ltd. | 1947 | 17781 |
|  | Lotte Chemical Corp. | 2898 | 143566 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) |  |  |
|  # | Lotte Chilsung Beverage Co. Ltd. | 2145 | $173464 |
|  | Lotte Corp. | 8889 | 182048 |
|  \* | Lotte Energy Materials Corp. | 8113 | 147557 |
|  | LOTTE Fine Chemical Co. Ltd. | 4994 | 159583 |
|  \* | Lotte Non-Life Insurance Co. Ltd. | 23223 | 30900 |
|  | Lotte Rental Co. Ltd. | 7011 | 144046 |
|  | Lotte Shopping Co. Ltd. | 3028 | 138180 |
|  \* | Lotte Tour Development Co. Ltd. | 7885 | 100254 |
|  | Lotte Wellfood Co. Ltd. | 919 | 73459 |
|  | LS Corp. | 3418 | 498119 |
|  | LS Eco Energy Ltd. | 2894 | 93222 |
|  | LS Electric Co. Ltd. | 2641 | 801701 |
|  | LS Marine Solution Co. Ltd. | 3431 | 69276 |
|  \* | LS Materials Ltd. | 2500 | 23455 |
|  | LS SECURITIES Co. Ltd. | 4859 | 18701 |
|  | LTC Co. Ltd. | 1195 | 17631 |
|  \* | LVMC Holdings | 47047 | 54696 |
|  | LX Hausys Ltd. | 2771 | 54664 |
|  | LX Holdings Corp. | 16779 | 95976 |
|  | LX International Corp. | 13420 | 283543 |
|  | LX Semicon Co. Ltd. | 3854 | 154574 |
|  | M.I.Tech Co. Ltd. | 6034 | 26058 |
|  | Macquarie Korea Infrastructure Fund | 60879 | 469516 |
|  | Macrogen, Inc. | 1693 | 17989 |
|  | Maeil Dairies Co. Ltd. | 1774 | 43123 |
|  \* | Manyo Co. Ltd. | 1875 | 21501 |
|  | Mcnex Co. Ltd. | 4094 | 89279 |
|  \* | Mediana Co. Ltd. | 2660 | 9910 |
|  \* | Medipost Co. Ltd. | 3223 | 39076 |
|  | Medytox, Inc. | 849 | 71491 |
|  \* | Meerecompany, Inc. | 533 | 5712 |
|  | MegaStudyEdu Co. Ltd. | 1930 | 56265 |
|  # | Meritz Financial Group, Inc. | 15263 | 1182769 |
|  | META BIOMED Co. Ltd. | 5245 | 20657 |
|  | Mgame Corp. | 7080 | 32223 |
|  \* | MiCo Ltd. | 4582 | 46473 |
|  \* | Mirae Asset Life Insurance Co. Ltd. | 20945 | 128884 |
|  | Mirae Asset Securities Co. Ltd. | 42722 | 785494 |

---

743

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**EMERGING MARKETS EX CHINA CORE EQUITY PORTFOLIO** 

**CONTINUED** 

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) |  |  |
|  | Mirae Asset Venture Investment Co. Ltd. | 9580 | $57181 |
|  | Misto Holdings Corp. | 9352 | 241222 |
|  | Miwon Commercial Co. Ltd. | 444 | 47119 |
|  | Miwon Specialty Chemical Co. Ltd. | 430 | 42393 |
|  | MK Electron Co. Ltd. | 8724 | 56418 |
|  | MNTech Co. Ltd. | 3318 | 26265 |
|  | Modetour Network, Inc. | 2818 | 21983 |
|  \* | MONAYONGPYONG | 9266 | 22584 |
|  \* | Motrex Co. Ltd. | 5448 | 33181 |
|  | mPlus Corp. | 1886 | 22961 |
|  | Muhak Co. Ltd. | 2116 | 12767 |
|  | Multicampus Co. Ltd. | 345 | 7577 |
|  | Myoung Shin Industrial Co. Ltd. | 11787 | 77069 |
|  | Namhae Chemical Corp. | 6832 | 30885 |
|  \* | Namsun Aluminum Co. Ltd. | 40282 | 30186 |
|  | Namuga Co. Ltd. | 4008 | 47400 |
|  | Namyang Dairy Products Co. Ltd. | 860 | 31065 |
|  \* | Nature & Environment Co. Ltd. | 20996 | 9126 |
|  | Nature Holdings Co. Ltd. | 4521 | 30272 |
|  | NAVER Corp. | 3478 | 651833 |
|  | NCSoft Corp. | 1041 | 160682 |
|  | NeoPharm Co. Ltd. | 2099 | 25189 |
|  | Neosem, Inc. | 2906 | 25405 |
|  \* | Neowiz | 5728 | 98305 |
|  \* | Nepes Ark Corp. | 2036 | 28343 |
|  \* | Neptune Co. | 8753 | 36204 |
|  W | Netmarble Corp. | 4552 | 172498 |
|  | New Power Plasma Co. Ltd. | 11784 | 51200 |
|  | Nexen Corp. | 9583 | 35959 |
|  | Nexen Tire Corp. | 6827 | 30731 |
|  \* | Nexon Games Co. Ltd. | 3048 | 28543 |
|  | NEXTIN, Inc. | 2135 | 98345 |
|  | NH Investment & Securities Co. Ltd. | 37610 | 536172 |
|  | NHN Corp. | 5731 | 116277 |
|  # | NHN KCP Corp. | 4033 | 45010 |
|  | NICE Holdings Co. Ltd. | 11860 | 115421 |
|  | Nice Information & Telecommunication, Inc. | 2355 | 37742 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) |  |  |
|  | NICE Information Service Co. Ltd. | 10065 | $102295 |
|  | Nong Shim Holdings Co. Ltd. | 533 | 35161 |
|  | NongShim Co. Ltd. | 721 | 220460 |
|  | NOROO Paint & Coatings Co. Ltd. | 5290 | 31403 |
|  | NOVAREX Co. Ltd. | 2395 | 28644 |
|  | Novatech Co. Ltd. | 681 | 9474 |
|  | OCI Co. Ltd. | 1848 | 76487 |
|  | OCI Holdings Co. Ltd. | 4593 | 367242 |
|  \* | Okins Electronics Co. Ltd. | 2529 | 16356 |
|  | ONEJOON Co. Ltd. | 4350 | 28017 |
|  # | Oriental Precision & Engineering Co. Ltd. | 11756 | 85919 |
|  | Orion Corp. | 4588 | 319485 |
|  # | Orion Holdings Corp. | 11381 | 151528 |
|  | Osang Healthcare Co. Ltd. | 1314 | 11911 |
|  \* | OSTEONIC Co. Ltd. | 5143 | 25954 |
|  \* | Osung Advanced Materials Co. Ltd. | 31426 | 34627 |
|  | Otoki Corp. | 630 | 171673 |
|  | Pan Ocean Co. Ltd. | 84120 | 225969 |
|  | Pang Rim Co. Ltd. | 5498 | 19233 |
|  | Paradise Co. Ltd. | 17392 | 225346 |
|  | Park Systems Corp. | 1353 | 230472 |
|  | Partron Co. Ltd. | 16544 | 80242 |
|  \* | Pearl Abyss Corp. | 2762 | 66997 |
|  \* | Pentastone Electronics, Inc. | 8385 | 32449 |
|  # | People & Technology, Inc. | 5812 | 175845 |
|  #\* | Peptron, Inc. | 1115 | 211449 |
|  | PHA Co. Ltd. | 2750 | 22494 |
|  | PharmaResearch Co. Ltd. | 1201 | 454707 |
|  \* | PharmGen Science, Inc. | 3656 | 10350 |
|  | Pharmicell Co. Ltd. | 12436 | 147620 |
|  | Philenergy Co. Ltd. | 2261 | 22655 |
|  \* | Philoptics Co. Ltd. | 2005 | 59005 |
|  | PI Advanced Materials Co. Ltd. | 6611 | 83982 |
|  \* | PKC Co. Ltd. | 8514 | 37364 |
|  \* | Polaris AI Corp. | 10275 | 16582 |
|  \* | Polaris Office Corp. | 4725 | 16954 |
|  | Pond Group Co. Ltd. | 2084 | 11869 |
|  \* | PonyLink Co. Ltd. | 39918 | 23237 |
|  | Poongsan Corp. | 4221 | 324632 |
|  | Poongsan Holdings Corp. | 3296 | 89349 |

---

744

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##### [**Table of Contents**](#toc)
**EMERGING MARKETS EX CHINA CORE EQUITY PORTFOLIO** 

**CONTINUED** 

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) |  |  |
|  | Posco DX Co. Ltd. | 9103 | $167385 |
|  \* | POSCO Future M Co. Ltd. | 825 | 125001 |
|  | POSCO Holdings, Inc. (005490 KS) | 7283 | 1584011 |
|  | Posco International Corp. | 9356 | 360413 |
|  | Posco M-Tech Co. Ltd. | 2412 | 25854 |
|  | POSCO Steeleon Co. Ltd. | 1461 | 39465 |
|  \* | Power Logics Co. Ltd. | 13626 | 39332 |
|  \* | Prestige Biologics Co. Ltd. | 6539 | 13830 |
|  | Protec Co. Ltd. | 1575 | 34471 |
|  | PSK Holdings, Inc. | 1973 | 67463 |
|  | PSK, Inc. | 7105 | 187246 |
|  | Pulmuone Co. Ltd. | 5719 | 53332 |
|  | Pumtech Korea Co. Ltd. | 1638 | 60930 |
|  \* | Rainbow Robotics | 375 | 114582 |
|  \* | Refine Co. Ltd. | 4423 | 38326 |
|  \* | Reyon Pharmaceutical Co. Ltd. | 2064 | 15605 |
|  | RFHIC Corp. | 2728 | 63785 |
|  \* | Robotis Co. Ltd. | 476 | 73379 |
|  | Rorze Systems Corp. | 2535 | 19789 |
|  | S&D Co. Ltd. | 24 | 1239 |
|  | S&S Tech Corp. | 3163 | 124101 |
|  | S-1 Corp. | 4313 | 226800 |
|  \* | Sajo Industries Co. Ltd. | 1155 | 39125 |
|  | Sajodaerim Corp. | 1071 | 28245 |
|  | Sam Chun Dang Pharm Co. Ltd. | 507 | 83127 |
|  | Sam Young Electronics Co. Ltd. | 3536 | 26528 |
|  | Sam Yung Trading Co. Ltd. | 3091 | 32946 |
|  | Sam-A Aluminum Co. Ltd. | 398 | 6698 |
|  | Samchully Co. Ltd. | 401 | 34644 |
|  | SAMHWA Paints Industrial Co. Ltd. | 5105 | 20798 |
|  †† | Samick THK Co. Ltd. | 1032 | 5411 |
|  \* | Samil Pharmaceutical Co. Ltd. | 2221 | 14776 |
|  | Samji Electronics Co. Ltd. | 1801 | 15726 |
|  | Samjin Pharmaceutical Co. Ltd. | 1982 | 27449 |
|  | Sammok S-Form Co. Ltd. | 1590 | 22194 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) |  |  |
|  | SAMPYO Cement Co. Ltd. | 21453 | $45223 |
|  \*W | Samsung Biologics Co. Ltd. | 865 | 741298 |
|  | Samsung C&T Corp. | 8722 | 1380267 |
|  | Samsung Card Co. Ltd. (029780 KS) | 8836 | 306970 |
|  # | Samsung Electro-Mechanics Co. Ltd. | 9053 | 1551870 |
|  | Samsung Electronics Co. Ltd. (005930 KS) | 573787 | 43192495 |
|  | Samsung Electronics Co. Ltd. (SMSN LI), GDR | 553 | 1032082 |
|  | Samsung Electronics Co. Ltd. (SSNHZ US), GDR | 3955 | 7376075 |
|  | Samsung Engineering Co. Ltd. | 42759 | 777371 |
|  # | Samsung Fire & Marine Insurance Co. Ltd. | 2655 | 821734 |
|  \* | Samsung Heavy Industries Co. Ltd. | 43568 | 902809 |
|  | Samsung Life Insurance Co. Ltd. | 6126 | 662032 |
|  \* | Samsung Pharmaceutical Co. Ltd. | 8615 | 9268 |
|  | Samsung SDI Co. Ltd. | 6630 | 1493881 |
|  | Samsung SDS Co. Ltd. | 4100 | 525889 |
|  | Samsung Securities Co. Ltd. | 10392 | 562433 |
|  | SAMT Co. Ltd. | 21138 | 54673 |
|  | Samwha Capacitor Co. Ltd. | 2326 | 54974 |
|  | Samwha Electric Co. Ltd. | 1472 | 36026 |
|  | Samyang Corp. | 1802 | 62547 |
|  | Samyang Foods Co. Ltd. | 721 | 680884 |
|  | Samyang Holdings Corp. | 1687 | 123853 |
|  | Samyoung Co. Ltd. | 7430 | 25625 |
|  | Sang-A Frontec Co. Ltd. | 2092 | 27189 |
|  | Sangsin Energy Display Precision Co. Ltd. | 2372 | 21173 |
|  | Sanil Electric Co. Ltd. | 1274 | 139435 |

---

745

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##### [**Table of Contents**](#toc)
**EMERGING MARKETS EX CHINA CORE EQUITY PORTFOLIO** 

**CONTINUED** 

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) |  |  |
|  | Saramin Co. Ltd. | 2002 | $18746 |
|  | Satrec Initiative Co. Ltd. | 1040 | 43915 |
|  | SD Biosensor, Inc. | 14503 | 97131 |
|  | SeAH Besteel Holdings Corp. | 4527 | 87155 |
|  | SeAH Steel Corp. | 697 | 61840 |
|  | SeAH Steel Holdings Corp. | 610 | 61327 |
|  | Sebang Co. Ltd. | 4106 | 39122 |
|  | Sebang Global Battery Co. Ltd. | 2276 | 103930 |
|  | Seegene, Inc. | 4451 | 78945 |
|  | Segyung Hitech Co. Ltd. | 3567 | 14279 |
|  # | Sejin Heavy Industries Co. Ltd. | 5019 | 77568 |
|  | Sekonix Co. Ltd. | 4325 | 16761 |
|  \* | Selvas AI, Inc. | 2333 | 22517 |
|  | Seobu T&D | 8529 | 54499 |
|  | Seohee Construction Co. Ltd. | 27909 | 31792 |
|  \* | Seojin System Co. Ltd. | 6232 | 118211 |
|  \* | Seoul Auction Co. Ltd. | 4356 | 20936 |
|  \* | Seoul Semiconductor Co. Ltd. | 16607 | 72955 |
|  | Seoyon Co. Ltd. | 6312 | 41779 |
|  | Seoyon E-Hwa Co. Ltd. | 8945 | 81468 |
|  \* | Sewon E&C Co. Ltd. | 4592 | 390 |
|  | SFA Engineering Corp. | 6207 | 107591 |
|  \* | SFA Semicon Co. Ltd. | 17707 | 52902 |
|  \* | SG Co. Ltd. | 13786 | 21559 |
|  | SGC Energy Co. Ltd. | 3652 | 57859 |
|  | Shin Heung Energy & Electronics Co. Ltd. | 10388 | 39732 |
|  | Shindaeyang Paper Co. Ltd. | 4097 | 35361 |
|  | Shinhan Financial Group Co. Ltd. (055550 KS) | 68123 | 3498970 |
|  | Shinsegae International, Inc. | 5312 | 38283 |
|  | Shinsegae, Inc. | 2510 | 305923 |
|  | Shinsung Delta Tech Co. Ltd. | 1657 | 63529 |
|  \* | Shinsung E&G Co. Ltd. | 17308 | 22405 |
|  | Shinsung ST Co. Ltd. | 376 | 11210 |
|  | Shinwon Corp. | 20627 | 21079 |
|  | Shinyoung Securities Co. Ltd. | 1097 | 111177 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) |  |  |
|  #\* | Silicon2 Co. Ltd. | 5382 | $169732 |
|  | SIMMTECH Co. Ltd. | 2335 | 102706 |
|  | Sindoh Co. Ltd. | 945 | 28197 |
|  #\* | SK Biopharmaceuticals Co. Ltd. | 4718 | 381483 |
|  \* | SK Bioscience Co. Ltd. | 2260 | 80250 |
|  | SK Chemicals Co. Ltd. | 3360 | 148886 |
|  | SK Discovery Co. Ltd. | 3107 | 129333 |
|  \* | SK Eternix Co. Ltd. | 1130 | 16451 |
|  | SK Gas Ltd. | 734 | 134120 |
|  | SK Hynix, Inc. | 83166 | 32359344 |
|  \*W | SK IE Technology Co. Ltd. | 7211 | 154915 |
|  | SK Innovation Co. Ltd. | 7700 | 695349 |
|  | SK Networks Co. Ltd. | 18832 | 59946 |
|  \* | SK oceanplant Co. Ltd. | 3602 | 53498 |
|  | SK Securities Co. Ltd. | 94767 | 46497 |
|  | SK Telecom Co. Ltd. (017670 KS) | 5861 | 214582 |
|  | SK, Inc. | 3673 | 637827 |
|  \* | SKC Co. Ltd. | 726 | 64690 |
|  | SL Corp. | 7455 | 189418 |
|  | SM Entertainment Co. Ltd. | 1282 | 107394 |
|  \* | SMEC Co. Ltd. | 31763 | 91388 |
|  | SNT Dynamics Co. Ltd. | 2002 | 75561 |
|  | SNT Energy Co. Ltd. | 582 | 22113 |
|  \* | SNT Holdings Co. Ltd. | 1458 | 64854 |
|  | SNT Motiv Co. Ltd. | 4952 | 118747 |
|  \* | SOCAR, Inc. | 1795 | 14722 |
|  \* | S-Oil Corp. | 7287 | 366785 |
|  | Solid, Inc. | 16970 | 95543 |
|  \* | SOLUM Co. Ltd. | 11328 | 142066 |
|  | Solus Advanced Materials Co. Ltd. | 10671 | 68512 |
|  \* | Solux Co. Ltd. | 7431 | 22586 |
|  | Songwon Industrial Co. Ltd. | 4658 | 31350 |
|  | Soop Co. Ltd. | 2463 | 125399 |
|  | Soosan Industries Co. Ltd. | 2081 | 31759 |
|  | Soulbrain Co. Ltd. | 1252 | 247620 |
|  | Soulbrain Holdings Co. Ltd. | 1690 | 50710 |
|  | SPC Samlip Co. Ltd. | 377 | 13752 |
|  | SPG Co. Ltd. | 2287 | 54017 |
|  | ST Pharm Co. Ltd. | 1627 | 115520 |
|  | STIC Investments, Inc. | 5248 | 38295 |
|  | Straffic Co. Ltd. | 6177 | 15845 |
|  \* | Studio Dragon Corp. | 4615 | 147326 |
|  \* | STX Engine Co. Ltd. | 2023 | 50115 |
|  \* | Sugentech, Inc. | 2991 | 13792 |

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**EMERGING MARKETS EX CHINA CORE EQUITY PORTFOLIO** 

**CONTINUED** 

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) |  |  |
|  | Suheung Co. Ltd. | 950 | $17823 |
|  \* | Sukgyung AT Co. Ltd. | 291 | 8939 |
|  | Sun Kwang Co. Ltd. | 934 | 11900 |
|  | Sung Kwang Bend Co. Ltd. | 2132 | 47030 |
|  | Sungshin Cement Co. Ltd. | 4045 | 26619 |
|  | Sungwoo Hitech Co. Ltd. | 21774 | 103178 |
|  | Sunjin Co. Ltd. | 6694 | 46740 |
|  \* | Suprema, Inc. | 1083 | 25634 |
|  | SY Co. Ltd. | 2817 | 6011 |
|  | SY Steel Tech, Inc. | 8600 | 20000 |
|  \* | Synergy Innovation Co. Ltd. | 13058 | 22306 |
|  \* | Synopex, Inc. | 17193 | 78894 |
|  | Systems Technology, Inc. | 2383 | 38131 |
|  | T&L Co. Ltd. | 1291 | 41594 |
|  | T3 Entertainment Co. Ltd. | 14065 | 18629 |
|  | Taekwang Industrial Co. Ltd. | 88 | 49492 |
|  \* | Taewoong Co. Ltd. | 1900 | 40917 |
|  \* | Taihan Cable & Solution Co. Ltd. | 5475 | 92536 |
|  | TCC Steel | 1417 | 18211 |
|  | TechWing, Inc. | 3485 | 161943 |
|  | Telechips, Inc. | 1750 | 17093 |
|  | TES Co. Ltd. | 2767 | 85568 |
|  \* | Theragen Etex Co. Ltd. | 3017 | 5395 |
|  \* | TK Chemical Corp. | 18495 | 21429 |
|  | TK Corp. | 3223 | 63806 |
|  | TKG Huchems Co. Ltd. | 6316 | 79182 |
|  | TLB Co. Ltd. | 1294 | 61952 |
|  | Tokai Carbon Korea Co. Ltd. | 1380 | 160248 |
|  \* | Tongyang Life Insurance Co. Ltd. | 22503 | 106811 |
|  \* | Tongyang, Inc. | 32625 | 19987 |
|  | Tonymoly Co. Ltd. | 1520 | 10182 |
|  | Toptec Co. Ltd. | 6815 | 22282 |
|  | Tovis Co. Ltd. | 3928 | 41270 |
|  | TS Corp. | 15745 | 30953 |
|  | TSE Co. Ltd. | 1336 | 48470 |
|  \* | Tuksu Construction Co. Ltd. | 1248 | 4971 |
|  | TYM Corp. | 8599 | 35846 |
|  | UBCare Co. Ltd. | 1821 | 4564 |
|  | Ubiquoss Holdings, Inc. | 2215 | 16656 |
|  | Ubiquoss, Inc. | 4740 | 29273 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) |  |  |
|  | Uju Electronics Co. Ltd. | 1489 | $40050 |
|  \* | Uni-Chem Co. Ltd. | 8568 | 7873 |
|  | Unid Co. Ltd. | 1520 | 71596 |
|  | Union Semiconductor Equipment & Materials Co. Ltd. | 5005 | 35031 |
|  \* | UniTest, Inc. | 2780 | 39431 |
|  | Unitrontech Co. Ltd. | 9773 | 41284 |
|  | Value Added Technology Co. Ltd. | 2625 | 40395 |
|  | Viatron Technologies, Inc. | 4839 | 27642 |
|  \*†† | Vidente Co. Ltd. | 14607 | 6387 |
|  | Vieworks Co. Ltd. | 1948 | 25885 |
|  \* | Vina Tech Co. Ltd. | 352 | 13581 |
|  | Vitzro Tech Co. Ltd. | 4793 | 29614 |
|  | Vitzrocell Co. Ltd. | 3680 | 70609 |
|  \* | VM, Inc. | 2186 | 36813 |
|  \* | VT Co. Ltd. | 6844 | 119762 |
|  | Webcash Corp. | 2174 | 16998 |
|  | Webzen, Inc. | 5169 | 43742 |
|  \* | Wemade Co. Ltd. | 3326 | 62546 |
|  | Whanin Pharmaceutical Co. Ltd. | 3526 | 28194 |
|  | WiSoL Co. Ltd. | 7448 | 29515 |
|  | Won Tech Co. Ltd. | 19497 | 116179 |
|  #\* | Wonik Holdings Co. Ltd. | 18829 | 360245 |
|  | WONIK IPS Co. Ltd. | 5075 | 227621 |
|  | Wonik Materials Co. Ltd. | 2517 | 57118 |
|  | Wonik QnC Corp. | 5858 | 95843 |
|  | Woojin, Inc. | 4362 | 46407 |
|  \* | Woongjin Co. Ltd. | 9328 | 25905 |
|  \* | Wooree Bio Co. Ltd. | 10286 | 15243 |
|  | Woori Financial Group, Inc. (316140 KS) | 141413 | 2517389 |
|  \* | Woori Technology Investment Co. Ltd. | 17795 | 111756 |
|  \* | Woori Technology, Inc. | 17393 | 58608 |
|  \* | Woosu AMS Co. Ltd. | 5430 | 11054 |
|  | Worldex Industry & Trading Co. Ltd. | 4605 | 81107 |
|  \* | Wysiwyg Studios Co. Ltd. | 18114 | 9468 |
|  | Xexymix Corp. | 7154 | 22930 |
|  | Y G-1 Co. Ltd. | 4569 | 16237 |
|  \* | YC Corp. | 2627 | 26696 |
|  \* | Yest Co. Ltd. | 2415 | 29923 |
|  | YG Entertainment, Inc. | 959 | 61548 |
|  \* | YG PLUS | 843 | 4203 |
|  \* | YMT Co. Ltd. | 3261 | 29535 |

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**EMERGING MARKETS EX CHINA CORE EQUITY PORTFOLIO** 

**CONTINUED** 

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) |  |  |
|  | Youlchon Chemical Co. Ltd. | 1117 | $24743 |
|  | Young Poong Corp. | 970 | 33342 |
|  | Youngone Corp. | 6032 | 244583 |
|  # | Youngone Holdings Co. Ltd. | 2175 | 216791 |
|  | Yuanta Securities Korea Co. Ltd. | 27721 | 75062 |
|  | Yuhan Corp. | 1602 | 132493 |
|  \* | Yungjin Pharmaceutical Co. Ltd. | 10300 | 14880 |
|  | Zeus Co. Ltd. | 3897 | 42142 |
|  | Zinus, Inc. | 3761 | 36403 |
|  TOTAL SOUTH KOREA | TOTAL SOUTH KOREA | TOTAL SOUTH KOREA | 215922927 |
|  TAIWAN — (27.4%) | TAIWAN — (27.4%) |  |  |
|  | 104 Corp. | 4000 | 29155 |
|  | 91APP, Inc. | 22000 | 51508 |
|  | Aaeon Technology, Inc. | 8398 | 36838 |
|  | Abico Avy Co. Ltd. | 47025 | 76021 |
|  | Ability Enterprise Co. Ltd. | 60468 | 167806 |
|  | Ability Opto-Electronics Technology Co. Ltd. | 7000 | 22376 |
|  | AcBel Polytech, Inc. | 232890 | 328416 |
|  | Accton Technology Corp. | 67000 | 2330039 |
|  | Ace Pillar Co. Ltd. | 9000 | 25843 |
|  | Acer Cyber Security, Inc. | 4000 | 22928 |
|  | Acer E-Enabling Service Business, Inc. | 6000 | 44794 |
|  | Acer, Inc. | 482000 | 469625 |
|  # | ACES Electronic Co. Ltd. | 51882 | 115546 |
|  \* | Acme Electronics Corp. | 14000 | 13244 |
|  \* | Acon Holding, Inc. | 108000 | 28887 |
|  | Acter Group Corp. Ltd. | 39000 | 973484 |
|  | Action Electronics Co. Ltd. | 112000 | 41032 |
|  | Actron Technology Corp. | 20902 | 94268 |
|  | ADATA Technology Co. Ltd. | 133417 | 856477 |
|  | Addcn Technology Co. Ltd. | 15634 | 89014 |
|  \* | Adimmune Corp. | 107000 | 66153 |
|  | Adlink Technology, Inc. | 24000 | 46146 |
|  | Advanced Ceramic X Corp. | 15000 | 57876 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  TAIWAN — (Continued) | TAIWAN — (Continued) |  |  |
|  | Advanced Energy Solution Holding Co. Ltd. | 5000 | $190339 |
|  | Advanced International Multitech Co. Ltd. | 51000 | 98916 |
|  \* | Advanced Optoelectronic Technology, Inc. | 42000 | 20707 |
|  | Advanced Power Electronics Corp. | 27000 | 89392 |
|  | Advanced Wireless Semiconductor Co. | 39000 | 140206 |
|  # | Advancetek Enterprise Co. Ltd. | 101000 | 115425 |
|  | Advantech Co. Ltd. | 82498 | 837963 |
|  # | Aero Win Technology Corp. | 12000 | 16906 |
|  | Aerospace Industrial Development Corp. | 79000 | 135387 |
|  | AGV Products Corp. | 162000 | 54213 |
|  # | AIC, Inc. | 9028 | 111146 |
|  | Air Asia Co. Ltd. | 10000 | 16738 |
|  | Airoha Technology Corp. | 6000 | 97146 |
|  | Airtac International Group | 24000 | 707879 |
|  | Alchip Technologies Ltd. | 6000 | 675954 |
|  | Alexander Marine Co. Ltd. | 5272 | 33324 |
|  \* | Algoltek, Inc. | 7000 | 13338 |
|  | Allied Circuit Co. Ltd. | 6470 | 35715 |
|  | Allied Supreme Corp. | 15000 | 120206 |
|  # | Allis Electric Co. Ltd. | 58396 | 208978 |
|  | Alltek Technology Corp. | 81480 | 84543 |
|  | Alltop Technology Co. Ltd. | 18000 | 144315 |
|  | Alpha Networks, Inc. | 72000 | 75673 |
|  | Altek Corp. | 91962 | 147597 |
|  | Amazing Microelectronic Corp. | 27564 | 89317 |
|  | Ambassador Hotel | 63000 | 87930 |
|  | AMPACS Corp. | 39000 | 37105 |
|  | Ampak Technology, Inc. | 16000 | 35374 |
|  | Ampire Co. Ltd. | 18000 | 14748 |
|  | Ample Electronic Technology Co. Ltd. | 7350 | 40875 |
|  # | AMPOC Far-East Co. Ltd. | 36564 | 107216 |
|  | AmTRAN Technology Co. Ltd. | 217109 | 98920 |

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**EMERGING MARKETS EX CHINA CORE EQUITY PORTFOLIO** 

**CONTINUED** 

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  TAIWAN — (Continued) | TAIWAN — (Continued) |  |  |
|  \* | Amulaire Thermal Technology, Inc. | 24000 | $28391 |
|  | Analog Integrations Corp. | 5000 | 21541 |
|  | Anderson Industrial Corp. | 50000 | 23232 |
|  | Anji Technology Co. Ltd. | 27299 | 32971 |
|  | Aopen, Inc. | 11000 | 17279 |
|  | Apac Opto Electronics, Inc. | 24000 | 62724 |
|  | Apacer Technology, Inc. | 37000 | 124024 |
|  # | APAQ Technology Co. Ltd. | 15000 | 89689 |
|  | APCB, Inc. | 49000 | 23283 |
|  | Apex Biotechnology Corp. | 25000 | 26710 |
|  | Apex Dynamics, Inc. | 1000 | 21662 |
|  \* | Apex International Co. Ltd. | 62248 | 42005 |
|  | Apex Science & Engineering | 54060 | 19313 |
|  | ARBOR Technology Corp. | 19000 | 25143 |
|  | Arcadyan Technology Corp. | 52000 | 339828 |
|  | Ardentec Corp. | 135000 | 409089 |
|  | ARES International Corp. | 12000 | 19739 |
|  | Argosy Research, Inc. | 19000 | 112978 |
|  | Arizon RFID Technology Cayman Co. Ltd. | 8000 | 36511 |
|  | ASE Technology Holding Co. Ltd. | 382000 | 3056291 |
|  | Asia Cement Corp. | 385000 | 453778 |
|  | Asia Electronic Material Co. Ltd. | 22000 | 16404 |
|  # | Asia Optical Co., Inc. | 73000 | 370257 |
|  | Asia Polymer Corp. | 121000 | 49276 |
|  | Asia Tech Image, Inc. | 20000 | 49466 |
|  | Asia Vital Components Co. Ltd. | 44331 | 2029478 |
|  | ASIX Electronics Corp. | 16000 | 49420 |
|  | ASMedia Technology, Inc. | 6000 | 280145 |
|  | ASolid Technology Co. Ltd. | 17000 | 43394 |
|  | ASPEED Technology, Inc. | 6200 | 1099527 |
|  | ASROCK, Inc. | 16000 | 166444 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  TAIWAN — (Continued) | TAIWAN — (Continued) |  |  |
|  | Asustek Computer, Inc. | 73000 | $1649179 |
|  | ATE Energy International Co. Ltd. | 34000 | 33132 |
|  | Aten International Co. Ltd. | 24000 | 47228 |
|  | Auden Techno Corp. | 10358 | 32603 |
|  | Audix Corp. | 20000 | 41973 |
|  # | AUO Corp. (2409 TT) | 1039200 | 408660 |
|  | AURAS Technology Co. Ltd. | 10000 | 340442 |
|  | Aurora Corp. | 9000 | 16862 |
|  | Avalue Technology, Inc. | 20000 | 72278 |
|  | Avermedia Technologies | 38000 | 48425 |
|  | Axiomtek Co. Ltd. | 24893 | 66301 |
|  | Azurewave Technologies, Inc. | 31000 | 73358 |
|  | Bafang Yunji International Co. Ltd. | 10000 | 62575 |
|  | Bank of Kaohsiung Co. Ltd. | 251066 | 98745 |
|  | Baotek Industrial Materials Ltd. | 22000 | 35682 |
|  | Basso Industry Corp. | 41000 | 43436 |
|  | BenQ Materials Corp. | 73000 | 49274 |
|  \* | BES Engineering Corp. | 426000 | 212052 |
|  | Best Precision Industrial Co. Ltd. | 5000 | 17825 |
|  \* | Billion Electric Co. Ltd. | 13000 | 9997 |
|  \* | Bin Chuan Enterprise Co. Ltd. | 29000 | 62629 |
|  | B'in Live Co. Ltd. | 8000 | 20446 |
|  \* | Bionime Corp. | 12098 | 24179 |
|  \* | Biostar Microtech International Corp. | 31000 | 22893 |
|  | Bioteque Corp. | 15000 | 60003 |
|  | Bizlink Holding, Inc. | 28461 | 1279274 |
|  | Bonny Worldwide Ltd. | 5000 | 25205 |
|  | Bora Pharmaceuticals Co. Ltd. | 17591 | 354969 |
|  | Brave C&H Supply Co. Ltd. | 8000 | 18866 |
|  | Brightek Optoelectronic Co. Ltd. | 19000 | 25617 |
|  | Brighten Optix Corp. | 2248 | 14498 |
|  | Brighton-Best International Taiwan, Inc. | 150000 | 163325 |

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**CONTINUED** 

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  TAIWAN — (Continued) | TAIWAN — (Continued) |  |  |
|  | Brillian Network & Automation Integrated System Co. Ltd. | 9777 | $75305 |
|  | Brogent Technologies, Inc. | 9000 | 27792 |
|  | C Sun Manufacturing Ltd. | 18600 | 106288 |
|  \* | Calin Technology Co. Ltd. | 51000 | 56068 |
|  | Calitech Co. Ltd. | 10000 | 18424 |
|  \* | Caliway Biopharmaceuticals Co. Ltd. | 50000 | 242550 |
|  \* | Cameo Communications, Inc. | 98000 | 31832 |
|  | Capital Futures Corp. | 59856 | 96202 |
|  | Capital Securities Corp. | 563000 | 446688 |
|  #\* | Career Technology MFG. Co. Ltd. | 223871 | 107585 |
|  | Castles Technology Co. Ltd. | 32225 | 74333 |
|  | Caswell, Inc. | 22000 | 59992 |
|  # | Catcher Technology Co. Ltd. | 93000 | 599687 |
|  | Cathay Chemical Works | 8000 | 11680 |
|  | Cathay Consolidated, Inc. | 14299 | 37585 |
|  # | Cathay Financial Holding Co. Ltd. | 947358 | 1966044 |
|  | Cathay Real Estate Development Co. Ltd. | 181000 | 134192 |
|  \* | CCP Contact Probes Co. Ltd. | 33554 | 58954 |
|  | Celxpert Energy Corp. | 31821 | 42032 |
|  | Cenra, Inc. | 25000 | 27601 |
|  # | Center Laboratories, Inc. | 209900 | 231708 |
|  # | Central Reinsurance Co. Ltd. | 176105 | 140429 |
|  | Century Iron & Steel Industrial Co. Ltd. | 60000 | 298475 |
|  # | Chailease Holding Co. Ltd. | 422477 | 1412160 |
|  \* | ChainQui Construction Development Co. Ltd. | 49000 | 23536 |
|  | Chaintech Technology Corp. | 13000 | 12300 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  TAIWAN — (Continued) | TAIWAN — (Continued) |  |  |
|  | Champion Building Materials Co. Ltd. | 38000 | $11220 |
|  | Champion Microelectronic Corp. | 20000 | 47605 |
|  | Chang Hwa Commercial Bank Ltd. | 1049454 | 674940 |
|  | Chang Wah Electromaterials, Inc. | 117000 | 171805 |
|  | Chang Wah Technology Co. Ltd. | 149000 | 194832 |
|  | Channel Well Technology Co. Ltd. | 63000 | 157820 |
|  | Chant Sincere Co. Ltd. | 19000 | 24727 |
|  | Charoen Pokphand Enterprise | 66800 | 297405 |
|  | Chateau International Development Co. Ltd. | 12810 | 11346 |
|  | CHC Healthcare Group | 38000 | 53210 |
|  | CHC Resources Corp. | 14000 | 31975 |
|  | Chen Full International Co. Ltd. | 36000 | 46694 |
|  | Chenbro Micom Co. Ltd. | 18000 | 537871 |
|  | Cheng Fwa Industrial Co. Ltd. | 15000 | 10440 |
|  | Cheng Loong Corp. | 265000 | 147129 |
|  \* | Cheng Mei Materials Technology Corp. | 158962 | 70725 |
|  | Cheng Shin Rubber Industry Co. Ltd. | 468000 | 485167 |
|  # | Cheng Uei Precision Industry Co. Ltd. | 127000 | 203046 |
|  # | Chenming Electronic Technology Corp. | 37000 | 148521 |
|  | Chia Chang Co. Ltd. | 44000 | 59206 |
|  | Chia Hsin Cement Corp. | 136220 | 57280 |
|  | Chicony Electronics Co. Ltd. | 107000 | 451234 |
|  # | Chicony Power Technology Co. Ltd. | 54000 | 157931 |
|  | Chief Telecom, Inc. | 9300 | 109207 |
|  | Chien Kuo Construction Co. Ltd. | 39200 | 33129 |
|  | Chien Shing Harbour Service Co. Ltd. | 22000 | 30778 |

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**EMERGING MARKETS EX CHINA CORE EQUITY PORTFOLIO** 

**CONTINUED** 

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  TAIWAN — (Continued) | TAIWAN — (Continued) |  |  |
|  \* | Chien Shing Stainless Steel Co. Ltd. | 35616 | $11263 |
|  | Chime Ball Technology Co. Ltd. | 10000 | 11199 |
|  # | China Airlines Ltd. | 877000 | 568566 |
|  # | China Bills Finance Corp. | 224000 | 121259 |
|  | China Container Terminal Corp. | 41000 | 33980 |
|  | China Ecotek Corp. | 8000 | 14378 |
|  | China Electric Manufacturing Corp. | 101000 | 41468 |
|  | China Fineblanking Technology Co. Ltd. | 13000 | 10720 |
|  # | China General Plastics Corp. | 138000 | 49732 |
|  | China Glaze Co. Ltd. | 46000 | 27457 |
|  \* | China Man-Made Fiber Corp. | 460000 | 93339 |
|  | China Metal Products | 106000 | 90413 |
|  | China Motor Corp. | 82000 | 155208 |
|  #\* | China Petrochemical Development Corp. | 1233490 | 300392 |
|  | China Steel Chemical Corp. | 44000 | 116428 |
|  # | China Steel Corp. | 1274000 | 768737 |
|  | China Steel Structure Co. Ltd. | 27000 | 36089 |
|  | China Wire & Cable Co. Ltd. | 43000 | 53282 |
|  | Chinese Maritime Transport Ltd. | 16000 | 29707 |
|  | Ching Feng Home Fashions Co. Ltd. | 46854 | 30092 |
|  | Chin-Poon Industrial Co. Ltd. | 118000 | 125495 |
|  \* | Chip Hope Co. Ltd. | 9000 | 14971 |
|  | Chipbond Technology Corp. | 218000 | 421886 |
|  | ChipMOS Technologies, Inc. (8150 TT) | 231000 | 243013 |
|  | Chlitina Holding Ltd. | 19301 | 62681 |
|  | Chong Hong Construction Co. Ltd. | 61000 | 156024 |
|  | Chroma ATE, Inc. | 34000 | 900207 |
|  | Chun YU Works & Co. Ltd. | 23750 | 12151 |
|  | Chun Yuan Steel Industry Co. Ltd. | 165000 | 102565 |
|  \* | Chung Hung Steel Corp. | 267000 | 128157 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  TAIWAN — (Continued) | TAIWAN — (Continued) |  |  |
|  | Chung Hwa Chemical Industrial Works Ltd. | 27000 | $30800 |
|  | Chung Hwa Food Industrial Co. Ltd. | 7700 | 21615 |
|  \* | Chung Hwa Pulp Corp. | 150000 | 60853 |
|  | Chung Lien Co. Ltd. | 9000 | 10882 |
|  | Chung Tai Resource Technology Corp. | 21000 | 67725 |
|  | Chung-Hsin Electric & Machinery Manufacturing Corp. | 101000 | 501416 |
|  | Chunghwa Precision Test Tech Co. Ltd. | 5000 | 260413 |
|  | Chunghwa Telecom Co. Ltd. (2412 TT) | 181000 | 771232 |
|  | Chunghwa Telecom Co. Ltd. (CHT US), Sponsored ADR | 18891 | 804379 |
|  | CKM Applied Materials Corp. | 8000 | 7307 |
|  | Cleanaway Co. Ltd. (8422 TT) | 35000 | 274875 |
|  | Clevo Co. | 118000 | 151451 |
|  | CMC Magnetics Corp. | 360800 | 106779 |
|  | C-Media Electronics, Inc. | 21000 | 27822 |
|  | Collins Co. Ltd. | 38000 | 16833 |
|  # | Compal Electronics, Inc. | 705000 | 753329 |
|  | Compeq Manufacturing Co. Ltd. | 258000 | 729171 |
|  | Complex Micro Interconnection Co. Ltd. | 21000 | 26618 |
|  | Compucase Enterprise | 17000 | 54965 |
|  | Concord International Securities Co. Ltd. | 97092 | 50456 |
|  | Concord Securities Co. Ltd. | 262185 | 108464 |
|  | Continental Holdings Corp. | 137000 | 96369 |
|  | Contrel Technology Co. Ltd. | 46000 | 58760 |
|  | Coremax Corp. | 36555 | 76157 |
|  # | Coretronic Corp. | 82000 | 232511 |
|  | Co-Tech Development Corp. | 93000 | 706142 |
|  | Creative Sensor, Inc. | 17000 | 29404 |
|  | Crowell Development Corp. | 66800 | 67067 |

---

751

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**EMERGING MARKETS EX CHINA CORE EQUITY PORTFOLIO** 

**CONTINUED** 

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  TAIWAN — (Continued) | TAIWAN — (Continued) |  |  |
|  | Cryomax Cooling System Corp. | 20581 | $26804 |
|  \* | CSBC Corp. Taiwan | 194000 | 123079 |
|  | CTBC Financial Holding Co. Ltd. | 1988000 | 2699867 |
|  | CTCI Advanced Systems, Inc. | 3000 | 17072 |
|  | CTCI Corp. | 210134 | 208311 |
|  | Cub Elecparts, Inc. | 5000 | 16472 |
|  | CviLux Corp. | 30000 | 79791 |
|  | Cyberlink Corp. | 17000 | 51759 |
|  | CyberPower Systems, Inc. | 17600 | 136434 |
|  \* | CyberTAN Technology, Inc. | 103000 | 88939 |
|  | Cystech Electronics Corp. | 13000 | 31936 |
|  | DA CIN Construction Co. Ltd. | 79200 | 168814 |
|  | Dafeng TV Ltd. | 21000 | 33481 |
|  | Dah San Electric Wire & Cable Co. Ltd. | 28828 | 43136 |
|  # | Da-Li Development Co. Ltd. | 90129 | 144322 |
|  | Darfon Electronics Corp. | 75000 | 87624 |
|  | Darwin Precisions Corp. | 138600 | 50334 |
|  | Davicom Semiconductor, Inc. | 13000 | 10449 |
|  | Daxin Materials Corp. | 8000 | 98778 |
|  | De Licacy Industrial Co. Ltd. | 92122 | 32580 |
|  | Delpha Construction Co. Ltd. | 109000 | 104798 |
|  | Delta Electronics, Inc. | 179000 | 5757332 |
|  # | Depo Auto Parts Ind Co. Ltd. | 36000 | 159480 |
|  | Desiccant Technology Corp. | 6600 | 31586 |
|  | DFI, Inc. | 10000 | 22139 |
|  | Dimerco Data System Corp. | 15600 | 61867 |
|  | Dimerco Express Corp. | 41052 | 107323 |
|  | DingZing Advanced Materials, Inc. | 5000 | 15870 |
|  | D-Link Corp. | 182000 | 98357 |
|  | Donpon Precision, Inc. | 18200 | 28124 |
|  | Dr. Wu Skincare Co. Ltd. | 5000 | 19587 |
|  | Draytek Corp. | 16000 | 14186 |
|  | Drewloong Precision, Inc. | 8571 | 42138 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  TAIWAN — (Continued) | TAIWAN — (Continued) |  |  |
|  | Dyaco International, Inc. | 44786 | $33096 |
|  # | Dynamic Holding Co. Ltd. | 111000 | 322631 |
|  | Dynamic Medical Technologies, Inc. | 4840 | 10575 |
|  # | Dynapack International Technology Corp. | 46000 | 456767 |
|  | E Ink Holdings, Inc. | 149000 | 1023617 |
|  | E.Sun Financial Holding Co. Ltd. | 1437145 | 1388204 |
|  # | Eastech Holding Ltd. | 18000 | 63561 |
|  | Eastern Media International Corp. | 117371 | 78629 |
|  # | Eclat Textile Co. Ltd. | 34000 | 451877 |
|  | eCloudvalley Digital Technology Co. Ltd. | 14000 | 32582 |
|  # | ECOVE Environment Corp. | 15000 | 140936 |
|  | Edimax Technology Co. Ltd. | 46000 | 29476 |
|  | Edison Opto Corp. | 50084 | 29076 |
|  \* | Edom Technology Co. Ltd. | 55000 | 67571 |
|  | eGalax_eMPIA Technology, Inc. | 9000 | 11131 |
|  #\* | Egis Technology, Inc. | 28000 | 124633 |
|  \* | EirGenix, Inc. | 35000 | 76103 |
|  | Elan Microelectronics Corp. | 106000 | 425722 |
|  | E-Lead Electronic Co. Ltd. | 22202 | 31752 |
|  | E-LIFE MALL Corp. | 23000 | 49541 |
|  | Elite Advanced Laser Corp. | 14000 | 123583 |
|  | Elite Material Co. Ltd. | 24000 | 1054456 |
|  # | Elite Semiconductor Microelectronics Technology, Inc. | 89000 | 259216 |
|  | Elitegroup Computer Systems Co. Ltd. | 85000 | 55857 |
|  | eMemory Technology, Inc. | 13000 | 837173 |
|  | Emerging Display Technologies Corp. | 48000 | 32159 |
|  | Ennoconn Corp. | 36272 | 343741 |
|  | Ennostar, Inc. | 215000 | 239007 |
|  | EOI Investment Holdings Co. Ltd. | 66000 | 40470 |
|  \* | Epileds Technologies, Inc. | 30000 | 18917 |
|  #\* | Episil Technologies, Inc. | 52000 | 95138 |
|  | Episil-Precision, Inc. | 28086 | 51040 |

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**EMERGING MARKETS EX CHINA CORE EQUITY PORTFOLIO** 

**CONTINUED** 

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| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  TAIWAN — (Continued) | TAIWAN — (Continued) |  |  |
|  | Eris Technology Corp. | 6633 | $35092 |
|  | Eson Precision Ind Co. Ltd. | 33000 | 88363 |
|  | Eternal Materials Co. Ltd. | 352950 | 467572 |
|  | Eurocharm Holdings Co. Ltd. | 16000 | 64313 |
|  | Eva Airways Corp. | 728000 | 854575 |
|  | Ever Ohms Technology Co. Ltd. | 12000 | 11054 |
|  | Ever Supreme Bio Technology Co. Ltd. | 14519 | 76185 |
|  \* | Everest Textile Co. Ltd. | 157000 | 28887 |
|  | Evergreen Aviation Technologies Corp. | 37000 | 177744 |
|  | Evergreen International Storage & Transport Corp. | 73000 | 135821 |
|  | Evergreen Marine Corp. Taiwan Ltd. | 192400 | 1206948 |
|  | EVERGREEN Steel Corp. | 62000 | 214072 |
|  # | Everlight Chemical Industrial Corp. | 168000 | 102010 |
|  | Everlight Electronics Co. Ltd. | 127000 | 241511 |
|  | Evertop Wire Cable Corp. | 36000 | 39677 |
|  | Excel Cell Electronic Co. Ltd. | 19000 | 12692 |
|  | Excelsior Medical Co. Ltd. | 43718 | 120661 |
|  | EZconn Corp. | 15000 | 453736 |
|  \* | Falcon Machine Tools Co. Ltd. | 15000 | 9082 |
|  | Far Eastern Department Stores Ltd. | 324000 | 227761 |
|  | Far Eastern International Bank | 843407 | 346472 |
|  | Far Eastern New Century Corp. | 492000 | 423386 |
|  | Far EasTone Telecommunications Co. Ltd. | 187797 | 563982 |
|  | Faraday Technology Corp. | 64081 | 378298 |
|  | Farglory F T Z Investment Holding Co. Ltd. | 51772 | 81527 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  TAIWAN — (Continued) | TAIWAN — (Continued) |  |  |
|  # | Farglory Land Development Co. Ltd. | 92000 | $161186 |
|  | FDC International Hotels Corp. | 2000 | 2882 |
|  | Feature Integration Technology, Inc. | 10000 | 23278 |
|  \* | Federal Corp. | 96000 | 61557 |
|  | Feedback Technology Corp. | 14040 | 49161 |
|  | Feng Hsin Steel Co. Ltd. | 152000 | 312657 |
|  | Feng TAY Enterprise Co. Ltd. | 85880 | 339926 |
|  | FIC Global, Inc. | 23000 | 26551 |
|  \* | FineMat Applied Materials Co. Ltd. | 19000 | 21651 |
|  | FineTek Co. Ltd. | 10404 | 38763 |
|  | Firich Enterprises Co. Ltd. | 93000 | 71925 |
|  # | First Copper Technology Co. Ltd. | 75000 | 101909 |
|  | First Financial Holding Co. Ltd. | 1160173 | 1076131 |
|  | First Hi-Tec Enterprise Co. Ltd. | 11000 | 125410 |
|  | First Hotel | 65000 | 27370 |
|  | First Insurance Co. Ltd. | 103000 | 87997 |
|  \* | First Steamship Co. Ltd. | 312000 | 58414 |
|  # | FIT Holding Co. Ltd. | 69000 | 83046 |
|  | Fitipower Integrated Technology, Inc. | 35150 | 173215 |
|  \* | FLEXium Interconnect, Inc. | 108000 | 221339 |
|  # | Flytech Technology Co. Ltd. | 36000 | 124120 |
|  | FocalTech Systems Co. Ltd. | 68000 | 130191 |
|  | Forcecon Tech Co. Ltd. | 24672 | 87518 |
|  | Forest Water Environment Engineering Co. Ltd. | 17544 | 22951 |
|  | Formosa Advanced Technologies Co. Ltd. | 58000 | 71369 |
|  # | Formosa Chemicals & Fibre Corp. | 587000 | 555445 |
|  | Formosa International Hotels Corp. | 25000 | 154754 |

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**EMERGING MARKETS EX CHINA CORE EQUITY PORTFOLIO** 

**CONTINUED** 

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  TAIWAN — (Continued) | TAIWAN — (Continued) |  |  |
|  | Formosa Laboratories, Inc. | 38000 | $76452 |
|  | Formosa Oilseed Processing Co. Ltd. | 15297 | 15211 |
|  | Formosa Optical Technology Co. Ltd. | 8000 | 25406 |
|  | Formosa Petrochemical Corp. | 133000 | 193375 |
|  # | Formosa Plastics Corp. | 638000 | 788406 |
|  | Formosa Sumco Technology Corp. | 27000 | 87223 |
|  | Formosa Taffeta Co. Ltd. | 331000 | 160099 |
|  | Formosan Rubber Group, Inc. | 75700 | 58429 |
|  | Formosan Union Chemical Corp. | 126000 | 68108 |
|  | Fortune Electric Co. Ltd. | 33000 | 762974 |
|  | Fositek Corp. | 8000 | 375035 |
|  | Founding Construction & Development Co. Ltd. | 67000 | 32446 |
|  | Foxconn Technology Co. Ltd. | 159000 | 367536 |
|  | Foxsemicon Integrated Technology, Inc. | 30000 | 359563 |
|  | Franbo Lines Corp. | 79663 | 55832 |
|  | Froch Enterprise Co. Ltd. | 98000 | 44238 |
|  | FSP Technology, Inc. | 39000 | 76647 |
|  | Fu Chun Shin Machinery Manufacture Co. Ltd. | 27315 | 17333 |
|  # | Fu Hua Innovation Co. Ltd. | 120642 | 76783 |
|  | Fubon Financial Holding Co. Ltd. | 1190667 | 3523858 |
|  | Fulgent Sun International Holding Co. Ltd. | 60443 | 188107 |
|  | Fullerton Technology Co. Ltd. | 41000 | 31333 |
|  \* | Fulltech Fiber Glass Corp. | 121745 | 284912 |
|  | Fusheng Precision Co. Ltd. | 34000 | 267418 |
|  | Fwusow Industry Co. Ltd. | 100045 | 44357 |
|  | G Shank Enterprise Co. Ltd. | 41416 | 129236 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  TAIWAN — (Continued) | TAIWAN — (Continued) |  |  |
|  | Gallant Micro Machining Co. Ltd. | 1000 | $20512 |
|  | Gallant Precision Machining Co. Ltd. | 11000 | 33013 |
|  # | Gamania Digital Entertainment Co. Ltd. | 40000 | 77123 |
|  \* | GCS Holdings, Inc. | 23000 | 135614 |
|  | GEM Services, Inc. | 27000 | 71460 |
|  # | Gemtek Technology Corp. | 133000 | 112913 |
|  \* | General Interface Solution GIS Holding Ltd. | 84000 | 134529 |
|  | General Plastic Industrial Co. Ltd. | 30000 | 27367 |
|  | Generalplus Technology, Inc. | 28000 | 35567 |
|  | Genesys Logic, Inc. | 29000 | 101238 |
|  | Genius Electronic Optical Co. Ltd. | 33000 | 448409 |
|  | Genovate Biotechnology Co. Ltd. | 15759 | 10207 |
|  | GeoVision, Inc. | 12460 | 18688 |
|  | Getac Holdings Corp. | 71000 | 318050 |
|  | GFC Ltd. | 23000 | 92743 |
|  | Giant Manufacturing Co. Ltd. | 101015 | 332808 |
|  \* | Giantplus Technology Co. Ltd. | 114000 | 44003 |
|  | Gigabyte Technology Co. Ltd. | 86000 | 779619 |
|  \* | Gigasolar Materials Corp. | 20474 | 45076 |
|  \* | Gigastorage Corp. | 108000 | 66408 |
|  | Global Brands Manufacture Ltd. | 97215 | 367668 |
|  | Global Lighting Technologies, Inc. | 27000 | 36604 |
|  | Global Mixed Mode Technology, Inc. | 24000 | 181527 |
|  | Global PMX Co. Ltd. | 28000 | 129460 |
|  | Global Unichip Corp. | 11000 | 543839 |
|  | Global View Co. Ltd. | 15000 | 29481 |
|  | Globaltek Fabrication Co. Ltd. | 12000 | 21872 |
|  | Globalwafers Co. Ltd. | 67000 | 1101545 |
|  | Globe Union Industrial Corp. | 97566 | 32629 |
|  | Gloria Material Technology Corp. | 157000 | 173404 |
|  \* | GlycoNex, Inc. | 29000 | 21654 |
|  | GMI Technology, Inc. | 22463 | 28375 |

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**EMERGING MARKETS EX CHINA CORE EQUITY PORTFOLIO** 

**CONTINUED** 

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  TAIWAN — (Continued) | TAIWAN — (Continued) |  |  |
|  | Gold Circuit Electronics Ltd. | 61800 | $927875 |
|  | Golden Long Teng Development Co. Ltd. | 35000 | 31298 |
|  | Goldsun Building Materials Co. Ltd. | 268000 | 315084 |
|  | Good Finance Securities Co. Ltd. | 19000 | 15822 |
|  | Good Will Instrument Co. Ltd. | 31000 | 57378 |
|  | Gordon Auto Body Parts | 47000 | 48394 |
|  | Gourmet Master Co. Ltd. | 43000 | 97532 |
|  | Grand Fortune Securities Co. Ltd. | 139990 | 54091 |
|  #\* | Grand Pacific Petrochemical | 400433 | 134094 |
|  | Grand Process Technology Corp. | 3000 | 140978 |
|  | GrandTech CG Systems, Inc. | 12437 | 21786 |
|  | Grape King Bio Ltd. | 44000 | 176586 |
|  | Great China Metal Industry | 51000 | 33332 |
|  | Great Taipei Gas Co. Ltd. | 70000 | 68284 |
|  | Great Tree Pharmacy Co. Ltd. | 31821 | 114213 |
|  | Great Wall Enterprise Co. Ltd. | 225100 | 380180 |
|  | Greatek Electronics, Inc. | 135000 | 308707 |
|  | Green World FinTech Service Co. Ltd. | 32000 | 61932 |
|  | Group Up Industrial Co. Ltd. | 11000 | 99281 |
|  | GTM Holdings Corp. | 36000 | 35517 |
|  # | Gudeng Precision Industrial Co. Ltd. | 19246 | 219571 |
|  \* | Hai Kwang Enterprise Corp. | 46971 | 22185 |
|  | Hannstar Board Corp. | 96840 | 296220 |
|  \* | HannStar Display Corp. | 697000 | 161603 |
|  \* | HannsTouch Holdings Co. | 227000 | 47201 |
|  | Hanpin Electron Co. Ltd. | 20000 | 29885 |
|  \* | Harvatek Corp. | 61000 | 40099 |
|  | Heran Co. Ltd. | 25200 | 52166 |
|  # | Hey Song Corp. | 98000 | 118930 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  TAIWAN — (Continued) | TAIWAN — (Continued) |  |  |
|  | Hi-Clearance, Inc. | 7518 | $33626 |
|  | Highlight Tech Corp. | 27000 | 38583 |
|  | Highwealth Construction Corp. | 236917 | 300062 |
|  | Hi-Lai Foods Co. Ltd. | 6000 | 31207 |
|  | HIM International Music, Inc. | 15000 | 45600 |
|  | Hiroca Holdings Ltd. | 21000 | 14544 |
|  \* | Hitron Technology, Inc. | 41000 | 32294 |
|  | Hiwin Mikrosystem Corp. | 13000 | 47685 |
|  | Hiwin Technologies Corp. | 64701 | 467149 |
|  | Hiyes International Co. Ltd. | 20759 | 56375 |
|  | Ho Tung Chemical Corp. | 278000 | 74035 |
|  | Hocheng Corp. | 102960 | 59836 |
|  | Holdings-Key Electric Wire & Cable Co. Ltd. | 28000 | 40487 |
|  | Holiday Entertainment Co. Ltd. | 18950 | 37344 |
|  # | Holy Stone Enterprise Co. Ltd. | 45550 | 168523 |
|  | Hon Hai Precision Industry Co. Ltd. (2317 TT) | 823000 | 6845205 |
|  | Hong Pu Real Estate Development Co. Ltd. | 74000 | 62742 |
|  | Hong TAI Electric Industrial | 76000 | 97155 |
|  | Horizon Securities Co. Ltd. | 114240 | 40444 |
|  # | Hota Industrial Manufacturing Co. Ltd. | 99000 | 190822 |
|  | Hotai Finance Co. Ltd. | 85480 | 171080 |
|  | Hotai Motor Co. Ltd. | 37100 | 680170 |
|  | Hsin Ba Ba Corp. | 13269 | 20309 |
|  | Hsin Kuang Steel Co. Ltd. | 82000 | 105743 |
|  | Hsin Yung Chien Co. Ltd. | 6000 | 17561 |
|  | Hsing TA Cement Co. | 41000 | 20621 |
|  #\* | HTC Corp. | 231000 | 376835 |
|  | Hu Lane Associate, Inc. | 29058 | 124164 |
|  | HUA ENG Wire & Cable Co. Ltd. | 119000 | 127355 |
|  | Hua Nan Financial Holdings Co. Ltd. | 1273960 | 1208703 |

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**CONTINUED** 

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  TAIWAN — (Continued) | TAIWAN — (Continued) |  |  |
|  # | Hua Yu Lien Development Co. Ltd. | 55961 | $113078 |
|  | Huaku Development Co. Ltd. | 91150 | 308326 |
|  | Huang Hsiang Construction Corp. | 51838 | 69417 |
|  | Huikwang Corp. | 14000 | 11186 |
|  | Hung Ching Development & Construction Co. Ltd. | 49000 | 43427 |
|  | Hung Sheng Construction Ltd. | 135000 | 93513 |
|  | Huxen Corp. | 7000 | 11017 |
|  | Hwa Fong Rubber Industrial Co. Ltd. | 78000 | 38284 |
|  | Hwacom Systems, Inc. | 32000 | 25361 |
|  # | Hwang Chang General Contractor Co. Ltd. | 85053 | 191200 |
|  | Ibase Technology, Inc. | 39000 | 61982 |
|  | IBF Financial Holdings Co. Ltd. | 1053953 | 521888 |
|  \* | IC Plus Corp. | 7000 | 11599 |
|  | ICARES Medicus, Inc. | 3300 | 9502 |
|  | Ichia Technologies, Inc. | 75000 | 123655 |
|  # | I-Chiun Precision Industry Co. Ltd. | 56864 | 135222 |
|  \* | Ideal Bike Corp. | 29000 | 5687 |
|  # | IEI Integration Corp. | 57000 | 123846 |
|  | IKKA Holdings Cayman Ltd. | 6286 | 17037 |
|  # | In Win Development, Inc. | 9000 | 23857 |
|  | Infortrend Technology, Inc. | 72000 | 53524 |
|  | Info-Tek Corp. | 13000 | 15422 |
|  | Ingentec Corp. | 5512 | 44687 |
|  | Innodisk Corp. | 32813 | 458014 |
|  # | Innolux Corp. | 1214587 | 523104 |
|  | Inpaq Technology Co. Ltd. | 26205 | 73814 |
|  | Insyde Software Corp. | 8000 | 58997 |
|  | Intai Technology Corp. | 11000 | 35721 |
|  | Integrated Service Technology, Inc. | 22579 | 80857 |
|  \* | IntelliEPI, Inc. | 10000 | 50693 |
|  | Interactive Digital Technologies, Inc. | 13000 | 31266 |
|  \* | International CSRC Investment Holdings Co. | 306000 | 101643 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  TAIWAN — (Continued) | TAIWAN — (Continued) |  |  |
|  # | International Games System Co. Ltd. | 45000 | $1051521 |
|  | Inventec Corp. | 344000 | 510548 |
|  # | Iron Force Industrial Co. Ltd. | 20742 | 63985 |
|  | I-Sheng Electric Wire & Cable Co. Ltd. | 36000 | 54220 |
|  | ITE Technology, Inc. | 51000 | 215625 |
|  | ITEQ Corp. | 82000 | 310465 |
|  | Jarllytec Co. Ltd. | 9225 | 29339 |
|  | Jean Co. Ltd. | 70409 | 58318 |
|  | Jentech Precision Industrial Co. Ltd. | 8299 | 569031 |
|  # | Jetwell Computer Co. Ltd. | 10080 | 57978 |
|  | Jia Wei Lifestyle, Inc. | 18900 | 24461 |
|  | Jih Lin Technology Co. Ltd. | 28000 | 48826 |
|  | Jiin Yeeh Ding Enterprise Co. Ltd. | 25000 | 52198 |
|  # | Jinan Acetate Chemical Co. Ltd. | 198880 | 389193 |
|  | Johnson Chemical Pharmaceutical Works Corp. | 16000 | 34836 |
|  | Johnson Health Tech Co. Ltd. | 28000 | 145000 |
|  # | JPC connectivity, Inc. | 26000 | 140515 |
|  | JPP Holding Co. Ltd. | 18000 | 185331 |
|  | JSL Construction & Development Co. Ltd. | 48129 | 79751 |
|  | K Laser Technology, Inc. | 47000 | 23817 |
|  | Kaimei Electronic Corp. | 40400 | 122737 |
|  | Kao Fong Machinery Co. Ltd. | 24000 | 30397 |
|  | Kaori Heat Treatment Co. Ltd. | 9000 | 181321 |
|  | Kedge Construction Co. Ltd. | 26407 | 75425 |
|  | Keding Enterprises Co. Ltd. | 10000 | 35933 |
|  | KEE TAI Properties Co. Ltd. | 130935 | 44903 |
|  | Kenda Rubber Industrial Co. Ltd. | 219051 | 142637 |
|  | Kent Industrial Co. Ltd. | 12000 | 9722 |
|  | Kerry TJ Logistics Co. Ltd. | 82000 | 89634 |

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**CONTINUED** 

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  TAIWAN — (Continued) | TAIWAN — (Continued) |  |  |
|  | Keystone Microtech Corp. | 8000 | $109962 |
|  | KGI Financial Holding Co. Ltd. | 2484010 | 1281355 |
|  # | KHGEARS International Ltd. | 10000 | 56413 |
|  # | Kindom Development Co. Ltd. | 127600 | 137985 |
|  | King Chou Marine Technology Co. Ltd. | 27000 | 44988 |
|  | King Polytechnic Engineering Co. Ltd. | 17400 | 25733 |
|  | King Slide Works Co. Ltd. | 5000 | 663309 |
|  # | King Yuan Electronics Co. Ltd. | 201000 | 1409295 |
|  \* | King's Town Construction Co. Ltd. | 18000 | 24389 |
|  | Kingwaytek Technology Co. Ltd. | 5000 | 10391 |
|  | Kinik Co. | 26000 | 263988 |
|  \* | Kinko Optical Co. Ltd. | 54000 | 80355 |
|  # | Kinpo Electronics | 402000 | 295832 |
|  # | Kinsus Interconnect Technology Corp. | 117000 | 516375 |
|  | KMC Kuei Meng International, Inc. | 18000 | 52665 |
|  | KNH Enterprise Co. Ltd. | 40000 | 22024 |
|  | Ko Ja Cayman Co. Ltd. | 18000 | 21314 |
|  | KS Terminals, Inc. | 45000 | 73214 |
|  | Kuen Ling Machinery Refrigerating Co. Ltd. | 26000 | 32864 |
|  | Kung Long Batteries Industrial Co. Ltd. | 25000 | 98691 |
|  \* | Kung Sing Engineering Corp. | 139000 | 52347 |
|  | Kuo Toong International Co. Ltd. | 73000 | 136818 |
|  \* | Kuo Yang Construction Co. Ltd. | 86000 | 52664 |
|  | Kwong Lung Enterprise Co. Ltd. | 34000 | 52852 |
|  | L&K Engineering Co. Ltd. | 26166 | 404791 |
|  | La Kaffa International Co. Ltd. | 10000 | 24096 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  TAIWAN — (Continued) | TAIWAN — (Continued) |  |  |
|  | Lanner Electronics, Inc. | 29380 | $76797 |
|  | Largan Precision Co. Ltd. (3008 TT) | 15000 | 1076612 |
|  | Laser Tek Taiwan Co. Ltd. | 25300 | 42499 |
|  | Laster Tech Co. Ltd. | 37000 | 24983 |
|  \* | Leader Electronics, Inc. | 74000 | 26606 |
|  | Leadtrend Technology Corp. | 15119 | 23607 |
|  \* | Lealea Enterprise Co. Ltd. | 252600 | 53457 |
|  | LEE CHI Enterprises Co. Ltd. | 66000 | 25294 |
|  | Lelon Electronics Corp. | 41000 | 144650 |
|  | Lemtech Holdings Co. Ltd. | 16800 | 43610 |
|  | Leo Systems, Inc. | 20000 | 23110 |
|  \* | Leofoo Development Co. Ltd. | 59000 | 32309 |
|  \* | Li Peng Enterprise Co. Ltd. | 228000 | 41121 |
|  # | Lian HWA Food Corp. | 36606 | 131824 |
|  | Lien Hwa Industrial Holdings Corp. | 160420 | 251653 |
|  | Lingsen Precision Industries Ltd. | 119000 | 79432 |
|  | Lintes Technology Co. Ltd. | 5000 | 14906 |
|  | Lion Travel Service Co. Ltd. | 24000 | 122357 |
|  | Lite-On Technology Corp. | 241000 | 1398158 |
|  | Liton Technology Corp. | 29000 | 44941 |
|  \* | Long Bon International Co. Ltd. | 23000 | 10993 |
|  | Long Da Construction & Development Corp. | 77000 | 71391 |
|  \* | Longchen Paper & Packaging Co. Ltd | 266603 | 81076 |
|  | Longwell Co. | 41000 | 249400 |
|  # | Loop Telecommunication International, Inc. | 21000 | 31047 |
|  | Lotes Co. Ltd. | 19207 | 856358 |
|  | Lotus Pharmaceutical Co. Ltd. | 44000 | 422106 |
|  | Loyalty Founder Enterprise Co. Ltd. | 31000 | 30238 |

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**EMERGING MARKETS EX CHINA CORE EQUITY PORTFOLIO** 

**CONTINUED** 

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  TAIWAN — (Continued) | TAIWAN — (Continued) |  |  |
|  | Lucky Cement Corp. | 107000 | $52006 |
|  | Lumax International Corp. Ltd. | 34600 | 111174 |
|  \* | Lung Yen Life Service Corp. | 48000 | 81137 |
|  | Lungteh Shipbuilding Co. Ltd. | 26050 | 101449 |
|  | Luxe Green Energy Technology Co. Ltd. | 21630 | 15625 |
|  | LuxNet Corp. | 12617 | 83118 |
|  | M3 Technology, Inc. | 6000 | 16187 |
|  | Macauto Industrial Co. Ltd. | 19000 | 36743 |
|  # | Machvision, Inc. | 10000 | 182078 |
|  | Macnica Galaxy, Inc. | 6000 | 17115 |
|  | Macroblock, Inc. | 10000 | 19095 |
|  \* | Macronix International Co. Ltd. | 567000 | 571612 |
|  | MacroWell OMG Digital Entertainment Co. Ltd. | 4000 | 10638 |
|  | Magnate Technology Co. Ltd. | 22000 | 30319 |
|  | Makalot Industrial Co. Ltd. | 77780 | 678624 |
|  | Marketech International Corp. | 35000 | 278362 |
|  # | Materials Analysis Technology, Inc. | 15622 | 102911 |
|  | Maxigen Biotech, Inc. | 13650 | 18831 |
|  | Mayer Steel Pipe Corp. | 72000 | 55690 |
|  \* | Mechema Chemicals International Corp. | 22000 | 52203 |
|  | MediaTek, Inc. | 114000 | 4834674 |
|  \* | Medigen Biotechnology Corp. | 12000 | 11515 |
|  | Mega Financial Holding Co. Ltd. | 1178835 | 1549808 |
|  | Megaforce Co. Ltd. | 16000 | 21468 |
|  | Meiloon Industrial Co. | 46800 | 35706 |
|  | Mercuries & Associates Holding Ltd. | 184396 | 85669 |
|  | Mercuries Data Systems Ltd. | 15000 | 12442 |
|  \* | Mercuries Life Insurance Co. Ltd. | 1132032 | 266153 |
|  | Merida Industry Co. Ltd. | 79000 | 256024 |
|  # | Merry Electronics Co. Ltd. | 77101 | 256173 |
|  | METAAGE Corp. | 37000 | 62466 |
|  \* | Microbio Co. Ltd. | 131399 | 93973 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  TAIWAN — (Continued) | TAIWAN — (Continued) |  |  |
|  # | Micro-Star International Co. Ltd. | 120000 | $425389 |
|  | Mildef Crete, Inc. | 13000 | 45240 |
|  | MIN AIK Technology Co. Ltd. | 62000 | 44280 |
|  | Mitac Holdings Corp. | 190300 | 614280 |
|  \* | Mobiletron Electronics Co. Ltd. | 11000 | 10738 |
|  | momo.com, Inc. | 24637 | 186651 |
|  \* | MOSA Industrial Corp. | 64400 | 35417 |
|  | Mosel Vitelic, Inc. | 18000 | 19836 |
|  | Motech Industries, Inc. | 99000 | 54622 |
|  | MPI Corp. | 7000 | 474634 |
|  | MSSCORPS Co. Ltd. | 20523 | 113838 |
|  | Munsin Garment Corp. | 8000 | 12537 |
|  | My Humble House Hospitality Management Consulting | 13000 | 15587 |
|  | Nak Sealing Technologies Corp. | 23000 | 79501 |
|  | Namchow Holdings Co. Ltd. | 54000 | 67944 |
|  | Nan Juen International Co. Ltd. | 7000 | 63724 |
|  # | Nan Kang Rubber Tire Co. Ltd. | 146974 | 172742 |
|  | Nan Liu Enterprise Co. Ltd. | 10000 | 14339 |
|  | Nan Pao Resins Chemical Co. Ltd. | 19000 | 226383 |
|  \* | Nan Ren Lake Leisure Amusement Co. Ltd. | 36333 | 11724 |
|  | Nan Ya Plastics Corp. | 557000 | 749501 |
|  # | Nan Ya Printed Circuit Board Corp. | 31000 | 290563 |
|  | Nang Kuang Pharmaceutical Co. Ltd. | 26000 | 32829 |
|  | Nantex Industry Co. Ltd. | 94000 | 68103 |
|  \* | Nanya Technology Corp. | 200000 | 854099 |
|  | National Aerospace Fasteners Corp. | 7000 | 24439 |
|  | National Petroleum Co. Ltd. | 21000 | 39140 |
|  | Netronix, Inc. | 18000 | 78686 |
|  \* | New Asia Construction & Development Corp. | 50000 | 24030 |

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**EMERGING MARKETS EX CHINA CORE EQUITY PORTFOLIO** 

**CONTINUED** 

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  TAIWAN — (Continued) | TAIWAN — (Continued) |  |  |
|  | New Best Wire Industrial Co. Ltd. | 8000 | $7591 |
|  \* | Newmax Technology Co. Ltd. | 45000 | 44789 |
|  | Nextronics Engineering Corp. | 11000 | 40065 |
|  | Nichidenbo Corp. | 67000 | 196241 |
|  | Nidec Chaun-Choung Technology Corp. | 4000 | 17657 |
|  | Nien Hsing Textile Co. Ltd. | 53000 | 28598 |
|  | Nien Made Enterprise Co. Ltd. | 31000 | 371374 |
|  | Niko Semiconductor Co. Ltd. | 19101 | 35045 |
|  | Nishoku Technology, Inc. | 18000 | 74190 |
|  # | North-Star International Co. Ltd. | 63178 | 54286 |
|  | Nova Technology Corp. | 10000 | 55845 |
|  # | Novatek Microelectronics Corp. | 100000 | 1274113 |
|  | Nuvoton Technology Corp. | 72000 | 143611 |
|  | O-Bank Co. Ltd. | 369000 | 108566 |
|  | Ocean Plastics Co. Ltd. | 60000 | 70198 |
|  | OK Biotech Co. Ltd. | 46571 | 21343 |
|  | Optimax Technology Corp. | 41946 | 27321 |
|  | Orient Europharma Co. Ltd. | 12000 | 18039 |
|  | Orient Semiconductor Electronics Ltd. | 130000 | 204134 |
|  \* | Oriental Union Chemical Corp. | 183000 | 71062 |
|  | O-TA Precision Industry Co. Ltd. | 22000 | 53088 |
|  | Pacific Construction Co. | 101000 | 31282 |
|  | Pacific Hospital Supply Co. Ltd. | 16000 | 46007 |
|  | Paiho Shih Holdings Corp. | 77309 | 62572 |
|  | Pan Asia Chemical Corp. | 51519 | 15829 |
|  | Pan German Universal Motors Ltd. | 10000 | 94346 |
|  | Pan Jit International, Inc. | 102000 | 278448 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  TAIWAN — (Continued) | TAIWAN — (Continued) |  |  |
|  # | Pan-International Industrial Corp. | 131000 | $237970 |
|  | Panion & BF Biotech, Inc. | 21000 | 45201 |
|  | Parade Technologies Ltd. | 22000 | 484709 |
|  \* | Paragon Technologies Co. Ltd. | 4000 | 2729 |
|  # | Parpro Corp. | 37000 | 63211 |
|  \* | PChome Online, Inc. | 63268 | 71581 |
|  | PCL Technologies, Inc. | 20281 | 78484 |
|  | P-Duke Technology Co. Ltd. | 16000 | 53021 |
|  | Pegatron Corp. | 332000 | 798722 |
|  | Pegavision Corp. | 15514 | 171602 |
|  | PharmaEngine, Inc. | 41000 | 94722 |
|  | PharmaEssentia Corp. | 32096 | 518542 |
|  #\* | Phihong Technology Co. Ltd. | 109000 | 107764 |
|  | Phison Electronics Corp. | 21000 | 724001 |
|  | Phoenix Silicon International Corp. | 48272 | 270166 |
|  | Phoenix Tours International, Inc. | 19215 | 32266 |
|  \* | Phytohealth Corp. | 53000 | 23996 |
|  | Pixart Imaging, Inc. | 44000 | 330288 |
|  | Planet Technology Corp. | 13000 | 55887 |
|  | Plastron Precision Co. Ltd. | 27000 | 14554 |
|  | Polytronics Technology Corp. | 14000 | 20866 |
|  | Posiflex Technology, Inc. | 21000 | 147132 |
|  | Pou Chen Corp. | 395000 | 375840 |
|  | Power Wind Health Industry, Inc. | 16000 | 85169 |
|  #\* | Powerchip Semiconductor Manufacturing Corp. | 727000 | 737967 |
|  | Powertech Technology, Inc. | 173000 | 966405 |
|  | Poya International Co. Ltd. | 18495 | 273332 |
|  | President Chain Store Corp. | 102000 | 789886 |
|  | President Securities Corp. | 317900 | 244496 |
|  | Primax Electronics Ltd. | 185000 | 497780 |
|  | Prince Housing & Development Corp. | 345000 | 99979 |

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**EMERGING MARKETS EX CHINA CORE EQUITY PORTFOLIO** 

**CONTINUED** 

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  TAIWAN — (Continued) | TAIWAN — (Continued) |  |  |
|  \* | Princeton Technology Corp. | 40000 | $18542 |
|  | Pro Hawk Corp. | 2000 | 9753 |
|  # | Promate Electronic Co. Ltd. | 81598 | 125699 |
|  # | Prosperity Dielectrics Co. Ltd. | 38000 | 72465 |
|  | PSS Co. Ltd. | 9000 | 44240 |
|  | Qisda Corp. | 394420 | 396324 |
|  | QST International Corp. | 31839 | 43929 |
|  | Qualipoly Chemical Corp. | 32000 | 187853 |
|  | Quang Viet Enterprise Co. Ltd. | 17168 | 43083 |
|  | Quanta Computer, Inc. | 312000 | 3025847 |
|  | Quanta Storage, Inc. | 50000 | 172259 |
|  \* | Quintain Steel Co. Ltd. | 91514 | 25921 |
|  | Radiant Opto-Electronics Corp. | 128000 | 548306 |
|  | Radium Life Tech Co. Ltd. | 251268 | 89743 |
|  | Rafael Microelectronics, Inc. | 2000 | 7222 |
|  # | Raydium Semiconductor Corp. | 27000 | 213369 |
|  | Realtek Semiconductor Corp. | 85000 | 1419386 |
|  | Rechi Precision Co. Ltd. | 113000 | 84730 |
|  | Rexon Industrial Corp. Ltd. | 37000 | 33139 |
|  | Rich Development Co. Ltd. | 217280 | 59830 |
|  \* | Right WAY Industrial Co. Ltd. | 47000 | 18861 |
|  | RiTdisplay Corp. | 20041 | 21516 |
|  \* | Ritek Corp. | 225000 | 72765 |
|  | Rodex Fasteners Corp. | 12000 | 10997 |
|  | Roundtop Machinery Industries Co. Ltd. | 20000 | 14785 |
|  | Ruby Tech Corp. | 9270 | 13591 |
|  | Ruentex Development Co. Ltd. | 259400 | 251259 |
|  | Ruentex Engineering & Construction Co. | 25440 | 138379 |
|  | Ruentex Industries Ltd. | 201619 | 351734 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  TAIWAN — (Continued) | TAIWAN — (Continued) |  |  |
|  | Run Long Construction Co. Ltd. | 88800 | $109617 |
|  | Sakura Development Co. Ltd. | 110296 | 172290 |
|  | Sampo Corp. | 105000 | 83962 |
|  | San Fang Chemical Industry Co. Ltd. | 59000 | 59269 |
|  | San Fu Chemical Co. Ltd. | 12000 | 42269 |
|  | San Lien Technology Corp. Ltd. | 8400 | 22525 |
|  | San Shing Fastech Corp. | 22000 | 36757 |
|  \* | SanDi Properties Co. Ltd. | 8000 | 9560 |
|  | Sanyang Motor Co. Ltd. | 185000 | 362999 |
|  | Savior Lifetec Corp. | 104000 | 57782 |
|  | SCI Pharmtech, Inc. | 22714 | 42492 |
|  | Scientech Corp. | 14000 | 161360 |
|  | ScinoPharm Taiwan Ltd. | 103000 | 58639 |
|  | SciVision Biotech, Inc. | 21000 | 61205 |
|  # | SDI Corp. | 39000 | 107900 |
|  | Sea Sonic Electronics Co. Ltd. | 20000 | 44732 |
|  | Securitag Assembly Group Co. Ltd. | 4000 | 13761 |
|  | Senao International Co. Ltd. | 31000 | 29240 |
|  | Senao Networks, Inc. | 10467 | 51636 |
|  | Sensortek Technology Corp. | 8000 | 49385 |
|  | Sercomm Corp. | 113000 | 362151 |
|  | Sesoda Corp. | 87000 | 85333 |
|  | Shanghai Commercial & Savings Bank Ltd. | 613881 | 790253 |
|  | Sharehope Medicine Co. Ltd. | 36087 | 28506 |
|  | Sheng Yu Steel Co. Ltd. | 37000 | 25478 |
|  # | ShenMao Technology, Inc. | 36000 | 118260 |
|  | Shieh Yih Machinery Industry Co. Ltd. | 43000 | 29863 |
|  | Shih Her Technologies, Inc. | 15026 | 84418 |
|  \* | Shih Wei Navigation Co. Ltd. | 120201 | 68399 |
|  | Shihlin Electric & Engineering Corp. | 31000 | 200368 |
|  \* | Shihlin Paper Corp. | 31000 | 55143 |
|  | Shin Hsiung Natural Gas Co. Ltd. | 6674 | 8815 |

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**EMERGING MARKETS EX CHINA CORE EQUITY PORTFOLIO** 

**CONTINUED** 

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| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  TAIWAN — (Continued) | TAIWAN — (Continued) |  |  |
|  | Shin Ruenn Development Co. Ltd. | 41135 | $77877 |
|  # | Shin Zu Shing Co. Ltd. | 43086 | 294154 |
|  \* | Shining Building Business Co. Ltd. | 145000 | 42666 |
|  | Shinkong Insurance Co. Ltd. | 75000 | 274190 |
|  # | Shinkong Synthetic Fibers Corp. | 394000 | 170775 |
|  | Shinkong Textile Co. Ltd. | 44000 | 80788 |
|  | Shiny Brands Group Co. Ltd. | 12100 | 40848 |
|  | Shiny Chemical Industrial Co. Ltd. | 51000 | 241430 |
|  \* | Shuttle, Inc. | 108000 | 64959 |
|  | Sigurd Microelectronics Corp. | 149000 | 504105 |
|  # | Silergy Corp. | 43000 | 309376 |
|  # | Silicon Integrated Systems Corp. | 123785 | 221891 |
|  \* | Silicon Optronics, Inc. | 11000 | 21454 |
|  | Silitech Technology Corp. | 12000 | 13680 |
|  | Simplo Technology Co. Ltd. | 44000 | 500866 |
|  | Sinbon Electronics Co. Ltd. | 75000 | 514032 |
|  | Sincere Navigation Corp. | 102000 | 80117 |
|  | Singatron Enterprise Co. Ltd. | 42000 | 41773 |
|  | Sinmag Equipment Corp. | 12000 | 52468 |
|  \* | Sino Tactful Co. Ltd. | 27000 | 17556 |
|  | Sino-American Silicon Products, Inc. | 133000 | 538186 |
|  | Sinon Corp. | 140000 | 194198 |
|  | SinoPac Financial Holdings Co. Ltd. | 1534226 | 1277079 |
|  | Sinopower Semiconductor, Inc. | 6000 | 20949 |
|  | Sinphar Pharmaceutical Co. Ltd. | 58968 | 61695 |
|  | Sinyi Realty, Inc. | 88000 | 64806 |
|  | Sirtec International Co. Ltd. | 36000 | 29477 |
|  | Sitronix Technology Corp. | 37000 | 240406 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  TAIWAN — (Continued) | TAIWAN — (Continued) |  |  |
|  | Siward Crystal Technology Co. Ltd. | 54000 | $39508 |
|  | Soft-World International Corp. | 19000 | 62947 |
|  | Solar Applied Materials Technology Corp. | 168000 | 322896 |
|  | Solteam, Inc. | 26465 | 41480 |
|  | Song Shang Electronics Co. Ltd. | 27000 | 18813 |
|  | Sonix Technology Co. Ltd. | 45000 | 51340 |
|  | Southeast Cement Co. Ltd. | 52000 | 28030 |
|  | Speed Tech Corp. | 60000 | 91932 |
|  | Sporton International, Inc. | 27650 | 160778 |
|  # | Sports Gear Co. Ltd. | 23000 | 83806 |
|  | St. Shine Optical Co. Ltd. | 15000 | 63657 |
|  | Standard Chemical & Pharmaceutical Co. Ltd. | 29000 | 52292 |
|  | Standard Foods Corp. | 158000 | 161226 |
|  # | Stark Technology, Inc. | 30000 | 155654 |
|  #\* | Starlux Airlines Co. Ltd. | 269000 | 209781 |
|  | S-Tech Corp. | 70390 | 53475 |
|  | Sun Max Tech Ltd. | 15710 | 42738 |
|  \* | Sun Yad Construction Co. Ltd. | 86007 | 43832 |
|  | Sunfun Info Co. Ltd. | 26960 | 28678 |
|  | Sunjuice Holdings Co. Ltd. | 7359 | 34939 |
|  \* | Sunko INK Co. Ltd. | 69000 | 26619 |
|  | SunMax Biotechnology Co. Ltd. | 8000 | 101423 |
|  | Sunny Friend Environmental Technology Co. Ltd. | 32119 | 86376 |
|  | Sunonwealth Electric Machine Industry Co. Ltd. | 68000 | 331907 |
|  | Sunplus Innovation Technology, Inc. | 9240 | 40607 |
|  \* | Sunplus Technology Co. Ltd. | 139000 | 96975 |
|  | Sunrex Technology Corp. | 56000 | 75658 |
|  | Sunspring Metal Corp. | 50000 | 35749 |
|  | Superalloy Industrial Co. Ltd. | 70000 | 108010 |
|  # | Supreme Electronics Co. Ltd. | 177693 | 380680 |

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**EMERGING MARKETS EX CHINA CORE EQUITY PORTFOLIO** 

**CONTINUED** 

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  TAIWAN — (Continued) | TAIWAN — (Continued) |  |  |
|  # | Swancor Holding Co. Ltd. | 11000 | $44510 |
|  | Sweeten Real Estate Development Co. Ltd. | 45935 | 42118 |
|  | Symtek Automation Asia Co. Ltd. | 26421 | 134242 |
|  # | Syncmold Enterprise Corp. | 49000 | 109545 |
|  # | Synmosa Biopharma Corp. | 137339 | 149757 |
|  | Synnex Technology International Corp. | 204000 | 376089 |
|  | Syscom Computer Engineering Co. | 15000 | 27871 |
|  # | Systex Corp. | 66000 | 277373 |
|  | T3EX Global Holdings Corp. | 39000 | 88408 |
|  | TA Chen Stainless Pipe | 324570 | 386881 |
|  | Ta Ya Electric Wire & Cable | 250151 | 340579 |
|  | Tah Hsin Industrial Corp. | 5720 | 11918 |
|  | TA-I Technology Co. Ltd. | 30000 | 60897 |
|  | Tai Tung Communication Co. Ltd. | 69192 | 51137 |
|  | Taichung Commercial Bank Co. Ltd. | 580237 | 403380 |
|  | TaiDoc Technology Corp. | 18000 | 71907 |
|  | Taiflex Scientific Co. Ltd. | 92769 | 204640 |
|  # | Taimide Tech, Inc. | 45000 | 88110 |
|  | Tainan Enterprises Co. Ltd. | 22000 | 19421 |
|  # | Tainan Spinning Co. Ltd. | 389000 | 159232 |
|  \* | Tainergy Tech Co. Ltd. | 69000 | 33005 |
|  | Tai-Saw Technology Co. Ltd. | 16000 | 12839 |
|  | TaiSol Electronics Co. Ltd. | 24000 | 41206 |
|  | Taisun Enterprise Co. Ltd. | 60000 | 36073 |
|  | Taita Chemical Co. Ltd. | 37000 | 13213 |
|  # | TAI-TECH Advanced Electronics Co. Ltd. | 26000 | 126867 |
|  | Taiwan Business Bank | 1220068 | 607725 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  TAIWAN — (Continued) | TAIWAN — (Continued) |  |  |
|  | Taiwan Chinsan Electronic Industrial Co. Ltd. | 43000 | $59924 |
|  # | Taiwan Cogeneration Corp. | 168301 | 263767 |
|  | Taiwan Cooperative Financial Holding Co. Ltd. | 1125536 | 869866 |
|  | Taiwan FamilyMart Co. Ltd. | 17000 | 105881 |
|  | Taiwan Fertilizer Co. Ltd. | 209000 | 326708 |
|  | Taiwan Fire & Marine Insurance Co. Ltd. | 93000 | 108910 |
|  | Taiwan Fructose Co. Ltd. | 26500 | 15840 |
|  | Taiwan FU Hsing Industrial Co. Ltd. | 44000 | 73469 |
|  #\* | Taiwan Glass Industry Corp. | 365000 | 331170 |
|  | Taiwan High Speed Rail Corp. | 283000 | 251541 |
|  | Taiwan Hon Chuan Enterprise Co. Ltd. | 93757 | 384414 |
|  | Taiwan Hopax Chemicals Manufacturing Co. Ltd. | 62294 | 63368 |
|  \* | Taiwan IC Packaging Corp. | 41000 | 23391 |
|  | Taiwan Line Tek Electronic | 14420 | 11497 |
|  #\* | Taiwan Mask Corp. | 74000 | 92244 |
|  # | Taiwan Mobile Co. Ltd. | 280000 | 996479 |
|  | Taiwan Navigation Co. Ltd. | 82000 | 77504 |
|  | Taiwan Optical Platform Co. Ltd. | 9000 | 22637 |
|  | Taiwan Paiho Ltd. | 90000 | 166963 |
|  # | Taiwan PCB Techvest Co. Ltd. | 92000 | 105439 |
|  | Taiwan Sakura Corp. | 48000 | 132927 |
|  | Taiwan Sanyo Electric Co. Ltd. | 43000 | 49402 |
|  | Taiwan Secom Co. Ltd. | 75000 | 263146 |
|  | Taiwan Semiconductor Co. Ltd. | 78000 | 138964 |
|  | Taiwan Semiconductor Manufacturing Co. Ltd. (2330 TT) | 2547000 | 123172070 |

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**EMERGING MARKETS EX CHINA CORE EQUITY PORTFOLIO** 

**CONTINUED** 

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| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  TAIWAN — (Continued) | TAIWAN — (Continued) |  |  |
|  | Taiwan Shin Kong Security Co. Ltd. | 83000 | $109876 |
|  | Taiwan Speciality Chemicals Corp. | 5000 | 54870 |
|  | Taiwan Steel Union Co. Ltd. | 7000 | 25007 |
|  \* | Taiwan Styrene Monomer | 120000 | 32875 |
|  | Taiwan Surface Mounting Technology Corp. | 95000 | 338661 |
|  | Taiwan Taxi Co. Ltd. | 16000 | 68634 |
|  \* | Taiwan TEA Corp. | 177000 | 79925 |
|  | Taiwan Union Technology Corp. | 69000 | 860328 |
|  #\* | Taiwan-Asia Semiconductor Corp. | 142000 | 111171 |
|  | Taiyen Biotech Co. Ltd. | 27000 | 27986 |
|  \* | Tang Eng Iron Works Co. Ltd. | 20000 | 18556 |
|  # | Tatung Co. Ltd. | 366450 | 429521 |
|  | Tatung System Technologies, Inc. | 9040 | 21880 |
|  \* | TBI Motion Technology Co. Ltd. | 32000 | 40164 |
|  | TCC Group Holdings Co. Ltd. | 1033076 | 741207 |
|  | TCI Co. Ltd. | 41000 | 151336 |
|  | Te Chang Construction Co. Ltd. | 28000 | 56314 |
|  # | Team Group, Inc. | 21000 | 91741 |
|  | Teco Electric & Machinery Co. Ltd. | 179000 | 673671 |
|  | Tehmag Foods Corp. | 8000 | 76404 |
|  | Tera Autotech Corp. | 17000 | 12326 |
|  # | Test Research, Inc. | 50000 | 253342 |
|  | Test Rite International Co. Ltd. | 47000 | 31034 |
|  \* | Thermaltake Technology Co. Ltd. | 12000 | 12355 |
|  | Thinking Electronic Industrial Co. Ltd. | 29000 | 177505 |
|  | Thye Ming Industrial Co. Ltd. | 40000 | 70397 |
|  | Tofu Restaurant Co. Ltd. | 2000 | 13000 |
|  | Ton Yi Industrial Corp. | 273000 | 159332 |
|  | Tong Hsing Electronic Industries Ltd. | 67970 | 276112 |
|  | Tong Yang Industry Co. Ltd. | 151000 | 473749 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  TAIWAN — (Continued) | TAIWAN — (Continued) |  |  |
|  # | Tong-Tai Machine & Tool Co. Ltd. | 71000 | $74634 |
|  | Top Bright Holding Co. Ltd. | 2000 | 18586 |
|  | Top Union Electronics Corp. | 33135 | 32296 |
|  | Topco Scientific Co. Ltd. | 54780 | 606980 |
|  | Topco Technologies Corp. | 10000 | 20166 |
|  | Topkey Corp. | 26000 | 157272 |
|  # | Topoint Technology Co. Ltd. | 35000 | 133870 |
|  | Toung Loong Textile Manufacturing | 15000 | 8430 |
|  | TPK Holding Co. Ltd. | 148000 | 174482 |
|  | Trade-Van Information Services Co. | 6000 | 18741 |
|  | Transcend Information, Inc. | 50000 | 214138 |
|  | Transcom, Inc. | 26785 | 117862 |
|  | Trigold Holdings Ltd. | 1000 | 1523 |
|  | Triocean Industrial Corp. Co. Ltd. | 6000 | 17814 |
|  | Tripod Technology Corp. | 78000 | 862616 |
|  | Trusval Technology Co. Ltd. | 6621 | 55488 |
|  | TS Financial Holding Co. Ltd. (2887 TT) | 2549256 | 1548687 |
|  \* | TS Financial Holding Co. Ltd. (28871 TT) | 269838 | 80939 |
|  | Tsann Kuen Enterprise Co. Ltd. | 18419 | 14673 |
|  | TSC Auto ID Technology Co. Ltd. | 10498 | 66650 |
|  \* | TSEC Corp. | 158000 | 71951 |
|  | TSRC Corp. | 204000 | 99314 |
|  | Ttet Union Corp. | 14000 | 65798 |
|  | TTFB Co. Ltd. | 11218 | 66714 |
|  | TTY Biopharm Co. Ltd. | 80000 | 206797 |
|  \* | Tul Corp. | 19000 | 46975 |
|  | Tung Ho Steel Enterprise Corp. | 195000 | 397810 |
|  | Tung Thih Electronic Co. Ltd. | 31200 | 74066 |
|  | TURVO International Co. Ltd. | 16000 | 104283 |
|  \* | Twinhead International Corp. | 6000 | 13499 |
|  | TXC Corp. | 109000 | 314706 |
|  | TYC Brother Industrial Co. Ltd. | 66000 | 102635 |

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**CONTINUED** 

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| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  TAIWAN — (Continued) | TAIWAN — (Continued) |  |  |
|  \* | Tycoons Group Enterprise | 54115 | $13837 |
|  | Tyntek Corp. | 79000 | 44815 |
|  | TZE Shin International Co. Ltd. | 27000 | 13244 |
|  \* | U-BEST Innovative Technology Co. Ltd. | 36000 | 21540 |
|  | Ubright Optronics Corp. | 12000 | 24676 |
|  | UDE Corp. | 29000 | 99474 |
|  | Ultra Chip, Inc. | 19000 | 28049 |
|  | U-Ming Marine Transport Corp. | 133000 | 240285 |
|  | Unic Technology Corp. | 25000 | 18826 |
|  | Unimicron Technology Corp. | 225000 | 1185871 |
|  | Union Bank of Taiwan | 284924 | 171684 |
|  | Union Insurance Co. Ltd. | 22000 | 19182 |
|  \* | Uniplus Electronics Co. Ltd. | 37000 | 28543 |
|  | Uni-President Enterprises Corp. | 588000 | 1502293 |
|  | Unitech Computer Co. Ltd. | 13000 | 17559 |
|  | Unitech Printed Circuit Board Corp. | 246772 | 210139 |
|  | United Alloy-Tech Co. | 35000 | 61303 |
|  | United Integrated Services Co. Ltd. | 32000 | 890712 |
|  # | United Microelectronics Corp. (2303 TT) | 2025000 | 3058210 |
|  | United Orthopedic Corp. | 23000 | 92981 |
|  | United Radiant Technology | 17000 | 11727 |
|  \* | United Renewable Energy Co. Ltd. | 570000 | 126474 |
|  | Univacco Technology, Inc. | 30000 | 44109 |
|  # | Universal Cement Corp. | 162832 | 163868 |
|  | Universal Microwave Technology, Inc. | 8000 | 114043 |
|  | Universal Vision Biotechnology Co. Ltd. | 21798 | 101309 |
|  | UPC Technology Corp. | 264000 | 86847 |
|  | UPI Semiconductor Corp. | 21000 | 127839 |
|  | Userjoy Technology Co. Ltd. | 19981 | 50184 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  TAIWAN — (Continued) | TAIWAN — (Continued) |  |  |
|  | USI Corp. | 277000 | $93045 |
|  \* | Usun Technology Co. Ltd. | 11000 | 16523 |
|  | Utechzone Co. Ltd. | 15000 | 42264 |
|  | UVAT Technology Co. Ltd. | 17000 | 32824 |
|  | Value Valves Co. Ltd. | 12000 | 32677 |
|  | Vanguard International Semiconductor Corp. | 172133 | 538857 |
|  | Ventec International Group Co. Ltd. | 17000 | 49418 |
|  | VIA Labs, Inc. | 13000 | 34884 |
|  | Via Technologies, Inc. | 63000 | 107213 |
|  | Viking Tech Corp. | 26000 | 35352 |
|  | Visco Vision, Inc. | 13000 | 83892 |
|  # | VisEra Technologies Co. Ltd. | 20000 | 166507 |
|  | Visual Photonics Epitaxy Co. Ltd. | 24000 | 107369 |
|  | Vizionfocus, Inc. | 13000 | 75854 |
|  # | Voltronic Power Technology Corp. | 14000 | 548461 |
|  | VSO Electronics Co. Ltd. | 5251 | 24907 |
|  #\* | Wafer Works Corp. | 190507 | 193155 |
|  | Waffer Technology Corp. | 48027 | 110084 |
|  | Wah Hong Industrial Corp. | 36000 | 39286 |
|  | Wah Lee Industrial Corp. | 64000 | 187424 |
|  # | Walsin Lihwa Corp. | 519023 | 502728 |
|  # | Walsin Technology Corp. | 107000 | 429331 |
|  # | Walton Advanced Engineering, Inc. | 109000 | 84760 |
|  # | Wan Hai Lines Ltd. | 192400 | 513351 |
|  \* | We & Win Development Co. Ltd. | 73000 | 26416 |
|  | We & Win Diversification Co. Ltd. | 47000 | 32778 |
|  | WEI Chih Steel Industrial Co. Ltd. | 49000 | 25476 |
|  | Wei Chuan Foods Corp. | 99000 | 48431 |
|  # | Weikeng Industrial Co. Ltd. | 149000 | 142086 |
|  | Well Shin Technology Co. Ltd. | 37000 | 63171 |
|  | Welldone Co. | 19000 | 31014 |
|  | Weltrend Semiconductor | 54000 | 84436 |

---

764

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**EMERGING MARKETS EX CHINA CORE EQUITY PORTFOLIO** 

**CONTINUED** 

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  TAIWAN — (Continued) | TAIWAN — (Continued) |  |  |
|  | Wholetech System Hitech Ltd. | 18000 | $70689 |
|  # | Win Semiconductors Corp. | 116000 | 403245 |
|  \* | Winbond Electronics Corp. | 496913 | 869075 |
|  | Winmate, Inc. | 12000 | 64127 |
|  | Winstek Semiconductor Co. Ltd. | 27000 | 83753 |
|  | WinWay Technology Co. Ltd. | 4000 | 339455 |
|  | Wisdom Marine Lines Co. Ltd. | 139000 | 284774 |
|  | Wiselink Co. Ltd. | 15882 | 95118 |
|  # | Wistron Corp. | 306000 | 1482974 |
|  | WITS Corp. | 19659 | 79115 |
|  | Wiwynn Corp. | 16000 | 2256313 |
|  | WNC Corp. | 125647 | 509853 |
|  | Wonderful Hi-Tech Co. Ltd. | 36000 | 53434 |
|  | Wowprime Corp. | 41293 | 289172 |
|  | WPG Holdings Ltd. | 259000 | 506545 |
|  | WT Microelectronics Co. Ltd. | 104641 | 485119 |
|  | WUS Printed Circuit Co. Ltd. | 49000 | 161477 |
|  | XAC Automation Corp. | 21000 | 20460 |
|  # | XinTec, Inc. | 45000 | 222712 |
|  | X-Legend Entertainment Co. Ltd. | 7000 | 22333 |
|  | Xxentria Technology Materials Corp. | 59675 | 66986 |
|  | Ya Horng Electronic Co. Ltd. | 15000 | 27529 |
|  | Yageo Corp. | 291168 | 2343571 |
|  # | Yang Ming Marine Transport Corp. | 471000 | 878725 |
|  | Yankey Engineering Co. Ltd. | 20604 | 307305 |
|  | YC INOX Co. Ltd. | 146858 | 91740 |
|  | Yea Shin International Development Co. Ltd. | 93793 | 75419 |
|  | Yem Chio Co. Ltd. | 162180 | 69828 |
|  | Yen Sun Technology Corp. | 14000 | 20980 |
|  \* | Yeong Guan Energy Technology Group Co. Ltd. | 46799 | 30269 |
|  | YFC-Boneagle Electric Co. Ltd. | 39000 | 26485 |
|  | YFY, Inc. | 373000 | 307602 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  TAIWAN — (Continued) | TAIWAN — (Continued) |  |  |
|  | Yi Jinn Industrial Co. Ltd. | 66150 | $35053 |
|  \* | Yieh Phui Enterprise Co. Ltd. | 329892 | 158008 |
|  | Young Fast Optoelectronics Co. Ltd. | 26000 | 46058 |
|  \* | Young Optics, Inc. | 10000 | 17762 |
|  | Youngtek Electronics Corp. | 42000 | 80270 |
|  | Yuan High-Tech Development Co. Ltd. | 3000 | 16456 |
|  | Yuanta Financial Holding Co. Ltd. | 1094692 | 1225666 |
|  | Yuanta Futures Co. Ltd. | 38979 | 114057 |
|  | Yuen Foong Yu Consumer Products Co. Ltd. | 33000 | 41197 |
|  | Yulon Finance Corp. | 99023 | 309238 |
|  | Yulon Motor Co. Ltd. | 225864 | 240821 |
|  | Yung Chi Paint & Varnish Manufacturing Co. Ltd. | 6000 | 14622 |
|  | Yungshin Construction & Development Co. Ltd. | 16000 | 39725 |
|  | YungShin Global Holding Corp. | 71000 | 129987 |
|  | Yusin Holding Corp. | 13286 | 29801 |
|  | Zeng Hsing Industrial Co. Ltd. | 18669 | 55940 |
|  | Zenitron Corp. | 61000 | 68459 |
|  # | Zero One Technology Co. Ltd. | 45579 | 169233 |
|  | Zhen Ding Technology Holding Ltd. | 180000 | 950492 |
|  \* | Zhong Yang Technology Co. Ltd. | 16000 | 21769 |
|  \* | Zig Sheng Industrial Co. Ltd. | 124000 | 31111 |
|  | ZillTek Technology Corp. | 11000 | 72126 |
|  \* | Zinwell Corp. | 73000 | 33498 |
|  | Zippy Technology Corp. | 33000 | 55484 |
|  | Zyxel Group Corp. | 86895 | 98897 |
|  TOTAL TAIWAN | TOTAL TAIWAN | TOTAL TAIWAN | 344446155 |

---

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**EMERGING MARKETS EX CHINA CORE EQUITY PORTFOLIO** 

**CONTINUED** 

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  THAILAND — (1.6%) | THAILAND — (1.6%) |  |  |
|  | AAPICO Hitech PCL (AH/F TB) | 46400 | $17650 |
|  #\* | Absolute Clean Energy PCL | 547400 | 22177 |
|  | Advanced Info Service PCL | 92600 | 864859 |
|  | Advanced Information Technology PCL, Class F | 299050 | 44578 |
|  | AEON Thana Sinsap Thailand PCL | 29500 | 96250 |
|  | After You PCL | 121000 | 18636 |
|  | Airports of Thailand PCL | 188400 | 240343 |
|  | Allianz Ayudhya Capital PCL | 9200 | 9674 |
|  | Amata Corp. PCL | 319400 | 142241 |
|  | AP Thailand PCL | 738400 | 197531 |
|  | Asia Plus Group Holdings PCL | 492200 | 33793 |
|  | Asia Sermkij Leasing PCL | 51600 | 12367 |
|  | Asian Alliance International PCL | 211400 | 33670 |
|  | Asian Insulators PCL | 64800 | 6613 |
|  | Asian Sea Corp. PCL | 117700 | 26572 |
|  | Asset World Corp. PCL | 1339200 | 91116 |
|  \* | Assetwise PCL | 38500 | 7442 |
|  | Aurora Design PCL | 48600 | 21643 |
|  | B Grimm Power PCL | 146900 | 73598 |
|  | Bangchak Corp. PCL | 197500 | 180184 |
|  | Bangchak Sriracha PCL | 280900 | 38745 |
|  | Bangkok Airways PCL | 198900 | 79966 |
|  | Bangkok Aviation Fuel Services PCL | 29700 | 8864 |
|  | Bangkok Bank PCL (BBLF TB) | 105900 | 524014 |
|  | Bangkok Chain Hospital PCL | 264300 | 92364 |
|  | Bangkok Commercial Asset Management PCL | 628346 | 131169 |
|  | Bangkok Dusit Medical Services PCL, Class F | 766800 | 448199 |
|  # | Bangkok Expressway & Metro PCL | 969800 | 154460 |
|  | Bangkok Land PCL | 4188000 | 64760 |
|  | Bangkok Life Assurance PCL, NVDR | 48900 | 27221 |
|  | Banpu PCL | 1657700 | 258895 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  THAILAND — (Continued) | THAILAND — (Continued) |  |  |
|  # | Banpu Power PCL | 193006 | $76403 |
|  | BCPG PCL | 194700 | 49676 |
|  | BEC World PCL | 300000 | 18092 |
|  # | Berli Jucker PCL | 232200 | 131414 |
|  | Betagro PCL | 269900 | 133552 |
|  | BKI Holdings PCL | 19100 | 180752 |
|  | Bluebik Group PCL | 23900 | 13822 |
|  \* | Bound & Beyond PCL | 54600 | 11651 |
|  | Brooker Group PCL | 1399900 | 13854 |
|  \* | BTS Group Holdings PCL | 1817300 | 165235 |
|  | Bumrungrad Hospital PCL | 75600 | 402140 |
|  | Cal-Comp Electronics Thailand PCL, Class F | 435087 | 82079 |
|  | Carabao Group PCL | 49900 | 69445 |
|  | Central Pattana PCL | 175500 | 291731 |
|  | Central Plaza Hotel PCL | 69300 | 69118 |
|  | Central Retail Corp. PCL | 279100 | 176946 |
|  | CH Karnchang PCL | 298800 | 141384 |
|  | Charoen Pokphand Foods PCL | 432000 | 281899 |
|  | Chularat Hospital PCL | 1200500 | 58289 |
|  | CK Power PCL | 471600 | 37337 |
|  | Com7 PCL | 162400 | 125561 |
|  | Cotto F | 288200 | 1693 |
|  \* | Country Group Development PCL | 1753500 | 5965 |
|  | CP ALL PCL | 437600 | 622533 |
|  | CP Axtra PCL | 150882 | 91458 |
|  | Delta Electronics Thailand PCL | 152900 | 1026111 |
|  | Dhipaya Group Holdings PCL | 160200 | 108006 |
|  | Ditto Thailand PCL | 35600 | 13102 |
|  | Dohome PCL | 389656 | 46997 |
|  | Don Muang Tollway PCL | 212400 | 67658 |
|  | Dynasty Ceramic PCL | 928200 | 37892 |
|  | Eastern Polymer Group PCL | 330500 | 28619 |
|  | Eastern Water Resources Development & Management PCL, Class F | 116400 | 9072 |
|  | Electricity Generating PCL | 24700 | 93957 |
|  #\* | Energy Absolute PCL | 1708200 | 161654 |
|  | Erawan Group PCL | 642200 | 46872 |
|  #\* | Forth Corp. PCL | 68100 | 14532 |

---

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**EMERGING MARKETS EX CHINA CORE EQUITY PORTFOLIO** 

**CONTINUED** 

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  THAILAND — (Continued) | THAILAND — (Continued) |  |  |
|  | Forth Smart Service PCL | 73000 | $16706 |
|  | Fortune Parts Industry PCL | 107900 | 5106 |
|  | Frasers Property Thailand PCL | 68900 | 13637 |
|  | GFPT PCL | 253700 | 80814 |
|  | Global Green Chemicals PCL | 48800 | 5373 |
|  | Global Power Synergy PCL | 68300 | 87659 |
|  \* | Gulf Development PCL | 215115 | 294382 |
|  | Gunkul Engineering PCL | 1033000 | 65810 |
|  | Haad Thip PCL | 86000 | 40161 |
|  | Hana Microelectronics PCL | 157500 | 113004 |
|  | Heng Leasing & Capital PCL | 842400 | 26313 |
|  | Home Product Center PCL | 753600 | 152654 |
|  | Humanica PCL | 73500 | 12388 |
|  # | Ichitan Group PCL | 212200 | 80719 |
|  | Index Livingmall PCL | 68700 | 30382 |
|  | Indorama Ventures PCL | 173100 | 102249 |
|  | IRPC PCL | 3397400 | 120829 |
|  | I-TAIL Corp. PCL | 46400 | 24682 |
|  \* | Jasmine Technology Solution PCL | 45100 | 35567 |
|  | Jaymart Group Holdings PCL | 233300 | 56278 |
|  # | JMT Network Services PCL | 219000 | 66035 |
|  | Karmarts PCL | 119400 | 30279 |
|  | Kasikornbank PCL (KBANKF TB) | 30400 | 175339 |
|  | KCE Electronics PCL | 211300 | 166635 |
|  | KGI Securities Thailand PCL | 445900 | 54057 |
|  # | Khon Kaen Sugar Industry PCL | 673500 | 28744 |
|  | Khonburi Sugar PCL | 64800 | 10321 |
|  | Kiatnakin Phatra Bank PCL | 40700 | 82759 |
|  | Klinique Medical Clinic PCL | 14500 | 11435 |
|  | Krung Thai Bank PCL | 409400 | 345018 |
|  | Krungthai Card PCL | 152100 | 134061 |
|  | Lalin Property PCL | 77200 | 11938 |
|  | Land & Houses PCL (LHF TB) | 867200 | 104595 |
|  | Lanna Resources PCL  | 50800 | 24194 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  THAILAND — (Continued) | THAILAND — (Continued) |  |  |
|  | LH Financial Group PCL | 1283700 | $30966 |
|  | Loxley PCL | 153300 | 7159 |
|  | LPN Development PCL | 615700 | 31228 |
|  | Major Cineplex Group PCL | 164600 | 36142 |
|  | MBK PCL | 134708 | 68739 |
|  | MC Group PCL | 185600 | 64287 |
|  | MCS Steel PCL | 99900 | 25334 |
|  # | Mega Lifesciences PCL | 104600 | 95429 |
|  | Minor International PCL | 617100 | 438945 |
|  # | MK Restaurants Group PCL | 84400 | 85483 |
|  \* | Mono Next PCL | 616500 | 22689 |
|  | Moshi Moshi Retail Corp. PLC | 34900 | 36967 |
|  | Muangthai Capital PCL | 125500 | 157190 |
|  | Netbay PCL | 28600 | 18132 |
|  | Next Capital PCL | 147500 | 15145 |
|  | Noble Development PCL | 326100 | 21582 |
|  | Northeast Rubber PCL | 747300 | 96143 |
|  | NSL Foods PCL | 23300 | 18735 |
|  | Origin Property PCL | 276800 | 19346 |
|  | Osotspa PCL | 200000 | 97108 |
|  | Plan B Media PCL | 511888 | 66173 |
|  | Polyplex Thailand PCL | 90100 | 26332 |
|  | Praram 9 Hospital PCL | 119200 | 79995 |
|  | Precious Shipping PCL | 281700 | 58370 |
|  | Premier Marketing PCL | 69400 | 24468 |
|  | Prima Marine PCL | 269900 | 53838 |
|  \* | Property Perfect PCL | 1293915 | 2801 |
|  | Pruksa Holding PCL | 327300 | 37654 |
|  \* | PSG Corp. PCL | 208164 | 20086 |
|  | PTG Energy PCL | 397500 | 98345 |
|  | PTT Exploration & Production PCL | 219500 | 726349 |
|  | PTT Global Chemical PCL | 220800 | 172420 |
|  | PTT Oil & Retail Business PCL | 299800 | 136294 |
|  | PTT PCL | 847100 | 805577 |
|  | Quality Houses PCL | 2244400 | 91622 |
|  | R&B Food Supply PCL | 77500 | 8628 |
|  | Rajthanee Hospital PCL | 69700 | 27807 |

---

767

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##### [**Table of Contents**](#toc)
**EMERGING MARKETS EX CHINA CORE EQUITY PORTFOLIO** 

**CONTINUED** 

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  THAILAND — (Continued) | THAILAND — (Continued) |  |  |
|  # | Ratch Group PCL | 134100 | $115085 |
|  | Ratchaphruek Hospital PCL | 55300 | 8448 |
|  | Ratchthani Leasing PCL | 666190 | 32964 |
|  | Regional Container Lines PCL | 147400 | 117382 |
|  # | Rojana Industrial Park PCL | 343900 | 47647 |
|  | S Hotels & Resorts PCL | 530133 | 25084 |
|  | Sabina PCL | 60000 | 28761 |
|  | Saha-Union PCL | 31400 | 27676 |
|  | Saksiam Leasing PCL | 254300 | 28312 |
|  | Samart Corp. PCL | 167000 | 30988 |
|  | Sansiri PCL | 4478700 | 193913 |
|  # | Sappe PCL | 40400 | 45291 |
|  | SC Asset Corp. PCL | 963600 | 50661 |
|  | SCB X PCL | 56000 | 226875 |
|  | SCG Packaging PCL | 204200 | 114936 |
|  # | SCGJWD Logistics PCL | 96500 | 24770 |
|  | Sermsang Power Corp. Co. Ltd. | 118666 | 12624 |
|  | Siam Cement PCL | 76900 | 485158 |
|  # | Siam Global House PCL | 244400 | 52153 |
|  | Siam Wellness Group PCL | 285450 | 25777 |
|  | Siamgas & Petrochemicals PCL | 162300 | 32124 |
|  | Sikarin PCL, Class F | 97300 | 23321 |
|  \* | Singer Thailand PCL | 167600 | 30063 |
|  | SiS Distribution Thailand PCL | 15500 | 8868 |
|  # | SISB PCL | 137700 | 50251 |
|  | Somboon Advance Technology PCL | 79300 | 32127 |
|  | SPCG PCL | 151400 | 38863 |
|  | Sri Trang Agro-Industry PCL | 269700 | 99256 |
|  # | Sri Trang Gloves Thailand PCL | 305500 | 63301 |
|  # | Srinanaporn Marketing PCL | 148700 | 36100 |
|  | Srisawad Capital 1969 PCL, Class F | 1034578 | 35515 |
|  | Srisawad Corp. PCL | 129765 | 113371 |
|  | Srivichai Vejvivat PCL | 49900 | 12577 |
|  | Star Petroleum Refining PCL | 537464 | 79784 |
|  \* | Stecon Group PCL | 239400 | 60711 |
|  \* | STP & I PCL | 430579 | 48205 |
|  | Supalai PCL | 360800 | 190805 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  THAILAND — (Continued) | THAILAND — (Continued) |  |  |
|  \* | Super Energy Corp. PCL | 8310300 | $33411 |
|  | Susco PCL | 298200 | 21949 |
|  | SVI PCL | 142800 | 27381 |
|  | Synnex Thailand PCL | 37700 | 12242 |
|  | Syntec Construction PCL | 243200 | 13237 |
|  | TAC Consumer PCL | 207600 | 30817 |
|  # | Taokaenoi Food & Marketing PCL, Class F | 175400 | 26471 |
|  | Thai Coconut PCL | 136700 | 30227 |
|  | Thai Life Insurance PCL | 175600 | 55936 |
|  | Thai Oil PCL | 172079 | 190253 |
|  | Thai Stanley Electric PCL (STANLY/F TB), Class F | 8200 | 49071 |
|  | Thai Union Group PCL | 367400 | 148846 |
|  | Thai Vegetable Oil PCL | 142120 | 106365 |
|  \* | Thaicom PCL | 142100 | 41969 |
|  | Thaifoods Group PCL | 541000 | 75959 |
|  | Thanachart Capital PCL | 31700 | 49998 |
|  \* | Thonburi Healthcare Group PCL | 201600 | 50190 |
|  | Thoresen Thai Agencies PCL | 570200 | 77590 |
|  | TIDLOR Holdings PCL  | 264134 | 171542 |
|  | Tipco Asphalt PCL (TASCO/F TB) | 193800 | 83310 |
|  | Tisco Financial Group PCL (TISCO/F TB) | 27400 | 91093 |
|  | TKS Technologies PCL | 84500 | 14634 |
|  | TMBThanachart Bank PCL | 1826374 | 104493 |
|  | TOA Paint Thailand PCL | 200600 | 80029 |
|  # | TPI Polene PCL | 2220300 | 49439 |
|  | TPI Polene Power PCL | 1086788 | 69237 |
|  | TQM Alpha PCL | 40000 | 15216 |
|  | Triple i Logistics PCL | 129700 | 18612 |
|  \* | True Corp. PCL | 793490 | 279752 |
|  | TTW PCL | 265400 | 74281 |
|  | Union Auction PCL | 36100 | 6364 |
|  | United Paper PCL | 93800 | 22337 |
|  | Univanich Palm Oil PCL | 247200 | 90975 |
|  | Vanachai Group PCL | 101000 | 6247 |
|  | VGI PCL | 3204610 | 123883 |

---

768

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**EMERGING MARKETS EX CHINA CORE EQUITY PORTFOLIO** 

**CONTINUED** 

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  THAILAND — (Continued) | THAILAND — (Continued) |  |  |
|  | WHA Corp. PCL | 1140800 | $115015 |
|  | WHA Utilities & Power PCL | 272900 | 34434 |
|  \* | Xspring Capital PCL | 2797300 | 41525 |
|  TOTAL THAILAND | TOTAL THAILAND | TOTAL THAILAND | 20493803 |
|  TURKEY — (1.0%) | TURKEY — (1.0%) |  |  |
|  \* | Adese Alisveris Merkezleri Ticaret AS | 375530 | 32551 |
|  | Agesa Hayat ve Emeklilik AS | 9026 | 45040 |
|  \* | Ahlatci Dogal Gaz Dagitim Enerji VE Yatirim AS | 54473 | 37187 |
|  | Akbank TAS | 500905 | 723249 |
|  | Akcansa Cimento AS | 8691 | 27556 |
|  | Aksa Akrilik Kimya Sanayii AS | 325600 | 95935 |
|  \* | Aksa Enerji Uretim AS | 31025 | 38331 |
|  \* | Aksigorta AS | 239060 | 39716 |
|  # | Alarko Holding AS | 50277 | 96278 |
|  | Albaraka Turk Katilim Bankasi AS | 562031 | 109783 |
|  \* | Alkim Alkali Kimya AS | 46788 | 21571 |
|  | Anadolu Anonim Turk Sigorta Sirketi | 201628 | 111095 |
|  | Anadolu Efes Biracilik Ve Malt Sanayii AS | 181040 | 62497 |
|  | Anadolu Hayat Emeklilik AS | 17273 | 42368 |
|  | Anadolu Isuzu Otomotiv Sanayi Ve Ticaret AS, Class C | 1125 | 1536 |
|  \* | Anel Elektrik Proje Taahhut ve Ticaret AS | 26537 | 10401 |
|  #\* | Arcelik AS | 11284 | 29644 |
|  \* | ARD Grup Bilisim Teknolojileri AS | 45902 | 31715 |
|  | Aselsan Elektronik Sanayi Ve Ticaret AS | 75548 | 365240 |
|  # | Astor Transformator Enerji Turizm Insaat Ve Petrol Sanayi Ticaret AS | 42628 | 99492 |
|  \* | Aydem Yenilenebilir Enerji AS | 30439 | 13742 |
|  | Aygaz AS | 12246 | 57481 |
|  \* | Baticim Bati Anadolu Cimento Sanayii AS | 429398 | 44810 |
|  \* | Bera Holding AS | 245321 | 107059 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  TURKEY — (Continued) | TURKEY — (Continued) |  |  |
|  \* | Besler Gida Ve Kimya Sanayi Ve Ticaret AS | 82055 | $27369 |
|  | BIM Birlesik Magazalar AS | 24100 | 308625 |
|  \* | Biotrend Cevre VE Enerji Yatirimlari AS | 28369 | 15765 |
|  # | Bogazici Beton Sanayi Ve Ticaret AS | 24607 | 11833 |
|  #\* | Borusan Birlesik Boru Fabrikalari Sanayi ve Ticaret AS | 3049 | 34887 |
|  | Borusan Yatirim ve Pazarlama AS | 382 | 22210 |
|  \* | Bosch Fren Sistemleri Sanayi ve Ticaret AS | 6650 | 26820 |
|  | Brisa Bridgestone Sabanci Sanayi ve Ticaret AS | 10783 | 22663 |
|  | Bursa Cimento Fabrikasi AS | 296334 | 45550 |
|  \* | Can2 Termik AS | 1277013 | 73439 |
|  | Celebi Hava Servisi AS | 335 | 12408 |
|  | Cemtas Celik Makina Sanayi Ve Ticaret AS | 73933 | 20029 |
|  # | Cimsa Cimento Sanayi VE Ticaret AS | 53639 | 60462 |
|  | Coca-Cola Icecek AS | 102155 | 124877 |
|  \* | DAP Gayrimenkul Gelistirme AS | 157630 | 52603 |
|  \* | Dardanel Onentas Gida Sanayi AS | 169329 | 10515 |
|  \* | Deva Holding AS | 19448 | 32729 |
|  | Dogan Sirketler Grubu Holding AS | 225117 | 91409 |
|  | Dogu Aras Enerji Yatirimlari AS | 13847 | 18574 |
|  | Dogus Otomotiv Servis ve Ticaret AS | 37208 | 159505 |
|  | Eczacibasi Yatirim Holding Ortakligi AS | 4420 | 30599 |
|  | EGE Endustri VE Ticaret AS | 163 | 31676 |
|  | EGE Gubre Sanayii AS | 12670 | 32087 |
|  | EIS Eczacibasi Ilac ve Sinai ve Finansal Yatirimlar Sanayi ve Ticaret AS | 43782 | 94125 |
|  W | Enerjisa Enerji AS | 25463 | 49918 |

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**EMERGING MARKETS EX CHINA CORE EQUITY PORTFOLIO** 

**CONTINUED** 

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  TURKEY — (Continued) | TURKEY — (Continued) |  |  |
|  | Enerya Enerji AS | 116426 | $27030 |
|  # | Enka Insaat ve Sanayi AS | 125992 | 232427 |
|  \* | Erbosan Erciyas Boru Sanayii ve Ticaret AS | 5739 | 26534 |
|  # | Eregli Demir ve Celik Fabrikalari TAS | 314213 | 205141 |
|  | Escar Turizm Tasimacilik Ticaret AS | 19337 | 9584 |
|  \* | Esenboga Elektrik Uretim AS | 167886 | 31138 |
|  | Europap Tezol Kagit Sanayi VE Ticaret AS | 37546 | 11873 |
|  \* | Europen Endustri Insaat Sanayi VE Ticaret AS | 339359 | 71313 |
|  \* | Europower Enerji VE Otomasyon Teknolojileri Sanayi Ticaret AS | 24619 | 16751 |
|  | Ford Otomotiv Sanayi AS | 26550 | 62600 |
|  | GEN Ilac VE Saglik Urunleri Sanayi VE Ticaret AS | 10441 | 47485 |
|  | Gentas Genel Metal Sanayi ve Ticaret AS | 95598 | 20918 |
|  \* | Gezinomi Seyahat Turizm Ticaret AS | 3084 | 20014 |
|  \* | Girsim Elektrik Sanayi Taahut Ve Ticaret AS | 37776 | 42320 |
|  | Global Yatirim Holding AS | 466026 | 129345 |
|  | Goltas Goller Bolgesi Cimento Sanayi ve Ticaret AS | 3751 | 29628 |
|  \* | Gozde Girisim Sermayesi Yatirim Ortakligi AS | 64607 | 34116 |
|  | Grainturk Tarim AS | 7309 | 79895 |
|  \* | GSD Holding AS | 286149 | 33018 |
|  #\* | Gubre Fabrikalari TAS | 8277 | 62250 |
|  | GUR-Sel Turizm Tasimacilik VE Servis Ticaret AS | 4205 | 34094 |
|  \* | Hektas Ticaret TAS | 346845 | 29411 |
|  \* | Hitit Bilgisayar Hizmetleri AS | 6775 | 7721 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  TURKEY — (Continued) | TURKEY — (Continued) |  |  |
|  \* | HUN Yenilenebilir Enerji Uretim AS | 99573 | $8966 |
|  \* | Ihlas Holding AS | 515900 | 39073 |
|  \* | Indeks Bilgisayar Sistemleri Muhendislik Sanayi ve Ticaret AS | 160496 | 31924 |
|  \* | Inveo Yatirim Holding AS | 285 | 72 |
|  \* | Ipek Dogal Enerji Kaynaklari Arastirma Ve Uretim AS | 14896 | 27567 |
|  \* | Is Finansal Kiralama AS | 172678 | 79029 |
|  | Is Yatirim Menkul Degerler AS | 92488 | 96630 |
|  \* | Isiklar Enerji ve Yapi Holding AS | 37841 | 30745 |
|  \* | Izdemir Enerji Elektrik Uretim AS | 82863 | 18976 |
|  \* | Izmir Demir Celik Sanayi AS | 310489 | 47137 |
|  | Kalekim Kimyevi Maddeler Sanayi ve Ticaret AS | 45847 | 37610 |
|  \* | Kardemir Karabuk Demir Celik Sanayi ve Ticaret AS (KRDMA TI), Class A | 111330 | 76063 |
|  #\* | Kardemir Karabuk Demir Celik Sanayi ve Ticaret AS (KRDMD TI), Class D | 241821 | 157324 |
|  \* | Karsan Otomotiv Sanayii Ve Ticaret AS | 60736 | 15621 |
|  \* | Katmerciler Arac Ustu Ekipman Sanayi ve Ticaret AS | 1017930 | 75665 |
|  \* | Kayseri Seker Fabrikasi AS | 42786 | 18435 |
|  | Kiler Holding AS | 12084 | 39082 |
|  | KOC Holding AS | 80832 | 329179 |
|  | Kocaer Celik Sanayi Ve Ticaret AS | 85664 | 28091 |
|  \* | Konya Cimento Sanayii AS | 106 | 12938 |
|  \* | Kordsa Teknik Tekstil AS | 20633 | 27436 |

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**EMERGING MARKETS EX CHINA CORE EQUITY PORTFOLIO** 

**CONTINUED** 

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  TURKEY — (Continued) | TURKEY — (Continued) |  |  |
|  \* | Koza Anadolu Metal Madencilik Isletmeleri AS | 20447 | $43937 |
|  | LDR Turizm AS | 26712 | 40497 |
|  | Limak Dogu Anadolu Cimento Sanayi VE Ticaret AS | 27636 | 18432 |
|  | Logo Yazilim Sanayi Ve Ticaret AS | 19489 | 77470 |
|  | Lokman Hekim Engurusag Saglik Turizm Egitim Hizmetleri ve Insaat Taahhut AS | 60806 | 24292 |
|  \* | Margun Enerji Uretim Sanayi VE Ticaret AS | 105835 | 74458 |
|  \* | Marmara Holding AS | 135361 | 9688 |
|  #W | Mavi Giyim Sanayi Ve Ticaret AS, Class B | 133655 | 127984 |
|  #\* | MIA Teknoloji AS | 42541 | 37660 |
|  # | Migros Ticaret AS | 7350 | 79168 |
|  \*W | MLP Saglik Hizmetleri AS | 11426 | 91305 |
|  \* | Naturel Yenilenebilir Enerji Ticaret AS | 80865 | 17671 |
|  \* | NET Holding AS | 60396 | 71493 |
|  | Nuh Cimento Sanayi AS | 10200 | 59139 |
|  \* | ODAS Elektrik Uretim ve Sanayi Ticaret AS | 202488 | 28375 |
|  \* | Orge Enerji Elektrik Taahhut AS | 18555 | 30470 |
|  # | Oyak Cimento Fabrikalari AS | 189465 | 95572 |
|  \* | Oyak Yatirim Menkul Degerler AS | 31633 | 40792 |
|  \* | Pasifik Eurasia Lojistik Dis Ticaret AS | 19773 | 62673 |
|  #\* | Pegasus Hava Tasimaciligi AS | 48127 | 239960 |
|  \* | Peker Gayrimenkul Yatirim Ortakligi AS | 40494 | 11551 |
|  | Penta Teknoloji Urunleri Dagitim Ticaret AS | 54864 | 20073 |
|  #\* | Petkim Petrokimya Holding AS | 211934 | 86425 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  TURKEY — (Continued) | TURKEY — (Continued) |  |  |
|  | Platform Turizm Tasimacilik Gida Insaat Temizlik Hizmetleri Sanayi VE Ticaret AS | 45883 | $28753 |
|  \* | Polisan Holding AS | 34026 | 14177 |
|  \* | Politeknik Metal Sanayi ve Ticaret AS | 34 | 6936 |
|  \* | Ral Yatirim Holding AS | 30403 | 143295 |
|  \* | Reysas Tasimacilik ve Lojistik Ticaret AS | 254592 | 90097 |
|  | Sarkuysan Elektrolitik Bakir Sanayi ve Ticaret AS | 148535 | 54021 |
|  #\* | Sasa Polyester Sanayi AS | 750739 | 54777 |
|  | SDT Uzay VE Savunma Teknolojileri AS | 3676 | 16634 |
|  | Sekerbank Turk AS | 1008762 | 191925 |
|  | Selcuk Ecza Deposu Ticaret ve Sanayi AS | 10411 | 19253 |
|  | Sok Marketler Ticaret AS | 75479 | 79331 |
|  | SUN Tekstil Sanayi Ve Ticaret AS | 17135 | 16297 |
|  | Suwen Tekstil Sanayi Pazarlama AS | 116500 | 32621 |
|  | TAB Gida Sanayi Ve Ticaret AS | 4560 | 25743 |
|  \* | Tapdi Oksijen Ozel Saglik Hizmetleri Sanayi VE Ticaret AS | 20984 | 11551 |
|  \* | TAV Havalimanlari Holding AS | 25019 | 157251 |
|  \* | Tekfen Holding AS | 16654 | 33331 |
|  # | Tofas Turk Otomobil Fabrikasi AS | 13883 | 87056 |
|  \* | Tukas Gida Sanayi ve Ticaret AS | 753227 | 51222 |
|  \* | Tumosan Motor ve Traktor Sanayi AS | 6241 | 16250 |
|  #\* | Turk Altin Isletmeleri AS | 62876 | 40101 |
|  | Turk Hava Yollari AO | 104341 | 722525 |
|  \* | Turk Telekomunikasyon AS | 121357 | 147120 |
|  | Turk Traktor ve Ziraat Makineleri AS | 2167 | 28187 |
|  | Turkcell Iletisim Hizmetleri AS | 233838 | 553646 |

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**EMERGING MARKETS EX CHINA CORE EQUITY PORTFOLIO** 

**CONTINUED** 

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  TURKEY — (Continued) | TURKEY — (Continued) |  |  |
|  # | Turkiye Garanti Bankasi AS | 108139 | $345387 |
|  | Turkiye Is Bankasi AS, Class C | 1192339 | 357885 |
|  | Turkiye Petrol Rafinerileri AS | 118485 | 556175 |
|  | Turkiye Sigorta AS | 231215 | 67875 |
|  \* | Turkiye Sinai Kalkinma Bankasi AS | 572907 | 175287 |
|  | Turkiye Sise ve Cam Fabrikalari AS | 132030 | 115263 |
|  #\* | Turkiye Vakiflar Bankasi TAO, Class D | 811020 | 470628 |
|  # | Ulker Biskuvi Sanayi AS | 77191 | 198054 |
|  \* | Usak Seramik Sanayii AS | 292700 | 24170 |
|  \* | Vakif Finansal Kiralama AS | 1095222 | 51135 |
|  | Vestel Beyaz Esya Sanayi ve Ticaret AS | 102700 | 21475 |
|  #\* | Vestel Elektronik Sanayi ve Ticaret AS | 57765 | 45737 |
|  \* | Yapi ve Kredi Bankasi AS | 477106 | 380610 |
|  \* | Yatas Yatak ve Yorgan Sanayi ve Ticaret AS | 50837 | 45320 |
|  \* | Yayla Agro Gida Sanayi VE Nakliyat AS | 127653 | 33362 |
|  \* | YEO Teknoloji Enerji VE Endustri AS | 26422 | 21547 |
|  | Ziraat Gayrimenkul Yatirim Ortakligi AS | 65156 | 35847 |
|  \* | Zorlu Enerji Elektrik Uretim AS | 440149 | 35032 |
|  TOTAL TURKEY | TOTAL TURKEY | TOTAL TURKEY | 13109097 |
|  UNITED ARAB EMIRATES — (2.1%) | UNITED ARAB EMIRATES — (2.1%) |  |  |
|  | Abu Dhabi Aviation Co. | 14380 | 21494 |
|  | Abu Dhabi Commercial Bank PJSC | 296028 | 1161406 |
|  | Abu Dhabi Islamic Bank PJSC | 246365 | 1415645 |
|  | Abu Dhabi National Hotels | 2330310 | 282795 |
|  | Abu Dhabi National Insurance Co. PSC | 48909 | 97449 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  UNITED ARAB EMIRATES — (Continued) | UNITED ARAB EMIRATES — (Continued) |  |  |
|  | Abu Dhabi National Oil Co. for Distribution PJSC | 561406 | $548674 |
|  \* | Abu Dhabi Ports Co. PJSC | 312504 | 390159 |
|  | Abu Dhabi Ship Building Co. PJSC | 17840 | 34944 |
|  | ADNOC Drilling Co. PJSC | 428859 | 651543 |
|  | ADNOC Logistics & Services | 256990 | 401436 |
|  | Agility Global PLC | 1256681 | 372815 |
|  | Agthia Group PJSC | 109142 | 114947 |
|  | Air Arabia PJSC | 705958 | 749084 |
|  | Ajman Bank PJSC | 559910 | 222571 |
|  \* | AL Seer Marine Supplies & Equipment Co. LLC | 83819 | 67800 |
|  | Aldar Properties PJSC | 280095 | 686265 |
|  | Alpha Dhabi Holding PJSC | 87067 | 237327 |
|  | Amanat Holdings PJSC | 499460 | 156323 |
|  | Americana Restaurants International PLC - Foreign Co. | 683152 | 388844 |
|  \* | Amlak Finance PJSC | 70087 | 33018 |
|  \* | Apex Investment Co. PSC | 78960 | 82720 |
|  \* | Bank of Sharjah | 435484 | 153027 |
|  | Burjeel Holdings PLC | 219843 | 83828 |
|  | Dana Gas PJSC | 1698978 | 383026 |
|  | Deyaar Development PJSC | 451753 | 126865 |
|  | Dubai Electricity & Water Authority PJSC | 333242 | 252120 |
|  | Dubai Financial Market PJSC | 762271 | 319906 |
|  | Dubai Investments PJSC | 860366 | 778008 |
|  | Dubai Islamic Bank PJSC | 515907 | 1334556 |
|  | Emaar Development PJSC | 256384 | 1041447 |
|  | Emaar Properties PJSC | 733488 | 2838337 |
|  | Emirates Central Cooling Systems Corp. | 562291 | 241852 |
|  | Emirates Driving Co. | 115541 | 99712 |

---

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**CONTINUED** 

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  UNITED ARAB EMIRATES — (Continued) | UNITED ARAB EMIRATES — (Continued) | UNITED ARAB EMIRATES — (Continued) | UNITED ARAB EMIRATES — (Continued) |
|  | Emirates Integrated Telecommunications Co. PJSC | 209938 | $539865 |
|  | Emirates NBD Bank PJSC | 336120 | 2571950 |
|  | Emirates Telecommunications Group Co. PJSC | 356607 | 1882807 |
|  \* | EMSTEEL Building Materials PJSC | 359992 | 115558 |
|  \* | Eshraq Investments PJSC | 356690 | 42018 |
|  | Fertiglobe PLC | 316799 | 215607 |
|  | First Abu Dhabi Bank PJSC | 284286 | 1349507 |
|  \* | Ghitha Holding PJSC | 14122 | 90184 |
|  \* | Gulf Navigation Holding PJSC | 43065 | 106918 |
|  \* | Gulf Pharmaceutical Industries PSC | 126729 | 42378 |
|  \* | Manazel PJSC | 471037 | 38456 |
|  \* | Modon Holding PSC | 251630 | 250005 |
|  \* | Multiply Group PJSC | 1426112 | 1158753 |
|  | National Bank of Ras Al-Khaimah PSC | 61337 | 129379 |
|  | National Central Cooling Co. PJSC | 208407 | 171310 |
|  \* | National Corp. for Tourism & Hotels | 78396 | 39252 |
|  | NMDC Group PJSC | 38362 | 249753 |
|  | Palms Sports PrJSC | 4850 | 11083 |
|  | Parkin Co. PJSC | 178356 | 269022 |
|  \* | Presight AI Holding PLC | 122248 | 120099 |
|  | Pure Health Holding PJSC | 15045 | 11514 |
|  \* | RAK Properties PJSC | 474540 | 182320 |
|  | Ras Al Khaimah Ceramics PJSC | 244776 | 171285 |
|  | Salik Co. PJSC | 346548 | 564158 |
|  | Sharjah Islamic Bank | 476097 | 382399 |
|  \* | Shuaa Capital PSC | 224476 | 13003 |
|  | Taaleem Holdings PJSC | 32168 | 37978 |
|  | TECOM Group PJSC | 166981 | 148180 |
|  \* | Union Properties PJSC | 572379 | 125497 |
|  TOTAL UNITED ARAB EMIRATES | TOTAL UNITED ARAB EMIRATES |  | 26800181 |
|  TOTAL COMMON STOCKS | TOTAL COMMON STOCKS |  | 1232326938 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  PREFERRED STOCKS — (0.8%) | PREFERRED STOCKS — (0.8%) |  |  |
|  BRAZIL — (0.7%) | BRAZIL — (0.7%) |  |  |
|  | Alpargatas SA, 1.006% | 51327 | $100938 |
|  | Banco ABC Brasil SA, 8.457% | 30406 | 130046 |
|  W | Banco BMG SA, 7.859% | 75929 | 56877 |
|  \* | Banco BMG SA | 3121 | 2262 |
|  | Banco Bradesco SA, 7.400% | 343590 | 1159787 |
|  | Banco do Estado do Rio Grande do Sul SA, 9.033% | 66700 | 170347 |
|  | Banco Pan SA, 2.333% | 92178 | 177333 |
|  | Banco Pine SA, 6.844% | 12548 | 21901 |
|  | Centrais Eletricas Brasileiras SA, 6.512% | 22000 | 242861 |
|  | Centrais Eletricas de Santa Catarina SA, 9.478% | 1300 | 25249 |
|  | Cia de Ferro Ligas da Bahia FERBASA, 6.359% | 56800 | 82878 |
|  | Cia De Sanena Do Parana, 6.586% | 217148 | 275676 |
|  | Cia Energetica de Minas Gerais, 12.908% | 218488 | 460535 |
|  | Cia Paranaense de Energia - Copel Class B, 4.654% | 172300 | 445806 |
|  | Energisa SA, 6.170% | 75 | 131 |
|  | Eucatex SA Industria e Comercio, 4.404% | 11500 | 35697 |
|  | Gerdau SA, 3.379% | 38 | 134 |
|  | Isa Energia Brasil SA, 10.298% | 60100 | 280506 |
|  | Itau Unibanco Holding SA, 6.653% | 265110 | 1943501 |
|  | Klabin SA, 6.050% | 3 | 2 |
|  | Marcopolo SA, 7.858% | 217112 | 318407 |
|  | Petroleo Brasileiro SA - Petrobras, 10.136% | 455373 | 2518118 |
|  \* | Raizen SA | 233826 | 41289 |
|  | Randoncorp SA, 4.234% | 46700 | 52516 |
|  | Schulz SA, 6.913% | 39876 | 36096 |
|  | Taurus Armas SA, 3.642% | 36604 | 34427 |

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**CONTINUED** 

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| | | |
|:---|:---|:---|
|  | **Shares** | **Value»** |
| BRAZIL — (Continued) |  |  |
| Track & Field Co. SA, 1.451% | 6600 | $22217 |
| Unipar Carbocloro SA, 10.425% | 16668 | 219970 |
| Usinas Siderurgicas de Minas Gerais SA Usiminas | 115553 | 121783 |
| TOTAL BRAZIL | TOTAL BRAZIL | 8977290 |
| CHILE — (0.0%) |  |  |
| Sociedad Quimica y Minera de Chile SA Class B | 3458 | 168246 |
| COLOMBIA — (0.1%) |  |  |
| Grupo Argos SA, 5.588% | 20261 | 63495 |
| Grupo Aval Acciones y Valores SA, 3.140% | 834338 | 168180 |
| Grupo de Inversiones Suramericana SA, 3.606% | 28009 | 297190 |
| TOTAL COLOMBIA | TOTAL COLOMBIA | 528865 |
| INDIA — (0.0%) |  |  |
| TVS Motor Co. Ltd., 6.000% | 126512 | 14252 |
| TOTAL PREFERRED STOCKS | TOTAL PREFERRED STOCKS | 9688653 |
| RIGHTS/WARRANTS — (0.0%) |  |  |
| BRAZIL — (0.0%) |  |  |
| Banco Pine SA Rights 11/17/2025 | 317 | 63 |
| Oncoclinicas do Brasil Servicos Medicos SA Rights 11/07/2025 | 36008 | 201 |
| TOTAL BRAZIL | TOTAL BRAZIL | 264 |
| MALAYSIA — (0.0%) |  |  |
| Berjaya Food Bhd. Warrants 10/15/2026 | 76377 | 0 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  SOUTH KOREA — (0.0%) | SOUTH KOREA — (0.0%) |  |  |
|  \* | KBI Dongyang Steel Pipe Co. Ltd. Rights 12/04/2025 | 5319 | $1968 |
|  \* | Robotis Co. Ltd. Rights 11/10/2025 | 49 | 3910 |
|  TOTAL SOUTH KOREA | TOTAL SOUTH KOREA | TOTAL SOUTH KOREA | 5878 |
|  TAIWAN — (0.0%) | TAIWAN — (0.0%) |  |  |
|  \* | GlycoNex, Inc. | 527 | 26 |
|  \* | National Aerospace Fasteners Corp. Rights 11/17/2025 | 750 | 305 |
|  \* | Yeong Guan Energy Technology Group Co. Ltd. Rights 11/10/2025 | 6327 | 391 |
|  TOTAL TAIWAN | TOTAL TAIWAN | TOTAL TAIWAN | 722 |
|  THAILAND — (0.0%) | THAILAND — (0.0%) |  |  |
|  \* | Assetwise PCL | 3850 | 0 |
|  \* | Better World Green PCL Warrants 03/13/2026 | 142950 | 353 |
|  TOTAL THAILAND | TOTAL THAILAND | TOTAL THAILAND | 353 |
|  TOTAL RIGHTS/WARRANTS | TOTAL RIGHTS/WARRANTS | TOTAL RIGHTS/WARRANTS | 7217 |
|  TOTAL INVESTMENT SECURITIES<br>(Cost $926,493,351) | TOTAL INVESTMENT SECURITIES<br>(Cost $926,493,351) |  | 1242022808 |
|  |  |  | **Value†** |
|  SECURITIES LENDING COLLATERAL — (1.1%) | SECURITIES LENDING COLLATERAL — (1.1%) | SECURITIES LENDING COLLATERAL — (1.1%) | SECURITIES LENDING COLLATERAL — (1.1%) |
|  @§ The DFA Short Term Investment Fund | @§ The DFA Short Term Investment Fund | 1208051 | 13973521 |
|  TOTAL INVESTMENTS — (100.0%)<br>(Cost $940,466,872) | TOTAL INVESTMENTS — (100.0%)<br>(Cost $940,466,872) |  | $1255996329 |

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**EMERGING MARKETS EX CHINA CORE EQUITY PORTFOLIO** 

**CONTINUED** 

As of October 31, 2025, the value of Rule 144A securities amounted to $31,106,211 or 2.5% of net assets.

Summary of the Portfolio's investments as of October 31, 2025, 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)** |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Level 1**  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Level 2**  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Level 3**  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Total**  |
|  **Assets** |  |  |  |  |
|  Common Stocks |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Brazil | $50290031 |  |  | $50290031 |
| &nbsp;&nbsp;&nbsp;&nbsp; Chile | 1531954 | $7233174 |  | 8765128 |
| &nbsp;&nbsp;&nbsp;&nbsp; Colombia | 2368762 | 228077 |  | 2596839 |
| &nbsp;&nbsp;&nbsp;&nbsp; Czech Republic |  | 2278660 |  | 2278660 |
| &nbsp;&nbsp;&nbsp;&nbsp; Egypt | 281469 | 119147 |  | 400616 |
| &nbsp;&nbsp;&nbsp;&nbsp; France | 327676 |  |  | 327676 |
| &nbsp;&nbsp;&nbsp;&nbsp; Greece |  | 9730557 |  | 9730557 |
| &nbsp;&nbsp;&nbsp;&nbsp; Hungary |  | 3676221 |  | 3676221 |
| &nbsp;&nbsp;&nbsp;&nbsp; India | 13326228 | 278156716 |  | 291482944 |
| &nbsp;&nbsp;&nbsp;&nbsp; Indonesia | 357929 | 25943286 | $20233 | 26321448 |
| &nbsp;&nbsp;&nbsp;&nbsp; Kuwait |  | 13964231 | 40825 | 14005056 |
| &nbsp;&nbsp;&nbsp;&nbsp; Malaysia |  | 23619299 | 18 | 23619317 |
| &nbsp;&nbsp;&nbsp;&nbsp; Mexico | 31263106 | 36419 |  | 31299525 |
| &nbsp;&nbsp;&nbsp;&nbsp; Peru | 1181593 |  |  | 1181593 |
| &nbsp;&nbsp;&nbsp;&nbsp; Philippines | 87501 | 7605238 |  | 7692739 |
| &nbsp;&nbsp;&nbsp;&nbsp; Poland |  | 21076106 |  | 21076106 |
| &nbsp;&nbsp;&nbsp;&nbsp; Qatar |  | 12401928 |  | 12401928 |
| &nbsp;&nbsp;&nbsp;&nbsp; Saudi Arabia | 45872 | 52312422 |  | 52358294 |
| &nbsp;&nbsp;&nbsp;&nbsp; South Africa | 7426479 | 44623618 |  | 52050097 |
| &nbsp;&nbsp;&nbsp;&nbsp; South Korea | 7576963 | 208300929 | 45035 | 215922927 |
| &nbsp;&nbsp;&nbsp;&nbsp; Taiwan | 844849 | 343601306 |  | 344446155 |
| &nbsp;&nbsp;&nbsp;&nbsp; Thailand | 27221 | 20466582 |  | 20493803 |
| &nbsp;&nbsp;&nbsp;&nbsp; Turkey | 9688 | 13099409 |  | 13109097 |
| &nbsp;&nbsp;&nbsp;&nbsp; United Arab Emirates |  | 26800181 |  | 26800181 |
|  Preferred Stocks |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Brazil | 8977290 |  |  | 8977290 |
| &nbsp;&nbsp;&nbsp;&nbsp; Chile |  | 168246 |  | 168246 |
| &nbsp;&nbsp;&nbsp;&nbsp; Colombia | 528865 |  |  | 528865 |
| &nbsp;&nbsp;&nbsp;&nbsp; India |  | 14252 |  | 14252 |
|  Rights/Warrants |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Brazil |  | 264 |  | 264 |
| &nbsp;&nbsp;&nbsp;&nbsp; Malaysia |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; South Korea |  | 5878 |  | 5878 |
| &nbsp;&nbsp;&nbsp;&nbsp; Taiwan |  | 722 |  | 722 |
| &nbsp;&nbsp;&nbsp;&nbsp; Thailand |  | 353 |  | 353 |
|  Securities Lending Collateral |  | 13973521 |  | 13973521 |
|  Total Investments in Securities | $126453476 | $1129436742 | $106,111<> | $1255996329 |

---

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

---

See accompanying Notes to Financial Statements.

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**DFA INVESTMENT DIMENSIONS GROUP INC.** 

**STATEMENTS OF ASSETS AND LIABILITIES** 

**OCTOBER 31, 2025** 

**(Amounts in thousands, except share and per share amounts)** 

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | **Large Cap<br>International<br>Portfolio\*** | **International<br>Core Equity 2<br>Portfolio\*** | **Global Small**<br>**Company<br>Portfolio** | **International<br>Small**<br>**Company<br>Portfolio** |
|  **ASSETS:** |  |  |  |  |
|  Investments in Affiliated Investment Companies at Value |  |  | $109083 | $13873348 |
|  Investment Securities at Value (including $255,704, $1,886,163, $0 and $0 of securities on loan, respectively) | $7086680 | $36191924 |  |  |
|  Temporary Cash Investments at Value & Cost |  |  |  | 135173 |
|  Collateral from Securities on Loan Invested in Affiliate at Value (including cost of $198,230, $1,315,396, $0 and $0, respectively) | 198230 | 1315396 |  |  |
|  Segregated Cash for Futures Contracts | 4280 | 21081 |  | 8134 |
|  Foreign Currencies at Value | 3737 | 28730 |  |  |
|  Cash | 64063 | 384239 | 71 |  |
|  Receivables: |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Investment Securities Sold | 442 | 52734 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Dividends, Interest and Tax Reclaims | 36409 | 194055 |  | 439 |
| &nbsp;&nbsp;&nbsp;&nbsp; Securities Lending Income | 150 | 1556 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Fund Shares Sold | 2508 | 19824 | 230 | 7724 |
| &nbsp;&nbsp;&nbsp;&nbsp; Futures Variation Margin | 187 | 920 |  | 355 |
|  Unrealized Gain on Foreign Currency Contracts |  | 6 |  |  |
|  Prepaid Expenses and Other Assets | 41 | 129 | 3 | 78 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Total Assets | 7396727 | 38210594 | 109387 | 14025251 |
|  **LIABILITIES:** |  |  |  |  |
|  Payables: |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Upon Return of Securities Loaned | 198326 | 1315890 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Investment Securities Purchased |  | 58272 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Fund Shares Redeemed | 3929 | 21370 |  | 8860 |
| &nbsp;&nbsp;&nbsp;&nbsp; Due to Advisor | 854 | 6273 | 15 | 3002 |
|  Unrealized Loss on Foreign Currency Contracts |  | 16 |  |  |
|  Accrued Expenses and Other Liabilities | 361 | 1879 | 7 | 687 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Total Liabilities | 203470 | 1403700 | 22 | 12549 |
|  **COMMITMENTS AND CONTINGENT LIABILITIES (NOTE C)** |  |  |  |  |
|  **NET ASSETS** | $7193257 | $36806894 | $109365 | $14012702 |
|  **NET ASSET VALUE, OFFERING AND REDEMPTION PRICE PER SHARE:** |  |  |  |  |
|  Institutional Class Shares — based on shares outstanding of 214,691,122, 1,883,773,440, 6,312,924 and 567,893,216, respectively, $0.01 Par Value (1) | $**33.51** | $**19.54** | $**17.32** | $**24.67** |
| (1) NUMBER OF SHARES AUTHORIZED | 1500000000 | 7000000000 | 100000000 | 3000000000 |
|  Investments in Affiliated Investment Companies at Cost | $— | $— | $75189 | N/A |
|  Investment Securities at Cost | $3876632 | $21440803 | N/A | N/A |
|  Foreign Currencies at Cost | $3749 | $28456 | $— | $— |
|  **NET ASSETS CONSIST OF:** |  |  |  |  |
|  Paid-In Capital | $4489010 | $23470462 | $76393 | $9776045 |
|  Total Distributable Earnings (Loss) | 2704247 | 13336432 | 32972 | 4236657 |
|  **NET ASSETS** | $7193257 | $36806894 | $109365 | $14012702 |

---

\* See Note J in the Notes to Financial Statements for additional information about securities lending collateral.

See accompanying Notes to Financial Statements.

776

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##### [**Table of Contents**](#toc)
**DFA INVESTMENT DIMENSIONS GROUP INC.** 

**STATEMENTS OF ASSETS AND LIABILITIES** 

**OCTOBER 31, 2025** 

**(Amounts in thousands, except share and per share amounts)** 

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | **Japanese Small<br>Company<br>Portfolio** | **Asia Pacific**<br>**Small**<br>**Company<br>Portfolio** | **United**<br>**Kingdom Small<br>Company<br>Portfolio** | **Continental**<br>**Small**<br>**Company<br>Portfolio** |
|  **ASSETS:** |  |  |  |  |
|  Investments in Affiliated Investment Companies at Value | $241941 | $184867 | $22867 | $115693 |
|  Receivables: |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Fund Shares Sold | 2 |  |  | 2 |
|  Prepaid Expenses and Other Assets | 10 | 8 | 8 | 9 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Total Assets | 241953 | 184875 | 22875 | 115704 |
|  **LIABILITIES:** |  |  |  |  |
|  Payables: |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Fund Shares Redeemed | 1 |  |  | 37 |
| &nbsp;&nbsp;&nbsp;&nbsp; Due to Advisor | 51 | 39 | 5 | 25 |
|  Accrued Expenses and Other Liabilities | 19 | 10 | 3 | 16 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Total Liabilities | 71 | 49 | 8 | 78 |
|  **COMMITMENTS AND CONTINGENT LIABILITIES (NOTE C)** |  |  |  |  |
|  **NET ASSETS** | $241882 | $184826 | $22867 | $115626 |
|  **NET ASSET VALUE, OFFERING AND REDEMPTION PRICE PER SHARE:** |  |  |  |  |
|  Institutional Class Shares — based on shares outstanding of 8,685,082, 8,367,632, 787,584 and 3,110,967,respectively, $0.01 Par Value (1) | $**27.85** | $**22.09** | $**29.03** | $**37.17** |
| (1) NUMBER OF SHARES AUTHORIZED | 1000000000 | 1000000000 | 1000000000 | 1000000000 |
|  **NET ASSETS CONSIST OF:** |  |  |  |  |
|  Paid-In Capital | $168483 | $203250 | $22015 | $(11708) |
|  Total Distributable Earnings (Loss) | 73399 | (18424) | 852 | 127334 |
|  **NET ASSETS** | $241882 | $184826 | $22867 | $115626 |

---

See accompanying Notes to Financial Statements.

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**DFA INVESTMENT DIMENSIONS GROUP INC.** 

**STATEMENTS OF ASSETS AND LIABILITIES** 

**OCTOBER 31, 2025** 

**(Amounts in thousands, except share and per share amounts)** 

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | **DFA**<br>**International**<br>**Real Estate<br>Securities<br>Portfolio\*** | **DFA Global**<br>**Real Estate<br>Securities<br>Portfolio\*** | **DFA**<br>**International<br>Small Cap**<br>**Value Portfolio\*** | **International<br>Vector Equity<br>Portfolio\*** |
|  **ASSETS:** |  |  |  |  |
|  Investments in Affiliated Investment Companies at Value |  | $1993988 |  |  |
|  Investment Securities at Value (including $117,552, $192,750, $555,702 and $215,524 of securities on loan, respectively) | $3301431 | 4988853 | $12984175 | $3938229 |
|  Collateral from Securities on Loan Invested in Affiliate at Value (including cost of $64,260, $197,392, $408,189 and $147,178, respectively) | 64260 | 197392 | 408189 | 147178 |
|  Segregated Cash for Futures Contracts | 1256 | 3747 | 24275 | 2065 |
|  Foreign Currencies at Value | 4672 |  | 14147 | 4541 |
|  Cash | 23423 | 72410 | 339411 | 37952 |
|  Receivables: |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Investment Securities Sold | 93 | 2820 | 74326 | 5617 |
| &nbsp;&nbsp;&nbsp;&nbsp; Dividends, Interest and Tax Reclaims | 19263 | 2453 | 91708 | 22238 |
| &nbsp;&nbsp;&nbsp;&nbsp; Securities Lending Income | 89 | 28 | 1085 | 245 |
| &nbsp;&nbsp;&nbsp;&nbsp; Fund Shares Sold | 217 | 2380 | 2995 | 300 |
| &nbsp;&nbsp;&nbsp;&nbsp; Futures Variation Margin | 55 | 164 | 1059 | 90 |
|  Unrealized Gain on Foreign Currency Contracts |  |  | 3 |  |
|  Prepaid Expenses and Other Assets | 6 | 33 | 21 | 22 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Total Assets | 3414765 | 7264268 | 13941394 | 4158477 |
|  **LIABILITIES:** |  |  |  |  |
|  Payables: |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Upon Return of Securities Loaned | 64419 | 197427 | 408188 | 147206 |
| &nbsp;&nbsp;&nbsp;&nbsp; Investment Securities Purchased |  |  | 29534 | 6835 |
| &nbsp;&nbsp;&nbsp;&nbsp; Fund Shares Redeemed | 663 | 6679 | 14925 | 1783 |
| &nbsp;&nbsp;&nbsp;&nbsp; Due to Advisor | 688 | 680 | 4512 | 859 |
|  Unrealized Loss on Foreign Currency Contracts |  |  | 4 | 3 |
|  Deferred Taxes Payable | 232 |  |  |  |
|  Accrued Expenses and Other Liabilities | 148 | 339 | 781 | 239 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Total Liabilities | 66150 | 205125 | 457944 | 156925 |
|  **COMMITMENTS AND CONTINGENT LIABILITIES (NOTE C)** |  |  |  |  |
|  **NET ASSETS** | $3348615 | $7059143 | $13483450 | $4001552 |
|  **NET ASSET VALUE, OFFERING AND REDEMPTION PRICE PER SHARE:** |  |  |  |  |
|  Institutional Class Shares — based on shares outstanding of 839,619,531, 650,393,873, 447,709,919 and 231,567,046, respectively, $0.01 Par Value (1) | $**3.99** | $**10.85** | $**30.12** | $**17.28** |
| (1) NUMBER OF SHARES AUTHORIZED | 4000000000 | 3000000000 | 4600000000 | 1500000000 |
|  Investments in Affiliated Investment Companies at Cost | $— | $2279695 | $— | $— |
|  Investment Securities at Cost | $2925990 | $3869315 | $7786609 | $2231675 |
|  Foreign Currencies at Cost | $4709 | $— | $14216 | $4507 |
|  **NET ASSETS CONSIST OF:** |  |  |  |  |
|  Paid-In Capital | $4742287 | $6661593 | $8005415 | $2408051 |
|  Total Distributable Earnings (Loss) | (1393672) | 397550 | 5478035 | 1593501 |
|  **NET ASSETS** | $3348615 | $7059143 | $13483450 | $4001552 |

---

\* See Note J in the Notes to Financial Statements for additional information about securities lending collateral.

See accompanying Notes to Financial Statements.

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**DFA INVESTMENT DIMENSIONS GROUP INC.** 

**STATEMENTS OF ASSETS AND LIABILITIES** 

**OCTOBER 31, 2025** 

**(Amounts in thousands, except share and per share amounts)** 

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | **International<br>High Relative<br>Profitability<br>Portfolio\*** | **World ex U.S.<br>Value Portfolio** | **World ex U.S.<br>Core Equity<br>Portfolio\*** | **World ex U.S.<br>Targeted Value<br>Portfolio\*** |
|  **ASSETS:** |  |  |  |  |
|  Investments in Affiliated Investment Companies at Value |  | $397001 |  |  |
|  Investment Securities at Value (including $88,496, $0, $233,229 and $33,498 of securities on loan, respectively) | $1691777 |  | $4667207 | $800506 |
|  Collateral from Securities on Loan Invested in Affiliate at Value (including cost of $77,473, $0, $139,195 and $19,204, respectively) | 77473 |  | 139195 | 19204 |
|  Segregated Cash for Futures Contracts |  |  | 2385 | 149 |
|  Foreign Currencies at Value | 355 |  | 13897 | 2653 |
|  Cash | 2960 | 185 | 34912 | 1812 |
|  Receivables: |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Investment Securities Sold |  |  | 624 | 285 |
| &nbsp;&nbsp;&nbsp;&nbsp; Dividends, Interest and Tax Reclaims | 8709 | 1 | 18133 | 3824 |
| &nbsp;&nbsp;&nbsp;&nbsp; Securities Lending Income | 44 |  | 326 | 53 |
| &nbsp;&nbsp;&nbsp;&nbsp; Fund Shares Sold | 399 | 343 | 1544 | 18 |
| &nbsp;&nbsp;&nbsp;&nbsp; Futures Variation Margin |  |  | 104 | 7 |
|  Prepaid Expenses and Other Assets | 14 | 16 | 13 | 15 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Total Assets | 1781731 | 397546 | 4878340 | 828526 |
|  **LIABILITIES:** |  |  |  |  |
|  Payables: |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Upon Return of Securities Loaned | 77501 |  | 139257 | 19206 |
| &nbsp;&nbsp;&nbsp;&nbsp; Investment Securities Purchased |  | 11 | 1729 | 5 |
| &nbsp;&nbsp;&nbsp;&nbsp; Fund Shares Redeemed | 1498 | 220 | 2766 | 151 |
| &nbsp;&nbsp;&nbsp;&nbsp; Due to Advisor | 319 | 45 | 1000 | 275 |
|  Unrealized Loss on Foreign Currency Contracts |  |  | 1 |  |
|  Deferred Taxes Payable |  |  | 18781 | 2858 |
|  Accrued Expenses and Other Liabilities | 104 | 15 | 348 | 99 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Total Liabilities | 79422 | 291 | 163882 | 22594 |
|  **COMMITMENTS AND CONTINGENT LIABILITIES (NOTE C)** |  |  |  |  |
|  **NET ASSETS** | $1702309 | $397255 | $4714458 | $805932 |
|  **NET ASSET VALUE, OFFERING AND REDEMPTION PRICE PER SHARE:** |  |  |  |  |
|  Institutional Class Shares — based on shares outstanding of 112,450,532, 23,967,330, 286,784,801 and 43,734,258, respectively, $0.01 Par Value (1) | $**15.14** | $**16.57** | $**16.44** | $**18.43** |
| (1) NUMBER OF SHARES AUTHORIZED | 500000000 | 1000000000 | 1500000000 | 1000000000 |
|  Investments in Affiliated Investment Companies at Cost | $— | $259229 | $— | $— |
|  Investment Securities at Cost | $1161175 | N/A | $2862071 | $529870 |
|  Foreign Currencies at Cost | $357 | $— | $13900 | $2659 |
|  **NET ASSETS CONSIST OF:** |  |  |  |  |
|  Paid-In Capital | $1202551 | $274298 | $3063434 | $552261 |
|  Total Distributable Earnings (Loss) | 499758 | 122957 | 1651024 | 253671 |
|  **NET ASSETS** | $1702309 | $397255 | $4714458 | $805932 |

---

\* See Note J in the Notes to Financial Statements for additional information about securities lending collateral.

See accompanying Notes to Financial Statements.

779

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##### [**Table of Contents**](#toc)
**DFA INVESTMENT DIMENSIONS GROUP INC.** 

**STATEMENTS OF ASSETS AND LIABILITIES** 

**OCTOBER 31, 2025** 

**(Amounts in thousands, except share and per share amounts)** 

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | **World Core<br>Equity**<br>**Portfolio** | **Selectively<br>Hedged Global<br>Equity**<br>**Portfolio** | **Emerging<br>Markets<br>Portfolio** | **Emerging<br>Markets Small<br>Cap Portfolio** |
|  **ASSETS:** |  |  |  |  |
|  Investments in Affiliated Investment Companies at Value | $1200651 | $338208 | $6366086 | $3911068 |
|  Temporary Cash Investments at Value & Cost | 283 |  |  |  |
|  Segregated Cash for Futures Contracts |  | 255 |  |  |
|  Cash |  | 3257 |  |  |
|  Receivables: |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Investment Securities/Affiliated Investment Companies Sold |  | 1115 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Dividends and Interest |  | 13 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Fund Shares Sold | 278 | 22 | 2919 | 748 |
| &nbsp;&nbsp;&nbsp;&nbsp; Futures Variation Margin |  | 11 |  |  |
|  Unrealized Gain on Forward Currency Contracts |  | 998 |  |  |
|  Prepaid Expenses and Other Assets | 7 | 17 | 29 | 13 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Total Assets | 1201219 | 343896 | 6369034 | 3911829 |
|  **LIABILITIES:** |  |  |  |  |
|  Payables: |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Fund Shares Redeemed | 92 | 1188 | 3809 | 1337 |
| &nbsp;&nbsp;&nbsp;&nbsp; Due to Advisor | 37 | 14 | 1009 | 1068 |
|  Unrealized Loss on Forward Currency Contracts |  | 79 |  |  |
|  Accrued Expenses and Other Liabilities | 37 | 13 | 229 | 186 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Total Liabilities | 166 | 1294 | 5047 | 2591 |
|  **COMMITMENTS AND CONTINGENT LIABILITIES (NOTE C)** |  |  |  |  |
|  **NET ASSETS** | $1201053 | $342602 | $6363987 | $3909238 |
|  **NET ASSET VALUE, OFFERING AND REDEMPTION PRICE PER SHARE:** |  |  |  |  |
|  Institutional Class Shares — based on shares outstanding of 42,035,531, 13,603,526, 172,158,859 and 143,696,836, respectively, $0.01 Par Value (1) | $**28.57** | $**25.18** | $**36.97** | $**27.20** |
| (1) NUMBER OF SHARES AUTHORIZED | 1000000000 | 1000000000 | 1500000000 | 1500000000 |
|  Investments in Affiliated Investment Companies at Cost | $561089 | $146795 | N/A | N/A |
|  **NET ASSETS CONSIST OF:** |  |  |  |  |
|  Paid-In Capital | $543370 | $145691 | $3099694 | $2697447 |
|  Total Distributable Earnings (Loss) | 657683 | 196911 | 3264293 | 1211791 |
|  **NET ASSETS** | $1201053 | $342602 | $6363987 | $3909238 |

---

See accompanying Notes to Financial Statements.

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**DFA INVESTMENT DIMENSIONS GROUP INC.** 

**STATEMENTS OF ASSETS AND LIABILITIES** 

**OCTOBER 31, 2025** 

**(Amounts in thousands, except share and per share amounts)** 

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | **Emerging**<br>**Markets Value<br>Portfolio** | **Emerging**<br>**Markets Core<br>Equity 2**<br>**Portfolio\*** | **Emerging<br>Markets Targeted<br>Value Portfolio\*** | **Emerging<br>Markets ex China Core<br>Equity Portfolio\*** |
|  **ASSETS:** |  |  |  |  |
|  Investments in Affiliated Investment Companies at Value | $12925188 |  |  |  |
|  Investment Securities at Value (including $0, $2,861,141, $10,942 and $52,397 of securities on loan, respectively) |  | $33391664 | $305835 | $1242023 |
|  Collateral from Securities on Loan Invested in Affiliate at Value (including cost of $0, $674,658, $3,024 and $13,974, respectively) |  | 674658 | 3024 | 13974 |
|  Segregated Cash for Futures Contracts |  | 16439 | 149 |  |
|  Foreign Currencies at Value |  | 180328 | 2804 | 4116 |
|  Cash |  | 86915 | 1152 |  |
|  Receivables: |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Investment Securities/Affiliated Investment Companies Sold |  | 64726 | 757 | 2607 |
| &nbsp;&nbsp;&nbsp;&nbsp; Dividends and Interest |  | 28742 | 207 | 997 |
| &nbsp;&nbsp;&nbsp;&nbsp; Securities Lending Income |  | 6722 | 42 | 166 |
| &nbsp;&nbsp;&nbsp;&nbsp; Fund Shares Sold | 3145 | 13094 | 142 | 11 |
| &nbsp;&nbsp;&nbsp;&nbsp; Futures Variation Margin |  | 717 |  |  |
|  Unrealized Gain on Foreign Currency Contracts |  | 12 | 1 |  |
|  Prepaid Expenses and Other Assets | 71 | 77 | 15 | 21 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Total Assets | 12928404 | 34464094 | 314128 | 1263915 |
|  **LIABILITIES:** |  |  |  |  |
|  Payables: |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Upon Return of Securities Loaned |  | 674764 | 3025 | 13973 |
| &nbsp;&nbsp;&nbsp;&nbsp; Investment Securities/Affiliated Investment Companies Purchased |  | 9 | 945 |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Fund Shares Redeemed | 15714 | 32945 | 98 | 1203 |
| &nbsp;&nbsp;&nbsp;&nbsp; Due to Advisor | 2547 | 9266 | 128 | 357 |
| &nbsp;&nbsp;&nbsp;&nbsp; Line of Credit |  |  |  | 3422 |
|  Unrealized Loss on Foreign Currency Contracts |  |  |  | 2 |
|  Deferred Taxes Payable |  | 429985 | 4240 | 8030 |
|  Accrued Expenses and Other Liabilities | 574 | 3075 | 68 | 195 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Total Liabilities | 18835 | 1150044 | 8504 | 27182 |
|  **COMMITMENTS AND CONTINGENT LIABILITIES (NOTE C)** |  |  |  |  |
|  **NET ASSETS** | $12909569 | $33314050 | $305624 | $1236733 |
|  **NET ASSET VALUE, OFFERING AND REDEMPTION PRICE PER SHARE:** |  |  |  |  |
|  Institutional Class Shares — based on shares outstanding of 347,709,375, 1,144,752,062, 22,583,384 and 101,238,941,respectively, $0.01 Par Value (1) | $**37.13** | $**29.10** | $**13.53** | $**12.22** |
| (1) NUMBER OF SHARES AUTHORIZED | 3000000000 | 5000000000 | 500000000 | 500000000 |
|  Investment Securities at Cost | N/A | $18712598 | $203678 | $926493 |
|  Foreign Currencies at Cost | $— | $180910 | $2806 | $4118 |
|  **NET ASSETS CONSIST OF:** |  |  |  |  |
|  Paid-In Capital | $10074909 | $22226873 | $223958 | $969008 |
|  Total Distributable Earnings (Loss) | 2834660 | 11087177 | 81666 | 267725 |
|  **NET ASSETS** | $12909569 | $33314050 | $305624 | $1236733 |

---

\* See Note J in the Notes to Financial Statements for additional information about securities lending collateral.

See accompanying Notes to Financial Statements.

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**DFA INVESTMENT DIMENSIONS GROUP INC.** 

**STATEMENTS OF OPERATIONS** 

**FOR THE YEAR ENDED OCTOBER 31, 2025** 

**(Amounts in thousands)** 

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | **Large Cap<br>International<br>Portfolio** | **International<br>Core Equity 2<br>Portfolio** | **Global Small<br>Company<br>Portfolio\*** | **International<br>Small<br>Company<br>Portfolio\*** |
|  **Investment Income** |  |  |  |  |
|  Net Investment Income Allocated from Affiliated Investment Companies |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Dividends (Net of Foreign Taxes Withheld of $0, $0, $111 and $33,326, respectively) |  |  | $1157 | $408203 |
| &nbsp;&nbsp;&nbsp;&nbsp; Income from Securities Lending, Net |  |  | 81 | 12701 |
| &nbsp;&nbsp;&nbsp;&nbsp; Expenses Allocated from Affiliated Investment Companies |  |  | (60) | (14504) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Total Net Investment Income Allocated from Affiliated Investment Companies |  |  | 1178 | 406400 |
|  **Fund Investment Income** |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Dividends (Net of Foreign Taxes Withheld of $16,657, $101,302, $0 and $0, respectively) | $188803 | $1022699 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Dividend Income from Affiliates | 6564 | 36814 | 719 |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Income from Securities Lending, Net | 1779 | 16700 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Total Fund Investment Income | 197146 | 1076213 | 719 |  |
|  **Fund Expenses** |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Investment Management Fees | 9045 | 66652 | 353 | 31109 |
| &nbsp;&nbsp;&nbsp;&nbsp; Accounting & Transfer Agent Fees | 1074 | 5789 | 20 | 1626 |
| &nbsp;&nbsp;&nbsp;&nbsp; Custodian Fees | 362 | 1857 |  | 3 |
| &nbsp;&nbsp;&nbsp;&nbsp; Filing Fees | 60 | 230 | 21 | 162 |
| &nbsp;&nbsp;&nbsp;&nbsp; Shareholders' Reports | 116 | 527 | 4 | 987 |
| &nbsp;&nbsp;&nbsp;&nbsp; Directors'/Trustees' Fees & Expenses | 49 | 250 | 1 | 94 |
| &nbsp;&nbsp;&nbsp;&nbsp; Professional Fees | 145 | 742 | 1 | 83 |
| &nbsp;&nbsp;&nbsp;&nbsp; Previously Waived Fees Recovered by Advisor (Note C) |  |  | 4 |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Other | 503 | 1376 | 11 | 155 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Total Fund Expenses | 11354 | 77423 | 415 | 34219 |
| &nbsp;&nbsp;&nbsp;&nbsp; Fees Waived, Expenses Reimbursed by Advisor (Note C) |  |  | 223 |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Net Expenses | 11354 | 77423 | 192 | 34219 |
| &nbsp;&nbsp;&nbsp;&nbsp; **Net Investment Income (Loss)** | 185792 | 998790 | 1705 | 372181 |
|  **Realized and Unrealized Gain (Loss)** |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Net Realized Gain (Loss) on: |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Investment Securities Sold | 64096 | (407547) |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Affiliated Investment Companies Shares Sold | 21 | 102 | 974 |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Transactions Allocated from Affiliated Investment Company |  |  | (704)<sup>1</sup> | (44898) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Futures | 9242 | 39678 | (78) | 12976 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Foreign Currency Transactions | 274 | 4961 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; In-Kind Redemptions | 109521 | 165584 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Change in Unrealized Appreciation (Depreciation) of: |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Investment Securities and Foreign Currency | 1073387 | 7108515 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Affiliated Investment Companies Shares | (3) | (31) | 3856 |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Transactions Allocated from Affiliated Investment Company |  |  | 7510 | 2585142 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Futures | 1537 | 8596 |  | 9476 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Translation of Foreign Currency-Denominated Amounts | 1375 | 7032 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; **Net Realized and Unrealized Gain (Loss)** | 1259450 | 6926890 | 11558 | 2562696 |
|  **Net Increase (Decrease) in Net Assets Resulting from Operations** | $1445242 | $7925680 | $13263 | $2934877 |
|  <sup>1</sup> Net of foreign capital gain taxes withheld of: | $— | $— | $37 | $— |

---

\* Investment Income and Realized and Unrealized Gain (Loss) were allocated from the Portfolio's Master Fund (Affiliated Investment Company).

See accompanying Notes to Financial Statements.

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**DFA INVESTMENT DIMENSIONS GROUP INC.** 

**STATEMENTS OF OPERATIONS** 

**FOR THE YEAR ENDED OCTOBER 31, 2025** 

**(Amounts in thousands)** 

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | **Japanese Small<br>Company<br>Portfolio\*** | **Asia Pacific<br>Small<br>Company<br>Portfolio\*** | **United<br>Kingdom Small<br>Company<br>Portfolio\*** | **Continental<br>Small<br>Company<br>Portfolio\*** |
|  **Investment Income** |  |  |  |  |
|  Net Investment Income Allocated from Affiliated Investment Companies |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Dividends (Net of Foreign Taxes Withheld of $701, $62, $6 and $386, respectively) | $6331 | $6096 | $942 | $4717 |
| &nbsp;&nbsp;&nbsp;&nbsp; Income from Securities Lending, Net | 233 | 527 | 6 | 142 |
| &nbsp;&nbsp;&nbsp;&nbsp; Expenses Allocated from Affiliated Investment Companies | (258) | (192) | (25) | (224) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Total Net Investment Income Allocated from Affiliated Investment Companies | 6306 | 6431 | 923 | 4635 |
|  **Fund Expenses** |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Investment Management Fees | 776 | 550 | 77 | 628 |
| &nbsp;&nbsp;&nbsp;&nbsp; Accounting & Transfer Agent Fees | 41 | 32 | 5 | 37 |
| &nbsp;&nbsp;&nbsp;&nbsp; Filing Fees | 20 | 19 | 19 | 22 |
| &nbsp;&nbsp;&nbsp;&nbsp; Shareholders' Reports | 9 | 6 | 5 | 8 |
| &nbsp;&nbsp;&nbsp;&nbsp; Directors'/Trustees' Fees & Expenses | 1 | 1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Professional Fees | 1 | 1 |  | 1 |
| &nbsp;&nbsp;&nbsp;&nbsp; Other | 8 | 3 | 1 | 10 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Total Fund Expenses | 856 | 612 | 107 | 706 |
| &nbsp;&nbsp;&nbsp;&nbsp; Fees Waived, Expenses Reimbursed by Advisor (Note C) | 222 | 157 | 22 | 180 |
| &nbsp;&nbsp;&nbsp;&nbsp; Net Expenses | 634 | 455 | 85 | 526 |
| &nbsp;&nbsp;&nbsp;&nbsp; **Net Investment Income (Loss)** | 5672 | 5976 | 838 | 4109 |
|  **Realized and Unrealized Gain (Loss)** |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Net Realized Gain (Loss) on: |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Transactions Allocated from Affiliated Investment Company | 3733 | (9990) | (10) | 6279 |
| &nbsp;&nbsp;&nbsp;&nbsp; Change in Unrealized Appreciation (Depreciation) of: |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Transactions Allocated from Affiliated Investment Company | 41470 | 40798 | 1900 | (6015) |
| &nbsp;&nbsp;&nbsp;&nbsp; **Net Realized and Unrealized Gain (Loss)** | 45203 | 30808 | 1890 | 264 |
|  **Net Increase (Decrease) in Net Assets Resulting from Operations** | $50875 | $36784 | $2728 | $4373 |

---

\* Investment Income and Realized and Unrealized Gain (Loss) were allocated from the Portfolio's Master Fund (Affiliated Investment Company).

See accompanying Notes to Financial Statements.

783

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##### [**Table of Contents**](#toc)
**DFA INVESTMENT DIMENSIONS GROUP INC.** 

**STATEMENTS OF OPERATIONS** 

**FOR THE YEAR ENDED OCTOBER 31, 2025** 

**(Amounts in thousands)** 

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | **DFA**<br>**International**<br>**Real Estate**<br>**Securities**<br>**Portfolio** | **DFA Global<br>Real Estate<br>Securities<br>Portfolio** | **DFA<br>International<br>Small Cap<br>Value Portfolio** | **International<br>Vector Equity<br>Portfolio** |
|  **Investment Income** |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Dividends (Net of Foreign Taxes Withheld of $16,284, $0, $39,772 and $12,839, respectively) | $144672 | $162028 | $480946 | $115046 |
| &nbsp;&nbsp;&nbsp;&nbsp; Dividend Income from Affiliates | 2160 | 108652 | 13014 | 4407 |
| &nbsp;&nbsp;&nbsp;&nbsp; Income from Securities Lending, Net | 1413 | 327 | 8944 | 2456 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Total Investment Income | 148245 | 271007 | 502904 | 121909 |
|  **Fund Expenses** |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Investment Management Fees | 7763 | 13509 | 47790 | 9776 |
| &nbsp;&nbsp;&nbsp;&nbsp; Accounting & Transfer Agent Fees | 402 | 1178 | 1988 | 813 |
| &nbsp;&nbsp;&nbsp;&nbsp; Custodian Fees | 306 | 39 | 1068 | 259 |
| &nbsp;&nbsp;&nbsp;&nbsp; Filing Fees | 32 | 75 | 61 | 44 |
| &nbsp;&nbsp;&nbsp;&nbsp; Shareholders' Reports | 72 | 253 | 223 | 74 |
| &nbsp;&nbsp;&nbsp;&nbsp; Directors'/Trustees' Fees & Expenses | 24 | 55 | 92 | 28 |
| &nbsp;&nbsp;&nbsp;&nbsp; Professional Fees | 135 | 39 | 454 | 93 |
| &nbsp;&nbsp;&nbsp;&nbsp; Other | 132 | 158 | 1212 | 216 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Total Fund Expenses | 8866 | 15306 | 52888 | 11303 |
| &nbsp;&nbsp;&nbsp;&nbsp; Fees Waived, Expenses Reimbursed by Advisor (Note C) |  | 4707 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Fees Paid Indirectly (Note C) | 209 |  | 962 | 239 |
| &nbsp;&nbsp;&nbsp;&nbsp; Net Expenses | 8657 | 10599 | 51926 | 11064 |
| &nbsp;&nbsp;&nbsp;&nbsp; **Net Investment Income (Loss)** | 139588 | 260408 | 450978 | 110845 |
|  **Realized and Unrealized Gain (Loss)** |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Net Realized Gain (Loss) on: |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Investment Securities Sold | (132214)<sup>1</sup> | (111163) | 561776 | (47100) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Affiliated Investment Companies Shares Sold | 8 | (11283) | 19 | 13 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Futures | 2054 | 7054 | 14638 | 3191 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Foreign Currency Transactions | (540) |  | 3723 | 296 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; In-Kind Redemptions |  | 1686 | 391567 | 38555 |
| &nbsp;&nbsp;&nbsp;&nbsp; Change in Unrealized Appreciation (Depreciation) of: |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Investment Securities and Foreign Currency | 383353<sup>2</sup> | (179887) | 2657888 | 812828 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Affiliated Investment Companies Shares |  | 138268 | (7) | (4) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Futures | 1243 | 2138 | 4940 | 1098 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Translation of Foreign Currency-Denominated Amounts | 340 |  | 2949 | 824 |
| &nbsp;&nbsp;&nbsp;&nbsp; **Net Realized and Unrealized Gain (Loss)** | 254244 | (153187) | 3637493 | 809701 |
|  **Net Increase (Decrease) in Net Assets Resulting from Operations** | $393832 | $107221 | $4088471 | $920546 |
|  <sup>1</sup> Net of foreign capital gain taxes withheld of: | $1 | $— | $— | $— |
|  <sup>2</sup> Including foreign capital gain taxes of: | $(140) | $— | $— | $— |

---

See accompanying Notes to Financial Statements.

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##### [**Table of Contents**](#toc)
**DFA INVESTMENT DIMENSIONS GROUP INC.** 

**STATEMENTS OF OPERATIONS** 

**FOR THE YEAR ENDED OCTOBER 31, 2025** 

**(Amounts in thousands)** 

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | **International**<br>**High Relative**<br>**Profitability<br>Portfolio** | **World ex U.S.**<br>**Value Portfolio\*** | **World ex U.S.<br>Core Equity**<br>**Portfolio** | **World ex U.S.**<br>**Targeted Value<br>Portfolio** |
|  **Investment Income** |  |  |  |  |
|  Net Investment Income Allocated from Affiliated Investment Companies |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Dividends (Net of Foreign Taxes Withheld of $0, $1,186, $0 and $0, respectively) |  | $11417 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Income from Securities Lending, Net |  | 198 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Expenses Allocated from Affiliated Investment Companies |  | (562) |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Total Net Investment Income Allocated from Affiliated Investment Companies |  | 11053 |  |  |
|  **Fund Investment Income** |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Dividends (Net of Foreign Taxes Withheld of $3,828, $0, $13,596 and $2,115, respectively) | $46062 |  | $127569 | $25355 |
| &nbsp;&nbsp;&nbsp;&nbsp; Dividend Income from Affiliates |  | 1194 | 3830 | 445 |
| &nbsp;&nbsp;&nbsp;&nbsp; Income from Securities Lending, Net | 534 |  | 3487 | 524 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Total Fund Investment Income | 46596 | 1194 | 134886 | 26324 |
|  **Fund Expenses** |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Investment Management Fees | 4039 | 1037 | 10686 | 2966 |
| &nbsp;&nbsp;&nbsp;&nbsp; Accounting & Transfer Agent Fees | 325 | 29 | 678 | 182 |
| &nbsp;&nbsp;&nbsp;&nbsp; Custodian Fees | 84 |  | 844 | 207 |
| &nbsp;&nbsp;&nbsp;&nbsp; Filing Fees | 39 | 22 | 35 | 32 |
| &nbsp;&nbsp;&nbsp;&nbsp; Shareholders' Reports | 84 | 10 | 74 | 45 |
| &nbsp;&nbsp;&nbsp;&nbsp; Directors'/Trustees' Fees & Expenses | 12 | 2 | 32 | 6 |
| &nbsp;&nbsp;&nbsp;&nbsp; Professional Fees | 57 | 5 | 189 | 102 |
| &nbsp;&nbsp;&nbsp;&nbsp; Previously Waived Fees Recovered by Advisor (Note C) | 14 |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Other | 161 | 10 | 259 | 62 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Total Fund Expenses | 4815 | 1115 | 12797 | 3602 |
| &nbsp;&nbsp;&nbsp;&nbsp; Fees Waived, Expenses Reimbursed by Advisor (Note C) | 116 | 598 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Fees Paid Indirectly (Note C) | 78 |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Net Expenses | 4621 | 517 | 12797 | 3602 |
| &nbsp;&nbsp;&nbsp;&nbsp; **Net Investment Income (Loss)** | 41975 | 11730 | 122089 | 22722 |
|  **Realized and Unrealized Gain (Loss)** |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Capital Gain Distributions Received from Investment Securities |  | 193 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Net Realized Gain (Loss) on: |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Investment Securities Sold | 17453 |  | (3882)<sup>1</sup> | 7152<sup>1</sup> |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Affiliated Investment Companies Shares Sold | 1 | 325 | 12 |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Transactions Allocated from Affiliated Investment Company |  | 665<sup>1</sup> |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Futures | 414 | 2 | 3781 | 301 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Foreign Currency Transactions | (30) |  | (663) | 29 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; In-Kind Redemptions | 28298 |  | 5043 | 4551 |
| &nbsp;&nbsp;&nbsp;&nbsp; Change in Unrealized Appreciation (Depreciation) of: |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Investment Securities and Foreign Currency | 209862 |  | 861017<sup>2</sup> | 154336<sup>2</sup> |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Affiliated Investment Companies Shares |  | 7895 | (1) |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Transactions Allocated from Affiliated Investment Company |  | 66028 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Futures |  |  | 1536 | (7) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Translation of Foreign Currency-Denominated Amounts | 418 |  | 731 | 149 |
| &nbsp;&nbsp;&nbsp;&nbsp; **Net Realized and Unrealized Gain (Loss)** | 256416 | 75108 | 867574 | 166511 |
|  **Net Increase (Decrease) in Net Assets Resulting from Operations** | $298391 | $86838 | $989663 | $189233 |
|  <sup>1</sup> Net of foreign capital gain taxes withheld of: | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;49 | $&nbsp;&nbsp;&nbsp;&nbsp;1618 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;418 |
|  <sup>2</sup> Including foreign capital gain taxes of: | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | $&nbsp;&nbsp;&nbsp;&nbsp;1520 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;301 |

---

\* Investment Income and Realized and Unrealized Gain (Loss) were allocated from the Portfolio's Master Fund (Affiliated Investment Company).

See accompanying Notes to Financial Statements.

785

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##### [**Table of Contents**](#toc)
**DFA INVESTMENT DIMENSIONS GROUP INC.** 

**STATEMENTS OF OPERATIONS** 

**FOR THE YEAR ENDED OCTOBER 31, 2025** 

**(Amounts in thousands)** 

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | **World Core**<br>**Equity<br>Portfolio** | **Selectively**<br>**Hedged Global**<br>**Equity<br>Portfolio** | **Emerging**<br>**Markets<br>Portfolio\*** | **Emerging**<br>**Markets Small**<br>**Cap Portfolio\*** |
|  **Investment Income** |  |  |  |  |
|  Net Investment Income Allocated from Affiliated Investment Companies |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Dividends (Net of Foreign Taxes Withheld of $0, $0, $20,815 and $13,028, respectively) |  |  | $&nbsp;&nbsp;&nbsp;&nbsp;150360 | $100290 |
| &nbsp;&nbsp;&nbsp;&nbsp; Income from Securities Lending, Net |  |  | 4963 | 17143 |
| &nbsp;&nbsp;&nbsp;&nbsp; Expenses Allocated from Affiliated Investment Companies |  |  | (8013) | (9566) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Total Net Investment Income Allocated from Affiliated Investment Companies |  |  | 147310 | 107867 |
|  **Fund Investment Income** |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Dividends (Net of Foreign Taxes Withheld of $0, $0, $0 and $0, respectively) | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8 |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Dividend Income from Affiliates | 21990 | $6553 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Total Fund Investment Income | 21998 | 6553 |  |  |
|  **Fund Expenses** |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Investment Management Fees | 2527 | 756 | 15862 | 18985 |
| &nbsp;&nbsp;&nbsp;&nbsp; Accounting & Transfer Agent Fees | 163 | 60 | 684 | 545 |
| &nbsp;&nbsp;&nbsp;&nbsp; Custodian Fees | 2 | 2 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Filing Fees | 24 | 21 | 65 | 39 |
| &nbsp;&nbsp;&nbsp;&nbsp; Shareholders' Reports | 13 | 10 | 173 | 118 |
| &nbsp;&nbsp;&nbsp;&nbsp; Directors'/Trustees' Fees & Expenses | 9 | 3 | 41 | 27 |
| &nbsp;&nbsp;&nbsp;&nbsp; Professional Fees | 8 | 2 | 36 | 19 |
| &nbsp;&nbsp;&nbsp;&nbsp; Previously Waived Fees Recovered by Advisor (Note C) | 3 |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Other | 26 | 11 | 81 | 62 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Total Fund Expenses | 2775 | 865 | 16942 | 19795 |
| &nbsp;&nbsp;&nbsp;&nbsp; Fees Waived, Expenses Reimbursed by Advisor (Note C) | 1961 | 604 | 5470 | 7302 |
| &nbsp;&nbsp;&nbsp;&nbsp; Net Expenses | 814 | 261 | 11472 | 12493 |
| &nbsp;&nbsp;&nbsp;&nbsp; **Net Investment Income (Loss)** | 21184 | 6292 | 135838 | 95374 |
|  **Realized and Unrealized Gain (Loss)** |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Net Realized Gain (Loss) on: |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Affiliated Investment Companies Shares Sold | 48440 | 4308 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Transactions Allocated from Affiliated Investment Company. |  |  | 35257<sup>1</sup> | (177643)<sup>1</sup> |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Futures |  | 497 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Forward Currency Contracts |  | 401 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Change in Unrealized Appreciation (Depreciation) of: |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Affiliated Investment Companies Shares | 139865 | 46169 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Transactions Allocated from Affiliated Investment Company |  |  | 1230249<sup>2</sup> | 631393 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Futures |  | 100 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Forward Currency Contracts |  | (328) |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; **Net Realized and Unrealized Gain (Loss)** | 188305 | 51147 | 1265506 | 453750 |
|  **Net Increase (Decrease) in Net Assets Resulting from Operations** | $209489 | $57439 | $1401344 | $549124 |
|  <sup>1</sup> Net of foreign capital gain taxes withheld of: | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6179 | $11848 |
|  <sup>2</sup> Including foreign capital gain taxes of: | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3125 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |

---

\* Investment Income and Realized and Unrealized Gain (Loss) were allocated from the Portfolio's Master Fund (Affiliated Investment Company).

See accompanying Notes to Financial Statements.

786

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##### [**Table of Contents**](#toc)
**DFA INVESTMENT DIMENSIONS GROUP INC.** 

**STATEMENTS OF OPERATIONS** 

**FOR THE YEAR ENDED OCTOBER 31, 2025** 

**(Amounts in thousands)** 

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | **Emerging<br>Markets Value<br>Portfolio\*** | **Emerging**<br>**Markets Core**<br>**Equity 2**<br>**Portfolio** | **Emerging**<br>**Markets Targeted**<br>**Value Portfolio** | **Emerging**<br>**Markets ex China Core**<br>**Equity Portfolio** |
|  **Investment Income** |  |  |  |  |
|  Net Investment Income Allocated from Affiliated Investment Companies |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Dividends (Net of Foreign Taxes Withheld of $57,510, $0, $0 and $0,respectively) | $&nbsp;&nbsp;&nbsp;&nbsp;414843 |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Income from Securities Lending, Net | 16142 |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Expenses Allocated from Affiliated Investment Companies | (17122) |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Total Net Investment Income Allocated from Affiliated Investment Companies | 413863 |  |  |  |
|  **Fund Investment Income** |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Dividends (Net of Foreign Taxes Withheld of $0, $109,425, $1,085 and $4,919, respectively) |  | $&nbsp;&nbsp;&nbsp;&nbsp;794212 | $7878 | $30522 |
| &nbsp;&nbsp;&nbsp;&nbsp; Dividend Income from Affiliates |  | 12776 |  | 352 |
| &nbsp;&nbsp;&nbsp;&nbsp; Income from Securities Lending, Net |  | 60226 | 460 | 1495 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Total Fund Investment Income |  | 867214 | 8338 | 32369 |
|  **Fund Expenses** |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Investment Management Fees | 43297 | 95881 | 1421 | 3732 |
| &nbsp;&nbsp;&nbsp;&nbsp; Accounting & Transfer Agent Fees | 1072 | 4451 | 66 | 217 |
| &nbsp;&nbsp;&nbsp;&nbsp; Custodian Fees |  | 10100 | 167 | 681 |
| &nbsp;&nbsp;&nbsp;&nbsp; Filing Fees | 122 | 189 | 27 | 34 |
| &nbsp;&nbsp;&nbsp;&nbsp; Shareholders' Reports | 399 | 717 | 22 | 29 |
| &nbsp;&nbsp;&nbsp;&nbsp; Directors'/Trustees' Fees & Expenses | 85 | 220 | 2 | 9 |
| &nbsp;&nbsp;&nbsp;&nbsp; Professional Fees | 68 | 711 | 61 | 90 |
| &nbsp;&nbsp;&nbsp;&nbsp; Previously Waived Fees Recovered by Advisor (Note C) | 192 |  | 2 | 133 |
| &nbsp;&nbsp;&nbsp;&nbsp; Other | 169 | 1036 | 14 | 210 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Total Fund Expenses | 45404 | 113305 | 1782 | 5135 |
| &nbsp;&nbsp;&nbsp;&nbsp; Fees Waived, Expenses Reimbursed by Advisor (Note C) | 12169 |  | 197 | 271 |
| &nbsp;&nbsp;&nbsp;&nbsp; Net Expenses | 33235 | 113305 | 1585 | 4864 |
| &nbsp;&nbsp;&nbsp;&nbsp; **Net Investment Income (Loss)** | 380628 | 753909 | 6753 | 27505 |
|  **Realized and Unrealized Gain (Loss)** |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Net Realized Gain (Loss) on: |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Investment Securities Sold |  | 108655<sup>1</sup> | (6022)<sup>1</sup> | (959)<sup>1</sup> |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Affiliated Investment Companies Shares Sold |  | 45 |  | 2 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Transactions Allocated from Affiliated Investment Company | (37881)<sup>1</sup> |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Futures |  | 35336 | 165 | (438) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Foreign Currency Transactions |  | (5153) | (11) | (326) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; In-Kind Redemptions |  | 6490 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Change in Unrealized Appreciation (Depreciation) of: |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Investment Securities and Foreign Currency |  | 5586066<sup>2</sup> | 48584<sup>2</sup> | 202237<sup>2</sup> |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Affiliated Investment Companies Shares |  | (3) |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Transactions Allocated from Affiliated Investment Company | 2110197 |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Futures |  | 7445 | 59 |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Translation of Foreign Currency-Denominated Amounts |  | 1383 | 8 | 50 |
| &nbsp;&nbsp;&nbsp;&nbsp; **Net Realized and Unrealized Gain (Loss)** | 2072316 | 5740264 | 42783 | 200566 |
|  **Net Increase (Decrease) in Net Assets Resulting from Operations** | $2452944 | $6494173 | $49536 | $228071 |
|  <sup>1</sup> Net of foreign capital gain taxes withheld of: | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5254 | $&nbsp;&nbsp;&nbsp;&nbsp;17252 | $&nbsp;&nbsp;&nbsp;&nbsp;332 | $&nbsp;&nbsp;&nbsp;&nbsp;2686 |
|  <sup>2</sup> Including foreign capital gain taxes of: | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | $&nbsp;&nbsp;&nbsp;&nbsp;14044 | $&nbsp;&nbsp;&nbsp;&nbsp;158 | $&nbsp;&nbsp;&nbsp;&nbsp;1634 |

---

\* Investment Income and Realized and Unrealized Gain (Loss) were allocated from the Portfolio's Master Fund (Affiliated Investment Company).

See accompanying Notes to Financial Statements.

787

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##### [**Table of Contents**](#toc)
**DFA INVESTMENT DIMENSIONS GROUP INC.** 

**STATEMENTS OF CHANGES IN NET ASSETS** 

**(Amounts in thousands)** 

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
|  | **Large Cap International**<br>**Portfolio** | **Large Cap International**<br>**Portfolio** | **International Core**<br>**Equity 2 Portfolio** | **International Core**<br>**Equity 2 Portfolio** | **Global Small**<br>**Company Portfolio#** | **Global Small**<br>**Company Portfolio#** |
|  | **Year**<br>**Ended**<br>**Oct 31,**<br>**2025** | **Year**<br>**Ended**<br>**Oct 31,**<br>**2024** | **Year**<br>**Ended**<br>**Oct 31,**<br>**2025** | **Year**<br>**Ended**<br>**Oct 31,**<br>**2024** | **Year**<br>**Ended**<br>**Oct 31,**<br>**2025** | **Year**<br>**Ended**<br>**Oct 31,**<br>**2024** |
|  **Increase (Decrease) in Net Assets** |  |  |  |  |  |  |
|  Operations: |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Net Investment Income (Loss) | $185792 | $172073 | $998790 | $951485 | $1705 | $1536 |
| &nbsp;&nbsp;&nbsp;&nbsp; Capital Gain Distributions Received from Investment Securities |  |  |  |  |  | 688 |
| &nbsp;&nbsp;&nbsp;&nbsp; Net Realized Gain (Loss) on: |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Investment Securities Sold | 64096 | 10371 | (407547) | 335571 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Affiliated Investment Companies Shares Sold | 21 | (28) | 102 | (139) | 974 | 297 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Transactions Allocated from Affiliated Investment Company |  |  |  |  | (704) | (29) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Futures | 9242 | 12081 | 39678 | 47369 | (78) | (1) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Foreign Currency Transactions | 274 | 1199 | 4961 | (1151) |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; In-Kind Redemptions | 109521 | 59867 | 165584 | 95544 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Change in Unrealized Appreciation (Depreciation) of: |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Investment Securities and Foreign Currency | 1073387 | 886750 | 7108515 | 4508341 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Affiliated Investment Companies Shares | (3) | 6 | (31) | 32 | 3856 | 12935 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Transactions Allocated from Affiliated Investment Company |  |  |  |  | 7510 | 5590 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Futures | 1537 | 2213 | 8596 | 14209 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Translation of Foreign Currency-Denominated Amounts | 1375 | (150) | 7032 | (970) |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Net Increase (Decrease) in Net Assets Resulting from Operations | 1445242 | 1144382 | 7925680 | 5950291 | 13263 | 21016 |
|  Distributions: |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Institutional Class Shares | (197534) | (192000) | (1084855) | (1069005) | (2532) | (2238) |
|  Capital Share Transactions (1): |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Shares Issued | 1299833 | 811090 | 4180148 | 3538936 | 44260 | 23053 |
| &nbsp;&nbsp;&nbsp;&nbsp; Shares Issued in Lieu of Cash Distributions | 177686 | 173102 | 1040307 | 1027946 | 2532 | 2237 |
| &nbsp;&nbsp;&nbsp;&nbsp; Shares Redeemed | (1472805) | (1114206) | (6212803) | (5859104) | (45659) | (20166) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Net Increase (Decrease) from Capital Share Transactions | 4714 | (130014) | (992348) | (1292222) | 1133 | 5124 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Total Increase (Decrease) in Net Assets | 1252422 | 822368 | 5848477 | 3589064 | 11864 | 23902 |
|  **Net Assets** |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Beginning of Year | 5940835 | 5118467 | 30958417 | 27369353 | 97501 | 73599 |
| &nbsp;&nbsp;&nbsp;&nbsp; End of Year | $7193257 | $5940835 | $36806894 | $30958417 | $109365 | $97501 |
| **(1) Shares Issued and Redeemed:** |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Shares Issued | 43466 | 29784 | 241252 | 226258 | 2739 | 1561 |
| &nbsp;&nbsp;&nbsp;&nbsp; Shares Issued in Lieu of Cash Distributions | 5814 | 6393 | 58700 | 65854 | 158 | 160 |
| &nbsp;&nbsp;&nbsp;&nbsp; Shares Redeemed | (49141) | (40892) | (356787) | (373733) | (2778) | (1357) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Net Increase (Decrease) from Shares Issued and Redeemed | 139 | (4715) | (56835) | (81621) | 119 | 364 |

---

# Investment Income and Realized and Unrealized Gain (Loss) were allocated from the Portfolio's Master Fund (Affiliated Investment Company).

See accompanying Notes to Financial Statements.

788

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##### [**Table of Contents**](#toc)
**DFA INVESTMENT DIMENSIONS GROUP INC.** 

**STATEMENTS OF CHANGES IN NET ASSETS** 

**(Amounts in thousands)** 

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
|  | **International Small**<br> **Company Portfolio#** | **International Small**<br> **Company Portfolio#** | **Japanese Small**<br> **Company Portfolio#** | **Japanese Small**<br> **Company Portfolio#** | **Asia Pacific Small**<br> **Company Portfolio#** | **Asia Pacific Small**<br> **Company Portfolio#** |
|  | **Year**<br>**Ended**<br>**Oct 31,**<br>**2025** | **Year**<br>**Ended**<br>**Oct 31,**<br>**2024** | **Year**<br>**Ended**<br>**Oct 31,**<br>**2025** | **Year**<br>**Ended**<br>**Oct 31,**<br>**2024** | **Year**<br> **Ended**<br> **Oct 31,**<br> **2025** | **Year**<br>**Ended**<br>**Oct 31,**<br>**2024** |
|  **Increase (Decrease) in Net Assets** |  |  |  |  |  |  |
|  Operations: |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Net Investment Income (Loss) | $372181 | $335900 | $5672 | $5094 | $5976 | $5180 |
| &nbsp;&nbsp;&nbsp;&nbsp; Net Realized Gain (Loss) on: |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Transactions Allocated from Affiliated Investment Company | (44898) | 72260 | 3733 | (2201) | (9990) | (23788) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Futures | 12976 | 28606 |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Change in Unrealized Appreciation (Depreciation) of: |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Transactions Allocated from Affiliated Investment Company | 2585142 | 1889906 | 41470 | 29538 | 40798 | 50229 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Futures | 9476 | (4091) |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Net Increase (Decrease) in Net Assets Resulting from Operations | 2934877 | 2322581 | 50875 | 32431 | 36784 | 31621 |
|  Distributions: |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Institutional Class Shares | (411506) | (379832) | (6630) | (13108) | (6445) | (8400) |
|  Capital Share Transactions (1): |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Shares Issued | 2313357 | 1955547 | 14666 | 13635 | 2599 | 3418 |
| &nbsp;&nbsp;&nbsp;&nbsp; Shares Issued in Lieu of Cash Distributions | 402660 | 371132 | 6629 | 13106 | 6445 | 8396 |
| &nbsp;&nbsp;&nbsp;&nbsp; Shares Redeemed | (3254614) | (2286987) | (40861) | (77481) | (8188) | (44616) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Net Increase (Decrease) from Capital Share Transactions | (538597) | 39692 | (19566) | (50740) | 856 | (32802) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Total Increase (Decrease) in Net Assets | 1984774 | 1982441 | 24679 | (31417) | 31195 | (9581) |
|  **Net Assets** |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Beginning of Year | 12027928 | 10045487 | 217203 | 248620 | 153631 | 163212 |
| &nbsp;&nbsp;&nbsp;&nbsp; End of Year | $14012702 | $12027928 | $241882 | $217203 | $184826 | $153631 |
| **(1) Shares Issued and Redeemed:** |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Shares Issued | 104220 | 99517 | 584 | 613 | 142 | 191 |
| &nbsp;&nbsp;&nbsp;&nbsp; Shares Issued in Lieu of Cash Distributions | 18119 | 18765 | 292 | 613 | 374 | 507 |
| &nbsp;&nbsp;&nbsp;&nbsp; Shares Redeemed | (151223) | (115815) | (1748) | (3530) | (456) | (2658) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Net Increase (Decrease) from Shares Issued and Redeemed | (28884) | 2467 | (872) | (2304) | 60 | (1960) |

---

# Investment Income and Realized and Unrealized Gain (Loss) were allocated from the Portfolio's Master Fund (Affiliated Investment Company).

See accompanying Notes to Financial Statements.

789

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##### [**Table of Contents**](#toc)
**DFA INVESTMENT DIMENSIONS GROUP INC.** 

**STATEMENTS OF CHANGES IN NET ASSETS** 

**(Amounts in thousands)** 

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
|  | **United Kingdom Small**<br>**Company Portfolio#** | **United Kingdom Small**<br>**Company Portfolio#** | **Continental Small Company**<br>**Portfolio#** | **Continental Small Company**<br>**Portfolio#** | **DFA International Real**<br>**Estate Securities Portfolio** | **DFA International Real**<br>**Estate Securities Portfolio** |
|  | **Year<br>Ended<br>Oct 31,<br>2025** | **Year<br>Ended<br>Oct 31,<br>2024** | **Year**<br>**Ended**<br>**Oct 31,**<br>**2025** | **Year**<br>**Ended**<br>**Oct 31,**<br>**2024** | **Year**<br>**Ended**<br>**Oct 31,**<br>**2025** | **Year**<br>**Ended**<br>**Oct 31,**<br>**2024** |
|  **Increase (Decrease) in Net Assets** |  |  |  |  |  |  |
|  Operations: |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Net Investment Income (Loss) | $838 | $693 | $4109 | $21994 | $139588 | $145958 |
| &nbsp;&nbsp;&nbsp;&nbsp; Net Realized Gain (Loss) on: |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Investment Securities Sold |  |  |  |  | (132214) | (300498) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Affiliated Investment Companies Shares Sold |  |  |  |  | 8 | (1) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Transactions Allocated from Affiliated Investment Company | (10) | 341 | 6279 | 21364 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Futures |  |  |  |  | 2054 | 6301 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Foreign Currency Transactions |  |  |  |  | (540) | 419 |
| &nbsp;&nbsp;&nbsp;&nbsp; Change in Unrealized Appreciation (Depreciation) of: |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Investment Securities and Foreign Currency |  |  |  |  | 383353 | 826517 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Affiliated Investment Companies Shares |  |  |  |  |  | 1 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Transactions Allocated from Affiliated Investment Company | 1900 | 4604 | (6015) | 111423 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Futures |  |  |  |  | 1243 | 236 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Translation of Foreign Currency-Denominated Amounts |  |  |  |  | 340 | 416 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Net Increase (Decrease) in Net Assets Resulting from Operations | 2728 | 5638 | 4373 | 154781 | 393832 | 679349 |
|  Distributions: |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Institutional Class Shares | (915) | (905) | (10345) | (21345) | (186008) | (185455) |
|  Capital Share Transactions (1): |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Shares Issued | 835 | 872 | 8945 | 10526 | 209705 | 268013 |
| &nbsp;&nbsp;&nbsp;&nbsp; Shares Issued in Lieu of Cash Distributions | 915 | 905 | 10341 | 21343 | 81585 | 79570 |
| &nbsp;&nbsp;&nbsp;&nbsp; Shares Redeemed | (1679) | (4225) | (694562) | (25451) | (560980) | (945039) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Net Increase (Decrease) from Capital Share Transactions | 71 | (2448) | (675276) | 6418 | (269690) | (597456) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Total Increase (Decrease) in Net Assets | 1884 | 2285 | (681248) | 139854 | (61866) | (103562) |
|  **Net Assets** |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Beginning of Year | 20983 | 18698 | 796874 | 657020 | 3410481 | 3514043 |
| &nbsp;&nbsp;&nbsp;&nbsp; End of Year | $22867 | $20983 | $115626 | $796874 | $3348615 | $3410481 |
| **(1) Shares Issued and Redeemed:** |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Shares Issued | 31 | 33 | 269 | 344 | 59925 | 73477 |
| &nbsp;&nbsp;&nbsp;&nbsp; Shares Issued in Lieu of Cash Distributions | 32 | 35 | 333 | 699 | 24138 | 22799 |
| &nbsp;&nbsp;&nbsp;&nbsp; Shares Redeemed | (61) | (166) | (23263) | (853) | (157448) | (262497) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Net Increase (Decrease) from Shares Issued and Redeemed | 2 | (98) | (22661) | 190 | (73385) | (166221) |

---

# Investment Income and Realized and Unrealized Gain (Loss) were allocated from the Portfolio's Master Fund (Affiliated Investment Company).

See accompanying Notes to Financial Statements.

790

------

##### [**Table of Contents**](#toc)
**DFA INVESTMENT DIMENSIONS GROUP INC.** 

**STATEMENTS OF CHANGES IN NET ASSETS** 

**(Amounts in thousands)** 

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
|  | **DFA Global Real Estate**<br>**Securities Portfolio** | **DFA Global Real Estate**<br>**Securities Portfolio** | **DFA International Small**<br>**Cap Value Portfolio** | **DFA International Small**<br>**Cap Value Portfolio** | **International Vector Equity**<br>**Portfolio** | **International Vector Equity**<br>**Portfolio** |
|  | **Year**<br>**Ended**<br>**Oct 31,**<br>**2025** | **Year**<br>**Ended**<br>**Oct 31,**<br>**2024** | **Year**<br>**Ended**<br>**Oct 31,**<br>**2025** | **Year**<br>**Ended**<br>**Oct 31,**<br>**2024** | **Year**<br>**Ended**<br>**Oct 31,**<br>**2025** | **Year**<br>**Ended**<br>**Oct 31,**<br>**2024** |
|  **Increase (Decrease) in Net Assets** |  |  |  |  |  |  |
|  Operations: |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Net Investment Income (Loss) | $260408 | $281480 | $450978 | $361770 | $110845 | $105277 |
| &nbsp;&nbsp;&nbsp;&nbsp; Net Realized Gain (Loss) on: |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Investment Securities Sold | (111163) | (107920) | 561776 | 88466 | (47100) | 32280 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Affiliated Investment Companies Shares Sold | (11283) | (142227) | 19 | (20) | 13 | (15) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Futures | 7054 | 11651 | 14638 | 25116 | 3191 | 6572 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Foreign Currency Transactions |  |  | 3723 | 2534 | 296 | 432 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; In-Kind Redemptions | 1686 |  | 391567 | 1991 | 38555 | 32083 |
| &nbsp;&nbsp;&nbsp;&nbsp; Change in Unrealized Appreciation (Depreciation) of: |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Investment Securities and Foreign Currency | (179887) | 1461839 | 2657888 | 1814384 | 812828 | 487099 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Affiliated Investment Companies Shares | 138268 | 425075 | (7) | 7 | (4) | 5 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Futures | 2138 | (341) | 4940 | 1446 | 1098 | (200) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Translation of Foreign Currency-Denominated Amounts |  |  | 2949 | (558) | 824 | (95) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Net Increase (Decrease) in Net Assets Resulting from Operations | 107221 | 1929557 | 4088471 | 2295136 | 920546 | 663438 |
|  Distributions: |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Institutional Class Shares | (262006) | (252366) | (586640) | (461294) | (125913) | (127525) |
|  Capital Share Transactions (1): |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Shares Issued | 1050054 | 1151003 | 1307656 | 759386 | 364071 | 251790 |
| &nbsp;&nbsp;&nbsp;&nbsp; Shares Issued in Lieu of Cash Distributions | 252302 | 240943 | 499817 | 392762 | 125154 | 126606 |
| &nbsp;&nbsp;&nbsp;&nbsp; Shares Redeemed | (1684367) | (2135079) | (3110992) | (1742549) | (711490) | (517260) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Net Increase (Decrease) from Capital Share Transactions | (382011) | (743133) | (1303519) | (590401) | (222265) | (138864) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Total Increase (Decrease) in Net Assets | (536796) | 934058 | 2198312 | 1243441 | 572368 | 397049 |
|  **Net Assets** |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Beginning of Year | 7595939 | 6661881 | 11285138 | 10041697 | 3429184 | 3032135 |
| &nbsp;&nbsp;&nbsp;&nbsp; End of Year | $7059143 | $7595939 | $13483450 | $11285138 | $4001552 | $3429184 |
| **(1) Shares Issued and Redeemed:** |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Shares Issued | 99345 | 113937 | 51391 | 34306 | 23661 | 18432 |
| &nbsp;&nbsp;&nbsp;&nbsp; Shares Issued in Lieu of Cash Distributions | 24075 | 24143 | 19576 | 18136 | 8080 | 9297 |
| &nbsp;&nbsp;&nbsp;&nbsp; Shares Redeemed | (160186) | (211716) | (119695) | (79027) | (45584) | (37780) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Net Increase (Decrease) from Shares Issued and Redeemed | (36766) | (73636) | (48728) | (26585) | (13843) | (10051) |

---

See accompanying Notes to Financial Statements.

791

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##### [**Table of Contents**](#toc)
**DFA INVESTMENT DIMENSIONS GROUP INC.** 

**STATEMENTS OF CHANGES IN NET ASSETS** 

**(Amounts in thousands)** 

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
|  | **International High Relative**<br>**Profitability Portfolio** | **International High Relative**<br>**Profitability Portfolio** | **World ex U.S. Value**<br>**Portfolio#** | **World ex U.S. Value**<br>**Portfolio#** | **World ex U.S. Core Equity**<br>**Portfolio** | **World ex U.S. Core Equity**<br>**Portfolio** |
|  | **Year**<br>**Ended**<br>**Oct 31,**<br>**2025** | **Year**<br>**Ended**<br>**Oct 31,**<br>**2024** | **Year**<br>**Ended**<br>**Oct 31,**<br>**2025** | **Year**<br>**Ended**<br>**Oct 31,**<br>**2024** | **Year**<br>**Ended**<br>**Oct 31,**<br>**2025** | **Year**<br>**Ended**<br>**Oct 31,**<br>**2024** |
|  **Increase (Decrease) in Net Assets** |  |  |  |  |  |  |
|  Operations: |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Net Investment Income (Loss) | $41975 | $39505 | $11730 | $9944 | $122089 | $113577 |
| &nbsp;&nbsp;&nbsp;&nbsp; Capital Gain Distributions Received from Investment Securities |  |  | 193 | 27 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Net Realized Gain (Loss) on: |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Investment Securities Sold | 17453 | 27613 |  |  | (3882) | (2967) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Affiliated Investment Companies Shares Sold | 1 | (1) | 325 | 235 | 12 | (4) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Transactions Allocated from Affiliated Investment Company |  |  | 665 | 2711 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Futures | 414 | 306 | 2 | (19) | 3781 | 12096 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Foreign Currency Transactions | (30) | 437 |  |  | (663) | (1551) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; In-Kind Redemptions | 28298 | 30116 |  |  | 5043 | 14076 |
| &nbsp;&nbsp;&nbsp;&nbsp; Change in Unrealized Appreciation (Depreciation) of: |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Investment Securities and Foreign Currency | 209862 | 163329 |  |  | 861017 | 628676 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Affiliated Investment Companies Shares |  | 1 | 7895 | 3469 | (1) | 2 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Transactions Allocated from Affiliated Investment Company |  |  | 66028 | 36314 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Futures |  | 104 |  |  | 1536 | 391 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Translation of Foreign Currency-Denominated Amounts | 418 | 40 |  |  | 731 | (133) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Net Increase (Decrease) in Net Assets Resulting from Operations | 298391 | 261450 | 86838 | 52681 | 989663 | 764163 |
|  Distributions: |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Institutional Class Shares | (36000) | (38501) | (12515) | (11909) | (138223) | (125828) |
|  Capital Share Transactions (1): |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Shares Issued | 318628 | 292773 | 71400 | 32521 | 549285 | 902559 |
| &nbsp;&nbsp;&nbsp;&nbsp; Shares Issued in Lieu of Cash Distributions | 35122 | 37348 | 11980 | 11357 | 136094 | 125344 |
| &nbsp;&nbsp;&nbsp;&nbsp; Shares Redeemed | (442879) | (497501) | (43076) | (43707) | (888824) | (943484) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Net Increase (Decrease) from Capital Share Transactions | (89129) | (167380) | 40304 | 171 | (203445) | 84419 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Total Increase (Decrease) in Net Assets | 173262 | 55569 | 114627 | 40943 | 647995 | 722754 |
|  **Net Assets** |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Beginning of Year | 1529047 | 1473478 | 282628 | 241685 | 4066463 | 3343709 |
| &nbsp;&nbsp;&nbsp;&nbsp; End of Year | $1702309 | $1529047 | $397255 | $282628 | $4714458 | $4066463 |
| **(1) Shares Issued and Redeemed:** |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Shares Issued | 23594 | 22352 | 4868 | 2508 | 37572 | 69357 |
| &nbsp;&nbsp;&nbsp;&nbsp; Shares Issued in Lieu of Cash Distributions | 2476 | 2849 | 811 | 877 | 9217 | 9446 |
| &nbsp;&nbsp;&nbsp;&nbsp; Shares Redeemed | (32073) | (38280) | (2990) | (3419) | (60460) | (70512) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Net Increase (Decrease) from Shares Issued and Redeemed | (6003) | (13079) | 2689 | (34) | (13671) | 8291 |

---

# Investment Income and Realized and Unrealized Gain (Loss) were allocated from the Portfolio's Master Fund (Affiliated Investment Company).

See accompanying Notes to Financial Statements.

792

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##### [**Table of Contents**](#toc)
**DFA INVESTMENT DIMENSIONS GROUP INC.** 

**STATEMENTS OF CHANGES IN NET ASSETS** 

**(Amounts in thousands)** 

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
|  | **World ex U.S. Targeted**<br>**Value Portfolio** | **World ex U.S. Targeted**<br>**Value Portfolio** | **World Core Equity**<br>**Portfolio** | **World Core Equity**<br>**Portfolio** | **Selectively Hedged**<br>**Global Equity Portfolio** | **Selectively Hedged**<br>**Global Equity Portfolio** |
|  | **Year**<br>**Ended**<br>**Oct 31,**<br>**2025** | **Year**<br>**Ended**<br>**Oct 31,**<br>**2024** | **Year**<br>**Ended**<br>**Oct 31,**<br>**2025** | **Year**<br>**Ended**<br>**Oct 31,**<br>**2024** | **Year**<br>**Ended**<br>**Oct 31,**<br>**2025** | **Year**<br>**Ended**<br>**Oct 31,**<br>**2024** |
|  **Increase (Decrease) in Net Assets** |  |  |  |  |  |  |
|  Operations: |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Net Investment Income (Loss) | $22722 | $20435 | $21184 | $22669 | $6292 | $6127 |
| &nbsp;&nbsp;&nbsp;&nbsp; Capital Gain Distributions Received from Investment Securities |  |  |  |  |  | 643 |
| &nbsp;&nbsp;&nbsp;&nbsp; Net Realized Gain (Loss) on: |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Investment Securities Sold | 7152 | 4088 |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Affiliated Investment Companies Shares Sold |  | (1) | 48440 | 21126 | 4308 | 11043 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Futures | 301 | 150 |  |  | 497 | 644 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Foreign Currency Transactions | 29 | (48) |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Forward Currency Contracts |  |  |  |  | 401 | (1039) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; In-Kind Redemptions | 4551 |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Change in Unrealized Appreciation (Depreciation) of: |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Investment Securities and Foreign Currency | 154336 | 118261 |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Affiliated Investment Companies Shares |  |  | 139865 | 244993 | 46169 | 55205 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Futures | (7) |  |  |  | 100 | 259 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Translation of Foreign Currency-Denominated Amounts | 149 | (21) |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Forward Currency Contracts |  |  |  |  | (328) | 799 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Net Increase (Decrease) in Net Assets Resulting from Operations | 189233 | 142864 | 209489 | 288788 | 57439 | 73681 |
|  Distributions: |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Institutional Class Shares | (23776) | (20450) | (36225) | (33899) | (16315) | (16496) |
|  Capital Share Transactions (1): |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Shares Issued | 34987 | 31403 | 123347 | 71635 | 51438 | 26981 |
| &nbsp;&nbsp;&nbsp;&nbsp; Shares Issued in Lieu of Cash Distributions | 23706 | 20403 | 30692 | 28906 | 16211 | 16391 |
| &nbsp;&nbsp;&nbsp;&nbsp; Shares Redeemed | (130320) | (99372) | (255373) | (184039) | (64806) | (57252) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Net Increase (Decrease) from Capital Share Transactions | (71627) | (47566) | (101334) | (83498) | 2843 | (13880) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Total Increase (Decrease) in Net Assets | 93830 | 74848 | 71930 | 171391 | 43967 | 43305 |
|  **Net Assets** |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Beginning of Year | 712102 | 637254 | 1129123 | 957732 | 298635 | 255330 |
| &nbsp;&nbsp;&nbsp;&nbsp; End of Year | $805932 | $712102 | $1201053 | $1129123 | $342602 | $298635 |
| **(1) Shares Issued and Redeemed:** |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Shares Issued | 2195 | 2218 | 4795 | 3106 | 2283 | 1283 |
| &nbsp;&nbsp;&nbsp;&nbsp; Shares Issued in Lieu of Cash Distributions | 1422 | 1412 | 1203 | 1294 | 744 | 871 |
| &nbsp;&nbsp;&nbsp;&nbsp; Shares Redeemed | (8001) | (6931) | (9939) | (7923) | (2902) | (2781) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Net Increase (Decrease) from Shares Issued and Redeemed | (4384) | (3301) | (3941) | (3523) | 125 | (627) |

---

See accompanying Notes to Financial Statements.

793

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##### [**Table of Contents**](#toc)
**DFA INVESTMENT DIMENSIONS GROUP INC.** 

**STATEMENTS OF CHANGES IN NET ASSETS** 

**(Amounts in thousands)** 

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
|  | **Emerging Markets**<br>**Portfolio#** | **Emerging Markets**<br>**Portfolio#** | **Emerging Markets**<br>**Small Cap Portfolio#** | **Emerging Markets**<br>**Small Cap Portfolio#** | **Emerging Markets Value**<br>**Portfolio#** | **Emerging Markets Value**<br>**Portfolio#** |
|  | **Year**<br>**Ended**<br>**Oct 31,**<br>**2025** | **Year**<br>**Ended**<br>**Oct 31,**<br>**2024** | **Year**<br>**Ended**<br>**Oct 31,**<br>**2025** | **Year**<br>**Ended**<br>**Oct 31,**<br>**2024** | **Year**<br>**Ended**<br>**Oct 31,**<br>**2025** | **Year**<br>**Ended**<br>**Oct 31,**<br>**2024** |
|  **Increase (Decrease) in Net Assets** |  |  |  |  |  |  |
|  Operations: |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Net Investment Income (Loss) | $135838 | $126686 | $95374 | $96158 | $380628 | $362016 |
| &nbsp;&nbsp;&nbsp;&nbsp; Net Realized Gain (Loss) on: |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Transactions Allocated from Affiliated Investment Company | 35257 | (123337) | (177643) | (41750) | (37881) | 201683 |
| &nbsp;&nbsp;&nbsp;&nbsp; Change in Unrealized Appreciation (Depreciation) of: |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Transactions Allocated from Affiliated Investment Company | 1230249 | 1009914 | 631393 | 688635 | 2110197 | 1646744 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Net Increase (Decrease) in Net Assets Resulting from Operations | 1401344 | 1013263 | 549124 | 743043 | 2452944 | 2210443 |
|  Distributions: |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Institutional Class Shares | (163877) | (166182) | (119966) | (129086) | (487702) | (498903) |
|  Capital Share Transactions (1): |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Shares Issued | 852850 | 779831 | 245642 | 316686 | 1383177 | 1107678 |
| &nbsp;&nbsp;&nbsp;&nbsp; Shares Issued in Lieu of Cash Distributions | 157339 | 159937 | 110296 | 119113 | 468293 | 473233 |
| &nbsp;&nbsp;&nbsp;&nbsp; Shares Redeemed | (1176759) | (820824) | (691828) | (1037905) | (1919284) | (2217144) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Net Increase (Decrease) from Capital Share Transactions | (166570) | 118944 | (335890) | (602106) | (67814) | (636233) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Total Increase (Decrease) in Net Assets | 1070897 | 966025 | 93268 | 11851 | 1897428 | 1075307 |
|  **Net Assets** |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Beginning of Year | 5293090 | 4327065 | 3815970 | 3804119 | 11012141 | 9936834 |
| &nbsp;&nbsp;&nbsp;&nbsp; End of Year | $6363987 | $5293090 | $3909238 | $3815970 | $12909569 | $11012141 |
| **(1) Shares Issued and Redeemed:** |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Shares Issued | 27429 | 27460 | 9998 | 13700 | 43448 | 36093 |
| &nbsp;&nbsp;&nbsp;&nbsp; Shares Issued in Lieu of Cash Distributions | 4900 | 5561 | 4358 | 5080 | 14142 | 15492 |
| &nbsp;&nbsp;&nbsp;&nbsp; Shares Redeemed | (37891) | (28788) | (28811) | (44508) | (59317) | (73010) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Net Increase (Decrease) from Shares Issued and Redeemed | (5562) | 4233 | (14455) | (25728) | (1727) | (21425) |

---

# Investment Income and Realized and Unrealized Gain (Loss) were allocated from the Portfolio's Master Fund (Affiliated Investment Company).

See accompanying Notes to Financial Statements.

794

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##### [**Table of Contents**](#toc)
**DFA INVESTMENT DIMENSIONS GROUP INC.** 

**STATEMENTS OF CHANGES IN NET ASSETS** 

**(Amounts in thousands)** 

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
|  | **Emerging Markets Core<br>Equity 2 Portfolio** | **Emerging Markets Core<br>Equity 2 Portfolio** | **Emerging Markets Targeted<br>Value Portfolio** | **Emerging Markets Targeted<br>Value Portfolio** | **Emerging Markets ex China Core<br>Equity Portfolio** | **Emerging Markets ex China Core<br>Equity Portfolio** |
|  | **Year**<br>**Ended**<br>**Oct 31,**<br>**2025** | **Year**<br>**Ended**<br>**Oct 31,**<br>**2024** | **Year<br>Ended<br>Oct 31,<br>2025** | **Year<br>Ended<br>Oct 31,<br>2024** | **Year<br>Ended<br>Oct 31,<br>2025** | **Year<br>Ended<br>Oct 31,<br>2024** |
|  **Increase (Decrease) in Net Assets** |  |  |  |  |  |  |
|  Operations: |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Net Investment Income (Loss) | $753909 | $714882 | $6753 | $5790 | $27505 | $19384 |
| &nbsp;&nbsp;&nbsp;&nbsp; Net Realized Gain (Loss) on: |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Investment Securities Sold | 108655 | (248182) | (6022) | (4239) | (959) | 1277 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Affiliated Investment Companies Shares Sold | 45 | (40) |  |  | 2 | (1) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Futures | 35336 | 45277 | 165 | 421 | (438) | 928 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Foreign Currency Transactions | (5153) | (5074) | (11) | (136) | (326) | (163) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; In-Kind Redemptions | 6490 | 18232 |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Change in Unrealized Appreciation (Depreciation) of: |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Investment Securities and Foreign Currency | 5586066 | 4935739 | 48584 | 45069 | 202237 | 129583 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Affiliated Investment Companies Shares | (3) | 7 |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Futures | 7445 | 8979 | 59 | 118 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Translation of Foreign Currency-Denominated Amounts | 1383 | (760) | 8 | (5) | 50 | (36) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Net Increase (Decrease) in Net Assets Resulting from Operations | 6494173 | 5469060 | 49536 | 47018 | 228071 | 150972 |
|  Distributions: |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Institutional Class Shares | (1008598) | (885010) | (11365) | (12223) | (32735) | (21125) |
|  Capital Share Transactions (1): |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Shares Issued | 4194288 | 4452858 | 42214 | 47908 | 609966 | 394316 |
| &nbsp;&nbsp;&nbsp;&nbsp; Shares Issued in Lieu of Cash Distributions | 966719 | 845877 | 11199 | 11989 | 31580 | 19016 |
| &nbsp;&nbsp;&nbsp;&nbsp; Shares Redeemed | (5619856) | (4590388) | (50442) | (49388) | (501108) | (213310) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Net Increase (Decrease) from Capital Share Transactions | (458849) | 708347 | 2971 | 10509 | 140438 | 200022 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Total Increase (Decrease) in Net Assets | 5026726 | 5292397 | 41142 | 45304 | 335774 | 329869 |
|  **Net Assets** |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Beginning of Year | 28287324 | 22994927 | 264482 | 219178 | 900959 | 571090 |
| &nbsp;&nbsp;&nbsp;&nbsp; End of Year | $33314050 | $28287324 | $305624 | $264482 | $1236733 | $900959 |
| **(1) Shares Issued and Redeemed:** |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Shares Issued | 167775 | 193222 | 3625 | 4238 | 59039 | 38654 |
| &nbsp;&nbsp;&nbsp;&nbsp; Shares Issued in Lieu of Cash Distributions | 37619 | 36400 | 988 | 1134 | 2895 | 1835 |
| &nbsp;&nbsp;&nbsp;&nbsp; Shares Redeemed | (224304) | (197437) | (4317) | (4435) | (47103) | (20366) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Net Increase (Decrease) from Shares Issued and Redeemed | (18910) | 32185 | 296 | 937 | 14831 | 20123 |

---

![LOGO](g941358g01p00.jpg) The Portfolio commenced operations on November 15, 2021.

See accompanying Notes to Financial Statements.

795

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##### [**Table of Contents**](#toc)
**DFA INVESTMENT DIMENSIONS GROUP INC.** 

**FINANCIAL HIGHLIGHTS** 

**(for a share outstanding throughout each period)** 

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  | **Large Cap International Portfolio** | **Large Cap International Portfolio** | **Large Cap International Portfolio** | **Large Cap International Portfolio** | **Large Cap International Portfolio** |
|  | <br> **Year**<br> **Ended**<br> **Oct 31,**<br> **2025** | <br> **Year**<br> **Ended**<br> **Oct 31,<br>2024** | <br> **Year**<br> **Ended**<br> **Oct 31,<br>2023** | <br> **Year**<br> **Ended**<br> **Oct 31,<br>2022** | <br> **Year**<br> **Ended**<br> **Oct 31,<br>2021**  |
|  Net Asset Value, Beginning of Year | $27.69 | $23.34 | $21.06 | $27.63 | $20.90 |
|  <u>Income from Investment Operations (A)</u> |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Net Investment Income (Loss) | 0.86 | 0.79 | 0.76 | 0.78 | 0.70 |
| &nbsp;&nbsp;&nbsp;&nbsp; Net Gains (Losses) on Securities (Realized and Unrealized) | 5.88 | 4.45 | 2.22 | (6.54) | 6.70 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Total from Investment Operations | 6.74 | 5.24 | 2.98 | (5.76) | 7.40 |
|  <u>Less Distributions:</u> |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Net Investment Income | (0.92) | (0.89) | (0.70) | (0.81) | (0.67) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Total Distributions | (0.92) | (0.89) | (0.70) | (0.81) | (0.67) |
|  Net Asset Value, End of Year | $33.51 | $27.69 | $23.34 | $21.06 | $27.63 |
|  Total Return | 24.71% | 22.59% | 14.00% | (21.12%) | 35.55% |
|  Net Assets, End of Year (thousands) | $7193257 | $5940835 | $5118467 | $4820678 | $6032181 |
|  Ratio of Expenses to Average Net Assets | 0.18% | 0.17% | 0.17% | 0.17% | 0.19% |
|  Ratio of Expenses to Average Net Assets (Excluding Fees Waived, Expenses Reimbursed by Advisor and Fees Paid Indirectly) | 0.18% | 0.17% | 0.17% | 0.17% | 0.19% |
|  Ratio of Net Investment Income to Average Net Assets | 2.88% | 2.92% | 3.12% | 3.17% | 2.65% |
|  Portfolio Turnover Rate | 8% | 11% | 8% | 9% | 14% |

---

See page 1-2 for the Definitions of Abbreviations and Footnotes.

See accompanying Notes to Financial Statements.

796

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##### [**Table of Contents**](#toc)
**DFA INVESTMENT DIMENSIONS GROUP INC.** 

**FINANCIAL HIGHLIGHTS** 

**(for a share outstanding throughout each period)** 

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  | **International Core Equity 2 Portfolio** | **International Core Equity 2 Portfolio** | **International Core Equity 2 Portfolio** | **International Core Equity 2 Portfolio** | **International Core Equity 2 Portfolio** |
|  | <br> **Year**<br> **Ended**<br> **Oct 31,**<br> **2025** | <br> **Year**<br> **Ended**<br> **Oct 31,**<br> **2024** | <br> **Year**<br> **Ended**<br> **Oct 31,**<br> **2023** | <br> **Year**<br> **Ended**<br> **Oct 31,**<br> **2022** | <br> **Year**<br> **Ended**<br> **Oct 31,**<br> **2021**  |
|  Net Asset Value, Beginning of Year | $15.95 | $13.53 | $12.22 | $16.35 | $12.08 |
|  <u>Income from Investment Operations (A)</u> |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Net Investment Income (Loss) | 0.52 | 0.48 | 0.46 | 0.47 | 0.40 |
| &nbsp;&nbsp;&nbsp;&nbsp; Net Gains (Losses) on Securities (Realized and Unrealized) | 3.64 | 2.48 | 1.25 | (4.07) | 4.24 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Total from Investment Operations | 4.16 | 2.96 | 1.71 | (3.60) | 4.64 |
|  <u>Less Distributions:</u> |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Net Investment Income | (0.57) | (0.54) | (0.40) | (0.53) | (0.37) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Total Distributions | (0.57) | (0.54) | (0.40) | (0.53) | (0.37) |
|  Net Asset Value, End of Year | $19.54 | $15.95 | $13.53 | $12.22 | $16.35 |
|  Total Return | 26.48% | 22.01% | 13.84% | (22.29%) | 38.56% |
|  Net Assets, End of Year (thousands) | $36806894 | $30958417 | $27369353 | $26208206 | $34629583 |
|  Ratio of Expenses to Average Net Assets | 0.23% | 0.23% | 0.23% | 0.24% | 0.25% |
|  Ratio of Expenses to Average Net Assets (Excluding Fees Waived, Expenses Reimbursed by Advisor and Fees Paid Indirectly) | 0.23% | 0.23% | 0.23% | 0.24% | 0.25% |
|  Ratio of Net Investment Income to Average Net Assets | 3.00% | 3.05% | 3.21% | 3.27% | 2.56% |
|  Portfolio Turnover Rate | 8% | 12% | 9% | 11% | 8% |

---

See page 1-2 for the Definitions of Abbreviations and Footnotes.

See accompanying Notes to Financial Statements.

797

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##### [**Table of Contents**](#toc)
**DFA INVESTMENT DIMENSIONS GROUP INC.** 

**FINANCIAL HIGHLIGHTS** 

**(for a share outstanding throughout each period)** 

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  | **Global Small Company Portfolio** | **Global Small Company Portfolio** | **Global Small Company Portfolio** | **Global Small Company Portfolio** | **Global Small Company Portfolio** |
|  | <br> **Year**<br> **Ended**<br> &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Oct 31,** <br> **2025** | <br> **Year**<br> **Ended**<br> &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Oct 31, <br>2024** | <br> **Year**<br> **Ended**<br> &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Oct 31, <br>2023** | <br> **Year**<br> **Ended**<br> &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Oct 31, <br>2022** | <br> **Year**<br> **Ended**<br> &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Oct 31, <br>2021**  |
|  Net Asset Value, Beginning of Year | $15.74 | $12.62 | $12.52 | $15.52 | $10.50 |
|  <u>Income from Investment Operations (A)</u> |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Net Investment Income (Loss) | 0.27 | 0.25 | 0.24 | 0.23 | 0.22 |
| &nbsp;&nbsp;&nbsp;&nbsp; Net Gains (Losses) on Securities (Realized and Unrealized) | 1.72 | 3.24 | 0.02 | (2.68) | 4.97 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Total from Investment Operations | 1.99 | 3.49 | 0.26 | (2.45) | 5.19 |
|  <u>Less Distributions:</u> |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Net Investment Income | (0.29) | (0.26) | (0.16) | (0.25) | (0.17) |
| &nbsp;&nbsp;&nbsp;&nbsp; Net Realized Gains | (0.12) | (0.11) |  | (0.30) |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Total Distributions | (0.41) | (0.37) | (0.16) | (0.55) | (0.17) |
|  Net Asset Value, End of Year | $17.32 | $15.74 | $12.62 | $12.52 | $15.52 |
|  Total Return | 12.88% | 28.04% | 2.05% | (16.32%) | 49.81% |
|  Net Assets, End of Year (thousands) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$109365 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$97501 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$73599 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$82920 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$99631 |
|  Ratio of Expenses to Average Net Assets \*(B) | 0.42% | 0.42% | 0.42% | 0.44% | 0.47% |
|  Ratio of Expenses to Average Net Assets (Excluding Fees Waived, Expenses Reimbursed by Advisor) \*(B) | 0.64% | 0.65% | 0.64% | 0.66% | 0.71% |
|  Ratio of Net Investment Income to Average Net Assets | 1.69% | 1.69% | 1.81% | 1.66% | 1.49% |
|  Portfolio Turnover Rate \*\* | 8% | 14% | 18% | 13% | 14% |
|  \* The Ratio of Expenses to Average Net Assets is inclusive of acquired fund fees and expenses incurred by the Portfolio indirectly as a result of Portfolio's investment in Underlying Funds as follows: | 0.22% | 0.22% | 0.22% | 0.22% | 0.24% |

---

See page 1-2 for the Definitions of Abbreviations and Footnotes.

See accompanying Notes to Financial Statements.

798

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##### [**Table of Contents**](#toc)
**DFA INVESTMENT DIMENSIONS GROUP INC.** 

**FINANCIAL HIGHLIGHTS** 

**(for a share outstanding throughout each period)** 

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  | **International Small Company Portfolio** | **International Small Company Portfolio** | **International Small Company Portfolio** | **International Small Company Portfolio** | **International Small Company Portfolio** |
|  | <br> **Year**<br> **Ended**<br> **Oct 31,**<br> **2025** | <br> **Year**<br> **Ended**<br> **Oct 31,**<br> **2024** | <br> **Year**<br> **Ended**<br> **Oct 31,**<br> **2023** | <br> **Year**<br> **Ended**<br> **Oct 31,<br>2022** | <br> **Year**<br> **Ended**<br> **Oct 31,**<br> **2021**  |
|  Net Asset Value, Beginning of Year | $20.15 | $16.90 | $15.93 | $23.29 | $16.84 |
|  <u>Income from Investment Operations (A)</u> |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Net Investment Income (Loss) | 0.65 | 0.56 | 0.52 | 0.54 | 0.41 |
| &nbsp;&nbsp;&nbsp;&nbsp; Net Gains (Losses) on Securities (Realized and Unrealized) | 4.60 | 3.32 | 1.19 | (6.44) | 6.42 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Total from Investment Operations | 5.25 | 3.88 | 1.71 | (5.90) | 6.83 |
|  <u>Less Distributions:</u> |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Net Investment Income | (0.73) | (0.63) | (0.53) | (0.67) | (0.38) |
| &nbsp;&nbsp;&nbsp;&nbsp; Net Realized Gains |  |  | (0.21) | (0.79) |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Total Distributions | (0.73) | (0.63) | (0.74) | (1.46) | (0.38) |
|  Net Asset Value, End of Year | $24.67 | $20.15 | $16.90 | $15.93 | $23.29 |
|  Total Return | 26.50% | 23.07% | 10.58% | (26.55%) | 40.83% |
|  Net Assets, End of Year (thousands) | $14012702 | $12027928 | $10045487 | $9320095 | $13465853 |
|  Ratio of Expenses to Average Net Assets \*(B) | 0.39% | 0.39% | 0.39% | 0.41% | 0.46% |
|  Ratio of Expenses to Average Net Assets (Excluding Fees Waived, Expenses Reimbursed by Advisor) \*(B) | 0.39% | 0.39% | 0.39% | 0.41% | 0.46% |
|  Ratio of Net Investment Income to Average Net Assets | 2.99% | 2.82% | 2.89% | 2.79% | 1.90% |
|  Portfolio Turnover Rate \*\* | 14% | 17% | 12% | 13% | 16% |
|  \* The Ratio of Expenses to Average Net Assets is inclusive of acquired fund fees and expenses incurred by the Portfolio indirectly as a result of Portfolio's investment in Underlying Funds as follows: | 0.12% | 0.12% | 0.12% | 0.12% | 0.12% |

---

See page 1-2 for the Definitions of Abbreviations and Footnotes.

See accompanying Notes to Financial Statements.

799

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##### [**Table of Contents**](#toc)
**DFA INVESTMENT DIMENSIONS GROUP INC.** 

**FINANCIAL HIGHLIGHTS** 

**(for a share outstanding throughout each period)** 

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  | **Japanese Small Company Portfolio** | **Japanese Small Company Portfolio** | **Japanese Small Company Portfolio** | **Japanese Small Company Portfolio** | **Japanese Small Company Portfolio** |
|  | <br> **Year**<br> **Ended**<br> **Oct 31,**<br> **2025** | <br> **Year**<br> **Ended**<br> **Oct 31,**<br> **2024** | <br> **Year**<br> **Ended**<br> **Oct 31,**<br> **2023** | <br> **Year**<br> **Ended**<br> **Oct 31,**<br> **2022** | <br> **Year**<br> **Ended**<br> **Oct 31,**<br> **2021**  |
|  Net Asset Value, Beginning of Year | $22.73 | $20.96 | $18.69 | $25.80 | $23.39 |
|  <u>Income from Investment Operations (A)</u> |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Net Investment Income (Loss) | 0.62 | 0.52 | 0.49 | 0.48 | 0.44 |
| &nbsp;&nbsp;&nbsp;&nbsp; Net Gains (Losses) on Securities (Realized and Unrealized) | 5.20 | 2.67 | 2.87 | (6.33) | 2.51 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Total from Investment Operations | 5.82 | 3.19 | 3.36 | (5.85) | 2.95 |
|  <u>Less Distributions:</u> |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Net Investment Income | (0.70) | (1.03) | (0.26) | (0.53) | (0.54) |
| &nbsp;&nbsp;&nbsp;&nbsp; Net Realized Gains |  | (0.39) | (0.83) | (0.73) |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Total Distributions | (0.70) | (1.42) | (1.09) | (1.26) | (0.54) |
|  Net Asset Value, End of Year | $27.85 | $22.73 | $20.96 | $18.69 | $25.80 |
|  Total Return | 26.32% | 15.64% | 18.33% | (23.79%) | 12.66% |
|  Net Assets, End of Year (thousands) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$241882 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$217203 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$248620 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$267551 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$379837 |
|  Ratio of Expenses to Average Net Assets (B) | 0.40% | 0.40% | 0.40% | 0.42% | 0.47% |
|  Ratio of Expenses to Average Net Assets (Excluding Fees Waived, Expenses Reimbursed by Advisor) (B) | 0.50% | 0.50% | 0.50% | 0.52% | 0.57% |
|  Ratio of Net Investment Income to Average Net Assets | 2.56% | 2.31% | 2.33% | 2.24% | 1.69% |
|  Portfolio Turnover Rate | 14% | 14% | 9% | 11% | 11% |

---

See page 1-2 for the Definitions of Abbreviations and Footnotes.

See accompanying Notes to Financial Statements.

800

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##### [**Table of Contents**](#toc)
**DFA INVESTMENT DIMENSIONS GROUP INC.** 

**FINANCIAL HIGHLIGHTS** 

**(for a share outstanding throughout each period)** 

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  | **Asia Pacific Small Company Portfolio** | **Asia Pacific Small Company Portfolio** | **Asia Pacific Small Company Portfolio** | **Asia Pacific Small Company Portfolio** | **Asia Pacific Small Company Portfolio** |
|  | <br> **Year**<br> **Ended**<br> **Oct 31,**<br> **2025** | <br> **Year**<br> **Ended**<br> **Oct 31,<br>2024** | <br> **Year**<br> **Ended**<br> **Oct 31,**<br> **2023** | <br> **Year**<br> **Ended**<br> **Oct 31,**<br> **2022** | <br> **Year**<br> **Ended**<br> **Oct 31,**<br> **2021**  |
|  Net Asset Value, Beginning of Year | $18.49 | $15.90 | $17.39 | $26.94 | $20.13 |
|  <u>Income from Investment Operations (A)</u> |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Net Investment Income (Loss) | 0.70 | 0.59 | 0.73 | 0.84 | 0.75 |
| &nbsp;&nbsp;&nbsp;&nbsp; Net Gains (Losses) on Securities (Realized and Unrealized) | 3.68 | 2.82 | (0.46) | (7.40) | 6.74 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Total from Investment Operations | 4.38 | 3.41 | 0.27 | (6.56) | 7.49 |
|  <u>Less Distributions:</u> |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Net Investment Income | (0.78) | (0.82) | (0.75) | (1.07) | (0.68) |
| &nbsp;&nbsp;&nbsp;&nbsp; Net Realized Gains |  |  | (1.01) | (1.92) |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Total Distributions | (0.78) | (0.82) | (1.76) | (2.99) | (0.68) |
|  Net Asset Value, End of Year | $22.09 | $18.49 | $15.90 | $17.39 | $26.94 |
|  Total Return | 24.88% | 22.05% | 0.37% | (26.90%) | 37.81% |
|  Net Assets, End of Year (thousands) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$184826 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$153631 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$163212 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$230202 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$381490 |
|  Ratio of Expenses to Average Net Assets (B) | 0.41% | 0.41% | 0.40% | 0.42% | 0.48% |
|  Ratio of Expenses to Average Net Assets (Excluding Fees Waived, Expenses Reimbursed by Advisor) (B) | 0.51% | 0.51% | 0.50% | 0.52% | 0.58% |
|  Ratio of Net Investment Income to Average Net Assets | 3.80% | 3.36% | 4.08% | 3.95% | 3.01% |
|  Portfolio Turnover Rate | 21% | 23% | 17% | 19% | 19% |

---

See page 1-2 for the Definitions of Abbreviations and Footnotes.

See accompanying Notes to Financial Statements.

801

------

##### [**Table of Contents**](#toc)
**DFA INVESTMENT DIMENSIONS GROUP INC.** 

**FINANCIAL HIGHLIGHTS** 

**(for a share outstanding throughout each period)** 

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  | **United Kingdom Small Company Portfolio** | **United Kingdom Small Company Portfolio** | **United Kingdom Small Company Portfolio** | **United Kingdom Small Company Portfolio** | **United Kingdom Small Company Portfolio** |
|  | <br> **Year**<br> **Ended**<br> **Oct 31,**<br> **2025** | <br> **Year**<br> **Ended**<br> **Oct 31,**<br> **2024** | <br> **Year**<br> **Ended**<br> **Oct 31,**<br> **2023** | <br> **Year**<br> **Ended**<br> **Oct 31,**<br> **2022** | <br> **Year**<br> **Ended**<br> **Oct 31,**<br> **2021**  |
|  Net Asset Value, Beginning of Year | $26.71 | $21.17 | $19.89 | $31.72 | $21.35 |
|  <u>Income from Investment Operations (A)</u> |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Net Investment Income (Loss) | 1.04 | 0.85 | 0.82 | 0.94 | 0.58 |
| &nbsp;&nbsp;&nbsp;&nbsp; Net Gains (Losses) on Securities (Realized and Unrealized) | 2.45 | 5.78 | 0.96 | (11.25) | 10.31 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Total from Investment Operations | 3.49 | 6.63 | 1.78 | (10.31) | 10.89 |
|  <u>Less Distributions:</u> |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Net Investment Income | (1.17) | (1.09) | (0.50) | (0.97) | (0.52) |
| &nbsp;&nbsp;&nbsp;&nbsp; Net Realized Gains |  |  |  | (0.55) |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Total Distributions | (1.17) | (1.09) | (0.50) | (1.52) | (0.52) |
|  Net Asset Value, End of Year | $29.03 | $26.71 | $21.17 | $19.89 | $31.72 |
|  Total Return | 13.18% | 31.58% | 8.78% | (33.62%) | 51.31% |
|  Net Assets, End of Year (thousands) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$22867 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$20983 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$18698 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$18398 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$44133 |
|  Ratio of Expenses to Average Net Assets (B) | 0.51% | 0.51% | 0.51% | 0.56% | 0.59% |
|  Ratio of Expenses to Average Net Assets (Excluding Fees Waived, Expenses Reimbursed by Advisor) (B) | 0.61% | 0.61% | 0.61% | 0.66% | 0.74% |
|  Ratio of Net Investment Income to Average Net Assets | 3.84% | 3.28% | 3.50% | 3.62% | 1.88% |
|  Portfolio Turnover Rate | 19% | 20% | 9% | 14% | 12% |

---

See page 1-2 for the Definitions of Abbreviations and Footnotes.

See accompanying Notes to Financial Statements.

802

------

##### [**Table of Contents**](#toc)
**DFA INVESTMENT DIMENSIONS GROUP INC.** 

**FINANCIAL HIGHLIGHTS** 

**(for a share outstanding throughout each period)** 

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  | **Continental Small Company Portfolio** | **Continental Small Company Portfolio** | **Continental Small Company Portfolio** | **Continental Small Company Portfolio** | **Continental Small Company Portfolio** |
|  | <br> **Year**<br> **Ended**<br> **Oct 31,**<br> **2025** | <br> **Year**<br> **Ended**<br> **Oct 31,<br>2024** | <br> **Year**<br> **Ended**<br> **Oct 31,<br>2023** | <br> **Year**<br> **Ended**<br> **Oct 31,<br>2022** | <br> **Year**<br> **Ended**<br> **Oct 31,<br>2021**  |
|  Net Asset Value, Beginning of Year | $30.92 | $25.68 | $23.75 | $35.27 | $23.82 |
|  <u>Income from Investment Operations (A)</u> |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Net Investment Income (Loss) | 0.73 | 0.86 | 0.81 | 0.76 | 0.57 |
| &nbsp;&nbsp;&nbsp;&nbsp; Net Gains (Losses) on Securities (Realized and Unrealized) | 7.09 | 5.22 | 1.96 | (10.80) | 11.45 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Total from Investment Operations | 7.82 | 6.08 | 2.77 | (10.04) | 12.02 |
|  <u>Less Distributions:</u> |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Net Investment Income | (1.57) | (0.84) | (0.84) | (0.80) | (0.57) |
| &nbsp;&nbsp;&nbsp;&nbsp; Net Realized Gains |  |  |  | (0.68) |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Total Distributions | (1.57) | (0.84) | (0.84) | (1.48) | (0.57) |
|  Net Asset Value, End of Year | $37.17 | $30.92 | $25.68 | $23.75 | $35.27 |
|  Total Return | 26.02% | 23.74% | 11.43% | (29.26%) | 50.70% |
|  Net Assets, End of Year (thousands) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$115626 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$796874 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$657020 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$616323 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$867759 |
|  Ratio of Expenses to Average Net Assets (B) | 0.42% | 0.40% | 0.39% | 0.42% | 0.47% |
|  Ratio of Expenses to Average Net Assets (Excluding Fees Waived, Expenses Reimbursed by Advisor) (B) | 0.52% | 0.50% | 0.49% | 0.52% | 0.57% |
|  Ratio of Net Investment Income to Average Net Assets | 2.29% | 2.82% | 2.88% | 2.61% | 1.76% |
|  Portfolio Turnover Rate | 10% | 16% | 11% | 11% | 17% |

---

See page 1-2 for the Definitions of Abbreviations and Footnotes.

See accompanying Notes to Financial Statements.

803

------

##### [**Table of Contents**](#toc)
**DFA INVESTMENT DIMENSIONS GROUP INC.** 

**FINANCIAL HIGHLIGHTS** 

**(for a share outstanding throughout each period)** 

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  | **DFA International Real Estate Securities Portfolio** | **DFA International Real Estate Securities Portfolio** | **DFA International Real Estate Securities Portfolio** | **DFA International Real Estate Securities Portfolio** | **DFA International Real Estate Securities Portfolio** |
|  | <br> **Year**<br> **Ended**<br> **Oct 31,**<br> **2025** | <br> **Year**<br> **Ended**<br> **Oct 31,**<br> **2024** | <br> **Year**<br> **Ended**<br> **Oct 31,**<br> **2023** | <br> **Year**<br> **Ended**<br> **Oct 31,**<br> **2022** | <br> **Year**<br> **Ended**<br> **Oct 31,**<br> **2021**  |
|  Net Asset Value, Beginning of Year | $3.74 | $3.26 | $3.38 | $5.04 | $3.77 |
|  <u>Income from Investment Operations (A)</u> |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Net Investment Income (Loss) | 0.16 | 0.15 | 0.16 | 0.15 | 0.16 |
| &nbsp;&nbsp;&nbsp;&nbsp; Net Gains (Losses) on Securities (Realized and Unrealized) | 0.29 | 0.52 | (0.28) | (1.44) | 1.11 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Total from Investment Operations | 0.45 | 0.67 | (0.12) | (1.29) | 1.27 |
|  <u>Less Distributions:</u> |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Net Investment Income | (0.20) | (0.19) |  | (0.37) |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Total Distributions | (0.20) | (0.19) |  | (0.37) |  |
|  Net Asset Value, End of Year | $3.99 | $3.74 | $3.26 | $3.38 | $5.04 |
|  Total Return | 13.08% | 20.91% | (3.55%) | (27.50%) | 33.69% |
|  Net Assets, End of Year (thousands) | $3348615 | $3410481 | $3514043 | $4452148 | $5987464 |
|  Ratio of Expenses to Average Net Assets | 0.27% | 0.27% | 0.26% | 0.27% | 0.27% |
|  Ratio of Expenses to Average Net Assets (Excluding Fees Waived, Expenses Reimbursed by Advisor and Fees Paid Indirectly) | 0.28% | 0.27% | 0.27% | 0.27% | 0.27% |
|  Ratio of Net Investment Income to Average Net Assets | 4.32% | 4.22% | 4.30% | 3.67% | 3.29% |
|  Portfolio Turnover Rate | 3% | 4% | 6% | 6% | 8% |

---

See page 1-2 for the Definitions of Abbreviations and Footnotes.

See accompanying Notes to Financial Statements.

804

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##### [**Table of Contents**](#toc)
**DFA INVESTMENT DIMENSIONS GROUP INC.** 

**FINANCIAL HIGHLIGHTS** 

**(for a share outstanding throughout each period)** 

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  | **DFA Global Real Estate Securities Portfolio** | **DFA Global Real Estate Securities Portfolio** | **DFA Global Real Estate Securities Portfolio** | **DFA Global Real Estate Securities Portfolio** | **DFA Global Real Estate Securities Portfolio** |
|  | **Year<br>Ended<br>Oct 31,<br>2025** | **Year<br>Ended<br>Oct 31,<br>2024** | **Year<br>Ended<br>Oct 31,<br>2023** | **Year<br>Ended<br>Oct 31,<br>2022** | **Year<br>Ended<br>Oct 31,<br>2021** |
|  Net Asset Value, Beginning of Year | $11.05 | $8.76 | $9.86 | $13.29 | $9.57 |
|  <u>Income from Investment Operations (A)</u> |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Net Investment Income (Loss) | 0.39 | 0.39 | 0.21 | 0.49 | 0.16 |
| &nbsp;&nbsp;&nbsp;&nbsp; Net Gains (Losses) on Securities (Realized and Unrealized) | (0.21) | 2.24 | (0.76) | (3.32) | 3.80 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Total from Investment Operations | 0.18 | 2.63 | (0.55) | (2.83) | 3.96 |
|  <u>Less Distributions:</u> |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Net Investment Income | (0.38) | (0.34) | (0.14) | (0.48) | (0.20) |
| &nbsp;&nbsp;&nbsp;&nbsp; Net Realized Gains |  |  | (0.41) | (0.12) | (0.04) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Total Distributions | (0.38) | (0.34) | (0.55) | (0.60) | (0.24) |
|  Net Asset Value, End of Year | $10.85 | $11.05 | $8.76 | $9.86 | $13.29 |
|  Total Return | 1.77% | 30.50% | (6.27%) | (22.34%) | 42.08% |
|  Net Assets, End of Year (thousands) | $7059143 | $7595939 | $6661881 | $7871073 | $10537586 |
|  Ratio of Expenses to Average Net Assets \*(B) | 0.22% | 0.22% | 0.23% | 0.24% | 0.24% |
|  Ratio of Expenses to Average Net Assets (Excluding Fees Waived, Expenses Reimbursed by Advisor and Fees Paid Indirectly) \*(B) | 0.29% | 0.28% | 0.31% | 0.33% | 0.34% |
|  Ratio of Net Investment Income to Average Net Assets | 3.66% | 3.83% | 2.12% | 4.14% | 1.33% |
|  Portfolio Turnover Rate | 4% | 3% |  | 1% | 1% |
|  \* The Ratio of Expenses to Average Net Assets is inclusive of acquired fund fees and expenses incurred by the Portfolio indirectly as a result of Portfolio's investment in Underlying Funds as follows: | 0.07% | 0.07% | 0.09% | 0.10% | 0.11% |

---

See page 1-2 for the Definitions of Abbreviations and Footnotes.

See accompanying Notes to Financial Statements.

805

------

##### [**Table of Contents**](#toc)
**DFA INVESTMENT DIMENSIONS GROUP INC.** 

**FINANCIAL HIGHLIGHTS** 

**(for a share outstanding throughout each period)** 

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  | **DFA International Small Cap Value Portfolio** | **DFA International Small Cap Value Portfolio** | **DFA International Small Cap Value Portfolio** | **DFA International Small Cap Value Portfolio** | **DFA International Small Cap Value Portfolio** |
|  | **Year<br>Ended<br>Oct 31,<br>2025** | **Year<br>Ended<br>Oct 31,<br>2024** | **Year<br>Ended<br>Oct 31,<br>2023** | **Year<br>Ended<br>Oct 31,<br>2022** | **Year<br>Ended<br>Oct 31,<br>2021** |
|  Net Asset Value, Beginning of Year | $22.73 | $19.20 | $16.81 | $22.14 | $15.65 |
|  <u>Income from Investment Operations (A)</u> |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Net Investment Income (Loss) | 0.94 | 0.71 | 0.66 | 0.61 | 0.44 |
| &nbsp;&nbsp;&nbsp;&nbsp; Net Gains (Losses) on Securities (Realized and Unrealized) | 7.68 | 3.73 | 2.33 | (5.05) | 6.48 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Total from Investment Operations | 8.62 | 4.44 | 2.99 | (4.44) | 6.92 |
|  <u>Less Distributions:</u> |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Net Investment Income | (1.05) | (0.88) | (0.60) | (0.73) | (0.43) |
| &nbsp;&nbsp;&nbsp;&nbsp; Net Realized Gains | (0.18) | (0.03) |  | (0.16) |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Total Distributions | (1.23) | (0.91) | (0.60) | (0.89) | (0.43) |
|  Net Asset Value, End of Year | $30.12 | $22.73 | $19.20 | $16.81 | $22.14 |
|  Total Return | 39.00% | 23.41% | 17.80% | (20.53%) | 44.61% |
|  Net Assets, End of Year (thousands) | $13483450 | $11285138 | $10041697 | $9664700 | $12784711 |
|  Ratio of Expenses to Average Net Assets | 0.42% | 0.43% | 0.43% | 0.46% | 0.53% |
|  Ratio of Expenses to Average Net Assets (Excluding Fees Paid Indirectly) | 0.43% | 0.43% | 0.43% | 0.46% | 0.53% |
|  Ratio of Net Investment Income to Average Net Assets | 3.68% | 3.22% | 3.35% | 3.13% | 2.13% |
|  Portfolio Turnover Rate | 14% | 14% | 13% | 24% | 15% |

---

See page 1-2 for the Definitions of Abbreviations and Footnotes.

See accompanying Notes to Financial Statements.

806

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##### [**Table of Contents**](#toc)
**DFA INVESTMENT DIMENSIONS GROUP INC.** 

**FINANCIAL HIGHLIGHTS** 

**(for a share outstanding throughout each period)** 

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  | **International Vector Equity Portfolio** | **International Vector Equity Portfolio** | **International Vector Equity Portfolio** | **International Vector Equity Portfolio** | **International Vector Equity Portfolio** |
|  | **Year<br>Ended<br>Oct 31,<br>2025** | **Year<br>Ended<br>Oct 31,<br>2024** | **Year<br>Ended<br>Oct 31,<br>2023** | **Year<br>Ended<br>Oct 31,<br>2022** | **Year<br>Ended<br>Oct 31,<br>2021** |
|  Net Asset Value, Beginning of Year | $13.97 | $11.87 | $10.67 | $14.51 | $10.42 |
|  <u>Income from Investment Operations (A)</u> |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Net Investment Income (Loss) | 0.46 | 0.42 | 0.40 | 0.40 | 0.32 |
| &nbsp;&nbsp;&nbsp;&nbsp; Net Gains (Losses) on Securities (Realized and Unrealized) | 3.38 | 2.19 | 1.14 | (3.52) | 4.06 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Total from Investment Operations | 3.84 | 2.61 | 1.54 | (3.12) | 4.38 |
|  <u>Less Distributions:</u> |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Net Investment Income | (0.53) | (0.51) | (0.34) | (0.45) | (0.29) |
| &nbsp;&nbsp;&nbsp;&nbsp; Net Realized Gains |  |  |  | (0.27) |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Total Distributions | (0.53) | (0.51) | (0.34) | (0.72) | (0.29) |
|  Net Asset Value, End of Year | $17.28 | $13.97 | $11.87 | $10.67 | $14.51 |
|  Total Return | 27.95% | 22.15% | 14.34% | (22.16%) | 42.24% |
|  Net Assets, End of Year (thousands) | $4001552 | $3429184 | $3032135 | $2882931 | $3716790 |
|  Ratio of Expenses to Average Net Assets | 0.30% | 0.34% | 0.34% | 0.36% | 0.42% |
|  Ratio of Expenses to Average Net Assets (Excluding Fees Paid Indirectly) | 0.31% | 0.34% | 0.34% | 0.36% | 0.42% |
|  Ratio of Net Investment Income to Average Net Assets | 3.01% | 3.06% | 3.20% | 3.16% | 2.35% |
|  Portfolio Turnover Rate | 10% | 27% | 13% | 17% | 15% |

---

See page 1-2 for the Definitions of Abbreviations and Footnotes.

See accompanying Notes to Financial Statements.

807

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##### [**Table of Contents**](#toc)
**DFA INVESTMENT DIMENSIONS GROUP INC.** 

**FINANCIAL HIGHLIGHTS** 

**(for a share outstanding throughout each period)** 

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  | **International High Relative Profitability Portfolio** | **International High Relative Profitability Portfolio** | **International High Relative Profitability Portfolio** | **International High Relative Profitability Portfolio** | **International High Relative Profitability Portfolio** |
|  | **Year<br>Ended<br>Oct 31,<br>2025** | **Year<br>Ended<br>Oct 31,<br>2024** | **Year<br>Ended<br>Oct 31,<br>2023** | **Year<br>Ended<br>Oct 31,<br>2022** | **Year<br>Ended<br>Oct 31,<br>2021** |
|  Net Asset Value, Beginning of Year | $12.91 | $11.20 | $10.12 | $13.73 | $10.64 |
|  <u>Income from Investment Operations (A)</u> |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Net Investment Income (Loss) | 0.36 | 0.32 | 0.32 | 0.38 | 0.30 |
| &nbsp;&nbsp;&nbsp;&nbsp; Net Gains (Losses) on Securities (Realized and Unrealized) | 2.18 | 1.70 | 1.07 | (3.51) | 3.08 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Total from Investment Operations | 2.54 | 2.02 | 1.39 | (3.13) | 3.38 |
|  <u>Less Distributions:</u> |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Net Investment Income | (0.31) | (0.31) | (0.31) | (0.37) | (0.29) |
| &nbsp;&nbsp;&nbsp;&nbsp; Net Realized Gains |  |  |  | (0.11) |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Total Distributions | (0.31) | (0.31) | (0.31) | (0.48) | (0.29) |
|  Net Asset Value, End of Year | $15.14 | $12.91 | $11.20 | $10.12 | $13.73 |
|  Total Return | 19.86% | 18.04% | 13.58% | (23.22%) | 31.85% |
|  Net Assets, End of Year (thousands) | $1702309 | $1529047 | $1473478 | $1606634 | $2183724 |
|  Ratio of Expenses to Average Net Assets | 0.29% | 0.30% | 0.30% | 0.30% | 0.30% |
|  Ratio of Expenses to Average Net Assets (Excluding Fees Waived, Expenses Reimbursed by Advisor and Fees Paid Indirectly) | 0.30% | 0.30% | 0.30% | 0.30% | 0.30% |
|  Ratio of Net Investment Income to Average Net Assets | 2.60% | 2.45% | 2.71% | 3.15% | 2.30% |
|  Portfolio Turnover Rate | 14% | 15% | 11% | 22% | 15% |

---

See page 1-2 for the Definitions of Abbreviations and Footnotes.

See accompanying Notes to Financial Statements.

808

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##### [**Table of Contents**](#toc)
**DFA INVESTMENT DIMENSIONS GROUP INC.** 

**FINANCIAL HIGHLIGHTS** 

**(for a share outstanding throughout each period)** 

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  | **World Ex U.S. Value Portfolio** | **World Ex U.S. Value Portfolio** | **World Ex U.S. Value Portfolio** | **World Ex U.S. Value Portfolio** | **World Ex U.S. Value Portfolio** |
|  | **Year<br>Ended<br>Oct 31,<br>2025** | **Year<br>Ended<br>Oct 31,<br>2024** | **Year<br>Ended<br>Oct 31,<br>2023** | **Year<br>Ended<br>Oct 31,<br>2022** | **Year<br>Ended<br>Oct 31,<br>2021** |
|  Net Asset Value, Beginning of Year | $13.28 | $11.34 | $10.14 | $12.67 | $8.99 |
|  <u>Income from Investment Operations (A)</u> |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Net Investment Income (Loss) | 0.52 | 0.47 | 0.48 | 0.47 | 0.38 |
| &nbsp;&nbsp;&nbsp;&nbsp; Net Gains (Losses) on Securities (Realized and Unrealized) | 3.33 | 2.04 | 1.20 | (2.49) | 3.66 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Total from Investment Operations | 3.85 | 2.51 | 1.68 | (2.02) | 4.04 |
|  <u>Less Distributions:</u> |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Net Investment Income | (0.56) | (0.57) | (0.48) | (0.51) | (0.36) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Total Distributions | (0.56) | (0.57) | (0.48) | (0.51) | (0.36) |
|  Net Asset Value, End of Year | $16.57 | $13.28 | $11.34 | $10.14 | $12.67 |
|  Total Return | 29.56% | 22.36% | 16.53% | (16.23%) | 45.23% |
|  Net Assets, End of Year (thousands) | $397255 | $282628 | $241685 | $194259 | $308666 |
|  Ratio of Expenses to Average Net Assets \*(B) | 0.37% | 0.38% | 0.36% | 0.40% | 0.44% |
|  Ratio of Expenses to Average Net Assets (Excluding Fees Waived, Expenses Reimbursed by Advisor and Fees Paid<br>Indirectly) \*(B) | 0.56% | 0.57% | 0.55% | 0.59% | 0.64% |
|  Ratio of Net Investment Income to Average Net Assets | 3.62% | 3.65% | 4.08% | 4.02% | 3.14% |
|  Portfolio Turnover Rate \*\* | 12% | 13% | 13% | 15% | 11% |
|  \* The Ratio of Expenses to Average Net Assets is inclusive of acquired fund fees and expenses incurred by the Portfolio indirectly as a result of Portfolio's investment in Underlying Funds as follows: | 0.19% | 0.19% | 0.19% | 0.19% | 0.20% |

---

See page 1-2 for the Definitions of Abbreviations and Footnotes.

See accompanying Notes to Financial Statements.

809

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##### [**Table of Contents**](#toc)
**DFA INVESTMENT DIMENSIONS GROUP INC.** 

**FINANCIAL HIGHLIGHTS** 

**(for a share outstanding throughout each period)** 

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  | **World Ex U.S. Core Equity Portfolio** | **World Ex U.S. Core Equity Portfolio** | **World Ex U.S. Core Equity Portfolio** | **World Ex U.S. Core Equity Portfolio** | **World Ex U.S. Core Equity Portfolio** |
|  | **Year<br>Ended<br>Oct 31,<br>2025** | **Year<br>Ended<br>Oct 31,<br>2024** | **Year<br>Ended<br>Oct 31,<br>2023** | **Year<br>Ended<br>Oct 31,<br>2022** | **Year<br>Ended<br>Oct 31,<br>2021** |
|  Net Asset Value, Beginning of Year | $13.53 | $11.44 | $10.35 | $13.84 | $10.44 |
|  <u>Income from Investment Operations (A)</u> |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Net Investment Income (Loss) | 0.41 | 0.38 | 0.38 | 0.40 | 0.33 |
| &nbsp;&nbsp;&nbsp;&nbsp; Net Gains (Losses) on Securities (Realized and Unrealized) | 2.97 | 2.14 | 1.08 | (3.48) | 3.40 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Total from Investment Operations | 3.38 | 2.52 | 1.46 | (3.08) | 3.73 |
|  <u>Less Distributions:</u> |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Net Investment Income | (0.47) | (0.43) | (0.37) | (0.41) | (0.33) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Total Distributions | (0.47) | (0.43) | (0.37) | (0.41) | (0.33) |
|  Net Asset Value, End of Year | $16.44 | $13.53 | $11.44 | $10.35 | $13.84 |
|  Total Return | 25.43% | 22.10% | 14.01% | (22.55%) | 35.87% |
|  Net Assets, End of Year (thousands) | $4714458 | $4066463 | $3343709 | $3122060 | $4089166 |
|  Ratio of Expenses to Average Net Assets | 0.30% | 0.30% | 0.30% | 0.30% | 0.32% |
|  Ratio of Expenses to Average Net Assets (Excluding Fees Waived, Expenses Reimbursed by Advisor and Fees Paid Indirectly) | 0.30% | 0.30% | 0.30% | 0.30% | 0.32% |
|  Ratio of Net Investment Income to Average Net Assets | 2.86% | 2.87% | 3.12% | 3.25% | 2.49% |
|  Portfolio Turnover Rate | 8% | 18% | 10% | 12% | 6% |

---

See page 1-2 for the Definitions of Abbreviations and Footnotes.

See accompanying Notes to Financial Statements.

810

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##### [**Table of Contents**](#toc)
**DFA INVESTMENT DIMENSIONS GROUP INC.** 

**FINANCIAL HIGHLIGHTS** 

**(for a share outstanding throughout each period)** 

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  | **World Ex U.S. Targeted Value Portfolio** | **World Ex U.S. Targeted Value Portfolio** | **World Ex U.S. Targeted Value Portfolio** | **World Ex U.S. Targeted Value Portfolio** | **World Ex U.S. Targeted Value Portfolio** |
|  | **Year<br>Ended<br>Oct 31,<br>2025** | **Year<br>Ended<br>Oct 31,<br>2024** | **Year<br>Ended<br>Oct 31,<br>2023** | **Year<br>Ended<br>Oct 31,<br>2022** | **Year<br>Ended<br>Oct 31,<br>2021** |
|  Net Asset Value, Beginning of Year | $14.80 | $12.39 | $11.02 | $15.29 | $10.91 |
|  <u>Income from Investment Operations (A)</u> |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Net Investment Income (Loss) | 0.49 | 0.41 | 0.40 | 0.39 | 0.32 |
| &nbsp;&nbsp;&nbsp;&nbsp; Net Gains (Losses) on Securities (Realized and Unrealized) | 3.66 | 2.42 | 1.35 | (3.55) | 4.34 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Total from Investment Operations | 4.15 | 2.83 | 1.75 | (3.16) | 4.66 |
|  <u>Less Distributions:</u> |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Net Investment Income | (0.52) | (0.42) | (0.38) | (0.39) | (0.28) |
| &nbsp;&nbsp;&nbsp;&nbsp; Net Realized Gains |  |  |  | (0.72) |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Total Distributions | (0.52) | (0.42) | (0.38) | (1.11) | (0.28) |
|  Net Asset Value, End of Year | $18.43 | $14.80 | $12.39 | $11.02 | $15.29 |
|  Total Return | 28.44% | 22.91% | 15.76% | (21.77%) | 42.81% |
|  Net Assets, End of Year (thousands) | $805932 | $712102 | $637254 | $567557 | $774324 |
|  Ratio of Expenses to Average Net Assets | 0.48% | 0.48% | 0.48% | 0.52% | 0.55% |
|  Ratio of Expenses to Average Net Assets (Excluding Fees Waived, Expenses Reimbursed by Advisor and Fees Paid Indirectly) | 0.48% | 0.48% | 0.48% | 0.52% | 0.55% |
|  Ratio of Net Investment Income to Average Net Assets | 3.06% | 2.87% | 3.08% | 2.98% | 2.20% |
|  Portfolio Turnover Rate | 17% | 20% | 24% | 35% | 28% |

---

See page 1-2 for the Definitions of Abbreviations and Footnotes.

See accompanying Notes to Financial Statements.

811

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##### [**Table of Contents**](#toc)
**DFA INVESTMENT DIMENSIONS GROUP INC.** 

**FINANCIAL HIGHLIGHTS** 

**(for a share outstanding throughout each period)** 

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  | **World Core Equity Portfolio** | **World Core Equity Portfolio** | **World Core Equity Portfolio** | **World Core Equity Portfolio** | **World Core Equity Portfolio** |
|  | **Year<br>Ended<br>Oct 31,<br>2025** | **Year<br>Ended<br>Oct 31,<br>2024** | **Year<br>Ended<br>Oct 31,<br>2023** | **Year<br>Ended<br>Oct 31,<br>2022** | **Year<br>Ended<br>Oct 31,<br>2021** |
|  Net Asset Value, Beginning of Year | $24.56 | $19.35 | $18.24 | $22.56 | $16.29 |
|  <u>Income from Investment Operations (A)</u> |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Net Investment Income (Loss) | 0.46 | 0.47 | 0.39 | 0.45 | 0.34 |
| &nbsp;&nbsp;&nbsp;&nbsp; Net Gains (Losses) on Securities (Realized and Unrealized) | 4.36 | 5.44 | 1.38 | (4.15) | 6.27 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Total from Investment Operations | 4.82 | 5.91 | 1.77 | (3.70) | 6.61 |
|  <u>Less Distributions:</u> |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Net Investment Income | (0.48) | (0.47) | (0.39) | (0.45) | (0.34) |
| &nbsp;&nbsp;&nbsp;&nbsp; Net Realized Gains | (0.33) | (0.23) | (0.27) | (0.17) |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Total Distributions | (0.81) | (0.70) | (0.66) | (0.62) | (0.34) |
|  Net Asset Value, End of Year | $28.57 | $24.56 | $19.35 | $18.24 | $22.56 |
|  Total Return | 20.05% | 30.94% | 9.65% | (16.62%) | 40.75% |
|  Net Assets, End of Year (thousands) | $1201053 | $1129123 | $957732 | $949017 | $1088714 |
|  Ratio of Expenses to Average Net Assets \*(B) | 0.27% | 0.27% | 0.27% | 0.27% | 0.28% |
|  Ratio of Expenses to Average Net Assets (Excluding Fees Waived, Expenses Reimbursed by Advisor) \*(B) | 0.44% | 0.44% | 0.44% | 0.45% | 0.46% |
|  Ratio of Net Investment Income to Average Net Assets | 1.84% | 2.06% | 1.94% | 2.22% | 1.64% |
|  Portfolio Turnover Rate | 8% | 4% | N/A | N/A | N/A |
|  \* The Ratio of Expenses to Average Net Assets is inclusive of acquired fund fees and expenses incurred by the Portfolio indirectly as a result of Portfolio's investment in Underlying Funds as follows: | 0.20% | 0.20% | 0.20% | 0.20% | 0.22% |

---

See page 1-2 for the Definitions of Abbreviations and Footnotes.

See accompanying Notes to Financial Statements.

812

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##### [**Table of Contents**](#toc)
**DFA INVESTMENT DIMENSIONS GROUP INC.** 

**FINANCIAL HIGHLIGHTS** 

**(for a share outstanding throughout each period)** 

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  | **Selectively Hedged Global Equity Portfolio** | **Selectively Hedged Global Equity Portfolio** | **Selectively Hedged Global Equity Portfolio** | **Selectively Hedged Global Equity Portfolio** | **Selectively Hedged Global Equity Portfolio** |
|  | **Year<br>Ended<br>Oct 31,<br>2025** | **Year<br>Ended<br>Oct 31,<br>2024** | **Year<br>Ended<br>Oct 31,<br>2023** | **Year<br>Ended<br>Oct 31,<br>2022** | **Year<br>Ended<br>Oct 31,<br>2021** |
|  Net Asset Value, Beginning of Year | $22.15 | $18.10 | $18.09 | $22.35 | $16.21 |
|  <u>Income from Investment Operations (A)</u> |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Net Investment Income (Loss) | 0.44 | 0.44 | 0.37 | 0.44 | 0.33 |
| &nbsp;&nbsp;&nbsp;&nbsp; Net Gains (Losses) on Securities (Realized and Unrealized) | 3.77 | 4.80 | 1.28 | (3.29) | 6.21 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Total from Investment Operations | 4.21 | 5.24 | 1.65 | (2.85) | 6.54 |
|  <u>Less Distributions:</u> |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Net Investment Income | (0.41) | (0.47) | (1.03) | (0.44) | (0.20) |
| &nbsp;&nbsp;&nbsp;&nbsp; Net Realized Gains | (0.77) | (0.72) | (0.61) | (0.97) | (0.20) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Total Distributions | (1.18) | (1.19) | (1.64) | (1.41) | (0.40) |
|  Net Asset Value, End of Year | $25.18 | $22.15 | $18.10 | $18.09 | $22.35 |
|  Total Return | 19.82% | 30.12% | 9.43% | (13.65%) | 40.81% |
|  Net Assets, End of Year (thousands) | $342602 | $298635 | $255330 | $270708 | $348707 |
|  Ratio of Expenses to Average Net Assets \*(B) | 0.31% | 0.32% | 0.32% | 0.31% | 0.32% |
|  Ratio of Expenses to Average Net Assets (Excluding Fees Waived, Expenses Reimbursed by Advisor) \*(B) | 0.50% | 0.51% | 0.52% | 0.51% | 0.53% |
|  Ratio of Net Investment Income to Average Net Assets | 2.00% | 2.13% | 2.02% | 2.25% | 1.60% |
|  Portfolio Turnover Rate | 17% | 11% | N/A | N/A | N/A |
|  \* The Ratio of Expenses to Average Net Assets is inclusive of acquired fund fees and expenses incurred by the Portfolio indirectly as a result of Portfolio's investment in Underlying Funds as follows: | 0.23% | 0.23% | 0.23% | 0.24% | 0.25% |

---

See page 1-2 for the Definitions of Abbreviations and Footnotes.

See accompanying Notes to Financial Statements.

813

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##### [**Table of Contents**](#toc)
**DFA INVESTMENT DIMENSIONS GROUP INC.** 

**FINANCIAL HIGHLIGHTS** 

**(for a share outstanding throughout each period)** 

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  | **Emerging Markets Portfolio** | **Emerging Markets Portfolio** | **Emerging Markets Portfolio** | **Emerging Markets Portfolio** | **Emerging Markets Portfolio** |
|  | **Year<br>Ended<br>Oct 31,<br>2025** | **Year<br>Ended<br>Oct 31,<br>2024** | **Year<br>Ended<br>Oct 31,<br>2023** | **Year<br>Ended<br>Oct 31,<br>2022** | **Year<br>Ended<br>Oct 31,<br>2021** |
|  Net Asset Value, Beginning of Year | $29.78 | $24.94 | $22.78 | $33.05 | $27.64 |
|  <u>Income from Investment Operations (A)</u> |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Net Investment Income (Loss) | 0.77 | 0.73 | 0.82 | 0.88 | 0.74 |
| &nbsp;&nbsp;&nbsp;&nbsp; Net Gains (Losses) on Securities (Realized and Unrealized) | 7.36 | 5.06 | 2.17 | (9.07) | 5.32 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Total from Investment Operations | 8.13 | 5.79 | 2.99 | (8.19) | 6.06 |
|  <u>Less Distributions:</u> |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Net Investment Income | (0.94) | (0.95) | (0.77) | (0.91) | (0.65) |
| &nbsp;&nbsp;&nbsp;&nbsp; Net Realized Gains |  |  | (0.06) | (1.17) |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Total Distributions | (0.94) | (0.95) | (0.83) | (2.08) | (0.65) |
|  Net Asset Value, End of Year | $36.97 | $29.78 | $24.94 | $22.78 | $33.05 |
|  Total Return | 27.82% | 23.41% | 13.02% | (25.94%) | 21.91% |
|  Net Assets, End of Year (thousands) | $6363987 | $5293090 | $4327065 | $3938781 | $6225187 |
|  Ratio of Expenses to Average Net Assets (B) | 0.36% | 0.36% | 0.35% | 0.36% | 0.39% |
|  Ratio of Expenses to Average Net Assets (Excluding Fees Waived, Expenses Reimbursed by Advisor) (B) | 0.46% | 0.46% | 0.45% | 0.46% | 0.49% |
|  Ratio of Net Investment Income to Average Net Assets | 2.48% | 2.54% | 3.11% | 3.05% | 2.19% |
|  Portfolio Turnover Rate | 10% | 15% | 14% | 10% | 19% |

---

See page 1-2 for the Definitions of Abbreviations and Footnotes.

See accompanying Notes to Financial Statements.

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**DFA INVESTMENT DIMENSIONS GROUP INC.** 

**FINANCIAL HIGHLIGHTS** 

**(for a share outstanding throughout each period)** 

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  | **Emerging Markets Small Cap Portfolio** | **Emerging Markets Small Cap Portfolio** | **Emerging Markets Small Cap Portfolio** | **Emerging Markets Small Cap Portfolio** | **Emerging Markets Small Cap Portfolio** |
|  | **Year**<br> **Ended**<br> **Oct 31,<br>2025** | **Year**<br> **Ended**<br> **Oct 31,<br>2024** | **Year**<br> **Ended**<br> **Oct 31,<br>2023** | **Year**<br> **Ended**<br> **Oct 31,<br>2022** | **Year**<br> **Ended**<br> **Oct 31,<br>2021** |
|  Net Asset Value, Beginning of Year | $24.13 | $20.69 | $18.76 | $26.03 | $19.67 |
|  <u>Income from Investment Operations (A)</u> |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Net Investment Income (Loss) | 0.63 | 0.56 | 0.55 | 0.59 | 0.52 |
| &nbsp;&nbsp;&nbsp;&nbsp; Net Gains (Losses) on Securities (Realized and Unrealized) | 3.25 | 3.64 | 2.28 | (6.16) | 6.41 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Total from Investment Operations | 3.88 | 4.20 | 2.83 | (5.57) | 6.93 |
|  <u>Less Distributions:</u> |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Net Investment Income | (0.81) | (0.76) | (0.49) | (1.00) | (0.57) |
| &nbsp;&nbsp;&nbsp;&nbsp; Net Realized Gains |  |  | (0.41) | (0.70) |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Total Distributions | (0.81) | (0.76) | (0.90) | (1.70) | (0.57) |
|  Net Asset Value, End of Year | $27.20 | $24.13 | $20.69 | $18.76 | $26.03 |
|  Total Return | 16.36% | 20.44% | 15.09% | (22.57%) | 35.51% |
|  Net Assets, End of Year (thousands) | $3909238 | $3815970 | $3804119 | $3511909 | $5115924 |
|  Ratio of Expenses to Average Net Assets (B) | 0.60% | 0.61% | 0.59% | 0.59% | 0.63% |
|  Ratio of Expenses to Average Net Assets (Excluding Fees Waived, Expenses Reimbursed by Advisor) (B) | 0.80% | 0.81% | 0.79% | 0.79% | 0.83% |
|  Ratio of Net Investment Income to Average Net Assets | 2.61% | 2.40% | 2.59% | 2.57% | 2.10% |
|  Portfolio Turnover Rate | 11% | 13% | 19% | 12% | 16% |

---

See page 1-2 for the Definitions of Abbreviations and Footnotes.

See accompanying Notes to Financial Statements.

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**DFA INVESTMENT DIMENSIONS GROUP INC.** 

**FINANCIAL HIGHLIGHTS** 

**(for a share outstanding throughout each period)** 

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  | **Emerging Markets Value Portfolio** | **Emerging Markets Value Portfolio** | **Emerging Markets Value Portfolio** | **Emerging Markets Value Portfolio** | **Emerging Markets Value Portfolio** |
|  | **Year**<br> **Ended**<br> **Oct 31,**<br> **2025** | **Year**<br> **Ended**<br> **Oct 31,**<br> **2024** | **Year**<br> **Ended**<br> **Oct 31,<br>2023** | **Year**<br> **Ended**<br> **Oct 31,<br>2022** | **Year**<br> **Ended**<br> **Oct 31,**<br> **2021** |
|  Net Asset Value, Beginning of Year | $31.51 | $26.79 | $24.08 | $31.48 | $23.93 |
|  <u>Income from Investment Operations (A)</u> |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Net Investment Income (Loss) | 1.09 | 1.02 | 1.12 | 1.32 | 0.90 |
| &nbsp;&nbsp;&nbsp;&nbsp; Net Gains (Losses) on Securities (Realized and Unrealized) | 5.93 | 5.12 | 2.68 | (7.34) | 7.50 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Total from Investment Operations | 7.02 | 6.14 | 3.80 | (6.02) | 8.40 |
|  <u>Less Distributions:</u> |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Net Investment Income | (1.40) | (1.42) | (1.09) | (1.39) | (0.85) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Total Distributions | (1.40) | (1.42) | (1.09) | (1.39) | (0.85) |
|  Net Asset Value, End of Year | $37.13 | $31.51 | $26.79 | $24.08 | $31.48 |
|  Total Return | 22.89% | 23.14% | 15.71% | (19.51%) | 35.24% |
|  Net Assets, End of Year (thousands) | $12909569 | $11012141 | $9936834 | $9600125 | $13258001 |
|  Ratio of Expenses to Average Net Assets (B) | 0.44% | 0.45% | 0.44% | 0.45% | 0.49% |
|  Ratio of Expenses to Average Net Assets (Excluding Fees Waived, Expenses Reimbursed by Advisor and Fees Paid<br>Indirectly) (B) | 0.55% | 0.55% | 0.54% | 0.55% | 0.59% |
|  Ratio of Net Investment Income to Average Net Assets | 3.34% | 3.34% | 4.03% | 4.49% | 2.92% |
|  Portfolio Turnover Rate | 11% | 13% | 12% | 14% | 14% |

---

See page 1-2 for the Definitions of Abbreviations and Footnotes.

See accompanying Notes to Financial Statements.

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**DFA INVESTMENT DIMENSIONS GROUP INC.** 

**FINANCIAL HIGHLIGHTS** 

**(for a share outstanding throughout each period)** 

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  | **Emerging Markets Core Equity 2 Portfolio** | **Emerging Markets Core Equity 2 Portfolio** | **Emerging Markets Core Equity 2 Portfolio** | **Emerging Markets Core Equity 2 Portfolio** | **Emerging Markets Core Equity 2 Portfolio** |
|  | **Year**<br> **Ended**<br> **Oct 31,**<br> **2025** | **Year**<br> **Ended**<br> **Oct 31,**<br> **2024** | **Year**<br> **Ended**<br> **Oct 31,**<br> **2023** | **Year**<br> **Ended**<br> **Oct 31,**<br> **2022** | **Year**<br> **Ended**<br> **Oct 31,**<br> **2021** |
|  Net Asset Value, Beginning of Period | $24.31 | $20.32 | $18.13 | $25.16 | $20.34 |
|  <u>Income from Investment Operations (A)</u> |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Net Investment Income (Loss) | 0.65 | 0.62 | 0.67 | 0.75 | 0.57 |
| &nbsp;&nbsp;&nbsp;&nbsp; Net Gains (Losses) on Securities (Realized and Unrealized) | 5.01 | 4.14 | 2.15 | (6.97) | 4.76 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Total from Investment Operations | 5.66 | 4.76 | 2.82 | (6.22) | 5.33 |
|  <u>Less Distributions:</u> |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Net Investment Income | (0.87) | (0.77) | (0.63) | (0.81) | (0.51) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Total Distributions | (0.87) | (0.77) | (0.63) | (0.81) | (0.51) |
|  Net Asset Value, End of Period | $29.10 | $24.31 | $20.32 | $18.13 | $25.16 |
|  Total Return | 23.82% | 23.66% | 15.49% | (25.06%) | 26.19% |
|  Net Assets, End of Period (thousands) | $33314050 | $28287324 | $22994927 | $20968575 | $29155369 |
|  Ratio of Expenses to Average Net Assets | 0.39% | 0.40% | 0.39% | 0.40% | 0.42% |
|  Ratio of Expenses to Average Net Assets (Excluding Fees Waived, Expenses Reimbursed by Advisor and Fees Paid Indirectly) | 0.39% | 0.40% | 0.39% | 0.40% | 0.42% |
|  Ratio of Net Investment Income to Average Net Assets | 2.59% | 2.66% | 3.18% | 3.33% | 2.26% |
|  Portfolio Turnover Rate | 5% | 9% | 11% | 14% | 10% |

---

See page 1-2 for the Definitions of Abbreviations and Footnotes.

See accompanying Notes to Financial Statements.

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##### [**Table of Contents**](#toc)
**DFA INVESTMENT DIMENSIONS GROUP INC.** 

**FINANCIAL HIGHLIGHTS** 

**(for a share outstanding throughout each period)** 

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  | **Emerging Markets Targeted Value Portfolio** | **Emerging Markets Targeted Value Portfolio** | **Emerging Markets Targeted Value Portfolio** | **Emerging Markets Targeted Value Portfolio** | **Emerging Markets Targeted Value Portfolio** |
|  | **Year<br>Ended<br>Oct 31,<br>2025** | **Year<br>Ended<br>Oct 31,<br>2024** | **Year<br>Ended<br>Oct 31,<br>2023** | **Year<br>Ended<br>Oct 31,<br>2022** | **Year<br>Ended<br>Oct 31,<br>2021** |
|  Net Asset Value, Beginning of Period | $11.87 | $10.27 | $9.29 | $13.13 | $9.71 |
|  <u>Income from Investment Operations (A)</u> |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Net Investment Income (Loss) | 0.30 | 0.26 | 0.27 | 0.30 | 0.28 |
| &nbsp;&nbsp;&nbsp;&nbsp; Net Gains (Losses) on Securities (Realized and Unrealized) | 1.87 | 1.91 | 1.13 | (2.85) | 3.39 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Total from Investment Operations | 2.17 | 2.17 | 1.40 | (2.55) | 3.67 |
|  <u>Less Distributions:</u> |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Net Investment Income | (0.51) | (0.39) | (0.24) | (0.42) | (0.23) |
| &nbsp;&nbsp;&nbsp;&nbsp; Net Realized Gains |  | (0.18) | (0.18) | (0.87) | (0.02) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Total Distributions | (0.51) | (0.57) | (0.42) | (1.29) | (0.25) |
|  Net Asset Value, End of Period | $13.53 | $11.87 | $10.27 | $9.29 | $13.13 |
|  Total Return | 19.06% | 21.82% | 15.20% | (21.40%) | 38.29% |
|  Net Assets, End of Period (thousands) | $305624 | $264482 | $219178 | $189926 | $234921 |
|  Ratio of Expenses to Average Net Assets | 0.58% | 0.60% | 0.66% | 0.66% | 0.72% |
|  Ratio of Expenses to Average Net Assets (Excluding Fees Waived, Expenses Reimbursed by Advisor and Fees Paid Indirectly) | 0.65% | 0.70% | 0.67% | 0.66% | 0.72% |
|  Ratio of Net Investment Income to Average Net Assets | 2.47% | 2.32% | 2.55% | 2.72% | 2.19% |
|  Portfolio Turnover Rate | 21% | 30% | 24% | 28% | 29% |

---

See page 1-2 for the Definitions of Abbreviations and Footnotes.

See accompanying Notes to Financial Statements.

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**DFA INVESTMENT DIMENSIONS GROUP INC.** 

**FINANCIAL HIGHLIGHTS** 

**(for a share outstanding throughout each period)** 

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | **Emerging**<br>**Markets Ex China Core**<br>**Equity Portfolio** | **Emerging**<br>**Markets Ex China Core**<br>**Equity Portfolio** | **Emerging**<br>**Markets Ex China Core**<br>**Equity Portfolio** | **Emerging**<br>**Markets Ex China Core**<br>**Equity Portfolio** |
|  | **Year**<br> **Ended**<br> **Oct 31,<br>2025** | **Year<br>Ended<br>Oct 31,<br>2024** | **Year<br>Ended<br>Oct 31,<br>2023** | **Period<br>Nov 15,<br>2021 ![LOGO](g941358g01p00.jpg) to<br>Oct 31,<br>2022** |
|  Net Asset Value, Beginning of Period | $10.43 | $8.62 | $7.76 | $10.00 |
|  <u>Income from Investment Operations (A)</u> |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Net Investment Income (Loss) | 0.26 | 0.24 | 0.26 | 0.28 |
| &nbsp;&nbsp;&nbsp;&nbsp; Net Gains (Losses) on Securities (Realized and Unrealized) | 1.84 | 1.83 | 0.83 | (2.28) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Total from Investment Operations | 2.10 | 2.07 | 1.09 | (2.00) |
|  <u>Less Distributions:</u> |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Net Investment Income | (0.31) | (0.26) | (0.23) | (0.24) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Total Distributions | (0.31) | (0.26) | (0.23) | (0.24) |
|  Net Asset Value, End of Period | $12.22 | $10.43 | $8.62 | $7.76 |
|  Total Return | 20.48% | 24.04% | 14.04% | (20.16%)(C) |
|  Net Assets, End of Period (thousands) | $1236733 | $900959 | $571090 | $424447 |
|  Ratio of Expenses to Average Net Assets | 0.43% | 0.43% | 0.42% | 0.43%(D) |
|  Ratio of Expenses to Average Net Assets (Excluding Fees Waived, Expenses Reimbursed by Advisor and Fees Paid Indirectly) | 0.45% | 0.45% | 0.47% | 0.54%(D) |
|  Ratio of Net Investment Income to Average Net Assets | 2.43% | 2.32% | 2.94% | 3.20%(D) |
|  Portfolio Turnover Rate | 27% | 15% | 16% | 41%(C) |

---

See page 1-2 for the Definitions of Abbreviations and Footnotes.

See accompanying Notes to Financial Statements.

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**DFA INVESTMENT DIMENSIONS GROUP INC.** 

**NOTES TO FINANCIAL STATEMENTS** 

**A. 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. The Fund consists of one hundred and three operational portfolios as of October 31, 2025, of which twenty-four (the "Portfolios") are included in this section of the report. The remaining operational portfolios are presented in separate reports. The Portfolios are investment companies, and accordingly, follow the accounting and reporting guidance under the Financial Accounting Standards Board ("FASB") Accounting Standards Codification ("ASC"), Topic 946, "Financial Services-Investment Companies."

Effective February 28, 2025, the following Portfolios changed their names as detailed below:

---

| | |
|:---|:---|
| **New Name** | **Former Name** |
|  International Core Equity 2 Portfolio | International Core Equity Portfolio |
|  Emerging Markets Core Equity 2 Portfolio | Emerging Markets Core Equity Portfolio |

---

Of the Portfolios, seven invest all of their assets in a corresponding series (each such Portfolio, a "Feeder Fund"). Of the Feeder Funds, six invest all of their assets in a corresponding series of The DFA Investment Trust Company ("DFAITC") and one invests all of its assets in the Dimensional Emerging Markets Value Fund ("DEM") (each such series within DFAITC and DEM, a "Master Fund"). Six of the Portfolios generally allocate their assets among other funds (each such underlying fund, an "Underlying Fund") managed by Dimensional Fund Advisors LP (the "Advisor") (each such Portfolio, a "Fund of Funds"). The Fund of Funds may also invest in affiliated and unaffiliated registered and unregistered money market funds. The International Small Company Portfolio invests in five Underlying Funds within DFAITC. The Global Small Company Portfolio invests in six Underlying Funds within DFAITC and one Underlying Fund within the Fund. The DFA Global Real Estate Securities Portfolio invests in two Underlying Funds within the Fund and directly in securities. The World ex U.S. Value Portfolio invests in three Master/Underlying Funds within the Fund, DFAITC, and DEM. The World Core Equity Portfolio and Selectively Hedged Global Equity Portfolio each invest in three Underlying Funds within the Fund. As of October 31, 2025, the following Portfolios were the owner of record of the following approximate percentages of the total outstanding shares of the following Master/Underlying Funds as detailed below.

---

| | | |
|:---|:---|:---|
| **Feeder Funds** | **Master Funds** | **Percentage**<br>**Ownership**<br>**10/31/25** |
|  Japanese Small Company Portfolio | The Japanese Small Company Series | 7% |
|  Asia Pacific Small Company Portfolio | The Asia Pacific Small Company Series | 11% |
|  United Kingdom Small Company Portfolio | The United Kingdom Small Company Series | 1% |
|  Continental Small Company Portfolio | The Continental Small Company Series | 2% |
|  Emerging Markets Portfolio | The Emerging Markets Series | 99% |
|  Emerging Markets Small Cap Portfolio | The Emerging Markets Small Cap Series | 99% |
|  Emerging Markets Value Portfolio | Dimensional Emerging Markets Value Fund | 98% |
| **Funds of Funds** | **Underlying Funds** | **Percentage**<br>**Ownership**<br>**10/31/25** |
|  International Small Company Portfolio | The Continental Small Company Series | 98% |
|  | The Japanese Small Company Series | 93% |
|  | The United Kingdom Small Company Series | 98% |
|  | The Asia Pacific Small Company Series | 88% |

---

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---

| | | |
|:---|:---|:---|
| **Funds of Funds** | **Underlying Funds** | **Percentage**<br>**Ownership**<br>**10/31/25** |
|  | The Canadian Small Company Series | 99% |
|  Global Small Company Portfolio | U.S. Small Cap Portfolio |  |
|  | The Continental Small Company Series |  |
|  | The Japanese Small Company Series |  |
|  | The Asia Pacific Small Company Series |  |
|  | The Canadian Small Company Series |  |
|  | The Emerging Markets Small Cap Series |  |
|  | The United Kingdom Small Company Series |  |
|  DFA Global Real Estate Securities Portfolio\* | DFA Real Estate Securities Portfolio |  |
|  | DFA International Real Estate Securities Portfolio | 60% |
|  World ex U.S. Value Portfolio | Dimensional Emerging Markets Value Fund | 6% |
|  | DFA International Small Cap Value Portfolio |  |
|  | The DFA International Value Series |  |
|  World Core Equity Portfolio | U.S. Core Equity 1 Portfolio | 2% |
|  | International Core Equity 2 Portfolio | 1% |
|  | Emerging Markets Core Equity 2 Portfolio |  |
|  Selectively Hedged Global Equity Portfolio | U.S. Core Equity 2 Portfolio | 1% |
|  | International Core Equity 2 Portfolio |  |
|  | Emerging Markets Core Equity 2 Portfolio |  |

---

\* DFA Global Real Estate Securities Portfolio invests in two Underlying Funds as indicated and securities listed on its Schedule of Investments.

To achieve its investment objective, each Feeder Fund and Fund of Funds invests substantially all of its assets in corresponding Master and/or Underlying Funds as indicated above. 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 Feeder Fund and Fund of Funds also invests in short-term temporary cash investments and futures. In addition, each Fund of Funds may engage in forward currency contracts.

The financial statements of the Feeder Funds' Master Funds are included elsewhere in this report and should be read in conjunction with the financial statements of the Feeder Funds.

**B. Significant Accounting Policies:** 

The following significant accounting policies are in conformity with accounting principles generally accepted in the United States of America ("GAAP"). Such policies are consistently followed by the Fund in preparation of its financial statements. The preparation of financial statements in accordance with GAAP requires management to make estimates and assumptions that affect the fair value of investments, the reported amounts of assets and liabilities, the disclosure of contingent assets and liabilities at the date of the financial statements, and the reported amounts of increases and decreases in net assets from operations during the reporting period. Actual results could differ from those estimates, and those differences could be material.

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1. *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:

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● Level 1 – inputs are quoted prices
 in active markets for identical securities (including equity securities, open-end investment
 companies, and futures contracts)

● Level 2 – other significant observable
 inputs (including quoted prices for similar securities, interest rates, prepayment speeds, credit risk, etc.)

● Level 3 – significant unobservable
 inputs (including the Portfolios' own assumptions in determining the fair value of investments)

Securities held by 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. Core Equity Portfolio, World ex U.S. Targeted Value Portfolio, Emerging Markets Core Equity 2 Portfolio, International High Relative Profitability Portfolio, Emerging Markets Targeted Value Portfolio and Emerging Markets ex China Core Equity Portfolio (the "International Equity Portfolios"), 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 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 International Equity Portfolios value the securities at the mean between 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, 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 (the "Board"). 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 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,

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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 the Portfolios are valued on the basis of evaluated prices provided by one or more pricing services or other reasonably reliable sources including broker/dealers that typically handle the purchase and sale of such securities. Securities that are traded OTC 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 OTC 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. OTC 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.

Shares held by the Portfolios in other investment companies (such as the Master/Underlying Funds) are valued at their respective daily net asset values as reported by their administrator. The Feeder Funds', International Small Company Portfolio's, Global Small Company Portfolio's and World ex U.S. Value Portfolio's investments in series of either DFAITC or DEM reflect their proportionate interest in the net assets of such corresponding Underlying Fund(s). These valuations are classified as Level 1 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 (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.

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2. *Foreign Currency Translation*: Securities and other assets and liabilities of the Portfolios whose values are initially expressed in foreign currencies are translated to U.S. dollars using the mean between the most recent bid and ask prices for the U.S. dollar as quoted by generally recognized reliable sources. To facilitate the translation, the Portfolios enter into foreign currency contracts. A foreign currency contract is a spot agreement between two parties to buy and sell currencies at current market exchange rates, for settlement generally within two business days. Dividend and interest income and certain expenses are translated to U.S. dollars at the rate of exchange on their respective accrual dates. Receivables and payables denominated in foreign currencies are marked-to-market daily based on daily exchange rates and exchange gains or losses are realized upon ultimate receipt or disbursement. The Portfolios also enter into forward currency contracts for the purpose of hedging against fluctuations in currency exchange rates. These contracts are marked-to-market daily based on daily forward exchange rates.

The International Equity Portfolios do not isolate the effect of foreign exchange rate fluctuations from the effect of fluctuations in the market prices of securities, whether realized or unrealized. However, the Selectively Hedged Global Equity Portfolio does isolate the effect of foreign currency rate fluctuations when determining the realized gain or loss upon the sale or maturity of foreign currency-denominated debt obligations pursuant to U.S. Federal income tax regulations; such amounts are categorized as foreign exchange gain or loss for income tax reporting purposes.

Realized gains or losses on foreign currency transactions represent net foreign exchange gains or losses from the disposition of foreign currencies, currency gains or losses realized between the trade and settlement dates of securities transactions, and the difference between amounts of interest, dividends and any foreign withholding taxes recorded on the books of the International Equity Portfolios and Selectively Hedged Global Equity Portfolio and the U.S. dollar equivalent amounts actually received or paid.

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3. *Deferred Compensation Plan*: Each eligible Director of the Fund may elect to participate in the Fee Deferral Plan for Independent Directors and Trustees (the "Plan"). Under the Plan, effective January 1, 2002, such Directors may defer payment of all or a portion of their total fees earned as a Director. These deferred amounts may be treated as though such amounts had been invested in shares of the following funds, each of which are affiliates of the Portfolios, and advised by the Advisor: the U.S. Large Cap Value Portfolio, U.S. Core Equity 1 Portfolio, U.S. Large Company Portfolio, U.S. Vector Equity Portfolio, U.S. Micro Cap Portfolio, DFA International Value Portfolio, International Core Equity 2 Portfolio, Emerging Markets Portfolio, Emerging Markets Core Equity 2 Portfolio, DFA

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Inflation-Protected Securities Portfolio, and/or DFA Two-Year Global Fixed Income Portfolio. Contributions made under the Plan and the change in unrealized appreciation (depreciation) and income are included in Directors'/Trustees' Fees & Expenses.

The Directors may receive their distributions of proceeds by one of the following methods: lump sum, annual installments over a period of agreed-upon years, or quarterly installments over a period of agreed-upon years. Each Director shall have the right in a notice of election (the "Notice") to defer the receipt of the Director's deferred compensation until a date specified by such Director in the Notice. The date may not be sooner than the earlier of: (i) the first business day of January following the year in which such Director ceases to be a member of the Board; and (ii) five years following the effective date of the Director's first deferral election. If a Director who elects to defer fees fails to designate in the Notice a time or date as of which payment of the Director's deferred fee account shall commence, payment of such amount shall commence as of the first business day of January following the year in which the Director ceases to be a member of the Board (unless the Director files an amended Notice selecting a different distribution date).

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4. *Other*: Security transactions are accounted for as of the trade date. Costs used in determining realized gains and losses on the sale of investment securities/affiliated investment companies and foreign currency are accounted for on the basis of identified cost. Dividend income and distributions to shareholders are recorded on the ex-dividend date. Non-cash dividend income received in the form of securities in-lieu of cash, if any, are recorded at the fair value of securities received. Distributions received on securities and from the investment in affiliated investment companies that represent a return of capital or capital gains are recorded as a reduction of cost of investments or as a realized gain, respectively. The Portfolios estimate the character of received distributions that may be considered return of capital distributions. Interest income is recorded on an accrual basis. Discount and premium on debt securities purchased are amortized over the lives of the respective securities, using the effective interest method. Expenses directly attributable to a Portfolio are directly charged. Common expenses of the Fund or the Portfolios are allocated using methods approved by the Board, generally based on average net assets.

Organizational costs are expensed during the fiscal year of inception of the Portfolios. Offering costs are amortized over a twelve-month period from the inception of the Portfolios.

The Feeder Funds, International Small Company Portfolio, Global Small Company Portfolio, and World ex U.S. Value Portfolio recognize their pro-rata shares of net investment income and realized and unrealized gains/losses on a daily basis from their respective Master Fund(s) within DFAITC or DEM, which are treated as partnerships for federal income tax purposes.

The Portfolios may be subject to taxes imposed by countries in which they invest with respect to their investments in issuers existing or operating in such countries. Such taxes are generally based on income earned or repatriated and capital gains realized on the sale of such investments. The Portfolios accrue such taxes when the related income or capital gains are earned or throughout the holding period. Some countries require governmental approval for the repatriation of investment income, capital or the proceeds of sales earned by foreign investors. Additionally, if there is a deterioration in a country's balance of payments or for other reasons, a country may impose temporary restrictions on foreign capital remittances abroad.

The Emerging Markets Portfolio, Emerging Markets Small Cap Portfolio, Emerging Markets Value Portfolio, Global Small Company Portfolio, World ex U.S. Value Portfolio, World ex U.S. Core Portfolio, World ex U.S. Targeted Value Portfolio, Emerging Markets Core Equity 2 Portfolio, Emerging Markets Targeted Value Portfolio and Emerging Markets ex China Core Equity Portfolio are subject to tax on short-term and long-term capital gains for investments in India. Such taxes are accrued on a daily basis and due upon sale of individual securities.

**C. Investment Advisor:**

The Advisor provides investment management services to the Portfolios. For the year ended October 31, 2025, the Portfolios' investment management fees were accrued daily and paid monthly to the Advisor based on the following effective annual rates of average daily net assets:

---

| | | |
|:---|:---|:---|
|  Large Cap International Portfolio | 0.14 | % |

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| | | |
|:---|:---|:---|
|  International Core Equity 2 Portfolio | 0.2 | % |
|  Global Small Company Portfolio | 0.35 | % |
|  International Small Company Portfolio | 0.25 | % |
|  Japanese Small Company Portfolio | 0.35 | % |
|  Asia Pacific Small Company Portfolio | 0.35 | % |
|  United Kingdom Small Company Portfolio | 0.35 | % |
|  Continental Small Company Portfolio | 0.35 | % |
|  DFA International Real Estate Securities Portfolio | 0.24 | % |
|  DFA Global Real Estate Securities Portfolio | 0.19 | % |
|  DFA International Small Cap Value Portfolio | 0.39 | % |
|  International Vector Equity Portfolio | 0.27 | %\* |
|  International High Relative Profitability Portfolio | 0.25 | % |
|  World ex U.S. Value Portfolio | 0.32 | % |
|  World ex U.S. Core Equity Portfolio | 0.25 | % |
|  World ex U.S. Targeted Value Portfolio | 0.4 | % |
|  World Core Equity Portfolio | 0.22 | % |
|  Selectively Hedged Global Equity Portfolio | 0.24 | % |
|  Emerging Markets Portfolio | 0.29 | % |
|  Emerging Markets Small Cap Portfolio | 0.52 | % |
|  Emerging Markets Value Portfolio | 0.38 | % |
|  Emerging Markets Core Equity 2 Portfolio | 0.33 | % |
|  Emerging Markets Targeted Value Portfolio | 0.52 | % |
|  Emerging Markets ex China Core Equity Portfolio | 0.33 | % |

---

\* Effective as of February 28, 2025, the investment management fee payable by the International Vector Equity Portfolio was reduced from 0.30% to 0.25%. 

Pursuant to Amended and Restated Fee Waiver and/or Expense Assumption Agreements (each, a "Fee Waiver Agreement"), the Advisor has contractually agreed to waive certain fees, and in certain instances, assume certain expenses of the Portfolios, as described in the notes below. The Fee Waiver Agreements for the non-Feeder Funds, and a portion of the Fee Waiver Agreement for certain Feeder Funds below, will remain in effect through February 28, 2026, may only be terminated by the Fund's Board of Directors prior to that date and shall continue in effect from year to year thereafter unless terminated by the Fund or the Advisor. The Fee Waiver Agreement with respect to the total management fees paid by the Feeder Funds, as described in the notes below, will remain in effect permanently, unless terminated by a Feeder Fund. During the year ended October 31, 2025, the Portfolios had expense limits based on a percentage of average net assets on an annualized basis, as listed below. At any time that the Portfolio Expenses (defined below) of a class of a Portfolio are less than the applicable Expense Limitation Amount/Total Management Fee Limit listed below, the Advisor retains the right to recover fees previously waived and/or expenses previously assumed to the extent that the expense ratio following such recovery would be less than the Expense Limitation Amount/Total Management Fee Limit that was in place when such prior year fees were waived and/or expenses assumed, and less than the current Expense Limitation Amount/Total Management Fee Limit in place for the Portfolio. The recovered previously waived fees/assumed expenses during the year ended October 31, 2025, waived fees/assumed expenses during the year ended October 31, 2025, and previously waived fees/assumed expenses subject to future recovery by the Advisor, are reflected below (amounts in thousands). The Advisor, however, will not be reimbursed by a Feeder Portfolio in connection with its Permanent Fee Waiver. The Fund, on behalf of a Portfolio, is also not obligated to reimburse the Advisor for fees previously waived or expenses previously assumed by the Advisor more than thirty-six months before the date of recovery. With respect to the World ex U.S. Value Portfolio, World Core Equity Portfolio, World ex U.S. Targeted Value Portfolio and Selectively Hedged

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Global Equity Portfolio, the Advisor shall also not be reimbursed for any management fees previously waived to offset a Portfolio's proportionate share of the management fees paid by such Portfolio through its investment in other funds managed by the Advisor.

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| | | | | |
|:---|:---|:---|:---|:---|
| **Institutional Class Shares** | **Expense<br>Limitation<br>Amount** | **Total<br>Management<br>Fee Limit** | **Recovery of<br>Previously<br>Waived Fees/<br>Assumed Expenses** | **Waived Fees/<br>Assumed<br>Expenses** |
|  Large Cap International Portfolio (1) | 0.24% |  |  |  |
|  International Core Equity 2 Portfolio (1) | 0.30% |  |  |  |
|  Global Small Company Portfolio (2) | 0.42% |  | $4 | $223 |
|  International Small Company Portfolio (3) | 0.45% |  |  |  |
|  Japanese Small Company Portfolio (4) | 0.42% | 0.35% |  | 222 |
|  Asia Pacific Small Company Portfolio (4) | 0.42% | 0.35% |  | 157 |
|  United Kingdom Small Company Portfolio (4) | 0.42% | 0.35% |  | 22 |
|  Continental Small Company Portfolio (4) | 0.42% | 0.35% |  | 180 |
|  DFA International Real Estate Securities Portfolio (1) | 0.29% |  |  |  |
|  DFA Global Real Estate Securities Portfolio (5) | 0.22% |  |  | 4707 |
|  International Vector Equity Portfolio (1) | 0.60% |  |  |  |
|  International High Relative Profitability Portfolio (2) | 0.29% |  | 14 | 116 |
|  World ex U.S. Value Portfolio (6) | 0.60% | 0.32% |  | 598 |
|  World ex U.S. Core Equity Portfolio (7) | 0.39% |  |  |  |
|  World ex U.S. Targeted Value Portfolio (8) | 0.80% | 0.40% |  |  |
|  World Core Equity Portfolio (9) | 0.27% | 0.22% | 3 | 1961 |
|  Selectively Hedged Global Equity Portfolio (10) | 0.40% | 0.24% |  | 604 |
|  Emerging Markets Portfolio (11) | 0.49% | 0.29% |  | 5470 |
|  Emerging Markets Small Cap Portfolio (12) |  | 0.52% |  | 7302 |
|  Emerging Markets Value Portfolio (12) | 0.44% | 0.38% | 192 | 12169 |
|  Emerging Markets Core Equity 2 Portfolio (1) | 0.54% |  |  |  |
|  Emerging Markets Targeted Value Portfolio (2) | 0.58% |  | 2 | 197 |
|  Emerging Markets ex China Core Equity Portfolio (2) | 0.43% |  | 133 | 271 |

---

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1) The Advisor has contractually agreed to waive all or a portion of its management fee and assume each Portfolio's ordinary operating expenses (excluding the expenses a Portfolio incurs indirectly through investment in other investment companies) ("Portfolio Expenses") to the extent necessary to limit the Portfolio Expenses of each Portfolio to the rates listed above as a percentage of average net assets on an annualized basis (the "Expense Limitation Amount").

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(2) The Advisor has contractually agreed to waive all or a portion of its management fee and to assume the ordinary operating expenses of a class of the Portfolio (including the expenses that the Portfolio bears as a shareholder of other funds managed by the Advisor, excluding money market funds and The DFA Short Term Investment Fund (the "Short Term Series"), but excluding the expenses that the Portfolio incurs indirectly through its investment in unaffiliated investment companies) ("Portfolio Expenses") to the extent necessary to limit the Portfolio Expenses of a class of the Portfolio to the rate listed above as a percentage of the average net assets of a class of the Portfolio on an annualized basis (the "Expense Limitation Amount"). Prior to February 28, 2025, the Expense Limitation Amount for the International High Relative Profitability Portfolio was 0.35%.

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(3) The Advisor has contractually agreed to waive all or a portion of its management fee and to assume the other direct expenses of a class of the Portfolio (excluding expenses incurred through its investment in other investment companies) ("Portfolio Expenses") to the extent necessary to limit the Portfolio Expenses of a class of the Portfolio to the rate listed above as a percentage of the average net assets of a class of the Portfolio on an annualized basis (the "Expense Limitation Amount").

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(4) The Advisor has contractually agreed to permanently waive all or a portion of the management fee of each Portfolio to the extent necessary to limit the total management fees paid to the Advisor by each Portfolio, including the proportionate share of the management fees a Portfolio pays indirectly through its investment in other funds managed by the Advisor, except for the fees paid indirectly through its investment of securities lending cash collateral in the Short Term Series, to 0.35% of the average net assets of a class of a Portfolio on an annualized basis (the "Permanent Fee Waiver"). In addition to the Permanent Fee Waiver, the Advisor has contractually agreed to further waive all or a portion of its management fee and to assume the other direct expenses of a class of each Portfolio (excluding expenses incurred through its investment in other investment companies managed by the Advisor) ("Portfolio Expenses") to the extent necessary to limit the Portfolio Expenses of each

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class of a Portfolio to the rates listed above as a percentage of the average net assets of each class of such Portfolios on an annualized basis (the "Expense Limitation Amount").

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(5) The Advisor has contractually agreed to waive all or a portion of its management fee and to assume the expenses of the Portfolio (including the expenses that the Portfolio bears as a shareholder of its Master/Underlying Funds but excluding the expenses that the Portfolio incurs indirectly through investment of its securities lending cash collateral in the Short Term Series and its investment in unaffiliated investment companies) ("Portfolio Expenses") to the extent necessary to limit the Portfolio Expenses of the Portfolio to the rate listed above as a percentage of the Portfolio's average net assets on an annualized basis (the "Expense Limitation Amount").

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(6) The Advisor has contractually agreed to waive up to the full amount of the Portfolio's management fee of 0.32% to the extent necessary to offset the proportionate share of the management fees paid by the Portfolio through its investment in its Master/Underlying Funds, except for the fees paid through its investment of securities lending cash collateral in the Short Term Series (the "Total Management Fee Limit"). In addition, under the Fee Waiver Agreement, the Advisor also has agreed to waive all or a portion of the management fee that remains payable by the Portfolio (i.e., the management fee remaining after the proportionate share of the Master/Underlying Funds' management fees have been offset (the "Remaining Management Fee")) to the extent necessary to reduce the Portfolio's ordinary operating expenses (including expenses incurred through its investment in other investment companies but excluding the expenses that the Portfolio incurs indirectly through investment of its securities lending cash collateral in the Short Term Series and unaffiliated money market funds) ("Portfolio Expenses") to the rate listed above as a percentage of average net assets on an annualized basis (the "Expense Limitation Amount"). The maximum amount that may be waived to limit Portfolio Expenses is the amount of the Remaining Management Fee.

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(7) The Advisor has contractually agreed to waive all or a portion of its management fee and to assume the expenses of a class of the Portfolio (including the expenses that the Portfolio bears as a shareholder of its Master/ Underlying Funds but excluding the expenses that the Portfolio incurs indirectly through its investment of its securities lending cash collateral in the Short Term Series and its investment in unaffiliated investment companies) ("Portfolio Expenses") to the extent necessary to limit the Portfolio Expenses of a class of the Portfolio to the rate listed above as a percentage of average net assets of a class of the Portfolio on an annualized basis (the "Expense Limitation Amount").

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(8) The Advisor has contractually agreed to waive up to the full amount of the Portfolio's management fee of 0.40% to the extent necessary to offset the proportionate share of the management fees paid by the Portfolio through its investment in other funds managed by the Advisor, except for the fees paid through its investment of securities lending cash collateral in the Short Term Series (the "Total Management Fee Limit"). In addition, under the Fee Waiver Agreement, the Advisor has also agreed to waive all or a portion of the management fee and to assume the ordinary operating expenses of a class of the Portfolio (including expenses incurred through its investment in other investment companies but excluding the expenses that the Portfolio incurs indirectly through investment of its securities lending cash collateral in the Short Term Series and unaffiliated money market funds) ("Portfolio Expenses") to the extent necessary to limit the Portfolio Expenses of a class of the Portfolio to the rate listed above as a percentage of the average net assets of a class of the Portfolio on an annualized basis (the "Expense Limitation Amount").

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(9) The Advisor has contractually agreed to waive up to the full amount of the Portfolio's management fee of 0.22% to the extent necessary to offset the proportionate share of the management fees paid by the Portfolio through its investment in its Master/Underlying Funds, except for the fees paid through its investment of securities lending cash collateral in the Short Term Series (including the Portfolio's proportionate share of any management fees that a Master/Underlying Fund paid through its investment in an affiliated cash management fund) (the "Total Management Fee Limit"). In addition, under the Fee Waiver Agreement, the Advisor has also agreed to assume the expenses of a class of the Portfolio to the extent necessary to reduce the ordinary operating expenses (including expenses incurred through its investment in other investment companies but excluding the expenses that the Portfolio incurs indirectly through investment of its securities lending cash collateral in the Short Term Series and unaffiliated money market funds) ("Portfolio Expenses") of a class of the Portfolio so that such Portfolio Expenses do not exceed the rate listed above as a percentage of the average net assets of a class of the Portfolio on an annualized basis (the "Expense Limitation Amount").

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(10) The Advisor has contractually agreed to waive up to the full amount of the Portfolio's management fee of 0.24% to the extent necessary to offset the proportionate share of the management fees paid by the Portfolio through its investment in its Master/Underlying Funds, except for the fees paid through its investment of securities lending cash collateral in the Short Term Series (the "Total Management Fee Limit"). In addition, under the Fee Waiver Agreement, the Advisor has also agreed to waive all or a portion of the management fee and to assume the expenses of a class of the Portfolio to the extent necessary to reduce the ordinary operating expenses (including expenses incurred through its investment in other investment companies but excluding the expenses that the Portfolio incurs indirectly through investment of its securities lending cash collateral in the Short Term Series and unaffiliated money market funds) ("Portfolio Expenses") of the Portfolio to the rate listed above as a percentage of average net assets of a class of the Portfolio on an annualized basis (the "Expense Limitation Amount").

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(11) The Advisor has contractually agreed to permanently waive all or a portion of the management fee of the Portfolio to the extent necessary to limit the total management fees paid to the Advisor by the Portfolio, including the proportionate share of the management fees the Portfolio pays indirectly through its investment in other funds managed by the Advisor, except for the fees paid indirectly through its investment of securities lending cash collateral in the Short Term Series, to 0.29% of the average net assets of a class of the Portfolio on an annualized basis (the "Permanent Fee Waiver"). In addition to the Permanent Fee Waiver, the Advisor has contractually agreed to further waive all or a portion of its management fee and to assume the other direct expenses of a class of the Portfolio (excluding expenses incurred through its investment in other investment companies managed by the Advisor) ("Portfolio Expenses") to the extent necessary to limit the Portfolio Expenses of each class of the Portfolio to the rate listed above as a percentage of the average net assets of a class of the Portfolio on an annualized basis (the "Expense Limitation Amount").

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(12) The Advisor has contractually agreed to permanently waive all or a portion of the management fee of each Portfolio to the extent necessary to limit the total management fees paid to the Advisor by a Portfolio, including the proportionate share of the management fees a Portfolio pays indirectly through its investment in other funds managed by the Advisor, except for the fees paid indirectly through its investment of securities lending cash collateral in the Short Term Series, to the rate listed above as a percentage of the average net assets of a class of a Portfolio on an annualized basis (the "Permanent Fee Waiver"). In addition to the Permanent Fee Waiver, the Advisor has contractually agreed to further waive all or a portion of its management fee and to assume the other expenses of the class of the Emerging Markets Value Portfolio (including expenses incurred through its investment in other investment companies managed by the Advisor, except for the expenses that the Portfolio incurs indirectly through investments of securities lending cash collateral in Short Term Series and unaffiliated money market funds) ("Portfolio Expenses") to the extent necessary to limit the Portfolio Expenses of each class of the Portfolio to the rate listed above as a percentage of the average net assets of a class of the Portfolio on an annualized basis (the "Expense Limitation Amount"). Prior to February 28, 2025, the Emerging Markets Value Portfolio only had a Permanent Fee Waiver.

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| | | | | |
|:---|:---|:---|:---|:---|
|  | **Previously**<br>**Waived Fees/**<br>**Assumed Expenses**<br>**Subject to Future**<br>**Recovery**<br>**Expiring** | **Previously**<br>**Waived Fees/**<br>**Assumed Expenses**<br>**Subject to Future**<br>**Recovery**<br>**Expiring** | **Previously**<br>**Waived Fees/**<br>**Assumed Expenses**<br>**Subject to Future**<br>**Recovery**<br>**Expiring** | **Previously**<br>**Waived Fees/**<br>**Assumed Expenses**<br>**Subject to Future**<br>**Recovery**<br>**Expiring** |
|  | **10/31/2026** | **10/31/2027** | **10/31/2028** | **Total** |
|  Global Small Company Portfolio | $194 | $206 | $223 | $623 |
|  United Kingdom Small Company Portfolio |  |  |  |  |
|  DFA Global Real Estate Securities Portfolio | 6580 | 4756 | 4708 | 16044 |
|  International High Relative Profitability Portfolio |  |  | 102 | 102 |
|  World ex U.S. Value Portfolio | 458 | 505 | 598 | 1561 |
|  World Core Equity Portfolio | 65 | 104 | 77 | 246 |
|  Selectively Hedged Global Equity Portfolio | 552 | 551 | 604 | 1707 |
|  Emerging Markets Value Portfolio |  |  | 583 | 583 |
|  Emerging Markets Targeted Value Portfolio |  | 187 | 197 | 384 |
|  Emerging Markets ex China Core Equity Portfolio | 193 | 133 | 271 | 597 |

---

**Earned Income Credit:** 

Additionally, Portfolios have entered into arrangements with their custodian whereby net interest earned on uninvested cash balances was used to reduce a portion of the Portfolios' custody expenses. Custody expense in the accompanying financial statements is presented before reduction for credits. The impact of such credits is generally less than one basis point of each Portfolio's net assets. During the year ended October 31, 2025, expenses reduced were as follows (amounts in thousands):

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| | |
|:---|:---|
|  | **Fees Paid<br>Indirectly** |
|  DFA International Real Estate Securities Portfolio | $209 |
|  DFA International Small Cap Value Portfolio | 962 |
|  International Vector Equity Portfolio | 239 |
|  International High Relative Profitability Portfolio | 78 |

---

**Fees Paid to Officers and Directors/Trustees:** 

Certain Officers and Directors of the Advisor are also Officers and Directors of the Fund; however, such Officers and Directors (with the exception of the Chief Compliance Officer ("CCO")) receive no compensation from the Fund. For the year ended October 31, 2025, the total related amount paid by the Fund to the CCO was $239 (in thousands). The total related amounts paid by each of the Portfolios are included in Other Expenses on the Statements of Operations.

**D. Deferred Compensation:** 

As of October 31, 2025, the total liability for deferred compensation to Directors is included in Accrued Expenses and Other Liabilities on the Statements of Assets and Liabilities as follows (amounts in thousands):

---

| | |
|:---|:---|
|  Large Cap International Portfolio | $49 |
|  International Core Equity 2 Portfolio | 131 |
|  Global Small Company Portfolio |  |
|  International Small Company Portfolio | 143 |
|  Japanese Small Company Portfolio | 8 |
|  Asia Pacific Small Company Portfolio | 4 |

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| | |
|:---|:---|
|  United Kingdom Small Company Portfolio | $1 |
|  Continental Small Company Portfolio | 2 |
|  DFA International Real Estate Securities Portfolio | 26 |
|  DFA Global Real Estate Securities Portfolio | 30 |
|  DFA International Small Cap Value Portfolio | 212 |
|  International Vector Equity Portfolio | 16 |
|  International High Relative Profitability Portfolio | 7 |
|  World ex U.S. Value Portfolio | 1 |
|  World ex U.S. Core Equity Portfolio | 16 |
|  World ex U.S. Targeted Value Portfolio | 3 |
|  World Core Equity Portfolio | 4 |
|  Selectively Hedged Global Equity Portfolio | 2 |
|  Emerging Markets Portfolio | 71 |
|  Emerging Markets Small Cap Portfolio | 62 |
|  Emerging Markets Value Portfolio | 300 |
|  Emerging Markets Core Equity 2 Portfolio | 177 |
|  Emerging Markets Targeted Value Portfolio | 1 |
|  Emerging Markets ex China Core Equity Portfolio | 3 |

---

**E. Purchases and Sales of Securities:** 

For the year ended October 31, 2025, the Portfolios' transactions related to investment securities, other than short-term securities, in-kind redemptions and U.S. government securities (amounts in thousands), were as follows:

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| | | |
|:---|:---|:---|
|  | **Purchases** | **Sales** |
|  Large Cap International Portfolio | $699697 | $502898 |
|  International Core Equity 2 Portfolio | 2464808 | 3197014 |
|  Global Small Company Portfolio | 22329 | 20529 |
|  DFA International Real Estate Securities Portfolio | 108932 | 388857 |
|  DFA Global Real Estate Securities Portfolio | 197937 | 534786 |
|  DFA International Small Cap Value Portfolio | 1640493 | 2779366 |
|  International Vector Equity Portfolio | 357766 | 514745 |
|  International High Relative Profitability Portfolio | 227820 | 254974 |
|  World ex U.S. Value Portfolio | 7547 | 4097 |
|  World ex U.S. Core Equity Portfolio | 344272 | 547085 |
|  World ex U.S. Targeted Value Portfolio | 126107 | 190467 |
|  World Core Equity Portfolio | 87743 | 203457 |
|  Selectively Hedged Global Equity Portfolio | 52434 | 60405 |
|  Emerging Markets Core Equity 2 Portfolio | 1405980 | 2124703 |
|  Emerging Markets Targeted Value Portfolio | 57558 | 59601 |
|  Emerging Markets ex China Core Equity Portfolio | 428366 | 300386 |

---

There were no purchases or sales of long-term U.S. government securities.

For the year ended October 31, 2025, transactions related to Affiliated Investment Companies, excluding in-kind redemptions, are presented below.

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The amounts presented below may differ from the respective amounts presented in the corresponding Schedules of Investments, Statements of Assets and Liabilities or Statements of Operations due to rounding. The amounts are as follows (amounts in thousands):

---

| | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
|  | **Balance at<br>October 31, 2024** | **Purchases**<br>**at Cost** | **Proceeds**<br>**from Sales** | **Net Realized<br>Gain/(Loss)<br>on Sales** | **Change in<br>Unrealized<br>Appreciation/<br>Depreciation** | **Balance at<br>October 31, 2025** | **Shares as of<br>October 31, 2025** | **Dividend<br>Income** | **Capital Gain<br>Distributions** |
|  **Large Cap International Portfolio** |  |  |  |  |  |  |  |  |  |
|  The DFA Short Term Investment Fund | $172818 | $1958126 | $1932732 | $21 | $(3) | $198230 | 17138 | $6564 |  |
|  **Total** | $**172818** | $**1958126** | $**1932732** | $**21** | $**(3)** | $**198230** |  | $**6564** |  |
|  **International Core Equity 2 Portfolio** |  |  |  |  |  |  |  |  |  |
|  The DFA Short Term Investment Fund | $988409 | $6286161 | $5959245 | $102 | $(31) | $1315396 | 113720 | $36814 |  |
|  **Total** | $**988409** | $**6286161** | $**5959245** | $**102** | $**(31)** | $**1315396** |  | $**36814** |  |
|  **Global Small Company Portfolio** |  |  |  |  |  |  |  |  |  |
|  U.S. Small Cap Portfolio | $61736 | $22329 | $20529 | $974 | $3856 | $68366 | 1341 | $719 |  |
|  **Total** | $**61736** | $**22329** | $**20529** | $**974** | $**3856** | $**68366** |  | $**719** |  |
|  **DFA International Real Estate Securities Portfolio** |  |  |  |  |  |  |  |  |  |
|  The DFA Short Term Investment Fund | $85111 | $1009826 | $1030685 | $8 | &nbsp;&nbsp;&nbsp;&nbsp;— | $64260 | 5555 | $2160 |  |
|  **Total** | $**85111** | $**1009826** | $**1030685** | $**8** | **—** | $**64260** |  | $**2160** |  |
|  **DFA Global Real Estate Securities Portfolio** |  |  |  |  |  |  |  |  |  |
|  DFA International Real Estate Securities Portfolio | $1880340 | $25670 | $39000 | $(11291) | $138269 | $1993988 | 499746 | $103341 |  |
|  The DFA Short Term Investment Fund | 205214 | 1668956 | 1676785 | 8 | (1) | 197392 | 17065 | 5311 |  |
|  **Total** | $**2085554** | $**1694626** | $**1715785** | $**(11283)** | $**138268** | $**2191380** |  | $**108652** |  |
|  **DFA International Small Cap Value Portfolio** |  |  |  |  |  |  |  |  |  |
|  The DFA Short Term Investment Fund | $231183 | $3239539 | $3062545 | $19 | $(7) | $408189 | 35289 | $13014 |  |
|  **Total** | $**231183** | $**3239539** | $**3062545** | $**19** | $**(7)** | $**408189** |  | $**13014** |  |
|  **International Vector Equity Portfolio** |  |  |  |  |  |  |  |  |  |
|  The DFA Short Term Investment Fund | $106723 | $1047250 | $1006804 | $13 | $(4) | $147178 | 12724 | $4407 |  |
|  **Total** | $**106723** | $**1047250** | $**1006804** | $**13** | $**(4)** | $**147178** |  | $**4407** |  |

---

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| | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
|  | **Balance at<br>October 31, 2024** | **Purchases<br>at Cost** | **Proceeds<br>from Sales** | **Net Realized<br>Gain/(Loss)<br>on Sales** | **Change in<br>Unrealized<br>Appreciation/<br>Depreciation** | **Balance at<br>October 31, 2025** | **Shares as of<br>October 31, 2025** | **Dividend<br>Income** | **Capital Gain<br>Distributions** |
|  **International High Relative Profitability Portfolio** |  |  |  |  |  |  |  |  |  |
|  The DFA Short Term Investment Fund | $51619 | $689457 | $663604 | $&nbsp;&nbsp;&nbsp;&nbsp;1 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | $77473 | 6698 |  | **—** |
|  **Total** | $**51619** | $**689457** | $**663604** | $**1** | **—** | $**77473** |  | **—** | **—** |
|  **World ex U.S. Value Portfolio** |  |  |  |  |  |  |  |  |  |
|  DFA International Small Cap Value Portfolio | $24246 | $7548 | $4097 | $325 | $7895 | $35917 | 1192 | $1194 | $193 |
|  **Total** | $**24246** | $**7548** | $**4097** | $**325** | $**7895** | $**35917** |  | $**1194** | **$193** |
|  **World ex U.S. Core Equity Portfolio** |  |  |  |  |  |  |  |  |  |
|  The DFA Short Term Investment Fund | $72989 | $895371 | $829176 | $&nbsp;&nbsp;&nbsp;&nbsp;12 | $(1) | $139195 | 12034 | $3830 | **—** |
|  **Total** | $**72989** | $**895371** | $**829176** | $**12** | $**(1)** | $**139195** |  | $**3830** | **—** |
|  **World ex U.S. Targeted Value Portfolio** |  |  |  |  |  |  |  |  |  |
|  The DFA Short Term Investment Fund | $13086 | $134817 | $128699 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | $19204 | 1660 | $445 | **—** |
|  **Total** | $**13086** | $**134817** | $**128699** | **—** | **—** | $**19204** |  | $**445** | **—** |
|  **World Core Equity Portfolio** |  |  |  |  |  |  |  |  |  |
|  U.S. Core Equity 1 Portfolio | $716015 | $47945 | $110998 | $33080 | $71017 | $757059 | 15431 | $8382 | **—** |
|  International Core Equity 2 Portfolio | 284260 | 23632 | 67297 | 13064 | 47171 | 300830 | 15396 | 9212 | **—** |
|  Emerging Markets Core Equity 2 Portfolio | 127785 | 16166 | 25162 | 2296 | 21677 | 142762 | 4906 | 4396 | **—** |
|  **Total** | $**1128060** | $**87743** | $**203457** | $**48440** | $**139865** | $**1200651** |  | $**21990** | **—** |
|  **Selectively Hedged Global Equity Portfolio** |  |  |  |  |  |  |  |  |  |
|  U.S. Core Equity 2 Portfolio | $174484 | $25132 | $27763 | $1327 | $23829 | $197009 | 4513 | $2135 | **—** |
|  International Core Equity 2 Portfolio | 70484 | 13711 | 19619 | 2411 | 12912 | 79899 | 4089 | 2405 | **—** |
|  Emerging Markets Core Equity 2 Portfolio | 50733 | 13591 | 13022 | 570 | 9428 | 61300 | 2107 | 1843 | **—** |
|  **Total** | $**295701** | $**52434** | $**60404** | $**4308** | $**46169** | $**338208** |  | $**6383** | **—** |

---

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| | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
|  | **Balance at<br>October 31, 2024** | **Purchases<br>at Cost** | **Proceeds<br>from Sales** | **Net Realized<br>Gain/(Loss)<br>on Sales** | **Change in<br>Unrealized<br>Appreciation/<br>Depreciation** | **Balance at<br>October 31, 2025** | **Shares as of<br>October 31, 2025** | **Dividend<br>Income** | **Capital Gain<br>Distributions** |
|  **Emerging Markets Core Equity 2 Portfolio** |  |  |  |  |  |  |  |  |  |
|  The DFA Short Term Investment Fund | $285249 | $3445104 | $3055737 | $45 | $(3) | $674658 | 58326 | $12776 | **—** |
|  **Total** | $**285249** | $**3445104** | $**3055737** | **$45** | **$(3)** | $**674658** |  | $**12776** | **—** |
|  **Emerging Markets Targeted Value Portfolio** |  |  |  |  |  |  |  |  |  |
|  The DFA Short Term Investment Fund | $1501 | $30447 | $28924 |  |  | $3024 | &nbsp;&nbsp;&nbsp;&nbsp;261 |  | **—** |
|  **Total** | $**1501** | $**30447** | $**28924** | **—** | **—** | $**3024** |  | **—** | **—** |
|  **Emerging Markets ex China Core Equity Portfolio** |  |  |  |  |  |  |  |  |  |
|  The DFA Short Term Investment Fund | $7259 | $107709 | $100996 | $2 |  | $13974 | 1208 | $352 | **—** |
|  **Total** | $**7259** | $**107709** | $**100996** | **$2** | **—** | $**13974** |  | $**352** | **—** |

---

**F. Federal Income Taxes:** 

Each Portfolio has qualified and intends to continue to qualify as a regulated investment company under Subchapter M of the Internal Revenue Code for federal income tax purposes and to distribute substantially all of its taxable income and net capital gains to its shareholders. Accordingly, no provision has been made for federal income taxes.

Distributions from net investment income and net realized capital gains are determined in accordance with U.S. federal income tax regulations, which may differ from those amounts determined under GAAP. These book/tax differences are either temporary or permanent in nature. To the extent that these differences are permanent, they are charged or credited to paid-in capital or distributable earnings, undistributed net investment income, accumulated net realized gains or losses, or unrealized appreciation, as appropriate, in the period that the differences arise. Accordingly, the permanent differences as of October 31, 2025, can occur as a result of realized foreign capital gains tax, the use of accumulated earnings and profits distributed to shareholders on redemptions of shares as part of the dividends paid deduction for income tax purposes, redemption in-kind transactions, distributions received from real estate investment trusts and distribution redesignations, and were reclassified to the accounts mentioned above. These reclassifications had no effect on net assets or net asset value per share.

The tax character of dividends and distributions declared and paid during the years ended October 31, 2024, and October 31, 2025, were as follows (amounts in thousands):

---

| | | | |
|:---|:---|:---|:---|
|  | **Net Investment<br>Income and<br>Short-Term<br>Capital Gains** | **Long-Term<br>Capital Gains** | **Total** |
|  Large Cap International Portfolio |  |  |  |
| 2024 | $192000 |  | $192000 |
| 2025 | 197534 |  | 197534 |

---

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| | | | |
|:---|:---|:---|:---|
|  | **Net Investment<br>Income and<br>Short-Term<br>Capital Gains** | **Long-Term<br>Capital Gains** | **Total** |
|  International Core Equity 2 Portfolio |  |  |  |
| 2024 | $1069005 |  | $1069005 |
| 2025 | 1084855 |  | 1084855 |
|  Global Small Company Portfolio |  |  |  |
| 2024 | 1592 | $&nbsp;&nbsp;&nbsp;&nbsp;645 | 2237 |
| 2025 | 1800 | 732 | 2532 |
|  International Small Company Portfolio |  |  |  |
| 2024 | 379832 |  | 379832 |
| 2025 | 411506 |  | 411506 |
|  Japanese Small Company Portfolio |  |  |  |
| 2024 | 10317 | 2791 | 13108 |
| 2025 | 6630 |  | 6630 |
|  Asia Pacific Small Company Portfolio |  |  |  |
| 2024 | 8400 |  | 8400 |
| 2025 | 6445 |  | 6445 |
|  United Kingdom Small Company Portfolio |  |  |  |
| 2024 | 905 |  | 905 |
| 2025 | 915 |  | 915 |
|  Continental Small Company Portfolio |  |  |  |
| 2024 | 21345 |  | 21345 |
| 2025 | 10345 |  | 10345 |
|  DFA International Real Estate Securities Portfolio |  |  |  |
| 2024 | 185455 |  | 185455 |
| 2025 | 186008 |  | 186008 |
|  DFA Global Real Estate Securities Portfolio |  |  |  |
| 2024 | 252366 |  | 252366 |
| 2025 | 262006 |  | 262006 |
|  DFA International Small Cap Value Portfolio |  |  |  |
| 2024 | 448002 | 13292 | 461294 |
| 2025 | 495789 | 90851 | 586640 |
|  International Vector Equity Portfolio |  |  |  |
| 2024 | 127525 |  | 127525 |
| 2025 | 125913 |  | 125913 |
|  International High Relative Profitability Portfolio |  |  |  |
| 2024 | 38501 |  | 38501 |
| 2025 | 36000 |  | 36000 |
|  World ex U.S. Value Portfolio |  |  |  |
| 2024 | 11909 |  | 11909 |
| 2025 | 12515 |  | 12515 |
|  World ex U.S. Core Equity Portfolio |  |  |  |
| 2024 | 125828 |  | 125828 |
| 2025 | 138223 |  | 138223 |
|  World ex U.S. Targeted Value Portfolio |  |  |  |
| 2024 | 20450 |  | 20450 |

---

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| | | | |
|:---|:---|:---|:---|
|  | **Net Investment<br>Income and<br>Short-Term<br>Capital Gains** | **Long-Term<br>Capital Gains** | **Total** |
| 2025 | $23776 |  | $23776 |
|  World Core Equity Portfolio |  |  |  |
| 2024 | 22406 | $11493 | 33899 |
| 2025 | 20981 | 15244 | 36225 |
|  Selectively Hedged Global Equity Portfolio |  |  |  |
| 2024 | 6546 | 9950 | 16496 |
| 2025 | 5668 | 10647 | 16315 |
|  Emerging Markets Portfolio |  |  |  |
| 2024 | 166182 |  | 166182 |
| 2025 | 163877 |  | 163877 |
|  Emerging Markets Small Cap Portfolio |  |  |  |
| 2024 | 129086 |  | 129086 |
| 2025 | 119966 |  | 119966 |
|  Emerging Markets Value Portfolio |  |  |  |
| 2024 | 498903 |  | 498903 |
| 2025 | 487702 |  | 487702 |
|  Emerging Markets Core Equity 2 Portfolio |  |  |  |
| 2024 | 885010 |  | 885010 |
| 2025 | 1008598 |  | 1008598 |
|  Emerging Markets Targeted Value Portfolio |  |  |  |
| 2024 | 8928 | 3295 | 12223 |
| 2025 | 11365 |  | 11365 |
|  Emerging Markets ex China Core Equity Portfolio |  |  |  |
| 2024 | 21125 |  | 21125 |
| 2025 | 32735 |  | 32735 |

---

As of October 31, 2025, the components of distributable earnings (accumulated losses) were as follows (amounts in thousands):

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  | **Undistributed<br>Net Investment<br>Income and<br>Short-Term<br>Capital Gains** | **Undistributed<br>Long-Term<br>Capital Gains** | **Capital Loss**<br>**Carryforwards** | **Unrealized<br>Appreciation<br>(Depreciation)** | **Total Net<br>Distributable<br>Earnings<br>(Accumulated<br>Losses)** |
|  Large Cap International Portfolio | $63227 | – | $(458240) | $3099306 | $2704293 |
|  International Core Equity 2 Portfolio | 343658 | – | (1114838) | 14107769 | 13336589 |
|  Global Small Company Portfolio | 1725 | – |  | 31251 | 32976 |
|  International Small Company Portfolio | 147964 | – | (129145) | 4218055 | 4236874 |
|  Japanese Small Company Portfolio | 7974 | – | (146) | 65585 | 73413 |
|  Asia Pacific Small Company Portfolio | 7769 | – | (50688) | 24500 | (18419) |
|  United Kingdom Small Company Portfolio | 254 | – | (3545) | 4144 | 853 |
|  Continental Small Company Portfolio | 911 | – | (5652) | 132069 | 127328 |
|  DFA International Real Estate Securities Portfolio | 187055 | – | (1536145) | (44556) | (1393646) |

---

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| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  | **Undistributed<br>Net Investment<br>Income and<br>Short-Term<br>Capital Gains** | **Undistributed<br>Long-Term<br>Capital Gains** | **Capital Loss**<br>**Carryforwards** | **Unrealized<br>Appreciation**<br>**(Depreciation)** | **Total Net<br>Distributable<br>Earnings<br>(Accumulated<br>Losses)** |
|  DFA Global Real Estate Securities Portfolio | $107117 |  | $(438307) | $728771 | $397581 |
|  DFA International Small Cap Value Portfolio | 148318 | $462869 |  | 4867060 | 5478247 |
|  International Vector Equity Portfolio | 37863 |  | (79966) | 1635623 | 1593520 |
|  International High Relative Profitability Portfolio | 12257 |  | (31598) | 519103 | 499762 |
|  World ex U.S. Value Portfolio | 5434 |  | (12140) | 129663 | 122957 |
|  World ex U.S. Core Equity Portfolio | 45929 |  | (80703) | 1685815 | 1651041 |
|  World ex U.S. Targeted Value Portfolio | 3262 |  | (15785) | 266199 | 253676 |
|  World Core Equity Portfolio |  | 40761 |  | 616925 | 657686 |
|  Selectively Hedged Global Equity Portfolio | 3954 | 4638 |  | 188316 | 196908 |
|  Emerging Markets Portfolio | 36117 |  | (155191) | 3382600 | 3263526 |
|  Emerging Markets Small Cap Portfolio | 59647 |  | (278201) | 1430453 | 1211899 |
|  Emerging Markets Value Portfolio | 147517 |  | (1200399) | 3888104 | 2835222 |
|  Emerging Markets Core Equity 2 Portfolio | 274699 |  | (2527167) | 13339831 | 11087363 |
|  Emerging Markets Targeted Value Portfolio | 13864 |  | (13094) | 80896 | 81666 |
|  Emerging Markets ex China Core Equity Portfolio | 5270 |  | (14736) | 277197 | 267731 |

---

For federal income tax purposes, the Fund measures its capital loss carryforwards annually at October 31, its fiscal year end. Capital loss carryforwards may be carried forward and applied against future capital gains. As of October 31, 2025, the Portfolios had the following capital loss carryforwards available to offset future realized capital gains with no expiration date (amounts in thousands):

---

| | |
|:---|:---|
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; **Total**  |
|  Large Cap International Portfolio | $458240 |
|  International Core Equity 2 Portfolio | 1114838 |
|  International Small Company Portfolio | 129145 |
|  Japanese Small Company Portfolio | 146 |
|  Asia Pacific Small Company Portfolio | 50688 |
|  United Kingdom Small Company Portfolio | 3545 |
|  Continental Small Company Portfolio | 5652 |
|  DFA International Real Estate Securities Portfolio | 1536145 |
|  DFA Global Real Estate Securities Portfolio | 438307 |
|  International Vector Equity Portfolio | 79966 |
|  International High Relative Profitability Portfolio | 31598 |
|  World ex U.S. Value Portfolio | 12140 |
|  World ex U.S. Core Equity Portfolio | 80703 |
|  World ex U.S. Targeted Value Portfolio | 15785 |
|  Emerging Markets Portfolio | 155191 |

---

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| | |
|:---|:---|
|  | **Total** |
|  Emerging Markets Small Cap Portfolio | $278201 |
|  Emerging Markets Value Portfolio | 1200399 |
|  Emerging Markets Core Equity 2 Portfolio | 2527167 |
|  Emerging Markets Targeted Value Portfolio | 13094 |
|  Emerging Markets ex China Core Equity Portfolio | 14736 |

---

During the year ended October 31, 2025, the following Portfolios used the following capital loss carryforwards to offset realized capital gains for federal income tax purposes (amounts in thousands):

---

| | |
|:---|:---|
|  Large Cap International Portfolio | $63043.0 |
|  Japanese Small Company Portfolio | 2536.0 |
|  Continental Small Company Portfolio | 5325.0 |
|  International High Relative Profitability Portfolio | 17586.0 |
|  World ex U.S. Targeted Value Portfolio | 4859.0 |
|  Emerging Markets Portfolio | 39484.0 |
|  Emerging Markets Core Equity 2 Portfolio | 124910.0 |
|  Emerging Markets ex China Core Equity Portfolio | 5484.0 |

---

As of October 31, 2025, the total cost and aggregate gross unrealized appreciation (depreciation) of securities for federal income tax purposes were different from amounts reported for financial reporting purposes, as follows (amounts in thousands):

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | **Federal**<br>**Tax Cost** | **Unrealized<br>Appreciation** | **Unrealized<br>(Depreciation)** | **Net<br>Unrealized<br>Appreciation**<br>**(Depreciation)** |
|  Large Cap International Portfolio | $4186655 | $3180874 | $(82619) | $3098255 |
|  International Core Equity 2 Portfolio | 23404545 | 15189707 | (1086932) | 14102775 |
|  Global Small Company Portfolio | 77699 | 31384 |  | 31384 |
|  International Small Company Portfolio | 9792742 | 4215779 |  | 4215779 |
|  Japanese Small Company Portfolio | 176276 | 77361 | (11696) | 65665 |
|  Asia Pacific Small Company Portfolio | 160358 | 25342 | (833) | 24509 |
|  United Kingdom Small Company Portfolio | 18724 | 4142 |  | 4142 |
|  Continental Small Company Portfolio | 113467 | 2226 |  | 2226 |
|  DFA International Real Estate Securities Portfolio | 3409927 | 298022 | (342258) | (44236) |
|  DFA Global Real Estate Securities Portfolio | 6451474 | 1280560 | (551801) | 728759 |
|  DFA International Small Cap Value Portfolio | 8526427 | 5146290 | (280353) | 4865937 |
|  International Vector Equity Portfolio | 2450298 | 1661653 | (26544) | 1635109 |
|  International High Relative Profitability Portfolio | 1250602 | 547831 | (29183) | 518648 |
|  World ex U.S. Value Portfolio | 266223 | 130778 |  | 130778 |
|  World ex U.S. Core Equity Portfolio | 3106753 | 1869492 | (169843) | 1699649 |
|  World ex U.S. Targeted Value Portfolio | 550730 | 288900 | (19921) | 268979 |
|  World Core Equity Portfolio | 584008 | 616925 |  | 616925 |
|  Selectively Hedged Global Equity Portfolio | 149892 | 188316 |  | 188316 |
|  Emerging Markets Portfolio | 2901814 | 3464272 |  | 3464272 |
|  Emerging Markets Small Cap Portfolio | 2414255 | 1496812 |  | 1496812 |
|  Emerging Markets Value Portfolio | 8883745 | 4041442 |  | 4041442 |
|  Emerging Markets Core Equity 2 Portfolio | 20296155 | 15804449 | (2034282) | 13770167 |

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| | | | | |
|:---|:---|:---|:---|:---|
|  | **Federal**<br>**Tax Cost** | **Unrealized<br>Appreciation** | **Unrealized<br>(Depreciation)** | **Net<br>Unrealized<br>Appreciation**<br>**(Depreciation)** |
|  Emerging Markets Targeted Value Portfolio | $223725 | $93799 | $(8664) | $85135 |
|  Emerging Markets ex China Core Equity Portfolio | 970775 | 337274 | (52053) | 285221 |

---

The difference between GAAP-basis and tax-basis unrealized gains (losses) can occur as a result of wash sales and net mark-to-market gains (losses) on regulated futures contracts, net mark-to-market gains (losses) on foreign currency contracts, and differences in the tax treatment of passive foreign investment company investments or other investments.

*ASC 740 Accounting for Uncertainty in Income Taxes* sets forth a minimum threshold for financial statement recognition of the benefit of a tax position taken or expected to be taken in a tax return. Under GAAP, the Portfolios recognize the tax benefits of uncertain tax positions only when the position is more likely than not to be sustained, assuming examination by tax authorities. Management has analyzed the Portfolios' tax positions and has concluded that no additional provision for income tax is required in the Portfolios' financial statements. The Portfolios are not aware of any tax positions for which it is reasonably possible that the total amounts of unrecognized tax benefits will significantly change in the next twelve months. The Portfolios' federal tax returns for the prior three fiscal years remain subject to examination by the Internal Revenue Service.

**G. Financial Instruments:** 

In accordance with the Portfolios' investment objectives and policies, the Portfolios may invest either directly or indirectly (through their investments in corresponding Master/Underlying Funds), 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. The Portfolios' derivative contracts are not accounted for as hedging instruments under GAAP. These instruments and their significant corresponding risks are described below:

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1. *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.

Portfolios that have significant exposure to certain countries, such as the United Kingdom Small Company Portfolio's Master Fund that concentrates investments in the United Kingdom, can be expected to be impacted by the political and economic conditions within such countries. For example, there is continuing uncertainty around the future of the euro and the European Union (EU) following the United Kingdom's (UK) exit from the EU (referred to as "Brexit"). Brexit may cause greater market volatility and illiquidity, currency fluctuations, deterioration in economic activity, a decrease in business confidence, and increased likelihood of a recession in the UK. While it is not possible to determine the precise impact these events may have on the Portfolios, the ultimate impact on the UK, EU countries, other countries or parties that transact with the UK and EU, and the broader global economy could be significant and could adversely affect the value and liquidity of the Portfolios' investments.

**Derivative Financial Instruments:** 

Summarized below are the specific types of derivative instruments used by the Portfolios.

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2. *Forward Currency Contracts*: The Portfolios listed below may enter into foreign currency exchange transactions, including foreign currency forward contracts, in connection with the settlement of foreign securities or to transfer cash balances from one currency to another currency. The Selectively Hedged Global Equity 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 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

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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.

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3. *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 Selectively Hedged Global Equity Portfolio may also use futures contracts in an attempt 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.

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 Portfolio 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.

Securities have been segregated as collateral for open futures contracts.

The average volume (based on the open positions at each fiscal month-end) of derivative activity for the year ended October 31, 2025 was as follows (amounts in thousands):

---

| | | |
|:---|:---|:---|
|  | **Forward<br>Currency<br>Contracts\*** | **Futures\*\*** |
|  Large Cap International Portfolio | $— | $58630 |
|  International Core Equity 2 Portfolio |  | 300775 |
|  International Small Company Portfolio |  | 106512 |
|  DFA International Real Estate Securities Portfolio |  | 22822 |
|  DFA Global Real Estate Securities Portfolio |  | 53880 |
|  DFA International Small Cap Value Portfolio |  | 133294 |
|  International Vector Equity Portfolio |  | 30228 |
|  International High Relative Profitability Portfolio |  | 1315 |
|  World ex U.S. Core Equity Portfolio |  | 34491 |
|  World ex U.S. Targeted Value Portfolio |  | 736 |
|  Selectively Hedged Global Equity Portfolio | 87033 | 3361 |
|  Emerging Markets Core Equity 2 Portfolio |  | 245235 |
|  Emerging Markets Targeted Value Portfolio |  | 1939 |
|  Emerging Markets ex China Core Equity Portfolio |  | 13623 |

---

\* Average amount of Currency Purchased/Sold in USD. 

\*\* Average Notional Value of futures contracts.

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The following is a summary of the Portfolios' derivative instrument holdings categorized by primary risk exposure as of October 31, 2025 (amounts in thousands):

---

| | | | |
|:---|:---|:---|:---|
|  | **Asset Derivatives Value** | **Asset Derivatives Value** | **Asset Derivatives Value** |
|  | **Total Value at<br>October 31, 2025** | **Forward<br>Currency<br>Contracts <sup>(1)</sup>** | **Equity<br>Contracts <sup>(2)</sup>** |
|  Large Cap International Portfolio | $1607 |  | $1607 |
|  International Core Equity 2 Portfolio | 9626 |  | 9626 |
|  International Small Company Portfolio | 3718 |  | 3718 |
|  DFA International Real Estate Securities Portfolio | 482 |  | 482 |
|  DFA Global Real Estate Securities Portfolio | 1796 |  | 1796 |
|  DFA International Small Cap Value Portfolio | 4198 |  | 4198 |
|  International Vector Equity Portfolio | 582 |  | 582 |
|  World ex U.S. Core Equity Portfolio | 735 |  | 735 |
|  Selectively Hedged Global Equity Portfolio | 1135 | $998 | 137 |
|  Emerging Markets Core Equity 2 Portfolio | 6921 |  | 6921 |
|  Emerging Markets Targeted Value Portfolio | 79 |  | 79 |

---

---

| | | |
|:---|:---|:---|
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; **Liability Derivatives Value**  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; **Liability Derivatives Value**  |
|  | **Total Value**<br> **at<br>October 31, 2025** | **Forward<br>Currency<br>Contracts <sup>(3)</sup>** |
|  Selectively Hedged Global Equity Portfolio | $(79) | $(79) |

---

(1) Presented on Statements of Assets and Liabilities
 as Unrealized Gain on Forward Currency Contracts.

(2) Presented on Statements of Assets and Liabilities
 as Receivables: Futures Variation Margin.

(3) Presented on Statements of Assets and Liabilities
 as Unrealized Loss on Forward Currency Contracts.

The following is a summary of the realized and change in unrealized gains and losses from the Portfolios' derivative instrument holdings categorized by primary risk exposure for the year ended October 31, 2025 (amounts in thousands):

---

| | | | |
|:---|:---|:---|:---|
|  | **Realized Gain (Loss) on**<br>**Derivatives** | **Realized Gain (Loss) on**<br>**Derivatives** | **Realized Gain (Loss) on**<br>**Derivatives** |
|  | &nbsp;&nbsp;&nbsp;&nbsp; **Total**  | **Forward<br>Currency<br>Contracts <sup>(1)</sup>** | **Equity<br>Contracts <sup>(2)</sup>** |
|  Large Cap International Portfolio | $9242 |  | $9242 |
|  International Core Equity 2 Portfolio | 39678 |  | 39678 |
|  Global Small Company Portfolio | (78) |  | (78) |
|  International Small Company Portfolio | 12976 |  | 12976 |
|  DFA International Real Estate Securities Portfolio | 2054 |  | 2054 |
|  DFA Global Real Estate Securities Portfolio | 7054 |  | 7054 |
|  DFA International Small Cap Value Portfolio | 14638 |  | 14638 |
|  International Vector Equity Portfolio | 3191 |  | 3191 |
|  International High Relative Profitability Portfolio | 414 |  | 414\* |
|  World ex U.S. Value Portfolio | 2 |  | 2 |
|  World ex U.S. Core Equity Portfolio | 3781 |  | 3781 |

---

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---

| | | | |
|:---|:---|:---|:---|
|  | **Realized Gain (Loss) on**<br>**Derivatives** | **Realized Gain (Loss) on**<br>**Derivatives** | **Realized Gain (Loss) on**<br>**Derivatives** |
|  | &nbsp;&nbsp;&nbsp;&nbsp; **Total**  | **Forward<br>Currency<br>Contracts <sup>(1)</sup>** | **Equity<br>Contracts <sup>(2)</sup>** |
|  World ex U.S. Targeted Value Portfolio | $301 |  | $301 |
|  Selectively Hedged Global Equity Portfolio | 898 | $401 | 497 |
|  Emerging Markets Core Equity 2 Portfolio | 35336 |  | 35336 |
|  Emerging Markets Targeted Value Portfolio | 165 |  | 165 |
|  Emerging Markets ex China Core Equity Portfolio | (438) |  | (438) |
|  | **Change in Unrealized Appreciation<br>(Depreciation) on Derivatives** | **Change in Unrealized Appreciation<br>(Depreciation) on Derivatives** | **Change in Unrealized Appreciation<br>(Depreciation) on Derivatives** |
|  | **Total** | **Forward<br>Currency<br>Contracts <sup>(3)</sup>** | **Equity<br>Contracts <sup>(4)</sup>** |
|  Large Cap International Portfolio | $1537 |  | $1537 |
|  International Core Equity 2 Portfolio | 8596 |  | 8596 |
|  International Small Company Portfolio | 9476 |  | 9476 |
|  DFA International Real Estate Securities Portfolio | 1243 |  | 1243 |
|  DFA Global Real Estate Securities Portfolio | 2138 |  | 2138 |
|  DFA International Small Cap Value Portfolio | 4940 |  | 4940 |
|  International Vector Equity Portfolio | 1098 |  | 1098 |
|  World ex U.S. Core Equity Portfolio | 1536 |  | 1536 |
|  World ex U.S. Targeted Value Portfolio | (7) |  | (7) |
|  Selectively Hedged Global Equity Portfolio | (228) | $(328) | 100 |
|  Emerging Markets Core Equity 2 Portfolio | 7445 |  | 7445 |
|  Emerging Markets Targeted Value Portfolio | 59 |  | 59 |

---

(1) Presented on Statements of Operations as Net
 Realized Gain (Loss) on: Forward Currency Contracts.

(2) Presented on Statements of Operations as Net
 Realized Gain (Loss) on: Futures.

(3) Presented on Statements of Operations as Change
 in Unrealized Appreciation (Depreciation) of: Forward Currency Contracts.

(4) Presented on Statements of Operations as Change
 in Unrealized Appreciation (Depreciation) of: Futures.

\* As of October 31, 2025, there were no futures contracts outstanding. During the year ended October 31, 2025, the Portfolio had limited activity in futures contracts.

**Offsetting of Derivative Assets and Derivative Liabilities:** 

In order to better define its contractual rights and to secure rights that will help a Portfolio mitigate its counterparty risk, the Fund on behalf of applicable Portfolios entered into an International Swaps and Derivatives Association, Inc. Master Agreement (ISDA Master Agreement) or a similar agreement with certain of its derivative contract counterparties. An ISDA Master Agreement is a bilateral agreement between the Fund, on behalf of a Portfolio, and a counterparty that governs OTC derivatives and forward currency contracts and typically contains, among other things, provisions in the event of a default and/or termination event and may also include collateral posting items. Under an ISDA Master Agreement, a Portfolio may, under certain circumstances, offset with the counterparty certain derivative financial instruments' payables and/or receivables with collateral held and/or posted, if any, and create one single net payment. The provisions of the ISDA Master Agreement typically permit a single net payment in the event of a default (close-out), including the bankruptcy or insolvency of the counterparty. However, bankruptcy or insolvency laws of a particular jurisdiction may impose restrictions on or prohibitions against the right of offset in bankruptcy, insolvency, or other events.

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For financial reporting purposes, the Portfolios do not offset derivative assets and derivative liabilities that are subject to netting arrangements in the Statements of Assets and Liabilities.

The following table presents the Portfolios' gross and net amount of assets and liabilities available for offset under netting arrangements as well as any related collateral received or pledged by the Portfolios as of October 31, 2025 (amounts in thousands):

---

| | | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
|  | | **Gross Amounts Not**<br>**Offset in the**<br>**Statements of Assets**<br>**and Liabilities** | **Gross Amounts Not**<br>**Offset in the**<br>**Statements of Assets**<br>**and Liabilities** | **Gross Amounts Not**<br>**Offset in the**<br>**Statements of Assets**<br>**and Liabilities** | | | **Gross Amounts Not**<br>**Offset in the**<br>**Statements of Assets**<br>**and Liabilities** | **Gross Amounts Not**<br>**Offset in the**<br>**Statements of Assets**<br>**and Liabilities** | **Gross Amounts Not**<br>**Offset in the**<br>**Statements of Assets**<br>**and Liabilities** | |
| **Description** |<br>**Gross<br>Amounts of<br>Recognized**<br>**Assets** | **Financial**<br>**Instruments (a)** | **Non-Cash**<br>**Collateral** <br>**Received** | **Cash<br>Collateral**<br>**Received** |<br>**Net<br>Amount (b)** |<br>**Gross<br>Amounts of**<br>**Recognized**<br>**Liabilities** | **Financial**<br>**Instruments (c)** | **Non-Cash**<br>**Collateral** <br>**Pledged** | **Cash<br>Collateral<br>Pledged** |<br>**Net<br>Amount (d)** |
|  | **Assets** | **Assets** | **Assets** | **Assets** | **Assets** | **Liabilities** | **Liabilities** | **Liabilities** | **Liabilities** | **Liabilities** |
|  **Selectively Hedged Global Equity Portfolio** | **Selectively Hedged Global Equity Portfolio** | **Selectively Hedged Global Equity Portfolio** | **Selectively Hedged Global Equity Portfolio** | **Selectively Hedged Global Equity Portfolio** |  |  |  |  |  |  |
|  Citibank, N.A | $196 | $(61) |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$135 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$61 | $(61) |  |  |  |
|  Bank of America Corp. | 15 | (1) |  |  | 14 | 1 | (1) |  |  |  |
|  Goldman Sachs Capital Markets L.P |  |  |  |  |  | 13 |  |  |  | $13 |
|  Australia and New Zealand Bank | 35 |  |  |  | 35 |  |  |  |  |  |
|  UBS AG | 349 |  |  |  | 349 |  |  |  |  |  |
|  Morgan Stanley & Co. LLC | 8 |  |  |  | 8 |  |  |  |  |  |
|  State Street Bank and Trust |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |  |  |  |  |
|  Societe Generale | 36 | (4) |  |  | 32 | 4 | (4) |  |  |  |
|  Royal Bank of Canada | 279 |  |  |  | 279 |  |  |  |  |  |
|  HSBC Bank | 80 |  |  |  | 80 |  |  |  |  |  |
|  Total | $998 | $(66) |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$932 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$79 | $(66) |  |  | $13 |

---

(a) Represents the amount of assets that could
 be offset by liabilities with the same counterparty under master netting or similar agreements that management elects not to offset on
 the Statements of Assets and Liabilities.

(b) Represents the net amount due from counterparties
 in the event of default.

(c) Represents the amount of liabilities that
 could be offset by assets with the same counterparty under master netting or similar agreements that management elects not to offset on
 the Statements of Assets and Liabilities.

(d) Represents the net amount due to counterparties
 in the event of default.

**H. Line of Credit and Interfund Lending Program:** 

The Fund, together with other Dimensional-advised portfolios, has entered into a $500 million uncommitted, unsecured discretionary line of credit effective April 2, 2025, with its domestic custodian bank. A line of credit with similar terms was in effect through April 2, 2025. Each portfolio is permitted to borrow, subject to its investment limitations, up to a maximum of $250 million, as long as total borrowings under the line of credit do not exceed $500 million in the aggregate. Borrowings under the line of credit are charged interest at rates agreed upon by the parties at the time of borrowing. Each portfolio is individually, and not jointly, liable for its particular advances under the line of credit. There is no commitment fee on the unused portion of the line of credit. The agreement for the discretionary line of credit may be terminated by either party at any time. The agreement for the line of credit expires on April 1, 2026.

The Fund, together with other Dimensional-advised portfolios, has also entered into an additional $700 million unsecured line of credit with its international custodian bank effective December 26, 2024. A line of credit with similar terms was in effect through December 26, 2024. Each portfolio is permitted to borrow, subject to its investment limitations, up to the lower of one-quarter of such portfolio's net assets or $500 million, as long as total borrowings under the line of credit do not exceed $700 million in the aggregate. Each portfolio is individually, and not jointly, liable

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for its particular advances under the line of credit. Borrowings under the line of credit are charged interest at rates agreed upon by the parties at the time of borrowing. There is no commitment fee on the unused portion of the line of credit. The line of credit agreement expires on December 25, 2025.

For the year ended October 31, 2025, borrowings by the following Portfolios under the lines of credit were as follows (amounts in thousands, except percentages and days):

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
|  | **Weighted<br>Average<br>Interest Rate** | **Weighted<br>Average<br>Loan Balance** | **Number of<br>Days<br>Outstanding\*** | **Interest<br>Expense<br>Incurred** | **Maximum Amount<br>Borrowed During<br>the Period** | **Outstanding<br>Borrowings<br>as of 10/31/2025** |
|  Global Small Company Portfolio | 5.09% | $667 | 54 | $5 | $16415 |  |
|  DFA International Real Estate Securities Portfolio | 5.16% | 9879 | 3 | 4 | 14574 |  |
|  DFA International Small Cap Value Portfolio | 5.08% | 6739 | 6 | 6 | 10478 |  |
|  International High Relative Profitability Portfolio | 5.09% | 502 | 36 | 3 | 2135 |  |
|  World ex U.S. Value Portfolio | 5.13% | 124 | 52 | 1 | 1146 |  |
|  World ex U.S. Core Equity Portfolio | 5.08% | 6528 | 4 | 4 | 18685 |  |
|  World ex U.S. Targeted Value Portfolio | 5.13% | 2579 | 28 | 10 | 15538 |  |
|  World Core Equity Portfolio | 5.06% | 534 | 78 | 6 | 2858 |  |
|  Selectively Hedged Global Equity Portfolio | 5.08% | 452 | 3 |  | 452 |  |
|  Emerging Markets Targeted Value Portfolio | 5.14% | 2047 | 4 | 1 | 4008 |  |
|  Emerging Markets ex China Core Equity Portfolio | 5.10% | 10244 | 94 | 136 | 150638 | $3422 |

---

\* Number of Days Outstanding represents the total of single or consecutive days during the year ended October 31, 2025, that each Portfolio's available line of credit was used. 

Pursuant to an exemptive order issued by the SEC (the "Order"), the Portfolios may participate in an interfund lending program among certain portfolios managed by the Advisor (portfolios that operate as feeder funds do not participate in the program). The program allows the participating portfolios to borrow money from and loan money to each other for temporary or emergency purposes, subject to the conditions in the Order. A loan can only be made through the program if the interfund loan rate on that day is more favorable to both the borrowing and lending portfolios as compared to rates available through short-term bank loans or investments in overnight repurchase agreements and money market funds, respectively, as detailed in the Order. Further, a portfolio may participate in the program only if and to the extent that such participation is consistent with its investment objectives and limitations. Interfund loans have a maximum duration of seven days and may be called on one business day's notice.

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For the year ended October 31, 2025, activity by the Portfolios under the interfund lending program was as follows (amounts in thousands, except percentages and days):

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
|  | **Borrower or<br>Lender** | **Weighted<br>Average<br>Interest Rate** | **Weighted<br>Average Loan<br>Balance** | **Number of<br>Days<br>Outstanding\*** | **Interest<br>Expense/<br>Income** | **Maximum Amount<br>Borrowed/Loaned<br>During the Period** | **Outstanding<br>Borrowings<br>as of 10/31/2025** |
|  World ex U.S. Core Equity Portfolio | Borrower | 4.70% | $117595 | 6 | $92 | $148629 |  |
|  Emerging Markets Core Equity 2 Portfolio | Borrower | 4.90% | 201567 | 3 | 83 | 310806 |  |
|  Emerging Markets ex China Core Equity Portfolio | Borrower | 4.70% | 27595 | 2 | 7 | 28424 |  |

---

\* Number of Days Outstanding represents the total of single or consecutive days during the year ended October 31, 2025 that the Portfolios utilized the interfund lending program. 

**I. Affiliated Trades:** 

Cross trades for the year ended October 31, 2025, if any, were executed by the Portfolios pursuant to procedures adopted by the Board to ensure compliance with Rule 17a-7 under the 1940 Act. Cross trading is the buying or selling of portfolio securities between series of investment companies, or between a series of an investment company and another entity, that are or could be considered affiliates by virtue of having a common investment advisor (or affiliated investment advisors), common Directors and/or common Officers. At its regularly scheduled meetings, the CCO certifies to the Board that the 17a-7 transactions entered into by the Portfolios complied with the Rule 17a-7 Procedures adopted by the Board.

For the year ended October 31, 2025, cross trades by the Portfolios under Rule 17a-7 were as follows (amounts in thousands):

---

| | | | |
|:---|:---|:---|:---|
| **Portfolio** | **Purchases** | **Sales** | **Realized Gain (Loss)** |
|  Large Cap International Portfolio | $159353 | $165032 | $6034 |
|  International Core Equity 2 Portfolio | 177125 | 345855 | (104852) |
|  DFA Global Real Estate Securities Portfolio | 23704 | 77968 | (15585) |
|  DFA International Small Cap Value Portfolio | 312108 | 139193 | 6031 |
|  International Vector Equity Portfolio | 39935 | 63828 | (6966) |
|  International High Relative Profitability Portfolio | 38015 | 39375 | (500) |
|  World ex U.S. Core Equity Portfolio | 21300 | 54268 | (9063) |
|  World ex U.S. Targeted Value Portfolio | 13101 | 33803 | 3928 |
|  Emerging Markets Core Equity 2 Portfolio | 2112 | 1883 | (2183) |
|  Emerging Markets Targeted Value Portfolio | 291 | 613 | (263) |
|  Emerging Markets ex China Core Equity Portfolio | 1001 | 467 | (434) |

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**J. Securities Lending:** 

As of October 31, 2025, some of the Portfolios had securities on loan to brokers/dealers, for which each such Portfolio received cash collateral. The contractual maturity of cash collateral received under the securities lending agreement is classified as overnight and continuous. The Portfolios also received non-cash collateral consisting of short- and/or long-term U.S. Treasuries and U.S. government agency securities as follows (amounts in thousands):

---

| | |
|:---|:---|
|  | **Non-Cash<br>Collateral<br>Market**<br>**Value** |
|  Large Cap International Portfolio | $70077 |
|  International Core Equity 2 Portfolio | 664752 |
|  DFA International Real Estate Securities Portfolio | 60167 |
|  DFA Global Real Estate Securities Portfolio | 468 |
|  DFA International Small Cap Value Portfolio | 176342 |
|  International Vector Equity Portfolio | 78485 |
|  International High Relative Profitability Portfolio | 14154 |
|  World ex U.S. Core Equity Portfolio | 106671 |
|  World ex U.S. Targeted Value Portfolio | 17101 |
|  Emerging Markets Core Equity 2 Portfolio | 2370731 |
|  Emerging Markets Targeted Value Portfolio | 9605 |
|  Emerging Markets ex China Core Equity Portfolio | 41684 |

---

Each Portfolio invests the cash collateral, as described below, and records a liability for the return of the collateral, during the period the securities are on loan. Loans of securities are expected at all times to be secured by collateral in an amount (i) equal to at least 100% of the current market value of the loaned securities with respect to securities of the U.S. government or its agencies, (ii) generally equal to 102% of the current market value of the loaned securities with respect to U.S. securities, and (iii) generally equal to 105% of the current market value of the loaned securities with respect to foreign securities. However, daily market fluctuations could cause the Portfolio's collateral to be lower or higher than the expected thresholds. If this were to occur, the collateral would be adjusted the next business day to ensure adequate collateralization. In the event of default or bankruptcy by the other party to the agreement, realization and/or retention of the collateral may be subject to legal proceedings. If the borrower fails to return loaned securities, cash collateral being maintained by the borrower is insufficient to cover the value of loaned securities, and such collateral insufficiency is not the result of investment losses, the lending agent has agreed to pay the amount of the shortfall to the Portfolio or, at the option of the lending agent, to replace the securities. In the event of the bankruptcy of the borrower, a Portfolio could experience delay in recovering the loaned securities or only recover cash or a security of equivalent value.

Subject to their stated investment policies, each Portfolio with securities on loan will generally invest the cash collateral received for the loaned securities in the Short Term Series, an affiliated registered ultrashort term bond fund advised by the Advisor for which the Advisor receives a management fee of 0.05% of the average daily net assets of the Short Term Series. Income received from the Short Term Series is netted with fees for securities lending and collateral investment expenses and with other payments to and from borrowers of securities. Each Portfolio also may invest the cash collateral received for the loaned securities in securities of the U.S. government or its agencies, repurchase agreements collateralized by securities of the U.S. government or its agencies, and affiliated or unaffiliated money market funds that are registered or unregistered. For purposes of this paragraph, agencies include both agency debentures and agency mortgage-backed securities. Additionally, each Portfolio will be able to terminate the loan at any time and will receive reasonable interest on the loan, as well as amounts equal to any dividends, interest or, other distributions on the loaned securities. However, dividend income received from loaned securities may not be eligible for taxation at qualified dividend income rates.

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**K. Indemnitees; Contractual Obligations:** 

Under the Fund's organizational documents, its Officers and Directors are indemnified against certain liabilities arising out of the performance of their duties to the Fund.

In the normal course of business, the Fund enters into contracts that contain a variety of representations and warranties that provide general indemnification. The Fund's maximum exposure under these arrangements is unknown, as this would involve future claims that may be made against the Fund and/or its affiliates that have not yet occurred. However, based on experience, the Fund expects the risk of loss to be remote.

**L. In-Kind Redemptions:** 

During the year ended October 31, 2025, the Portfolios listed below realized net gains (losses) on in-kind redemptions as follows (amounts in thousands):

---

| | |
|:---|:---|
|  Large Cap International Portfolio | $109521.0 |
|  International Core Equity 2 Portfolio | 165584.0 |
|  DFA Global Real Estate Securities Portfolio | 1686.0 |
|  DFA International Small Cap Value Portfolio | 391567.0 |
|  International Vector Equity Portfolio | 38555.0 |
|  International High Relative Profitability Portfolio | 28298.0 |
|  World ex U.S. Core Equity Portfolio | 5043.0 |
|  World ex U.S. Targeted Value Portfolio | 4551.0 |
|  Emerging Markets Core Equity 2 Portfolio | 6490.0 |

---

**M. Segment Reporting:** 

In this reporting period, the Portfolios adopted FASB Accounting Standards Update 2023-07, Segment Reporting (Topic 280) – Improvements to Reportable Segment Disclosures ("ASU 2023-07"). The adoption of the new standard only impacted financial statement disclosures and did not affect each Portfolio's financial position or the results of its operations. An operating segment is defined in Topic 280 as a component of a public entity that (i) engages in business activities from which it may recognize revenues and incur expenses, (ii) has operating results that are regularly reviewed by the public entity's chief operating decision maker ("CODM") to make decisions about resources to be allocated to the segment and assess its performance, and (iii) has discrete financial information available. The Fund's Co-Chief Executive Officers and the Chief Financial Officer act as the Portfolios' CODM. Each Portfolio represents a single operating segment, as the CODM monitors the operating results of the Portfolio as a whole. Each Portfolio's long-term strategic asset allocation is executed by its portfolio management team and guided by each Portfolio's investment objective and principal investment strategies, as described in each Portfolio's respective prospectus. The financial information provided to and reviewed by the CODM is consistent with that presented in each Portfolio's Schedule of Investments, Statement of Operations, Statement of Changes in Net Assets, and Financial Highlights.

**N. New Accounting Pronouncement:** 

In December 2023, the FASB issued Accounting Standards Update 2023-09, Income Taxes (Topic 740) –Improvements to Income Tax Disclosures ("ASU 2023-09"). Effective for annual periods beginning after December 15, 2024, the amendments require greater disaggregation of disclosures related to income taxes paid. The ASU 2023-09 allows for early adoption and requires that amendments be applied on a prospective basis. Management is currently evaluating the impact of the ASU 2023-09 but does not expect the guidance to materially impact the financial statements.

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**O. Other:** 

As of October 31, 2025, the following number of shareholders, each holding greater than 5%, held the following approximate percentages of the Portfolios' outstanding shares. One or more of the shareholders may be omnibus accounts, which typically hold shares for the benefit of several other underlying investors. Significant shareholder transactions by these shareholders, if any, may impact the Portfolios' performance.

---

| | | | |
|:---|:---|:---|:---|
|  | **Number of<br>Shareholders** | **Approximate<br>Percentage of<br> Outstanding Shares**  | **Approximate Percentage<br>of Outstanding Shares<br>Held by Advisor**<br>**and/or Affiliates** |
|  Large Cap International Portfolio | 4 | 75% | 0% |
|  International Core Equity 2 Portfolio | 3 | 71% | 5% |
|  Global Small Company Portfolio | 2 | 75% | 0% |
|  International Small Company Portfolio | 3 | 80% | 0% |
|  Japanese Small Company Portfolio | 3 | 84% | 10% |
|  Asia Pacific Small Company Portfolio | 2 | 91% | 0% |
|  United Kingdom Small Company Portfolio | 4 | 96% | 41% |
|  Continental Small Company Portfolio | 3 | 90% | 27% |
|  DFA International Real Estate Securities Portfolio | 4 | 96% | 60% |
|  DFA Global Real Estate Securities Portfolio | 2 | 67% | 0% |
|  DFA International Small Cap Value Portfolio | 3 | 77% | 0% |
|  International Vector Equity Portfolio | 2 | 91% | 0% |
|  International High Relative Profitability Portfolio | 3 | 86% | 0% |
|  World ex U.S. Value Portfolio | 5 | 76% | 6% |
|  World ex U.S. Core Equity Portfolio | 3 | 72% | 0% |
|  World ex U.S. Targeted Value Portfolio | 2 | 96% | 0% |
|  World Core Equity Portfolio | 4 | 86% | 6% |
|  Selectively Hedged Global Equity Portfolio | 3 | 82% | 0% |
|  Emerging Markets Portfolio | 2 | 63% | 0% |
|  Emerging Markets Small Cap Portfolio | 3 | 67% | 0% |
|  Emerging Markets Value Portfolio | 3 | 52% | 0% |
|  Emerging Markets Core Equity 2 Portfolio | 2 | 62% | 0% |
|  Emerging Markets Targeted Value Portfolio | 2 | 93% | 0% |
|  Emerging Markets ex China Core Equity Portfolio | 2 | 76% | 0% |

---

The Portfolios are subject to claims and suits that arise from time to time in the ordinary course of business (for example, claw back litigation against former shareholders of portfolio companies that filed for bankruptcy). 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, results of operations, or cash flows, these matters are subject to inherent uncertainties and management's view of these matters may change in the future.

**P. ReFlow Redemption Service:** 

A Portfolio may participate in the ReFlow liquidity program, which is designed to provide an alternative liquidity source for mutual funds experiencing net redemptions of their shares. Pursuant to the program, ReFlow Fund, LLC ("ReFlow") provides participating mutual funds with a source of cash to meet net shareholder redemptions by standing ready each business day to purchase fund shares up to the value of the net shares redeemed by other shareholders that are expected to settle that business day. A fund is not guaranteed to receive cash from ReFlow on any given day as the allocation of ReFlow's cash is based on the results of ReFlow's automated daily auction process among participating mutual funds. Following purchases of fund shares, ReFlow then generally redeems those shares

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##### [**Table of Contents**](#toc)
when the fund experiences net shareholder purchases at the end of a maximum holding period, currently 8 days, determined by ReFlow, or at other times at ReFlow's discretion. While ReFlow holds fund shares, it will have the same rights and privileges with respect to those shares as any other shareholder.

For use of the ReFlow program, a fund pays a fee to ReFlow each time it purchases fund shares, calculated by applying to the purchase amount a fee rate determined through the auction process. The current minimum fee rate (which is subject to change) is 0.14% of the value of the fund shares purchased by ReFlow, although the fund may submit a bid at a higher fee rate if it determines that doing so is in the best interest of fund shareholders. ReFlow's purchases of fund shares through the liquidity program are made on an investment-blind basis without regard to the fund's objective, policies, or anticipated performance. In accordance with federal securities laws, ReFlow is prohibited from acquiring more than 3% of the outstanding voting securities of a fund. ReFlow will periodically redeem its entire share position in the Portfolio and may request that such redemption be met in kind in accordance with redemption in-kind policies described in the Portfolio's Prospectus. If the Portfolio is part of a "master-feeder" structure, then the "feeder" Portfolio does not generally buy individual securities directly. Instead, the feeder Portfolio invests in a corresponding "master" Portfolio that in turn purchases stocks and other securities. Under a master-feeder structure, ReFlow redemptions and subscriptions take place at the feeder level, where the capital commitments are pooled, and securities are redeemed at the master level, where the securities are held. As a result, realized gains or losses will be reflected in the master Portfolio's financial statements. Purchases and redemptions of Portfolio shares by ReFlow under the program are not considered excessive short-term trading under the Portfolios' Policy Regarding Excessive Short-Term Trading.

For the year ended October 31, 2025, the Portfolios' activity in the program is listed below (amounts in thousands):

---

| | | |
|:---|:---|:---|
|  | **Value of<br>Purchases** | **Service<br>Fees** |
|  Large Cap International Portfolio | $203066 | $284 |
|  International Core Equity 2 Portfolio | 261339 | 359 |
|  DFA Global Real Estate Securities Portfolio | 4523 | 6 |
|  DFA International Small Cap Value Portfolio | 553242 | 775 |
|  International Vector Equity Portfolio | 64441 | 91 |
|  International High Relative Profitability Portfolio | 70248 | 97 |
|  World ex U.S. Core Equity Portfolio | 11167 | 16 |
|  World ex U.S. Targeted Value Portfolio | 5908 | 9 |
|  Emerging Markets Core Equity 2 Portfolio | 9985 | 14 |

---

**Q. 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.

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##### [**Table of Contents**](#toc)
![LOGO](g941358g51x87.jpg)

**Report of Independent Registered Public Accounting Firm** 

To the Board of Directors of DFA Investment Dimensions Group Inc. and Shareholders of each of the twenty-four portfolios listed in the table below

***Opinions on the Financial Statements***

We have audited the accompanying statements of assets and liabilities, including the schedules of investments, of each of the portfolios indicated in the table below (twenty-four of the portfolios constituting DFA Investment Dimensions Group Inc., hereafter collectively referred to as the "Portfolios") as of October 31, 2025, the related statements of operations for the year ended October 31, 2025, the statements of changes in net assets for each of the two years in the period ended October 31, 2025, including the related notes, and the financial highlights for each of the periods indicated therein (collectively referred to as the "financial statements"). In our opinion, the financial statements present fairly, in all material respects, the financial position of each of the Portfolios as of October 31, 2025, the results of each of their operations for the year then ended, the changes in each of their net assets for each of the two years in the period ended October 31, 2025, and each of the financial highlights for each of the periods indicated therein, in conformity with accounting principles generally accepted in the United States of America.

---

| | |
|:---|:---|
| &nbsp;&nbsp;&nbsp;**Portfolio** | **Portfolio** |
| &nbsp;&nbsp;&nbsp; Large Cap International Portfolio | International High Relative Profitability Portfolio |
| &nbsp;&nbsp;&nbsp; International Core Equity 2 Portfolio | World ex U.S. Value Portfolio |
| &nbsp;&nbsp;&nbsp; Global Small Company Portfolio | World ex U.S. Core Equity Portfolio |
| &nbsp;&nbsp;&nbsp; International Small Company Portfolio | World ex U.S. Targeted Value Portfolio |
| &nbsp;&nbsp;&nbsp; Japanese Small Company Portfolio | World Core Equity Portfolio |
| &nbsp;&nbsp;&nbsp; Asia Pacific Small Company Portfolio | Selectively Hedged Global Equity Portfolio |
| &nbsp;&nbsp;&nbsp; United Kingdom Small Company Portfolio | Emerging Markets Portfolio |
| &nbsp;&nbsp;&nbsp; Continental Small Company Portfolio | Emerging Markets Small Cap Portfolio |
| &nbsp;&nbsp;&nbsp; DFA International Real Estate Securities Portfolio | Emerging Markets Value Portfolio |
| &nbsp;&nbsp;&nbsp; DFA Global Real Estate Securities Portfolio | Emerging Markets Core Equity 2 Portfolio |
| &nbsp;&nbsp;&nbsp; DFA International Small Cap Value Portfolio | Emerging Markets Targeted Value Portfolio |
| &nbsp;&nbsp;&nbsp; International Vector Equity Portfolio | Emerging Markets ex China Core Equity Portfolio |

---

***Basis for Opinions***

These financial statements are the responsibility of the Portfolios' management. Our responsibility is to express an opinion on the Portfolios' financial statements based on our audits. We are a public accounting firm registered with the Public Company Accounting Oversight Board (United States) (PCAOB) and are required to be independent with respect to the Portfolios in accordance with the U.S. federal securities laws and the applicable rules and regulations of the Securities and Exchange Commission and the PCAOB.

We conducted our audits of these financial statements in accordance with the standards of the PCAOB. Those standards require that we plan and perform the audit to obtain reasonable assurance about whether the financial statements are free of material misstatement, whether due to error or fraud.

Our audits included performing procedures to assess the risks of material misstatement of the financial statements, whether due to error or fraud, and performing procedures that respond to those risks. Such procedures included examining, on a test basis, evidence regarding the amounts and disclosures in the financial statements. Our audits also included evaluating the accounting principles used and significant estimates made by management, as well as evaluating the overall presentation of the financial statements. Our procedures included confirmation of securities owned as of October 31, 2025 by correspondence with the custodians, brokers and transfer agents of the investee funds; when replies

PricewaterhouseCoopers LLP, Two Commerce Square, Suite 1700, 2001 Market Street, Philadelphia, PA 19103-7042 T: (267) 330 3000, www.pwc.com/us

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##### [**Table of Contents**](#toc)
![LOGO](g941358g51x87.jpg)

were not received from brokers, we performed other auditing procedures. We believe that our audits provide a reasonable basis for our opinions.

/s/PricewaterhouseCoopers LLP

Philadelphia, Pennsylvania

December 19, 2025

We have served as the auditor of one or more investment companies in Dimensional Fund Advisors L.P. investment company group since 1981.

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##### [**Table of Contents**](#toc)
**DFA INTERNATIONAL VALUE PORTFOLIO** 

**SCHEDULE OF INVESTMENTS** 

**October 31, 2025** 

---

| | | |
|:---|:---|:---|
|  | **Shares** | **Value†** |
|  AFFILIATED INVESTMENT COMPANIES — (100.0%) |  |  |
|  INTERNATIONAL EQUITIES — (100.0%) |  |  |
|  The DFA International Value Series |  | $11651646637 |
|  TOTAL INVESTMENTS IN AFFILIATED INVESTMENT COMPANIES |  | $11651646637 |

---

Summary of the Portfolio's Master Fund's investments as of October 31, 2025, based on their valuation inputs, is located in this report (See Security Valuation Note).

See accompanying Notes to Financial Statements.

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##### [**Table of Contents**](#toc)
**DIMENSIONAL INVESTMENT GROUP INC.** 

**STATEMENT OF ASSETS AND LIABILITIES** 

**OCTOBER 31, 2025** 

**(Amounts in thousands, except share and per share amounts)** 

---

| | |
|:---|:---|
|  | **DFA<br>International<br>Value Portfolio** |
|  **ASSETS:** |  |
|  Investments in Affiliated Investment Company at Value | $11651647 |
|  Receivables: |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Fund Shares Sold | 12422 |
|  Prepaid Expenses and Other Assets | 51 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Total Assets | 11664120 |
|  **LIABILITIES:** |  |
|  Payables: |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Fund Shares Redeemed | 6135 |
| &nbsp;&nbsp;&nbsp;&nbsp; Due to Advisor | 385 |
|  Accrued Expenses and Other Liabilities | 441 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Total Liabilities | 6961 |
|  **COMMITMENTS AND CONTINGENT LIABILITIES (NOTE C)** |  |
|  **NET ASSETS** | $11657159 |
|  **NET ASSET VALUE, OFFERING AND REDEMPTION PRICE PER SHARE:** |  |
|  Institutional Class Shares — based on shares outstanding of 430,828,395, $0.01 Par Value (1) | $**27.06** |
| (1) NUMBER OF SHARES AUTHORIZED | 1500000000 |
|  **NET ASSETS CONSIST OF:** |  |
|  Paid-In Capital | $7727790 |
|  Total Distributable Earnings (Loss) | 3929369 |
|  **NET ASSETS** | $11657159 |

---

See accompanying Notes to Financial Statements.

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##### [**Table of Contents**](#toc)
**DIMENSIONAL INVESTMENT GROUP INC.** 

**STATEMENT OF OPERATIONS** 

**FOR THE YEAR ENDED OCTOBER 31, 2025** 

**(Amounts in thousands)** 

---

| | |
|:---|:---|
|  | **DFA<br>International<br>Value Portfolio** |
|  **Investment Income** |  |
|  Net Investment Income Allocated from Affiliated Investment Companies: |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Dividends (Net of Foreign Taxes Withheld of $34,408) | $400917 |
| &nbsp;&nbsp;&nbsp;&nbsp; Income from Securities Lending, Net | 2641 |
| &nbsp;&nbsp;&nbsp;&nbsp; Expenses Allocated from Affiliated Investment Companies | (21349) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Total Net Investment Income Allocated from Affiliated Investment Companies | 382209 |
|  **Fund Expenses** |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Investment Management Fees | 25155 |
| &nbsp;&nbsp;&nbsp;&nbsp; Accounting & Transfer Agent Fees | 1343 |
| &nbsp;&nbsp;&nbsp;&nbsp; Filing Fees | 99 |
| &nbsp;&nbsp;&nbsp;&nbsp; Shareholders' Reports | 269 |
| &nbsp;&nbsp;&nbsp;&nbsp; Directors'/Trustees' Fees & Expenses | 76 |
| &nbsp;&nbsp;&nbsp;&nbsp; Professional Fees | 67 |
| &nbsp;&nbsp;&nbsp;&nbsp; Previously Waived Fees Recovered by Advisor (Note C) | 192 |
| &nbsp;&nbsp;&nbsp;&nbsp; Other | 555 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Total Fund Expenses | 27756 |
| &nbsp;&nbsp;&nbsp;&nbsp; Fees Waived, Expenses Reimbursed by Advisor (Note C) | 20511 |
| &nbsp;&nbsp;&nbsp;&nbsp; Net Expenses | 7245 |
| &nbsp;&nbsp;&nbsp;&nbsp; **Net Investment Income (Loss)** | 374964 |
|  **Realized and Unrealized Gain (Loss)** |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Net Realized Gain (Loss) on: |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Transactions Allocated from Affiliated Investment Company | 134859 |
| &nbsp;&nbsp;&nbsp;&nbsp; Change in Unrealized Appreciation (Depreciation) of: |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Transactions Allocated from Affiliated Investment Company | 2334151 |
| &nbsp;&nbsp;&nbsp;&nbsp; **Net Realized and Unrealized Gain (Loss)** | 2469010 |
|  **Net Increase (Decrease) in Net Assets Resulting from Operations** | $2843974 |

---

See accompanying Notes to Financial Statements.

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**DIMENSIONAL INVESTMENT GROUP INC.** 

**STATEMENTS OF CHANGES IN NET ASSETS** 

**(Amounts in thousands)** 

---

| | | |
|:---|:---|:---|
|  | **DFA International Value<br>Portfolio** | **DFA International Value<br>Portfolio** |
|  | **Year<br>Ended<br>Oct 31,<br>2025** | **Year<br>Ended<br>Oct 31,<br>2024** |
|  **Increase (Decrease) in Net Assets** |  |  |
|  Operations: |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Net Investment Income Allocated from Affiliated Investment Company | $374964 | $341571 |
| &nbsp;&nbsp;&nbsp;&nbsp; Net Realized Gain (Loss) on: |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Transactions Allocated from Affiliated Investment Company | 134859 | 156757 |
| &nbsp;&nbsp;&nbsp;&nbsp; Change in Unrealized Appreciation (Depreciation) of: |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Transactions Allocated from Affiliated Investment Company | 2334151 | 1272924 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Net Increase (Decrease) in Net Assets Resulting from Operations | 2843974 | 1771252 |
|  Distributions: |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Institutional Class Shares | (357521) | (390125) |
|  Capital Share Transactions (1): |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Shares Issued | 2274439 | 1603991 |
| &nbsp;&nbsp;&nbsp;&nbsp; Shares Issued in Lieu of Cash Distributions | 349963 | 382627 |
| &nbsp;&nbsp;&nbsp;&nbsp; Shares Redeemed | (2268912) | (2790656) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Net Increase (Decrease) from Capital Share Transactions | 355490 | (804038) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Total Increase (Decrease) in Net Assets | 2841943 | 577089 |
|  **Net Assets** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Beginning of Year | 8815216 | 8238127 |
| &nbsp;&nbsp;&nbsp;&nbsp; End of Year | $11657159 | $8815216 |
| **(1) Shares Issued and Redeemed:** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Shares Issued | 96181 | 76529 |
| &nbsp;&nbsp;&nbsp;&nbsp; Shares Issued in Lieu of Cash Distributions | 14473 | 18501 |
| &nbsp;&nbsp;&nbsp;&nbsp; Shares Redeemed | (95207) | (133019) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Net Increase (Decrease) from Shares Issued and Redeemed | 15447 | (37989) |

---

See accompanying Notes to Financial Statements.

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**DIMENSIONAL INVESTMENT GROUP INC.** 

**FINANCIAL HIGHLIGHTS** 

**(for a share outstanding throughout each period)** 

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  | **DFA International Value Portfolio** | **DFA International Value Portfolio** | **DFA International Value Portfolio** | **DFA International Value Portfolio** | **DFA International Value Portfolio** |
|  | **Year<br>Ended<br>Oct 31,<br>2025** | **Year<br>Ended<br>Oct 31,<br>2024** | **Year<br>Ended<br>Oct 31,<br>2023** | **Year<br>Ended<br>Oct 31,<br>2022** | **Year<br>Ended<br>Oct 31,<br>2021** |
|  Net Asset Value, Beginning of Year | $21.22 | $18.17 | $16.19 | $19.80 | $13.54 |
|  <u>Income from Investment Operations (A)</u> |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Net Investment Income (Loss) | 0.88 | 0.78 | 0.80 | 0.79 | 0.62 |
| &nbsp;&nbsp;&nbsp;&nbsp; Net Gains (Losses) on Securities (Realized and Unrealized) | 5.80 | 3.17 | 1.96 | (3.49) | 6.23 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Total from Investment Operations | 6.68 | 3.95 | 2.76 | (2.70) | 6.85 |
|  <u>Less Distributions:</u> |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Net Investment Income | (0.84) | (0.90) | (0.78) | (0.87) | (0.59) |
| &nbsp;&nbsp;&nbsp;&nbsp; Net Realized Gains |  |  |  | (0.04) |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Total Distributions | (0.84) | (0.90) | (0.78) | (0.91) | (0.59) |
|  Net Asset Value, End of Year | $27.06 | $21.22 | $18.17 | $16.19 | $19.80 |
|  Total Return | 32.03% | 21.92% | 16.93% | (13.90%) | 50.90% |
|  Net Assets, End of Year (thousands) | $11657159 | $8815216 | $8238127 | $7492497 | $8312480 |
|  Ratio of Expenses to Average Net Assets (B) | 0.28% | 0.29% | 0.29% | 0.30% | 0.36% |
|  Ratio of Expenses to Average Net Assets (Excluding Fees Waived, Expenses Reimbursed by Advisor) (B) | 0.48% | 0.49% | 0.49% | 0.50% | 0.56% |
|  Ratio of Net Investment Income to Average Net Assets | 3.73% | 3.75% | 4.27% | 4.30% | 3.36% |
|  Portfolio Turnover Rate | 13% | 13% | 13% | 15% | 9% |

---

See page 1-2 for the Definitions of Abbreviations and Footnotes.

See accompanying Notes to Financial Statements.

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**DIMENSIONAL INVESTMENT GROUP INC.** 

**NOTES TO FINANCIAL STATEMENTS** 

**A. Organization:** 

Dimensional Investment 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. The Fund consists of ten portfolios, one of which, the DFA International Value Portfolio (the "Portfolio"), is presented in this section of the report. The remaining operational portfolios are presented in separate reports. The Portfolio is an investment company, and accordingly, follows the accounting and reporting guidance under the Financial Accounting Standards Board ("FASB") Accounting Standards Codification ("ASC"), Topic 946, "Financial Services-Investment Companies."

The Portfolio invests substantially all of its assets in The DFA International Value Series (the "Series"), a corresponding series of The DFA Investment Trust Company. As of October 31, 2025, the Portfolio owned 71% of the Series. The financial statements of the Series are included elsewhere in this report and should be read in conjunction with the financial statements of the Portfolio.

**B. Significant Accounting Policies:** 

The following significant accounting policies are in conformity with accounting principles generally accepted in the United States of America ("GAAP"). Such policies are consistently followed by the Fund in preparation of its financial statements. The preparation of financial statements in accordance with GAAP requires management to make estimates and assumptions that affect the fair value of investments, the reported amounts of assets and liabilities, the disclosure of contingent assets and liabilities at the date of the financial statements, and the reported amounts of increases and decreases in net assets from operations during the reporting period. Actual results could differ from those estimates, and those differences could be material.

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1. *Security Valuation*: The Portfolio uses a fair value hierarchy, which prioritizes the inputs-to-valuation techniques used to measure fair value into three broad levels described below:

● Level 1 – inputs are quoted prices
 in active markets for identical securities (including equity securities, open-end investment companies, and futures contracts)

● Level 2 – other significant observable
 inputs (including quoted prices for similar securities, interest rates, prepayment speeds, credit risk, etc.)

● Level 3 – significant unobservable
 inputs (including the Portfolio's own assumptions in determining the fair value of investments)

The Portfolio's investment reflects its proportionate interests in the net assets of the Series. The valuation is classified as Level 1 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 (the "Board") 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 Dimensional Fund Advisors LP (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 Portfolio 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.

A summary of the inputs used to value the Portfolio's investments by each major security type, industry and/or country is disclosed previously in this note. The methodology or inputs used for valuing securities are not necessarily an indication of the risk associated with investing in those securities.

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&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2. *Deferred Compensation Plan*: Each eligible Director of the Fund may elect to participate in the Fee Deferral Plan for Independent Directors and Trustees (the "Plan"). Under the Plan, effective January 1, 2002, such Directors may defer payment of all or a portion of their total fees earned as a Director. These deferred amounts may be treated as though such amounts had been invested in shares of the following funds, each of which are affiliates of the Portfolio, and advised by the Advisor: the U.S. Large Cap Value Portfolio, U.S. Core Equity 1 Portfolio, U.S. Large Company Portfolio, U.S. Vector Equity Portfolio, U.S. Micro Cap Portfolio, DFA International Value Portfolio, International Core Equity 2 Portfolio, Emerging Markets Portfolio, Emerging Markets Core Equity 2 Portfolio, DFA Inflation-Protected Securities Portfolio, and/or DFA Two-Year Global Fixed Income Portfolio. Contributions made under the Plan and the change in unrealized appreciation (depreciation) and income are included in Directors'/Trustees' Fees & Expenses.

The Directors may receive their distributions of proceeds by one of the following methods: lump sum, annual installments over a period of agreed-upon years, or quarterly installments over a period of agreed-upon years. Each Director shall have the right in a notice of election (the "Notice") to defer the receipt of the Director's deferred compensation until a date specified by such Director in the Notice. The date may not be sooner than the earlier of: (i)the first business day of January following the year in which such Director ceases to be a member of the Board; and (ii) five years following the effective date of the Director's first deferral election. If a Director who elects to defer fees fails to designate in the Notice a time or date as of which payment of the Director's deferred fee account shall commence, payment of such amount shall commence as of the first business day of January following the year in which the Director ceases to be a member of the Board (unless the Director files an amended Notice selecting a different distribution date).

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3. *Other*: The Portfolio recognizes its pro-rata share, on a daily basis, of net investment income and realized and unrealized gains and losses of investment securities from the Series, which is treated as a partnership for federal income tax purposes. Dividend income and distributions to shareholders are recorded on the ex-dividend date. Non-cash dividend income received in the form of securities in-lieu of cash, if any, are recorded at the fair value of securities received. Distributions received on securities that represent a return of capital or capital gains are recorded as a reduction of cost of investments or as a realized gain, respectively. The Portfolio estimates the character of received distributions that may be considered return of capital distributions. Expenses directly attributable to the Portfolio are directly charged. Common expenses of the Fund or the Portfolio are allocated using methods approved by the Board, generally based on average net assets.

**C. Investment Advisor:** 

The Advisor provides investment management services to the Portfolio. For the year ended October 31, 2025, the Portfolio's investment management fees were accrued daily and paid monthly to the Advisor based on the following effective annual rate of average daily net assets:

---

| | | |
|:---|:---|:---|
|  DFA International Value Portfolio | 0.25 | % |

---

Pursuant to an Amended and Restated Fee Waiver and/or Expense Assumption Agreement (the "Fee Waiver Agreement"), the Advisor has contractually agreed to permanently waive all or a portion of the management fee of the Portfolio to the extent necessary to limit the total management fees paid to the Advisor by the Portfolio, as described in the notes below. In addition to the permanent fee waiver, the Advisor has contractually agreed to waive certain fees, and in certain instances, assume certain expenses of the Portfolio, as described in the notes below. The Fee Waiver Agreement, with respect to the total management fees paid to the Advisor, will remain in effect permanently, unless terminated by the Portfolio's Board of Directors. The remaining portion of the Fee Waiver Agreement will remain in effect through February 28, 2026, may only be terminated by the Fund's Board prior to that date and shall continue in effect from year to year thereafter unless terminated by the Fund or the Advisor. During the year ended October 31, 2025, the Portfolio had an expense limit and total management fee limit based on a percentage of its average net assets on an annualized basis, as reflected below. The recovered previously waived fees/assumed expenses during the year ended October 31, 2025, waived fees/assumed expenses during the year ended October 31, 2025, and previously waived fees/assumed expenses subject to future recovery by the Advisor, are reflected below (amounts in thousands).

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---

| | | | | |
|:---|:---|:---|:---|:---|
| **Institutional Class Shares** | **Expense<br>Limitation<br>Amount** | **Total<br>Management<br>Fee Limit** | **Recovery<br>of Previously<br>Waived Fees/<br>Assumed Expenses** | **Waived Fees/<br>Assumed<br>Expenses** |
|  DFA International Value Portfolio (1) | 0.28% | 0.25% | $192 | $20511 |

---

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1) The Advisor has contractually agreed to permanently waive all or a portion of the management fee of the Portfolio to the extent necessary to limit the total management fees paid to the Advisor by the Portfolio, including the proportionate share of the management fees the Portfolio pays indirectly through its investment in other funds managed by the Advisor, except for the fees paid indirectly through its investment of securities lending cash collateral in The DFA Short Term Investment Fund, to the rate listed above as a percentage of the average net assets of a class of the Portfolio on an annualized basis (the "Permanent Fee Waiver"). In addition to the Permanent Fee Waiver, effective February 28, 2025, the Advisor has contractually agreed to further waive all or a portion of its management fee and to assume the other expenses of a class of the Portfolio (including expenses incurred through its investment in other investment companies managed by the Advisor, except for the expenses that the Portfolio incurs indirectly through investments of securities lending cash collateral in Short Term Series and unaffiliated money market funds) ("Portfolio Expenses") to the extent necessary to limit the Portfolio Expenses of each class of the Portfolio to the rate listed above as a percentage of the average net assets of each class of the Portfolio on an annualized basis (the "Expense Limitation Amount"). Prior to February 28, 2025, the Advisor had contractually agreed to further waive all or a portion of its management fee and to assume the other direct expenses of a class of the Portfolio (excluding expenses incurred through its investment in other investment companies managed by the Advisor) ("Portfolio Expenses") to the extent necessary to limit the Portfolio Expenses of each class of the Portfolio to the Expense Limitation Amount. At any time that the Portfolio Expenses of a class of the Portfolio are less than the applicable Expense Limitation Amount/Total Management Fee Limit listed above for the Portfolio, the Advisor retains the right to recover fees previously waived and/or expenses previously assumed to the extent that the expense ratio following such recovery would be less than the Expense Limitation Amount/Total Management Fee Limit that was in place when such prior year fees were waived and/or expenses assumed, and less than the current Expense Limitation Amount/Total Management Fee Limit in place for the Portfolio. The Advisor, however, will not be reimbursed by the Portfolio in connection with its Permanent Fee Waiver. The Fund, on behalf of the Portfolio, is also not obligated to reimburse the Advisor for fees previously waived or expenses previously assumed by the Advisor more than thirty-six months before the date of recovery.

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | **Previously**<br>**Waived Fees/Assumed Expenses**<br>**Subject to Future**<br>**Recovery**<br>**Expiring** | **Previously**<br>**Waived Fees/Assumed Expenses**<br>**Subject to Future**<br>**Recovery**<br>**Expiring** | **Previously**<br>**Waived Fees/Assumed Expenses**<br>**Subject to Future**<br>**Recovery**<br>**Expiring** | **Previously**<br>**Waived Fees/Assumed Expenses**<br>**Subject to Future**<br>**Recovery**<br>**Expiring** |
|  | **10/31/2026** | **10/31/2027** | **10/31/2028** | **Total**  |
|  DFA International Value Portfolio | $— | $— | $340 | $340 |

---

**Fees Paid to Officers and Directors/Trustees:** 

Certain Officers and Directors of the Advisor are also Officers and Directors of the Fund; however, such Officers and Directors (with the exception of the Chief Compliance Officer ("CCO")) receive no compensation from the Fund. For the year ended October 31, 2025, the total related amounts paid by the Fund to the CCO were $26 (in thousands). The total related amounts paid by the Portfolio are included in Other Expenses on the Statement of Operations.

**D. Deferred Compensation:** 

As of October 31, 2025, the total liability for deferred compensation to Directors is included in Accrued Expenses and Other Liabilities on the Statement of Assets and Liabilities as follows (amount in thousands):

---

| | |
|:---|:---|
|  DFA International Value Portfolio | $140.0 |

---

**E. Federal Income Taxes:** 

The Portfolio has qualified and intends to continue to qualify as a regulated investment company under Subchapter M of the Internal Revenue Code for federal income tax purposes and to distribute substantially all of its taxable income and net capital gains to its shareholders. Accordingly, no provision has been made for federal income taxes.

Distributions from net investment income and net realized capital gains are determined in accordance with U.S. federal income tax regulations, which may differ from those amounts determined under GAAP. These book/tax differences are either temporary or permanent in nature. To the extent that these differences are permanent, they are

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charged or credited to paid-in capital or distributable earnings, undistributed net investment income, accumulated net realized gains or losses, or unrealized appreciation, as appropriate, in the period that the differences arise. Accordingly, the permanent differences as of October 31, 2025, can occur as a result of realized gains on securities considered to be "passive foreign investment companies", non-deductible expenses, realized foreign capital gains tax, the use of accumulated earnings and profits distributed to shareholders on redemptions of shares as part of the dividends paid deduction for income tax purposes, redemption in-kind transactions, net foreign currency gains/losses, distributions received from real estate investment trusts and distribution redesignations, and were reclassified to the accounts mentioned above.

The tax character of dividends and distributions declared and paid during the years ended October 31, 2024, and October 31, 2025, were as follows (amounts in thousands):

---

| | | | |
|:---|:---|:---|:---|
|  | **Net Investment<br>Income and<br>Short-Term<br>Capital Gains** | **Long-Term<br>Capital Gains** | **Total** |
|  DFA International Value Portfolio |  |  |  |
| 2024 | $390125 |  | $390125 |
| 2025 | 357521 |  | 357521 |

---

As of October 31, 2025, the components of distributable earnings (accumulated losses) were as follows (amounts in thousands):

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  | **Undistributed<br>Net Investment<br>Income and<br>Short-Term<br>Capital Gains** | **Undistributed<br>Long-Term<br>Capital Gains** | **Capital Loss<br>Carryforwards** | **Unrealized<br>Appreciation<br>(Depreciation)** | **Total Net<br>Distributable<br>Earnings<br>(Accumulated<br>Losses)** |
|  DFA International Value Portfolio | $183885 | – | $(58660) | $3804328 | $3929553 |

---

For federal income tax purposes, the Fund measures its capital loss carryforwards annually at October 31, its fiscal year end. Capital loss carryforwards may be carried forward and applied against future capital gains. As of October 31, 2025, the Portfolio had the following capital loss carryforwards available to offset future realized capital gains with no expiration date (amount in thousands):

---

| | |
|:---|:---|
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Total**  |
|  DFA International Value Portfolio | $58660 |

---

During the year ended October 31, 2025, the Portfolio used the following capital loss carryforwards to offset realized capital gains for federal income tax purposes (amount in thousands):

---

| | |
|:---|:---|
|  DFA International Value Portfolio | $23502.0 |

---

As of October 31, 2025, the total cost and aggregate gross unrealized appreciation (depreciation) of securities for federal income tax purposes were different from amounts reported for financial reporting purposes, as follows (amounts in thousands):

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | **Federal**<br> &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Tax Cost**  | **Unrealized<br>Appreciation** | **Unrealized<br>(Depreciation)** | **Net<br>Unrealized<br>Appreciation<br>(Depreciation)** |
|  DFA International Value Portfolio | $7849455 | $3802192 | – | $3802192 |

---

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The difference between GAAP-basis and tax-basis unrealized gains (losses) can occur as a result of wash sales and net mark-to-market gains (losses) on regulated futures contracts, net mark-to-market gains (losses) on foreign currency contracts, and differences in the tax treatment of passive foreign investment company investments or other investments.

*ASC 740 Accounting for Uncertainty in Income Taxes* sets forth a minimum threshold for financial statement recognition of the benefit of a tax position taken or expected to be taken in a tax return. Under GAAP, the Portfolio recognizes the tax benefits of uncertain tax positions only when the position is more likely than not to be sustained, assuming examination by tax authorities. Management has analyzed the Portfolio's tax positions and has concluded that no additional provision for income tax is required in the Portfolio's financial statements. The Portfolio is not aware of any tax positions for which it is reasonably possible that the total amounts of unrecognized tax benefits will significantly change in the next twelve months. The Portfolio's federal tax returns for the prior three fiscal years remain subject to examination by the Internal Revenue Service.

**F. Indemnitees; Contractual Obligations:** 

Under the Fund's organizational documents, its Officers and Directors are indemnified against certain liabilities arising out of the performance of their duties to the Fund.

In the normal course of business, the Fund enters into contracts that contain a variety of representations and warranties that provide general indemnification. The Fund's maximum exposure under these arrangements is unknown, as this would involve future claims that may be made against the Fund and/or its affiliates that have not yet occurred. However, based on experience, the Fund expects the risk of loss to be remote.

**G. Segment Reporting:** 

In this reporting period, the Portfolio adopted FASB Accounting Standards Update 2023-07, Segment Reporting (Topic 280) – Improvements to Reportable Segment Disclosures ("ASU 2023-07"). The adoption of the new standard only impacted financial statement disclosures and did not affect the Portfolio's financial position or the results of its operations. An operating segment is defined in Topic 280 as a component of a public entity that (i) engages in business activities from which it may recognize revenues and incur expenses, (ii) has operating results that are regularly reviewed by the public entity's chief operating decision maker ("CODM") to make decisions about resources to be allocated to the segment and assess its performance, and (iii) has discrete financial information available. The Fund's Co-Chief Executive Officers and the Chief Financial Officer act as the Portfolio's CODM. The Portfolio represents a single operating segment, as the CODM monitors the operating results of the Portfolio as a whole. The Portfolio's long-term strategic asset allocation is executed by its portfolio management team and guided by the Portfolio's investment objective and principal investment strategies, as described in the Portfolio's prospectus. The financial information provided to and reviewed by the CODM is consistent with that presented in the Portfolio's Schedule of Investments, Statement of Operations, Statement of Changes in Net Assets, and Financial Highlights.

**H. New Accounting Pronouncement:** 

In December 2023, the FASB issued Accounting Standards Update 2023-09, Income Taxes (Topic 740) – Improvements to Income Tax Disclosures ("ASU 2023-09"). Effective for annual periods beginning after December 15, 2024, the amendments require greater disaggregation of disclosures related to income taxes paid. The ASU 2023-09 allows for early adoption and requires that amendments be applied on a prospective basis. Management is currently evaluating the impact of the ASU 2023-09 but does not expect the guidance to materially impact the financial statements.

**I. Other:** 

As of October 31, 2025, the following number of shareholders, each holding greater than 5%, held the following approximate percentages of the Portfolio's outstanding shares. One or more of the shareholders may be omnibus accounts, which typically hold shares for the benefit of several other underlying investors. Significant shareholder transactions by these shareholders, if any, may impact the Portfolio's performance.

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---

| | | | |
|:---|:---|:---|:---|
|  | **Number of<br>Shareholders** | **Approximate<br>Percentage of<br>Outstanding Shares** | **Approximate Percentage<br>of Outstanding Shares<br>Held by Advisor**<br>**and/or Affiliates** |
|  DFA International Value Portfolio | 2 | 58% | 0% |

---

The Portfolio is subject to claims and suits that arise from time to time in the ordinary course of business (for example, claw back litigation against former shareholders of portfolio companies that filed for bankruptcy). Although management currently believes that resolving claims, if any, against the Portfolio, individually or in aggregate, will not have a material adverse impact on the Portfolio's financial position, results of operations, or cash flows, these matters are subject to inherent uncertainties and management's view of these matters may change in the future.

**J. ReFlow Redemption Service:** 

The Portfolio may participate in the ReFlow liquidity program, which is designed to provide an alternative liquidity source for mutual funds experiencing net redemptions of their shares. Pursuant to the program, ReFlow Fund, LLC ("ReFlow") provides participating mutual funds with a source of cash to meet net shareholder redemptions by standing ready each business day to purchase fund shares up to the value of the net shares redeemed by other shareholders that are expected to settle that business day. A fund is not guaranteed to receive cash from ReFlow on any given day as the allocation of ReFlow's cash is based on the results of ReFlow's automated daily auction process among participating mutual funds. Following purchases of fund shares, ReFlow then generally redeems those shares when the fund experiences net shareholder purchases at the end of the maximum holding period, currently 8 days, determined by ReFlow, or at other times at ReFlow's discretion. While ReFlow holds fund shares, it will have the same rights and privileges with respect to those shares as any other shareholder.

For use of the ReFlow program, a fund pays a fee to ReFlow each time it purchases fund shares, calculated by applying to the purchase amount a fee rate determined through the auction process. The current minimum fee rate (which is subject to change) is 0.14% of the value of the fund shares purchased by ReFlow, although the fund may submit a bid at a higher fee rate if it determines that doing so is in the best interest of fund shareholders. ReFlow's purchases of fund shares through the liquidity program are made on an investment-blind basis without regard to the fund's objective, policies, or anticipated performance. In accordance with federal securities laws, ReFlow is prohibited from acquiring more than 3% of the outstanding voting securities of a fund. ReFlow will periodically redeem its entire share position in the Portfolio and may request that such redemption be met in kind in accordance with redemption in-kind policies described in the Portfolio's Prospectus. Purchases and redemptions of Portfolio shares by ReFlow under the program are not considered excessive short-term trading under the Portfolio's Policy Regarding Excessive Short-Term Trading.

During the year ended October 31, 2025, the Portfolio's activity in the program was as follows (amounts in thousands):

---

| | | |
|:---|:---|:---|
|  | **Value of<br> Purchases** | **Service Fees** |
|  DFA International Value Portfolio | $322414 | $450 |

---

**K. Subsequent Event Evaluations:** 

Management has evaluated the impact of all subsequent events on the Portfolio 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.

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##### [**Table of Contents**](#toc)
![LOGO](g941358g51x87.jpg)

**Report of Independent Registered Public Accounting Firm** 

To the Board of Directors of Dimensional Investment Group Inc. and Shareholders of DFA International Value Portfolio

***Opinion on the Financial Statements***

We have audited the accompanying statement of assets and liabilities, including the schedule of investments, of DFA International Value Portfolio (one of the portfolios constituting Dimensional Investment Group Inc., referred to hereafter as the "Portfolio") as of October 31, 2025, the related statement of operations for the year ended October 31, 2025, the statement of changes in net assets for each of the two years in the period ended October 31, 2025, including the related notes, and the financial highlights for each of the five years in the period ended October 31, 2025 (collectively referred to as the "financial statements"). In our opinion, the financial statements present fairly, in all material respects, the financial position of the Portfolio as of October 31, 2025, the results of its operations for the year then ended, the changes in its net assets for each of the two years in the period ended October 31, 2025 and the financial highlights for each of the five years in the period ended October 31, 2025 in conformity with accounting principles generally accepted in the United States of America.

***Basis for Opinion***

These financial statements are the responsibility of the Portfolio's management. Our responsibility is to express an opinion on the Portfolio's financial statements based on our audits. We are a public accounting firm registered with the Public Company Accounting Oversight Board (United States) (PCAOB) and are required to be independent with respect to the Portfolio in accordance with the U.S. federal securities laws and the applicable rules and regulations of the Securities and Exchange Commission and the PCAOB.

We conducted our audits of these financial statements in accordance with the standards of the PCAOB. Those standards require that we plan and perform the audit to obtain reasonable assurance about whether the financial statements are free of material misstatement, whether due to error or fraud.

Our audits included performing procedures to assess the risks of material misstatement of the financial statements, whether due to error or fraud, and performing procedures that respond to those risks. Such procedures included examining, on a test basis, evidence regarding the amounts and disclosures in the financial statements. Our audits also included evaluating the accounting principles used and significant estimates made by management, as well as evaluating the overall presentation of the financial

PricewaterhouseCoopers LLP, Two Commerce Square, Suite 1700, 2001 Market Street, Philadelphia, PA 19103-7042 T: (267) 330 3000, www.pwc.com/us

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##### [**Table of Contents**](#toc)
![LOGO](g941358g51x87.jpg)

statements. Our procedures included confirmation of the security owned as of October 31, 2025 by correspondence with the transfer agent of the investee fund. We believe that our audits provide a reasonable basis for our opinion.

/s/PricewaterhouseCoopers LLP

Philadelphia, Pennsylvania

December 19, 2025

We have served as the auditor of one or more investment companies in Dimensional Fund Advisors L.P. investment company group since 1981.

------

##### [**Table of Contents**](#toc)
**THE DFA INTERNATIONAL VALUE SERIES** 

**SCHEDULE OF INVESTMENTS** 

**October 31, 2025** 

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  COMMON STOCKS — (98.1%) | COMMON STOCKS — (98.1%) |  |  |
|  AUSTRALIA — (5.6%) | AUSTRALIA — (5.6%) |  |  |
|  # | Ampol Ltd. | 149749 | $3008403 |
|  | Ansell Ltd. | 19794 | 472882 |
|  | ANZ Group Holdings Ltd. | 3720839 | 89120423 |
|  | Aurizon Holdings Ltd. | 1818967 | 4080839 |
|  | Bendigo & Adelaide Bank Ltd. | 1005936 | 8321072 |
|  # | BlueScope Steel Ltd. | 2726750 | 40795299 |
|  | Challenger Ltd. | 914542 | 5566767 |
|  | Cleanaway Waste Management Ltd. | 4820991 | 8036775 |
|  | Dyno Nobel Ltd. | 4245410 | 8933930 |
|  # | Endeavour Group Ltd. | 1835139 | 4390484 |
|  | Evolution Mining Ltd. | 5432265 | 38441772 |
|  | Fortescue Ltd. | 2565821 | 35683458 |
|  | Harvey Norman Holdings Ltd. | 2551308 | 12057722 |
|  \* | Mineral Resources Ltd. | 19021 | 600730 |
|  | National Australia Bank Ltd. | 4652703 | 132648815 |
|  | Northern Star Resources Ltd. | 1216186 | 19610796 |
|  | Orica Ltd. | 1865299 | 27122081 |
|  | Origin Energy Ltd. | 3452895 | 27670877 |
|  | Perseus Mining Ltd. | 737041 | 2339345 |
|  | QBE Insurance Group Ltd. | 2142274 | 27795092 |
|  # | Ramsay Health Care Ltd. | 30428 | 638380 |
|  | Rio Tinto Ltd. | 780706 | 67785776 |
|  \* | Sandfire Resources Ltd. | 298378 | 3160273 |
|  | Santos Ltd. | 9046287 | 37362387 |
|  | Sonic Healthcare Ltd. | 1115640 | 15441125 |
|  | South32 Ltd. (S32 AU)  | 9713908 | 20089201 |
|  | Suncorp Group Ltd. | 2725857 | 34991561 |
|  | TPG Telecom Ltd. | 302061 | 1092647 |
|  | Westpac Banking Corp. | 5237352 | 132528386 |
|  # | Whitehaven Coal Ltd. | 3239434 | 15225667 |
|  | Woodside Energy Group Ltd. (WDS AU) | 2085161 | 33790966 |
|  | Worley Ltd. | 893658 | 8345866 |
|  # | Yancoal Australia Ltd. | 1320433 | 4804438 |
|  TOTAL AUSTRALIA | TOTAL AUSTRALIA | TOTAL AUSTRALIA | 871954235 |
|  AUSTRIA — (0.2%) | AUSTRIA — (0.2%) |  |  |
|  | Erste Group Bank AG | 138521 | 14349233 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  AUSTRIA — (Continued) | AUSTRIA — (Continued) |  |  |
|  | OMV AG | 240384 | $13160093 |
|  TOTAL AUSTRIA | TOTAL AUSTRIA |  | 27509326 |
|  BELGIUM — (0.9%) | BELGIUM — (0.9%) |  |  |
|  | Ageas SA | 487329 | 32251228 |
|  | Anheuser-Busch InBev |  |  |
|  | SA (ABI BB) | 777993 | 47439834 |
|  | CMB Tech NV | 105574 | 990159 |
|  | KBC Group NV | 462193 | 55606166 |
|  | Solvay SA | 24139 | 740891 |
|  | Syensqo SA | 106579 | 8797701 |
|  TOTAL BELGIUM | TOTAL BELGIUM |  | 145825979 |
|  CANADA — (11.4%) | CANADA — (11.4%) |  |  |
|  | Agnico Eagle Mines Ltd. (AEM US) | 5 | 804 |
|  | AltaGas Ltd. | 450341 | 13219164 |
|  | ARC Resources Ltd. | 289422 | 5338382 |
|  | Bank of Montreal (BMO CN) | 1808 | 224596 |
|  | Bank of Montreal (BMO US) | 1308032 | 162431414 |
|  | Bank of Nova Scotia (BNS CN) | 503391 | 33016248 |
|  | Bank of Nova Scotia (BNS US) | 1310049 | 85939214 |
|  | Barrick Mining Corp. (ABX CN) | 42338 | 1389784 |
|  | Barrick Mining Corp. (B US) | 6240416 | 204685645 |
|  | Brookfield Wealth Solutions Ltd. | 5631 | 259420 |
|  | Canadian Imperial Bank of Commerce (CM CN) | 1726071 | 143015729 |
|  | Canadian Imperial Bank of Commerce (CM US) | 496982 | 41184898 |
|  | Canadian Pacific Kansas City Ltd. (CP CN) | 5600 | 402986 |
|  | Canadian Pacific Kansas City Ltd. (CP US) | 132184 | 9510639 |
|  # | Canadian Tire Corp. Ltd., Class A | 89089 | 10217080 |
|  | Cenovus Energy, Inc. (CVE CN) | 201738 | 3408927 |
|  | Cenovus Energy, Inc. (CVE US) | 3678868 | 62246447 |

---

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##### [**Table of Contents**](#toc)
**THE DFA INTERNATIONAL VALUE SERIES** 

**CONTINUED** 

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  CANADA — (Continued) | CANADA — (Continued) |  |  |
|  | Endeavour Mining PLC | 1086 | $43508 |
|  | Fairfax Financial Holdings Ltd. | 49150 | 79796780 |
|  \* | First Quantum Minerals Ltd. | 1335542 | 27728763 |
|  | iA Financial Corp., Inc. | 326753 | 38570623 |
|  | IGM Financial, Inc. | 87856 | 3379438 |
|  | Imperial Oil Ltd. (IMO US) | 509 | 44899 |
|  | Kinross Gold Corp. (K CN) | 3849114 | 89521299 |
|  | Kinross Gold Corp. (KGC US) | 395499 | 9191397 |
|  | Lundin Mining Corp. | 2309640 | 37150532 |
|  | Magna International, Inc. (MGA US) | 245447 | 11587553 |
|  | Manulife Financial Corp. (MFC CN) | 450447 | 14577583 |
|  | Manulife Financial Corp. (MFC US) | 2517875 | 81503614 |
|  | Nutrien Ltd. (NTR US) | 1766865 | 96205788 |
|  | Onex Corp. | 1347 | 117168 |
|  | Pan American Silver Corp. (PAAS US) | 385484 | 13572892 |
|  | Pembina Pipeline Corp. (PBA US) | 127858 | 4836868 |
|  | Pembina Pipeline Corp. (PPL CN) | 68815 | 2603347 |
|  | Saputo, Inc. | 234097 | 5656517 |
|  | Suncor Energy, Inc. (SU CN) | 840913 | 33485450 |
|  | Suncor Energy, Inc. (SU US) | 2343254 | 93284942 |
|  | Teck Resources Ltd. (TECK US), Class B | 1715498 | 73629174 |
|  | Teck Resources Ltd. (TECKB CN), Class B | 83 | 3561 |
|  | Toronto-Dominion Bank (TD CN) | 308375 | 25319928 |
|  | Toronto-Dominion Bank (TD US) | 2264467 | 185980675 |
|  | Tourmaline Oil Corp. | 1579482 | 69472207 |
|  | West Fraser Timber Co. Ltd. (WFG CN) | 77066 | 4703468 |
|  # | Whitecap Resources, Inc. | 627909 | 4673894 |
|  TOTAL CANADA | TOTAL CANADA | TOTAL CANADA | 1783133245 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  DENMARK — (2.1%) | DENMARK — (2.1%) |  |  |
|  # | AP Moller - Maersk AS (MAERSKA DC), Class A | 6529 | $13457282 |
|  | AP Moller - Maersk AS (MAERSKB DC), Class B | 9401 | 19327773 |
|  # | Carlsberg AS, Class B | 291587 | 34284664 |
|  # | Coloplast AS, Class B | 119873 | 10841841 |
|  | Danske Bank AS | 945349 | 42250670 |
|  \* | Demant AS | 151464 | 5039227 |
|  # | DSV AS | 390713 | 83381385 |
|  \* | Genmab AS (GMAB DC) | 61585 | 17565754 |
|  # | Novonesis Novozymes B, Class B | 925882 | 55330341 |
|  | Pandora AS | 128291 | 17166450 |
|  | Rockwool AS, Class A | 910 | 31169 |
|  | Rockwool AS, Class B | 138193 | 4735277 |
|  # | Tryg AS | 598961 | 14763779 |
|  | Vestas Wind Systems AS | 403888 | 8260359 |
|  TOTAL DENMARK | TOTAL DENMARK | TOTAL DENMARK | 326435971 |
|  FINLAND — (0.8%) | FINLAND — (0.8%) |  |  |
|  # | Fortum OYJ | 72262 | 1611437 |
|  # | Nokia OYJ (NOK US), Sponsored ADR | 1331054 | 9197583 |
|  | Nokia OYJ (NOKIA FH) | 10634499 | 72541072 |
|  | Nordea Bank Abp (NDA FH) | 4019 | 68752 |
|  | Nordea Bank Abp (NDA SS) | 1599631 | 27333944 |
|  # | UPM-Kymmene OYJ | 308637 | 8281440 |
|  TOTAL FINLAND | TOTAL FINLAND | TOTAL FINLAND | 119034228 |
|  FRANCE — (9.3%) | FRANCE — (9.3%) |  |  |
|  \* | Alstom SA | 128122 | 3204021 |
|  W | Amundi SA | 67754 | 5022765 |
|  | BNP Paribas SA | 1245833 | 96499675 |
|  | Bollore SE | 1793750 | 9988281 |
|  | Bouygues SA | 917705 | 41423466 |
|  | Capgemini SE | 100777 | 15504077 |
|  | Carrefour SA | 284016 | 4277549 |
|  | Cie de Saint-Gobain SA | 1628883 | 158102645 |
|  | Cie Generale des Etablissements Michelin SCA | 2726690 | 87105238 |
|  | Credit Agricole SA | 1088951 | 19657056 |
|  | Eiffage SA | 284086 | 34956710 |
|  | Engie SA | 6255134 | 146451150 |
|  | Kering SA | 11625 | 4128234 |

---

864

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##### [**Table of Contents**](#toc)
**THE DFA INTERNATIONAL VALUE SERIES** 

**CONTINUED** 

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  FRANCE — (Continued) | FRANCE — (Continued) |  |  |
|  | Orange SA (ORA FP) | 7133543 | $114110754 |
|  | Pernod Ricard SA | 218143 | 21365036 |
|  | Publicis Groupe SA (PUB FP) | 330272 | 33102870 |
|  | Renault SA | 692308 | 26902524 |
|  | Rexel SA | 489711 | 16980717 |
|  | Sanofi SA (SAN FP) | 1146050 | 115937604 |
|  | Societe Generale SA | 2007247 | 127300822 |
|  # | STMicroelectronics NV (STM US) | 372691 | 9119749 |
|  | TotalEnergies SE (TTE FP) | 5829143 | 363942663 |
|  | Vivendi SE | 15802 | 56918 |
|  TOTAL FRANCE | TOTAL FRANCE | TOTAL FRANCE | 1455140524 |
|  GERMANY — (7.7%) | GERMANY — (7.7%) |  |  |
|  \* | Aumovio SE | 192166 | 8261934 |
|  # | BASF SE | 2933265 | 144732639 |
|  | Bayer AG | 1371933 | 42673273 |
|  | Bayerische Motoren Werke AG | 725332 | 67633464 |
|  | Commerzbank AG | 2905208 | 105932286 |
|  | Continental AG | 345236 | 26380130 |
|  \* | Covestro AG | 486865 | 34005429 |
|  | Daimler Truck Holding AG | 1908515 | 76498356 |
|  # | Deutsche Bank AG (DB US) | 1042151 | 37277741 |
|  | Deutsche Bank AG (DBK GR) | 2533328 | 90693569 |
|  | Deutsche Lufthansa AG | 524114 | 4594853 |
|  | Deutsche Post AG | 1994487 | 91639398 |
|  W | DWS Group GmbH & Co. KGaA | 36632 | 2345166 |
|  | E.ON SE | 4815808 | 89604733 |
|  | Fresenius Medical Care AG (FME GR) | 264506 | 14200598 |
|  | Fresenius SE & Co. KGaA | 565563 | 32544166 |
|  #W | Hapag-Lloyd AG | 7279 | 1046583 |
|  # | Heidelberg Materials AG | 492655 | 115578590 |
|  | Henkel AG & Co. KGaA | 147291 | 10998734 |
|  | Infineon Technologies AG (IFX GR) | 23844 | 946437 |
|  | Mercedes-Benz Group AG | 2103162 | 136462687 |
|  # | Merck KGaA | 64584 | 8460090 |
|  | Muenchener Rueckversicherungs-Gesellschaft AG in Muenchen | 6745 | 4173090 |
|  | RWE AG | 956880 | 47107696 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  GERMANY — (Continued) | GERMANY — (Continued) |  |  |
|  \* | Talanx AG | 65584 | $7986249 |
|  | Volkswagen AG | 53498 | 5643065 |
|  TOTAL GERMANY | TOTAL GERMANY | TOTAL GERMANY | 1207420956 |
|  HONG KONG — (1.2%) | HONG KONG — (1.2%) |  |  |
|  | BOC Hong Kong Holdings Ltd. | 7678000 | 37727525 |
|  W | Budweiser Brewing Co. APAC Ltd. | 2246100 | 2278315 |
|  | Cathay Pacific Airways Ltd. | 7060999 | 10051501 |
|  | CK Asset Holdings Ltd. | 1259303 | 6230079 |
|  | CK Hutchison Holdings Ltd. | 3694984 | 24503180 |
|  | CK Infrastructure Holdings Ltd. | 239000 | 1554541 |
|  | Galaxy Entertainment Group Ltd. | 2518000 | 12545503 |
|  | Hang Lung Properties Ltd. | 52000 | 57904 |
|  # | Henderson Land Development Co. Ltd. | 760485 | 2675197 |
|  | HKT Trust & HKT Ltd. | 438000 | 639555 |
|  | Hong Kong & China Gas Co. Ltd. | 3073000 | 2859893 |
|  # | MTR Corp. Ltd. | 709433 | 2602688 |
|  | Sino Land Co. Ltd. | 4782656 | 5940706 |
|  | Sun Hung Kai Properties Ltd. | 1853420 | 22553868 |
|  # | Swire Pacific Ltd. (19 HK), Class A | 1088500 | 8990269 |
|  | Swire Pacific Ltd. (87 HK), Class B | 2692500 | 3989599 |
|  W | WH Group Ltd. | 34638196 | 33319056 |
|  # | Xinyi Glass Holdings Ltd. | 1150633 | 1345699 |
|  TOTAL HONG KONG | TOTAL HONG KONG | TOTAL HONG KONG | 179865078 |
|  IRELAND — (0.2%) | IRELAND — (0.2%) |  |  |
|  | AIB Group PLC | 1075655 | 9913587 |
|  | Bank of Ireland Group PLC | 1531862 | 25081130 |
|  TOTAL IRELAND | TOTAL IRELAND | TOTAL IRELAND | 34994717 |
|  ISRAEL — (1.1%) | ISRAEL — (1.1%) |  |  |
|  | Ashtrom Group Ltd. | 6797 | 155298 |
|  | Bank Hapoalim BM | 1744949 | 35392204 |
|  | Bank Leumi Le-Israel BM | 2824004 | 57315895 |

---

865

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##### [**Table of Contents**](#toc)
**THE DFA INTERNATIONAL VALUE SERIES** 

**CONTINUED** 

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  ISRAEL — (Continued) | ISRAEL — (Continued) |  |  |
|  | Clal Insurance Enterprises Holdings Ltd. | 232209 | $12912028 |
|  | Delek Group Ltd. | 39719 | 10442795 |
|  \* | Equital Ltd. | 2843 | 135590 |
|  | Harel Insurance Investments & Financial Services Ltd. | 345286 | 12034330 |
|  | ICL Group Ltd. | 236736 | 1550737 |
|  | Israel Discount Bank Ltd., Class A | 3035053 | 30331661 |
|  | Kenon Holdings Ltd. | 4134 | 215327 |
|  | Migdal Insurance & Financial Holdings Ltd. | 1344878 | 4826093 |
|  | Phoenix Financial Ltd. | 45853 | 1765204 |
|  TOTAL ISRAEL | TOTAL ISRAEL | TOTAL ISRAEL | 167077162 |
|  ITALY — (1.9%) | ITALY — (1.9%) |  |  |
|  | Banco BPM SpA | 2118518 | 30865626 |
|  # | BPER Banca SpA | 85983 | 1030239 |
|  | Eni SpA (ENI IM) | 5909771 | 108973064 |
|  | Intesa Sanpaolo SpA | 342767 | 2209250 |
|  | Stellantis NV (STLA US) | 208034 | 2109465 |
|  | Stellantis NV (STLAM IM) | 3193828 | 32480740 |
|  # | Tenaris SA (TS US), ADR | 322197 | 12823441 |
|  | UniCredit SpA | 1516817 | 112315171 |
|  TOTAL ITALY | TOTAL ITALY | TOTAL ITALY | 302806996 |
|  JAPAN — (21.6%) | JAPAN — (21.6%) |  |  |
|  | Acom Co. Ltd. | 377600 | 1076452 |
|  # | AGC, Inc. | 699000 | 21838871 |
|  | Air Water, Inc. | 356186 | 4974209 |
|  | Aisin Corp. | 1850200 | 33248453 |
|  | Alfresa Holdings Corp. | 101599 | 1435428 |
|  | ALSOK Co. Ltd. | 18700 | 127812 |
|  | Amada Co. Ltd. | 1065300 | 12703311 |
|  | Asahi Group Holdings Ltd. | 4587343 | 49459908 |
|  | Asahi Kasei Corp. | 3388735 | 25964888 |
|  | Bridgestone Corp. | 825300 | 36028572 |
|  | Brother Industries Ltd. | 683200 | 11628555 |
|  | Canon Marketing Japan, Inc. | 139900 | 5825543 |
|  | Chiba Bank Ltd. | 1064000 | 10382227 |
|  | Coca-Cola Bottlers Japan Holdings, Inc. | 195213 | 3123990 |
|  | COMSYS Holdings Corp. | 105199 | 2652853 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  JAPAN — (Continued) | JAPAN — (Continued) |  |  |
|  | Cosmo Energy Holdings Co. Ltd. | 547400 | $12500089 |
|  | Credit Saison Co. Ltd. | 502392 | 12238518 |
|  | Dai Nippon Printing Co. Ltd. | 537300 | 8967738 |
|  | Daicel Corp. | 290400 | 2498629 |
|  | Dai-ichi Life Holdings, Inc. | 5520888 | 38751083 |
|  | Daiwa House Industry Co. Ltd. | 1073700 | 36428544 |
|  | Daiwa Securities Group, Inc. | 1687888 | 12989904 |
|  | Denso Corp. | 2565100 | 35839016 |
|  # | Dentsu Group, Inc. | 79800 | 1580427 |
|  | ENEOS Holdings, Inc. | 10431203 | 65807467 |
|  | Fuji Media Holdings, Inc. | 108300 | 2417314 |
|  | FUJIFILM Holdings Corp. | 1313200 | 30435622 |
|  | Fukuoka Financial Group, Inc. | 260600 | 7573130 |
|  | Fuyo General Lease Co. Ltd. | 103800 | 2713805 |
|  | Gunma Bank Ltd. | 260300 | 2705721 |
|  | Hachijuni Bank Ltd. | 651143 | 6559057 |
|  | Hakuhodo DY Holdings, Inc. | 385499 | 2790379 |
|  | Hankyu Hanshin Holdings, Inc. | 595100 | 15980797 |
|  | Haseko Corp. | 682372 | 11019615 |
|  | Hitachi Construction Machinery Co. Ltd. | 324999 | 10577728 |
|  | Honda Motor Co. Ltd. (7267 JP) | 10142400 | 102511703 |
|  # | Hulic Co. Ltd. | 108100 | 1116820 |
|  | Idemitsu Kosan Co. Ltd. | 3113310 | 21649181 |
|  | Iida Group Holdings Co. Ltd. | 267151 | 4090980 |
|  | Inpex Corp. | 3458483 | 63816346 |
|  | Isetan Mitsukoshi Holdings Ltd. | 80200 | 1258666 |
|  | Isuzu Motors Ltd. | 1884400 | 23122119 |
|  | Iwatani Corp. | 246200 | 2563126 |
|  | Iyogin Holdings, Inc. | 184600 | 2884538 |
|  | J Front Retailing Co. Ltd. | 828217 | 12456928 |
|  | Japan Airlines Co. Ltd. | 295000 | 5314542 |
|  | Japan Post Bank Co. Ltd. | 141100 | 1581037 |
|  | Japan Post Holdings Co. Ltd. | 582410 | 5457793 |
|  | Japan Post Insurance Co. Ltd. | 146400 | 3786242 |

---

866

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##### [**Table of Contents**](#toc)
**THE DFA INTERNATIONAL VALUE SERIES** 

**CONTINUED** 

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  JAPAN — (Continued) | JAPAN — (Continued) |  |  |
|  | JFE Holdings, Inc. | 1167460 | $13379343 |
|  | JTEKT Corp. | 160371 | 1604358 |
|  | Kajima Corp. | 437300 | 14097577 |
|  | Kamigumi Co. Ltd. | 315700 | 9476750 |
|  | Kandenko Co. Ltd. | 18700 | 571512 |
|  # | Kawasaki Kisen Kaisha Ltd. | 693700 | 9939021 |
|  | Kinden Corp. | 141700 | 5676097 |
|  | Kobe Steel Ltd. | 891477 | 10492120 |
|  | Koito Manufacturing Co. Ltd. | 372901 | 5552575 |
|  | Komatsu Ltd. | 510500 | 17076709 |
|  | Kubota Corp. (6326 JP) | 1873220 | 24252877 |
|  | Kuraray Co. Ltd. | 1142591 | 12381749 |
|  | Kyocera Corp. | 1072649 | 14233405 |
|  | Kyoto Financial Group, Inc. | 454716 | 9211802 |
|  | Kyushu Financial Group, Inc. | 402700 | 2308026 |
|  | Lixil Corp. | 547485 | 6068092 |
|  | LY Corp. | 2562300 | 7529358 |
|  | Marubeni Corp. | 598300 | 14703833 |
|  | Mazda Motor Corp. | 930256 | 6410255 |
|  | Mebuki Financial Group, Inc. | 1565010 | 9765053 |
|  | Medipal Holdings Corp. | 285450 | 4644387 |
|  | MEIJI Holdings Co. Ltd. | 589100 | 11340142 |
|  | Minebea Mitsumi, Inc. | 290100 | 5733467 |
|  | Mitsubishi Chemical Group Corp. | 3643359 | 19031363 |
|  | Mitsubishi Corp. | 996400 | 23926203 |
|  | Mitsubishi Electric Corp. | 685500 | 19463119 |
|  | Mitsubishi Estate Co. Ltd. | 1171441 | 24825033 |
|  | Mitsubishi Gas Chemical Co., Inc. | 554400 | 10257025 |
|  | Mitsubishi HC Capital, Inc. | 3012000 | 23561876 |
|  | Mitsubishi Logistics Corp. | 530500 | 3846674 |
|  | Mitsubishi Motors Corp. | 1361738 | 3318451 |
|  | Mitsubishi UFJ Financial Group, Inc. (8306 JP) | 9133350 | 137961691 |
|  | Mitsui & Co. Ltd. (8031 JP) | 790964 | 19451086 |
|  | Mitsui & Co. Ltd. (MITSY US), Sponsored ADR | 18174 | 8905442 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  JAPAN — (Continued) | JAPAN — (Continued) |  |  |
|  | Mitsui Chemicals, Inc. | 786160 | $18560410 |
|  | Mitsui Fudosan Co. Ltd. | 1894200 | 19723168 |
|  # | Mitsui OSK Lines Ltd. | 793900 | 23588051 |
|  | Mizuho Financial Group, Inc. (8411 JP) | 2442180 | 81801949 |
|  | MS&AD Insurance Group Holdings, Inc. | 994859 | 20508481 |
|  | NGK Insulators Ltd. | 693000 | 11691981 |
|  | NH Foods Ltd. | 291267 | 10757292 |
|  | NHK Spring Co. Ltd. | 274000 | 5136915 |
|  | Nikon Corp. | 205700 | 2399012 |
|  | Nippon Electric Glass Co. Ltd. | 28199 | 949371 |
|  | Nippon Express Holdings, Inc. | 925869 | 19698123 |
|  | Nippon Steel Corp. | 4813065 | 19839586 |
|  | Nippon Television Holdings, Inc. | 56400 | 1368403 |
|  # | Nippon Yusen KK | 1107000 | 38228400 |
|  \* | Nissan Motor Co. Ltd. | 1902479 | 4348558 |
|  | Nisshin Seifun Group, Inc. | 427656 | 4834860 |
|  | Niterra Co. Ltd. | 373000 | 15301609 |
|  | NOK Corp. | 164265 | 2916775 |
|  | Nomura Holdings, Inc. (8604 JP) | 5116202 | 36509724 |
|  | Nomura Real Estate Holdings, Inc. | 2836500 | 16198884 |
|  | Obayashi Corp. | 420882 | 7120247 |
|  | Oji Holdings Corp. | 3428000 | 17295568 |
|  | Omron Corp. | 121252 | 3381083 |
|  | Ono Pharmaceutical Co. Ltd. | 702595 | 8574056 |
|  | Open House Group Co. Ltd. | 122500 | 5895059 |
|  | ORIX Corp. (8591 JP) | 2005900 | 49068389 |
|  | Panasonic Holdings Corp. | 4415799 | 51308162 |
|  | Resona Holdings, Inc. | 4095139 | 39481542 |
|  | Resonac Holdings Corp. | 742924 | 28944111 |
|  | Ricoh Co. Ltd. | 1566800 | 13441237 |
|  | Rinnai Corp. | 81100 | 1838186 |
|  | Rohm Co. Ltd. | 285965 | 4579350 |
|  | SBI Holdings, Inc. | 369099 | 16493936 |
|  | Seiko Epson Corp. | 770200 | 9758901 |
|  | Seino Holdings Co. Ltd. | 411100 | 5809647 |
|  | Sekisui Chemical Co. Ltd. | 447100 | 7745687 |
|  | Sekisui House Ltd. | 1749000 | 37525255 |

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##### [**Table of Contents**](#toc)
**THE DFA INTERNATIONAL VALUE SERIES** 

**CONTINUED** 

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  JAPAN — (Continued) | JAPAN — (Continued) |  |  |
|  | Seven & i Holdings Co. Ltd. | 1687600 | $21465925 |
|  | Shimamura Co. Ltd. | 55600 | 3584514 |
|  | Shimizu Corp. | 194826 | 2615179 |
|  | Shizuoka Financial Group, Inc. | 745600 | 10041452 |
|  | SoftBank Group Corp. | 1720400 | 301876040 |
|  | Sojitz Corp. | 655840 | 17399726 |
|  | Sompo Holdings, Inc. | 122400 | 3730197 |
|  | Stanley Electric Co. Ltd. | 456100 | 8958810 |
|  | Subaru Corp. | 1980284 | 42126819 |
|  | SUMCO Corp. | 576273 | 5872693 |
|  | Sumitomo Chemical Co. Ltd. | 1234388 | 3630735 |
|  | Sumitomo Corp. | 1500200 | 43642233 |
|  | Sumitomo Electric Industries Ltd. | 2995700 | 109215443 |
|  # | Sumitomo Forestry Co. Ltd. | 1795800 | 18681296 |
|  # | Sumitomo Heavy Industries Ltd. | 313223 | 8374505 |
|  | Sumitomo Metal Mining Co. Ltd. | 204664 | 6695058 |
|  | Sumitomo Mitsui Financial Group, Inc. (8316 JP) | 5498799 | 148873329 |
|  | Sumitomo Mitsui Trust Group, Inc. | 1091587 | 29982119 |
|  | Sumitomo Realty & Development Co. Ltd. | 950700 | 40592025 |
|  # | Sumitomo Rubber Industries Ltd. | 517855 | 6064816 |
|  # | Suntory Beverage & Food Ltd. | 145600 | 4407263 |
|  | Suzuken Co. Ltd. | 117500 | 4462243 |
|  | Suzuki Motor Corp. | 2281400 | 34058725 |
|  | T&D Holdings, Inc. | 63200 | 1357253 |
|  | Taiheiyo Cement Corp. | 330146 | 8957361 |
|  | Takashimaya Co. Ltd. | 764024 | 8172271 |
|  | Takeda Pharmaceutical Co. Ltd. (4502 JP) | 1908471 | 51504849 |
|  | TBS Holdings, Inc. | 65400 | 2258104 |
|  | Tokyo Century Corp. | 487500 | 5753399 |
|  | Tokyo Tatemono Co. Ltd. | 870300 | 16248705 |
|  | Tokyu Fudosan Holdings Corp. | 2665000 | 21476397 |
|  | TOPPAN Holdings, Inc. | 587100 | 14359194 |
|  | Toray Industries, Inc. | 2632600 | 16117907 |
|  | Tosoh Corp. | 958800 | 13670134 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  JAPAN — (Continued) | JAPAN — (Continued) |  |  |
|  | TOTO Ltd. | 145800 | $3698160 |
|  | Toyo Seikan Group Holdings Ltd. | 385349 | 8651176 |
|  # | Toyo Tire Corp. | 409266 | 11185263 |
|  | Toyoda Gosei Co. Ltd. | 173000 | 4004046 |
|  | Toyota Boshoku Corp. | 203800 | 3098795 |
|  | Toyota Industries Corp. | 158900 | 17272763 |
|  | Toyota Motor Corp. (7203 JP) | 9104538 | 185615349 |
|  # | Toyota Motor Corp. (TM US), Sponsored ADR | 77674 | 15860254 |
|  | Toyota Tsusho Corp. | 1509900 | 46151947 |
|  | Yakult Honsha Co. Ltd. | 19900 | 297919 |
|  | Yamada Holdings Co. Ltd. | 211728 | 636499 |
|  | Yamaguchi Financial Group, Inc. | 157706 | 1806813 |
|  | Yamaha Corp. | 54300 | 342659 |
|  # | Yamaha Motor Co. Ltd. | 3081200 | 22199314 |
|  | Yamato Holdings Co. Ltd. | 300600 | 4395043 |
|  | Yamato Kogyo Co. Ltd. | 72400 | 4563479 |
|  | Yokohama Financial Group, Inc. | 1803900 | 13103952 |
|  | Yokohama Rubber Co. Ltd. | 564500 | 20146446 |
|  TOTAL JAPAN | TOTAL JAPAN | TOTAL JAPAN | 3365330711 |
|  NETHERLANDS — (4.1%) | NETHERLANDS — (4.1%) |  |  |
|  W | ABN AMRO Bank NV | 682217 | 20383731 |
|  | Aegon Ltd. (AGN NA) | 2863375 | 21820994 |
|  | Akzo Nobel NV | 354520 | 23428481 |
|  | ArcelorMittal SA (MT NA) | 317689 | 12128098 |
|  # | ArcelorMittal SA (MT US) | 640003 | 24377718 |
|  | ASR Nederland NV | 633059 | 42249495 |
|  | Coca-Cola Europacific Partners PLC | 96373 | 8585351 |
|  | HAL Trust | 8385 | 1316056 |
|  | Heineken NV | 459527 | 35582234 |
|  | ING Groep NV (INGA NA) | 4971616 | 124139584 |
|  | JDE Peet's NV | 113610 | 4134734 |
|  | Koninklijke Ahold Delhaize NV (AD NA) | 4003663 | 163829251 |
|  | Koninklijke KPN NV | 7233183 | 33471274 |

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##### [**Table of Contents**](#toc)
**THE DFA INTERNATIONAL VALUE SERIES** 

**CONTINUED** 

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| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  NETHERLANDS — (Continued) | NETHERLANDS — (Continued) | NETHERLANDS — (Continued) |  |
|  # | Koninklijke Philips NV (PHG US) | 630121 | $17214905 |
|  # | Koninklijke Philips NV (PHIA NA) | 917643 | 25139003 |
|  | NN Group NV | 1010877 | 69179212 |
|  | Prosus NV (PRX NA) | 125760 | 8692336 |
|  TOTAL NETHERLANDS | TOTAL NETHERLANDS | TOTAL NETHERLANDS | 635672457 |
|  NEW ZEALAND — (0.2%) | NEW ZEALAND — (0.2%) | NEW ZEALAND — (0.2%) |  |
|  | Auckland International Airport Ltd. | 2916676 | 13574814 |
|  # | Chorus Ltd.. (CNU NZ) | 34188 | 183078 |
|  \* | Fletcher Building Ltd. (FBU NZ) | 1380683 | 2573773 |
|  | Fonterra Co-Operative Group Ltd. | 293628 | 1372714 |
|  # | Infratil Ltd. | 496356 | 3508256 |
|  | Mercury NZ Ltd. | 582689 | 2160048 |
|  # | Meridian Energy Ltd. | 265325 | 898224 |
|  # | Summerset Group Holdings Ltd. | 157786 | 1046497 |
|  TOTAL NEW ZEALAND | TOTAL NEW ZEALAND | TOTAL NEW ZEALAND | 25317404 |
|  NORWAY — (0.8%) | NORWAY — (0.8%) |  |  |
|  | Aker BP ASA | 622602 | 16135932 |
|  | Austevoll Seafood ASA | 156937 | 1473527 |
|  #W | Bw Lpg Ltd. | 7614 | 102408 |
|  W | BW LPG Ltd. | 280178 | 3710316 |
|  # | DNB Bank ASA | 1058098 | 27008399 |
|  | Equinor ASA | 1025603 | 24564518 |
|  | Hafnia Ltd. | 292039 | 1819332 |
|  | Leroy Seafood Group ASA | 24093 | 113442 |
|  | Norsk Hydro ASA | 2197036 | 14853195 |
|  | Odfjell Drilling Ltd. | 11323 | 90951 |
|  | Sparebank 1 Oestlandet | 1244 | 21815 |
|  | SpareBank 1 Sor-Norge ASA | 354504 | 6102214 |
|  | Stolt-Nielsen Ltd. | 115466 | 3872863 |
|  # | Subsea 7 SA | 573605 | 10475941 |
|  | Wallenius Wilhelmsen ASA | 540692 | 4228691 |
|  | Wilh Wilhelmsen Holding ASA, Class A | 10461 | 527273 |
|  | Yara International ASA | 151606 | 5523324 |
|  TOTAL NORWAY | TOTAL NORWAY | TOTAL NORWAY | 120624141 |
|  PORTUGAL — (0.1%) | PORTUGAL — (0.1%) | PORTUGAL — (0.1%) |  |
|  | EDP Renovaveis SA | 326297 | 4770686 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  PORTUGAL — (Continued) | PORTUGAL — (Continued) | PORTUGAL — (Continued) |  |
|  | Galp Energia SGPS SA | 454681 | $9135028 |
|  TOTAL PORTUGAL | TOTAL PORTUGAL | TOTAL PORTUGAL | 13905714 |
|  SINGAPORE — (1.0%) | SINGAPORE — (1.0%) | SINGAPORE — (1.0%) |  |
|  | CapitaLand Investment Ltd. | 2777800 | 5627933 |
|  | City Developments Ltd. | 12600 | 69986 |
|  # | Genting Singapore Ltd. | 5312600 | 2977970 |
|  | Hongkong Land Holdings Ltd. | 1460900 | 8926562 |
|  # | Jardine Cycle & Carriage Ltd. | 221500 | 5530760 |
|  | Keppel Ltd. | 5479300 | 42850029 |
|  | Oversea-Chinese Banking Corp. Ltd. | 1793200 | 23457562 |
|  | Seatrium Ltd. | 1927414 | 3215383 |
|  | Singapore Airlines Ltd. | 390500 | 1987847 |
|  | United Overseas Bank Ltd. | 1606700 | 42734126 |
|  | UOL Group Ltd. | 974274 | 5952045 |
|  | Wilmar International Ltd. | 2871400 | 6900281 |
|  TOTAL SINGAPORE | TOTAL SINGAPORE | TOTAL SINGAPORE | 150230484 |
|  SOUTH AFRICA — (0.0%) | SOUTH AFRICA — (0.0%) | SOUTH AFRICA — (0.0%) |  |
|  | Valterra Platinum Ltd. | 19939 | 1218793 |
|  SPAIN — (3.8%) | SPAIN — (3.8%) | SPAIN — (3.8%) |  |
|  # | Banco Bilbao Vizcaya Argentaria SA (BBVA SM) | 4768679 | 96070150 |
|  | Banco Bilbao Vizcaya Argentaria SA (BBVA US), Sponsored ADR | 221 | 4449 |
|  | Banco de Sabadell SA | 862269 | 3232556 |
|  # | Banco Santander SA (SAN SM) | 32206047 | 328185612 |
|  | CaixaBank SA | 7948554 | 84014195 |
|  W | Cellnex Telecom SA | 30906 | 962157 |
|  | Mapfre SA | 355435 | 1569720 |
|  | Repsol SA (REP SM) | 4193907 | 76955479 |
|  TOTAL SPAIN | TOTAL SPAIN | TOTAL SPAIN | 590994318 |
|  SWEDEN — (2.3%) | SWEDEN — (2.3%) | SWEDEN — (2.3%) |  |
|  \* | Asmodee Group AB, Class B | 15312 | 197324 |
|  | Betsson AB, Class B | 804 | 12530 |
|  | Billerud Aktiebolag | 269457 | 2493399 |
|  #\* | Boliden AB | 1013858 | 45463888 |

---

869

------

##### [**Table of Contents**](#toc)
**THE DFA INTERNATIONAL VALUE SERIES** 

**CONTINUED** 

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  SWEDEN — (Continued) | SWEDEN — (Continued) | SWEDEN — (Continued) |  |
|  | Bure Equity AB | 69187 | $2026302 |
|  | Essity AB (ESSITYB SS), Class B | 887978 | 24390647 |
|  | Getinge AB, Class B | 227238 | 5323213 |
|  | Hexagon AB, Class B | 1246155 | 15190155 |
|  | Hexpol AB | 195650 | 1778893 |
|  | Holmen AB (HOLMA SS), Class A | 5562 | 207618 |
|  # | Holmen AB (HOLMB SS), Class B | 176174 | 6656907 |
|  # | Husqvarna AB (HUSQB SS), Class B | 203840 | 965192 |
|  | Loomis AB | 311174 | 12535779 |
|  | Pandox AB | 118934 | 2372927 |
|  | Peab AB, Class B | 2404 | 19456 |
|  # | Securitas AB, Class B | 1182770 | 17423212 |
|  \*W | Sinch AB | 631787 | 2287801 |
|  | Skandinaviska Enskilda Banken AB (SEBA SS), Class A | 2936221 | 56051212 |
|  | Skandinaviska Enskilda Banken AB (SEBC SS), Class C | 14462 | 281581 |
|  | Skanska AB, Class B | 735929 | 20040823 |
|  | SKF AB (SKFB SS), Class B | 1216239 | 31174668 |
|  | SSAB AB (SSABA SS), Class A | 564486 | 3570687 |
|  | SSAB AB (SSABB SS), Class B | 1830262 | 11332787 |
|  | Svenska Cellulosa AB SCA (SCAA SS), Class A | 34534 | 462441 |
|  | Svenska Cellulosa AB SCA (SCAB SS), Class B | 626961 | 8351209 |
|  # | Svenska Handelsbanken AB (SHBA SS), Class A | 1347720 | 17586840 |
|  # | Svenska Handelsbanken AB (SHBB SS), Class B | 40612 | 889418 |
|  | Swedbank AB, Class A | 1001439 | &nbsp;&nbsp;&nbsp;&nbsp;30404470 |
|  \* | Swedish Orphan Biovitrum AB | 20004 | 689203 |
|  | Telefonaktiebolaget LM Ericsson (ERICB SS), Class B | 53095 | 538694 |
|  | Telia Co. AB | 4570592 | 17992905 |
|  | Trelleborg AB, Class B | 537345 | 22424598 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  SWEDEN — (Continued) | SWEDEN — (Continued) | SWEDEN — (Continued) |  |
|  | Vitrolife AB | 2100 | $32411 |
|  #\* | Volvo Car AB, Class B | 463180 | 1604990 |
|  TOTAL SWEDEN | TOTAL SWEDEN | TOTAL SWEDEN | 362774180 |
|  SWITZERLAND — (9.0%) | SWITZERLAND — (9.0%) | SWITZERLAND — (9.0%) |  |
|  # | Alcon AG | 569260 | 42384270 |
|  \* | Amrize Ltd. | 1295000 | 67010949 |
|  | Baloise Holding AG | 100891 | 25055374 |
|  | Banque Cantonale Vaudoise | 12011 | 1394556 |
|  | Cie Financiere Richemont SA, Class A | 697933 | 138055037 |
|  | DSM-Firmenich AG | 174413 | 14216212 |
|  | Helvetia Holding AG | 16794 | 4126768 |
|  | Holcim AG (HOLN SW) | 1345752 | 119638978 |
|  | Julius Baer Group Ltd. | 495321 | 33438386 |
|  | Lonza Group AG | 98153 | 67777736 |
|  | Novartis AG (NOVN SW) | 1005063 | 124388262 |
|  | Novartis AG (NVS US), Sponsored ADR | 205429 | 25430056 |
|  | Sandoz Group AG (SDZ SW) | 332697 | 22183181 |
|  | Sandoz Group AG (SDZNY US), ADR | 275714 | 18343252 |
|  # | Swiss Life Holding AG | 87340 | 94803383 |
|  | Swiss Prime Site AG | 93913 | 13349066 |
|  | Swiss Re AG | 713905 | 130360435 |
|  # | Swisscom AG | 94854 | 69482708 |
|  #\* | UBS Group AG (UBS US) | 102122 | 3917377 |
|  | UBS Group AG (UBSG SW) | 4284505 | 163947921 |
|  | Zurich Insurance Group AG | 326832 | 227302184 |
|  TOTAL SWITZERLAND | TOTAL SWITZERLAND | TOTAL SWITZERLAND | 1406606091 |
|  UNITED KINGDOM — (12.7%) | UNITED KINGDOM — (12.7%) | UNITED KINGDOM — (12.7%) |  |
|  | Anglo American PLC | 826798 | 31279934 |
|  | Associated British Foods PLC | 238264 | 7189984 |
|  | Barclays PLC (BARC LN) | 7305202 | 39182329 |
|  | Barclays PLC (BCS US), Sponsored ADR | 1376289 | 29576451 |
|  | Barratt Redrow PLC | 1173532 | 5807197 |
|  | BP PLC (BP LN) | 7962719 | 46652038 |
|  | BP PLC (BP US), Sponsored ADR | 3782975 | 132895912 |

---

870

------

##### [**Table of Contents**](#toc)
**THE DFA INTERNATIONAL VALUE SERIES** 

**CONTINUED** 

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  UNITED KINGDOM — (Continued) | UNITED KINGDOM — (Continued) | UNITED KINGDOM — (Continued) |  |
|  | British American Tobacco PLC (BATS LN) | 2418176 | $123848079 |
|  | British American Tobacco PLC (BTI US), Sponsored ADR | 160135 | 8197311 |
|  | BT Group PLC | 30893447 | 75397707 |
|  \* | Canal & SA | 546690 | 1721493 |
|  | Centrica PLC | 2587352 | 6097873 |
|  | Glencore PLC | 12726245 | 60965904 |
|  | HSBC Holdings PLC (HSBA LN) | 11272844 | 157813522 |
|  # | HSBC Holdings PLC (HSBC US), Sponsored ADR | 2129759 | 149232212 |
|  | J Sainsbury PLC | 5358179 | 24057615 |
|  | Kingfisher PLC | 6401753 | 25962821 |
|  | Lloyds Banking Group PLC (LLOY LN) | 141879076 | 166351436 |
|  # | Lloyds Banking Group PLC (LYG US), ADR | 1844768 | 8688857 |
|  | NatWest Group PLC (NWG LN) | 16850471 | 129723562 |
|  | NatWest Group PLC (NWG US), Sponsored ADR | 430402 | 6658319 |
|  # | Pearson PLC (PSO US), Sponsored ADR | 247148 | 3437829 |
|  | Shell PLC (SHEL LN) | 307658 | 11533916 |
|  | Shell PLC (SHEL US), ADR | 8154062 | 610902325 |
|  | Standard Chartered PLC | 3879521 | 79635854 |
|  | Vodafone Group PLC (VOD LN) | 26152509 | 31659519 |
|  TOTAL UNITED KINGDOM | TOTAL UNITED KINGDOM | TOTAL UNITED KINGDOM | 1974469999 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  UNITED STATES — (0.1%) | UNITED STATES — (0.1%) | UNITED STATES — (0.1%) |  |
|  \* | Flutter Entertainment PLC | 2096 | $482762 |
|  # | International Paper Co. | 517543 | 20265765 |
|  TOTAL UNITED STATES | TOTAL UNITED STATES | TOTAL UNITED STATES | 20748527 |
|  TOTAL COMMON STOCKS | TOTAL COMMON STOCKS | TOTAL COMMON STOCKS | 15289091236 |
|  PREFERRED STOCKS — (0.4%) | PREFERRED STOCKS — (0.4%) | PREFERRED STOCKS — (0.4%) |  |
|  GERMANY — (0.4%) | GERMANY — (0.4%) | GERMANY — (0.4%) |  |
|  | Bayerische Motoren Werke AG, 5.764% | 130148 | 11275476 |
|  # | Henkel AG & Co. KGaA, 2.901% | 368277 | 29835184 |
|  | Volkswagen AG, 7.042% | 253519 | 26400642 |
|  TOTAL GERMANY | TOTAL GERMANY | TOTAL GERMANY | 67511302 |
|  TOTAL INVESTMENT SECURITIES<br>(Cost $9,326,906,335) | TOTAL INVESTMENT SECURITIES<br>(Cost $9,326,906,335) | TOTAL INVESTMENT SECURITIES<br>(Cost $9,326,906,335) | 15356602538 |
|  |  |  | **Value†** |
|  SECURITIES LENDING COLLATERAL — (1.5%) | SECURITIES LENDING COLLATERAL — (1.5%) | SECURITIES LENDING COLLATERAL — (1.5%) | SECURITIES LENDING COLLATERAL — (1.5%) |
|  @§ The DFA Short Term Investment Fund | @§ The DFA Short Term Investment Fund | 20229477 | 233994358 |
|  TOTAL INVESTMENTS — (100.0%)<br>(Cost $9,560,900,693) | TOTAL INVESTMENTS — (100.0%)<br>(Cost $9,560,900,693) | TOTAL INVESTMENTS — (100.0%)<br>(Cost $9,560,900,693) | $15590596896 |

---

As of October 31, 2025, The DFA International Value Series had entered into the following outstanding futures contracts:

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Description** | **Number of<br>Contracts** | **Expiration<br>Date** | **Notional**<br>**Value** | **Market**<br>**Value** | **Unrealized<br>Appreciation<br>(Depreciation)** |
|  **Long Position Contracts:** |  |  |  |  |  |
|  S&P 500<sup>®</sup> Emini Index | 403 | 12/19/25 | $135454410 | $138511100 | $3056690 |
|  **Total Futures Contracts** |  |  | $**135454410** | $**138511100** | $**3056690** |

---

871

------

##### [**Table of Contents**](#toc)
**THE DFA INTERNATIONAL VALUE SERIES** 

**CONTINUED** 

As of October 31, 2025, the value of Rule 144A securities amounted to $71,458,298 or 0.5% of net assets.

Summary of the Series' investments as of October 31, 2025, 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 |  | $871954235 |  | $871954235 |
| &nbsp;&nbsp;&nbsp;&nbsp; Austria |  | 27509326 |  | 27509326 |
| &nbsp;&nbsp;&nbsp;&nbsp; Belgium | $990159 | 144835820 |  | 145825979 |
| &nbsp;&nbsp;&nbsp;&nbsp; Canada | 1783133245 |  |  | 1783133245 |
| &nbsp;&nbsp;&nbsp;&nbsp; Denmark |  | 326435971 |  | 326435971 |
| &nbsp;&nbsp;&nbsp;&nbsp; Finland | 9197583 | 109836645 |  | 119034228 |
| &nbsp;&nbsp;&nbsp;&nbsp; France | 9119749 | 1446020775 |  | 1455140524 |
| &nbsp;&nbsp;&nbsp;&nbsp; Germany | 45539675 | 1161881281 |  | 1207420956 |
| &nbsp;&nbsp;&nbsp;&nbsp; Hong Kong |  | 179865078 |  | 179865078 |
| &nbsp;&nbsp;&nbsp;&nbsp; Ireland |  | 34994717 |  | 34994717 |
| &nbsp;&nbsp;&nbsp;&nbsp; Israel |  | 167077162 |  | 167077162 |
| &nbsp;&nbsp;&nbsp;&nbsp; Italy | 14932906 | 287874090 |  | 302806996 |
| &nbsp;&nbsp;&nbsp;&nbsp; Japan | 24765696 | 3340565015 |  | 3365330711 |
| &nbsp;&nbsp;&nbsp;&nbsp; Netherlands | 41592623 | 594079834 |  | 635672457 |
| &nbsp;&nbsp;&nbsp;&nbsp; New Zealand |  | 25317404 |  | 25317404 |
| &nbsp;&nbsp;&nbsp;&nbsp; Norway | 102408 | 120521733 |  | 120624141 |
| &nbsp;&nbsp;&nbsp;&nbsp; Portugal |  | 13905714 |  | 13905714 |
| &nbsp;&nbsp;&nbsp;&nbsp; Singapore |  | 150230484 |  | 150230484 |
| &nbsp;&nbsp;&nbsp;&nbsp; South Africa |  | 1218793 |  | 1218793 |
| &nbsp;&nbsp;&nbsp;&nbsp; Spain | 4449 | 590989869 |  | 590994318 |
| &nbsp;&nbsp;&nbsp;&nbsp; Sweden |  | 362774180 |  | 362774180 |
| &nbsp;&nbsp;&nbsp;&nbsp; Switzerland | 52912004 | 1353694087 |  | 1406606091 |
| &nbsp;&nbsp;&nbsp;&nbsp; United Kingdom | 949589216 | 1024880783 |  | 1974469999 |
| &nbsp;&nbsp;&nbsp;&nbsp; United States |  | 20748527 |  | 20748527 |
|  Preferred Stocks |  |  |  |  |
|  Germany |  | 67511302 |  | 67511302 |
|  Securities Lending Collateral |  | 233994358 |  | 233994358 |
|  Total Investments in Securities | $2931879713 | $12658717183 |  | $15590596896 |
|  **Financial Instruments** |  |  |  |  |
|  **Assets** |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Futures Contracts\*\* | 3056690 |  |  | 3056690 |
|  Total Financial Instruments | $3056690 |  |  | $3056690 |

---

\*\* Valued at the unrealized appreciation/(depreciation) on the investment.

See accompanying Notes to Financial Statements.

872

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##### [**Table of Contents**](#toc)
**THE JAPANESE SMALL COMPANY SERIES** 

**SCHEDULE OF INVESTMENTS** 

**October 31, 2025** 

---

| | | | |
|:---|:---|:---|:---|
| | | **Shares** | **Value»** |
|  COMMON STOCKS — (98.8%) | COMMON STOCKS — (98.8%) | COMMON STOCKS — (98.8%) |  |
|  COMMUNICATION SERVICES — (2.0%) | COMMUNICATION SERVICES — (2.0%) | COMMUNICATION SERVICES — (2.0%) |  |
|  #\* | Aiming, Inc. | 64200 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;94338 |
|  | Akatsuki, Inc. | 27100 | 461529 |
|  | AlphaPolis Co. Ltd. | 41800 | 412664 |
|  # | Amuse, Inc. | 20979 | 256389 |
|  | Anycolor, Inc. | 134523 | 5247540 |
|  # | Asahi Net, Inc. | 91600 | 417375 |
|  # | Atrae, Inc. | 100900 | 459193 |
|  | Avex, Inc. | 90685 | 710717 |
|  #\* | Bank of Innovation, Inc. | 6200 | 306016 |
|  \* | Bengo4.com, Inc. | 23900 | 473691 |
|  # | Bushiroad, Inc. | 172800 | 322114 |
|  # | Ceres, Inc. | 41400 | 561208 |
|  \* | COLOPL, Inc. | 194328 | 561330 |
|  #\* | Cover Corp. | 105900 | 1255831 |
|  | Daiichikosho Co. Ltd. | 142900 | 1461069 |
|  # | DeNA Co. Ltd. | 446000 | 7819499 |
|  # | Digital Holdings, Inc. | 20500 | 288144 |
|  # | Freebit Co. Ltd. | 65800 | 677261 |
|  | GA Technologies Co. Ltd. | 71700 | 926719 |
|  #\* | Geniee, Inc. | 26500 | 204452 |
|  # | giftee, Inc. | 1200 | 8475 |
|  | GREE Holdings, Inc. | 226400 | 591389 |
|  | Hakuhodo DY Holdings, Inc. | 389800 | 2821511 |
|  # | IG Port, Inc. | 29200 | 275780 |
|  | i-mobile Co. Ltd. | 157700 | 597938 |
|  | Intage Holdings, Inc. | 64300 | 711744 |
|  | Internet Initiative Japan, Inc. | 39300 | 709070 |
|  | IPS, Inc. | 24699 | 481762 |
|  # | ITmedia, Inc. | 38600 | 401871 |
|  \* | Japan Communications, Inc. | 126900 | 123286 |
|  #\* | Jimoty, Inc. | 16300 | 133868 |
|  # | Kamakura Shinsho Ltd. | 125000 | 468865 |
|  # | LIFULL Co. Ltd. | 316800 | 394582 |
|  | Macbee Planet, Inc. | 20000 | 248775 |
|  | MarkLines Co. Ltd. | 63300 | 812704 |
|  # | Marvelous, Inc. | 142900 | 523976 |
|  | Members Co. Ltd. | 5500 | 43184 |
|  | MIXI, Inc. | 146300 | 2952294 |
|  \* | NE, Inc. | 20400 | 105898 |
|  #\* | NexTone, Inc. | 17700 | 251932 |
|  | Okinawa Cellular Telephone Co. | 310800 | 5181235 |
|  # | Port, Inc. | 39800 | 505328 |
|  | PR Times Corp. | 15674 | 302537 |

---

---

| | | | |
|:---|:---|:---|:---|
| | | **Shares** | **Value»** |
|  COMMUNICATION SERVICES — (Continued) | COMMUNICATION SERVICES — (Continued) | COMMUNICATION SERVICES — (Continued) |  |
|  # | Rakumachi, Inc. | 11900 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;91663 |
|  | Septeni Holdings Co. Ltd. | 80800 | 214578 |
|  | Sharingtechnology, Inc. | 108300 | 655901 |
|  | SKY Perfect JSAT Holdings, Inc. | 879800 | 8657208 |
|  # | Synchro Food Co. Ltd. | 52900 | 214433 |
|  | Toei Co. Ltd. | 7700 | 273725 |
|  # | Tohokushinsha Film Corp. | 284400 | 1113486 |
|  # | Tow Co. Ltd. | 108100 | 259686 |
|  | TV Asahi Holdings Corp. | 98100 | 1996273 |
|  | Tv Tokyo Holdings Corp. | 58800 | 1770651 |
|  | U-Next Holdings Co. Ltd. | 323300 | 4267255 |
|  | ValueCommerce Co. Ltd. | 112500 | 490636 |
|  | Vector, Inc. | 137745 | 1038414 |
|  | Vision, Inc. | 142400 | 1130084 |
|  | Wowow, Inc. | 29400 | 277187 |
|  | Zenrin Co. Ltd. | 155150 | 1037071 |
|  # | ZIGExN Co. Ltd. | 250735 | 828273 |
|  TOTAL COMMUNICATION SERVICES | TOTAL COMMUNICATION SERVICES | TOTAL COMMUNICATION SERVICES | 65881607 |
|  CONSUMER DISCRETIONARY — (16.4%) | CONSUMER DISCRETIONARY — (16.4%) | CONSUMER DISCRETIONARY — (16.4%) |  |
|  # | &Do Holdings Co. Ltd. | 25200 | 176495 |
|  # | AB & Company Co. Ltd. | 2500 | 17784 |
|  \* | Adventure, Inc. | 3700 | 62600 |
|  \* | Aeon Fantasy Co. Ltd. | 38232 | 690722 |
|  # | Aeon Kyushu Co. Ltd. | 6200 | 120573 |
|  #\* | Agora Hospitality Group Co. Ltd. | 159100 | 58784 |
|  | Ahresty Corp. | 90598 | 470446 |
|  | Ainavo Holdings Co. Ltd. | 11200 | 52080 |
|  #\* | Airtrip Corp. | 5200 | 29274 |
|  | Aisan Industry Co. Ltd. | 202200 | 2739780 |
|  #\* | Akebono Brake Industry Co. Ltd. | 337201 | 250777 |
|  # | Alleanza Holdings Co. Ltd. | 51200 | 346753 |
|  # | Alpen Co. Ltd. | 80217 | 1184232 |
|  | Alpha Corp. | 5700 | 42942 |
|  # | Amiyaki Tei Co. Ltd. | 68942 | 594835 |
|  | AOKI Holdings, Inc. | 165700 | 1786371 |

---

873

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##### [**Table of Contents**](#toc)
**THE JAPANESE SMALL COMPANY SERIES** 

**CONTINUED** 

---

| | | | |
|:---|:---|:---|:---|
| | | **Shares** | **Value»** |
|  CONSUMER DISCRETIONARY — (Continued) | CONSUMER DISCRETIONARY — (Continued) | CONSUMER DISCRETIONARY — (Continued) |  |
|  | Aoyama Trading Co. Ltd. | 188900 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2792796 |
|  | Arata Corp. | 137900 | 2686662 |
|  | ARCLANDS Corp. | 244077 | 2772232 |
|  | Asahi Co. Ltd. | 19000 | 161034 |
|  | ASKUL Corp. | 117500 | 1068354 |
|  \* | Atsugi Co. Ltd. | 11800 | 86827 |
|  # | Aucnet, Inc. | 129200 | 1690648 |
|  | Autobacs Seven Co. Ltd. | 241700 | 2414832 |
|  # | Beauty Garage, Inc. | 34000 | 311844 |
|  # | Belluna Co. Ltd. | 234800 | 1547244 |
|  | Bic Camera, Inc. | 452100 | 4557360 |
|  # | Bookoff Group Holdings Ltd. | 61000 | 523770 |
|  # | BRONCO BILLY Co. Ltd. | 11100 | 269380 |
|  | BuySell Technologies Co. Ltd. | 38500 | 842689 |
|  # | Can Do Co. Ltd. | 900 | 19958 |
|  | Casio Computer Co. Ltd. | 367000 | 2877128 |
|  | Central Automotive Products Ltd. | 241500 | 2811517 |
|  # | Central Sports Co. Ltd. | 32086 | 497144 |
|  # | Chikaranomoto Holdings Co. Ltd. | 31100 | 285057 |
|  | Chiyoda Co. Ltd. | 50000 | 317335 |
|  | Chofu Seisakusho Co. Ltd. | 54300 | 688475 |
|  | Choushimaru Co. Ltd. | 3700 | 36605 |
|  # | Chuo Spring Co. Ltd. | 50800 | 1094861 |
|  | Cleanup Corp. | 52200 | 257523 |
|  # | Colowide Co. Ltd. | 258100 | 2799831 |
|  # | Corona Corp. | 10500 | 61492 |
|  # | Create Restaurants Holdings, Inc. | 1342600 | 6400933 |
|  | Curves Holdings Co. Ltd. | 254948 | 1201178 |
|  | Daido Metal Co. Ltd. | 88700 | 600751 |
|  # | Daikoku Denki Co. Ltd. | 37000 | 641038 |
|  | Daikyonishikawa Corp. | 9551 | 45140 |
|  | Daimaruenawin Co. Ltd. | 2400 | 23032 |
|  | Dainichi Co. Ltd. | 19700 | 117322 |
|  # | Daisyo Corp. | 9100 | 64690 |
|  | DCM Holdings Co. Ltd. | 620900 | 5757277 |
|  | Doshisha Co. Ltd. | 130800 | 2459932 |
|  | Doutor Nichires Holdings Co. Ltd. | 150486 | 2347517 |

---

---

| | | | |
|:---|:---|:---|:---|
| | | **Shares** | **Value»** |
|  CONSUMER DISCRETIONARY — (Continued) | CONSUMER DISCRETIONARY — (Continued) | CONSUMER DISCRETIONARY — (Continued) |  |
|  | Eagle Industry Co. Ltd. | 146600 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2595257 |
|  # | EAT&HOLDINGS Co. Ltd. | 16400 | 208558 |
|  # | EDION Corp. | 448600 | 5901084 |
|  # | ES-Con Japan Ltd. | 221100 | 1436006 |
|  | Eslead Corp. | 47700 | 1683512 |
|  # | Eternal Hospitality Group Co. Ltd. | 27300 | 496391 |
|  | Exedy Corp. | 223900 | 7523037 |
|  # | Fast Fitness Japan, Inc. | 18900 | 219452 |
|  | FCC Co. Ltd. | 171000 | 3454205 |
|  # | First Juken Co. Ltd. | 13300 | 96062 |
|  # | FJ Next Holdings Co. Ltd. | 91100 | 892975 |
|  | Foster Electric Co. Ltd. | 72100 | 1246565 |
|  | Fuji Corp. Ltd. | 77000 | 409660 |
|  # | Fuji Kyuko Co. Ltd. | 37999 | 611080 |
|  | Fujibo Holdings, Inc. | 57700 | 2554555 |
|  | Fujikura Composites, Inc. | 103100 | 1292213 |
|  | Fujishoji Co. Ltd. | 21500 | 148377 |
|  # | Fujita Kanko, Inc. | 40100 | 2903047 |
|  | FuKoKu Co. Ltd. | 63900 | 760509 |
|  | Furyu Corp. | 61200 | 414027 |
|  | Futaba Industrial Co. Ltd. | 260700 | 1592185 |
|  # | Gakkyusha Co. Ltd. | 47600 | 701209 |
|  # | Gamecard Holdings, Inc. | 11000 | 208436 |
|  #\* | GENDA, Inc. | 63500 | 304389 |
|  | Genki Global Dining Concepts Corp. | 55700 | 1094028 |
|  | Geo Holdings Corp. | 124100 | 1299117 |
|  # | Gift Holdings, Inc. | 51200 | 1071669 |
|  | GLOBERIDE, Inc. | 98698 | 1492950 |
|  \* | Gokurakuyu Holdings Co. Ltd. | 3400 | 10580 |
|  | Goldwin, Inc. | 83497 | 1379194 |
|  # | Gourmet Kineya Co. Ltd. | 1800 | 11042 |
|  # | Greens Co. Ltd. | 36400 | 532098 |
|  | GS Yuasa Corp. | 408283 | 11401120 |
|  # | GSI Creos Corp. | 63184 | 946146 |
|  | G-Tekt Corp. | 107900 | 1384429 |
|  | Gunze Ltd. | 163400 | 4024985 |
|  # | Hagihara Industries, Inc. | 57100 | 596311 |
|  # | Hamee Corp. | 20400 | 68588 |
|  # | Happinet Corp. | 99200 | 4040791 |
|  | Hard Off Corp. Co. Ltd. | 58800 | 688738 |

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**THE JAPANESE SMALL COMPANY SERIES** 

**CONTINUED** 

---

| | | | |
|:---|:---|:---|:---|
| | | **Shares** | **Value»** |
|  CONSUMER DISCRETIONARY — (Continued) | CONSUMER DISCRETIONARY — (Continued) | CONSUMER DISCRETIONARY — (Continued) |  |
|  | Heiwa Corp. | 190800 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2480280 |
|  | Hiday Hidaka Corp. | 131900 | 2815537 |
|  # | HI-LEX Corp. | 102980 | 1910885 |
|  | Himaraya Co. Ltd. | 6700 | 37210 |
|  # | HIS Co. Ltd. | 168199 | 1427888 |
|  | H-One Co. Ltd. | 87900 | 761604 |
|  # | Honeys Holdings Co. Ltd. | 51940 | 498884 |
|  | Hoosiers Holdings Co. Ltd. | 177700 | 1458381 |
|  # | Hotland Holdings Co. Ltd. | 62200 | 828711 |
|  | IBJ, Inc. | 65100 | 339416 |
|  # | Ichibanya Co. Ltd. | 199990 | 1167360 |
|  | Ichikoh Industries Ltd. | 196800 | 598521 |
|  | IDOM, Inc. | 332500 | 2482014 |
|  # | IKK Holdings, Inc. | 25800 | 126814 |
|  | Imasen Electric Industrial | 23500 | 118587 |
|  # | Istyle, Inc. | 375398 | 1092554 |
|  \*†† | Izuhakone Railway Co. Ltd. | 300 | 0 |
|  | Izumi Co. Ltd. | 130000 | 2423403 |
|  \* | Jade Group, Inc. | 20500 | 215892 |
|  | JANOME Corp. | 62600 | 447895 |
|  # | Japan Eyewear Holdings Co. Ltd. | 6400 | 83296 |
|  | Japan Wool Textile Co. Ltd. | 302200 | 3187607 |
|  | JINS Holdings, Inc. | 50600 | 2552959 |
|  | Joshin Denki Co. Ltd. | 55001 | 952315 |
|  | Joyful Honda Co. Ltd. | 217300 | 2874175 |
|  # | JP-Holdings, Inc. | 253500 | 977101 |
|  | JTEKT Corp. | 935158 | 9355361 |
|  | JVCKenwood Corp. | 904200 | 7244702 |
|  # | Kappa Create Co. Ltd. | 92100 | 889796 |
|  | Kawai Musical Instruments Manufacturing Co. Ltd. | 22000 | 369936 |
|  | King Co. Ltd. | 26400 | 148130 |
|  | Kintetsu Department Store Co. Ltd. | 35700 | 434848 |
|  | Ki-Star Real Estate Co. Ltd. | 49799 | 1690541 |
|  #\* | KNT-CT Holdings Co. Ltd. | 39300 | 380602 |
|  | Kohnan Shoji Co. Ltd. | 143100 | 3464486 |
|  # | Kojima Co. Ltd. | 110300 | 787011 |
|  # | Komatsu Matere Co. Ltd. | 106699 | 594438 |
|  | KOMEDA Holdings Co. Ltd. | 268800 | 5064275 |

---

---

| | | | |
|:---|:---|:---|:---|
| | | **Shares** | **Value»** |
|  CONSUMER DISCRETIONARY — (Continued) | CONSUMER DISCRETIONARY — (Continued) | CONSUMER DISCRETIONARY — (Continued) |  |
|  # | Komehyo Holdings Co. Ltd. | 38015 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;738409 |
|  | Komeri Co. Ltd. | 140000 | 2912626 |
|  | Koshidaka Holdings Co. Ltd. | 228100 | 1744887 |
|  #\* | Kourakuen Corp. | 31900 | 213145 |
|  | K's Holdings Corp. | 650000 | 6443633 |
|  | KU Holdings Co. Ltd. | 115500 | 882107 |
|  # | Kura Sushi, Inc. | 60297 | 1298824 |
|  | Kurabo Industries Ltd. | 90100 | 4096796 |
|  # | Kushikatsu Tanaka Holdings Co. | 15000 | 211197 |
|  # | KYB Corp. | 203000 | 5147856 |
|  # | Kyoritsu Maintenance Co. Ltd. | 324100 | 6307589 |
|  # | LEC, Inc. | 142200 | 940738 |
|  | LITALICO, Inc. | 116700 | 933249 |
|  # | Look Holdings, Inc. | 37100 | 636130 |
|  | Mamiya-Op Co. Ltd. | 12400 | 151574 |
|  | Mars Group Holdings Corp. | 60000 | 1194070 |
|  # | Maruchiyo Yamaokaya Corp. | 55000 | 956353 |
|  | Maruzen CHI Holdings Co. Ltd. | 22800 | 48967 |
|  | Matsuoka Corp. | 12800 | 187141 |
|  | Matsuya Co. Ltd. | 158700 | 1776837 |
|  # | Matsuyafoods Holdings Co. Ltd. | 34600 | 1313300 |
|  # | Media Do Co. Ltd. | 30983 | 365686 |
|  | Meiko Network Japan Co. Ltd. | 18900 | 86266 |
|  | Meiwa Estate Co. Ltd. | 73200 | 507820 |
|  \* | Mercari, Inc. | 515501 | 7644041 |
|  | Mitsuba Corp. | 84390 | 512965 |
|  | Mizuno Corp. | 282400 | 5094521 |
|  # | Monogatari Corp. | 169700 | 4242919 |
|  | Morito Co. Ltd. | 107800 | 1135648 |
|  # | MOS Food Services, Inc. | 67800 | 1700394 |
|  | MrMax Holdings Ltd. | 88125 | 440300 |
|  # | Murakami Corp. | 31800 | 1396318 |
|  | Musashi Seimitsu Industry Co. Ltd. | 263700 | 5949088 |
|  # | Nafco Co. Ltd. | 55000 | 712948 |
|  | Nagase Brothers, Inc. | 8600 | 125204 |
|  | New Art Holdings Co. Ltd. | 39747 | 369555 |
|  # | Nextage Co. Ltd. | 206100 | 3097023 |
|  | NHK Spring Co. Ltd. | 557135 | 10445091 |
|  | Nichirin Co. Ltd. | 61160 | 1423188 |
|  | Nifco, Inc. | 223100 | 6465334 |
|  | Nihon Tokushu Toryo Co. Ltd. | 64200 | 868961 |
|  | Nihon Trim Co. Ltd. | 2000 | 62438 |

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##### [**Table of Contents**](#toc)
**THE JAPANESE SMALL COMPANY SERIES** 

**CONTINUED** 

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| | | | |
|:---|:---|:---|:---|
| | | **Shares** | **Value»** |
|  CONSUMER DISCRETIONARY — (Continued) | CONSUMER DISCRETIONARY — (Continued) | CONSUMER DISCRETIONARY — (Continued) |  |
|  | Nikon Corp. | 127700 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1489323 |
|  # | Nippon Felt Co. Ltd. | 12300 | 47294 |
|  | Nippon Seiki Co. Ltd. | 207500 | 2397767 |
|  # | Nippon Ski Resort Development Co. Ltd. | 22400 | 75681 |
|  # | Nishikawa Rubber Co. Ltd. | 68200 | 1255233 |
|  | Nishimatsuya Chain Co. Ltd. | 102900 | 1376804 |
|  # | Nissan Shatai Co. Ltd. | 302901 | 2016668 |
|  | Nissan Tokyo Sales Holdings Co. Ltd. | 186200 | 606839 |
|  | NITTAN Corp. | 29500 | 127412 |
|  # | Nojima Corp. | 1137900 | 8402055 |
|  | NOK Corp. | 215580 | 3827951 |
|  | Noritsu Koki Co. Ltd. | 322200 | 3497501 |
|  | Noritz Corp. | 165300 | 2146342 |
|  | NPR-RIKEN Corp. | 102498 | 2075392 |
|  # | Ohashi Technica, Inc. | 61000 | 809498 |
|  | Ohsho Food Service Corp. | 203400 | 4445714 |
|  | Onward Holdings Co. Ltd. | 213100 | 894324 |
|  # | Ootoya Holdings Co. Ltd. | 10800 | 394959 |
|  # | Optimus Group Co. Ltd. | 14300 | 31127 |
|  | Pacific Industrial Co. Ltd. | 239900 | 4784233 |
|  | PAL GROUP Holdings Co. Ltd. | 473400 | 6091433 |
|  | PALTAC Corp. | 135100 | 3984433 |
|  \* | PIA Corp. | 14200 | 276734 |
|  | Piolax, Inc. | 155800 | 1735986 |
|  # | Press Kogyo Co. Ltd. | 361200 | 1530806 |
|  | QB Net Holdings Co. Ltd. | 49583 | 436447 |
|  # | Raccoon Holdings, Inc. | 43200 | 186757 |
|  # | Renaissance, Inc. | 25800 | 175848 |
|  | Resol Holdings Co. Ltd. | 1200 | 41938 |
|  | Resorttrust, Inc. | 914528 | 10776977 |
|  # | Rhythm Co. Ltd. | 34000 | 739499 |
|  # | Ride On Express Holdings Co. Ltd. | 3400 | 22059 |
|  # | Ringer Hut Co. Ltd. | 75100 | 1083107 |
|  # | Riso Kyoiku Group Corp. | 289865 | 370175 |
|  # | Rock Field Co. Ltd. | 90200 | 830154 |
|  | Roland Corp. | 44900 | 951187 |
|  | Round One Corp. | 860314 | 6177230 |

---

---

| | | | |
|:---|:---|:---|:---|
| | | **Shares** | **Value»** |
|  CONSUMER DISCRETIONARY — (Continued) | CONSUMER DISCRETIONARY — (Continued) | CONSUMER DISCRETIONARY — (Continued) |  |
|  # | Royal Holdings Co. Ltd. | 140400 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2331707 |
|  # | Sac's Bar Holdings, Inc. | 11329 | 57550 |
|  | Sagami Holdings Corp. | 21100 | 228494 |
|  | Saizeriya Co. Ltd. | 125200 | 4093793 |
|  | San Holdings, Inc. | 101100 | 985128 |
|  | Sangetsu Corp. | 264250 | 5167106 |
|  # | Sankyo Seiko Co. Ltd. | 189400 | 827902 |
|  | Sanoh Industrial Co. Ltd. | 67100 | 399196 |
|  | Sanyo Shokai Ltd. | 37299 | 769509 |
|  | Scroll Corp. | 181700 | 1291479 |
|  | Seiko Group Corp. | 162781 | 7475546 |
|  | Seiren Co. Ltd. | 257000 | 5262921 |
|  #\* | Senshukai Co. Ltd. | 39100 | 57542 |
|  | Seria Co. Ltd. | 145123 | 2763414 |
|  # | SFP Holdings Co. Ltd. | 35600 | 466602 |
|  #\* | Sharp Corp. | 261900 | 1453849 |
|  | Shikibo Ltd. | 12226 | 79571 |
|  | Shoei Co. Ltd. | 293600 | 3118662 |
|  # | Soft99 Corp. | 81400 | 2076754 |
|  | Solvvy, Inc. | 8600 | 119992 |
|  | Sotoh Co. Ltd. | 7300 | 36040 |
|  | SPK Corp. | 48600 | 704940 |
|  | Sprix, Inc. | 12800 | 113769 |
|  # | SRS Holdings Co. Ltd. | 107900 | 802327 |
|  | ST HD Co. Ltd. | 132604 | 2237593 |
|  | St. Marc Holdings Co. Ltd. | 57700 | 996780 |
|  | Stanley Electric Co. Ltd. | 382100 | 7505287 |
|  # | Step Co. Ltd. | 56800 | 893775 |
|  | Suminoe Co. Ltd. | 16400 | 128648 |
|  | Sumitomo Riko Co. Ltd. | 224598 | 3800798 |
|  # | Sumitomo Rubber Industries Ltd. | 655600 | 7678005 |
|  # | Suncall Corp. | 35800 | 234533 |
|  | Syuppin Co. Ltd. | 79900 | 658840 |
|  | T RAD Co. Ltd. | 20800 | 941042 |
|  | Tachikawa Corp. | 63100 | 774121 |
|  | Tachi-S Co. Ltd. | 112240 | 1422762 |
|  | Taiho Kogyo Co. Ltd. | 38001 | 168585 |
|  | Takashimaya Co. Ltd. | 1147398 | 12272975 |
|  | Take & Give Needs Co. Ltd. | 21568 | 115085 |
|  # | Tama Home Co. Ltd. | 80200 | 1879317 |
|  | Tamron Co. Ltd. | 824800 | 5857358 |
|  # | Temairazu, Inc. | 8201 | 171026 |
|  | Tigers Polymer Corp. | 33300 | 208921 |
|  # | Toa Corp. (6809 JP) | 87617 | 717805 |
|  | Tokai Rika Co. Ltd. | 297000 | 5335427 |
|  | Token Corp. | 39250 | 3600696 |

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**CONTINUED** 

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| | | | |
|:---|:---|:---|:---|
| | | **Shares** | **Value»** |
|  CONSUMER DISCRETIONARY — (Continued) | CONSUMER DISCRETIONARY — (Continued) | CONSUMER DISCRETIONARY — (Continued) |  |
|  # | Tokyo Base Co. Ltd. | 102500 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;301928 |
|  | Tokyo Individualized Educational Institute, Inc. | 5245 | 15140 |
|  | Tokyotokeiba Co. Ltd. | 80700 | 2893681 |
|  | Tomy Co. Ltd. | 340493 | 7004535 |
|  | Topre Corp. | 186100 | 2697684 |
|  # | Toridoll Holdings Corp. | 172300 | 4990543 |
|  # | Tosho Co. Ltd. | 78501 | 400941 |
|  | Toyo Tire Corp. | 286488 | 7829733 |
|  | Toyoda Gosei Co. Ltd. | 292599 | 6772138 |
|  | Toyota Boshoku Corp. | 476400 | 7243698 |
|  | TPR Co. Ltd. | 229124 | 1799397 |
|  # | Treasure Factory Co. Ltd. | 68700 | 744675 |
|  | TS Tech Co. Ltd. | 353486 | 4189437 |
|  | TSI Holdings Co. Ltd. | 243095 | 1508447 |
|  | Tsuburaya Fields Holdings, Inc. | 155700 | 2189281 |
|  | Tsukada Global Holdings, Inc. | 23900 | 97394 |
|  | Tsutsumi Jewelry Co. Ltd. | 20900 | 306491 |
|  | Unipres Corp. | 129897 | 1008379 |
|  | United Arrows Ltd. | 114300 | 1427573 |
|  \* | Universal Entertainment Corp. | 64718 | 362521 |
|  | VT Holdings Co. Ltd. | 407900 | 1287570 |
|  | Wacoal Holdings Corp. | 171500 | 5980404 |
|  # | Waseda Academy Co. Ltd. | 46300 | 714343 |
|  | Washington Hotel Corp. | 4500 | 43970 |
|  # | WATAMI Co. Ltd. | 92600 | 543249 |
|  | Weds Co. Ltd. | 5200 | 21377 |
|  | Workman Co. Ltd. | 6266 | 235684 |
|  | World Co. Ltd. | 97500 | 1710875 |
|  | Xebio Holdings Co. Ltd. | 29996 | 212053 |
|  | Yagi & Co. Ltd. | 12500 | 250712 |
|  | Yamada Holdings Co. Ltd. | 1794493 | 5394622 |
|  | Yamae Group Holdings Co. Ltd. | 65800 | 1092374 |
|  | Yamato International, Inc. | 7200 | 28358 |
|  | Yellow Hat Ltd. | 409200 | 4120517 |
|  # | Yondoshi Holdings, Inc. | 23520 | 261155 |
|  | Yonex Co. Ltd. | 238000 | 6121492 |
|  # | Yorozu Corp. | 33392 | 198370 |
|  # | Yoshinoya Holdings Co. Ltd. | 328100 | 6476524 |

---

---

| | | | |
|:---|:---|:---|:---|
| | | **Shares** | **Value»** |
|  CONSUMER DISCRETIONARY — (Continued) | CONSUMER DISCRETIONARY — (Continued) | CONSUMER DISCRETIONARY — (Continued) |  |
|  # | Yossix Holdings Co. Ltd. | 26800 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;439853 |
|  | Yutaka Giken Co. Ltd. | 7800 | 153205 |
|  | Zojirushi Corp. | 22700 | 244685 |
|  TOTAL CONSUMER DISCRETIONARY | TOTAL CONSUMER DISCRETIONARY | TOTAL CONSUMER DISCRETIONARY | 546226051 |
|  CONSUMER STAPLES — (7.5%) | CONSUMER STAPLES — (7.5%) | CONSUMER STAPLES — (7.5%) |  |
|  | Aeon Hokkaido Corp. | 212400 | 1196972 |
|  # | AFC-HD AMS Life Science Co. Ltd. | 27600 | 152333 |
|  | Ain Holdings, Inc. | 71100 | 2979033 |
|  # | Albis Co. Ltd. | 12113 | 210721 |
|  | Almado, Inc. | 3200 | 22267 |
|  | Arcs Co. Ltd. | 193000 | 3922065 |
|  # | Artnature, Inc. | 45200 | 247489 |
|  | Axial Retailing, Inc. | 348000 | 2457824 |
|  | Belc Co. Ltd. | 64700 | 3037618 |
|  | Blue Zones Holdings Co. Ltd. | 53300 | 2712617 |
|  | Bourbon Corp. | 36900 | 581470 |
|  # | Bull-Dog Sauce Co. Ltd. | 3000 | 37005 |
|  | Calbee, Inc. | 264600 | 4924401 |
|  | Cawachi Ltd. | 56609 | 1089524 |
|  | Chubu Shiryo Co. Ltd. | 130295 | 1353579 |
|  | Chuo Gyorui Co. Ltd. | 7000 | 158740 |
|  | Coca-Cola Bottlers Japan Holdings, Inc. | 230079 | 3681950 |
|  # | Como Co. Ltd. | 2600 | 55310 |
|  # | Cota Co. Ltd. | 135245 | 1065001 |
|  | Create SD Holdings Co. Ltd. | 123253 | 2554339 |
|  # | Daikokutenbussan Co. Ltd. | 30900 | 1241429 |
|  # | DyDo Group Holdings, Inc. | 69600 | 1096006 |
|  | Earth Corp. | 24700 | 806972 |
|  # | Ebara Foods Industry, Inc. | 14600 | 235236 |
|  # | Eco's Co. Ltd. | 42500 | 781996 |
|  # | Ensuiko Sugar Refining Co. Ltd. | 44500 | 145130 |
|  | Ezaki Glico Co. Ltd. | 233900 | 7474600 |
|  | Feed One Co. Ltd. | 89537 | 591178 |
|  | Fuji Co. Ltd. | 52600 | 671758 |
|  | Fuji Oil Co. Ltd. | 205700 | 4254711 |
|  # | Fujicco Co. Ltd. | 77600 | 804661 |
|  # | Fujiya Co. Ltd. | 35300 | 592334 |
|  | G-7 Holdings, Inc. | 139700 | 1158285 |
|  # | Genky DrugStores Co. Ltd. | 98200 | 3268719 |
|  | H2O Retailing Corp. | 474487 | 6419436 |

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**CONTINUED** 

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| | | | |
|:---|:---|:---|:---|
| | | **Shares** | **Value»** |
|  CONSUMER STAPLES — (Continued) | CONSUMER STAPLES — (Continued) | CONSUMER STAPLES — (Continued) |  |
|  # | HABA Laboratories, Inc. | 500 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5407 |
|  | Hagoromo Foods Corp. | 15800 | 335959 |
|  | Halows Co. Ltd. | 55200 | 1564898 |
|  | Heiwado Co. Ltd. | 175200 | 3222757 |
|  | Hokkaido Coca-Cola Bottling Co. Ltd. | 37398 | 937933 |
|  | Hokuryo Co. Ltd. | 5400 | 97385 |
|  | Hokuto Corp. | 57200 | 676916 |
|  | House Foods Group, Inc. | 202500 | 3794673 |
|  # | Ichimasa Kamaboko Co. Ltd. | 22900 | 110851 |
|  # | Imuraya Group Co. Ltd. | 23603 | 379545 |
|  # | I-NE Co. Ltd. | 10900 | 88824 |
|  # | Ito En Ltd. | 258909 | 5336374 |
|  | Itochu-Shokuhin Co. Ltd. | 34700 | 2109205 |
|  | Itoham Yonekyu Holdings, Inc. | 136680 | 4887287 |
|  | Iwatsuka Confectionery Co. Ltd. | 17400 | 337075 |
|  | JM Holdings Co. Ltd. | 129400 | 1265052 |
|  | J-Oil Mills, Inc. | 66724 | 873430 |
|  | Kadoya Sesame Mills, Inc. | 2100 | 51953 |
|  # | Kagome Co. Ltd. | 418200 | 7225121 |
|  # | Kakiyasu Honten Co. Ltd. | 37000 | 626196 |
|  # | Kameda Seika Co. Ltd. | 74399 | 1854584 |
|  | Kaneko Seeds Co. Ltd. | 20800 | 223431 |
|  | Kanemi Co. Ltd. | 1200 | 25799 |
|  # | Kanro, Inc. | 81000 | 763374 |
|  | Kato Sangyo Co. Ltd. | 139300 | 5347234 |
|  # | Kenko Mayonnaise Co. Ltd. | 48177 | 568864 |
|  # | Kibun Foods, Inc. | 46900 | 326900 |
|  | Kitoku Shinryo Co. Ltd. | 5100 | 143098 |
|  # | Koike-ya, Inc. | 600 | 17767 |
|  | Kose Corp. | 72800 | 2789004 |
|  # | Kotobuki Spirits Co. Ltd. | 381631 | 4575431 |
|  # | Kusuri No. Aoki Holdings Co. Ltd. | 262800 | 6659041 |
|  | Kyokuyo Co. Ltd. | 49900 | 1542613 |
|  # | Lacto Japan Co. Ltd. | 39700 | 888858 |
|  | Life Corp. | 202400 | 3175326 |
|  | Lifedrink Co., Inc. | 157600 | 2050729 |
|  | Lion Corp. | 730025 | 7193683 |

---

---

| | | | |
|:---|:---|:---|:---|
| | | **Shares** | **Value»** |
|  CONSUMER STAPLES — (Continued) | CONSUMER STAPLES — (Continued) | CONSUMER STAPLES — (Continued) |  |
|  | Mandom Corp. | 163160 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2567032 |
|  # | Marudai Food Co. Ltd. | 45300 | 550720 |
|  | Maruha Nichiro Corp. | 167187 | 3737199 |
|  | Maxvalu Tokai Co. Ltd. | 50800 | 1151595 |
|  # | Medical System Network Co. Ltd. | 42600 | 135814 |
|  | Megmilk Snow Brand Co. Ltd. | 117400 | 2153189 |
|  # | Meito Co. Ltd. | 43900 | 607280 |
|  | Milbon Co. Ltd. | 126252 | 1896291 |
|  # | Mitsui DM Sugar Co. Ltd. | 82290 | 1620574 |
|  | Miyoshi Oil & Fat Co. Ltd. | 21400 | 305359 |
|  | Morinaga & Co. Ltd. | 309298 | 5329442 |
|  | Morinaga Milk Industry Co. Ltd. | 396100 | 8550255 |
|  | Morozoff Ltd. | 39200 | 387659 |
|  | Nakamuraya Co. Ltd. | 5299 | 104528 |
|  # | Natori Co. Ltd. | 36400 | 459239 |
|  | Nichimo Co. Ltd. | 28241 | 456409 |
|  | Nichirei Corp. | 694916 | 8225979 |
|  # | Niitaka Co. Ltd. | 1860 | 31964 |
|  | Nippn Corp. | 293400 | 4171279 |
|  | Nippon Beet Sugar Manufacturing Co. Ltd. | 32560 | 631101 |
|  | Nisshin Oillio Group Ltd. | 145500 | 4807490 |
|  | Nissui Corp. | 1585000 | 11042714 |
|  | Nitto Fuji Flour Milling Co. Ltd. | 14100 | 635312 |
|  | Noevir Holdings Co. Ltd. | 32000 | 908144 |
|  # | Oenon Holdings, Inc. | 223100 | 746441 |
|  | OIE Sangyo Co. Ltd. | 22000 | 310692 |
|  | Oisix ra daichi, Inc. | 30800 | 340180 |
|  # | Okamura Foods Co. Ltd. | 12800 | 99569 |
|  | Okuwa Co. Ltd. | 19500 | 105165 |
|  | OUG Holdings, Inc. | 20000 | 501687 |
|  | Pickles Holdings Co. Ltd. | 24000 | 171104 |
|  # | Pigeon Corp. | 330025 | 3733104 |
|  | Premium Water Holdings, Inc. | 12700 | 272870 |
|  | Prima Meat Packers Ltd. | 154100 | 2475458 |
|  # | Qol Holdings Co. Ltd. | 96501 | 1216716 |
|  | Retail Partners Co. Ltd. | 58900 | 492052 |
|  | Riken Vitamin Co. Ltd. | 134900 | 2448991 |
|  # | Rokko Butter Co. Ltd. | 36500 | 277892 |

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**CONTINUED** 

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| | | | |
|:---|:---|:---|:---|
| | | **Shares** | **Value»** |
|  CONSUMER STAPLES — (Continued) | CONSUMER STAPLES — (Continued) |  |  |
|  | S Foods, Inc. | 75562 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1226386 |
|  # | S&B Foods, Inc. | 69188 | 1494870 |
|  | Sakata Seed Corp. | 96200 | 2464949 |
|  | San-A Co. Ltd. | 213400 | 3712021 |
|  | Sato Foods Co. Ltd. | 800 | 40519 |
|  | Satudora Holdings Co. Ltd. | 3900 | 20831 |
|  # | Shimadaya Corp. | 26800 | 306511 |
|  # | Shinnihonseiyaku Co. Ltd. | 38900 | 545201 |
|  # | Shinobu Foods Products Co. Ltd. | 1600 | 15316 |
|  # | Shoei Foods Corp. | 24900 | 636502 |
|  | Showa Sangyo Co. Ltd. | 103700 | 1979477 |
|  # | ST Corp. | 8400 | 85446 |
|  | Starzen Co. Ltd. | 258300 | 1943554 |
|  | STI Foods Holdings, Inc. | 18027 | 150091 |
|  | Takara Holdings, Inc. | 744277 | 7580636 |
|  | Toho Co. Ltd. (8142 JP) | 38300 | 823601 |
|  | Torigoe Co. Ltd. | 61000 | 437780 |
|  # | Transaction Co. Ltd. | 173400 | 1150591 |
|  # | Trial Holdings, Inc. | 40500 | 540281 |
|  # | United Super Markets Holdings, Inc. | 287350 | 1534064 |
|  | Valor Holdings Co. Ltd. | 190900 | 3494523 |
|  # | Warabeya Nichiyo Holdings Co. Ltd. | 61760 | 1248742 |
|  # | Watahan & Co. Ltd. | 68800 | 638522 |
|  | Wellneo Sugar Co. Ltd. | 64400 | 1053169 |
|  | YAKUODO Holdings Co. Ltd. | 56300 | 742167 |
|  # | Yamami Co. | 14300 | 371784 |
|  # | Yamatane Corp. | 114400 | 1892492 |
|  # | Yamaya Corp. | 21100 | 323926 |
|  # | Yokorei Co. Ltd. | 226400 | 1800961 |
|  | Yomeishu Seizo Co. Ltd. | 36500 | 984059 |
|  #\* | Yoshimura Food Holdings KK | 35800 | 151787 |
|  | Yuasa Funashoku Co. Ltd. | 55600 | 596629 |
|  # | Yukiguni Factory Co. Ltd. | 82082 | 547617 |
|  # | Yutaka Foods Corp. | 3900 | 53413 |
|  TOTAL CONSUMER STAPLES | TOTAL CONSUMER STAPLES |  | 248302193 |

---

---

| | | | |
|:---|:---|:---|:---|
| | | **Shares** | **Value»** |
|  ENERGY — (0.9%) | ENERGY — (0.9%) |  |  |
|  | Fuji United Holdings Co. Ltd. | 3400 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25866 |
|  | Itochu Enex Co. Ltd. | 335400 | 3957189 |
|  | Iwatani Corp. | 661149 | 6883055 |
|  | Japan Petroleum Exploration Co. Ltd. | 793700 | 6633359 |
|  # | Mitsuuroko Group Holdings Co. Ltd. | 195200 | 2667016 |
|  #\* | Nippon Coke & Engineering Co. Ltd. | 446400 | 274583 |
|  | Sala Corp. | 241101 | 1642790 |
|  | San-Ai Obbli Co. Ltd. | 355900 | 4713863 |
|  # | Sinanen Holdings Co. Ltd. | 40800 | 1633866 |
|  | Toyo Kanetsu KK | 32000 | 936091 |
|  TOTAL ENERGY | TOTAL ENERGY |  | 29367678 |
|  FINANCIALS — (9.4%) | FINANCIALS — (9.4%) |  |  |
|  | 77 Bank Ltd. | 311752 | 13362391 |
|  | AEON Financial Service Co. Ltd. | 492200 | 4814315 |
|  | Aichi Financial Group, Inc. | 43000 | 1108693 |
|  | Aiful Corp. | 1391600 | 4092378 |
|  # | Aizawa Securities Group Co. Ltd. | 64800 | 548171 |
|  | Akatsuki Corp. | 145700 | 505208 |
|  | Akita Bank Ltd. | 52440 | 1242498 |
|  | Anicom Holdings, Inc. | 226829 | 1169753 |
|  | Aozora Bank Ltd. | 272600 | 3903107 |
|  | Awa Bank Ltd. | 124828 | 2949114 |
|  | Bank of Iwate Ltd. | 38982 | 1023591 |
|  | Bank of Nagoya Ltd. | 180387 | 4606005 |
|  | Bank of Saga Ltd. | 40020 | 830943 |
|  | Bank of the Ryukyus Ltd. | 106967 | 1043605 |
|  # | CCI Group, Inc. | 1221000 | 5219126 |
|  # | Chiba Kogyo Bank Ltd. | 270358 | 2820886 |
|  | Chugin Financial Group, Inc. | 723900 | 10094708 |
|  | Daishi Hokuetsu Financial Group, Inc. | 1310700 | 12640478 |
|  | eGuarantee, Inc. | 177445 | 1830308 |
|  | Ehime Bank Ltd. | 93401 | 757441 |
|  | Entrust, Inc. | 40500 | 276094 |
|  | FIDEA Holdings Co. Ltd. | 28292 | 303842 |
|  | Financial Partners Group Co. Ltd. | 309900 | 4295987 |
|  # | Fintech Global, Inc. | 437900 | 289211 |

---

879

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##### [**Table of Contents**](#toc)
**THE JAPANESE SMALL COMPANY SERIES** 

**CONTINUED** 

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| | | | |
|:---|:---|:---|:---|
| | | **Shares** | **Value»** |
|  FINANCIALS — (Continued) | FINANCIALS — (Continued) |  |  |
|  # | First Bank of Toyama Ltd. | 280200 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2649396 |
|  # | FP Partner, Inc. | 19200 | 281885 |
|  | Fukui Bank Ltd. | 14062 | 198227 |
|  | Fuyo General Lease Co. Ltd. | 138200 | 3613177 |
|  # | GMO Financial Gate, Inc. | 11238 | 420594 |
|  # | GMO Financial Holdings, Inc. | 208900 | 1218980 |
|  | Hirogin Holdings, Inc. | 1353200 | 12642724 |
|  # | Hirose Tusyo, Inc. | 20300 | 493769 |
|  | Hokuhoku Financial Group, Inc. | 602553 | 14761138 |
|  | HS Holdings Co. Ltd. | 75912 | 493886 |
|  | Hyakugo Bank Ltd. | 1266509 | 7854438 |
|  | Hyakujushi Bank Ltd. | 95800 | 3353785 |
|  # | Ichiyoshi Securities Co. Ltd. | 99900 | 550349 |
|  | IwaiCosmo Holdings, Inc. | 115600 | 2111644 |
|  | J Trust Co. Ltd. | 351234 | 923590 |
|  | Jaccs Co. Ltd. | 134600 | 3520502 |
|  | JAFCO Group Co. Ltd. | 430700 | 6731822 |
|  | Japan Investment Adviser Co. Ltd. | 108100 | 1238875 |
|  | Japan Securities Finance Co. Ltd. | 441300 | 5067686 |
|  | J-Lease Co. Ltd. | 63800 | 622673 |
|  | Juroku Financial Group, Inc. | 169800 | 6184131 |
|  | Keiyo Bank Ltd. | 270315 | 2280548 |
|  | Kita-Nippon Bank Ltd. | 24306 | 594124 |
|  | Kiyo Bank Ltd. | 364290 | 7095166 |
|  # | Kyokuto Securities Co. Ltd. | 93300 | 921750 |
|  | Kyushu Financial Group, Inc. | 1187677 | 6807025 |
|  | Kyushu Leasing Service Co. Ltd. | 35700 | 306923 |
|  | M&A Capital Partners Co. Ltd. | 39000 | 744699 |
|  | Marusan Securities Co. Ltd. | 30500 | 183565 |
|  # | Matsui Securities Co. Ltd. | 329900 | 1643356 |
|  | Mercuria Holdings Co. Ltd. | 7600 | 41941 |
|  # | Mito Securities Co. Ltd. | 223829 | 743290 |
|  # | Miyazaki Bank Ltd. | 68700 | 2065871 |
|  | Mizuho Leasing Co. Ltd. | 840600 | 6734261 |

---

---

| | | | |
|:---|:---|:---|:---|
| | | **Shares** | **Value»** |
|  FINANCIALS — (Continued) | FINANCIALS — (Continued) |  |  |
|  | Musashino Bank Ltd. | 128421 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3454857 |
|  | Nanto Bank Ltd. | 126400 | 4203995 |
|  # | NEC Capital Solutions Ltd. | 59700 | 1475068 |
|  \* | Net Protections Holdings, Inc. | 164100 | 845613 |
|  | Nihon M&A Center Holdings, Inc. | 1311900 | 6178771 |
|  | Nishi-Nippon Financial Holdings, Inc. | 689700 | 11785779 |
|  | North Pacific Bank Ltd. | 1360200 | 6370279 |
|  | Ogaki Kyoritsu Bank Ltd. | 127700 | 3056898 |
|  | Oita Bank Ltd. | 56899 | 1877972 |
|  | Okasan Securities Group, Inc. | 656700 | 2942994 |
|  | Okinawa Financial Group, Inc. | 59516 | 1483239 |
|  | Orient Corp. | 196190 | 1226147 |
|  | Premium Group Co. Ltd. | 179300 | 2295354 |
|  | Procrea Holdings, Inc. | 104972 | 1178830 |
|  # | Ricoh Leasing Co. Ltd. | 91300 | 3352999 |
|  # | San ju San Financial Group, Inc. | 84213 | 1991778 |
|  | San-In Godo Bank Ltd. | 898300 | 7898461 |
|  #\* | SBI ARUHI Corp. | 67000 | 347098 |
|  # | SBI Global Asset Management Co. Ltd. | 94700 | 364165 |
|  | SBI Insurance Group Co. Ltd. | 7700 | 77468 |
|  | Senshu Ikeda Holdings, Inc. | 1135328 | 4900464 |
|  | Seven Bank Ltd. | 2626899 | 4825627 |
|  # | Shiga Bank Ltd. | 233400 | 9428020 |
|  | Shikoku Bank Ltd. | 93290 | 880425 |
|  # | Shimizu Bank Ltd. | 29400 | 384066 |
|  | Sparx Group Co. Ltd. | 80960 | 816669 |
|  | Strike Co. Ltd. | 40400 | 995267 |
|  | Suruga Bank Ltd. | 830300 | 8311395 |
|  | Taiko Bank Ltd. | 1600 | 18104 |
|  | Tochigi Bank Ltd. | 443100 | 1579753 |
|  # | Toho Bank Ltd. | 477500 | 1413127 |
|  | Tohoku Bank Ltd. | 7601 | 65228 |
|  | Tokai Tokyo Financial Holdings, Inc. | 528101 | 1956807 |
|  | Tokyo Kiraboshi Financial Group, Inc. | 147338 | 7015468 |
|  | Tomato Bank Ltd. | 4700 | 42086 |

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##### [**Table of Contents**](#toc)
**THE JAPANESE SMALL COMPANY SERIES** 

**CONTINUED** 

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| | | | |
|:---|:---|:---|:---|
| | | **Shares** | **Value»** |
|  FINANCIALS — (Continued) | FINANCIALS — (Continued) |  |  |
|  | TOMONY Holdings, Inc. | 784743 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3477572 |
|  | Tottori Bank Ltd. | 3400 | 29654 |
|  | Towa Bank Ltd. | 114998 | 692626 |
|  | Toyo Securities Co. Ltd. | 278700 | 994837 |
|  # | Traders Holdings Co. Ltd. | 67720 | 392943 |
|  | Tsukuba Bank Ltd. | 443700 | 907087 |
|  | Wellnet Corp. | 80700 | 340976 |
|  # | Yamagata Bank Ltd. | 47100 | 512495 |
|  | Yamaguchi Financial Group, Inc. | 468030 | 5362146 |
|  | Yamanashi Chuo Bank Ltd. | 124026 | 2641151 |
|  | Zenkoku Hosho Co. Ltd. | 352707 | 7249170 |
|  TOTAL FINANCIALS | TOTAL FINANCIALS |  | 312464571 |
|  HEALTH CARE — (3.3%) | HEALTH CARE — (3.3%) |  |  |
|  | Alfresa Holdings Corp. | 392800 | 5549623 |
|  # | Amvis Holdings, Inc. | 91600 | 311490 |
|  | As One Corp. | 216200 | 3529224 |
|  # | ASKA Pharmaceutical Holdings Co. Ltd. | 119100 | 1617422 |
|  # | Astena Holdings Co. Ltd. | 141400 | 428859 |
|  | BML, Inc. | 135600 | 3212364 |
|  # | Charm Care Corp. KK | 65400 | 462237 |
|  | Create Medic Co. Ltd. | 7000 | 46784 |
|  \* | CUC, Inc. | 34900 | 238695 |
|  #\* | CYBERDYNE, Inc. | 226400 | 258368 |
|  | Daito Pharmaceutical Co. Ltd. | 147818 | 1192314 |
|  | Elan Corp. | 85086 | 431932 |
|  | EM Systems Co. Ltd. | 139900 | 741368 |
|  | eWeLL Co. Ltd. | 20500 | 368078 |
|  | FALCO HOLDINGS Co. Ltd. | 51000 | 820800 |
|  | FINDEX, Inc. | 23400 | 124962 |
|  # | France Bed Holdings Co. Ltd. | 83355 | 712039 |
|  # | Fuji Pharma Co. Ltd. | 73701 | 754040 |
|  | Fukuda Denshi Co. Ltd. | 100200 | 4532886 |
|  | Fuso Pharmaceutical Industries Ltd. | 5300 | 72773 |
|  | H.U. Group Holdings, Inc. | 193929 | 4731936 |
|  | Hisamitsu Pharmaceutical Co., Inc. | 138968 | 3612290 |
|  | Hogy Medical Co. Ltd. | 14400 | 499871 |

---

---

| | | | |
|:---|:---|:---|:---|
| | | **Shares** | **Value»** |
|  HEALTH CARE — (Continued) | HEALTH CARE — (Continued) |  |  |
|  | Japan Animal Referral Medical Center Co. Ltd. | 1500 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;46102 |
|  # | Japan Hospice Holdings, Inc. | 2700 | 23704 |
|  | Japan Lifeline Co. Ltd. | 158800 | 1507338 |
|  # | Japan Medical Dynamic Marketing, Inc. | 43501 | 134458 |
|  | Kaken Pharmaceutical Co. Ltd. | 75300 | 1791042 |
|  | Kanamic Network Co. Ltd. | 47100 | 146883 |
|  | Kissei Pharmaceutical Co. Ltd. | 166400 | 4345383 |
|  | Koa Shoji Holdings Co. Ltd. | 4100 | 20785 |
|  | Kyorin Pharmaceutical Co. Ltd. | 108846 | 992158 |
|  | Mani, Inc. | 176400 | 1687554 |
|  | Medikit Co. Ltd. | 2000 | 35127 |
|  # | Medius Holdings Co. Ltd. | 33300 | 172498 |
|  #\* | Medley, Inc. | 91822 | 1253413 |
|  # | Menicon Co. Ltd. | 227799 | 1775929 |
|  # | Mizuho Medy Co. Ltd. | 58900 | 622932 |
|  | Mochida Pharmaceutical Co. Ltd. | 31223 | 596463 |
|  | Nakanishi, Inc. | 172600 | 2285255 |
|  | Nippon Shinyaku Co. Ltd. | 202200 | 4230744 |
|  | Nipro Corp. | 640400 | 6251166 |
|  #\* | Nxera Pharma Co. Ltd. | 254300 | 1479279 |
|  | Paramount Bed Holdings Co. Ltd. | 206200 | 4722149 |
|  \* | PeptiDream, Inc. | 122193 | 1237212 |
|  # | Pharma Foods International Co. Ltd. | 63400 | 327148 |
|  | PHC Holdings Corp. | 85700 | 560191 |
|  | Rion Co. Ltd. | 51800 | 839587 |
|  | Sawai Group Holdings Co. Ltd. | 340900 | 4071116 |
|  | Seed Co. Ltd. | 3400 | 12528 |
|  | Seikagaku Corp. | 67100 | 285855 |
|  | Ship Healthcare Holdings, Inc. | 154700 | 2314224 |
|  | Shofu, Inc. | 68500 | 841400 |
|  | Software Service, Inc. | 18600 | 1653431 |
|  | Solasto Corp. | 66460 | 217170 |
|  # | St. Care Holding Corp. | 48800 | 262484 |
|  \* | SUNWELS Co. Ltd. | 3900 | 12404 |

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**CONTINUED** 

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| | | | |
|:---|:---|:---|:---|
| | | **Shares** | **Value»** |
|  HEALTH CARE — (Continued) | HEALTH CARE — (Continued) |  |  |
|  | Suzuken Co. Ltd. | 240100 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9118167 |
|  # | Takara Bio, Inc. | 168099 | 1005248 |
|  # | Tauns Laboratories, Inc. | 42700 | 153661 |
|  # | Techno Medica Co. Ltd. | 11300 | 137609 |
|  # | Toho Holdings Co. Ltd. | 188100 | 6032153 |
|  | Tokai Corp. | 99600 | 1379769 |
|  # | Towa Pharmaceutical Co. Ltd. | 146500 | 2696990 |
|  | Tsumura & Co. | 291240 | 6755772 |
|  # | Value HR Co. Ltd. | 89800 | 984473 |
|  | Vital KSK Holdings, Inc. | 192100 | 1547884 |
|  | ZERIA Pharmaceutical Co. Ltd. | 58600 | 760499 |
|  TOTAL HEALTH CARE | TOTAL HEALTH CARE |  | 111577692 |
|  INDUSTRIALS — (30.5%) | INDUSTRIALS — (30.5%) |  |  |
|  # | Advan Group Co. Ltd. | 80900 | 452607 |
|  | Aichi Corp. | 192400 | 1607526 |
|  | Aida Engineering Ltd. | 211400 | 1264360 |
|  | Aidma Holdings, Inc. | 4100 | 78590 |
|  # | Airman Corp. | 137200 | 1712149 |
|  # | AIT Corp. | 42500 | 552239 |
|  | Ajis Co. Ltd. | 14400 | 275591 |
|  | Alconix Corp. | 137700 | 1934734 |
|  # | Alinco, Inc. | 40700 | 273037 |
|  # | Altech Corp. | 99770 | 1655071 |
|  | Anest Iwata Corp. | 204800 | 2015038 |
|  # | Artner Co. Ltd. | 20200 | 258170 |
|  | Asahi Diamond Industrial Co. Ltd. | 142300 | 772223 |
|  # | Asahi Kogyosha Co. Ltd. | 75900 | 1545429 |
|  | Asanuma Corp. | 347800 | 1954447 |
|  # | ASIRO, Inc. | 6200 | 50418 |
|  # | AZ-COM MARUWA Holdings, Inc. | 156199 | 1041567 |
|  | Bando Chemical Industries Ltd. | 191600 | 2404661 |
|  | Bell System24 Holdings, Inc. | 163000 | 1400490 |
|  # | Bewith, Inc. | 9900 | 96729 |
|  | Br Holdings Corp. | 48788 | 105679 |
|  | Bunka Shutter Co. Ltd. | 325800 | 4296927 |
|  | Career Design Center Co. Ltd. | 12700 | 180620 |
|  # | Careerlink Co. Ltd. | 28200 | 431908 |
|  | Central Glass Co. Ltd. | 112100 | 2338741 |
|  | Central Security Patrols Co. Ltd. | 5501 | 97134 |

---

---

| | | | |
|:---|:---|:---|:---|
| | | **Shares** | **Value»** |
|  INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) |  |  |
|  \* | Chiyoda Corp. | 289100 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;765135 |
|  | Chiyoda Integre Co. Ltd. | 66200 | 1327422 |
|  # | Chori Co. Ltd. | 65300 | 1681942 |
|  | Chudenko Corp. | 169100 | 4614833 |
|  | Chugai Ro Co. Ltd. | 18200 | 550222 |
|  # | Chuo Warehouse Co. Ltd. | 21000 | 180148 |
|  | CKD Corp. | 136500 | 2922874 |
|  # | CMC Corp. | 26500 | 276052 |
|  | COMSYS Holdings Corp. | 16600 | 418610 |
|  | Copro-Holdings Co. Ltd. | 72200 | 483624 |
|  # | Cosel Co. Ltd. | 57900 | 461409 |
|  | Creek & River Co. Ltd. | 37400 | 355489 |
|  | CrowdWorks, Inc. | 30101 | 164055 |
|  | CTI Engineering Co. Ltd. | 132800 | 2442026 |
|  # | CTS Co. Ltd. | 124500 | 717009 |
|  | Dai-Dan Co. Ltd. | 102700 | 4550861 |
|  | Daido Kogyo Co. Ltd. | 6700 | 58941 |
|  # | Daiei Kankyo Co. Ltd. | 56400 | 1254307 |
|  | Daihatsu Infinearth Mfg Co. Ltd. | 96700 | 1921703 |
|  | Daihen Corp. | 42100 | 2754862 |
|  | Daiho Corp. | 297800 | 1524941 |
|  | Dai-Ichi Cutter Kogyo KK | 19747 | 167198 |
|  | Daiichi Jitsugyo Co. Ltd. | 149400 | 2529930 |
|  | Daiichi Kensetsu Corp. | 36500 | 827841 |
|  | Daiseki Co. Ltd. | 274355 | 5770663 |
|  | Daiseki Eco. Solution Co. Ltd. | 4859 | 58108 |
|  | Daisue Construction Co. Ltd. | 44300 | 977363 |
|  | Daiwa Industries Ltd. | 170300 | 1742657 |
|  | Denyo Co. Ltd. | 93400 | 1738609 |
|  | Dip Corp. | 23049 | 316339 |
|  # | DMG Mori Co. Ltd. | 307500 | 4769153 |
|  | DMW Corp. | 4800 | 160831 |
|  | Duskin Co. Ltd. | 176700 | 4260049 |
|  | Ebara Jitsugyo Co. Ltd. | 64800 | 1762620 |
|  | EJ Holdings, Inc. | 42000 | 453559 |
|  | en, Inc. | 98108 | 989614 |
|  | Endo Lighting Corp. | 53100 | 777317 |
|  | ERI Holdings Co. Ltd. | 25100 | 597484 |
|  | EXEO Group, Inc. | 948372 | 13678138 |
|  | F&M Co. Ltd. | 44400 | 765680 |
|  \* | FDK Corp. | 1998 | 4760 |
|  # | Forum Engineering, Inc. | 106200 | 847206 |

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**CONTINUED** 

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| | | | |
|:---|:---|:---|:---|
| | | **Shares** | **Value»** |
|  INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) |  |  |
|  | Freund Corp. | 27456 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;191565 |
|  | Fudo Tetra Corp. | 71580 | 1133347 |
|  | Fuji Corp. (6134 JP) | 369100 | 7163044 |
|  | Fukuda Corp. | 53200 | 2373896 |
|  | Fukuvi Chemical Industry Co. Ltd. | 10600 | 60477 |
|  | Fukuyama Transporting Co. Ltd. | 53226 | 1322109 |
|  | FULLCAST Holdings Co. Ltd. | 109600 | 1202241 |
|  | Funai Soken Holdings, Inc. | 229570 | 3616559 |
|  | Furukawa Co. Ltd. | 124672 | 2457180 |
|  | Furukawa Electric Co. Ltd. | 16400 | 1160885 |
|  # | Futaba Corp. | 103000 | 450216 |
|  | Gakken Holdings Co. Ltd. | 95300 | 634760 |
|  # | Gakujo Co. Ltd. | 22800 | 238562 |
|  | Galilei Co. Ltd. | 153200 | 3563466 |
|  | Gecoss Corp. | 95900 | 851663 |
|  | Giken Ltd. | 42498 | 454676 |
|  | Glory Ltd. | 237855 | 5683399 |
|  | grems, Inc. | 34400 | 512979 |
|  | Hamakyorex Co. Ltd. | 396800 | 3936042 |
|  | Hanwa Co. Ltd. | 180100 | 7512065 |
|  # | Hashimoto Sogyo Holdings Co. Ltd. | 8140 | 63119 |
|  | Hazama Ando Corp. | 829600 | 9282907 |
|  | Helios Techno Holding Co. Ltd. | 39600 | 222833 |
|  # | Hibiya Engineering Ltd. | 107300 | 3155941 |
|  #\* | Hino Motors Ltd. | 797300 | 1811213 |
|  # | Hirakawa Hewtech Corp. | 61061 | 919562 |
|  # | Hirano Tecseed Co. Ltd. | 29700 | 310655 |
|  | Hirata Corp. | 96397 | 1272719 |
|  | Hisaka Works Ltd. | 95000 | 868255 |
|  # | Hito Communications Holdings, Inc. | 1500 | 9731 |
|  | Hoden Seimitsu Kako Kenkyusho Co. Ltd. | 7400 | 109883 |
|  | Hokuriku Electrical Construction Co. Ltd. | 89040 | 808544 |
|  | Hosokawa Micron Corp. | 78000 | 2880316 |
|  # | Howa Machinery Ltd. | 50600 | 467534 |
|  | Ichiken Co. Ltd. | 17097 | 427767 |
|  | Ichinen Holdings Co. Ltd. | 121200 | 1581481 |

---

---

| | | | |
|:---|:---|:---|:---|
| | | **Shares** | **Value»** |
|  INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) |  |  |
|  | IDEA Consultants, Inc. | 1200 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;27197 |
|  | Idec Corp. | 148500 | 2260574 |
|  # | Iino Kaiun Kaisha Ltd. | 461300 | 3762403 |
|  | Inaba Denki Sangyo Co. Ltd. | 309600 | 9116797 |
|  # | Inaba Seisakusho Co. Ltd. | 31176 | 320184 |
|  | Inabata & Co. Ltd. | 268300 | 6009022 |
|  | Infomart Corp. | 908400 | 1927608 |
|  | INFRONEER Holdings, Inc. | 824000 | 8827616 |
|  | Insource Co. Ltd. | 242300 | 1369853 |
|  \* | Intloop, Inc. | 5800 | 158075 |
|  # | Inui Global Logistics Co. Ltd. | 67080 | 682936 |
|  # | Iseki & Co. Ltd. | 73849 | 1053335 |
|  # | Itoki Corp. | 220200 | 3551980 |
|  # | Iwaki Co. Ltd. | 56800 | 938442 |
|  | JAC Recruitment Co. Ltd. | 422600 | 2783256 |
|  | Japan Airport Terminal Co. Ltd. | 154100 | 4788107 |
|  | Japan Elevator Service Holdings Co. Ltd. | 718600 | 8459453 |
|  | Japan Engine Corp. | 12600 | 1045048 |
|  # | Japan Foundation Engineering Co. Ltd. | 93200 | 382189 |
|  | Japan Pulp & Paper Co. Ltd. | 567900 | 2664776 |
|  # | Japan Transcity Corp. | 228408 | 1699099 |
|  # | JDC Corp. | 181600 | 633565 |
|  | JGC Holdings Corp. | 1153600 | 11668062 |
|  | JK Holdings Co. Ltd. | 87140 | 712392 |
|  \* | Juki Corp. | 20800 | 59643 |
|  | Kamei Corp. | 148700 | 2812743 |
|  | Kamigumi Co. Ltd. | 143400 | 4304612 |
|  # | Kanaden Corp. | 88100 | 1196045 |
|  | Kanadevia Corp. | 862079 | 6387726 |
|  # | Kanagawa Chuo Kotsu Co. Ltd. | 24000 | 546180 |
|  | Kaname Kogyo Co. Ltd. | 1300 | 12689 |
|  # | Kanamoto Co. Ltd. | 136600 | 3181434 |
|  | Kanematsu Corp. | 470325 | 9522124 |
|  # | Katakura Industries Co. Ltd. | 120900 | 2084113 |
|  | Kato Works Co. Ltd. | 16400 | 147378 |
|  | Kawada Technologies, Inc. | 92600 | 2426278 |
|  | Kawata Manufacturing Co. Ltd. | 3100 | 14976 |
|  | Keihan Holdings Co. Ltd. | 344222 | 6973718 |

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##### [**Table of Contents**](#toc)
**THE JAPANESE SMALL COMPANY SERIES** 

**CONTINUED** 

---

| | | | |
|:---|:---|:---|:---|
| | | **Shares** | **Value»** |
|  INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) |  |  |
|  | Keihin Co. Ltd. | 4500 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;77768 |
|  | Keikyu Corp. | 720121 | 6718118 |
|  | Keio Corp. | 207396 | 4918932 |
|  # | Kimura Chemical Plants Co. Ltd. | 74400 | 516999 |
|  | Kimura Unity Co. Ltd. | 94000 | 512860 |
|  # | King Jim Co. Ltd. | 47100 | 256580 |
|  | Kitagawa Corp. | 12500 | 130813 |
|  | Kitano Construction Corp. | 57888 | 494619 |
|  | Kitz Corp. | 373300 | 4184910 |
|  # | Kobe Electric Railway Co. Ltd. | 12199 | 184455 |
|  | Koike Sanso Kogyo Co. Ltd. | 39000 | 403820 |
|  | Kokuyo Co. Ltd. | 307600 | 1765132 |
|  | Komatsu Wall Industry Co. Ltd. | 82700 | 1333943 |
|  | Komori Corp. | 216205 | 2030488 |
|  # | Kondotec, Inc. | 114200 | 1244090 |
|  | Konoike Transport Co. Ltd. | 166500 | 3443619 |
|  # | Kosaido Holdings Co. Ltd. | 451100 | 1239831 |
|  | Kozo Keikaku Engineering Holdings, Inc. | 45000 | 926125 |
|  | KPP Group Holdings Co. Ltd. | 103600 | 511764 |
|  | Kraftia Corp. | 106100 | 5612466 |
|  # | KRS Corp. | 72600 | 1370824 |
|  # | Kumagai Gumi Co. Ltd. | 793600 | 7205563 |
|  | Kyodo Printing Co. Ltd. | 123600 | 1202016 |
|  # | Kyokuto Boeki Kaisha Ltd. | 66000 | 762506 |
|  | Kyokuto Kaihatsu Kogyo Co. Ltd. | 185900 | 3110967 |
|  # | LIKE, Inc. | 36200 | 352128 |
|  # | Link & Motivation, Inc. | 228400 | 728813 |
|  #\* | Luckland Co. Ltd. | 17101 | 129454 |
|  | Mabuchi Motor Co. Ltd. | 441568 | 7800744 |
|  # | Maezawa Industries, Inc. | 53100 | 662228 |
|  | Maezawa Kasei Industries Co. Ltd. | 64200 | 867797 |
|  # | Maezawa Kyuso Industries Co. Ltd. | 117100 | 1088224 |
|  | Makino Milling Machine Co. Ltd. | 128800 | 9357226 |
|  # | Management Solutions Co. Ltd. | 24200 | 210067 |

---

---

| | | | |
|:---|:---|:---|:---|
| | | **Shares** | **Value»** |
|  INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) |  |  |
|  | Marufuji Sheet Piling Co. Ltd. | 400 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9385 |
|  # | MARUKA FURUSATO Corp. | 64307 | 941778 |
|  # | Marumae Co. Ltd. | 14100 | 197374 |
|  | Maruzen Co. Ltd. | 63300 | 1426818 |
|  | Maruzen Showa Unyu Co. Ltd. | 76100 | 3424388 |
|  # | Matching Service Japan Co. Ltd. | 8200 | 53234 |
|  | Matsuda Sangyo Co. Ltd. | 75682 | 2032183 |
|  # | Matsui Construction Co. Ltd. | 108300 | 969772 |
|  | Max Co. Ltd. | 122700 | 4447618 |
|  | Meidensha Corp. | 207310 | 8210106 |
|  | Meiho Facility Works Ltd. | 26000 | 186544 |
|  # | Meiji Electric Industries Co. Ltd. | 41600 | 626905 |
|  # | Meiji Shipping Group Co. Ltd. | 84000 | 381406 |
|  | Meisei Industrial Co. Ltd. | 216000 | 2311348 |
|  | MEITEC Group Holdings, Inc. | 416500 | 8537644 |
|  | Meiwa Corp. | 145600 | 748175 |
|  | METAWATER Co. Ltd. | 128300 | 2753769 |
|  #\* | Microwave Chemical Co. Ltd. | 57600 | 275917 |
|  # | Midac Holdings Co. Ltd. | 34500 | 414765 |
|  # | Mie Kotsu Group Holdings, Inc. | 244258 | 852083 |
|  # | Mirai Industry Co. Ltd. | 30300 | 655064 |
|  | Mirait One Corp. | 499935 | 9687397 |
|  | Mitani Corp. | 294600 | 4443353 |
|  # | Mitani Sangyo Co. Ltd. | 70700 | 228715 |
|  # | Mitsubishi Kakoki Kaisha Ltd. | 117000 | 2493975 |
|  | Mitsubishi Logisnext Co. Ltd. | 185900 | 1851226 |
|  | Mitsubishi Logistics Corp. | 604200 | 4381075 |
|  # | Mitsubishi Pencil Co. Ltd. | 136100 | 1805348 |
|  # | Mitsuboshi Belting Ltd. | 86300 | 2077977 |
|  | Mitsui E&S Co. Ltd. | 474281 | 19281884 |
|  # | Mitsui Matsushima Holdings Co. Ltd. | 315000 | 2645544 |
|  | Mitsui-Soko Holdings Co. Ltd. | 354600 | 9305861 |
|  | Miura Co. Ltd. | 123000 | 2381731 |

---

884

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##### [**Table of Contents**](#toc)
**THE JAPANESE SMALL COMPANY SERIES** 

**CONTINUED** 

---

| | | | |
|:---|:---|:---|:---|
| | | **Shares** | **Value»** |
|  INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) |  |  |
|  # | Miyaji Engineering Group, Inc. | 126068 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1615540 |
|  | Morita Holdings Corp. | 202300 | 3058422 |
|  # | Moriya Transportation Engineering & Manufacturing Co. Ltd. | 1400 | 44629 |
|  | Nabtesco Corp. | 430700 | 10788878 |
|  # | NAC Co. Ltd. | 88200 | 299030 |
|  # | Nachi-Fujikoshi Corp. | 61600 | 1575751 |
|  | Nagase & Co. Ltd. | 507400 | 11080714 |
|  | Nagoya Railroad Co. Ltd. | 925911 | 10128507 |
|  # | Naikai Zosen Corp. | 2100 | 223410 |
|  | Nakabayashi Co. Ltd. | 41800 | 156103 |
|  # | Nakakita Seisakusho Co. Ltd. | 7500 | 303538 |
|  # | Nakamoto Packs Co. Ltd. | 21100 | 248105 |
|  | Nakanishi Manufacturing Co. Ltd. | 5700 | 88195 |
|  | Nakano Corp. | 14000 | 86656 |
|  | Namura Shipbuilding Co. Ltd. | 231028 | 7835562 |
|  | Nankai Electric Railway Co. Ltd. | 471300 | 8513179 |
|  | Narasaki Sangyo Co. Ltd. | 25400 | 561307 |
|  # | Nareru Group, Inc. | 10800 | 158171 |
|  | Nice Corp. | 8418 | 96896 |
|  | Nichias Corp. | 235800 | 8798703 |
|  # | Nichiban Co. Ltd. | 46600 | 577576 |
|  | Nichiden Corp. | 63100 | 1015732 |
|  | Nichiha Corp. | 151580 | 2696126 |
|  | Nichireki Group Co. Ltd. | 144700 | 2276080 |
|  # | Nihon Dengi Co. Ltd. | 61600 | 2186175 |
|  | Nihon Flush Co. Ltd. | 65045 | 341026 |
|  | Nikkiso Co. Ltd. | 253800 | 2481160 |
|  # | Nikko Co. Ltd. | 152044 | 753949 |
|  | Nikkon Holdings Co. Ltd. | 563000 | 12697933 |
|  | Nippi, Inc. | 11900 | 972295 |
|  # | Nippon Air Conditioning Services Co. Ltd. | 165600 | 1407991 |
|  | Nippon Aqua Co. Ltd. | 72000 | 436293 |
|  # | Nippon Carbon Co. Ltd. | 12900 | 362786 |
|  | Nippon Densetsu Kogyo Co. Ltd. | 214501 | 4001691 |
|  | Nippon Dry-Chemical Co. Ltd. | 14500 | 792246 |

---

---

| | | | |
|:---|:---|:---|:---|
| | | **Shares** | **Value»** |
|  INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) |  |  |
|  | Nippon Parking Development Co. Ltd. | 1114400 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1952779 |
|  # | Nippon Rietec Co. Ltd. | 29900 | 398991 |
|  | Nippon Seisen Co. Ltd. | 63200 | 453467 |
|  | Nippon Sharyo Ltd. | 11725 | 253986 |
|  \* | Nippon Sheet Glass Co. Ltd. | 279200 | 1044590 |
|  | Nippon Thompson Co. Ltd. | 136937 | 592960 |
|  | Nishimatsu Construction Co. Ltd. | 149100 | 5121561 |
|  | Nishi-Nippon Railroad Co. Ltd. | 187600 | 2725234 |
|  | Nishio Holdings Co. Ltd. | 92700 | 2637193 |
|  | Nissei ASB Machine Co. Ltd. | 49200 | 2179245 |
|  # | Nissei Plastic Industrial Co. Ltd. | 105100 | 579181 |
|  | Nisshinbo Holdings, Inc. | 722280 | 5708028 |
|  # | Nisso Holdings Co. Ltd. | 44600 | 186071 |
|  | Nitta Corp. | 105700 | 2770664 |
|  | Nitto Boseki Co. Ltd. | 49400 | 2788362 |
|  # | Nitto Kogyo Corp. | 146700 | 3513076 |
|  # | Nitto Kohki Co. Ltd. | 43700 | 485278 |
|  # | Nitto Seiko Co. Ltd. | 88373 | 394613 |
|  | Nittoc Construction Co. Ltd. | 117600 | 933984 |
|  # | Nittoku Co. Ltd. | 50398 | 796314 |
|  | No.1 Co. Ltd. | 6700 | 94069 |
|  | Noda Corp. | 112400 | 512534 |
|  | Nomura Co. Ltd. | 74800 | 497577 |
|  | Nomura Micro Science Co. Ltd. | 56700 | 1444469 |
|  | Noritake Co. Ltd. | 109400 | 3426770 |
|  # | NS Tool Co. Ltd. | 23600 | 117171 |
|  | NS United Kaiun Kaisha Ltd. | 53400 | 1909115 |
|  | NSK Ltd. | 1569840 | 7910435 |
|  | NTN Corp. | 1976200 | 4411972 |
|  # | Obara Group, Inc. | 55100 | 1498019 |
|  | Ochi Holdings Co. Ltd. | 8600 | 77363 |
|  | Odawara Engineering Co. Ltd. | 1200 | 20090 |
|  # | Ohba Co. Ltd. | 76500 | 551379 |
|  | Ohmoto Gumi Co. Ltd. | 24600 | 230072 |
|  | Oiles Corp. | 115870 | 1697276 |
|  | Okabe Co. Ltd. | 181801 | 1081752 |
|  # | Okada Aiyon Corp. | 33400 | 442758 |

---

885

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##### [**Table of Contents**](#toc)
**THE JAPANESE SMALL COMPANY SERIES** 

**CONTINUED** 

---

| | | | |
|:---|:---|:---|:---|
| | | **Shares** | **Value»** |
|  INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) |  |  |
|  | Okamoto Machine Tool Works Ltd. | 18500 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;575334 |
|  | Okamura Corp. | 339300 | 4963625 |
|  | OKUMA Corp. | 250400 | 5574594 |
|  | Okumura Corp. | 180480 | 5721272 |
|  | Onamba Co. Ltd. | 1400 | 12155 |
|  | One Career, Inc. | 17100 | 281930 |
|  # | Onoken Co. Ltd. | 64500 | 575841 |
|  | Open Up Group, Inc. | 216200 | 2411790 |
|  | Organo Corp. | 110627 | 9493917 |
|  | Oriental Consultants Holdings Co. Ltd. | 12200 | 240821 |
|  | Oriental Shiraishi Corp. | 703200 | 1936644 |
|  # | OSG Corp. | 320500 | 4646702 |
|  | Oyo Corp. | 125800 | 2347580 |
|  | Paraca, Inc. | 16300 | 209203 |
|  # | Park24 Co. Ltd. | 649572 | 7591347 |
|  | Parker Corp. | 38500 | 279566 |
|  | Pasona Group, Inc. | 136600 | 1689139 |
|  | Pegasus Co. Ltd. | 62919 | 336167 |
|  | Penta-Ocean Construction Co. Ltd. | 1531052 | 14016771 |
|  # | People Dreams & Technologies Group Co. Ltd. | 8000 | 83220 |
|  | Pilot Corp. | 99799 | 3013536 |
|  | Prestige International, Inc. | 569600 | 2446137 |
|  # | Pronexus, Inc. | 78200 | 554362 |
|  | PS Construction Co. Ltd. | 69860 | 819335 |
|  | Quick Co. Ltd. | 77000 | 1174131 |
|  | Raito Kogyo Co. Ltd. | 258700 | 5414034 |
|  | Raiznext Corp. | 250000 | 3106138 |
|  | Raksul, Inc. | 220700 | 1515251 |
|  # | Rasa Corp. | 61100 | 654284 |
|  | Rheon Automatic Machinery Co. Ltd. | 78601 | 737197 |
|  | Rise Consulting Group, Inc. | 40300 | 231046 |
|  # | Rix Corp. | 19600 | 473440 |
|  | Ryobi Ltd. | 107840 | 1925154 |
|  | Sakai Heavy Industries Ltd. | 27600 | 367463 |
|  | Sakai Moving Service Co. Ltd. | 125000 | 2285339 |
|  | Sanki Engineering Co. Ltd. | 235700 | 8100069 |
|  | Sanko Gosei Ltd. | 107300 | 585716 |
|  | Sanko Metal Industrial Co. Ltd. | 70500 | 620720 |
|  # | Sankyo Tateyama, Inc. | 89205 | 348019 |

---

---

| | | | |
|:---|:---|:---|:---|
| | | **Shares** | **Value»** |
|  INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) |  |  |
|  | Sankyu, Inc. | 237900 | $&nbsp;&nbsp;&nbsp;&nbsp;12147201 |
|  | Sansei Technologies, Inc. | 54578 | 801701 |
|  | Sansha Electric Manufacturing Co. Ltd. | 7400 | 43369 |
|  | Sanyo Denki Co. Ltd. | 146700 | 3751264 |
|  # | Sanyo Electric Railway Co. Ltd. | 35598 | 462630 |
|  # | Sanyo Engineering & Construction, Inc. | 48000 | 433298 |
|  | Sanyo Industries Ltd. | 5800 | 172279 |
|  | Sanyo Trading Co. Ltd. | 112439 | 1157380 |
|  # | Sata Construction Co. Ltd. | 86199 | 604619 |
|  | Sato Corp. | 35700 | 506710 |
|  # | Sato Shoji Corp. | 83100 | 1159531 |
|  | SBI Leasing Services Co. Ltd. | 6800 | 220706 |
|  # | SBS Holdings, Inc. | 106000 | 2331126 |
|  # | SEC Carbon Ltd. | 35700 | 494222 |
|  | Seibu Electric & Machinery Co. Ltd. | 10300 | 140258 |
|  | Seika Corp. | 123600 | 1842799 |
|  # | Seikitokyu Kogyo Co. Ltd. | 93030 | 895024 |
|  | Seiko Electric Co. Ltd. | 25000 | 357791 |
|  | Seino Holdings Co. Ltd. | 336000 | 4748338 |
|  | Sekisui Jushi Corp. | 176701 | 2362719 |
|  | Senko Group Holdings Co. Ltd. | 660000 | 8614428 |
|  # | Senshu Electric Co. Ltd. | 69900 | 2047466 |
|  | Shibaura Machine Co. Ltd. | 108300 | 3007389 |
|  | Shibusawa Logistics Corp. | 214800 | 1541994 |
|  # | Shibuya Corp. | 67700 | 1501941 |
|  # | Shima Seiki Manufacturing Ltd. | 50610 | 325511 |
|  # | Shimojima Co. Ltd. | 32300 | 270326 |
|  | Shin Maint Holdings Co. Ltd. | 29200 | 214788 |
|  | Shin Nippon Air Technologies Co. Ltd. | 149060 | 2976687 |
|  # | Shinki Bus Co. Ltd. | 3800 | 46564 |
|  | Shinmaywa Industries Ltd. | 339100 | 4409987 |
|  | Shinnihon Corp. | 164700 | 1892935 |
|  | Shinsho Corp. | 86100 | 1297304 |

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886

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##### [**Table of Contents**](#toc)
**THE JAPANESE SMALL COMPANY SERIES** 

**CONTINUED** 

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| | | | |
|:---|:---|:---|:---|
| | | **Shares** | **Value»** |
|  INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) |  |  |
|  # | Shinwa Co. Ltd. (3447 JP) | 48700 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;262369 |
|  | Shinwa Co. Ltd. (7607 JP) | 57400 | 1143898 |
|  | SHO-BOND Holdings Co. Ltd. | 151000 | 4791459 |
|  | SIGMAXYZ Holdings, Inc. | 388800 | 2204826 |
|  | Sinfonia Technology Co. Ltd. | 125900 | 8665324 |
|  | Sinko Industries Ltd. | 340800 | 2847292 |
|  | Sintokogio Ltd. | 154200 | 1032656 |
|  | Skymark Airlines, Inc. | 51700 | 150464 |
|  | SMS Co. Ltd. | 218200 | 1880683 |
|  # | Soda Nikka Co. Ltd. | 105700 | 684490 |
|  # | Sodick Co. Ltd. | 129800 | 820715 |
|  | Sotetsu Holdings, Inc. | 422300 | 7079122 |
|  # | Space Co. Ltd. | 74362 | 659111 |
|  # | S-Pool, Inc. | 158800 | 291419 |
|  | Star Micronics Co. Ltd. | 158100 | 1703857 |
|  # | Studio Alice Co. Ltd. | 36200 | 476945 |
|  | Subaru Enterprise Co. Ltd. | 32700 | 696639 |
|  # | Sugimoto & Co. Ltd. | 109700 | 1284722 |
|  # | Sumiseki Holdings, Inc. | 70600 | 255516 |
|  | Sumitomo Densetsu Co. Ltd. | 79700 | 5015462 |
|  # | Sumitomo Heavy Industries Ltd. | 373151 | 9976773 |
|  | Sumitomo Warehouse Co. Ltd. | 316700 | 6679788 |
|  # | Suzumo Machinery Co. Ltd. | 4400 | 41089 |
|  | SWCC Corp. | 164700 | 8002082 |
|  | Tacmina Corp. | 700 | 7199 |
|  | Tadano Ltd. | 223000 | 1548787 |
|  | Taihei Dengyo Kaisha Ltd. | 249300 | 3495579 |
|  | Taiheiyo Kouhatsu, Inc. | 4000 | 19971 |
|  | Taikisha Ltd. | 283800 | 5618636 |
|  | Taisei Oncho Co. Ltd. | 13600 | 368709 |
|  | Takamatsu Construction Group Co. Ltd. | 82400 | 1808476 |
|  # | Takamiya Co. Ltd. | 74522 | 200816 |
|  | Takaoka Toko Co. Ltd. | 50180 | 1117532 |
|  # | Takara & Co. Ltd. | 56755 | 1497278 |
|  | Takara Standard Co. Ltd. | 206400 | 3333645 |

---

---

| | | | |
|:---|:---|:---|:---|
| | | **Shares** | **Value»** |
|  INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) |  |  |
|  | Takasago Thermal Engineering Co. Ltd. | 210800 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6255313 |
|  # | Takashima & Co. Ltd. | 145198 | 771561 |
|  | Takeuchi Manufacturing Co. Ltd. | 199600 | 8229028 |
|  | Takigami Steel Construction Co. Ltd. | 3700 | 173811 |
|  | Tanabe Engineering Corp. | 39500 | 605494 |
|  | Tanseisha Co. Ltd. | 197649 | 1705164 |
|  | Techno Ryowa Ltd. | 66390 | 2436951 |
|  | Techno Smart Corp. | 28200 | 380532 |
|  | Teikoku Electric Manufacturing Co. Ltd. | 103400 | 2070478 |
|  # | Teikoku Sen-I Co. Ltd. | 110000 | 2447988 |
|  | Tekken Corp. | 28700 | 685549 |
|  # | Tenpos Holdings Co. Ltd. | 4400 | 98822 |
|  | Terasaki Electric Co. Ltd. | 24300 | 760153 |
|  # | Tess Holdings Co. Ltd. | 113998 | 257347 |
|  | TKC Corp | 178701 | 4675600 |
|  | Toa Corp. (1885 JP) | 311500 | 4771262 |
|  | TOA ROAD Corp. | 178900 | 1801655 |
|  | Toba, Inc. | 7900 | 199784 |
|  | TOBISHIMA HOLDINGS, Inc. | 83191 | 1136179 |
|  | Tocalo Co. Ltd. | 364000 | 5334734 |
|  | Toda Corp. | 1059300 | 7136247 |
|  | Toenec Corp. | 244500 | 2653519 |
|  | Togami Electric Manufacturing Co. Ltd. | 14700 | 402752 |
|  | TOKAI Holdings Corp. | 528400 | 3498234 |
|  # | Tokyo Energy & Systems, Inc. | 96800 | 1115847 |
|  # | Tokyo Sangyo Co. Ltd. | 113600 | 687290 |
|  | Tokyu Construction Co. Ltd. | 241100 | 1639790 |
|  | Toli Corp. | 215200 | 870599 |
|  # | Tomoe Corp. | 141800 | 1665399 |
|  # | Tomoe Engineering Co. Ltd. | 130200 | 1338670 |
|  | Torishima Pump Manufacturing Co. Ltd. | 108100 | 1465724 |
|  | Totech Corp. | 143200 | 2956971 |
|  | Totetsu Kogyo Co. Ltd. | 134900 | 3702490 |

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887

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##### [**Table of Contents**](#toc)
**THE JAPANESE SMALL COMPANY SERIES** 

**CONTINUED** 

---

| | | | |
|:---|:---|:---|:---|
| | | **Shares** | **Value»** |
|  INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) |  |  |
|  # | Toukei Computer Co. Ltd. | 13620 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;338571 |
|  | Toyo Denki Seizo KK | 19300 | 258283 |
|  | Toyo Engineering Corp. | 56080 | 941413 |
|  # | Toyo Innovex Co. Ltd. | 48500 | 208461 |
|  # | Toyo Tanso Co. Ltd. | 40100 | 1199692 |
|  | Transcosmos, Inc. | 76800 | 1819974 |
|  | TRE Holdings Corp. | 162300 | 1626318 |
|  | Trinity Industrial Corp. | 25700 | 196015 |
|  | Trusco Nakayama Corp. | 165300 | 2606223 |
|  # | Tsubaki Nakashima Co. Ltd. | 143800 | 363029 |
|  | Tsubakimoto Chain Co. | 451520 | 6319537 |
|  | Tsubakimoto Kogyo Co. Ltd. | 82700 | 1462541 |
|  | Tsugami Corp. | 236600 | 4193540 |
|  | Tsukishima Holdings Co. Ltd. | 100600 | 1664207 |
|  | Tsurumi Manufacturing Co. Ltd. | 199800 | 2517865 |
|  # | TWOSTONE&Sons | 11300 | 53769 |
|  | Ueki Corp. | 60800 | 983582 |
|  | Ushio, Inc. | 493600 | 8183747 |
|  | UT Group Co. Ltd. | 156800 | 2792179 |
|  \* | Visional, Inc. | 121100 | 8408301 |
|  | Wakachiku Construction Co. Ltd. | 72400 | 2252023 |
|  | Wakita & Co. Ltd. | 193700 | 2229000 |
|  # | WDB Holdings Co. Ltd. | 32800 | 343430 |
|  | Weathernews, Inc. | 66500 | 1733400 |
|  # | West Holdings Corp. | 126603 | 1210909 |
|  # | Will Group, Inc. | 37907 | 250504 |
|  | World Holdings Co. Ltd. | 38600 | 627428 |
|  \* | W-Scope Corp. | 50100 | 81971 |
|  | Yahagi Construction Co. Ltd. | 156900 | 2219692 |
|  | YAMABIKO Corp. | 212228 | 3545715 |
|  | YAMADA Consulting Group Co. Ltd. | 24838 | 283231 |
|  # | Yamato Corp. | 99500 | 1397986 |
|  # | Yamaura Corp. | 14400 | 133426 |
|  # | Yamazen Corp. | 330500 | 3062369 |
|  | Yasuda Logistics Corp. | 99100 | 1392263 |
|  | Yokogawa Bridge Holdings Corp. | 187100 | 3339795 |
|  | Yondenko Corp. | 162360 | 1479861 |

---

---

| | | | |
|:---|:---|:---|:---|
| | | **Shares** | **Value»** |
|  INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) |  |  |
|  | Yuasa Trading Co. Ltd. | 96800 | $3147236 |
|  | Yuken Kogyo Co. Ltd. | 1400 | 26627 |
|  | Yurtec Corp. | 257400 | 4149575 |
|  | Yushin Co. | 14600 | 61039 |
|  | Zaoh Co. Ltd. | 14000 | 222421 |
|  # | Zenitaka Corp. | 10900 | 559613 |
|  | Zero Co. Ltd. | 6500 | 132623 |
|  # | Zuiko Corp. | 44965 | 279786 |
|  TOTAL INDUSTRIALS | TOTAL INDUSTRIALS | TOTAL INDUSTRIALS | 1016168602 |
|  INFORMATION TECHNOLOGY — (13.8%) | INFORMATION TECHNOLOGY — (13.8%) | INFORMATION TECHNOLOGY — (13.8%) |  |
|  | A&D HOLON Holdings Co. Ltd. | 140200 | 1837627 |
|  # | Abalance Corp. | 7900 | 47110 |
|  # | Ad-sol Nissin Corp. | 86816 | 826697 |
|  | Adtec Plasma Technology Co. Ltd. | 19200 | 150422 |
|  | Advanced Media, Inc. | 19200 | 134059 |
|  # | Ai Holdings Corp. | 193700 | 3364688 |
|  | Aichi Tokei Denki Co. Ltd. | 44837 | 811848 |
|  | Aiphone Co. Ltd. | 66100 | 1208067 |
|  # | Allied Telesis Holdings KK | 117000 | 164909 |
|  # | Alpha Systems, Inc. | 28720 | 673175 |
|  | Alps Alpine Co. Ltd. | 989842 | 12467953 |
|  | Amano Corp. | 292700 | 7765837 |
|  #\* | Amiya Corp. | 11800 | 283455 |
|  #\* | AnyMind Group, Inc. | 14800 | 66386 |
|  | AOI Electronics Co. Ltd. | 13800 | 206782 |
|  # | Appier Group, Inc. | 202900 | 1703160 |
|  #\* | Arent, Inc. | 2000 | 53878 |
|  | Argo Graphics, Inc. | 410400 | 3640599 |
|  | Arisawa Manufacturing Co. Ltd. | 198200 | 2090487 |
|  # | Asteria Corp. | 16000 | 152746 |
|  | Avant Group Corp. | 106600 | 1095123 |
|  | Axell Corp. | 10500 | 94017 |
|  | Base Co. Ltd. | 33300 | 755514 |
|  #\* | baudroie, Inc. | 33700 | 632280 |
|  # | BrainPad, Inc. | 77900 | 844962 |
|  # | Broadband Tower, Inc. | 75700 | 82482 |
|  | Broadleaf Co. Ltd. | 111300 | 534640 |
|  # | Buffalo, Inc. | 25500 | 572979 |
|  # | Business Brain Showa-Ota, Inc. | 40800 | 814341 |
|  # | Business Engineering Corp. | 15600 | 638979 |
|  | CAC Holdings Corp. | 74200 | 1027724 |
|  | Canon Electronics, Inc. | 76000 | 1329501 |
|  # | CDS Co. Ltd. | 11600 | 135752 |

---

888

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##### [**Table of Contents**](#toc)
**THE JAPANESE SMALL COMPANY SERIES** 

**CONTINUED** 

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| | | | |
|:---|:---|:---|:---|
| | | **Shares** | **Value»** |
|  INFORMATION TECHNOLOGY — (Continued) | INFORMATION TECHNOLOGY — (Continued) | INFORMATION TECHNOLOGY — (Continued) |  |
|  # | Celsys, Inc. | 164100 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1745304 |
|  # | Change Holdings, Inc. | 71200 | 521869 |
|  # | Chino Corp. | 66600 | 596974 |
|  | Citizen Watch Co. Ltd. | 1235200 | 8571886 |
|  | CMK Corp. | 140100 | 364211 |
|  | Computer Engineering & Consulting Ltd. | 159900 | 2240807 |
|  # | Computer Institute of Japan Ltd. | 340917 | 1057498 |
|  | Comture Corp. | 125900 | 1294062 |
|  # | Core Corp. | 39200 | 523665 |
|  | Cresco Ltd. | 165100 | 1737633 |
|  # | Cross Cat Co. Ltd. | 8200 | 57394 |
|  | Cyberlinks Co. Ltd. | 2200 | 20769 |
|  | Cybozu, Inc. | 123700 | 2461460 |
|  | Daishinku Corp. | 132396 | 498127 |
|  | Daitron Co. Ltd. | 55600 | 1669621 |
|  | Daiwabo Holdings Co. Ltd. | 540900 | 10104020 |
|  | Dentsu Soken, Inc. | 54200 | 2684108 |
|  | Dexerials Corp. | 438800 | 7077803 |
|  # | Digital Arts, Inc. | 63500 | 3106606 |
|  # | Digital Hearts Holdings Co. Ltd. | 21800 | 135528 |
|  | Digital Information Technologies Corp. | 49300 | 791946 |
|  | DKK Co. Ltd. | 11900 | 148452 |
|  | DKK-Toa Corp. | 3400 | 18472 |
|  # | Double Standard, Inc. | 18400 | 201226 |
|  | DTS Corp. | 972800 | 8104189 |
|  | Ebase Co. Ltd. | 64938 | 190388 |
|  # | E-Guardian, Inc. | 10808 | 124288 |
|  | Eizo Corp. | 172900 | 2454327 |
|  | Elecom Co. Ltd. | 180976 | 2116326 |
|  | Enomoto Co. Ltd. | 4783 | 59903 |
|  # | Enplas Corp. | 37900 | 1992125 |
|  | ESPEC Corp. | 105700 | 2405267 |
|  #\* | ExaWizards, Inc. | 138400 | 600394 |
|  \* | f-code, Inc. | 19200 | 250702 |
|  | Ferrotec Corp. | 236900 | 7765764 |
|  # | FFRI Security, Inc. | 7100 | 498351 |
|  # | Fixstars Corp. | 123600 | 1610422 |
|  # | Focus Systems Corp. | 50500 | 529480 |
|  # | Forval Corp. | 51100 | 403990 |
|  #\* | Fronteo, Inc. | 47800 | 287444 |
|  | FTGroup Co. Ltd. | 51000 | 423077 |
|  | Fukui Computer Holdings, Inc. | 43400 | 867718 |
|  | Furuno Electric Co. Ltd. | 128000 | 7425990 |
|  # | Furuya Metal Co. Ltd. | 47601 | 877872 |
|  | Future Corp. | 270200 | 3809756 |
|  # | Global Security Experts, Inc. | 10800 | 258651 |

---

---

| | | | |
|:---|:---|:---|:---|
| | | **Shares** | **Value»** |
|  INFORMATION TECHNOLOGY — (Continued) | INFORMATION TECHNOLOGY — (Continued) | INFORMATION TECHNOLOGY — (Continued) |  |
|  | GLtechno Holdings, Inc. | 45500 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;888888 |
|  | GMO GlobalSign Holdings KK | 13800 | 185597 |
|  | GMO internet group, Inc. | 331520 | 7425133 |
|  # | Hagiwara Electric Holdings Co. Ltd. | 33300 | 764555 |
|  # | Hakuto Co. Ltd. | 35000 | 875314 |
|  # | Hennge KK | 51100 | 485487 |
|  | Hibino Corp. | 5500 | 92729 |
|  | Himacs Ltd. | 960 | 7694 |
|  | Hioki EE Corp. | 57600 | 2212530 |
|  # | Hochiki Corp. | 86600 | 2164612 |
|  | Hokuriku Electric Industry Co. Ltd. | 16639 | 245721 |
|  | Horiba Ltd. | 20100 | 1867453 |
|  | Hosiden Corp. | 282100 | 4496981 |
|  | Icom, Inc. | 31000 | 630643 |
|  # | ID Holdings Corp. | 45250 | 593271 |
|  | I'll, Inc. | 42690 | 674805 |
|  # | IMV Corp. | 14900 | 193416 |
|  | Ines Corp. | 106400 | 1175419 |
|  # | I-Net Corp. | 65491 | 1071920 |
|  | Innotech Corp. | 85700 | 1014731 |
|  # | Intelligent Wave, Inc. | 48300 | 324119 |
|  # | Inter Action Corp. | 17100 | 157354 |
|  | Iriso Electronics Co. Ltd. | 100200 | 2011439 |
|  | ISB Corp. | 42600 | 495942 |
|  | Itfor, Inc. | 159600 | 1578125 |
|  | Japan Aviation Electronics Industry Ltd. | 262000 | 3912929 |
|  | Japan Business Systems, Inc. | 14200 | 136263 |
|  # | Japan Cash Machine Co. Ltd. | 9900 | 64053 |
|  | Japan Electronic Materials Corp. | 49100 | 1389286 |
|  | Japan Material Co. Ltd. | 392800 | 4907642 |
|  # | Japan System Techniques Co. Ltd. | 74300 | 1029463 |
|  | JBCC Holdings, Inc. | 349200 | 2928534 |
|  | Jeol Ltd. | 171300 | 5756907 |
|  | JFE Systems, Inc. | 24800 | 301727 |
|  \* | JIG-SAW, Inc. | 3100 | 81552 |
|  | Justsystems Corp. | 147500 | 4763915 |
|  | Kaga Electronics Co. Ltd. | 194800 | 4510849 |
|  | KEL Corp. | 1600 | 14241 |
|  | Koa Corp. | 110100 | 978334 |

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**THE JAPANESE SMALL COMPANY SERIES** 

**CONTINUED** 

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| | | | |
|:---|:---|:---|:---|
| | | **Shares** | **Value»** |
|  INFORMATION TECHNOLOGY — (Continued) | INFORMATION TECHNOLOGY — (Continued) | INFORMATION TECHNOLOGY — (Continued) |  |
|  # | Kohoku Kogyo Co. Ltd. | 21000 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;472511 |
|  | Konica Minolta, Inc. | 1526800 | 5242945 |
|  | KSK Co. Ltd. | 3000 | 102752 |
|  \* | kubell Co. Ltd. | 10600 | 26834 |
|  # | Kyosan Electric Manufacturing Co. Ltd. | 122600 | 419915 |
|  | Kyowa Electronic Instruments Co. Ltd. | 50400 | 226757 |
|  | Macnica Holdings, Inc. | 542382 | 7721750 |
|  | Marubun Corp. | 78400 | 603111 |
|  | Maruwa Co. Ltd. | 3500 | 989580 |
|  | Maxell Ltd. | 204011 | 2957322 |
|  | MCJ Co. Ltd. | 423600 | 3995828 |
|  # | Megachips Corp. | 20200 | 1058748 |
|  | Meiko Electronics Co. Ltd. | 122000 | 8023746 |
|  | Micronics Japan Co. Ltd. | 164100 | 9678945 |
|  # | MIMAKI ENGINEERING Co. Ltd. | 101100 | 1114304 |
|  | Miroku Jyoho Service Co. Ltd. | 97600 | 1115649 |
|  | Mitsubishi Research Institute, Inc. | 44800 | 1416407 |
|  | Mitsui High-Tec, Inc. | 211100 | 1052869 |
|  | m-up Holdings, Inc. | 161300 | 2015115 |
|  # | Nagano Keiki Co. Ltd. | 74900 | 1139355 |
|  | NCD Co. Ltd./Shinagawa | 31500 | 546356 |
|  # | Needs Well, Inc. | 45500 | 154314 |
|  | NEOJAPAN, Inc. | 6300 | 74461 |
|  # | NF Holdings Corp. | 2700 | 21791 |
|  | Nichicon Corp. | 110400 | 1107685 |
|  | Nihon Dempa Kogyo Co. Ltd. | 68700 | 501766 |
|  | Nihon Denkei Co. Ltd. | 35400 | 467685 |
|  # | Nippon Avionics Co. Ltd. | 23500 | 828182 |
|  #\* | Nippon Chemi-Con Corp. | 63291 | 638693 |
|  | Nippon Electric Glass Co. Ltd. | 385736 | 12986504 |
|  | Nippon Information Development Co. Ltd. | 12600 | 186267 |
|  | Nippon Kodoshi Corp. | 41900 | 739447 |
|  | Nippon Signal Co. Ltd. | 210565 | 1721733 |
|  | Nissha Co. Ltd. | 155100 | 1347524 |
|  # | NPC, Inc. | 51900 | 241298 |
|  | NSD Co. Ltd. | 464660 | 9927746 |
|  | NSW, Inc. | 41700 | 671777 |

---

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| | | | |
|:---|:---|:---|:---|
| | | **Shares** | **Value»** |
|  INFORMATION TECHNOLOGY — (Continued) | INFORMATION TECHNOLOGY — (Continued) | INFORMATION TECHNOLOGY — (Continued) |  |
|  # | Ohara, Inc. | 27400 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;202141 |
|  | Oki Electric Industry Co. Ltd. | 198164 | 2367535 |
|  | Optex Group Co. Ltd. | 156300 | 2359514 |
|  \* | Optim Corp. | 12500 | 45303 |
|  | Optorun Co. Ltd. | 109999 | 1211139 |
|  # | Oro Co. Ltd. | 30400 | 463847 |
|  # | Osaki Electric Co. Ltd. | 143540 | 1163291 |
|  | Oval Corp. | 30100 | 128270 |
|  \* | Oxide Corp. | 3300 | 36649 |
|  #\* | PKSHA Technology, Inc. | 54800 | 1586069 |
|  #\* | Plaid, Inc. | 47100 | 300301 |
|  # | Plus Alpha Consulting Co. Ltd. | 94800 | 1453296 |
|  #\* | Pluszero, Inc. | 8300 | 195988 |
|  | Pole To Win Holdings, Inc. | 3497 | 7494 |
|  # | Pro-Ship, Inc. | 89800 | 869013 |
|  | Rakus Co. Ltd. | 720000 | 5812417 |
|  | Restar Corp. | 92100 | 1540810 |
|  | Riken Keiki Co. Ltd. | 158800 | 3616826 |
|  | Riso Kagaku Corp. | 29200 | 221342 |
|  | Rorze Corp. | 335603 | 4673403 |
|  | RS Technologies Co. Ltd. | 10300 | 256774 |
|  | RYODEN Corp. | 89200 | 1848024 |
|  | Ryoyo Ryosan Holdings, Inc. | 92103 | 1774745 |
|  | Ryoyu Systems Co. Ltd. | 10400 | 276530 |
|  # | Sakura Internet, Inc. | 14900 | 332456 |
|  # | Samco, Inc. | 14300 | 383697 |
|  \* | Sanken Electric Co. Ltd. | 100899 | 4849583 |
|  \* | Sansan, Inc. | 208200 | 2455951 |
|  | Sanshin Electronics Co. Ltd. | 66400 | 1258874 |
|  # | Santec Holdings Corp. | 20400 | 1204360 |
|  # | Satori Electric Co. Ltd. | 67380 | 838386 |
|  | SAXA, Inc. | 23800 | 830641 |
|  | Segue Group Co. Ltd. | 45500 | 189552 |
|  | SEMITEC Corp. | 31000 | 476223 |
|  # | SERAKU Co. Ltd. | 2500 | 24080 |
|  | Shibaura Mechatronics Corp. | 63900 | 7526705 |
|  #\* | SHIFT, Inc. | 856700 | 5905301 |
|  | Shindengen Electric Manufacturing Co. Ltd. | 14600 | 331562 |
|  # | Shinko Shoji Co. Ltd. | 171700 | 1133856 |
|  | Siix Corp. | 174400 | 1564133 |
|  \* | Simplex Holdings, Inc. | 147600 | 4115631 |
|  # | SK-Electronics Co. Ltd. | 40400 | 779667 |

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**THE JAPANESE SMALL COMPANY SERIES** 

**CONTINUED** 

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| | | | |
|:---|:---|:---|:---|
| | | **Shares** | **Value»** |
|  INFORMATION TECHNOLOGY — (Continued) | INFORMATION TECHNOLOGY — (Continued) | INFORMATION TECHNOLOGY — (Continued) |  |
|  # | Smaregi, Inc. | 19500 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;359582 |
|  # | SMK Corp. | 9549 | 140325 |
|  # | Socionext, Inc. | 538600 | 12120949 |
|  | Softcreate Holdings Corp. | 95000 | 1314205 |
|  # | Soliton Systems KK | 42100 | 468075 |
|  | SRA Holdings | 69900 | 2264781 |
|  | Startia Holdings, Inc. | 26700 | 477844 |
|  | Sukegawa Electric Co. Ltd. | 5900 | 288839 |
|  | SUMCO Corp. | 1460730 | 14886033 |
|  | Sumida Corp. | 136101 | 988921 |
|  # | Sun-Wa Technos Corp. | 50200 | 871870 |
|  # | Suzuden Corp. | 11500 | 124931 |
|  | Suzuki Co. Ltd. | 58777 | 821400 |
|  | System D, Inc. | 1100 | 13901 |
|  | System Research Co. Ltd. | 61300 | 807894 |
|  | System Support Holdings, Inc. | 34000 | 670571 |
|  # | Systems Engineering Consultants Co. Ltd. | 27200 | 455545 |
|  | Systena Corp. | 1354500 | 4661331 |
|  # | Tachibana Eletech Co. Ltd. | 99760 | 1832591 |
|  | Taiyo Yuden Co. Ltd. | 542801 | 15416525 |
|  # | TAKEBISHI Corp. | 31200 | 413653 |
|  | Tamura Corp. | 227401 | 779359 |
|  # | Tazmo Co. Ltd. | 21600 | 332688 |
|  | TDC Soft, Inc. | 186800 | 1633001 |
|  | TechMatrix Corp. | 233900 | 3308007 |
|  # | Teikoku Tsushin Kogyo Co. Ltd. | 25800 | 413449 |
|  # | Tera Probe, Inc. | 16003 | 607091 |
|  # | Toho System Science Co. Ltd. | 4050 | 29571 |
|  | Tokyo Electron Device Ltd. | 103700 | 2026094 |
|  | Tokyo Seimitsu Co. Ltd. | 190216 | 13085622 |
|  | Tomen Devices Corp. | 15400 | 940940 |
|  # | Torex Semiconductor Ltd. | 33700 | 347314 |
|  | Toshiba TEC Corp. | 117509 | 2371844 |
|  # | Toyo Corp. | 96700 | 1043588 |
|  | Toyokumo, Inc. | 7100 | 134519 |
|  # | Tri Chemical Laboratories, Inc. | 91700 | 1770015 |
|  | Tsuzuki Denki Co. Ltd. | 47900 | 981052 |
|  # | Ubicom Holdings, Inc. | 13100 | 97383 |
|  | Uchida Yoko Co. Ltd. | 46400 | 3128228 |
|  # | ULS Group, Inc. | 122000 | 586389 |
|  | Ulvac, Inc. | 188899 | 8568333 |
|  | User Local, Inc. | 24700 | 313894 |

---

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| | | | |
|:---|:---|:---|:---|
| | | **Shares** | **Value»** |
|  INFORMATION TECHNOLOGY — (Continued) | INFORMATION TECHNOLOGY — (Continued) | INFORMATION TECHNOLOGY — (Continued) |  |
|  | V Technology Co. Ltd. | 42500 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;954813 |
|  \* | VRAIN Solution, Inc. | 9500 | 178482 |
|  | Wacom Co. Ltd. | 325900 | 1768923 |
|  \* | WingArc1st, Inc. | 73200 | 1594519 |
|  # | YAC Holdings Co. Ltd. | 35376 | 206022 |
|  # | Yamaichi Electronics Co. Ltd. | 128800 | 3815811 |
|  # | Yappli, Inc. | 19900 | 125583 |
|  # | Yashima Denki Co. Ltd. | 119500 | 2012738 |
|  | Yokowo Co. Ltd. | 72300 | 925983 |
|  TOTAL INFORMATION TECHNOLOGY | TOTAL INFORMATION TECHNOLOGY | TOTAL INFORMATION TECHNOLOGY | 460933689 |
|  MATERIALS — (12.2%) | MATERIALS — (12.2%) |  |  |
|  | Achilles Corp. | 33900 | 275842 |
|  | ADEKA Corp. | 480800 | 10893862 |
|  | Aica Kogyo Co. Ltd. | 164400 | 3871490 |
|  # | Aichi Steel Corp. | 184660 | 3179259 |
|  # | Arakawa Chemical Industries Ltd. | 46800 | 337716 |
|  # | Araya Industrial Co. Ltd. | 15800 | 504959 |
|  | ARE Holdings, Inc. | 436500 | 6931060 |
|  | Artience Co. Ltd. | 181100 | 3691012 |
|  | Asahi Printing Co. Ltd. | 12100 | 68530 |
|  # | Asahi Yukizai Corp. | 84300 | 2627188 |
|  | Asia Pile Holdings Corp. | 166430 | 1310859 |
|  | C Uyemura & Co. Ltd. | 63900 | 5197402 |
|  # | Carlit Co. Ltd. | 103913 | 1030534 |
|  # | Chubu Steel Plate Co. Ltd. | 69900 | 897461 |
|  | Chuetsu Pulp & Paper Co. Ltd. | 17600 | 189900 |
|  | Chugoku Marine Paints Ltd. | 183100 | 4894718 |
|  # | CK-San-Etsu Co. Ltd. | 12200 | 316022 |
|  | Dai Nippon Toryo Co. Ltd. | 99800 | 820802 |
|  | Daicel Corp. | 406273 | 3495612 |
|  | Daido Steel Co. Ltd. | 539800 | 5107529 |
|  # | Daiichi Kigenso Kagaku-Kogyo Co. Ltd. | 55800 | 473409 |
|  # | Daiki Aluminium Industry Co. Ltd. | 152500 | 1112776 |
|  | Dainichiseika Color & Chemicals Manufacturing Co. Ltd. | 60700 | 1495268 |
|  | Daio Paper Corp. | 174600 | 920268 |
|  | Denka Co. Ltd. | 277558 | 4028303 |
|  | DIC Corp. | 344700 | 8110114 |

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**CONTINUED** 

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| | | | |
|:---|:---|:---|:---|
| | | **Shares** | **Value»** |
|  MATERIALS — (Continued) | MATERIALS — (Continued) | MATERIALS — (Continued) |  |
|  # | DKS Co. Ltd. | 35615 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1518321 |
|  | Dowa Holdings Co. Ltd. | 275400 | 9985791 |
|  | Dynapac Co. Ltd. | 4000 | 63068 |
|  | FP Corp. | 147097 | 2390356 |
|  | Fuji Seal International, Inc. | 179028 | 3147772 |
|  | Fujikura Kasei Co. Ltd. | 63800 | 255147 |
|  | Fujimi, Inc. | 184399 | 2883671 |
|  | Fuso Chemical Co. Ltd. | 109200 | 3620252 |
|  | Godo Steel Ltd. | 49500 | 1173653 |
|  # | Gun-Ei Chemical Industry Co. Ltd. | 11900 | 256938 |
|  # | Hakudo Co. Ltd. | 24200 | 348024 |
|  | Harima Chemicals Group, Inc. | 33200 | 193823 |
|  # | Hodogaya Chemical Co. Ltd. | 33019 | 390589 |
|  # | Hokkan Holdings Ltd. | 48360 | 675094 |
|  | Hokko Chemical Industry Co. Ltd. | 111000 | 1167435 |
|  # | Hokuetsu Corp. | 677999 | 3595643 |
|  # | Ise Chemicals Corp. | 9300 | 1898377 |
|  # | Ishihara Chemical Co. Ltd. | 56200 | 793585 |
|  | Ishihara Sangyo Kaisha Ltd. | 157550 | 2424462 |
|  # | Japan Pure Chemical Co. Ltd. | 500 | 9980 |
|  | JCU Corp. | 123200 | 3633666 |
|  | JSP Corp. | 64826 | 793035 |
|  | Kaneka Corp. | 163000 | 4497102 |
|  | Kansai Paint Co. Ltd. | 468403 | 7518056 |
|  | Kanto Denka Kogyo Co. Ltd. | 181500 | 1224623 |
|  # | KeePer Technical Laboratory Co. Ltd. | 74700 | 1779446 |
|  | KEIWA, Inc. | 28339 | 212080 |
|  | KH Neochem Co. Ltd. | 88442 | 1581602 |
|  # | Koatsu Gas Kogyo Co. Ltd. | 158793 | 1058371 |
|  # | Kohsoku Corp. | 49700 | 920932 |
|  | Konishi Co. Ltd. | 324700 | 2598882 |
|  # | Konoshima Chemical Co. Ltd. | 24212 | 232083 |
|  | Krosaki Harima Corp. | 97100 | 2603938 |
|  # | Kumiai Chemical Industry Co. Ltd. | 330987 | 1464242 |
|  # | Kureha Corp. | 255450 | 6106778 |
|  # | Kurimoto Ltd. | 295000 | 3312326 |
|  | Kuriyama Holdings Corp. | 79300 | 853709 |

---

---

| | | | |
|:---|:---|:---|:---|
| | | **Shares** | **Value»** |
|  MATERIALS — (Continued) | MATERIALS — (Continued) | MATERIALS — (Continued) |  |
|  | Kyoei Steel Ltd. | 75500 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1123992 |
|  | Kyowa Leather Cloth Co. Ltd. | 32300 | 182706 |
|  | Lintec Corp. | 207500 | 5273455 |
|  | Maeda Kosen Co. Ltd. | 223700 | 2794780 |
|  | Maruichi Steel Tube Ltd. | 777000 | 6569764 |
|  # | MEC Co. Ltd. | 57500 | 1696250 |
|  # | Mipox Corp. | 900 | 2797 |
|  | Mitani Sekisan Co. Ltd. | 66000 | 3225063 |
|  | Mitsubishi Materials Corp. | 653100 | 12574678 |
|  # | Mitsubishi Paper Mills Ltd. | 125800 | 497755 |
|  | Mitsubishi Steel Manufacturing Co. Ltd. | 28984 | 352354 |
|  | Mitsui Kinzoku Co. Ltd. | 291500 | 29691461 |
|  # | Moriroku Co. Ltd. | 25100 | 381809 |
|  | Mory Industries, Inc. | 136500 | 849809 |
|  | Muto Seiko Co. | 14900 | 162665 |
|  # | Nakayama Steel Works Ltd. | 84200 | 336488 |
|  | Nasu Denki Tekko Co. Ltd. | 3000 | 306128 |
|  | Neturen Co. Ltd. | 137300 | 1061327 |
|  # | Nicca Chemical Co. Ltd. | 24500 | 230435 |
|  | Nihon Kagaku Sangyo Co. Ltd. | 79800 | 1156976 |
|  | Nihon Nohyaku Co. Ltd. | 143600 | 803574 |
|  | Nihon Parkerizing Co. Ltd. | 490600 | 4261190 |
|  # | Nihon Seiko Co. Ltd. | 1500 | 118954 |
|  | Nihon Yamamura Glass Co. Ltd. | 33500 | 578936 |
|  | Nippon Carbide Industries Co., Inc. | 8700 | 119762 |
|  | Nippon Chemical Industrial Co. Ltd. | 29400 | 533629 |
|  # | Nippon Concrete Industries Co. Ltd. | 97917 | 204981 |
|  # | Nippon Denko Co. Ltd. | 246914 | 538931 |
|  # | Nippon Fine Chemical Co. Ltd. | 78800 | 1269489 |
|  | Nippon Kayaku Co. Ltd. | 661100 | 6045369 |
|  | Nippon Light Metal Holdings Co. Ltd. | 139890 | 2037117 |

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**CONTINUED** 

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| | | | |
|:---|:---|:---|:---|
| | | **Shares** | **Value»** |
|  MATERIALS — (Continued) | MATERIALS — (Continued) | MATERIALS — (Continued) |  |
|  | Nippon Paper Industries Co. Ltd. | 407306 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3047257 |
|  | Nippon Shokubai Co. Ltd. | 531700 | 6160454 |
|  | Nippon Soda Co. Ltd. | 267700 | 5934622 |
|  # | Nippon Yakin Kogyo Co. Ltd. | 59349 | 1644373 |
|  | Nitta Gelatin, Inc. | 58100 | 373258 |
|  # | Nittetsu Mining Co. Ltd. | 326500 | 3576121 |
|  # | Oat Agrio Co. Ltd. | 49200 | 699442 |
|  | Okamoto Industries, Inc. | 68400 | 2238430 |
|  | Okura Industrial Co. Ltd. | 34300 | 1104604 |
|  # | Osaka Organic Chemical Industry Ltd. | 85843 | 2130939 |
|  # | Osaka Steel Co. Ltd. | 76000 | 1278423 |
|  # | Pacific Metals Co. Ltd. | 76984 | 1022558 |
|  | Pack Corp. | 240600 | 1874693 |
|  # | PILLAR Corp. | 105500 | 3322350 |
|  | Rasa Industries Ltd. | 40000 | 1303257 |
|  | Rengo Co. Ltd. | 671000 | 4086676 |
|  # | Riken Technos Corp. | 224700 | 2036749 |
|  | Sakai Chemical Industry Co. Ltd. | 75316 | 1389727 |
|  | Sakata INX Corp. | 236800 | 3495587 |
|  | Sanyo Chemical Industries Ltd. | 39600 | 1077471 |
|  # | Sekisui Kasei Co. Ltd. | 31482 | 72251 |
|  | Shikoku Kasei Holdings Corp. | 219200 | 3902089 |
|  | Shinagawa Refra Co. Ltd. | 157500 | 1887707 |
|  | Shin-Etsu Polymer Co. Ltd. | 256400 | 3210896 |
|  | SK Kaken Co. Ltd. | 15700 | 923624 |
|  | Soken Chemical & Engineering Co. Ltd. | 81500 | 1260367 |
|  # | Stella Chemifa Corp. | 44400 | 1178571 |
|  | Sumitomo Bakelite Co. Ltd. | 92848 | 3088311 |
|  | Sumitomo Osaka Cement Co. Ltd. | 120699 | 3015083 |
|  # | Sumitomo Seika Chemicals Co. Ltd. | 48700 | 1508473 |
|  | T Hasegawa Co. Ltd. | 124300 | 2177798 |
|  | Taiheiyo Cement Corp. | 222234 | 6029541 |
|  | Taisei Lamick Group Head Quarter & Innovation Co. Ltd. | 13900 | 237758 |

---

---

| | | | |
|:---|:---|:---|:---|
| | | **Shares** | **Value»** |
|  MATERIALS — (Continued) | MATERIALS — (Continued) | MATERIALS — (Continued) |  |
|  | Taiyo Holdings Co. Ltd. | 215900 | $&nbsp;&nbsp;&nbsp;&nbsp;11549229 |
|  | Takasago International Corp. | 409000 | 3997175 |
|  | Takemoto Yohki Co. Ltd. | 2600 | 14217 |
|  # | Taki Chemical Co. Ltd. | 19300 | 451473 |
|  | Tayca Corp. | 60717 | 517443 |
|  | Teijin Ltd. | 648888 | 5676814 |
|  | Toagosei Co. Ltd. | 636000 | 6309020 |
|  | Toho Chemical Industry Co. Ltd. | 34000 | 173484 |
|  # | Toho Titanium Co. Ltd. | 168500 | 1726977 |
|  #\* | Toho Zinc Co. Ltd. | 33143 | 144487 |
|  # | Tokai Carbon Co. Ltd. | 1012100 | 6779867 |
|  | Tokushu Tokai Paper Co. Ltd. | 132474 | 1274633 |
|  | Tokuyama Corp. | 330297 | 8200108 |
|  # | Tokyo Printing Ink Manufacturing Co. Ltd. | 6300 | 287494 |
|  | Tokyo Rope Manufacturing Co. Ltd. | 32000 | 299590 |
|  | Tokyo Steel Manufacturing Co. Ltd. | 467000 | 4120658 |
|  # | Tokyo Tekko Co. Ltd. | 52900 | 1933192 |
|  | Tomoku Co. Ltd. | 65100 | 1390413 |
|  | Topy Industries Ltd. | 67300 | 1242605 |
|  # | Toyo Gosei Co. Ltd. | 27500 | 1249995 |
|  | Toyobo Co. Ltd. | 308621 | 2290833 |
|  | TYK Corp. | 108200 | 387799 |
|  | UACJ Corp. | 756964 | 9774569 |
|  | UBE Corp. | 334300 | 4914550 |
|  # | Valqua Ltd. | 95312 | 2397885 |
|  | Vertex Corp. | 252588 | 2260241 |
|  | Yamau Holdings Co. Ltd. | 5300 | 85895 |
|  | Yamax Corp. | 29700 | 388132 |
|  | Yodoko Ltd. | 646500 | 5450770 |
|  | Yotai Refractories Co. Ltd. | 8700 | 100312 |
|  | Yushiro, Inc. | 43600 | 600656 |
|  | Zacros Corp. | 345200 | 2359224 |
|  | Zeon Corp. | 641493 | 6582030 |
|  TOTAL MATERIALS | TOTAL MATERIALS | TOTAL MATERIALS | 405168601 |
|  REAL ESTATE — (1.3%) | REAL ESTATE — (1.3%) | REAL ESTATE — (1.3%) |  |
|  # | AD Works Group Co. Ltd. | 158000 | 487577 |
|  | Airport Facilities Co. Ltd. | 127670 | 853099 |
|  # | Anabuki Kosan, Inc. | 11000 | 153603 |

---

893

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##### [**Table of Contents**](#toc)
**THE JAPANESE SMALL COMPANY SERIES** 

**CONTINUED** 

---

| | | | |
|:---|:---|:---|:---|
| | | **Shares** | **Value»** |
|  REAL ESTATE — (Continued) | REAL ESTATE — (Continued) | REAL ESTATE — (Continued) |  |
|  | Aoyama Zaisan Networks Co. Ltd. | 101700 | $1325227 |
|  | Arealink Co. Ltd. | 190292 | 1254603 |
|  | AZOOM Co. Ltd. | 21000 | 654156 |
|  | B-Lot Co. Ltd. | 40800 | 461823 |
|  | Cosmos Initia Co. Ltd. | 43300 | 363924 |
|  # | CREAL, Inc. | 35500 | 229759 |
|  # | Dear Life Co. Ltd. | 142100 | 1018002 |
|  | FaithNetwork Co. Ltd. | 9600 | 51522 |
|  | Global Link Management KK | 17100 | 294909 |
|  | Goldcrest Co. Ltd. | 77870 | 1688009 |
|  # | Good Com Asset Co. Ltd. | 21200 | 186795 |
|  # | Grandy House Corp. | 98000 | 360058 |
|  # | Innovation Holdings Co. Ltd. | 3100 | 21764 |
|  | Japan Property Management Center Co. Ltd. | 29100 | 236536 |
|  # | JINUSHI Co. Ltd. | 77900 | 1465647 |
|  # | JSB Co. Ltd. | 50800 | 1201611 |
|  | Katitas Co. Ltd. | 129100 | 2098781 |
|  | Keihanshin Building Co. Ltd. | 191800 | 2156865 |
|  | LA Holdings Co. Ltd. | 21300 | 1037548 |
|  | Leopalace21 Corp. | 947400 | 3869018 |
|  | Loadstar Capital KK | 42300 | 887200 |
|  # | Mirarth Holdings, Inc. | 285900 | 704719 |
|  | Mugen Estate Co. Ltd. | 54600 | 720824 |
|  | Nisshin Group Holdings Co. Ltd. | 190600 | 744365 |
|  | Relo Group, Inc. | 392356 | 4223655 |
|  | Sankyo Frontier Co. Ltd. | 38900 | 506206 |
|  # | SRE Holdings Corp. | 37200 | 680472 |
|  | Star Mica Holdings Co. Ltd. | 129371 | 954783 |
|  | Starts Corp., Inc. | 198400 | 6163067 |
|  | Sun Frontier Fudousan Co. Ltd. | 162400 | 2405746 |
|  | TOC Co. Ltd. | 216550 | 1144046 |

---

---

| | | | |
|:---|:---|:---|:---|
| | | **Shares** | **Value»** |
|  REAL ESTATE — (Continued) | REAL ESTATE — (Continued) | REAL ESTATE — (Continued) |  |
|  | Tosei Corp. | 174700 | $3716900 |
|  | Urbanet Corp. Co. Ltd. | 97700 | 356301 |
|  TOTAL REAL ESTATE | TOTAL REAL ESTATE | TOTAL REAL ESTATE | 44679120 |
|  UTILITIES — (1.5%) | UTILITIES — (1.5%) | UTILITIES — (1.5%) |  |
|  # | Chugoku Electric Power Co., Inc. | 1164692 | 6479529 |
|  # | Hiroshima Gas Co. Ltd. | 232031 | 547781 |
|  # | Hokkaido Electric Power Co., Inc. | 782100 | 5442965 |
|  | Hokkaido Gas Co. Ltd. | 419500 | 1843733 |
|  | Hokuriku Electric Power Co. | 418671 | 2328425 |
|  # | Hokuriku Gas Co. Ltd. | 6300 | 146911 |
|  | K&O Energy Group, Inc. | 80600 | 1817015 |
|  | Nippon Gas Co. Ltd. | 645700 | 12360980 |
|  # | Okinawa Electric Power Co., Inc. | 149805 | 981640 |
|  #\* | RENOVA, Inc. | 118299 | 633841 |
|  | Saibu Gas Holdings Co. Ltd. | 36000 | 431574 |
|  | Shikoku Electric Power Co., Inc. | 907800 | 8105173 |
|  | Shizuoka Gas Co. Ltd. | 250500 | 1831792 |
|  | Toell Co. Ltd. | 29300 | 152391 |
|  | Toho Gas Co. Ltd. | 210300 | 6279555 |
|  TOTAL UTILITIES | TOTAL UTILITIES | TOTAL UTILITIES | 49383305 |
|  TOTAL COMMON STOCKS<br>Cost ($2196161505) | TOTAL COMMON STOCKS<br>Cost ($2196161505) | TOTAL COMMON STOCKS<br>Cost ($2196161505) | 3290153109 |
|  |  |  | **Value†** |
|  SECURITIES LENDING COLLATERAL — (1.2%) | SECURITIES LENDING COLLATERAL — (1.2%) | SECURITIES LENDING COLLATERAL — (1.2%) |  |
|  @§ | The DFA Short Term Investment Fund | 3497717 | 40458089 |
|  TOTAL INVESTMENTS — (100.0%)<br>(Cost $2,236,619,594) | TOTAL INVESTMENTS — (100.0%)<br>(Cost $2,236,619,594) | TOTAL INVESTMENTS — (100.0%)<br>(Cost $2,236,619,594) | $3330611198 |

---

894

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##### [**Table of Contents**](#toc)
**THE JAPANESE SMALL COMPANY SERIES** 

**CONTINUED** 

Summary of the Series' investments as of October 31, 2025, 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 |  | $65881607 |  | $65881607 |
| &nbsp;&nbsp;&nbsp;&nbsp; Consumer Discretionary |  | 546226051 |  | 546226051 |
| &nbsp;&nbsp;&nbsp;&nbsp; Consumer Staples |  | 248302193 |  | 248302193 |
| &nbsp;&nbsp;&nbsp;&nbsp; Energy |  | 29367678 |  | 29367678 |
| &nbsp;&nbsp;&nbsp;&nbsp; Financials |  | 312464571 |  | 312464571 |
| &nbsp;&nbsp;&nbsp;&nbsp; Health Care |  | 111577692 |  | 111577692 |
| &nbsp;&nbsp;&nbsp;&nbsp; Industrials |  | 1016168602 |  | 1016168602 |
| &nbsp;&nbsp;&nbsp;&nbsp; Information Technology |  | 460933689 |  | 460933689 |
| &nbsp;&nbsp;&nbsp;&nbsp; Materials |  | 405168601 |  | 405168601 |
| &nbsp;&nbsp;&nbsp;&nbsp; Real Estate |  | 44679120 |  | 44679120 |
| &nbsp;&nbsp;&nbsp;&nbsp; Utilities |  | 49383305 |  | 49383305 |
|  Securities Lending Collateral |  | 40458089 |  | 40458089 |
|  Total Investments in Securities |  | $3330611198 |  | $3330611198 |

---

See accompanying Notes to Financial Statements.

895

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##### [**Table of Contents**](#toc)
**THE ASIA PACIFIC SMALL COMPANY SERIES** 

**SCHEDULE OF INVESTMENTS** 

**October 31, 2025** 

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  COMMON STOCKS — (98.1%) | COMMON STOCKS — (98.1%) |  |  |
|  AUSTRALIA — (63.9%) | AUSTRALIA — (63.9%) |  |  |
|  #\* | 29Metals Ltd. | 3264524 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1013413 |
|  \* | 3P Learning Ltd. | 93233 | 37405 |
|  # | Accent Group Ltd. | 2422986 | 2028474 |
|  \*†† | ACN Ltd. | 1687 | 0 |
|  # | Acrow Ltd. | 1469765 | 1085982 |
|  # | Adairs Ltd. | 1109494 | 1472726 |
|  | AGL Energy Ltd. | 2224036 | 13472467 |
|  \* | AIC Mines Ltd. | 244503 | 76703 |
|  \* | AI-Media Technologies Ltd. | 200841 | 116671 |
|  #\* | Ainsworth Game Technology Ltd. | 570292 | 380772 |
|  #\* | Alkane Resources Ltd. | 4169179 | 2734618 |
|  # | Alliance Aviation Services Ltd. | 296653 | 491073 |
|  \* | Alpha HPA Ltd. | 67812 | 35003 |
|  #\* | AMA Group Ltd. | 23382945 | 1405592 |
|  | Amotiv Ltd. | 767059 | 4468191 |
|  | AMP Ltd. | 15419283 | 17989676 |
|  \* | Amplitude Energy Ltd. | 18584884 | 2918823 |
|  | Ansell Ltd. | 794036 | 18969669 |
|  #\* | Anson Resources Ltd. | 569514 | 30874 |
|  #\* | Antipa Minerals Ltd. | 412449 | 155052 |
|  #\* | Appen Ltd. | 479690 | 242056 |
|  | Arafura Rare Earths Ltd. | 2599360 | 484717 |
|  #\* | Arafura Rare Earths Ltd. (ARU AU) | 14051158 | 2615443 |
|  # | ARB Corp. Ltd. | 531787 | 12500789 |
|  # | ARN Media Ltd. | 696232 | 240610 |
|  #\* | Aroa Biosurgery Ltd. | 259971 | 131615 |
|  | AUB Group Ltd. | 681147 | 16453402 |
|  #\* | Audinate Group Ltd. | 200675 | 645657 |
|  #\* | Aura Energy Ltd. | 254270 | 35678 |
|  \* | Aurelia Metals Ltd. | 8505115 | 1363110 |
|  | Aurizon Holdings Ltd. | 2960457 | 6641763 |
|  \* | Ausgold Ltd. | 186459 | 94856 |
|  | Aussie Broadband Ltd. | 1467342 | 5708626 |
|  \* | Austal Ltd. | 2396743 | 10627515 |
|  # | Austin Engineering Ltd. | 927055 | 160518 |
|  #\* | Australian Agricultural Co. Ltd. | 925060 | 865752 |
|  # | Australian Clinical Labs Ltd. | 1251783 | 2126688 |
|  # | Australian Ethical Investment Ltd. | 486690 | 2224800 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  AUSTRALIA — (Continued) | AUSTRALIA — (Continued) |  |  |
|  | Australian Finance Group Ltd. | 1204952 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1876116 |
|  #\* | Australian Strategic Materials Ltd. | 441208 | 291938 |
|  \* | Australian Vanadium Ltd. | 16823179 | 120707 |
|  # | Autosports Group Ltd. | 32126 | 86567 |
|  †† | AVZ Minerals Ltd. | 263719 | 27651 |
|  \* | Baby Bunting Group Ltd. | 614886 | 1101034 |
|  # | Bank of Queensland Ltd. | 3431111 | 15395065 |
|  | Bapcor Ltd. | 1562886 | 2581541 |
|  \* | BCI Minerals Ltd. | 5681731 | 1431783 |
|  | Beach Energy Ltd. | 9447642 | 7676554 |
|  # | Beacon Lighting Group Ltd. | 530275 | 969094 |
|  \* | Beacon Minerals Ltd. | 91602 | 150068 |
|  | Bega Cheese Ltd. | 1663461 | 5773476 |
|  # | Bell Financial Group Ltd. | 732651 | 606301 |
|  \* | Bellevue Gold Ltd. | 8430579 | 6464548 |
|  \* | Berkeley Energia Ltd. | 37692 | 13923 |
|  \* | Betmakers Technology Group Ltd. | 223808 | 23442 |
|  # | Bisalloy Steel Group Ltd. | 12744 | 41377 |
|  #\* | Black Cat Syndicate Ltd. (BC8 AU) | 1711680 | 1133543 |
|  #\* | Boss Energy Ltd. | 1892064 | 2455548 |
|  # | Bravura Solutions Ltd. | 2314208 | 4355631 |
|  # | Breville Group Ltd. | 577014 | 11195954 |
|  \* | Brightstar Resources Ltd. | 223729 | 66387 |
|  #\* | Bubs Australia Ltd. | 244561 | 24751 |
|  | Capral Ltd. | 78536 | 580074 |
|  \* | Capricorn Metals Ltd. | 2384336 | 20076480 |
|  #\* | Carnarvon Energy Ltd. | 8458207 | 530891 |
|  # | Cash Converters International Ltd. | 2134992 | 440286 |
|  \* | Catalyst Metals Ltd. | 135323 | 598566 |
|  \* | Catapult Sports Ltd. | 530693 | 2329985 |
|  # | Cedar Woods Properties Ltd. | 365108 | 2158129 |
|  \* | Centrebet International Ltd. | 81336 | 0 |
|  #\* | Cettire Ltd. | 726755 | 327441 |
|  #\* | Chalice Mining Ltd. | 844900 | 1110850 |
|  | Challenger Ltd. | 1395658 | 8495294 |
|  # | Champion Iron Ltd. | 2273372 | 8221622 |

---

896

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##### [**Table of Contents**](#toc)
**THE ASIA PACIFIC SMALL COMPANY SERIES** 

**CONTINUED** 

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  AUSTRALIA — (Continued) | AUSTRALIA — (Continued) |  |  |
|  #\* | Chrysos Corp. Ltd. | 234895 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1237905 |
|  # | Civmec Australia Ltd. | 194000 | 171123 |
|  | Cleanaway Waste Management Ltd. | 1729403 | 2882980 |
|  #\* | ClearView Wealth Ltd. | 224865 | 87511 |
|  # | Clinuvel Pharmaceuticals Ltd. | 134861 | 1013558 |
|  # | Clover Corp. Ltd. | 332762 | 147264 |
|  #\* | Coast Entertainment Holdings Ltd. | 1684663 | 496411 |
|  # | Cobram Estate Olives Ltd. | 159843 | 355176 |
|  | Codan Ltd. | 695720 | 16475324 |
|  # | COG Financial Services Ltd. | 12471 | 18948 |
|  # | Cogstate Ltd. | 285806 | 514663 |
|  | Collins Foods Ltd. | 693605 | 4851230 |
|  \* | Comet Ridge Ltd. | 3573657 | 304725 |
|  #\* | Core Lithium Ltd. | 1322838 | 108001 |
|  #Ω | Coronado Global Resources, Inc., CDI | 3016298 | 718194 |
|  # | Corporate Travel Management Ltd. | 709260 | 7457585 |
|  | Credit Corp. Group Ltd. | 400424 | 3756470 |
|  | Dalrymple Bay Infrastructure Ltd. | 1761604 | 5106942 |
|  | Data#3 Ltd. | 905547 | 5214499 |
|  #\* | Deep Yellow Ltd. | 5694023 | 6673226 |
|  | Deterra Royalties Ltd. | 36576 | 97512 |
|  #\* | Develop Global Ltd. | 634137 | 1472381 |
|  | Dicker Data Ltd. | 555294 | 3716978 |
|  # | Domino's Pizza Enterprises Ltd. | 156345 | 1872311 |
|  | Downer EDI Ltd. | 3858487 | 19489301 |
|  \* | Dreadnought Resources Ltd. | 6016513 | 121637 |
|  \* | DUG Technology Ltd. | 90385 | 129358 |
|  # | Duratec Ltd. | 375639 | 523290 |
|  | Dyno Nobel Ltd. | 8002785 | 16840852 |
|  # | Eagers Automotive Ltd. | 767944 | 17089321 |
|  #\* | Ecograf Ltd. | 449670 | 145397 |
|  \*†† | Elanor Investor Group | 55544 | 5597 |
|  # | Elders Ltd. | 1279561 | 5934590 |
|  \* | Electro Optic Systems Holdings Ltd. | 89975 | 364954 |
|  \* | Emeco Holdings Ltd. | 1760688 | 1381057 |
|  \* | Emerald Resources NL | 3251312 | 10097000 |
|  #\* | EML Payments Ltd. | 1020916 | 644428 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  AUSTRALIA — (Continued) | AUSTRALIA — (Continued) |  |  |
|  # | Endeavour Group Ltd. | 162551 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;388896 |
|  | Energy One Ltd. | 11520 | 144009 |
|  # | Enero Group Ltd. | 285913 | 126934 |
|  # | EQT Holdings Ltd. | 139031 | 2281622 |
|  | Eureka Group Holdings Ltd. (EGH AU) | 233711 | 80949 |
|  | Euroz Hartleys Group Ltd. | 110085 | 72744 |
|  | EVT Ltd. | 494091 | 4668482 |
|  | Experience Co. Ltd. | 102579 | 10040 |
|  # | Fenix Resources Ltd. | 2407578 | 826916 |
|  | Fiducian Group Ltd. | 4647 | 36906 |
|  # | Finbar Group Ltd. | 260713 | 147558 |
|  \* | Findi Ltd. | 32861 | 40220 |
|  †† | Firefinch Ltd. | 1569275 | 38504 |
|  #\* | FireFly Metals Ltd. | 698444 | 868896 |
|  \* | FleetPartners Group Ltd. | 1402911 | 2680087 |
|  # | Fleetwood Ltd. | 387468 | 747708 |
|  # | Flight Centre Travel Group Ltd. | 717133 | 5769024 |
|  #\* | Frontier Digital Ventures Ltd. | 160232 | 50925 |
|  | G8 Education Ltd. | 4419606 | 2326125 |
|  #\* | Galan Lithium Ltd. | 841002 | 85173 |
|  \* | Gateway Mining Ltd. | 122828 | 7064 |
|  # | Generation Development Group Ltd. | 913997 | 4277694 |
|  \* | Genesis Minerals Ltd. | 4218121 | 16048249 |
|  | GenusPlus Group Ltd. | 136734 | 621614 |
|  # | GR Engineering Services Ltd. | 459321 | 1099839 |
|  | GrainCorp Ltd., Class A | 1384143 | 8005923 |
|  # | Grange Resources Ltd. | 1451369 | 256404 |
|  | GWA Group Ltd. | 1200408 | 1939453 |
|  # | Hansen Technologies Ltd. | 1035882 | 3778818 |
|  | Healius Ltd. | 1787898 | 1040635 |
|  | Helia Group Ltd. | 1865902 | 6580991 |
|  # | Helloworld Travel Ltd. | 56179 | 69793 |
|  \* | Highfield Resources Ltd. | 88200 | 3287 |
|  # | Horizon Oil Ltd. | 3251557 | 436330 |
|  #\* | Hot Chili Ltd. | 161431 | 103352 |
|  # | Humm Group Ltd. | 1917461 | 758025 |
|  # | IDP Education Ltd. | 1355422 | 4968531 |
|  \* | IGO Ltd. | 2952561 | 10352885 |
|  | Iluka Resources Ltd. | 2070814 | 9362497 |

---

897

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##### [**Table of Contents**](#toc)
**THE ASIA PACIFIC SMALL COMPANY SERIES** 

**CONTINUED** 

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  AUSTRALIA — (Continued) | AUSTRALIA — (Continued) |  |  |
|  | Imdex Ltd. | 3410700 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7667524 |
|  #\* | Immutep Ltd. (IMM AU) | 5216717 | 954682 |
|  | Infomedia Ltd. | 1691553 | 1863874 |
|  | Inghams Group Ltd. | 2717345 | 4300982 |
|  \* | Insignia Financial Ltd. | 3198090 | 9479048 |
|  # | Integral Diagnostics Ltd. | 1498180 | 2533640 |
|  \* | Investigator Resources Ltd. | 918733 | 30629 |
|  #\* | Invictus Energy Ltd. | 525574 | 58538 |
|  #\* | ioneer Ltd. | 7840181 | 947736 |
|  \* | Ionic Rare Earths Ltd. | 934713 | 10429 |
|  # | IPD Group Ltd. | 171621 | 413229 |
|  # | IPH Ltd. | 929612 | 2241477 |
|  | IRESS Ltd. | 941727 | 5452874 |
|  | IVE Group Ltd. | 592683 | 1080602 |
|  \* | Judo Capital Holdings Ltd. | 3740593 | 4128989 |
|  # | Jumbo Interactive Ltd. | 208843 | 1602648 |
|  | Jupiter Mines Ltd. | 7892603 | 1341946 |
|  # | Karoon Energy Ltd. | 4207588 | 4428436 |
|  #\* | Kelly Partners Group Holdings Ltd. | 5476 | 34199 |
|  # | Kelsian Group Ltd. | 776208 | 2471256 |
|  \* | Kingston Resources Ltd. | 123910 | 9725 |
|  # | Kogan.com Ltd. | 273057 | 567813 |
|  # | L1 Group Ltd. | 461809 | 341189 |
|  | Lendlease Corp. Ltd. | 3907072 | 14168521 |
|  \*†† | Leo Lithium Ltd. | 726998 | 0 |
|  | Liberty Financial Group Ltd. | 4470 | 12059 |
|  # | Lifestyle Communities Ltd. | 318099 | 1076569 |
|  # | Lindsay Australia Ltd. | 683377 | 270283 |
|  \* | Lotus Resources Ltd. | 2496899 | 317646 |
|  | Lovisa Holdings Ltd. | 404882 | 9578921 |
|  # | Lycopodium Ltd. | 129244 | 1064459 |
|  # | MA Financial Group Ltd. | 643693 | 4050916 |
|  # | Maas Group Holdings Ltd. | 334893 | 1039078 |
|  # | Macmahon Holdings Ltd. | 6959659 | 2137126 |
|  \* | Macquarie Technology Group Ltd. | 81819 | 3539256 |
|  # | Mader Group Ltd. | 101553 | 589573 |
|  | Magellan Financial Group Ltd. | 1038801 | 6529256 |
|  \*†† | Mallee Resources Ltd. | 49485 | 0 |
|  | Maxiparts Ltd. | 105244 | 168657 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  AUSTRALIA — (Continued) | AUSTRALIA — (Continued) |  |  |
|  \* | Mayne Pharma Group Ltd. | 298689 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;829650 |
|  | McMillan Shakespeare Ltd. | 342202 | 3851673 |
|  \* | Megaport Ltd. | 879583 | 9447876 |
|  \* | Melbana Energy Ltd. | 786335 | 7710 |
|  #\* | Mesoblast Ltd. (MSB AU) | 3810861 | 6228100 |
|  #\* | Metals X Ltd. | 4908455 | 2708180 |
|  | Metcash Ltd. | 6428419 | 16012698 |
|  #\* | Metro Mining Ltd. | 3007921 | 143446 |
|  \* | Michael Hill International Ltd. (MHJ AU) | 32450 | 7219 |
|  #\* | Michael Hill International Ltd. (MHJ NZ) | 1088653 | 249360 |
|  | Monadelphous Group Ltd. | 563042 | 8557811 |
|  # | Monash IVF Group Ltd. | 1834274 | 828922 |
|  \* | Morning Star Gold NL | 332749 | 0 |
|  | MotorCycle Holdings Ltd. | 9722 | 23958 |
|  \* | Mount Gibson Iron Ltd. | 2762130 | 650379 |
|  # | Myer Holdings Ltd. | 7687620 | 1984379 |
|  | MyState Ltd. | 921036 | 2679207 |
|  \* | Nanosonics Ltd. | 857464 | 2567920 |
|  | Navigator Global Investments Ltd. | 1790014 | 2914757 |
|  #\* | Neuren Pharmaceuticals Ltd. | 370798 | 5263471 |
|  # | New Hope Corp. Ltd. | 3054385 | 8289578 |
|  | nib holdings Ltd. | 2780021 | 13701588 |
|  # | Nick Scali Ltd. | 480421 | 7980664 |
|  # | Nickel Industries Ltd. | 7670465 | 3705148 |
|  | Nine Entertainment Co. Holdings Ltd. | 6220589 | 4719777 |
|  #\* | Novonix Ltd. | 164811 | 61798 |
|  | NRW Holdings Ltd. | 2836956 | 8988678 |
|  \* | Nufarm Ltd. | 1867861 | 2540203 |
|  #\* | Nuix Ltd. | 994461 | 1587540 |
|  | Objective Corp. Ltd. | 133508 | 1611931 |
|  #\* | OFX Group Ltd. | 1222746 | 492909 |
|  | OM Holdings Ltd. | 37137 | 6192 |
|  #\* | Omni Bridgeway Ltd. | 1522125 | 1587147 |
|  | oOh!media Ltd. | 2136843 | 1921000 |
|  #\* | Ora Banda Mining Ltd. | 4953550 | 3898910 |
|  | Orora Ltd. | 7493885 | 9857589 |
|  | Pacific Current Group Ltd. | 197525 | 1328597 |

---

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##### [**Table of Contents**](#toc)
**THE ASIA PACIFIC SMALL COMPANY SERIES** 

**CONTINUED** 

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  AUSTRALIA — (Continued) | AUSTRALIA — (Continued) |  |  |
|  #\* | Paladin Energy Ltd. | 2173021 | $&nbsp;&nbsp;&nbsp;&nbsp;13631809 |
|  \* | Pantoro Gold Ltd. | 1559835 | 5209409 |
|  \* | Paradigm Biopharmaceuticals Ltd. | 105898 | 29418 |
|  #\* | Paragon Care Ltd. | 1641276 | 343801 |
|  | Peet Ltd. | 1417045 | 1772353 |
|  #\* | Peninsula Energy Ltd. | 1072373 | 413270 |
|  #\* | PeopleIN Ltd. | 111660 | 61686 |
|  # | Pepper Money Ltd. | 482716 | 704204 |
|  | Perenti Ltd. | 4932735 | 8736608 |
|  | Perpetual Ltd. | 436802 | 5478842 |
|  | Perseus Mining Ltd. | 5620140 | 17838148 |
|  # | Peter Warren Automotive Holdings Ltd. | 406016 | 495392 |
|  \* | PEXA Group Ltd. | 806634 | 7986721 |
|  \* | PPK Mining Equipment Group Pty. Ltd. | 22761 | 0 |
|  | Praemium Ltd. | 1857486 | 1109197 |
|  | Premier Investments Ltd. | 455217 | 5299085 |
|  # | Propel Funeral Partners Ltd. | 271223 | 889774 |
|  #\* | Province Resources Ltd. | 889179 | 7563 |
|  # | PWR Holdings Ltd. | 528344 | 2938292 |
|  \* | QPM Energy Ltd. | 675701 | 19024 |
|  | Ramelius Resources Ltd. | 6530442 | 14127883 |
|  #\* | ReadyTech Holdings Ltd. | 271579 | 389112 |
|  # | Regal Partners Ltd. | 40660 | 77568 |
|  | Regis Healthcare Ltd. | 941166 | 4561567 |
|  | Regis Resources Ltd. | 4485238 | 18829045 |
|  | Reliance Worldwide Corp. Ltd. | 4486285 | 12164683 |
|  \* | Renascor Resources Ltd. | 411869 | 22905 |
|  # | Resimac Group Ltd. | 59453 | 44104 |
|  \* | Resolute Mining Ltd. | 12851604 | 7998816 |
|  #\* | Retail Food Group Ltd. | 212320 | 203700 |
|  # | Ricegrowers Ltd. | 7954 | 89173 |
|  # | Ridley Corp. Ltd. | 1773927 | 3436180 |
|  \* | RPMGlobal Holdings Ltd. | 1159561 | 3691728 |
|  \* | Sandfire Resources Ltd. | 1516599 | 16063073 |
|  \* | Saturn Metals Ltd. | 67645 | 22118 |
|  \* | Select Harvests Ltd. | 556734 | 1415134 |
|  # | Servcorp Ltd. | 287787 | 1389501 |
|  | Service Stream Ltd. | 3709486 | 5503217 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  AUSTRALIA — (Continued) | AUSTRALIA — (Continued) |  |  |
|  #\* | Seven West Media Ltd. | 205325 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18476 |
|  | Shape Australia Pty. Ltd. | 16579 | 62735 |
|  | Shaver Shop Group Ltd. | 566769 | 523143 |
|  \* | Sheffield Resources Ltd. | 159251 | 10308 |
|  | Shriro Holdings Ltd. | 19558 | 9774 |
|  #\* | Silver Mines Ltd. | 5184038 | 575245 |
|  # | Sims Ltd. (SGM AU) | 1029350 | 10738058 |
|  \* | SiteMinder Ltd. | 242932 | 1127689 |
|  | SKS Technologies Group Ltd. | 64279 | 159693 |
|  \* | Smart Parking Ltd. | 158737 | 130778 |
|  # | SmartGroup Corp. Ltd. | 685361 | 3663780 |
|  # | Solvar Ltd. | 945012 | 966560 |
|  | Southern Cross Electrical Engineering Ltd. | 1482590 | 2383445 |
|  # | Southern Cross Media Group Ltd. | 978868 | 540644 |
|  \*†† | SpeedCast International Ltd. | 1497915 | 0 |
|  # | SRG Global Ltd. | 3337113 | 6000736 |
|  #\* | St Barbara Ltd. | 7006123 | 2357817 |
|  | Stanmore Resources Ltd. | 1571810 | 2209065 |
|  # | Step One Clothing Ltd. | 74766 | 23995 |
|  \* | Strickland Metals Ltd. | 231568 | 28763 |
|  #\* | Strike Energy Ltd. | 2861554 | 205578 |
|  | Super Retail Group Ltd. | 966039 | 10096409 |
|  \* | Superloop Ltd. | 3013346 | 6147776 |
|  # | Supply Network Ltd. | 20361 | 469571 |
|  #\* | Syrah Resources Ltd. | 3490248 | 775851 |
|  | Tabcorp Holdings Ltd. | 12363054 | 8590972 |
|  #\* | Telix Pharmaceuticals Ltd. | 350736 | 3711362 |
|  \* | Temple & Webster Group Ltd. | 129415 | 2011334 |
|  | Ten Sixty Four Ltd. | 1044721 | 75192 |
|  # | Treasury Wine Estates Ltd. | 2448514 | 9590578 |
|  | Tribune Resources Ltd. | 18468 | 80309 |
|  \* | Tuas Ltd. | 1218716 | 5609188 |
|  #\* | Tyro Payments Ltd. | 1400667 | 1016527 |
|  # | Universal Store Holdings Ltd. | 19109 | 110845 |
|  \* | Vault Minerals Ltd. | 18321214 | 8710144 |

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**THE ASIA PACIFIC SMALL COMPANY SERIES** 

**CONTINUED** 

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  AUSTRALIA — (Continued) | AUSTRALIA — (Continued) |  |  |
|  | Ventia Services Group Pty. Ltd. | 4810257 | $&nbsp;&nbsp;&nbsp;&nbsp;18017114 |
|  #Ω | Viva Energy Group Ltd. | 4303853 | 5166062 |
|  \* | Viva Leisure Ltd. | 84404 | 93056 |
|  #\* | Vulcan Energy Resources Ltd. | 88200 | 387966 |
|  # | Vulcan Steel Ltd. | 162808 | 771744 |
|  \* | Vysarn Ltd. | 566469 | 238781 |
|  | Wagners Holding Co. Ltd. | 137096 | 242009 |
|  \*†† | Walkabout Resources Ltd. | 1129282 | 0 |
|  # | Washington H Soul Pattinson & Co. Ltd. | 410800 | 10093878 |
|  \* | WEB Travel Group Ltd. | 2208842 | 6026347 |
|  #\* | Webjet Group Ltd. | 2089682 | 1147751 |
|  #\* | West African Resources Ltd. | 6987249 | 5771121 |
|  | Westgold Resources Ltd. | 5288770 | 18329837 |
|  | Whitehaven Coal Ltd. | 3644576 | 17129875 |
|  \* | Wildcat Resources Ltd. | 28702 | 4219 |
|  | XRF Scientific Ltd. | 321689 | 439234 |
|  \* | Zip Co. Ltd. | 7218788 | 18139482 |
|  TOTAL AUSTRALIA | TOTAL AUSTRALIA | TOTAL AUSTRALIA | 1056864866 |
|  CHINA — (0.0%) | CHINA — (0.0%) |  |  |
|  \* | Neo-Neon Holdings Ltd. | 1453500 | 68166 |
|  \* | Tongda Group Holdings Ltd. | 103200 | 61176 |
|  TOTAL CHINA | TOTAL CHINA | TOTAL CHINA | 129342 |
|  HONG KONG — (19.3%) | HONG KONG — (19.3%) |  |  |
|  | Aeon Credit Service Asia Co. Ltd. | 638248 | 621973 |
|  \* | Allied Group Ltd. | 2842000 | 878831 |
|  | Analogue Holdings Ltd. | 842000 | 97378 |
|  | APAC Resources Ltd. | 2877284 | 715571 |
|  #\* | Apollo Future Mobility Group Ltd. | 43599 | 3873 |
|  | Asia Financial Holdings Ltd. | 1626908 | 920659 |
|  \* | Asia Standard International Group Ltd. | 10846917 | 418519 |
|  | ASMPT Ltd. | 1639200 | 17253868 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  HONG KONG — (Continued) | HONG KONG — (Continued) |  |  |
|  | Associated International Hotels Ltd. | 598000 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;411245 |
|  | Bank of East Asia Ltd. | 4560788 | 7852744 |
|  | Best Mart 360 Holdings Ltd. | 1180000 | 315778 |
|  #\* | Bright Smart Securities & Commodities Group Ltd. | 4590000 | 5748655 |
|  | Build King Holdings Ltd. | 630000 | 124054 |
|  # | Cafe de Coral Holdings Ltd. | 1662000 | 1342520 |
|  | Chen Hsong Holdings | 1260000 | 292048 |
|  | Cheuk Nang Holdings Ltd. | 578714 | 103740 |
|  | Chevalier International Holdings Ltd. | 516989 | 256607 |
|  \* | Chi Kan Holdings Ltd. | 84000 | 26151 |
|  \* | China Energy Development Holdings Ltd. | 45426000 | 199118 |
|  | China Motor Bus Co. Ltd. | 72200 | 545842 |
|  \* | China Star Entertainment Ltd. | 8110000 | 2265582 |
|  | Chinese Estates Holdings Ltd. | 1443500 | 242867 |
|  | Chow Sang Sang Holdings International Ltd. | 1849000 | 3308553 |
|  \* | Chuang's Consortium International Ltd. | 6259043 | 269326 |
|  | CITIC Telecom International Holdings Ltd. | 8787125 | 2793599 |
|  \* | CK Life Sciences International Holdings, Inc. | 14716000 | 1703617 |
|  # | C-Mer Medical Holdings Ltd. | 2424000 | 567959 |
|  | CN Logistics International Holdings Ltd. | 33000 | 14296 |
|  \* | CNT Group Ltd. | 37264 | 1050 |
|  #†† | Convoy, Inc. | 32922000 | 132611 |
|  #\* | Cowell e Holdings, Inc. | 1329000 | 5279702 |
|  Ω | Crystal International Group Ltd. | 3572000 | 3130942 |
|  \* | CSC Holdings Ltd. | 37641250 | 164559 |

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**CONTINUED** 

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  HONG KONG — (Continued) | HONG KONG — (Continued) |  |  |
|  \* | CSI Properties Ltd. | 53122934 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1229241 |
|  | CTF Services Ltd. | 5021000 | 5425460 |
|  \*†† | CW Group Holdings Ltd. | 1361500 | 0 |
|  | Dah Sing Banking Group Ltd. | 2291916 | 3244368 |
|  | Dah Sing Financial Holdings Ltd. | 1000944 | 4628197 |
|  #\* | Deep Source Holdings Ltd. | 26960000 | 2637726 |
|  | Dickson Concepts International Ltd. | 810000 | 547761 |
|  #\* | DL Holdings Group Ltd. | 1648000 | 535643 |
|  | Dream International Ltd. | 686000 | 860292 |
|  | Dynamic Holdings Ltd. | 98000 | 153637 |
|  | Eagle Nice International Holdings Ltd. | 844000 | 393492 |
|  # | EC Healthcare | 921097 | 75826 |
|  †† | EcoGreen International Group Ltd. | 1994640 | 91459 |
|  \* | Emperor Capital Group Ltd. | 5010000 | 65670 |
|  | Emperor Watch & Jewellery Ltd. | 16050000 | 588456 |
|  \* | ENM Holdings Ltd. | 12820000 | 486685 |
|  \* | Esprit Holdings Ltd. | 727532 | 120972 |
|  | Fairwood Holdings Ltd. | 351458 | 232015 |
|  | Far East Consortium International Ltd. | 6699629 | 655433 |
|  | First Pacific Co. Ltd. | 11802000 | 9529052 |
|  \* | First Shanghai Investments Ltd. | 1016000 | 38581 |
|  #\*Ω | FIT Hon Teng Ltd. | 8004000 | 5988143 |
|  | Four Seas Mercantile Holdings Ltd. | 610000 | 204122 |
|  \*Ω | Frontage Holdings Corp. | 826000 | 127027 |
|  | FSE Lifestyle Services Ltd. | 541000 | 402456 |
|  | Get Nice Holdings Ltd. | 487720 | 186896 |
|  | Giordano International Ltd. | 4932000 | 938672 |
|  | Glorious Sun Enterprises Ltd. | 2100000 | 359651 |
|  #\*†† | Gold Financial Holdings Ltd. | 9580000 | 0 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  HONG KONG — (Continued) | HONG KONG — (Continued) |  |  |
|  | Gold Peak Technology Group Ltd. | 3029642 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;281056 |
|  | Golden Resources Development International Ltd. | 2562500 | 115477 |
|  \* | GR Life Style Co. Ltd. | 2568000 | 653830 |
|  | Great Eagle Holdings Ltd. | 922472 | 1727423 |
|  | G-Resources Group Ltd. | 1243810 | 1293402 |
|  # | Guoco Group Ltd. | 15000 | 149518 |
|  # | Guotai Junan International Holdings Ltd. | 10224797 | 5014557 |
|  | Hang Lung Group Ltd. | 3953000 | 7522129 |
|  | Hang Lung Properties Ltd. | 9681368 | 10780614 |
|  \* | Hanison Construction Holdings Ltd. | 2139649 | 66747 |
|  | Harbour Centre Development Ltd. | 820500 | 443250 |
|  \* | HKR International Ltd. | 2496969 | 348574 |
|  | Hong Kong Ferry Holdings Co. Ltd. | 1149300 | 712467 |
|  | Hong Kong Technology Venture Co. Ltd. | 2043784 | 377641 |
|  #\* | Hong Kong Zcloud Technology Construction Ltd. | 320000 | 152438 |
|  \* | Hongkong & Shanghai Hotels Ltd. | 2164489 | 1711645 |
|  \* | Hongkong Chinese Ltd. | 863774 | 35279 |
|  Ω | Honma Golf Ltd. | 738500 | 316536 |
|  | Hung Hing Printing Group Ltd. | 1964000 | 235196 |
|  | Hutchison Telecommunications Hong Kong Holdings Ltd. | 6110000 | 856443 |
|  | Hysan Development Co. Ltd. | 3620000 | 7499755 |
|  | IGG, Inc. | 3947000 | 1978475 |
|  Ω | Impro Precision Industries Ltd. | 1109000 | 713826 |
|  | International Housewares Retail Co. Ltd. | 1856000 | 188841 |
|  \* | IPE Group Ltd. | 1295000 | 137049 |

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**CONTINUED** 

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  HONG KONG — (Continued) | HONG KONG — (Continued) |  |  |
|  | Jacobson Pharma Corp. Ltd. | 2942000 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;548315 |
|  | JBM Healthcare Ltd. | 390000 | 148280 |
|  # | Johnson Electric Holdings Ltd. | 1856168 | 8709692 |
|  | K Wah International Holdings Ltd. | 4300000 | 1222504 |
|  | Karrie International Holdings Ltd. | 2844000 | 1034962 |
|  | Keck Seng Investments Hong Kong Ltd. | 856600 | 246848 |
|  | Kerry Properties Ltd. | 3002500 | 7567700 |
|  \* | Kingkey Financial International Holdings Ltd. | 2600000 | 50071 |
|  | KLN Logistics Group Ltd. | 1919500 | 1776460 |
|  | Kowloon Development Co. Ltd. | 1833301 | 892114 |
|  \* | KuangChi Science Ltd. | 190000 | 31498 |
|  \* | Lai Sun Development Co. Ltd. | 2394294 | 202056 |
|  | Lam Soon Hong Kong Ltd. | 302310 | 449426 |
|  | Langham Hospitality Investments & Langham Hospitality Investments Ltd. | 3809248 | 250176 |
|  | Liu Chong Hing Investment Ltd. | 782200 | 440959 |
|  | Luk Fook Holdings International Ltd. | 1868000 | 5972416 |
|  | Man Wah Holdings Ltd. | 7686800 | 4692664 |
|  | Matrix Holdings Ltd. | 581414 | 37479 |
|  \* | MECOM Power & Construction Ltd. | 25999 | 498 |
|  | Melbourne Enterprises Ltd. | 39500 | 324224 |
|  \* | Melco International Development Ltd. | 3367499 | 2023062 |
|  | MGM China Holdings Ltd. | 19600 | 37543 |
|  \*†† | MH Development NPV | 1125499 | 0 |
|  \* | Midland Holdings Ltd. | 2649987 | 747788 |
|  | Miramar Hotel & Investment | 1129000 | 1418223 |
|  # | Modern Dental Group Ltd. | 1743000 | 1171575 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  HONG KONG — (Continued) | HONG KONG — (Continued) |  |  |
|  \* | Modern Innovative Digital Technology Co. Ltd. | 1640000 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24395 |
|  #\* | Mongolian Mining Corp. | 2979000 | 4341340 |
|  | NagaCorp Ltd. | 4875359 | 3269057 |
|  | Nameson Holdings Ltd. | 3188000 | 364933 |
|  | Nanyang Holdings Ltd. | 87000 | 337275 |
|  | National Electronics Holdings | 1342600 | 63451 |
|  \* | National United Resources Holdings Ltd. | 182800 | 7318 |
|  #\* | New World Development Co. Ltd. | 4941000 | 4573555 |
|  \*†† | NewOcean Energy Holdings Ltd. | 7246000 | 0 |
|  # | Nissin Foods Co. Ltd. | 1094000 | 945004 |
|  | Orbusneich Medical Group Holdings Ltd. | 101500 | 58595 |
|  | Oriental Watch Holdings | 1950536 | 853510 |
|  \* | Oshidori International Holdings Ltd. | 18338400 | 1184617 |
|  # | Pacific Basin Shipping Ltd. | 25823000 | 8552514 |
|  # | Pacific Textiles Holdings Ltd. | 5009000 | 934827 |
|  | Paradise Entertainment Ltd. | 588000 | 58270 |
|  | PAX Global Technology Ltd. | 3205000 | 2195789 |
|  | PC Partner Group Ltd. | 1364000 | 1091416 |
|  | PCCW Ltd. | 15544545 | 11104547 |
|  #\*†† | Peace Mark Holdings Ltd. | 2479870 | 0 |
|  # | Perfect Medical Health Management Ltd. | 1972000 | 350182 |
|  | Pico Far East Holdings Ltd. | 4100000 | 1383715 |
|  | Playmates Holdings Ltd. | 6446000 | 439708 |
|  # | Plover Bay Technologies Ltd. | 1690000 | 1394075 |
|  \* | Public Financial Holdings Ltd. | 1696000 | 279770 |
|  \*†† | Pyxis Group Ltd. | 1936000 | 0 |

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**CONTINUED** 

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  HONG KONG — (Continued) | HONG KONG — (Continued) |  |  |
|  #Ω | Regina Miracle International Holdings Ltd. | 1105000 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;289646 |
|  # | Sa Sa International Holdings Ltd. | 1908000 | 152248 |
|  | Safety Godown Co. Ltd. | 1200000 | 309067 |
|  Ω | Samsonite Group SA | 5441100 | 11377666 |
|  | SAS Dragon Holdings Ltd. | 854368 | 513807 |
|  # | SEA Holdings Ltd. | 1657523 | 274584 |
|  # | Shangri-La Asia Ltd. | 5314000 | 3316220 |
|  \* | Shenwan Hongyuan HK Ltd. | 1875000 | 397320 |
|  \* | Shun Tak Holdings Ltd. | 4729419 | 444860 |
|  | Singamas Container Holdings Ltd. | 8058000 | 672975 |
|  \* | Sinohope Technology Holdings Ltd. | 547500 | 320424 |
|  #\* | SJM Holdings Ltd. | 14597750 | 5312500 |
|  \* | Smart Digital Technology Group Ltd. | 80000 | 25740 |
|  \* | Smart Fish Wealthlink Holdings Ltd. | 743400 | 41053 |
|  | SmarTone Telecommunications Holdings Ltd. | 1338981 | 831750 |
|  \* | Solomon Systech International Ltd. | 8904000 | 571822 |
|  \* | Soundwill Holdings Ltd. | 408286 | 316588 |
|  \* | South China Holdings Co. Ltd. | 638503 | 2821 |
|  \* | Starcoin Group Ltd. | 1630000 | 50977 |
|  | Stella International Holdings Ltd. | 2970000 | 6314173 |
|  | Sun Hung Kai & Co. Ltd. | 3078327 | 1528886 |
|  # | SUNeVision Holdings Ltd. | 3696000 | 2870823 |
|  | TAI Cheung Holdings Ltd. | 1557000 | 637775 |
|  | Tai Sang Land Development Ltd. | 696910 | 204231 |
|  | Tan Chong International Ltd. | 1176000 | 239456 |
|  \* | Taung Gold International Ltd. | 3757000 | 318221 |
|  \* | Television Broadcasts Ltd. | 646100 | 275819 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  HONG KONG — (Continued) | HONG KONG — (Continued) |  |  |
|  | Texhong International Group Ltd. | 848000 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;497518 |
|  | Texwinca Holdings Ltd. | 2464000 | 247487 |
|  | Tian Teck Land Ltd. | 1024000 | 265571 |
|  | Town Health International Medical Group Ltd. | 8928115 | 315727 |
|  | Tradelink Electronic Commerce Ltd. | 2870000 | 376692 |
|  # | Transport International Holdings Ltd. | 1159529 | 1596451 |
|  # | Truly International Holdings Ltd. | 402000 | 58922 |
|  # | United Laboratories International Holdings Ltd. | 5474000 | 8862636 |
|  \* | Unity Group Holdings International Ltd. | 2882000 | 146567 |
|  \* | Universal Technologies Holdings Ltd. | 1730000 | 23863 |
|  \*†† | Untrade.Genting | 5824000 | 0 |
|  | Value Partners Group Ltd. | 5416000 | 1712126 |
|  | Vedan International Holdings Ltd. | 3576000 | 311867 |
|  | Vitasoy International Holdings Ltd. | 2107000 | 2060699 |
|  \* | Viva Goods Co. Ltd. | 2624000 | 199215 |
|  #\* | Vobile Group Ltd. | 4381000 | 2920360 |
|  # | VSTECS Holdings Ltd. | 4029600 | 4989243 |
|  | VTech Holdings Ltd. | 846200 | 6901350 |
|  \* | Wang On Group Ltd. | 17860000 | 66560 |
|  | Wing On Co. International Ltd. | 490000 | 835639 |
|  | Wing Tai Properties Ltd. | 1405331 | 302420 |
|  | Wynn Macau Ltd. | 8216000 | 6986111 |
|  # | Xinyi Glass Holdings Ltd. | 9571885 | 11194595 |
|  | Yee Hop Holdings Ltd. | 421000 | 179196 |
|  | YesAsia Holdings Ltd. | 337000 | 216739 |
|  # | Yue Yuen Industrial Holdings Ltd. | 3271500 | 5999834 |
|  #\* | Yunfeng Financial Group Ltd. | 1012000 | 545214 |
|  TOTAL HONG KONG | TOTAL HONG KONG | TOTAL HONG KONG | 320291388 |

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**CONTINUED** 

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  NEW ZEALAND — (2.6%) | NEW ZEALAND — (2.6%) |  |  |
|  | AFT Pharmaceuticals Ltd. | 34226 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;60264 |
|  | Air New Zealand Ltd. | 6092606 | 2074446 |
|  # | Briscoe Group Ltd. | 38420 | 118739 |
|  # | Channel Infrastructure NZ Ltd. | 1428682 | 2191258 |
|  | Colonial Motor Co. Ltd. | 70115 | 321339 |
|  | Delegat Group Ltd. | 6400 | 15184 |
|  \* | Eroad Ltd. | 39322 | 43833 |
|  \* | Fletcher Building Ltd. (FBU NZ) | 991233 | 1847787 |
|  | Freightways Group Ltd. | 612546 | 5154339 |
|  | Genesis Energy Ltd. | 1347947 | 1935849 |
|  \* | Gentrack Group Ltd. | 152301 | 797094 |
|  # | Hallenstein Glasson Holdings Ltd. | 194394 | 1095825 |
|  # | Heartland Group Holdings Ltd. | 3061313 | 1899320 |
|  | Investore Property Ltd. | 1088095 | 782860 |
|  \* | KMD Brands Ltd. | 1577776 | 257209 |
|  # | Napier Port Holdings Ltd. | 67011 | 132213 |
|  # | NZME Ltd. (NZM AU) | 513703 | 343578 |
|  # | NZME Ltd. (NZM NZ) | 62826 | 41839 |
|  # | NZX Ltd. | 1241430 | 1093608 |
|  \* | Oceania Healthcare Ltd. | 2377749 | 1074223 |
|  #\* | Pacific Edge Ltd. | 279464 | 30090 |
|  # | PGG Wrightson Ltd. | 122938 | 160450 |
|  \* | Rakon Ltd. | 130325 | 59626 |
|  | Restaurant Brands New Zealand Ltd. | 82876 | 239000 |
|  \*†† | RPNZ Ltd. | 274180 | 0 |
|  \* | Ryman Healthcare Ltd. | 2209511 | 3618272 |
|  | Sanford Ltd. | 153463 | 540331 |
|  | Scales Corp. Ltd. | 487109 | 1699625 |
|  # | Scott Technology Ltd. | 56917 | 100299 |
|  #\* | Serko Ltd. | 214319 | 333634 |
|  | Skellerup Holdings Ltd. | 704383 | 2212818 |
|  | SKY Network Television Ltd. | 463769 | 955706 |
|  #\* | SKYCITY Entertainment Group Ltd. | 3512768 | 1465676 |
|  #\* | Steel & Tube Holdings Ltd. | 326363 | 132549 |
|  | Summerset Group Holdings Ltd. | 984584 | 6530139 |
|  # | Tourism Holdings Ltd. | 558453 | 809245 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  NEW ZEALAND — (Continued) | NEW ZEALAND — (Continued) |  |  |
|  # | TOWER Ltd. | 937247 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;991310 |
|  # | Turners Automotive Group Ltd. | 136342 | 570525 |
|  #\* | Vista Group International Ltd. | 748149 | 1134045 |
|  #\* | Warehouse Group Ltd. | 160610 | 73971 |
|  TOTAL NEW ZEALAND | TOTAL NEW ZEALAND | TOTAL NEW ZEALAND | 42938118 |
|  SINGAPORE — (12.3%) | SINGAPORE — (12.3%) |  |  |
|  \*†† | Abterra Ltd. | 230320 | 0 |
|  #\* | AEM Holdings Ltd. | 1372974 | 1998536 |
|  # | Aztech Global Ltd. | 1143800 | 593473 |
|  # | Banyan Tree Holdings Ltd. | 933200 | 451271 |
|  | Bonvests Holdings Ltd. | 950000 | 720272 |
|  | Boustead Singapore Ltd. | 1400269 | 1922812 |
|  | BRC Asia Ltd. | 96200 | 311577 |
|  # | Bukit Sembawang Estates Ltd. | 608203 | 1958001 |
|  | Bund Center Investment Ltd. | 659825 | 212951 |
|  | Capitaland India Trust | 5085421 | 4725132 |
|  | Centurion Corp. Ltd. | 1374900 | 1497454 |
|  # | China Aviation Oil Singapore Corp. Ltd. | 1402999 | 1637608 |
|  # | China Sunsine Chemical Holdings Ltd. | 1589700 | 896979 |
|  | Chuan Hup Holdings Ltd. | 1861300 | 313778 |
|  | City Developments Ltd. | 1872600 | 10401276 |
|  | ComfortDelGro Corp. Ltd. | 10768000 | 12073835 |
|  #\* | COSCO Shipping International Singapore Co. Ltd. | 6431200 | 597357 |
|  \* | Creative Technology Ltd. | 38200 | 17295 |
|  # | CSE Global Ltd. | 2672066 | 1732084 |
|  # | Delfi Ltd. | 1270200 | 790306 |
|  | DFI Retail Group Holdings Ltd. | 1158300 | 4063933 |
|  #\*†† | Ezion Holdings Ltd. | 9845878 | 0 |
|  #\*†† | Ezra Holdings Ltd. | 6266171 | 0 |
|  | Far East Orchard Ltd. | 838695 | 798557 |
|  | First Resources Ltd. | 2879900 | 4338500 |
|  | First Sponsor Group Ltd. | 484727 | 385284 |

---

904

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##### [**Table of Contents**](#toc)
**THE ASIA PACIFIC SMALL COMPANY SERIES** 

**CONTINUED** 

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  SINGAPORE — (Continued) | SINGAPORE — (Continued) |  |  |
|  # | Food Empire Holdings Ltd. | 885100 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1603794 |
|  # | Fraser & Neave Ltd. | 446100 | 510294 |
|  | Frasers Property Ltd. | 114800 | 92519 |
|  # | Frencken Group Ltd. | 1732400 | 2192247 |
|  #\* | Fu Yu Corp. Ltd. | 3048000 | 245987 |
|  \* | Gallant Venture Ltd. | 4716600 | 271741 |
|  | Geo Energy Resources Ltd. | 3561700 | 1325163 |
|  | Golden Agri-Resources Ltd. | 27895400 | 6001069 |
|  | GuocoLand Ltd. | 909114 | 1514978 |
|  | Haw Par Corp. Ltd. | 494100 | 5617797 |
|  | Hiap Hoe Ltd. | 498000 | 204283 |
|  | Ho Bee Land Ltd. | 670700 | 1159008 |
|  # | Hong Fok Corp. Ltd. | 1433994 | 847990 |
|  | Hong Leong Asia Ltd. | 999800 | 1849738 |
|  | Hong Leong Finance Ltd. | 1103300 | 2212061 |
|  | Hotel Grand Central Ltd. | 659454 | 354514 |
|  # | Hour Glass Ltd. | 802632 | 1294774 |
|  # | HRnetgroup Ltd. | 678400 | 385419 |
|  | Hutchison Port Holdings Trust | 21128600 | 4438971 |
|  #\*†† | Hyflux Ltd. | 3238900 | 0 |
|  | iFAST Corp. Ltd. | 783800 | 5830072 |
|  | Indofood Agri Resources Ltd. | 408800 | 116032 |
|  | InnoTek Ltd. | 336600 | 181070 |
|  | ISDN Holdings Ltd. | 734702 | 240064 |
|  #\*†† | Jurong Technologies Industrial Corp. Ltd. | 2227680 | 0 |
|  | Keppel Infrastructure Trust | 19278587 | 6813298 |
|  | KSH Holdings Ltd. | 60400 | 18784 |
|  | LHN Ltd. | 304100 | 190581 |
|  # | Low Keng Huat Singapore Ltd. | 939200 | 497155 |
|  # | Mandarin Oriental International Ltd. | 1042100 | 3414601 |
|  # | Marco Polo Marine Ltd. | 9859000 | 796151 |
|  \* | Mermaid Maritime PCL | 620200 | 59606 |
|  # | Metro Holdings Ltd. | 1750192 | 725882 |
|  | Mewah International, Inc. | 89000 | 20561 |
|  # | Micro-Mechanics Holdings Ltd. | 114700 | 156721 |
|  #\*†† | Midas Holdings Ltd. | 8576553 | 0 |
|  # | Nanofilm Technologies International Ltd. | 588100 | 313524 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  SINGAPORE — (Continued) | SINGAPORE — (Continued) |  |  |
|  | Netlink NBN Trust | 9918800 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7466991 |
|  \* | Oceanus Group Ltd. | 4959300 | 18921 |
|  | OKP Holdings Ltd. | 162500 | 120853 |
|  # | Olam Group Ltd. | 2555900 | 1925885 |
|  | OUE Ltd. | 1033400 | 1016568 |
|  \* | Oxley Holdings Ltd. | 2438541 | 185122 |
|  | Pacific Century Regional Developments Ltd. | 179000 | 61199 |
|  # | Pan-United Corp. Ltd. | 1058950 | 910382 |
|  # | Propnex Ltd. | 688800 | 1185656 |
|  # | Q&M Dental Group Singapore Ltd. | 1422860 | 584520 |
|  | QAF Ltd. | 783880 | 539273 |
|  | Raffles Medical Group Ltd. | 4093032 | 3114462 |
|  #\* | Rex International Holding Ltd. | 3816300 | 490583 |
|  # | Riverstone Holdings Ltd. | 2710800 | 1874011 |
|  # | Samudera Shipping Line Ltd. | 1181800 | 880414 |
|  | SATS Ltd. | 2468600 | 6483024 |
|  | SBS Transit Ltd. | 328700 | 804936 |
|  | Seatrium Ltd. | 9419800 | 15714457 |
|  | Sheng Siong Group Ltd. | 3526400 | 6283166 |
|  | SIA Engineering Co. Ltd. | 1322800 | 3588406 |
|  | Sing Holdings Ltd. | 918900 | 331875 |
|  # | Sing Investments & Finance Ltd. | 543612 | 667914 |
|  | Singapore Land Group Ltd. | 283669 | 671332 |
|  # | Singapore Post Ltd. | 5920500 | 1912695 |
|  | Singapore Shipping Corp. Ltd. | 1642504 | 378199 |
|  | Stamford Land Corp. Ltd. | 2153518 | 827571 |
|  | StarHub Ltd. | 2866100 | 2553342 |
|  | Straco Corp. Ltd. | 130000 | 39474 |
|  # | Straits Trading Co. Ltd. | 647294 | 835502 |
|  \*†† | Swiber Holdings Ltd. | 2895250 | 0 |
|  #\* | Thomson Medical Group Ltd. | 4287000 | 194107 |
|  | Tiong Woon Corp. Holding Ltd. | 62100 | 38660 |
|  # | Tuan Sing Holdings Ltd. | 2515118 | 667445 |
|  | UMS Integration Ltd. | 3118168 | 3541143 |
|  | United Overseas Insurance Ltd. | 18450 | 110715 |

---

905

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##### [**Table of Contents**](#toc)
**THE ASIA PACIFIC SMALL COMPANY SERIES** 

**CONTINUED** 

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  SINGAPORE — (Continued) | SINGAPORE — (Continued) |  |  |
|  | UOB-Kay Hian Holdings Ltd. | 1901971 | $3575670 |
|  | UOL Group Ltd. | 1722000 | 10520061 |
|  | Valuetronics Holdings Ltd. | 1585350 | 1040823 |
|  | Venture Corp. Ltd. | 1291900 | 14784234 |
|  | Vicom Ltd. | 507300 | 619514 |
|  # | Wee Hur Holdings Ltd. | 2502900 | 1389594 |
|  | Wing Tai Holdings Ltd. | 1408167 | 1547809 |
|  # | Yeo Hiap Seng Ltd. | 41159 | 19155 |
|  TOTAL SINGAPORE | TOTAL SINGAPORE | TOTAL SINGAPORE | 203450383 |
|  TOTAL COMMON STOCKS | TOTAL COMMON STOCKS |  | 1623674097 |
|  RIGHTS/WARRANTS — (0.0%) | RIGHTS/WARRANTS — (0.0%) |  |  |
|  AUSTRALIA — (0.0%) | AUSTRALIA — (0.0%) |  |  |
|  \* | Black Cat Syndicate Ltd. Warrants 11/14/2025 | 4879 | 2753 |
|  \* | Cash Converters International Ltd. Rights 11/17/2025 | 197319 | 0 |
|  \* | Galan Lithium Ltd. Warrants | 130619 | 0 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  AUSTRALIA — (Continued) | AUSTRALIA — (Continued) |  |  |
|  \* | Silver Mines Ltd. Warrants 06/17/26 | 210409 | $6938 |
|  \*†† | Wiluna Mining Corp. Ltd. Warrants | 248265 | 6173 |
|  TOTAL AUSTRALIA | TOTAL AUSTRALIA | TOTAL AUSTRALIA | 15864 |
|  HONG KONG — (0.0%) | HONG KONG — (0.0%) |  |  |
|  \* | APAC Resources Ltd. Warrants 12/15/2027 | 527457 | 61770 |
|  TOTAL RIGHTS/WARRANTS | TOTAL RIGHTS/WARRANTS |  | 77634 |
|  TOTAL INVESTMENT SECURITIES<br>(Cost $1,286,615,288) | TOTAL INVESTMENT SECURITIES<br>(Cost $1,286,615,288) |  | 1623751731 |
|  |  |  | **Value†** |
|  SECURITIES LENDING COLLATERAL — (1.9%) | SECURITIES LENDING COLLATERAL — (1.9%) | SECURITIES LENDING COLLATERAL — (1.9%) | SECURITIES LENDING COLLATERAL — (1.9%) |
|  @§ | The DFA Short Term Investment Fund | 2646099 | 30607431 |
|  TOTAL INVESTMENTS — (100.0%) (Cost $1,317,222,719) | TOTAL INVESTMENTS — (100.0%) (Cost $1,317,222,719) |  | $1654359162 |

---

As of October 31, 2025, the value of Rule 144A securities amounted to $27,828,042 or 1.7% of net assets.

Summary of the Series' investments as of October 31, 2025, 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 |  | $1056793114 | $71752 | $1056864866 |
| &nbsp;&nbsp;&nbsp;&nbsp; China |  | 129342 |  | 129342 |
| &nbsp;&nbsp;&nbsp;&nbsp; Hong Kong |  | 320067318 | 224070 | 320291388 |
| &nbsp;&nbsp;&nbsp;&nbsp; New Zealand |  | 42938118 |  | 42938118 |
| &nbsp;&nbsp;&nbsp;&nbsp; Singapore |  | 203450383 |  | 203450383 |
|  Rights/Warrants |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Australia |  | 9691 | 6173 | 15864 |
| &nbsp;&nbsp;&nbsp;&nbsp; Hong Kong |  | 61770 |  | 61770 |
|  Securities Lending Collateral |  | 30607431 |  | 30607431 |
|  Total Investments in Securities |  | $1654057167 | $301,995<> | $1654359162 |

---

906

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##### [**Table of Contents**](#toc)
**THE ASIA PACIFIC SMALL COMPANY SERIES** 

**CONTINUED** 

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

---

See accompanying Notes to Financial Statements.

907

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##### [**Table of Contents**](#toc)
**THE UNITED KINGDOM SMALL COMPANY SERIES** 

**SCHEDULE OF INVESTMENTS** 

**October 31, 2025** 

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  COMMON STOCKS — (98.6%) | COMMON STOCKS — (98.6%) | COMMON STOCKS — (98.6%) |  |
|  COMMUNICATION SERVICES — (3.9%) | COMMUNICATION SERVICES — (3.9%) | COMMUNICATION SERVICES — (3.9%) |  |
|  | 4imprint Group PLC | 164812 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7217562 |
|  | Bloomsbury Publishing PLC | 488835 | 3207528 |
|  \* | Canal & SA | 323445 | 1017842 |
|  | Centaur Media PLC | 138516 | 80080 |
|  \* | Frontier Developments PLC | 7420 | 50848 |
|  | Future PLC | 349476 | 2817959 |
|  \* | Gaming Realms PLC | 259618 | 140410 |
|  | Gamma Communications PLC | 371019 | 4843795 |
|  \* | Helios Towers PLC | 3166518 | 6227047 |
|  | ITV PLC | 17180470 | 15726241 |
|  | M&C Saatchi PLC | 4260 | 7623 |
|  | MONY Group PLC | 2887765 | 7364605 |
|  | Next 15 Group PLC | 149977 | 814707 |
|  | Reach PLC | 1590842 | 1235130 |
|  | Rightmove PLC | 1362402 | 11962507 |
|  # | S4 Capital PLC | 237273 | 73586 |
|  #\* | Team Internet Group PLC | 390482 | 233268 |
|  \*Ω | Trustpilot Group PLC | 602746 | 1629456 |
|  | WPP PLC (WPP LN) | 629649 | 2379235 |
|  # | WPP PLC (WPP US), Sponsored ADR | 4844 | 91891 |
|  | YouGov PLC | 225846 | 776520 |
|  TOTAL COMMUNICATION SERVICES | TOTAL COMMUNICATION SERVICES |  | 67897840 |
|  CONSUMER DISCRETIONARY — (23.8%) | CONSUMER DISCRETIONARY — (23.8%) | CONSUMER DISCRETIONARY — (23.8%) |  |
|  \* | AO World PLC | 534298 | 747217 |
|  #\* | ASOS PLC | 17408 | 58258 |
|  #\*Ω | Aston Martin Lagonda Global Holdings PLC | 714333 | 591401 |
|  \* | Auction Technology Group PLC | 225034 | 913874 |
|  | B&M European Value Retail SA | 2973749 | 7021633 |
|  | Barratt Redrow PLC | 3943779 | 19515704 |
|  | Bellway PLC | 621599 | 21453235 |
|  | Berkeley Group Holdings PLC | 462974 | 24525892 |
|  #\* | boohoo Group PLC | 1509218 | 237901 |
|  \* | Burberry Group PLC | 943589 | 15359423 |
|  | Card Factory PLC | 1411716 | 1918563 |
|  | Coats Group PLC | 7571796 | 8137008 |
|  | Crest Nicholson Holdings PLC | 1264206 | 2748553 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  CONSUMER DISCRETIONARY — (Continued) | CONSUMER DISCRETIONARY — (Continued) | CONSUMER DISCRETIONARY — (Continued) |  |
|  | Currys PLC | 5461826 | $&nbsp;&nbsp;&nbsp;&nbsp;10081470 |
|  \* | DFS Furniture PLC | 1173532 | 2456805 |
|  | Domino's Pizza Group PLC | 2930614 | 7494833 |
|  | Dowlais Group PLC | 6027958 | 6548627 |
|  | Dr. Martens PLC | 1923650 | 2300986 |
|  | Dunelm Group PLC | 732209 | 10753738 |
|  \* | Evoke PLC | 20108 | 11380 |
|  \* | Frasers Group PLC | 826342 | 7932755 |
|  | Fuller Smith & Turner PLC, Class A | 163787 | 1325979 |
|  | Games Workshop Group PLC | 167256 | 35024773 |
|  | Greggs PLC | 585443 | 12408636 |
|  \*Ω | Gym Group PLC | 814968 | 1489679 |
|  | Halfords Group PLC | 1104212 | 2169259 |
|  \* | Headlam Group PLC | 392703 | 265000 |
|  | Henry Boot PLC | 519628 | 1511226 |
|  | Hollywood Bowl Group PLC | 781790 | 2769802 |
|  Ω | Hostelworld Group PLC | 71032 | 118600 |
|  | Inchcape PLC | 2097728 | 21050383 |
|  | J D Wetherspoon PLC | 573741 | 4867499 |
|  | JD Sports Fashion PLC | 7783016 | 9537190 |
|  | Kingfisher PLC | 6266059 | 25412504 |
|  \* | Marston's PLC | 3065176 | 1845072 |
|  | Me Group International PLC | 1618258 | 4005332 |
|  \* | Mitchells & Butlers PLC | 1505456 | 4814180 |
|  | MJ Gleeson PLC | 259734 | 1259447 |
|  | Moonpig Group PLC | 1414723 | 3987197 |
|  Ω | On the Beach Group PLC | 574087 | 1603657 |
|  | Persimmon PLC | 1615712 | 25678690 |
|  | Pets at Home Group PLC | 2756736 | 7765509 |
|  | Playtech PLC | 1232321 | 4265138 |
|  # | PPHE Hotel Group Ltd. | 40393 | 759492 |
|  | Rank Group PLC | 858851 | 1339102 |
|  | Smiths News PLC | 317784 | 254613 |
|  | SSP Group PLC | 4302391 | 8695191 |
|  \*†† | Studio Retail Group PLC | 220669 | 0 |
|  | Taylor Wimpey PLC | 18670044 | 25825158 |
|  #\* | THG PLC | 2922420 | 1786091 |
|  | Topps Tiles PLC | 394944 | 178871 |
|  \*Ω | Trainline PLC | 1076105 | 3552248 |
|  | Vertu Motors PLC | 1572903 | 1294869 |

---

908

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##### [**Table of Contents**](#toc)
**THE UNITED KINGDOM SMALL COMPANY SERIES** 

**CONTINUED** 

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  CONSUMER DISCRETIONARY — (Continued) | CONSUMER DISCRETIONARY — (Continued) | CONSUMER DISCRETIONARY — (Continued) |  |
|  | Victorian Plumbing Group PLC | 25510 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25483 |
|  \* | Videndum PLC | 310061 | 163239 |
|  \* | Vistry Group PLC | 1576816 | 13356665 |
|  \*Ω | Watches of Switzerland Group PLC | 662223 | 3418111 |
|  | WH Smith PLC | 615814 | 5470285 |
|  | Whitbread PLC | 499829 | 19028595 |
|  | Wickes Group PLC | 1469747 | 4276272 |
|  | Young & Co.'s Brewery PLC (YNGA LN), Class A | 87143 | 881352 |
|  | Young & Co.'s Brewery PLC (YNGN LN) | 4589 | 37133 |
|  TOTAL CONSUMER DISCRETIONARY | TOTAL CONSUMER DISCRETIONARY | TOTAL CONSUMER DISCRETIONARY | 414326778 |
|  CONSUMER STAPLES — (4.3%) | CONSUMER STAPLES — (4.3%) | CONSUMER STAPLES — (4.3%) |  |
|  | AG Barr PLC | 515029 | 4526948 |
|  | Anglo-Eastern Plantations PLC | 126037 | 2318450 |
|  Ω | Bakkavor Group PLC | 829558 | 2417766 |
|  | C&C Group PLC | 1935088 | 3476658 |
|  | Cranswick PLC | 354250 | 22981865 |
|  # | Fevara PLC | 141570 | 224994 |
|  | Greencore Group PLC | 2447152 | 7665886 |
|  | Hilton Food Group PLC | 366500 | 3099293 |
|  # | Kitwave Group PLC | 126364 | 356689 |
|  | McBride PLC | 864569 | 1332502 |
|  | MP Evans Group PLC | 15270 | 270883 |
|  | Nichols PLC | 6023 | 81902 |
|  \* | Ocado Group PLC | 1844776 | 5313033 |
|  | Premier Foods PLC | 4396319 | 10544791 |
|  | PZ Cussons PLC | 842785 | 820122 |
|  | Tate & Lyle PLC | 2010537 | 10207168 |
|  TOTAL CONSUMER STAPLES | TOTAL CONSUMER STAPLES | TOTAL CONSUMER STAPLES | 75638950 |
|  ENERGY — (1.9%) | ENERGY — (1.9%) | ENERGY — (1.9%) |  |
|  \* | Afentra PLC | 315115 | 188392 |
|  \* | Capricorn Energy PLC | 394740 | 1036947 |
|  # | Diversified Energy Co. PLC (DEC LN) | 193263 | 2438908 |
|  | Diversified Energy Co. PLC (DEC US) | 5324 | 67349 |
|  # | Energean PLC | 682614 | 8651220 |
|  | EnQuest PLC | 11059965 | 1768019 |
|  \* | Genel Energy PLC | 833082 | 703091 |
|  | Gulf Keystone Petroleum Ltd. | 1477716 | 3517614 |
|  \* | Gulf Marine Services PLC | 363413 | 80289 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  ENERGY — (Continued) | ENERGY — (Continued) | ENERGY — (Continued) |  |
|  | Harbour Energy PLC | 1864998 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5520378 |
|  | Hargreaves Services PLC | 6046 | 52138 |
|  | Hunting PLC | 812125 | 3647052 |
|  | Ithaca Energy PLC | 549122 | 1572878 |
|  \* | John Wood Group PLC | 2947172 | 713941 |
|  #\* | Pantheon Resources PLC | 2780230 | 1022274 |
|  | Pharos Energy PLC | 1305299 | 353438 |
|  \* | Savannah Energy PLC | 388799 | 35618 |
|  | Serica Energy PLC | 899604 | 2571155 |
|  #\* | Tullow Oil PLC | 1314538 | 169679 |
|  TOTAL ENERGY | TOTAL ENERGY | TOTAL ENERGY | 34110380 |
|  FINANCIALS — (21.7%) | FINANCIALS — (21.7%) | FINANCIALS — (21.7%) |  |
|  | Aberdeen Group PLC | 9506777 | 25354894 |
|  | AJ Bell PLC | 1489249 | 10513780 |
|  | Ashmore Group PLC | 2179920 | 5381816 |
|  | Beazley PLC | 1927165 | 23576532 |
|  Ω | Bridgepoint Group PLC | 155129 | 614381 |
|  | Brooks Macdonald Group PLC | 1612 | 36947 |
|  | Burford Capital Ltd. | 877602 | 8621342 |
|  | Chesnara PLC | 1271179 | 4593416 |
|  \* | Close Brothers Group PLC | 961440 | 5303431 |
|  Ω | CMC Markets PLC | 653661 | 1849403 |
|  | Conduit Holdings Ltd. | 149895 | 667595 |
|  | Foresight Group Holdings Ltd. | 193219 | 1158338 |
|  \*Ω | Funding Circle Holdings PLC | 192002 | 333804 |
|  \* | Georgia Capital PLC | 102534 | 3489277 |
|  | Hiscox Ltd. | 1597711 | 28883845 |
|  | ICG PLC | 50094 | 1272581 |
|  | IG Group Holdings PLC | 1821587 | 26663607 |
|  | Impax Asset Management Group PLC | 218614 | 548002 |
|  | IntegraFin Holdings PLC | 387401 | 1845015 |
|  | International Personal Finance PLC | 1325561 | 3561881 |
|  | Investec PLC | 805420 | 6064520 |
|  \* | IP Group PLC | 4377546 | 3478860 |
|  | Jupiter Fund Management PLC | 1588673 | 3180176 |
|  | Just Group PLC | 6028405 | 16828762 |
|  | Lancashire Holdings Ltd. | 1376998 | 12091719 |

---

909

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##### [**Table of Contents**](#toc)
**THE UNITED KINGDOM SMALL COMPANY SERIES** 

**CONTINUED** 

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) |  |
|  | Lion Finance Group PLC | 258093 | $&nbsp;&nbsp;&nbsp;&nbsp;27170420 |
|  | Liontrust Asset Management PLC | 86087 | 351636 |
|  | London Investment Group PLC | 887 | 4378 |
|  | M&G PLC | 543195 | 1880631 |
|  | Man Group PLC | 7151308 | 19757707 |
|  \* | Metro Bank Holdings PLC | 794334 | 1222460 |
|  | Mortgage Advice Bureau Holdings Ltd. | 33264 | 304947 |
|  | Ninety One PLC | 1769286 | 5378322 |
|  | OSB Group PLC | 1826039 | 12942899 |
|  | Paragon Banking Group PLC | 1869236 | 20386604 |
|  | PayPoint PLC | 273468 | 2503322 |
|  | Plus500 Ltd. | 549753 | 22874919 |
|  | Polar Capital Holdings PLC | 429838 | 3240399 |
|  | Pollen Street Group Ltd. | 33545 | 390517 |
|  Ω | Quilter PLC | 7537198 | 17995462 |
|  | Rathbones Group PLC | 259126 | 6073789 |
|  | S&U PLC | 34770 | 814554 |
|  Ω | Sabre Insurance Group PLC | 544531 | 958796 |
|  \* | Saga PLC | 543711 | 1903805 |
|  | Schroders PLC | 941049 | 4695950 |
|  | Secure Trust Bank PLC | 21050 | 269520 |
|  | St. James's Place PLC | 90092 | 1537153 |
|  | Tatton Asset Management PLC | 1575 | 15399 |
|  | TBC Bank Group PLC | 203571 | 11663013 |
|  | TP ICAP Group PLC | 4000385 | 13797187 |
|  \* | Vanquis Banking Group PLC | 623923 | 934492 |
|  | Waterloo Investment Holdings Ltd. | 4000 | 1400 |
|  | XPS Pensions Group PLC | 576898 | 2555488 |
|  TOTAL FINANCIALS | TOTAL FINANCIALS | TOTAL FINANCIALS | 377539093 |
|  HEALTH CARE — (2.9%) | HEALTH CARE — (2.9%) | HEALTH CARE — (2.9%) |  |
|  | Advanced Medical Solutions Group PLC | 813162 | 2297409 |
|  Ω | Convatec Group PLC | 5146765 | 16529264 |
|  | CVS Group PLC | 367262 | 5991223 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  HEALTH CARE — (Continued) | HEALTH CARE — (Continued) | HEALTH CARE — (Continued) |  |
|  \* | EKF Diagnostics Holdings PLC | 79384 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;27519 |
|  | Hikma Pharmaceuticals PLC | 759798 | 18379131 |
|  \* | Indivior PLC | 29972 | 880272 |
|  Ω | Integrated Diagnostics Holdings PLC | 1220599 | 684684 |
|  #\* | PureTech Health PLC (PRTC LN) | 528190 | 917221 |
|  Ω | Spire Healthcare Group PLC | 1640160 | 5056761 |
|  TOTAL HEALTH CARE | TOTAL HEALTH CARE | TOTAL HEALTH CARE | 50763484 |
|  INDUSTRIALS — (25.1%) | INDUSTRIALS — (25.1%) | INDUSTRIALS — (25.1%) |  |
|  # | Ashtead Technology Holdings PLC | 48171 | 207329 |
|  | Babcock International Group PLC | 1906120 | 30438874 |
|  | Balfour Beatty PLC | 2656137 | 23475130 |
|  | Bodycote PLC | 1168905 | 9477081 |
|  # | Braemar PLC | 80822 | 249973 |
|  # | Brickability Group PLC  | 107269 | 78998 |
|  \* | Capita PLC | 178056 | 734054 |
|  | Chemring Group PLC | 987721 | 7445693 |
|  | Clarkson PLC | 215527 | 10272919 |
|  | Cohort PLC | 13463 | 237784 |
|  | Costain Group PLC | 565811 | 1141048 |
|  # | DCC PLC | 263851 | 17382243 |
|  | DiscoverIE Group PLC | 484892 | 3708464 |
|  | easyJet PLC | 966101 | 6150969 |
|  | Firstgroup PLC | 3460037 | 9557853 |
|  | Galliford Try Holdings PLC | 673469 | 4596626 |
|  | Genuit Group PLC | 1430710 | 6956029 |
|  | Goodwin PLC | 1490 | 425231 |
|  | Grafton Group PLC, CDI | 1441958 | 18031081 |
|  | Hays PLC | 5594253 | 4344145 |
|  | Howden Joinery Group PLC | 2409358 | 27365156 |
|  | IMI PLC | 813111 | 25563373 |
|  \*†† | Industrial & Commercial Bank of China Ltd. | 5000 | 0 |
|  \* | James Fisher & Sons PLC | 176232 | 921004 |
|  # | James Halstead PLC | 335760 | 615770 |
|  | JET2 PLC | 813756 | 14210533 |
|  | Johnson Service Group PLC | 1636246 | 2913752 |
|  | Keller Group PLC | 521948 | 10887784 |
|  | Kier Group PLC | 1832808 | 5215163 |
|  Ω | Luceco PLC | 371359 | 643595 |

---

910

------

##### [**Table of Contents**](#toc)
**THE UNITED KINGDOM SMALL COMPANY SERIES** 

**CONTINUED** 

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) |  |
|  | Macfarlane Group PLC | 41210 | $37700 |
|  | Mears Group PLC | 801169 | 3734224 |
|  | Mitie Group PLC | 7919335 | 17129230 |
|  | Morgan Advanced Materials PLC | 1583217 | 4245733 |
|  | Morgan Sindall Group PLC | 292134 | 17849293 |
|  | Norcros PLC | 206703 | 814500 |
|  | Pagegroup PLC | 1666054 | 5171367 |
|  | Porvair PLC | 14560 | 146702 |
|  | QinetiQ Group PLC | 3125466 | 19736313 |
|  | Renew Holdings PLC | 218382 | 2659572 |
|  | Robert Walters PLC | 355104 | 702958 |
|  | Rotork PLC | 4165742 | 18753563 |
|  | RS Group PLC | 2358995 | 17265207 |
|  | RWS Holdings PLC | 694282 | 706197 |
|  | Senior PLC | 2191421 | 5488984 |
|  | Serco Group PLC | 5760619 | 19222993 |
|  | Severfield PLC | 1036816 | 409147 |
|  \* | SIG PLC | 1802083 | 213504 |
|  | Speedy Hire PLC | 2419041 | 876113 |
|  | Spirax Group PLC | 202540 | 18891453 |
|  | SThree PLC | 649133 | 1342736 |
|  | Travis Perkins PLC | 960009 | 7937351 |
|  | Trifast PLC | 611313 | 610059 |
|  | Vesuvius PLC | 1288338 | 6357700 |
|  # | Volex PLC | 750042 | 3695458 |
|  | Volution Group PLC | 1054055 | 9103277 |
|  | Vp PLC | 153784 | 1150243 |
|  | Wilmington PLC | 323980 | 1323521 |
|  \* | XP Power Ltd. | 59144 | 785488 |
|  | Zigup PLC | 1528686 | 6964168 |
|  TOTAL INDUSTRIALS | TOTAL INDUSTRIALS | TOTAL INDUSTRIALS | 436572408 |
|  INFORMATION TECHNOLOGY — (3.6%) | INFORMATION TECHNOLOGY — (3.6%) | INFORMATION TECHNOLOGY — (3.6%) |  |
|  \* | Accesso Technology Group PLC | 45591 | 212437 |
|  Ω | Alfa Financial Software Holdings PLC | 204932 | 610447 |
|  | Bytes Technology Group PLC (BYIT LN) | 1230937 | 5998971 |
|  | Computacenter PLC | 464553 | 17505668 |
|  | dotdigital group PLC | 388565 | 347504 |
|  | FDM Group Holdings PLC | 102988 | 162749 |
|  | GB Group PLC | 1089612 | 3372865 |
|  | Gooch & Housego PLC | 6822 | 51613 |
|  # | IDOX PLC | 140149 | 129941 |
|  | iomart Group PLC | 334680 | 112101 |
|  #\* | IQE PLC | 3021212 | 228168 |
|  | Kainos Group PLC | 479814 | 5953926 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  INFORMATION TECHNOLOGY — (Continued) | INFORMATION TECHNOLOGY — (Continued) | INFORMATION TECHNOLOGY — (Continued) |  |
|  | NCC Group PLC | 1553643 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3055809 |
|  #\* | Pinewood Technologies Group PLC | 405073 | 1960491 |
|  \* | RM PLC | 33750 | 49158 |
|  | Softcat PLC | 677804 | 14282345 |
|  | Spectris PLC | 98679 | 5323477 |
|  \* | Strix Group PLC | 247902 | 108751 |
|  | TT Electronics PLC | 804382 | 1631115 |
|  \* | Xaar PLC | 546489 | 909812 |
|  TOTAL INFORMATION TECHNOLOGY | TOTAL INFORMATION TECHNOLOGY | TOTAL INFORMATION TECHNOLOGY | 62007348 |
|  MATERIALS — (6.9%) | MATERIALS — (6.9%) | MATERIALS — (6.9%) |  |
|  \* | Accsys Technologies PLC | 9505 | 7615 |
|  | Atalaya Mining Copper SA | 188192 | 1692649 |
|  | Breedon Group PLC | 994262 | 4500744 |
|  | Capital Ltd. | 59308 | 93484 |
|  | Castings PLC | 172431 | 551829 |
|  | Central Asia Metals PLC | 897873 | 1877844 |
|  | Croda International PLC | 329146 | 12494731 |
|  | Ecora Resources PLC | 941386 | 1187825 |
|  | Elementis PLC | 3767572 | 8143873 |
|  | Essentra PLC | 390710 | 499699 |
|  Ω | Forterra PLC | 1024912 | 2452622 |
|  | Hill & Smith PLC | 533904 | 15107870 |
|  | Hochschild Mining PLC | 2307041 | 10028657 |
|  Ω | Ibstock PLC | 1726064 | 3100756 |
|  | International Paper Co. | 56045 | 2194590 |
|  | Johnson Matthey PLC | 895415 | 25077246 |
|  | Marshalls PLC | 872833 | 1936112 |
|  # | Mondi PLC | 1324933 | 14809892 |
|  | Pan African Resources PLC | 8317052 | 9138630 |
|  | RHI Magnesita NV | 33620 | 927738 |
|  \* | Sigmaroc PLC | 1089134 | 1653899 |
|  \* | SolGold PLC | 278563 | 64345 |
|  #\* | Synthomer PLC | 469934 | 331658 |
|  | Treatt PLC | 24863 | 78691 |
|  | Victrex PLC | 289194 | 2457380 |
|  | Zotefoams PLC | 120813 | 727347 |
|  TOTAL MATERIALS | TOTAL MATERIALS | TOTAL MATERIALS | 121137726 |
|  REAL ESTATE — (2.1%) | REAL ESTATE — (2.1%) | REAL ESTATE — (2.1%) |  |
|  | Foxtons Group PLC | 1304990 | 943170 |
|  | Grainger PLC | 4236886 | 10439092 |
|  | Harworth Group PLC | 87590 | 188727 |
|  | Helical PLC | 28412 | 77868 |

---

911

------

##### [**Table of Contents**](#toc)
**THE UNITED KINGDOM SMALL COMPANY SERIES** 

**CONTINUED** 

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  REAL ESTATE — (Continued) | REAL ESTATE — (Continued) |  |  |
|  | International Workplace Group PLC | 3940007 | $&nbsp;&nbsp;&nbsp;&nbsp;11725880 |
|  | LSL Property Services PLC | 315917 | 1059245 |
|  \* | Phoenix Spree Deutschland Ltd | 15813 | 34617 |
|  | Savills PLC | 859891 | 11394920 |
|  \* | Watkin Jones PLC | 100285 | 37639 |
|  TOTAL REAL ESTATE | TOTAL REAL ESTATE | TOTAL REAL ESTATE | 35901158 |
|  UTILITIES — (2.4%) | UTILITIES — (2.4%) |  |  |
|  | Drax Group PLC | 1809663 | 17151404 |
|  | Pennon Group PLC | 2153172 | 14674131 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  UTILITIES — (Continued) | UTILITIES — (Continued) |  |  |
|  | Telecom Plus PLC | 409607 | $9554200 |
|  TOTAL UTILITIES | TOTAL UTILITIES |  | 41379735 |
|  TOTAL COMMON STOCKS<br>Cost ($1374529526) | TOTAL COMMON STOCKS<br>Cost ($1374529526) |  | 1717274900 |
|  |  |  | **Value†** |
|  SECURITIES LENDING COLLATERAL — (1.4%) | SECURITIES LENDING COLLATERAL — (1.4%) | SECURITIES LENDING COLLATERAL — (1.4%) |  |
|  @§ | The DFA Short Term Investment Fund | 2054704 | 23766763 |
|  TOTAL INVESTMENTS — (100.0%)<br>(Cost $1,398,296,289) | TOTAL INVESTMENTS — (100.0%)<br>(Cost $1,398,296,289) |  | $1741041663 |

---

As of October 31, 2025, the value of Rule 144A securities amounted to $65,650,893 or 3.8% of net assets.

Summary of the Series' investments as of October 31, 2025, 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;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$91891 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$67805949 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$67897840 |
| &nbsp;&nbsp;&nbsp;&nbsp; Consumer Discretionary |  | 414326778 |  | 414326778 |
| &nbsp;&nbsp;&nbsp;&nbsp; Consumer Staples |  | 75638950 |  | 75638950 |
| &nbsp;&nbsp;&nbsp;&nbsp; Energy | 67349 | 34043031 |  | 34110380 |
| &nbsp;&nbsp;&nbsp;&nbsp; Financials |  | 377539093 |  | 377539093 |
| &nbsp;&nbsp;&nbsp;&nbsp; Health Care |  | 50763484 |  | 50763484 |
| &nbsp;&nbsp;&nbsp;&nbsp; Industrials |  | 436572408 |  | 436572408 |
| &nbsp;&nbsp;&nbsp;&nbsp; Information Technology |  | 62007348 |  | 62007348 |
| &nbsp;&nbsp;&nbsp;&nbsp; Materials |  | 121137726 |  | 121137726 |
| &nbsp;&nbsp;&nbsp;&nbsp; Real Estate |  | 35901158 |  | 35901158 |
| &nbsp;&nbsp;&nbsp;&nbsp; Utilities |  | 41379735 |  | 41379735 |
|  Securities Lending Collateral |  | 23766763 |  | 23766763 |
|  Total Investments in Securities | $159240 | $1740882423 | —<> | $1741041663 |

---

---

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

---

See accompanying Notes to Financial Statements.

912

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##### [**Table of Contents**](#toc)
**THE CONTINENTAL SMALL COMPANY SERIES** 

**SCHEDULE OF INVESTMENTS** 

**October 31, 2025** 

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  COMMON STOCKS — (94.3%) | COMMON STOCKS — (94.3%) |  |  |
|  AUSTRIA — (3.5%) | AUSTRIA — (3.5%) |  |  |
|  | Agrana Beteiligungs AG | 66952 | $929565 |
|  | ANDRITZ AG | 311663 | 23563539 |
|  \* | AT&S Austria Technologie & Systemtechnik AG | 124452 | 4619754 |
|  Ω | BAWAG Group AG | 466884 | 60336003 |
|  | CA Immobilien Anlagen AG | 158218 | 4397928 |
|  #\* | CPI Europe AG | 143359 | 2794643 |
|  | DO & Co. AG | 41737 | 9956227 |
|  \* | Eurotelesites AG | 289656 | 1616024 |
|  | EVN AG | 232002 | 6770281 |
|  \* | FACC AG | 95754 | 966723 |
|  \* | Immofinanz AG (IIA AV) | 681827 | 0 |
|  | Josef Manner & Comp AG | 870 | 105466 |
|  \* | Kapsch TrafficCom AG | 21273 | 158928 |
|  #\* | Lenzing AG | 77355 | 2314064 |
|  | Mayr Melnhof Karton AG | 53919 | 4913281 |
|  # | Oberbank AG | 44385 | 3888453 |
|  | Oesterreichische Post AG | 137098 | 4739207 |
|  | Palfinger AG | 77895 | 2918049 |
|  \* | POLYTEC Holding AG | 79383 | 279961 |
|  | Porr AG | 89819 | 2850625 |
|  # | SBO AG | 20675 | 685423 |
|  # | Semperit AG Holding | 26529 | 397604 |
|  | Strabag SE (STR AV) | 16176 | 1265533 |
|  | Telekom Austria AG | 1067703 | 11354852 |
|  #\* | UBM Development AG | 10928 | 302268 |
|  | UNIQA Insurance Group AG | 776594 | 11409230 |
|  | Vienna Insurance Group AG Wiener Versicherung Gruppe | 272951 | 14000190 |
|  | voestalpine AG | 535844 | 19079264 |
|  | Wienerberger AG | 546582 | 16225090 |
|  | Zumtobel Group AG | 106877 | 459987 |
|  TOTAL AUSTRIA | TOTAL AUSTRIA | TOTAL AUSTRIA | 213298162 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  BELGIUM — (3.5%) | BELGIUM — (3.5%) |  |  |
|  | Ackermans & van Haaren NV | 151997 | $37854488 |
|  | Ageas SA | 133186 | 8814194 |
|  \* | AGFA-Gevaert NV | 392238 | 375405 |
|  \* | Atenor | 95850 | 305839 |
|  # | Azelis Group NV | 387731 | 4584800 |
|  | Barco NV | 389825 | 5559629 |
|  | Bekaert SA | 218463 | 9125808 |
|  #\*††Ω | Biocartis Group NV | 357370 | 0 |
|  #\* | bpost SA | 223303 | 541779 |
|  | Cie d'Entreprises CFE | 49898 | 515065 |
|  | Colruyt Group NV | 227216 | 8485611 |
|  | Deceuninck NV | 428512 | 1019944 |
|  | Deme Group NV | 48006 | 7253068 |
|  # | D'ieteren Group | 22080 | 4033414 |
|  | Econocom Group SA NV | 509837 | 1005018 |
|  | Elia Group SA | 65051 | 7840486 |
|  | EVS Broadcast Equipment SA | 69289 | 2897070 |
|  | Fagron | 351158 | 8344357 |
|  \* | Galapagos NV (GLPG BB) | 207806 | 6587009 |
|  \* | Galapagos NV (GLPG NA) | 44496 | 1416653 |
|  | Gimv NV | 167831 | 9062563 |
|  #\* | Immobel SA | 12702 | 362814 |
|  # | Ion Beam Applications | 101113 | 1272998 |
|  | Jensen-Group NV | 20961 | 1512142 |
|  # | Kinepolis Group NV | 90123 | 3090716 |
|  # | Lotus Bakeries NV | 2046 | 17850641 |
|  # | Melexis NV | 92514 | 6658502 |
|  #\* | Ontex Group NV | 271865 | 1987327 |
|  \* | Onward Medical NV | 2730 | 13483 |
|  | Proximus SADP | 239071 | 2053564 |
|  # | Recticel SA | 268765 | 2647719 |
|  | Sipef NV | 38744 | 3483763 |
|  # | Solvay SA | 361376 | 11091599 |
|  | Syensqo SA | 116127 | 9585853 |
|  # | Tessenderlo Group SA | 127088 | 3838964 |
|  | Umicore SA | 694254 | 13220376 |
|  # | Van de Velde NV | 32510 | 1133623 |
|  | VGP NV | 36356 | 4200068 |
|  | Viohalco SA | 498361 | 4882983 |
|  | What's Cooking BV | 3904 | 494994 |
|  TOTAL BELGIUM | TOTAL BELGIUM | TOTAL BELGIUM | 215004329 |
|  DENMARK — (6.6%) | DENMARK — (6.6%) |  |  |
|  \* | ALK-Abello AS | 815920 | 26915914 |

---

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##### [**Table of Contents**](#toc)
**THE CONTINENTAL SMALL COMPANY SERIES** 

**CONTINUED** 

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  DENMARK — (Continued) | DENMARK — (Continued) |  |  |
|  | Alm Brand AS | 5389801 | $15168515 |
|  # | Ambu AS, Class B | 897603 | 13961767 |
|  \* | Bang & Olufsen AS | 430496 | 880083 |
|  \* | Bavarian Nordic AS | 380772 | 14068894 |
|  # | cBrain AS | 34364 | 800214 |
|  | Chemometec AS | 83976 | 10262749 |
|  # | Columbus AS | 430344 | 643117 |
|  | D/S Norden AS | 147651 | 5901483 |
|  \* | Demant AS | 143565 | 4776426 |
|  \* | Dfds AS | 123426 | 1740309 |
|  # | Djurslands Bank AS | 6232 | 765459 |
|  | FLSmidth & Co. AS | 224017 | 17446364 |
|  | Fluegger Group AS | 3099 | 148129 |
|  | Foroya Banki P | 10800 | 364900 |
|  #\* | GN Store Nord AS | 546105 | 9562620 |
|  | GronlandsBANKEN AS | 1125 | 151983 |
|  # | Gubra AS | 2336 | 154919 |
|  | H Lundbeck AS (HLUNA DC), Class A | 78578 | 443745 |
|  | H Lundbeck AS (HLUNB DC) | 1533255 | 11182235 |
|  #\* | H&H International AS, Class B | 79154 | 1087278 |
|  # | Harboes Bryggeri AS, Class B | 5094 | 102115 |
|  | ISS AS | 739839 | 23318913 |
|  # | Jeudan AS | 42070 | 1333029 |
|  | Jyske Bank AS | 340334 | 40001910 |
|  # | Lan & Spar Bank | 4895 | 884913 |
|  | Matas AS | 243336 | 4830646 |
|  #\*Ω | Netcompany Group AS | 205257 | 10256311 |
|  \* | Nilfisk Holding AS | 66999 | 1112093 |
|  \* | NKT AS | 272775 | 30534648 |
|  \*Ω | NNIT AS | 69162 | 590787 |
|  \* | North Media AS | 15186 | 118360 |
|  #\* | NTG Nordic Transport Group AS | 14244 | 401957 |
|  # | Parken Sport & Entertainment AS | 9145 | 203897 |
|  | Per Aarsleff Holding AS | 123143 | 13983325 |
|  | Ringkjoebing Landbobank AS | 178454 | 40358279 |
|  | Rockwool AS, Class A | 24224 | 829725 |
|  | Rockwool AS, Class B | 259072 | 8877278 |
|  | Royal Unibrew AS | 274075 | 20714642 |
|  \* | RTX AS | 44105 | 735473 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  DENMARK — (Continued) | DENMARK — (Continued) |  |  |
|  Ω | Scandinavian Tobacco Group AS | 281075 | $3726516 |
|  | Schouw & Co. AS | 84727 | 7789980 |
|  # | Solar AS, Class B | 20756 | 658569 |
|  # | SP Group AS | 10152 | 457858 |
|  | Sparekassen Sjaelland-Fyn AS | 8108 | 421834 |
|  | Sydbank AS | 387172 | 33053362 |
|  | TCM Group AS | 2578 | 28706 |
|  # | Tivoli AS | 10004 | 914328 |
|  | TORM PLC, Class A | 196545 | 4239633 |
|  | UIE PLC | 102040 | 4960600 |
|  | Vestjysk Bank AS | 59908 | 65692 |
|  \* | Zealand Pharma AS | 108096 | 8558454 |
|  TOTAL DENMARK | TOTAL DENMARK | TOTAL DENMARK | 400490936 |
|  FINLAND — (6.1%) | FINLAND — (6.1%) |  |  |
|  | Aktia Bank OYJ | 329414 | 4062573 |
|  # | Alandsbanken Abp, Class B | 23036 | 1202825 |
|  | Alma Media OYJ | 135302 | 2308989 |
|  | Anora Group OYJ | 20242 | 73399 |
|  | Apetit OYJ | 18896 | 304903 |
|  | Aspo OYJ | 114344 | 825199 |
|  | Atria OYJ | 98413 | 1555195 |
|  # | Bittium OYJ | 192809 | 3780330 |
|  | Citycon OYJ | 178440 | 605878 |
|  | Digia OYJ | 87143 | 608715 |
|  # | Elisa OYJ | 439170 | 19351676 |
|  #Ω | Enento Group OYJ | 23905 | 425006 |
|  | Finnair OYJ | 622533 | 2044666 |
|  # | Fiskars OYJ Abp | 217678 | 3282117 |
|  | F-Secure OYJ | 612189 | 1208762 |
|  #\* | Glaston OYJ Abp | 4608 | 6074 |
|  | Gofore OYJ | 574 | 9361 |
|  # | Harvia OYJ | 80539 | 3366007 |
|  | Hiab OYJ | 271845 | 15054845 |
|  | HKFoods OYJ | 130267 | 253752 |
|  | Huhtamaki OYJ | 521607 | 17529545 |
|  | Ilkka OYJ | 22133 | 101825 |
|  | Kalmar OYJ, Class B | 271845 | 11262485 |
|  # | Kamux Corp | 4423 | 9922 |
|  # | Kemira OYJ | 639975 | 14085372 |
|  \* | Kempower OYJ | 3147 | 54915 |
|  | Kesko OYJ (KESKOA FH), Class A | 33013 | 705652 |
|  | Kesko OYJ (KESKOB FH), Class B | 1098477 | 23171947 |
|  #\* | Kojamo OYJ | 429359 | 5202628 |
|  | Konecranes OYJ | 433794 | 42818762 |

---

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##### [**Table of Contents**](#toc)
**THE CONTINENTAL SMALL COMPANY SERIES** 

**CONTINUED** 

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  FINLAND — (Continued) | FINLAND — (Continued) |  |  |
|  | Lassila & Tikanoja OYJ | 126906 | $1453674 |
|  #\* | Lindex Group OYJ | 73938 | 230642 |
|  | Mandatum OYJ | 1188042 | 8520948 |
|  | Marimekko OYJ | 69882 | 1030116 |
|  # | Metsa Board OYJ (METSB FH), Class B | 944884 | 3205279 |
|  # | Metso OYJ | 1766154 | 28963146 |
|  # | Nokian Renkaat OYJ | 100279 | 1011238 |
|  | Olvi OYJ, Class A | 95777 | 3268582 |
|  # | Oma Saastopankki OYJ | 18424 | 232799 |
|  | Oriola OYJ (OKDBV FH), Class B | 461994 | 628695 |
|  | Orion OYJ (ORNBV FH), Class B | 600779 | 41954171 |
|  | Outokumpu OYJ | 1521116 | 6542489 |
|  | Pihlajalinna OYJ | 86520 | 1486428 |
|  | Ponsse OYJ | 69648 | 2039373 |
|  | Puuilo OYJ | 129537 | 2121017 |
|  #\* | QT Group OYJ | 78638 | 3222087 |
|  | Raisio OYJ, Class V | 643272 | 1865059 |
|  \* | Rapala VMC OYJ | 14424 | 20050 |
|  # | Raute OYJ, Class A | 648 | 11069 |
|  # | Revenio Group OYJ | 127255 | 3551798 |
|  | Sampo OYJ, Class A | 1842074 | 20497199 |
|  | Sanoma OYJ | 455141 | 5562956 |
|  | Scanfil OYJ | 2904 | 36625 |
|  # | Stora Enso OYJ, Class R | 1240427 | 14443720 |
|  | Taaleri PLC | 19748 | 163914 |
|  # | Talenom OYJ | 386 | 1405 |
|  | Teleste OYJ | 40803 | 190550 |
|  Ω | Terveystalo OYJ | 393345 | 4231572 |
|  # | TietoEVRY OYJ | 469114 | 10068815 |
|  # | Tokmanni Group Corp | 274000 | 2708501 |
|  | Vaisala OYJ, Class A | 125505 | 6196779 |
|  # | Valmet OYJ | 658694 | 21433021 |
|  \* | Verkkokauppa.com OYJ | 13945 | 63690 |
|  # | Viking Line Abp | 11073 | 276977 |
|  #\* | WithSecure OYJ | 514358 | 1018514 |
|  \* | YIT OYJ | 656702 | 2219768 |
|  TOTAL FINLAND | TOTAL FINLAND | TOTAL FINLAND | 375745991 |
|  FRANCE — (11.8%) | FRANCE — (11.8%) |  |  |
|  \* | 74Software SA | 48404 | 1996618 |
|  | ABC arbitrage | 89524 | 553115 |
|  | Aeroports de Paris SA | 6601 | 905532 |
|  \* | Air France-KLM | 213395 | 2844806 |
|  | AKWEL SADIR | 56619 | 723991 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  FRANCE — (Continued) | FRANCE — (Continued) |  |  |
|  \* | Alstom SA | 1931279 | $48296609 |
|  # | Altamir | 136094 | 4305180 |
|  | Alten SA | 132590 | 10919487 |
|  #\*Ω | Aramis Group SAS | 10052 | 72817 |
|  | Arkema SA | 224796 | 13344490 |
|  # | Assystem SA | 26502 | 1329188 |
|  | Aubay | 18514 | 1067710 |
|  Ω | Ayvens SA | 297512 | 3969195 |
|  \* | Bastide le Confort Medical | 15071 | 429055 |
|  # | Beneteau SACA | 138249 | 1332583 |
|  | Boiron SA | 31919 | 1033768 |
|  | Bonduelle SCA | 62125 | 636620 |
|  | Carrefour SA | 1441065 | 21703801 |
|  # | Catana Group | 25658 | 86402 |
|  \* | Cegedim SA | 24604 | 323200 |
|  | Cie des Alpes | 125439 | 2877643 |
|  \* | Claranova SE | 1659 | 3230 |
|  \* | Clariane SE | 826883 | 3554904 |
|  | Coface SA | 734846 | 12942314 |
|  | Derichebourg SA | 647148 | 4414541 |
|  | Edenred SE | 533465 | 15334002 |
|  | Eiffage SA | 36752 | 4522324 |
|  | Electricite de Strasbourg SA | 21112 | 4258773 |
|  \*Ω | Elior Group SA | 152452 | 492321 |
|  | Elis SA | 1130371 | 31479859 |
|  \* | Emeis SA | 42016 | 693684 |
|  | Equasens | 10700 | 468371 |
|  # | Eramet SA | 40848 | 2796477 |
|  | Esso SA Francaise | 6234 | 700916 |
|  | Etablissements Maurel et Prom SA | 387272 | 2158650 |
|  | Eurazeo SE | 229679 | 15656727 |
|  \* | Euroapi SA | 91045 | 336763 |
|  | Eurofins Scientific SE | 61975 | 4371064 |
|  #\* | Eutelsat Communications SACA | 46784 | 180996 |
|  | Exel Industries SA, Class A | 10459 | 414777 |
|  | Exosens SAS | 22168 | 1245294 |
|  | FDJ UNITED | 330803 | 9638640 |
|  \* | Figeac Aero | 1895 | 26547 |
|  | Fnac Darty SA | 10597 | 346899 |
|  | Fnac Darty SA (FNAC FP) | 50782 | 1663070 |
|  \* | Forvia SE (FRVIA FP) | 319437 | 4090573 |
|  \* | Gaumont SA | 10715 | 1149318 |
|  | Gaztransport Et Technigaz SA | 181908 | 36023228 |
|  | GEA | 2433 | 232673 |

---

915

------

##### [**Table of Contents**](#toc)
**THE CONTINENTAL SMALL COMPANY SERIES** 

**CONTINUED** 

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  FRANCE — (Continued) | FRANCE — (Continued) |  |  |
|  | Getlink SE | 27051 | $493768 |
|  | GL Events SACA | 55367 | 1768187 |
|  | Groupe Crit SA | 22324 | 1596218 |
|  | Groupe SFPI | 21754 | 44119 |
|  #\* | Guerbet | 27744 | 509148 |
|  # | Haulotte Group SA | 23851 | 55812 |
|  \* | ID Logistics Group SACA | 17758 | 8065433 |
|  | Imerys SA | 166020 | 4089401 |
|  | Infotel SA | 637 | 29589 |
|  | Interparfums SA | 40749 | 1340404 |
|  | Ipsen SA | 73686 | 10355182 |
|  | IPSOS SA | 252618 | 9683203 |
|  | Jacquet Metals SACA | 82260 | 1660928 |
|  | JCDecaux SE | 304639 | 5542749 |
|  | Kaufman & Broad SA | 91469 | 3078124 |
|  | Laurent-Perrier | 14168 | 1528581 |
|  | Linedata Services | 3353 | 173403 |
|  | LISI SA | 32242 | 1888575 |
|  | LNA Sante SA | 29822 | 831525 |
|  #\* | Lumibird | 1742 | 43634 |
|  #\*Ω | Maisons du Monde SA | 45682 | 107665 |
|  | Manitou BF SA | 56008 | 1124933 |
|  | Mersen SA | 119669 | 3024827 |
|  | Metropole Television SA | 123332 | 1701530 |
|  #\* | Nacon SA | 138 | 108 |
|  | Nexans SA | 195817 | 27571460 |
|  #\* | Nexity SA | 85214 | 891929 |
|  | NRJ Group | 88443 | 821468 |
|  # | Oeneo SA | 91324 | 972644 |
|  | Opmobility | 292231 | 4773204 |
|  \* | OVH Groupe SA | 12495 | 117148 |
|  \* | Pierre Et Vacances SA | 147613 | 276606 |
|  | Pluxee NV | 220491 | 4259341 |
|  | Quadient SA | 123964 | 2133598 |
|  # | Remy Cointreau SA | 61390 | 3041565 |
|  | Renault SA | 423761 | 16467007 |
|  | Rexel SA | 1211850 | 42020869 |
|  # | Robertet SA | 1654 | 1587411 |
|  | Rubis SCA | 421748 | 15314491 |
|  | Samse SACA | 7930 | 1146777 |
|  | Savencia SA | 34499 | 2481872 |
|  | SCOR SE | 793895 | 24032608 |
|  | SEB SA | 117869 | 6522152 |
|  # | Seche Environnement SACA | 21449 | 1736538 |
|  # | SES SA | 1861464 | 14263224 |
|  \*Ω | SMCP SA | 83829 | 590375 |
|  | Societe BIC SA | 110132 | 6127914 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  FRANCE — (Continued) | FRANCE — (Continued) |  |  |
|  # | Societe des Bains de Mer et du Cercle des Etrangers a Monaco | 37536 | $4632624 |
|  | Societe LDC SADIR | 4181 | 444806 |
|  | Sodexo SA | 181241 | 10035392 |
|  \* | SOITEC | 9110 | 431066 |
|  #\* | Solutions 30 SE | 32693 | 37615 |
|  | Sopra Steria Group | 82550 | 12848600 |
|  | SPIE SA | 753218 | 38333034 |
|  # | Stef SA | 25963 | 3621587 |
|  # | Sword Group | 39003 | 1650438 |
|  | Synergie SE | 67764 | 2624847 |
|  | Technip Energies NV | 714920 | 29050094 |
|  | Teleperformance SE | 305593 | 21821948 |
|  | Television Francaise 1 SA | 268368 | 2455175 |
|  # | TFF Group | 9478 | 203248 |
|  # | Thermador Groupe | 39148 | 3447083 |
|  # | Tikehau Capital SCA | 59204 | 1229787 |
|  | Trigano SA | 46249 | 7696305 |
|  \* | Ubisoft Entertainment SA | 208033 | 1857314 |
|  | Valeo SE | 773014 | 10687108 |
|  | Vallourec SACA | 842462 | 15707355 |
|  | Vetoquinol SA | 12500 | 1074962 |
|  | Vicat SACA | 100090 | 7503588 |
|  | VIEL & Cie SA | 156945 | 3185437 |
|  | Virbac SACA | 9473 | 3873534 |
|  \* | Viridien | 17134 | 2098127 |
|  | Vivendi SE | 2406774 | 8669129 |
|  #\* | Voltalia SA | 97472 | 802189 |
|  # | Vranken-Pommery Monopole SA | 11788 | 161697 |
|  | VusionGroup | 22751 | 6323666 |
|  # | Wavestone | 1956 | 116397 |
|  \*Ω | X-Fab Silicon Foundries SE | 247503 | 1570501 |
|  TOTAL FRANCE | TOTAL FRANCE | TOTAL FRANCE | 718030645 |
|  GERMANY — (12.7%) | GERMANY — (12.7%) |  |  |
|  | 1&1 AG | 218379 | 5392089 |
|  #\* | 7C Solarparken AG | 188393 | 345465 |
|  | Adesso SE | 9977 | 1077342 |
|  | Adtran Networks SE | 2822 | 70283 |
|  | AIXTRON SE | 335790 | 5381010 |
|  | All for One Group SE | 4797 | 225633 |
|  | Allgeier SE | 46734 | 985215 |
|  | AlzChem Group AG | 21875 | 4214270 |
|  # | Amadeus Fire AG | 16080 | 977961 |
|  \* | Aroundtown SA | 4486255 | 16031487 |
|  | Atoss Software SE | 42829 | 5744023 |
|  | Aurubis AG | 158734 | 20696815 |

---

916

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##### [**Table of Contents**](#toc)
**THE CONTINENTAL SMALL COMPANY SERIES** 

**CONTINUED** 

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  GERMANY — (Continued) | GERMANY — (Continued) |  |  |
|  \* | Basler AG | 32144 | $644971 |
|  #\* | BayWa AG (BYW6 GR) | 78427 | 466223 |
|  | Bechtle AG | 415814 | 17576304 |
|  Ω | Befesa SA | 168705 | 5587179 |
|  | Bertrandt AG | 26176 | 604252 |
|  | Bijou Brigitte AG | 15974 | 749561 |
|  | Bilfinger SE | 162046 | 17483551 |
|  | Borussia Dortmund GmbH & Co. KGaA | 456278 | 1803513 |
|  #\* | BRANICKS Group AG | 286734 | 646664 |
|  # | Brenntag SE | 293842 | 16319611 |
|  | CANCOM SE (COK GR) | 57678 | 1640730 |
|  | Carl Zeiss Meditec AG | 82050 | 4161650 |
|  \* | Ceconomy AG | 549619 | 2813840 |
|  #\* | CENIT AG | 35541 | 289379 |
|  | Cewe Stiftung & Co. KGaA | 45539 | 5217929 |
|  # | CTS Eventim AG & Co. KGaA | 227053 | 20341985 |
|  | Data Modul AG Produktion Und Vertrieb Von Elektronischen Systemen | 11455 | 383449 |
|  #\*Ω | Delivery Hero SE | 129022 | 3277125 |
|  # | Dermapharm Holding SE | 55368 | 2180157 |
|  # | Deutsche Beteiligungs AG | 82898 | 2271153 |
|  | Deutsche EuroShop AG | 6828 | 146000 |
|  Ω | Deutsche Pfandbriefbank AG | 598427 | 3147455 |
|  | Deutsche Wohnen SE | 3284 | 81846 |
|  | Deutz AG | 612047 | 6066535 |
|  | Draegerwerk AG & Co. KGaA | 17892 | 1260005 |
|  | Duerr AG | 265997 | 6204281 |
|  Ω | DWS Group GmbH & Co. KGaA | 115499 | 7394198 |
|  | Eckert & Ziegler SE | 262053 | 5121254 |
|  #\* | EDAG Engineering Group AG | 35570 | 283216 |
|  | Elmos Semiconductor SE | 36953 | 3494610 |
|  | ElringKlinger AG | 158802 | 741190 |
|  # | Energiekontor AG | 25910 | 1010968 |
|  # | Evonik Industries AG | 726837 | 12180361 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  GERMANY — (Continued) | GERMANY — (Continued) |  |  |
|  \* | Evotec SE | 222582 | $1812686 |
|  | Fabasoft AG | 1167 | 20303 |
|  | Fielmann Group AG | 140122 | 7652562 |
|  | flatexDEGIRO AG | 411467 | 15607747 |
|  #\* | Fraport AG Frankfurt Airport Services Worldwide | 182432 | 15637105 |
|  | Freenet AG | 771156 | 23981290 |
|  | Friedrich Vorwerk Group SE | 29109 | 3134089 |
|  | FUCHS SE | 126009 | 4469803 |
|  | GEA Group AG | 580515 | 41522857 |
|  # | Gerresheimer AG | 132759 | 4225664 |
|  | Gesco SE | 43546 | 797765 |
|  # | GFT Technologies SE | 119509 | 2455086 |
|  \* | Grand City Properties SA | 308692 | 3930664 |
|  # | Grenke AG | 83556 | 1439676 |
|  | Hawesko Holding SE | 313 | 7562 |
|  #\* | Heidelberger Druckmaschinen AG | 1297755 | 2926880 |
|  \* | HelloFresh SE | 325177 | 2636071 |
|  # | Hensoldt AG | 333222 | 35520673 |
|  \* | Hoenle AG | 14291 | 123856 |
|  \* | HomeToGo SE | 13461 | 23980 |
|  | Hornbach Holding AG & Co. KGaA | 52423 | 5245303 |
|  | HUGO BOSS AG | 242968 | 10779264 |
|  #\* | Hypoport SE | 726 | 108445 |
|  | Indus Holding AG | 64021 | 1657984 |
|  # | Init Innovation in Traffic Systems SE | 38395 | 2069636 |
|  Ω | Instone Real Estate Group SE | 85056 | 814103 |
|  \* | IONOS Group SE | 82142 | 2917371 |
|  | IVU Traffic Technologies AG | 52179 | 1233856 |
|  | Jenoptik AG | 267523 | 6042265 |
|  Ω | JOST Werke SE | 22566 | 1314687 |
|  | K&S AG | 584559 | 7615290 |
|  | KION Group AG | 416672 | 29606389 |
|  # | Kloeckner & Co. SE | 83904 | 536509 |
|  \* | Knaus Tabbert AG | 1175 | 20359 |
|  \* | Koenig & Bauer AG | 75375 | 1156672 |
|  # | Kontron AG | 250654 | 6551725 |
|  | Krones AG | 100284 | 14566094 |
|  | KSB SE & Co. KGaA | 3257 | 3511879 |
|  | KWS Saat SE & Co. KGaA | 79102 | 6097471 |
|  | Lanxess AG | 253814 | 6044209 |

---

917

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##### [**Table of Contents**](#toc)
**THE CONTINENTAL SMALL COMPANY SERIES** 

**CONTINUED** 

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  GERMANY — (Continued) | GERMANY — (Continued) | GERMANY — (Continued) | GERMANY — (Continued) |
|  | LEG Immobilien SE | 402018 | $&nbsp;&nbsp;&nbsp;&nbsp;30639491 |
|  # | Leifheit AG | 44011 | 755771 |
|  \* | Medios AG | 8449 | 118919 |
|  | MLP SE | 335184 | 2750996 |
|  | Multitude PLC | 1042 | 8197 |
|  # | Mutares SE & Co. KGaA | 20493 | 654182 |
|  # | Nagarro SE | 46426 | 2589331 |
|  \* | Nordex SE | 471541 | 13924948 |
|  # | Norma Group SE | 96943 | 1573036 |
|  | Patrizia SE | 293577 | 2458386 |
|  | Pfeiffer Vacuum Technology AG | 7173 | 1289568 |
|  | ProCredit Holding AG | 9266 | 82750 |
|  # | Puma SE (PUM GR) | 375535 | 7984962 |
|  \* | PVA TePla AG | 105701 | 3232335 |
|  | PWO AG | 8558 | 288147 |
|  \* | q.beyond AG | 293921 | 288969 |
|  # | Qiagen NV | 125266 | 5896278 |
|  #\* | R Stahl AG | 11722 | 213554 |
|  | Rational AG | 10023 | 7352856 |
|  | RENK Group AG | 31150 | 2371644 |
|  # | RTL Group SA | 151882 | 5864323 |
|  | SAF-Holland SE | 234830 | 3819940 |
|  # | Salzgitter AG | 125542 | 4074072 |
|  # | Schaeffler AG | 252854 | 2051405 |
|  | Schloss Wachenheim AG | 6929 | 124613 |
|  | Schott Pharma AG & Co. KGaA | 21620 | 485448 |
|  Ω | Scout24 SE | 71339 | 8250088 |
|  | Secunet Security Networks AG | 7673 | 1762682 |
|  #\* | SGL Carbon SE | 54090 | 191545 |
|  # | Siltronic AG | 53434 | 3299759 |
|  | Sixt SE | 64774 | 5694135 |
|  #\* | SMA Solar Technology AG | 27404 | 821885 |
|  | Stabilus SE | 113199 | 2841817 |
|  # | STRATEC SE | 22485 | 608225 |
|  | Stroeer SE & Co. KGaA | 193372 | 8460816 |
|  # | Suedzucker AG | 377566 | 4164141 |
|  | Surteco Group SE | 45354 | 647392 |
|  # | SUSS MicroTec SE | 143891 | 4623981 |
|  | Symrise AG | 59729 | 4939528 |
|  # | TAG Immobilien AG | 1204980 | 20003769 |
|  | Takkt AG | 128364 | 666631 |
|  \*Ω | TeamViewer SE | 455495 | 3352742 |
|  | Technotrans SE | 36431 | 1497532 |
|  | thyssenkrupp AG | 2543046 | 26649443 |
|  \* | Tkms AG& Co. KGaA | 127152 | 11981424 |
|  \* | TUI AG | 2283309 | 19455776 |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** | **Value»** |
|  GERMANY — (Continued) | GERMANY — (Continued) | GERMANY — (Continued) | GERMANY — (Continued) | GERMANY — (Continued) |
|  | United Internet AG | 435652 | $| &nbsp;&nbsp;&nbsp;&nbsp;13449372 |
|  | Verbio SE | 100018 |  | 1776540 |
|  | Vossloh AG | 68864 |  | 6280602 |
|  # | Wacker Chemie AG | 74909 |  | 5908098 |
|  | Wacker Neuson SE | 207598 |  | 4520207 |
|  | Washtec AG | 72499 |  | 3450346 |
|  \* | Westwing Group SE | 1038 |  | 13766 |
|  | Wuestenrot & Wuerttembergische AG | 145171 |  | 2366534 |
|  \*Ω | Zalando SE | 672832 |  | 18854483 |
|  | Zeal Network SE | 6261 |  | 351065 |
|  TOTAL GERMANY | TOTAL GERMANY | TOTAL GERMANY |  | 776327013 |
|  GREECE — (0.0%) | GREECE — (0.0%) | GREECE — (0.0%) | GREECE — (0.0%) | GREECE — (0.0%) |
|  \*†† | Neorion Holdings SA | 14991 |  | 0 |
|  IRELAND — (0.6%) | IRELAND — (0.6%) | IRELAND — (0.6%) | IRELAND — (0.6%) | IRELAND — (0.6%) |
|  | Cairn Homes PLC | 2629336 |  | 5842552 |
|  | Dalata Hotel Group PLC | 257103 |  | 1907269 |
|  | FBD Holdings PLC (FBD ID) | 17353 |  | 290276 |
|  | FBD Holdings PLC (FBH LN) | 125459 |  | 2096850 |
|  | Glanbia PLC (GLB ID) | 298453 |  | 5051599 |
|  | Glanbia PLC (GLB LN) | 700613 |  | 12031368 |
|  \*Ω | Glenveagh Properties PLC | 1567836 |  | 3446156 |
|  | Irish Continental Group PLC (IR5B ID) | 825575 |  | 5488672 |
|  \* | Permanent TSB Group Holdings PLC | 273432 |  | 916306 |
|  TOTAL IRELAND | TOTAL IRELAND | TOTAL IRELAND |  | 37071048 |
|  ISRAEL — (2.2%) | ISRAEL — (2.2%) | ISRAEL — (2.2%) | ISRAEL — (2.2%) | ISRAEL — (2.2%) |
|  | Ackerstein Group Ltd. | 11738 |  | 34951 |
|  #\* | Adgar Investment & Development Ltd. | 78185 |  | 122823 |
|  | Afcon Holdings Ltd. | 3064 |  | 262017 |
|  #\* | AFI Properties Ltd. | 93073 |  | 6310260 |
|  | Africa Israel Residences Ltd. | 20736 |  | 1805808 |
|  #\* | Alarum Technologies Ltd. | 10500 |  | 16497 |
|  \* | Allot Ltd. | 119813 |  | 1176294 |
|  | Alrov Properties & Lodgings Ltd. | 49832 |  | 4475987 |

---

918

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##### [**Table of Contents**](#toc)
**THE CONTINENTAL SMALL COMPANY SERIES** 

**CONTINUED** 

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  ISRAEL — (Continued) | ISRAEL — (Continued) | ISRAEL — (Continued) | ISRAEL — (Continued) |
|  | Altshuler Shaham Finance Ltd. | 22244 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;58827 |
|  | Analyst IMS Investment Management Services Ltd. | 1964 | 82083 |
|  | Arad Ltd. | 32408 | 517866 |
|  \* | Argo Properties NV | 8902 | 326380 |
|  | Ari Real Estate Arena Investment Ltd. | 8453 | 7686 |
|  | Aryt Industries Ltd. | 18534 | 242775 |
|  #\* | Ashdod Refinery Ltd. | 28488 | 482342 |
|  | AudioCodes Ltd. (AUDC IT) | 23892 | 212372 |
|  | AudioCodes Ltd. (AUDC US) | 2946 | 26308 |
|  | Automatic Bank Services Ltd. | 19339 | 134443 |
|  \* | Avgol Industries 1953 Ltd. | 358677 | 151713 |
|  | Ayalon Holdings Ltd. | 2360 | 49718 |
|  # | Azorim-Investment Development & Construction Co. Ltd. | 507009 | 3395871 |
|  \* | Bet Shemesh Engines Holdings 1997 Ltd. | 33122 | 6829688 |
|  | Blue Square Real Estate Ltd. | 36303 | 4387037 |
|  # | Carasso Motors Ltd. | 137415 | 1650965 |
|  | Carasso Real Estate Ltd. | 4065 | 48532 |
|  | Castro Model Ltd. | 368 | 22245 |
|  \* | Cellcom Israel Ltd. (CEL IT) | 416963 | 4346660 |
|  \* | Ceragon Networks Ltd. | 266244 | 692234 |
|  #\* | Cielo-Blu Group Ltd. | 40237 | 49818 |
|  #\* | Compugen Ltd. | 26438 | 43946 |
|  | Danel Adir Yeoshua Ltd. | 24067 | 3330369 |
|  | Danya Cebus Ltd. | 5735 | 241097 |
|  | Delek Automotive Systems Ltd. | 110105 | 926235 |
|  # | Delta Galil Ltd. | 65527 | 3658519 |
|  # | Direct Finance of Direct Group 2006 Ltd. | 1085 | 188021 |
|  | Dor Alon Energy in Israel 1988 Ltd. | 10173 | 458531 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  ISRAEL — (Continued) | ISRAEL — (Continued) | ISRAEL — (Continued) | ISRAEL — (Continued) |
|  \* | Doral Group Renewable Energy Resources Ltd. | 149783 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1073055 |
|  | Duniec Brothers Ltd. | 771 | 64080 |
|  | Electra Consumer Products 1970 Ltd. | 60700 | 2102208 |
|  \* | Ellomay Capital Ltd. | 1257 | 25133 |
|  \* | Equital Ltd. | 99225 | 4732275 |
|  | FMS Enterprises Migun Ltd. | 19186 | 1103761 |
|  | Formula Systems 1985 Ltd. (FORTY IT) | 25931 | 3764298 |
|  | Formula Systems 1985 Ltd. (FORTY US), Sponsored ADR | 66 | 9779 |
|  | Fox Wizel Ltd. | 34368 | 3959626 |
|  \* | Gilat Satellite Networks Ltd. | 207925 | 2996593 |
|  #\* | Hagag Group Real Estate Development | 33390 | 239930 |
|  | IDI Insurance Co. Ltd. | 37805 | 2241570 |
|  \* | IES Holdings Ltd. | 1881 | 181022 |
|  | Ilex Medical Ltd. | 2744 | 54993 |
|  | Inrom Construction Industries Ltd. | 431493 | 3214852 |
|  | Isracard Ltd. | 449803 | 1919054 |
|  # | Israel Canada TR Ltd. | 129481 | 674524 |
|  | Israel Shipyards Industries Ltd. | 507 | 19484 |
|  | Isras Investment Co. Ltd. | 6883 | 1928485 |
|  | Issta Ltd. | 23280 | 757475 |
|  | Kamada Ltd. (KMDA IT) | 203071 | 1418533 |
|  # | Kardan Real Estate Enterprise & Development Ltd. | 61338 | 131878 |
|  | Kerur Holdings Ltd. | 32360 | 901675 |
|  | Klil Industries Ltd. | 2761 | 158021 |
|  | Kvutzat Acro Ltd. | 39149 | 572448 |
|  | Lahav L.R. Real Estate Ltd. | 9407 | 18183 |
|  # | Land Development Nimrodi Group Ltd. | 90835 | 1040215 |
|  | Lapidoth Capital Ltd. | 2277 | 57136 |

---

919

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##### [**Table of Contents**](#toc)
**THE CONTINENTAL SMALL COMPANY SERIES** 

**CONTINUED** 

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  ISRAEL — (Continued) | ISRAEL — (Continued) | ISRAEL — (Continued) | ISRAEL — (Continued) |
|  | Libra Insurance Co. Ltd. | 9374 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;46156 |
|  | M Yochananof & Sons Ltd. | 11123 | 941223 |
|  # | Magic Software Enterprises Ltd. (MGIC IT) | 134709 | 2760988 |
|  | Magic Software Enterprises Ltd. (MGIC US) | 1403 | 29014 |
|  \* | Malam - Team Ltd. | 11865 | 509410 |
|  | Max Stock Ltd. | 96483 | 697019 |
|  # | Maytronics Ltd. | 55776 | 69052 |
|  | Mediterranean Towers Ltd. | 379849 | 1675231 |
|  | Mega Or Holdings Ltd. | 70651 | 4338201 |
|  # | Meitav Investment House Ltd. | 194223 | 6110502 |
|  | MENIF - Financial Services Ltd. | 2172 | 13768 |
|  \* | Meshek Energy Renewable Energies Ltd. | 55205 | 111735 |
|  | Meshulam Levinstein Contracting & Engineering Ltd. | 780 | 117586 |
|  # | Mivtach Shamir Holdings Ltd. | 31365 | 2967835 |
|  | Nawi Group Ltd. | 73059 | 1208549 |
|  | Neto Malinda Trading Ltd. | 10840 | 475973 |
|  \* | Neto ME Holdings Ltd. | 4389 | 280516 |
|  | Novolog Ltd. | 52315 | 20341 |
|  | Oil Refineries Ltd. | 9217147 | 2690939 |
|  \* | OY Nofar Energy Ltd. | 7886 | 251733 |
|  | Palram Industries 1990 Ltd. | 10991 | 253252 |
|  | Partner Communications Co. Ltd. | 300130 | 2979972 |
|  | Paz Retail & Energy Ltd. | 20811 | 4446002 |
|  #\* | Perion Network Ltd. | 29877 | 280954 |
|  # | Plasson Industries Ltd. | 19120 | 1114055 |
|  # | Prashkovsky Investments & Construction Ltd. | 29073 | 1482811 |
|  \* | Priortech Ltd. | 27070 | 2069406 |
|  | Qualitau Ltd. | 2247 | 345468 |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** | **Value»** |
|  ISRAEL — (Continued) | ISRAEL — (Continued) | ISRAEL — (Continued) | ISRAEL — (Continued) | ISRAEL — (Continued) |
|  | Rami Levy Chain Stores Hashikma Marketing 2006 Ltd. | 47534 | $| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4467345 |
|  \* | Rani Zim Shopping Centers Ltd. | 26927 |  | 47534 |
|  | Retailors Ltd. | 23090 |  | 413697 |
|  | Scope Metals Group Ltd. | 45767 |  | 2213091 |
|  \* | Shikun & Binui Soltec Renewable Energy | 12885 |  | 10758 |
|  | Summit Real Estate Holdings Ltd. | 215637 |  | 4415446 |
|  | Suny Cellular Communication Ltd. | 187376 |  | 85833 |
|  # | Tadiran Group Ltd. | 14575 |  | 776211 |
|  #Ω | Tamar Petroleum Ltd. | 86654 |  | 1072724 |
|  # | Telsys Ltd. | 2324 |  | 140319 |
|  \* | Tera Light Ltd. | 45638 |  | 176638 |
|  | Tiv Taam Holdings 1 Ltd. | 56937 |  | 154322 |
|  | Turpaz Industries Ltd. | 17085 |  | 279393 |
|  \* | Veridis Environment Ltd. | 3397 |  | 33800 |
|  | Victory Supermarket Chain Ltd. | 5213 |  | 73846 |
|  | YD More Investments Ltd. | 9241 |  | 125976 |
|  TOTAL ISRAEL | TOTAL ISRAEL | TOTAL ISRAEL |  | 134901828 |
|  ITALY — (9.5%) | ITALY — (9.5%) | ITALY — (9.5%) | ITALY — (9.5%) | ITALY — (9.5%) |
|  | A2A SpA | 8218896 |  | 23946743 |
|  \* | Abitare In SpA | 1909 |  | 6245 |
|  | ACEA SpA | 245241 |  | 5948104 |
|  # | Amplifon SpA | 186970 |  | 3195272 |
|  \* | Aquafil SpA | 13759 |  | 30133 |
|  | Ariston Holding NV | 26863 |  | 111683 |
|  | Arnoldo Mondadori Editore SpA | 992688 |  | 2385530 |
|  | Ascopiave SpA | 432784 |  | 1605863 |
|  | Azimut Holding SpA | 552386 |  | 21618604 |
|  | Banca Generali SpA | 331041 |  | 18748826 |
|  | Banca IFIS SpA | 172132 |  | 4447147 |
|  # | Banca Monte dei Paschi di Siena SpA | 5051111 |  | 44300690 |
|  # | Banca Profilo SpA | 966765 |  | 178409 |
|  \*Ω | Banca Sistema SpA | 289563 |  | 523694 |

---

920

------

##### [**Table of Contents**](#toc)
**THE CONTINENTAL SMALL COMPANY SERIES** 

**CONTINUED** 

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  ITALY — (Continued) | ITALY — (Continued) | ITALY — (Continued) | ITALY — (Continued) |
|  # | Banco di Desio e della Brianza SpA | 244337 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2233102 |
|  \*Ω | BFF Bank SpA | 949554 | 11461614 |
|  # | Biesse SpA | 24985 | 163599 |
|  # | BPER Banca SpA | 546123 | 6543586 |
|  # | Brembo NV | 564136 | 6084413 |
|  # | Brunello Cucinelli SpA | 190261 | 19282633 |
|  | Buzzi SpA | 441099 | 26573250 |
|  \* | Cairo Communication SpA | 349136 | 1159579 |
|  | Cembre SpA | 10913 | 794973 |
|  | Cementir Holding NV | 344436 | 6346412 |
|  \* | CIR SpA-Compagnie Industriali | 2713555 | 2164861 |
|  | Credito Emiliano SpA | 494654 | 7831053 |
|  # | d'Amico International Shipping SA | 252474 | 1307925 |
|  # | Danieli & C Officine Meccaniche SpA (DAN IM) | 89250 | 4822717 |
|  | Danieli & C Officine Meccaniche SpA (DANR IM) | 148854 | 5707602 |
|  | Datalogic SpA | 46326 | 245643 |
|  # | Davide Campari-Milano NV | 215716 | 1501787 |
|  | De' Longhi SpA | 57913 | 2113825 |
|  #\* | Digital Bros SpA | 22930 | 317639 |
|  \*Ω | doValue SpA | 141235 | 441153 |
|  | Emak SpA | 288997 | 339985 |
|  Ω | Enav SpA | 812628 | 4246079 |
|  # | ERG SpA | 202488 | 5223404 |
|  | Esprinet SpA | 164535 | 1101554 |
|  | Fiera Milano SpA | 38749 | 351159 |
|  # | Fila SpA | 107114 | 1174466 |
|  \* | Fincantieri SpA | 129734 | 3337839 |
|  #\*†† | Finmatica SpA | 5960 | 0 |
|  | FNM SpA | 940435 | 492965 |
|  # | Gefran SpA | 35925 | 517729 |
|  #\* | Geox SpA | 150451 | 58643 |
|  # | GPI SpA | 24149 | 474070 |
|  | Hera SpA | 4283801 | 19226487 |
|  | IMMSI SpA | 997787 | 663234 |
|  | Intercos SpA | 39671 | 540692 |
|  | Interpump Group SpA | 21462 | 1107661 |
|  | Iren SpA | 3483285 | 10278310 |
|  | Italgas SpA | 2853412 | 29940645 |
|  | Italmobiliare SpA | 79015 | 2968101 |
|  | Iveco Group NV | 796858 | 16935705 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  ITALY — (Continued) | ITALY — (Continued) | ITALY — (Continued) | ITALY — (Continued) |
|  | Lottomatica Group SpA | 426325 | $&nbsp;&nbsp;&nbsp;&nbsp;10512385 |
|  | LU-VE SpA | 6324 | 263312 |
|  | Maire SpA | 956295 | 14519459 |
|  #\*†† | Mariella Burani Fashion Group SpA | 22744 | 0 |
|  # | MARR SpA | 16028 | 170054 |
|  | MFE-MediaForEurope NV, Class A | 590200 | 2130681 |
|  # | MFE-MediaForEurope NV (MFEA IM), Class A | 897309 | 3177151 |
|  | MFE-MediaForEurope NV (MFEB IM), Class B | 316964 | 1478142 |
|  | Moltiply Group SpA | 126668 | 6885509 |
|  \* | NewPrinces SpA | 24519 | 564264 |
|  Ω | Nexi SpA | 2382257 | 12560725 |
|  | Orsero SpA | 44592 | 934254 |
|  Ω | OVS SpA | 1174566 | 5927875 |
|  | Pharmanutra SpA | 9710 | 518500 |
|  \*Ω | Philogen SpA | 1182 | 33792 |
|  # | Piaggio & C SpA | 794675 | 1809170 |
|  Ω | Pirelli & C SpA | 1699980 | 11933933 |
|  Ω | RAI Way SpA | 505631 | 3465019 |
|  | Recordati Industria Chimica e Farmaceutica SpA | 15205 | 905028 |
|  | Reply SpA | 123280 | 17301717 |
|  \* | Revo SpA | 4909 | 101006 |
|  | Rizzoli Corriere Della Sera Mediagroup SpA | 837029 | 995968 |
|  | Sabaf SpA | 50590 | 816122 |
|  \* | Safilo Group SpA | 275375 | 538044 |
|  # | Saipem SpA | 6394526 | 16670171 |
|  #\* | Salvatore Ferragamo SpA | 24733 | 199411 |
|  # | Sanlorenzo SpA | 30051 | 1174939 |
|  \* | Seco SpA | 21231 | 84166 |
|  \* | Seri Industrial SpA | 3574 | 10880 |
|  | Sesa SpA | 52658 | 4900390 |
|  | Sogefi SpA | 312879 | 1261735 |
|  | SOL SpA | 219864 | 12873268 |
|  # | Tamburi Investment Partners SpA | 790266 | 7976617 |
|  Ω | Technogym SpA | 756838 | 13708649 |
|  \* | Telecom Italia SpA (TIT IM) | 54260839 | 31994510 |
|  \* | Telecom Italia SpA (TITR IM) | 8338576 | 5544198 |
|  \* | TREVI - Finanziaria Industriale SpA | 405238 | 203905 |

---

921

------

##### [**Table of Contents**](#toc)
**THE CONTINENTAL SMALL COMPANY SERIES** 

**CONTINUED** 

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** | **Value»** |
|  ITALY — (Continued) | ITALY — (Continued) | ITALY — (Continued) | ITALY — (Continued) | ITALY — (Continued) |
|  | TXT e-solutions SpA | 3886 | $| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;148068 |
|  | Unipol Assicurazioni SpA | 1816310 |  | 39765060 |
|  | Webuild SpA | 2514269 |  | 10160914 |
|  # | Wiit SpA | 12846 |  | 292505 |
|  # | Zignago Vetro SpA | 3295 |  | 28520 |
|  TOTAL ITALY | TOTAL ITALY | TOTAL ITALY |  | 577663053 |
|  JAPAN — (0.0%) | JAPAN — (0.0%) | JAPAN — (0.0%) | JAPAN — (0.0%) | JAPAN — (0.0%) |
|  \*†† | Bourbon Corp. SA | 28851 |  | 0 |
|  NETHERLANDS — (5.1%) | NETHERLANDS — (5.1%) | NETHERLANDS — (5.1%) | NETHERLANDS — (5.1%) | NETHERLANDS — (5.1%) |
|  | Aalberts NV | 623215 |  | 19744223 |
|  | Acomo NV | 62216 |  | 1685284 |
|  | Aegon Ltd. (AGN NA) | 672460 |  | 5124633 |
|  \* | AFC Ajax NV | 13955 |  | 146023 |
|  | Akzo Nobel NV | 325415 |  | 21505095 |
|  | Allfunds Group PLC | 1312909 |  | 9980391 |
|  | AMG Critical Materials NV | 104457 |  | 3468213 |
|  # | Aperam SA | 188310 |  | 6562090 |
|  | Arcadis NV | 455920 |  | 21773259 |
|  Ω | B&S Group SARL | 39302 |  | 269108 |
|  #\*Ω | Basic-Fit NV | 189747 |  | 5632452 |
|  # | BE Semiconductor Industries NV | 204349 |  | 34840703 |
|  # | Brunel International NV | 97045 |  | 864889 |
|  | Corbion NV | 303749 |  | 6182281 |
|  Ω | CTP NV | 295054 |  | 6152798 |
|  #\* | Fastned BV | 409 |  | 10366 |
|  \* | Flow Traders Ltd. | 156049 |  | 4290889 |
|  | ForFarmers NV | 141731 |  | 685434 |
|  # | Fugro NV | 331296 |  | 3383292 |
|  | Havas NV | 43568 |  | 76034 |
|  | IMCD NV | 213114 |  | 22083653 |
|  \* | InPost SA | 658695 |  | 8297221 |
|  # | Kendrion NV | 47563 |  | 780301 |
|  | Koninklijke BAM Groep NV | 1911457 |  | 17743839 |
|  | Koninklijke Heijmans NV | 154593 |  | 10951991 |
|  | Koninklijke Vopak NV | 381357 |  | 17281947 |
|  | Nedap NV | 33400 |  | 4018521 |
|  | OCI NV | 400234 |  | 1570016 |
|  #\* | Pharming Group NV | 2753627 |  | 3608558 |
|  # | PostNL NV | 529838 |  | 586287 |
|  # | Randstad NV | 539495 |  | 21143282 |
|  | SBM Offshore NV | 613536 |  | 15865439 |
|  #\* | SIF Holding NV | 2920 |  | 23482 |
|  Ω | Signify NV | 594729 |  | 14236314 |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** | **Value»** |
|  NETHERLANDS — (Continued) | NETHERLANDS — (Continued) | NETHERLANDS — (Continued) | NETHERLANDS — (Continued) | NETHERLANDS — (Continued) |
|  # | Sligro Food Group NV | 79286 | $| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;851465 |
|  | TKH Group NV | 219835 |  | 9718487 |
|  \* | TomTom NV | 244347 |  | 1471466 |
|  | Van Lanschot Kempen NV | 158421 |  | 9262465 |
|  TOTAL NETHERLANDS | TOTAL NETHERLANDS | TOTAL NETHERLANDS |  | 311872191 |
|  NORWAY — (1.4%) | NORWAY — (1.4%) | NORWAY — (1.4%) | NORWAY — (1.4%) | NORWAY — (1.4%) |
|  | 2020 Bulkers Ltd. | 97040 |  | 1324299 |
|  | ABG Sundal Collier Holding ASA | 1828593 |  | 1269008 |
|  | AF Gruppen ASA | 5920 |  | 99432 |
|  | Akastor ASA | 546535 |  | 599883 |
|  \* | Aker BioMarine ASA | 18649 |  | 158288 |
|  | Aker Solutions ASA | 104797 |  | 287938 |
|  | Archer Ltd. | 149289 |  | 347602 |
|  \* | ArcticZymes Technologies ASA | 35915 |  | 102101 |
|  | Arendals Fossekompani ASA | 1452 |  | 18945 |
|  | Atea ASA | 360236 |  | 5488205 |
|  #\* | Axactor ASA | 367750 |  | 255175 |
|  | B2 Impact ASA | 1080438 |  | 1851999 |
|  | Bluenord ASA | 46086 |  | 2104539 |
|  | Bonheur ASA | 137587 |  | 2976569 |
|  | Borregaard ASA | 136491 |  | 2584950 |
|  | Bouvet ASA | 98544 |  | 625633 |
|  \* | BW Energy Ltd. | 8378 |  | 31916 |
|  | BW Offshore Ltd. | 454614 |  | 1655451 |
|  #\* | Cadeler AS (CADLR NO) | 19751 |  | 91573 |
|  \* | Cloudberry Clean Energy ASA | 117416 |  | 152826 |
|  | DNO ASA | 1731454 |  | 2364265 |
|  Ω | Elkem ASA | 1052204 |  | 2767601 |
|  #\* | Elliptic Laboratories ASA | 40897 |  | 40566 |
|  Ω | Elmera Group ASA | 282468 |  | 908688 |
|  | Elopak ASA | 166900 |  | 785661 |
|  \* | Endur ASA | 4750 |  | 39825 |
|  \* | Ensurge Micropower ASA | 363935 |  | 41519 |
|  Ω | Europris ASA | 1007539 |  | 8686932 |
|  # | FLEX LNG Ltd. (FLNG NO) | 134726 |  | 3498850 |
|  # | FLEX LNG Ltd. (FLNG US) | 5649 |  | 146705 |
|  \* | Grieg Seafood ASA | 195921 |  | 1312037 |
|  #\* | Hexagon Composites ASA | 361292 |  | 324485 |
|  | Himalaya Shipping Ltd. | 5431 |  | 41638 |

---

922

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##### [**Table of Contents**](#toc)
**THE CONTINENTAL SMALL COMPANY SERIES** 

**CONTINUED** 

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  NORWAY — (Continued) | NORWAY — (Continued) | NORWAY — (Continued) | NORWAY — (Continued) |
|  Ω | Kid ASA | 78809 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1066890 |
|  # | Kitron ASA | 898370 | 6678984 |
|  Ω | Klaveness Combination Carriers ASA | 66520 | 504226 |
|  \* | Kongsberg Automotive ASA | 3011978 | 514695 |
|  \* | LINK Mobility Group Holding ASA | 723491 | 2142855 |
|  | Magnora ASA | 141054 | 286048 |
|  | Medistim ASA | 1199 | 32247 |
|  | Morrow Bank ASA | 33724 | 44448 |
|  | MPC Container Ships ASA | 704551 | 1232843 |
|  Ω | Multiconsult ASA | 3781 | 64186 |
|  | Norbit ASA | 74687 | 1503564 |
|  | Norconsult Norge AS | 9547 | 44152 |
|  \* | Nordic Mining ASA | 71130 | 103398 |
|  #\*Ω | Norske Skog ASA | 59043 | 91296 |
|  \* | Northern Ocean Ltd. | 63725 | 37834 |
|  | Norwegian Air Shuttle ASA | 842208 | 1307484 |
|  \* | NRC Group ASA | 31346 | 23861 |
|  | Odfjell Drilling Ltd. | 514416 | 4132016 |
|  | Odfjell SE, Class A | 129774 | 1559866 |
|  | Odfjell Technology Ltd. | 107420 | 616762 |
|  \* | OKEA ASA | 32193 | 57967 |
|  #Ω | Okeanis Eco Tankers Corp. | 44427 | 1531669 |
|  \* | Otello Corp. ASA | 92958 | 138817 |
|  | Panoro Energy ASA | 332889 | 711400 |
|  | Paratus Energy Services Ltd. | 20975 | 85853 |
|  | Pareto Bank ASA | 75355 | 638415 |
|  | Pexip Holding ASA | 184856 | 1135571 |
|  \* | PhotoCure ASA | 97674 | 560607 |
|  | Public Property Invest AS | 12136 | 26769 |
|  | Rana Gruber ASA | 98940 | 623811 |
|  | Reach Subsea ASA | 19435 | 12813 |
|  #\* | Salmon Evolution ASA | 422091 | 214821 |
|  | SATS ASA | 227378 | 814680 |
|  #\*Ω | Scatec ASA | 518802 | 5472243 |
|  | Sea1 offshore, Inc. | 37563 | 74350 |
|  | Selvaag Bolig ASA | 207216 | 673434 |
|  #\*Ω | Shelf Drilling Ltd. | 312797 | 564677 |
|  #\* | SmartCraft ASA | 10481 | 26442 |
|  # | Solstad Maritime Holding AS | 291056 | 515586 |
|  \* | Solstad Offshore ASA | 30917 | 132650 |
|  | Sparebanken More | 4408 | 43496 |
|  | Stolt-Nielsen Ltd. | 25491 | 854997 |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** | **Value»** |
|  NORWAY — (Continued) | NORWAY — (Continued) | NORWAY — (Continued) | NORWAY — (Continued) | NORWAY — (Continued) |
|  | TGS ASA | 322664 | $| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2784504 |
|  \* | Thor Medical ASA | 228264 |  | 80167 |
|  | Veidekke ASA | 313510 |  | 4854003 |
|  | Wilh Wilhelmsen Holding ASA, Class A | 789 |  | 39768 |
|  | Zalaris ASA | 3463 |  | 31504 |
|  \* | Zaptec ASA | 25511 |  | 74457 |
|  TOTAL NORWAY | TOTAL NORWAY | TOTAL NORWAY |  | 87748230 |
|  PORTUGAL — (1.3%) | PORTUGAL — (1.3%) | PORTUGAL — (1.3%) | PORTUGAL — (1.3%) | PORTUGAL — (1.3%) |
|  # | Altri SGPS SA | 332589 |  | 1886406 |
|  | Banco Comercial Portugues SA, Class R | 47951405 |  | 42326788 |
|  | Corticeira Amorim SGPS SA | 80430 |  | 674776 |
|  | CTT-Correios de Portugal SA | 429193 |  | 3731652 |
|  | EDP Renovaveis SA | 96613 |  | 1412549 |
|  | Ibersol SGPS SA | 77675 |  | 904396 |
|  | Mota-Engil SGPS SA | 224824 |  | 1555188 |
|  # | Navigator Co. SA | 1487163 |  | 5149610 |
|  | NOS SGPS SA | 868310 |  | 3762509 |
|  | REN - Redes Energeticas Nacionais SGPS SA | 2287055 |  | 8609001 |
|  | Semapa-Sociedade de Investimento e Gestao | 18962 |  | 395575 |
|  | Sonae SGPS SA | 5742005 |  | 9354964 |
|  TOTAL PORTUGAL | TOTAL PORTUGAL | TOTAL PORTUGAL |  | 79763414 |
|  SPAIN — (5.6%) | SPAIN — (5.6%) | SPAIN — (5.6%) | SPAIN — (5.6%) | SPAIN — (5.6%) |
|  # | Acciona SA | 110881 |  | 24542623 |
|  | Acerinox SA | 675799 |  | 8702836 |
|  \*†† | Adveo Group International SA | 84445 |  | 0 |
|  Ω | Aedas Homes SA | 9070 |  | 222608 |
|  | Alantra Partners SA | 49892 |  | 498111 |
|  | Almirall SA | 395422 |  | 5691115 |
|  #\* | Amper SA | 7984073 |  | 1332756 |
|  | Atresmedia Corp. de Medios de Comunicacion SA | 291533 |  | 1764518 |
|  | Audax Renovables SA | 252705 |  | 402220 |
|  | Azkoyen SA | 67253 |  | 683814 |
|  | Bankinter SA | 2439976 |  | 36780772 |
|  | CIE Automotive SA | 342627 |  | 11490653 |

---

923

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##### [**Table of Contents**](#toc)
**THE CONTINENTAL SMALL COMPANY SERIES** 

**CONTINUED** 

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  SPAIN — (Continued) | SPAIN — (Continued) | SPAIN — (Continued) | SPAIN — (Continued) |
|  | Construcciones y Auxiliar de Ferrocarriles SA | 103752 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6551120 |
|  | Corp. ACCIONA Energias Renovables SA | 52055 | 1432074 |
|  \* | Distribuidora Internacional de Alimentacion SA | 8320 | 274279 |
|  | Ebro Foods SA | 401533 | 8183807 |
|  #\* | eDreams ODIGEO SA | 403870 | 3380151 |
|  | Elecnor SA | 194344 | 6339735 |
|  | Enagas SA | 1020450 | 16194092 |
|  # | Ence Energia y Celulosa SA | 596521 | 1821841 |
|  \* | Ercros SA | 590023 | 2177404 |
|  | Faes Farma SA | 1808882 | 9310432 |
|  | Fluidra SA | 405339 | 11732296 |
|  #Ω | Gestamp Automocion SA | 693014 | 2681534 |
|  #Ω | Global Dominion Access SA | 385250 | 1411733 |
|  \* | Grenergy Renovables SA | 18093 | 1559882 |
|  | Grifols SA | 732085 | 9486272 |
|  | Grupo Catalana Occidente SA | 201235 | 11481941 |
|  | Grupo Empresarial San Jose SA | 141180 | 1142606 |
|  | Iberpapel Gestion SA (IBG SM) | 45155 | 1036243 |
|  # | Indra Sistemas SA | 533795 | 29528153 |
|  | Laboratorio Reig Jofre SA | 7442 | 24993 |
|  | Laboratorios Farmaceuticos Rovi SA | 92151 | 6497121 |
|  | Linea Directa Aseguradora SA Cia de Seguros y Reaseguros | 2889715 | 3829802 |
|  | Logista Integral SA | 310609 | 10351730 |
|  | Mapfre SA | 3458315 | 15273081 |
|  | Melia Hotels International SA | 408090 | 3376982 |
|  | Miquel y Costas & Miquel SA | 185363 | 2840666 |
|  Ω | Neinor Homes SA | 99054 | 1969597 |
|  \* | Nueva Expresion Textil SA | 7921 | 6861 |
|  \* | Obrascon Huarte Lain SA | 1894465 | 993600 |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** | **Value»** |
|  SPAIN — (Continued) | SPAIN — (Continued) | SPAIN — (Continued) | SPAIN — (Continued) | SPAIN — (Continued) |
|  #\* | Oryzon Genomics SA | 35547 | $| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;145015 |
|  | Pharma Mar SA | 60597 |  | 5123200 |
|  | Prim SA | 40283 |  | 642863 |
|  \* | Promotora de Informaciones SA, Class A | 879152 |  | 385038 |
|  Ω | Prosegur Cash SA | 778516 |  | 637032 |
|  | Realia Business SA | 1559506 |  | 1862063 |
|  | Redeia Corp. SA | 479379 |  | 8629715 |
|  | Renta 4 Banco SA | 442 |  | 10041 |
|  | Sacyr SA | 2059437 |  | 9059476 |
|  \* | Solaria Energia y Medio Ambiente SA | 194370 |  | 3361222 |
|  #\*†† | Soltec Power Holdings SA | 58317 |  | 20166 |
|  #\*Ω | Talgo SA | 346503 |  | 1067094 |
|  \* | Tecnicas Reunidas SA | 197950 |  | 7085011 |
|  # | Tubacex SA | 614854 |  | 2342150 |
|  #\* | Tubos Reunidos SA | 83289 |  | 43925 |
|  Ω | Unicaja Banco SA | 3741336 |  | 10100903 |
|  | Vidrala SA | 129239 |  | 12310761 |
|  | Viscofan SA | 265435 |  | 16496262 |
|  \* | Vocento SA | 121275 |  | 89430 |
|  TOTAL SPAIN | TOTAL SPAIN | TOTAL SPAIN |  | 342413421 |
|  SWEDEN — (6.3%) | SWEDEN — (6.3%) | SWEDEN — (6.3%) | SWEDEN — (6.3%) | SWEDEN — (6.3%) |
|  Ω | AcadeMedia AB | 491095 |  | 5423201 |
|  | AddLife AB, Class B | 569253 |  | 12297925 |
|  | Addnode Group AB | 593826 |  | 6911001 |
|  | AFRY AB | 442049 |  | 7583389 |
|  Ω | Alimak Group AB | 375399 |  | 5545870 |
|  | Alleima AB | 596665 |  | 5152947 |
|  | Alligo AB, Class B | 165054 |  | 2059416 |
|  Ω | Ambea AB | 367624 |  | 4956695 |
|  \* | Annehem Fastigheter AB, Class B | 214348 |  | 421239 |
|  | AQ Group AB | 130190 |  | 2683006 |
|  | Arise AB | 21470 |  | 67778 |
|  | Arjo AB, Class B | 933688 |  | 2962834 |
|  | Atrium Ljungberg AB, Class B | 182809 |  | 658075 |
|  Ω | Attendo AB | 478828 |  | 4062676 |
|  | Beijer Alma AB | 296567 |  | 9052954 |
|  | Bergman & Beving AB | 200531 |  | 7078363 |
|  | Betsson AB, Class B | 432947 |  | 6747307 |
|  #\* | Better Collective AS | 148631 |  | 1823575 |
|  \* | BHG Group AB | 412330 |  | 1244444 |
|  | Bilia AB, Class A | 514700 |  | 7205960 |
|  | Billerud Aktiebolag | 142477 |  | 1318400 |
|  | BioGaia AB, Class B | 72686 |  | 767832 |

---

924

------

##### [**Table of Contents**](#toc)
**THE CONTINENTAL SMALL COMPANY SERIES** 

**CONTINUED** 

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  SWEDEN — (Continued) | SWEDEN — (Continued) | SWEDEN — (Continued) | SWEDEN — (Continued) |
|  \* | BioInvent International AB | 39440 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;131369 |
|  | Bjorn Borg AB | 13009 | 87448 |
|  \* | Bonava AB, Class B | 1376013 | 1606414 |
|  \*Ω | BoneSupport Holding AB | 36518 | 848628 |
|  #\*Ω | Boozt AB | 40683 | 439814 |
|  Ω | Bravida Holding AB | 938798 | 7934994 |
|  # | Bufab AB | 1073880 | 11802873 |
|  | Bulten AB | 65387 | 335415 |
|  | Bure Equity AB | 208016 | 6092230 |
|  | Byggmax Group AB | 317424 | 1614702 |
|  \* | Carasent AB | 4216 | 12608 |
|  | Catella AB | 107245 | 350313 |
|  \* | Cavotec Group AB | 44730 | 71973 |
|  # | Cellavision AB | 57877 | 1096867 |
|  # | Cibus Nordic Real Estate AB publ | 200692 | 3478369 |
|  \* | Cint Group AB | 74205 | 28184 |
|  | Clas Ohlson AB, Class B | 260229 | 9490224 |
|  | Cloetta AB, Class B | 1091570 | 4065089 |
|  | Coinshares International Ltd. | 4502 | 79308 |
|  #Ω | Coor Service Management Holding AB | 335339 | 1646664 |
|  # | Corem Property Group AB (COREB SS), Class B | 2302739 | 936466 |
|  | Corem Property Group AB (CORED SS), Class D | 460 | 11601 |
|  | CTT Systems AB | 10788 | 214581 |
|  | Dios Fastigheter AB | 680078 | 4634762 |
|  Ω | Dometic Group AB | 519107 | 2537400 |
|  \*Ω | Dustin Group AB | 360322 | 77868 |
|  \* | Dynavox Group AB | 61180 | 629472 |
|  | Eastnine AB | 505684 | 2662670 |
|  | Elanders AB, Class B | 62048 | 413467 |
|  \* | Electrolux AB, Class B | 485989 | 3135953 |
|  | Electrolux Professional AB, Class B | 718459 | 4990022 |
|  | Elekta AB, Class B | 1064712 | 5411731 |
|  \* | Eltel AB | 129635 | 122172 |
|  \* | Embracer Group AB | 38627 | 402559 |
|  \* | Enea AB | 53941 | 395024 |
|  # | Engcon AB | 62429 | 540374 |
|  | Ependion AB | 100183 | 1293447 |
|  | Ework Group AB | 46094 | 462048 |
|  # | Fagerhult Group AB | 323685 | 1573041 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  SWEDEN — (Continued) | SWEDEN — (Continued) | SWEDEN — (Continued) | SWEDEN — (Continued) |
|  | Fasadgruppen Group AB | 10832 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;34005 |
|  \* | Fastighets AB Trianon | 20413 | 43468 |
|  \* | Fastighetsbolaget Emilshus AB, Class B | 17064 | 104803 |
|  # | FastPartner AB (FPARA SS), Class A | 88242 | 466602 |
|  | FastPartner AB (FPARD SS), Class D | 35 | 279 |
|  | Fenix Outdoor International AG | 17626 | 972400 |
|  | G5 Entertainment AB | 5544 | 54905 |
|  | Granges AB | 803061 | 11751067 |
|  | Hanza AB | 140095 | 1933827 |
|  # | Heba Fastighets AB, Class B | 343323 | 1181295 |
|  | Hemnet Group AB | 14007 | 305713 |
|  #\* | Hexatronic Group AB | 262542 | 597522 |
|  \* | HMS Networks AB | 9565 | 530941 |
|  Ω | Hoist Finance AB | 292360 | 3046704 |
|  | Hufvudstaden AB, Class A | 4060 | 53962 |
|  | Humana AB | 111595 | 568392 |
|  \* | Humble Group AB | 59334 | 52284 |
|  | Instalco AB | 785537 | 1990483 |
|  #\* | International Petroleum Corp. (IPCO SS) | 481608 | 7494966 |
|  | INVISIO AB | 58370 | 1856025 |
|  | Inwido AB | 449118 | 6751647 |
|  | JM AB | 364135 | 5184194 |
|  \* | John Mattson Fastighetsforetagen AB | 1538 | 10778 |
|  \* | Karnov Group AB | 72675 | 857537 |
|  #\* | K-fast Holding AB | 18519 | 28455 |
|  \* | Klarabo Sverige AB, Class B | 22416 | 36750 |
|  | KNOW IT AB | 124453 | 1588531 |
|  | Lime Technologies AB | 27826 | 1046335 |
|  # | Lindab International AB | 565453 | 13526956 |
|  | Loomis AB | 45831 | 1846322 |
|  \* | Maha Capital AB | 40455 | 38288 |
|  \* | Medcap AB | 22514 | 1441764 |
|  | MEKO AB | 154235 | 1247590 |
|  | MIPS AB | 9118 | 326476 |
|  \* | Modern Times Group MTG AB, Class B | 437155 | 5876428 |

---

925

------

##### [**Table of Contents**](#toc)
**THE CONTINENTAL SMALL COMPANY SERIES** 

**CONTINUED** 

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  SWEDEN — (Continued) | SWEDEN — (Continued) | SWEDEN — (Continued) |  |
|  | Momentum Group AB | 184563 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3160934 |
|  Ω | Munters Group AB | 19990 | 338322 |
|  \* | NCAB Group AB | 449516 | 2763008 |
|  # | NCC AB, Class B | 489246 | 11152796 |
|  | Nederman Holding AB | 50799 | 861796 |
|  | Nelly Group AB | 5181 | 51313 |
|  \* | Net Insight AB, Class B | 1416278 | 567061 |
|  | New Wave Group AB, Class B | 644123 | 7591408 |
|  | Nivika Fastigheter AB, Class B | 10217 | 44245 |
|  \* | Nobia AB | 2281142 | 1072911 |
|  | Nolato AB, Class B | 1528597 | 10116013 |
|  \* | Norion Bank AB | 306679 | 2284985 |
|  | Note AB | 87168 | 1730697 |
|  # | NP3 Fastigheter AB | 157465 | 4286561 |
|  # | Nyfosa AB | 1067086 | 9077054 |
|  | OEM International AB, Class B | 353662 | 5751912 |
|  #\* | Orron Energy AB | 740174 | 340736 |
|  \* | Ovzon AB | 568 | 1943 |
|  | Peab AB, Class B | 678272 | 5489314 |
|  | Platzer Fastigheter Holding AB, Class B | 324822 | 2493573 |
|  | Prevas AB, Class B | 20231 | 163085 |
|  \* | Pricer AB, Class B | 371092 | 175616 |
|  | Proact IT Group AB | 206921 | 2246964 |
|  | Ratos AB, Class B | 1178695 | 4768418 |
|  | RaySearch Laboratories AB | 159055 | 3733450 |
|  | Rejlers AB | 4253 | 88965 |
|  \* | Rottneros AB | 532673 | 152635 |
|  | Rusta AB | 26860 | 177463 |
|  # | Rvrc Holding AB | 132635 | 907121 |
|  \* | Samhallsbyggnadsbolaget i Norden AB | 1955624 | 1073606 |
|  \* | Samhallsbyggnadsbolaget i Norden AB, Class D | 54283 | 56019 |
|  | Scandi Standard AB | 360822 | 3736825 |
|  Ω | Scandic Hotels Group AB | 920206 | 8944371 |
|  \* | Sdiptech AB, Class B | 81759 | 1627696 |
|  \* | Sedana Medical AB | 35048 | 38436 |
|  \* | Sensys Gatso Group AB | 29979 | 119457 |
|  \*Ω | Sinch AB | 1749070 | 6333661 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  SWEDEN — (Continued) | SWEDEN — (Continued) | SWEDEN — (Continued) |  |
|  \* | Sivers Semiconductors AB | 68258 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;27043 |
|  | SkiStar AB | 305022 | 5093286 |
|  | Solid Forsakring AB | 89141 | 725067 |
|  \* | Stendorren Fastigheter AB | 6035 | 125101 |
|  | Stenhus Fastigheter I Norden AB | 13110 | 14737 |
|  \* | Stillfront Group AB | 1857000 | 1259881 |
|  | Storskogen Group AB, Class B | 4860197 | 5021829 |
|  | Svedbergs Group AB | 2130 | 13286 |
|  | Synsam AB | 110359 | 698326 |
|  | Systemair AB | 430484 | 3539123 |
|  | TF Bank AB | 20565 | 400892 |
|  | Troax Group AB | 214543 | 3252047 |
|  | Truecaller AB, Class B | 660546 | 1968951 |
|  | VBG Group AB, Class B | 66409 | 2525536 |
|  \* | Vestum AB | 62611 | 57289 |
|  | Vitec Software Group AB, Class B | 93866 | 3276021 |
|  | Vitrolife AB | 72920 | 1125439 |
|  | Volati AB | 11330 | 127779 |
|  TOTAL SWEDEN | TOTAL SWEDEN | TOTAL SWEDEN | 383302728 |
|  SWITZERLAND — (18.1%) | SWITZERLAND — (18.1%) | SWITZERLAND — (18.1%) |  |
|  | Accelleron Industries AG (ACLN SW) | 362317 | 29699449 |
|  | Adecco Group AG | 620390 | 17297945 |
|  | Allreal Holding AG | 110728 | 26464952 |
|  | ALSO Holding AG | 31533 | 9060426 |
|  \* | ams-OSRAM AG | 304767 | 4217209 |
|  | APG SGA SA | 8077 | 2128284 |
|  | Arbonia AG | 252050 | 1593810 |
|  \* | Aryzta AG | 96210 | 6168756 |
|  | Ascom Holding AG | 125288 | 557372 |
|  | Autoneum Holding AG | 22372 | 4450490 |
|  | Avolta AG | 431730 | 22758220 |
|  | Baloise Holding AG | 131137 | 32566697 |
|  | Banque Cantonale de Geneve | 101770 | 3154906 |
|  | Banque Cantonale du Jura SA | 3848 | 311183 |
|  # | Banque Cantonale Vaudoise | 104812 | 12169364 |
|  # | Barry Callebaut AG | 1904 | 2475276 |
|  \* | Basilea Pharmaceutica Ag Allschwil | 1625 | 94117 |
|  | Belimo Holding AG | 52851 | 57023269 |

---

926

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##### [**Table of Contents**](#toc)
**THE CONTINENTAL SMALL COMPANY SERIES** 

**CONTINUED** 

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  SWITZERLAND — (Continued) | SWITZERLAND — (Continued) | SWITZERLAND — (Continued) |  |
|  | Bell Food Group AG | 13638 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3913052 |
|  | Bellevue Group AG | 26100 | 279404 |
|  | Berner Kantonalbank AG | 31526 | 10270372 |
|  | BKW AG | 88043 | 19704679 |
|  | Bossard Holding AG, Class A | 39753 | 8638492 |
|  | Bucher Industries AG | 45417 | 20152648 |
|  | Burckhardt Compression Holding AG | 14686 | 10157514 |
|  | Burkhalter Holding AG | 27531 | 4889073 |
|  | Bystronic AG | 7308 | 2716175 |
|  # | Calida Holding AG | 2321 | 39257 |
|  \* | Carlo Gavazzi Holding AG | 3243 | 643203 |
|  | Cembra Money Bank AG | 161550 | 18473728 |
|  | Cham Swiss Properties AG | 25234 | 733894 |
|  \* | Cicor Technologies Ltd. | 14675 | 4035735 |
|  | Cie Financiere Tradition SA | 10201 | 3862714 |
|  # | Clariant AG | 1020790 | 9152504 |
|  # | Coltene Holding AG | 18021 | 1015612 |
|  | COSMO Pharmaceuticals NV | 20432 | 1719550 |
|  | CPH Group AG | 229 | 19941 |
|  | Daetwyler Holding AG | 24060 | 4436682 |
|  | DKSH Holding AG | 193753 | 13511483 |
|  #\* | DocMorris AG | 20803 | 143208 |
|  | dormakaba Holding AG | 194130 | 16581951 |
|  | EFG International AG | 601176 | 12536258 |
|  | Emmi AG | 14183 | 12602534 |
|  #\* | Feintool International Holding AG | 33102 | 391018 |
|  | Flughafen Zurich AG | 114334 | 33772628 |
|  | Forbo Holding AG | 6528 | 5997986 |
|  | Fundamenta Real Estate AG | 3737 | 80141 |
|  Ω | Galenica AG | 265647 | 28629206 |
|  #\* | GAM Holding AG | 106105 | 23546 |
|  # | Georg Fischer AG | 482759 | 34087312 |
|  #\* | Gurit Holding AG, Class BR | 14679 | 191052 |
|  | Helvetia Holding AG | 168507 | 41407009 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  SWITZERLAND — (Continued) | SWITZERLAND — (Continued) | SWITZERLAND — (Continued) |  |
|  | Hiag Immobilien Holding AG | 29767 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4094053 |
|  | Huber & Suhner AG | 103518 | 18958971 |
|  # | Hypothekarbank Lenzburg AG | 6 | 29845 |
|  | Implenia AG | 88228 | 7000911 |
|  | Inficon Holding AG | 126120 | 15130419 |
|  | Interroll Holding AG | 4298 | 13263223 |
|  | Intershop Holding AG | 53477 | 10482652 |
|  | Investis Holding SA | 7331 | 1198069 |
|  | Jungfraubahn Holding AG | 20143 | 5921444 |
|  | Kardex Holding AG | 44989 | 16922205 |
|  #\* | Komax Holding AG | 17498 | 1441831 |
|  #\* | Kudelski SA | 156130 | 250867 |
|  | Landis & Gyr Group AG | 94723 | 6862181 |
|  \* | LEM Holding SA | 3234 | 1836604 |
|  | Liechtensteinische Landesbank AG | 65937 | 6486801 |
|  | Luzerner Kantonalbank AG | 113127 | 11508079 |
|  Ω | Medacta Group SA | 16951 | 3140730 |
|  Ω | Medmix AG | 69171 | 794536 |
|  # | Meier Tobler Group AG | 45826 | 2249013 |
|  # | Metall Zug AG, Class B | 963 | 889844 |
|  | Mikron Holding AG | 13436 | 357296 |
|  | Mobilezone Holding AG | 293515 | 4386772 |
|  | Mobimo Holding AG | 61314 | 25989899 |
|  \*Ω | Montana Aerospace AG | 24896 | 987050 |
|  | Naturenergie Holding AG | 84245 | 3474346 |
|  | Novavest Real Estate AG | 1614 | 79904 |
|  | OC Oerlikon Corp. AG Pfaffikon | 559834 | 2001960 |
|  | Orell Fuessli AG | 5028 | 709243 |
|  #\* | Orior AG | 15045 | 254089 |
|  | Phoenix Mecano AG | 4038 | 2200936 |
|  | Plazza AG, Class A | 7288 | 3610743 |
|  #\*Ω | PolyPeptide Group AG | 13274 | 429896 |
|  | PSP Swiss Property AG | 294218 | 50889020 |
|  | Rieter Holding AG | 282152 | 1204952 |
|  # | Romande Energie Holding SA | 68779 | 3699203 |
|  | Schweiter Technologies AG | 4068 | 1405076 |

---

927

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##### [**Table of Contents**](#toc)
**THE CONTINENTAL SMALL COMPANY SERIES** 

**CONTINUED** 

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  SWITZERLAND — (Continued) | SWITZERLAND — (Continued) | SWITZERLAND — (Continued) |  |
|  # | Schweizerische Nationalbank | 23 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;101160 |
|  | SFS Group AG | 110663 | 15007768 |
|  | Siegfried Holding AG | 301110 | 29044975 |
|  # | SIG Group AG | 986264 | 11027168 |
|  | SKAN Group AG | 7552 | 493405 |
|  #\* | Softwareone Holding AG | 255975 | 2588584 |
|  | St. Galler Kantonalbank AG | 16805 | 10659719 |
|  # | Stadler Rail AG | 133101 | 3263841 |
|  | StarragTornos Group AG | 225 | 8806 |
|  | Sulzer AG | 127241 | 21265139 |
|  | Sunrise Communications AG, Class A | 14460 | 792584 |
|  # | Swatch Group AG (UHR SW) | 58824 | 12293424 |
|  # | Swatch Group AG (UHRN SW) | 48617 | 2061401 |
|  | Swiss Prime Site AG | 224162 | 31863036 |
|  | Swissquote Group Holding SA | 72853 | 46286603 |
|  | Tecan Group AG | 709 | 129473 |
|  | Temenos AG | 281663 | 26594085 |
|  | Thurgauer Kantonalbank | 2788 | 540511 |
|  | TX Group AG | 18706 | 4724402 |
|  \* | u-blox Holding AG | 38657 | 6465650 |
|  | Valiant Holding AG | 97848 | 16105078 |
|  #Ω | VAT Group AG | 17356 | 7584864 |
|  | Vaudoise Assurances Holding SA | 6782 | 5208500 |
|  | Vetropack Holding AG | 68511 | 1827345 |
|  | Vontobel Holding AG | 191371 | 14511495 |
|  | VP Bank AG, Class A | 17991 | 1804693 |
|  | VZ Holding AG | 81039 | 15830806 |
|  # | V-ZUG Holding AG | 10662 | 549616 |
|  | Walliser Kantonalbank | 19673 | 3155874 |
|  | Warteck Invest AG | 117 | 282203 |
|  # | Ypsomed Holding AG | 20705 | 8129727 |
|  | Zehnder Group AG | 66152 | 5829105 |
|  | Zug Estates Holding AG, Class B | 1242 | 3302334 |
|  | Zuger Kantonalbank | 711 | 7755817 |
|  TOTAL SWITZERLAND | TOTAL SWITZERLAND | TOTAL SWITZERLAND | 1104233140 |
|  TOTAL COMMON STOCKS | TOTAL COMMON STOCKS | TOTAL COMMON STOCKS | 5757866129 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  PREFERRED STOCKS — (0.9%) | PREFERRED STOCKS — (0.9%) | PREFERRED STOCKS — (0.9%) |  |
|  GERMANY — (0.9%) | GERMANY — (0.9%) | GERMANY — (0.9%) |  |
|  | Draegerwerk AG & Co. KGaA, 2.796% | 47625 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4013239 |
|  | Einhell Germany AG, 1.843% | 1331 | 126227 |
|  # | FUCHS SE, 3.020% | 425341 | 19040194 |
|  | Jungheinrich AG, 2.591% | 292088 | 10438689 |
|  | Porsche Automobil Holding SE, 5.552% | 322087 | 12797633 |
|  | Sixt SE, 4.946% | 101360 | 6439331 |
|  | STO SE & Co. KGaA, 2.782% | 14183 | 1949783 |
|  | Villeroy & Boch AG, 5.438% | 41086 | 783885 |
|  TOTAL GERMANY | TOTAL GERMANY | TOTAL GERMANY | 55588981 |
|  RIGHTS/WARRANTS — (0.0%) | RIGHTS/WARRANTS — (0.0%) | RIGHTS/WARRANTS — (0.0%) |  |
|  GERMANY — (0.0%) | GERMANY — (0.0%) | GERMANY — (0.0%) |  |
|  #\* | BayWa AG Rights 11/10/2025 | 78427 | 134694 |
|  ITALY — (0.0%) | ITALY — (0.0%) | ITALY — (0.0%) |  |
|  #\* | Geox SpA Warrants 09/30/2026 | 99330 | 6538 |
|  #\* | Webuild SpA Warrants 08/02/2030 | 116038 | 0 |
|  TOTAL ITALY | TOTAL ITALY | TOTAL ITALY | 6538 |
|  SPAIN — (0.0%) | SPAIN — (0.0%) | SPAIN — (0.0%) |  |
|  \* | Vidrala SA Rights 11/17/2025 | 129238 | 610761 |
|  SWITZERLAND — (0.0%) | SWITZERLAND — (0.0%) | SWITZERLAND — (0.0%) |  |
|  \* | Fundamenta Real Estate AG Rights 11/03/2025 | 3737 | 166 |
|  TOTAL RIGHTS/WARRANTS | TOTAL RIGHTS/WARRANTS | TOTAL RIGHTS/WARRANTS | 752159 |
|  TOTAL INVESTMENT SECURITIES<br>(Cost $3,623,656,892) | TOTAL INVESTMENT SECURITIES<br>(Cost $3,623,656,892) | TOTAL INVESTMENT SECURITIES<br>(Cost $3,623,656,892) | 5814207269 |

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928

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##### [**Table of Contents**](#toc)
**THE CONTINENTAL SMALL COMPANY SERIES** 

**CONTINUED** 

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
|  SECURITIES LENDING COLLATERAL — (4.8%) | SECURITIES LENDING COLLATERAL — (4.8%) | SECURITIES LENDING COLLATERAL — (4.8%) |  |
|  @§ | The DFA Short Term Investment Fund | 25566008 | $295722017 |
|  TOTAL INVESTMENTS — (100.0%)<br> &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(Cost $3,919,378,909) | TOTAL INVESTMENTS — (100.0%)<br> &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(Cost $3,919,378,909) | TOTAL INVESTMENTS — (100.0%)<br> &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(Cost $3,919,378,909) | $6109929286 |

---

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

As of October 31, 2025, the value of Rule 144A securities amounted to $366,925,273 or 6.2% of net assets.

Summary of the Series' investments as of October 31, 2025, 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; Austria |  | $213298162 |  | $213298162 |
| &nbsp;&nbsp;&nbsp;&nbsp; Belgium |  | 215004329 |  | 215004329 |
| &nbsp;&nbsp;&nbsp;&nbsp; Denmark |  | 400490936 |  | 400490936 |
| &nbsp;&nbsp;&nbsp;&nbsp; Finland |  | 375745991 |  | 375745991 |
| &nbsp;&nbsp;&nbsp;&nbsp; France |  | 718030645 |  | 718030645 |
| &nbsp;&nbsp;&nbsp;&nbsp; Germany | $11981424 | 764345589 |  | 776327013 |
| &nbsp;&nbsp;&nbsp;&nbsp; Ireland |  | 37071048 |  | 37071048 |
| &nbsp;&nbsp;&nbsp;&nbsp; Israel | 747556 | 134154272 |  | 134901828 |
| &nbsp;&nbsp;&nbsp;&nbsp; Italy | 2130681 | 575532372 |  | 577663053 |
| &nbsp;&nbsp;&nbsp;&nbsp; Netherlands |  | 311872191 |  | 311872191 |
| &nbsp;&nbsp;&nbsp;&nbsp; Norway | 146705 | 87601525 |  | 87748230 |
| &nbsp;&nbsp;&nbsp;&nbsp; Portugal |  | 79763414 |  | 79763414 |
| &nbsp;&nbsp;&nbsp;&nbsp; Spain |  | 342393255 | $20166 | 342413421 |
| &nbsp;&nbsp;&nbsp;&nbsp; Sweden |  | 383302728 |  | 383302728 |
| &nbsp;&nbsp;&nbsp;&nbsp; Switzerland | 6465650 | 1097767490 |  | 1104233140 |
|  Preferred Stocks |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Germany |  | 55588981 |  | 55588981 |
|  Rights/Warrants |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Germany |  | 134694 |  | 134694 |
| &nbsp;&nbsp;&nbsp;&nbsp; Italy |  | 6538 |  | 6538 |
| &nbsp;&nbsp;&nbsp;&nbsp; Spain |  | 610761 |  | 610761 |
| &nbsp;&nbsp;&nbsp;&nbsp; Switzerland |  | 166 |  | 166 |
|  Securities Lending Collateral |  | 295722017 |  | 295722017 |
|  Total Investments in Securities | $21472016 | $6088437104 | $20,166<> | $6109929286 |

---

---

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

---

See accompanying Notes to Financial Statements.

929

------

##### [**Table of Contents**](#toc)
**THE CANADIAN SMALL COMPANY SERIES** 

**SCHEDULE OF INVESTMENTS** 

**October 31, 2025** 

---

| | | | |
|:---|:---|:---|:---|
| | | **Shares** | **Value»** |
|  COMMON STOCKS — (91.8%) | COMMON STOCKS — (91.8%) | COMMON STOCKS — (91.8%) |  |
|  COMMUNICATION SERVICES — (1.3%) | COMMUNICATION SERVICES — (1.3%) | COMMUNICATION SERVICES — (1.3%) |  |
|  \* | Cineplex, Inc. | 28705 | $258694 |
|  | Cogeco Communications, Inc. | 49159 | 2238276 |
|  | Cogeco, Inc. | 31967 | 1336298 |
|  | Quebecor, Inc., Class B | 588740 | 18780241 |
|  \* | Telesat Corp. | 8400 | 252860 |
|  | TELUS Corp. | 180109 | 2633800 |
|  | Yellow Pages Ltd. | 56545 | 443474 |
|  TOTAL COMMUNICATION SERVICES | TOTAL COMMUNICATION SERVICES | TOTAL COMMUNICATION SERVICES | &nbsp;&nbsp;&nbsp;&nbsp;25943643 |
|  CONSUMER DISCRETIONARY — (5.6%) | CONSUMER DISCRETIONARY — (5.6%) | CONSUMER DISCRETIONARY — (5.6%) |  |
|  \* | Aritzia, Inc. | 450762 | 31486331 |
|  \* | AutoCanada, Inc. | 96759 | 1744704 |
|  » | BMTC Group, Inc. | 20581 | 190762 |
|  | BRP, Inc. (DOOO US) | 114464 | 7190628 |
|  \* | Canada Goose Holdings, Inc. (GOOS US) | 49278 | 686443 |
|  # | Canadian Tire Corp. Ltd., Class A | 205490 | 23566409 |
|  \* | Dorel Industries, Inc., Class B | 99477 | 127666 |
|  | Exco Technologies Ltd. | 161624 | 753642 |
|  | Gamehost, Inc. | 75333 | 631647 |
|  # | Gildan Activewear, Inc. (GIL CN) | 45173 | 2634273 |
|  # | Gildan Activewear, Inc. (GIL US) | 335007 | 19527558 |
|  \* | GoldMoney, Inc. | 16695 | 134507 |
|  | Leon's Furniture Ltd. | 129679 | 2700740 |
|  | Linamar Corp. | 227439 | 12316133 |
|  | Martinrea International, Inc. | 395219 | 2851675 |
|  # | MTY Food Group, Inc. | 90302 | 2178748 |
|  | Pet Valu Holdings Ltd. | 133637 | 3315795 |
|  | Pizza Pizza Royalty Corp. | 136724 | 1511953 |
|  # | Pollard Banknote Ltd. | 36429 | 526221 |
|  #Ω | Spin Master Corp. | 138289 | 2053802 |
|  TOTAL CONSUMER DISCRETIONARY | TOTAL CONSUMER DISCRETIONARY | TOTAL CONSUMER DISCRETIONARY | 116129637 |
|  CONSUMER STAPLES — (2.7%) | CONSUMER STAPLES — (2.7%) | CONSUMER STAPLES — (2.7%) |  |
|  | Andrew Peller Ltd., Class A | 102752 | 364839 |
|  \* | Canada Packers, Inc. | 88417 | 1054662 |

---

---

| | | | |
|:---|:---|:---|:---|
| | | **Shares** | **Value»** |
|  CONSUMER STAPLES — (Continued) | CONSUMER STAPLES — (Continued) | CONSUMER STAPLES — (Continued) |  |
|  | Corby Spirit & Wine Ltd. | 49867 | $487808 |
|  | Empire Co. Ltd., Class A | 118269 | 4018051 |
|  | High Liner Foods, Inc. | 93008 | 1124677 |
|  Ω | Jamieson Wellness, Inc. | 221615 | 5501860 |
|  # | KP Tissue, Inc. | 39800 | 267594 |
|  | Lassonde Industries, Inc., Class A | 17100 | 2662384 |
|  | Maple Leaf Foods, Inc. | 442088 | 8497873 |
|  | North West Co., Inc. | 260127 | 8438757 |
|  # | Premium Brands Holdings Corp. | 231302 | 15947313 |
|  | Rogers Sugar, Inc. | 597725 | 2633732 |
|  | Saputo, Inc. | 119504 | 2887591 |
|  \* | SunOpta, Inc. (SOY CN) | 125411 | 657211 |
|  \* | SunOpta, Inc. (STKL US) | 24676 | 128809 |
|  TOTAL CONSUMER STAPLES | TOTAL CONSUMER STAPLES |  | &nbsp;&nbsp;&nbsp;&nbsp;54673161 |
|  ENERGY — (15.6%) | ENERGY — (15.6%) |  |  |
|  \* | Advantage Energy Ltd. | 1169723 | 9282391 |
|  \* | Athabasca Oil Corp. | 2931609 | 14401473 |
|  # | Baytex Energy Corp. | 2396208 | 5791697 |
|  # | Birchcliff Energy Ltd. | 1512977 | 7054914 |
|  \* | Bonterra Energy Corp. | 33162 | 85592 |
|  \* | Calfrac Well Services Ltd. | 13937 | 30407 |
|  \* | Canacol Energy Ltd. | 121631 | 195990 |
|  # | Cardinal Energy Ltd. | 733319 | 4172317 |
|  | CES Energy Solutions Corp. | 1451076 | 9942491 |
|  \* | Denison Mines Corp. (DML CN) | 4838 | 15419 |
|  | Enerflex Ltd. (EFX CN) | 501298 | 6308445 |
|  | Enerflex Ltd. (EFXT US) | 50471 | 635430 |
|  \* | Ensign Energy Services, Inc. | 657397 | 1204599 |
|  # | Freehold Royalties Ltd. | 623529 | 6308421 |
|  # | Frontera Energy Corp. | 178762 | 712473 |
|  | Gibson Energy, Inc. | 849068 | 14474504 |
|  \* | Gran Tierra Energy, Inc. (GTE CN) | 4502 | 15312 |

---

930

------

##### [**Table of Contents**](#toc)
**THE CANADIAN SMALL COMPANY SERIES** 

**CONTINUED** 

---

| | | | |
|:---|:---|:---|:---|
| | | **Shares** | **Value»** |
|  ENERGY — (Continued) | ENERGY — (Continued) |  |  |
|  # | Headwater Exploration, Inc. | 1240510 | $6545060 |
|  | InPlay Oil Corp. | 4862 | 41629 |
|  \* | IsoEnergy Ltd. | 5405 | 55262 |
|  \* | Kelt Exploration Ltd. | 959125 | 4561238 |
|  | Keyera Corp. | 160074 | 4726152 |
|  \* | Kolibri Global Energy, Inc. | 5600 | 24196 |
|  \*†† | Lightstream Resources Ltd. | 687816 | 0 |
|  \* | Mattr Corp. | 299643 | 2337239 |
|  | MEG Energy Corp. | 1128222 | 23874820 |
|  | Meren Energy, Inc. | 1238657 | 1607326 |
|  | North American Construction Group Ltd. (NOA CN) | 121746 | 1895785 |
|  # | North American Construction Group Ltd. (NOA US) | 28452 | 443282 |
|  \* | NuVista Energy Ltd. | 807648 | 9605054 |
|  \* | Obsidian Energy Ltd. (OBE CN) | 5660 | 32082 |
|  #\* | Obsidian Energy Ltd. (OBE US) | 323765 | 1835748 |
|  # | Paramount Resources Ltd., Class A | 384576 | 6306551 |
|  | Parex Resources, Inc. | 615121 | 7868005 |
|  | Parkland Corp. | 737606 | 21015105 |
|  | Pason Systems, Inc. | 273589 | 2331032 |
|  # | Peyto Exploration & Development Corp. | 1048317 | 15270127 |
|  | PHX Energy Services Corp. | 136923 | 743897 |
|  # | Pine Cliff Energy Ltd. | 108200 | 58630 |
|  # | PrairieSky Royalty Ltd. | 1144791 | 20552449 |
|  \* | Precision Drilling Corp. (PD CN) | 26593 | 1595322 |
|  \* | Precision Drilling Corp. (PDS US) | 27017 | 1618588 |
|  #\* | Questerre Energy Corp., Class A | 794460 | 175596 |
|  \* | Saturn Oil & Gas, Inc. | 63600 | 119260 |
|  | Secure Waste Infrastructure Corp. | 1822233 | &nbsp;&nbsp;&nbsp;&nbsp;22749490 |
|  \* | Source Energy Services Ltd. | 2400 | 21064 |
|  | South Bow Corp. | 328716 | 8524013 |
|  \* | Spartan Delta Corp. | 390411 | 1748088 |
|  \*Ω | STEP Energy Services Ltd. | 30460 | 118795 |
|  | Strathcona Resources Ltd. | 47661 | 1257322 |
|  # | Surge Energy, Inc. | 217348 | 1027425 |

---

---

| | | | |
|:---|:---|:---|:---|
| | | **Shares** | **Value»** |
|  ENERGY — (Continued) | ENERGY — (Continued) |  |  |
|  # | Tamarack Valley Energy Ltd. | 2856995 | $12690513 |
|  \* | Tenaz Energy Corp. | 16600 | 316720 |
|  # | TerraVest Industries, Inc. | 35869 | 3472456 |
|  #\* | Tidewater Midstream & Infrastructure Ltd. | 60962 | 258183 |
|  # | Topaz Energy Corp. | 481425 | 8546920 |
|  | Total Energy Services, Inc. | 249286 | 2506104 |
|  # | Trican Well Service Ltd. | 1249399 | 4676729 |
|  \* | Valeura Energy, Inc. | 72128 | 342499 |
|  # | Vermilion Energy, Inc. (VET CN) | 191659 | 1433463 |
|  | Vermilion Energy, Inc. (VET US) | 214605 | 1603099 |
|  # | Whitecap Resources, Inc. | 4701977 | 35007483 |
|  \* | Yangarra Resources Ltd. | 135371 | 98448 |
|  TOTAL ENERGY | TOTAL ENERGY |  | 322270124 |
|  FINANCIALS — (5.6%) | FINANCIALS — (5.6%) |  |  |
|  | AGF Management Ltd., Class B | 367701 | 3665082 |
|  | Alaris Equity Partners Income | 30816 | 430200 |
|  | Canaccord Genuity Group, Inc. | 432506 | 3626445 |
|  \*†† | Chesswood Group Ltd. | 27283 | 6614 |
|  | Clairvest Group, Inc. | 1900 | 96182 |
|  | Definity Financial Corp. | 387904 | 18046227 |
|  | E-L Financial Corp. Ltd. | 740300 | 8582424 |
|  # | EQB, Inc. | 165215 | 10539222 |
|  | Fiera Capital Corp. | 218747 | 981012 |
|  | Firm Capital Mortgage Investment Corp. | 189321 | 1582006 |
|  # | goeasy Ltd. | 62859 | 7558497 |
|  # | Guardian Capital Group Ltd., Class A | 93214 | 4450187 |
|  | IGM Financial, Inc. | 210673 | 8103674 |
|  # | Laurentian Bank of Canada | 209267 | 4968515 |
|  | Onex Corp. | 277156 | &nbsp;&nbsp;&nbsp;&nbsp;24108254 |
|  # | Propel Holdings, Inc. | 26500 | 482179 |
|  \* | RF Capital Group, Inc. | 1102 | 15704 |
|  | Sprott, Inc. (SII CN) | 122216 | 10034915 |
|  # | Timbercreek Financial Corp. | 445430 | 2108770 |

---

931

------

##### [**Table of Contents**](#toc)
**THE CANADIAN SMALL COMPANY SERIES** 

**CONTINUED** 

---

| | | | |
|:---|:---|:---|:---|
| | | **Shares** | **Value»** |
|  FINANCIALS — (Continued) | FINANCIALS — (Continued) |  |  |
|  \* | Trisura Group Ltd. (TSU CN) | 249797 | $6883643 |
|  | VersaBank (VBNK CN) | 3400 | 40580 |
|  TOTAL FINANCIALS | TOTAL FINANCIALS |  | 116310332 |
|  HEALTH CARE — (1.6%) | HEALTH CARE — (1.6%) |  |  |
|  | Andlauer Healthcare Group, Inc. | 91822 | 3561454 |
|  \* | Aurora Cannabis, Inc. (ACB CN) | 3845 | 19082 |
|  \* | Bausch Health Cos., Inc. (BHC US) | 1387468 | 9740025 |
|  #\* | Cronos Group, Inc. (CRON CN) | 120512 | 303310 |
|  #\* | Cronos Group, Inc. (CRON US) | 457202 | 1147577 |
|  | dentalcorp Holdings Ltd. | 26521 | 206110 |
|  # | Extendicare, Inc. | 420755 | 4817886 |
|  \* | HLS Therapeutics, Inc. | 4504 | 17919 |
|  \* | Knight Therapeutics, Inc. | 408150 | 1699473 |
|  | Medical Facilities Corp. | 135329 | 1394249 |
|  \* | Organigram Global, Inc. | 38249 | 61905 |
|  # | Sienna Senior Living, Inc. | 411218 | 5611716 |
|  \* | Viemed Healthcare, Inc. | 93487 | 603926 |
|  \* | Vitalhub Corp. | 8082 | 63155 |
|  \* | Well Health Technologies Corp. | 836252 | 3130243 |
|  †† | Zenith Capital Corp. | 111820 | 2392 |
|  TOTAL HEALTH CARE | TOTAL HEALTH CARE |  | 32380422 |
|  INDUSTRIALS — (10.7%) | INDUSTRIALS — (10.7%) |  |  |
|  # | ADENTRA, Inc. | 85888 | 2153706 |
|  | Aecon Group, Inc. | 352409 | 7769054 |
|  | AG Growth International, Inc. | 76535 | 1968830 |
|  \* | Air Canada | 772266 | 10153353 |
|  | Algoma Central Corp. | 51900 | 643870 |
|  #\* | ATS Corp. (ATS CN) | 407018 | &nbsp;&nbsp;&nbsp;&nbsp;11195861 |
|  #\* | ATS Corp. (ATS US) | 7768 | 213309 |
|  | Badger Infrastructure Solutions Ltd. | 180224 | 9456122 |
|  #\* | Ballard Power Systems, Inc. (BLDP US) | 215532 | 769449 |
|  # | Bird Construction, Inc. | 315414 | 6773569 |

---

---

| | | | |
|:---|:---|:---|:---|
| | | **Shares** | **Value»** |
|  INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) |  |  |
|  | Black Diamond Group Ltd. | 265177 | $2826563 |
|  \* | Bombardier, Inc. (BBD/A CN), Class A | 7600 | 1051987 |
|  \* | Bombardier, Inc. (BBD/B CN), Class B | 104210 | 14560646 |
|  # | Boyd Group, Inc. | 102162 | 16318386 |
|  \* | CAE, Inc. (CAE US) | 152700 | 4284762 |
|  | Calian Group Ltd. | 48237 | 1736814 |
|  | Dexterra Group, Inc. | 157443 | 1194390 |
|  | Doman Building Materials Group Ltd. | 389975 | 2469059 |
|  # | Exchange Income Corp. | 121007 | 6629480 |
|  | Finning International, Inc. | 746988 | 40397162 |
|  \* | GDI Integrated Facility Services, Inc. | 61231 | 1287879 |
|  | Hammond Power Solutions, Inc. | 26225 | 4001390 |
|  | K-Bro Linen, Inc. | 58878 | 1580519 |
|  \*» | Lion Electric Co. (LEV CN) | 67500 | 2565 |
|  | Magellan Aerospace Corp. | 88957 | 1092816 |
|  \* | MDA Space Ltd. | 526969 | 10287270 |
|  # | Mullen Group Ltd. | 454647 | 4570620 |
|  \* | NFI Group, Inc. | 264881 | 2708205 |
|  # | Richelieu Hardware Ltd. | 294993 | 8087042 |
|  # | Russel Metals, Inc. | 320920 | 9932721 |
|  # | Savaria Corp. | 268384 | 4211709 |
|  | TFI International, Inc. (TFII US) | 28564 | 2563048 |
|  | Toromont Industries Ltd. | 201877 | 24254603 |
|  \* | Transat AT, Inc. | 19900 | 29938 |
|  | Wajax Corp. | 116375 | 2063560 |
|  # | Westshore Terminals Investment Corp. | 141504 | 2600958 |
|  TOTAL INDUSTRIALS | TOTAL INDUSTRIALS |  | 221841215 |
|  INFORMATION TECHNOLOGY — (7.1%) | INFORMATION TECHNOLOGY — (7.1%) | INFORMATION TECHNOLOGY — (7.1%) |  |
|  \* | Bitfarms Ltd. | 142800 | 570161 |
|  #\* | BlackBerry Ltd. | 981441 | 4789814 |
|  \* | Celestica, Inc. (CLS CN) | 317593 | &nbsp;&nbsp;&nbsp;&nbsp;109340937 |
|  | Computer Modelling Group Ltd. | 379496 | 1439463 |

---

932

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##### [**Table of Contents**](#toc)
**THE CANADIAN SMALL COMPANY SERIES** 

**CONTINUED** 

---

| | | | |
|:---|:---|:---|:---|
| | | **Shares** | **Value»** |
|  INFORMATION TECHNOLOGY — (Continued) | INFORMATION TECHNOLOGY — (Continued) | INFORMATION TECHNOLOGY — (Continued) |  |
|  \* | Descartes Systems Group, Inc. (DSG CN) | 1000 | $88318 |
|  \* | Descartes Systems Group, Inc. (DSGX US) | 19664 | 1734561 |
|  \* | Docebo, Inc. | 7890 | 197735 |
|  # | Dye & Durham Ltd. | 140244 | 514960 |
|  | Enghouse Systems Ltd. | 201318 | 2987008 |
|  | Evertz Technologies Ltd. | 118943 | 1087198 |
|  \* | Firan Technology Group Corp. | 25900 | 201653 |
|  \* | Lightspeed Commerce, Inc. (LSPD CN) | 37467 | 450122 |
|  #\* | Lightspeed Commerce, Inc. (LSPD US) | 444457 | 5333484 |
|  | Open Text Corp. (OTEX CN) | 59231 | 2272447 |
|  # | Open Text Corp. (OTEX US) | 421998 | 16183623 |
|  #\* | Quarterhill, Inc. | 841258 | 653789 |
|  | Vecima Networks, Inc. | 6059 | 43589 |
|  TOTAL INFORMATION TECHNOLOGY | TOTAL INFORMATION TECHNOLOGY | TOTAL INFORMATION TECHNOLOGY | 147888862 |
|  MATERIALS — (32.0%) | MATERIALS — (32.0%) |  |  |
|  \* | 5N Plus, Inc. | 548950 | 7851369 |
|  # | Acadian Timber Corp. | 66067 | 675013 |
|  # | ADF Group, Inc. | 19985 | 102451 |
|  #\* | Aimia, Inc. | 349697 | 694382 |
|  # | AirBoss of America Corp. | 94797 | 312937 |
|  # | Algoma Steel Group, Inc. (ASTL US) | 203169 | 847215 |
|  \* | Alkane Resources Ltd. | 11008 | 7064 |
|  \* | Allied Gold Corp. | 163751 | 2491500 |
|  | Altius Minerals Corp. | 168980 | 4573442 |
|  | Amerigo Resources Ltd. | 267687 | 584024 |
|  \*» | Aura Minerals, Inc. | 13881 | 448773 |
|  \* | Avino Silver & Gold Mines Ltd. (ASM US) | 83330 | 387484 |
|  | B2Gold Corp. (BTG US) | 5234539 | &nbsp;&nbsp;&nbsp;&nbsp;22979626 |
|  | B2Gold Corp. (BTO CN) | 1376372 | 6025401 |
|  #\* | Canfor Corp. | 431575 | 3763261 |
|  \* | Capstone Copper Corp. | 3319114 | 29628396 |
|  | Cascades, Inc. | 637040 | 5046176 |

---

---

| | | | |
|:---|:---|:---|:---|
| | | **Shares** | **Value»** |
|  MATERIALS — (Continued) | MATERIALS — (Continued) |  |  |
|  | Centerra Gold, Inc. | 1209372 | $14167043 |
|  | China Gold International Resources Corp. Ltd. (CGG CN) | 780329 | 13213656 |
|  | DPM Metals, Inc. | 968032 | 20705829 |
|  \* | Eldorado Gold Corp. (EGO US) | 469393 | 12035237 |
|  \* | Eldorado Gold Corp. (ELD CN) | 658322 | 16874029 |
|  \* | Eloro Resources Ltd. | 5800 | 5583 |
|  | Endeavour Mining PLC | 865828 | 34687445 |
|  #\* | Endeavour Silver Corp. (EDR CN) | 313415 | 2574269 |
|  #\* | Endeavour Silver Corp. (EXK US) | 948475 | 7777495 |
|  #\* | Equinox Gold Corp. (EQX CN) | 560910 | 6162794 |
|  #\* | Equinox Gold Corp. (EQX US) | 2156041 | 23651770 |
|  #\* | ERO Copper Corp. (ERO CN) | 207129 | 4423025 |
|  \* | ERO Copper Corp. (ERO US) | 151266 | 3229529 |
|  # | First Majestic Silver Corp. (AG US) | 894227 | 11419279 |
|  # | First Majestic Silver Corp. (FR CN) | 626941 | 8014728 |
|  \* | First Mining Gold Corp. | 317405 | 76944 |
|  \* | Foraco International SA | 355941 | 525327 |
|  #\* | Fortuna Mining Corp. (FSM US) | 1113846 | 9211506 |
|  \* | Fortuna Mining Corp. (FVI CN) | 858460 | 7093905 |
|  \* | Galiano Gold, Inc. | 325391 | 779346 |
|  \* | GoGold Resources, Inc. | 601925 | 1098662 |
|  \*†† | Hanfeng Evergreen, Inc. | 45837 | 0 |
|  | Hudbay Minerals, Inc. (HBM CN) | 1347989 | 21605492 |
|  | Hudbay Minerals, Inc. (HBM US) | 977377 | 15638032 |
|  \* | IAMGOLD Corp. (IAG US) | 1146593 | 13277547 |
|  \* | IAMGOLD Corp. (IMG CN) | 2280410 | 26404662 |
|  \* | Imperial Metals Corp. | 343977 | 1679970 |
|  \* | Interfor Corp. | 316704 | 1786124 |
|  #\* | K92 Mining, Inc. | 954233 | &nbsp;&nbsp;&nbsp;&nbsp;12688635 |

---

933

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##### [**Table of Contents**](#toc)
**THE CANADIAN SMALL COMPANY SERIES** 

**CONTINUED** 

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  MATERIALS — (Continued) | MATERIALS — (Continued) | MATERIALS — (Continued) |  |
|  # | Labrador Iron Ore Royalty Corp. | 317769 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6556796 |
|  \* | Largo, Inc. (LGO CN) | 35049 | 41733 |
|  \* | Lucara Diamond Corp. | 1577773 | 202488 |
|  | Lundin Gold, Inc. | 536872 | 36498339 |
|  | Lundin Mining Corp. | 309893 | 4984625 |
|  \* | Major Drilling Group International, Inc. | 436147 | 3840444 |
|  | Methanex Corp. (MEOH US) | 145713 | 5729435 |
|  # | Methanex Corp. (MX CN) | 193398 | 7611543 |
|  | Neo Performance Materials, Inc. | 60255 | 830866 |
|  \* | New Gold, Inc. (NGD CN) | 3379281 | 24888933 |
|  \* | New Gold, Inc. (NGD US) | 1393601 | 10229031 |
|  | OceanaGold Corp. | 1317609 | 29470175 |
|  | OR Royalties, Inc. (OR CN) | 291656 | 9357613 |
|  | OR Royalties, Inc. (OR US) | 223751 | 7155557 |
|  \*†† | Orbite Technologies, Inc. | 73500 | 0 |
|  \* | Orla Mining Ltd. (OLA CN) | 246169 | 2539701 |
|  \* | Orla Mining Ltd. (ORLA US) | 627078 | 6471445 |
|  | Pan American Silver Corp. (PAAS US) | 25689 | 904511 |
|  \* | PMET Resources, Inc. | 4800 | 12902 |
|  | Royal Gold, Inc. | 80354 | 14044999 |
|  #\* | Seabridge Gold, Inc. (SA US) | 250242 | 5963267 |
|  \* | Seabridge Gold, Inc. (SEA CN) | 76784 | 1831801 |
|  \* | SSR Mining, Inc. (SSRM CN) | 852816 | 19281159 |
|  \* | SSR Mining, Inc. (SSRM US) | 140822 | 3176944 |
|  | Stella-Jones, Inc. | 317270 | 18008531 |
|  \* | Taseko Mines Ltd. (TGB US) | 250167 | 1133257 |
|  \* | Taseko Mines Ltd. (TKO CN) | 1628726 | 7374005 |
|  \* | Torex Gold Resources, Inc. | 466858 | 19286123 |
|  | Transcontinental, Inc., Class A | 437449 | 6141222 |
|  \*†† | Trevali Mining Corp. | 255929 | 0 |
|  | Triple Flag Precious Metals Corp. (TFPM CN) | 10672 | 296368 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  MATERIALS — (Continued) | MATERIALS — (Continued) | MATERIALS — (Continued) |  |
|  | Triple Flag Precious Metals Corp. (TFPM US) | 205954 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5717285 |
|  \*†† | Victoria Gold Corp./Vancouver | 2100 | 135 |
|  \* | Wesdome Gold Mines Ltd. | 748317 | 11289714 |
|  | West Fraser Timber Co. Ltd. (WFG CN) | 33739 | 2059148 |
|  # | West Fraser Timber Co. Ltd. (WFG US) | 129791 | 7917251 |
|  \* | Western Copper & Gold Corp. | 27900 | 58483 |
|  \* | Western Forest Products, Inc. | 39544 | 336362 |
|  | Winpak Ltd. | 173128 | 5310304 |
|  TOTAL MATERIALS | TOTAL MATERIALS | TOTAL MATERIALS | 663778872 |
|  REAL ESTATE — (1.7%) | REAL ESTATE — (1.7%) | REAL ESTATE — (1.7%) |  |
|  | Altus Group Ltd. | 204978 | 8420971 |
|  | Colliers International Group, Inc. (CIGI CN) | 12139 | 1936545 |
|  | Colliers International Group, Inc. (CIGI US) | 58864 | 9390574 |
|  | DREAM Unlimited Corp., Class A | 207598 | 2751593 |
|  | FirstService Corp. (FSV CN) | 7697 | 1225220 |
|  | FirstService Corp. (FSV US) | 14305 | 2280360 |
|  | Information Services Corp. | 34805 | 920904 |
|  | Mainstreet Equity Corp. | 30649 | 4124848 |
|  | Melcor Developments Ltd. | 50640 | 532558 |
|  | Morguard Corp. | 19800 | 1642247 |
|  \* | Real Matters, Inc. | 1806 | 9477 |
|  | StorageVault Canada, Inc. | 708654 | 2501043 |
|  TOTAL REAL ESTATE | TOTAL REAL ESTATE | TOTAL REAL ESTATE | 35736340 |
|  UTILITIES — (7.9%) | UTILITIES — (7.9%) | UTILITIES — (7.9%) |  |
|  # | Algonquin Power & Utilities Corp. (AQN CN) | 524908 | 2930398 |
|  | Algonquin Power & Utilities Corp. (AQN US) | 3383655 | 18880795 |
|  | AltaGas Ltd. | 28400 | 833644 |

---

934

------

##### [**Table of Contents**](#toc)
**THE CANADIAN SMALL COMPANY SERIES** 

**CONTINUED** 

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  UTILITIES — (Continued) | UTILITIES — (Continued) | UTILITIES — (Continued) |  |
|  | Atco Ltd., Class I | 390646 | $14720075 |
|  # | Boralex, Inc., Class A | 431049 | 8654479 |
|  | Brookfield Infrastructure Corp., Class A | 410378 | 18594250 |
|  # | Canadian Utilities Ltd., Class A | 309994 | 8681733 |
|  # | Capital Power Corp. | 711074 | 35996046 |
|  | Maxim Power Corp. | 19290 | 63266 |
|  # | Northland Power, Inc. | 1379059 | 25200729 |
|  | Polaris Renewable Energy, Inc. | 123152 | 1143231 |
|  | Superior Plus Corp. | 809701 | 4606905 |
|  | TransAlta Corp. | 1368099 | 24181080 |
|  TOTAL UTILITIES | TOTAL UTILITIES | TOTAL UTILITIES | 164486631 |
|  TOTAL COMMON STOCKS<br>Cost ($1125994652) | TOTAL COMMON STOCKS<br>Cost ($1125994652) | TOTAL COMMON STOCKS<br>Cost ($1125994652) | 1901439239 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
|  SECURITIES LENDING COLLATERAL — (8.2%) | SECURITIES LENDING COLLATERAL — (8.2%) |  |  |
|  @§ | The DFA Short Term Investment Fund | 14760383 | $170733348 |
|  TOTAL INVESTMENTS — (100.0%)<br>(Cost $1,296,724,246) | TOTAL INVESTMENTS — (100.0%)<br>(Cost $1,296,724,246) | TOTAL INVESTMENTS — (100.0%)<br>(Cost $1,296,724,246) | $2072172587 |

---

As of October 31, 2025, the value of Rule 144A securities amounted to $7,674,457 or 0.4% of net assets.

Summary of the Series' investments as of October 31, 2025, 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 | $25943643 |  |  | $25943643 |
| &nbsp;&nbsp;&nbsp;&nbsp; Consumer Discretionary | 115938875 | $190762 |  | 116129637 |
| &nbsp;&nbsp;&nbsp;&nbsp; Consumer Staples | 54673161 |  |  | 54673161 |
| &nbsp;&nbsp;&nbsp;&nbsp; Energy | 322270124 |  |  | 322270124 |
| &nbsp;&nbsp;&nbsp;&nbsp; Financials | 116303718 |  | $6614 | 116310332 |
| &nbsp;&nbsp;&nbsp;&nbsp; Health Care | 32378030 |  | 2392 | 32380422 |
| &nbsp;&nbsp;&nbsp;&nbsp; Industrials | 221838650 | 2565 |  | 221841215 |
| &nbsp;&nbsp;&nbsp;&nbsp; Information Technology | 147888862 |  |  | 147888862 |
| &nbsp;&nbsp;&nbsp;&nbsp; Materials | 663329964 | 448773 | 135 | 663778872 |
| &nbsp;&nbsp;&nbsp;&nbsp; Real Estate | 35736340 |  |  | 35736340 |
| &nbsp;&nbsp;&nbsp;&nbsp; Utilities | 164486631 |  |  | 164486631 |
|  Securities Lending Collateral |  | 170733348 |  | 170733348 |
|  Total Investments in Securities | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$1900787998 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$171375448 | $9,141<> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$2072172587 |

---

---

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

---

See accompanying Notes to Financial Statements.

935

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##### [**Table of Contents**](#toc)
**THE EMERGING MARKETS SERIES** 

**SCHEDULE OF INVESTMENTS** 

**October 31, 2025** 

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  COMMON STOCKS — (98.1%) | COMMON STOCKS — (98.1%) | COMMON STOCKS — (98.1%) |  |
|  BRAZIL — (2.6%) | BRAZIL — (2.6%) | BRAZIL — (2.6%) |  |
|  # | Ambev SA (ABEV US), ADR | 1798613 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4154796 |
|  | Ambev SA (ABEV3 BZ) | 162900 | 384847 |
|  | B3 SA - Brasil Bolsa Balcao | 2143694 | 5044502 |
|  | Banco Bradesco SA (BBDC3 BZ) | 247906 | 712852 |
|  | Banco BTG Pactual SA | 303139 | 2750815 |
|  | Banco do Brasil SA | 762709 | 3104736 |
|  | Banco Santander Brasil SA | 1154947 | 6685016 |
|  | BB Seguridade Participacoes SA | 482026 | 2943253 |
|  | Caixa Seguridade Participacoes SA | 207995 | 578757 |
|  | Centrais Eletricas Brasileiras SA | 804990 | 8337260 |
|  | Cia de Saneamento Basico do Estado de Sao Paulo SABESP (SBS US), ADR | 131581 | 3228998 |
|  | Cia de Saneamento Basico do Estado de Sao Paulo SABESP (SBSP3 BZ) | 223400 | 5474181 |
|  | Cia Energetica de Minas Gerais (CMIG3 BZ) | 325604 | 879986 |
|  | Cia Paranaense de Energia - Copel | 638097 | 1554931 |
|  # | Cia Paranaense de Energia - Copel, Sponsored ADR | 17400 | 179916 |
|  | Cia Paranaense de Energia - Copel, ADR | 4349 | 42229 |
|  | CPFL Energia SA | 173333 | 1340282 |
|  | Embraer SA (EMBR3 BZ) | 148600 | 2402757 |
|  | Embraer SA (ERJ US), Sponsored ADR | 92800 | 5983744 |
|  | Energisa SA | 302121 | 2910609 |
|  \* | Eneva SA | 758411 | 2581159 |
|  | Engie Brasil Energia SA | 188276 | 1399835 |
|  | Equatorial Energia SA | 873086 | 5947751 |
|  | Gerdau SA, Sponsored ADR | 483639 | 1687900 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  BRAZIL — (Continued) | BRAZIL — (Continued) | BRAZIL — (Continued) |  |
|  \* | JBS NV, BDR | 206925 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2749666 |
|  | Klabin SA | 934180 | 3132484 |
|  | Localiza Rent a Car SA | 565888 | 4148481 |
|  | MBRF Global Foods Co. SA | 37800 | 125556 |
|  | Motiva Infraestrutura de Mobilidade SA | 794987 | 2346563 |
|  | Neoenergia SA | 223442 | 1211914 |
|  | Petroleo Brasileiro SA - Petrobras | 2899815 | 16984019 |
|  | Petroleo Brasileiro SA - Petrobras (PBR US), Sponsored ADR | 142561 | 1659410 |
|  | Petroleo Brasileiro SA - Petrobras (PBRA US), Sponsored ADR | 249953 | 2761981 |
|  | Porto Seguro SA | 177474 | 1585075 |
|  \* | PRIO SA | 727421 | 4871603 |
|  | Raia Drogasil SA | 916409 | 3406757 |
|  Ω | Rede D'Or Sao Luiz SA | 202956 | 1634980 |
|  | Rumo SA | 588690 | 1742013 |
|  | Suzano SA (SUZB3 BZ) | 551843 | 5014843 |
|  | Telefonica Brasil SA (VIVT3 BZ) | 528210 | 3145726 |
|  | TIM SA | 694600 | 3136058 |
|  | TOTVS SA | 265944 | 2193317 |
|  | Ultrapar Participacoes SA (UGPA3 BZ) | 470153 | 1871017 |
|  | Vale SA (VALE US), Sponsored ADR | 328017 | 3965732 |
|  | Vale SA (VALE3 BZ) | 2069828 | 25107472 |
|  | Vibra Energia SA | 865087 | 3827000 |
|  | WEG SA | 556211 | 4352547 |
|  TOTAL BRAZIL | TOTAL BRAZIL |  | 171285326 |
|  CHILE — (0.5%) | CHILE — (0.5%) | CHILE — (0.5%) |  |
|  | Banco de Chile (BCH US), ADR | 126527 | 4417068 |
|  | Banco de Credito e Inversiones SA | 58961 | 3025954 |
|  | Banco Itau Chile SA | 3022 | 54870 |
|  # | Banco Santander Chile (BSAC US), ADR | 83901 | 2407959 |
|  | Banco Santander Chile (BSAN CI) | 5495021 | 397032 |
|  | Cencosud SA | 886788 | 2746748 |

---

936

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##### [**Table of Contents**](#toc)
**THE EMERGING MARKETS SERIES** 

**CONTINUED** 

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  CHILE — (Continued) | CHILE — (Continued) | CHILE — (Continued) |  |
|  | Cencosud Shopping SA | 415840 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;986195 |
|  | Colbun SA | 1715898 | 257892 |
|  | Embotelladora Andina SA, ADR, Class B | 5680 | 153701 |
|  | Empresas CMPC SA | 1023177 | 1477638 |
|  | Empresas Copec SA | 250716 | 1791010 |
|  | Enel Americas SA (ENELAM CI) | 5547362 | 524455 |
|  | Enel Chile SA (ENELCHIL CI) | 25211588 | 1924345 |
|  | Falabella SA | 319372 | 2011077 |
|  | Latam Airlines Group SA | 72621167 | 1650440 |
|  # | Latam Airlines Group SA, ADR | 36447 | 1639750 |
|  | Plaza SA | 463087 | 1303117 |
|  #\* | Sociedad Quimica y Minera de Chile SA, Sponsored ADR | 71013 | 3478927 |
|  TOTAL CHILE | TOTAL CHILE |  | 30248178 |
|  CHINA — (25.7%) | CHINA — (25.7%) | CHINA — (25.7%) |  |
|  | 360 Security Technology, Inc., Class A | 103400 | 174024 |
|  | 37 Interactive Entertainment Network Technology Group Co. Ltd., Class A | 140663 | 410696 |
|  | Accelink Technologies Co. Ltd., Class A | 36900 | 326058 |
|  \* | ADAMA Ltd., Class A | 40900 | 36942 |
|  \* | Addsino Co. Ltd., Class A | 48600 | 57191 |
|  | Advanced Micro-Fabrication Equipment, Inc. China, Class A | 3354 | 131769 |
|  | Advanced Technology & Materials Co. Ltd., Class A | 33000 | 98567 |
|  | AECC Aero-Engine Control Co. Ltd., Class A | 53757 | 141845 |
|  | AECC Aviation Power Co. Ltd., Class A | 79700 | 437882 |
|  | Aerospace Intelligent Manufacturing Technology Co. Ltd., Class A | 54800 | 154080 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |  |
|  | Agricultural Bank of China Ltd., Class H | 12844000 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9798392 |
|  | Aier Eye Hospital Group Co. Ltd., Class A | 414281 | 712932 |
|  \* | Air China Ltd., Class H | 1822000 | 1338879 |
|  | Aisino Corp., Class A | 136900 | 159980 |
|  \*Ω | Akeso, Inc. | 168000 | 2446229 |
|  | Alibaba Group Holding Ltd. (9988 HK) | 4044300 | 86057593 |
|  # | Alibaba Group Holding Ltd. (BABA US), Sponsored ADR | 468034 | 79767035 |
|  \* | Alibaba Health Information Technology Ltd. | 1738000 | 1296350 |
|  | All Winner Technology Co. Ltd., Class A | 11700 | 75329 |
|  | Aluminum Corp. of China Ltd., Class H | 4888000 | 6215180 |
|  \* | Amlogic Shanghai Co. Ltd., Class A | 18181 | 219750 |
|  | An Hui Wenergy Co. Ltd., Class A | 135218 | 155643 |
|  | Andon Health Co. Ltd., Class A | 24300 | 138410 |
|  | Angel Yeast Co. Ltd., Class A | 49800 | 271786 |
|  | Anhui Anke Biotechnology Group Co. Ltd., Class A | 119100 | 182305 |
|  | Anhui Conch Cement Co. Ltd., Class H | 1000000 | 2981463 |
|  | Anhui Gujing Distillery Co. Ltd., Class A | 22616 | 512006 |
|  | Anhui Heli Co. Ltd., Class A | 64900 | 190085 |
|  | Anhui Honglu Steel Construction Group Co. Ltd., Class A | 20700 | 52686 |
|  \* | Anhui Jianghuai Automobile Group Corp. Ltd., Class A | 81300 | 583494 |
|  | Anhui Jiangnan Chemical Industry Co. Ltd., Class A | 183900 | 165766 |
|  | Anhui Jinhe Industrial Co. Ltd., Class A | 17700 | 49964 |
|  | Anhui Kouzi Distillery Co. Ltd., Class A | 46700 | 212769 |

---

937

------

##### [**Table of Contents**](#toc)
**THE EMERGING MARKETS SERIES** 

**CONTINUED** 

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |  |
|  | Anhui XDLK Microsystem Corp. Ltd., Class A | 1897 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17167 |
|  | Anhui Xinhua Media Co. Ltd., Class A | 42600 | 40116 |
|  | Anhui Yingjia Distillery Co. Ltd., Class A | 41500 | 247207 |
|  | Anhui Yingliu Electromechanical Co. Ltd., Class A | 26500 | 148550 |
|  | Anhui Zhongding Sealing Parts Co. Ltd., Class A | 123900 | 399288 |
|  | Anji Microelectronics Technology Shanghai Co. Ltd., Class A | 7754 | 214606 |
|  | Anjoy Foods Group Co. Ltd., Class A | 19800 | 205642 |
|  | Anker Innovations Technology Co. Ltd., Class A | 24180 | 397668 |
|  | ANTA Sports Products Ltd. | 1243200 | 12976681 |
|  | Apeloa Pharmaceutical Co. Ltd., Class A | 76500 | 167124 |
|  | APT Medical, Inc., Class A | 8179 | 317466 |
|  | Arcsoft Corp. Ltd., Class A | 11355 | 85458 |
|  \* | Asia - Potash International Investment Guangzhou Co. Ltd., Class A | 39774 | 233444 |
|  \* | ASR Microelectronics Co. Ltd., Class A | 16813 | 220783 |
|  | Asymchem Laboratories Tianjin Co. Ltd., Class A | 12970 | 178818 |
|  | Autel Intelligent Technology Corp. Ltd., Class A | 33752 | 182855 |
|  | Autobio Diagnostics Co. Ltd., Class A | 33300 | 179960 |
|  | Avary Holding Shenzhen Co. Ltd., Class A | 119276 | 879202 |
|  | Avicopter PLC, Class A | 32004 | 162160 |
|  \* | BAIC BluePark New Energy Technology Co. Ltd., Class A | 51100 | 59984 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |  |
|  \* | Baidu, Inc. (9888 HK), Class A | 1812350 | $&nbsp;&nbsp;&nbsp;&nbsp;27432143 |
|  \* | Baidu, Inc. (BIDU US), Sponsored ADR | 2292 | 277034 |
|  | Baiyin Nonferrous Group Co. Ltd., Class A | 343500 | 255533 |
|  | Bank of Beijing Co. Ltd., Class A | 880308 | 691904 |
|  | Bank of Changsha Co. Ltd., Class A | 328284 | 441789 |
|  | Bank of Chengdu Co. Ltd., Class A | 338750 | 800683 |
|  | Bank of China Ltd., Class H | 32691181 | 18511163 |
|  | Bank of Communications Co. Ltd., Class H | 5191515 | 4611623 |
|  | Bank of Guiyang Co. Ltd., Class A | 181323 | 155015 |
|  | Bank of Hangzhou Co. Ltd., Class A | 356304 | 786367 |
|  | Bank of Jiangsu Co. Ltd., Class A | 1156770 | 1754173 |
|  | Bank of Nanjing Co. Ltd., Class A | 454780 | 723371 |
|  | Bank of Ningbo Co. Ltd., Class A | 274842 | 1095501 |
|  | Bank of Shanghai Co. Ltd., Class A | 573383 | 765295 |
|  | Bank of Suzhou Co. Ltd., Class A | 341360 | 396847 |
|  | Bank of Xi'an Co. Ltd., Class A | 245400 | 134157 |
|  \* | Baoding Tianwei Baobian Electric Co. Ltd., Class A | 96000 | 114324 |
|  | Baoji Titanium Industry Co. Ltd., Class A | 29300 | 132011 |
|  | Baoshan Iron & Steel Co. Ltd., Class A | 843900 | 874657 |
|  | BBMG Jidong Cement Group Co. Ltd., Class A | 83200 | 56366 |
|  | Beibuwan Port Co. Ltd., Class A | 144000 | 177331 |
|  | Beijing Aosaikang Pharmaceutical Co. Ltd., Class A | 23800 | 65184 |
|  | Beijing Balance Medical Technology Co. Ltd., Class A | 4046 | 65127 |

---

938

------

##### [**Table of Contents**](#toc)
**THE EMERGING MARKETS SERIES** 

**CONTINUED** 

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
|  \* | Beijing BDStar Navigation Co. Ltd., Class A | 26700 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;113044 |
|  | Beijing Capital Eco-Environment Protection Group Co. Ltd., Class A | 630560 | 282774 |
|  \* | Beijing Compass Technology Development Co. Ltd., Class A | 29145 | 592382 |
|  | Beijing Dabeinong Technology Group Co. Ltd., Class A | 303161 | 175471 |
|  | Beijing Dahao Technology Corp. Ltd., Class A | 35400 | 95248 |
|  | Beijing Easpring Material Technology Co. Ltd., Class A | 20600 | 199879 |
|  \* | Beijing E-Hualu Information Technology Co. Ltd., Class A | 20700 | 59348 |
|  | Beijing Enlight Media Co. Ltd., Class A | 107306 | 255778 |
|  \* | Beijing Highlander Digital Technology Co. Ltd., Class A | 9300 | 26032 |
|  \* | Beijing Hotgen Biotech Co. Ltd., Class A | 2754 | 61964 |
|  | Beijing Huafeng Test & Control Technology Co. Ltd., Class A | 5744 | 161561 |
|  | Beijing Jetsen Technology Co. Ltd., Class A | 173800 | 161938 |
|  | Beijing Jingyi Automation Equipment Co. Ltd., Class A | 4319 | 52671 |
|  | Beijing Kingsoft Office Software, Inc., Class A | 7538 | 380425 |
|  | Beijing New Building Materials PLC, Class A | 115703 | 386617 |
|  | Beijing Originwater Technology Co. Ltd., Class A | 255149 | 156421 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
|  | Beijing Roborock Technology Co. Ltd., Class A | 6122 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;140577 |
|  | Beijing Shiji Information Technology Co. Ltd., Class A | 49928 | 69306 |
|  | Beijing Shougang Co. Ltd., Class A | 373100 | 220349 |
|  | Beijing Sifang Automation Co. Ltd., Class A | 46600 | 184433 |
|  | Beijing Sinnet Technology Co. Ltd., Class A | 103088 | 197605 |
|  | Beijing Teamsun Technology Co. Ltd., Class A | 48400 | 130101 |
|  | Beijing Tiantan Biological Products Corp. Ltd., Class A | 118807 | 307692 |
|  | Beijing Tong Ren Tang Co. Ltd., Class A | 37800 | 180032 |
|  | Beijing Ultrapower Software Co. Ltd., Class A | 122700 | 209789 |
|  | Beijing United Information Technology Co. Ltd., Class A | 55486 | 221624 |
|  | Beijing Wandong Medical Technology Co. Ltd., Class A | 13600 | 30353 |
|  \* | Beijing Wantai Biological Pharmacy Enterprise Co. Ltd., Class A | 12180 | 96611 |
|  | Beijing Yanjing Brewery Co. Ltd., Class A | 184800 | 305417 |
|  | Beijing Zhong Ke San Huan High-Tech Co. Ltd., Class A | 53900 | 105425 |
|  | Beijing-Shanghai High Speed Railway Co. Ltd., Class A | 1411900 | 1029578 |
|  \* | Beiqi Foton Motor Co. Ltd., Class A | 549600 | 231862 |
|  \* | Bengang Steel Plates Co. Ltd., Class A | 58000 | 29106 |
|  \* | BeOne Medicines Ltd., Class H | 184600 | 4438209 |

---

939

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##### [**Table of Contents**](#toc)
**THE EMERGING MARKETS SERIES** 

**CONTINUED** 

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
|  \* | BeOne Medicines Ltd. (BGNE US), ADR | 5143 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1596799 |
|  | Bestechnic Shanghai Co. Ltd., Class A | 992 | 34308 |
|  | Bethel Automotive Safety Systems Co. Ltd., Class A | 26740 | 188765 |
|  | Betta Pharmaceuticals Co. Ltd., Class A | 9306 | 74394 |
|  \* | Better Life Commercial Chain Share Co. Ltd., Class A | 147900 | 109148 |
|  \* | BGI Genomics Co. Ltd., Class A | 17900 | 123644 |
|  #\* | Bilibili, Inc., Sponsored ADR | 4978 | 150584 |
|  \* | Biwin Storage Technology Co. Ltd., Class A | 5669 | 104355 |
|  | Bloomage Biotechnology Corp. Ltd. (688363 C1), Class A | 14567 | 110500 |
|  | Bloomage Biotechnology Corp. Ltd. (688363 CH), Class A | 6559 | 49754 |
|  \* | Bluefocus Intelligent Communications Group Co. Ltd., Class A | 163380 | 168758 |
|  | Bluestar Adisseo Co., Class A | 80300 | 106189 |
|  | BOC International China Co. Ltd., Class A | 114700 | 226791 |
|  | BOE Technology Group Co. Ltd., Class A | 2350252 | 1341572 |
|  \* | Bohai Leasing Co. Ltd., Class A | 526300 | 264409 |
|  | Bright Dairy & Food Co. Ltd., Class A | 66400 | 78033 |
|  | BrightGene Bio-Medical Technology Co. Ltd., Class A | 14978 | 121067 |
|  | BTG Hotels Group Co. Ltd., Class A | 81500 | 166470 |
|  | BYD Co. Ltd., Class H | 2180657 | 28174053 |
|  # | BYD Electronic International Co. Ltd. | 55500 | 260552 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
|  | By-health Co. Ltd., Class A | 93100 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;164211 |
|  | Caitong Securities Co. Ltd., Class A | 214590 | 259459 |
|  | Canmax Technologies Co. Ltd., Class A | 48770 | 208383 |
|  | Castech, Inc., Class A | 21000 | 136767 |
|  | Cathay Biotech, Inc., Class A | 16902 | 120731 |
|  | CCCC Design & Consulting Group Co. Ltd., Class A | 107500 | 115858 |
|  | CECEP Solar Energy Co. Ltd., Class A | 221400 | 145027 |
|  | CECEP Wind-Power Corp., Class A | 536160 | 232912 |
|  | Central China Land Media Co. Ltd., Class A | 65400 | 111161 |
|  \* | CETC Chips Technology, Inc., Class A | 38100 | 71597 |
|  | CETC Cyberspace Security Technology Co. Ltd., Class A | 33500 | 86111 |
|  | CETC Digital Technology Co. Ltd., Class A | 27800 | 106384 |
|  | CETC Potevio Science&Technology Co. Ltd., Class A | 25300 | 89317 |
|  Ω | CGN Power Co. Ltd., Class H | 5876000 | 2328021 |
|  | Changchun High-Tech Industry Group Co. Ltd., Class A | 15000 | 236779 |
|  | Changjiang Securities Co. Ltd., Class A | 255570 | 316939 |
|  | Changzhou Xingyu Automotive Lighting Systems Co. Ltd., Class A | 17100 | 311845 |
|  | Chaozhou Three-Circle Group Co. Ltd., Class A | 70305 | 490699 |
|  | Chengdu Hi-tech Development Co. Ltd., Class A | 7500 | 52773 |
|  | Chengdu Kanghong Pharmaceutical Group Co. Ltd., Class A | 46500 | 221235 |

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**CONTINUED** 

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| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
|  | Chengdu Xingrong Environment Co. Ltd., Class A | 160200 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;159006 |
|  \* | Chengxin Lithium Group Co. Ltd., Class A | 43900 | 157340 |
|  | Chifeng Jilong Gold Mining Co. Ltd., Class A | 116900 | 487442 |
|  | China Automotive Engineering Research Institute Co. Ltd., Class A | 72700 | 179018 |
|  | China Baoan Group Co. Ltd., Class A | 144734 | 233122 |
|  | China CITIC Bank Corp. Ltd., Class H | 6640928 | 6336148 |
|  # | China Coal Energy Co. Ltd., Class H | 3143777 | 4428462 |
|  | China Coal Xinji Energy Co. Ltd., Class A | 137780 | 140231 |
|  \*†† | China Common Rich Renewable Energy Investments Ltd. | 5416000 | 0 |
|  | China Construction Bank Corp., Class H | 42800590 | 42374333 |
|  | China CSSC Holdings Ltd., Class A | 82717 | 417828 |
|  #\* | China Eastern Airlines Corp. Ltd., Class H | 1602000 | 822772 |
|  | China Energy Engineering Corp. Ltd. (601868 C1), Class A | 2502824 | 847924 |
|  | China Everbright Bank Co. Ltd., Class H | 2507000 | 1028490 |
|  | China Film Group Co. Ltd., Class A | 54000 | 110523 |
|  \* | China First Heavy Industries Co. Ltd., Class A | 235100 | 106411 |
|  | China Galaxy Securities Co. Ltd., Class H | 3763500 | 5414182 |
|  | China Great Wall Securities Co. Ltd., Class A | 65000 | 101062 |
|  \* | China Greatwall Technology Group Co. Ltd., Class A | 44900 | 106842 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
|  | China Green Electricity Investment of Tianjin Co. Ltd., Class A | 95500 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;116901 |
|  | China Hainan Rubber Industry Group Co. Ltd., Class A | 205900 | 163402 |
|  | China Hongqiao Group Ltd. | 3314000 | 12582573 |
|  Ω | China International Capital Corp. Ltd., Class H | 1285600 | 3497535 |
|  | China Jushi Co. Ltd., Class A | 302698 | 697364 |
|  | China Kings Resources Group Co. Ltd., Class A | 48020 | 124059 |
|  | China Life Insurance Co. Ltd., Class H | 2686000 | 8470276 |
|  | China Longyuan Power Group Corp. Ltd., Class H | 2911000 | 2695896 |
|  | China Meheco Group Co. Ltd., Class A | 108371 | 171710 |
|  | China Merchants Bank Co. Ltd., Class H | 3045554 | 19091154 |
|  | China Merchants Energy Shipping Co. Ltd., Class A | 607440 | 789014 |
|  | China Merchants Expressway Network & Technology Holdings Co. Ltd., Class A | 148021 | 213520 |
|  | China Merchants Property Operation & Service Co. Ltd., Class A | 35100 | 56553 |
|  Ω | China Merchants Securities Co. Ltd., Class H | 422060 | 847387 |
|  | China Merchants Shekou Industrial Zone Holdings Co. Ltd., Class A | 268873 | 357106 |
|  # | China Minsheng Banking Corp. Ltd., Class H | 5428100 | 2780893 |
|  | China National Chemical Engineering Co. Ltd., Class A | 283200 | 307760 |

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**CONTINUED** 

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| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
|  | China National Medicines Corp. Ltd., Class A | 53800 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;225327 |
|  | China National Nuclear Power Co. Ltd., Class A | 1023390 | 1291814 |
|  \* | China National Software & Service Co. Ltd., Class A | 7300 | 53660 |
|  | China Northern Rare Earth Group High-Tech Co. Ltd., Class A | 121700 | 869103 |
|  | China Overseas Land & Investment Ltd. | 3183000 | 5341691 |
|  | China Pacific Insurance Group Co. Ltd., Class H | 2540400 | 10298911 |
|  | China Petroleum & Chemical Corp., Class H | 16266800 | 8652379 |
|  | China Petroleum Engineering Corp., Class A | 220500 | 110411 |
|  | China Publishing & Media Co. Ltd., Class A | 60700 | 58456 |
|  # | China Railway Group Ltd., Class H | 2964000 | 1503573 |
|  | China Railway Hi-tech Industry Co. Ltd., Class A | 166300 | 196539 |
|  | China Railway Materials Co. Ltd., Class A | 245800 | 92574 |
|  \* | China Rare Earth Resources & Technology Co. Ltd., Class A | 18391 | 136266 |
|  | China Resources Beer Holdings Co. Ltd. | 613111 | 2097163 |
|  | China Resources Double Crane Pharmaceutical Co. Ltd., Class A | 81300 | 220047 |
|  | China Resources Land Ltd. | 3023666 | 10924315 |
|  | China Resources Microelectronics Ltd., Class A | 34190 | 243911 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
|  Ω | China Resources Mixc Lifestyle Services Ltd. | 640800 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3352741 |
|  # | China Resources Power Holdings Co. Ltd. | 1792517 | 4286444 |
|  | China Resources Sanjiu Medical & Pharmaceutical Co. Ltd., Class A | 74964 | 303884 |
|  | China Science Publishing & Media Ltd., Class A | 20500 | 56253 |
|  # | China Shenhua Energy Co. Ltd., Class H | 2542000 | 13236657 |
|  | China South Publishing & Media Group Co. Ltd., Class A | 128000 | 217732 |
|  #\* | China Southern Airlines Co. Ltd., Class H | 2084000 | 1256720 |
|  | China Southern Power Grid Energy Efficiency&Clean Energy Co. Ltd. (003035 C2), Class A | 107900 | 74747 |
|  | China Southern Power Grid Energy Efficiency&Clean Energy Co. Ltd. (003035 CH), Class A | 58400 | 40456 |
|  | China Southern Power Grid Technology Co. Ltd., Class A | 14866 | 110792 |
|  | China State Construction Engineering Corp. Ltd., Class A | 1756100 | 1340502 |
|  #Ω | China Tourism Group Duty Free Corp. Ltd. (1880 HK), Class H | 69600 | 598094 |
|  | China Tourism Group Duty Free Corp. Ltd. (601888 C1), Class A | 13400 | 143344 |
|  Ω | China Tower Corp. Ltd., Class H | 5138000 | 7422594 |
|  \* | China TransInfo Technology Co. Ltd., Class A | 92200 | 144204 |

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**CONTINUED** 

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| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
|  | China Tungsten & Hightech Materials Co. Ltd., Class A | 57300 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;188686 |
|  \* | China Vanke Co. Ltd., Class H | 206292 | 116873 |
|  | China Wafer Level CSP Co. Ltd., Class A | 22700 | 93766 |
|  | China World Trade Center Co. Ltd., Class A | 41700 | 118212 |
|  | China XD Electric Co. Ltd., Class A | 247800 | 277785 |
|  | China Yangtze Power Co. Ltd., Class A | 756147 | 2987314 |
|  | China Zhenhua Group Science & Technology Co. Ltd., Class A | 24900 | 176497 |
|  | China Zheshang Bank Co. Ltd., Class H | 1917499 | 624652 |
|  | Chinese Universe Publishing & Media Group Co. Ltd., Class A | 63600 | 92796 |
|  | Chongqing Brewery Co. Ltd., Class A | 27100 | 204585 |
|  | Chongqing Changan Automobile Co. Ltd., Class A | 322930 | 562517 |
|  | Chongqing Department Store Co. Ltd., Class A | 16200 | 62253 |
|  | Chongqing Fuling Electric Power Industrial Co. Ltd., Class A | 106000 | 147376 |
|  | Chongqing Fuling Zhacai Group Co. Ltd., Class A | 70500 | 130052 |
|  \* | Chongqing Qianli Technology Co. Ltd., Class A | 119500 | 200321 |
|  | Chongqing Rural Commercial Bank Co. Ltd., Class H | 1912000 | 1572414 |
|  | Chongqing Sanfeng Environment Group Corp. Ltd., Class A | 37300 | 44294 |
|  | Chongqing Zhifei Biological Products Co. Ltd., Class A | 92379 | 267306 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
|  | Chongqing Zongshen Power Machinery Co. Ltd., Class A | 55800 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;186920 |
|  | Chongyi Zhangyuan Tungsten Industry Co. Ltd., Class A | 54500 | 98801 |
|  # | Chow Tai Fook Jewellery Group Ltd. | 1880000 | 3679577 |
|  | Chow Tai Seng Jewellery Co. Ltd., Class A | 93700 | 182282 |
|  | CIG Shanghai Co. Ltd., Class A | 2800 | 40366 |
|  | CITIC Heavy Industries Co. Ltd., Class A | 226600 | 239349 |
|  | CITIC Ltd | 3238000 | 5004750 |
|  | CITIC Securities Co. Ltd., Class H | 1014300 | 3861529 |
|  # | CMOC Group Ltd., Class H | 3870966 | 8380476 |
|  | CMST Development Co. Ltd., Class A | 68400 | 57206 |
|  | CNGR Advanced Material Co. Ltd., Class A | 43300 | 280192 |
|  | CNOOC Energy Technology & Services Ltd., Class A | 655100 | 359322 |
|  | COFCO Capital Holdings Co. Ltd., Class A | 69100 | 123390 |
|  | COFCO Sugar Holding Co. Ltd., Class A | 173300 | 380962 |
|  \* | COL Group Co. Ltd., Class A | 15600 | 62242 |
|  | Contemporary Amperex Technology Co. Ltd., Class A | 236916 | 12953394 |
|  # | COSCO SHIPPING Holdings Co. Ltd., Class H | 3712799 | 6438851 |
|  | COSCO SHIPPING Specialized Carriers Co. Ltd., Class A | 161900 | 165611 |
|  | CRRC Corp. Ltd., Class H | 2592000 | 1966852 |
|  | Crystal Clear Electronic Material Co. Ltd., Class A | 32900 | 80689 |
|  Ω | CSC Financial Co. Ltd., Class H | 627500 | 1064411 |

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**THE EMERGING MARKETS SERIES** 

**CONTINUED** 

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| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  CHINA — (Continued) | CHINA — (Continued) |  |  |
|  | CSPC Innovation Pharmaceutical Co. Ltd., Class A | 34820 | $173352 |
|  | CSPC Pharmaceutical Group Ltd. | 6511200 | 6413482 |
|  | CSSC Science & Technology Co. Ltd., Class A | 65900 | 110955 |
|  | Dajin Heavy Industry Co. Ltd., Class A | 32200 | 227723 |
|  | Daqin Railway Co. Ltd., Class A | 577460 | 465131 |
|  | DaShenLin Pharmaceutical Group Co. Ltd., Class A | 73600 | 189122 |
|  | DBG Technology Co. Ltd., Class A | 30900 | 133861 |
|  | Deppon Logistics Co. Ltd., Class A | 61400 | 128800 |
|  | DHC Software Co. Ltd., Class A | 118900 | 172746 |
|  | Digital China Group Co. Ltd., Class A | 55900 | 338411 |
|  | Do-Fluoride New Materials Co. Ltd., Class A | 30620 | 122245 |
|  | Dong-E-E-Jiao Co. Ltd., Class A | 42611 | 284328 |
|  | Dongfang Electronics Co. Ltd., Class A | 58600 | 98055 |
|  | DongFeng Automobile Co. Ltd., Class A | 82400 | 89615 |
|  | Dongguan Development Holdings Co. Ltd., Class A | 47800 | 79202 |
|  | Dongxing Securities Co. Ltd., Class A | 154418 | 274998 |
|  | Double Medical Technology, Inc., Class A | 12600 | 88531 |
|  \* | Doushen Beijing Education & Technology, Inc., Class A | 20800 | 20585 |
|  | East Money Information Co. Ltd., Class A | 396373 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1421932 |
|  | Eastern Communications Co. Ltd., Class A | 30500 | 56119 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  CHINA — (Continued) | CHINA — (Continued) |  |  |
|  \* | Easyhome New Retail Group Co. Ltd., Class A | 459300 | $186560 |
|  | Ecovacs Robotics Co. Ltd., Class A | 18200 | 228840 |
|  | Electric Connector Technology Co. Ltd., Class A | 19200 | 135856 |
|  | ENN Energy Holdings Ltd. | 405800 | 3535845 |
|  | ENN Natural Gas Co. Ltd., Class A | 170300 | 467302 |
|  | Eoptolink Technology, Inc. Ltd., Class A | 14140 | 679386 |
|  | Espressif Systems Shanghai Co. Ltd., Class A | 4245 | 99736 |
|  \* | Estun Automation Co. Ltd., Class A | 30700 | 108642 |
|  | Eve Energy Co. Ltd., Class A | 67905 | 794170 |
|  Ω | Everbright Securities Co. Ltd., Class H | 165200 | 207447 |
|  | EverProX Technologies Co. Ltd., Class A | 8500 | 119104 |
|  | Explosive Co. Ltd., Class A | 48437 | 94147 |
|  | Eyebright Medical Technology Beijing Co. Ltd., Class A | 3000 | 27352 |
|  | Fangda Carbon New Material Co. Ltd., Class A | 216840 | 187759 |
|  \* | Far East Smarter Energy Co. Ltd., Class A | 63000 | 69043 |
|  \* | Farasis Energy Gan Zhou Co. Ltd., Class A | 74650 | 187108 |
|  | FAW Jiefang Group Co. Ltd., Class A | 126700 | 127925 |
|  | Ferrotec Anhui Technology Development Co. Ltd., Class A | 16900 | 92729 |
|  | Fiberhome Telecommunication Technologies Co. Ltd., Class A | 61100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;208699 |
|  | Fibocom Wireless, Inc., Class A | 23000 | 88258 |
|  | First Capital Securities Co. Ltd., Class A | 102400 | 111447 |

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**CONTINUED** 

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| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |  |
|  | Focus Media Information Technology Co. Ltd., Class A | 640697 | $697357 |
|  | Foryou Corp., Class A | 27600 | 122891 |
|  | Foshan Haitian Flavouring & Food Co. Ltd., Class A | 107867 | 578105 |
|  | Founder Securities Co. Ltd., Class A | 240300 | 278073 |
|  | Foxconn Industrial Internet Co. Ltd., Class A | 494100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4982799 |
|  | Fujian Funeng Co. Ltd., Class A | 185070 | 263070 |
|  | Fujian Star-net Communication Co. Ltd., Class A | 23900 | 89938 |
|  | Fujian Sunner Development Co. Ltd., Class A | 87680 | 208847 |
|  | Fulin Precision Co. Ltd., Class A | 30660 | 84435 |
|  Ω | Fuyao Glass Industry Group Co. Ltd., Class H | 578800 | 5154404 |
|  | Gan & Lee Pharmaceuticals Co. Ltd., Class A | 17800 | 169881 |
|  | Gansu Energy Chemical Co. Ltd., Class A | 188500 | 68622 |
|  | Gaona Aero Material Co. Ltd., Class A | 24400 | 56832 |
|  | G-bits Network Technology Xiamen Co. Ltd., Class A | 4700 | 312372 |
|  | GCL Energy Technology Co. Ltd., Class A | 113600 | 170921 |
|  \* | GCL System Integration Technology Co. Ltd., Class A | 195100 | 68245 |
|  | GD Power Development Co. Ltd., Class A | 672300 | 499999 |
|  | Geely Automobile Holdings Ltd. | 6114000 | 14504301 |
|  | GEM Co. Ltd., Class A | 272276 | 325872 |
|  \* | Gemdale Corp., Class A | 216900 | 119261 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  CHINA — (Continued) | CHINA — (Continued) |  |  |
|  | Geovis Technology Co. Ltd., Class A | 22022 | $126281 |
|  | GEPIC Energy Development Co. Ltd., Class A | 113200 | 110865 |
|  | GF Securities Co. Ltd., Class H | 905400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2185829 |
|  | Giant Network Group Co. Ltd., Class A | 107800 | 531766 |
|  | Giantec Semiconductor Corp., Class A | 1774 | 41368 |
|  | GigaDevice Semiconductor, Inc., Class A | 16874 | 521965 |
|  | Ginlong Technologies Co. Ltd., Class A | 31325 | 354044 |
|  | Glarun Technology Co. Ltd., Class A | 69600 | 279398 |
|  | GoerTek, Inc., Class A | 169200 | 780278 |
|  | Goke Microelectronics Co. Ltd., Class A | 9000 | 112956 |
|  | Goneo Group Co. Ltd., Class A | 38248 | 234840 |
|  \* | GoodWe Technologies Co. Ltd. (688390 C1), Class A | 6260 | 53544 |
|  | Gotion High-tech Co. Ltd., Class A | 51100 | 327170 |
|  \* | Grace Fabric Technology Co. Ltd., Class A | 9700 | 48289 |
|  | Grandblue Environment Co. Ltd., Class A | 44300 | 175164 |
|  \* | Grandjoy Holdings Group Co. Ltd., Class A | 125600 | 52495 |
|  | Great Wall Motor Co. Ltd., Class H | 2316000 | 4479516 |
|  | Gree Electric Appliances, Inc. of Zhuhai, Class A | 175733 | 982642 |
|  | GRG Banking Equipment Co. Ltd., Class A | 102500 | 185141 |
|  | Grinm Advanced Materials Co. Ltd., Class A | 28100 | 89677 |
|  | Guangdong Advertising Group Co. Ltd., Class A | 83700 | 100062 |

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| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  CHINA — (Continued) | CHINA — (Continued) |  |  |
|  | Guangdong Aofei Data Technology Co. Ltd., Class A | 42500 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;121167 |
|  | Guangdong Construction Engineering Group Co. Ltd., Class A | 289000 | 155594 |
|  \* | Guangdong Create Century Intelligent Equipment Group Corp. Ltd., Class A | 65700 | 92354 |
|  | Guangdong Dongfang Precision Science & Technology Co. Ltd., Class A | 14200 | 37951 |
|  | Guangdong Dowstone Technology Co. Ltd., Class A | 35100 | 121652 |
|  | Guangdong Electric Power Development Co. Ltd., Class A | 60800 | 40604 |
|  | Guangdong Fenghua Advanced Technology Holding Co. Ltd., Class A | 70200 | 167062 |
|  | Guangdong Haid Group Co. Ltd., Class A | 91500 | 750928 |
|  \* | Guangdong HEC Technology Holding Co. Ltd., Class A | 89700 | 271215 |
|  | Guangdong Hongda Holdings Group Co. Ltd., Class A | 51700 | 291563 |
|  \* | Guangdong Jia Yuan Technology Shares Co. Ltd., Class A | 4455 | 26616 |
|  | Guangdong Marubi Biotechnology Co. Ltd., Class A | 7100 | 34455 |
|  | Guangdong Provincial Expressway Development Co. Ltd., Class A | 154400 | 252013 |
|  \* | Guangdong Topstar Technology Co. Ltd., Class A | 17200 | 80229 |
|  | Guangdong Xinbao Electrical Appliances Holdings Co. Ltd., Class A | 23400 | 49756 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  CHINA — (Continued) | CHINA — (Continued) |  |  |
|  | Guangdong Zhongsheng Pharmaceutical Co. Ltd., Class A | 36200 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;98378 |
|  | Guanghui Energy Co. Ltd., Class A | 439400 | 325513 |
|  \* | Guangxi Huaxi Nonferrous Metal Co. Ltd., Class A | 35400 | 159865 |
|  | Guangxi Liugong Machinery Co. Ltd., Class A | 126700 | 207353 |
|  | Guangzhou Baiyun International Airport Co. Ltd., Class A | 157800 | 216872 |
|  | Guangzhou Development Group, Inc., Class A | 188600 | 182127 |
|  \* | Guangzhou Great Power Energy & Technology Co. Ltd., Class A | 21300 | 149688 |
|  | Guangzhou Haige Communications Group, Inc. Co., Class A | 96352 | 158526 |
|  | Guangzhou Port Co. Ltd., Class A | 200000 | 94442 |
|  | Guangzhou Shiyuan Electronic Technology Co. Ltd., Class A | 11000 | 64543 |
|  | Guangzhou Tinci Materials Technology Co. Ltd., Class A | 94140 | 527644 |
|  | Guangzhou Yuexiu Capital Holdings Group Co. Ltd., Class A | 206204 | 234617 |
|  | Guangzhou Zhujiang Brewery Co. Ltd., Class A | 94900 | 125129 |
|  | Guizhou Chanhen Chemical Corp., Class A | 32800 | 157424 |
|  \* | Guocheng Mining Co. Ltd., Class A | 42800 | 109171 |
|  | Guosen Securities Co. Ltd., Class A | 186700 | 368635 |
|  \* | Guosheng Securities, Inc., Class A | 141700 | 417637 |

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**CONTINUED** 

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| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  CHINA — (Continued) | CHINA — (Continued) |  |  |
|  Ω | Guotai Haitong Securities Co. Ltd., Class H | 1771552 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3394522 |
|  | Guoyuan Securities Co. Ltd., Class A | 208440 | 256788 |
|  | H World Group Ltd. (1179 HK) | 440300 | 1707323 |
|  # | H World Group Ltd. (HTHT US), ADR | 25939 | 1001245 |
|  | Haier Smart Home Co. Ltd. (600690 C1), Class A | 240600 | 907277 |
|  | Haier Smart Home Co. Ltd. (6690 HK), Class H | 2234200 | 7265359 |
|  \* | Hainan Haide Capital Management Co. Ltd., Class A | 59800 | 63094 |
|  | Hainan Jinpan Smart Technology Co. Ltd., Class A | 24362 | 234375 |
|  | Hainan Mining Co. Ltd., Class A | 98900 | 135694 |
|  | Hainan Strait Shipping Co. Ltd., Class A | 139000 | 264482 |
|  | Haisco Pharmaceutical Group Co. Ltd., Class A | 22300 | 177666 |
|  | Hand Enterprise Solutions Co. Ltd., Class A | 36100 | 91888 |
|  | Hangcha Group Co. Ltd., Class A | 103180 | 416854 |
|  \* | Hangjin Technology Co. Ltd., Class A | 21800 | 66133 |
|  | Hangzhou Binjiang Real Estate Group Co. Ltd., Class A | 177900 | 265821 |
|  | Hangzhou Chang Chuan Technology Co. Ltd., Class A | 18394 | 216183 |
|  | Hangzhou Dptech Technologies Co. Ltd., Class A | 17100 | 57276 |
|  | Hangzhou First Applied Material Co. Ltd., Class A | 122229 | 269788 |
|  | Hangzhou GreatStar Industrial Co. Ltd. | 103300 | 447683 |
|  | Hangzhou Honghua Digital Technology Stock Co. Ltd., Class A | 8742 | 100555 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  CHINA — (Continued) | CHINA — (Continued) |  |  |
|  \* | Hangzhou Iron & Steel Co., Class A | 198300 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;254389 |
|  \* | Hangzhou Lion Microelectronics Co. Ltd., Class A | 31400 | 154684 |
|  | Hangzhou Oxygen Plant Group Co. Ltd., Class A | 57000 | 221379 |
|  | Hangzhou Robam Appliances Co. Ltd., Class A | 55321 | 152034 |
|  | Hangzhou Shunwang Technology Co. Ltd., Class A | 29000 | 89974 |
|  | Hangzhou Silan Microelectronics Co. Ltd., Class A | 24622 | 110270 |
|  | Han's Laser Technology Industry Group Co. Ltd., Class A | 21917 | 126905 |
|  Ω | Hansoh Pharmaceutical Group Co. Ltd. | 876000 | 4021456 |
|  | Hanwei Electronics Group Corp., Class A | 11800 | 93311 |
|  | Haohua Chemical Science & Technology Co. Ltd., Class A | 28200 | 125635 |
|  | Harbin Boshi Automation Co. Ltd., Class A | 57200 | 129888 |
|  \* | Hebei Changshan Biochemical Pharmaceutical Co. Ltd., Class A | 11200 | 104390 |
|  | Hebei Hengshui Laobaigan Liquor Co. Ltd., Class A | 71100 | 168903 |
|  | Hebei Sinopack Electronic Technology Co. Ltd., Class A | 2700 | 21635 |
|  | Hebei Yangyuan Zhihui Beverage Co. Ltd., Class A | 80600 | 318488 |
|  | Hefei Meiya Optoelectronic Technology, Inc., Class A | 48300 | 138010 |

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**CONTINUED** 

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| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  CHINA — (Continued) | CHINA — (Continued) |  |  |
|  | Heilongjiang Agriculture Co. Ltd., Class A | 93505 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;189880 |
|  | Henan Lingrui Pharmaceutical Co., Class A | 7827 | 24964 |
|  | Henan Mingtai Al Industrial Co. Ltd., Class A | 86000 | 182128 |
|  | Henan Pinggao Electric Co. Ltd., Class A | 73700 | 182957 |
|  | Henan Shenhuo Coal Industry & Electricity Power Co. Ltd., Class A | 233000 | 809518 |
|  | Henan Shijia Photons Technology Co. Ltd., Class A | 8241 | 79148 |
|  | Henan Shuanghui Investment & Development Co. Ltd., Class A | 169629 | 613806 |
|  \* | Henan Zhongfu Industry Co. Ltd., Class A | 273100 | 261248 |
|  | Hengbao Co. Ltd., Class A | 13200 | 40562 |
|  | Hengdian Group DMEGC Magnetics Co. Ltd., Class A | 103021 | 306558 |
|  | Hengli Petrochemical Co. Ltd., Class A | 402600 | 1016144 |
|  | Hengtong Optic-electric Co. Ltd., Class A | 141800 | 445772 |
|  | Hengyi Petrochemical Co. Ltd., Class A | 157788 | 148622 |
|  | Hesteel Co. Ltd., Class A | 712353 | 251341 |
|  | Hexing Electrical Co. Ltd., Class A | 18900 | 89767 |
|  | Hisense Visual Technology Co. Ltd., Class A | 66700 | 232388 |
|  | Hithink RoyalFlush Information Network Co. Ltd., Class A | 16481 | 840533 |
|  | HLA Group Corp. Ltd., Class A | 305600 | 265982 |
|  | Hongfa Technology Co. Ltd., Class A | 8400 | 35979 |
|  | Hongta Securities Co. Ltd., Class A | 97320 | 119924 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  CHINA — (Continued) | CHINA — (Continued) |  |  |
|  \* | Hongyuan Green Energy Co. Ltd., Class A | 38200 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;158332 |
|  | Hoshine Silicon Industry Co. Ltd., Class A | 30600 | 213340 |
|  \*Ω | Hua Hong Semiconductor Ltd., Class H | 279000 | 2859802 |
|  | Huaan Securities Co. Ltd., Class A | 345700 | 322167 |
|  | Huada Automotive Technology Corp. Ltd., Class A | 21100 | 129415 |
|  | Huadong Medicine Co. Ltd., Class A | 98400 | 574644 |
|  | Huafon Chemical Co. Ltd., Class A | 294683 | 371705 |
|  | Huagong Tech Co. Ltd., Class A | 30400 | 341113 |
|  | Huaibei Mining Holdings Co. Ltd., Class A | 178800 | 333762 |
|  | Hualan Biological Engineering, Inc., Class A | 69200 | 156819 |
|  | Huaming Power Equipment Co. Ltd., Class A | 47800 | 175362 |
|  # | Huaneng Power International, Inc., Class H | 3914000 | 3233396 |
|  Ω | Huatai Securities Co. Ltd., Class H | 1102600 | 2772032 |
|  | Huaxi Securities Co. Ltd., Class A | 175000 | 248314 |
|  | Huaxia Bank Co. Ltd., Class A | 604256 | 578443 |
|  | Huayu Automotive Systems Co. Ltd., Class A | 147200 | 422730 |
|  | Hubei Dinglong Co. Ltd., Class A | 44900 | 223679 |
|  | Hubei Energy Group Co. Ltd., Class A | 227983 | 151570 |
|  | Hubei Feilihua Quartz Glass Co. Ltd., Class A | 21200 | 233084 |
|  | Hubei Jumpcan Pharmaceutical Co. Ltd., Class A | 61548 | 216780 |

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**CONTINUED** 

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| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  CHINA — (Continued) | CHINA — (Continued) |  |  |
|  | Hubei Xingfa Chemicals Group Co. Ltd., Class A | 79300 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;318418 |
|  | Hubei Yihua Chemical Industry Co. Ltd., Class A | 78700 | 153552 |
|  | Huizhou Desay Sv Automotive Co. Ltd., Class A | 23500 | 392067 |
|  | Humanwell Healthcare Group Co. Ltd., Class A | 94300 | 280077 |
|  | Hunan Gold Corp. Ltd., Class A | 61880 | 188534 |
|  \* | Hunan Silver Co. Ltd., Class A | 120400 | 109115 |
|  | Hunan Valin Steel Co. Ltd., Class A | 497400 | 403665 |
|  | Hunan Zhongke Electric Co. Ltd., Class A | 20100 | 73098 |
|  | Hundsun Technologies, Inc., Class A | 59229 | 262023 |
|  \* | Hybio Pharmaceutical Co. Ltd., Class A | 7500 | 22252 |
|  \* | Hytera Communications Corp. Ltd., Class A | 86945 | 140741 |
|  | IEIT Systems Co. Ltd., Class A | 47584 | 435878 |
|  | Iflytek Co. Ltd., Class A | 66700 | 521569 |
|  | IKD Co. Ltd., Class A | 77400 | 246356 |
|  | Imeik Technology Development Co. Ltd., Class A | 11833 | 266137 |
|  | Industrial & Commercial Bank of China Ltd., Class H | 28097185 | 21769669 |
|  | Industrial Bank Co. Ltd., Class A | 918539 | 2613495 |
|  | Industrial Securities Co. Ltd., Class A | 270848 | 262143 |
|  | INESA Intelligent Tech, Inc., Class A | 38400 | 108128 |
|  | Infore Environment Technology Group Co. Ltd., Class A | 233424 | 225953 |
|  | Ingenic Semiconductor Co. Ltd., Class A | 13600 | 165900 |
|  | Inner Mongolia BaoTou Steel Union Co. Ltd., Class A | 1386020 | 494981 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  CHINA — (Continued) | CHINA — (Continued) |  |  |
|  | Inner Mongolia Berun Chemical Co. Ltd., Class A | 328100 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;311656 |
|  | Inner Mongolia Dian Tou Energy Corp. Ltd., Class A | 260100 | 924069 |
|  | Inner Mongolia ERDOS Resources Co. Ltd., Class A | 113756 | 176932 |
|  | Inner Mongolia Junzheng Energy & Chemical Industry Group Co. Ltd., Class A | 481803 | 350126 |
|  | Inner Mongolia Xingye Silver&Tin Mining Co. Ltd., Class A | 122500 | 525513 |
|  | Inner Mongolia Yili Industrial Group Co. Ltd., Class A | 295000 | 1137299 |
|  \*Ω | Innovent Biologics, Inc. | 485500 | 5446141 |
|  | Intco Medical Technology Co. Ltd., Class A | 33900 | 188407 |
|  | iRay Group, Class A | 8561 | 130670 |
|  \* | IRICO Display Devices Co. Ltd., Class A | 274400 | 226098 |
|  \* | JA Solar Technology Co. Ltd., Class A | 235104 | 465194 |
|  | Jafron Biomedical Co. Ltd., Class A | 51100 | 146412 |
|  | Jason Furniture Hangzhou Co. Ltd., Class A | 50280 | 217742 |
|  | JCET Group Co. Ltd., Class A | 100900 | 567959 |
|  | JCHX Mining Management Co. Ltd., Class A | 43000 | 395214 |
|  \*Ω | JD Health International, Inc. | 829900 | 6478153 |
|  \*Ω | JD Logistics, Inc. | 651900 | 1062729 |
|  | JD.com, Inc. (9618 HK), Class A | 1753521 | 28950589 |
|  | JD.com, Inc. (JD US), ADR | 116630 | 3853455 |
|  | Jiangling Motors Corp. Ltd., Class A | 32100 | 90627 |
|  | Jiangsu Azure Corp., Class A | 51100 | 137993 |

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**CONTINUED** 

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| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  CHINA — (Continued) | CHINA — (Continued) |  |  |
|  | Jiangsu Broadcasting Cable Information Network Corp. Ltd., Class A | 316100 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;162976 |
|  | Jiangsu Changshu Rural Commercial Bank Co. Ltd., Class A | 284806 | 282397 |
|  | Jiangsu Cnano Technology Co. Ltd., Class A | 14744 | 118914 |
|  \* | Jiangsu Eastern Shenghong Co. Ltd., Class A | 213640 | 277766 |
|  | Jiangsu Etern Co. Ltd., Class A | 45100 | 94643 |
|  | Jiangsu Expressway Co. Ltd., Class H | 422000 | 513612 |
|  | Jiangsu Financial Leasing Co. Ltd., Class A | 187300 | 160657 |
|  | Jiangsu Guotai International Group Co. Ltd., Class A | 100300 | 131691 |
|  | Jiangsu Guoxin Corp. Ltd., Class A | 88700 | 102619 |
|  | Jiangsu Haili Wind Power Equipment Technology Co. Ltd., Class A | 8000 | 96110 |
|  | Jiangsu Hengli Hydraulic Co. Ltd., Class A | 48686 | 657565 |
|  | Jiangsu Hengrui Pharmaceuticals Co. Ltd., Class A | 86475 | 779033 |
|  \* | Jiangsu Hoperun Software Co. Ltd., Class A | 22300 | 193102 |
|  | Jiangsu Jiejie Microelectronics Co. Ltd., Class A | 37380 | 151564 |
|  | Jiangsu King's Luck Brewery JSC Ltd., Class A | 67812 | 369964 |
|  | Jiangsu Leili Motor Co. Ltd., Class A | 15800 | 121750 |
|  | Jiangsu Lihua Foods Group Co. Ltd. | 49500 | 145707 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  CHINA — (Continued) | CHINA — (Continued) |  |  |
|  | Jiangsu Nata Opto-electronic Material Co. Ltd., Class A | 32388 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;180009 |
|  | Jiangsu Nhwa Pharmaceutical Co. Ltd., Class A | 65800 | 232924 |
|  | Jiangsu Pacific Quartz Co. Ltd., Class A | 22052 | 127902 |
|  | Jiangsu Phoenix Publishing & Media Corp. Ltd., Class A | 158200 | 224118 |
|  | Jiangsu Provincial Agricultural Reclamation & Development Corp., Class A | 41600 | 54395 |
|  | Jiangsu Shagang Co. Ltd., Class A | 69200 | 56250 |
|  | Jiangsu Shemar Electric Co. Ltd., Class A | 11200 | 61026 |
|  | Jiangsu Xinquan Automotive Trim Co. Ltd., Class A | 27200 | 295687 |
|  | Jiangsu Yanghe Distillery Co. Ltd., Class A | 35090 | 349244 |
|  | Jiangsu Yangnong Chemical Co. Ltd., Class A | 28756 | 262723 |
|  | Jiangsu Yoke Technology Co. Ltd., Class A | 18462 | 200517 |
|  | Jiangsu Yuyue Medical Equipment & Supply Co. Ltd., Class A | 59700 | 302326 |
|  | Jiangsu Zhongtian Technology Co. Ltd., Class A | 159700 | 380285 |
|  | Jiangxi Copper Co. Ltd., Class H | 559000 | 2332394 |
|  | Jiangxi Lianchuang Optoelectronic Science & Technology Co. Ltd., Class A | 12900 | 114155 |
|  \* | Jiangxi Special Electric Motor Co. Ltd., Class A | 63400 | 100825 |

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**CONTINUED** 

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| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  CHINA — (Continued) | CHINA — (Continued) |  |  |
|  | Jiangzhong Pharmaceutical Co. Ltd., Class A | 8300 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24945 |
|  \* | Jianshe Industry Group Yunnan Co. Ltd., Class A | 10800 | 44087 |
|  | Jiayou International Logistics Co. Ltd., Class A | 107996 | 213194 |
|  \* | Jihua Group Corp. Ltd., Class A | 243400 | 123545 |
|  | Jilin Aodong Pharmaceutical Group Co. Ltd., Class A | 84200 | 254196 |
|  | Jilin Electric Power Co. Ltd., Class A | 153400 | 126375 |
|  | Jinduicheng Molybdenum Co. Ltd., Class A | 238600 | 503991 |
|  | Jinneng Holding Shanxi Coal Industry Co. Ltd., Class A | 140700 | 297445 |
|  | JiuGui Liquor Co. Ltd., Class A | 8800 | 78681 |
|  | Jizhong Energy Resources Co. Ltd., Class A | 238300 | 205356 |
|  | Joincare Pharmaceutical Group Industry Co. Ltd., Class A | 131355 | 224550 |
|  | Jointown Pharmaceutical Group Co. Ltd., Class A | 246325 | 176577 |
|  | Jonjee Hi-Tech Industrial & Commercial Holding Co. Ltd., Class A | 50800 | 130126 |
|  | Juneyao Airlines Co. Ltd., Class A | 206240 | 375692 |
|  \* | Jushri Technologies, Inc., Class A | 13100 | 46944 |
|  | Kaishan Group Co. Ltd., Class A | 41500 | 93552 |
|  | Keboda Technology Co. Ltd., Class A | 11400 | 124305 |
|  | Keda Industrial Group Co. Ltd., Class A | 105200 | 193831 |
|  | Kehua Data Co. Ltd., Class A | 32100 | 246661 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  CHINA — (Continued) | CHINA — (Continued) |  |  |
|  | Keli Sensing Technology Ningbo Co. Ltd., Class A | 9900 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;94965 |
|  | KingClean Electric Co. Ltd., Class A | 11700 | 42138 |
|  | Kingfa Sci & Tech Co. Ltd., Class A | 147900 | 420519 |
|  | Kingnet Network Co. Ltd., Class A | 134600 | 450554 |
|  | Kingsemi Co. Ltd., Class A | 4797 | 80903 |
|  | Konfoong Materials International Co. Ltd., Class A | 12000 | 158528 |
|  Ω | Kuaishou Technology | 2338900 | 21715129 |
|  | Kuang-Chi Technologies Co. Ltd., Class A | 44100 | 282443 |
|  | Kunlun Energy Co. Ltd. | 592000 | 544158 |
|  \* | Kunlun Tech Co. Ltd., Class A | 28500 | 184673 |
|  | Kunshan Huguang Auto Harness Co. Ltd., Class A | 10200 | 45842 |
|  | Kunshan Kinglai Hygienic Materials Co. Ltd., Class A | 15200 | 130961 |
|  | Kweichow Moutai Co. Ltd., Class A | 48093 | 9673842 |
|  \* | Kyland Technology Co. Ltd., Class A | 6500 | 22177 |
|  | Lakala Payment Co. Ltd., Class A | 36800 | 124472 |
|  | Lao Feng Xiang Co. Ltd., Class A | 27700 | 187712 |
|  | LB Group Co. Ltd., Class A | 145900 | 377767 |
|  | Leader Harmonious Drive Systems Co. Ltd., Class A | 3212 | 73669 |
|  | Lenovo Group Ltd. | 9715278 | 14173116 |
|  | Lens Technology Co. Ltd., Class A | 221900 | 917245 |
|  | Leo Group Co. Ltd., Class A | 305600 | 229110 |
|  | Lepu Medical Technology Beijing Co. Ltd., Class A | 54531 | 138930 |
|  | Levima Advanced Materials Corp., Class A | 30000 | 84351 |

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##### [**Table of Contents**](#toc)
**THE EMERGING MARKETS SERIES** 

**CONTINUED** 

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| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  CHINA — (Continued) | CHINA — (Continued) |  |  |
|  | Leyard Optoelectronic Co. Ltd., Class A | 143200 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;138416 |
|  \* | Li Auto, Inc. (2015 HK), Class A | 694200 | 7203762 |
|  #\* | Li Auto, Inc. (LI US), ADR | 105301 | 2195526 |
|  | Liaoning Cheng Da Co. Ltd., Class A | 71400 | 127989 |
|  | Lingyi iTech Guangdong Co., Class A | 280018 | 614935 |
|  | Lizhong Sitong Light Alloys Group Co. Ltd., Class A | 31277 | 107465 |
|  | Loncin Motor Co. Ltd., Class A | 111200 | 212881 |
|  #Ω | Longfor Group Holdings Ltd. | 189473 | 234043 |
|  \* | LONGi Green Energy Technology Co. Ltd., Class A | 180388 | 535122 |
|  | Longshine Technology Group Co. Ltd., Class A | 57600 | 144811 |
|  | Luenmei Quantum Co. Ltd., Class A | 87700 | 108551 |
|  | Luoyang Xinqianglian Slewing Bearing Co. Ltd., Class A | 16800 | 124708 |
|  | Luxi Chemical Group Co. Ltd., Class A | 151900 | 287838 |
|  | Luxshare Precision Industry Co. Ltd., Class A | 277124 | 2455170 |
|  | Luzhou Laojiao Co. Ltd., Class A | 83029 | 1569737 |
|  | Mango Excellent Media Co. Ltd., Class A | 120592 | 499497 |
|  | Maxscend Microelectronics Co. Ltd., Class A | 12000 | 125919 |
|  | Meihua Holdings Group Co. Ltd., Class A | 226400 | 355449 |
|  | Meinian Onehealth Healthcare Holdings Co. Ltd., Class A | 227757 | 180086 |
|  \*Ω | Meituan, Class B | 3822241 | 50311199 |
|  | Metallurgical Corp. of China Ltd., Class H | 221000 | 67344 |
|  | Micro-Tech Nanjing Co. Ltd., Class A | 8800 | 102462 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  CHINA — (Continued) | CHINA — (Continued) |  |  |
|  | Midea Group Co. Ltd., Class A | 274401 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2947586 |
|  | Ming Yang Smart Energy Group Ltd., Class A | 79304 | 168805 |
|  | Minmetals Capital Co. Ltd., Class A | 164400 | 136863 |
|  | Mloptic Corp., Class A | 356 | 18362 |
|  | Montage Technology Co. Ltd., Class A | 11001 | 210857 |
|  | Muyuan Foods Co. Ltd., Class A | 288057 | 2038582 |
|  | Nanjing Hanrui Cobalt Co. Ltd., Class A | 16400 | 114485 |
|  | Nanjing Iron & Steel Co. Ltd., Class A | 670400 | 494859 |
|  | Nanjing King-Friend Biochemical Pharmaceutical Co. Ltd., Class A | 78546 | 110927 |
|  | Nanjing Securities Co. Ltd., Class A | 124700 | 148496 |
|  \* | Nanjing Tanker Corp., Class A | 382500 | 175688 |
|  | Nantong Jianghai Capacitor Co. Ltd., Class A | 51600 | 207120 |
|  | NARI Technology Co. Ltd., Class A | 372342 | 1268695 |
|  \* | National Silicon Industry Group Co. Ltd., Class A | 91819 | 295094 |
|  | NAURA Technology Group Co. Ltd., Class A | 20250 | 1158594 |
|  \* | NavInfo Co. Ltd., Class A | 96350 | 121870 |
|  | NBTM New Materials Group Co. Ltd., Class A | 23900 | 101043 |
|  | NetEase, Inc. (9999 HK) | 679900 | 19078485 |
|  | NetEase, Inc. (NTES US), ADR | 140409 | 19671301 |
|  | Neusoft Corp., Class A | 37000 | 54729 |
|  | New China Life Insurance Co. Ltd., Class H | 987000 | 6237452 |
|  | New Hope Dairy Co. Ltd., Class A | 36500 | 89274 |
|  | New Hope Liuhe Co. Ltd., Class A | 235166 | 321672 |

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**CONTINUED** 

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| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  CHINA — (Continued) | CHINA — (Continued) |  |  |
|  | Neway Valve Suzhou Co. Ltd., Class A | 50800 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;374889 |
|  | Newland Digital Technology Co. Ltd., Class A | 58300 | 225785 |
|  \* | Ninestar Corp., Class A | 33051 | 100779 |
|  | Ningbo Boway Alloy Material Co. Ltd., Class A | 54200 | 166563 |
|  | Ningbo Huaxiang Electronic Co. Ltd., Class A | 55100 | 256898 |
|  \* | Ningbo Jifeng Auto Parts Co. Ltd., Class A | 61400 | 119895 |
|  | Ningbo Jintian Copper Group Co. Ltd., Class A | 91700 | 149113 |
|  | Ningbo Joyson Electronic Corp., Class A | 86200 | 386437 |
|  | Ningbo Orient Wires & Cables Co. Ltd., Class A | 34742 | 306113 |
|  | Ningbo Ronbay New Energy Technology Co. Ltd., Class A | 33961 | 133298 |
|  | Ningbo Sanxing Medical Electric Co. Ltd., Class A | 108100 | 340444 |
|  \* | Ningbo Shanshan Co. Ltd., Class A | 45200 | 87351 |
|  | Ningbo Tuopu Group Co. Ltd., Class A | 63289 | 660235 |
|  | Ningbo Yunsheng Co. Ltd., Class A | 28400 | 56964 |
|  | Ningbo Zhoushan Port Co. Ltd., Class A | 224800 | 118712 |
|  | Ningxia Baofeng Energy Group Co. Ltd., Class A | 355500 | 921920 |
|  \* | NIO, Inc., Class A | 988070 | 7144264 |
|  Ω | Nongfu Spring Co. Ltd., Class H | 1630200 | 10836834 |
|  | North Copper Co. Ltd., Class A | 117000 | 258616 |
|  \* | North Industries Group Red Arrow Co. Ltd., Class A | 58100 | 150099 |
|  | Northeast Securities Co. Ltd., Class A | 137400 | 175466 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  CHINA — (Continued) | CHINA — (Continued) |  |  |
|  | Northking Information Technology Co. Ltd., Class A | 38500 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;115388 |
|  | Novoray Corp., Class A | 3799 | 33967 |
|  \* | Offcn Education Technology Co. Ltd., Class A | 200012 | 76480 |
|  | Offshore Oil Engineering Co. Ltd., Class A | 334000 | 255763 |
|  \* | OFILM Group Co. Ltd., Class A | 182900 | 317318 |
|  | Olympic Circuit Technology Co. Ltd., Class A | 27100 | 158558 |
|  | OmniVision Integrated Circuits Group, Inc. | 12821 | 235562 |
|  | Oppein Home Group, Inc., Class A | 32295 | 242901 |
|  | Opple Lighting Co. Ltd., Class A | 20900 | 51108 |
|  | OPT Machine Vision Tech Co. Ltd., Class A | 2328 | 41668 |
|  | ORG Technology Co. Ltd., Class A | 165500 | 140049 |
|  | Orient Overseas International Ltd. | 8500 | 147100 |
|  Ω | Orient Securities Co. Ltd., Class H | 837600 | 780461 |
|  \* | Oriental Energy Co. Ltd., Class A | 95800 | 110762 |
|  | Oriental Pearl Group Co. Ltd., Class A | 141200 | 192762 |
|  \* | Ourpalm Co. Ltd., Class A | 109500 | 80043 |
|  | Ovctek China, Inc., Class A | 45226 | 105943 |
|  \* | Pacific Securities Co. Ltd., Class A | 266700 | 168705 |
|  | Pacific Shuanglin Bio-pharmacy Co. Ltd., Class A | 55850 | 123655 |
|  \* | Pangang Group Vanadium Titanium & Resources Co. Ltd., Class A | 399800 | 169818 |
|  \* | PCI Technology Group Co. Ltd., Class A | 119900 | 115706 |
|  \* | PDD Holdings, Inc., ADR | 442223 | 59642616 |

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**CONTINUED** 

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| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  CHINA — (Continued) | CHINA — (Continued) |  |  |
|  | People.cn Co. Ltd., Class A | 44600 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;126637 |
|  | People's Insurance Co. Group of China Ltd., Class H | 7862000 | 7060938 |
|  | Perfect World Co. Ltd., Class A | 64785 | 156063 |
|  | PetroChina Co. Ltd., Class H | 18814000 | 19448374 |
|  | PICC Property & Casualty Co. Ltd., Class H | 5431198 | 12831334 |
|  | Ping An Bank Co. Ltd., Class A | 587500 | 934877 |
|  # | Ping An Insurance Group Co. of China Ltd., Class H | 4781000 | 34539529 |
|  | Pingdingshan Tianan Coal Mining Co. Ltd., Class A | 208000 | 248534 |
|  | POCO Holding Co. Ltd., Class A | 11000 | 120871 |
|  \* | Polaris Bay Group Co. Ltd., Class A | 134300 | 138967 |
|  | Poly Developments & Holdings Group Co. Ltd., Class A | 369500 | 380637 |
|  Ω | Pop Mart International Group Ltd. | 446600 | 12703592 |
|  Ω | Postal Savings Bank of China Co. Ltd., Class H | 6061000 | 4270643 |
|  | Power Construction Corp. of China Ltd., Class A | 720611 | 571260 |
|  \* | Qi An Xin Technology Group, Inc., Class A | 32698 | 179449 |
|  | Qingdao East Steel Tower Stock Co. Ltd., Class A | 60900 | 151148 |
|  | Qingdao Gon Technology Co. Ltd., Class A | 14400 | 103790 |
|  | Qingdao Hanhe Cable Co. Ltd., Class A | 107300 | 56567 |
|  | Qingdao Huicheng Environmental Technology Group Co. Ltd., Class A | 3500 | 75836 |
|  | Qingdao Rural Commercial Bank Corp., Class A | 379429 | 171780 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  CHINA — (Continued) | CHINA — (Continued) |  |  |
|  | Qingdao Sentury Tire Co. Ltd., Class A | 83400 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;227858 |
|  | Qingdao TGOOD Electric Co. Ltd., Class A | 54800 | 223589 |
|  \* | Qinghai Salt Lake Industry Co. Ltd., Class A | 201400 | 701588 |
|  \* | QuantumCTek Co. Ltd., Class A | 1989 | 162074 |
|  | Quectel Wireless Solutions Co. Ltd., Class A | 15100 | 201040 |
|  | Range Intelligent Computing Technology Group Co. Ltd., Class A | 25200 | 178859 |
|  | Raytron Technology Co. Ltd., Class A | 21575 | 251936 |
|  | Red Avenue New Materials Group Co. Ltd., Class A | 23300 | 135054 |
|  \* | Rising Nonferrous Metals Share Co. Ltd., Class A | 12800 | 98880 |
|  | Riyue Heavy Industry Co. Ltd., Class A | 51800 | 105851 |
|  | RoboTechnik Intelligent Technology Co. Ltd., Class A | 4300 | 135241 |
|  | Rockchip Electronics Co. Ltd., Class A | 7100 | 181132 |
|  \* | RongFa Nuclear Equipment Co. Ltd., Class A | 75000 | 83322 |
|  | Rongsheng Petrochemical Co. Ltd., Class A | 521394 | 746889 |
|  \* | Roshow Technology Co. Ltd., Class A | 107382 | 133974 |
|  \* | Sai Micro Electronics, Inc., Class A | 29700 | 102207 |
|  | SAIC Motor Corp. Ltd., Class A | 214845 | 502671 |
|  | Sailun Group Co. Ltd., Class A | 260200 | 561309 |
|  | Sanan Optoelectronics Co. Ltd., Class A | 211300 | 412319 |
|  | Sangfor Technologies, Inc., Class A | 13200 | 243219 |
|  | Sansure Biotech, Inc., Class A | 17500 | 54204 |

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| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  CHINA — (Continued) | CHINA — (Continued) |  |  |
|  \* | Sanwei Holding Group Co. Ltd., Class A | 18900 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30792 |
|  | Sany Heavy Industry Co. Ltd., Class A | 286434 | 891349 |
|  | Satellite Chemical Co. Ltd., Class A | 321761 | 810370 |
|  | SDIC Capital Co. Ltd., Class A | 190204 | 209673 |
|  | SDIC Power Holdings Co. Ltd., Class A | 285800 | 576665 |
|  | Sealand Securities Co. Ltd., Class A | 313590 | 201439 |
|  \* | Seazen Holdings Co. Ltd., Class A | 86400 | 172489 |
|  | Seres Group Co. Ltd., Class A | 57600 | 1257861 |
|  | SF Holding Co. Ltd., Class A | 294361 | 1668632 |
|  | SG Micro Corp., Class A | 10569 | 109405 |
|  | Shaanxi Beiyuan Chemical Industry Group Co. Ltd., Class A | 175500 | 97203 |
|  | Shaanxi Coal Industry Co. Ltd., Class A | 567700 | 1811475 |
|  | Shaanxi Construction Engineering Group Corp. Ltd., Class A | 261800 | 139441 |
|  | Shan Xi Hua Yang Group New Energy Co. Ltd., Class A | 239450 | 269328 |
|  | Shandong Buchang Pharmaceuticals Co. Ltd., Class A | 60500 | 147418 |
|  Ω | Shandong Gold Mining Co. Ltd., Class H | 617750 | 2589683 |
|  | Shandong Himile Mechanical Science & Technology Co. Ltd., Class A | 77800 | 731953 |
|  | Shandong Hi-speed Co. Ltd., Class A | 86500 | 113450 |
|  | Shandong Hualu Hengsheng Chemical Co. Ltd., Class A | 139650 | 503844 |
|  | Shandong Humon Smelting Co. Ltd., Class A | 71200 | 132143 |
|  | Shandong Linglong Tyre Co. Ltd., Class A | 105800 | 228812 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  CHINA — (Continued) | CHINA — (Continued) |  |  |
|  | Shandong Nanshan Aluminum Co. Ltd., Class A | 855210 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;554078 |
|  | Shandong Pharmaceutical Glass Co. Ltd., Class A | 53700 | 157841 |
|  | Shandong Publishing & Media Co. Ltd., Class A | 95200 | 111854 |
|  | Shandong Sun Paper Industry JSC Ltd., Class A | 265450 | 530669 |
|  | Shandong Weifang Rainbow Chemical Co. Ltd., Class A | 14600 | 151971 |
|  \* | Shanghai Aiko Solar Energy Co. Ltd., Class A | 35700 | 79224 |
|  | Shanghai Allist Pharmaceuticals Co. Ltd., Class A | 17252 | 260805 |
|  | Shanghai AtHub Co. Ltd., Class A | 36400 | 170129 |
|  | Shanghai Bailian Group Co. Ltd., Class A | 116800 | 148271 |
|  | Shanghai Bairun Investment Holding Group Co. Ltd., Class A | 47236 | 167206 |
|  | Shanghai Baosight Software Co. Ltd., Class A | 69618 | 225068 |
|  | Shanghai Belling Co. Ltd., Class A | 18000 | 86523 |
|  | Shanghai BOCHU Electronic Technology Corp. Ltd., Class A | 8269 | 159141 |
|  | Shanghai Chinafortune Co. Ltd., Class A | 51500 | 120894 |
|  | Shanghai Construction Group Co. Ltd., Class A | 635276 | 251771 |
|  \* | Shanghai DZH Ltd., Class A | 46200 | 94292 |
|  \* | Shanghai Electric Group Co. Ltd., Class H | 2092000 | 1219809 |

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**CONTINUED** 

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| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |  |
|  | Shanghai Electric Power Co. Ltd., Class A | 150900 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;629734 |
|  \* | Shanghai Feilo Acoustics Co. Ltd., Class A | 58000 | 66629 |
|  | Shanghai Fosun Pharmaceutical Group Co. Ltd., Class H | 17500 | 53604 |
|  | Shanghai Huace Navigation Technology Ltd., Class A | 25060 | 112966 |
|  | Shanghai Huafon Aluminium Corp., Class A | 69300 | 171160 |
|  | Shanghai Huayi Group Co. Ltd., Class A | 131700 | 147208 |
|  | Shanghai International Airport Co. Ltd., Class A | 36900 | 167477 |
|  | Shanghai Jahwa United Co. Ltd., Class A | 32500 | 114569 |
|  | Shanghai Jinjiang International Hotels Co. Ltd., Class A | 62900 | 199018 |
|  | Shanghai Lingang Holdings Corp. Ltd., Class A | 138760 | 220350 |
|  | Shanghai Lujiazui Finance & Trade Zone Development Co. Ltd., Class A | 61520 | 74020 |
|  | Shanghai M&G Stationery, Inc., Class A | 37669 | 148233 |
|  | Shanghai Mechanical & Electrical Industry Co. Ltd., Class A | 39900 | 152024 |
|  | Shanghai MicroPort Endovascular MedTech Group Co. Ltd., Class A | 3162 | 45265 |
|  | Shanghai Moons' Electric Co. Ltd., Class A | 10400 | 107292 |
|  | Shanghai Pret Composites Co. Ltd., Class A | 35800 | 67725 |

---

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| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |  |
|  | Shanghai Pudong Development Bank Co. Ltd., Class A | 882471 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1426770 |
|  | Shanghai Putailai New Energy Technology Co. Ltd., Class A | 77056 | 316606 |
|  | Shanghai RAAS Blood Products Co. Ltd., Class A | 225100 | 213325 |
|  | Shanghai Rural Commercial Bank Co. Ltd., Class A | 331200 | 397211 |
|  | Shanghai Shyndec Pharmaceutical Co. Ltd., Class A | 95100 | 139269 |
|  | Shanghai Sinyang Semiconductor Materials Co. Ltd., Class A | 12800 | 102335 |
|  \* | Shanghai Stonehill Technology Co. Ltd., Class A | 290400 | 323590 |
|  | Shanghai Tunnel Engineering Co. Ltd., Class A | 221400 | 205490 |
|  | Shanghai Vital Microtech Co. Ltd. | 48700 | 127147 |
|  | Shanghai Waigaoqiao Free Trade Zone Group Co. Ltd., Class A | 52400 | 80557 |
|  | Shanghai Yuyuan Tourist Mart Group Co. Ltd., Class A | 201419 | 157409 |
|  | Shanghai Zhangjiang High-Tech Park Development Co. Ltd., Class A | 98800 | 619047 |
|  | Shanghai Zhenhua Heavy Industries Co. Ltd., Class A | 186000 | 123678 |
|  | Shanghai Zhonggu Logistics Co. Ltd., Class A | 153299 | 238353 |
|  | Shanjin International Gold Co. Ltd., Class A | 195817 | 598553 |
|  | Shannon Semiconductor Technology Co. Ltd., Class A | 17600 | 327404 |

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**CONTINUED** 

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| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
|  | Shantui Construction Machinery Co. Ltd., Class A | 94700 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;154058 |
|  | Shanxi Coal International Energy Group Co. Ltd., Class A | 158900 | 246601 |
|  | Shanxi Coking Coal Energy Group Co. Ltd., Class A | 387630 | 398931 |
|  | Shanxi Lu'an Environmental Energy Development Co. Ltd., Class A | 244230 | 508073 |
|  \* | Shanxi Meijin Energy Co. Ltd., Class A | 259717 | 191317 |
|  | Shanxi Securities Co. Ltd., Class A | 165980 | 149381 |
|  \* | Shanxi Taigang Stainless Steel Co. Ltd., Class A | 285800 | 169142 |
|  | Shanxi Xinghuacun Fen Wine Factory Co. Ltd., Class A | 50207 | 1345210 |
|  | Sharetronic Data Technology Co. Ltd., Class A | 14380 | 327942 |
|  | Shede Spirits Co. Ltd., Class A | 14200 | 123881 |
|  | Shenghe Resources Holding Co. Ltd., Class A | 72700 | 237430 |
|  | Shengyi Electronics Co. Ltd., Class A | 8718 | 133148 |
|  | Shengyi Technology Co. Ltd., Class A | 59100 | 532874 |
|  | Shennan Circuits Co. Ltd., Class A | 20906 | 629336 |
|  Ω | Shenwan Hongyuan Group Co. Ltd., Class H | 1400000 | 616007 |
|  | Shenyang Xingqi Pharmaceutical Co. Ltd., Class A | 11200 | 126163 |
|  | Shenzhen Agricultural Power Group Co. Ltd., Class A | 84600 | 101621 |
|  | Shenzhen Airport Co. Ltd., Class A | 135900 | 137981 |
|  | Shenzhen Aisidi Co. Ltd., Class A | 83700 | 145926 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
|  | Shenzhen Capchem Technology Co. Ltd., Class A | 34840 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;259978 |
|  \* | Shenzhen Clou Electronics Co. Ltd., Class A | 25800 | 31733 |
|  | Shenzhen Energy Group Co. Ltd., Class A | 233319 | 230589 |
|  | Shenzhen Envicool Technology Co. Ltd., Class A | 39455 | 388764 |
|  | Shenzhen Everwin Precision Technology Co. Ltd., Class A | 77700 | 415190 |
|  | Shenzhen Fastprint Circuit Tech Co. Ltd., Class A | 67500 | 202695 |
|  | Shenzhen Forms Syntron Information Co. Ltd. | 11100 | 58903 |
|  | Shenzhen Fortune Trend Technology Co. Ltd., Class A | 6322 | 127586 |
|  | Shenzhen FRD Science & Technology Co. Ltd., Class A | 18800 | 83116 |
|  | Shenzhen Gas Corp. Ltd., Class A | 153700 | 145185 |
|  | Shenzhen Goodix Technology Co. Ltd., Class A | 16200 | 187235 |
|  | Shenzhen H&T Intelligent Control Co. Ltd., Class A | 41200 | 297556 |
|  | Shenzhen Honor Electronic Co. Ltd., Class A | 3800 | 103949 |
|  | Shenzhen Hopewind Electric Co. Ltd., Class A | 16900 | 71677 |
|  | Shenzhen Huaqiang Industry Co. Ltd., Class A | 41400 | 161696 |
|  \* | Shenzhen Infogem Technologies Co. Ltd., Class A | 4900 | 32663 |
|  | Shenzhen Inovance Technology Co. Ltd., Class A | 40500 | 438196 |

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##### [**Table of Contents**](#toc)
**THE EMERGING MARKETS SERIES** 

**CONTINUED** 

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| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
|  | Shenzhen Kaifa Technology Co. Ltd., Class A | 95900 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;368109 |
|  | Shenzhen Kangtai Biological Products Co. Ltd., Class A | 54140 | 130924 |
|  | Shenzhen Kedali Industry Co. Ltd., Class A | 16766 | 424620 |
|  \* | Shenzhen Kingdom Sci-Tech Co. Ltd., Class A | 32900 | 77861 |
|  | Shenzhen Kinwong Electronic Co. Ltd., Class A | 84364 | 860152 |
|  | Shenzhen Kstar Science & Technology Co. Ltd., Class A | 34000 | 205715 |
|  | Shenzhen Megmeet Electrical Co. Ltd., Class A | 23400 | 250214 |
|  | Shenzhen Mindray Bio-Medical Electronics Co. Ltd., Class A | 44873 | 1356652 |
|  | Shenzhen MTC Co. Ltd., Class A | 377400 | 326315 |
|  | Shenzhen New Industries Biomedical Engineering Co. Ltd., Class A | 35600 | 305313 |
|  \* | Shenzhen Overseas Chinese Town Co. Ltd., Class A | 313180 | 104865 |
|  | Shenzhen Salubris Pharmaceuticals Co. Ltd., Class A | 35500 | 297475 |
|  | Shenzhen SC New Energy Technology Corp., Class A | 21859 | 290244 |
|  | Shenzhen SED Industry Co. Ltd., Class A | 62800 | 183041 |
|  | Shenzhen Senior Technology Material Co. Ltd., Class A | 93752 | 187640 |
|  | Shenzhen Sunlord Electronics Co. Ltd., Class A | 53300 | 286290 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
|  | Shenzhen Sunway Communication Co. Ltd., Class A | 68700 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;345159 |
|  | Shenzhen Topband Co. Ltd., Class A | 64000 | 124082 |
|  | Shenzhen Transsion Holdings Co. Ltd., Class A | 38786 | 415767 |
|  | Shenzhen Woer Heat-Shrinkable Material Co. Ltd., Class A | 65400 | 254176 |
|  | Shenzhen Yan Tian Port Holding Co. Ltd., Class A | 99600 | 63840 |
|  | Shenzhen Yinghe Technology Co. Ltd., Class A | 41400 | 174243 |
|  \* | Shenzhen Ysstech Info-tech Co. Ltd., Class A | 18900 | 54018 |
|  | Shenzhen YUTO Packaging Technology Co. Ltd., Class A | 65371 | 250851 |
|  | Shenzhen Zhaowei Machinery & Electronic Co. Ltd., Class A | 6200 | 103295 |
|  | Shenzhen Zhongjin Lingnan Nonfemet Co. Ltd., Class A | 304014 | 235666 |
|  | Shenzhou International Group Holdings Ltd. | 760800 | 6567080 |
|  \* | Shijiazhuang Changshan BeiMing Technology Co. Ltd., Class A | 55600 | 180352 |
|  | Shijiazhuang Yiling Pharmaceutical Co. Ltd., Class A | 74056 | 186198 |
|  \* | Siasun Robot & Automation Co. Ltd., Class A | 53400 | 138436 |
|  | Sichuan Changhong Electric Co. Ltd., Class A | 222305 | 318579 |
|  | Sichuan Chuantou Energy Co. Ltd., Class A | 183800 | 380360 |

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**CONTINUED** 

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| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
|  | Sichuan Development Lomon Co. Ltd., Class A | 85000 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;133412 |
|  | Sichuan EM Technology Co. Ltd., Class A | 33500 | 93862 |
|  | Sichuan Hebang Biotechnology Co. Ltd., Class A | 489200 | 149852 |
|  \* | Sichuan Hexie Shuangma Co. Ltd., Class A | 45400 | 129812 |
|  \* | Sichuan Hongda Co. Ltd., Class A | 94200 | 144674 |
|  | Sichuan Jiuzhou Electric Co. Ltd., Class A | 31800 | 68490 |
|  | Sichuan Kelun Pharmaceutical Co. Ltd., Class A | 122701 | 603512 |
|  \* | Sichuan Kelun-Biotech Biopharmaceutical Co. Ltd., Class H | 16500 | 948515 |
|  | Sichuan New Energy Power Co. Ltd., Class A | 100400 | 173548 |
|  | Sichuan Road & Bridge Group Co. Ltd., Class A | 429140 | 571931 |
|  | Sichuan Swellfun Co. Ltd., Class A | 29400 | 174793 |
|  | Sichuan Teway Food Group Co. Ltd., Class A | 41600 | 69798 |
|  | Sichuan Yahua Industrial Group Co. Ltd., Class A | 60500 | 172841 |
|  | Sineng Electric Co. Ltd., Class A | 19200 | 86935 |
|  | Sino Biopharmaceutical Ltd. | 10899500 | 9928701 |
|  | Sinofibers Technology Co. Ltd., Class A | 23500 | 106330 |
|  | Sinolink Securities Co. Ltd., Class A | 150200 | 208553 |
|  | Sinoma International Engineering Co., Class A | 221900 | 297103 |
|  | Sinoma Science & Technology Co. Ltd., Class A | 89494 | 435851 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
|  \* | Sinomach Heavy Equipment Group Co. Ltd., Class A | 123200 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;61305 |
|  | Sinomach Precision Industry Group Co. Ltd., Class A | 4700 | 18920 |
|  | Sinomine Resource Group Co. Ltd., Class A | 26700 | 211307 |
|  | Sinosoft Co. Ltd., Class A | 38392 | 114525 |
|  | Sinotruk Jinan Truck Co. Ltd., Class A | 80400 | 205133 |
|  | Skshu Paint Co. Ltd., Class A | 31289 | 193987 |
|  | Skyworth Digital Co. Ltd., Class A | 38300 | 73186 |
|  #Ω | Smoore International Holdings Ltd. | 996000 | 1677389 |
|  | Songcheng Performance Development Co. Ltd., Class A | 162900 | 183946 |
|  | Sonoscape Medical Corp., Class A | 16100 | 64913 |
|  | SooChow Securities Co. Ltd., Class A | 145050 | 195652 |
|  | Southwest Securities Co. Ltd., Class A | 320536 | 213537 |
|  | SPIC Industry-Finance Holdings Co. Ltd., Class A | 162300 | 150623 |
|  | Spring Airlines Co. Ltd., Class A | 52800 | 397723 |
|  | Star Lake Bioscience Co., Inc. Zhaoqing Guangdong, Class A | 51700 | 52226 |
|  | StarPower Semiconductor Ltd., Class A | 7860 | 115657 |
|  | State Grid Information & Communication Co. Ltd., Class A | 70300 | 182155 |
|  | State Grid Yingda Co. Ltd., Class A | 186600 | 169274 |
|  | STO Express Co. Ltd., Class A | 117700 | 256195 |
|  | Sumec Corp. Ltd., Class A | 38900 | 61840 |
|  | Sungrow Power Supply Co. Ltd., Class A | 77820 | 2076278 |

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**CONTINUED** 

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| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
|  | Sunny Optical Technology Group Co. Ltd. | 634000 | $6126784 |
|  | Sunresin New Materials Co. Ltd., Class A | 22400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;174873 |
|  | Sunshine Guojian Pharmaceutical Shanghai Co. Ltd., Class A | 5234 | 53675 |
|  | Suntak Technology Co. Ltd., Class A | 65500 | 131127 |
|  | Sunward Intelligent Equipment Co. Ltd., Class A | 29500 | 54934 |
|  | Sunwoda Electronic Co. Ltd., Class A | 77500 | 390669 |
|  | SUPCON Technology Co. Ltd., Class A | 18947 | 139340 |
|  | Suzhou Dongshan Precision Manufacturing Co. Ltd., Class A | 157000 | 1511358 |
|  | Suzhou Maxwell Technologies Co. Ltd., Class A | 16161 | 239093 |
|  | Suzhou TFC Optical Communication Co. Ltd., Class A | 31360 | 691586 |
|  | Suzhou Veichi Electric Co. Ltd., Class A | 6333 | 76696 |
|  \* | Suzhou Zelgen Biopharmaceutical Co. Ltd., Class A | 6324 | 92363 |
|  | Taiji Computer Corp. Ltd., Class A | 29200 | 110303 |
|  \* | Talkweb Information System Co. Ltd., Class A | 26200 | 126332 |
|  | TangShan Port Group Co. Ltd., Class A | 531500 | 296775 |
|  | Tasly Pharmaceutical Group Co. Ltd., Class A | 89600 | 194584 |
|  | TBEA Co. Ltd., Class A | 291720 | 803064 |
|  | TCL Technology Group Corp., Class A | 940598 | 570308 |
|  | TCL Zhonghuan Renewable Energy Technology Co. Ltd., Class A | 148025 | 196870 |
|  | Tencent Holdings Ltd. | 3173900 | 257808590 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
|  | Tencent Music Entertainment Group, ADR | 557494 | $12443266 |
|  | Thunder Software Technology Co. Ltd., Class A | 10200 | 98585 |
|  | Tian Di Science & Technology Co. Ltd., Class A | 439220 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;369088 |
|  \* | Tianfeng Securities Co. Ltd., Class A | 301300 | 221936 |
|  \* | Tianjin 712 Communication & Broadcasting Co. Ltd., Class A | 27855 | 78682 |
|  | Tianjin Pharmaceutical Da Re Tang Group Corp. Ltd., Class A | 26400 | 167570 |
|  | Tianjin Port Co. Ltd., Class A | 173804 | 117490 |
|  \* | Tianma Microelectronics Co. Ltd., Class A | 79055 | 107963 |
|  | Tianneng Battery Group Co. Ltd., Class A | 23919 | 113976 |
|  | Tianshan Aluminum Group Co. Ltd., Class A | 396700 | 745014 |
|  \* | TianShan Material Co. Ltd., Class A | 100900 | 85420 |
|  | Tianshui Huatian Technology Co. Ltd., Class A | 110800 | 188006 |
|  | Tibet Cheezheng Tibetan Medicine Co. Ltd., Class A | 19500 | 70136 |
|  | Tibet Huayu Mining Co. Ltd., Class A | 44300 | 185447 |
|  | Tibet Rhodiola Pharmaceutical Holding Co., Class A | 20910 | 136482 |
|  | Tinergy Chemical Co. Ltd., Class A | 163735 | 128436 |
|  | Titan Wind Energy Suzhou Co. Ltd., Class A | 66900 | 72034 |
|  | TongFu Microelectronics Co. Ltd., Class A | 125800 | 751911 |

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##### [**Table of Contents**](#toc)
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**CONTINUED** 

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| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
|  | Tonghua Dongbao Pharmaceutical Co. Ltd., Class A | 111500 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;141400 |
|  \* | Tonghua Golden-Horse Pharmaceutical Industry Co. Ltd., Class A | 20200 | 73619 |
|  | Tongkun Group Co. Ltd., Class A | 147609 | 295085 |
|  | Tongling Jingda Special Magnet Wire Co. Ltd., Class A | 105000 | 160225 |
|  | Tongling Nonferrous Metals Group Co. Ltd., Class A | 1010500 | 750745 |
|  \* | Tongwei Co. Ltd., Class A | 200600 | 698542 |
|  | Topchoice Medical Corp., Class A | 22410 | 136871 |
|  | Transfar Zhilian Co. Ltd., Class A | 165100 | 144913 |
|  \* | Trina Solar Co. Ltd., Class A | 93219 | 266801 |
|  | Trip.com Group Ltd. (9961 HK) | 99700 | 7016030 |
|  | Trip.com Group Ltd. (TCOM US), ADR | 293024 | 20702146 |
|  \* | TRS Information Technology Corp. Ltd., Class A | 31500 | 91167 |
|  \* | Tsinghua Tongfang Co. Ltd., Class A | 144100 | 176741 |
|  | Tsingtao Brewery Co. Ltd., Class H | 210000 | 1419291 |
|  | Unigroup Guoxin Microelectronics Co. Ltd., Class A | 21199 | 243516 |
|  | Unisplendour Corp. Ltd., Class A | 112760 | 429355 |
|  | Universal Scientific Industrial Shanghai Co. Ltd., Class A | 110389 | 373614 |
|  \* | Venustech Group, Inc., Class A | 29500 | 64985 |
|  \* | Verisilicon Microelectronics Shanghai Co. Ltd., Class A | 5590 | 125135 |
|  | Victory Giant Technology Huizhou Co. Ltd., Class A | 59100 | 2431044 |
|  | Vipshop Holdings Ltd., ADR | 46550 | 814159 |

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| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
|  \* | Visionox Technology, Inc., Class A | 32500 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;38730 |
|  | Visual China Group Co. Ltd., Class A | 24800 | 75423 |
|  | Walvax Biotechnology Co. Ltd., Class A | 91600 | 157470 |
|  \* | Wanda Film Holding Co. Ltd., Class A | 94900 | 147475 |
|  | Wangsu Science & Technology Co. Ltd., Class A | 151900 | 247146 |
|  | Wanhua Chemical Group Co. Ltd., Class A | 185000 | 1628393 |
|  | Want Want China Holdings Ltd. | 40000 | 25849 |
|  | Wanxiang Qianchao Co. Ltd., Class A | 217200 | 383552 |
|  | Wasu Media Holding Co. Ltd., Class A | 99500 | 110361 |
|  | Weichai Power Co. Ltd., Class H | 2380800 | 4919443 |
|  | Weifu High-Technology Group Co. Ltd., Class A | 48000 | 144836 |
|  | Weihai Guangwei Composites Co. Ltd., Class A | 43726 | 176927 |
|  | Wens Foodstuff Group Co. Ltd., Class A | 340660 | 869554 |
|  | Western Mining Co. Ltd., Class A | 168200 | 567331 |
|  | Western Region Gold Co. Ltd., Class A | 35800 | 137985 |
|  | Western Securities Co. Ltd., Class A | 238600 | 288169 |
|  | Western Superconducting Technologies Co. Ltd., Class A | 29292 | 321903 |
|  # | Wharf Holdings Ltd. | 246000 | 647191 |
|  | Willfar Information Technology Co. Ltd., Class A | 25730 | 133473 |
|  \* | Wingtech Technology Co. Ltd., Class A | 32548 | 205703 |
|  | Winner Medical Co. Ltd., Class A | 32577 | 189142 |
|  | Winning Health Technology Group Co. Ltd., Class A | 125560 | 156101 |
|  | Wolong Electric Group Co. Ltd., Class A | 129040 | 876275 |

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**CONTINUED** 

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| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
|  | Wuchan Zhongda Group Co. Ltd., Class A | 358650 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;294952 |
|  | Wuhan Dr. Laser Technology Corp. Ltd., Class A | 13400 | 126717 |
|  \* | Wuhan Guide Infrared Co. Ltd., Class A | 44693 | 87206 |
|  \* | Wuhan Jingce Electronic Group Co. Ltd., Class A | 9800 | 103507 |
|  | Wuhan Raycus Fiber Laser Technologies Co. Ltd., Class A | 19400 | 70144 |
|  | Wuhu Token Science Co. Ltd., Class A | 146800 | 128054 |
|  | Wuliangye Yibin Co. Ltd., Class A | 205706 | 3441109 |
|  | WUS Printed Circuit Kunshan Co. Ltd., Class A | 140700 | 1398946 |
|  Ω | WuXi AppTec Co. Ltd., Class H | 257760 | 3601711 |
|  | Wuxi Autowell Technology Co. Ltd., Class A | 16293 | 100119 |
|  \*Ω | Wuxi Biologics Cayman, Inc. | 2630000 | 12266566 |
|  | Wuxi Lead Intelligent Equipment Co. Ltd., Class A | 37100 | 304979 |
|  | Wuxi NCE Power Co. Ltd., Class A | 16400 | 86580 |
|  | Wuxi Rural Commercial Bank Co. Ltd., Class A | 66500 | 56743 |
|  | Wuxi Taiji Industry Ltd. Co., Class A | 106800 | 130153 |
|  | XCMG Construction Machinery Co. Ltd., Class A | 561403 | 839712 |
|  | XGD, Inc., Class A | 31000 | 120703 |
|  | Xiamen Amoytop Biotech Co. Ltd., Class A | 21336 | 218937 |
|  | Xiamen Bank Co. Ltd., Class A | 170900 | 169370 |
|  | Xiamen C & D, Inc., Class A | 147200 | 210895 |
|  | Xiamen Faratronic Co. Ltd., Class A | 14000 | 236892 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
|  \* | Xiamen Hongxin Electronics Technology Group, Inc., Class A | 24600 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;108036 |
|  | Xiamen Intretech, Inc., Class A | 40100 | 111583 |
|  | Xiamen Tungsten Co. Ltd., Class A | 119680 | 600900 |
|  | Xiamen Xiangyu Co. Ltd., Class A | 166300 | 194092 |
|  | Xi'an Bright Laser Technologies Co. Ltd., Class A | 12047 | 127872 |
|  | Xi'An Shaangu Power Co. Ltd., Class A | 97000 | 118630 |
|  | Xi'an Triangle Defense Co. Ltd., Class A | 25000 | 90165 |
|  \* | Xiangcai Co. Ltd., Class A | 122300 | 221434 |
|  \* | Xiangtan Electric Manufacturing Co. Ltd., Class A | 63200 | 135340 |
|  | Xianhe Co. Ltd., Class A | 30100 | 96757 |
|  \*Ω | Xiaomi Corp., Class B | 3829800 | 21247388 |
|  | Xinfengming Group Co. Ltd., Class A | 138600 | 309807 |
|  | Xinhuanet Co. Ltd., Class A | 24570 | 69063 |
|  | Xinxiang Richful Lube Additive Co. Ltd., Class A | 20300 | 162130 |
|  | Xinxing Ductile Iron Pipes Co. Ltd., Class A | 192100 | 116907 |
|  | Xinyu Iron & Steel Co. Ltd., Class A | 140400 | 82921 |
|  \* | XPeng, Inc., Class A | 810700 | 9444786 |
|  | Xuji Electric Co. Ltd., Class A | 72200 | 268470 |
|  | Yangzhou Yangjie Electronic Technology Co. Ltd., Class A | 32800 | 321464 |
|  | Yankershop Food Co. Ltd., Class A | 13800 | 142396 |
|  # | Yankuang Energy Group Co. Ltd., Class H | 3732300 | 5123869 |
|  | Yantai Changyu Pioneer Wine Co. Ltd., Class A | 8400 | 25379 |

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**CONTINUED** 

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| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
|  | Yantai China Pet Foods Co. Ltd., Class A | 7300 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;58681 |
|  | Yantai Dongcheng Pharmaceutical Co. Ltd., Class A | 24800 | 54423 |
|  | Yantai Eddie Precision Machinery Co. Ltd., Class A | 49800 | 130956 |
|  | Yantai Jereh Oilfield Services Group Co. Ltd., Class A | 76255 | 535860 |
|  | Yantai Zhenghai Magnetic Material Co. Ltd., Class A | 30200 | 70938 |
|  | Yealink Network Technology Corp. Ltd., Class A | 71476 | 361535 |
|  | YGSOFT, Inc., Class A | 58100 | 53101 |
|  | Yifan Pharmaceutical Co. Ltd., Class A | 79900 | 147893 |
|  | Yifeng Pharmacy Chain Co. Ltd., Class A | 56180 | 192898 |
|  | Yonfer Agricultural Technology Co. Ltd., Class A | 90600 | 189401 |
|  \* | Yonghui Superstores Co. Ltd., Class A | 288000 | 189255 |
|  | YongXing Special Materials Technology Co. Ltd., Class A | 31670 | 218989 |
|  \* | Yonyou Network Technology Co. Ltd., Class A | 30300 | 66492 |
|  | Youngor Fashion Co. Ltd., Class A | 231604 | 244203 |
|  | YTO Express Group Co. Ltd., Class A | 218962 | 526500 |
|  | Yuan Longping High-tech Agriculture Co. Ltd., Class A | 64210 | 87900 |
|  | Yum China Holdings, Inc. (9987 HK) | 121100 | 5215157 |
|  | Yum China Holdings, Inc. (YUMC US) | 240624 | 10409394 |
|  | YUNDA Holding Group Co. Ltd., Class A | 191490 | 196087 |
|  | Yunnan Aluminium Co. Ltd., Class A | 349200 | 1127952 |
|  | Yunnan Baiyao Group Co. Ltd., Class A | 53840 | 428931 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
|  | Yunnan Chihong Zinc&Germanium Co. Ltd., Class A | 271600 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;257404 |
|  | Yunnan Copper Co. Ltd., Class A | 239200 | 606827 |
|  \* | Yunnan Energy New Material Co. Ltd., Class A | 23562 | 160695 |
|  | Yunnan Lincang Xinyuan Germanium Industrial Co. Ltd., Class A | 13800 | 54189 |
|  | Yunnan Tin Co. Ltd., Class A | 179300 | 597520 |
|  | Yunnan Yuntianhua Co. Ltd., Class A | 103600 | 418876 |
|  | Yusys Technologies Co. Ltd., Class A | 31800 | 107136 |
|  | Zangge Mining Co. Ltd., Class A | 73800 | 611042 |
|  | Zhangzhou Pientzehuang Pharmaceutical Co. Ltd., Class A | 18450 | 461938 |
|  | Zhaojin Mining Industry Co. Ltd., Class H | 926500 | 3449858 |
|  | Zhefu Holding Group Co. Ltd., Class A | 354923 | 204958 |
|  | Zhejiang Cfmoto Power Co. Ltd., Class A | 11300 | 406602 |
|  | Zhejiang Changsheng Sliding Bearings Co. Ltd., Class A | 9200 | 113109 |
|  | Zhejiang China Commodities City Group Co. Ltd., Class A | 311679 | 807896 |
|  | Zhejiang Chint Electrics Co. Ltd., Class A | 105621 | 425872 |
|  | Zhejiang Crystal-Optech Co. Ltd., Class A | 42300 | 148481 |
|  | Zhejiang Dahua Technology Co. Ltd., Class A | 92113 | 264889 |
|  | Zhejiang Daily Digital Culture Group Co. Ltd., Class A | 67400 | 128904 |

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**CONTINUED** 

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| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
|  | Zhejiang Dingli Machinery Co. Ltd., Class A | 28370 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;211885 |
|  \* | Zhejiang Dun'An Artificial Environment Co. Ltd., Class A | 62400 | 120974 |
|  | Zhejiang Haikong Nanke Huatie Digital Intelligence & Technology Co. Ltd. | 124900 | 137939 |
|  | Zhejiang Hailiang Co. Ltd., Class A | 96700 | 156417 |
|  | Zhejiang HangKe Technology, Inc. Co., Class A | 14018 | 64421 |
|  | Zhejiang Hisun Pharmaceutical Co. Ltd., Class A | 38700 | 60973 |
|  | Zhejiang Huace Film & Television Co. Ltd., Class A | 79100 | 85398 |
|  | Zhejiang Huahai Pharmaceutical Co. Ltd., Class A | 93540 | 252341 |
|  | Zhejiang Huayou Cobalt Co. Ltd., Class A | 58111 | 529790 |
|  | Zhejiang Jiecang Linear Motion Technology Co. Ltd., Class A | 17282 | 92973 |
|  | Zhejiang Jiemei Electronic & Technology Co. Ltd., Class A | 15200 | 68208 |
|  | Zhejiang Jingsheng Mechanical & Electrical Co. Ltd., Class A | 71200 | 390513 |
|  | Zhejiang Jingxin Pharmaceutical Co. Ltd., Class A | 48300 | 127964 |
|  \* | Zhejiang Jinke Tom Culture Industry Co. Ltd., Class A | 138400 | 90227 |
|  | Zhejiang JIULI Hi-tech Metals Co. Ltd., Class A | 80500 | 288744 |
|  | Zhejiang Jiuzhou Pharmaceutical Co. Ltd., Class A | 49800 | 139664 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
|  | Zhejiang Jolly Pharmaceutical Co. Ltd., Class A | 21200 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;52228 |
|  | Zhejiang Juhua Co. Ltd., Class A | 153700 | 763208 |
|  \*Ω | Zhejiang Leapmotor Technology Co. Ltd., Class H | 31100 | 232960 |
|  | Zhejiang Longsheng Group Co. Ltd., Class A | 102400 | 151620 |
|  \* | Zhejiang Narada Power Source Co. Ltd., Class A | 32400 | 86043 |
|  | Zhejiang NHU Co. Ltd., Class A | 254788 | 870566 |
|  | Zhejiang Orient Financial Holdings Group Co. Ltd., Class A | 181100 | 182685 |
|  | Zhejiang Sanhua Intelligent Controls Co. Ltd., Class A | 67794 | 476060 |
|  | Zhejiang Sanmei Chemical Industry Co. Ltd., Class A | 23500 | 184653 |
|  | Zhejiang Semir Garment Co. Ltd., Class A | 221300 | 168234 |
|  | Zhejiang Shuanghuan Driveline Co. Ltd., Class A | 20800 | 127841 |
|  | Zhejiang Supor Co. Ltd., Class A | 25654 | 172069 |
|  | Zhejiang Wanfeng Auto Wheel Co. Ltd., Class A | 114100 | 272810 |
|  | Zhejiang Wanma Co. Ltd., Class A | 48300 | 121957 |
|  | Zhejiang Weiming Environment Protection Co. Ltd., Class A | 136103 | 414120 |
|  | Zhejiang Weixing New Building Materials Co. Ltd., Class A | 96134 | 139592 |
|  | Zhejiang Wolwo Bio-Pharmaceutical Co. Ltd., Class A | 25900 | 123514 |
|  | Zhejiang XCC Group Co. Ltd., Class A | 12300 | 79405 |

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**CONTINUED** 

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| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
|  | Zhejiang Xinan Chemical Industrial Group Co. Ltd., Class A | 36080 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;51112 |
|  | Zhejiang Yinlun Machinery Co. Ltd., Class A | 56700 | 304589 |
|  \* | Zhejiang Yongtai Technology Co. Ltd., Class A | 28400 | 77755 |
|  | Zhejiang Zhaolong Interconnect Technology Co. Ltd., Class A | 6200 | 45486 |
|  | Zheshang Securities Co. Ltd., Class A | 99663 | 162820 |
|  | Zhongji Innolight Co. Ltd., Class A | 36037 | 2379761 |
|  | Zhongjin Gold Corp. Ltd., Class A | 402100 | 1248964 |
|  | Zhongshan Broad Ocean Motor Co. Ltd., Class A | 142700 | 245950 |
|  | Zhongshan Public Utilities Group Co. Ltd., Class A | 90000 | 157056 |
|  | Zhongtai Securities Co. Ltd., Class A | 244700 | 240143 |
|  | Zhuhai Huafa Properties Co. Ltd., Class A | 205500 | 142138 |
|  | Zhuzhou Hongda Electronics Corp. Ltd., Class A | 23700 | 142557 |
|  | Zhuzhou Kibing Group Co. Ltd., Class A | 215101 | 214680 |
|  \* | Zhuzhou Smelter Group Co. Ltd., Class A | 56200 | 123664 |
|  | Zibo Qixiang Tengda Chemical Co. Ltd., Class A | 145900 | 98667 |
|  | Zijin Mining Group Co. Ltd., Class H | 5311000 | 21971670 |
|  | Zoomlion Heavy Industry Science & Technology Co. Ltd., Class H | 36000 | 34759 |
|  # | ZTE Corp., Class H | 667085 | 2817791 |
|  | ZTO Express Cayman, Inc. (2057 HK) | 208650 | 3849339 |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** | **Value»** |
|  CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
|  | ZTO Express Cayman, Inc. (ZTO US), ADR | 244606 | $| 4547226 |
|  TOTAL CHINA | TOTAL CHINA | TOTAL CHINA |  | 1675792104 |
|  COLOMBIA — (0.1%) | COLOMBIA — (0.1%) | COLOMBIA — (0.1%) | COLOMBIA — (0.1%) | COLOMBIA — (0.1%) |
|  | Grupo Argos SA | 261814 |  | 1181830 |
|  | Grupo Cibest SA | 125383 |  | 2032972 |
|  | Grupo Cibest SA, ADR | 41971 |  | 2435997 |
|  | Grupo de Inversiones Suramericana SA | 61756 |  | 750748 |
|  | Grupo Energia Bogota SA ESP | 891152 |  | 728241 |
|  | Interconexion Electrica SA ESP | 257551 |  | 1670383 |
|  TOTAL COLOMBIA | TOTAL COLOMBIA | TOTAL COLOMBIA |  | 8800171 |
|  CZECH REPUBLIC — (0.1%) | CZECH REPUBLIC — (0.1%) | CZECH REPUBLIC — (0.1%) |  |  |
|  | CEZ AS | 95167 |  | 5827895 |
|  | Komercni Banka AS | 56670 |  | 2899016 |
|  TOTAL CZECH REPUBLIC | TOTAL CZECH REPUBLIC | TOTAL CZECH REPUBLIC |  | 8726911 |
|  EGYPT — (0.1%) | EGYPT — (0.1%) | EGYPT — (0.1%) |  |  |
|  | Commercial International Bank - Egypt (CIB) (CBKD LI), GDR | 1486289 |  | 3168787 |
|  | Commercial International Bank - Egypt (CIB) (CMGGF US), GDR | 122339 |  | 261194 |
|  TOTAL EGYPT | TOTAL EGYPT | TOTAL EGYPT |  | 3429981 |
|  GREECE — (0.6%) | GREECE — (0.6%) | GREECE — (0.6%) | GREECE — (0.6%) | GREECE — (0.6%) |
|  | Alpha Bank SA | 1758982 |  | 6895577 |
|  | Athens International Airport SA | 26143 |  | 301787 |
|  | Eurobank Ergasias Services & Holdings SA | 1461852 |  | 5498909 |
|  \*†† | FF Group | 12618 |  | 0 |
|  | Hellenic Telecommunications Organization SA | 110178 |  | 2069010 |
|  | Jumbo SA | 96073 |  | 3048654 |
|  \* | Metlen Energy & Metals PLC | 74839 |  | 3792479 |
|  | Motor Oil Hellas Corinth Refineries SA | 40176 |  | 1203976 |

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| | | | |
|:---|:---|:---|:---|
| | | **Shares** | **Value»** |
|  GREECE — (Continued) | GREECE — (Continued) |  |  |
|  | National Bank of Greece SA | 365664 | $5374717 |
|  | OPAP SA | 107743 | 2227502 |
|  | Piraeus Financial Holdings SA | 535170 | 4179790 |
|  | Public Power Corp. SA | 126057 | 2189251 |
|  | Titan SA (TITC GA) | 27096 | 1213230 |
|  TOTAL GREECE | TOTAL GREECE |  | 37994882 |
|  HUNGARY — (0.3%) | HUNGARY — (0.3%) |  |  |
|  | MOL Hungarian Oil & Gas PLC | 489150 | 4302960 |
|  | OTP Bank Nyrt | 125562 | &nbsp;&nbsp;&nbsp;&nbsp;11985572 |
|  | Richter Gedeon Nyrt | 110200 | 3394606 |
|  TOTAL HUNGARY | TOTAL HUNGARY |  | 19683138 |
|  INDIA — (16.4%) | INDIA — (16.4%) |  |  |
|  | 360 ONE WAM Ltd. | 96558 | 1178709 |
|  | ABB India Ltd. | 24064 | 1415491 |
|  | ACC Ltd. | 68617 | 1451113 |
|  \* | Adani Energy Solutions Ltd. | 154675 | 1705839 |
|  | Adani Enterprises Ltd. | 36973 | 1029665 |
|  \* | Adani Green Energy Ltd. | 68205 | 871766 |
|  | Adani Ports & Special Economic Zone Ltd. | 370000 | 6046852 |
|  \* | Adani Power Ltd. | 3158258 | 5612867 |
|  | Adani Total Gas Ltd. | 74820 | 530556 |
|  \* | Aditya Birla Capital Ltd. | 775396 | 2840035 |
|  \* | Aditya Birla Fashion & Retail Ltd. | 177988 | 162689 |
|  \* | Aditya Birla Lifestyle Brands Ltd. | 177988 | 268060 |
|  | Alkem Laboratories Ltd. | 31232 | 1929962 |
|  | Ambuja Cements Ltd. | 409686 | 2607032 |
|  | Apar Industries Ltd. | 5329 | 520104 |
|  | APL Apollo Tubes Ltd. | 110873 | 2242887 |
|  | Apollo Hospitals Enterprise Ltd. | 74506 | 6444097 |
|  | Ashok Leyland Ltd. | 4027856 | 6408425 |
|  | Asian Paints Ltd. | 164619 | 4654075 |
|  | Astral Ltd. | 93248 | 1519768 |
|  Ω | AU Small Finance Bank Ltd. | 284256 | 2802629 |
|  | Aurobindo Pharma Ltd. | 288162 | 3713051 |
|  \*Ω | Avenue Supermarts Ltd. | 38115 | 1781897 |

---

---

| | | | |
|:---|:---|:---|:---|
| | | **Shares** | **Value»** |
|  INDIA — (Continued) | INDIA — (Continued) |  |  |
|  \* | AWL Agri Business Ltd. | 56448 | $174097 |
|  | Axis Bank Ltd. (AXSB IN) | 1416092 | 19643854 |
|  | Bajaj Auto Ltd. | 46497 | 4659206 |
|  | Bajaj Finance Ltd. | 1665720 | 19604493 |
|  | Bajaj Finserv Ltd. | 240357 | 5653722 |
|  | Bajaj Holdings & Investment Ltd. | 33808 | 4689536 |
|  | Balkrishna Industries Ltd. | 94739 | 2436704 |
|  | Bank of Baroda | 904824 | 2832019 |
|  | Bank of India | 512337 | 807646 |
|  | Bank of Maharashtra | 586640 | 390426 |
|  | Berger Paints India Ltd. | 203984 | 1243285 |
|  | Bharat Dynamics Ltd. | 32577 | 562528 |
|  | Bharat Electronics Ltd. | 1821863 | 8738277 |
|  | Bharat Forge Ltd. | 261827 | 3891879 |
|  | Bharat Heavy Electricals Ltd. | 802001 | 2387034 |
|  | Bharat Petroleum Corp. Ltd. | 998744 | 3999926 |
|  | Bharti Airtel Ltd. | 1624238 | 37735637 |
|  | Biocon Ltd. | 370734 | 1556821 |
|  | Blue Star Ltd. | 65979 | 1433028 |
|  | Bosch Ltd. | 4191 | 1758774 |
|  | Britannia Industries Ltd. | 76394 | 5033507 |
|  | BSE Ltd. | 87829 | 2454649 |
|  | Canara Bank | 1973841 | 3036896 |
|  | CG Power & Industrial Solutions Ltd. | 557210 | 4614867 |
|  | Cholamandalam Financial Holdings Ltd. | 42287 | 906744 |
|  | Cholamandalam Investment & Finance Co. Ltd. | 429365 | 8225490 |
|  | Cipla Ltd. | 483014 | 8168770 |
|  | Coal India Ltd. | 747144 | 3273019 |
|  Ω | Cochin Shipyard Ltd. | 38849 | 783181 |
|  | Coforge Ltd. | 230476 | 4630853 |
|  \* | Cohance Lifesciences Ltd. | 16889 | 142748 |
|  | Colgate-Palmolive India Ltd. | 124027 | 3142824 |
|  | Container Corp. of India Ltd. | 234814 | 1446352 |
|  | Coromandel International Ltd. | 74195 | 1784550 |
|  | CRISIL Ltd. | 6759 | 375765 |
|  | Cummins India Ltd. | 96851 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4742499 |
|  | Dabur India Ltd. | 335935 | 1846319 |

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| | | | |
|:---|:---|:---|:---|
| | | **Shares** | **Value»** |
|  INDIA — (Continued) | INDIA — (Continued) |  |  |
|  | Dalmia Bharat Ltd. | 50419 | $1191046 |
|  | Divi's Laboratories Ltd. | 69403 | 5278377 |
|  | Dixon Technologies India Ltd. | 29478 | 5140271 |
|  | DLF Ltd. | 440685 | 3758900 |
|  # | Dr. Reddy's Laboratories Ltd., ADR | 511886 | 6802965 |
|  | Dr. Reddy's Laboratories Ltd. (DRRD IN) | 122796 | 1652803 |
|  | Eicher Motors Ltd. | 110738 | 8741790 |
|  Ω | Endurance Technologies Ltd. | 16801 | 537030 |
|  | Escorts Kubota Ltd. | 20280 | 863225 |
|  \* | Eternal Ltd. | 1098441 | 3923331 |
|  | Federal Bank Ltd. | 1577773 | 4202590 |
|  | Fortis Healthcare Ltd. | 270770 | 3123586 |
|  \* | FSN E-Commerce Ventures Ltd. | 676343 | 1891447 |
|  | GAIL India Ltd. (GAID LI), GDR | 54290 | 656014 |
|  | GAIL India Ltd. (GAIL IN) | 2001507 | 4105117 |
|  | GE Vernova T&D India Ltd. | 64858 | 2214406 |
|  | GlaxoSmithKline Pharmaceuticals Ltd. | 31603 | 931841 |
|  | Glenmark Pharmaceuticals Ltd. | 84971 | 1809377 |
|  | Global Health Ltd. | 24679 | 363591 |
|  \* | GMR Airports Ltd. | 2072479 | 2187031 |
|  | Godfrey Phillips India Ltd. | 5280 | 183221 |
|  | Godrej Consumer Products Ltd. | 250638 | 3160316 |
|  \* | Godrej Industries Ltd. | 16002 | 200138 |
|  \* | Godrej Properties Ltd. | 93187 | 2397184 |
|  | Grasim Industries Ltd. | 217483 | 7099007 |
|  | Gujarat Fluorochemicals Ltd. | 15556 | 656149 |
|  | Havells India Ltd. | 137520 | 2309540 |
|  | HCL Technologies Ltd. | 718185 | 12449201 |
|  Ω | HDFC Asset Management Co. Ltd. | 82181 | 4975127 |
|  | HDFC Bank Ltd. | 4090030 | &nbsp;&nbsp;&nbsp;&nbsp;45506334 |
|  Ω | HDFC Life Insurance Co. Ltd. | 305987 | 2517443 |

---

---

| | | | |
|:---|:---|:---|:---|
| | | **Shares** | **Value»** |
|  INDIA — (Continued) | INDIA — (Continued) |  |  |
|  | Hero MotoCorp Ltd. (HMCL IN) | 149917 | $9367992 |
|  | Hindalco Industries Ltd. | 1268841 | 12118380 |
|  | Hindustan Aeronautics Ltd. | 138456 | 7308052 |
|  | Hindustan Petroleum Corp. Ltd. | 821956 | 4397363 |
|  | Hindustan Unilever Ltd. | 302576 | 8388563 |
|  | Hitachi Energy India Ltd. | 7055 | 1410331 |
|  | ICICI Bank Ltd. (IBN US), Sponsored ADR | 649989 | 19694652 |
|  | ICICI Bank Ltd. (ICICIBC IN) | 2536225 | 38436206 |
|  Ω | ICICI Lombard General Insurance Co. Ltd. | 135564 | 3056268 |
|  Ω | ICICI Prudential Life Insurance Co. Ltd. | 175389 | 1168700 |
|  | IDFC First Bank Ltd. | 3209774 | 2952926 |
|  | Indian Bank | 219416 | 2122513 |
|  | Indian Hotels Co. Ltd. | 571497 | 4792605 |
|  | Indian Oil Corp. Ltd. | 1618370 | 3026447 |
|  | Indian Railway Catering & Tourism Corp. Ltd. | 255728 | 2067404 |
|  Ω | Indian Railway Finance Corp. Ltd. | 1076163 | 1493422 |
|  | Indraprastha Gas Ltd. | 40564 | 96698 |
|  \* | Indus Towers Ltd. | 1282229 | 5260974 |
|  \* | IndusInd Bank Ltd. | 281390 | 2518241 |
|  | Info Edge India Ltd. | 303145 | 4692576 |
|  | Infosys Ltd. (INFO IN) | 2148691 | 35792021 |
|  # | Infosys Ltd. (INFY US), Sponsored ADR | 331357 | 5490585 |
|  Ω | InterGlobe Aviation Ltd. | 123469 | 7851339 |
|  | Ipca Laboratories Ltd. | 55479 | 793520 |
|  \* | ITC Hotels Ltd. | 196018 | 478764 |
|  | ITC Ltd. | 2061428 | 9748542 |
|  | Jindal Stainless Ltd. | 394916 | 3352419 |
|  | Jindal Steel Ltd. | 474576 | 5706254 |
|  | Jio Financial Services Ltd. | 1848237 | 6394171 |
|  | JK Cement Ltd. | 23220 | 1628957 |
|  | JSW Energy Ltd. | 435675 | 2589529 |
|  | JSW Steel Ltd. | 579161 | 7878066 |
|  | Jubilant Foodworks Ltd. | 297986 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2012861 |
|  | Kalyan Jewellers India Ltd. | 259294 | 1489234 |

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**THE EMERGING MARKETS SERIES** 

**CONTINUED** 

---

| | | | |
|:---|:---|:---|:---|
| | | **Shares** | **Value»** |
|  INDIA — (Continued) | INDIA — (Continued) |  |  |
|  \* | Kaynes Technology India Ltd. | 4681 | $353563 |
|  | KEI Industries Ltd. | 21000 | 951937 |
|  | Kotak Mahindra Bank Ltd. | 406861 | 9653161 |
|  | KPR Mill Ltd. | 23473 | 282542 |
|  | L&T Finance Ltd. | 533234 | 1624428 |
|  Ω | L&T Technology Services Ltd. | 22326 | 1033949 |
|  | Larsen & Toubro Ltd. | 334543 | 15168779 |
|  Ω | Laurus Labs Ltd. | 185343 | 1993465 |
|  | Linde India Ltd. | 7453 | 504325 |
|  | Lloyds Metals & Energy Ltd. | 43698 | 640795 |
|  Ω | Lodha Developers Ltd. | 77914 | 1051691 |
|  Ω | LTIMindtree Ltd. | 58760 | 3755707 |
|  | Lupin Ltd. | 233272 | 5181189 |
|  | Mahindra & Mahindra Financial Services Ltd. | 502431 | 1785157 |
|  | Mahindra & Mahindra Ltd. | 808151 | 31765464 |
|  | Mankind Pharma Ltd. | 49763 | 1330169 |
|  | Marico Ltd. | 528814 | 4298876 |
|  | Maruti Suzuki India Ltd. | 61939 | 11258451 |
|  \* | Max Financial Services Ltd. | 131466 | 2287246 |
|  | Max Healthcare Institute Ltd. | 450898 | 5835023 |
|  | Mazagon Dock Shipbuilders Ltd. | 36096 | 1112077 |
|  | Motherson Sumi Wiring India Ltd. | 614101 | 325644 |
|  | Motilal Oswal Financial Services Ltd. | 121608 | 1336962 |
|  | Mphasis Ltd. | 110972 | 3443843 |
|  | MRF Ltd. | 2197 | 3908234 |
|  | Multi Commodity Exchange of India Ltd. | 8698 | 905595 |
|  | Muthoot Finance Ltd. | 229466 | 8253614 |
|  | Narayana Hrudayalaya Ltd. | 50824 | 1003586 |
|  | National Aluminium Co. Ltd. | 139466 | 367172 |
|  | Nestle India Ltd. | 384606 | 5513669 |
|  | NHPC Ltd. | 2254641 | 2153185 |
|  Ω | Nippon Life India Asset Management Ltd. | 86333 | 850313 |
|  | NLC India Ltd. | 104302 | 306943 |
|  | NMDC Ltd. | 4246697 | 3618529 |
|  \* | NMDC Steel Ltd. | 1251805 | 605037 |
|  | NTPC Ltd. | 2211859 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8377118 |

---

---

| | | | |
|:---|:---|:---|:---|
| | | **Shares** | **Value»** |
|  INDIA — (Continued) | INDIA — (Continued) |  |  |
|  | Oberoi Realty Ltd. | 101713 | $2035021 |
|  | Oil & Natural Gas Corp. Ltd. | 1431491 | 4126245 |
|  | Oil India Ltd. | 286923 | 1401354 |
|  | One 97 Communications Ltd. | 213187 | 3120644 |
|  | Oracle Financial Services Software Ltd. | 28675 | 2751410 |
|  | Page Industries Ltd. | 5755 | 2646950 |
|  | Patanjali Foods Ltd. | 138926 | 942848 |
|  \* | PB Fintech Ltd. | 130177 | 2613894 |
|  | Persistent Systems Ltd. | 92930 | 6188915 |
|  | Petronet LNG Ltd. | 1234353 | 3907830 |
|  | Phoenix Mills Ltd. | 121961 | 2321820 |
|  | PI Industries Ltd. | 58905 | 2374094 |
|  | Pidilite Industries Ltd. | 170066 | 2774346 |
|  | Piramal Pharma Ltd. | 193780 | 437925 |
|  | Polycab India Ltd. | 39678 | 3443820 |
|  \* | Poonawalla Fincorp Ltd. | 5650 | 30636 |
|  | Power Finance Corp. Ltd. | 1781182 | 8082635 |
|  | Power Grid Corp. of India Ltd. | 2263465 | 7343775 |
|  | Prestige Estates Projects Ltd. | 109654 | 2162601 |
|  | Procter & Gamble Hygiene & Health Care Ltd. | 10034 | 1508790 |
|  | Punjab National Bank | 1807490 | 2499724 |
|  | Radico Khaitan Ltd. | 22435 | 791729 |
|  | Rail Vikas Nigam Ltd. | 203905 | 754750 |
|  | REC Ltd. | 1858383 | 7848705 |
|  | Reliance Industries Ltd. (RIL IN) | 2605360 | 43612671 |
|  | Samvardhana Motherson International Ltd. | 5022432 | 5959365 |
|  | SBI Cards & Payment Services Ltd. | 173017 | 1715538 |
|  Ω | SBI Life Insurance Co. Ltd. | 279608 | 6162337 |
|  | Schaeffler India Ltd. | 30358 | 1378214 |
|  | Shree Cement Ltd. | 5977 | 1905989 |
|  | Shriram Finance Ltd. | 1643538 | &nbsp;&nbsp;&nbsp;&nbsp;13906223 |
|  \* | Siemens Energy India Ltd. | 25747 | 922064 |
|  | Siemens Ltd. | 25747 | 899536 |
|  | SJVN Ltd. | 336376 | 333355 |
|  | Solar Industries India Ltd. | 25227 | 3951994 |

---

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**THE EMERGING MARKETS SERIES** 

**CONTINUED** 

---

| | | | |
|:---|:---|:---|:---|
| | | **Shares** | **Value»** |
|  INDIA — (Continued) | INDIA — (Continued) |  |  |
|  | SRF Ltd. | 135219 | $4468333 |
|  | State Bank of India (SBID LI), GDR | 128 | 13568 |
|  | State Bank of India (SBIN IN) | 1072406 | 11327922 |
|  | State Bank of India (SBKFF US), GDR | 1669 | 176914 |
|  | Steel Authority of India Ltd. | 950894 | 1460872 |
|  | Sun Pharmaceutical Industries Ltd. (SUNP IN) | 343192 | 6543381 |
|  | Sundaram Finance Ltd. | 53307 | 2734670 |
|  | Supreme Industries Ltd. | 45937 | 1965975 |
|  \* | Suzlon Energy Ltd. | 6599930 | 4410977 |
|  | Tata Communications Ltd. | 103969 | 2192791 |
|  | Tata Consultancy Services Ltd. | 483660 | 16656872 |
|  | Tata Consumer Products Ltd. | 281776 | 3690147 |
|  | Tata Elxsi Ltd. | 3564 | 218825 |
|  \* | Tata Motors Ltd./new | 1305010 | 3833238 |
|  | Tata Motors Passenger Vehicles Ltd. | 1305010 | 6024784 |
|  | Tata Power Co. Ltd. | 1037437 | 4726546 |
|  | Tata Steel Ltd. | 6287988 | 12945025 |
|  | Tech Mahindra Ltd. | 427815 | 6855425 |
|  | Thermax Ltd. | 8677 | 314313 |
|  | Titan Co. Ltd. | 188444 | 7944288 |
|  | Torrent Pharmaceuticals Ltd. | 118651 | 4741057 |
|  | Torrent Power Ltd. | 129968 | 1927138 |
|  | Trent Ltd. | 117296 | 6199800 |
|  | Tube Investments of India Ltd. | 83201 | 2829369 |
|  | TVS Motor Co. Ltd. | 217577 | 8593884 |
|  | UltraTech Cement Ltd. | 62826 | 8431975 |
|  | Union Bank of India Ltd. | 1395817 | 2332176 |
|  | United Breweries Ltd. | 45973 | 930721 |
|  | United Spirits Ltd. | 221847 | 3573029 |
|  | UNO Minda Ltd. | 126123 | 1751197 |
|  | UPL Ltd. | 556261 | 4498875 |
|  | Varun Beverages Ltd. | 829375 | 4381341 |
|  | Vedanta Ltd. | 1426185 | 7929553 |
|  \* | Vodafone Idea Ltd. | 16312918 | 1602786 |
|  | Voltas Ltd. | 124989 | 1941755 |
|  | Wipro Ltd. | 1772249 | 4804169 |
|  \* | Yes Bank Ltd. | 11783222 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3022604 |

---

---

| | | | |
|:---|:---|:---|:---|
| | | **Shares** | **Value»** |
|  INDIA — (Continued) | INDIA — (Continued) |  |  |
|  | Zydus Lifesciences Ltd. | 252848 | $2782691 |
|  TOTAL INDIA | TOTAL INDIA |  | 1069424638 |
|  INDONESIA — (1.3%) | INDONESIA — (1.3%) |  |  |
|  | Alamtri Resources Indonesia Tbk. PT | 16967500 | 1920830 |
|  \* | Amman Mineral Internasional PT | 1904600 | 812409 |
|  | Aneka Tambang Tbk. PT | 7067800 | 1314665 |
|  | Astra International Tbk. PT | 13369310 | 4943480 |
|  | Bank Central Asia Tbk. PT | 27517100 | 14088524 |
|  | Bank Mandiri Persero Tbk. PT | 29718968 | 8419786 |
|  | Bank Negara Indonesia Persero Tbk. PT | 11716444 | 3079483 |
|  | Bank Rakyat Indonesia Persero Tbk. PT | 32814876 | 7849983 |
|  | Bank Syariah Indonesia Tbk. PT | 9185823 | 1406768 |
|  \* | Barito Pacific Tbk. PT | 14164128 | 2935433 |
|  | Barito Renewables Energy Tbk. PT | 5866900 | 3058787 |
|  \* | Bumi Resources Minerals Tbk. PT | 32748000 | 1809233 |
|  \* | Bumi Resources Tbk. PT | 72197200 | 615665 |
|  \* | Capital Financial Indonesia Tbk. PT | 4473700 | 294521 |
|  | Chandra Asri Pacific Tbk. PT | 1588400 | 663559 |
|  | Charoen Pokphand Indonesia Tbk. PT | 5630800 | 1580176 |
|  | Cisarua Mountain Dairy Tbk. PT | 104600 | 35681 |
|  | Dayamitra Telekomunikasi PT | 7063400 | 237787 |
|  \* | Dian Swastatika Sentosa Tbk. PT | 566300 | 2877819 |
|  | Elang Mahkota Teknologi Tbk. PT | 6212300 | 441561 |
|  \* | Impack Pratama Industri Tbk. PT | 965500 | 136863 |
|  | Indah Kiat Pulp & Paper Tbk. PT | 513000 | 229431 |
|  | Indofood CBP Sukses Makmur Tbk. PT | 1475200 | 770950 |
|  | Indofood Sukses Makmur Tbk. PT | 4121400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1834085 |

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##### [**Table of Contents**](#toc)
**THE EMERGING MARKETS SERIES** 

**CONTINUED** 

---

| | | | |
|:---|:---|:---|:---|
| | | **Shares** | **Value»** |
|  INDONESIA — (Continued) | INDONESIA — (Continued) |  |  |
|  | Indosat Tbk. PT | 5074800 | $574568 |
|  | Kalbe Farma Tbk. PT | 13178900 | 1010843 |
|  | Mayora Indah Tbk. PT | 4093825 | 523522 |
|  \* | Merdeka Battery Materials Tbk. PT | 17298100 | 653603 |
|  \* | Merdeka Copper Gold Tbk. PT | 4804495 | 703015 |
|  | Mitra Keluarga Karyasehat Tbk. PT | 235200 | 36497 |
|  | Pantai Indah Kapuk Dua Tbk. PT | 441900 | 374072 |
|  | Perusahaan Gas Negara Tbk. PT | 5488800 | 573889 |
|  | Petrindo Jaya Kreasi Tbk. PT | 15216000 | 1837067 |
|  | Petrosea Tbk. PT | 1703500 | 695227 |
|  | Sarana Menara Nusantara Tbk. PT | 886000 | 28997 |
|  | Sumber Alfaria Trijaya Tbk. PT | 13422000 | 1620732 |
|  | Telkom Indonesia Persero Tbk. PT (TLKM IJ) | 36996000 | 7156308 |
|  | Tower Bersama Infrastructure Tbk. PT | 407000 | 58260 |
|  | Trimegah Bangun Persada Tbk. PT | 4987100 | 374811 |
|  | Unilever Indonesia Tbk. PT | 5668900 | 879004 |
|  | United Tractors Tbk. PT | 1725996 | 2790724 |
|  | Vale Indonesia Tbk. PT | 1299400 | 370760 |
|  | XLSMART Telecom Sejahtera Tbk. PT | 511700 | 80279 |
|  TOTAL INDONESIA | TOTAL INDONESIA |  | 81699657 |
|  KUWAIT — (0.6%) | KUWAIT — (0.6%) |  |  |
|  | Agility Public Warehousing Co. KSC | 1028838 | 505289 |
|  | Al Ahli Bank of Kuwait KSCP | 603204 | 565669 |
|  | Boubyan Bank KSCP | 380623 | 888160 |
|  | Boursa Kuwait Securities Co. KPSC | 8556 | 112121 |
|  | Burgan Bank SAK | 819924 | 632126 |
|  | Gulf Bank KSCP | 2625657 | 2999857 |
|  | Kuwait Finance House KSCP | 4764505 | &nbsp;&nbsp;&nbsp;&nbsp;12474150 |

---

---

| | | | |
|:---|:---|:---|:---|
| | | **Shares** | **Value»** |
|  KUWAIT — (Continued) | KUWAIT — (Continued) |  |  |
|  | Kuwait Telecommunications Co. | 158407 | $306626 |
|  | Mabanee Co. KPSC | 700050 | 2299049 |
|  | Mobile Telecommunications Co. KSCP | 1927276 | 3330741 |
|  | National Bank of Kuwait SAKP | 3964089 | 13576000 |
|  | National Industries Group Holding SAK | 1626920 | 1543158 |
|  \* | Warba Bank KSCP | 977966 | 924182 |
|  TOTAL KUWAIT | TOTAL KUWAIT |  | 40157128 |
|  MALAYSIA — (1.4%) | MALAYSIA — (1.4%) |  |  |
|  | Alliance Bank Malaysia Bhd | 1011970 | 1061929 |
|  # | AMMB Holdings Bhd. (AMM MK) | 2154159 | 2930134 |
|  # | Axiata Group Bhd | 2965732 | 1778437 |
|  | Batu Kawan Bhd | 124700 | 571894 |
|  # | Bursa Malaysia Bhd | 232700 | 455147 |
|  | CelcomDigi Bhd | 1985320 | 1706707 |
|  \* | Chin Hin Group Bhd | 88100 | 48571 |
|  # | CIMB Group Holdings Bhd | 5567870 | 9689776 |
|  # | Dialog Group Bhd | 2057818 | 962732 |
|  | Eco World Development Group Bhd | 734600 | 360928 |
|  # | Fraser & Neave Holdings Bhd | 115900 | 778741 |
|  # | Frontken Corp. Bhd | 704200 | 758507 |
|  | Gamuda Bhd | 3628709 | 4358115 |
|  | Genting Bhd | 1872800 | 1510245 |
|  # | Genting Malaysia Bhd | 2524700 | 1403796 |
|  | HAP Seng Consolidated Bhd | 395100 | 280250 |
|  # | Heineken Malaysia Bhd | 44700 | 227367 |
|  # | Hong Leong Bank Bhd | 239466 | 1175093 |
|  | Hong Leong Financial Group Bhd | 224783 | 906616 |
|  | IHH Healthcare Bhd | 868900 | 1710784 |
|  # | IJM Corp. Bhd | 2122200 | 1254132 |
|  # | Inari Amertron Bhd | 1175400 | 732635 |
|  # | IOI Corp. Bhd | 1322505 | 1269184 |
|  | IOI Properties Group Bhd | 1450429 | 727250 |
|  # | KPJ Healthcare Bhd | 1183500 | 801132 |
|  # | Kuala Lumpur Kepong Bhd | 346302 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1693716 |

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970

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##### [**Table of Contents**](#toc)
**THE EMERGING MARKETS SERIES** 

**CONTINUED** 

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  MALAYSIA — (Continued) | MALAYSIA — (Continued) |  |  |
|  | Malayan Banking Bhd | 2464719 | $5808808 |
|  | Malayan Cement Bhd | 257200 | 421321 |
|  | Maxis Bhd | 1381600 | 1253712 |
|  # | MISC Bhd | 598498 | 1113039 |
|  #Ω | Mr. DIY Group M Bhd | 2400250 | 915682 |
|  | Nestle Malaysia Bhd | 48300 | 1303070 |
|  | Petronas Chemicals Group Bhd | 1265900 | 1177485 |
|  # | Petronas Dagangan Bhd | 194500 | 1053120 |
|  # | Petronas Gas Bhd | 360800 | 1592762 |
|  | PPB Group Bhd | 477080 | 1268373 |
|  # | Press Metal Aluminium Holdings Bhd | 1958700 | 2958740 |
|  | Public Bank Bhd | 8022870 | 8076758 |
|  # | QL Resources Bhd | 1443877 | 1430282 |
|  | RHB Bank Bhd | 1801980 | 2913208 |
|  | SD Guthrie Bhd | 1387121 | 1748515 |
|  | Sime Darby Bhd | 3077561 | 1504497 |
|  # | Sime Darby Property Bhd | 1985400 | 638437 |
|  | Sunway Bhd | 1605582 | 2069754 |
|  # | Sunway Construction Group Bhd | 375200 | 526310 |
|  | Telekom Malaysia Bhd | 803529 | 1400348 |
|  | Tenaga Nasional Bhd | 1305750 | 4136943 |
|  # | TIME dotCom Bhd | 897000 | 1021211 |
|  # | United Plantations Bhd | 233150 | 1378692 |
|  | ViTrox Corp. Bhd | 264600 | 284319 |
|  | Westports Holdings Bhd | 592348 | 727753 |
|  # | Yinson Holdings Bhd | 745800 | 421995 |
|  # | YTL Corp. Bhd | 3863054 | 2393031 |
|  # | YTL Power International Bhd | 1837199 | 1746290 |
|  | Zetrix Ai Bhd | 3673637 | 740179 |
|  TOTAL MALAYSIA | TOTAL MALAYSIA | TOTAL MALAYSIA | &nbsp;&nbsp;&nbsp;&nbsp;91178452 |
|  MEXICO — (1.8%) | MEXICO — (1.8%) |  |  |
|  # | America Movil SAB de CV (2228390D US), ADR | 7345 | 167246 |
|  | America Movil SAB de CV (AMXB MM) | 12430805 | 14144695 |
|  | Arca Continental SAB de CV | 282117 | 2729983 |
|  | Cemex SAB de CV (CEMEXCPO MM) | 9114032 | 9242316 |
|  | Cemex SAB de CV (CX US), Sponsored ADR | 285199 | 2894770 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  MEXICO — (Continued) | MEXICO — (Continued) |  |  |
|  # | Coca-Cola Femsa SAB de CV (KOFUBL MM) | 366297 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3145716 |
|  \* | Controladora AXTEL SAB de CV | 3493876 | 170194 |
|  | El Puerto de Liverpool SAB de CV, Class C1 | 163857 | 798360 |
|  # | Fomento Economico Mexicano SAB de CV (FEMSAUBD MM) | 607316 | 5721588 |
|  | Gruma SAB de CV, Class B | 183969 | 3115744 |
|  | Grupo Aeroportuario del Centro Norte SAB de CV | 46829 | 577117 |
|  | Grupo Aeroportuario del Pacifico SAB de CV (GAPB MM), Class B | 217300 | 4513140 |
|  # | Grupo Aeroportuario del Pacifico SAB de CV (PAC US), ADR | 10856 | 2261522 |
|  | Grupo Aeroportuario del Sureste SAB de CV (ASR US), ADR | 11915 | 3602381 |
|  | Grupo Aeroportuario del Sureste SAB de CV (ASURB MM), Class B | 2990 | 90470 |
|  # | Grupo Bimbo SAB de CV | 764083 | 2638726 |
|  | Grupo Carso SAB de CV | 440134 | 3126436 |
|  # | Grupo Comercial Chedraui SA de CV | 262690 | 1907979 |
|  | Grupo Financiero Banorte SAB de CV, Class O | 1612674 | 15139353 |
|  # | Grupo Financiero Inbursa SAB de CV, Class O | 1424341 | 3450741 |
|  | Grupo Mexico SAB de CV | 1887497 | 16286818 |
|  \* | Industrias Penoles SAB de CV | 201231 | 8501450 |
|  | Kimberly-Clark de Mexico SAB de CV, Class A | 1549006 | 3002379 |
|  \* | Organizacion Soriana SAB de CV, Class B | 169864 | 242291 |

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**CONTINUED** 

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| | | |
|:---|:---|:---|
|  | **Shares** | **Value»** |
| MEXICO — (Continued) |  |  |
| Promotora y Operadora de Infraestructura SAB de CV (PINFRA MM) | 125669 | $1623480 |
| Wal-Mart de Mexico SAB de CV | 2098615 | 6946999 |
| TOTAL MEXICO |  | &nbsp;&nbsp;&nbsp;&nbsp;116041894 |
| PERU — (0.1%) |  |  |
| Cementos Pacasmayo SAA, ADR | 15173 | 110310 |
| Cia de Minas Buenaventura SAA, ADR | 35679 | 812411 |
| Credicorp Ltd. | 31265 | 8160165 |
| TOTAL PERU |  | 9082886 |
| PHILIPPINES — (0.4%) |  |  |
| Aboitiz Equity Ventures, Inc. | 1225120 | 592895 |
| Aboitiz Power Corp. | 1003100 | 702740 |
| Ayala Corp. | 156092 | 1240440 |
| Ayala Land, Inc. | 3542618 | 1196678 |
| Bank of the Philippine Islands | 1325092 | 2372999 |
| BDO Unibank, Inc. | 1877628 | 4258351 |
| China Banking Corp. | 388340 | 337274 |
| DMCI Holdings, Inc. | 1834700 | 351774 |
| Emperador, Inc. | 1167000 | 316731 |
| Globe Telecom, Inc. | 27092 | 679283 |
| GT Capital Holdings, Inc. | 2660 | 24673 |
| International Container Terminal Services, Inc. | 556400 | 5018385 |
| JG Summit Holdings, Inc. | 982600 | 399636 |
| Jollibee Foods Corp. | 323140 | 1188891 |
| LT Group, Inc. | 308000 | 76550 |
| Manila Electric Co. | 121000 | 1201093 |
| Metropolitan Bank & Trust Co. | 1971228 | 2310570 |
| PLDT, Inc. (TEL PM) | 64180 | 1219765 |
| San Miguel Corp. | 856840 | 946853 |
| Semirara Mining & Power Corp. | 220100 | 123582 |
| SM Investments Corp. | 78723 | 974143 |
| SM Prime Holdings, Inc. | 3821610 | 1454628 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  PHILIPPINES — (Continued) | PHILIPPINES — (Continued) |  |  |
|  | Universal Robina Corp. | 579760 | $718563 |
|  TOTAL PHILIPPINES | TOTAL PHILIPPINES | TOTAL PHILIPPINES | 27706497 |
|  POLAND — (1.1%) | POLAND — (1.1%) |  |  |
|  | Alior Bank SA | 99538 | 2773640 |
|  \*Ω | Allegro.eu SA | 168079 | 1569493 |
|  | Asseco Poland SA | 38891 | 2262162 |
|  | Bank Handlowy w Warszawie SA | 30094 | 848281 |
|  \* | Bank Millennium SA | 463894 | 1941750 |
|  | Bank Polska Kasa Opieki SA | 133639 | 6842553 |
|  # | Budimex SA | 11804 | 1874000 |
|  #\* | CCC SA | 37178 | 1521676 |
|  # | CD Projekt SA | 40807 | 2803747 |
|  \*Ω | Dino Polska SA | 274720 | 3281340 |
|  | ING Bank Slaski SA | 26504 | 2261296 |
|  \* | KGHM Polska Miedz SA | 100333 | 5262781 |
|  # | LPP SA | 744 | 3611510 |
|  \* | mBank SA | 10637 | 2832517 |
|  | Orange Polska SA | 491173 | 1197039 |
|  | ORLEN SA | 322169 | 8732020 |
|  # | Pepco Group NV | 71711 | 540130 |
|  \* | PGE Polska Grupa Energetyczna SA | 866705 | 2628086 |
|  | Powszechna Kasa Oszczednosci Bank Polski SA | 344222 | 7057674 |
|  | Powszechny Zaklad Ubezpieczen SA | 376512 | 6020115 |
|  | Santander Bank Polska SA | 19016 | 2504262 |
|  \* | Tauron Polska Energia SA | 538306 | 1457267 |
|  TOTAL POLAND | TOTAL POLAND | TOTAL POLAND | &nbsp;&nbsp;&nbsp;&nbsp;69823339 |
|  QATAR — (0.7%) | QATAR — (0.7%) |  |  |
|  | Al Rayan Bank | 3472385 | 2232235 |
|  | Barwa Real Estate Co. | 49162 | 35503 |
|  | Commercial Bank PSQC | 2869365 | 3265457 |
|  | Dukhan Bank | 955254 | 911882 |
|  \* | Estithmar Holding QPSC | 285106 | 321087 |
|  | Industries Qatar QSC | 240468 | 837837 |
|  | Mesaieed Petrochemical Holding Co. | 4421301 | 1516217 |
|  | Ooredoo QPSC | 1050737 | 3907973 |

---

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##### [**Table of Contents**](#toc)
**THE EMERGING MARKETS SERIES** 

**CONTINUED** 

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  QATAR — (Continued) | QATAR — (Continued) |  |  |
|  | Qatar Electricity & Water Co. QSC | 344661 | $1456248 |
|  | Qatar Fuel QSC | 401397 | 1653487 |
|  | Qatar Gas Transport Co. Ltd. | 2385438 | 2896312 |
|  | Qatar International Islamic Bank QSC | 742448 | 2272786 |
|  | Qatar Islamic Bank QPSC | 562876 | 3794727 |
|  | Qatar National Bank QPSC | 3474334 | 17670425 |
|  | Qatar Navigation QSC | 577258 | 1763043 |
|  TOTAL QATAR | TOTAL QATAR | TOTAL QATAR | &nbsp;&nbsp;&nbsp;&nbsp;44535219 |
|  RUSSIA — (0.0%) | RUSSIA — (0.0%) |  |  |
|  \*†† | Gazprom PJSC (OGZD LI), Sponsored ADR | 982159 | 0 |
|  \*†† | Gazprom PJSC (OGZPY US), Sponsored ADR | 311153 | 0 |
|  \*†† | Magnitogorsk Iron & Steel Works PJSC (MMK LI), Sponsored GDR | 172148 | 0 |
|  \*†† | PhosAgro PJSC | 582 | 0 |
|  \*†† | Polyus PJSC (PLZL LI), GDR | 20177 | 0 |
|  \*†† | RusHydro PJSC (HYDR LI), ADR | 801602 | 0 |
|  \*†† | RusHydro PJSC (RSHYY US), ADR | 6421 | 0 |
|  \*†† | Sberbank of Russia PJSC (SBER LI), Sponsored ADR | 948237 | 0 |
|  \*†† | Severstal PAO (SVJTY US), GDR | 110 | 0 |
|  \*†† | Severstal PAO (SVST LI), GDR | 67765 | 0 |
|  \*†† | VTB Bank PJSC (VTBR LI), GDR | 1705908 | 0 |
|  SAUDI ARABIA — (3.1%) | SAUDI ARABIA — (3.1%) |  |  |
|  \* | ACWA Power Co. | 73421 | 4743074 |
|  | Ades Holding Co. | 261849 | 1183286 |
|  | Al Rajhi Bank | 1032597 | 29185443 |
|  \* | Al Rajhi Co. for Co-operative Insurance | 17959 | 564586 |
|  | Aldrees Petroleum & Transport Services Co. | 27652 | 1131794 |
|  | Alinma Bank | 939614 | 6506011 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  SAUDI ARABIA — (Continued) | SAUDI ARABIA — (Continued) |  |  |
|  | Almarai Co. JSC | 448384 | $&nbsp;&nbsp;&nbsp;&nbsp;5944767 |
|  | Arab National Bank | 729305 | 4716792 |
|  | Arabian Internet & Communications Services Co. | 21572 | 1448838 |
|  | Astra Industrial Group Co. | 10208 | 405195 |
|  | Bank AlBilad | 566019 | 4472450 |
|  \* | Bank Al-Jazira | 622708 | 2094204 |
|  | Banque Saudi Fransi | 958286 | 4560526 |
|  | Bupa Arabia for Cooperative Insurance Co. | 58283 | 2551734 |
|  | Co. for Cooperative Insurance | 56573 | 2056708 |
|  | Dallah Healthcare Co. | 25399 | 1043048 |
|  \* | Dar Al Arkan Real Estate Development Co. | 588468 | 2710141 |
|  | Dr. Sulaiman Al Habib Medical Services Group Co. | 71653 | 5206009 |
|  | Electrical Industries Co. | 66999 | 206354 |
|  | Elm Co. | 14969 | 3786831 |
|  | Etihad Etisalat Co. | 520555 | 9391575 |
|  | Jamjoom Pharmaceuticals Factory Co. | 6178 | 256697 |
|  | Jarir Marketing Co. | 521114 | 1973654 |
|  | Mouwasat Medical Services Co. | 95550 | 1958469 |
|  | Nahdi Medical Co. | 34141 | 1056901 |
|  \* | Rabigh Refining & Petrochemical Co. | 239772 | 574073 |
|  | Riyad Bank | 1131417 | 8215582 |
|  | Riyadh Cables Group Co. | 25949 | 978995 |
|  | SABIC Agri-Nutrients Co. | 179530 | 5861652 |
|  | Sahara International Petrochemical Co. | 409247 | 2062566 |
|  | SAL Saudi Logistics Services | 21297 | 1000089 |
|  \* | Saudi Arabian Mining Co. | 457366 | 7862923 |
|  Ω | Saudi Arabian Oil Co. | 2812503 | 19432965 |
|  | Saudi Aramco Base Oil Co. | 47935 | 1231804 |
|  | Saudi Awwal Bank | 645952 | 5573578 |
|  | Saudi Basic Industries Corp. | 343682 | 5593974 |
|  | Saudi Electricity Co. | 620972 | 2650915 |

---

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**THE EMERGING MARKETS SERIES** 

**CONTINUED** 

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  SAUDI ARABIA — (Continued) | SAUDI ARABIA — (Continued) |  |  |
|  | Saudi Industrial Investment Group | 263094 | $1139355 |
|  | Saudi Investment Bank | 549691 | 2014802 |
|  | Saudi National Bank | 1208763 | 12861912 |
|  \* | Saudi Research & Media Group | 33077 | 1516371 |
|  | Saudi Tadawul Group Holding Co. | 21551 | 1144400 |
|  | Saudi Telecom Co. | 1509827 | 18188322 |
|  | Yanbu National Petrochemical Co. | 176450 | 1622462 |
|  TOTAL SAUDI ARABIA | TOTAL SAUDI ARABIA | TOTAL SAUDI ARABIA | &nbsp;&nbsp;&nbsp;&nbsp;198681827 |
|  SOUTH AFRICA — (3.1%) | SOUTH AFRICA — (3.1%) |  |  |
|  | Absa Group Ltd. | 674651 | 7538471 |
|  | Anglogold Ashanti PLC (AU US) | 200313 | 13621284 |
|  | Bid Corp. Ltd. | 227542 | 5632616 |
|  | Bidvest Group Ltd. | 355274 | 4621525 |
|  | Capitec Bank Holdings Ltd. | 33167 | 7338114 |
|  | Clicks Group Ltd. | 240511 | 5071171 |
|  | Discovery Ltd. | 552707 | 6944085 |
|  | Exxaro Resources Ltd. | 116770 | 1189248 |
|  | FirstRand Ltd. | 2638155 | 12520409 |
|  # | Gold Fields Ltd. (GFI US), Sponsored ADR | 569309 | 21867159 |
|  | Harmony Gold Mining Co. Ltd. (HAR SJ) | 355901 | 5921683 |
|  | Harmony Gold Mining Co. Ltd. (HMY US), Sponsored ADR | 234867 | 3877654 |
|  | Impala Platinum Holdings Ltd. | 705265 | 7558316 |
|  | Investec Ltd. | 209173 | 1574767 |
|  | Kumba Iron Ore Ltd. | 44636 | 888972 |
|  | Mr. Price Group Ltd. | 34067 | 407027 |
|  | MTN Group Ltd. | 1367609 | 13663113 |
|  | Naspers Ltd., Class N | 242805 | 17053654 |
|  | Nedbank Group Ltd. | 421077 | 5740451 |
|  | NEPI Rockcastle NV | 512113 | 4153103 |
|  | Northam Platinum Holdings Ltd. | 200653 | 3351039 |
|  | Old Mutual Ltd. (OMU SJ) | 3853142 | 3012980 |
|  | OUTsurance Group Ltd. | 716570 | 3015535 |
|  Ω | Pepkor Holdings Ltd. | 2534020 | 3863669 |
|  | Sanlam Ltd. | 1355449 | 7112841 |
|  \* | Sasol Ltd. (SOL SJ) | 132527 | 829165 |
|  #\* | Sasol Ltd. (SSL US), Sponsored ADR | 54961 | 347903 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  SOUTH AFRICA — (Continued) | SOUTH AFRICA — (Continued) |  |  |
|  | Shoprite Holdings Ltd. | 353663 | $5915599 |
|  \* | Sibanye Stillwater Ltd. (SBSW US), ADR | 358867 | 3789635 |
|  | Standard Bank Group Ltd. | 994143 | 14618713 |
|  | Tiger Brands Ltd. | 10967 | 207531 |
|  | Valterra Platinum Ltd. | 122059 | 7549252 |
|  | Vodacom Group Ltd. | 426700 | 3454244 |
|  TOTAL SOUTH AFRICA | TOTAL SOUTH AFRICA | TOTAL SOUTH AFRICA | &nbsp;&nbsp;&nbsp;&nbsp;204250928 |
|  SOUTH KOREA — (13.7%) | SOUTH KOREA — (13.7%) |  |  |
|  \* | ABLBio, Inc. | 10380 | 724907 |
|  \* | Alteogen, Inc. | 20473 | 7000808 |
|  | Amorepacific Corp. | 16703 | 1414703 |
|  | BGF retail Co. Ltd. | 1784 | 129625 |
|  | BNK Financial Group, Inc. | 280250 | 2713027 |
|  | Caregen Co. Ltd. | 1083 | 49237 |
|  # | Celltrion, Inc. | 42064 | 5177475 |
|  | Cheil Worldwide, Inc. | 12899 | 184078 |
|  | CJ CheilJedang Corp. | 9559 | 1537295 |
|  | CJ Corp. | 21100 | 2524164 |
|  | CJ Logistics Corp. | 738 | 42611 |
|  | Classys, Inc. | 17370 | 599674 |
|  | Cosmax, Inc. | 1810 | 259191 |
|  | Coway Co. Ltd. | 62794 | 3926495 |
|  | DB HiTek Co. Ltd. | 1795 | 73740 |
|  | DB Insurance Co. Ltd. | 61996 | 5510434 |
|  # | Dongsuh Cos., Inc. | 20637 | 390599 |
|  | Doosan Bobcat, Inc. | 62204 | 2625826 |
|  | Doosan Co. Ltd. | 7014 | 4634602 |
|  \* | Doosan Enerbility Co. Ltd. | 264772 | 16387004 |
|  # | Douzone Bizon Co. Ltd. | 2356 | 147168 |
|  #\* | Ecopro BM Co. Ltd. | 16300 | 1823843 |
|  # | Ecopro Co. Ltd. | 53107 | 3270427 |
|  | E-MART, Inc. | 4859 | 246126 |
|  | Eo Technics Co. Ltd. | 650 | 106904 |
|  | GS Holdings Corp. (078930 KS) | 55047 | 1850213 |
|  \* | GS P&L Co. Ltd. | 6432 | 172881 |
|  | Hana Financial Group, Inc. | 312933 | 18747370 |
|  # | Hanjin Kal Corp. | 15924 | 1168739 |
|  | Hankook Tire & Technology Co. Ltd. | 86286 | 2801492 |
|  | Hanmi Pharm Co. Ltd. | 4951 | 1473432 |
|  | Hanmi Science Co. Ltd. | 1338 | 36911 |
|  # | Hanmi Semiconductor Co. Ltd. | 31164 | 3116478 |
|  | Hanwha Aerospace Co. Ltd. | 19664 | 13488021 |

---

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**THE EMERGING MARKETS SERIES** 

**CONTINUED** 

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) |  |  |
|  | Hanwha Corp. | 13652 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;913103 |
|  \* | Hanwha Engine | 16299 | 564711 |
|  #\* | Hanwha Life Insurance Co. Ltd. | 278753 | 591891 |
|  \* | Hanwha Ocean Co. Ltd. | 25539 | 2461729 |
|  # | Hanwha Solutions Corp. | 92221 | 1971819 |
|  # | Hanwha Systems Co. Ltd. | 47203 | 1981671 |
|  #\* | Hanwha Vision Co. Ltd. | 23871 | 839986 |
|  | HD Hyundai Co. Ltd. | 56208 | 8073329 |
|  | HD Hyundai Electric Co. Ltd. | 17979 | 10923071 |
|  | HD Hyundai Heavy Industries Co. Ltd. | 7484 | 3151664 |
|  | HD Hyundai Infracore Co. Ltd. | 68158 | 727169 |
|  | HD Hyundai Mipo | 14867 | 2518354 |
|  # | HD Korea Shipbuilding & Offshore Engineering Co. Ltd. | 31148 | 10352989 |
|  \* | HLB, Inc. | 40235 | 1369433 |
|  | HMM Co. Ltd. | 209318 | 3013917 |
|  | HPSP Co. Ltd. | 23891 | 576150 |
|  \* | Hugel, Inc. | 5376 | 986425 |
|  # | HYBE Co. Ltd. | 9671 | 2310183 |
|  | Hyosung Heavy Industries Corp. | 2938 | 4382436 |
|  | Hyundai Autoever Corp. | 6172 | 878450 |
|  | Hyundai Elevator Co. Ltd. | 15545 | 823944 |
|  | Hyundai Engineering & Construction Co. Ltd. | 68357 | 3358559 |
|  | Hyundai Glovis Co. Ltd. | 51597 | 6819271 |
|  \* | Hyundai Marine & Fire Insurance Co. Ltd. | 2904 | 55566 |
|  # | Hyundai Mobis Co. Ltd. | 35390 | 7826054 |
|  | Hyundai Motor Co. | 81301 | 16486975 |
|  | Hyundai Rotem Co. Ltd. | 66286 | 10709262 |
|  | Hyundai Steel Co. | 77199 | 1783531 |
|  # | Industrial Bank of Korea | 320054 | 4337359 |
|  | IsuPetasys Co. Ltd. | 38208 | 3030447 |
|  | JB Financial Group Co. Ltd. | 154394 | 2430742 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) |  |  |
|  | JYP Entertainment Corp. | 22204 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1258933 |
|  | Kakao Corp. | 90322 | 4116399 |
|  # | KakaoBank Corp. | 68505 | 1110381 |
|  \* | Kakaopay Corp. | 15546 | 569185 |
|  | Kangwon Land, Inc. | 62297 | 737543 |
|  | KB Financial Group, Inc. (105560 KS) | 261915 | 21381036 |
|  # | KCC Corp. | 4017 | 1237043 |
|  # | KEPCO Engineering & Construction Co., Inc. | 7306 | 521192 |
|  | KEPCO Plant Service & Engineering Co. Ltd. | 5563 | 197323 |
|  | Kia Corp. | 207178 | 17377797 |
|  | KIWOOM Securities Co. Ltd. | 22126 | 4595858 |
|  # | Korea Aerospace Industries Ltd. | 64542 | 4676197 |
|  | Korea Electric Power Corp. (015760 KS) | 174992 | 5238215 |
|  | Korea Gas Corp. | 24489 | 715972 |
|  # | Korea Investment Holdings Co. Ltd. | 51532 | 6570117 |
|  | Korea Zinc Co. Ltd. | 958 | 693938 |
|  | Korean Air Lines Co. Ltd. | 201280 | 3123509 |
|  \* | Krafton, Inc. | 20546 | 3976628 |
|  | KT Corp. (KT US), Sponsored ADR | 82100 | 1522955 |
|  | KT&G Corp. | 70151 | 6602037 |
|  | Kumho Petrochemical Co. Ltd. | 17000 | 1381839 |
|  | LEENO Industrial, Inc. | 52813 | 2125738 |
|  | LG Chem Ltd. | 31644 | 8801719 |
|  | LG Corp. | 66092 | 3717073 |
|  #\* | LG Display Co. Ltd. (034220 KS) | 145274 | 1485229 |
|  \* | LG Display Co. Ltd. (LPL US), ADR | 290355 | 1454679 |
|  | LG Electronics, Inc. | 149323 | 9158460 |
|  \* | LG Energy Solution Ltd. | 5935 | 1964763 |
|  # | LG H&H Co. Ltd. | 7321 | 1459676 |
|  | LG Innotek Co. Ltd. | 15931 | 2687438 |
|  | LG Uplus Corp. | 259247 | 2771246 |
|  | LIG Nex1 Co. Ltd. | 12128 | 4416657 |
|  #\* | LigaChem Biosciences, Inc. | 11496 | 1178853 |
|  # | Lotte Chemical Corp. | 14982 | 742201 |
|  # | Lotte Corp. | 24075 | 493058 |
|  | Lotte Shopping Co. Ltd. | 2374 | 108335 |

---

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##### [**Table of Contents**](#toc)
**THE EMERGING MARKETS SERIES** 

**CONTINUED** 

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) |  |  |
|  | LS Corp. | 22166 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3230338 |
|  | LS Electric Co. Ltd. | 21353 | 6481909 |
|  # | Macquarie Korea Infrastructure Fund | 364694 | 2812624 |
|  | Meritz Financial Group, Inc. | 90010 | 6975250 |
|  # | Mirae Asset Securities Co. Ltd. | 214254 | 3939304 |
|  | Misto Holdings Corp. | 12809 | 330390 |
|  | NAVER Corp. | 30019 | 5626046 |
|  | NCSoft Corp. | 7985 | 1232514 |
|  Ω | Netmarble Corp. | 20685 | 783856 |
|  | NH Investment & Securities Co. Ltd. | 170869 | 2435928 |
|  # | NongShim Co. Ltd. | 1299 | 397195 |
|  # | Orion Corp. | 21367 | 1487916 |
|  #\* | Peptron, Inc. | 5879 | 1114894 |
|  | PharmaResearch Co. Ltd. | 3718 | 1407662 |
|  | Poongsan Corp. | 10352 | 796159 |
|  | Posco DX Co. Ltd. | 41257 | 758627 |
|  #\* | POSCO Future M Co. Ltd. | 8797 | 1332891 |
|  | POSCO Holdings, Inc. (005490 KS) | 40176 | 8738050 |
|  | POSCO Holdings, Inc. (PKX US), Sponsored ADR | 2579 | 140865 |
|  | Posco International Corp. | 43584 | 1678950 |
|  #\* | Rainbow Robotics | 4141 | 1265294 |
|  # | S-1 Corp. | 17230 | 906042 |
|  # | Sam Chun Dang Pharm Co. Ltd. | 7088 | 1162133 |
|  \*Ω | Samsung Biologics Co. Ltd. | 6734 | 5770987 |
|  | Samsung C&T Corp. | 47044 | 7444807 |
|  | Samsung Card Co. Ltd. (029780 KS) | 30927 | 1074427 |
|  # | Samsung Electro-Mechanics Co. Ltd. | 36362 | 6233194 |
|  | Samsung Electronics Co. Ltd. (005930 KS) | 3156038 | 237574490 |
|  # | Samsung Engineering Co. Ltd. | 163107 | 2965331 |
|  | Samsung Fire & Marine Insurance Co. Ltd. | 29798 | 9222609 |
|  \* | Samsung Heavy Industries Co. Ltd. | 308492 | 6392520 |
|  | Samsung Life Insurance Co. Ltd. | 49334 | 5331488 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) |  |  |
|  | Samsung SDI Co. Ltd. | 36097 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8133425 |
|  | Samsung SDS Co. Ltd. | 24280 | 3114291 |
|  | Samsung Securities Co. Ltd. | 108043 | 5847473 |
|  | Samyang Foods Co. Ltd. | 3294 | 3110724 |
|  | Shinhan Financial Group Co. Ltd. (055550 KS) | 291646 | 14979698 |
|  | Shinhan Financial Group Co. Ltd. (SHG US), ADR | 23396 | 1209339 |
|  | Shinsegae, Inc. | 185 | 22547 |
|  #\* | Silicon2 Co. Ltd. | 22702 | 715950 |
|  #\* | SK Biopharmaceuticals Co. Ltd. | 20499 | 1657487 |
|  #\* | SK Bioscience Co. Ltd. | 14057 | 499150 |
|  | SK Hynix, Inc. | 350913 | 136537941 |
|  \*Ω | SK IE Technology Co. Ltd. | 13035 | 280033 |
|  | SK Innovation Co. Ltd. | 37174 | 3357001 |
|  | SK Telecom Co. Ltd. (017670 KS) | 46340 | 1696594 |
|  | SK, Inc. | 33170 | 5760002 |
|  \* | SKC Co. Ltd. | 10347 | 921971 |
|  | SM Entertainment Co. Ltd. | 6041 | 506060 |
|  #\* | S-Oil Corp. | 38378 | 1931723 |
|  #\* | Taihan Cable & Solution Co. Ltd. | 43396 | 733445 |
|  | WONIK IPS Co. Ltd. | 8135 | 364866 |
|  | Woori Financial Group, Inc. (316140 KS) | 728196 | 12963124 |
|  # | Youngone Corp. | 16186 | 656303 |
|  # | Yuhan Corp. | 26467 | 2189635 |
|  TOTAL SOUTH KOREA | TOTAL SOUTH KOREA | TOTAL SOUTH KOREA | 895008384 |
|  TAIWAN — (20.9%) | TAIWAN — (20.9%) |  |  |
|  | Accton Technology Corp. | 337000 | 11719746 |
|  # | Acer, Inc. | 3398811 | 3311548 |
|  | Advanced Energy Solution Holding Co. Ltd. | 25000 | 951695 |
|  | Advantech Co. Ltd. | 228089 | 2316786 |
|  | Airoha Technology Corp. | 23000 | 372395 |
|  | Airtac International Group | 123602 | 3645636 |
|  | Alchip Technologies Ltd. | 62000 | 6984853 |

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**CONTINUED** 

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| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  TAIWAN — (Continued) | TAIWAN — (Continued) |  |  |
|  # | ASE Technology Holding Co. Ltd. | 2343782 | $&nbsp;&nbsp;&nbsp;&nbsp;18752039 |
|  # | Asia Cement Corp. | 2725758 | 3212702 |
|  | Asia Vital Components Co. Ltd. | 253000 | 11582503 |
|  | ASMedia Technology, Inc. | 31000 | 1447414 |
|  # | ASPEED Technology, Inc. | 31300 | 5550838 |
|  | Asustek Computer, Inc. | 553180 | 12497164 |
|  # | AUO Corp. (2409 TT) | 7603498 | 2990033 |
|  | Bizlink Holding, Inc. | 153950 | 6919792 |
|  | Bora Pharmaceuticals Co. Ltd. | 38094 | 768699 |
|  \* | Caliway Biopharmaceuticals Co. Ltd. | 390000 | 1891888 |
|  | Capital Securities Corp. | 127000 | 100763 |
|  # | Catcher Technology Co. Ltd. | 708429 | 4568123 |
|  # | Cathay Financial Holding Co. Ltd. | 5553393 | 11524910 |
|  # | Chailease Holding Co. Ltd. | 1463651 | 4892360 |
|  | Chang Hwa Commercial Bank Ltd. | 5883570 | 3783927 |
|  | Cheng Shin Rubber Industry Co. Ltd. | 2083965 | 2160407 |
|  # | Chicony Electronics Co. Ltd. | 810497 | 3417976 |
|  | China Airlines Ltd. | 5039536 | 3267172 |
|  # | China Steel Corp. | 9023932 | 5445076 |
|  | Chroma ATE, Inc. | 344000 | 9107979 |
|  | Chung-Hsin Electric & Machinery Manufacturing Corp. | 198000 | 982975 |
|  | Chunghwa Telecom Co. Ltd. (2412 TT) | 1610000 | 6860136 |
|  | Chunghwa Telecom Co. Ltd. (CHT US), Sponsored ADR | 111161 | 4733235 |
|  # | Compal Electronics, Inc. | 5016541 | 5360436 |
|  | Compeq Manufacturing Co. Ltd. | 1260000 | 3561068 |
|  | CTBC Financial Holding Co. Ltd. | 10445175 | 14185407 |
|  | Delta Electronics, Inc. | 1111486 | 35749687 |
|  | E Ink Holdings, Inc. | 641000 | 4403615 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  TAIWAN — (Continued) | TAIWAN — (Continued) |  |  |
|  | E.Sun Financial Holding Co. Ltd. | 10620602 | $&nbsp;&nbsp;&nbsp;&nbsp;10258922 |
|  # | Eclat Textile Co. Ltd. | 171402 | 2278021 |
|  | Elite Material Co. Ltd. | 197000 | 8655330 |
|  # | eMemory Technology, Inc. | 70000 | 4507853 |
|  | Eva Airways Corp. | 4456758 | 5231638 |
|  # | Evergreen Marine Corp. Taiwan Ltd. | 1045289 | 6557220 |
|  | Far Eastern International Bank | 804200 | 330366 |
|  | Far Eastern New Century Corp. | 3702085 | 3185793 |
|  | Far EasTone Telecommunications Co. Ltd. | 1905000 | 5720999 |
|  # | Feng TAY Enterprise Co. Ltd. | 471666 | 1866926 |
|  | First Financial Holding Co. Ltd. | 9944409 | 9224042 |
|  # | Formosa Chemicals & Fibre Corp. | 3205518 | 3033199 |
|  | Formosa Petrochemical Corp. | 735000 | 1068654 |
|  # | Formosa Plastics Corp. | 3771153 | 4660187 |
|  # | Fortune Electric Co. Ltd. | 125620 | 2904388 |
|  # | Foxconn Technology Co. Ltd. | 1025627 | 2370785 |
|  | Fubon Financial Holding Co. Ltd. | 4578933 | 13551655 |
|  | Getac Holdings Corp. | 429000 | 1921738 |
|  | Gigabyte Technology Co. Ltd. | 459000 | 4160991 |
|  | Global Unichip Corp. | 69000 | 3411356 |
|  # | Globalwafers Co. Ltd. | 282000 | 4636352 |
|  # | Gold Circuit Electronics Ltd. | 370000 | 5555238 |
|  | Highwealth Construction Corp. | 1448416 | 1834457 |
|  | Hiwin Technologies Corp. | 100291 | 724113 |
|  | Hon Hai Precision Industry Co. Ltd. (2317 TT) | 5740322 | 47744445 |
|  | Hotai Motor Co. Ltd. | 209960 | 3849285 |
|  | Hua Nan Financial Holdings Co. Ltd. | 7563531 | 7176099 |
|  | Innolux Corp. | 6766372 | 2914174 |
|  # | International Games System Co. Ltd. | 284000 | 6636264 |
|  | Inventec Corp. | 2220550 | 3295632 |

---

977

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**THE EMERGING MARKETS SERIES** 

**CONTINUED** 

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  TAIWAN — (Continued) | TAIWAN — (Continued) |  |  |
|  | Jentech Precision Industrial Co. Ltd. | 50000 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3428312 |
|  | JSL Construction & Development Co. Ltd. | 32451 | 53772 |
|  | KGI Financial Holding Co. Ltd. | 14938108 | 7705696 |
|  | King Slide Works Co. Ltd. | 33000 | 4377839 |
|  | King Yuan Electronics Co. Ltd. | 1491000 | 10454028 |
|  | L&K Engineering Co. Ltd. | 142000 | 2196759 |
|  # | Largan Precision Co. Ltd. (3008 TT) | 69860 | 5014145 |
|  | Lien Hwa Industrial Holdings Corp. | 1050859 | 1648494 |
|  | Lite-On Technology Corp. | 1515410 | 8791631 |
|  | Lotes Co. Ltd. | 90700 | 4043923 |
|  | Makalot Industrial Co. Ltd. | 33020 | 288097 |
|  | MediaTek, Inc. | 702995 | 29813612 |
|  | Mega Financial Holding Co. Ltd. | 5568541 | 7320931 |
|  # | Micro-Star International Co. Ltd. | 807000 | 2860742 |
|  | Mitac Holdings Corp. | 597000 | 1927090 |
|  | momo.com, Inc. | 47832 | 362378 |
|  | MPI Corp. | 42000 | 2847803 |
|  # | Nan Ya Plastics Corp. | 4051599 | 5451842 |
|  | Nan Ya Printed Circuit Board Corp. | 119000 | 1115386 |
|  \* | Nanya Technology Corp. | 1217010 | 5197235 |
|  | Nien Made Enterprise Co. Ltd. | 214000 | 2563682 |
|  # | Novatek Microelectronics Corp. | 568000 | 7236964 |
|  # | Pegatron Corp. | 1854345 | 4461161 |
|  | PharmaEssentia Corp. | 225045 | 3635818 |
|  | Phison Electronics Corp. | 169000 | 5826482 |
|  | Pou Chen Corp. | 2506487 | 2384904 |
|  | Powertech Technology, Inc. | 902819 | 5043286 |
|  | President Chain Store Corp. | 595831 | 4614101 |
|  | Qisda Corp. | 588880 | 591722 |
|  # | Quanta Computer, Inc. | 1830000 | 17747759 |
|  # | Radiant Opto-Electronics Corp. | 270000 | 1156582 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  TAIWAN — (Continued) | TAIWAN — (Continued) |  |  |
|  | Realtek Semiconductor Corp. | 312950 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5225845 |
|  | Ruentex Development Co. Ltd. | 1695101 | 1641905 |
|  | Ruentex Industries Ltd. | 56214 | 98068 |
|  | Sakura Development Co. Ltd. | 58800 | 91849 |
|  | Sanyang Motor Co. Ltd. | 91000 | 178556 |
|  | Shanghai Commercial & Savings Bank Ltd. | 3396718 | 4372615 |
|  # | Shihlin Electric & Engineering Corp. | 191000 | 1234526 |
|  | Silergy Corp. | 235000 | 1690775 |
|  | Simplo Technology Co. Ltd. | 186000 | 2117295 |
|  | Sino-American Silicon Products, Inc. | 56000 | 226605 |
|  | SinoPac Financial Holdings Co. Ltd. | 10368699 | 8630833 |
|  \* | Starlux Airlines Co. Ltd. | 636000 | 495989 |
|  # | Synnex Technology International Corp. | 1370343 | 2526327 |
|  | TA Chen Stainless Pipe | 2056636 | 2451470 |
|  | Taichung Commercial Bank Co. Ltd. | 3945583 | 2742965 |
|  | Taiwan Business Bank | 8943181 | 4454663 |
|  | Taiwan Cooperative Financial Holding Co. Ltd. | 7873932 | 6085335 |
|  | Taiwan FamilyMart Co. Ltd. | 10000 | 62283 |
|  | Taiwan Fertilizer Co. Ltd. | 107000 | 167262 |
|  #\* | Taiwan Glass Industry Corp. | 143375 | 130086 |
|  | Taiwan High Speed Rail Corp. | 1649000 | 1465691 |
|  # | Taiwan Mobile Co. Ltd. | 1824300 | 6492419 |
|  | Taiwan Secom Co. Ltd. | 84670 | 297074 |
|  | Taiwan Semiconductor Manufacturing Co. Ltd. (2330 TT) | 12384808 | 598925179 |
|  | Taiwan Union Technology Corp. | 174000 | 2169523 |
|  # | Tatung Co. Ltd. | 1660600 | 1946413 |
|  # | TCC Group Holdings Co. Ltd. | 6193701 | 4443828 |

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##### [**Table of Contents**](#toc)
**THE EMERGING MARKETS SERIES** 

**CONTINUED** 

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  TAIWAN — (Continued) | TAIWAN — (Continued) |  |  |
|  | Teco Electric & Machinery Co. Ltd. | 1557000 | $5859808 |
|  | Tripod Technology Corp. | 561870 | 6213825 |
|  | TS Financial Holding Co. Ltd (2887 TT) | 21572398 | 13105356 |
|  \* | TS Financial Holding Co. Ltd (28871 TT) | 2690628 | 807064 |
|  | Unimicron Technology Corp. | 1269000 | 6688314 |
|  | Union Bank of Taiwan | 1040370 | 626885 |
|  | Uni-President Enterprises Corp. | 4692033 | 11987767 |
|  | United Integrated Services Co. Ltd. | 170000 | 4731906 |
|  # | United Microelectronics Corp. (2303 TT) | 9504000 | 14353198 |
|  # | United Microelectronics Corp. (UMC US), Sponsored ADR | 59082 | 455522 |
|  | Vanguard International Semiconductor Corp. | 1078126 | 3375042 |
|  | VisEra Technologies Co. Ltd. | 54000 | 449569 |
|  # | Voltronic Power Technology Corp. | 75224 | 2946961 |
|  # | Walsin Lihwa Corp. | 3142952 | 3044273 |
|  # | Wan Hai Lines Ltd. | 886747 | 2365969 |
|  \* | Winbond Electronics Corp. | 3826591 | 6692507 |
|  \*†† | Wintek Corp. | 604760 | 0 |
|  # | Wistron Corp. | 2463699 | 11939872 |
|  # | Wiwynn Corp. | 75000 | 10576467 |
|  | WNC Corp. | 21172 | 85912 |
|  # | WPG Holdings Ltd. | 1741039 | 3405077 |
|  | WT Microelectronics Co. Ltd. | 352945 | 1636266 |
|  # | Yageo Corp. | 1366536 | 10999059 |
|  # | Yang Ming Marine Transport Corp. | 2002000 | 3735049 |
|  | Yuanta Financial Holding Co. Ltd. | 9309018 | 10422792 |
|  | Yulon Finance Corp. | 29424 | 91888 |
|  # | Zhen Ding Technology Holding Ltd. | 936700 | 4946257 |
|  TOTAL TAIWAN | TOTAL TAIWAN | TOTAL TAIWAN | 1360357265 |
|  THAILAND — (1.3%) | THAILAND — (1.3%) |  |  |
|  | Advanced Info Service PCL | 616200 | 5755138 |
|  | Airports of Thailand PCL | 1767600 | 2254941 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  THAILAND — (Continued) | THAILAND — (Continued) |  |  |
|  | Asset World Corp. PCL | 6370900 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;433462 |
|  | B Grimm Power PCL | 477500 | 239230 |
|  # | Bangchak Corp. PCL | 656200 | 598667 |
|  | Bangkok Bank PCL (BBLF TB) | 529400 | 2619576 |
|  | Bangkok Bank PCL (BBLR TB), NVDR | 126700 | 621059 |
|  | Bangkok Dusit Medical Services PCL, Class F | 4395800 | 2569371 |
|  # | Bangkok Expressway & Metro PCL | 5243799 | 835181 |
|  | Banpu PCL | 7701966 | 1202874 |
|  # | Berli Jucker PCL | 898500 | 508506 |
|  | Betagro PCL | 31600 | 15636 |
|  #\* | BTS Group Holdings PCL | 10586500 | 962558 |
|  | Bumrungrad Hospital PCL | 459800 | 2445820 |
|  # | Cal-Comp Electronics Thailand PCL, Class F | 2252900 | 425010 |
|  # | Carabao Group PCL | 273600 | 380764 |
|  | Central Pattana PCL | 1279200 | 2126396 |
|  # | Central Plaza Hotel PCL | 432400 | 431263 |
|  # | Central Retail Corp. PCL | 1472650 | 933642 |
|  | Charoen Pokphand Foods PCL | 3355623 | 2189691 |
|  | Com7 PCL | 942000 | 728313 |
|  | CP ALL PCL | 2232500 | 3175970 |
|  # | CP Axtra PCL | 1049581 | 636208 |
|  | Delta Electronics Thailand PCL | 1265900 | 8495448 |
|  | Electricity Generating PCL | 203700 | 774860 |
|  | Global Power Synergy PCL | 529000 | 678939 |
|  \* | Gulf Development PCL | 1894125 | 2592085 |
|  # | Home Product Center PCL | 4362113 | 883620 |
|  | Indorama Ventures PCL | 1172600 | 692645 |
|  | I-TAIL Corp. PCL | 436200 | 232028 |
|  | Kasikornbank PCL (KBANKF TB) | 220900 | 1274095 |
|  | Kasikornbank PCL (KBANKR TB), NVDR | 5500 | 31723 |
|  # | Kiatnakin Phatra Bank PCL | 230987 | 469689 |

---

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**THE EMERGING MARKETS SERIES** 

**CONTINUED** 

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  THAILAND — (Continued) | THAILAND — (Continued) |  |  |
|  | Krung Thai Bank PCL | 1646187 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1387308 |
|  | Krungthai Card PCL | 684000 | 602876 |
|  | Land & Houses PCL (LHF TB) | 4694600 | 566227 |
|  | MBK PCL | 487704 | 248867 |
|  | Minor International PCL | 2962683 | 2107367 |
|  | Muangthai Capital PCL | 811400 | 1016289 |
|  | Osotspa PCL | 947300 | 459954 |
|  | PTT Exploration & Production PCL | 1146255 | 3793081 |
|  | PTT Global Chemical PCL | 1386625 | 1082798 |
|  # | PTT Oil & Retail Business PCL | 2005300 | 911641 |
|  | PTT PCL | 6050800 | 5754201 |
|  # | Ratch Group PCL | 903700 | 775558 |
|  | SCB X PCL | 397466 | 1610269 |
|  | SCG Packaging PCL | 997801 | 561620 |
|  | Siam Cement PCL | 434800 | 2743133 |
|  # | Siam Global House PCL | 777100 | 165826 |
|  | Srisawad Corp. PCL | 703700 | 614799 |
|  | Supalai PCL | 128900 | 68167 |
|  | Thai Life Insurance PCL | 1233000 | 392760 |
|  | Thai Oil PCL | 1118117 | 1236205 |
|  | Thai Union Group PCL | 2083040 | 843910 |
|  | Thanachart Capital PCL | 314900 | 496672 |
|  | TIDLOR Holdings PCL  | 1228549 | 797883 |
|  | Tisco Financial Group PCL (TISCO/F TB) | 202200 | 672228 |
|  # | TMBThanachart Bank PCL | 19015797 | 1087961 |
|  \* | True Corp. PCL | 9077286 | 3200280 |
|  | TTW PCL | 684628 | 191615 |
|  | WHA Corp. PCL | 6290600 | 634215 |
|  TOTAL THAILAND | TOTAL THAILAND | TOTAL THAILAND | 82238118 |
|  TURKEY — (0.6%) | TURKEY — (0.6%) |  |  |
|  \* | Ahlatci Dogal Gaz Dagitim Enerji VE Yatirim AS | 476851 | 325527 |
|  | Akbank TAS | 2245240 | 3241868 |
|  \* | Aksa Enerji Uretim AS | 304736 | 376498 |
|  # | Anadolu Efes Biracilik Ve Malt Sanayii AS | 2011505 | 694396 |
|  #\* | Arcelik AS | 54843 | 144077 |
|  | Aselsan Elektronik Sanayi Ve Ticaret AS | 389028 | 1880772 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  TURKEY — (Continued) | TURKEY — (Continued) |  |  |
|  # | Astor Transformator Enerji Turizm Insaat Ve Petrol Sanayi Ticaret AS | 189045 | $441222 |
|  # | BIM Birlesik Magazalar AS | 180046 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2305669 |
|  \* | Borusan Birlesik Boru Fabrikalari Sanayi ve Ticaret AS | 8793 | 100611 |
|  | Borusan Yatirim ve Pazarlama AS | 2836 | 164885 |
|  | Cimsa Cimento Sanayi VE Ticaret AS | 37329 | 42077 |
|  # | Coca-Cola Icecek AS | 700396 | 856182 |
|  | Dogan Sirketler Grubu Holding AS | 347181 | 140974 |
|  | Dogus Otomotiv Servis ve Ticaret AS | 9274 | 39756 |
|  | EIS Eczacibasi Ilac ve Sinai ve Finansal Yatirimlar Sanayi ve Ticaret AS | 72944 | 156819 |
|  Ω | Enerjisa Enerji AS | 197327 | 386842 |
|  | Enerya Enerji AS | 937066 | 217555 |
|  # | Enka Insaat ve Sanayi AS | 686165 | 1265820 |
|  | Eregli Demir ve Celik Fabrikalari TAS | 2057610 | 1343360 |
|  # | Ford Otomotiv Sanayi AS | 263224 | 620630 |
|  | GEN Ilac VE Saglik Urunleri Sanayi VE Ticaret AS | 57965 | 263619 |
|  | Grainturk Tarim AS | 7618 | 83273 |
|  \* | Gubre Fabrikalari TAS | 43490 | 327084 |
|  | Is Yatirim Menkul Degerler AS | 434732 | 454200 |
|  | Kiler Holding AS | 74337 | 240418 |
|  | KOC Holding AS | 400630 | 1631518 |
|  \* | Margun Enerji Uretim Sanayi VE Ticaret AS | 565355 | 397745 |
|  # | Migros Ticaret AS | 56881 | 612671 |
|  \*Ω | MLP Saglik Hizmetleri AS | 63116 | 504360 |
|  #\* | Otokar Otomotiv Ve |  |  |
|  | Savunma Sanayi AS | 18649 | 203570 |
|  # | Oyak Cimento Fabrikalari AS | 780529 | 393722 |
|  \* | Pasifik Eurasia Lojistik Dis Ticaret AS | 36872 | 116871 |

---

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##### [**Table of Contents**](#toc)
**THE EMERGING MARKETS SERIES** 

**CONTINUED** 

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** | **Value»** |
|  TURKEY — (Continued) | TURKEY — (Continued) | TURKEY — (Continued) |  |  |
|  #\* | Pegasus Hava Tasimaciligi AS | 277708 | $| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1384646 |
|  #\* | Petkim Petrokimya Holding AS | 180688 |  | 73683 |
|  #\* | Sasa Polyester Sanayi AS | 4455791 |  | 325112 |
|  | Selcuk Ecza Deposu Ticaret ve Sanayi AS | 53430 |  | 98810 |
|  | TAB Gida Sanayi Ve Ticaret AS | 22915 |  | 129365 |
|  \* | TAV Havalimanlari Holding AS | 174734 |  | 1098251 |
|  # | Tofas Turk Otomobil Fabrikasi AS | 71473 |  | 448186 |
|  #\* | Turk Altin Isletmeleri AS | 519567 |  | 331366 |
|  # | Turk Hava Yollari AO | 406931 |  | 2817854 |
|  #\* | Turk Telekomunikasyon AS | 511108 |  | 619612 |
|  | Turk Traktor ve Ziraat Makineleri AS | 11346 |  | 147580 |
|  | Turkcell Iletisim Hizmetleri AS | 1076226 |  | 2548125 |
|  # | Turkiye Garanti Bankasi AS | 391168 |  | 1249356 |
|  | Turkiye Is Bankasi AS, Class C | 6047170 |  | 1815078 |
|  # | Turkiye Petrol Rafinerileri AS | 588011 |  | 2760148 |
|  | Turkiye Sigorta AS | 1586722 |  | 465798 |
|  # | Turkiye Sise ve Cam Fabrikalari AS | 973120 |  | 849542 |
|  #\* | Turkiye Vakiflar Bankasi TAO, Class D | 1068178 |  | 619855 |
|  | Vestel Beyaz Esya Sanayi ve Ticaret AS | 29061 |  | 6077 |
|  \* | Yapi ve Kredi Bankasi AS | 2751893 |  | 2195312 |
|  | Ziraat Gayrimenkul Yatirim Ortakligi AS | 584301 |  | 321462 |
|  TOTAL TURKEY | TOTAL TURKEY | TOTAL TURKEY |  | 40279809 |
|  UNITED ARAB EMIRATES — (1.6%) | UNITED ARAB EMIRATES — (1.6%) | UNITED ARAB EMIRATES — (1.6%) | UNITED ARAB EMIRATES — (1.6%) | UNITED ARAB EMIRATES — (1.6%) |
|  | Abu Dhabi Commercial Bank PJSC | 2223951 |  | 8725223 |
|  | Abu Dhabi Islamic Bank PJSC | 1487521 |  | 8547485 |
|  | Abu Dhabi National Oil Co. for Distribution PJSC | 2765906 |  | 2703178 |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** | **Value»** |
|  UNITED ARAB EMIRATES — (Continued) | UNITED ARAB EMIRATES — (Continued) | UNITED ARAB EMIRATES — (Continued) | UNITED ARAB EMIRATES — (Continued) | UNITED ARAB EMIRATES — (Continued) |
|  | ADNOC Drilling Co. |  |  |  |
|  | PJSC | 2163825 | $| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3287387 |
|  | ADNOC Logistics & Services | 998474 |  | 1559686 |
|  | Agility Global PLC | 161994 |  | 48058 |
|  | Aldar Properties PJSC | 1849602 |  | 4531740 |
|  | Alpha Dhabi Holding PJSC | 407537 |  | 1110865 |
|  | Dubai Electricity & Water Authority PJSC | 3836233 |  | 2902367 |
|  | Dubai Islamic Bank PJSC | 3374971 |  | 8730427 |
|  | Emaar Development PJSC | 869386 |  | 3531498 |
|  | Emaar Properties PJSC | 5060909 |  | 19583913 |
|  | Emirates Integrated Telecommunications Co. PJSC | 766163 |  | 1970222 |
|  | Emirates NBD Bank PJSC | 1924678 |  | 14727405 |
|  | Emirates Telecommunications Group Co. PJSC | 1621284 |  | 8560026 |
|  | First Abu Dhabi Bank PJSC | 1807134 |  | 8578477 |
|  \* | International Holding Co. PJSC | 23416 |  | 2550325 |
|  \* | Modon Holding PSC | 937064 |  | 931014 |
|  \* | Multiply Group PJSC | 399219 |  | 324376 |
|  | Salik Co. PJSC | 1663613 |  | 2708254 |
|  TOTAL UNITED ARAB EMIRATES | TOTAL UNITED ARAB EMIRATES | TOTAL UNITED ARAB EMIRATES |  | 105611926 |
|  TOTAL COMMON STOCKS | TOTAL COMMON STOCKS | TOTAL COMMON STOCKS |  | 6392038658 |
|  PREFERRED STOCKS — (0.8%) | PREFERRED STOCKS — (0.8%) | PREFERRED STOCKS — (0.8%) |  |  |
|  BRAZIL — (0.8%) | BRAZIL — (0.8%) | BRAZIL — (0.8%) | BRAZIL — (0.8%) | BRAZIL — (0.8%) |
|  | Banco Bradesco SA, 7.400% | 2207463 |  | 7451283 |
|  | Centrais Eletricas Brasileiras SA, 6.512% | 158346 |  | 1748003 |
|  | Cia Energetica de Minas Gerais, 12.908% | 1422778 |  | 2998969 |
|  | Cia Paranaense de Energia - Copel Class B, 4.654% | 1103566 |  | 2855350 |
|  | Energisa SA, 6.170% | 639 |  | 1116 |
|  | Gerdau SA, 3.379% | 579335 |  | 2039537 |

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**CONTINUED** 

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| | | |
|:---|:---|:---|
|  | **Shares** | **Value»** |
| BRAZIL — (Continued) | BRAZIL — (Continued) |  |
| Isa Energia Brasil SA, 10.298% | 31900 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;148888 |
| Itau Unibanco Holding SA, 6.653% | 1828399 | 13403852 |
| Petroleo Brasileiro SA - Petrobras, 10.136% | 3320648 | 18362485 |
| TOTAL BRAZIL | TOTAL BRAZIL | 49009483 |
| CHILE — (0.0%) | CHILE — (0.0%) |  |
| Embotelladora Andina SA, 4.564% | 234235 | 1053606 |
| COLOMBIA — (0.0%) | COLOMBIA — (0.0%) |  |
| Grupo Argos SA, 5.588% | 51488 | 161356 |
| Grupo Aval Acciones y Valores SA, 3.140% | 91127 | 18369 |
| Grupo Cibest SA, 8.036% | 43250 | 631695 |
| Grupo de Inversiones Suramericana SA, 3.606% | 71176 | 755213 |
| TOTAL COLOMBIA | TOTAL COLOMBIA | 1566633 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  INDIA — (0.0%) | INDIA — (0.0%) | INDIA — (0.0%) |  |
|  | TVS Motor Co. Ltd., 6.000% | 870308 | $98040 |
|  TOTAL PREFERRED STOCKS | TOTAL PREFERRED STOCKS | TOTAL PREFERRED STOCKS | 51727762 |
|  TOTAL INVESTMENT SECURITIES<br>(Cost $2,757,329,220) | TOTAL INVESTMENT SECURITIES<br>(Cost $2,757,329,220) | TOTAL INVESTMENT SECURITIES<br>(Cost $2,757,329,220) | 6443766420 |
|  |  |  | **Value†** |
|  SECURITIES LENDING COLLATERAL — (1.1%) | SECURITIES LENDING COLLATERAL — (1.1%) | SECURITIES LENDING COLLATERAL — (1.1%) |  |
|  @§ | The DFA Short Term Investment Fund | 6377175 | 73764784 |
|  TOTAL INVESTMENTS — (100.0%)<br>(Cost $2,831,094,004) | TOTAL INVESTMENTS — (100.0%)<br>(Cost $2,831,094,004) |  | $6517531204 |

---

As of October 31, 2025, The Emerging Markets Series had entered into the following outstanding futures contracts:

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Description** | **Number of<br>Contracts** | **Expiration<br>Date** | **Notional**<br>**Value** | **Market**<br>**Value** | **Unrealized<br>Appreciation<br>(Depreciation)** |
|  **Long Position Contracts:** |  |  |  |  |  |
|  S&P 500<sup>®</sup> Emini Index | 129 | 12/19/25 | $42850762 | $44337300 | $1486538 |
|  **Total Futures Contracts** |  |  | $**42850762** | $**44337300** | $**1486538** |

---

As of October 31, 2025, the value of Rule 144A securities amounted to $276,276,008 or 4.3% of net assets.

Summary of the Series' investments as of October 31, 2025, 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 | $171285326 |  |  | $171285326 |
| &nbsp;&nbsp;&nbsp;&nbsp; Chile | 12097405 | $18150773 |  | 30248178 |
| &nbsp;&nbsp;&nbsp;&nbsp; China | 217071786 | 1458720318 |  | 1675792104 |
| &nbsp;&nbsp;&nbsp;&nbsp; Colombia | 8800171 |  |  | 8800171 |
| &nbsp;&nbsp;&nbsp;&nbsp; Czech Republic |  | 8726911 |  | 8726911 |
| &nbsp;&nbsp;&nbsp;&nbsp; Egypt | 261194 | 3168787 |  | 3429981 |

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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** |
| &nbsp;&nbsp;&nbsp;&nbsp; Greece |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$37994882 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$37994882 |
| &nbsp;&nbsp;&nbsp;&nbsp; Hungary |  | 19683138 |  | 19683138 |
| &nbsp;&nbsp;&nbsp;&nbsp; India | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$32165116 | 1037259522 |  | 1069424638 |
| &nbsp;&nbsp;&nbsp;&nbsp; Indonesia |  | 81699657 |  | 81699657 |
| &nbsp;&nbsp;&nbsp;&nbsp; Kuwait |  | 40157128 |  | 40157128 |
| &nbsp;&nbsp;&nbsp;&nbsp; Malaysia |  | 91178452 |  | 91178452 |
| &nbsp;&nbsp;&nbsp;&nbsp; Mexico | 116041894 |  |  | 116041894 |
| &nbsp;&nbsp;&nbsp;&nbsp; Peru | 9082886 |  |  | 9082886 |
| &nbsp;&nbsp;&nbsp;&nbsp; Philippines |  | 27706497 |  | 27706497 |
| &nbsp;&nbsp;&nbsp;&nbsp; Poland |  | 69823339 |  | 69823339 |
| &nbsp;&nbsp;&nbsp;&nbsp; Qatar |  | 44535219 |  | 44535219 |
| &nbsp;&nbsp;&nbsp;&nbsp; Saudi Arabia |  | 198681827 |  | 198681827 |
| &nbsp;&nbsp;&nbsp;&nbsp; South Africa | 43503635 | 160747293 |  | 204250928 |
| &nbsp;&nbsp;&nbsp;&nbsp; South Korea | 4327838 | 890680546 |  | 895008384 |
| &nbsp;&nbsp;&nbsp;&nbsp; Taiwan | 5188757 | 1355168508 |  | 1360357265 |
| &nbsp;&nbsp;&nbsp;&nbsp; Thailand | 652782 | 81585336 |  | 82238118 |
| &nbsp;&nbsp;&nbsp;&nbsp; Turkey |  | 40279809 |  | 40279809 |
| &nbsp;&nbsp;&nbsp;&nbsp; United Arab Emirates |  | 105611926 |  | 105611926 |
|  Preferred Stocks |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Brazil | 49009483 |  |  | 49009483 |
| &nbsp;&nbsp;&nbsp;&nbsp; Chile |  | 1053606 |  | 1053606 |
| &nbsp;&nbsp;&nbsp;&nbsp; Colombia | 1566633 |  |  | 1566633 |
| &nbsp;&nbsp;&nbsp;&nbsp; India |  | 98040 |  | 98040 |
|  Securities Lending Collateral |  | 73764784 |  | 73764784 |
|  Total Investments in Securities | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$671054906 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$5846476298 | —<> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$6517531204 |
|  **Financial Instruments** |  |  |  |  |
|  **Assets** |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Futures Contracts\*\* | 1486538 |  |  | 1486538 |
|  Total Financial Instruments | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$1486538 |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$1486538 |

---

\*\* Valued at the unrealized appreciation/(depreciation) on the investment.

---

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

---

See accompanying Notes to Financial Statements.

983

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##### [**Table of Contents**](#toc)
**THE EMERGING MARKETS SMALL CAP SERIES** 

**SCHEDULE OF INVESTMENTS** 

**October 31, 2025** 

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  COMMON STOCKS — (97.8%) | COMMON STOCKS — (97.8%) | COMMON STOCKS — (97.8%) |  |
|  BRAZIL — (3.3%) | BRAZIL — (3.3%) | BRAZIL — (3.3%) |  |
|  | Allied Tecnologia SA | 56700 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;107605 |
|  | Allos SA | 955532 | 4431365 |
|  | Alupar Investimento SA | 511337 | 3096564 |
|  | Anima Holding SA | 242900 | 159376 |
|  | Auren Energia SA | 319131 | 651911 |
|  | Bemobi Mobile Tech SA | 142619 | 621644 |
|  \* | Blau Farmaceutica SA | 9626 | 23940 |
|  | Boa Safra Sementes SA | 59537 | 116198 |
|  | BR Advisory Partners Participacoes SA | 83813 | 302228 |
|  | BrasilAgro - Co. Brasileira de Propriedades Agricolas | 145452 | 540178 |
|  \* | Brava Energia | 132587 | 363755 |
|  | C&A Modas SA | 312520 | 943959 |
|  \* | Cia Brasileira de Aluminio | 96041 | 92650 |
|  \* | Cia Brasileira de Distribuicao | 386539 | 270149 |
|  | Cia de Saneamento de Minas Gerais Copasa MG | 623774 | 4381531 |
|  | Cia De Sanena Do Parana (SAPR11 BZ) | 923809 | 5920675 |
|  | Cia De Sanena Do Parana (SAPR3 BZ) | 547196 | 726211 |
|  | Cia Siderurgica Nacional SA (CSNA3 BZ) | 180900 | 317419 |
|  | Cogna Educacao SA | 2634059 | 1831129 |
|  | Construtora Tenda SA | 12300 | 53887 |
|  \* | Cosan SA | 992933 | 1135055 |
|  | Cruzeiro do Sul Educacional SA | 258997 | 280663 |
|  | CSU Digital SA | 65014 | 215708 |
|  | Cury Construtora e Incorporadora SA | 428601 | 2783542 |
|  | Cyrela Brazil Realty SA Empreendimentos e Participacoes | 715568 | 4052706 |
|  Ω | Desktop SA | 23721 | 67460 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  BRAZIL — (Continued) | BRAZIL — (Continued) | BRAZIL — (Continued) |  |
|  | Dexco SA | 639810 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;637437 |
|  | Dimed SA Distribuidora da Medicamentos | 180980 | 315877 |
|  | Direcional Engenharia SA | 289437 | 913510 |
|  | EcoRodovias Infraestrutura e Logistica SA | 593378 | 879046 |
|  | Embraer SA (EMBR3 BZ) | 989509 | 15999663 |
|  | Embraer SA (ERJ US), Sponsored ADR | 187677 | 12101413 |
|  | Empreendimentos Pague Menos SA | 85820 | 62212 |
|  | Even Construtora e Incorporadora SA | 317994 | 440349 |
|  | Ez Tec Empreendimentos e Participacoes SA | 243656 | 840124 |
|  | Fleury SA | 614330 | 1661446 |
|  | Fras-Le SA | 173868 | 741693 |
|  Ω | GPS Participacoes e Empreendimentos SA | 771120 | 2726178 |
|  | Grendene SA | 514179 | 502715 |
|  | Grupo Mateus SA | 1288776 | 1542713 |
|  | Grupo SBF SA | 62346 | 149609 |
|  | Guararapes Confeccoes SA | 170211 | 320493 |
|  \*Ω | Hapvida Participacoes e Investimentos SA | 209805 | 1219845 |
|  | Hospital Mater Dei SA | 4700 | 3722 |
|  | Hypera SA | 303279 | 1456655 |
|  | Intelbras SA Industria de Telecomunicacao Eletronica Brasileira | 65700 | 146056 |
|  | Iochpe Maxion SA | 51500 | 104820 |
|  | Irani Papel e Embalagem SA | 261317 | 433266 |
|  \* | IRB-Brasil Resseguros SA | 113921 | 1044777 |
|  | JHSF Participacoes SA | 912076 | 1117219 |
|  | JSL SA | 49571 | 49756 |
|  | Kepler Weber SA | 358224 | 615911 |
|  | Klabin SA | 96448 | 323409 |

---

984

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##### [**Table of Contents**](#toc)
**THE EMERGING MARKETS SMALL CAP SERIES** 

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  BRAZIL — (Continued) | BRAZIL — (Continued) | BRAZIL — (Continued) |  |
|  | Lavvi Empreendimentos Imobiliarios SA | 293400 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;815311 |
|  | LOG Commercial Properties e Participacoes SA | 102471 | 451413 |
|  \* | Log-in Logistica Intermodal SA | 71124 | 436266 |
|  | Lojas Quero-Quero SA | 94308 | 36812 |
|  | Lojas Renner SA | 1840982 | 5078146 |
|  Ω | LWSA SA | 151801 | 110325 |
|  | M Dias Branco SA | 39969 | 217826 |
|  | Magazine Luiza SA | 388800 | 612113 |
|  | Mahle Metal Leve SA | 34254 | 189927 |
|  | Marcopolo SA | 621600 | 787983 |
|  | MBRF Global Foods Co. SA | 855283 | 2840901 |
|  \*Ω | Meliuz SA | 85500 | 71039 |
|  | Melnick Even Desenvolvimento Imobiliario SA | 101700 | 74291 |
|  | Mills Locacao Servicos e Logistica SA | 501620 | 1216766 |
|  \* | Minerva SA | 388800 | 518887 |
|  Ω | Mitre Realty Empreendimentos E Participacoes LTDA | 39000 | 26532 |
|  | Moura Dubeux Engenharia SA | 178200 | 915850 |
|  | Movida Participacoes SA | 153466 | 233624 |
|  \* | MRV Engenharia e Participacoes SA | 460200 | 646681 |
|  | Multiplan Empreendimentos Imobiliarios SA | 217722 | 1112497 |
|  \* | Natura Cosmeticos SA | 973379 | 1630154 |
|  \* | Oceanpact Servicos Maritimos SA | 43800 | 61793 |
|  | Odontoprev SA | 680882 | 1611098 |
|  \* | Orizon Valorizacao de Residuos SA | 15884 | 163743 |
|  | Pet Center Comercio e Participacoes SA | 355129 | 245556 |
|  | Petroreconcavo SA | 11470 | 26479 |
|  | Plano & Plano Desenvolvimento Imobiliario SA | 140177 | 380670 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  BRAZIL — (Continued) | BRAZIL — (Continued) | BRAZIL — (Continued) |  |
|  | Profarma Distribuidora de Produtos Farmaceuticos SA | 8300 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12959 |
|  | Qualicorp Consultoria e Corretora de Seguros SA | 30300 | 15263 |
|  | Romi SA | 132540 | 200536 |
|  | Sao Carlos Empreendimentos e Participacoes SA | 37700 | 146667 |
|  | Sao Martinho SA | 441094 | 1151118 |
|  # | Sendas Distribuidora SA (ASAI US), ADR | 74984 | 590124 |
|  | Sendas Distribuidora SA (ASAI3 BZ) | 190111 | 303898 |
|  Ω | Ser Educacional SA | 51610 | 97657 |
|  | Simpar SA | 770712 | 661844 |
|  | SLC Agricola SA | 201723 | 605549 |
|  | Smartfit Escola de Ginastica e Danca SA | 571853 | 2676467 |
|  | Tegma Gestao Logistica SA | 116092 | 786110 |
|  | TOTVS SA | 1045212 | 8620166 |
|  | Transmissora Alianca de Energia Eletrica SA | 1007523 | 7135127 |
|  | Tres Tentos Agroindustrial SA | 253677 | 754908 |
|  | Trisul SA | 214066 | 303992 |
|  | Ultrapar Participacoes SA (UGPA3 BZ) | 464626 | 1849021 |
|  | Unifique Telecomunicacoes SA | 36863 | 33026 |
|  \* | Usinas Siderurgicas de Minas Gerais SA Usiminas | 67821 | 70973 |
|  | Valid Solucoes e Servicos de Seguranca em Meios de Pagamento e Identificacao SA | 105832 | 435725 |
|  | Vivara Participacoes SA | 324193 | 1880096 |
|  | Vulcabras SA | 419776 | 1802401 |
|  | Wiz Co. | 81944 | 126573 |
|  | YDUQS Participacoes SA | 269730 | 712435 |
|  TOTAL BRAZIL | TOTAL BRAZIL | TOTAL BRAZIL | 131322740 |

---

985

------

##### [**Table of Contents**](#toc)
**THE EMERGING MARKETS SMALL CAP SERIES** 

**CONTINUED** 

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  CHILE — (0.7%) | CHILE — (0.7%) | CHILE — (0.7%) | CHILE — (0.7%) |
|  | Aguas Andinas SA, Class A | 4856613 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1850524 |
|  | Besalco SA | 1016226 | 1194498 |
|  | Bicecorp SA | 2234119 | 782190 |
|  | Camanchaca SA | 1466611 | 97713 |
|  \* | CAP SA | 148607 | 993033 |
|  | Cia Cervecerias Unidas SA (CCU CI) | 44325 | 282372 |
|  # | Cia Cervecerias Unidas SA (CCU US), Sponsored ADR | 17960 | 231684 |
|  | Cia Sud Americana de Vapores SA | 3815813 | 189675 |
|  | Colbun SA | 10468559 | 1573377 |
|  | Cristalerias de Chile SA | 130323 | 373980 |
|  | Embotelladora Andina SA, ADR, Class B | 42824 | 1158818 |
|  | Empresa Nacional de Telecomunicaciones SA | 450193 | 2144499 |
|  | Empresas Lipigas SA | 6383 | 43466 |
|  | Engie Energia Chile SA | 866969 | 1248965 |
|  | Forus SA | 138560 | 320350 |
|  | Inversiones Aguas Metropolitanas SA | 743097 | 749347 |
|  | Inversiones La Construccion SA | 65961 | 1049888 |
|  \* | Multiexport Foods SA | 1780116 | 493419 |
|  | Parque Arauco SA | 1595320 | 4447775 |
|  | PAZ Corp. SA | 881968 | 702231 |
|  | Ripley Corp. SA | 1635621 | 794738 |
|  | Salfacorp SA | 946067 | 1039112 |
|  | Sigdo Koppers SA | 874972 | 1272933 |
|  | SMU SA | 1357747 | 220781 |
|  | Sociedad Matriz SAAM SA | 31684439 | 4195360 |
|  | SONDA SA | 862619 | 312882 |
|  | Vina Concha y Toro SA | 822071 | 896380 |
|  TOTAL CHILE | TOTAL CHILE | TOTAL CHILE | 28659990 |
|  CHINA — (27.3%) | CHINA — (27.3%) | CHINA — (27.3%) | CHINA — (27.3%) |
|  | 263 Network Communications Co. Ltd., Class A | 150800 | 135867 |
|  | 361 Degrees International Ltd. | 3755000 | 2840102 |
|  \* | 3D Medicines, Inc. | 72000 | 58650 |
|  Ω | 3SBio, Inc. | 5441000 | 21647836 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
|  | 5I5J Holding Group Co. Ltd., Class A | 471200 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;190166 |
|  | AAC Technologies Holdings, Inc. | 1934500 | 9944090 |
|  | ABA Chemicals Corp., Class A | 49600 | 50636 |
|  \* | Adicon Holdings Ltd. | 49000 | 38111 |
|  | Advanced Fiber Resources Zhuhai Ltd., Class A | 17000 | 249887 |
|  \* | AECC Aero Science & Technology Co. Ltd., Class A | 81900 | 308942 |
|  \* | Aerospace Hi-Tech Holdings Group Ltd., Class A | 96600 | 258900 |
|  #\* | Agile Group Holdings Ltd. | 2592000 | 139715 |
|  \* | Agora, Inc., ADR | 48024 | 170485 |
|  \* | AIM Vaccine Co. Ltd., Class H | 146800 | 73903 |
|  \*Ω | AInnovation Technology Group Co. Ltd., Class H | 92900 | 80118 |
|  #Ω | AK Medical Holdings Ltd. | 408000 | 308558 |
|  \*Ω | Akeso, Inc. | 5000 | 72804 |
|  \* | Alibaba Health Information Technology Ltd. | 6676000 | 4979535 |
|  #Ω | A-Living Smart City Services Co. Ltd., Class H | 958000 | 304783 |
|  | Allmed Medical Products Co. Ltd., Class A | 120500 | 184505 |
|  \*Ω | Alphamab Oncology | 580000 | 858470 |
|  | Amoy Diagnostics Co. Ltd., Class A | 39169 | 125734 |
|  | Amrita Global Development Ltd. | 1794000 | 138523 |
|  | ANE Cayman, Inc. | 1680500 | 2481413 |
|  \* | Angang Steel Co. Ltd., Class H | 3904999 | 1019570 |
|  #Ω | Angelalign Technology, Inc. | 87000 | 714123 |
|  | Anhui Anfu Battery Technology Co. Ltd., Class A | 30700 | 173900 |
|  | Anhui Construction Engineering Group Co. Ltd., Class A | 666590 | 444115 |

---

986

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##### [**Table of Contents**](#toc)
**THE EMERGING MARKETS SMALL CAP SERIES** 

**CONTINUED** 

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
|  | Anhui Expressway Co. Ltd., Class H | 1738000 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2759361 |
|  \* | Anhui Golden Seed Winery Co. Ltd., Class A | 83300 | 121665 |
|  | Anhui Guangxin Agrochemical Co. Ltd., Class A | 120900 | 199203 |
|  \* | Anhui Guofeng New Materials Co. Ltd., Class A | 90300 | 80813 |
|  | Anhui Hengyuan Coal Industry & Electricity Power Co. Ltd., Class A | 165800 | 166834 |
|  | Anhui Honglu Steel Construction Group Co. Ltd., Class A | 13700 | 34869 |
|  | Anhui Huilong Agricultural Means of Production Co. Ltd., Class A | 84200 | 68241 |
|  | Anhui Jinhe Industrial Co. Ltd., Class A | 51600 | 145657 |
|  | Anhui Sierte Fertilizer Industry Ltd. Co., Class A | 19000 | 16054 |
|  \* | Anhui Tatfook Technology Co. Ltd., Class A | 152900 | 249262 |
|  | Anhui Transport Consulting & Design Institute Co. Ltd., Class A | 107796 | 129302 |
|  | Anhui Xinhua Media Co. Ltd., Class A | 145300 | 136828 |
|  | Anshan Hifichem Co. Ltd., Class A | 48000 | 93916 |
|  \* | Anshan Senyuan Road & Bridge Co. Ltd., Class A | 33900 | 44476 |
|  \*Ω | Antengene Corp. Ltd. | 395000 | 263669 |
|  | Anton Oilfield Services Group | 5944000 | 803902 |
|  \* | Anyang Iron & Steel, Inc., Class A | 67600 | 24061 |
|  | Aoshikang Technology Co. Ltd., Class A | 69350 | 376857 |
|  | Aotecar New Energy Technology Group Co. Ltd., Class A | 809100 | 361914 |
|  \* | Aowei Holdings Ltd. | 1450000 | 46452 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
|  \* | ApicHope Pharmaceutical Group Co. Ltd. | 79970 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;629035 |
|  | Appotronics Corp. Ltd., Class A | 82458 | 208967 |
|  | APT Satellite Holdings Ltd. | 762000 | 208099 |
|  | Arctech Solar Holding Co. Ltd., Class A | 29625 | 178401 |
|  \*Ω | Arrail Group Ltd. | 396500 | 96341 |
|  \* | Asia Cement China Holdings Corp. | 1480000 | 485536 |
|  #Ω | AsiaInfo Technologies Ltd. | 318800 | 370338 |
|  | Asian Star Anchor Chain Co. Ltd. Jiangsu, Class A | 178300 | 258721 |
|  | Aurisco Pharmaceutical Co. Ltd., Class A | 29800 | 97359 |
|  | Autohome, Inc., ADR | 57237 | 1442372 |
|  \* | Autostreets Development Ltd. | 831800 | 413442 |
|  | AviChina Industry & Technology Co. Ltd., Class H | 6986000 | 3558631 |
|  | Bafang Electric Suzhou Co. Ltd., Class A | 30700 | 120735 |
|  \*Ω | BAIC Motor Corp. Ltd., Class H | 2404500 | 621755 |
|  Ω | BAIOO Family Interactive Ltd. | 650000 | 43523 |
|  \*Ω | Bairong, Inc. | 651000 | 824283 |
|  | Bank of Chongqing Co. Ltd., Class H | 1872000 | 1931943 |
|  Ω | Bank of Qingdao Co. Ltd., Class H | 1418500 | 784230 |
|  | Bank of Tianjin Co. Ltd., Class H | 288000 | 94150 |
|  Ω | Bank of Zhengzhou Co. Ltd., Class H | 212910 | 35082 |
|  \* | Baosheng Science & Technology Innovation Co. Ltd., Class A | 155002 | 115679 |
|  \* | Baotailong New Materials Co. Ltd., Class A | 127500 | 68172 |
|  | Baowu Magnesium Technology Co. Ltd., Class A | 230860 | 464601 |

---

987

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##### [**Table of Contents**](#toc)
**THE EMERGING MARKETS SMALL CAP SERIES** 

**CONTINUED** 

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
|  | Baoxiniao Holding Co. Ltd., Class A | 259800 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;143499 |
|  | Baoye Group Co. Ltd., Class H | 1132000 | 605786 |
|  \* | Baozun, Inc. (BZUN US), Sponsored ADR | 25883 | 84896 |
|  \* | BaTeLab Co. Ltd., Class H | 6300 | 43261 |
|  | BBMG Corp., Class H | 928000 | 97896 |
|  | BBMG Jidong Cement Group Co. Ltd., Class A | 124704 | 84484 |
|  \* | Be Friends Holding Ltd. | 236000 | 34624 |
|  | Bear Electric Appliance Co. Ltd., Class A | 31247 | 211751 |
|  | Beauty Farm Medical & Health Industry, Inc. | 76000 | 301281 |
|  | Befar Group Co. Ltd., Class A | 395200 | 240031 |
|  | Beijing Bei Mo Gao Ke Friction Material Co. Ltd., Class A | 81420 | 341084 |
|  \* | Beijing Bohui Innovation Biotechnology Group Co. Ltd., Class A | 109500 | 88726 |
|  \* | Beijing Capital Development Co. Ltd., Class A | 339600 | 293321 |
|  \* | Beijing Capital International Airport Co. Ltd., Class H | 1878000 | 674059 |
|  | Beijing Chunlizhengda Medical Instruments Co. Ltd., Class H | 193750 | 472798 |
|  | Beijing CTJ Information Technology Co. Ltd., Class A | 67000 | 210308 |
|  | Beijing Energy International Holding Co. Ltd. | 1000000 | 158220 |
|  | Beijing Enterprises Holdings Ltd. | 1476000 | 6476506 |
|  # | Beijing Enterprises Water Group Ltd. | 10268000 | 3300237 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
|  | Beijing Fengjing Automotive Parts Co. Ltd. | 286600 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;154005 |
|  | Beijing Gehua CATV Network Co. Ltd., Class A | 199700 | 225835 |
|  | Beijing GeoEnviron Engineering & Technology, Inc., Class A | 285368 | 302656 |
|  \* | Beijing Haixin Energy Technology Co. Ltd., Class A | 156400 | 89900 |
|  | Beijing Haohua Energy Resource Co. Ltd., Class A | 184440 | 200138 |
|  | Beijing Jingneng Clean Energy Co. Ltd., Class H | 4062000 | 1296108 |
|  | Beijing Jingyeda Technology Co. Ltd., Class A | 14600 | 44456 |
|  | Beijing Jingyi Automation Equipment Co. Ltd., Class A | 18744 | 228585 |
|  \* | Beijing Jingyuntong Technology Co. Ltd., Class A | 220500 | 127074 |
|  \* | Beijing Leike Defense Technology Co. Ltd., Class A | 135907 | 105267 |
|  \* | Beijing North Star Co. Ltd., Class H | 1392000 | 155738 |
|  | Beijing Oriental Jicheng Co. Ltd., Class A | 20800 | 87007 |
|  | Beijing Sanlian Hope Shin-Gosen Technical Service Co. Ltd., Class A | 22200 | 51873 |
|  | Beijing Sanyuan Foods Co. Ltd., Class A | 283604 | 193041 |
|  | Beijing Shunxin Agriculture Co. Ltd., Class A | 75600 | 166549 |
|  \* | Beijing Sinohytec Co. Ltd., Class H | 36950 | 139819 |
|  | Beijing SL Pharmaceutical Co. Ltd., Class A | 91000 | 96515 |

---

988

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##### [**Table of Contents**](#toc)
**THE EMERGING MARKETS SMALL CAP SERIES** 

**CONTINUED** 

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
|  \* | Beijing Sojo Electric Co. Ltd., Class A | 55400 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;59865 |
|  \* | Beijing SPC Environment Protection Tech Co. Ltd., Class A | 251200 | 141250 |
|  | Beijing Strong Biotechnologies, Inc., Class A | 110100 | 211453 |
|  \* | Beijing SuperMap Software Co. Ltd., Class A | 88400 | 215640 |
|  | Beijing Teamsun Technology Co. Ltd., Class A | 66900 | 179830 |
|  \* | Beijing Thunisoft Corp. Ltd., Class A | 109900 | 123757 |
|  # | Beijing Tong Ren Tang Chinese Medicine Co. Ltd. | 666000 | 739253 |
|  | Beijing Tricolor Technology Co. Ltd., Class A | 86000 | 2082966 |
|  #\* | Beijing UBOX Online Technology Corp., Class H | 193500 | 73019 |
|  Ω | Beijing Urban Construction Design & Development Group Co. Ltd., Class H | 145000 | 26839 |
|  \* | Beijing VRV Software Corp. Ltd., Class A | 159300 | 139752 |
|  \* | Beijing Watertek Information Technology Co. Ltd., Class A | 246700 | 212914 |
|  | Beijing Yuanliu Hongyuan Electronic Technology Co. Ltd., Class A | 37300 | 264302 |
|  \* | Beingmate Co. Ltd., Class A | 129400 | 115350 |
|  \* | Beisen Holding Ltd. | 10400 | 10227 |
|  \* | Beken Corp., Class A | 8400 | 45279 |
|  \* | Bengang Steel Plates Co. Ltd., Class A | 87100 | 43709 |
|  | Best Pacific International Holdings Ltd. | 238000 | 100340 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
|  | Bestore Co. Ltd., Class A | 23200 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;40419 |
|  \* | Bestway Marine & Energy Technology Co. Ltd., Class A | 332400 | 315419 |
|  | Beyondsoft Corp., Class A | 35200 | 67497 |
|  | Bichamp Cutting Technology Hunan Co. Ltd., Class A | 14100 | 39701 |
|  | Biem.L.Fdlkk Garment Co. Ltd., Class A | 58400 | 131216 |
|  \* | Bilibili, Inc., Sponsored ADR | 45410 | 1373652 |
|  \* | Bilibili, Inc., Class Z | 374960 | 11324910 |
|  \* | Billion Industrial Holdings Ltd. | 44000 | 27086 |
|  | Binjiang Service Group Co. Ltd. | 192000 | 608628 |
|  \* | Biocytogen Pharmaceuticals Beijing Co. Ltd., Class H | 71000 | 256595 |
|  | Black Peony Group Co. Ltd., Class A | 203349 | 244496 |
|  #Ω | Blue Moon Group Holdings Ltd. | 1240000 | 474088 |
|  Ω | BOC Aviation Ltd. | 554400 | 4859699 |
|  \* | BOE HC SemiTek Corp. | 132800 | 148684 |
|  # | BOE Varitronix Ltd. | 271000 | 173610 |
|  \* | Bomin Electronics Co. Ltd., Class A | 104700 | 174638 |
|  | Bosideng International Holdings Ltd. | 10770000 | 6590311 |
|  | BOTH Engineering Technology Co. Ltd., Class A | 13800 | 24179 |
|  # | Boyaa Interactive International Ltd. | 585000 | 401461 |
|  | Bright Dairy & Food Co. Ltd., Class A | 153400 | 180275 |
|  # | Brilliance China Automotive Holdings Ltd. | 6360000 | 3129337 |
|  | Bros Eastern Co. Ltd., Class A | 255672 | 192006 |
|  \* | B-Soft Co. Ltd., Class A | 114848 | 76714 |
|  \* | Burning Rock Biotech Ltd., ADR | 405 | 5229 |

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**CONTINUED**

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| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  CHINA — (Continued) | CHINA — (Continued) |  |  |
|  \* | Business-intelligence of Oriental Nations Corp. Ltd., Class A | 74600 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;110762 |
|  # | BYD Electronic International Co. Ltd. | 981000 | 4605427 |
|  \* | C C Land Holdings Ltd. | 8801015 | 1347588 |
|  # | C&D International Investment Group Ltd. | 2001178 | 4110324 |
|  | C&D Property Management Group Co. Ltd. | 783000 | 292041 |
|  | C&S Paper Co. Ltd., Class A | 252900 | 283246 |
|  \*Ω | CALB Group Co. Ltd., Class H | 273400 | 1178465 |
|  | Camel Group Co. Ltd., Class A | 137135 | 196667 |
|  | Cangzhou Dahua Co. Ltd., Class A | 27600 | 47772 |
|  | Cangzhou Mingzhu Plastic Co. Ltd., Class A | 262300 | 171935 |
|  | Canny Elevator Co. Ltd., Class A | 84800 | 87494 |
|  \*Ω | CanSino Biologics, Inc., Class H | 123000 | 731315 |
|  Ω | Cathay Group Holdings, Inc. | 677000 | 119893 |
|  | CCS Supply Chain Management Co. Ltd., Class A | 113600 | 76210 |
|  \*†† | CECEP COSTIN New Materials Group Ltd. | 4494000 | 0 |
|  | Central China Land Media Co. Ltd., Class A | 106000 | 180170 |
|  \*†† | Central China Management Co. Ltd. | 1270626 | 3270 |
|  # | Central China Securities Co. Ltd., Class H | 2947000 | 977531 |
|  | CGN New Energy Holdings Co. Ltd. | 4990000 | 1765994 |
|  \* | CGN Nuclear Technology Development Co. Ltd., Class A | 226800 | 257921 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  CHINA — (Continued) | CHINA — (Continued) |  |  |
|  | Changbai Mountain Tourism Co. Ltd., Class A | 89500 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;660470 |
|  | Changchun Faway Automobile Components Co. Ltd., Class A | 168330 | 222891 |
|  | Changchun UP Optotech Co. Ltd., Class A | 43600 | 325772 |
|  | Changhong Meiling Co. Ltd., Class A | 160000 | 156357 |
|  | Changjiang & Jinggong Steel Building Group Co. Ltd., Class A | 382200 | 228831 |
|  | Changjiang Publishing & Media Co. Ltd., Class A | 138100 | 170004 |
|  | Changzheng Engineering Technology Co. Ltd., Class A | 8400 | 22410 |
|  | Changzhou Qianhong Biopharma Co. Ltd., Class A | 216600 | 283254 |
|  | Chaoju Eye Care Holdings Ltd. | 168500 | 55085 |
|  | Chaowei Power Holdings Ltd. | 960000 | 179261 |
|  Ω | Cheerwin Group Ltd. | 220000 | 63896 |
|  \* | Cheetah Mobile, Inc., ADR | 1582 | 11770 |
|  \* | Chen Lin Education Group Holdings Ltd. | 292000 | 60228 |
|  | Cheng De Lolo Co. Ltd., Class A | 108650 | 140958 |
|  \* | Chengdu ALD Aviation Manufacturing Corp., Class A | 20500 | 75436 |
|  | Chengdu B-Ray Media Co. Ltd., Class A | 160300 | 113202 |
|  | Chengdu Galaxy Magnets Co. Ltd., Class A | 35200 | 170713 |
|  | Chengdu Guibao Science & Technology Co. Ltd., Class A | 36000 | 113391 |

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**CONTINUED**

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| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  CHINA — (Continued) | CHINA — (Continued) |  |  |
|  | Chengdu Guoguang Electric Co. Ltd., Class A | 17638 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;222305 |
|  | Chengdu Haoneng Technology Co. Ltd., Class A | 367300 | 702161 |
|  | Chengdu Hongqi Chain Co. Ltd., Class A | 106200 | 82134 |
|  | Chengdu Kanghua Biological Products Co. Ltd., Class A | 24400 | 264511 |
|  | Chengdu Leejun Industrial Co. Ltd., Class A | 198400 | 311860 |
|  | Chengdu Spaceon Electronics Co. Ltd., Class A | 81100 | 200366 |
|  | Chengdu Wintrue Holding Co. Ltd., Class A | 83200 | 122085 |
|  | Chenguang Biotech Group Co. Ltd., Class A | 95000 | 178553 |
|  \* | Chengxin Lithium Group Co. Ltd., Class A | 83200 | 298194 |
|  | Chengzhi Co. Ltd., Class A | 232800 | 250614 |
|  # | Chervon Holdings Ltd. | 315200 | 817881 |
|  \* | China Aerospace International Holdings Ltd. | 8284500 | 606849 |
|  \* | China Agriculture Development Seed Group Co. Ltd., Class A | 219100 | 197896 |
|  | China Aircraft Leasing Group Holdings Ltd. | 334226 | 191644 |
|  \* | China Aluminum International Engineering Corp. Ltd., Class H | 352000 | 115881 |
|  \* | China Anchu Energy Storage Group Ltd. | 1261000 | 77068 |
|  | China Animal Husbandry Industry Co. Ltd., Class A | 198000 | 213896 |
|  | China BlueChemical Ltd., Class H | 4332000 | 1338655 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  CHINA — (Continued) | CHINA — (Continued) |  |  |
|  \*Ω | China Bohai Bank Co. Ltd., Class H | 5587500 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;733046 |
|  | China CAMC Engineering Co. Ltd., Class A | 144600 | 173048 |
|  # | China Chunlai Education Group Co. Ltd. | 486000 | 272611 |
|  # | China Cinda Asset Management Co. Ltd., Class H | 24295000 | 3938088 |
|  \*†† | China Common Rich Renewable Energy Investments Ltd. | 17084000 | 0 |
|  | China Communications Services Corp. Ltd., Class H | 7274000 | 4359405 |
|  | China Conch Venture Holdings Ltd. | 1988000 | 2485668 |
|  | China CYTS Tours Holding Co. Ltd., Class A | 140200 | 191161 |
|  | China Datang Corp. Renewable Power Co. Ltd., Class H | 8310000 | 2544886 |
|  | China Design Group Co. Ltd., Class A | 143800 | 157895 |
|  Ω | China Development Bank Financial Leasing Co. Ltd., Class H | 4978000 | 1094133 |
|  | China Dongxiang Group Co. Ltd. | 3911985 | 251975 |
|  Ω | China East Education Holdings Ltd. | 439500 | 369507 |
|  # | China Education Group Holdings Ltd. | 141158 | 54164 |
|  | China Electronics Huada Technology Co. Ltd. | 2330000 | 443203 |
|  \* | China Electronics Optics Valley Union Holding Co. Ltd. | 660000 | 20519 |
|  # | China Everbright Environment Group Ltd. | 9431000 | 5835332 |
|  | China Everbright Ltd. | 1888000 | 2451561 |
|  \* | China Express Airlines Co. Ltd., Class A | 61200 | 91837 |
|  #Ω | China Feihe Ltd. | 9282000 | 4953909 |
|  | China Foods Ltd. | 2444000 | 1304605 |

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**THE EMERGING MARKETS SMALL CAP SERIES** 

**CONTINUED**

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| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  CHINA — (Continued) | CHINA — (Continued) |  |  |
|  # | China Gas Holdings Ltd. | 6949344 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7147717 |
|  | China Gold International Resources Corp. Ltd. (2099 HK) | 743300 | 12511925 |
|  | China Hanking Holdings Ltd. | 1710000 | 956366 |
|  \* | China Harmony Auto Holding Ltd. | 123500 | 19890 |
|  \* | China High Speed Railway Technology Co. Ltd., Class A | 558000 | 225747 |
|  \* | China High Speed Transmission Equipment Group Co. Ltd. | 98000 | 22446 |
|  #†† | China Huiyuan Juice Group Ltd. | 3902101 | 176059 |
|  # | China International Marine Containers Group Co. Ltd., Class H | 3078780 | 2814138 |
|  # | China Jinmao Holdings Group Ltd. | 11909141 | 2058067 |
|  | China Leadshine Technology Co. Ltd., Class A | 25300 | 157242 |
|  | China Lesso Group Holdings Ltd. | 3119000 | 1784830 |
|  # | China Lilang Ltd. | 794000 | 344130 |
|  \*Ω | China Literature Ltd. | 1034200 | 5571437 |
|  \* | China Longevity Group Co. Ltd. | 1076350 | 1385 |
|  | China Medical System Holdings Ltd. | 3766500 | 6495742 |
|  | China Meidong Auto Holdings Ltd. | 480000 | 109191 |
|  | China Mengniu Dairy Co. Ltd. | 4068000 | 7402747 |
|  | China Merchants Port Holdings Co. Ltd. | 4474107 | 8665260 |
|  | China Merchants Property Operation & Service Co. Ltd., Class A | 123800 | 199467 |
|  #\*†† | China Metal Recycling Holdings Ltd. | 2401686 | 0 |
|  # | China Modern Dairy Holdings Ltd. | 5789000 | 902044 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  CHINA — (Continued) | CHINA — (Continued) |  |  |
|  | China National Accord Medicines Corp. Ltd., Class A | 19700 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;70395 |
|  | China National Building Material Co. Ltd., Class H | 6750057 | 4783480 |
|  | China National Electric Apparatus Research Institute Co. Ltd., Class A | 66106 | 299282 |
|  | China Nonferrous Metal Industry's Foreign Engineering & Construction Co. Ltd., Class A | 175400 | 164528 |
|  | China Nonferrous Mining Corp. Ltd. | 3834000 | 7071601 |
|  | China Oilfield Services Ltd., Class H | 2646000 | 2583161 |
|  | China Oriental Group Co. Ltd. | 858000 | 144798 |
|  | China Overseas Grand Oceans Group Ltd. | 2741434 | 765956 |
|  | China Overseas Property Holdings Ltd. | 4650000 | 2902417 |
|  # | China Power International Development Ltd. | 15918333 | 6862362 |
|  \*†† | China Properties Investment Holdings Ltd. | 2045000 | 0 |
|  | China Publishing & Media Co. Ltd., Class A | 144300 | 138966 |
|  | China Qinfa Group Ltd. | 928000 | 348459 |
|  Ω | China Railway Signal & Communication Corp. Ltd., Class H | 2095000 | 919226 |
|  | China Railway Tielong Container Logistics Co. Ltd., Class A | 249800 | 226879 |
|  \* | China Rare Earth Holdings Ltd. | 3990799 | 359506 |
|  | China Reinsurance Group Corp., Class H | 17807000 | 3616357 |
|  \*Ω | China Renaissance Holdings Ltd. | 360600 | 268951 |

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**THE EMERGING MARKETS SMALL CAP SERIES** 

**CONTINUED**

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| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  CHINA — (Continued) | CHINA — (Continued) |  |  |
|  | China Resource & Environment Co. Ltd., Class A | 319400 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;193094 |
|  | China Resources Beer Holdings Co. Ltd. | 973000 | 3328174 |
|  | China Resources Boya Bio-pharmaceutical Group Co. Ltd., Class A | 44200 | 156916 |
|  | China Resources Building Materials Technology Holdings Ltd. | 3660000 | 795962 |
|  | China Resources Gas Group Ltd. | 1334400 | 3669362 |
|  # | China Resources Medical Holdings Co. Ltd. | 854500 | 371280 |
|  #Ω | China Resources Pharmaceutical Group Ltd. | 5031000 | 3224090 |
|  # | China Risun Group Ltd. | 1645000 | 495140 |
|  \* | China Ruifeng Renewable Energy Holdings Ltd. | 168000 | 15560 |
|  \* | China Ruyi Holdings Ltd. | 19772000 | 7047873 |
|  \* | China Sanjiang Fine Chemicals Co. Ltd. | 1686000 | 533048 |
|  \*Ω | China Shengmu Organic Milk Ltd. | 3263000 | 145334 |
|  | China Shineway Pharmaceutical Group Ltd. | 787200 | 850312 |
|  \* | China Silver Group Ltd. | 2494000 | 201566 |
|  | China State Construction Development Holdings Ltd. | 84000 | 12769 |
|  | China State Construction International Holdings Ltd. | 3122000 | 3551463 |
|  | China Sunshine Paper Holdings Co. Ltd. | 1680000 | 362961 |
|  | China Suntien Green Energy Corp. Ltd., Class H | 6264000 | 3502444 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  CHINA — (Continued) | CHINA — (Continued) |  |  |
|  | China Taiping Insurance Holdings Co. Ltd. | 4016200 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9135512 |
|  | China Testing & Certification International Group Co. Ltd., Class A | 41392 | 38001 |
|  | China Tianying, Inc., Class A | 292200 | 241047 |
|  # | China Tobacco International HK Co. Ltd. | 643000 | 3132244 |
|  | China Traditional Chinese Medicine Holdings Co. Ltd. | 3774000 | 1136894 |
|  #\* | China Travel International Investment Hong Kong Ltd. | 9487900 | 2098249 |
|  \* | China Union Holdings Ltd., Class A | 221030 | 127281 |
|  #\* | China Vanke Co. Ltd., Class H | 3139700 | 1778767 |
|  | China Vered Financial Holding Corp. Ltd. | 1468500 | 209236 |
|  # | China Water Affairs Group Ltd. | 3782000 | 3050972 |
|  | China West Construction Group Co. Ltd., Class A | 105500 | 97908 |
|  | China XLX Fertiliser Ltd. | 1888000 | 1781460 |
|  | China Yongda Automobiles Services Holdings Ltd. | 1838500 | 403693 |
|  #\*Ω | China Youran Dairy Group Ltd. | 4116000 | 1719530 |
|  \*Ω | China Yuhua Education Corp. Ltd. | 536000 | 38530 |
|  # | Chinasoft International Ltd. | 9242000 | 6918538 |
|  | Chongqing Chuanyi Automation Co. Ltd., Class A | 59400 | 194892 |
|  \* | Chongqing Construction Engineering Group Corp. Ltd., Class A | 251800 | 112241 |
|  | Chongqing Gas Group Corp. Ltd., Class A | 162400 | 133809 |

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**CONTINUED**

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| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  CHINA — (Continued) | CHINA — (Continued) |  |  |
|  | Chongqing Machinery & Electric Co. Ltd., Class H | 2834000 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;674181 |
|  | Chongqing Pharscin Pharmaceutical Co. Ltd., Class A | 42200 | 97201 |
|  | Chongqing Port Co. Ltd., Class A | 47800 | 36461 |
|  | Chongqing Road & Bridge Co. Ltd., Class A | 200700 | 191028 |
|  | Chongqing Rural Commercial Bank Co. Ltd., Class H | 3860000 | 3174434 |
|  \* | Chongqing Taiji Industry Group Co. Ltd., Class A | 52600 | 155319 |
|  | Chongyi Zhangyuan Tungsten Industry Co. Ltd., Class A | 271710 | 492572 |
|  #\* | CIFI Holdings Group Co. Ltd. | 5436000 | 156381 |
|  | CIG Shanghai Co. Ltd., Class A | 55300 | 797233 |
|  | CIMC Enric Holdings Ltd. | 2856000 | 2758411 |
|  | Cisen Pharmaceutical Co. Ltd., Class A | 83100 | 247666 |
|  \* | CITIC Niya Wine Co. Ltd., Class A | 199800 | 152499 |
|  | CITIC Resources Holdings Ltd. | 2632600 | 140395 |
|  | City Development Environment Co. Ltd., Class A | 147700 | 310138 |
|  \* | Citychamp Watch & Jewellery Group Ltd. | 3478000 | 81774 |
|  \* | ClouDr Group Ltd. | 586700 | 90451 |
|  #\* | CMGE Technology Group Ltd. | 1786000 | 90821 |
|  | CMST Development Co. Ltd., Class A | 235800 | 197209 |
|  | CNSIG Inner Mongolia Chemical Industry Co. Ltd., Class A | 143900 | 160452 |
|  \* | COFCO Biotechnology Co. Ltd., Class A | 86700 | 72298 |
|  #\* | COFCO Joycome Foods Ltd. | 7089000 | 1512290 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  CHINA — (Continued) | CHINA — (Continued) |  |  |
|  | Cofoe Medical Technology Co. Ltd., Class A | 38920 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;238966 |
|  | Comba Telecom Systems Holdings Ltd. | 2834001 | 1069360 |
|  | Concord New Energy Group Ltd. | 25104964 | 1244175 |
|  | Consun Pharmaceutical Group Ltd. | 2208000 | 4271006 |
|  | Contec Medical Systems Co. Ltd., Class A | 16700 | 38585 |
|  | Continental Aerospace Technologies Holding Ltd. | 3453722 | 59343 |
|  \* | Coolpad Group Ltd. | 360000 | 50438 |
|  | COSCO SHIPPING Development Co. Ltd., Class H | 9979000 | 1488605 |
|  # | COSCO SHIPPING Energy Transportation Co. Ltd., Class H | 2226000 | 3147199 |
|  | COSCO SHIPPING International Hong Kong Co. Ltd. | 3373000 | 2600846 |
|  | COSCO SHIPPING Ports Ltd. | 3181854 | 2345697 |
|  | COSCO SHIPPING Technology Co. Ltd., Class A | 60700 | 149866 |
|  | Cosonic Intelligent Technologies Co. Ltd., Class A | 39700 | 92594 |
|  | CQ Pharmaceutical Holding Co. Ltd., Class A | 375000 | 283080 |
|  | Crystal Clear Electronic Material Co. Ltd., Class A | 206800 | 507185 |
|  | CSG Holding Co. Ltd., Class A | 233400 | 156077 |
|  \* | CSG Smart Science&Technology Co. Ltd., Class A | 149500 | 263820 |
|  | CSPC Pharmaceutical Group Ltd. | 11084000 | 10917655 |
|  | CSSC Hong Kong Shipping Co. Ltd. | 3516000 | 940347 |

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**CONTINUED**

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| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |  |
|  | CTS International Logistics Corp. Ltd., Class A | 195520 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;169637 |
|  \* | Cutia Therapeutics, Class H | 166800 | 162812 |
|  \* | CWT International Ltd. | 3300000 | 104162 |
|  \* | Cybrid Technologies, Inc., Class A | 53700 | 88141 |
|  | Dalian Huarui Heavy Industry Group Co. Ltd., Class A | 405200 | 366810 |
|  #\* | Dalipal Holdings Ltd. | 1198000 | 999186 |
|  #\* | Damai Entertainment Holdings Ltd. | 29720000 | 3515379 |
|  | Dashang Co. Ltd., Class A | 69314 | 171484 |
|  # | Datang International Power Generation Co. Ltd., Class H | 8940000 | 2748190 |
|  \* | Datang Telecom Technology Co. Ltd., Class A | 250500 | 289338 |
|  | Dawnrays Pharmaceutical Holdings Ltd. | 2567886 | 397202 |
|  \* | DBAPP Security Ltd., Class A | 9871 | 79478 |
|  | DeHua TB New Decoration Materials Co. Ltd., Class A | 166016 | 294580 |
|  \* | Dezhan Healthcare Co. Ltd., Class A | 421300 | 259340 |
|  # | Digital China Holdings Ltd. | 1497500 | 577830 |
|  \* | Digital China Information Service Group Co. Ltd., Class A | 79900 | 213282 |
|  \* | Dingdang Health Technology Group Ltd. | 469500 | 68113 |
|  | Dongfang Electric Corp. Ltd., Class H | 737800 | 1800225 |
|  | Dongfeng Electronic Technology Co. Ltd., Class A | 58500 | 102915 |
|  \* | Dongfeng Motor Group Co. Ltd., Class H | 5454000 | 6597824 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |  |
|  | Dongguan Aohai Technology Co. Ltd., Class A | 56200 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;372435 |
|  | Dongguan Dingtong Precision Metal Co. Ltd., Class A | 26706 | 351815 |
|  | Dongguan Eontec Co. Ltd., Class A | 79300 | 200347 |
|  | Dongguan Yutong Optical Technology Co. Ltd., Class A | 7400 | 32049 |
|  | Donghua Testing Technology Co. Ltd., Class A | 11200 | 84957 |
|  \* | Dongjiang Environmental Co. Ltd., Class H | 607800 | 195122 |
|  | Dongyue Group Ltd. | 4984000 | 6412291 |
|  # | DouYu International Holdings Ltd., ADR | 29259 | 201007 |
|  \* | DPC Dash Ltd. | 117400 | 1332313 |
|  | Dynagreen Environmental Protection Group Co. Ltd., Class H | 822000 | 576819 |
|  | Eaglerise Electric & Electronic China Co. Ltd., Class A | 74400 | 267689 |
|  #\*Ω | East Buy Holding Ltd. | 305000 | 859441 |
|  | Eastcompeace Technology Co. Ltd., Class A | 96200 | 327381 |
|  | E-Commodities Holdings Ltd. | 2988000 | 319106 |
|  | Edan Instruments, Inc., Class A | 108600 | 211543 |
|  | Edifier Technology Co. Ltd., Class A | 133699 | 240937 |
|  | Edvantage Group Holdings Ltd. | 337516 | 60852 |
|  | EEKA Fashion Holdings Ltd. | 318000 | 320913 |
|  \* | EFORT Intelligent Robot Co. Ltd. | 19973 | 63826 |
|  \*†† | Elion Energy Co. Ltd., Class A | 780761 | 7683 |
|  | EmbedWay Technologies Shanghai Corp., Class A | 63000 | 253522 |
|  | ENN Energy Holdings Ltd. | 264000 | 2300303 |
|  | Era Co. Ltd., Class A | 257400 | 154165 |

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##### [**Table of Contents**](#toc)
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**CONTINUED**

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| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |  |
|  | Essex Bio-technology Ltd. | 687000 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;380793 |
|  | Eternal Asia Supply Chain Management Ltd., Class A | 286500 | 204977 |
|  | EVA Precision Industrial Holdings Ltd. | 1798435 | 275528 |
|  | Ever Sunshine Services Group Ltd. | 1154000 | 259301 |
|  #Ω | Everbright Securities Co. Ltd., Class H | 321200 | 403340 |
|  \*Ω | Everest Medicines Ltd. | 313500 | 1977339 |
|  | Eyebright Medical Technology Beijing Co. Ltd., Class A | 13220 | 120532 |
|  | Fangda Special Steel Technology Co. Ltd., Class A | 254100 | 211513 |
|  | Far East Horizon Ltd. | 5369000 | 4819718 |
|  \* | Far East Smarter Energy Co. Ltd., Class A | 84000 | 92058 |
|  | FAWER Automotive Parts Co. Ltd., Class A | 333000 | 262985 |
|  | Feilong Auto Components Co. Ltd., Class A | 105300 | 333145 |
|  \*Ω | Feiyu Technology International Co. Ltd. | 1179000 | 107458 |
|  | Fengzhushou Co. Ltd., Class A | 18100 | 88724 |
|  | FESCO Group Co. Ltd., Class A | 48000 | 127854 |
|  \* | FIH Mobile Ltd. | 894700 | 2135590 |
|  \* | Financial Street Holdings Co. Ltd., Class A | 732800 | 311165 |
|  # | FinVolution Group, ADR | 308854 | 1887098 |
|  | First Tractor Co. Ltd., Class H | 1071176 | 1077724 |
|  # | Flat Glass Group Co. Ltd., Class H | 431000 | 677670 |
|  | Focus Lightings Tech Co. Ltd., Class A | 180960 | 229432 |
|  | Focused Photonics Hangzhou, Inc., Class A | 72100 | 168293 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |  |
|  | Foshan Electrical & Lighting Co. Ltd., Class A | 223300 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;197742 |
|  | Foshan Nationstar Optoelectronics Co. Ltd., Class A | 63500 | 77960 |
|  | Fosun International Ltd. | 5664500 | 3593205 |
|  | Friend Co. Ltd., Class A | 50500 | 101767 |
|  # | Fu Shou Yuan International Group Ltd. | 1384000 | 523557 |
|  # | Fufeng Group Ltd. | 6291600 | 6512702 |
|  #\*†† | Fuguiniao Co. Ltd. | 1930000 | 0 |
|  | Fujian Apex Software Co. Ltd., Class A | 35100 | 195550 |
|  | Fujian Boss Software Development Co. Ltd., Class A | 59800 | 114547 |
|  | Fujian Fuxin Software Development JSC Ltd., Class A | 4194 | 63333 |
|  \* | Fujian Kuncai Material Technology Co. Ltd., Class A | 62800 | 162899 |
|  \* | Fujian Snowman Group Co. Ltd., Class A | 13900 | 21596 |
|  | Fujian Tianma Science & Technology Group Co. Ltd., Class A | 60200 | 120523 |
|  | Fujian Yongfu Power Engineering Co. Ltd., Class A | 7800 | 30563 |
|  | Fujian Yuanli Active Carbon Co. Ltd., Class A | 44900 | 104404 |
|  | Fushun Special Steel Co. Ltd., Class A | 183000 | 134787 |
|  \* | Future Machine Ltd. | 1621000 | 141500 |
|  Ω | Ganfeng Lithium Group Co. Ltd., Class H | 586000 | 3869736 |
|  | Gansu Energy Chemical Co. Ltd., Class A | 993900 | 361823 |
|  \* | Gansu Jiu Steel Group Hongxing Iron & Steel Co. Ltd., Class A | 835000 | 198432 |

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##### [**Table of Contents**](#toc)
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**CONTINUED**

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| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |  |
|  | Gansu Shangfeng Cement Co. Ltd., Class A | 64561 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;102475 |
|  | Gansu Yasheng Industrial Group Co. Ltd., Class A | 304900 | 132885 |
|  | Gaona Aero Material Co. Ltd., Class A | 73800 | 171893 |
|  \* | GCL New Energy Holdings Ltd. | 1774000 | 171062 |
|  #\* | GCL Technology Holdings Ltd. | 39550000 | 6913716 |
|  \* | GDS Holdings Ltd. (9698 HK), Class A | 2853200 | 12712302 |
|  \* | Gemdale Properties & Investment Corp. Ltd. | 7148000 | 161222 |
|  | GemPharmatech Co. Ltd., Class A | 37823 | 94815 |
|  Ω | Genertec Universal Medical Group Co. Ltd. | 2260000 | 1800236 |
|  #\* | Genscript Biotech Corp. | 2216000 | 4599624 |
|  \* | Geo-Jade Petroleum Corp., Class A | 408000 | 136077 |
|  #Ω | Giant Biogene Holding Co. Ltd. | 407600 | 1953333 |
|  #\* | Global New Material International Holdings Ltd. | 1151000 | 739019 |
|  Ω | Golden Throat Holdings Group Co. Ltd. | 804000 | 355751 |
|  | Goldenmax International Group Ltd., Class A | 66500 | 154125 |
|  | Goldwind Science & Technology Co. Ltd., Class H | 2072400 | 3517600 |
|  | Goodbaby International Holdings Ltd. | 1764000 | 269538 |
|  \* | GoodWe Technologies Co. Ltd. (688390 C1), Class A | 59514 | 509041 |
|  # | Grand Pharmaceutical Group Ltd. | 3333000 | 3548384 |
|  \* | Grandjoy Holdings Group Co. Ltd., Class A | 875700 | 366002 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |  |
|  \* | Greatoo Intelligent Equipment, Inc., Class A | 379400 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;415479 |
|  # | Greentown China Holdings Ltd. | 3298648 | 3530530 |
|  #Ω | Greentown Management Holdings Co. Ltd. | 997000 | 387633 |
|  | Greentown Service Group Co. Ltd. | 3014000 | 1731466 |
|  | GRG Metrology & Test Group Co. Ltd., Class A | 45400 | 133674 |
|  | Guangdong Baolihua New Energy Stock Co. Ltd., Class A | 215700 | 144338 |
|  | Guangdong Construction Engineering Group Co. Ltd., Class A | 203800 | 109724 |
|  \* | Guangdong DFP New Material Group Co. Ltd. | 262400 | 179720 |
|  | Guangdong Dongpeng Holdings Co. Ltd., Class A | 171500 | 171133 |
|  | Guangdong Ellington Electronics Technology Co. Ltd., Class A | 194500 | 308280 |
|  \* | Guangdong Golden Dragon Development, Inc., Class A | 97600 | 189072 |
|  | Guangdong Goworld Co. Ltd., Class A | 25800 | 47101 |
|  | Guangdong Guangzhou Daily Media Co. Ltd., Class A | 303300 | 450644 |
|  | Guangdong Guanhao High-Tech Co. Ltd., Class A | 219300 | 100160 |
|  | Guangdong Hongtu Technology Holdings Co. Ltd., Class A | 108900 | 197492 |
|  | Guangdong Hoshion Industrial Aluminium Co. Ltd., Class A | 31000 | 88674 |

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**CONTINUED**

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| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |  |
|  | Guangdong Huate Gas Co. Ltd., Class A | 19861 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;179615 |
|  | Guangdong Investment Ltd. | 7462000 | 7088768 |
|  \* | Guangdong Jia Yuan Technology Shares Co. Ltd., Class A | 11090 | 66257 |
|  | Guangdong Kinlong Hardware Products Co. Ltd., Class A | 86200 | 274921 |
|  | Guangdong Lingxiao Pump Industry Co. Ltd., Class A | 44900 | 109917 |
|  \* | Guangdong Orient Zirconic Ind Sci & Tech Co. Ltd., Class A | 15700 | 29006 |
|  \* | Guangdong Shenglu Telecommunication Tech Co. Ltd., Class A | 168400 | 203852 |
|  | Guangdong Sirio Pharma Co. Ltd., Class A | 38841 | 131035 |
|  | Guangdong South New Media Co. Ltd., Class A | 42700 | 290164 |
|  | Guangdong Tapai Group Co. Ltd., Class A | 198600 | 236389 |
|  \* | Guangdong TCL Smart Home Appliances Co. Ltd. | 164700 | 252220 |
|  | Guangdong Vanward New Electric Co. Ltd., Class A | 135400 | 219913 |
|  | Guangdong Xinbao Electrical Appliances Holdings Co. Ltd., Class A | 92400 | 196472 |
|  \* | Guangdong Yowant Technology Group Co. Ltd., Class A | 141000 | 130954 |
|  \* | Guangdong Zhongnan Iron & Steel Co. Ltd., Class A | 454000 | 171214 |
|  \* | Guanghui Logistics Co. Ltd., Class A | 67000 | 74811 |
|  | Guangshen Railway Co. Ltd., Class H | 3664000 | 1075304 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |  |
|  | Guangxi LiuYao Group Co. Ltd., Class A | 78280 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;205196 |
|  \* | Guangxi Wuzhou Zhongheng Group Co. Ltd., Class A | 669900 | 263002 |
|  \* | GuangYuYuan Chinese Herbal Medicine Co. Ltd., Class A | 30902 | 83176 |
|  # | Guangzhou Automobile Group Co. Ltd., Class H | 3526000 | 1478437 |
|  # | Guangzhou Baiyunshan Pharmaceutical Holdings Co. Ltd., Class H | 572000 | 1378923 |
|  | Guangzhou Grandbuy Co. Ltd., Class A | 21300 | 19302 |
|  | Guangzhou Haoyang Electronic Co. Ltd., Class A | 20150 | 122733 |
|  | Guangzhou KDT Machinery Group Co. Ltd., Class A | 16398 | 37779 |
|  | Guangzhou Kingmed Diagnostics Group Co. Ltd., Class A | 43600 | 182934 |
|  | Guangzhou Lingnan Group Holdings Co. Ltd., Class A | 120500 | 249134 |
|  | Guangzhou Restaurant Group Co. Ltd., Class A | 68700 | 164335 |
|  | Guangzhou Sie Consulting Co. Ltd., Class A | 77200 | 272822 |
|  | Guangzhou Wondfo Biotech Co. Ltd., Class A | 52100 | 161545 |
|  | Guilin Layn Natural Ingredients Corp., Class A | 130630 | 148617 |
|  | Guilin Sanjin Pharmaceutical Co. Ltd., Class A | 95800 | 201282 |
|  \* | Guizhou Bailing Group Pharmaceutical Co. Ltd., Class A | 56900 | 46503 |
|  | Guizhou Gas Group Corp. Ltd., Class A | 140928 | 139664 |

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**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |  |
|  | Guizhou Panjiang Refined Coal Co. Ltd., Class A | 244100 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;176727 |
|  | Guizhou Qianyuan Power Co. Ltd., Class A | 69900 | 173897 |
|  | Guizhou Sanli Pharmaceutical Co. Ltd., Class A | 53100 | 90216 |
|  | Guizhou Tyre Co. Ltd., Class A | 306100 | 214679 |
|  | Guizhou Xinbang Pharmaceutical Co. Ltd., Class A | 352600 | 189135 |
|  \* | Guizhou Zhenhua E-chem, Inc., Class A | 28314 | 59047 |
|  \* | Guizhou Zhongyida Co. Ltd., Class A | 30600 | 48327 |
|  \* | Guoguang Electric Co. Ltd., Class A | 108600 | 242206 |
|  | Guomai Technologies, Inc., Class A | 172600 | 273502 |
|  # | Guoquan Food Shanghai Co. Ltd., Class H | 1204400 | 596081 |
|  | Gushengtang Holdings Ltd. | 147100 | 541843 |
|  | H World Group Ltd. (1179 HK) | 349300 | 1354458 |
|  #\*Ω | Haichang Ocean Park Holdings Ltd. | 6456000 | 607604 |
|  #Ω | Haidilao International Holding Ltd. | 3772000 | 6215918 |
|  | Hailir Pesticides & Chemicals Group Co. Ltd., Class A | 29820 | 55699 |
|  \* | Hainan Haide Capital Management Co. Ltd., Class A | 155400 | 163959 |
|  \* | Hainan Haiqi Transportation Group Co. Ltd., Class A | 58100 | 230726 |
|  \* | Hainan Meilan International Airport Co. Ltd., Class H | 526000 | 711115 |
|  | Haitian International Holdings Ltd. | 2453000 | 6702911 |
|  Ω | Haitong UniTrust International Leasing Co. Ltd., Class H | 3454000 | 359957 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |  |
|  | Hangxiao Steel Structure Co. Ltd., Class A | 174508 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;66493 |
|  | Hangzhou Advance Gearbox Group Co. Ltd., Class A | 11700 | 29869 |
|  | Hangzhou Greenda Electronic Materials Co. Ltd., Class A | 23600 | 99819 |
|  | Hangzhou Haoyue Personal Care Co. Ltd., Class A | 41354 | 189531 |
|  | Hangzhou Huawang New Material Technology Co. Ltd., Class A | 104300 | 129132 |
|  | Hangzhou Onechance Tech Corp., Class A | 47370 | 202841 |
|  \*Ω | Hangzhou SF Intra-City Industrial Co. Ltd., Class H | 163000 | 262270 |
|  | Hangzhou Sunrise Technology Co. Ltd., Class A | 101300 | 221282 |
|  #Ω | Hangzhou Tigermed Consulting Co. Ltd. (3347 HK), Class H | 344000 | 2058613 |
|  | Hangzhou Weiguang Electronic Co. Ltd., Class A | 13400 | 67426 |
|  | Hangzhou Zhongtai Cryogenic Technology Corp., Class A | 9700 | 28602 |
|  | Haosen Fintech Group Ltd. | 7000 | 10160 |
|  \*Ω | Harbin Bank Co. Ltd., Class H | 1420000 | 73015 |
|  | Harbin Electric Co. Ltd., Class H | 2013413 | 3310631 |
|  | Harbin Electric Corp. Jiamusi Electric Machine Co. Ltd., Class A | 83900 | 152947 |
|  \* | Harbin Gloria Pharmaceuticals Co. Ltd., Class A | 277900 | 132823 |
|  \* | Harbin Pharmaceutical Group Co. Ltd., Class A | 511600 | 263383 |

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**CONTINUED**

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| | | | |
|:---|:---|:---|:---|
| | | **Shares** | **Value»** |
|  CHINA — (Continued) | CHINA — (Continued) |  |  |
|  | HBIS Resources Co. Ltd., Class A | 82100 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;216640 |
|  #\*Ω | HBM Holdings Ltd. | 1203000 | 2084934 |
|  # | Health & Happiness H&H International Holdings Ltd. | 415500 | 646386 |
|  | Hefei Jianghang Aircraft Equipment Co. Ltd., Class A | 145755 | 227603 |
|  | Hefei Urban Construction Development Co. Ltd., Class A | 161200 | 281797 |
|  | HeiLongJiang ZBD Pharmaceutical Co. Ltd., Class A | 60600 | 96126 |
|  | Hello Group, Inc., Sponsored ADR | 149753 | 1016823 |
|  | Henan Liliang Diamond Co. Ltd., Class A | 49200 | 265798 |
|  | Henan Lingrui Pharmaceutical Co., Class A | 50200 | 160113 |
|  | Henan Thinker Automatic Equipment Co. Ltd., Class A | 67900 | 285648 |
|  \* | Henan Yicheng New Energy Co. Ltd., Class A | 382000 | 283289 |
|  | Henan Yuguang Gold & Lead Co. Ltd., Class A | 226100 | 389631 |
|  \* | Henan Yuneng Holdings Co. Ltd., Class A | 203900 | 172821 |
|  | Hengan International Group Co. Ltd. | 926500 | 3244868 |
|  | Hengbao Co. Ltd., Class A | 21900 | 67296 |
|  | Hengtong Logistics Co. Ltd., Class A | 85200 | 118733 |
|  | Hexing Electrical Co. Ltd., Class A | 87600 | 416065 |
|  \* | HG Semiconductor Ltd. | 740000 | 46907 |
|  | HG Technologies Co. Ltd., Class A | 25450 | 63705 |
|  \* | Hi Sun Technology China Ltd. | 1845000 | 140213 |

---

---

| | | | |
|:---|:---|:---|:---|
| | | **Shares** | **Value»** |
|  CHINA — (Continued) | CHINA — (Continued) |  |  |
|  \* | Hiconics Eco-energy Technology Co. Ltd., Class A | 78500 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;65838 |
|  | Hisense Home Appliances Group Co. Ltd., Class H | 1365000 | 4026285 |
|  | Hitevision Co. Ltd., Class A | 39400 | 165653 |
|  | HitGen, Inc., Class A | 19137 | 67882 |
|  \* | HNA Technology Co. Ltd., Class A | 393400 | 242566 |
|  | Hongli Zhihui Group Co. Ltd., Class A | 79400 | 82746 |
|  \* | Hongmian Zhihui Science & Technology Innovation Co. Ltd. Guangzhou | 244880 | 110868 |
|  \* | Hongyuan Green Energy Co. Ltd., Class A | 21100 | 87456 |
|  #\* | Hopson Development Holdings Ltd. | 4531026 | 1838062 |
|  | Horizon Construction Development Ltd. | 2430591 | 350055 |
|  | Hoymiles Power Electronics, Inc., Class A | 8768 | 131985 |
|  \*Ω | Hua Hong Semiconductor Ltd., Class H | 1981000 | 20305621 |
|  | Huabao International Holdings Ltd. | 664000 | 307734 |
|  \* | Huachangda Intelligent Equipment Group Co. Ltd., Class A | 118300 | 92269 |
|  | Huadian Heavy Industries Co. Ltd., Class A | 189000 | 197183 |
|  | Huadian Power International Corp. Ltd., Class H | 3826000 | 2255419 |
|  | Huafon Microfibre Shanghai Technology Co. Ltd., Class A | 161300 | 161819 |
|  | Huafu Fashion Co. Ltd., Class A | 318552 | 214114 |
|  \* | Huaihe Energy Group Co. Ltd., Class A | 370300 | 194254 |

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**THE EMERGING MARKETS SMALL CAP SERIES** 

**CONTINUED**

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| | | | |
|:---|:---|:---|:---|
| | | **Shares** | **Value»** |
|  CHINA — (Continued) | CHINA — (Continued) |  |  |
|  \* | Huakai Yibai Technology Co. Ltd., Class A | 23900 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;36457 |
|  | Huangshan Novel Co. Ltd., Class A | 101840 | 164015 |
|  | Huangshan Tourism Development Co. Ltd., Class A | 89300 | 141963 |
|  | Huapont Life Sciences Co. Ltd., Class A | 185400 | 127487 |
|  | Huatu Cendes Co. Ltd., Class A | 48260 | 455470 |
|  # | Huaxin Cement Co. Ltd. (6655 HK), Class H | 643900 | 1445846 |
|  \* | Hubei Broadcasting & Television Information Network Co. Ltd., Class A | 297100 | 251976 |
|  | Hubei Chutian Smart Communication Co. Ltd., Class A | 303300 | 173483 |
|  | Hubei Huitian New Materials Co. Ltd., Class A | 37400 | 66177 |
|  | Hubei Zhenhua Chemical Co. Ltd., Class A | 138180 | 470232 |
|  | Hui Lyu Ecological Technology Groups Co. Ltd., Class A | 73200 | 190753 |
|  \* | Huizhou CEE Technology, Inc., Class A | 30800 | 51325 |
|  | Hunan Aihua Group Co. Ltd., Class A | 21987 | 53273 |
|  \* | Hunan Corun New Energy Co. Ltd., Class A | 142100 | 150164 |
|  \* | Hunan Er-Kang Pharmaceutical Co. Ltd., Class A | 432800 | 219678 |
|  | Hunan Friendship & Apollo Commercial Co. Ltd., Class A | 266380 | 248350 |
|  | Hunan Jiudian Pharmaceutical Co. Ltd., Class A | 92800 | 216190 |
|  \* | Hunan Kaimeite Gases Co. Ltd., Class A | 63400 | 243387 |

---

---

| | | | |
|:---|:---|:---|:---|
| | | **Shares** | **Value»** |
|  CHINA — (Continued) | CHINA — (Continued) |  |  |
|  \* | Hunan New Wellful Co. Ltd., Class A | 157200 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;138785 |
|  \* | Hunan Silver Co. Ltd., Class A | 372800 | 337857 |
|  | Hunan TV & Broadcast Intermediary Co. Ltd., Class A | 342000 | 427472 |
|  | Hunan Zhongke Electric Co. Ltd., Class A | 19000 | 69098 |
|  #\* | HUTCHMED China Ltd., ADR | 3324 | 48796 |
|  #\* | HUTCHMED China Ltd. | 871500 | 2607405 |
|  | HUYA, Inc., ADR | 181992 | 500478 |
|  #\*Ω | Hygeia Healthcare Holdings Co. Ltd. | 711600 | 1195579 |
|  \* | Hymson Laser Technology Group Co. Ltd., Class A | 45909 | 277826 |
|  \* | HyUnion Holding Co. Ltd., Class A | 244800 | 308049 |
|  \* | IAT Automobile Technology Co. Ltd., Class A | 76200 | 122572 |
|  \*Ω | iDreamSky Technology Holdings Ltd. | 1442000 | 155646 |
|  \*Ω | Ingdan, Inc. | 89000 | 32259 |
|  \* | Inkeverse Group Ltd. | 1024000 | 137829 |
|  \* | INKON Life Technology Co. Ltd., Class A | 109700 | 164260 |
|  | Inmyshow Digital Technology Group Co. Ltd., Class A | 341900 | 298788 |
|  \* | Inner Mongolia Furui Medical Science Co. Ltd., Class A | 6800 | 69708 |
|  \*Ω | InnoCare Pharma Ltd., Class H | 846000 | 1550874 |
|  | Innuovo Technology Co. Ltd., Class A | 23000 | 34326 |
|  \* | Insigma Technology Co. Ltd., Class A | 171400 | 257482 |
|  | Inspur Digital Enterprise Technology Ltd. | 1410000 | 1426640 |
|  | Intron Technology Holdings Ltd. | 222000 | 59121 |
|  #\* | iQIYI, Inc., ADR | 729179 | 1684403 |

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**CONTINUED**

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| | | | |
|:---|:---|:---|:---|
| | | **Shares** | **Value»** |
|  CHINA — (Continued) | CHINA — (Continued) |  |  |
|  | IReader Technology Co. Ltd., Class A | 87800 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;256520 |
|  \* | IVD Medical Holding Ltd. | 126000 | 113347 |
|  \* | J&T Global Express Ltd. | 4321800 | 5545405 |
|  | Jack Technology Co. Ltd., Class A | 5700 | 35539 |
|  | Jade Bird Fire Co. Ltd., Class A | 165360 | 260255 |
|  | Jangho Group Co. Ltd., Class A | 203600 | 221851 |
|  \* | JC Finance & Tax Interconnect Holdings Ltd., Class A | 149600 | 237127 |
|  \*Ω | JD Logistics, Inc. | 2119400 | 3455051 |
|  \*Ω | Jenscare Scientific Co. Ltd., Class H | 118200 | 182707 |
|  | JF SmartInvest Holdings Ltd. | 250000 | 1780798 |
|  | Jia Yao Holdings Ltd. | 118000 | 44074 |
|  | Jiajiayue Group Co. Ltd., Class A | 62000 | 93731 |
|  | Jiang Su Suyan Jingshen Co. Ltd., Class A | 150100 | 227004 |
|  | Jiangsu Asia-Pacific Light Alloy Technology Co. Ltd., Class A | 227700 | 213181 |
|  | Jiangsu Bojun Industrial Technology Co. Ltd., Class A | 61600 | 306998 |
|  | Jiangsu Boqian New Materials Stock Co. Ltd., Class A | 22600 | 172135 |
|  | Jiangsu Changbao Steeltube Co. Ltd., Class A | 60000 | 55013 |
|  | Jiangsu Changshu Automotive Trim Group Co. Ltd., Class A | 53600 | 129100 |
|  \* | Jiangsu Dagang Co. Ltd., Class A | 88600 | 211898 |
|  | Jiangsu Dingsheng New Energy Materials Co. Ltd., Class A | 185300 | 333363 |
|  | Jiangsu Etern Co. Ltd., Class A | 242600 | 509101 |

---

---

| | | | |
|:---|:---|:---|:---|
| | | **Shares** | **Value»** |
|  CHINA — (Continued) | CHINA — (Continued) |  |  |
|  \* | Jiangsu General Science Technology Co. Ltd., Class A | 298800 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;186482 |
|  | Jiangsu Gian Technology Co. Ltd., Class A | 35200 | 237315 |
|  | Jiangsu Guomao Reducer Co. Ltd., Class A | 63600 | 146062 |
|  | Jiangsu Guotai International Group Co. Ltd., Class A | 183100 | 240404 |
|  | Jiangsu Hengshun Vinegar Industry Co. Ltd., Class A | 182200 | 208462 |
|  | Jiangsu Hongdou Industrial Co. Ltd., Class A | 376500 | 137416 |
|  | Jiangsu Hongtian Technology Co. Ltd., Class A | 19400 | 143003 |
|  | Jiangsu Huachang Chemical Co. Ltd., Class A | 177400 | 156071 |
|  | Jiangsu Jibeier Pharmaceutical Co. Ltd., Class A | 16664 | 82498 |
|  \* | Jiangsu Kanion Pharmaceutical Co. Ltd., Class A | 111340 | 234047 |
|  | Jiangsu Lianyungang Port Co. Ltd., Class A | 70800 | 57180 |
|  | Jiangsu Linyang Energy Co. Ltd., Class A | 257200 | 211200 |
|  \* | Jiangsu Lopal Tech Group Co. Ltd., Class A | 83200 | 208756 |
|  | Jiangsu Olive Sensors High-Tech Co. Ltd., Class A | 104600 | 138030 |
|  | Jiangsu Pacific Precision Forging Co. Ltd., Class A | 67000 | 130308 |
|  | Jiangsu Provincial Agricultural Reclamation & Development Corp., Class A | 149200 | 195089 |

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**CONTINUED**

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| | | | |
|:---|:---|:---|:---|
| | | **Shares** | **Value»** |
|  CHINA — (Continued) | CHINA — (Continued) |  |  |
|  | Jiangsu Rainbow Heavy Industries Co. Ltd., Class A | 36900 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;34810 |
|  \* | Jiangsu Sanfame Polyester Material Co. Ltd., Class A | 466700 | 147750 |
|  | Jiangsu Shentong Valve Co. Ltd., Class A | 86100 | 168431 |
|  | Jiangsu Shuangxing Color Plastic New Materials Co. Ltd., Class A | 76000 | 58136 |
|  | Jiangsu Sidike New Material Science & Technology Co. Ltd. (300806 C2), Class A | 76873 | 292138 |
|  | Jiangsu Sidike New Material Science & Technology Co. Ltd. (300806 CH), Class A | 14784 | 56183 |
|  | Jiangsu Soho High Hope Group Corp., Class A | 428400 | 171058 |
|  \* | Jiangsu Sopo Chemical Co., Class A | 92401 | 94138 |
|  | Jiangsu Suzhou Rural Commercial Bank Co. Ltd., Class A | 262221 | 190962 |
|  | Jiangsu ToLand Alloy Co. Ltd., Class A | 44900 | 172911 |
|  | Jiangsu Tongrun Equipment Technology Co. Ltd., Class A | 39000 | 110482 |
|  \* | Jiangsu Transimage Technology Co. Ltd., Class A | 15300 | 40089 |
|  \* | Jiangsu Yinhe Electronics Co. Ltd., Class A | 161700 | 105210 |
|  | Jiangsu Zijin Rural Commercial Bank Co. Ltd., Class A | 143900 | 57214 |
|  \* | Jiangsu Zongyi Co. Ltd., Class A | 130900 | 101553 |
|  | Jiangxi Bank Co. Ltd., Class H | 1112500 | 98773 |

---

---

| | | | |
|:---|:---|:---|:---|
| | | **Shares** | **Value»** |
|  CHINA — (Continued) | CHINA — (Continued) |  |  |
|  \* | Jiangxi Black Cat Carbon Black Co. Ltd., Class A | 115900 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;162465 |
|  | Jiangxi Copper Co. Ltd., Class H | 1731000 | 7222493 |
|  \* | Jiangxi Fushine Pharmaceutical Co. Ltd., Class A | 95400 | 139743 |
|  | Jiangxi Ganneng Co. Ltd., Class A | 161100 | 242735 |
|  | Jiangxi Ganyue Expressway Co. Ltd., Class A | 264600 | 198964 |
|  | Jiangxi Guotai Group Co. Ltd., Class A | 121900 | 222005 |
|  | Jiangxi Huangshanghuang Group Food Co. Ltd., Class A | 56200 | 100449 |
|  | Jiangxi Xinyu Guoke Technology Co. Ltd., Class A | 46460 | 207623 |
|  | Jiangyin Haida Rubber & Plastic Co. Ltd., Class A | 65300 | 91755 |
|  \* | Jiangyin Hengrun Heavy Industries Co. Ltd., Class A | 60300 | 138194 |
|  | Jiangyin Jianghua Microelectronics Materials Co. Ltd., Class A | 63900 | 167017 |
|  \* | Jiangyin Zhongnan Heavy Industries Co. Ltd., Class A | 243200 | 87222 |
|  | Jianmin Pharmaceutical Group Co. Ltd., Class A | 50200 | 278166 |
|  | Jiaozuo Wanfang Aluminum Manufacturing Co. Ltd., Class A | 223334 | 322338 |
|  | Jiayin Group, Inc., ADR | 6626 | 62616 |
|  \* | Jilin Chemical Fibre, Class A | 494202 | 283657 |
|  | Jilin OLED Material Tech Co. Ltd., Class A | 17858 | 72802 |
|  \* | Jilin Quanyangquan Co. Ltd., Class A | 90200 | 90278 |

---

1003

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##### [**Table of Contents**](#toc)
**THE EMERGING MARKETS SMALL CAP SERIES** 

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
| | | **Shares** | **Value»** |
|  CHINA — (Continued) | CHINA — (Continued) |  |  |
|  #\*†† | Jinchuan Group International Resources Co. Ltd. | 7638000 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;235906 |
|  | Jinghua Pharmaceutical Group Co. Ltd., Class A | 144900 | 152746 |
|  | Jingjin Equipment, Inc., Class A | 141400 | 303157 |
|  | Jinhong Gas Co. Ltd., Class A | 61973 | 176642 |
|  | Jinhui Liquor Co. Ltd., Class A | 53400 | 149276 |
|  \* | Jinke Smart Services Group Co. Ltd., Class H | 365200 | 322876 |
|  # | JinkoSolar Holding Co. Ltd., ADR | 141757 | 3559518 |
|  | Jinlei Technology Co. Ltd., Class A | 66900 | 275607 |
|  | Jinlongyu Group Co. Ltd., Class A | 83200 | 361908 |
|  | Jinmao Property Services Co. Ltd. | 302279 | 108716 |
|  \* | Jinneng Holding Shanxi Electric Power Co. Ltd., Class A | 538000 | 223865 |
|  | Jinneng Science&Technology Co. Ltd., Class A | 38200 | 33707 |
|  #\*Ω | Jinxin Fertility Group Ltd. | 5485500 | 1735208 |
|  | Jinyu Bio-Technology Co. Ltd., Class A | 212400 | 321959 |
|  | Jinzai Food Group Co. Ltd., Class A | 76700 | 129017 |
|  #Ω | Jiumaojiu International Holdings Ltd. | 481000 | 109548 |
|  | Jiuzhitang Co. Ltd., Class A | 38800 | 54576 |
|  # | JL Mag Rare-Earth Co. Ltd. (6680 HK), Class H | 224800 | 662974 |
|  | JNBY Design Ltd. | 642000 | 1489149 |
|  Ω | Joinn Laboratories China Co. Ltd., Class H | 131800 | 363991 |
|  \* | Jolywood Suzhou Sunwatt Co. Ltd., Class A | 201100 | 171879 |
|  | Jones Tech PLC, Class A | 24760 | 160484 |

---

---

| | | | |
|:---|:---|:---|:---|
| | | **Shares** | **Value»** |
|  CHINA — (Continued) | CHINA — (Continued) |  |  |
|  \* | Joy City Property Ltd. | 1744000 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;132430 |
|  | Joyoung Co. Ltd., Class A | 34900 | 47201 |
|  | JS Corrugating Machinery Co. Ltd., Class A | 95000 | 167045 |
|  \*Ω | JS Global Lifestyle Co. Ltd. | 1527000 | 349888 |
|  | JSTI Group, Class A | 138900 | 164420 |
|  \* | Ju Teng International Holdings Ltd. | 2010000 | 468169 |
|  | Juewei Food Co. Ltd., Class A | 64600 | 124015 |
|  | Jutal Offshore Oil Services Ltd. | 38000 | 2788 |
|  | Jutze Intelligent Technology Co. Ltd., Class A | 24100 | 71046 |
|  \*Ω | JW Cayman Therapeutics Co. Ltd. | 172000 | 77203 |
|  \* | JY Grandmark Holdings Ltd. | 129000 | 3006 |
|  | Kailuan Energy Chemical Co. Ltd., Class A | 124500 | 114274 |
|  | Kaishan Group Co. Ltd., Class A | 111200 | 250674 |
|  | Kangji Medical Holdings Ltd. | 1000000 | 1158067 |
|  | Kanzhun Ltd. | 33700 | 371992 |
|  | KEDE Numerical Control Co. Ltd., Class A | 25689 | 230972 |
|  \* | Keep, Inc. | 315900 | 188792 |
|  | Keli Motor Group Co. Ltd., Class A | 142800 | 278366 |
|  | Keli Sensing Technology Ningbo Co. Ltd., Class A | 50300 | 482499 |
|  | Kinco Automation Shanghai Co. Ltd., Class A | 4929 | 71309 |
|  # | Kinetic Development Group Ltd. | 4630000 | 870159 |
|  | Kingboard Holdings Ltd. | 2266421 | 8120200 |
|  # | Kingboard Laminates Holdings Ltd. | 3720000 | 6228079 |
|  \* | Kingdee International Software Group Co. Ltd. | 2539000 | 4790190 |

---

1004

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##### [**Table of Contents**](#toc)
**THE EMERGING MARKETS SMALL CAP SERIES** 

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
|  \* | Kingsignal Technology Co. Ltd., Class A | 13600 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25113 |
|  | Kingsoft Corp. Ltd. | 2467600 | 10756598 |
|  \*Ω | Kintor Pharmaceutical Ltd. | 341500 | 82402 |
|  | KPC Pharmaceuticals, Inc., Class A | 81700 | 156288 |
|  | Kuaijishan Shaoxing Wine Co. Ltd., Class A | 75100 | 234042 |
|  | Kuangda Technology Group Co. Ltd., Class A | 287400 | 250518 |
|  | Kunlun Energy Co. Ltd. | 5550000 | 5101480 |
|  | Kunshan Dongwei Technology Co. Ltd., Class A | 57248 | 306446 |
|  | Kunshan Kinglai Hygienic Materials Co. Ltd., Class A | 48920 | 421489 |
|  \* | Kunwu Jiuding Investment Holdings Co. Ltd., Class A | 47700 | 126155 |
|  \* | Kyland Technology Co. Ltd., Class A | 104600 | 356882 |
|  | Lancy Co. Ltd., Class A | 87800 | 242992 |
|  | Landai Technology Group Corp. Ltd., Class A | 85300 | 165312 |
|  \* | Lanzhou LS Heavy Equipment Co. Ltd., Class A | 225600 | 276199 |
|  | Laobaixing Pharmacy Chain JSC, Class A | 74500 | 173805 |
|  | Launch Tech Co. Ltd., Class H | 293000 | 331432 |
|  | Lee & Man Chemical Co. Ltd. | 528785 | 320675 |
|  | Lee & Man Paper Manufacturing Ltd. | 886000 | 313161 |
|  \*Ω | Legend Holdings Corp., Class H | 1504100 | 1944123 |
|  | Leoch International Technology Ltd. | 143000 | 26317 |
|  | LEPU ScienTech Medical Technology Shanghai Co. Ltd., Class H | 6000 | 14484 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
|  | Leshan Giantstar Farming & Husbandry Corp. Ltd., Class A | 68400 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;176501 |
|  | Li Ning Co. Ltd. | 6053000 | 13160529 |
|  | Lianhe Chemical Technology Co. Ltd., Class A | 81400 | 135370 |
|  | Liaoning Energy Industry Co. Ltd., Class A | 88000 | 50579 |
|  # | Liaoning Port Co. Ltd., Class H | 968000 | 113303 |
|  | Lier Chemical Co. Ltd., Class A | 149980 | 267478 |
|  #\* | Lifetech Scientific Corp. | 8522000 | 2206378 |
|  | Lijiang Yulong Tourism Co. Ltd., Class A | 129100 | 158269 |
|  \* | Linewell Software Co. Ltd., Class A | 46700 | 79912 |
|  | Lingbao Gold Group Co. Ltd., Class H | 870000 | 1821180 |
|  #Ω | Linklogis, Inc., Class B | 2001500 | 822908 |
|  \* | Liuzhou Iron & Steel Co. Ltd., Class A | 283680 | 215451 |
|  | Livzon Pharmaceutical Group, Inc., Class H | 641903 | 2581595 |
|  #Ω | Longfor Group Holdings Ltd. | 5339614 | 6595667 |
|  | Longhua Technology Group Luoyang Co. Ltd., Class A | 189100 | 223719 |
|  | Lonking Holdings Ltd. | 5962000 | 2376509 |
|  | Lontium Semiconductor Corp., Class A | 21565 | 213096 |
|  \* | Lotus Holdings Co. Ltd. | 164799 | 132785 |
|  | Lucky Harvest Co. Ltd., Class A | 34190 | 193753 |
|  | Luoniushan Co. Ltd., Class A | 23628 | 24373 |
|  | Lushang Freda Pharmaceutical Co. Ltd., Class A | 205700 | 225039 |
|  | Luxin Venture Capital Group Co. Ltd., Class A | 140600 | 289099 |
|  | Luyang Energy-Saving Materials Co. Ltd. | 94900 | 158249 |

---

1005

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##### [**Table of Contents**](#toc)
**THE EMERGING MARKETS SMALL CAP SERIES** 

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
|  \*Ω | Luye Pharma Group Ltd. | 3227500 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1307616 |
|  | Lygend Resources & Technology Co. Ltd.-H, Class H | 160800 | 491584 |
|  \* | Maanshan Iron & Steel Co. Ltd., Class H | 3650048 | 1198198 |
|  | Maccura Biotechnology Co. Ltd., Class A | 106861 | 175731 |
|  \* | Malion New Materials Co. Ltd., Class A | 68600 | 106328 |
|  #Ω | Maoyan Entertainment | 1032565 | 883111 |
|  \* | Marssenger Kitchenware Co. Ltd., Class A | 42700 | 75251 |
|  | Maxvision Technology Corp., Class A | 39800 | 165095 |
|  | Mayinglong Pharmaceutical Group Co. Ltd., Class A | 42200 | 167382 |
|  Ω | Medlive Technology Co. Ltd. | 344500 | 467040 |
|  | Mehow Innovative Ltd., Class A | 41800 | 137925 |
|  | MeiG Smart Technology Co. Ltd., Class A | 44800 | 286615 |
|  Ω | Meitu, Inc. | 5414500 | 6013314 |
|  | Mesnac Co. Ltd., Class A | 196900 | 238872 |
|  # | Metallurgical Corp. of China Ltd., Class H | 2472000 | 753282 |
|  | M-Grass Ecology & Environment Group Co. Ltd., Class A | 384500 | 225209 |
|  \*Ω | Microport Cardioflow Medtech Corp. | 1470000 | 225881 |
|  # | MicroPort NeuroScientific Corp. | 319224 | 484964 |
|  #\* | Microport Scientific Corp. | 1471200 | 2295996 |
|  Ω | Midea Real Estate Holding Ltd. | 400400 | 245828 |
|  | Milkyway Intelligent Supply Chain Service Group Co. Ltd., Class A | 28971 | 242172 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
|  # | Ming Yuan Cloud Group Holdings Ltd. | 1252000 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;531767 |
|  \* | Mingfa Group International Co. Ltd. | 2003000 | 31420 |
|  | MINISO Group Holding Ltd. | 871600 | 4660168 |
|  \* | Minmetals Development Co. Ltd., Class A | 196200 | 252271 |
|  \* | Minmetals Land Ltd. | 568000 | 68883 |
|  | Minth Group Ltd. | 1963000 | 8710454 |
|  \* | Miracle Automation Engineering Co. Ltd., Class A | 8000 | 20303 |
|  | Miracll Chemicals Co. Ltd., Class A | 43640 | 96979 |
|  | MLS Co. Ltd., Class A | 124700 | 152848 |
|  #\* | MMG Ltd. | 11918598 | 10577188 |
|  \*Ω | Mobvista, Inc. | 968000 | 2221683 |
|  \* | MOG Digitech Holdings Ltd. | 2528000 | 128602 |
|  | Moon Environment Technology Co. Ltd., Class A | 184080 | 367731 |
|  # | Morimatsu International Holdings Co. Ltd. | 612000 | 783506 |
|  | Motic Xiamen Electric Group Co. Ltd., Class A | 99400 | 245607 |
|  \* | Mount Everest Gold Group Co. Ltd. | 311000 | 73572 |
|  | MYS Group Co. Ltd., Class A | 131600 | 79967 |
|  | Nancal Technology Co. Ltd., Class A | 47100 | 309922 |
|  \* | Nanfang Zhongjin Environment Co. Ltd., Class A | 318400 | 199498 |
|  | Nanhua Futures Co. Ltd., Class A | 51500 | 151018 |
|  | NanJi E-Commerce Co. Ltd., Class A | 459800 | 228433 |
|  | Nanjing Cosmos Chemical Co. Ltd., Class A | 62500 | 120789 |
|  | Nanjing Hanrui Cobalt Co. Ltd., Class A | 59300 | 413960 |

---

1006

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##### [**Table of Contents**](#toc)
**THE EMERGING MARKETS SMALL CAP SERIES** 

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
|  | Nanjing Pharmaceutical Co. Ltd., Class A | 244800 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;174084 |
|  | Nanjing Xinjiekou Department Store Co. Ltd., Class A | 265000 | 279537 |
|  | Nantong Jiangshan Agrochemical & Chemical LLC, Class A | 77905 | 261905 |
|  | Natural Food International Holding Ltd. | 112000 | 16565 |
|  \* | Nayuki Holdings Ltd. | 1126500 | 169642 |
|  | NetDragon Websoft Holdings Ltd. | 324000 | 506159 |
|  \*Ω | NetEase Cloud Music, Inc. | 156250 | 4851737 |
|  | Neusoft Corp., Class A | 132700 | 196286 |
|  #†† | New Horizon Health Ltd. | 269500 | 91908 |
|  \* | New Journey Health Technology Group Co. Ltd., Class A | 554900 | 174645 |
|  | New Trend International Logis-Tech Co. Ltd., Class A | 27200 | 48509 |
|  \* | Newborn Town, Inc. | 1330000 | 1808070 |
|  | Nexteer Automotive Group Ltd. | 2195000 | 1902740 |
|  \* | Nine Dragons Paper Holdings Ltd. | 3319000 | 2377335 |
|  \* | Ningbo Changhong Polymer Scientific & Technical, Inc., Class A | 60200 | 159505 |
|  | Ningbo Exciton Technology Co. Ltd., Class A | 24500 | 63591 |
|  | Ningbo Haitian Precision Machinery Co. Ltd., Class A | 96600 | 281157 |
|  | Ningbo Jintian Copper Group Co. Ltd., Class A | 202300 | 328959 |
|  | Ningbo Kbe Electrical Technology Co. Ltd., Class A | 16600 | 119174 |
|  | Ningbo Peacebird Fashion Co. Ltd., Class A | 66600 | 134063 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
|  | Ningbo Sunrise Elc Technology Co. Ltd., Class A | 55800 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;144101 |
|  | Ningbo Yongxin Optics Co. Ltd., Class A | 21000 | 302472 |
|  | Ningbo Yunsheng Co. Ltd., Class A | 214400 | 430038 |
|  | Ningxia Building Materials Group Co. Ltd., Class A | 84200 | 159068 |
|  | Ningxia Orient Tantalum Industry Co. Ltd., Class A | 83800 | 365637 |
|  | Ningxia Western Venture Industrial Co. Ltd., Class A | 265100 | 192165 |
|  #\* | Niu Technologies, Sponsored ADR | 29128 | 122338 |
|  | NKY Medical Holdings Ltd., Class A | 84300 | 196599 |
|  | Noah Holdings Ltd., Sponsored ADR | 46328 | 523043 |
|  | North Chemical Industries Co. Ltd., Class A | 44800 | 126752 |
|  | North China Pharmaceutical Co. Ltd., Class A | 138000 | 116439 |
|  | North Huajin Chemical Industries Co. Ltd., Class A | 367800 | 262730 |
|  | Northeast Pharmaceutical Group Co. Ltd., Class A | 217203 | 169386 |
|  #\* | NovaBridge Biosciences, Sponsored ADR | 38080 | 188496 |
|  | Novoray Corp., Class A | 6022 | 53842 |
|  \* | NSFOCUS Technologies Group Co. Ltd., Class A | 40900 | 47664 |
|  \* | Nuode New Materials Co. Ltd., Class A | 306700 | 305315 |
|  | NYOCOR Co. Ltd., Class A | 42600 | 33413 |
|  #\*Ω | Ocumension Therapeutics | 467000 | 500371 |
|  # | Onewo, Inc., Class H | 536700 | 1541961 |
|  | Opple Lighting Co. Ltd., Class A | 26100 | 63824 |

---

1007

------

##### [**Table of Contents**](#toc)
**THE EMERGING MARKETS SMALL CAP SERIES** 

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
|  | OPT Machine Vision Tech Co. Ltd., Class A | 12615 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;225794 |
|  | Orient International Enterprise Ltd., Class A | 167900 | 197345 |
|  # | Orient Overseas International Ltd. | 82500 | 1427739 |
|  \* | Oriental Energy Co. Ltd., Class A | 175800 | 203256 |
|  #\* | OSL Group Ltd. | 506000 | 1145349 |
|  \* | PCI Technology Group Co. Ltd., Class A | 174500 | 168396 |
|  \*Ω | Peijia Medical Ltd. | 848000 | 656478 |
|  \*†† | Pengdu Agriculture & Animal Husbandry Co. Ltd., Class A | 1346100 | 0 |
|  \* | Pengxin International Mining Co. Ltd., Class A | 328300 | 378029 |
|  # | Persistence Resources Group Ltd. | 1240000 | 224455 |
|  | PharmaBlock Sciences Nanjing, Inc., Class A | 33400 | 200586 |
|  #Ω | Pharmaron Beijing Co. Ltd., Class H | 754500 | 2519185 |
|  \* | Phenix Optical Co. Ltd., Class A | 25200 | 77180 |
|  | PhiChem Corp., Class A | 111226 | 366702 |
|  #Ω | Ping An Healthcare & Technology Co. Ltd. | 4285358 | 7581372 |
|  | PNC Process Systems Co. Ltd., Class A | 59680 | 260694 |
|  # | Poly Property Group Co. Ltd. | 4025500 | 957630 |
|  # | Poly Property Services Co. Ltd., Class H | 291400 | 1257100 |
|  \* | Porton Pharma Solutions Ltd., Class A | 106500 | 398797 |
|  | Pou Sheng International Holdings Ltd. | 3868806 | 236417 |
|  | Prinx Chengshan Holdings Ltd. | 256000 | 233905 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
|  | Pulike Biological Engineering, Inc., Class A | 20800 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;40859 |
|  | PW Medtech Group Ltd. | 1354000 | 261475 |
|  | Pylon Technologies Co. Ltd., Class A | 25329 | 236186 |
|  | Q Technology Group Co. Ltd. | 1418000 | 2549990 |
|  | Qfin Holdings, Inc., ADR | 260018 | 6279435 |
|  | Qianhe Condiment & Food Co. Ltd., Class A | 126750 | 165188 |
|  | Qiming Information Technology Co. Ltd., Class A | 49800 | 138055 |
|  \* | Qinchuan Machine Tool & Tool Group Share Co. Ltd., Class A | 197600 | 381246 |
|  | Qingdao Citymedia Co. Ltd., Class A | 32400 | 30922 |
|  | Qingdao East Steel Tower Stock Co. Ltd., Class A | 32100 | 79669 |
|  | Qingdao Eastsoft Communication Technology Co. Ltd., Class A | 86722 | 187345 |
|  | Qingdao Gaoce Technology Co. Ltd., Class A | 114045 | 183484 |
|  | Qingdao Gon Technology Co. Ltd., Class A | 61200 | 441106 |
|  | Qingdao Haier Biomedical Co. Ltd., Class A | 37811 | 185025 |
|  | Qingdao Hanhe Cable Co. Ltd., Class A | 365300 | 192581 |
|  | Qingdao Hiron Commercial Cold Chain Co. Ltd., Class A | 33914 | 67062 |
|  | Qingdao NovelBeam Technology Co. Ltd., Class A | 10727 | 73142 |
|  Ω | Qingdao Port International Co. Ltd., Class H | 922000 | 842846 |

---

1008

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##### [**Table of Contents**](#toc)
**THE EMERGING MARKETS SMALL CAP SERIES** 

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
|  | Qinghai Huzhu TianYouDe Highland Barley Spirit Co. Ltd., Class A | 81000 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;109169 |
|  \* | Qingling Motors Co. Ltd., Class H | 496000 | 47148 |
|  | Qinhuangdao Port Co. Ltd., Class H | 1989500 | 745067 |
|  \* | Qudian, Inc., Sponsored ADR | 314980 | 1505604 |
|  | Queclink Wireless Solutions Co. Ltd., Class A | 71900 | 122304 |
|  | Quick Intelligent Equipment Co. Ltd., Class A | 45000 | 205988 |
|  \* | Qunabox Group Ltd. | 25000 | 117786 |
|  | Rainbow Digital Commercial Co. Ltd., Class A | 117000 | 88820 |
|  | Rayhoo Motor Dies Co. Ltd., Class A | 36300 | 197390 |
|  #\*Ω | Red Star Macalline Group Corp. Ltd., Class H | 1406520 | 229878 |
|  | Renhe Pharmacy Co. Ltd., Class A | 279500 | 243999 |
|  #\* | REPT BATTERO Energy Co. Ltd., Class H | 345800 | 620508 |
|  | Rianlon Corp., Class A | 38750 | 218162 |
|  | Richinfo Technology Co. Ltd., Class A | 22000 | 82864 |
|  \* | Risen Energy Co. Ltd., Class A | 143300 | 216778 |
|  | Riyue Heavy Industry Co. Ltd., Class A | 112200 | 229275 |
|  | Rizhao Port Co. Ltd., Class A | 359300 | 160620 |
|  | Ruida Futures Co. Ltd., Class A | 68700 | 228153 |
|  | Ruifeng Power Group Co. Ltd. | 14000 | 17710 |
|  \* | SanFeng Intelligent Equipment Group Co. Ltd., Class A | 166700 | 221636 |
|  | Sanjiang Shopping Club Co. Ltd., Class A | 49400 | 96173 |
|  | Sanquan Food Co. Ltd., Class A | 91600 | 143748 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
|  \* | Sansteel Minguang Co. Ltd. Fujian, Class A | 39100 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24621 |
|  \* | Sanwei Holding Group Co. Ltd., Class A | 83600 | 136201 |
|  | Sany Heavy Equipment International Holdings Co. Ltd. | 4208000 | 3972524 |
|  \* | Seazen Group Ltd. | 5006571 | 1410512 |
|  | Shaanxi Fenghuo Electronics Co. Ltd., Class A | 101100 | 155822 |
|  \* | Shaanxi Heimao Coking Co. Ltd., Class A | 352600 | 210599 |
|  \* | Shandong BoAn Biotechnology Co. Ltd., Class H | 215000 | 290106 |
|  | Shandong Bohui Paper Industrial Co. Ltd., Class A | 109103 | 76555 |
|  | Shandong Dawn Polymer Co. Ltd., Class A | 92100 | 320844 |
|  | Shandong Denghai Seeds Co. Ltd., Class A | 151100 | 199958 |
|  | Shandong Dongyue Silicone Material Co. Ltd., Class A | 234400 | 305946 |
|  \* | Shandong Haihua Co. Ltd., Class A | 134000 | 104912 |
|  | Shandong Hi-Speed Road & Bridge Group Co. Ltd., Class A | 290800 | 249800 |
|  | Shandong Huatai Paper Industry Shareholding Co. Ltd., Class A | 182200 | 95279 |
|  | Shandong Jincheng Pharmaceutical Group Co. Ltd., Class A | 13100 | 32163 |
|  | Shandong Jinjing Science & Technology Co. Ltd., Class A | 273400 | 201759 |
|  \* | Shandong Longda Meishi Co. Ltd., Class A | 143100 | 96816 |

---

1009

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##### [**Table of Contents**](#toc)
**THE EMERGING MARKETS SMALL CAP SERIES** 

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
| | | **Shares** | **Value»** |
|  CHINA — (Continued) | CHINA — (Continued) |  |  |
|  | Shandong Lukang Pharma, Class A | 169300 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;238509 |
|  | Shandong Weigao Group Medical Polymer Co. Ltd., Class H | 2688400 | 1881849 |
|  | Shandong WIT Dyne Health Co. Ltd., Class A | 43400 | 208368 |
|  | Shandong Xiantan Co. Ltd., Class A | 148800 | 131767 |
|  | Shandong Xinhua Pharmaceutical Co. Ltd., Class H | 582400 | 521389 |
|  | Shandong Yisheng Livestock & Poultry Breeding Co. Ltd., Class A | 98100 | 123961 |
|  | Shanghai Acrel Co. Ltd., Class A | 7000 | 24822 |
|  \* | Shanghai Aerospace Automobile Electromechanical Co. Ltd., Class A | 273000 | 316617 |
|  \* | Shanghai AJ Group Co. Ltd., Class A | 95400 | 75391 |
|  | Shanghai AtHub Co. Ltd., Class A | 15333 | 71664 |
|  | Shanghai Baolong Automotive Corp., Class A | 40100 | 212436 |
|  | Shanghai Baosteel Packaging Co. Ltd., Class A | 213800 | 166087 |
|  \*Ω | Shanghai Bio-heart Biological Technology Co. Ltd., Class H | 76300 | 81891 |
|  | Shanghai Bright Meat Group Co. Ltd., Class A | 169000 | 161724 |
|  | Shanghai Chicmax Cosmetic Co. Ltd., Class H | 63300 | 698075 |
|  | Shanghai Chlor-Alkali Chemical Co. Ltd., Class A | 139200 | 213769 |
|  | Shanghai Daimay Automotive Interior Co. Ltd., Class A | 164800 | 176803 |

---

---

| | | | |
|:---|:---|:---|:---|
| | | **Shares** | **Value»** |
|  CHINA — (Continued) | CHINA — (Continued) |  |  |
|  | Shanghai Datun Energy Resources Co. Ltd., Class A | 85000 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;164976 |
|  | Shanghai Dazhong Public Utilities Group Co. Ltd., Class H | 622000 | 352599 |
|  | Shanghai Environment Group Co. Ltd., Class A | 149986 | 175025 |
|  \* | Shanghai Feilo Acoustics Co. Ltd., Class A | 472700 | 543023 |
|  | Shanghai Fengyuzhu Culture & Technology Co. Ltd., Class A | 67800 | 92844 |
|  | Shanghai Fosun Pharmaceutical Group Co. Ltd., Class H | 431000 | 1320183 |
|  # | Shanghai Fudan Microelectronics Group Co. Ltd., Class H | 779000 | 4237217 |
|  # | Shanghai Fudan-Zhangjiang Bio-Pharmaceutical Co. Ltd., Class H | 363000 | 152589 |
|  | Shanghai Fullhan Microelectronics Co. Ltd., Class A | 14700 | 97582 |
|  | Shanghai Ganglian E-Commerce Holdings Co. Ltd., Class A | 54000 | 206779 |
|  | Shanghai Gench Education Group Ltd. | 65500 | 22571 |
|  | Shanghai Gentech Co. Ltd., Class A | 56430 | 260547 |
|  | Shanghai Hanbell Precise Machinery Co. Ltd., Class A | 59200 | 203603 |
|  Ω | Shanghai Haohai Biological Technology Co. Ltd., Class H | 20400 | 71649 |
|  \*Ω | Shanghai Henlius Biotech, Inc., Class H | 75900 | 680624 |

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| | | | |
|:---|:---|:---|:---|
| | | **Shares** | **Value»** |
|  CHINA — (Continued) | CHINA — (Continued) |  |  |
|  | Shanghai Industrial Holdings Ltd. | 1046000 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1836156 |
|  \* | Shanghai Industrial Urban Development Group Ltd. | 653000 | 28572 |
|  #\* | Shanghai INT Medical Instruments Co. Ltd., Class H | 119000 | 478794 |
|  | Shanghai Jinqiao Export Processing Zone Development Co. Ltd., Class A | 85800 | 136581 |
|  | Shanghai Kaibao Pharmaceutical Co. Ltd., Class A | 194559 | 168749 |
|  | Shanghai Kelai Mechatronics Engineering Co. Ltd., Class A | 46489 | 128081 |
|  | Shanghai Liangxin Electrical Co. Ltd., Class A | 153265 | 228377 |
|  | Shanghai MicroPort Endovascular MedTech Group Co. Ltd., Class A | 4905 | 70217 |
|  \* | Shanghai Milkground Food Tech Co. Ltd., Class A | 77599 | 279084 |
|  \* | Shanghai New Power Automotive Technology Co. Ltd., Class A | 24900 | 21906 |
|  | Shanghai Pharmaceuticals Holding Co. Ltd., Class H | 783700 | 1179978 |
|  | Shanghai Pioneer Holding Ltd. | 1430000 | 384183 |
|  | Shanghai Pudong Construction Co. Ltd., Class A | 239492 | 271636 |
|  | Shanghai QiFan Cable Co. Ltd., Class A | 32200 | 84894 |
|  | Shanghai Runda Medical Technology Co. Ltd., Class A | 45300 | 107228 |
|  | Shanghai Shibei Hi-Tech Co. Ltd., Class A | 256012 | 222343 |

---

---

| | | | |
|:---|:---|:---|:---|
| | | **Shares** | **Value»** |
|  CHINA — (Continued) | CHINA — (Continued) |  |  |
|  | Shanghai Tongji Science & Technology Industrial Co. Ltd., Class A | 140900 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;294279 |
|  | Shanghai Yct Electronics Group Co. Ltd., Class A | 16120 | 106855 |
|  | Shanghai Zhezhong Group Co. Ltd., Class A | 9900 | 25029 |
|  | Shanghai Zijiang Enterprise Group Co. Ltd., Class A | 380400 | 422320 |
|  | Shantou Wanshun New Material Group Co. Ltd., Class A | 59400 | 53008 |
|  | Shanxi Blue Flame Holding Co. Ltd., Class A | 181300 | 184597 |
|  | Shanxi Coking Co. Ltd., Class A | 119000 | 71431 |
|  \* | Shanxi Guoxin Energy Corp. Ltd., Class A | 189860 | 94275 |
|  | Shanxi Hi-speed Group Co. Ltd., Class A | 189200 | 137850 |
|  | Shanxi Lanhua Sci-Tech Venture Co. Ltd., Class A | 173800 | 164430 |
|  \* | Shanxi Lu'an Chemical Technology Co. Ltd., Class A | 196000 | 79133 |
|  \* | Shanxi Zhendong Pharmaceutical Co. Ltd., Class A | 45500 | 44681 |
|  | Shengda Resources Co. Ltd., Class A | 162407 | 536543 |
|  | Shenma Industry Co. Ltd., Class A | 201400 | 281257 |
|  \* | Shenyang Jinbei Automotive Co. Ltd., Class A | 217100 | 142077 |
|  | Shenzhen Absen Optoelectronic Co. Ltd., Class A | 17000 | 41155 |
|  | Shenzhen Agricultural Power Group Co. Ltd., Class A | 162000 | 194593 |

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| | | | |
|:---|:---|:---|:---|
| | | **Shares** | **Value»** |
|  CHINA — (Continued) | CHINA — (Continued) |  |  |
|  | Shenzhen Batian Ecotypic Engineering Co. Ltd., Class A | 109100 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;170862 |
|  | Shenzhen Bingchuan Network Co. Ltd., Class A | 8800 | 46552 |
|  | Shenzhen BSC Technology Co. Ltd., Class A | 22340 | 115035 |
|  | Shenzhen Center Power Tech Co. Ltd., Class A | 76900 | 247685 |
|  | Shenzhen Cereals Holdings Co. Ltd., Class A | 158300 | 155412 |
|  | Shenzhen Changhong Technology Co. Ltd., Class A | 66900 | 129040 |
|  | Shenzhen Click Technology Co. Ltd., Class A | 87200 | 230853 |
|  | Shenzhen Colibri Technologies Co. Ltd., Class A | 87400 | 273697 |
|  | Shenzhen Das Intellitech Co. Ltd., Class A | 436811 | 200908 |
|  | Shenzhen Desay Battery Technology Co., Class A | 43574 | 172125 |
|  \* | Shenzhen Dynanonic Co. Ltd., Class A | 8100 | 52304 |
|  # | Shenzhen Expressway Corp. Ltd., Class H | 2566400 | 2399597 |
|  | Shenzhen Farben Information Technology Co. Ltd., Class A | 34000 | 111348 |
|  \* | Shenzhen Feima International Supply Chain Co. Ltd., Class A | 301000 | 178027 |
|  \* | Shenzhen Fenda Technology Co. Ltd., Class A | 271100 | 253857 |
|  | Shenzhen Forms Syntron Information Co. Ltd. | 67000 | 355544 |

---

---

| | | | |
|:---|:---|:---|:---|
| | | **Shares** | **Value»** |
|  CHINA — (Continued) | CHINA — (Continued) |  |  |
|  | Shenzhen Fuanna Bedding & Furnishing Co. Ltd., Class A | 148900 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;150739 |
|  \* | Shenzhen Gongjin Electronics Co. Ltd., Class A | 164300 | 275781 |
|  Ω | Shenzhen Hepalink Pharmaceutical Group Co. Ltd., Class H | 204500 | 141432 |
|  # | Shenzhen International Holdings Ltd. | 4712256 | 4884670 |
|  #\* | Shenzhen Investment Ltd. | 10139720 | 1095928 |
|  | Shenzhen Invt Electric Co. Ltd., Class A | 91100 | 115347 |
|  | Shenzhen Jieshun Science & Technology Industry Co. Ltd., Class A | 89334 | 122293 |
|  \* | Shenzhen Jinjia Group Co. Ltd., Class A | 35300 | 22146 |
|  | Shenzhen Jufei Optoelectronics Co. Ltd., Class A | 237200 | 223213 |
|  | Shenzhen Kingkey Smart Agriculture Times Co. Ltd., Class A | 105700 | 244215 |
|  | Shenzhen Laibao Hi-tech Co. Ltd., Class A | 123100 | 193133 |
|  | Shenzhen Leaguer Co. Ltd., Class A | 211200 | 273874 |
|  | Shenzhen Lifotronic Technology Co. Ltd., Class A | 82745 | 160532 |
|  | Shenzhen Microgate Technology Co. Ltd., Class A | 175100 | 312370 |
|  \* | Shenzhen New Nanshan Holding Group Co. Ltd., Class A | 507300 | 221935 |
|  | Shenzhen Noposin Crop Science Co. Ltd., Class A | 201300 | 345043 |

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**CONTINUED**

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| | | | |
|:---|:---|:---|:---|
| | | **Shares** | **Value»** |
|  CHINA — (Continued) | CHINA — (Continued) |  |  |
|  | Shenzhen Pagoda Industrial Group Corp. Ltd., Class H | 201500 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;52905 |
|  | Shenzhen Qingyi Photomask Ltd., Class A | 49231 | 199210 |
|  | Shenzhen SEG Co. Ltd., Class A | 87500 | 121931 |
|  | Shenzhen Sinexcel Electric Co. Ltd., Class A | 60400 | 355141 |
|  | Shenzhen Sunline Tech Co. Ltd., Class A | 149700 | 311161 |
|  | Shenzhen Tagen Group Co. Ltd., Class A | 454710 | 242210 |
|  | Shenzhen Topraysolar Co. Ltd., Class A | 87900 | 45097 |
|  | Shenzhen Topway Video Communication Co. Ltd., Class A | 142600 | 170160 |
|  | Shenzhen United Winners Laser Co. Ltd., Class A | 46617 | 170828 |
|  | Shenzhen Weiguang Biological Products Co. Ltd., Class A | 32500 | 125073 |
|  \* | Shenzhen Yitoa Intelligent Control Co. Ltd., Class A | 220000 | 353193 |
|  \* | Shenzhen Ysstech Info-tech Co. Ltd., Class A | 157800 | 451011 |
|  \* | Shida Shinghwa Advanced Material Group Co. Ltd., Class A | 39100 | 355943 |
|  | Shinva Medical Instrument Co. Ltd., Class A | 79400 | 173406 |
|  | Shoucheng Holdings Ltd. | 6317600 | 1775244 |
|  # | Shougang Fushan Resources Group Ltd. | 5749565 | 2255887 |
|  †† | Shouhang High-Tech Energy Co. Ltd., Class A | 269600 | 2653 |

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| | | | |
|:---|:---|:---|:---|
| | | **Shares** | **Value»** |
|  CHINA — (Continued) | CHINA — (Continued) |  |  |
|  \* | Shuangliang Eco-Energy Systems Co. Ltd., Class A | 28300 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;27508 |
|  | Shui On Land Ltd. | 6618143 | 603846 |
|  \* | Sichuan Chengfei Integration Technology Corp., Class A | 93300 | 555708 |
|  | Sichuan EM Technology Co. Ltd., Class A | 162300 | 454738 |
|  | Sichuan Expressway Co. Ltd., Class H | 3296000 | 2168945 |
|  | Sichuan Furong Technology Co. Ltd., Class A | 53620 | 69344 |
|  \* | Sichuan Haite High-tech Co. Ltd., Class A | 138776 | 244779 |
|  | Sichuan Injet Electric Co. Ltd., Class A | 54400 | 404117 |
|  | Sichuan Jiuyuan Yinhai Software Co. Ltd., Class A | 72100 | 195480 |
|  \* | Sichuan Lutianhua Co. Ltd., Class A | 313600 | 189106 |
|  | Sichuan Teway Food Group Co. Ltd., Class A | 164132 | 275388 |
|  # | Sihuan Pharmaceutical Holdings Group Ltd. | 4980000 | 949214 |
|  | SIIC Environment Holdings Ltd. (807 HK) | 128000 | 18440 |
|  Ω | Simcere Pharmaceutical Group Ltd. | 616000 | 981127 |
|  | Sineng Electric Co. Ltd., Class A | 29800 | 134931 |
|  \* | Sinic Holdings Group Co. Ltd. | 235000 | 0 |
|  | Sino Biopharmaceutical Ltd. | 2624000 | 2390285 |
|  \* | Sino GeoPhysical Co. Ltd., Class A | 38100 | 107790 |
|  | Sino Wealth Electronic Ltd., Class A | 20300 | 77975 |
|  | Sinocare, Inc., Class A | 54800 | 145894 |

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| | | | |
|:---|:---|:---|:---|
| | | **Shares** | **Value»** |
|  CHINA — (Continued) | CHINA — (Continued) |  |  |
|  | Sinofert Holdings Ltd. | 6383327 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1248231 |
|  | Sinomach Automobile Co. Ltd., Class A | 178300 | 156299 |
|  | Sinomach Precision Industry Group Co. Ltd., Class A | 99800 | 401756 |
|  | SinoMedia Holding Ltd. | 69000 | 18008 |
|  | Sinopec Engineering Group Co. Ltd., Class H | 3836500 | 3614002 |
|  # | Sinopec Kantons Holdings Ltd. | 3098000 | 1602480 |
|  \* | Sinopec Oilfield Equipment Corp., Class A | 170200 | 173853 |
|  \* | Sinopec Oilfield Service Corp., Class H | 6360000 | 630902 |
|  | Sinopec Shanghai Petrochemical Co. Ltd., Class H | 7878000 | 1348363 |
|  | Sinopep-Allsino Bio Pharmaceutical Co. Ltd., Class A | 26767 | 146211 |
|  | Sinopharm Group Co. Ltd., Class H | 2362000 | 5887440 |
|  | Sinoseal Holding Co. Ltd., Class A | 39200 | 191770 |
|  | Sinosteel Engineering & Technology Co. Ltd., Class A | 315300 | 283670 |
|  | Sinosteel New Materials Co. Ltd., Class A | 124300 | 191382 |
|  # | Sinotrans Ltd., Class H | 7927000 | 5388066 |
|  | Sinotruk Hong Kong Ltd. | 1934000 | 6461176 |
|  \* | Sipai Health Technology Co. Ltd. | 214400 | 66766 |
|  #\* | Skyworth Group Ltd. | 1070000 | 542252 |
|  Ω | Smoore International Holdings Ltd. | 974000 | 1640338 |
|  | Snowsky Salt Industry Group Co. Ltd., Class A | 198412 | 158992 |
|  \* | SOHO China Ltd. | 5033000 | 356762 |
|  | Soho Holly Futures Co. Ltd., Class H | 729000 | 360617 |

---

---

| | | | |
|:---|:---|:---|:---|
| | | **Shares** | **Value»** |
|  CHINA — (Continued) | CHINA — (Continued) |  |  |
|  | Sokan New Materials Group Co. Ltd., Class A | 15995 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;74237 |
|  | Solareast Holdings Co. Ltd., Class A | 32200 | 45758 |
|  \* | South Manganese Investment Ltd. | 627000 | 36351 |
|  | Southern Publishing & Media Co. Ltd., Class A | 90000 | 178946 |
|  # | So-Young International, Inc., ADR | 94843 | 275993 |
|  \* | SPIC Yuanda Environmental-Protection Co. Ltd., Class A | 77300 | 145170 |
|  # | SSY Group Ltd. | 5589152 | 2231144 |
|  | Stanley Agricultural Group Co. Ltd., Class A | 223700 | 306523 |
|  | Star Lake Bioscience Co., Inc. Zhaoqing Guangdong, Class A | 167400 | 169103 |
|  \* | Star Plus Legend Holdings Ltd., Class H | 293500 | 329508 |
|  | Sumavision Technologies Co. Ltd., Class A | 300100 | 238275 |
|  | Sun Art Retail Group Ltd. | 3660500 | 889528 |
|  | Sun King Technology Group Ltd. | 3180000 | 827140 |
|  | Sunflower Pharmaceutical Group Co. Ltd., Class A | 68000 | 139500 |
|  | Suning Universal Co. Ltd., Class A | 478800 | 171587 |
|  | Sunny Optical Technology Group Co. Ltd. | 815900 | 7884610 |
|  | Sunrise Group Co. Ltd., Class A | 80700 | 65572 |
|  #\* | Sunshine Lake Pharma Co. Ltd. | 215847 | 1272214 |
|  | Sunstone Development Co. Ltd., Class A | 94700 | 327787 |
|  | Sunward Intelligent Equipment Co. Ltd., Class A | 272650 | 507721 |

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| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
|  | Suofeiya Home Collection Co. Ltd., Class A | 45600 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;83410 |
|  | Suzhou Anjie Technology Co. Ltd., Class A | 161800 | 316548 |
|  | Suzhou Gold Mantis Construction Decoration Co. Ltd., Class A | 310200 | 148235 |
|  | Suzhou Good-Ark Electronics Co. Ltd., Class A | 165400 | 238129 |
|  | Suzhou New District Hi-Tech Industrial Co. Ltd., Class A | 165900 | 138634 |
|  | Suzhou Secote Precision Electronic Co. Ltd., Class A | 25300 | 170538 |
|  \* | Suzhou SLAC Precision Equipment Co. Ltd., Class A | 28200 | 58401 |
|  | Suzhou Sushi Testing Group Co. Ltd., Class A | 90200 | 198555 |
|  | Suzhou TZTEK Technology Co. Ltd., Class A | 37593 | 286234 |
|  | Suzhou Veichi Electric Co. Ltd., Class A | 6349 | 76890 |
|  \* | SVG Optronics Co. Ltd., Class A | 21000 | 106824 |
|  # | SY Holdings Group Ltd. | 1217000 | 1767825 |
|  | Symphony Holdings Ltd. | 6450000 | 1246713 |
|  \* | SYoung Group Co. Ltd., Class A | 44200 | 126955 |
|  \* | Taiyuan Heavy Industry Co. Ltd., Class A | 368700 | 144104 |
|  \* | Tangrenshen Group Co. Ltd., Class A | 292527 | 196218 |
|  | Tangshan Sanyou Chemical Industries Co. Ltd., Class A | 251000 | 201097 |
|  | Tangshan Sunfar Silicon Industry Co. Ltd., Class A | 41100 | 107356 |
|  \* | Tanwan, Inc. | 229800 | 437956 |
|  | TCL Electronics Holdings Ltd. | 2874347 | 3412757 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
|  | TDG Holdings Co. Ltd., Class A | 233000 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;336571 |
|  \*†† | Tech-Pro, Inc. | 43862000 | 0 |
|  \* | Tellhow Sci-Tech Co. Ltd., Class A | 22900 | 29993 |
|  | Telling Telecommunication Holding Co. Ltd., Class A | 83100 | 117824 |
|  | Tenfu Cayman Holdings Co. Ltd. | 286000 | 108979 |
|  | Three Squirrels, Inc., Class A | 59100 | 195864 |
|  | Three's Co. Media Group Co. Ltd., Class A | 30907 | 125157 |
|  | Tian An China Investment Co. Ltd. | 1272000 | 743512 |
|  | Tian Lun Gas Holdings Ltd. | 419500 | 174715 |
|  \*†† | Tian Shan Development Holding Ltd. | 1844000 | 0 |
|  | Tiande Chemical Holdings Ltd. | 92000 | 16969 |
|  # | Tiangong International Co. Ltd. | 3496000 | 1323947 |
|  | Tianjin Capital Environmental Protection Group Co. Ltd., Class H | 1632000 | 895613 |
|  | Tianjin Chase Sun Pharmaceutical Co. Ltd., Class A | 311700 | 167390 |
|  | Tianjin Development Holdings Ltd. | 996000 | 333225 |
|  | Tianjin Port Development Holdings Ltd. | 4630800 | 423944 |
|  | Tianjin Ringpu Bio-Technology Co. Ltd., Class A | 88935 | 269529 |
|  | Tianjin TEDA Resources Recycling Group Co. Ltd., Class A | 276400 | 164965 |
|  | Tianneng Power International Ltd. | 2576048 | 2855752 |
|  #\* | Tianqi Lithium Corp., Class H | 208200 | 1279821 |
|  | Tianrun Industry Technology Co. Ltd., Class A | 168300 | 150722 |

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| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
|  | Tibet Mineral Development Co. Ltd., Class A | 22400 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;82854 |
|  \* | Tibet Water Resources Ltd. | 550000 | 44607 |
|  | Time Interconnect Technology Ltd. | 1503000 | 3023207 |
|  | Tingyi Cayman Islands Holding Corp. | 2728000 | 3742894 |
|  | Titan Wind Energy Suzhou Co. Ltd., Class A | 218000 | 234729 |
|  | TK Group Holdings Ltd. | 138000 | 45215 |
|  | TKD Science & Technology Co. Ltd., Class A | 66200 | 137956 |
|  | Tofflon Science & Technology Group Co. Ltd., Class A | 147600 | 351764 |
|  | Toly Bread Co. Ltd., Class A | 213868 | 163868 |
|  | Tomson Group Ltd. | 679139 | 236484 |
|  # | Tong Ren Tang Technologies Co. Ltd., Class H | 1575000 | 939869 |
|  | Tongcheng Travel Holdings Ltd. | 3758800 | 10343491 |
|  | Tongdao Liepin Group | 686400 | 281219 |
|  \* | Tongding Interconnection Information Co. Ltd., Class A | 36100 | 26563 |
|  | Tongguan Gold Group Ltd. | 2142000 | 745763 |
|  | Tongyu Heavy Industry Co. Ltd., Class A | 529953 | 229465 |
|  | Topsec Technologies Group, Inc., Class A | 208127 | 305039 |
|  Ω | Topsports International Holdings Ltd. | 2590000 | 1026481 |
|  | Toread Holdings Group Co. Ltd., Class A | 78400 | 103121 |
|  # | Towngas Smart Energy Co. Ltd. | 2858853 | 1433182 |
|  \* | TPV Technology Co. Ltd., Class A | 286000 | 104562 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
|  \*Ω | Transcenta Holding Ltd. | 264000 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;104952 |
|  | TravelSky Technology Ltd., Class H | 1372000 | 1805550 |
|  | Triangle Tyre Co. Ltd., Class A | 94300 | 195992 |
|  \* | Triumph New Energy Co. Ltd., Class H | 252000 | 141422 |
|  | Triumph Science & Technology Co. Ltd., Class A | 148800 | 256616 |
|  \*†† | Trony Solar Holdings Co. Ltd. | 1757000 | 0 |
|  \* | Troy Information Technology Co. Ltd., Class A | 66400 | 61805 |
|  | Tsingtao Brewery Co. Ltd., Class H | 606000 | 4095668 |
|  | TSP Wind Power Group Co. Ltd. | 176900 | 210947 |
|  \*Ω | Tuhu Car, Inc. | 273000 | 620696 |
|  †† | Tunghsu Optoelectronic Technology Co. Ltd., Class A | 792500 | 7799 |
|  | Uni-Bio Science Group Ltd. | 3060000 | 49865 |
|  | Unilumin Group Co. Ltd., Class A | 204400 | 211878 |
|  | Uni-President China Holdings Ltd. | 4377000 | 4738729 |
|  # | United Energy Group Ltd. | 2112900 | 134811 |
|  †† | Untrade.China Dili | 12625699 | 201152 |
|  \*†† | Untrade.Lumena Newmat | 363249 | 0 |
|  \* | UTour Group Co. Ltd., Class A | 172400 | 170007 |
|  | V V Food & Beverage Co. Ltd., Class A | 253300 | 127333 |
|  | Valiant Co. Ltd., Class A | 189900 | 373912 |
|  | Vats Liquor Chain Store Management JSC Ltd. (300755 C2), Class A | 32665 | 95461 |
|  | Vatti Corp. Ltd., Class A | 147700 | 132689 |
|  \* | Vcanbio Cell & Gene Engineering Corp. Ltd., Class A | 114900 | 398292 |
|  | Vipshop Holdings Ltd., ADR | 509760 | 8915702 |

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| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
|  \*Ω | Viva Biotech Holdings  | 2670000 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;837392 |
|  #\* | Vnet Group, Inc., ADR | 8227 | 85561 |
|  | Wanda Hotel Development Co. Ltd. | 1912000 | 40211 |
|  | Wangneng Environment Co. Ltd., Class A | 86645 | 208196 |
|  # | Wanguo Gold Group Ltd. | 410000 | 1614041 |
|  | Want Want China Holdings Ltd. | 6523000 | 4215336 |
|  | Warom Technology, Inc. Co., Class A | 58700 | 161258 |
|  | Wasion Holdings Ltd. | 1858000 | 2989438 |
|  | Weibo Corp. (9898 HK), Class A | 201300 | 2201061 |
|  # | Weibo Corp. (WB US), Sponsored ADR | 4978 | 54161 |
|  | Weihai Guangtai Airport Equipment Co. Ltd., Class A | 85600 | 123107 |
|  | Weilong Delicious Global Holdings Ltd. | 285400 | 437794 |
|  #\*Ω | Weimob, Inc. | 2740000 | 801905 |
|  #\* | WellCell Holdings Co. Ltd. | 128000 | 212235 |
|  | Wellhope Foods Co. Ltd., Class A | 142900 | 154094 |
|  | Wencan Group Co. Ltd., Class A | 59322 | 180268 |
|  | Wenzhou Yihua Connector Co. Ltd., Class A | 39600 | 261105 |
|  | West China Cement Ltd. | 5844000 | 2233313 |
|  | Western Metal Materials Co. Ltd., Class A | 93800 | 237104 |
|  # | Wharf Holdings Ltd. | 918000 | 2415126 |
|  | Winall Hi-Tech Seed Co. Ltd., Class A | 83400 | 103868 |
|  | Windey Energy Technology Group Co. Ltd., Class A | 70350 | 180626 |
|  \* | World Union Group, Inc., Class A | 115600 | 37729 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
|  | Wuhan East Lake High Technology Group Co. Ltd., Class A | 105200 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;145470 |
|  | Wuhan Easydiagnosis Biomedicine Co. Ltd., Class A | 3600 | 9732 |
|  | Wuhan Fingu Electronic Technology Co. Ltd., Class A | 140000 | 245556 |
|  | Wuling Motors Holdings Ltd. | 470000 | 30847 |
|  | Wushang Group Co. Ltd., Class A | 156682 | 219958 |
|  | Wuxi Autowell Technology Co. Ltd., Class A | 32419 | 199212 |
|  | Wuxi Best Precision Machinery Co. Ltd., Class A | 70100 | 259695 |
|  | Wuxi Chipown Micro-Electronics Ltd., Class A | 12113 | 109100 |
|  | Wuxi DK Electronic Materials Co. Ltd., Class A | 11500 | 99888 |
|  | Wuxi Longsheng Technology Co. Ltd., Class A | 23600 | 185790 |
|  | Wuxi Paike New Materials Technology Co. Ltd., Class A | 22100 | 216971 |
|  \* | WuXi XDC Cayman, Inc. | 453500 | 4380993 |
|  | Wuxi Xinje Electric Co. Ltd., Class A | 29200 | 236136 |
|  | XD, Inc. | 466200 | 4043399 |
|  \*Ω | Xiabuxiabu Catering Management China Holdings Co. Ltd. | 606000 | 78026 |
|  | Xiamen Changelight Co. Ltd., Class A | 160200 | 269112 |
|  | Xiamen ITG Group Corp. Ltd., Class A | 222400 | 202577 |
|  | Xiamen Jihong Technology Co. Ltd., Class A | 64000 | 167838 |
|  | Xiamen Kingdomway Group Co., Class A | 13200 | 37455 |

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**CONTINUED** 

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| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
|  | Xiamen Leading Optics Co. Ltd., Class A | 7700 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30378 |
|  | Xi'an Manareco New Materials Co. Ltd., Class A | 16133 | 110352 |
|  | Xi'an Triangle Defense Co. Ltd., Class A | 134300 | 484364 |
|  | Xiandai Investment Co. Ltd., Class A | 356794 | 212521 |
|  | Xiangtan Electrochemical Scientific Co. Ltd., Class A | 111500 | 231737 |
|  | Xilinmen Furniture Co. Ltd., Class A | 69600 | 167324 |
|  | Ximei Resources Holding Ltd. | 20000 | 19159 |
|  | Xingfa Aluminium Holdings Ltd. | 481000 | 481756 |
|  | Xinhua Winshare Publishing & Media Co. Ltd., Class H | 1667103 | 2237708 |
|  | Xinjiang Communications Construction Group Co. Ltd., Class A | 101800 | 270683 |
|  | Xinjiang Joinworld Co. Ltd., Class A | 182800 | 208314 |
|  | Xinjiang Qingsong Building Materials & Chemicals Group Co. Ltd., Class A | 240700 | 159364 |
|  \* | Xinjiang Xintai Natural Gas Co. Ltd., Class A | 47300 | 189267 |
|  | Xinjiang Xinxin Mining Industry Co. Ltd., Class H | 1597000 | 531547 |
|  | Xinjiang Xuefeng Sci-Tech Group Co. Ltd., Class A | 220300 | 281263 |
|  \* | Xinjiang Zhongtai Chemical Co. Ltd., Class A | 56700 | 37465 |
|  \* | Xinte Energy Co. Ltd., Class H | 80000 | 79820 |
|  | Xinxiang Chemical Fiber Co. Ltd., Class A | 301700 | 185503 |
|  # | Xinyi Energy Holdings Ltd. | 7798780 | 1273344 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
|  # | Xinyi Solar Holdings Ltd. | 11700929 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5391750 |
|  | Xinyu Iron & Steel Co. Ltd., Class A | 149400 | 88237 |
|  \* | Xinzhi Group Co. Ltd., Class A | 71300 | 286951 |
|  | Xizang Zhufeng Resources Co. Ltd., Class A | 97700 | 195929 |
|  | Xizi Clean Energy Equipment Manufacturing Co. Ltd., Class A | 118500 | 266776 |
|  # | Xtep International Holdings Ltd. | 5142336 | 3723644 |
|  \* | Xunlei Ltd., ADR | 181470 | 1616898 |
|  #\* | XXF Group Holdings Ltd. | 115000 | 140824 |
|  Ω | Yadea Group Holdings Ltd. | 3751281 | 5864830 |
|  | Yangling Metron New Material, Inc., Class A | 55100 | 128976 |
|  #Ω | Yangtze Optical Fibre & Cable Joint Stock Co. Ltd., Class H | 476500 | 2183586 |
|  | Yantai Changyu Pioneer Wine Co. Ltd., Class A | 46200 | 139583 |
|  | Yantai China Pet Foods Co. Ltd., Class A | 8500 | 68328 |
|  | Yantai North Andre Juice Co. Ltd., Class H | 62000 | 127219 |
|  | YanTai Shuangta Food Co. Ltd., Class A | 202100 | 159180 |
|  \* | Yatsen Holding Ltd., ADR | 58683 | 416649 |
|  | YD Electronic Technology Co. Ltd., Class A | 23600 | 155557 |
|  | Yechiu Metal Recycling China Ltd., Class A | 305500 | 134402 |
|  | Yeebo International Holdings Ltd. | 110000 | 62144 |
|  \* | Yibin Tianyuan Group Co. Ltd., Class A | 158000 | 129297 |
|  # | Yihai International Holding Ltd. | 724000 | 1110845 |

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**THE EMERGING MARKETS SMALL CAP SERIES** 

**CONTINUED** 

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| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
|  \* | Yijiahe Technology Co. Ltd., Class A | 9200 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;39494 |
|  | Yinbang Clad Material Co. Ltd., Class A | 156200 | 224766 |
|  | Yindu Kitchen Equipment Co. Ltd., Class A | 119995 | 307137 |
|  | Yiren Digital Ltd., Sponsored ADR | 160448 | 895300 |
|  Ω | Yixin Group Ltd. | 4412000 | 1286013 |
|  | Yixintang Pharmaceutical Group Co. Ltd., Class A | 100100 | 188661 |
|  | Yizumi Holdings Co. Ltd., Class A | 86500 | 307351 |
|  | Yongjin Technology Group Co. Ltd. | 64300 | 165677 |
|  | Yotrio Group Co. Ltd., Class A | 443400 | 240533 |
|  \* | Youcare Pharmaceutical Group Co. Ltd., Class A | 39643 | 120727 |
|  | Youngy Co. Ltd., Class A | 50500 | 337258 |
|  | Youzu Interactive Co. Ltd., Class A | 163800 | 296886 |
|  # | YSB, Inc. | 443400 | 519600 |
|  | Yuexiu Property Co. Ltd. | 1222456 | 703817 |
|  | Yuexiu Services Group Ltd. | 708500 | 231516 |
|  # | Yuexiu Transport Infrastructure Ltd. | 1972018 | 1077761 |
|  | Yueyang Forest & Paper Co. Ltd., Class A | 314477 | 196772 |
|  | Yueyang Xingchang Petro-Chemical Co. Ltd., Class A | 64600 | 164084 |
|  | Yunnan Energy Investment Co. Ltd., Class A | 72500 | 123836 |
|  | Yunnan Nantian Electronics Information Co. Ltd., Class A | 42200 | 108831 |
|  | Yutong Heavy Industries Co. Ltd., Class A | 55300 | 90876 |
|  \* | Z Fin Ltd. | 254000 | 192757 |
|  #\* | Zai Lab Ltd., ADR | 32918 | 860147 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
|  #\* | Zai Lab Ltd. | 820500 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2141007 |
|  | Zanyu Technology Group Co. Ltd., Class A | 31400 | 49022 |
|  | ZBOM Home Collection Co. Ltd., Class A | 87523 | 114451 |
|  | Zengame Technology Holding Ltd. | 438000 | 130985 |
|  \* | Zepp Health Corp., ADR | 1223 | 49385 |
|  | Zhaojin Mining Industry Co. Ltd., Class H | 3804000 | 14164338 |
|  | Zhejiang Asia-Pacific Mechanical & Electronic Co. Ltd., Class A | 132400 | 264137 |
|  | Zhejiang Ausun Pharmaceutical Co. Ltd., Class A | 159100 | 229122 |
|  | Zhejiang Changsheng Sliding Bearings Co. Ltd., Class A | 10200 | 125403 |
|  | Zhejiang Communications Technology Co. Ltd., Class A | 282500 | 165953 |
|  | Zhejiang Expressway Co. Ltd., Class H | 4415920 | 4310850 |
|  | Zhejiang Garden Biopharmaceutical Co. Ltd., Class A | 101800 | 197033 |
|  #\*†† | Zhejiang Glass Co. Ltd., Class H | 415000 | 0 |
|  \* | Zhejiang Great Southeast Co. Ltd., Class A | 221800 | 115398 |
|  | Zhejiang Guyuelongshan Shaoxing Wine Co. Ltd., Class A | 177400 | 236838 |
|  | Zhejiang Hailide New Material Co. Ltd., Class A | 97400 | 80013 |
|  | Zhejiang HangKe Technology, Inc. Co., Class A | 45133 | 207413 |
|  | Zhejiang Hangmin Co. Ltd., Class A | 215800 | 216859 |

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**CONTINUED** 

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| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |  |
|  \* | Zhejiang Hisoar Pharmaceutical Co. Ltd., Class A | 95900 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;77395 |
|  | Zhejiang Huakang Pharmaceutical Co. Ltd., Class A | 8100 | 19947 |
|  | Zhejiang Huangma Technology Co. Ltd., Class A | 86100 | 220781 |
|  \* | Zhejiang Huatong Meat Products Co. Ltd., Class A | 91000 | 138002 |
|  | Zhejiang International Group Co. Ltd., Class A | 19800 | 30792 |
|  | Zhejiang Jiahua Energy Chemical Industry Co. Ltd., Class A | 63800 | 76445 |
|  | Zhejiang Jiemei Electronic & Technology Co. Ltd., Class A | 88800 | 398476 |
|  | Zhejiang Jinggong Integration Technology Co. Ltd., Class A | 99900 | 288375 |
|  | Zhejiang Jolly Pharmaceutical Co. Ltd., Class A | 82600 | 203491 |
|  | Zhejiang Lante Optics Co. Ltd., Class A | 75811 | 341862 |
|  \* | Zhejiang Orient Gene Biotech Co. Ltd., Class A | 7361 | 27565 |
|  | Zhejiang Qianjiang Motorcycle Co. Ltd., Class A | 58500 | 132016 |
|  | Zhejiang Runtu Co. Ltd., Class A | 231234 | 237958 |
|  | Zhejiang Shibao Co. Ltd., Class H | 444000 | 277959 |
|  | Zhejiang Songyuan Automotive Safety Systems Co. Ltd., Class A | 57428 | 206788 |
|  | Zhejiang Southeast Space Frame Co. Ltd., Class A | 84500 | 55225 |
|  \* | Zhejiang Sunriver Culture Tourism Co. Ltd., Class A | 108200 | 110073 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |  |
|  | Zhejiang Taihua New Material Group Co. Ltd., Class A | 33400 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;41532 |
|  | Zhejiang Tianyu Pharmaceutical Co. Ltd., Class A | 20605 | 75901 |
|  | Zhejiang Wanliyang Co. Ltd., Class A | 270470 | 342519 |
|  | Zhejiang Wansheng Co. Ltd., Class A | 101200 | 161285 |
|  | Zhejiang Weixing Industrial Development Co. Ltd., Class A | 123800 | 189381 |
|  | Zhejiang XCC Group Co. Ltd., Class A | 57200 | 369264 |
|  | Zhejiang Xianju Pharmaceutical Co. Ltd., Class A | 103100 | 137284 |
|  | Zhejiang Xinan Chemical Industrial Group Co. Ltd., Class A | 21800 | 30882 |
|  | Zhejiang Xinao Textiles, Inc., Class A | 33000 | 37102 |
|  | Zhejiang Xinhua Chemical Co. Ltd., Class A | 10600 | 44246 |
|  | Zhejiang Yasha Decoration Co. Ltd., Class A | 256100 | 145145 |
|  | Zhejiang Yonggui Electric Equipment Co. Ltd., Class A | 71900 | 171551 |
|  | Zhejiang Yonghe Refrigerant Co. Ltd., Class A | 59400 | 231114 |
|  | Zhende Medical Co. Ltd., Class A | 46200 | 617277 |
|  \* | Zhengzhou Coal Industry & Electric Power Co. Ltd., Class A | 150800 | 111318 |
|  | Zhenjiang Dongfang Electric Heating Technology Co. Ltd., Class A | 264800 | 200824 |
|  | Zhewen Interactive Group Co. Ltd., Class A | 97700 | 120082 |
|  \* | Zhihu, Inc. | 50300 | 71011 |

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**CONTINUED** 

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| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |  |
|  #\*Ω | ZhongAn Online P&C Insurance Co. Ltd., Class H | 1283700 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2764021 |
|  \* | Zhongfu Straits Pingtan Development Co. Ltd., Class A | 228100 | 226901 |
|  | ZhongMan Petroleum & Natural Gas Group Corp. Ltd., Class A | 56600 | 167086 |
|  # | Zhongsheng Group Holdings Ltd. | 2034500 | 3211658 |
|  \*†† | Zhongtian Financial Group Co. Ltd., Class A | 1461176 | 0 |
|  | Zhongtong Bus Holding Co. Ltd., Class A | 113900 | 188167 |
|  | ZhongYeDa Electric Co. Ltd., Class A | 22700 | 31215 |
|  | Zhongyu Energy Holdings Ltd. | 552306 | 221690 |
|  | Zhongyuan Environment-Protection Co. Ltd., Class A | 146000 | 180520 |
|  Ω | Zhou Hei Ya International Holdings Co. Ltd. | 985000 | 231113 |
|  | Zhuhai Enpower Electric Co. Ltd., Class A | 23200 | 104014 |
|  | Zhuhai Port Co. Ltd., Class A | 38300 | 29701 |
|  | Zhuzhou CRRC Times Electric Co. Ltd., Class H | 496200 | 2521749 |
|  \* | Zhuzhou Smelter Group Co. Ltd., Class A | 218200 | 480135 |
|  | Zhuzhou Times New Material Technology Co. Ltd., Class A | 163168 | 334821 |
|  | Zibo Qixiang Tengda Chemical Co. Ltd., Class A | 133500 | 90281 |
|  | ZJAMP Group Co. Ltd., Class A | 35300 | 46954 |
|  #Ω | ZJLD Group, Inc. | 596600 | 670403 |
|  | ZJMI Environmental Energy Co. Ltd., Class A | 78900 | 156847 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |  |
|  | Zkteco Co. Ltd., Class A | 23700 | $104982 |
|  # | ZMJ Group Co. Ltd., Class H | 1016400 | 2805757 |
|  | Zoomlion Heavy Industry Science & Technology Co. Ltd., Class H | 1527000 | 1474367 |
|  | ZWSOFT Co. Ltd. Guangzhou, Class A | 33936 | 384592 |
|  #Ω | Zylox-Tonbridge Medical Technology Co. Ltd., Class H | 177000 | 537877 |
|  TOTAL CHINA | TOTAL CHINA | TOTAL CHINA | 1093679974 |
|  COLOMBIA — (0.1%) | COLOMBIA — (0.1%) | COLOMBIA — (0.1%) |  |
|  | Bolsa de Valores de Colombia | 25666 | 89489 |
|  | Celsia SA | 399834 | 507226 |
|  | Cementos Argos SA | 319832 | 856277 |
|  \* | Corp. Financiera Colombiana SA | 134873 | 637511 |
|  | Grupo Argos SA | 101945 | 460180 |
|  | Grupo de Inversiones Suramericana SA | 27099 | 329434 |
|  | Mineros SA | 75167 | 265203 |
|  | Promigas SA ESP | 10240 | 17082 |
|  TOTAL COLOMBIA | TOTAL COLOMBIA | TOTAL COLOMBIA | 3162402 |
|  FRANCE — (0.0%) | FRANCE — (0.0%) | FRANCE — (0.0%) |  |
|  | Carrefour SA, BDR | 14517 | 230224 |
|  GREECE — (0.7%) | GREECE — (0.7%) | GREECE — (0.7%) |  |
|  | Aegean Airlines SA | 126702 | 1923208 |
|  #\* | Aktor SA Holding Co. Technical & Energy Projects | 150373 | 1459369 |
|  | Athens International Airport SA | 21175 | 244438 |
|  | Athens Water Supply & Sewage Co. SA | 80877 | 647267 |
|  | Autohellas Tourist & Trading SA | 61105 | 779191 |
|  | Avax SA | 103049 | 284679 |
|  | Bank of Greece | 48772 | 832383 |
|  \* | CrediaBank SA | 33397 | 56938 |
|  | Ellaktor SA | 45207 | 81119 |
|  # | ElvalHalcor SA | 124834 | 460100 |
|  | Fourlis Holdings SA | 78400 | 370818 |
|  | GEK Terna SA | 236345 | 6308022 |

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##### [**Table of Contents**](#toc)
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**CONTINUED** 

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| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  GREECE — (Continued) | GREECE — (Continued) | GREECE — (Continued) |  |
|  | Hellenic Exchanges - Athens Stock Exchange SA | 97874 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;703854 |
|  | Helleniq Energy Holdings SA | 74149 | 652181 |
|  | Holding Co. ADMIE IPTO SA | 305384 | 1050091 |
|  | Ideal Holdings SA | 20091 | 136022 |
|  # | Intracom Holdings SA | 144281 | 555700 |
|  \* | Intralot SA-Integrated Information Systems & Gaming Services | 210350 | 270558 |
|  | Kri-Kri Milk Industry SA | 7535 | 170980 |
|  \* | LAMDA Development SA | 141143 | 1203872 |
|  | Motor Oil Hellas Corinth Refineries SA | 47061 | 1410302 |
|  | Optima bank SA | 38089 | 352734 |
|  | Piraeus Port Authority SA | 25327 | 1255301 |
|  | Profile Systems & Software SA | 8786 | 72999 |
|  | Quest Holdings SA | 58079 | 471607 |
|  | Sarantis SA | 131589 | 1912929 |
|  | Thrace Plastics Holding & Co | 10688 | 47956 |
|  | Titan SA (TITC GA) | 90073 | 4033039 |
|  TOTAL GREECE | TOTAL GREECE | TOTAL GREECE | 27747657 |
|  HONG KONG — (0.0%) | HONG KONG — (0.0%) | HONG KONG — (0.0%) |  |
|  | Truly International Holdings Ltd. | 3199573 | 468968 |
|  HUNGARY — (0.2%) | HUNGARY — (0.2%) | HUNGARY — (0.2%) |  |
|  #\* | 4iG Nyrt | 113502 | 1355911 |
|  | Magyar Telekom Telecommunications PLC | 615145 | 3224074 |
|  | Opus Global Nyrt | 590242 | 959004 |
|  | Richter Gedeon Nyrt | 25220 | 776878 |
|  TOTAL HUNGARY | TOTAL HUNGARY | TOTAL HUNGARY | 6315867 |
|  INDIA — (19.4%) | INDIA — (19.4%) | INDIA — (19.4%) |  |
|  | 360 ONE WAM Ltd. | 556343 | 6791427 |
|  | 3M India Ltd. | 2424 | 807473 |
|  | 63 Moons Technologies Ltd. | 7283 | 65343 |
|  | Aarti Drugs Ltd. | 87308 | 482199 |
|  | Aarti Industries Ltd. | 452888 | 1942328 |
|  | Aarti Pharmalabs Ltd. | 109660 | 1046352 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  INDIA — (Continued) | INDIA — (Continued) | INDIA — (Continued) |  |
|  \* | Aavas Financiers Ltd. | 4256 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;79053 |
|  | Abbott India Ltd. | 15291 | 4996948 |
|  | Accelya Solutions India Ltd. | 4543 | 70979 |
|  | Action Construction Equipment Ltd. | 93884 | 1164585 |
|  | ADF Foods Ltd. | 14720 | 36659 |
|  \* | Aditya Birla Fashion & Retail Ltd. | 332418 | 303845 |
|  | Aditya Birla Real Estate Ltd. | 147288 | 3136623 |
|  | Advanced Enzyme Technologies Ltd. | 147974 | 511503 |
|  | Advent Hotels International Pvt Ltd. | 21454 | 75572 |
|  | Aegis Logistics Ltd. | 466118 | 3916778 |
|  | Aeroflex Industries Ltd. | 30906 | 65039 |
|  \* | Aether Industries Ltd. | 9978 | 84559 |
|  | AGI Greenpac Ltd. | 39239 | 363216 |
|  | Ahluwalia Contracts India Ltd. | 52561 | 561366 |
|  | AIA Engineering Ltd. | 156917 | 5768256 |
|  | Ajanta Pharma Ltd. | 142911 | 3976323 |
|  | Ajmera Realty & Infra India Ltd. | 1912 | 23040 |
|  | Akzo Nobel India Ltd. | 42912 | 1570085 |
|  | Alembic Ltd. | 269593 | 302285 |
|  | Alembic Pharmaceuticals Ltd. | 186858 | 1891885 |
|  | Alkyl Amines Chemicals | 48225 | 1008077 |
|  | Allcargo Logistics Ltd. | 851660 | 329157 |
|  | Amara Raja Energy & Mobility Ltd. | 280944 | 3179630 |
|  \* | Amber Enterprises India Ltd. | 50515 | 4566341 |
|  | Amrutanjan Health Care Ltd. | 13418 | 109674 |
|  | Anant Raj Ltd. | 241161 | 1748310 |
|  | Angel One Ltd. | 48113 | 1352236 |
|  | Anup Engineering Ltd. | 1370 | 35791 |
|  | Anupam Rasayan India Ltd. | 3510 | 42238 |
|  | Apar Industries Ltd. | 35156 | 3431186 |
|  | Apcotex Industries Ltd. | 22713 | 91290 |
|  | APL Apollo Tubes Ltd. | 226636 | 4584695 |
|  | Apollo Pipes Ltd. | 2337 | 8148 |
|  | Apollo Tyres Ltd. | 1058537 | 5974145 |

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**CONTINUED** 

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| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  INDIA — (Continued) | INDIA — (Continued) | INDIA — (Continued) |  |
|  | Aptus Value Housing Finance India Ltd. | 32292 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;115880 |
|  | Arvind Fashions Ltd. | 178503 | 1009527 |
|  | Arvind Ltd. | 541245 | 1951062 |
|  | Arvind SmartSpaces Ltd. | 2055 | 14803 |
|  | Asahi India Glass Ltd. | 337184 | 3500014 |
|  | Ashapura Minechem Ltd. | 23582 | 176729 |
|  | Ashiana Housing Ltd. | 74655 | 235449 |
|  \* | Ashoka Buildcon Ltd. | 402491 | 930683 |
|  Ω | Aster DM Healthcare Ltd. | 293085 | 2237613 |
|  | Astra Microwave Products Ltd. | 146377 | 1719542 |
|  | AstraZeneca Pharma India Ltd. | 4051 | 433910 |
|  | Atul Ltd. | 52252 | 3397128 |
|  Ω | AU Small Finance Bank Ltd. | 8203 | 80878 |
|  | AurionPro Solutions Ltd. | 16984 | 230963 |
|  | Automotive Axles Ltd. | 15893 | 304014 |
|  | Avadh Sugar & Energy Ltd. | 3656 | 17799 |
|  | Avantel Ltd. | 9347 | 18071 |
|  | Avanti Feeds Ltd. | 109098 | 856208 |
|  \* | AWL Agri Business Ltd. | 78151 | 241034 |
|  \* | Bajaj Consumer Care Ltd. | 112119 | 349867 |
|  | Bajaj Electricals Ltd. | 5316 | 30463 |
|  \* | Bajaj Hindusthan Sugar Ltd. | 2423656 | 602482 |
|  | Bajaj Holdings & Investment Ltd. | 8172 | 1133545 |
|  | Balaji Amines Ltd. | 38797 | 613723 |
|  \* | Balaji Telefilms Ltd. | 22329 | 27696 |
|  | Balmer Lawrie & Co. Ltd. | 230549 | 522984 |
|  | Balrampur Chini Mills Ltd. | 400664 | 2067769 |
|  | Banco Products India Ltd. | 109392 | 874299 |
|  Ω | Bandhan Bank Ltd. | 1021422 | 1798214 |
|  | Bank of Maharashtra | 745420 | 496099 |
|  | Bannari Amman Sugars Ltd. | 12348 | 500324 |
|  | BASF India Ltd. | 43424 | 2156668 |
|  | Bata India Ltd. | 123782 | 1487946 |
|  | Bayer CropScience Ltd. | 22864 | 1255861 |
|  | BEML Ltd. | 65577 | 3238716 |
|  \* | BF Utilities Ltd. | 59511 | 492911 |

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| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  INDIA — (Continued) | INDIA — (Continued) | INDIA — (Continued) |  |
|  | Bhansali Engineering Polymers Ltd. | 335166 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;372176 |
|  | Bharat Bijlee Ltd. | 14396 | 490330 |
|  | Bharat Dynamics Ltd. | 150832 | 2604514 |
|  | Bharat Heavy Electricals Ltd. | 45764 | 136210 |
|  | Bharat Rasayan Ltd. | 3079 | 375276 |
|  | Birla Corp. Ltd. | 92209 | 1216691 |
|  | BirlaNu Ltd. | 13232 | 285105 |
|  | Birlasoft Ltd. | 473199 | 1975450 |
|  | Black Box Ltd. | 29029 | 173054 |
|  | Blue Dart Express Ltd. | 17288 | 1264398 |
|  | Blue Star Ltd. | 257000 | 5581899 |
|  \* | Bluspring Enterprises Ltd. | 98248 | 89176 |
|  | Bombay Burmah Trading Co | 59813 | 1335650 |
|  | Bombay Dyeing & Manufacturing Co. Ltd. | 232090 | 428581 |
|  \* | Borosil Ltd. | 24794 | 95457 |
|  \* | Borosil Renewables Ltd. | 18113 | 131310 |
|  \* | Borosil Scientific Ltd. | 18595 | 28684 |
|  | Brigade Enterprises Ltd. | 336769 | 3928299 |
|  \* | Brightcom Group Ltd. | 720392 | 110417 |
|  | BSE Ltd. | 279963 | 7824419 |
|  | Campus Activewear Ltd. | 4887 | 15356 |
|  | Can Fin Homes Ltd. | 221832 | 2154374 |
|  | Cantabil Retail India Ltd. | 4821 | 14117 |
|  \* | Capacit'e Infraprojects Ltd. | 76517 | 246109 |
|  | Caplin Point Laboratories Ltd. | 72924 | 1665064 |
|  | Carborundum Universal Ltd. | 259767 | 2642185 |
|  | Care Ratings Ltd. | 66345 | 1194268 |
|  \* | Cartrade Tech Ltd. | 32684 | 1103664 |
|  | Carysil Ltd. | 18432 | 193831 |
|  | Castrol India Ltd. | 1016603 | 2230644 |
|  | CCL Products India Ltd. | 270942 | 2628822 |
|  | CE Info Systems Ltd. | 13707 | 280146 |
|  | Ceat Ltd. | 72128 | 3271375 |
|  | Cello World Ltd. | 5654 | 41725 |
|  | Central Depository Services India Ltd. | 349616 | 6263889 |
|  | Century Enka Ltd. | 24543 | 128372 |
|  | Century Plyboards India Ltd. | 196359 | 1665022 |

---

1023

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##### [**Table of Contents**](#toc)
**THE EMERGING MARKETS SMALL CAP SERIES** 

**CONTINUED** 

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  INDIA — (Continued) | INDIA — (Continued) | INDIA — (Continued) |  |
|  | Cera Sanitaryware Ltd. | 17580 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1236574 |
|  | CESC Ltd. | 1864899 | 3776566 |
|  \* | Chalet Hotels Ltd. | 6485 | 69347 |
|  | Chambal Fertilisers & Chemicals Ltd. | 465051 | 2518428 |
|  \* | Chemplast Sanmar Ltd. | 1304 | 5845 |
|  | Chennai Petroleum Corp. Ltd. | 157831 | 1725038 |
|  \* | Choice International Ltd. | 19437 | 182814 |
|  | Cholamandalam Financial Holdings Ltd. | 363185 | 7787636 |
|  | CIE Automotive India Ltd. | 431037 | 2089273 |
|  | City Union Bank Ltd. | 1059281 | 2688378 |
|  | Clean Science & Technology Ltd. | 18915 | 215036 |
|  | CMS Info Systems Ltd. | 79512 | 333458 |
|  Ω | Cochin Shipyard Ltd. | 220413 | 4443441 |
|  | Coforge Ltd. | 432935 | 8698772 |
|  \* | Cohance Lifesciences Ltd. | 430036 | 3634710 |
|  | Computer Age Management Services Ltd. | 101936 | 4504246 |
|  | Coromandel International Ltd. | 158239 | 3805991 |
|  | Cosmo First Ltd. | 13427 | 125470 |
|  \* | CreditAccess Grameen Ltd. | 129564 | 2057748 |
|  | CRISIL Ltd. | 45879 | 2550630 |
|  | Crompton Greaves Consumer Electricals Ltd. | 1391327 | 4429832 |
|  \* | CSB Bank Ltd. | 134975 | 630899 |
|  | Cyient Ltd. | 151592 | 1989134 |
|  | Dalmia Bharat Ltd. | 63329 | 1496018 |
|  \* | Dalmia Bharat Refractories Ltd. | 467 | 0 |
|  | Dalmia Bharat Sugar & Industries Ltd. | 22506 | 87668 |
|  | Datamatics Global Services Ltd. | 10803 | 113547 |
|  | DB Corp. Ltd. | 140113 | 423540 |
|  | DCB Bank Ltd. | 653604 | 1163684 |
|  | DCM Shriram Industries Ltd. | 8486 | 16679 |
|  | DCM Shriram Ltd. | 127523 | 1843275 |
|  | DCW Ltd. | 319843 | 227950 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  INDIA — (Continued) | INDIA — (Continued) | INDIA — (Continued) |  |
|  | Ddev Plastiks Industries Ltd. | 7600 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25794 |
|  | Deep Industries Ltd. | 8372 | 45557 |
|  | Deepak Fertilisers & Petrochemicals Corp. Ltd. | 187415 | 3139150 |
|  | Deepak Nitrite Ltd. | 139098 | 2699239 |
|  \* | Delhivery Ltd. | 310951 | 1633753 |
|  | Delta Corp. Ltd. | 446857 | 391989 |
|  \* | DEN Networks Ltd. | 70020 | 26196 |
|  \* | Devyani International Ltd. | 10784 | 19588 |
|  | Dhanuka Agritech Ltd. | 38001 | 583975 |
|  \* | Digitide Solutions Ltd. | 139386 | 250086 |
|  Ω | Dilip Buildcon Ltd. | 40150 | 223694 |
|  \* | Dishman Carbogen Amcis Ltd. | 171479 | 562763 |
|  | Dixon Technologies India Ltd. | 6667 | 1162568 |
|  | D-Link India Ltd. | 2113 | 10920 |
|  | Dodla Dairy Ltd. | 3259 | 47517 |
|  | Dollar Industries Ltd. | 9764 | 39298 |
|  Ω | Dr. Lal PathLabs Ltd. | 104974 | 3712772 |
|  | Dwarikesh Sugar Industries Ltd. | 181312 | 88710 |
|  | Dynacons Systems & Solutions Ltd. | 988 | 10229 |
|  | Dynamatic Technologies Ltd. | 1737 | 154624 |
|  | eClerx Services Ltd. | 89380 | 4762216 |
|  | Edelweiss Financial Services Ltd. | 1280420 | 1633856 |
|  \* | EID Parry India Ltd. | 250294 | 3031532 |
|  | EIH Associated Hotels | 17756 | 76284 |
|  | EIH Ltd. | 200059 | 877954 |
|  | Elecon Engineering Co. Ltd. | 34246 | 216151 |
|  \* | Electronics Mart India Ltd. | 12223 | 20799 |
|  | Electrosteel Castings Ltd. | 1333553 | 1372018 |
|  | Elgi Equipments Ltd. | 523096 | 2927567 |
|  | Emami Ltd. | 529450 | 3183106 |
|  \* | Embassy Developments Ltd.. | 1355104 | 1422710 |
|  Ω | Endurance Technologies Ltd. | 53705 | 1716636 |
|  | Engineers India Ltd. | 737796 | 1672082 |
|  | Epigral Ltd. | 47103 | 896097 |
|  | EPL Ltd. | 374414 | 850317 |
|  \*Ω | Equitas Small Finance Bank Ltd. | 928951 | 597705 |

---

1024

------

##### [**Table of Contents**](#toc)
**THE EMERGING MARKETS SMALL CAP SERIES** 

**CONTINUED** 

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  INDIA — (Continued) | INDIA — (Continued) | INDIA — (Continued) |  |
|  Ω | Eris Lifesciences Ltd. | 110810 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1992961 |
|  | ESAB India Ltd. | 10199 | 562831 |
|  | Escorts Kubota Ltd. | 58332 | 2482923 |
|  \* | Eureka Forbes Ltd. | 13565 | 85057 |
|  | Eveready Industries India Ltd. | 13245 | 56414 |
|  | Everest Industries Ltd. | 6545 | 43578 |
|  | Exide Industries Ltd. | 784422 | 3375529 |
|  | FDC Ltd. | 169618 | 885722 |
|  \* | Federal-Mogul Goetze India Ltd. | 26987 | 139550 |
|  | FIEM Industries Ltd. | 19282 | 452475 |
|  | Fine Organic Industries Ltd. | 14450 | 720812 |
|  \* | Fino Payments Bank Ltd. | 13562 | 43202 |
|  | Finolex Cables Ltd. | 247461 | 2192364 |
|  | Finolex Industries Ltd. | 891098 | 1880765 |
|  | Firstsource Solutions Ltd. | 1067513 | 4255417 |
|  | Force Motors Ltd. | 12314 | 2454324 |
|  | Fortis Healthcare Ltd. | 1206723 | 13920681 |
|  | Gabriel India Ltd. | 222859 | 3187347 |
|  | Galaxy Surfactants Ltd. | 16663 | 418256 |
|  | Ganesh Housing Ltd. | 27513 | 256685 |
|  | Ganesha Ecosphere Ltd. | 2337 | 31811 |
|  | Garware Technical Fibres Ltd. | 172950 | 1485426 |
|  | Gateway Distriparks Ltd. | 989201 | 712216 |
|  | GE Vernova T&D India Ltd. | 41617 | 1420903 |
|  | Genus Power Infrastructures Ltd. | 8588 | 32678 |
|  | GHCL Ltd. | 188128 | 1349010 |
|  | GHCL Textiles Ltd. | 185148 | 161440 |
|  | GIC Housing Finance Ltd. | 94840 | 186840 |
|  | Gillette India Ltd. | 18742 | 1901264 |
|  Ω | Gland Pharma Ltd. | 1875 | 40745 |
|  | GlaxoSmithKline Pharmaceuticals Ltd. | 30292 | 893185 |
|  | Glenmark Pharmaceuticals Ltd. | 294693 | 6275208 |
|  | Global Health Ltd. | 25989 | 382891 |
|  | GMM Pfaudler Ltd. | 38587 | 561242 |
|  | Godawari Power & Ispat Ltd. | 547630 | 1737556 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  INDIA — (Continued) | INDIA — (Continued) | INDIA — (Continued) |  |
|  | Godfrey Phillips India Ltd. | 137601 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4774885 |
|  Ω | Godrej Agrovet Ltd. | 48105 | 360148 |
|  \* | Godrej Industries Ltd. | 179235 | 2241698 |
|  | Goldiam International Ltd. | 8869 | 35721 |
|  | Goodyear India Ltd. | 287 | 3171 |
|  | Granules India Ltd. | 409109 | 2608969 |
|  | Graphite India Ltd. | 200922 | 1409237 |
|  | Grauer & Weil India Ltd. | 54225 | 51760 |
|  | Gravita India Ltd. | 46021 | 862997 |
|  | Great Eastern Shipping Co. Ltd. | 267452 | 3306439 |
|  | Greaves Cotton Ltd. | 294290 | 754879 |
|  | Greenlam Industries Ltd. | 91568 | 273169 |
|  | Greenpanel Industries Ltd. | 82480 | 265822 |
|  | Greenply Industries Ltd. | 97847 | 336154 |
|  | Grindwell Norton Ltd. | 113848 | 2154372 |
|  | Gujarat Alkalies & Chemicals Ltd. | 97139 | 625576 |
|  | Gujarat Ambuja Exports Ltd. | 487116 | 578650 |
|  | Gujarat Fluorochemicals Ltd. | 69796 | 2943983 |
|  | Gujarat Industries Power Co. Ltd. | 176262 | 361995 |
|  | Gujarat Mineral Development Corp. Ltd. | 235508 | 1571309 |
|  | Gujarat Narmada Valley Fertilizers & Chemicals Ltd. | 225643 | 1276239 |
|  | Gujarat Pipavav Port Ltd. | 689131 | 1293279 |
|  | Gujarat State Fertilizers & Chemicals Ltd. | 646462 | 1388826 |
|  | Gujarat State Petronet Ltd. | 856449 | 2983280 |
|  | Gujarat Themis Biosyn Ltd. | 7155 | 37558 |
|  | Gulf Oil Lubricants India Ltd. | 44273 | 616446 |
|  | Happiest Minds Technologies Ltd. | 10920 | 63295 |
|  \* | Hathway Cable & Datacom Ltd. | 362523 | 56433 |

---

1025

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##### [**Table of Contents**](#toc)
**THE EMERGING MARKETS SMALL CAP SERIES** 

**CONTINUED** 

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  INDIA — (Continued) | INDIA — (Continued) | INDIA — (Continued) |  |
|  | Hatsun Agro Product Ltd. | 126989 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1581603 |
|  | HBL Engineering Ltd. | 305656 | 3449165 |
|  \* | HealthCare Global Enterprises Ltd. | 71139 | 598435 |
|  | HEG Ltd. | 188405 | 1249290 |
|  | HeidelbergCement India Ltd. | 200096 | 441468 |
|  | Heritage Foods Ltd. | 117371 | 637802 |
|  | Hester Biosciences Ltd. | 7803 | 140541 |
|  | HFCL Ltd. | 2094768 | 1731557 |
|  | HG Infra Engineering Ltd. | 48180 | 498810 |
|  | Hikal Ltd. | 161317 | 434119 |
|  | Himadri Speciality Chemical Ltd. | 640903 | 3465203 |
|  | Himatsingka Seide Ltd. | 28673 | 40036 |
|  | Hinduja Global Solutions Ltd. | 30211 | 176704 |
|  | Hindustan Copper Ltd. | 654730 | 2506328 |
|  \* | Hindustan Foods Ltd. | 5171 | 30653 |
|  \* | Hindustan Oil Exploration Co. Ltd. | 190919 | 329489 |
|  \* | Hindware Home Innovation Ltd. | 41066 | 170202 |
|  | Hitachi Energy India Ltd. | 7057 | 1410731 |
|  | HI-Tech Pipes Ltd. | 36674 | 47265 |
|  Ω | Home First Finance Co. India Ltd. | 5635 | 75853 |
|  | Honda India Power Products Ltd. | 12211 | 358828 |
|  \* | Hubtown Ltd. | 37801 | 127419 |
|  | Huhtamaki India Ltd. | 62912 | 172662 |
|  | ICICI Bank Ltd. (ICICIBC IN) | 128687 | 1950237 |
|  | ICRA Ltd. | 7574 | 546071 |
|  | IDFC First Bank Ltd. | 1186227 | 1091304 |
|  \* | IFB Industries Ltd. | 32347 | 681289 |
|  | IIFL Capital Services Ltd. | 183211 | 708113 |
|  \* | IIFL Finance Ltd. | 592303 | 3566178 |
|  \* | Imagicaaworld Entertainment Ltd. | 17673 | 10306 |
|  \* | India Cements Ltd. | 203480 | 919809 |
|  | India Glycols Ltd. | 82498 | 898035 |
|  | India Nippon Electricals Ltd. | 2300 | 24866 |
|  Ω | IndiaMart InterMesh Ltd. | 4196 | 116273 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  INDIA — (Continued) | INDIA — (Continued) | INDIA — (Continued) |  |
|  Ω | Indian Energy Exchange Ltd. | 648442 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1016721 |
|  | Indian Metals & Ferro Alloys Ltd. | 2364 | 31967 |
|  | Indigo Paints Ltd. | 2852 | 32235 |
|  | Indo Count Industries Ltd. | 183077 | 587166 |
|  \* | Indo Tech Transformers Ltd. | 534 | 10162 |
|  | Indoco Remedies Ltd. | 113141 | 357338 |
|  | Indraprastha Gas Ltd. | 1060760 | 2528685 |
|  \* | Infibeam Avenues Ltd. | 3603542 | 725358 |
|  | Ingersoll Rand India Ltd. | 22602 | 969281 |
|  \* | Innova Captab Ltd. | 387 | 3606 |
|  | INOX India Ltd. | 1832 | 24500 |
|  \* | Inox Wind Ltd. | 141213 | 246073 |
|  \* | Insecticides India Ltd. | 5021 | 40960 |
|  | Intellect Design Arena Ltd. | 208310 | 2644614 |
|  | IOL Chemicals & Pharmaceuticals Ltd. | 235470 | 244913 |
|  | ION Exchange India Ltd. | 18418 | 82987 |
|  | Ipca Laboratories Ltd. | 355021 | 5077891 |
|  | IRB Infrastructure Developers Ltd. | 570715 | 288491 |
|  Ω | IRCON International Ltd. | 843731 | 1609680 |
|  | ISGEC Heavy Engineering Ltd. | 48631 | 479574 |
|  | J Kumar Infraprojects Ltd. | 94348 | 702832 |
|  | Jagran Prakashan Ltd. | 9409 | 7686 |
|  \* | Jai Balaji Industries Ltd. | 14486 | 15390 |
|  | Jai Corp. Ltd. | 79802 | 148248 |
|  \* | Jaiprakash Power Ventures Ltd. | 9172137 | 1862090 |
|  | Jammu & Kashmir Bank Ltd. | 877546 | 1048455 |
|  | Jamna Auto Industries Ltd. | 584889 | 623310 |
|  | Jash Engineering Ltd. | 1312 | 7164 |
|  | JB Chemicals & Pharmaceuticals Ltd. | 262387 | 4957075 |
|  | JBM Auto Ltd. | 127544 | 953046 |
|  | Jindal Drilling & Industries Ltd. | 3541 | 22882 |
|  | Jindal Poly Films Ltd. | 54125 | 345946 |

---

1026

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##### [**Table of Contents**](#toc)
**THE EMERGING MARKETS SMALL CAP SERIES** 

**CONTINUED** 

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  INDIA — (Continued) | INDIA — (Continued) | INDIA — (Continued) |  |
|  | Jindal Saw Ltd. | 1093256 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2161202 |
|  | Jindal Stainless Ltd. | 501108 | 4253881 |
|  | JK Cement Ltd. | 100119 | 7023666 |
|  | JK Lakshmi Cement Ltd. | 173591 | 1701728 |
|  | JK Paper Ltd. | 225536 | 1013815 |
|  | JK Tyre & Industries Ltd. | 318098 | 1543874 |
|  | JM Financial Ltd. | 1282474 | 2364991 |
|  | JTEKT India Ltd. | 176906 | 310706 |
|  | Jubilant Foodworks Ltd. | 678421 | 4582654 |
|  | Jubilant Ingrevia Ltd. | 413662 | 3213098 |
|  | Jubilant Pharmova Ltd. | 237531 | 2915210 |
|  | Jupiter Wagons Ltd. | 20307 | 73491 |
|  \* | Just Dial Ltd. | 52876 | 459907 |
|  | Jyothy Labs Ltd. | 475110 | 1685063 |
|  | Kajaria Ceramics Ltd. | 283766 | 3838914 |
|  | Kalpataru Projects International Ltd. | 277203 | 3919155 |
|  | Kalyani Steels Ltd. | 73704 | 719557 |
|  | Kansai Nerolac Paints Ltd. | 174538 | 489630 |
|  | Karnataka Bank Ltd. | 716085 | 1447322 |
|  | Karur Vysya Bank Ltd. | 1700664 | 4665705 |
|  | Kaveri Seed Co. Ltd. | 69408 | 814646 |
|  | KCP Ltd. | 138614 | 318509 |
|  | KDDL Ltd. | 1486 | 41886 |
|  | KEC International Ltd. | 324440 | 2985514 |
|  | KEI Industries Ltd. | 81334 | 3686898 |
|  \* | Kellton Tech Solutions Ltd. | 43330 | 10705 |
|  | Kennametal India Ltd. | 10951 | 257214 |
|  | Kewal Kiran Clothing Ltd. | 25556 | 148802 |
|  | Keystone Realtors Ltd. | 2383 | 15302 |
|  | Kfin Technologies Ltd. | 12712 | 157091 |
|  | Kirloskar Brothers Ltd. | 62533 | 1322169 |
|  | Kirloskar Ferrous Industries Ltd. | 87132 | 504103 |
|  | Kirloskar Industries Ltd. | 264 | 11269 |
|  | Kirloskar Oil Engines Ltd. | 224138 | 2522351 |
|  | Kirloskar Pneumatic Co. Ltd. | 3688 | 46491 |
|  | Kitex Garments Ltd. | 22541 | 52971 |
|  | KNR Constructions Ltd. | 385133 | 787491 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  INDIA — (Continued) | INDIA — (Continued) | INDIA — (Continued) |  |
|  \* | Kolte-Patil Developers Ltd. | 59333 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;286337 |
|  | KPIT Technologies Ltd. | 110248 | 1449562 |
|  | KPR Mill Ltd. | 385837 | 4644274 |
|  | KRBL Ltd. | 147046 | 618489 |
|  \*Ω | Krishna Institute of Medical Sciences Ltd. | 276690 | 2245774 |
|  | Krsnaa Diagnostics Ltd. | 12943 | 113166 |
|  | KSB Ltd. | 233155 | 2082526 |
|  | L&T Finance Ltd. | 799887 | 2436752 |
|  | LA Opala RG Ltd. | 64084 | 165644 |
|  | Landmark Cars Ltd. | 4134 | 29619 |
|  Ω | Laurus Labs Ltd. | 780770 | 8397607 |
|  | Laxmi Organic Industries Ltd. | 7409 | 16287 |
|  \*Ω | Lemon Tree Hotels Ltd. | 626352 | 1163445 |
|  | LG Balakrishnan & Bros Ltd. | 51169 | 818258 |
|  | LIC Housing Finance Ltd. | 605311 | 3901307 |
|  | Linde India Ltd. | 16790 | 1136136 |
|  | Lloyds Engineering Works Ltd. | 172201 | 107964 |
|  | LMW Ltd. | 12051 | 2134649 |
|  | LT Foods Ltd. | 489233 | 2316310 |
|  | Lumax Auto Technologies Ltd. | 70535 | 897512 |
|  | Lumax Industries Ltd. | 3899 | 218592 |
|  | LUX Industries Ltd. | 15200 | 218911 |
|  | Madhya Bharat Agro Products Ltd. | 9367 | 43001 |
|  | Magellanic Cloud Ltd. | 117990 | 80440 |
|  | Mahanagar Gas Ltd. | 153748 | 2203663 |
|  | Maharashtra Scooters Ltd. | 3724 | 633089 |
|  | Maharashtra Seamless Ltd. | 190203 | 1218256 |
|  | Mahindra & Mahindra Financial Services Ltd. | 1412703 | 5019388 |
|  \* | Mahindra Holidays & Resorts India Ltd. | 232632 | 861859 |
|  | Mahindra Lifespace Developers Ltd. | 403177 | 1754158 |
|  | Maithan Alloys Ltd. | 14578 | 181528 |
|  \* | Man Industries India Ltd. | 5439 | 25265 |
|  | Man Infraconstruction Ltd. | 287717 | 480694 |

---

1027

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##### [**Table of Contents**](#toc)
**THE EMERGING MARKETS SMALL CAP SERIES** 

**CONTINUED** 

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  INDIA — (Continued) | INDIA — (Continued) | INDIA — (Continued) |  |
|  | Manappuram Finance Ltd. | 1740298 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5306591 |
|  | Mangalam Cement Ltd. | 22675 | 198671 |
|  \* | Mangalore Refinery & Petrochemicals Ltd. | 418494 | 781152 |
|  | Manorama Industries Ltd. | 3302 | 51535 |
|  | Marksans Pharma Ltd. | 647499 | 1334407 |
|  Ω | MAS Financial Services Ltd. | 126392 | 434126 |
|  | Mastek Ltd. | 40922 | 985484 |
|  \* | Max Estates Ltd. | 37603 | 198500 |
|  \* | Max Financial Services Ltd. | 11941 | 207750 |
|  | Mayur Uniquoters Ltd. | 49436 | 299975 |
|  Ω | Medi Assist Healthcare Services Ltd. | 6179 | 39317 |
|  \* | Medplus Health Services Ltd. | 17622 | 151100 |
|  \* | Meghmani Organics Ltd. | 217839 | 197987 |
|  | Metro Brands Ltd. | 749 | 9536 |
|  \*Ω | Metropolis Healthcare Ltd. | 54601 | 1216146 |
|  | Minda Corp. Ltd. | 188825 | 1198715 |
|  Ω | Mishra Dhatu Nigam Ltd. | 119834 | 518110 |
|  | MM Forgings Ltd. | 13459 | 46963 |
|  | MOIL Ltd. | 185346 | 763402 |
|  | Monte Carlo Fashions Ltd. | 21677 | 170889 |
|  | Morepen Laboratories Ltd. | 1033156 | 553817 |
|  | Motherson Sumi Wiring India Ltd. | 6540150 | 3468100 |
|  | Motilal Oswal Financial Services Ltd. | 367277 | 4037856 |
|  | MPS Ltd. | 1387 | 33860 |
|  | Mrs Bectors Food Specialities Ltd. | 59627 | 896896 |
|  | MSTC Ltd. | 94763 | 576312 |
|  | Narayana Hrudayalaya Ltd. | 208995 | 4126880 |
|  | Natco Pharma Ltd. | 286689 | 2645337 |
|  | National Aluminium Co. Ltd. | 1973316 | 5195153 |
|  | National Fertilizers Ltd. | 169354 | 178452 |
|  | Nava Ltd. | 226977 | 1581614 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  INDIA — (Continued) | INDIA — (Continued) | INDIA — (Continued) |  |
|  | Navneet Education Ltd. | 303914 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;551935 |
|  \* | Nazara Technologies Ltd. | 19144 | 57299 |
|  | NCC Ltd. | 1200069 | 2876762 |
|  | NCL Industries Ltd. | 16947 | 37646 |
|  | NELCO Ltd. | 26439 | 258158 |
|  | Neogen Chemicals Ltd. | 9001 | 145959 |
|  | NESCO Ltd. | 76896 | 1188343 |
|  | Netweb Technologies India Ltd. | 6534 | 296493 |
|  \* | Network18 Media & Investments Ltd. | 395050 | 212996 |
|  | Neuland Laboratories Ltd. | 18322 | 3413046 |
|  | Newgen Software Technologies Ltd. | 136406 | 1490986 |
|  | NIIT Learning Systems Ltd. | 284726 | 1051261 |
|  | NIIT Ltd. | 285432 | 335106 |
|  | Nilkamal Ltd. | 20926 | 355800 |
|  Ω | Nippon Life India Asset Management Ltd. | 216583 | 2133175 |
|  | NLC India Ltd. | 547232 | 1610411 |
|  | NOCIL Ltd. | 301922 | 628519 |
|  | Novartis India Ltd. | 790 | 7701 |
|  | NRB Bearings Ltd. | 156167 | 481493 |
|  | Nucleus Software Exports Ltd. | 27708 | 314119 |
|  | Nuvama Wealth Management Ltd. | 15204 | 1218846 |
|  \* | Onesource Specialty Pharma Ltd. | 38105 | 793686 |
|  | Oracle Financial Services Software Ltd. | 439 | 42123 |
|  | Orient Cement Ltd. | 247251 | 596478 |
|  | Orient Electric Ltd. | 270512 | 648295 |
|  \* | Orient Green Power Co. Ltd. | 182448 | 28798 |
|  | Oriental Hotels Ltd. | 130729 | 181172 |
|  | Page Industries Ltd. | 261 | 120044 |
|  | Paisalo Digital Ltd. | 887687 | 378702 |
|  | Panama Petrochem Ltd. | 50945 | 153090 |
|  Ω | Parag Milk Foods Ltd., Class F | 140518 | 491905 |
|  \* | Patel Engineering Ltd. | 637171 | 267746 |
|  \* | PC Jeweller Ltd. | 3986540 | 522496 |
|  | PCBL Chemical Ltd. | 52058 | 212092 |

---

1028

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**THE EMERGING MARKETS SMALL CAP SERIES** 

**CONTINUED** 

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  INDIA — (Continued) | INDIA — (Continued) | INDIA — (Continued) |  |
|  | Pearl Global Industries Ltd. | 1125 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16608 |
|  \* | Pennar Industries Ltd. | 4710 | 13862 |
|  | Petronet LNG Ltd. | 1160024 | 3672512 |
|  | PG Electroplast Ltd. | 6020 | 38693 |
|  | Phoenix Mills Ltd. | 547808 | 10428837 |
|  \* | Piramal Finance Ltd. | 294524 | 3729855 |
|  | Piramal Pharma Ltd. | 1199509 | 2710783 |
|  Ω | PNB Housing Finance Ltd. | 346684 | 3626250 |
|  | PNC Infratech Ltd. | 280433 | 885485 |
|  | Poly Medicure Ltd. | 12396 | 279194 |
|  | Polyplex Corp. Ltd. | 53588 | 576297 |
|  | Pondy Oxides & Chemicals Ltd. | 2240 | 34722 |
|  \* | Poonawalla Fincorp Ltd. | 421443 | 2285189 |
|  | Power Mech Projects Ltd. | 31344 | 878816 |
|  | Praj Industries Ltd. | 329877 | 1251042 |
|  | Prakash Industries Ltd. | 291132 | 537539 |
|  Ω | Prataap Snacks Ltd. | 8396 | 103664 |
|  | Precision Wires India Ltd. | 5853 | 14835 |
|  | Prestige Estates Projects Ltd. | 184217 | 3633136 |
|  \* | Pricol Ltd. | 140462 | 836300 |
|  \* | Prism Johnson Ltd. | 417838 | 713988 |
|  | Privi Speciality Chemicals Ltd. | 5871 | 192137 |
|  | Procter & Gamble Health Ltd. | 28843 | 1998899 |
|  \* | PTC India Financial Services Ltd. | 487922 | 199854 |
|  | PTC India Ltd. | 659382 | 1247464 |
|  \* | Puravankara Ltd. | 12837 | 38582 |
|  \* | PVR Inox Ltd. | 18334 | 248137 |
|  Ω | Quess Corp. Ltd. | 58991 | 159253 |
|  | R Systems International Ltd. | 5753 | 27731 |
|  | Radico Khaitan Ltd. | 11102 | 391789 |
|  | Railtel Corp. of India Ltd. | 62758 | 259776 |
|  | Rain Industries Ltd. | 473275 | 711052 |
|  \* | Rajesh Exports Ltd. | 5411 | 11050 |
|  | Rallis India Ltd. | 276838 | 804788 |
|  | Ram Ratna Wires Ltd. | 525 | 3664 |
|  | Ramco Cements Ltd. | 282898 | 3304098 |
|  | Ramco Industries Ltd. | 84907 | 336663 |
|  \* | Ramco Systems Ltd. | 7706 | 54191 |
|  | Ramkrishna Forgings Ltd. | 194449 | 1186888 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  INDIA — (Continued) | INDIA — (Continued) | INDIA — (Continued) |  |
|  \* | Ramky Infrastructure Ltd. | 8084 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;57664 |
|  | Rane Holdings Ltd. | 10752 | 186624 |
|  | Rashtriya Chemicals & Fertilizers Ltd. | 485909 | 815076 |
|  \* | Rategain Travel Technologies Ltd. | 10623 | 76241 |
|  | Ratnamani Metals & Tubes Ltd. | 90764 | 2467605 |
|  \* | RattanIndia Enterprises Ltd. | 71110 | 41612 |
|  \* | RattanIndia Power Ltd. | 3444681 | 423747 |
|  \* | Raymond Lifestyle Ltd. | 94348 | 1255347 |
|  \* | Raymond Ltd. | 117935 | 764584 |
|  \* | Raymond Realty Ltd. | 117935 | 820459 |
|  Ω | RBL Bank Ltd. | 241487 | 886538 |
|  | REC Ltd. | 23861 | 100773 |
|  | Redington Ltd. | 1877512 | 5375520 |
|  | Redtape Ltd. | 256716 | 393241 |
|  | Relaxo Footwears Ltd. | 100521 | 494167 |
|  | Reliance Industrial Infrastructure Ltd. | 22036 | 221943 |
|  \* | Reliance Infrastructure Ltd. | 568950 | 1376155 |
|  \* | Reliance Power Ltd. | 7901815 | 4106394 |
|  \* | Religare Enterprises Ltd. | 32932 | 97966 |
|  | Repco Home Finance Ltd. | 104634 | 492411 |
|  \* | Restaurant Brands Asia Ltd. | 56753 | 42808 |
|  | Rhi Magnesita India Ltd. | 2999 | 16212 |
|  | Rico Auto Industries Ltd. | 241078 | 225997 |
|  | RITES Ltd. | 278715 | 768930 |
|  | Rossari Biotech Ltd. | 18011 | 129754 |
|  \* | RPSG Ventures Ltd. | 962 | 8906 |
|  | Safari Industries India Ltd. | 39729 | 949316 |
|  \* | Sagar Cements Ltd. | 61724 | 156098 |
|  | Saksoft Ltd. | 3052 | 6715 |
|  \* | Sammaan Capital Ltd. | 140241 | 296776 |
|  | Sandhar Technologies Ltd. | 11788 | 67841 |
|  | Sanghvi Movers Ltd. | 75230 | 335474 |
|  | Sanofi Consumer Healthcare India Ltd. | 663 | 36504 |
|  | Sanofi India Ltd. | 28063 | 1513940 |

---

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**THE EMERGING MARKETS SMALL CAP SERIES** 

**CONTINUED** 

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  INDIA — (Continued) | INDIA — (Continued) | INDIA — (Continued) |  |
|  Ω | Sansera Engineering Ltd. | 6469 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;109510 |
|  \* | Sapphire Foods India Ltd. | 106376 | 343905 |
|  | Sarda Energy & Minerals Ltd. | 223926 | 1334575 |
|  | Saregama India Ltd. | 44108 | 224853 |
|  | Sasken Technologies Ltd. | 15674 | 242486 |
|  \* | Satin Creditcare Network Ltd. | 56678 | 100008 |
|  | Savita Oil Technologies Ltd. | 44897 | 200418 |
|  \* | SBFC Finance Ltd. | 102800 | 132585 |
|  | Schaeffler India Ltd. | 2890 | 131202 |
|  \* | Schneider Electric Infrastructure Ltd. | 184071 | 1730395 |
|  \* | SEAMEC Ltd. | 1657 | 16707 |
|  | Senco Gold Ltd. | 5182 | 18957 |
|  \* | SEPC Ltd. | 696869 | 80890 |
|  \* | Sequent Scientific Ltd. | 40907 | 99029 |
|  | Seshasayee Paper & Boards Ltd. | 74280 | 213711 |
|  Ω | SH Kelkar & Co. Ltd.. | 112725 | 280072 |
|  | Shaily Engineering Plastics Ltd. | 3288 | 83934 |
|  | Shakti Pumps India Ltd. | 34950 | 322609 |
|  | Shankara Buildpro Ltd. | 21255 | 176105 |
|  | Shanthi Gears Ltd. | 29927 | 165376 |
|  | Sharda Cropchem Ltd. | 67329 | 655902 |
|  | Sharda Motor Industries Ltd. | 18570 | 216807 |
|  \* | Sheela Foam Ltd. | 2830 | 22171 |
|  | Shilpa Medicare Ltd. | 227758 | 902218 |
|  | Shipping Corp. of India Land & Assets Ltd. | 371784 | 213516 |
|  | Shipping Corp. of India Ltd. | 451179 | 1316206 |
|  | Shivalik Bimetal Controls Ltd. | 6862 | 37845 |
|  \* | Shoppers Stop Ltd. | 105248 | 606690 |
|  | Shriram Pistons & Rings Ltd. | 5961 | 175379 |
|  \* | Shriram Properties Ltd. | 44886 | 47780 |
|  \* | SIS Ltd. | 64401 | 242075 |
|  | Siyaram Silk Mills Ltd. | 26830 | 227828 |
|  | SJS Enterprises Ltd. | 7388 | 133984 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  INDIA — (Continued) | INDIA — (Continued) | INDIA — (Continued) |  |
|  | SKF India Industrial Ltd. | 76229 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2325737 |
|  | SKF India Ltd. | 76229 | 1823192 |
|  | Skipper Ltd. | 19548 | 114901 |
|  | SML Mahindra Ltd. | 614 | 21070 |
|  \* | Snowman Logistics Ltd. | 17529 | 10084 |
|  | Sobha Ltd. | 113651 | 2072230 |
|  | Solar Industries India Ltd. | 547 | 85692 |
|  \* | Solara Active Pharma Sciences Ltd. | 22354 | 151684 |
|  | Somany Ceramics Ltd. | 12126 | 62262 |
|  Ω | Sona Blw Precision Forgings Ltd. | 35759 | 190644 |
|  | Sonata Software Ltd. | 493926 | 2063980 |
|  | South Indian Bank Ltd. | 5425753 | 2248450 |
|  | SP Apparels Ltd. | 4719 | 39387 |
|  \* | Spandana Sphoorty Financial Ltd. | 3126 | 4476 |
|  | Star Cement Ltd. | 226872 | 653847 |
|  \* | Star Health & Allied Insurance Co. Ltd. | 24843 | 138616 |
|  | Steelcast Ltd. | 10471 | 26415 |
|  \* | Sterlite Technologies Ltd. | 539079 | 712747 |
|  \* | STL Networks Ltd. | 539079 | 158922 |
|  | Stove Kraft Ltd. | 907 | 7963 |
|  | Strides Pharma Science Ltd. | 158565 | 1662134 |
|  \* | Stylam Industries Ltd. | 10286 | 236279 |
|  | Styrenix Performance Materials Ltd. | 3705 | 98612 |
|  | Subros Ltd. | 75571 | 921335 |
|  | Sudarshan Chemical Industries Ltd. | 100071 | 1293537 |
|  | Sumitomo Chemical India Ltd. | 171787 | 971015 |
|  | Sun TV Network Ltd. | 252093 | 1593175 |
|  | Sundaram Finance Ltd. | 109402 | 5612365 |
|  | Sundram Fasteners Ltd. | 313352 | 3338889 |
|  \* | Sundrop Brands Ltd. | 32513 | 288687 |
|  | Sunflag Iron & Steel Co. Ltd. | 74248 | 223870 |
|  | Sunteck Realty Ltd. | 131835 | 655726 |
|  | Suprajit Engineering Ltd. | 225030 | 1130418 |
|  | Supreme Industries Ltd. | 39021 | 1669989 |

---

1030

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##### [**Table of Contents**](#toc)
**THE EMERGING MARKETS SMALL CAP SERIES** 

**CONTINUED** 

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  INDIA — (Continued) | INDIA — (Continued) | INDIA — (Continued) |  |
|  | Supreme Petrochem Ltd. | 295350 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2496618 |
|  | Supriya Lifescience Ltd. | 6655 | 58220 |
|  | Surya Roshni Ltd. | 204204 | 675485 |
|  | Swan Corp. Ltd. | 26550 | 140849 |
|  | Swaraj Engines Ltd. | 19779 | 889693 |
|  | Symphony Ltd. | 1113 | 11714 |
|  Ω | Syngene International Ltd. | 385900 | 2834109 |
|  | TAJGVK Hotels & Resorts Ltd. | 8263 | 39146 |
|  | Talbros Automotive Components Ltd. | 7745 | 25483 |
|  | Tamil Nadu Newsprint & Papers Ltd. | 45611 | 80124 |
|  | Tamilnad Mercantile Bank Ltd. | 9853 | 54774 |
|  | Tanla Platforms Ltd. | 104823 | 721807 |
|  \* | TARC Ltd. | 153004 | 269903 |
|  | Tata Chemicals Ltd. | 359995 | 3615069 |
|  | Tata Consumer Products Ltd. | 18707 | 244993 |
|  | Tata Elxsi Ltd. | 2015 | 123718 |
|  | TCI Express Ltd. | 55854 | 427651 |
|  | TD Power Systems Ltd. | 162475 | 1384765 |
|  \* | TeamLease Services Ltd. | 2962 | 56017 |
|  | Techno Electric & Engineering Co. Ltd. | 186669 | 2794594 |
|  | Tega Industries Ltd. | 4511 | 98465 |
|  | Texmaco Rail & Engineering Ltd. | 584579 | 899255 |
|  | Thirumalai Chemicals Ltd. | 138878 | 442465 |
|  | Thomas Cook India Ltd. | 348484 | 628450 |
|  Ω | Thyrocare Technologies Ltd. | 48504 | 752677 |
|  | Tilaknagar Industries Ltd. | 216288 | 1283173 |
|  | Time Technoplast Ltd. | 780386 | 1897291 |
|  | Timken India Ltd. | 81973 | 2930076 |
|  | Tips Music Ltd. | 13290 | 78792 |
|  | Titagarh Rail System Ltd. | 163671 | 1631764 |
|  | Torrent Power Ltd. | 194280 | 2880742 |
|  | Tourism Finance Corp. of India Ltd. | 693920 | 546197 |
|  | Transformers & Rectifiers India Ltd. | 8248 | 41312 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  INDIA — (Continued) | INDIA — (Continued) | INDIA — (Continued) |  |
|  \* | TransIndia Real Estate Ltd. | 6734 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2192 |
|  | Transport Corp. of India Ltd. | 96643 | 1303541 |
|  | Trident Ltd. | 4096218 | 1318835 |
|  | Triveni Engineering & Industries Ltd. | 253714 | 1022328 |
|  | Triveni Turbine Ltd. | 387061 | 2325414 |
|  | TTK Prestige Ltd. | 141160 | 1070747 |
|  | Tube Investments of India Ltd. | 80258 | 2729288 |
|  | TVS Holdings Ltd. | 12192 | 2081511 |
|  | TVS Srichakra Ltd. | 7720 | 359748 |
|  \* | TVS Supply Chain Solutions Ltd. | 8682 | 12592 |
|  | Uflex Ltd. | 108416 | 660612 |
|  \* | Ugro Capital Ltd. | 105257 | 216659 |
|  \*Ω | Ujjivan Small Finance Bank Ltd. | 3938057 | 2302597 |
|  \* | Unichem Laboratories Ltd. | 96528 | 514308 |
|  | UNO Minda Ltd. | 171664 | 2383527 |
|  | Usha Martin Ltd. | 399004 | 2074569 |
|  | UTI Asset Management Co. Ltd. | 91049 | 1280465 |
|  | VA Tech Wabag Ltd. | 109564 | 1740310 |
|  | Vadilal Industries Ltd. | 270 | 16115 |
|  | Vaibhav Global Ltd. | 225817 | 680312 |
|  \* | Valor Estate Ltd. | 179173 | 300110 |
|  | Vardhman Textiles Ltd. | 450962 | 2228985 |
|  Ω | Varroc Engineering Ltd. | 104357 | 720072 |
|  | Vedant Fashions Ltd. | 27900 | 202573 |
|  | Veedol Corp. Ltd. | 17302 | 344609 |
|  | Venky's India Ltd. | 15400 | 262144 |
|  Ω | Venus Pipes & Tubes Ltd. | 729 | 10531 |
|  | Vesuvius India Ltd. | 183230 | 1017088 |
|  | V-Guard Industries Ltd. | 543229 | 2217732 |
|  | Vijaya Diagnostic Centre Ltd. | 11793 | 131393 |
|  | Vimta Labs Ltd. | 35296 | 287045 |
|  | Vinati Organics Ltd. | 91094 | 1694318 |
|  | Vindhya Telelinks Ltd. | 13559 | 207466 |
|  \* | VL E-Governance & IT Solutions Ltd. | 55160 | 14889 |
|  | Voltamp Transformers Ltd. | 13143 | 1099973 |
|  | Voltas Ltd. | 14816 | 230173 |
|  | VRL Logistics Ltd. | 199560 | 628532 |
|  | VST Industries Ltd. | 187500 | 550630 |

---

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**THE EMERGING MARKETS SMALL CAP SERIES** 

**CONTINUED** 

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  INDIA — (Continued) | INDIA — (Continued) | INDIA — (Continued) |  |
|  | VST Tillers Tractors Ltd. | 13066 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;882631 |
|  \* | Walchandnagar Industries Ltd. | 3493 | 7008 |
|  \* | Websol Energy System Ltd. | 9038 | 124932 |
|  | Welspun Corp. Ltd. | 393665 | 4271851 |
|  | Welspun Enterprises Ltd. | 232271 | 1465676 |
|  | Welspun Living Ltd. | 1125113 | 1636549 |
|  | West Coast Paper Mills Ltd. | 100504 | 513848 |
|  | Westlife Foodworld Ltd. | 150310 | 1010990 |
|  | Whirlpool of India Ltd. | 36837 | 575568 |
|  \* | Wockhardt Ltd. | 165786 | 2387671 |
|  | Wonderla Holidays Ltd. | 34714 | 223153 |
|  | Yasho Industries Ltd. | 332 | 5966 |
|  | Zensar Technologies Ltd. | 344704 | 3087995 |
|  | Zydus Wellness Ltd. | 146530 | 788135 |
|  TOTAL INDIA | TOTAL INDIA | TOTAL INDIA | 779080292 |
|  INDONESIA — (1.4%) | INDONESIA — (1.4%) | INDONESIA — (1.4%) |  |
|  | ABM Investama Tbk. PT | 595600 | 105966 |
|  | Adi Sarana Armada Tbk. PT | 1645000 | 105253 |
|  | AKR Corporindo Tbk. PT | 15011200 | 1101863 |
|  \* | Alam Sutera Realty Tbk. PT | 8340900 | 81177 |
|  | Aneka Tambang Tbk. PT | 4168100 | 775298 |
|  \*†† | Armidian Karyatama Tbk. PT | 844800 | 0 |
|  | Arwana Citramulia Tbk. PT | 7500300 | 247817 |
|  | Aspirasi Hidup Indonesia Tbk. PT | 2640200 | 70446 |
|  | Astra Agro Lestari Tbk. PT | 187200 | 87831 |
|  | Astra Otoparts Tbk. PT | 2355600 | 361321 |
|  | Avia Avian Tbk. PT | 8437100 | 209796 |
|  \*†† | Bakrie Telecom Tbk. PT | 49756298 | 0 |
|  \* | Bank Aladin Syariah Tbk. PT | 2355800 | 133099 |
|  | Bank BTPN Syariah Tbk. PT | 1660900 | 136706 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  INDONESIA — (Continued) | INDONESIA — (Continued) | INDONESIA — (Continued) |  |
|  \* | Bank Ganesha Tbk. PT | 12836200 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;87230 |
|  \* | Bank Ina Perdana PT | 3565300 | 961165 |
|  \* | Bank Jago Tbk. PT | 1476700 | 193999 |
|  \* | Bank Mayapada International Tbk. PT | 1718100 | 25006 |
|  | Bank Maybank Indonesia Tbk. PT | 1517400 | 18793 |
|  \* | Bank Neo Commerce Tbk. PT | 8640800 | 201707 |
|  | Bank OCBC Nisp Tbk. PT | 6517100 | 538506 |
|  | Bank Pan Indonesia Tbk. PT | 11783200 | 730636 |
|  | Bank Pembangunan Daerah Jawa Barat Dan Banten Tbk. PT | 5052912 | 244594 |
|  | Bank Pembangunan Daerah Jawa Timur Tbk. PT | 6590400 | 215954 |
|  | Bank Tabungan Negara Persero Tbk. PT | 7872125 | 578851 |
|  | BFI Finance Indonesia Tbk. PT | 10392800 | 502534 |
|  | BISI International Tbk. PT | 1503000 | 80394 |
|  | Blue Bird Tbk. PT | 749200 | 79745 |
|  \* | Buana Lintas Lautan Tbk. PT | 14502300 | 189735 |
|  \* | Bukalapak.com Tbk. PT | 45243600 | 457067 |
|  | Bukit Asam Tbk. PT | 9041900 | 1304068 |
|  \* | Buma Internasional Grup Tbk. PT | 13195400 | 271028 |
|  \* | Bumi Resources Minerals Tbk. PT | 14451800 | 798421 |
|  \* | Bumi Serpong Damai Tbk. PT | 8389700 | 493240 |
|  \* | Capital Financial Indonesia Tbk. PT | 5320900 | 350295 |
|  \* | Cemindo Gemilang PT | 4341500 | 201007 |
|  Ω | Cikarang Listrindo Tbk. PT | 4220900 | 178914 |
|  | Ciputra Development Tbk. PT | 28002520 | 1487540 |
|  | Cisarua Mountain Dairy Tbk. PT | 194200 | 66246 |

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**THE EMERGING MARKETS SMALL CAP SERIES** 

**CONTINUED** 

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  INDONESIA — (Continued) | INDONESIA — (Continued) | INDONESIA — (Continued) |  |
|  \* | Citra Marga Nusaphala Persada Tbk. PT | 13896403 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1084866 |
|  \* | City Retail Developments Tbk. PT | 12056400 | 201722 |
|  \* | Darma Henwa Tbk. PT | 12726000 | 255095 |
|  | Dharma Satya Nusantara Tbk. PT | 5886600 | 667924 |
|  \* | Eagle High Plantations Tbk. PT**.** | 4255600 | 38855 |
|  | Elang Mahkota Teknologi Tbk. PT | 11907200 | 846347 |
|  | Elnusa Tbk. PT | 7160900 | 219790 |
|  \* | Energi Mega Persada Tbk. PT | 12486100 | 619552 |
|  | Erajaya Swasembada Tbk. PT | 23884400 | 608505 |
|  | ESSA Industries Indonesia Tbk. PT | 16908600 | 624948 |
|  | Gajah Tunggal Tbk. PT | 3960900 | 247741 |
|  | Garudafood Putra Putri Jaya Tbk. PT | 12792600 | 276763 |
|  | Gudang Garam Tbk. PT | 221800 | 230802 |
|  \* | Harum Energy Tbk. PT | 5295600 | 372190 |
|  | Hexindo Adiperkasa Tbk. PT | 241400 | 67499 |
|  \* | Impack Pratama Industri Tbk. PT | 11041600 | 1565189 |
|  | Indah Kiat Pulp & Paper Tbk. PT | 2373700 | 1061600 |
|  | Indika Energy Tbk. PT | 5449000 | 683998 |
|  | Indo Tambangraya Megah Tbk. PT | 576200 | 813713 |
|  | Indocement Tunggal Prakarsa Tbk. PT | 696600 | 261492 |
|  \* | Industri dan Perdagangan Bintraco Dharma Tbk. PT | 11088500 | 87412 |
|  | Industri Jamu Dan Farmasi Sido Muncul Tbk. PT | 21385746 | 719850 |
|  \*†† | Inti Agri Resources Tbk. PT | 92782800 | 0 |
|  | Japfa Comfeed Indonesia Tbk. PT | 12888400 | 1942512 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  INDONESIA — (Continued) | INDONESIA — (Continued) | INDONESIA — (Continued) |  |
|  | Jasa Marga Persero Tbk. PT | 3708100 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;795814 |
|  | Jaya Real Property Tbk. PT | 10463000 | 540492 |
|  | Kawasan Industri Jababeka Tbk. PT | 72814457 | 835492 |
|  \* | Krakatau Steel Persero Tbk. PT | 682200 | 13682 |
|  \* | Lippo Karawaci Tbk. PT | 4930700 | 26380 |
|  | Map Aktif Adiperkasa PT | 11221900 | 471212 |
|  \* | MD Entertainment Tbk. PT | 3100510 | 1057574 |
|  | Medco Energi Internasional Tbk. PT | 17296406 | 1384084 |
|  \* | Media Nusantara Citra Tbk. PT | 9058900 | 145932 |
|  | Medikaloka Hermina Tbk. PT | 13636800 | 1231291 |
|  | Mega Manunggal Property Tbk. PT | 235100 | 7845 |
|  \* | Merdeka Battery Materials Tbk. PT | 2693400 | 101769 |
|  \* | Metro Healthcare Indonesia Tbk. PT | 3892600 | 75331 |
|  | Metrodata Electronics Tbk. PT | 15657100 | 573969 |
|  | Metropolitan Kentjana Tbk. PT | 100200 | 143041 |
|  | Mitra Adiperkasa Tbk. PT | 25360200 | 1964382 |
|  | Mitra Keluarga Karyasehat Tbk. PT | 2441100 | 378799 |
|  | Mitra Pinasthika Mustika Tbk. PT | 3883000 | 226423 |
|  \* | MNC Digital Entertainment Tbk. PT | 5496700 | 166878 |
|  \* | MNC Tourism Indonesia Tbk. PT | 53765700 | 471492 |
|  | Nippon Indosari Corpindo Tbk. PT | 72489 | 3487 |
|  Ω | Nusantara Sejahtera Raya Tbk. PT | 7027000 | 50338 |
|  | Pabrik Kertas Tjiwi Kimia Tbk. PT | 2865500 | 1199849 |
|  \* | Pacific Strategic Financial Tbk. PT | 7682100 | 519678 |
|  | Pakuwon Jati Tbk. PT | 29198500 | 645239 |
|  | Pam Mineral Tbk. PT | 322400 | 19189 |

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##### [**Table of Contents**](#toc)
**THE EMERGING MARKETS SMALL CAP SERIES** 

**CONTINUED** 

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  INDONESIA — (Continued) | INDONESIA — (Continued) | INDONESIA — (Continued) |  |
|  \* | Panin Financial Tbk. PT | 49629800 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;715531 |
|  \* | Paninvest Tbk. PT | 2190800 | 106049 |
|  | Perusahaan Gas Negara Tbk. PT | 22581600 | 2361049 |
|  | Perusahaan Perkebunan London Sumatra Indonesia Tbk. PT | 5475500 | 462193 |
|  \*†† | Pool Advista Indonesia Tbk. PT | 10473500 | 5904 |
|  \* | PP Persero Tbk. PT | 1088400 | 24972 |
|  | Puradelta Lestari Tbk. PT | 7585600 | 60604 |
|  \*†† | Rimo International Lestari Tbk. PT | 211251900 | 0 |
|  | Rukun Raharja Tbk. PT | 650300 | 158363 |
|  | Salim Ivomas Pratama Tbk. PT | 5132700 | 192579 |
|  | Sampoerna Agro Tbk. PT | 1315600 | 397380 |
|  | Samudera Indonesia Tbk. PT | 6416000 | 121942 |
|  \* | Sarana Meditama Metropolitan Tbk. PT | 951700 | 17411 |
|  | Sarana Menara Nusantara Tbk. PT | 12033600 | 393838 |
|  | Sariguna Primatirta Tbk. PT | 11881800 | 385432 |
|  | Sawit Sumbermas Sarana Tbk. PT | 6149000 | 595106 |
|  \*†† | Sekawan Intipratama Tbk. PT | 9367900 | 0 |
|  | Selamat Sempurna Tbk. PT | 13041700 | 1505400 |
|  | Semen Indonesia Persero Tbk. PT | 2298400 | 380779 |
|  \* | Siloam International Hospitals Tbk. PT | 242900 | 31677 |
|  \*†† | Sri Rejeki Isman Tbk. PT | 35353931 | 0 |
|  | Summarecon Agung Tbk. PT | 7857146 | 184904 |
|  | Surya Citra Media Tbk. PT | 25537500 | 517880 |
|  | Surya Semesta Internusa Tbk. PT | 9721800 | 910786 |
|  \*†† | Suryainti Permata Tbk. PT | 7252000 | 0 |
|  | TBS Energi Utama Tbk. PT | 1580900 | 76418 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  INDONESIA — (Continued) | INDONESIA — (Continued) | INDONESIA — (Continued) |  |
|  | Temas Tbk. PT | 8099600 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;63275 |
|  | Tempo Scan Pacific Tbk. PT | 1036600 | 177625 |
|  | Timah Tbk. PT | 8208514 | 1316999 |
|  \*†† | Trada Alam Minera Tbk. PT | 180020800 | 0 |
|  | Transcoal Pacific Tbk. PT | 1729300 | 816100 |
|  | Trias Sentosa Tbk. PT | 32818400 | 941918 |
|  \* | Trimegah Sekuritas Indonesia Tbk. PT | 1698100 | 53583 |
|  | Triputra Agro Persada PT | 9220900 | 1042959 |
|  | Tunas Baru Lampung Tbk. PT | 5040328 | 225711 |
|  | Ultrajaya Milk Industry & Trading Co. Tbk. PT | 11353900 | 1024255 |
|  | Unggul Indah Cahaya Tbk. PT | 48239 | 25804 |
|  | Vale Indonesia Tbk. PT | 543200 | 154992 |
|  \*†† | Waskita Karya Persero Tbk. PT | 30184766 | 68755 |
|  \*†† | Wijaya Karya Persero Tbk. PT | 3114900 | 14329 |
|  \* | Wir Asia Tbk. PT | 7205800 | 46482 |
|  | XLSMART Telecom Sejahtera Tbk. PT | 9293779 | 1458062 |
|  TOTAL INDONESIA | TOTAL INDONESIA | TOTAL INDONESIA | 57258321 |
|  KUWAIT — (0.8%) | KUWAIT — (0.8%) | KUWAIT — (0.8%) |  |
|  | A'ayan Leasing & Investment Co. KSCP | 1325292 | 917301 |
|  | A'ayan Real Estate Co. SAK | 266314 | 128552 |
|  | Agility Public Warehousing Co. KSC | 922002 | 452819 |
|  | Al Arabiya Real Estate Co. KSC | 139482 | 124449 |
|  | Al-Eid Food KSC | 235106 | 165551 |
|  | Ali Alghanim Sons Automotive Co. KSCC | 246036 | 863592 |
|  \* | Alimtiaz Investment Group KSC | 2255527 | 532128 |
|  \*†† | Arabi Group Holding KSC | 502886 | 473786 |
|  | Arkan Al-Kuwait Real Estate Co. KSC | 23446 | 26663 |

---

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**THE EMERGING MARKETS SMALL CAP SERIES** 

**CONTINUED** 

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  KUWAIT — (Continued) | KUWAIT — (Continued) |  |  |
|  | Arzan Financial Group for Financing & Investment KPSC | 1556227 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1998043 |
|  \* | Asiya Capital Investments Co. KSCP | 1274953 | 240680 |
|  | Beyout Holding Co. KPSC | 19525 | 28074 |
|  | Boubyan Petrochemicals Co. KSCP | 550377 | 1101255 |
|  | Boursa Kuwait Securities Co. KPSC | 214044 | 2804909 |
|  \* | Coast Investment & Development Co. KSCP | 93132 | 24485 |
|  | Combined Group Contracting Co. SAK | 202267 | 695005 |
|  | Commercial Facilities Co. SAKP | 28413 | 24529 |
|  | Commercial Real Estate Co. KSC | 3218090 | 2231943 |
|  \* | First Investment Co. KSCP | 177773 | 91075 |
|  | Gulf Cables & Electrical Industries Group Co. KSCP | 159607 | 1168358 |
|  | Heavy Engineering & Ship Building Co. KSCP | 152527 | 470302 |
|  | Humansoft Holding Co. KSC | 200785 | 1619645 |
|  \* | IFA Hotels & Resorts-KPSC | 50218 | 214017 |
|  | Injazzat Real Estate Development Co. KSCP | 20071 | 12752 |
|  | Integrated Holding Co. KCSC | 338285 | 596114 |
|  | Jazeera Airways Co. KSCP | 72375 | 346234 |
|  | Kuwait Business Town Real Estate Co. KSCP | 96989 | 33785 |
|  | Kuwait Cement Co. KSC | 94916 | 109831 |
|  | Kuwait Financial Centre SAK | 179517 | 103793 |
|  | Kuwait Insurance Co. SAK | 18311 | 34354 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  KUWAIT — (Continued) | KUWAIT — (Continued) |  |  |
|  | Kuwait International Bank KSCP | 2037307 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1776259 |
|  | Kuwait Investment Co. SAK | 428575 | 350942 |
|  \* | Kuwait Real Estate Co. KSC | 2573010 | 3560551 |
|  | Kuwait Telecommunications Co | 124889 | 241746 |
|  \* | Manazel Holding Co. KSC | 238291 | 49973 |
|  | Mezzan Holding Co. KSCC | 239144 | 929528 |
|  \* | Munshaat Real Estate Projects Co. KSCP | 96326 | 71499 |
|  \* | National Consumer Holding Co. SAK | 291415 | 110969 |
|  | National Industries Group Holding SAK | 2629725 | 2494334 |
|  | National Investments Co. KSCP | 1082323 | 1198042 |
|  | Oula Fuel Marketing Co. | 54910 | 54502 |
|  \* | Privatization Holding Co. KSCP | 910033 | 253878 |
|  \* | Rasiyat Holding Co. | 39627 | 49948 |
|  | Salhia Real Estate Co. KSCP | 858834 | 1173001 |
|  \* | Securities House KSC | 634514 | 188811 |
|  | Shamal Az-Zour Al-Oula for the First Phase of Az-Zour Power Plant KSC | 768205 | 423113 |
|  | Specialities Group Holding Co. KSCC | 114737 | 66153 |
|  | Tijara & Real Estate Investment Co. KSCP | 109338 | 35557 |
|  \* | Warba Bank KSCP | 2403307 | 2271135 |
|  TOTAL KUWAIT | TOTAL KUWAIT | TOTAL KUWAIT | 32933965 |
|  MALAYSIA — (1.3%) | MALAYSIA — (1.3%) |  |  |
|  | 7-Eleven Malaysia Holdings Bhd., Class B | 2072285 | 989782 |
|  # | Able Global Bhd | 59300 | 23628 |
|  # | Aeon Co. M Bhd | 1045200 | 314282 |
|  # | AEON Credit Service M Bhd | 624000 | 783847 |
|  #\* | AFFIN Bank Bhd | 513183 | 280654 |
|  | Ajinomoto Malaysia Bhd | 43900 | 140583 |

---

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**THE EMERGING MARKETS SMALL CAP SERIES** 

**CONTINUED** 

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  MALAYSIA — (Continued) | MALAYSIA — (Continued) |  |  |
|  | Alliance Bank Malaysia Bhd | 1481011 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1554126 |
|  | Allianz Malaysia Bhd | 134100 | 575025 |
|  # | AME Elite Consortium Bhd | 201100 | 74362 |
|  | Ancom Nylex Bhd | 1266198 | 280961 |
|  | Aurelius Technologies Bhd | 251400 | 59918 |
|  # | Bank Islam Malaysia Bhd | 1307700 | 686984 |
|  #\* | Berjaya Corp. Bhd | 6025107 | 416804 |
|  #\* | Berjaya Land Bhd | 1516100 | 97607 |
|  \* | Bermaz Auto Bhd | 803100 | 128358 |
|  | British American Tobacco Malaysia Bhd | 25200 | 27686 |
|  \* | Bumi Armada Bhd | 876100 | 69072 |
|  # | Bursa Malaysia Bhd | 595400 | 1164566 |
|  # | Cahya Mata Sarawak Bhd | 1403100 | 531911 |
|  # | Carlsberg Brewery Malaysia Bhd | 370400 | 1461033 |
|  | CB Industrial Product Holding Bhd | 550840 | 166986 |
|  | CCK Consolidated Holdings Bhd | 145100 | 40511 |
|  # | CTOS Digital Bhd | 1010700 | 225588 |
|  # | D&O Green Technologies Bhd | 433000 | 128766 |
|  # | Dayang Enterprise Holdings Bhd | 1331175 | 473827 |
|  | DRB-Hicom Bhd | 747200 | 224658 |
|  # | Duopharma Biotech Bhd | 1029238 | 307020 |
|  | Dutch Lady Milk Industries Bhd | 79100 | 494462 |
|  | DXN Holdings Bhd | 95600 | 11870 |
|  | Eastern & Oriental Bhd | 894600 | 170621 |
|  | Eco World Development Group Bhd | 2221100 | 1091283 |
|  \* | Econpile Holdings Bhd | 686700 | 50696 |
|  | EG Industries Bhd | 487000 | 159051 |
|  #\* | Ekovest Bhd | 2562050 | 204818 |
|  | FAR East Holdings Bhd | 258300 | 255733 |
|  | Farm Fresh Bhd | 695400 | 403539 |
|  # | Formosa Prosonic Industries Bhd | 56400 | 19377 |
|  # | Frontken Corp. Bhd | 2648750 | 2853018 |
|  # | Gas Malaysia Bhd | 597600 | 647209 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  MALAYSIA — (Continued) | MALAYSIA — (Continued) |  |  |
|  | Genetec Technology Bhd | 285200 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;35275 |
|  # | Genting Plantations Bhd | 323800 | 392291 |
|  \*†† | Golden Plus Holding Bhd | 216000 | 0 |
|  \* | Greatech Technology Bhd | 489000 | 240782 |
|  # | Guan Chong Bhd | 360866 | 77352 |
|  | Hap Seng Plantations Holdings Bhd | 170200 | 91895 |
|  # | Hartalega Holdings Bhd | 1714400 | 494206 |
|  | Hextar Global Bhd | 1164300 | 251500 |
|  | Hextar Industries Bhd | 495100 | 41959 |
|  | Hiap Teck Venture Bhd | 2302700 | 156435 |
|  # | Hibiscus Petroleum Bhd | 1362519 | 465208 |
|  | Hong Leong Industries Bhd | 350400 | 1149442 |
|  # | Hume Cement Industries Bhd | 25600 | 21385 |
|  | Hup Seng Industries Bhd | 97200 | 23905 |
|  | IGB Bhd | 999381 | 800169 |
|  # | ITMAX SYSTEM Bhd | 193600 | 209850 |
|  # | Jaya Tiasa Holdings Bhd | 973927 | 267370 |
|  \* | JCY International Bhd | 278300 | 28109 |
|  | Keck Seng Malaysia Bhd | 289650 | 384033 |
|  # | Kelington Group Bhd | 631700 | 826469 |
|  # | Kenanga Investment Bank Bhd | 346300 | 70184 |
|  | Kerjaya Prospek Group Bhd | 632890 | 420898 |
|  # | Kim Loong Resources Bhd | 838580 | 464341 |
|  \* | Kinergy Advancement Bhd | 665700 | 61168 |
|  | Kossan Rubber Industries Bhd | 2721300 | 771347 |
|  | KPJ Healthcare Bhd | 510000 | 345228 |
|  # | Kretam Holdings Bhd | 1129400 | 186114 |
|  # | KSL Holdings Bhd | 877933 | 628818 |
|  | Land & General Bhd | 834700 | 30857 |
|  | LBS Bina Group Bhd | 1676016 | 169931 |
|  # | Leong Hup International Bhd | 957700 | 149736 |
|  | Lianson Fleet Group Bhd | 55800 | 27433 |

---

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**THE EMERGING MARKETS SMALL CAP SERIES** 

**CONTINUED** 

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  MALAYSIA — (Continued) | MALAYSIA — (Continued) |  |  |
|  \*Ω | Lotte Chemical Titan Holding Bhd | 626300 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;82087 |
|  # | LPI Capital Bhd | 397224 | 1363410 |
|  # | Magni-Tech Industries Bhd | 561433 | 285208 |
|  | Magnum Bhd | 871263 | 289245 |
|  # | Mah Sing Group Bhd | 2487487 | 617081 |
|  # | Malakoff Corp. Bhd | 3759300 | 968810 |
|  | Malayan Cement Bhd | 65700 | 107624 |
|  | Malayan Flour Mills Bhd | 1438875 | 202763 |
|  # | Malaysia Smelting Corp. Bhd | 567200 | 186685 |
|  | Malaysian Pacific Industries Bhd | 73600 | 525547 |
|  # | Malaysian Resources Corp. Bhd | 2940766 | 315443 |
|  # | Matrix Concepts Holdings Bhd | 3731005 | 1219998 |
|  # | MBM Resources Bhd | 418496 | 525677 |
|  # | MBSB Bhd | 821190 | 142044 |
|  | Mega First Corp. Bhd | 1538100 | 1361132 |
|  # | Mi Technovation Bhd | 301700 | 226936 |
|  # | MKH Bhd | 589234 | 150190 |
|  | MKH Oil Palm East Kalimantan Bhd | 148215 | 22462 |
|  | MN Holdings Bhd | 114300 | 50867 |
|  # | MNRB Holdings Bhd | 667088 | 300645 |
|  | Muhibbah Engineering M Bhd | 866825 | 111630 |
|  # | Nationgate Holdings Bhd | 110700 | 31059 |
|  # | NEXG Bhd | 2117200 | 191892 |
|  \* | Nextgreen Global Bhd | 176000 | 33210 |
|  †† | Nylex Malaysia Bhd | 4205 | 45 |
|  # | OCK Group Bhd | 178600 | 18553 |
|  | Oriental Holdings Bhd | 426300 | 697265 |
|  # | OSK Holdings Bhd | 5966482 | 2022958 |
|  | Padini Holdings Bhd | 1997700 | 901545 |
|  | Panasonic Manufacturing Malaysia Bhd | 25084 | 49853 |
|  # | Pantech Group Holdings Bhd | 870819 | 139214 |
|  # | Paramount Corp. Bhd | 584955 | 148066 |
|  | Pecca Group Bhd | 334100 | 107641 |
|  # | Perak Transit Bhd | 948749 | 76876 |
|  \* | Pharmaniaga Bhd | 4683000 | 273985 |
|  | PIE Industrial Bhd | 100600 | 74617 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  MALAYSIA — (Continued) | MALAYSIA — (Continued) |  |  |
|  \* | Ranhill Utilities Bhd | 1590149 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;697393 |
|  # | RCE Capital Bhd | 876700 | 225882 |
|  | RGB International Bhd | 681000 | 39009 |
|  | Sam Engineering & Equipment M Bhd | 412749 | 479350 |
|  # | Sarawak Oil Palms Bhd | 830255 | 739278 |
|  | Scientex Bhd | 1382872 | 1119130 |
|  # | Shangri-La Hotels Malaysia Bhd | 117700 | 47198 |
|  # | Sime Darby Property Bhd | 395200 | 127083 |
|  | SKP Resources Bhd | 1745324 | 326834 |
|  #\* | Solarvest Holdings Bhd | 312600 | 226945 |
|  | Southern Cable Group Bhd | 28600 | 13955 |
|  | SP Setia Bhd. Group | 3977400 | 820227 |
|  | Sports Toto Bhd | 473376 | 157040 |
|  | Sunway Construction Group Bhd | 490236 | 687677 |
|  | Suria Capital Holdings Bhd | 269560 | 103145 |
|  # | Syarikat Takaful Malaysia Keluarga Bhd | 731957 | 541565 |
|  # | Ta Ann Holdings Bhd | 494189 | 495084 |
|  | Taliworks Corp. Bhd | 476616 | 60841 |
|  \* | Top Glove Corp. Bhd | 4875800 | 732411 |
|  #\* | Tropicana Corp. Bhd | 1651790 | 460881 |
|  # | TSH Resources Bhd | 572500 | 185679 |
|  # | Uchi Technologies Bhd | 887200 | 656171 |
|  # | UEM Sunrise Bhd | 2680400 | 409001 |
|  # | Unisem M Bhd | 168500 | 141752 |
|  | United Malacca Bhd | 389750 | 543170 |
|  | UOA Development Bhd | 3456100 | 1524724 |
|  \* | Vantris Energy Bhd | 661640 | 86850 |
|  # | Velesto Energy Bhd | 7856208 | 469489 |
|  # | VS Industry Bhd | 1523613 | 179602 |
|  # | Wasco Bhd | 6100 | 1260 |
|  #\* | WCT Holdings Bhd | 1512493 | 270500 |
|  | Wellcall Holdings Bhd | 682000 | 205175 |
|  | Zetrix Ai Bhd | 734400 | 147971 |
|  TOTAL MALAYSIA | TOTAL MALAYSIA | TOTAL MALAYSIA | 53618447 |
|  MEXICO — (2.7%) | MEXICO — (2.7%) |  |  |
|  | Alfa SAB de CV, Class A | 195467 | 148032 |
|  | Alpek SAB de CV | 146953 | 74352 |
|  | Alsea SAB de CV | 1200172 | 3321088 |

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**CONTINUED** 

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  MEXICO — (Continued) | MEXICO — (Continued) |  |  |
|  \* | Axtel SAB de CV | 2042387 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;316607 |
|  Ω | Banco del Bajio SA | 2219117 | 5662908 |
|  # | Becle SAB de CV | 65723 | 80728 |
|  | Bolsa Mexicana de Valores SAB de CV | 827212 | 1577084 |
|  | Consorcio ARA SAB de CV | 591140 | 112319 |
|  \* | Controladora Alpek SAB de CV | 195467 | 30301 |
|  \* | Controladora AXTEL SAB de CV | 858225 | 41806 |
|  #\* | Controladora Vuela Cia de Aviacion SAB de CV (VOLARA MM), Class A | 379357 | 252789 |
|  | Corp. Actinver SAB de CV | 179820 | 201322 |
|  | Corp. Inmobiliaria Vesta SAB de CV | 1538415 | 4670270 |
|  | Corp. Interamericana de Entretenimiento SAB de CV, Class B | 953788 | 2341025 |
|  | Corp. Moctezuma SAB de CV | 696531 | 3149264 |
|  | Corporativo Fragua SAB de CV | 3 | 87 |
|  #\*†† | Empresas ICA SAB de CV | 3768186 | 0 |
|  | Financiera Independencia SAB de CV SOFOM ENR | 3187 | 1462 |
|  | GCC SAB de CV | 538452 | 5168165 |
|  # | Genomma Lab Internacional SAB de CV, Class B | 1156218 | 1128928 |
|  | Gentera SAB de CV | 2901196 | 6881918 |
|  | Grupo Aeroportuario del Centro Norte SAB de CV | 579894 | 7146569 |
|  # | Grupo Comercial Chedraui SA de CV | 1148768 | 8343771 |
|  | Grupo Herdez SAB de CV | 1367911 | 5154010 |
|  \* | Grupo Hotelero Santa Fe SAB de CV | 568988 | 114848 |
|  | Grupo Industrial Saltillo SAB de CV | 951482 | 709828 |
|  \* | Grupo Nutrisa SAB de CV | 1367911 | 375506 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  MEXICO — (Continued) | MEXICO — (Continued) |  |  |
|  \* | Grupo Posadas SAB de CV | 69065 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;104015 |
|  # | Grupo Rotoplas SAB de CV | 258092 | 186291 |
|  \* | Grupo Simec SAB de CV (SIMECB MM) | 941651 | 8592372 |
|  # | Grupo Televisa SAB (TLEVICPO MM) | 547917 | 286072 |
|  \*Ω | Grupo Traxion SAB de CV | 338293 | 249097 |
|  \* | Industrias CH SAB de CV | 1664175 | 15227804 |
|  | KUO SAB de CV | 712836 | 1968323 |
|  # | La Comer SAB de CV | 2976514 | 6446964 |
|  | Megacable Holdings SAB de CV | 1460306 | 4179265 |
|  \* | Minera Frisco SAB de CV, Class A1 | 5070207 | 2409771 |
|  \*Ω | Nemak SAB de CV | 193853 | 40381 |
|  \* | Ollamani SAB | 12275 | 40799 |
|  # | Operadora De Sites Mexicanos SAB de CV, Class A-1 | 57719 | 51883 |
|  | Organizacion Cultiba SAB de CV | 935406 | 528663 |
|  \* | Organizacion Soriana SAB de CV, Class B | 358274 | 511035 |
|  | Promotora y Operadora de Infraestructura SAB de CV (PINFRA MM) | 178965 | 2311994 |
|  | Promotora y Operadora de Infraestructura SAB de CV (PINFRAL MM), Class L | 4368 | 42317 |
|  # | Qualitas Controladora SAB de CV | 374606 | 3398745 |
|  # | Regional SAB de CV | 505137 | 3742340 |
|  \*†† | San Luis Rassini | 3300 | 0 |
|  \*†† | Sanluis Corp. SA (SANLUISB MM) | 4642 | 0 |
|  \*†† | Sanluis Corp. SA (SANLUISC MM) | 4642 | 0 |
|  \* | Vista Energy SAB de CV (VIST US), ADR | 2874 | 139245 |
|  \* | Vitro SAB de CV | 239494 | 74252 |
|  TOTAL MEXICO | TOTAL MEXICO | TOTAL MEXICO | 107536615 |

---

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**THE EMERGING MARKETS SMALL CAP SERIES** 

**CONTINUED** 

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  PHILIPPINES — (0.7%) | PHILIPPINES — (0.7%) |  |  |
|  | A Soriano Corp. | 2931411 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;726678 |
|  | ACEN Corp. | 2223000 | 87501 |
|  \*†† | ACR Mining Corp. | 48205 | 0 |
|  | Alliance Global Group, Inc. | 4134900 | 512529 |
|  | Apex Mining Co., Inc. | 5852000 | 926498 |
|  | Belle Corp. | 12306400 | 284252 |
|  | Bloomberry Resorts Corp. | 1861200 | 101119 |
|  | Century Pacific Food, Inc. | 2699500 | 1606424 |
|  | China Banking Corp. | 5481614 | 4760788 |
|  | Converge Information & Communications Technology Solutions, Inc. | 2193900 | 474988 |
|  | Cosco Capital, Inc. | 2433000 | 285708 |
|  | D&L Industries, Inc. | 3300300 | 252905 |
|  | DigiPlus Interactive Corp. | 487600 | 173045 |
|  \* | DITO CME Holdings Corp. | 779000 | 10856 |
|  | DMCI Holdings, Inc. | 5003100 | 959263 |
|  | East West Banking Corp. | 437200 | 85270 |
|  | Filinvest Development Corp. | 413522 | 32658 |
|  | Filinvest Land, Inc. | 30065620 | 383022 |
|  | Filinvest REIT Corp. | 2228226 | 117721 |
|  | First Philippine Holdings Corp. | 1527600 | 1855957 |
|  | GT Capital Holdings, Inc. | 141010 | 1307953 |
|  | JG Summit Holdings, Inc. | 655900 | 266763 |
|  | Keepers Holdings, Inc. | 378000 | 14945 |
|  | LT Group, Inc. | 2935800 | 729662 |
|  | Manila Water Co., Inc. | 3376300 | 1993098 |
|  | Megaworld Corp. | 3358000 | 113600 |
|  Ω | Monde Nissin Corp. | 1417900 | 162580 |
|  | Nickel Asia Corp. | 3492100 | 217677 |
|  | Philcomsat Holdings Corp. | 316022 | 574423 |
|  | Philex Mining Corp. | 1221300 | 167835 |
|  | Philippine National Bank | 767726 | 672955 |
|  \*†† | Philippine National Construction Corp. | 173000 | 0 |
|  | Philippine Savings Bank | 366697 | 359632 |
|  | Philippine Seven Corp. | 37920 | 26720 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  PHILIPPINES — (Continued) | PHILIPPINES — (Continued) |  |  |
|  | Philippine Stock Exchange, Inc. | 42102 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;145249 |
|  \*†† | Philtown Properties, Inc. | 111562 | 0 |
|  \*†† | Phoenix Petroleum Philippines, Inc. | 929580 | 12321 |
|  | Puregold Price Club, Inc. | 1554890 | 1005264 |
|  | RFM Corp. | 7485068 | 552106 |
|  | Rizal Commercial Banking Corp. | 2651952 | 1145140 |
|  | Robinsons Land Corp. | 3638151 | 921213 |
|  | Robinsons Retail Holdings, Inc. | 151640 | 89659 |
|  | Security Bank Corp. | 253990 | 300233 |
|  | Semirara Mining & Power Corp. | 689100 | 386916 |
|  | Synergy Grid & Development Phils, Inc. | 820200 | 207288 |
|  | Union Bank of the Philippines | 1441403 | 705752 |
|  | Universal Robina Corp. | 169390 | 209945 |
|  | Vista Land & Lifescapes, Inc. | 3583200 | 58459 |
|  | Vistamalls, Inc. | 543600 | 11588 |
|  | Wilcon Depot, Inc. | 2316100 | 303104 |
|  TOTAL PHILIPPINES | TOTAL PHILIPPINES | TOTAL PHILIPPINES | 26299262 |
|  POLAND — (1.7%) | POLAND — (1.7%) |  |  |
|  | AB SA | 2990 | 78696 |
|  | Agora SA | 67512 | 167653 |
|  | Alior Bank SA | 37291 | 1039119 |
|  | AmRest Holdings SE | 78368 | 313953 |
|  | Apator SA | 37109 | 236175 |
|  # | ASBISc Enterprises PLC | 51549 | 415829 |
|  | Asseco Poland SA | 75216 | 4375067 |
|  | Asseco South Eastern Europe SA | 805 | 14407 |
|  | Auto Partner SA | 62499 | 305064 |
|  \* | Bank Millennium SA | 560969 | 2348083 |
|  #\* | Bank Ochrony Srodowiska SA | 64719 | 210921 |
|  # | Benefit Systems SA | 2817 | 2389460 |
|  | Boryszew SA | 133234 | 216328 |
|  | Budimex SA | 20346 | 3230125 |
|  #\* | CCC SA | 57277 | 2344317 |
|  #\* | Celon Pharma SA | 19996 | 116708 |
|  #\* | Cognor Holding SA | 86852 | 155279 |
|  | Cyber Folks SA | 4130 | 206606 |
|  \* | Cyfrowy Polsat SA | 104844 | 376241 |

---

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##### [**Table of Contents**](#toc)
**THE EMERGING MARKETS SMALL CAP SERIES** 

**CONTINUED** 

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  POLAND — (Continued) | POLAND — (Continued) |  |  |
|  \* | Datawalk SA | 3653 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;90148 |
|  | Develia SA | 1491512 | 3297306 |
|  | Dom Development SA | 15579 | 1037905 |
|  \* | Echo Investment SA | 22550 | 33574 |
|  | Elektrotim SA | 5002 | 67939 |
|  \* | Enea SA | 559136 | 3136526 |
|  \* | Eurocash SA | 21721 | 47373 |
|  \* | Fabryki Mebli Forte SA | 48823 | 345006 |
|  \* | Globe Trade Centre SA | 324771 | 321002 |
|  \* | Grupa Azoty SA | 35057 | 177656 |
|  | Grupa Kety SA | 52444 | 13198753 |
|  | Grupa Pracuj SA | 5858 | 89880 |
|  # | Inter Cars SA | 33276 | 4972437 |
|  #\* | Jastrzebska Spolka Weglowa SA | 56010 | 392411 |
|  # | KRUK SA | 59735 | 7343062 |
|  #\* | Lubawa SA | 30768 | 82556 |
|  \* | Lubelski Wegiel Bogdanka SA | 11215 | 65270 |
|  | Mirbud SA | 82029 | 301811 |
|  # | Mo-BRUK SA | 2384 | 189426 |
|  | Neuca SA | 2512 | 505857 |
|  | Newag SA | 1122 | 27605 |
|  | Orange Polska SA | 93356 | 227518 |
|  | Pepco Group NV | 36338 | 273699 |
|  \* | PKP Cargo SA | 34072 | 148081 |
|  | PlayWay SA | 1403 | 101792 |
|  \* | Polimex-Mostostal SA | 28040 | 45042 |
|  # | Rainbow Tours SA | 4584 | 154239 |
|  | Stalexport Autostrady SA | 164889 | 128490 |
|  | Synektik SA | 8531 | 607176 |
|  \* | Tauron Polska Energia SA | 2405636 | 6512382 |
|  | TEN Square Games SA | 6067 | 148632 |
|  # | Text SA | 6638 | 87400 |
|  | Torpol SA | 24822 | 358027 |
|  \* | VRG SA | 873743 | 1050713 |
|  # | Warsaw Stock Exchange | 57560 | 952123 |
|  | Wawel SA | 365 | 69582 |
|  # | Wirtualna Polska Holding SA | 3593 | 53942 |
|  #Ω | XTB SA | 83945 | 1583950 |
|  \* | Zespol Elektrocieplowni Wroclawskich Kogeneracja SA | 672 | 11367 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  POLAND — (Continued) | POLAND — (Continued) |  |  |
|  \* | Zespol Elektrowni Patnow Adamow Konin SA | 32217 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;195367 |
|  TOTAL POLAND | TOTAL POLAND | TOTAL POLAND | 66973056 |
|  QATAR — (0.7%) | QATAR — (0.7%) |  |  |
|  | Aamal Co. | 4384748 | 951868 |
|  | Al Khaleej Takaful Group QSC | 569983 | 372355 |
|  | Al Meera Consumer Goods Co. QSC | 203205 | 816232 |
|  | Alijarah Holding Co. QPSC | 344478 | 65319 |
|  \* | Baladna | 1248044 | 523325 |
|  | Barwa Real Estate Co. | 2452814 | 1771345 |
|  | Doha Bank QPSC | 4061916 | 2803205 |
|  | Doha Insurance Co. QSC | 249552 | 172805 |
|  \* | Estithmar Holding QPSC | 1670548 | 1881377 |
|  | Gulf International Services QSC | 2627664 | 2227666 |
|  | Gulf Warehousing Co. | 300870 | 211430 |
|  | Lesha Bank LLC | 2896990 | 1436950 |
|  | Mannai Corp. QSC | 194052 | 282805 |
|  \* | Mazaya Real Estate Development QPSC | 1170059 | 197134 |
|  | Medicare Group | 332626 | 593378 |
|  | Meeza QSTP LLC | 78415 | 73121 |
|  | Qatar Aluminum Manufacturing Co. | 4936711 | 2104121 |
|  | Qatar Industrial Manufacturing Co. QSC | 18666 | 12378 |
|  | Qatar Insurance Co. SAQ | 3614391 | 2034621 |
|  | Qatar Islamic Insurance Group | 47294 | 114624 |
|  | Qatar National Cement Co. QSC | 560849 | 468871 |
|  | Qatar Navigation QSC | 1403437 | 4286332 |
|  | Salam International Investment Ltd. QSC | 2225787 | 461971 |
|  | United Development Co. QSC | 3162309 | 818993 |
|  | Vodafone Qatar PQSC | 5136998 | 3390475 |
|  \* | Widam Food Co. | 197452 | 107700 |

---

1040

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##### [**Table of Contents**](#toc)
**THE EMERGING MARKETS SMALL CAP SERIES** 

**CONTINUED** 

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  QATAR — (Continued) | QATAR — (Continued) |  |  |
|  | Zad Holding Co. | 48311 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;185522 |
|  TOTAL QATAR | TOTAL QATAR | TOTAL QATAR | 28365923 |
|  RUSSIA — (0.0%) | RUSSIA — (0.0%) |  |  |
|  \*†† | Magnitogorsk Iron & Steel Works PJSC (MMK LI), Sponsored GDR | 32799 | 0 |
|  \*†† | Mechel PJSC, Sponsored ADR | 123618 | 0 |
|  \*†† | PhosAgro PJSC | 779 | 0 |
|  \*†† | RusHydro PJSC (RSHYY US), ADR | 952144 | 0 |
|  \*†† | VTB Bank PJSC (VTBR LI), GDR | 27705 | 0 |
|  SAUDI ARABIA — (3.0%) | SAUDI ARABIA — (3.0%) |  |  |
|  | Abdullah Al Othaim Markets Co. | 399740 | 811601 |
|  \* | Advanced Building Industries Co. | 22737 | 216775 |
|  \* | Advanced Petrochemical Co. | 235862 | 2378682 |
|  | Al Babtain Power & Telecommunication Co. | 120559 | 2017833 |
|  \* | Al Gassim Investment Holding Co. | 9034 | 44704 |
|  | Al Hammadi Holding | 246494 | 2296328 |
|  | Al Hassan Ghazi Ibrahim Shaker Co. | 107634 | 750287 |
|  | Al Jouf Agricultural Development Co. | 35601 | 436498 |
|  \* | Al Jouf Cement Co. | 9951 | 18573 |
|  \* | Al Khaleej Training & Education Co. | 25351 | 197748 |
|  | Al Masane Al Kobra Mining Co. | 25053 | 505198 |
|  \* | Al Rajhi Co. for Co-operative Insurance | 21248 | 667984 |
|  | Al Taiseer Group TALCO Industrial Co. | 9586 | 104050 |
|  | Al Yamamah Steel Industries Co. | 76456 | 749072 |
|  | Alandalus Property Co. | 194116 | 1035080 |
|  | Alaseel Co. | 451047 | 429080 |
|  | Al-Dawaa Medical Services Co. | 18585 | 324692 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  SAUDI ARABIA — (Continued) | SAUDI ARABIA — (Continued) |  |  |
|  | Aldrees Petroleum & Transport Services Co. | 146334 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5989437 |
|  | Al-Etihad Cooperative Insurance Co. | 50258 | 144887 |
|  | AlJazira Takaful Ta'awuni Co. | 32850 | 108321 |
|  | AlKhorayef Water & Power Technologies Co. | 45973 | 1843557 |
|  \* | Allianz Saudi Fransi Cooperative Insurance Co. | 14387 | 52404 |
|  | Almawarid Manpower Co. | 5850 | 209016 |
|  | Almunajem Foods Co. | 30645 | 473057 |
|  | Alujain Corp. | 3751 | 31951 |
|  \* | Amlak International Finance Co. | 26201 | 97123 |
|  \* | Anaam International Holding Group Co. | 32864 | 131538 |
|  \* | Arabia Insurance Cooperative Co. | 10894 | 31045 |
|  | Arabian Cement Co. | 99843 | 589389 |
|  Ω | Arabian Centres Co. | 296077 | 1730067 |
|  | Arabian Contracting Services Co. | 20177 | 643743 |
|  | Arabian Drilling Co. | 7424 | 175316 |
|  | Arabian Pipes Co. | 333653 | 507225 |
|  \* | Arabian Shield Cooperative Insurance Co. | 32851 | 114177 |
|  | Arriyadh Development Co. | 275498 | 2163944 |
|  \* | ARTEX Industrial Investment Co. | 70424 | 263613 |
|  \* | Ash-Sharqiyah Development Co. | 17231 | 74505 |
|  | Astra Industrial Group Co. | 127517 | 5061640 |
|  | Ataa Educational Co. | 10714 | 192911 |
|  \* | BAAN Holding Group Co. | 271491 | 156083 |
|  | Banan Real Estate Co. | 25431 | 30288 |
|  | Basic Chemical Industries Ltd. | 24620 | 184051 |
|  | Bawan Co. | 90760 | 1368261 |
|  | BinDawood Holding Co. | 482715 | 740172 |
|  | Catrion Catering Holding Co. | 130751 | 3371221 |

---

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##### [**Table of Contents**](#toc)
**THE EMERGING MARKETS SMALL CAP SERIES** 

**CONTINUED** 

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  SAUDI ARABIA — (Continued) | SAUDI ARABIA — (Continued) |  |  |
|  \* | Chubb Arabia Cooperative Insurance Co. | 35253 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;302554 |
|  | City Cement Co. | 166901 | 648515 |
|  | Dallah Healthcare Co. | 72751 | 2987629 |
|  \* | Dar Al Arkan Real Estate Development Co. | 863247 | 3975613 |
|  | East Pipes Integrated Co. for Industry | 23331 | 904489 |
|  | Eastern Province Cement Co. | 82974 | 572607 |
|  | Electrical Industries Co. | 1772460 | 5459113 |
|  \* | Emaar Economic City | 503376 | 1709197 |
|  | Etihad Atheeb Telecommunication Co. | 18933 | 542859 |
|  \* | Fawaz Abdulaziz Al Hokair & Co. | 70793 | 456721 |
|  | First Milling Co. | 23705 | 339394 |
|  \* | Fitaihi Holding Group | 300372 | 260209 |
|  | Gulf Insurance Group | 34686 | 233823 |
|  \* | Gulf Union Cooperative Insurance Co. | 44463 | 142397 |
|  \* | Halwani Brothers Co. | 15496 | 160272 |
|  \* | Herfy Food Services Co. | 14233 | 79338 |
|  \* | Jahez International Co. | 36477 | 206900 |
|  | Jamjoom Pharmaceuticals Factory Co. | 14224 | 591010 |
|  \* | Jazan Development & Investment Co. | 14381 | 41482 |
|  \* | L'Azurde Co. for Jewelry | 36738 | 122051 |
|  | Leejam Sports Co. JSC | 78537 | 2681865 |
|  \* | Lumi Rental Co. | 13138 | 219144 |
|  | Maharah Human Resources Co. | 17520 | 25845 |
|  \* | Malath Cooperative Insurance Co. | 32213 | 106673 |
|  \* | Mediterranean & Gulf Cooperative Insurance & Reinsurance Co. | 140038 | 572469 |
|  \* | Methanol Chemicals Co. | 72010 | 192771 |
|  | Middle East Healthcare Co. | 105208 | 1434965 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  SAUDI ARABIA — (Continued) | SAUDI ARABIA — (Continued) |  |  |
|  \* | Middle East Paper Co. | 122825 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;884150 |
|  | Middle East Pharmaceutical Co. | 1651 | 60440 |
|  | Middle East Specialized Cables Co. | 50327 | 393358 |
|  | Mobile Telecommunications Co. Saudi Arabia | 1148008 | 3513325 |
|  \* | Najran Cement Co. | 70262 | 141239 |
|  \* | Nama Chemicals Co. | 1453 | 10105 |
|  \* | National Agriculture Development Co. | 460106 | 2558532 |
|  | National Co. for Glass Industries | 63808 | 694122 |
|  | National Co. for Learning & Education | 41585 | 1920624 |
|  | National Gas & Industrialization Co. | 9536 | 226171 |
|  \* | National Gypsum | 19467 | 100359 |
|  \* | National Industrialization Co. | 779580 | 2404944 |
|  | National Medical Care Co. | 16351 | 772595 |
|  \* | National Metal Manufacturing & Casting Co. | 12646 | 56066 |
|  | Nayifat Finance Co. | 114126 | 404243 |
|  | Northern Region Cement Co. | 179710 | 384569 |
|  \* | Perfect Presentation For Commercial Services Co. | 13326 | 36262 |
|  \* | Power & Water Utility Co. for Jubail & Yanbu | 42391 | 477163 |
|  | Qassim Cement Co. | 63627 | 715138 |
|  \* | Red Sea International Co. | 20944 | 226544 |
|  | Retal Urban Development Co. | 346110 | 1088623 |
|  | Riyadh Cement Co. | 66338 | 465254 |
|  \* | Saudi Arabian Amiantit Co. | 32679 | 176398 |
|  | Saudi Automotive Services Co. | 136941 | 2618356 |
|  | Saudi Cement Co. | 179168 | 1828454 |
|  | Saudi Ceramic Co. | 144888 | 1181718 |
|  | Saudi Chemical Co. Holding | 1535816 | 3021038 |

---

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##### [**Table of Contents**](#toc)
**THE EMERGING MARKETS SMALL CAP SERIES** 

**CONTINUED** 

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  SAUDI ARABIA — (Continued) | SAUDI ARABIA — (Continued) |  |  |
|  \* | Saudi Co. For Hardware CJSC | 11498 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;101894 |
|  \* | Saudi Darb Investment Co. | 110022 | 83622 |
|  | Saudi Industrial Investment Group | 38712 | 167645 |
|  \* | Saudi Kayan Petrochemical Co. | 97893 | 153944 |
|  \* | Saudi Marketing Co. | 7321 | 32366 |
|  | Saudi Paper Manufacturing Co. | 71527 | 1024334 |
|  \* | Saudi Pharmaceutical Industries & Medical Appliances Corp. | 110608 | 893421 |
|  \* | Saudi Public Transport Co. | 159836 | 540476 |
|  \* | Saudi Real Estate Co. | 493378 | 1900156 |
|  \* | Saudi Reinsurance Co. | 250471 | 2075346 |
|  \* | Saudi Research & Media Group | 39984 | 1833013 |
|  | Saudia Dairy & Foodstuff Co. | 49883 | 3822876 |
|  \* | Savola Group | 73869 | 484758 |
|  | Scientific & Medical Equipment House Co. | 20814 | 218351 |
|  \* | Seera Group Holding | 535616 | 4432415 |
|  \* | Shams | 15853 | 68052 |
|  \* | SHL Finance Co. | 58839 | 341361 |
|  \* | Sinad Holding Co. | 138550 | 386829 |
|  | Southern Province Cement Co. | 75308 | 502276 |
|  | Sustained Infrastructure Holding Co. | 120139 | 1170845 |
|  | Tabuk Cement Co. | 65464 | 178205 |
|  \* | Takween Advanced Industries Co. | 11242 | 21658 |
|  | Theeb Rent A Car Co. | 52207 | 912572 |
|  | United Electronics Co. | 134725 | 3186584 |
|  | United International Transportation Co. | 116692 | 2302952 |
|  | United Wire Factories Co. | 3691 | 24567 |
|  \* | Wafrah for Industry & Development | 2276 | 16187 |
|  \* | Walaa Cooperative Insurance Co. | 64402 | 200759 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  SAUDI ARABIA — (Continued) | SAUDI ARABIA — (Continued) |  |  |
|  \* | Wataniya Insurance Co. | 44163 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;172708 |
|  | Yamama Cement Co. | 375757 | 2752655 |
|  | Yanbu Cement Co. | 27655 | 119406 |
|  | Zahrat Al Waha For Trading Co. | 9092 | 62798 |
|  TOTAL SAUDI ARABIA | TOTAL SAUDI ARABIA | TOTAL SAUDI ARABIA | 120977853 |
|  SOUTH AFRICA — (2.9%) | SOUTH AFRICA — (2.9%) |  |  |
|  | Adcock Ingram Holdings Ltd. | 119092 | 514236 |
|  | Advtech Ltd. | 2578964 | 5258140 |
|  | AECI Ltd. | 255376 | 1316847 |
|  | African Rainbow Minerals Ltd. | 257204 | 2554294 |
|  # | Afrimat Ltd. | 218506 | 573009 |
|  | Alexander Forbes Group Holdings Ltd. | 1437620 | 681201 |
|  | Altron Ltd., Class A | 631230 | 669415 |
|  | Aspen Pharmacare Holdings Ltd. | 106429 | 602820 |
|  | Astral Foods Ltd. | 94302 | 1217129 |
|  | AVI Ltd. | 939094 | 5222129 |
|  | Barloworld Ltd. | 381135 | 2627393 |
|  #\* | Blu Label Unlimited Group Ltd. | 806331 | 575456 |
|  # | Cashbuild Ltd. | 47597 | 378698 |
|  | Caxton & CTP Publishers & Printers Ltd. | 56465 | 43191 |
|  | City Lodge Hotels Ltd. | 225045 | 53215 |
|  | Coronation Fund Managers Ltd. | 512728 | 1455523 |
|  | Curro Holdings Ltd. | 401402 | 306294 |
|  | DataTec Ltd. | 1121849 | 4652858 |
|  Ω | Dis-Chem Pharmacies Ltd. | 1039238 | 2032824 |
|  | DRDGOLD Ltd. (DRD SJ) | 1386609 | 3501942 |
|  | Exxaro Resources Ltd. | 121377 | 1236168 |
|  | Famous Brands Ltd. | 78636 | 246048 |
|  | Foschini Group Ltd. | 721386 | 3829296 |
|  # | Grindrod Ltd. | 1313728 | 1283872 |
|  | Harmony Gold Mining Co. Ltd. (HMY US), Sponsored ADR | 1030991 | 17021661 |
|  | Hudaco Industries Ltd. | 88913 | 909804 |
|  | Italtile Ltd. | 235557 | 125264 |
|  | JSE Ltd. | 223103 | 1812895 |

---

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**CONTINUED** 

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  SOUTH AFRICA — (Continued) | SOUTH AFRICA — (Continued) |  |  |
|  \* | KAP Ltd. | 1408869 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;133732 |
|  \* | Lesaka Technologies, Inc. | 776 | 3398 |
|  | Lewis Group Ltd. | 170216 | 820814 |
|  | Life Healthcare Group Holdings Ltd. | 1773485 | 1214031 |
|  | Merafe Resources Ltd. | 2141711 | 135874 |
|  | Momentum Group Ltd. | 2861207 | 5508655 |
|  | Motus Holdings Ltd. | 336480 | 2027512 |
|  | Mpact Ltd. | 218055 | 294346 |
|  | Mr. Price Group Ltd. | 229168 | 2738061 |
|  \* | Nampak Ltd. | 2378 | 65989 |
|  | Netcare Ltd. | 1448616 | 1221669 |
|  | Ninety One Ltd. | 505783 | 1504932 |
|  | Northam Platinum Holdings Ltd. | 453079 | 7566722 |
|  | Oceana Group Ltd. | 226635 | 639747 |
|  | Old Mutual Ltd. (OMU SJ) | 996122 | 778922 |
|  | Omnia Holdings Ltd. | 393703 | 1731065 |
|  \* | Pick n Pay Stores Ltd. | 956194 | 1560892 |
|  | PPC Ltd. | 456815 | 144911 |
|  | Premier Group Ltd. | 8604 | 80181 |
|  | PSG Financial Services Ltd. | 2017236 | 2867155 |
|  | Rainbow Chicken | 535302 | 135040 |
|  | Raubex Group Ltd. | 488630 | 1167829 |
|  | RCL Foods Ltd. | 535302 | 301210 |
|  | Reunert Ltd. | 332475 | 1071561 |
|  | RFG Holdings Ltd. | 102494 | 127381 |
|  | Santam Ltd. | 131354 | 3133288 |
|  | Sappi Ltd. | 642826 | 842264 |
|  \* | Sibanye Stillwater Ltd. (SSW SJ) | 11346 | 30109 |
|  | Southern Sun Ltd. | 396486 | 210509 |
|  \* | SPAR Group Ltd. | 464794 | 2923316 |
|  | Spur Corp. Ltd. | 179094 | 372735 |
|  | Sun International Ltd. | 802125 | 1795027 |
|  | Super Group Ltd. | 357924 | 331505 |
|  | Telkom SA SOC Ltd. | 674924 | 1887862 |
|  | Thungela Resources Ltd. (TGA SJ) | 32292 | 142691 |
|  | Tiger Brands Ltd. | 394877 | 7472362 |
|  | Truworths International Ltd. | 164530 | 492726 |
|  | Tsogo Sun Ltd. | 673020 | 274746 |
|  | We Buy Cars |  |  |
|  | Holdings Ltd. | 465266 | 1233819 |
|  | Wilson Bayly Holmes-Ovcon Ltd. | 184183 | 1608160 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  SOUTH AFRICA — (Continued) | SOUTH AFRICA — (Continued) |  |  |
|  | Woolworths Holdings Ltd. | 103614 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;312848 |
|  | Zeda Ltd. | 136559 | 96815 |
|  TOTAL SOUTH AFRICA | TOTAL SOUTH AFRICA | TOTAL SOUTH AFRICA | 117704033 |
|  SOUTH KOREA — (9.4%) | SOUTH KOREA — (9.4%) |  |  |
|  \* | 3S Korea Co. Ltd. | 82026 | 101730 |
|  | Able C&C Co. Ltd. | 8942 | 61064 |
|  # | ABOV Semiconductor Co. Ltd. | 21461 | 188595 |
|  #\* | ADTechnology Co. Ltd. | 20426 | 375973 |
|  # | Advanced Nano Products Co. Ltd. | 12463 | 574490 |
|  | Advanced Process Systems Corp. | 16198 | 225476 |
|  # | Aekyung Chemical Co. Ltd. | 23069 | 176757 |
|  | Aekyung Industrial Co. Ltd. | 881 | 8651 |
|  #\* | Agabang & Co. | 38009 | 121586 |
|  # | Ahnlab, Inc. | 20292 | 864394 |
|  \* | Air Busan Co. Ltd. | 37702 | 48406 |
|  | AJ Networks Co. Ltd. | 10360 | 31241 |
|  | Ajin Industrial Co. Ltd. | 28071 | 64746 |
|  \* | ALUKO Co. Ltd. | 57962 | 83439 |
|  \* | Amicogen, Inc. | 56437 | 120257 |
|  | Amorepacific Holdings Corp. | 6888 | 122591 |
|  #\* | Anam Electronics Co. Ltd. | 109985 | 96843 |
|  \* | Ananti, Inc. | 19985 | 107823 |
|  \* | Anapass, Inc. | 12521 | 154841 |
|  # | ANIPLUS, Inc. | 9451 | 24786 |
|  \* | Anterogen Co. Ltd. | 5555 | 87851 |
|  \* | Apact Co. Ltd. | 17913 | 65564 |
|  | Aplus Asset Advisor Co. Ltd. | 24140 | 105466 |
|  \* | Aprogen, Inc. | 417200 | 169618 |
|  \* | APS, Inc. | 44932 | 127941 |
|  \*†† | Arion Technology, Inc. | 51658 | 0 |
|  # | Asia Cement Co. Ltd. | 50335 | 430713 |
|  | ASIA Holdings Co. Ltd. | 3528 | 881150 |
|  #\* | Asia Pacific Satellite, Inc. | 14301 | 124742 |
|  # | Asia Paper Manufacturing Co. Ltd. | 81215 | 420293 |
|  \* | Asiana Airlines, Inc. | 82372 | 509099 |
|  | Atinum Investment Co. Ltd. | 37138 | 66142 |
|  | ATON, Inc. | 11646 | 54622 |

---

1044

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##### [**Table of Contents**](#toc)
**THE EMERGING MARKETS SMALL CAP SERIES** 

**CONTINUED** 

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) |  |  |
|  | Aurora World Corp. | 6236 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;95050 |
|  # | Avaco Co. Ltd. | 31776 | 348866 |
|  | Baiksan Co. Ltd. | 44605 | 421702 |
|  \* | Beno Tnr, Inc. | 19951 | 27886 |
|  | BGF retail Co. Ltd. | 7897 | 573795 |
|  # | BH Co. Ltd. | 79009 | 1015048 |
|  #\* | BHI Co. Ltd. | 43958 | 1556905 |
|  # | Binggrae Co. Ltd. | 14995 | 759861 |
|  \* | Bio Fund&C Co. Ltd. | 2541 | 29288 |
|  # | Bio Plus Co. Ltd. | 112311 | 491635 |
|  \* | Biodyne Co. Ltd. | 31138 | 302175 |
|  \* | Bioneer Corp. | 12211 | 132663 |
|  | BioNote, Inc. | 54047 | 208771 |
|  #\* | BNC Korea Co. Ltd. | 147192 | 523090 |
|  # | Boditech Med, Inc. | 32453 | 308805 |
|  # | Bookook Securities Co. Ltd. | 9028 | 428797 |
|  # | Boryung | 107363 | 664812 |
|  #\* | Bosung Power Technology Co. Ltd. | 116334 | 434726 |
|  \*†† | Bucket Studio Co. Ltd. | 55178 | 8365 |
|  \* | Bukwang Pharmaceutical Co. Ltd. | 18845 | 48799 |
|  | BYC Co. Ltd. | 7100 | 186965 |
|  | Byucksan Corp. | 25274 | 30935 |
|  \* | Cafe24 Corp. | 36658 | 919903 |
|  # | Cape Industries Ltd. | 28205 | 278585 |
|  # | Caregen Co. Ltd. | 41041 | 1865874 |
|  #\* | Celltrion Pharm, Inc. | 18012 | 804797 |
|  \* | Chabiotech Co. Ltd. | 50646 | 436606 |
|  | Cheil Electric Co. Ltd. | 4153 | 32330 |
|  # | Cheil Worldwide, Inc. | 48470 | 691701 |
|  # | Chemtronics Co. Ltd. | 39956 | 975416 |
|  \* | Chemtros Co. Ltd. | 12112 | 34604 |
|  # | Cheryong Electric Co. Ltd. | 18387 | 499605 |
|  # | Chips&Media, Inc. | 37182 | 423848 |
|  \* | Choil Aluminum Co. Ltd. | 113075 | 105898 |
|  # | Chong Kun Dang Pharmaceutical Corp. | 10542 | 611963 |
|  | Chongkundang Holdings Corp. | 11961 | 379333 |
|  \* | Chorokbaem Media Co. Ltd. | 18310 | 69525 |
|  #\* | Chunbo Co. Ltd. | 6228 | 314384 |
|  \* | CJ CGV Co. Ltd. | 88033 | 308360 |
|  \* | CJ ENM Co. Ltd. | 27452 | 1349751 |
|  # | CJ Freshway Corp. | 7607 | 133351 |
|  # | CLIO Cosmetics Co. Ltd. | 3240 | 32457 |

---

---

| | | | |
|:---|:---|:---|:---|
| | | **Shares** | **Value»** |
|  SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) |  |  |
|  \* | CMG Pharmaceutical Co. Ltd. | 183080 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;231663 |
|  #\* | CoAsia Corp. | 8901 | 43668 |
|  \* | Com2uS Holdings Corp. | 6818 | 96060 |
|  | Com2uSCorp. | 15769 | 376762 |
|  \* | ContentreeJoongAng Corp. | 8978 | 62867 |
|  # | Coocon Corp. | 7958 | 196081 |
|  \* | Coreana Cosmetics Co. Ltd. | 34805 | 63260 |
|  # | Cosmax, Inc. | 24025 | 3440362 |
|  # | Cosmecca Korea Co. Ltd. | 16670 | 772141 |
|  #\* | CosmoAM&T Co. Ltd. | 12070 | 468573 |
|  #\* | Cosmochemical Co. Ltd. | 14093 | 190406 |
|  | Cowintech Co. Ltd. | 2660 | 31999 |
|  | CR Holdings Co. Ltd. | 23450 | 79226 |
|  #\* | Creative & Innovative System | 162892 | 863348 |
|  | Creverse, Inc. | 6734 | 60594 |
|  \* | CS Bearing Co. Ltd. | 13354 | 62612 |
|  # | CS Wind Corp. | 28030 | 855999 |
|  \* | CTC BIO, Inc. | 14422 | 52063 |
|  #\* | Cube Entertainment, Inc. | 11296 | 115571 |
|  # | Cuckoo Holdings Co. Ltd. | 24333 | 490318 |
|  | Cuckoo Homesys Co. Ltd. | 3349 | 54026 |
|  #\* | Curexo, Inc. | 32233 | 237821 |
|  # | D.I Corp. | 73014 | 1245544 |
|  \*†† | DA Technology Co. Ltd. | 133285 | 3555 |
|  # | Dae Hwa Pharmaceutical Co. Ltd. | 24386 | 280315 |
|  # | Dae Won Kang Up Co. Ltd. | 103903 | 305989 |
|  #\* | Daea TI Co. Ltd. | 195936 | 556206 |
|  # | Daebongls Co. Ltd. | 13270 | 113272 |
|  | Daechang Forging Co. Ltd. | 3016 | 14127 |
|  # | Daedong Corp. | 53430 | 364833 |
|  | Daedong Gear Co. Ltd. | 4924 | 54937 |
|  | Daeduck Co. Ltd. | 13549 | 86630 |
|  # | Daeduck Electronics Co. Ltd. | 99329 | 2632053 |
|  # | Daehan Flour Mill Co. Ltd. | 2491 | 242087 |
|  # | Daehan Steel Co. Ltd. | 34780 | 359815 |

---

1045

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##### [**Table of Contents**](#toc)
**THE EMERGING MARKETS SMALL CAP SERIES** 

**CONTINUED** 

---

| | | | |
|:---|:---|:---|:---|
| | | **Shares** | **Value»** |
|  SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) |  |  |
|  \* | Daeho AL Co. Ltd. | 97791 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;128274 |
|  \* | Dae-Il Corp. | 53006 | 183348 |
|  # | Daejoo Electronic Materials Co. Ltd. | 21066 | 1114060 |
|  #\* | DaeMyoung Energy Co. Ltd. | 8260 | 121499 |
|  | Daesang Corp. | 62955 | 919784 |
|  # | Daesang Holdings Co. Ltd. | 46079 | 298618 |
|  | Daesung Energy Co. Ltd. | 22772 | 130869 |
|  \* | Daesung Industrial Co. Ltd. | 12236 | 34375 |
|  #\* | Daewon Cable Co. Ltd. | 92840 | 236926 |
|  # | Daewon Pharmaceutical Co. Ltd. | 54458 | 497210 |
|  | Daewon San Up Co. Ltd. | 8061 | 63991 |
|  #\* | Daewoo Engineering & Construction Co. Ltd. | 476610 | 1250153 |
|  | Daewoong Co. Ltd. | 4752 | 72104 |
|  # | Daewoong Pharmaceutical Co. Ltd. | 12821 | 1254971 |
|  | Daeyang Electric Co. Ltd. | 1181 | 24850 |
|  \*†† | Dahaam E-Tec Co. Ltd. | 2100 | 0 |
|  | Daihan Pharmaceutical Co. Ltd. | 11480 | 233972 |
|  # | Daishin Securities Co. Ltd. | 112901 | 2301255 |
|  #\* | Danal Co. Ltd. | 141692 | 799627 |
|  | Daol Investment & Securities Co. Ltd. | 107802 | 273541 |
|  | Daou Data Corp. | 46710 | 574955 |
|  | Daou Technology, Inc. | 91181 | 2491121 |
|  \* | Dasan Networks, Inc. | 17003 | 38968 |
|  \* | Dawonsys Co. Ltd. | 59288 | 157311 |
|  | DB HiTek Co. Ltd. | 24304 | 998425 |
|  | DB Securities Co. Ltd. | 85680 | 607366 |
|  #\* | DB, Inc. | 207239 | 211491 |
|  \* | DE&T Co. Ltd. | 12815 | 56606 |
|  # | Dear U Co. Ltd. | 14491 | 388595 |
|  # | Dentium Co. Ltd. | 16978 | 677839 |
|  | Deutsch Motors, Inc. | 51870 | 162447 |
|  #\* | Devsisters Co. Ltd. | 8044 | 238540 |
|  # | DI Dong Il Corp. | 55300 | 700999 |

---

---

| | | | |
|:---|:---|:---|:---|
| | | **Shares** | **Value»** |
|  SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) |  |  |
|  # | Digital Daesung Co. Ltd. | 23271 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;112248 |
|  #\* | DIO Corp. | 26897 | 316906 |
|  # | DIT Corp. | 12232 | 130525 |
|  \* | DK Tech Co. Ltd. | 10311 | 54910 |
|  \*†† | DKME | 33369 | 8783 |
|  # | DL E&C Co. Ltd. | 78250 | 2340782 |
|  | DL Holdings Co. Ltd. | 8270 | 225547 |
|  \* | DMOA Co. Ltd. | 13817 | 57918 |
|  †† | DMS Co. Ltd. | 48116 | 80174 |
|  # | DN Automotive Corp. | 46445 | 757595 |
|  # | Dong-A Socio Holdings Co. Ltd. | 8889 | 676638 |
|  | Dong-Ah Geological Engineering Co. Ltd. | 1333 | 13462 |
|  | Dongbang Transport Logistics Co. Ltd. | 76445 | 148972 |
|  | Dongjin Semichem Co. Ltd. | 79132 | 2364702 |
|  | Dongkoo Bio & Pharma Co. Ltd. | 9658 | 36371 |
|  # | DongKook Pharmaceutical Co. Ltd. | 83756 | 1038219 |
|  # | Dongkuk Holdings Co. Ltd. | 38539 | 197522 |
|  | Dongkuk Industries Co. Ltd. | 21853 | 45762 |
|  # | Dongkuk Steel Mill Co. Ltd. | 79401 | 473636 |
|  | Dongsung Chemical Co. Ltd. | 73325 | 205780 |
|  | Dongsung Finetec Co. Ltd. | 60256 | 1342782 |
|  #\* | Dongwha Enterprise Co. Ltd. | 43271 | 300883 |
|  | Dongwha Pharm Co. Ltd. | 68807 | 302118 |
|  | Dongwon Development Co. Ltd. | 58493 | 106278 |
|  | Dongwon Industries Co. Ltd. | 20941 | 711026 |
|  # | Dongwon Systems Corp. | 7450 | 146160 |
|  # | Dongwoon Anatech Co. Ltd. | 45624 | 537122 |
|  # | Dongyang E&P, Inc. | 14152 | 212444 |
|  #\* | Doosan Fuel Cell Co. Ltd. | 101687 | 3036633 |
|  | Doosan Tesna, Inc. | 12912 | 452622 |
|  # | DoubleUGames Co. Ltd. | 39354 | 1384710 |

---

1046

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##### [**Table of Contents**](#toc)
**THE EMERGING MARKETS SMALL CAP SERIES** 

**CONTINUED** 

---

| | | | |
|:---|:---|:---|:---|
| | | **Shares** | **Value»** |
|  SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) |  |  |
|  # | Douzone Bizon Co. Ltd. | 2782 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;173778 |
|  #\* | Dream Security Co. Ltd. | 44191 | 103269 |
|  | Dreamtech Co. Ltd. | 55981 | 250816 |
|  \* | DRTECH Corp. | 129994 | 180561 |
|  #\* | DS Dansuk Co. Ltd. | 10680 | 151136 |
|  # | DSC Investment, Inc. | 27004 | 139478 |
|  \* | Duchembio Co. Ltd. | 13742 | 88237 |
|  #\* | Duk San Neolux Co. Ltd. | 38011 | 1120048 |
|  \* | Duksan Hi-Metal Co. Ltd. | 16423 | 76037 |
|  #\* | Duksan Techopia Co. Ltd. | 14263 | 207564 |
|  | DY Corp. | 22744 | 67462 |
|  | DY POWER Corp. | 3331 | 29891 |
|  # | E1 Corp. | 4342 | 227733 |
|  | Easy Bio, Inc. | 16252 | 66968 |
|  | Easy Holdings Co. Ltd. | 88398 | 234204 |
|  | Echo Marketing, Inc. | 21776 | 176790 |
|  | Ecoplastic Corp. | 15781 | 35743 |
|  #\* | Edge Foundry Co. Ltd. | 83540 | 107464 |
|  | Elentec Co. Ltd. | 3318 | 21150 |
|  | E-MART, Inc. | 23004 | 1165236 |
|  \* | EMKOREA Co. Ltd. | 7115 | 10932 |
|  #\* | EMRO, Inc. | 4486 | 139873 |
|  #\* | EM-Tech Co. Ltd. | 35259 | 230487 |
|  #\* | Enchem Co. Ltd. | 13769 | 826904 |
|  # | ENF Technology Co. Ltd. | 28570 | 990697 |
|  \* | Enzychem Lifesciences Corp. | 112747 | 80431 |
|  | Eo Technics Co. Ltd. | 5903 | 970852 |
|  \* | Eubiologics Co. Ltd. | 63059 | 545926 |
|  # | Eugene Corp. | 123531 | 289839 |
|  # | Eugene Investment & Securities Co. Ltd. | 188630 | 492726 |
|  | Eugene Technology Co. Ltd. | 48507 | 3216029 |
|  | Eusu Holdings Co. Ltd. | 28440 | 112493 |
|  \* | EV Advanced Material Co. Ltd. | 35578 | 43599 |
|  #\* | Everybot, Inc. | 5322 | 77761 |
|  \* | E-World | 49871 | 49313 |
|  #\* | Exem Co. Ltd. | 127408 | 193341 |
|  # | Exicon Co. Ltd. | 9043 | 101268 |
|  | F&F Co. Ltd. | 4597 | 197634 |
|  \* | Fine M-Tec Co. Ltd. | 16794 | 102522 |
|  #\* | Fine Semitech Corp. | 40341 | 1033375 |
|  | Finger, Inc. | 1398 | 11013 |
|  #\* | Firstec Co. Ltd. | 96567 | 313344 |

---

---

| | | | |
|:---|:---|:---|:---|
| | | **Shares** | **Value»** |
|  SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) |  |  |
|  \*†† | Flask Co. Ltd. | 23357 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14558 |
|  \* | FLITTO, Inc. | 6325 | 71011 |
|  #\* | Foosung Co. Ltd. | 143341 | 892490 |
|  \* | Furonteer Co. Ltd. | 1026 | 9767 |
|  # | Fursys, Inc. | 10910 | 348270 |
|  \* | G2Power Co. Ltd. | 8502 | 51519 |
|  # | Gabia, Inc. | 41698 | 791966 |
|  #\* | GAEASOFT | 20287 | 99604 |
|  # | Galaxia Moneytree Co. Ltd. | 61913 | 410778 |
|  #\* | GAMSUNG Corp. Co. Ltd. | 155481 | 552768 |
|  #\* | Gaon Cable Co. Ltd. | 8771 | 514323 |
|  #\* | Gaonchips Co. Ltd. | 3906 | 144958 |
|  \* | GeneOne Life Science, Inc. | 27231 | 40162 |
|  \* | Genexine, Inc. | 14876 | 54062 |
|  | Genians, Inc. | 2713 | 39580 |
|  \* | Genic Co. Ltd. | 2715 | 40878 |
|  \* | Genomictree, Inc. | 5552 | 81866 |
|  | Geumhwa PSC Co. Ltd. | 3239 | 72231 |
|  \* | Giantstep, Inc. | 13542 | 48076 |
|  # | Global Standard Technology Co. Ltd. | 33319 | 600053 |
|  \* | Global Tax Free Co. Ltd. | 70125 | 277043 |
|  \* | GnBS eco Co. Ltd. | 13140 | 26702 |
|  # | GnCenergy Co. Ltd. | 10751 | 305384 |
|  # | GOLFZON Co. Ltd. | 11474 | 477763 |
|  | Golfzon Holdings Co. Ltd. | 17066 | 63453 |
|  #\* | Good People Co. Ltd. | 71831 | 84335 |
|  # | Grand Korea Leisure Co. Ltd. | 41693 | 452894 |
|  # | Green Cross Corp. | 11208 | 1018518 |
|  # | Green Cross Holdings Corp. | 13572 | 149983 |
|  \*†† | Green Pine Tree Co. Ltd. | 4742 | 3744 |
|  # | GS Engineering & Construction Corp. | 151435 | 1983300 |
|  # | GS Global Corp. | 105051 | 180809 |
|  | GS Retail Co. Ltd. | 29774 | 370052 |
|  | Gwangju Shinsegae Co. Ltd. | 2986 | 63166 |
|  | HAESUNG DS Co. Ltd. | 27800 | 1002107 |
|  | Haesung Industrial Co. Ltd. | 27823 | 143416 |
|  | Han Kuk Carbon Co. Ltd. | 101139 | 2596863 |
|  # | Hana Micron, Inc. | 122607 | 2513790 |

---

1047

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##### [**Table of Contents**](#toc)
**THE EMERGING MARKETS SMALL CAP SERIES** 

**CONTINUED** 

---

| | | | |
|:---|:---|:---|:---|
| | | **Shares** | **Value»** |
|  SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) |  |  |
|  \* | Hana Technology Co. Ltd. | 5796 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;122602 |
|  # | Hana Tour Service, Inc. | 27356 | 914182 |
|  #\* | Hanall Biopharma Co. Ltd. | 17615 | 510787 |
|  # | Hancom, Inc. | 45561 | 791662 |
|  | Handok, Inc. | 10843 | 86705 |
|  # | Handsome Co. Ltd. | 11842 | 121875 |
|  | Hanil Cement Co. Ltd. | 32437 | 401681 |
|  # | Hanil Holdings Co. Ltd. | 42979 | 488059 |
|  | Hanil Hyundai Cement Co. Ltd. | 1587 | 20061 |
|  | Hanjin Logistics Corp. | 15882 | 222793 |
|  #\* | HanJung Natural Connectivity System Co. Ltd. | 6398 | 206176 |
|  \* | Hankook Cosmetics Co. Ltd. | 11817 | 100964 |
|  # | Hankook Cosmetics Manufacturing Co. Ltd. | 4336 | 163919 |
|  | Hankook Shell Oil Co. Ltd. | 2067 | 639082 |
|  # | Hanla IMS Co. Ltd. | 3124 | 39149 |
|  # | HanmiGlobal Co. Ltd. | 23691 | 338276 |
|  # | Hannong Chemicals, Inc. | 22149 | 244597 |
|  #\* | Hanon Systems | 84809 | 259113 |
|  # | Hansae Co. Ltd. | 23238 | 172125 |
|  | Hansae Yes24 Holdings Co. Ltd. | 9629 | 28287 |
|  # | Hanshin Machinery Co. | 52839 | 127182 |
|  | Hansol Chemical Co. Ltd. | 14160 | 2301079 |
|  # | Hansol Technics Co. Ltd. | 67237 | 306715 |
|  | Hanssem Co. Ltd. | 8104 | 264137 |
|  \* | Hanwha Engine | 128636 | 4456863 |
|  \* | Hanwha Galleria Corp. | 87305 | 65566 |
|  #\* | Hanwha General Insurance Co. Ltd. | 129143 | 490395 |
|  #\* | Hanwha Investment & Securities Co. Ltd. | 386884 | 1447715 |
|  # | Hanyang Eng Co. Ltd. | 32984 | 466060 |
|  | Hanyang Securities Co. Ltd. | 27737 | 369464 |
|  #\* | Harim Co. Ltd. | 112482 | 227288 |

---

---

| | | | |
|:---|:---|:---|:---|
| | | **Shares** | **Value»** |
|  SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) |  |  |
|  # | Harim Holdings Co. Ltd. | 28814 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;149340 |
|  | HB SOLUTION Co. Ltd. | 56874 | 101410 |
|  | HB Technology Co. Ltd. | 40186 | 55870 |
|  \* | HBL Corp. | 8579 | 33099 |
|  # | HD Hyundai Construction Equipment Co. Ltd. | 25882 | 1812979 |
|  #\* | HD Hyundai Energy Solutions Co. Ltd. | 10284 | 408559 |
|  | HD Hyundai Infracore Co. Ltd. | 327959 | 3498951 |
|  # | HDC Holdings Co. Ltd. | 76944 | 992941 |
|  # | HDC Hyundai Development Co-Engineering & Construction | 94297 | 1273744 |
|  \* | HD-Hyundai Marine Engine | 47003 | 3271188 |
|  # | Hecto Financial Co. Ltd. | 9735 | 111027 |
|  | Hecto Innovation Co. Ltd. | 16834 | 190954 |
|  #\* | Helixmith Co. Ltd. | 20003 | 74319 |
|  #\* | Heung-A Shipping Co. Ltd. | 78758 | 96166 |
|  # | Heunggu Oil Co. Ltd. | 10187 | 87821 |
|  | High Tech Pharm Co. Ltd. | 5012 | 44169 |
|  # | Hite Jinro Co. Ltd. | 82045 | 1083335 |
|  #\* | HJ Shipbuilding & Construction Co. Ltd. | 14292 | 282316 |
|  # | HK inno N Corp. | 38595 | 1336705 |
|  | HL Holdings Corp. | 7567 | 214871 |
|  # | HL Mando Co. Ltd. | 73278 | 1975735 |
|  \* | HLB Biostep Co. Ltd. | 14715 | 12692 |
|  \* | HLB Global Co. Ltd. | 41822 | 60838 |
|  #\* | Hlb Pharma Ceutical Co. Ltd. | 22860 | 246166 |
|  #\* | HLB Therapeutics Co. Ltd. | 78794 | 184168 |
|  #\* | Hotel Shilla Co. Ltd. | 36737 | 1252720 |
|  # | HPSP Co. Ltd. | 10766 | 259630 |
|  | HRS Co. Ltd. | 4048 | 14704 |
|  | HS Hyosung Advanced Materials Corp. | 153 | 19852 |
|  #\* | Humasis Co. Ltd. | 80571 | 69095 |
|  # | Humedix Co. Ltd. | 17078 | 601043 |
|  | Huons Co. Ltd. | 26666 | 546552 |

---

1048

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##### [**Table of Contents**](#toc)
**THE EMERGING MARKETS SMALL CAP SERIES** 

**CONTINUED** 

---

| | | | |
|:---|:---|:---|:---|
| | | **Shares** | **Value»** |
|  SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) |  |  |
|  | Huons Global Co. Ltd. | 19370 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;740381 |
|  # | Husteel Co. Ltd. | 68021 | 195332 |
|  | Huvitz Co. Ltd. | 4993 | 28880 |
|  # | Hwa Shin Co. Ltd. | 51695 | 318654 |
|  | Hwaseung Enterprise Co. Ltd. | 27641 | 98723 |
|  | Hy-Lok Corp. | 20117 | 524412 |
|  | Hyosung Corp. | 12405 | 1100466 |
|  | Hyosung Heavy Industries Corp. | 936 | 1396174 |
|  | Hyosung TNC Corp. | 637 | 92860 |
|  | Hyundai Bioland Co. Ltd. | 13717 | 42623 |
|  | Hyundai BNG Steel Co. Ltd. | 22603 | 177725 |
|  # | HYUNDAI Corp. | 17473 | 259964 |
|  # | Hyundai Department Store Co. Ltd. | 34254 | 1940544 |
|  | Hyundai Elevator Co. Ltd. | 8506 | 450850 |
|  | HYUNDAI EVERDIGM Corp. | 3301 | 17925 |
|  | Hyundai Ezwel Co. Ltd. | 18273 | 67556 |
|  | Hyundai Futurenet Co. Ltd. | 73607 | 164120 |
|  | Hyundai GF Holdings | 23930 | 130698 |
|  | Hyundai Green Food | 34518 | 364545 |
|  | Hyundai Home Shopping Network Corp. | 791 | 29187 |
|  | Hyundai Livart Furniture Co. Ltd. | 20873 | 96741 |
|  # | Hyundai Motor Securities Co. Ltd. | 46975 | 287284 |
|  # | Hyundai Movex Co. Ltd. | 82239 | 582121 |
|  | Hyundai Pharmaceutical Co. Ltd. | 7639 | 19782 |
|  | Hyundai Wia Corp. | 45417 | 1863999 |
|  # | HyVision System, Inc. | 35874 | 406739 |
|  # | i3system, Inc. | 15256 | 828346 |
|  | iFamilySC Co. Ltd. | 12632 | 157290 |
|  #\* | Il Dong Pharmaceutical Co. Ltd. | 46117 | 759917 |
|  | Iljin Diamond Co. Ltd. | 10553 | 103448 |
|  # | Iljin Electric Co. Ltd. | 76462 | 3073628 |
|  | Iljin Holdings Co. Ltd. | 26180 | 128509 |
|  \* | Iljin Hysolus Co. Ltd. | 13181 | 176797 |
|  | Iljin Power Co. Ltd. | 13992 | 108537 |

---

---

| | | | |
|:---|:---|:---|:---|
| | | **Shares** | **Value»** |
|  SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) |  |  |
|  | Ilshin Spinning Co. Ltd. | 36417 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;307354 |
|  #\* | Ilshin Stone Co. Ltd. | 29540 | 36703 |
|  | Ilyang Pharmaceutical Co. Ltd. | 9185 | 84130 |
|  | iM Financial Group Co. Ltd. | 428318 | 3974007 |
|  # | InBody Co. Ltd. | 38971 | 784327 |
|  # | Incar Financial Service Co. Ltd. | 31859 | 267473 |
|  | Infinitt Healthcare Co. Ltd. | 10456 | 43006 |
|  | INFOvine Co. Ltd. | 588 | 27624 |
|  | Inhwa Precision Co. Ltd. | 3198 | 134369 |
|  | Innocean Worldwide, Inc. | 12752 | 153386 |
|  # | InnoWireless Co. Ltd. | 14619 | 239700 |
|  # | Innox Advanced Materials Co. Ltd. | 42455 | 732074 |
|  \* | Inscobee, Inc. | 76874 | 40066 |
|  #\* | Insun ENT Co. Ltd. | 101302 | 298552 |
|  \* | Intekplus Co. Ltd. | 1300 | 13249 |
|  | Intellian Technologies, Inc. | 13581 | 429955 |
|  | Intelligent Digital Integrated Security Co. Ltd. | 12279 | 154789 |
|  \* | Interflex Co. Ltd. | 9935 | 64317 |
|  # | Interojo Co. Ltd. | 24056 | 288962 |
|  # | INTOPS Co. Ltd. | 32084 | 363552 |
|  # | INVENI Co. Ltd. | 3342 | 145245 |
|  | IS Dongseo Co. Ltd. | 43894 | 571988 |
|  # | ISC Co. Ltd. | 28505 | 1583265 |
|  # | i-SENS, Inc. | 57878 | 702195 |
|  \* | ISU Abxis Co. Ltd. | 44306 | 152010 |
|  \* | ISU Chemical Co. Ltd. | 33498 | 250253 |
|  \* | ISU Specialty Chemical | 47981 | 1860138 |
|  #\* | Itcenglobal Co. Ltd. | 9977 | 130712 |
|  \* | ITM Semiconductor Co. Ltd. | 10166 | 85411 |
|  \* | J Steel Co. Holdings, Inc. | 39555 | 39170 |
|  #\* | Jahwa Electronics Co. Ltd. | 32011 | 486200 |
|  | JB Financial Group Co. Ltd. | 118468 | 1865136 |
|  \* | Jeil Pharmaceutical Co. Ltd. | 5428 | 54806 |
|  \* | Jeju Air Co. Ltd. | 43501 | 174180 |
|  #\* | Jeju Semiconductor Corp. | 98093 | 1406709 |

---

1049

------

##### [**Table of Contents**](#toc)
**THE EMERGING MARKETS SMALL CAP SERIES** 

**CONTINUED** 

---

| | | | |
|:---|:---|:---|:---|
| | | **Shares** | **Value»** |
|  SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) |  |  |
|  \* | JETEMA Co. Ltd. | 27193 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;110778 |
|  # | Jinsung T.E.C | 32603 | 298554 |
|  | JNK Global Co. Ltd. | 3433 | 10669 |
|  #\* | JNTC Co. Ltd. | 28417 | 537919 |
|  #\* | Joongang Advanced Materials Co. Ltd. | 66258 | 172784 |
|  \* | JoyCity Corp. | 27323 | 35946 |
|  | Jungdawn Co. Ltd. | 6003 | 11054 |
|  # | Jusung Engineering Co. Ltd. | 82875 | 1776485 |
|  # | JVM Co. Ltd. | 13712 | 268465 |
|  | JW Holdings Corp. | 189488 | 432297 |
|  | JW Life Science Corp. | 6069 | 57250 |
|  | JW Pharmaceutical Corp. | 44214 | 727986 |
|  | JYP Entertainment Corp. | 18844 | 1068426 |
|  # | K Car Co. Ltd. | 29897 | 317824 |
|  | K Ensol Co. Ltd. | 4092 | 32852 |
|  #\* | Kakao Games Corp. | 94456 | 1065296 |
|  | Kangnam Jevisco Co. Ltd. | 17452 | 150435 |
|  #\* | Kangstem Biotech Co. Ltd. | 139539 | 140903 |
|  \* | Kangwon Energy Co. Ltd. | 15097 | 169806 |
|  | KC Co. Ltd. | 27573 | 504142 |
|  # | KC Tech Co. Ltd. | 30014 | 803772 |
|  | KCC Glass Corp. | 5493 | 100012 |
|  | KCTC | 8463 | 32082 |
|  \* | KEC Corp. | 100487 | 54690 |
|  \* | Kencoa Aerospace Co. | 2365 | 19275 |
|  # | KEPCO Plant Service & Engineering Co. Ltd. | 43340 | 1537295 |
|  | KG Chemical Corp. | 11587 | 39542 |
|  # | KG Dongbusteel | 61105 | 233440 |
|  \* | KG Mobility Co. | 14812 | 39608 |
|  | Kginicis Co. Ltd. | 27758 | 199753 |
|  # | KGMobilians Co. Ltd. | 40320 | 139646 |
|  | KH Vatec Co. Ltd. | 49877 | 438387 |
|  #\* | KidariStudio, Inc. | 36845 | 99029 |
|  # | KINX, Inc. | 8997 | 586742 |
|  | KISCO Corp. | 60091 | 422308 |
|  | KISCO Holdings Co. Ltd. | 31963 | 574031 |
|  | KISWIRE Ltd. | 35588 | 445853 |
|  \* | KMW Co. Ltd. | 42963 | 511711 |
|  \* | KNJ Co. Ltd. | 15605 | 284917 |
|  \* | KoBioLabs, Inc. | 6143 | 21687 |
|  # | Koh Young Technology, Inc. | 186625 | 2175053 |
|  # | Kolmar BNH Co. Ltd. | 16809 | 163547 |

---

---

| | | | |
|:---|:---|:---|:---|
| | | **Shares** | **Value»** |
|  SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) |  |  |
|  # | Kolmar Holdings Co. Ltd. | 60370 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;467713 |
|  # | Kolmar Korea Co. Ltd. | 34848 | 1881034 |
|  # | Kolon Corp. | 18695 | 570655 |
|  | Kolon Enp, Inc. | 3862 | 21011 |
|  # | Kolon Industries, Inc.. | 40258 | 1003866 |
|  #\* | Kolon Life Science, Inc. | 11788 | 271274 |
|  # | KoMiCo Ltd. | 19025 | 1469641 |
|  #\* | Komipharm International Co. Ltd. | 46449 | 196907 |
|  | KONA I Co. Ltd. | 10350 | 342180 |
|  | Korea Airport Service Co. Ltd. | 537 | 22518 |
|  | Korea Alcohol Industrial Co. Ltd. | 45206 | 296337 |
|  | Korea Asset In Trust Co. Ltd. | 63968 | 99408 |
|  | Korea Cast Iron Pipe Industries Co. Ltd. | 7969 | 37456 |
|  #\* | Korea Circuit Co. Ltd. | 28928 | 417237 |
|  # | Korea District Heating Corp. | 5230 | 350808 |
|  | Korea Electric Terminal Co. Ltd. | 17663 | 765949 |
|  | Korea Electronic Certification Authority, Inc. | 3620 | 9457 |
|  # | Korea Electronic Power Industrial Development Co. Ltd. | 52760 | 454543 |
|  | Korea Export Packaging Industrial Co. Ltd. | 44390 | 89562 |
|  | Korea Fuel-Tech Corp. | 22616 | 94974 |
|  #\* | Korea Information & Communications Co. Ltd. | 27427 | 156368 |
|  | Korea Information Certificate Authority, Inc. | 14595 | 63472 |
|  \* | Korea Line Corp. | 370347 | 487687 |
|  | Korea Movenex Co. Ltd. | 12102 | 33697 |
|  | Korea Petrochemical Ind Co. Ltd. | 1059 | 97182 |
|  | Korea Petroleum Industries Co. | 3083 | 30076 |
|  | Korea Ratings Corp. | 289 | 19880 |

---

1050

------

##### [**Table of Contents**](#toc)
**THE EMERGING MARKETS SMALL CAP SERIES** 

**CONTINUED** 

---

| | | | |
|:---|:---|:---|:---|
| | | **Shares** | **Value»** |
|  SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) |  |  |
|  | Korea Real Estate Investment & Trust Co. Ltd. | 49149 | $45071 |
|  | Korea United Pharm, Inc. | 33488 | 446550 |
|  | Korean Reinsurance Co. | 451550 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3360148 |
|  | Koryo Credit Information Co. Ltd. | 4683 | 34337 |
|  \* | KOSES Co. Ltd. | 3581 | 72401 |
|  | KPX Chemical Co. Ltd. | 1968 | 66097 |
|  | KSP Co. Ltd. | 15739 | 64888 |
|  | KSS LINE Ltd. | 45952 | 297913 |
|  \* | Kt alpha Co. Ltd. | 8932 | 33777 |
|  \* | KT Millie Seojae Co. Ltd. | 4507 | 41281 |
|  | KT Skylife Co. Ltd. | 32005 | 112457 |
|  \*†† | Kuk-il Paper Manufacturing Co. Ltd. | 190710 | 50999 |
|  | Kukjeon Pharmaceutical Co. Ltd. | 14845 | 37701 |
|  \* | Kumho HT, Inc. | 89518 | 35870 |
|  #\* | Kumho Tire Co., Inc. | 126231 | 417660 |
|  | Kwang Dong Pharmaceutical Co. Ltd. | 112403 | 450210 |
|  #\* | Kwangmu Co. Ltd. | 76195 | 121069 |
|  | Kyeryong Construction Industrial Co. Ltd. | 18316 | 221029 |
|  # | Kyobo Securities Co. Ltd. | 47296 | 312402 |
|  # | Kyung Dong Navien Co. Ltd. | 21138 | 1046042 |
|  | Kyungbang Co. Ltd. | 3959 | 18528 |
|  | KyungDong City Gas Co. Ltd. | 6435 | 92557 |
|  # | Kyungdong Pharm Co. Ltd. | 26118 | 104151 |
|  | Kyung-In Synthetic Corp. | 59900 | 123055 |
|  | KZ Precision Corp. | 17846 | 188218 |
|  # | L&C Bio Co. Ltd. | 6759 | 249598 |
|  \* | L&K Biomed Co. Ltd. | 21563 | 136576 |
|  #\* | LabGenomics Co. Ltd. | 48345 | 74755 |
|  # | Lake Materials Co. Ltd. | 115339 | 1180540 |
|  \* | LB Semicon, Inc. | 21558 | 75029 |
|  # | Lee Ku Industrial Co. Ltd. | 40118 | 138708 |

---

---

| | | | |
|:---|:---|:---|:---|
| | | **Shares** | **Value»** |
|  SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) |  |  |
|  # | LF Corp. | 36099 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;462498 |
|  \* | LG HelloVision Co. Ltd. | 84791 | 145074 |
|  #\* | LOT Vacuum Co. Ltd. | 30677 | 280163 |
|  | Lotte Chilsung Beverage Co. Ltd. | 7540 | 609751 |
|  \* | Lotte Data Communication Co. | 5033 | 73170 |
|  \* | Lotte Energy Materials Corp. | 28677 | 521569 |
|  | LOTTE Fine Chemical Co. Ltd. | 40344 | 1289192 |
|  | LOTTE Himart Co. Ltd. | 34338 | 184158 |
|  #\* | Lotte Non-Life Insurance Co. Ltd. | 60012 | 79851 |
|  | Lotte Rental Co. Ltd. | 38382 | 788588 |
|  | Lotte Shopping Co. Ltd. | 19802 | 903643 |
|  \* | Lotte Tour Development Co. Ltd. | 65068 | 827309 |
|  # | Lotte Wellfood Co. Ltd. | 1338 | 106927 |
|  # | LS Eco Energy Ltd. | 35473 | 1142663 |
|  # | LS Marine Solution Co. Ltd. | 67604 | 1365001 |
|  #\* | LS Materials Ltd. | 33510 | 314386 |
|  | LTC Co. Ltd. | 4363 | 64373 |
|  #\* | LVMC Holdings | 282411 | 328323 |
|  | LX Hausys Ltd. | 1881 | 37107 |
|  | LX Holdings Corp. | 72830 | 416588 |
|  # | LX International Corp. | 80294 | 1696484 |
|  # | LX Semicon Co. Ltd. | 27391 | 1098586 |
|  | Macrogen, Inc. | 14300 | 151942 |
|  | Maeil Dairies Co. Ltd. | 2274 | 55277 |
|  | MAKUS, Inc. | 2486 | 45891 |
|  | Mcnex Co. Ltd. | 36111 | 787481 |
|  \* | ME2ON Co. Ltd. | 16125 | 54633 |
|  \* | Medipost Co. Ltd. | 25858 | 313506 |
|  \* | MedPacto, Inc. | 48964 | 149050 |
|  # | Medytox, Inc. | 11223 | 945042 |
|  \* | Meerecompany, Inc. | 2046 | 21926 |
|  # | MegaStudy Co. Ltd. | 20057 | 158555 |
|  # | MegaStudyEdu Co. Ltd. | 26459 | 771359 |
|  # | Mgame Corp. | 40981 | 186515 |
|  | Mi Chang Oil Industrial Co. Ltd. | 981 | 74950 |
|  #\* | MiCo Ltd. | 74179 | 752354 |
|  \* | Micro Digital Co. Ltd. | 5109 | 29847 |
|  \* | Mirae Asset Life Insurance Co. Ltd. | 94577 | 581976 |

---

1051

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##### [**Table of Contents**](#toc)
**THE EMERGING MARKETS SMALL CAP SERIES** 

**CONTINUED** 

---

| | | | |
|:---|:---|:---|:---|
| | | **Shares** | **Value»** |
|  SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) |  |  |
|  | Mirae Asset Venture Investment Co. Ltd. | 30197 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;180239 |
|  | Misto Holdings Corp. | 10628 | 274134 |
|  | Miwon Chemicals Co. Ltd. | 3654 | 220115 |
|  | Miwon Commercial Co. Ltd. | 5072 | 538259 |
|  # | Miwon Specialty Chemical Co. Ltd. | 5925 | 584101 |
|  | MK Electron Co. Ltd. | 57809 | 373853 |
|  | MNTech Co. Ltd. | 59123 | 468019 |
|  | Modetour Network, Inc. | 31678 | 247117 |
|  \* | MONAYONGPYONG | 25624 | 62454 |
|  \* | Motrex Co. Ltd. | 20582 | 125354 |
|  | mPlus Corp. | 8758 | 106624 |
|  \* | MS Autotech Co. Ltd. | 10359 | 17373 |
|  | Muhak Co. Ltd. | 14237 | 85896 |
|  | Myoung Shin Industrial Co. Ltd. | 49704 | 324988 |
|  \* | Naintech Co. Ltd. | 8383 | 23672 |
|  | Namhae Chemical Corp. | 65840 | 297637 |
|  #\* | Namsun Aluminum Co. Ltd. | 241019 | 180614 |
|  | Namuga Co. Ltd. | 27708 | 327687 |
|  | Namyang Dairy Products Co. Ltd. | 5091 | 183899 |
|  # | NeoPharm Co. Ltd. | 21216 | 254603 |
|  # | Neosem, Inc. | 19145 | 167370 |
|  \* | Neowiz | 43589 | 748083 |
|  | Neowiz Holdings Corp. | 6517 | 105342 |
|  #\* | NEPES Corp. | 45134 | 548214 |
|  \* | Neptune Co. | 24143 | 99860 |
|  # | New Power Plasma Co. Ltd. | 52076 | 226262 |
|  | Nexen Corp. | 108320 | 406457 |
|  | Nexen Tire Corp. | 13328 | 59995 |
|  #\* | Nexon Games Co. Ltd. | 3158 | 29573 |
|  # | NEXTIN, Inc. | 13447 | 619413 |
|  | NHN Corp. | 14205 | 288208 |
|  # | NHN KCP Corp. | 80285 | 896009 |
|  | NICE Holdings Co. Ltd. | 60819 | 591887 |
|  | Nice Information & Telecommunication, Inc. | 3385 | 54248 |
|  # | NICE Information Service Co. Ltd. | 122690 | 1246946 |
|  # | Nong Shim Holdings Co. Ltd. | 5449 | 359457 |
|  | NongShim Co. Ltd. | 3057 | 934738 |

---

---

| | | | |
|:---|:---|:---|:---|
| | | **Shares** | **Value»** |
|  SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) |  |  |
|  | Noroo Holdings Co. Ltd. | 5537 | $89538 |
|  | NOROO Paint & Coatings Co. Ltd. | 10940 | 64943 |
|  | NOVAREX Co. Ltd. | 14320 | 171265 |
|  | Novatech Co. Ltd. | 1579 | 21968 |
|  # | NPC | 58198 | 165608 |
|  \* | NUVOTEC Co. Ltd. | 50183 | 46734 |
|  | OCI Co. Ltd. | 7603 | 314679 |
|  # | OCI Holdings Co. Ltd. | 34318 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2743959 |
|  \* | Okins Electronics Co. Ltd. | 14963 | 96773 |
|  | ONEJOON Co. Ltd. | 3663 | 23592 |
|  \* | OptoElectronics Solutions Co. Ltd. | 5572 | 56631 |
|  \* | Orbitech Co. Ltd. | 11650 | 35059 |
|  # | Oriental Precision & Engineering Co. Ltd. | 52444 | 383288 |
|  # | Orion Holdings Corp. | 62522 | 832427 |
|  | Osang Healthcare Co. Ltd. | 7456 | 67588 |
|  \* | OSTEONIC Co. Ltd. | 29285 | 147787 |
|  \* | Osung Advanced Materials Co. Ltd. | 85390 | 94087 |
|  # | Otoki Corp. | 1945 | 530006 |
|  | Pang Rim Co. Ltd. | 10798 | 37773 |
|  \* | Panstar Enterprise Co. Ltd. | 85620 | 43250 |
|  # | Paradise Co. Ltd. | 120764 | 1564725 |
|  # | Park Systems Corp. | 13163 | 2242207 |
|  | Partron Co. Ltd. | 46506 | 225565 |
|  #\* | Pearl Abyss Corp. | 11526 | 279581 |
|  # | People & Technology, Inc. | 42761 | 1293755 |
|  | PHA Co. Ltd. | 16874 | 138026 |
|  | PharmaResearch Co. Ltd. | 13520 | 5118771 |
|  \* | PharmGen Science, Inc. | 13155 | 37241 |
|  # | Pharmicell Co. Ltd. | 129668 | 1539210 |
|  # | Philenergy Co. Ltd. | 16792 | 168218 |
|  #\* | Philoptics Co. Ltd. | 44336 | 1304752 |
|  # | PI Advanced Materials Co. Ltd. | 53939 | 685205 |
|  #\* | PKC Co. Ltd. | 98951 | 434245 |
|  #\* | Polaris AI Corp. | 116760 | 188433 |
|  #\* | Polaris Office Corp. | 29669 | 106460 |
|  | Pond Group Co. Ltd. | 2089 | 11900 |
|  \* | PonyLink Co. Ltd. | 123733 | 72026 |
|  | Poongsan Corp. | 51718 | 3977566 |
|  # | Poongsan Holdings Corp. | 37452 | 1015264 |

---

1052

------

##### [**Table of Contents**](#toc)
**THE EMERGING MARKETS SMALL CAP SERIES** 

**CONTINUED** 

---

| | | | |
|:---|:---|:---|:---|
| | | **Shares** | **Value»** |
|  SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) |  |  |
|  # | Posco M-Tech Co. Ltd. | 72480 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;776904 |
|  # | POSCO Steeleon Co. Ltd. | 4123 | 111373 |
|  #\* | Power Logics Co. Ltd. | 66581 | 192188 |
|  \* | Prestige Biologics Co. Ltd. | 42084 | 89011 |
|  | Protec Co. Ltd. | 14082 | 308203 |
|  # | PSK Holdings, Inc. | 7153 | 244583 |
|  # | PSK, Inc. | 61581 | 1622912 |
|  # | Pulmuone Co. Ltd. | 26098 | 243372 |
|  # | Pumtech Korea Co. Ltd. | 13185 | 490456 |
|  #\* | Refine Co. Ltd. | 15771 | 136657 |
|  \* | Reyon Pharmaceutical Co. Ltd. | 7138 | 53966 |
|  | RFHIC Corp. | 16463 | 384930 |
|  #\* | Robostar Co. Ltd. | 21039 | 1279306 |
|  #\* | Robotis Co. Ltd. | 10858 | 1673842 |
|  # | Rorze Systems Corp. | 13518 | 105526 |
|  | S&D Co. Ltd. | 1978 | 102107 |
|  # | S&S Tech Corp. | 46108 | 1809053 |
|  \* | Sajo Industries Co. Ltd. | 6890 | 233396 |
|  | Sajodaerim Corp. | 3272 | 86291 |
|  | Sajodongaone Co. Ltd. | 23952 | 18852 |
|  | Sam Young Electronics Co. Ltd. | 27048 | 202924 |
|  | Sam Yung Trading Co. Ltd. | 53069 | 565639 |
|  | Sam-A Aluminum Co. Ltd. | 4228 | 71154 |
|  | Samchully Co. Ltd. | 5272 | 455471 |
|  | SAMHWA Paints Industrial Co. Ltd. | 11465 | 46710 |
|  # | Samhyun Co. Ltd. | 8294 | 181302 |
|  #†† | Samick THK Co. Ltd. | 29411 | 154203 |
|  #\* | Samil Pharmaceutical Co. Ltd. | 36805 | 244863 |
|  | Samji Electronics Co. Ltd. | 13833 | 120789 |
|  | Samjin Pharmaceutical Co. Ltd. | 27872 | 385996 |
|  | Sammok S-Form Co. Ltd. | 17220 | 240369 |
|  # | SAMPYO Cement Co. Ltd. | 76230 | 160695 |
|  \* | Samsung Pharmaceutical Co. Ltd. | 87379 | 94002 |

---

---

| | | | |
|:---|:---|:---|:---|
| | | **Shares** | **Value»** |
|  SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) |  |  |
|  | Samsung Publishing Co. Ltd. | 2825 | $32068 |
|  | SAMT Co. Ltd. | 211277 | 546462 |
|  # | Samwha Capacitor Co. Ltd. | 26881 | 635316 |
|  # | Samwha Electric Co. Ltd. | 3974 | 97262 |
|  | Samyang Foods Co. Ltd. | 2795 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2639488 |
|  # | Samyang Holdings Corp. | 10226 | 750743 |
|  | Samyang Tongsang Co. Ltd. | 2102 | 76285 |
|  | Samyoung Co. Ltd. | 58165 | 200605 |
|  # | Sang-A Frontec Co. Ltd. | 33799 | 439276 |
|  | Sangsin Energy Display Precision Co. Ltd. | 10721 | 95697 |
|  | Saramin Co. Ltd. | 16703 | 156402 |
|  # | Satrec Initiative Co. Ltd. | 22920 | 967819 |
|  \* | SBI Investment Korea Co. Ltd. | 62422 | 29910 |
|  \*†† | SBW | 88120 | 31172 |
|  # | SD Biosensor, Inc. | 82636 | 553439 |
|  | SeAH Besteel Holdings Corp. | 34022 | 655000 |
|  | SeAH Holdings Corp. | 3283 | 276381 |
|  # | SeAH Steel Corp. | 3625 | 321635 |
|  # | SeAH Steel Holdings Corp. | 5936 | 596783 |
|  | Sebang Co. Ltd. | 27002 | 257276 |
|  # | Sebang Global Battery Co. Ltd. | 18787 | 857882 |
|  # | Seegene, Inc. | 79484 | 1409766 |
|  | Segyung Hitech Co. Ltd. | 6340 | 25379 |
|  # | Sejin Heavy Industries Co. Ltd. | 51963 | 803086 |
|  | Sejong Industrial Co. Ltd. | 15140 | 87379 |
|  #\* | Selvas AI, Inc. | 11553 | 111503 |
|  \* | SEMCNS Co. Ltd. | 3605 | 19531 |
|  | Semyung Electric Machinery Co. Ltd. | 9763 | 78352 |
|  # | Seobu T&D | 89612 | 572611 |
|  | Seohee Construction Co. Ltd. | 21370 | 24344 |
|  #\* | Seojin System Co. Ltd. | 53663 | 1017904 |
|  #\* | Seoul Auction Co. Ltd. | 11775 | 56595 |

---

1053

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##### [**Table of Contents**](#toc)
**THE EMERGING MARKETS SMALL CAP SERIES** 

**CONTINUED** 

---

| | | | |
|:---|:---|:---|:---|
| | | **Shares** | **Value»** |
|  SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) |  |  |
|  | Seoul City Gas Co. Ltd. | 652 | $28869 |
|  \* | Seoul Semiconductor Co. Ltd. | 77567 | 340755 |
|  # | Seoyon Co. Ltd. | 52444 | 347124 |
|  | Seoyon E-Hwa Co. Ltd. | 34258 | 312011 |
|  \* | Sewon E&C Co. Ltd. | 103618 | 8800 |
|  # | SFA Engineering Corp. | 46959 | 813982 |
|  #\* | SFA Semicon Co. Ltd. | 212634 | 635269 |
|  #\* | SG Co. Ltd. | 93770 | 146638 |
|  | SGC Energy Co. Ltd. | 8259 | 130849 |
|  # | Shin Heung Energy & Electronics Co. Ltd. | 34347 | 131369 |
|  | Shindaeyang Paper Co. Ltd. | 4698 | 40549 |
|  # | Shinil Electronics Co. Ltd. | 169775 | 153238 |
|  | Shinsegae Food Co. Ltd. | 429 | 10618 |
|  | Shinsegae Information & Communication Co. Ltd. | 4124 | 43485 |
|  | Shinsegae International, Inc. | 18432 | 132837 |
|  | Shinsegae, Inc. | 17274 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2105383 |
|  # | Shinsung Delta Tech Co. Ltd. | 17429 | 668227 |
|  #\* | Shinsung E&G Co. Ltd. | 363332 | 470320 |
|  | Shinsung ST Co. Ltd. | 1673 | 49878 |
|  | Shinwon Corp. | 17198 | 17575 |
|  # | Shinyoung Securities Co. Ltd. | 17134 | 1736476 |
|  \* | SillaJen, Inc. | 57346 | 115288 |
|  | SIMMTECH Co. Ltd. | 56473 | 2483983 |
|  | SIMPAC, Inc. | 9817 | 31842 |
|  | Sindoh Co. Ltd. | 8255 | 246314 |
|  # | SK Chemicals Co. Ltd. | 25289 | 1120587 |
|  # | SK Discovery Co. Ltd. | 30848 | 1284085 |
|  #\* | SK Eternix Co. Ltd. | 38974 | 567391 |
|  | SK Gas Ltd. | 6987 | 1276694 |
|  #\*Ω | SK IE Technology Co. Ltd. | 32513 | 698483 |
|  | SK Networks Co. Ltd. | 285912 | 910117 |
|  #\* | SK oceanplant Co. Ltd. | 79243 | 1176948 |
|  # | SK Securities Co. Ltd. | 863449 | 423650 |
|  # | SL Corp. | 48829 | 1240657 |

---

---

| | | | |
|:---|:---|:---|:---|
| | | **Shares** | **Value»** |
|  SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) |  |  |
|  \* | SMEC Co. Ltd. | 97327 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;280028 |
|  # | SNT Dynamics Co. Ltd. | 41800 | 1577656 |
|  #\* | SNT Holdings Co. Ltd. | 24371 | 1084062 |
|  # | SNT Motiv Co. Ltd. | 57546 | 1379931 |
|  # | Solid, Inc. | 151084 | 850624 |
|  #\* | SOLUM Co. Ltd. | 73191 | 917901 |
|  \* | Solux Co. Ltd. | 52526 | 159650 |
|  | Songwon Industrial Co. Ltd. | 40517 | 272697 |
|  # | Soop Co. Ltd. | 24718 | 1258468 |
|  # | Soosan Industries Co. Ltd. | 8489 | 129553 |
|  # | Soulbrain Co. Ltd. | 3962 | 783601 |
|  # | Soulbrain Holdings Co. Ltd. | 18254 | 547734 |
|  | SPC Samlip Co. Ltd. | 1349 | 49209 |
|  # | SPG Co. Ltd. | 39138 | 924407 |
|  # | ST Pharm Co. Ltd. | 19931 | 1415134 |
|  # | STIC Investments, Inc. | 123274 | 899539 |
|  | Straffic Co. Ltd. | 39623 | 101640 |
|  #\* | Studio Dragon Corp. | 30469 | 972673 |
|  | Suheung Co. Ltd. | 15919 | 298649 |
|  \* | Sukgyung AT Co. Ltd. | 7443 | 228624 |
|  # | Sung Kwang Bend Co. Ltd. | 53485 | 1179820 |
|  # | Sungshin Cement Co. Ltd. | 44933 | 295695 |
|  # | Sungwoo Hitech Co. Ltd. | 122192 | 579017 |
|  | Sunjin Co. Ltd. | 25264 | 176404 |
|  #\* | Suprema, Inc. | 13237 | 313311 |
|  \* | Suresoft Technologies, Inc. | 8482 | 30903 |
|  # | SY Co. Ltd. | 41163 | 87834 |
|  | SY Steel Tech, Inc. | 14042 | 32656 |
|  #\* | Synergy Innovation Co. Ltd. | 120206 | 205335 |
|  #\* | Synopex, Inc. | 256749 | 1178144 |
|  # | Systems Technology, Inc. | 37695 | 603166 |
|  # | T&L Co. Ltd. | 12428 | 400415 |
|  | T3 Entertainment Co. Ltd. | 30983 | 41037 |
|  | Tae Kyung Industrial Co. Ltd. | 33888 | 120241 |
|  # | Taekwang Industrial Co. Ltd. | 710 | 399307 |
|  #\* | Taewoong Co. Ltd. | 24606 | 529899 |
|  # | TCC Steel | 26332 | 338410 |
|  # | TechWing, Inc. | 97261 | 4519588 |
|  # | Telechips, Inc. | 28079 | 274257 |

---

1054

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##### [**Table of Contents**](#toc)
**THE EMERGING MARKETS SMALL CAP SERIES** 

**CONTINUED** 

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) |
|  | TEMC Co. Ltd. | 10170 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;66464 |
|  # | TES Co. Ltd. | 45212 | 1398154 |
|  \* | TFE Co. Ltd. | 3452 | 98377 |
|  \* | TK Chemical Corp. | 18185 | 21069 |
|  # | TK Corp. | 47666 | 943641 |
|  | TKG Huchems Co. Ltd. | 52809 | 662054 |
|  # | TLB Co. Ltd. | 18038 | 863591 |
|  # | Tokai Carbon Korea Co. Ltd. | 17011 | 1975348 |
|  \* | Tongyang Life Insurance Co. Ltd. | 93235 | 442541 |
|  | Tonymoly Co. Ltd. | 6329 | 42395 |
|  | Toptec Co. Ltd. | 13383 | 43757 |
|  # | Tovis Co. Ltd. | 39177 | 411615 |
|  # | TS Corp. | 140490 | 276187 |
|  # | TSE Co. Ltd. | 8349 | 302903 |
|  \* | TSI Co. Ltd. | 5190 | 22036 |
|  \* | Tway Air Co. Ltd. | 13327 | 17033 |
|  # | TYM Corp. | 89222 | 371933 |
|  # | UBCare Co. Ltd. | 70003 | 175446 |
|  # | Ubiquoss Holdings, Inc. | 32753 | 246297 |
|  | Ubiquoss, Inc. | 39775 | 245641 |
|  # | Uju Electronics Co. Ltd. | 15673 | 421558 |
|  \* | Uni-Chem Co. Ltd. | 87228 | 80154 |
|  # | Unid Co. Ltd. | 12791 | 602711 |
|  # | Union Semiconductor Equipment & Materials Co. Ltd. | 60412 | 422832 |
|  | Uniquest Corp. | 5493 | 29542 |
|  #\* | Unison Co. Ltd. | 164673 | 140770 |
|  #\* | UniTest, Inc. | 50562 | 717162 |
|  # | Value Added Technology Co. Ltd. | 26781 | 412125 |
|  \* | Vaxcell-Bio Therapeutics Co. Ltd. | 11189 | 72670 |
|  # | VICTEK Co. Ltd. | 57301 | 150272 |
|  \*†† | Vidente Co. Ltd. | 57951 | 25340 |
|  | Vieworks Co. Ltd. | 29404 | 390714 |
|  #\* | Vina Tech Co. Ltd. | 6531 | 251990 |
|  # | Vitzrocell Co. Ltd. | 48568 | 931879 |
|  \* | VM, Inc. | 21402 | 360417 |
|  #\* | VT Co. Ltd. | 54440 | 952636 |
|  # | Webzen, Inc. | 44001 | 372357 |
|  \*†† | Wellbiotec Co. Ltd. | 132296 | 9471 |
|  #\* | Wemade Co. Ltd. | 7198 | 135360 |
|  | Whanin Pharmaceutical Co. Ltd. | 31370 | 250832 |
|  | WiSoL Co. Ltd. | 37899 | 150188 |
|  \* | Won Ik Corp. | 13035 | 74121 |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** | **Value»** |
|  SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) |
|  | Won Tech Co. Ltd. | 31985 | $| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;190593 |
|  #\* | Wonik Holdings Co. Ltd. | 94309 |  | 1804363 |
|  | WONIK IPS Co. Ltd. | 28192 |  | 1264451 |
|  | Wonik Materials Co. Ltd. | 16249 |  | 368739 |
|  \* | Wonik Pne Co. Ltd. | 13909 |  | 37281 |
|  # | Wonik QnC Corp. | 52975 |  | 866726 |
|  # | Woojin Ntec, Inc. | 6333 |  | 112849 |
|  # | Woojin, Inc. | 34048 |  | 362233 |
|  | Woongjin Thinkbig Co. Ltd. | 48500 |  | 49519 |
|  #\* | Woori Technology Investment Co. Ltd. | 101045 |  | 634584 |
|  #\* | Woori Technology, Inc. | 480804 |  | 1620125 |
|  # | Worldex Industry & Trading Co. Ltd. | 40391 |  | 711401 |
|  #\* | W-Scope Chungju Plant Co. Ltd. | 23281 |  | 128251 |
|  \* | Wysiwyg Studios Co. Ltd. | 38707 |  | 20232 |
|  | Xexymix Corp. | 24123 |  | 77319 |
|  \* | Xperix, Inc. | 6898 |  | 16675 |
|  | Y G-1 Co. Ltd. | 6593 |  | 23429 |
|  #\* | YC Corp. | 94783 |  | 963193 |
|  \* | Yest Co. Ltd. | 8144 |  | 100910 |
|  # | YG Entertainment, Inc. | 36027 |  | 2312187 |
|  #\* | YG PLUS | 49962 |  | 249110 |
|  \* | YMT Co. Ltd. | 3786 |  | 34290 |
|  # | Youlchon Chemical Co. Ltd. | 35492 |  | 786191 |
|  | Young Poong Corp. | 4860 |  | 167053 |
|  # | Youngone Corp. | 42784 |  | 1734786 |
|  # | Youngone Holdings Co. Ltd. | 20806 |  | 2073821 |
|  | Yuanta Securities Korea Co. Ltd. | 211855 |  | 573651 |
|  \* | Yulho Co. Ltd. | 47438 |  | 35024 |
|  #\* | Yungjin Pharmaceutical Co. Ltd. | 213314 |  | 308173 |
|  | Yunsung F&C Co. Ltd. | 5466 |  | 145296 |
|  # | Zeus Co. Ltd. | 66051 |  | 714267 |
|  TOTAL SOUTH KOREA | TOTAL SOUTH KOREA | TOTAL SOUTH KOREA |  | 377689161 |
|  TAIWAN — (18.3%) | TAIWAN — (18.3%) | TAIWAN — (18.3%) | TAIWAN — (18.3%) | TAIWAN — (18.3%) |
|  | 104 Corp. | 1000 |  | 7289 |
|  # | 91APP, Inc. | 98000 |  | 229445 |
|  | Abico Avy Co. Ltd. | 326918 |  | 528501 |
|  # | Ability Enterprise Co. Ltd. | 666606 |  | 1849910 |

---

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**THE EMERGING MARKETS SMALL CAP SERIES** 

**CONTINUED** 

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) |
|  # | Ability Opto-Electronics Technology Co. Ltd. | 224776 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;718508 |
|  # | AcBel Polytech, Inc. | 1685356 | 2376646 |
|  | Acer E-Enabling Service Business, Inc. | 20000 | 149314 |
|  # | ACES Electronic Co. Ltd. | 333822 | 743452 |
|  \* | Acon Holding, Inc. | 686560 | 183634 |
|  # | Acter Group Corp. Ltd. | 353980 | 8835744 |
|  # | Action Electronics Co. Ltd. | 688000 | 252052 |
|  # | Actron Technology Corp. | 139151 | 627574 |
|  | ADATA Technology Co. Ltd. | 1002243 | 6433951 |
|  # | Addcn Technology Co. Ltd. | 95526 | 543888 |
|  \* | Adimmune Corp. | 387000 | 239265 |
|  | Adlink Technology, Inc. | 4000 | 7691 |
|  # | Advanced Ceramic X Corp. | 156000 | 601915 |
|  | Advanced International Multitech Co. Ltd. | 384000 | 744780 |
|  \* | Advanced Optoelectronic Technology, Inc. | 111000 | 54725 |
|  # | Advanced Power Electronics Corp. | 138000 | 456894 |
|  # | Advancetek Enterprise Co. Ltd. | 1051519 | 1201695 |
|  | Aero Win Technology Corp. | 37000 | 52126 |
|  | Aerospace Industrial Development Corp. | 2123000 | 3638311 |
|  # | AGV Products Corp. | 1432433 | 479362 |
|  # | AIC, Inc. | 16934 | 208478 |
|  # | Alexander Marine Co. Ltd. | 46618 | 294667 |
|  # | Allied Circuit Co. Ltd. | 107845 | 595323 |
|  # | Allied Supreme Corp. | 86000 | 689181 |
|  # | Allis Electric Co. Ltd. | 550811 | 1971155 |
|  # | Alltek Technology Corp. | 554423 | 575264 |
|  # | Alltop Technology Co. Ltd. | 121774 | 976321 |
|  # | Alpha Networks, Inc. | 834158 | 876710 |
|  # | Altek Corp. | 803095 | 1288949 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) |
|  # | Amazing Microelectronic Corp. | 278352 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;901956 |
|  | Ambassador Hotel | 1092000 | 1524119 |
|  | Ampak Technology, Inc. | 19000 | 42006 |
|  | Ampire Co. Ltd. | 317000 | 259735 |
|  # | Ample Electronic Technology Co. Ltd. | 35700 | 198536 |
|  # | AMPOC Far-East Co. Ltd. | 351727 | 1031362 |
|  | AmTRAN Technology Co. Ltd. | 1384394 | 630764 |
|  \* | Amulaire Thermal Technology, Inc. | 120017 | 141974 |
|  | Anderson Industrial Corp. | 72000 | 33454 |
|  | Anji Technology Co. Ltd. | 110317 | 133237 |
|  | Aopen, Inc. | 51000 | 80111 |
|  # | Apac Opto Electronics, Inc. | 147000 | 384183 |
|  # | Apacer Technology, Inc. | 315325 | 1056970 |
|  | APAQ Technology Co. Ltd. | 484 | 2894 |
|  | APCB, Inc. | 297000 | 141125 |
|  # | Apex Biotechnology Corp. | 226483 | 241970 |
|  # | Apex Dynamics, Inc. | 4000 | 86649 |
|  #\* | Apex International Co. Ltd. | 406749 | 274476 |
|  | Apex Science & Engineering | 205255 | 73328 |
|  | ARBOR Technology Corp. | 88000 | 116451 |
|  | Arcadyan Technology Corp. | 473055 | 3091486 |
|  | Ardentec Corp. | 1249274 | 3785663 |
|  # | ARES International Corp. | 62000 | 101985 |
|  | Argosy Research, Inc. | 185396 | 1102407 |
|  # | Asia Optical Co., Inc. | 766000 | 3885166 |
|  # | Asia Polymer Corp. | 1156996 | 471172 |
|  # | Asia Tech Image, Inc. | 198000 | 489717 |
|  | ASIX Electronics Corp. | 92000 | 284162 |
|  | ASROCK, Inc. | 126000 | 1310747 |
|  # | ATE Energy International Co. Ltd. | 188000 | 183201 |

---

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**THE EMERGING MARKETS SMALL CAP SERIES** 

**CONTINUED** 

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) |
|  | Aten International Co. Ltd. | 300479 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;591287 |
|  | Auden Techno Corp. | 44000 | 138494 |
|  # | Audix Corp. | 279600 | 586789 |
|  # | AURAS Technology Co. Ltd. | 136148 | 4635054 |
|  # | Aurora Corp. | 262349 | 491537 |
|  | Avalue Technology, Inc. | 164000 | 592682 |
|  | Avermedia Technologies | 36000 | 45876 |
|  # | Axiomtek Co. Ltd. | 218765 | 582669 |
|  | Azurewave Technologies, Inc. | 214000 | 506407 |
|  | Bafang Yunji International Co. Ltd. | 77000 | 481828 |
|  | Bank of Kaohsiung Co. Ltd. | 3611343 | 1420349 |
|  # | Basso Industry Corp. | 472900 | 500993 |
|  # | BenQ Materials Corp. | 556000 | 375293 |
|  \* | BES Engineering Corp. | 4254750 | 2117905 |
|  #\* | Bin Chuan Enterprise Co. Ltd. | 224070 | 483910 |
|  #\* | Bionime Corp. | 104486 | 208827 |
|  #\* | Biostar Microtech International Corp. | 631975 | 466694 |
|  # | Bioteque Corp. | 157308 | 629268 |
|  | Bora Pharmaceuticals Co. Ltd. | 14000 | 282506 |
|  # | Brave C&H Supply Co. Ltd. | 50000 | 117913 |
|  # | Bright Led Electronics Corp. | 375520 | 249571 |
|  | Brighton-Best International Taiwan, Inc. | 1344318 | 1463740 |
|  # | Brillian Network & Automation Integrated System Co. Ltd. | 63008 | 485305 |
|  # | C Sun Manufacturing Ltd. | 468969 | 2679889 |
|  \* | Calin Technology Co. Ltd. | 51000 | 56068 |
|  \* | Cameo Communications, Inc. | 631645 | 205167 |
|  # | Capital Futures Corp. | 338280 | 543689 |
|  | Capital Securities Corp. | 5089501 | 4038045 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) |
|  #\* | Career Technology MFG. Co. Ltd. | 370003 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;177812 |
|  # | Castles Technology Co. Ltd. | 175651 | 405170 |
|  # | Caswell, Inc. | 82000 | 223606 |
|  | Cathay Chemical Works | 39000 | 56942 |
|  | Cathay Consolidated, Inc. | 28598 | 75170 |
|  | Cathay Real Estate Development Co. Ltd. | 1613700 | 1196382 |
|  #\* | CCP Contact Probes Co. Ltd. | 263978 | 463805 |
|  # | Celxpert Energy Corp. | 244919 | 323515 |
|  | Cenra, Inc. | 419500 | 463153 |
|  # | Center Laboratories, Inc. | 1604439 | 1771139 |
|  # | Central Reinsurance Co. Ltd. | 832905 | 664171 |
|  | Century Iron & Steel Industrial Co. Ltd. | 405000 | 2014707 |
|  \* | ChainQui Construction Development Co. Ltd. | 363080 | 174395 |
|  # | Chaintech Technology Corp. | 20000 | 18923 |
|  # | Champion Building Materials Co. Ltd. | 586465 | 173161 |
|  # | Champion Microelectronic Corp. | 51000 | 121392 |
|  # | Chang Wah Electromaterials, Inc. | 1297350 | 1905054 |
|  # | Chang Wah Technology Co. Ltd. | 1180425 | 1543520 |
|  # | Channel Well Technology Co. Ltd. | 655000 | 1640827 |
|  | Chant Sincere Co. Ltd. | 44000 | 57262 |
|  | Charoen Pokphand Enterprise | 618483 | 2753587 |
|  # | CHC Healthcare Group | 293000 | 410274 |
|  # | CHC Resources Corp. | 346282 | 790884 |
|  # | Chen Full International Co. Ltd. | 342000 | 443597 |

---

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**THE EMERGING MARKETS SMALL CAP SERIES** 

**CONTINUED** 

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) |
|  | Chenbro Micom Co. Ltd. | 189000 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5647651 |
|  # | Chenfull Precision Co. Ltd. | 29000 | 106683 |
|  | Cheng Loong Corp. | 2720383 | 1510368 |
|  #\* | Cheng Mei Materials Technology Corp. | 883524 | 393097 |
|  # | Cheng Uei Precision Industry Co. Ltd. | 844331 | 1349905 |
|  # | Chenming Electronic Technology Corp. | 287437 | 1153797 |
|  # | Chia Chang Co. Ltd. | 378000 | 508635 |
|  | Chia Hsin Cement Corp. | 1760643 | 740349 |
|  # | Chicony Power Technology Co. Ltd. | 408454 | 1194585 |
|  | Chief Telecom, Inc. | 67900 | 797326 |
|  | Chien Kuo Construction Co. Ltd. | 324999 | 274667 |
|  | Chien Shing Harbour Service Co. Ltd. | 23000 | 32177 |
|  | China Bills Finance Corp. | 2443000 | 1322481 |
|  | China Ecotek Corp. | 145000 | 260604 |
|  # | China Electric Manufacturing Corp. | 741959 | 304633 |
|  # | China General Plastics Corp. | 1397461 | 503617 |
|  # | China Glaze Co. Ltd. | 235002 | 140271 |
|  #\* | China Man-Made Fiber Corp. | 3001390 | 609016 |
|  # | China Metal Products | 889603 | 758790 |
|  # | China Motor Corp. | 472600 | 894526 |
|  #\* | China Petrochemical Development Corp. | 6418673 | 1563140 |
|  # | China Steel Chemical Corp. | 387554 | 1025501 |
|  # | China Steel Structure Co. Ltd. | 282000 | 376935 |
|  # | China Wire & Cable Co. Ltd. | 252160 | 312456 |
|  | Chinese Maritime Transport Ltd. | 266594 | 494981 |
|  # | Ching Feng Home Fashions Co. Ltd. | 346360 | 222448 |
|  # | Chin-Poon Industrial Co. Ltd. | 1209207 | 1286008 |
|  | Chipbond Technology Corp. | 2027000 | 3922764 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) |
|  # | ChipMOS Technologies, Inc. (8150 TT) | 1530076 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1609647 |
|  # | Chlitina Holding Ltd. | 108191 | 351357 |
|  | Chong Hong Construction Co. Ltd. | 639666 | 1636114 |
|  | Chun YU Works & Co. Ltd. | 526050 | 269130 |
|  # | Chun Yuan Steel Industry Co. Ltd. | 1806529 | 1122951 |
|  #\* | Chung Hung Steel Corp. | 498979 | 239505 |
|  | Chung Hwa Food Industrial Co. Ltd. | 129288 | 362927 |
|  #\* | Chung Hwa Pulp Corp. | 1310405 | 531610 |
|  # | Chunghwa Precision Test Tech Co. Ltd. | 50000 | 2604127 |
|  | Chyang Sheng Texing Co. Ltd. | 304000 | 167869 |
|  | Cleanaway Co. Ltd. (8422 TT) | 218000 | 1712083 |
|  | Clevo Co. | 1450200 | 1861305 |
|  # | CMC Magnetics Corp. | 2455108 | 726589 |
|  # | C-Media Electronics, Inc. | 124000 | 164280 |
|  # | CoAsia Electronics Corp. | 151827 | 265451 |
|  | Collins Co. Ltd. | 351431 | 155676 |
|  | Complex Micro Interconnection Co. Ltd. | 64000 | 81120 |
|  # | Compucase Enterprise | 278000 | 898848 |
|  | Concord International Securities Co. Ltd. | 478816 | 248826 |
|  | Concord Securities Co. Ltd. | 1895118 | 783995 |
|  # | Continental Holdings Corp. | 1287320 | 905534 |
|  # | Contrel Technology Co. Ltd. | 513000 | 655306 |
|  | Coremax Corp. | 256215 | 533790 |
|  # | Coretronic Corp. | 1108200 | 3142308 |
|  | Co-Tech Development Corp. | 754533 | 5729116 |
|  | Coxon Precise Industrial Co. Ltd. | 44000 | 18428 |
|  | Crowell Development Corp. | 158900 | 159534 |
|  # | CTCI Corp. | 1425465 | 1413098 |

---

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**THE EMERGING MARKETS SMALL CAP SERIES** 

**CONTINUED** 

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) |
|  # | CTI Traffic Industries Co. Ltd. | 85400 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;274439 |
|  # | Cub Elecparts, Inc. | 15000 | 49416 |
|  | CviLux Corp. | 218040 | 579924 |
|  # | Cyberlink Corp. | 127000 | 386672 |
|  | CyberPower Systems, Inc. | 223650 | 1733722 |
|  #\* | CyberTAN Technology, Inc. | 972779 | 839977 |
|  | Cystech Electronics Corp. | 15750 | 38692 |
|  | DA CIN Construction Co. Ltd. | 881368 | 1878626 |
|  | Dafeng TV Ltd. | 304870 | 486067 |
|  # | Dah San Electric Wire & Cable Co. Ltd. | 152880 | 228759 |
|  | Da-Li Development Co. Ltd. | 1578581 | 2527748 |
|  # | Darfon Electronics Corp. | 658550 | 769396 |
|  | Darwin Precisions Corp. | 636771 | 231248 |
|  # | Daxin Materials Corp. | 191200 | 2360802 |
|  # | De Licacy Industrial Co. Ltd. | 256803 | 90820 |
|  | Delpha Construction Co. Ltd. | 180000 | 173060 |
|  # | Depo Auto Parts Ind Co. Ltd. | 302000 | 1337857 |
|  | DFI, Inc. | 8000 | 17712 |
|  # | Dimerco Data System Corp. | 208612 | 827319 |
|  | Dimerco Express Corp. | 453945 | 1186754 |
|  # | D-Link Corp. | 1250855 | 675991 |
|  | Donpon Precision, Inc. | 96600 | 149272 |
|  | Dr. Wu Skincare Co. Ltd. | 57000 | 223288 |
|  | Draytek Corp. | 182000 | 161371 |
|  | Drewloong Precision, Inc. | 51412 | 252760 |
|  | Dyaco International, Inc. | 60080 | 44398 |
|  # | Dynamic Holding Co. Ltd. | 732707 | 2129675 |
|  # | Dynapack International Technology Corp. | 480000 | 4766270 |
|  # | Eastech Holding Ltd. | 110000 | 388427 |
|  | Eastern Media International Corp. | 640353 | 428983 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) |
|  | eCloudvalley Digital Technology Co. Ltd. | 9000 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20945 |
|  | ECOVE Environment Corp. | 113000 | 1061722 |
|  # | Edimax Technology Co. Ltd. | 599108 | 383895 |
|  # | Edison Opto Corp. | 204749 | 118864 |
|  #\* | Edom Technology Co. Ltd. | 732964 | 900491 |
|  # | eGalax_eMPIA Technology, Inc. | 127777 | 158027 |
|  #\* | Egis Technology, Inc. | 73000 | 324936 |
|  # | Elan Microelectronics Corp. | 907400 | 3644341 |
|  | E-Lead Electronic Co. Ltd. | 181873 | 260105 |
|  | E-LIFE MALL Corp. | 295000 | 635421 |
|  # | Elite Advanced Laser Corp. | 531226 | 4689315 |
|  # | Elite Semiconductor Microelectronics Technology, Inc. | 813200 | 2368474 |
|  | Elitegroup Computer Systems Co. Ltd. | 786254 | 516678 |
|  # | Emerging Display Technologies Corp. | 462000 | 309526 |
|  | ENE Technology, Inc. | 24000 | 25664 |
|  | Ennoconn Corp. | 204938 | 1942146 |
|  # | Ennostar, Inc. | 1448462 | 1610196 |
|  | EnTie Commercial Bank Co. Ltd. | 1631603 | 699285 |
|  | EOI Investment Holdings Co. Ltd. | 269000 | 164947 |
|  #\* | Epileds Technologies, Inc. | 108000 | 68100 |
|  | Eson Precision Ind Co. Ltd. | 272000 | 728327 |
|  # | Eternal Materials Co. Ltd. | 2656985 | 3519855 |
|  # | Eurocharm Holdings Co. Ltd. | 102000 | 409997 |
|  # | Ever Supreme Bio Technology Co. Ltd. | 146225 | 767280 |
|  \* | Everest Textile Co. Ltd. | 610762 | 112375 |
|  | Evergreen Aviation Technologies Corp. | 171000 | 821467 |
|  | Evergreen International Storage & Transport Corp. | 795000 | 1479145 |

---

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##### [**Table of Contents**](#toc)
**THE EMERGING MARKETS SMALL CAP SERIES** 

**CONTINUED** 

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) |
|  | EVERGREEN Steel Corp. | 421000 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1453615 |
|  # | Everlight Chemical Industrial Corp. | 1420606 | 862592 |
|  # | Everlight Electronics Co. Ltd. | 1251000 | 2378977 |
|  | Evertop Wire Cable Corp. | 197000 | 217124 |
|  | Excelsior Medical Co. Ltd. | 437834 | 1208416 |
|  | Far Eastern Department Stores Ltd. | 3000000 | 2108896 |
|  | Far Eastern International Bank | 8657051 | 3556324 |
|  # | Faraday Technology Corp. | 132000 | 779254 |
|  # | Farglory F T Z Investment Holding Co. Ltd. | 445709 | 701872 |
|  # | Farglory Land Development Co. Ltd. | 657000 | 1151078 |
|  #\* | Federal Corp. | 1194238 | 765763 |
|  # | Feedback Technology Corp. | 102222 | 357928 |
|  | Feng Hsin Steel Co. Ltd. | 1642100 | 3377728 |
|  # | FineTek Co. Ltd. | 54557 | 203267 |
|  # | Firich Enterprises Co. Ltd. | 606514 | 469072 |
|  # | First Copper Technology Co. Ltd. | 80000 | 108703 |
|  # | First Hi-Tec Enterprise Co. Ltd. | 189580 | 2161382 |
|  | First Hotel | 713350 | 300372 |
|  # | First Insurance Co. Ltd. | 900179 | 769057 |
|  \* | First Steamship Co. Ltd. | 1862612 | 348728 |
|  # | FIT Holding Co. Ltd. | 206456 | 248483 |
|  | Fitipower Integrated Technology, Inc. | 106350 | 524080 |
|  #\* | Fittech Co. Ltd. | 53785 | 120088 |
|  \* | FLEXium Interconnect, Inc. | 817087 | 1674563 |
|  # | Flytech Technology Co. Ltd. | 369309 | 1273297 |
|  # | FocalTech Systems Co. Ltd. | 183000 | 350366 |
|  # | Forcecon Tech Co. Ltd. | 198685 | 704784 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) |
|  | Forest Water Environment Engineering Co. Ltd. | 45408 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;59404 |
|  # | Formosa Advanced Technologies Co. Ltd. | 514000 | 632475 |
|  | Formosa International Hotels Corp. | 161329 | 998653 |
|  | Formosa Laboratories, Inc. | 261089 | 525284 |
|  | Formosa Oilseed Processing Co. Ltd. | 246548 | 245158 |
|  # | Formosa Optical Technology Co. Ltd. | 128000 | 406497 |
|  # | Formosa Sumco Technology Corp. | 62000 | 200290 |
|  # | Formosa Taffeta Co. Ltd. | 451000 | 218141 |
|  # | Formosan Rubber Group, Inc. | 644956 | 497809 |
|  # | Formosan Union Chemical Corp. | 893733 | 483096 |
|  | Founding Construction & Development Co. Ltd. | 629623 | 304907 |
|  # | Foxsemicon Integrated Technology, Inc. | 248027 | 2972711 |
|  | Franbo Lines Corp. | 53328 | 37375 |
|  | Froch Enterprise Co. Ltd. | 581189 | 262352 |
|  # | FSP Technology, Inc. | 549427 | 1079794 |
|  | Fu Chun Shin Machinery Manufacture Co. Ltd. | 146000 | 92647 |
|  # | Fu Hua Innovation Co. Ltd. | 1044627 | 664855 |
|  # | Fulgent Sun International Holding Co. Ltd. | 453958 | 1412783 |
|  | Fullerton Technology Co. Ltd. | 233600 | 178523 |
|  #\* | Fulltech Fiber Glass Corp. | 1443185 | 3377389 |
|  # | Fusheng Precision Co. Ltd. | 273000 | 2147211 |
|  | Fwusow Industry Co. Ltd. | 652943 | 289493 |
|  # | G Shank Enterprise Co. Ltd. | 506474 | 1580417 |

---

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**THE EMERGING MARKETS SMALL CAP SERIES** 

**CONTINUED** 

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) |
|  | Gallant Micro Machining Co. Ltd. | 2000 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;41024 |
|  # | Gamania Digital Entertainment Co. Ltd. | 354000 | 682543 |
|  #\* | GCS Holdings, Inc. | 260000 | 1533024 |
|  # | GEM Services, Inc. | 142570 | 377337 |
|  | Gemtek Technology Corp. | 966219 | 820288 |
|  \* | General Interface Solution GIS Holding Ltd. | 46000 | 73670 |
|  # | General Plastic Industrial Co. Ltd. | 196357 | 179120 |
|  | Generalplus Technology, Inc. | 195000 | 247697 |
|  # | Genesys Logic, Inc. | 208000 | 726119 |
|  | Genius Electronic Optical Co. Ltd. | 151917 | 2064273 |
|  # | GeoVision, Inc. | 74725 | 112078 |
|  | Getac Holdings Corp. | 493360 | 2210043 |
|  | GFC Ltd. | 229600 | 925820 |
|  # | Giant Manufacturing Co. Ltd. | 85000 | 280044 |
|  \* | Giantplus Technology Co. Ltd. | 700900 | 270544 |
|  \* | Gigasolar Materials Corp. | 36400 | 80139 |
|  #\* | Gigastorage Corp. | 764965 | 470365 |
|  | Global Brands Manufacture Ltd. | 895061 | 3385127 |
|  # | Global Lighting Technologies, Inc. | 284000 | 385017 |
|  # | Global Mixed Mode Technology, Inc. | 222000 | 1679127 |
|  # | Global PMX Co. Ltd. | 134000 | 619559 |
|  | Globe Union Industrial Corp. | 355230 | 118801 |
|  # | Gloria Material Technology Corp. | 1210547 | 1337030 |
|  | GMI Technology, Inc. | 42573 | 53778 |
|  # | Golden Long Teng Development Co. Ltd. | 107000 | 95682 |
|  | Goldsun Building Materials Co. Ltd. | 2513587 | 2955188 |
|  | Good Finance Securities Co. Ltd. | 17000 | 14157 |
|  # | Good Will Instrument Co. Ltd. | 238869 | 442126 |
|  # | Gordon Auto Body Parts | 315000 | 324343 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) |
|  | Gourmet Master Co. Ltd. | 102000 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;231356 |
|  # | Grand Fortune Securities Co. Ltd. | 878683 | 339517 |
|  #\* | Grand Pacific Petrochemical | 3405280 | 1140332 |
|  | Grand Process Technology Corp. | 79000 | 3712431 |
|  | GrandTech CG Systems, Inc. | 204797 | 358747 |
|  | Grape King Bio Ltd. | 408000 | 1637431 |
|  # | Great China Metal Industry | 483000 | 315677 |
|  # | Great Taipei Gas Co. Ltd. | 1444000 | 1408604 |
|  | Great Tree Pharmacy Co. Ltd. | 157583 | 565602 |
|  | Great Wall Enterprise Co. Ltd. | 2255001 | 3808554 |
|  | Greatek Electronics, Inc. | 978000 | 2236414 |
|  # | Green World FinTech Service Co. Ltd. | 167000 | 323207 |
|  # | Group Up Industrial Co. Ltd. | 98000 | 884506 |
|  # | GTM Holdings Corp. | 431150 | 425363 |
|  # | Gudeng Precision Industrial Co. Ltd. | 130094 | 1484213 |
|  | Hannstar Board Corp. | 870277 | 2662055 |
|  #\* | HannStar Display Corp. | 3921505 | 909222 |
|  \* | HannsTouch Holdings Co. | 1184782 | 246357 |
|  # | Hanpin Electron Co. Ltd. | 170000 | 254018 |
|  #\* | Harvatek Corp. | 513949 | 337852 |
|  # | Heran Co. Ltd. | 36000 | 74523 |
|  | Hey Song Corp. | 1451750 | 1761798 |
|  | Hi-Clearance, Inc. | 100290 | 448572 |
|  # | Highlight Tech Corp. | 257024 | 367284 |
|  | Hi-Lai Foods Co. Ltd. | 20000 | 104023 |
|  # | HIM International Music, Inc. | 60710 | 184557 |
|  #\* | Hitron Technology, Inc. | 447557 | 352527 |
|  | Hiwin Technologies Corp. | 69000 | 498189 |
|  # | Hiyes International Co. Ltd. | 43667 | 118587 |
|  | Ho Tung Chemical Corp. | 2214684 | 589797 |
|  # | Hocheng Corp. | 783734 | 455472 |

---

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**THE EMERGING MARKETS SMALL CAP SERIES** 

**CONTINUED** 

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) |
|  # | Holdings-Key Electric Wire & Cable Co. Ltd. | 164726 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;238187 |
|  # | Holiday Entertainment Co. Ltd. | 162430 | 320097 |
|  #\* | Holtek Semiconductor, Inc. | 549000 | 721185 |
|  | Holy Stone Enterprise Co. Ltd. | 532655 | 1970679 |
|  # | Hong Pu Real Estate Development Co. Ltd. | 756185 | 641142 |
|  | Hong TAI Electric Industrial | 794000 | 1015017 |
|  | Hong YI Fiber Industry Co. | 75652 | 28404 |
|  # | Horizon Securities Co. Ltd. | 1136320 | 402287 |
|  # | Hota Industrial Manufacturing Co. Ltd. | 594299 | 1145509 |
|  # | Hotai Finance Co. Ltd. | 86000 | 172121 |
|  | Hsin Kuang Steel Co. Ltd. | 356000 | 459079 |
|  | Hsin Yung Chien Co. Ltd. | 157255 | 460260 |
|  # | Hsing TA Cement Co. | 488162 | 245520 |
|  #\* | HTC Corp. | 1637000 | 2670471 |
|  # | Hu Lane Associate, Inc. | 270931 | 1157678 |
|  # | HUA ENG Wire & Cable Co. Ltd. | 1109565 | 1187471 |
|  | Huaku Development Co. Ltd. | 949196 | 3210765 |
|  # | Huang Hsiang Construction Corp. | 231922 | 310572 |
|  # | Hung Ching Development & Construction Co. Ltd. | 598000 | 529985 |
|  # | Hung Sheng Construction Ltd. | 1026251 | 710875 |
|  | Huxen Corp. | 119244 | 187670 |
|  # | Hwa Fong Rubber Industrial Co. Ltd. | 717812 | 352319 |
|  # | Hwacom Systems, Inc. | 234000 | 185453 |
|  # | Hwang Chang General Contractor Co. Ltd. | 527303 | 1185384 |
|  | IBF Financial Holdings Co. Ltd. | 9211827 | 4561437 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) |
|  | Ichia Technologies, Inc. | 673000 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1109599 |
|  # | I-Chiun Precision Industry Co. Ltd. | 122000 | 290115 |
|  # | IEI Integration Corp. | 337832 | 734023 |
|  # | Infortrend Technology, Inc. | 695163 | 516775 |
|  # | Info-Tek Corp. | 203000 | 240819 |
|  # | Ingentec Corp. | 61009 | 494617 |
|  | Innodisk Corp. | 266022 | 3713214 |
|  | Inpaq Technology Co. Ltd. | 291524 | 821165 |
|  # | Insyde Software Corp. | 116400 | 858407 |
|  # | Intai Technology Corp. | 135400 | 439692 |
|  # | Integrated Service Technology, Inc. | 243091 | 870526 |
|  \* | IntelliEPI, Inc. | 13000 | 65901 |
|  | Interactive Digital Technologies, Inc. | 36000 | 86584 |
|  \* | International CSRC Investment Holdings Co. | 778363 | 258546 |
|  # | Iron Force Industrial Co. Ltd. | 122786 | 378773 |
|  # | I-Sheng Electric Wire & Cable Co. Ltd. | 489000 | 736485 |
|  | ITE Technology, Inc. | 446095 | 1886061 |
|  # | ITEQ Corp. | 689040 | 2608818 |
|  # | Jarllytec Co. Ltd. | 168100 | 534623 |
|  # | Jean Co. Ltd. | 291556 | 241488 |
|  # | Jetwell Computer Co. Ltd. | 17920 | 103072 |
|  # | Jia Wei Lifestyle, Inc. | 29950 | 38762 |
|  | Jih Lin Technology Co. Ltd. | 22000 | 38364 |
|  # | Jiin Yeeh Ding Enterprise Co. Ltd. | 149200 | 311516 |
|  # | Johnson Health Tech Co. Ltd. | 158000 | 818216 |
|  # | JPC connectivity, Inc. | 269925 | 1458785 |
|  | JPP Holding Co. Ltd. | 21001 | 216230 |
|  # | K Laser Technology, Inc. | 507000 | 256919 |
|  # | Kaimei Electronic Corp. | 278183 | 845134 |
|  | Kaori Heat Treatment Co. Ltd. | 225197 | 4536983 |
|  # | Kedge Construction Co. Ltd. | 44663 | 127568 |
|  | Keding Enterprises Co. Ltd. | 5000 | 17966 |

---

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**THE EMERGING MARKETS SMALL CAP SERIES** 

**CONTINUED** 

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) |
|  # | KEE TAI Properties Co. Ltd. | 1154885 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;396058 |
|  | Kenda Rubber Industrial Co. Ltd. | 1104155 | 718980 |
|  # | Kerry TJ Logistics Co. Ltd. | 732000 | 800146 |
|  # | Keystone Microtech Corp. | 48000 | 659772 |
|  # | KHGEARS International Ltd. | 50000 | 282065 |
|  # | Kindom Development Co. Ltd. | 1327590 | 1435634 |
|  | King Chou Marine Technology Co. Ltd. | 168920 | 281457 |
|  | King Polytechnic Engineering Co. Ltd. | 111300 | 164601 |
|  #\* | King's Town Construction Co. Ltd. | 333074 | 451296 |
|  # | Kinik Co. | 318000 | 3228773 |
|  #\* | Kinko Optical Co. Ltd. | 344103 | 512044 |
|  # | Kinpo Electronics | 3476157 | 2558104 |
|  | Kinsus Interconnect Technology Corp. | 706000 | 3115906 |
|  | KMC Kuei Meng International, Inc. | 120253 | 351842 |
|  # | KNH Enterprise Co. Ltd. | 483020 | 265955 |
|  # | KS Terminals, Inc. | 389482 | 633677 |
|  # | Kung Long Batteries Industrial Co. Ltd. | 244000 | 963222 |
|  \* | Kung Sing Engineering Corp. | 1126290 | 424157 |
|  # | Kuo Toong International Co. Ltd. | 662648 | 1241945 |
|  #\* | Kuo Yang Construction Co. Ltd. | 512899 | 314085 |
|  # | Kwong Fong Industries Corp. | 313691 | 115684 |
|  | Kwong Lung Enterprise Co. Ltd. | 316000 | 491213 |
|  | L&K Engineering Co. Ltd. | 528580 | 8177201 |
|  # | La Kaffa International Co. Ltd. | 56701 | 136628 |
|  \* | LAN FA Textile | 680933 | 264683 |
|  # | Lanner Electronics, Inc. | 295650 | 772802 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) |
|  # | Laser Tek Taiwan Co. Ltd. | 240128 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;403370 |
|  | Laster Tech Co. Ltd. | 65638 | 44320 |
|  \* | Leader Electronics, Inc. | 171499 | 61661 |
|  #\* | Lealea Enterprise Co. Ltd. | 1737967 | 367799 |
|  # | LEE CHI Enterprises Co. Ltd. | 388000 | 148698 |
|  # | Lelon Electronics Corp. | 317327 | 1119542 |
|  # | Lemtech Holdings Co. Ltd. | 91407 | 237277 |
|  | Leo Systems, Inc. | 76000 | 87819 |
|  \* | Leofoo Development Co. Ltd. | 130278 | 71341 |
|  \* | Li Peng Enterprise Co. Ltd. | 1449897 | 261495 |
|  # | Lian HWA Food Corp. | 414294 | 1491934 |
|  # | Lingsen Precision Industries Ltd. | 1105506 | 737923 |
|  # | Lintes Technology Co. Ltd. | 12573 | 37483 |
|  | Lion Travel Service Co. Ltd. | 142000 | 723945 |
|  # | Liton Technology Corp. | 106000 | 164266 |
|  \* | Long Bon International Co. Ltd. | 469274 | 224301 |
|  # | Long Da Construction & Development Corp. | 157000 | 145563 |
|  #\* | Longchen Paper & Packaging Co. Ltd. | 1748637 | 531771 |
|  # | Longwell Co. | 400000 | 2433167 |
|  # | Loop Telecommunication International, Inc. | 45000 | 66530 |
|  | Lotus Pharmaceutical Co. Ltd. | 49000 | 470072 |
|  | Lucky Cement Corp. | 540000 | 262462 |
|  # | Lumax International Corp. Ltd. | 303832 | 976249 |
|  #\* | Lung Yen Life Service Corp. | 407000 | 687974 |
|  | Lungteh Shipbuilding Co. Ltd. | 100800 | 392557 |
|  | Macauto Industrial Co. Ltd. | 29000 | 56082 |
|  | Macroblock, Inc. | 38000 | 72563 |
|  #\* | Macronix International Co. Ltd. | 4341000 | 4376310 |

---

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**THE EMERGING MARKETS SMALL CAP SERIES** 

**CONTINUED** 

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) |
|  | MacroWell OMG Digital Entertainment Co. Ltd. | 15000 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;39891 |
|  | Makalot Industrial Co. Ltd. | 106000 | 924841 |
|  # | Marketech International Corp. | 227000 | 1805378 |
|  # | Materials Analysis Technology, Inc. | 161320 | 1062703 |
|  | Maxigen Biotech, Inc. | 48600 | 67048 |
|  # | Mayer Steel Pipe Corp. | 621080 | 480388 |
|  | Maywufa Co. Ltd. | 69322 | 49135 |
|  #\* | Mechema Chemicals International Corp. | 67000 | 158980 |
|  # | Megaforce Co. Ltd. | 107000 | 143565 |
|  | Meiloon Industrial Co. | 266184 | 203083 |
|  # | Mercuries & Associates Holding Ltd. | 1697367 | 788586 |
|  \* | Mercuries Life Insurance Co. Ltd. | 4102511 | 964544 |
|  # | Merry Electronics Co. Ltd. | 559801 | 1859972 |
|  # | METAAGE Corp. | 81000 | 136751 |
|  \* | Microbio Co. Ltd. | 492897 | 352505 |
|  # | Mildef Crete, Inc. | 193000 | 671636 |
|  | Mitac Holdings Corp. | 2540909 | 8201943 |
|  \* | Mobiletron Electronics Co. Ltd. | 115800 | 113045 |
|  | momo.com, Inc. | 21000 | 159097 |
|  #\* | MOSA Industrial Corp. | 200170 | 110084 |
|  # | Mosel Vitelic, Inc. | 112000 | 123425 |
|  | Motech Industries, Inc. | 454000 | 250489 |
|  | MPI Corp. | 138000 | 9357068 |
|  # | MSSCORPS Co. Ltd. | 101534 | 563192 |
|  | Nak Sealing Technologies Corp. | 173954 | 601286 |
|  # | Namchow Holdings Co. Ltd. | 565000 | 710901 |
|  | Nan Juen International Co. Ltd. | 2000 | 18207 |
|  # | Nan Kang Rubber Tire Co. Ltd. | 112135 | 131795 |
|  | Nan Pao Resins Chemical Co. Ltd. | 71000 | 845959 |
|  #\* | Nan Ren Lake Leisure Amusement Co. Ltd. | 438317 | 141442 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) |
|  | Nang Kuang Pharmaceutical Co. Ltd. | 162000 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;204553 |
|  # | Nantex Industry Co. Ltd. | 927606 | 672048 |
|  # | National Aerospace Fasteners Corp. | 74000 | 258358 |
|  # | National Petroleum Co. Ltd. | 227824 | 424617 |
|  # | Netronix, Inc. | 209000 | 913628 |
|  \* | New Asia Construction & Development Corp. | 265000 | 127360 |
|  | New Best Wire Industrial Co. Ltd. | 195600 | 185609 |
|  #\* | Newmax Technology Co. Ltd. | 99000 | 98537 |
|  # | Nichidenbo Corp. | 636417 | 1864044 |
|  # | Nidec Chaun-Choung Technology Corp. | 110000 | 485572 |
|  # | Niko Semiconductor Co. Ltd. | 279175 | 512209 |
|  # | Nishoku Technology, Inc. | 132400 | 545711 |
|  | North-Star International Co. Ltd. | 22000 | 18903 |
|  # | Nova Technology Corp. | 84000 | 469097 |
|  | Nuvoton Technology Corp. | 70000 | 139622 |
|  | O-Bank Co. Ltd. | 2729071 | 802941 |
|  # | Ocean Plastics Co. Ltd. | 764200 | 894095 |
|  | Optimax Technology Corp. | 176000 | 114635 |
|  | Orient Semiconductor Electronics Ltd. | 1061599 | 1666990 |
|  \* | Oriental Union Chemical Corp. | 447267 | 173682 |
|  # | O-TA Precision Industry Co. Ltd. | 216227 | 521773 |
|  | Pacific Construction Co. | 888921 | 275322 |
|  # | Pacific Hospital Supply Co. Ltd. | 255209 | 733845 |
|  | Paiho Shih Holdings Corp. | 528738 | 427950 |
|  # | Pan German Universal Motors Ltd. | 36000 | 339647 |
|  | Pan Jit International, Inc. | 988486 | 2698447 |

---

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**CONTINUED** 

---

| | | | |
|:---|:---|:---|:---|
| | | **Shares** | **Value»** |
|  TAIWAN — (Continued) | TAIWAN — (Continued) |  |  |
|  # | Pan-International Industrial Corp. | 1321747 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2401039 |
|  # | Panion & BF Biotech, Inc. | 135449 | 291545 |
|  | Parade Technologies Ltd. | 51000 | 1123643 |
|  # | Parpro Corp. | 208000 | 355347 |
|  # | PCL Technologies, Inc. | 196400 | 760036 |
|  # | P-Duke Technology Co. Ltd. | 214633 | 711260 |
|  | Pegavision Corp. | 36913 | 408300 |
|  # | PharmaEngine, Inc. | 79000 | 182513 |
|  # | Phoenix Silicon International Corp. | 370293 | 2072431 |
|  | Phoenix Tours International, Inc. | 120120 | 201706 |
|  \* | Phytohealth Corp. | 225000 | 101870 |
|  # | Pixart Imaging, Inc. | 462150 | 3469155 |
|  | Planet Technology Corp. | 160000 | 687845 |
|  | Plastron Precision Co. Ltd. | 336460 | 181359 |
|  # | Polytronics Technology Corp. | 165124 | 246106 |
|  # | Posiflex Technology, Inc. | 118457 | 829941 |
|  | Power Wind Health Industry, Inc. | 110314 | 587212 |
|  \* | Powerchip Semiconductor Manufacturing Corp. | 1071000 | 1087156 |
|  | Poya International Co. Ltd. | 154855 | 2288559 |
|  # | President Securities Corp. | 3057112 | 2351220 |
|  | Primax Electronics Ltd. | 1199000 | 3226153 |
|  # | Prince Housing & Development Corp. | 2369644 | 686707 |
|  # | Pro Hawk Corp. | 50000 | 243835 |
|  | Progate Group Corp. | 14589 | 76502 |
|  # | Promate Electronic Co. Ltd. | 746390 | 1149789 |
|  # | Prosperity Dielectrics Co. Ltd. | 312559 | 596040 |
|  # | PSS Co. Ltd. | 28000 | 137636 |
|  | QST International Corp. | 206099 | 284360 |
|  # | Qualipoly Chemical Corp. | 308048 | 1808362 |

---

---

| | | | |
|:---|:---|:---|:---|
| | | **Shares** | **Value»** |
|  TAIWAN — (Continued) | TAIWAN — (Continued) |  |  |
|  | Quang Viet Enterprise Co. Ltd. | 80231 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;201340 |
|  # | Quanta Storage, Inc. | 548000 | 1887955 |
|  \* | Quintain Steel Co. Ltd. | 902039 | 255496 |
|  # | Radiant Opto-Electronics Corp. | 273000 | 1169433 |
|  | Radium Life Tech Co. Ltd. | 1622794 | 579597 |
|  # | Rafael Microelectronics, Inc. | 27821 | 100461 |
|  # | Raydium Semiconductor Corp. | 137000 | 1082650 |
|  # | Rechi Precision Co. Ltd. | 847181 | 635235 |
|  | Rexon Industrial Corp. Ltd. | 143000 | 128079 |
|  | Rich Development Co. Ltd. | 1111137 | 305960 |
|  | Richmond International Travel & Tours Co. Ltd. | 18500 | 53187 |
|  \* | Ritek Corp. | 1617867 | 523221 |
|  | Ruentex Engineering & Construction Co. | 335227 | 1823439 |
|  | Ruentex Industries Ltd. | 61000 | 106417 |
|  | Run Long Construction Co. Ltd. | 474200 | 585365 |
|  # | Sakura Development Co. Ltd. | 558195 | 871937 |
|  # | Sampo Corp. | 1267861 | 1013830 |
|  # | San Fang Chemical Industry Co. Ltd. | 686647 | 689784 |
|  # | San Fu Chemical Co. Ltd. | 79000 | 278268 |
|  # | San Shing Fastech Corp. | 382875 | 639694 |
|  # | Sanyang Motor Co. Ltd. | 422000 | 828030 |
|  # | Savior Lifetec Corp. | 665000 | 369470 |
|  | SCI Pharmtech, Inc. | 52982 | 99114 |
|  # | Scientech Corp. | 166000 | 1913269 |
|  # | ScinoPharm Taiwan Ltd. | 348000 | 198119 |
|  # | SciVision Biotech, Inc. | 63000 | 183615 |
|  # | SDI Corp. | 398000 | 1101130 |

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**THE EMERGING MARKETS SMALL CAP SERIES** 

**CONTINUED** 

---

| | | | |
|:---|:---|:---|:---|
| | | **Shares** | **Value»** |
|  TAIWAN — (Continued) | TAIWAN — (Continued) |  |  |
|  | Sea Sonic Electronics Co. Ltd. | 81000 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;181165 |
|  | Securitag Assembly Group Co. Ltd. | 5000 | 17201 |
|  | Senao International Co. Ltd. | 300541 | 283473 |
|  # | Senao Networks, Inc. | 94207 | 464748 |
|  | Sensortek Technology Corp. | 57000 | 351869 |
|  | Sercomm Corp. | 818000 | 2621590 |
|  # | Sesoda Corp. | 616803 | 604986 |
|  | Sharehope Medicine Co. Ltd. | 337755 | 266802 |
|  | Sheng Yu Steel Co. Ltd. | 282980 | 194856 |
|  # | ShenMao Technology, Inc. | 355891 | 1169097 |
|  | Shieh Yih Machinery Industry Co. Ltd. | 189000 | 131260 |
|  # | Shih Her Technologies, Inc. | 173880 | 976876 |
|  \* | Shih Wei Navigation Co. Ltd. | 143842 | 81852 |
|  | Shin Hai Gas Corp. | 1245 | 2012 |
|  | Shin Hsiung Natural Gas Co. Ltd. | 35303 | 46626 |
|  # | Shin Ruenn Development Co. Ltd. | 290523 | 550018 |
|  # | Shin Zu Shing Co. Ltd. | 548942 | 3747697 |
|  #\* | Shining Building Business Co. Ltd. | 862814 | 253879 |
|  | Shinkong Insurance Co. Ltd. | 666131 | 2435282 |
|  # | Shinkong Synthetic Fibers Corp. | 4133395 | 1791574 |
|  # | Shinkong Textile Co. Ltd. | 779542 | 1431313 |
|  # | Shiny Chemical Industrial Co. Ltd. | 467360 | 2212446 |
|  #\* | Shuttle, Inc. | 978152 | 588330 |
|  | Sigurd Microelectronics Corp. | 1466907 | 4962922 |
|  # | Silicon Integrated Systems Corp. | 838400 | 1502872 |
|  \* | Silicon Optronics, Inc. | 9000 | 17554 |
|  | Sincere Navigation Corp. | 737139 | 578995 |
|  | Sinher Technology, Inc. | 35000 | 28931 |

---

---

| | | | |
|:---|:---|:---|:---|
| | | **Shares** | **Value»** |
|  TAIWAN — (Continued) | TAIWAN — (Continued) |  |  |
|  # | Sinmag Equipment Corp. | 158056 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;691072 |
|  | Sino-American Silicon Products, Inc. | 341000 | 1379861 |
|  | Sinon Corp. | 1334510 | 1851135 |
|  | SinoPac Financial Holdings Co. Ltd. | 1818017 | 1513305 |
|  | Sinphar Pharmaceutical Co. Ltd. | 351469 | 367724 |
|  | Sinyi Realty, Inc. | 834660 | 614672 |
|  | Sitronix Technology Corp. | 362879 | 2357790 |
|  # | Siward Crystal Technology Co. Ltd. | 491000 | 359233 |
|  \* | Skardin Industrial Corp. | 7000 | 9329 |
|  # | Soft-World International Corp. | 234000 | 775243 |
|  # | Solar Applied Materials Technology Corp. | 1527372 | 2935609 |
|  # | Solteam, Inc. | 233607 | 366146 |
|  # | Song Shang Electronics Co. Ltd. | 76000 | 52956 |
|  # | Sonix Technology Co. Ltd. | 364000 | 415282 |
|  | Southeast Cement Co. Ltd. | 579700 | 312482 |
|  # | Speed Tech Corp. | 321000 | 491838 |
|  # | Sporton International, Inc. | 252231 | 1466658 |
|  | Sports Gear Co. Ltd. | 71000 | 258705 |
|  | St. Shine Optical Co. Ltd. | 11000 | 46682 |
|  # | Standard Chemical & Pharmaceutical Co. Ltd. | 288571 | 520348 |
|  # | Standard Foods Corp. | 583000 | 594902 |
|  # | Stark Technology, Inc. | 334688 | 1736515 |
|  \* | Starlux Airlines Co. Ltd. | 237000 | 184826 |
|  # | S-Tech Corp. | 341032 | 259080 |
|  | Sun Max Tech Ltd. | 17805 | 48438 |
|  \* | Sun Yad Construction Co. Ltd. | 271329 | 138279 |
|  \* | Sunko INK Co. Ltd. | 291400 | 112417 |
|  # | SunMax Biotechnology Co. Ltd. | 96000 | 1217071 |

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**THE EMERGING MARKETS SMALL CAP SERIES** 

**CONTINUED** 

---

| | | | |
|:---|:---|:---|:---|
| | | **Shares** | **Value»** |
|  TAIWAN — (Continued) | TAIWAN — (Continued) |  |  |
|  # | Sunny Friend Environmental Technology Co. Ltd. | 135998 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;365733 |
|  | Sunonwealth Electric Machine Industry Co. Ltd. | 664487 | 3243349 |
|  | Sunplus Innovation Technology, Inc. | 33880 | 148894 |
|  #\* | Sunplus Technology Co. Ltd. | 1577000 | 1100211 |
|  # | Sunrex Technology Corp. | 308612 | 416946 |
|  | Sunspring Metal Corp. | 129069 | 92282 |
|  | Superalloy Industrial Co. Ltd. | 62000 | 95666 |
|  # | Supreme Electronics Co. Ltd. | 1750184 | 3749506 |
|  # | Swancor Holding Co. Ltd. | 108000 | 437005 |
|  | Sweeten Real Estate Development Co. Ltd. | 826504 | 757834 |
|  # | Symtek Automation Asia Co. Ltd. | 188646 | 958491 |
|  | Syncmold Enterprise Corp. | 312750 | 699187 |
|  # | Synmosa Biopharma Corp. | 770304 | 839953 |
|  | Syscom Computer Engineering Co. | 54000 | 100334 |
|  | Systex Corp. | 475388 | 1997872 |
|  # | T3EX Global Holdings Corp. | 264000 | 598455 |
|  | Ta Ya Electric Wire & Cable | 1756020 | 2390807 |
|  | Tah Hsin Industrial Corp. | 216092 | 450239 |
|  | TAI Roun Products Co. Ltd. | 96000 | 40752 |
|  # | TA-I Technology Co. Ltd. | 397788 | 807474 |
|  | Tai Tung Communication Co. Ltd. | 336582 | 248753 |
|  | Taichung Commercial Bank Co. Ltd. | 8777241 | 6101928 |
|  # | TaiDoc Technology Corp. | 185470 | 740919 |
|  # | Taiflex Scientific Co. Ltd. | 687564 | 1516706 |
|  # | Taimide Tech, Inc. | 316262 | 619243 |

---

---

| | | | |
|:---|:---|:---|:---|
| | | **Shares** | **Value»** |
|  TAIWAN — (Continued) | TAIWAN — (Continued) |  |  |
|  # | Tainan Enterprises Co. Ltd. | 238370 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;210428 |
|  | Tainan Spinning Co. Ltd. | 3580044 | 1465442 |
|  # | Tai-Saw Technology Co. Ltd. | 235120 | 188665 |
|  | TaiSol Electronics Co. Ltd. | 129000 | 221482 |
|  # | Taisun Enterprise Co. Ltd. | 403648 | 242678 |
|  # | Taita Chemical Co. Ltd. | 838828 | 299559 |
|  # | TAI-TECH Advanced Electronics Co. Ltd. | 153000 | 746563 |
|  # | Taiwan Chinsan Electronic Industrial Co. Ltd. | 226113 | 315107 |
|  | Taiwan Cogeneration Corp. | 1311845 | 2055966 |
|  # | Taiwan FamilyMart Co. Ltd. | 45000 | 280274 |
|  | Taiwan Fertilizer Co. Ltd. | 818000 | 1278694 |
|  | Taiwan Fire & Marine Insurance Co. Ltd. | 961338 | 1125798 |
|  | Taiwan FU Hsing Industrial Co. Ltd. | 460000 | 768083 |
|  #\* | Taiwan Glass Industry Corp. | 1870000 | 1696678 |
|  # | Taiwan Hon Chuan Enterprise Co. Ltd. | 905159 | 3711250 |
|  | Taiwan Hopax Chemicals Manufacturing Co. Ltd. | 619738 | 630422 |
|  †† | Taiwan Land Development Corp. | 2845991 | 46521 |
|  | Taiwan Line Tek Electronic | 148510 | 118406 |
|  #\* | Taiwan Mask Corp. | 141000 | 175761 |
|  | Taiwan Navigation Co. Ltd. | 730777 | 690706 |
|  | Taiwan Paiho Ltd. | 841287 | 1560711 |
|  | Taiwan PCB Techvest Co. Ltd. | 605238 | 693646 |
|  # | Taiwan Sakura Corp. | 702803 | 1946281 |
|  # | Taiwan Sanyo Electric Co. Ltd. | 426400 | 489880 |
|  | Taiwan Secom Co. Ltd. | 299000 | 1049075 |
|  # | Taiwan Semiconductor Co. Ltd. | 665000 | 1184757 |

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**THE EMERGING MARKETS SMALL CAP SERIES** 

**CONTINUED** 

---

| | | | |
|:---|:---|:---|:---|
| | | **Shares** | **Value»** |
|  TAIWAN — (Continued) | TAIWAN — (Continued) |  |  |
|  # | Taiwan Shin Kong Security Co. Ltd. | 1226577 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1623751 |
|  | Taiwan Steel Union Co. Ltd. | 20000 | 71449 |
|  #\* | Taiwan Styrene Monomer | 1050209 | 287715 |
|  | Taiwan Surface Mounting Technology Corp. | 856388 | 3052895 |
|  # | Taiwan Taxi Co. Ltd. | 85888 | 368426 |
|  #\* | Taiwan TEA Corp. | 1343897 | 606844 |
|  | Taiwan Union Technology Corp. | 695000 | 8665625 |
|  #\* | Taiwan-Asia Semiconductor Corp. | 1077804 | 843804 |
|  # | Taiyen Biotech Co. Ltd. | 383883 | 397906 |
|  \* | TBI Motion Technology Co. Ltd. | 60000 | 75308 |
|  # | TCI Co. Ltd. | 234746 | 866479 |
|  | Te Chang Construction Co. Ltd. | 258206 | 519312 |
|  | Tehmag Foods Corp. | 116380 | 1111487 |
|  | Ten Ren Tea Co. Ltd. | 134980 | 134892 |
|  # | Test Research, Inc. | 551820 | 2795990 |
|  | Test Rite International Co. Ltd. | 417495 | 275673 |
|  \* | Thermaltake Technology Co. Ltd. | 35000 | 36034 |
|  # | Thinking Electronic Industrial Co. Ltd. | 241204 | 1476375 |
|  # | Thye Ming Industrial Co. Ltd. | 353135 | 621492 |
|  | Tofu Restaurant Co. Ltd. | 6000 | 39002 |
|  | Ton Yi Industrial Corp. | 2240644 | 1307719 |
|  | Tong Hsing Electronic Industries Ltd. | 440681 | 1790165 |
|  | Tong Yang Industry Co. Ltd. | 1038741 | 3258961 |
|  # | Tong-Tai Machine & Tool Co. Ltd. | 471892 | 496046 |
|  # | Top Union Electronics Corp. | 236147 | 230169 |
|  | Topco Scientific Co. Ltd. | 494356 | 5477627 |
|  | Topco Technologies Corp. | 115720 | 233364 |

---

---

| | | | |
|:---|:---|:---|:---|
| | | **Shares** | **Value»** |
|  TAIWAN — (Continued) | TAIWAN — (Continued) |  |  |
|  | Topkey Corp. | 222000 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1342860 |
|  # | Topoint Technology Co. Ltd. | 428898 | 1640476 |
|  # | TPK Holding Co. Ltd. | 714000 | 841757 |
|  # | Trade-Van Information Services Co. | 255000 | 796510 |
|  | Transart Graphics Co. Ltd. | 8000 | 10850 |
|  # | Transcend Information, Inc. | 546000 | 2338388 |
|  | Transcom, Inc. | 166023 | 730550 |
|  # | Trusval Technology Co. Ltd. | 67221 | 563356 |
|  # | TSC Auto ID Technology Co. Ltd. | 104296 | 662154 |
|  \* | TSEC Corp. | 389584 | 177410 |
|  | TSRC Corp. | 191200 | 93082 |
|  # | Ttet Union Corp. | 153000 | 719083 |
|  # | TTFB Co. Ltd. | 53400 | 317573 |
|  | TTY Biopharm Co. Ltd. | 493979 | 1276918 |
|  #\* | Tul Corp. | 58000 | 143396 |
|  | Tung Ho Steel Enterprise Corp. | 1527630 | 3116440 |
|  | Tung Thih Electronic Co. Ltd. | 18824 | 44686 |
|  # | TURVO International Co. Ltd. | 98922 | 644744 |
|  | TXC Corp. | 936053 | 2702581 |
|  # | TYC Brother Industrial Co. Ltd. | 454980 | 707530 |
|  \* | Tycoons Group Enterprise | 673779 | 172285 |
|  # | Tyntek Corp. | 1029039 | 583752 |
|  #\* | U-BEST Innovative Technology Co. Ltd. | 316000 | 189078 |
|  | Ubright Optronics Corp. | 20000 | 41127 |
|  # | UDE Corp. | 251000 | 860969 |
|  | Ultra Chip, Inc. | 8000 | 11810 |
|  # | U-Ming Marine Transport Corp. | 1358000 | 2453434 |
|  # | Unic Technology Corp. | 193000 | 145340 |
|  | Union Bank of Taiwan  | 8840501 | 5326930 |
|  | Union Insurance Co. Ltd. | 45000 | 39236 |
|  | Unitech Computer Co. Ltd. | 341804 | 461664 |
|  # | Unitech Printed Circuit Board Corp. | 1985519 | 1690771 |
|  | United Alloy-Tech Co. | 9000 | 15764 |

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**THE EMERGING MARKETS SMALL CAP SERIES** 

**CONTINUED** 

---

| | | | |
|:---|:---|:---|:---|
| | | **Shares** | **Value»** |
|  TAIWAN — (Continued) | TAIWAN — (Continued) |  |  |
|  | United Integrated Services Co. Ltd. | 348951 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9712960 |
|  | United Orthopedic Corp. | 230935 | 933590 |
|  # | United Radiant Technology | 140000 | 96575 |
|  \* | United Renewable Energy Co. Ltd. | 1804437 | 400376 |
|  \*†† | Unity Opto Technology Co. Ltd. | 2760500 | 0 |
|  # | Univacco Technology, Inc. | 125000 | 183789 |
|  | Universal Cement Corp. | 1556341 | 1566239 |
|  # | Universal Microwave Technology, Inc. | 57000 | 812555 |
|  | Universal Vision Biotechnology Co. Ltd. | 72652 | 337660 |
|  # | UPC Technology Corp. | 1971124 | 648430 |
|  # | Userjoy Technology Co. Ltd. | 215367 | 540912 |
|  # | USI Corp. | 1812156 | 608709 |
|  \* | Usun Technology Co. Ltd. | 14000 | 21029 |
|  # | Utechzone Co. Ltd. | 189000 | 532527 |
|  # | UVAT Technology Co. Ltd. | 59000 | 113918 |
|  | Value Valves Co. Ltd. | 27000 | 73524 |
|  | Ve Wong Corp. | 556696 | 714838 |
|  # | Ventec International Group Co. Ltd. | 27000 | 78487 |
|  | VIA Labs, Inc. | 9000 | 24151 |
|  # | Via Technologies, Inc. | 136000 | 231444 |
|  # | Visco Vision, Inc. | 71000 | 458182 |
|  # | Visual Photonics Epitaxy Co. Ltd. | 522772 | 2338738 |
|  # | Vivotek, Inc. | 117704 | 313226 |
|  | Vizionfocus, Inc. | 3000 | 17505 |
|  | VSO Electronics Co. Ltd. | 6000 | 28460 |
|  #\* | Wafer Works Corp. | 1329443 | 1347925 |
|  | Waffer Technology Corp. | 333821 | 765153 |
|  | Wah Hong Industrial Corp. | 144021 | 157167 |
|  # | Wah Lee Industrial Corp. | 556300 | 1629128 |
|  # | Walsin Technology Corp. | 583000 | 2339254 |
|  # | Walton Advanced Engineering, Inc. | 719197 | 559258 |

---

---

| | | | |
|:---|:---|:---|:---|
| | | **Shares** | **Value»** |
|  TAIWAN — (Continued) | TAIWAN — (Continued) |  |  |
|  | WAN HWA Enterprise Co. | 374238 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;134389 |
|  \* | We & Win Development Co. Ltd. | 84000 | 30396 |
|  | WEI Chih Steel Industrial Co. Ltd. | 51000 | 26516 |
|  # | Wei Chuan Foods Corp. | 660000 | 322871 |
|  # | Weikeng Industrial Co. Ltd. | 1269459 | 1210551 |
|  # | Well Shin Technology Co. Ltd. | 319000 | 544638 |
|  | Weltrend Semiconductor | 26000 | 40654 |
|  # | Wholetech System Hitech Ltd. | 180000 | 706885 |
|  | Win Semiconductors Corp. | 545000 | 1894554 |
|  # | Winmate, Inc. | 130000 | 694707 |
|  # | Winstek Semiconductor Co. Ltd. | 234000 | 725863 |
|  \*†† | Wintek Corp. | 5447000 | 0 |
|  | WinWay Technology Co. Ltd. | 50000 | 4243184 |
|  # | Wisdom Marine Lines Co. Ltd. | 1181241 | 2420046 |
|  # | Wiselink Co. Ltd. | 174731 | 1046474 |
|  # | WITS Corp. | 87901 | 353747 |
|  | WNC Corp. | 586184 | 2378630 |
|  # | Wonderful Hi-Tech Co. Ltd. | 299000 | 443796 |
|  | Wowprime Corp. | 225400 | 1578460 |
|  # | WUS Printed Circuit Co. Ltd. | 529737 | 1745719 |
|  | XAC Automation Corp. | 40000 | 38971 |
|  | XinTec, Inc. | 336000 | 1662914 |
|  # | Xxentria Technology Materials Corp. | 409160 | 459287 |
|  # | Yankey Engineering Co. Ltd. | 95222 | 1420221 |
|  # | YC INOX Co. Ltd. | 1111699 | 694461 |
|  # | Yea Shin International Development Co. Ltd. | 850753 | 684090 |
|  # | Yem Chio Co. Ltd. | 1125188 | 484457 |
|  | Yen Sun Technology Corp. | 126000 | 188821 |
|  \* | Yeong Guan Energy Technology Group Co. Ltd. | 54000 | 34927 |

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**THE EMERGING MARKETS SMALL CAP SERIES** 

**CONTINUED** 

---

| | | | |
|:---|:---|:---|:---|
| | | **Shares** | **Value»** |
|  TAIWAN — (Continued) | TAIWAN — (Continued) |  |  |
|  | YFY, Inc. | 1736212 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1431802 |
|  | Yi Jinn Industrial Co. Ltd. | 702748 | 372385 |
|  \* | Yieh Phui Enterprise Co. Ltd. | 3354424 | 1606666 |
|  | Young Fast Optoelectronics Co. Ltd. | 297872 | 527674 |
|  \* | Young Optics, Inc. | 50000 | 88812 |
|  | Youngtek Electronics Corp. | 269666 | 515382 |
|  | Yuanta Futures Co. Ltd. | 371200 | 1086176 |
|  | Yuen Foong Yu Consumer Products Co. Ltd. | 131000 | 163541 |
|  | Yulon Finance Corp. | 195100 | 609275 |
|  | Yulon Motor Co. Ltd. | 95000 | 101291 |
|  # | Yung Chi Paint & Varnish Manufacturing Co. Ltd. | 250869 | 611382 |
|  # | Yungshin Construction & Development Co. Ltd. | 342000 | 849124 |
|  # | YungShin Global Holding Corp. | 758015 | 1387778 |
|  # | Yusin Holding Corp. | 24086 | 54026 |
|  # | Zeng Hsing Industrial Co. Ltd. | 148726 | 445645 |
|  | Zenitron Corp. | 635000 | 712651 |
|  # | Zero One Technology Co. Ltd. | 469226 | 1742205 |
|  #\* | Zig Sheng Industrial Co. Ltd. | 1224732 | 307276 |
|  | ZillTek Technology Corp. | 7000 | 45899 |
|  \* | Zinwell Corp. | 146586 | 67264 |
|  | Zippy Technology Corp. | 409948 | 689262 |
|  | Zyxel Group Corp. | 859225 | 977903 |
|  TOTAL TAIWAN | TOTAL TAIWAN | TOTAL TAIWAN | 733879896 |
|  THAILAND — (0.9%) | THAILAND — (0.9%) |  |  |
|  | AAPICO Hitech PCL (AH/F TB) | 347932 | 132351 |
|  | AAPICO Hitech PCL (AH-R TB), NVDR | 3870 | 1472 |
|  | Advanced Information Technology PCL, Class F | 2237800 | 333576 |
|  | AEON Thana Sinsap Thailand PCL | 69500 | 226759 |

---

---

| | | | |
|:---|:---|:---|:---|
| | | **Shares** | **Value»** |
|  THAILAND — (Continued) | THAILAND — (Continued) |  |  |
|  | After You PCL | 395600 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;60927 |
|  | Allianz Ayudhya Capital PCL | 106900 | 112405 |
|  | Amata Corp. PCL | 2376310 | 1058261 |
|  | AP Thailand PCL | 4215816 | 1127781 |
|  \* | Asia Aviation PCL, NVDR | 800700 | 30210 |
|  | Asia Plus Group Holdings PCL | 3594300 | 246771 |
|  | Asian Alliance International PCL | 320300 | 51014 |
|  | Asian Sea Corp. PCL | 222200 | 50164 |
|  | Aurora Design PCL | 306500 | 136496 |
|  | B Grimm Power PCL | 688799 | 345092 |
|  | Bangchak Sriracha PCL | 572300 | 78938 |
|  | Bangkok Airways PCL | 570900 | 229525 |
|  | Bangkok Commercial Asset Management PCL | 2456600 | 512820 |
|  | Bangkok Land PCL | 13255199 | 204967 |
|  | Bangkok Life Assurance PCL, NVDR | 51200 | 28502 |
|  | BCPG PCL | 251100 | 64066 |
|  # | BEC World PCL | 1128100 | 68031 |
|  | Betagro PCL | 412100 | 203915 |
|  | BKI Holdings PCL | 180681 | 1709862 |
|  | Bluebik Group PCL | 97700 | 56502 |
|  | Brooker Group PCL | 81000 | 802 |
|  | Cal-Comp Electronics Thailand PCL, Class F | 5947552 | 1122006 |
|  | CH Karnchang PCL | 1173100 | 555077 |
|  # | Chularat Hospital PCL | 3553900 | 172557 |
|  | CK Power PCL | 820200 | 64936 |
|  | Cotto F | 2521400 | 14816 |
|  # | Dhipaya Group Holdings PCL | 1018500 | 686665 |
|  | Ditto Thailand PCL | 250100 | 92042 |
|  # | Dohome PCL | 1585100 | 191183 |
|  | Don Muang Tollway PCL | 335100 | 106743 |
|  | Dynasty Ceramic PCL | 12722400 | 519362 |
|  | Eastern Polymer Group PCL | 130000 | 11257 |
|  | Eastern Water Resources Development & Management PCL, Class F | 464700 | 36216 |

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**CONTINUED** 

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| | | | |
|:---|:---|:---|:---|
| | | **Shares** | **Value»** |
|  THAILAND — (Continued) | THAILAND — (Continued) |  |  |
|  | Ekachai Medical Care PCL | 646121 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;103907 |
|  \* | Energy Absolute PCL | 4715200 | 446220 |
|  | Erawan Group PCL | 2458500 | 179436 |
|  # | Exotic Food PCL | 382700 | 179899 |
|  #\* | Forth Corp. PCL | 436900 | 93231 |
|  | Forth Smart Service PCL | 326251 | 74664 |
|  | GFPT PCL | 1453500 | 462998 |
|  | Global Green Chemicals PCL | 35300 | 3886 |
|  # | Gunkul Engineering PCL | 3574399 | 227718 |
|  | Haad Thip PCL | 456400 | 213133 |
|  | Hana Microelectronics PCL | 514200 | 368933 |
|  | Heng Leasing & Capital PCL | 1410500 | 44058 |
|  | ICC International PCL | 351989 | 266700 |
|  # | Ichitan Group PCL | 1418000 | 539397 |
|  # | IRPC PCL | 9982700 | 355036 |
|  | IT City PCL | 152900 | 16550 |
|  \*†† | ITV PLC | 2785600 | 0 |
|  #\* | Jasmine Technology Solution PCL | 46900 | 36986 |
|  | Jaymart Group Holdings PCL | 762600 | 183958 |
|  # | JMT Network Services PCL | 875200 | 263900 |
|  # | Karmarts PCL | 1733116 | 439510 |
|  | KCE Electronics PCL | 587900 | 463629 |
|  | KGI Securities Thailand PCL | 502000 | 60858 |
|  | Khon Kaen Sugar Industry PCL | 2379056 | 101534 |
|  | Klinique Medical Clinic PCL | 77400 | 61039 |
|  | Lalin Property PCL | 212500 | 32859 |
|  | Lanna Resources PCL | 71600 | 34100 |
|  | LH Financial Group PCL | 2582139 | 62288 |
|  | Loxley PCL | 1522176 | 71084 |
|  | Major Cineplex Group PCL | 53300 | 11703 |
|  | MBK PCL | 3190955 | 1628290 |
|  | MC Group PCL | 786100 | 272284 |
|  | MCS Steel PCL | 646400 | 163924 |
|  | Mega Lifesciences PCL | 499300 | 455523 |
|  # | MK Restaurants Group PCL | 189000 | 191426 |
|  # | Moshi Moshi Retail Corp. PLC | 99700 | 105605 |

---

---

| | | | |
|:---|:---|:---|:---|
| | | **Shares** | **Value»** |
|  THAILAND — (Continued) | THAILAND — (Continued) |  |  |
|  | Muang Thai Insurance PCL | 311680 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;162901 |
|  | Netbay PCL | 115526 | 73242 |
|  | Next Capital PCL | 639400 | 65650 |
|  | Noble Development PCL | 211700 | 14011 |
|  | Northeast Rubber PCL | 686112 | 88270 |
|  # | Origin Property PCL | 1284300 | 89764 |
|  # | Plan B Media PCL | 2931956 | 379019 |
|  | Polyplex Thailand PCL | 993050 | 290222 |
|  | Praram 9 Hospital PCL | 797500 | 535202 |
|  | Precious Shipping PCL | 865631 | 179364 |
|  | Prima Marine PCL | 2104766 | 419847 |
|  \* | Property Perfect PCL | 4441846 | 9616 |
|  \* | PSG Corp. PCL | 734712 | 70892 |
|  | PTG Energy PCL | 2485400 | 614913 |
|  # | Quality Houses PCL | 17790626 | 726260 |
|  # | Ratchthani Leasing PCL | 6625999 | 327868 |
|  | Regional Container Lines PCL | 690200 | 549641 |
|  | Rojana Industrial Park PCL | 1343354 | 186121 |
|  | Sabina PCL | 118500 | 56804 |
|  | Saha Pathana Inter-Holding PCL | 1005000 | 1406409 |
|  | Sahamitr Pressure Container PCL | 327793 | 89716 |
|  | Saha-Union PCL | 551000 | 485650 |
|  | Samart Corp. PCL | 1109800 | 205932 |
|  | Sansiri PCL | 30108310 | 1303592 |
|  # | Sappe PCL | 336900 | 377691 |
|  # | SC Asset Corp. PCL | 4669015 | 245472 |
|  | Sermsang Power Corp. Co. Ltd. | 605106 | 64375 |
|  # | Siamgas & Petrochemicals PCL | 2078300 | 411354 |
|  \* | Singer Thailand PCL | 492500 | 88341 |
|  | SiS Distribution Thailand PCL | 20200 | 11557 |
|  # | SISB PCL | 425300 | 155205 |
|  # | Somboon Advance Technology PCL | 593037 | 240259 |
|  # | Sri Trang Agro-Industry PCL | 792349 | 291602 |
|  # | Sri Trang Gloves Thailand PCL | 958200 | 198545 |
|  | Srisawad Capital 1969 PCL, Class F | 1497900 | 51420 |

---

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**THE EMERGING MARKETS SMALL CAP SERIES** 

**CONTINUED** 

---

| | | | |
|:---|:---|:---|:---|
| | | **Shares** | **Value»** |
|  THAILAND — (Continued) | THAILAND — (Continued) |  |  |
|  | Srivichai Vejvivat PCL | 630409 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;158894 |
|  | Star Petroleum Refining PCL | 1049600 | 155809 |
|  \* | STP & I PCL | 1763064 | 197380 |
|  | Supalai PCL | 862600 | 456176 |
|  | SVI PCL | 881200 | 168964 |
|  | Synnex Thailand PCL | 183900 | 59717 |
|  | TAC Consumer PCL | 934731 | 138757 |
|  # | Taokaenoi Food & Marketing PCL, Class F | 136200 | 20555 |
|  | Thai Stanley Electric PCL (STANLY/F TB), Class F | 132800 | 794705 |
|  | Thai Vegetable Oil PCL | 976882 | 731113 |
|  | Thai Wacoal PCL | 66600 | 37589 |
|  \* | Thaicom PCL | 1630300 | 481502 |
|  # | Thaifoods Group PCL | 2226600 | 312626 |
|  # | Thoresen Thai Agencies PCL | 1332278 | 181290 |
|  | Tipco Asphalt PCL (TASCO/F TB) | 1153974 | 496064 |
|  | TIPCO Foods PCL | 368682 | 88935 |
|  | TKS Technologies PCL | 195543 | 33865 |
|  | TOA Paint Thailand PCL | 290500 | 115895 |
|  | TPI Polene PCL | 4605800 | 102557 |
|  | TPI Polene Power PCL | 2381482 | 151720 |
|  | Triple i Logistics PCL | 119200 | 17105 |
|  | TTW PCL | 2326300 | 651091 |
|  | Union Auction PCL | 291100 | 51315 |
|  | United Paper PCL | 613900 | 146189 |
|  | Univanich Palm Oil PCL | 1335500 | 491494 |
|  | VGI PCL | 10303600 | 398314 |
|  †† | Vinythai PCL | 16237 | 1150 |
|  | WHA Utilities & Power PCL | 593900 | 74938 |
|  \* | Xspring Capital PCL | 7440500 | 110451 |
|  TOTAL THAILAND | TOTAL THAILAND |  | 36153222 |
|  TURKEY — (0.9%) | TURKEY — (0.9%) |  |  |
|  \* | Adese Alisveris Merkezleri Ticaret AS | 1743935 | 151165 |
|  | Agesa Hayat ve Emeklilik AS | 52014 | 259550 |
|  | Akcansa Cimento AS | 79426 | 251828 |
|  \* | Akfen Yenilenebilir Enerji AS | 197213 | 80730 |

---

---

| | | | |
|:---|:---|:---|:---|
| | | **Shares** | **Value»** |
|  TURKEY — (Continued) | TURKEY — (Continued) |  |  |
|  | Aksa Akrilik Kimya Sanayii AS | 2890208 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;851576 |
|  \* | Aksigorta AS | 1088258 | 180796 |
|  | Alarko Holding AS | 99562 | 190657 |
|  | Albaraka Turk Katilim Bankasi AS | 3563686 | 696105 |
|  \* | Alkim Alkali Kimya AS | 353084 | 162782 |
|  \* | Altinay Savunma Teknolojileri AS | 52259 | 83522 |
|  | Anadolu Anonim Turk Sigorta Sirketi | 976380 | 537974 |
|  | Anadolu Hayat Emeklilik AS | 115116 | 282359 |
|  \* | Anel Elektrik Proje Taahhut ve Ticaret AS | 97898 | 38372 |
|  \* | ARD Grup Bilisim Teknolojileri AS | 425980 | 294323 |
|  | Aygaz AS | 71677 | 336443 |
|  | Baskent Dogalgaz Dagitim Gayrimenkul Yatirim Ortakligi AS | 44789 | 44498 |
|  \* | Baticim Bati Anadolu Cimento Sanayii AS | 3013711 | 314498 |
|  \* | Bera Holding AS | 1794246 | 783018 |
|  \* | Besler Gida Ve Kimya Sanayi Ve Ticaret AS | 204256 | 68128 |
|  \* | Biotrend Cevre VE Enerji Yatirimlari AS | 119925 | 66643 |
|  \* | BMS Birlesik Metal Sanayi VE Ticaret AS | 75934 | 130467 |
|  \* | Bosch Fren Sistemleri Sanayi ve Ticaret AS | 6280 | 25327 |
|  | Brisa Bridgestone Sabanci Sanayi ve Ticaret AS | 63996 | 134504 |
|  \* | Can2 Termik AS | 8573342 | 493040 |
|  | Celebi Hava Servisi AS | 1988 | 73633 |
|  \* | Cemas Dokum Sanayi AS | 1079879 | 143207 |
|  | Cemtas Celik Makina Sanayi Ve Ticaret AS | 72429 | 19622 |
|  # | Cimsa Cimento Sanayi VE Ticaret AS | 596889 | 672814 |

---

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**THE EMERGING MARKETS SMALL CAP SERIES** 

**CONTINUED** 

---

| | | | |
|:---|:---|:---|:---|
| | | **Shares** | **Value»** |
|  TURKEY — (Continued) | TURKEY — (Continued) |  |  |
|  \* | CW Enerji Muhendislik Ticaret VE Sanayi AS | 160365 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;101698 |
|  \* | DAP Gayrimenkul Gelistirme AS | 494139 | 164901 |
|  \* | Dardanel Onentas Gida Sanayi AS | 2032071 | 126185 |
|  \* | Deva Holding AS | 64512 | 108569 |
|  # | Dogan Sirketler Grubu Holding AS | 1542826 | 626469 |
|  | Dogu Aras Enerji Yatirimlari AS | 25023 | 33565 |
|  # | Dogus Otomotiv Servis ve Ticaret AS | 129700 | 556005 |
|  | Eczacibasi Yatirim Holding Ortakligi AS | 15021 | 103989 |
|  | EGE Endustri VE Ticaret AS | 1934 | 375840 |
|  | EIS Eczacibasi Ilac ve Sinai ve Finansal Yatirimlar Sanayi ve Ticaret AS | 306697 | 659353 |
|  \* | Erbosan Erciyas Boru Sanayii ve Ticaret AS | 41114 | 190090 |
|  | Escar Turizm Tasimacilik Ticaret AS | 87700 | 43469 |
|  \* | Esenboga Elektrik Uretim AS | 490481 | 90971 |
|  \* | Europen Endustri Insaat Sanayi VE Ticaret AS | 1046838 | 219983 |
|  \* | Europower Enerji VE Otomasyon Teknolojileri Sanayi Ticaret AS | 226187 | 153901 |
|  \* | Formet Metal ve Cam Sanayi AS | 465193 | 45392 |
|  | Gipta Ofis Kirtasiye VE Promosyon Urunleri Imalat Sanayi AS | 52184 | 124079 |
|  \* | Girsim Elektrik Sanayi Taahut Ve Ticaret AS | 84888 | 95098 |
|  | Global Yatirim Holding AS | 4413302 | 1224906 |

---

---

| | | | |
|:---|:---|:---|:---|
| | | **Shares** | **Value»** |
|  TURKEY — (Continued) | TURKEY — (Continued) |  |  |
|  | Goknur Gida Maddeleri Ithalat Ihracat Ticaret Ve Sanayi AS | 87010 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;47672 |
|  | Goltas Goller Bolgesi Cimento Sanayi ve Ticaret AS | 28547 | 225480 |
|  \* | Goodyear Lastikleri TAS | 170282 | 65442 |
|  \* | Gozde Girisim Sermayesi Yatirim Ortakligi AS | 523740 | 276565 |
|  \* | GSD Holding AS | 1298985 | 149886 |
|  | GUR-Sel Turizm Tasimacilik VE Servis Ticaret AS | 26792 | 217226 |
|  \* | Hektas Ticaret TAS | 2787218 | 236347 |
|  \* | Hitit Bilgisayar Hizmetleri AS | 60373 | 68805 |
|  \* | IC Enterra Yenilenebilir Enerji AS | 369996 | 98900 |
|  \* | Indeks Bilgisayar Sistemleri Muhendislik Sanayi ve Ticaret AS | 1235458 | 245745 |
|  \* | Ipek Dogal Enerji Kaynaklari Arastirma Ve Uretim AS | 237327 | 439201 |
|  \* | Is Finansal Kiralama AS | 721188 | 330065 |
|  | Is Yatirim Menkul Degerler AS | 335942 | 350986 |
|  | Isik Plastik Sanayi Ve Dis Ticaret Pazarlama AS | 219512 | 49739 |
|  \* | Isiklar Enerji ve Yapi Holding AS | 492320 | 400004 |
|  \* | Izdemir Enerji Elektrik Uretim AS | 1031443 | 236203 |
|  \* | Izmir Firca Sanayi ve Ticaret AS | 66005 | 235458 |
|  | Jantsa Jant Sanayi Ve Ticaret AS | 218325 | 110290 |
|  | Kalekim Kimyevi Maddeler Sanayi ve Ticaret AS | 423060 | 347051 |
|  \* | Kardemir Karabuk Demir Celik Sanayi ve Ticaret AS (KRDMA TI), Class A | 335815 | 229435 |

---

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**THE EMERGING MARKETS SMALL CAP SERIES** 

**CONTINUED** 

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  TURKEY — (Continued) | TURKEY — (Continued) |  |  |
|  #\* | Kardemir Karabuk Demir Celik Sanayi ve Ticaret AS (KRDMD TI), Class D | 1128335 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;734073 |
|  \* | Katmerciler Arac Ustu Ekipman Sanayi ve Ticaret AS | 4713960 | 350399 |
|  \* | Kayseri Seker Fabrikasi AS | 301206 | 129781 |
|  | Kocaer Celik Sanayi Ve Ticaret AS | 285056 | 93477 |
|  #\* | Kordsa Teknik Tekstil AS | 106650 | 141812 |
|  \* | Koza Anadolu Metal Madencilik Isletmeleri AS | 746533 | 1604180 |
|  | LDR Turizm AS | 621088 | 941578 |
|  | Limak Dogu Anadolu Cimento Sanayi VE Ticaret AS | 35252 | 23512 |
|  | Logo Yazilim Sanayi Ve Ticaret AS | 159446 | 633807 |
|  | Lokman Hekim Engurusag Saglik Turizm Egitim Hizmetleri ve Insaat Taahhut AS | 207361 | 82840 |
|  \* | Loras Holding AS | 152211 | 21811 |
|  \* | Margun Enerji Uretim Sanayi VE Ticaret AS | 241590 | 169966 |
|  \* | Marmara Holding AS | 2 | 0 |
|  #Ω | Mavi Giyim Sanayi Ve Ticaret AS, Class B | 1089986 | 1043738 |
|  #\* | MIA Teknoloji AS | 146016 | 129264 |
|  \*Ω | MLP Saglik Hizmetleri AS | 158626 | 1267581 |
|  \* | Mogan Enerji Yatirim Holding AS | 296926 | 67401 |
|  | Naturelgaz Sanayi ve Ticaret AS | 278425 | 74055 |
|  \* | NET Holding AS | 552554 | 654079 |
|  | Nuh Cimento Sanayi AS | 117923 | 683706 |
|  \* | ODAS Elektrik Uretim ve Sanayi Ticaret AS | 2268878 | 317939 |
|  \* | Orge Enerji Elektrik Taahhut AS | 94329 | 154900 |
|  \* | Parsan Makina Parcalari Sanayii AS | 38908 | 86249 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  TURKEY — (Continued) | TURKEY — (Continued) |  |  |
|  \* | Peker Gayrimenkul Yatirim Ortakligi AS | 3167513 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;903548 |
|  | Penta Teknoloji Urunleri Dagitim Ticaret AS | 122346 | 44763 |
|  \* | Politeknik Metal Sanayi ve Ticaret AS | 326 | 66506 |
|  \* | Ral Yatirim Holding AS | 77439 | 364985 |
|  \* | Reysas Tasimacilik ve Lojistik Ticaret AS | 5238710 | 1853911 |
|  \* | Safkar Ege Sogutmacilik Klima Soguk Hava Tesisleri Ihracat Ithalat Sanayi Ve Ticaret AS | 43708 | 26442 |
|  | Sarkuysan Elektrolitik Bakir Sanayi ve Ticaret AS | 3056308 | 1111564 |
|  \* | Say Yenilenebilir Enerji Ekipmanlari Sanayi ve Ticaret AS | 28883 | 37055 |
|  | SDT Uzay VE Savunma Teknolojileri AS | 20156 | 91208 |
|  | Sekerbank Turk AS | 1683553 | 320309 |
|  | Selcuk Ecza Deposu Ticaret ve Sanayi AS | 266990 | 493753 |
|  # | Sok Marketler Ticaret AS | 390585 | 410517 |
|  | Suwen Tekstil Sanayi Pazarlama AS | 326411 | 91399 |
|  \* | Tatlipinar Enerji Uretim AS | 63233 | 119514 |
|  #\* | Tekfen Holding AS | 461381 | 923390 |
|  \* | Teknosa Ic Ve Dis Ticaret AS | 196315 | 116608 |
|  \* | Tukas Gida Sanayi ve Ticaret AS | 2521027 | 171438 |
|  \* | Tumosan Motor ve Traktor Sanayi AS | 47923 | 124780 |
|  | Turcas Holding AS | 17563 | 15859 |
|  #\* | Turkiye Sinai Kalkinma Bankasi AS | 2288283 | 700125 |
|  # | Ulker Biskuvi Sanayi AS | 165551 | 424764 |
|  \* | Vakif Finansal Kiralama AS | 1828850 | 85387 |

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**CONTINUED** 

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  TURKEY — (Continued) | TURKEY — (Continued) |  |  |
|  #\* | Vestel Elektronik Sanayi ve Ticaret AS | 176582 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;139814 |
|  \* | Yatas Yatak ve Yorgan Sanayi ve Ticaret AS | 326203 | 290805 |
|  \* | Yayla Agro Gida Sanayi VE Nakliyat AS | 249455 | 65196 |
|  \* | YEO Teknoloji Enerji VE Endustri AS | 67175 | 54781 |
|  \* | Yesil Yapi Endustrisi AS | 472927 | 27223 |
|  | Yunsa Yunlu Sanayi VE Ticare AS | 3 | 1 |
|  \* | Zorlu Enerji Elektrik Uretim AS | 779454 | 62037 |
|  TOTAL TURKEY | TOTAL TURKEY | TOTAL TURKEY | 35316374 |
|  UNITED ARAB EMIRATES — (1.4%) | UNITED ARAB EMIRATES — (1.4%) |  |  |
|  | Abu Dhabi Islamic Bank PJSC | 1360993 | 7820439 |
|  | Abu Dhabi National Hotels | 6427072 | 779958 |
|  | Abu Dhabi National Insurance Co. PSC | 113777 | 226697 |
|  \* | Abu Dhabi Ports Co. PJSC | 713823 | 891204 |
|  | Abu Dhabi Ship Building Co. PJSC | 185795 | 363922 |
|  | Agility Global PLC | 1928795 | 572209 |
|  | Agthia Group PJSC | 578838 | 609623 |
|  | Air Arabia PJSC | 6779924 | 7194097 |
|  | Ajman Bank PJSC | 3693896 | 1468368 |
|  \* | AL Seer Marine Supplies & Equipment Co. LLC | 107015 | 86563 |
|  | Amanat Holdings PJSC | 3523544 | 1102812 |
|  | Americana Restaurants International PLC - Foreign Co. | 2112870 | 1202627 |
|  \* | Amlak Finance PJSC | 1797166 | 846634 |
|  \* | Apex Investment Co. PSC | 2147577 | 2249844 |
|  \*†† | Arabtec Holding PJSC | 2783626 | 0 |
|  \* | Bank of Sharjah | 957831 | 336577 |
|  | Burjeel Holdings PLC | 691883 | 263822 |
|  | Dana Gas PJSC | 11403142 | 2570778 |
|  | Deyaar Development PJSC | 4393484 | 1233818 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  UNITED ARAB EMIRATES — (Continued) | UNITED ARAB EMIRATES — (Continued) |  |  |
|  | Dubai Financial Market PJSC | 4059981 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1703871 |
|  | Dubai Investments PJSC | 4562336 | 4125612 |
|  | Emaar Development PJSC | 623373 | 2532178 |
|  | Emirates Central Cooling Systems Corp. | 1778580 | 765002 |
|  \* | EMSTEEL Building Materials PJSC | 2280267 | 731966 |
|  \* | Eshraq Investments PJSC | 1972192 | 232323 |
|  | Fertiglobe PLC | 747752 | 508904 |
|  \* | Ghitha Holding PJSC | 1547 | 9879 |
|  \* | Gulf Navigation Holding PJSC | 1089050 | 2703802 |
|  \* | Gulf Pharmaceutical Industries PSC | 402094 | 134459 |
|  \* | Manazel PJSC | 1789641 | 146108 |
|  \* | Multiply Group PJSC | 4640262 | 3770334 |
|  | National Central Cooling Co. PJSC | 611167 | 502376 |
|  | NMDC Group PJSC | 76930 | 500848 |
|  | Palms Sports PrJSC | 10310 | 23561 |
|  | Parkin Co. PJSC | 468803 | 707117 |
|  \* | Presight AI Holding PLC | 730748 | 717901 |
|  | Pure Health Holding PJSC | 290603 | 222401 |
|  \* | RAK Properties PJSC | 3976501 | 1527785 |
|  | Ras Al Khaimah Ceramics PJSC | 1020951 | 714422 |
|  | Sharjah Islamic Bank | 1353721 | 1087303 |
|  \* | Shuaa Capital PSC | 1493192 | 86493 |
|  | Taaleem Holdings PJSC | 118641 | 140069 |
|  | TECOM Group PJSC | 336524 | 298633 |
|  \* | Union Properties PJSC | 6905565 | 1514075 |
|  TOTAL UNITED ARAB EMIRATES | TOTAL UNITED ARAB EMIRATES |  | 55227414 |
|  TOTAL COMMON STOCKS | TOTAL COMMON STOCKS |  | 3920601656 |
|  PREFERRED STOCKS — (0.5%) | PREFERRED STOCKS — (0.5%) |  |  |
|  BRAZIL — (0.5%) | BRAZIL — (0.5%) |  |  |
|  | Alpargatas SA, 1.006% | 366256 | 720265 |
|  | Banco ABC Brasil SA, 8.457% | 211069 | 902740 |

---

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**CONTINUED** 

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| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  BRAZIL — (Continued) | BRAZIL — (Continued) |  |  |
|  Ω | Banco BMG SA, 7.859% | 257749 | $193074 |
|  \* | Banco BMG SA | 10599 | 7683 |
|  | Banco do Estado do Rio Grande do Sul SA, 9.033% | 507370 | 1295786 |
|  | Banco Pan SA, 2.333% | 695362 | 1337744 |
|  | Banco Pine SA, 6.844% | 7600 | 13265 |
|  | Centrais Eletricas de Santa Catarina SA, 9.478% | 59700 | 1159500 |
|  | Cia de Ferro Ligas da Bahia FERBASA, 6.359% | 604412 | 881911 |
|  | Cia De Sanena Do Parana, 6.586% | 2734490 | 3471513 |
|  | Eucatex SA Industria e Comercio, 4.404% | 78843 | 244738 |
|  | Isa Energia Brasil SA, 10.298% | 455278 | 2124933 |
|  | Marcopolo SA, 7.858% | 2161813 | 3170421 |
|  | Randoncorp SA, 4.234% | 545887 | 613875 |
|  | Schulz SA, 6.913% | 370405 | 335295 |
|  | Unipar Carbocloro SA, 10.425% | 76045 | 1003577 |
|  \* | Usinas Siderurgicas de Minas Gerais SA Usiminas | 374380 | 394564 |
|  TOTAL BRAZIL | TOTAL BRAZIL | TOTAL BRAZIL | 17870884 |
|  CHILE — (0.0%) | CHILE — (0.0%) |  |  |
|  | Coca-Cola Embonor SA Class B, 6.187% | 95730 | 140976 |
|  | Embotelladora Andina SA, 4.564% | 46148 | 207577 |
|  TOTAL CHILE | TOTAL CHILE | TOTAL CHILE | 348553 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  COLOMBIA — (0.0%) | COLOMBIA — (0.0%) |  |  |
|  | Grupo Aval Acciones y Valores SA, 3.140% | 367659 | $74110 |
|  PHILIPPINES — (0.0%) | PHILIPPINES — (0.0%) |  |  |
|  | Cebu Air, Inc., 6.000% | 393739 | 220702 |
|  TOTAL PREFERRED STOCKS | TOTAL PREFERRED STOCKS |  | 18514249 |
|  RIGHTS/WARRANTS — (0.0%) | RIGHTS/WARRANTS — (0.0%) |  |  |
|  BRAZIL — (0.0%) | BRAZIL — (0.0%) |  |  |
|  \* | Banco Pine SA Rights 11/17/2025 | 192 | 38 |
|  SOUTH KOREA — (0.0%) | SOUTH KOREA — (0.0%) |  |  |
|  \* | Robotis Co. Ltd. Rights 11/10/2025 | 1121 | 89460 |
|  TAIWAN — (0.0%) | TAIWAN — (0.0%) |  |  |
|  \* | National Aerospace Fasteners Corp. Rights 11/17/2025 | 7933 | 3226 |
|  THAILAND — (0.0%) | THAILAND — (0.0%) |  |  |
|  \* | Better World Green PCL Warrants | 4053005 | 0 |
|  TOTAL RIGHTS/WARRANTS | TOTAL RIGHTS/WARRANTS |  | 92724 |
|  TOTAL INVESTMENT SECURITIES<br>(Cost $2,235,408,550) | TOTAL INVESTMENT SECURITIES<br>(Cost $2,235,408,550) |  | 3939208629 |
|  |  |  | **Value†** |
|  SECURITIES LENDING COLLATERAL — (1.7%) | SECURITIES LENDING COLLATERAL — (1.7%) |  |  |
|  @§ | The DFA Short Term Investment Fund | 6044716 | 69919235 |
|  TOTAL INVESTMENTS — (100.0%)<br>(Cost $2,305,327,785) | TOTAL INVESTMENTS — (100.0%)<br>(Cost $2,305,327,785) |  | $4009127864 |

---

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**THE EMERGING MARKETS SMALL CAP SERIES** 

**CONTINUED** 

As of October 31, 2025, The Emerging Markets Small Cap Series had entered into the following outstanding futures contracts:

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Description** | **Number of<br>Contracts** | **Expiration<br>Date** | **Notional<br>Value** | **Market<br>Value** | **Unrealized<br>Appreciation<br>(Depreciation)** |
|  **Long Position Contracts:** |  |  |  |  |  |
|  S&P 500<sup>®</sup> Emini Index | 86 | 12/19/25 | $28565251 | $29558200 | $992949 |
|  **Total Futures Contracts** |  |  | $**28565251** | $**29558200** | **$992949** |

---

As of October 31, 2025, the value of Rule 144A securities amounted to $232,937,664 or 5.9% of net assets.

Summary of the Series' investments as of October 31, 2025, 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 | $131322740 |  |  | $&nbsp;&nbsp;&nbsp;&nbsp;131322740 |
| &nbsp;&nbsp;&nbsp;&nbsp; Chile | 1390502 | $27269488 |  | 28659990 |
| &nbsp;&nbsp;&nbsp;&nbsp; China | 35157648 | 1057795896 | $726430 | 1093679974 |
| &nbsp;&nbsp;&nbsp;&nbsp; Colombia | 2306125 | 856277 |  | 3162402 |
| &nbsp;&nbsp;&nbsp;&nbsp; France | 230224 |  |  | 230224 |
| &nbsp;&nbsp;&nbsp;&nbsp; Greece |  | 27747657 |  | 27747657 |
| &nbsp;&nbsp;&nbsp;&nbsp; Hong Kong |  | 468968 |  | 468968 |
| &nbsp;&nbsp;&nbsp;&nbsp; Hungary |  | 6315867 |  | 6315867 |
| &nbsp;&nbsp;&nbsp;&nbsp; India | 4476 | 779075816 |  | 779080292 |
| &nbsp;&nbsp;&nbsp;&nbsp; Indonesia |  | 57169333 | 88988 | 57258321 |
| &nbsp;&nbsp;&nbsp;&nbsp; Kuwait |  | 32460179 | 473786 | 32933965 |
| &nbsp;&nbsp;&nbsp;&nbsp; Malaysia |  | 53618402 | 45 | 53618447 |
| &nbsp;&nbsp;&nbsp;&nbsp; Mexico | 101880725 | 5655890 |  | 107536615 |
| &nbsp;&nbsp;&nbsp;&nbsp; Philippines |  | 26286941 | 12321 | 26299262 |
| &nbsp;&nbsp;&nbsp;&nbsp; Poland |  | 66973056 |  | 66973056 |
| &nbsp;&nbsp;&nbsp;&nbsp; Qatar |  | 28365923 |  | 28365923 |
| &nbsp;&nbsp;&nbsp;&nbsp; Saudi Arabia | 32366 | 120945487 |  | 120977853 |
| &nbsp;&nbsp;&nbsp;&nbsp; South Africa | 17021661 | 100682372 |  | 117704033 |
| &nbsp;&nbsp;&nbsp;&nbsp; South Korea | 69525 | 377229272 | 390364 | 377689161 |
| &nbsp;&nbsp;&nbsp;&nbsp; Taiwan | 164947 | 733668428 | 46521 | 733879896 |
| &nbsp;&nbsp;&nbsp;&nbsp; Thailand | 60184 | 36091888 | 1150 | 36153222 |
| &nbsp;&nbsp;&nbsp;&nbsp; Turkey |  | 35316374 |  | 35316374 |
| &nbsp;&nbsp;&nbsp;&nbsp; United Arab Emirates |  | 55227414 |  | 55227414 |
|  Preferred Stocks |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Brazil | 17870884 |  |  | 17870884 |
| &nbsp;&nbsp;&nbsp;&nbsp; Chile |  | 348553 |  | 348553 |
| &nbsp;&nbsp;&nbsp;&nbsp; Colombia | 74110 |  |  | 74110 |
| &nbsp;&nbsp;&nbsp;&nbsp; Philippines |  | 220702 |  | 220702 |
|  Rights/Warrants |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Brazil |  | 38 |  | 38 |
| &nbsp;&nbsp;&nbsp;&nbsp; South Korea |  | 89460 |  | 89460 |
| &nbsp;&nbsp;&nbsp;&nbsp; Taiwan |  | 3226 |  | 3226 |
| &nbsp;&nbsp;&nbsp;&nbsp; Thailand |  |  |  |  |
|  Securities Lending Collateral |  | 69919235 |  | 69919235 |
|  Total Investments in Securities | $307586117 | $3699802142 | $1,739,605<> | $4009127864 |

---

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##### [**Table of Contents**](#toc)
**THE EMERGING MARKETS SMALL CAP SERIES** 

**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** |
|  **Financial Instruments** |  |  |  |  |
|  **Assets** |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Futures Contracts\*\* | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$992949 |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$992949 |
|  Total Financial Instruments | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$992949 |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$992949 |

---

\*\* Valued at the unrealized appreciation/(depreciation) on the investment.

---

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

---

See accompanying Notes to Financial Statements.

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**THE DFA INVESTMENT TRUST COMPANY** 

**STATEMENTS OF ASSETS AND LIABILITIES** 

**OCTOBER 31, 2025** 

**(Amounts in thousands)** 

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | **The DFA<br>International<br>Value Series\*** | **The Japanese<br>Small<br>Company<br>Series\*** | **The Asia<br>Pacific Small<br>Company<br>Series\*** | **The United<br>Kingdom Small<br>Company<br>Series\*** |
|  **ASSETS:** |  |  |  |  |
|  Investment Securities at Value (including $443,347, $274,687, $200,703 and $43,501 of securities on loan, respectively) | $15356603 | $3290153 | $1623752 | $1717275 |
|  Collateral from Securities on Loan Invested in Affiliate at Value (including cost of $233,994, $40,458, $30,607 and $23,767,respectively) | 233994 | 40458 | 30607 | 23767 |
|  Segregated Cash for Futures Contracts | 8581 |  |  |  |
|  Foreign Currencies at Value | 3149 | 45 | 1453 | 9777 |
|  Cash | 139882 | 3988 | 2427 | 3292 |
|  Receivables: |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Investment Securities Sold |  | 2864 | 1037 | 1405 |
| &nbsp;&nbsp;&nbsp;&nbsp; Dividends, Interest and Tax Reclaims | 125177 | 31250 | 595 | 6992 |
| &nbsp;&nbsp;&nbsp;&nbsp; Securities Lending Income | 193 | 285 | 578 | 39 |
| &nbsp;&nbsp;&nbsp;&nbsp; Futures Variation Margin | 374 |  |  |  |
|  Prepaid Expenses and Other Assets |  |  | 1 |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Total Assets | 15867953 | 3369043 | 1660450 | 1762547 |
|  **LIABILITIES:** |  |  |  |  |
|  Payables: |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Upon Return of Securities Loaned | 233924 | 40518 | 30619 | 23769 |
| &nbsp;&nbsp;&nbsp;&nbsp; Investment Securities Purchased |  |  | 1494 | 4003 |
| &nbsp;&nbsp;&nbsp;&nbsp; Due to Advisor | 2640 | 286 | 139 | 150 |
|  Unrealized Loss on Foreign Currency Contracts |  |  |  | 7 |
|  Accrued Expenses and Other Liabilities | 568 | 171 | 92 | 83 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Total Liabilities | 237132 | 40975 | 32344 | 28012 |
|  **COMMITMENTS AND CONTINGENT LIABILITIES (NOTE C)** |  |  |  |  |
|  **NET ASSETS** | $15630821 | $3328068 | $1628106 | $1734535 |
|  Investment Securities at Cost | $9326906 | $2196162 | $1286615 | $1374530 |
|  Foreign Currencies at Cost | $3136 | $45 | $1461 | $9814 |

---

\* See Note J in the Notes to Financial Statements for additional information about securities lending collateral.

See accompanying Notes to Financial Statements.

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##### [**Table of Contents**](#toc)
**THE DFA INVESTMENT TRUST COMPANY** 

**STATEMENTS OF ASSETS AND LIABILITIES** 

**OCTOBER 31, 2025** 

**(Amounts in thousands)** 

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | **The<br>Continental<br>Small<br>Company<br>Series\*** | **The Canadian<br>Small<br>Company<br>Series\*** | **The Emerging<br>Markets<br>Series\*** | **The Emerging<br>Markets Small<br>Cap Series\*** |
|  **ASSETS:** |  |  |  |  |
|  Investment Securities at Value (including $349,903, $229,304, $328,515 and $529,519 of securities on loan, respectively) | $5814207 | $1901439 | $6443766 | $3939209 |
|  Collateral from Securities on Loan Invested in Affiliate at Value (including cost of $295,722, $170,730, $73,765 and $69,919,respectively) | 295722 | 170733 | 73765 | 69919 |
|  Cash Collateral from Securities on Loan |  | 29632 |  |  |
|  Segregated Cash for Futures Contracts |  |  | 2747 | 1831 |
|  Foreign Currencies at Value | 6357 | 1759 | 37695 | 19581 |
|  Cash | 17056 | 2541 | 32298 | 23229 |
|  Receivables: |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Investment Securities Sold | 3818 | 148 | 8372 | 8843 |
| &nbsp;&nbsp;&nbsp;&nbsp; Dividends, Interest and Tax Reclaims | 48737 | 1009 | 4781 | 4303 |
| &nbsp;&nbsp;&nbsp;&nbsp; Securities Lending Income | 309 | 71 | 532 | 1916 |
| &nbsp;&nbsp;&nbsp;&nbsp; Futures Variation Margin |  |  | 120 | 80 |
|  Unrealized Gain on Foreign Currency Contracts |  |  | 1 |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Total Assets | 6186206 | 2107332 | 6604077 | 4068911 |
|  **LIABILITIES:** |  |  |  |  |
|  Payables: |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Upon Return of Securities Loaned | 295823 | 200426 | 73812 | 69902 |
| &nbsp;&nbsp;&nbsp;&nbsp; Investment Securities Purchased | 10643 |  | 7865 | 7148 |
| &nbsp;&nbsp;&nbsp;&nbsp; Due to Advisor | 503 | 162 | 537 | 670 |
|  Unrealized Loss on Foreign Currency Contracts | 3 |  |  |  |
|  Deferred Taxes Payable |  |  | 82701 | 66500 |
|  Accrued Expenses and Other Liabilities | 254 | 52 | 559 | 534 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Total Liabilities | 307226 | 200640 | 165474 | 144754 |
|  **COMMITMENTS AND CONTINGENT LIABILITIES (NOTE C)** |  |  |  |  |
|  **NET ASSETS** | $5878980 | $1906692 | $6438603 | $3924157 |
|  Investment Securities at Cost | $3623657 | $1125995 | $2757329 | $2235409 |
|  Foreign Currencies at Cost | $6356 | $1764 | $37780 | $19622 |

---

\* See Note J in the Notes to Financial Statements for additional information about securities lending collateral.

See accompanying Notes to Financial Statements.

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##### [**Table of Contents**](#toc)
**THE DFA INVESTMENT TRUST COMPANY** 

**STATEMENTS OF OPERATIONS** 

**FOR THE YEAR ENDED OCTOBER 31, 2025** 

**(Amounts in thousands)** 

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | **The DFA<br>International<br>Value Series** | **The Japanese<br>Small<br>Company<br>Series** | **The Asia<br>Pacific Small<br>Company<br>Series** | **The United<br>Kingdom Small<br>Company<br>Series** |
|  **Investment Income** |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Dividends (Net of Foreign Taxes Withheld of $47,025, $9,733, $540 and $465, respectively) | $529966 | $85547 | $50577 | $66087 |
| &nbsp;&nbsp;&nbsp;&nbsp; Dividend Income from Affiliates | 11290 | 2330 | 828 | 427 |
| &nbsp;&nbsp;&nbsp;&nbsp; Income from Securities Lending, Net | 3618 | 3230 | 4629 | 426 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Total Investment Income | 544874 | 91107 | 56034 | 66940 |
|  **Expenses** |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Investment Management Fees | 27529 | 3065 | 1382 | 1562 |
| &nbsp;&nbsp;&nbsp;&nbsp; Accounting & Transfer Agent Fees | 311 | 76 | 36 | 41 |
| &nbsp;&nbsp;&nbsp;&nbsp; Custodian Fees | 688 | 277 | 196 | 86 |
| &nbsp;&nbsp;&nbsp;&nbsp; Shareholders' Reports | 5 | 11 | 14 | 12 |
| &nbsp;&nbsp;&nbsp;&nbsp; Trustees' Fees and Expenses | 103 | 23 | 10 | 12 |
| &nbsp;&nbsp;&nbsp;&nbsp; Professional Fees | 277 | 46 | 21 | 24 |
| &nbsp;&nbsp;&nbsp;&nbsp; Other | 284 | 70 | 32 | 39 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Total Expenses | 29197 | 3568 | 1691 | 1776 |
| &nbsp;&nbsp;&nbsp;&nbsp; Net Expenses | 29197 | 3568 | 1691 | 1776 |
| &nbsp;&nbsp;&nbsp;&nbsp; **Net Investment Income (Loss)** | 515677 | 87539 | 54343 | 65164 |
|  **Realized and Unrealized Gain (Loss)** |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Net Realized Gain (Loss) on: |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Investment Securities Sold | 35125 | 21501 | (76663) | (1828) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Affiliated Investment Companies Shares Sold | 9 | (2) | 2 | 1 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Futures | 15034 | 155 | (77) | (102) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Foreign Currency Transactions | 1631 | 317 | (238) | (112) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; In-Kind Redemptions | 138875 |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Change in Unrealized Appreciation (Depreciation) of: |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Investment Securities and Foreign Currency | 3179348 | 614204 | 347914 | 124562 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Affiliated Investment Companies Shares | (6) | (2) |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Futures | 3895 | 90 | 30 | 37 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Translation of Foreign Currency-Denominated Amounts | 3717 | 671 | 4 | (20) |
| &nbsp;&nbsp;&nbsp;&nbsp; **Net Realized and Unrealized Gain (Loss)** | 3377628 | 636934 | 270972 | 122538 |
|  **Net Increase (Decrease) in Net Assets Resulting from Operations** | $3893305 | $724473 | $325315 | $187702 |

---

See accompanying Notes to Financial Statements.

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##### [**Table of Contents**](#toc)
**THE DFA INVESTMENT TRUST COMPANY** 

**STATEMENTS OF OPERATIONS** 

**FOR THE YEAR ENDED OCTOBER 31, 2025** 

**(Amounts in thousands)** 

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | **The<br>Continental<br>Small<br>Company<br>Series** | **The Canadian<br>Small<br>Company<br>Series** | **The Emerging<br>Markets<br>Series** | **The Emerging<br>Markets Small<br>Cap Series** |
|  **Investment Income** |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Dividends (Net of Foreign Taxes Withheld of $18,424, $5,419, $21,046 and $13,069, respectively) | $159514 | $32040 | $145034 | $97122 |
| &nbsp;&nbsp;&nbsp;&nbsp; Dividend Income from Affiliates | 9510 | 3447 | 2503 | 1324 |
| &nbsp;&nbsp;&nbsp;&nbsp; Income from Securities Lending, Net | 4529 | 825 | 5018 | 17197 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Total Investment Income | 173553 | 36312 | 152555 | 115643 |
|  **Expenses** |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Investment Management Fees | 5460 | 1473 | 5531 | 7326 |
| &nbsp;&nbsp;&nbsp;&nbsp; Accounting & Transfer Agent Fees | 132 | 32 | 133 | 92 |
| &nbsp;&nbsp;&nbsp;&nbsp; Custodian Fees | 443 | 43 | 2103 | 1858 |
| &nbsp;&nbsp;&nbsp;&nbsp; Shareholders' Reports | 11 | 12 | 11 | 12 |
| &nbsp;&nbsp;&nbsp;&nbsp; Trustees' Fees and Expenses | 40 | 10 | 42 | 27 |
| &nbsp;&nbsp;&nbsp;&nbsp; Professional Fees | 273 | 21 | 162 | 204 |
| &nbsp;&nbsp;&nbsp;&nbsp; Other | 231 | 29 | 120 | 77 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Total Expenses | 6590 | 1620 | 8102 | 9596 |
| &nbsp;&nbsp;&nbsp;&nbsp; Net Expenses | 6590 | 1620 | 8102 | 9596 |
| &nbsp;&nbsp;&nbsp;&nbsp; **Net Investment Income (Loss)** | 166963 | 34692 | 144453 | 106047 |
|  **Realized and Unrealized Gain (Loss)** |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Net Realized Gain (Loss) on: |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Investment Securities Sold | (64120) | 78609 | 34905<sup>1</sup> | (178851)<sup>1</sup> |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Affiliated Investment Companies Shares Sold | 31 | 10 | 14 | 4 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Futures | (2144) | 172 | 6380 | 3600 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Foreign Currency Transactions | 1203 | (130) | (460) | (630) |
| &nbsp;&nbsp;&nbsp;&nbsp; Change in Unrealized Appreciation (Depreciation) of: |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Investment Securities and Foreign Currency | 1123808 | 468225 | 1242073<sup>2</sup> | 632191<sup>2</sup> |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Affiliated Investment Companies Shares | (4) | 1 | (1) |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Futures |  |  | 1044 | 936 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Translation of Foreign Currency-Denominated Amounts | 2701 | 20 | 264 | 184 |
| &nbsp;&nbsp;&nbsp;&nbsp; **Net Realized and Unrealized Gain (Loss)** | 1061475 | 546907 | 1284219 | 457434 |
|  **Net Increase (Decrease) in Net Assets Resulting from Operations** | $1228438 | $581599 | $1428672 | $563481 |
|  <sup>1</sup> Net of foreign capital gain taxes withheld of: | $— | $— | $6247 | $11885 |
|  <sup>2</sup> Including foreign capital gain taxes of: | $— | $— | $3154 | $15040 |

---

See accompanying Notes to Financial Statements.

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**THE DFA INVESTMENT TRUST COMPANY** 

**STATEMENTS OF CHANGES IN NET ASSETS** 

**(Amounts in thousands)** 

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
|  | **The DFA International**<br>**Value Series** | **The DFA International**<br>**Value Series** | **The Japanese Small**<br>**Company Series** | **The Japanese Small**<br>**Company Series** | **The Asia Pacific Small**<br>**Company Series** | **The Asia Pacific Small**<br>**Company Series** |
|  | **Year**<br>**Ended**<br>**Oct 31,**<br>**2025** | **Year**<br>**Ended**<br>**Oct 31,**<br>**2024** | **Year**<br>**Ended**<br>**Oct 31,**<br>**2025** | **Year**<br>**Ended**<br>**Oct 31,**<br>**2024** | **Year**<br>**Ended**<br>**Oct 31,**<br>**2025** | **Year**<br>**Ended**<br>**Oct 31,**<br>**2024** |
|  **Increase (Decrease) in Net Assets** |  |  |  |  |  |  |
|  Operations: |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Net Investment Income (Loss) | $515677 | $485329 | $87539 | $80502 | $54343 | $51402 |
| &nbsp;&nbsp;&nbsp;&nbsp; Net Realized Gain (Loss) on: |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Investment Securities Sold | 35125 | 3034 | 21501 | (70589) | (76663) | (95372) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Affiliated Investment Companies Shares Sold | 9 | (46) | (2) | (10) | 2 |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Futures | 15034 | 24211 | 155 | (169) | (77) | (102) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Foreign Currency Transactions | 1631 | 2242 | 317 | (1600) | (238) | 830 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; In-Kind Redemptions | 138875 | 178254 |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Change in Unrealized Appreciation (Depreciation) of: |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Investment Securities and Foreign Currency | 3179348 | 1773464 | 614204 | 429447 | 347914 | 313651 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Affiliated Investment Companies Shares | (6) | 6 | (2) | 3 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Futures | 3895 | 3619 | 90 | (90) | 30 | (30) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Translation of Foreign Currency-Denominated Amounts | 3717 | 890 | 671 | (1443) | 4 | 8 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Net Increase (Decrease) in Net Assets Resulting from Operations | 3893305 | 2471003 | 724473 | 436051 | 325315 | 270387 |
|  Transactions in Interest: |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Contributions | 861188 | 574640 | 33372 | 35137 | 20179 | 61545 |
| &nbsp;&nbsp;&nbsp;&nbsp; Withdrawals | (1593307) | (2017781) | (400799) | (321339) | (91175) | (160286) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Net Increase (Decrease) from Transactions in Interest | (732119) | (1443141) | (367427) | (286202) | (70996) | (98741) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Total Increase (Decrease) in Net Assets | 3161186 | 1027862 | 357046 | 149849 | 254319 | 171646 |
|  **Net Assets** |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Beginning of Year | 12469635 | 11441773 | 2971022 | 2821173 | 1373787 | 1202141 |
| &nbsp;&nbsp;&nbsp;&nbsp; End of Year | $15630821 | $12469635 | $3328068 | $2971022 | $1628106 | $1373787 |

---

See accompanying Notes to Financial Statements.

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**THE DFA INVESTMENT TRUST COMPANY** 

**STATEMENTS OF CHANGES IN NET ASSETS** 

**(Amounts in thousands)** 

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
|  | **The United Kingdom Small<br>Company Series** | **The United Kingdom Small<br>Company Series** | **The Continental Small<br>Company Series** | **The Continental Small<br>Company Series** | **The Canadian Small<br>Company Series** | **The Canadian Small<br>Company Series** |
|  | **Year**<br>**Ended**<br>**Oct 31,<br>2025** | **Year**<br>**Ended**<br>**Oct 31,<br>2024** | **Year**<br>**Ended**<br>**Oct 31,**<br>**2025** | **Year**<br>**Ended**<br>**Oct 31,<br>2024** | **Year**<br>**Ended**<br>**Oct 31,**<br>**2025** | **Year**<br>**Ended**<br>**Oct 31,<br>2024** |
|  **Increase (Decrease) in Net Assets** |  |  |  |  |  |  |
|  Operations: |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Net Investment Income (Loss) | $65164 | $59743 | $166963 | $173727 | $34692 | $33971 |
| &nbsp;&nbsp;&nbsp;&nbsp; Net Realized Gain (Loss) on: |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Investment Securities Sold | (1828) | 23405 | (64120) | 173970 | 78609 | 46365 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Affiliated Investment Companies Shares Sold | 1 | (1) | 31 | (27) | 10 | (3) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Futures | (102) | (33) | (2144) | (11) | 172 | (307) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Foreign Currency Transactions | (112) | 824 | 1203 | (140) | (130) | (199) |
| &nbsp;&nbsp;&nbsp;&nbsp; Change in Unrealized Appreciation (Depreciation) of: |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Investment Securities and Foreign Currency | 124562 | 333371 | 1123808 | 765290 | 468225 | 248969 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Affiliated Investment Companies Shares |  |  | (4) | 3 | 1 | 2 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Futures | 37 | (37) |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Translation of Foreign Currency-Denominated Amounts | (20) | (41) | 2701 | 1610 | 20 |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Net Increase (Decrease) in Net Assets Resulting from Operations | 187702 | 417231 | 1228438 | 1114422 | 581599 | 328798 |
|  Transactions in Interest: |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Contributions | 177507 | 69101 | 160396 | 234420 | 98334 | 5707 |
| &nbsp;&nbsp;&nbsp;&nbsp; Withdrawals | (183898) | (185021) | (1262628) | (237781) | (160002) | (125143) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Net Increase (Decrease) from Transactions in Interest | (6391) | (115920) | (1102232) | (3361) | (61668) | (119436) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Total Increase (Decrease) in Net Assets | 181311 | 301311 | 126206 | 1111061 | 519931 | 209362 |
|  **Net Assets** |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Beginning of Year | 1553224 | 1251913 | 5752774 | 4641713 | 1386761 | 1177399 |
| &nbsp;&nbsp;&nbsp;&nbsp; End of Year | $1734535 | $1553224 | $5878980 | $5752774 | $1906692 | $1386761 |

---

See accompanying Notes to Financial Statements.

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**THE DFA INVESTMENT TRUST COMPANY** 

**STATEMENTS OF CHANGES IN NET ASSETS** 

**(Amounts in thousands)** 

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | **The Emerging Markets<br>Series** | **The Emerging Markets<br>Series** | **The Emerging Markets<br>Small Cap Series** | **The Emerging Markets<br>Small Cap Series** |
|  | **Year**<br>**Ended**<br>**Oct 31,**<br>**2025** | **Year**<br>**Ended**<br>**Oct 31,**<br>**2024** | **Year**<br>**Ended**<br>**Oct 31,**<br>**2025** | **Year**<br>**Ended**<br>**Oct 31,**<br>**2024** |
|  **Increase (Decrease) in Net Assets** |  |  |  |  |
|  Operations: |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Net Investment Income (Loss) | $144453 | $138022 | $106047 | $108177 |
| &nbsp;&nbsp;&nbsp;&nbsp; Net Realized Gain (Loss) on: |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Investment Securities Sold | 34905 | (127837) | (178851) | (46200) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Affiliated Investment Companies Shares Sold | 14 | 3 | 4 | (3) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Futures | 6380 | 6001 | 3600 | 5328 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Foreign Currency Transactions | (460) | (1645) | (630) | (1009) |
| &nbsp;&nbsp;&nbsp;&nbsp; Change in Unrealized Appreciation (Depreciation) of: |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Investment Securities and Foreign Currency | 1242073 | 1018708 | 632191 | 690488 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Affiliated Investment Companies Shares | (1) | 1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Futures | 1044 | 2452 | 936 | 1874 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Translation of Foreign Currency-Denominated Amounts | 264 | (162) | 184 | (89) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Net Increase (Decrease) in Net Assets Resulting from Operations | 1428672 | 1035543 | 563481 | 758566 |
|  Transactions in Interest: |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Contributions | 256136 | 238564 | 37926 | 60643 |
| &nbsp;&nbsp;&nbsp;&nbsp; Withdrawals | (581429) | (317878) | (504037) | (806861) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Net Increase (Decrease) from Transactions in Interest | (325293) | (79314) | (466111) | (746218) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Total Increase (Decrease) in Net Assets | 1103379 | 956229 | 97370 | 12348 |
|  **Net Assets** |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Beginning of Year | 5335224 | 4378995 | 3826787 | 3814439 |
| &nbsp;&nbsp;&nbsp;&nbsp; End of Year | $6438603 | $5335224 | $3924157 | $3826787 |

---

See accompanying Notes to Financial Statements.

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**THE DFA INVESTMENT TRUST COMPANY** 

**FINANCIAL HIGHLIGHTS** 

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  | **The DFA International Value Series** | **The DFA International Value Series** | **The DFA International Value Series** | **The DFA International Value Series** | **The DFA International Value Series** |
|  | **Year**<br> **Ended**<br> **Oct 31,**<br> **2025** | **Year**<br> **Ended**<br> **Oct 31,**<br> **2024** | **Year**<br> **Ended**<br> **Oct 31,**<br> **2023** | **Year**<br> **Ended**<br> **Oct 31,**<br> **2022** | **Year**<br> **Ended**<br> **Oct 31,**<br> **2021** |
|  Total Return | 32.09% | 21.98% | 17.00% | (13.82%) | 51.09% |
|  Net Assets, End of Year (thousands) | $15630821 | $12469635 | $11441773 | $10527133 | $12297493 |
|  Ratio of Expenses to Average Net Assets | 0.21% | 0.22% | 0.21% | 0.21% | 0.22% |
|  Ratio of Expenses to Average Net Assets (Excluding Fees Paid Indirectly) | 0.21% | 0.22% | 0.21% | 0.21% | 0.22% |
|  Ratio of Net Investment Income to Average Net Assets | 3.75% | 3.83% | 4.34% | 4.36% | 3.50% |
|  Portfolio Turnover Rate | 13% | 13% | 13% | 15% | 9% |

---

See page 1-2 for the Definitions of Abbreviations and Footnotes.

See accompanying Notes to Financial Statements.

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**THE DFA INVESTMENT TRUST COMPANY** 

**FINANCIAL HIGHLIGHTS** 

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  | **The Japanese Small Company Series** | **The Japanese Small Company Series** | **The Japanese Small Company Series** | **The Japanese Small Company Series** | **The Japanese Small Company Series** |
|  | **Year**<br> **Ended**<br> **Oct 31,<br>2025** | **Year**<br> **Ended**<br> **Oct 31,<br>2024** | **Year**<br> **Ended**<br> **Oct 31,<br>2023** | **Year**<br> **Ended**<br> **Oct 31,<br>2022** | **Year**<br> **Ended**<br> **Oct 31,<br>2021** |
|  Total Return | 26.70% | 15.91% | 18.71% | (23.60%) | 13.08% |
|  Net Assets, End of Year (thousands) | $3328068 | $2971020 | $2821173 | $2520343 | $3416144 |
|  Ratio of Expenses to Average Net Assets | 0.12% | 0.12% | 0.12% | 0.12% | 0.12% |
|  Ratio of Expenses to Average Net Assets (Excluding Fees Paid Indirectly) | 0.12% | 0.12% | 0.12% | 0.12% | 0.12% |
|  Ratio of Net Investment Income to Average Net Assets | 2.86% | 2.64% | 2.63% | 2.56% | 2.11% |
|  Portfolio Turnover Rate | 14% | 14% | 9% | 11% | 11% |

---

See page 1-2 for the Definitions of Abbreviations and Footnotes.

See accompanying Notes to Financial Statements.

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**THE DFA INVESTMENT TRUST COMPANY** 

**FINANCIAL HIGHLIGHTS** 

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  | **The Asia Pacific Small Company Series** | **The Asia Pacific Small Company Series** | **The Asia Pacific Small Company Series** | **The Asia Pacific Small Company Series** | **The Asia Pacific Small Company Series** |
|  | **Year**<br> **Ended**<br> **Oct 31,<br>2025** | **Year**<br> **Ended**<br> **Oct 31,<br>2024** | **Year**<br> **Ended**<br> **Oct 31,<br>2023** | **Year**<br> **Ended**<br> **Oct 31,<br>2022** | **Year**<br> **Ended**<br> **Oct 31,<br>2021** |
|  Total Return | 25.20% | 22.46% | 0.60% | (26.65%) | 38.31% |
|  Net Assets, End of Year (thousands) | $1628106 | $1373788 | $1202141 | $1194021 | $1822967 |
|  Ratio of Expenses to Average Net Assets | 0.12% | 0.12% | 0.12% | 0.12% | 0.12% |
|  Ratio of Expenses to Average Net Assets (Excluding Fees Paid Indirectly) | 0.12% | 0.12% | 0.12% | 0.12% | 0.12% |
|  Ratio of Net Investment Income to Average Net Assets | 3.93% | 3.73% | 4.37% | 4.23% | 3.42% |
|  Portfolio Turnover Rate | 21% | 23% | 17% | 19% | 19% |

---

See page 1-2 for the Definitions of Abbreviations and Footnotes.

See accompanying Notes to Financial Statements.

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**THE DFA INVESTMENT TRUST COMPANY** 

**FINANCIAL HIGHLIGHTS** 

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  | **The United Kingdom Small Company Series** | **The United Kingdom Small Company Series** | **The United Kingdom Small Company Series** | **The United Kingdom Small Company Series** | **The United Kingdom Small Company Series** |
|  | **Year**<br> **Ended**<br> **Oct 31,<br>2025** | **Year**<br> **Ended**<br> **Oct 31,<br>2024** | **Year**<br> **Ended**<br> **Oct 31,<br>2023** | **Year**<br> **Ended**<br> **Oct 31,<br>2022** | **Year**<br> **Ended**<br> **Oct 31,<br>2021** |
|  Total Return | 13.63% | 32.13% | 9.20% | (33.34%) | 51.93% |
|  Net Assets, End of Year (thousands) | $1734535 | $1553226 | $1251913 | $1167847 | $1897276 |
|  Ratio of Expenses to Average Net Assets | 0.11% | 0.11% | 0.11% | 0.11% | 0.12% |
|  Ratio of Expenses to Average Net Assets (Excluding Fees Paid Indirectly) | 0.11% | 0.11% | 0.11% | 0.11% | 0.12% |
|  Ratio of Net Investment Income to Average Net Assets | 4.17% | 3.70% | 3.88% | 4.07% | 2.27% |
|  Portfolio Turnover Rate | 19% | 20% | 9% | 14% | 12% |

---

See page 1-2 for the Definitions of Abbreviations and Footnotes.

See accompanying Notes to Financial Statements.

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**THE DFA INVESTMENT TRUST COMPANY** 

**FINANCIAL HIGHLIGHTS** 

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  | **The Continental Small Company Series** | **The Continental Small Company Series** | **The Continental Small Company Series** | **The Continental Small Company Series** | **The Continental Small Company Series** |
|  | **Year**<br> **Ended**<br> **Oct 31,<br>2025** | **Year**<br> **Ended**<br> **Oct 31,<br>2024** | **Year**<br> **Ended**<br> **Oct 31,<br>2023** | **Year**<br> **Ended**<br> **Oct 31,<br>2022** | **Year**<br> **Ended**<br> **Oct 31,<br>2021** |
|  Total Return | 26.40% | 24.06% | 11.76% | (29.07%) | 51.24% |
|  Net Assets, End of Year (thousands) | $5878980 | $5752774 | $4641713 | $4346563 | $6539105 |
|  Ratio of Expenses to Average Net Assets | 0.12% | 0.12% | 0.12% | 0.13% | 0.12% |
|  Ratio of Expenses to Average Net Assets (Excluding Fees Paid Indirectly) | 0.12% | 0.12% | 0.12% | 0.13% | 0.12% |
|  Ratio of Net Investment Income to Average Net Assets | 3.06% | 3.10% | 3.14% | 2.85% | 2.11% |
|  Portfolio Turnover Rate | 10% | 16% | 11% | 11% | 17% |

---

See page 1-2 for the Definitions of Abbreviations and Footnotes.

See accompanying Notes to Financial Statements.

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**THE DFA INVESTMENT TRUST COMPANY** 

**FINANCIAL HIGHLIGHTS** 

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  | **The Canadian Small Company Series** | **The Canadian Small Company Series** | **The Canadian Small Company Series** | **The Canadian Small Company Series** | **The Canadian Small Company Series** |
|  | **Year**<br> **Ended**<br> **Oct 31,<br>2025** | **Year**<br> **Ended**<br> **Oct 31,<br>2024** | **Year**<br> **Ended**<br> **Oct 31,<br>2023** | **Year**<br> **Ended**<br> **Oct 31,<br>2022** | **Year**<br> **Ended**<br> **Oct 31,<br>2021** |
|  Total Return | 44.52% | 28.42% | 3.53% | (12.52%) | 59.72% |
|  Net Assets, End of Year (thousands) | $1906692 | $1386761 | $1177399 | $1215060 | $1451408 |
|  Ratio of Expenses to Average Net Assets | 0.11% | 0.11% | 0.11% | 0.11% | 0.12% |
|  Ratio of Expenses to Average Net Assets (Excluding Fees Paid Indirectly) | 0.11% | 0.11% | 0.11% | 0.11% | 0.12% |
|  Ratio of Net Investment Income to Average Net Assets | 2.36% | 2.52% | 2.47% | 3.00% | 1.90% |
|  Portfolio Turnover Rate | 17% | 18% | 17% | 15% | 27% |

---

See page 1-2 for the Definitions of Abbreviations and Footnotes.

See accompanying Notes to Financial Statements.

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**THE DFA INVESTMENT TRUST COMPANY** 

**FINANCIAL HIGHLIGHTS** 

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  | **The Emerging Markets Series** | **The Emerging Markets Series** | **The Emerging Markets Series** | **The Emerging Markets Series** | **The Emerging Markets Series** |
|  | **Year**<br> **Ended**<br> **Oct 31,**<br> **2025** | **Year**<br> **Ended**<br> **Oct 31,**<br> **2024** | **Year**<br> **Ended**<br> **Oct 31,**<br> **2023** | **Year**<br> **Ended**<br> **Oct 31,**<br> **2022** | **Year**<br> **Ended**<br> **Oct 31,**<br> **2021** |
|  Total Return | 28.06% | 23.68% | 13.27% | (25.79%) | 22.22% |
|  Net Assets, End of Year (thousands) | $6438603 | $5335224 | $4378995 | $3992428 | $6309330 |
|  Ratio of Expenses to Average Net Assets | 0.15% | 0.15% | 0.14% | 0.15% | 0.15% |
|  Ratio of Expenses to Average Net Assets (Excluding Fees Paid Indirectly) | 0.15% | 0.15% | 0.15% | 0.16% | 0.15% |
|  Ratio of Net Investment Income to Average Net Assets | 2.61% | 2.74% | 3.32% | 3.26% | 2.42% |
|  Portfolio Turnover Rate | 10% | 15% | 14% | 10% | 19% |

---

See page 1-2 for the Definitions of Abbreviations and Footnotes.

See accompanying Notes to Financial Statements.

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**THE DFA INVESTMENT TRUST COMPANY** 

**FINANCIAL HIGHLIGHTS** 

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  | **The Emerging Markets Small Cap Series** | **The Emerging Markets Small Cap Series** | **The Emerging Markets Small Cap Series** | **The Emerging Markets Small Cap Series** | **The Emerging Markets Small Cap Series** |
|  | **Year**<br> **Ended**<br> **Oct 31,**<br> **2025** | **Year**<br> **Ended**<br> **Oct 31,**<br> **2024** | **Year**<br> **Ended**<br> **Oct 31,**<br> **2023** | **Year**<br> **Ended**<br> **Oct 31,**<br> **2022** | **Year**<br> **Ended**<br> **Oct 31,**<br> **2021** |
|  Total Return | 16.78% | 20.85% | 15.47% | (22.31%) | 36.03% |
|  Net Assets, End of Year (thousands) | $3924157 | $3826787 | $3814439 | $3520919 | $5128719 |
|  Ratio of Expenses to Average Net Assets | 0.26% | 0.27% | 0.25% | 0.26% | 0.27% |
|  Ratio of Expenses to Average Net Assets (Excluding Fees Paid Indirectly) | 0.26% | 0.27% | 0.26% | 0.26% | 0.27% |
|  Ratio of Net Investment Income to Average Net Assets | 2.90% | 2.69% | 2.93% | 2.91% | 2.47% |
|  Portfolio Turnover Rate | 11% | 13% | 19% | 12% | 16% |

---

See page 1-2 for the Definitions of Abbreviations and Footnotes.

See accompanying Notes to Financial Statements.

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**THE DFA INVESTMENT TRUST COMPANY** 

**NOTES TO FINANCIAL STATEMENTS** 

**A. Organization:** 

The DFA Investment Trust Company (the "Trust") is an open-end management investment company registered under the Investment Company Act of 1940 (the "1940 Act"), The Trust consists of ten operational series, eight of which, 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 Canadian Small Company Series, The Emerging Markets Series and The Emerging Markets Small Cap Series are included in this section of the report (collectively, the "Series"). The remaining operational series are presented in separate reports. The Series are investment companies, and accordingly, follow the accounting and reporting guidance under the Financial Accounting Standards Board ("FASB") Accounting Standards Codification ("ASC"), Topic 946, "Financial Services-Investment Companies."

**B. Significant Accounting Policies:** 

The following significant accounting policies are in conformity with accounting principles generally accepted in the United States of America ("GAAP"). Such policies are consistently followed by the Trust in preparation of its financial statements. The preparation of financial statements in accordance with GAAP requires management to make estimates and assumptions that affect the fair value of investments, the reported amounts of assets and liabilities, the disclosure of contingent assets and liabilities at the date of the financial statements, and the reported amounts of increases and decreases in net assets from operations during the reporting period. Actual results could differ from those estimates, and those differences could be material.

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1. *Security Valuation*: The Series use a fair value hierarchy, which prioritizes the inputs-to-valuation techniques used to measure fair value into three broad levels described below:

● Level 1 – inputs are quoted prices
 in active markets for identical securities (including equity securities, open-end investment companies, and futures contracts)

● Level 2 – other significant observable
 inputs (including quoted prices for similar securities, interest rates, prepayment speeds, credit risk, etc.)

● Level 3 – significant unobservable
 inputs (including the Series' own assumptions in determining the fair value of investments)

Securities held by the Series, 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 Series 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 Series value the securities at the mean between 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 Trustees of the Trust (the "Board"). 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 Dimensional Fund Advisors LP (the "Advisor")) occur before the net asset value of the Series is calculated. When

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fair value pricing is used, the prices of securities used by the Series 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 Series 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 that the net asset values of the Series are computed. Due to the time differences between the closings of the relevant foreign securities exchanges and the time the Series price their shares at the close of the NYSE, the Series 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 Series' foreign investments since the last closing prices of the foreign investments were calculated 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 Series uses data furnished by an independent pricing service (and that data draws upon, among other information, the market values of foreign investments). When a Series uses fair value pricing, the values assigned to the Series' 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.

Futures contracts held by the Series are valued using the settlement price established each day on the exchange on which they are traded. These valuations are generally categorized as Level 1 in the hierarchy.

OTC 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.

A summary of the inputs used to value the Series' investments by each major security type, industry and/or country is disclosed previously in this note. Valuation hierarchy tables have been included at the end of the Schedules of Investments. The methodology or inputs used for valuing securities are not necessarily an indication of the risk associated with investing in those securities.

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2. *Foreign Currency Translation*: Securities and other assets and liabilities of the Series, whose values are initially expressed in foreign currencies are translated to U.S. dollars using the mean between the most recent bid and ask prices for the U.S. dollar as quoted by generally recognized reliable sources. To facilitate the translation, the Series enter into foreign currency contracts. A foreign currency contract is a spot agreement between two parties to buy and sell currencies at current market exchange rates, for settlement generally within two business days. Dividend and interest income and certain expenses are translated to U.S. dollars at the rate of exchange on their respective accrual dates. Receivables and payables denominated in foreign currencies are marked-to-market daily based on daily exchange rates and exchange gains or losses are realized upon ultimate receipt or disbursement.

The Series do not isolate the effect of foreign currency rate fluctuations when determining the realized gain or loss upon the sale or maturity of foreign currency-denominated debt obligations pursuant to U.S. Federal income tax regulations; such amounts are categorized as foreign exchange gain or loss for income tax reporting purposes.

Realized gains or losses on foreign currency transactions represent net foreign exchange gains or losses from the disposition of foreign currencies, currency gains or losses realized between the trade and settlement dates of securities transactions, and the difference between amounts of interest, dividends and any foreign withholding taxes recorded on the books of the Series and the U.S. dollar equivalent amounts actually received or paid.

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3. *Deferred Compensation Plan*: Each eligible Trustee of the Trust may elect to participate in the Fee Deferral Plan for Independent Directors and Trustees (the "Plan"). Under the Plan, effective January 1, 2002, such Trustees may defer payment of all or a portion of their total fees earned as a Trustee. These deferred amounts may be treated as though such amounts had been invested in shares of the following funds, each of which are affiliates of the Series, and advised by the Advisor: the U.S. Large Cap Value Portfolio, U.S. Core Equity 1 Portfolio, U.S. Large Company Portfolio, U.S. Vector Equity Portfolio, U.S. Micro Cap Portfolio, DFA International Value Portfolio, International Core

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Equity 2 Portfolio, Emerging Markets Portfolio, Emerging Markets Core Equity 2 Portfolio, DFA Inflation-Protected Securities Portfolio, and/or DFA Two-Year Global Fixed Income Portfolio. Contributions made under the Plan and the change in unrealized appreciation (depreciation) and income are included in Directors'/Trustees' Fees & Expenses.

The Trustees may receive their distributions of proceeds by one of the following methods: lump sum, annual installments over a period of agreed-upon years, or quarterly installments over a period of agreed-upon years. Each Trustee shall have the right in a notice of election (the "Notice") to defer the receipt of the Trustee's deferred compensation until a date specified by such Trustee in the Notice. The date may not be sooner than the earlier of: (i) the first business day of January following the year in which such Trustee ceases to be a member of the Board; and (ii) five years following the effective date of the Trustee's first deferral election. If a Trustee who elects to defer fees fails to designate in the Notice a time or date as of which payment of the Trustee's deferred fee account shall commence, payment of such amount shall commence as of the first business day of January following the year in which the Trustee ceases to be a member of the Board (unless the Trustee files an amended Notice selecting a different distribution date).

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4. *Other*: Security transactions are accounted for as of the trade date. Costs used in determining realized gains and losses on the sale of investment securities and foreign currency are accounted for on the basis of identified cost. Dividend income and distributions to shareholders are recorded on the ex-dividend date. Non-cash dividend income received in the form of securities in-lieu of cash, if any, are recorded at the fair value of securities received. Distributions received on securities and that represent a return of capital or capital gains are recorded as a reduction of cost of investments or as a realized gain, respectively. The Series estimate the character of received distributions that may be considered return of capital distributions. Interest income is recorded on an accrual basis. Discount and premium on securities purchased are amortized over the lives of the respective securities, using the effective interest method. Expenses directly attributable to a Series are directly charged. Common expenses of the Trust or Series are allocated using methods approved by the Board, generally based on average net assets.

The Series may be subject to taxes imposed by countries in which they invest with respect to their investments in issuers existing or operating in such countries. Such taxes are generally based on income earned or repatriated and capital gains realized on the sale of such investments. The Series accrue such taxes when the related income or capital gains are earned or throughout the holding period. Some countries require governmental approval for the repatriation of investment income, capital or the proceeds of sales earned by foreign investors. Additionally, if there is a deterioration in a country's balance of payments or for other reasons, a country may impose temporary restrictions on foreign capital remittances abroad.

The Emerging Markets Series and The Emerging Markets Small Cap Series are subject to tax on short-term and long-term capital gains for investments in India. Such taxes are accrued on a daily basis and due upon sale of individual securities.

**C. Investment Advisor:** 

The Advisor provides investment management services to the Series. For the year ended October 31, 2025, investment management fees were accrued daily and paid monthly to the Advisor based on the following effective annual rates of average daily net assets:

---

| | |
|:---|:---|
|  The DFA International Value Series | 0.2% |
|  The Japanese Small Company Series | 0.1% |
|  The Asia Pacific Small Company Series | 0.1% |
|  The United Kingdom Small Company Series | 0.1% |
|  The Continental Small Company Series | 0.1% |
|  The Canadian Small Company Series | 0.1% |
|  The Emerging Markets Series | 0.1% |
|  The Emerging Markets Small Cap Series | 0.2% |

---

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**Fees Paid to Officers and Trustees:** 

Certain Officers and Trustees of the Advisor are also Officers and Trustees of the Trust; however, such Officers and Trustees (with the exception of the Chief Compliance Officer ("CCO")) receive no compensation from the Trust. For the year ended October 31, 2025, the total related amounts paid by the Trust to the CCO were $47 (in thousands). The total related amounts paid by each of the Series are included in Other Expenses on the Statements of Operations.

**D. Deferred Compensation:** 

As of October 31, 2025, the total liability for deferred compensation to Trustees is included in Accrued Expenses and Other Liabilities on the Statements of Assets and Liabilities as follows (amounts in thousands):

---

| | |
|:---|:---|
|  The DFA International Value Series | $184.0 |
|  The Japanese Small Company Series | 47.0 |
|  The Asia Pacific Small Company Series | 22.0 |
|  The United Kingdom Small Company Series | 29.0 |
|  The Continental Small Company Series | 47.0 |
|  The Canadian Small Company Series | 12.0 |
|  The Emerging Markets Series | 74.0 |
|  The Emerging Markets Small Cap Series | 63.0 |

---

**E. Purchases and Sales of Securities:** 

For the year ended October 31, 2025, the Series' transactions related to investment securities, other than short-term securities, in-kind redemptions and U.S. Government securities (amounts in thousands), were as follows:

---

| | | |
|:---|:---|:---|
|  | **Purchases** | **Sales** |
|  The DFA International Value Series | $1880239 | $1760523 |
|  The Japanese Small Company Series | 437611 | 712375 |
|  The Asia Pacific Small Company Series | 300854 | 289834 |
|  The United Kingdom Small Company Series | 418329 | 301589 |
|  The Continental Small Company Series | 557332 | 1476734 |
|  The Canadian Small Company Series | 273657 | 252049 |
|  The Emerging Markets Series | 572951 | 768450 |
|  The Emerging Markets Small Cap Series | 397491 | 768591 |

---

There were no purchases or sales of long-term U.S. government securities.

For the year ended October 31, 2025, transactions related to Affiliated Investment Companies, excluding in-kind redemptions, are presented below.

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The amounts presented below may differ from the respective amounts presented in the corresponding Schedule of Investments, Statement of Assets and Liabilities or Statement of Operations due to rounding. The amounts are as follows (amounts in thousands):

---

| | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
|  | **Balance at<br>October 31, 2024** | **Purchases<br>at Cost** | **Proceeds<br>from Sales** | **Net Realized<br>Gain/(Loss)<br>on Sales** | **Change in<br>Unrealized<br>Appreciation/<br>Depreciation** | **Balance at<br>October 31, 2025** | **Shares as of<br>October 31, 2025** | **Dividend<br>Income** | **Capital Gain<br>Distributions** |
|  **The DFA International Value Series** |  |  |  |  |  |  |  |  |  |
|  The DFA Short Term Investment Fund | $394864 | $4702612 | $4863485 | $9 | $(6) | $233994 | 20229 | $11290 |  |
|  **Total** | **$394864** | **$4702612** | **$4863485** | **$9** | **$(6)** | **$233994** |  | **$11290** |  |
|  **The Japanese Small Company Series** |  |  |  |  |  |  |  |  |  |
|  The DFA Short Term Investment Fund | $41708 | $478769 | $480015 | $(2) | $(2) | $40458 | 3498 | $2330 |  |
|  **Total** | **$41708** | **$478769** | **$480015** | **$(2)** | **$(2)** | **$40458** |  | **$2330** |  |
|  **The Asia Pacific Small Company Series** |  |  |  |  |  |  |  |  |  |
|  The DFA Short Term Investment Fund | $18337 | $181004 | $168736 | $2 |  | $30607 | 2646 | $828 |  |
|  **Total** | **$18337** | **$181004** | **$168736** | **$2** | **—** | **$30607** |  | **$828** |  |
|  **The United Kingdom Small Company Series** |  |  |  |  |  |  |  |  |  |
|  The DFA Short Term Investment Fund | $11156 | $144277 | $131667 | $1 |  | $23767 | 2055 | $427 |  |
|  **Total** | **$11156** | **$144277** | **$131667** | **$1** | **—** | **$23767** |  | **$427** |  |
|  **The Continental Small Company Series** |  |  |  |  |  |  |  |  |  |
|  The DFA Short Term Investment Fund | $240959 | $1621895 | $1567159 | $31 | $(4) | $295722 | 25566 | $9510 |  |
|  **Total** | **$240959** | **$1621895** | **$1567159** | **$31** | **$(4)** | **$295722** |  | **$9510** |  |
|  **The Canadian Small Company Series** |  |  |  |  |  |  |  |  |  |
|  The DFA Short Term Investment Fund | $94298 | $384628 | $308204 | $10 | $1 | $170733 | 14760 | $3447 |  |
|  **Total** | **$94298** | **$384628** | **$308204** | **$10** | **$1** | **$170733** |  | **$3447** |  |
|  **The Emerging Markets Series** |  |  |  |  |  |  |  |  |  |
|  The DFA Short Term Investment Fund | $56677 | $1403356 | $1386281 | $14 | $(1) | $73765 | 6377 | $2503 |  |
|  **Total** | **$56677** | **$1403356** | **$1386281** | **$14** | **$(1)** | **$73765** |  | **$2503** |  |

---

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---

| | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
|  | **Balance at<br>October 31, 2024** | **Purchases<br>at Cost** | **Proceeds<br>from Sales** | **Net Realized<br>Gain/(Loss)<br>on Sales** | **Change in<br>Unrealized<br>Appreciation/<br>Depreciation** | **Balance at<br>October 31, 2025** | **Shares as of<br>October 31, 2025** | **Dividend<br>Income** | **Capital Gain<br>Distributions** |
|  **The Emerging Markets Small Cap Series** |  |  |  |  |  |  |  |  |  |
|  The DFA Short Term Investment Fund | $26110 | $350822 | $307017 | $4 |  | $69919 | 6045 | $1324 |  |
|  **Total** | **$26110** | **$350822** | **$307017** | **$4** | **—** | **$69919** |  | **$1324** | **—** |

---

**F. Federal Income Taxes:** 

No provision for federal income taxes is required since the Series are treated as partnerships for federal income tax purposes. Any net investment income and realized and unrealized gains and losses have been deemed to have been "passed down" to their respective partners. Accordingly, as a pass-through entity, the Series pays no income dividends or capital gain distributions.

As of October 31, 2025, the total cost and aggregate gross unrealized appreciation (depreciation) of securities for federal income tax purposes were different from amounts reported for financial reporting purposes, as follows (amounts in thousands):

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | **Federal<br>Tax Cost** | **Unrealized<br>Appreciation** | **Unrealized<br>(Depreciation)** | **Net<br>Unrealized<br>Appreciation**<br>**(Depreciation)** |
|  The DFA International Value Series | $9887456 | $5781269 | $(78129) | $5703140 |
|  The Japanese Small Company Series | 2368748 | 1019648 | (57785) | 961863 |
|  The Asia Pacific Small Company Series | 1373228 | 435281 | (154150) | 281131 |
|  The United Kingdom Small Company Series | 1426679 | 468182 | (153819) | 314363 |
|  The Continental Small Company Series | 3999449 | 2408227 | (297747) | 2110480 |
|  The Canadian Small Company Series | 1333473 | 796539 | (57839) | 738700 |
|  The Emerging Markets Series | 2981873 | 3630278 | (94620) | 3535658 |
|  The Emerging Markets Small Cap Series | 2506040 | 1651867 | (148779) | 1503088 |

---

The difference between GAAP-basis and tax-basis unrealized gains (losses) can occur as a result of wash sales and net mark-to-market gains (losses) on regulated futures contracts, net mark-to-market gains (losses) on foreign currency contracts, and differences in the tax treatment of passive foreign investment company investments or other investments.

*ASC 740 Accounting for Uncertainty in Income Taxes* sets forth a minimum threshold for financial statement recognition of the benefit of a tax position taken or expected to be taken in a tax return. Under GAAP, the Series recognize the tax benefits of uncertain tax positions only when the position is more likely than not to be sustained, assuming examination by tax authorities. Management has analyzed the Series' tax positions and has concluded that no additional provision for income tax is required in any Series' financial statements. The Series are not aware of any tax positions for which it is reasonably possible that the total amounts of unrecognized tax benefits will significantly change in the next twelve months. The Series' federal tax returns for the prior three fiscal years remain subject to examination by the Internal Revenue Service.

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**G. Financial Instruments:** 

In accordance with the Series' investment objectives and policies, the Series may invest 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. The Series' derivative contracts are not accounted for as hedging instruments under GAAP. These instruments and their significant corresponding risks are described below:

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1. *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 Series may be inhibited.

Series that have significant exposure to certain countries, such as The United Kingdom Small Company Series that concentrates investments in the United Kingdom, can be expected to be impacted by the political and economic conditions within such countries. For example, there is continuing uncertainty around the future of the euro and the European Union (EU) following the United Kingdom's (UK) exit from the EU (referred to as "Brexit"). Brexit may cause greater market volatility and illiquidity, currency fluctuations, deterioration in economic activity, a decrease in business confidence, and increased likelihood of a recession in the UK. While it is not possible to determine the precise impact these events may have on the Series, the ultimate impact on the UK, EU countries, other countries or parties that transact with the UK and EU, and the broader global economy could be significant and could adversely affect the value and liquidity of the Series' investments.

**Derivative Financial Instruments:** 

Summarized below are the specific types of derivative instruments used by the Series.

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2. *Futures Contracts*: The Series 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 Series. Upon entering into a futures contract, a Series deposits cash or pledges 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 Series as unrealized gains or losses until the contracts are closed. When the contracts are closed, the Series records 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.

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 Series 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.

Securities have been segregated as collateral for open futures contracts.

The average volume (based on the open positions at each fiscal month-end) of derivative activity for the year ended October 31, 2025 was as follows (amounts in thousands):

---

| | |
|:---|:---|
|  | **Futures\*** |
|  The DFA International Value Series | $121965 |
|  The Japanese Small Company Series | 272 |
|  The Asia Pacific Small Company Series | 91 |
|  The United Kingdom Small Company Series | 1895 |
|  The Emerging Markets Series | 38797 |

---

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---

| | |
|:---|:---|
|  | **Futures\*** |
|  The Emerging Markets Small Cap Series | $23864 |

---

\* Average Notional Value of futures contracts.

The following is a summary of the Series' derivative instrument holdings categorized by primary risk exposure as of October 31, 2025 (amounts in thousands):

---

| | | |
|:---|:---|:---|
|  | **Asset Derivatives Value** | **Asset Derivatives Value** |
|  | **Total Value**<br>**at**<br>**October 31, 2025** | **Equity<br>Contracts <sup>(1)</sup>** |
|  The DFA International Value Series | $3057 | $3057 |
|  The Emerging Markets Series | 1487 | 1487 |
|  The Emerging Markets Small Cap Series | 993 | 993 |

---

(1) Presented on Statements of Assets and Liabilities
 as Receivables: Futures Variation Margin.

The following is a summary of the realized and change in unrealized gains and losses from the Series' derivative instrument holdings categorized by primary risk exposure for the year ended October 31, 2025 (amounts in thousands):

---

| | | |
|:---|:---|:---|
|  | **Realized Gain (Loss) on<br>Derivatives** | **Realized Gain (Loss) on<br>Derivatives** |
|  | **Total** | **Equity<br>Contracts <sup>(1)</sup>** |
|  The DFA International Value Series | $15034 | $15034 |
|  The Japanese Small Company Series | 155 | 155 |
|  The Asia Pacific Small Company Series | (77) | (77) |
|  The United Kingdom Small Company Series | (102) | (102) |
|  The Continental Small Company Series | (2144) | (2144) |
|  The Canadian Small Company Series | 172 | 172 |
|  The Emerging Markets Series | 6380 | 6380 |
|  The Emerging Markets Small Cap Series | 3600 | 3600 |

---

---

| | | |
|:---|:---|:---|
|  | **Change in Unrealized Appreciation<br>(Depreciation) on Derivatives** | **Change in Unrealized Appreciation<br>(Depreciation) on Derivatives** |
|  | **Total** | **Equity<br>Contracts <sup>(2)</sup>** |
|  The DFA International Value Series | $3895 | $3895 |
|  The Japanese Small Company Series | 90 | 90 |
|  The Asia Pacific Small Company Series | 30 | 30 |
|  The United Kingdom Small Company Series | 37 | 37 |
|  The Emerging Markets Series | 1044 | 1044 |
|  The Emerging Markets Small Cap Series | 936 | 936 |

---

(1) Presented on Statements of Operations as Net
 Realized Gain (Loss) on: Futures.

(2) Presented on Statements of Operations as Change
 in Unrealized Appreciation (Depreciation) of: Futures.

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**H. Line of Credit and Interfund Lending Program:** 

The Trust, together with other Dimensional-advised portfolios, has entered into a $500 million uncommitted, unsecured discretionary line of credit effective April 2, 2025, with its domestic custodian bank. A line of credit with similar terms was in effect through April 2, 2025. Each portfolio is permitted to borrow, subject to its investment limitations, up to a maximum of $250 million, as long as total borrowings under the line of credit do not exceed $500 million in the aggregate. Borrowings under the line of credit are charged interest at rates agreed upon by the parties at the time of borrowing. Each portfolio is individually, and not jointly, liable for its particular advances under the line of credit. There is no commitment fee on the unused portion of the line of credit. The agreement for the discretionary line of credit may be terminated by either party at any time. The agreement for the line of credit expires on April 1, 2026.

The Trust, together with other Dimensional-advised portfolios, has also entered into an additional $700 million unsecured line of credit with its international custodian bank effective December 26, 2024. A line of credit with similar terms was in effect through December 26, 2024. Each portfolio is permitted to borrow, subject to its investment limitations, up to the lower of one-quarter of such portfolio's net assets or $500 million, as long as total borrowings under the line of credit do not exceed $700 million in the aggregate. Each portfolio is individually, and not jointly, liable for its particular advances under the line of credit. Borrowings under the line of credit are charged interest at rates agreed upon by the parties at the time of borrowing. There is no commitment fee on the unused portion of the line of credit. The line of credit agreement expires on December 25, 2025.

For the year ended October 31, 2025, borrowings by the following Series under the lines of credit were as follows (amounts in thousands, except percentages and days):

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
|  | **Weighted<br>Average<br>Interest Rate** | **Weighted<br>Average<br>Loan Balance** | **Number of<br>Days<br>Outstanding\*** | **Interest<br>Expense<br>Incurred** | **Maximum Amount<br>Borrowed During<br>the Period** | **Outstanding<br>Borrowings<br>as of 10/31/2025** |
|  The Japanese Small Company Series | 5.12% | $1085 | 14 | $2 | $2908 |  |
|  The Asia Pacific Small Company Series | 5.08% | 580 | 3 |  | 989 |  |
|  The United Kingdom Small Company Series | 5.21% | 1744 | 8 | 2 | 3160 |  |
|  The Continental Small Company Series | 5.17% | 7984 | 16 | 19 | 17754 |  |
|  The Emerging Markets Series | 5.08% | 5848 | 4 | 3 | 5848 |  |
|  The Emerging Markets Small Cap Series | 5.08% | 772 | 4 |  | 863 |  |

---

\* Number of Days Outstanding represents the total of single or consecutive days during the year ended October 31, 2025, that the Series' available line of credit was used. 

Pursuant to an exemptive order issued by the SEC (the "Order"), the Series may participate in an interfund lending program among certain portfolios managed by the Advisor (portfolios that operate as feeder funds do not participate in the program). The program allows the participating portfolios to borrow money from and loan money to each other for temporary or emergency purposes, subject to the conditions in the Order. A loan can only be made through the program if the interfund loan rate on that day is more favorable to both the borrowing and lending portfolios as compared to rates available through short-term bank loans or investments in overnight repurchase agreements and money market funds, respectively, as detailed in the Order. Further, a portfolio may participate in the program only if and to the extent that such participation is consistent with its investment objectives and limitations. Interfund loans have a maximum duration of seven days and may be called on one business day's notice.

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For the year ended October 31, 2025, activity by the Series under the interfund lending program was as follows (amounts in thousands, except percentages and days):

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
|  | **Borrower or<br>Lender** | **Weighted<br>Average<br>Interest Rate** | **Weighted<br>Average Loan<br>Balance** | **Number of<br>Days<br>Outstanding\*** | **Interest<br>Expense/<br>Income** | **Maximum Amount<br>Borrowed/Loaned<br>During the Period** | **Outstanding<br>Borrowings<br>as of 10/31/2025** |
|  The Continental Small Company Series | Borrower | 4.95% | $41556 | 15 | $86 | $58491 |  |

---

\* Number of Days Outstanding represents the total of single or consecutive days during the year ended October 31, 2025 that the Series utilized the interfund lending program. 

**I. Affiliated Trades:** 

Cross trades for the year ended October 31, 2025, if any, were executed by the Series pursuant to procedures adopted by the Board to ensure compliance with Rule 17a-7 under the 1940 Act. Cross trading is the buying or selling of portfolio securities between series of investment companies, or between a series of an investment company and another entity, that are or could be considered affiliates by virtue of a common investment advisor (or affiliated investment advisors), common Trustees and/or common Officers. At its regularly scheduled meetings, the CCO certifies to the Board that the 17a-7 transactions entered into by the Series complied with the Rule 17a-7 Procedures adopted by the Board.

For the year ended October 31, 2025, cross trades by the Series under Rule 17a-7 were as follows (amounts in thousands):

---

| | | | |
|:---|:---|:---|:---|
| **Series** | **Purchases** | **Sales** | **Realized Gain (Loss)** |
|  The DFA International Value Series | $188029 | $175689 | $(15362) |
|  The Japanese Small Company Series | 70929 | 69840 | 2685 |
|  The Asia Pacific Small Company Series | 36440 | 71030 | (2187) |
|  The United Kingdom Small Company Series | 72842 | 40837 | (1498) |
|  The Continental Small Company Series | 63447 | 120116 | (11099) |
|  The Canadian Small Company Series | 51668 | 42329 | 4526 |
|  The Emerging Markets Series | 3632 | 4136 | (1892) |
|  The Emerging Markets Small Cap Series | 1523 | 4324 | (3128) |

---

**J. Securities Lending:** 

As of October 31, 2025, the Series had securities on loan to brokers/dealers, for which each such Series received cash collateral. The contractual maturity of cash collateral received under the securities lending agreement is classified as overnight and continuous. The Series also received non-cash collateral consisting of short- and/or long-term U.S. Treasuries and U.S. government agency securities as follows (amounts in thousands):

---

| | |
|:---|:---|
|  | **Non-Cash<br>Collateral<br>Market<br>Value** |
|  The DFA International Value Series | $228901 |
|  The Japanese Small Company Series | 248082 |
|  The Asia Pacific Small Company Series | 181993 |
|  The United Kingdom Small Company Series | 22148 |

---

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---

| | |
|:---|:---|
|  | **Non-Cash<br>Collateral<br>Market<br>Value** |
|  The Continental Small Company Series | $74312 |
|  The Canadian Small Company Series | 39535 |
|  The Emerging Markets Series | 276580 |
|  The Emerging Markets Small Cap Series | 489450 |

---

Each Series invests the cash collateral, as described below, and records a liability for the return of the collateral, during the period the securities are on loan. Loans of securities are expected at all times to be secured by collateral in an amount (i) equal to at least 100% of the current market value of the loaned securities with respect to securities of the U.S. government or its agencies, (ii) generally equal to 102% of the current market value of the loaned securities with respect to U.S. securities, and (iii) generally equal to 105% of the current market value of the loaned securities with respect to foreign securities. However, daily market fluctuations could cause the Series' collateral to be lower or higher than the expected thresholds. If this were to occur, the collateral would be adjusted the next business day to ensure adequate collateralization. In the event of default or bankruptcy by the other party to the agreement, realization and/or retention of the collateral may be subject to legal proceedings. If the borrower fails to return loaned securities, cash collateral being maintained by the borrower is insufficient to cover the value of loaned securities, and such collateral insufficiency is not the result of investment losses, the lending agent has agreed to pay the amount of the shortfall to the Series or, at the option of the lending agent, to replace the securities. In the event of the bankruptcy of the borrower, the Series could experience delay in recovering the loaned securities or only recover cash or a security of equivalent value.

Subject to their stated investment policies, each Series will generally invest the cash collateral received for the loaned securities in The DFA Short Term Investment Fund (the "Short Term Series"), an affiliated registered ultrashort term bond fund advised by the Advisor for which the Advisor receives a management fee of 0.05% of the average daily net assets of the Short Term Series. Income received from the Short Term Series is netted with fees for securities lending and collateral investment expenses and with other payments to and from borrowers of securities. The Series also may invest the cash collateral received for the loaned securities in securities of the U.S. government or its agencies, repurchase agreements collateralized by securities of the U.S. government or its agencies, and affiliated or unaffiliated money market funds that are registered or unregistered. For purposes of this paragraph, agencies include both agency debentures and agency mortgage-backed securities. Additionally, each Series will be able to terminate the loan at any time and will receive reasonable interest on the loan, as well as amounts equal to any dividends, interest or, other distributions on the loaned securities. However, dividend income received from loaned securities may not be eligible for taxation at qualified dividend income rates.

**K. Indemnitees; Contractual Obligations:** 

Under the Trust's organizational documents, its Officers and Trustees are indemnified against certain liabilities arising out of the performance of their duties to the Trust.

In the normal course of business, the Trust enters into contracts that contain a variety of representations and warranties that provide general indemnification. The Trust's maximum exposure under these arrangements is unknown, as this would involve future claims that may be made against the Trust and/or its affiliates that have not yet occurred. However, based on experience, the Trust expects the risk of loss to be remote.

**L. In-Kind Redemptions:** 

During the year ended October 31, 2025, the realized net gains (losses) on in-kind redemptions as follows (amount in thousands):

---

| | |
|:---|:---|
|  The DFA International Value Series | $138875.0 |

---

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##### [**Table of Contents**](#toc)
**M. Segment Reporting:** 

In this reporting period, the Series adopted FASB Accounting Standards Update 2023-07, Segment Reporting (Topic 280) – Improvements to Reportable Segment Disclosures ("ASU 2023-07"). The adoption of the new standard only impacted financial statement disclosures and did not affect the Series' financial position or the results of its operations. An operating segment is defined in Topic 280 as a component of a public entity that (i) engages in business activities from which it may recognize revenues and incur expenses, (ii) has operating results that are regularly reviewed by the public entity's chief operating decision maker ("CODM") to make decisions about resources to be allocated to the segment and assess its performance, and (iii) has discrete financial information available. The Trust's Co-Chief Executive Officers and the Chief Financial Officer act as the Series' CODM. The Series represents a single operating segment, as the CODM monitors the operating results of the Series as a whole. The Series' long-term strategic asset allocation is executed by its portfolio management team and guided by the Series' investment objective and principal investment strategies, as described in the Series' registration statement. The financial information provided to and reviewed by the CODM is consistent with that presented in the Series' Schedule of Investments, Statement of Operations, Statement of Changes in Net Assets, and Financial Highlights.

**N. New Accounting Pronouncement:** 

In December 2023, the FASB issued Accounting Standards Update 2023-09, Income Taxes (Topic 740) – Improvements to Income Tax Disclosures ("ASU 2023-09"). Effective for annual periods beginning after December 15, 2024, the amendments require greater disaggregation of disclosures related to income taxes paid. The ASU 2023-09 allows for early adoption and requires that amendments be applied on a prospective basis. Management is currently evaluating the impact of the ASU 2023-09 but does not expect the guidance to materially impact the financial statements.

**O. Other:** 

The Series and the Trust are subject to claims and suits that arise from time to time in the ordinary course of business (for example, claw back litigation against former shareholders of portfolio companies that filed for bankruptcy). Although management currently believes that resolving claims, if any, against the Series and the Trust, individually or in aggregate, will not have a material adverse impact on the Series' and the Trust's financial position, results of operations, or cash flows, these matters are subject to inherent uncertainties and management's view of these matters may change in the future.

**P. Subsequent Event Evaluations:** 

Management has evaluated the impact of all subsequent events on the Series 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.

1105

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##### [**Table of Contents**](#toc)
![LOGO](g941358g51x87.jpg)

**Report of Independent Registered Public Accounting Firm** 

To the Board of Trustees of The DFA Investment Trust Company and Shareholders of 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 Canadian Small Company Series, The Emerging Markets Series and The Emerging Markets Small Cap Series

***Opinions on the Financial Statements***

We have audited the accompanying statements of assets and liabilities, including the schedules of investments, of 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 Canadian Small Company Series, The Emerging Markets Series and The Emerging Markets Small Cap Series (eight of the series constituting The DFA Investment Trust Company, hereafter collectively referred to as the "Series") as of October 31, 2025, the related statements of operations for the year ended October 31, 2025, the statements of changes in net assets for each of the two years in the period ended October 31, 2025, including the related notes, and the financial highlights for each of the five years in the period ended October 31, 2025 (collectively referred to as the "financial statements"). In our opinion, the financial statements present fairly, in all material respects, the financial position of each of the Series as of October 31, 2025, the results of each of their operations for the year then ended, the changes in each of their net assets for each of the two years in the period ended October 31, 2025, and each of the financial highlights for each of the five years in the period ended October 31, 2025 in conformity with accounting principles generally accepted in the United States of America.

***Basis for Opinions***

These financial statements are the responsibility of the Series' management. Our responsibility is to express an opinion on the Series' financial statements based on our audits. We are a public accounting firm registered with the Public Company Accounting Oversight Board (United States) (PCAOB) and are required to be independent with respect to the Series in accordance with the relevant ethical requirements relating to our audit, which include standards of the American Institute of Certified Public Accountants (AICPA) Code of Professional Conduct, as well as U.S. federal securities laws and the applicable rules and regulations of the Securities and Exchange Commission.

We conducted our audits of these financial statements in accordance with the auditing standards of the PCAOB and in accordance with auditing standards generally accepted in the United States of America. Those standards require that we plan and perform the audit to obtain reasonable assurance about whether the financial statements are free of material misstatement, whether due to error or fraud.

Our audits included performing procedures to assess the risks of material misstatement of the financial statements, whether due to error or fraud, and performing procedures that respond to those risks. Such procedures included examining, on a test basis, evidence regarding the amounts and disclosures in the financial statements. Our audits also included evaluating the accounting principles used and significant estimates made by management, as well as evaluating the overall presentation of the financial

PricewaterhouseCoopers LLP, Two Commerce Square, Suite 1700, 2001 Market Street, Philadelphia, PA 19103-7042

T: (267) 330 3000, www.pwc.com/us

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##### [**Table of Contents**](#toc)
![LOGO](g941358g51x87.jpg)

statements. Our procedures included confirmation of securities owned as of October 31, 2025 by correspondence with the custodian, brokers and transfer agent of the investee fund; when replies were not received from brokers, we performed other auditing procedures. We believe that our audits provide a reasonable basis for our opinions.

/s/PricewaterhouseCoopers LLP

Philadelphia, Pennsylvania

December 19, 2025

We have served as the auditor of one or more investment companies in Dimensional Fund Advisors L.P. investment company group since 1981.

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##### [**Table of Contents**](#toc)
**DIMENSIONAL EMERGING MARKETS VALUE FUND** 

**SCHEDULE OF INVESTMENTS** 

**October 31, 2025** 

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  COMMON STOCKS — (98.5%) | COMMON STOCKS — (98.5%) |  |  |
|  BRAZIL — (2.2%) | BRAZIL — (2.2%) |  |  |
|  | Anima Holding SA | 1202900 | $789271 |
|  | Banco Bradesco SA (BBDC3 BZ) | 3438479 | 9887317 |
|  | Banco do Brasil SA | 4283373 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17436197 |
|  | Banco Santander Brasil SA | 1246257 | 7213532 |
|  | Bemobi Mobile Tech SA | 63055 | 274843 |
|  \* | Blau Farmaceutica SA | 52200 | 129822 |
|  | BrasilAgro - Co. Brasileira de Propriedades Agricolas | 199515 | 740957 |
|  \* | Brava Energia | 175795 | 482298 |
|  | C&A Modas SA | 457849 | 1382921 |
|  \* | Cia Brasileira de Aluminio | 609911 | 588377 |
|  | Cia Siderurgica Nacional SA (CSNA3 BZ) | 2157837 | 3786277 |
|  # | Cia Siderurgica Nacional SA (SID US), Sponsored ADR | 343097 | 603851 |
|  | Cogna Educacao SA | 8291039 | 5763713 |
|  | Cyrela Brazil Realty SA Empreendimentos e Participacoes | 1098651 | 6222343 |
|  | Dexco SA | 1538080 | 1532376 |
|  | Dimed SA Distribuidora da Medicamentos | 96800 | 168952 |
|  | Embraer SA (EMBR3 BZ) | 359129 | 5806863 |
|  | Empreendimentos Pague Menos SA | 437298 | 317003 |
|  | Even Construtora e Incorporadora SA | 722456 | 1000436 |
|  | Fleury SA | 17142 | 46360 |
|  # | Gerdau SA, Sponsored ADR | 3314077 | 11566128 |
|  | Grupo SBF SA | 328287 | 787774 |
|  | Guararapes Confeccoes SA | 378200 | 712119 |
|  \*W | Hapvida Participacoes e Investimentos SA | 63200 | 367456 |
|  | Iochpe Maxion SA | 500754 | 1019202 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  BRAZIL — (Continued) | BRAZIL — (Continued) |  |  |
|  \* | IRB-Brasil Resseguros SA | 268902 | $2466121 |
|  \* | Jalles Machado SA | 161838 | 82424 |
|  \* | JBS NV, BDR | 392937 | 5221436 |
|  | JHSF Participacoes SA | 1503305 | 1841426 |
|  | JSL SA | 83710 | 84022 |
|  | Lavvi Empreendimentos Imobiliarios SA | 126108 | 350434 |
|  | Lojas Quero-Quero SA | 540015 | 210789 |
|  W | LWSA SA | 387200 | 281406 |
|  | M Dias Branco SA | 91614 | 499284 |
|  | Magazine Luiza SA | 430441 | 677671 |
|  | Melnick Even Desenvolvimento Imobiliario SA | 15500 | 11323 |
|  | Moura Dubeux Engenharia SA | 184100 | 946173 |
|  | Movida Participacoes SA | 269553 | 410346 |
|  \* | Natura Cosmeticos SA | 242000 | 405286 |
|  \* | Oceanpact Servicos Maritimos SA | 3700 | 5220 |
|  | Petroleo Brasileiro SA - Petrobras | 10192349 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;59695893 |
|  | Petroleo Brasileiro SA - Petrobras (PBR US), Sponsored ADR | 1849041 | 21522837 |
|  | Petroleo Brasileiro SA - Petrobras (PBRA US), Sponsored ADR | 2874100 | 31758805 |
|  | Petroreconcavo SA | 439400 | 1014386 |
|  | Positivo Tecnologia SA | 4400 | 3361 |
|  \* | PRIO SA | 707674 | 4739355 |
|  | Qualicorp Consultoria e Corretora de Seguros SA | 424116 | 213637 |
|  | Romi SA | 233623 | 353478 |
|  | Sao Carlos Empreendimentos e Participacoes SA | 27658 | 107600 |
|  | Sao Martinho SA | 176538 | 460709 |
|  W | Ser Educacional SA | 177761 | 336361 |
|  | Simpar SA | 168818 | 144971 |
|  | Trisul SA | 325666 | 462474 |

---

1108

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**DIMENSIONAL EMERGING MARKETS VALUE FUND** 

**CONTINUED** 

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  BRAZIL — (Continued) | BRAZIL — (Continued) |  |  |
|  | Tupy SA | 286284 | $658779 |
|  | Ultrapar Participacoes SA (UGPA3 BZ) | 67827 | 269924 |
|  | Vale SA (VALE US), Sponsored ADR | 639337 | 7729584 |
|  | Vale SA (VALE3 BZ) | 4161137 | 50475530 |
|  | Valid Solucoes e Servicos de Seguranca em Meios de Pagamento e Identificacao SA | 206537 | 850341 |
|  | Vamos Locacao de Caminhoes Maquinas e Equipamentos SA | 232700 | 140140 |
|  | Vibra Energia SA | 2558502 | 11318385 |
|  | YDUQS Participacoes SA | 684093 | 1806887 |
|  TOTAL BRAZIL | TOTAL BRAZIL | TOTAL BRAZIL | &nbsp;&nbsp;&nbsp;&nbsp;286183186 |
|  CHILE — (0.5%) | CHILE — (0.5%) |  |  |
|  | Banco de Credito e Inversiones SA | 38444 | 1972995 |
|  | Besalco SA | 530992 | 624142 |
|  | Bicecorp SA | 2846826 | 996706 |
|  | Camanchaca SA | 1334309 | 88898 |
|  \* | CAP SA | 558310 | 3730783 |
|  | Cencosud SA | 2573220 | 7970324 |
|  | Cia Sud Americana de Vapores SA | 46849671 | 2328781 |
|  | Cristalerias de Chile SA | 264624 | 759375 |
|  | Empresa Nacional de Telecomunicaciones SA | 714381 | 3402961 |
|  | Empresas CMPC SA | 4198444 | 6063254 |
|  | Empresas Copec SA | 1491993 | 10658176 |
|  \* | Empresas Hites SA | 3049468 | 424701 |
|  | Enel Americas SA (ENELAM CI) | 20797620 | 1966234 |
|  | Falabella SA | 1568863 | 9879087 |
|  | Inversiones Aguas Metropolitanas SA | 2219249 | 2237914 |
|  \* | Masisa SA | 8850036 | 150221 |
|  | PAZ Corp. SA | 1562812 | 1244325 |
|  | Ripley Corp. SA | 647087 | 314416 |
|  | Salfacorp SA | 2712464 | 2979234 |
|  | Sigdo Koppers SA | 187924 | 273397 |
|  | SMU SA | 3058733 | 497375 |
|  | Sociedad Matriz SAAM SA | 44103821 | 5839820 |
|  \* | Socovesa SA | 3559512 | 587916 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  CHILE — (Continued) | CHILE — (Continued) |  |  |
|  | SONDA SA | 276164 | $100168 |
|  | Vina Concha y Toro SA | 581670 | 634249 |
|  TOTAL CHILE | TOTAL CHILE | TOTAL CHILE | 65725452 |
|  CHINA — (28.1%) | CHINA — (28.1%) |  |  |
|  | 360 Security Technology, Inc., Class A | 678933 | 1142654 |
|  | 361 Degrees International Ltd. | 4912000 | 3715201 |
|  W | 3SBio, Inc. | 2240500 | 8914166 |
|  | 5I5J Holding Group Co. Ltd., Class A | 778700 | 314267 |
|  | AAC Technologies Holdings, Inc. | 2490500 | 12802148 |
|  \* | ADAMA Ltd., Class A | 191800 | 173238 |
|  \* | Addsino Co. Ltd., Class A | 85900 | 101084 |
|  | Advanced Technology & Materials Co. Ltd., Class A | 226600 | 676826 |
|  | AECC Aero-Engine Control Co. Ltd., Class A | 244300 | 644617 |
|  | AECC Aviation Power Co. Ltd., Class A | 267307 | 1468620 |
|  | Agricultural Bank of China Ltd., Class H | 84233000 | 64259420 |
|  | Aisino Corp., Class A | 369067 | 431287 |
|  | Ajisen China Holdings Ltd. | 2433000 | 306604 |
|  W | AK Medical Holdings Ltd. | 222000 | 167892 |
|  | Alibaba Group Holding Ltd. (9988 HK) | 20826700 | &nbsp;&nbsp;&nbsp;&nbsp;443165856 |
|  # | Alibaba Group Holding Ltd. (BABA US), Sponsored ADR | 217044 | 36990809 |
|  | Allmed Medical Products Co. Ltd., Class A | 111200 | 170265 |
|  | Aluminum Corp. of China Ltd., Class H | 11590000 | 14736895 |
|  | Amrita Global Development Ltd. | 744000 | 57448 |
|  | Andon Health Co. Ltd., Class A | 55200 | 314412 |
|  \* | Angang Steel Co. Ltd., Class H | 369632 | 96509 |
|  # | Anhui Conch Cement Co. Ltd., Class H | 3167000 | 9442293 |

---

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**DIMENSIONAL EMERGING MARKETS VALUE FUND** 

**CONTINUED** 

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  CHINA — (Continued) | CHINA — (Continued) |  |  |
|  | Anhui Construction Engineering Group Co. Ltd., Class A | 569100 | $379162 |
|  | Anhui Guangxin Agrochemical Co. Ltd., Class A | 260482 | 429188 |
|  | Anhui Heli Co. Ltd., Class A | 203527 | 596109 |
|  | Anhui Hengyuan Coal Industry & Electricity Power Co. Ltd., Class A | 499340 | 502455 |
|  | Anhui Honglu Steel Construction Group Co. Ltd., Class A | 156651 | 398707 |
|  | Anhui Huilong Agricultural Means of Production Co. Ltd., Class A | 87000 | 70510 |
|  | Anhui Jiangnan Chemical Industry Co. Ltd., Class A | 910803 | 820990 |
|  | Anhui Jinhe Industrial Co. Ltd., Class A | 32900 | 92871 |
|  | Anhui Kouzi Distillery Co. Ltd., Class A | 139600 | 636029 |
|  | Anhui Sierte Fertilizer Industry Ltd. Co., Class A | 81000 | 68440 |
|  | Anhui Transport Consulting & Design Institute Co. Ltd., Class A | 111080 | 133241 |
|  \* | Anhui Truchum Advanced Materials & Technology Co. Ltd., Class A | 312200 | 585079 |
|  | Anhui Xinhua Media Co. Ltd., Class A | 304900 | 287122 |
|  | Anhui Zhongding Sealing Parts Co. Ltd., Class A | 407804 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1314215 |
|  | Anjoy Foods Group Co. Ltd., Class A | 60399 | 627301 |
|  # | Anton Oilfield Services Group | 14338000 | 1939156 |
|  | Aotecar New Energy Technology Group Co. Ltd., Class A | 689700 | 308506 |
|  | APT Satellite Holdings Ltd. | 154000 | 42057 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  CHINA — (Continued) | CHINA — (Continued) |  |  |
|  | Arctech Solar Holding Co. Ltd., Class A | 24508 | $147587 |
|  \* | Asia - Potash International Investment Guangzhou Co. Ltd., Class A | 103577 | 607921 |
|  \* | Asia Cement China Holdings Corp. | 2452000 | 804414 |
|  #W | AsiaInfo Technologies Ltd. | 1082800 | 1257849 |
|  | Asymchem Laboratories Tianjin Co. Ltd., Class A | 78900 | 1087799 |
|  | Autohome, Inc., ADR | 46713 | 1177168 |
|  | AviChina Industry & Technology Co. Ltd., Class H | 11376000 | 5794874 |
|  \*W | BAIC Motor Corp. Ltd., Class H | 7070500 | 1828289 |
|  \* | Baidu, Inc. (9888 HK), Class A | 100000 | 1513623 |
|  #\* | Baidu, Inc. (BIDU US), Sponsored ADR | 624224 | 75449955 |
|  \*W | Bairong, Inc. | 598000 | 757176 |
|  | Baiyin Nonferrous Group Co. Ltd., Class A | 1350400 | 1004574 |
|  | Bank of Beijing Co. Ltd., Class A | 4463822 | 3508470 |
|  | Bank of Changsha Co. Ltd., Class A | 1142900 | 1538060 |
|  | Bank of Chengdu Co. Ltd., Class A | 1372128 | 3243216 |
|  | Bank of China Ltd., Class H | 214895817 | &nbsp;&nbsp;&nbsp;&nbsp;121683320 |
|  | Bank of Chongqing Co. Ltd., Class H | 2931500 | 3025369 |
|  | Bank of Communications Co. Ltd., Class H | 27524574 | 24450081 |
|  | Bank of Guiyang Co. Ltd., Class A | 881151 | 753307 |
|  | Bank of Hangzhou Co. Ltd., Class A | 1852505 | 4088500 |
|  | Bank of Jiangsu Co. Ltd., Class A | 5223615 | 7921303 |
|  | Bank of Nanjing Co. Ltd., Class A | 3096531 | 4925325 |
|  | Bank of Ningbo Co. Ltd., Class A | 1763381 | 7028714 |
|  W | Bank of Qingdao Co. Ltd., Class H | 162500 | 89840 |

---

1110

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**DIMENSIONAL EMERGING MARKETS VALUE FUND** 

**CONTINUED** 

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  CHINA — (Continued) | CHINA — (Continued) |  |  |
|  | Bank of Shanghai Co. Ltd., Class A | 3446447 | $4599980 |
|  | Bank of Suzhou Co. Ltd., Class A | 1125708 | 1308690 |
|  | Bank of Xi'an Co. Ltd., Class A | 705600 | 385743 |
|  | Baoshan Iron & Steel Co. Ltd., Class A | 5102177 | 5288130 |
|  | Baoxiniao Holding Co. Ltd., Class A | 377300 | 208399 |
|  | Baoye Group Co. Ltd., Class H | 1119120 | 598893 |
|  | BBMG Corp., Class H | 9211000 | 971676 |
|  | BBMG Jidong Cement Group Co. Ltd., Class A | 285244 | 193246 |
|  | Befar Group Co. Ltd., Class A | 628200 | 381548 |
|  | Beibuwan Port Co. Ltd., Class A | 443467 | 546115 |
|  | Beijing Capital Eco-Environment Protection Group Co. Ltd., Class A | 2381479 | 1067970 |
|  #\* | Beijing Capital International Airport Co. Ltd., Class H | 3686000 | 1322994 |
|  | Beijing Changjiu Logistics Corp., Class A | 78283 | 90674 |
|  | Beijing Dabeinong Technology Group Co. Ltd., Class A | 909700 | 526539 |
|  | Beijing Easpring Material Technology Co. Ltd., Class A | 85121 | 825916 |
|  | Beijing Energy International Holding Co. Ltd. | 418200 | 66167 |
|  | Beijing Enterprises Holdings Ltd. | 2035500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8931523 |
|  # | Beijing Enterprises Water Group Ltd. | 16254000 | 5224197 |
|  | Beijing Fengjing Automotive Parts Co. Ltd. | 285500 | 153414 |
|  | Beijing Gehua CATV Network Co. Ltd., Class A | 429900 | 486163 |
|  | Beijing GeoEnviron Engineering & Technology, Inc., Class A | 486128 | 515579 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  CHINA — (Continued) | CHINA — (Continued) |  |  |
|  | Beijing Haohua Energy Resource Co. Ltd., Class A | 376064 | $408072 |
|  | Beijing Jetsen Technology Co. Ltd., Class A | 832100 | 775308 |
|  | Beijing New Building Materials PLC, Class A | 358310 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1197279 |
|  | Beijing Originwater Technology Co. Ltd., Class A | 753163 | 461731 |
|  | Beijing Sanlian Hope Shin-Gosen Technical Service Co. Ltd., Class A | 68500 | 160059 |
|  | Beijing Sanyuan Foods Co. Ltd., Class A | 358600 | 244088 |
|  | Beijing Shougang Co. Ltd., Class A | 1336666 | 789421 |
|  | Beijing Shunxin Agriculture Co. Ltd., Class A | 144922 | 319267 |
|  | Beijing Sinnet Technology Co. Ltd., Class A | 377128 | 722900 |
|  | Beijing SL Pharmaceutical Co. Ltd., Class A | 228200 | 242031 |
|  \* | Beijing SPC Environment Protection Tech Co. Ltd., Class A | 371935 | 209140 |
|  | Beijing Strong Biotechnologies, Inc., Class A | 130700 | 251016 |
|  # | Beijing Tong Ren Tang Chinese Medicine Co. Ltd. | 297000 | 329667 |
|  W | Beijing Urban Construction Design & Development Group Co. Ltd., Class H | 476000 | 88104 |
|  | Beijing Yanjing Brewery Co. Ltd., Class A | 556129 | 919107 |
|  | Beijing Zhong Ke San Huan High-Tech Co. Ltd., Class A | 107402 | 210072 |

---

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**DIMENSIONAL EMERGING MARKETS VALUE FUND** 

**CONTINUED** 

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  CHINA — (Continued) | CHINA — (Continued) |  |  |
|  | Beijing-Shanghai High Speed Railway Co. Ltd., Class A | 6614356 | $4823287 |
|  \* | Beiqi Foton Motor Co. Ltd., Class A | 1943402 | 819872 |
|  \* | Bengang Steel Plates Co. Ltd., Class A | 40600 | 20374 |
|  | Best Pacific International Holdings Ltd. | 396000 | 166952 |
|  | Bestore Co. Ltd., Class A | 36900 | 64287 |
|  \* | Better Life Commercial Chain Share Co. Ltd., Class A | 56100 | 41401 |
|  \* | BGI Genomics Co. Ltd., Class A | 15100 | 104303 |
|  | Biem.L.Fdlkk Garment Co. Ltd., Class A | 95200 | 213900 |
|  | Black Peony Group Co. Ltd., Class A | 123400 | 148370 |
|  \* | Blue Sail Medical Co. Ltd., Class A | 264800 | 204640 |
|  | Bluestar Adisseo Co., Class A | 234900 | 310633 |
|  W | BOC Aviation Ltd. | 578800 | 5073581 |
|  \* | BOE HC SemiTek Corp. | 253700 | 284045 |
|  | BOE Technology Group Co. Ltd., Class A | 9480826 | 5411850 |
|  # | BOE Varitronix Ltd. | 1101000 | 705330 |
|  \* | Bohai Leasing Co. Ltd., Class A | 2050400 | 1030105 |
|  \* | Bomin Electronics Co. Ltd., Class A | 73400 | 122430 |
|  # | Boyaa Interactive International Ltd. | 123000 | 84410 |
|  | Bright Dairy & Food Co. Ltd., Class A | 425905 | 500523 |
|  # | Brilliance China Automotive Holdings Ltd. | 16650000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8192369 |
|  | Bros Eastern Co. Ltd., Class A | 361300 | 271331 |
|  \* | B-Soft Co. Ltd., Class A | 298340 | 199280 |
|  | BTG Hotels Group Co. Ltd., Class A | 312913 | 639151 |
|  \* | Business-intelligence of Oriental Nations Corp. Ltd., Class A | 154900 | 229987 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  CHINA — (Continued) | CHINA — (Continued) |  |  |
|  # | BYD Electronic International Co. Ltd. | 224500 | $1053943 |
|  | By-health Co. Ltd., Class A | 297900 | 525440 |
|  \* | C C Land Holdings Ltd. | 12528429 | 1918320 |
|  # | C&D International Investment Group Ltd. | 2490261 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5114877 |
|  | C&S Paper Co. Ltd., Class A | 333000 | 372958 |
|  | Caitong Securities Co. Ltd., Class A | 881110 | 1065343 |
|  \*W | CALB Group Co. Ltd., Class H | 29800 | 128450 |
|  | Camel Group Co. Ltd., Class A | 362820 | 520325 |
|  | Cangzhou Mingzhu Plastic Co. Ltd., Class A | 540301 | 354162 |
|  | Canmax Technologies Co. Ltd., Class A | 161716 | 690974 |
|  | Canny Elevator Co. Ltd., Class A | 197400 | 203672 |
|  | CCCC Design & Consulting Group Co. Ltd., Class A | 416800 | 449205 |
|  | CCS Supply Chain Management Co. Ltd., Class A | 229000 | 153627 |
|  \*†† | CECEP COSTIN New Materials Group Ltd. | 132000 | 0 |
|  | CECEP Solar Energy Co. Ltd., Class A | 1193500 | 781795 |
|  | CECEP Wind-Power Corp., Class A | 1965670 | 853902 |
|  | Central China Land Media Co. Ltd., Class A | 402900 | 684816 |
|  \*†† | Central China Management Co. Ltd. | 7334350 | 18877 |
|  | CGN New Energy Holdings Co. Ltd. | 6484000 | 2294730 |
|  \* | CGN Nuclear Technology Development Co. Ltd., Class A | 100400 | 114177 |

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**DIMENSIONAL EMERGING MARKETS VALUE FUND** 

**CONTINUED** 

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| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  CHINA — (Continued) | CHINA — (Continued) |  |  |
|  | Changchun Faway Automobile Components Co. Ltd., Class A | 207620 | $274916 |
|  | Changchun High-Tech Industry Group Co. Ltd., Class A | 80900 | 1277028 |
|  | Changhong Meiling Co. Ltd., Class A | 159500 | 155868 |
|  | Changjiang & Jinggong Steel Building Group Co. Ltd., Class A | 474800 | 284272 |
|  | Changjiang Publishing & Media Co. Ltd., Class A | 275200 | 338776 |
|  | Changjiang Securities Co. Ltd., Class A | 1076490 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1334983 |
|  | Chaoju Eye Care Holdings Ltd. | 61500 | 20105 |
|  | Chaowei Power Holdings Ltd. | 2400000 | 448153 |
|  W | Cheerwin Group Ltd. | 533500 | 154948 |
|  | Chengdu B-Ray Media Co. Ltd., Class A | 337800 | 238551 |
|  | Chengdu Fusen Noble-House Industrial Co. Ltd., Class A | 108800 | 173660 |
|  | Chengdu Hongqi Chain Co. Ltd., Class A | 430110 | 332644 |
|  | Chengdu Wintrue Holding Co. Ltd., Class A | 373000 | 547329 |
|  | Chenguang Biotech Group Co. Ltd., Class A | 60100 | 112958 |
|  | Chengzhi Co. Ltd., Class A | 345111 | 371519 |
|  # | Chervon Holdings Ltd. | 278900 | 723690 |
|  \* | China Aerospace International Holdings Ltd. | 1164000 | 85264 |
|  | China Aircraft Leasing Group Holdings Ltd. | 5826 | 3341 |
|  | China Animal Husbandry Industry Co. Ltd., Class A | 255800 | 276337 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  CHINA — (Continued) | CHINA — (Continued) |  |  |
|  | China BlueChemical Ltd., Class H | 7524878 | $2325305 |
|  \*W | China Bohai Bank Co. Ltd., Class H | 1685000 | 221062 |
|  | China CAMC Engineering Co. Ltd., Class A | 266600 | 319051 |
|  | China Chunlai Education Group Co. Ltd. | 34000 | 19072 |
|  | China CITIC Bank Corp. Ltd., Class H | 26394112 | 25182776 |
|  # | China Coal Energy Co. Ltd., Class H | 10409000 | 14662573 |
|  | China Coal Xinji Energy Co. Ltd., Class A | 615300 | 626247 |
|  \*†† | China Common Rich Renewable Energy Investments Ltd. | 14642000 | 0 |
|  | China Communications Services Corp. Ltd., Class H | 9873071 | 5917063 |
|  \* | China Conch Environment Protection Holdings Ltd. | 1265000 | 94139 |
|  | China Conch Venture Holdings Ltd. | 1867500 | 2335003 |
|  | China Construction Bank Corp., Class H | 304380101 | &nbsp;&nbsp;&nbsp;&nbsp;301348737 |
|  | China CYTS Tours Holding Co. Ltd., Class A | 193700 | 264108 |
|  | China Design Group Co. Ltd., Class A | 123100 | 135166 |
|  #W | China Development Bank Financial Leasing Co. Ltd., Class H | 4658000 | 1023799 |
|  # | China Education Group Holdings Ltd. | 626709 | 240477 |
|  | China Electronics Huada Technology Co. Ltd. | 350000 | 66576 |
|  # | China Energy Engineering Corp. Ltd. (3996 HK), Class H | 4398000 | 656087 |

---

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**CONTINUED** 

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| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  CHINA — (Continued) | CHINA — (Continued) |  |  |
|  | China Energy Engineering Corp. Ltd. (601868 C1), Class A | 6490514 | $2198901 |
|  | China Everbright Bank Co. Ltd., Class H | 8476000 | 3477255 |
|  W | China Feihe Ltd. | 11239000 | 5998382 |
|  | China Film Group Co. Ltd., Class A | 49100 | 100494 |
|  \* | China First Heavy Industries Co. Ltd., Class A | 510700 | 231153 |
|  | China Foods Ltd. | 2876000 | 1535206 |
|  | China Galaxy Securities Co. Ltd., Class H | 5073000 | 7298033 |
|  # | China Gas Holdings Ltd. | 10186131 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10476900 |
|  | China Gold International Resources Corp. Ltd. (2099 HK) | 390800 | 6578313 |
|  | China Great Wall Securities Co. Ltd., Class A | 427300 | 664368 |
|  | China Green Electricity Investment of Tianjin Co. Ltd., Class A | 451200 | 552309 |
|  | China Hainan Rubber Industry Group Co. Ltd., Class A | 396900 | 314980 |
|  | China Haisum Engineering Co. Ltd., Class A | 59700 | 88396 |
|  | China Hanking Holdings Ltd. | 589000 | 329415 |
|  \* | China Harmony Auto Holding Ltd. | 131000 | 21098 |
|  | China Hongqiao Group Ltd. | 9504000 | 36084725 |
|  #†† | China Huiyuan Juice Group Ltd. | 4182433 | 188707 |
|  # | China International Marine Containers Group Co. Ltd., Class H | 4168220 | 3809933 |
|  # | China Jinmao Holdings Group Ltd. | 3102902 | 536225 |
|  | China Jushi Co. Ltd., Class A | 1274241 | 2935631 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  CHINA — (Continued) | CHINA — (Continued) |  |  |
|  | China Kepei Education Group Ltd. | 1432000 | $267621 |
|  | China Lesso Group Holdings Ltd. | 3731000 | 2135044 |
|  | China Lilang Ltd. | 1753000 | 759774 |
|  #\*W | China Literature Ltd. | 1224800 | 6598237 |
|  \* | China Longevity Group Co. Ltd. | 1152649 | 1483 |
|  # | China Medical System Holdings Ltd. | 4308000 | 7429618 |
|  | China Meheco Group Co. Ltd., Class A | 425320 | 673906 |
|  # | China Meidong Auto Holdings Ltd. | 2032000 | 462241 |
|  | China Mengniu Dairy Co. Ltd. | 10415000 | 18952706 |
|  | China Merchants Bank Co. Ltd., Class H | 8431500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;52853130 |
|  | China Merchants Energy Shipping Co. Ltd., Class A | 1708900 | 2219720 |
|  | China Merchants Expressway Network & Technology Holdings Co. Ltd., Class A | 507200 | 731637 |
|  | China Merchants Port Holdings Co. Ltd. | 4878291 | 9448066 |
|  | China Merchants Property Operation & Service Co. Ltd., Class A | 255600 | 411824 |
|  | China Merchants Shekou Industrial Zone Holdings Co. Ltd., Class A | 737310 | 979264 |
|  #\*†† | China Metal Recycling Holdings Ltd. | 3259800 | 0 |
|  | China Minsheng Banking Corp. Ltd., Class H | 17041400 | 8730551 |
|  # | China Modern Dairy Holdings Ltd. | 4413000 | 687635 |
|  | China National Accord Medicines Corp. Ltd., Class A | 126407 | 451697 |
|  | China National Building Material Co. Ltd., Class H | 10015888 | 7097836 |

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**CONTINUED** 

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  CHINA — (Continued) | CHINA — (Continued) |  |  |
|  | China National Chemical Engineering Co. Ltd., Class A | 1363900 | $1482181 |
|  | China National Gold Group Gold Jewellery Co. Ltd., Class A | 240000 | 278532 |
|  | China National Medicines Corp. Ltd., Class A | 190900 | 799535 |
|  | China National Nuclear Power Co. Ltd., Class A | 2594543 | 3275062 |
|  \*W | China New Higher Education Group Ltd. | 3209590 | 508054 |
|  | China Nonferrous Metal Industry's Foreign Engineering & Construction Co. Ltd., Class A | 287200 | 269399 |
|  # | China Nonferrous Mining Corp. Ltd. | 3896000 | 7185956 |
|  \* | China Oil & Gas Group Ltd. | 18080000 | 405540 |
|  | China Oilfield Services Ltd., Class H | 6418000 | 6265581 |
|  # | China Overseas Grand Oceans Group Ltd. | 6987742 | 1952375 |
|  | China Overseas Land & Investment Ltd. | 9825000 | 16488254 |
|  | China Pacific Insurance Group Co. Ltd., Class H | 6488000 | 26302682 |
|  | China Petroleum & Chemical Corp., Class H | 84531575 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;44962698 |
|  | China Petroleum Engineering Corp., Class A | 369500 | 185020 |
|  \*†† | China Properties Investment Holdings Ltd. | 3380000 | 0 |
|  | China Publishing & Media Co. Ltd., Class A | 490200 | 472079 |
|  | China Railway Group Ltd., Class H | 10886000 | 5522232 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  CHINA — (Continued) | CHINA — (Continued) |  |  |
|  | China Railway Hi-tech Industry Co. Ltd., Class A | 553800 | $654500 |
|  | China Railway Materials Co. Ltd., Class A | 1195200 | 450138 |
|  #W | China Railway Signal & Communication Corp. Ltd., Class H | 5703000 | 2502313 |
|  | China Railway Tielong Container Logistics Co. Ltd., Class A | 303900 | 276015 |
|  | China Reinsurance Group Corp., Class H | 8258000 | 1677086 |
|  | China Resources Beer Holdings Co. Ltd. | 294000 | 1005635 |
|  | China Resources Boya Bio-pharmaceutical Group Co. Ltd., Class A | 104300 | 370280 |
|  | China Resources Building Materials Technology Holdings Ltd. | 9124000 | 1984251 |
|  | China Resources Double Crane Pharmaceutical Co. Ltd., Class A | 347381 | 940222 |
|  | China Resources Gas Group Ltd. | 2887000 | 7938734 |
|  | China Resources Land Ltd. | 11585000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;41855874 |
|  # | China Resources Medical Holdings Co. Ltd. | 3452500 | 1500112 |
|  #W | China Resources Pharmaceutical Group Ltd. | 7553500 | 4840621 |
|  | China Resources Sanjiu Medical & Pharmaceutical Co. Ltd., Class A | 293300 | 1188960 |
|  # | China Risun Group Ltd. | 3584000 | 1078774 |
|  \* | China Sanjiang Fine Chemicals Co. Ltd. | 2855000 | 902640 |
|  # | China Shenhua Energy Co. Ltd., Class H | 9267500 | 48257561 |

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**CONTINUED** 

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  CHINA — (Continued) | CHINA — (Continued) |  |  |
|  | China Shineway Pharmaceutical Group Ltd. | 1660000 | $1793088 |
|  | China South Publishing & Media Group Co. Ltd., Class A | 602000 | 1024020 |
|  | China Starch Holdings Ltd. | 10090000 | 247593 |
|  | China State Construction Engineering Corp. Ltd., Class A | 12284706 | 9377411 |
|  | China State Construction International Holdings Ltd. | 934000 | 1062481 |
|  # | China Sunshine Paper Holdings Co. Ltd. | 2083000 | 450029 |
|  | China Taiping Insurance Holdings Co. Ltd. | 5814200 | 13225361 |
|  | China Tianying, Inc., Class A | 819900 | 676366 |
|  #W | China Tourism Group Duty Free Corp. Ltd. (1880 HK), Class H | 104200 | 895422 |
|  W | China Tower Corp. Ltd., Class H | 17940300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25917392 |
|  | China Traditional Chinese Medicine Holdings Co. Ltd. | 12318000 | 3710721 |
|  \* | China TransInfo Technology Co. Ltd., Class A | 218682 | 342025 |
|  #\* | China Travel International Investment Hong Kong Ltd. | 7467631 | 1651466 |
|  | China Tungsten & Hightech Materials Co. Ltd., Class A | 150452 | 495431 |
|  \* | China Union Holdings Ltd., Class A | 386700 | 222684 |
|  | China Vered Financial Holding Corp. Ltd. | 185000 | 26359 |
|  | China West Construction Group Co. Ltd., Class A | 394200 | 365833 |
|  | China XD Electric Co. Ltd., Class A | 713500 | 799837 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  CHINA — (Continued) | CHINA — (Continued) |  |  |
|  | China XLX Fertiliser Ltd. | 2216000 | $2090951 |
|  | China Yongda Automobiles Services Holdings Ltd. | 4216500 | 925849 |
|  #\*W | China Youran Dairy Group Ltd. | 3708000 | 1549081 |
|  \*W | China Yuhua Education Corp. Ltd. | 470000 | 33786 |
|  | China Zhenhua Group Science & Technology Co. Ltd., Class A | 111500 | 790336 |
|  | China Zheshang Bank Co. Ltd., Class H | 4591800 | 1495843 |
|  | China-Singapore Suzhou Industrial Park Development Group Co. Ltd., Class A | 96800 | 126103 |
|  | Chinasoft International Ltd. | 8516000 | 6375056 |
|  | Chinese Universe Publishing & Media Group Co. Ltd., Class A | 270408 | 394541 |
|  | Chongqing Changan Automobile Co. Ltd., Class A | 1691009 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2945598 |
|  | Chongqing Department Store Co. Ltd., Class A | 125084 | 480667 |
|  | Chongqing Fuling Zhacai Group Co. Ltd., Class A | 193800 | 357505 |
|  | Chongqing Gas Group Corp. Ltd., Class A | 204000 | 168086 |
|  | Chongqing Machinery & Electric Co. Ltd., Class H | 1716000 | 408220 |
|  | Chongqing Port Co. Ltd., Class A | 255300 | 194738 |
|  | Chongqing Road & Bridge Co. Ltd., Class A | 188200 | 179131 |
|  | Chongqing Rural Commercial Bank Co. Ltd., Class H | 11151000 | 9170496 |

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**CONTINUED** 

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| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  CHINA — (Continued) | CHINA — (Continued) |  |  |
|  | Chongqing Sanfeng Environment Group Corp. Ltd., Class A | 543700 | $645648 |
|  | Chongqing Zhifei Biological Products Co. Ltd., Class A | 232100 | 671600 |
|  | Chow Tai Seng Jewellery Co. Ltd., Class A | 253200 | 492569 |
|  | CIMC Enric Holdings Ltd. | 2746000 | 2652170 |
|  | Cisen Pharmaceutical Co. Ltd., Class A | 161500 | 481324 |
|  | CITIC Ltd. | 13626483 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21061502 |
|  | CITIC Resources Holdings Ltd. | 10062000 | 536601 |
|  | CITIC Securities Co. Ltd., Class H | 90825 | 345779 |
|  | City Development Environment Co. Ltd., Class A | 180900 | 379851 |
|  | CMOC Group Ltd., Class H | 2919000 | 6319510 |
|  | CMST Development Co. Ltd., Class A | 655800 | 548472 |
|  | CNGR Advanced Material Co. Ltd., Class A | 187040 | 1210324 |
|  | CNOOC Energy Technology & Services Ltd., Class A | 2122901 | 1164410 |
|  | CNSIG Inner Mongolia Chemical Industry Co. Ltd., Class A | 468177 | 522029 |
|  \* | COFCO Biotechnology Co. Ltd., Class A | 453000 | 377752 |
|  | COFCO Capital Holdings Co. Ltd., Class A | 162200 | 289635 |
|  #\* | COFCO Joycome Foods Ltd. | 5220000 | 1113578 |
|  | COFCO Sugar Holding Co. Ltd., Class A | 495900 | 1090129 |
|  | Cofoe Medical Technology Co. Ltd., Class A | 40300 | 247439 |
|  | Concord New Energy Group Ltd. | 30720000 | 1522450 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  CHINA — (Continued) | CHINA — (Continued) |  |  |
|  | Consun Pharmaceutical Group Ltd. | 1585000 | $3065917 |
|  # | COSCO SHIPPING Development Co. Ltd., Class H | 13934000 | 2078587 |
|  # | COSCO SHIPPING Energy Transportation Co. Ltd., Class H | 4010000 | 5669482 |
|  # | COSCO SHIPPING Holdings Co. Ltd., Class H | 13958500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24207264 |
|  | COSCO SHIPPING International Hong Kong Co. Ltd. | 2772000 | 2137429 |
|  | COSCO SHIPPING Ports Ltd. | 4714878 | 3475859 |
|  | COSCO SHIPPING Specialized Carriers Co. Ltd., Class A | 659500 | 674615 |
|  | CQ Pharmaceutical Holding Co. Ltd., Class A | 374900 | 283004 |
|  | CRRC Corp. Ltd., Class H | 3275000 | 2485123 |
|  | CSG Holding Co. Ltd., Class A | 632849 | 423192 |
|  | CSPC Pharmaceutical Group Ltd. | 20258000 | 19953974 |
|  | CSSC Hong Kong Shipping Co. Ltd. | 3814000 | 1020046 |
|  | CSSC Science & Technology Co. Ltd., Class A | 217600 | 366370 |
|  | CTS International Logistics Corp. Ltd., Class A | 559470 | 485408 |
|  | Dajin Heavy Industry Co. Ltd., Class A | 65400 | 462518 |
|  | Dalian Huarui Heavy Industry Group Co. Ltd., Class A | 619671 | 560962 |
|  \* | Damai Entertainment Holdings Ltd. | 15290000 | 1808551 |
|  | Daqin Railway Co. Ltd., Class A | 2964061 | 2387483 |
|  | Dashang Co. Ltd., Class A | 113216 | 280098 |
|  | Dawnrays Pharmaceutical Holdings Ltd. | 684000 | 105802 |

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1117

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**CONTINUED** 

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| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  CHINA — (Continued) | CHINA — (Continued) |  |  |
|  | Deppon Logistics Co. Ltd., Class A | 193700 | $406329 |
|  \* | Dezhan Healthcare Co. Ltd., Class A | 555200 | 341764 |
|  | Dian Diagnostics Group Co. Ltd., Class A | 170700 | 390015 |
|  | Do-Fluoride New Materials Co. Ltd., Class A | 178200 | 711432 |
|  # | Dongfang Electric Corp. Ltd., Class H | 859000 | 2095952 |
|  | DongFeng Automobile Co. Ltd., Class A | 209300 | 227627 |
|  | Dongfeng Electronic Technology Co. Ltd., Class A | 125400 | 220608 |
|  | Dongguan Aohai Technology Co. Ltd., Class A | 74200 | 491720 |
|  | Dongguan Development Holdings Co. Ltd., Class A | 308200 | 510671 |
|  | Dongxing Securities Co. Ltd., Class A | 523100 | 931573 |
|  | Dongyue Group Ltd. | 5602000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7207394 |
|  | Dynagreen Environmental Protection Group Co. Ltd., Class H | 873000 | 612607 |
|  \* | Easyhome New Retail Group Co. Ltd., Class A | 1592700 | 646927 |
|  # | E-Commodities Holdings Ltd. | 5778000 | 617066 |
|  | Edvantage Group Holdings Ltd. | 351596 | 63391 |
|  # | EEKA Fashion Holdings Ltd. | 593000 | 598433 |
|  \*†† | Elion Energy Co. Ltd., Class A | 807498 | 7946 |
|  | ENN Natural Gas Co. Ltd., Class A | 543700 | 1491909 |
|  | Era Co. Ltd., Class A | 302300 | 181057 |
|  | Essex Bio-technology Ltd. | 158000 | 87577 |
|  | Eternal Asia Supply Chain Management Ltd., Class A | 1008900 | 721819 |
|  | EVA Precision Industrial Holdings Ltd. | 4192000 | 642232 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  CHINA — (Continued) | CHINA — (Continued) |  |  |
|  | Ever Sunshine Services Group Ltd. | 1832000 | $411646 |
|  #W | Everbright Securities Co. Ltd., Class H | 282600 | 354869 |
|  | Fangda Carbon New Material Co. Ltd., Class A | 811294 | 702489 |
|  | Fangda Special Steel Technology Co. Ltd., Class A | 738170 | 614453 |
|  | Far East Horizon Ltd. | 8098000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7269524 |
|  \* | Farasis Energy Gan Zhou Co. Ltd., Class A | 148721 | 372765 |
|  | FAW Jiefang Group Co. Ltd., Class A | 418452 | 422497 |
|  | FAWER Automotive Parts Co. Ltd., Class A | 470012 | 371189 |
|  | FESCO Group Co. Ltd., Class A | 43700 | 116400 |
|  | Fiberhome Telecommunication Technologies Co. Ltd., Class A | 123978 | 423472 |
|  \* | FIH Mobile Ltd. | 415600 | 992010 |
|  # | FinVolution Group, ADR | 472528 | 2887146 |
|  | First Tractor Co. Ltd., Class H | 1100000 | 1106724 |
|  # | Flat Glass Group Co. Ltd., Class H | 315000 | 495281 |
|  | Foshan Electrical & Lighting Co. Ltd., Class A | 277200 | 245473 |
|  | Foshan Nationstar Optoelectronics Co. Ltd., Class A | 140400 | 172372 |
|  | Fosun International Ltd. | 7116183 | 4514062 |
|  | Founder Securities Co. Ltd., Class A | 713607 | 825779 |
|  # | Fu Shou Yuan International Group Ltd. | 4481000 | 1695129 |
|  # | Fufeng Group Ltd. | 8809000 | 9118570 |
|  | Fujian Funeng Co. Ltd., Class A | 644857 | 916639 |
|  | Fujian Qingshan Paper Industry Co. Ltd., Class A | 124900 | 62859 |

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**CONTINUED** 

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| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  CHINA — (Continued) | CHINA — (Continued) |  |  |
|  | Fujian Star-net Communication Co. Ltd., Class A | 60571 | $227934 |
|  | Fujian Sunner Development Co. Ltd., Class A | 329998 | 786030 |
|  | Fujian Yuanli Active Carbon Co. Ltd., Class A | 18800 | 43715 |
|  #W | Ganfeng Lithium Group Co. Ltd., Class H | 375600 | 2480329 |
|  | Gansu Energy Chemical Co. Ltd., Class A | 1396600 | 508423 |
|  | Gansu Shangfeng Cement Co. Ltd., Class A | 308780 | 490113 |
|  | Gansu Yasheng Industrial Group Co. Ltd., Class A | 457800 | 199524 |
|  | GCL Energy Technology Co. Ltd., Class A | 367800 | 553387 |
|  #\* | GCL Technology Holdings Ltd. | 28393000 | 4963366 |
|  \* | GDS Holdings Ltd. (9698 HK), Class A | 1863300 | 8301848 |
|  | Geely Automobile Holdings Ltd. | 19921000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;47258779 |
|  | GEM Co. Ltd., Class A | 1230500 | 1472717 |
|  \* | Gemdale Corp., Class A | 913454 | 502257 |
|  W | Genertec Universal Medical Group Co. Ltd. | 3491500 | 2781206 |
|  # | GF Securities Co. Ltd., Class H | 2865000 | 6916723 |
|  #\* | Global New Material International Holdings Ltd. | 102000 | 65491 |
|  \* | Glorious Property Holdings Ltd. | 11363000 | 10967 |
|  | GoerTek, Inc., Class A | 232031 | 1070028 |
|  W | Golden Throat Holdings Group Co. Ltd. | 33000 | 14602 |
|  # | Goldwind Science & Technology Co. Ltd., Class H | 2985800 | 5067965 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  CHINA — (Continued) | CHINA — (Continued) |  |  |
|  | Goodbaby International Holdings Ltd. | 1138000 | $173886 |
|  | Gotion High-tech Co. Ltd., Class A | 246583 | 1578759 |
|  # | Grand Pharmaceutical Group Ltd. | 3827000 | 4074307 |
|  \* | Grandjoy Holdings Group Co. Ltd., Class A | 118100 | 49360 |
|  | Great Wall Motor Co. Ltd., Class H | 4305000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8326561 |
|  | Gree Electric Appliances, Inc. of Zhuhai, Class A | 576800 | 3225279 |
|  # | Greentown China Holdings Ltd. | 5334591 | 5709592 |
|  #W | Greentown Management Holdings Co. Ltd. | 1964000 | 763601 |
|  | Greentown Service Group Co. Ltd. | 4376000 | 2513901 |
|  | Guangdong Construction Engineering Group Co. Ltd., Class A | 853800 | 459676 |
|  \* | Guangdong DFP New Material Group Co. Ltd. | 208596 | 142869 |
|  | Guangdong Dongfang Precision Science & Technology Co. Ltd., Class A | 505800 | 1351795 |
|  | Guangdong Dongpeng Holdings Co. Ltd., Class A | 369000 | 368209 |
|  | Guangdong Dowstone Technology Co. Ltd., Class A | 156300 | 541717 |
|  | Guangdong Ellington Electronics Technology Co. Ltd., Class A | 181000 | 286883 |
|  | Guangdong Fenghua Advanced Technology Holding Co. Ltd., Class A | 187700 | 446687 |
|  | Guangdong Goworld Co. Ltd., Class A | 105400 | 192422 |
|  | Guangdong Guanhao High-Tech Co. Ltd., Class A | 316200 | 144417 |

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**CONTINUED** 

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| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  CHINA — (Continued) | CHINA — (Continued) |  |  |
|  | Guangdong Hongtu Technology Holdings Co. Ltd., Class A | 290600 | $527007 |
|  \* | Guangdong Jia Yuan Technology Shares Co. Ltd., Class A | 105592 | 630853 |
|  | Guangdong Kinlong Hardware Products Co. Ltd., Class A | 64400 | 205393 |
|  | Guangdong Provincial Expressway Development Co. Ltd., Class A | 283660 | 462992 |
|  | Guangdong South New Media Co. Ltd., Class A | 21400 | 145422 |
|  | Guangdong Tapai Group Co. Ltd., Class A | 353173 | 420373 |
|  | Guangdong Vanward New Electric Co. Ltd., Class A | 188418 | 306023 |
|  | Guangdong Xinbao Electrical Appliances Holdings Co. Ltd., Class A | 255935 | 544201 |
|  \* | Guangdong Zhongnan Iron & Steel Co. Ltd., Class A | 773600 | 291742 |
|  | Guanghui Energy Co. Ltd., Class A | 1939638 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1436908 |
|  \* | Guanghui Logistics Co. Ltd., Class A | 331600 | 370258 |
|  | Guangshen Railway Co. Ltd., Class H | 4915999 | 1442739 |
|  | Guangxi Liugong Machinery Co. Ltd., Class A | 509240 | 833406 |
|  | Guangxi LiuYao Group Co. Ltd., Class A | 126383 | 331289 |
|  \* | Guangxi Wuzhou Zhongheng Group Co. Ltd., Class A | 603400 | 236894 |
|  | Guangzhou Baiyun International Airport Co. Ltd., Class A | 633200 | 870238 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  CHINA — (Continued) | CHINA — (Continued) |  |  |
|  # | Guangzhou Baiyunshan Pharmaceutical Holdings Co. Ltd., Class H | 660000 | $1591065 |
|  | Guangzhou Development Group, Inc., Class A | 653700 | 631264 |
|  \* | Guangzhou Great Power Energy & Technology Co. Ltd., Class A | 115600 | 812393 |
|  | Guangzhou Haoyang Electronic Co. Ltd., Class A | 7000 | 42637 |
|  | Guangzhou Kingmed Diagnostics Group Co. Ltd., Class A | 83500 | 350344 |
|  | Guangzhou Port Co. Ltd., Class A | 750600 | 354442 |
|  | Guangzhou Shiyuan Electronic Technology Co. Ltd., Class A | 108200 | 634869 |
|  | Guangzhou Wondfo Biotech Co. Ltd., Class A | 88100 | 273169 |
|  | Guangzhou Yuexiu Capital Holdings Group Co. Ltd., Class A | 745556 | 848287 |
|  | Guangzhou Zhujiang Brewery Co. Ltd., Class A | 196500 | 259092 |
|  | Guilin Layn Natural Ingredients Corp., Class A | 52700 | 59956 |
|  | Guizhou Chanhen Chemical Corp., Class A | 73100 | 350844 |
|  | Guizhou Panjiang Refined Coal Co. Ltd., Class A | 470232 | 340445 |
|  | Guizhou Tyre Co. Ltd., Class A | 343800 | 241120 |
|  | Guizhou Xinbang Pharmaceutical Co. Ltd., Class A | 564000 | 302530 |
|  | Guosen Securities Co. Ltd., Class A | 1108827 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2189357 |

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| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  CHINA — (Continued) | CHINA — (Continued) |  |  |
|  W | Guotai Haitong Securities Co. Ltd., Class H | 5654288 | $10834344 |
|  | Guoyuan Securities Co. Ltd., Class A | 868450 | 1069888 |
|  | Haier Smart Home Co. Ltd. (600690 C1), Class A | 879896 | 3317996 |
|  | Haier Smart Home Co. Ltd. (6690 HK), Class H | 7293600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23717939 |
|  | Hailir Pesticides & Chemicals Group Co. Ltd., Class A | 20800 | 38851 |
|  \* | Hainan Meilan International Airport Co. Ltd., Class H | 435000 | 588090 |
|  | Hainan Mining Co. Ltd., Class A | 221800 | 304317 |
|  | Haitian International Holdings Ltd. | 2070000 | 5656350 |
|  | Hangxiao Steel Structure Co. Ltd., Class A | 795322 | 303044 |
|  | Hangzhou Binjiang Real Estate Group Co. Ltd., Class A | 631700 | 943897 |
|  | Hangzhou First Applied Material Co. Ltd., Class A | 338000 | 746045 |
|  | Hangzhou GreatStar Industrial Co. Ltd. | 179700 | 778787 |
|  | Hangzhou Haoyue Personal Care Co. Ltd., Class A | 36820 | 168751 |
|  | Hangzhou Huawang New Material Technology Co. Ltd., Class A | 135331 | 167550 |
|  \* | Hangzhou Iron & Steel Co., Class A | 463000 | 593958 |
|  \* | Hangzhou Lion Microelectronics Co. Ltd., Class A | 28300 | 139413 |
|  | Hangzhou Robam Appliances Co. Ltd., Class A | 197800 | 543598 |
|  | Hangzhou Sunrise Technology Co. Ltd., Class A | 69600 | 152036 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  CHINA — (Continued) | CHINA — (Continued) |  |  |
|  | Han's Laser Technology Industry Group Co. Ltd., Class A | 87314 | $505572 |
|  | Harbin Electric Co. Ltd., Class H | 3381474 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5560117 |
|  | Harbin Electric Corp. Jiamusi Electric Machine Co. Ltd., Class A | 97803 | 178291 |
|  \* | Harbin Pharmaceutical Group Co. Ltd., Class A | 510700 | 262920 |
|  | HBIS Resources Co. Ltd., Class A | 193700 | 511122 |
|  | Health & Happiness H&H International Holdings Ltd. | 719000 | 1118535 |
|  | Hefei Urban Construction Development Co. Ltd., Class A | 230529 | 402993 |
|  | HeiLongJiang ZBD Pharmaceutical Co. Ltd., Class A | 125200 | 198597 |
|  | Hello Group, Inc., Sponsored ADR | 594528 | 4036845 |
|  | Henan Liliang Diamond Co. Ltd., Class A | 68100 | 367904 |
|  | Henan Mingtai Al Industrial Co. Ltd., Class A | 313400 | 663707 |
|  | Henan Pinggao Electric Co. Ltd., Class A | 304300 | 755409 |
|  | Henan Shenhuo Coal Industry & Electricity Power Co. Ltd., Class A | 456300 | 1585335 |
|  | Henan Thinker Automatic Equipment Co. Ltd., Class A | 8300 | 34917 |
|  | Henan Yuguang Gold & Lead Co. Ltd., Class A | 306905 | 528880 |
|  \* | Henan Zhongfu Industry Co. Ltd., Class A | 698800 | 668473 |

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**CONTINUED** 

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| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  CHINA — (Continued) | CHINA — (Continued) |  |  |
|  | Henan Zhongyuan Expressway Co. Ltd., Class A | 411600 | $263289 |
|  | Hengan International Group Co. Ltd. | 2069500 | 7247982 |
|  | Hengdian Group Tospo Lighting Co. Ltd., Class A | 55600 | 106387 |
|  | Hengli Petrochemical Co. Ltd., Class A | 1682874 | 4247497 |
|  | Hengtong Logistics Co. Ltd., Class A | 158500 | 220882 |
|  | Hengtong Optic-electric Co. Ltd., Class A | 654008 | 2055984 |
|  | Hengyi Petrochemical Co. Ltd., Class A | 801241 | 754695 |
|  | Hesteel Co. Ltd., Class A | 3173600 | 1119747 |
|  | Hexing Electrical Co. Ltd., Class A | 103233 | 490315 |
|  | Hisense Visual Technology Co. Ltd., Class A | 381600 | 1329527 |
|  | Hitevision Co. Ltd., Class A | 59800 | 251423 |
|  | HLA Group Corp. Ltd., Class A | 1438000 | 1251579 |
|  \* | HNA Technology Co. Ltd., Class A | 637300 | 392952 |
|  | Hongli Zhihui Group Co. Ltd., Class A | 42500 | 44291 |
|  | Hongrun Construction Group Co. Ltd., Class A | 165200 | 284172 |
|  \* | Hongyuan Green Energy Co. Ltd., Class A | 63700 | 264025 |
|  \* | Hopson Development Holdings Ltd. | 4524708 | 1835499 |
|  | Horizon Construction Development Ltd. | 2428554 | 349762 |
|  | Hoshine Silicon Industry Co. Ltd., Class A | 130800 | 911924 |
|  \*W | Hua Hong Semiconductor Ltd., Class H | 1242000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12730733 |
|  | Huaan Securities Co. Ltd., Class A | 616300 | 574347 |
|  | Huadian Heavy Industries Co. Ltd., Class A | 74300 | 77517 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  CHINA — (Continued) | CHINA — (Continued) |  |  |
|  | Huafon Chemical Co. Ltd., Class A | 1469848 | $1854027 |
|  | Huafon Microfibre Shanghai Technology Co. Ltd., Class A | 244308 | 245095 |
|  | Huafu Fashion Co. Ltd., Class A | 454700 | 305625 |
|  | Huaibei Mining Holdings Co. Ltd., Class A | 760400 | 1419421 |
|  \* | Huaihe Energy Group Co. Ltd., Class A | 1012100 | 530933 |
|  | Huangshan Tourism Development Co. Ltd., Class A | 137300 | 218270 |
|  | Huapont Life Sciences Co. Ltd., Class A | 604400 | 415604 |
|  W | Huatai Securities Co. Ltd., Class H | 3617800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9095463 |
|  | Huaxi Securities Co. Ltd., Class A | 498155 | 706851 |
|  | Huaxia Bank Co. Ltd., Class A | 3561687 | 3409535 |
|  | Huaxin Cement Co. Ltd. (600801 C1), Class A | 589528 | 1789016 |
|  # | Huaxin Cement Co. Ltd. (6655 HK), Class H | 363600 | 816446 |
|  | Huayu Automotive Systems Co. Ltd., Class A | 857045 | 2461265 |
|  | Hubei Chutian Smart Communication Co. Ltd., Class A | 312700 | 178860 |
|  | Hubei Jumpcan Pharmaceutical Co. Ltd., Class A | 176906 | 623087 |
|  | Hubei Xingfa Chemicals Group Co. Ltd., Class A | 371800 | 1492911 |
|  | Hubei Yihua Chemical Industry Co. Ltd., Class A | 147846 | 288464 |
|  | Huishang Bank Corp. Ltd., Class H | 810900 | 348434 |
|  | Humanwell Healthcare Group Co. Ltd., Class A | 366000 | 1087042 |
|  | Hunan Aihua Group Co. Ltd., Class A | 18100 | 43855 |

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**CONTINUED** 

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| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  CHINA — (Continued) | CHINA — (Continued) |  |  |
|  | Hunan Friendship & Apollo Commercial Co. Ltd., Class A | 210800 | $196532 |
|  | Hunan TV & Broadcast Intermediary Co. Ltd., Class A | 441400 | 551714 |
|  | Hunan Valin Steel Co. Ltd., Class A | 2235080 | 1813881 |
|  | Hunan Zhongke Electric Co. Ltd., Class A | 135900 | 494230 |
|  #\*W | Hygeia Healthcare Holdings Co. Ltd. | 1405000 | 2360579 |
|  | IKD Co. Ltd., Class A | 225000 | 716153 |
|  \*W | IMAX China Holding, Inc. | 76600 | 78859 |
|  | Industrial & Commercial Bank of China Ltd., Class H | 180841996 | &nbsp;&nbsp;&nbsp;&nbsp;140116189 |
|  | Industrial Bank Co. Ltd., Class A | 6143453 | 17479804 |
|  | Industrial Securities Co. Ltd., Class A | 1396592 | 1351707 |
|  | Infore Environment Technology Group Co. Ltd., Class A | 739856 | 716176 |
|  \*W | Ingdan, Inc. | 1438000 | 521216 |
|  \* | Inkeverse Group Ltd. | 1946000 | 261930 |
|  | Inner Mongolia BaoTou Steel Union Co. Ltd., Class A | 8308700 | 2967239 |
|  | Inner Mongolia Berun Chemical Co. Ltd., Class A | 855350 | 812481 |
|  | Inner Mongolia Dian Tou Energy Corp. Ltd., Class A | 824337 | 2928659 |
|  | Inner Mongolia ERDOS Resources Co. Ltd., Class A | 338268 | 526129 |
|  | Inner Mongolia Junzheng Energy & Chemical Industry Group Co. Ltd., Class A | 2635451 | 1915182 |
|  | Intco Medical Technology Co. Ltd., Class A | 140073 | 778487 |
|  #\* | iQIYI, Inc., ADR | 1808670 | 4178028 |
|  \* | IRICO Display Devices Co. Ltd., Class A | 625900 | 515724 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  CHINA — (Continued) | CHINA — (Continued) |  |  |
|  \* | JA Solar Technology Co. Ltd., Class A | 765800 | $1515269 |
|  | Jade Bird Fire Co. Ltd., Class A | 222840 | 350720 |
|  | Jangho Group Co. Ltd., Class A | 536100 | 584157 |
|  | Jason Furniture Hangzhou Co. Ltd., Class A | 195300 | 845765 |
|  | JCET Group Co. Ltd., Class A | 280646 | 1579737 |
|  \*W | JD Health International, Inc. | 1742150 | 13599125 |
|  \*W | JD Logistics, Inc. | 5796900 | 9450121 |
|  | JD.com, Inc. (9618 HK), Class A | 6645700 | &nbsp;&nbsp;&nbsp;&nbsp;109720346 |
|  | Jiang Su Suyan Jingshen Co. Ltd., Class A | 228600 | 345724 |
|  | Jiangling Motors Corp. Ltd., Class A | 181629 | 512786 |
|  | Jiangsu Asia-Pacific Light Alloy Technology Co. Ltd., Class A | 366000 | 342663 |
|  | Jiangsu Azure Corp., Class A | 282600 | 763149 |
|  | Jiangsu Broadcasting Cable Information Network Corp. Ltd., Class A | 615000 | 317084 |
|  | Jiangsu Changbao Steeltube Co. Ltd., Class A | 51700 | 47403 |
|  | Jiangsu Changshu Automotive Trim Group Co. Ltd., Class A | 88000 | 211955 |
|  | Jiangsu Changshu Rural Commercial Bank Co. Ltd., Class A | 1063048 | 1054055 |
|  | Jiangsu Dingsheng New Energy Materials Co. Ltd., Class A | 213360 | 383844 |
|  \* | Jiangsu Eastern Shenghong Co. Ltd., Class A | 860157 | 1118343 |
|  | Jiangsu Financial Leasing Co. Ltd., Class A | 1108876 | 951141 |

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| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  CHINA — (Continued) | CHINA — (Continued) |  |  |
|  \* | Jiangsu General Science Technology Co. Ltd., Class A | 425300 | $265430 |
|  | Jiangsu Guotai International Group Co. Ltd., Class A | 555480 | 729327 |
|  | Jiangsu Huachang Chemical Co. Ltd., Class A | 269000 | 236658 |
|  | Jiangsu Jiangyin Rural Commercial Bank Co. Ltd., Class A | 655220 | 437667 |
|  | Jiangsu Lianyungang Port Co. Ltd., Class A | 139900 | 112988 |
|  | Jiangsu Lihua Foods Group Co. Ltd. | 196000 | 576943 |
|  | Jiangsu Linyang Energy Co. Ltd., Class A | 569400 | 467564 |
|  | Jiangsu Phoenix Publishing & Media Corp. Ltd., Class A | 388000 | 549670 |
|  | Jiangsu Provincial Agricultural Reclamation & Development Corp., Class A | 289900 | 379064 |
|  | Jiangsu Rainbow Heavy Industries Co. Ltd., Class A | 186600 | 176031 |
|  | Jiangsu Shagang Co. Ltd., Class A | 629500 | 511695 |
|  | Jiangsu Shentong Valve Co. Ltd., Class A | 116400 | 227704 |
|  | Jiangsu Shuangxing Color Plastic New Materials Co. Ltd., Class A | 49100 | 37559 |
|  | Jiangsu Soho High Hope Group Corp., Class A | 490000 | 195655 |
|  \* | Jiangsu Sopo Chemical Co., Class A | 193129 | 196759 |
|  | Jiangsu Suzhou Rural Commercial Bank Co. Ltd., Class A | 598840 | 436104 |
|  | Jiangsu Yanghe Distillery Co. Ltd., Class A | 171500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1706905 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  CHINA — (Continued) | CHINA — (Continued) |  |  |
|  | Jiangsu Zhangjiagang Rural Commercial Bank Co. Ltd., Class A | 724458 | $451888 |
|  | Jiangsu Zhongtian Technology Co. Ltd., Class A | 682900 | 1626152 |
|  | Jiangsu Zijin Rural Commercial Bank Co. Ltd., Class A | 886200 | 352348 |
|  | Jiangxi Copper Co. Ltd., Class H | 3639000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15183508 |
|  | Jiangxi Ganyue Expressway Co. Ltd., Class A | 653300 | 491244 |
|  | Jiaozuo Wanfang Aluminum Manufacturing Co. Ltd., Class A | 344000 | 496495 |
|  \* | Jihua Group Corp. Ltd., Class A | 516900 | 262368 |
|  | Jilin Aodong Pharmaceutical Group Co. Ltd., Class A | 242056 | 730756 |
|  \* | Jilin Chemical Fibre, Class A | 529100 | 303687 |
|  #\*†† | Jinchuan Group International Resources Co. Ltd. | 1899000 | 58652 |
|  | Jinduicheng Molybdenum Co. Ltd., Class A | 144100 | 304380 |
|  | Jingjin Equipment, Inc., Class A | 125800 | 269711 |
|  # | JinkoSolar Holding Co. Ltd., ADR | 124177 | 3118084 |
|  | Jinlei Technology Co. Ltd., Class A | 75500 | 311036 |
|  | Jinmao Property Services Co. Ltd. | 458891 | 165042 |
|  | Jinneng Holding Shanxi Coal Industry Co. Ltd., Class A | 670614 | 1417705 |
|  | Jinneng Science&Technology Co. Ltd., Class A | 258033 | 227684 |
|  #\*W | Jinxin Fertility Group Ltd. | 8467500 | 2678493 |
|  | Jinyu Bio-Technology Co. Ltd., Class A | 226200 | 342878 |

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**CONTINUED** 

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| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  CHINA — (Continued) | CHINA — (Continued) |  |  |
|  #W | Jiumaojiu International Holdings Ltd. | 685000 | $156009 |
|  | Jizhong Energy Resources Co. Ltd., Class A | 1186400 | 1022387 |
|  | Joincare Pharmaceutical Group Industry Co. Ltd., Class A | 545516 | 932556 |
|  | Jointown Pharmaceutical Group Co. Ltd., Class A | 1138723 | 816288 |
|  \* | Joy City Property Ltd. | 18504000 | 1405095 |
|  | JS Corrugating Machinery Co. Ltd., Class A | 176100 | 309648 |
|  \*W | JS Global Lifestyle Co. Ltd. | 717500 | 164404 |
|  | JSTI Group, Class A | 398875 | 472160 |
|  \* | Ju Teng International Holdings Ltd. | 1300249 | 302854 |
|  | Kailuan Energy Chemical Co. Ltd., Class A | 278100 | 255259 |
|  | Kaishan Group Co. Ltd., Class A | 234700 | 529075 |
|  | Keda Industrial Group Co. Ltd., Class A | 368200 | 678407 |
|  | Keshun Waterproof Technologies Co. Ltd., Class A | 67300 | 47300 |
|  # | Kinetic Development Group Ltd. | 8148000 | 1531329 |
|  | Kingboard Holdings Ltd. | 2861345 | 10251711 |
|  | Kingboard Laminates Holdings Ltd. | 2505000 | 4193908 |
|  | Kingfa Sci & Tech Co. Ltd., Class A | 532700 | 1514608 |
|  | Kingsoft Corp. Ltd. | 1218000 | 5309425 |
|  | KPC Pharmaceuticals, Inc., Class A | 164500 | 314681 |
|  | Kuangda Technology Group Co. Ltd., Class A | 202300 | 176339 |
|  | Kunlun Energy Co. Ltd. | 19194000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17642847 |
|  | Lao Feng Xiang Co. Ltd., Class A | 98154 | 665150 |
|  | Laobaixing Pharmacy Chain JSC, Class A | 176220 | 411114 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  CHINA — (Continued) | CHINA — (Continued) |  |  |
|  | LB Group Co. Ltd., Class A | 443033 | $1147110 |
|  | Lee & Man Chemical Co. Ltd. | 254000 | 154035 |
|  # | Lee & Man Paper Manufacturing Ltd. | 5212000 | 1842206 |
|  | Lee's Pharmaceutical Holdings Ltd. | 930000 | 228503 |
|  \*W | Legend Holdings Corp., Class H | 2326400 | 3006986 |
|  | Lenovo Group Ltd. | 1112000 | 1622239 |
|  | Lens Technology Co. Ltd., Class A | 946961 | 3914355 |
|  | Leo Group Co. Ltd., Class A | 1478500 | 1108439 |
|  | Leoch International Technology Ltd. | 255000 | 46928 |
|  | Lepu Medical Technology Beijing Co. Ltd., Class A | 292100 | 744193 |
|  # | LexinFintech Holdings Ltd., ADR | 399688 | 1926496 |
|  | Leyard Optoelectronic Co. Ltd., Class A | 543600 | 525440 |
|  \* | Li Auto, Inc. (2015 HK), Class A | 1291200 | 13398873 |
|  | Li Ning Co. Ltd. | 9221500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20049533 |
|  | Lianhe Chemical Technology Co. Ltd., Class A | 280000 | 465645 |
|  | Liaoning Cheng Da Co. Ltd., Class A | 202900 | 363711 |
|  | Lier Chemical Co. Ltd., Class A | 242760 | 432944 |
|  | Lijiang Yulong Tourism Co. Ltd., Class A | 136600 | 167464 |
|  \* | Liuzhou Iron & Steel Co. Ltd., Class A | 414300 | 314655 |
|  | Livzon Pharmaceutical Group, Inc., Class H | 175300 | 705019 |
|  | Lizhong Sitong Light Alloys Group Co. Ltd., Class A | 144100 | 495113 |
|  # | LK Technology Holdings Ltd. | 1160000 | 550519 |
|  | Loncin Motor Co. Ltd., Class A | 173900 | 332914 |
|  #W | Longfor Group Holdings Ltd. | 6645240 | 8208419 |
|  \* | LONGi Green Energy Technology Co. Ltd., Class A | 701300 | 2080410 |

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| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  CHINA — (Continued) | CHINA — (Continued) |  |  |
|  | Longshine Technology Group Co. Ltd., Class A | 129200 | $324819 |
|  | Lonking Holdings Ltd. | 11218000 | 4471600 |
|  | Lucky Harvest Co. Ltd., Class A | 74626 | 422902 |
|  | Luenmei Quantum Co. Ltd., Class A | 384003 | 475300 |
|  | Luoniushan Co. Ltd., Class A | 260600 | 268818 |
|  | Luoyang Xinqianglian Slewing Bearing Co. Ltd., Class A | 46500 | 345175 |
|  | Luxi Chemical Group Co. Ltd., Class A | 640300 | 1213314 |
|  | Luyang Energy-Saving Materials Co. Ltd. | 45900 | 76540 |
|  #\*W | Luye Pharma Group Ltd. | 8804500 | 3567129 |
|  | Lygend Resources & Technology Co. Ltd.-H, Class H | 18000 | 55028 |
|  \* | Maanshan Iron & Steel Co. Ltd., Class H | 2132000 | 699870 |
|  | Maccura Biotechnology Co. Ltd., Class A | 183900 | 302420 |
|  | Mango Excellent Media Co. Ltd., Class A | 408694 | 1692827 |
|  #W | Maoyan Entertainment | 352386 | 301381 |
|  | Meihua Holdings Group Co. Ltd., Class A | 578700 | 908562 |
|  | Mesnac Co. Ltd., Class A | 209900 | 254643 |
|  | Metallurgical Corp. of China Ltd., Class H | 8101000 | 2468585 |
|  | M-Grass Ecology & Environment Group Co. Ltd., Class A | 369600 | 216482 |
|  | Midea Group Co. Ltd., Class A | 303000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3254794 |
|  #W | Midea Real Estate Holding Ltd. | 691800 | 424735 |
|  | Milkyway Intelligent Supply Chain Service Group Co. Ltd., Class A | 26477 | 221324 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  CHINA — (Continued) | CHINA — (Continued) |  |  |
|  | Ming Yang Smart Energy Group Ltd., Class A | 425500 | $905713 |
|  \* | Mingfa Group International Co. Ltd. | 608000 | 9537 |
|  | Minmetals Capital Co. Ltd., Class A | 521700 | 434315 |
|  \* | Minmetals Development Co. Ltd., Class A | 144100 | 185282 |
|  \* | Minmetals Land Ltd. | 1071205 | 129907 |
|  | Minth Group Ltd. | 3064000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13595941 |
|  | MLS Co. Ltd., Class A | 446962 | 547851 |
|  \* | MMG Ltd. | 11271200 | 10002653 |
|  | Moon Environment Technology Co. Ltd., Class A | 330720 | 660669 |
|  # | Morimatsu International Holdings Co. Ltd. | 340000 | 435281 |
|  | MYS Group Co. Ltd., Class A | 393300 | 238988 |
|  | Nanjing Cosmos Chemical Co. Ltd., Class A | 59000 | 114025 |
|  | Nanjing Hanrui Cobalt Co. Ltd., Class A | 51500 | 359510 |
|  | Nanjing Iron & Steel Co. Ltd., Class A | 1634600 | 1206588 |
|  | Nanjing Pharmaceutical Co. Ltd., Class A | 283000 | 201249 |
|  \* | Nanjing Tanker Corp., Class A | 1203000 | 552555 |
|  | Nanjing Xinjiekou Department Store Co. Ltd., Class A | 418400 | 441352 |
|  # | NetDragon Websoft Holdings Ltd. | 1177500 | 1839514 |
|  | Neusoft Corp., Class A | 251600 | 372159 |
|  | New China Life Insurance Co. Ltd., Class H | 66400 | 419622 |
|  | New Hope Liuhe Co. Ltd., Class A | 912451 | 1248095 |
|  | Nexteer Automotive Group Ltd. | 3634000 | 3150139 |
|  \* | Nine Dragons Paper Holdings Ltd. | 6643000 | 4758252 |

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| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  CHINA — (Continued) | CHINA — (Continued) |  |  |
|  | Ningbo Boway Alloy Material Co. Ltd., Class A | 167200 | $513825 |
|  | Ningbo Exciton Technology Co. Ltd., Class A | 15200 | 39453 |
|  | Ningbo Huaxiang Electronic Co. Ltd., Class A | 278655 | 1299201 |
|  | Ningbo Jintian Copper Group Co. Ltd., Class A | 420900 | 684422 |
|  | Ningbo Joyson Electronic Corp., Class A | 342141 | 1533829 |
|  | Ningbo Peacebird Fashion Co. Ltd., Class A | 93500 | 188212 |
|  | Ningbo Ronbay New Energy Technology Co. Ltd., Class A | 182246 | 715321 |
|  \* | Ningbo Shanshan Co. Ltd., Class A | 310000 | 599086 |
|  | Ningbo Xusheng Group Co. Ltd., Class A | 143400 | 303561 |
|  | Ningbo Yunsheng Co. Ltd., Class A | 300284 | 602301 |
|  | Ningbo Zhoushan Port Co. Ltd., Class A | 1357400 | 716813 |
|  | Ningxia Building Materials Group Co. Ltd., Class A | 101900 | 192507 |
|  | Ningxia Western Venture Industrial Co. Ltd., Class A | 212900 | 154326 |
|  | Noah Holdings Ltd., Sponsored ADR | 94076 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1062118 |
|  | Norinco International Cooperation Ltd., Class A | 221500 | 348097 |
|  | North China Pharmaceutical Co. Ltd., Class A | 329500 | 278020 |
|  | North Huajin Chemical Industries Co. Ltd., Class A | 431619 | 308317 |
|  \* | North Industries Group Red Arrow Co. Ltd., Class A | 157300 | 406378 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  CHINA — (Continued) | CHINA — (Continued) |  |  |
|  | Northeast Pharmaceutical Group Co. Ltd., Class A | 454424 | $354383 |
|  | Northeast Securities Co. Ltd., Class A | 507400 | 647974 |
|  \* | Nuode New Materials Co. Ltd., Class A | 670950 | 667919 |
|  | Offshore Oil Engineering Co. Ltd., Class A | 1189601 | 910944 |
|  # | Onewo, Inc., Class H | 540600 | 1553166 |
|  | Oppein Home Group, Inc., Class A | 100410 | 755216 |
|  | Opple Lighting Co. Ltd., Class A | 97400 | 238177 |
|  | ORG Technology Co. Ltd., Class A | 823720 | 697048 |
|  | Orient International Enterprise Ltd., Class A | 231000 | 271511 |
|  # | Orient Overseas International Ltd. | 409000 | 7078125 |
|  W | Orient Securities Co. Ltd., Class H | 1352000 | 1259770 |
|  \* | Oriental Energy Co. Ltd., Class A | 447680 | 517599 |
|  | Oriental Pearl Group Co. Ltd., Class A | 635660 | 867785 |
|  | Pacific Shuanglin Bio-pharmacy Co. Ltd., Class A | 123240 | 272860 |
|  \* | Pangang Group Vanadium Titanium & Resources Co. Ltd., Class A | 1081600 | 459418 |
|  \* | PCI Technology Group Co. Ltd., Class A | 460500 | 444391 |
|  \* | Pengxin International Mining Co. Ltd., Class A | 220705 | 254136 |
|  | People's Insurance Co. Group of China Ltd., Class H | 21751000 | 19534783 |
|  | PetroChina Co. Ltd., Class H | 90670000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;93727230 |
|  | PICC Property & Casualty Co. Ltd., Class H | 9521000 | 22493587 |
|  | Ping An Bank Co. Ltd., Class A | 5191713 | 8261469 |

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| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  CHINA — (Continued) | CHINA — (Continued) |  |  |
|  | Ping An Insurance Group Co. of China Ltd., Class H | 19281000 | $&nbsp;&nbsp;&nbsp;&nbsp;139292335 |
|  | Pingdingshan Tianan Coal Mining Co. Ltd., Class A | 950203 | 1135374 |
|  \* | Polaris Bay Group Co. Ltd., Class A | 338000 | 349746 |
|  | Poly Property Services Co. Ltd., Class H | 456200 | 1968047 |
|  \* | Porton Pharma Solutions Ltd., Class A | 107900 | 404040 |
|  #W | Postal Savings Bank of China Co. Ltd., Class H | 30135000 | 21233433 |
|  | Pou Sheng International Holdings Ltd. | 8554000 | 522721 |
|  | Power Construction Corp. of China Ltd., Class A | 4101720 | 3251616 |
|  | Prinx Chengshan Holdings Ltd. | 259500 | 237102 |
|  | Pulike Biological Engineering, Inc., Class A | 19500 | 38306 |
|  | PW Medtech Group Ltd. | 1439000 | 277890 |
|  | Pylon Technologies Co. Ltd., Class A | 25254 | 235487 |
|  | Q Technology Group Co. Ltd. | 490000 | 881167 |
|  | Qfin Holdings, Inc., ADR | 82763 | 1998726 |
|  \* | Qi An Xin Technology Group, Inc., Class A | 50335 | 276243 |
|  | Qingdao Citymedia Co. Ltd., Class A | 113300 | 108132 |
|  | Qingdao East Steel Tower Stock Co. Ltd., Class A | 370700 | 920043 |
|  | Qingdao Gon Technology Co. Ltd., Class A | 68735 | 495415 |
|  | Qingdao Hanhe Cable Co. Ltd., Class A | 908000 | 478684 |
|  | Qingdao Hiron Commercial Cold Chain Co. Ltd., Class A | 25000 | 49435 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  CHINA — (Continued) | CHINA — (Continued) |  |  |
|  W | Qingdao Port International Co. Ltd., Class H | 1016000 | $928776 |
|  | Qingdao Rural Commercial Bank Corp., Class A | 1139700 | 515979 |
|  | Qingdao Sentury Tire Co. Ltd., Class A | 249340 | 681223 |
|  | Qinghai Huzhu TianYouDe Highland Barley Spirit Co. Ltd., Class A | 75400 | 101622 |
|  \* | Qingling Motors Co. Ltd., Class H | 1402000 | 133269 |
|  | Qinhuangdao Port Co. Ltd., Class H | 1317500 | 493403 |
|  \* | Qudian, Inc., Sponsored ADR | 157205 | 751440 |
|  | Rainbow Digital Commercial Co. Ltd., Class A | 392676 | 298098 |
|  \*W | Redco Properties Group Ltd. | 1468000 | 40170 |
|  | Renhe Pharmacy Co. Ltd., Class A | 457500 | 399390 |
|  | Rianlon Corp., Class A | 58219 | 327772 |
|  | Riyue Heavy Industry Co. Ltd., Class A | 226809 | 463472 |
|  | Rizhao Port Co. Ltd., Class A | 691400 | 309081 |
|  | Rongsheng Petrochemical Co. Ltd., Class A | 1813367 | 2597620 |
|  \* | Roshow Technology Co. Ltd., Class A | 396100 | 494189 |
|  | Runjian Co. Ltd., Class A | 53400 | 330278 |
|  | SAIC Motor Corp. Ltd., Class A | 1116173 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2611499 |
|  | Sailun Group Co. Ltd., Class A | 473700 | 1021876 |
|  | Sanan Optoelectronics Co. Ltd., Class A | 655700 | 1279496 |
|  | Sanjiang Shopping Club Co. Ltd., Class A | 42600 | 82934 |
|  | Sanquan Food Co. Ltd., Class A | 177200 | 278080 |
|  \* | Sansteel Minguang Co. Ltd. Fujian, Class A | 750480 | 472578 |

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| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  CHINA — (Continued) | CHINA — (Continued) |  |  |
|  | Sansure Biotech, Inc., Class A | 111673 | $345890 |
|  | Sany Heavy Equipment International Holdings Co. Ltd. | 3925000 | 3705361 |
|  | Sany Heavy Industry Co. Ltd., Class A | 1338542 | 4165384 |
|  | Satellite Chemical Co. Ltd., Class A | 403731 | 1016815 |
|  | SDIC Capital Co. Ltd., Class A | 87400 | 96346 |
|  | Sealand Securities Co. Ltd., Class A | 1018895 | 654502 |
|  \* | Seazen Group Ltd. | 6322857 | 1781351 |
|  \* | Seazen Holdings Co. Ltd., Class A | 418115 | 834725 |
|  \*†† | S-Enjoy Service Group Co. Ltd. | 244000 | 32971 |
|  | SF Holding Co. Ltd., Class A | 1281600 | 7264951 |
|  | Shaanxi Beiyuan Chemical Industry Group Co. Ltd., Class A | 430400 | 238382 |
|  | Shaanxi Coal Industry Co. Ltd., Class A | 1996400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6370316 |
|  | Shaanxi Construction Engineering Group Corp. Ltd., Class A | 830200 | 442183 |
|  | Shan Xi Hua Yang Group New Energy Co. Ltd., Class A | 1450800 | 1631830 |
|  | Shandong Bohui Paper Industrial Co. Ltd., Class A | 380900 | 267269 |
|  | Shandong Buchang Pharmaceuticals Co. Ltd., Class A | 180909 | 440814 |
|  | Shandong Head Group Co. Ltd., Class A | 20500 | 37546 |
|  | Shandong Hi-Speed Road & Bridge Group Co. Ltd., Class A | 359300 | 308642 |
|  | Shandong Hualu Hengsheng Chemical Co. Ltd., Class A | 522599 | 1885486 |

---

---

| | | |
|:---|:---|:---|
|  | **Shares** | **Value»** |
| CHINA — (Continued) |  |  |
| Shandong Huatai Paper Industry Shareholding Co. Ltd., Class A | 182220 | $95289 |
| Shandong Humon Smelting Co. Ltd., Class A | 275500 | 511313 |
| Shandong Jincheng Pharmaceutical Group Co. Ltd., Class A | 98600 | 242082 |
| Shandong Jinjing Science & Technology Co. Ltd., Class A | 418900 | 309132 |
| Shandong Linglong Tyre Co. Ltd., Class A | 438387 | 948091 |
| Shandong Lukang Pharma, Class A | 162100 | 228365 |
| Shandong Nanshan Aluminum Co. Ltd., Class A | 3082850 | 1997333 |
| Shandong Pharmaceutical Glass Co. Ltd., Class A | 132500 | 389458 |
| Shandong Publishing & Media Co. Ltd., Class A | 363633 | 427246 |
| Shandong Sun Paper Industry JSC Ltd., Class A | 883381 | 1765993 |
| Shandong Weifang Rainbow Chemical Co. Ltd., Class A | 29000 | 301860 |
| Shandong Weigao Group Medical Polymer Co. Ltd., Class H | 8158000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5710507 |
| Shandong Xiantan Co. Ltd., Class A | 217200 | 192338 |
| Shandong Xinhua Pharmaceutical Co. Ltd., Class H | 338000 | 302592 |
| Shandong Yisheng Livestock & Poultry Breeding Co. Ltd., Class A | 225800 | 285326 |
| Shanghai Bailian Group Co. Ltd., Class A | 396500 | 503336 |

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**CONTINUED** 

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| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
|  | Shanghai Baosteel Packaging Co. Ltd., Class A | 243900 | $189470 |
|  | Shanghai Bright Meat Group Co. Ltd., Class A | 248300 | 237610 |
|  | Shanghai Chlor-Alkali Chemical Co. Ltd., Class A | 200500 | 307907 |
|  | Shanghai Construction Group Co. Ltd., Class A | 2377229 | 942137 |
|  | Shanghai Datun Energy Resources Co. Ltd., Class A | 198300 | 384879 |
|  #\* | Shanghai Electric Group Co. Ltd., Class H | 8194000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4777780 |
|  | Shanghai Environment Group Co. Ltd., Class A | 360586 | 420783 |
|  | Shanghai Fosun Pharmaceutical Group Co. Ltd., Class H | 1263500 | 3870188 |
|  | Shanghai Hanbell Precise Machinery Co. Ltd., Class A | 132700 | 456388 |
|  | Shanghai Huayi Group Co. Ltd., Class A | 274300 | 306600 |
|  | Shanghai Industrial Holdings Ltd. | 1777918 | 3120970 |
|  \* | Shanghai Industrial Urban Development Group Ltd. | 460501 | 20149 |
|  | Shanghai International Airport Co. Ltd., Class A | 113300 | 514230 |
|  | Shanghai Jahwa United Co. Ltd., Class A | 77400 | 272851 |
|  | Shanghai Jinjiang International Hotels Co. Ltd., Class A | 323850 | 1024676 |
|  | Shanghai Kaibao Pharmaceutical Co. Ltd., Class A | 226200 | 196193 |
|  | Shanghai Lingang Holdings Corp. Ltd., Class A | 518860 | 823946 |

---

---

| | | |
|:---|:---|:---|
|  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
| Shanghai Lujiazui Finance & Trade Zone Development Co. Ltd., Class A | 241858 | $290999 |
| Shanghai Mechanical & Electrical Industry Co. Ltd., Class A | 175890 | 670165 |
| Shanghai Pharmaceuticals Holding Co. Ltd., Class H | 1907900 | 2872630 |
| Shanghai Pudong Construction Co. Ltd., Class A | 244593 | 277421 |
| Shanghai Pudong Development Bank Co. Ltd., Class A | 5862228 | 9477987 |
| Shanghai Putailai New Energy Technology Co. Ltd., Class A | 470550 | 1933387 |
| Shanghai QiFan Cable Co. Ltd., Class A | 82900 | 218563 |
| Shanghai RAAS Blood Products Co. Ltd., Class A | 1039162 | 984802 |
| Shanghai Rural Commercial Bank Co. Ltd., Class A | 1624600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1948398 |
| Shanghai Shyndec Pharmaceutical Co. Ltd., Class A | 286800 | 420005 |
| Shanghai Tongji Science & Technology Industrial Co. Ltd., Class A | 181900 | 379910 |
| Shanghai Tunnel Engineering Co. Ltd., Class A | 632134 | 586708 |
| Shanghai Waigaoqiao Free Trade Zone Group Co. Ltd., Class A | 201276 | 309431 |
| Shanghai Yuyuan Tourist Mart Group Co. Ltd., Class A | 739362 | 577812 |
| Shanghai Zhenhua Heavy Industries Co. Ltd., Class A | 776992 | 516651 |

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**CONTINUED** 

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| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
|  | Shanghai Zhezhong Group Co. Ltd., Class A | 50500 | $127673 |
|  | Shanghai Zhonggu Logistics Co. Ltd., Class A | 382248 | 594328 |
|  | Shanghai Zijiang Enterprise Group Co. Ltd., Class A | 451400 | 501144 |
|  | Shantou Wanshun New Material Group Co. Ltd., Class A | 50200 | 44798 |
|  | Shantui Construction Machinery Co. Ltd., Class A | 441300 | 717908 |
|  | Shanxi Blue Flame Holding Co. Ltd., Class A | 267100 | 271957 |
|  | Shanxi Coal International Energy Group Co. Ltd., Class A | 472500 | 733286 |
|  | Shanxi Coking Coal Energy Group Co. Ltd., Class A | 1616265 | 1663385 |
|  \* | Shanxi Guoxin Energy Corp. Ltd., Class A | 436660 | 216824 |
|  | Shanxi Hi-speed Group Co. Ltd., Class A | 276780 | 201660 |
|  | Shanxi Lanhua Sci-Tech Venture Co. Ltd., Class A | 384760 | 364015 |
|  | Shanxi Lu'an Environmental Energy Development Co. Ltd., Class A | 1040880 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2165346 |
|  \* | Shanxi Meijin Energy Co. Ltd., Class A | 874173 | 643948 |
|  | Shanxi Securities Co. Ltd., Class A | 586460 | 527812 |
|  \* | Shanxi Taigang Stainless Steel Co. Ltd., Class A | 1595000 | 943950 |
|  \* | Shanxi Zhendong Pharmaceutical Co. Ltd., Class A | 94200 | 92504 |
|  \* | Shanying International Holding Co. Ltd., Class A | 718200 | 178676 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
|  | Shenghe Resources Holding Co. Ltd., Class A | 36393 | $118856 |
|  | Shenma Industry Co. Ltd., Class A | 312300 | 436130 |
|  W | Shenwan Hongyuan Group Co. Ltd., Class H | 2604800 | 1146126 |
|  | Shenzhen Agricultural Power Group Co. Ltd., Class A | 362741 | 435722 |
|  | Shenzhen Airport Co. Ltd., Class A | 597901 | 607055 |
|  | Shenzhen Aisidi Co. Ltd., Class A | 143300 | 249835 |
|  | Shenzhen Cereals Holdings Co. Ltd., Class A | 145600 | 142943 |
|  | Shenzhen Comix Group Co. Ltd., Class A | 179600 | 162493 |
|  | Shenzhen Desay Battery Technology Co., Class A | 97430 | 384862 |
|  | Shenzhen Fuanna Bedding & Furnishing Co. Ltd., Class A | 160200 | 162178 |
|  | Shenzhen Gas Corp. Ltd., Class A | 489200 | 462098 |
|  \* | Shenzhen Gongjin Electronics Co. Ltd., Class A | 69000 | 115818 |
|  W | Shenzhen Hepalink Pharmaceutical Group Co. Ltd., Class H | 265500 | 183620 |
|  # | Shenzhen International Holdings Ltd. | 5909590 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6125812 |
|  | Shenzhen Invt Electric Co. Ltd., Class A | 205400 | 260069 |
|  \* | Shenzhen Jinjia Group Co. Ltd., Class A | 461283 | 289390 |
|  | Shenzhen Jufei Optoelectronics Co. Ltd., Class A | 226000 | 212673 |
|  | Shenzhen Kaifa Technology Co. Ltd., Class A | 225448 | 865376 |

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**CONTINUED** 

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| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
|  | Shenzhen Kangtai Biological Products Co. Ltd., Class A | 125600 | $303732 |
|  | Shenzhen Kedali Industry Co. Ltd., Class A | 48200 | 1220725 |
|  | Shenzhen Kingkey Smart Agriculture Times Co. Ltd., Class A | 25800 | 59610 |
|  | Shenzhen Laibao Hi-tech Co. Ltd., Class A | 195200 | 306251 |
|  | Shenzhen Leaguer Co. Ltd., Class A | 355700 | 461255 |
|  | Shenzhen Microgate Technology Co. Ltd., Class A | 80200 | 143073 |
|  | Shenzhen MTC Co. Ltd., Class A | 1445828 | 1250120 |
|  | Shenzhen Noposin Crop Science Co. Ltd., Class A | 262600 | 450116 |
|  \* | Shenzhen Overseas Chinese Town Co. Ltd., Class A | 1645261 | 550897 |
|  | Shenzhen Pagoda Industrial Group Corp. Ltd., Class H | 972500 | 255337 |
|  | Shenzhen SC New Energy Technology Corp., Class A | 69700 | 925476 |
|  | Shenzhen Senior Technology Material Co. Ltd., Class A | 257900 | 516175 |
|  | Shenzhen Tagen Group Co. Ltd., Class A | 605500 | 322531 |
|  | Shenzhen Topraysolar Co. Ltd., Class A | 344500 | 176744 |
|  | Shenzhen Yan Tian Port Holding Co. Ltd., Class A | 422900 | 271064 |
|  | Shenzhen Yinghe Technology Co. Ltd., Class A | 128900 | 542511 |
|  | Shenzhen Zhongjin Lingnan Nonfemet Co. Ltd., Class A | 1038400 | 804950 |
|  | Shenzhou International Group Holdings Ltd. | 312100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2693987 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
|  | Shinva Medical Instrument Co. Ltd., Class A | 112750 | $246241 |
|  # | Shoucheng Holdings Ltd. | 6233683 | 1751663 |
|  | Shougang Fushan Resources Group Ltd. | 8236819 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3231781 |
|  \* | Shuangliang Eco-Energy Systems Co. Ltd., Class A | 397200 | 386090 |
|  | Shui On Land Ltd. | 13576303 | 1238716 |
|  | Sichuan Development Lomon Co. Ltd., Class A | 341500 | 536000 |
|  | Sichuan Hebang Biotechnology Co. Ltd., Class A | 1233800 | 377938 |
|  \* | Sichuan Hexie Shuangma Co. Ltd., Class A | 152178 | 435121 |
|  | Sichuan Kelun Pharmaceutical Co. Ltd., Class A | 288455 | 1418783 |
|  \* | Sichuan Lutianhua Co. Ltd., Class A | 445200 | 268462 |
|  | Sichuan New Energy Power Co. Ltd., Class A | 303200 | 524100 |
|  | Sichuan Road & Bridge Group Co. Ltd., Class A | 1634598 | 2178492 |
|  | Sichuan Yahua Industrial Group Co. Ltd., Class A | 233300 | 666509 |
|  | Sino Biopharmaceutical Ltd. | 6374000 | 5806279 |
|  \* | Sinochem International Corp., Class A | 673631 | 395807 |
|  | Sinofert Holdings Ltd. | 11308000 | 2211228 |
|  | Sinolink Securities Co. Ltd., Class A | 543205 | 754242 |
|  | Sinoma International Engineering Co., Class A | 768300 | 1028681 |
|  | Sinoma Science & Technology Co. Ltd., Class A | 412362 | 2008272 |
|  | Sinomach Automobile Co. Ltd., Class A | 391700 | 343368 |

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| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
|  \* | Sinomach Heavy Equipment Group Co. Ltd., Class A | 830200 | $413114 |
|  | Sinomine Resource Group Co. Ltd., Class A | 99920 | 790778 |
|  | Sinopec Engineering Group Co. Ltd., Class H | 5842500 | 5503664 |
|  # | Sinopec Kantons Holdings Ltd. | 4110000 | 2125950 |
|  | Sinopec Shanghai Petrochemical Co. Ltd., Class H | 8718000 | 1492133 |
|  | Sinopharm Group Co. Ltd., Class H | 5409600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13483782 |
|  | Sino-Platinum Metals Co. Ltd., Class A | 116900 | 273192 |
|  | Sinosteel Engineering & Technology Co. Ltd., Class A | 678800 | 610706 |
|  # | Sinotrans Ltd., Class H | 10042000 | 6825654 |
|  | Sinotruk Hong Kong Ltd. | 2785835 | 9307016 |
|  | Sinotruk Jinan Truck Co. Ltd., Class A | 354758 | 905129 |
|  | Skyworth Digital Co. Ltd., Class A | 112400 | 214780 |
|  \* | Skyworth Group Ltd. | 730000 | 369947 |
|  | Snowsky Salt Industry Group Co. Ltd., Class A | 472000 | 378224 |
|  \* | SOHO China Ltd. | 1217388 | 86294 |
|  | SooChow Securities Co. Ltd., Class A | 848030 | 1143876 |
|  | Southern Publishing & Media Co. Ltd., Class A | 234900 | 467049 |
|  | Southwest Securities Co. Ltd., Class A | 910400 | 606498 |
|  # | SSY Group Ltd. | 3982000 | 1589582 |
|  | Stanley Agricultural Group Co. Ltd., Class A | 346000 | 474103 |
|  | Star Lake Bioscience Co., Inc. Zhaoqing Guangdong, Class A | 504700 | 509836 |
|  | State Grid Yingda Co. Ltd., Class A | 798300 | 724176 |
|  | STO Express Co. Ltd., Class A | 166400 | 362199 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
|  | Sumec Corp. Ltd., Class A | 415300 | $660206 |
|  | Sun Art Retail Group Ltd. | 7095000 | 1724136 |
|  | Sun King Technology Group Ltd. | 626000 | 162827 |
|  | Suning Universal Co. Ltd., Class A | 914105 | 327587 |
|  | Sunrise Group Co. Ltd., Class A | 194800 | 158283 |
|  \* | Sunshine Lake Pharma Co. Ltd. | 303979 | 1791666 |
|  | Sunstone Development Co. Ltd., Class A | 94600 | 327440 |
|  | Suntak Technology Co. Ltd., Class A | 240308 | 481081 |
|  | Sunward Intelligent Equipment Co. Ltd., Class A | 279300 | 520104 |
|  | Sunwoda Electronic Co. Ltd., Class A | 384600 | 1938727 |
|  | Suofeiya Home Collection Co. Ltd., Class A | 104300 | 190782 |
|  | Suzhou Anjie Technology Co. Ltd., Class A | 138800 | 271551 |
|  | Suzhou Gold Mantis Construction Decoration Co. Ltd., Class A | 871975 | 416689 |
|  | Suzhou New District Hi-Tech Industrial Co. Ltd., Class A | 299900 | 250611 |
|  \* | Taiyuan Heavy Industry Co. Ltd., Class A | 792700 | 309822 |
|  \* | Tangrenshen Group Co. Ltd., Class A | 385300 | 258448 |
|  | TangShan Port Group Co. Ltd., Class A | 1646190 | 919186 |
|  | Tangshan Sanyou Chemical Industries Co. Ltd., Class A | 660100 | 528861 |
|  | Tasly Pharmaceutical Group Co. Ltd., Class A | 89200 | 193715 |
|  | Tayho Advanced Materials Group Co. Ltd., Class A | 262400 | 370284 |
|  | TBEA Co. Ltd., Class A | 1143998 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3149266 |

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| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
|  | TCL Electronics Holdings Ltd. | 4535666 | $5385267 |
|  | TCL Technology Group Corp., Class A | 4338998 | 2630844 |
|  | TCL Zhonghuan Renewable Energy Technology Co. Ltd., Class A | 740200 | 984451 |
|  | TDG Holdings Co. Ltd., Class A | 321400 | 464266 |
|  | Ten Pao Group Holdings Ltd. | 304000 | 88772 |
|  # | Tian An China Investment Co. Ltd. | 4049000 | 2366729 |
|  | Tian Di Science & Technology Co. Ltd., Class A | 1183500 | 994525 |
|  # | Tiangong International Co. Ltd. | 5220000 | 1976832 |
|  | Tianjin Capital Environmental Protection Group Co. Ltd., Class H | 126000 | 69147 |
|  | Tianjin Chase Sun Pharmaceutical Co. Ltd., Class A | 668911 | 359221 |
|  | Tianjin Port Co. Ltd., Class A | 686668 | 464183 |
|  | Tianjin Port Development Holdings Ltd. | 8865657 | 811640 |
|  | Tianjin Ringpu Bio-Technology Co. Ltd., Class A | 39800 | 120619 |
|  | Tianjin TEDA Resources Recycling Group Co. Ltd., Class A | 134611 | 80340 |
|  | Tianjin You Fa Steel Pipe Group Stock Co. Ltd., Class A | 102461 | 94635 |
|  \* | Tianma Microelectronics Co. Ltd., Class A | 628602 | 858463 |
|  | Tianneng Battery Group Co. Ltd., Class A | 81158 | 386724 |
|  | Tianneng Power International Ltd. | 3920000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4345629 |
|  #\* | Tianqi Lithium Corp., Class H | 326800 | 2008864 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
|  | Tianrun Industry Technology Co. Ltd., Class A | 286100 | $256218 |
|  | Tianshan Aluminum Group Co. Ltd., Class A | 1392729 | 2615585 |
|  | Tianshui Huatian Technology Co. Ltd., Class A | 948176 | 1608874 |
|  | Tinergy Chemical Co. Ltd., Class A | 714560 | 560510 |
|  | Titan Wind Energy Suzhou Co. Ltd., Class A | 431000 | 464074 |
|  | Tofflon Science & Technology Group Co. Ltd., Class A | 189800 | 452336 |
|  | Toly Bread Co. Ltd., Class A | 413335 | 316702 |
|  | Tomson Group Ltd. | 1233317 | 429455 |
|  # | Tong Ren Tang Technologies Co. Ltd., Class H | 2457000 | 1466196 |
|  | Tongcheng Travel Holdings Ltd. | 568000 | 1563026 |
|  | Tongdao Liepin Group | 210400 | 86201 |
|  | Tongkun Group Co. Ltd., Class A | 547222 | 1093951 |
|  | Tongling Jingda Special Magnet Wire Co. Ltd., Class A | 424000 | 647002 |
|  | Tongling Nonferrous Metals Group Co. Ltd., Class A | 3571846 | 2653682 |
|  \* | Tongwei Co. Ltd., Class A | 349314 | 1216403 |
|  | Tongyu Heavy Industry Co. Ltd., Class A | 1188500 | 514611 |
|  | Topsec Technologies Group, Inc., Class A | 218500 | 320242 |
|  W | Topsports International Holdings Ltd. | 6738000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2670436 |
|  | Transfar Zhilian Co. Ltd., Class A | 602400 | 528744 |
|  | TravelSky Technology Ltd., Class H | 1901000 | 2501713 |
|  | Triangle Tyre Co. Ltd., Class A | 170100 | 353533 |

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**DIMENSIONAL EMERGING MARKETS VALUE FUND** 

**CONTINUED** 

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| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
|  \* | Trina Solar Co. Ltd., Class A | 403882 | $1155945 |
|  | Trip.com Group Ltd. (9961 HK) | 11850 | 833901 |
|  | Trip.com Group Ltd. (TCOM US), ADR | 686188 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;48479182 |
|  \*†† | Trony Solar Holdings Co. Ltd. | 8775000 | 0 |
|  \* | Tsinghua Tongfang Co. Ltd., Class A | 458200 | 561990 |
|  | Tsingtao Brewery Co. Ltd., Class H | 60000 | 405512 |
|  | TSP Wind Power Group Co. Ltd. | 208100 | 248152 |
|  | Unilumin Group Co. Ltd., Class A | 155400 | 161085 |
|  | Uni-President China Holdings Ltd. | 1222000 | 1322990 |
|  | Universal Scientific Industrial Shanghai Co. Ltd., Class A | 362800 | 1227904 |
|  †† | Untrade.China Dili | 4137899 | 65925 |
|  \*†† | Untrade.Lumena Newmat | 1315048 | 0 |
|  | V V Food & Beverage Co. Ltd., Class A | 314300 | 157997 |
|  | Valiant Co. Ltd., Class A | 211046 | 415548 |
|  | Vatti Corp. Ltd., Class A | 222900 | 200246 |
|  \* | Venustech Group, Inc., Class A | 97100 | 213901 |
|  | Vipshop Holdings Ltd., ADR | 1366683 | 23903286 |
|  \* | Visionox Technology, Inc., Class A | 140400 | 167312 |
|  \*W | Viva Biotech Holdings  | 1267500 | 397526 |
|  \* | Vnet Group, Inc., ADR | 9061 | 94234 |
|  | Walvax Biotechnology Co. Ltd., Class A | 191900 | 329896 |
|  | Wangneng Environment Co. Ltd., Class A | 130540 | 313669 |
|  | Wanhua Chemical Group Co. Ltd., Class A | 606600 | 5339368 |
|  | Wasion Holdings Ltd. | 2834000 | 4559777 |
|  | Wasu Media Holding Co. Ltd., Class A | 389286 | 431780 |
|  | Weibo Corp. (9898 HK), Class A | 49000 | 535777 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
|  # | Weibo Corp. (WB US), Sponsored ADR | 123100 | $1339328 |
|  | Weichai Power Co. Ltd., Class H | 6329000 | 13077603 |
|  | Weifu High-Technology Group Co. Ltd., Class A | 130000 | 392263 |
|  | Weihai Guangtai Airport Equipment Co. Ltd., Class A | 112200 | 161362 |
|  | Wellhope Foods Co. Ltd., Class A | 300888 | 324457 |
|  | Wencan Group Co. Ltd., Class A | 41500 | 126110 |
|  | West China Cement Ltd. | 10992000 | 4200647 |
|  | Western Securities Co. Ltd., Class A | 726548 | 877487 |
|  | Wharf Holdings Ltd. | 1159000 | 3049162 |
|  | Windey Energy Technology Group Co. Ltd., Class A | 182430 | 468395 |
|  \* | Wingtech Technology Co. Ltd., Class A | 184600 | 1166670 |
|  | Winner Medical Co. Ltd., Class A | 75640 | 439166 |
|  | Wuchan Zhongda Group Co. Ltd., Class A | 1547000 | 1272246 |
|  | Wuhan Easydiagnosis Biomedicine Co. Ltd., Class A | 50400 | 136242 |
|  | Wuhu Token Science Co. Ltd., Class A | 436800 | 381022 |
|  | Wushang Group Co. Ltd., Class A | 233500 | 327799 |
|  \*W | Wuxi Biologics Cayman, Inc. | 5633500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26275170 |
|  | Wuxi Huaguang Environment & Energy Group Co. Ltd., Class A | 216923 | 471617 |
|  | Wuxi Paike New Materials Technology Co. Ltd., Class A | 20400 | 200280 |
|  | Wuxi Rural Commercial Bank Co. Ltd., Class A | 418200 | 356843 |
|  | Wuxi Taiji Industry Ltd. Co., Class A | 411647 | 501659 |

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**CONTINUED** 

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| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
|  | XCMG Construction Machinery Co. Ltd., Class A | 2845700 | $4256423 |
|  \*W | Xiabuxiabu Catering Management China Holdings Co. Ltd. | 1115500 | 143626 |
|  | Xiamen Bank Co. Ltd., Class A | 706900 | 700572 |
|  | Xiamen C & D, Inc., Class A | 598500 | 857477 |
|  | Xiamen Port Development Co. Ltd., Class A | 151800 | 223153 |
|  | Xiamen Tungsten Co. Ltd., Class A | 299740 | 1504960 |
|  | Xiamen Xiangyu Co. Ltd., Class A | 608601 | 710310 |
|  | Xi'An Shaangu Power Co. Ltd., Class A | 462200 | 565266 |
|  | Xiandai Investment Co. Ltd., Class A | 348400 | 207521 |
|  \* | Xiangtan Electric Manufacturing Co. Ltd., Class A | 31300 | 67028 |
|  | Xianhe Co. Ltd., Class A | 123874 | 398197 |
|  | Xilinmen Furniture Co. Ltd., Class A | 97400 | 234158 |
|  | Xinfengming Group Co. Ltd., Class A | 420160 | 939166 |
|  | Xingfa Aluminium Holdings Ltd. | 447000 | 447703 |
|  | Xinhua Winshare Publishing & Media Co. Ltd., Class H | 1785000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2395958 |
|  | Xinjiang Joinworld Co. Ltd., Class A | 380300 | 433379 |
|  | Xinjiang Qingsong Building Materials & Chemicals Group Co. Ltd., Class A | 326600 | 216236 |
|  | Xinjiang Xinxin Mining Industry Co. Ltd., Class H | 1208000 | 402072 |
|  | Xinjiang Xuefeng Sci-Tech Group Co. Ltd., Class A | 312000 | 398339 |
|  \* | Xinjiang Zhongtai Chemical Co. Ltd., Class A | 345800 | 228491 |
|  | Xinxiang Chemical Fiber Co. Ltd., Class A | 440670 | 270950 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
|  | Xinxing Ductile Iron Pipes Co. Ltd., Class A | 942800 | $573763 |
|  # | Xinyi Energy Holdings Ltd. | 7792816 | 1272370 |
|  # | Xinyi Solar Holdings Ltd. | 16152361 | 7442955 |
|  | Xinyu Iron & Steel Co. Ltd., Class A | 779300 | 460260 |
|  # | Xtep International Holdings Ltd. | 5495237 | 3979185 |
|  | Xuji Electric Co. Ltd., Class A | 224900 | 836272 |
|  | Yangling Metron New Material, Inc., Class A | 144140 | 337398 |
|  # | Yankuang Energy Group Co. Ltd., Class H | 9360000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12849827 |
|  | Yantai Changyu Pioneer Wine Co. Ltd., Class A | 89001 | 268897 |
|  | Yantai Jereh Oilfield Services Group Co. Ltd., Class A | 305903 | 2149644 |
|  | Yechiu Metal Recycling China Ltd., Class A | 319500 | 140561 |
|  \* | Yibin Tianyuan Group Co. Ltd., Class A | 235590 | 192792 |
|  | Yifan Pharmaceutical Co. Ltd., Class A | 171000 | 316517 |
|  # | Yihai International Holding Ltd. | 259000 | 397388 |
|  | Yiren Digital Ltd., Sponsored ADR | 203568 | 1135909 |
|  W | Yixin Group Ltd. | 4875000 | 1420968 |
|  | Yixintang Pharmaceutical Group Co. Ltd., Class A | 176963 | 333527 |
|  | Yonfer Agricultural Technology Co. Ltd., Class A | 410300 | 857741 |
|  | Yongjin Technology Group Co. Ltd. | 98900 | 254828 |
|  | YongXing Special Materials Technology Co. Ltd., Class A | 112670 | 779080 |
|  | Yotrio Group Co. Ltd., Class A | 360200 | 195399 |

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**CONTINUED** 

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| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
|  | Youngor Fashion Co. Ltd., Class A | 851613 | $897940 |
|  | YTO Express Group Co. Ltd., Class A | 530600 | 1275843 |
|  | Yuexiu Services Group Ltd. | 244000 | 79732 |
|  | Yueyang Forest & Paper Co. Ltd., Class A | 325800 | 203857 |
|  | Yum China Holdings, Inc. (YUMC US) | 11482 | 496711 |
|  | YUNDA Holding Group Co. Ltd., Class A | 895489 | 916985 |
|  | Yunnan Aluminium Co. Ltd., Class A | 653530 | 2110969 |
|  | Yunnan Chihong Zinc&Germanium Co. Ltd., Class A | 987900 | 936263 |
|  | Yunnan Copper Co. Ltd., Class A | 483200 | 1225832 |
|  | Yunnan Energy Investment Co. Ltd., Class A | 162300 | 277223 |
|  \* | Yunnan Energy New Material Co. Ltd., Class A | 176200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1201698 |
|  | Yunnan Tin Co. Ltd., Class A | 466300 | 1553952 |
|  | Yunnan Yuntianhua Co. Ltd., Class A | 156000 | 630740 |
|  | Zanyu Technology Group Co. Ltd., Class A | 26800 | 41841 |
|  | ZBOM Home Collection Co. Ltd., Class A | 115400 | 150905 |
|  | Zhefu Holding Group Co. Ltd., Class A | 1424640 | 822691 |
|  | Zhejiang Chint Electrics Co. Ltd., Class A | 641052 | 2584770 |
|  | Zhejiang Communications Technology Co. Ltd., Class A | 850341 | 499529 |
|  | Zhejiang Conba Pharmaceutical Co. Ltd., Class A | 521900 | 343246 |
|  | Zhejiang Dafeng Industry Co. Ltd., Class A | 111800 | 206226 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
|  | Zhejiang Dahua Technology Co. Ltd., Class A | 514923 | $1480763 |
|  | Zhejiang Daily Digital Culture Group Co. Ltd., Class A | 216900 | 414826 |
|  \* | Zhejiang Dun'An Artificial Environment Co. Ltd., Class A | 221800 | 430000 |
|  | Zhejiang Garden Biopharmaceutical Co. Ltd., Class A | 53800 | 104129 |
|  #\*†† | Zhejiang Glass Co. Ltd., Class H | 437000 | 0 |
|  | Zhejiang Guyuelongshan Shaoxing Wine Co. Ltd., Class A | 217500 | 290373 |
|  | Zhejiang Hailiang Co. Ltd., Class A | 650665 | 1052480 |
|  | Zhejiang Hailide New Material Co. Ltd., Class A | 49400 | 40581 |
|  | Zhejiang Hangmin Co. Ltd., Class A | 477181 | 479522 |
|  | Zhejiang Hisun Pharmaceutical Co. Ltd., Class A | 279664 | 440621 |
|  | Zhejiang Huace Film & Television Co. Ltd., Class A | 385032 | 415688 |
|  | Zhejiang Huakang Pharmaceutical Co. Ltd., Class A | 54100 | 133224 |
|  | Zhejiang Huayou Cobalt Co. Ltd., Class A | 330031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3008849 |
|  | Zhejiang International Group Co. Ltd., Class A | 72600 | 112903 |
|  | Zhejiang Jiahua Energy Chemical Industry Co. Ltd., Class A | 430300 | 515585 |
|  | Zhejiang Jingsheng Mechanical & Electrical Co. Ltd., Class A | 120800 | 662555 |
|  | Zhejiang Jingxin Pharmaceutical Co. Ltd., Class A | 309251 | 819316 |

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**CONTINUED** 

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| | | |
|:---|:---|:---|
|  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
| Zhejiang Jiuzhou Pharmaceutical Co. Ltd., Class A | 212800 | $596796 |
| Zhejiang Longsheng Group Co. Ltd., Class A | 660433 | 977883 |
| Zhejiang Medicine Co. Ltd., Class A | 238117 | 487626 |
| Zhejiang NHU Co. Ltd., Class A | 48976 | 167342 |
| Zhejiang Orient Financial Holdings Group Co. Ltd., Class A | 845600 | 853001 |
| Zhejiang Runtu Co. Ltd., Class A | 347530 | 357636 |
| Zhejiang Semir Garment Co. Ltd., Class A | 747199 | 568028 |
| Zhejiang Shaoxing RuiFeng Rural Commercial Bank Co. Ltd., Class A | 373900 | 288077 |
| Zhejiang Southeast Space Frame Co. Ltd., Class A | 326700 | 213516 |
| Zhejiang Taihua New Material Group Co. Ltd., Class A | 230500 | 286617 |
| Zhejiang Wanliyang Co. Ltd., Class A | 192341 | 243578 |
| Zhejiang Wanma Co. Ltd., Class A | 261800 | 661045 |
| Zhejiang Wansheng Co. Ltd., Class A | 126752 | 202008 |
| Zhejiang Weiming Environment Protection Co. Ltd., Class A | 202500 | 616145 |
| Zhejiang Xianju Pharmaceutical Co. Ltd., Class A | 231800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;308656 |
| Zhejiang Xinan Chemical Industrial Group Co. Ltd., Class A | 264528 | 374736 |
| Zhejiang Xinao Textiles, Inc., Class A | 182940 | 205678 |
| Zhejiang Xinhua Chemical Co. Ltd., Class A | 10500 | 43828 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
|  | Zhejiang Yasha Decoration Co. Ltd., Class A | 338200 | $191676 |
|  | Zhende Medical Co. Ltd., Class A | 30800 | 411518 |
|  | Zhenjiang Dongfang Electric Heating Technology Co. Ltd., Class A | 203500 | 154334 |
|  | Zheshang Securities Co. Ltd., Class A | 479500 | 783360 |
|  | Zhewen Interactive Group Co. Ltd., Class A | 424700 | 521993 |
|  | Zhongshan Broad Ocean Motor Co. Ltd., Class A | 484500 | 835058 |
|  | Zhongsheng Group Holdings Ltd. | 2846000 | 4492691 |
|  | Zhongtai Securities Co. Ltd., Class A | 941000 | 923478 |
|  \*†† | Zhongtian Financial Group Co. Ltd., Class A | 926500 | 0 |
|  | Zhongtong Bus Holding Co. Ltd., Class A | 85500 | 141249 |
|  | ZhongYeDa Electric Co. Ltd., Class A | 139300 | 191551 |
|  | Zhongyuan Environment-Protection Co. Ltd., Class A | 187400 | 231709 |
|  #W | Zhou Hei Ya International Holdings Co. Ltd. | 3008500 | 705893 |
|  | Zhuhai Huafa Properties Co. Ltd., Class A | 523500 | 362089 |
|  | Zhuhai Port Co. Ltd., Class A | 167900 | 130203 |
|  | Zhuzhou CRRC Times Electric Co. Ltd., Class H | 1184200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6018248 |
|  | Zhuzhou Kibing Group Co. Ltd., Class A | 833546 | 831913 |
|  | Zhuzhou Times New Material Technology Co. Ltd., Class A | 213900 | 438923 |
|  | Zibo Qixiang Tengda Chemical Co. Ltd., Class A | 495500 | 335088 |
|  #W | ZJLD Group, Inc. | 118200 | 132822 |

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**DIMENSIONAL EMERGING MARKETS VALUE FUND** 

**CONTINUED** 

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| | | | | |
|:---|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** | **Value»** |
|  CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |
|  | ZJMI Environmental Energy Co. Ltd., Class A | 136403 | $| 271159 |
|  | ZMJ Group Co. Ltd., Class H | 1012800 |  | 2795819 |
|  | Zoomlion Heavy Industry Science & Technology Co. Ltd., Class H | 4245400 |  | 4099070 |
|  # | ZTE Corp., Class H | 1121200 |  | 4735989 |
|  | ZTO Express Cayman, Inc. (2057 HK) | 1240500 |  | 22885718 |
|  TOTAL CHINA | TOTAL CHINA | TOTAL CHINA |  | 3730920930 |
|  COLOMBIA — (0.1%) | COLOMBIA — (0.1%) | COLOMBIA — (0.1%) | COLOMBIA — (0.1%) | COLOMBIA — (0.1%) |
|  | Cementos Argos SA | 131228 |  | 351333 |
|  \* | Corp. Financiera Colombiana SA | 70470 |  | 333093 |
|  | Grupo Argos SA | 1163374 |  | 5251476 |
|  | Grupo de Inversiones Suramericana SA | 276811 |  | 3365104 |
|  | Mineros SA | 92237 |  | 325429 |
|  TOTAL COLOMBIA | TOTAL COLOMBIA | TOTAL COLOMBIA |  | 9626435 |
|  CZECH REPUBLIC — (0.1%) | CZECH REPUBLIC — (0.1%) | CZECH REPUBLIC — (0.1%) | CZECH REPUBLIC — (0.1%) | CZECH REPUBLIC — (0.1%) |
|  | CEZ AS | 14271 |  | 873936 |
|  | Komercni Banka AS | 277089 |  | 14174793 |
|  W | Moneta Money Bank AS | 311067 |  | 2633027 |
|  TOTAL CZECH REPUBLIC | TOTAL CZECH REPUBLIC |  |  | 17681756 |
|  FRANCE — (0.0%) | FRANCE — (0.0%) | FRANCE — (0.0%) | FRANCE — (0.0%) | FRANCE — (0.0%) |
|  | Carrefour SA, BDR | 230740 |  | 3659279 |
|  GREECE — (0.6%) | GREECE — (0.6%) | GREECE — (0.6%) | GREECE — (0.6%) | GREECE — (0.6%) |
|  | Alpha Bank SA | 6758535 |  | 26494869 |
|  | Bank of Greece | 19140 |  | 326659 |
|  # | ElvalHalcor SA | 35785 |  | 131892 |
|  | Fourlis Holdings SA | 7021 |  | 33208 |
|  | GEK Terna SA | 33471 |  | 893337 |
|  | Helleniq Energy Holdings SA | 347267 |  | 3054403 |
|  | Intracom Holdings SA | 263724 |  | 1015737 |
|  \* | LAMDA Development SA | 7628 |  | 65063 |
|  | Motor Oil Hellas Corinth Refineries SA | 131719 |  | 3947294 |
|  | National Bank of Greece SA | 336702 |  | 4949020 |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** | **Value»** |
|  GREECE — (Continued) | GREECE — (Continued) | GREECE — (Continued) | GREECE — (Continued) | GREECE — (Continued) |
|  | Piraeus Financial Holdings SA | 3886724 | $| 30356130 |
|  | Titan SA (TITC GA) | 57610 |  | 2579501 |
|  TOTAL GREECE | TOTAL GREECE | TOTAL GREECE |  | 73847113 |
|  HONG KONG — (0.0%) | HONG KONG — (0.0%) | HONG KONG — (0.0%) | HONG KONG — (0.0%) | HONG KONG — (0.0%) |
|  | Truly International Holdings Ltd. | 4554000 |  | 667489 |
|  HUNGARY — (0.1%) | HUNGARY — (0.1%) | HUNGARY — (0.1%) | HUNGARY — (0.1%) | HUNGARY — (0.1%) |
|  | MOL Hungarian Oil & |  |  |  |
|  | Gas PLC | 1820667 |  | 16016064 |
|  | OTP Bank Nyrt | 39987 |  | 3816975 |
|  | Richter Gedeon Nyrt | 645 |  | 19869 |
|  TOTAL HUNGARY | TOTAL HUNGARY | TOTAL HUNGARY |  | 19852908 |
|  INDIA — (16.6%) | INDIA — (16.6%) | INDIA — (16.6%) | INDIA — (16.6%) | INDIA — (16.6%) |
|  | Aarti Drugs Ltd. | 37610 |  | 207719 |
|  | Aarti Industries Ltd. | 59379 |  | 254662 |
|  | Aarti Pharmalabs Ltd. | 4095 |  | 39074 |
|  | ACC Ltd. | 235967 |  | 4990232 |
|  \* | Adani Power Ltd. | 403425 |  | 716968 |
|  \* | Aditya Birla Capital Ltd. | 1653183 |  | 6055097 |
|  | Advanced Enzyme Technologies Ltd. | 38547 |  | 133246 |
|  | AGI Greenpac Ltd. | 55009 |  | 509192 |
|  | Alembic Ltd. | 360019 |  | 403677 |
|  | Alembic Pharmaceuticals Ltd. | 78798 |  | 797808 |
|  | Allcargo Logistics Ltd. | 1600297 |  | 618497 |
|  | Allied Digital Services Ltd. | 3592 |  | 7368 |
|  | Amara Raja Energy & Mobility Ltd. | 258191 |  | 2922119 |
|  | Ambuja Cements Ltd. | 1346803 |  | 8570364 |
|  | Andhra Sugars Ltd. | 140898 |  | 129330 |
|  \*W | Antony Waste Handling Cell Ltd. | 8251 |  | 50508 |
|  | Apollo Pipes Ltd. | 3561 |  | 12415 |
|  | Apollo Tyres Ltd. | 1851897 |  | 10451691 |
|  \* | Arman Financial Services Ltd. | 1487 |  | 27387 |
|  | Arvind Ltd. | 924337 |  | 3332020 |
|  | Ashapura Minechem Ltd. | 15531 |  | 116393 |
|  \* | Ashoka Buildcon Ltd. | 347982 |  | 804642 |
|  | Aurobindo Pharma Ltd. | 1045999 |  | 13478000 |
|  | Avanti Feeds Ltd. | 32366 |  | 254010 |
|  | Axis Bank Ltd. (AXSB IN) | 10198375 |  | &nbsp;&nbsp;&nbsp;&nbsp;141470600 |

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| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  INDIA — (Continued) | INDIA — (Continued) | INDIA — (Continued) | INDIA — (Continued) |
|  \* | Bajaj Consumer Care Ltd. | 94823 | $295895 |
|  \* | Bajaj Hindusthan Sugar Ltd. | 1123232 | 279218 |
|  | Bajaj Holdings & Investment Ltd. | 165906 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23012960 |
|  | Balmer Lawrie & Co. Ltd. | 410440 | 931055 |
|  | Balrampur Chini Mills Ltd. | 709419 | 3661208 |
|  | Banco Products India Ltd. | 108138 | 864276 |
|  W | Bandhan Bank Ltd. | 1349093 | 2375079 |
|  | Bank of Baroda | 4048927 | 12672784 |
|  | Bank of India | 1684055 | 2654738 |
|  | Bank of Maharashtra | 2670903 | 1777564 |
|  | BCL Industries Ltd. | 81509 | 36527 |
|  | Bhansali Engineering Polymers Ltd. | 175389 | 194757 |
|  | Bharat Bijlee Ltd. | 6466 | 220233 |
|  | Bharat Heavy Electricals Ltd. | 4277045 | 12729972 |
|  | Biocon Ltd. | 750486 | 3151511 |
|  | Birla Corp. Ltd. | 162296 | 2141484 |
|  | BirlaNu Ltd. | 8892 | 191593 |
|  | Birlasoft Ltd. | 289141 | 1207068 |
|  | Bliss Gvs Pharma Ltd. | 51377 | 90701 |
|  \* | Bluspring Enterprises Ltd. | 45222 | 41047 |
|  | Bombay Burmah Trading Co. | 44493 | 993548 |
|  \* | Brightcom Group Ltd. | 324038 | 49666 |
|  | BSE Ltd. | 55041 | 1538288 |
|  \* | Camlin Fine Sciences Ltd. | 34902 | 76590 |
|  | Can Fin Homes Ltd. | 186583 | 1812045 |
|  | Canara Bank | 6645835 | 10225093 |
|  \* | Capacit'e Infraprojects Ltd. | 104168 | 335045 |
|  | Caplin Point Laboratories Ltd. | 2700 | 61649 |
|  \* | Cartrade Tech Ltd. | 20299 | 685451 |
|  | Ceat Ltd. | 140663 | 6379789 |
|  | Century Enka Ltd. | 36151 | 189088 |
|  | Chambal Fertilisers & Chemicals Ltd. | 899019 | 4868531 |
|  | Cholamandalam Financial Holdings Ltd. | 406198 | 8709947 |
|  | CIE Automotive India Ltd. | 400706 | 1942256 |
|  | Cipla Ltd. | 790605 | 13370773 |
|  | City Union Bank Ltd. | 1272397 | 3229248 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  INDIA — (Continued) | INDIA — (Continued) | INDIA — (Continued) | INDIA — (Continued) |
|  | CMS Info Systems Ltd. | 17269 | $72423 |
|  | Confidence Petroleum India Ltd. | 11208 | 5234 |
|  | Container Corp. of India Ltd. | 410423 | 2528031 |
|  | Coromandel International Ltd. | 13873 | 333676 |
|  | Cosmo First Ltd. | 22877 | 213777 |
|  \* | CreditAccess Grameen Ltd. | 8842 | 140429 |
|  \* | CSB Bank Ltd. | 102214 | 477768 |
|  | Cyient Ltd. | 149463 | 1961198 |
|  | Dalmia Bharat Ltd. | 289944 | 6849333 |
|  \* | Dalmia Bharat Refractories Ltd. | 799 | 0 |
|  | Dalmia Bharat Sugar & Industries Ltd. | 38535 | 150107 |
|  | Datamatics Global Services Ltd. | 1829 | 19224 |
|  | DB Corp. Ltd. | 160501 | 485170 |
|  | DCB Bank Ltd. | 991236 | 1764807 |
|  | DCM Shriram Industries Ltd. | 4862 | 9556 |
|  | DCM Shriram Ltd. | 211570 | 3058128 |
|  | DCW Ltd. | 355964 | 253693 |
|  | Deep Industries Ltd. | 15888 | 86455 |
|  | Deepak Fertilisers & Petrochemicals Corp. Ltd. | 309410 | 5182532 |
|  \* | Delhivery Ltd. | 82038 | 431032 |
|  | Delta Corp. Ltd. | 336051 | 294789 |
|  \* | Dhampur Sugar Mills Ltd. | 95710 | 147051 |
|  \* | Dhanlaxmi Bank Ltd. | 119029 | 35353 |
|  \* | Digitide Solutions Ltd. | 45222 | 81138 |
|  W | Dilip Buildcon Ltd. | 49099 | 273552 |
|  \* | Dishman Carbogen Amcis Ltd. | 326616 | 1071894 |
|  | DLF Ltd. | 621310 | 5299573 |
|  | Dollar Industries Ltd. | 5707 | 22969 |
|  # | Dr. Reddy's Laboratories Ltd., ADR | 420830 | 5592831 |
|  | Dr. Reddy's Laboratories Ltd. (DRRD IN) | 931600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12539099 |
|  | Dwarikesh Sugar Industries Ltd. | 195236 | 95522 |
|  | eClerx Services Ltd. | 15298 | 815059 |
|  | Edelweiss Financial Services Ltd. | 551989 | 704355 |
|  \* | EID Parry India Ltd. | 507826 | 6150729 |

---

1140

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##### [**Table of Contents**](#toc)
**DIMENSIONAL EMERGING MARKETS VALUE FUND** 

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  INDIA — (Continued) | INDIA — (Continued) | INDIA — (Continued) | INDIA — (Continued) |
|  | Electrosteel Castings Ltd. | 999250 | $1028072 |
|  | EPL Ltd. | 271090 | 615662 |
|  \*W | Equitas Small Finance Bank Ltd. | 325660 | 209536 |
|  | Escorts Kubota Ltd. | 31899 | 1357792 |
|  \* | Eureka Forbes Ltd. | 31891 | 199966 |
|  | Everest Kanto Cylinder Ltd. | 101861 | 166493 |
|  | Excel Industries Ltd. | 3247 | 40928 |
|  | Exide Industries Ltd. | 1130373 | 4864227 |
|  | FDC Ltd. | 119390 | 623439 |
|  | Federal Bank Ltd. | 9288269 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24740434 |
|  \* | Federal-Mogul Goetze India Ltd. | 6564 | 33942 |
|  | FIEM Industries Ltd. | 33685 | 790459 |
|  | Filatex India Ltd. | 697353 | 497199 |
|  | Finolex Cables Ltd. | 135598 | 1201321 |
|  | Finolex Industries Ltd. | 809824 | 1709227 |
|  | Firstsource Solutions Ltd. | 1225227 | 4884110 |
|  | Force Motors Ltd. | 9320 | 1857585 |
|  | Fortis Healthcare Ltd. | 662041 | 7637263 |
|  | G R Infraprojects Ltd. | 6898 | 90447 |
|  | Gabriel India Ltd. | 41512 | 593708 |
|  | GAIL India Ltd. (GAIL IN) | 7516829 | 15417116 |
|  | Galaxy Surfactants Ltd. | 495 | 12425 |
|  | Ganesh Housing Ltd. | 2599 | 24248 |
|  | Garware Hi-Tech Films Ltd. | 2885 | 110359 |
|  | Gateway Distriparks Ltd. | 1318343 | 949195 |
|  | Geojit Financial Services Ltd. | 17537 | 14621 |
|  | GHCL Ltd. | 326915 | 2344211 |
|  | GHCL Textiles Ltd. | 339043 | 295628 |
|  | GIC Housing Finance Ltd. | 73745 | 145282 |
|  W | Gland Pharma Ltd. | 1886 | 40984 |
|  | Glenmark Pharmaceuticals Ltd. | 796370 | 16957943 |
|  | Globus Spirits Ltd. | 8184 | 106928 |
|  | Godawari Power & Ispat Ltd. | 382430 | 1213399 |
|  | Godfrey Phillips India Ltd. | 172725 | 5993721 |
|  \* | Godrej Industries Ltd. | 15719 | 196598 |
|  \* | Godrej Properties Ltd. | 29904 | 769264 |
|  | Goldiam International Ltd. | 5357 | 21576 |
|  | Goodluck India Ltd. | 5303 | 75490 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  INDIA — (Continued) | INDIA — (Continued) | INDIA — (Continued) | INDIA — (Continued) |
|  | Granules India Ltd. | 730982 | $4661616 |
|  | Graphite India Ltd. | 96088 | 673947 |
|  | Grasim Industries Ltd. | 890461 | 29066213 |
|  | Grauer & Weil India Ltd. | 82434 | 78687 |
|  | Great Eastern Shipping Co. Ltd. | 503782 | 6228125 |
|  | Greaves Cotton Ltd. | 50011 | 128282 |
|  | Greenpanel Industries Ltd. | 29507 | 95097 |
|  | Gujarat Alkalies & Chemicals Ltd. | 122273 | 787439 |
|  | Gujarat Ambuja Exports Ltd. | 632836 | 751752 |
|  | Gujarat Fluorochemicals Ltd. | 15590 | 657583 |
|  | Gujarat Mineral Development Corp. Ltd. | 382949 | 2555035 |
|  | Gujarat Narmada Valley Fertilizers & Chemicals Ltd. | 402037 | 2273924 |
|  | Gujarat Pipavav Port Ltd. | 1070950 | 2009831 |
|  | Gujarat State Fertilizers & Chemicals Ltd. | 1172501 | 2518941 |
|  | Gujarat State Petronet Ltd. | 1318554 | 4592936 |
|  \* | Hathway Cable & Datacom Ltd. | 1316156 | 204884 |
|  | HDFC Bank Ltd. | 13820282 | &nbsp;&nbsp;&nbsp;&nbsp;153766688 |
|  | HEG Ltd. | 260452 | 1727025 |
|  | HeidelbergCement India Ltd. | 316649 | 698617 |
|  | Hero MotoCorp Ltd. (HMCL IN) | 232749 | 14543986 |
|  | HFCL Ltd. | 306547 | 253395 |
|  | HG Infra Engineering Ltd. | 16921 | 175184 |
|  | Hikal Ltd. | 204638 | 550700 |
|  | Himadri Speciality Chemical Ltd. | 265791 | 1437066 |
|  | Himatsingka Seide Ltd. | 132863 | 185515 |
|  | Hindalco Industries Ltd. | 5483147 | 52368151 |
|  | Hinduja Global Solutions Ltd. | 89011 | 520625 |
|  | HPL Electric & Power Ltd. | 4037 | 20124 |
|  | Huhtamaki India Ltd. | 17392 | 47732 |

---

1141

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##### [**Table of Contents**](#toc)
**DIMENSIONAL EMERGING MARKETS VALUE FUND** 

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  INDIA — (Continued) | INDIA — (Continued) | INDIA — (Continued) | INDIA — (Continued) |
|  | ICICI Bank Ltd. (IBN US), Sponsored ADR | 804919 | $24389042 |
|  | IDFC First Bank Ltd. | 14791456 | 13607836 |
|  | IIFL Capital Services Ltd. | 922060 | 3563776 |
|  \* | IIFL Finance Ltd. | 753486 | 4536640 |
|  \* | India Cements Ltd. | 178846 | 808453 |
|  | India Glycols Ltd. | 151544 | 1649638 |
|  | India Nippon Electricals Ltd. | 6634 | 71723 |
|  | India Pesticides Ltd. | 6445 | 13764 |
|  | Indian Bank | 606492 | 5866875 |
|  | Indian Hume Pipe Co. Ltd. | 1970 | 7931 |
|  | Indian Metals & Ferro Alloys Ltd. | 10223 | 138240 |
|  | Indo Count Industries Ltd. | 272105 | 872697 |
|  | Indoco Remedies Ltd. | 11599 | 36634 |
|  \*W | IndoStar Capital Finance Ltd. | 23848 | 66663 |
|  \* | Indus Towers Ltd. | 4384006 | 17987538 |
|  \* | IndusInd Bank Ltd. | 1470462 | 13159590 |
|  \* | Infibeam Avenues Ltd. | 2852144 | 581356 |
|  | Info Edge India Ltd. | 691742 | 10707918 |
|  \* | Inox Green Energy Services Ltd. | 104736 | 315797 |
|  \* | Insecticides India Ltd. | 6527 | 53241 |
|  | IOL Chemicals & Pharmaceuticals Ltd. | 515245 | 535908 |
|  | Ipca Laboratories Ltd. | 38656 | 552900 |
|  W | IRCON International Ltd. | 616627 | 1176408 |
|  | J Kumar Infraprojects Ltd. | 207810 | 1548050 |
|  | Jagran Prakashan Ltd. | 403692 | 329759 |
|  | Jai Corp. Ltd. | 50855 | 94473 |
|  \* | Jain Irrigation Systems Ltd. | 483685 | 279480 |
|  | Jammu & Kashmir Bank Ltd. | 1487514 | 1777219 |
|  | Jindal Drilling & Industries Ltd. | 13411 | 86663 |
|  | Jindal Poly Films Ltd. | 54978 | 351398 |
|  | Jindal Saw Ltd. | 1654734 | 3271159 |
|  | Jindal Stainless Ltd. | 748441 | 6353471 |
|  | Jindal Steel Ltd. | 1874429 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22537943 |
|  | Jio Financial Services Ltd. | 9844822 | 34059201 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  INDIA — (Continued) | INDIA — (Continued) | INDIA — (Continued) | INDIA — (Continued) |
|  | JK Lakshmi Cement Ltd. | 252895 | $2479152 |
|  | JK Paper Ltd. | 431544 | 1939849 |
|  | JK Tyre & Industries Ltd. | 610769 | 2964339 |
|  | JM Financial Ltd. | 2405311 | 4435598 |
|  | JSW Energy Ltd. | 673885 | 4005381 |
|  | JSW Steel Ltd. | 3636311 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;49463099 |
|  | Jubilant Ingrevia Ltd. | 70566 | 548118 |
|  | Jubilant Pharmova Ltd. | 415989 | 5105419 |
|  \* | Just Dial Ltd. | 55609 | 483678 |
|  | Kalpataru Projects International Ltd. | 438602 | 6201049 |
|  | Kalyani Steels Ltd. | 92366 | 901751 |
|  | Karnataka Bank Ltd. | 1019469 | 2060510 |
|  | Karur Vysya Bank Ltd. | 2817794 | 7730507 |
|  | Kaveri Seed Co. Ltd. | 86035 | 1009798 |
|  | KCP Ltd. | 123867 | 284623 |
|  \* | Kellton Tech Solutions Ltd. | 531660 | 131352 |
|  | Kirloskar Ferrous Industries Ltd. | 22923 | 132621 |
|  | Kirloskar Oil Engines Ltd. | 247039 | 2780069 |
|  | Kitex Garments Ltd. | 86430 | 203110 |
|  | KNR Constructions Ltd. | 633622 | 1295583 |
|  \* | Kolte-Patil Developers Ltd. | 100381 | 484431 |
|  | Kotak Mahindra Bank Ltd. | 318026 | 7545476 |
|  | KRBL Ltd. | 224126 | 942695 |
|  | Krsnaa Diagnostics Ltd. | 10056 | 87924 |
|  | L&T Finance Ltd. | 2844416 | 8665146 |
|  | Larsen & Toubro Ltd. | 1196955 | 54272084 |
|  | Laxmi Organic Industries Ltd. | 17498 | 38464 |
|  | LG Balakrishnan & Bros Ltd. | 55809 | 892458 |
|  | LIC Housing Finance Ltd. | 1692894 | 10910918 |
|  | LT Foods Ltd. | 805429 | 3813363 |
|  | Lupin Ltd. | 470035 | 10439916 |
|  | LUX Industries Ltd. | 4466 | 64320 |
|  | Maharashtra Seamless Ltd. | 294087 | 1883635 |
|  | Mahindra & Mahindra Financial Services Ltd. | 2843514 | 10103114 |
|  | Mahindra & Mahindra Ltd. | 1903138 | 74805403 |

---

1142

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##### [**Table of Contents**](#toc)
**DIMENSIONAL EMERGING MARKETS VALUE FUND** 

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  INDIA — (Continued) | INDIA — (Continued) | INDIA — (Continued) | INDIA — (Continued) |
|  | Mahindra Lifespace Developers Ltd. | 23325 | $101483 |
|  | Maithan Alloys Ltd. | 22953 | 285815 |
|  \* | Man Industries India Ltd. | 30730 | 142746 |
|  | Manali Petrochemicals Ltd. | 16892 | 14066 |
|  | Manappuram Finance Ltd. | 2320125 | 7074625 |
|  | Marksans Pharma Ltd. | 1023538 | 2109373 |
|  | Maruti Suzuki India Ltd. | 68330 | 12420123 |
|  W | MAS Financial Services Ltd. | 41712 | 143271 |
|  | Mastek Ltd. | 23375 | 562917 |
|  \* | Max Estates Ltd. | 3908 | 20630 |
|  | Mayur Uniquoters Ltd. | 31030 | 188288 |
|  \* | Meghmani Organics Ltd. | 522288 | 474692 |
|  | MM Forgings Ltd. | 4761 | 16613 |
|  | MOIL Ltd. | 342354 | 1410086 |
|  | Mold-Tek Packaging Ltd. | 3575 | 27929 |
|  | Monte Carlo Fashions Ltd. | 32064 | 252774 |
|  | Morepen Laboratories Ltd. | 267822 | 143564 |
|  | Motilal Oswal Financial Services Ltd. | 4625 | 50847 |
|  | MRF Ltd. | 7821 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13912735 |
|  | Muthoot Finance Ltd. | 102035 | 3670075 |
|  | Natco Pharma Ltd. | 133104 | 1228178 |
|  | National Aluminium Co. Ltd. | 4301911 | 11325651 |
|  | National Fertilizers Ltd. | 473637 | 499083 |
|  | Nava Ltd. | 659778 | 4597443 |
|  | Navneet Education Ltd. | 99277 | 180296 |
|  | NCC Ltd. | 2173014 | 5209069 |
|  | NESCO Ltd. | 33043 | 510643 |
|  | Neuland Laboratories Ltd. | 3163 | 589208 |
|  | NIIT Learning Systems Ltd. | 433276 | 1599735 |
|  | NIIT Ltd. | 427275 | 501634 |
|  | Nilkamal Ltd. | 35747 | 607798 |
|  | NMDC Ltd. | 10397661 | 8859647 |
|  \* | NMDC Steel Ltd. | 2233783 | 1079658 |
|  | NOCIL Ltd. | 380975 | 793086 |
|  | NRB Bearings Ltd. | 106464 | 328249 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  INDIA — (Continued) | INDIA — (Continued) | INDIA — (Continued) | INDIA — (Continued) |
|  | Nucleus Software Exports Ltd. | 20834 | $236190 |
|  \* | Nuvoco Vistas Corp. Ltd. | 11939 | 55622 |
|  | Oberoi Realty Ltd. | 250645 | 5014774 |
|  \* | Onesource Specialty Pharma Ltd. | 145678 | 3034317 |
|  | Orient Cement Ltd. | 418372 | 1009297 |
|  \* | Orient Green Power Co. Ltd. | 1105168 | 174442 |
|  | Panama Petrochem Ltd. | 61017 | 183357 |
|  W | Parag Milk Foods Ltd., Class F | 88474 | 309717 |
|  \* | Patel Engineering Ltd. | 1205074 | 506385 |
|  \* | PC Jeweller Ltd. | 611488 | 80145 |
|  | PCBL Chemical Ltd. | 777718 | 3168539 |
|  | PDS Ltd. | 3020 | 12629 |
|  \* | Pennar Industries Ltd. | 110596 | 325500 |
|  | Petronet LNG Ltd. | 3739500 | 11838857 |
|  \* | Piramal Finance Ltd. | 281593 | 3566097 |
|  | Piramal Pharma Ltd. | 1687208 | 3812939 |
|  W | PNB Housing Finance Ltd. | 512667 | 5362402 |
|  | PNC Infratech Ltd. | 384557 | 1214263 |
|  | Pokarna Ltd. | 1170 | 11990 |
|  | Polyplex Corp. Ltd. | 110369 | 1186933 |
|  | Power Finance Corp. Ltd. | 6354839 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;28836939 |
|  | Power Mech Projects Ltd. | 13818 | 387426 |
|  | Prakash Industries Ltd. | 479174 | 884735 |
|  W | Prataap Snacks Ltd. | 3176 | 39213 |
|  | Prestige Estates Projects Ltd. | 408881 | 8063971 |
|  \* | PSP Projects Ltd. | 5275 | 54726 |
|  \* | PTC India Financial Services Ltd. | 1210243 | 495718 |
|  | PTC India Ltd. | 1137852 | 2152666 |
|  | Punjab National Bank | 6093734 | 8427517 |
|  \* | PVR Inox Ltd. | 30550 | 413471 |
|  W | Quess Corp. Ltd. | 45222 | 122084 |
|  | Rain Industries Ltd. | 816742 | 1227080 |
|  | Rallis India Ltd. | 368604 | 1071558 |
|  | Ramco Cements Ltd. | 116351 | 1358918 |
|  | Ramco Industries Ltd. | 94039 | 372872 |
|  \* | Ramky Infrastructure Ltd. | 8885 | 63378 |
|  | Rane Holdings Ltd. | 4370 | 75851 |
|  | Rashtriya Chemicals & Fertilizers Ltd. | 975347 | 1636072 |

---

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**DIMENSIONAL EMERGING MARKETS VALUE FUND** 

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  INDIA — (Continued) | INDIA — (Continued) | INDIA — (Continued) | INDIA — (Continued) |
|  \* | RattanIndia Power Ltd. | 1191011 | $146512 |
|  \* | Raymond Lifestyle Ltd. | 133014 | 1769817 |
|  \* | Raymond Ltd. | 166268 | 1077932 |
|  \* | Raymond Realty Ltd. | 166268 | 1156705 |
|  W | RBL Bank Ltd. | 1770101 | 6498329 |
|  | REC Ltd. | 7570054 | 31971412 |
|  | Redington Ltd. | 3478812 | 9960216 |
|  | Redtape Ltd. | 196059 | 300326 |
|  | Reliance Industries Ltd. (RIL IN) | 21851121 | &nbsp;&nbsp;&nbsp;&nbsp;365778920 |
|  \* | Reliance Power Ltd. | 8487744 | 4410888 |
|  | Repco Home Finance Ltd. | 207686 | 977376 |
|  | Rhi Magnesita India Ltd. | 13368 | 72267 |
|  | Rico Auto Industries Ltd. | 179552 | 168320 |
|  | RITES Ltd. | 119262 | 329025 |
|  | Rossari Biotech Ltd. | 7039 | 50710 |
|  | Route Mobile Ltd. | 4340 | 34845 |
|  \* | RPSG Ventures Ltd. | 5503 | 50944 |
|  | Samvardhana Motherson International Ltd. | 13142964 | 15594780 |
|  | Sandhar Technologies Ltd. | 18785 | 108109 |
|  | Sandur Manganese & Iron Ores Ltd. | 31329 | 76351 |
|  | Sanghvi Movers Ltd. | 19196 | 85601 |
|  | Sarda Energy & Minerals Ltd. | 200161 | 1192938 |
|  | Sasken Technologies Ltd. | 7505 | 116107 |
|  \* | Satin Creditcare Network Ltd. | 17437 | 30768 |
|  | Savita Oil Technologies Ltd. | 19237 | 85873 |
|  | Seshasayee Paper & Boards Ltd. | 83170 | 239288 |
|  W | SH Kelkar & Co. Ltd. | 106844 | 265460 |
|  | Shankara Building Products Ltd. | 2848 | 4490 |
|  | Shankara Buildpro Ltd. | 8436 | 69895 |
|  | Sharda Cropchem Ltd. | 63237 | 616038 |
|  \* | Sheela Foam Ltd. | 7705 | 60362 |
|  | Shilpa Medicare Ltd. | 5758 | 22809 |
|  | Shipping Corp. of India Land & Assets Ltd. | 839608 | 482189 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  INDIA — (Continued) | INDIA — (Continued) | INDIA — (Continued) | INDIA — (Continued) |
|  | Shipping Corp. of India Ltd. | 866425 | $2527585 |
|  | Shree Cement Ltd. | 1128 | 359705 |
|  | Shriram Finance Ltd. | 4806255 | 40666449 |
|  | Shriram Pistons & Rings Ltd. | 1349 | 39689 |
|  | Shyam Metalics & Energy Ltd. | 12216 | 121272 |
|  | Siyaram Silk Mills Ltd. | 34822 | 295692 |
|  | Sobha Ltd. | 47950 | 874285 |
|  | Somany Ceramics Ltd. | 6442 | 33077 |
|  | South Indian Bank Ltd. | 6471133 | 2681658 |
|  | SP Apparels Ltd. | 1135 | 9473 |
|  \* | Spandana Sphoorty Financial Ltd. | 20810 | 48608 |
|  | Star Cement Ltd. | 115266 | 332198 |
|  | State Bank of India (SBIN IN) | 7873800 | 83171666 |
|  | State Bank of India (SBKFF US), GDR | 19590 | 2076540 |
|  | Steel Authority of India Ltd. | 3994477 | 6136774 |
|  | Strides Pharma Science Ltd. | 331007 | 3469726 |
|  | Sun Pharmaceutical Industries Ltd. (SUNP IN) | 1617777 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30844890 |
|  | Sun TV Network Ltd. | 346963 | 2192733 |
|  | Sundaram-Clayton Ltd. | 702 | 11797 |
|  | Sunflag Iron & Steel Co. Ltd. | 59174 | 178419 |
|  | Sunteck Realty Ltd. | 173757 | 864239 |
|  | Surya Roshni Ltd. | 309920 | 1025182 |
|  \* | Suryoday Small Finance Bank Ltd. | 19566 | 33546 |
|  | Swelect Energy Systems Ltd. | 1123 | 10119 |
|  | TAJGVK Hotels & Resorts Ltd. | 7970 | 37757 |
|  | Talbros Automotive Components Ltd. | 9744 | 32061 |
|  | Tamil Nadu Newsprint & Papers Ltd. | 49367 | 86722 |
|  | Tamilnad Mercantile Bank Ltd. | 2918 | 16222 |
|  \* | TARC Ltd. | 108617 | 191603 |
|  | Tata Chemicals Ltd. | 757897 | 7610799 |
|  | Tata Consumer Products Ltd. | 596334 | 7809617 |
|  \* | Tata Motors Ltd./new | 4118422 | 12097143 |

---

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**DIMENSIONAL EMERGING MARKETS VALUE FUND** 

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  INDIA — (Continued) | INDIA — (Continued) | INDIA — (Continued) | INDIA — (Continued) |
|  | Tata Motors Passenger Vehicles Ltd. | 4118422 | $19013344 |
|  | Tata Steel Ltd. | 25119759 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;51713824 |
|  | Tech Mahindra Ltd. | 67222 | 1077184 |
|  | Techno Electric & Engineering Co. Ltd. | 33888 | 507332 |
|  \*†† | Teledata Marine Solutions Ltd. | 267258 | 0 |
|  | Texmaco Rail & Engineering Ltd. | 22100 | 33996 |
|  | Thirumalai Chemicals Ltd. | 63522 | 202381 |
|  | Thomas Cook India Ltd. | 42271 | 76231 |
|  | Time Technoplast Ltd. | 1385626 | 3368763 |
|  | Tourism Finance Corp. of India Ltd. | 230580 | 181494 |
|  \* | TransIndia Real Estate Ltd. | 5931 | 1930 |
|  | Transport Corp. of India Ltd. | 126919 | 1711909 |
|  | Trident Ltd. | 1518092 | 488771 |
|  | Triveni Engineering & Industries Ltd. | 485353 | 1955705 |
|  | TVS Srichakra Ltd. | 8381 | 390550 |
|  | Uflex Ltd. | 196398 | 1196714 |
|  \* | Ugro Capital Ltd. | 12338 | 25397 |
|  \*W | Ujjivan Small Finance Bank Ltd. | 954037 | 557829 |
|  \* | Unichem Laboratories Ltd. | 148098 | 789077 |
|  | Union Bank of India Ltd. | 1395941 | 2332383 |
|  | Universal Cables Ltd. | 1218 | 10078 |
|  | UPL Ltd. | 1608696 | 13010658 |
|  | Usha Martin Ltd. | 393840 | 2047720 |
|  | VA Tech Wabag Ltd. | 179786 | 2855713 |
|  | Vaibhav Global Ltd. | 23806 | 71720 |
|  | Vardhman Textiles Ltd. | 702522 | 3472379 |
|  \* | Vascon Engineers Ltd. | 14316 | 10745 |
|  | Vedanta Ltd. | 1922301 | 10687946 |
|  | Veedol Corp. Ltd. | 12943 | 257790 |
|  | Venky's India Ltd. | 18549 | 315747 |
|  | Vindhya Telelinks Ltd. | 23855 | 365004 |
|  | Vishnu Chemicals Ltd. | 8290 | 48379 |
|  \* | Vishnu Prakash R Punglia Ltd. | 5590 | 5745 |
|  \* | VL E-Governance & IT Solutions Ltd. | 9187 | 2480 |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** | **Value»** |
|  INDIA — (Continued) | INDIA — (Continued) | INDIA — (Continued) | INDIA — (Continued) | INDIA — (Continued) |
|  \* | Vodafone Idea Ltd. | 4085048 | $| 401367 |
|  | Voltamp Transformers Ltd. | 1334 |  | 111646 |
|  | VST Industries Ltd. | 3902 |  | 11459 |
|  | Welspun Corp. Ltd. | 639903 |  | 6943900 |
|  | Welspun Enterprises Ltd. | 401655 |  | 2534522 |
|  | Welspun Living Ltd. | 973361 |  | 1415816 |
|  | West Coast Paper Mills Ltd. | 190670 |  | 974840 |
|  | Wheels India Ltd. | 989 |  | 9988 |
|  | Wipro Ltd. | 8252206 |  | 22369872 |
|  \* | Wockhardt Ltd. | 57359 |  | 826092 |
|  \* | Yes Bank Ltd. | 24882852 |  | 6382889 |
|  | Zee Entertainment Enterprises Ltd. | 2853525 |  | 3224271 |
|  | Zensar Technologies Ltd. | 308505 |  | 2763710 |
|  | Zydus Lifesciences Ltd. | 274482 |  | 3020782 |
|  | Zydus Wellness Ltd. | 91744 |  | 493460 |
|  TOTAL INDIA | TOTAL INDIA | TOTAL INDIA |  | 2206085418 |
|  INDONESIA — (1.3%) | INDONESIA — (1.3%) | INDONESIA — (1.3%) | INDONESIA — (1.3%) | INDONESIA — (1.3%) |
|  | ABM Investama Tbk. PT | 1807300 |  | 321546 |
|  | Adi Sarana Armada Tbk. PT | 4537700 |  | 290339 |
|  \* | Alam Sutera Realty Tbk. PT | 34568500 |  | 336433 |
|  | Alamtri Minerals Indonesia Tbk. PT | 9068300 |  | 760103 |
|  | Alamtri Resources Indonesia Tbk. PT | 67881600 |  | 7684634 |
|  | Aneka Tambang Tbk. PT | 29676200 |  | 5520000 |
|  | Aspirasi Hidup Indonesia Tbk. PT | 29822600 |  | 795733 |
|  | Astra Agro Lestari Tbk. PT | 2427366 |  | 1138882 |
|  | Astra International Tbk. PT | 81295400 |  | 30060055 |
|  | Astra Otoparts Tbk. PT | 2237900 |  | 343267 |
|  \*†† | Bakrie Telecom Tbk. PT | 160430200 |  | 0 |
|  | Bank BTPN Syariah Tbk. PT | 4143200 |  | 341020 |
|  | Bank Negara Indonesia Persero Tbk. PT | 36883382 |  | 9694216 |
|  | Bank OCBC Nisp Tbk. PT | 6499200 |  | 537027 |

---

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##### [**Table of Contents**](#toc)
**DIMENSIONAL EMERGING MARKETS VALUE FUND** 

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  INDONESIA — (Continued) | INDONESIA — (Continued) | INDONESIA — (Continued) | INDONESIA — (Continued) |
|  | Bank Pan Indonesia Tbk. PT | 45098101 | $2796381 |
|  | Bank Pembangunan Daerah Jawa Barat Dan Banten Tbk. PT | 13220784 | 639974 |
|  | Bank Pembangunan Daerah Jawa Timur Tbk. PT | 14974500 | 490684 |
|  | Bank Tabungan Negara Persero Tbk. PT | 26825915 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1972554 |
|  | BFI Finance Indonesia Tbk. PT | 3167900 | 153181 |
|  | BISI International Tbk. PT | 9253500 | 494961 |
|  | Blue Bird Tbk. PT | 497500 | 52954 |
|  \* | Buana Lintas Lautan Tbk. PT | 42133600 | 551238 |
|  \* | Bukalapak.com Tbk. PT | 101124100 | 1021593 |
|  | Bukit Asam Tbk. PT | 19826900 | 2859534 |
|  \* | Buma Internasional Grup Tbk. PT | 16397000 | 336788 |
|  \* | Bumi Resources Minerals Tbk. PT | 93870800 | 5186093 |
|  \* | Bumi Resources Tbk. PT | 210607600 | 1795965 |
|  \* | Bumi Serpong Damai Tbk. PT | 17391900 | 1022490 |
|  | Ciputra Development Tbk. PT | 58089578 | 3085815 |
|  | Dayamitra Telekomunikasi PT | 41026000 | 1381129 |
|  | Dharma Satya Nusantara Tbk. PT | 14424900 | 1636723 |
|  | Elang Mahkota Teknologi Tbk. PT | 38668400 | 2748494 |
|  | Elnusa Tbk. PT | 18387300 | 564362 |
|  \* | Energi Mega Persada Tbk. PT | 25065500 | 1243733 |
|  | Erajaya Swasembada Tbk. PT | 48693800 | 1240577 |
|  | ESSA Industries Indonesia Tbk. PT | 20550500 | 759554 |
|  | Gajah Tunggal Tbk. PT | 8135800 | 508866 |
|  | Gudang Garam Tbk. PT | 1830000 | 1904273 |
|  \* | Harum Energy Tbk. PT | 5184100 | 364353 |
|  | Indah Kiat Pulp & Paper Tbk. PT | 13993200 | 6258239 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  INDONESIA — (Continued) | INDONESIA — (Continued) | INDONESIA — (Continued) | INDONESIA — (Continued) |
|  | Indika Energy Tbk. PT | 8454400 | $1061257 |
|  | Indo Tambangraya Megah Tbk. PT | 2257000 | 3187349 |
|  | Indocement Tunggal Prakarsa Tbk. PT | 4349100 | 1632581 |
|  | Indofood Sukses Makmur Tbk. PT | 24262000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10796954 |
|  | Japfa Comfeed Indonesia Tbk. PT | 29679450 | 4473224 |
|  | Jaya Real Property Tbk. PT | 43375300 | 2240660 |
|  | Kawasan Industri Jababeka Tbk. PT | 140107456 | 1607628 |
|  | KMI Wire & Cable Tbk. PT | 8024000 | 160225 |
|  \* | Lippo Karawaci Tbk. PT | 57141462 | 305719 |
|  | Medco Energi Internasional Tbk. PT | 37057632 | 2965406 |
|  \* | Media Nusantara Citra Tbk. PT | 32455300 | 522832 |
|  \* | Merdeka Battery Materials Tbk. PT | 47750000 | 1804219 |
|  | Metrodata Electronics Tbk. PT | 5843050 | 214199 |
|  | Mitra Adiperkasa Tbk. PT | 14309800 | 1108427 |
|  | Mitra Pinasthika Mustika Tbk. PT | 5317000 | 310042 |
|  | Pabrik Kertas Tjiwi Kimia Tbk. PT | 4827100 | 2021214 |
|  | Pakuwon Jati Tbk. PT**.** | 32160400 | 710692 |
|  \* | Panin Financial Tbk. PT | 65508700 | 944463 |
|  \* | Paninvest Tbk. PT | 6451100 | 312276 |
|  | Perusahaan Perkebunan London Sumatra Indonesia Tbk. PT | 13522984 | 1141489 |
|  \* | PP Persero Tbk. PT | 11622400 | 266662 |
|  | Puradelta Lestari Tbk. PT | 5891800 | 47071 |
|  | Salim Ivomas Pratama Tbk. PT | 10218600 | 383401 |
|  | Sampoerna Agro Tbk. PT | 4447941 | 1343510 |
|  | Samudera Indonesia Tbk. PT | 19507400 | 370756 |
|  \* | Sarana Meditama Metropolitan Tbk. PT | 563000 | 10300 |

---

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**DIMENSIONAL EMERGING MARKETS VALUE FUND** 

**CONTINUED**

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** | **Value»** |
|  INDONESIA — (Continued) | INDONESIA — (Continued) | INDONESIA — (Continued) | INDONESIA — (Continued) | INDONESIA — (Continued) |
|  | Sarana Menara Nusantara Tbk. PT | 18879100 | $| 617879 |
|  | Sawit Sumbermas Sarana Tbk. PT | 1637100 |  | 158440 |
|  | Semen Indonesia Persero Tbk. PT | 13105351 |  | 2171181 |
|  \* | Siloam International Hospitals Tbk. PT | 723800 |  | 94390 |
|  \*†† | Sri Rejeki Isman Tbk. PT | 63289500 |  | 0 |
|  | Sumber Tani Agung Resources Tbk. PT | 725000 |  | 60636 |
|  | Summarecon Agung Tbk. PT | 48526600 |  | 1141986 |
|  | Surya Citra Media Tbk. PT | 25469500 |  | 516501 |
|  | Surya Semesta Internusa Tbk. PT | 26219100 |  | 2456334 |
|  \*†† | Suryainti Permata Tbk. PT | 17378000 |  | 0 |
|  | Tempo Scan Pacific Tbk. PT | 1453500 |  | 249063 |
|  | Timah Tbk. PT | 11851400 |  | 1901475 |
|  \*†† | Trada Alam Minera Tbk. PT | 188544700 |  | 0 |
|  | Trias Sentosa Tbk. PT | 303100 |  | 8699 |
|  | Trimegah Bangun Persada Tbk. PT | 10687700 |  | 803246 |
|  | Triputra Agro Persada PT | 5288700 |  | 598195 |
|  | Tunas Baru Lampung Tbk. PT | 12439500 |  | 557053 |
|  | Unggul Indah Cahaya Tbk. PT | 288335 |  | 154236 |
|  | United Tractors Tbk. PT | 8116500 |  | 13123387 |
|  | Vale Indonesia Tbk. PT | 9732019 |  | 2776853 |
|  \*†† | Waskita Karya Persero Tbk. PT | 25152582 |  | 57293 |
|  \*†† | Wijaya Karya Persero Tbk. PT | 11988700 |  | 55149 |
|  | XLSMART Telecom Sejahtera Tbk. PT | 24131903 |  | 3785953 |
|  TOTAL INDONESIA | TOTAL INDONESIA | TOTAL INDONESIA |  | &nbsp;&nbsp;&nbsp;&nbsp;170124268 |
|  KUWAIT — (0.6%) | KUWAIT — (0.6%) | KUWAIT — (0.6%) | KUWAIT — (0.6%) | KUWAIT — (0.6%) |
|  | A'ayan Leasing & Investment Co. KSCP | 3414725 |  | 2363502 |
|  \* | Acico Industries Co. KSC | 986235 |  | 1151402 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  KUWAIT — (Continued) | KUWAIT — (Continued) | KUWAIT — (Continued) | KUWAIT — (Continued) |
|  | Agility Public Warehousing Co. KSC | 6638111 | $3260151 |
|  | Al Ahli Bank of Kuwait KSCP | 2652514 | 2487457 |
|  | Al-Eid Food KSC | 408269 | 287485 |
|  | Arzan Financial Group for Financing & Investment KPSC | 4016034 | 5156195 |
|  | Beyout Holding Co. KPSC | 43124 | 62005 |
|  | Boubyan Petrochemicals Co. KSCP | 1627525 | 3256530 |
|  | Burgan Bank SAK | 2957356 | 2279994 |
|  | Combined Group Contracting Co. SAK | 363249 | 1248151 |
|  | Gulf Bank KSCP | 10525102 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12025105 |
|  | Gulf Cables & Electrical Industries Group Co. KSCP | 202159 | 1479848 |
|  | Heavy Engineering & Ship Building Co. KSCP | 142823 | 440381 |
|  | Integrated Holding Co. KCSC | 389200 | 685835 |
|  | KAMCO Investment Co. KSC | 124198 | 72426 |
|  | Kuwait Cement Co. KSC | 165971 | 192052 |
|  | Kuwait International Bank KSCP | 4703736 | 4101029 |
|  | Kuwait Investment Co. SAK | 422012 | 345568 |
|  | Mezzan Holding Co. KSCC | 247280 | 961151 |
|  | Mobile Telecommunications Co. KSCP | 8618229 | 14894126 |
|  \* | Munshaat Real Estate Projects Co. KSCP | 33808 | 25095 |
|  | National Bank of Kuwait SAKP | 2199206 | 7531723 |
|  \* | National Consumer Holding Co. SAK | 1177523 | 448395 |
|  | National Industries Group Holding SAK | 6624807 | 6283729 |
|  | National Investments Co. KSCP | 2103364 | 2328251 |
|  | Oula Fuel Marketing Co. | 117858 | 116983 |

---

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**DIMENSIONAL EMERGING MARKETS VALUE FUND** 

**CONTINUED**

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** | **Value»** |
|  KUWAIT — (Continued) | KUWAIT — (Continued) | KUWAIT — (Continued) | KUWAIT — (Continued) | KUWAIT — (Continued) |
|  | Specialities Group Holding Co. KSCC | 442470 | $| 255112 |
|  \* | Warba Bank KSCP | 11095382 |  | 10485181 |
|  TOTAL KUWAIT | TOTAL KUWAIT | TOTAL KUWAIT |  | 84224862 |
|  MALAYSIA — (1.3%) | MALAYSIA — (1.3%) | MALAYSIA — (1.3%) | MALAYSIA — (1.3%) | MALAYSIA — (1.3%) |
|  # | Aeon Co. M Bhd. | 2052800 |  | 617259 |
|  # | AEON Credit Service M Bhd. | 177800 |  | 223346 |
|  #\* | AFFIN Bank Bhd. | 8228449 |  | 4500052 |
|  | Alliance Bank Malaysia Bhd. | 5503964 |  | 5775686 |
|  | Allianz Malaysia Bhd. | 117200 |  | 502557 |
|  | AMMB Holdings Bhd. (AMM MK) | 7834962 |  | 10657284 |
|  # | Axiata Group Bhd. | 5873900 |  | 3522355 |
|  # | Bank Islam Malaysia Bhd. | 1797507 |  | 944298 |
|  | Batu Kawan Bhd. | 1621150 |  | 7434845 |
|  \* | Berjaya Corp. Bhd. | 13034214 |  | 901679 |
|  #\* | Berjaya Land Bhd. | 5491800 |  | 353563 |
|  \* | Bermaz Auto Bhd. | 288500 |  | 46111 |
|  #\* | Bumi Armada Bhd. | 13096800 |  | 1032561 |
|  # | Cahya Mata Sarawak Bhd. | 2273200 |  | 861763 |
|  \* | Cape Ems Bhd. | 205500 |  | 13969 |
|  | CB Industrial Product Holding Bhd. | 75000 |  | 22736 |
|  # | CIMB Group Holdings Bhd. | 18673856 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;32498150 |
|  # | Dayang Enterprise Holdings Bhd. | 792200 |  | 281981 |
|  # | DRB-Hicom Bhd. | 3558500 |  | 1069924 |
|  # | Eastern & Oriental Bhd. | 1848300 |  | 352513 |
|  # | Eco World Development Group Bhd. | 3180800 |  | 1562809 |
|  # | Genetec Technology Bhd. | 119100 |  | 14731 |
|  | Genting Bhd. | 7759400 |  | 6257258 |
|  # | Genting Malaysia Bhd. | 9599300 |  | 5337449 |
|  # | Genting Plantations Bhd. | 272300 |  | 329897 |
|  | Guan Chong Bhd. | 204900 |  | 43921 |
|  # | HAP Seng Consolidated Bhd. | 413082 |  | 293005 |
|  # | Hartalega Holdings Bhd. | 2068000 |  | 596137 |
|  | Hiap Teck Venture Bhd. | 3905700 |  | 265335 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  MALAYSIA — (Continued) | MALAYSIA — (Continued) | MALAYSIA — (Continued) | MALAYSIA — (Continued) |
|  # | Hibiscus Petroleum Bhd. | 1772400 | $605154 |
|  | Hong Leong Financial Group Bhd. | 1316534 | 5309967 |
|  | IGB Bhd. | 3022296 | 2419847 |
|  # | IJM Corp. Bhd. | 9738718 | 5755175 |
|  | Insas Bhd. | 1544300 | 311673 |
|  # | IOI Properties Group Bhd. | 5148525 | 2581489 |
|  # | Jaya Tiasa Holdings Bhd. | 2431633 | 667552 |
|  # | Keck Seng Malaysia Bhd. | 740900 | 982324 |
|  # | Kossan Rubber Industries Bhd. | 2354300 | 667322 |
|  # | KSL Holdings Bhd. | 1418465 | 1015974 |
|  | Kumpulan Fima Bhd. | 552500 | 320416 |
|  | Land & General Bhd. | 2120320 | 78384 |
|  | LBS Bina Group Bhd. | 3741134 | 379313 |
|  # | Leong Hup International Bhd. | 2268100 | 354616 |
|  | Magnum Bhd. | 3983345 | 1322406 |
|  # | Mah Sing Group Bhd. | 6366062 | 1579256 |
|  | Malayan Cement Bhd. | 204500 | 334993 |
|  # | Malayan Flour Mills Bhd. | 3317675 | 467520 |
|  # | Malaysian Resources Corp. Bhd. | 8411247 | 902237 |
|  # | Matrix Concepts Holdings Bhd. | 2829225 | 925126 |
|  # | MBM Resources Bhd. | 769903 | 967083 |
|  # | MBSB Bhd. | 9539243 | 1650039 |
|  | Mega First Corp. Bhd. | 877900 | 776892 |
|  # | MISC Bhd. | 4074104 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7576697 |
|  # | MKH Bhd. | 1443578 | 367955 |
|  | MKH Oil Palm East Kalimantan Bhd. | 268982 | 40765 |
|  # | MNRB Holdings Bhd. | 2006779 | 904419 |
|  # | Muhibbah Engineering M Bhd. | 1999300 | 257470 |
|  # | OCK Group Bhd. | 213300 | 22157 |
|  # | Oriental Holdings Bhd. | 2554379 | 4177995 |
|  # | OSK Holdings Bhd. | 9602308 | 3255698 |
|  # | Pantech Group Holdings Bhd. | 2076194 | 331912 |
|  # | Paramount Corp. Bhd. | 1435655 | 363397 |
|  # | Perak Transit Bhd. | 459100 | 37200 |
|  | Petron Malaysia Refining & Marketing Bhd. | 234000 | 210807 |

---

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**DIMENSIONAL EMERGING MARKETS VALUE FUND** 

**CONTINUED** 

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** | **Value»** |
|  MALAYSIA — (Continued) | MALAYSIA — (Continued) | MALAYSIA — (Continued) | MALAYSIA — (Continued) | MALAYSIA — (Continued) |
|  | Petronas Chemicals Group Bhd | 2981200 | $| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2772982 |
|  # | PPB Group Bhd | 1925439 |  | 5119004 |
|  | RHB Bank Bhd | 7326108 |  | 11843903 |
|  # | Sarawak Oil Palms Bhd | 1145500 |  | 1019979 |
|  # | Scientex Bhd | 15600 |  | 12625 |
|  | Sime Darby Bhd | 12867500 |  | 6290410 |
|  # | Sime Darby Property Bhd | 7330900 |  | 2357368 |
|  | SP Setia Bhd. Group | 6527473 |  | 1346107 |
|  # | Suria Capital Holdings Bhd | 793880 |  | 303771 |
|  # | Ta Ann Holdings Bhd | 934526 |  | 936219 |
|  #\* | Top Glove Corp. Bhd | 4110500 |  | 617452 |
|  #\* | Tropicana Corp. Bhd | 2921861 |  | 815256 |
|  # | TSH Resources Bhd | 807000 |  | 261734 |
|  # | UEM Sunrise Bhd | 4478245 |  | 683333 |
|  | United Malacca Bhd | 765400 |  | 1066690 |
|  # | UOA Development Bhd | 9471100 |  | 4178354 |
|  \* | Vantris Energy Bhd | 1985485 |  | 260624 |
|  # | Velesto Energy Bhd | 16539528 |  | 988407 |
|  # | VS Industry Bhd | 3637500 |  | 428785 |
|  #\* | WCT Holdings Bhd | 3205924 |  | 573360 |
|  # | Yinson Holdings Bhd | 1554025 |  | 879312 |
|  | YTL Corp. Bhd | 1435560 |  | 889281 |
|  TOTAL MALAYSIA | TOTAL MALAYSIA | TOTAL MALAYSIA |  | 177879360 |
|  MEXICO — (2.4%) | MEXICO — (2.4%) | MEXICO — (2.4%) | MEXICO — (2.4%) | MEXICO — (2.4%) |
|  | Alfa SAB de CV, Class A | 26730306 |  | 20243583 |
|  # | Alpek SAB de CV | 621691 |  | 314552 |
|  W | Banco del Bajio SA | 1665034 |  | 4248958 |
|  | Cemex SAB de CV (CEMEXCPO MM) | 4497186 |  | 4560486 |
|  | Cemex SAB de CV (CX US), Sponsored ADR | 3267721 |  | 33167363 |
|  \* | Controladora Alpek SAB de CV | 26730306 |  | 4143676 |
|  \* | Controladora AXTEL SAB de CV | 23823748 |  | 1160508 |
|  | Corp. Actinver SAB de CV | 89268 |  | 99942 |
|  | Corp. Interamericana de Entretenimiento SAB de CV, Class B | 814543 |  | 1999255 |
|  | Cydsa SAB de CV | 5874 |  | 5517 |
|  \* | Dine SAB de CV | 993273 |  | 1083974 |
|  | El Puerto de Liverpool SAB de CV, Class C1 | 542340 |  | 2642442 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  MEXICO — (Continued) | MEXICO — (Continued) | MEXICO — (Continued) | MEXICO — (Continued) |
|  # | Fomento Economico Mexicano SAB de CV (FEMSAUBD MM) | 368705 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3473609 |
|  | Fomento Economico Mexicano SAB de CV (FMX US), Sponsored ADR | 57676 | 5442307 |
|  | GCC SAB de CV | 465988 | 4472642 |
|  # | Genomma Lab Internacional SAB de CV, Class B | 2013027 | 1965514 |
|  | Gentera SAB de CV | 3479692 | 8254166 |
|  # | Grupo Bimbo SAB de CV | 385459 | 1331165 |
|  | Grupo Carso SAB de CV | 2055907 | 14603873 |
|  | Grupo Comercial Chedraui SA de CV | 461328 | 3350733 |
|  | Grupo Financiero Banorte SAB de CV, Class O | 3710530 | 34833470 |
|  | Grupo Financiero Inbursa SAB de CV, Class O | 5443830 | 13188728 |
|  | Grupo Gigante SAB de CV | 471076 | 747494 |
|  | Grupo Industrial Saltillo SAB de CV | 1263366 | 942501 |
|  | Grupo Mexico SAB de CV | 6422096 | 55414926 |
|  \* | Grupo Posadas SAB de CV | 71336 | 107435 |
|  \* | Grupo Simec SAB de CV (SIMECB MM) | 689708 | 6293444 |
|  | Grupo Televisa SAB (TV US), Sponsored ADR | 109095 | 288011 |
|  #\*W | Grupo Traxion SAB de CV | 85118 | 62675 |
|  \* | Industrias CH SAB de CV | 1720091 | 15739455 |
|  \* | Industrias Penoles SAB de CV | 505357 | 21349929 |
|  | KUO SAB de CV | 1904343 | 5258379 |
|  # | La Comer SAB de CV | 2797049 | 6058253 |
|  | Megacable Holdings SAB de CV | 1726345 | 4940644 |
|  \* | Minera Frisco SAB de CV, Class A1 | 4888469 | 2323394 |
|  \*W | Nemak SAB de CV | 8259761 | 1720552 |

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**DIMENSIONAL EMERGING MARKETS VALUE FUND** 

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---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** | **Value»** |
|  MEXICO — (Continued) | MEXICO — (Continued) | MEXICO — (Continued) | MEXICO — (Continued) | MEXICO — (Continued) |
|  | Orbia Advance Corp. SAB de CV | 3946112 | $| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3572603 |
|  | Organizacion Cultiba SAB de CV | 124602 |  | 70421 |
|  #\* | Organizacion Soriana SAB de CV, Class B | 13584625 |  | 19376837 |
|  | Promotora y Operadora de Infraestructura SAB de CV (PINFRA MM) | 574258 |  | 7418665 |
|  | Regional SAB de CV | 259183 |  | 1920174 |
|  \* | Vitro SAB de CV | 734165 |  | 227617 |
|  TOTAL MEXICO | TOTAL MEXICO | TOTAL MEXICO |  | 318419872 |
|  PHILIPPINES — (0.5%) | PHILIPPINES — (0.5%) | PHILIPPINES — (0.5%) | PHILIPPINES — (0.5%) | PHILIPPINES — (0.5%) |
|  \*†† | ACR Mining Corp. | 105455 |  | 0 |
|  | Alliance Global Group, Inc. | 11474706 |  | 1422311 |
|  \* | Atlas Consolidated Mining & Development Corp. | 3179600 |  | 276830 |
|  | Ayala Corp. | 350590 |  | 2786088 |
|  | Ayala Land, Inc. | 12162800 |  | 4108531 |
|  | BDO Unibank, Inc. | 1662461 |  | 3770366 |
|  | Belle Corp. | 4041000 |  | 93338 |
|  | Bloomberry Resorts Corp. | 7681500 |  | 417334 |
|  | China Banking Corp. | 7394692 |  | 6422299 |
|  | Cosco Capital, Inc. | 6214300 |  | 729746 |
|  | DMCI Holdings, Inc. | 10147600 |  | 1945637 |
|  | East West Banking Corp. | 1728600 |  | 337140 |
|  | Filinvest Development Corp. | 384400 |  | 30358 |
|  | Filinvest Land, Inc. | 40964978 |  | 521875 |
|  | Filinvest REIT Corp. | 7302576 |  | 385809 |
|  | First Philippine Holdings Corp. | 3175100 |  | 3857587 |
|  \* | Global Ferronickel Holdings, Inc. | 204116 |  | 4404 |
|  | GT Capital Holdings, Inc. | 230807 |  | 2140875 |
|  | JG Summit Holdings, Inc. | 8213957 |  | 3340726 |
|  | LT Group, Inc. | 6858600 |  | 1704631 |
|  | Megaworld Corp. | 46669300 |  | 1578805 |
|  | Metropolitan Bank & Trust Co. | 6805802 |  | 7977405 |
|  | Petron Corp. | 10153900 |  | 406000 |
|  | Philcomsat Holdings Corp. | 497957 |  | 905122 |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** | **Value»** |
|  PHILIPPINES — (Continued) | PHILIPPINES — (Continued) | PHILIPPINES — (Continued) | PHILIPPINES — (Continued) | PHILIPPINES — (Continued) |
|  | Philex Mining Corp. | 4004200 | $| 550271 |
|  | Philippine National Bank | 2767885 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2426207 |
|  \*†† | Philippine National Construction Corp. | 398900 |  | 0 |
|  | Philippine Savings Bank | 1690309 |  | 1657742 |
|  \*†† | Philtown Properties, Inc. | 6701 |  | 0 |
|  \*†† | Phoenix Petroleum Philippines, Inc. | 1259500 |  | 16693 |
|  | Puregold Price Club, Inc. | 2135600 |  | 1380704 |
|  | RFM Corp. | 762400 |  | 56235 |
|  | Rizal Commercial Banking Corp. | 4608906 |  | 1990173 |
|  | Robinsons Land Corp. | 12002708 |  | 3039195 |
|  | Robinsons Retail Holdings, Inc. | 791960 |  | 468253 |
|  | San Miguel Corp. | 4099696 |  | 4530377 |
|  | Security Bank Corp. | 1298264 |  | 1534634 |
|  \* | Top Frontier Investment Holdings, Inc. | 383342 |  | 392307 |
|  | Union Bank of the Philippines | 6378730 |  | 3123207 |
|  | Universal Robina Corp. | 74050 |  | 91779 |
|  | Vista Land & Lifescapes, Inc. | 17850968 |  | 291236 |
|  TOTAL PHILIPPINES | TOTAL PHILIPPINES | TOTAL PHILIPPINES |  | 66712230 |
|  POLAND — (1.3%) | POLAND — (1.3%) | POLAND — (1.3%) | POLAND — (1.3%) | POLAND — (1.3%) |
|  | Agora SA | 212417 |  | 527496 |
|  | Alior Bank SA | 447982 |  | 12483080 |
|  | Asseco Poland SA | 85898 |  | 4996404 |
|  | Bank Handlowy w Warszawie SA | 5468 |  | 154130 |
|  | Bank Polska Kasa Opieki SA | 76105 |  | 3896711 |
|  | Boryszew SA | 290767 |  | 472110 |
|  #\* | Cognor Holding SA | 28557 |  | 51056 |
|  \* | Cyfrowy Polsat SA | 876549 |  | 3145563 |
|  | Develia SA | 806083 |  | 1782019 |
|  \* | Enea SA | 1487673 |  | 8345240 |
|  | Inter Cars SA | 724 |  | 108187 |
|  \* | KGHM Polska Miedz SA | 537192 |  | 28177409 |
|  | Mirbud SA | 39670 |  | 145959 |
|  | ORLEN SA | 2718241 |  | 73674803 |
|  \* | PGE Polska Grupa Energetyczna SA | 4432490 |  | 13440521 |

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**DIMENSIONAL EMERGING MARKETS VALUE FUND** 

**CONTINUED** 

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** | **Value»** |
|  POLAND — (Continued) | POLAND — (Continued) | POLAND — (Continued) | POLAND — (Continued) | POLAND — (Continued) |
|  \* | PKP Cargo SA | 57416 | $| 249537 |
|  | Stalexport Autostrady SA | 176122 |  | 137244 |
|  \* | Tauron Polska Energia SA | 6290894 |  | 17030300 |
|  TOTAL POLAND | TOTAL POLAND | TOTAL POLAND |  | &nbsp;&nbsp;&nbsp;&nbsp;168817769 |
|  QATAR — (0.6%) | QATAR — (0.6%) | QATAR — (0.6%) | QATAR — (0.6%) | QATAR — (0.6%) |
|  | Aamal Co. | 8695528 |  | 1887680 |
|  | Al Khaleej Takaful Group QSC | 713723 |  | 466256 |
|  | Al Rayan Bank | 13916237 |  | 8946103 |
|  | Alijarah Holding Co. QPSC | 2160343 |  | 409641 |
|  \* | Baladna | 3034777 |  | 1272530 |
|  | Barwa Real Estate Co. | 7516055 |  | 5427859 |
|  | Commercial Bank PSQC | 9096503 |  | 10352200 |
|  | Doha Bank QPSC | 9287581 |  | 6409535 |
|  | Doha Insurance Co. QSC | 63045 |  | 43656 |
|  \* | Estithmar Holding QPSC | 1784286 |  | 2009469 |
|  | Gulf International Services QSC | 5507630 |  | 4669227 |
|  | Gulf Warehousing Co. | 1371796 |  | 964000 |
|  | Lesha Bank LLC | 935316 |  | 463931 |
|  \* | Mazaya Real Estate Development QPSC | 3242258 |  | 546262 |
|  | Medicare Group | 1049030 |  | 1871385 |
|  | Mesaieed Petrochemical Holding Co. | 12105518 |  | 4151401 |
|  | Ooredoo QPSC | 3550263 |  | 13204381 |
|  | Qatar Aluminum Manufacturing Co. | 624128 |  | 266015 |
|  | Qatar Fuel QSC | 328036 |  | 1351289 |
|  | Qatar Industrial Manufacturing Co. QSC | 47636 |  | 31589 |
|  | Qatar Insurance Co. SAQ | 2631346 |  | 1481243 |
|  | Qatar National Cement Co. QSC | 1042936 |  | 871896 |
|  | Qatar Navigation QSC | 2435486 |  | 7438382 |
|  | Salam International Investment Ltd. QSC | 5523236 |  | 1146370 |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** | **Value»** |
|  QATAR — (Continued) | QATAR — (Continued) | QATAR — (Continued) | QATAR — (Continued) | QATAR — (Continued) |
|  | United Development Co. QSC | 7043257 | $| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1824103 |
|  | Vodafone Qatar PQSC | 4529101 |  | 2989256 |
|  TOTAL QATAR | TOTAL QATAR | TOTAL QATAR |  | 80495659 |
|  RUSSIA — (0.0%) | RUSSIA — (0.0%) | RUSSIA — (0.0%) | RUSSIA — (0.0%) | RUSSIA — (0.0%) |
|  \*†† | Gazprom PJSC (OGZD LI), Sponsored ADR | 9630257 |  | 0 |
|  \*†† | Gazprom PJSC (OGZPY US), Sponsored ADR | 18140 |  | 0 |
|  \*†† | Magnitogorsk Iron & Steel Works PJSC (MMK LI), Sponsored GDR | 3296 |  | 0 |
|  \*†† | RusHydro PJSC (HYDR LI), ADR | 4402355 |  | 0 |
|  \*†† | Sberbank of Russia PJSC (SBER LI), Sponsored ADR | 31829 |  | 0 |
|  \*†† | VTB Bank PJSC (VTBR LI), GDR | 5107496 |  | 0 |
|  SAUDI ARABIA — (3.0%) | SAUDI ARABIA — (3.0%) | SAUDI ARABIA — (3.0%) | SAUDI ARABIA — (3.0%) | SAUDI ARABIA — (3.0%) |
|  | Ades Holding Co. | 168480 |  | 761355 |
|  | Al Babtain Power & Telecommunication Co. | 122266 |  | 2046403 |
|  | Al Hassan Ghazi Ibrahim Shaker Co. | 99762 |  | 695414 |
|  | Al Jouf Agricultural Development Co. | 63001 |  | 772445 |
|  \* | Al Jouf Cement Co. | 17406 |  | 32487 |
|  | Alaseel Co. | 137125 |  | 130447 |
|  | Al-Etihad Cooperative Insurance Co. | 28027 |  | 80798 |
|  | AlJazira Takaful Ta'awuni Co. | 143755 |  | 474024 |
|  \* | Allianz Saudi Fransi Cooperative Insurance Co. | 120214 |  | 437874 |
|  | Almarai Co. JSC | 49103 |  | 651018 |
|  | Alujain Corp. | 161199 |  | 1373075 |
|  \* | Amlak International Finance Co. | 48570 |  | 180041 |
|  | Arab National Bank | 3526596 |  | 22808316 |
|  \* | Arabia Insurance Cooperative Co. | 30953 |  | 88208 |
|  | Arabian Cement Co. | 244401 |  | 1442737 |
|  | Arabian Drilling Co. | 112773 |  | 2663106 |
|  | Arabian Pipes Co. | 140163 |  | 213078 |

---

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**DIMENSIONAL EMERGING MARKETS VALUE FUND** 

**CONTINUED** 

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  SAUDI ARABIA — (Continued) | SAUDI ARABIA — (Continued) | SAUDI ARABIA — (Continued) | SAUDI ARABIA — (Continued) |
|  \* | Arabian Shield Cooperative Insurance Co. | 70340 | $244474 |
|  | Arriyadh Development Co. | 105804 | 831055 |
|  \* | ARTEX Industrial Investment Co. | 23076 | 86379 |
|  \* | Bank Al-Jazira | 2568453 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8637860 |
|  | Banque Saudi Fransi | 4548646 | 21647212 |
|  | Basic Chemical Industries Ltd. | 60464 | 452009 |
|  | Bawan Co. | 4179 | 63001 |
|  | City Cement Co. | 337127 | 1309949 |
|  \* | Dar Al Arkan Real Estate Development Co. | 2573383 | 11851503 |
|  | Eastern Province Cement Co. | 208003 | 1435436 |
|  \* | Emaar Economic City | 327694 | 1112675 |
|  | Etihad Etisalat Co. | 1591920 | 28720570 |
|  | Gulf Insurance Group | 4211 | 28387 |
|  \* | Herfy Food Services Co. | 86677 | 483159 |
|  \* | Lumi Rental Co. | 9843 | 164183 |
|  \* | Middle East Paper Co. | 92347 | 664755 |
|  | Middle East Specialized Cables Co. | 20214 | 157993 |
|  | Mobile Telecommunications Co. Saudi Arabia | 2157276 | 6602055 |
|  \* | Najran Cement Co. | 363613 | 730926 |
|  \* | National Agriculture Development Co. | 471951 | 2624399 |
|  | National Co. for Glass Industries | 59152 | 643473 |
|  \* | National Industrialization Co. | 29000 | 89463 |
|  | Nayifat Finance Co. | 235016 | 832445 |
|  | Northern Region Cement Co. | 384155 | 822069 |
|  | Qassim Cement Co. | 20338 | 228587 |
|  \* | Rabigh Refining & Petrochemical Co. | 1112830 | 2664389 |
|  | Riyad Bank | 1572240 | 11416539 |
|  | Riyadh Cement Co. | 160890 | 1128384 |
|  | SABIC Agri-Nutrients Co. | 77396 | 2526978 |
|  | Sahara International Petrochemical Co. | 1645301 | 8292159 |
|  | Saudi Awwal Bank | 3953623 | 34113718 |
|  | Saudi Basic Industries Corp. | 2195031 | 35727636 |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** | **Value»** |
|  SAUDI ARABIA — (Continued) | SAUDI ARABIA — (Continued) | SAUDI ARABIA — (Continued) | SAUDI ARABIA — (Continued) | SAUDI ARABIA — (Continued) |
|  | Saudi Ceramic Co. | 200468 | $| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1635033 |
|  | Saudi Chemical Co. Holding | 305164 |  | 600275 |
|  | Saudi Industrial Investment Group | 634557 |  | 2748013 |
|  | Saudi Investment Bank | 2400795 |  | 8799719 |
|  \* | Saudi Kayan Petrochemical Co. | 3361387 |  | 5286028 |
|  \* | Saudi Marketing Co. | 92570 |  | 409250 |
|  | Saudi National Bank | 9884627 |  | 105177942 |
|  \* | Saudi Public Transport Co. | 142446 |  | 481673 |
|  | Saudi Telecom Co. | 2054772 |  | 24753071 |
|  \* | Savola Group | 345428 |  | 2266838 |
|  \* | Seera Group Holding | 877333 |  | 7260246 |
|  \* | SHL Finance Co. | 3753 |  | 21773 |
|  \* | Sinad Holding Co. | 263423 |  | 735473 |
|  | Southern Province Cement Co. | 56382 |  | 376046 |
|  | Sustained Infrastructure Holding Co. | 243067 |  | 2368872 |
|  | Tabuk Cement Co. | 183055 |  | 498309 |
|  | Tanmiah Food Co. | 10338 |  | 216688 |
|  \* | Umm Al-Qura Cement Co. | 105498 |  | 387611 |
|  | United International Transportation Co. | 131766 |  | 2600442 |
|  \* | Wataniya Insurance Co. | 52238 |  | 204287 |
|  | Yamama Cement Co. | 662552 |  | 4853608 |
|  | Yanbu Cement Co. | 215166 |  | 929019 |
|  | Yanbu National Petrochemical Co. | 861102 |  | 7917853 |
|  TOTAL SAUDI ARABIA | TOTAL SAUDI ARABIA | TOTAL SAUDI ARABIA |  | 401712715 |
|  SOUTH AFRICA — (3.0%) | SOUTH AFRICA — (3.0%) | SOUTH AFRICA — (3.0%) | SOUTH AFRICA — (3.0%) | SOUTH AFRICA — (3.0%) |
|  | Absa Group Ltd. | 2859706 |  | 31954018 |
|  | Adcock Ingram Holdings Ltd. | 34769 |  | 150132 |
|  | AECI Ltd. | 504530 |  | 2601610 |
|  | African Rainbow Minerals Ltd. | 369555 |  | 3670053 |
|  | Alexander Forbes Group Holdings Ltd. | 699133 |  | 331277 |
|  | Altron Ltd., Class A | 152324 |  | 161538 |
|  | Aspen Pharmacare Holdings Ltd. | 742391 |  | 4204948 |
|  | Astral Foods Ltd. | 171292 |  | 2210816 |
|  # | Barloworld Ltd. | 1102801 |  | 7602272 |
|  | Bidvest Group Ltd. | 93549 |  | 1216917 |

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**DIMENSIONAL EMERGING MARKETS VALUE FUND** 

**CONTINUED** 

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  SOUTH AFRICA — (Continued) | SOUTH AFRICA — (Continued) | SOUTH AFRICA — (Continued) | SOUTH AFRICA — (Continued) |
|  #\* | Blu Label Unlimited Group Ltd. | 2056384 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1467584 |
|  \* | Brait PLC | 11270636 | 1388280 |
|  | Caxton & CTP Publishers & Printers Ltd. | 703938 | 538455 |
|  | DataTec Ltd. | 3804211 | 15777927 |
|  | Exxaro Resources Ltd. | 883630 | 8999356 |
|  | FirstRand Ltd. | 26843 | 127394 |
|  | Foschini Group Ltd. | 1547443 | 8214212 |
|  | Grindrod Ltd. | 420422 | 410868 |
|  | Harmony Gold Mining Co. Ltd. (HMY US), Sponsored ADR | 50195 | 828719 |
|  | Hudaco Industries Ltd. | 154136 | 1577199 |
|  | Impala Platinum Holdings Ltd. | 2612012 | 27992893 |
|  | Investec Ltd. | 256806 | 1933374 |
|  \* | KAP Ltd. | 10068459 | 955716 |
|  | Kumba Iron Ore Ltd. | 30297 | 603396 |
|  | Lewis Group Ltd. | 561294 | 2706668 |
|  | Life Healthcare Group Holdings Ltd. | 2437137 | 1668330 |
|  | Merafe Resources Ltd. | 3686774 | 233895 |
|  \* | Metair Investments Ltd. | 887092 | 338494 |
|  | Momentum Group Ltd. | 5684452 | 10944222 |
|  | Motus Holdings Ltd. | 709106 | 4272828 |
|  | Mpact Ltd. | 1494069 | 2016797 |
|  | MTN Group Ltd. | 6222257 | 62163530 |
|  | Naspers Ltd., Class N | 446415 | 31354408 |
|  | Nedbank Group Ltd. | 1601161 | 21828279 |
|  | Netcare Ltd. | 4565146 | 3849948 |
|  | Northam Platinum Holdings Ltd. | 333999 | 5578007 |
|  | Oceana Group Ltd. | 287158 | 810592 |
|  | Old Mutual Ltd. (OMU SJ) | 15832952 | 12380640 |
|  | Omnia Holdings Ltd. | 1095565 | 4817064 |
|  W | Pepkor Holdings Ltd. | 8496017 | 12954041 |
|  \* | Pick n Pay Stores Ltd. | 523680 | 854856 |
|  | PPC Ltd. | 5491060 | 1741881 |
|  | Raubex Group Ltd. | 1191229 | 2847045 |
|  | RCL Foods Ltd. | 159113 | 89531 |
|  | Reunert Ltd. | 681642 | 2196921 |
|  | RFG Holdings Ltd. | 23326 | 28990 |
|  | Sanlam Ltd. | 1149542 | 6032325 |
|  # | Sappi Ltd. | 2830312 | 3708422 |
|  \* | Sasol Ltd. (SOL SJ) | 1896082 | 11862982 |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** | **Value»** |
|  SOUTH AFRICA — (Continued) | SOUTH AFRICA — (Continued) | SOUTH AFRICA — (Continued) | SOUTH AFRICA — (Continued) | SOUTH AFRICA — (Continued) |
|  \* | Sibanye Stillwater Ltd. (SBSW US), ADR | 30673 | $| 323907 |
|  \* | Sibanye Stillwater Ltd. (SSW SJ) | 3195959 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8481115 |
|  | Southern Sun Ltd. | 654882 |  | 347700 |
|  | Standard Bank Group Ltd. | 2767483 |  | 40695400 |
|  # | Super Group Ltd. | 1508439 |  | 1397098 |
|  | Telkom SA SOC Ltd. | 1386319 |  | 3877739 |
|  # | Thungela Resources Ltd. (TGA SJ) | 406589 |  | 1796623 |
|  | Tsogo Sun Ltd. | 47126 |  | 19238 |
|  | Valterra Platinum Ltd. | 89866 |  | 5558141 |
|  | Wilson Bayly Holmes-Ovcon Ltd. | 78538 |  | 685740 |
|  | Zeda Ltd. | 841724 |  | 596748 |
|  TOTAL SOUTH AFRICA | TOTAL SOUTH AFRICA | TOTAL SOUTH AFRICA |  | 395979099 |
|  SOUTH KOREA — (12.2%) | SOUTH KOREA — (12.2%) | SOUTH KOREA — (12.2%) | SOUTH KOREA — (12.2%) | SOUTH KOREA — (12.2%) |
|  | Advanced Process Systems Corp. | 29135 |  | 405564 |
|  # | Aekyung Chemical Co. Ltd. | 30001 |  | 229871 |
|  \* | AeroSpace Technology of Korea, Inc. | 26598 |  | 9984 |
|  | AJ Networks Co. Ltd. | 19835 |  | 59813 |
|  | Ajin Industrial Co. Ltd. | 125293 |  | 288989 |
|  #\* | ALUKO Co. Ltd. | 161056 |  | 231849 |
|  | Amorepacific Corp. | 28704 |  | 2431158 |
|  | Amorepacific Holdings Corp. | 74083 |  | 1318510 |
|  | Asia Cement Co. Ltd. | 83810 |  | 717155 |
|  | ASIA Holdings Co. Ltd. | 4148 |  | 1036117 |
|  | Asia Paper Manufacturing Co. Ltd. | 125605 |  | 650014 |
|  | Atinum Investment Co. Ltd. | 8067 |  | 14367 |
|  | Avaco Co. Ltd. | 14854 |  | 163081 |
|  | BGF Co. Ltd. | 29884 |  | 79741 |
|  # | BH Co. Ltd. | 82948 |  | 1065653 |
|  | BNK Financial Group, Inc. | 867778 |  | 8400737 |
|  # | Bookook Securities Co. Ltd. | 15183 |  | 721136 |
|  | Boryung | 32896 |  | 203698 |
|  | BYC Co. Ltd. | 7520 |  | 198025 |
|  # | Byucksan Corp. | 165597 |  | 202688 |
|  # | C&G Hi Tech Co. Ltd. | 10391 |  | 115839 |
|  | Cape Industries Ltd. | 3230 |  | 31903 |

---

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**DIMENSIONAL EMERGING MARKETS VALUE FUND** 

**CONTINUED** 

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) |
|  \* | Choil Aluminum Co. Ltd. | 101672 | $95219 |
|  | Chong Kun Dang Pharmaceutical Corp. | 4982 | 289205 |
|  | Chongkundang Holdings Corp. | 5145 | 163167 |
|  \* | Chorokbaem Media Co. Ltd. | 33099 | 125682 |
|  \* | CJ CGV Co. Ltd. | 8412 | 29465 |
|  # | CJ CheilJedang Corp. | 33488 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5385598 |
|  # | CJ Corp. | 53104 | 6352758 |
|  \* | CJ ENM Co. Ltd. | 36562 | 1797669 |
|  | CJ Freshway Corp. | 15663 | 274573 |
|  | CJ Logistics Corp. | 29674 | 1713347 |
|  | CLIO Cosmetics Co. Ltd. | 6809 | 68209 |
|  | CR Holdings Co. Ltd. | 54324 | 183534 |
|  \* | Creative & Innovative System | 39447 | 209074 |
|  | Cuckoo Holdings Co. Ltd. | 11840 | 238579 |
|  # | Cuckoo Homesys Co. Ltd. | 14358 | 231622 |
|  | Cymechs, Inc. | 7305 | 98685 |
|  | Dae Won Kang Up Co. Ltd. | 215821 | 635583 |
|  | Daechang Forging Co. Ltd. | 28870 | 135223 |
|  # | Daedong Corp. | 57366 | 391709 |
|  | Daeduck Co. Ltd. | 46624 | 298107 |
|  # | Daehan Flour Mill Co. Ltd. | 4078 | 396318 |
|  # | Daehan Steel Co. Ltd. | 69851 | 722641 |
|  # | Daesang Corp. | 86274 | 1260478 |
|  # | Daesang Holdings Co. Ltd. | 57231 | 370890 |
|  \* | Daesung Industrial Co. Ltd. | 24260 | 68155 |
|  | Daewon San Up Co. Ltd. | 30729 | 243936 |
|  #\* | Daewoo Engineering & Construction Co. Ltd. | 761988 | 1998702 |
|  | Daewoong Co. Ltd. | 33148 | 502968 |
|  | Daeyang Electric Co. Ltd. | 3846 | 80927 |
|  \*†† | Dahaam E-Tec Co. Ltd. | 3535 | 0 |
|  | Daihan Pharmaceutical Co. Ltd. | 14948 | 304652 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) |
|  # | Daishin Securities Co. Ltd. | 113470 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2312853 |
|  # | Daol Investment & Securities Co. Ltd. | 180886 | 458988 |
|  | Daou Data Corp. | 46022 | 566486 |
|  | Daou Technology, Inc. | 131192 | 3584246 |
|  # | DB HiTek Co. Ltd. | 57471 | 2360948 |
|  | DB Insurance Co. Ltd. | 87724 | 7797234 |
|  | DB Securities Co. Ltd. | 168451 | 1194111 |
|  \* | DB, Inc. | 63503 | 64806 |
|  \* | DE&T Co. Ltd. | 34685 | 153209 |
|  # | Dentium Co. Ltd. | 6427 | 256595 |
|  # | Deutsch Motors, Inc. | 71085 | 222624 |
|  | DI Dong Il Corp. | 15604 | 197801 |
|  | DIT Corp. | 3529 | 37657 |
|  \* | DK Tech Co. Ltd. | 16499 | 87863 |
|  # | DL E&C Co. Ltd. | 125814 | 3763624 |
|  # | DL Holdings Co. Ltd. | 46631 | 1271764 |
|  †† | DMS Co. Ltd. | 73474 | 122427 |
|  # | DN Automotive Corp. | 61594 | 1004700 |
|  # | Dong-A Socio Holdings Co. Ltd. | 10790 | 821344 |
|  | Dongbang Transport Logistics Co. Ltd. | 27865 | 54302 |
|  | Dongkoo Bio & Pharma Co. Ltd. | 8689 | 32722 |
|  | DongKook Pharmaceutical Co. Ltd. | 34098 | 422670 |
|  # | Dongkuk CM Co. Ltd. | 97951 | 360037 |
|  # | Dongkuk Holdings Co. Ltd. | 61326 | 314311 |
|  | Dongkuk Industries Co. Ltd. | 43885 | 91899 |
|  | Dongkuk Steel Mill Co. Ltd. | 177472 | 1058646 |
|  # | Dongsung Chemical Co. Ltd. | 125996 | 353596 |
|  # | Dongwha Pharm Co. Ltd. | 71510 | 313986 |
|  # | Dongwon Industries Co. Ltd. | 16336 | 554669 |
|  # | Dongyang E&P, Inc. | 28974 | 434945 |
|  | Doosan Bobcat, Inc. | 233044 | 9837517 |
|  | DoubleUGames Co. Ltd. | 21217 | 746542 |
|  | Dreamtech Co. Ltd. | 14522 | 65064 |
|  \* | DS Dansuk Co. Ltd. | 5346 | 75653 |
|  \* | Duksan Hi-Metal Co. Ltd. | 48118 | 222783 |
|  | DY POWER Corp. | 24508 | 219928 |

---

1154

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##### [**Table of Contents**](#toc)
**DIMENSIONAL EMERGING MARKETS VALUE FUND** 

**CONTINUED** 

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) |
|  | Easy Holdings Co. Ltd. | 141214 | $374137 |
|  | Ecoplastic Corp. | 53258 | 120628 |
|  | Elentec Co. Ltd. | 11529 | 73491 |
|  # | E-MART, Inc. | 53453 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2707588 |
|  | Eugene Corp. | 18985 | 44544 |
|  # | Eugene Investment & Securities Co. Ltd. | 231320 | 604237 |
|  # | Eusu Holdings Co. Ltd. | 38014 | 150362 |
|  \* | Exem Co. Ltd. | 16210 | 24599 |
|  | F&F Holdings Co. Ltd. | 3441 | 42542 |
|  | Fursys, Inc. | 20360 | 649934 |
|  \* | GAEASOFT | 10822 | 53133 |
|  | Geumhwa PSC Co. Ltd. | 3910 | 87194 |
|  | GOLFZON Co. Ltd. | 2619 | 109048 |
|  # | Golfzon Holdings Co. Ltd. | 65288 | 242747 |
|  | Green Cross Corp. | 6283 | 570963 |
|  | Green Cross Holdings Corp. | 5294 | 58503 |
|  | GS Engineering & Construction Corp. | 120178 | 1573936 |
|  # | GS Global Corp. | 174395 | 300161 |
|  | GS Holdings Corp. (078930 KS) | 187901 | 6315637 |
|  #\* | GS P&L Co. Ltd. | 28396 | 763237 |
|  # | GS Retail Co. Ltd. | 119721 | 1487977 |
|  # | Gwangju Shinsegae Co. Ltd. | 14145 | 299223 |
|  | HAESUNG DS Co. Ltd. | 23965 | 863867 |
|  | Hana Financial Group, Inc. | 1077892 | 64574952 |
|  # | Handsome Co. Ltd. | 40463 | 416436 |
|  # | Hanil Cement Co. Ltd. | 27600 | 341782 |
|  # | Hanil Holdings Co. Ltd. | 81808 | 928992 |
|  | Hanil Hyundai Cement Co. Ltd. | 1217 | 15384 |
|  # | Hanjin Logistics Corp. | 29653 | 415973 |
|  # | Hankook Tire & Technology Co. Ltd. | 271458 | 8813566 |
|  | Hanla IMS Co. Ltd. | 2916 | 36542 |
|  | HanmiGlobal Co. Ltd. | 5554 | 79304 |
|  #\* | Hanon Systems | 510277 | 1559026 |
|  | Hansae Co. Ltd. | 20771 | 153852 |
|  | Hansol Holdings Co. Ltd. | 23087 | 48904 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) |
|  # | Hansol Paper Co. Ltd. | 66613 | $379877 |
|  | Hansol Technics Co. Ltd. | 109280 | 498503 |
|  | Hanwha Corp. | 9875 | 660481 |
|  \* | Hanwha Galleria Corp. | 68751 | 51632 |
|  \* | Hanwha General Insurance Co. Ltd. | 155536 | 590617 |
|  \* | Hanwha Investment & Securities Co. Ltd. | 200945 | 751934 |
|  \* | Hanwha Life Insurance Co. Ltd. | 803657 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1706447 |
|  # | Hanwha Solutions Corp. | 291337 | 6229207 |
|  | Hanyang Eng Co. Ltd. | 48501 | 685313 |
|  # | Hanyang Securities Co. Ltd. | 49973 | 665653 |
|  \* | Harim Co. Ltd. | 16740 | 33826 |
|  # | Harim Holdings Co. Ltd. | 167812 | 869751 |
|  | HB SOLUTION Co. Ltd. | 65103 | 116082 |
|  | HD Hyundai Co. Ltd. | 165098 | 23713536 |
|  # | HD Hyundai Construction Equipment Co. Ltd. | 64362 | 4508421 |
|  | HD Hyundai Infracore Co. Ltd. | 479520 | 5115935 |
|  # | HDC Holdings Co. Ltd. | 44476 | 573951 |
|  # | HDC Hyundai Development Co-Engineering & Construction | 143625 | 1940056 |
|  | Hecto Innovation Co. Ltd. | 6304 | 71509 |
|  \* | HFR, Inc. | 3213 | 38684 |
|  # | HK inno N Corp. | 47389 | 1641278 |
|  # | HL Holdings Corp. | 20855 | 592193 |
|  | HL Mando Co. Ltd. | 111497 | 3006203 |
|  # | HMM Co. Ltd. | 812530 | 11699413 |
|  | HS Hyosung Advanced Materials Corp. | 5347 | 693781 |
|  \* | HS Hyosung Corp. | 1995 | 81305 |
|  | HS Industries Co. Ltd. | 69390 | 194023 |
|  \* | Huneed Technologies | 3947 | 22692 |
|  | Huons Co. Ltd. | 3997 | 81923 |
|  | Huons Global Co. Ltd. | 1111 | 42466 |
|  # | Hwa Shin Co. Ltd. | 58042 | 357778 |

---

1155

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##### [**Table of Contents**](#toc)
**DIMENSIONAL EMERGING MARKETS VALUE FUND** 

**CONTINUED** 

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) |
|  # | Hwaseung Enterprise Co. Ltd. | 32976 | $117777 |
|  | Hy-Lok Corp. | 38182 | 995333 |
|  | Hyosung Corp. | 13733 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1218275 |
|  # | Hyosung TNC Corp. | 6812 | 993037 |
|  # | Hyundai BNG Steel Co. Ltd. | 20857 | 163996 |
|  # | HYUNDAI Corp. | 27560 | 410039 |
|  # | Hyundai Department Store Co. Ltd. | 55318 | 3133853 |
|  # | Hyundai Engineering & Construction Co. Ltd. | 203254 | 9986404 |
|  | HYUNDAI EVERDIGM Corp. | 5321 | 28894 |
|  | Hyundai Futurenet Co. Ltd. | 68828 | 153464 |
|  # | Hyundai GF Holdings | 110569 | 603893 |
|  | Hyundai Glovis Co. Ltd. | 98719 | 13047109 |
|  | Hyundai Green Food | 27968 | 295371 |
|  | Hyundai Home Shopping Network Corp. | 13094 | 483157 |
|  \* | Hyundai Marine & Fire Insurance Co. Ltd. | 154473 | 2955709 |
|  | Hyundai Mobis Co. Ltd. | 119829 | 26498680 |
|  | Hyundai Motor Co. | 472375 | 95792610 |
|  | Hyundai Motor Securities Co. Ltd. | 94830 | 579950 |
|  | Hyundai Steel Co. | 226173 | 5225283 |
|  | Hyundai Wia Corp. | 66478 | 2728382 |
|  # | HyVision System, Inc. | 16750 | 189911 |
|  # | Iljin Holdings Co. Ltd. | 73029 | 358476 |
|  | Ilshin Spinning Co. Ltd. | 52768 | 445355 |
|  | iM Financial Group Co. Ltd. | 564908 | 5241312 |
|  | iMarketKorea, Inc. | 74204 | 408263 |
|  | InBody Co. Ltd. | 2986 | 60096 |
|  | Industrial Bank of Korea | 982569 | 13315737 |
|  | Infinitt Healthcare Co. Ltd. | 2389 | 9826 |
|  | Innocean Worldwide, Inc. | 55615 | 668957 |
|  | InnoWireless Co. Ltd. | 1876 | 30760 |
|  # | Innox Advanced Materials Co. Ltd. | 26785 | 461868 |
|  \* | Insun ENT Co. Ltd. | 9964 | 29365 |
|  \* | Interflex Co. Ltd. | 14044 | 90918 |
|  # | INTOPS Co. Ltd. | 41391 | 469013 |
|  | IS Dongseo Co. Ltd. | 50016 | 651765 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) |
|  #\* | Jahwa Electronics Co. Ltd. | 34278 | $520633 |
|  # | JB Financial Group Co. Ltd. | 490101 | 7716035 |
|  \* | Jeil Pharmaceutical Co. Ltd. | 3558 | 35925 |
|  | Jinsung T.E.C | 11631 | 106508 |
|  # | Kangnam Jevisco Co. Ltd. | 39626 | 341573 |
|  # | Kangwon Land, Inc. | 203625 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2410745 |
|  | KB Financial Group, Inc. (KB US), ADR | 1733675 | 141155740 |
|  # | KC Co. Ltd. | 39745 | 726694 |
|  # | KCC Corp. | 16239 | 5000645 |
|  # | KCC Glass Corp. | 32352 | 589007 |
|  # | KCTC | 37124 | 140733 |
|  # | KG Chemical Corp. | 103009 | 351533 |
|  | KG Dongbusteel | 39667 | 151540 |
|  # | KG Eco Solution Co. Ltd. | 36361 | 144486 |
|  \* | KG Mobility Co. | 22066 | 59005 |
|  # | Kginicis Co. Ltd. | 41834 | 301048 |
|  | KGMobilians Co. Ltd. | 8172 | 28303 |
|  | KH Vatec Co. Ltd. | 29680 | 260868 |
|  | Kia Corp. | 1095769 | 91911549 |
|  | KISCO Corp. | 58802 | 413249 |
|  | KISCO Holdings Co. Ltd. | 32652 | 586404 |
|  | KISWIRE Ltd. | 63149 | 791142 |
|  # | KIWOOM Securities Co. Ltd. | 42594 | 8847328 |
|  # | Kolon Industries, Inc.. | 72879 | 1817297 |
|  | Korea Airport Service Co. Ltd. | 339 | 14215 |
|  # | Korea Alcohol Industrial Co. Ltd. | 63030 | 413177 |
|  # | Korea Asset In Trust Co. Ltd. | 243049 | 377706 |
|  #\* | Korea Circuit Co. Ltd. | 45019 | 649322 |
|  | Korea Electric Terminal Co. Ltd. | 30397 | 1318153 |
|  | Korea Fuel-Tech Corp. | 13522 | 56785 |
|  | Korea Investment Holdings Co. Ltd. | 140224 | 17877980 |
|  #\* | Korea Line Corp. | 575587 | 757954 |
|  # | Korea Movenex Co. Ltd. | 128248 | 357093 |
|  # | Korea Petrochemical Ind Co. Ltd. | 12030 | 1103961 |
|  | Korea Petroleum Industries Co. | 4717 | 46017 |

---

1156

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##### [**Table of Contents**](#toc)
**DIMENSIONAL EMERGING MARKETS VALUE FUND** 

**CONTINUED** 

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) |
|  | Korea Real Estate Investment & Trust Co. Ltd. | 191742 | $175835 |
|  # | Korea United Pharm, Inc. | 24779 | 330419 |
|  | Korean Air Lines Co. Ltd. | 585473 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9085505 |
|  | Korean Reinsurance Co. | 771847 | 5743595 |
|  | KPX Chemical Co. Ltd. | 10070 | 338209 |
|  | KSS LINE Ltd. | 69726 | 452042 |
|  | KT Skylife Co. Ltd. | 81278 | 285588 |
|  | KTCS Corp. | 21857 | 44724 |
|  \* | Kumho HT, Inc. | 69550 | 27869 |
|  | Kumho Petrochemical Co. Ltd. | 37207 | 3024359 |
|  #\* | Kumho Tire Co., Inc. | 294889 | 975699 |
|  | Kwang Dong Pharmaceutical Co. Ltd. | 82074 | 328733 |
|  # | Kyeryong Construction Industrial Co. Ltd. | 29553 | 356631 |
|  # | Kyobo Securities Co. Ltd. | 71114 | 469726 |
|  | Kyung Dong Navien Co. Ltd. | 6771 | 335072 |
|  # | Kyungbang Co. Ltd. | 28974 | 135596 |
|  | KZ Precision Corp. | 31617 | 333457 |
|  \* | LB Semicon, Inc. | 60307 | 209888 |
|  | LF Corp. | 58445 | 748793 |
|  # | LG Chem Ltd. | 122341 | 34028925 |
|  | LG Corp. | 216383 | 12169572 |
|  \* | LG Display Co. Ltd. (LPL US), ADR | 2408355 | 12065859 |
|  | LG Electronics, Inc. | 430226 | 26387146 |
|  # | LG H&H Co. Ltd. | 16842 | 3357992 |
|  \* | LG HelloVision Co. Ltd. | 137018 | 234432 |
|  | LG Innotek Co. Ltd. | 43308 | 7305730 |
|  | LG Uplus Corp. | 902742 | 9649948 |
|  \* | LOT Vacuum Co. Ltd. | 4203 | 38385 |
|  # | Lotte Chemical Corp. | 48824 | 2418718 |
|  # | Lotte Chilsung Beverage Co. Ltd. | 12708 | 1027681 |
|  # | Lotte Corp. | 68750 | 1408006 |
|  \* | Lotte Data Communication Co. | 423 | 6150 |
|  # | LOTTE Fine Chemical Co. Ltd. | 63568 | 2031314 |
|  | Lotte Rental Co. Ltd. | 24380 | 500906 |
|  | Lotte Shopping Co. Ltd. | 31584 | 1441299 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) |
|  # | Lotte Wellfood Co. Ltd. | 8689 | $694545 |
|  # | LS Corp. | 55731 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8121897 |
|  #\* | LVMC Holdings | 278848 | 324181 |
|  # | LX Hausys Ltd. | 23104 | 455775 |
|  # | LX Holdings Corp. | 160312 | 916983 |
|  | LX International Corp. | 117602 | 2484743 |
|  | LX Semicon Co. Ltd. | 15504 | 621827 |
|  | Maeil Dairies Co. Ltd. | 5683 | 138144 |
|  | Mcnex Co. Ltd. | 4275 | 93226 |
|  \* | MDS Tech, Inc. | 64611 | 69432 |
|  | Mecaro Co. Ltd. | 3128 | 57688 |
|  # | MegaStudy Co. Ltd. | 26278 | 207733 |
|  | MegaStudyEdu Co. Ltd. | 1069 | 31165 |
|  | META BIOMED Co. Ltd. | 47211 | 185934 |
|  | Mgame Corp. | 19897 | 90556 |
|  | Mi Chang Oil Industrial Co. Ltd. | 4014 | 306675 |
|  \* | Mirae Asset Life Insurance Co. Ltd. | 222091 | 1366628 |
|  # | Mirae Asset Securities Co. Ltd. | 813530 | 14957698 |
|  | Misto Holdings Corp. | 43711 | 1127463 |
|  | MK Electron Co. Ltd. | 78264 | 506136 |
|  #\* | MONAYONGPYONG | 36482 | 88919 |
|  # | Myoung Shin Industrial Co. Ltd. | 61462 | 401867 |
|  | Namhae Chemical Corp. | 23278 | 105231 |
|  | Namuga Co. Ltd. | 1614 | 19088 |
|  # | Namyang Dairy Products Co. Ltd. | 15691 | 566795 |
|  | Nature Holdings Co. Ltd. | 16991 | 113768 |
|  | NAVER Corp. | 75359 | 14123494 |
|  \* | Neowiz | 13085 | 224567 |
|  | Neowiz Holdings Corp. | 11651 | 188329 |
|  \* | Neptune Co. | 21278 | 88010 |
|  W | Netmarble Corp. | 37956 | 1438339 |
|  | New Power Plasma Co. Ltd. | 56383 | 244975 |
|  | Nexen Corp. | 82301 | 308824 |
|  # | Nexen Tire Corp. | 108837 | 489924 |
|  # | Nexteel Co. Ltd. | 12200 | 101136 |
|  # | NH Investment & Securities Co. Ltd. | 487810 | 6954280 |
|  | NICE Holdings Co. Ltd. | 47084 | 458219 |
|  | Nice Information & Telecommunication, Inc. | 10760 | 172441 |

---

1157

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##### [**Table of Contents**](#toc)
**DIMENSIONAL EMERGING MARKETS VALUE FUND** 

**CONTINUED** 

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) |
|  # | Nong Shim Holdings Co. Ltd. | 9266 | $611254 |
|  # | NongShim Co. Ltd. | 11140 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3406276 |
|  | Noroo Holdings Co. Ltd. | 5769 | 93290 |
|  | NOROO Paint & Coatings Co. Ltd. | 43552 | 258539 |
|  | NOVAREX Co. Ltd. | 21936 | 262352 |
|  | NPC | 66175 | 188307 |
|  | OCI Co. Ltd. | 17992 | 744668 |
|  | Orion Corp. | 18964 | 1320557 |
|  # | Orion Holdings Corp. | 92889 | 1236738 |
|  #\* | Osung Advanced Materials Co. Ltd. | 279595 | 308073 |
|  # | Otoki Corp. | 4520 | 1231684 |
|  | Pan Ocean Co. Ltd. | 868292 | 2332470 |
|  | Paradise Co. Ltd. | 153883 | 1993845 |
|  # | Partron Co. Ltd. | 149811 | 726617 |
|  | PHA Co. Ltd. | 33179 | 271397 |
|  # | Poongsan Corp. | 79221 | 6092787 |
|  # | Poongsan Holdings Corp. | 42592 | 1154601 |
|  | POSCO Holdings, Inc. (005490 KS) | 58373 | 12695793 |
|  | POSCO Holdings, Inc. (PKX US), Sponsored ADR | 551375 | 30116102 |
|  # | POSCO Steeleon Co. Ltd. | 6325 | 170855 |
|  | Protec Co. Ltd. | 6148 | 134557 |
|  \* | Refine Co. Ltd. | 6804 | 58957 |
|  | Rorze Systems Corp. | 10423 | 81365 |
|  \* | Sajo Industries Co. Ltd. | 1771 | 59992 |
|  | Sajodaerim Corp. | 10562 | 278547 |
|  | Sam Young Electronics Co. Ltd. | 31048 | 232933 |
|  | SAMHWA Paints Industrial Co. Ltd. | 40166 | 163642 |
|  | Samji Electronics Co. Ltd. | 19061 | 166439 |
|  # | Sammok S-Form Co. Ltd. | 26629 | 371706 |
|  # | SAMPYO Cement Co. Ltd. | 125487 | 264530 |
|  | Samsung C&T Corp. | 169373 | 26803487 |
|  # | Samsung Card Co. Ltd. (029780 KS) | 89930 | 3124236 |
|  | Samsung Electronics Co. Ltd. (005930 KS) | 4455693 | 335407556 |
|  | Samsung Electronics Co. Ltd. (SMSN LI), GDR | 7245 | 13521586 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) |
|  | Samsung Engineering Co. Ltd. | 44475 | $808568 |
|  # | Samsung Life Insurance Co. Ltd. | 108391 | 11713733 |
|  # | Samsung SDI Co. Ltd. | 114145 | 25719306 |
|  | Samsung SDS Co. Ltd. | 29096 | 3732019 |
|  | Samsung Securities Co. Ltd. | 161578 | 8744879 |
|  | SAMT Co. Ltd. | 178062 | 460553 |
|  | Samwha Capacitor Co. Ltd. | 15192 | 359054 |
|  | Samyang Corp. | 8892 | 308640 |
|  # | Samyang Holdings Corp. | 21200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1556427 |
|  | Samyang Tongsang Co. Ltd. | 2690 | 97624 |
|  # | SeAH Besteel Holdings Corp. | 58805 | 1132129 |
|  # | SeAH Holdings Corp. | 4354 | 366544 |
|  | SeAH Steel Corp. | 5976 | 530205 |
|  # | SeAH Steel Holdings Corp. | 8469 | 851441 |
|  | Sebang Co. Ltd. | 49883 | 475286 |
|  # | Sebang Global Battery Co. Ltd. | 30660 | 1400046 |
|  | Seegene, Inc. | 15963 | 283127 |
|  # | Segyung Hitech Co. Ltd. | 32590 | 130458 |
|  | Sejong Industrial Co. Ltd. | 19312 | 111457 |
|  | Sekonix Co. Ltd. | 10575 | 40983 |
|  | Seohee Construction Co. Ltd. | 67983 | 77443 |
|  #\* | Seoul Semiconductor Co. Ltd. | 102019 | 448173 |
|  # | Seoyon Co. Ltd. | 41986 | 277905 |
|  # | Seoyon E-Hwa Co. Ltd. | 77705 | 707713 |
|  | SFA Engineering Corp. | 7150 | 123937 |
|  | SGC Energy Co. Ltd. | 22681 | 359339 |
|  | Shin Heung Energy & Electronics Co. Ltd. | 46505 | 177871 |
|  | Shindaeyang Paper Co. Ltd. | 33740 | 291210 |
|  | Shinhan Financial Group Co. Ltd. (055550 KS) | 640452 | 32895225 |
|  | Shinhan Financial Group Co. Ltd. (SHG US), ADR | 943418 | 48765276 |

---

1158

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##### [**Table of Contents**](#toc)
**DIMENSIONAL EMERGING MARKETS VALUE FUND** 

**CONTINUED** 

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) |
|  # | Shinsegae Information & Communication Co. Ltd. | 17699 | $186625 |
|  | Shinsegae International, Inc. | 51606 | 371918 |
|  | Shinsegae, Inc. | 25513 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3109566 |
|  | Shinyoung Securities Co. Ltd. | 6784 | 687537 |
|  | Silla Co. Ltd. | 23707 | 148897 |
|  | SIMPAC, Inc. | 103324 | 335158 |
|  | Sindoh Co. Ltd. | 4217 | 125827 |
|  # | SK Chemicals Co. Ltd. | 10773 | 477365 |
|  | SK Discovery Co. Ltd. | 54122 | 2252904 |
|  \* | SK Eternix Co. Ltd. | 9412 | 137022 |
|  # | SK Gas Ltd. | 7256 | 1325847 |
|  \*W | SK IE Technology Co. Ltd. | 8752 | 188021 |
|  | SK Innovation Co. Ltd. | 110636 | 9990994 |
|  | SK Networks Co. Ltd. | 455894 | 1451205 |
|  | SK, Inc. | 87974 | 15276931 |
|  # | SL Corp. | 64890 | 1648739 |
|  #\* | SNT Holdings Co. Ltd. | 35428 | 1575895 |
|  # | SNT Motiv Co. Ltd. | 84772 | 2032800 |
|  #\* | S-Oil Corp. | 117577 | 5918136 |
|  | Solid, Inc. | 23835 | 134194 |
|  | Songwon Industrial Co. Ltd. | 46414 | 312387 |
|  | Soosan Industries Co. Ltd. | 6845 | 104463 |
|  | Soulbrain Holdings Co. Ltd. | 20947 | 628534 |
|  | Spigen Korea Co. Ltd. | 5048 | 78976 |
|  | Suheung Co. Ltd. | 11240 | 210869 |
|  | Sungshin Cement Co. Ltd. | 71955 | 473521 |
|  # | Sungwoo Hitech Co. Ltd. | 264620 | 1253923 |
|  | Sunjin Co. Ltd. | 26062 | 181976 |
|  \* | Suprema, Inc. | 7249 | 171579 |
|  | Systems Technology, Inc. | 8286 | 132586 |
|  | Tae Kyung Industrial Co. Ltd. | 64197 | 227783 |
|  # | Taekwang Industrial Co. Ltd. | 1368 | 769367 |
|  | TAEKYUNG BK Co. Ltd. | 7381 | 24695 |
|  #\* | Taewoong Co. Ltd. | 26328 | 566983 |
|  | Telechips, Inc. | 15310 | 149538 |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** | **Value»** |
|  SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) |
|  | TEMC Co. Ltd. | 20002 | $| 130718 |
|  # | TK Corp. | 26064 |  | 515988 |
|  | TKG Huchems Co. Ltd. | 19087 |  | 239289 |
|  \* | Tongyang Life Insurance Co. Ltd. | 83184 |  | 394834 |
|  | Tovis Co. Ltd. | 19209 |  | 201820 |
|  # | TS Corp. | 230626 |  | 453384 |
|  | TYM Corp. | 72457 |  | 302047 |
|  | Uju Electronics Co. Ltd. | 3275 |  | 88088 |
|  # | Unid Co. Ltd. | 15727 |  | 741049 |
|  | Union Semiconductor Equipment & Materials Co. Ltd. | 47426 |  | 331941 |
|  | Uniquest Corp. | 18792 |  | 101064 |
|  | Unitrontech Co. Ltd. | 33809 |  | 142818 |
|  # | Value Added Technology Co. Ltd. | 14519 |  | 223428 |
|  | Vitzro Tech Co. Ltd. | 2997 |  | 18517 |
|  # | Webzen, Inc. | 27614 |  | 233682 |
|  # | Whanin Pharmaceutical Co. Ltd. | 34490 |  | 275779 |
|  | WiSoL Co. Ltd. | 47525 |  | 188334 |
|  \* | Wonik Holdings Co. Ltd. | 57549 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1101054 |
|  | Wonik Materials Co. Ltd. | 21064 |  | 478005 |
|  # | Wonik QnC Corp. | 33500 |  | 548095 |
|  | Woori Financial Group, Inc. (316140 KS) | 2136473 |  | 38032843 |
|  | Worldex Industry & Trading Co. Ltd. | 14967 |  | 263612 |
|  # | Y G-1 Co. Ltd. | 61716 |  | 219319 |
|  | Young Poong Corp. | 17869 |  | 614213 |
|  # | Youngone Corp. | 114742 |  | 4652507 |
|  # | Youngone Holdings Co. Ltd. | 26845 |  | 2675753 |
|  # | Yuanta Securities Korea Co. Ltd. | 315282 |  | 853705 |
|  | YuHwa Securities Co. Ltd. | 79076 |  | 149637 |
|  # | Zinus, Inc. | 28010 |  | 271108 |
|  TOTAL SOUTH KOREA | TOTAL SOUTH KOREA | TOTAL SOUTH KOREA |  | 1614679318 |
|  TAIWAN — (20.5%) | TAIWAN — (20.5%) | TAIWAN — (20.5%) | TAIWAN — (20.5%) | TAIWAN — (20.5%) |
|  | 91APP, Inc. | 28000 |  | 65556 |
|  | Abico Avy Co. Ltd. | 542735 |  | 877394 |
|  # | Ability Enterprise Co. Ltd. | 862612 |  | 2393849 |

---

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**DIMENSIONAL EMERGING MARKETS VALUE FUND** 

**CONTINUED** 

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) |
|  # | AcBel Polytech, Inc. | 2583000 | $3642481 |
|  # | Acer, Inc. | 9361109 | 9120766 |
|  # | ACES Electronic Co. Ltd. | 564778 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1257811 |
|  \* | Acme Electronics Corp. | 23000 | 21759 |
|  \* | Acon Holding, Inc. | 173000 | 46272 |
|  | Acter Group Corp. Ltd. | 96000 | 2396269 |
|  # | Action Electronics Co. Ltd. | 718000 | 263042 |
|  # | Actron Technology Corp. | 151000 | 681013 |
|  | ADATA Technology Co. Ltd. | 1011757 | 6495026 |
|  | Advanced Ceramic X Corp. | 34000 | 131187 |
|  # | Advanced International Multitech Co. Ltd. | 455000 | 882487 |
|  # | Advanced Power Electronics Corp. | 164000 | 542976 |
|  | Advanced Wireless Semiconductor Co. | 24000 | 86281 |
|  # | Advancetek Enterprise Co. Ltd. | 744000 | 850256 |
|  # | AGV Products Corp. | 1869211 | 625529 |
|  # | AIC, Inc. | 77000 | 947962 |
|  | Airoha Technology Corp. | 23000 | 372395 |
|  | Airtac International Group | 155000 | 4571719 |
|  | Allied Circuit Co. Ltd. | 11863 | 65486 |
|  # | Allied Supreme Corp. | 96000 | 769318 |
|  # | Alltek Technology Corp. | 585120 | 607114 |
|  | Alltop Technology Co. Ltd. | 12000 | 96210 |
|  # | Alpha Networks, Inc. | 1039086 | 1092092 |
|  # | Altek Corp. | 1819080 | 2919581 |
|  | Amazing Microelectronic Corp. | 18000 | 58326 |
|  # | Ambassador Hotel | 1232000 | 1719518 |
|  | AMPACS Corp. | 38000 | 36154 |
|  | Ampire Co. Ltd. | 59000 | 48342 |
|  # | AMPOC Far-East Co. Ltd. | 331292 | 971441 |
|  | AmTRAN Technology Co. Ltd. | 1974756 | 899747 |
|  # | Anji Technology Co. Ltd. | 159000 | 192035 |
|  # | Apacer Technology, Inc. | 522210 | 1750449 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) |
|  # | APAQ Technology Co. Ltd. | 45000 | $269066 |
|  # | Apex Biotechnology Corp. | 281000 | 300215 |
|  #\* | Apex International Co. Ltd. | 688794 | 464800 |
|  | Apex Science & Engineering | 401633 | 143485 |
|  | ARBOR Technology Corp. | 39000 | 51609 |
|  | Arcadyan Technology Corp. | 625000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4084470 |
|  | Ardentec Corp. | 2214058 | 6709238 |
|  | ARES International Corp. | 24000 | 39478 |
|  # | Argosy Research, Inc. | 167000 | 993020 |
|  | Arizon RFID Technology Cayman Co. Ltd. | 13000 | 59331 |
|  # | ASE Technology Holding Co. Ltd. | 13730000 | 109850448 |
|  | Asia Cement Corp. | 7757589 | 9143446 |
|  | Asia Electronic Material Co. Ltd. | 91000 | 67851 |
|  # | Asia Optical Co., Inc. | 736000 | 3733005 |
|  # | Asia Polymer Corp. | 2200530 | 896138 |
|  # | Asia Tech Image, Inc. | 120000 | 296798 |
|  | ASMedia Technology, Inc. | 70000 | 3268355 |
|  | ASolid Technology Co. Ltd. | 12000 | 30631 |
|  | ASROCK, Inc. | 141000 | 1466789 |
|  | Asustek Computer, Inc. | 2160000 | 48797635 |
|  # | ATE Energy International Co. Ltd. | 201000 | 195869 |
|  | Aten International Co. Ltd. | 7000 | 13775 |
|  | Audix Corp. | 399332 | 838067 |
|  | AUO Corp. (AUOTY US), Sponsored ADR | 3009242 | 11916598 |
|  # | Avalue Technology, Inc. | 166000 | 599910 |
|  # | Axiomtek Co. Ltd. | 267000 | 711140 |
|  # | Azurewave Technologies, Inc. | 221000 | 522971 |
|  # | Bank of Kaohsiung Co. Ltd. | 4188320 | 1647275 |
|  # | Baotek Industrial Materials Ltd. | 120000 | 194631 |

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**DIMENSIONAL EMERGING MARKETS VALUE FUND** 

**CONTINUED** 

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) |
|  # | Basso Industry Corp.. | 452000 | $478851 |
|  # | BenQ Materials Corp. | 647000 | 436717 |
|  #\* | BES Engineering Corp. | 7377443 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3672301 |
|  #\* | Bin Chuan Enterprise Co. Ltd. | 239000 | 516153 |
|  | B'in Live Co. Ltd. | 17000 | 43447 |
|  #\* | Biostar Microtech International Corp. | 668055 | 493338 |
|  # | Bioteque Corp. | 39000 | 156009 |
|  # | Bizlink Holding, Inc. | 548505 | 24654370 |
|  | Bonny Worldwide Ltd. | 8000 | 40328 |
|  # | Bright Led Electronics Corp. | 479000 | 318344 |
|  # | Brightek Optoelectronic Co. Ltd. | 68000 | 91681 |
|  | Brighton-Best International Taiwan, Inc. | 359000 | 390892 |
|  # | Brillian Network & Automation Integrated System Co. Ltd. | 79000 | 608480 |
|  | Brogent Technologies, Inc. | 5000 | 15440 |
|  \* | Cameo Communications, Inc. | 386712 | 125610 |
|  | Capital Futures Corp. | 162766 | 261600 |
|  | Capital Securities Corp. | 7557158 | 5995901 |
|  # | Castles Technology Co. Ltd. | 146000 | 336775 |
|  | Caswell, Inc. | 112000 | 305414 |
|  # | Catcher Technology Co. Ltd. | 1263000 | 8144132 |
|  # | Cathay Chemical Works | 272000 | 397137 |
|  | Cathay Consolidated, Inc. | 14000 | 36799 |
|  # | Cathay Financial Holding Co. Ltd. | 26941201 | 55910852 |
|  | Cathay Real Estate Development Co. Ltd. | 2926694 | 2169824 |
|  #\* | CCP Contact Probes Co. Ltd. | 42334 | 74380 |
|  # | Celxpert Energy Corp. | 334304 | 441584 |
|  | Cenra, Inc. | 621632 | 686319 |
|  # | Central Reinsurance Co. Ltd. | 1172148 | 934689 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) |
|  | Century Iron & Steel Industrial Co. Ltd. | 539000 | $2681302 |
|  # | Chailease Holding Co. Ltd. | 4532019 | 15148604 |
|  \* | ChainQui Construction Development Co. Ltd. | 469393 | 225460 |
|  # | Champion Building Materials Co. Ltd. | 1207445 | 356513 |
|  | Chang Hwa Commercial Bank Ltd. | 17626698 | 11336337 |
|  | Chang Wah Electromaterials, Inc. | 735000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1079288 |
|  | Chang Wah Technology Co. Ltd. | 212000 | 277211 |
|  # | Channel Well Technology Co. Ltd. | 511000 | 1280096 |
|  | Charoen Pokphand Enterprise | 659600 | 2936647 |
|  # | CHC Healthcare Group | 551000 | 771540 |
|  | CHC Resources Corp. | 63000 | 143888 |
|  # | Chen Full International Co. Ltd. | 303000 | 393012 |
|  | Cheng Fwa Industrial Co. Ltd. | 35000 | 24360 |
|  # | Cheng Loong Corp. | 4390659 | 2437712 |
|  #\* | Cheng Mei Materials Technology Corp. | 822880 | 366116 |
|  # | Cheng Shin Rubber Industry Co. Ltd. | 6434000 | 6670005 |
|  # | Cheng Uei Precision Industry Co. Ltd. | 1237635 | 1978715 |
|  # | Chenming Electronic Technology Corp. | 189000 | 758662 |
|  | Chia Chang Co. Ltd. | 481000 | 647231 |
|  # | Chia Hsin Cement Corp. | 2597114 | 1092084 |
|  # | Chicony Electronics Co. Ltd. | 1331000 | 5613009 |
|  # | Chicony Power Technology Co. Ltd. | 520000 | 1520818 |
|  | Chien Kuo Construction Co. Ltd. | 712637 | 602273 |
|  | Chien Shing Harbour Service Co. Ltd. | 24496 | 34270 |

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**DIMENSIONAL EMERGING MARKETS VALUE FUND** 

**CONTINUED** 

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) |
|  # | China Airlines Ltd. | 13804353 | $8949474 |
|  # | China Bills Finance Corp. | 3423000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1852989 |
|  | China Container Terminal Corp. | 105000 | 87023 |
|  | China Ecotek Corp. | 53000 | 95255 |
|  | China Electric Manufacturing Corp. | 959432 | 393922 |
|  # | China General Plastics Corp. | 693585 | 249954 |
|  # | China Glaze Co. Ltd.. | 346799 | 207002 |
|  #\* | China Man-Made Fiber Corp. | 6645014 | 1348349 |
|  # | China Metal Products | 1365969 | 1165108 |
|  # | China Motor Corp. | 938099 | 1775612 |
|  #\* | China Petrochemical Development Corp. | 11311068 | 2754585 |
|  # | China Steel Chemical Corp. | 322000 | 852040 |
|  # | China Steel Corp. | 26230320 | 15827478 |
|  | China Steel Structure Co. Ltd. | 7000 | 9357 |
|  | China Wire & Cable Co. Ltd. | 444600 | 550912 |
|  # | Chinese Maritime Transport Ltd. | 357270 | 663337 |
|  # | Ching Feng Home Fashions Co. Ltd. | 126752 | 81406 |
|  # | Chin-Poon Industrial Co. Ltd. | 1810815 | 1925826 |
|  | Chipbond Technology Corp. | 2216000 | 4288527 |
|  | ChipMOS Technologies, Inc. (8150 TT) | 2151085 | 2262952 |
|  | ChipMOS Technologies, Inc. (IMOS US), ADR | 16133 | 343466 |
|  # | Chlitina Holding Ltd. | 128000 | 415688 |
|  | Chong Hong Construction Co. Ltd. | 585000 | 1496292 |
|  | Chun YU Works & Co. Ltd. | 848750 | 434226 |
|  # | Chun Yuan Steel Industry Co. Ltd. | 2324287 | 1444793 |
|  # | Chung Hwa Chemical Industrial Works Ltd. | 80000 | 91260 |
|  #\* | Chung Hwa Pulp Corp. | 1469353 | 596093 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) |
|  \*†† | Chung Shing Textile Co. | 600 | $0 |
|  # | Chung Tai Resource Technology Corp. | 30000 | 96751 |
|  | Chung-Hsin Electric & Machinery Manufacturing Corp. | 963000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4780832 |
|  | Chunghwa Precision Test Tech Co. Ltd. | 4000 | 208330 |
|  | Chyang Sheng Texing Co. Ltd. | 167000 | 92218 |
|  | Cleanaway Co. Ltd. (8422 TT) | 242000 | 1900570 |
|  | Clevo Co. | 1295000 | 1662108 |
|  # | CMC Magnetics Corp. | 2090019 | 618541 |
|  # | Collins Co. Ltd. | 658224 | 291577 |
|  # | Compal Electronics, Inc. | 16160332 | 17268157 |
|  | Compeq Manufacturing Co. Ltd. | 4826000 | 13639454 |
|  | Complex Micro Interconnection Co. Ltd. | 33000 | 41828 |
|  | Compucase Enterprise | 236000 | 763051 |
|  | Concord Securities Co. Ltd. | 2472244 | 1022748 |
|  # | Continental Holdings Corp. | 2142540 | 1507118 |
|  # | Contrel Technology Co. Ltd. | 548000 | 700015 |
|  # | Coremax Corp. | 224000 | 466674 |
|  # | Coretronic Corp. | 1471800 | 4173298 |
|  # | Creative Sensor, Inc. | 161000 | 278474 |
|  # | Crowell Development Corp. | 144150 | 144725 |
|  | Cryomax Cooling System Corp. | 44926 | 58509 |
|  | CTBC Financial Holding Co. Ltd. | 57326073 | 77853522 |
|  # | CTCI Corp. | 2103775 | 2085522 |
|  | CviLux Corp. | 280000 | 744720 |
|  # | Cyberlink Corp. | 141000 | 429297 |
|  | CyberPower Systems, Inc. | 147000 | 1139536 |
|  #\* | CyberTAN Technology, Inc. | 799000 | 689922 |
|  | DA CIN Construction Co. Ltd. | 1306063 | 2783859 |

---

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**DIMENSIONAL EMERGING MARKETS VALUE FUND** 

**CONTINUED** 

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) |
|  # | Da-Li Development Co. Ltd. | 864392 | $1384132 |
|  # | Darfon Electronics Corp. | 698000 | 815487 |
|  | Darwin Precisions Corp. | 1303671 | 473437 |
|  | De Licacy Industrial Co. Ltd. | 174222 | 61615 |
|  | Delpha Construction Co. Ltd. | 233000 | 224017 |
|  # | Depo Auto Parts Ind Co. Ltd. | 538000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2383335 |
|  # | DFI, Inc. | 62000 | 137265 |
|  # | Dimerco Express Corp. | 367000 | 959453 |
|  # | D-Link Corp. | 1414068 | 764195 |
|  | Donpon Precision, Inc. | 123200 | 190376 |
|  | Drewloong Precision, Inc. | 45331 | 222863 |
|  | Dyaco International, Inc. | 20000 | 14780 |
|  # | Dynamic Holding Co. Ltd. | 934873 | 2717288 |
|  # | Dynapack International Technology Corp. | 750000 | 7447297 |
|  | E Ink Holdings, Inc. | 647000 | 4444835 |
|  | E.Sun Financial Holding Co. Ltd. | 28071982 | 27116003 |
|  # | Eastech Holding Ltd. | 158000 | 557922 |
|  | Eastern Media International Corp. | 873090 | 584898 |
|  # | Eclat Textile Co. Ltd. | 362000 | 4811166 |
|  # | eCloudvalley Digital Technology Co. Ltd. | 36000 | 83781 |
|  | ECOVE Environment Corp. | 11000 | 103353 |
|  | Edimax Technology Co. Ltd. | 58000 | 37165 |
|  | Edison Opto Corp. | 372250 | 216105 |
|  #\* | Edom Technology Co. Ltd. | 988350 | 1214249 |
|  # | Elan Microelectronics Corp. | 632000 | 2538266 |
|  | E-Lead Electronic Co. Ltd. | 106000 | 151596 |
|  # | Elitegroup Computer Systems Co. Ltd. | 888395 | 583799 |
|  | Emerging Display Technologies Corp. | 407000 | 272677 |
|  †† | ENG Electric Co. Ltd. | 11999 | 53 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) |
|  | Ennoconn Corp. | 411599 | $3900620 |
|  # | Ennostar, Inc. | 2220210 | 2468116 |
|  # | EnTie Commercial Bank Co. Ltd. | 2417232 | 1035997 |
|  | EOI Investment Holdings Co. Ltd. | 168000 | 103016 |
|  \* | Epileds Technologies, Inc. | 139000 | 87647 |
|  # | Episil-Precision, Inc. | 86000 | 156287 |
|  # | Eris Technology Corp. | 10000 | 52905 |
|  # | Eson Precision Ind Co. Ltd. | 435000 | 1164788 |
|  # | Eternal Materials Co. Ltd. | 2553487 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3382746 |
|  # | Eurocharm Holdings Co. Ltd. | 73000 | 293429 |
|  | Eva Airways Corp. | 11359355 | 13334364 |
|  \* | Everest Textile Co. Ltd. | 1630813 | 300057 |
|  | Evergreen Aviation Technologies Corp. | 356000 | 1710189 |
|  | Evergreen International Storage & Transport Corp. | 1294500 | 2408495 |
|  # | Evergreen Marine Corp. Taiwan Ltd. | 3931658 | 24663753 |
|  | EVERGREEN Steel Corp. | 706000 | 2437654 |
|  # | Everlight Chemical Industrial Corp. | 1197950 | 727396 |
|  | Everlight Electronics Co. Ltd. | 2218000 | 4217883 |
|  # | Evertop Wire Cable Corp. | 545000 | 600673 |
|  # | Excelsior Medical Co. Ltd. | 632465 | 1745595 |
|  | Far Eastern Department Stores Ltd. | 4119445 | 2895827 |
|  | Far Eastern International Bank | 14059848 | 5775798 |
|  | Far Eastern New Century Corp. | 13016528 | 11201244 |
|  | Far EasTone Telecommunications Co. Ltd. | 5093397 | 15296231 |
|  | Farglory F T Z Investment Holding Co. Ltd. | 499655 | 786822 |
|  # | Farglory Land Development Co. Ltd. | 1375264 | 2409491 |

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**CONTINUED** 

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| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) |
|  # | Feedback Technology Corp. | 143127 | $501156 |
|  # | Feng Hsin Steel Co. Ltd. | 415000 | 853637 |
|  # | Feng TAY Enterprise Co. Ltd. | 552000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2184900 |
|  \* | FineMat Applied Materials Co. Ltd. | 27000 | 30767 |
|  | First Financial Holding Co. Ltd. | 30402651 | 28200302 |
|  | First Hotel | 974857 | 410486 |
|  # | First Insurance Co. Ltd. | 1400064 | 1196128 |
|  \* | First Steamship Co. Ltd. | 2874042 | 538093 |
|  # | FIT Holding Co. Ltd. | 315150 | 379302 |
|  | Fitipower Integrated Technology, Inc. | 359550 | 1771820 |
|  # | Flytech Technology Co. Ltd. | 307000 | 1058469 |
|  # | FocalTech Systems Co. Ltd. | 636000 | 1217664 |
|  | Forcecon Tech Co. Ltd. | 224057 | 794785 |
|  # | Forest Water Environment Engineering Co. Ltd. | 150052 | 196301 |
|  # | Formosa Advanced Technologies Co. Ltd. | 941000 | 1157897 |
|  # | Formosa Chemicals & Fibre Corp. | 7606000 | 7197124 |
|  # | Formosa Laboratories, Inc. | 492478 | 990815 |
|  | Formosa Oilseed Processing Co. Ltd. | 39035 | 38815 |
|  | Formosa Optical Technology Co. Ltd. | 27000 | 85745 |
|  | Formosa Petrochemical Corp. | 2453000 | 3566540 |
|  # | Formosa Plastics Corp. | 9055000 | 11189678 |
|  # | Formosa Sumco Technology Corp. | 186000 | 600871 |
|  | Formosa Taffeta Co. Ltd. | 3132511 | 1515143 |
|  # | Formosan Rubber Group, Inc. | 1162761 | 897477 |
|  # | Formosan Union Chemical Corp. | 1809843 | 978288 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) |
|  | Founding Construction & Development Co. Ltd. | 1012418 | $490282 |
|  | Foxconn Technology Co. Ltd. | 2465142 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5698292 |
|  | Foxsemicon Integrated Technology, Inc. | 291000 | 3487761 |
|  # | Franbo Lines Corp. | 600392 | 420784 |
|  | Froch Enterprise Co. Ltd. | 1037734 | 468439 |
|  # | FSP Technology, Inc.. | 810292 | 1592475 |
|  # | Fu Chun Shin Machinery Manufacture Co. Ltd. | 248097 | 157434 |
|  # | Fu Hua Innovation Co. Ltd. | 1819914 | 1158288 |
|  | Fubon Financial Holding Co. Ltd. | 25450476 | 75322369 |
|  # | Fulgent Sun International Holding Co. Ltd. | 517623 | 1610918 |
|  | Fullerton Technology Co. Ltd. | 402200 | 307371 |
|  #\* | Fulltech Fiber Glass Corp. | 1326833 | 3105098 |
|  | Fusheng Precision Co. Ltd. | 300000 | 2359572 |
|  # | Fwusow Industry Co. Ltd. | 1282429 | 568586 |
|  # | G Shank Enterprise Co. Ltd. | 809107 | 2524762 |
|  # | Gamania Digital Entertainment Co. Ltd. | 456000 | 879208 |
|  | Gemtek Technology Corp. | 1441962 | 1224178 |
|  \* | General Interface Solution GIS Holding Ltd. | 891000 | 1426965 |
|  | Generalplus Technology, Inc. | 213000 | 270561 |
|  | Genesys Logic, Inc. | 69000 | 240876 |
|  | Genius Electronic Optical Co. Ltd. | 316000 | 4293860 |
|  | GeoVision, Inc. | 95000 | 142488 |
|  | Getac Holdings Corp. | 1199065 | 5371301 |
|  # | Giant Manufacturing Co. Ltd. | 912000 | 3004710 |
|  #\* | Giantplus Technology Co. Ltd. | 1729100 | 667425 |

---

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**DIMENSIONAL EMERGING MARKETS VALUE FUND** 

**CONTINUED** 

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) |
|  | Gigabyte Technology Co. Ltd. | 1568287 | $14217053 |
|  # | Global Brands Manufacture Ltd. | 1584468 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5992468 |
|  | Global Lighting Technologies, Inc. | 167000 | 226401 |
|  | Global Mixed Mode Technology, Inc. | 176000 | 1331200 |
|  # | Global PMX Co. Ltd. | 166000 | 767513 |
|  # | Global View Co. Ltd. | 28000 | 55032 |
|  # | Globalwafers Co. Ltd. | 722000 | 11870378 |
|  # | Globe Union Industrial Corp. | 919126 | 307388 |
|  # | Gloria Material Technology Corp. | 1886116 | 2083185 |
|  # | GMI Technology, Inc. | 66143 | 83551 |
|  | Golden Long Teng Development Co. Ltd. | 93000 | 83163 |
|  | Goldsun Building Materials Co. Ltd. | 4517171 | 5310773 |
|  | Good Will Instrument Co. Ltd. | 269746 | 499277 |
|  # | Gordon Auto Body Parts | 421000 | 433486 |
|  # | Gourmet Master Co. Ltd. | 352000 | 798404 |
|  # | Grand Fortune Securities Co. Ltd. | 1169929 | 452053 |
|  #\* | Grand Pacific Petrochemical | 3619018 | 1211907 |
|  # | Grape King Bio Ltd. | 294000 | 1179913 |
|  # | Great China Metal Industry | 842000 | 550310 |
|  | Great Tree Pharmacy Co. Ltd. | 40000 | 143569 |
|  | Great Wall Enterprise Co. Ltd. | 2486236 | 4199096 |
|  | Greatek Electronics, Inc. | 809000 | 1849958 |
|  # | Group Up Industrial Co. Ltd. | 113000 | 1019889 |
|  # | GTM Holdings Corp. | 622900 | 614539 |
|  | Hannstar Board Corp. | 1500048 | 4588437 |
|  \* | HannStar Display Corp. | 4952435 | 1148248 |
|  \* | HannsTouch Holdings Co. | 1049001 | 218123 |
|  # | Hanpin Electron Co. Ltd. | 334000 | 499071 |
|  #\* | Harvatek Corp. | 770553 | 506534 |
|  | Heran Co. Ltd. | 12000 | 24841 |
|  | Hey Song Corp. | 1745500 | 2118283 |
|  | Hi-Clearance, Inc. | 4296 | 19215 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) |
|  | Highlight Tech Corp. | 43600 | $62304 |
|  †† | High-Tek Harness Enterprise Co. Ltd. | 179000 | 8676 |
|  # | Highwealth Construction Corp.. | 4416258 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5593307 |
|  | Hi-Lai Foods Co. Ltd. | 25000 | 130029 |
|  | HIM International Music, Inc. | 4000 | 12160 |
|  \* | Hitron Technology, Inc. | 219000 | 172500 |
|  # | Hiwin Technologies Corp. | 696000 | 5025206 |
|  # | Hiyes International Co. Ltd. | 159651 | 433565 |
|  # | Ho Tung Chemical Corp. | 4467475 | 1189742 |
|  # | Hocheng Corp. | 1185066 | 688709 |
|  # | Holdings-Key Electric Wire & Cable Co. Ltd. | 371699 | 537461 |
|  | Holiday Entertainment Co. Ltd. | 23000 | 45326 |
|  # | Holy Stone Enterprise Co. Ltd. | 432800 | 1601244 |
|  | Hon Hai Precision Industry Co. Ltd. (2317 TT) | 40490192 | 336772374 |
|  # | Hong Pu Real Estate Development Co. Ltd. | 1038655 | 880638 |
|  | Hong TAI Electric Industrial | 1279000 | 1635021 |
|  # | Horizon Securities Co. Ltd. | 354820 | 125615 |
|  # | Hota Industrial Manufacturing Co. Ltd. | 672000 | 1295277 |
|  # | Hotai Finance Co. Ltd. | 313000 | 626439 |
|  | Hotai Motor Co. Ltd. | 32000 | 586669 |
|  # | Hsin Kuang Steel Co. Ltd. | 800000 | 1031638 |
|  # | Hsing TA Cement Co. | 862614 | 433850 |
|  | Hu Lane Associate, Inc. | 327626 | 1399933 |
|  # | HUA ENG Wire & Cable Co. Ltd. | 362000 | 387417 |
|  | Hua Nan Financial Holdings Co. Ltd. | 23227604 | 22037800 |
|  # | Hua Yu Lien Development Co. Ltd. | 204525 | 413276 |

---

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**DIMENSIONAL EMERGING MARKETS VALUE FUND** 

**CONTINUED** 

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) |
|  | Huaku Development Co. Ltd. | 1040655 | $3520137 |
|  # | Huang Hsiang Construction Corp.. | 424947 | 569056 |
|  # | Hung Ching Development & Construction Co. Ltd. | 857468 | 759942 |
|  | Hung Sheng Construction Ltd. | 1724269 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1194385 |
|  # | Huxen Corp. | 173281 | 272715 |
|  # | Hwa Fong Rubber Industrial Co. Ltd. | 455000 | 223325 |
|  # | Hwacom Systems, Inc. | 414000 | 328110 |
|  # | Ibase Technology, Inc. | 122000 | 193894 |
|  | IBF Financial Holdings Co. Ltd. | 13768262 | 6817655 |
|  # | Ichia Technologies, Inc. | 1160260 | 1912962 |
|  # | IEI Integration Corp. | 500200 | 1086807 |
|  # | Infortrend Technology, Inc. | 729000 | 541928 |
|  | Info-Tek Corp. | 54000 | 64060 |
|  | Innodisk Corp. | 169311 | 2363293 |
|  | Innolux Corp. | 18643431 | 8029444 |
|  # | Inpaq Technology Co. Ltd. | 348930 | 982866 |
|  # | Integrated Service Technology, Inc. | 240203 | 860183 |
|  \* | IntelliEPI, Inc. | 5000 | 25346 |
|  # | Interactive Digital Technologies, Inc. | 40000 | 96205 |
|  \* | International CSRC Investment Holdings Co. | 2975166 | 988249 |
|  # | Inventec Corp. | 7953277 | 11803861 |
|  # | Iron Force Industrial Co. Ltd. | 190420 | 587411 |
|  | ITE Technology, Inc. | 437479 | 1849633 |
|  # | ITEQ Corp. | 711000 | 2691962 |
|  # | Jarllytec Co. Ltd. | 111725 | 355329 |
|  # | Jean Co. Ltd. | 531709 | 440400 |
|  | Jetway Information Co. Ltd. | 33000 | 57495 |
|  # | Jia Wei Lifestyle, Inc. | 130200 | 168510 |
|  # | Jiin Yeeh Ding Enterprise Co. Ltd. | 231000 | 482307 |
|  # | Jinan Acetate Chemical Co. Ltd. | 2016000 | 3945158 |
|  # | Jochu Technology Co. Ltd. | 42000 | 65312 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) |
|  | Johnson Health Tech Co. Ltd. | 71000 | $367680 |
|  # | JPC connectivity, Inc. | 173000 | 934962 |
|  | JPP Holding Co. Ltd. | 72000 | 741325 |
|  | JSL Construction & Development Co. Ltd. | 31000 | 51368 |
|  # | K Laser Technology, Inc. | 785601 | 398098 |
|  # | Kaimei Electronic Corp. | 351400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1067571 |
|  # | Kedge Construction Co. Ltd. | 205481 | 586902 |
|  | Kenda Rubber Industrial Co. Ltd. | 1507409 | 981562 |
|  | Kent Industrial Co. Ltd. | 18000 | 14582 |
|  | Kerry TJ Logistics Co. Ltd. | 206000 | 225178 |
|  # | Keystone Microtech Corp. | 45000 | 618536 |
|  | KGI Financial Holding Co. Ltd. | 52866127 | 27270541 |
|  # | KHGEARS International Ltd. | 105000 | 592336 |
|  # | Kindom Development Co. Ltd. | 2075700 | 2244629 |
|  # | King Chou Marine Technology Co. Ltd. | 301100 | 501697 |
|  | King Polytechnic Engineering Co. Ltd. | 122100 | 180574 |
|  | King Yuan Electronics Co. Ltd. | 3451805 | 24202056 |
|  #\* | King's Town Construction Co. Ltd. | 393380 | 533007 |
|  #\* | Kinko Optical Co. Ltd. | 572756 | 852292 |
|  # | Kinpo Electronics | 5886375 | 4331784 |
|  | Kinsus Interconnect Technology Corp. | 1359000 | 5997898 |
|  # | KMC Kuei Meng International, Inc. | 130000 | 380360 |
|  # | KS Terminals, Inc. | 419000 | 681702 |
|  | Kuen Ling Machinery Refrigerating Co. Ltd. | 8000 | 10112 |
|  # | Kung Long Batteries Industrial Co. Ltd. | 119000 | 469768 |
|  #\* | Kung Sing Engineering Corp. | 2211875 | 832984 |

---

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**DIMENSIONAL EMERGING MARKETS VALUE FUND** 

**CONTINUED** 

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) |
|  # | Kuo Toong International Co. Ltd. | 791808 | $1484019 |
|  | Kwong Fong Industries Corp. | 481649 | 177623 |
|  | Kwong Lung Enterprise Co. Ltd. | 338000 | 525411 |
|  # | L&K Engineering Co. Ltd. | 426303 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6594963 |
|  # | La Kaffa International Co. Ltd. | 11000 | 26506 |
|  \* | LAN FA Textile | 985713 | 383153 |
|  # | Lanner Electronics, Inc. | 337000 | 880888 |
|  # | Largan Precision Co. Ltd. (3008 TT) | 329000 | 23613707 |
|  # | Laser Tek Taiwan Co. Ltd. | 129000 | 216696 |
|  # | Laster Tech Co. Ltd. | 397172 | 268177 |
|  | Leadtrend Technology Corp. | 22000 | 34350 |
|  #\* | Lealea Enterprise Co. Ltd. | 3801898 | 804580 |
|  # | LEE CHI Enterprises Co. Ltd. | 891900 | 341813 |
|  # | Lelon Electronics Corp. | 395000 | 1393575 |
|  # | Lemtech Holdings Co. Ltd. | 132300 | 343429 |
|  | Leo Systems, Inc. | 50000 | 57775 |
|  \* | Leofoo Development Co. Ltd. | 148000 | 81046 |
|  \* | Li Peng Enterprise Co. Ltd. | 2274381 | 410195 |
|  | Lian HWA Food Corp. | 18000 | 64821 |
|  # | Lien Hwa Industrial Holdings Corp. | 2175539 | 3412792 |
|  # | Lingsen Precision Industries Ltd. | 1924480 | 1284587 |
|  | Lion Travel Service Co. Ltd. | 251000 | 1279650 |
|  | Lite-On Technology Corp. | 6635738 | 38497141 |
|  # | Liton Technology Corp. | 106000 | 164266 |
|  \* | Long Bon International Co. Ltd. | 240880 | 115135 |
|  # | Long Da Construction & Development Corp. | 604000 | 560000 |
|  #\* | Longchen Paper & Packaging Co. Ltd. | 4007859 | 1218813 |
|  # | Longwell Co. | 670000 | 4075554 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) |
|  | Lotes Co. Ltd. | 101000 | $4503156 |
|  | Lotus Pharmaceutical Co. Ltd. | 558000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5353070 |
|  | Loyalty Founder Enterprise Co. Ltd. | 164000 | 159967 |
|  # | Lucky Cement Corp. | 775000 | 376681 |
|  # | Lumax International Corp. Ltd. | 215000 | 690820 |
|  \* | Lung Yen Life Service Corp. | 186000 | 314406 |
|  | Lungteh Shipbuilding Co. Ltd. | 99000 | 385547 |
|  # | Macauto Industrial Co. Ltd. | 109000 | 210790 |
|  # | Macnica Galaxy, Inc. | 9000 | 25673 |
|  \* | Macronix International Co. Ltd. | 6977605 | 7034362 |
|  | Magnate Technology Co. Ltd. | 17000 | 23428 |
|  | Makalot Industrial Co. Ltd. | 337000 | 2940297 |
|  # | Marketech International Corp. | 220000 | 1749706 |
|  # | Materials Analysis Technology, Inc. | 147000 | 968369 |
|  # | Mayer Steel Pipe Corp. | 716947 | 554538 |
|  # | Maywufa Co. Ltd. | 182070 | 129050 |
|  | MediaTek, Inc. | 288000 | 12213914 |
|  | Mega Financial Holding Co. Ltd. | 20752717 | 27283486 |
|  # | Megaforce Co. Ltd. | 152000 | 203942 |
|  # | Mercuries & Associates Holding Ltd. | 2348771 | 1091225 |
|  # | Mercuries Data Systems Ltd. | 141000 | 116953 |
|  \* | Mercuries Life Insurance Co. Ltd. | 3940589 | 926474 |
|  | Merida Industry Co. Ltd. | 665000 | 2155138 |
|  # | Merry Electronics Co. Ltd. | 847245 | 2815022 |
|  # | METAAGE Corp. | 221000 | 373111 |
|  # | Micro-Star International Co. Ltd. | 1734000 | 6146874 |
|  # | Mildef Crete, Inc. | 142000 | 494157 |
|  # | MIN AIK Technology Co. Ltd. | 293600 | 209690 |
|  # | Mitac Holdings Corp. | 2813450 | 9081693 |
|  # | Motech Industries, Inc. | 932000 | 514219 |
|  # | MSSCORPS Co. Ltd. | 135019 | 748927 |

---

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**DIMENSIONAL EMERGING MARKETS VALUE FUND** 

**CONTINUED** 

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) |
|  | Nak Sealing Technologies Corp. | 92000 | $318006 |
|  # | Namchow Holdings Co. Ltd. | 481000 | 605209 |
|  # | Nan Kang Rubber Tire Co. Ltd. | 751030 | 882703 |
|  | Nan Pao Resins Chemical Co. Ltd. | 183000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2180428 |
|  \* | Nan Ren Lake Leisure Amusement Co. Ltd. | 135739 | 43802 |
|  # | Nan Ya Plastics Corp. | 11459000 | 15419259 |
|  # | Nan Ya Printed Circuit Board Corp. | 631000 | 5914356 |
|  | Nang Kuang Pharmaceutical Co. Ltd. | 171000 | 215917 |
|  # | Nantex Industry Co. Ltd. | 508000 | 368045 |
|  #\* | Nanya Technology Corp. | 3078000 | 13144583 |
|  # | National Aerospace Fasteners Corp. | 94000 | 328184 |
|  | Netronix, Inc. | 25000 | 109286 |
|  \* | New Asia Construction & Development Corp. | 394000 | 189357 |
|  # | Nichidenbo Corp. | 589000 | 1725161 |
|  | Nien Hsing Textile Co. Ltd. | 470061 | 253641 |
|  | Nien Made Enterprise Co. Ltd. | 210000 | 2515763 |
|  # | Niko Semiconductor Co. Ltd. | 180525 | 331214 |
|  # | Nishoku Technology, Inc. | 201000 | 828458 |
|  | North-Star International Co. Ltd. | 108000 | 92799 |
|  | Nova Technology Corp. | 56000 | 312731 |
|  # | Novatek Microelectronics Corp. | 493000 | 6281379 |
|  | Nuvoton Technology Corp. | 347000 | 692127 |
|  | O-Bank Co. Ltd. | 3349604 | 985512 |
|  | Ocean Plastics Co. Ltd. | 70000 | 81898 |
|  | Optimax Technology Corp. | 241000 | 156972 |
|  | Orient Semiconductor Electronics Ltd. | 1115670 | 1751896 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) |
|  #\* | Oriental Union Chemical Corp. | 948000 | $368127 |
|  | O-TA Precision Industry Co. Ltd. | 6000 | 14478 |
|  # | Pacific Construction Co. | 1552452 | 480835 |
|  # | Paiho Shih Holdings Corp. | 368335 | 298123 |
|  # | Pan German Universal Motors Ltd. | 59000 | 556643 |
|  | Pan Jit International, Inc. | 1024100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2795669 |
|  # | Pan-International Industrial Corp. | 2067444 | 3755646 |
|  | Panion & BF Biotech, Inc. | 5000 | 10762 |
|  | Parade Technologies Ltd. | 207000 | 4560668 |
|  # | Parpro Corp. | 28000 | 47835 |
|  \* | PChome Online, Inc. | 564061 | 638177 |
|  # | PCL Technologies, Inc. | 198000 | 766227 |
|  | Pegatron Corp. | 8508998 | 20470845 |
|  # | Pegavision Corp. | 131000 | 1449009 |
|  # | PharmaEngine, Inc. | 148000 | 341923 |
|  #\* | Phihong Technology Co. Ltd. | 78000 | 77116 |
|  | Phison Electronics Corp. | 394000 | 13583633 |
|  | Phoenix Silicon International Corp. | 257000 | 1438361 |
|  | Phoenix Tours International, Inc. | 49350 | 82869 |
|  | Pixart Imaging, Inc. | 422000 | 3167767 |
|  # | Posiflex Technology, Inc. | 133000 | 931834 |
|  | Pou Chen Corp. | 8449550 | 8039685 |
|  #\* | Powerchip Semiconductor Manufacturing Corp. | 2930000 | 2974198 |
|  | Powertech Technology, Inc. | 2576000 | 14389932 |
|  | President Securities Corp. | 4623589 | 3555996 |
|  | Primax Electronics Ltd. | 1899000 | 5109645 |
|  | Prince Housing & Development Corp. | 3502018 | 1014862 |
|  | Promate Electronic Co. Ltd. | 592793 | 913178 |

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**DIMENSIONAL EMERGING MARKETS VALUE FUND** 

**CONTINUED** 

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) |
|  # | Prosperity Dielectrics Co. Ltd. | 277000 | $528230 |
|  | Qisda Corp. | 4562620 | 4584642 |
|  # | QST International Corp. | 210858 | 290926 |
|  | Qualipoly Chemical Corp. | 290593 | 1705895 |
|  | Quang Viet Enterprise Co. Ltd. | 35410 | 88862 |
|  # | Quanta Computer, Inc. | 380000 | 3685327 |
|  # | Quanta Storage, Inc. | 583000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2008536 |
|  #\* | Quintain Steel Co. Ltd. | 1325247 | 375367 |
|  | Radiant Opto-Electronics Corp. | 1869000 | 8006120 |
|  # | Radium Life Tech Co. Ltd. | 2274543 | 812376 |
|  # | Raydium Semiconductor Corp. | 180000 | 1422460 |
|  # | Rechi Precision Co. Ltd. | 1099000 | 824054 |
|  # | Rexon Industrial Corp. Ltd. | 370000 | 331394 |
|  # | Rich Development Co. Ltd. | 2050175 | 564532 |
|  | RiTdisplay Corp. | 63464 | 68134 |
|  \* | Ritek Corp. | 2442449 | 789892 |
|  | Ruentex Development Co. Ltd. | 3708900 | 3592506 |
|  | Ruentex Industries Ltd. | 742385 | 1295127 |
|  | Run Long Construction Co. Ltd. | 549000 | 677700 |
|  # | Sakura Development Co. Ltd. | 309600 | 483616 |
|  | Sampo Corp. | 1886340 | 1508389 |
|  # | San Fang Chemical Industry Co. Ltd. | 341000 | 342558 |
|  | San Fu Chemical Co. Ltd. | 26000 | 91582 |
|  | San Lien Technology Corp. Ltd. | 15000 | 40223 |
|  | Sanyang Motor Co. Ltd. | 1694624 | 3325117 |
|  # | Savior Lifetec Corp. | 560000 | 311133 |
|  # | ScinoPharm Taiwan Ltd. | 301000 | 171361 |
|  # | SciVision Biotech, Inc. | 68000 | 198188 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) |
|  # | SDI Corp. | 390000 | $1078997 |
|  | Sea Sonic Electronics Co. Ltd. | 71000 | 158799 |
|  | Senao International Co. Ltd. | 33000 | 31126 |
|  # | Senao Networks, Inc. | 76000 | 374928 |
|  | Sensortek Technology Corp. | 14000 | 86424 |
|  | Sercomm Corp. | 792000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2538263 |
|  | Sesoda Corp. | 787279 | 772196 |
|  | Shanghai Commercial & Savings Bank Ltd. | 8042566 | 10353243 |
|  | Sharehope Medicine Co. Ltd. | 271191 | 214221 |
|  # | Sheng Yu Steel Co. Ltd. | 611000 | 420726 |
|  # | ShenMao Technology, Inc. | 283000 | 929651 |
|  | Shieh Yih Machinery Industry Co. Ltd. | 169000 | 117370 |
|  # | Shih Her Technologies, Inc. | 279069 | 1567838 |
|  \* | Shih Wei Navigation Co. Ltd. | 1375271 | 782582 |
|  # | Shihlin Electric & Engineering Corp. | 461000 | 2979667 |
|  # | Shin Ruenn Development Co. Ltd. | 162776 | 308168 |
|  # | Shin Zu Shing Co. Ltd. | 445517 | 3041601 |
|  \* | Shining Building Business Co. Ltd. | 206368 | 60723 |
|  | Shinkong Insurance Co. Ltd. | 763412 | 2790928 |
|  # | Shinkong Synthetic Fibers Corp. | 6366754 | 2759598 |
|  # | Shinkong Textile Co. Ltd. | 163000 | 299283 |
|  # | Shiny Chemical Industrial Co. Ltd. | 101000 | 478126 |
|  \* | Shuttle, Inc. | 1323015 | 795755 |
|  | Sigurd Microelectronics Corp. | 2351231 | 7954816 |
|  # | Silergy Corp. | 571000 | 4108225 |
|  | Silitech Technology Corp. | 20000 | 22801 |
|  | Simplo Technology Co. Ltd. | 472000 | 5372922 |
|  | Sinbon Electronics Co. Ltd. | 607000 | 4160232 |

---

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**DIMENSIONAL EMERGING MARKETS VALUE FUND** 

**CONTINUED** 

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) |
|  | Sincere Navigation Corp. | 1085242 | $852417 |
|  | Singatron Enterprise Co. Ltd. | 25000 | 24865 |
|  # | Sinmag Equipment Corp. | 27000 | 118053 |
|  | Sino-American Silicon Products, Inc. | 1492000 | 6037398 |
|  # | Sinon Corp. | 1847877 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2563241 |
|  | SinoPac Financial Holdings Co. Ltd. | 48999196 | 40786587 |
|  # | Sinopower Semiconductor, Inc. | 69000 | 240909 |
|  | Sinphar Pharmaceutical Co. Ltd. | 374682 | 392011 |
|  | Sinyi Realty, Inc. | 256000 | 188527 |
|  # | Sirtec International Co. Ltd. | 285200 | 233525 |
|  | Sitronix Technology Corp. | 303000 | 1968729 |
|  # | Siward Crystal Technology Co. Ltd. | 740875 | 542050 |
|  | Sixxon Tech Co. Ltd. | 3000 | 15837 |
|  # | Soft-World International Corp. | 136000 | 450569 |
|  # | Solar Applied Materials Technology Corp. | 1945000 | 3738290 |
|  # | Solteam, Inc. | 215742 | 338145 |
|  # | Song Shang Electronics Co. Ltd. | 186000 | 129602 |
|  | Sonix Technology Co. Ltd. | 13000 | 14832 |
|  # | Southeast Cement Co. Ltd. | 901700 | 486053 |
|  # | Speed Tech Corp. | 456000 | 698686 |
|  | Spirox Corp. | 63563 | 120417 |
|  | Sporton International, Inc. | 98000 | 569845 |
|  # | Sports Gear Co. Ltd. | 85000 | 309717 |
|  # | St. Shine Optical Co. Ltd. | 171000 | 725690 |
|  # | Standard Chemical & Pharmaceutical Co. Ltd. | 314000 | 566201 |
|  # | Standard Foods Corp. | 586000 | 597963 |
|  #\* | Starlux Airlines Co. Ltd. | 1564000 | 1219696 |
|  # | S-Tech Corp. | 402926 | 306101 |
|  # | Sun Max Tech Ltd. | 104738 | 284934 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) |
|  \* | Sun Yad Construction Co. Ltd. | 210095 | $107072 |
|  \* | Sunko INK Co. Ltd. | 148000 | 57096 |
|  | Sunny Friend Environmental Technology Co. Ltd. | 44000 | 118327 |
|  | Sunonwealth Electric Machine Industry Co. Ltd. | 778000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3797404 |
|  | Sunplus Innovation Technology, Inc. | 22160 | 97387 |
|  #\* | Sunplus Technology Co. Ltd. | 1115000 | 777892 |
|  # | Sunrex Technology Corp. | 509108 | 687823 |
|  # | Sunspring Metal Corp. | 418569 | 299269 |
|  | Superalloy Industrial Co. Ltd. | 177000 | 273112 |
|  # | Supreme Electronics Co. Ltd. | 1975507 | 4232227 |
|  # | Swancor Holding Co. Ltd. | 182000 | 736435 |
|  | Sweeten Real Estate Development Co. Ltd. | 1036476 | 950360 |
|  # | Symtek Automation Asia Co. Ltd. | 54158 | 275171 |
|  # | Syncmold Enterprise Corp. | 457000 | 1021674 |
|  | Synmosa Biopharma Corp. | 724686 | 790211 |
|  # | Synnex Technology International Corp. | 4559550 | 8405863 |
|  # | Syscom Computer Engineering Co. | 122000 | 226681 |
|  # | Systex Corp. | 492000 | 2067686 |
|  # | T3EX Global Holdings Corp. | 420000 | 952087 |
|  | TA Chen Stainless Pipe | 5154033 | 6143507 |
|  # | Ta Ya Electric Wire & Cable | 2330795 | 3173359 |
|  # | Tah Hsin Industrial Corp. | 324701 | 676531 |
|  # | TA-I Technology Co. Ltd. | 235500 | 478044 |
|  # | Tai Tung Communication Co. Ltd. | 518077 | 382887 |
|  | Taichung Commercial Bank Co. Ltd. | 27126796 | 18858519 |

---

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**CONTINUED** 

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| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) |
|  # | TaiDoc Technology Corp. | 202000 | $806954 |
|  # | Taiflex Scientific Co. Ltd. | 965397 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2129581 |
|  # | Taimide Tech, Inc. | 272000 | 532578 |
|  | Tainan Enterprises Co. Ltd. | 378183 | 333852 |
|  # | Tainan Spinning Co. Ltd. | 5726485 | 2344058 |
|  | Tai-Saw Technology Co. Ltd. | 205000 | 164496 |
|  # | Taisun Enterprise Co. Ltd. | 627000 | 376960 |
|  # | Taita Chemical Co. Ltd. | 607394 | 216910 |
|  # | TAI-TECH Advanced Electronics Co. Ltd. | 222000 | 1083249 |
|  | Taiwan Business Bank | 27516145 | 13705991 |
|  # | Taiwan Chinsan Electronic Industrial Co. Ltd. | 339488 | 473104 |
|  | Taiwan Cogeneration Corp. | 904000 | 1416778 |
|  | Taiwan Cooperative Financial Holding Co. Ltd. | 23941646 | 18503199 |
|  | Taiwan Fertilizer Co. Ltd. | 2407000 | 3762611 |
|  | Taiwan Fire & Marine Insurance Co. Ltd. | 1290000 | 1510686 |
|  | Taiwan FU Hsing Industrial Co. Ltd. | 538400 | 898991 |
|  #\* | Taiwan Glass Industry Corp. | 4278982 | 3882382 |
|  | Taiwan Hon Chuan Enterprise Co. Ltd. | 1116704 | 4578608 |
|  | Taiwan Hopax Chemicals Manufacturing Co. Ltd. | 813160 | 827179 |
|  †† | Taiwan Land |  |  |
|  | Development Corp. | 4185322 | 68414 |
|  | Taiwan Line Tek Electronic | 18000 | 14351 |
|  #\* | Taiwan Mask Corp. | 358000 | 446260 |
|  # | Taiwan Mobile Co. Ltd. | 1473000 | 5242194 |
|  # | Taiwan Navigation Co. Ltd. | 1063000 | 1004712 |
|  | Taiwan Paiho Ltd. | 953000 | 1767955 |
|  # | Taiwan PCB Techvest Co. Ltd. | 1156946 | 1325943 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) |
|  | Taiwan Sakura Corp. | 109000 | $301855 |
|  | Taiwan Secom Co. Ltd. | 327000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1147316 |
|  # | Taiwan Semiconductor Co. Ltd. | 763000 | 1359353 |
|  # | Taiwan Shin Kong Security Co. Ltd. | 460390 | 609468 |
|  | Taiwan Steel Union Co. Ltd. | 8000 | 28580 |
|  | Taiwan Surface Mounting Technology Corp. | 1330991 | 4744784 |
|  \* | Taiwan TEA Corp. | 1981092 | 894574 |
|  | Taiwan Union Technology Corp. | 652000 | 8129479 |
|  | Taiyen Biotech Co. Ltd. | 582217 | 603485 |
|  # | Tatung Co. Ltd. | 4559050 | 5343727 |
|  | Tatung System Technologies, Inc. | 7000 | 16942 |
|  | TCC Group Holdings Co. Ltd. | 18560110 | 13316422 |
|  | TCI Co. Ltd. | 323000 | 1192236 |
|  | Te Chang Construction Co. Ltd. | 170260 | 342432 |
|  # | TeCo.Electric & Machinery Co. Ltd. | 4616725 | 17375159 |
|  | Test Research, Inc. | 480000 | 2432086 |
|  # | Test Rite International Co. Ltd. | 1078266 | 711983 |
|  \* | Thermaltake Technology Co. Ltd. | 161000 | 165757 |
|  # | Thinking Electronic Industrial Co. Ltd. | 243000 | 1487368 |
|  # | Thye Ming Industrial Co. Ltd. | 307600 | 541353 |
|  | Ton Yi Industrial Corp. | 3768600 | 2199487 |
|  | Tong Hsing Electronic Industries Ltd. | 664480 | 2699295 |
|  | Tong Yang Industry Co. Ltd. | 1842000 | 5779116 |
|  # | Tong-Tai Machine & Tool Co. Ltd. | 738447 | 776245 |
|  | Top Bright Holding Co. Ltd. | 10000 | 92930 |
|  # | Top Union Electronics Corp. | 220029 | 214459 |
|  | Topco Scientific Co. Ltd. | 343000 | 3800553 |

---

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**DIMENSIONAL EMERGING MARKETS VALUE FUND** 

**CONTINUED** 

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) |
|  | Topco Technologies Corp. | 18000 | $36299 |
|  # | Topkey Corp. | 239000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1445691 |
|  # | Topoint Technology Co. Ltd. | 512459 | 1960085 |
|  # | TPK Holding Co. Ltd. | 1138000 | 1341625 |
|  | Transcend Information, Inc. | 310000 | 1327656 |
|  | Tripod Technology Corp. | 1589000 | 17573046 |
|  | TS Financial Holding Co. Ltd.(2887 TT) | 72697817 | 44164341 |
|  \* | TS Financial Holding Co. Ltd.(28871 TT) | 6804667 | 2041085 |
|  | TSC Auto ID Technology Co. Ltd. | 48199 | 306006 |
|  # | TSRC Corp. | 1185000 | 576896 |
|  | Ttet Union Corp. | 6000 | 28199 |
|  | TTY Biopharm Co. Ltd. | 365000 | 943512 |
|  | Tung Ho Steel Enterprise Corp. | 2802593 | 5717427 |
|  # | Tung Thih Electronic Co. Ltd. | 202592 | 480933 |
|  # | TURVO International Co. Ltd. | 122000 | 795159 |
|  | TXC Corp. | 1017000 | 2936292 |
|  # | TYC Brother Industrial Co. Ltd. | 866723 | 1347824 |
|  # | Tyntek Corp. | 1446097 | 820340 |
|  # | Ubright Optronics Corp. | 80000 | 164509 |
|  # | UDE Corp. | 353000 | 1210844 |
|  | Ultra Chip, Inc. | 19000 | 28049 |
|  | U-Ming Marine Transport Corp. | 1886000 | 3407346 |
|  # | Unic Technology Corp. | 245000 | 184499 |
|  | Unimicron Technology Corp. | 4502000 | 23727966 |
|  | Union Bank of Taiwan | 12623934 | 7606674 |
|  | Union Insurance Co. Ltd. | 79000 | 68880 |
|  \* | Uniplus Electronics Co. Ltd. | 19000 | 14657 |
|  | Uni-President Enterprises Corp. | 11170000 | 28538454 |
|  # | Unitech Computer Co. Ltd. | 477739 | 645267 |
|  # | Unitech Printed Circuit Board Corp. | 3464400 | 2950114 |
|  # | United Alloy-Tech Co. | 111000 | 194420 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) |
|  # | United Microelectronics Corp. (2303 TT) | 41948681 | $63352034 |
|  | United Orthopedic Corp. | 321000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1297691 |
|  | United Radiant Technology | 20000 | 13796 |
|  \* | United Renewable Energy Co. Ltd. | 1931000 | 428458 |
|  \*†† | Unity Opto Technology Co. Ltd. | 2993000 | 0 |
|  | Univacco Technology, Inc. | 125000 | 183789 |
|  # | Universal Cement Corp. | 2324539 | 2339323 |
|  | Universal Vision Biotechnology Co. Ltd. | 54000 | 250972 |
|  # | UPC Technology Corp. | 3143598 | 1034132 |
|  | Userjoy Technology Co. Ltd. | 52690 | 132335 |
|  # | USI Corp. | 3633827 | 1220614 |
|  | Utechzone Co. Ltd. | 69000 | 194415 |
|  # | UVAT Technology Co. Ltd. | 56000 | 108125 |
|  # | Vanguard International Semiconductor Corp. | 2674201 | 8371509 |
|  | Ve Wong Corp. | 912806 | 1172110 |
|  # | Ventec International Group Co. Ltd. | 189000 | 549408 |
|  | VIA Labs, Inc. | 8000 | 21467 |
|  # | Viking Tech Corp. | 207000 | 281453 |
|  # | Visco Vision, Inc. | 115000 | 742125 |
|  # | VisEra Technologies Co. Ltd. | 279000 | 2322775 |
|  | Vizionfocus, Inc. | 19000 | 110863 |
|  # | VSO Electronics Co. Ltd. | 41000 | 194476 |
|  #\* | Wafer Works Corp. | 1799616 | 1824634 |
|  # | Waffer Technology Corp. | 171000 | 391950 |
|  # | Wah Hong Industrial Corp. | 256516 | 279930 |
|  | Wah Lee Industrial Corp. | 862100 | 2524665 |
|  # | Walsin Lihwa Corp. | 9140143 | 8853170 |
|  # | Walsin Technology Corp. | 1085000 | 4353501 |
|  # | Walton Advanced Engineering, Inc. | 1262853 | 982013 |
|  # | Wan Hai Lines Ltd. | 2516000 | 6713052 |

---

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**DIMENSIONAL EMERGING MARKETS VALUE FUND** 

**CONTINUED** 

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) |
|  \* | We & Win Development Co. Ltd. | 53000 | $19179 |
|  | We&Win Diversification Co. Ltd. | 37000 | 25804 |
|  | WEI Chih Steel Industrial Co. Ltd. | 16000 | 8319 |
|  | Wei Chuan Foods Corp. | 666000 | 325806 |
|  # | Weikeng Industrial Co. Ltd. | 2081490 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1984901 |
|  # | Well Shin Technology Co. Ltd. | 450080 | 768435 |
|  | Wholetech System Hitech Ltd. | 30000 | 117814 |
|  # | Win Semiconductors Corp. | 1257000 | 4369641 |
|  \* | Winbond Electronics Corp. | 13313422 | 23284476 |
|  | Winmate, Inc. | 42000 | 224444 |
|  # | Winstek Semiconductor Co. Ltd. | 207000 | 642110 |
|  \*†† | Wintek Corp. | 20783484 | 0 |
|  # | Wisdom Marine Lines Co. Ltd. | 1543364 | 3161939 |
|  # | Wistron Corp. | 8316343 | 40303654 |
|  # | WITS Corp. | 123659 | 497650 |
|  | WNC Corp. | 1041474 | 4226115 |
|  # | Wonderful Hi-Tech Co. Ltd. | 514000 | 762913 |
|  | Wowprime Corp. | 35000 | 245102 |
|  # | WPG Holdings Ltd. | 5323284 | 10411135 |
|  # | WT Microelectronics Co. Ltd. | 2255104 | 10454743 |
|  # | WUS Printed Circuit Co. Ltd. | 483668 | 1593901 |
|  | XAC Automation Corp. | 32000 | 31177 |
|  # | XinTec, Inc. | 276000 | 1365965 |
|  # | Xxentria Technology Materials Corp. | 429906 | 482574 |
|  | Ya Horng Electronic Co. Ltd. | 22000 | 40375 |
|  # | Yageo Corp. | 5931524 | 47742016 |
|  # | Yang Ming Marine Transport Corp. | 6210000 | 11585743 |
|  # | YC INOX Co. Ltd. | 2009894 | 1255550 |
|  | YCC Parts Manufacturing Co. Ltd. | 4000 | 5601 |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** | **Value»** |
|  TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) |
|  # | Yea Shin International Development Co. Ltd. | 1036512 | $| 833459 |
|  # | Yem Chio Co. Ltd. | 1612820 |  | 694410 |
|  | Yen Sun Technology Corp. | 58000 |  | 86918 |
|  | YFC-Boneagle Electric Co. Ltd. | 20449 |  | 13887 |
|  # | YFY, Inc. | 4595847 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3790057 |
|  # | Yi Jinn Industrial Co. Ltd. | 1197149 |  | 634368 |
|  \* | Yieh Phui Enterprise Co. Ltd. | 3925862 |  | 1880367 |
|  # | Young Fast Optoelectronics Co. Ltd. | 283000 |  | 501328 |
|  # | Youngtek Electronics Corp. | 582047 |  | 1112399 |
|  | Yuanta Financial Holding Co. Ltd. | 41758335 |  | 46754493 |
|  | Yuen Foong Yu Consumer Products Co. Ltd. | 24000 |  | 29962 |
|  | Yulon Finance Corp. | 329250 |  | 1028211 |
|  # | Yulon Motor Co. Ltd. | 2201350 |  | 2347130 |
|  | Yung Chi Paint & Varnish Manufacturing Co. Ltd. | 214687 |  | 523204 |
|  # | YungShin Global Holding Corp. | 652000 |  | 1193685 |
|  | Yusin Holding Corp. | 45643 |  | 102380 |
|  # | Zeng Hsing Industrial Co. Ltd. | 227358 |  | 681260 |
|  # | Zenitron Corp. | 940000 |  | 1054948 |
|  # | Zero One Technology Co. Ltd. | 438391 |  | 1627717 |
|  # | Zhen Ding Technology Holding Ltd. | 3357000 |  | 17726685 |
|  #\* | Zig Sheng Industrial Co. Ltd. | 1656352 |  | 415567 |
|  | ZillTek Technology Corp. | 15000 |  | 98354 |
|  | Zippy Technology Corp. | 294000 |  | 494314 |
|  # | Zyxel Group Corp. | 1258793 |  | 1432660 |
|  TOTAL TAIWAN | TOTAL TAIWAN | TOTAL TAIWAN |  | 2726419418 |
|  THAILAND — (1.3%) | THAILAND — (1.3%) | THAILAND — (1.3%) | THAILAND — (1.3%) | THAILAND — (1.3%) |
|  | AAPICO Hitech PCL (AH/F TB) | 795647 |  | 302658 |
|  | AAPICO Hitech PCL (AH-R TB), NVDR | 26250 |  | 9985 |

---

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**DIMENSIONAL EMERGING MARKETS VALUE FUND** 

**CONTINUED** 

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  THAILAND — (Continued) | THAILAND — (Continued) | THAILAND — (Continued) | THAILAND — (Continued) |
|  | Amata Corp. PCL | 1510600 | $672727 |
|  | AP Thailand PCL | 10762130 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2878999 |
|  # | Asset World Corp. PCL | 17236900 | 1172760 |
|  # | Bangchak Corp. PCL | 4520600 | 4124252 |
|  | Bangkok Bank PCL (BBLF TB) | 3293353 | 16296164 |
|  | Bangkok Bank PCL (BBLR TB), NVDR | 259600 | 1272510 |
|  | Bangkok Commercial Asset Management PCL | 6827754 | 1425308 |
|  | Bangkok Land PCL | 48392293 | 748296 |
|  | Bangkok Life Assurance PCL, NVDR | 803400 | 447231 |
|  | Banpu PCL | 23370933 | 3650014 |
|  # | Berli Jucker PCL | 3688100 | 2087281 |
|  | BKI Holdings PCL | 153028 | 1448170 |
|  | Charoen Pokphand Foods PCL | 14160700 | 9240475 |
|  # | CP Axtra PCL | 2635668 | 1597622 |
|  \* | Energy Absolute PCL | 4937300 | 467238 |
|  # | GFPT PCL | 2125200 | 676962 |
|  | Global Green Chemicals PCL | 30900 | 3402 |
|  | Hana Microelectronics PCL | 1711800 | 1228197 |
|  | ICC International PCL | 3556709 | 2694893 |
|  | Indorama Ventures PCL | 828922 | 489637 |
|  # | IRPC PCL | 6294400 | 223861 |
|  | Jaymart Group Holdings PCL | 1836000 | 442888 |
|  # | JMT Network Services PCL | 1721200 | 518995 |
|  | Kasikornbank PCL (KBANKF TB) | 176800 | 1019737 |
|  | Kasikornbank PCL (KBANKR TB), NVDR | 843501 | 4865098 |
|  | Khon Kaen Sugar Industry PCL | 7579607 | 323484 |
|  | Kiatnakin Phatra Bank PCL | 619513 | 1259718 |
|  | Krung Thai Bank PCL  | 8540400 | 7197337 |
|  | Lalin Property PCL | 204200 | 31576 |
|  | LH Financial Group PCL | 6930046 | 167170 |
|  | LPN Development PCL | 3413802 | 173145 |
|  | Northeast Rubber PCL | 1123088 | 144489 |
|  # | Origin Property PCL | 1618265 | 113106 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  THAILAND — (Continued) | THAILAND — (Continued) | THAILAND — (Continued) | THAILAND — (Continued) |
|  | Polyplex Thailand PCL | 1641925 | $479857 |
|  | Precious Shipping PCL | 2582050 | 535016 |
|  \* | Property Perfect PCL | 28297735 | 61260 |
|  | Pruksa Holding PCL | 2271400 | 261315 |
|  | PTT Exploration & Production PCL | 2510100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8306191 |
|  # | PTT Global Chemical PCL | 5667841 | 4425947 |
|  | PTT PCL | 44568100 | 42383457 |
|  # | Quality Houses PCL | 21893919 | 893768 |
|  | Regional Container Lines PCL | 1324800 | 1055005 |
|  | Rojana Industrial Park PCL | 2667073 | 369522 |
|  | S Hotels & Resorts PCL | 3085840 | 146013 |
|  | Saha Pathana Inter-Holding PCL | 3372150 | 4719028 |
|  | Saha Pathanapibul PCL | 1052533 | 1871676 |
|  | Saha-Union PCL | 1568500 | 1382473 |
|  | Sansiri PCL | 51399366 | 2225425 |
|  # | SC Asset Corp. PCL | 8119130 | 426860 |
|  # | SCG Packaging PCL | 2614200 | 1471422 |
|  # | SCGJWD Logistics PCL | 63200 | 16223 |
|  | Siam Cement PCL | 1195300 | 7541092 |
|  | Siamgas & Petrochemicals PCL | 444700 | 88019 |
|  \* | Singer Thailand PCL | 495500 | 88879 |
|  | Somboon Advance Technology PCL | 1029700 | 417166 |
|  | SPCG PCL | 2021300 | 518843 |
|  # | Sri Trang Agro-Industry PCL | 3194858 | 1175779 |
|  # | Sri Trang Gloves Thailand PCL | 3255548 | 674568 |
|  | Star Petroleum Refining PCL | 3264623 | 484620 |
|  #\* | Stecon Group PCL | 2688278 | 681734 |
|  \* | STP & I PCL | 70600 | 7904 |
|  # | Supalai PCL | 3850700 | 2036399 |
|  \* | Super Energy Corp. PCL | 72819209 | 292763 |
|  | Thai Oil PCL | 3002274 | 3319353 |
|  | Thai Stanley Electric PCL (STANLY/F TB), Class F | 170100 | 1017917 |
|  | Thai Stanley Electric PCL (STANLY-R TB), NVDR | 19100 | 114299 |

---

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**DIMENSIONAL EMERGING MARKETS VALUE FUND** 

**CONTINUED** 

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** | **Value»** |
|  THAILAND — (Continued) | THAILAND — (Continued) | THAILAND — (Continued) | THAILAND — (Continued) | THAILAND — (Continued) |
|  | Thai Wacoal PCL | 55700 | $| 31437 |
|  | Thanachart Capital PCL | 821700 |  | 1296017 |
|  # | Thoresen Thai Agencies PCL | 5424076 |  | 738084 |
|  # | TMBThanachart Bank PCL | 62597696 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3581436 |
|  # | TPI Polene PCL | 24462140 |  | 544696 |
|  | TPI Polene Power PCL | 9522050 |  | 606631 |
|  | WHA Corp. PCL | 185200 |  | 18672 |
|  \* | Xspring Capital PCL | 13093567 |  | 194369 |
|  TOTAL THAILAND | TOTAL THAILAND | TOTAL THAILAND |  | 165916520 |
|  TURKEY — (0.7%) | TURKEY — (0.7%) | TURKEY — (0.7%) | TURKEY — (0.7%) | TURKEY — (0.7%) |
|  \* | Adese Alisveris Merkezleri Ticaret AS | 19148470 |  | 1659802 |
|  | Afyon Cimento Sanayi TAS | 231737 |  | 72966 |
|  \* | Akfen Yenilenebilir Enerji AS | 150854 |  | 61753 |
|  \* | Aksa Enerji Uretim AS | 607373 |  | 750403 |
|  # | Alarko Holding AS | 553546 |  | 1060014 |
|  | Albaraka Turk Katilim Bankasi AS | 6251810 |  | 1221184 |
|  # | Anadolu Efes Biracilik Ve Malt Sanayii AS | 652170 |  | 225137 |
|  #\* | Arcelik AS | 61949 |  | 162745 |
|  | Aygaz AS | 135111 |  | 634191 |
|  \* | Bagfas Bandirma Gubre Fabrikalari AS | 85945 |  | 70375 |
|  \* | Bera Holding AS | 2615315 |  | 1141337 |
|  \* | Besler Gida Ve Kimya Sanayi Ve Ticaret AS | 798288 |  | 266261 |
|  | Bursa Cimento Fabrikasi AS | 2315698 |  | 355952 |
|  \* | Can2 Termik AS | 20506507 |  | 1179297 |
|  | Cemtas Celik Makina Sanayi Ve Ticaret AS | 252392 |  | 68375 |
|  \* | Deva Holding AS | 150820 |  | 253818 |
|  # | Dogan Sirketler Grubu Holding AS | 3901181 |  | 1584085 |
|  | Dogu Aras Enerji Yatirimlari AS | 20751 |  | 27835 |
|  # | Dogus Otomotiv Servis ve Ticaret AS | 352047 |  | 1509173 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  TURKEY — (Continued) | TURKEY — (Continued) | TURKEY — (Continued) | TURKEY — (Continued) |
|  | Eczacibasi Yatirim Holding Ortakligi AS | 27995 | $193807 |
|  | EIS Eczacibasi Ilac ve Sinai ve Finansal Yatirimlar Sanayi ve Ticaret AS | 323905 | 696348 |
|  # | Enka Insaat ve Sanayi AS | 3002571 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5539064 |
|  # | Eregli Demir ve Celik Fabrikalari TAS | 8743943 | 5708691 |
|  \* | Esenboga Elektrik Uretim AS | 545473 | 101171 |
|  | Goknur Gida Maddeleri Ithalat Ihracat Ticaret Ve Sanayi AS | 59133 | 32399 |
|  | Goltas Goller Bolgesi Cimento Sanayi ve Ticaret AS | 48015 | 379249 |
|  \* | GSD Holding AS | 4401973 | 507932 |
|  \* | Izmir Demir Celik Sanayi AS | 483230 | 73362 |
|  \* | Kardemir Karabuk Demir Celik Sanayi ve Ticaret AS (KRDMA TI), Class A | 553530 | 378182 |
|  #\* | Kardemir Karabuk Demir Celik Sanayi ve Ticaret AS (KRDMD TI), Class D | 3677749 | 2392672 |
|  \* | Katmerciler Arac Ustu Ekipman Sanayi ve Ticaret AS | 7692586 | 571807 |
|  \* | Kayseri Seker Fabrikasi AS | 121833 | 52494 |
|  # | KOC Holding AS | 2566231 | 10450669 |
|  #\* | Kordsa Teknik Tekstil AS | 242767 | 322807 |
|  \* | Loras Holding AS | 1375773 | 197141 |
|  #\* | Marmara Holding AS | 851409 | 60939 |
|  | Merit Turizm Yatirim ve Isletme AS | 32785 | 17684 |
|  \* | NET Holding AS | 498232 | 589775 |
|  \* | ODAS Elektrik Uretim ve Sanayi Ticaret AS | 3042015 | 426279 |
|  \* | Parsan Makina Parcalari Sanayii AS | 40454 | 89676 |

---

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**DIMENSIONAL EMERGING MARKETS VALUE FUND** 

**CONTINUED** 

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** | **Value»** |
|  TURKEY — (Continued) | TURKEY — (Continued) | TURKEY — (Continued) | TURKEY — (Continued) | TURKEY — (Continued) |
|  #\* | Pegasus Hava Tasimaciligi AS | 330825 | $| 1649487 |
|  \* | Petkim Petrokimya Holding AS | 2271898 |  | 926465 |
|  \* | Polisan Holding AS | 214020 |  | 89176 |
|  #\* | Sasa Polyester Sanayi AS | 9091507 |  | 663352 |
|  | Sekerbank Turk AS | 6201648 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1179911 |
|  | Sok Marketler Ticaret AS | 218729 |  | 229891 |
|  \* | TAV Havalimanlari Holding AS | 91491 |  | 575046 |
|  \* | Tekfen Holding AS | 582506 |  | 1165805 |
|  \* | Tukas Gida Sanayi ve Ticaret AS | 7232742 |  | 491849 |
|  | Turcas Holding AS | 72783 |  | 65720 |
|  # | Turk Hava Yollari AO | 2065083 |  | 14299984 |
|  #\* | Turk Telekomunikasyon AS | 658720 |  | 798561 |
|  | Turkcell Iletisim Hizmetleri AS | 2311718 |  | 5473336 |
|  # | Turkiye Petrol Rafinerileri AS | 2537476 |  | 11911016 |
|  \* | Turkiye Sinai Kalkinma Bankasi AS | 1980439 |  | 605937 |
|  # | Turkiye Sise ve Cam Fabrikalari AS | 3489383 |  | 3046261 |
|  #\* | Turkiye Vakiflar Bankasi TAO, Class D | 3725109 |  | 2161650 |
|  # | Ulker Biskuvi Sanayi AS | 256904 |  | 659154 |
|  | Vestel Beyaz Esya Sanayi ve Ticaret AS | 671156 |  | 140338 |
|  \* | Yatas Yatak ve Yorgan Sanayi ve Ticaret AS | 476715 |  | 424984 |
|  \* | Yayla Agro Gida Sanayi VE Nakliyat AS | 181420 |  | 47414 |
|  TOTAL TURKEY | TOTAL TURKEY | TOTAL TURKEY |  | 87692188 |
|  UNITED ARAB EMIRATES — (1.5%) | UNITED ARAB EMIRATES — (1.5%) | UNITED ARAB EMIRATES — (1.5%) | UNITED ARAB EMIRATES — (1.5%) | UNITED ARAB EMIRATES — (1.5%) |
|  | Abu Dhabi Commercial Bank PJSC | 8042079 |  | 31551476 |
|  | Abu Dhabi National Hotels | 7324647 |  | 888883 |
|  \* | Abu Dhabi Ports Co. PJSC | 2608396 |  | 3256567 |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** | **Value»** |
|  UNITED ARAB EMIRATES — (Continued) | UNITED ARAB EMIRATES — (Continued) | UNITED ARAB EMIRATES — (Continued) | UNITED ARAB EMIRATES — (Continued) | UNITED ARAB EMIRATES — (Continued) |
|  | ADNOC Logistics & Services | 488295 | $| 762751 |
|  | Agility Global PLC | 13665886 |  | 4054210 |
|  | Agthia Group PJSC | 538260 |  | 566887 |
|  \* | AL Seer Marine Supplies & Equipment Co. LLC | 211673 |  | 171219 |
|  | Amanat Holdings PJSC | 3637218 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1138391 |
|  \* | Amlak Finance PJSC | 973781 |  | 458742 |
|  | Dana Gas PJSC | 21713693 |  | 4895236 |
|  | Deyaar Development PJSC | 5729570 |  | 1609030 |
|  | Dubai Investments PJSC | 8473620 |  | 7662492 |
|  | Emaar Properties PJSC | 24987553 |  | 96692921 |
|  | Emirates NBD Bank PJSC | 4113220 |  | 31473866 |
|  \* | EMSTEEL Building Materials PJSC | 3195254 |  | 1025677 |
|  | First Abu Dhabi Bank PJSC | 113568 |  | 539108 |
|  \* | Ghitha Holding PJSC | 60476 |  | 386205 |
|  \* | Modon Holding PSC | 3210333 |  | 3189607 |
|  \* | Multiply Group PJSC | 10520092 |  | 8547850 |
|  \* | RAK Properties PJSC | 5527350 |  | 2123627 |
|  | Ras Al Khaimah Ceramics PJSC | 1300680 |  | 910166 |
|  \* | Union Properties PJSC | 3928839 |  | 861415 |
|  TOTAL UNITED ARAB EMIRATES | TOTAL UNITED ARAB EMIRATES |  |  | 202766326 |
|  TOTAL COMMON STOCKS | TOTAL COMMON STOCKS |  |  | 13076089570 |
|  PREFERRED STOCKS — (0.6%) | PREFERRED STOCKS — (0.6%) | PREFERRED STOCKS — (0.6%) | PREFERRED STOCKS — (0.6%) | PREFERRED STOCKS — (0.6%) |
|  BRAZIL — (0.5%) | BRAZIL — (0.5%) | BRAZIL — (0.5%) | BRAZIL — (0.5%) | BRAZIL — (0.5%) |
|  | Banco ABC Brasil SA, 8.457% | 491054 |  | 2100234 |
|  W | Banco BMG SA, 7.859% | 147500 |  | 110489 |
|  \* | Banco BMG SA | 6065 |  | 4397 |
|  | Banco Bradesco SA, 7.400% | 8211158 |  | 27716731 |
|  | Banco do Estado do Rio Grande do Sul SA, 9.033% | 855951 |  | 2186036 |
|  | Cia de Ferro Ligas da Bahia FERBASA, 6.359% | 31508 |  | 45974 |

---

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**DIMENSIONAL EMERGING MARKETS VALUE FUND** 

**CONTINUED** 

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** | **Value»** |
|  BRAZIL — (Continued) | BRAZIL — (Continued) | BRAZIL — (Continued) | BRAZIL — (Continued) | BRAZIL — (Continued) |
|  | Eucatex SA Industria e Comercio, 4.404% | 181029 | $| 561935 |
|  | Gerdau SA, 3.379% | 191173 |  | 673021 |
|  | Petroleo Brasileiro SA - Petrobras, 10.136% | 4974535 |  | 27508140 |
|  \* | Raizen SA | 2985699 |  | 527219 |
|  | Randoncorp SA, 4.234% | 707218 |  | 795299 |
|  | Schulz SA, 6.913% | 15547 |  | 14073 |
|  \* | Usinas Siderurgicas de Minas Gerais SA Usiminas | 344363 |  | 362929 |
|  TOTAL BRAZIL | TOTAL BRAZIL | TOTAL BRAZIL |  | 62606477 |
|  COLOMBIA — (0.1%) | COLOMBIA — (0.1%) | COLOMBIA — (0.1%) | COLOMBIA — (0.1%) | COLOMBIA — (0.1%) |
|  | Grupo Argos SA, 5.588% | 744025 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2331671 |
|  | Grupo de Inversiones Suramericana SA, 3.606% | 670089 |  | 7109984 |
|  TOTAL COLOMBIA | TOTAL COLOMBIA | TOTAL COLOMBIA |  | 9441655 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
|  PHILIPPINES — (0.0%) | PHILIPPINES — (0.0%) | PHILIPPINES — (0.0%) |  |
|  | Cebu Air, Inc., 6.000% | 641708 | $359696 |
|  TOTAL PREFERRED STOCKS | TOTAL PREFERRED STOCKS |  | 72407828 |
|  RIGHTS/WARRANTS — (0.0%) | RIGHTS/WARRANTS — (0.0%) | RIGHTS/WARRANTS — (0.0%) |  |
|  TAIWAN — (0.0%) | TAIWAN — (0.0%) | TAIWAN — (0.0%) |  |
|  \* | National Aerospace<br>Fasteners Corp.<br>Rights 11/17/2025 | 10077 | 4097 |
|  TOTAL INVESTMENT SECURITIES (Cost $8,477,507,452) | TOTAL INVESTMENT SECURITIES (Cost $8,477,507,452) |  | 13148501495 |
|  |  |  | **Value†** |
|  SECURITIES LENDING COLLATERAL — (0.9%) | SECURITIES LENDING COLLATERAL — (0.9%) | SECURITIES LENDING COLLATERAL — (0.9%) |  |
|  @§ | The DFA Short Term Investment Fund | 10539737 | 121913133 |
|  TOTAL INVESTMENTS — (100.0%) (Cost $8,599,420,585) | TOTAL INVESTMENTS — (100.0%) (Cost $8,599,420,585) |  | $13270414628 |

---

As of October 31, 2025, Dimensional Emerging Markets Value Fund had entered into the following outstanding futures contracts:

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Description** | **Number of<br>Contracts** | **Expiration<br>Date** | **Notional<br>Value** | **Market<br>Value** | **Unrealized<br>Appreciation<br>(Depreciation)** |
|  **Long Position Contracts:** |  |  |  |  |  |
|  S&P 500<sup>®</sup> Emini Index | 254 | 12/19/25 | $84528894 | $87299800 | $2770906 |
|  **Total Futures Contracts** |  |  | $**84528894** | $**87299800** | $**2770906** |

---

As of October 31, 2025, the value of Rule 144A securities amounted to $250,491,743 or 1.9% of net assets.

Summary of the Fund's investments as of October 31, 2025, 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)** |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Level 1**  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Level 2**  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Level 3**  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Total**  |
|  **Assets** |  |  |  |  |
|  Common Stocks |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Brazil | $286183186 |  |  | $286183186 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Chile |  | $65725452 |  | 65725452 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; China | 210817131 | 3519730721 | $373078 | 3730920930 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Colombia | 9275102 | 351333 |  | 9626435 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Czech Republic |  | 17681756 |  | 17681756 |

---

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##### [**Table of Contents**](#toc)
**DIMENSIONAL EMERGING MARKETS VALUE FUND** 

**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** |
| &nbsp;&nbsp;&nbsp;&nbsp; France | $3659279 |  |  | $3659279 |
| &nbsp;&nbsp;&nbsp;&nbsp; Greece |  | $73847113 |  | 73847113 |
| &nbsp;&nbsp;&nbsp;&nbsp; Hong Kong |  | 667489 |  | 667489 |
| &nbsp;&nbsp;&nbsp;&nbsp; Hungary |  | 19852908 |  | 19852908 |
| &nbsp;&nbsp;&nbsp;&nbsp; India | 32069094 | 2174016324 |  | 2206085418 |
| &nbsp;&nbsp;&nbsp;&nbsp; Indonesia |  | 170011826 | $112442 | 170124268 |
| &nbsp;&nbsp;&nbsp;&nbsp; Kuwait |  | 84224862 |  | 84224862 |
| &nbsp;&nbsp;&nbsp;&nbsp; Malaysia |  | 177879360 |  | 177879360 |
| &nbsp;&nbsp;&nbsp;&nbsp; Mexico | 310895031 | 7524841 |  | 318419872 |
| &nbsp;&nbsp;&nbsp;&nbsp; Philippines |  | 66695537 | 16693 | 66712230 |
| &nbsp;&nbsp;&nbsp;&nbsp; Poland |  | 168817769 |  | 168817769 |
| &nbsp;&nbsp;&nbsp;&nbsp; Qatar |  | 80495659 |  | 80495659 |
| &nbsp;&nbsp;&nbsp;&nbsp; Saudi Arabia | 409250 | 401303465 |  | 401712715 |
| &nbsp;&nbsp;&nbsp;&nbsp; South Africa | 1152626 | 394826473 |  | 395979099 |
| &nbsp;&nbsp;&nbsp;&nbsp; South Korea | 232228659 | 1382328232 | 122427 | 1614679318 |
| &nbsp;&nbsp;&nbsp;&nbsp; Taiwan | 12363080 | 2713979195 | 77143 | 2726419418 |
| &nbsp;&nbsp;&nbsp;&nbsp; Thailand | 6709123 | 159207397 |  | 165916520 |
| &nbsp;&nbsp;&nbsp;&nbsp; Turkey | 60939 | 87631249 |  | 87692188 |
| &nbsp;&nbsp;&nbsp;&nbsp; United Arab Emirates |  | 202766326 |  | 202766326 |
| Preferred Stocks |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Brazil | 62606477 |  |  | 62606477 |
| &nbsp;&nbsp;&nbsp;&nbsp; Colombia | 9441655 |  |  | 9441655 |
| &nbsp;&nbsp;&nbsp;&nbsp; Philippines |  | 359696 |  | 359696 |
| Rights/Warrants |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Taiwan |  | 4097 |  | 4097 |
| Securities Lending Collateral |  | 121913133 |  | 121913133 |
| Total Investments in Securities | $1177870632 | $12091842213 | $701,783<> | $13270414628 |
|  **Financial Instruments** |  |  |  |  |
|  **Assets** |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Futures Contracts\*\* | 2770906 |  |  | 2770906 |
|  Total Financial Instruments | $2770906 |  |  | $2770906 |

---

\*\* Valued at the unrealized appreciation/(depreciation) on the investment.

---

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

---

See accompanying Notes to Financial Statements.

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**DIMENSIONAL EMERGING MARKETS VALUE FUND** 

**STATEMENT OF ASSETS AND LIABILITIES** 

**OCTOBER 31, 2025** 

**(Amounts in thousands)** 

---

| | |
|:---|:---|
|  | **Dimensional<br>Emerging<br>Markets<br>Value Fund** |
|  **ASSETS:** |  |
|  Investment Securities at Value (including $968,470 of securities on loan)\* | $13148501 |
|  Collateral from Securities on Loan Invested in Affiliate at Value (including cost of $121,913) | 121913 |
|  Segregated Cash for Futures Contracts | 5409 |
|  Foreign Currencies at Value | 86464 |
|  Cash | 54066 |
|  Receivables: |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Investment Securities Sold | 12587 |
| &nbsp;&nbsp;&nbsp;&nbsp; Dividends, Interest and Tax Reclaims | 3720 |
| &nbsp;&nbsp;&nbsp;&nbsp; Securities Lending Income | 1716 |
| &nbsp;&nbsp;&nbsp;&nbsp; Futures Variation Margin | 236 |
|  Unrealized Gain on Foreign Currency Contracts | 1 |
|  Prepaid Expenses and Other Assets | 1 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Total Assets | 13434614 |
|  **LIABILITIES:** |  |
|  Payables: |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Upon Return of Securities Loaned | 121909 |
| &nbsp;&nbsp;&nbsp;&nbsp; Investment Securities Purchased | 5415 |
| &nbsp;&nbsp;&nbsp;&nbsp; Due to Advisor | 1098 |
|  Deferred Taxes Payable | 160546 |
|  Accrued Expenses and Other Liabilities | 1510 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Total Liabilities | 290478 |
|  **COMMITMENTS AND CONTINGENT LIABILITIES (NOTE C)** |  |
|  **NET ASSETS** | $13144136 |
|  Investment Securities at Cost | $8477507 |
|  Foreign Currencies at Cost | $88443 |

---

\* See Note J in the Notes to Financial Statements for additional information about securities lending collateral.

See accompanying Notes to Financial Statements.

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**DIMENSIONAL EMERGING MARKETS VALUE FUND** 

**STATEMENT OF OPERATIONS** 

**FOR THE YEAR ENDED OCTOBER 31, 2025** 

**(Amounts in thousands)** 

---

| | |
|:---|:---|
|  | **Dimensional<br>Emerging<br>Markets<br>Value Fund** |
|  **Investment Income** |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Dividends (Net of Foreign Taxes Withheld of $58,429) | $404643 |
| &nbsp;&nbsp;&nbsp;&nbsp; Dividend Income from Affiliates | 4066 |
| &nbsp;&nbsp;&nbsp;&nbsp; Income from Securities Lending, Net | 16399 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Total Investment Income | 425108 |
|  **Expenses** |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Investment Management Fees | 11576 |
| &nbsp;&nbsp;&nbsp;&nbsp; Accounting & Transfer Agent Fees | 310 |
| &nbsp;&nbsp;&nbsp;&nbsp; Custodian Fees | 4366 |
| &nbsp;&nbsp;&nbsp;&nbsp; Trustees' Fees and Expenses | 87 |
| &nbsp;&nbsp;&nbsp;&nbsp; Professional Fees | 537 |
| &nbsp;&nbsp;&nbsp;&nbsp; Other | 518 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Total Expenses | 17394 |
| &nbsp;&nbsp;&nbsp;&nbsp; Net Expenses | 17394 |
| &nbsp;&nbsp;&nbsp;&nbsp; **Net Investment Income (Loss)** | 407714 |
|  **Realized and Unrealized Gain (Loss)** |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Net Realized Gain (Loss) on: |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Investment Securities Sold | (52070)<sup>1</sup> |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Affiliated Investment Companies Shares Sold | 11 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Futures | 18644 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Foreign Currency Transactions | (2074) |
| &nbsp;&nbsp;&nbsp;&nbsp; Change in Unrealized Appreciation (Depreciation) of: |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Investment Securities and Foreign Currency | 2150559<sup>2</sup> |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Futures | 3264 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Translation of Foreign Currency-Denominated Amounts | 500 |
| &nbsp;&nbsp;&nbsp;&nbsp; **Net Realized and Unrealized Gain (Loss)** | 2118834 |
|  **Net Increase (Decrease) in Net Assets Resulting from Operations** | $2526548 |
|  <sup>1</sup> Net of foreign capital gain taxes withheld of: | $5338 |
|  <sup>2</sup> Including foreign capital gain taxes of: | $(7397) |

---

See accompanying Notes to Financial Statements.

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**DIMENSIONAL EMERGING MARKETS VALUE FUND** 

**STATEMENTS OF CHANGES IN NET ASSETS** 

**(Amounts in thousands)** 

---

| | | |
|:---|:---|:---|
|  | **Dimensional Emerging<br>Markets Value Fund** | **Dimensional Emerging<br>Markets Value Fund** |
|  | **Year<br>Ended<br>Oct 31,<br>2025** | **Year<br>Ended<br>Oct 31,<br>2024** |
|  **Increase (Decrease) in Net Assets** |  |  |
|  Operations: |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Net Investment Income (Loss) | $407714 | $396685 |
| &nbsp;&nbsp;&nbsp;&nbsp; Net Realized Gain (Loss) on: |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Investment Securities Sold | (52070) | 188581 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Affiliated Investment Companies Shares Sold | 11 | (1) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Futures | 18644 | 18825 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Foreign Currency Transactions | (2074) | (4131) |
| &nbsp;&nbsp;&nbsp;&nbsp; Change in Unrealized Appreciation (Depreciation) of: |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Investment Securities and Foreign Currency | 2150559 | 1671200 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Affiliated Investment Companies Shares |  | 2 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Futures | 3264 | 3049 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Translation of Foreign Currency-Denominated Amounts | 500 | (267) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Net Increase (Decrease) in Net Assets Resulting from Operations | 2526548 | 2273943 |
|  Transactions in Interest: |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Contributions | 470848 | 346752 |
| &nbsp;&nbsp;&nbsp;&nbsp; Shares Issued in Lieu of Cash Distributions |  | (2) |
| &nbsp;&nbsp;&nbsp;&nbsp; Withdrawals | (1011300) | (1592939) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Net Increase (Decrease) from Transactions in Interest | (540452) | (1246189) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Total Increase (Decrease) in Net Assets | 1986096 | 1027754 |
|  **Net Assets** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Beginning of Year | 11158040 | 10130286 |
| &nbsp;&nbsp;&nbsp;&nbsp; End of Year | $13144136 | $11158040 |

---

See accompanying Notes to Financial Statements.

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**DIMENSIONAL EMERGING MARKETS VALUE FUND** 

**FINANCIAL HIGHLIGHTS** 

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  | **Dimensional Emerging Markets Value Fund** | **Dimensional Emerging Markets Value Fund** | **Dimensional Emerging Markets Value Fund** | **Dimensional Emerging Markets Value Fund** | **Dimensional Emerging Markets Value Fund** |
|  | **Year<br>Ended<br>Oct 31,<br>2025** | **Year<br>Ended<br>Oct 31,<br>2024** | **Year<br>Ended<br>Oct 31,<br>2023** | **Year<br>Ended<br>Oct 31,<br>2022** | **Year<br>Ended<br>Oct 31,<br>2021** |
|  Total Return | 23.23% | 23.49% | 16.09% | (19.27%) | 35.69% |
|  Net Assets, End of Year (thousands) | $13144136 | $11158040 | $10130286 | $9760139 | $13469705 |
|  Ratio of Expenses to Average Net Assets | 0.15% | 0.15% | 0.14% | 0.15% | 0.14% |
|  Ratio of Expenses to Average Net Assets (Excluding Fees Paid Indirectly) | 0.15% | 0.15% | 0.15% | 0.15% | 0.14% |
|  Ratio of Net Investment Income to Average Net Assets | 3.52% | 3.61% | 4.33% | 4.79% | 3.26% |
|  Portfolio Turnover Rate | 11% | 13% | 12% | 14% | 14% |

---

See page 1-2 for the Definitions of Abbreviations and Footnotes.

See accompanying Notes to Financial Statements.

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**DIMENSIONAL EMERGING MARKETS VALUE FUND** 

**NOTES TO FINANCIAL STATEMENTS** 

**A. Organization:** 

Dimensional Emerging Markets Value Fund (the "Fund") is an open-end management investment company registered under the Investment Company Act of 1940 (the "1940 Act"). The Fund meets the definition as an investment company and follows the accounting and reporting guidance under Financial Accounting Standards Board ("FASB") Accounting Standards Codification ("ASC") Topic 946, "Financial Services-Investment Companies." The Fund consists of one series.

**B. Significant Accounting Policies:** 

The following significant accounting policies are in conformity with accounting principles generally accepted in the United States of America ("GAAP"). Such policies are consistently followed by the Fund in preparation of its financial statements. The preparation of financial statements in accordance with GAAP requires management to make estimates and assumptions that affect the fair value of investments, the reported amounts of assets and liabilities, the disclosure of contingent assets and liabilities at the date of the financial statements, and the reported amounts of increases and decreases in net assets from operations during the reporting period. Actual results could differ from those estimates, and those differences could be material.

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1. *Security Valuation*: The Fund uses a fair value hierarchy, which prioritizes the inputs-to-valuation techniques used to measure fair value into three broad levels described below:

● Level 1 – inputs are quoted prices
 in active markets for identical securities (including equity securities, open-end investment companies, and futures contracts)

● Level 2 – other significant observable
 inputs (including quoted prices for similar securities, interest rates, prepayment speeds, credit risk, etc.)

● Level 3 – significant unobservable
 inputs (including the Fund's own assumptions in determining the fair value of investments)

Securities held by the Fund, 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 Fund 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 Fund values the securities at the mean between 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. 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 Trustees of the Fund (the "Board"). 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 Dimensional Fund Advisors LP (the "Advisor")) occur before the net asset value of the Fund is calculated. When fair value pricing is used, the prices of securities used by the Fund 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.

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The Fund 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 value of the Fund is computed. Due to the time differences between the closings of the relevant foreign securities exchanges and the pricing of the Fund's shares (at the close of the NYSE), the Fund will fair-value its 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 Fund's 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 Fund uses data furnished by an independent pricing service (and that data draws upon, among other information, the market values of foreign investments). When the Fund uses fair value pricing, the values assigned to the Fund'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.

Futures contracts held by the Fund are valued using the settlement price established each day on the exchange on which they are traded. These valuations are generally categorized as Level 1 in the hierarchy.

A summary of the inputs used to value the Fund's 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. The methodology or inputs used for valuing securities are not necessarily an indication of the risk associated with investing in those securities.

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2. *Foreign Currency Translation*: Securities and other assets and liabilities of the Fund whose values are initially expressed in foreign currencies are translated to U.S. dollars using the mean between the most recent bid and ask prices for the U.S. dollar as quoted by generally recognized reliable sources. To facilitate the translation, the Fund enters into foreign currency contracts. A foreign currency contract is a spot agreement between two parties to buy and sell currencies at current market exchange rates, for settlement generally within two business days. Dividend and interest income and certain expenses are translated to U.S. dollars at the rate of exchange on their respective accrual dates. Receivables and payables denominated in foreign currencies are marked-to-market daily based on daily exchange rates and exchange gains or losses are realized upon ultimate receipt or disbursement. The Fund does not isolate the effect of foreign exchange rate fluctuations from the effect of fluctuations in the market prices of securities, whether realized or unrealized.

Realized gains or losses on foreign currency transactions represent net foreign exchange gains or losses from the disposition of foreign currencies, currency gains or losses realized between the trade and settlement dates of securities transactions, and the difference between amounts of interest, dividends and any foreign withholding taxes recorded on the books of the Fund and the U.S. dollar equivalent amounts actually received or paid.

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3. *Deferred Compensation Plan*: Each eligible Trustee of the Fund may elect to participate in the Fee Deferral Plan for Independent Directors and Trustees (the "Plan"). Under the Plan, effective January 1, 2002, such Trustees may defer payment of all or a portion of their total fees earned as a Trustee. These deferred amounts may be treated as though such amounts had been invested in shares of the following funds, each of which are affiliates of the Fund, and advised by Advisor: the U.S. Large Cap Value Portfolio, U.S. Core Equity 1 Portfolio, U.S. Large Company Portfolio, U.S. Vector Equity Portfolio, U.S. Micro Cap Portfolio, DFA International Value Portfolio, International Core Equity 2 Portfolio, Emerging Markets Portfolio, Emerging Markets Core Equity 2 Portfolio, DFA Inflation-Protected Securities Portfolio, and/or DFA Two-Year Global Fixed Income Portfolio. Contributions made under the Plan and the change in unrealized appreciation (depreciation) and income are included in Directors'/Trustees' Fees & Expenses. As of October 31, 2025, the total liability for deferred compensation to Trustees is included in Accrued Expenses and Other Liabilities on the Statement of Assets and Liabilities in the amount of $308 (in thousands).

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The Trustees may receive their distributions of proceeds by one of the following methods: lump sum, annual installments over a period of agreed-upon years, or quarterly installments over a period of agreed-upon years. Each Trustee shall have the right in a notice of election (the "Notice") to defer the receipt of the Trustee's deferred compensation until a date specified by such Trustee in the Notice. The date may not be sooner than the earlier of: (i) the first business day of January following the year in which such Trustee ceases to be a member of the Board; and (ii) five years following the effective date of the Trustee's first deferral election. If a Trustee who elects to defer fees fails to designate in the Notice a time or date as of which payment of the Trustee's deferred fee account shall commence, payment of such amount shall commence as of the first business day of January following the year in which the Trustee ceases to be a member of the Board (unless the Trustee files an amended Notice selecting a different distribution date).

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4. *Other*: Security transactions are accounted for as of the trade date. Costs used in determining realized gains and losses on the sale of investment securities and foreign currency are accounted for on the basis of identified cost. Dividend income and distributions to shareholders are recorded on the ex-dividend date. Non-cash dividend income received in the form of securities in-lieu of cash, if any, are recorded at the fair value of securities received. Distributions received on securities that represent a return of capital or capital gains are recorded as a reduction of cost of investments or as a realized gain, respectively. The Fund estimates the character of received distributions that may be considered return of capital distributions. Interest income is recorded on an accrual basis. Expenses directly attributable to the Fund are directly charged. The Fund may be subject to taxes imposed by countries in which it invests, with respect to its investments in issuers existing or operating in such countries. Such taxes are generally based on income earned or repatriated and capital gains realized on the sale of such investments. The Fund accrues such taxes when the related income or capital gains are earned or throughout the holding period. Some countries require governmental approval for the repatriation of investment income, capital or the proceeds of sales earned by foreign investors. Additionally, if there is a deterioration in a country's balance of payments or for other reasons, a country may impose temporary restrictions on foreign capital remittances abroad.

The Fund's investments in Chile are subject to governmental taxes on investment income. Such taxes are due when currencies are repatriated from the country. The Fund accrues for taxes on income as the income is earned. The Fund is subject to tax on short-term and long-term capital gains for investments in India. Such taxes are accrued on a daily basis and due upon sale of individual securities.

**C. Investment Advisor:** 

The Advisor provides investment management services to the Fund.

For the year ended October 31, 2025, the Fund's investment management fee was accrued daily and paid monthly to the Advisor based on the following effective annual rate of average daily net assets:

---

| | | |
|:---|:---|:---|
|  Dimensional Emerging Markets Value Fund | 0.1 | % |

---

**Fees Paid to Officers and Directors/Trustees:** 

Certain Officers and Trustees of the Advisor are also Officers and Trustees of the Fund; however, such Officers and Trustees (with the exception of the Chief Compliance Officer ("CCO")) receive no compensation from the Fund. For the year ended October 31, 2025, the total related amounts paid by the Fund to the CCO were $7 (in thousands) and are included in Other Expenses on the Statement of Operations.

**D. Deferred Compensation:** 

As of October 31, 2025, the total liability for deferred compensation to Trustees is included in Accrued Expenses and Other Liabilities on the Statement of Assets and Liabilities as follows (amount in thousands):

---

| | |
|:---|:---|
|  Dimensional Emerging Markets Value Fund | $308.0 |

---

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**E. Purchases and Sales of Securities:** 

For the year ended October 31, 2025, the Fund's transactions related to investment securities, other than short-term securities, in-kind redemptions and U.S. Government securities (amounts in thousands), were as follows:

---

| | | |
|:---|:---|:---|
|  | **Purchases** | **Sales** |
|  Dimensional Emerging Markets Value Fund | $1287794 | $1408194 |

---

There were no purchases or sales of long-term U.S. government securities.

For the year ended October 31, 2025, transactions related to Affiliated Investment Companies, excluding in-kind redemptions, are presented below.

The amounts presented below may differ from the respective amounts presented in the corresponding Schedule of Investments, Statement of Assets and Liabilities or Statement of Operations due to rounding. The amounts are as follows (amounts in thousands):

---

| | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
|  | **Balance at<br>October 31, 2024** | **Purchases<br>at Cost** | **Proceeds<br>from Sales** | **Net Realized<br>Gain/(Loss)<br>on Sales** | **Change in<br>Unrealized<br>Appreciation/<br>Depreciation** | **Balance at<br>October 31, 2025** | **Shares as of<br>October 31, 2025** | **Dividend<br>Income** | **Capital Gain<br>Distributions** |
|  **Dimensional Emerging Markets Value Fund** |  |  |  |  |  |  |  |  |  |
|  The DFA Short Term Investment Fund | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$76933 | $1825070 | $1780101 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$11 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$121913 | 10540 | $4066 |  |
|  **Total** | **$76933** | $**1825070** | $**1780101** | **$11** |  | **$121913** |  | $**4066** |  |

---

**F. Federal Income Taxes:** 

No provision for federal income taxes is required since the Fund is treated as a partnership for federal income tax purposes. Any net investment income and realized and unrealized gains and losses have been deemed to have been "passed down" to their respective partners. Accordingly, as a pass-through entity, the Fund pays no income dividends or capital gain distributions.

As of October 31, 2025, the total cost and aggregate gross unrealized appreciation (depreciation) of securities for federal income tax purposes were different from amounts reported for financial reporting purposes, as follows (amounts in thousands):

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | **Federal<br>Tax Cost** | **Unrealized<br>Appreciation** | **Unrealized<br>(Depreciation)** | **Net<br>Unrealized<br>Appreciation<br>(Depreciation)** |
|  Dimensional Emerging Markets Value Fund | $9107980 | $4977460 | $(815026) | $4162434 |

---

The difference between GAAP-basis and tax basis unrealized gains (losses) can occur as a result of wash sales and net mark-to-market gains (losses) on regulated futures contracts, net mark-to-market gains (losses) on foreign currency contracts, and differences in tax treatment of passive foreign investment company investments or other investments.

ASC 740 Accounting for Uncertainty in Income Taxes sets forth a minimum threshold for financial statement recognition of the benefit of a tax position taken or expected to be taken in a tax return. Under GAAP, the Fund recognizes the tax benefits of uncertain tax positions only when the position is more likely than not to be sustained, assuming examination by tax authorities. Management has analyzed the Fund's tax positions and has concluded that no additional provision for income tax is required in the Fund's financial statements. The Fund is not aware of any tax positions for which it is reasonably possible that the total amounts of unrecognized tax benefits will significantly change in the next twelve months. The Fund's federal tax returns for the prior three fiscal years remain subject to examination by the Internal Revenue Service.

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**G. Financial Instruments:** 

In accordance with the Fund's investment objective and policies, the Fund may invest 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. The Fund's derivative contracts are not accounted for as hedging instruments under GAAP. These instruments and their significant corresponding risks are described below:

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1. *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 securities held by the Fund may be inhibited.

**Derivative Financial Instruments:** 

Summarized below are the specific types of derivative instruments used by the Fund.

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2. *Futures Contracts*: The Fund may purchase or sell futures contracts and options on futures contracts for foreign or U.S. equity securities and indices, to increase or decrease market exposure based on actual or expected cash inflows to or outflows from the Fund. Upon entering into a futures contract, the Fund deposits cash or pledges 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 Fund as unrealized gains or losses until the contracts are closed. When the contracts are closed, the Fund records a realized gain or loss, which is presented in the Statement 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.

Risks may arise upon entrance into futures contracts from potential imperfect price correlations between the futures contracts and the underlying securities or indices, from the possibility of an illiquid secondary market for these instruments and from the possibility that the Fund 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.

Securities have been segregated as collateral for open futures contracts.

The average volume (based on the open positions at each fiscal month-end) of derivative activity for the year ended October 31, 2025 was as follows (amount in thousands):

---

| | |
|:---|:---|
|  | **Futures\*** |
|  Dimensional Emerging Markets Value Fund | $94907 |

---

\* Average Notional Value of futures contracts.

The following is a summary of the Fund's derivative instrument holdings categorized by primary risk exposure as of October 31, 2025 (amounts in thousands):

---

| | | |
|:---|:---|:---|
|  | **Asset Derivatives Value** | **Asset Derivatives Value** |
|  | **Total Value<br>at<br>October 31, 2025** | **Equity<br>Contracts <sup>\*,(1)</sup>** |
|  Dimensional Emerging Markets Value Fund | $2771 | $2771 |

---

(1) Presented on Statement of Assets and Liabilities
 as Receivables: Futures Variation Margin.

\* Includes cumulative appreciation (depreciation) of futures contracts. Only current day's margin variation is reported within the Statement of Assets and Liabilities.

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The following is a summary of the realized and change in unrealized gains and losses from the Fund's derivative instrument holdings categorized by primary risk exposure for the year ended October 31, 2025 (amounts in thousands):

---

| | | |
|:---|:---|:---|
|  | **Realized Gain (Loss) on<br>Derivatives** | **Realized Gain (Loss) on<br>Derivatives** |
|  | **Total** | **Equity<br>Contracts <sup>(1)</sup>** |
|  Dimensional Emerging Markets Value Fund | $18644 | $18644 |
|  | **Change in Unrealized Appreciation<br>(Depreciation) on Derivatives** | **Change in Unrealized Appreciation<br>(Depreciation) on Derivatives** |
|  | **Total** | **Equity<br>Contracts <sup>(2)</sup>** |
|  Dimensional Emerging Markets Value Fund | $3264 | $3264 |

---

(1) Presented on Statement of Operations as Net
 Realized Gain (Loss) on: Futures.

(2) Presented on Statement of Operations as Change
 in Unrealized Appreciation (Depreciation) of: Futures.

**H. Line of Credit and Interfund Lending Program:** 

The Fund, together with other Dimensional-advised portfolios, has entered into a $500 million uncommitted, unsecured discretionary line of credit effective April 2, 2025, with its domestic custodian bank. A line of credit with similar terms was in effect through April 2, 2025. Each portfolio is permitted to borrow, subject to its investment limitations, up to a maximum of $250 million, as long as total borrowings under the line of credit do not exceed $500 million in the aggregate. Borrowings under the line of credit are charged interest at rates agreed upon by the parties at the time of borrowing. Each portfolio is individually, and not jointly, liable for its particular advances under the line of credit. There is no commitment fee on the unused portion of the line of credit. The agreement for the discretionary line of credit may be terminated by either party at any time. The agreement for the line of credit expires on April 1, 2026.

The Fund, together with other Dimensional-advised portfolios, has also entered into an additional $700 million unsecured line of credit with its international custodian bank effective December 26, 2024. A line of credit with similar terms was in effect through December 26, 2024. Each portfolio is permitted to borrow, subject to its investment limitations, up to the lower of one-quarter of such portfolio's net assets or $500 million, as long as total borrowings under the line of credit do not exceed $700 million in the aggregate. Each portfolio is individually, and not jointly, liable for its particular advances under the line of credit. Borrowings under the line of credit are charged interest at rates agreed upon by the parties at the time of borrowing. There is no commitment fee on the unused portion of the line of credit. The line of credit agreement expires on December 25, 2025.

For the year ended October 31, 2025, borrowings by the Fund under the lines of credit were as follows (amounts in thousands, except percentages and days):

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
|  | **Weighted<br>Average<br>Interest Rate** | **Weighted<br>Average<br>Loan Balance** | **Number of<br>Days<br>Outstanding\*** | **Interest<br>Expense<br>Incurred** | **Maximum Amount<br>Borrowed During<br>the Period** | **Outstanding<br>Borrowings<br>as of 10/31/2025** |
|  Dimensional Emerging Markets Value Fund | 4.84% | $3200 | 2 | $1 | $4862 |  |

---

\* Number of Days Outstanding represents the total of single or consecutive days during the year ended October 31, 2025, that the Fund's available line of credit was used. 

Pursuant to an exemptive order issued by the SEC (the "Order"), the Fund may participate in an interfund lending program among certain portfolios managed by the Advisor (portfolios that operate as feeder funds do not participate in the program). The program allows the participating portfolios to borrow money from and loan money to each other

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for temporary or emergency purposes, subject to the conditions in the Order. A loan can only be made through the program if the interfund loan rate on that day is more favorable to both the borrowing and lending portfolios as compared to rates available through short-term bank loans or investments in overnight repurchase agreements and money market funds, respectively, as detailed in the Order. Further, a portfolio may participate in the program only if and to the extent that such participation is consistent with its investment objectives and limitations. Interfund loans have a maximum duration of seven days and may be called on one business day's notice.

The Fund did not use the interfund lending program during the year ended October 31, 2025.

**I. Affiliated Trades:** 

Cross trades for the year ended October 31, 2025, if any, were executed by the Fund pursuant to procedures adopted by the Board to ensure compliance with Rule 17a-7 under the 1940 Act. Cross trading is the buying or selling of portfolio securities between series of investment companies, or between a series of an investment company and another entity, that are or could be considered affiliates by virtue of a common investment advisor (or affiliated investment advisors), common Trustees and/or common Officers. At its regularly scheduled meetings, the CCO certifies to the Board that the 17a-7 transactions entered into by the Fund complied with the Rule 17a-7 Procedures adopted by the Board.

For the year ended October 31, 2025, cross trades by the Fund under Rule 17a-7 were as follows (amounts in thousands):

---

| | | | |
|:---|:---|:---|:---|
| **Portfolio** | **Purchases** | **Sales** | **Realized Gain (Loss)** |
|  Dimensional Emerging Markets Value Fund | $3055 | $4448 | $(2141) |

---

**J. Securities Lending:** 

As of October 31, 2025, the Fund had securities on loan to brokers/dealers, for which the Fund received cash collateral. The contractual maturity of cash collateral received under the securities lending agreement is classified as overnight and continuous. The Fund also received non-cash collateral consisting of short- and/or long-term U.S. Treasuries and U.S. government agency securities as follows (amount in thousands):

---

| | |
|:---|:---|
|  | **Non-Cash<br>Collateral<br>Market**<br> &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Value**  |
|  Dimensional Emerging Markets Value Fund | $998413 |

---

The Fund invests the cash collateral, as described below, and records a liability for the return of the collateral, during the period the securities are on loan. Loans of securities are expected at all times to be secured by collateral in an amount (i) equal to at least 100% of the current market value of the loaned securities with respect to securities of the U.S. government or its agencies, (ii) generally equal to 102% of the current market value of the loaned securities with respect to U.S. securities, and (iii) generally equal to 105% of the current market value of the loaned securities with respect to foreign securities. However, daily market fluctuations could cause the Fund's collateral to be lower or higher than the expected thresholds. If this were to occur, the collateral would be adjusted the next business day to ensure adequate collateralization. In the event of default or bankruptcy by the other party to the agreement, realization and/or retention of the collateral may be subject to legal proceedings. If the borrower fails to return loaned securities, cash collateral being maintained by the borrower is insufficient to cover the value of loaned securities, and such collateral insufficiency is not the result of investment losses, the lending agent has agreed to pay the amount of the shortfall to the Fund or, at the option of the lending agent, to replace the securities. In the event of the bankruptcy of the borrower, the Fund could experience delay in recovering the loaned securities or only recover cash or a security of equivalent value.

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Subject to its stated investment policies, the Fund will generally invest the cash collateral received for the loaned securities in The DFA Short Term Investment Fund (the "Short Term Series"), an affiliated registered ultrashort term bond fund advised by the Advisor for which the Advisor receives a management fee of 0.05% of the average daily net assets of the Short Term Series. Income received from the Short Term Series is netted with fees for securities lending and collateral investment expenses and with other payments to and from borrowers of securities. The Fund also may invest the cash collateral received for the loaned securities in securities of the U.S. government or its agencies, repurchase agreements collateralized by securities of the U.S. government or its agencies, and affiliated or unaffiliated money market funds that are registered or unregistered. For purposes of this paragraph, agencies include both agency debentures and agency mortgage-backed securities. Additionally, the Fund will be able to terminate the loan at any time and will receive reasonable interest on the loan, as well as amounts equal to any dividends, interest or, other distributions on the loaned securities. However, dividend income received from loaned securities may not be eligible for taxation at qualified dividend income rates.

**K. Indemnitees; Contractual Obligations:** 

Under the Fund's organizational documents, its Officers and Trustees are indemnified against certain liabilities arising out of the performance of their duties to the Fund.

In the normal course of business, the Fund enters into contracts that contain a variety of representations and warranties that provide general indemnification. The Fund's maximum exposure under these arrangements is unknown, as this would involve future claims that may be made against the Fund and/or its affiliates that have not yet occurred. However, based on experience, the Fund expects the risk of loss to be remote.

**L. Segment Reporting:** 

In this reporting period, the Fund adopted FASB Accounting Standards Update 2023-07, Segment Reporting (Topic 280) – Improvements to Reportable Segment Disclosures ("ASU 2023-07"). The adoption of the new standard only impacted financial statement disclosures and did not affect the Fund's financial position or the results of its operations. An operating segment is defined in Topic 280 as a component of a public entity that (i) engages in business activities from which it may recognize revenues and incur expenses, (ii) has operating results that are regularly reviewed by the public entity's chief operating decision maker ("CODM") to make decisions about resources to be allocated to the segment and assess its performance, and (iii) has discrete financial information available. The Fund's Co-Chief Executive Officers and the Chief Financial Officer act as the Fund's CODM. The Fund represents a single operating segment, as the CODM monitors the operating results of the Fund as a whole. The Fund's long-term strategic asset allocation is executed by its fund management team and guided by the Fund's investment objective and principal investment strategies, as described in the Fund's registration statement. The financial information provided to and reviewed by the CODM is consistent with that presented in the Fund's Schedule of Investments, Statement of Operations, Statement of Changes in Net Assets, and Financial Highlights.

**M. New Accounting Pronouncement:** 

In December 2023, the FASB issued Accounting Standards Update 2023-09, Income Taxes (Topic 740) –Improvements to Income Tax Disclosures ("ASU 2023-09"). Effective for annual periods beginning after December 15, 2024, the amendments require greater disaggregation of disclosures related to income taxes paid. The ASU 2023-09 allows for early adoption and requires that amendments be applied on a prospective basis. Management is currently evaluating the impact of the ASU 2023-09 but does not expect the guidance to materially impact the financial statements.

**N. Other:** 

The Fund is subject to claims and suits that arise from time to time in the ordinary course of business (for example, claw back litigation against former shareholders of portfolio companies that filed for bankruptcy). Although management currently believes that resolving claims, if any, against the Fund, individually or in aggregate, will not have a material adverse impact on the Fund's financial position, results of operations, or cash flows, these matters are subject to inherent uncertainties and management's view of these matters may change in the future.

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**O. Subsequent Event Evaluations:** 

Management has evaluated the impact of all subsequent events on the Fund 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.

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&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;![LOGO](g941358g51x87.jpg)

**Report of Independent Registered Public Accounting Firm** 

To the Board of Trustees and Shareholders of Dimensional Emerging Markets Value Fund

***Opinion on the Financial Statements***

We have audited the accompanying statement of assets and liabilities, including the schedule of investments, of Dimensional Emerging Markets Value Fund (the "Fund") as of October 31, 2025, the related statement of operations for the year ended October 31, 2025, the statement of changes in net assets for each of the two years in the period ended October 31, 2025, including the related notes, and the financial highlights for each of the five years in the period ended October 31, 2025 (collectively referred to as the "financial statements"). In our opinion, the financial statements present fairly, in all material respects, the financial position of the Fund as of October 31, 2025, the results of its operations for the year then ended, the changes in its net assets for each of the two years in the period ended October 31, 2025 and the financial highlights for each of the five years in the period ended October 31, 2025 in conformity with accounting principles generally accepted in the United States of America.

***Basis for Opinion***

These financial statements are the responsibility of the Fund's management. Our responsibility is to express an opinion on the Fund's financial statements based on our audits. We are a public accounting firm registered with the Public Company Accounting Oversight Board (United States) (PCAOB) and are required to be independent with respect to the Series in accordance with the relevant ethical requirements relating to our audit, which include standards of the American Institute of Certified Public Accountants (AICPA) Code of Professional Conduct, as well as U.S. federal securities laws and the applicable rules and regulations of the Securities and Exchange Commission.

We conducted our audits of these financial statements in accordance with the auditing standards of the PCAOB and in accordance with auditing standards generally accepted in the United States of America. Those standards require that we plan and perform the audit to obtain reasonable assurance about whether the financial statements are free of material misstatement, whether due to error or fraud.

Our audits included performing procedures to assess the risks of material misstatement of the financial statements, whether due to error or fraud, and performing procedures that respond to those risks. Such procedures included examining, on a test basis, evidence regarding the amounts and disclosures in the financial statements. Our audits also included evaluating the accounting principles used and significant estimates made by management, as well as evaluating the overall presentation of the financial

PricewaterhouseCoopers LLP, Two Commerce Square, Suite 1700, 2001 Market Street, Philadelphia, PA 19103-7042

T: (267) 330 3000, www.pwc.com/us

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&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;![LOGO](g941358g51x87.jpg)

statements. Our procedures included confirmation of securities owned as of October 31, 2025 by correspondence with the custodian, brokers and transfer agent of the investee fund; when replies were not received from brokers, we performed other auditing procedures. We believe that our audits provide a reasonable basis for our opinion.

/s/PricewaterhouseCoopers LLP

Philadelphia, Pennsylvania

December 19, 2025

We have served as the auditor of one or more investment companies in Dimensional Fund Advisors L.P. investment company group since 1981.

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**TAX NOTICE TO SHAREHOLDERS** 

**(Unaudited)** 

The following information is solely for informational purposes. Each Portfolio is designating the U.S. federal income tax character of the following items with respect to distributions paid or expected to be paid to shareholders related to the fiscal year ended October 31, 2025. All designations are based on financial information available as of the date of this annual report and, accordingly are subject to change. For each classification below and including "Section 163(j) interest dividends" as defined in Treasury Regulation §1.163(j)-1(b)(35) and "Section 199A dividends" as defined in Treasury Regulation §1.199A -3(d), it is the intent of the Portfolio to designate the maximum amount permitted under the Internal Revenue Code and the regulations thereunder.

For U.S. federal income tax purposes, shareholders generally must report distributions received from a Portfolio on a calendar-year basis, which therefore may include distributions with respect to portions of two fiscal years of the Portfolio. Annual statements needed by shareholders concerning the tax status of distributions received for the calendar year 2025 (e.g., IRS Form 1099-DIV) will be provided in early 2026. Shareholders should refer to these statements in preparing their calendar year 2025 tax returns. Please consult your tax advisor for the proper treatment of this information. Unless otherwise noted, the amounts in the table are expressed as a percentage of the distributions paid with respect to the fiscal year ended October 31, 2025.

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| | | | | | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **DFA Investment<br> Dimensions Group Inc.** | **Net<br>Investment<br>Income<br>Distributions** | **Short-Term<br>Capital Gain<br>Distributions** | **Long-Term<br>Capital Gain<br>Distributions** | **Return of<br>Capital** | **Tax-Exempt<br>Interest** | **Total<br>Distributions** | **Qualified<br>Dividends<br>(for<br>Corporate<br>Dividends<br>Received<br>Deduction) (1)** | **Qualified<br>Dividend<br>Income (2)** | **U.S.<br>Government<br>Interest (3)** | **Foreign<br>Tax<br>Credit (4)** | **Foreign<br>Source<br>Income (5)** | **Qualified<br>Net<br>Interest<br>Income (6)** | **Qualified<br>Short-<br>Term<br>Capital<br>Gain (7)** |
|  Large Cap International Portfolio | 100% |  |  |  |  | 100% |  | 76% |  | 6% | 90% |  |  |
|  International Core Equity 2 Portfolio | 100% |  |  |  |  | 100% |  | 75% |  | 7% | 90% |  |  |
|  Global Small Company Portfolio | 71% |  | 29% |  |  | 100% | 32% | 69% |  | 5% | 50% |  |  |
|  International Small Company Portfolio | 100% |  |  |  |  | 100% |  | 69% |  | 5% | 85% | 1% |  |
|  Japanese Small Company Portfolio | 100% |  |  |  |  | 100% |  | 57% |  | 6% | 72% |  |  |
|  Asia Pacific Small Company Portfolio | 100% |  |  |  |  | 100% |  | 37% |  |  | 67% |  |  |
|  United Kingdom Small Company Portfolio | 100% |  |  |  |  | 100% |  | 71% |  | 1% | 87% |  |  |
|  Continental Small Company Portfolio | 100% |  |  |  |  | 100% |  | 89% |  | 7% | 94% |  |  |
|  DFA International Real Estate Securities Portfolio | 100% |  |  |  |  | 100% |  | 32% |  | 3% | 65% |  |  |
|  DFA Global Real Estate Securities Portfolio | 100% |  |  |  |  | 100% |  | 35% |  |  |  |  |  |
|  DFA International Small Cap Value Portfolio | 85% |  | 15% |  |  | 100% |  | 71% |  | 6% | 92% |  |  |
|  International Vector Equity Portfolio | 100% |  |  |  |  | 100% |  | 76% |  | 7% | 92% |  |  |
|  International High Relative Profitability Portfolio | 100% |  |  |  |  | 100% |  | 85% |  | 7% | 95% |  |  |
|  World ex U.S. Value Portfolio | 100% |  |  |  |  | 100% |  | 60% |  | 6% | 79% |  |  |
|  World ex U.S. Core Equity Portfolio | 100% |  |  |  |  | 100% |  | 62% |  | 7% | 87% |  |  |
|  World ex U.S. Targeted Value Portfolio | 100% |  |  |  |  | 100% |  | 96% |  | 8% | 100% |  |  |
|  World Core Equity Portfolio | 58% |  | 42% |  |  | 100% | 40% | 81% |  | 3% | 56% |  |  |

---

1194

------

##### [**Table of Contents**](#toc)

---

| | | | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **DFA Investment<br> Dimensions Group Inc.** | **Net<br>Investment<br>Income<br>Distributions** | **Short-Term<br>Capital Gain<br>Distributions** | **Long-Term<br>Capital Gain<br>Distributions** | **Return of<br>Capital** | **Tax-Exempt<br>Interest** | **Total<br>Distributions** | **Qualified<br>Dividends<br>(for<br>Corporate<br>Dividends<br>Received<br>Deduction) (1)** | **Qualified<br>Dividend<br>Income (2)** | **Foreign<br>Source<br>Income (5)** | **Qualified<br>Net<br>Interest<br>Income (6)** | **Qualified<br>Short-<br>Term<br>Capital<br>Gain (7)** |
|  Selectively Hedged Global Equity Portfolio | 35% |  | 65% |  |  | 100% | 36% | 79% – 4% | 62% |  |  |
|  Emerging Markets Portfolio | 100% |  |  |  |  | 100% |  | 45% – 11% | 86% |  |  |
|  Emerging Markets Small Cap Portfolio | 100% |  |  |  |  | 100% |  | 24% – 12% | 56% |  |  |
|  Emerging Markets Value Portfolio | 100% |  |  |  |  | 100% |  | 39% – 7% | 79% |  |  |
|  Emerging Markets Core Equity 2 Portfolio | 100% |  |  |  |  | 100% |  | 38% – 7% | 81% |  |  |
|  Emerging Markets Targeted Value Portfolio | 100% |  |  |  |  | 100% |  | 20% – 5% | 54% |  |  |
|  Emerging Markets ex China Core Equity Portfolio | 100% |  |  |  |  | 100% |  | 44% – 16% | 97% |  |  |

---

(1) Qualified Dividends represents the amount that
 qualifies for the corporate dividends-received deduction under Section 243 of the Internal Revenue Code and is reflected as a percentage
 of estimated ordinary income distributions (the total of short-term capital gain and net investment income distributions) for the fiscal
 year 2025.

(2) Qualified Dividend Income represents the amount
 that qualifies for the reduced capital gain tax rate under Section 1(h)(11) of the Internal Revenue Code and is reflected as a percentage
 of estimated ordinary income distributions (the total of short-term capital gain and net investment income distributions) for the fiscal
 year 2025.

(3) U.S. Government Interest represents the amount
 of interest that was derived from direct U.S. Government obligations and distributed during the fiscal year. This amount is reflected
 as a percentage of total estimated ordinary income distributions (the total of short-term capital gain and net investment income distributions)
 for the fiscal year 2025. Generally, interest from direct U.S. Government obligations is exempt from state income tax. Please consult
 your tax advisor for the availability of a state tax exemption based on your individual circumstances.

(4) Foreign Tax Credit represents the amount of dividends
 that qualify for the foreign tax credit pass through under Section 853 of the Internal Revenue Code and is reflected as a percentage
 of "investment company taxable income" (as defined in Section 852(b)(2) of the Internal Revenue Code).

(5) Foreign Source Income represents the amount of
 dividends derived from foreign sources and is reflected as a percentage of "investment company taxable income" (as defined
 in Section 852(b)(2) of the Internal Revenue Code).

(6) Qualified Net Interest Income represents the
 amount of interest income available as interest-related dividends generally exempt from withholding taxes for non-U.S. shareholders under
 Section 871(k)(1) of the Internal Revenue Code. The information is reflected as a percentage estimated ordinary income distributions
 (the total of short-term capital gain and net investment income distributions) for the fiscal year 2025.

(7) Qualified Short-Term Capital Gain represents
 the amount available as short-term capital gain dividends generally exempt from withholding taxes for non-U.S. shareholders under Section 871(k)(2)
 of the Internal Revenue Code. The information is reflected as a percentage of estimated ordinary income distributions (the total of short-term
 capital gain and net investment income distributions) for the fiscal year 2025.

---

| | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Dimensional**<br> **Investment Group Inc.** | **Net<br>Investment<br>Income<br>Distributions** | **Short-Term<br>Capital Gain<br>Distributions** | **Long-Term<br>Capital Gain<br>Distributions** | **Return of<br>Capital** | **Tax-Exempt<br>Interest** | **Total<br>Distributions** | **Foreign<br>Source<br>Income (5)** | **Qualified<br>Net<br>Interest<br>Income (6)** | **Qualified<br>Short-<br>Term<br>Capital<br>Gain (7)** |
|  DFA International Value Portfolio | 100% |  |  |  |  | 100% – 70% – 5% | 80% |  |  |

---

(1) Qualified Dividends represents the amount that
 qualifies for the corporate dividends-received deduction under Section 243 of the Internal Revenue Code and is reflected as a percentage
 of estimated ordinary income distributions (the total of short-term capital gain and net investment income distributions) for the fiscal
 year 2025.

1195

------

##### [**Table of Contents**](#toc)
(2) Qualified Dividend Income represents the amount
 that qualifies for the reduced capital gain tax rate under Section 1(h)(11) of the Internal Revenue Code and is reflected as a percentage
 of estimated ordinary income distributions (the total of short-term capital gain and net investment income distributions) for the fiscal
 year 2025.

(3) U.S. Government Interest represents the amount
 of interest that was derived from direct U.S. Government obligations and distributed during the fiscal year. This amount is reflected
 as a percentage of total estimated ordinary income distributions (the total of short-term capital gain and net investment income distributions)
 for the fiscal year 2025. Generally, interest from direct U.S. Government obligations is exempt from state income tax. Please consult
 your tax advisor for the availability of a state tax exemption based on your individual circumstances.

(4) Foreign Tax Credit represents the amount of dividends
 that qualify for the foreign tax credit pass through under Section 853 of the Internal Revenue Code and is reflected as a percentage
 of "investment company taxable income" (as defined in Section 852(b)(2) of the Internal Revenue Code).

(5) Foreign Source Income represents the amount of
 dividends derived from foreign sources and is reflected as a percentage of "investment company taxable income" (as defined
 in Section 852(b)(2) of the Internal Revenue Code).

(6) Qualified Net Interest Income represents the
 amount of interest income available as interest-related dividends generally exempt from withholding taxes for non-U.S. shareholders under
 Section 871(k)(1) of the Internal Revenue Code. The information is reflected as a percentage estimated ordinary income distributions
 (the total of short-term capital gain and net investment income distributions) for the fiscal year 2025.

(7) Qualified Short-Term Capital Gain represents
 the amount available as short-term capital gain dividends generally exempt from withholding taxes for non-U.S. shareholders under Section 871(k)(2)
 of the Internal Revenue Code. The information is reflected as a percentage of estimated ordinary income distributions (the total of short-term
 capital gain and net investment income distributions) for the fiscal year 2025.

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

1196

------

##### [**Table of Contents**](#toc)
**ITEM 8 – CHANGES IN AND DISAGREEMENTS WITH ACCOUNTANTS FOR OPEN-END MANAGEMENT INVESTMENT COMPANIES** 

Not applicable

1197

------

##### [**Table of Contents**](#toc)
**ITEM 9 – PROXY DISCLOSURES FOR OPEN-END MANAGEMENT INVESTMENT COMPANIES** 

Not applicable

1198

------

##### [**Table of Contents**](#toc)
**ITEM 10 – REMUNERATION PAID TO DIRECTORS, OFFICERS, AND OTHERS OF OPEN-END MANAGEMENT INVESTMENT COMPANIES** 

Remuneration paid to directors, officers, and others is included in the "Fees Paid to Officers and Directors/Trustees" section of the Notes to Financial Statements above.

1199

------

##### [**Table of Contents**](#toc)
**ITEM 11 – STATEMENT REGARDING BASIS FOR APPROVAL OF INVESTMENT MANAGEMENT AGREEMENTS** 

Not applicable

1200

------

##### [**Table of Contents**](#toc)

------

##### [**Table of Contents**](#toc)

---

| | |
|:---|:---|
| ![LOGO](g941358g13o62.jpg)  | DFA-103125-001AI |

---

------

DFA

Investment

Trust

Company

Annual

Financial

Statements

&

Other

Information

#### Year

#### Ended:

#### October

#### 31,

#### 2025

#### The

#### DFA

#### Short

#### Term

#### Investment

#### Fund

#### DFA

#### INVESTMENT

#### TRUST

#### COMPANY

#### ANNUAL

#### FINANCIAL

#### STATEMENTS

#### AND

#### OTHER

#### INFORMATION

#### Table

#### of

#### Contents
Page

#### Item

#### 7

#### -

#### Financial

#### Statements

#### and

#### Financial

#### Highlights

#### for

#### Open-End

#### Management

#### Investment

#### Companies
Schedule

of

Investments

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Statements

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Changes

In

Net

Assets

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#### Item

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#### -

#### Changes

#### in

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#### Disagreements

#### with

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#### for

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#### Companies
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#### Disclosures

#### for

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#### Management

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#### Companies
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#### 10

#### -

#### Remuneration

#### Paid

#### to

#### Directors,

#### Officers,

#### and

#### Others

#### of

#### Open-End

#### Management

#### Investment

#### Companies
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#### Item

#### 11

#### -

#### Statement

#### Regarding

#### Basis

#### for

#### Approval

#### of

#### Investment

#### Management

#### Agreement
.

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i

#### The

#### DFA

#### Short

#### Term

#### Investment

#### Fund

#### SCHEDULE

#### OF

#### INVESTMENTS

#### OCTOBER

#### 31,

#### 2025

#### Rate

#### Maturity

#### Face

#### Amount

#### $

#### Fair

#### Value

#### $
COMMERCIAL

PAPER

-

(48.7%)

(y)++Apple,

Inc.

3.95%

11/05/25

91,000,000

90,950,132

(y)++Apple,

Inc.

3.93%

11/13/25

100,000,000

99,858,440

(y)++Apple,

Inc.

3.89%

11/19/25

129,000,000

128,736,014

(y)++Archer-Daniels-Midland

Co.

3.98%

11/05/25

25,000,000

24,986,200

(y)++Archer-Daniels-Midland

Co.

3.99%

11/06/25

73,045,000

72,996,462

(y)++Archer-Daniels-Midland

Co.

3.97%

11/20/25

20,545,000

20,499,840

(y)++Archer-Daniels-Midland

Co.

3.97%

11/21/25

50,000,000

49,884,615

(y)++Archer-Daniels-Midland

Co.

3.96%

11/24/25

65,000,000

64,828,660

(y)++Archer-Daniels-Midland

Co.

3.98%

12/15/25

50,000,000

49,752,190

(y)++Archer-Daniels-Midland

Co.

3.99%

12/22/25

60,000,000

59,656,164

(r)++Australia

&

New

Zealand

Banking

Group,

Ltd.

4.29%

(SOFR

+

bps)

07/20/26

100,000,000

99,984,490

(y)++BNG

Bank

NV

3.95%

11/04/25

55,000,000

54,975,860

(y)++BNG

Bank

NV

3.96%

11/05/25

13,900,000

13,892,355

(y)++BNG

Bank

NV

3.97%

11/06/25

97,000,000

96,935,815

(y)++BNG

Bank

NV

3.94%

12/01/25

139,200,000

138,728,919

(y)++Caisse

des

Depots

et

Consignations

3.91%

11/20/25

96,500,000

96,290,913

(y)Canada

3.91%

11/28/25

150,000,000

149,544,840

(y)Caterpillar

Financial

Services

Corp.

3.93%

11/04/25

100,000,000

99,956,320

(r)++Commonwealth

Bank

of

Australia

4.30%

(SOFR

+

bps)

01/23/26

43,000,000

43,012,930

(r)++Commonwealth

Bank

of

Australia

4.23%

(SOFR

+

bps)

03/12/26

100,000,000

100,008,290

(r)++Commonwealth

Bank

of

Australia

4.23%

(SOFR

+

bps)

03/16/26

100,000,000

100,007,620

(r)++Commonwealth

Bank

of

Australia

4.39%

(SOFR

+

bps)

04/24/26

100,000,000

100,066,110

(y)Cooperatieve

Rabobank

UA

3.96%

11/18/25

200,000,000

199,605,240

(y)Credit

Agricole

Corporate

and

Investment

Bank

3.89%

11/04/25

75,000,000

74,967,578

(y)Credit

Agricole

Corporate

and

Investment

Bank

4.02%

02/06/26

143,400,000

141,847,021

(y)++Danske

Bank

A/S

4.02%

01/08/26

200,000,000

198,472,420

(y)++DNB

Bank

ASA

3.92%

11/07/25

250,000,000

249,809,600

(y)++DNB

Bank

ASA

3.91%

02/02/26

250,000,000

247,474,100

(y)++FMS

Wertmanagement

3.86%

11/03/25

17,600,000

17,594,342

(y)++FMS

Wertmanagement

3.92%

12/10/25

25,000,000

24,891,575

(y)++General

Dynamics

Corp.

3.96%

11/05/25

200,000,000

199,890,040

(y)++John

Deere

Financial,

Inc.

3.94%

11/21/25

49,000,000

48,887,780

(y)++John

Deere

Financial,

Inc.

3.93%

11/25/25

28,275,000

28,197,965

(y)++Kimberly-Clark

Corp.

3.95%

11/05/25

49,900,000

49,872,665

(r)Lloyds

Bank

PLC

4.47%

(SOFR

+

bps)

02/06/26

73,000,000

73,020,017

(r)++National

Australia

Bank,

Ltd.

4.37%

(SOFR

+

bps)

05/06/26

175,000,000

175,105,122

(r)++National

Australia

Bank,

Ltd.

4.35%

(SOFR

+

bps)

07/23/26

100,000,000

100,038,990

(y)++National

Securities

Clearing

Corp.

3.94%

11/05/25

59,850,000

59,817,298

(y)++National

Securities

Clearing

Corp.

3.92%

11/24/25

35,500,000

35,407,512

(y)++National

Securities

Clearing

Corp.

3.95%

12/09/25

125,000,000

124,467,538

(y)++Nederlandse

Waterschapsbank

NV

3.94%

11/28/25

165,000,000

164,495,315

(y)++Nestle

Finance

International,

Ltd.

3.91%

11/03/25

25,000,000

24,991,858

(y)++Nestle

Finance

International,

Ltd.

3.93%

11/20/25

108,000,000

107,764,495

(r)++Nordea

Bank

Abp

4.33%

(SOFR

+

bps)

09/16/26

100,000,000

99,994,460

(y)++NRW

Bank

3.90%

11/20/25

25,000,000

24,946,002

(y)Oesterreichische

Kontrollbank

AG

3.91%

11/06/25

175,000,000

174,886,040

(y)Province

of

Ontario

Canada

3.92%

12/01/25

271,000,000

270,087,489

(y)++PSP

Capital,

Inc.

3.91%

11/20/25

192,700,000

192,282,477

(y)++PSP

Capital,

Inc.

3.96%

02/04/26

72,500,000

71,742,520

(y)++Roche

Holdings,

Inc.

3.95%

11/10/25

50,000,000

49,945,210

(y)++Roche

Holdings,

Inc.

3.92%

11/21/25

32,100,000

32,026,674

(r)++Royal

Bank

of

Canada

4.27%

(SOFR

+

bps)

03/06/26

100,000,000

100,023,640

(r)++Royal

Bank

of

Canada

4.41%

(SOFR

+

bps)

05/06/26

100,000,000

100,075,970

(r)++Royal

Bank

of

Canada

4.39%

(SOFR

+

bps)

05/08/26

125,000,000

125,082,212

#### The

#### DFA

#### Short

#### Term

#### Investment

#### Fund

#### continued

#### Rate

#### Maturity

#### Face

#### Amount

#### $

#### Fair

#### Value

#### $
COMMERCIAL

PAPER

-

(48.7%)

(continued)

(y)++Siemens

Capital

Co.

LLC

3.89%

11/04/25

49,700,000

49,678,510

(r)++Skandinaviska

Enskilda

Banken

AB

4.54%

(SOFR

+

bps)

04/03/26

100,000,000

100,060,500

(r)++Skandinaviska

Enskilda

Banken

AB

4.58%

(SOFR

+

bps)

06/17/26

225,000,000

225,089,392

(r)++Skandinaviska

Enskilda

Banken

AB

4.58%

(SOFR

+

bps)

09/23/26

100,000,000

100,000,680

(r)++Sumitomo

Mitsui

Banking

Corp.

4.28%

(SOFR

+

bps)

11/14/25

200,000,000

200,011,440

(r)++Sumitomo

Mitsui

Banking

Corp.

4.25%

(SOFR

+

bps)

12/02/25

150,000,000

150,012,960

(r)++Svenska

Handelsbanken

AB

4.53%

(SOFR

+

bps)

02/12/26

150,000,000

150,059,610

(r)++Svenska

Handelsbanken

AB

4.53%

(SOFR

+

bps)

02/18/26

55,000,000

55,021,153

(r)++Svenska

Handelsbanken

AB

4.58%

(SOFR

+

bps)

08/06/26

100,000,000

100,023,950

(r)++Swedbank

AB

4.49%

(SOFR

+

bps)

03/30/26

50,000,000

50,013,820

(y)++TotalEnergies

Capital

SA

3.99%

11/05/25

50,000,000

49,972,300

(y)++TotalEnergies

Capital

SA

3.98%

11/12/25

48,661,000

48,596,505

(y)++TotalEnergies

Capital

SA

3.95%

11/17/25

102,200,000

102,009,816

(y)++TotalEnergies

Capital

SA

3.94%

11/19/25

16,250,000

16,216,283

(y)++TotalEnergies

Capital

SA

3.93%

11/21/25

65,000,000

64,851,293

(y)++TotalEnergies

Capital

SA

3.94%

11/24/25

100,000,000

99,738,130

(y)++TotalEnergies

Capital

SA

3.99%

12/23/25

80,105,000

79,636,730

(y)++TotalEnergies

Capital

SA

4.01%

12/30/25

59,671,000

59,275,184

(y)Toyota

Motor

Credit

Corp.

3.95%

11/17/25

50,000,000

49,906,940

(y)++UnitedHealth

Group,

Inc.

4.04%

11/05/25

200,000,000

199,887,940

(y)++Walmart,

Inc.

3.89%

11/03/25

218,100,000

218,029,336

(y)++Walmart,

Inc.

3.92%

11/05/25

55,000,000

54,970,097

(y)++Walmart,

Inc.

3.94%

11/10/25

100,000,000

99,890,760

(y)++Walmart,

Inc.

3.93%

11/12/25

97,250,000

97,122,680

(r)++Westpac

Banking

Corp.

4.30%

(SOFR

+

bps)

01/23/26

169,000,000

169,050,818

(r)++Westpac

Banking

Corp.

4.26%

(SOFR

+

bps)

03/03/26

100,000,000

100,030,060

(r)++Westpac

Banking

Corp.

4.44%

(SOFR

+

bps)

04/17/26

100,000,000

100,101,550

(r)++Westpac

Banking

Corp.

4.37%

(SOFR

+

bps)

05/01/26

200,000,000

200,138,920

#### TOTAL

#### COMMERCIAL

#### PAPER
(Cost

$8,332,048,792)

8,346,952,000

8,332,661,701

YANKEE

CERTIFICATES

OF

DEPOSIT

-

(20.3%)

(r)Bank

of

Montreal

4.35%

(SOFR

+

bps)

02/05/26

150,000,000

150,065,640

(r)Bank

of

Montreal

4.36%

(SOFR

+

bps)

04/27/26

75,000,000

75,040,778

(r)Bank

of

Montreal

4.37%

(SOFR

+

bps)

09/03/26

100,000,000

100,023,310

(r)Bank

of

Nova

Scotia

4.40%

(SOFR

+

bps)

11/10/25

100,000,000

100,007,210

(r)Bank

of

Nova

Scotia

4.39%

(SOFR

+

bps)

11/10/25

50,000,000

50,003,475

(r)Bank

of

Nova

Scotia

4.32%

(SOFR

+

bps)

02/13/26

150,000,000

150,054,585

(r)Bank

of

Nova

Scotia

4.27%

(SOFR

+

bps)

03/06/26

100,000,000

100,028,550

(r)Bank

of

Nova

Scotia

4.39%

(SOFR

+

bps)

07/17/26

100,000,000

100,064,300

(r)BNP

Paribas

SA

4.25%

(SOFR

+

bps)

11/12/25

250,000,000

250,009,000

(r)Canadian

Imperial

Bank

of

Commerce

4.36%

(SOFR

+

bps)

11/17/25

125,000,000

125,015,400

(r)Canadian

Imperial

Bank

of

Commerce

4.32%

(SOFR

+

bps)

01/20/26

75,000,000

75,034,740

(r)Canadian

Imperial

Bank

of

Commerce

4.34%

(SOFR

+

bps)

04/23/26

175,000,000

175,125,195

(r)Canadian

Imperial

Bank

of

Commerce

4.42%

(SOFR

+

bps)

06/08/26

80,000,000

80,080,568

(r)Cooperatieve

Rabobank

UA

4.34%

(SOFR

+

bps)

11/04/25

100,000,000

100,003,150

(r)Cooperatieve

Rabobank

UA

4.27%

(SOFR

+

bps)

04/10/26

100,000,000

100,032,710

(r)Cooperatieve

Rabobank

UA

4.33%

(SOFR

+

bps)

09/16/26

100,000,000

100,006,090

(r)Mizuho

Bank,

Ltd.

4.51%

(SOFR

+

bps)

11/07/25

100,000,000

100,005,560

(r)Mizuho

Bank,

Ltd.

4.49%

(SOFR

+

bps)

11/13/25

225,000,000

225,012,060

(r)Mizuho

Bank,

Ltd.

4.47%

(SOFR

+

bps)

11/21/25

100,000,000

100,009,410

(r)MUFG

Bank,

Ltd.

4.49%

(SOFR

+

bps)

11/19/25

175,000,000

175,015,960

(r)MUFG

Bank,

Ltd.

4.47%

(SOFR

+

bps)

11/25/25

150,000,000

150,004,500

(r)Nordea

Bank

Abp

4.32%

(SOFR

+

bps)

04/01/26

50,000,000

50,023,030

(r)Nordea

Bank

Abp

4.36%

(SOFR

+

bps)

05/14/26

100,000,000

100,061,770

(r)Royal

Bank

of

Canada

4.37%

(SOFR

+

bps)

11/20/25

100,000,000

100,012,740

(r)Svenska

Handelsbanken

AB

4.54%

(SOFR

+

bps)

02/10/26

95,000,000

95,040,451

(r)Svenska

Handelsbanken

AB

4.51%

(SOFR

+

bps)

02/26/26

100,000,000

100,035,210

(r)Toronto-Dominion

Bank

4.60%

(SOFR

+

bps)

03/06/26

150,000,000

150,092,925

(r)Toronto-Dominion

Bank

4.57%

(SOFR

+

bps)

03/18/26

125,000,000

125,068,361

#### The

#### DFA

#### Short

#### Term

#### Investment

#### Fund

#### continued

#### Rate

#### Maturity

#### Face

#### Amount

#### $

#### Fair

#### Value

#### $
YANKEE

CERTIFICATES

OF

DEPOSIT

-

(20.3%)

(continued)

(r)Toronto-Dominion

Bank

4.55%

(SOFR

+

bps)

04/13/26

75,000,000

75,031,575

(r)Toronto-Dominion

Bank

4.62%

(SOFR

+

bps)

05/14/26

100,000,000

100,063,410

#### TOTAL

#### YANKEE

#### CERTIFICATES

#### OF

#### DEPOSIT
(Cost

$3,474,999,954)

3,475,000,000

3,476,071,663

REPURCHASE

AGREEMENTS

-

(15.2%)

Bank

of

America

Corp.

(Purchased

on

10/31/25,

proceeds

at

maturity

$100,034,583,

collateralized

by

U.S.

Treasury

Obligations,

0.00%

-

3.95%,

7/31/26

-

5/15/34,

market

value

of

$102,000,000)

4.15%

11/03/25

100,000,000

100,000,000

Barclays

(Purchased

on

10/31/25,

proceeds

at

maturity

$500,172,917,

collateralized

by

U.S.

Treasury

Obligations,

0.00%

-

4.88%,

11/30/25

-

2/15/35,

market

value

of

$510,000,065)

4.15%

11/03/25

500,000,000

500,000,000

Goldman

Sachs

Co.

(Purchased

on

10/31/25,

proceeds

at

maturity

$450,156,000,

collateralized

by

U.S.

Government

Agency

Obligations,

2.00%

-

7.50%,

6/20/31

-

4/15/60,

market

value

of

$459,000,000)

4.16%

11/03/25

450,000,000

450,000,000

JPMorgan

Securities

(Purchased

on

10/31/25,

proceeds

at

maturity

$350,120,750,

collateralized

by

U.S.

Government

Agency

Obligations,

2.00%

-

10.60%,

3/20/28

-

4/15/67,

market

value

of

$357,000,001)

4.14%

11/03/25

350,000,000

350,000,000

Mizuho

Securities

USA,

Inc.

(Purchased

on

10/31/25,

proceeds

at

maturity

$250,086,667,

collateralized

by

U.S.

Treasury

Obligations,

0.50%

-

4.25%,

12/15/25

-

2/28/31,

market

value

of

$255,000,012)

4.16%

11/03/25

250,000,000

250,000,000

Royal

Bank

of

Canada

(Purchased

on

10/31/25,

proceeds

at

maturity

$600,206,500,

collateralized

by

U.S.

Treasury

Obligations,

0.00%

-

4.88%,

11/30/25

-

8/15/35,

market

value

of

$612,000,000)

4.13%

11/03/25

600,000,000

600,000,000

Toronto

Dominion

Bank

NY

(Purchased

on

10/31/25,

proceeds

at

maturity

$350,121,042,

collateralized

by

U.S.

Government

Agency

Obligations,

2.00%

-

8.00%,

2/20/48

-

10/20/55,

market

value

of

$357,000,000)

4.15%

11/03/25

350,000,000

350,000,000

#### TOTAL

#### REPURCHASE

#### AGREEMENTS
(Cost

$2,600,000,000)

2,600,000,000

2,600,000,000

U.S.

TREASURY

OBLIGATIONS

-

(15.8%)

(y)U.S.

Treasury

Bill

0.96%

11/04/25

200,000,000

199,978,770

(y)U.S.

Treasury

Bill

1.90%

11/06/25

500,000,000

499,841,395

(y)U.S.

Treasury

Bill

2.88%

11/12/25

500,000,000

499,520,310

(y)U.S.

Treasury

Bill

2.97%

11/13/25

375,000,000

374,597,603

(y)U.S.

Treasury

Bill

3.42%

11/25/25

450,000,000

448,933,275

(r)U.S.

Treasury

Note

4.01%

(USBMMY3M

+

bps)

01/31/26

350,000,000

350,050,088

(r)U.S.

Treasury

Note

3.92%

(USBMMY3M

+

bps)

04/30/26

325,000,000

324,936,931

#### TOTAL

#### U.S.

#### TREASURY

#### OBLIGATIONS
(Cost

$2,697,524,250)

2,700,000,000

2,697,858,372

#### TOTAL

#### INVESTMENTS
(Cost

$17,104,572,996)

-

100.0%

$17,106,591,736

SOFR

Secured

Overnight

Financing

Rate

USBMMY3M

U.S.

Treasury

Month

Bill

Money

Market

Yield

++

Rule

144A,

Section

4(2),

or

other

security

which

is

restricted

as

to

resale

to

institutional

investors.

This

security

has

been

deemed

liquid

based

upon

the

Fund's

Liquidity

Guidelines.

The

liquidity

determination

is

unaudited.

As

of

October

31,

2025,

the

aggregate

value

of

these

securities

was

$7,098,840,216

which

represented

39.8%

of

the

net

assets

of

the

Fund.

(y) The

rate

shown

is

the

effective

yield.

(r) The

adjustable/variable

rate

shown

is

effective

as

of

October

31,

2025. 5

#### The

#### DFA

#### Short

#### Term

#### Investment

#### Fund

#### continued
Summary

of

the

Fund's

investments

as

of

October

31,

2025,

based

on

their

valuation

inputs,

is

as

follows

(see

Security

Valuation

Note):

#### Investments

#### in

#### Securities

#### (Market

#### Value)

#### Level

#### 1

#### Level

#### 2

#### Level

#### 3

#### Total

#### Assets
Commercial

Paper

.....................

$—

$8,332,661,701

$—

$8,332,661,701

Yankee

Certificate

s

of

Deposit

............

—

3,476,071,663

—

3,476,071,663

Repurchase

Agreements

................

—

2,600,000,000

—

2,600,000,000

U.S.

Treasury

Obligations

...............

—

2,697,858,372

—

2,697,858,372

Total

Investments

........................

$—

$17,106,591,736

$—

$17,106,591,736

See

accompanying

Notes

to

Financial

Statements.

#### THE

#### DFA

#### SHORT

#### TERM

#### INVESTMENT

#### FUND

#### STATEMENT

#### OF

#### ASSETS

#### AND

#### LIABILITIES

#### OCTOBER

#### 31,

#### 2025
See

accompanying

Notes

to

Financial

Statements.

#### Assets:
Investment

Securities

at

Value

................................................................................................

$

14,506,591,736

Repurchase

Agreements

at

Value

............................................................................................

2,600,000,000

Total

Investments

........................................................................................................

17,106,591,736

Cash

............................................................................................................................

958,428,729

Receivables:

Interest

......................................................................................................................

33,455,853

Total

Assets

..............................................................................................................

18,098,476,318

#### Liabilities:
Payables:

Investments

Purchased

.....................................................................................................

174,942,396

Distributions

.................................................................................................................

65,102,656

Accrued

Expenses

and

Other

Liabilities:

Investment

Management

Fees

.............................................................................................

768,569

Administration

Fees

.........................................................................................................

56,025

CCO

Fees

...................................................................................................................

4,569

Professional

Fees

...........................................................................................................

29,917

Transfer

Agent

Fees

........................................................................................................

7,107

Trustee

Fees

................................................................................................................

506,228

Other

Expenses

.............................................................................................................

49,919

Total

Liabilities

............................................................................................................

241,467,386

#### Net

#### Assets

#### .....................................................................................................................
$

17,857,008,932

Shares

of

Beneficial

Interest

(Unlimited

Number

of

Shares

Authorized,

No

Par

Value)

....................................

1,543,768,273

Net

Asset

Value

(Offering

and

Redemption

Price

Per

Share)

...............................................................

$

11.5672(a)

Investment

Securities

at

Cost

.................................................................................................

$

17,104,572,995

#### Net

#### Assets

#### Consist

#### of:
Paid-in

Capital

.................................................................................................................

$

17,862,373,061

Total

Distributable

Earnings

(Loss)

...........................................................................................

(5,364,129)

#### Net

#### Assets

#### .....................................................................................................................
$

17,857,008,932

(a) Per

share

amounts

may

not

recalculate

due

to

rounding

of

net

assets

and

shares

outstanding.

#### THE

#### DFA

#### SHORT

#### TERM

#### INVESTMENT

#### FUND

#### Statement

#### of

#### Operations

#### FOR

#### THE

#### YEAR

#### ENDED

#### OCTOBER

#### 31,

#### 2025
See

accompanying

Notes

to

Financial

Statements.

#### Investment

#### Income:
Interest

..........................................................................................................................

$

786,363,312

Total

Investment

Income

.....................................................................................................

786,363,312

#### Expenses:
Investment

Management

Fees

.................................................................................................

8,752,633

Administration

Fees

.............................................................................................................

1,024,058

CCO

Fees

.......................................................................................................................

4,386

Professional

Fees

...............................................................................................................

251,866

Transfer

Agent

Fees

............................................................................................................

158,531

Trustee

Fees

....................................................................................................................

52,459

Other

Expenses

.................................................................................................................

214,681

Total

Expenses

...............................................................................................................

10,458,614

#### Net

#### Investment

#### Income

#### ........................................................................................................
775,904,698

#### Realized

#### and

#### Unrealized

#### Gains
(Losses)

#### from

#### Investments
Net

Realized

Gain

(Loss)

from

Investment

Transactions

......................................................................

77,312

Net

Change

in

Unrealized

Appreciation

(Depreciation)

on

Investments

......................................................

1,817,186

Net

Realized

and

Unrealized

Gain

(Loss)

from

Investments

..................................................................

1,894,498

#### Change

#### in

#### Net

#### Assets

#### Resulting

#### from

#### Operations

#### ............................................................................
$

777,799,196

#### THE

#### DFA

#### SHORT

#### TERM

#### INVESTMENT

#### FUND

#### Statements

#### of

#### Changes

#### In

#### Net

#### Assets
See

accompanying

Notes

to

Financial

Statements.

#### Year

#### Ended

#### October

#### 31,

#### 2025

#### Year

#### Ended

#### October

#### 31,

#### 2024

#### Increase
(Decrease)

#### in

#### Net

#### Assets:
Operations:

Net

Investment

Income

......................................................................

$

775,904,698

$

785,304,886

Net

Realized

Gain

(Loss)

from

Investment

Transactions

...................................

77,312

(15,660)

Net

Change

in

Unrealized

Appreciation

(Depreciation)

on

Investments

...................

1,817,186

(1,844,941)

Change

in

Net

Assets

Resulting

from

Operations

.......................................

777,799,196

783,444,285

Distributions:

Total

Distributions

............................................................................

(775,904,631)

(785,304,886)

Change

in

Net

Assets

Resulting

from

Distributions

......................................

(775,904,631)

(785,304,886)

Capital

Shares

Transactions:

Shares

Issued

................................................................................

107,182,437,826

120,091,174,569

Dividends

Reinvested

........................................................................

9,485

396,164

Cost

of

Shares

Redeemed

..................................................................

(103,760,865,792)

(118,048,855,850)

Change

in

Net

Assets

Resulting

from

Capital

Shares

Transactions

....................

3,421,581,519

2,042,714,883

Change

in

Net

Assets

.....................................................................

3,423,476,084

2,040,854,282

#### Net

#### Assets:
Beginning

of

Period

..........................................................................

14,433,532,848

12,392,678,566

End

of

Period

.................................................................................

$

17,857,008,932

$

14,433,532,848

#### Shares

#### Transactions:
Issued

........................................................................................

9,266,573,075

10,381,916,675

Reinvested

...................................................................................

820

34,248

Redeemed

....................................................................................

(8,970,719,553)

(10,205,418,803)

Change

in

Shares

.........................................................................

295,854,342

176,532,120

#### THE

#### DFA

#### SHORT

#### TERM

#### INVESTMENT

#### FUND

#### FINANCIAL

#### HIGHLIGHTS

#### (for

#### a

#### share

#### outstanding

#### throughout

#### each

#### period)

See

accompanying

Notes

to

Financial

Statements.

#### Year

#### Ended

#### October

#### 31,

#### 2025

#### Year

#### Ended

#### October

#### 31,

#### 2024

#### Year

#### Ended

#### October

#### 31,

#### 2023

#### Year

#### Ended

#### October

#### 31,

#### 2022

#### Year

#### Ended

#### October

#### 31,

#### 2021
Net

Asset

Value,

Beginning

of

Period

.............

$11.5661

$11.5670

$11.5614

$11.5695

$11.5711

Income

from

Investment

Operations:

Net

Investment

Income

....................

0.5140 0.6237 0.5713 0.1229 0.0074 Net

Gains

(Losses)

on

Investments

(Realized

and

Unrealized)

.........................

0.0010 (0.0010)

0.0058 (0.0077)

(0.0017)

Total

from

Investment

Operations

........

0.5150 0.6227 0.5771 0.1152 0.0057 Less

Distributions:

Net

Investment

Income

....................

(0.5139)

(0.6236)

(0.5715)

(0.1233)

(0.0073)

Total

Distributions

....................

(0.5139)

(0.6236)

(0.5715)

(0.1233)

(0.0073)

Net

Asset

Value,

End

of

Period

..................

$11.5672

$11.5661

$11.5670

$11.5614

$11.5695

Total

Return

................................

4.54%

5.52%

5.11%

0.99%

0.05%

Net

Assets,

End

of

Period

(thousands)

............

$17,857,009

$14,433,533

$12,392,679

$16,607,155

$12,003,157

Ratio

of

Gross

Expenses

to

Average

Net

Assets

.....

0.06%

0.06%

0.06%

0.06%

0.06%

Ratio

of

Net

Expenses

to

Average

Net

Assets

.......

0.06%

0.06%

0.06%(a)

0.05%(a)

0.06%(a)

Ratio

of

Net

Investment

Income

to

Average

Net

Assets

4.43%

5.39%

4.93%

1.10%

0.06%

Portfolio

Turnover

Rate

.......................

18%

7%(b)

N/A

N/A

N/A

(a) Ratio

as

disclosed

reflects

the

impact

of

custody

fee

credits

earned

by

the

fund

on

cash

balances.

(b) Rate

is

for

the

period

August

1,

2024

to

October

31,

2024

and

is

not

annualized;

see

Note

A

regarding

the

Fund's

change

from

a

money

market

fund.

See

accompanying

Notes

to

Financial

Statements.

#### THE

#### DFA

#### SHORT

#### TERM

#### INVESTMENT

#### FUND

#### Notes

#### to

#### Financial

#### Statements

A. #### Organization
The

DFA

Investment

Trust

Company

(the

"Trust")

is

an

open-end

management

investment

company

registered

under

the

Investment

Company

Act

of

1940

(the

"1940

Act").

The

Trust

consists

of ten

series,

one

of

which,

The

DFA

Short

Term

Investment

Fund

(the

"Fund"),

is

included

in

this

report.

The

remaining

series

are

presented

in

separate

reports.

The

Fund

is

an

investment

company

and,

accordingly,

follows

the

accounting

and

reporting

guidance

under

Financial

Accounting

Standards

Board

("FASB")

Accounting

Standards

Codification

("ASC")

Topic

946,

"Financial

Services

–

Investment

Companies."

Prior

to

August

1,

2024,

the

Fund

operated

as

a

money

market

fund

in

accordance

with

Rule

2a-7

under

the

1940

Act.

The

Board

of

Trustees

of

the

Trust

(the

"Board")

is

responsible

for

establishing

the

Trust's

policies

and

for

overseeing

the

management

of

the

Trust.

Under

the

Trust's

organizational

documents,

its

officers

and

trustees

are

indemnified

against

certain

liabilities

arising

out

of

the

performance

of

their

duties

to

the

Trust.

In

the

normal

course

of

business,

the

Trust

enters

into

contracts

that

contain

a

variety

of

representations

and

warranties

that

provide

general

indemnification.

The

Trust's

maximum

exposure

under

these

arrangements

is

unknown

as

this

would

involve

future

claims

that

may

be

made

against

the

Trust

and/or

its

affiliates

that

have

not

yet

occurred.

However,

based

on

prior

experience,

the

Trust

expects

the

risk

of

loss

to

be

remote.

B. #### Significant

#### Accounting

#### Policies
The

following

significant

accounting

policies

are

in

conformity

with

accounting

principles

generally

accepted

in

the

United

States

of

America

("GAAP").

Such

policies

are

consistently

followed

by

the

Trust

in

preparation

of

its

financial

statements.

The

preparation

of

financial

statements

in

accordance

with

GAAP

requires

management

to

make

estimates

and

assumptions

that

affect

the

reported

amounts

of

assets

and

liabilities

and

disclosure

of

contingent

assets

and

liabilities

at

the

date

of

the

financial

statements

and

the

reported

amounts

of

increases

and

decreases

in

net

assets

from

operations

during

the

reporting

period.

Actual

results

could

differ

from

those

estimates

and

those

differences

could

be

material.

1. *Security* 

*Valuation*

The

Fund

holds

investments

at

fair

value.

Fair

value

is

defined

as

the

price

that

would

be

expected

to

be

received

to

sell

an

asset

or

paid

to

transfer

a

liability

in

an

orderly

transaction

between

market

participants

at

the

measurement

date.

The

valuation

techniques

used

to

determine

fair

value

are

further

described

below.

Security

values

are

ordinarily

obtained

through

the

use

of

independent

pricing

services

pursuant

to

procedures

approved

by

the

Board.

Pursuant

to

these

procedures,

the

Fund

may

use

a

pricing

service,

bank,

or

broker-dealer

experienced

in

such

matters

to

value

the

Fund's

securities.

When

reliable

market

quotations

are

not

readily

available

for

any

security,

the

fair

value

of

that

security

will

be

determined

by

a

committee

established

by

Dimensional

Fund

Advisors

LP

(the

"Advisor"),

with

input

from

certain

third-party

pricing

services

and

others,

in

accordance

with

Rule

2a-5

under

the

1940

Act

pursuant

to

procedures

approved

by

the

Board.

The

fair

valuation

process

is

designed

to

value

the

subject

security

at

the

price

the

Fund

would

reasonably

expect

to

receive

upon

its

current

sale.

Additional

consideration

is

given

to

securities

that

have

experienced

a

decrease

in

the

volume

or

level

of

activity

or

to

circumstances

that

indicate

that

a

transaction

is

not

orderly.

The

Trust

has

a

three-tier

fair

value

hierarchy

that

is

dependent

upon

the

various

inputs

used

to

determine

the

value

of

the

Fund's

investments.

The

valuation

techniques

described

below

maximize

the

use

of

observable

inputs

and

minimize

the

use

of

unobservable

inputs

in

determining

fair

value.

These

inputs

are

summarized

in

the

three

broad

levels

listed

below:

Level

–

Inputs

are

quoted

prices

in

active

markets

for

identical

securities

(including

equity

securities,

open-end

investment

companies,

and

futures

contracts)

Level

–

Other

observable

pricing

inputs

at

the

measurement

date

(including

quoted

prices

for

similar

securities,

interest

rates,

prepayment

speeds,

credit

risk,

etc.)

Level

–

Significant

unobservable

pricing

inputs

at

the

measurement

date

(including

the

Fund's

own

assumptions

in

determining

the

fair

value

of

investments)

The

inputs

or

methodology

used

for

valuing

investments

are

not

necessarily

an

indication

of

the

risk

associated

with

investing

in

those

investments.

Debt

securities

held

by

the

Fund

are

valued

on

the

basis

of

evaluated

prices

provided

by

one

or

more

pricing

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

or

Level

in

the

hierarchy.

Derivative

Instruments:

Forward

currency

contracts

are

valued

using

the

sum

of

the

spot

rate,

the

available

forward

point

quotation

nearest

and

prior

to

settlement

date,

and

the

linear

interpolation

of

the

available

forward

point

quotations

nearest

to,

before

and

after

the

settlement

date.

Futures

contracts

are

valued

using

the

settlement

price

established

each

day

on

the

exchange

on

which

they

are

traded.

The

value

of

such

futures

contracts

held

by

the

Fund

is

determined

each

day

as

of

such

exchange

close.

Listed

derivatives,

such

as

futures,

that

are

actively

traded

are

valued

based

on

quoted

prices

from

the

exchange

and

are

categorized

as

Level

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

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.

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

NAV

is

calculated.

When

fair

value

pricing

is

used,

the

prices

of

securities

used

by

the

Fund

may

differ

from

the

quoted

or

published

prices

for

the

same

securities

on

their

primary

markets

or

exchanges.

These

securities

are

typically

categorized

as

Level

or

Level

in

the

hierarchy.

2. *Security* 

*Transactions* 

*and* 

*Related* 

*Income*

Investment

transactions

are

accounted

for

no

later

than

the

first

calculation

of

the

NAV

on

the

business

day

following

the

trade

date.

For

financial

reporting

purposes,

however,

security

transactions

are

accounted

for

on

the

trade

date

on

the

last

business

day

of

the

reporting

period.

Securities'

gains

and

losses

are

calculated

on

the

identified

cost

basis.

Interest

income

and

expenses

are

accrued

daily.

Dividends,

less

foreign

tax

withholding,

if

any,

are

recorded

on

the

ex-dividend

date.

Investment

income

from

non-U.S.

sources

received

by

a

Fund

is

generally

subject

to

non-U.S.

withholding

taxes

at

rates

ranging

up

to

30%.

Such

withholding

taxes

may

be

reduced

or

eliminated

under

the

terms

of

applicable

U.S.

income

tax

treaties.

Such

taxes

are

accrued

on

a

daily

basis

and

due

upon

sale

of

individual

securities.

Non-cash

dividend

income

received

in

the

form

of

securities

in

lieu

of

cash,

if

any,

is

recorded

at

the

fair

value

of

the

securities

received.

3. *Deferred* 

*Compensation* 

*Plan*

Each

eligible

trustee

(each

a

"Trustee"

and

collectively,

the

"Trustees")

of

the

Trust

may

elect

to

participate

in

the

Fee

Deferral

Plan

for

Independent

Directors

and

Trustees

(the

"Plan").

Under

the

Plan

effective

January

1,

2002,

such

Trustees

may

defer

payment

of

all

or

a

portion

of

their

total

fees

earned

as

a

Trustee.

These

deferred

amounts

may

be

treated

as

though

such

amounts

had

been

invested

in

shares

of

the

following

funds,

each

of

which

are

affiliates

of

the

Fund,

and

advised

by

the

Advisor:

U.S.

Large

Cap

Value

Portfolio;

U.S.

Core

Equity

Portfolio;

U.S. Large

Company Portfolio;

U.S.

Vector

Equity

Portfolio;

U.S.

Micro

Cap

Portfolio;

DFA

International

Value

Portfolio;

International

Core

Equity

Portfolio;

Emerging

Markets

Portfolio;

Emerging

Markets

Core

Equity

Portfolio;

DFA

Inflation-Protected

Securities Portfolio and/or

DFA

Two-Year

Global

Fixed

Income

Portfolio.

Contributions

made

under

the

Plan

and

the

change

in

unrealized

appreciation

(depreciation)

and

income

are

included

in

Trustee

Fees.

Each

Trustee

has

the

option

to

receive

the

distribution

of

proceeds

in

one

of

the

following

methods:

lump

sum;

annual

installments

over

a

period

of

agreed-upon

years;

or

quarterly

installments

over

a

period

of

agreed-upon

years.

Each

Trustee

shall

have

the

right

in

a

notice

of

election

(the

"Notice")

to

defer

the

receipt

of

the

Trustee's

deferred

compensation

until

a

date

specified

by

such

Trustee

in

the

Notice,

which

date

may

not

be

sooner

than

the

earlier

of:

(i) the

first

business

day

of

January

following

the

year

in

which

such

Trustee

ceases

to

be

a

member

of

the

Board;

and

(ii) five

years

following

the

effective

date

of

the

Trustee's

first

deferral

election.

If

a

Trustee

who

elects

to

defer

fees

fails

to

designate

in

the

Notice

a

time

or

date

as

of

which

payment

of

the

Trustee's

deferred

fee

account

shall

commence,

payment

of

such

amount

shall

commence

as

of

the

first

business

day

of

January

following

the

year

in

which

the

Trustee

ceases

to

be

a

member

of

the

Board

(unless

the

Trustee

files

an

amended

Notice

selecting

a

different

distribution

date).

At

October

31,

2025,

the

Fund's

total

liability

of

$488,628

for

deferred

compensation

to

Trustees

is

included

in

the "Trustee

Fees"

(a

line

item

which

also

includes

Trustee

fees/expenses) on

the

Statement

of

Assets

and

Liabilities.

4. *Other*

Discount

and

premium

on

debt

securities

purchased

are

amortized,

using

the

effective

interest

method.

The

Trust

bears

all

of

its

own

fees,

expenses,

charges,

assessments,

taxes,

and

other

costs

incurred

in

its

operation,

whether

incurred

directly

by

the

Trust

or

by

the

Advisor,

on

its

behalf.

Expenses

directly

attributable

to

the

Fund

are

charged

directly.

Expenses

not

directly

attributable

to

the

Fund

are

allocated

among

the

respective

portfolios

in

the

Trust

on

the

basis

of

their

relative

net

assets.

C. #### Federal

#### Income

#### Taxes
The

Fund

is

classified

as

a

regulated

investment

company

for

tax

purposes.

As

a

regulated

investment

company,

the

Fund

generally

pays

no

U.S.

federal

income

tax

on

the

income

and

gains

that

the

Fund

distributes

to

shareholders.

Distributions

from

net

investment

income

and

net

realized

capital

gains

are

determined

in

accordance

with

U.S.

federal

income

tax

regulation,

which

may

differ

from

those

amounts

determined

under

GAAP.

These

book/

tax

differences

are

either

temporary

(e.g.,

wash

sale

losses)

or

permanent

(e.g.,

reclassification

of certain

gain/

loss

and

distributions)

in

nature.

To

the

extent

these

differences

are

permanent,

they

are

charged

or

credited

to

paid-in

capital,

undistributed

net

investment

income

or

accumulated

net

realized

gains,

as

appropriate,

in

the

period

that

the

differences

arise.

There

were

no

permanent

differences

as

of

October

31,

2025

attributable

to

distribution

redesignations.

As

of

October

31,

2025,

the

tax

cost

of

securities

and

the

breakdown

of

unrealized

appreciation

and

depreciation

of

securities

for

federal

income

tax

purposes

are

as

follows:

In

accordance

with

GAAP,

the

Fund

recognizes

the

tax

benefits

of

uncertain

tax

positions

taken

or

expected

to

be

taken

in

a

tax

return

only

when

the

position

is

more

likely

than

not

to

be

sustained,

assuming

examination

by

tax

authorities.

#### Tax

#### Cost

#### of

#### Securities

#### Unrealized

#### Appreciation

#### Unrealized

#### Depreciation

#### Net

#### Unrealized

#### Appreciation
(Depreciation)

The

DFA

Short

Term

Investment

Fund

.

$

17,104,572,995

$

2,018,740

$

—

$

2,018,740

For

all

open

tax

years

and

all

major

taxing

jurisdictions,

management

of

the

Fund

has

concluded

that

there

are

no

significant

uncertain

tax

positions

that

would

require

recognition

in

the

Fund's

financial

statements.

The

Fund

is

not

aware

of

any

tax

positions

for

which

it

is

more

likely

than

not

that

the

total

amounts

of

unrecognized

tax

benefits

will

significantly

change

in

the

next

twelve

months.

Each

of

the

Fund's

federal

tax

returns

for

the

prior

three

fiscal

years

remains

subject

to

examination

by

the

Internal

Revenue

Service.

The

tax

character

of

distributions

paid

to

shareholders

during

the

years

ended

October

31,

2024

and October

31,

2025 were as

follows:

As

of

October

31,

2025,

the

components

of

distributable

earnings

(accumulated

losses)

on

a

tax

basis

were

as

follows:

\*

Does

not

include

$615,147

of

deferred

compensation

adjustments.

For

federal

income

tax

purposes,

the

Fund

measures its

capital

loss

carryforwards

annually

at

October

31, the

fiscal

year

end.

Capital

loss

carryforwards

may

be

carried

forward

and

applied

against

future

capital

gains.

As

of

October

31,

2025,

the

Fund

had

the

following

capital

loss

carryforwards

available

to

offset

future

realized

capital

gains

with

no

expiration

date:

During

the

year

ended

October

31,

2025,

the

Fund

used

the

following

capital

loss

carryforwards

to

offset

realized

capital

gains

for

federal

income

tax

purposes:

D. #### Financial

#### Instruments
*Repurchase* 

*Agreements*

The

Fund

may

engage

in

repurchase

agreement

transactions

with

institutions

that

the

Advisor

has

determined

are

creditworthy.

The

Fund,

through

its

custodian,

receives

delivery

of

underlying

securities

collateralizing

a

repurchase

agreement.

Collateral

for

certain

tri-party

repurchase

agreements

is

held

at

the

counterparty's

custodian

in

a

segregated

account

for

the

benefit

of

the

Fund

and

the

counterparty.

The

counterparty

will

be

required

to

maintain

collateral

with

a

value

at

least

equal,

at

all

times,

to

the

value

of

the

repurchase

obligation

including

interest.

A

repurchase

agreement

transaction

involves

certain

risks

in

the

event

of

default

or

insolvency

of

the

counterparty.

These

risks

include

possible

delay

or

restrictions

upon

the

Fund's

ability

to

dispose

of

the

collateral

and

a

possible

#### Distributions

#### Paid

#### From

#### Net

#### Investment

#### Income

#### Long-Term

#### Capital

#### Gains

#### Total

#### Distributions

#### Paid
The

DFA

Short

Term

Investment

Fund

2024

.......................................

$

790,639,350

$—

$

790,639,350

2025

.......................................

775,904,631

—

775,904,631

#### Undistributed

#### Net

#### Investment

#### Income

#### and

#### Short-Term

#### Capital

#### Gains

#### Dividends

#### Payable

#### Undistributed

#### Long-Term

#### Capital

#### Gains

#### Capital

#### Loss

#### Carryforwards

#### Unrealized

#### Appreciation
(Depreciation)

#### Total

#### Net

#### Distributable

#### Earnings

#### (Accumulated

#### Losses)
The

DFA

Short

Term

Investment

Fund

...

$

,

958

,

545

$(65,102,656)

$

—

$

(6

,

623

,

611)

$

,

,

740

$

(4,748,982)

\*

#### Total
The

DFA

Short

Term

Investment

Fund

.................................................

$

6,623,611

The

DFA

Short

Term

Investment

Fund

......................................................................

$

77,312

decline

in

the

value

of

the

collateral

during

the

period

while

the

Fund

seeks

to

assert

its

rights.

Repurchase

agreements

permit

the

Fund,

under

certain

circumstances

including

an

event

of

default

(such

as

bankruptcy

or

insolvency),

to

offset

payables

and/or

receivables

under

the

repurchase

agreements

with

collateral

held

and/or

posted

to

the

counterparty

and

create

one

single

net

payment

due

to

or

from

the

Fund.

However,

bankruptcy

or

insolvency

laws

of

a

particular

jurisdiction

may

impose

restrictions

on

or

prohibitions

against

such

a

right

of

offset

in

the

event

of

the

repurchase

agreements

counterparty's

bankruptcy

or

insolvency.

Pursuant

to

the

terms

of

the

repurchase

agreement,

the

Fund

receives

securities

as

collateral

with

a

market

value

in

excess

of

the

repurchase

price

to

be

received

by

the

Fund

upon

the

maturity

of

the

repurchase

transaction.

Upon

a

bankruptcy

or

insolvency

of

the

repurchase

agreements

counterparty,

the

Fund

would

recognize

a

liability

with

respect

to

such

excess

collateral

to

reflect

the

Fund's

obligation

under

bankruptcy

law

to

return

the

excess

to

the

counterparty.

E. #### Related

#### Party

#### Transactions
1. *Investment* 

*Advisory* 

*Fees*

Pursuant

to

an

investment

management

agreement

with

the

Trust

with

respect

to

the

Fund

(the

"Investment

Management

Agreement"),

the

Advisor

manages

the

investment

and

reinvestment

of

the

Fund's

assets.

The

Advisor

has

served

as

the

Fund's

investment

advisor

since

the

Fund's

commencement

of

operations.

Pursuant

to

the

terms

of

the

investment

management

agreement,

the

Advisor

receives

a

management

fee

calculated

daily

and

payable

monthly

from

the

Fund

at

an

annual

rate

of

0.05%

of

the

average

daily

net

assets.

2. *Administration,* 

*Accounting,* 

*and* 

*Custodian* 

*Fees*

Citi

Fund

Services

Ohio,

Inc.

serves

as

the

Fund's

Administrator

and

Fund

Accountant

pursuant

to

a

Services

Agreement

with

the

Trust.

Citibank,

N.A.

serves

as

the

Fund's

Custodian

pursuant

to

a

Global

Custodial

and

Agency

Services

Agreement

with

the

Trust.

3. *Transfer* 

*Agent*

Effective

July

19,

2025,

SS&C

GIobal

Investor

and

Distribution

Services

replaced

FIS

Investor

Services

LLC

("FIS"),

a

wholly-owned

subsidiary

of

Fidelity

National

Information

Services,

as

the

Fund's

transfer

and

dividend

disbursing

agent.

Prior

to

that

date,

FIS

provided

transfer

agency

and

dividend

disbursing

services

to

the

Fund.

4. *Fees* 

*Paid* 

*to* 

*Officers* 

*and* 

*Trustees*

Certain

Officers

and

Trustees of

the

Advisor

are

also

Officers and

Trustees of

the

Trust;

however,

such

Officers

and

Trustees (with

the

exception

of

the

Chief

Compliance

Officer

("CCO"))

receive

no

compensation

from

the

Trust.

For

the

year

ended

October

31,

2025,

the

total

amount

paid

by

the

Trust

to

the

CCO

was

$47,376.

The

total

related

amount

paid

by

the

Fund

is

included

in

"Other

Expenses"

on

the

Statement

of

Operations.

F. #### Interest

#### Rate

#### and

#### Credit

#### Risks
The

Fund

invests

primarily

in

instruments

maturing

in

calendar days

or

less.

The

ability

of

the

issuers

of

the

securities

held

by

the

Fund

to

meet

their

obligations

may

be

affected

by

economic

developments

in

a

specific

industry,

state

or

region.

Fixed

income

securities

are

subject

to

interest

rate

risk

because

the

prices

of

fixed

income

securities

tend

to

move

in

the

opposite

direction

of

interest

rates.

When

interest

rates

rise,

fixed

income

security

prices

fall.

When

interest

rates

fall,

fixed

income

security

prices

rise.

When

interest

rates

are

very

low,

the

Fund's

expenses

could

absorb

all

or

a

portion

of

the

Fund's

income

and

yield.

When

interest

rates

fall,

certain

obligations

will

be

paid

off

by

the

obligor

more

quickly

than

originally

anticipated,

and

the

Fund

may

have

to

invest

the

proceeds

in

securities

with

lower

yields.

Changes

in

monetary

policy

made

by

central

banks

and/or

their

governments

may

affect

interest

rates.

The

Fund

is

subject

to

the

risk

that

the

Advisor's

security

selection

and

expectations

regarding

interest

rate

trends

will

cause

the

yields

of

the

Fund

to

lag

the

performance

of

other

mutual

funds

with

similar

investment

objectives

or

the

performance

of

short-term

debt

instruments.

The

emphasis

of

the

Fund

on

quality

and

liquidity

also

could

cause

the

Fund

to

underperform

when

compared

to

other

ultrashort

term

bond

funds,

particularly

those

that

take

greater

maturity

and

credit

risks.

G. #### Investment

#### Transactions
Purchases

and

sales

of

investments,

excluding

in-kind

transactions

and

short-term

investments,

for

the

year

ended

October

31,

2025

were

as

follows:

H. #### Line

#### of

#### Credit

#### and

#### Interfund

#### Lending

#### Program
The

Fund,

together

with

other

Dimensional-advised

funds,

has

entered

into

a

$700 million

unsecured

line

of

credit

with

its

custodian

bank

effective

December

27,

2024. A

line

of

credit

with

similar

terms

was

in

effect

through

December

27,

2024. The

Fund

is

permitted

to

borrow,

subject

to

its

investment

limitations,

up

to

a

maximum

of

the

lower

of one-quarter of

such

Fund's

net

assets

or

$500 million,

as

long

as

total

borrowings

under

the

line

of

credit

do

not

exceed

$700 million

in

the

aggregate.

The

Fund

is

individually,

and

not

jointly,

liable

for

its

particular

advances

under

the

line

of

credit.

Borrowings

under

the

line

of

credit

are

charged

interest

at

rates

agreed

upon

by

the

parties

at

the

time

of

borrowing.

There

is

no

commitment

fee

on

the

unused

portion

of

the

line

of

credit.

The

line

of

credit

agreement

expires

on

December 26,

2025. There

were

no

borrowings

by

the

Fund

under

this

line

of

credit

during

the

year

ended

October

31,

2025. Pursuant

to

an

exemptive

order

issued

by

the

SEC

(the

"Order"),

the

Fund

may

participate

in

an

interfund

lending

program

among

certain

portfolios

managed

by

the

Advisor

(portfolios

that

operate

as

feeder

funds

do

not

participate

in

the

program). The

program

allows

the

participating

portfolios

to

borrow

money

from

and

loan

money

to

each

other

for

temporary

or

emergency

purposes,

subject

to

the

conditions

in

the

Order.

A

loan

can

only

be

made

through

the

program

if

the

interfund

loan

rate

on

that

day

is

more favorable

to both

the

borrowing

and

lending

portfolios

as

compared

to

rates

available

through

short-term

bank

loans

or

investments

in

overnight

repurchase

agreements

and

money

market

funds,

respectively,

as

detailed

in

the

Order. Further,

a

portfolio

may

participate

in

the

program

only

if

and

to

the

extent

that

such

participation

is

consistent

with

its

investment

objective

and

limitations.

Interfund

loans

have

a

maximum

duration

of

seven

days

and

may

be

called

on

one

business

day's

notice.

For

the

year

ended

October

31,

2025,

activity

by

the

Fund

under

the

interfund

lending

program

was

as

follows:

\*

Number

of

Days

Outstanding

represents

the

total

of

single

or

consecutive

days

during

the

year

ended

October

31,

2025,

that

the

Fund's

interfund

lending

program

was

used.

I. #### Segment

#### Reporting
In

this

reporting

period,

the

Fund

adopted

FASB

Accounting

Standards

Update

2023-07,

Segment

Reporting

(Topic

280)

–

Improvements

to

Reportable

Segment

Disclosures

("ASU

2023-07").

The

adoption

of

the

new

standard

only

impacted

financial

statement

disclosures

and

did

not

affect

the

Fund's

financial

position

or

the

results

of

its

operations.

An

operating

segment

is

defined

in

Topic

as

a

component

of

a

public

entity

that

(i) engages

in

business

activities

from

which

it

may

recognize

revenues

and

incur

expenses,

(ii) has

operating

results

that

are

regularly

reviewed

by

the

public

entity's

chief

operating

decision

maker

("CODM")

to

make

decisions

about

U.S.

Government

Securities

Other

Investment

Securities

#### Purchases

#### Sales

#### Purchases

#### Sales
The

DFA

Short

Term

Investment

Fund

...............

$–

$1,000,040,837

$100,000,000

$1,225,040,837

#### Weighted

#### Average

#### Loan

#### Balance

#### Number

#### of

#### Days

#### Outstanding

#### \*

#### Weighted

#### Average

#### Annualized

#### Interest

#### Rate

#### Interest

#### Income
The

DFA

Short

Term

Investment

Fund

...............

$83,038,450

4.76%

$478,444

resources

to

be

allocated

to

the

segment

and

assess

its

performance,

and

(iii) has

discrete

financial

information

available.

The

Trust's

Co-Chief

Executive

Officers

and

the

Chief

Financial

Officer

act

as

the

Fund

CODM.

Each

Fund

represents

a

single

operating

segment,

as

the

CODM

monitors

the

operating

results

of

the

Fund

as

a

whole.

The

Fund's

long-term

strategic

asset

allocation

is

executed

by

its

portfolio

management

team

and

guided

by

the

Fund's

investment

objective

and

principal

investment

strategies,

as

described

in

the

Fund's

respective

prospectus.

The

financial

information

provided

to

and

reviewed

by

the

CODM

is

consistent

with

that

presented

in

the

Fund's

Schedule

of

Investments,

Statement

of

Operations,

Statement

of

Changes

in

Net

Assets,

and

Financial

Highlights.

J. #### New

#### Accounting

#### Pronouncement
In

December

2023,

the

FASB

issued

Accounting

Standards

Update

2023-09,

Income

Taxes

(Topic

740)

–

Improvements

to

Income

Tax

Disclosures

("ASU

2023-09").

Effective

for

annual

periods

beginning

after

December

15,

2024,

the

amendments

require

greater

disaggregation

of

disclosures

related

to

income

taxes

paid.

The

ASU

2023-09

allows

for

early

adoption

and

requires

that

amendments

be

applied

on

a

prospective

basis.

Management

is

currently

evaluating

the

impact

of

the

ASU

2023-09

but

does

not

expect

the

guidance

to

materially

impact

the

financial

statements.

K. #### Other
The

Fund

is

subject

to

claims

and

suits

that

arise

from

time

to

time

in

the

ordinary

course

of

business

(for

example,

claw

back

litigation

against

former

shareholders

of

fund

companies

that

filed

for

bankruptcy).

Although

management

currently

believes

that

resolving

claims,

if

any,

against

the

Fund,

individually

or

in

aggregate,

will

not

have

a

material

adverse

impact

on

the

Fund's

financial

position,

results

of

operations,

or

cash

flows,

these

matters

are

subject

to

inherent

uncertainties

and

management's

view

of

these

matters

may

change

in

the

future.

As

of

October

31,

2025,

the

following

number

of

shareholders,

each

holding

greater

than

5%,

held

the

following

approximate

percentages

of

the

Fund's

outstanding

shares.

One

or

more

of

the

shareholders

may

be

omnibus

accounts,

which

typically

hold

shares

for

the

benefit

of

several

other

underlying

investors.

L. #### Subsequent

#### Events
Management

has

evaluated

the

impact

of

all

subsequent

events

on

the

Fund

through

the

date

these

financials

statements

were

issued

and

has

determined

that

there

are

no

subsequent

events

requiring

recognition

or

disclosure

in

the

financial

statements.

#### Number

#### of

#### Shareholders

#### Approximate

#### Percentage

#### of

#### Outstanding

#### Shares

#### Approximate

#### Percentage

#### of

#### Outstanding

#### Shares

#### Held

#### by

#### Advisor

#### and/or

#### Affiliates
The

DFA

Short

Term

Investment

Fund

...

%

%

#### Report

#### of

#### Independent

#### Registered

#### Public

#### Accounting

#### Firm
To

the

Board

of

Trustees

of

The

DFA

Investment

Trust

Company

and

Shareholders

of

The

DFA

Short

Term

Investment

Fund

#### Opinion

#### on

#### the

#### Financial

#### Statements
We

have

audited

the

accompanying

statement

of

assets

and

liabilities,

including

the

schedule

of

investments,

of

The

DFA

Short

Term

Investment

Fund

(one

of

the

series

constituting

The

DFA

Investment

Trust

Company,

referred

to

hereafter

as

the

"Fund")

as

of

October

31,

2025,

the

related

statement

of

operations

for

the

year

ended

October

31,

2025,

the

statement

of

changes

in

net

assets

for

each

of

the

two

years

in

the

period

ended

October

,2025,

including

the

related

notes,

and

the

financial

highlights

for

each

of

the

five

years

in

the

period

ended

October

31,

2025

(collectively

referred

to

as

the

"financial

statements").

In

our

opinion,

the

financial

statements

present

fairly,

in

all

material

respects,

the

financial

position

of

the

Fund

as

of

October

31,

2025,

the

results

of

its

operations

for

the

year

then

ended,

the

changes

in

its

net

assets

for

each

of

the

two

years

in

the

period

ended

October

31,

2025

and

the

financial

highlights

for

each

of

the

five

years

in

the

period

ended

October

31,

2025

in

conformity

with

accounting

principles

generally

accepted

in

the

United

States

of

America.

#### Basis

#### for

#### Opinion
These

financial

statements

are

the

responsibility

of

the

Fund's

management.

Our

responsibility

is

to

express

an

opinion

on

the

Fund's

financial

statements

based

on

our

audits.

We

are

a

public

accounting

firm

registered

with

the

Public

Company

Accounting

Oversight

Board

(United

States)

(PCAOB)

and

are

required

to

be

independent

with

respect

to

the

Series

in

accordance

with

the

relevant

ethical

requirements

relating

to

our

audit,

which

include

standards

of

the

American

Institute

of

Certified

Public

Accountants

(AICPA)

Code

of

Professional

Conduct,

as

well

as

U.S.

federal

securities

laws

and

the

applicable

rules

and

regulations

of

the

Securities

and

Exchange

Commission.

We

conducted

our

audits

of

these

financial

statements

in

accordance

with

the

auditing

standards

of

the

PCAOB

and

in

accordance

with

auditing

standards

generally

accepted

in

the

United

States

of

America.

Those

standards

require

that

we

plan

and

perform

the

audit

to

obtain

reasonable

assurance

about

whether

the

financial

statements

are

free

of

material

misstatement,

whether

due

to

error

or

fraud.

PricewaterhouseCoopers

LLP,

Two

Commerce

Square,

Suite

1700,

2001

Market

Street,

Philadelphia,

PA

19103-7042

T:

(267) 330

3000,

www.pwc.com/us

Our

audits

included

performing

procedures

to

assess

the

risks

of

material

misstatement

of

the

financial

statements,

whether

due

to

error

or

fraud,

and

performing

procedures

that

respond

to

those

risks.

Such

procedures

included

examining,

on

a

test

basis,

evidence

regarding

the

amounts

and

disclosures

in

the

financial

statements.

Our

audits

also

included

evaluating

the

accounting

principles

used

and

significant

estimates

made

by

management,

as

well

as

evaluating

the

overall

presentation

of

the

financial

statements.

Our

procedures

included

confirmation

of

securities

owned

as

of

October

31,

2025

by

correspondence

with

the

custodian

and

brokers;

when

replies

were

not

received

from

brokers,

we

performed

other

auditing

procedures.

We

believe

that

our

audits

provide

a

reasonable

basis

for

our

opinion.

/s/PricewaterhouseCoopers

LLP

Philadelphia,

Pennsylvania

December

19,

2025

We

have

served

as

the

auditor

of

one

or

more

investment

companies

in

Dimensional

Fund

Advisors

L.P.

investment

company

group

since

1981. 20

#### ITEM

#### 8

#### –

#### CHANGES

#### IN

#### AND

#### DISAGREEMENTS

#### WITH

#### ACCOUNTANTS

#### FOR

#### OPEN-END

#### MANAGEMENT

#### INVESTMENT

#### COMPANIES
Not

applicable

#### ITEM

#### 9

#### –

#### PROXY

#### DISCLOSURES

#### FOR

#### OPEN-END

#### MANAGEMENT

#### INVESTMENT

#### COMPANIES
Not

applicable

#### ITEM

#### 10

#### –

#### REMUNERATION

#### PAID

#### TO

#### DIRECTORS,

#### OFFICERS,

#### AND

#### OTHERS

#### OF

#### OPEN-END

#### MANAGEMENT

#### INVESTMENT

#### COMPANIES
Remuneration

paid

to

directors,

officers,

and

others

is

included

in

the

Fees

Paid

to

Officers

and

Trustees

section

of

the

Notes

to

Financial

Statements

above.

#### ITEM

#### 11

#### –

#### STATEMENT

#### REGARDING

#### BASIS

#### FOR

#### APPROVAL

#### OF

#### INVESTMENT

#### MANAGEMENT

#### AGREEMENT
Not

applicable

DFA-103125-A-DSTIF

ITEM 12. DISCLOSURE OF PROXY VOTING POLICIES AND PROCEDURES FOR CLOSED-END MANAGEMENT INVESTMENT COMPANIES.

This item is not applicable to the Registrant, which is an open-end management investment company.

ITEM 13. PORTFOLIO MANAGERS OF CLOSED-END MANAGEMENT INVESTMENT COMPANIES.

This item is not applicable to the Registrant, which is an open-end management investment company.

ITEM 14. PURCHASES OF EQUITY SECURITIES BY CLOSED-END MANAGEMENT INVESTMENT COMPANY AND AFFILIATED PURCHASERS.

This item is not applicable to the Registrant, which is an open-end management investment company.

---

| | |
|:---|:---|
| ITEM 15. | SUBMISSION OF MATTERS TO A VOTE OF SECURITY HOLDERS. |

---

None.

ITEM 16. CONTROLS AND PROCEDURES.

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(a) Based on their evaluation of the Registrant's disclosure controls and procedures as of a date within 90 days of the filing date
 of this Form N-CSR (the "Report"), the Registrant's Co-Principal Executive Officers and Principal Financial Officer
 believe that the disclosure controls and procedures (as defined in Rule 30a-3(c) under the Investment Company Act of 1940, as amended)
 are effectively designed to ensure that information required to be disclosed by the Registrant in the Report is recorded, processed, summarized
 and reported by the filing date, including ensuring that information required to be disclosed in the Report is accumulated and communicated
 to the Registrant's officers that are making certifications in the Report, as appropriate, to allow timely decisions regarding required
 disclosure. The Registrant's management, including the Co-Principal Executive Officers and the Principal Financial Officer, recognizes
 that any set of controls and procedures, no matter how well designed and operated, can provide only reasonable assurance of achieving
 the desired control objectives.

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(b) There were no changes in the Registrant's internal control over financial reporting (as defined in Rule 30a-3(d) under the Investment
 Company Act of 1940, as amended) that occurred during the period covered by this Report that have materially affected, or are reasonably
 likely to materially affect, the Registrant's internal control over financial reporting.

ITEM 17. DISCLOSURE OF SECURITIES LENDING ACTIVITIES FOR CLOSED-END MANAGEMENT INVESTMENT COMPANIES.

This item is not applicable to the Registrant, which is an open-end management investment company.

ITEM 18. RECOVERY OF ERRONEOUSLY AWARDED COMPENSATION.

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(a) Not applicable.

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(b) Not applicable.

ITEM 19. EXHIBITS.

(a)(1) [Code of Ethics is filed herewith.](tditc-efp18824_ex99codeeth.htm)

(a)(2) This item is not applicable.

(a)(3) [Certifications pursuant to Section 302 of the Sarbanes-Oxley Act of 2002 are filed herewith.](tditc-efp18824_ex99cert.htm)

(a)(4) This item is not applicable.

(a)(5) This item is not applicable.

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(b) [Certifications pursuant to Section 906 of the Sarbanes-Oxley Act of 2002 are filed herewith.](tditc-efp18824_ex99906cert.htm)

**SIGNATURES**

Pursuant to the requirements of the Securities Exchange Act of 1934 and the Investment Company Act of 1940, the Registrant has duly caused this Report to be signed on its behalf by the undersigned, thereunto duly authorized.

---

| | |
|:---|:---|
| The DFA Investment Trust Company | The DFA Investment Trust Company |
| By: | /s/ David P. Butler |
|  | David P. Butler |
|  | Co-Chief Executive Officer |
| Date: | January 7, 2026 |
| By: | /s/ Gerard K. O'Reilly |
|  | Gerard K. O'Reilly |
|  | Co-Chief Executive Officer and |
|  | Co-Chief Investment Officer |
| Date: | January 7, 2026 |

---

Pursuant to the requirements of the Securities Exchange Act of 1934 and the Investment Company Act of 1940, this Report has been signed below by the following persons on behalf of the Registrant and in the capacities and on the dates indicated.

---

| | |
|:---|:---|
| By: | /s/ David P. Butler |
|  | David P. Butler |
|  | Co-Principal Executive Officer |
|  | The DFA Investment Trust Company |
| Date: | January 7, 2026 |
| By: | /s/ Gerard K. O'Reilly |
|  | Gerard K. O'Reilly |
|  | Co-Principal Executive Officer |
|  | The DFA Investment Trust Company |
| Date: | January 7, 2026 |

---

---

| | |
|:---|:---|
| By: | /s/ Jan Miller |
|  | Jan Miller |
|  | Principal Financial Officer |
|  | The DFA Investment Trust Company |
| Date: | January 7, 2026 |

---

## Ex-99.Code

**EX.99.CODE ETH**

---

| | |
|:---|:---|
| &nbsp;&nbsp;**Effective Date: March 5, 2025** | &nbsp;&nbsp; **CONFIDENTIAL AND** <br> **PROPRIETARY** |

---

**CODE OF BUSINESS ETHICS FOR**

**PRINCIPAL EXECUTIVE AND FINANCIAL OFFICERS**

DFA INVESTMENT DIMENSIONS GROUP INC.

DIMENSIONAL EMERGING MARKETS VALUE FUND

DIMENSIONAL INVESTMENT GROUP INC.

THE DFA INVESTMENT TRUST COMPANY

DIMENSIONAL ETF TRUST

&nbsp;&nbsp;&nbsp;&nbsp;**I.**  **<u>Covered Officers and Purposes of the Code</u>** 

The Boards of Directors/Trustees (together, the "Boards") of DFA Investment Dimensions Group Inc., Dimensional Emerging Markets Value Fund, Dimensional Investment Group Inc., The DFA Investment Trust Company, and Dimensional ETF Trust (each a "Fund," and together, the "Funds") have adopted this Code of Business Ethics for Principal Executive and Financial Officers (the "Code"). The Code applies to the Funds' principal executive officers and principal financial officers (together, the "Covered Officers"), and is adopted to promote:

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• honest and ethical conduct, including the ethical handling
of conflicts of interest;

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• full, fair, accurate, timely and understandable disclosure
in reports and documents that a Fund files with, or submits to, the U.S. Securities and Exchange Commission (the "SEC"), and
in other public communications made by the Funds;

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• compliance with applicable laws and governmental rules and
regulations;

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• the prompt internal reporting of violations of the Code to
the appropriate person(s) identified in the Code; and

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• accountability for adherence to the Code.

&nbsp;&nbsp;&nbsp;&nbsp;**II.**  **<u>Covered Officers Should "Adhere to a High Standard of Business Ethics"</u>** 

Each Covered Officer owes a duty to the Funds to adhere to a high standard of business ethics and should be sensitive to situations that may give rise to actual, as well as apparent, conflicts of interests.

Each Covered Officer shall:

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• observe all laws and governmental rules and regulations,
accounting standards and Fund policies;

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• adhere to a high standard of business ethics; and

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• place the interests of the Funds before the Covered Officer's
own personal interests.

All activities of Covered Officers should be guided by and adhere to these fiduciary standards.

![](img001.jpg)

US_1052.15

&nbsp;&nbsp;&nbsp;&nbsp;**III.**  **<u>Covered Officers Should Handle Ethically Conflicts of Interest</u>** 

 **Guiding Principles.** A "conflict of interest" occurs when a Covered Officer's private interests interfere with the interests of, or the service to, the Funds. A conflict of interest can arise when a Covered Officer takes actions or has interests that may make it difficult to perform the Fund work objectively and effectively. For example, a conflict of interest would arise if a Covered Officer, or a member of the Covered Officer's family, receives improper personal benefits as a result of the Covered Officer's positions with the Funds. In addition, the Funds must be sensitive to situations that create apparent, if not actual, conflicts of interest. Service to the Funds should not be subordinated to personal gain and advantage.

Certain conflicts of interest covered by this Code arise out of the relationships between Covered Officers and the Funds that already are subject to conflict of interest provisions in the Investment Company Act of 1940, as amended (the "1940 Act"), and the Investment Advisers Act of 1940, as amended (the "Advisers Act"). For example, Covered Officers may not individually engage in certain transactions (such as the purchase or sale of securities or other property) with the Funds because of the Covered Officers' status as "affiliated persons" of the Funds. The compliance programs and procedures of the Funds and Dimensional Fund Advisors LP, the Funds' investment advisor and administrator (the "Advisor"), are designed to prevent, or identify and correct, violations of these provisions. This Code does not, and is not intended to, repeat or replace those compliance programs and procedures. Covered Officers must in all cases comply with applicable statutes and regulations.

Although typically not presenting an opportunity for improper personal benefit, conflicts of interest arise from, or as a result of, the contractual relationships between the Funds and the Advisor, of which the Covered Officers are also officers or employees. As a result, it is recognized by the Boards that, subject to the Advisor's fiduciary duties to the Funds, the Covered Officers will, in the normal course of their duties (whether formally for the Funds or for the Advisor, or for both), be involved in establishing policies and implementing decisions that will have different effects on the Advisor and the Funds. The Boards recognize that the participation of the Covered Officers in such activities is inherent in the contractual relationships between the Funds and the Advisor, and is consistent with the expectation of the Boards of the performance by the Covered Officers of their duties as officers of the Funds. Such participation, if addressed in conformity with the provisions of the 1940 Act and the Advisers Act, will be deemed to have been handled ethically. In addition, it is recognized by the Boards that the Covered Officers may also be officers or employees of one or more other investment companies advised by the Advisor and covered by this or other Codes.

Other conflicts of interest are covered by the Code, even if such conflicts of interest are not subject to provisions in the 1940 Act and the Advisers Act. In reading the following examples of conflicts of interest under the Code, the Covered Officers should keep in mind that such a list cannot be exhaustive by covering every possible scenario. It follows that the overarching principle—that the personal interest of a Covered Officer should not be placed improperly before the interest of a Fund—should be the guiding principle in all circumstances.

Each Covered Officer must:

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• avoid conflicts of interest whenever possible;

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• handle any actual or apparent conflict of interest ethically;

---

| | |
|:---|:---|
| 2 | ![](img001.jpg) |

---

US_1052.15

• not use personal influence or personal relationships
improperly to influence investment decisions or financial reporting by the Funds whereby the Covered Officer would benefit personally
to the detriment of the Funds;

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• not cause the Funds to take action, or fail to take action,
for the individual personal benefit of the Covered Officer rather than for the benefit of the Funds;

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• not use material, non-public knowledge of portfolio transactions
made or contemplated for the Funds to profit personally, or to cause others to profit, by the market effect of such transactions; and

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• as described in more detail below, discuss any material transaction
or relationship, which could reasonably be expected to give rise to a conflict of interest, with the Chief Compliance Officer of the Funds
(the "Designated Ethics Officer"). In the event the Chief Compliance Officer of the Funds is not available, the Chairman of
the Audit Committee may take action required hereunder of the Designated Ethics Officer.

There are some conflict of interest situations that should always be discussed with the Designated Ethics Officer, if material. Examples of these situations include:

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• any outside business activity that detracts from an individual's ability to devote appropriate time and attention to the individual's responsibilities with the Funds;

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• service as a director on the board of any public or private
company;

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• the receipt of any non-nominal gifts;

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• the receipt of any entertainment from any company with which
the Funds have current or prospective business dealings, unless such entertainment is business-related, reasonable in cost, appropriate
as to time and place, and not so frequent as to raise any question of impropriety;

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• being in the position of supervising, reviewing or having
any influence on the job evaluation, pay or benefit of any immediate family member;

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• any ownership interest in, or any consulting or employment
relationship with, any of the Funds' service providers, other than the Advisor and DFA Securities LLC ("DFAS"), or
any affiliated person thereof; and

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• a direct or indirect financial interest in commissions, transaction
charges or spreads paid by a Fund for effecting portfolio transactions or for selling or redeeming shares other than an interest arising
from the Covered Officer's employment, such as compensation or equity ownership.

&nbsp;&nbsp;&nbsp;&nbsp;**IV.**  **<u>Disclosure</u>** 

Each Covered Officer is required to be familiar and comply with the Funds' disclosure controls and procedures so that the Funds' subject reports and documents filed with the SEC comply in all material respects with the applicable federal securities laws and SEC rules. In addition, each Covered Officer having direct or supervisory authority regarding these SEC filings or the Funds' other public communications should, to the extent appropriate within the Covered Officer's area of responsibility, consult with other Fund officers and employees and take other appropriate steps regarding these disclosures with the goal of making full, fair, accurate, timely and understandable disclosure.

---

| | |
|:---|:---|
| 3 | ![](img001.jpg) |

---

US_1052.15

Each Covered Officer:

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• must become familiar with the disclosure requirements
applicable to the Funds as well as the business and financial operations of the Funds; and

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• must not knowingly misrepresent, or intentionally cause others
to misrepresent, facts about the Funds to others, whether within or outside the Funds, including to the Funds' directors/trustees
and auditors, and to governmental regulators and self-regulatory organizations.

&nbsp;&nbsp;&nbsp;&nbsp;**V.**  **<u>Compliance</u>** 

It is the Funds' policy to comply with all applicable laws and governmental rules and regulations. It is the responsibility of each Covered Officer to adhere to the standards and restrictions imposed by those laws, rules and regulations, including those relating to affiliated transactions, accounting and auditing matters.

&nbsp;&nbsp;&nbsp;&nbsp;**VI.**  **<u>Reporting and Accountability</u>** 

Each Covered Officer must:

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• upon adoption of the Code, affirm in writing to the Designated
Ethics Officer has received, read, and understands the Code;

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• annually thereafter affirm to the Designated Ethics Officer has received, read and understands the Code and has complied with the requirements of the Code;

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• not retaliate against any employee or Covered Officer for
reports of potential violations that are made in good faith; and

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• notify the Designated Ethics Officer promptly if the Covered
Officer knows of any violation of this Code. Failure to do so is itself a violation of this Code.

The Designated Ethics Officer is responsible for applying the provisions of the Code to specific situations in which questions arise under the Code, and the Designated Ethics Officer has the authority to interpret this Code in any particular situation. The Designated Ethics Officer is authorized (and encouraged) to consult, as appropriate, with the Audit Committee of the Funds, the members of the Boards who are not "interested persons" (together, the "Independent Directors"), and counsel to the Funds and the Independent Directors.

The Funds will comply with the following procedures in investigating and enforcing this Code:

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• the Designated Ethics Officer will take all appropriate action to investigate any reported violations and potential violations;

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• violations and potential violations will be reported to the
Audit Committee after such investigation;

---

| | |
|:---|:---|
| 4 | ![](img001.jpg) |

---

US_1052.15

• if the Audit Committee determines that a violation of this
Code has occurred, the Audit Committee will consider appropriate action, which may include the review of, and necessary modifications
to, applicable policies and procedures; notification to appropriate personnel of the Advisor or the Advisor's board of directors; or recommending
the dismissal of the Covered Officer;

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• appropriate disciplinary or preventive action may include
a letter of censure, suspension, dismissal or, in the event of criminal or other serious violations of law, notification of the SEC or
other appropriate law enforcement authorities;

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• the Audit Committee will report to the Boards any action
(whether disciplinary, preventive or otherwise) taken to address violations of this Code;

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• the Audit Committee will be responsible for granting waivers
and determining sanctions, as appropriate; and

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• any changes to or waivers of this Code will, to the extent
required, be disclosed on Form N-CSR as provided by SEC rules.

&nbsp;&nbsp;&nbsp;&nbsp;**VII.**  **<u>Other Policies and Procedures</u>** 

The Global Code of Ethics and Standard of Conduct under Rule 17j-1 under the 1940 Act, adopted by the Funds, the Advisor and the affiliated companies of the Advisor, and the Advisor's policies and procedures set forth in the *Insider Trading Policy* are separate requirements applying to the Covered Officers and others, and are not part of this Code.

&nbsp;&nbsp;&nbsp;&nbsp;**VIII.**  **<u>Amendments</u>** 

This Code may not be amended except in written form, which is specifically approved or ratified by a majority vote of the Boards, including a majority of the Independent Directors.

&nbsp;&nbsp;&nbsp;&nbsp;**IX.**  **<u>Confidentiality</u>** 

All reports and records prepared or maintained pursuant to this Code shall be considered confidential and shall be maintained and protected accordingly. Except as otherwise required by law or this Code, such matters shall not be disclosed to anyone other than the members of the Boards and their counsel, the Funds, and the Advisor.

&nbsp;&nbsp;&nbsp;&nbsp;**X.**  **<u>Internal Use</u>** 

The Code is intended solely for the internal use by the Funds and does not constitute an admission, by or on behalf of any Fund, as to any fact, circumstance, or legal conclusion.

---

| | |
|:---|:---|
| 5 | ![](img001.jpg) |

---

US_1052.15

**Exhibit A** 

**<u>Persons Covered by this Code of Business Ethics</u>**

**(as of June 24, 2021)**

Gerard O'Reilly (Co-Principal Executive Officer of the Funds)

David P. Butler (Co-Principal Executive Officer of the Funds)

Jan Miller (Principal Financial Officer of the Funds)

---

| | |
|:---|:---|
| A-1 | ![](img001.jpg) |

---

US_1052.14

## Ex-99.Cert

**EX-99.CERT**

CERTIFICATION PURSUANT TO SECTION 302 OF

THE SARBANES-OXLEY ACT OF 2002

I, David P. Butler, certify that:

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1. I
 have reviewed this report on Form N-CSR of The DFA Investment Trust Company (the "Registrant");

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2. Based
 on my knowledge, this report does not contain any untrue statement of a material fact or
 omit to state a material fact necessary to make the statements made, in light of the circumstances
 under which such statements were made, not misleading with respect to the period covered
 by this report;

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3. Based
 on my knowledge, the financial statements, and other financial information included in this
 report, fairly present in all material respects the financial condition, results of operations,
 changes in net assets, and cash flows (if the financial statements are required to include
 a statement of cash flows) of the Registrant as of, and for, the periods presented in this
 report;

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4. The
 Registrant's other certifying officers and I are responsible for establishing and maintaining
 disclosure controls and procedures (as defined in Rule 30a-3(c) under the Investment Company
 Act of 1940, as amended) and internal control over financial reporting (as defined in Rule
 30a-3(d) under the Investment Company Act of 1940, as amended) for the Registrant and have:

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;a) designed
 such disclosure controls and procedures, or caused such disclosure controls and procedures
 to be designed under our supervision, to ensure that material information relating to the
 Registrant, including its consolidated subsidiaries, is made known to us by others within
 those entities, particularly during the period in which this report is being prepared;

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;b) designed
 such internal control over financial reporting, or caused such internal control over financial
 reporting to be designed under our supervision, to provide reasonable assurance regarding
 the reliability of financial reporting and the preparation of financial statements for external
 purposes in accordance with generally accepted accounting principles;

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;c) evaluated
 the effectiveness of the Registrant's disclosure controls and procedures and presented
 in this report our conclusions about the effectiveness of the disclosure controls and procedures,
 as of a date within 90 days prior to the filing date of this report based on such evaluation;
 and

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;d) disclosed
 in this report any change in the Registrant's internal control over financial reporting
 that occurred during the period covered by this report that has materially affected, or is
 reasonably likely to materially affect, the Registrant's internal control over financial
 reporting; and

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5. The
 Registrant's other certifying officers and I have disclosed to the Registrant's
 auditors and the audit committee of the Registrant's board of directors (or persons
 performing the equivalent functions):

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;a) all
 significant deficiencies and material weaknesses in the design or operation of internal control
 over financial reporting which are reasonably likely to adversely affect the Registrant's
 ability to record, process, summarize, and report financial information; and

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;b) any
 fraud, whether or not material, that involves management or other employees who have a significant
 role in the Registrant's internal control over financial reporting.

Date: January 7, 2026

---

| | |
|:---|:---|
| By: | /s/ David P. Butler |
|  | David P. Butler |
|  | Co-Principal Executive Officer |
|  | The DFA Investment Trust Company |

---

CERTIFICATION PURSUANT TO SECTION 302 OF

THE SARBANES-OXLEY ACT OF 2002

I, Gerard K. O'Reilly, certify that:

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1. I
 have reviewed this report on Form N-CSR of The DFA Investment Trust Company (the "Registrant");

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2. Based
 on my knowledge, this report does not contain any untrue statement of a material fact or
 omit to state a material fact necessary to make the statements made, in light of the circumstances
 under which such statements were made, not misleading with respect to the period covered
 by this report;

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3. Based
 on my knowledge, the financial statements, and other financial information included in this
 report, fairly present in all material respects the financial condition, results of operations,
 changes in net assets, and cash flows (if the financial statements are required to include
 a statement of cash flows) of the Registrant as of, and for, the periods presented in this
 report;

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4. The
 Registrant's other certifying officers and I are responsible for establishing and maintaining
 disclosure controls and procedures (as defined in Rule 30a-3(c) under the Investment Company
 Act of 1940, as amended) and internal control over financial reporting (as defined in Rule
 30a-3(d) under the Investment Company Act of 1940, as amended) for the Registrant and have:

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;a) designed
 such disclosure controls and procedures, or caused such disclosure controls and procedures
 to be designed under our supervision, to ensure that material information relating to the
 Registrant, including its consolidated subsidiaries, is made known to us by others within
 those entities, particularly during the period in which this report is being prepared;

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;b) designed
 such internal control over financial reporting, or caused such internal control over financial
 reporting to be designed under our supervision, to provide reasonable assurance regarding
 the reliability of financial reporting and the preparation of financial statements for external
 purposes in accordance with generally accepted accounting principles;

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;c) evaluated
 the effectiveness of the Registrant's disclosure controls and procedures and presented
 in this report our conclusions about the effectiveness of the disclosure controls and procedures,
 as of a date within 90 days prior to the filing date of this report based on such evaluation;
 and

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;d) disclosed
 in this report any change in the Registrant's internal control over financial reporting
 that occurred during the period covered by this report that has materially affected, or is
 reasonably likely to materially affect, the Registrant's internal control over financial
 reporting; and

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5. The
 Registrant's other certifying officers and I have disclosed to the Registrant's
 auditors and the audit committee of the Registrant's board of directors (or persons
 performing the equivalent functions):

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;a) all
 significant deficiencies and material weaknesses in the design or operation of internal control
 over financial reporting which are reasonably likely to adversely affect the Registrant's
 ability to record, process, summarize, and report financial information; and

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;b) any
 fraud, whether or not material, that involves management or other employees who have a significant
 role in the Registrant's internal control over financial reporting.

Date: January 7, 2026

---

| | |
|:---|:---|
| By: | /s/ Gerard K. O'Reilly |
|  | Gerard K. O'Reilly |
|  | Co-Principal Executive Officer |
|  | The DFA Investment Trust Company |

---

CERTIFICATION PURSUANT TO SECTION 302 OF

THE SARBANES-OXLEY ACT OF 2002

I, Jan Miller, certify that:

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1. I
 have reviewed this report on Form N-CSR of The DFA Investment Trust Company (the "Registrant");

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2. Based
 on my knowledge, this report does not contain any untrue statement of a material fact or
 omit to state a material fact necessary to make the statements made, in light of the circumstances
 under which such statements were made, not misleading with respect to the period covered
 by this report;

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3. Based
 on my knowledge, the financial statements, and other financial information included in this
 report, fairly present in all material respects the financial condition, results of operations,
 changes in net assets, and cash flows (if the financial statements are required to include
 a statement of cash flows) of the Registrant as of, and for, the periods presented in this
 report;

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4. The
 Registrant's other certifying officers and I are responsible for establishing and maintaining
 disclosure controls and procedures (as defined in Rule 30a-3(c) under the Investment Company
 Act of 1940, as amended) and internal control over financial reporting (as defined in Rule
 30a-3(d) under the Investment Company Act of 1940, as amended) for the Registrant and have:

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;a) designed
 such disclosure controls and procedures, or caused such disclosure controls and procedures
 to be designed under our supervision, to ensure that material information relating to the
 Registrant, including its consolidated subsidiaries, is made known to us by others within
 those entities, particularly during the period in which this report is being prepared;

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;b) designed
 such internal control over financial reporting, or caused such internal control over financial
 reporting to be designed under our supervision, to provide reasonable assurance regarding
 the reliability of financial reporting and the preparation of financial statements for external
 purposes in accordance with generally accepted accounting principles;

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;c) evaluated
 the effectiveness of the Registrant's disclosure controls and procedures and presented
 in this report our conclusions about the effectiveness of the disclosure controls and procedures,
 as of a date within 90 days prior to the filing date of this report based on such evaluation;
 and

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;d) disclosed
 in this report any change in the Registrant's internal control over financial reporting
 that occurred during the period covered by this report that has materially affected, or is
 reasonably likely to materially affect, the Registrant's internal control over financial
 reporting; and

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5. The
 Registrant's other certifying officers and I have disclosed to the Registrant's
 auditors and the audit committee of the Registrant's board of directors (or persons
 performing the equivalent functions):

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;a) all
 significant deficiencies and material weaknesses in the design or operation of internal control
 over financial reporting which are reasonably likely to adversely affect the Registrant's
 ability to record, process, summarize, and report financial information; and

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;b) any
 fraud, whether or not material, that involves management or other employees who have a significant
 role in the Registrant's internal control over financial reporting.

Date: January 7, 2026

---

| | |
|:---|:---|
| By: | /s/ Jan Miller |
|  | Jan Miller |
|  | Principal Financial Officer |
|  | The DFA Investment Trust Company |

---

## Exhibit 99.906

**EX-99.906CERT**

CERTIFICATIONS PURSUANT TO SECTION 906 OF THE

SARBANES-OXLEY ACT OF 2002

David P. Butler and Gerard K. O'Reilly, Co-Principal Executive Officers, and Jan Miller, Principal Financial Officer, of The DFA Investment Trust Company, a Delaware statutory trust (the "Registrant"), each certify that:

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1. The
 Registrant's periodic report on Form N-CSR for the period ended October 31, 2025 (the
 "Report") fully complies with the requirements of Section 13(a) or Section 15(d)
 of the Securities Exchange Act of 1934, as amended, as applicable; and

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2. The
 information contained in the Report fairly presents, in all material respects, the financial
 condition and results of operations of the Registrant.

---

| | |
|:---|:---|
| By: | /s/ David P. Butler |
|  | David P. Butler |
|  | Co-Principal Executive Officer |
|  | The DFA Investment Trust Company |

---

Date: January 7, 2026

---

| | |
|:---|:---|
| By: | /s/ Gerard K. O'Reilly |
|  | Gerard K. O'Reilly |
|  | Co-Principal Executive Officer |
|  | The DFA Investment Trust Company |

---

Date: January 7, 2026

---

| | |
|:---|:---|
| By: | /s/ Jan Miller |
|  | Jan Miller |
|  | Principal Financial Officer |
|  | The DFA Investment Trust Company |

---

Date: January 7, 2026