# EDGAR Filing Document

**Accession Number:** 0000355437
**File Stem:** 0001410368-26-033008
**Filing Date:** 2026-3
**Character Count:** 2157979
**Document Hash:** 2d3d05c7dfee4b4ab675a5c42a978068
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001410368-26-033008.hdr.sgml**: 20260327

**ACCESSION NUMBER**: 0001410368-26-033008

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20260131

**FILED AS OF DATE**: 20260327

**DATE AS OF CHANGE**: 20260327

**PERIOD START**: 20261031

**FILER**: 

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

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

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-03258
- **FILM NUMBER:** 26803876

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

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

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

## Series and Classes Contracts Data

### DFA FIVE-YEAR GLOBAL FIXED INCOME PORTFOLIO (Series ID: S000000969)

| Class ID   | Class Name                                                        | Ticker Symbol   |
|:---|:---|:---|
| C000002720 | DFA FIVE-YEAR GLOBAL FIXED INCOME PORTFOLIO - INSTITUTIONAL CLASS | DFGBX           |

## Nport-Ex

**DFA INVESTMENT DIMENSIONS GROUP INC.**

**PORTFOLIO HOLDINGS REPORT**

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

**Table of Contents** 

---

| |
|:---|
| **[Definitions of Abbreviations and Footnotes](#xx_f963af98-47d6-4f28-b77f-2106426d84ad_AF-TOCHeader-688_1)** |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;[Emerging Markets Portfolio](#xx_f963af98-47d6-4f28-b77f-2106426d84ad_SOI-TOC-ScheduleofInvestments-686_1) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;[Emerging Markets Small Cap Portfolio](#xx_f963af98-47d6-4f28-b77f-2106426d84ad_SOI-TOC-ScheduleofInvestments-690_1) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;[Emerging Markets Value Portfolio](#xx_f963af98-47d6-4f28-b77f-2106426d84ad_SOI-TOC-ScheduleofInvestments-694_1) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;[Emerging Markets Core Equity 2 Portfolio](#xx_f963af98-47d6-4f28-b77f-2106426d84ad_SOI-TOC-ScheduleofInvestments-693_1) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;[U.S. Large Cap Equity Portfolio](#xx_f963af98-47d6-4f28-b77f-2106426d84ad_SOI-TOC-ScheduleofInvestments-714_1) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;[DFA Commodity Strategy Portfolio](#xx_f963af98-47d6-4f28-b77f-2106426d84ad_SOI-TOC-ScheduleofInvestments-747_1) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;[DFA One-Year Fixed Income Portfolio](#xx_f963af98-47d6-4f28-b77f-2106426d84ad_SOI-TOC-ScheduleofInvestments-725_1) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;[DFA Two-Year Global Fixed Income Portfolio](#xx_f963af98-47d6-4f28-b77f-2106426d84ad_SOI-TOC-ScheduleofInvestments-732_1) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;[DFA Selectively Hedged Global Fixed Income Portfolio](#xx_f963af98-47d6-4f28-b77f-2106426d84ad_SOI-TOC-ScheduleofInvestments-727_1) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;[DFA Short-Term Government Portfolio](#xx_f963af98-47d6-4f28-b77f-2106426d84ad_SOI-TOC-ScheduleofInvestments-726_1) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;[DFA Five-Year Global Fixed Income Portfolio](#xx_f963af98-47d6-4f28-b77f-2106426d84ad_SOI-TOC-ScheduleofInvestments-733_1) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;[DFA International Government Fixed Income Portfolio (formerly, DFA World ex U.S. Government Fixed](#xx_f963af98-47d6-4f28-b77f-2106426d84ad_SOI-TOC-ScheduleofInvestments-728_1)<br>[Income Portfolio)](#xx_f963af98-47d6-4f28-b77f-2106426d84ad_SOI-TOC-ScheduleofInvestments-728_1)<br>|
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;[DFA Intermediate Government Fixed Income Portfolio](#xx_f963af98-47d6-4f28-b77f-2106426d84ad_SOI-TOC-ScheduleofInvestments-719_1) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;[DFA Short-Term Extended Quality Portfolio](#xx_f963af98-47d6-4f28-b77f-2106426d84ad_SOI-TOC-ScheduleofInvestments-722_1) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;[DFA Intermediate-Term Extended Quality Portfolio](#xx_f963af98-47d6-4f28-b77f-2106426d84ad_SOI-TOC-ScheduleofInvestments-723_1) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;[DFA Targeted Credit Portfolio](#xx_f963af98-47d6-4f28-b77f-2106426d84ad_SOI-TOC-ScheduleofInvestments-739_1) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;[DFA Investment Grade Portfolio](#xx_f963af98-47d6-4f28-b77f-2106426d84ad_SOI-TOC-ScheduleofInvestments-724_1) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;[DFA Inflation-Protected Securities Portfolio](#xx_f963af98-47d6-4f28-b77f-2106426d84ad_SOI-TOC-ScheduleofInvestments-720_1) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;[DFA Short-Term Municipal Bond Portfolio](#xx_f963af98-47d6-4f28-b77f-2106426d84ad_SOI-TOC-ScheduleofInvestments-734_1) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;[DFA Intermediate-Term Municipal Bond Portfolio](#xx_f963af98-47d6-4f28-b77f-2106426d84ad_SOI-TOC-ScheduleofInvestments-731_1) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;[DFA Selective State Municipal Bond Portfolio](#xx_f963af98-47d6-4f28-b77f-2106426d84ad_SOI-TOC-ScheduleofInvestments-1512_1) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;[DFA Short-Term Selective State Municipal Bond Portfolio](#xx_f963af98-47d6-4f28-b77f-2106426d84ad_SOI-TOC-ScheduleofInvestments-1754_1) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;[DFA California Short-Term Municipal Bond Portfolio](#xx_f963af98-47d6-4f28-b77f-2106426d84ad_SOI-TOC-ScheduleofInvestments-730_1) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;[DFA California Intermediate-Term Municipal Bond Portfolio](#xx_f963af98-47d6-4f28-b77f-2106426d84ad_SOI-TOC-ScheduleofInvestments-729_1) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;[DFA NY Municipal Bond Portfolio](#xx_f963af98-47d6-4f28-b77f-2106426d84ad_SOI-TOC-ScheduleofInvestments-738_1) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;[Dimensional Retirement Income Fund](#xx_f963af98-47d6-4f28-b77f-2106426d84ad_SOI-TOC-ScheduleofInvestments-774_1) |
| [Notes to Financial Statements](#xx_f963af98-47d6-4f28-b77f-2106426d84ad_NTF-NotestoFinancialStatements_1) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;[Organization](#xx_f963af98-47d6-4f28-b77f-2106426d84ad_NTF-NotestoFinancialStatements_1) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;[Security Valuation](#xx_f963af98-47d6-4f28-b77f-2106426d84ad_NTF-NotestoFinancialStatements_1) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;[Financial Instruments](#xx_f963af98-47d6-4f28-b77f-2106426d84ad_NTF-NotestoFinancialStatements_3) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;[Federal Tax Cost](#xx_f963af98-47d6-4f28-b77f-2106426d84ad_NTF-NotestoFinancialStatements_7) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;[Other](#xx_f963af98-47d6-4f28-b77f-2106426d84ad_NTF-NotestoFinancialStatements_9) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;[Subsequent Event Evaluations](#xx_f963af98-47d6-4f28-b77f-2106426d84ad_NTF-NotestoFinancialStatements_9) |

---

------

**Table of Contents** 

**CONTINUED**

THE DFA INVESTMENT TRUST COMPANY

SCHEDULES OF INVESTMENTS

The U.S. Large Cap Value Series

The DFA International Value Series

The Japanese Small Company Series

The Asia Pacific Small Company Series

The United Kingdom Small Company Series

The Continental Small Company Series

The Emerging Markets Series

The Emerging Markets Small Cap Series

NOTES TO FINANCIAL STATEMENTS

Organization

Security Valuation

Financial Instruments

Federal Tax Cost

Other

Subsequent Event Evaluations

DIMENSIONAL EMERGING MARKETS VALUE FUND

SCHEDULE OF INVESTMENTS

NOTES TO FINANCIAL STATEMENTS

Organization

Security Valuation

Financial Instruments

Federal Tax Cost

Other

Subsequent Event Evaluations

------

**DFA INVESTMENT DIMENSIONS GROUP INC.**

**DEFINITIONS OF ABBREVIATIONS AND FOOTNOTES**

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

---

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

---

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

---

| | |
|:---|:---|
| Investment Footnotes | Investment Footnotes |
| † | See Security Valuation Note within the Notes to Schedules of Investments. |
| ^^ | See Federal Tax Cost Note within the Notes to Schedules of Investments. |
| » | &nbsp;&nbsp;Securities have generally been fair valued. See Security Valuation Note within the <br>Notes to Schedules of Investments.<br>|
| \* | Non-Income Producing Securities. |
| # | Total or Partial Securities on Loan. |
| 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>|
| †† | Security valued using significant unobservable inputs (Level 3). |
| @ | Security purchased with cash collateral received from Securities on Loan. |
| § | Affiliated Fund. |
| Ɏ | Represents 7 Day subsidized yield as of 1/31/26. |
| ^ | Denominated in USD, unless otherwise noted. |

---

------

**CONTINUED**

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

---

| | |
|:---|:---|
| (r) | The adjustable rate shown is effective as of January 31, 2026. |
| ∞ | Rates reflect the effective yields at purchase date. |
| Δ | Zero Coupon Security. |
| ¤ | &nbsp;&nbsp;Pre-refunded bonds are collateralized by U.S. Government or other eligible securities <br>that are held in escrow and used to pay principal and interest and retire the bonds at <br>the earliest refunding date (payment date) and/or whose interest rates vary with <br>changes in a designated base rate (such as the prime interest rate).<br>|

---

------

**Emerging Markets Portfolio**

**SCHEDULE OF INVESTMENTS**

**January 31, 2026**

**(Unaudited)** 

---

| | |
|:---|:---|
|  | **Value†** |
| AFFILIATED INVESTMENT COMPANIES — (100.0%) | AFFILIATED INVESTMENT COMPANIES — (100.0%) |
| The Emerging Markets Series | $7262060401 |
| TOTAL INVESTMENTS IN AFFILIATED INVESTMENT COMPANIES^^ | $7262060401 |

---

Summary of the Portfolio's Master Fund's investments as of January 31, 2026, based on their valuation inputs, is located within this report (see Security Valuation Note).

------

**Emerging Markets Small Cap Portfolio**

**SCHEDULE OF INVESTMENTS**

**January 31, 2026**

**(Unaudited)** 

---

| | |
|:---|:---|
|  | **Value†** |
| AFFILIATED INVESTMENT COMPANIES — (100.0%) | AFFILIATED INVESTMENT COMPANIES — (100.0%) |
| The Emerging Markets Small Cap Series | $3935943538 |
| TOTAL INVESTMENTS IN AFFILIATED INVESTMENT COMPANIES^^ | $3935943538 |

---

Summary of the Portfolio's Master Fund's investments as of January 31, 2026, based on their valuation inputs, is located within this report (see Security Valuation Note).

------

**Emerging Markets Value Portfolio**

**SCHEDULE OF INVESTMENTS**

**January 31, 2026**

**(Unaudited)** 

---

| | |
|:---|:---|
|  | **Value†** |
| AFFILIATED INVESTMENT COMPANIES — (100.0%) | AFFILIATED INVESTMENT COMPANIES — (100.0%) |
| Dimensional Emerging Markets Value Fund | $13571901492 |
| TOTAL INVESTMENTS IN AFFILIATED INVESTMENT COMPANIES^^ | $13571901492 |

---

Summary of the Portfolio's Master Fund's investments as of January 31, 2026, based on their valuation inputs, is located within this report (see Security Valuation Note).

------

**Emerging Markets Core Equity 2 Portfolio**

**SCHEDULE OF INVESTMENTS**

**January 31, 2026**

**(Unaudited)**

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

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| COMMON STOCKS — (97.6%) | COMMON STOCKS — (97.6%) | COMMON STOCKS — (97.6%) |  |
| BRAZIL — (2.9%) | BRAZIL — (2.9%) | BRAZIL — (2.9%) |  |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Allianca Saude e <br>Participacoes SA<br>| 18481 | &nbsp;&nbsp;$16470 |
|  | Allied Tecnologia SA | 144486 | &nbsp;&nbsp;229794 |
|  | Allos SA | 1706264 | &nbsp;&nbsp;10018252 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Allpark <br>Empreendimentos <br>Participacoes e <br>Servicos SA<br>| 71405 | &nbsp;&nbsp;62684 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Alupar Investimento <br>SA<br>| 936528 | &nbsp;&nbsp;6041542 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Ambev SA (ABEV <br>US), ADR<br>| 3022063 | &nbsp;&nbsp;8401335 |
|  | Anima Holding SA | 2011679 | &nbsp;&nbsp;1999160 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Armac Locacao <br>Logistica E Servicos <br>SA<br>| 196900 | &nbsp;&nbsp;179213 |
|  | Auren Energia SA | 1144317 | &nbsp;&nbsp;2448341 |
|  | Axia Energia | 1568008 | &nbsp;&nbsp;16199248 |
|  | Azzas 2154 SA | 76798 | &nbsp;&nbsp;390210 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;B3 SA - Brasil Bolsa <br>Balcao<br>| 5894621 | &nbsp;&nbsp;18089046 |
|  | Banco ABC Brasil SA | 48748 | &nbsp;&nbsp;248429 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Banco Bradesco SA <br>(BBDC3 BZ)<br>| 1725446 | &nbsp;&nbsp;6006398 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Banco BTG Pactual <br>SA<br>| 1099243 | &nbsp;&nbsp;12521898 |
|  | Banco do Brasil SA | 4126307 | &nbsp;&nbsp;19773970 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Banco Santander <br>Brasil SA<br>| 875278 | &nbsp;&nbsp;6040587 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;BB Seguridade <br>Participacoes SA<br>| 1578154 | &nbsp;&nbsp;11188243 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Bemobi Mobile Tech <br>SA<br>| 255078 | &nbsp;&nbsp;1201536 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Blau Farmaceutica <br>SA<br>| 232731 | &nbsp;&nbsp;449741 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Boa Safra Sementes <br>SA<br>| 215779 | &nbsp;&nbsp;357530 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;BR Advisory Partners <br>Participacoes SA<br>| 4200 | &nbsp;&nbsp;15826 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;BrasilAgro - Co. <br>Brasileira de <br>Propriedades <br>Agricolas<br>| 421218 | &nbsp;&nbsp;1707202 |
| \* | Brava Energia | 550164 | &nbsp;&nbsp;1975792 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Brisanet Servicos de <br>Telecomunicacoes <br>SA<br>| 553225 | &nbsp;&nbsp;350053 |
|  | C&A Modas SA | 1224348 | &nbsp;&nbsp;2775445 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Caixa Seguridade <br>Participacoes SA<br>| 269531 | &nbsp;&nbsp;886529 |
|  | Camil Alimentos SA | 757266 | &nbsp;&nbsp;958319 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| BRAZIL — (Continued) | BRAZIL — (Continued) | BRAZIL — (Continued) |  |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Cia Brasileira de <br>Aluminio<br>| 932127 | &nbsp;&nbsp;$1803060 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Cia Brasileira de <br>Distribuicao<br>| 2351395 | &nbsp;&nbsp;1715711 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Cia de Saneamento <br>Basico do Estado <br>de Sao Paulo <br>SABESP (SBSP3 <br>BZ)<br>| 830699 | &nbsp;&nbsp;22290866 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Cia de Saneamento <br>de Minas Gerais <br>Copasa MG<br>| 1305425 | &nbsp;&nbsp;12687756 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Cia De Sanena Do <br>Parana (SAPR11 <br>BZ)<br>| 1379458 | &nbsp;&nbsp;12235637 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Cia De Sanena Do <br>Parana (SAPR3 <br>BZ)<br>| 887828 | &nbsp;&nbsp;1923184 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Cia Energetica de <br>Minas Gerais (CIG <br>US), Sponsored <br>ADR<br>| 298340 | &nbsp;&nbsp;641430 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Cia Energetica de <br>Minas Gerais <br>(CMIG3 BZ)<br>| 1257688 | &nbsp;&nbsp;3606197 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Cia Paranaense de <br>Energia - Copel <br>CPLE3 BZ<br>| 5284641 | &nbsp;&nbsp;13234824 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Cia Siderurgica <br>Nacional SA <br>(CSNA3 BZ)<br>| 3113810 | &nbsp;&nbsp;5958114 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Cia Siderurgica <br>Nacional SA (SID <br>US), Sponsored <br>ADR<br>| 2722363 | &nbsp;&nbsp;5199713 |
| \* | CM Hospitalar SA | 63500 | &nbsp;&nbsp;17496 |
|  | Cogna Educacao SA | 14985694 | &nbsp;&nbsp;12956137 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Construtora Tenda <br>SA<br>| 46000 | &nbsp;&nbsp;241243 |
| \* | Cosan SA | 1416162 | &nbsp;&nbsp;1587641 |
|  | CPFL Energia SA | 474446 | &nbsp;&nbsp;4639208 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Cruzeiro do Sul <br>Educacional SA<br>| 916175 | &nbsp;&nbsp;1253425 |
|  | CSU Digital SA | 215633 | &nbsp;&nbsp;789558 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Cury Construtora e <br>Incorporadora SA<br>| 811208 | &nbsp;&nbsp;5325588 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Cyrela Brazil Realty <br>SA <br>Empreendimentos e <br>Participacoes<br>| 1834683 | &nbsp;&nbsp;10423642 |
| Ω | Desktop SA | 398370 | &nbsp;&nbsp;1127873 |
|  | Dexco SA | 3379464 | &nbsp;&nbsp;3679508 |

---

------

**Emerging Markets Core Equity 2 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| BRAZIL — (Continued) | BRAZIL — (Continued) | BRAZIL — (Continued) |  |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Diagnosticos da <br>America SA<br>| 219527 | &nbsp;&nbsp;$177699 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Dimed SA <br>Distribuidora da <br>Medicamentos<br>| 551444 | &nbsp;&nbsp;1386272 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Direcional Engenharia <br>SA<br>| 1597077 | &nbsp;&nbsp;4233381 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;EcoRodovias <br>Infraestrutura e <br>Logistica SA<br>| 1582438 | &nbsp;&nbsp;3554115 |
|  | Embraer SA | 595331 | &nbsp;&nbsp;10967145 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Embraer SA (ERJ <br>US), Sponsored <br>ADR<br>| 794163 | &nbsp;&nbsp;58339214 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Empreendimentos <br>Pague Menos SA <br>PGMN3 BZ<br>| 1496324 | &nbsp;&nbsp;1865163 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Empreendimentos <br>Pague Menos SA <br>PGMN9 BZ<br>| 59482 | &nbsp;&nbsp;74144 |
|  | Energisa SA | 1212924 | &nbsp;&nbsp;11756449 |
| \* | Eneva SA | 2358433 | &nbsp;&nbsp;9464653 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Engie Brasil Energia <br>SA<br>| 805085 | &nbsp;&nbsp;5013089 |
|  | Equatorial SA | 2737540 | &nbsp;&nbsp;21285476 |
|  | Eternit SA | 362800 | &nbsp;&nbsp;275749 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Even Construtora e <br>Incorporadora SA<br>| 826719 | &nbsp;&nbsp;1248856 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Ez Tec <br>Empreendimentos e <br>Participacoes SA<br>| 915623 | &nbsp;&nbsp;2634085 |
|  | Fleury SA | 1462612 | &nbsp;&nbsp;4618996 |
|  | Fras-Le SA | 256727 | &nbsp;&nbsp;1185400 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Gerdau SA, <br>Sponsored ADR<br>| 2486838 | &nbsp;&nbsp;10618800 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp;GPS Participacoes e <br>Empreendimentos <br>SA<br>| 1160647 | &nbsp;&nbsp;4132921 |
|  | Grendene SA | 1225040 | &nbsp;&nbsp;1154567 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Grupo Casas Bahia <br>SA<br>| 280566 | &nbsp;&nbsp;171663 |
|  | Grupo Mateus SA | 2425221 | &nbsp;&nbsp;2216581 |
|  | Grupo SBF SA | 874848 | &nbsp;&nbsp;2393770 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Guararapes <br>Confeccoes SA<br>| 775217 | &nbsp;&nbsp;1446512 |
| \*Ω | &nbsp;&nbsp;&nbsp;&nbsp;Hapvida Participacoes <br>e Investimentos SA<br>| 930524 | &nbsp;&nbsp;2298572 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hospital Mater Dei <br>SA<br>| 38855 | &nbsp;&nbsp;42822 |
|  | Hypera SA | 1269090 | &nbsp;&nbsp;6079285 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Intelbras SA Industria <br>de <br>Telecomunicacao <br>Eletronica <br>Brasileira<br>| 99500 | &nbsp;&nbsp;233306 |
|  | Iochpe Maxion SA | 917157 | &nbsp;&nbsp;1920492 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| BRAZIL — (Continued) | BRAZIL — (Continued) | BRAZIL — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Irani Papel e <br>Embalagem SA<br>| 603346 | &nbsp;&nbsp;$1042120 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;IRB-Brasil Resseguros <br>SA<br>| 645212 | &nbsp;&nbsp;7092394 |
| \* | Jalles Machado SA | 902487 | &nbsp;&nbsp;504168 |
| \* | JBS NV, BDR | 1361635 | &nbsp;&nbsp;21301299 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;JHSF Participacoes <br>SA<br>| 2858967 | &nbsp;&nbsp;5187998 |
|  | JSL SA | 444431 | &nbsp;&nbsp;629141 |
|  | Kepler Weber SA | 902276 | &nbsp;&nbsp;1755604 |
|  | Klabin SA | 5206829 | &nbsp;&nbsp;18956409 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Lavvi <br>Empreendimentos <br>Imobiliarios SA<br>| 363254 | &nbsp;&nbsp;1234832 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Localiza Rent a Car <br>SA<br>| 954042 | &nbsp;&nbsp;8772237 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;LOG Commercial <br>Properties e <br>Participacoes SA<br>| 212777 | &nbsp;&nbsp;1124783 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Log-in Logistica <br>Intermodal SA<br>| 246000 | &nbsp;&nbsp;1519168 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Lojas Quero-Quero <br>SA<br>| 1333773 | &nbsp;&nbsp;641194 |
|  | Lojas Renner SA | 5960772 | &nbsp;&nbsp;16910232 |
| Ω | LWSA SA | 2021989 | &nbsp;&nbsp;1878776 |
|  | M Dias Branco SA | 383720 | &nbsp;&nbsp;1810416 |
|  | Magazine Luiza SA | 2374628 | &nbsp;&nbsp;4417388 |
|  | Mahle Metal Leve SA | 75800 | &nbsp;&nbsp;494891 |
|  | Marcopolo SA | 1006244 | &nbsp;&nbsp;1147207 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;MBRF Global Foods <br>Co. SA<br>| 1321685 | &nbsp;&nbsp;4688777 |
| \*Ω | Meliuz SA | 245800 | &nbsp;&nbsp;185421 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Melnick Even <br>Desenvolvimento <br>Imobiliario SA<br>| 506606 | &nbsp;&nbsp;384088 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Mills Locacao <br>Servicos e Logistica <br>SA<br>| 1248913 | &nbsp;&nbsp;3678334 |
|  | Minerva SA | 1629625 | &nbsp;&nbsp;1916750 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp;Mitre Realty <br>Empreendimentos E <br>Participacoes LTDA<br>| 60100 | &nbsp;&nbsp;45223 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Motiva Infraestrutura <br>de Mobilidade SA<br>| 3387542 | &nbsp;&nbsp;10788125 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Moura Dubeux <br>Engenharia SA<br>| 480559 | &nbsp;&nbsp;2609734 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Movida Participacoes <br>SA<br>| 1792856 | &nbsp;&nbsp;4241330 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;MRV Engenharia e <br>Participacoes SA<br>| 2745449 | &nbsp;&nbsp;4209923 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Multiplan <br>Empreendimentos <br>Imobiliarios SA<br>| 924230 | &nbsp;&nbsp;5784834 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Natura Cosmeticos <br>SA<br>| 2539725 | &nbsp;&nbsp;4232272 |
|  | Neoenergia SA | 522028 | &nbsp;&nbsp;3213853 |

---

------

**Emerging Markets Core Equity 2 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| BRAZIL — (Continued) | BRAZIL — (Continued) | BRAZIL — (Continued) |  |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Oceanpact Servicos <br>Maritimos SA<br>| 235784 | &nbsp;&nbsp;$422039 |
|  | Odontoprev SA | 1559568 | &nbsp;&nbsp;3330872 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Oncoclinicas do Brasil <br>Servicos Medicos <br>SA<br>| 3577 | &nbsp;&nbsp;1618 |
| \* | PBG SA | 226391 | &nbsp;&nbsp;152282 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Petroleo Brasileiro SA <br>- Petrobras<br>| 16003488 | &nbsp;&nbsp;122821886 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Petroleo Brasileiro SA <br>- Petrobras (PBR <br>US), Sponsored <br>ADR<br>| 297124 | &nbsp;&nbsp;4557882 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Petroleo Brasileiro SA <br>- Petrobras (PBRA <br>US), Sponsored <br>ADR<br>| 279581 | &nbsp;&nbsp;4014783 |
|  | Petroreconcavo SA | 1271651 | &nbsp;&nbsp;2730446 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Plano & Plano <br>Desenvolvimento <br>Imobiliario SA<br>| 285500 | &nbsp;&nbsp;819705 |
|  | Porto Seguro SA | 985220 | &nbsp;&nbsp;9405245 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Positivo Tecnologia <br>SA<br>| 527505 | &nbsp;&nbsp;451052 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Priner Servicos <br>Industriais SA<br>| 24000 | &nbsp;&nbsp;79806 |
| \* | PRIO SA | 2882220 | &nbsp;&nbsp;27925401 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Profarma Distribuidora <br>de Produtos <br>Farmaceuticos SA<br>| 104930 | &nbsp;&nbsp;183033 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Qualicorp Consultoria <br>e Corretora de <br>Seguros SA<br>| 1373350 | &nbsp;&nbsp;592372 |
|  | Raia Drogasil SA | 4057439 | &nbsp;&nbsp;18888842 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp;Rede D'Or Sao Luiz <br>SA<br>| 422097 | &nbsp;&nbsp;3399875 |
|  | Romi SA | 430820 | &nbsp;&nbsp;689279 |
|  | Rumo SA | 793664 | &nbsp;&nbsp;2225924 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sao Carlos <br>Empreendimentos e <br>Participacoes SA<br>| 35002 | &nbsp;&nbsp;100096 |
|  | Sao Martinho SA | 1342496 | &nbsp;&nbsp;3895286 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Sendas Distribuidora <br>SA (ASAI US), <br>ADR<br>| 112571 | &nbsp;&nbsp;933214 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sendas Distribuidora <br>SA (ASAI3 BZ)<br>| 6136866 | &nbsp;&nbsp;9993433 |
| Ω | Ser Educacional SA | 456607 | &nbsp;&nbsp;1084526 |
|  | Simpar SA | 2077544 | &nbsp;&nbsp;2640971 |
|  | SLC Agricola SA | 1307894 | &nbsp;&nbsp;3988734 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Smartfit Escola de <br>Ginastica e Danca <br>SA<br>| 1100917 | &nbsp;&nbsp;4633656 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Suzano SA (SUZ US), <br>Sponsored ADR<br>| 59174 | &nbsp;&nbsp;554462 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Suzano SA (SUZB3 <br>BZ)<br>| 2258904 | &nbsp;&nbsp;21173670 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| BRAZIL — (Continued) | BRAZIL — (Continued) | BRAZIL — (Continued) |  |
|  | SYN prop e tech SA | 253734 | &nbsp;&nbsp;$244923 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Tegma Gestao <br>Logistica SA<br>| 247709 | &nbsp;&nbsp;1835666 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Telefonica Brasil SA <br>(VIV US), ADR<br>| 78887 | &nbsp;&nbsp;1118617 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Telefonica Brasil SA <br>(VIVT3 BZ)<br>| 1052320 | &nbsp;&nbsp;7474366 |
|  | TIM SA | 2984500 | &nbsp;&nbsp;13905266 |
|  | TOTVS SA | 695360 | &nbsp;&nbsp;5888973 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Transmissora Alianca <br>de Energia Eletrica <br>SA<br>| 1334922 | &nbsp;&nbsp;10559651 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Tres Tentos <br>Agroindustrial SA<br>| 422732 | &nbsp;&nbsp;1336613 |
|  | Trisul SA | 641041 | &nbsp;&nbsp;863613 |
| \* | Tupy SA | 501510 | &nbsp;&nbsp;1190226 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Ultrapar Participacoes <br>SA (UGP US), <br>Sponsored ADR<br>| 12552 | &nbsp;&nbsp;59999 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Ultrapar Participacoes <br>SA (UGPA3 BZ)<br>| 2700243 | &nbsp;&nbsp;13022121 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Uniao Pet <br>Participacoes SA<br>| 850269 | &nbsp;&nbsp;568704 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Unifique <br>Telecomunicacoes <br>SA<br>| 1114785 | &nbsp;&nbsp;1129030 |
|  | Unipar Carbocloro SA | 51152 | &nbsp;&nbsp;584442 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Usinas Siderurgicas <br>de Minas Gerais SA <br>Usiminas<br>| 625852 | &nbsp;&nbsp;743257 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Vale SA (VALE US), <br>Sponsored ADR<br>| 500930 | &nbsp;&nbsp;8049945 |
|  | Vale SA (VALE3 BZ) | 7674767 | &nbsp;&nbsp;122965441 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Valid Solucoes e <br>Servicos de <br>Seguranca em <br>Meios de <br>Pagamento e <br>Identificacao SA<br>| 413337 | &nbsp;&nbsp;1745947 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Vamos Locacao de <br>Caminhoes <br>Maquinas e <br>Equipamentos SA<br>| 1480651 | &nbsp;&nbsp;1122569 |
|  | Vibra Energia SA | 5065350 | &nbsp;&nbsp;27681244 |
|  | Vittia SA | 27695 | &nbsp;&nbsp;24207 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Vivara Participacoes <br>SA<br>| 418100 | &nbsp;&nbsp;2238764 |
|  | Vulcabras SA | 716107 | &nbsp;&nbsp;2451997 |
|  | WEG SA | 1828249 | &nbsp;&nbsp;17967230 |
|  | Wiz Co. | 411669 | &nbsp;&nbsp;777538 |
|  | XP, Inc., BDR | 22450 | &nbsp;&nbsp;435116 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;YDUQS Participacoes <br>SA<br>| 1721145 | &nbsp;&nbsp;4797719 |
| TOTAL BRAZIL | TOTAL BRAZIL |  | &nbsp;&nbsp;1069532276 |

---

------

**Emerging Markets Core Equity 2 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHILE — (0.5%) | CHILE — (0.5%) | CHILE — (0.5%) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Administradora de <br>Fondos de <br>Pensiones Habitat <br>SA<br>| 23202 | &nbsp;&nbsp;$39458 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Aguas Andinas SA, <br>Class A<br>| 10410832 | &nbsp;&nbsp;4586611 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Banco de Chile (BCH <br>US), ADR<br>| 320232 | &nbsp;&nbsp;13971727 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Banco de Chile <br>(CHILE CI)<br>| 8223409 | &nbsp;&nbsp;1811480 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Banco de Credito e <br>Inversiones SA<br>| 151433 | &nbsp;&nbsp;11254080 |
|  | Banco Itau Chile SA | 4098 | &nbsp;&nbsp;111546 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Banco Santander <br>Chile (BSAC US), <br>ADR<br>| 286880 | &nbsp;&nbsp;10103913 |
|  | Besalco SA | 2741825 | &nbsp;&nbsp;4389139 |
|  | BICECORP SA | 3894570 | &nbsp;&nbsp;1961124 |
|  | Camanchaca SA | 49415 | &nbsp;&nbsp;5419 |
| \* | CAP SA | 467253 | &nbsp;&nbsp;4411643 |
|  | Cencosud SA | 2878545 | &nbsp;&nbsp;9632394 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Cencosud Shopping <br>SA<br>| 622888 | &nbsp;&nbsp;1996222 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Cia Cervecerias <br>Unidas SA (CCU <br>CI)<br>| 148539 | &nbsp;&nbsp;1092346 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Cia Cervecerias <br>Unidas SA (CCU <br>US), Sponsored <br>ADR<br>| 75722 | &nbsp;&nbsp;1110842 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Cia Sud Americana de <br>Vapores SA<br>| 46269070 | &nbsp;&nbsp;2542314 |
|  | Colbun SA | 22234241 | &nbsp;&nbsp;3682176 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Cristalerias de Chile <br>SA<br>| 59157 | &nbsp;&nbsp;165444 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Embotelladora Andina <br>SA, ADR, Class B<br>| 87477 | &nbsp;&nbsp;2748527 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Empresa Nacional de <br>Telecomunicaciones <br>SA<br>| 1291154 | &nbsp;&nbsp;6931660 |
|  | Empresas CMPC SA | 3064114 | &nbsp;&nbsp;4593710 |
|  | Empresas Copec SA | 710255 | &nbsp;&nbsp;6054690 |
| \* | Empresas Hites SA | 1031610 | &nbsp;&nbsp;149837 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Enel Americas SA <br>(ENELAM CI)<br>| 21625820 | &nbsp;&nbsp;2041630 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Enel Chile SA <br>(ENELCHIL CI)<br>| 45932753 | &nbsp;&nbsp;3894270 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Enel Chile SA (ENIC <br>US), ADR<br>| 24772 | &nbsp;&nbsp;107511 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Engie Energia Chile <br>SA<br>| 2079222 | &nbsp;&nbsp;3685315 |
|  | Falabella SA | 443058 | &nbsp;&nbsp;3438804 |
|  | Forus SA | 455509 | &nbsp;&nbsp;1279745 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Instituto de <br>Diagnostico SA<br>| 4784 | &nbsp;&nbsp;15127 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Inversiones Aguas <br>Metropolitanas SA<br>| 2995482 | &nbsp;&nbsp;3801470 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHILE — (Continued) | CHILE — (Continued) | CHILE — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Inversiones La <br>Construccion SA<br>| 231285 | &nbsp;&nbsp;$5769128 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Latam Airlines Group <br>SA LTM CI<br>| 34221452 | &nbsp;&nbsp;1110418 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Latam Airlines Group <br>SA LTM US, ADR<br>| 965 | &nbsp;&nbsp;63507 |
| \* | Masisa SA | 3525317 | &nbsp;&nbsp;67427 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Molibdenos y Metales <br>SA<br>| 84693 | &nbsp;&nbsp;754204 |
| \* | Multiexport Foods SA | 3567240 | &nbsp;&nbsp;1412114 |
|  | Parque Arauco SA | 3220989 | &nbsp;&nbsp;13690421 |
|  | PAZ Corp. SA | 1378694 | &nbsp;&nbsp;1371983 |
|  | Plaza SA | 851661 | &nbsp;&nbsp;3704335 |
|  | Ripley Corp. SA | 6301473 | &nbsp;&nbsp;3168018 |
|  | Salfacorp SA | 3365928 | &nbsp;&nbsp;5542810 |
|  | Sigdo Koppers SA | 1861026 | &nbsp;&nbsp;3621621 |
|  | SMU SA | 15054753 | &nbsp;&nbsp;2820872 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sociedad Matriz <br>SAAM SA<br>| 25942048 | &nbsp;&nbsp;4093599 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Sociedad Quimica y <br>Minera de Chile SA, <br>Sponsored ADR<br>| 142696 | &nbsp;&nbsp;10964761 |
| \* | Socovesa SA | 1600467 | &nbsp;&nbsp;293272 |
|  | SONDA SA | 3909284 | &nbsp;&nbsp;1498713 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Vina Concha y Toro <br>SA<br>| 2992642 | &nbsp;&nbsp;3411116 |
| TOTAL CHILE | TOTAL CHILE |  | &nbsp;&nbsp;174968493 |
| CHINA — (25.8%) | CHINA — (25.8%) | CHINA — (25.8%) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;263 Network <br>Communications <br>Co. Ltd., Class A<br>| 250700 | &nbsp;&nbsp;238701 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;360 Security <br>Technology, Inc., <br>Class A<br>| 284634 | &nbsp;&nbsp;496930 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;361 Degrees <br>International Ltd.<br>| 7709000 | &nbsp;&nbsp;5673768 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;37 Interactive <br>Entertainment <br>Network Technology <br>Group Co. Ltd., <br>Class A<br>| 363334 | &nbsp;&nbsp;1385295 |
| \* | 3D Medicines, Inc. | 45000 | &nbsp;&nbsp;27294 |
| Ω | 3SBio, Inc. | 13806500 | &nbsp;&nbsp;41168360 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;5100 Xizang Glacier <br>Co. Ltd.<br>| 7817000 | &nbsp;&nbsp;550290 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;5I5J Holding Group <br>Co. Ltd., Class A<br>| 2454800 | &nbsp;&nbsp;1179512 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;AAC Technologies <br>Holdings, Inc.<br>| 6209500 | &nbsp;&nbsp;29476693 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;ABA Chemicals Corp., <br>Class A<br>| 337300 | &nbsp;&nbsp;358269 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Accelink Technologies <br>Co. Ltd., Class A<br>| 70235 | &nbsp;&nbsp;729410 |
| \* | ADAMA Ltd., Class A | 264600 | &nbsp;&nbsp;236964 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Addsino Co. Ltd., <br>Class A<br>| 335800 | &nbsp;&nbsp;1374897 |

---

------

**Emerging Markets Core Equity 2 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Advanced Fiber <br>Resources Zhuhai <br>Ltd., Class A<br>| 8200 | &nbsp;&nbsp;$189665 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Advanced <br>Micro-Fabrication <br>Equipment, Inc. <br>China, Class A<br>| 4480 | &nbsp;&nbsp;223350 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Advanced Technology <br>& Materials Co. <br>Ltd., Class A<br>| 437700 | &nbsp;&nbsp;1495751 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;AECC Aero Science & <br>Technology Co. <br>Ltd., Class A<br>| 170400 | &nbsp;&nbsp;1273311 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;AECC Aero-Engine <br>Control Co. Ltd., <br>Class A<br>| 280487 | &nbsp;&nbsp;985706 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;AECC Aviation Power <br>Co. Ltd., Class A<br>| 103572 | &nbsp;&nbsp;690526 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Aerospace Hi-Tech <br>Holdings Group <br>Ltd., Class A<br>| 261111 | &nbsp;&nbsp;1059442 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Aerospace Intelligent <br>Manufacturing <br>Technology Co. <br>Ltd., Class A<br>| 289500 | &nbsp;&nbsp;976843 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Agile Group Holdings <br>Ltd.<br>| 11990465 | &nbsp;&nbsp;436837 |
| \* | Agora, Inc., ADR | 139315 | &nbsp;&nbsp;580944 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Agricultural Bank of <br>China Ltd., Class H<br>| 65020460 | &nbsp;&nbsp;45456893 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Aier Eye Hospital <br>Group Co. Ltd., <br>Class A<br>| 1153434 | &nbsp;&nbsp;1837970 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;AIM Vaccine Co. Ltd., <br>Class H<br>| 237800 | &nbsp;&nbsp;102331 |
| \*Ω | &nbsp;&nbsp;&nbsp;&nbsp;AInnovation <br>Technology Group <br>Co. Ltd., Class H<br>| 795100 | &nbsp;&nbsp;585767 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Air China Ltd., <br>Class H<br>| 6994000 | &nbsp;&nbsp;6242558 |
|  | Aisino Corp., Class A | 481400 | &nbsp;&nbsp;695207 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Ajisen China Holdings <br>Ltd.<br>| 4211000 | &nbsp;&nbsp;490484 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp;AK Medical Holdings <br>Ltd.<br>| 3008000 | &nbsp;&nbsp;2246580 |
| #\*Ω | Akeso, Inc. | 276000 | &nbsp;&nbsp;3895691 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Alibaba Group Holding <br>Ltd. (9988 HK)<br>| 23663868 | &nbsp;&nbsp;503414999 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Alibaba Group Holding <br>Ltd. (BABA US), <br>Sponsored ADR<br>| 494035 | &nbsp;&nbsp;83768575 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Alibaba Health <br>Information <br>Technology Ltd.<br>| 1732000 | &nbsp;&nbsp;1436499 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |  |
| #Ω | &nbsp;&nbsp;&nbsp;&nbsp;A-Living Smart City <br>Services Co. Ltd., <br>Class H<br>| 4256250 | &nbsp;&nbsp;$1276969 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;All Winner Technology <br>Co. Ltd., Class A<br>| 40830 | &nbsp;&nbsp;269597 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Allmed Medical <br>Products Co. Ltd., <br>Class A<br>| 350800 | &nbsp;&nbsp;582786 |
| \* | Alpha Group, Class A | 173700 | &nbsp;&nbsp;233850 |
| \*Ω | Alphamab Oncology | 190000 | &nbsp;&nbsp;216569 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Aluminum Corp. of <br>China Ltd., Class H<br>| 22100000 | &nbsp;&nbsp;38588157 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Amlogic Shanghai Co. <br>Ltd., Class A<br>| 36622 | &nbsp;&nbsp;462474 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Amoy Diagnostics Co. <br>Ltd., Class A<br>| 199606 | &nbsp;&nbsp;627744 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Amrita Global <br>Development Ltd.<br>| 1972000 | &nbsp;&nbsp;151457 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;An Hui Wenergy Co. <br>Ltd., Class A<br>| 414139 | &nbsp;&nbsp;483517 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Andon Health Co. <br>Ltd., Class A<br>| 96200 | &nbsp;&nbsp;575775 |
|  | ANE Cayman, Inc. | 1839500 | &nbsp;&nbsp;2856228 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Angang Steel Co. <br>Ltd., Class H<br>| 10125908 | &nbsp;&nbsp;2624358 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Angel Yeast Co. Ltd., <br>Class A<br>| 190400 | &nbsp;&nbsp;1146178 |
| #Ω | &nbsp;&nbsp;&nbsp;&nbsp;Angelalign <br>Technology, Inc.<br>| 64600 | &nbsp;&nbsp;567126 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Anhui Anfu Battery <br>Technology Co. <br>Ltd., Class A<br>| 106562 | &nbsp;&nbsp;779356 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Anhui Anke <br>Biotechnology <br>Group Co. Ltd., <br>Class A<br>| 401600 | &nbsp;&nbsp;581064 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Anhui Conch Cement <br>Co. Ltd., Class H<br>| 3256500 | &nbsp;&nbsp;10327397 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Anhui Construction <br>Engineering Group <br>Co. Ltd., Class A<br>| 729216 | &nbsp;&nbsp;501516 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Anhui Expressway Co. <br>Ltd., Class H<br>| 2510000 | &nbsp;&nbsp;4456089 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Anhui Golden Seed <br>Winery Co. Ltd., <br>Class A<br>| 409800 | &nbsp;&nbsp;614671 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Anhui Gourgen Traffic <br>Construction Co. <br>Ltd., Class A<br>| 535300 | &nbsp;&nbsp;534885 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Anhui Guangxin <br>Agrochemical Co. <br>Ltd., Class A<br>| 517572 | &nbsp;&nbsp;1191863 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Anhui Gujing Distillery <br>Co. Ltd., Class A<br>| 75502 | &nbsp;&nbsp;1434540 |

---

------

**Emerging Markets Core Equity 2 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |  |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Anhui Guofeng New <br>Materials Co. Ltd., <br>Class A<br>| 90900 | &nbsp;&nbsp;$129968 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Anhui Heli Co. Ltd., <br>Class A<br>| 408400 | &nbsp;&nbsp;1281022 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Anhui Hengyuan Coal <br>Industry & <br>Electricity Power <br>Co. Ltd., Class A<br>| 1008957 | &nbsp;&nbsp;1004772 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Anhui Honglu Steel <br>Construction Group <br>Co. Ltd., Class A<br>| 317195 | &nbsp;&nbsp;1033235 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Anhui Huilong <br>Agricultural Means <br>of Production Co. <br>Ltd., Class A<br>| 548700 | &nbsp;&nbsp;519695 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Anhui Jianghuai <br>Automobile Group <br>Corp. Ltd., Class A<br>| 52100 | &nbsp;&nbsp;409880 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Anhui Jiangnan <br>Chemical Industry <br>Co. Ltd., Class A<br>| 1286280 | &nbsp;&nbsp;1147040 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Anhui Jinhe Industrial <br>Co. Ltd., Class A<br>| 324082 | &nbsp;&nbsp;1107434 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Anhui Korrun Co. Ltd., <br>Class A<br>| 43600 | &nbsp;&nbsp;137929 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Anhui Kouzi Distillery <br>Co. Ltd., Class A<br>| 180428 | &nbsp;&nbsp;763290 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Anhui Sierte Fertilizer <br>Industry Ltd. Co., <br>Class A<br>| 171300 | &nbsp;&nbsp;183299 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Anhui Tatfook <br>Technology Co. <br>Ltd., Class A<br>| 465600 | &nbsp;&nbsp;790859 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Anhui Transport <br>Consulting & <br>Design Institute Co. <br>Ltd., Class A<br>| 495948 | &nbsp;&nbsp;595554 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Anhui Truchum <br>Advanced Materials <br>& Technology Co. <br>Ltd., Class A<br>| 606400 | &nbsp;&nbsp;1151047 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Anhui XDLK <br>Microsystem Corp. <br>Ltd., Class A<br>| 18126 | &nbsp;&nbsp;175981 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Anhui Xinbo Aluminum <br>Co. Ltd., Class A<br>| 106540 | &nbsp;&nbsp;249760 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Anhui Xinhua Media <br>Co. Ltd., Class A<br>| 838600 | &nbsp;&nbsp;833606 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Anhui Yingjia Distillery <br>Co. Ltd., Class A<br>| 151821 | &nbsp;&nbsp;887489 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Anhui Yingliu <br>Electromechanical <br>Co. Ltd., Class A<br>| 130820 | &nbsp;&nbsp;969543 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Anhui Zhongding <br>Sealing Parts Co. <br>Ltd., Class A<br>| 633900 | &nbsp;&nbsp;$1905412 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Anji Microelectronics <br>Technology <br>Shanghai Co. Ltd., <br>Class A<br>| 64897 | &nbsp;&nbsp;2517161 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Anjoy Foods Group <br>Co. Ltd., Class A<br>| 80334 | &nbsp;&nbsp;1031676 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Anker Innovations <br>Technology Co. <br>Ltd., Class A<br>| 91130 | &nbsp;&nbsp;1306134 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Anshan Hifichem Co. <br>Ltd., Class A<br>| 157500 | &nbsp;&nbsp;411228 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Anshan Senyuan <br>Road & Bridge Co. <br>Ltd., Class A<br>| 75900 | &nbsp;&nbsp;107594 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;ANTA Sports Products <br>Ltd.<br>| 5154400 | &nbsp;&nbsp;51492090 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Anton Oilfield Services <br>Group<br>| 21156000 | &nbsp;&nbsp;3223695 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Anyang Iron & Steel, <br>Inc., Class A<br>| 1004700 | &nbsp;&nbsp;366335 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Aoshikang Technology <br>Co. Ltd., Class A<br>| 176500 | &nbsp;&nbsp;1000784 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Aotecar New Energy <br>Technology Group <br>Co. Ltd., Class A<br>| 1694100 | &nbsp;&nbsp;782047 |
| \* | Aowei Holdings Ltd. | 187000 | &nbsp;&nbsp;7260 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Apeloa <br>Pharmaceutical Co. <br>Ltd., Class A<br>| 412000 | &nbsp;&nbsp;1088379 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;ApicHope <br>Pharmaceutical <br>Group Co. Ltd.<br>| 93690 | &nbsp;&nbsp;453572 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Appotronics Corp. <br>Ltd., Class A<br>| 180873 | &nbsp;&nbsp;449272 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;APT Medical, Inc., <br>Class A<br>| 24684 | &nbsp;&nbsp;823943 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;APT Satellite Holdings <br>Ltd.<br>| 2434000 | &nbsp;&nbsp;1308496 |
| \*Ω | &nbsp;&nbsp;&nbsp;&nbsp;Archosaur Games, <br>Inc.<br>| 38000 | &nbsp;&nbsp;8138 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Arcsoft Corp. Ltd., <br>Class A<br>| 14806 | &nbsp;&nbsp;108686 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Arctech Solar Holding <br>Co. Ltd., Class A<br>| 136268 | &nbsp;&nbsp;880425 |
| \*Ω | Arrail Group Ltd. | 448000 | &nbsp;&nbsp;104945 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Asia - Potash <br>International <br>Investment <br>Guangzhou Co. <br>Ltd., Class A<br>| 246500 | &nbsp;&nbsp;1988464 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Asia Cement China <br>Holdings Corp.<br>| 3848000 | &nbsp;&nbsp;1163365 |

---

------

**Emerging Markets Core Equity 2 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |  |
| #Ω | &nbsp;&nbsp;&nbsp;&nbsp;AsiaInfo Technologies <br>Ltd.<br>| 1446800 | &nbsp;&nbsp;$1586153 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Asian Star Anchor <br>Chain Co. Ltd. <br>Jiangsu, Class A<br>| 429000 | &nbsp;&nbsp;639700 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Asymchem <br>Laboratories Tianjin <br>Co. Ltd., Class A<br>| 42960 | &nbsp;&nbsp;612132 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Aurisco <br>Pharmaceutical Co. <br>Ltd., Class A<br>| 107900 | &nbsp;&nbsp;445677 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Autel Intelligent <br>Technology Corp. <br>Ltd., Class A<br>| 131948 | &nbsp;&nbsp;663910 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Autobio Diagnostics <br>Co. Ltd., Class A<br>| 70755 | &nbsp;&nbsp;373370 |
|  | Autohome, Inc., ADR | 49319 | &nbsp;&nbsp;1086991 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Autostreets <br>Development Ltd.<br>| 416800 | &nbsp;&nbsp;144872 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Avary Holding <br>Shenzhen Co. Ltd., <br>Class A<br>| 353431 | &nbsp;&nbsp;2900068 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;AviChina Industry & <br>Technology Co. <br>Ltd., Class H<br>| 18890212 | &nbsp;&nbsp;10020060 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Avicopter PLC, <br>Class A<br>| 143400 | &nbsp;&nbsp;755004 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Bafang Electric <br>Suzhou Co. Ltd., <br>Class A<br>| 103527 | &nbsp;&nbsp;450901 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;BAIC BluePark New <br>Energy Technology <br>Co. Ltd., Class A<br>| 44500 | &nbsp;&nbsp;51557 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;BAIC Foton Motor Co. <br>Ltd., Class A<br>| 3112600 | &nbsp;&nbsp;1321019 |
| #\*Ω | &nbsp;&nbsp;&nbsp;&nbsp;BAIC Motor Corp. <br>Ltd., Class H<br>| 17287000 | &nbsp;&nbsp;4091364 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Baidu, Inc. (9888 HK), <br>Class A<br>| 2685950 | &nbsp;&nbsp;51483076 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Baidu, Inc. (BIDU US), <br>Sponsored ADR<br>| 317226 | &nbsp;&nbsp;48592679 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Baimtec Material Co. <br>Ltd., Class A<br>| 35407 | &nbsp;&nbsp;339344 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp;BAIOO Family <br>Interactive Ltd.<br>| 8732000 | &nbsp;&nbsp;450852 |
| #\*Ω | Bairong, Inc. | 1061000 | &nbsp;&nbsp;1507976 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Baiyin Nonferrous <br>Group Co. Ltd., <br>Class A<br>| 1710100 | &nbsp;&nbsp;3241191 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Bank of Beijing Co. <br>Ltd., Class A<br>| 3303908 | &nbsp;&nbsp;2519484 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Bank of Changsha <br>Co. Ltd., Class A<br>| 1177447 | &nbsp;&nbsp;1653397 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Bank of Chengdu Co. <br>Ltd., Class A<br>| 1314600 | &nbsp;&nbsp;3049850 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Bank of China Ltd., <br>Class H<br>| 175981702 | &nbsp;&nbsp;$105093319 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Bank of Chongqing <br>Co. Ltd., Class H<br>| 4748500 | &nbsp;&nbsp;4777441 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Bank of <br>Communications <br>Co. Ltd., Class H<br>| 18192618 | &nbsp;&nbsp;15629112 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Bank of Gansu Co. <br>Ltd., Class H<br>| 858000 | &nbsp;&nbsp;27373 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Bank of Guiyang Co. <br>Ltd., Class A<br>| 1027200 | &nbsp;&nbsp;858593 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Bank of Hangzhou <br>Co. Ltd., Class A<br>| 1007359 | &nbsp;&nbsp;2343195 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Bank of Jiangsu Co. <br>Ltd., Class A<br>| 4424360 | &nbsp;&nbsp;6447781 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Bank of Nanjing Co. <br>Ltd., Class A<br>| 2535196 | &nbsp;&nbsp;3840972 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Bank of Ningbo Co. <br>Ltd., Class A<br>| 1376249 | &nbsp;&nbsp;6129798 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp;Bank of Qingdao Co. <br>Ltd., Class H<br>| 1707500 | &nbsp;&nbsp;920380 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Bank of Shanghai Co. <br>Ltd., Class A<br>| 2128012 | &nbsp;&nbsp;2829119 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Bank of Suzhou Co. <br>Ltd., Class A<br>| 1134859 | &nbsp;&nbsp;1344195 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Bank of Tianjin Co. <br>Ltd., Class H<br>| 324500 | &nbsp;&nbsp;99780 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Bank of Xi'an Co. Ltd., <br>Class A<br>| 1355569 | &nbsp;&nbsp;731642 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp;Bank of Zhengzhou <br>Co. Ltd., Class H<br>| 1142000 | &nbsp;&nbsp;165054 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Baoding Tianwei <br>Baobian Electric <br>Co. Ltd., Class A<br>| 344807 | &nbsp;&nbsp;695198 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Baoji Titanium <br>Industry Co. Ltd., <br>Class A<br>| 105000 | &nbsp;&nbsp;575810 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Baoshan Iron & Steel <br>Co. Ltd., Class A<br>| 4977937 | &nbsp;&nbsp;5209801 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Baosheng Science & <br>Technology <br>Innovation Co. Ltd., <br>Class A<br>| 939200 | &nbsp;&nbsp;958711 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Baotailong New <br>Materials Co. Ltd., <br>Class A<br>| 582200 | &nbsp;&nbsp;304546 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Baowu Magnesium <br>Technology Co. <br>Ltd., Class A<br>| 327163 | &nbsp;&nbsp;875508 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Baoxiniao Holding Co. <br>Ltd., Class A<br>| 1033152 | &nbsp;&nbsp;599009 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Baoye Group Co. Ltd., <br>Class H<br>| 1540440 | &nbsp;&nbsp;833439 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Baozun, Inc. (9991 <br>HK), Class A<br>| 21000 | &nbsp;&nbsp;18892 |

---

------

**Emerging Markets Core Equity 2 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |  |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Baozun, Inc. (BZUN <br>US), Sponsored <br>ADR<br>| 324602 | &nbsp;&nbsp;$869933 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;BaTeLab Co. Ltd., <br>Class H<br>| 28500 | &nbsp;&nbsp;158358 |
| # | BBMG Corp., Class H | 17541404 | &nbsp;&nbsp;1841175 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;BBMG Jidong Cement <br>Group Co. Ltd., <br>Class A<br>| 1515707 | &nbsp;&nbsp;1088013 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Be Friends Holding <br>Ltd.<br>| 2038000 | &nbsp;&nbsp;253495 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Bear Electric <br>Appliance Co. Ltd., <br>Class A<br>| 83396 | &nbsp;&nbsp;519280 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Beauty Farm Medical <br>& Health Industry, <br>Inc.<br>| 49500 | &nbsp;&nbsp;168372 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Befar Group Co. Ltd., <br>Class A<br>| 1117900 | &nbsp;&nbsp;897530 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Beibuwan Port Co. <br>Ltd., Class A<br>| 845645 | &nbsp;&nbsp;1189481 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Beijing Aosaikang <br>Pharmaceutical Co. <br>Ltd., Class A<br>| 25500 | &nbsp;&nbsp;60877 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Beijing Balance <br>Medical Technology <br>Co. Ltd., Class A<br>| 14219 | &nbsp;&nbsp;218866 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Beijing BDStar <br>Navigation Co. Ltd., <br>Class A<br>| 41700 | &nbsp;&nbsp;261943 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Beijing Bei Mo Gao <br>Ke Friction Material <br>Co. Ltd., Class A<br>| 78862 | &nbsp;&nbsp;456179 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Beijing Bohui <br>Innovation <br>Biotechnology <br>Group Co. Ltd., <br>Class A<br>| 155900 | &nbsp;&nbsp;148679 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Beijing Capital <br>Development Co. <br>Ltd., Class A<br>| 1062100 | &nbsp;&nbsp;853648 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Beijing Capital <br>Eco-Environment <br>Protection Group <br>Co. Ltd., Class A<br>| 4216630 | &nbsp;&nbsp;1869221 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Beijing Capital <br>International Airport <br>Co. Ltd., Class H<br>| 13794000 | &nbsp;&nbsp;4690405 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Beijing Changjiu <br>Logistics Corp., <br>Class A<br>| 282200 | &nbsp;&nbsp;300475 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Beijing Chunlizhengda <br>Medical Instruments <br>Co. Ltd., Class H<br>| 418000 | &nbsp;&nbsp;761891 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |  |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Beijing Compass <br>Technology <br>Development Co. <br>Ltd., Class A<br>| 13882 | &nbsp;&nbsp;$247534 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Beijing Dabeinong <br>Technology Group <br>Co. Ltd., Class A<br>| 990600 | &nbsp;&nbsp;653338 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Beijing Dahao <br>Technology Corp. <br>Ltd., Class A<br>| 184980 | &nbsp;&nbsp;474864 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Beijing Easpring <br>Material Technology <br>Co. Ltd., Class A<br>| 147200 | &nbsp;&nbsp;1213438 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Beijing eGOVA Co. <br>Ltd., Class A<br>| 206600 | &nbsp;&nbsp;439566 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Beijing Energy <br>International <br>Holding Co. Ltd.<br>| 2384000 | &nbsp;&nbsp;359671 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Beijing Enterprises <br>Holdings Ltd.<br>| 3781028 | &nbsp;&nbsp;17127937 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Beijing Enterprises <br>Water Group Ltd.<br>| 29236469 | &nbsp;&nbsp;10064978 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Beijing Fengjing <br>Automotive Parts <br>Co. Ltd.<br>| 1118700 | &nbsp;&nbsp;674846 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Beijing Gehua CATV <br>Network Co. Ltd., <br>Class A<br>| 1093000 | &nbsp;&nbsp;1286078 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Beijing GeoEnviron <br>Engineering & <br>Technology, Inc., <br>Class A<br>| 960228 | &nbsp;&nbsp;1401542 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Beijing Haixin Energy <br>Technology Co. <br>Ltd., Class A<br>| 1306256 | &nbsp;&nbsp;893131 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Beijing Haohua <br>Energy Resource <br>Co. Ltd., Class A<br>| 1196720 | &nbsp;&nbsp;1379678 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Beijing Health <br>Holdings Ltd.<br>| 3282000 | &nbsp;&nbsp;25979 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Beijing Huafeng Test <br>& Control <br>Technology Co. <br>Ltd., Class A<br>| 18987 | &nbsp;&nbsp;822843 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Beijing Jetsen <br>Technology Co. <br>Ltd., Class A<br>| 1295891 | &nbsp;&nbsp;1129265 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Beijing Jingneng <br>Clean Energy Co. <br>Ltd., Class H<br>| 7352000 | &nbsp;&nbsp;2193879 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Beijing Jingyeda <br>Technology Co. <br>Ltd., Class A<br>| 86590 | &nbsp;&nbsp;254328 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Beijing Jingyuntong <br>Technology Co. <br>Ltd., Class A<br>| 1246970 | &nbsp;&nbsp;688797 |

---

------

**Emerging Markets Core Equity 2 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Beijing Kingsoft Office <br>Software, Inc., <br>Class A<br>| 6724 | &nbsp;&nbsp;$325465 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Beijing Leike Defense <br>Technology Co. <br>Ltd., Class A<br>| 613000 | &nbsp;&nbsp;1173715 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Beijing New Building <br>Materials PLC, <br>Class A<br>| 385379 | &nbsp;&nbsp;1547327 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Beijing North Star Co. <br>Ltd., Class H<br>| 4896000 | &nbsp;&nbsp;494442 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Beijing Oriental <br>Jicheng Co. Ltd., <br>Class A<br>| 99700 | &nbsp;&nbsp;405332 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Beijing Originwater <br>Technology Co. <br>Ltd., Class A<br>| 1840173 | &nbsp;&nbsp;1067220 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Beijing Philisense <br>Technology Co. <br>Ltd., Class A<br>| 709200 | &nbsp;&nbsp;532393 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Beijing Roborock <br>Technology Co. <br>Ltd., Class A<br>| 43978 | &nbsp;&nbsp;902190 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Beijing Sanlian Hope <br>Shin-Gosen <br>Technical Service <br>Co. Ltd., Class A<br>| 181914 | &nbsp;&nbsp;455276 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Beijing Sanyuan <br>Foods Co. Ltd., <br>Class A<br>| 977900 | &nbsp;&nbsp;767457 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Beijing Science Sun <br>Pharmaceutical Co. <br>Ltd., Class A<br>| 22886 | &nbsp;&nbsp;36454 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Beijing SDL <br>Technology Co. <br>Ltd., Class A<br>| 113900 | &nbsp;&nbsp;155874 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Beijing Shiji <br>Information <br>Technology Co. <br>Ltd., Class A<br>| 165909 | &nbsp;&nbsp;304797 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Beijing Shougang Co. <br>Ltd., Class A<br>| 1391400 | &nbsp;&nbsp;1128876 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Beijing Shunxin <br>Agriculture Co. Ltd., <br>Class A<br>| 363200 | &nbsp;&nbsp;776282 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Beijing Sifang <br>Automation Co. <br>Ltd., Class A<br>| 137800 | &nbsp;&nbsp;740139 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Beijing Sinnet <br>Technology Co. <br>Ltd., Class A<br>| 563510 | &nbsp;&nbsp;1241337 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Beijing Sinohytec Co. <br>Ltd., Class H<br>| 59740 | &nbsp;&nbsp;190501 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Beijing SL <br>Pharmaceutical Co. <br>Ltd., Class A<br>| 552165 | &nbsp;&nbsp;609566 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |  |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Beijing Sojo Electric <br>Co. Ltd., Class A<br>| 131300 | &nbsp;&nbsp;$244822 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Beijing SPC <br>Environment <br>Protection Tech Co. <br>Ltd., Class A<br>| 984245 | &nbsp;&nbsp;542365 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Beijing Strong <br>Biotechnologies, <br>Inc., Class A<br>| 370005 | &nbsp;&nbsp;704094 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Beijing SuperMap <br>Software Co. Ltd., <br>Class A<br>| 163900 | &nbsp;&nbsp;454431 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Beijing Teamsun <br>Technology Co. <br>Ltd., Class A<br>| 389480 | &nbsp;&nbsp;1171703 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Beijing Thunisoft <br>Corp. Ltd., Class A<br>| 616800 | &nbsp;&nbsp;689004 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Beijing Tiantan <br>Biological Products <br>Corp. Ltd., Class A<br>| 278844 | &nbsp;&nbsp;668075 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Beijing Tong Ren Tang <br>Chinese Medicine <br>Co. Ltd.<br>| 1825000 | &nbsp;&nbsp;2012925 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Beijing Tong Ren Tang <br>Co. Ltd., Class A<br>| 161472 | &nbsp;&nbsp;704715 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Beijing Tricolor <br>Technology Co. <br>Ltd., Class A<br>| 15400 | &nbsp;&nbsp;365919 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Beijing UBOX Online <br>Technology Corp., <br>Class H<br>| 71000 | &nbsp;&nbsp;22157 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Beijing Ultrapower <br>Software Co. Ltd., <br>Class A<br>| 652700 | &nbsp;&nbsp;1148844 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Beijing United <br>Information <br>Technology Co. <br>Ltd., Class A<br>| 334774 | &nbsp;&nbsp;1302688 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp;Beijing Urban <br>Construction Design <br>& Development <br>Group Co. Ltd., <br>Class H<br>| 1744000 | &nbsp;&nbsp;303179 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Beijing Wandong <br>Medical Technology <br>Co. Ltd., Class A<br>| 374400 | &nbsp;&nbsp;858606 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Beijing Wantai <br>Biological Pharmacy <br>Enterprise Co. Ltd., <br>Class A<br>| 20598 | &nbsp;&nbsp;124627 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Beijing Watertek <br>Information <br>Technology Co. <br>Ltd., Class A<br>| 862743 | &nbsp;&nbsp;764159 |

---

------

**Emerging Markets Core Equity 2 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Beijing Yanjing <br>Brewery Co. Ltd., <br>Class A<br>| 768500 | &nbsp;&nbsp;$1339745 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Beijing Yuanliu <br>Hongyuan <br>Electronic <br>Technology Co. <br>Ltd., Class A<br>| 90507 | &nbsp;&nbsp;708622 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Beijing Zhong Ke San <br>Huan High-Tech Co. <br>Ltd., Class A<br>| 293905 | &nbsp;&nbsp;605915 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Beijing-Shanghai High <br>Speed Railway Co. <br>Ltd., Class A<br>| 6539352 | &nbsp;&nbsp;4581232 |
| \* | Beisen Holding Ltd. | 22600 | &nbsp;&nbsp;17141 |
| \* | Beken Corp., Class A | 56300 | &nbsp;&nbsp;316899 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Bengang Steel Plates <br>Co. Ltd., Class A<br>| 657918 | &nbsp;&nbsp;342192 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;BeOne Medicines <br>Ltd., Class H<br>| 243900 | &nbsp;&nbsp;6432356 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;BeOne Medicines Ltd. <br>(BGNE US), ADR<br>| 10157 | &nbsp;&nbsp;3457240 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Best Pacific <br>International <br>Holdings Ltd.<br>| 1578000 | &nbsp;&nbsp;651185 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Bestore Co. Ltd., <br>Class A<br>| 227252 | &nbsp;&nbsp;389845 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Bestway Marine & <br>Energy Technology <br>Co. Ltd., Class A<br>| 839200 | &nbsp;&nbsp;980007 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Bethel Automotive <br>Safety Systems Co. <br>Ltd., Class A<br>| 133600 | &nbsp;&nbsp;992398 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Betta Pharmaceuticals <br>Co. Ltd., Class A<br>| 76456 | &nbsp;&nbsp;518495 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Better Life <br>Commercial Chain <br>Share Co. Ltd., <br>Class A<br>| 634700 | &nbsp;&nbsp;466283 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Beyondsoft Corp., <br>Class A<br>| 261600 | &nbsp;&nbsp;523830 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;BGI Genomics Co. <br>Ltd., Class A<br>| 91500 | &nbsp;&nbsp;666026 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Bichamp Cutting <br>Technology Hunan <br>Co. Ltd., Class A<br>| 173100 | &nbsp;&nbsp;452823 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Biem.L.Fdlkk Garment <br>Co. Ltd., Class A<br>| 424400 | &nbsp;&nbsp;921096 |
| #\* | Bilibili, Inc., Class Z | 335980 | &nbsp;&nbsp;11510609 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Binhai Investment Co. <br>Ltd.<br>| 1401053 | &nbsp;&nbsp;203099 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Binjiang Service <br>Group Co. Ltd.<br>| 414500 | &nbsp;&nbsp;1217374 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |  |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Biocytogen <br>Pharmaceuticals <br>Beijing Co. Ltd., <br>Class H<br>| 98000 | &nbsp;&nbsp;$549312 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Biwin Storage <br>Technology Co. <br>Ltd., Class A<br>| 22622 | &nbsp;&nbsp;603989 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Black Peony Group <br>Co. Ltd., Class A<br>| 586282 | &nbsp;&nbsp;817100 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Bloomage <br>Biotechnology Corp. <br>Ltd. (688363 C1), <br>Class A<br>| 36370 | &nbsp;&nbsp;234641 |
| #Ω | &nbsp;&nbsp;&nbsp;&nbsp;Blue Moon Group <br>Holdings Ltd.<br>| 2612000 | &nbsp;&nbsp;939242 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Blue Sail Medical Co. <br>Ltd., Class A<br>| 562828 | &nbsp;&nbsp;479450 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Bluefocus Intelligent <br>Communications <br>Group Co. Ltd., <br>Class A<br>| 364720 | &nbsp;&nbsp;1223080 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Bluestar Adisseo Co., <br>Class A<br>| 341100 | &nbsp;&nbsp;470714 |
| Ω | BOC Aviation Ltd. | 1428500 | &nbsp;&nbsp;14798753 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;BOC International <br>China Co. Ltd., <br>Class A<br>| 334200 | &nbsp;&nbsp;653642 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;BOE HC SemiTek <br>Corp.<br>| 932700 | &nbsp;&nbsp;1118248 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;BOE Technology <br>Group Co. Ltd., <br>Class A<br>| 9193679 | &nbsp;&nbsp;5782964 |
| # | BOE Varitronix Ltd. | 2672000 | &nbsp;&nbsp;1660462 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Bohai Leasing Co. <br>Ltd., Class A<br>| 1919585 | &nbsp;&nbsp;1228479 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Bomin Electronics Co. <br>Ltd., Class A<br>| 355000 | &nbsp;&nbsp;601572 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Bosideng International <br>Holdings Ltd.<br>| 25328157 | &nbsp;&nbsp;15457681 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;BOTH Engineering <br>Technology Co. <br>Ltd., Class A<br>| 273000 | &nbsp;&nbsp;727974 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Boyaa Interactive <br>International Ltd.<br>| 566000 | &nbsp;&nbsp;239841 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Bright Dairy & Food <br>Co. Ltd., Class A<br>| 888369 | &nbsp;&nbsp;1019567 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Bright Real Estate <br>Group Co. Ltd., <br>Class A<br>| 866305 | &nbsp;&nbsp;512186 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;BrightGene <br>Bio-Medical <br>Technology Co. <br>Ltd., Class A<br>| 13581 | &nbsp;&nbsp;91354 |
| \* | Brii Biosciences Ltd. | 186500 | &nbsp;&nbsp;36017 |

---

------

**Emerging Markets Core Equity 2 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Brilliance China <br>Automotive <br>Holdings Ltd.<br>| 20104000 | &nbsp;&nbsp;$10394644 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Bros Eastern Co. Ltd., <br>Class A<br>| 750400 | &nbsp;&nbsp;765973 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Brother Enterprises <br>Holding Co. Ltd., <br>Class A<br>| 443200 | &nbsp;&nbsp;474941 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;B-Soft Co. Ltd., <br>Class A<br>| 636815 | &nbsp;&nbsp;496747 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;BTG Hotels Group <br>Co. Ltd., Class A<br>| 517771 | &nbsp;&nbsp;1281691 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Burning Rock Biotech <br>Ltd., ADR<br>| 1360 | &nbsp;&nbsp;46322 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Business-intelligence <br>of Oriental Nations <br>Corp. Ltd., Class A<br>| 583055 | &nbsp;&nbsp;907111 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;BYD Co. Ltd., <br>Class H<br>| 6044400 | &nbsp;&nbsp;75354669 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;BYD Electronic <br>International Co. <br>Ltd.<br>| 6551222 | &nbsp;&nbsp;27972414 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;By-health Co. Ltd., <br>Class A<br>| 514829 | &nbsp;&nbsp;902664 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;C C Land Holdings <br>Ltd.<br>| 13761530 | &nbsp;&nbsp;2113744 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;C&D International <br>Investment Group <br>Ltd.<br>| 5098325 | &nbsp;&nbsp;10502091 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;C&D Property <br>Management Group <br>Co. Ltd.<br>| 1786000 | &nbsp;&nbsp;615161 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;C&S Paper Co. Ltd., <br>Class A<br>| 837890 | &nbsp;&nbsp;983054 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Caitong Securities Co. <br>Ltd., Class A<br>| 777690 | &nbsp;&nbsp;1041743 |
| #\*Ω | &nbsp;&nbsp;&nbsp;&nbsp;CALB Group Co. Ltd., <br>Class H<br>| 646700 | &nbsp;&nbsp;2039428 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Camel Group Co. Ltd., <br>Class A<br>| 968500 | &nbsp;&nbsp;1322368 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Cangzhou Dahua Co. <br>Ltd., Class A<br>| 23900 | &nbsp;&nbsp;78034 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Cangzhou Mingzhu <br>Plastic Co. Ltd., <br>Class A<br>| 981068 | &nbsp;&nbsp;689758 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Canmax Technologies <br>Co. Ltd., Class A<br>| 142880 | &nbsp;&nbsp;946022 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Canny Elevator Co. <br>Ltd., Class A<br>| 538800 | &nbsp;&nbsp;625999 |
| #\*Ω | &nbsp;&nbsp;&nbsp;&nbsp;CanSino Biologics, <br>Inc., Class H<br>| 71400 | &nbsp;&nbsp;322118 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Capital Environment <br>Holdings Ltd.<br>| 15292000 | &nbsp;&nbsp;182116 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Capitalonline Data <br>Service Co. Ltd., <br>Class A<br>| 35200 | &nbsp;&nbsp;129322 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Carpenter Tan <br>Holdings Ltd.<br>| 29000 | &nbsp;&nbsp;$28744 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Castech, Inc., <br>Class A<br>| 179157 | &nbsp;&nbsp;1814296 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Cathay Biotech, Inc., <br>Class A<br>| 62443 | &nbsp;&nbsp;522441 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp;Cathay Group <br>Holdings, Inc.<br>| 1408000 | &nbsp;&nbsp;189965 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;CCCC Design & <br>Consulting Group <br>Co. Ltd., Class A<br>| 624800 | &nbsp;&nbsp;666551 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;CCS Supply Chain <br>Management Co. <br>Ltd., Class A<br>| 615600 | &nbsp;&nbsp;336707 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;CECEP Solar Energy <br>Co. Ltd., Class A<br>| 1393500 | &nbsp;&nbsp;1076884 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;CECEP Wind-Power <br>Corp., Class A<br>| 2027790 | &nbsp;&nbsp;901714 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Center International <br>Group Co. Ltd., <br>Class A<br>| 235500 | &nbsp;&nbsp;522922 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Central China Land <br>Media Co. Ltd., <br>Class A<br>| 877003 | &nbsp;&nbsp;1612782 |
| \*†† | &nbsp;&nbsp;&nbsp;&nbsp;Central China <br>Management Co. <br>Ltd.<br>| 6510074 | &nbsp;&nbsp;88333 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Central China New <br>Life Ltd.<br>| 1332000 | &nbsp;&nbsp;90475 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Central China <br>Securities Co. Ltd., <br>Class H<br>| 6542000 | &nbsp;&nbsp;1852206 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;CETC Chips <br>Technology, Inc., <br>Class A<br>| 122100 | &nbsp;&nbsp;383092 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;CETC Cyberspace <br>Security Technology <br>Co. Ltd., Class A<br>| 104700 | &nbsp;&nbsp;290044 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;CETC Digital <br>Technology Co. <br>Ltd., Class A<br>| 138905 | &nbsp;&nbsp;555872 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;CETC Potevio <br>Science&Technology <br>Co. Ltd., Class A<br>| 52300 | &nbsp;&nbsp;235660 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;CGN New Energy <br>Holdings Co. Ltd.<br>| 13598000 | &nbsp;&nbsp;4579480 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;CGN Nuclear <br>Technology <br>Development Co. <br>Ltd., Class A<br>| 518900 | &nbsp;&nbsp;625889 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp;CGN Power Co. Ltd., <br>Class H<br>| 24536000 | &nbsp;&nbsp;10230897 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Changbai Mountain <br>Tourism Co. Ltd., <br>Class A<br>| 265678 | &nbsp;&nbsp;1694300 |

---

------

**Emerging Markets Core Equity 2 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Changchun Faway <br>Automobile <br>Components Co. <br>Ltd., Class A<br>| 516810 | &nbsp;&nbsp;$725026 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Changchun High-Tech <br>Industry Group Co. <br>Ltd., Class A<br>| 67418 | &nbsp;&nbsp;930399 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Changchun UP <br>Optotech Co. Ltd., <br>Class A<br>| 63500 | &nbsp;&nbsp;496360 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Changhong Meiling <br>Co. Ltd., Class A<br>| 751700 | &nbsp;&nbsp;719381 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Changjiang & <br>Jinggong Steel <br>Building Group Co. <br>Ltd., Class A<br>| 715725 | &nbsp;&nbsp;489597 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Changjiang Publishing <br>& Media Co. Ltd., <br>Class A<br>| 1061200 | &nbsp;&nbsp;1404574 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Changjiang Securities <br>Co. Ltd., Class A<br>| 1004899 | &nbsp;&nbsp;1251903 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Changshu Fengfan <br>Power Equipment <br>Co. Ltd., Class A<br>| 526650 | &nbsp;&nbsp;427328 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;ChangYuan <br>Technology Group <br>Ltd., Class A<br>| 433400 | &nbsp;&nbsp;286098 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Changzheng <br>Engineering <br>Technology Co. <br>Ltd., Class A<br>| 303900 | &nbsp;&nbsp;1498989 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Changzhou Qianhong <br>Biopharma Co. Ltd., <br>Class A<br>| 651000 | &nbsp;&nbsp;744876 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Changzhou Xingyu <br>Automotive Lighting <br>Systems Co. Ltd., <br>Class A<br>| 53720 | &nbsp;&nbsp;1066695 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Chanjet Information <br>Technology Co. <br>Ltd., Class H<br>| 50100 | &nbsp;&nbsp;51254 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Chaoju Eye Care <br>Holdings Ltd.<br>| 1013000 | &nbsp;&nbsp;348336 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Chaowei Power <br>Holdings Ltd.<br>| 4219000 | &nbsp;&nbsp;743281 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Chaozhou <br>Three-Circle Group <br>Co. Ltd., Class A<br>| 150173 | &nbsp;&nbsp;1071954 |
| Ω | Cheerwin Group Ltd. | 1471000 | &nbsp;&nbsp;454260 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Chen Lin Education <br>Group Holdings <br>Ltd.<br>| 638000 | &nbsp;&nbsp;102921 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Cheng De Lolo Co. <br>Ltd., Class A<br>| 831120 | &nbsp;&nbsp;1025721 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |  |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Chengdu ALD Aviation <br>Manufacturing <br>Corp., Class A<br>| 49720 | &nbsp;&nbsp;$229849 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Chengdu B-Ray <br>Media Co. Ltd., <br>Class A<br>| 830500 | &nbsp;&nbsp;721012 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Chengdu CORPRO <br>Technology Co. <br>Ltd., Class A<br>| 25100 | &nbsp;&nbsp;109102 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Chengdu Fusen <br>Noble-House <br>Industrial Co. Ltd., <br>Class A<br>| 320230 | &nbsp;&nbsp;540286 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Chengdu Galaxy <br>Magnets Co. Ltd., <br>Class A<br>| 60900 | &nbsp;&nbsp;309076 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Chengdu Guibao <br>Science & <br>Technology Co. <br>Ltd., Class A<br>| 187200 | &nbsp;&nbsp;599972 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Chengdu Haoneng <br>Technology Co. <br>Ltd., Class A<br>| 158191 | &nbsp;&nbsp;291484 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Chengdu Hi-tech <br>Development Co. <br>Ltd., Class A<br>| 41100 | &nbsp;&nbsp;299153 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Chengdu Hongqi <br>Chain Co. Ltd., <br>Class A<br>| 1074800 | &nbsp;&nbsp;914154 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Chengdu Kanghong <br>Pharmaceutical <br>Group Co. Ltd., <br>Class A<br>| 293841 | &nbsp;&nbsp;1240765 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Chengdu Kanghua <br>Biological Products <br>Co. Ltd., Class A<br>| 84825 | &nbsp;&nbsp;884108 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Chengdu Leejun <br>Industrial Co. Ltd., <br>Class A<br>| 511700 | &nbsp;&nbsp;800889 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Chengdu M&S <br>Electronics <br>Technology Co. <br>Ltd., Class A<br>| 90035 | &nbsp;&nbsp;567255 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Chengdu Spaceon <br>Electronics Co. Ltd., <br>Class A<br>| 70548 | &nbsp;&nbsp;215213 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Chengdu Wintrue <br>Holding Co. Ltd., <br>Class A<br>| 602800 | &nbsp;&nbsp;1266701 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Chengdu Xingrong <br>Environment Co. <br>Ltd., Class A<br>| 686192 | &nbsp;&nbsp;722742 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Chengtun Mining <br>Group Co. Ltd., <br>Class A<br>| 520300 | &nbsp;&nbsp;1183282 |

---

------

**Emerging Markets Core Equity 2 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Chenguang Biotech <br>Group Co. Ltd., <br>Class A<br>| 317946 | &nbsp;&nbsp;$619672 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Chengxin Lithium <br>Group Co. Ltd., <br>Class A<br>| 255000 | &nbsp;&nbsp;1300398 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Chengzhi Co. Ltd., <br>Class A<br>| 609800 | &nbsp;&nbsp;803226 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Chervon Holdings <br>Ltd.<br>| 391700 | &nbsp;&nbsp;1211169 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Chifeng Jilong Gold <br>Mining Co. Ltd., <br>Class A<br>| 540200 | &nbsp;&nbsp;3156010 |
| \*†† | &nbsp;&nbsp;&nbsp;&nbsp;Chiho Environmental <br>Group Ltd.<br>| 602000 | &nbsp;&nbsp;6165 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;China Aerospace <br>International <br>Holdings Ltd.<br>| 12950600 | &nbsp;&nbsp;1025233 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;China Agriculture <br>Development Seed <br>Group Co. Ltd., <br>Class A<br>| 381700 | &nbsp;&nbsp;484703 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;China Aircraft Leasing <br>Group Holdings <br>Ltd.<br>| 1968477 | &nbsp;&nbsp;1221404 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;China Aluminum <br>International <br>Engineering Corp. <br>Ltd., Class H<br>| 552000 | &nbsp;&nbsp;190551 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;China Animal <br>Husbandry Industry <br>Co. Ltd., Class A<br>| 599701 | &nbsp;&nbsp;705395 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;China Automotive <br>Engineering <br>Research Institute <br>Co. Ltd., Class A<br>| 415200 | &nbsp;&nbsp;1132269 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;China Baoan Group <br>Co. Ltd., Class A<br>| 542612 | &nbsp;&nbsp;749242 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;China Bester Group <br>Telecom Co. Ltd., <br>Class A<br>| 40690 | &nbsp;&nbsp;150759 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;China BlueChemical <br>Ltd., Class H<br>| 13925122 | &nbsp;&nbsp;4841474 |
| \*Ω | &nbsp;&nbsp;&nbsp;&nbsp;China Bohai Bank Co. <br>Ltd., Class H<br>| 9610500 | &nbsp;&nbsp;1119717 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;China Boton Group <br>Co. Ltd.<br>| 172000 | &nbsp;&nbsp;39627 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;China CAMC <br>Engineering Co. <br>Ltd., Class A<br>| 670993 | &nbsp;&nbsp;847874 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;China Chengtong <br>Development Group <br>Ltd.<br>| 546000 | &nbsp;&nbsp;8469 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;China Chunlai <br>Education Group <br>Co. Ltd.<br>| 735000 | &nbsp;&nbsp;360312 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |  |
| # | &nbsp;&nbsp;&nbsp;&nbsp;China Cinda Asset <br>Management Co. <br>Ltd., Class H<br>| 76588000 | &nbsp;&nbsp;$13032234 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;China CITIC Bank <br>Corp. Ltd., Class H<br>| 28167607 | &nbsp;&nbsp;26235082 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;China Coal Energy <br>Co. Ltd., Class H<br>| 11418168 | &nbsp;&nbsp;16711304 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;China Coal Xinji <br>Energy Co. Ltd., <br>Class A<br>| 1144300 | &nbsp;&nbsp;1206244 |
| \*†† | &nbsp;&nbsp;&nbsp;&nbsp;China Common Rich <br>Renewable Energy <br>Investments Ltd.<br>| 37310000 | &nbsp;&nbsp;0 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;China <br>Communications <br>Services Corp. Ltd., <br>Class H<br>| 18417327 | &nbsp;&nbsp;11185120 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;China Conch <br>Environment <br>Protection Holdings <br>Ltd.<br>| 10016000 | &nbsp;&nbsp;679547 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;China Conch Venture <br>Holdings Ltd.<br>| 10350500 | &nbsp;&nbsp;14142560 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;China Construction <br>Bank Corp., <br>Class H<br>| 186235302 | &nbsp;&nbsp;188047402 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;China CSSC Holdings <br>Ltd., Class A<br>| 181178 | &nbsp;&nbsp;874488 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;China CYTS Tours <br>Holding Co. Ltd., <br>Class A<br>| 514300 | &nbsp;&nbsp;731105 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;China Datang Corp. <br>Renewable Power <br>Co. Ltd., Class H<br>| 14456000 | &nbsp;&nbsp;3867249 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;China Design Group <br>Co. Ltd., Class A<br>| 677445 | &nbsp;&nbsp;792646 |
| #Ω | &nbsp;&nbsp;&nbsp;&nbsp;China Development <br>Bank Financial <br>Leasing Co. Ltd., <br>Class H<br>| 13942000 | &nbsp;&nbsp;2874225 |
| #†† | China Dili Group | 10753661 | &nbsp;&nbsp;170416 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;China Dongxiang <br>Group Co. Ltd.<br>| 15077888 | &nbsp;&nbsp;857026 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp;China East Education <br>Holdings Ltd.<br>| 4307500 | &nbsp;&nbsp;3147078 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;China Eastern Airlines <br>Corp. Ltd., Class H<br>| 7290000 | &nbsp;&nbsp;5052585 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;China Education <br>Group Holdings <br>Ltd.<br>| 8161012 | &nbsp;&nbsp;3178878 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;China Electronics <br>Huada Technology <br>Co. Ltd.<br>| 5610000 | &nbsp;&nbsp;974850 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;China Electronics <br>Optics Valley Union <br>Holding Co. Ltd.<br>| 6460000 | &nbsp;&nbsp;186893 |

---

------

**Emerging Markets Core Equity 2 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |  |
| # | &nbsp;&nbsp;&nbsp;&nbsp;China Energy <br>Engineering Corp. <br>Ltd. (3996 HK), <br>Class H<br>| 16844000 | &nbsp;&nbsp;$2477608 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;China Energy <br>Engineering Corp. <br>Ltd. (601868 C1), <br>Class A<br>| 7215075 | &nbsp;&nbsp;2522841 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;China Enterprise Co. <br>Ltd., Class A<br>| 1069001 | &nbsp;&nbsp;453826 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;China Everbright Bank <br>Co. Ltd., Class H<br>| 7418000 | &nbsp;&nbsp;3091941 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;China Everbright <br>Environment Group <br>Ltd.<br>| 17391777 | &nbsp;&nbsp;11190054 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp;China Everbright <br>Greentech Ltd.<br>| 1282000 | &nbsp;&nbsp;151090 |
| # | China Everbright Ltd. | 6680896 | &nbsp;&nbsp;8379230 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;China Express Airlines <br>Co. Ltd., Class A<br>| 627600 | &nbsp;&nbsp;947797 |
| Ω | China Feihe Ltd. | 29275000 | &nbsp;&nbsp;14541840 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;China Film Group Co. <br>Ltd., Class A<br>| 322900 | &nbsp;&nbsp;825650 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;China First Heavy <br>Industries Co. Ltd., <br>Class A<br>| 1603900 | &nbsp;&nbsp;1182065 |
|  | China Foods Ltd. | 8514000 | &nbsp;&nbsp;4716228 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;China Galaxy <br>Securities Co. Ltd., <br>Class H<br>| 13405000 | &nbsp;&nbsp;18025656 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;China Gas Holdings <br>Ltd.<br>| 19585548 | &nbsp;&nbsp;19400518 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;China Gold <br>International <br>Resources Corp. <br>Ltd. (2099 HK)<br>| 1621900 | &nbsp;&nbsp;41068077 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;China Great Wall <br>Securities Co. Ltd., <br>Class A<br>| 583600 | &nbsp;&nbsp;826484 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;China Greatwall <br>Technology Group <br>Co. Ltd., Class A<br>| 162600 | &nbsp;&nbsp;371236 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;China Hainan Rubber <br>Industry Group Co. <br>Ltd., Class A<br>| 397500 | &nbsp;&nbsp;420286 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;China Haisum <br>Engineering Co. <br>Ltd., Class A<br>| 218000 | &nbsp;&nbsp;346613 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;China Hanking <br>Holdings Ltd.<br>| 4987000 | &nbsp;&nbsp;2653572 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;China Harmony Auto <br>Holding Ltd.<br>| 5879000 | &nbsp;&nbsp;772962 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;China Harzone <br>Industry Corp. Ltd., <br>Class A<br>| 187900 | &nbsp;&nbsp;225828 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |  |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;China High Speed <br>Railway Technology <br>Co. Ltd., Class A<br>| 1255792 | &nbsp;&nbsp;$560666 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;China High Speed <br>Transmission <br>Equipment Group <br>Co. Ltd.<br>| 3938000 | &nbsp;&nbsp;918243 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;China Hongqiao <br>Group Ltd.<br>| 15098000 | &nbsp;&nbsp;69053286 |
| #†† | &nbsp;&nbsp;&nbsp;&nbsp;China Huiyuan Juice <br>Group Ltd.<br>| 2951846 | &nbsp;&nbsp;132476 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp;China International <br>Capital Corp. Ltd., <br>Class H<br>| 4155600 | &nbsp;&nbsp;11262421 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;China International <br>Marine Containers <br>Group Co. Ltd., <br>Class H<br>| 5619740 | &nbsp;&nbsp;6389732 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;China Isotope & <br>Radiation Corp., <br>Class H<br>| 314600 | &nbsp;&nbsp;882580 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;China Jinmao <br>Holdings Group <br>Ltd.<br>| 43403459 | &nbsp;&nbsp;9613137 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;China Jushi Co. Ltd., <br>Class A<br>| 858407 | &nbsp;&nbsp;2638618 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;China Kepei <br>Education Group <br>Ltd.<br>| 3464000 | &nbsp;&nbsp;588950 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;China Kings <br>Resources Group <br>Co. Ltd., Class A<br>| 189770 | &nbsp;&nbsp;540089 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;China Leadshine <br>Technology Co. <br>Ltd., Class A<br>| 119900 | &nbsp;&nbsp;691270 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;China Lesso Group <br>Holdings Ltd.<br>| 9480000 | &nbsp;&nbsp;7282789 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;China Life Insurance <br>Co. Ltd., Class H<br>| 5744000 | &nbsp;&nbsp;25562162 |
|  | China Lilang Ltd. | 3503000 | &nbsp;&nbsp;1502591 |
| \*Ω | China Literature Ltd. | 1809000 | &nbsp;&nbsp;8279988 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;China Longevity <br>Group Co. Ltd.<br>| 893399 | &nbsp;&nbsp;1144 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;China Longyuan <br>Power Group Corp. <br>Ltd., Class H<br>| 7481000 | &nbsp;&nbsp;6795980 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;China Maple Leaf <br>Educational <br>Systems Ltd.<br>| 12386000 | &nbsp;&nbsp;546981 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;China Medical System <br>Holdings Ltd.<br>| 9950800 | &nbsp;&nbsp;17849371 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;China Meheco Group <br>Co. Ltd., Class A<br>| 528901 | &nbsp;&nbsp;827598 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;China Meidong Auto <br>Holdings Ltd.<br>| 5014000 | &nbsp;&nbsp;937338 |

---

------

**Emerging Markets Core Equity 2 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;China Mengniu Dairy <br>Co. Ltd.<br>| 18060000 | &nbsp;&nbsp;$37716114 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;China Merchants <br>Bank Co. Ltd., <br>Class H<br>| 15816646 | &nbsp;&nbsp;96633301 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;China Merchants <br>Energy Shipping <br>Co. Ltd., Class A<br>| 2507196 | &nbsp;&nbsp;4088312 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;China Merchants <br>Expressway <br>Network & <br>Technology <br>Holdings Co. Ltd., <br>Class A<br>| 249300 | &nbsp;&nbsp;336562 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;China Merchants Land <br>Ltd.<br>| 12962000 | &nbsp;&nbsp;480917 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;China Merchants Port <br>Holdings Co. Ltd.<br>| 9271122 | &nbsp;&nbsp;18659048 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;China Merchants <br>Property Operation <br>& Service Co. Ltd., <br>Class A<br>| 911200 | &nbsp;&nbsp;1544412 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp;China Merchants <br>Securities Co. Ltd., <br>Class H<br>| 1193060 | &nbsp;&nbsp;2228387 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;China Merchants <br>Shekou Industrial <br>Zone Holdings Co. <br>Ltd., Class A<br>| 715204 | &nbsp;&nbsp;1087500 |
| #\*†† | &nbsp;&nbsp;&nbsp;&nbsp;China Metal Recycling <br>Holdings Ltd.<br>| 1955133 | &nbsp;&nbsp;0 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;China Minsheng <br>Banking Corp. Ltd., <br>Class H<br>| 15576460 | &nbsp;&nbsp;7750426 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;China Modern Dairy <br>Holdings Ltd.<br>| 23804000 | &nbsp;&nbsp;4729357 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;China National Accord <br>Medicines Corp. <br>Ltd., Class A<br>| 301429 | &nbsp;&nbsp;1130263 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;China National <br>Building Material <br>Co. Ltd., Class H<br>| 17948616 | &nbsp;&nbsp;12910408 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;China National <br>Chemical <br>Engineering Co. <br>Ltd., Class A<br>| 1312300 | &nbsp;&nbsp;1680390 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;China National <br>Electric Apparatus <br>Research Institute <br>Co. Ltd., Class A<br>| 109955 | &nbsp;&nbsp;481061 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;China National Gold <br>Group Gold <br>Jewellery Co. Ltd., <br>Class A<br>| 679583 | &nbsp;&nbsp;1432283 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;China National <br>Medicines Corp. <br>Ltd., Class A<br>| 246682 | &nbsp;&nbsp;$1031863 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;China National <br>Nuclear Power Co. <br>Ltd., Class A<br>| 4248021 | &nbsp;&nbsp;5260955 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;China National <br>Software & Service <br>Co. Ltd., Class A<br>| 18000 | &nbsp;&nbsp;116921 |
| \*Ω | &nbsp;&nbsp;&nbsp;&nbsp;China New Higher <br>Education Group <br>Ltd.<br>| 9898457 | &nbsp;&nbsp;1141871 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;China Nonferrous <br>Metal Industry's <br>Foreign Engineering <br>& Construction Co. <br>Ltd., Class A<br>| 899800 | &nbsp;&nbsp;1011861 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;China Nonferrous <br>Mining Corp. Ltd.<br>| 12502000 | &nbsp;&nbsp;24779756 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;China Northern Rare <br>Earth Group <br>High-Tech Co. Ltd., <br>Class A<br>| 289518 | &nbsp;&nbsp;2129475 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;China Nuclear Energy <br>Technology Corp. <br>Ltd.<br>| 1108000 | &nbsp;&nbsp;68863 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;China Oil & Gas <br>Group Ltd.<br>| 33760000 | &nbsp;&nbsp;748091 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;China Oilfield Services <br>Ltd., Class H<br>| 13246000 | &nbsp;&nbsp;14557856 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;China Oriental Group <br>Co. Ltd.<br>| 8182000 | &nbsp;&nbsp;1456885 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;China Overseas <br>Grand Oceans <br>Group Ltd.<br>| 13522450 | &nbsp;&nbsp;4575539 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;China Overseas Land <br>& Investment Ltd.<br>| 10323533 | &nbsp;&nbsp;18501979 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;China Overseas <br>Property Holdings <br>Ltd.<br>| 9261344 | &nbsp;&nbsp;5156083 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;China Pacific <br>Insurance Group <br>Co. Ltd., Class H<br>| 9297465 | &nbsp;&nbsp;46829807 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;China Petroleum & <br>Chemical Corp., <br>Class H<br>| 76532400 | &nbsp;&nbsp;52669968 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;China Petroleum <br>Engineering Corp., <br>Class A<br>| 621600 | &nbsp;&nbsp;373904 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;China Power <br>International <br>Development Ltd.<br>| 22822600 | &nbsp;&nbsp;9520101 |
| \*†† | &nbsp;&nbsp;&nbsp;&nbsp;China Properties <br>Investment Holdings <br>Ltd.<br>| 397000 | &nbsp;&nbsp;0 |

---

------

**Emerging Markets Core Equity 2 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;China Publishing & <br>Media Co. Ltd., <br>Class A<br>| 1384593 | &nbsp;&nbsp;$1449634 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;China Qinfa Group <br>Ltd.<br>| 1348000 | &nbsp;&nbsp;723546 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;China Railway Group <br>Ltd., Class H<br>| 11382000 | &nbsp;&nbsp;6568255 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;China Railway Hi-tech <br>Industry Co. Ltd., <br>Class A<br>| 798600 | &nbsp;&nbsp;960917 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;China Railway <br>Materials Co. Ltd., <br>Class A<br>| 1513500 | &nbsp;&nbsp;633791 |
| #Ω | &nbsp;&nbsp;&nbsp;&nbsp;China Railway Signal <br>& Communication <br>Corp. Ltd., Class H<br>| 7179000 | &nbsp;&nbsp;3364550 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;China Railway Tielong <br>Container Logistics <br>Co. Ltd., Class A<br>| 1063200 | &nbsp;&nbsp;1006446 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;China Rare Earth <br>Holdings Ltd.<br>| 9802399 | &nbsp;&nbsp;658755 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;China Rare Earth <br>Resources & <br>Technology Co. <br>Ltd., Class A<br>| 23500 | &nbsp;&nbsp;181656 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;China Reinsurance <br>Group Corp., <br>Class H<br>| 36551000 | &nbsp;&nbsp;8237405 |
| \*Ω | &nbsp;&nbsp;&nbsp;&nbsp;China Renaissance <br>Holdings Ltd.<br>| 521500 | &nbsp;&nbsp;264549 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;China Resource & <br>Environment Co. <br>Ltd., Class A<br>| 1036600 | &nbsp;&nbsp;635226 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;China Resources Beer <br>Holdings Co. Ltd.<br>| 9037161 | &nbsp;&nbsp;30233102 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;China Resources <br>Boya <br>Bio-pharmaceutical <br>Group Co. Ltd., <br>Class A<br>| 275700 | &nbsp;&nbsp;910328 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;China Resources <br>Building Materials <br>Technology <br>Holdings Ltd.<br>| 17968946 | &nbsp;&nbsp;3927190 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;China Resources <br>Double Crane <br>Pharmaceutical Co. <br>Ltd., Class A<br>| 379554 | &nbsp;&nbsp;1024733 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;China Resources Gas <br>Group Ltd.<br>| 6707700 | &nbsp;&nbsp;18453797 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;China Resources <br>Jiangzhong <br>Pharmaceutical Co. <br>Ltd., Class A<br>| 409800 | &nbsp;&nbsp;1466021 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;China Resources <br>Land Ltd.<br>| 14481610 | &nbsp;&nbsp;56712675 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |  |
| # | &nbsp;&nbsp;&nbsp;&nbsp;China Resources <br>Medical Holdings <br>Co. Ltd.<br>| 6968000 | &nbsp;&nbsp;$2889913 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;China Resources <br>Microelectronics <br>Ltd., Class A<br>| 48115 | &nbsp;&nbsp;441354 |
| #Ω | &nbsp;&nbsp;&nbsp;&nbsp;China Resources Mixc <br>Lifestyle Services <br>Ltd.<br>| 2217800 | &nbsp;&nbsp;13115994 |
| #Ω | &nbsp;&nbsp;&nbsp;&nbsp;China Resources <br>Pharmaceutical <br>Group Ltd.<br>| 13015500 | &nbsp;&nbsp;7577385 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;China Resources <br>Power Holdings Co. <br>Ltd.<br>| 6312820 | &nbsp;&nbsp;14379478 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;China Resources <br>Sanjiu Medical & <br>Pharmaceutical Co. <br>Ltd., Class A<br>| 325918 | &nbsp;&nbsp;1318468 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;China Risun Group <br>Ltd.<br>| 8767000 | &nbsp;&nbsp;3085126 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;China Ruifeng <br>Renewable Energy <br>Holdings Ltd.<br>| 652400 | &nbsp;&nbsp;52785 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;China Ruyi Holdings <br>Ltd.<br>| 28888000 | &nbsp;&nbsp;7989512 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;China Sanjiang Fine <br>Chemicals Co. Ltd.<br>| 6240000 | &nbsp;&nbsp;3722415 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;China Science <br>Publishing & Media <br>Ltd., Class A<br>| 73700 | &nbsp;&nbsp;222991 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;China Shanshui <br>Cement Group Ltd.<br>| 80000 | &nbsp;&nbsp;6072 |
| \*Ω | &nbsp;&nbsp;&nbsp;&nbsp;China Shengmu <br>Organic Milk Ltd.<br>| 7314000 | &nbsp;&nbsp;370614 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;China Shenhua <br>Energy Co. Ltd., <br>Class H<br>| 11588000 | &nbsp;&nbsp;63758404 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;China Shineway <br>Pharmaceutical <br>Group Ltd.<br>| 2524000 | &nbsp;&nbsp;3058376 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;China Silver Group <br>Ltd.<br>| 1270000 | &nbsp;&nbsp;108885 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;China South <br>Publishing & Media <br>Group Co. Ltd., <br>Class A<br>| 556834 | &nbsp;&nbsp;884446 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;China Southern <br>Airlines Co. Ltd., <br>Class H<br>| 8720000 | &nbsp;&nbsp;6474302 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;China Southern Power <br>Grid Energy <br>Efficiency&Clean <br>Energy Co. Ltd. <br>(003035 C2), <br>Class A<br>| 804519 | &nbsp;&nbsp;719727 |

---

------

**Emerging Markets Core Equity 2 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;China Southern Power <br>Grid Technology <br>Co. Ltd., Class A<br>| 43731 | &nbsp;&nbsp;$327272 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;China Starch Holdings <br>Ltd.<br>| 20505000 | &nbsp;&nbsp;480927 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;China State <br>Construction <br>Development <br>Holdings Ltd.<br>| 4174000 | &nbsp;&nbsp;640331 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;China State <br>Construction <br>Engineering Corp. <br>Ltd., Class A<br>| 7859092 | &nbsp;&nbsp;5699528 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;China State <br>Construction <br>International <br>Holdings Ltd.<br>| 15964000 | &nbsp;&nbsp;19176087 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;China Sunshine Paper <br>Holdings Co. Ltd.<br>| 5651500 | &nbsp;&nbsp;944916 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;China Suntien Green <br>Energy Corp. Ltd., <br>Class H<br>| 10087000 | &nbsp;&nbsp;5177026 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;China Taiping <br>Insurance Holdings <br>Co. Ltd.<br>| 13891130 | &nbsp;&nbsp;45518901 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;China Testing & <br>Certification <br>International Group <br>Co. Ltd., Class A<br>| 417388 | &nbsp;&nbsp;393916 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;China Tianying, Inc., <br>Class A<br>| 1902956 | &nbsp;&nbsp;1672530 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;China Tobacco <br>International HK Co. <br>Ltd.<br>| 1406000 | &nbsp;&nbsp;6935147 |
| #Ω | &nbsp;&nbsp;&nbsp;&nbsp;China Tourism Group <br>Duty Free Corp. <br>Ltd. (1880 HK), <br>Class H<br>| 195600 | &nbsp;&nbsp;2269444 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;China Tourism Group <br>Duty Free Corp. <br>Ltd. (601888 C1), <br>Class A<br>| 62517 | &nbsp;&nbsp;803482 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp;China Tower Corp. <br>Ltd., Class H<br>| 25360500 | &nbsp;&nbsp;36488095 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;China Traditional <br>Chinese Medicine <br>Holdings Co. Ltd.<br>| 22278000 | &nbsp;&nbsp;5874749 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;China TransInfo <br>Technology Co. <br>Ltd., Class A<br>| 398842 | &nbsp;&nbsp;707789 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;China Travel <br>International <br>Investment Hong <br>Kong Ltd.<br>| 15643892 | &nbsp;&nbsp;2743083 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;China Tungsten & <br>Hightech Materials <br>Co. Ltd., Class A<br>| 462260 | &nbsp;&nbsp;$3205964 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;China Union Holdings <br>Ltd., Class A<br>| 1068200 | &nbsp;&nbsp;913109 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;China Vanke Co. Ltd., <br>Class H<br>| 7058876 | &nbsp;&nbsp;3430018 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;China Vered Financial <br>Holding Corp. Ltd.<br>| 2060500 | &nbsp;&nbsp;288306 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;China Wafer <br>Level CSP Co. Ltd., <br>Class A<br>| 83494 | &nbsp;&nbsp;379739 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;China Water Affairs <br>Group Ltd.<br>| 5352000 | &nbsp;&nbsp;3694290 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;China West <br>Construction Group <br>Co. Ltd., Class A<br>| 689800 | &nbsp;&nbsp;600846 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;China World Trade <br>Center Co. Ltd., <br>Class A<br>| 243400 | &nbsp;&nbsp;719094 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;China XD Electric Co. <br>Ltd., Class A<br>| 744100 | &nbsp;&nbsp;1549254 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;China XLX Fertiliser <br>Ltd.<br>| 5425000 | &nbsp;&nbsp;7783355 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;China Yangtze Power <br>Co. Ltd., Class A<br>| 2583803 | &nbsp;&nbsp;9799518 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;China Yongda <br>Automobiles <br>Services Holdings <br>Ltd.<br>| 9086500 | &nbsp;&nbsp;1817240 |
| #\*Ω | &nbsp;&nbsp;&nbsp;&nbsp;China Youran Dairy <br>Group Ltd.<br>| 6494000 | &nbsp;&nbsp;3707990 |
| \*Ω | &nbsp;&nbsp;&nbsp;&nbsp;China Yuhua <br>Education Corp. <br>Ltd.<br>| 16746000 | &nbsp;&nbsp;1200751 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;China Zhenhua Group <br>Science & <br>Technology Co. <br>Ltd., Class A<br>| 105500 | &nbsp;&nbsp;827182 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;China Zheshang Bank <br>Co. Ltd., Class H<br>| 4538599 | &nbsp;&nbsp;1453795 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;China-Singapore <br>Suzhou Industrial <br>Park Development <br>Group Co. Ltd., <br>Class A<br>| 390300 | &nbsp;&nbsp;547006 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Chinasoft International <br>Ltd.<br>| 18842000 | &nbsp;&nbsp;12126760 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Chinese Universe <br>Publishing & Media <br>Group Co. Ltd., <br>Class A<br>| 876572 | &nbsp;&nbsp;1184157 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Chongqing Afari <br>Technology Co. <br>Ltd., Class A<br>| 250800 | &nbsp;&nbsp;382226 |

---

------

**Emerging Markets Core Equity 2 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Chongqing Brewery <br>Co. Ltd., Class A<br>| 106400 | &nbsp;&nbsp;$797514 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Chongqing Changan <br>Automobile Co. <br>Ltd., Class A<br>| 1873998 | &nbsp;&nbsp;2997907 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Chongqing Chuanyi <br>Automation Co. <br>Ltd., Class A<br>| 278349 | &nbsp;&nbsp;984321 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Chongqing <br>Construction <br>Engineering Group <br>Corp. Ltd., Class A<br>| 531300 | &nbsp;&nbsp;241184 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Chongqing <br>Department Store <br>Co. Ltd., Class A<br>| 244221 | &nbsp;&nbsp;864994 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Chongqing Fuling <br>Electric Power <br>Industrial Co. Ltd., <br>Class A<br>| 621385 | &nbsp;&nbsp;1110217 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Chongqing Fuling <br>Zhacai Group Co. <br>Ltd., Class A<br>| 452930 | &nbsp;&nbsp;865173 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Chongqing Gas Group <br>Corp. Ltd., Class A<br>| 1112300 | &nbsp;&nbsp;923759 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Chongqing Machinery <br>& Electric Co. Ltd., <br>Class H<br>| 3655962 | &nbsp;&nbsp;1147887 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Chongqing Pharscin <br>Pharmaceutical Co. <br>Ltd., Class A<br>| 113800 | &nbsp;&nbsp;243531 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Chongqing Port Co. <br>Ltd., Class A<br>| 1174600 | &nbsp;&nbsp;925575 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Chongqing Road & <br>Bridge Co. Ltd., <br>Class A<br>| 864600 | &nbsp;&nbsp;791008 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Chongqing Rural <br>Commercial Bank <br>Co. Ltd., Class H<br>| 16086000 | &nbsp;&nbsp;12009011 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Chongqing Sanfeng <br>Environment Group <br>Corp. Ltd., Class A<br>| 1263600 | &nbsp;&nbsp;1640435 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Chongqing Shunbo <br>Aluminum Co. Ltd., <br>Class A<br>| 221800 | &nbsp;&nbsp;266960 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Chongqing Taiji <br>Industry Group Co. <br>Ltd., Class A<br>| 407300 | &nbsp;&nbsp;1028235 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Chongqing Zhifei <br>Biological Products <br>Co. Ltd., Class A<br>| 257017 | &nbsp;&nbsp;642609 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Chongqing Zongshen <br>Power Machinery <br>Co. Ltd., Class A<br>| 90702 | &nbsp;&nbsp;266846 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Chongyi Zhangyuan <br>Tungsten Industry <br>Co. Ltd., Class A<br>| 493694 | &nbsp;&nbsp;1602793 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |  |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Chow Tai Fook <br>Jewellery Group <br>Ltd.<br>| 2750000 | &nbsp;&nbsp;$5054197 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Chow Tai Seng <br>Jewellery Co. Ltd., <br>Class A<br>| 504089 | &nbsp;&nbsp;923317 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;CIFI Holdings Group <br>Co. Ltd.<br>| 1650000 | &nbsp;&nbsp;21747 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;CIG Shanghai Co. <br>Ltd., Class A<br>| 55000 | &nbsp;&nbsp;894202 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;CIMC Enric Holdings <br>Ltd.<br>| 5994000 | &nbsp;&nbsp;8501637 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Cinda Real Estate Co. <br>Ltd., Class A<br>| 931700 | &nbsp;&nbsp;460995 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Cisen Pharmaceutical <br>Co. Ltd., Class A<br>| 335600 | &nbsp;&nbsp;845275 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;CITIC Guoan <br>Information Industry <br>Co. Ltd., Class A<br>| 1187600 | &nbsp;&nbsp;493193 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;CITIC Heavy <br>Industries Co. Ltd., <br>Class A<br>| 617700 | &nbsp;&nbsp;674780 |
|  | CITIC Ltd. | 14587567 | &nbsp;&nbsp;23313558 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;CITIC Press Corp., <br>Class A<br>| 118400 | &nbsp;&nbsp;511566 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;CITIC Resources <br>Holdings Ltd.<br>| 17348000 | &nbsp;&nbsp;1130046 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;CITIC Securities Co. <br>Ltd., Class H<br>| 4231650 | &nbsp;&nbsp;15836094 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;City Development <br>Environment Co. <br>Ltd., Class A<br>| 506640 | &nbsp;&nbsp;1027618 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Citychamp Watch & <br>Jewellery Group <br>Ltd.<br>| 9834000 | &nbsp;&nbsp;211850 |
| \* | ClouDr Group Ltd. | 521300 | &nbsp;&nbsp;58709 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;CMGE Technology <br>Group Ltd.<br>| 10146000 | &nbsp;&nbsp;492955 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;CMOC Group Ltd., <br>Class H<br>| 17772000 | &nbsp;&nbsp;49949343 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;CMST Development <br>Co. Ltd., Class A<br>| 1269800 | &nbsp;&nbsp;1083671 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;CNGR Advanced <br>Material Co. Ltd., <br>Class A<br>| 197499 | &nbsp;&nbsp;1556799 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;CNOOC Energy <br>Technology & <br>Services Ltd., <br>Class A<br>| 2600600 | &nbsp;&nbsp;1684938 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;CNSIG Inner Mongolia <br>Chemical Industry <br>Co. Ltd., Class A<br>| 836020 | &nbsp;&nbsp;1110366 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;COFCO <br>Biotechnology Co. <br>Ltd., Class A<br>| 800915 | &nbsp;&nbsp;778273 |

---

------

**Emerging Markets Core Equity 2 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;COFCO Capital <br>Holdings Co. Ltd., <br>Class A<br>| 235700 | &nbsp;&nbsp;$384057 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;COFCO Joycome <br>Foods Ltd.<br>| 20945000 | &nbsp;&nbsp;4496819 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;COFCO Sugar <br>Holding Co. Ltd., <br>Class A<br>| 757753 | &nbsp;&nbsp;1933203 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Cofoe Medical <br>Technology Co. <br>Ltd., Class A<br>| 97650 | &nbsp;&nbsp;740343 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;COL Group Co. Ltd., <br>Class A<br>| 32800 | &nbsp;&nbsp;149790 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Comba Telecom <br>Systems Holdings <br>Ltd.<br>| 11248000 | &nbsp;&nbsp;3274860 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Concord New Energy <br>Group Ltd.<br>| 50465909 | &nbsp;&nbsp;2063630 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Congyu Intelligent <br>Agricultural <br>Holdings Ltd.<br>| 100000 | &nbsp;&nbsp;20241 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Consun <br>Pharmaceutical <br>Group Ltd.<br>| 3340000 | &nbsp;&nbsp;7722228 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Contec Medical <br>Systems Co. Ltd., <br>Class A<br>| 66800 | &nbsp;&nbsp;148358 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Contemporary <br>Amperex <br>Technology Co. <br>Ltd., Class A<br>| 923820 | &nbsp;&nbsp;46613250 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Continental Aerospace <br>Technologies <br>Holding Ltd.<br>| 17942207 | &nbsp;&nbsp;389871 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;COSCO SHIPPING <br>Development Co. <br>Ltd., Class H<br>| 25500300 | &nbsp;&nbsp;3625951 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;COSCO SHIPPING <br>Energy <br>Transportation Co. <br>Ltd., Class H<br>| 8722000 | &nbsp;&nbsp;15711693 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;COSCO SHIPPING <br>Holdings Co. Ltd., <br>Class H<br>| 14798849 | &nbsp;&nbsp;26001018 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;COSCO SHIPPING <br>International Hong <br>Kong Co. Ltd.<br>| 3626000 | &nbsp;&nbsp;2941024 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;COSCO SHIPPING <br>Ports Ltd.<br>| 8669663 | &nbsp;&nbsp;6869842 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;COSCO SHIPPING <br>Specialized Carriers <br>Co. Ltd., Class A<br>| 1005900 | &nbsp;&nbsp;1130794 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;COSCO SHIPPING <br>Technology Co. <br>Ltd., Class A<br>| 122000 | &nbsp;&nbsp;285674 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Cosonic Intelligent <br>Technologies Co. <br>Ltd., Class A<br>| 181200 | &nbsp;&nbsp;$432139 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;CQ Pharmaceutical <br>Holding Co. Ltd., <br>Class A<br>| 1145354 | &nbsp;&nbsp;996859 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Crazy Sports Group <br>Ltd.<br>| 16280600 | &nbsp;&nbsp;191601 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;CRRC Corp. Ltd., <br>Class H<br>| 12946000 | &nbsp;&nbsp;9617147 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Crystal Clear <br>Electronic Material <br>Co. Ltd., Class A<br>| 255766 | &nbsp;&nbsp;646893 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp;CSC Financial Co. <br>Ltd., Class H<br>| 1169000 | &nbsp;&nbsp;1884224 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;CSG Holding Co. Ltd., <br>Class A<br>| 1190296 | &nbsp;&nbsp;796612 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;CSG Smart <br>Science&Technology <br>Co. Ltd., Class A<br>| 253900 | &nbsp;&nbsp;418114 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;CSPC Innovation <br>Pharmaceutical Co. <br>Ltd., Class A<br>| 97857 | &nbsp;&nbsp;548513 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;CSPC Pharmaceutical <br>Group Ltd.<br>| 53636400 | &nbsp;&nbsp;65797687 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;CSSC Hong Kong <br>Shipping Co. Ltd.<br>| 11548000 | &nbsp;&nbsp;3160799 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;CSSC Science & <br>Technology Co. <br>Ltd., Class A<br>| 386400 | &nbsp;&nbsp;638299 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;CTS International <br>Logistics Corp. Ltd., <br>Class A<br>| 1080550 | &nbsp;&nbsp;927917 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Cutia Therapeutics, <br>Class H<br>| 5400 | &nbsp;&nbsp;3328 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;CWT International <br>Ltd.<br>| 23990000 | &nbsp;&nbsp;893521 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Cybrid Technologies, <br>Inc., Class A<br>| 165000 | &nbsp;&nbsp;383792 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Daan Gene Co. Ltd., <br>Class A<br>| 786280 | &nbsp;&nbsp;747254 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Dajin Heavy Industry <br>Co. Ltd., Class A<br>| 107700 | &nbsp;&nbsp;953154 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Dalian Huarui Heavy <br>Industry Group Co. <br>Ltd., Class A<br>| 1594163 | &nbsp;&nbsp;1644658 |
| #\* | Dalipal Holdings Ltd. | 1812000 | &nbsp;&nbsp;1418658 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Damai Entertainment <br>Holdings Ltd.<br>| 87520000 | &nbsp;&nbsp;11047466 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Daphne International <br>Holdings Ltd.<br>| 130000 | &nbsp;&nbsp;6748 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Daqin Railway Co. <br>Ltd., Class A<br>| 2784238 | &nbsp;&nbsp;2011461 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Dashang Co. Ltd., <br>Class A<br>| 293672 | &nbsp;&nbsp;769209 |

---

------

**Emerging Markets Core Equity 2 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;DaShenLin <br>Pharmaceutical <br>Group Co. Ltd., <br>Class A<br>| 362856 | &nbsp;&nbsp;$1044491 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Datang International <br>Power Generation <br>Co. Ltd., Class H<br>| 12070000 | &nbsp;&nbsp;3627276 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Datang Telecom <br>Technology Co. <br>Ltd., Class A<br>| 244900 | &nbsp;&nbsp;338254 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Dawei Technology <br>Guangdong Group <br>Co. Ltd., Class A<br>| 94600 | &nbsp;&nbsp;137542 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Dawnrays <br>Pharmaceutical <br>Holdings Ltd.<br>| 5718982 | &nbsp;&nbsp;848877 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Dazhong <br>Transportation <br>Group Co. Ltd., <br>Class A<br>| 793800 | &nbsp;&nbsp;650848 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Dazzle Fashion Co. <br>Ltd., Class A<br>| 83600 | &nbsp;&nbsp;158771 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;DBAPP Security Ltd., <br>Class A<br>| 38474 | &nbsp;&nbsp;310191 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;DBG Technology Co. <br>Ltd., Class A<br>| 150256 | &nbsp;&nbsp;535879 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;DeHua TB New <br>Decoration <br>Materials Co. Ltd., <br>Class A<br>| 542283 | &nbsp;&nbsp;1259230 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Deppon Logistics Co. <br>Ltd., Class A<br>| 455000 | &nbsp;&nbsp;1234331 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Dezhan Healthcare <br>Co. Ltd., Class A<br>| 1061300 | &nbsp;&nbsp;657822 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;DHC Software Co. <br>Ltd., Class A<br>| 697312 | &nbsp;&nbsp;972177 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Dian Diagnostics <br>Group Co. Ltd., <br>Class A<br>| 341679 | &nbsp;&nbsp;1174877 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Digital China Group <br>Co. Ltd., Class A<br>| 258125 | &nbsp;&nbsp;1409449 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Digital China Holdings <br>Ltd.<br>| 4377000 | &nbsp;&nbsp;1491752 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Digital China <br>Information Service <br>Group Co. Ltd., <br>Class A<br>| 361457 | &nbsp;&nbsp;837989 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Dingdang Health <br>Technology Group <br>Ltd.<br>| 668000 | &nbsp;&nbsp;83677 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Do-Fluoride New <br>Materials Co. Ltd., <br>Class A<br>| 237951 | &nbsp;&nbsp;991589 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Dong-E-E-Jiao Co. <br>Ltd., Class A<br>| 132743 | &nbsp;&nbsp;967156 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |  |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Dongfang Electric <br>Corp. Ltd., Class H<br>| 1788600 | &nbsp;&nbsp;$5829440 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Dongfang Electronics <br>Co. Ltd., Class A<br>| 347053 | &nbsp;&nbsp;658011 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;DongFeng Automobile <br>Co. Ltd., Class A<br>| 403200 | &nbsp;&nbsp;402109 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Dongfeng Electronic <br>Technology Co. <br>Ltd., Class A<br>| 295530 | &nbsp;&nbsp;504464 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Dongfeng Motor <br>Group Co. Ltd., <br>Class H<br>| 16158000 | &nbsp;&nbsp;18679621 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Dongguan Aohai <br>Technology Co. <br>Ltd., Class A<br>| 125740 | &nbsp;&nbsp;885807 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Dongguan <br>Development <br>Holdings Co. Ltd., <br>Class A<br>| 420100 | &nbsp;&nbsp;664675 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Dongguan Rural <br>Commercial Bank <br>Co. Ltd., Class H<br>| 50000 | &nbsp;&nbsp;22071 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Dongguan Yutong <br>Optical Technology <br>Co. Ltd., Class A<br>| 154300 | &nbsp;&nbsp;600737 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Donghua Testing <br>Technology Co. <br>Ltd., Class A<br>| 36300 | &nbsp;&nbsp;224841 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Dongjiang <br>Environmental Co. <br>Ltd., Class H<br>| 546995 | &nbsp;&nbsp;165760 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Dongxing Securities <br>Co. Ltd., Class A<br>| 581155 | &nbsp;&nbsp;1162027 |
|  | Dongyue Group Ltd. | 13139000 | &nbsp;&nbsp;20597361 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Double Medical <br>Technology, Inc., <br>Class A<br>| 20500 | &nbsp;&nbsp;150923 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Doushen Beijing <br>Education & <br>Technology, Inc., <br>Class A<br>| 65500 | &nbsp;&nbsp;67168 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;DouYu International <br>Holdings Ltd., ADR<br>| 67516 | &nbsp;&nbsp;430075 |
| \* | DPC Dash Ltd. | 88500 | &nbsp;&nbsp;749587 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Dynagreen <br>Environmental <br>Protection Group <br>Co. Ltd., Class H<br>| 2883000 | &nbsp;&nbsp;1960897 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Eaglerise Electric & <br>Electronic China <br>Co. Ltd., Class A<br>| 320800 | &nbsp;&nbsp;1793768 |
| #\*Ω | East Buy Holding Ltd. | 1287000 | &nbsp;&nbsp;4397421 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;East Money <br>Information Co. <br>Ltd., Class A<br>| 923330 | &nbsp;&nbsp;3014941 |

---

------

**Emerging Markets Core Equity 2 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Eastcompeace <br>Technology Co. <br>Ltd., Class A<br>| 184700 | &nbsp;&nbsp;$614231 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Eastern <br>Communications <br>Co. Ltd., Class A<br>| 177500 | &nbsp;&nbsp;472471 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Easyhome New Retail <br>Group Co. Ltd., <br>Class A<br>| 2085200 | &nbsp;&nbsp;931816 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;E-Commodities <br>Holdings Ltd.<br>| 9880000 | &nbsp;&nbsp;1125576 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Ecovacs Robotics Co. <br>Ltd., Class A<br>| 74692 | &nbsp;&nbsp;770727 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Edan Instruments, <br>Inc., Class A<br>| 254388 | &nbsp;&nbsp;523736 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Edifier Technology Co. <br>Ltd., Class A<br>| 272800 | &nbsp;&nbsp;482933 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Edvantage Group <br>Holdings Ltd.<br>| 3152088 | &nbsp;&nbsp;609484 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;EEKA Fashion <br>Holdings Ltd.<br>| 2155500 | &nbsp;&nbsp;1951433 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;EIT Environmental <br>Development Group <br>Co. Ltd., Class A<br>| 145919 | &nbsp;&nbsp;514487 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Electric Connector <br>Technology Co. <br>Ltd., Class A<br>| 162850 | &nbsp;&nbsp;999595 |
| \*†† | &nbsp;&nbsp;&nbsp;&nbsp;Elion Energy Co. Ltd., <br>Class A<br>| 1910265 | &nbsp;&nbsp;19244 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;EmbedWay <br>Technologies <br>Shanghai Corp., <br>Class A<br>| 57300 | &nbsp;&nbsp;238508 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;ENN Energy Holdings <br>Ltd.<br>| 2716000 | &nbsp;&nbsp;23381339 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;ENN Natural Gas Co. <br>Ltd., Class A<br>| 662095 | &nbsp;&nbsp;1858266 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Eoptolink Technology, <br>Inc. Ltd., Class A<br>| 137261 | &nbsp;&nbsp;8258824 |
|  | Era Co. Ltd., Class A | 762200 | &nbsp;&nbsp;493202 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Espressif Systems <br>Shanghai Co. Ltd., <br>Class A<br>| 14875 | &nbsp;&nbsp;359964 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Essex Bio-technology <br>Ltd.<br>| 1795000 | &nbsp;&nbsp;971069 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Estun Automation Co. <br>Ltd., Class A<br>| 7600 | &nbsp;&nbsp;25743 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Eternal Asia Supply <br>Chain Management <br>Ltd., Class A<br>| 715400 | &nbsp;&nbsp;623507 |
| \* | ETHK Labs, Inc. | 677000 | &nbsp;&nbsp;127011 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;EVA Precision <br>Industrial Holdings <br>Ltd.<br>| 9250516 | &nbsp;&nbsp;1098076 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Eve Energy Co. Ltd., <br>Class A<br>| 220597 | &nbsp;&nbsp;2023884 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |  |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Ever Sunshine <br>Services Group <br>Ltd.<br>| 5654000 | &nbsp;&nbsp;$1326373 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp;Everbright Securities <br>Co. Ltd., Class H<br>| 1197200 | &nbsp;&nbsp;1361335 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;EverChina <br>International <br>Holdings Co. Ltd.<br>| 18107500 | &nbsp;&nbsp;232142 |
| \*Ω | &nbsp;&nbsp;&nbsp;&nbsp;Everest Medicines <br>Ltd.<br>| 411500 | &nbsp;&nbsp;2050673 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;EverProX <br>Technologies Co. <br>Ltd., Class A<br>| 21700 | &nbsp;&nbsp;503033 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Excellence <br>Commercial <br>Property & Facilities <br>Management Group <br>Ltd.<br>| 990000 | &nbsp;&nbsp;103809 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Explosive Co. Ltd., <br>Class A<br>| 236300 | &nbsp;&nbsp;479987 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Eyebright Medical <br>Technology Beijing <br>Co. Ltd., Class A<br>| 35270 | &nbsp;&nbsp;305724 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Fangda Carbon New <br>Material Co. Ltd., <br>Class A<br>| 806329 | &nbsp;&nbsp;664977 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Fangda Special Steel <br>Technology Co. <br>Ltd., Class A<br>| 1055631 | &nbsp;&nbsp;982366 |
|  | Far East Horizon Ltd. | 16837000 | &nbsp;&nbsp;16842420 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Far East Smarter <br>Energy Co. Ltd., <br>Class A<br>| 580000 | &nbsp;&nbsp;1007280 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Farasis Energy Gan <br>Zhou Co. Ltd., <br>Class A<br>| 256681 | &nbsp;&nbsp;537877 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;FAW Jiefang Group <br>Co. Ltd., Class A<br>| 428900 | &nbsp;&nbsp;427027 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;FAWER Automotive <br>Parts Co. Ltd., <br>Class A<br>| 1246978 | &nbsp;&nbsp;982882 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Feilong Auto <br>Components Co. <br>Ltd., Class A<br>| 396100 | &nbsp;&nbsp;1662121 |
| \*Ω | &nbsp;&nbsp;&nbsp;&nbsp;Feiyu Technology <br>International Co. <br>Ltd.<br>| 340500 | &nbsp;&nbsp;29828 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Fengzhushou Co. <br>Ltd., Class A<br>| 14300 | &nbsp;&nbsp;82923 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Ferrotec Anhui <br>Technology <br>Development Co. <br>Ltd., Class A<br>| 49300 | &nbsp;&nbsp;291037 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;FESCO Group Co. <br>Ltd., Class A<br>| 188700 | &nbsp;&nbsp;504520 |

---

------

**Emerging Markets Core Equity 2 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Fiberhome <br>Telecommunication <br>Technologies Co. <br>Ltd., Class A<br>| 226700 | &nbsp;&nbsp;$1285986 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Fibocom Wireless, <br>Inc., Class A<br>| 141494 | &nbsp;&nbsp;587738 |
| \* | FIH Mobile Ltd. | 1213800 | &nbsp;&nbsp;3102764 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Financial Street <br>Holdings Co. Ltd., <br>Class A<br>| 1428957 | &nbsp;&nbsp;581951 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;FinVolution Group, <br>ADR<br>| 983717 | &nbsp;&nbsp;5046468 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;First Capital Securities <br>Co. Ltd., Class A<br>| 597100 | &nbsp;&nbsp;595342 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;First Tractor Co. Ltd., <br>Class H<br>| 2062000 | &nbsp;&nbsp;2423084 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Flat Glass Group Co. <br>Ltd., Class H<br>| 2305000 | &nbsp;&nbsp;3221187 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Focus Lightings Tech <br>Co. Ltd., Class A<br>| 454720 | &nbsp;&nbsp;667883 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Focus Media <br>Information <br>Technology Co. <br>Ltd., Class A<br>| 2460600 | &nbsp;&nbsp;2549778 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Focused Photonics <br>Hangzhou, Inc., <br>Class A<br>| 260000 | &nbsp;&nbsp;578047 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Focuslight <br>Technologies, Inc., <br>Class A<br>| 27506 | &nbsp;&nbsp;996865 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Foryou Corp., <br>Class A<br>| 187100 | &nbsp;&nbsp;857029 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Foshan Electrical & <br>Lighting Co. Ltd., <br>Class A<br>| 610100 | &nbsp;&nbsp;550944 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Foshan Haitian <br>Flavouring & Food <br>Co. Ltd., Class A<br>| 549025 | &nbsp;&nbsp;2785861 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Foshan Nationstar <br>Optoelectronics Co. <br>Ltd., Class A<br>| 470984 | &nbsp;&nbsp;575735 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Fosun International <br>Ltd.<br>| 11497120 | &nbsp;&nbsp;6116790 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Founder Holdings <br>Ltd.<br>| 1088000 | &nbsp;&nbsp;107073 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Founder Securities <br>Co. Ltd., Class A<br>| 730500 | &nbsp;&nbsp;826227 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Fountain SET <br>Holdings Ltd.<br>| 234000 | &nbsp;&nbsp;20594 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Foxconn Industrial <br>Internet Co. Ltd., <br>Class A<br>| 1694056 | &nbsp;&nbsp;13995163 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Friend Co. Ltd., <br>Class A<br>| 85700 | &nbsp;&nbsp;169177 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |  |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Fu Shou Yuan <br>International Group <br>Ltd.<br>| 8485000 | &nbsp;&nbsp;$2805180 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Fuan Pharmaceutical <br>Group Co. Ltd., <br>Class A<br>| 337800 | &nbsp;&nbsp;218315 |
| # | Fufeng Group Ltd. | 17110800 | &nbsp;&nbsp;18515622 |
| #\*†† | Fuguiniao Co. Ltd. | 782600 | &nbsp;&nbsp;0 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Fujian Apex Software <br>Co. Ltd., Class A<br>| 66160 | &nbsp;&nbsp;348268 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Fujian Boss Software <br>Development Co. <br>Ltd., Class A<br>| 291996 | &nbsp;&nbsp;557604 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Fujian Cosunter <br>Pharmaceutical Co. <br>Ltd., Class A<br>| 5200 | &nbsp;&nbsp;74567 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Fujian Funeng Co. <br>Ltd., Class A<br>| 719783 | &nbsp;&nbsp;944368 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Fujian Fuxin Software <br>Development JSC <br>Ltd., Class A<br>| 34467 | &nbsp;&nbsp;529747 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Fujian Kuncai Material <br>Technology Co. <br>Ltd., Class A<br>| 81100 | &nbsp;&nbsp;191094 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Fujian Longking Co. <br>Ltd., Class A<br>| 462211 | &nbsp;&nbsp;1218455 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Fujian Qingshan <br>Paper Industry Co. <br>Ltd., Class A<br>| 889000 | &nbsp;&nbsp;487980 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Fujian Snowman <br>Group Co. Ltd., <br>Class A<br>| 304800 | &nbsp;&nbsp;860367 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Fujian Star-net <br>Communication Co. <br>Ltd., Class A<br>| 190108 | &nbsp;&nbsp;782950 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Fujian Sunner <br>Development Co. <br>Ltd., Class A<br>| 430208 | &nbsp;&nbsp;1066830 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Fujian Tianma <br>Science & <br>Technology Group <br>Co. Ltd., Class A<br>| 328120 | &nbsp;&nbsp;728894 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Fujian Yongfu Power <br>Engineering Co. <br>Ltd., Class A<br>| 9500 | &nbsp;&nbsp;38151 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Fujian Yuanli Active <br>Carbon Co. Ltd., <br>Class A<br>| 179000 | &nbsp;&nbsp;421509 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Fulin Precision Co. <br>Ltd., Class A<br>| 294420 | &nbsp;&nbsp;717684 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Fushun Special Steel <br>Co. Ltd., Class A<br>| 870900 | &nbsp;&nbsp;819408 |
| \* | Future Machine Ltd. | 619000 | &nbsp;&nbsp;80561 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp;Fuyao Glass Industry <br>Group Co. Ltd., <br>Class H<br>| 2911600 | &nbsp;&nbsp;24956813 |

---

------

**Emerging Markets Core Equity 2 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Gan & Lee <br>Pharmaceuticals <br>Co. Ltd., Class A<br>| 74000 | &nbsp;&nbsp;$720401 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp;Ganfeng Lithium <br>Group Co. Ltd., <br>Class H<br>| 1515239 | &nbsp;&nbsp;11567323 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Gansu Energy <br>Chemical Co. Ltd., <br>Class A<br>| 3848240 | &nbsp;&nbsp;1372057 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Gansu Jiu Steel <br>Group Hongxing <br>Iron & Steel Co. <br>Ltd., Class A<br>| 962600 | &nbsp;&nbsp;266822 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Gansu Shangfeng <br>Cement Co. Ltd., <br>Class A<br>| 604290 | &nbsp;&nbsp;1254367 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Gansu Yasheng <br>Industrial Group Co. <br>Ltd., Class A<br>| 1353900 | &nbsp;&nbsp;729156 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Gaona Aero Material <br>Co. Ltd., Class A<br>| 372700 | &nbsp;&nbsp;1089336 |
|  | Gaush Meditech Ltd. | 196700 | &nbsp;&nbsp;178890 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;G-bits Network <br>Technology Xiamen <br>Co. Ltd., Class A<br>| 21200 | &nbsp;&nbsp;1386177 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;GCL Energy <br>Technology Co. <br>Ltd., Class A<br>| 683495 | &nbsp;&nbsp;1032033 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;GCL New Energy <br>Holdings Ltd.<br>| 2556218 | &nbsp;&nbsp;432106 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;GCL System <br>Integration <br>Technology Co. <br>Ltd., Class A<br>| 253800 | &nbsp;&nbsp;120131 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;GCL Technology <br>Holdings Ltd.<br>| 110638320 | &nbsp;&nbsp;15307052 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;GD Power <br>Development Co. <br>Ltd., Class A<br>| 1913278 | &nbsp;&nbsp;1274592 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;GDS Holdings Ltd. <br>(9698 HK), Class A<br>| 4254500 | &nbsp;&nbsp;23689462 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;GDS Holdings Ltd. <br>(GDS US), ADR<br>| 145833 | &nbsp;&nbsp;6517277 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Geely Automobile <br>Holdings Ltd.<br>| 23035000 | &nbsp;&nbsp;47417377 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;GEM Co. Ltd., <br>Class A<br>| 1344000 | &nbsp;&nbsp;1733819 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Gemdale Corp., <br>Class A<br>| 1755100 | &nbsp;&nbsp;820644 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Gemdale Properties & <br>Investment Corp. <br>Ltd.<br>| 38262000 | &nbsp;&nbsp;881494 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;GemPharmatech Co. <br>Ltd., Class A<br>| 155068 | &nbsp;&nbsp;389397 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |  |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp;Genertec Universal <br>Medical Group Co. <br>Ltd.<br>| 6737000 | &nbsp;&nbsp;$5294448 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Genimous Technology <br>Co. Ltd., Class A<br>| 477000 | &nbsp;&nbsp;644884 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Genscript Biotech <br>Corp.<br>| 6064000 | &nbsp;&nbsp;9954060 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Geo-Jade Petroleum <br>Corp., Class A<br>| 1558900 | &nbsp;&nbsp;1224655 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Geovis Technology <br>Co. Ltd., Class A<br>| 85677 | &nbsp;&nbsp;871681 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;GEPIC Energy <br>Development Co. <br>Ltd., Class A<br>| 522400 | &nbsp;&nbsp;517209 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Getein Biotech, Inc., <br>Class A<br>| 282378 | &nbsp;&nbsp;350312 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;GF Securities Co. <br>Ltd., Class H<br>| 3529200 | &nbsp;&nbsp;8235592 |
| #Ω | &nbsp;&nbsp;&nbsp;&nbsp;Giant Biogene Holding <br>Co. Ltd.<br>| 1739800 | &nbsp;&nbsp;7403296 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Giantec <br>Semiconductor <br>Corp., Class A<br>| 18472 | &nbsp;&nbsp;490418 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Ginlong Technologies <br>Co. Ltd., Class A<br>| 99159 | &nbsp;&nbsp;1183662 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Glarun Technology <br>Co. Ltd., Class A<br>| 91387 | &nbsp;&nbsp;381494 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Global New Material <br>International <br>Holdings Ltd.<br>| 474000 | &nbsp;&nbsp;536654 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;GoerTek, Inc., <br>Class A<br>| 459244 | &nbsp;&nbsp;1719456 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Goke Microelectronics <br>Co. Ltd., Class A<br>| 16700 | &nbsp;&nbsp;340506 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Goldcard Smart Group <br>Co. Ltd., Class A<br>| 140500 | &nbsp;&nbsp;324660 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp;Golden Throat <br>Holdings Group Co. <br>Ltd.<br>| 1327500 | &nbsp;&nbsp;550195 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Goldenmax <br>International Group <br>Ltd., Class A<br>| 368071 | &nbsp;&nbsp;1354855 |
|  | Goldpac Group Ltd. | 2119000 | &nbsp;&nbsp;222698 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Goldwind Science & <br>Technology Co. <br>Ltd., Class H<br>| 5009984 | &nbsp;&nbsp;9354830 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;GOME Retail Holdings <br>Ltd.<br>| 8015660 | &nbsp;&nbsp;16388 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Goneo Group Co. <br>Ltd., Class A<br>| 97272 | &nbsp;&nbsp;585031 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Goodbaby <br>International <br>Holdings Ltd.<br>| 3839000 | &nbsp;&nbsp;530894 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;GoodWe Technologies <br>Co. Ltd. (688390 <br>C1), Class A<br>| 53536 | &nbsp;&nbsp;648913 |

---

------

**Emerging Markets Core Equity 2 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |  |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Gosuncn Technology <br>Group Co. Ltd., <br>Class A<br>| 142200 | &nbsp;&nbsp;$131100 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Gotion High-tech Co. <br>Ltd., Class A<br>| 323200 | &nbsp;&nbsp;1766945 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Grand Pharmaceutical <br>Group Ltd.<br>| 10364500 | &nbsp;&nbsp;10371193 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Grandblue <br>Environment Co. <br>Ltd., Class A<br>| 135827 | &nbsp;&nbsp;577607 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Grandjoy Holdings <br>Group Co. Ltd., <br>Class A<br>| 1565201 | &nbsp;&nbsp;881437 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Great Wall Motor Co. <br>Ltd., Class H<br>| 10215250 | &nbsp;&nbsp;17403744 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Greatoo Intelligent <br>Equipment, Inc., <br>Class A<br>| 174200 | &nbsp;&nbsp;193627 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Greattown Holdings <br>Ltd., Class A<br>| 607052 | &nbsp;&nbsp;438170 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Gree Electric <br>Appliances, Inc. of <br>Zhuhai, Class A<br>| 686953 | &nbsp;&nbsp;3827536 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Green Development <br>Electricity Group of <br>Tianjin Co. Ltd., <br>Class A<br>| 665905 | &nbsp;&nbsp;809182 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Greentown China <br>Holdings Ltd.<br>| 8356500 | &nbsp;&nbsp;11960518 |
| #Ω | &nbsp;&nbsp;&nbsp;&nbsp;Greentown <br>Management <br>Holdings Co. Ltd.<br>| 2673000 | &nbsp;&nbsp;1125089 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Greentown Service <br>Group Co. Ltd.<br>| 11114000 | &nbsp;&nbsp;6462062 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;GRG Banking <br>Equipment Co. Ltd., <br>Class A<br>| 431426 | &nbsp;&nbsp;798330 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;GRG Metrology & Test <br>Group Co. Ltd., <br>Class A<br>| 364000 | &nbsp;&nbsp;1242272 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Grinm Advanced <br>Materials Co. Ltd., <br>Class A<br>| 65000 | &nbsp;&nbsp;207865 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Guangdong <br>Advertising Group <br>Co. Ltd., Class A<br>| 251200 | &nbsp;&nbsp;437316 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Guangdong Aofei <br>Data Technology <br>Co. Ltd., Class A<br>| 348643 | &nbsp;&nbsp;1192659 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Guangdong Baolihua <br>New Energy Stock <br>Co. Ltd., Class A<br>| 1090711 | &nbsp;&nbsp;701460 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Guangdong <br>Construction <br>Engineering Group <br>Co. Ltd., Class A<br>| 1533000 | &nbsp;&nbsp;839992 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |  |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Guangdong Create <br>Century Intelligent <br>Equipment Group <br>Corp. Ltd., Class A<br>| 361828 | &nbsp;&nbsp;$464891 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Guangdong Dongfang <br>Precision Science & <br>Technology Co. <br>Ltd., Class A<br>| 425702 | &nbsp;&nbsp;1097426 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Guangdong Dongpeng <br>Holdings Co. Ltd., <br>Class A<br>| 745888 | &nbsp;&nbsp;788738 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Guangdong Dowstone <br>Technology Co. <br>Ltd., Class A<br>| 162232 | &nbsp;&nbsp;684901 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Guangdong Electric <br>Power Development <br>Co. Ltd., Class A<br>| 340900 | &nbsp;&nbsp;239810 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Guangdong Ellington <br>Electronics <br>Technology Co. <br>Ltd., Class A<br>| 565816 | &nbsp;&nbsp;920368 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Guangdong Fenghua <br>Advanced <br>Technology Holding <br>Co. Ltd., Class A<br>| 232200 | &nbsp;&nbsp;681882 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Guangdong Goworld <br>Co. Ltd., Class A<br>| 343600 | &nbsp;&nbsp;705866 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Guangdong Great <br>River Smarter <br>Logistics Co. Ltd., <br>Class A<br>| 207564 | &nbsp;&nbsp;351386 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Guangdong <br>Guangzhou Daily <br>Media Co. Ltd., <br>Class A<br>| 364600 | &nbsp;&nbsp;643056 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Guangdong Guanhao <br>High-Tech Co. Ltd., <br>Class A<br>| 581404 | &nbsp;&nbsp;294911 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Guangdong Haid <br>Group Co. Ltd., <br>Class A<br>| 317568 | &nbsp;&nbsp;2355464 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Guangdong HEC <br>Technology Holding <br>Co. Ltd., Class A<br>| 343545 | &nbsp;&nbsp;1345942 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Guangdong Hongda <br>Holdings Group Co. <br>Ltd., Class A<br>| 164900 | &nbsp;&nbsp;1162767 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Guangdong Hongtu <br>Technology <br>Holdings Co. Ltd., <br>Class A<br>| 548700 | &nbsp;&nbsp;954495 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Guangdong Hoshion <br>Industrial Aluminium <br>Co. Ltd., Class A<br>| 128600 | &nbsp;&nbsp;428878 |

---

------

**Emerging Markets Core Equity 2 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Guangdong Huate <br>Gas Co. Ltd., <br>Class A<br>| 40695 | &nbsp;&nbsp;$385730 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Guangdong <br>Investment Ltd.<br>| 12158000 | &nbsp;&nbsp;11494640 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Guangdong Jia Yuan <br>Technology Shares <br>Co. Ltd., Class A<br>| 166569 | &nbsp;&nbsp;1030699 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Guangdong Kinlong <br>Hardware Products <br>Co. Ltd., Class A<br>| 205100 | &nbsp;&nbsp;725155 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Guangdong Land <br>Holdings Ltd.<br>| 1870494 | &nbsp;&nbsp;55049 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Guangdong Lingxiao <br>Pump Industry Co. <br>Ltd., Class A<br>| 213700 | &nbsp;&nbsp;545383 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Guangdong Provincial <br>Expressway <br>Development Co. <br>Ltd., Class A<br>| 812311 | &nbsp;&nbsp;1425235 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Guangdong Shenglu <br>Telecommunication <br>Tech Co. Ltd., <br>Class A<br>| 345100 | &nbsp;&nbsp;596525 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Guangdong Sirio <br>Pharma Co. Ltd., <br>Class A<br>| 188487 | &nbsp;&nbsp;635787 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Guangdong South <br>New Media Co. <br>Ltd., Class A<br>| 153310 | &nbsp;&nbsp;1010817 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Guangdong Tapai <br>Group Co. Ltd., <br>Class A<br>| 469895 | &nbsp;&nbsp;664144 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Guangdong TCL <br>Smart Home <br>Appliances Co. Ltd.<br>| 614100 | &nbsp;&nbsp;889075 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Guangdong Topstar <br>Technology Co. <br>Ltd., Class A<br>| 46762 | &nbsp;&nbsp;203392 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Guangdong Vanward <br>New Electric Co. <br>Ltd., Class A<br>| 564800 | &nbsp;&nbsp;815232 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Guangdong Xinbao <br>Electrical <br>Appliances Holdings <br>Co. Ltd., Class A<br>| 607800 | &nbsp;&nbsp;1262878 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Guangdong Yowant <br>Technology Group <br>Co. Ltd., Class A<br>| 730279 | &nbsp;&nbsp;775465 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Guangdong Zhongnan <br>Iron & Steel Co. <br>Ltd., Class A<br>| 1344581 | &nbsp;&nbsp;509038 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Guangdong <br>Zhongsheng <br>Pharmaceutical Co. <br>Ltd., Class A<br>| 75204 | &nbsp;&nbsp;207188 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Guanghui Energy Co. <br>Ltd., Class A<br>| 2456214 | &nbsp;&nbsp;$1984537 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Guanghui Logistics <br>Co. Ltd., Class A<br>| 555700 | &nbsp;&nbsp;522773 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Guangshen Railway <br>Co. Ltd., Class H<br>| 10624700 | &nbsp;&nbsp;2996948 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Guangxi Energy Co. <br>Ltd., Class A<br>| 408800 | &nbsp;&nbsp;228262 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Guangxi Huaxi <br>Nonferrous Metal <br>Co. Ltd., Class A<br>| 284600 | &nbsp;&nbsp;2273784 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Guangxi Liugong <br>Machinery Co. Ltd., <br>Class A<br>| 623063 | &nbsp;&nbsp;1019472 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Guangxi LiuYao <br>Group Co. Ltd., <br>Class A<br>| 257400 | &nbsp;&nbsp;673088 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Guangxi Wuzhou <br>Communications <br>Co. Ltd., Class A<br>| 889863 | &nbsp;&nbsp;515961 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Guangxi Wuzhou <br>Zhongheng Group <br>Co. Ltd., Class A<br>| 1947914 | &nbsp;&nbsp;717435 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;GuangYuYuan <br>Chinese Herbal <br>Medicine Co. Ltd., <br>Class A<br>| 95100 | &nbsp;&nbsp;245992 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Guangzhou <br>Automobile Group <br>Co. Ltd., Class H<br>| 13783690 | &nbsp;&nbsp;6471524 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Guangzhou Baiyun <br>International Airport <br>Co. Ltd., Class A<br>| 669826 | &nbsp;&nbsp;921327 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Guangzhou <br>Baiyunshan <br>Pharmaceutical <br>Holdings Co. Ltd., <br>Class H<br>| 1358000 | &nbsp;&nbsp;3296217 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Guangzhou <br>Development <br>Group, Inc., <br>Class A<br>| 541900 | &nbsp;&nbsp;557161 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Guangzhou Great <br>Power Energy & <br>Technology Co. <br>Ltd., Class A<br>| 92700 | &nbsp;&nbsp;601440 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Guangzhou Haige <br>Communications <br>Group, Inc. Co., <br>Class A<br>| 371150 | &nbsp;&nbsp;933570 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Guangzhou Haoyang <br>Electronic Co. Ltd., <br>Class A<br>| 69400 | &nbsp;&nbsp;457567 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Guangzhou KDT <br>Machinery Group <br>Co. Ltd., Class A<br>| 312310 | &nbsp;&nbsp;831711 |

---

------

**Emerging Markets Core Equity 2 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Guangzhou Kingmed <br>Diagnostics Group <br>Co. Ltd., Class A<br>| 112200 | &nbsp;&nbsp;$516119 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Guangzhou Lingnan <br>Group Holdings Co. <br>Ltd., Class A<br>| 374400 | &nbsp;&nbsp;685593 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Guangzhou Pearl <br>River Piano Group <br>Co. Ltd., Class A<br>| 313900 | &nbsp;&nbsp;237594 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Guangzhou Port Co. <br>Ltd., Class A<br>| 878400 | &nbsp;&nbsp;450131 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Guangzhou R&F <br>Properties Co. Ltd., <br>Class H<br>| 1999200 | &nbsp;&nbsp;145619 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Guangzhou <br>Restaurant Group <br>Co. Ltd., Class A<br>| 310087 | &nbsp;&nbsp;806787 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Guangzhou Shiyuan <br>Electronic <br>Technology Co. <br>Ltd., Class A<br>| 87224 | &nbsp;&nbsp;495917 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Guangzhou Sie <br>Consulting Co. Ltd., <br>Class A<br>| 203100 | &nbsp;&nbsp;672127 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Guangzhou Tinci <br>Materials <br>Technology Co. <br>Ltd., Class A<br>| 233860 | &nbsp;&nbsp;1369002 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Guangzhou Wondfo <br>Biotech Co. Ltd., <br>Class A<br>| 290846 | &nbsp;&nbsp;897033 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Guangzhou Yuexiu <br>Capital Holdings <br>Group Co. Ltd., <br>Class A<br>| 756337 | &nbsp;&nbsp;1112850 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Guangzhou Zhiguang <br>Electric Co. Ltd., <br>Class A<br>| 341500 | &nbsp;&nbsp;636176 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Guangzhou Zhujiang <br>Brewery Co. Ltd., <br>Class A<br>| 372700 | &nbsp;&nbsp;507763 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Guilin Layn Natural <br>Ingredients Corp., <br>Class A<br>| 402820 | &nbsp;&nbsp;534283 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Guilin Sanjin <br>Pharmaceutical Co. <br>Ltd., Class A<br>| 274782 | &nbsp;&nbsp;575152 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Guizhou Bailing Group <br>Pharmaceutical Co. <br>Ltd., Class A<br>| 458200 | &nbsp;&nbsp;278706 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Guizhou Broadcasting <br>& TV Information <br>Network Co. Ltd., <br>Class A<br>| 139200 | &nbsp;&nbsp;176920 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Guizhou Chanhen <br>Chemical Corp., <br>Class A<br>| 240300 | &nbsp;&nbsp;$1452104 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Guizhou Gas Group <br>Corp. Ltd., Class A<br>| 854160 | &nbsp;&nbsp;858078 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Guizhou Guihang <br>Automotive <br>Components Co. <br>Ltd., Class A<br>| 216100 | &nbsp;&nbsp;455950 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Guizhou Panjiang <br>Refined Coal Co. <br>Ltd., Class A<br>| 1483572 | &nbsp;&nbsp;1164862 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Guizhou Qianyuan <br>Power Co. Ltd., <br>Class A<br>| 125200 | &nbsp;&nbsp;315879 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Guizhou Red Star <br>Developing Co. <br>Ltd., Class A<br>| 111700 | &nbsp;&nbsp;309031 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Guizhou Sanli <br>Pharmaceutical Co. <br>Ltd., Class A<br>| 163200 | &nbsp;&nbsp;281195 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Guizhou Tyre Co. Ltd., <br>Class A<br>| 1026336 | &nbsp;&nbsp;760395 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Guizhou Xinbang <br>Pharmaceutical Co. <br>Ltd., Class A<br>| 1071897 | &nbsp;&nbsp;518118 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Guizhou Zhenhua <br>E-chem, Inc., <br>Class A<br>| 237584 | &nbsp;&nbsp;481082 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Guizhou Zhongyida <br>Co. Ltd., Class A<br>| 235100 | &nbsp;&nbsp;444295 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Guocheng Mining Co. <br>Ltd., Class A<br>| 17700 | &nbsp;&nbsp;67292 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Guoguang Electric Co. <br>Ltd., Class A<br>| 428363 | &nbsp;&nbsp;850495 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Guomai Technologies, <br>Inc., Class A<br>| 499854 | &nbsp;&nbsp;798092 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Guoquan Food <br>Shanghai Co. Ltd., <br>Class H<br>| 1131600 | &nbsp;&nbsp;617665 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Guosen Securities Co. <br>Ltd., Class A<br>| 764897 | &nbsp;&nbsp;1379528 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Guosheng Securities, <br>Inc., Class A<br>| 147476 | &nbsp;&nbsp;347402 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp;Guotai Haitong <br>Securities Co. Ltd., <br>Class H<br>| 5092680 | &nbsp;&nbsp;10839578 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Guoyuan Securities <br>Co. Ltd., Class A<br>| 761345 | &nbsp;&nbsp;914370 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Gushengtang <br>Holdings Ltd.<br>| 821600 | &nbsp;&nbsp;3101844 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;H World Group Ltd. <br>(1179 HK)<br>| 1141800 | &nbsp;&nbsp;5483769 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;H World Group Ltd. <br>(HTHT US), ADR<br>| 395705 | &nbsp;&nbsp;18799945 |

---

------

**Emerging Markets Core Equity 2 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |  |
| #\*Ω | &nbsp;&nbsp;&nbsp;&nbsp;Haichang Ocean Park <br>Holdings Ltd.<br>| 6938000 | &nbsp;&nbsp;$461835 |
| #Ω | &nbsp;&nbsp;&nbsp;&nbsp;Haidilao International <br>Holding Ltd.<br>| 7128000 | &nbsp;&nbsp;14532759 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Haier Smart Home <br>Co. Ltd. (600690 <br>C1), Class A<br>| 914762 | &nbsp;&nbsp;3305521 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Haier Smart Home <br>Co. Ltd. (6690 HK), <br>Class H<br>| 11027199 | &nbsp;&nbsp;36353553 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hailir Pesticides & <br>Chemicals Group <br>Co. Ltd., Class A<br>| 220124 | &nbsp;&nbsp;452973 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Hainan Airlines <br>Holding Co. Ltd., <br>Class A<br>| 5452800 | &nbsp;&nbsp;1326219 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Hainan Drinda New <br>Energy Technology <br>Co. Ltd., Class A<br>| 84900 | &nbsp;&nbsp;1229913 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Hainan Haide Capital <br>Management Co. <br>Ltd., Class A<br>| 871739 | &nbsp;&nbsp;728883 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Hainan Haiqi <br>Transportation <br>Group Co. Ltd., <br>Class A<br>| 107900 | &nbsp;&nbsp;352990 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hainan Jinpan Smart <br>Technology Co. <br>Ltd., Class A<br>| 76329 | &nbsp;&nbsp;1000848 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Hainan Meilan <br>International Airport <br>Co. Ltd., Class H<br>| 1777000 | &nbsp;&nbsp;2356400 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hainan Mining Co. <br>Ltd., Class A<br>| 377100 | &nbsp;&nbsp;684354 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hainan Strait Shipping <br>Co. Ltd., Class A<br>| 1108500 | &nbsp;&nbsp;1692202 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Haisco <br>Pharmaceutical <br>Group Co. Ltd., <br>Class A<br>| 77857 | &nbsp;&nbsp;567727 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Haitian International <br>Holdings Ltd.<br>| 6059000 | &nbsp;&nbsp;18743418 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp;Haitong UniTrust <br>International <br>Leasing Co. Ltd., <br>Class H<br>| 7430000 | &nbsp;&nbsp;750456 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hand Enterprise <br>Solutions Co. Ltd., <br>Class A<br>| 302734 | &nbsp;&nbsp;1152509 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hangcha Group Co. <br>Ltd., Class A<br>| 583556 | &nbsp;&nbsp;2328007 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hangxiao Steel <br>Structure Co. Ltd., <br>Class A<br>| 1802564 | &nbsp;&nbsp;889735 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hangzhou Advance <br>Gearbox Group Co. <br>Ltd., Class A<br>| 245500 | &nbsp;&nbsp;$584663 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hangzhou Binjiang <br>Real Estate Group <br>Co. Ltd., Class A<br>| 684399 | &nbsp;&nbsp;1143014 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hangzhou Chang <br>Chuan Technology <br>Co. Ltd., Class A<br>| 53000 | &nbsp;&nbsp;971710 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hangzhou Dptech <br>Technologies Co. <br>Ltd., Class A<br>| 128100 | &nbsp;&nbsp;341075 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Hangzhou Electronic <br>Soul Network <br>Technology Co. <br>Ltd., Class A<br>| 151900 | &nbsp;&nbsp;414780 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hangzhou First <br>Applied Material Co. <br>Ltd., Class A<br>| 386806 | &nbsp;&nbsp;946947 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hangzhou GreatStar <br>Industrial Co. Ltd.<br>| 226600 | &nbsp;&nbsp;1122576 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hangzhou Greenda <br>Electronic Materials <br>Co. Ltd., Class A<br>| 50200 | &nbsp;&nbsp;247058 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hangzhou Haoyue <br>Personal Care Co. <br>Ltd., Class A<br>| 140161 | &nbsp;&nbsp;624957 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hangzhou Honghua <br>Digital Technology <br>Stock Co. Ltd., <br>Class A<br>| 73173 | &nbsp;&nbsp;813746 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hangzhou Huawang <br>New Material <br>Technology Co. <br>Ltd., Class A<br>| 326928 | &nbsp;&nbsp;415846 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Hangzhou Iron & <br>Steel Co., Class A<br>| 273400 | &nbsp;&nbsp;355070 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Hangzhou Lion <br>Microelectronics Co. <br>Ltd., Class A<br>| 172020 | &nbsp;&nbsp;1051064 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hangzhou Onechance <br>Tech Corp., <br>Class A<br>| 109900 | &nbsp;&nbsp;674754 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hangzhou Oxygen <br>Plant Group Co. <br>Ltd., Class A<br>| 296357 | &nbsp;&nbsp;1329005 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hangzhou Robam <br>Appliances Co. Ltd., <br>Class A<br>| 327145 | &nbsp;&nbsp;987849 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hangzhou Shunwang <br>Technology Co. <br>Ltd., Class A<br>| 114200 | &nbsp;&nbsp;426739 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hangzhou Silan <br>Microelectronics Co. <br>Ltd., Class A<br>| 116400 | &nbsp;&nbsp;557465 |

---

------

**Emerging Markets Core Equity 2 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hangzhou Sunrise <br>Technology Co. <br>Ltd., Class A<br>| 232600 | &nbsp;&nbsp;$575950 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hangzhou Tigermed <br>Consulting Co. Ltd. <br>(300347 C2), <br>Class A<br>| 29300 | &nbsp;&nbsp;265688 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp;Hangzhou Tigermed <br>Consulting Co. Ltd. <br>(3347 HK), Class H<br>| 600400 | &nbsp;&nbsp;4242246 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hangzhou Weiguang <br>Electronic Co. Ltd., <br>Class A<br>| 32700 | &nbsp;&nbsp;166402 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hangzhou Zhongtai <br>Cryogenic <br>Technology Corp., <br>Class A<br>| 168300 | &nbsp;&nbsp;749825 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Han's Laser <br>Technology Industry <br>Group Co. Ltd., <br>Class A<br>| 144461 | &nbsp;&nbsp;1002381 |
| #Ω | &nbsp;&nbsp;&nbsp;&nbsp;Hansoh <br>Pharmaceutical <br>Group Co. Ltd.<br>| 1794000 | &nbsp;&nbsp;8841140 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hanwei Electronics <br>Group Corp., <br>Class A<br>| 59100 | &nbsp;&nbsp;471089 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Haohua Chemical <br>Science & <br>Technology Co. <br>Ltd., Class A<br>| 146500 | &nbsp;&nbsp;783584 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Haosen Fintech Group <br>Ltd.<br>| 8000 | &nbsp;&nbsp;11483 |
| \*Ω | &nbsp;&nbsp;&nbsp;&nbsp;Harbin Bank Co. Ltd., <br>Class H<br>| 5436000 | &nbsp;&nbsp;264592 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Harbin Boshi <br>Automation Co. <br>Ltd., Class A<br>| 361366 | &nbsp;&nbsp;854426 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Harbin Electric Co. <br>Ltd., Class H<br>| 4808587 | &nbsp;&nbsp;12214602 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Harbin Electric Corp. <br>Jiamusi Electric <br>Machine Co. Ltd., <br>Class A<br>| 546173 | &nbsp;&nbsp;1105292 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Harbin Gloria <br>Pharmaceuticals <br>Co. Ltd., Class A<br>| 1138900 | &nbsp;&nbsp;558909 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Harbin Pharmaceutical <br>Group Co. Ltd., <br>Class A<br>| 1717336 | &nbsp;&nbsp;869869 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;HBIS Resources Co. <br>Ltd., Class A<br>| 445700 | &nbsp;&nbsp;1528016 |
| \*Ω | HBM Holdings Ltd. | 2495000 | &nbsp;&nbsp;3806477 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Health & Happiness <br>H&H International <br>Holdings Ltd.<br>| 1440500 | &nbsp;&nbsp;2820068 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Healthcare Co. Ltd., <br>Class A<br>| 27490 | &nbsp;&nbsp;$39458 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Hebei Changshan <br>Biochemical <br>Pharmaceutical Co. <br>Ltd., Class A<br>| 65300 | &nbsp;&nbsp;520619 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Hebei Construction <br>Group Corp. Ltd., <br>Class H<br>| 19000 | &nbsp;&nbsp;906 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hebei Hengshui <br>Laobaigan Liquor <br>Co. Ltd., Class A<br>| 303600 | &nbsp;&nbsp;705022 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hebei Sinopack <br>Electronic <br>Technology Co. <br>Ltd., Class A<br>| 37520 | &nbsp;&nbsp;427879 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hebei Yangyuan <br>Zhihui Beverage <br>Co. Ltd., Class A<br>| 268134 | &nbsp;&nbsp;1219366 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hefei Jianghang <br>Aircraft Equipment <br>Co. Ltd., Class A<br>| 146056 | &nbsp;&nbsp;290648 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hefei Meiya <br>Optoelectronic <br>Technology, Inc., <br>Class A<br>| 259310 | &nbsp;&nbsp;763793 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hefei Urban <br>Construction <br>Development Co. <br>Ltd., Class A<br>| 611261 | &nbsp;&nbsp;1226517 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Heilongjiang <br>Agriculture Co. Ltd., <br>Class A<br>| 379800 | &nbsp;&nbsp;956206 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;HeiLongJiang ZBD <br>Pharmaceutical Co. <br>Ltd., Class A<br>| 395800 | &nbsp;&nbsp;498229 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hello Group, Inc., <br>Sponsored ADR<br>| 1019132 | &nbsp;&nbsp;6950480 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Henan Hengxing <br>Science & <br>Technology Co. <br>Ltd., Class A<br>| 327400 | &nbsp;&nbsp;184110 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Henan Liliang <br>Diamond Co. Ltd., <br>Class A<br>| 144500 | &nbsp;&nbsp;827687 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Henan Lingrui <br>Pharmaceutical Co., <br>Class A<br>| 313700 | &nbsp;&nbsp;991830 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Henan Mingtai Al <br>Industrial Co. Ltd., <br>Class A<br>| 423300 | &nbsp;&nbsp;1015647 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Henan Pinggao <br>Electric Co. Ltd., <br>Class A<br>| 485600 | &nbsp;&nbsp;1475889 |

---

------

**Emerging Markets Core Equity 2 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Henan Shenhuo Coal <br>Industry & <br>Electricity Power <br>Co. Ltd., Class A<br>| 774392 | &nbsp;&nbsp;$3612798 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Henan Shijia Photons <br>Technology Co. <br>Ltd., Class A<br>| 36251 | &nbsp;&nbsp;480326 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Henan Shuanghui <br>Investment & <br>Development Co. <br>Ltd., Class A<br>| 565143 | &nbsp;&nbsp;2088389 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Henan Thinker <br>Automatic <br>Equipment Co. Ltd., <br>Class A<br>| 253100 | &nbsp;&nbsp;958747 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Henan Yicheng New <br>Energy Co. Ltd., <br>Class A<br>| 867700 | &nbsp;&nbsp;624251 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Henan Yuguang Gold <br>& Lead Co. Ltd., <br>Class A<br>| 861100 | &nbsp;&nbsp;2678702 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Henan Yuneng <br>Holdings Co. Ltd., <br>Class A<br>| 428399 | &nbsp;&nbsp;382011 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Henan Zhongfu <br>Industry Co. Ltd., <br>Class A<br>| 1500100 | &nbsp;&nbsp;2059004 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Henan Zhongyuan <br>Expressway Co. <br>Ltd., Class A<br>| 1011125 | &nbsp;&nbsp;595267 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hengan International <br>Group Co. Ltd.<br>| 5103122 | &nbsp;&nbsp;18446879 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hengdian Group <br>DMEGC Magnetics <br>Co. Ltd., Class A<br>| 537630 | &nbsp;&nbsp;1562357 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hengdian Group <br>Tospo Lighting Co. <br>Ltd., Class A<br>| 173400 | &nbsp;&nbsp;361006 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hengli Petrochemical <br>Co. Ltd., Class A<br>| 1323812 | &nbsp;&nbsp;4969846 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hengtong Logistics <br>Co. Ltd., Class A<br>| 471700 | &nbsp;&nbsp;690175 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hengtong <br>Optic-electric Co. <br>Ltd., Class A<br>| 596604 | &nbsp;&nbsp;3001316 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hengyi Petrochemical <br>Co. Ltd., Class A<br>| 763753 | &nbsp;&nbsp;1327350 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hesteel Co. Ltd., <br>Class A<br>| 4520900 | &nbsp;&nbsp;1627861 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hexing Electrical Co. <br>Ltd., Class A<br>| 213410 | &nbsp;&nbsp;1203504 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;HG Technologies Co. <br>Ltd., Class A<br>| 58700 | &nbsp;&nbsp;146868 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hgtech Co. Ltd., <br>Class A<br>| 117400 | &nbsp;&nbsp;1307536 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |  |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Hi Sun Technology <br>China Ltd.<br>| 10371000 | &nbsp;&nbsp;$663089 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hichain Logistics Co. <br>Ltd., Class A<br>| 137200 | &nbsp;&nbsp;475295 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Hiconics Eco-energy <br>Technology Co. <br>Ltd., Class A<br>| 56300 | &nbsp;&nbsp;56053 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hiecise Precision <br>Equipment Co. Ltd., <br>Class A<br>| 41620 | &nbsp;&nbsp;234064 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;High Templar Tech <br>Ltd., Sponsored <br>ADR<br>| 501243 | &nbsp;&nbsp;1458617 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hisense Home <br>Appliances Group <br>Co. Ltd., Class H<br>| 2788000 | &nbsp;&nbsp;8190878 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hisense Visual <br>Technology Co. <br>Ltd., Class A<br>| 280100 | &nbsp;&nbsp;1001630 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hitevision Co. Ltd., <br>Class A<br>| 107300 | &nbsp;&nbsp;420375 |
|  | HitGen, Inc., Class A | 68617 | &nbsp;&nbsp;307029 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hithink RoyalFlush <br>Information Network <br>Co. Ltd., Class A<br>| 61216 | &nbsp;&nbsp;3074224 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;HLA Group Corp. Ltd., <br>Class A<br>| 1599600 | &nbsp;&nbsp;1411012 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;HMT Xiamen New <br>Technical Materials <br>Co. Ltd., Class A<br>| 84800 | &nbsp;&nbsp;949294 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;HNA Technology Co. <br>Ltd., Class A<br>| 1448771 | &nbsp;&nbsp;771172 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Homeland Interactive <br>Technology Ltd.<br>| 452000 | &nbsp;&nbsp;79468 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hongfa Technology <br>Co. Ltd., Class A<br>| 241270 | &nbsp;&nbsp;995724 |
| \* | Honghua Group Ltd. | 9989000 | &nbsp;&nbsp;256931 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hongli Zhihui Group <br>Co. Ltd., Class A<br>| 328600 | &nbsp;&nbsp;355608 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Hongmian Zhihui <br>Science & <br>Technology <br>Innovation Co. Ltd. <br>Guangzhou<br>| 919100 | &nbsp;&nbsp;529658 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hongrun Construction <br>Group Co. Ltd., <br>Class A<br>| 1021400 | &nbsp;&nbsp;1497154 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hongta Securities Co. <br>Ltd., Class A<br>| 349449 | &nbsp;&nbsp;411080 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Hongyuan Green <br>Energy Co. Ltd., <br>Class A<br>| 140824 | &nbsp;&nbsp;562731 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Hopson Development <br>Holdings Ltd.<br>| 8046052 | &nbsp;&nbsp;3583714 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Horizon Construction <br>Development Ltd.<br>| 3856960 | &nbsp;&nbsp;493462 |

---

------

**Emerging Markets Core Equity 2 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hoshine Silicon <br>Industry Co. Ltd., <br>Class A<br>| 61800 | &nbsp;&nbsp;$441591 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hoymiles Power <br>Electronics, Inc., <br>Class A<br>| 74251 | &nbsp;&nbsp;1101275 |
| \*Ω | &nbsp;&nbsp;&nbsp;&nbsp;Hua Hong <br>Semiconductor Ltd., <br>Class H<br>| 1962000 | &nbsp;&nbsp;29035041 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Huaan Securities Co. <br>Ltd., Class A<br>| 895240 | &nbsp;&nbsp;920997 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Huabao Flavours & <br>Fragrances Co. <br>Ltd., Class A<br>| 132700 | &nbsp;&nbsp;368572 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Huabao International <br>Holdings Ltd.<br>| 527000 | &nbsp;&nbsp;344215 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Huachangda <br>Intelligent <br>Equipment Group <br>Co. Ltd., Class A<br>| 270600 | &nbsp;&nbsp;217676 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Huada Automotive <br>Technology Corp. <br>Ltd., Class A<br>| 86300 | &nbsp;&nbsp;638412 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Huadian Heavy <br>Industries Co. Ltd., <br>Class A<br>| 626000 | &nbsp;&nbsp;1008564 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Huadian Power <br>International Corp. <br>Ltd., Class H<br>| 6654000 | &nbsp;&nbsp;3519077 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Huadong Medicine <br>Co. Ltd., Class A<br>| 385032 | &nbsp;&nbsp;1998694 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Huafon Chemical Co. <br>Ltd., Class A<br>| 1344691 | &nbsp;&nbsp;2491426 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Huafon Microfibre <br>Shanghai <br>Technology Co. <br>Ltd., Class A<br>| 719000 | &nbsp;&nbsp;681016 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Huafu Fashion Co. <br>Ltd., Class A<br>| 1116250 | &nbsp;&nbsp;670586 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Huaibei Mining <br>Holdings Co. Ltd., <br>Class A<br>| 943000 | &nbsp;&nbsp;1702510 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Huaihe Energy Group <br>Co. Ltd., Class A<br>| 2957200 | &nbsp;&nbsp;1455714 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Huakai Yibai <br>Technology Co. <br>Ltd., Class A<br>| 220480 | &nbsp;&nbsp;450633 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hualan Biological <br>Engineering, Inc., <br>Class A<br>| 278360 | &nbsp;&nbsp;626049 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Huaming Power <br>Equipment Co. Ltd., <br>Class A<br>| 297000 | &nbsp;&nbsp;1272348 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Huaneng Power <br>International, Inc., <br>Class H<br>| 10330000 | &nbsp;&nbsp;7531636 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Huangshan Novel Co. <br>Ltd., Class A<br>| 403021 | &nbsp;&nbsp;$730410 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Huangshan Tourism <br>Development Co. <br>Ltd., Class A<br>| 437600 | &nbsp;&nbsp;803197 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Huanxi Media Group <br>Ltd.<br>| 2260000 | &nbsp;&nbsp;84050 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Huapont Life Sciences <br>Co. Ltd., Class A<br>| 801223 | &nbsp;&nbsp;645412 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp;Huatai Securities Co. <br>Ltd., Class H<br>| 3218400 | &nbsp;&nbsp;7673509 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Huatu Cendes Co. <br>Ltd., Class A<br>| 60333 | &nbsp;&nbsp;671281 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Huaxi Securities Co. <br>Ltd., Class A<br>| 461800 | &nbsp;&nbsp;612460 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Huaxia Bank Co. Ltd., <br>Class A<br>| 2003788 | &nbsp;&nbsp;1828349 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Huaxin Cement Co. <br>Ltd. (600801 C1), <br>Class A<br>| 667224 | &nbsp;&nbsp;2398907 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Huaxin Cement Co. <br>Ltd. (6655 HK), <br>Class H<br>| 1908700 | &nbsp;&nbsp;4547391 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Huayu Automotive <br>Systems Co. Ltd., <br>Class A<br>| 926531 | &nbsp;&nbsp;2564257 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Hubei Broadcasting & <br>Television <br>Information Network <br>Co. Ltd., Class A<br>| 893000 | &nbsp;&nbsp;694871 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hubei Chutian Smart <br>Communication Co. <br>Ltd., Class A<br>| 1605116 | &nbsp;&nbsp;919236 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hubei Dinglong Co. <br>Ltd., Class A<br>| 104300 | &nbsp;&nbsp;668580 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hubei Energy Group <br>Co. Ltd., Class A<br>| 904500 | &nbsp;&nbsp;600031 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hubei Feilihua Quartz <br>Glass Co. Ltd., <br>Class A<br>| 31800 | &nbsp;&nbsp;439998 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hubei Huitian New <br>Materials Co. Ltd., <br>Class A<br>| 266300 | &nbsp;&nbsp;483671 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hubei Jumpcan <br>Pharmaceutical Co. <br>Ltd., Class A<br>| 358905 | &nbsp;&nbsp;1346275 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hubei Xingfa <br>Chemicals Group <br>Co. Ltd., Class A<br>| 440078 | &nbsp;&nbsp;2569583 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hubei Yihua Chemical <br>Industry Co. Ltd., <br>Class A<br>| 384900 | &nbsp;&nbsp;919082 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hubei Zhenhua <br>Chemical Co. Ltd., <br>Class A<br>| 397180 | &nbsp;&nbsp;1951757 |

---

------

**Emerging Markets Core Equity 2 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Huishang Bank Corp. <br>Ltd., Class H<br>| 425400 | &nbsp;&nbsp;$187979 |
| #\*Ω | &nbsp;&nbsp;&nbsp;&nbsp;Huitongda Network <br>Co. Ltd., Class H<br>| 31900 | &nbsp;&nbsp;41217 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Huizhou CEE <br>Technology, Inc., <br>Class A<br>| 271500 | &nbsp;&nbsp;447227 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Huizhou Desay Sv <br>Automotive Co. <br>Ltd., Class A<br>| 65916 | &nbsp;&nbsp;1160268 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Humanwell Healthcare <br>Group Co. Ltd., <br>Class A<br>| 408900 | &nbsp;&nbsp;1081422 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hunan Aihua Group <br>Co. Ltd., Class A<br>| 213022 | &nbsp;&nbsp;557590 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Hunan Corun New <br>Energy Co. Ltd., <br>Class A<br>| 318900 | &nbsp;&nbsp;321457 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Hunan Er-Kang <br>Pharmaceutical Co. <br>Ltd., Class A<br>| 1195500 | &nbsp;&nbsp;657439 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hunan Friendship & <br>Apollo Commercial <br>Co. Ltd., Class A<br>| 915100 | &nbsp;&nbsp;953530 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hunan Gold Corp. <br>Ltd., Class A<br>| 372975 | &nbsp;&nbsp;1922281 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hunan Jiudian <br>Pharmaceutical Co. <br>Ltd., Class A<br>| 378740 | &nbsp;&nbsp;839254 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Hunan Kaimeite <br>Gases Co. Ltd., <br>Class A<br>| 134400 | &nbsp;&nbsp;404479 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Hunan New Wellful <br>Co. Ltd., Class A<br>| 873700 | &nbsp;&nbsp;741833 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hunan TV & <br>Broadcast <br>Intermediary Co. <br>Ltd., Class A<br>| 1113200 | &nbsp;&nbsp;1755827 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hunan Valin Steel Co. <br>Ltd., Class A<br>| 2191200 | &nbsp;&nbsp;1971749 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hunan Zhongke <br>Electric Co. Ltd., <br>Class A<br>| 227400 | &nbsp;&nbsp;693205 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hundsun <br>Technologies, Inc., <br>Class A<br>| 107129 | &nbsp;&nbsp;478255 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;HUTCHMED China <br>Ltd. 13 HK<br>| 1503000 | &nbsp;&nbsp;4495676 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;HUTCHMED China <br>Ltd. HCM US, ADR<br>| 6229 | &nbsp;&nbsp;93435 |
| # | HUYA, Inc., ADR | 553036 | &nbsp;&nbsp;2344873 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Hybio Pharmaceutical <br>Co. Ltd., Class A<br>| 27900 | &nbsp;&nbsp;75956 |
| #\*Ω | &nbsp;&nbsp;&nbsp;&nbsp;Hygeia Healthcare <br>Holdings Co. Ltd.<br>| 2756600 | &nbsp;&nbsp;4527244 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |  |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Hytera <br>Communications <br>Corp. Ltd., Class A<br>| 281902 | &nbsp;&nbsp;$440114 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;HyUnion Holding Co. <br>Ltd., Class A<br>| 601100 | &nbsp;&nbsp;756436 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;IAT Automobile <br>Technology Co. <br>Ltd., Class A<br>| 237200 | &nbsp;&nbsp;331498 |
| \*Ω | &nbsp;&nbsp;&nbsp;&nbsp;iDreamSky <br>Technology <br>Holdings Ltd.<br>| 1485600 | &nbsp;&nbsp;112415 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;IEIT Systems Co. Ltd., <br>Class A<br>| 52500 | &nbsp;&nbsp;473129 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Iflytek Co. Ltd., <br>Class A<br>| 84490 | &nbsp;&nbsp;723607 |
|  | IKD Co. Ltd., Class A | 398433 | &nbsp;&nbsp;1098023 |
| \*Ω | &nbsp;&nbsp;&nbsp;&nbsp;IMAX China Holding, <br>Inc.<br>| 921100 | &nbsp;&nbsp;962733 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Imeik Technology <br>Development Co. <br>Ltd., Class A<br>| 27340 | &nbsp;&nbsp;549754 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;IMotion Automotive <br>Technology Suzhou <br>Co. Ltd., Class H<br>| 75600 | &nbsp;&nbsp;52927 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Industrial & <br>Commercial Bank of <br>China Ltd., Class H<br>| 124830725 | &nbsp;&nbsp;103546640 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Industrial Bank Co. <br>Ltd., Class A<br>| 3638780 | &nbsp;&nbsp;9790280 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Industrial Securities <br>Co. Ltd., Class A<br>| 978332 | &nbsp;&nbsp;967989 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;INESA Intelligent <br>Tech, Inc., Class A<br>| 44000 | &nbsp;&nbsp;134123 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Infore Environment <br>Technology Group <br>Co. Ltd., Class A<br>| 1009842 | &nbsp;&nbsp;1019937 |
| \*Ω | Ingdan, Inc. | 4068000 | &nbsp;&nbsp;2037549 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Ingenic <br>Semiconductor Co. <br>Ltd., Class A<br>| 23400 | &nbsp;&nbsp;482665 |
| \* | Inkeverse Group Ltd. | 4432000 | &nbsp;&nbsp;499641 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;INKON Life <br>Technology Co. <br>Ltd., Class A<br>| 336000 | &nbsp;&nbsp;553503 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Inmyshow Digital <br>Technology Group <br>Co. Ltd., Class A<br>| 1126200 | &nbsp;&nbsp;1231209 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Inner Mongolia <br>BaoTou Steel Union <br>Co. Ltd., Class A<br>| 1512000 | &nbsp;&nbsp;541698 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Inner Mongolia Berun <br>Chemical Co. Ltd., <br>Class A<br>| 1527000 | &nbsp;&nbsp;1856897 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Inner Mongolia Dian <br>Tou Energy Corp. <br>Ltd., Class A<br>| 808212 | &nbsp;&nbsp;3337853 |

---

------

**Emerging Markets Core Equity 2 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Inner Mongolia <br>ERDOS Resources <br>Co. Ltd., Class A<br>| 565664 | &nbsp;&nbsp;$1281031 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Inner Mongolia Furui <br>Medical Science <br>Co. Ltd., Class A<br>| 101100 | &nbsp;&nbsp;981881 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Inner Mongolia <br>Junzheng Energy & <br>Chemical Industry <br>Group Co. Ltd., <br>Class A<br>| 2429776 | &nbsp;&nbsp;2064991 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Inner Mongolia <br>MengDian HuaNeng <br>Thermal Power <br>Corp. Ltd., Class A<br>| 854400 | &nbsp;&nbsp;598847 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Inner Mongolia Xingye <br>Silver&Tin Mining <br>Co. Ltd., Class A<br>| 470200 | &nbsp;&nbsp;3963631 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Inner Mongolia Yili <br>Industrial Group Co. <br>Ltd., Class A<br>| 1047500 | &nbsp;&nbsp;3971752 |
| \*Ω | &nbsp;&nbsp;&nbsp;&nbsp;InnoCare Pharma <br>Ltd., Class H<br>| 3046000 | &nbsp;&nbsp;4569813 |
| \*Ω | &nbsp;&nbsp;&nbsp;&nbsp;Innovent Biologics, <br>Inc.<br>| 677500 | &nbsp;&nbsp;7032501 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Innuovo Technology <br>Co. Ltd., Class A<br>| 561500 | &nbsp;&nbsp;835182 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Insigma Technology <br>Co. Ltd., Class A<br>| 383800 | &nbsp;&nbsp;585795 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Inspur Digital <br>Enterprise <br>Technology Ltd.<br>| 2578000 | &nbsp;&nbsp;1651879 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Inspur Software Co. <br>Ltd., Class A<br>| 69600 | &nbsp;&nbsp;176322 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Intco Medical <br>Technology Co. <br>Ltd., Class A<br>| 206908 | &nbsp;&nbsp;1246071 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Intron Technology <br>Holdings Ltd.<br>| 1973000 | &nbsp;&nbsp;474856 |
| #\* | iQIYI, Inc., ADR | 3953410 | &nbsp;&nbsp;8223093 |
|  | iRay Group, Class A | 34178 | &nbsp;&nbsp;582248 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;IReader Technology <br>Co. Ltd., Class A<br>| 83200 | &nbsp;&nbsp;295152 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;IRICO Display <br>Devices Co. Ltd., <br>Class A<br>| 1076600 | &nbsp;&nbsp;1041991 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;J&T Global Express <br>Ltd.<br>| 6951600 | &nbsp;&nbsp;9045198 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;JA Solar Technology <br>Co. Ltd., Class A<br>| 838014 | &nbsp;&nbsp;1363289 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Jade Bird Fire Co. <br>Ltd., Class A<br>| 487815 | &nbsp;&nbsp;791886 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Jafron Biomedical Co. <br>Ltd., Class A<br>| 248664 | &nbsp;&nbsp;716489 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Jangho Group Co. <br>Ltd., Class A<br>| 935300 | &nbsp;&nbsp;1292883 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Jason Furniture <br>Hangzhou Co. Ltd., <br>Class A<br>| 244957 | &nbsp;&nbsp;$1247935 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;JC Finance & Tax <br>Interconnect <br>Holdings Ltd., <br>Class A<br>| 57900 | &nbsp;&nbsp;86561 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;JCET Group Co. Ltd., <br>Class A<br>| 410206 | &nbsp;&nbsp;2917299 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;JCHX Mining <br>Management Co. <br>Ltd., Class A<br>| 148800 | &nbsp;&nbsp;1674978 |
| \*Ω | &nbsp;&nbsp;&nbsp;&nbsp;JD Health <br>International, Inc.<br>| 1966700 | &nbsp;&nbsp;15823348 |
| \*Ω | JD Logistics, Inc. | 12419100 | &nbsp;&nbsp;17748690 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;JD.com, Inc. (9618 <br>HK), Class A<br>| 5525292 | &nbsp;&nbsp;78794156 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;JD.com, Inc. (JD US), <br>ADR<br>| 138 | &nbsp;&nbsp;3930 |
| \*Ω | &nbsp;&nbsp;&nbsp;&nbsp;Jenscare Scientific <br>Co. Ltd., Class H<br>| 77400 | &nbsp;&nbsp;78204 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;JH Educational <br>Technology, Inc.<br>| 668000 | &nbsp;&nbsp;71697 |
|  | Jia Yao Holdings Ltd. | 326000 | &nbsp;&nbsp;103180 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Jiajiayue Group Co. <br>Ltd., Class A<br>| 447701 | &nbsp;&nbsp;838630 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Jiang Su Suyan <br>Jingshen Co. Ltd., <br>Class A<br>| 481400 | &nbsp;&nbsp;796880 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Jiangling Motors Corp. <br>Ltd., Class A<br>| 425125 | &nbsp;&nbsp;1105212 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Jianglong Shipbuilding <br>Co. Ltd., Class A<br>| 124600 | &nbsp;&nbsp;319347 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Jiangsu Ankura <br>Intelligent Power <br>Co. Ltd., Class A<br>| 73100 | &nbsp;&nbsp;426439 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Jiangsu Asia-Pacific <br>Light Alloy <br>Technology Co. <br>Ltd., Class A<br>| 815600 | &nbsp;&nbsp;903317 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Jiangsu Azure Corp., <br>Class A<br>| 541640 | &nbsp;&nbsp;1322964 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Jiangsu Bojun <br>Industrial <br>Technology Co. <br>Ltd., Class A<br>| 233135 | &nbsp;&nbsp;1017214 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Jiangsu Boqian New <br>Materials Stock Co. <br>Ltd., Class A<br>| 44800 | &nbsp;&nbsp;600031 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Jiangsu Broadcasting <br>Cable Information <br>Network Corp. Ltd., <br>Class A<br>| 1121900 | &nbsp;&nbsp;703583 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Jiangsu Changbao <br>Steeltube Co. Ltd., <br>Class A<br>| 510200 | &nbsp;&nbsp;724434 |

---

------

**Emerging Markets Core Equity 2 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Jiangsu Changhai <br>Composite <br>Materials Co. Ltd., <br>Class A<br>| 135400 | &nbsp;&nbsp;$322051 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Jiangsu Changshu <br>Automotive Trim <br>Group Co. Ltd., <br>Class A<br>| 285500 | &nbsp;&nbsp;633350 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Jiangsu Changshu <br>Rural Commercial <br>Bank Co. Ltd., <br>Class A<br>| 1235168 | &nbsp;&nbsp;1297420 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Jiangsu Chint Power <br>Technology Co. <br>Ltd., Class A<br>| 84700 | &nbsp;&nbsp;293702 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Jiangsu Cnano <br>Technology Co. <br>Ltd., Class A<br>| 35584 | &nbsp;&nbsp;235139 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Jiangsu Dagang Co. <br>Ltd., Class A<br>| 266900 | &nbsp;&nbsp;671545 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Jiangsu Dingsheng <br>New Energy <br>Materials Co. Ltd., <br>Class A<br>| 593940 | &nbsp;&nbsp;1450349 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Jiangsu Eastern <br>Shenghong Co. <br>Ltd., Class A<br>| 662174 | &nbsp;&nbsp;1259779 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Jiangsu Etern Co. <br>Ltd., Class A<br>| 119600 | &nbsp;&nbsp;452470 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Jiangsu Expressway <br>Co. Ltd., Class H<br>| 5022000 | &nbsp;&nbsp;6625714 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Jiangsu Financial <br>Leasing Co. Ltd., <br>Class A<br>| 1695840 | &nbsp;&nbsp;1554243 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Jiangsu General <br>Science Technology <br>Co. Ltd., Class A<br>| 1129000 | &nbsp;&nbsp;761407 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Jiangsu Gian <br>Technology Co. <br>Ltd., Class A<br>| 84900 | &nbsp;&nbsp;504252 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Jiangsu Guomao <br>Reducer Co. Ltd., <br>Class A<br>| 339485 | &nbsp;&nbsp;839346 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Jiangsu Guotai <br>International Group <br>Co. Ltd., Class A<br>| 725795 | &nbsp;&nbsp;922622 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Jiangsu Guoxin Corp. <br>Ltd., Class A<br>| 214600 | &nbsp;&nbsp;238408 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Jiangsu Haili Wind <br>Power Equipment <br>Technology Co. <br>Ltd., Class A<br>| 56900 | &nbsp;&nbsp;714119 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Jiangsu Hengli <br>Hydraulic Co. Ltd., <br>Class A<br>| 105354 | &nbsp;&nbsp;1639345 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Jiangsu Hengrui <br>Pharmaceuticals <br>Co. Ltd., Class A<br>| 308614 | &nbsp;&nbsp;$2581268 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Jiangsu Hengshun <br>Vinegar Industry <br>Co. Ltd., Class A<br>| 508128 | &nbsp;&nbsp;594253 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Jiangsu Hongdou <br>Industrial Co. Ltd., <br>Class A<br>| 874428 | &nbsp;&nbsp;296692 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Jiangsu Hongtian <br>Technology Co. <br>Ltd., Class A<br>| 90000 | &nbsp;&nbsp;528169 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Jiangsu Hoperun <br>Software Co. Ltd., <br>Class A<br>| 41500 | &nbsp;&nbsp;297873 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Jiangsu Huachang <br>Chemical Co. Ltd., <br>Class A<br>| 745600 | &nbsp;&nbsp;696369 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Jiangsu Huaxicun Co. <br>Ltd., Class A<br>| 57300 | &nbsp;&nbsp;73430 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Jiangsu Jiangyin Rural <br>Commercial Bank <br>Co. Ltd., Class A<br>| 1761000 | &nbsp;&nbsp;1158083 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Jiangsu Jibeier <br>Pharmaceutical Co. <br>Ltd., Class A<br>| 87926 | &nbsp;&nbsp;359930 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Jiangsu Jiejie <br>Microelectronics Co. <br>Ltd., Class A<br>| 202437 | &nbsp;&nbsp;1020280 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Jiangsu Kanion <br>Pharmaceutical Co. <br>Ltd., Class A<br>| 422480 | &nbsp;&nbsp;881266 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Jiangsu King's Luck <br>Brewery JSC Ltd., <br>Class A<br>| 332701 | &nbsp;&nbsp;1603299 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Jiangsu Leili Motor <br>Co. Ltd., Class A<br>| 73606 | &nbsp;&nbsp;555297 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Jiangsu Lianyungang <br>Port Co. Ltd., <br>Class A<br>| 867100 | &nbsp;&nbsp;672932 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Jiangsu Lihua Foods <br>Group Co. Ltd.<br>| 325860 | &nbsp;&nbsp;943209 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Jiangsu Linyang <br>Energy Co. Ltd., <br>Class A<br>| 1379600 | &nbsp;&nbsp;1143375 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Jiangsu Lopal Tech <br>Group Co. Ltd., <br>Class A<br>| 239000 | &nbsp;&nbsp;618591 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Jiangsu Nata <br>Opto-electronic <br>Material Co. Ltd., <br>Class A<br>| 124560 | &nbsp;&nbsp;990143 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Jiangsu Nhwa <br>Pharmaceutical Co. <br>Ltd., Class A<br>| 260900 | &nbsp;&nbsp;887104 |

---

------

**Emerging Markets Core Equity 2 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Jiangsu Olive Sensors <br>High-Tech Co. Ltd., <br>Class A<br>| 447200 | &nbsp;&nbsp;$616404 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Jiangsu Pacific <br>Precision Forging <br>Co. Ltd., Class A<br>| 310400 | &nbsp;&nbsp;584655 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Jiangsu Pacific Quartz <br>Co. Ltd., Class A<br>| 90350 | &nbsp;&nbsp;516434 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Jiangsu Phoenix <br>Publishing & Media <br>Corp. Ltd., Class A<br>| 607800 | &nbsp;&nbsp;882287 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Jiangsu Provincial <br>Agricultural <br>Reclamation & <br>Development Corp., <br>Class A<br>| 608000 | &nbsp;&nbsp;883372 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Jiangsu Rainbow <br>Heavy Industries <br>Co. Ltd., Class A<br>| 731800 | &nbsp;&nbsp;773538 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Jiangsu Rongtai <br>Industry Co. Ltd., <br>Class A<br>| 134490 | &nbsp;&nbsp;622583 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Jiangsu Sanfame <br>Polyester Material <br>Co. Ltd., Class A<br>| 1200973 | &nbsp;&nbsp;440080 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Jiangsu Shagang Co. <br>Ltd., Class A<br>| 783332 | &nbsp;&nbsp;648794 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Jiangsu Shemar <br>Electric Co. Ltd., <br>Class A<br>| 168100 | &nbsp;&nbsp;1097215 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Jiangsu Shentong <br>Valve Co. Ltd., <br>Class A<br>| 295702 | &nbsp;&nbsp;732764 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Jiangsu Shuangxing <br>Color Plastic New <br>Materials Co. Ltd., <br>Class A<br>| 649100 | &nbsp;&nbsp;655342 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Jiangsu Sidike New <br>Material Science & <br>Technology Co. Ltd. <br>(300806 C2), <br>Class A<br>| 152540 | &nbsp;&nbsp;1286518 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Jiangsu Sidike New <br>Material Science & <br>Technology Co. Ltd. <br>(300806 CH), <br>Class A<br>| 46144 | &nbsp;&nbsp;389177 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Jiangsu Soho High <br>Hope Group Corp., <br>Class A<br>| 1672400 | &nbsp;&nbsp;822752 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Jiangsu Sopo <br>Chemical Co., <br>Class A<br>| 430716 | &nbsp;&nbsp;490501 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Jiangsu Suzhou Rural <br>Commercial Bank <br>Co. Ltd., Class A<br>| 1444300 | &nbsp;&nbsp;1043722 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Jiangsu ToLand Alloy <br>Co. Ltd., Class A<br>| 160870 | &nbsp;&nbsp;$862547 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Jiangsu Transimage <br>Technology Co. <br>Ltd., Class A<br>| 109200 | &nbsp;&nbsp;296733 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Jiangsu Xinquan <br>Automotive Trim <br>Co. Ltd., Class A<br>| 155800 | &nbsp;&nbsp;1946741 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Jiangsu Yanghe <br>Distillery Co. Ltd., <br>Class A<br>| 123758 | &nbsp;&nbsp;985494 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Jiangsu Yangnong <br>Chemical Co. Ltd., <br>Class A<br>| 121390 | &nbsp;&nbsp;1404892 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Jiangsu Yinhe <br>Electronics Co. Ltd., <br>Class A<br>| 424700 | &nbsp;&nbsp;476995 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Jiangsu Yoke <br>Technology Co. <br>Ltd., Class A<br>| 52300 | &nbsp;&nbsp;724778 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Jiangsu Yuyue <br>Medical Equipment <br>& Supply Co. Ltd., <br>Class A<br>| 192674 | &nbsp;&nbsp;1106510 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Jiangsu Zhangjiagang <br>Rural Commercial <br>Bank Co. Ltd., <br>Class A<br>| 2067071 | &nbsp;&nbsp;1359591 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Jiangsu Zhongtian <br>Technology Co. <br>Ltd., Class A<br>| 779306 | &nbsp;&nbsp;2497746 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Jiangsu Zijin Rural <br>Commercial Bank <br>Co. Ltd., Class A<br>| 2694452 | &nbsp;&nbsp;1089989 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Jiangsu Zongyi Co. <br>Ltd., Class A<br>| 486000 | &nbsp;&nbsp;469917 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Jiangxi Bank Co. Ltd., <br>Class H<br>| 853000 | &nbsp;&nbsp;77581 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Jiangxi Black Cat <br>Carbon Black Co. <br>Ltd., Class A<br>| 344100 | &nbsp;&nbsp;499218 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Jiangxi Copper Co. <br>Ltd., Class H<br>| 6085000 | &nbsp;&nbsp;36352878 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Jiangxi Fushine <br>Pharmaceutical Co. <br>Ltd., Class A<br>| 245900 | &nbsp;&nbsp;535424 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Jiangxi Ganneng Co. <br>Ltd., Class A<br>| 285600 | &nbsp;&nbsp;442511 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Jiangxi Ganyue <br>Expressway Co. <br>Ltd., Class A<br>| 770500 | &nbsp;&nbsp;548986 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Jiangxi Guotai Group <br>Co. Ltd., Class A<br>| 307700 | &nbsp;&nbsp;647515 |

---

------

**Emerging Markets Core Equity 2 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Jiangxi <br>Huangshanghuang <br>Group Food Co. <br>Ltd., Class A<br>| 229700 | &nbsp;&nbsp;$388617 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Jiangxi Lianchuang <br>Optoelectronic <br>Science & <br>Technology Co. <br>Ltd., Class A<br>| 8800 | &nbsp;&nbsp;79677 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Jiangxi Rimag Group <br>Co. Ltd., Class H<br>| 790000 | &nbsp;&nbsp;875743 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Jiangxi Special <br>Electric Motor Co. <br>Ltd., Class A<br>| 150300 | &nbsp;&nbsp;199994 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Jiangxi Xinyu Guoke <br>Technology Co. <br>Ltd., Class A<br>| 162143 | &nbsp;&nbsp;757197 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Jiangyin Haida <br>Rubber & Plastic <br>Co. Ltd., Class A<br>| 297800 | &nbsp;&nbsp;440199 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Jiangyin Hengrun <br>Heavy Industries <br>Co. Ltd., Class A<br>| 192300 | &nbsp;&nbsp;447991 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Jiangyin Jianghua <br>Microelectronics <br>Materials Co. Ltd., <br>Class A<br>| 149600 | &nbsp;&nbsp;546587 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Jiangyin Zhongnan <br>Heavy Industries <br>Co. Ltd., Class A<br>| 835100 | &nbsp;&nbsp;333149 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Jianmin <br>Pharmaceutical <br>Group Co. Ltd., <br>Class A<br>| 84100 | &nbsp;&nbsp;419436 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Jianshe Industry <br>Group Yunnan Co. <br>Ltd., Class A<br>| 18300 | &nbsp;&nbsp;63614 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Jiaozuo Wanfang <br>Aluminum <br>Manufacturing Co. <br>Ltd., Class A<br>| 777790 | &nbsp;&nbsp;1494371 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Jiayin Group, Inc., <br>ADR<br>| 8499 | &nbsp;&nbsp;56093 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Jiayou International <br>Logistics Co. Ltd., <br>Class A<br>| 664685 | &nbsp;&nbsp;1318581 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Jiaze Renewables Co. <br>Ltd.<br>| 475100 | &nbsp;&nbsp;394519 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Jihua Group Corp. <br>Ltd., Class A<br>| 1561600 | &nbsp;&nbsp;745525 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Jilin Aodong <br>Pharmaceutical <br>Group Co. Ltd., <br>Class A<br>| 184270 | &nbsp;&nbsp;541923 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Jilin Chemical Fibre, <br>Class A<br>| 1293000 | &nbsp;&nbsp;896632 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Jilin Electric Power <br>Co. Ltd., Class A<br>| 892500 | &nbsp;&nbsp;$870649 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Jilin OLED Material <br>Tech Co. Ltd., <br>Class A<br>| 10752 | &nbsp;&nbsp;57245 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Jilin Quanyangquan <br>Co. Ltd., Class A<br>| 128500 | &nbsp;&nbsp;154432 |
| †† | &nbsp;&nbsp;&nbsp;&nbsp;Jilin Zixin <br>Pharmaceutical <br>Industrial Co. Ltd., <br>Class A<br>| 244700 | &nbsp;&nbsp;2465 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Jinbei Automotive Co. <br>Ltd., Class A<br>| 880500 | &nbsp;&nbsp;595263 |
| #\*†† | &nbsp;&nbsp;&nbsp;&nbsp;Jinchuan Group <br>International <br>Resources Co. Ltd.<br>| 17701000 | &nbsp;&nbsp;543803 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Jinduicheng <br>Molybdenum Co. <br>Ltd., Class A<br>| 1186700 | &nbsp;&nbsp;3473740 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Jinghua <br>Pharmaceutical <br>Group Co. Ltd., <br>Class A<br>| 523600 | &nbsp;&nbsp;575748 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Jingjin Equipment, <br>Inc., Class A<br>| 600780 | &nbsp;&nbsp;1734008 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Jinhong Gas Co. Ltd., <br>Class A<br>| 266229 | &nbsp;&nbsp;859398 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Jinhui Liquor Co. Ltd., <br>Class A<br>| 228400 | &nbsp;&nbsp;717057 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;JinkoSolar Holding <br>Co. Ltd., ADR<br>| 313147 | &nbsp;&nbsp;8025958 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Jinlei Technology Co. <br>Ltd., Class A<br>| 163500 | &nbsp;&nbsp;646182 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Jinlongyu Group Co. <br>Ltd., Class A<br>| 141100 | &nbsp;&nbsp;637889 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Jinmao Property <br>Services Co. Ltd.<br>| 912164 | &nbsp;&nbsp;309017 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Jinneng Holding <br>Shanxi Coal <br>Industry Co. Ltd., <br>Class A<br>| 619700 | &nbsp;&nbsp;1358102 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Jinneng Holding <br>Shanxi Electric <br>Power Co. Ltd., <br>Class A<br>| 1055100 | &nbsp;&nbsp;458569 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Jinneng <br>Science&Technology <br>Co. Ltd., Class A<br>| 480459 | &nbsp;&nbsp;484153 |
| #\*Ω | &nbsp;&nbsp;&nbsp;&nbsp;Jinxin Fertility Group <br>Ltd.<br>| 14386500 | &nbsp;&nbsp;4493344 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Jinyu Bio-Technology <br>Co. Ltd., Class A<br>| 535000 | &nbsp;&nbsp;1389421 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Jinzai Food Group Co. <br>Ltd., Class A<br>| 252800 | &nbsp;&nbsp;415441 |

---

------

**Emerging Markets Core Equity 2 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |  |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Jinzhou Yongshan <br>Lithium Co. Ltd., <br>Class A<br>| 141500 | &nbsp;&nbsp;$224599 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;JiuGui Liquor Co. Ltd., <br>Class A<br>| 45000 | &nbsp;&nbsp;367227 |
| #Ω | &nbsp;&nbsp;&nbsp;&nbsp;Jiumaojiu International <br>Holdings Ltd.<br>| 7470000 | &nbsp;&nbsp;2043154 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Jiuzhitang Co. Ltd., <br>Class A<br>| 323727 | &nbsp;&nbsp;410871 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Jizhong Energy <br>Resources Co. Ltd., <br>Class A<br>| 1534400 | &nbsp;&nbsp;1234203 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;JL Mag Rare-Earth <br>Co. Ltd. (300748 <br>C2), Class A<br>| 209387 | &nbsp;&nbsp;1131951 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;JL Mag Rare-Earth <br>Co. Ltd. (6680 HK), <br>Class H<br>| 185600 | &nbsp;&nbsp;522134 |
|  | JNBY Design Ltd. | 1738000 | &nbsp;&nbsp;4297006 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Joincare <br>Pharmaceutical <br>Group Industry Co. <br>Ltd., Class A<br>| 608949 | &nbsp;&nbsp;1022611 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Joinn Laboratories <br>China Co. Ltd., <br>Class A<br>| 184104 | &nbsp;&nbsp;1006619 |
| #Ω | &nbsp;&nbsp;&nbsp;&nbsp;Joinn Laboratories <br>China Co. Ltd., <br>Class H<br>| 438600 | &nbsp;&nbsp;1364901 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Jointo Energy <br>Investment Co. Ltd. <br>Hebei, Class A<br>| 610000 | &nbsp;&nbsp;765795 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Jointown <br>Pharmaceutical <br>Group Co. Ltd., <br>Class A<br>| 1480002 | &nbsp;&nbsp;1133147 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Jolywood Suzhou <br>Sunwatt Co. Ltd., <br>Class A<br>| 485900 | &nbsp;&nbsp;572092 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Jones Tech PLC, <br>Class A<br>| 81200 | &nbsp;&nbsp;655019 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Jonjee Hi-Tech <br>Industrial & <br>Commercial Holding <br>Co. Ltd., Class A<br>| 257378 | &nbsp;&nbsp;661273 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Joyoung Co. Ltd., <br>Class A<br>| 348834 | &nbsp;&nbsp;524689 |
|  | JOYY, Inc., ADR | 11814 | &nbsp;&nbsp;760231 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;JS Corrugating <br>Machinery Co. Ltd., <br>Class A<br>| 450900 | &nbsp;&nbsp;838505 |
| #\*Ω | &nbsp;&nbsp;&nbsp;&nbsp;JS Global Lifestyle <br>Co. Ltd.<br>| 5247500 | &nbsp;&nbsp;1203661 |
|  | JSTI Group, Class A | 821500 | &nbsp;&nbsp;901464 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Ju Teng International <br>Holdings Ltd.<br>| 6240090 | &nbsp;&nbsp;1514897 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Juewei Food Co. Ltd., <br>Class A<br>| 344799 | &nbsp;&nbsp;$633363 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Juneyao Airlines Co. <br>Ltd., Class A<br>| 518800 | &nbsp;&nbsp;1121329 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Jushri Technologies, <br>Inc., Class A<br>| 19000 | &nbsp;&nbsp;113092 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Jutal Offshore Oil <br>Services Ltd.<br>| 1222000 | &nbsp;&nbsp;81174 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Jutze Intelligent <br>Technology Co. <br>Ltd., Class A<br>| 53700 | &nbsp;&nbsp;156507 |
| \*Ω | &nbsp;&nbsp;&nbsp;&nbsp;JW Cayman <br>Therapeutics Co. <br>Ltd.<br>| 490000 | &nbsp;&nbsp;151847 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Kailuan Energy <br>Chemical Co. Ltd., <br>Class A<br>| 857900 | &nbsp;&nbsp;781449 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Kaishan Group Co. <br>Ltd., Class A<br>| 483400 | &nbsp;&nbsp;1186660 |
|  | Kanzhun Ltd. | 4900 | &nbsp;&nbsp;45677 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;KBC Corp. Ltd., <br>Class A<br>| 118303 | &nbsp;&nbsp;483315 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Keboda Technology <br>Co. Ltd., Class A<br>| 59300 | &nbsp;&nbsp;593830 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Keda Industrial Group <br>Co. Ltd., Class A<br>| 688100 | &nbsp;&nbsp;1753028 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;KEDE Numerical <br>Control Co. Ltd., <br>Class A<br>| 43353 | &nbsp;&nbsp;381657 |
| \* | Keep, Inc. | 326600 | &nbsp;&nbsp;155618 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Keeson Technology <br>Corp. Ltd., Class A<br>| 146302 | &nbsp;&nbsp;365401 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Kehua Data Co. Ltd., <br>Class A<br>| 121560 | &nbsp;&nbsp;1090285 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Keli Motor Group Co. <br>Ltd., Class A<br>| 237360 | &nbsp;&nbsp;429740 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Keli Sensing <br>Technology Ningbo <br>Co. Ltd., Class A<br>| 26200 | &nbsp;&nbsp;251811 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Keshun Waterproof <br>Technologies Co. <br>Ltd., Class A<br>| 606600 | &nbsp;&nbsp;621552 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Kidswant Children <br>Products Co. Ltd., <br>Class A<br>| 654997 | &nbsp;&nbsp;1009191 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Kinco Automation <br>Shanghai Co. Ltd., <br>Class A<br>| 6347 | &nbsp;&nbsp;118900 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Kinetic Development <br>Group Ltd.<br>| 15672000 | &nbsp;&nbsp;3504531 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Kingboard Holdings <br>Ltd.<br>| 5236666 | &nbsp;&nbsp;21220872 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Kingboard Laminates <br>Holdings Ltd.<br>| 8013484 | &nbsp;&nbsp;15045767 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;KingClean Electric Co. <br>Ltd., Class A<br>| 165668 | &nbsp;&nbsp;771062 |

---

------

**Emerging Markets Core Equity 2 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |  |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Kingdee International <br>Software Group Co. <br>Ltd.<br>| 2490000 | &nbsp;&nbsp;$4112776 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Kingfa Sci & Tech Co. <br>Ltd., Class A<br>| 860790 | &nbsp;&nbsp;2363126 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Kingnet Network Co. <br>Ltd., Class A<br>| 543300 | &nbsp;&nbsp;1945420 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Kingsemi Co. Ltd., <br>Class A<br>| 7417 | &nbsp;&nbsp;221517 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Kingsignal Technology <br>Co. Ltd., Class A<br>| 54200 | &nbsp;&nbsp;115837 |
|  | Kingsoft Corp. Ltd. | 5774600 | &nbsp;&nbsp;22153915 |
| \*Ω | &nbsp;&nbsp;&nbsp;&nbsp;Kintor Pharmaceutical <br>Ltd.<br>| 206000 | &nbsp;&nbsp;74189 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Konfoong Materials <br>International Co. <br>Ltd., Class A<br>| 33959 | &nbsp;&nbsp;554604 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;KPC Pharmaceuticals, <br>Inc., Class A<br>| 357996 | &nbsp;&nbsp;643359 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Kuaijishan Shaoxing <br>Wine Co. Ltd., <br>Class A<br>| 265300 | &nbsp;&nbsp;827747 |
| Ω | Kuaishou Technology | 11630600 | &nbsp;&nbsp;118831076 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Kuangda Technology <br>Group Co. Ltd., <br>Class A<br>| 971500 | &nbsp;&nbsp;956863 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Kunlun Energy Co. <br>Ltd.<br>| 25348000 | &nbsp;&nbsp;25971101 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Kunlun Tech Co. Ltd., <br>Class A<br>| 72900 | &nbsp;&nbsp;583846 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Kunshan Dongwei <br>Technology Co. <br>Ltd., Class A<br>| 14110 | &nbsp;&nbsp;84752 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Kunshan Huguang <br>Auto Harness Co. <br>Ltd., Class A<br>| 80900 | &nbsp;&nbsp;338655 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Kunshan Kinglai <br>Hygienic Materials <br>Co. Ltd., Class A<br>| 130820 | &nbsp;&nbsp;1007120 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Kunwu Jiuding <br>Investment Holdings <br>Co. Ltd., Class A<br>| 175182 | &nbsp;&nbsp;561917 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Kweichow Moutai Co. <br>Ltd., Class A<br>| 184374 | &nbsp;&nbsp;37168096 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;KWG Group Holdings <br>Ltd. (1813 H1)<br>| 263500 | &nbsp;&nbsp;7926 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;KWG Group Holdings <br>Ltd. (1813 HK)<br>| 9620144 | &nbsp;&nbsp;289381 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Kyland Technology <br>Co. Ltd., Class A<br>| 154400 | &nbsp;&nbsp;496985 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Lakala Payment Co. <br>Ltd., Class A<br>| 172268 | &nbsp;&nbsp;652207 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Lancy Co. Ltd., <br>Class A<br>| 256100 | &nbsp;&nbsp;688660 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |  |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Lanzhou LS Heavy <br>Equipment Co. Ltd., <br>Class A<br>| 515398 | &nbsp;&nbsp;$773722 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Lao Feng Xiang Co. <br>Ltd., Class A<br>| 179880 | &nbsp;&nbsp;1187990 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Laobaixing Pharmacy <br>Chain JSC, <br>Class A<br>| 605191 | &nbsp;&nbsp;1338300 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Launch Tech Co. Ltd., <br>Class H<br>| 689500 | &nbsp;&nbsp;779886 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;LB Group Co. Ltd., <br>Class A<br>| 661985 | &nbsp;&nbsp;2110869 |
| # | LC Logistics, Inc. | 20800 | &nbsp;&nbsp;14497 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Leader Harmonious <br>Drive Systems Co. <br>Ltd., Class A<br>| 2088 | &nbsp;&nbsp;68814 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Lee & Man Chemical <br>Co. Ltd.<br>| 1825339 | &nbsp;&nbsp;1411652 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Lee & Man Paper <br>Manufacturing Ltd.<br>| 9565200 | &nbsp;&nbsp;4372378 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Lee's Pharmaceutical <br>Holdings Ltd.<br>| 2451000 | &nbsp;&nbsp;504822 |
| \*Ω | &nbsp;&nbsp;&nbsp;&nbsp;Legend Holdings <br>Corp., Class H<br>| 4784800 | &nbsp;&nbsp;5280318 |
| # | Lenovo Group Ltd. | 38084000 | &nbsp;&nbsp;42909754 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Lens Technology Co. <br>Ltd., Class A<br>| 1043928 | &nbsp;&nbsp;5446937 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Leo Group Co. Ltd., <br>Class A<br>| 1169100 | &nbsp;&nbsp;1562443 |
|  | Leoch Energy, Inc. | 15380 | &nbsp;&nbsp;131191 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Leoch International <br>Technology Ltd.<br>| 769000 | &nbsp;&nbsp;66022 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Lepu Medical <br>Technology Beijing <br>Co. Ltd., Class A<br>| 244230 | &nbsp;&nbsp;628635 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Leshan Giantstar <br>Farming & <br>Husbandry Corp. <br>Ltd., Class A<br>| 399300 | &nbsp;&nbsp;1011481 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Levima Advanced <br>Materials Corp., <br>Class A<br>| 162100 | &nbsp;&nbsp;497706 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;LexinFintech Holdings <br>Ltd., ADR<br>| 785386 | &nbsp;&nbsp;2238350 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Leyard Optoelectronic <br>Co. Ltd., Class A<br>| 572150 | &nbsp;&nbsp;578012 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Li Auto, Inc. (2015 <br>HK), Class A<br>| 3456800 | &nbsp;&nbsp;28888345 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Li Auto, Inc. (LI US), <br>ADR<br>| 49980 | &nbsp;&nbsp;831167 |
|  | Li Ning Co. Ltd. | 16886583 | &nbsp;&nbsp;44158046 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;LianChuang Electronic <br>Technology Co. <br>Ltd., Class A<br>| 196200 | &nbsp;&nbsp;312183 |

---

------

**Emerging Markets Core Equity 2 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Lianhe Chemical <br>Technology Co. <br>Ltd., Class A<br>| 494797 | &nbsp;&nbsp;$1248467 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Lianlian DigiTech Co. <br>Ltd., Class H<br>| 132000 | &nbsp;&nbsp;114733 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Liao Ning <br>Oxiranchem, Inc. <br>(300082 C2), <br>Class A<br>| 234900 | &nbsp;&nbsp;331936 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Liao Ning <br>Oxiranchem, Inc. <br>(300082 CH), <br>Class A<br>| 224600 | &nbsp;&nbsp;317381 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Liaoning Cheng Da <br>Co. Ltd., Class A<br>| 441134 | &nbsp;&nbsp;793885 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Liaoning Chengda <br>Biotechnology Co. <br>Ltd., Class A<br>| 50092 | &nbsp;&nbsp;188573 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Liaoning Energy <br>Industry Co. Ltd., <br>Class A<br>| 510500 | &nbsp;&nbsp;291297 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Liaoning Port Co. Ltd., <br>Class H<br>| 1864000 | &nbsp;&nbsp;214433 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Lier Chemical Co. <br>Ltd., Class A<br>| 494080 | &nbsp;&nbsp;1264334 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Lifestyle China Group <br>Ltd.<br>| 1898000 | &nbsp;&nbsp;258357 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Lifetech Scientific <br>Corp.<br>| 18192000 | &nbsp;&nbsp;4260842 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Lijiang Yulong Tourism <br>Co. Ltd., Class A<br>| 395420 | &nbsp;&nbsp;554103 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Lily Group Co. Ltd., <br>Class A<br>| 136300 | &nbsp;&nbsp;352747 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Linewell Software Co. <br>Ltd., Class A<br>| 195100 | &nbsp;&nbsp;315776 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Lingbao Gold Group <br>Co. Ltd., Class H<br>| 2940000 | &nbsp;&nbsp;8319835 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Lingyi iTech <br>Guangdong Co., <br>Class A<br>| 1577100 | &nbsp;&nbsp;3321313 |
| #Ω | &nbsp;&nbsp;&nbsp;&nbsp;Linklogis, Inc., <br>Class B<br>| 5093000 | &nbsp;&nbsp;1457605 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Liuzhou Iron & Steel <br>Co. Ltd., Class A<br>| 931417 | &nbsp;&nbsp;713592 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Livzon Pharmaceutical <br>Group, Inc., <br>Class H<br>| 1288717 | &nbsp;&nbsp;4849623 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Lizhong Sitong Light <br>Alloys Group Co. <br>Ltd., Class A<br>| 259640 | &nbsp;&nbsp;892999 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;LK Technology <br>Holdings Ltd.<br>| 2755000 | &nbsp;&nbsp;1176663 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Loncin Motor Co. Ltd., <br>Class A<br>| 639729 | &nbsp;&nbsp;1411406 |
| #Ω | &nbsp;&nbsp;&nbsp;&nbsp;Longfor Group <br>Holdings Ltd.<br>| 12721472 | &nbsp;&nbsp;16729707 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Longhua Technology <br>Group Luoyang Co. <br>Ltd., Class A<br>| 438831 | &nbsp;&nbsp;$631837 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;LONGi Green Energy <br>Technology Co. <br>Ltd., Class A<br>| 564715 | &nbsp;&nbsp;1453072 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Longshine Technology <br>Group Co. Ltd., <br>Class A<br>| 244551 | &nbsp;&nbsp;608477 |
|  | Lonking Holdings Ltd. | 15402000 | &nbsp;&nbsp;6317838 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Lontium <br>Semiconductor <br>Corp., Class A<br>| 24035 | &nbsp;&nbsp;263960 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Lotus Holdings Co. <br>Ltd.<br>| 584400 | &nbsp;&nbsp;520844 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Lucky Harvest Co. <br>Ltd., Class A<br>| 150410 | &nbsp;&nbsp;756126 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Luenmei Quantum Co. <br>Ltd., Class A<br>| 519805 | &nbsp;&nbsp;525400 |
| \*†† | Lumena Newmat | 391649 | &nbsp;&nbsp;0 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Luoniushan Co. Ltd., <br>Class A<br>| 625300 | &nbsp;&nbsp;761249 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Luoxin <br>Pharmaceuticals <br>Group Stock Co. <br>Ltd., Class A<br>| 195697 | &nbsp;&nbsp;136303 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Luoyang Xinqianglian <br>Slewing Bearing <br>Co. Ltd., Class A<br>| 207390 | &nbsp;&nbsp;1337455 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Lushang Freda <br>Pharmaceutical Co. <br>Ltd., Class A<br>| 582700 | &nbsp;&nbsp;628932 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Luxi Chemical Group <br>Co. Ltd., Class A<br>| 731400 | &nbsp;&nbsp;2058117 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Luxin Venture Capital <br>Group Co. Ltd., <br>Class A<br>| 327500 | &nbsp;&nbsp;1095594 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Luxshare Precision <br>Industry Co. Ltd., <br>Class A<br>| 1375261 | &nbsp;&nbsp;10198382 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Luyang Energy-Saving <br>Materials Co. Ltd.<br>| 271310 | &nbsp;&nbsp;518456 |
| \*Ω | &nbsp;&nbsp;&nbsp;&nbsp;Luye Pharma Group <br>Ltd.<br>| 14098500 | &nbsp;&nbsp;5008130 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Luzhou Laojiao Co. <br>Ltd., Class A<br>| 270747 | &nbsp;&nbsp;4702117 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Lygend Resources & <br>Technology Co. <br>Ltd.-H, Class H<br>| 198600 | &nbsp;&nbsp;642577 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Maanshan Iron & <br>Steel Co. Ltd., <br>Class H<br>| 9834177 | &nbsp;&nbsp;3400632 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Maccura <br>Biotechnology Co. <br>Ltd., Class A<br>| 332473 | &nbsp;&nbsp;580955 |

---

------

**Emerging Markets Core Equity 2 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |  |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Malion New Materials <br>Co. Ltd., Class A<br>| 183150 | &nbsp;&nbsp;$272209 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Mango Excellent <br>Media Co. Ltd., <br>Class A<br>| 553597 | &nbsp;&nbsp;2028071 |
| #Ω | &nbsp;&nbsp;&nbsp;&nbsp;Maoyan <br>Entertainment<br>| 3094959 | &nbsp;&nbsp;2903944 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Maoye Commercial <br>Co. Ltd., Class A<br>| 52700 | &nbsp;&nbsp;50006 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Marssenger <br>Kitchenware Co. <br>Ltd., Class A<br>| 131000 | &nbsp;&nbsp;218428 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Maxscend <br>Microelectronics Co. <br>Ltd., Class A<br>| 30388 | &nbsp;&nbsp;341981 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Maxvision Technology <br>Corp., Class A<br>| 101500 | &nbsp;&nbsp;413209 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Mayinglong <br>Pharmaceutical <br>Group Co. Ltd., <br>Class A<br>| 173200 | &nbsp;&nbsp;683605 |
| #Ω | &nbsp;&nbsp;&nbsp;&nbsp;Medlive Technology <br>Co. Ltd.<br>| 510500 | &nbsp;&nbsp;669348 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Mehow Innovative <br>Ltd., Class A<br>| 246380 | &nbsp;&nbsp;1101770 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;MeiG Smart <br>Technology Co. <br>Ltd., Class A<br>| 27200 | &nbsp;&nbsp;174820 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Meihua Holdings <br>Group Co. Ltd., <br>Class A<br>| 785600 | &nbsp;&nbsp;1244933 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Meilleure Health <br>International <br>Industry Group Ltd.<br>| 420000 | &nbsp;&nbsp;13507 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Meinian Onehealth <br>Healthcare Holdings <br>Co. Ltd., Class A<br>| 922200 | &nbsp;&nbsp;926924 |
| Ω | Meitu, Inc. | 9430500 | &nbsp;&nbsp;9315433 |
| \*Ω | Meituan, Class B | 5353660 | &nbsp;&nbsp;66184527 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Mesnac Co. Ltd., <br>Class A<br>| 841600 | &nbsp;&nbsp;1002460 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Metallurgical Corp. of <br>China Ltd., Class H<br>| 10926000 | &nbsp;&nbsp;2584787 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;M-Grass Ecology & <br>Environment Group <br>Co. Ltd., Class A<br>| 1034423 | &nbsp;&nbsp;604850 |
| #\*Ω | &nbsp;&nbsp;&nbsp;&nbsp;Microport Cardioflow <br>Medtech Corp.<br>| 1361000 | &nbsp;&nbsp;138203 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;MicroPort <br>NeuroScientific <br>Corp.<br>| 44201 | &nbsp;&nbsp;66555 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Microport Scientific <br>Corp.<br>| 2232200 | &nbsp;&nbsp;3362597 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Micro-Tech Nanjing <br>Co. Ltd., Class A<br>| 75463 | &nbsp;&nbsp;865258 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Midea Group Co. Ltd., <br>Class A<br>| 1183746 | &nbsp;&nbsp;$13220831 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp;Midea Real Estate <br>Holding Ltd.<br>| 2330400 | &nbsp;&nbsp;1256043 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Milkyway Intelligent <br>Supply Chain <br>Service Group Co. <br>Ltd., Class A<br>| 102000 | &nbsp;&nbsp;927472 |
| \* | Min Xin Holdings Ltd. | 742000 | &nbsp;&nbsp;312010 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Ming Yang Smart <br>Energy Group Ltd., <br>Class A<br>| 391416 | &nbsp;&nbsp;1306700 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Ming Yuan Cloud <br>Group Holdings <br>Ltd.<br>| 5502000 | &nbsp;&nbsp;2201504 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Mingfa Group <br>International Co. <br>Ltd.<br>| 1586000 | &nbsp;&nbsp;22903 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;MINISO Group <br>Holding Ltd.<br>| 2393800 | &nbsp;&nbsp;11115893 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Minmetals Capital Co. <br>Ltd., Class A<br>| 806800 | &nbsp;&nbsp;668476 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Minmetals <br>Development Co. <br>Ltd., Class A<br>| 779000 | &nbsp;&nbsp;1530344 |
| \* | Minmetals Land Ltd. | 9937644 | &nbsp;&nbsp;1246606 |
|  | Minth Group Ltd. | 6615000 | &nbsp;&nbsp;31143084 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Miracle Automation <br>Engineering Co. <br>Ltd., Class A<br>| 77100 | &nbsp;&nbsp;315580 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Miracll Chemicals Co. <br>Ltd., Class A<br>| 38575 | &nbsp;&nbsp;100233 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Mloptic Corp., <br>Class A<br>| 2729 | &nbsp;&nbsp;153393 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;MLS Co. Ltd., <br>Class A<br>| 666800 | &nbsp;&nbsp;946962 |
| \* | MMG Ltd. | 42530799 | &nbsp;&nbsp;55064642 |
| \*Ω | Mobvista, Inc. | 3069000 | &nbsp;&nbsp;5853549 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;MOG Digitech <br>Holdings Ltd.<br>| 1304000 | &nbsp;&nbsp;47689 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Monalisa Group Co. <br>Ltd., Class A<br>| 55155 | &nbsp;&nbsp;128934 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Montage Technology <br>Co. Ltd., Class A<br>| 15822 | &nbsp;&nbsp;412982 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Moon Environment <br>Technology Co. <br>Ltd., Class A<br>| 432590 | &nbsp;&nbsp;1000343 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Morimatsu <br>International <br>Holdings Co. Ltd.<br>| 1557000 | &nbsp;&nbsp;2136484 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Motic Xiamen Electric <br>Group Co. Ltd., <br>Class A<br>| 168800 | &nbsp;&nbsp;405913 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Mount Everest Gold <br>Group Co. Ltd.<br>| 2049000 | &nbsp;&nbsp;497316 |

---

------

**Emerging Markets Core Equity 2 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Muyuan Foods Co. <br>Ltd., Class A<br>| 1170877 | &nbsp;&nbsp;$7759308 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;MYS Group Co. Ltd., <br>Class A<br>| 833000 | &nbsp;&nbsp;499585 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Nancal Technology <br>Co. Ltd., Class A<br>| 79884 | &nbsp;&nbsp;549162 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Nanfang Pump <br>Industry Co. Ltd., <br>Class A<br>| 1112700 | &nbsp;&nbsp;734095 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Nanhua Futures Co. <br>Ltd., Class A<br>| 466400 | &nbsp;&nbsp;1235046 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;NanJi E-Commerce <br>Co. Ltd., Class A<br>| 1867950 | &nbsp;&nbsp;864652 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Nanjing Cosmos <br>Chemical Co. Ltd., <br>Class A<br>| 266280 | &nbsp;&nbsp;525802 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Nanjing Hanrui Cobalt <br>Co. Ltd., Class A<br>| 136220 | &nbsp;&nbsp;944211 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Nanjing Iron & Steel <br>Co. Ltd., Class A<br>| 2527900 | &nbsp;&nbsp;2116820 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Nanjing King-Friend <br>Biochemical <br>Pharmaceutical Co. <br>Ltd., Class A<br>| 309728 | &nbsp;&nbsp;421717 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Nanjing <br>Pharmaceutical <br>Group Co. Ltd.<br>| 1077100 | &nbsp;&nbsp;857777 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Nanjing Securities Co. <br>Ltd., Class A<br>| 701160 | &nbsp;&nbsp;802071 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Nanjing Tanker Corp., <br>Class A<br>| 1500600 | &nbsp;&nbsp;796321 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Nanjing Xinjiekou <br>Department Store <br>Co. Ltd., Class A<br>| 779048 | &nbsp;&nbsp;801686 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Nantong Jianghai <br>Capacitor Co. Ltd., <br>Class A<br>| 345200 | &nbsp;&nbsp;1514758 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Nantong Jiangshan <br>Agrochemical & <br>Chemical LLC, <br>Class A<br>| 211800 | &nbsp;&nbsp;835895 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;NARI Technology Co. <br>Ltd., Class A<br>| 899226 | &nbsp;&nbsp;3252591 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;National Silicon <br>Industry Group Co. <br>Ltd., Class A<br>| 39130 | &nbsp;&nbsp;126135 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Natural Food <br>International <br>Holding Ltd.<br>| 544000 | &nbsp;&nbsp;73234 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;NAURA Technology <br>Group Co. Ltd., <br>Class A<br>| 51030 | &nbsp;&nbsp;3484356 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;NavInfo Co. Ltd., <br>Class A<br>| 399600 | &nbsp;&nbsp;607842 |
| \* | Nayuki Holdings Ltd. | 1320000 | &nbsp;&nbsp;184044 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;NBTM New Materials <br>Group Co. Ltd., <br>Class A<br>| 282400 | &nbsp;&nbsp;$1349881 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;NetDragon Websoft <br>Holdings Ltd.<br>| 2095500 | &nbsp;&nbsp;2695188 |
| \*Ω | &nbsp;&nbsp;&nbsp;&nbsp;NetEase Cloud Music, <br>Inc.<br>| 40400 | &nbsp;&nbsp;932244 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;NetEase, Inc. (9999 <br>HK)<br>| 3062200 | &nbsp;&nbsp;79403056 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;NetEase, Inc. (NTES <br>US), ADR<br>| 125788 | &nbsp;&nbsp;16205268 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Neusoft Corp., <br>Class A<br>| 669600 | &nbsp;&nbsp;1008937 |
|  | Neutech Group Ltd. | 238400 | &nbsp;&nbsp;72034 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;New China Life <br>Insurance Co. Ltd., <br>Class H<br>| 4743600 | &nbsp;&nbsp;38572224 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;New Guomai Digital <br>Culture Co. Ltd., <br>Class A<br>| 295400 | &nbsp;&nbsp;620556 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;New Hope Dairy Co. <br>Ltd., Class A<br>| 280100 | &nbsp;&nbsp;731171 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;New Hope Liuhe Co. <br>Ltd., Class A<br>| 729732 | &nbsp;&nbsp;949653 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;New Journey Health <br>Technology Group <br>Co. Ltd., Class A<br>| 1047400 | &nbsp;&nbsp;352544 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;New Trend <br>International <br>Logis-Tech Co. Ltd., <br>Class A<br>| 200955 | &nbsp;&nbsp;353900 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Neway Valve Suzhou <br>Co. Ltd., Class A<br>| 242900 | &nbsp;&nbsp;2115364 |
| \* | Newborn Town, Inc. | 2530000 | &nbsp;&nbsp;3720406 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Newland Digital <br>Technology Co. <br>Ltd., Class A<br>| 317789 | &nbsp;&nbsp;1246811 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Nexteer Automotive <br>Group Ltd.<br>| 7388000 | &nbsp;&nbsp;6302702 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Nine Dragons Paper <br>Holdings Ltd.<br>| 12167000 | &nbsp;&nbsp;12818147 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Ninestar Corp., <br>Class A<br>| 191328 | &nbsp;&nbsp;582522 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Ningbo BaoSi Energy <br>Equipment Co. Ltd., <br>Class A<br>| 141900 | &nbsp;&nbsp;157978 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Ningbo Boway Alloy <br>Material Co. Ltd., <br>Class A<br>| 288700 | &nbsp;&nbsp;814510 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Ningbo Changhong <br>Polymer Scientific & <br>Technical, Inc., <br>Class A<br>| 69300 | &nbsp;&nbsp;140966 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Ningbo Exciton <br>Technology Co. <br>Ltd., Class A<br>| 111563 | &nbsp;&nbsp;310946 |

---

------

**Emerging Markets Core Equity 2 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Ningbo Haitian <br>Precision Machinery <br>Co. Ltd., Class A<br>| 197800 | &nbsp;&nbsp;$563010 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Ningbo Huaxiang <br>Electronic Co. Ltd., <br>Class A<br>| 547900 | &nbsp;&nbsp;2603783 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Ningbo Jifeng Auto <br>Parts Co. Ltd., <br>Class A<br>| 323300 | &nbsp;&nbsp;688251 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Ningbo Jintian Copper <br>Group Co. Ltd., <br>Class A<br>| 1142700 | &nbsp;&nbsp;1955824 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Ningbo Joyson <br>Electronic Corp., <br>Class A<br>| 439731 | &nbsp;&nbsp;1769599 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Ningbo Orient Wires & <br>Cables Co. Ltd., <br>Class A<br>| 102157 | &nbsp;&nbsp;812988 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Ningbo Peacebird <br>Fashion Co. Ltd., <br>Class A<br>| 336700 | &nbsp;&nbsp;776654 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Ningbo Ronbay New <br>Energy Technology <br>Co. Ltd., Class A<br>| 196256 | &nbsp;&nbsp;860305 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Ningbo Sanxing <br>Medical Electric Co. <br>Ltd., Class A<br>| 375058 | &nbsp;&nbsp;1276416 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Ningbo Shanshan Co. <br>Ltd., Class A<br>| 300500 | &nbsp;&nbsp;556242 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Ningbo Solartron <br>Technology Co. <br>Ltd., Class A<br>| 69236 | &nbsp;&nbsp;206531 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Ningbo Sunrise Elc <br>Technology Co. <br>Ltd., Class A<br>| 122000 | &nbsp;&nbsp;420945 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Ningbo Tuopu Group <br>Co. Ltd., Class A<br>| 194876 | &nbsp;&nbsp;2022299 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Ningbo Xusheng <br>Group Co. Ltd., <br>Class A<br>| 339840 | &nbsp;&nbsp;875245 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Ningbo Yongxin Optics <br>Co. Ltd., Class A<br>| 28200 | &nbsp;&nbsp;423371 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Ningbo Yunsheng Co. <br>Ltd., Class A<br>| 317800 | &nbsp;&nbsp;643638 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Ningbo Zhoushan Port <br>Co. Ltd., Class A<br>| 1013670 | &nbsp;&nbsp;570306 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Ningxia Baofeng <br>Energy Group Co. <br>Ltd., Class A<br>| 1472700 | &nbsp;&nbsp;5034751 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Ningxia Building <br>Materials Group Co. <br>Ltd., Class A<br>| 194600 | &nbsp;&nbsp;372561 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Ningxia Orient <br>Tantalum Industry <br>Co. Ltd., Class A<br>| 95600 | &nbsp;&nbsp;527321 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Ningxia Western <br>Venture Industrial <br>Co. Ltd., Class A<br>| 752500 | &nbsp;&nbsp;$567315 |
| \* | NIO, Inc., Class A | 249900 | &nbsp;&nbsp;1191370 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Niu Technologies, <br>Sponsored ADR<br>| 239522 | &nbsp;&nbsp;792818 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;NKY Medical Holdings <br>Ltd., Class A<br>| 257950 | &nbsp;&nbsp;697585 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Noah Holdings Ltd., <br>Sponsored ADR<br>| 107130 | &nbsp;&nbsp;1270562 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp;Nongfu Spring Co. <br>Ltd., Class H<br>| 4826200 | &nbsp;&nbsp;29596010 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Norinco International <br>Cooperation Ltd., <br>Class A<br>| 846073 | &nbsp;&nbsp;1533347 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;North Chemical <br>Industries Co. Ltd., <br>Class A<br>| 225600 | &nbsp;&nbsp;697185 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;North China <br>Pharmaceutical Co. <br>Ltd., Class A<br>| 1000800 | &nbsp;&nbsp;815741 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;North Copper Co. <br>Ltd., Class A<br>| 412200 | &nbsp;&nbsp;1134907 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;North Huajin Chemical <br>Industries Co. Ltd., <br>Class A<br>| 899512 | &nbsp;&nbsp;783687 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;North Industries <br>Group Red Arrow <br>Co. Ltd., Class A<br>| 221365 | &nbsp;&nbsp;600883 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Northeast <br>Pharmaceutical <br>Group Co. Ltd., <br>Class A<br>| 1600662 | &nbsp;&nbsp;1220152 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Northeast Securities <br>Co. Ltd., Class A<br>| 661227 | &nbsp;&nbsp;863639 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Northking Information <br>Technology Co. <br>Ltd., Class A<br>| 341906 | &nbsp;&nbsp;934391 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;NovaBridge <br>Biosciences, ADR<br>| 20035 | &nbsp;&nbsp;66316 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Novoray Corp., <br>Class A<br>| 91780 | &nbsp;&nbsp;882114 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;NSFOCUS <br>Technologies Group <br>Co. Ltd., Class A<br>| 301370 | &nbsp;&nbsp;350681 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Nuode New Materials <br>Co. Ltd., Class A<br>| 820000 | &nbsp;&nbsp;809999 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;NYOCOR Co. Ltd., <br>Class A<br>| 556700 | &nbsp;&nbsp;478095 |
| #\*Ω | &nbsp;&nbsp;&nbsp;&nbsp;Ocumension <br>Therapeutics<br>| 939000 | &nbsp;&nbsp;888047 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Offcn Education <br>Technology Co. <br>Ltd., Class A<br>| 1123700 | &nbsp;&nbsp;455495 |

---

------

**Emerging Markets Core Equity 2 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Offshore Oil <br>Engineering Co. <br>Ltd., Class A<br>| 1225122 | &nbsp;&nbsp;$1176891 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;OFILM Group Co. <br>Ltd., Class A<br>| 497000 | &nbsp;&nbsp;697771 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Olympic Circuit <br>Technology Co. <br>Ltd., Class A<br>| 170280 | &nbsp;&nbsp;1524585 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;OmniVision Integrated <br>Circuits Group, Inc.<br>| 25488 | &nbsp;&nbsp;444881 |
| # | Onewo, Inc., Class H | 1201300 | &nbsp;&nbsp;3010775 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Oppein Home Group, <br>Inc., Class A<br>| 120890 | &nbsp;&nbsp;1067000 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Opple Lighting Co. <br>Ltd., Class A<br>| 247321 | &nbsp;&nbsp;720734 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;OPT Machine Vision <br>Tech Co. Ltd., <br>Class A<br>| 27367 | &nbsp;&nbsp;473024 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;ORG Technology Co. <br>Ltd., Class A<br>| 1849800 | &nbsp;&nbsp;1559464 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Orient International <br>Enterprise Ltd., <br>Class A<br>| 529367 | &nbsp;&nbsp;665921 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Orient Overseas <br>International Ltd.<br>| 628500 | &nbsp;&nbsp;10296823 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp;Orient Securities Co. <br>Ltd., Class H<br>| 2344800 | &nbsp;&nbsp;2041932 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Oriental Energy Co. <br>Ltd., Class A<br>| 770829 | &nbsp;&nbsp;958091 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Oriental Pearl Group <br>Co. Ltd., Class A<br>| 595141 | &nbsp;&nbsp;971906 |
| #\* | OSL Group Ltd. | 51000 | &nbsp;&nbsp;109502 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Ourpalm Co. Ltd., <br>Class A<br>| 909500 | &nbsp;&nbsp;791515 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Ovctek China, Inc., <br>Class A<br>| 295040 | &nbsp;&nbsp;671125 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Pacific Securities Co. <br>Ltd., Class A<br>| 590900 | &nbsp;&nbsp;357113 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Pacific Shuanglin <br>Bio-pharmacy Co. <br>Ltd., Class A<br>| 380463 | &nbsp;&nbsp;749360 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Pangang Group <br>Vanadium Titanium <br>& Resources Co. <br>Ltd., Class A<br>| 2103731 | &nbsp;&nbsp;1154723 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;PCI Technology Group <br>Co. Ltd., Class A<br>| 1200680 | &nbsp;&nbsp;1186077 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;PDD Holdings, Inc., <br>ADR<br>| 1216709 | &nbsp;&nbsp;122948444 |
| \*Ω | Peijia Medical Ltd. | 1638000 | &nbsp;&nbsp;1386622 |
| \*†† | &nbsp;&nbsp;&nbsp;&nbsp;Pengdu Agriculture & <br>Animal Husbandry <br>Co. Ltd., Class A<br>| 3368870 | &nbsp;&nbsp;0 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;People.cn Co. Ltd., <br>Class A<br>| 77800 | &nbsp;&nbsp;273618 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;People's Insurance <br>Co. Group of China <br>Ltd. , Class H<br>| 25651000 | &nbsp;&nbsp;$22304329 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Perennial Energy <br>Holdings Ltd.<br>| 815000 | &nbsp;&nbsp;121684 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Perfect World Co. <br>Ltd., Class A<br>| 161000 | &nbsp;&nbsp;436066 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Persistence Gold <br>Group Ltd.<br>| 345000 | &nbsp;&nbsp;54097 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;PetroChina Co. Ltd., <br>Class H<br>| 96738000 | &nbsp;&nbsp;114920771 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Phancy Group Co. <br>Ltd., Class H<br>| 69400 | &nbsp;&nbsp;444829 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;PharmaBlock <br>Sciences Nanjing, <br>Inc., Class A<br>| 113600 | &nbsp;&nbsp;674090 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp;Pharmaron Beijing Co. <br>Ltd., Class H<br>| 1497450 | &nbsp;&nbsp;3967370 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Phenix Optical Co. <br>Ltd., Class A<br>| 94200 | &nbsp;&nbsp;291312 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;PhiChem Corp., <br>Class A<br>| 249005 | &nbsp;&nbsp;994907 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;PICC Property & <br>Casualty Co. Ltd., <br>Class H<br>| 19579398 | &nbsp;&nbsp;40533193 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Ping An Bank Co. <br>Ltd., Class A<br>| 4109901 | &nbsp;&nbsp;6405392 |
| #\*Ω | &nbsp;&nbsp;&nbsp;&nbsp;Ping An Healthcare & <br>Technology Co. <br>Ltd.<br>| 8724505 | &nbsp;&nbsp;16077350 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Ping An Insurance <br>Group Co. of China <br>Ltd., Class H<br>| 23334500 | &nbsp;&nbsp;216435602 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Pingdingshan Tianan <br>Coal Mining Co. <br>Ltd., Class A<br>| 1093338 | &nbsp;&nbsp;1350846 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;PNC Process <br>Systems Co. Ltd., <br>Class A<br>| 177720 | &nbsp;&nbsp;716273 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;POCO Holding Co. <br>Ltd., Class A<br>| 42860 | &nbsp;&nbsp;487860 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Polaris Bay Group Co. <br>Ltd., Class A<br>| 1685300 | &nbsp;&nbsp;1645987 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Poly Developments & <br>Holdings Group Co. <br>Ltd., Class A<br>| 1264405 | &nbsp;&nbsp;1238935 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Poly Property Group <br>Co. Ltd.<br>| 14369987 | &nbsp;&nbsp;4326966 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Poly Property <br>Services Co. Ltd., <br>Class H<br>| 1305000 | &nbsp;&nbsp;5665981 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Poly Union Chemical <br>Holding Group Co. <br>Ltd., Class A<br>| 133600 | &nbsp;&nbsp;186966 |

---

------

**Emerging Markets Core Equity 2 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |  |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Pony Testing <br>International Group <br>Co. Ltd., Class A<br>| 265070 | &nbsp;&nbsp;$438067 |
| #Ω | &nbsp;&nbsp;&nbsp;&nbsp;Pop Mart International <br>Group Ltd.<br>| 2162600 | &nbsp;&nbsp;61821262 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Porton Pharma <br>Solutions Ltd., <br>Class A<br>| 334300 | &nbsp;&nbsp;1175296 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp;Postal Savings Bank <br>of China Co. Ltd., <br>Class H<br>| 23490000 | &nbsp;&nbsp;15315534 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Pou Sheng <br>International <br>Holdings Ltd.<br>| 16009609 | &nbsp;&nbsp;952471 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Power Construction <br>Corp. of China Ltd., <br>Class A<br>| 2700800 | &nbsp;&nbsp;2200129 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Powerwin Tech Group <br>Ltd.<br>| 536000 | &nbsp;&nbsp;61606 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Precision Tsugami <br>China Corp. Ltd.<br>| 26000 | &nbsp;&nbsp;139399 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Prinx Chengshan <br>Holdings Ltd.<br>| 701500 | &nbsp;&nbsp;736018 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Productive <br>Technologies Co. <br>Ltd.<br>| 1154000 | &nbsp;&nbsp;33566 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Pulike Biological <br>Engineering, Inc., <br>Class A<br>| 155600 | &nbsp;&nbsp;311089 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;PW Medtech Group <br>Ltd.<br>| 3801000 | &nbsp;&nbsp;622425 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Pylon Technologies <br>Co. Ltd., Class A<br>| 47325 | &nbsp;&nbsp;412913 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Q Technology Group <br>Co. Ltd.<br>| 2869000 | &nbsp;&nbsp;3422222 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Qfin Holdings, Inc., <br>ADR<br>| 1029222 | &nbsp;&nbsp;16004402 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Qi An Xin Technology <br>Group, Inc., <br>Class A<br>| 70001 | &nbsp;&nbsp;374466 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Qianhe Condiment & <br>Food Co. Ltd., <br>Class A<br>| 388719 | &nbsp;&nbsp;564703 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Qinchuan Machine <br>Tool & Tool Group <br>Share Co. Ltd., <br>Class A<br>| 445000 | &nbsp;&nbsp;784587 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Qingdao Citymedia <br>Co. Ltd., Class A<br>| 543833 | &nbsp;&nbsp;528475 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Qingdao East Steel <br>Tower Stock Co. <br>Ltd., Class A<br>| 518375 | &nbsp;&nbsp;2057593 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Qingdao Eastsoft <br>Communication <br>Technology Co. <br>Ltd., Class A<br>| 231501 | &nbsp;&nbsp;536624 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Qingdao Gaoce <br>Technology Co. <br>Ltd., Class A<br>| 360099 | &nbsp;&nbsp;$736714 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Qingdao Gon <br>Technology Co. <br>Ltd., Class A<br>| 125100 | &nbsp;&nbsp;1056647 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Qingdao Haier <br>Biomedical Co. Ltd., <br>Class A<br>| 237232 | &nbsp;&nbsp;1138184 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Qingdao Hanhe Cable <br>Co. Ltd., Class A<br>| 1434192 | &nbsp;&nbsp;1055752 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Qingdao Hiron <br>Commercial Cold <br>Chain Co. Ltd., <br>Class A<br>| 242140 | &nbsp;&nbsp;557047 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Qingdao Huicheng <br>Environmental <br>Technology Group <br>Co. Ltd., Class A<br>| 25100 | &nbsp;&nbsp;353248 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Qingdao NovelBeam <br>Technology Co. <br>Ltd., Class A<br>| 39179 | &nbsp;&nbsp;267198 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp;Qingdao Port <br>International Co. <br>Ltd., Class H<br>| 2642000 | &nbsp;&nbsp;2539286 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Qingdao Rural <br>Commercial Bank <br>Corp., Class A<br>| 1531267 | &nbsp;&nbsp;691987 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Qingdao Sentury Tire <br>Co. Ltd., Class A<br>| 287460 | &nbsp;&nbsp;846794 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Qingdao TGOOD <br>Electric Co. Ltd., <br>Class A<br>| 164900 | &nbsp;&nbsp;638215 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Qinghai Huzhu <br>TianYouDe <br>Highland Barley <br>Spirit Co. Ltd., <br>Class A<br>| 234600 | &nbsp;&nbsp;310593 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Qinghai Salt Lake <br>Industry Co. Ltd., <br>Class A<br>| 999300 | &nbsp;&nbsp;4714857 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Qingling Motors Co. <br>Ltd., Class H<br>| 5158000 | &nbsp;&nbsp;720755 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Qinhuangdao Port Co. <br>Ltd., Class H<br>| 4826000 | &nbsp;&nbsp;1665727 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;QuakeSafe <br>Technologies Co. <br>Ltd., Class A<br>| 95800 | &nbsp;&nbsp;261917 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;QuantumCTek Co. <br>Ltd., Class A<br>| 2968 | &nbsp;&nbsp;265428 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Queclink Wireless <br>Solutions Co. Ltd., <br>Class A<br>| 146350 | &nbsp;&nbsp;264904 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Quectel Wireless <br>Solutions Co. Ltd., <br>Class A<br>| 69634 | &nbsp;&nbsp;923434 |

---

------

**Emerging Markets Core Equity 2 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Quick Intelligent <br>Equipment Co. Ltd., <br>Class A<br>| 126100 | &nbsp;&nbsp;$683901 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Quzhou DFP New <br>Material Group Co. <br>Ltd.<br>| 789800 | &nbsp;&nbsp;473561 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Radiance Holdings <br>Group Co. Ltd.<br>| 2385000 | &nbsp;&nbsp;554368 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Rainbow Digital <br>Commercial Co. <br>Ltd., Class A<br>| 873494 | &nbsp;&nbsp;720036 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Range Intelligent <br>Computing <br>Technology Group <br>Co. Ltd., Class A<br>| 50700 | &nbsp;&nbsp;595728 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Rayhoo Motor Dies <br>Co. Ltd., Class A<br>| 105944 | &nbsp;&nbsp;546761 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Raytron Technology <br>Co. Ltd., Class A<br>| 36484 | &nbsp;&nbsp;592748 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Realcan <br>Pharmaceutical <br>Group Co. Ltd., <br>Class A<br>| 834100 | &nbsp;&nbsp;400305 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Red Avenue New <br>Materials Group Co. <br>Ltd., Class A<br>| 61900 | &nbsp;&nbsp;507674 |
| #\*Ω | &nbsp;&nbsp;&nbsp;&nbsp;Red Star Macalline <br>Group Corp. Ltd., <br>Class H<br>| 2957314 | &nbsp;&nbsp;496500 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Renhe Pharmacy Co. <br>Ltd., Class A<br>| 933500 | &nbsp;&nbsp;804865 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;REPT BATTERO <br>Energy Co. Ltd., <br>Class H<br>| 35600 | &nbsp;&nbsp;52557 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Rianlon Corp., <br>Class A<br>| 142100 | &nbsp;&nbsp;957252 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Richinfo Technology <br>Co. Ltd., Class A<br>| 118700 | &nbsp;&nbsp;515076 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Risen Energy Co. <br>Ltd., Class A<br>| 636808 | &nbsp;&nbsp;1827584 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;RiseSun Real Estate <br>Development Co. <br>Ltd., Class A<br>| 1098102 | &nbsp;&nbsp;255808 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Riyue Heavy Industry <br>Co. Ltd., Class A<br>| 312825 | &nbsp;&nbsp;624912 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Rizhao Port Co. Ltd., <br>Class A<br>| 3046500 | &nbsp;&nbsp;1389654 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;RoboTechnik <br>Intelligent <br>Technology Co. <br>Ltd., Class A<br>| 9860 | &nbsp;&nbsp;539918 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Rockchip Electronics <br>Co. Ltd., Class A<br>| 25200 | &nbsp;&nbsp;692141 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;RongFa Nuclear <br>Equipment Co. Ltd., <br>Class A<br>| 776300 | &nbsp;&nbsp;833804 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Rongsheng <br>Petrochemical Co. <br>Ltd., Class A<br>| 1830978 | &nbsp;&nbsp;$3885635 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Roshow Technology <br>Co. Ltd., Class A<br>| 423700 | &nbsp;&nbsp;524672 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Ruida Futures Co. <br>Ltd., Class A<br>| 304651 | &nbsp;&nbsp;1075646 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Runjian Co. Ltd., <br>Class A<br>| 124963 | &nbsp;&nbsp;832656 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;SAIC Motor Corp. <br>Ltd., Class A<br>| 918355 | &nbsp;&nbsp;1867202 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sailun Group Co. Ltd., <br>Class A<br>| 880500 | &nbsp;&nbsp;2007213 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sanan Optoelectronics <br>Co. Ltd., Class A<br>| 452500 | &nbsp;&nbsp;1051911 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sanchuan Wisdom <br>Technology Co. <br>Ltd., Class A<br>| 354300 | &nbsp;&nbsp;371047 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;SanFeng Intelligent <br>Equipment Group <br>Co. Ltd., Class A<br>| 36100 | &nbsp;&nbsp;46304 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sangfor Technologies, <br>Inc., Class A<br>| 18772 | &nbsp;&nbsp;432418 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sanjiang Shopping <br>Club Co. Ltd., <br>Class A<br>| 297500 | &nbsp;&nbsp;709938 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sanquan Food Co. <br>Ltd., Class A<br>| 431830 | &nbsp;&nbsp;740156 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Sansteel Minguang <br>Co. Ltd. Fujian, <br>Class A<br>| 1339556 | &nbsp;&nbsp;856290 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sansure Biotech, Inc., <br>Class A<br>| 238155 | &nbsp;&nbsp;696396 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Sanwei Holding Group <br>Co. Ltd., Class A<br>| 333300 | &nbsp;&nbsp;539919 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sany Heavy <br>Equipment <br>International <br>Holdings Co. Ltd.<br>| 9234500 | &nbsp;&nbsp;14186863 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sany Heavy Industry <br>Co. Ltd., Class A<br>| 847341 | &nbsp;&nbsp;2673171 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Satellite Chemical Co. <br>Ltd., Class A<br>| 1211883 | &nbsp;&nbsp;4245165 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;SDIC Capital Co. Ltd., <br>Class A<br>| 466300 | &nbsp;&nbsp;515887 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;SDIC Power Holdings <br>Co. Ltd., Class A<br>| 1011516 | &nbsp;&nbsp;1855449 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sealand Securities <br>Co. Ltd., Class A<br>| 1346700 | &nbsp;&nbsp;825624 |
| \* | Seazen Group Ltd. | 17763047 | &nbsp;&nbsp;5929769 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Seazen Holdings Co. <br>Ltd., Class A<br>| 307581 | &nbsp;&nbsp;782752 |
| \*†† | &nbsp;&nbsp;&nbsp;&nbsp;S-Enjoy Service <br>Group Co. Ltd.<br>| 2340000 | &nbsp;&nbsp;157256 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Seres Group Co. Ltd., <br>Class A<br>| 157625 | &nbsp;&nbsp;2364642 |

---

------

**Emerging Markets Core Equity 2 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;SF Holding Co. Ltd., <br>Class A<br>| 1155555 | &nbsp;&nbsp;$6235619 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;SF Holding Co. Ltd., <br>Class H<br>| 81400 | &nbsp;&nbsp;370612 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;SG Micro Corp., <br>Class A<br>| 31980 | &nbsp;&nbsp;347339 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shaanxi Beiyuan <br>Chemical Industry <br>Group Co. Ltd., <br>Class A<br>| 709410 | &nbsp;&nbsp;443098 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shaanxi Coal Industry <br>Co. Ltd., Class A<br>| 3029900 | &nbsp;&nbsp;9705043 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shaanxi Construction <br>Engineering Group <br>Corp. Ltd., Class A<br>| 1234100 | &nbsp;&nbsp;643328 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Shaanxi Fenghuo <br>Electronics Co. Ltd., <br>Class A<br>| 323700 | &nbsp;&nbsp;531188 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Shaanxi Heimao <br>Coking Co. Ltd., <br>Class A<br>| 879800 | &nbsp;&nbsp;577866 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shan Xi Hua Yang <br>Group New Energy <br>Co. Ltd., Class A<br>| 1472746 | &nbsp;&nbsp;2005768 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shandong Bohui <br>Paper Industrial Co. <br>Ltd., Class A<br>| 832100 | &nbsp;&nbsp;891946 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shandong Buchang <br>Pharmaceuticals <br>Co. Ltd., Class A<br>| 217987 | &nbsp;&nbsp;533710 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Shandong Chenming <br>Paper Holdings <br>Ltd., Class H<br>| 2811533 | &nbsp;&nbsp;303917 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shandong Dawn <br>Polymer Co. Ltd., <br>Class A<br>| 211200 | &nbsp;&nbsp;888968 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shandong Denghai <br>Seeds Co. Ltd., <br>Class A<br>| 605300 | &nbsp;&nbsp;981969 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shandong Dongyue <br>Silicone Material <br>Co. Ltd., Class A<br>| 539200 | &nbsp;&nbsp;948606 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp;Shandong Gold <br>Mining Co. Ltd., <br>Class H<br>| 2190500 | &nbsp;&nbsp;11771703 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Shandong Haihua Co. <br>Ltd., Class A<br>| 539800 | &nbsp;&nbsp;467694 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shandong Head <br>Group Co. Ltd., <br>Class A<br>| 189126 | &nbsp;&nbsp;484989 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shandong Himile <br>Mechanical Science <br>& Technology Co. <br>Ltd., Class A<br>| 288241 | &nbsp;&nbsp;3458937 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shandong Hi-speed <br>Co. Ltd., Class A<br>| 233625 | &nbsp;&nbsp;336993 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shandong Hi-Speed <br>Road & Bridge <br>Group Co. Ltd., <br>Class A<br>| 971600 | &nbsp;&nbsp;$884895 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shandong Hualu <br>Hengsheng <br>Chemical Co. Ltd., <br>Class A<br>| 515061 | &nbsp;&nbsp;2780661 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shandong Huatai <br>Paper Industry <br>Shareholding Co. <br>Ltd., Class A<br>| 761160 | &nbsp;&nbsp;459904 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shandong Humon <br>Smelting Co. Ltd., <br>Class A<br>| 524356 | &nbsp;&nbsp;1501314 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shandong Jincheng <br>Pharmaceutical <br>Group Co. Ltd., <br>Class A<br>| 190300 | &nbsp;&nbsp;420887 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shandong Jinjing <br>Science & <br>Technology Co. <br>Ltd., Class A<br>| 1118471 | &nbsp;&nbsp;915955 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shandong Linglong <br>Tyre Co. Ltd., <br>Class A<br>| 543382 | &nbsp;&nbsp;1178091 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Shandong Longda <br>Meishi Co. Ltd., <br>Class A<br>| 327400 | &nbsp;&nbsp;200918 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shandong Lukang <br>Pharma, Class A<br>| 564800 | &nbsp;&nbsp;753853 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shandong Nanshan <br>Aluminum Co. Ltd., <br>Class A<br>| 2799880 | &nbsp;&nbsp;2936265 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Shandong Oriental <br>Ocean Sci-Tech Co. <br>Ltd., Class A<br>| 957800 | &nbsp;&nbsp;314481 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shandong <br>Pharmaceutical <br>Glass Co. Ltd., <br>Class A<br>| 250000 | &nbsp;&nbsp;735627 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shandong Publishing <br>& Media Co. Ltd., <br>Class A<br>| 852100 | &nbsp;&nbsp;1127231 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shandong Sun Paper <br>Industry JSC Ltd., <br>Class A<br>| 961588 | &nbsp;&nbsp;2325365 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shandong Taihe <br>Technologies Co. <br>Ltd., Class A<br>| 90300 | &nbsp;&nbsp;387440 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shandong Weifang <br>Rainbow Chemical <br>Co. Ltd., Class A<br>| 121100 | &nbsp;&nbsp;1447506 |

---

------

**Emerging Markets Core Equity 2 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |  |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Shandong Weigao <br>Group Medical <br>Polymer Co. Ltd., <br>Class H<br>| 18219200 | &nbsp;&nbsp;$11665200 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shandong WIT Dyne <br>Health Co. Ltd., <br>Class A<br>| 184500 | &nbsp;&nbsp;858914 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shandong Xiantan <br>Group Co. Ltd.<br>| 633563 | &nbsp;&nbsp;590725 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Shandong Xinhua <br>Pharmaceutical Co. <br>Ltd., Class H<br>| 1303200 | &nbsp;&nbsp;1171504 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shandong Yisheng <br>Livestock & Poultry <br>Breeding Co. Ltd., <br>Class A<br>| 676000 | &nbsp;&nbsp;937080 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shanghai Acrel Co. <br>Ltd., Class A<br>| 129700 | &nbsp;&nbsp;513901 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Shanghai Aerospace <br>Automobile <br>Electromechanical <br>Co. Ltd., Class A<br>| 683000 | &nbsp;&nbsp;1481956 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Shanghai Aiko Solar <br>Energy Co. Ltd., <br>Class A<br>| 131800 | &nbsp;&nbsp;257809 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Shanghai AJ Group <br>Co. Ltd., Class A<br>| 884235 | &nbsp;&nbsp;632204 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shanghai Allist <br>Pharmaceuticals <br>Co. Ltd., Class A<br>| 79179 | &nbsp;&nbsp;1122896 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shanghai AtHub Co. <br>Ltd., Class A<br>| 305310 | &nbsp;&nbsp;1643281 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shanghai Bailian <br>Group Co. Ltd., <br>Class A<br>| 589600 | &nbsp;&nbsp;775964 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shanghai Bairun <br>Investment Holding <br>Group Co. Ltd., <br>Class A<br>| 238358 | &nbsp;&nbsp;700203 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shanghai Baolong <br>Automotive Corp., <br>Class A<br>| 109100 | &nbsp;&nbsp;576103 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shanghai Baosight <br>Software Co. Ltd., <br>Class A<br>| 250362 | &nbsp;&nbsp;822534 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shanghai Baosteel <br>Packaging Co. Ltd., <br>Class A<br>| 762664 | &nbsp;&nbsp;664937 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shanghai Belling Co. <br>Ltd., Class A<br>| 26200 | &nbsp;&nbsp;123954 |
| \*Ω | &nbsp;&nbsp;&nbsp;&nbsp;Shanghai Bio-heart <br>Biological <br>Technology Co. <br>Ltd., Class H<br>| 105900 | &nbsp;&nbsp;71110 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shanghai BOCHU <br>Electronic <br>Technology Corp. <br>Ltd., Class A<br>| 31544 | &nbsp;&nbsp;$687348 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shanghai Bright Meat <br>Group Co. Ltd., <br>Class A<br>| 530500 | &nbsp;&nbsp;505970 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shanghai Bright <br>Power <br>Semiconductor Co. <br>Ltd., Class A<br>| 7038 | &nbsp;&nbsp;168254 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shanghai Chicmax <br>Cosmetic Co. Ltd., <br>Class H<br>| 108200 | &nbsp;&nbsp;937415 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shanghai <br>Chinafortune Co. <br>Ltd., Class A<br>| 421031 | &nbsp;&nbsp;1007887 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shanghai Chlor-Alkali <br>Chemical Co. Ltd., <br>Class A<br>| 489200 | &nbsp;&nbsp;1245755 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shanghai Construction <br>Group Co. Ltd., <br>Class A<br>| 2729435 | &nbsp;&nbsp;1170028 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shanghai Daimay <br>Automotive Interior <br>Co. Ltd., Class A<br>| 666985 | &nbsp;&nbsp;977725 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shanghai Datun <br>Energy Resources <br>Co. Ltd., Class A<br>| 664100 | &nbsp;&nbsp;1233538 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Shanghai Dazhong <br>Public Utilities <br>Group Co. Ltd., <br>Class H<br>| 334000 | &nbsp;&nbsp;136274 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Shanghai DZH Ltd., <br>Class A<br>| 90200 | &nbsp;&nbsp;164623 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Shanghai Electric <br>Group Co. Ltd., <br>Class H<br>| 6970000 | &nbsp;&nbsp;3744404 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shanghai Electric <br>Power Co. Ltd., <br>Class A<br>| 468106 | &nbsp;&nbsp;1433032 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shanghai Environment <br>Group Co. Ltd., <br>Class A<br>| 529002 | &nbsp;&nbsp;652991 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Shanghai Feilo <br>Acoustics Co. Ltd., <br>Class A<br>| 266900 | &nbsp;&nbsp;314639 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shanghai Fengyuzhu <br>Culture & <br>Technology Co. <br>Ltd., Class A<br>| 220800 | &nbsp;&nbsp;294927 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shanghai Fosun <br>Pharmaceutical <br>Group Co. Ltd., <br>Class H<br>| 1874000 | &nbsp;&nbsp;4896673 |

---

------

**Emerging Markets Core Equity 2 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shanghai Fudan <br>Microelectronics <br>Group Co. Ltd., <br>Class H<br>| 714000 | &nbsp;&nbsp;$4732234 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Shanghai <br>Fudan-Zhangjiang <br>Bio-Pharmaceutical <br>Co. Ltd., Class H<br>| 632000 | &nbsp;&nbsp;263583 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shanghai Fullhan <br>Microelectronics Co. <br>Ltd., Class A<br>| 79247 | &nbsp;&nbsp;575878 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shanghai Ganglian <br>E-Commerce <br>Holdings Co. Ltd., <br>Class A<br>| 63832 | &nbsp;&nbsp;268781 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shanghai Gench <br>Education Group <br>Ltd.<br>| 52000 | &nbsp;&nbsp;17309 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shanghai Gentech <br>Co. Ltd., Class A<br>| 121719 | &nbsp;&nbsp;581498 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shanghai Hanbell <br>Precise Machinery <br>Co. Ltd., Class A<br>| 328048 | &nbsp;&nbsp;1172571 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp;Shanghai Haohai <br>Biological <br>Technology Co. <br>Ltd., Class H<br>| 190380 | &nbsp;&nbsp;631276 |
| \*Ω | &nbsp;&nbsp;&nbsp;&nbsp;Shanghai Henlius <br>Biotech, Inc., <br>Class H<br>| 69700 | &nbsp;&nbsp;511448 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shanghai Hile <br>Bio-Technology Co. <br>Ltd., Class A<br>| 125100 | &nbsp;&nbsp;116838 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shanghai Huace <br>Navigation <br>Technology Ltd., <br>Class A<br>| 116949 | &nbsp;&nbsp;652860 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shanghai Huafon <br>Aluminium Corp., <br>Class A<br>| 380200 | &nbsp;&nbsp;1435742 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shanghai Huayi <br>Group Co. Ltd., <br>Class A<br>| 654200 | &nbsp;&nbsp;946750 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Shanghai Industrial <br>Development Co. <br>Ltd., Class A<br>| 1404400 | &nbsp;&nbsp;1125366 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shanghai Industrial <br>Holdings Ltd.<br>| 3099000 | &nbsp;&nbsp;5940311 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Shanghai Industrial <br>Urban Development <br>Group Ltd.<br>| 16019025 | &nbsp;&nbsp;646509 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Shanghai INT Medical <br>Instruments Co. <br>Ltd., Class H<br>| 98800 | &nbsp;&nbsp;391560 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shanghai International <br>Airport Co. Ltd., <br>Class A<br>| 40400 | &nbsp;&nbsp;$178980 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shanghai Jahwa <br>United Co. Ltd., <br>Class A<br>| 159500 | &nbsp;&nbsp;480247 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shanghai Jinjiang <br>International Hotels <br>Co. Ltd., Class A<br>| 275662 | &nbsp;&nbsp;1080298 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shanghai Jinqiao <br>Export Processing <br>Zone Development <br>Co. Ltd., Class A<br>| 240433 | &nbsp;&nbsp;365424 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shanghai Kaibao <br>Pharmaceutical Co. <br>Ltd., Class A<br>| 585400 | &nbsp;&nbsp;526414 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shanghai Kelai <br>Mechatronics <br>Engineering Co. <br>Ltd., Class A<br>| 53300 | &nbsp;&nbsp;163547 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shanghai Liangxin <br>Electrical Co. Ltd., <br>Class A<br>| 552591 | &nbsp;&nbsp;832539 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shanghai Lingang <br>Holdings Corp. Ltd., <br>Class A<br>| 674340 | &nbsp;&nbsp;1139038 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shanghai Lujiazui <br>Finance & Trade <br>Zone Development <br>Co. Ltd., Class A<br>| 187700 | &nbsp;&nbsp;221448 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shanghai M&G <br>Stationery, Inc., <br>Class A<br>| 190499 | &nbsp;&nbsp;758837 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shanghai Mechanical <br>& Electrical Industry <br>Co. Ltd., Class A<br>| 230900 | &nbsp;&nbsp;900224 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Shanghai Medicilon, <br>Inc., Class A<br>| 50608 | &nbsp;&nbsp;431964 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shanghai MicroPort <br>Endovascular <br>MedTech Group Co. <br>Ltd., Class A<br>| 77783 | &nbsp;&nbsp;1064070 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Shanghai Milkground <br>Food Tech Co. Ltd., <br>Class A<br>| 252000 | &nbsp;&nbsp;827704 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shanghai Moons' <br>Electric Co. Ltd., <br>Class A<br>| 5400 | &nbsp;&nbsp;54128 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Shanghai New Power <br>Automotive <br>Technology Co. <br>Ltd., Class A<br>| 455000 | &nbsp;&nbsp;595009 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shanghai <br>Pharmaceuticals <br>Holding Co. Ltd., <br>Class H<br>| 3608200 | &nbsp;&nbsp;5498660 |

---

------

**Emerging Markets Core Equity 2 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shanghai Pioneer <br>Holding Ltd.<br>| 3009000 | &nbsp;&nbsp;$878220 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shanghai Pret <br>Composites Co. <br>Ltd., Class A<br>| 521200 | &nbsp;&nbsp;1352472 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shanghai Pudong <br>Construction Co. <br>Ltd., Class A<br>| 534380 | &nbsp;&nbsp;603686 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shanghai Pudong <br>Development Bank <br>Co. Ltd., Class A<br>| 3427519 | &nbsp;&nbsp;4950090 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shanghai Putailai New <br>Energy Technology <br>Group Co. Ltd.<br>| 303899 | &nbsp;&nbsp;1203550 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shanghai QiFan <br>Cable Co. Ltd., <br>Class A<br>| 278600 | &nbsp;&nbsp;837572 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shanghai RAAS Blood <br>Products Co. Ltd., <br>Class A<br>| 868012 | &nbsp;&nbsp;786847 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shanghai Runda <br>Medical Technology <br>Co. Ltd., Class A<br>| 400100 | &nbsp;&nbsp;919259 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shanghai Rural <br>Commercial Bank <br>Co. Ltd., Class A<br>| 995600 | &nbsp;&nbsp;1230290 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shanghai Shibei <br>Hi-Tech Co. Ltd., <br>Class A<br>| 411000 | &nbsp;&nbsp;323264 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shanghai Shyndec <br>Pharmaceutical Co. <br>Ltd., Class A<br>| 420400 | &nbsp;&nbsp;643274 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shanghai Sinyang <br>Semiconductor <br>Materials Co. Ltd., <br>Class A<br>| 24100 | &nbsp;&nbsp;270462 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Shanghai Stonehill <br>Technology Co. <br>Ltd., Class A<br>| 273126 | &nbsp;&nbsp;384321 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shanghai Tongji <br>Science & <br>Technology <br>Industrial Co. Ltd., <br>Class A<br>| 384400 | &nbsp;&nbsp;721903 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shanghai Tunnel <br>Engineering Co. <br>Ltd., Class A<br>| 1033995 | &nbsp;&nbsp;1009664 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shanghai Vital <br>Microtech Co. Ltd.<br>| 160310 | &nbsp;&nbsp;436953 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shanghai Waigaoqiao <br>Free Trade Zone <br>Group Co. Ltd., <br>Class A<br>| 496862 | &nbsp;&nbsp;757227 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shanghai Yaoji <br>Technology Co. <br>Ltd., Class A<br>| 231500 | &nbsp;&nbsp;865816 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shanghai Yct <br>Electronics Group <br>Co. Ltd., Class A<br>| 20180 | &nbsp;&nbsp;$145866 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shanghai Yuyuan <br>Tourist Mart Group <br>Co. Ltd., Class A<br>| 757700 | &nbsp;&nbsp;609353 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shanghai Zhangjiang <br>High-Tech Park <br>Development Co. <br>Ltd., Class A<br>| 135457 | &nbsp;&nbsp;809130 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shanghai Zhenhua <br>Heavy Industries <br>Co. Ltd., Class A<br>| 1151700 | &nbsp;&nbsp;847502 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shanghai Zhonggu <br>Logistics Co. Ltd., <br>Class A<br>| 931400 | &nbsp;&nbsp;1370314 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shanghai Zijiang <br>Enterprise Group <br>Co. Ltd., Class A<br>| 1126382 | &nbsp;&nbsp;1247476 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shanjin International <br>Gold Co. Ltd., <br>Class A<br>| 550580 | &nbsp;&nbsp;2653720 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shannon <br>Semiconductor <br>Technology Co. <br>Ltd., Class A<br>| 39500 | &nbsp;&nbsp;949319 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shantou Wanshun <br>New Material Group <br>Co. Ltd., Class A<br>| 351700 | &nbsp;&nbsp;298819 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shantui Construction <br>Machinery Co. Ltd., <br>Class A<br>| 645400 | &nbsp;&nbsp;1150097 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shanxi Blue Flame <br>Holding Co. Ltd., <br>Class A<br>| 1010498 | &nbsp;&nbsp;1188958 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shanxi Coal <br>International Energy <br>Group Co. Ltd., <br>Class A<br>| 837600 | &nbsp;&nbsp;1357894 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shanxi Coking Co. <br>Ltd., Class A<br>| 1285597 | &nbsp;&nbsp;857988 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shanxi Coking Coal <br>Energy Group Co. <br>Ltd., Class A<br>| 1723141 | &nbsp;&nbsp;1811786 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Shanxi Guoxin Energy <br>Corp. Ltd., Class A<br>| 1859360 | &nbsp;&nbsp;888380 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shanxi Hi-speed <br>Group Co. Ltd., <br>Class A<br>| 1211300 | &nbsp;&nbsp;928652 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shanxi Lanhua <br>Sci-Tech Venture <br>Co. Ltd., Class A<br>| 809791 | &nbsp;&nbsp;731157 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Shanxi Lu'an <br>Chemical <br>Technology Co. <br>Ltd., Class A<br>| 979900 | &nbsp;&nbsp;452001 |

---

------

**Emerging Markets Core Equity 2 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shanxi Lu'an <br>Environmental <br>Energy <br>Development Co. <br>Ltd., Class A<br>| 1076748 | &nbsp;&nbsp;$2114529 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Shanxi Meijin Energy <br>Co. Ltd., Class A<br>| 874700 | &nbsp;&nbsp;635948 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shanxi Securities Co. <br>Ltd., Class A<br>| 630100 | &nbsp;&nbsp;548642 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Shanxi Taigang <br>Stainless Steel Co. <br>Ltd., Class A<br>| 995392 | &nbsp;&nbsp;747604 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shanxi Xinghuacun <br>Fen Wine Factory <br>Co. Ltd., Class A<br>| 188729 | &nbsp;&nbsp;4638017 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Shanxi Zhendong <br>Pharmaceutical Co. <br>Ltd., Class A<br>| 380300 | &nbsp;&nbsp;313417 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sharetronic Data <br>Technology Co. <br>Ltd., Class A<br>| 51660 | &nbsp;&nbsp;1687455 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shede Spirits Co. Ltd., <br>Class A<br>| 76900 | &nbsp;&nbsp;622999 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shenergy Co. Ltd., <br>Class A<br>| 1024033 | &nbsp;&nbsp;1227523 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shengda Resources <br>Co. Ltd., Class A<br>| 271930 | &nbsp;&nbsp;2279995 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shenghe Resources <br>Holding Co. Ltd., <br>Class A<br>| 269700 | &nbsp;&nbsp;1035460 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shenguan Holdings <br>Group Ltd.<br>| 4272000 | &nbsp;&nbsp;139059 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shengyi Electronics <br>Co. Ltd., Class A<br>| 62065 | &nbsp;&nbsp;786609 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shengyi Technology <br>Co. Ltd., Class A<br>| 297982 | &nbsp;&nbsp;2944925 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shenma Industry Co. <br>Ltd., Class A<br>| 438700 | &nbsp;&nbsp;573631 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shennan Circuits Co. <br>Ltd., Class A<br>| 103457 | &nbsp;&nbsp;3457051 |
| #Ω | &nbsp;&nbsp;&nbsp;&nbsp;Shenwan Hongyuan <br>Group Co. Ltd., <br>Class H<br>| 4641600 | &nbsp;&nbsp;1858099 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shenyang Xingqi <br>Pharmaceutical Co. <br>Ltd., Class A<br>| 73617 | &nbsp;&nbsp;743711 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shenzhen Agricultural <br>Power Group Co. <br>Ltd., Class A<br>| 719638 | &nbsp;&nbsp;1004033 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shenzhen Airport Co. <br>Ltd., Class A<br>| 934083 | &nbsp;&nbsp;973217 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shenzhen Aisidi Co. <br>Ltd., Class A<br>| 467238 | &nbsp;&nbsp;860086 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Shenzhen Baoming <br>Technology Co. <br>Ltd., Class A<br>| 28300 | &nbsp;&nbsp;217636 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shenzhen Batian <br>Ecotypic <br>Engineering Co. <br>Ltd., Class A<br>| 558900 | &nbsp;&nbsp;$1113028 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shenzhen BSC <br>Technology Co. <br>Ltd., Class A<br>| 75300 | &nbsp;&nbsp;393429 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shenzhen Capchem <br>Technology Co. <br>Ltd., Class A<br>| 73040 | &nbsp;&nbsp;532735 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shenzhen Center <br>Power Tech Co. <br>Ltd., Class A<br>| 230000 | &nbsp;&nbsp;663953 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shenzhen Cereals <br>Holdings Co. Ltd., <br>Class A<br>| 603650 | &nbsp;&nbsp;642189 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shenzhen Changhong <br>Technology Co. <br>Ltd., Class A<br>| 297500 | &nbsp;&nbsp;709040 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shenzhen Click <br>Technology Co. <br>Ltd., Class A<br>| 222400 | &nbsp;&nbsp;764343 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Shenzhen Clou <br>Electronics Co. Ltd., <br>Class A<br>| 24100 | &nbsp;&nbsp;31486 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shenzhen Colibri <br>Technologies Co. <br>Ltd., Class A<br>| 201400 | &nbsp;&nbsp;658173 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shenzhen Comix <br>Group Co. Ltd., <br>Class A<br>| 314200 | &nbsp;&nbsp;352245 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shenzhen Das <br>Intellitech Co. Ltd., <br>Class A<br>| 970200 | &nbsp;&nbsp;397586 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shenzhen Desay <br>Battery Technology <br>Co., Class A<br>| 300481 | &nbsp;&nbsp;1125872 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Shenzhen Dynanonic <br>Co. Ltd., Class A<br>| 120687 | &nbsp;&nbsp;718866 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shenzhen Energy <br>Group Co. Ltd., <br>Class A<br>| 695800 | &nbsp;&nbsp;680723 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shenzhen Envicool <br>Technology Co. <br>Ltd., Class A<br>| 115949 | &nbsp;&nbsp;1785109 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shenzhen Everwin <br>Precision <br>Technology Co. <br>Ltd., Class A<br>| 185360 | &nbsp;&nbsp;1029979 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Shenzhen <br>Expressway Corp. <br>Ltd., Class H<br>| 3812000 | &nbsp;&nbsp;3661742 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shenzhen Farben <br>Information <br>Technology Co. <br>Ltd., Class A<br>| 79600 | &nbsp;&nbsp;252868 |

---

------

**Emerging Markets Core Equity 2 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shenzhen Fastprint <br>Circuit Tech Co. <br>Ltd., Class A<br>| 185622 | &nbsp;&nbsp;$627907 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Shenzhen Feima <br>International Supply <br>Chain Co. Ltd., <br>Class A<br>| 741800 | &nbsp;&nbsp;335832 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Shenzhen Fenda <br>Technology Co. <br>Ltd., Class A<br>| 584800 | &nbsp;&nbsp;546076 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shenzhen Fortune <br>Trend Technology <br>Co. Ltd., Class A<br>| 4629 | &nbsp;&nbsp;89706 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shenzhen FRD <br>Science & <br>Technology Co. <br>Ltd., Class A<br>| 189233 | &nbsp;&nbsp;949012 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shenzhen Fuanna <br>Bedding & <br>Furnishing Co. Ltd., <br>Class A<br>| 519200 | &nbsp;&nbsp;518473 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shenzhen Gas Corp. <br>Ltd., Class A<br>| 879816 | &nbsp;&nbsp;872429 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Shenzhen Gongjin <br>Electronics Co. Ltd., <br>Class A<br>| 398103 | &nbsp;&nbsp;681356 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shenzhen Goodix <br>Technology Co. <br>Ltd., Class A<br>| 19000 | &nbsp;&nbsp;220775 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shenzhen H&T <br>Intelligent Control <br>Co. Ltd., Class A<br>| 213100 | &nbsp;&nbsp;1150748 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp;Shenzhen Hepalink <br>Pharmaceutical <br>Group Co. Ltd., <br>Class H<br>| 749000 | &nbsp;&nbsp;529447 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shenzhen Honor <br>Electronic Co. Ltd., <br>Class A<br>| 33177 | &nbsp;&nbsp;1181150 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shenzhen Hopewind <br>Electric Co. Ltd., <br>Class A<br>| 86100 | &nbsp;&nbsp;368156 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shenzhen Huaqiang <br>Industry Co. Ltd., <br>Class A<br>| 42900 | &nbsp;&nbsp;161352 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Shenzhen Infogem <br>Technologies Co. <br>Ltd., Class A<br>| 12300 | &nbsp;&nbsp;68316 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shenzhen Inovance <br>Technology Co. <br>Ltd., Class A<br>| 147975 | &nbsp;&nbsp;1591238 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Shenzhen <br>International <br>Holdings Ltd.<br>| 9974164 | &nbsp;&nbsp;11491699 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Shenzhen Investment <br>Ltd.<br>| 19481674 | &nbsp;&nbsp;2171543 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shenzhen Invt Electric <br>Co. Ltd., Class A<br>| 460800 | &nbsp;&nbsp;$593996 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shenzhen Jieshun <br>Science & <br>Technology Industry <br>Co. Ltd., Class A<br>| 333400 | &nbsp;&nbsp;489669 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Shenzhen Jinjia <br>Group Co. Ltd., <br>Class A<br>| 875400 | &nbsp;&nbsp;503972 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shenzhen Jufei <br>Optoelectronics Co. <br>Ltd., Class A<br>| 806500 | &nbsp;&nbsp;821905 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shenzhen Kaifa <br>Technology Co. <br>Ltd., Class A<br>| 292821 | &nbsp;&nbsp;1367320 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shenzhen Kangtai <br>Biological Products <br>Co. Ltd., Class A<br>| 176644 | &nbsp;&nbsp;397289 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shenzhen Kedali <br>Industry Co. Ltd., <br>Class A<br>| 90320 | &nbsp;&nbsp;2007789 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Shenzhen Kingdom <br>Sci-Tech Co. Ltd., <br>Class A<br>| 72700 | &nbsp;&nbsp;162393 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shenzhen Kingkey <br>Smart Agriculture <br>Times Co. Ltd., <br>Class A<br>| 603700 | &nbsp;&nbsp;1583808 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shenzhen Kinwong <br>Electronic Co. Ltd., <br>Class A<br>| 182724 | &nbsp;&nbsp;1685232 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shenzhen Kstar <br>Science & <br>Technology Co. <br>Ltd., Class A<br>| 118500 | &nbsp;&nbsp;956491 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shenzhen Laibao <br>Hi-tech Co. Ltd., <br>Class A<br>| 463500 | &nbsp;&nbsp;789839 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shenzhen Leaguer <br>Co. Ltd., Class A<br>| 679300 | &nbsp;&nbsp;1062328 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shenzhen Lifotronic <br>Technology Co. <br>Ltd., Class A<br>| 298795 | &nbsp;&nbsp;591287 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shenzhen Longtech <br>Smart Control Co. <br>Ltd., Class A<br>| 58345 | &nbsp;&nbsp;260726 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shenzhen Megmeet <br>Electrical Co. Ltd., <br>Class A<br>| 56916 | &nbsp;&nbsp;1033297 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shenzhen Microgate <br>Technology Co. <br>Ltd., Class A<br>| 508900 | &nbsp;&nbsp;897912 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shenzhen Mindray <br>Bio-Medical <br>Electronics Co. Ltd., <br>Class A<br>| 181372 | &nbsp;&nbsp;4936668 |

---

------

**Emerging Markets Core Equity 2 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shenzhen MTC Co. <br>Ltd., Class A<br>| 1266138 | &nbsp;&nbsp;$1765332 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Shenzhen Neptunus <br>Bioengineering Co. <br>Ltd., Class A<br>| 856700 | &nbsp;&nbsp;454431 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shenzhen New <br>Industries <br>Biomedical <br>Engineering Co. <br>Ltd., Class A<br>| 158400 | &nbsp;&nbsp;1228239 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Shenzhen New <br>Nanshan Holding <br>Group Co. Ltd., <br>Class A<br>| 2060401 | &nbsp;&nbsp;898035 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shenzhen Noposin <br>Crop Science Co. <br>Ltd., Class A<br>| 580600 | &nbsp;&nbsp;967210 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Shenzhen Overseas <br>Chinese Town Co. <br>Ltd., Class A<br>| 1667976 | &nbsp;&nbsp;658100 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Shenzhen Pagoda <br>Industrial Group <br>Corp. Ltd., Class H<br>| 1938000 | &nbsp;&nbsp;409364 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shenzhen Qingyi <br>Photomask Ltd., <br>Class A<br>| 116221 | &nbsp;&nbsp;509947 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shenzhen Salubris <br>Pharmaceuticals <br>Co. Ltd., Class A<br>| 53000 | &nbsp;&nbsp;357826 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shenzhen SC New <br>Energy Technology <br>Corp., Class A<br>| 113071 | &nbsp;&nbsp;2241520 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shenzhen SED <br>Industry Co. Ltd., <br>Class A<br>| 257489 | &nbsp;&nbsp;770023 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shenzhen SEG Co. <br>Ltd., Class A<br>| 585000 | &nbsp;&nbsp;758933 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shenzhen Senior <br>Technology Material <br>Co. Ltd., Class A<br>| 359770 | &nbsp;&nbsp;716337 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shenzhen Sinexcel <br>Electric Co. Ltd., <br>Class A<br>| 194850 | &nbsp;&nbsp;1067108 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shenzhen Sunline <br>Tech Co. Ltd., <br>Class A<br>| 89300 | &nbsp;&nbsp;178656 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shenzhen Sunlord <br>Electronics Co. Ltd., <br>Class A<br>| 262070 | &nbsp;&nbsp;1484112 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shenzhen Sunnypol <br>Optoelectronics Co. <br>Ltd., Class A<br>| 79900 | &nbsp;&nbsp;296376 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shenzhen Sunway <br>Communication Co. <br>Ltd., Class A<br>| 186354 | &nbsp;&nbsp;2140640 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shenzhen Tagen <br>Group Co. Ltd., <br>Class A<br>| 1033345 | &nbsp;&nbsp;$575494 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shenzhen Topband <br>Co. Ltd., Class A<br>| 397371 | &nbsp;&nbsp;733489 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shenzhen Topraysolar <br>Co. Ltd., Class A<br>| 904200 | &nbsp;&nbsp;767903 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shenzhen Topway <br>Video <br>Communication Co. <br>Ltd., Class A<br>| 402400 | &nbsp;&nbsp;483927 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shenzhen Transsion <br>Holdings Co. Ltd., <br>Class A<br>| 121820 | &nbsp;&nbsp;1015493 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shenzhen United <br>Winners Laser Co. <br>Ltd., Class A<br>| 148876 | &nbsp;&nbsp;634547 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shenzhen Weiguang <br>Biological Products <br>Co. Ltd., Class A<br>| 78000 | &nbsp;&nbsp;304053 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shenzhen Woer <br>Heat-Shrinkable <br>Material Co. Ltd., <br>Class A<br>| 284600 | &nbsp;&nbsp;1104937 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shenzhen Yan Tian <br>Port Holding Co. <br>Ltd., Class A<br>| 880296 | &nbsp;&nbsp;580271 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shenzhen Yinghe <br>Technology Co. <br>Ltd., Class A<br>| 288586 | &nbsp;&nbsp;1137262 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Shenzhen Yitoa <br>Intelligent Control <br>Co. Ltd., Class A<br>| 149200 | &nbsp;&nbsp;312100 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Shenzhen Ysstech <br>Info-tech Co. Ltd., <br>Class A<br>| 27400 | &nbsp;&nbsp;82564 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shenzhen YUTO <br>Packaging <br>Technology Co. <br>Ltd., Class A<br>| 275880 | &nbsp;&nbsp;1147179 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shenzhen Zhaowei <br>Machinery & <br>Electronic Co. Ltd., <br>Class A<br>| 3300 | &nbsp;&nbsp;55542 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Shenzhen Zhenye <br>Group Co. Ltd., <br>Class A<br>| 278800 | &nbsp;&nbsp;359146 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shenzhen Zhongjin <br>Lingnan Nonfemet <br>Co. Ltd., Class A<br>| 2368280 | &nbsp;&nbsp;2586260 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shenzhou <br>International Group <br>Holdings Ltd.<br>| 3370600 | &nbsp;&nbsp;26807582 |

---

------

**Emerging Markets Core Equity 2 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |  |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Shida Shinghwa <br>Advanced Material <br>Group Co. Ltd., <br>Class A<br>| 73800 | &nbsp;&nbsp;$708934 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Shijiazhuang <br>Changshan BeiMing <br>Technology Co. <br>Ltd., Class A<br>| 28300 | &nbsp;&nbsp;81349 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shijiazhuang Yiling <br>Pharmaceutical Co. <br>Ltd., Class A<br>| 255601 | &nbsp;&nbsp;646063 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shinva Medical <br>Instrument Co. Ltd., <br>Class A<br>| 529440 | &nbsp;&nbsp;1191889 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Shiyue Daotian Group <br>Co. Ltd., Class H<br>| 258000 | &nbsp;&nbsp;297326 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shoucheng Holdings <br>Ltd.<br>| 13847640 | &nbsp;&nbsp;3609217 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shougang Century <br>Holdings Ltd.<br>| 53200 | &nbsp;&nbsp;20198 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shougang Fushan <br>Resources Group <br>Ltd.<br>| 20643003 | &nbsp;&nbsp;8699260 |
| †† | &nbsp;&nbsp;&nbsp;&nbsp;Shouhang High-Tech <br>Energy Co. Ltd., <br>Class A<br>| 1336400 | &nbsp;&nbsp;13463 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Shuangliang <br>Eco-Energy <br>Systems Co. Ltd., <br>Class A<br>| 1648200 | &nbsp;&nbsp;2106611 |
|  | Shui On Land Ltd. | 26590276 | &nbsp;&nbsp;2348921 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Siasun Robot & <br>Automation Co. <br>Ltd., Class A<br>| 22500 | &nbsp;&nbsp;56168 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sichuan Changhong <br>Electric Co. Ltd., <br>Class A<br>| 609900 | &nbsp;&nbsp;855282 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Sichuan Chengfei <br>Integration <br>Technology Corp., <br>Class A<br>| 130100 | &nbsp;&nbsp;676544 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sichuan Chuantou <br>Energy Co. Ltd., <br>Class A<br>| 517808 | &nbsp;&nbsp;1037371 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sichuan Development <br>Lomon Co. Ltd., <br>Class A<br>| 388900 | &nbsp;&nbsp;688961 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sichuan EM <br>Technology Co. <br>Ltd., Class A<br>| 275700 | &nbsp;&nbsp;1127488 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Sichuan Expressway <br>Co. Ltd., Class H<br>| 4528000 | &nbsp;&nbsp;3234509 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sichuan Furong <br>Technology Co. <br>Ltd., Class A<br>| 253444 | &nbsp;&nbsp;373725 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |  |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Sichuan Haite <br>High-tech Co. Ltd., <br>Class A<br>| 415083 | &nbsp;&nbsp;$730426 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Sichuan Hebang <br>Biotechnology Co. <br>Ltd., Class A<br>| 1753420 | &nbsp;&nbsp;638619 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Sichuan Hexie <br>Shuangma Co. Ltd., <br>Class A<br>| 276343 | &nbsp;&nbsp;1073715 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Sichuan Hongda Co. <br>Ltd., Class A<br>| 171800 | &nbsp;&nbsp;398789 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sichuan Injet Electric <br>Co. Ltd., Class A<br>| 118225 | &nbsp;&nbsp;977801 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sichuan Jiuyuan <br>Yinhai Software Co. <br>Ltd., Class A<br>| 72505 | &nbsp;&nbsp;206374 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sichuan Jiuzhou <br>Electric Co. Ltd., <br>Class A<br>| 27100 | &nbsp;&nbsp;60724 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sichuan Kelun <br>Pharmaceutical Co. <br>Ltd., Class A<br>| 214563 | &nbsp;&nbsp;955686 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Sichuan Kelun-Biotech <br>Biopharmaceutical <br>Co. Ltd., Class H<br>| 25600 | &nbsp;&nbsp;1362876 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Sichuan Lutianhua <br>Co. Ltd., Class A<br>| 966300 | &nbsp;&nbsp;665993 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sichuan New Energy <br>Power Co. Ltd., <br>Class A<br>| 405000 | &nbsp;&nbsp;723872 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sichuan Road & <br>Bridge Group Co. <br>Ltd., Class A<br>| 2053960 | &nbsp;&nbsp;2869234 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sichuan Swellfun Co. <br>Ltd., Class A<br>| 128805 | &nbsp;&nbsp;771661 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sichuan Teway Food <br>Group Co. Ltd., <br>Class A<br>| 513900 | &nbsp;&nbsp;978119 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sichuan Yahua <br>Industrial Group Co. <br>Ltd., Class A<br>| 295000 | &nbsp;&nbsp;1048089 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Sihuan <br>Pharmaceutical <br>Holdings Group <br>Ltd.<br>| 25679000 | &nbsp;&nbsp;5189182 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;SIIC Environment <br>Holdings Ltd. (807 <br>HK)<br>| 259000 | &nbsp;&nbsp;35825 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp;Simcere <br>Pharmaceutical <br>Group Ltd.<br>| 4706000 | &nbsp;&nbsp;7045732 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sineng Electric Co. <br>Ltd., Class A<br>| 227500 | &nbsp;&nbsp;1213694 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sino <br>Biopharmaceutical <br>Ltd.<br>| 23897495 | &nbsp;&nbsp;20277163 |

---

------

**Emerging Markets Core Equity 2 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sino Wealth Electronic <br>Ltd., Class A<br>| 62139 | &nbsp;&nbsp;$291845 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sino-Agri Leading <br>Biosciences Co. <br>Ltd., Class A<br>| 28900 | &nbsp;&nbsp;58694 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sinocare, Inc., <br>Class A<br>| 353836 | &nbsp;&nbsp;892901 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Sinochem <br>International Corp., <br>Class A<br>| 1877697 | &nbsp;&nbsp;1261438 |
|  | Sinofert Holdings Ltd. | 16608673 | &nbsp;&nbsp;3613722 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sinofibers Technology <br>Co. Ltd., Class A<br>| 70000 | &nbsp;&nbsp;446928 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sinolink Securities Co. <br>Ltd., Class A<br>| 403500 | &nbsp;&nbsp;541278 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sinoma International <br>Engineering Co., <br>Class A<br>| 1171750 | &nbsp;&nbsp;1923790 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sinoma Science & <br>Technology Co. <br>Ltd., Class A<br>| 195495 | &nbsp;&nbsp;1207357 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sinomach Automobile <br>Co. Ltd., Class A<br>| 1090150 | &nbsp;&nbsp;1036038 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Sinomach Heavy <br>Equipment Group <br>Co. Ltd., Class A<br>| 603500 | &nbsp;&nbsp;443529 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sinomach Precision <br>Industry Group Co. <br>Ltd., Class A<br>| 147200 | &nbsp;&nbsp;950224 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sinomine Resource <br>Group Co. Ltd., <br>Class A<br>| 97640 | &nbsp;&nbsp;1186581 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sinopec Engineering <br>Group Co. Ltd., <br>Class H<br>| 10926000 | &nbsp;&nbsp;10383636 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Sinopec Kantons <br>Holdings Ltd.<br>| 7660000 | &nbsp;&nbsp;4251950 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Sinopec Oilfield <br>Equipment Corp., <br>Class A<br>| 775385 | &nbsp;&nbsp;904433 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Sinopec Oilfield <br>Service Corp., <br>Class H<br>| 16120000 | &nbsp;&nbsp;2008823 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sinopec Shanghai <br>Petrochemical Co. <br>Ltd., Class H<br>| 20941000 | &nbsp;&nbsp;4265591 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sinopep-Allsino Bio <br>Pharmaceutical Co. <br>Ltd., Class A<br>| 63467 | &nbsp;&nbsp;330665 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sinopharm Group Co. <br>Ltd., Class H<br>| 9206800 | &nbsp;&nbsp;24565962 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sino-Platinum Metals <br>Co. Ltd., Class A<br>| 307813 | &nbsp;&nbsp;1015897 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sinoseal Holding Co. <br>Ltd., Class A<br>| 131727 | &nbsp;&nbsp;711634 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sinosoft Co. Ltd., <br>Class A<br>| 208980 | &nbsp;&nbsp;$587603 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sinosteel Engineering <br>& Technology Co. <br>Ltd., Class A<br>| 1184268 | &nbsp;&nbsp;1178344 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sinosteel New <br>Materials Co. Ltd., <br>Class A<br>| 366200 | &nbsp;&nbsp;571387 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Sinotrans Ltd., <br>Class H<br>| 19256000 | &nbsp;&nbsp;12776207 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sinotruk Hong Kong <br>Ltd.<br>| 5474000 | &nbsp;&nbsp;25137587 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sinotruk Jinan Truck <br>Co. Ltd., Class A<br>| 474273 | &nbsp;&nbsp;1289548 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Skshu Paint Co. Ltd., <br>Class A<br>| 101248 | &nbsp;&nbsp;828316 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Skyworth Digital Co. <br>Ltd., Class A<br>| 426799 | &nbsp;&nbsp;713342 |
| \* | Skyworth Group Ltd. | 470000 | &nbsp;&nbsp;427970 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sleemon Healthy <br>Sleep Technology <br>Co. Ltd., Class A<br>| 277100 | &nbsp;&nbsp;858606 |
| #Ω | &nbsp;&nbsp;&nbsp;&nbsp;Smoore International <br>Holdings Ltd.<br>| 4080000 | &nbsp;&nbsp;5891751 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Snowsky Salt Industry <br>Group Co. Ltd., <br>Class A<br>| 920100 | &nbsp;&nbsp;820112 |
| \* | SOHO China Ltd. | 16278839 | &nbsp;&nbsp;1104413 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Soho Holly Futures <br>Co. Ltd., Class H<br>| 326000 | &nbsp;&nbsp;138340 |
| \* | Sohu.com Ltd., ADR | 72129 | &nbsp;&nbsp;1221144 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sokan New Materials <br>Group Co. Ltd., <br>Class A<br>| 4137 | &nbsp;&nbsp;21601 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Solareast Holdings <br>Co. Ltd., Class A<br>| 619275 | &nbsp;&nbsp;859774 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Songcheng <br>Performance <br>Development Co. <br>Ltd., Class A<br>| 299500 | &nbsp;&nbsp;367669 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sonoscape Medical <br>Corp., Class A<br>| 59900 | &nbsp;&nbsp;239326 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;SooChow Securities <br>Co. Ltd., Class A<br>| 903921 | &nbsp;&nbsp;1245303 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;South Manganese <br>Investment Ltd.<br>| 4644000 | &nbsp;&nbsp;270260 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Southern Publishing & <br>Media Co. Ltd., <br>Class A<br>| 766000 | &nbsp;&nbsp;1663846 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Southwest Securities <br>Co. Ltd., Class A<br>| 1209100 | &nbsp;&nbsp;797075 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;So-Young <br>International, Inc., <br>ADR<br>| 39017 | &nbsp;&nbsp;110808 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;SPIC Hydropower Co. <br>Ltd., Class A<br>| 1285000 | &nbsp;&nbsp;2468833 |

---

------

**Emerging Markets Core Equity 2 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;SPIC Industry-Finance <br>Holdings Co. Ltd., <br>Class A<br>| 79600 | &nbsp;&nbsp;$74628 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Spring Airlines Co. <br>Ltd., Class A<br>| 184900 | &nbsp;&nbsp;1495259 |
| # | SSY Group Ltd. | 13502506 | &nbsp;&nbsp;5114035 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Stanley Agricultural <br>Group Co. Ltd., <br>Class A<br>| 751500 | &nbsp;&nbsp;1235216 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Star Lake Bioscience <br>Co., Inc. Zhaoqing <br>Guangdong, <br>Class A<br>| 1314300 | &nbsp;&nbsp;1404358 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;StarPower <br>Semiconductor Ltd., <br>Class A<br>| 36220 | &nbsp;&nbsp;576658 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;State Grid Information <br>& Communication <br>Co. Ltd., Class A<br>| 316526 | &nbsp;&nbsp;882764 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;State Grid Yingda Co. <br>Ltd., Class A<br>| 802300 | &nbsp;&nbsp;770328 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;STO Express Co. Ltd., <br>Class A<br>| 1103600 | &nbsp;&nbsp;2040006 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sufa Technology <br>Industry Co. Ltd. <br>CNNC, Class A<br>| 151300 | &nbsp;&nbsp;539365 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sumavision <br>Technologies Co. <br>Ltd., Class A<br>| 737200 | &nbsp;&nbsp;641013 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sumec Corp. Ltd., <br>Class A<br>| 894200 | &nbsp;&nbsp;1501523 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sun Art Retail Group <br>Ltd.<br>| 14229500 | &nbsp;&nbsp;2805299 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Sun Create <br>Electronics Co. Ltd., <br>Class A<br>| 120797 | &nbsp;&nbsp;467492 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Sun King Technology <br>Group Ltd.<br>| 6342000 | &nbsp;&nbsp;1546367 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sunflower <br>Pharmaceutical <br>Group Co. Ltd., <br>Class A<br>| 591800 | &nbsp;&nbsp;1199544 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sungrow Power <br>Supply Co. Ltd., <br>Class A<br>| 338643 | &nbsp;&nbsp;7356823 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Suning Universal Co. <br>Ltd., Class A<br>| 2309100 | &nbsp;&nbsp;777606 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Sunny Optical <br>Technology Group <br>Co. Ltd.<br>| 3287400 | &nbsp;&nbsp;26343786 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sunresin New <br>Materials Co. Ltd., <br>Class A<br>| 108300 | &nbsp;&nbsp;1047310 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sunrise Group Co. <br>Ltd., Class A<br>| 664930 | &nbsp;&nbsp;627509 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |  |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Sunshine Lake <br>Pharma Co. Ltd., <br>Class H<br>| 562598 | &nbsp;&nbsp;$3075856 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sunstone <br>Development Co. <br>Ltd., Class A<br>| 287700 | &nbsp;&nbsp;1149604 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Suntak Technology <br>Co. Ltd., Class A<br>| 407200 | &nbsp;&nbsp;870238 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sunward Intelligent <br>Equipment Co. Ltd., <br>Class A<br>| 746500 | &nbsp;&nbsp;1229587 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sunwoda Electronic <br>Co. Ltd., Class A<br>| 283899 | &nbsp;&nbsp;957559 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Suofeiya Home <br>Collection Co. Ltd., <br>Class A<br>| 313634 | &nbsp;&nbsp;670562 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;SUPCON Technology <br>Co. Ltd., Class A<br>| 68807 | &nbsp;&nbsp;828868 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Suzhou Anjie <br>Technology Co. <br>Ltd., Class A<br>| 487700 | &nbsp;&nbsp;976323 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Suzhou Dongshan <br>Precision <br>Manufacturing Co. <br>Ltd., Class A<br>| 248367 | &nbsp;&nbsp;2770267 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Suzhou Gold Mantis <br>Construction <br>Decoration Co. Ltd., <br>Class A<br>| 1348747 | &nbsp;&nbsp;724318 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Suzhou Good-Ark <br>Electronics Co. Ltd., <br>Class A<br>| 305437 | &nbsp;&nbsp;471169 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Suzhou HYC <br>Technology Co. <br>Ltd., Class A<br>| 55045 | &nbsp;&nbsp;259748 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Suzhou Maxwell <br>Technologies Co. <br>Ltd., Class A<br>| 51273 | &nbsp;&nbsp;2291804 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Suzhou New District <br>Hi-Tech Industrial <br>Co. Ltd., Class A<br>| 876100 | &nbsp;&nbsp;875770 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Suzhou Secote <br>Precision Electronic <br>Co. Ltd., Class A<br>| 103544 | &nbsp;&nbsp;752921 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Suzhou SLAC <br>Precision <br>Equipment Co. Ltd., <br>Class A<br>| 185900 | &nbsp;&nbsp;383890 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Suzhou Sushi Testing <br>Group Co. Ltd., <br>Class A<br>| 294721 | &nbsp;&nbsp;775949 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Suzhou TFC Optical <br>Communication Co. <br>Ltd., Class A<br>| 126660 | &nbsp;&nbsp;4509066 |

---

------

**Emerging Markets Core Equity 2 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Suzhou TZTEK <br>Technology Co. <br>Ltd., Class A<br>| 62199 | &nbsp;&nbsp;$757843 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Suzhou Veichi Electric <br>Co. Ltd., Class A<br>| 49957 | &nbsp;&nbsp;678418 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Suzhou Zelgen <br>Biopharmaceutical <br>Co. Ltd., Class A<br>| 11411 | &nbsp;&nbsp;144639 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;SVG Optronics Co. <br>Ltd., Class A<br>| 48200 | &nbsp;&nbsp;338037 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;SY Holdings Group <br>Ltd.<br>| 2319000 | &nbsp;&nbsp;3436280 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Symphony Holdings <br>Ltd.<br>| 7630000 | &nbsp;&nbsp;1396380 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;SYoung Group Co. <br>Ltd., Class A<br>| 223433 | &nbsp;&nbsp;734402 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;T&S Communications <br>Co. Ltd., Class A<br>| 25000 | &nbsp;&nbsp;448636 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Taiji Computer Corp. <br>Ltd., Class A<br>| 90628 | &nbsp;&nbsp;315464 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Taiyuan Heavy <br>Industry Co. Ltd., <br>Class A<br>| 2349200 | &nbsp;&nbsp;824686 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Talkweb Information <br>System Co. Ltd., <br>Class A<br>| 62200 | &nbsp;&nbsp;282626 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Tangrenshen Group <br>Co. Ltd., Class A<br>| 854285 | &nbsp;&nbsp;548808 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;TangShan Port Group <br>Co. Ltd., Class A<br>| 1476730 | &nbsp;&nbsp;909709 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Tangshan Sanyou <br>Chemical Industries <br>Co. Ltd., Class A<br>| 1177139 | &nbsp;&nbsp;1388872 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Tangshan Sunfar <br>Silicon Industry Co. <br>Ltd., Class A<br>| 46000 | &nbsp;&nbsp;176045 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Tansun Technology <br>Co. Ltd., Class A<br>| 40000 | &nbsp;&nbsp;98565 |
| \* | Tanwan, Inc. | 108400 | &nbsp;&nbsp;247688 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Tasly Pharmaceutical <br>Group Co. Ltd., <br>Class A<br>| 393400 | &nbsp;&nbsp;854859 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Tayho Advanced <br>Materials Group Co. <br>Ltd., Class A<br>| 466500 | &nbsp;&nbsp;875310 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;TBEA Co. Ltd., <br>Class A<br>| 1205180 | &nbsp;&nbsp;4690827 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;TCL Electronics <br>Holdings Ltd.<br>| 8352932 | &nbsp;&nbsp;12841105 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;TCL Technology <br>Group Corp., <br>Class A<br>| 4478818 | &nbsp;&nbsp;3131179 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;TCL Zhonghuan <br>Renewable Energy <br>Technology Co. <br>Ltd., Class A<br>| 521852 | &nbsp;&nbsp;706326 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;TDG Holdings Co. <br>Ltd., Class A<br>| 694500 | &nbsp;&nbsp;$1353902 |
| \*†† | Tech-Pro, Inc. | 37652000 | &nbsp;&nbsp;0 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Tellhow Sci-Tech Co. <br>Ltd., Class A<br>| 530027 | &nbsp;&nbsp;843958 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Telling <br>Telecommunication <br>Holding Co. Ltd., <br>Class A<br>| 204800 | &nbsp;&nbsp;307735 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Ten Pao Group <br>Holdings Ltd.<br>| 1144000 | &nbsp;&nbsp;408435 |
|  | Tencent Holdings Ltd. | 11316300 | &nbsp;&nbsp;869791191 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Tencent Music <br>Entertainment <br>Group, ADR<br>| 1103923 | &nbsp;&nbsp;18523828 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Tencent Music <br>Entertainment <br>Group, Class A<br>| 23100 | &nbsp;&nbsp;193887 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Tenfu Cayman <br>Holdings Co. Ltd.<br>| 101000 | &nbsp;&nbsp;38497 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Thinkon <br>Semiconductor <br>Jinzhou Corp., <br>Class A<br>| 10851 | &nbsp;&nbsp;151849 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Three Squirrels, Inc., <br>Class A<br>| 275200 | &nbsp;&nbsp;944838 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Three's Co. Media <br>Group Co. Ltd., <br>Class A<br>| 113992 | &nbsp;&nbsp;673601 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Thunder Software <br>Technology Co. <br>Ltd., Class A<br>| 11800 | &nbsp;&nbsp;127772 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Tian An China <br>Investment Co. Ltd.<br>| 1336357 | &nbsp;&nbsp;784076 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Tian Di Science & <br>Technology Co. <br>Ltd., Class A<br>| 963600 | &nbsp;&nbsp;836486 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Tian Lun Gas <br>Holdings Ltd.<br>| 806500 | &nbsp;&nbsp;301892 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Tiande Chemical <br>Holdings Ltd.<br>| 496000 | &nbsp;&nbsp;106268 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Tianfeng Securities <br>Co. Ltd., Class A<br>| 963100 | &nbsp;&nbsp;572052 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Tiangong International <br>Co. Ltd.<br>| 9606000 | &nbsp;&nbsp;4196413 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Tianjin 712 <br>Communication & <br>Broadcasting Co. <br>Ltd., Class A<br>| 89684 | &nbsp;&nbsp;254482 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Tianjin Capital <br>Environmental <br>Protection Group <br>Co. Ltd., Class H<br>| 2506000 | &nbsp;&nbsp;1402825 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Tianjin Chase Sun <br>Pharmaceutical Co. <br>Ltd., Class A<br>| 1516051 | &nbsp;&nbsp;791972 |

---

------

**Emerging Markets Core Equity 2 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Tianjin Development <br>Holdings Ltd.<br>| 1963800 | &nbsp;&nbsp;$680097 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Tianjin Pharmaceutical <br>Da Re Tang Group <br>Corp. Ltd., Class A<br>| 56221 | &nbsp;&nbsp;360480 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Tianjin Port Co. Ltd., <br>Class A<br>| 1720839 | &nbsp;&nbsp;1195955 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Tianjin Port <br>Development <br>Holdings Ltd.<br>| 11851200 | &nbsp;&nbsp;1061835 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Tianjin Ringpu <br>Bio-Technology Co. <br>Ltd., Class A<br>| 320970 | &nbsp;&nbsp;920336 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Tianjin TEDA <br>Resources <br>Recycling Group <br>Co. Ltd., Class A<br>| 923601 | &nbsp;&nbsp;600539 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Tianjin You Fa Steel <br>Pipe Group Stock <br>Co. Ltd., Class A<br>| 894400 | &nbsp;&nbsp;814556 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Tianma <br>Microelectronics Co. <br>Ltd., Class A<br>| 793112 | &nbsp;&nbsp;1107198 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Tianneng Battery <br>Group Co. Ltd., <br>Class A<br>| 115564 | &nbsp;&nbsp;563761 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Tianneng Power <br>International Ltd.<br>| 7163952 | &nbsp;&nbsp;6704053 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Tianqi Lithium Corp., <br>Class H<br>| 474600 | &nbsp;&nbsp;2963740 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Tianrun Industry <br>Technology Co. <br>Ltd., Class A<br>| 1010800 | &nbsp;&nbsp;1075776 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Tianshan Aluminum <br>Group Co. Ltd., <br>Class A<br>| 1628800 | &nbsp;&nbsp;4367970 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;TianShan Material Co. <br>Ltd., Class A<br>| 544101 | &nbsp;&nbsp;442809 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Tianshui Huatian <br>Technology Co. <br>Ltd., Class A<br>| 618107 | &nbsp;&nbsp;1345426 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Tibet Cheezheng <br>Tibetan Medicine <br>Co. Ltd., Class A<br>| 63700 | &nbsp;&nbsp;219382 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Tibet Huayu Mining <br>Co. Ltd., Class A<br>| 130500 | &nbsp;&nbsp;626608 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Tibet Mineral <br>Development Co. <br>Ltd., Class A<br>| 113800 | &nbsp;&nbsp;437269 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Tibet Rhodiola <br>Pharmaceutical <br>Holding Co., <br>Class A<br>| 98110 | &nbsp;&nbsp;598479 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Time Interconnect <br>Technology Ltd.<br>| 2431000 | &nbsp;&nbsp;4810255 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Tinergy Chemical Co. <br>Ltd., Class A<br>| 848073 | &nbsp;&nbsp;$638141 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Tingyi Cayman <br>Islands Holding <br>Corp.<br>| 9616000 | &nbsp;&nbsp;14574298 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Titan Wind Energy <br>Suzhou Co. Ltd., <br>Class A<br>| 1062759 | &nbsp;&nbsp;1203739 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;TK Group Holdings <br>Ltd.<br>| 500000 | &nbsp;&nbsp;159643 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;TKD Science & <br>Technology Co. <br>Ltd., Class A<br>| 197108 | &nbsp;&nbsp;455786 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Tofflon Science & <br>Technology Group <br>Co. Ltd., Class A<br>| 386444 | &nbsp;&nbsp;915103 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Toly Bread Co. Ltd., <br>Class A<br>| 977334 | &nbsp;&nbsp;772495 |
|  | Tomson Group Ltd. | 3087259 | &nbsp;&nbsp;1056783 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Tong Ren Tang <br>Technologies Co. <br>Ltd., Class H<br>| 4389000 | &nbsp;&nbsp;2416044 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Tongcheng Travel <br>Holdings Ltd.<br>| 8107600 | &nbsp;&nbsp;24116060 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Tongdao Liepin <br>Group<br>| 1724800 | &nbsp;&nbsp;831338 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Tongding <br>Interconnection <br>Information Co. <br>Ltd., Class A<br>| 570600 | &nbsp;&nbsp;645120 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;TongFu <br>Microelectronics Co. <br>Ltd., Class A<br>| 334815 | &nbsp;&nbsp;2517714 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Tongguan Gold Group <br>Ltd.<br>| 838000 | &nbsp;&nbsp;353681 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Tonghua Dongbao <br>Pharmaceutical Co. <br>Ltd., Class A<br>| 403460 | &nbsp;&nbsp;525489 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Tonghua <br>Golden-Horse <br>Pharmaceutical <br>Industry Co. Ltd., <br>Class A<br>| 48100 | &nbsp;&nbsp;177859 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Tongkun Group Co. <br>Ltd., Class A<br>| 568666 | &nbsp;&nbsp;1788597 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Tongling Jingda <br>Special Magnet <br>Wire Co. Ltd., <br>Class A<br>| 734000 | &nbsp;&nbsp;1456292 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Tongling Nonferrous <br>Metals Group Co. <br>Ltd., Class A<br>| 3337900 | &nbsp;&nbsp;3902159 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Tongwei Co. Ltd., <br>Class A<br>| 344076 | &nbsp;&nbsp;900776 |

---

------

**Emerging Markets Core Equity 2 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Tongyu Heavy <br>Industry Co. Ltd., <br>Class A<br>| 2276700 | &nbsp;&nbsp;$978981 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Topchoice Medical <br>Corp., Class A<br>| 100102 | &nbsp;&nbsp;662522 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Topsec Technologies <br>Group, Inc., <br>Class A<br>| 661800 | &nbsp;&nbsp;832738 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp;Topsports International <br>Holdings Ltd.<br>| 19139000 | &nbsp;&nbsp;6939131 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Toread Holdings <br>Group Co. Ltd., <br>Class A<br>| 288000 | &nbsp;&nbsp;565953 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Towngas Smart <br>Energy Co. Ltd.<br>| 5127654 | &nbsp;&nbsp;2406943 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;TPV Technology Co. <br>Ltd., Class A<br>| 1741000 | &nbsp;&nbsp;637879 |
| \*Ω | &nbsp;&nbsp;&nbsp;&nbsp;Transcenta Holding <br>Ltd.<br>| 376500 | &nbsp;&nbsp;114602 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Transfar Zhilian Co. <br>Ltd., Class A<br>| 789198 | &nbsp;&nbsp;757541 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;TravelSky Technology <br>Ltd., Class H<br>| 5633938 | &nbsp;&nbsp;7662397 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Triangle Tyre Co. Ltd., <br>Class A<br>| 369900 | &nbsp;&nbsp;822488 |
| #\* | Trigiant Group Ltd. | 6560000 | &nbsp;&nbsp;573268 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Trina Solar Co. Ltd., <br>Class A<br>| 319090 | &nbsp;&nbsp;861667 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Trip.com Group Ltd. <br>(TCOM US), ADR<br>| 913870 | &nbsp;&nbsp;56084202 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Triumph New Energy <br>Co. Ltd., Class H<br>| 1222000 | &nbsp;&nbsp;597537 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Triumph Science & <br>Technology Co. <br>Ltd., Class A<br>| 422000 | &nbsp;&nbsp;881095 |
| \*†† | &nbsp;&nbsp;&nbsp;&nbsp;Trony Solar Holdings <br>Co. Ltd.<br>| 2133000 | &nbsp;&nbsp;0 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Troy Information <br>Technology Co. <br>Ltd., Class A<br>| 229100 | &nbsp;&nbsp;219951 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;TRS Information <br>Technology Corp. <br>Ltd., Class A<br>| 41900 | &nbsp;&nbsp;137827 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Truking Technology <br>Ltd., Class A<br>| 327500 | &nbsp;&nbsp;524630 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp;Tsaker New Energy <br>Tech Co. Ltd.<br>| 220500 | &nbsp;&nbsp;26822 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Tsinghua Tongfang <br>Co. Ltd., Class A<br>| 419900 | &nbsp;&nbsp;562700 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Tsingtao Brewery Co. <br>Ltd., Class H<br>| 2304000 | &nbsp;&nbsp;14580866 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;TSP Wind Power <br>Group Co. Ltd.<br>| 857600 | &nbsp;&nbsp;1691343 |
| #\*Ω | Tuhu Car, Inc. | 222500 | &nbsp;&nbsp;443494 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |  |
| \*†† | &nbsp;&nbsp;&nbsp;&nbsp;Tunghsu <br>Optoelectronic <br>Technology Co. <br>Ltd., Class A<br>| 2895700 | &nbsp;&nbsp;$0 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Tungkong, Inc., <br>Class A<br>| 142800 | &nbsp;&nbsp;238258 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Tuniu Corp., <br>Sponsored ADR<br>| 88047 | &nbsp;&nbsp;58754 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Uni-Bio Science <br>Group Ltd.<br>| 2120000 | &nbsp;&nbsp;30092 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Unigroup Guoxin <br>Microelectronics Co. <br>Ltd., Class A<br>| 62739 | &nbsp;&nbsp;755935 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Unilumin Group Co. <br>Ltd., Class A<br>| 669131 | &nbsp;&nbsp;753777 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Uni-President China <br>Holdings Ltd.<br>| 11679308 | &nbsp;&nbsp;11842009 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Unisplendour Corp. <br>Ltd., Class A<br>| 198320 | &nbsp;&nbsp;713498 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;United Energy Group <br>Ltd.<br>| 9285100 | &nbsp;&nbsp;764642 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Universal Scientific <br>Industrial Shanghai <br>Co. Ltd., Class A<br>| 342733 | &nbsp;&nbsp;1667568 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;UTour Group Co. Ltd., <br>Class A<br>| 499300 | &nbsp;&nbsp;582856 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;V V Food & Beverage <br>Co. Ltd., Class A<br>| 1007800 | &nbsp;&nbsp;548701 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Valiant Co. Ltd., <br>Class A<br>| 512727 | &nbsp;&nbsp;1260939 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Vats Liquor Chain <br>Store Management <br>JSC Ltd. (300755 <br>C2), Class A<br>| 166428 | &nbsp;&nbsp;403550 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Vats Liquor Chain <br>Store Management <br>JSC Ltd. (300755 <br>CH), Class A<br>| 7900 | &nbsp;&nbsp;19156 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Vatti Corp. Ltd., <br>Class A<br>| 632300 | &nbsp;&nbsp;573138 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Vcanbio Cell & Gene <br>Engineering Corp. <br>Ltd., Class A<br>| 166700 | &nbsp;&nbsp;619084 |
| Ω | VCredit Holdings Ltd. | 109600 | &nbsp;&nbsp;30241 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Venustech Group, <br>Inc., Class A<br>| 183400 | &nbsp;&nbsp;373924 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Verisilicon <br>Microelectronics <br>Shanghai Co. Ltd., <br>Class A<br>| 2926 | &nbsp;&nbsp;92923 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Victory Giant <br>Technology Huizhou <br>Co. Ltd., Class A<br>| 278500 | &nbsp;&nbsp;10508048 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Viomi Technology Co. <br>Ltd., ADR<br>| 4208 | &nbsp;&nbsp;5597 |

---

------

**Emerging Markets Core Equity 2 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Vipshop Holdings Ltd., <br>ADR<br>| 2925595 | &nbsp;&nbsp;$50056930 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Visionox Technology, <br>Inc., Class A<br>| 499500 | &nbsp;&nbsp;624470 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Visual China Group <br>Co. Ltd., Class A<br>| 76300 | &nbsp;&nbsp;288458 |
| \*Ω | Viva Biotech Holdings | 6636000 | &nbsp;&nbsp;2174287 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Vnet Group, Inc., <br>ADR<br>| 473387 | &nbsp;&nbsp;4984765 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Walvax Biotechnology <br>Co. Ltd., Class A<br>| 266900 | &nbsp;&nbsp;485215 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Wanbangde <br>Pharmaceutical <br>Holding Group Co. <br>Ltd., Class A<br>| 381200 | &nbsp;&nbsp;856341 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Wanda Film Holding <br>Co. Ltd., Class A<br>| 803500 | &nbsp;&nbsp;1368390 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Wangfujing Group Co. <br>Ltd., Class A<br>| 74000 | &nbsp;&nbsp;154351 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Wangneng <br>Environment Co. <br>Ltd., Class A<br>| 399191 | &nbsp;&nbsp;968967 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Wangsu Science & <br>Technology Co. <br>Ltd., Class A<br>| 382517 | &nbsp;&nbsp;909516 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Wanguo Gold Group <br>Ltd.<br>| 4000000 | &nbsp;&nbsp;6077390 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Wanhua Chemical <br>Group Co. Ltd., <br>Class A<br>| 879528 | &nbsp;&nbsp;11136925 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Want Want China <br>Holdings Ltd.<br>| 29515000 | &nbsp;&nbsp;17800631 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Wanxiang Qianchao <br>Co. Ltd., Class A<br>| 716419 | &nbsp;&nbsp;1771792 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Warom Technology, <br>Inc. Co., Class A<br>| 304914 | &nbsp;&nbsp;858763 |
|  | Wasion Holdings Ltd. | 4776000 | &nbsp;&nbsp;14585937 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Wasu Media Holding <br>Co. Ltd., Class A<br>| 1408900 | &nbsp;&nbsp;1764305 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Weibo Corp. (9898 <br>HK), Class A<br>| 48720 | &nbsp;&nbsp;520233 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Weibo Corp. (WB <br>US), Sponsored <br>ADR<br>| 552309 | &nbsp;&nbsp;5843429 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Weichai Power Co. <br>Ltd., Class H<br>| 11822120 | &nbsp;&nbsp;40072586 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Weifu <br>High-Technology <br>Group Co. Ltd., <br>Class A<br>| 236747 | &nbsp;&nbsp;728123 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Weihai Guangtai <br>Airport Equipment <br>Co. Ltd., Class A<br>| 341160 | &nbsp;&nbsp;515352 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Weihai Guangwei <br>Composites Co. <br>Ltd., Class A<br>| 176520 | &nbsp;&nbsp;1014477 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Weilong Delicious <br>Global Holdings <br>Ltd.<br>| 390000 | &nbsp;&nbsp;$616004 |
| #\*Ω | Weimob, Inc. | 731000 | &nbsp;&nbsp;225969 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;WellCell Holdings Co. <br>Ltd.<br>| 152800 | &nbsp;&nbsp;232059 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Wellhope Foods Co. <br>Ltd., Class A<br>| 505644 | &nbsp;&nbsp;545314 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Wencan Group Co. <br>Ltd., Class A<br>| 238300 | &nbsp;&nbsp;707255 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Wens Foodstuff Group <br>Co. Ltd., Class A<br>| 1533566 | &nbsp;&nbsp;3441911 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Wenzhou Yihua <br>Connector Co. Ltd., <br>Class A<br>| 76200 | &nbsp;&nbsp;573787 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;West China Cement <br>Ltd.<br>| 21952000 | &nbsp;&nbsp;10546950 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Western Metal <br>Materials Co. Ltd., <br>Class A<br>| 222800 | &nbsp;&nbsp;1572722 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Western Mining Co. <br>Ltd., Class A<br>| 675800 | &nbsp;&nbsp;3404206 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Western Region Gold <br>Co. Ltd., Class A<br>| 330500 | &nbsp;&nbsp;1995983 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Western Securities <br>Co. Ltd., Class A<br>| 816630 | &nbsp;&nbsp;940611 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Western <br>Superconducting <br>Technologies Co. <br>Ltd., Class A<br>| 102647 | &nbsp;&nbsp;1250466 |
| # | Wharf Holdings Ltd. | 2549000 | &nbsp;&nbsp;8241868 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Willfar Information <br>Technology Co. <br>Ltd., Class A<br>| 84970 | &nbsp;&nbsp;500643 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Windey Energy <br>Technology Group <br>Co. Ltd., Class A<br>| 347538 | &nbsp;&nbsp;973225 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Wingtech Technology <br>Co. Ltd., Class A<br>| 129997 | &nbsp;&nbsp;735732 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Winner Medical Co. <br>Ltd., Class A<br>| 156725 | &nbsp;&nbsp;798897 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Winning Health <br>Technology Group <br>Co. Ltd., Class A<br>| 491000 | &nbsp;&nbsp;780998 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Wolong Electric Group <br>Co. Ltd., Class A<br>| 278994 | &nbsp;&nbsp;1764143 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;World Union Group, <br>Inc., Class A<br>| 1517177 | &nbsp;&nbsp;591313 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Wuchan Zhongda <br>Group Co. Ltd., <br>Class A<br>| 1140550 | &nbsp;&nbsp;959504 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Wuhan Dr. Laser <br>Technology Corp. <br>Ltd., Class A<br>| 54940 | &nbsp;&nbsp;695516 |

---

------

**Emerging Markets Core Equity 2 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Wuhan East Lake <br>High Technology <br>Group Co. Ltd., <br>Class A<br>| 300200 | &nbsp;&nbsp;$474296 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Wuhan Easydiagnosis <br>Biomedicine Co. <br>Ltd., Class A<br>| 81696 | &nbsp;&nbsp;226431 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Wuhan Fingu <br>Electronic <br>Technology Co. <br>Ltd., Class A<br>| 227800 | &nbsp;&nbsp;419300 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Wuhan Guide Infrared <br>Co. Ltd., Class A<br>| 90000 | &nbsp;&nbsp;214998 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Wuhan Jingce <br>Electronic Group <br>Co. Ltd., Class A<br>| 13800 | &nbsp;&nbsp;263049 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Wuhan P&S <br>Information <br>Technology Co. <br>Ltd., Class A<br>| 383900 | &nbsp;&nbsp;611308 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Wuhan Raycus Fiber <br>Laser Technologies <br>Co. Ltd., Class A<br>| 106800 | &nbsp;&nbsp;469433 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Wuhu Token Science <br>Co. Ltd., Class A<br>| 763240 | &nbsp;&nbsp;696911 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Wuliangye Yibin Co. <br>Ltd., Class A<br>| 841312 | &nbsp;&nbsp;12700449 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Wuling Motors <br>Holdings Ltd.<br>| 1060000 | &nbsp;&nbsp;70355 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;WUS Printed Circuit <br>Kunshan Co. Ltd., <br>Class A<br>| 323380 | &nbsp;&nbsp;3234421 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Wushang Group Co. <br>Ltd., Class A<br>| 462600 | &nbsp;&nbsp;704834 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp;WuXi AppTec Co. Ltd., <br>Class H<br>| 906560 | &nbsp;&nbsp;12900389 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Wuxi Autowell <br>Technology Co. <br>Ltd., Class A<br>| 237641 | &nbsp;&nbsp;3253743 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Wuxi Best Precision <br>Machinery Co. Ltd., <br>Class A<br>| 105270 | &nbsp;&nbsp;369231 |
| \*Ω | &nbsp;&nbsp;&nbsp;&nbsp;Wuxi Biologics <br>Cayman, Inc.<br>| 9952500 | &nbsp;&nbsp;47098706 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Wuxi Boton <br>Technology Co. <br>Ltd., Class A<br>| 208338 | &nbsp;&nbsp;692497 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Wuxi Chipown <br>Micro-Electronics <br>Ltd., Class A<br>| 49086 | &nbsp;&nbsp;517485 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Wuxi DK Electronic <br>Materials Co. Ltd., <br>Class A<br>| 57300 | &nbsp;&nbsp;890526 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Wuxi Huaguang <br>Environment & <br>Energy Group Co. <br>Ltd., Class A<br>| 435900 | &nbsp;&nbsp;$1316789 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Wuxi Lead Intelligent <br>Equipment Co. Ltd., <br>Class A<br>| 67600 | &nbsp;&nbsp;561780 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Wuxi NCE Power Co. <br>Ltd., Class A<br>| 96600 | &nbsp;&nbsp;639919 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Wuxi Paike New <br>Materials <br>Technology Co. <br>Ltd., Class A<br>| 73698 | &nbsp;&nbsp;1156615 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Wuxi Rural <br>Commercial Bank <br>Co. Ltd., Class A<br>| 1194900 | &nbsp;&nbsp;1014595 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Wuxi Taiji Industry Ltd. <br>Co., Class A<br>| 659456 | &nbsp;&nbsp;1064140 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;WuXi XDC Cayman, <br>Inc.<br>| 411000 | &nbsp;&nbsp;3302019 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Wuxi Xinje Electric <br>Co. Ltd., Class A<br>| 75000 | &nbsp;&nbsp;594507 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Wuzhou Special <br>Paper Group Co. <br>Ltd., Class A<br>| 172811 | &nbsp;&nbsp;351003 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;XCMG Construction <br>Machinery Co. Ltd., <br>Class A<br>| 2166000 | &nbsp;&nbsp;3347515 |
| # | XD, Inc. | 333600 | &nbsp;&nbsp;3663579 |
|  | XGD, Inc., Class A | 177794 | &nbsp;&nbsp;680712 |
| #\*Ω | &nbsp;&nbsp;&nbsp;&nbsp;Xiabuxiabu Catering <br>Management China <br>Holdings Co. Ltd.<br>| 6467500 | &nbsp;&nbsp;635781 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Xiamen Amoytop <br>Biotech Co. Ltd., <br>Class A<br>| 71126 | &nbsp;&nbsp;778131 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Xiamen Bank Co. Ltd., <br>Class A<br>| 973161 | &nbsp;&nbsp;980577 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Xiamen C & D, Inc., <br>Class A<br>| 483230 | &nbsp;&nbsp;663356 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Xiamen Changelight <br>Co. Ltd., Class A<br>| 379588 | &nbsp;&nbsp;2064160 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Xiamen Comfort <br>Science & <br>Technology Group <br>Co. Ltd., Class A<br>| 178626 | &nbsp;&nbsp;179062 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Xiamen Faratronic Co. <br>Ltd., Class A<br>| 42658 | &nbsp;&nbsp;666999 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Xiamen Hongxin <br>Electronics <br>Technology Group, <br>Inc., Class A<br>| 100300 | &nbsp;&nbsp;447784 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Xiamen International <br>Airport Co. Ltd., <br>Class A<br>| 126156 | &nbsp;&nbsp;333419 |

---

------

**Emerging Markets Core Equity 2 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Xiamen Intretech, Inc., <br>Class A<br>| 231684 | &nbsp;&nbsp;$668126 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Xiamen ITG Group <br>Corp. Ltd., Class A<br>| 877963 | &nbsp;&nbsp;883305 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Xiamen Jihong <br>Technology Co. <br>Ltd., Class A<br>| 262170 | &nbsp;&nbsp;747982 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Xiamen Kingdomway <br>Group Co., Class A<br>| 335829 | &nbsp;&nbsp;919365 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Xiamen Port <br>Development Co. <br>Ltd., Class A<br>| 612400 | &nbsp;&nbsp;1113001 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Xiamen Tungsten Co. <br>Ltd., Class A<br>| 422462 | &nbsp;&nbsp;3394423 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Xiamen Xiangyu Co. <br>Ltd., Class A<br>| 1420300 | &nbsp;&nbsp;1737629 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Xian International <br>Medical Investment <br>Co. Ltd., Class A<br>| 1561275 | &nbsp;&nbsp;1098307 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Xi'an Manareco New <br>Materials Co. Ltd., <br>Class A<br>| 81732 | &nbsp;&nbsp;594897 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Xi'An Shaangu Power <br>Co. Ltd., Class A<br>| 721545 | &nbsp;&nbsp;1107188 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Xi'an Triangle Defense <br>Co. Ltd., Class A<br>| 186138 | &nbsp;&nbsp;1020918 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Xiandai Investment <br>Co. Ltd., Class A<br>| 1253038 | &nbsp;&nbsp;771735 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Xiangcai Co. Ltd., <br>Class A<br>| 453908 | &nbsp;&nbsp;717162 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Xiangpiaopiao Food <br>Co. Ltd., Class A<br>| 101300 | &nbsp;&nbsp;193932 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Xiangtan Electric <br>Manufacturing Co. <br>Ltd., Class A<br>| 403530 | &nbsp;&nbsp;830278 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Xiangtan <br>Electrochemical <br>Scientific Co. Ltd., <br>Class A<br>| 337100 | &nbsp;&nbsp;679299 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Xianhe Co. Ltd., <br>Class A<br>| 281207 | &nbsp;&nbsp;992539 |
| \*Ω | &nbsp;&nbsp;&nbsp;&nbsp;Xiaomi Corp., <br>Class B<br>| 9622200 | &nbsp;&nbsp;43555554 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Ximei Resources <br>Holding Ltd.<br>| 55000 | &nbsp;&nbsp;62203 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Xinfengming Group <br>Co. Ltd., Class A<br>| 903412 | &nbsp;&nbsp;2712314 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Xingfa Aluminium <br>Holdings Ltd.<br>| 360000 | &nbsp;&nbsp;350384 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Xinhua Winshare <br>Publishing & Media <br>Co. Ltd., Class H<br>| 3397000 | &nbsp;&nbsp;4758084 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Xinhuanet Co. Ltd., <br>Class A<br>| 141887 | &nbsp;&nbsp;510606 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Xinjiang <br>Communications <br>Construction Group <br>Co. Ltd., Class A<br>| 333800 | &nbsp;&nbsp;$783730 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Xinjiang Joinworld Co. <br>Ltd., Class A<br>| 628646 | &nbsp;&nbsp;818487 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Xinjiang Qingsong <br>Building Materials & <br>Chemicals Group <br>Co. Ltd., Class A<br>| 1046900 | &nbsp;&nbsp;691307 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Xinjiang Xintai Natural <br>Gas Co. Ltd., <br>Class A<br>| 206825 | &nbsp;&nbsp;911577 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Xinjiang Xinxin Mining <br>Industry Co. Ltd., <br>Class H<br>| 6474000 | &nbsp;&nbsp;2295587 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Xinjiang Xuefeng <br>Sci-Tech Group Co. <br>Ltd., Class A<br>| 725900 | &nbsp;&nbsp;922072 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Xinjiang Zhongtai <br>Chemical Co. Ltd., <br>Class A<br>| 1005300 | &nbsp;&nbsp;1014218 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Xinte Energy Co. Ltd., <br>Class H<br>| 3980800 | &nbsp;&nbsp;3878832 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Xinxiang Chemical <br>Fiber Co. Ltd., <br>Class A<br>| 1110000 | &nbsp;&nbsp;1160148 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Xinxiang Richful Lube <br>Additive Co. Ltd., <br>Class A<br>| 141940 | &nbsp;&nbsp;1235902 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Xinxing Ductile Iron <br>Pipes Co. Ltd., <br>Class A<br>| 947950 | &nbsp;&nbsp;689241 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Xinyi Energy Holdings <br>Ltd.<br>| 5812563 | &nbsp;&nbsp;899954 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Xinyi Solar Holdings <br>Ltd.<br>| 41138716 | &nbsp;&nbsp;17781861 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Xinyu Iron & Steel Co. <br>Ltd., Class A<br>| 905500 | &nbsp;&nbsp;527129 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Xinzhi Group Co. Ltd., <br>Class A<br>| 305800 | &nbsp;&nbsp;1133239 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Xizang Zhufeng <br>Resources Co. Ltd., <br>Class A<br>| 427700 | &nbsp;&nbsp;1151195 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Xizi Clean Energy <br>Equipment <br>Manufacturing Co. <br>Ltd., Class A<br>| 254038 | &nbsp;&nbsp;622497 |
| #\* | XPeng, Inc., Class A | 1075300 | &nbsp;&nbsp;9679420 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Xtep International <br>Holdings Ltd.<br>| 13824756 | &nbsp;&nbsp;9086334 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Xuji Electric Co. Ltd., <br>Class A<br>| 217900 | &nbsp;&nbsp;936206 |
| #\* | Xunlei Ltd., ADR | 160287 | &nbsp;&nbsp;985765 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;XXF Group Holdings <br>Ltd.<br>| 55000 | &nbsp;&nbsp;80054 |

---

------

**Emerging Markets Core Equity 2 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |  |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp;Yadea Group Holdings <br>Ltd.<br>| 7252408 | &nbsp;&nbsp;$10247018 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Yangling Metron New <br>Material, Inc., <br>Class A<br>| 367712 | &nbsp;&nbsp;896791 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp;Yangtze Optical Fibre <br>& Cable Joint Stock <br>Co. Ltd., Class H<br>| 839500 | &nbsp;&nbsp;8917220 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Yangzhou Yangjie <br>Electronic <br>Technology Co. <br>Ltd., Class A<br>| 121100 | &nbsp;&nbsp;1509334 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Yankershop Food Co. <br>Ltd., Class A<br>| 54772 | &nbsp;&nbsp;536780 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Yankuang Energy <br>Group Co. Ltd., <br>Class H<br>| 17643499 | &nbsp;&nbsp;25705361 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Yantai Changyu <br>Pioneer Wine Co. <br>Ltd., Class A<br>| 187742 | &nbsp;&nbsp;565848 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Yantai China Pet <br>Foods Co. Ltd., <br>Class A<br>| 132916 | &nbsp;&nbsp;951247 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Yantai Dongcheng <br>Pharmaceutical Co. <br>Ltd., Class A<br>| 311894 | &nbsp;&nbsp;617931 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Yantai Eddie Precision <br>Machinery Co. Ltd., <br>Class A<br>| 190230 | &nbsp;&nbsp;606293 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Yantai Jereh Oilfield <br>Services Group Co. <br>Ltd., Class A<br>| 283692 | &nbsp;&nbsp;3604852 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;YanTai Shuangta <br>Food Co. Ltd., <br>Class A<br>| 670050 | &nbsp;&nbsp;502722 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Yantai Zhenghai <br>Magnetic Material <br>Co. Ltd., Class A<br>| 266500 | &nbsp;&nbsp;670916 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Yatsen Holding Ltd., <br>ADR<br>| 57706 | &nbsp;&nbsp;245828 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;YD Electronic <br>Technology Co. <br>Ltd., Class A<br>| 88100 | &nbsp;&nbsp;802052 |
| #\* | Yeahka Ltd. | 706800 | &nbsp;&nbsp;724056 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Yealink Network <br>Technology Corp. <br>Ltd., Class A<br>| 239820 | &nbsp;&nbsp;1323787 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Yechiu Metal <br>Recycling China <br>Ltd., Class A<br>| 831540 | &nbsp;&nbsp;548218 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Yeebo International <br>Holdings Ltd.<br>| 212000 | &nbsp;&nbsp;100893 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;YGSOFT, Inc., <br>Class A<br>| 828671 | &nbsp;&nbsp;768603 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Yibin Tianyuan Group <br>Co. Ltd., Class A<br>| 694500 | &nbsp;&nbsp;604624 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Yifan Pharmaceutical <br>Co. Ltd., Class A<br>| 320300 | &nbsp;&nbsp;$560539 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Yifeng Pharmacy <br>Chain Co. Ltd., <br>Class A<br>| 360951 | &nbsp;&nbsp;1240874 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Yihai International <br>Holding Ltd.<br>| 3304000 | &nbsp;&nbsp;6225642 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Yijiahe Technology <br>Co. Ltd., Class A<br>| 81100 | &nbsp;&nbsp;363890 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Yinbang Clad Material <br>Co. Ltd., Class A<br>| 246700 | &nbsp;&nbsp;528755 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Yindu Kitchen <br>Equipment Co. Ltd., <br>Class A<br>| 204641 | &nbsp;&nbsp;475084 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Yip's Chemical <br>Holdings Ltd.<br>| 1348000 | &nbsp;&nbsp;333661 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Yiren Digital Ltd., <br>Sponsored ADR<br>| 329520 | &nbsp;&nbsp;1308194 |
| Ω | Yixin Group Ltd. | 10668500 | &nbsp;&nbsp;3871264 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Yixintang <br>Pharmaceutical <br>Group Co. Ltd., <br>Class A<br>| 428023 | &nbsp;&nbsp;865848 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Yizumi Holdings Co. <br>Ltd., Class A<br>| 286600 | &nbsp;&nbsp;1066246 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Yonfer Agricultural <br>Technology Co. <br>Ltd., Class A<br>| 849800 | &nbsp;&nbsp;2140246 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Yonghui Superstores <br>Co. Ltd., Class A<br>| 278900 | &nbsp;&nbsp;176758 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Yongjin Technology <br>Group Co. Ltd.<br>| 286200 | &nbsp;&nbsp;791901 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;YongXing Special <br>Materials <br>Technology Co. <br>Ltd., Class A<br>| 141918 | &nbsp;&nbsp;1017809 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Yonyou Network <br>Technology Co. <br>Ltd., Class A<br>| 123643 | &nbsp;&nbsp;269501 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Yotrio Group Co. Ltd., <br>Class A<br>| 1110600 | &nbsp;&nbsp;605072 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Youcare <br>Pharmaceutical <br>Group Co. Ltd., <br>Class A<br>| 239608 | &nbsp;&nbsp;835881 |
| #\* | Youdao, Inc., ADR | 14060 | &nbsp;&nbsp;146224 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Youngor Fashion Co. <br>Ltd., Class A<br>| 608700 | &nbsp;&nbsp;644041 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Youngy Co. Ltd., <br>Class A<br>| 95700 | &nbsp;&nbsp;747788 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Youzu Interactive Co. <br>Ltd., Class A<br>| 386800 | &nbsp;&nbsp;672703 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;YTO Express Group <br>Co. Ltd., Class A<br>| 793975 | &nbsp;&nbsp;1928052 |

---

------

**Emerging Markets Core Equity 2 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Yuan Longping <br>High-tech <br>Agriculture Co. Ltd., <br>Class A<br>| 915400 | &nbsp;&nbsp;$1383250 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Yuexiu Property Co. <br>Ltd.<br>| 10304956 | &nbsp;&nbsp;6003470 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Yuexiu Services <br>Group Ltd.<br>| 1576000 | &nbsp;&nbsp;488183 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Yuexiu Transport <br>Infrastructure Ltd.<br>| 3591415 | &nbsp;&nbsp;2174073 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Yueyang Forest & <br>Paper Co. Ltd., <br>Class A<br>| 887400 | &nbsp;&nbsp;732145 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Yueyang Xingchang <br>Petro-Chemical Co. <br>Ltd., Class A<br>| 137860 | &nbsp;&nbsp;339073 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Yum China Holdings, <br>Inc. (9987 HK)<br>| 99100 | &nbsp;&nbsp;4927509 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Yum China Holdings, <br>Inc. (YUMC US)<br>| 1395014 | &nbsp;&nbsp;68941592 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;YUNDA Holding <br>Group Co. Ltd., <br>Class A<br>| 1170786 | &nbsp;&nbsp;1155668 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Yunnan Aluminium <br>Co. Ltd., Class A<br>| 982000 | &nbsp;&nbsp;4698622 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Yunnan Baiyao Group <br>Co. Ltd., Class A<br>| 174177 | &nbsp;&nbsp;1394004 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Yunnan Chihong <br>Zinc&Germanium <br>Co. Ltd., Class A<br>| 1172600 | &nbsp;&nbsp;1638935 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Yunnan Copper Co. <br>Ltd., Class A<br>| 651900 | &nbsp;&nbsp;2444354 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Yunnan Energy <br>Investment Co. Ltd., <br>Class A<br>| 549300 | &nbsp;&nbsp;928432 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Yunnan Energy New <br>Material Group Co. <br>Ltd., Class A<br>| 150495 | &nbsp;&nbsp;1104209 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Yunnan Lincang <br>Xinyuan <br>Germanium <br>Industrial Co. Ltd., <br>Class A<br>| 141500 | &nbsp;&nbsp;707617 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Yunnan Nantian <br>Electronics <br>Information Co. <br>Ltd., Class A<br>| 129691 | &nbsp;&nbsp;314681 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Yunnan Tin Co. Ltd., <br>Class A<br>| 758300 | &nbsp;&nbsp;4256756 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Yunnan Yuntianhua <br>Co. Ltd., Class A<br>| 506953 | &nbsp;&nbsp;2786385 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Yusys Technologies <br>Co. Ltd., Class A<br>| 164539 | &nbsp;&nbsp;532888 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Yutong Bus Co. Ltd., <br>Class A<br>| 582006 | &nbsp;&nbsp;2590033 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Yutong Heavy <br>Industries Co. Ltd., <br>Class A<br>| 305102 | &nbsp;&nbsp;$542739 |
| #\* | Z Fin Ltd. | 785894 | &nbsp;&nbsp;413651 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Zai Lab Ltd. ZLAB <br>US, ADR<br>| 22834 | &nbsp;&nbsp;379044 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Zall Smart Commerce <br>Group Ltd.<br>| 841000 | &nbsp;&nbsp;11166 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Zangge Mining Co. <br>Ltd., Class A<br>| 90900 | &nbsp;&nbsp;1128238 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;ZBOM Home <br>Collection Co. Ltd., <br>Class A<br>| 281938 | &nbsp;&nbsp;397546 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;ZCZL Industrial <br>Technology Group <br>Co. Ltd., Class H<br>| 2505400 | &nbsp;&nbsp;7059776 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Zengame Technology <br>Holding Ltd.<br>| 2014000 | &nbsp;&nbsp;618173 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Zepp Health Corp., <br>ADR<br>| 3145 | &nbsp;&nbsp;56673 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Zhangjiagang <br>Guangda Special <br>Material Co. Ltd., <br>Class A<br>| 92915 | &nbsp;&nbsp;300502 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Zhangzhou <br>Pientzehuang <br>Pharmaceutical Co. <br>Ltd., Class A<br>| 51703 | &nbsp;&nbsp;1193259 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Zhaojin Mining <br>Industry Co. Ltd., <br>Class H<br>| 7238166 | &nbsp;&nbsp;31834748 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Zhefu Holding Group <br>Co. Ltd., Class A<br>| 1703731 | &nbsp;&nbsp;1191350 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Zhejiang Asia-Pacific <br>Mechanical & <br>Electronic Co. Ltd., <br>Class A<br>| 338700 | &nbsp;&nbsp;825336 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Zhejiang Ausun <br>Pharmaceutical Co. <br>Ltd., Class A<br>| 355640 | &nbsp;&nbsp;504842 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Zhejiang Cfmoto <br>Power Co. Ltd., <br>Class A<br>| 33900 | &nbsp;&nbsp;1227886 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Zhejiang Changsheng <br>Sliding Bearings <br>Co. Ltd., Class A<br>| 30000 | &nbsp;&nbsp;345795 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Zhejiang China <br>Commodities City <br>Group Co. Ltd., <br>Class A<br>| 630700 | &nbsp;&nbsp;1458304 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Zhejiang Chint <br>Electrics Co. Ltd., <br>Class A<br>| 543490 | &nbsp;&nbsp;2285767 |

---

------

**Emerging Markets Core Equity 2 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Zhejiang <br>Communications <br>Technology Co. <br>Ltd., Class A<br>| 2119409 | &nbsp;&nbsp;$1266047 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Zhejiang Conba <br>Pharmaceutical Co. <br>Ltd., Class A<br>| 1344700 | &nbsp;&nbsp;872885 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Zhejiang <br>Crystal-Optech Co. <br>Ltd., Class A<br>| 314062 | &nbsp;&nbsp;1076857 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Zhejiang Dafeng <br>Industry Co. Ltd., <br>Class A<br>| 189100 | &nbsp;&nbsp;393440 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Zhejiang Dahua <br>Technology Co. <br>Ltd., Class A<br>| 547900 | &nbsp;&nbsp;1493589 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Zhejiang Daily Digital <br>Culture Group Co. <br>Ltd., Class A<br>| 453400 | &nbsp;&nbsp;1006758 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Zhejiang Dingli <br>Machinery Co. Ltd., <br>Class A<br>| 115896 | &nbsp;&nbsp;938849 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Zhejiang Dun'An <br>Artificial <br>Environment Co. <br>Ltd., Class A<br>| 727940 | &nbsp;&nbsp;1320769 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Zhejiang Expressway <br>Co. Ltd., Class H<br>| 8928039 | &nbsp;&nbsp;8425414 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Zhejiang Garden <br>Biopharmaceutical <br>Co. Ltd., Class A<br>| 379048 | &nbsp;&nbsp;973173 |
| #\*†† | &nbsp;&nbsp;&nbsp;&nbsp;Zhejiang Glass Co. <br>Ltd., Class H<br>| 192000 | &nbsp;&nbsp;0 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Zhejiang Gongdong <br>Medical Technology <br>Co. Ltd., Class A<br>| 28812 | &nbsp;&nbsp;78387 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Zhejiang Great <br>Southeast Co. Ltd., <br>Class A<br>| 659400 | &nbsp;&nbsp;329831 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Zhejiang <br>Guyuelongshan <br>Shaoxing Wine Co. <br>Ltd., Class A<br>| 768900 | &nbsp;&nbsp;1129312 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Zhejiang Haikong <br>Nanke Huatie <br>Digital Intelligence <br>& Technology Co. <br>Ltd.<br>| 1348400 | &nbsp;&nbsp;1385858 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Zhejiang Hailiang Co. <br>Ltd., Class A<br>| 740561 | &nbsp;&nbsp;1551804 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Zhejiang Hailide New <br>Material Co. Ltd., <br>Class A<br>| 707100 | &nbsp;&nbsp;752438 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Zhejiang HangKe <br>Technology, Inc. <br>Co., Class A<br>| 192179 | &nbsp;&nbsp;834679 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Zhejiang Hangmin Co. <br>Ltd., Class A<br>| 870200 | &nbsp;&nbsp;$954855 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Zhejiang Hisoar <br>Pharmaceutical Co. <br>Ltd., Class A<br>| 861924 | &nbsp;&nbsp;784648 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Zhejiang Hisun <br>Pharmaceutical Co. <br>Ltd., Class A<br>| 957300 | &nbsp;&nbsp;1445839 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Zhejiang Huace Film <br>& Television Co. <br>Ltd., Class A<br>| 637000 | &nbsp;&nbsp;848963 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Zhejiang Huahai <br>Pharmaceutical Co. <br>Ltd., Class A<br>| 452879 | &nbsp;&nbsp;1024881 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Zhejiang Huakang <br>Pharmaceutical Co. <br>Ltd., Class A<br>| 199600 | &nbsp;&nbsp;465204 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Zhejiang Huangma <br>Technology Co. <br>Ltd., Class A<br>| 316300 | &nbsp;&nbsp;760361 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Zhejiang Huatong <br>Meat Products Co. <br>Ltd., Class A<br>| 318900 | &nbsp;&nbsp;459836 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Zhejiang Huayou <br>Cobalt Co. Ltd., <br>Class A<br>| 388435 | &nbsp;&nbsp;3987966 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Zhejiang International <br>Group Co. Ltd., <br>Class A<br>| 135340 | &nbsp;&nbsp;243386 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Zhejiang Jiahua <br>Energy Chemical <br>Industry Co. Ltd., <br>Class A<br>| 664200 | &nbsp;&nbsp;1130517 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Zhejiang Jiecang <br>Linear Motion <br>Technology Co. <br>Ltd., Class A<br>| 191807 | &nbsp;&nbsp;1026704 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Zhejiang Jiemei <br>Electronic & <br>Technology Co. <br>Ltd., Class A<br>| 137412 | &nbsp;&nbsp;753575 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Zhejiang Jinggong <br>Integration <br>Technology Co. <br>Ltd., Class A<br>| 165600 | &nbsp;&nbsp;490786 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Zhejiang Jingsheng <br>Mechanical & <br>Electrical Co. Ltd., <br>Class A<br>| 189970 | &nbsp;&nbsp;1219030 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Zhejiang Jingu Co. <br>Ltd., Class A<br>| 360050 | &nbsp;&nbsp;621072 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Zhejiang Jingxin <br>Pharmaceutical Co. <br>Ltd., Class A<br>| 497820 | &nbsp;&nbsp;1215099 |

---

------

**Emerging Markets Core Equity 2 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |  |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Zhejiang Jinke Tom <br>Culture Industry Co. <br>Ltd., Class A<br>| 120700 | &nbsp;&nbsp;$88766 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Zhejiang JIULI Hi-tech <br>Metals Co. Ltd., <br>Class A<br>| 436384 | &nbsp;&nbsp;2110073 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Zhejiang Jiuzhou <br>Pharmaceutical Co. <br>Ltd., Class A<br>| 276900 | &nbsp;&nbsp;726553 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Zhejiang Jolly <br>Pharmaceutical Co. <br>Ltd., Class A<br>| 272400 | &nbsp;&nbsp;668466 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Zhejiang Juhua Co. <br>Ltd., Class A<br>| 258820 | &nbsp;&nbsp;1465014 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Zhejiang Lante Optics <br>Co. Ltd., Class A<br>| 131521 | &nbsp;&nbsp;872582 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Zhejiang Longsheng <br>Group Co. Ltd., <br>Class A<br>| 378634 | &nbsp;&nbsp;829450 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Zhejiang Medicine Co. <br>Ltd., Class A<br>| 436569 | &nbsp;&nbsp;938042 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Zhejiang Meida <br>Industrial Co. Ltd., <br>Class A<br>| 322500 | &nbsp;&nbsp;417500 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Zhejiang Meorient <br>Commerce & <br>Exhibition, Inc., <br>Class A<br>| 153855 | &nbsp;&nbsp;312006 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Zhejiang Narada <br>Power Source Co. <br>Ltd., Class A<br>| 124100 | &nbsp;&nbsp;267049 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Zhejiang NHU Co. <br>Ltd., Class A<br>| 757379 | &nbsp;&nbsp;3038775 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Zhejiang Orient Gene <br>Biotech Co. Ltd., <br>Class A<br>| 106390 | &nbsp;&nbsp;375081 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Zhejiang Orient <br>Holdings Group Co. <br>Ltd., Class A<br>| 970977 | &nbsp;&nbsp;903144 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Zhejiang Qianjiang <br>Motorcycle Co. Ltd., <br>Class A<br>| 430600 | &nbsp;&nbsp;970126 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Zhejiang Runtu Co. <br>Ltd., Class A<br>| 621250 | &nbsp;&nbsp;1124136 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Zhejiang Sanhua <br>Intelligent Controls <br>Co. Ltd., Class A<br>| 210800 | &nbsp;&nbsp;1545671 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Zhejiang Sanmei <br>Chemical Industry <br>Co. Ltd., Class A<br>| 66140 | &nbsp;&nbsp;658252 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Zhejiang Semir <br>Garment Co. Ltd., <br>Class A<br>| 1509125 | &nbsp;&nbsp;1203794 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Zhejiang Shaoxing <br>RuiFeng Rural <br>Commercial Bank <br>Co. Ltd., Class A<br>| 1444200 | &nbsp;&nbsp;$1132783 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Zhejiang Shibao Co. <br>Ltd., Class H<br>| 618000 | &nbsp;&nbsp;440685 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Zhejiang Shouxiangu <br>Pharmaceutical Co. <br>Ltd., Class A<br>| 115400 | &nbsp;&nbsp;340135 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Zhejiang Shuanghuan <br>Driveline Co. Ltd., <br>Class A<br>| 24900 | &nbsp;&nbsp;148735 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Zhejiang Songyuan <br>Automotive Safety <br>Systems Co. Ltd., <br>Class A<br>| 188048 | &nbsp;&nbsp;669721 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Zhejiang Southeast <br>Space Frame Co. <br>Ltd., Class A<br>| 643426 | &nbsp;&nbsp;555685 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Zhejiang Sunriver <br>Culture Tourism Co. <br>Ltd., Class A<br>| 333200 | &nbsp;&nbsp;317761 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Zhejiang Supor Co. <br>Ltd., Class A<br>| 82169 | &nbsp;&nbsp;510670 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Zhejiang Taihua New <br>Material Group Co. <br>Ltd., Class A<br>| 757900 | &nbsp;&nbsp;1011323 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Zhejiang Tiantie <br>Science & <br>Technology Co. <br>Ltd., Class A<br>| 450022 | &nbsp;&nbsp;401030 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Zhejiang Tianyu <br>Pharmaceutical Co. <br>Ltd., Class A<br>| 179202 | &nbsp;&nbsp;671235 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Zhejiang Tony <br>Electronic Co. Ltd., <br>Class A<br>| 54000 | &nbsp;&nbsp;131492 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Zhejiang Wanfeng <br>Auto Wheel Co. <br>Ltd., Class A<br>| 466747 | &nbsp;&nbsp;1031750 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Zhejiang Wanliyang <br>Co. Ltd., Class A<br>| 1083441 | &nbsp;&nbsp;1545112 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Zhejiang Wanma Co. <br>Ltd., Class A<br>| 395200 | &nbsp;&nbsp;946698 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Zhejiang Wansheng <br>Co. Ltd., Class A<br>| 257000 | &nbsp;&nbsp;448851 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Zhejiang Weiming <br>Environment <br>Protection Co. Ltd., <br>Class A<br>| 486793 | &nbsp;&nbsp;1928309 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Zhejiang Weixing <br>Industrial <br>Development Co. <br>Ltd., Class A<br>| 943127 | &nbsp;&nbsp;1418286 |

---

------

**Emerging Markets Core Equity 2 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Zhejiang Weixing New <br>Building Materials <br>Co. Ltd., Class A<br>| 538357 | &nbsp;&nbsp;$964744 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Zhejiang Wolwo <br>Bio-Pharmaceutical <br>Co. Ltd., Class A<br>| 124532 | &nbsp;&nbsp;510916 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Zhejiang XCC Group <br>Co. Ltd., Class A<br>| 154200 | &nbsp;&nbsp;1678517 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Zhejiang Xianju <br>Pharmaceutical Co. <br>Ltd., Class A<br>| 614549 | &nbsp;&nbsp;811747 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Zhejiang Xinan <br>Chemical Industrial <br>Group Co. Ltd., <br>Class A<br>| 531893 | &nbsp;&nbsp;987330 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Zhejiang Xinao <br>Textiles, Inc., <br>Class A<br>| 622900 | &nbsp;&nbsp;829557 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Zhejiang Xinhua <br>Chemical Co. Ltd., <br>Class A<br>| 95300 | &nbsp;&nbsp;395356 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Zhejiang Yankon <br>Group Co. Ltd., <br>Class A<br>| 135829 | &nbsp;&nbsp;71666 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Zhejiang Yasha <br>Decoration Co. Ltd., <br>Class A<br>| 763638 | &nbsp;&nbsp;462180 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Zhejiang Yinlun <br>Machinery Co. Ltd., <br>Class A<br>| 240400 | &nbsp;&nbsp;1272787 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Zhejiang Yonggui <br>Electric Equipment <br>Co. Ltd., Class A<br>| 169200 | &nbsp;&nbsp;431261 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Zhejiang Yonghe <br>Refrigerant Co. Ltd., <br>Class A<br>| 201600 | &nbsp;&nbsp;828507 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Zhejiang Yongtai <br>Technology Co. <br>Ltd., Class A<br>| 306384 | &nbsp;&nbsp;1129488 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Zhejiang Zhaolong <br>Interconnect <br>Technology Co. <br>Ltd., Class A<br>| 86040 | &nbsp;&nbsp;648033 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Zhende Medical Co. <br>Ltd., Class A<br>| 76311 | &nbsp;&nbsp;755378 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Zhengzhou Coal <br>Industry & Electric <br>Power Co. Ltd., <br>Class A<br>| 864400 | &nbsp;&nbsp;564254 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Zhengzhou GL Tech <br>Co. Ltd., Class A<br>| 13400 | &nbsp;&nbsp;43788 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Zhenjiang Dongfang <br>Electric Heating <br>Technology Co. <br>Ltd., Class A<br>| 1245100 | &nbsp;&nbsp;954377 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Zheshang <br>Development Group <br>Co. Ltd., Class A<br>| 583617 | &nbsp;&nbsp;$523122 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Zheshang Securities <br>Co. Ltd., Class A<br>| 441800 | &nbsp;&nbsp;680193 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Zhewen Interactive <br>Group Co. Ltd., <br>Class A<br>| 587420 | &nbsp;&nbsp;1103308 |
| #\* | Zhihu, Inc. | 13500 | &nbsp;&nbsp;16921 |
| \* | Zhong An Group Ltd. | 14556888 | &nbsp;&nbsp;237756 |
| #\*Ω | &nbsp;&nbsp;&nbsp;&nbsp;ZhongAn Online P&C <br>Insurance Co. Ltd., <br>Class H<br>| 5439900 | &nbsp;&nbsp;11595360 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Zhongfu Straits <br>Pingtan <br>Development Co. <br>Ltd., Class A<br>| 261000 | &nbsp;&nbsp;393530 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Zhongji Innolight Co. <br>Ltd., Class A<br>| 204471 | &nbsp;&nbsp;18988038 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Zhongjin Gold Corp. <br>Ltd., Class A<br>| 980800 | &nbsp;&nbsp;4959595 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;ZhongMan Petroleum <br>& Natural Gas <br>Group Corp. Ltd., <br>Class A<br>| 362300 | &nbsp;&nbsp;1811423 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Zhongshan Broad <br>Ocean Motor Co. <br>Ltd., Class A<br>| 776900 | &nbsp;&nbsp;1184313 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Zhongshan Public <br>Utilities Group Co. <br>Ltd., Class A<br>| 270560 | &nbsp;&nbsp;481063 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Zhongsheng Group <br>Holdings Ltd.<br>| 7158500 | &nbsp;&nbsp;10664680 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Zhongtai Securities <br>Co. Ltd., Class A<br>| 839100 | &nbsp;&nbsp;771658 |
| \*†† | &nbsp;&nbsp;&nbsp;&nbsp;Zhongtian Financial <br>Group Co. Ltd., <br>Class A<br>| 4312400 | &nbsp;&nbsp;0 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Zhongtong Bus <br>Holding Co. Ltd., <br>Class A<br>| 393500 | &nbsp;&nbsp;654570 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;ZhongYeDa Electric <br>Co. Ltd., Class A<br>| 148200 | &nbsp;&nbsp;208218 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Zhongyu Energy <br>Holdings Ltd.<br>| 2299550 | &nbsp;&nbsp;839099 |
| #Ω | &nbsp;&nbsp;&nbsp;&nbsp;Zhongyuan Bank Co. <br>Ltd., Class H<br>| 682000 | &nbsp;&nbsp;28837 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Zhongyuan <br>Environment-Protection <br>Co. Ltd., Class A<br>| 804595 | &nbsp;&nbsp;1003013 |
| #Ω | &nbsp;&nbsp;&nbsp;&nbsp;Zhou Hei Ya <br>International <br>Holdings Co. Ltd.<br>| 6023500 | &nbsp;&nbsp;1264690 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Zhuhai Enpower <br>Electric Co. Ltd., <br>Class A<br>| 107300 | &nbsp;&nbsp;386523 |

---

------

**Emerging Markets Core Equity 2 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| CHINA — (Continued) | CHINA — (Continued) | CHINA — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Zhuhai Huafa <br>Properties Co. Ltd., <br>Class A<br>| 1288938 | &nbsp;&nbsp;$790285 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Zhuzhou CRRC Times <br>Electric Co. Ltd., <br>Class H<br>| 2039650 | &nbsp;&nbsp;11152286 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Zhuzhou Hongda <br>Electronics Corp. <br>Ltd., Class A<br>| 107832 | &nbsp;&nbsp;774108 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Zhuzhou Kibing Group <br>Co. Ltd., Class A<br>| 1138800 | &nbsp;&nbsp;1148917 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Zhuzhou Smelter <br>Group Co. Ltd., <br>Class A<br>| 689600 | &nbsp;&nbsp;2223596 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Zhuzhou Times New <br>Material Technology <br>Co. Ltd., Class A<br>| 537900 | &nbsp;&nbsp;1130733 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Zibo Qixiang Tengda <br>Chemical Co. Ltd., <br>Class A<br>| 967500 | &nbsp;&nbsp;820982 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Zijin Mining Group Co. <br>Ltd., Class H<br>| 17862000 | &nbsp;&nbsp;93132849 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;ZJAMP Group Co. <br>Ltd., Class A<br>| 239500 | &nbsp;&nbsp;376707 |
| #Ω | ZJLD Group, Inc. | 52600 | &nbsp;&nbsp;60848 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;ZJMI Environmental <br>Energy Co. Ltd., <br>Class A<br>| 512727 | &nbsp;&nbsp;1014302 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Zkteco Co. Ltd., <br>Class A<br>| 88800 | &nbsp;&nbsp;486915 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Zonqing <br>Environmental Ltd.<br>| 574000 | &nbsp;&nbsp;98096 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Zoomlion Heavy <br>Industry Science & <br>Technology Co. <br>Ltd., Class H<br>| 6503800 | &nbsp;&nbsp;7296358 |
| # | ZTE Corp., Class H | 2059792 | &nbsp;&nbsp;7451823 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;ZTO Express <br>Cayman, Inc. (2057 <br>HK)<br>| 898350 | &nbsp;&nbsp;19835693 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;ZTO Express <br>Cayman, Inc. (ZTO <br>US), ADR<br>| 1047004 | &nbsp;&nbsp;22960798 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;ZWSOFT Co. Ltd. <br>Guangzhou, <br>Class A<br>| 13861 | &nbsp;&nbsp;137886 |
| #Ω | &nbsp;&nbsp;&nbsp;&nbsp;Zylox-Tonbridge <br>Medical Technology <br>Co. Ltd., Class H<br>| 165500 | &nbsp;&nbsp;523047 |
| TOTAL CHINA | TOTAL CHINA |  | &nbsp;&nbsp;9408767593 |
| COLOMBIA — (0.1%) | COLOMBIA — (0.1%) | COLOMBIA — (0.1%) |  |
|  | Almacenes Exito SA | 76497 | &nbsp;&nbsp;105530 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Bolsa de Valores de <br>Colombia<br>| 20739 | &nbsp;&nbsp;94806 |
|  | Celsia SA | 1462150 | &nbsp;&nbsp;2080373 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| COLOMBIA — (Continued) | COLOMBIA — (Continued) | COLOMBIA — (Continued) |  |
|  | Cementos Argos SA | 1578745 | &nbsp;&nbsp;$5901787 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Corp. Financiera <br>Colombiana SA<br>| 443017 | &nbsp;&nbsp;2420668 |
|  | Grupo Argos SA | 547146 | &nbsp;&nbsp;2773552 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Grupo Aval Acciones y <br>Valores SA, ADR<br>| 11715 | &nbsp;&nbsp;56349 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Grupo Cibest SA CIB <br>US, ADR<br>| 118217 | &nbsp;&nbsp;9652418 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Grupo Cibest SA <br>CIBEST CB<br>| 422977 | &nbsp;&nbsp;9553592 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Grupo de Inversiones <br>Suramericana SA<br>| 159473 | &nbsp;&nbsp;2696067 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Grupo Energia Bogota <br>SA ESP<br>| 3120156 | &nbsp;&nbsp;2764083 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Interconexion Electrica <br>SA ESP<br>| 1084019 | &nbsp;&nbsp;8884705 |
|  | Mineros SA | 442882 | &nbsp;&nbsp;2297736 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Organizacion Terpel <br>SA<br>| 7623 | &nbsp;&nbsp;40910 |
|  | Promigas SA ESP | 69923 | &nbsp;&nbsp;130128 |
| TOTAL COLOMBIA | TOTAL COLOMBIA |  | &nbsp;&nbsp;49452704 |
| CZECH REPUBLIC — (0.1%) | CZECH REPUBLIC — (0.1%) | CZECH REPUBLIC — (0.1%) |  |
|  | CEZ AS | 422941 | &nbsp;&nbsp;24319039 |
|  | Komercni Banka AS | 180880 | &nbsp;&nbsp;10960792 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp;Moneta Money Bank <br>AS<br>| 839679 | &nbsp;&nbsp;8427312 |
|  | Philip Morris CR AS | 2090 | &nbsp;&nbsp;2050830 |
| &nbsp;&nbsp;&nbsp;&nbsp;TOTAL CZECH <br>REPUBLIC | &nbsp;&nbsp;&nbsp;&nbsp;TOTAL CZECH <br>REPUBLIC |  | &nbsp;&nbsp;45757973 |
| EGYPT — (0.0%) | EGYPT — (0.0%) | EGYPT — (0.0%) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Commercial <br>International Bank - <br>Egypt (CIB) (CBKD <br>LI), GDR<br>| 5354246 | &nbsp;&nbsp;14182064 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;EFG Holding SAE <br>(EFGD LI), GDR<br>| 34192 | &nbsp;&nbsp;34196 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;EFG Holding SAE <br>(EFGZF US), GDR<br>| 131241 | &nbsp;&nbsp;131241 |
| TOTAL EGYPT | TOTAL EGYPT |  | &nbsp;&nbsp;14347501 |
| GREECE — (0.6%) | GREECE — (0.6%) | GREECE — (0.6%) |  |
|  | Aegean Airlines SA | 245956 | &nbsp;&nbsp;4357256 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Aktor SA Holding Co. <br>Technical & Energy <br>Projects<br>| 133992 | &nbsp;&nbsp;1723880 |
|  | Alpha Bank SA | 4479043 | &nbsp;&nbsp;21440999 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Athens International <br>Airport SA<br>| 33403 | &nbsp;&nbsp;448230 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Athens Water Supply <br>& Sewage Co. SA<br>| 171411 | &nbsp;&nbsp;1463855 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Autohellas Tourist & <br>Trading SA<br>| 118800 | &nbsp;&nbsp;1830164 |
|  | Avax SA | 173111 | &nbsp;&nbsp;689980 |
|  | Bank of Greece | 32631 | &nbsp;&nbsp;665384 |

---

------

**Emerging Markets Core Equity 2 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| GREECE — (Continued) | GREECE — (Continued) | GREECE — (Continued) |  |
| # | Ellaktor SA | 256653 | &nbsp;&nbsp;$419188 |
| # | ElvalHalcor SA | 395854 | &nbsp;&nbsp;2169935 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Eurobank SA, <br>Class A<br>| 5599195 | &nbsp;&nbsp;27363130 |
|  | Fourlis Holdings SA | 258936 | &nbsp;&nbsp;1351634 |
|  | GEK Terna SA | 365348 | &nbsp;&nbsp;14380717 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hellenic <br>Telecommunications <br>Organization SA<br>| 419969 | &nbsp;&nbsp;7876693 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Helleniq Energy <br>Holdings SA<br>| 477055 | &nbsp;&nbsp;5134184 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Holding Co. ADMIE <br>IPTO SA<br>| 334481 | &nbsp;&nbsp;1216086 |
|  | Ideal Holdings SA | 59686 | &nbsp;&nbsp;438577 |
|  | Intracom Holdings SA | 404007 | &nbsp;&nbsp;1687053 |
|  | Jumbo SA | 281133 | &nbsp;&nbsp;8335832 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Kri-Kri Milk Industry <br>SA<br>| 55970 | &nbsp;&nbsp;1440746 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;LAMDA Development <br>SA<br>| 356829 | &nbsp;&nbsp;2995972 |
| # | Lavipharm SA | 161049 | &nbsp;&nbsp;228392 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Metlen Energy & <br>Metals PLC<br>| 227622 | &nbsp;&nbsp;12390209 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Motor Oil Hellas <br>Corinth Refineries <br>SA<br>| 325983 | &nbsp;&nbsp;13125042 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;National Bank of <br>Greece SA<br>| 1302635 | &nbsp;&nbsp;22997290 |
|  | OPAP SA | 411805 | &nbsp;&nbsp;8304939 |
|  | Optima bank SA | 4349 | &nbsp;&nbsp;44635 |
|  | Piraeus Bank SA | 1273423 | &nbsp;&nbsp;12845431 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Piraeus Port Authority <br>SA<br>| 49643 | &nbsp;&nbsp;2344081 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Profile Systems & <br>Software SA<br>| 36862 | &nbsp;&nbsp;341152 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Public Power Corp. <br>SA<br>| 381651 | &nbsp;&nbsp;9020744 |
|  | Quest Holdings SA | 170341 | &nbsp;&nbsp;1421796 |
|  | Sarantis SA | 105490 | &nbsp;&nbsp;1696553 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Thrace Plastics <br>Holding & Co.<br>| 87223 | &nbsp;&nbsp;437582 |
|  | Titan SA (TITC BB) | 210081 | &nbsp;&nbsp;14174945 |
|  | Titan SA (TITC GA) | 45653 | &nbsp;&nbsp;3063379 |
| TOTAL GREECE | TOTAL GREECE |  | &nbsp;&nbsp;209865665 |
| HONG KONG — (0.0%) | HONG KONG — (0.0%) | HONG KONG — (0.0%) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Truly International <br>Holdings Ltd.<br>| 13273000 | &nbsp;&nbsp;1743491 |
| HUNGARY — (0.3%) | HUNGARY — (0.3%) | HUNGARY — (0.3%) |  |
| \* | 4iG Nyrt | 55331 | &nbsp;&nbsp;679138 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;ANY Security Printing <br>Co.<br>| 547 | &nbsp;&nbsp;13028 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Magyar Telekom <br>Telecommunications <br>PLC<br>| 1146807 | &nbsp;&nbsp;7114214 |
| \* | MASTERPLAST Nyrt | 4476 | &nbsp;&nbsp;37454 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| HUNGARY — (Continued) | HUNGARY — (Continued) | HUNGARY — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;MOL Hungarian Oil & <br>Gas PLC<br>| 2370592 | &nbsp;&nbsp;$28951908 |
| # | Opus Global Nyrt | 889067 | &nbsp;&nbsp;1518457 |
|  | OTP Bank Nyrt | 503133 | &nbsp;&nbsp;63310211 |
|  | Richter Gedeon Nyrt | 134755 | &nbsp;&nbsp;4508486 |
| TOTAL HUNGARY | TOTAL HUNGARY |  | &nbsp;&nbsp;106132896 |
| INDIA — (15.0%) | INDIA — (15.0%) | INDIA — (15.0%) |  |
|  | 360 ONE WAM Ltd. | 728310 | &nbsp;&nbsp;8943105 |
| \* | 3i Infotech Ltd. | 208800 | &nbsp;&nbsp;34005 |
|  | 3M India Ltd. | 4978 | &nbsp;&nbsp;1854653 |
| \* | 5Paisa Capital Ltd. | 14166 | &nbsp;&nbsp;53313 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;63 Moons <br>Technologies Ltd.<br>| 46475 | &nbsp;&nbsp;326820 |
|  | Aarti Drugs Ltd. | 255253 | &nbsp;&nbsp;1055758 |
|  | Aarti Industries Ltd. | 1029915 | &nbsp;&nbsp;4168001 |
|  | Aarti Pharmalabs Ltd. | 229683 | &nbsp;&nbsp;1898051 |
| \* | Aavas Financiers Ltd. | 36858 | &nbsp;&nbsp;581641 |
|  | ABB India Ltd. | 60222 | &nbsp;&nbsp;3645721 |
|  | Abbott India Ltd. | 9321 | &nbsp;&nbsp;2769125 |
|  | ACC Ltd. | 255148 | &nbsp;&nbsp;4558209 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Accelya Solutions <br>India Ltd.<br>| 8110 | &nbsp;&nbsp;113935 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Action Construction <br>Equipment Ltd.<br>| 341269 | &nbsp;&nbsp;3158318 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Acutaas Chemicals <br>Ltd.<br>| 11990 | &nbsp;&nbsp;249299 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Adani Energy <br>Solutions Ltd.<br>| 409646 | &nbsp;&nbsp;3987104 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Adani Enterprises Ltd. <br>ADE IN<br>| 87196 | &nbsp;&nbsp;1917301 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Adani Enterprises Ltd. <br>ADEPP IN<br>| 10463 | &nbsp;&nbsp;127393 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Adani Green Energy <br>Ltd.<br>| 143540 | &nbsp;&nbsp;1330122 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Adani Ports & Special <br>Economic Zone <br>Ltd.<br>| 1234282 | &nbsp;&nbsp;19039327 |
| \* | Adani Power Ltd. | 11878218 | &nbsp;&nbsp;17548266 |
|  | Adani Total Gas Ltd. | 436762 | &nbsp;&nbsp;2513770 |
|  | ADF Foods Ltd. | 159235 | &nbsp;&nbsp;305951 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Aditya Birla Capital <br>Ltd.<br>| 3272393 | &nbsp;&nbsp;12134753 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Aditya Birla Fashion & <br>Retail Ltd.<br>| 529913 | &nbsp;&nbsp;382546 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Aditya Birla Lifestyle <br>Brands Ltd.<br>| 428731 | &nbsp;&nbsp;490504 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Aditya Birla Real <br>Estate Ltd.<br>| 279243 | &nbsp;&nbsp;3876443 |
| Ω | Aditya Vision Ltd. | 4555 | &nbsp;&nbsp;24788 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Advanced Enzyme <br>Technologies Ltd.<br>| 302076 | &nbsp;&nbsp;978461 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Advent Hotels <br>International Pvt <br>Ltd.<br>| 66965 | &nbsp;&nbsp;144504 |
|  | Aegis Logistics Ltd. | 960492 | &nbsp;&nbsp;7527027 |
| \* | Aether Industries Ltd. | 42842 | &nbsp;&nbsp;468783 |

---

------

**Emerging Markets Core Equity 2 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| INDIA — (Continued) | INDIA — (Continued) | INDIA — (Continued) |  |
| \* | Affle 3i Ltd. | 70859 | &nbsp;&nbsp;$1202378 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Agarwal Industrial <br>Corp. Ltd.<br>| 10909 | &nbsp;&nbsp;86807 |
|  | AGI Greenpac Ltd. | 221725 | &nbsp;&nbsp;1508308 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Ahluwalia Contracts <br>India Ltd.<br>| 171675 | &nbsp;&nbsp;1597889 |
|  | AIA Engineering Ltd. | 233556 | &nbsp;&nbsp;10168554 |
|  | Ajanta Pharma Ltd. | 358228 | &nbsp;&nbsp;10787986 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Ajmera Realty & Infra <br>India Ltd.<br>| 158075 | &nbsp;&nbsp;259828 |
|  | Akzo Nobel India Ltd. | 63815 | &nbsp;&nbsp;1944111 |
|  | Alembic Ltd. | 654353 | &nbsp;&nbsp;658454 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Alembic <br>Pharmaceuticals <br>Ltd.<br>| 487649 | &nbsp;&nbsp;4165466 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Alkem Laboratories <br>Ltd.<br>| 93046 | &nbsp;&nbsp;5759435 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Alkyl Amines <br>Chemicals<br>| 57239 | &nbsp;&nbsp;976813 |
|  | Allcargo Global Ltd. | 1983183 | &nbsp;&nbsp;501684 |
| \* | Allcargo Logistics Ltd. | 3710718 | &nbsp;&nbsp;418976 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Allied Digital Services <br>Ltd.<br>| 12429 | &nbsp;&nbsp;16978 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Amara Raja Energy & <br>Mobility Ltd.<br>| 885207 | &nbsp;&nbsp;8075977 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Amber Enterprises <br>India Ltd.<br>| 77815 | &nbsp;&nbsp;4856927 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Ambika Cotton Mills <br>Ltd.<br>| 3263 | &nbsp;&nbsp;45723 |
|  | Ambuja Cements Ltd. | 1005199 | &nbsp;&nbsp;5580620 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Amrutanjan Health <br>Care Ltd.<br>| 47942 | &nbsp;&nbsp;306011 |
|  | Anant Raj Ltd. | 606923 | &nbsp;&nbsp;3353796 |
|  | Andhra Paper Ltd. | 63869 | &nbsp;&nbsp;44641 |
|  | Andhra Sugars Ltd.  | 363371 | &nbsp;&nbsp;277923 |
|  | Angel One Ltd. | 443541 | &nbsp;&nbsp;12157986 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Antelopus Selan <br>Energy Ltd.<br>| 14588 | &nbsp;&nbsp;87615 |
| \*Ω | &nbsp;&nbsp;&nbsp;&nbsp;Antony Waste <br>Handling Cell Ltd.<br>| 62289 | &nbsp;&nbsp;377862 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Anup Engineering <br>Ltd.<br>| 16690 | &nbsp;&nbsp;322307 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Anupam Rasayan <br>India Ltd.<br>| 17789 | &nbsp;&nbsp;241180 |
|  | Apar Industries Ltd. | 102819 | &nbsp;&nbsp;8969176 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Apcotex Industries <br>Ltd.<br>| 90855 | &nbsp;&nbsp;367638 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;APL Apollo Tubes <br>Ltd.<br>| 697148 | &nbsp;&nbsp;15497811 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Apollo Hospitals <br>Enterprise Ltd.<br>| 248015 | &nbsp;&nbsp;18753640 |
|  | Apollo Pipes Ltd. | 18737 | &nbsp;&nbsp;54916 |
|  | Apollo Tyres Ltd. | 3558807 | &nbsp;&nbsp;19054396 |
|  | Aptech Ltd. | 2974 | &nbsp;&nbsp;2584 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Aptus Value Housing <br>Finance India Ltd.<br>| 290565 | &nbsp;&nbsp;873510 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| INDIA — (Continued) | INDIA — (Continued) | INDIA — (Continued) |  |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Arman Financial <br>Services Ltd.<br>| 21601 | &nbsp;&nbsp;$381378 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Artemis Medicare <br>Services Ltd.<br>| 76062 | &nbsp;&nbsp;204364 |
|  | Arvind Fashions Ltd. | 446899 | &nbsp;&nbsp;2282987 |
|  | Arvind Ltd. | 1510517 | &nbsp;&nbsp;5163373 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Arvind SmartSpaces <br>Ltd.<br>| 26423 | &nbsp;&nbsp;152926 |
|  | Asahi India Glass Ltd. | 423721 | &nbsp;&nbsp;4611411 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Ashapura Minechem <br>Ltd.<br>| 173798 | &nbsp;&nbsp;1272684 |
|  | Ashiana Housing Ltd. | 145435 | &nbsp;&nbsp;465259 |
|  | Ashok Leyland Ltd. | 14051516 | &nbsp;&nbsp;30221744 |
| \* | Ashoka Buildcon Ltd. | 1398768 | &nbsp;&nbsp;2283780 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Asian Granito India <br>Ltd.<br>| 120261 | &nbsp;&nbsp;90412 |
|  | Asian Paints Ltd. | 661187 | &nbsp;&nbsp;17478921 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Associated Alcohols & <br>Breweries Ltd.<br>| 4609 | &nbsp;&nbsp;42286 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp;Aster DM Healthcare <br>Ltd.<br>| 841149 | &nbsp;&nbsp;5053485 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Astra Microwave <br>Products Ltd.<br>| 114927 | &nbsp;&nbsp;1230029 |
|  | Astral Ltd. | 387240 | &nbsp;&nbsp;6186493 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;AstraZeneca Pharma <br>India Ltd.<br>| 24282 | &nbsp;&nbsp;2255062 |
|  | Atul Ltd. | 99494 | &nbsp;&nbsp;6750020 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp;AU Small Finance <br>Bank Ltd.<br>| 951713 | &nbsp;&nbsp;10155139 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;AurionPro Solutions <br>Ltd.<br>| 40210 | &nbsp;&nbsp;398059 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Aurobindo Pharma <br>Ltd.<br>| 1291469 | &nbsp;&nbsp;16860304 |
|  | Automotive Axles Ltd. | 36417 | &nbsp;&nbsp;740670 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Avadh Sugar & <br>Energy Ltd.<br>| 27527 | &nbsp;&nbsp;99511 |
|  | Avantel Ltd. | 142077 | &nbsp;&nbsp;238584 |
|  | Avanti Feeds Ltd. | 286018 | &nbsp;&nbsp;2488023 |
| \*Ω | &nbsp;&nbsp;&nbsp;&nbsp;Avenue Supermarts <br>Ltd.<br>| 96480 | &nbsp;&nbsp;3880072 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;AWL Agri Business <br>Ltd.<br>| 408284 | &nbsp;&nbsp;950464 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Axis Bank Ltd. (AXSB <br>IN)<br>| 7832547 | &nbsp;&nbsp;116557961 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;AXISCADES <br>Technologies Ltd.<br>| 24713 | &nbsp;&nbsp;332508 |
|  | Bajaj Auto Ltd. | 171821 | &nbsp;&nbsp;17919099 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Bajaj Consumer Care <br>Ltd.<br>| 476290 | &nbsp;&nbsp;1759930 |
|  | Bajaj Finance Ltd. | 5549700 | &nbsp;&nbsp;56208665 |
|  | Bajaj Finserv Ltd. | 716872 | &nbsp;&nbsp;15242735 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Bajaj Hindusthan <br>Sugar Ltd.<br>| 5009249 | &nbsp;&nbsp;897136 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Bajaj Holdings & <br>Investment Ltd.<br>| 151893 | &nbsp;&nbsp;17825527 |
|  | Balaji Amines Ltd. | 86892 | &nbsp;&nbsp;1054372 |

---

------

**Emerging Markets Core Equity 2 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| INDIA — (Continued) | INDIA — (Continued) | INDIA — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Balkrishna Industries <br>Ltd.<br>| 350093 | &nbsp;&nbsp;$8780869 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Balmer Lawrie & Co. <br>Ltd.<br>| 565989 | &nbsp;&nbsp;1059841 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Balrampur Chini Mills <br>Ltd.<br>| 1276271 | &nbsp;&nbsp;5811045 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Banco Products India <br>Ltd.<br>| 329684 | &nbsp;&nbsp;2133119 |
| Ω | Bandhan Bank Ltd. | 5206987 | &nbsp;&nbsp;8757825 |
|  | Bank of Baroda | 3873114 | &nbsp;&nbsp;12647087 |
|  | Bank of India | 2139467 | &nbsp;&nbsp;3820023 |
|  | Bank of Maharashtra | 5490487 | &nbsp;&nbsp;3914269 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Bannari Amman <br>Sugars Ltd.<br>| 8392 | &nbsp;&nbsp;327915 |
|  | BASF India Ltd. | 68268 | &nbsp;&nbsp;2703783 |
|  | Bata India Ltd. | 265158 | &nbsp;&nbsp;2480986 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Bayer CropScience <br>Ltd.<br>| 39741 | &nbsp;&nbsp;1937472 |
|  | BCL Industries Ltd. | 521472 | &nbsp;&nbsp;160609 |
|  | BEML Ltd. | 224870 | &nbsp;&nbsp;4397012 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Berger Paints India <br>Ltd.<br>| 959473 | &nbsp;&nbsp;4834851 |
| \* | BF Utilities Ltd. | 92487 | &nbsp;&nbsp;525306 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Bhagiradha Chemicals <br>& Industries Ltd.<br>| 25939 | &nbsp;&nbsp;60355 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Bhansali Engineering <br>Polymers Ltd.<br>| 728316 | &nbsp;&nbsp;657697 |
|  | Bharat Bijlee Ltd. | 33103 | &nbsp;&nbsp;1011779 |
|  | Bharat Dynamics Ltd. | 146723 | &nbsp;&nbsp;2457600 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Bharat Electronics <br>Ltd.<br>| 6148858 | &nbsp;&nbsp;30056768 |
|  | Bharat Forge Ltd. | 914493 | &nbsp;&nbsp;14368243 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Bharat Heavy <br>Electricals Ltd.<br>| 4291370 | &nbsp;&nbsp;12300222 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Bharat Petroleum <br>Corp. Ltd.<br>| 3789038 | &nbsp;&nbsp;15021821 |
|  | Bharat Rasayan Ltd. | 27620 | &nbsp;&nbsp;560842 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Bharat Wire Ropes <br>Ltd.<br>| 44761 | &nbsp;&nbsp;83194 |
|  | Bharti Airtel Ltd. | 7023237 | &nbsp;&nbsp;150634723 |
|  | Biocon Ltd. | 841695 | &nbsp;&nbsp;3362649 |
|  | Birla Corp. Ltd. | 200548 | &nbsp;&nbsp;2293009 |
|  | BirlaNu Ltd. | 29381 | &nbsp;&nbsp;503833 |
|  | Birlasoft Ltd. | 1252951 | &nbsp;&nbsp;5687832 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;BL Kashyap & Sons <br>Ltd.<br>| 59294 | &nbsp;&nbsp;30502 |
|  | Black Box Ltd. | 171179 | &nbsp;&nbsp;950131 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Bliss Gvs Pharma <br>Ltd.<br>| 161555 | &nbsp;&nbsp;310222 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;BLS International <br>Services Ltd.<br>| 316388 | &nbsp;&nbsp;890214 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Blue Dart Express <br>Ltd.<br>| 34009 | &nbsp;&nbsp;2041497 |
|  | Blue Star Ltd. | 416191 | &nbsp;&nbsp;8273897 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Bluspring Enterprises <br>Ltd.<br>| 375375 | &nbsp;&nbsp;240178 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Bombay Burmah <br>Trading Co.<br>| 153583 | &nbsp;&nbsp;2878505 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| INDIA — (Continued) | INDIA — (Continued) | INDIA — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Bombay Dyeing & <br>Manufacturing Co. <br>Ltd.<br>| 277891 | &nbsp;&nbsp;$348043 |
| \* | Borosil Ltd. | 50868 | &nbsp;&nbsp;139027 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Borosil Renewables <br>Ltd.<br>| 45879 | &nbsp;&nbsp;246346 |
| \* | Borosil Scientific Ltd. | 12129 | &nbsp;&nbsp;14465 |
|  | Bosch Ltd. | 9561 | &nbsp;&nbsp;3797498 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Brigade Enterprises <br>Ltd.<br>| 575684 | &nbsp;&nbsp;4730875 |
| \* | Brightcom Group Ltd. | 8340699 | &nbsp;&nbsp;838418 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Britannia Industries <br>Ltd.<br>| 253892 | &nbsp;&nbsp;16162060 |
|  | BSE Ltd. | 845919 | &nbsp;&nbsp;25534280 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Camlin Fine Sciences <br>Ltd.<br>| 157227 | &nbsp;&nbsp;249239 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Campus Activewear <br>Ltd.<br>| 190855 | &nbsp;&nbsp;524245 |
|  | Can Fin Homes Ltd. | 664643 | &nbsp;&nbsp;6805064 |
|  | Canara Bank | 7096084 | &nbsp;&nbsp;11376059 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Cantabil Retail India <br>Ltd.<br>| 53926 | &nbsp;&nbsp;172598 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Capacit'e Infraprojects <br>Ltd.<br>| 344823 | &nbsp;&nbsp;833349 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Capital Small Finance <br>Bank Ltd.<br>| 19167 | &nbsp;&nbsp;53494 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Caplin Point <br>Laboratories Ltd.<br>| 192876 | &nbsp;&nbsp;3636452 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Capri Global Capital <br>Ltd.<br>| 71076 | &nbsp;&nbsp;135486 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Carborundum <br>Universal Ltd.<br>| 526172 | &nbsp;&nbsp;4508944 |
|  | Care Ratings Ltd. | 149702 | &nbsp;&nbsp;2616807 |
| \* | Cartrade Tech Ltd. | 59830 | &nbsp;&nbsp;1719581 |
|  | Carysil Ltd. | 31546 | &nbsp;&nbsp;271050 |
|  | Castrol India Ltd. | 2450623 | &nbsp;&nbsp;4905517 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;CCL Products India <br>Ltd.<br>| 633760 | &nbsp;&nbsp;6684839 |
|  | CE Info Systems Ltd. | 42977 | &nbsp;&nbsp;617564 |
|  | Ceat Ltd. | 235579 | &nbsp;&nbsp;9623866 |
| \* | Ceigall India Ltd. | 7606 | &nbsp;&nbsp;22110 |
|  | Cello World Ltd. | 5706 | &nbsp;&nbsp;30990 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Central Depository <br>Services India Ltd.<br>| 589988 | &nbsp;&nbsp;8472948 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Centum Electronics <br>Ltd.<br>| 2709 | &nbsp;&nbsp;68587 |
|  | Century Enka Ltd. | 66350 | &nbsp;&nbsp;312577 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Century Plyboards <br>India Ltd.<br>| 459764 | &nbsp;&nbsp;4021092 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Cera Sanitaryware <br>Ltd.<br>| 34780 | &nbsp;&nbsp;1893350 |
|  | CESC Ltd. | 3525344 | &nbsp;&nbsp;5756402 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;CG Power & Industrial <br>Solutions Ltd.<br>| 3118445 | &nbsp;&nbsp;19923753 |
|  | Chalet Hotels Ltd. | 108969 | &nbsp;&nbsp;1030926 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Chambal Fertilisers & <br>Chemicals Ltd.<br>| 1785652 | &nbsp;&nbsp;8617602 |

---

------

**Emerging Markets Core Equity 2 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| INDIA — (Continued) | INDIA — (Continued) | INDIA — (Continued) |  |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Chemplast Sanmar <br>Ltd.<br>| 50135 | &nbsp;&nbsp;$140236 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Chennai Petroleum <br>Corp. Ltd.<br>| 239306 | &nbsp;&nbsp;2253223 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Choice International <br>Ltd.<br>| 93055 | &nbsp;&nbsp;772892 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Cholamandalam <br>Financial Holdings <br>Ltd.<br>| 704255 | &nbsp;&nbsp;12673340 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Cholamandalam <br>Investment & <br>Finance Co. Ltd.<br>| 1347785 | &nbsp;&nbsp;23894084 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;CIE Automotive India <br>Ltd.<br>| 975621 | &nbsp;&nbsp;4457039 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Cigniti Technologies <br>Ltd.<br>| 4779 | &nbsp;&nbsp;83972 |
|  | Cipla Ltd. | 1602457 | &nbsp;&nbsp;23111984 |
|  | City Union Bank Ltd. | 2844817 | &nbsp;&nbsp;9286318 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Clean Science & <br>Technology Ltd.<br>| 39897 | &nbsp;&nbsp;374651 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;CMS Info Systems <br>Ltd.<br>| 548126 | &nbsp;&nbsp;1884111 |
|  | Coal India Ltd. | 2682867 | &nbsp;&nbsp;12847502 |
| Ω | Cochin Shipyard Ltd. | 463781 | &nbsp;&nbsp;8387631 |
| \*Ω | &nbsp;&nbsp;&nbsp;&nbsp;Coffee Day <br>Enterprises Ltd.<br>| 268650 | &nbsp;&nbsp;88870 |
|  | Coforge Ltd. | 977340 | &nbsp;&nbsp;17582757 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Cohance Lifesciences <br>Ltd.<br>| 887363 | &nbsp;&nbsp;3642339 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Colgate-Palmolive <br>India Ltd.<br>| 407402 | &nbsp;&nbsp;9340224 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Computer Age <br>Management <br>Services Ltd.<br>| 1330590 | &nbsp;&nbsp;10071312 |
|  | Concord Biotech Ltd. | 3218 | &nbsp;&nbsp;40889 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Confidence Petroleum <br>India Ltd.<br>| 681379 | &nbsp;&nbsp;240458 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Container Corp. of <br>India Ltd.<br>| 986235 | &nbsp;&nbsp;5397921 |
|  | Control Print Ltd. | 7605 | &nbsp;&nbsp;52688 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Coromandel <br>International Ltd.<br>| 978242 | &nbsp;&nbsp;23909045 |
|  | Cosmo First Ltd. | 108737 | &nbsp;&nbsp;706130 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Craftsman Automation <br>Ltd.<br>| 887 | &nbsp;&nbsp;70659 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;CreditAccess <br>Grameen Ltd.<br>| 352895 | &nbsp;&nbsp;5047039 |
|  | CRISIL Ltd. | 103435 | &nbsp;&nbsp;5247114 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Crompton Greaves <br>Consumer <br>Electricals Ltd.<br>| 3564601 | &nbsp;&nbsp;8604395 |
| \* | CSB Bank Ltd. | 334927 | &nbsp;&nbsp;1585466 |
|  | Cummins India Ltd. | 247524 | &nbsp;&nbsp;11016447 |
|  | Cyient Ltd. | 444776 | &nbsp;&nbsp;5445010 |
| \*Ω | D.P. Abhushan Ltd. | 14687 | &nbsp;&nbsp;202986 |
|  | Dabur India Ltd. | 1095212 | &nbsp;&nbsp;6034205 |
|  | Dalmia Bharat Ltd. | 394033 | &nbsp;&nbsp;8890565 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| INDIA — (Continued) | INDIA — (Continued) | INDIA — (Continued) |  |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Dalmia Bharat <br>Refractories Ltd.<br>| 2328 | &nbsp;&nbsp;$0 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Dalmia Bharat Sugar <br>& Industries Ltd.<br>| 97155 | &nbsp;&nbsp;291089 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Data Patterns India <br>Ltd.<br>| 543 | &nbsp;&nbsp;15790 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Datamatics Global <br>Services Ltd.<br>| 52426 | &nbsp;&nbsp;400600 |
|  | DB Corp. Ltd. | 370945 | &nbsp;&nbsp;965104 |
|  | DCB Bank Ltd. | 1729110 | &nbsp;&nbsp;3766142 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;DCM Shriram Fine <br>Chemicals Ltd.<br>| 134379 | &nbsp;&nbsp;88498 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;DCM Shriram <br>Industries Ltd.<br>| 134379 | &nbsp;&nbsp;55405 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;DCM Shriram <br>International Ltd.<br>| 134379 | &nbsp;&nbsp;88498 |
|  | DCM Shriram Ltd. | 373597 | &nbsp;&nbsp;4801147 |
|  | DCW Ltd. | 1164195 | &nbsp;&nbsp;581926 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Ddev Plastiks <br>Industries Ltd.<br>| 6327 | &nbsp;&nbsp;19838 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;DEE Development <br>Engineers Ltd.<br>| 4958 | &nbsp;&nbsp;10143 |
|  | Deep Industries Ltd. | 43871 | &nbsp;&nbsp;177261 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Deepak Fertilisers & <br>Petrochemicals <br>Corp. Ltd.<br>| 591136 | &nbsp;&nbsp;6841051 |
|  | Deepak Nitrite Ltd. | 358893 | &nbsp;&nbsp;6430413 |
| \* | Delhivery Ltd. | 1131698 | &nbsp;&nbsp;5248146 |
|  | Delta Corp. Ltd. | 573884 | &nbsp;&nbsp;404122 |
| \* | DEN Networks Ltd. | 376689 | &nbsp;&nbsp;115021 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Devyani International <br>Ltd.<br>| 314356 | &nbsp;&nbsp;398652 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Dhampur Sugar Mills <br>Ltd.<br>| 252211 | &nbsp;&nbsp;320386 |
| \* | Dhanlaxmi Bank Ltd. | 395467 | &nbsp;&nbsp;104076 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Dhanuka Agritech <br>Ltd.<br>| 112124 | &nbsp;&nbsp;1365111 |
| \* | Digitide Solutions Ltd. | 318168 | &nbsp;&nbsp;397217 |
| Ω | Dilip Buildcon Ltd. | 271098 | &nbsp;&nbsp;1345955 |
| \* | Dish TV India Ltd. | 6345026 | &nbsp;&nbsp;240336 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Dishman Carbogen <br>Amcis Ltd.<br>| 516045 | &nbsp;&nbsp;1219107 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Divi's Laboratories <br>Ltd.<br>| 174475 | &nbsp;&nbsp;11446192 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Dixon Technologies <br>India Ltd.<br>| 179577 | &nbsp;&nbsp;20399002 |
|  | DLF Ltd. | 934731 | &nbsp;&nbsp;6464580 |
|  | D-Link India Ltd. | 28590 | &nbsp;&nbsp;128227 |
|  | Dodla Dairy Ltd. | 9378 | &nbsp;&nbsp;122210 |
|  | Dollar Industries Ltd. | 92008 | &nbsp;&nbsp;315819 |
|  | Doms Industries Ltd. | 1130 | &nbsp;&nbsp;29326 |
| Ω | Dr. Lal PathLabs Ltd. | 411442 | &nbsp;&nbsp;6263906 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Dr. Reddy's <br>Laboratories Ltd., <br>ADR<br>| 1350140 | &nbsp;&nbsp;18118879 |

---

------

**Emerging Markets Core Equity 2 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| INDIA — (Continued) | INDIA — (Continued) | INDIA — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Dr. Reddy's <br>Laboratories Ltd. <br>(DRRD IN)<br>| 1005650 | &nbsp;&nbsp;$13252893 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Dredging Corp. of <br>India Ltd.<br>| 3704 | &nbsp;&nbsp;45007 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Dwarikesh Sugar <br>Industries Ltd.<br>| 1017148 | &nbsp;&nbsp;393728 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Dynacons Systems & <br>Solutions Ltd.<br>| 2714 | &nbsp;&nbsp;27118 |
|  | eClerx Services Ltd. | 193103 | &nbsp;&nbsp;9794184 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Edelweiss Financial <br>Services Ltd.<br>| 2966936 | &nbsp;&nbsp;3448858 |
|  | Eicher Motors Ltd. | 332378 | &nbsp;&nbsp;25784972 |
| \* | EID Parry India Ltd. | 845475 | &nbsp;&nbsp;8477986 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;EIH Associated <br>Hotels<br>| 73136 | &nbsp;&nbsp;263905 |
|  | EIH Ltd. | 1090481 | &nbsp;&nbsp;3766732 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Eimco Elecon India <br>Ltd.<br>| 1193 | &nbsp;&nbsp;22803 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Elecon Engineering <br>Co. Ltd.<br>| 179730 | &nbsp;&nbsp;796162 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Electrosteel Castings <br>Ltd.<br>| 2218725 | &nbsp;&nbsp;1716365 |
|  | Elgi Equipments Ltd. | 814307 | &nbsp;&nbsp;3840279 |
|  | Emami Ltd. | 1154971 | &nbsp;&nbsp;6082720 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Embassy <br>Developments Ltd.<br>| 2465918 | &nbsp;&nbsp;1778998 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp;Endurance <br>Technologies Ltd.<br>| 148361 | &nbsp;&nbsp;3914060 |
|  | Engineers India Ltd. | 1864511 | &nbsp;&nbsp;3513616 |
|  | Epigral Ltd. | 103523 | &nbsp;&nbsp;1160334 |
|  | EPL Ltd. | 915355 | &nbsp;&nbsp;1918947 |
| \*Ω | &nbsp;&nbsp;&nbsp;&nbsp;Equitas Small Finance <br>Bank Ltd.<br>| 1869711 | &nbsp;&nbsp;1428269 |
| Ω | Eris Lifesciences Ltd. | 192217 | &nbsp;&nbsp;2896048 |
|  | ESAB India Ltd. | 18250 | &nbsp;&nbsp;1104300 |
|  | Escorts Kubota Ltd. | 210769 | &nbsp;&nbsp;7723763 |
| \* | Eternal Ltd. | 1470425 | &nbsp;&nbsp;4381386 |
| \* | Eureka Forbes Ltd. | 15872 | &nbsp;&nbsp;94482 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Eveready Industries <br>India Ltd.<br>| 18187 | &nbsp;&nbsp;66124 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Everest Industries <br>Ltd.<br>| 30444 | &nbsp;&nbsp;144176 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Everest Kanto <br>Cylinder Ltd.<br>| 74547 | &nbsp;&nbsp;88743 |
|  | Excel Industries Ltd. | 27054 | &nbsp;&nbsp;275162 |
|  | Exide Industries Ltd. | 2617469 | &nbsp;&nbsp;9177293 |
|  | Expleo Solutions Ltd. | 862 | &nbsp;&nbsp;8569 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Fairchem Organics <br>Ltd.<br>| 1341 | &nbsp;&nbsp;9488 |
| \* | FDC Ltd. | 404562 | &nbsp;&nbsp;1629192 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Fedbank Financial <br>Services Ltd.<br>| 48561 | &nbsp;&nbsp;80864 |
|  | Federal Bank Ltd. | 13607574 | &nbsp;&nbsp;42599845 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Federal-Mogul Goetze <br>India Ltd.<br>| 54733 | &nbsp;&nbsp;259212 |
|  | FIEM Industries Ltd. | 75154 | &nbsp;&nbsp;1770212 |
|  | Filatex India Ltd. | 1156112 | &nbsp;&nbsp;576419 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| INDIA — (Continued) | INDIA — (Continued) | INDIA — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Fine Organic <br>Industries Ltd.<br>| 37617 | &nbsp;&nbsp;$1732400 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Fineotex Chemical <br>Ltd.<br>| 787210 | &nbsp;&nbsp;190904 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Fino Payments Bank <br>Ltd.<br>| 85788 | &nbsp;&nbsp;202666 |
|  | Finolex Cables Ltd. | 549480 | &nbsp;&nbsp;4338133 |
|  | Finolex Industries Ltd. | 2111313 | &nbsp;&nbsp;4071956 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Firstsource Solutions <br>Ltd.<br>| 2389885 | &nbsp;&nbsp;8306768 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Flair Writing Industries <br>Ltd.<br>| 7686 | &nbsp;&nbsp;24987 |
|  | Force Motors Ltd. | 37959 | &nbsp;&nbsp;7882351 |
|  | Fortis Healthcare Ltd. | 2331676 | &nbsp;&nbsp;21600612 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;FSN E-Commerce <br>Ventures Ltd.<br>| 1739260 | &nbsp;&nbsp;4476922 |
| \* | Fusion Finance Ltd. | 243390 | &nbsp;&nbsp;484559 |
|  | G R Infraprojects Ltd. | 9141 | &nbsp;&nbsp;97245 |
|  | Gabriel India Ltd. | 641693 | &nbsp;&nbsp;6516755 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;GAIL India Ltd. (GAIL <br>IN)<br>| 6902596 | &nbsp;&nbsp;12556139 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Galaxy Surfactants <br>Ltd.<br>| 53986 | &nbsp;&nbsp;1065532 |
|  | Ganesh Housing Ltd. | 81815 | &nbsp;&nbsp;656826 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Ganesha Ecosphere <br>Ltd.<br>| 25941 | &nbsp;&nbsp;190714 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Garware Hi-Tech <br>Films Ltd.<br>| 23893 | &nbsp;&nbsp;785505 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Garware Technical <br>Fibres Ltd.<br>| 302275 | &nbsp;&nbsp;2152630 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Gateway Distriparks <br>Ltd.<br>| 2147220 | &nbsp;&nbsp;1367070 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;GE Vernova T&D <br>India Ltd.<br>| 215032 | &nbsp;&nbsp;7545695 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Genesys International <br>Corp. Ltd.<br>| 4330 | &nbsp;&nbsp;14686 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Genus Power <br>Infrastructures Ltd.<br>| 30339 | &nbsp;&nbsp;93519 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Geojit Financial <br>Services Ltd.<br>| 617242 | &nbsp;&nbsp;456601 |
|  | GHCL Ltd. | 712441 | &nbsp;&nbsp;4129196 |
|  | GHCL Textiles Ltd. | 761649 | &nbsp;&nbsp;628046 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;GIC Housing Finance <br>Ltd.<br>| 258928 | &nbsp;&nbsp;457234 |
|  | Gillette India Ltd. | 38612 | &nbsp;&nbsp;3686538 |
| Ω | Gland Pharma Ltd. | 79968 | &nbsp;&nbsp;1592424 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;GlaxoSmithKline <br>Pharmaceuticals <br>Ltd.<br>| 164150 | &nbsp;&nbsp;4283656 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Glenmark <br>Pharmaceuticals <br>Ltd.<br>| 1204820 | &nbsp;&nbsp;26562888 |
|  | Global Health Ltd. | 148522 | &nbsp;&nbsp;1713420 |
|  | Globus Spirits Ltd. | 23199 | &nbsp;&nbsp;235096 |
|  | GM Breweries Ltd. | 1976 | &nbsp;&nbsp;21045 |
|  | GMM Pfaudler Ltd. | 52678 | &nbsp;&nbsp;560393 |
| \* | GMR Airports Ltd. | 6290245 | &nbsp;&nbsp;6432886 |

---

------

**Emerging Markets Core Equity 2 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| INDIA — (Continued) | INDIA — (Continued) | INDIA — (Continued) |  |
|  | GNA Axles Ltd. | 27625 | &nbsp;&nbsp;$107550 |
| \* | Go Fashion India Ltd. | 26000 | &nbsp;&nbsp;109997 |
|  | GOCL Corp. Ltd. | 6992 | &nbsp;&nbsp;20362 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Godawari Power & <br>Ispat Ltd.<br>| 1710969 | &nbsp;&nbsp;4621614 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Godfrey Phillips India <br>Ltd.<br>| 406509 | &nbsp;&nbsp;8998280 |
| Ω | Godrej Agrovet Ltd. | 160971 | &nbsp;&nbsp;935253 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Godrej Consumer <br>Products Ltd.<br>| 909875 | &nbsp;&nbsp;11433562 |
| \* | Godrej Industries Ltd. | 360390 | &nbsp;&nbsp;3804528 |
| \* | Godrej Properties Ltd. | 234847 | &nbsp;&nbsp;4029539 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Gokaldas Exports <br>Ltd.<br>| 115911 | &nbsp;&nbsp;699523 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Gokul Agro Resources <br>Ltd.<br>| 138262 | &nbsp;&nbsp;242976 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Goldiam International <br>Ltd.<br>| 168791 | &nbsp;&nbsp;568744 |
|  | Goodluck India Ltd. | 41943 | &nbsp;&nbsp;509827 |
|  | Goodyear India Ltd. | 11404 | &nbsp;&nbsp;97931 |
|  | GPT Infraprojects Ltd. | 6448 | &nbsp;&nbsp;7340 |
|  | Granules India Ltd. | 1304287 | &nbsp;&nbsp;8124363 |
|  | Graphite India Ltd. | 528952 | &nbsp;&nbsp;3512593 |
|  | Grasim Industries Ltd. | 725875 | &nbsp;&nbsp;22253754 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Grauer & Weil India <br>Ltd.<br>| 337987 | &nbsp;&nbsp;262729 |
|  | Gravita India Ltd. | 124495 | &nbsp;&nbsp;2184204 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Great Eastern <br>Shipping Co. Ltd. <br>| 917387 | &nbsp;&nbsp;11967609 |
|  | Greaves Cotton Ltd. | 529219 | &nbsp;&nbsp;938544 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Greenlam Industries <br>Ltd.<br>| 224810 | &nbsp;&nbsp;589481 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Greenpanel Industries <br>Ltd.<br>| 388344 | &nbsp;&nbsp;927738 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Greenply Industries <br>Ltd.<br>| 415354 | &nbsp;&nbsp;1015913 |
|  | Grindwell Norton Ltd. | 172602 | &nbsp;&nbsp;2864047 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Gufic Biosciences <br>Ltd.<br>| 21038 | &nbsp;&nbsp;70629 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Gujarat Alkalies & <br>Chemicals Ltd.<br>| 189124 | &nbsp;&nbsp;940386 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Gujarat Ambuja <br>Exports Ltd.<br>| 1074280 | &nbsp;&nbsp;1626532 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Gujarat <br>Fluorochemicals <br>Ltd.<br>| 193735 | &nbsp;&nbsp;6437713 |
|  | Gujarat Gas Ltd. | 574265 | &nbsp;&nbsp;2655088 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Gujarat Industries <br>Power Co. Ltd.<br>| 190353 | &nbsp;&nbsp;290460 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Gujarat Mineral <br>Development Corp. <br>Ltd.<br>| 717644 | &nbsp;&nbsp;4478131 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Gujarat Narmada <br>Valley Fertilizers & <br>Chemicals Ltd.<br>| 606545 | &nbsp;&nbsp;3073275 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Gujarat Pipavav Port <br>Ltd.<br>| 2077351 | &nbsp;&nbsp;3772313 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| INDIA — (Continued) | INDIA — (Continued) | INDIA — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Gujarat State <br>Fertilizers & <br>Chemicals Ltd.<br>| 1541443 | &nbsp;&nbsp;$3094454 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Gujarat State Petronet <br>Ltd.<br>| 2596296 | &nbsp;&nbsp;8548079 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Gulf Oil Lubricants <br>India Ltd.<br>| 128240 | &nbsp;&nbsp;1520956 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Happiest Minds <br>Technologies Ltd.<br>| 242650 | &nbsp;&nbsp;1094189 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp;Harsha Engineers <br>Ltd.<br>| 36057 | &nbsp;&nbsp;146286 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Hathway Cable & <br>Datacom Ltd.<br>| 1508952 | &nbsp;&nbsp;168744 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hatsun Agro Product <br>Ltd.<br>| 180239 | &nbsp;&nbsp;1722304 |
|  | Havells India Ltd. | 588700 | &nbsp;&nbsp;8216918 |
|  | HBL Engineering Ltd. | 655559 | &nbsp;&nbsp;5589232 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;HCL Technologies <br>Ltd.<br>| 2961027 | &nbsp;&nbsp;54503336 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp;HDFC Asset <br>Management Co. <br>Ltd.<br>| 598744 | &nbsp;&nbsp;16350165 |
|  | HDFC Bank Ltd. | 13637972 | &nbsp;&nbsp;137860123 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp;HDFC Life Insurance <br>Co. Ltd.<br>| 516609 | &nbsp;&nbsp;4100502 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;HealthCare Global <br>Enterprises Ltd.<br>| 144091 | &nbsp;&nbsp;927033 |
|  | HEG Ltd. | 444795 | &nbsp;&nbsp;2617173 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;HeidelbergCement <br>India Ltd.<br>| 586254 | &nbsp;&nbsp;1091173 |
|  | Heritage Foods Ltd. | 342616 | &nbsp;&nbsp;1335767 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hero MotoCorp Ltd. <br>(HMCL IN)<br>| 506351 | &nbsp;&nbsp;30476610 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hester Biosciences <br>Ltd.<br>| 12925 | &nbsp;&nbsp;211102 |
|  | HFCL Ltd. | 5836041 | &nbsp;&nbsp;4306269 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;HG Infra Engineering <br>Ltd.<br>| 146513 | &nbsp;&nbsp;1029197 |
|  | Hikal Ltd. | 348125 | &nbsp;&nbsp;731190 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Himadri Speciality <br>Chemical Ltd.<br>| 1529176 | &nbsp;&nbsp;7657961 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Himatsingka Seide <br>Ltd.<br>| 147294 | &nbsp;&nbsp;165380 |
|  | Hind Rectifiers Ltd. | 1290 | &nbsp;&nbsp;17512 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hindalco Industries <br>Ltd.<br>| 4095312 | &nbsp;&nbsp;42638217 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Hinduja Global <br>Solutions Ltd.<br>| 116383 | &nbsp;&nbsp;531598 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hindustan Aeronautics <br>Ltd.<br>| 539932 | &nbsp;&nbsp;27148403 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Hindustan <br>Construction Co. <br>Ltd.<br>| 105757 | &nbsp;&nbsp;23007 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hindustan Copper <br>Ltd.<br>| 1665808 | &nbsp;&nbsp;12184407 |
| \* | Hindustan Foods Ltd. | 30274 | &nbsp;&nbsp;153388 |

---

------

**Emerging Markets Core Equity 2 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| INDIA — (Continued) | INDIA — (Continued) | INDIA — (Continued) |  |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Hindustan Oil <br>Exploration Co. <br>Ltd.<br>| 293777 | &nbsp;&nbsp;$498728 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hindustan Petroleum <br>Corp. Ltd.<br>| 2630550 | &nbsp;&nbsp;12179889 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hindustan Unilever <br>Ltd.<br>| 882961 | &nbsp;&nbsp;22719058 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Hindware Home <br>Innovation Ltd.<br>| 77680 | &nbsp;&nbsp;190488 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hitachi Energy India <br>Ltd.<br>| 38184 | &nbsp;&nbsp;7832717 |
|  | HI-Tech Pipes Ltd. | 99817 | &nbsp;&nbsp;80589 |
| \* | HLV Ltd. | 188478 | &nbsp;&nbsp;17410 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp;Home First Finance <br>Co. India Ltd.<br>| 172900 | &nbsp;&nbsp;2217140 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Honda India Power <br>Products Ltd.<br>| 19873 | &nbsp;&nbsp;438958 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Housing & Urban <br>Development Corp. <br>Ltd.<br>| 53976 | &nbsp;&nbsp;112669 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;HPL Electric & Power <br>Ltd.<br>| 33126 | &nbsp;&nbsp;119715 |
| \* | Hubtown Ltd. | 124798 | &nbsp;&nbsp;284788 |
|  | Huhtamaki India Ltd. | 117771 | &nbsp;&nbsp;234695 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;I G Petrochemicals <br>Ltd.<br>| 21392 | &nbsp;&nbsp;84775 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;ICICI Bank Ltd. (IBN <br>US), Sponsored <br>ADR<br>| 4267697 | &nbsp;&nbsp;125000845 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;ICICI Bank Ltd. <br>(ICICIBC IN)<br>| 3903946 | &nbsp;&nbsp;57639350 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp;ICICI Lombard <br>General Insurance <br>Co. Ltd.<br>| 295809 | &nbsp;&nbsp;5821370 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp;ICICI Prudential Life <br>Insurance Co. Ltd.<br>| 391016 | &nbsp;&nbsp;2693958 |
|  | ICRA Ltd. | 7584 | &nbsp;&nbsp;521618 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;ideaForge Technology <br>Ltd.<br>| 9492 | &nbsp;&nbsp;47870 |
|  | IDFC First Bank Ltd. | 29171417 | &nbsp;&nbsp;26516001 |
| \* | IFB Industries Ltd. | 44055 | &nbsp;&nbsp;532921 |
| \* | IFCI Ltd. | 3035427 | &nbsp;&nbsp;1816614 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Igarashi Motors India <br>Ltd.<br>| 14232 | &nbsp;&nbsp;61854 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;IIFL Capital Services <br>Ltd.<br>| 1382001 | &nbsp;&nbsp;5000094 |
|  | IIFL Finance Ltd. | 1500891 | &nbsp;&nbsp;8612282 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Imagicaaworld <br>Entertainment Ltd.<br>| 306701 | &nbsp;&nbsp;170291 |
| \* | India Cements Ltd. | 528400 | &nbsp;&nbsp;2639731 |
|  | India Glycols Ltd. | 230264 | &nbsp;&nbsp;2183272 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;India Nippon <br>Electricals Ltd.<br>| 12610 | &nbsp;&nbsp;96629 |
|  | India Pesticides Ltd. | 36633 | &nbsp;&nbsp;62912 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;India Power Corp. <br>Ltd.<br>| 284965 | &nbsp;&nbsp;26919 |
| \* | Indiabulls Ltd. | 4023504 | &nbsp;&nbsp;464115 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| INDIA — (Continued) | INDIA — (Continued) | INDIA — (Continued) |  |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp;IndiaMart InterMesh <br>Ltd.<br>| 12770 | &nbsp;&nbsp;$305724 |
|  | Indian Bank | 1296674 | &nbsp;&nbsp;12870104 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp;Indian Energy <br>Exchange Ltd.<br>| 2562507 | &nbsp;&nbsp;3533584 |
|  | Indian Hotels Co. Ltd. | 1652302 | &nbsp;&nbsp;12102139 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Indian Hume Pipe Co. <br>Ltd.<br>| 4347 | &nbsp;&nbsp;17989 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Indian Metals & Ferro <br>Alloys Ltd.<br>| 61881 | &nbsp;&nbsp;785667 |
|  | Indian Oil Corp. Ltd. | 4889643 | &nbsp;&nbsp;8660226 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Indian Railway <br>Catering & Tourism <br>Corp. Ltd.<br>| 661155 | &nbsp;&nbsp;4483199 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp;Indian Railway <br>Finance Corp. Ltd.<br>| 2687487 | &nbsp;&nbsp;3514912 |
|  | Indigo Paints Ltd. | 11626 | &nbsp;&nbsp;132176 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Indo Count Industries <br>Ltd.<br>| 592296 | &nbsp;&nbsp;1514667 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Indo Tech <br>Transformers Ltd.<br>| 1762 | &nbsp;&nbsp;25495 |
|  | Indoco Remedies Ltd. | 235278 | &nbsp;&nbsp;555758 |
| \*Ω | &nbsp;&nbsp;&nbsp;&nbsp;IndoStar Capital <br>Finance Ltd.<br>| 35176 | &nbsp;&nbsp;78934 |
|  | Indraprastha Gas Ltd. | 2098932 | &nbsp;&nbsp;4068021 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Indraprastha Medical <br>Corp. Ltd.<br>| 52105 | &nbsp;&nbsp;205949 |
| \* | Indus Towers Ltd. | 5584435 | &nbsp;&nbsp;26985555 |
| \* | IndusInd Bank Ltd. | 1098720 | &nbsp;&nbsp;10673841 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Infibeam Avenues <br>Ltd.<br>| 9090872 | &nbsp;&nbsp;1607358 |
|  | Info Edge India Ltd. | 804354 | &nbsp;&nbsp;10952954 |
|  | Infosys Ltd. (INFO IN) | 7763710 | &nbsp;&nbsp;139007748 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Infosys Ltd. (INFY <br>US), Sponsored <br>ADR<br>| 2423448 | &nbsp;&nbsp;42604216 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Ingersoll Rand India <br>Ltd.<br>| 41855 | &nbsp;&nbsp;1527903 |
|  | Innova Captab Ltd. | 663 | &nbsp;&nbsp;4949 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Inox Green Energy <br>Services Ltd.<br>| 41536 | &nbsp;&nbsp;77239 |
| \* | Inox Wind Ltd. | 1275688 | &nbsp;&nbsp;1501458 |
| \* | Insecticides India Ltd. | 64008 | &nbsp;&nbsp;410513 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Intellect Design Arena <br>Ltd.<br>| 512848 | &nbsp;&nbsp;5118271 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp;InterGlobe Aviation <br>Ltd.<br>| 327830 | &nbsp;&nbsp;16413828 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;IOL Chemicals & <br>Pharmaceuticals <br>Ltd.<br>| 786700 | &nbsp;&nbsp;633861 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;ION Exchange India <br>Ltd.<br>| 135554 | &nbsp;&nbsp;531010 |
|  | Ipca Laboratories Ltd. | 834403 | &nbsp;&nbsp;13386127 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;IRB Infrastructure <br>Developers Ltd.<br>| 5913015 | &nbsp;&nbsp;2679551 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp;IRCON International <br>Ltd.<br>| 1886342 | &nbsp;&nbsp;3374559 |

---

------

**Emerging Markets Core Equity 2 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| INDIA — (Continued) | INDIA — (Continued) | INDIA — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;ISGEC Heavy <br>Engineering Ltd.<br>| 91723 | &nbsp;&nbsp;$747731 |
| \* | ITC Hotels Ltd. | 892630 | &nbsp;&nbsp;1758013 |
|  | ITC Ltd. | 9454218 | &nbsp;&nbsp;33156561 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;J Kumar Infraprojects <br>Ltd.<br>| 282052 | &nbsp;&nbsp;1760733 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Jagran Prakashan <br>Ltd.<br>| 526157 | &nbsp;&nbsp;380605 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Jai Balaji Industries <br>Ltd.<br>| 111023 | &nbsp;&nbsp;80398 |
|  | Jai Corp. Ltd. | 369274 | &nbsp;&nbsp;454160 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Jain Irrigation <br>Systems Ltd.<br>| 712898 | &nbsp;&nbsp;283627 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Jaiprakash Power <br>Ventures Ltd.<br>| 13550170 | &nbsp;&nbsp;2256624 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Jammu & Kashmir <br>Bank Ltd. <br>| 2813026 | &nbsp;&nbsp;3214704 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Jamna Auto Industries <br>Ltd.<br>| 1633971 | &nbsp;&nbsp;2202984 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Jana Small Finance <br>Bank Ltd.<br>| 21912 | &nbsp;&nbsp;85887 |
|  | Jash Engineering Ltd. | 40142 | &nbsp;&nbsp;165989 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;JB Chemicals & <br>Pharmaceuticals <br>Ltd.<br>| 532008 | &nbsp;&nbsp;10836422 |
|  | JBM Auto Ltd. | 267931 | &nbsp;&nbsp;1654525 |
|  | JG Chemicals Ltd. | 2840 | &nbsp;&nbsp;9712 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Jindal Drilling & <br>Industries Ltd.<br>| 10410 | &nbsp;&nbsp;54451 |
|  | Jindal Poly Films Ltd. | 173458 | &nbsp;&nbsp;742171 |
|  | Jindal Saw Ltd. | 3033542 | &nbsp;&nbsp;5765139 |
|  | Jindal Stainless Ltd. | 3413252 | &nbsp;&nbsp;30587104 |
|  | Jindal Steel Ltd. | 2233951 | &nbsp;&nbsp;27209141 |
| \* | Jindal Worldwide Ltd. | 155300 | &nbsp;&nbsp;42921 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Jio Financial Services <br>Ltd.<br>| 5022249 | &nbsp;&nbsp;13881526 |
| \* | JITF Infralogistics Ltd. | 31327 | &nbsp;&nbsp;97898 |
|  | JK Cement Ltd. | 193990 | &nbsp;&nbsp;11666300 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;JK Lakshmi Cement <br>Ltd.<br>| 430296 | &nbsp;&nbsp;3633556 |
|  | JK Paper Ltd. | 969788 | &nbsp;&nbsp;3472136 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;JK Tyre & Industries <br>Ltd.<br>| 1159437 | &nbsp;&nbsp;6513205 |
|  | JM Financial Ltd. | 2849235 | &nbsp;&nbsp;4002730 |
|  | JSW Energy Ltd. | 1882151 | &nbsp;&nbsp;9371918 |
|  | JSW Steel Ltd. | 3003027 | &nbsp;&nbsp;39467177 |
|  | JTEKT India Ltd. | 449437 | &nbsp;&nbsp;667375 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Jubilant Foodworks <br>Ltd.<br>| 2172629 | &nbsp;&nbsp;11784749 |
|  | Jubilant Ingrevia Ltd. | 841350 | &nbsp;&nbsp;5853104 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Jubilant Pharmova <br>Ltd.<br>| 678091 | &nbsp;&nbsp;7206538 |
| \* | Juniper Hotels Ltd. | 8171 | &nbsp;&nbsp;20332 |
|  | Jupiter Wagons Ltd. | 302639 | &nbsp;&nbsp;1065340 |
| \* | Just Dial Ltd. | 91506 | &nbsp;&nbsp;666271 |
|  | Jyothy Labs Ltd. | 948390 | &nbsp;&nbsp;2572898 |
| \* | Jyoti Structures Ltd. | 4646208 | &nbsp;&nbsp;492028 |
|  | Kajaria Ceramics Ltd. | 642455 | &nbsp;&nbsp;6260008 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| INDIA — (Continued) | INDIA — (Continued) | INDIA — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Kalpataru Projects <br>International Ltd.<br>| 759279 | &nbsp;&nbsp;$9443943 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Kalyan Jewellers India <br>Ltd.<br>| 617706 | &nbsp;&nbsp;2424360 |
|  | Kalyani Steels Ltd. | 203343 | &nbsp;&nbsp;1570158 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Kansai Nerolac Paints <br>Ltd.<br>| 906862 | &nbsp;&nbsp;2262309 |
|  | Karnataka Bank Ltd.  | 1691799 | &nbsp;&nbsp;3355773 |
|  | Karur Vysya Bank Ltd. <br>| 4488854 | &nbsp;&nbsp;14559089 |
|  | Kaveri Seed Co. Ltd. | 209217 | &nbsp;&nbsp;2155498 |
|  | KCP Ltd.  | 563447 | &nbsp;&nbsp;1083884 |
|  | KDDL Ltd. | 14583 | &nbsp;&nbsp;364917 |
|  | KEC International Ltd. | 890909 | &nbsp;&nbsp;6501735 |
|  | KEI Industries Ltd. | 350548 | &nbsp;&nbsp;15235592 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Kellton Tech Solutions <br>Ltd.<br>| 1446976 | &nbsp;&nbsp;244792 |
|  | Kennametal India Ltd. | 21504 | &nbsp;&nbsp;456978 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Kewal Kiran Clothing <br>Ltd.<br>| 67971 | &nbsp;&nbsp;340222 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Keystone Realtors <br>Ltd.<br>| 9843 | &nbsp;&nbsp;53515 |
|  | Kfin Technologies Ltd. | 58364 | &nbsp;&nbsp;643808 |
| \* | Kiri Industries Ltd. | 112180 | &nbsp;&nbsp;567657 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Kirloskar Brothers <br>Ltd.<br>| 113860 | &nbsp;&nbsp;1935812 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Kirloskar Ferrous <br>Industries Ltd.<br>| 305181 | &nbsp;&nbsp;1487844 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Kirloskar Industries <br>Ltd.<br>| 2180 | &nbsp;&nbsp;74536 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Kirloskar Oil Engines <br>Ltd.<br>| 584760 | &nbsp;&nbsp;7461550 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Kirloskar Pneumatic <br>Co. Ltd.<br>| 42165 | &nbsp;&nbsp;521905 |
|  | Kitex Garments Ltd. | 723753 | &nbsp;&nbsp;1350688 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;KNR Constructions <br>Ltd.<br>| 1243477 | &nbsp;&nbsp;2009851 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Kolte-Patil Developers <br>Ltd.<br>| 185064 | &nbsp;&nbsp;752438 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Kotak Mahindra Bank <br>Ltd.<br>| 5573355 | &nbsp;&nbsp;24704397 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Kovai Medical Center <br>& Hospital Ltd.<br>| 2860 | &nbsp;&nbsp;166787 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp;KPI Green Energy <br>Ltd.<br>| 85185 | &nbsp;&nbsp;367898 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;KPIT Technologies <br>Ltd.<br>| 1119449 | &nbsp;&nbsp;12754391 |
|  | KPR Mill Ltd. | 574481 | &nbsp;&nbsp;5442820 |
|  | KRBL Ltd. | 512858 | &nbsp;&nbsp;1914723 |
| \*Ω | &nbsp;&nbsp;&nbsp;&nbsp;Krishna Institute of <br>Medical Sciences <br>Ltd.<br>| 316592 | &nbsp;&nbsp;2069628 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Krsnaa Diagnostics <br>Ltd.<br>| 57529 | &nbsp;&nbsp;446887 |
|  | KSB Ltd. | 286720 | &nbsp;&nbsp;2189076 |
|  | Ksolves India Ltd. | 18020 | &nbsp;&nbsp;50751 |

---

------

**Emerging Markets Core Equity 2 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| INDIA — (Continued) | INDIA — (Continued) | INDIA — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Kwality Wall's India <br>Ltd.<br>| 882961 | &nbsp;&nbsp;$385868 |
|  | L&T Finance Ltd. | 3982167 | &nbsp;&nbsp;12400144 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp;L&T Technology <br>Services Ltd.<br>| 57009 | &nbsp;&nbsp;2312443 |
|  | LA Opala RG Ltd. | 211733 | &nbsp;&nbsp;441451 |
|  | Landmark Cars Ltd. | 20456 | &nbsp;&nbsp;86510 |
|  | Larsen & Toubro Ltd. | 1276319 | &nbsp;&nbsp;54647758 |
| Ω | Laurus Labs Ltd. | 2145834 | &nbsp;&nbsp;22570276 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Laxmi Organic <br>Industries Ltd.<br>| 216977 | &nbsp;&nbsp;337558 |
| \*Ω | &nbsp;&nbsp;&nbsp;&nbsp;Lemon Tree Hotels <br>Ltd.<br>| 1629782 | &nbsp;&nbsp;2306857 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;LG Balakrishnan & <br>Bros Ltd.<br>| 189085 | &nbsp;&nbsp;3542972 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;LIC Housing Finance <br>Ltd.<br>| 2379135 | &nbsp;&nbsp;13648150 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Lincoln <br>Pharmaceuticals <br>Ltd.<br>| 17425 | &nbsp;&nbsp;86944 |
|  | Linde India Ltd. | 53983 | &nbsp;&nbsp;3524538 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Lloyds Engineering <br>Works Ltd.<br>| 1334233 | &nbsp;&nbsp;651601 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Lloyds Enterprises <br>Ltd.<br>| 23090 | &nbsp;&nbsp;14664 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Lloyds Metals & <br>Energy Ltd.<br>| 33220 | &nbsp;&nbsp;396781 |
|  | LMW Ltd. | 18002 | &nbsp;&nbsp;2922803 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp;Lodha Developers <br>Ltd.<br>| 126875 | &nbsp;&nbsp;1341453 |
|  | LT Foods Ltd. | 2083868 | &nbsp;&nbsp;8409003 |
| Ω | LTIMindtree Ltd. | 259402 | &nbsp;&nbsp;16851112 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Lumax Auto <br>Technologies Ltd.<br>| 231276 | &nbsp;&nbsp;3392376 |
|  | Lumax Industries Ltd. | 15471 | &nbsp;&nbsp;818191 |
|  | Lupin Ltd. | 840853 | &nbsp;&nbsp;19651503 |
|  | LUX Industries Ltd. | 42876 | &nbsp;&nbsp;429387 |
|  | Mahanagar Gas Ltd. | 223084 | &nbsp;&nbsp;2547008 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Maharashtra Scooters <br>Ltd.<br>| 7997 | &nbsp;&nbsp;1173207 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Maharashtra <br>Seamless Ltd.<br>| 413482 | &nbsp;&nbsp;2352360 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Mahindra & Mahindra <br>Financial Services <br>Ltd.<br>| 3510266 | &nbsp;&nbsp;14179304 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Mahindra & Mahindra <br>Ltd.<br>| 2649554 | &nbsp;&nbsp;99293908 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Mahindra Holidays & <br>Resorts India Ltd.<br>| 566670 | &nbsp;&nbsp;1805199 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Mahindra Lifespace <br>Developers Ltd.<br>| 649444 | &nbsp;&nbsp;2649843 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp;Mahindra Logistics <br>Ltd.<br>| 53125 | &nbsp;&nbsp;207138 |
|  | Maithan Alloys Ltd. | 60012 | &nbsp;&nbsp;652383 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Man Industries India <br>Ltd.<br>| 74186 | &nbsp;&nbsp;263255 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| INDIA — (Continued) | INDIA — (Continued) | INDIA — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Man Infraconstruction <br>Ltd.<br>| 764555 | &nbsp;&nbsp;$917765 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Manali Petrochemicals <br>Ltd.<br>| 66550 | &nbsp;&nbsp;42046 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Manappuram Finance <br>Ltd.<br>| 5455313 | &nbsp;&nbsp;16901731 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Mangalam Cement <br>Ltd.<br>| 73303 | &nbsp;&nbsp;624113 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Mangalore Refinery & <br>Petrochemicals Ltd.<br>| 896438 | &nbsp;&nbsp;1719377 |
|  | Mankind Pharma Ltd. | 9254 | &nbsp;&nbsp;214049 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Manorama Industries <br>Ltd.<br>| 18889 | &nbsp;&nbsp;277714 |
|  | Marico Ltd. | 1984233 | &nbsp;&nbsp;15778358 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Marksans Pharma <br>Ltd.<br>| 1890046 | &nbsp;&nbsp;3363477 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Maruti Suzuki India <br>Ltd.<br>| 149041 | &nbsp;&nbsp;23647064 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp;MAS Financial <br>Services Ltd.<br>| 316376 | &nbsp;&nbsp;1115498 |
|  | Mastek Ltd. | 105194 | &nbsp;&nbsp;2355366 |
| Ω | Matrimony.com Ltd. | 26467 | &nbsp;&nbsp;149453 |
| \* | Max Estates Ltd. | 149452 | &nbsp;&nbsp;624262 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Max Financial <br>Services Ltd.<br>| 19639 | &nbsp;&nbsp;343769 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Max Healthcare <br>Institute Ltd.<br>| 919893 | &nbsp;&nbsp;9582989 |
| \* | Max India Ltd. | 5727 | &nbsp;&nbsp;9983 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Mayur Uniquoters <br>Ltd.<br>| 148256 | &nbsp;&nbsp;827365 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Mazagon Dock <br>Shipbuilders Ltd.<br>| 59167 | &nbsp;&nbsp;1659229 |
| \*Ω | &nbsp;&nbsp;&nbsp;&nbsp;Medi Assist <br>Healthcare Services <br>Ltd.<br>| 21596 | &nbsp;&nbsp;94031 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Medplus Health <br>Services Ltd.<br>| 45698 | &nbsp;&nbsp;397927 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Meghmani Organics <br>Ltd.<br>| 941141 | &nbsp;&nbsp;620504 |
|  | Metro Brands Ltd. | 3755 | &nbsp;&nbsp;42892 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp;Metropolis Healthcare <br>Ltd.<br>| 145949 | &nbsp;&nbsp;2878207 |
|  | Minda Corp. Ltd. | 600530 | &nbsp;&nbsp;3693375 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp;Mishra Dhatu Nigam <br>Ltd.<br>| 389288 | &nbsp;&nbsp;1582374 |
|  | MM Forgings Ltd. | 152640 | &nbsp;&nbsp;678957 |
|  | MOIL Ltd. | 667739 | &nbsp;&nbsp;2672688 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Mold-Tek Packaging <br>Ltd.<br>| 10384 | &nbsp;&nbsp;61461 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Monte Carlo Fashions <br>Ltd.<br>| 78595 | &nbsp;&nbsp;485305 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Morepen Laboratories <br>Ltd.<br>| 2432774 | &nbsp;&nbsp;966963 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Motherson Sumi <br>Wiring India Ltd.<br>| 16176072 | &nbsp;&nbsp;7579452 |

---

------

**Emerging Markets Core Equity 2 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| INDIA — (Continued) | INDIA — (Continued) | INDIA — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Motilal Oswal <br>Financial Services <br>Ltd.<br>| 1304521 | &nbsp;&nbsp;$10669331 |
|  | Mphasis Ltd. | 412651 | &nbsp;&nbsp;12392386 |
|  | MPS Ltd. | 9618 | &nbsp;&nbsp;196568 |
|  | MRF Ltd. | 8371 | &nbsp;&nbsp;12111417 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Mrs Bectors Food <br>Specialities Ltd.<br>| 663255 | &nbsp;&nbsp;1603200 |
|  | MSTC Ltd. | 118793 | &nbsp;&nbsp;597593 |
|  | Mukand Ltd. | 5374 | &nbsp;&nbsp;7446 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Multi Commodity <br>Exchange of India <br>Ltd.<br>| 3714 | &nbsp;&nbsp;101773 |
|  | Muthoot Finance Ltd. | 852138 | &nbsp;&nbsp;35401814 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Nalwa Sons <br>Investments Ltd.<br>| 4076 | &nbsp;&nbsp;260819 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Narayana <br>Hrudayalaya Ltd.<br>| 342998 | &nbsp;&nbsp;6593407 |
|  | Natco Pharma Ltd. | 682541 | &nbsp;&nbsp;6199729 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;National Aluminium <br>Co. Ltd.<br>| 4378481 | &nbsp;&nbsp;18128541 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;National Fertilizers <br>Ltd.<br>| 433676 | &nbsp;&nbsp;392049 |
|  | Nava Ltd. | 1093954 | &nbsp;&nbsp;6669034 |
| \*Ω | Navkar Corp. Ltd. | 43239 | &nbsp;&nbsp;45356 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Navneet Education <br>Ltd.<br>| 655877 | &nbsp;&nbsp;1026017 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Nazara Technologies <br>Ltd.<br>| 79889 | &nbsp;&nbsp;246860 |
|  | NBCC India Ltd. | 5014186 | &nbsp;&nbsp;5410761 |
|  | NCC Ltd. | 3062991 | &nbsp;&nbsp;4894121 |
|  | NCL Industries Ltd. | 127987 | &nbsp;&nbsp;254820 |
|  | NELCO Ltd. | 66242 | &nbsp;&nbsp;470283 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Neogen Chemicals <br>Ltd.<br>| 46750 | &nbsp;&nbsp;619523 |
|  | NESCO Ltd. | 154142 | &nbsp;&nbsp;1912800 |
|  | Nestle India Ltd. | 1732448 | &nbsp;&nbsp;25162489 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Neuland Laboratories <br>Ltd.<br>| 40298 | &nbsp;&nbsp;5796593 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Newgen Software <br>Technologies Ltd.<br>| 209083 | &nbsp;&nbsp;1331876 |
|  | NHPC Ltd. | 7890262 | &nbsp;&nbsp;6719460 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;NIIT Learning <br>Systems Ltd.<br>| 686915 | &nbsp;&nbsp;2991460 |
|  | NIIT Ltd. | 686915 | &nbsp;&nbsp;556469 |
|  | Nilkamal Ltd. | 48172 | &nbsp;&nbsp;721545 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp;Nippon Life India <br>Asset Management <br>Ltd.<br>| 615484 | &nbsp;&nbsp;5859952 |
|  | Nitin Spinners Ltd. | 66098 | &nbsp;&nbsp;238883 |
|  | NLC India Ltd. | 922735 | &nbsp;&nbsp;2592175 |
|  | NMDC Ltd. | 16721442 | &nbsp;&nbsp;14691702 |
| \* | NMDC Steel Ltd. | 2720359 | &nbsp;&nbsp;1248077 |
|  | NOCIL Ltd. | 715726 | &nbsp;&nbsp;1028435 |
|  | Novartis India Ltd. | 19447 | &nbsp;&nbsp;160755 |
|  | NRB Bearings Ltd. | 430506 | &nbsp;&nbsp;1199087 |
|  | NTPC Ltd. | 6681533 | &nbsp;&nbsp;25749816 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| INDIA — (Continued) | INDIA — (Continued) | INDIA — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Nucleus Software <br>Exports Ltd.<br>| 65729 | &nbsp;&nbsp;$650276 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Nuvama Wealth <br>Management Ltd.<br>| 203490 | &nbsp;&nbsp;2975343 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Nuvoco Vistas Corp. <br>Ltd.<br>| 54117 | &nbsp;&nbsp;202775 |
|  | Oberoi Realty Ltd. | 452412 | &nbsp;&nbsp;7338318 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Oil & Natural Gas <br>Corp. Ltd.<br>| 4155218 | &nbsp;&nbsp;12140798 |
|  | Oil India Ltd. | 1803896 | &nbsp;&nbsp;10044637 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;One 97 <br>Communications <br>Ltd.<br>| 499764 | &nbsp;&nbsp;6148854 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Onesource Specialty <br>Pharma Ltd.<br>| 207554 | &nbsp;&nbsp;2760198 |
| \* | OnMobile Global Ltd. | 3082 | &nbsp;&nbsp;1604 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Optiemus Infracom <br>Ltd.<br>| 8082 | &nbsp;&nbsp;35230 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Oracle Financial <br>Services Software <br>Ltd.<br>| 116408 | &nbsp;&nbsp;9802909 |
| \* | Orchid Pharma Ltd. | 12326 | &nbsp;&nbsp;93678 |
|  | Orient Cement Ltd. | 703555 | &nbsp;&nbsp;1200707 |
|  | Orient Electric Ltd. | 485744 | &nbsp;&nbsp;961948 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Orient Green Power <br>Co. Ltd.<br>| 1029549 | &nbsp;&nbsp;116393 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Orient Paper & <br>Industries Ltd.<br>| 653862 | &nbsp;&nbsp;141531 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Oriental Aromatics <br>Ltd.<br>| 3 | &nbsp;&nbsp;9 |
|  | Oriental Hotels Ltd. | 238612 | &nbsp;&nbsp;262421 |
|  | Page Industries Ltd. | 25234 | &nbsp;&nbsp;9005075 |
|  | Paisalo Digital Ltd. | 3492813 | &nbsp;&nbsp;1292973 |
| \* | Pakka Ltd. | 35462 | &nbsp;&nbsp;36222 |
| \* | Panacea Biotec Ltd. | 28600 | &nbsp;&nbsp;116532 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Panama Petrochem <br>Ltd.<br>| 217304 | &nbsp;&nbsp;690100 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp;Parag Milk Foods Ltd., <br>Class F<br>| 312830 | &nbsp;&nbsp;858078 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Paramount <br>Communications <br>Ltd.<br>| 40028 | &nbsp;&nbsp;14562 |
|  | Patanjali Foods Ltd. | 394601 | &nbsp;&nbsp;2150250 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Patel Engineering <br>Ltd.<br>| 3048972 | &nbsp;&nbsp;951703 |
| \* | PB Fintech Ltd. | 116335 | &nbsp;&nbsp;2088625 |
| \* | PC Jeweller Ltd. | 13697811 | &nbsp;&nbsp;1591641 |
|  | PCBL Chemical Ltd. | 1853318 | &nbsp;&nbsp;5319451 |
|  | PDS Ltd. | 69796 | &nbsp;&nbsp;255627 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Pearl Global <br>Industries Ltd.<br>| 37877 | &nbsp;&nbsp;643626 |
| \* | Peninsula Land Ltd. | 107012 | &nbsp;&nbsp;23403 |
| \* | Pennar Industries Ltd. | 463191 | &nbsp;&nbsp;868382 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Persistent Systems <br>Ltd.<br>| 470617 | &nbsp;&nbsp;30918739 |
|  | Petronet LNG Ltd. | 4850771 | &nbsp;&nbsp;15280186 |
|  | Phoenix Mills Ltd.  | 577351 | &nbsp;&nbsp;10458986 |

---

------

**Emerging Markets Core Equity 2 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| INDIA — (Continued) | INDIA — (Continued) | INDIA — (Continued) |  |
|  | PI Industries Ltd. | 247133 | &nbsp;&nbsp;$8523132 |
|  | Pidilite Industries Ltd. | 678560 | &nbsp;&nbsp;10523466 |
| \* | Piramal Finance Ltd. | 704559 | &nbsp;&nbsp;13327166 |
|  | Piramal Pharma Ltd. | 2694126 | &nbsp;&nbsp;4538700 |
|  | Pitti Engineering Ltd. | 33860 | &nbsp;&nbsp;287548 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;PIX Transmissions <br>Ltd.<br>| 13369 | &nbsp;&nbsp;190751 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp;PNB Housing Finance <br>Ltd.<br>| 705117 | &nbsp;&nbsp;6303714 |
|  | PNC Infratech Ltd. | 944915 | &nbsp;&nbsp;2239401 |
|  | Pokarna Ltd. | 63170 | &nbsp;&nbsp;505037 |
|  | Poly Medicure Ltd. | 48424 | &nbsp;&nbsp;803442 |
|  | Polycab India Ltd. | 98789 | &nbsp;&nbsp;7543424 |
|  | Polyplex Corp. Ltd. | 132596 | &nbsp;&nbsp;1228266 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Poonawalla Fincorp <br>Ltd.<br>| 1398561 | &nbsp;&nbsp;6032403 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Power Finance Corp. <br>Ltd.<br>| 7462064 | &nbsp;&nbsp;30748504 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Power Grid Corp. of <br>India Ltd.<br>| 7953436 | &nbsp;&nbsp;22154592 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Power Mech Projects <br>Ltd.<br>| 93094 | &nbsp;&nbsp;2089744 |
|  | Praj Industries Ltd. | 826462 | &nbsp;&nbsp;2626123 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Prakash Industries <br>Ltd.<br>| 743434 | &nbsp;&nbsp;988797 |
|  | Prakash Pipes Ltd. | 30805 | &nbsp;&nbsp;72468 |
| Ω | Prataap Snacks Ltd. | 40447 | &nbsp;&nbsp;499074 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Precision Wires India <br>Ltd.<br>| 156733 | &nbsp;&nbsp;417848 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Prestige Estates <br>Projects Ltd.<br>| 866331 | &nbsp;&nbsp;13766582 |
|  | Pricol Ltd. | 740399 | &nbsp;&nbsp;4441952 |
| \* | Prime Focus Ltd. | 170454 | &nbsp;&nbsp;419458 |
|  | Prime Securities Ltd. | 3300 | &nbsp;&nbsp;9893 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Prince Pipes & <br>Fittings Ltd.<br>| 269023 | &nbsp;&nbsp;700253 |
| \* | Prism Johnson Ltd. | 896058 | &nbsp;&nbsp;1232589 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Privi Speciality <br>Chemicals Ltd.<br>| 29011 | &nbsp;&nbsp;885360 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Procter & Gamble <br>Health Ltd.<br>| 49875 | &nbsp;&nbsp;2872586 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Procter & Gamble <br>Hygiene & Health <br>Care Ltd.<br>| 20779 | &nbsp;&nbsp;2664645 |
| \* | PSP Projects Ltd. | 2604 | &nbsp;&nbsp;21314 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;PTC India Financial <br>Services Ltd.<br>| 877065 | &nbsp;&nbsp;313465 |
|  | PTC India Ltd. | 1958139 | &nbsp;&nbsp;3665590 |
|  | Punjab National Bank | 4078187 | &nbsp;&nbsp;5555669 |
| \* | Puravankara Ltd. | 134246 | &nbsp;&nbsp;338138 |
| \* | PVR Inox Ltd. | 48863 | &nbsp;&nbsp;519464 |
| Ω | Quess Corp. Ltd. | 290149 | &nbsp;&nbsp;656223 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;R Systems <br>International Ltd.<br>| 22329 | &nbsp;&nbsp;93078 |
| \* | RACL Geartech Ltd. | 1974 | &nbsp;&nbsp;21754 |
|  | Radico Khaitan Ltd. | 150792 | &nbsp;&nbsp;4621820 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Raghav Productivity <br>Enhancers Ltd.<br>| 4390 | &nbsp;&nbsp;35314 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| INDIA — (Continued) | INDIA — (Continued) | INDIA — (Continued) |  |
|  | Rail Vikas Nigam Ltd. | 44364 | &nbsp;&nbsp;$166151 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Railtel Corp. of India <br>Ltd.<br>| 86597 | &nbsp;&nbsp;333888 |
|  | Rain Industries Ltd. | 1399062 | &nbsp;&nbsp;2354639 |
| \* | Rajesh Exports Ltd. | 461534 | &nbsp;&nbsp;816759 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Rajratan Global Wire <br>Ltd.<br>| 3728 | &nbsp;&nbsp;16512 |
|  | Rallis India Ltd. | 645725 | &nbsp;&nbsp;1933303 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Ram Ratna Wires <br>Ltd.<br>| 6678 | &nbsp;&nbsp;21383 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Rama Steel Tubes <br>Ltd.<br>| 2423287 | &nbsp;&nbsp;206752 |
|  | Ramco Cements Ltd. | 631409 | &nbsp;&nbsp;7651375 |
|  | Ramco Industries Ltd. | 200156 | &nbsp;&nbsp;686476 |
| \* | Ramco Systems Ltd. | 16158 | &nbsp;&nbsp;82768 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Ramkrishna Forgings <br>Ltd.<br>| 491236 | &nbsp;&nbsp;2717905 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Ramky Infrastructure <br>Ltd.<br>| 49001 | &nbsp;&nbsp;253614 |
|  | Rane Holdings Ltd. | 29007 | &nbsp;&nbsp;412747 |
|  | Rane Madras Ltd. | 1121 | &nbsp;&nbsp;8975 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Rashtriya Chemicals <br>& Fertilizers Ltd.<br>| 1821196 | &nbsp;&nbsp;2716457 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Rategain Travel <br>Technologies Ltd.<br>| 4305 | &nbsp;&nbsp;28571 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Ratnamani Metals & <br>Tubes Ltd.<br>| 126633 | &nbsp;&nbsp;2957831 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;RattanIndia <br>Enterprises Ltd.<br>| 118706 | &nbsp;&nbsp;46494 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;RattanIndia Power <br>Ltd.<br>| 15701202 | &nbsp;&nbsp;1451133 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Raymond Lifestyle <br>Ltd.<br>| 210777 | &nbsp;&nbsp;2387778 |
| \* | Raymond Ltd. | 263472 | &nbsp;&nbsp;1104908 |
| \* | Raymond Realty Ltd. | 263472 | &nbsp;&nbsp;1442739 |
| Ω | RBL Bank Ltd. | 3330253 | &nbsp;&nbsp;10784429 |
|  | REC Ltd. | 11285020 | &nbsp;&nbsp;44775084 |
|  | Redington Ltd. | 5892276 | &nbsp;&nbsp;17429397 |
|  | Redtape Ltd. | 1334660 | &nbsp;&nbsp;1798265 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Relaxo Footwears <br>Ltd.<br>| 140883 | &nbsp;&nbsp;605372 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Reliance Industrial <br>Infrastructure Ltd.<br>| 55253 | &nbsp;&nbsp;428626 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp;Reliance Industries <br>Ltd. (RIGD LI), <br>Sponsored GDR<br>| 466 | &nbsp;&nbsp;28287 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Reliance Industries <br>Ltd. (RIL IN)<br>| 10243189 | &nbsp;&nbsp;155822921 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Reliance Infrastructure <br>Ltd.<br>| 931242 | &nbsp;&nbsp;1358831 |
| \* | Reliance Power Ltd. | 18883680 | &nbsp;&nbsp;5817556 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Religare Enterprises <br>Ltd.<br>| 649841 | &nbsp;&nbsp;1692003 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Repco Home Finance <br>Ltd.<br>| 274175 | &nbsp;&nbsp;1212037 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Responsive Industries <br>Ltd.<br>| 33873 | &nbsp;&nbsp;61719 |

---

------

**Emerging Markets Core Equity 2 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| INDIA — (Continued) | INDIA — (Continued) | INDIA — (Continued) |  |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Restaurant Brands <br>Asia Ltd.<br>| 179316 | &nbsp;&nbsp;$124089 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Rhi Magnesita India <br>Ltd.<br>| 30724 | &nbsp;&nbsp;147077 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Rico Auto Industries <br>Ltd.<br>| 496526 | &nbsp;&nbsp;629814 |
|  | RITES Ltd. | 707250 | &nbsp;&nbsp;1758244 |
|  | Rossari Biotech Ltd. | 58536 | &nbsp;&nbsp;353520 |
|  | Route Mobile Ltd. | 109783 | &nbsp;&nbsp;710762 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;RPG Life Sciences <br>Ltd.<br>| 5105 | &nbsp;&nbsp;111959 |
| \* | RPSG Ventures Ltd. | 56041 | &nbsp;&nbsp;443047 |
| \* | RSWM Ltd. | 220070 | &nbsp;&nbsp;335621 |
|  | Rupa & Co. Ltd. | 11399 | &nbsp;&nbsp;18594 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Safari Industries India <br>Ltd.<br>| 65305 | &nbsp;&nbsp;1423629 |
| \* | Sagar Cements Ltd. | 201602 | &nbsp;&nbsp;426960 |
|  | Saksoft Ltd. | 54870 | &nbsp;&nbsp;103002 |
| \*Ω | &nbsp;&nbsp;&nbsp;&nbsp;Salasar Techno <br>Engineering Ltd.<br>| 1233023 | &nbsp;&nbsp;107260 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Sammaan Capital <br>Ltd.<br>| 2883224 | &nbsp;&nbsp;4719955 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Samvardhana <br>Motherson <br>International Ltd.<br>| 16350214 | &nbsp;&nbsp;20033458 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sandhar Technologies <br>Ltd.<br>| 127811 | &nbsp;&nbsp;681027 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sandur Manganese & <br>Iron Ores Ltd.<br>| 135792 | &nbsp;&nbsp;323879 |
|  | Sangam India Ltd. | 80528 | &nbsp;&nbsp;401269 |
| \* | Sanghi Industries Ltd. | 43693 | &nbsp;&nbsp;28636 |
|  | Sanghvi Movers Ltd. | 171834 | &nbsp;&nbsp;562638 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sanofi Consumer <br>Healthcare India <br>Ltd.<br>| 1051 | &nbsp;&nbsp;47993 |
|  | Sanofi India Ltd. | 49192 | &nbsp;&nbsp;2148880 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp;Sansera Engineering <br>Ltd.<br>| 84147 | &nbsp;&nbsp;1574182 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Sapphire Foods India <br>Ltd.<br>| 252111 | &nbsp;&nbsp;515571 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sarda Energy & <br>Minerals Ltd.<br>| 748003 | &nbsp;&nbsp;4003606 |
|  | Saregama India Ltd. | 269712 | &nbsp;&nbsp;991482 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sasken Technologies <br>Ltd.<br>| 19339 | &nbsp;&nbsp;255731 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Satin Creditcare <br>Network Ltd.<br>| 356801 | &nbsp;&nbsp;609445 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Saurashtra Cement <br>Ltd.<br>| 16060 | &nbsp;&nbsp;12588 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Savita Oil <br>Technologies Ltd.<br>| 147447 | &nbsp;&nbsp;560024 |
| \* | SBFC Finance Ltd. | 474652 | &nbsp;&nbsp;439891 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;SBI Cards & Payment <br>Services Ltd.<br>| 525105 | &nbsp;&nbsp;4312126 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp;SBI Life Insurance Co. <br>Ltd.<br>| 634664 | &nbsp;&nbsp;13884294 |
|  | Schaeffler India Ltd. | 146940 | &nbsp;&nbsp;5758744 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| INDIA — (Continued) | INDIA — (Continued) | INDIA — (Continued) |  |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Schneider Electric <br>Infrastructure Ltd.<br>| 249896 | &nbsp;&nbsp;$1887884 |
| \* | SEAMEC Ltd. | 25745 | &nbsp;&nbsp;354632 |
|  | Senco Gold Ltd. | 26310 | &nbsp;&nbsp;88288 |
| \* | SEPC Ltd. | 3970318 | &nbsp;&nbsp;355770 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Seshasayee Paper & <br>Boards Ltd.<br>| 139708 | &nbsp;&nbsp;346075 |
| Ω | SH Kelkar & Co. Ltd. | 355698 | &nbsp;&nbsp;557708 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shaily Engineering <br>Plastics Ltd.<br>| 26831 | &nbsp;&nbsp;556940 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shakti Pumps India <br>Ltd.<br>| 181026 | &nbsp;&nbsp;1231825 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Shankara Buildpro <br>Ltd.<br>| 58638 | &nbsp;&nbsp;478730 |
|  | Shanthi Gears Ltd. | 29208 | &nbsp;&nbsp;142966 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sharda Cropchem <br>Ltd.<br>| 223457 | &nbsp;&nbsp;2479192 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sharda Motor <br>Industries Ltd.<br>| 105312 | &nbsp;&nbsp;981080 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Share India Securities <br>Ltd.<br>| 362351 | &nbsp;&nbsp;565877 |
| \* | Sheela Foam Ltd. | 43411 | &nbsp;&nbsp;244987 |
|  | Shilpa Medicare Ltd. | 395885 | &nbsp;&nbsp;1257125 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shipping Corp. of <br>India Land & Assets <br>Ltd.<br>| 1289688 | &nbsp;&nbsp;632722 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shipping Corp. of <br>India Ltd.<br>| 1423653 | &nbsp;&nbsp;3493649 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shivalik Bimetal <br>Controls Ltd.<br>| 19722 | &nbsp;&nbsp;90333 |
| \* | Shoppers Stop Ltd. | 152109 | &nbsp;&nbsp;598418 |
|  | Shree Cement Ltd. | 19851 | &nbsp;&nbsp;5825073 |
|  | Shriram Finance Ltd. | 5149860 | &nbsp;&nbsp;57166276 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shriram Pistons & <br>Rings Ltd.<br>| 72555 | &nbsp;&nbsp;2186579 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Shriram Properties <br>Ltd.<br>| 126981 | &nbsp;&nbsp;103041 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shyam Metalics & <br>Energy Ltd.<br>| 53663 | &nbsp;&nbsp;497587 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Siemens Energy India <br>Ltd.<br>| 54253 | &nbsp;&nbsp;1465588 |
|  | Siemens Ltd. | 54253 | &nbsp;&nbsp;1823359 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sigachi Industries <br>Ltd.<br>| 80041 | &nbsp;&nbsp;17347 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Simplex <br>Infrastructures Ltd.<br>| 1551 | &nbsp;&nbsp;3735 |
| \* | SIS Ltd. | 196947 | &nbsp;&nbsp;720375 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Siyaram Silk Mills <br>Ltd.<br>| 135108 | &nbsp;&nbsp;761874 |
|  | SJS Enterprises Ltd. | 74008 | &nbsp;&nbsp;1343832 |
|  | SJVN Ltd. | 230980 | &nbsp;&nbsp;182705 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;SKF India Industrial <br>Ltd.<br>| 129292 | &nbsp;&nbsp;3836840 |
|  | SKF India Ltd. | 129292 | &nbsp;&nbsp;2365024 |
|  | Skipper Ltd. | 68017 | &nbsp;&nbsp;266817 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;SMC Global Securities <br>Ltd.<br>| 28954 | &nbsp;&nbsp;24108 |

---

------

**Emerging Markets Core Equity 2 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| INDIA — (Continued) | INDIA — (Continued) | INDIA — (Continued) |  |
|  | SML Mahindra Ltd. | 4113 | &nbsp;&nbsp;$154421 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;SMS Pharmaceuticals <br>Ltd.<br>| 3255 | &nbsp;&nbsp;11431 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Snowman Logistics <br>Ltd.<br>| 166212 | &nbsp;&nbsp;71120 |
|  | Sobha Ltd. | 405439 | &nbsp;&nbsp;6367682 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Solar Industries India <br>Ltd.<br>| 126873 | &nbsp;&nbsp;18564138 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Solara Active Pharma <br>Sciences Ltd.<br>| 77365 | &nbsp;&nbsp;423407 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Somany Ceramics <br>Ltd.<br>| 98351 | &nbsp;&nbsp;436100 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp;Sona Blw Precision <br>Forgings Ltd.<br>| 16263 | &nbsp;&nbsp;87360 |
|  | Sonata Software Ltd. | 1017553 | &nbsp;&nbsp;3503370 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;South Indian Bank <br>Ltd.<br>| 11139285 | &nbsp;&nbsp;4564052 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Southern <br>Petrochemical <br>Industries Corp. <br>Ltd.<br>| 63597 | &nbsp;&nbsp;50314 |
|  | SP Apparels Ltd. | 22432 | &nbsp;&nbsp;165774 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Spandana Sphoorty <br>Financial Ltd.<br>| 120164 | &nbsp;&nbsp;296528 |
| \* | SPML Infra Ltd. | 4483 | &nbsp;&nbsp;8185 |
|  | SRF Ltd. | 628484 | &nbsp;&nbsp;19187292 |
|  | Star Cement Ltd. | 611259 | &nbsp;&nbsp;1450004 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Star Health & Allied <br>Insurance Co. Ltd.<br>| 89816 | &nbsp;&nbsp;459097 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;State Bank of India <br>(SBID LI), GDR<br>| 13327 | &nbsp;&nbsp;1579037 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;State Bank of India <br>(SBIN IN)<br>| 5075462 | &nbsp;&nbsp;59479403 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;State Bank of India <br>(SBKFF US), GDR<br>| 5089 | &nbsp;&nbsp;602538 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Steel Authority of India <br>Ltd.<br>| 4980889 | &nbsp;&nbsp;8147943 |
|  | Steelcast Ltd. | 5630 | &nbsp;&nbsp;11333 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Sterlite Technologies <br>Ltd.<br>| 1257227 | &nbsp;&nbsp;1443560 |
| \* | STL Networks Ltd. | 1179841 | &nbsp;&nbsp;258643 |
|  | Stove Kraft Ltd. | 12205 | &nbsp;&nbsp;65328 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Strides Pharma <br>Science Ltd.<br>| 421995 | &nbsp;&nbsp;4028335 |
| \* | Stylam Industries Ltd. | 27206 | &nbsp;&nbsp;657263 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Styrenix Performance <br>Materials Ltd.<br>| 34782 | &nbsp;&nbsp;737128 |
| \* | Subex Ltd. | 2186579 | &nbsp;&nbsp;220461 |
|  | Subros Ltd. | 160835 | &nbsp;&nbsp;1427107 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sudarshan Chemical <br>Industries Ltd.<br>| 258747 | &nbsp;&nbsp;2553273 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sumitomo Chemical <br>India Ltd.<br>| 220753 | &nbsp;&nbsp;983328 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sun Pharmaceutical <br>Industries Ltd. <br>(SUNP IN)<br>| 1278200 | &nbsp;&nbsp;22177091 |
|  | Sun TV Network Ltd. | 889605 | &nbsp;&nbsp;5380061 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| INDIA — (Continued) | INDIA — (Continued) | INDIA — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sundaram Finance <br>Ltd.<br>| 161588 | &nbsp;&nbsp;$9163000 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sundaram-Clayton <br>Ltd.<br>| 16789 | &nbsp;&nbsp;227776 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sundram Fasteners <br>Ltd.<br>| 659326 | &nbsp;&nbsp;6713580 |
| \* | Sundrop Brands Ltd. | 8288 | &nbsp;&nbsp;55740 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sunflag Iron & Steel <br>Co. Ltd.<br>| 207503 | &nbsp;&nbsp;553758 |
|  | Sunteck Realty Ltd. | 384730 | &nbsp;&nbsp;1683309 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Suprajit Engineering <br>Ltd.<br>| 501804 | &nbsp;&nbsp;2435741 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Supreme Industries <br>Ltd.<br>| 278318 | &nbsp;&nbsp;10596208 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Supreme Petrochem <br>Ltd.<br>| 476982 | &nbsp;&nbsp;2941048 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Supriya Lifescience <br>Ltd.<br>| 45816 | &nbsp;&nbsp;337304 |
|  | Surya Roshni Ltd. | 617792 | &nbsp;&nbsp;1662306 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Suryoday Small <br>Finance Bank Ltd.<br>| 52538 | &nbsp;&nbsp;79163 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Sutlej Textiles & <br>Industries Ltd.<br>| 252197 | &nbsp;&nbsp;78693 |
|  | Suyog Telematics Ltd. | 4976 | &nbsp;&nbsp;29446 |
| \* | Suzlon Energy Ltd. | 33460393 | &nbsp;&nbsp;17378481 |
|  | Swaraj Engines Ltd. | 35022 | &nbsp;&nbsp;1330179 |
|  | Symphony Ltd. | 66659 | &nbsp;&nbsp;668678 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Syncom Formulations <br>India Ltd.<br>| 278488 | &nbsp;&nbsp;39425 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp;Syngene International <br>Ltd.<br>| 1090061 | &nbsp;&nbsp;5623036 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;TAJGVK Hotels & <br>Resorts Ltd.<br>| 40541 | &nbsp;&nbsp;162699 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Talbros Automotive <br>Components Ltd.<br>| 61798 | &nbsp;&nbsp;176385 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Tamil Nadu Newsprint <br>& Papers Ltd.<br>| 200485 | &nbsp;&nbsp;289132 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Tamilnad Mercantile <br>Bank Ltd.<br>| 111663 | &nbsp;&nbsp;735408 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Tamilnadu <br>Petroproducts Ltd.<br>| 238612 | &nbsp;&nbsp;246622 |
|  | Tanla Platforms Ltd. | 337135 | &nbsp;&nbsp;1871513 |
| \* | TARC Ltd. | 370904 | &nbsp;&nbsp;613633 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Tasty Bite Eatables <br>Ltd.<br>| 625 | &nbsp;&nbsp;46205 |
|  | Tata Chemicals Ltd. | 1096932 | &nbsp;&nbsp;8891256 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Tata Communications <br>Ltd.<br>| 526741 | &nbsp;&nbsp;9002502 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Tata Consultancy <br>Services Ltd.<br>| 1884702 | &nbsp;&nbsp;64199702 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Tata Consumer <br>Products Ltd.<br>| 790850 | &nbsp;&nbsp;9746881 |
|  | Tata Elxsi Ltd. | 125312 | &nbsp;&nbsp;7257298 |
| \* | Tata Motors Ltd./new | 6634894 | &nbsp;&nbsp;32998657 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Tata Motors <br>Passenger Vehicles <br>Ltd.<br>| 6634894 | &nbsp;&nbsp;25227003 |

---

------

**Emerging Markets Core Equity 2 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| INDIA — (Continued) | INDIA — (Continued) | INDIA — (Continued) |  |
|  | Tata Power Co. Ltd. | 3061437 | &nbsp;&nbsp;$12202857 |
|  | Tata Steel Ltd. | 22581634 | &nbsp;&nbsp;47001711 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Tata Teleservices <br>Maharashtra Ltd.<br>| 69109 | &nbsp;&nbsp;33847 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Tatva Chintan Pharma <br>Chem Pvt Ltd.<br>| 5992 | &nbsp;&nbsp;75473 |
|  | TCI Express Ltd. | 88976 | &nbsp;&nbsp;527463 |
|  | TCPL Packaging Ltd. | 2919 | &nbsp;&nbsp;82120 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;TD Power Systems <br>Ltd.<br>| 464417 | &nbsp;&nbsp;3645711 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;TeamLease Services <br>Ltd.<br>| 1734 | &nbsp;&nbsp;26096 |
|  | Tech Mahindra Ltd. | 1561211 | &nbsp;&nbsp;29488201 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Techno Electric & <br>Engineering Co. <br>Ltd.<br>| 364168 | &nbsp;&nbsp;3880149 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Technocraft Industries <br>India Ltd.<br>| 11543 | &nbsp;&nbsp;254343 |
|  | Tega Industries Ltd. | 20375 | &nbsp;&nbsp;378151 |
| Ω | Tejas Networks Ltd. | 28394 | &nbsp;&nbsp;104390 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Texmaco <br>Infrastructure & <br>Holdings Ltd.<br>| 52756 | &nbsp;&nbsp;55715 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Texmaco Rail & <br>Engineering Ltd.<br>| 994500 | &nbsp;&nbsp;1389566 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Thanga Mayil <br>Jewellery Ltd.<br>| 24469 | &nbsp;&nbsp;886998 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Thejo Engineering <br>Ltd.<br>| 7476 | &nbsp;&nbsp;137578 |
|  | Themis Medicare Ltd. | 26415 | &nbsp;&nbsp;22981 |
|  | Thermax Ltd. | 64548 | &nbsp;&nbsp;2028333 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Thirumalai Chemicals <br>Ltd.<br>| 607593 | &nbsp;&nbsp;1262768 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Thomas Cook India <br>Ltd.<br>| 927874 | &nbsp;&nbsp;1241732 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp;Thyrocare <br>Technologies Ltd.<br>| 220896 | &nbsp;&nbsp;1009418 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Tilaknagar Industries <br>Ltd.<br>| 369389 | &nbsp;&nbsp;1728068 |
|  | Time Technoplast Ltd. | 2690788 | &nbsp;&nbsp;5303484 |
|  | Timken India Ltd. | 135291 | &nbsp;&nbsp;4379742 |
|  | Tips Music Ltd. | 88189 | &nbsp;&nbsp;515017 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Titagarh Rail System <br>Ltd.<br>| 275813 | &nbsp;&nbsp;2477435 |
|  | Titan Co. Ltd. | 735289 | &nbsp;&nbsp;31853745 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Torrent <br>Pharmaceuticals <br>Ltd.<br>| 462723 | &nbsp;&nbsp;19897715 |
|  | Torrent Power Ltd. | 802309 | &nbsp;&nbsp;12116227 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Tourism Finance Corp. <br>of India Ltd.<br>| 1739430 | &nbsp;&nbsp;1222909 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Transport Corp. of <br>India Ltd.<br>| 291382 | &nbsp;&nbsp;3372767 |
|  | Trent Ltd. | 384155 | &nbsp;&nbsp;15739832 |
|  | Trident Ltd. | 9097377 | &nbsp;&nbsp;2579778 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Triveni Engineering & <br>Industries Ltd.<br>| 703446 | &nbsp;&nbsp;2849671 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| INDIA — (Continued) | INDIA — (Continued) | INDIA — (Continued) |  |
|  | Triveni Turbine Ltd. | 783888 | &nbsp;&nbsp;$4276339 |
|  | TTK Healthcare Ltd. | 2972 | &nbsp;&nbsp;31356 |
|  | TTK Prestige Ltd. | 243194 | &nbsp;&nbsp;1560869 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Tube Investments of <br>India Ltd.<br>| 464341 | &nbsp;&nbsp;11790766 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;TV Today Network <br>Ltd.<br>| 204034 | &nbsp;&nbsp;274265 |
|  | TVS Holdings Ltd. | 21680 | &nbsp;&nbsp;3477808 |
|  | TVS Motor Co. Ltd. | 633055 | &nbsp;&nbsp;25358666 |
|  | TVS Srichakra Ltd. | 27561 | &nbsp;&nbsp;1217562 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;TVS Supply Chain <br>Solutions Ltd.<br>| 8956 | &nbsp;&nbsp;9506 |
|  | Uflex Ltd. | 314886 | &nbsp;&nbsp;1591397 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Ugar Sugar Works <br>Ltd.<br>| 78357 | &nbsp;&nbsp;32584 |
| \* | Ugro Capital Ltd. | 226267 | &nbsp;&nbsp;361672 |
| \*Ω | &nbsp;&nbsp;&nbsp;&nbsp;Ujjivan Small Finance <br>Bank Ltd.<br>| 10678610 | &nbsp;&nbsp;7527563 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;UltraTech Cement <br>Ltd.<br>| 161886 | &nbsp;&nbsp;22402780 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Unichem Laboratories <br>Ltd.<br>| 194087 | &nbsp;&nbsp;798249 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Union Bank of India <br>Ltd.<br>| 5175487 | &nbsp;&nbsp;10144984 |
|  | Uniparts India Ltd. | 2175 | &nbsp;&nbsp;10183 |
|  | United Breweries Ltd. | 103773 | &nbsp;&nbsp;1648910 |
|  | United Spirits Ltd. | 785985 | &nbsp;&nbsp;11636874 |
|  | Universal Cables Ltd. | 8915 | &nbsp;&nbsp;70250 |
|  | UNO Minda Ltd. | 993830 | &nbsp;&nbsp;12791357 |
|  | UPL Ltd. | 3289980 | &nbsp;&nbsp;25141603 |
| \* | Urja Global Ltd. | 233310 | &nbsp;&nbsp;25945 |
|  | Usha Martin Ltd. | 1086960 | &nbsp;&nbsp;4823904 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;UTI Asset <br>Management Co. <br>Ltd.<br>| 204612 | &nbsp;&nbsp;2146649 |
| \* | V2 Retail Ltd. | 15957 | &nbsp;&nbsp;349425 |
|  | VA Tech Wabag Ltd. | 312865 | &nbsp;&nbsp;3673773 |
|  | Vadilal Industries Ltd. | 7598 | &nbsp;&nbsp;361594 |
|  | Vaibhav Global Ltd. | 307371 | &nbsp;&nbsp;747996 |
| \*Ω | Valiant Organics Ltd. | 9479 | &nbsp;&nbsp;24805 |
| \* | Valor Estate Ltd. | 702169 | &nbsp;&nbsp;812514 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Vardhman Special <br>Steels Ltd.<br>| 16776 | &nbsp;&nbsp;46395 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Vardhman Textiles <br>Ltd.<br>| 1004596 | &nbsp;&nbsp;4727554 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp;Varroc Engineering <br>Ltd.<br>| 265663 | &nbsp;&nbsp;1650537 |
|  | Varun Beverages Ltd. | 2814547 | &nbsp;&nbsp;14283953 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Vascon Engineers <br>Ltd.<br>| 107572 | &nbsp;&nbsp;48502 |
|  | Vedant Fashions Ltd. | 41854 | &nbsp;&nbsp;220809 |
|  | Vedanta Ltd. | 5827878 | &nbsp;&nbsp;43003754 |
|  | Veedol Corp. Ltd. | 43323 | &nbsp;&nbsp;676485 |
|  | Venky's India Ltd. | 38342 | &nbsp;&nbsp;641378 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp;Venus Pipes & Tubes <br>Ltd.<br>| 4476 | &nbsp;&nbsp;50105 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Veranda Learning <br>Solutions Ltd.<br>| 7839 | &nbsp;&nbsp;17293 |

---

------

**Emerging Markets Core Equity 2 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| INDIA — (Continued) | INDIA — (Continued) | INDIA — (Continued) |  |
|  | Vesuvius India Ltd. | 279810 | &nbsp;&nbsp;$1520345 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;V-Guard Industries <br>Ltd.<br>| 1039773 | &nbsp;&nbsp;3986216 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Vidhi Specialty Food <br>Ingredients Ltd.<br>| 9228 | &nbsp;&nbsp;31667 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Vijaya Diagnostic <br>Centre Ltd.<br>| 54797 | &nbsp;&nbsp;573176 |
| \* | Vikas Lifecare Ltd. | 2298854 | &nbsp;&nbsp;42812 |
|  | Vimta Labs Ltd. | 123666 | &nbsp;&nbsp;553951 |
|  | Vinati Organics Ltd. | 168920 | &nbsp;&nbsp;2798937 |
|  | Vindhya Telelinks Ltd. | 27832 | &nbsp;&nbsp;368061 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Vintage Coffee & <br>Beverages Ltd.<br>| 84693 | &nbsp;&nbsp;135870 |
|  | Visaka Industries Ltd. | 1730 | &nbsp;&nbsp;1197 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Vishnu Chemicals <br>Ltd.<br>| 66047 | &nbsp;&nbsp;377241 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;VL E-Governance & <br>IT Solutions Ltd.<br>| 119621 | &nbsp;&nbsp;18779 |
| \* | V-Mart Retail Ltd. | 108852 | &nbsp;&nbsp;750501 |
| \* | Vodafone Idea Ltd. | 33845556 | &nbsp;&nbsp;4106915 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Voltamp Transformers <br>Ltd.<br>| 25701 | &nbsp;&nbsp;2053435 |
|  | Voltas Ltd. | 321889 | &nbsp;&nbsp;4635621 |
|  | VRL Logistics Ltd. | 542927 | &nbsp;&nbsp;1595864 |
|  | VST Industries Ltd. | 335739 | &nbsp;&nbsp;856525 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;VST Tillers Tractors <br>Ltd.<br>| 26587 | &nbsp;&nbsp;1597974 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Waaree Renewable <br>Technologies Ltd.<br>| 2271 | &nbsp;&nbsp;22461 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Walchandnagar <br>Industries Ltd.<br>| 24757 | &nbsp;&nbsp;50650 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Websol Energy <br>System Ltd.<br>| 214880 | &nbsp;&nbsp;190669 |
|  | Welspun Corp. Ltd. | 1123115 | &nbsp;&nbsp;8868088 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Welspun Enterprises <br>Ltd.<br>| 447557 | &nbsp;&nbsp;2310102 |
|  | Welspun Living Ltd. | 2895250 | &nbsp;&nbsp;3914466 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;West Coast Paper <br>Mills Ltd.<br>| 427269 | &nbsp;&nbsp;1857817 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Westlife Foodworld <br>Ltd.<br>| 191875 | &nbsp;&nbsp;1022823 |
|  | Wheels India Ltd. | 6798 | &nbsp;&nbsp;56561 |
|  | Whirlpool of India Ltd. | 120592 | &nbsp;&nbsp;1019894 |
|  | Windlas Biotech Ltd. | 11378 | &nbsp;&nbsp;104738 |
|  | Wipro Ltd. | 6410884 | &nbsp;&nbsp;16509888 |
| \* | Wockhardt Ltd. | 363362 | &nbsp;&nbsp;5492525 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Wonderla Holidays <br>Ltd.<br>| 112920 | &nbsp;&nbsp;616611 |
|  | XPRO India Ltd. | 3458 | &nbsp;&nbsp;35678 |
| \* | Yatra Online Ltd. | 49202 | &nbsp;&nbsp;79319 |
| \* | Yes Bank Ltd. | 33486416 | &nbsp;&nbsp;7800215 |
|  | Yuken India Ltd. | 1894 | &nbsp;&nbsp;17101 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Zee Entertainment <br>Enterprises Ltd.<br>| 5486854 | &nbsp;&nbsp;5032952 |
| \* | Zee Media Corp. Ltd. | 2420508 | &nbsp;&nbsp;209417 |
|  | Zen Technologies Ltd. | 71447 | &nbsp;&nbsp;1100367 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Zensar Technologies <br>Ltd.<br>| 777012 | &nbsp;&nbsp;5492690 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| INDIA — (Continued) | INDIA — (Continued) | INDIA — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;ZF Commercial <br>Vehicle Control <br>Systems India Ltd.<br>| 1496 | &nbsp;&nbsp;$244071 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Zuari Agro Chemicals <br>Ltd.<br>| 17376 | &nbsp;&nbsp;52369 |
|  | Zuari Industries Ltd. | 3099 | &nbsp;&nbsp;9169 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Zydus Lifesciences <br>Ltd.<br>| 874296 | &nbsp;&nbsp;8410194 |
|  | Zydus Wellness Ltd. | 328750 | &nbsp;&nbsp;1608341 |
| TOTAL INDIA | TOTAL INDIA |  | &nbsp;&nbsp;5455953983 |
| INDONESIA — (1.2%) | INDONESIA — (1.2%) | INDONESIA — (1.2%) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;ABM Investama Tbk. <br>PT<br>| 3452400 | &nbsp;&nbsp;591974 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Adhi Karya Persero <br>Tbk. PT<br>| 7836679 | &nbsp;&nbsp;109474 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Adi Sarana Armada <br>Tbk. PT<br>| 12202300 | &nbsp;&nbsp;867233 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;AKR Corporindo Tbk. <br>PT<br>| 54210300 | &nbsp;&nbsp;4084178 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Alam Sutera Realty <br>Tbk. PT<br>| 64797800 | &nbsp;&nbsp;604816 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Alamtri Minerals <br>Indonesia Tbk. PT<br>| 8367000 | &nbsp;&nbsp;995141 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Alamtri Resources <br>Indonesia Tbk. PT<br>| 82585900 | &nbsp;&nbsp;10853484 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Allo Bank Indonesia <br>Tbk. PT<br>| 1007600 | &nbsp;&nbsp;88589 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Aneka Tambang Tbk. <br>PT<br>| 46583119 | &nbsp;&nbsp;11468032 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Arwana Citramulia <br>Tbk. PT<br>| 24744400 | &nbsp;&nbsp;768746 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Aspirasi Hidup <br>Indonesia Tbk. PT<br>| 53519500 | &nbsp;&nbsp;1274494 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Astra Agro Lestari <br>Tbk. PT<br>| 2692322 | &nbsp;&nbsp;1185557 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Astra International <br>Tbk. PT<br>| 61505200 | &nbsp;&nbsp;23321002 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Astra Otoparts Tbk. <br>PT<br>| 7391800 | &nbsp;&nbsp;1114345 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Asuransi Tugu <br>Pratama Indonesia <br>Tbk. PT<br>| 1226100 | &nbsp;&nbsp;84323 |
|  | Avia Avian Tbk. PT | 16322200 | &nbsp;&nbsp;421113 |
| \*†† | &nbsp;&nbsp;&nbsp;&nbsp;Bakrie Telecom Tbk. <br>PT<br>| 35294139 | &nbsp;&nbsp;0 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Bank Aladin Syariah <br>Tbk. PT<br>| 918400 | &nbsp;&nbsp;35586 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Bank Amar Indonesia <br>Tbk. PT<br>| 14210610 | &nbsp;&nbsp;181757 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Bank Artha Graha <br>Internasional Tbk. <br>PT<br>| 2753300 | &nbsp;&nbsp;29488 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Bank BTPN Syariah <br>Tbk. PT<br>| 16072700 | &nbsp;&nbsp;1153306 |

---

------

**Emerging Markets Core Equity 2 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| INDONESIA — (Continued) | INDONESIA — (Continued) | INDONESIA — (Continued) |  |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Bank Capital <br>Indonesia Tbk. PT<br>| 20448500 | &nbsp;&nbsp;$209550 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Bank Central Asia <br>Tbk. PT<br>| 91803500 | &nbsp;&nbsp;40563325 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Bank China <br>Construction Bank <br>Indonesia Tbk. PT<br>| 17420100 | &nbsp;&nbsp;77709 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Bank Ganesha Tbk. <br>PT<br>| 16599000 | &nbsp;&nbsp;136306 |
| \* | Bank Ina Perdana PT | 2485100 | &nbsp;&nbsp;702937 |
| \* | Bank Jago Tbk. PT | 3950600 | &nbsp;&nbsp;400700 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Bank KB Indonesia <br>Tbk. PT<br>| 142642188 | &nbsp;&nbsp;638671 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Bank Mandiri Persero <br>Tbk. PT<br>| 127148372 | &nbsp;&nbsp;36586449 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Bank Mayapada <br>International Tbk. <br>PT<br>| 15242750 | &nbsp;&nbsp;208833 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Bank Maybank <br>Indonesia Tbk. PT<br>| 9420600 | &nbsp;&nbsp;120321 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Bank Negara <br>Indonesia Persero <br>Tbk. PT<br>| 32302360 | &nbsp;&nbsp;8670112 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Bank Neo Commerce <br>Tbk. PT<br>| 34477200 | &nbsp;&nbsp;803882 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Bank OCBC Nisp Tbk. <br>PT<br>| 14441200 | &nbsp;&nbsp;1240050 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Bank Pan Indonesia <br>Tbk. PT<br>| 31614600 | &nbsp;&nbsp;2024106 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Bank Pembangunan <br>Daerah Jawa Barat <br>Dan Banten Tbk. <br>PT<br>| 20559157 | &nbsp;&nbsp;986705 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Bank Pembangunan <br>Daerah Jawa Timur <br>Tbk. PT<br>| 25869300 | &nbsp;&nbsp;856752 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Bank Rakyat <br>Indonesia Persero <br>Tbk. PT<br>| 95125259 | &nbsp;&nbsp;21593797 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Bank Syariah <br>Indonesia Tbk. PT<br>| 19380500 | &nbsp;&nbsp;2600559 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Bank Tabungan <br>Negara Persero <br>Tbk. PT<br>| 54408154 | &nbsp;&nbsp;3996726 |
| \* | Barito Pacific Tbk. PT | 19719788 | &nbsp;&nbsp;2537545 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Barito Renewables <br>Energy Tbk. PT<br>| 1998000 | &nbsp;&nbsp;1010845 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;BFI Finance Indonesia <br>Tbk. PT<br>| 53300200 | &nbsp;&nbsp;2242073 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Bhakti Multi Artha Tbk. <br>PT<br>| 211700 | &nbsp;&nbsp;19660 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Bintang Oto Global <br>Tbk. PT<br>| 305300 | &nbsp;&nbsp;28439 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;BISI International Tbk. <br>PT<br>| 11631812 | &nbsp;&nbsp;611260 |
|  | Blue Bird Tbk. PT | 5130300 | &nbsp;&nbsp;511812 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| INDONESIA — (Continued) | INDONESIA — (Continued) | INDONESIA — (Continued) |  |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Buana Lintas Lautan <br>Tbk. PT<br>| 112750400 | &nbsp;&nbsp;$3314941 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Bukalapak.com Tbk. <br>PT<br>| 232197400 | &nbsp;&nbsp;2008806 |
|  | Bukit Asam Tbk. PT | 35432500 | &nbsp;&nbsp;5246861 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Buma Internasional <br>Grup Tbk. PT<br>| 31729900 | &nbsp;&nbsp;589766 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Bumi Resources <br>Minerals Tbk. PT<br>| 65753000 | &nbsp;&nbsp;4172118 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Bumi Resources Tbk. <br>PT<br>| 218602900 | &nbsp;&nbsp;3370909 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Bumi Serpong Damai <br>Tbk. PT<br>| 28786700 | &nbsp;&nbsp;1542313 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Capital Financial <br>Indonesia Tbk. PT<br>| 4656000 | &nbsp;&nbsp;429272 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Catur Sentosa <br>Adiprana Tbk. PT<br>| 864200 | &nbsp;&nbsp;16204 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Cemindo Gemilang <br>PT<br>| 10093200 | &nbsp;&nbsp;489719 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Charoen Pokphand <br>Indonesia Tbk. PT<br>| 19566060 | &nbsp;&nbsp;5171033 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp;Cikarang Listrindo <br>Tbk. PT<br>| 10148300 | &nbsp;&nbsp;423800 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Ciputra Development <br>Tbk. PT<br>| 66854915 | &nbsp;&nbsp;3314260 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Cisarua Mountain <br>Dairy Tbk. PT<br>| 1758900 | &nbsp;&nbsp;535313 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Citra Marga <br>Nusaphala Persada <br>Tbk. PT<br>| 19749671 | &nbsp;&nbsp;1605398 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;City Retail <br>Developments Tbk. <br>PT<br>| 11633200 | &nbsp;&nbsp;175367 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Darma Henwa Tbk. <br>PT<br>| 12588700 | &nbsp;&nbsp;405736 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Dayamitra <br>Telekomunikasi PT<br>| 7177400 | &nbsp;&nbsp;237779 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Dharma Satya <br>Nusantara Tbk. PT<br>| 31366000 | &nbsp;&nbsp;2574986 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Dian Swastatika <br>Sentosa Tbk. PT<br>| 136300 | &nbsp;&nbsp;810315 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Eagle High <br>Plantations Tbk. PT<br>| 18303900 | &nbsp;&nbsp;152442 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Elang Mahkota <br>Teknologi Tbk. PT<br>| 23370600 | &nbsp;&nbsp;1365130 |
|  | Elnusa Tbk. PT | 28333700 | &nbsp;&nbsp;1165290 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Energi Mega Persada <br>Tbk. PT<br>| 44365100 | &nbsp;&nbsp;3464189 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Erajaya Swasembada <br>Tbk. PT<br>| 70933000 | &nbsp;&nbsp;1677814 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;ESSA Industries <br>Indonesia Tbk. PT<br>| 49138200 | &nbsp;&nbsp;1920915 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Gajah Tunggal Tbk. <br>PT<br>| 10085700 | &nbsp;&nbsp;646560 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Garudafood Putra <br>Putri Jaya Tbk. PT<br>| 24325000 | &nbsp;&nbsp;513143 |

---

------

**Emerging Markets Core Equity 2 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| INDONESIA — (Continued) | INDONESIA — (Continued) | INDONESIA — (Continued) |  |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Global Mediacom Tbk. <br>PT<br>| 2996900 | &nbsp;&nbsp;$26075 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Golden Energy Mines <br>Tbk. PT<br>| 88300 | &nbsp;&nbsp;41610 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Gudang Garam Tbk. <br>PT<br>| 2142500 | &nbsp;&nbsp;1998511 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Harum Energy Tbk. <br>PT<br>| 12371200 | &nbsp;&nbsp;777121 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hexindo Adiperkasa <br>Tbk. PT<br>| 1676656 | &nbsp;&nbsp;432663 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Impack Pratama <br>Industri Tbk. PT<br>| 37017100 | &nbsp;&nbsp;5214071 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Indah Kiat Pulp & <br>Paper Tbk. PT<br>| 13595800 | &nbsp;&nbsp;7403530 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Indika Energy Tbk. <br>PT<br>| 11762000 | &nbsp;&nbsp;2246253 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Indo Tambangraya <br>Megah Tbk. PT<br>| 3533500 | &nbsp;&nbsp;4627979 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Indocement Tunggal <br>Prakarsa Tbk. PT<br>| 4450400 | &nbsp;&nbsp;1766153 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Indofood CBP Sukses <br>Makmur Tbk. PT<br>| 3923200 | &nbsp;&nbsp;1861674 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Indofood Sukses <br>Makmur Tbk. PT<br>| 25022900 | &nbsp;&nbsp;10161576 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Indomobil Sukses <br>Internasional Tbk. <br>PT<br>| 3198400 | &nbsp;&nbsp;200465 |
|  | Indosat Tbk. PT | 18426200 | &nbsp;&nbsp;2450502 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Industri dan <br>Perdagangan <br>Bintraco Dharma <br>Tbk. PT<br>| 6859500 | &nbsp;&nbsp;40733 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Industri Jamu Dan <br>Farmasi Sido <br>Muncul Tbk. PT<br>| 43056788 | &nbsp;&nbsp;1344914 |
| \*†† | &nbsp;&nbsp;&nbsp;&nbsp;Inti Agri Resources <br>Tbk. PT<br>| 10879700 | &nbsp;&nbsp;0 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Intiland Development <br>Tbk. PT<br>| 17817700 | &nbsp;&nbsp;148515 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Japfa Comfeed <br>Indonesia Tbk. PT<br>| 57186000 | &nbsp;&nbsp;9449171 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Jasa Marga Persero <br>Tbk. PT<br>| 8838558 | &nbsp;&nbsp;1878136 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Jaya Real Property <br>Tbk. PT<br>| 5813800 | &nbsp;&nbsp;371223 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Jaya Sukses Makmur <br>Sentosa Tbk. PT<br>| 25752 | &nbsp;&nbsp;7790 |
|  | Kalbe Farma Tbk. PT | 50093100 | &nbsp;&nbsp;3416697 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Kawasan Industri <br>Jababeka Tbk. PT<br>| 108765245 | &nbsp;&nbsp;1478265 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;KMI Wire & Cable <br>Tbk. PT<br>| 28325800 | &nbsp;&nbsp;558765 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Krakatau Steel <br>Persero Tbk. PT<br>| 6613100 | &nbsp;&nbsp;128862 |
|  | Lautan Luas Tbk. PT | 329800 | &nbsp;&nbsp;16657 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Lippo Karawaci Tbk. <br>PT<br>| 324039762 | &nbsp;&nbsp;1874056 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| INDONESIA — (Continued) | INDONESIA — (Continued) | INDONESIA — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Malindo Feedmill Tbk. <br>PT<br>| 1236000 | &nbsp;&nbsp;$55551 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Map Aktif Adiperkasa <br>PT<br>| 51112300 | &nbsp;&nbsp;2143647 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Matahari Department <br>Store Tbk. PT<br>| 4532300 | &nbsp;&nbsp;505693 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Mayora Indah Tbk. <br>PT<br>| 18425925 | &nbsp;&nbsp;2532730 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;MD Entertainment <br>Tbk. PT<br>| 2507340 | &nbsp;&nbsp;2166007 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Medco Energi <br>Internasional Tbk. <br>PT<br>| 63757160 | &nbsp;&nbsp;5807569 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Media Nusantara Citra <br>Tbk. PT<br>| 49304393 | &nbsp;&nbsp;735422 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Medikaloka Hermina <br>Tbk. PT<br>| 33821100 | &nbsp;&nbsp;2670809 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Merdeka Battery <br>Materials Tbk. PT<br>| 26903900 | &nbsp;&nbsp;1123087 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Merdeka Copper Gold <br>Tbk. PT<br>| 13589162 | &nbsp;&nbsp;2564545 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Metro Healthcare <br>Indonesia Tbk. PT<br>| 62973400 | &nbsp;&nbsp;1985434 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Metrodata Electronics <br>Tbk. PT<br>| 34020600 | &nbsp;&nbsp;1154022 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Metropolitan Kentjana <br>Tbk. PT<br>| 33300 | &nbsp;&nbsp;47303 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Midi Utama Indonesia <br>Tbk. PT<br>| 5985700 | &nbsp;&nbsp;110114 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Mitra Adiperkasa Tbk. <br>PT<br>| 68494600 | &nbsp;&nbsp;4842625 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Mitra Keluarga <br>Karyasehat Tbk. <br>PT<br>| 14286300 | &nbsp;&nbsp;2025849 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Mitra Pinasthika <br>Mustika Tbk. PT<br>| 11168800 | &nbsp;&nbsp;665261 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;MNC Digital <br>Entertainment Tbk. <br>PT<br>| 24850400 | &nbsp;&nbsp;563357 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;MNC Tourism <br>Indonesia Tbk. PT<br>| 105612800 | &nbsp;&nbsp;1178343 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Mulia Industrindo Tbk. <br>PT<br>| 13252200 | &nbsp;&nbsp;260624 |
| \* | Multipolar Tbk. PT | 24836700 | &nbsp;&nbsp;177934 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Nippon Indosari <br>Corpindo Tbk. PT<br>| 19741289 | &nbsp;&nbsp;899466 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Pabrik Kertas Tjiwi <br>Kimia Tbk. PT<br>| 7712900 | &nbsp;&nbsp;3382366 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Pacific Strategic <br>Financial Tbk. PT<br>| 13198500 | &nbsp;&nbsp;1198902 |
|  | Pakuwon Jati Tbk. PT | 99195800 | &nbsp;&nbsp;2127822 |
|  | Pam Mineral Tbk. PT | 166300 | &nbsp;&nbsp;12005 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Panin Financial Tbk. <br>PT<br>| 114644800 | &nbsp;&nbsp;1820656 |
| \* | Paninvest Tbk. PT | 7925300 | &nbsp;&nbsp;378227 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Pantai Indah Kapuk <br>Dua Tbk. PT<br>| 733328 | &nbsp;&nbsp;405786 |

---

------

**Emerging Markets Core Equity 2 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| INDONESIA — (Continued) | INDONESIA — (Continued) | INDONESIA — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Perusahaan Gas <br>Negara Tbk. PT<br>| 32156100 | &nbsp;&nbsp;$4070794 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Perusahaan <br>Perkebunan London <br>Sumatra Indonesia <br>Tbk. PT<br>| 20480500 | &nbsp;&nbsp;1416730 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Petrindo Jaya Kreasi <br>Tbk. PT<br>| 34550300 | &nbsp;&nbsp;3735986 |
|  | Petrosea Tbk. PT | 8342300 | &nbsp;&nbsp;3532644 |
| \*†† | &nbsp;&nbsp;&nbsp;&nbsp;Pool Advista <br>Indonesia Tbk. PT<br>| 8941700 | &nbsp;&nbsp;4994 |
| \* | PP Persero Tbk. PT | 18274790 | &nbsp;&nbsp;386447 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Prodia Widyahusada <br>Tbk. PT<br>| 1413100 | &nbsp;&nbsp;201817 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Puradelta Lestari Tbk. <br>PT<br>| 58841200 | &nbsp;&nbsp;490850 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Pyridam Farma Tbk. <br>PT<br>| 3005200 | &nbsp;&nbsp;77595 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Ramayana Lestari <br>Sentosa Tbk. PT<br>| 2095900 | &nbsp;&nbsp;57226 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Rukun Raharja Tbk. <br>PT<br>| 4902100 | &nbsp;&nbsp;1258921 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Salim Ivomas Pratama <br>Tbk. PT<br>| 31135200 | &nbsp;&nbsp;1058383 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sampoerna Agro Tbk. <br>PT<br>| 5094959 | &nbsp;&nbsp;2374570 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Samudera Indonesia <br>Tbk. PT<br>| 54224700 | &nbsp;&nbsp;1225222 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Sarana Meditama <br>Metropolitan Tbk. <br>PT<br>| 11881000 | &nbsp;&nbsp;231507 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sarana Menara <br>Nusantara Tbk. PT<br>| 62833300 | &nbsp;&nbsp;1957727 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sariguna Primatirta <br>Tbk. PT<br>| 37335900 | &nbsp;&nbsp;883902 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sawit Sumbermas <br>Sarana Tbk. PT<br>| 24219100 | &nbsp;&nbsp;2424132 |
| \*†† | &nbsp;&nbsp;&nbsp;&nbsp;Sekawan Intipratama <br>Tbk. PT<br>| 2876400 | &nbsp;&nbsp;0 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Selamat Sempurna <br>Tbk. PT<br>| 17496600 | &nbsp;&nbsp;1821382 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Semen Baturaja Tbk. <br>PT<br>| 4829100 | &nbsp;&nbsp;76695 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Semen Indonesia <br>Persero Tbk. PT<br>| 16746186 | &nbsp;&nbsp;2455305 |
| \* | Sentul City Tbk. PT | 137281900 | &nbsp;&nbsp;1235603 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Siloam International <br>Hospitals Tbk. PT<br>| 1013600 | &nbsp;&nbsp;166846 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Sinar Mas Multiartha <br>Tbk. PT<br>| 278500 | &nbsp;&nbsp;215442 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Steel Pipe Industry of <br>Indonesia PT<br>| 16408800 | &nbsp;&nbsp;439780 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sumber Alfaria Trijaya <br>Tbk. PT<br>| 40615800 | &nbsp;&nbsp;4226227 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sumber Tani Agung <br>Resources Tbk. PT<br>| 3376800 | &nbsp;&nbsp;244242 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| INDONESIA — (Continued) | INDONESIA — (Continued) | INDONESIA — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Summarecon Agung <br>Tbk. PT<br>| 68704047 | &nbsp;&nbsp;$1621864 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Surya Citra Media <br>Tbk. PT<br>| 76466700 | &nbsp;&nbsp;1140028 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Surya Semesta <br>Internusa Tbk. PT<br>| 32469000 | &nbsp;&nbsp;3035896 |
| \*†† | &nbsp;&nbsp;&nbsp;&nbsp;Suryainti Permata <br>Tbk. PT<br>| 3098000 | &nbsp;&nbsp;0 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;TBS Energi Utama <br>Tbk. PT<br>| 2633900 | &nbsp;&nbsp;113697 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Telkom Indonesia <br>Persero Tbk. PT <br>(TLK US), ADR<br>| 365576 | &nbsp;&nbsp;7720965 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Telkom Indonesia <br>Persero Tbk. PT <br>(TLKM IJ)<br>| 48996700 | &nbsp;&nbsp;10473545 |
|  | Temas Tbk. PT | 37547300 | &nbsp;&nbsp;302271 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Tempo Scan Pacific <br>Tbk. PT<br>| 3705800 | &nbsp;&nbsp;596310 |
|  | Timah Tbk. PT | 19602367 | &nbsp;&nbsp;3788073 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Total Bangun Persada <br>Tbk. PT<br>| 1280900 | &nbsp;&nbsp;78303 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Tower Bersama <br>Infrastructure Tbk. <br>PT<br>| 5095900 | &nbsp;&nbsp;541257 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Transcoal Pacific Tbk. <br>PT<br>| 4057800 | &nbsp;&nbsp;2489209 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Trias Sentosa Tbk. <br>PT<br>| 3690500 | &nbsp;&nbsp;103981 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Trimegah Bangun <br>Persada Tbk. PT<br>| 4003000 | &nbsp;&nbsp;326095 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Triputra Agro Persada <br>PT<br>| 31658500 | &nbsp;&nbsp;2824479 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Tunas Baru Lampung <br>Tbk. PT<br>| 22467857 | &nbsp;&nbsp;877571 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Ultrajaya Milk Industry <br>& Trading Co. Tbk. <br>PT<br>| 13067200 | &nbsp;&nbsp;1172574 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Unilever Indonesia <br>Tbk. PT<br>| 21131100 | &nbsp;&nbsp;2426341 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;United Tractors Tbk. <br>PT<br>| 9367346 | &nbsp;&nbsp;14592983 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Vale Indonesia Tbk. <br>PT<br>| 11066975 | &nbsp;&nbsp;4266882 |
| \*†† | &nbsp;&nbsp;&nbsp;&nbsp;Waskita Karya <br>Persero Tbk. PT<br>| 52554757 | &nbsp;&nbsp;118604 |
| \*†† | &nbsp;&nbsp;&nbsp;&nbsp;Wijaya Karya Persero <br>Tbk. PT<br>| 19524422 | &nbsp;&nbsp;88985 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Wintermar Offshore <br>Marine Tbk. PT<br>| 5713565 | &nbsp;&nbsp;185918 |
| \* | Wir Asia Tbk. PT | 19892600 | &nbsp;&nbsp;103267 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;XLSMART Telecom <br>Sejahtera Tbk. PT<br>| 41693745 | &nbsp;&nbsp;8213884 |
| TOTAL INDONESIA | TOTAL INDONESIA |  | &nbsp;&nbsp;442889215 |

---

------

**Emerging Markets Core Equity 2 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| KUWAIT — (0.3%) | KUWAIT — (0.3%) | KUWAIT — (0.3%) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;A'ayan Leasing & <br>Investment Co. <br>KSCP<br>| 6272710 | &nbsp;&nbsp;$4270447 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;A'ayan Real Estate <br>Co. SAK<br>| 224822 | &nbsp;&nbsp;95099 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Acico Industries Co. <br>KSC<br>| 707015 | &nbsp;&nbsp;958416 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Agility Public <br>Warehousing Co. <br>KSCC<br>| 2412691 | &nbsp;&nbsp;1057742 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Al Ahli Bank of Kuwait <br>KSCP<br>| 434426 | &nbsp;&nbsp;418084 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Al Arabiya Real Estate <br>Co. KSC<br>| 110484 | &nbsp;&nbsp;71862 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Al Argan International <br>Real Estate Co. <br>KSCP<br>| 923562 | &nbsp;&nbsp;299164 |
| †† | Al-Eid Food KSC | 527310 | &nbsp;&nbsp;278164 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Ali Alghanim Sons <br>Automotive Co. <br>KSCC<br>| 567302 | &nbsp;&nbsp;2046970 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Alimtiaz Investment <br>Group KSC<br>| 3452215 | &nbsp;&nbsp;565698 |
| †† | &nbsp;&nbsp;&nbsp;&nbsp;Arabi Group Holding <br>KSC<br>| 479552 | &nbsp;&nbsp;112432 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Arkan Al-Kuwait Real <br>Estate Co. KSC<br>| 14565 | &nbsp;&nbsp;14592 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Arzan Financial Group <br>for Financing & <br>Investment KPSC<br>| 4825368 | &nbsp;&nbsp;5275505 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Asiya Capital <br>Investments Co. <br>KSCP<br>| 4177124 | &nbsp;&nbsp;543244 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Beyout Holding Co. <br>KPSC<br>| 71175 | &nbsp;&nbsp;83373 |
|  | Boubyan Bank KSCP | 913052 | &nbsp;&nbsp;2015038 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Boubyan <br>Petrochemicals Co. <br>KSCP<br>| 741158 | &nbsp;&nbsp;1365932 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Boursa Kuwait <br>Securities Co. <br>KPSC<br>| 286503 | &nbsp;&nbsp;2939075 |
|  | Burgan Bank SAK | 425930 | &nbsp;&nbsp;276390 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Coast Investment & <br>Development Co. <br>KSCP<br>| 82273 | &nbsp;&nbsp;16135 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Combined Group <br>Contracting Co. <br>SAK<br>| 691683 | &nbsp;&nbsp;2224787 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Commercial Facilities <br>Co. SAKP<br>| 254155 | &nbsp;&nbsp;224775 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Commercial Real <br>Estate Co. KSC<br>| 2245300 | &nbsp;&nbsp;1508643 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;First Investment Co. <br>KSCP<br>| 2269691 | &nbsp;&nbsp;850273 |
|  | Gulf Bank KSCP | 2758896 | &nbsp;&nbsp;3097348 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| KUWAIT — (Continued) | KUWAIT — (Continued) | KUWAIT — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Gulf Cables & <br>Electrical Industries <br>Group Co. KSCP<br>| 194223 | &nbsp;&nbsp;$1267292 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Heavy Engineering & <br>Ship Building Co. <br>KSCP<br>| 465278 | &nbsp;&nbsp;1190453 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Humansoft Holding <br>Co. KSC<br>| 443448 | &nbsp;&nbsp;3823094 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;IFA Hotels & <br>Resorts-KPSC<br>| 267176 | &nbsp;&nbsp;745490 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Injazzat Real Estate <br>Development Co. <br>KSCP<br>| 30114 | &nbsp;&nbsp;16246 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Integrated Holding Co. <br>KCSC<br>| 1060374 | &nbsp;&nbsp;1473467 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;KAMCO Investment <br>Co. KSC<br>| 130316 | &nbsp;&nbsp;89233 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Kuwait & Gulf Link <br>Transport Co. KSC<br>| 42083 | &nbsp;&nbsp;9866 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Kuwait Business Town <br>Real Estate Co. <br>KSCP<br>| 407958 | &nbsp;&nbsp;106539 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Kuwait Cement Co. <br>KSC<br>| 662335 | &nbsp;&nbsp;891066 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Kuwait Finance House <br>KSCP<br>| 9520584 | &nbsp;&nbsp;25053273 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Kuwait Financial <br>Centre SAK<br>| 416703 | &nbsp;&nbsp;191234 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Kuwait International <br>Bank KSCP<br>| 3883499 | &nbsp;&nbsp;3439596 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Kuwait Investment Co. <br>SAK<br>| 186238 | &nbsp;&nbsp;128533 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Kuwait Real Estate <br>Co. KSC<br>| 4762413 | &nbsp;&nbsp;5421118 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Kuwait <br>Telecommunications <br>Co.<br>| 1170588 | &nbsp;&nbsp;2502562 |
|  | Mabanee Co. KPSC | 769823 | &nbsp;&nbsp;2519520 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Manazel Holding Co. <br>KSC<br>| 560717 | &nbsp;&nbsp;90127 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Mezzan Holding Co. <br>KSCC<br>| 559708 | &nbsp;&nbsp;1867814 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Mobile <br>Telecommunications <br>Co. KSCP<br>| 3019664 | &nbsp;&nbsp;5031462 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Munshaat Real Estate <br>Projects Co. KSCP<br>| 110135 | &nbsp;&nbsp;80887 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;National Bank of <br>Kuwait SAKP<br>| 7372054 | &nbsp;&nbsp;22841413 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;National Consumer <br>Holding Co. SAK<br>| 2116265 | &nbsp;&nbsp;702626 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;National Industries <br>Group Holding SAK<br>| 3643247 | &nbsp;&nbsp;3131603 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;National Investments <br>Co. KSCP<br>| 3528365 | &nbsp;&nbsp;3113348 |

---

------

**Emerging Markets Core Equity 2 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| KUWAIT — (Continued) | KUWAIT — (Continued) | KUWAIT — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Oula Fuel Marketing <br>Co.<br>| 191609 | &nbsp;&nbsp;$159609 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Privatization Holding <br>Co. KSCP<br>| 1760585 | &nbsp;&nbsp;391582 |
| \* | Rasiyat Holding Co. | 265893 | &nbsp;&nbsp;318184 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Real Estate Trade <br>Centers Co. KSC<br>| 101818 | &nbsp;&nbsp;81034 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Salhia Real Estate <br>Co. KSCP<br>| 1058819 | &nbsp;&nbsp;1346258 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Securities House <br>KSC<br>| 1515010 | &nbsp;&nbsp;345177 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shamal Az-Zour <br>Al-Oula for the First <br>Phase of Az-Zour <br>Power Plant KSC<br>| 1706514 | &nbsp;&nbsp;800456 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Specialities Group <br>Holding Co. KSCC<br>| 84860 | &nbsp;&nbsp;41365 |
| †† | &nbsp;&nbsp;&nbsp;&nbsp;Sultan Center Food <br>Products Co. KSC<br>| 5505 | &nbsp;&nbsp;323 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Tijara & Real Estate <br>Investment Co. <br>KSCP<br>| 212441 | &nbsp;&nbsp;54615 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;United Real Estate <br>Co. SAKP<br>| 77372 | &nbsp;&nbsp;70467 |
| \* | Warba Bank KSCP | 6472130 | &nbsp;&nbsp;5973580 |
| TOTAL KUWAIT | TOTAL KUWAIT |  | &nbsp;&nbsp;125919700 |
| MALAYSIA — (1.4%) | MALAYSIA — (1.4%) | MALAYSIA — (1.4%) |  |
| # | &nbsp;&nbsp;&nbsp;&nbsp;7-Eleven Malaysia <br>Holdings Bhd., <br>Class B<br>| 2085585 | &nbsp;&nbsp;1056598 |
|  | Able Global Bhd. | 645400 | &nbsp;&nbsp;273749 |
| # | Aeon Co. M Bhd. | 4949800 | &nbsp;&nbsp;1554408 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;AEON Credit Service <br>M Bhd.<br>| 1821080 | &nbsp;&nbsp;2709607 |
| #\* | AFFIN Bank Bhd. | 4176997 | &nbsp;&nbsp;2836024 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Ajinomoto Malaysia <br>Bhd.<br>| 128000 | &nbsp;&nbsp;443206 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Alliance Bank <br>Malaysia Bhd.<br>| 8005706 | &nbsp;&nbsp;10633814 |
|  | Allianz Malaysia Bhd. | 213500 | &nbsp;&nbsp;1245843 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;AME Elite Consortium <br>Bhd.<br>| 1583900 | &nbsp;&nbsp;602907 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;AMMB Holdings Bhd. <br>(AMM MK)<br>| 6307050 | &nbsp;&nbsp;10315244 |
| # | Ancom Nylex Bhd. | 2765115 | &nbsp;&nbsp;652595 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Ann Joo Resources <br>Bhd.<br>| 608100 | &nbsp;&nbsp;86618 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Astro Malaysia <br>Holdings Bhd.<br>| 3575900 | &nbsp;&nbsp;86317 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Aurelius Technologies <br>Bhd.<br>| 1197000 | &nbsp;&nbsp;220671 |
|  | Axiata Group Bhd. | 11329335 | &nbsp;&nbsp;6605508 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Bank Islam Malaysia <br>Bhd.<br>| 5020059 | &nbsp;&nbsp;3145860 |
|  | Batu Kawan Bhd. | 403050 | &nbsp;&nbsp;1977898 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| MALAYSIA — (Continued) | MALAYSIA — (Continued) | MALAYSIA — (Continued) |  |
| #\* | Berjaya Assets Bhd. | 1232400 | &nbsp;&nbsp;$93667 |
| #\* | Berjaya Corp. Bhd. | 23909801 | &nbsp;&nbsp;1633497 |
| \* | Berjaya Food Bhd. | 932119 | &nbsp;&nbsp;55468 |
| #\* | Berjaya Land Bhd. | 3912500 | &nbsp;&nbsp;273631 |
| #\* | Bermaz Auto Bhd. | 5055400 | &nbsp;&nbsp;1062569 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;British American <br>Tobacco Malaysia <br>Bhd.<br>| 641600 | &nbsp;&nbsp;758532 |
| #\* | Bumi Armada Bhd. | 20329450 | &nbsp;&nbsp;1577786 |
| # | Bursa Malaysia Bhd. | 2920500 | &nbsp;&nbsp;6685173 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Cahya Mata Sarawak <br>Bhd.<br>| 3655600 | &nbsp;&nbsp;1334370 |
| #\* | Cape Ems Bhd. | 2386100 | &nbsp;&nbsp;160937 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Carlsberg Brewery <br>Malaysia Bhd.<br>| 789400 | &nbsp;&nbsp;3512249 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;CB Industrial Product <br>Holding Bhd.<br>| 2850220 | &nbsp;&nbsp;902158 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;CCK Consolidated <br>Holdings Bhd.<br>| 262600 | &nbsp;&nbsp;90457 |
| # | CelcomDigi Bhd. | 6229120 | &nbsp;&nbsp;5151850 |
| \* | Chin Hin Group Bhd. | 273900 | &nbsp;&nbsp;160675 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;CIMB Group Holdings <br>Bhd.<br>| 15166848 | &nbsp;&nbsp;33044203 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Coastal Contracts <br>Bhd.<br>| 1119200 | &nbsp;&nbsp;390541 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Crescendo Corp. <br>Bhd.<br>| 240600 | &nbsp;&nbsp;76892 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;CSC Steel Holdings <br>Bhd.<br>| 1228300 | &nbsp;&nbsp;457259 |
| # | CTOS Digital Bhd. | 3302200 | &nbsp;&nbsp;753905 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Cypark Resources <br>Bhd.<br>| 744550 | &nbsp;&nbsp;131568 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;D&O Green <br>Technologies Bhd.<br>| 3125200 | &nbsp;&nbsp;494232 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Dagang NeXchange <br>Bhd.<br>| 597800 | &nbsp;&nbsp;44787 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Dayang Enterprise <br>Holdings Bhd.<br>| 4592463 | &nbsp;&nbsp;2094206 |
| # | Dialog Group Bhd. | 5898184 | &nbsp;&nbsp;2459842 |
| # | DRB-Hicom Bhd. | 5329700 | &nbsp;&nbsp;1460055 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Duopharma Biotech <br>Bhd.<br>| 1370151 | &nbsp;&nbsp;476353 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Dutch Lady Milk <br>Industries Bhd.<br>| 95600 | &nbsp;&nbsp;799011 |
|  | DXN Holdings Bhd. | 852300 | &nbsp;&nbsp;109231 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Eastern & Oriental <br>Bhd.<br>| 5106400 | &nbsp;&nbsp;950846 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Eco World <br>Development Group <br>Bhd.<br>| 6712200 | &nbsp;&nbsp;3798222 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Ecofirst Consolidated <br>Bhd.<br>| 1552400 | &nbsp;&nbsp;130252 |
| # | EG Industries Bhd. | 113400 | &nbsp;&nbsp;32505 |
| #\* | Ekovest Bhd. | 12612550 | &nbsp;&nbsp;828986 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Elridge Energy <br>Holdings Bhd.<br>| 235200 | &nbsp;&nbsp;62731 |
|  | Farm Fresh Bhd. | 4140500 | &nbsp;&nbsp;3007792 |

---

------

**Emerging Markets Core Equity 2 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| MALAYSIA — (Continued) | MALAYSIA — (Continued) | MALAYSIA — (Continued) |  |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Formosa Prosonic <br>Industries Bhd.<br>| 831600 | &nbsp;&nbsp;$242294 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Fraser & Neave <br>Holdings Bhd.<br>| 368800 | &nbsp;&nbsp;3336593 |
| # | Frontken Corp. Bhd. | 6583500 | &nbsp;&nbsp;6417414 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Gadang Holdings <br>Bhd.<br>| 2291200 | &nbsp;&nbsp;134057 |
|  | Gamuda Bhd. | 4717633 | &nbsp;&nbsp;5304194 |
|  | Gas Malaysia Bhd. | 1135800 | &nbsp;&nbsp;1330072 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Genetec Technology <br>Bhd.<br>| 917000 | &nbsp;&nbsp;60580 |
| # | Genting Bhd. | 8225200 | &nbsp;&nbsp;5960044 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Genting Malaysia <br>Bhd.<br>| 9631500 | &nbsp;&nbsp;4838246 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Genting Plantations <br>Bhd.<br>| 1003000 | &nbsp;&nbsp;1313398 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Globetronics <br>Technology Bhd.<br>| 2729945 | &nbsp;&nbsp;194422 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Greatech Technology <br>Bhd.<br>| 1444800 | &nbsp;&nbsp;645694 |
| # | Guan Chong Bhd. | 3728699 | &nbsp;&nbsp;651268 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;HAP Seng <br>Consolidated Bhd.<br>| 4225140 | &nbsp;&nbsp;3203001 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Hap Seng Plantations <br>Holdings Bhd.<br>| 1591700 | &nbsp;&nbsp;922530 |
|  | Harn Len Corp. Bhd. | 63900 | &nbsp;&nbsp;9947 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Hartalega Holdings <br>Bhd.<br>| 4841200 | &nbsp;&nbsp;1133516 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Heineken Malaysia <br>Bhd.<br>| 639900 | &nbsp;&nbsp;3879669 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Hengyuan Refining <br>Co. Bhd.<br>| 1321000 | &nbsp;&nbsp;292979 |
|  | Hextar Global Bhd. | 1097100 | &nbsp;&nbsp;234161 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Hiap Teck Venture <br>Bhd.<br>| 9826200 | &nbsp;&nbsp;678093 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hibiscus Petroleum <br>Bhd.<br>| 4850040 | &nbsp;&nbsp;1916098 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Hong Leong Bank <br>Bhd.<br>| 509765 | &nbsp;&nbsp;3336025 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Hong Leong Financial <br>Group Bhd.<br>| 1079598 | &nbsp;&nbsp;6123244 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hong Leong Industries <br>Bhd.<br>| 500000 | &nbsp;&nbsp;2145558 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Hume Cement <br>Industries Bhd.<br>| 232600 | &nbsp;&nbsp;211715 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Hup Seng Industries <br>Bhd.<br>| 2153000 | &nbsp;&nbsp;568202 |
|  | IGB Bhd. | 735738 | &nbsp;&nbsp;665962 |
|  | IHH Healthcare Bhd. | 2116900 | &nbsp;&nbsp;4806355 |
| # | IJM Corp. Bhd. | 7391326 | &nbsp;&nbsp;5023653 |
| # | Inari Amertron Bhd. | 4573132 | &nbsp;&nbsp;1869252 |
| # | Insas Bhd. | 4362802 | &nbsp;&nbsp;1006693 |
| # | IOI Corp. Bhd. | 4161677 | &nbsp;&nbsp;4202440 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;IOI Properties Group <br>Bhd.<br>| 5399419 | &nbsp;&nbsp;4367229 |
|  | Iris Corp. Bhd. | 220600 | &nbsp;&nbsp;12003 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| MALAYSIA — (Continued) | MALAYSIA — (Continued) | MALAYSIA — (Continued) |  |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Iskandar Waterfront <br>City Bhd.<br>| 2026200 | &nbsp;&nbsp;$139152 |
|  | ITMAX SYSTEM Bhd. | 774400 | &nbsp;&nbsp;997190 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;JAKS Resources <br>Bhd.<br>| 12374160 | &nbsp;&nbsp;315180 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Jaya Tiasa Holdings <br>Bhd.<br>| 5527339 | &nbsp;&nbsp;1474399 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;JCY International <br>Bhd.<br>| 2621800 | &nbsp;&nbsp;255395 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Keck Seng Malaysia <br>Bhd.<br>| 489000 | &nbsp;&nbsp;685322 |
| # | Kelington Group Bhd. | 2182300 | &nbsp;&nbsp;2928445 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Kenanga Investment <br>Bank Bhd.<br>| 2821700 | &nbsp;&nbsp;616589 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Kerjaya Prospek <br>Group Bhd.<br>| 1755287 | &nbsp;&nbsp;1208216 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Kim Loong Resources <br>Bhd.<br>| 1387760 | &nbsp;&nbsp;845120 |
| †† | KNM Group Bhd. | 15379881 | &nbsp;&nbsp;15606 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Kossan Rubber <br>Industries Bhd.<br>| 7428400 | &nbsp;&nbsp;1908471 |
| # | KPJ Healthcare Bhd. | 7972500 | &nbsp;&nbsp;5602030 |
| # | Kretam Holdings Bhd. | 4777400 | &nbsp;&nbsp;834773 |
| # | KSL Holdings Bhd. | 2201669 | &nbsp;&nbsp;1704821 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Kuala Lumpur Kepong <br>Bhd.<br>| 1110785 | &nbsp;&nbsp;5497136 |
|  | Kumpulan Fima Bhd. | 709900 | &nbsp;&nbsp;462780 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Lagenda Properties <br>Bhd.<br>| 1920800 | &nbsp;&nbsp;730429 |
|  | Land & General Bhd. | 12360120 | &nbsp;&nbsp;454255 |
| # | LBS Bina Group Bhd. | 5552393 | &nbsp;&nbsp;570634 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Leong Hup <br>International Bhd.<br>| 8260400 | &nbsp;&nbsp;1657962 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Lianson Fleet Group <br>Bhd.<br>| 68700 | &nbsp;&nbsp;35376 |
| #\*Ω | &nbsp;&nbsp;&nbsp;&nbsp;Lotte Chemical Titan <br>Holding Bhd.<br>| 3300875 | &nbsp;&nbsp;321892 |
|  | LPI Capital Bhd. | 658640 | &nbsp;&nbsp;2527513 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Magni-Tech Industries <br>Bhd.<br>| 1388700 | &nbsp;&nbsp;726415 |
| # | Magnum Bhd. | 4549062 | &nbsp;&nbsp;1524285 |
| # | Mah Sing Group Bhd. | 9447051 | &nbsp;&nbsp;2758232 |
| # | Malakoff Corp. Bhd. | 8389000 | &nbsp;&nbsp;1660496 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Malayan Banking <br>Bhd.<br>| 7849450 | &nbsp;&nbsp;23492442 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Malayan Cement <br>Bhd.<br>| 163300 | &nbsp;&nbsp;330904 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Malayan Flour Mills <br>Bhd.<br>| 4724400 | &nbsp;&nbsp;754563 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Malaysia Smelting <br>Corp. Bhd.<br>| 2226200 | &nbsp;&nbsp;1078053 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Malaysian Pacific <br>Industries Bhd.<br>| 461625 | &nbsp;&nbsp;3751593 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Malaysian Resources <br>Corp. Bhd.<br>| 12008157 | &nbsp;&nbsp;1068199 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Matrix Concepts <br>Holdings Bhd.<br>| 9406357 | &nbsp;&nbsp;3422745 |

---

------

**Emerging Markets Core Equity 2 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| MALAYSIA — (Continued) | MALAYSIA — (Continued) | MALAYSIA — (Continued) |  |
| # | Maxis Bhd. | 4550215 | &nbsp;&nbsp;$4415820 |
| # | MBM Resources Bhd. | 905810 | &nbsp;&nbsp;1212871 |
| # | MBSB Bhd. | 13871667 | &nbsp;&nbsp;2572093 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Mega First Corp. <br>Bhd.<br>| 3697000 | &nbsp;&nbsp;3053681 |
|  | Mi Technovation Bhd. | 642500 | &nbsp;&nbsp;512750 |
|  | MISC Bhd. | 2304360 | &nbsp;&nbsp;4674196 |
|  | MKH Bhd. | 2772375 | &nbsp;&nbsp;719825 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;MKH Oil Palm East <br>Kalimantan Bhd.<br>| 222984 | &nbsp;&nbsp;34739 |
| # | MNRB Holdings Bhd. | 3755754 | &nbsp;&nbsp;2467036 |
| #Ω | &nbsp;&nbsp;&nbsp;&nbsp;Mr. DIY Group M <br>Bhd.<br>| 6347200 | &nbsp;&nbsp;2952150 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Muhibbah Engineering <br>M Bhd.<br>| 3159650 | &nbsp;&nbsp;438318 |
| # | Nestle Malaysia Bhd. | 71600 | &nbsp;&nbsp;2034067 |
| \* | NEXG Bhd. | 3233700 | &nbsp;&nbsp;241437 |
| †† | Nylex Malaysia Bhd. | 20250 | &nbsp;&nbsp;231 |
| # | OCK Group Bhd. | 3432900 | &nbsp;&nbsp;327229 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Oriental Holdings <br>Bhd.<br>| 1111240 | &nbsp;&nbsp;1939193 |
| # | OSK Holdings Bhd. | 11428450 | &nbsp;&nbsp;4867128 |
| # | PA Resources Bhd. | 1808900 | &nbsp;&nbsp;69178 |
| # | Padini Holdings Bhd. | 3537000 | &nbsp;&nbsp;1744702 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Panasonic <br>Manufacturing <br>Malaysia Bhd.<br>| 62900 | &nbsp;&nbsp;116192 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Pantech Group <br>Holdings Bhd.<br>| 3343031 | &nbsp;&nbsp;553909 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Paramount Corp. <br>Bhd.<br>| 1893175 | &nbsp;&nbsp;504440 |
|  | PBA Holdings Bhd. | 116800 | &nbsp;&nbsp;58036 |
| # | Pecca Group Bhd. | 1237300 | &nbsp;&nbsp;527775 |
| # | Perak Transit Bhd. | 5868999 | &nbsp;&nbsp;394667 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Petron Malaysia <br>Refining & <br>Marketing Bhd.<br>| 613600 | &nbsp;&nbsp;642120 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Petronas Chemicals <br>Group Bhd.<br>| 3524100 | &nbsp;&nbsp;2893096 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Petronas Dagangan <br>Bhd.<br>| 677900 | &nbsp;&nbsp;3644114 |
| # | Petronas Gas Bhd. | 1182308 | &nbsp;&nbsp;5512887 |
| \* | Pharmaniaga Bhd. | 634200 | &nbsp;&nbsp;45850 |
|  | Power Root Bhd. | 347300 | &nbsp;&nbsp;106577 |
| # | PPB Group Bhd. | 1526040 | &nbsp;&nbsp;4366938 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Press Metal <br>Aluminium Holdings <br>Bhd.<br>| 6437360 | &nbsp;&nbsp;12339967 |
|  | Public Bank Bhd. | 25426055 | &nbsp;&nbsp;31426423 |
|  | QES Group Bhd. | 572700 | &nbsp;&nbsp;63896 |
| # | QL Resources Bhd. | 5279995 | &nbsp;&nbsp;5381869 |
| #\* | Ranhill Utilities Bhd. | 2267658 | &nbsp;&nbsp;988391 |
| # | RCE Capital Bhd. | 2577700 | &nbsp;&nbsp;758471 |
| # | REDtone Digital Bhd. | 1892100 | &nbsp;&nbsp;177532 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;RGB International <br>Bhd.<br>| 3983400 | &nbsp;&nbsp;262677 |
|  | RHB Bank Bhd. | 5531358 | &nbsp;&nbsp;11854096 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| MALAYSIA — (Continued) | MALAYSIA — (Continued) | MALAYSIA — (Continued) |  |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Sam Engineering & <br>Equipment M Bhd.<br>| 754500 | &nbsp;&nbsp;$670654 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Sarawak Oil Palms <br>Bhd.<br>| 2352037 | &nbsp;&nbsp;2285675 |
| # | Scientex Bhd. | 4615184 | &nbsp;&nbsp;4521069 |
|  | SD Guthrie Bhd. | 5308361 | &nbsp;&nbsp;7858410 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Shangri-La Hotels <br>Malaysia Bhd.<br>| 253500 | &nbsp;&nbsp;120317 |
|  | Sime Darby Bhd. | 11328987 | &nbsp;&nbsp;6204715 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Sime Darby Property <br>Bhd.<br>| 11876887 | &nbsp;&nbsp;4525124 |
|  | SKP Resources Bhd. | 6947625 | &nbsp;&nbsp;1067467 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Solarvest Holdings <br>Bhd.<br>| 1778000 | &nbsp;&nbsp;1133767 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Southern Cable Group <br>Bhd.<br>| 849200 | &nbsp;&nbsp;446573 |
|  | SP Setia Bhd. Group | 8537759 | &nbsp;&nbsp;2130277 |
| # | Sports Toto Bhd. | 3684773 | &nbsp;&nbsp;1215822 |
| # | Sunway Bhd. | 2113590 | &nbsp;&nbsp;3082464 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Sunway Construction <br>Group Bhd.<br>| 1637319 | &nbsp;&nbsp;2458807 |
| #\* | Supermax Corp. Bhd. | 5662339 | &nbsp;&nbsp;433736 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Suria Capital Holdings <br>Bhd.<br>| 413380 | &nbsp;&nbsp;156432 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Syarikat Takaful <br>Malaysia Keluarga <br>Bhd.<br>| 2785675 | &nbsp;&nbsp;2451929 |
| # | Ta Ann Holdings Bhd. | 2019023 | &nbsp;&nbsp;2376631 |
| # | Taliworks Corp. Bhd. | 2377766 | &nbsp;&nbsp;283966 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Telekom Malaysia <br>Bhd.<br>| 2458828 | &nbsp;&nbsp;4932061 |
|  | Tenaga Nasional Bhd. | 3542681 | &nbsp;&nbsp;12534412 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Teo Seng Capital <br>Bhd.<br>| 307500 | &nbsp;&nbsp;84337 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Thong Guan <br>Industries Bhd.<br>| 1450500 | &nbsp;&nbsp;426827 |
|  | TIME dotCom Bhd. | 4110480 | &nbsp;&nbsp;6225846 |
| # | Top Glove Corp. Bhd. | 16190060 | &nbsp;&nbsp;2503939 |
| #\* | Tropicana Corp. Bhd. | 5039732 | &nbsp;&nbsp;1518095 |
| # | TSH Resources Bhd. | 3242150 | &nbsp;&nbsp;1014483 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Uchi Technologies <br>Bhd.<br>| 1721940 | &nbsp;&nbsp;1334111 |
| # | UEM Sunrise Bhd. | 8838445 | &nbsp;&nbsp;1469002 |
| # | Unisem M Bhd. | 1039400 | &nbsp;&nbsp;832949 |
|  | United Malacca Bhd. | 226150 | &nbsp;&nbsp;335696 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;United Plantations <br>Bhd.<br>| 714900 | &nbsp;&nbsp;5475560 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;UOA Development <br>Bhd.<br>| 8622500 | &nbsp;&nbsp;4089370 |
| #\* | Uzma Bhd. | 797533 | &nbsp;&nbsp;79124 |
| \* | Vantris Energy Bhd. | 2037609 | &nbsp;&nbsp;191263 |
| # | Velesto Energy Bhd. | 29005192 | &nbsp;&nbsp;2238234 |
|  | ViTrox Corp. Bhd. | 881000 | &nbsp;&nbsp;973608 |
| # | VS Industry Bhd. | 15170252 | &nbsp;&nbsp;1613388 |
| # | Wasco Bhd. | 1521100 | &nbsp;&nbsp;356083 |
| #\* | WCT Holdings Bhd. | 6000840 | &nbsp;&nbsp;897999 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Wellcall Holdings <br>Bhd.<br>| 2974850 | &nbsp;&nbsp;996778 |

---

------

**Emerging Markets Core Equity 2 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| MALAYSIA — (Continued) | MALAYSIA — (Continued) | MALAYSIA — (Continued) |  |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Westports Holdings <br>Bhd.<br>| 3131513 | &nbsp;&nbsp;$4855343 |
| # | Yinson Holdings Bhd. | 7458485 | &nbsp;&nbsp;4465426 |
| # | YTL Corp. Bhd. | 14976593 | &nbsp;&nbsp;7896870 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;YTL Power <br>International Bhd.<br>| 4073263 | &nbsp;&nbsp;3334230 |
|  | Zetrix Ai Bhd. | 20773521 | &nbsp;&nbsp;4243748 |
| TOTAL MALAYSIA | TOTAL MALAYSIA |  | &nbsp;&nbsp;504135703 |
| MEXICO — (2.2%) | MEXICO — (2.2%) | MEXICO — (2.2%) |  |
| #\* | Alpek SAB de CV | 13465028 | &nbsp;&nbsp;7003725 |
|  | Alsea SAB de CV | 3134024 | &nbsp;&nbsp;9560244 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;America Movil SAB de <br>CV (2228390D US), <br>ADR<br>| 2718240 | &nbsp;&nbsp;56267568 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Arca Continental SAB <br>de CV<br>| 1002705 | &nbsp;&nbsp;11294488 |
| #\* | Axtel SAB de CV | 8473184 | &nbsp;&nbsp;1362420 |
| Ω | Banco del Bajio SA | 5324717 | &nbsp;&nbsp;15578667 |
| # | Becle SAB de CV | 866993 | &nbsp;&nbsp;913825 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Bolsa Mexicana de <br>Valores SAB de CV<br>| 2864652 | &nbsp;&nbsp;5747007 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Cemex SAB de CV <br>(CEMEXCPO MM)<br>| 1651158 | &nbsp;&nbsp;2052137 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Cemex SAB de CV <br>(CX US), <br>Sponsored ADR<br>| 3600262 | &nbsp;&nbsp;44931272 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Coca-Cola Femsa <br>SAB de CV (KOF <br>US), Sponsored <br>ADR<br>| 81220 | &nbsp;&nbsp;8470434 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Coca-Cola Femsa <br>SAB de CV <br>(KOFUBL MM)<br>| 338569 | &nbsp;&nbsp;3550751 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Consorcio ARA SAB <br>de CV<br>| 8643162 | &nbsp;&nbsp;1953564 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Controladora AXTEL <br>SAB de CV<br>| 27388079 | &nbsp;&nbsp;1379121 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Controladora Vuela <br>Cia de Aviacion <br>SAB de CV (VLRS <br>US), ADR<br>| 270308 | &nbsp;&nbsp;2630097 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Controladora Vuela <br>Cia de Aviacion <br>SAB de CV <br>(VOLARA MM), <br>Class A<br>| 1040862 | &nbsp;&nbsp;1005960 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Corp. Actinver SAB de <br>CV<br>| 61598 | &nbsp;&nbsp;77544 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Corp. Inmobiliaria <br>Vesta SAB de CV<br>| 3245004 | &nbsp;&nbsp;10025050 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Corp. Interamericana <br>de Entretenimiento <br>SAB de CV, <br>Class B<br>| 222600 | &nbsp;&nbsp;528605 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| MEXICO — (Continued) | MEXICO — (Continued) | MEXICO — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Corp. Moctezuma <br>SAB de CV<br>| 213875 | &nbsp;&nbsp;$1015099 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Corporativo Fragua <br>SAB de CV<br>| 2566 | &nbsp;&nbsp;77821 |
|  | Cydsa SAB de CV | 6129 | &nbsp;&nbsp;5997 |
| \* | Dine SAB de CV | 7300 | &nbsp;&nbsp;8586 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;El Puerto de Liverpool <br>SAB de CV, <br>Class C1<br>| 526038 | &nbsp;&nbsp;3172603 |
| #\*†† | &nbsp;&nbsp;&nbsp;&nbsp;Empresas ICA SAB <br>de CV<br>| 4691828 | &nbsp;&nbsp;0 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Financiera <br>Independencia SAB <br>de CV SOFOM <br>ENR<br>| 122895 | &nbsp;&nbsp;59774 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Fomento Economico <br>Mexicano SAB de <br>CV (FEMSAUBD <br>MM)<br>| 534206 | &nbsp;&nbsp;5574682 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Fomento Economico <br>Mexicano SAB de <br>CV (FMX US), <br>Sponsored ADR<br>| 59651 | &nbsp;&nbsp;6225178 |
|  | GCC SAB de CV | 1071304 | &nbsp;&nbsp;11532027 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Genomma Lab <br>Internacional SAB <br>de CV, Class B<br>| 4631909 | &nbsp;&nbsp;4407682 |
|  | Gentera SAB de CV | 9230595 | &nbsp;&nbsp;25654040 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Gruma SAB de CV, <br>Class B<br>| 913433 | &nbsp;&nbsp;16461760 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Grupo Aeroportuario <br>del Centro Norte <br>SAB de CV<br>| 1482286 | &nbsp;&nbsp;21643954 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Grupo Aeroportuario <br>del Pacifico SAB de <br>CV (GAPB MM), <br>Class B<br>| 979586 | &nbsp;&nbsp;26929086 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Grupo Aeroportuario <br>del Pacifico SAB de <br>CV (PAC US), ADR<br>| 27293 | &nbsp;&nbsp;7503119 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Grupo Aeroportuario <br>del Sureste SAB de <br>CV (ASR US), ADR<br>| 6331 | &nbsp;&nbsp;2185018 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Grupo Aeroportuario <br>del Sureste SAB de <br>CV (ASURB MM), <br>Class B<br>| 366862 | &nbsp;&nbsp;12688395 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Grupo Bimbo SAB de <br>CV<br>| 3507902 | &nbsp;&nbsp;12192147 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Grupo Carso SAB de <br>CV<br>| 1907815 | &nbsp;&nbsp;12978950 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Grupo Comercial <br>Chedraui SA de CV<br>| 2352559 | &nbsp;&nbsp;16100141 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Grupo Financiero <br>Banorte SAB de <br>CV, Class O<br>| 5816080 | &nbsp;&nbsp;65569008 |

---

------

**Emerging Markets Core Equity 2 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| MEXICO — (Continued) | MEXICO — (Continued) | MEXICO — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Grupo Financiero <br>Inbursa SAB de CV, <br>Class O<br>| 5362667 | &nbsp;&nbsp;$13458834 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Grupo Gigante SAB <br>de CV<br>| 41000 | &nbsp;&nbsp;69796 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Grupo Herdez SAB de <br>CV<br>| 1704446 | &nbsp;&nbsp;7203615 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Grupo Hotelero Santa <br>Fe SAB de CV<br>| 306056 | &nbsp;&nbsp;68913 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Grupo Industrial <br>Saltillo SAB de CV<br>| 320237 | &nbsp;&nbsp;240049 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Grupo Mexico SAB de <br>CV<br>| 7307754 | &nbsp;&nbsp;80633681 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Grupo Nutrisa SAB de <br>CV<br>| 1704446 | &nbsp;&nbsp;438888 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Grupo Pochteca SAB <br>de CV<br>| 386111 | &nbsp;&nbsp;135545 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Grupo Rotoplas SAB <br>de CV<br>| 714409 | &nbsp;&nbsp;481969 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Grupo Simec SAB de <br>CV (SIM US), <br>Sponsored ADR<br>| 5555 | &nbsp;&nbsp;185037 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Grupo Simec SAB de <br>CV (SIMECB MM)<br>| 1299357 | &nbsp;&nbsp;13272014 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Grupo Televisa SAB <br>(TLEVICPO MM)<br>| 2832499 | &nbsp;&nbsp;1867154 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Grupo Televisa SAB <br>(TV US), Sponsored <br>ADR<br>| 1878081 | &nbsp;&nbsp;6141325 |
| #\*Ω | &nbsp;&nbsp;&nbsp;&nbsp;Grupo Traxion SAB de <br>CV<br>| 611596 | &nbsp;&nbsp;484349 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Industrias CH SAB de <br>CV<br>| 1708901 | &nbsp;&nbsp;17014693 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Industrias Penoles <br>SAB de CV<br>| 655155 | &nbsp;&nbsp;37976197 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Kimberly-Clark de <br>Mexico SAB de CV, <br>Class A<br>| 5839206 | &nbsp;&nbsp;12934062 |
|  | KUO SAB de CV | 271325 | &nbsp;&nbsp;931535 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;La Comer SAB de <br>CV<br>| 5015129 | &nbsp;&nbsp;10747115 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Megacable Holdings <br>SAB de CV<br>| 5071691 | &nbsp;&nbsp;17804317 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Minera Frisco SAB de <br>CV, Class A1<br>| 5848090 | &nbsp;&nbsp;4450652 |
| \*Ω | Nemak SAB de CV | 15217768 | &nbsp;&nbsp;2934532 |
| \* | Ollamani SAB | 136867 | &nbsp;&nbsp;588866 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Operadora De Sites <br>Mexicanos SAB de <br>CV, Class A-1<br>| 60771 | &nbsp;&nbsp;56508 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Orbia Advance Corp. <br>SAB de CV<br>| 5821405 | &nbsp;&nbsp;6175833 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Organizacion Cultiba <br>SAB de CV<br>| 194351 | &nbsp;&nbsp;123443 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| MEXICO — (Continued) | MEXICO — (Continued) | MEXICO — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Organizacion Soriana <br>SAB de CV, <br>Class B<br>| 3346930 | &nbsp;&nbsp;$6856265 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Promotora de Hoteles <br>Norte 19 SAB de <br>CV<br>| 2213204 | &nbsp;&nbsp;800380 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Promotora y <br>Operadora de <br>Infraestructura SAB <br>de CV (PINFRA <br>MM)<br>| 1230572 | &nbsp;&nbsp;19258494 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Promotora y <br>Operadora de <br>Infraestructura SAB <br>de CV (PINFRAL <br>MM), Class L<br>| 30873 | &nbsp;&nbsp;370967 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Qualitas Controladora <br>SAB de CV<br>| 948790 | &nbsp;&nbsp;8834236 |
|  | Regional SAB de CV | 2085019 | &nbsp;&nbsp;18699075 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sigma Foods SAB de <br>CV<br>| 31592286 | &nbsp;&nbsp;31237966 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Sitios Latinoamerica <br>SAB de CV<br>| 1463967 | &nbsp;&nbsp;459060 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Vista Energy SAB de <br>CV (VIST US), <br>ADR<br>| 67859 | &nbsp;&nbsp;4104791 |
| \* | Vitro SAB de CV | 422624 | &nbsp;&nbsp;143164 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Wal-Mart de Mexico <br>SAB de CV<br>| 5943264 | &nbsp;&nbsp;18860919 |
| TOTAL MEXICO | TOTAL MEXICO |  | &nbsp;&nbsp;782361785 |
| PERU — (0.1%) | PERU — (0.1%) | PERU — (0.1%) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Cementos Pacasmayo <br>SAA, ADR<br>| 39716 | &nbsp;&nbsp;437272 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Cia de Minas <br>Buenaventura SAA, <br>ADR<br>| 156351 | &nbsp;&nbsp;5356585 |
|  | Credicorp Ltd. | 121523 | &nbsp;&nbsp;43363052 |
| \*†† | Fossal SAA, ADR | 3 | &nbsp;&nbsp;13 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Intercorp Financial <br>Services, Inc.<br>| 9334 | &nbsp;&nbsp;457179 |
| TOTAL PERU | TOTAL PERU |  | &nbsp;&nbsp;49614101 |
| PHILIPPINES — (0.5%) | PHILIPPINES — (0.5%) | PHILIPPINES — (0.5%) |  |
|  | A Soriano Corp. | 818000 | &nbsp;&nbsp;199014 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Aboitiz Equity <br>Ventures, Inc.<br>| 3324490 | &nbsp;&nbsp;1793642 |
|  | Aboitiz Power Corp. | 3820600 | &nbsp;&nbsp;2786510 |
|  | ACEN Corp. | 20159967 | &nbsp;&nbsp;905091 |
| \*†† | ACR Mining Corp. | 11905 | &nbsp;&nbsp;0 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Alliance Global Group, <br>Inc.<br>| 22167094 | &nbsp;&nbsp;2795298 |
|  | Apex Mining Co., Inc. | 15588000 | &nbsp;&nbsp;3862750 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Atlas Consolidated <br>Mining & <br>Development Corp.<br>| 4306100 | &nbsp;&nbsp;752113 |

---

------

**Emerging Markets Core Equity 2 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| PHILIPPINES — (Continued) | PHILIPPINES — (Continued) | PHILIPPINES — (Continued) |  |
|  | Ayala Corp. | 376380 | &nbsp;&nbsp;$3234349 |
|  | Ayala Land, Inc. | 7824970 | &nbsp;&nbsp;2821449 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;AyalaLand Logistics <br>Holdings Corp.<br>| 4662200 | &nbsp;&nbsp;105956 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Bank of the Philippine <br>Islands<br>| 3696696 | &nbsp;&nbsp;7786816 |
|  | BDO Unibank, Inc. | 6647149 | &nbsp;&nbsp;15234838 |
|  | Belle Corp. | 27703700 | &nbsp;&nbsp;647465 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Bloomberry Resorts <br>Corp.<br>| 19293800 | &nbsp;&nbsp;932000 |
| \* | Cebu Air, Inc. | 1912240 | &nbsp;&nbsp;1056446 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Century Pacific Food, <br>Inc.<br>| 6112250 | &nbsp;&nbsp;3950610 |
|  | China Banking Corp. | 2571800 | &nbsp;&nbsp;2796440 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;COL Financial Group, <br>Inc.<br>| 1671250 | &nbsp;&nbsp;38947 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Converge Information <br>& Communications <br>Technology <br>Solutions, Inc.<br>| 10154300 | &nbsp;&nbsp;2674499 |
|  | Cosco Capital, Inc. | 15392100 | &nbsp;&nbsp;1907462 |
|  | D&L Industries, Inc. | 12314300 | &nbsp;&nbsp;836713 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;DigiPlus Interactive <br>Corp.<br>| 912760 | &nbsp;&nbsp;201739 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;DITO CME Holdings <br>Corp.<br>| 18594900 | &nbsp;&nbsp;214407 |
|  | DMCI Holdings, Inc. | 25347700 | &nbsp;&nbsp;4663190 |
| \* | DoubleDragon Corp. | 4336690 | &nbsp;&nbsp;739404 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;East West Banking <br>Corp.<br>| 5798250 | &nbsp;&nbsp;1216783 |
|  | Emperador, Inc. | 3708300 | &nbsp;&nbsp;975331 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Filinvest Development <br>Corp.<br>| 116500 | &nbsp;&nbsp;8769 |
|  | Filinvest Land, Inc. | 66853446 | &nbsp;&nbsp;928058 |
|  | Filinvest REIT Corp. | 4670037 | &nbsp;&nbsp;234648 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;First Philippine <br>Holdings Corp.<br>| 2587130 | &nbsp;&nbsp;3374886 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Ginebra San Miguel, <br>Inc.<br>| 20830 | &nbsp;&nbsp;102898 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Global Ferronickel <br>Holdings, Inc.<br>| 16720756 | &nbsp;&nbsp;564688 |
|  | Globe Telecom, Inc. | 99684 | &nbsp;&nbsp;2671534 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;GT Capital Holdings, <br>Inc.<br>| 442962 | &nbsp;&nbsp;5045264 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;International Container <br>Terminal Services, <br>Inc.<br>| 2174422 | &nbsp;&nbsp;23816317 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;JG Summit Holdings, <br>Inc.<br>| 4292476 | &nbsp;&nbsp;2030597 |
|  | Jollibee Foods Corp. | 1266257 | &nbsp;&nbsp;4407066 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Keepers Holdings, <br>Inc.<br>| 894000 | &nbsp;&nbsp;34782 |
|  | LT Group, Inc. | 12600600 | &nbsp;&nbsp;3418096 |
|  | MacroAsia Corp. | 604396 | &nbsp;&nbsp;50519 |
|  | Manila Electric Co. | 440670 | &nbsp;&nbsp;4410053 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Manila Water Co., <br>Inc.<br>| 9410200 | &nbsp;&nbsp;6485859 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| PHILIPPINES — (Continued) | PHILIPPINES — (Continued) | PHILIPPINES — (Continued) |  |
|  | Megaworld Corp. | 52643300 | &nbsp;&nbsp;$1963673 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Metropolitan Bank & <br>Trust Co.<br>| 5602829 | &nbsp;&nbsp;6948634 |
| Ω | Monde Nissin Corp. | 1295700 | &nbsp;&nbsp;125206 |
|  | Nickel Asia Corp. | 26122540 | &nbsp;&nbsp;2387679 |
|  | Petron Corp. | 22616000 | &nbsp;&nbsp;1036963 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Philcomsat Holdings <br>Corp.<br>| 410333 | &nbsp;&nbsp;745463 |
|  | Philex Mining Corp. | 7539850 | &nbsp;&nbsp;1441924 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Philippine National <br>Bank<br>| 2711566 | &nbsp;&nbsp;2950424 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Philippine Seven <br>Corp.<br>| 308410 | &nbsp;&nbsp;180634 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Philippine Stock <br>Exchange, Inc.<br>| 84552 | &nbsp;&nbsp;295169 |
| \*†† | &nbsp;&nbsp;&nbsp;&nbsp;Philtown Properties, <br>Inc.<br>| 16675 | &nbsp;&nbsp;0 |
| \*†† | &nbsp;&nbsp;&nbsp;&nbsp;Phoenix Petroleum <br>Philippines, Inc.<br>| 2516870 | &nbsp;&nbsp;33341 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;PLDT, Inc. (PHI US), <br>Sponsored ADR<br>| 117883 | &nbsp;&nbsp;2659440 |
|  | PLDT, Inc. (TEL PM) | 76845 | &nbsp;&nbsp;1753846 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Puregold Price Club, <br>Inc.<br>| 6791180 | &nbsp;&nbsp;4116486 |
| \* | PXP Energy Corp. | 363200 | &nbsp;&nbsp;20405 |
|  | RFM Corp. | 6096300 | &nbsp;&nbsp;540824 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Rizal Commercial <br>Banking Corp.<br>| 2919464 | &nbsp;&nbsp;1244525 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Robinsons Land <br>Corp.<br>| 16354518 | &nbsp;&nbsp;5040925 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Robinsons Retail <br>Holdings, Inc.<br>| 1727720 | &nbsp;&nbsp;1086416 |
|  | San Miguel Corp. | 3305180 | &nbsp;&nbsp;4493090 |
|  | Security Bank Corp. | 1974568 | &nbsp;&nbsp;2180490 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Semirara Mining & <br>Power Corp.<br>| 4759000 | &nbsp;&nbsp;2578001 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shakey's Pizza Asia <br>Ventures, Inc.<br>| 366600 | &nbsp;&nbsp;41619 |
| \* | Shell Pilipinas Corp. | 1919540 | &nbsp;&nbsp;406732 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;SM Investments <br>Corp.<br>| 129630 | &nbsp;&nbsp;1540713 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;SM Prime Holdings, <br>Inc.<br>| 8148290 | &nbsp;&nbsp;2983561 |
|  | SSI Group, Inc. | 302000 | &nbsp;&nbsp;13851 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;STI Education <br>Systems Holdings, <br>Inc.<br>| 1430000 | &nbsp;&nbsp;30597 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Synergy Grid & <br>Development Phils, <br>Inc.<br>| 3227000 | &nbsp;&nbsp;1049355 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Top Frontier <br>Investment <br>Holdings, Inc.<br>| 155417 | &nbsp;&nbsp;160226 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Union Bank of the <br>Philippines<br>| 3664942 | &nbsp;&nbsp;1605280 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Universal Robina <br>Corp.<br>| 2552830 | &nbsp;&nbsp;3073390 |

---

------

**Emerging Markets Core Equity 2 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| PHILIPPINES — (Continued) | PHILIPPINES — (Continued) | PHILIPPINES — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Vista Land & <br>Lifescapes, Inc.<br>| 54816800 | &nbsp;&nbsp;$1101473 |
|  | Vistamalls, Inc. | 155800 | &nbsp;&nbsp;3222 |
|  | Wilcon Depot, Inc. | 6753100 | &nbsp;&nbsp;767284 |
| TOTAL PHILIPPINES | TOTAL PHILIPPINES |  | &nbsp;&nbsp;179314157 |
| POLAND — (1.3%) | POLAND — (1.3%) | POLAND — (1.3%) |  |
| #\* | 11 bit studios SA | 5440 | &nbsp;&nbsp;221755 |
|  | AB SA | 10905 | &nbsp;&nbsp;365419 |
| #\* | Action SA | 39093 | &nbsp;&nbsp;354376 |
|  | Agora SA | 261596 | &nbsp;&nbsp;678244 |
|  | Alior Bank SA | 760657 | &nbsp;&nbsp;24827581 |
| \*Ω | Allegro.eu SA | 230921 | &nbsp;&nbsp;1896983 |
|  | Amica SA | 24660 | &nbsp;&nbsp;416956 |
| # | AmRest Holdings SE | 333086 | &nbsp;&nbsp;1271507 |
|  | Apator SA | 79425 | &nbsp;&nbsp;589067 |
| #\* | Arctic Paper SA | 132265 | &nbsp;&nbsp;303244 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;ASBISc Enterprises <br>PLC<br>| 298919 | &nbsp;&nbsp;3233438 |
|  | Asseco Poland SA | 262383 | &nbsp;&nbsp;15978074 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Asseco South Eastern <br>Europe SA<br>| 17426 | &nbsp;&nbsp;367633 |
| # | Auto Partner SA | 284788 | &nbsp;&nbsp;1510141 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Bank Handlowy w <br>Warszawie SA<br>| 148074 | &nbsp;&nbsp;4808677 |
| \* | Bank Millennium SA | 2682793 | &nbsp;&nbsp;12978046 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Bank Ochrony <br>Srodowiska SA<br>| 121413 | &nbsp;&nbsp;347514 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Bank Polska Kasa <br>Opieki SA<br>| 499709 | &nbsp;&nbsp;30391294 |
| #\* | Benefit Systems SA | 6627 | &nbsp;&nbsp;7136896 |
| #\* | Bioton SA | 193900 | &nbsp;&nbsp;216482 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;BNPP Bank Polska <br>SA<br>| 5600 | &nbsp;&nbsp;230479 |
|  | Boryszew SA | 1581311 | &nbsp;&nbsp;2562269 |
| # | Budimex SA | 66681 | &nbsp;&nbsp;12890291 |
| #\* | CCC SA | 145045 | &nbsp;&nbsp;4794143 |
|  | CD Projekt SA | 40600 | &nbsp;&nbsp;2963660 |
| #\* | Celon Pharma SA | 49619 | &nbsp;&nbsp;304912 |
| #\* | CI Games SA | 878942 | &nbsp;&nbsp;578789 |
| #\* | Cognor Holding SA | 736787 | &nbsp;&nbsp;1048745 |
|  | Creepy Jar SA | 237 | &nbsp;&nbsp;41011 |
| # | Cyber Folks SA | 27075 | &nbsp;&nbsp;1569030 |
| #\* | Cyfrowy Polsat SA | 807987 | &nbsp;&nbsp;3037913 |
| \* | Datawalk SA | 6394 | &nbsp;&nbsp;306180 |
|  | Develia SA | 1513421 | &nbsp;&nbsp;3971934 |
| \*Ω | Dino Polska SA | 803000 | &nbsp;&nbsp;8495375 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Dom Development <br>SA<br>| 41537 | &nbsp;&nbsp;3144288 |
|  | Echo Investment SA | 23210 | &nbsp;&nbsp;33914 |
| # | Elektrotim SA | 12370 | &nbsp;&nbsp;172206 |
| \* | Enea SA | 1952144 | &nbsp;&nbsp;12054955 |
| #\* | Eurocash SA | 480073 | &nbsp;&nbsp;918519 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Fabryki Mebli Forte <br>SA<br>| 103961 | &nbsp;&nbsp;727157 |
|  | Ferro SA | 1212 | &nbsp;&nbsp;10433 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Globe Trade Centre <br>SA<br>| 254305 | &nbsp;&nbsp;213058 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| POLAND — (Continued) | POLAND — (Continued) | POLAND — (Continued) |  |
| #\* | Grupa Azoty SA | 344548 | &nbsp;&nbsp;$1721047 |
|  | Grupa Kety SA | 64686 | &nbsp;&nbsp;18562957 |
|  | Grupa Pracuj SA | 11710 | &nbsp;&nbsp;157891 |
| #\*Ω | HUUUGE, Inc. | 51040 | &nbsp;&nbsp;361171 |
|  | ING Bank Slaski SA | 86700 | &nbsp;&nbsp;9474277 |
| # | Inter Cars SA | 33932 | &nbsp;&nbsp;6056680 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Jastrzebska Spolka <br>Weglowa SA<br>| 509571 | &nbsp;&nbsp;4235936 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;KGHM Polska Miedz <br>SA<br>| 322669 | &nbsp;&nbsp;29939350 |
| # | KRUK SA | 94192 | &nbsp;&nbsp;12951250 |
| \* | Lentex SA | 22077 | &nbsp;&nbsp;42241 |
|  | LPP SA | 2841 | &nbsp;&nbsp;15689506 |
| \* | Lubawa SA | 24192 | &nbsp;&nbsp;58300 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Lubelski Wegiel <br>Bogdanka SA<br>| 84050 | &nbsp;&nbsp;502738 |
| \* | mBank SA | 31664 | &nbsp;&nbsp;9236432 |
| #\* | Medicalgorithmics SA | 8247 | &nbsp;&nbsp;75434 |
| # | Mirbud SA | 502567 | &nbsp;&nbsp;1854626 |
| # | Mo-BRUK SA | 14849 | &nbsp;&nbsp;1503243 |
| \* | Mostostal Zabrze SA | 100258 | &nbsp;&nbsp;182340 |
|  | Neuca SA | 6917 | &nbsp;&nbsp;1542144 |
|  | Newag SA | 3905 | &nbsp;&nbsp;136905 |
|  | Onde SA | 5966 | &nbsp;&nbsp;15182 |
|  | Orange Polska SA | 2234038 | &nbsp;&nbsp;7223142 |
|  | ORLEN SA | 1830608 | &nbsp;&nbsp;55636897 |
| # | Pepco Group NV | 312879 | &nbsp;&nbsp;2556804 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;PGE Polska Grupa <br>Energetyczna SA<br>| 3303321 | &nbsp;&nbsp;9316558 |
| #\* | PKP Cargo SA | 213767 | &nbsp;&nbsp;823918 |
| # | PlayWay SA | 5070 | &nbsp;&nbsp;400545 |
| #\* | Polimex-Mostostal SA | 524213 | &nbsp;&nbsp;1240621 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Powszechna Kasa <br>Oszczednosci Bank <br>Polski SA<br>| 992246 | &nbsp;&nbsp;25809175 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Powszechny Zaklad <br>Ubezpieczen SA<br>| 1352731 | &nbsp;&nbsp;26616776 |
| # | Rainbow Tours SA | 6378 | &nbsp;&nbsp;274522 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Santander Bank <br>Polska SA<br>| 53494 | &nbsp;&nbsp;8392395 |
| \* | Selvita SA | 15027 | &nbsp;&nbsp;181748 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Stalexport Autostrady <br>SA<br>| 1083132 | &nbsp;&nbsp;860398 |
|  | Synektik SA | 34500 | &nbsp;&nbsp;2862997 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Tauron Polska Energia <br>SA<br>| 7222221 | &nbsp;&nbsp;22336183 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;TEN Square Games <br>SA<br>| 5858 | &nbsp;&nbsp;189115 |
| # | Text SA | 64197 | &nbsp;&nbsp;765440 |
|  | Torpol SA | 56565 | &nbsp;&nbsp;929960 |
| \* | Toya SA | 25778 | &nbsp;&nbsp;70979 |
|  | Unimot SA | 12347 | &nbsp;&nbsp;472447 |
| # | Votum SA | 22522 | &nbsp;&nbsp;303945 |
| # | Voxel SA | 2597 | &nbsp;&nbsp;100727 |
| #\* | VRG SA | 1259078 | &nbsp;&nbsp;1761074 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Warsaw Stock <br>Exchange<br>| 122584 | &nbsp;&nbsp;2453614 |
|  | Wawel SA | 149 | &nbsp;&nbsp;35224 |

---

------

**Emerging Markets Core Equity 2 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| POLAND — (Continued) | POLAND — (Continued) | POLAND — (Continued) |  |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Wirtualna Polska <br>Holding SA<br>| 29064 | &nbsp;&nbsp;$504297 |
| Ω | XTB SA | 428609 | &nbsp;&nbsp;10215079 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Zespol <br>Elektrocieplowni <br>Wroclawskich <br>Kogeneracja SA<br>| 15341 | &nbsp;&nbsp;336165 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Zespol Elektrowni <br>Patnow Adamow <br>Konin SA<br>| 92306 | &nbsp;&nbsp;506821 |
| TOTAL POLAND | TOTAL POLAND |  | &nbsp;&nbsp;465439804 |
| QATAR — (0.6%) | QATAR — (0.6%) | QATAR — (0.6%) |  |
|  | Aamal Co. | 11608411 | &nbsp;&nbsp;2740452 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Al Khaleej Takaful <br>Group QSC<br>| 1639835 | &nbsp;&nbsp;1059159 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Al Meera Consumer <br>Goods Co. QSC<br>| 606268 | &nbsp;&nbsp;2449794 |
|  | Al Rayan Bank | 12462818 | &nbsp;&nbsp;7785270 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Alijarah Holding Co. <br>QPSC<br>| 2630438 | &nbsp;&nbsp;515181 |
| \* | Baladna | 7568635 | &nbsp;&nbsp;2576267 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Barwa Real Estate <br>Co.<br>| 9808496 | &nbsp;&nbsp;7378096 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Commercial Bank <br>PSQC <br>| 5823246 | &nbsp;&nbsp;7611430 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Dlala Brokerage & <br>Investments Holding <br>Co. QSC<br>| 229851 | &nbsp;&nbsp;59282 |
|  | Doha Bank QPSC | 13816611 | &nbsp;&nbsp;10480102 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Doha Insurance Co. <br>QSC<br>| 724374 | &nbsp;&nbsp;545961 |
|  | Dukhan Bank | 162684 | &nbsp;&nbsp;159241 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Estithmar Holding <br>QPSC<br>| 5486142 | &nbsp;&nbsp;6071704 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Gulf International <br>Services QSC<br>| 9108593 | &nbsp;&nbsp;6982286 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Gulf Warehousing <br>Co.<br>| 2806317 | &nbsp;&nbsp;1930658 |
|  | Industries Qatar QSC | 681372 | &nbsp;&nbsp;2378312 |
|  | Lesha Bank LLC | 7155711 | &nbsp;&nbsp;3679999 |
|  | Mannai Corp. QSC | 969758 | &nbsp;&nbsp;1296871 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Mazaya Real Estate <br>Development <br>QPSC<br>| 4732656 | &nbsp;&nbsp;755686 |
|  | Medicare Group | 1456853 | &nbsp;&nbsp;2571552 |
|  | Meeza QSTP LLC | 30885 | &nbsp;&nbsp;28052 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Mesaieed <br>Petrochemical <br>Holding Co.<br>| 7363146 | &nbsp;&nbsp;2213219 |
|  | Nebras Energy | 1164072 | &nbsp;&nbsp;4896062 |
|  | Ooredoo QPSC | 3111870 | &nbsp;&nbsp;12236733 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Qatar Aluminum <br>Manufacturing Co.<br>| 15985116 | &nbsp;&nbsp;8318367 |
|  | Qatar Fuel QSC | 998858 | &nbsp;&nbsp;4253014 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Qatar Gas Transport <br>Co. Ltd.<br>| 10167302 | &nbsp;&nbsp;13391819 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| QATAR — (Continued) | QATAR — (Continued) | QATAR — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Qatar Industrial <br>Manufacturing Co. <br>QSC<br>| 877883 | &nbsp;&nbsp;$558427 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Qatar Insurance Co. <br>SAQ<br>| 3572709 | &nbsp;&nbsp;2151730 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Qatar International <br>Islamic Bank QSC<br>| 2041702 | &nbsp;&nbsp;6406856 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Qatar Islamic Bank <br>QPSC<br>| 1665417 | &nbsp;&nbsp;11437929 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Qatar Islamic <br>Insurance Group<br>| 307190 | &nbsp;&nbsp;734361 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Qatar National Bank <br>QPSC<br>| 13164893 | &nbsp;&nbsp;71727515 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Qatar National <br>Cement Co. QSC<br>| 1525481 | &nbsp;&nbsp;1198662 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Qatar Navigation <br>QSC<br>| 2477568 | &nbsp;&nbsp;7697097 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;QLM Life & Medical <br>Insurance Co. WLL<br>| 249576 | &nbsp;&nbsp;167703 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Salam International <br>Investment Ltd. <br>QSC<br>| 7736721 | &nbsp;&nbsp;1629480 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;United Development <br>Co. QSC<br>| 11581294 | &nbsp;&nbsp;3071238 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Vodafone Qatar <br>PQSC<br>| 17306239 | &nbsp;&nbsp;12123973 |
| \* | Widam Food Co. | 629827 | &nbsp;&nbsp;250909 |
|  | Zad Holding Co. | 102347 | &nbsp;&nbsp;408069 |
| TOTAL QATAR | TOTAL QATAR |  | &nbsp;&nbsp;233928518 |
| RUSSIA — (0.0%) | RUSSIA — (0.0%) | RUSSIA — (0.0%) |  |
| \*†† | &nbsp;&nbsp;&nbsp;&nbsp;Gazprom PJSC <br>(OGZD LI), <br>Sponsored ADR<br>| 4286740 | &nbsp;&nbsp;0 |
| \*†† | &nbsp;&nbsp;&nbsp;&nbsp;Gazprom PJSC <br>(OGZPY US), <br>Sponsored ADR<br>| 226212 | &nbsp;&nbsp;0 |
| \*†† | &nbsp;&nbsp;&nbsp;&nbsp;Magnitogorsk Iron & <br>Steel Works PJSC <br>(MMK LI), <br>Sponsored GDR<br>| 604821 | &nbsp;&nbsp;0 |
| \*†† | &nbsp;&nbsp;&nbsp;&nbsp;Mechel PJSC, <br>Sponsored ADR<br>| 137371 | &nbsp;&nbsp;0 |
| \*†† | PhosAgro PJSC | 1846 | &nbsp;&nbsp;0 |
| \*†† | &nbsp;&nbsp;&nbsp;&nbsp;Polyus PJSC (PLZL <br>LI), GDR<br>| 30972 | &nbsp;&nbsp;0 |
| \*†† | &nbsp;&nbsp;&nbsp;&nbsp;RusHydro PJSC <br>(HYDR LI), ADR<br>| 4493667 | &nbsp;&nbsp;0 |
| \*†† | &nbsp;&nbsp;&nbsp;&nbsp;RusHydro PJSC <br>(RSHYY US), ADR<br>| 556 | &nbsp;&nbsp;0 |
| \*†† | &nbsp;&nbsp;&nbsp;&nbsp;Sberbank of Russia <br>PJSC (SBER LI), <br>Sponsored ADR<br>| 3144384 | &nbsp;&nbsp;0 |
| \*†† | &nbsp;&nbsp;&nbsp;&nbsp;Severstal PAO <br>(SVJTY US), GDR<br>| 1124 | &nbsp;&nbsp;0 |

---

------

**Emerging Markets Core Equity 2 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| RUSSIA — (Continued) | RUSSIA — (Continued) | RUSSIA — (Continued) |  |
| \*†† | &nbsp;&nbsp;&nbsp;&nbsp;Severstal PAO (SVST <br>LI), GDR<br>| 284906 | &nbsp;&nbsp;$0 |
| \*†† | &nbsp;&nbsp;&nbsp;&nbsp;VTB Bank PJSC <br>(VTBR LI), GDR<br>| 7638337 | &nbsp;&nbsp;0 |
| SAUDI ARABIA — (2.7%) | SAUDI ARABIA — (2.7%) | SAUDI ARABIA — (2.7%) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Abdullah Al Othaim <br>Markets Co.<br>| 2693011 | &nbsp;&nbsp;4781770 |
| \* | ACWA Power Co. | 110661 | &nbsp;&nbsp;5522817 |
|  | Ades Holding Co. | 674451 | &nbsp;&nbsp;3455743 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Advanced <br>Petrochemical Co.<br>| 550055 | &nbsp;&nbsp;3805159 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Al Babtain Power & <br>Telecommunication <br>Co.<br>| 369351 | &nbsp;&nbsp;6893775 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Al Gassim Investment <br>Holding Co.<br>| 30055 | &nbsp;&nbsp;128860 |
|  | Al Hammadi Holding | 451802 | &nbsp;&nbsp;3345603 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Al Hassan Ghazi <br>Ibrahim Shaker Co.<br>| 269014 | &nbsp;&nbsp;1301827 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Al Jouf Agricultural <br>Development Co.<br>| 127101 | &nbsp;&nbsp;1693042 |
| \* | Al Jouf Cement Co. | 434518 | &nbsp;&nbsp;716923 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Al Khaleej Training & <br>Education Co.<br>| 198987 | &nbsp;&nbsp;1102616 |
|  | Al Rajhi Bank | 3883026 | &nbsp;&nbsp;110884832 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Al Rajhi Co. for <br>Co-operative <br>Insurance<br>| 70885 | &nbsp;&nbsp;1570347 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Al Taiseer Group <br>TALCO Industrial <br>Co.<br>| 7202 | &nbsp;&nbsp;67519 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Al Yamamah Steel <br>Industries Co.<br>| 238552 | &nbsp;&nbsp;2405708 |
|  | Alamar Foods | 71608 | &nbsp;&nbsp;838825 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Alandalus Property <br>Co.<br>| 298390 | &nbsp;&nbsp;1391059 |
|  | Alaseel Co. | 1374077 | &nbsp;&nbsp;1356667 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Al-Dawaa Medical <br>Services Co.<br>| 56175 | &nbsp;&nbsp;767334 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Aldrees Petroleum & <br>Transport Services <br>Co.<br>| 311860 | &nbsp;&nbsp;9930331 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Al-Etihad Cooperative <br>Insurance Co.<br>| 239623 | &nbsp;&nbsp;517984 |
|  | Alinma Bank | 2945494 | &nbsp;&nbsp;22373362 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;AlJazira Takaful <br>Ta'awuni Co.<br>| 211209 | &nbsp;&nbsp;686238 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;AlKhorayef Water & <br>Power Technologies <br>Co.<br>| 88192 | &nbsp;&nbsp;2909001 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Allianz Saudi Fransi <br>Cooperative <br>Insurance Co.<br>| 231815 | &nbsp;&nbsp;672448 |
|  | Almarai Co. JSC | 1680965 | &nbsp;&nbsp;19829346 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Almawarid Manpower <br>Co.<br>| 22041 | &nbsp;&nbsp;726671 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| SAUDI ARABIA — (Continued) | SAUDI ARABIA — (Continued) | SAUDI ARABIA — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Almunajem Foods <br>Co.<br>| 70815 | &nbsp;&nbsp;$1041022 |
|  | Alujain Corp. | 247530 | &nbsp;&nbsp;1724016 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Amlak International <br>Finance Co.<br>| 101109 | &nbsp;&nbsp;303003 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Anaam International <br>Holding Group Co.<br>| 51724 | &nbsp;&nbsp;167896 |
|  | Arab National Bank | 1740957 | &nbsp;&nbsp;10566301 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Arabia Insurance <br>Cooperative Co.<br>| 82362 | &nbsp;&nbsp;199639 |
|  | Arabian Cement Co. | 373759 | &nbsp;&nbsp;2173468 |
| Ω | Arabian Centres Co. | 782909 | &nbsp;&nbsp;4080177 |
|  | Arabian Drilling Co. | 193310 | &nbsp;&nbsp;5411163 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Arabian Internet & <br>Communications <br>Services Co.<br>| 99889 | &nbsp;&nbsp;6243150 |
|  | Arabian Pipes Co. | 649834 | &nbsp;&nbsp;901113 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Arabian Shield <br>Cooperative <br>Insurance Co.<br>| 222985 | &nbsp;&nbsp;705560 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Arriyadh Development <br>Co.<br>| 775674 | &nbsp;&nbsp;4486073 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;ARTEX Industrial <br>Investment Co.<br>| 248946 | &nbsp;&nbsp;717266 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Ash-Sharqiyah <br>Development Co.<br>| 15451 | &nbsp;&nbsp;58845 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Astra Industrial Group <br>Co.<br>| 225509 | &nbsp;&nbsp;9015457 |
|  | Ataa Educational Co. | 49555 | &nbsp;&nbsp;734839 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;BAAN Holding Group <br>Co.<br>| 1091966 | &nbsp;&nbsp;579011 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Banan Real Estate <br>Co.<br>| 40982 | &nbsp;&nbsp;43277 |
|  | Bank AlBilad | 2177037 | &nbsp;&nbsp;15414705 |
| \* | Bank Al-Jazira | 3500288 | &nbsp;&nbsp;11691376 |
|  | Banque Saudi Fransi | 1848474 | &nbsp;&nbsp;8897831 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Basic Chemical <br>Industries Ltd.<br>| 101099 | &nbsp;&nbsp;709514 |
| \* | Bawan Co. | 305235 | &nbsp;&nbsp;3965414 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;BinDawood Holding <br>Co.<br>| 1320267 | &nbsp;&nbsp;1736745 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Bupa Arabia for <br>Cooperative <br>Insurance Co.<br>| 226241 | &nbsp;&nbsp;9939061 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Catrion Catering <br>Holding Co.<br>| 292883 | &nbsp;&nbsp;6325667 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Chubb Arabia <br>Cooperative <br>Insurance Co.<br>| 134441 | &nbsp;&nbsp;826564 |
|  | City Cement Co. | 519091 | &nbsp;&nbsp;1873223 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Co. for Cooperative <br>Insurance <br>| 220850 | &nbsp;&nbsp;8058628 |
|  | Dallah Healthcare Co. | 138906 | &nbsp;&nbsp;4581275 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Dar Al Arkan Real <br>Estate Development <br>Co.<br>| 3272403 | &nbsp;&nbsp;16311967 |

---

------

**Emerging Markets Core Equity 2 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| SAUDI ARABIA — (Continued) | SAUDI ARABIA — (Continued) | SAUDI ARABIA — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Dr. Soliman Abdel <br>Kader Fakeeh <br>Hospital Co.<br>| 8987 | &nbsp;&nbsp;$84928 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Dr. Sulaiman Al Habib <br>Medical Services <br>Group Co.<br>| 225018 | &nbsp;&nbsp;15693165 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;East Pipes Integrated <br>Co. for Industry<br>| 73651 | &nbsp;&nbsp;2962274 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Eastern Province <br>Cement Co.<br>| 358776 | &nbsp;&nbsp;2345205 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Electrical Industries <br>Co.<br>| 4858252 | &nbsp;&nbsp;17686123 |
|  | Elm Co. | 16592 | &nbsp;&nbsp;3431712 |
| \* | Emaar Economic City | 1466076 | &nbsp;&nbsp;3850921 |
|  | Etihad Etisalat Co. | 2662404 | &nbsp;&nbsp;50101399 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Etihad GO Telecom <br>Co.<br>| 25028 | &nbsp;&nbsp;627006 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Fawaz Abdulaziz Al <br>Hokair & Co.<br>| 230387 | &nbsp;&nbsp;1058563 |
|  | First Milling Co. | 24216 | &nbsp;&nbsp;326309 |
|  | Fitaihi Holding Group | 1173695 | &nbsp;&nbsp;915221 |
|  | Gulf Insurance Group | 187083 | &nbsp;&nbsp;1205750 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Gulf Union <br>Cooperative <br>Insurance Co.<br>| 223809 | &nbsp;&nbsp;668350 |
| \* | Halwani Brothers Co. | 4130 | &nbsp;&nbsp;37291 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Herfy Food Services <br>Co.<br>| 173597 | &nbsp;&nbsp;734459 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Jamjoom <br>Pharmaceuticals <br>Factory Co.<br>| 43326 | &nbsp;&nbsp;1616220 |
|  | Jarir Marketing Co. | 2283415 | &nbsp;&nbsp;8686847 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Jazan Development & <br>Investment Co.<br>| 107290 | &nbsp;&nbsp;250842 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;L'Azurde Co. for <br>Jewelry<br>| 206645 | &nbsp;&nbsp;655402 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Leejam Sports Co. <br>JSC<br>| 164411 | &nbsp;&nbsp;4439861 |
| \* | Liva Insurance Co. | 46089 | &nbsp;&nbsp;143464 |
| \* | Lumi Rental Co. | 66191 | &nbsp;&nbsp;845590 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Maharah Human <br>Resources Co.<br>| 16624 | &nbsp;&nbsp;26361 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Malath Cooperative <br>Insurance Co.<br>| 122418 | &nbsp;&nbsp;323301 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Mediterranean & Gulf <br>Cooperative <br>Insurance & <br>Reinsurance Co.<br>| 366770 | &nbsp;&nbsp;1322748 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Methanol Chemicals <br>Co.<br>| 214553 | &nbsp;&nbsp;425852 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Middle East <br>Healthcare Co.<br>| 350998 | &nbsp;&nbsp;3323017 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Middle East Paper <br>Co.<br>| 321351 | &nbsp;&nbsp;1771531 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Middle East <br>Pharmaceutical Co.<br>| 4755 | &nbsp;&nbsp;141510 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| SAUDI ARABIA — (Continued) | SAUDI ARABIA — (Continued) | SAUDI ARABIA — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Middle East <br>Specialized Cables <br>Co.<br>| 170077 | &nbsp;&nbsp;$1034635 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Mobile <br>Telecommunications <br>Co. Saudi Arabia<br>| 5290605 | &nbsp;&nbsp;15609547 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Mouwasat Medical <br>Services Co.<br>| 279823 | &nbsp;&nbsp;5193968 |
|  | Nahdi Medical Co. | 128849 | &nbsp;&nbsp;3383197 |
| \* | Najran Cement Co. | 540460 | &nbsp;&nbsp;963708 |
| \* | Nama Chemicals Co. | 22181 | &nbsp;&nbsp;134467 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;National Agriculture <br>Development Co. <br>| 1104538 | &nbsp;&nbsp;5821056 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;National Co. for Glass <br>Industries <br>| 135051 | &nbsp;&nbsp;1322972 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;National Co. for <br>Learning & <br>Education<br>| 59359 | &nbsp;&nbsp;2040468 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;National Gas & <br>Industrialization Co.<br>| 93324 | &nbsp;&nbsp;2214120 |
| \* | National Gypsum | 104290 | &nbsp;&nbsp;429620 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;National <br>Industrialization Co.<br>| 2492816 | &nbsp;&nbsp;6196310 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;National Medical Care <br>Co.<br>| 97572 | &nbsp;&nbsp;4115213 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;National Metal <br>Manufacturing & <br>Casting Co.<br>| 29729 | &nbsp;&nbsp;110827 |
|  | Nayifat Finance Co. | 293493 | &nbsp;&nbsp;942565 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Northern Region <br>Cement Co.<br>| 647914 | &nbsp;&nbsp;1221807 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Perfect Presentation <br>For Commercial <br>Services Co.<br>| 395583 | &nbsp;&nbsp;817561 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Power & Water Utility <br>Co. for Jubail & <br>Yanbu<br>| 145133 | &nbsp;&nbsp;1255276 |
|  | Qassim Cement Co. | 329312 | &nbsp;&nbsp;3753782 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Rabigh Refining & <br>Petrochemical Co.<br>| 1573705 | &nbsp;&nbsp;2986218 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Rasan Information <br>Technology Co.<br>| 3282 | &nbsp;&nbsp;122313 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Red Sea International <br>Co.<br>| 30449 | &nbsp;&nbsp;219720 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Retal Urban <br>Development Co.<br>| 1157360 | &nbsp;&nbsp;3934088 |
|  | Riyad Bank | 3591307 | &nbsp;&nbsp;26951523 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Riyadh Cables Group <br>Co.<br>| 114535 | &nbsp;&nbsp;3986372 |
|  | Riyadh Cement Co. | 224747 | &nbsp;&nbsp;1485604 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;SABIC Agri-Nutrients <br>Co.<br>| 717769 | &nbsp;&nbsp;23913944 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sahara International <br>Petrochemical Co.<br>| 1313196 | &nbsp;&nbsp;5365564 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;SAL Saudi Logistics <br>Services<br>| 61370 | &nbsp;&nbsp;2949907 |

---

------

**Emerging Markets Core Equity 2 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| SAUDI ARABIA — (Continued) | SAUDI ARABIA — (Continued) | SAUDI ARABIA — (Continued) |  |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Saudi Arabian Amiantit <br>Co.<br>| 176756 | &nbsp;&nbsp;$752815 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Saudi Arabian <br>Cooperative <br>Insurance Co.<br>| 32131 | &nbsp;&nbsp;97452 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Saudi Arabian Mining <br>Co.<br>| 1615221 | &nbsp;&nbsp;32817970 |
| Ω | Saudi Arabian Oil Co. | 8279408 | &nbsp;&nbsp;56914505 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Saudi Aramco Base <br>Oil Co.<br>| 175520 | &nbsp;&nbsp;4892774 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Saudi Automotive <br>Services Co.<br>| 283754 | &nbsp;&nbsp;3875345 |
|  | Saudi Awwal Bank | 2391467 | &nbsp;&nbsp;22723671 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Saudi Basic Industries <br>Corp.<br>| 1085982 | &nbsp;&nbsp;16458785 |
|  | Saudi Cement Co. | 574370 | &nbsp;&nbsp;5517177 |
|  | Saudi Ceramic Co. | 483377 | &nbsp;&nbsp;3581480 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Saudi Chemical Co. <br>Holding<br>| 2763409 | &nbsp;&nbsp;5630508 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Saudi Co. For <br>Hardware CJSC<br>| 11799 | &nbsp;&nbsp;81441 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Saudi Darb <br>Investment Co.<br>| 288474 | &nbsp;&nbsp;182144 |
|  | Saudi Electricity Co. | 1215774 | &nbsp;&nbsp;4667309 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Saudi Ground <br>Services Co.<br>| 35144 | &nbsp;&nbsp;347346 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Saudi Industrial <br>Investment Group<br>| 997803 | &nbsp;&nbsp;3329212 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Saudi Investment <br>Bank <br>| 1576654 | &nbsp;&nbsp;5884400 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Saudi Kayan <br>Petrochemical Co.<br>| 4973977 | &nbsp;&nbsp;6498597 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Saudi Manpower <br>Solutions Co.<br>| 14034 | &nbsp;&nbsp;22084 |
| \* | Saudi Marketing Co. | 138051 | &nbsp;&nbsp;516766 |
|  | Saudi National Bank  | 4959856 | &nbsp;&nbsp;59296937 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Saudi Paper <br>Manufacturing Co.<br>| 124577 | &nbsp;&nbsp;1875354 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Saudi Pharmaceutical <br>Industries & Medical <br>Appliances Corp.<br>| 317520 | &nbsp;&nbsp;2336425 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Saudi Printing & <br>Packaging Co.<br>| 128264 | &nbsp;&nbsp;284112 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Saudi Public Transport <br>Co.<br>| 554215 | &nbsp;&nbsp;1482800 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Saudi Real Estate <br>Co.<br>| 873373 | &nbsp;&nbsp;3374482 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Saudi Reinsurance <br>Co.<br>| 606172 | &nbsp;&nbsp;4510625 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Saudi Research & <br>Media Group<br>| 182352 | &nbsp;&nbsp;5820275 |
|  | Saudi Steel Pipe Co. | 141601 | &nbsp;&nbsp;1528320 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Saudi Tadawul Group <br>Holding Co.<br>| 25694 | &nbsp;&nbsp;1100169 |
|  | Saudi Telecom Co. | 6083659 | &nbsp;&nbsp;72217790 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Saudia Dairy & <br>Foodstuff Co.<br>| 88666 | &nbsp;&nbsp;5726389 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| SAUDI ARABIA — (Continued) | SAUDI ARABIA — (Continued) | SAUDI ARABIA — (Continued) |  |
| \* | Savola Group  | 785383 | &nbsp;&nbsp;$5003428 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Scientific & Medical <br>Equipment House <br>Co.<br>| 76128 | &nbsp;&nbsp;661153 |
| \* | Seera Group Holding | 1283978 | &nbsp;&nbsp;9169267 |
| \* | Shams | 145491 | &nbsp;&nbsp;527845 |
| \* | SHL Finance Co. | 109122 | &nbsp;&nbsp;474731 |
| \* | Sinad Holding Co. | 546281 | &nbsp;&nbsp;1305872 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Southern Province <br>Cement Co.<br>| 372290 | &nbsp;&nbsp;2275492 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sumou Real Estate <br>Co.<br>| 7012 | &nbsp;&nbsp;61719 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sustained <br>Infrastructure <br>Holding Co.<br>| 403393 | &nbsp;&nbsp;3081593 |
|  | Tabuk Cement Co. | 291642 | &nbsp;&nbsp;699301 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Takween Advanced <br>Industries Co.<br>| 204668 | &nbsp;&nbsp;343641 |
|  | Tanmiah Food Co. | 52928 | &nbsp;&nbsp;847906 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Theeb Rent A Car <br>Co.<br>| 201785 | &nbsp;&nbsp;1904258 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Umm Al-Qura Cement <br>Co.<br>| 286201 | &nbsp;&nbsp;990240 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;United Electronics <br>Co.<br>| 268590 | &nbsp;&nbsp;6293860 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;United International <br>Transportation Co.<br>| 362376 | &nbsp;&nbsp;5850739 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;United Wire Factories <br>Co.<br>| 84785 | &nbsp;&nbsp;452091 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Wafrah for Industry & <br>Development<br>| 29097 | &nbsp;&nbsp;175748 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Walaa Cooperative <br>Insurance Co.<br>| 457230 | &nbsp;&nbsp;1374359 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Wataniya Insurance <br>Co.<br>| 136124 | &nbsp;&nbsp;490753 |
|  | Yamama Cement Co. | 795912 | &nbsp;&nbsp;5706525 |
|  | Yanbu Cement Co. | 552214 | &nbsp;&nbsp;2296029 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Yanbu National <br>Petrochemical Co.<br>| 286039 | &nbsp;&nbsp;2060272 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Zahrat Al Waha For <br>Trading Co.<br>| 260213 | &nbsp;&nbsp;178763 |
| TOTAL SAUDI ARABIA | TOTAL SAUDI ARABIA |  | &nbsp;&nbsp;989907671 |
| SOUTH AFRICA — (3.4%) | SOUTH AFRICA — (3.4%) | SOUTH AFRICA — (3.4%) |  |
|  | Absa Group Ltd. | 2977304 | &nbsp;&nbsp;46915044 |
|  | Advtech Ltd. | 4509029 | &nbsp;&nbsp;10972804 |
|  | AECI Ltd. | 849910 | &nbsp;&nbsp;4986251 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;African Rainbow <br>Minerals Ltd.<br>| 846517 | &nbsp;&nbsp;12387812 |
| # | Afrimat Ltd. | 554364 | &nbsp;&nbsp;1459095 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Alexander Forbes <br>Group Holdings <br>Ltd.<br>| 1456217 | &nbsp;&nbsp;774347 |
|  | Altron Ltd., Class A | 416751 | &nbsp;&nbsp;499108 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Anglogold Ashanti <br>PLC (AU US)<br>| 501755 | &nbsp;&nbsp;46597987 |

---

------

**Emerging Markets Core Equity 2 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| SOUTH AFRICA — (Continued) | SOUTH AFRICA — (Continued) | SOUTH AFRICA — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Aspen Pharmacare <br>Holdings Ltd.<br>| 945638 | &nbsp;&nbsp;$6291554 |
|  | Astral Foods Ltd. | 335750 | &nbsp;&nbsp;5705707 |
|  | AVI Ltd. | 2512648 | &nbsp;&nbsp;16609443 |
|  | Bid Corp. Ltd. | 630249 | &nbsp;&nbsp;15745238 |
|  | Bidvest Group Ltd. | 1135480 | &nbsp;&nbsp;16430026 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Blu Label Unlimited <br>Group Ltd.<br>| 4001013 | &nbsp;&nbsp;2383483 |
| \* | Brait PLC | 14022515 | &nbsp;&nbsp;1916055 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Capitec Bank <br>Holdings Ltd.<br>| 111645 | &nbsp;&nbsp;29975969 |
|  | Cashbuild Ltd. | 138478 | &nbsp;&nbsp;1225696 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Caxton & CTP <br>Publishers & <br>Printers Ltd.<br>| 47312 | &nbsp;&nbsp;39575 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;City Lodge Hotels <br>Ltd.<br>| 1661297 | &nbsp;&nbsp;506518 |
| # | Clicks Group Ltd. | 972762 | &nbsp;&nbsp;19379938 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Coronation Fund <br>Managers Ltd.<br>| 1444004 | &nbsp;&nbsp;4534139 |
|  | DataTec Ltd. | 3963045 | &nbsp;&nbsp;18770914 |
| #Ω | &nbsp;&nbsp;&nbsp;&nbsp;Dis-Chem Pharmacies <br>Ltd.<br>| 2466803 | &nbsp;&nbsp;5543152 |
|  | Discovery Ltd. | 1323431 | &nbsp;&nbsp;19296586 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;DRDGOLD Ltd. (DRD <br>SJ)<br>| 1480774 | &nbsp;&nbsp;4623757 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;DRDGOLD Ltd. (DRD <br>US), Sponsored <br>ADR<br>| 60337 | &nbsp;&nbsp;1919923 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;EPE Capital Partners <br>Ltd.<br>| 27949 | &nbsp;&nbsp;13008 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Exxaro Resources <br>Ltd.<br>| 1299073 | &nbsp;&nbsp;14808701 |
|  | Famous Brands Ltd. | 462837 | &nbsp;&nbsp;1667548 |
|  | FirstRand Ltd. | 9473227 | &nbsp;&nbsp;54033917 |
|  | Foschini Group Ltd. | 2926995 | &nbsp;&nbsp;15344978 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Gold Fields Ltd. (GFI <br>US), Sponsored <br>ADR<br>| 1912086 | &nbsp;&nbsp;95833750 |
|  | Grindrod Ltd. | 4643310 | &nbsp;&nbsp;4941942 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Harmony Gold Mining <br>Co. Ltd. (HAR SJ)<br>| 523877 | &nbsp;&nbsp;11131635 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Harmony Gold Mining <br>Co. Ltd. (HMY US), <br>Sponsored ADR<br>| 2360836 | &nbsp;&nbsp;50380240 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hudaco Industries <br>Ltd.<br>| 251026 | &nbsp;&nbsp;3155044 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Impala Platinum <br>Holdings Ltd.<br>| 2500788 | &nbsp;&nbsp;46612794 |
| # | Investec Ltd. | 1112953 | &nbsp;&nbsp;9022750 |
| \* | iOCO Ltd. | 330362 | &nbsp;&nbsp;91800 |
|  | Italtile Ltd. | 1042431 | &nbsp;&nbsp;649195 |
|  | JSE Ltd. | 517839 | &nbsp;&nbsp;4738221 |
| \* | KAP Ltd. | 16081858 | &nbsp;&nbsp;2209412 |
|  | Kumba Iron Ore Ltd. | 252974 | &nbsp;&nbsp;5611592 |
|  | Lewis Group Ltd. | 997711 | &nbsp;&nbsp;5927813 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| SOUTH AFRICA — (Continued) | SOUTH AFRICA — (Continued) | SOUTH AFRICA — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Life Healthcare Group <br>Holdings Ltd.<br>| 8309700 | &nbsp;&nbsp;$5723791 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Merafe Resources <br>Ltd.<br>| 7904412 | &nbsp;&nbsp;555594 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Metair Investments <br>Ltd.<br>| 1692660 | &nbsp;&nbsp;486604 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Momentum Group <br>Ltd.<br>| 12938196 | &nbsp;&nbsp;30128533 |
|  | Motus Holdings Ltd. | 1550752 | &nbsp;&nbsp;12167452 |
|  | Mpact Ltd. | 1397429 | &nbsp;&nbsp;1919269 |
|  | Mr. Price Group Ltd. | 1644895 | &nbsp;&nbsp;18062851 |
|  | MTN Group Ltd. | 6440904 | &nbsp;&nbsp;71523496 |
| \* | Nampak Ltd. | 2816 | &nbsp;&nbsp;90632 |
|  | Naspers Ltd., Class N | 377500 | &nbsp;&nbsp;23112530 |
|  | Nedbank Group Ltd. | 1649580 | &nbsp;&nbsp;27013775 |
|  | NEPI Rockcastle NV | 1494023 | &nbsp;&nbsp;13605506 |
|  | Netcare Ltd. | 9808852 | &nbsp;&nbsp;9409869 |
| # | Ninety One Ltd. | 1469152 | &nbsp;&nbsp;5042626 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Northam Platinum <br>Holdings Ltd.<br>| 1118912 | &nbsp;&nbsp;26658571 |
| #\* | Nutun Ltd. | 2943568 | &nbsp;&nbsp;217989 |
|  | Oceana Group Ltd. | 662849 | &nbsp;&nbsp;2214039 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Old Mutual Ltd. (OMU <br>SJ)<br>| 23213024 | &nbsp;&nbsp;22278296 |
|  | Omnia Holdings Ltd. | 1429073 | &nbsp;&nbsp;7458225 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;OUTsurance Group <br>Ltd.<br>| 1940283 | &nbsp;&nbsp;8563785 |
| Ω | Pepkor Holdings Ltd. | 9990205 | &nbsp;&nbsp;16323739 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Pick n Pay Stores <br>Ltd.<br>| 3838496 | &nbsp;&nbsp;5675941 |
|  | PPC Ltd. | 9351724 | &nbsp;&nbsp;3558888 |
|  | Premier Group Ltd. | 9961 | &nbsp;&nbsp;109374 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;PSG Financial <br>Services Ltd.<br>| 2573723 | &nbsp;&nbsp;4338916 |
|  | Rainbow Chicken | 234589 | &nbsp;&nbsp;82998 |
|  | Raubex Group Ltd. | 1734622 | &nbsp;&nbsp;5563006 |
|  | RCL Foods Ltd. | 234589 | &nbsp;&nbsp;141030 |
|  | Reunert Ltd. | 1326742 | &nbsp;&nbsp;5068014 |
|  | RFG Holdings Ltd. | 538736 | &nbsp;&nbsp;859560 |
|  | Sanlam Ltd. | 3040379 | &nbsp;&nbsp;19046866 |
|  | Santam Ltd. | 282456 | &nbsp;&nbsp;7516183 |
| # | Sappi Ltd. | 4913332 | &nbsp;&nbsp;5425601 |
| \* | Sasol Ltd. (SOL SJ) | 1226575 | &nbsp;&nbsp;8663644 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Sasol Ltd. (SSL US), <br>Sponsored ADR<br>| 508321 | &nbsp;&nbsp;3619246 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shoprite Holdings <br>Ltd.<br>| 1309526 | &nbsp;&nbsp;21605868 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Sibanye Stillwater Ltd. <br>(SBSW US), ADR<br>| 851118 | &nbsp;&nbsp;14366877 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Sibanye Stillwater Ltd. <br>(SSW SJ)<br>| 11184838 | &nbsp;&nbsp;48680965 |
|  | Southern Sun Ltd. | 1737497 | &nbsp;&nbsp;1084556 |
| \* | SPAR Group Ltd.  | 1111225 | &nbsp;&nbsp;6112551 |
|  | Spur Corp. Ltd. | 559689 | &nbsp;&nbsp;1410510 |
|  | Stadio Holdings Ltd. | 220213 | &nbsp;&nbsp;166194 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Standard Bank Group <br>Ltd.<br>| 3058216 | &nbsp;&nbsp;56203785 |
|  | Sun International Ltd. | 1325758 | &nbsp;&nbsp;3544746 |

---

------

**Emerging Markets Core Equity 2 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| SOUTH AFRICA — (Continued) | SOUTH AFRICA — (Continued) | SOUTH AFRICA — (Continued) |  |
| # | Super Group Ltd. | 2671663 | &nbsp;&nbsp;$2866705 |
|  | Telkom SA SOC Ltd. | 2692218 | &nbsp;&nbsp;9797862 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Thungela Resources <br>Ltd. (TGA SJ)<br>| 728436 | &nbsp;&nbsp;4468123 |
|  | Tiger Brands Ltd. | 745036 | &nbsp;&nbsp;15489485 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Truworths <br>International Ltd.<br>| 2405542 | &nbsp;&nbsp;8928344 |
|  | Tsogo Sun Ltd. | 2962927 | &nbsp;&nbsp;1460825 |
|  | Valterra Platinum Ltd. | 171760 | &nbsp;&nbsp;15432314 |
| # | Vodacom Group Ltd. | 1561780 | &nbsp;&nbsp;14406423 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;We Buy Cars <br>Holdings Ltd.<br>| 696881 | &nbsp;&nbsp;1970914 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Wilson Bayly <br>Holmes-Ovcon Ltd.<br>| 417572 | &nbsp;&nbsp;4475825 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Woolworths Holdings <br>Ltd.<br>| 3595717 | &nbsp;&nbsp;12071833 |
|  | Zeda Ltd. | 1932689 | &nbsp;&nbsp;1645598 |
| TOTAL SOUTH AFRICA | TOTAL SOUTH AFRICA |  | &nbsp;&nbsp;1240081203 |
| SOUTH KOREA — (14.2%) | SOUTH KOREA — (14.2%) | SOUTH KOREA — (14.2%) |  |
| \* | 3S Korea Co. Ltd. | 87684 | &nbsp;&nbsp;88956 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;ABco Electronics Co. <br>Ltd.<br>| 30323 | &nbsp;&nbsp;178195 |
| \* | ABLBio, Inc. | 13797 | &nbsp;&nbsp;1882706 |
| # | Able C&C Co. Ltd. | 14696 | &nbsp;&nbsp;107962 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;ABOV Semiconductor <br>Co. Ltd.<br>| 33582 | &nbsp;&nbsp;305038 |
| \* | Abpro Bio Co. Ltd. | 780310 | &nbsp;&nbsp;102630 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;ADTechnology Co. <br>Ltd.<br>| 26899 | &nbsp;&nbsp;711845 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Advanced Nano <br>Products Co. Ltd.<br>| 12078 | &nbsp;&nbsp;575454 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Advanced Process <br>Systems Corp.<br>| 73861 | &nbsp;&nbsp;1096395 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Aekyung Chemical <br>Co. Ltd.<br>| 108169 | &nbsp;&nbsp;698812 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Aekyung Industrial Co. <br>Ltd.<br>| 55179 | &nbsp;&nbsp;481401 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;AeroSpace <br>Technology of <br>Korea, Inc.<br>| 358657 | &nbsp;&nbsp;151881 |
| #\* | Agabang & Co. | 125984 | &nbsp;&nbsp;402070 |
| # | Ahnlab, Inc. | 27254 | &nbsp;&nbsp;1257758 |
| \* | Air Busan Co. Ltd. | 333385 | &nbsp;&nbsp;417554 |
|  | AJ Networks Co. Ltd. | 37041 | &nbsp;&nbsp;135726 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Ajin Industrial Co. <br>Ltd.<br>| 283426 | &nbsp;&nbsp;682314 |
|  | AK Holdings, Inc. | 25570 | &nbsp;&nbsp;137860 |
| #\* | Alteogen, Inc. | 53291 | &nbsp;&nbsp;15239547 |
| #\* | ALUKO Co. Ltd. | 401243 | &nbsp;&nbsp;636959 |
| #\* | Amicogen, Inc. | 89576 | &nbsp;&nbsp;102203 |
| \* | Aminologics Co. Ltd. | 122330 | &nbsp;&nbsp;130124 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Amo Greentech Co. <br>Ltd.<br>| 45108 | &nbsp;&nbsp;224078 |
|  | Amorepacific Corp. | 54656 | &nbsp;&nbsp;5260983 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Amorepacific Holdings <br>Corp.<br>| 115040 | &nbsp;&nbsp;2286826 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) |  |
| \* | Amotech Co. Ltd. | 20185 | &nbsp;&nbsp;$138780 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Anam Electronics Co. <br>Ltd.<br>| 169539 | &nbsp;&nbsp;161986 |
| #\* | Ananti, Inc. | 386500 | &nbsp;&nbsp;2249492 |
| \* | Anapass, Inc. | 25811 | &nbsp;&nbsp;317567 |
|  | ANIPLUS, Inc. | 10515 | &nbsp;&nbsp;21964 |
| #\* | Anterogen Co. Ltd. | 20305 | &nbsp;&nbsp;604074 |
| #\* | Apact Co. Ltd. | 22695 | &nbsp;&nbsp;135756 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Aplus Asset Advisor <br>Co. Ltd.<br>| 32075 | &nbsp;&nbsp;274032 |
| \* | Aprogen, Inc. | 694573 | &nbsp;&nbsp;354329 |
| \* | APS, Inc. | 61766 | &nbsp;&nbsp;187868 |
|  | Asia Cement Co. Ltd. | 136795 | &nbsp;&nbsp;1189109 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;ASIA Holdings Co. <br>Ltd.<br>| 6687 | &nbsp;&nbsp;1340017 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Asia Pacific Satellite, <br>Inc.<br>| 20034 | &nbsp;&nbsp;279890 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Asia Paper <br>Manufacturing Co. <br>Ltd.<br>| 209894 | &nbsp;&nbsp;1134315 |
| \* | Asiana Airlines, Inc. | 65155 | &nbsp;&nbsp;344748 |
| #\* | Atec Co. Ltd. | 28831 | &nbsp;&nbsp;201798 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Atinum Investment <br>Co. Ltd.<br>| 241130 | &nbsp;&nbsp;549066 |
| #\* | ATON, Inc. | 45833 | &nbsp;&nbsp;236584 |
| # | Avaco Co. Ltd. | 43523 | &nbsp;&nbsp;460521 |
| # | Avatec Co. Ltd. | 20074 | &nbsp;&nbsp;131046 |
|  | Baiksan Co. Ltd. | 100615 | &nbsp;&nbsp;885903 |
| # | BGF Co. Ltd. | 229686 | &nbsp;&nbsp;642424 |
| # | BGF retail Co. Ltd. | 36519 | &nbsp;&nbsp;3075461 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;BGFecomaterials Co. <br>Ltd.<br>| 60828 | &nbsp;&nbsp;178210 |
| #\* | BH Co. Ltd. | 203920 | &nbsp;&nbsp;2579769 |
| \* | BHI Co. Ltd. | 83532 | &nbsp;&nbsp;4128438 |
|  | Binggrae Co. Ltd. | 44671 | &nbsp;&nbsp;2315323 |
| \* | Bio Fund&C Co. Ltd. | 6938 | &nbsp;&nbsp;75842 |
| # | Bio Plus Co. Ltd. | 234288 | &nbsp;&nbsp;887201 |
| #\* | Biodyne Co. Ltd. | 76846 | &nbsp;&nbsp;731389 |
| \* | Bioneer Corp. | 57061 | &nbsp;&nbsp;536031 |
| # | BioNote, Inc. | 71274 | &nbsp;&nbsp;289205 |
| #\* | BioSmart Co. Ltd. | 36164 | &nbsp;&nbsp;109550 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;BIT Computer Co. <br>Ltd.<br>| 32598 | &nbsp;&nbsp;114016 |
| #\* | BNC Korea Co. Ltd. | 215346 | &nbsp;&nbsp;732694 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;BNK Financial Group, <br>Inc.<br>| 981017 | &nbsp;&nbsp;11304368 |
| # | Boditech Med, Inc. | 83416 | &nbsp;&nbsp;753262 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Bohae Brewery Co. <br>Ltd.<br>| 405514 | &nbsp;&nbsp;115562 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Bookook Securities <br>Co. Ltd.<br>| 9766 | &nbsp;&nbsp;487298 |
| # | Boryung | 194681 | &nbsp;&nbsp;1248907 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Bosung Power <br>Technology Co. <br>Ltd.<br>| 113423 | &nbsp;&nbsp;615885 |
| \*†† | &nbsp;&nbsp;&nbsp;&nbsp;Bucket Studio Co. <br>Ltd.<br>| 176492 | &nbsp;&nbsp;26485 |

---

------

**Emerging Markets Core Equity 2 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) |  |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Bukwang <br>Pharmaceutical Co. <br>Ltd.<br>| 195628 | &nbsp;&nbsp;$545385 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Bumhan Fuel Cell Co. <br>Ltd.<br>| 5061 | &nbsp;&nbsp;109022 |
| \* | BYC Co. Ltd. | 7010 | &nbsp;&nbsp;202844 |
| # | Byucksan Corp. | 272641 | &nbsp;&nbsp;319976 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;C&C International Co. <br>Ltd.<br>| 2608 | &nbsp;&nbsp;68702 |
| # | C&G Hi Tech Co. Ltd. | 27537 | &nbsp;&nbsp;342235 |
| #\* | Cafe24 Corp. | 81934 | &nbsp;&nbsp;2150738 |
| \* | CammSys Corp. | 232126 | &nbsp;&nbsp;89636 |
| # | Cape Industries Ltd. | 123700 | &nbsp;&nbsp;1017280 |
| # | Caregen Co. Ltd. | 69610 | &nbsp;&nbsp;6064324 |
| \* | Cellid Co. Ltd. | 17063 | &nbsp;&nbsp;36797 |
| # | Celltrion Pharm, Inc. | 37057 | &nbsp;&nbsp;1873791 |
|  | Celltrion, Inc. | 96287 | &nbsp;&nbsp;14013220 |
| #\* | CG Invites Co. Ltd. | 122602 | &nbsp;&nbsp;105711 |
| #\* | Chabiotech Co. Ltd. | 20676 | &nbsp;&nbsp;313578 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Changhae Ethanol <br>Co. Ltd.<br>| 22808 | &nbsp;&nbsp;153812 |
| #\* | Cheil Electric Co. Ltd. | 24682 | &nbsp;&nbsp;174950 |
| # | Cheil Worldwide, Inc. | 400842 | &nbsp;&nbsp;6104908 |
| #\* | Chemtronics Co. Ltd. | 80307 | &nbsp;&nbsp;1944177 |
| #\* | Chemtros Co. Ltd. | 49361 | &nbsp;&nbsp;230311 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Cheryong Electric Co. <br>Ltd.<br>| 60381 | &nbsp;&nbsp;2034634 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Chinyang Holdings <br>Corp.<br>| 117186 | &nbsp;&nbsp;239037 |
| # | Chips&Media, Inc. | 41918 | &nbsp;&nbsp;541070 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Choil Aluminum Co. <br>Ltd.<br>| 381846 | &nbsp;&nbsp;353109 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Chong Kun Dang <br>Pharmaceutical <br>Corp.<br>| 43999 | &nbsp;&nbsp;2608287 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Chongkundang <br>Holdings Corp.<br>| 17073 | &nbsp;&nbsp;591731 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Choong Ang Vaccine <br>Laboratory<br>| 20312 | &nbsp;&nbsp;134682 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Chorokbaem Media <br>Co. Ltd.<br>| 85628 | &nbsp;&nbsp;276957 |
| #\* | Chunbo Co. Ltd. | 14916 | &nbsp;&nbsp;606427 |
| \* | CJ Bioscience, Inc. | 9604 | &nbsp;&nbsp;59319 |
| #\* | CJ CGV Co. Ltd. | 577926 | &nbsp;&nbsp;2424095 |
|  | CJ CheilJedang Corp. | 49439 | &nbsp;&nbsp;7311353 |
|  | CJ Corp. | 77620 | &nbsp;&nbsp;11722876 |
| \* | CJ ENM Co. Ltd. | 97637 | &nbsp;&nbsp;5058131 |
| # | CJ Freshway Corp. | 58587 | &nbsp;&nbsp;1136940 |
|  | CJ Logistics Corp. | 58313 | &nbsp;&nbsp;4195055 |
| #\* | CJ Seafood Corp. | 72243 | &nbsp;&nbsp;142544 |
| # | Classys, Inc. | 64487 | &nbsp;&nbsp;3317333 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;CLIO Cosmetics Co. <br>Ltd.<br>| 31118 | &nbsp;&nbsp;286329 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;CMG Pharmaceutical <br>Co. Ltd.<br>| 371544 | &nbsp;&nbsp;520055 |
| #\* | CoAsia Corp. | 29968 | &nbsp;&nbsp;123184 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Com2uS Holdings <br>Corp.<br>| 27423 | &nbsp;&nbsp;429803 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) |  |
| # | Com2uSCorp | 54181 | &nbsp;&nbsp;$1383914 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;ContentreeJoongAng <br>Corp.<br>| 22780 | &nbsp;&nbsp;112293 |
| # | Coocon Corp. | 16349 | &nbsp;&nbsp;376494 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Coreana Cosmetics <br>Co. Ltd.<br>| 51965 | &nbsp;&nbsp;79173 |
| \* | Corentec Co. Ltd. | 3219 | &nbsp;&nbsp;14853 |
| # | Cosmax, Inc. | 51466 | &nbsp;&nbsp;7219846 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Cosmecca Korea Co. <br>Ltd.<br>| 36441 | &nbsp;&nbsp;2436495 |
| #\* | CosmoAM&T Co. Ltd. | 22842 | &nbsp;&nbsp;803441 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Cosmochemical Co. <br>Ltd.<br>| 60851 | &nbsp;&nbsp;697928 |
| # | Coway Co. Ltd. | 86629 | &nbsp;&nbsp;5012367 |
| # | Cowintech Co. Ltd. | 44429 | &nbsp;&nbsp;572874 |
|  | CR Holdings Co. Ltd. | 100156 | &nbsp;&nbsp;328514 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Creative & Innovative <br>System<br>| 293447 | &nbsp;&nbsp;2693621 |
| # | Creverse, Inc. | 31119 | &nbsp;&nbsp;269889 |
| \* | CS Bearing Co. Ltd. | 3879 | &nbsp;&nbsp;16015 |
| # | CS Wind Corp. | 106880 | &nbsp;&nbsp;3012656 |
| #\* | CTC BIO, Inc. | 33326 | &nbsp;&nbsp;98860 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Cube Entertainment, <br>Inc.<br>| 30698 | &nbsp;&nbsp;280176 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Cuckoo Holdings Co. <br>Ltd.<br>| 56781 | &nbsp;&nbsp;1068946 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Cuckoo Homesys Co. <br>Ltd.<br>| 63202 | &nbsp;&nbsp;1033713 |
| #\* | Curexo, Inc. | 37298 | &nbsp;&nbsp;512943 |
| \* | Cymechs, Inc. | 27709 | &nbsp;&nbsp;345763 |
| # | D.I Corp. | 104038 | &nbsp;&nbsp;2459432 |
| \*†† | &nbsp;&nbsp;&nbsp;&nbsp;DA Technology Co. <br>Ltd.<br>| 544765 | &nbsp;&nbsp;14382 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Dae Hwa <br>Pharmaceutical Co. <br>Ltd.<br>| 33963 | &nbsp;&nbsp;389090 |
| \* | Dae Hyun Co. Ltd. | 41603 | &nbsp;&nbsp;47857 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Dae Won Kang Up <br>Co. Ltd.<br>| 263419 | &nbsp;&nbsp;763476 |
| #\* | Daea TI Co. Ltd. | 167560 | &nbsp;&nbsp;489726 |
| # | Daebongls Co. Ltd. | 34782 | &nbsp;&nbsp;291489 |
| #\* | Daechang Co. Ltd. | 277674 | &nbsp;&nbsp;272618 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Daechang Forging Co. <br>Ltd.<br>| 61541 | &nbsp;&nbsp;285643 |
| # | Daedong Corp. | 138130 | &nbsp;&nbsp;944879 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Daedong Gear Co. <br>Ltd.<br>| 19565 | &nbsp;&nbsp;237760 |
| # | Daeduck Co. Ltd. | 156659 | &nbsp;&nbsp;1193782 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Daeduck Electronics <br>Co. Ltd.<br>| 177789 | &nbsp;&nbsp;7725642 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Daehan Flour Mill Co. <br>Ltd.<br>| 6674 | &nbsp;&nbsp;671497 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Daehan New Pharm <br>Co. Ltd.<br>| 27837 | &nbsp;&nbsp;127383 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Daehan Steel Co. <br>Ltd.<br>| 147289 | &nbsp;&nbsp;1073411 |
| \* | Daeho AL Co. Ltd. | 44252 | &nbsp;&nbsp;42664 |
| #\* | Dae-Il Corp. | 175524 | &nbsp;&nbsp;1360680 |

---

------

**Emerging Markets Core Equity 2 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) |  |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Daejoo Electronic <br>Materials Co. Ltd.<br>| 31703 | &nbsp;&nbsp;$1659753 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;DaeMyoung Energy <br>Co. Ltd.<br>| 5436 | &nbsp;&nbsp;66329 |
| # | Daesang Corp. | 176173 | &nbsp;&nbsp;2651891 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Daesang Holdings Co. <br>Ltd.<br>| 126994 | &nbsp;&nbsp;853028 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Daesung Energy Co. <br>Ltd.<br>| 48721 | &nbsp;&nbsp;278563 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Daesung Industrial <br>Co. Ltd.<br>| 31289 | &nbsp;&nbsp;159772 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Daesung Private <br>Equity, Inc.<br>| 23583 | &nbsp;&nbsp;27340 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Daewon Cable Co. <br>Ltd.<br>| 258520 | &nbsp;&nbsp;665972 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Daewon Media Co. <br>Ltd.<br>| 40281 | &nbsp;&nbsp;209851 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Daewon <br>Pharmaceutical Co. <br>Ltd.<br>| 99245 | &nbsp;&nbsp;797693 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Daewon San Up Co. <br>Ltd.<br>| 82221 | &nbsp;&nbsp;740555 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Daewoo Engineering <br>& Construction Co. <br>Ltd.<br>| 1315612 | &nbsp;&nbsp;4518533 |
| # | Daewoong Co. Ltd. | 127245 | &nbsp;&nbsp;2114556 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Daewoong <br>Pharmaceutical Co. <br>Ltd.<br>| 25475 | &nbsp;&nbsp;2983323 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Daeyang Electric Co. <br>Ltd.<br>| 2450 | &nbsp;&nbsp;49688 |
| \*†† | &nbsp;&nbsp;&nbsp;&nbsp;Dahaam E-Tec Co. <br>Ltd.<br>| 1420 | &nbsp;&nbsp;0 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Daihan <br>Pharmaceutical Co. <br>Ltd.<br>| 32816 | &nbsp;&nbsp;661842 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Daishin Securities Co. <br>Ltd.<br>| 250641 | &nbsp;&nbsp;5438203 |
| #\* | Danal Co. Ltd. | 328986 | &nbsp;&nbsp;2084615 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Daol Investment & <br>Securities Co. Ltd.<br>| 309984 | &nbsp;&nbsp;877729 |
| #\* | Daou Data Corp. | 126156 | &nbsp;&nbsp;2445876 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Daou Technology, <br>Inc.<br>| 226287 | &nbsp;&nbsp;8327812 |
| #\* | Dasan Networks, Inc. | 181538 | &nbsp;&nbsp;453795 |
| #\* | Dawonsys Co. Ltd. | 113719 | &nbsp;&nbsp;259461 |
| # | DB HiTek Co. Ltd. | 228736 | &nbsp;&nbsp;16688770 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;DB Insurance Co. <br>Ltd.<br>| 281818 | &nbsp;&nbsp;27823736 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;DB Securities Co. <br>Ltd.<br>| 254025 | &nbsp;&nbsp;2380547 |
| #\* | DB, Inc. | 776991 | &nbsp;&nbsp;987741 |
|  | DCM Corp. | 26523 | &nbsp;&nbsp;219942 |
| #\* | DE&T Co. Ltd. | 45778 | &nbsp;&nbsp;178091 |
| # | Dear U Co. Ltd. | 22760 | &nbsp;&nbsp;591453 |
| \* | Dentis Co. Ltd. | 13365 | &nbsp;&nbsp;37849 |
|  | Dentium Co. Ltd. | 43066 | &nbsp;&nbsp;1436214 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) |  |
| #\* | Deutsch Motors, Inc. | 135672 | &nbsp;&nbsp;$414814 |
|  | Device Co. Ltd. | 19205 | &nbsp;&nbsp;206179 |
| \* | Devsisters Co. Ltd. | 7752 | &nbsp;&nbsp;206108 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Dexter Studios Co. <br>Ltd.<br>| 29773 | &nbsp;&nbsp;81653 |
| # | DI Dong Il Corp. | 97015 | &nbsp;&nbsp;1350870 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Digital Daesung Co. <br>Ltd.<br>| 112714 | &nbsp;&nbsp;634072 |
| #\* | DIO Corp. | 34202 | &nbsp;&nbsp;376514 |
| # | DIT Corp. | 26494 | &nbsp;&nbsp;400723 |
| #\* | DK Tech Co. Ltd. | 37926 | &nbsp;&nbsp;260077 |
| \*†† | DKME | 1448610 | &nbsp;&nbsp;377399 |
|  | DL E&C Co. Ltd. | 211175 | &nbsp;&nbsp;6483264 |
| # | DL Holdings Co. Ltd. | 80505 | &nbsp;&nbsp;2307442 |
| \* | DMOA Co. Ltd. | 11612 | &nbsp;&nbsp;32313 |
| †† | DMS Co. Ltd. | 131021 | &nbsp;&nbsp;216093 |
| # | DN Automotive Corp. | 152493 | &nbsp;&nbsp;2660875 |
| # | DNF Co. Ltd. | 19547 | &nbsp;&nbsp;263271 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Dohwa Engineering <br>Co. Ltd.<br>| 80453 | &nbsp;&nbsp;341452 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Dong-A Hwasung Co. <br>Ltd.<br>| 10278 | &nbsp;&nbsp;47544 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Dong-A Socio <br>Holdings Co. Ltd.<br>| 25074 | &nbsp;&nbsp;1889727 |
| # | Dong-A ST Co. Ltd. | 23940 | &nbsp;&nbsp;910105 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Dong-Ah Geological <br>Engineering Co. <br>Ltd.<br>| 7284 | &nbsp;&nbsp;88062 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Dongbang Transport <br>Logistics Co. Ltd.<br>| 355467 | &nbsp;&nbsp;652496 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Dongil Industries Co. <br>Ltd.<br>| 9770 | &nbsp;&nbsp;257586 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Dongjin Semichem <br>Co. Ltd.<br>| 211527 | &nbsp;&nbsp;8141514 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Dongkoo Bio & <br>Pharma Co. Ltd.<br>| 91286 | &nbsp;&nbsp;336081 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;DongKook <br>Pharmaceutical Co. <br>Ltd.<br>| 154988 | &nbsp;&nbsp;2015634 |
| # | Dongkuk CM Co. Ltd. | 97921 | &nbsp;&nbsp;358987 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Dongkuk Holdings Co. <br>Ltd.<br>| 98652 | &nbsp;&nbsp;519626 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Dongkuk Industries <br>Co. Ltd.<br>| 235708 | &nbsp;&nbsp;466497 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Dongkuk Steel Mill <br>Co. Ltd.<br>| 184636 | &nbsp;&nbsp;1129902 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Dongkuk Structures & <br>Construction Co. <br>Ltd.<br>| 119809 | &nbsp;&nbsp;159322 |
| # | Dongsuh Cos., Inc. | 61399 | &nbsp;&nbsp;1107794 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Dongsung Chemical <br>Co. Ltd.<br>| 266780 | &nbsp;&nbsp;811570 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Dongsung Finetec Co. <br>Ltd.<br>| 95213 | &nbsp;&nbsp;1865078 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Dongwha Enterprise <br>Co. Ltd.<br>| 63333 | &nbsp;&nbsp;471591 |

---

------

**Emerging Markets Core Equity 2 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) |  |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Dongwha Pharm Co. <br>Ltd.<br>| 134901 | &nbsp;&nbsp;$568095 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Dongwon <br>Development Co. <br>Ltd.<br>| 271884 | &nbsp;&nbsp;557784 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Dongwon Industries <br>Co. Ltd.<br>| 49778 | &nbsp;&nbsp;1433007 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Dongwon Metal Co. <br>Ltd.<br>| 193755 | &nbsp;&nbsp;212228 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Dongwon Systems <br>Corp.<br>| 28178 | &nbsp;&nbsp;543923 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Dongwoon Anatech <br>Co. Ltd.<br>| 93673 | &nbsp;&nbsp;1957073 |
| # | Dongyang E&P, Inc. | 47505 | &nbsp;&nbsp;1034004 |
| # | Doosan Bobcat, Inc. | 310166 | &nbsp;&nbsp;12627464 |
| # | Doosan Co. Ltd. | 7170 | &nbsp;&nbsp;4202022 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Doosan Enerbility Co. <br>Ltd.<br>| 147285 | &nbsp;&nbsp;9194414 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Doosan Fuel Cell Co. <br>Ltd.<br>| 84174 | &nbsp;&nbsp;1972778 |
| # | Doosan Tesna, Inc. | 62085 | &nbsp;&nbsp;2889368 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;DoubleUGames Co. <br>Ltd.<br>| 98692 | &nbsp;&nbsp;3661982 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Douzone Bizon Co. <br>Ltd.<br>| 77556 | &nbsp;&nbsp;5233079 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Dream Security Co. <br>Ltd.<br>| 411708 | &nbsp;&nbsp;486195 |
| #\* | Dreamtech Co. Ltd. | 211902 | &nbsp;&nbsp;1160092 |
| \* | DRTECH Corp. | 106990 | &nbsp;&nbsp;149053 |
| # | DS Dansuk Co. Ltd. | 31210 | &nbsp;&nbsp;422543 |
|  | DSC Investment, Inc. | 55892 | &nbsp;&nbsp;328603 |
| \* | DSK Co. Ltd. | 54490 | &nbsp;&nbsp;303066 |
| \* | Duchembio Co. Ltd. | 10489 | &nbsp;&nbsp;72858 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Duk San Neolux Co. <br>Ltd.<br>| 48214 | &nbsp;&nbsp;1303878 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Duksan Hi-Metal Co. <br>Ltd.<br>| 98341 | &nbsp;&nbsp;605504 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Duksan Techopia Co. <br>Ltd.<br>| 14836 | &nbsp;&nbsp;201594 |
| # | Duksung Co. Ltd. | 22902 | &nbsp;&nbsp;75946 |
|  | DY Corp. | 64774 | &nbsp;&nbsp;229557 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;DY Deokyang Co. <br>Ltd.<br>| 59341 | &nbsp;&nbsp;89700 |
|  | DY POWER Corp. | 54906 | &nbsp;&nbsp;499537 |
| \* | DYPNF Co. Ltd. | 1282 | &nbsp;&nbsp;12902 |
|  | E1 Corp. | 7844 | &nbsp;&nbsp;483455 |
| # | Easy Bio, Inc. | 77288 | &nbsp;&nbsp;377370 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Easy Holdings Co. <br>Ltd.<br>| 242835 | &nbsp;&nbsp;878356 |
| #\* | Eco&Dream Co. Ltd. | 13603 | &nbsp;&nbsp;215058 |
| # | Ecoplastic Corp. | 196139 | &nbsp;&nbsp;434291 |
| #\* | Ecopro BM Co. Ltd. | 40953 | &nbsp;&nbsp;6560060 |
| # | Ecopro Co. Ltd. | 76313 | &nbsp;&nbsp;8561049 |
| # | Ecopro HN Co. Ltd. | 12299 | &nbsp;&nbsp;352603 |
| #\* | e-Credible Co. Ltd. | 16746 | &nbsp;&nbsp;182658 |
| #\* | Elentec Co. Ltd. | 104600 | &nbsp;&nbsp;755520 |
| # | E-MART, Inc. | 86196 | &nbsp;&nbsp;5440604 |
| #\* | EMKOREA Co. Ltd. | 119505 | &nbsp;&nbsp;203861 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) |  |
| #\* | EMRO, Inc. | 21330 | &nbsp;&nbsp;$621765 |
| #\* | EM-Tech Co. Ltd. | 63772 | &nbsp;&nbsp;361676 |
| #\* | Enchem Co. Ltd. | 8658 | &nbsp;&nbsp;576262 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;ENF Technology Co. <br>Ltd.<br>| 86961 | &nbsp;&nbsp;3523080 |
| \* | Envioneer Co. Ltd. | 3584 | &nbsp;&nbsp;25281 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Enzychem <br>Lifesciences Corp.<br>| 439461 | &nbsp;&nbsp;388217 |
|  | Eo Technics Co. Ltd. | 12201 | &nbsp;&nbsp;3147509 |
| \* | Eubiologics Co. Ltd. | 135663 | &nbsp;&nbsp;1175506 |
| # | Eugene Corp. | 323955 | &nbsp;&nbsp;898046 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Eugene Investment & <br>Securities Co. Ltd.<br>| 501163 | &nbsp;&nbsp;1485144 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Eugene Technology <br>Co. Ltd.<br>| 39552 | &nbsp;&nbsp;3007849 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Eusu Holdings Co. <br>Ltd.<br>| 87518 | &nbsp;&nbsp;357811 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;EV Advanced Material <br>Co. Ltd.<br>| 260052 | &nbsp;&nbsp;359123 |
| #\* | Everybot, Inc. | 8856 | &nbsp;&nbsp;162107 |
| #\* | E-World | 218765 | &nbsp;&nbsp;242103 |
| #\* | Exem Co. Ltd. | 170702 | &nbsp;&nbsp;265464 |
| # | Exicon Co. Ltd. | 33489 | &nbsp;&nbsp;565918 |
| # | F&F Co. Ltd. | 88232 | &nbsp;&nbsp;4459909 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;F&F Holdings Co. <br>Ltd.<br>| 18853 | &nbsp;&nbsp;272068 |
| # | FarmStory Co. Ltd. | 416589 | &nbsp;&nbsp;326758 |
| #\* | Fine M-Tec Co. Ltd. | 84695 | &nbsp;&nbsp;556546 |
| \* | Fine Semitech Corp. | 42163 | &nbsp;&nbsp;1360793 |
| #\* | Firstec Co. Ltd. | 71326 | &nbsp;&nbsp;219721 |
| \*†† | Flask Co. Ltd. | 36325 | &nbsp;&nbsp;11205 |
| \* | FLITTO, Inc. | 23661 | &nbsp;&nbsp;266204 |
| #\* | Foosung Co. Ltd. | 190432 | &nbsp;&nbsp;1113707 |
|  | Fursys, Inc. | 13316 | &nbsp;&nbsp;390917 |
| #\* | G2Power Co. Ltd. | 21606 | &nbsp;&nbsp;131327 |
| \* | Gabia, Inc. | 59622 | &nbsp;&nbsp;1381372 |
| #\* | GAEASOFT | 81836 | &nbsp;&nbsp;446189 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Galaxia Moneytree <br>Co. Ltd.<br>| 55411 | &nbsp;&nbsp;424521 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;GAMSUNG Corp. Co. <br>Ltd.<br>| 373630 | &nbsp;&nbsp;1790107 |
| #\* | Gaon Cable Co. Ltd. | 24046 | &nbsp;&nbsp;1456594 |
| #\* | GC Cell Corp. | 48570 | &nbsp;&nbsp;904293 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;GeneOne Life <br>Science, Inc.<br>| 251123 | &nbsp;&nbsp;333536 |
| \* | Genexine, Inc. | 172427 | &nbsp;&nbsp;602484 |
| \* | Genic Co. Ltd. | 3724 | &nbsp;&nbsp;42259 |
| #\* | Genohco, Inc. | 6154 | &nbsp;&nbsp;112974 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Geumhwa PSC Co. <br>Ltd.<br>| 18966 | &nbsp;&nbsp;436249 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Global Standard <br>Technology Co. <br>Ltd.<br>| 137330 | &nbsp;&nbsp;2752321 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Global Tax Free Co. <br>Ltd.<br>| 179595 | &nbsp;&nbsp;581912 |
|  | GnBS eco Co. Ltd. | 17410 | &nbsp;&nbsp;39744 |
| # | GnCenergy Co. Ltd. | 42135 | &nbsp;&nbsp;1061582 |
| # | GOLFZON Co. Ltd. | 36421 | &nbsp;&nbsp;1533439 |

---

------

**Emerging Markets Core Equity 2 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) |  |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Golfzon Holdings Co. <br>Ltd.<br>| 131602 | &nbsp;&nbsp;$429662 |
| # | Gradiant Corp. | 60419 | &nbsp;&nbsp;482508 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Grand Korea Leisure <br>Co. Ltd.<br>| 164912 | &nbsp;&nbsp;1470696 |
| # | Green Cross Corp. | 30000 | &nbsp;&nbsp;3426408 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Green Cross Holdings <br>Corp.<br>| 139756 | &nbsp;&nbsp;1513152 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;GS Engineering & <br>Construction Corp.<br>| 425191 | &nbsp;&nbsp;5519823 |
| # | GS Global Corp. | 330057 | &nbsp;&nbsp;531521 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;GS Holdings Corp. <br>(078930 KS)<br>| 266499 | &nbsp;&nbsp;12693562 |
| #\* | GS P&L Co. Ltd. | 48714 | &nbsp;&nbsp;1733332 |
| # | GS Retail Co. Ltd. | 240846 | &nbsp;&nbsp;3701410 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Gwangju Shinsegae <br>Co. Ltd.<br>| 14104 | &nbsp;&nbsp;307656 |
|  | H&S Hightech Corp. | 3455 | &nbsp;&nbsp;41213 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;HAESUNG DS Co. <br>Ltd.<br>| 80140 | &nbsp;&nbsp;3555764 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Haesung Industrial <br>Co. Ltd.<br>| 88387 | &nbsp;&nbsp;509422 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Haitai Confectionery & <br>Foods Co. Ltd.<br>| 17577 | &nbsp;&nbsp;83882 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Han Kuk Carbon Co. <br>Ltd.<br>| 166710 | &nbsp;&nbsp;3902199 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hana Financial Group, <br>Inc.<br>| 1067174 | &nbsp;&nbsp;74149446 |
| \* | Hana Materials, Inc. | 35863 | &nbsp;&nbsp;1647044 |
| #\* | Hana Micron, Inc. | 305097 | &nbsp;&nbsp;7897829 |
| \* | Hana Pharm Co. Ltd. | 37375 | &nbsp;&nbsp;267494 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Hana Technology Co. <br>Ltd.<br>| 7500 | &nbsp;&nbsp;165433 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Hana Tour Service, <br>Inc.<br>| 64500 | &nbsp;&nbsp;2069285 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Hanall Biopharma Co. <br>Ltd.<br>| 11545 | &nbsp;&nbsp;412057 |
| #\* | Hancom WITH, Inc. | 43452 | &nbsp;&nbsp;180887 |
| #\* | Hancom, Inc. | 96877 | &nbsp;&nbsp;1728549 |
|  | Handok, Inc. | 7766 | &nbsp;&nbsp;61189 |
| # | Handsome Co. Ltd. | 66938 | &nbsp;&nbsp;862191 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Hanil Cement Co. <br>Ltd.<br>| 180212 | &nbsp;&nbsp;2137642 |
| # | Hanil Feed Co. Ltd. | 144738 | &nbsp;&nbsp;303616 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Hanil Holdings Co. <br>Ltd.<br>| 90780 | &nbsp;&nbsp;984305 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hanjin Heavy <br>Industries & <br>Construction <br>Holdings Co. Ltd.<br>| 8259 | &nbsp;&nbsp;28133 |
| # | Hanjin Kal Corp. | 16168 | &nbsp;&nbsp;1262467 |
| # | Hanjin Logistics Corp. | 56862 | &nbsp;&nbsp;783361 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;HanJung Natural <br>Connectivity System <br>Co. Ltd.<br>| 1104 | &nbsp;&nbsp;39051 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Hankook Cosmetics <br>Co. Ltd.<br>| 16871 | &nbsp;&nbsp;123593 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) |  |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Hankook Cosmetics <br>Manufacturing Co. <br>Ltd.<br>| 4785 | &nbsp;&nbsp;$164947 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hankook Shell Oil Co. <br>Ltd.<br>| 3654 | &nbsp;&nbsp;1104667 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hankook Tire & <br>Technology Co. <br>Ltd.<br>| 400532 | &nbsp;&nbsp;17715046 |
| \* | Hanla IMS Co. Ltd. | 5663 | &nbsp;&nbsp;62632 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Hanmi Pharm Co. <br>Ltd.<br>| 21759 | &nbsp;&nbsp;7325921 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hanmi Science Co. <br>Ltd.<br>| 35933 | &nbsp;&nbsp;1059355 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Hanmi Semiconductor <br>Co. Ltd.<br>| 118990 | &nbsp;&nbsp;17212732 |
| # | HanmiGlobal Co. Ltd. | 57057 | &nbsp;&nbsp;741312 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Hannong Chemicals, <br>Inc.<br>| 41111 | &nbsp;&nbsp;736976 |
| #\* | Hanon Systems | 1180022 | &nbsp;&nbsp;2681966 |
| \* | Hans Biomed Corp. | 3281 | &nbsp;&nbsp;89211 |
| # | Hansae Co. Ltd. | 92450 | &nbsp;&nbsp;896731 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Hansae Yes24 <br>Holdings Co. Ltd.<br>| 38483 | &nbsp;&nbsp;109919 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hanshin Construction <br>Co. Ltd.<br>| 2867 | &nbsp;&nbsp;19852 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Hanshin Machinery <br>Co.<br>| 90110 | &nbsp;&nbsp;254674 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Hansol Chemical Co. <br>Ltd.<br>| 41778 | &nbsp;&nbsp;8134295 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Hansol Holdings Co. <br>Ltd.<br>| 200946 | &nbsp;&nbsp;445167 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Hansol IONES Co. <br>Ltd.<br>| 63983 | &nbsp;&nbsp;622972 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Hansol Paper Co. <br>Ltd.<br>| 113526 | &nbsp;&nbsp;662698 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hansol Technics Co. <br>Ltd.<br>| 207162 | &nbsp;&nbsp;857888 |
| #\* | Hanssem Co. Ltd. | 24842 | &nbsp;&nbsp;802197 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hanwha Aerospace <br>Co. Ltd.<br>| 62030 | &nbsp;&nbsp;55838222 |
|  | Hanwha Corp. | 33459 | &nbsp;&nbsp;2656475 |
| \* | Hanwha Engine | 156664 | &nbsp;&nbsp;5892806 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Hanwha Galleria <br>Corp.<br>| 51843 | &nbsp;&nbsp;65712 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Hanwha General <br>Insurance Co. Ltd.<br>| 248988 | &nbsp;&nbsp;1046947 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Hanwha Investment & <br>Securities Co. Ltd.<br>| 643006 | &nbsp;&nbsp;2847939 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Hanwha Life <br>Insurance Co. Ltd.<br>| 1480339 | &nbsp;&nbsp;3579094 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Hanwha Ocean Co. <br>Ltd.<br>| 25063 | &nbsp;&nbsp;2406837 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Hanwha Solutions <br>Corp.<br>| 368883 | &nbsp;&nbsp;7042957 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Hanwha Systems Co. <br>Ltd.<br>| 125260 | &nbsp;&nbsp;8192269 |

---

------

**Emerging Markets Core Equity 2 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) |  |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Hanwha Vision Co. <br>Ltd.<br>| 103125 | &nbsp;&nbsp;$4396531 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Hanyang Digitech Co. <br>Ltd.<br>| 30343 | &nbsp;&nbsp;561337 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Hanyang Eng Co. <br>Ltd.<br>| 91976 | &nbsp;&nbsp;1996552 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hanyang Securities <br>Co. Ltd.<br>| 53559 | &nbsp;&nbsp;758142 |
| \* | Harim Co. Ltd. | 531512 | &nbsp;&nbsp;1125991 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Harim Holdings Co. <br>Ltd.<br>| 377598 | &nbsp;&nbsp;3760471 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;HB SOLUTION Co. <br>Ltd.<br>| 247754 | &nbsp;&nbsp;392259 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;HB Technology Co. <br>Ltd.<br>| 466760 | &nbsp;&nbsp;679827 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;HC BoKwang Industry <br>Co. Ltd.<br>| 16312 | &nbsp;&nbsp;31705 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;HC HomeCenter Co. <br>Ltd.<br>| 524309 | &nbsp;&nbsp;253792 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;HD Construction <br>Equipment Co. Ltd.<br>| 253303 | &nbsp;&nbsp;19068278 |
|  | HD Hyundai Co. Ltd. | 216137 | &nbsp;&nbsp;35076397 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;HD Hyundai Electric <br>Co. Ltd.<br>| 58843 | &nbsp;&nbsp;36049856 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;HD Hyundai Energy <br>Solutions Co. Ltd.<br>| 22338 | &nbsp;&nbsp;823274 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;HD Hyundai Heavy <br>Industries Co. Ltd.<br>| 18763 | &nbsp;&nbsp;7468239 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;HD Korea <br>Shipbuilding & <br>Offshore <br>Engineering Co. <br>Ltd.<br>| 76925 | &nbsp;&nbsp;22033908 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;HDC Holdings Co. <br>Ltd.<br>| 176861 | &nbsp;&nbsp;2326738 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;HDC Hyundai <br>Development <br>Co-Engineering & <br>Construction<br>| 251784 | &nbsp;&nbsp;3592655 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;HDC Hyundai <br>Engineering Plastics <br>Co. Ltd.<br>| 37500 | &nbsp;&nbsp;119523 |
|  | HDCLabs Co. Ltd. | 5691 | &nbsp;&nbsp;32344 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;HD-Hyundai Marine <br>Engine<br>| 58425 | &nbsp;&nbsp;3578639 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Hecto Financial Co. <br>Ltd.<br>| 24589 | &nbsp;&nbsp;411212 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Hecto Innovation Co. <br>Ltd.<br>| 52220 | &nbsp;&nbsp;701366 |
| #\* | Helixmith Co. Ltd. | 133968 | &nbsp;&nbsp;612548 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Heung-A Shipping Co. <br>Ltd.<br>| 369473 | &nbsp;&nbsp;445708 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Heungkuk Fire & <br>Marine Insurance <br>Co. Ltd.<br>| 12541 | &nbsp;&nbsp;31534 |
| #\* | HFR, Inc. | 31224 | &nbsp;&nbsp;298026 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) |  |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;High Tech Pharm Co. <br>Ltd.<br>| 6662 | &nbsp;&nbsp;$54511 |
| \*†† | Hironic Co. Ltd. | 11686 | &nbsp;&nbsp;41324 |
| # | Hite Jinro Co. Ltd. | 232918 | &nbsp;&nbsp;2842662 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hitejinro Holdings Co. <br>Ltd.<br>| 51470 | &nbsp;&nbsp;338122 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;HJ Shipbuilding & <br>Construction Co. <br>Ltd.<br>| 75838 | &nbsp;&nbsp;1319094 |
|  | HK inno N Corp. | 92585 | &nbsp;&nbsp;3609875 |
| \* | HL D&I Halla Corp. | 25680 | &nbsp;&nbsp;50587 |
|  | HL Holdings Corp. | 35961 | &nbsp;&nbsp;1138911 |
| # | HL Mando Co. Ltd. | 295489 | &nbsp;&nbsp;13092795 |
| #\* | HLB Biostep Co. Ltd. | 159402 | &nbsp;&nbsp;159362 |
| \* | HLB Global Co. Ltd. | 38415 | &nbsp;&nbsp;59316 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Hlb Pharma Ceutical <br>Co. Ltd.<br>| 11350 | &nbsp;&nbsp;130485 |
| #\* | HLB, Inc. | 56968 | &nbsp;&nbsp;2184968 |
| # | HMM Co. Ltd. | 757193 | &nbsp;&nbsp;10495198 |
| \* | Homecast Co. Ltd. | 45766 | &nbsp;&nbsp;59434 |
| \* | Hotel Shilla Co. Ltd. | 126642 | &nbsp;&nbsp;4055601 |
| #\* | HPSP Co. Ltd. | 108693 | &nbsp;&nbsp;3484293 |
|  | HS Hwasung Co. Ltd. | 30252 | &nbsp;&nbsp;253034 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;HS Hyosung <br>Advanced Materials <br>Corp.<br>| 18206 | &nbsp;&nbsp;2980045 |
| #\* | HS Hyosung Corp. | 10701 | &nbsp;&nbsp;460022 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;HS Industries Co. <br>Ltd.<br>| 275545 | &nbsp;&nbsp;636462 |
| #\* | Hugel, Inc. | 18915 | &nbsp;&nbsp;3614570 |
| #\* | Humasis Co. Ltd. | 359654 | &nbsp;&nbsp;248658 |
|  | Humedix Co. Ltd. | 34240 | &nbsp;&nbsp;1040731 |
| # | Huons Co. Ltd. | 49209 | &nbsp;&nbsp;938770 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Huons Global Co. <br>Ltd.<br>| 52312 | &nbsp;&nbsp;1842598 |
| # | Husteel Co. Ltd. | 236855 | &nbsp;&nbsp;680958 |
| #\* | Huvis Corp. | 129579 | &nbsp;&nbsp;226467 |
| # | Huvitz Co. Ltd. | 53082 | &nbsp;&nbsp;326269 |
| # | Hwa Shin Co. Ltd. | 177546 | &nbsp;&nbsp;1147288 |
| #\* | Hwail Pharm Co. Ltd. | 211966 | &nbsp;&nbsp;158536 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hwangkum Steel & <br>Technology Co. <br>Ltd.<br>| 59983 | &nbsp;&nbsp;249413 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Hwaseung Enterprise <br>Co. Ltd.<br>| 75457 | &nbsp;&nbsp;263983 |
| # | HYBE Co. Ltd. | 22088 | &nbsp;&nbsp;5708690 |
| # | Hy-Lok Corp. | 63254 | &nbsp;&nbsp;1475101 |
|  | Hyosung Corp. | 44956 | &nbsp;&nbsp;4746630 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hyosung Heavy <br>Industries Corp.<br>| 20102 | &nbsp;&nbsp;36054142 |
| # | Hyosung TNC Corp. | 22897 | &nbsp;&nbsp;5967153 |
|  | HyosungITX Co. Ltd. | 718 | &nbsp;&nbsp;6263 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Hyundai Autoever <br>Corp.<br>| 22666 | &nbsp;&nbsp;7266432 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Hyundai Bioland Co. <br>Ltd.<br>| 117240 | &nbsp;&nbsp;352636 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Hyundai BNG Steel <br>Co. Ltd.<br>| 65456 | &nbsp;&nbsp;610768 |

---

------

**Emerging Markets Core Equity 2 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) |  |
| # | HYUNDAI Corp. | 57954 | &nbsp;&nbsp;$909433 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Hyundai Corp. <br>Holdings, Inc.<br>| 28838 | &nbsp;&nbsp;245125 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Hyundai Department <br>Store Co. Ltd.<br>| 101324 | &nbsp;&nbsp;6584676 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hyundai Elevator Co. <br>Ltd.<br>| 91697 | &nbsp;&nbsp;5992182 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Hyundai Engineering <br>& Construction Co. <br>Ltd.<br>| 269019 | &nbsp;&nbsp;19095651 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;HYUNDAI EVERDIGM <br>Corp.<br>| 28489 | &nbsp;&nbsp;162046 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Hyundai Ezwel Co. <br>Ltd.<br>| 36568 | &nbsp;&nbsp;131919 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hyundai Futurenet Co. <br>Ltd.<br>| 184793 | &nbsp;&nbsp;413931 |
| # | Hyundai GF Holdings | 338856 | &nbsp;&nbsp;2177313 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Hyundai Glovis Co. <br>Ltd.<br>| 193833 | &nbsp;&nbsp;32680092 |
| # | Hyundai Green Food | 85450 | &nbsp;&nbsp;906063 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hyundai Home <br>Shopping Network <br>Corp.<br>| 19864 | &nbsp;&nbsp;798616 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hyundai Hyms Co. <br>Ltd.<br>| 3964 | &nbsp;&nbsp;49101 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Hyundai Livart <br>Furniture Co. Ltd.<br>| 84942 | &nbsp;&nbsp;388126 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Hyundai Marine & Fire <br>Insurance Co. Ltd.<br>| 395841 | &nbsp;&nbsp;7717470 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hyundai Mobis Co. <br>Ltd.<br>| 103028 | &nbsp;&nbsp;32191790 |
| # | Hyundai Motor Co. | 509049 | &nbsp;&nbsp;177202737 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Hyundai Motor <br>Securities Co. Ltd.<br>| 229036 | &nbsp;&nbsp;1510366 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Hyundai Movex Co. <br>Ltd.<br>| 67760 | &nbsp;&nbsp;1481807 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Hyundai <br>Pharmaceutical Co. <br>Ltd.<br>| 45478 | &nbsp;&nbsp;379270 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Hyundai Rotem Co. <br>Ltd.<br>| 236944 | &nbsp;&nbsp;37886237 |
| # | Hyundai Steel Co. | 291064 | &nbsp;&nbsp;6317032 |
| # | HyVision System, Inc. | 85016 | &nbsp;&nbsp;1030177 |
| #\* | i3system, Inc. | 23713 | &nbsp;&nbsp;2139664 |
| #\*†† | Icure Pharm, Inc. | 78236 | &nbsp;&nbsp;88487 |
| # | iFamilySC Co. Ltd. | 55151 | &nbsp;&nbsp;576035 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Il Dong <br>Pharmaceutical Co. <br>Ltd.<br>| 36374 | &nbsp;&nbsp;956603 |
| #\* | Iljin Diamond Co. Ltd. | 23010 | &nbsp;&nbsp;212037 |
| #\* | Iljin Electric Co. Ltd. | 89685 | &nbsp;&nbsp;4137822 |
| #\* | Iljin Holdings Co. Ltd. | 107525 | &nbsp;&nbsp;581722 |
| #\* | Iljin Hysolus Co. Ltd. | 15390 | &nbsp;&nbsp;151325 |
| # | Iljin Power Co. Ltd. | 38831 | &nbsp;&nbsp;414599 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Ilshin Spinning Co. <br>Ltd.<br>| 97180 | &nbsp;&nbsp;887468 |
| #\* | Ilshin Stone Co. Ltd. | 114355 | &nbsp;&nbsp;125003 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) |  |
| #†† | &nbsp;&nbsp;&nbsp;&nbsp;Ilyang Pharmaceutical <br>Co. Ltd.<br>| 68616 | &nbsp;&nbsp;$466593 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;iM Financial Group <br>Co. Ltd.<br>| 1038179 | &nbsp;&nbsp;11163124 |
|  | iMarketKorea, Inc. | 130100 | &nbsp;&nbsp;704345 |
| # | InBody Co. Ltd. | 69008 | &nbsp;&nbsp;1563369 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Incar Financial <br>Service Co. Ltd.<br>| 28433 | &nbsp;&nbsp;312438 |
|  | Incross Co. Ltd. | 7621 | &nbsp;&nbsp;36882 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Industrial Bank of <br>Korea<br>| 1126072 | &nbsp;&nbsp;17300862 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Infinitt Healthcare Co. <br>Ltd.<br>| 35454 | &nbsp;&nbsp;172889 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Inhwa Precision Co. <br>Ltd.<br>| 2112 | &nbsp;&nbsp;62855 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Innocean Worldwide, <br>Inc.<br>| 167936 | &nbsp;&nbsp;2214863 |
| #\* | InnoWireless Co. Ltd. | 24004 | &nbsp;&nbsp;492891 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Innox Advanced <br>Materials Co. Ltd.<br>| 112236 | &nbsp;&nbsp;2530703 |
| #\* | Insun ENT Co. Ltd. | 133372 | &nbsp;&nbsp;404643 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Insung Information <br>Co. Ltd.<br>| 31708 | &nbsp;&nbsp;37825 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Intellian Technologies, <br>Inc.<br>| 17587 | &nbsp;&nbsp;1277449 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Intelligent Digital <br>Integrated Security <br>Co. Ltd.<br>| 33137 | &nbsp;&nbsp;410620 |
| #\* | Interflex Co. Ltd. | 101156 | &nbsp;&nbsp;869965 |
| # | Interojo Co. Ltd. | 26919 | &nbsp;&nbsp;327886 |
| # | INTOPS Co. Ltd. | 96905 | &nbsp;&nbsp;1486379 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;iNtRON <br>Biotechnology, Inc.<br>| 77294 | &nbsp;&nbsp;211889 |
|  | INVENI Co. Ltd. | 8498 | &nbsp;&nbsp;461038 |
| #\* | Inzi Controls Co. Ltd. | 28967 | &nbsp;&nbsp;143341 |
|  | IS Dongseo Co. Ltd. | 88000 | &nbsp;&nbsp;1436664 |
|  | ISC Co. Ltd. | 30490 | &nbsp;&nbsp;3155113 |
| # | i-SENS, Inc. | 78823 | &nbsp;&nbsp;896740 |
| #\* | ISU Abxis Co. Ltd. | 37587 | &nbsp;&nbsp;153740 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;ISU Chemical Co. <br>Ltd.<br>| 53611 | &nbsp;&nbsp;338645 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;ISU Specialty <br>Chemical<br>| 64675 | &nbsp;&nbsp;4749671 |
| # | IsuPetasys Co. Ltd. | 256587 | &nbsp;&nbsp;20723408 |
| \* | Itcencts Co. Ltd. | 211665 | &nbsp;&nbsp;89194 |
| #\* | Itcenglobal Co. Ltd. | 61687 | &nbsp;&nbsp;2286765 |
| #\* | ITEK, Inc. | 97485 | &nbsp;&nbsp;567331 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;ITM Semiconductor <br>Co. Ltd.<br>| 17741 | &nbsp;&nbsp;136924 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Jahwa Electronics Co. <br>Ltd.<br>| 118527 | &nbsp;&nbsp;2461723 |
|  | JASTECH Ltd. | 33641 | &nbsp;&nbsp;118347 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;JB Financial Group <br>Co. Ltd.<br>| 878584 | &nbsp;&nbsp;15329320 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Jeil Pharmaceutical <br>Co. Ltd.<br>| 19578 | &nbsp;&nbsp;197542 |
| \* | Jeju Air Co. Ltd. | 192256 | &nbsp;&nbsp;721940 |

---

------

**Emerging Markets Core Equity 2 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) |  |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Jeju Semiconductor <br>Corp.<br>| 117168 | &nbsp;&nbsp;$3460532 |
| \* | JETEMA Co. Ltd. | 6918 | &nbsp;&nbsp;51250 |
| \* | Jin Air Co. Ltd. | 62705 | &nbsp;&nbsp;294886 |
| # | Jinsung T.E.C. | 85358 | &nbsp;&nbsp;847066 |
| # | JLS Co. Ltd. | 51894 | &nbsp;&nbsp;209492 |
|  | JNK Global Co. Ltd. | 68561 | &nbsp;&nbsp;182966 |
| #\* | JNTC Co. Ltd. | 94753 | &nbsp;&nbsp;1591871 |
| #\* | JoyCity Corp. | 98246 | &nbsp;&nbsp;202607 |
| # | Jungdawn Co. Ltd. | 49724 | &nbsp;&nbsp;88390 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Jusung Engineering <br>Co. Ltd.<br>| 145037 | &nbsp;&nbsp;4124840 |
|  | JVM Co. Ltd. | 33800 | &nbsp;&nbsp;594071 |
|  | JW Holdings Corp. | 210238 | &nbsp;&nbsp;580229 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;JW Life Science <br>Corp.<br>| 59311 | &nbsp;&nbsp;531242 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;JW Pharmaceutical <br>Corp.<br>| 82932 | &nbsp;&nbsp;1787088 |
| \* | JW Shinyak Corp. | 30505 | &nbsp;&nbsp;42494 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;JYP Entertainment <br>Corp.<br>| 118919 | &nbsp;&nbsp;6051929 |
|  | K Car Co. Ltd. | 29787 | &nbsp;&nbsp;318498 |
| # | K Ensol Co. Ltd. | 41610 | &nbsp;&nbsp;363297 |
|  | Kakao Corp. | 132077 | &nbsp;&nbsp;5613839 |
| #\* | Kakao Games Corp. | 177736 | &nbsp;&nbsp;2185691 |
| # | KakaoBank Corp. | 275882 | &nbsp;&nbsp;4376167 |
| #\* | Kakaopay Corp. | 15900 | &nbsp;&nbsp;694678 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Kangnam Jevisco Co. <br>Ltd.<br>| 40121 | &nbsp;&nbsp;473683 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Kangstem Biotech Co. <br>Ltd.<br>| 74452 | &nbsp;&nbsp;113187 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Kangwon Energy Co. <br>Ltd.<br>| 41085 | &nbsp;&nbsp;491891 |
| # | Kangwon Land, Inc. | 269881 | &nbsp;&nbsp;3264078 |
| \* | KAON Group Co. Ltd. | 23973 | &nbsp;&nbsp;107748 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;KB Financial Group, <br>Inc. (105560 KS)<br>| 1155887 | &nbsp;&nbsp;108190052 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;KB Financial Group, <br>Inc. (KB US), ADR<br>| 354799 | &nbsp;&nbsp;33340462 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;KBI Dongyang Steel <br>Pipe Co. Ltd.<br>| 282181 | &nbsp;&nbsp;360571 |
| # | KC Co. Ltd. | 56156 | &nbsp;&nbsp;1300309 |
| # | KC Tech Co. Ltd. | 61782 | &nbsp;&nbsp;2001865 |
|  | KCC Corp. | 21338 | &nbsp;&nbsp;7216138 |
| # | KCC Glass Corp. | 59189 | &nbsp;&nbsp;1104904 |
| # | KCTC | 188573 | &nbsp;&nbsp;882265 |
| #\* | KEC Corp. | 1029607 | &nbsp;&nbsp;569656 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Keeps Biopharma, <br>Inc.<br>| 21250 | &nbsp;&nbsp;135635 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Kencoa Aerospace <br>Co.<br>| 28207 | &nbsp;&nbsp;582514 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;KEPCO Engineering & <br>Construction Co., <br>Inc.<br>| 15535 | &nbsp;&nbsp;1410541 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;KEPCO Plant Service <br>& Engineering Co. <br>Ltd.<br>| 157136 | &nbsp;&nbsp;6091341 |
| #\* | KEYEAST Co. Ltd. | 39205 | &nbsp;&nbsp;78864 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) |  |
| # | KG Chemical Corp. | 284558 | &nbsp;&nbsp;$1167924 |
| # | KG Dongbusteel | 261336 | &nbsp;&nbsp;1018914 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;KG Eco Solution Co. <br>Ltd.<br>| 133031 | &nbsp;&nbsp;608565 |
| #\* | KG Mobility Co. | 349533 | &nbsp;&nbsp;941547 |
| # | Kginicis Co. Ltd. | 114937 | &nbsp;&nbsp;919594 |
| # | KGMobilians Co. Ltd. | 95215 | &nbsp;&nbsp;355772 |
| #\* | KH Vatec Co. Ltd. | 136004 | &nbsp;&nbsp;1803469 |
|  | Kia Corp. | 1141175 | &nbsp;&nbsp;121424607 |
| #\* | KidariStudio, Inc. | 55492 | &nbsp;&nbsp;122438 |
| # | KINX, Inc. | 15242 | &nbsp;&nbsp;1403961 |
| # | KISCO Corp. | 102472 | &nbsp;&nbsp;666386 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;KISCO Holdings Co. <br>Ltd.<br>| 49059 | &nbsp;&nbsp;819245 |
| # | KISWIRE Ltd. | 70424 | &nbsp;&nbsp;1057468 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;KIWOOM Securities <br>Co. Ltd.<br>| 85133 | &nbsp;&nbsp;26168125 |
| #\* | KL-Net Corp. | 101819 | &nbsp;&nbsp;195377 |
| #\* | KMW Co. Ltd. | 45897 | &nbsp;&nbsp;600508 |
| #\* | KNJ Co. Ltd. | 28421 | &nbsp;&nbsp;549668 |
| \* | KoBioLabs, Inc. | 7867 | &nbsp;&nbsp;33920 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Koh Young <br>Technology, Inc.<br>| 168805 | &nbsp;&nbsp;3922824 |
| # | Kolmar BNH Co. Ltd. | 39068 | &nbsp;&nbsp;403636 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Kolmar Holdings Co. <br>Ltd.<br>| 100765 | &nbsp;&nbsp;703361 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Kolmar Korea Co. <br>Ltd.<br>| 100226 | &nbsp;&nbsp;4853026 |
| # | Kolon Corp. | 44406 | &nbsp;&nbsp;1853156 |
| \* | Kolon Enp, Inc. | 90769 | &nbsp;&nbsp;634549 |
|  | Kolon Global Corp. | 5283 | &nbsp;&nbsp;33165 |
| # | Kolon Industries, Inc. | 130465 | &nbsp;&nbsp;4957144 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Kolon Life Science, <br>Inc.<br>| 11337 | &nbsp;&nbsp;509463 |
|  | Komelon Corp. | 7669 | &nbsp;&nbsp;79140 |
| # | KoMiCo Ltd. | 10969 | &nbsp;&nbsp;954281 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Komipharm <br>International Co. <br>Ltd.<br>| 41635 | &nbsp;&nbsp;205697 |
| # | KONA I Co. Ltd. | 37585 | &nbsp;&nbsp;1601497 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Korea Aerospace <br>Industries Ltd.<br>| 181140 | &nbsp;&nbsp;21111724 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Korea Airport Service <br>Co. Ltd.<br>| 486 | &nbsp;&nbsp;23161 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Korea Alcohol <br>Industrial Co. Ltd.<br>| 94422 | &nbsp;&nbsp;738185 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Korea Asset In Trust <br>Co. Ltd.<br>| 403842 | &nbsp;&nbsp;730265 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Korea Cast Iron Pipe <br>Industries Co. Ltd.<br>| 66819 | &nbsp;&nbsp;310036 |
| #\* | Korea Circuit Co. Ltd. | 77047 | &nbsp;&nbsp;3730511 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Korea District Heating <br>Corp.<br>| 10906 | &nbsp;&nbsp;754112 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Korea Electric Power <br>Corp. (015760 KS)<br>| 240707 | &nbsp;&nbsp;9708454 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Korea Electric Power <br>Corp. (KEP US), <br>Sponsored ADR<br>| 326264 | &nbsp;&nbsp;6593795 |

---

------

**Emerging Markets Core Equity 2 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) |  |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Korea Electric <br>Terminal Co. Ltd.<br>| 49887 | &nbsp;&nbsp;$2587206 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Korea Electronic <br>Certification <br>Authority, Inc.<br>| 42687 | &nbsp;&nbsp;117433 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Korea Electronic <br>Power Industrial <br>Development Co. <br>Ltd.<br>| 74156 | &nbsp;&nbsp;703184 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Korea Export <br>Packaging Industrial <br>Co. Ltd.<br>| 92420 | &nbsp;&nbsp;206274 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Korea Fuel-Tech <br>Corp.<br>| 173033 | &nbsp;&nbsp;940607 |
|  | Korea Gas Corp. | 89854 | &nbsp;&nbsp;2496464 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Korea Information & <br>Communications <br>Co. Ltd.<br>| 90907 | &nbsp;&nbsp;510348 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Korea Information <br>Certificate Authority, <br>Inc.<br>| 101083 | &nbsp;&nbsp;468269 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Korea Investment <br>Holdings Co. Ltd.<br>| 184512 | &nbsp;&nbsp;27602006 |
| #\* | Korea Line Corp. | 1210170 | &nbsp;&nbsp;1637702 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Korea Movenex Co. <br>Ltd.<br>| 120776 | &nbsp;&nbsp;486458 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Korea Petrochemical <br>Ind Co. Ltd.<br>| 24973 | &nbsp;&nbsp;2709360 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Korea Petroleum <br>Industries Co.<br>| 48470 | &nbsp;&nbsp;536820 |
|  | Korea Ratings Corp. | 5809 | &nbsp;&nbsp;390783 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Korea Real Estate <br>Investment & Trust <br>Co. Ltd.<br>| 1221498 | &nbsp;&nbsp;1033809 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Korea United Pharm, <br>Inc.<br>| 68387 | &nbsp;&nbsp;904292 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Korean Air Lines Co. <br>Ltd.<br>| 948189 | &nbsp;&nbsp;15287778 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Korean Reinsurance <br>Co.<br>| 1176327 | &nbsp;&nbsp;9610133 |
| # | Kortek Corp. | 46854 | &nbsp;&nbsp;312888 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Koryo Credit <br>Information Co. <br>Ltd.<br>| 9684 | &nbsp;&nbsp;67192 |
| #\* | KOSES Co. Ltd. | 20024 | &nbsp;&nbsp;372537 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;KPX Chemical Co. <br>Ltd.<br>| 11443 | &nbsp;&nbsp;382690 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;KPX Electrochem Co. <br>Ltd.<br>| 12715 | &nbsp;&nbsp;78424 |
| \* | Krafton, Inc. | 72256 | &nbsp;&nbsp;12684969 |
| # | KSS LINE Ltd. | 161460 | &nbsp;&nbsp;1086701 |
| \* | Kt alpha Co. Ltd. | 54630 | &nbsp;&nbsp;181282 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;KT Corp. (030200 <br>KS)<br>| 35348 | &nbsp;&nbsp;1398494 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;KT Corp. (KT US), <br>Sponsored ADR<br>| 199398 | &nbsp;&nbsp;4171406 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) |  |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;KT Genie Music <br>Corp.<br>| 29512 | &nbsp;&nbsp;$39375 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;KT Nasmedia Co. <br>Ltd.<br>| 9617 | &nbsp;&nbsp;83946 |
|  | KT Skylife Co. Ltd. | 184162 | &nbsp;&nbsp;623794 |
|  | KT&G Corp. | 223569 | &nbsp;&nbsp;23910279 |
| # | KTCS Corp. | 236202 | &nbsp;&nbsp;448191 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Kukbo Design Co. <br>Ltd.<br>| 14650 | &nbsp;&nbsp;219665 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Kukdong Oil & <br>Chemicals Co. Ltd.<br>| 83126 | &nbsp;&nbsp;198708 |
| \*†† | &nbsp;&nbsp;&nbsp;&nbsp;Kuk-il Paper <br>Manufacturing Co. <br>Ltd.<br>| 231940 | &nbsp;&nbsp;57880 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Kukje Pharma Co. <br>Ltd.<br>| 30773 | &nbsp;&nbsp;96396 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Kukjeon <br>Pharmaceutical Co. <br>Ltd.<br>| 37315 | &nbsp;&nbsp;82297 |
| #\*†† | Kum Yang Co. Ltd. | 18916 | &nbsp;&nbsp;48795 |
| #\* | Kumho HT, Inc. | 749542 | &nbsp;&nbsp;269413 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Kumho Petrochemical <br>Co. Ltd.<br>| 86975 | &nbsp;&nbsp;8687098 |
| #\* | Kumho Tire Co., Inc. | 786285 | &nbsp;&nbsp;3282539 |
| #\* | KUMHOE&C Co. Ltd. | 140791 | &nbsp;&nbsp;405338 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Kumkang Kind Co. <br>Ltd.<br>| 102751 | &nbsp;&nbsp;439665 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Kwang Dong <br>Pharmaceutical Co. <br>Ltd.<br>| 224136 | &nbsp;&nbsp;938926 |
| #\* | Kwangmu Co. Ltd. | 125086 | &nbsp;&nbsp;198897 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;KX Innovation Co. <br>Ltd.<br>| 119777 | &nbsp;&nbsp;287326 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Kyeryong Construction <br>Industrial Co. Ltd.<br>| 54145 | &nbsp;&nbsp;809728 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Kyobo Securities Co. <br>Ltd.<br>| 123871 | &nbsp;&nbsp;1022253 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Kyochon F&B Co. <br>Ltd.<br>| 83242 | &nbsp;&nbsp;248425 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Kyongbo <br>Pharmaceutical Co. <br>Ltd.<br>| 14258 | &nbsp;&nbsp;57756 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Kyung Dong Navien <br>Co. Ltd.<br>| 53051 | &nbsp;&nbsp;2119401 |
| # | Kyungbang Co. Ltd. | 55402 | &nbsp;&nbsp;359897 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;KyungDong City Gas <br>Co. Ltd.<br>| 16222 | &nbsp;&nbsp;242628 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;KyungDong Invest Co. <br>Ltd.<br>| 3317 | &nbsp;&nbsp;144664 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Kyungdong Pharm <br>Co. Ltd.<br>| 106987 | &nbsp;&nbsp;423213 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Kyung-In Synthetic <br>Corp.<br>| 230094 | &nbsp;&nbsp;785548 |
| # | KZ Precision Corp. | 63997 | &nbsp;&nbsp;622642 |
| # | L&C Bio Co. Ltd. | 33179 | &nbsp;&nbsp;2112758 |
| #\* | L&F Co. Ltd. | 4524 | &nbsp;&nbsp;394077 |
| \* | L&K Biomed Co. Ltd. | 34222 | &nbsp;&nbsp;376686 |

---

------

**Emerging Markets Core Equity 2 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) |  |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;LabGenomics Co. <br>Ltd.<br>| 346208 | &nbsp;&nbsp;$421040 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Lake Materials Co. <br>Ltd.<br>| 179474 | &nbsp;&nbsp;3309016 |
| #\* | LB Semicon, Inc. | 87910 | &nbsp;&nbsp;285241 |
|  | LEADCORP, Inc.  | 107465 | &nbsp;&nbsp;271668 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Lee Ku Industrial Co. <br>Ltd.<br>| 161966 | &nbsp;&nbsp;666094 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;LEENO Industrial, <br>Inc.<br>| 194895 | &nbsp;&nbsp;14189854 |
|  | LF Corp. | 108665 | &nbsp;&nbsp;1449041 |
|  | LG Chem Ltd. | 143693 | &nbsp;&nbsp;30853946 |
|  | LG Corp. | 190776 | &nbsp;&nbsp;12110141 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;LG Display Co. Ltd. <br>(034220 KS)<br>| 1542091 | &nbsp;&nbsp;12434070 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;LG Display Co. Ltd. <br>(LPL US), ADR<br>| 345392 | &nbsp;&nbsp;1371206 |
| # | LG Electronics, Inc. | 564673 | &nbsp;&nbsp;38716081 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;LG Energy Solution <br>Ltd.<br>| 26106 | &nbsp;&nbsp;7176181 |
| # | LG H&H Co. Ltd. | 30086 | &nbsp;&nbsp;5466950 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;LG HelloVision Co. <br>Ltd.<br>| 436983 | &nbsp;&nbsp;702606 |
| # | LG Innotek Co. Ltd. | 82150 | &nbsp;&nbsp;13949191 |
|  | LG Uplus Corp. | 1340553 | &nbsp;&nbsp;14893076 |
| # | LIG Nex1 Co. Ltd. | 54930 | &nbsp;&nbsp;18321955 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;LigaChem <br>Biosciences, Inc.<br>| 11749 | &nbsp;&nbsp;1646223 |
| #\* | LOT Vacuum Co. Ltd. | 70046 | &nbsp;&nbsp;668185 |
| # | Lotte Chemical Corp. | 58104 | &nbsp;&nbsp;3353288 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Lotte Chilsung <br>Beverage Co. Ltd.<br>| 37116 | &nbsp;&nbsp;3435044 |
| # | Lotte Corp. | 96966 | &nbsp;&nbsp;2106998 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Lotte Data <br>Communication Co.<br>| 42531 | &nbsp;&nbsp;626490 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Lotte Energy Materials <br>Corp.<br>| 110695 | &nbsp;&nbsp;2969834 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;LOTTE Fine Chemical <br>Co. Ltd.<br>| 113201 | &nbsp;&nbsp;3719770 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;LOTTE Himart Co. <br>Ltd.<br>| 64713 | &nbsp;&nbsp;325875 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Lotte Non-Life <br>Insurance Co. Ltd.<br>| 339000 | &nbsp;&nbsp;390802 |
| # | Lotte Rental Co. Ltd. | 92093 | &nbsp;&nbsp;1970220 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Lotte Shopping Co. <br>Ltd.<br>| 42043 | &nbsp;&nbsp;2453362 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Lotte Tour <br>Development Co. <br>Ltd.<br>| 45944 | &nbsp;&nbsp;799673 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Lotte Wellfood Co. <br>Ltd.<br>| 17628 | &nbsp;&nbsp;1420564 |
| # | LS Corp. | 90462 | &nbsp;&nbsp;14265376 |
| # | LS Eco Energy Ltd. | 52587 | &nbsp;&nbsp;1493520 |
| # | LS Electric Co. Ltd. | 65365 | &nbsp;&nbsp;25472695 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;LS Marine Solution <br>Co. Ltd.<br>| 8960 | &nbsp;&nbsp;199915 |
| \* | LS Materials Ltd. | 6649 | &nbsp;&nbsp;79793 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) |  |
| # | &nbsp;&nbsp;&nbsp;&nbsp;LS SECURITIES Co. <br>Ltd.<br>| 47004 | &nbsp;&nbsp;$185981 |
| # | LTC Co. Ltd. | 29411 | &nbsp;&nbsp;560928 |
| #\* | LVMC Holdings | 659018 | &nbsp;&nbsp;678853 |
|  | LX Hausys Ltd. | 54494 | &nbsp;&nbsp;1095116 |
| # | LX Holdings Corp. | 307043 | &nbsp;&nbsp;1854181 |
| # | LX International Corp. | 280471 | &nbsp;&nbsp;7444963 |
| # | LX Semicon Co. Ltd. | 86327 | &nbsp;&nbsp;3274144 |
| # | M.I.Tech Co. Ltd. | 63758 | &nbsp;&nbsp;331395 |
| \* | M2N Co. Ltd. | 67879 | &nbsp;&nbsp;96989 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Macquarie Korea <br>Infrastructure Fund<br>| 1173738 | &nbsp;&nbsp;9122398 |
| # | Macrogen, Inc. | 35274 | &nbsp;&nbsp;478385 |
| # | Maeil Dairies Co. Ltd. | 29136 | &nbsp;&nbsp;713458 |
| #\* | Manyo Co. Ltd. | 16190 | &nbsp;&nbsp;161786 |
| # | Mcnex Co. Ltd. | 108576 | &nbsp;&nbsp;2290676 |
| #\* | MDS Tech, Inc. | 241566 | &nbsp;&nbsp;245396 |
| #\* | ME2ON Co. Ltd. | 90816 | &nbsp;&nbsp;284071 |
|  | Mecaro Co. Ltd. | 2479 | &nbsp;&nbsp;43670 |
| #\* | Mediana Co. Ltd. | 55923 | &nbsp;&nbsp;766395 |
| #\* | Medipost Co. Ltd. | 53050 | &nbsp;&nbsp;881143 |
| \* | MedPacto, Inc. | 5544 | &nbsp;&nbsp;27623 |
| # | Medytox, Inc. | 17601 | &nbsp;&nbsp;1637544 |
| #\* | Meerecompany, Inc. | 17727 | &nbsp;&nbsp;221820 |
|  | MegaStudy Co. Ltd. | 52410 | &nbsp;&nbsp;403930 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;MegaStudyEdu Co. <br>Ltd.<br>| 64720 | &nbsp;&nbsp;2090580 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Meritz Financial <br>Group, Inc.<br>| 495048 | &nbsp;&nbsp;40027194 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;META BIOMED Co. <br>Ltd.<br>| 84378 | &nbsp;&nbsp;285319 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Mezzion Pharma Co. <br>Ltd.<br>| 8143 | &nbsp;&nbsp;973169 |
| # | Mgame Corp. | 157466 | &nbsp;&nbsp;627404 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Mi Chang Oil <br>Industrial Co. Ltd.<br>| 3413 | &nbsp;&nbsp;288863 |
| #\* | MiCo Ltd. | 171010 | &nbsp;&nbsp;2083322 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Micro Contact Solution <br>Co. Ltd.<br>| 5192 | &nbsp;&nbsp;73467 |
| #\* | Micro Digital Co. Ltd. | 26352 | &nbsp;&nbsp;176859 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Mirae Asset Life <br>Insurance Co. Ltd.<br>| 422652 | &nbsp;&nbsp;2757277 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Mirae Asset Securities <br>Co. Ltd.<br>| 1114579 | &nbsp;&nbsp;33042279 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Mirae Asset Venture <br>Investment Co. Ltd.<br>| 108182 | &nbsp;&nbsp;1325157 |
| # | Misto Holdings Corp. | 192513 | &nbsp;&nbsp;6268850 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Miwon Chemicals Co. <br>Ltd.<br>| 1485 | &nbsp;&nbsp;99047 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Miwon Commercial <br>Co. Ltd.<br>| 7025 | &nbsp;&nbsp;677558 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Miwon Holdings Co. <br>Ltd.<br>| 1831 | &nbsp;&nbsp;88211 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Miwon Specialty <br>Chemical Co. Ltd.<br>| 9336 | &nbsp;&nbsp;874909 |
| #\* | MK Electron Co. Ltd. | 123560 | &nbsp;&nbsp;858232 |
| # | MNTech Co. Ltd. | 67349 | &nbsp;&nbsp;553510 |

---

------

**Emerging Markets Core Equity 2 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) |  |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Mobase Electronics <br>Co. Ltd.<br>| 212664 | &nbsp;&nbsp;$637763 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Modetour Network, <br>Inc.<br>| 32742 | &nbsp;&nbsp;256331 |
| #\* | MONAYONGPYONG | 182248 | &nbsp;&nbsp;399804 |
| # | Moorim P&P Co. Ltd. | 165964 | &nbsp;&nbsp;275041 |
| #\* | Motrex Co. Ltd. | 98060 | &nbsp;&nbsp;658004 |
| # | mPlus Corp. | 28776 | &nbsp;&nbsp;249414 |
| #\* | MS Autotech Co. Ltd. | 75664 | &nbsp;&nbsp;118019 |
|  | Muhak Co. Ltd. | 25628 | &nbsp;&nbsp;157874 |
| # | Multicampus Co. Ltd. | 14870 | &nbsp;&nbsp;309767 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Myoung Shin <br>Industrial Co. Ltd.<br>| 242532 | &nbsp;&nbsp;1544217 |
| \* | Naintech Co. Ltd. | 41998 | &nbsp;&nbsp;99339 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Namhae Chemical <br>Corp.<br>| 129834 | &nbsp;&nbsp;617473 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Namsun Aluminum <br>Co. Ltd.<br>| 575975 | &nbsp;&nbsp;496550 |
| # | Namuga Co. Ltd. | 61293 | &nbsp;&nbsp;1063029 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Namyang Dairy <br>Products Co. Ltd.<br>| 14366 | &nbsp;&nbsp;477190 |
| \* | NanoenTek, Inc. | 12813 | &nbsp;&nbsp;45392 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Nature & Environment <br>Co. Ltd.<br>| 238696 | &nbsp;&nbsp;98650 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Nature Holdings Co. <br>Ltd.<br>| 71082 | &nbsp;&nbsp;395887 |
|  | NAVER Corp. | 58567 | &nbsp;&nbsp;11132513 |
|  | NCSoft Corp. | 24372 | &nbsp;&nbsp;3963388 |
| # | NeoPharm Co. Ltd. | 55392 | &nbsp;&nbsp;719398 |
| # | Neosem, Inc. | 31653 | &nbsp;&nbsp;339961 |
| \* | Neowiz | 91417 | &nbsp;&nbsp;1932367 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Neowiz Holdings <br>Corp.<br>| 24725 | &nbsp;&nbsp;504418 |
| #\* | Nepes Ark Corp. | 44403 | &nbsp;&nbsp;568130 |
| #\* | NEPES Corp. | 74821 | &nbsp;&nbsp;986825 |
| \* | Neptune Co. | 94743 | &nbsp;&nbsp;353569 |
| Ω | Netmarble Corp. | 68444 | &nbsp;&nbsp;2503702 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;New Power Plasma <br>Co. Ltd.<br>| 167306 | &nbsp;&nbsp;710742 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Newflex Technology <br>Co. Ltd.<br>| 22745 | &nbsp;&nbsp;105418 |
|  | Nexen Corp. | 181887 | &nbsp;&nbsp;755130 |
| # | Nexen Tire Corp. | 204051 | &nbsp;&nbsp;1139460 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Nexon Games Co. <br>Ltd.<br>| 67147 | &nbsp;&nbsp;617279 |
| # | Nexteel Co. Ltd. | 14275 | &nbsp;&nbsp;111118 |
| # | NEXTIN, Inc. | 39361 | &nbsp;&nbsp;2679776 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;NH Investment & <br>Securities Co. Ltd.<br>| 638162 | &nbsp;&nbsp;11964494 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;NH NongWooBio Co. <br>Ltd.<br>| 19155 | &nbsp;&nbsp;109539 |
| # | NHN Corp. | 95578 | &nbsp;&nbsp;2138125 |
| # | NHN KCP Corp. | 141074 | &nbsp;&nbsp;2213454 |
|  | NI Steel Co. Ltd. | 31574 | &nbsp;&nbsp;75709 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;NICE Holdings Co. <br>Ltd.<br>| 177420 | &nbsp;&nbsp;1716010 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) |  |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Nice Information & <br>Telecommunication, <br>Inc.<br>| 45256 | &nbsp;&nbsp;$763902 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;NICE Information <br>Service Co. Ltd.<br>| 239522 | &nbsp;&nbsp;2879987 |
|  | NICE Infra Co. Ltd. | 40186 | &nbsp;&nbsp;117168 |
|  | NK Co. Ltd. | 37854 | &nbsp;&nbsp;30845 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Nong Shim Holdings <br>Co. Ltd.<br>| 15048 | &nbsp;&nbsp;921989 |
| # | NongShim Co. Ltd. | 19651 | &nbsp;&nbsp;5539278 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Noroo Holdings Co. <br>Ltd.<br>| 17027 | &nbsp;&nbsp;250596 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;NOROO Paint & <br>Coatings Co. Ltd.<br>| 74526 | &nbsp;&nbsp;428641 |
| # | NOVAREX Co. Ltd. | 79184 | &nbsp;&nbsp;770279 |
| #\* | Novatech Co. Ltd. | 12965 | &nbsp;&nbsp;270165 |
|  | NPC | 89558 | &nbsp;&nbsp;236367 |
| \* | NUVOTEC Co. Ltd. | 15390 | &nbsp;&nbsp;11509 |
| #\* | OCI Co. Ltd. | 31494 | &nbsp;&nbsp;1537650 |
| #\* | OCI Holdings Co. Ltd. | 90451 | &nbsp;&nbsp;7214659 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Okins Electronics Co. <br>Ltd.<br>| 46357 | &nbsp;&nbsp;412429 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;OliX Pharmaceuticals, <br>Inc.<br>| 6137 | &nbsp;&nbsp;586188 |
| # | ONEJOON Co. Ltd. | 22126 | &nbsp;&nbsp;156464 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;OptoElectronics <br>Solutions Co. Ltd.<br>| 34817 | &nbsp;&nbsp;402549 |
| \* | Orbitech Co. Ltd. | 11062 | &nbsp;&nbsp;34137 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Oriental Precision & <br>Engineering Co. <br>Ltd.<br>| 97618 | &nbsp;&nbsp;564630 |
| # | Orion Corp. | 125629 | &nbsp;&nbsp;10226279 |
| # | Orion Holdings Corp. | 208397 | &nbsp;&nbsp;3017089 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Osang Healthcare Co. <br>Ltd.<br>| 8301 | &nbsp;&nbsp;65285 |
| #\* | OSTEONIC Co. Ltd. | 53625 | &nbsp;&nbsp;231833 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Osung Advanced <br>Materials Co. Ltd.<br>| 444369 | &nbsp;&nbsp;469656 |
| # | Otoki Corp. | 12020 | &nbsp;&nbsp;3216005 |
|  | Pan Ocean Co. Ltd. | 1602392 | &nbsp;&nbsp;5220029 |
| # | Pang Rim Co. Ltd. | 39590 | &nbsp;&nbsp;148706 |
|  | Paradise Co. Ltd. | 320064 | &nbsp;&nbsp;3931885 |
| # | Park Systems Corp. | 25044 | &nbsp;&nbsp;5260864 |
| #\* | Partron Co. Ltd. | 288291 | &nbsp;&nbsp;1435574 |
| #\* | Pearl Abyss Corp. | 30158 | &nbsp;&nbsp;1195311 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;People & Technology, <br>Inc.<br>| 110651 | &nbsp;&nbsp;4048486 |
| #\* | Peptron, Inc. | 9976 | &nbsp;&nbsp;2113444 |
|  | PHA Co. Ltd. | 58521 | &nbsp;&nbsp;479053 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;PharmaResearch Co. <br>Ltd.<br>| 28863 | &nbsp;&nbsp;9471410 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;PharmGen Science, <br>Inc.<br>| 113607 | &nbsp;&nbsp;331895 |
| \* | Pharmicell Co. Ltd. | 201421 | &nbsp;&nbsp;1954162 |
|  | Philenergy Co. Ltd. | 5400 | &nbsp;&nbsp;63577 |
| #\* | Philoptics Co. Ltd. | 38258 | &nbsp;&nbsp;1455120 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;PI Advanced Materials <br>Co. Ltd.<br>| 70350 | &nbsp;&nbsp;790989 |

---

------

**Emerging Markets Core Equity 2 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) |  |
| \* | PKC Co. Ltd. | 173863 | &nbsp;&nbsp;$733161 |
| #\* | Polaris AI Corp. | 80192 | &nbsp;&nbsp;101289 |
| \* | Polaris Office Corp. | 2267 | &nbsp;&nbsp;7475 |
| # | Pond Group Co. Ltd. | 17619 | &nbsp;&nbsp;70848 |
| #\* | PonyLink Co. Ltd. | 290249 | &nbsp;&nbsp;161854 |
|  | Poongsan Corp. | 127154 | &nbsp;&nbsp;11594016 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Poongsan Holdings <br>Corp.<br>| 47395 | &nbsp;&nbsp;1364480 |
| # | Posco DX Co. Ltd. | 157973 | &nbsp;&nbsp;4234456 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;POSCO Future M Co. <br>Ltd.<br>| 10779 | &nbsp;&nbsp;1667772 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;POSCO Holdings, Inc. <br>(005490 KS)<br>| 72008 | &nbsp;&nbsp;17279295 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;POSCO Holdings, Inc. <br>(PKX US), <br>Sponsored ADR<br>| 217227 | &nbsp;&nbsp;12885906 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Posco International <br>Corp.<br>| 233812 | &nbsp;&nbsp;10096029 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Posco M-Tech Co. <br>Ltd.<br>| 36109 | &nbsp;&nbsp;494952 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;POSCO Steeleon Co. <br>Ltd.<br>| 19137 | &nbsp;&nbsp;540640 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Power Logics Co. <br>Ltd.<br>| 150946 | &nbsp;&nbsp;596057 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Prestige Biologics Co. <br>Ltd.<br>| 34676 | &nbsp;&nbsp;70797 |
| # | Protec Co. Ltd. | 28538 | &nbsp;&nbsp;1003245 |
| # | PSK Holdings, Inc. | 19964 | &nbsp;&nbsp;1081034 |
| # | PSK, Inc. | 119141 | &nbsp;&nbsp;5033469 |
| # | Pulmuone Co. Ltd. | 86111 | &nbsp;&nbsp;783611 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Pumtech Korea Co. <br>Ltd.<br>| 12664 | &nbsp;&nbsp;575261 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Pungkuk Ethanol Co. <br>Ltd.<br>| 16938 | &nbsp;&nbsp;106138 |
| \* | Ray Co. Ltd. | 7008 | &nbsp;&nbsp;26037 |
| #\* | Refine Co. Ltd. | 71948 | &nbsp;&nbsp;604349 |
| \* | Remed Co. Ltd. | 6876 | &nbsp;&nbsp;13630 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Reyon Pharmaceutical <br>Co. Ltd.<br>| 39066 | &nbsp;&nbsp;306182 |
| # | RFHIC Corp. | 45102 | &nbsp;&nbsp;1489512 |
| #\* | RFTech Co. Ltd. | 159006 | &nbsp;&nbsp;197090 |
| #\* | Robostar Co. Ltd. | 14611 | &nbsp;&nbsp;898573 |
| \* | Robotis Co. Ltd. | 13160 | &nbsp;&nbsp;3072443 |
|  | Rorze Systems Corp. | 6569 | &nbsp;&nbsp;44474 |
| \* | Rsupport Co. Ltd. | 10658 | &nbsp;&nbsp;17690 |
| \* | S Net Systems, Inc. | 28607 | &nbsp;&nbsp;67762 |
| # | S&D Co. Ltd. | 2028 | &nbsp;&nbsp;98269 |
| # | S&S Tech Corp. | 61424 | &nbsp;&nbsp;3838806 |
| # | S-1 Corp. | 77889 | &nbsp;&nbsp;4312839 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Sajo Industries Co. <br>Ltd.<br>| 14062 | &nbsp;&nbsp;569739 |
| #\* | Sajodaerim Corp. | 30273 | &nbsp;&nbsp;763798 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Sajodongaone Co. <br>Ltd.<br>| 88855 | &nbsp;&nbsp;66464 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Sam Chun Dang <br>Pharm Co. Ltd.<br>| 9741 | &nbsp;&nbsp;3234288 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Sam Young <br>Electronics Co. Ltd.<br>| 74785 | &nbsp;&nbsp;588933 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) |  |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Sam Yung Trading <br>Co. Ltd.<br>| 88339 | &nbsp;&nbsp;$1060822 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Sam-A Aluminum Co. <br>Ltd.<br>| 14216 | &nbsp;&nbsp;334409 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Sambo Corrugated <br>Board Co. Ltd.<br>| 29248 | &nbsp;&nbsp;195147 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Sambo Motors Co. <br>Ltd.<br>| 25988 | &nbsp;&nbsp;149374 |
| # | Samchully Co. Ltd. | 9292 | &nbsp;&nbsp;924974 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Samho Development <br>Co. Ltd.<br>| 83310 | &nbsp;&nbsp;216675 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;SAMHWA Paints <br>Industrial Co. Ltd.<br>| 83510 | &nbsp;&nbsp;403298 |
| # | Samhyun Co. Ltd. | 8223 | &nbsp;&nbsp;382923 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Samick Musical <br>Instruments Co. <br>Ltd.<br>| 80891 | &nbsp;&nbsp;65757 |
| #†† | Samick THK Co. Ltd. | 51492 | &nbsp;&nbsp;133613 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Samil Pharmaceutical <br>Co. Ltd.<br>| 81400 | &nbsp;&nbsp;566676 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Samji Electronics Co. <br>Ltd.<br>| 81870 | &nbsp;&nbsp;1292426 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Samjin <br>Pharmaceutical Co. <br>Ltd.<br>| 52877 | &nbsp;&nbsp;708036 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Sammok S-Form Co. <br>Ltd.<br>| 29939 | &nbsp;&nbsp;410857 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;SAMPYO Cement Co. <br>Ltd.<br>| 245368 | &nbsp;&nbsp;1429660 |
| \*Ω | &nbsp;&nbsp;&nbsp;&nbsp;Samsung Biologics <br>Co. Ltd.<br>| 11607 | &nbsp;&nbsp;14027167 |
| # | Samsung C&T Corp. | 197090 | &nbsp;&nbsp;41084330 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Samsung Card Co. <br>Ltd. (029780 KS)<br>| 115331 | &nbsp;&nbsp;4546576 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Samsung <br>Electro-Mechanics <br>Co. Ltd.<br>| 140765 | &nbsp;&nbsp;27071740 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Samsung Electronics <br>Co. Ltd. (005930 <br>KS)<br>| 10764589 | &nbsp;&nbsp;1189214870 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Samsung Electronics <br>Co. Ltd. (SMSN LI), <br>GDR<br>| 491 | &nbsp;&nbsp;1351684 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Samsung Engineering <br>Co. Ltd.<br>| 824339 | &nbsp;&nbsp;17547128 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Samsung <br>Episholdings Co. <br>Ltd.<br>| 6239 | &nbsp;&nbsp;2626674 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Samsung Fire & <br>Marine Insurance <br>Co. Ltd.<br>| 107582 | &nbsp;&nbsp;37403684 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Samsung Heavy <br>Industries Co. Ltd.<br>| 671206 | &nbsp;&nbsp;13679959 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Samsung Life <br>Insurance Co. Ltd.<br>| 155333 | &nbsp;&nbsp;20225213 |

---

------

**Emerging Markets Core Equity 2 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) |  |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Samsung <br>Pharmaceutical Co. <br>Ltd.<br>| 118387 | &nbsp;&nbsp;$148409 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Samsung SDI Co. <br>Ltd.<br>| 107858 | &nbsp;&nbsp;29032800 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Samsung SDS Co. <br>Ltd.<br>| 95296 | &nbsp;&nbsp;11427155 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Samsung Securities <br>Co. Ltd.<br>| 286971 | &nbsp;&nbsp;18012643 |
| #\* | SAMT Co. Ltd. | 374339 | &nbsp;&nbsp;1194180 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Samwha Capacitor <br>Co. Ltd.<br>| 42174 | &nbsp;&nbsp;922201 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Samwha Electric Co. <br>Ltd.<br>| 15682 | &nbsp;&nbsp;589250 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Samyang <br>Biopharmaceuticals <br>Corp.<br>| 27320 | &nbsp;&nbsp;1814500 |
| # | Samyang Corp. | 14889 | &nbsp;&nbsp;491154 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Samyang Foods Co. <br>Ltd.<br>| 17183 | &nbsp;&nbsp;14042927 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Samyang Holdings <br>Corp.<br>| 25704 | &nbsp;&nbsp;1083669 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Samyang Packaging <br>Corp.<br>| 14769 | &nbsp;&nbsp;126560 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Samyang Tongsang <br>Co. Ltd.<br>| 10960 | &nbsp;&nbsp;434165 |
| # | Samyoung Co. Ltd. | 134031 | &nbsp;&nbsp;565256 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Sang-A Frontec Co. <br>Ltd.<br>| 34179 | &nbsp;&nbsp;415277 |
| #\* | Sangsangin Co. Ltd. | 176091 | &nbsp;&nbsp;230215 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Sangsin Energy <br>Display Precision <br>Co. Ltd.<br>| 65320 | &nbsp;&nbsp;688796 |
| # | Saramin Co. Ltd. | 40035 | &nbsp;&nbsp;361378 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Satrec Initiative Co. <br>Ltd.<br>| 9250 | &nbsp;&nbsp;1257211 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;SBI Investment Korea <br>Co. Ltd.<br>| 584519 | &nbsp;&nbsp;309507 |
| # | SD Biosensor, Inc. | 275037 | &nbsp;&nbsp;1718781 |
| #\* | SDN Co. Ltd. | 186770 | &nbsp;&nbsp;142853 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;SeAH Besteel <br>Holdings Corp.<br>| 124159 | &nbsp;&nbsp;6313573 |
|  | SeAH Holdings Corp. | 495 | &nbsp;&nbsp;55535 |
| # | SeAH Steel Corp. | 13617 | &nbsp;&nbsp;1141397 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;SeAH Steel Holdings <br>Corp.<br>| 17769 | &nbsp;&nbsp;1675884 |
|  | Sebang Co. Ltd. | 77689 | &nbsp;&nbsp;781053 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sebang Global Battery <br>Co. Ltd.<br>| 48088 | &nbsp;&nbsp;2124627 |
| # | Seegene, Inc. | 145156 | &nbsp;&nbsp;2871538 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Segyung Hitech Co. <br>Ltd.<br>| 57444 | &nbsp;&nbsp;199453 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Sejin Heavy Industries <br>Co. Ltd.<br>| 68614 | &nbsp;&nbsp;917511 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Sejong Industrial Co. <br>Ltd.<br>| 112104 | &nbsp;&nbsp;828026 |
| #\* | Sekonix Co. Ltd. | 56155 | &nbsp;&nbsp;239388 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) |  |
| \* | SEMCNS Co. Ltd. | 9872 | &nbsp;&nbsp;$64702 |
| \* | Sempio Foods Co. | 8674 | &nbsp;&nbsp;180600 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Semyung Electric <br>Machinery Co. Ltd.<br>| 6457 | &nbsp;&nbsp;44332 |
| # | Seobu T&D | 236941 | &nbsp;&nbsp;2891030 |
|  | Seohan Co. Ltd. | 625128 | &nbsp;&nbsp;386609 |
| #\*†† | &nbsp;&nbsp;&nbsp;&nbsp;Seohee Construction <br>Co. Ltd.<br>| 788596 | &nbsp;&nbsp;666751 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Seojin System Co. <br>Ltd.<br>| 137325 | &nbsp;&nbsp;3617437 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Seoul Auction Co. <br>Ltd.<br>| 38918 | &nbsp;&nbsp;207786 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Seoul City Gas Co. <br>Ltd.<br>| 3726 | &nbsp;&nbsp;171430 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Seoul Semiconductor <br>Co. Ltd.<br>| 267318 | &nbsp;&nbsp;1438279 |
| # | Seoyon Co. Ltd. | 100408 | &nbsp;&nbsp;743267 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Seoyon E-Hwa Co. <br>Ltd.<br>| 116908 | &nbsp;&nbsp;1228340 |
| \*†† | Setopia Co. Ltd. | 26820 | &nbsp;&nbsp;3782 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;SEWOONMEDICAL <br>Co. Ltd.<br>| 24738 | &nbsp;&nbsp;40782 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;SFA Engineering <br>Corp.<br>| 94527 | &nbsp;&nbsp;2206743 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;SFA Semicon Co. <br>Ltd.<br>| 364361 | &nbsp;&nbsp;1962218 |
| # | SGC Energy Co. Ltd. | 55850 | &nbsp;&nbsp;843279 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Shin Heung Energy & <br>Electronics Co. Ltd.<br>| 157592 | &nbsp;&nbsp;711340 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Shin Poong <br>Pharmaceutical Co. <br>Ltd.<br>| 25237 | &nbsp;&nbsp;226992 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Shindaeyang Paper <br>Co. Ltd.<br>| 105995 | &nbsp;&nbsp;870881 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shinhan Financial <br>Group Co. Ltd. <br>(055550 KS)<br>| 1478212 | &nbsp;&nbsp;86392214 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Shinhan Financial <br>Group Co. Ltd. <br>(SHG US), ADR<br>| 250207 | &nbsp;&nbsp;14594574 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Shinil Electronics Co. <br>Ltd.<br>| 231645 | &nbsp;&nbsp;213763 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Shinsegae Information <br>& Communication <br>Co. Ltd.<br>| 21959 | &nbsp;&nbsp;278260 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shinsegae <br>International, Inc.<br>| 86427 | &nbsp;&nbsp;730240 |
| # | Shinsegae, Inc. | 48458 | &nbsp;&nbsp;10735735 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Shinsung Delta Tech <br>Co. Ltd.<br>| 30176 | &nbsp;&nbsp;1662690 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Shinsung E&G Co. <br>Ltd.<br>| 539210 | &nbsp;&nbsp;664667 |
| #\* | Shinsung ST Co. Ltd. | 5010 | &nbsp;&nbsp;136582 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Shinwha Intertek <br>Corp.<br>| 120200 | &nbsp;&nbsp;150929 |
| # | Shinwon Corp. | 345611 | &nbsp;&nbsp;337256 |

---

------

**Emerging Markets Core Equity 2 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) |  |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Shinyoung Securities <br>Co. Ltd.<br>| 29727 | &nbsp;&nbsp;$3632606 |
| # | Showbox Corp. | 66417 | &nbsp;&nbsp;118824 |
| #\* | Silicon2 Co. Ltd. | 135630 | &nbsp;&nbsp;4981059 |
|  | Silla Co. Ltd. | 14535 | &nbsp;&nbsp;92653 |
| #\* | SIMMTECH Co. Ltd. | 102488 | &nbsp;&nbsp;4241440 |
|  | SIMPAC, Inc. | 77451 | &nbsp;&nbsp;266614 |
|  | Sindoh Co. Ltd. | 26903 | &nbsp;&nbsp;881564 |
| #\* | Sinil Pharm Co. Ltd. | 25229 | &nbsp;&nbsp;103671 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;SK <br>Biopharmaceuticals <br>Co. Ltd.<br>| 76501 | &nbsp;&nbsp;6241907 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;SK Bioscience Co. <br>Ltd.<br>| 41976 | &nbsp;&nbsp;1475523 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;SK Chemicals Co. <br>Ltd.<br>| 43185 | &nbsp;&nbsp;2006981 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;SK Discovery Co. <br>Ltd.<br>| 83920 | &nbsp;&nbsp;3369142 |
| #\* | SK Eternix Co. Ltd. | 119545 | &nbsp;&nbsp;1681288 |
| # | SK Gas Ltd. | 19191 | &nbsp;&nbsp;3097577 |
|  | SK Hynix, Inc. | 994055 | &nbsp;&nbsp;620665111 |
| #\*Ω | &nbsp;&nbsp;&nbsp;&nbsp;SK IE Technology Co. <br>Ltd.<br>| 90651 | &nbsp;&nbsp;1713230 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;SK Innovation Co. <br>Ltd.<br>| 105886 | &nbsp;&nbsp;8214960 |
|  | SK Networks Co. Ltd. | 980257 | &nbsp;&nbsp;3804608 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;SK oceanplant Co. <br>Ltd.<br>| 143541 | &nbsp;&nbsp;1875675 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;SK Securities Co. <br>Ltd.<br>| 2249917 | &nbsp;&nbsp;1477142 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;SK Telecom Co. Ltd. <br>(017670 KS)<br>| 202742 | &nbsp;&nbsp;10217385 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;SK Telecom Co. Ltd. <br>(SKM US), <br>Sponsored ADR<br>| 483 | &nbsp;&nbsp;13612 |
| # | SK, Inc. | 134734 | &nbsp;&nbsp;31114305 |
| \* | SKC Co. Ltd. | 12038 | &nbsp;&nbsp;972232 |
| # | SL Corp. | 134564 | &nbsp;&nbsp;5181738 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;SM Entertainment Co. <br>Ltd.<br>| 34714 | &nbsp;&nbsp;2784403 |
| \* | SMEC Co. Ltd. | 394337 | &nbsp;&nbsp;1760452 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;SNT Dynamics Co. <br>Ltd.<br>| 110173 | &nbsp;&nbsp;3794294 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;SNT Holdings Co. <br>Ltd.<br>| 50310 | &nbsp;&nbsp;1890512 |
| # | SNT Motiv Co. Ltd. | 142786 | &nbsp;&nbsp;3475050 |
| #\* | SOCAR, Inc. | 28690 | &nbsp;&nbsp;237138 |
| \* | S-Oil Corp. | 187740 | &nbsp;&nbsp;13792329 |
| \* | Solborn, Inc. | 24234 | &nbsp;&nbsp;63146 |
| # | Solid, Inc. | 315105 | &nbsp;&nbsp;1855765 |
| #\* | SOLUM Co. Ltd. | 234886 | &nbsp;&nbsp;2570767 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Solus Advanced <br>Materials Co. Ltd.<br>| 127971 | &nbsp;&nbsp;720693 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Songwon Industrial <br>Co. Ltd.<br>| 112300 | &nbsp;&nbsp;706802 |
| #\* | Soop Co. Ltd. | 53644 | &nbsp;&nbsp;2743070 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Soosan Industries Co. <br>Ltd.<br>| 36072 | &nbsp;&nbsp;619980 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) |  |
|  | Soulbrain Co. Ltd. | 19622 | &nbsp;&nbsp;$6584921 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Soulbrain Holdings <br>Co. Ltd.<br>| 38911 | &nbsp;&nbsp;1582719 |
| # | SPC Samlip Co. Ltd. | 13592 | &nbsp;&nbsp;475840 |
| # | SPG Co. Ltd. | 27155 | &nbsp;&nbsp;2891705 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Spigen Korea Co. <br>Ltd.<br>| 24455 | &nbsp;&nbsp;383177 |
| # | ST Pharm Co. Ltd. | 29693 | &nbsp;&nbsp;3295744 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;STIC Investments, <br>Inc.<br>| 182158 | &nbsp;&nbsp;1475395 |
| # | Straffic Co. Ltd. | 113879 | &nbsp;&nbsp;287091 |
| #\* | Studio Dragon Corp. | 63179 | &nbsp;&nbsp;2157547 |
| #\* | STX Engine Co. Ltd. | 13781 | &nbsp;&nbsp;323648 |
| \* | Sugentech, Inc. | 22534 | &nbsp;&nbsp;96721 |
| # | Suheung Co. Ltd. | 36553 | &nbsp;&nbsp;548461 |
| \* | Sukgyung AT Co. Ltd. | 6779 | &nbsp;&nbsp;275150 |
| # | Sun Kwang Co. Ltd. | 24057 | &nbsp;&nbsp;354133 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Sung Kwang Bend <br>Co. Ltd.<br>| 97446 | &nbsp;&nbsp;2196691 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Sungchang Enterprise <br>Holdings Ltd.<br>| 333157 | &nbsp;&nbsp;320330 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Sungshin Cement Co. <br>Ltd.<br>| 147254 | &nbsp;&nbsp;1004815 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Sungwoo Hitech Co. <br>Ltd.<br>| 450290 | &nbsp;&nbsp;2498787 |
| #\* | Sunjin Co. Ltd. | 106916 | &nbsp;&nbsp;833560 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Sunny Electronics <br>Corp.<br>| 39726 | &nbsp;&nbsp;44530 |
| \* | SUNP Corp. | 52976 | &nbsp;&nbsp;14096 |
| \* | Suprema, Inc. | 29598 | &nbsp;&nbsp;895475 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Suresoft Technologies, <br>Inc.<br>| 26545 | &nbsp;&nbsp;164061 |
| \* | SV Investment Corp. | 100672 | &nbsp;&nbsp;184256 |
| # | SY Co. Ltd. | 206794 | &nbsp;&nbsp;394259 |
| # | SY Steel Tech, Inc. | 35946 | &nbsp;&nbsp;87210 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Synergy Innovation <br>Co. Ltd.<br>| 188621 | &nbsp;&nbsp;310429 |
| #\* | Synopex, Inc. | 424648 | &nbsp;&nbsp;2247747 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Systems Technology, <br>Inc.<br>| 54558 | &nbsp;&nbsp;1421426 |
| \* | T Scientific Co. Ltd. | 120947 | &nbsp;&nbsp;66981 |
| # | T&L Co. Ltd. | 28189 | &nbsp;&nbsp;1073759 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;T3 Entertainment Co. <br>Ltd.<br>| 18676 | &nbsp;&nbsp;24300 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Tae Kyung Industrial <br>Co. Ltd.<br>| 73974 | &nbsp;&nbsp;240814 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Taekwang Industrial <br>Co. Ltd.<br>| 1728 | &nbsp;&nbsp;1044049 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;TAEKYUNG BK Co. <br>Ltd.<br>| 105821 | &nbsp;&nbsp;337873 |
| #\* | Taewoong Co. Ltd. | 69817 | &nbsp;&nbsp;1476229 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Taeyang Metal <br>Industrial Co. Ltd.<br>| 197725 | &nbsp;&nbsp;313608 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Taeyoung Engineering <br>& Construction Co. <br>Ltd.<br>| 61402 | &nbsp;&nbsp;66939 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Taihan Cable & <br>Solution Co. Ltd.<br>| 150810 | &nbsp;&nbsp;3060881 |

---

------

**Emerging Markets Core Equity 2 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) |  |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Taihan Fiberoptics Co. <br>Ltd.<br>| 191618 | &nbsp;&nbsp;$458931 |
| # | TCC Steel | 64231 | &nbsp;&nbsp;757373 |
| #\* | TechWing, Inc. | 89928 | &nbsp;&nbsp;3079291 |
| \* | Tego Science, Inc. | 10158 | &nbsp;&nbsp;104671 |
| # | Telechips, Inc. | 54858 | &nbsp;&nbsp;592304 |
| \* | TEMC Co. Ltd. | 15597 | &nbsp;&nbsp;107504 |
| # | TES Co. Ltd. | 58140 | &nbsp;&nbsp;2865943 |
| #\* | TFE Co. Ltd. | 5543 | &nbsp;&nbsp;147780 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Theragen Etex Co. <br>Ltd.<br>| 192630 | &nbsp;&nbsp;398676 |
| # | TK Corp. | 141789 | &nbsp;&nbsp;2787335 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;TKG Huchems Co. <br>Ltd.<br>| 139084 | &nbsp;&nbsp;1928384 |
| # | TLB Co. Ltd. | 22342 | &nbsp;&nbsp;911802 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Tokai Carbon Korea <br>Co. Ltd.<br>| 30565 | &nbsp;&nbsp;4998937 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Tongyang Life <br>Insurance Co. Ltd.<br>| 286839 | &nbsp;&nbsp;1369162 |
| #\* | Tongyang, Inc. | 994398 | &nbsp;&nbsp;607117 |
| # | Tonymoly Co. Ltd. | 39095 | &nbsp;&nbsp;240873 |
| #\* | Toptec Co. Ltd. | 149281 | &nbsp;&nbsp;502226 |
| # | Tovis Co. Ltd. | 92248 | &nbsp;&nbsp;997443 |
| # | TS Corp. | 300710 | &nbsp;&nbsp;580373 |
| # | TSE Co. Ltd. | 11580 | &nbsp;&nbsp;622060 |
| \* | TSI Co. Ltd. | 11190 | &nbsp;&nbsp;47873 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Tuksu Construction <br>Co. Ltd.<br>| 80139 | &nbsp;&nbsp;367232 |
| \* | Tway Air Co. Ltd. | 183400 | &nbsp;&nbsp;176494 |
| \* | TY Holdings Co. Ltd. | 1495 | &nbsp;&nbsp;2579 |
| # | TYM Corp. | 266928 | &nbsp;&nbsp;1311693 |
| # | UBCare Co. Ltd. | 94747 | &nbsp;&nbsp;261750 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Ubiquoss Holdings, <br>Inc.<br>| 27880 | &nbsp;&nbsp;209051 |
| # | Ubiquoss, Inc. | 60437 | &nbsp;&nbsp;503802 |
| #\* | Ubivelox, Inc. | 41721 | &nbsp;&nbsp;158248 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Uju Electronics Co. <br>Ltd.<br>| 43321 | &nbsp;&nbsp;947657 |
| #\* | Uni-Chem Co. Ltd. | 221847 | &nbsp;&nbsp;182052 |
| \* | Unick Corp. | 24734 | &nbsp;&nbsp;69737 |
| # | Unid Co. Ltd. | 24328 | &nbsp;&nbsp;1345360 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Union Semiconductor <br>Equipment & <br>Materials Co. Ltd.<br>| 109449 | &nbsp;&nbsp;865592 |
| # | Uniquest Corp. | 61270 | &nbsp;&nbsp;273942 |
| #\* | Unison Co. Ltd. | 218973 | &nbsp;&nbsp;151785 |
| #\* | UniTest, Inc. | 54219 | &nbsp;&nbsp;539972 |
| #\* | Unitrontech Co. Ltd. | 114109 | &nbsp;&nbsp;538084 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Value Added <br>Technology Co. <br>Ltd.<br>| 54238 | &nbsp;&nbsp;776436 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Viatron Technologies, <br>Inc.<br>| 59369 | &nbsp;&nbsp;323315 |
| # | VICTEK Co. Ltd. | 93274 | &nbsp;&nbsp;256524 |
| \*†† | Vidente Co. Ltd. | 125954 | &nbsp;&nbsp;54515 |
|  | Vieworks Co. Ltd. | 35843 | &nbsp;&nbsp;703237 |
| #\* | Vina Tech Co. Ltd. | 9996 | &nbsp;&nbsp;657754 |
| # | Vitzro Tech Co. Ltd. | 82846 | &nbsp;&nbsp;619256 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) |  |
| #\* | Vitzrocell Co. Ltd. | 163524 | &nbsp;&nbsp;$2376904 |
| #\* | VM, Inc. | 53855 | &nbsp;&nbsp;1112298 |
| \* | Voronoi, Inc. | 4275 | &nbsp;&nbsp;661620 |
| #\* | VT Co. Ltd. | 118299 | &nbsp;&nbsp;1684866 |
|  | Webcash Corp. | 29097 | &nbsp;&nbsp;204731 |
| # | Webzen, Inc. | 78977 | &nbsp;&nbsp;946540 |
| \* | Wemade Co. Ltd. | 13596 | &nbsp;&nbsp;307081 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Whanin <br>Pharmaceutical Co. <br>Ltd.<br>| 74598 | &nbsp;&nbsp;554729 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;WINS Technet Co. <br>Ltd.<br>| 64096 | &nbsp;&nbsp;488479 |
|  | WiSoL Co. Ltd. | 120914 | &nbsp;&nbsp;512368 |
| #\* | Won Ik Corp. | 11615 | &nbsp;&nbsp;112661 |
| \* | Won Tech Co. Ltd. | 211414 | &nbsp;&nbsp;1498029 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Wonik Holdings Co. <br>Ltd.<br>| 230899 | &nbsp;&nbsp;6726140 |
| # | WONIK IPS Co. Ltd. | 89127 | &nbsp;&nbsp;7011516 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Wonik Materials Co. <br>Ltd.<br>| 48585 | &nbsp;&nbsp;1340102 |
| \* | Wonik Pne Co. Ltd. | 5664 | &nbsp;&nbsp;16903 |
| # | Wonik QnC Corp. | 91432 | &nbsp;&nbsp;1793888 |
| # | Woojin, Inc. | 84191 | &nbsp;&nbsp;1517996 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Woongjin Thinkbig Co. <br>Ltd.<br>| 375295 | &nbsp;&nbsp;309901 |
| \* | Wooree Bio Co. Ltd. | 87718 | &nbsp;&nbsp;123043 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Woori Financial <br>Group, Inc. (316140 <br>KS)<br>| 2702534 | &nbsp;&nbsp;56533932 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Woori Technology <br>Investment Co. Ltd.<br>| 56732 | &nbsp;&nbsp;332299 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Woori Technology, <br>Inc.<br>| 502634 | &nbsp;&nbsp;3127959 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Woorison F&G Co. <br>Ltd.<br>| 200437 | &nbsp;&nbsp;228319 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Woory Industrial Co. <br>Ltd.<br>| 7364 | &nbsp;&nbsp;44797 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Wooshin Systems Co. <br>Ltd.<br>| 37474 | &nbsp;&nbsp;166217 |
| #\* | Woosu AMS Co. Ltd. | 81176 | &nbsp;&nbsp;178192 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Worldex Industry & <br>Trading Co. Ltd.<br>| 67705 | &nbsp;&nbsp;1210091 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;W-Scope Chungju <br>Plant Co. Ltd.<br>| 43952 | &nbsp;&nbsp;291064 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Wysiwyg Studios Co. <br>Ltd.<br>| 289315 | &nbsp;&nbsp;127561 |
| # | Xexymix Corp. | 77703 | &nbsp;&nbsp;283699 |
| # | Y G-1 Co. Ltd. | 91765 | &nbsp;&nbsp;571667 |
| #\* | YC Corp. | 64319 | &nbsp;&nbsp;868277 |
| # | Y-entec Co. Ltd. | 35545 | &nbsp;&nbsp;163260 |
| \* | Yest Co. Ltd. | 3159 | &nbsp;&nbsp;47416 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;YG Entertainment, <br>Inc.<br>| 43323 | &nbsp;&nbsp;2242256 |
| #\* | YG PLUS | 135962 | &nbsp;&nbsp;673557 |
|  | YMC Co. Ltd. | 36251 | &nbsp;&nbsp;94603 |
| #\* | YMT Co. Ltd. | 31107 | &nbsp;&nbsp;241677 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Youlchon Chemical <br>Co. Ltd.<br>| 24264 | &nbsp;&nbsp;456388 |

---

------

**Emerging Markets Core Equity 2 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) | SOUTH KOREA — (Continued) |  |
| # | Young Poong Corp. | 26077 | &nbsp;&nbsp;$1171040 |
| # | Youngone Corp. | 159825 | &nbsp;&nbsp;10095228 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Youngone Holdings <br>Co. Ltd.<br>| 49015 | &nbsp;&nbsp;7040392 |
| \* | YTN Co. Ltd. | 12525 | &nbsp;&nbsp;30729 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Yuanta Securities <br>Korea Co. Ltd.<br>| 606739 | &nbsp;&nbsp;1943078 |
| # | Yuhan Corp. | 28009 | &nbsp;&nbsp;2093552 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;YuHwa Securities Co. <br>Ltd.<br>| 32205 | &nbsp;&nbsp;65765 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Yungjin <br>Pharmaceutical Co. <br>Ltd.<br>| 219028 | &nbsp;&nbsp;290181 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Yunsung F&C Co. <br>Ltd.<br>| 5049 | &nbsp;&nbsp;127356 |
| #\* | Zeus Co. Ltd. | 121593 | &nbsp;&nbsp;1649752 |
| # | Zinus, Inc. | 58085 | &nbsp;&nbsp;506475 |
| TOTAL SOUTH KOREA | TOTAL SOUTH KOREA |  | &nbsp;&nbsp;5167199107 |
| TAIWAN — (20.7%) | TAIWAN — (20.7%) | TAIWAN — (20.7%) |  |
| # | 104 Corp. | 30000 | &nbsp;&nbsp;211373 |
| # | 91APP, Inc. | 344000 | &nbsp;&nbsp;722616 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Aaeon Technology, <br>Inc.<br>| 77680 | &nbsp;&nbsp;312098 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;ABC Taiwan <br>Electronics Corp.<br>| 503402 | &nbsp;&nbsp;478223 |
|  | Abico Avy Co. Ltd. | 860448 | &nbsp;&nbsp;1273525 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Ability Enterprise Co. <br>Ltd.<br>| 1982007 | &nbsp;&nbsp;5302231 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Ability <br>Opto-Electronics <br>Technology Co. <br>Ltd.<br>| 275471 | &nbsp;&nbsp;956715 |
|  | Abnova Corp. | 107000 | &nbsp;&nbsp;88728 |
| # | AcBel Polytech, Inc. | 4507033 | &nbsp;&nbsp;7040934 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Accton Technology <br>Corp.<br>| 1267369 | &nbsp;&nbsp;44311326 |
| # | Ace Pillar Co. Ltd. | 47000 | &nbsp;&nbsp;130613 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Acer Cyber Security, <br>Inc.<br>| 6446 | &nbsp;&nbsp;33326 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Acer E-Enabling <br>Service Business, <br>Inc.<br>| 65000 | &nbsp;&nbsp;423823 |
| # | Acer, Inc. | 12848595 | &nbsp;&nbsp;10209786 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;ACES Electronic Co. <br>Ltd.<br>| 878044 | &nbsp;&nbsp;1786524 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Acme Electronics <br>Corp.<br>| 80000 | &nbsp;&nbsp;70643 |
| \* | Acon Holding, Inc. | 1679955 | &nbsp;&nbsp;383243 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Acter Group Corp. <br>Ltd.<br>| 604122 | &nbsp;&nbsp;12023946 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Action Electronics Co. <br>Ltd.<br>| 1305000 | &nbsp;&nbsp;436377 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Actron Technology <br>Corp.<br>| 316018 | &nbsp;&nbsp;1297473 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;ADATA Technology <br>Co. Ltd.<br>| 1973501 | &nbsp;&nbsp;22336347 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) |  |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Addcn Technology Co. <br>Ltd.<br>| 207776 | &nbsp;&nbsp;$1093119 |
| #\* | Adimmune Corp. | 1186000 | &nbsp;&nbsp;717178 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Adlink Technology, <br>Inc.<br>| 274000 | &nbsp;&nbsp;539083 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Advanced Analog <br>Technology, Inc.<br>| 18000 | &nbsp;&nbsp;27931 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Advanced Ceramic X <br>Corp.<br>| 265000 | &nbsp;&nbsp;1297574 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Advanced Energy <br>Solution Holding <br>Co. Ltd.<br>| 147000 | &nbsp;&nbsp;5196451 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Advanced <br>International <br>Multitech Co. Ltd.<br>| 1064000 | &nbsp;&nbsp;2388630 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Advanced <br>Optoelectronic <br>Technology, Inc.<br>| 781000 | &nbsp;&nbsp;412144 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Advanced Power <br>Electronics Corp.<br>| 461000 | &nbsp;&nbsp;1340317 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Advancetek Enterprise <br>Co. Ltd.<br>| 2042662 | &nbsp;&nbsp;1928681 |
|  | Advantech Co. Ltd. | 823940 | &nbsp;&nbsp;7775687 |
|  | AEON Motor Co. Ltd. | 335000 | &nbsp;&nbsp;284706 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Aerospace Industrial <br>Development Corp.<br>| 2910000 | &nbsp;&nbsp;4893186 |
| # | AGV Products Corp. | 3163603 | &nbsp;&nbsp;1064095 |
|  | AIC, Inc. | 30000 | &nbsp;&nbsp;358591 |
| # | Air Asia Co. Ltd. | 84000 | &nbsp;&nbsp;132781 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Airoha Technology <br>Corp.<br>| 46000 | &nbsp;&nbsp;632701 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Airtac International <br>Group<br>| 430335 | &nbsp;&nbsp;15574081 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Alchip Technologies <br>Ltd.<br>| 136000 | &nbsp;&nbsp;13352401 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Alexander Marine Co. <br>Ltd.<br>| 129563 | &nbsp;&nbsp;759403 |
| #\* | ALI Corp. | 200953 | &nbsp;&nbsp;163374 |
| # | Allied Circuit Co. Ltd. | 197356 | &nbsp;&nbsp;1370647 |
| # | Allied Supreme Corp. | 295000 | &nbsp;&nbsp;2251908 |
|  | Allis Electric Co. Ltd. | 1059043 | &nbsp;&nbsp;4137111 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Allmind Holdings <br>Corp.<br>| 35000 | &nbsp;&nbsp;54620 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Alltek Technology <br>Corp.<br>| 1298506 | &nbsp;&nbsp;1363369 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Alltop Technology Co. <br>Ltd.<br>| 281531 | &nbsp;&nbsp;2215983 |
| # | Alpha Networks, Inc. | 1563873 | &nbsp;&nbsp;1629487 |
| # | Altek Corp. | 2013985 | &nbsp;&nbsp;2492118 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Amazing <br>Microelectronic <br>Corp.<br>| 524849 | &nbsp;&nbsp;1399046 |
|  | Ambassador Hotel  | 1701000 | &nbsp;&nbsp;2342261 |
| # | AMPACS Corp. | 434000 | &nbsp;&nbsp;381148 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Ampak Technology, <br>Inc.<br>| 244000 | &nbsp;&nbsp;485823 |
| # | Ampire Co. Ltd. | 691000 | &nbsp;&nbsp;583563 |

---

------

**Emerging Markets Core Equity 2 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) |  |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Ample Electronic <br>Technology Co. <br>Ltd.<br>| 26250 | &nbsp;&nbsp;$147448 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;AMPOC Far-East Co. <br>Ltd.<br>| 675400 | &nbsp;&nbsp;2304101 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;AmTRAN Technology <br>Co. Ltd.<br>| 3912897 | &nbsp;&nbsp;2514962 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Amulaire Thermal <br>Technology, Inc.<br>| 97000 | &nbsp;&nbsp;98039 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Anderson Industrial <br>Corp.<br>| 245247 | &nbsp;&nbsp;214822 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Anji Technology Co. <br>Ltd.<br>| 505933 | &nbsp;&nbsp;547285 |
|  | Aopen, Inc. | 98000 | &nbsp;&nbsp;159657 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Apac Opto <br>Electronics, Inc.<br>| 277000 | &nbsp;&nbsp;630673 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Apacer Technology, <br>Inc.<br>| 712005 | &nbsp;&nbsp;2749826 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;APAQ Technology Co. <br>Ltd.<br>| 118000 | &nbsp;&nbsp;613649 |
| # | APCB, Inc. | 862000 | &nbsp;&nbsp;416506 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Apex Biotechnology <br>Corp.<br>| 474625 | &nbsp;&nbsp;438772 |
| # | Apex Dynamics, Inc. | 52000 | &nbsp;&nbsp;1268826 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Apex International Co. <br>Ltd.<br>| 1309074 | &nbsp;&nbsp;1317245 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Apex Science & <br>Engineering<br>| 761437 | &nbsp;&nbsp;276329 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;ARBOR Technology <br>Corp.<br>| 194000 | &nbsp;&nbsp;255537 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Arcadyan Technology <br>Corp.<br>| 1088759 | &nbsp;&nbsp;6183167 |
|  | Ardentec Corp. | 4343993 | &nbsp;&nbsp;21878411 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;ARES International <br>Corp.<br>| 103000 | &nbsp;&nbsp;165210 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Argosy Research, <br>Inc.<br>| 414391 | &nbsp;&nbsp;2051394 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Arizon RFID <br>Technology Cayman <br>Co. Ltd.<br>| 39000 | &nbsp;&nbsp;133405 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;ASE Technology <br>Holding Co. Ltd.<br>| 10456387 | &nbsp;&nbsp;97214178 |
|  | Asia Cement Corp. | 7878655 | &nbsp;&nbsp;8791071 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Asia Electronic <br>Material Co. Ltd.<br>| 573000 | &nbsp;&nbsp;675681 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Asia Metal Industries, <br>Inc.<br>| 14000 | &nbsp;&nbsp;76408 |
| # | Asia Optical Co., Inc. | 1373000 | &nbsp;&nbsp;7046255 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Asia Plastic Recycling <br>Holding Ltd.<br>| 1370533 | &nbsp;&nbsp;241250 |
| # | Asia Polymer Corp. | 2746858 | &nbsp;&nbsp;1207306 |
| # | Asia Tech Image, Inc. | 408000 | &nbsp;&nbsp;985119 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Asia Vital <br>Components Co. <br>Ltd.<br>| 762183 | &nbsp;&nbsp;34627872 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;ASIX Electronics <br>Corp.<br>| 199000 | &nbsp;&nbsp;603295 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) |  |
| # | &nbsp;&nbsp;&nbsp;&nbsp;ASMedia Technology, <br>Inc.<br>| 65048 | &nbsp;&nbsp;$2652811 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;ASolid Technology Co. <br>Ltd.<br>| 153000 | &nbsp;&nbsp;527122 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;ASPEED Technology, <br>Inc.<br>| 116098 | &nbsp;&nbsp;32467496 |
|  | ASROCK, Inc. | 389000 | &nbsp;&nbsp;2644351 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Asustek Computer, <br>Inc.<br>| 1444861 | &nbsp;&nbsp;22698436 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;ATE Energy <br>International Co. <br>Ltd.<br>| 481000 | &nbsp;&nbsp;415946 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Aten International Co. <br>Ltd.<br>| 583715 | &nbsp;&nbsp;1117286 |
| # | Auden Techno Corp. | 138000 | &nbsp;&nbsp;777001 |
| # | Audix Corp. | 582375 | &nbsp;&nbsp;1229309 |
| # | AUO Corp. (2409 TT) | 23127198 | &nbsp;&nbsp;10017109 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;AURAS Technology <br>Co. Ltd.<br>| 113303 | &nbsp;&nbsp;3242025 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Aurona Industries, <br>Inc.<br>| 433000 | &nbsp;&nbsp;867102 |
| # | Aurora Corp. | 341258 | &nbsp;&nbsp;593465 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Avalue Technology, <br>Inc.<br>| 368000 | &nbsp;&nbsp;1044489 |
|  | AVer Information, Inc. | 62000 | &nbsp;&nbsp;71382 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Avermedia <br>Technologies<br>| 554000 | &nbsp;&nbsp;686254 |
| # | Axiomtek Co. Ltd. | 485659 | &nbsp;&nbsp;1274731 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Azurewave <br>Technologies, Inc.<br>| 523000 | &nbsp;&nbsp;975178 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Bafang Yunji <br>International Co. <br>Ltd.<br>| 272000 | &nbsp;&nbsp;1527546 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Bank of Kaohsiung <br>Co. Ltd.<br>| 5652887 | &nbsp;&nbsp;2153880 |
| # | Basso Industry Corp. | 886284 | &nbsp;&nbsp;962928 |
| # | BenQ Materials Corp. | 1283000 | &nbsp;&nbsp;792353 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;BES Engineering <br>Corp.<br>| 9819306 | &nbsp;&nbsp;4258485 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Best Precision <br>Industrial Co. Ltd.<br>| 11000 | &nbsp;&nbsp;36440 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Billion Electric Co. <br>Ltd.<br>| 437000 | &nbsp;&nbsp;338023 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Bin Chuan Enterprise <br>Co. Ltd.<br>| 663257 | &nbsp;&nbsp;1086333 |
|  | B'in Live Co. Ltd. | 81897 | &nbsp;&nbsp;217137 |
| #\* | Bionime Corp. | 243509 | &nbsp;&nbsp;396326 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Biostar Microtech <br>International Corp.<br>| 895712 | &nbsp;&nbsp;657918 |
| # | Bioteque Corp. | 406680 | &nbsp;&nbsp;1550782 |
|  | Bizlink Holding, Inc. | 988782 | &nbsp;&nbsp;40155688 |
| # | Bon Fame Co. Ltd. | 163000 | &nbsp;&nbsp;290973 |
| # | Bonny Worldwide Ltd. | 26000 | &nbsp;&nbsp;151021 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Bora Pharmaceuticals <br>Co. Ltd.<br>| 351883 | &nbsp;&nbsp;6728639 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Brave C&H Supply <br>Co. Ltd.<br>| 157000 | &nbsp;&nbsp;328658 |

---

------

**Emerging Markets Core Equity 2 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) |  |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Bright Led Electronics <br>Corp.<br>| 567180 | &nbsp;&nbsp;$361155 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Brightek <br>Optoelectronic Co. <br>Ltd.<br>| 207000 | &nbsp;&nbsp;249578 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Brighton-Best <br>International <br>Taiwan, Inc.<br>| 2965749 | &nbsp;&nbsp;3241430 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Brillian Network & <br>Automation <br>Integrated System <br>Co. Ltd.<br>| 44540 | &nbsp;&nbsp;439668 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Brogent Technologies, <br>Inc.<br>| 55070 | &nbsp;&nbsp;180626 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;C Sun Manufacturing <br>Ltd.<br>| 644258 | &nbsp;&nbsp;4816969 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Calin Technology Co. <br>Ltd.<br>| 349000 | &nbsp;&nbsp;335314 |
|  | Calitech Co. Ltd. | 51000 | &nbsp;&nbsp;92240 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Caliway <br>Biopharmaceuticals <br>Co. Ltd.<br>| 452000 | &nbsp;&nbsp;2362676 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Cameo <br>Communications, <br>Inc.<br>| 1466435 | &nbsp;&nbsp;456179 |
| # | Capital Futures Corp. | 810187 | &nbsp;&nbsp;1320304 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Capital Securities <br>Corp.<br>| 10784614 | &nbsp;&nbsp;10124456 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Career Technology <br>MFG. Co. Ltd.<br>| 3697993 | &nbsp;&nbsp;1909149 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Carnival Industrial <br>Corp.<br>| 544530 | &nbsp;&nbsp;150624 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Casing Macron <br>Technology Co. <br>Ltd.<br>| 18839 | &nbsp;&nbsp;9358 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Castles Technology <br>Co. Ltd.<br>| 481940 | &nbsp;&nbsp;868009 |
| # | Caswell, Inc. | 284000 | &nbsp;&nbsp;759130 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Catcher Technology <br>Co. Ltd.<br>| 2242872 | &nbsp;&nbsp;14324406 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Cathay Chemical <br>Works<br>| 106000 | &nbsp;&nbsp;161653 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Cathay Consolidated, <br>Inc.<br>| 69099 | &nbsp;&nbsp;204350 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Cathay Financial <br>Holding Co. Ltd.<br>| 14085826 | &nbsp;&nbsp;33559225 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Cathay Real Estate <br>Development Co. <br>Ltd.<br>| 4322600 | &nbsp;&nbsp;3024908 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Cayman Engley <br>Industrial Co. Ltd.<br>| 316801 | &nbsp;&nbsp;285486 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;CCP Contact Probes <br>Co. Ltd.<br>| 445313 | &nbsp;&nbsp;837608 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Celxpert Energy <br>Corp.<br>| 599690 | &nbsp;&nbsp;712357 |
| # | Cenra, Inc. | 829000 | &nbsp;&nbsp;893366 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) |  |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Center Laboratories, <br>Inc.<br>| 3614910 | &nbsp;&nbsp;$4606413 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Central Reinsurance <br>Co. Ltd.<br>| 2311575 | &nbsp;&nbsp;1953940 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Century Iron & Steel <br>Industrial Co. Ltd.<br>| 1040000 | &nbsp;&nbsp;4466947 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Chailease Holding Co. <br>Ltd.<br>| 5851690 | &nbsp;&nbsp;19286185 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Chain Chon Industrial <br>Co. Ltd.<br>| 1092483 | &nbsp;&nbsp;409235 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;ChainQui Construction <br>Development Co. <br>Ltd.<br>| 753946 | &nbsp;&nbsp;352378 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Chaintech Technology <br>Corp.<br>| 245000 | &nbsp;&nbsp;221197 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Champion Building <br>Materials Co. Ltd.<br>| 1595451 | &nbsp;&nbsp;453265 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Champion <br>Microelectronic <br>Corp.<br>| 98000 | &nbsp;&nbsp;204197 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Chang Hwa <br>Commercial Bank <br>Ltd.<br>| 15857714 | &nbsp;&nbsp;10264755 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Chang Wah <br>Electromaterials, <br>Inc.<br>| 2458190 | &nbsp;&nbsp;3582943 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Chang Wah <br>Technology Co. <br>Ltd.<br>| 2356450 | &nbsp;&nbsp;4310589 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Channel Well <br>Technology Co. <br>Ltd.<br>| 1329000 | &nbsp;&nbsp;2636046 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Chant Sincere Co. <br>Ltd.<br>| 303000 | &nbsp;&nbsp;489511 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Charoen Pokphand <br>Enterprise<br>| 1376582 | &nbsp;&nbsp;6489467 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Chateau International <br>Development Co. <br>Ltd.<br>| 12810 | &nbsp;&nbsp;10289 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;CHC Healthcare <br>Group<br>| 794000 | &nbsp;&nbsp;854323 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;CHC Resources <br>Corp.<br>| 481048 | &nbsp;&nbsp;1070841 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Chen Full International <br>Co. Ltd.<br>| 574000 | &nbsp;&nbsp;744213 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Chenbro Micom Co. <br>Ltd.<br>| 229000 | &nbsp;&nbsp;6535001 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Cheng Fwa Industrial <br>Co. Ltd.<br>| 523000 | &nbsp;&nbsp;324535 |
| # | Cheng Loong Corp. | 6099160 | &nbsp;&nbsp;3429337 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Cheng Mei Materials <br>Technology Corp.<br>| 3635574 | &nbsp;&nbsp;1538301 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Cheng Shin Rubber <br>Industry Co. Ltd.<br>| 7616508 | &nbsp;&nbsp;7384840 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Cheng Uei Precision <br>Industry Co. Ltd.<br>| 2950630 | &nbsp;&nbsp;3627608 |

---

------

**Emerging Markets Core Equity 2 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) |  |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Chenming Electronic <br>Technology Corp.<br>| 489708 | &nbsp;&nbsp;$1741565 |
|  | Chia Chang Co. Ltd. | 855000 | &nbsp;&nbsp;1017953 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Chia Hsin Cement <br>Corp.<br>| 3137921 | &nbsp;&nbsp;1413952 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Chialin Precision <br>Industrial Co. Ltd.<br>| 13000 | &nbsp;&nbsp;30294 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Chicony Electronics <br>Co. Ltd.<br>| 2686689 | &nbsp;&nbsp;9932296 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Chicony Power <br>Technology Co. <br>Ltd.<br>| 1183696 | &nbsp;&nbsp;3036832 |
| # | Chief Telecom, Inc. | 140900 | &nbsp;&nbsp;1434720 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Chien Kuo <br>Construction Co. <br>Ltd.<br>| 922691 | &nbsp;&nbsp;947353 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Chien Shing Harbour <br>Service Co. Ltd.<br>| 206000 | &nbsp;&nbsp;281851 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Chime Ball <br>Technology Co. <br>Ltd.<br>| 131282 | &nbsp;&nbsp;158257 |
|  | China Airlines Ltd. | 17919057 | &nbsp;&nbsp;12605869 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;China Bills Finance <br>Corp.<br>| 3892000 | &nbsp;&nbsp;2010222 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;China Container <br>Terminal Corp.<br>| 366000 | &nbsp;&nbsp;282674 |
|  | China Ecotek Corp. | 178000 | &nbsp;&nbsp;294638 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;China Electric <br>Manufacturing <br>Corp.<br>| 1808658 | &nbsp;&nbsp;746991 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;China Fineblanking <br>Technology Co. <br>Ltd.<br>| 281009 | &nbsp;&nbsp;225158 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;China General <br>Plastics Corp.<br>| 2985607 | &nbsp;&nbsp;1178328 |
| # | China Glaze Co. Ltd. | 774022 | &nbsp;&nbsp;609709 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;China Man-Made <br>Fiber Corp.<br>| 8540227 | &nbsp;&nbsp;1904453 |
| # | China Metal Products | 2311405 | &nbsp;&nbsp;1786921 |
|  | China Motor Corp. | 1469286 | &nbsp;&nbsp;2584506 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;China Petrochemical <br>Development Corp.<br>| 25757099 | &nbsp;&nbsp;6521707 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;China Steel Chemical <br>Corp.<br>| 1056998 | &nbsp;&nbsp;2485858 |
| # | China Steel Corp. | 29017440 | &nbsp;&nbsp;19091882 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;China Steel Structure <br>Co. Ltd.<br>| 530000 | &nbsp;&nbsp;724162 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;China Wire & Cable <br>Co. Ltd.<br>| 671680 | &nbsp;&nbsp;874012 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Chinese Maritime <br>Transport Ltd.<br>| 573964 | &nbsp;&nbsp;1123639 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Ching Feng Home <br>Fashions Co. Ltd.<br>| 861860 | &nbsp;&nbsp;543473 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Chin-Poon Industrial <br>Co. Ltd.<br>| 2600617 | &nbsp;&nbsp;3139738 |
| \* | Chip Hope Co. Ltd. | 107000 | &nbsp;&nbsp;188246 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Chipbond Technology <br>Corp.<br>| 4727000 | &nbsp;&nbsp;$8202287 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;ChipMOS <br>Technologies, Inc. <br>(8150 TT)<br>| 3976155 | &nbsp;&nbsp;7482785 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;ChipMOS <br>Technologies, Inc. <br>(IMOS US), ADR<br>| 60690 | &nbsp;&nbsp;2253436 |
| # | Chlitina Holding Ltd. | 369596 | &nbsp;&nbsp;1210346 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Chong Hong <br>Construction Co. <br>Ltd.<br>| 1395739 | &nbsp;&nbsp;3426332 |
| # | Chroma ATE, Inc. | 625705 | &nbsp;&nbsp;19213139 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Chun YU Works & Co. <br>Ltd.<br>| 1438500 | &nbsp;&nbsp;798094 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Chun Yuan Steel <br>Industry Co. Ltd.<br>| 3122177 | &nbsp;&nbsp;2137916 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Chung Hung Steel <br>Corp.<br>| 5408926 | &nbsp;&nbsp;3394303 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Chung Hwa Food <br>Industrial Co. Ltd.<br>| 111226 | &nbsp;&nbsp;277590 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Chung Hwa Pulp <br>Corp.<br>| 2739308 | &nbsp;&nbsp;1074668 |
|  | Chung Lien Co. Ltd. | 24000 | &nbsp;&nbsp;29264 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Chung Tai Resource <br>Technology Corp.<br>| 50000 | &nbsp;&nbsp;150288 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Chung-Hsin Electric & <br>Machinery <br>Manufacturing <br>Corp.<br>| 2139500 | &nbsp;&nbsp;11434184 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Chunghwa Chemical <br>Synthesis & Biotech <br>Co. Ltd.<br>| 385000 | &nbsp;&nbsp;322662 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Chunghwa Precision <br>Test Tech Co. Ltd.<br>| 84000 | &nbsp;&nbsp;8759268 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Chunghwa Telecom <br>Co. Ltd. (2412 TT)<br>| 5266000 | &nbsp;&nbsp;22330171 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Chunghwa Telecom <br>Co. Ltd. (CHT US), <br>Sponsored ADR<br>| 64401 | &nbsp;&nbsp;2735754 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Chyang Sheng Texing <br>Co. Ltd.<br>| 1336000 | &nbsp;&nbsp;738698 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;CKM Applied <br>Materials Corp.<br>| 145000 | &nbsp;&nbsp;140075 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Cleanaway Co. Ltd. <br>(8422 TT)<br>| 5370000 | &nbsp;&nbsp;6274644 |
|  | Clevo Co. | 3005482 | &nbsp;&nbsp;3542445 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;CMC Magnetics <br>Corp.<br>| 7080967 | &nbsp;&nbsp;2409403 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;C-Media Electronics, <br>Inc.<br>| 75000 | &nbsp;&nbsp;95595 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;CoAsia Electronics <br>Corp.<br>| 524793 | &nbsp;&nbsp;1264904 |
| # | Collins Co. Ltd. | 789060 | &nbsp;&nbsp;313430 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Compal Electronics, <br>Inc.<br>| 14594560 | &nbsp;&nbsp;15062568 |

---

------

**Emerging Markets Core Equity 2 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Compeq <br>Manufacturing Co. <br>Ltd.<br>| 4820000 | &nbsp;&nbsp;$25699158 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Complex Micro <br>Interconnection Co. <br>Ltd.<br>| 36000 | &nbsp;&nbsp;42579 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Compucase <br>Enterprise<br>| 419000 | &nbsp;&nbsp;962301 |
|  | Comtrend Corp. | 33750 | &nbsp;&nbsp;30213 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Concord International <br>Securities Co. Ltd.<br>| 658807 | &nbsp;&nbsp;500235 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Concord Securities <br>Co. Ltd.<br>| 4466004 | &nbsp;&nbsp;2363957 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Continental Holdings <br>Corp.<br>| 2694250 | &nbsp;&nbsp;1937259 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Contrel Technology <br>Co. Ltd.<br>| 1064000 | &nbsp;&nbsp;1785781 |
| # | Coremax Corp. | 467773 | &nbsp;&nbsp;1002367 |
| # | Coretronic Corp. | 2117600 | &nbsp;&nbsp;5865298 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Co-Tech Development <br>Corp.<br>| 1578800 | &nbsp;&nbsp;13111080 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Coxon Precise <br>Industrial Co. Ltd.<br>| 179000 | &nbsp;&nbsp;80719 |
|  | Creative Sensor, Inc. | 12600 | &nbsp;&nbsp;24437 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Crowell Development <br>Corp.<br>| 533400 | &nbsp;&nbsp;463904 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Cryomax Cooling <br>System Corp.<br>| 78565 | &nbsp;&nbsp;113871 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;CTBC Financial <br>Holding Co. Ltd.<br>| 55387931 | &nbsp;&nbsp;89237949 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;CTCI Advanced <br>Systems, Inc.<br>| 33000 | &nbsp;&nbsp;180647 |
| # | CTCI Corp. | 4745437 | &nbsp;&nbsp;4648036 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;CTI Traffic Industries <br>Co. Ltd.<br>| 27200 | &nbsp;&nbsp;75280 |
| # | Cub Elecparts, Inc. | 284000 | &nbsp;&nbsp;831568 |
| # | CviLux Corp. | 560471 | &nbsp;&nbsp;1522260 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;CX Technology Co. <br>Ltd.<br>| 133875 | &nbsp;&nbsp;113646 |
| # | Cyberlink Corp. | 205504 | &nbsp;&nbsp;542286 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;CyberPower Systems, <br>Inc.<br>| 347450 | &nbsp;&nbsp;1995398 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;CyberTAN Technology, <br>Inc.<br>| 2354873 | &nbsp;&nbsp;1925281 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Cypress Technology <br>Co. Ltd.<br>| 284589 | &nbsp;&nbsp;236435 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Cystech Electronics <br>Corp.<br>| 111801 | &nbsp;&nbsp;302634 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;DA CIN Construction <br>Co. Ltd.<br>| 1642247 | &nbsp;&nbsp;3587071 |
|  | Dafeng TV Ltd. | 430061 | &nbsp;&nbsp;658342 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Dah San Electric Wire <br>& Cable Co. Ltd.<br>| 442627 | &nbsp;&nbsp;691743 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Da-Li Development <br>Co. Ltd.<br>| 2626741 | &nbsp;&nbsp;3910223 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Darfon Electronics <br>Corp.<br>| 1585700 | &nbsp;&nbsp;1560730 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) |  |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Darwin Precisions <br>Corp.<br>| 2495073 | &nbsp;&nbsp;$1010901 |
|  | Data Image Corp. | 25000 | &nbsp;&nbsp;31810 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Davicom <br>Semiconductor, Inc.<br>| 27000 | &nbsp;&nbsp;21783 |
| # | Daxin Materials Corp. | 312500 | &nbsp;&nbsp;3250171 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;De Licacy Industrial <br>Co. Ltd.<br>| 1888592 | &nbsp;&nbsp;673729 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Delpha Construction <br>Co. Ltd.<br>| 1120000 | &nbsp;&nbsp;932914 |
|  | Delta Electronics, Inc. | 1741028 | &nbsp;&nbsp;66441656 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Depo Auto Parts Ind <br>Co. Ltd.<br>| 874634 | &nbsp;&nbsp;4179976 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Desiccant Technology <br>Corp.<br>| 25400 | &nbsp;&nbsp;155240 |
| # | DFI, Inc. | 71000 | &nbsp;&nbsp;134245 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Dimerco Data System <br>Corp.<br>| 218686 | &nbsp;&nbsp;769109 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Dimerco Express <br>Corp.<br>| 1179158 | &nbsp;&nbsp;2951002 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;DingZing Advanced <br>Materials, Inc.<br>| 4000 | &nbsp;&nbsp;11472 |
| # | D-Link Corp. | 3535537 | &nbsp;&nbsp;1761298 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Donpon Precision, <br>Inc.<br>| 312200 | &nbsp;&nbsp;486369 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Dr. Wu Skincare Co. <br>Ltd.<br>| 153000 | &nbsp;&nbsp;570581 |
| # | Draytek Corp. | 356000 | &nbsp;&nbsp;315396 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Drewloong Precision, <br>Inc.<br>| 171241 | &nbsp;&nbsp;787269 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Dyaco International, <br>Inc.<br>| 650093 | &nbsp;&nbsp;409724 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Dynamic Holding Co. <br>Ltd.<br>| 1818078 | &nbsp;&nbsp;8135949 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Dynamic Medical <br>Technologies, Inc.<br>| 73326 | &nbsp;&nbsp;139348 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Dynapack <br>International <br>Technology Corp.<br>| 1030000 | &nbsp;&nbsp;10931060 |
|  | E Ink Holdings, Inc. | 1655000 | &nbsp;&nbsp;9200412 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;E.Sun Financial <br>Holding Co. Ltd.<br>| 29019250 | &nbsp;&nbsp;30729467 |
| # | Eastech Holding Ltd. | 300000 | &nbsp;&nbsp;928449 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Eastern Media <br>International Corp.<br>| 2069480 | &nbsp;&nbsp;1345349 |
| # | Eclat Textile Co. Ltd. | 614518 | &nbsp;&nbsp;7687638 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;eCloudvalley Digital <br>Technology Co. <br>Ltd.<br>| 52000 | &nbsp;&nbsp;98689 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;ECOVE Environment <br>Corp.<br>| 209000 | &nbsp;&nbsp;1961472 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Edimax Technology <br>Co. Ltd.<br>| 1230423 | &nbsp;&nbsp;700371 |
| # | Edison Opto Corp. | 677345 | &nbsp;&nbsp;413035 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Edom Technology Co. <br>Ltd.<br>| 1339141 | &nbsp;&nbsp;1655922 |

---

------

**Emerging Markets Core Equity 2 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;eGalax_eMPIA <br>Technology, Inc.<br>| 351267 | &nbsp;&nbsp;$494422 |
| #\* | Egis Technology, Inc. | 356000 | &nbsp;&nbsp;1279205 |
| \* | EirGenix, Inc. | 159000 | &nbsp;&nbsp;313349 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Elan Microelectronics <br>Corp.<br>| 1647026 | &nbsp;&nbsp;6088932 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;E-Lead Electronic Co. <br>Ltd.<br>| 364746 | &nbsp;&nbsp;582266 |
| # | E-LIFE MALL Corp. | 520000 | &nbsp;&nbsp;1014259 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Elite Advanced Laser <br>Corp.<br>| 617320 | &nbsp;&nbsp;4871106 |
|  | Elite Material Co. Ltd. | 619839 | &nbsp;&nbsp;33621614 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Elite Semiconductor <br>Microelectronics <br>Technology, Inc.<br>| 1357390 | &nbsp;&nbsp;8246981 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Elitegroup Computer <br>Systems Co. Ltd.<br>| 1994028 | &nbsp;&nbsp;1692815 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;eMemory Technology, <br>Inc.<br>| 180000 | &nbsp;&nbsp;10367088 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Emerging Display <br>Technologies Corp.<br>| 865000 | &nbsp;&nbsp;642360 |
| # | Ennoconn Corp. | 693298 | &nbsp;&nbsp;6199015 |
| # | Ennostar, Inc. | 4657431 | &nbsp;&nbsp;5162957 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;EnTie Commercial <br>Bank Co. Ltd.<br>| 2316166 | &nbsp;&nbsp;983623 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;EOI Investment <br>Holdings Co. Ltd.<br>| 330000 | &nbsp;&nbsp;183580 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Epileds Technologies, <br>Inc.<br>| 484000 | &nbsp;&nbsp;356400 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Episil Technologies, <br>Inc.<br>| 50000 | &nbsp;&nbsp;94539 |
| # | Episil-Precision, Inc. | 361015 | &nbsp;&nbsp;724839 |
| # | Eris Technology Corp. | 141689 | &nbsp;&nbsp;671559 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Eson Precision Ind <br>Co. Ltd.<br>| 812000 | &nbsp;&nbsp;2163356 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Eternal Materials Co. <br>Ltd.<br>| 6250099 | &nbsp;&nbsp;12142135 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Eurocharm Holdings <br>Co. Ltd.<br>| 214000 | &nbsp;&nbsp;949693 |
|  | Eva Airways Corp. | 16480695 | &nbsp;&nbsp;19507159 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Ever Supreme Bio <br>Technology Co. <br>Ltd.<br>| 154606 | &nbsp;&nbsp;757970 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Everest Textile Co. <br>Ltd.<br>| 3451829 | &nbsp;&nbsp;728930 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Evergreen Aviation <br>Technologies Corp.<br>| 690000 | &nbsp;&nbsp;3513790 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Evergreen <br>International <br>Storage & Transport <br>Corp.<br>| 1731000 | &nbsp;&nbsp;3095410 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Evergreen Marine <br>Corp. Taiwan Ltd.<br>| 2949568 | &nbsp;&nbsp;17420722 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;EVERGREEN Steel <br>Corp.<br>| 1127000 | &nbsp;&nbsp;3662759 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Everlight Chemical <br>Industrial Corp.<br>| 2990756 | &nbsp;&nbsp;1968581 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Everlight Electronics <br>Co. Ltd.<br>| 3453570 | &nbsp;&nbsp;$6082733 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Everspring Industry <br>Co. Ltd.<br>| 428300 | &nbsp;&nbsp;142541 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Evertop Wire Cable <br>Corp.<br>| 709000 | &nbsp;&nbsp;650631 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Excel Cell Electronic <br>Co. Ltd.<br>| 135000 | &nbsp;&nbsp;83739 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Excelsior Medical Co. <br>Ltd.<br>| 1160240 | &nbsp;&nbsp;2899583 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Falcon Machine Tools <br>Co. Ltd.<br>| 66000 | &nbsp;&nbsp;39838 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Far Eastern <br>Department Stores <br>Ltd.<br>| 8012000 | &nbsp;&nbsp;5590359 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Far Eastern <br>International Bank<br>| 23213575 | &nbsp;&nbsp;9201182 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Far Eastern New <br>Century Corp.<br>| 11858705 | &nbsp;&nbsp;10441405 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Far EasTone <br>Telecommunications <br>Co. Ltd.<br>| 5821391 | &nbsp;&nbsp;16376273 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Faraday Technology <br>Corp.<br>| 1032837 | &nbsp;&nbsp;5411436 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Farglory F T Z <br>Investment Holding <br>Co. Ltd.<br>| 960653 | &nbsp;&nbsp;1407913 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Farglory Land <br>Development Co. <br>Ltd.<br>| 1494105 | &nbsp;&nbsp;3149007 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;FDC International <br>Hotels Corp.<br>| 112000 | &nbsp;&nbsp;142669 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Feature Integration <br>Technology, Inc.<br>| 13000 | &nbsp;&nbsp;27867 |
| #\* | Federal Corp. | 2382938 | &nbsp;&nbsp;1533956 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Feedback Technology <br>Corp.<br>| 241070 | &nbsp;&nbsp;1042404 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Feng Hsin Steel Co. <br>Ltd.<br>| 2993131 | &nbsp;&nbsp;6148102 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Feng TAY Enterprise <br>Co. Ltd.<br>| 1977959 | &nbsp;&nbsp;6029410 |
| # | FIC Global, Inc. | 237000 | &nbsp;&nbsp;416365 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;FineMat Applied <br>Materials Co. Ltd.<br>| 144000 | &nbsp;&nbsp;156846 |
| # | FineTek Co. Ltd. | 141770 | &nbsp;&nbsp;482797 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Firich Enterprises Co. <br>Ltd.<br>| 439000 | &nbsp;&nbsp;329422 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;First Copper <br>Technology Co. <br>Ltd.<br>| 458000 | &nbsp;&nbsp;721926 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;First Financial Holding <br>Co. Ltd.<br>| 27131807 | &nbsp;&nbsp;24769112 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;First Hi-Tec Enterprise <br>Co. Ltd.<br>| 332736 | &nbsp;&nbsp;3117236 |
| # | First Hotel | 1433293 | &nbsp;&nbsp;583824 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;First Insurance Co. <br>Ltd. <br>| 1874640 | &nbsp;&nbsp;1610370 |

---

------

**Emerging Markets Core Equity 2 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) |  |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;First Steamship Co. <br>Ltd.<br>| 5234961 | &nbsp;&nbsp;$916634 |
| # | FIT Holding Co. Ltd. | 1082436 | &nbsp;&nbsp;887424 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Fitipower Integrated <br>Technology, Inc.<br>| 600700 | &nbsp;&nbsp;2788278 |
| #\* | Fittech Co. Ltd. | 266945 | &nbsp;&nbsp;982742 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;FLEXium <br>Interconnect, Inc.<br>| 2283724 | &nbsp;&nbsp;4299409 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Flytech Technology <br>Co. Ltd.<br>| 706070 | &nbsp;&nbsp;2048423 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;FocalTech Systems <br>Co. Ltd.<br>| 1112000 | &nbsp;&nbsp;1881972 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Forcecon Tech Co. <br>Ltd.<br>| 539447 | &nbsp;&nbsp;1439481 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Forcelead Technology <br>Corp.<br>| 20000 | &nbsp;&nbsp;103774 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Forest Water <br>Environment <br>Engineering Co. <br>Ltd.<br>| 253176 | &nbsp;&nbsp;294077 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Formosa Advanced <br>Technologies Co. <br>Ltd.<br>| 1383000 | &nbsp;&nbsp;3425785 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Formosa Chemicals & <br>Fibre Corp.<br>| 8250198 | &nbsp;&nbsp;11044318 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Formosa International <br>Hotels Corp.<br>| 353975 | &nbsp;&nbsp;2107320 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Formosa Laboratories, <br>Inc.<br>| 849467 | &nbsp;&nbsp;1550264 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Formosa Oilseed <br>Processing Co. Ltd.<br>| 448517 | &nbsp;&nbsp;404142 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Formosa Optical <br>Technology Co. <br>Ltd.<br>| 223000 | &nbsp;&nbsp;693522 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Formosa <br>Petrochemical <br>Corp.<br>| 1843000 | &nbsp;&nbsp;3131383 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Formosa Plastics <br>Corp.<br>| 9736770 | &nbsp;&nbsp;14585858 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Formosa Sumco <br>Technology Corp.<br>| 324000 | &nbsp;&nbsp;1434994 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Formosa Taffeta Co. <br>Ltd.<br>| 5250460 | &nbsp;&nbsp;2762055 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Formosan Rubber <br>Group, Inc.<br>| 1503128 | &nbsp;&nbsp;1192829 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Formosan Union <br>Chemical Corp.<br>| 2423936 | &nbsp;&nbsp;1306890 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Fortune Electric Co. <br>Ltd.<br>| 496687 | &nbsp;&nbsp;15159569 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Forward Electronics <br>Co. Ltd.<br>| 103000 | &nbsp;&nbsp;55997 |
| # | Fositek Corp. | 52000 | &nbsp;&nbsp;2313340 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Founding Construction <br>& Development Co. <br>Ltd.<br>| 1421882 | &nbsp;&nbsp;642647 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) |  |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Foxconn Technology <br>Co. Ltd.<br>| 3385241 | &nbsp;&nbsp;$6124065 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Foxsemicon <br>Integrated <br>Technology, Inc.<br>| 544402 | &nbsp;&nbsp;4835658 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Foxwell Power Co. <br>Ltd.<br>| 34000 | &nbsp;&nbsp;95724 |
| # | Franbo Lines Corp. | 1655881 | &nbsp;&nbsp;1062399 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Froch Enterprise Co. <br>Ltd.<br>| 1489384 | &nbsp;&nbsp;821177 |
| # | FSP Technology, Inc. | 946619 | &nbsp;&nbsp;1548401 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Fu Chun Shin <br>Machinery <br>Manufacture Co. <br>Ltd.<br>| 664409 | &nbsp;&nbsp;559528 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Fu Hua Innovation Co. <br>Ltd.<br>| 3021398 | &nbsp;&nbsp;1615314 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Fubon Financial <br>Holding Co. Ltd.<br>| 14957009 | &nbsp;&nbsp;42950236 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Fulgent Sun <br>International <br>Holding Co. Ltd.<br>| 1178025 | &nbsp;&nbsp;3518934 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Fullerton Technology <br>Co. Ltd.<br>| 695670 | &nbsp;&nbsp;527914 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Fulltech Fiber Glass <br>Corp.<br>| 3646388 | &nbsp;&nbsp;10559556 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Fusheng Precision <br>Co. Ltd.<br>| 703000 | &nbsp;&nbsp;5982986 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Fwusow Industry Co. <br>Ltd.<br>| 1502109 | &nbsp;&nbsp;644701 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;G Shank Enterprise <br>Co. Ltd.<br>| 1186562 | &nbsp;&nbsp;3126360 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Galaxy Software <br>Services Corp.<br>| 22044 | &nbsp;&nbsp;81374 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Gallant Micro <br>Machining Co. Ltd.<br>| 16000 | &nbsp;&nbsp;404721 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Gallant Precision <br>Machining Co. Ltd.<br>| 25000 | &nbsp;&nbsp;69057 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Gamania Digital <br>Entertainment Co. <br>Ltd.<br>| 971000 | &nbsp;&nbsp;1553054 |
| #\* | GCS Holdings, Inc. | 417905 | &nbsp;&nbsp;3072830 |
| # | GEM Services, Inc. | 453970 | &nbsp;&nbsp;1130034 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;GEM Terminal <br>Industrial Co. Ltd.<br>| 148000 | &nbsp;&nbsp;106713 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Gemtek Technology <br>Corp.<br>| 2619574 | &nbsp;&nbsp;2363746 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;General Interface <br>Solution GIS <br>Holding Ltd.<br>| 1920000 | &nbsp;&nbsp;2362070 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;General Plastic <br>Industrial Co. Ltd.<br>| 631478 | &nbsp;&nbsp;482221 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Generalplus <br>Technology, Inc.<br>| 436000 | &nbsp;&nbsp;556837 |

---

------

**Emerging Markets Core Equity 2 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) |  |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;GeneReach <br>Biotechnology <br>Corp.<br>| 76182 | &nbsp;&nbsp;$53022 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Genesis Technology, <br>Inc.<br>| 29000 | &nbsp;&nbsp;27324 |
| # | Genesys Logic, Inc. | 426000 | &nbsp;&nbsp;1349071 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Genius Electronic <br>Optical Co. Ltd.<br>| 666576 | &nbsp;&nbsp;9539041 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Genmont Biotech, <br>Inc.<br>| 55314 | &nbsp;&nbsp;31838 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Genovate <br>Biotechnology Co. <br>Ltd.<br>| 450335 | &nbsp;&nbsp;432366 |
| # | GeoVision, Inc. | 416377 | &nbsp;&nbsp;631278 |
|  | Getac Holdings Corp. | 2285281 | &nbsp;&nbsp;8153135 |
| # | GFC Ltd. | 277400 | &nbsp;&nbsp;977476 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Giant Manufacturing <br>Co. Ltd.<br>| 1464355 | &nbsp;&nbsp;4147260 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Giantplus Technology <br>Co. Ltd.<br>| 1916000 | &nbsp;&nbsp;721798 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Gigabyte Technology <br>Co. Ltd.<br>| 1272750 | &nbsp;&nbsp;9363192 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Gigasolar Materials <br>Corp.<br>| 214678 | &nbsp;&nbsp;802629 |
| #\* | Gigastorage Corp. | 1251576 | &nbsp;&nbsp;1101396 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Global Brands <br>Manufacture Ltd.<br>| 2454817 | &nbsp;&nbsp;8368597 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Global Lighting <br>Technologies, Inc.<br>| 528000 | &nbsp;&nbsp;666369 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Global Mixed Mode <br>Technology, Inc.<br>| 516000 | &nbsp;&nbsp;3953256 |
| # | Global PMX Co. Ltd. | 420000 | &nbsp;&nbsp;1507646 |
|  | Global Unichip Corp. | 240000 | &nbsp;&nbsp;19691311 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Globaltek Fabrication <br>Co. Ltd.<br>| 78000 | &nbsp;&nbsp;141184 |
| # | Globalwafers Co. Ltd. | 920779 | &nbsp;&nbsp;14477058 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Globe Union Industrial <br>Corp.<br>| 1815136 | &nbsp;&nbsp;581329 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Gloria Material <br>Technology Corp.<br>| 3452885 | &nbsp;&nbsp;3735978 |
| \* | GlycoNex, Inc. | 340914 | &nbsp;&nbsp;312498 |
| # | GMI Technology, Inc. | 1159411 | &nbsp;&nbsp;1456322 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Gold Circuit <br>Electronics Ltd.<br>| 1256372 | &nbsp;&nbsp;27435433 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Gold Rain Enterprises <br>Corp.<br>| 18000 | &nbsp;&nbsp;22292 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Golden Long Teng <br>Development Co. <br>Ltd.<br>| 14000 | &nbsp;&nbsp;12927 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Goldsun Building <br>Materials Co. Ltd.<br>| 6445965 | &nbsp;&nbsp;7210406 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Good Will Instrument <br>Co. Ltd.<br>| 411342 | &nbsp;&nbsp;648005 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Gordon Auto Body <br>Parts<br>| 670000 | &nbsp;&nbsp;720533 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Gourmet Master Co. <br>Ltd.<br>| 741102 | &nbsp;&nbsp;1755649 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) |  |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Grade Upon <br>Technology Corp.<br>| 13000 | &nbsp;&nbsp;$387383 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Grand Fortune <br>Securities Co. Ltd.<br>| 2170214 | &nbsp;&nbsp;1036109 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Grand Pacific <br>Petrochemical<br>| 7372579 | &nbsp;&nbsp;3156977 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Grand Process <br>Technology Corp.<br>| 96000 | &nbsp;&nbsp;5031343 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;GrandTech CG <br>Systems, Inc.<br>| 331890 | &nbsp;&nbsp;471781 |
|  | Grape King Bio Ltd. | 869000 | &nbsp;&nbsp;3340220 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Great China Metal <br>Industry<br>| 1132000 | &nbsp;&nbsp;723509 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Great Taipei Gas Co. <br>Ltd.<br>| 1511000 | &nbsp;&nbsp;1434260 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Great Tree Pharmacy <br>Co. Ltd.<br>| 490953 | &nbsp;&nbsp;1489287 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Great Wall Enterprise <br>Co. Ltd.<br>| 4425478 | &nbsp;&nbsp;7152359 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Greatek Electronics, <br>Inc.<br>| 2374000 | &nbsp;&nbsp;6738025 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Green World FinTech <br>Service Co. Ltd.<br>| 455000 | &nbsp;&nbsp;767194 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Group Up Industrial <br>Co. Ltd.<br>| 308000 | &nbsp;&nbsp;2705275 |
| # | GTM Holdings Corp. | 1004550 | &nbsp;&nbsp;1046230 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Gudeng Precision <br>Industrial Co. Ltd.<br>| 251292 | &nbsp;&nbsp;3199123 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Hai Kwang Enterprise <br>Corp.<br>| 172228 | &nbsp;&nbsp;90270 |
| # | Hannstar Board Corp. | 2547164 | &nbsp;&nbsp;7848653 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;HannStar Display <br>Corp.<br>| 14221323 | &nbsp;&nbsp;3743825 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;HannsTouch Holdings <br>Co.<br>| 3937862 | &nbsp;&nbsp;1153956 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Hanpin Electron Co. <br>Ltd.<br>| 381000 | &nbsp;&nbsp;553731 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Harmony Electronics <br>Corp.<br>| 81000 | &nbsp;&nbsp;72139 |
| #\* | Harvatek Corp. | 1062839 | &nbsp;&nbsp;693885 |
| # | Heran Co. Ltd. | 160800 | &nbsp;&nbsp;309395 |
| # | Hey Song Corp. | 1993500 | &nbsp;&nbsp;2345964 |
|  | Hi-Clearance, Inc. | 146045 | &nbsp;&nbsp;633899 |
| # | Highlight Tech Corp. | 499273 | &nbsp;&nbsp;701415 |
| †† | &nbsp;&nbsp;&nbsp;&nbsp;High-Tek Harness <br>Enterprise Co. Ltd.<br>| 141000 | &nbsp;&nbsp;3316 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Highwealth <br>Construction Corp.<br>| 6040028 | &nbsp;&nbsp;7115653 |
| # | Hi-Lai Foods Co. Ltd. | 79000 | &nbsp;&nbsp;396214 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;HIM International <br>Music, Inc.<br>| 222200 | &nbsp;&nbsp;662156 |
| # | Hiroca Holdings Ltd. | 466221 | &nbsp;&nbsp;296345 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Hitron Technology, <br>Inc.<br>| 826997 | &nbsp;&nbsp;782137 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Hiwin Mikrosystem <br>Corp.<br>| 135000 | &nbsp;&nbsp;493333 |

---

------

**Emerging Markets Core Equity 2 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) |  |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Hiwin Technologies <br>Corp.<br>| 1302866 | &nbsp;&nbsp;$10211021 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Hiyes International <br>Co. Ltd.<br>| 258944 | &nbsp;&nbsp;630923 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Ho Tung Chemical <br>Corp.<br>| 6185828 | &nbsp;&nbsp;1783117 |
| # | Hocheng Corp. | 1552266 | &nbsp;&nbsp;909212 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Holdings-Key Electric <br>Wire & Cable Co. <br>Ltd.<br>| 582521 | &nbsp;&nbsp;837744 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Holiday Entertainment <br>Co. Ltd.<br>| 422390 | &nbsp;&nbsp;800383 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Holtek Semiconductor, <br>Inc.<br>| 1042000 | &nbsp;&nbsp;1542343 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Holy Stone Enterprise <br>Co. Ltd.<br>| 1022358 | &nbsp;&nbsp;3365949 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hon Hai Precision <br>Industry Co. Ltd. <br>(2317 TT)<br>| 17900403 | &nbsp;&nbsp;123735088 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Hong Ho Precision <br>Textile Co. Ltd.<br>| 350000 | &nbsp;&nbsp;189173 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Hong Pu Real Estate <br>Development Co. <br>Ltd.<br>| 1477554 | &nbsp;&nbsp;1054125 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hong TAI Electric <br>Industrial<br>| 1557000 | &nbsp;&nbsp;1786252 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hong YI Fiber Industry <br>Co.<br>| 1007680 | &nbsp;&nbsp;377216 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Horizon Fixture Group <br>Co. Ltd.<br>| 4000 | &nbsp;&nbsp;23227 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Horizon Securities Co. <br>Ltd.<br>| 2505560 | &nbsp;&nbsp;1120103 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Hota Industrial <br>Manufacturing Co. <br>Ltd.<br>| 1423816 | &nbsp;&nbsp;2771969 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Hotai Finance Co. <br>Ltd.<br>| 1066960 | &nbsp;&nbsp;2049985 |
| # | Hotai Motor Co. Ltd. | 544180 | &nbsp;&nbsp;9380456 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Hotron Precision <br>Electronic Industrial <br>Co. Ltd.<br>| 453364 | &nbsp;&nbsp;357581 |
|  | Hsin Ba Ba Corp. | 50017 | &nbsp;&nbsp;70146 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Hsin Kuang Steel Co. <br>Ltd.<br>| 1676000 | &nbsp;&nbsp;2097688 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Hsin Yung Chien Co. <br>Ltd.<br>| 263510 | &nbsp;&nbsp;746072 |
| # | Hsing TA Cement Co. | 846222 | &nbsp;&nbsp;414754 |
| #\* | HTC Corp. | 4551619 | &nbsp;&nbsp;6405245 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Hu Lane Associate, <br>Inc.<br>| 600067 | &nbsp;&nbsp;2216864 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;HUA ENG Wire & <br>Cable Co. Ltd.<br>| 2086000 | &nbsp;&nbsp;2504305 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hua Jung <br>Components Co. <br>Ltd.<br>| 34000 | &nbsp;&nbsp;29472 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Hua Nan Financial <br>Holdings Co. Ltd.<br>| 25039278 | &nbsp;&nbsp;26266933 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) |  |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Hua Yu Lien <br>Development Co. <br>Ltd.<br>| 443863 | &nbsp;&nbsp;$860017 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Huaku Development <br>Co. Ltd.<br>| 2260272 | &nbsp;&nbsp;7615326 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Huang Hsiang <br>Construction Corp.<br>| 555882 | &nbsp;&nbsp;655008 |
|  | Huikwang Corp. | 57000 | &nbsp;&nbsp;42551 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hung Ching <br>Development & <br>Construction Co. <br>Ltd.<br>| 933000 | &nbsp;&nbsp;854642 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Hung Sheng <br>Construction Ltd.<br>| 2917603 | &nbsp;&nbsp;1857941 |
| # | Huxen Corp. | 276072 | &nbsp;&nbsp;406472 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Hwa Fong Rubber <br>Industrial Co. Ltd.<br>| 1294096 | &nbsp;&nbsp;612096 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Hwacom Systems, <br>Inc.<br>| 460000 | &nbsp;&nbsp;870574 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Hwang Chang <br>General Contractor <br>Co. Ltd.<br>| 252599 | &nbsp;&nbsp;520981 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Ibase Technology, <br>Inc.<br>| 633345 | &nbsp;&nbsp;844352 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;IBF Financial Holdings <br>Co. Ltd.<br>| 19142434 | &nbsp;&nbsp;10135824 |
| \* | IC Plus Corp. | 90000 | &nbsp;&nbsp;136154 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;ICARES Medicus, <br>Inc.<br>| 27660 | &nbsp;&nbsp;71730 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Ichia Technologies, <br>Inc.<br>| 1688255 | &nbsp;&nbsp;2808241 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;I-Chiun Precision <br>Industry Co. Ltd.<br>| 897784 | &nbsp;&nbsp;3619171 |
| \* | Ideal Bike Corp. | 684324 | &nbsp;&nbsp;157894 |
| # | IEI Integration Corp. | 936173 | &nbsp;&nbsp;1889598 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;In Win Development, <br>Inc.<br>| 90000 | &nbsp;&nbsp;211932 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Inergy Technology, <br>Inc.<br>| 43000 | &nbsp;&nbsp;117258 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Infortrend Technology, <br>Inc.<br>| 1508866 | &nbsp;&nbsp;1659079 |
| # | Info-Tek Corp. | 488000 | &nbsp;&nbsp;498033 |
| # | Ingentec Corp. | 81780 | &nbsp;&nbsp;1037171 |
|  | Innodisk Corp. | 580441 | &nbsp;&nbsp;14532245 |
| # | Innolux Corp. | 26643761 | &nbsp;&nbsp;18279031 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Inpaq Technology Co. <br>Ltd.<br>| 607199 | &nbsp;&nbsp;1616560 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Insyde Software <br>Corp.<br>| 181200 | &nbsp;&nbsp;1165255 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Intai Technology <br>Corp.<br>| 244800 | &nbsp;&nbsp;720474 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Integrated Service <br>Technology, Inc.<br>| 752633 | &nbsp;&nbsp;3224435 |
| #\* | IntelliEPI, Inc. | 95000 | &nbsp;&nbsp;1178799 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Interactive Digital <br>Technologies, Inc.<br>| 114000 | &nbsp;&nbsp;285498 |

---

------

**Emerging Markets Core Equity 2 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) |  |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;International CSRC <br>Investment Holdings <br>Co.<br>| 4824083 | &nbsp;&nbsp;$1818853 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;International Games <br>System Co. Ltd.<br>| 960000 | &nbsp;&nbsp;21801107 |
| # | Inventec Corp. | 6372276 | &nbsp;&nbsp;9045468 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Iron Force Industrial <br>Co. Ltd.<br>| 312878 | &nbsp;&nbsp;951607 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;I-Sheng Electric Wire <br>& Cable Co. Ltd.<br>| 747000 | &nbsp;&nbsp;1108418 |
|  | ITE Technology, Inc. | 896646 | &nbsp;&nbsp;3402885 |
| # | ITEQ Corp. | 1376608 | &nbsp;&nbsp;4613466 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;J&V Energy <br>Technology Co. <br>Ltd.<br>| 19000 | &nbsp;&nbsp;64927 |
| # | Jarllytec Co. Ltd. | 368823 | &nbsp;&nbsp;1040981 |
| # | Jean Co. Ltd. | 1054182 | &nbsp;&nbsp;709112 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Jentech Precision <br>Industrial Co. Ltd.<br>| 152356 | &nbsp;&nbsp;13498778 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Jetway Information <br>Co. Ltd.<br>| 198750 | &nbsp;&nbsp;269365 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Jetwell Computer Co. <br>Ltd.<br>| 69440 | &nbsp;&nbsp;365362 |
| # | Jia Wei Lifestyle, Inc. | 360100 | &nbsp;&nbsp;397005 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Jih Lin Technology <br>Co. Ltd.<br>| 335000 | &nbsp;&nbsp;576411 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Ji-Haw Industrial Co. <br>Ltd.<br>| 183000 | &nbsp;&nbsp;78306 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Jiin Yeeh Ding <br>Enterprise Co. Ltd.<br>| 377200 | &nbsp;&nbsp;1177663 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Jinan Acetate <br>Chemical Co. Ltd.<br>| 3005830 | &nbsp;&nbsp;4658498 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Jinli Group Holdings <br>Ltd.<br>| 688681 | &nbsp;&nbsp;163661 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Jiu Han System <br>Technology Co. <br>Ltd.<br>| 27000 | &nbsp;&nbsp;228076 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Johnson Health Tech <br>Co. Ltd.<br>| 538000 | &nbsp;&nbsp;2511121 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Joinsoon Electronics <br>Manufacturing Co. <br>Ltd.<br>| 355108 | &nbsp;&nbsp;174410 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Jourdeness Group <br>Ltd.<br>| 11000 | &nbsp;&nbsp;10244 |
| # | JPC connectivity, Inc. | 561450 | &nbsp;&nbsp;2504472 |
| # | JPP Holding Co. Ltd. | 37802 | &nbsp;&nbsp;312111 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;JSL Construction & <br>Development Co. <br>Ltd.<br>| 669720 | &nbsp;&nbsp;998302 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;K Laser Technology, <br>Inc.<br>| 962459 | &nbsp;&nbsp;500564 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Kaimei Electronic <br>Corp.<br>| 488851 | &nbsp;&nbsp;1402968 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Kaori Heat Treatment <br>Co. Ltd.<br>| 201321 | &nbsp;&nbsp;4676551 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Kaulin Manufacturing <br>Co. Ltd.<br>| 835684 | &nbsp;&nbsp;324926 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Kedge Construction <br>Co. Ltd.<br>| 372534 | &nbsp;&nbsp;$1018738 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Keding Enterprises <br>Co. Ltd.<br>| 14000 | &nbsp;&nbsp;53984 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;KEE TAI Properties <br>Co. Ltd.<br>| 3052207 | &nbsp;&nbsp;1045053 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Kenda Rubber <br>Industrial Co. Ltd.<br>| 4179017 | &nbsp;&nbsp;2619058 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Kent Industrial Co. <br>Ltd.<br>| 99000 | &nbsp;&nbsp;81517 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Kerry TJ Logistics Co. <br>Ltd.<br>| 1470000 | &nbsp;&nbsp;1524344 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Keystone Microtech <br>Corp.<br>| 150000 | &nbsp;&nbsp;2728181 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;KGI Financial Holding <br>Co. Ltd.<br>| 39823390 | &nbsp;&nbsp;22771224 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;KHGEARS <br>International Ltd.<br>| 56504 | &nbsp;&nbsp;333449 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Kindom Development <br>Co. Ltd.<br>| 3158000 | &nbsp;&nbsp;3094889 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;King Chou Marine <br>Technology Co. <br>Ltd.<br>| 504800 | &nbsp;&nbsp;833911 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;King Polytechnic <br>Engineering Co. <br>Ltd.<br>| 333900 | &nbsp;&nbsp;565766 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;King Slide Works Co. <br>Ltd.<br>| 94450 | &nbsp;&nbsp;9298134 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;King Yuan Electronics <br>Co. Ltd.<br>| 5925032 | &nbsp;&nbsp;54896410 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;King's Town <br>Construction Co. <br>Ltd.<br>| 622690 | &nbsp;&nbsp;817072 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Kingstate Electronics <br>Corp.<br>| 43000 | &nbsp;&nbsp;43245 |
| # | Kinik Co. | 380000 | &nbsp;&nbsp;4846299 |
| #\* | Kinko Optical Co. Ltd. | 759120 | &nbsp;&nbsp;1560532 |
| # | Kinpo Electronics | 8325892 | &nbsp;&nbsp;6923672 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Kinsus Interconnect <br>Technology Corp.<br>| 2516476 | &nbsp;&nbsp;19987434 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;KMC Kuei Meng <br>International, Inc.<br>| 407951 | &nbsp;&nbsp;1173289 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;KNH Enterprise Co. <br>Ltd.<br>| 719150 | &nbsp;&nbsp;388971 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Ko Ja Cayman Co. <br>Ltd.<br>| 137000 | &nbsp;&nbsp;166159 |
| # | KS Terminals, Inc. | 829290 | &nbsp;&nbsp;1243692 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Kuen Ling Machinery <br>Refrigerating Co. <br>Ltd.<br>| 11000 | &nbsp;&nbsp;14363 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Kung Long Batteries <br>Industrial Co. Ltd.<br>| 427000 | &nbsp;&nbsp;1674844 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Kung Sing <br>Engineering Corp.<br>| 3354135 | &nbsp;&nbsp;2252502 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Kuo Toong <br>International Co. <br>Ltd.<br>| 1531735 | &nbsp;&nbsp;2500604 |

---

------

**Emerging Markets Core Equity 2 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) |  |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Kuo Yang <br>Construction Co. <br>Ltd.<br>| 1339517 | &nbsp;&nbsp;$786968 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Kwong Fong <br>Industries Corp.<br>| 381733 | &nbsp;&nbsp;142140 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Kwong Lung <br>Enterprise Co. Ltd.<br>| 731000 | &nbsp;&nbsp;1143377 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;L&K Engineering Co. <br>Ltd.<br>| 951261 | &nbsp;&nbsp;17175991 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;La Kaffa International <br>Co. Ltd.<br>| 211947 | &nbsp;&nbsp;454015 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Lai Yih Footwear Co. <br>Ltd.<br>| 25000 | &nbsp;&nbsp;178279 |
| \* | LAN FA Textile | 1512412 | &nbsp;&nbsp;569924 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;LandMark <br>Optoelectronics <br>Corp.<br>| 67000 | &nbsp;&nbsp;2098980 |
| # | Lang, Inc. | 76000 | &nbsp;&nbsp;102354 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Lanner Electronics, <br>Inc.<br>| 788387 | &nbsp;&nbsp;1685990 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Largan Precision Co. <br>Ltd. (3008 TT)<br>| 236234 | &nbsp;&nbsp;18005109 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Laser Tek Taiwan Co. <br>Ltd.<br>| 439086 | &nbsp;&nbsp;753080 |
| # | Laster Tech Co. Ltd. | 625570 | &nbsp;&nbsp;438109 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Leader Electronics, <br>Inc.<br>| 584097 | &nbsp;&nbsp;187875 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Leadtrend Technology <br>Corp.<br>| 116199 | &nbsp;&nbsp;197683 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Lealea Enterprise Co. <br>Ltd.<br>| 5120683 | &nbsp;&nbsp;1061865 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Leatec Fine Ceramics <br>Co. Ltd.<br>| 151000 | &nbsp;&nbsp;174125 |
|  | Ledlink Optics, Inc. | 309858 | &nbsp;&nbsp;179182 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;LEE CHI Enterprises <br>Co. Ltd.<br>| 1204000 | &nbsp;&nbsp;463725 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Lelon Electronics <br>Corp.<br>| 639122 | &nbsp;&nbsp;2177870 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Lemtech Holdings Co. <br>Ltd.<br>| 225783 | &nbsp;&nbsp;635647 |
|  | Leo Systems, Inc. | 130000 | &nbsp;&nbsp;123549 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Leofoo Development <br>Co. Ltd.<br>| 790010 | &nbsp;&nbsp;410372 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Li Ming Development <br>Construction Co. <br>Ltd.<br>| 10000 | &nbsp;&nbsp;12109 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Li Peng Enterprise <br>Co. Ltd.<br>| 3785060 | &nbsp;&nbsp;662045 |
| # | Lian HWA Food Corp. | 812339 | &nbsp;&nbsp;2420031 |
|  | Lida Holdings Ltd. | 407000 | &nbsp;&nbsp;304802 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Lien Hwa Industrial <br>Holdings Corp.<br>| 3158176 | &nbsp;&nbsp;4615598 |
|  | LINE Pay Taiwan Ltd. | 3000 | &nbsp;&nbsp;44307 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Lingsen Precision <br>Industries Ltd.<br>| 2539490 | &nbsp;&nbsp;2188038 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Lintes Technology Co. <br>Ltd.<br>| 51000 | &nbsp;&nbsp;210844 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Lion Travel Service <br>Co. Ltd.<br>| 545000 | &nbsp;&nbsp;$2919149 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Lite-On Technology <br>Corp.<br>| 4371419 | &nbsp;&nbsp;22469872 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Liton Technology <br>Corp.<br>| 346000 | &nbsp;&nbsp;525784 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Long Bon International <br>Co. Ltd.<br>| 2254276 | &nbsp;&nbsp;1067442 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Long Da Construction <br>& Development <br>Corp.<br>| 1254000 | &nbsp;&nbsp;1226459 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Longchen Paper & <br>Packaging Co. Ltd.<br>| 5825003 | &nbsp;&nbsp;1840261 |
| # | Longwell Co. | 1004000 | &nbsp;&nbsp;4968888 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Loop <br>Telecommunication <br>International, Inc.<br>| 175000 | &nbsp;&nbsp;382973 |
| # | Lotes Co. Ltd. | 309223 | &nbsp;&nbsp;13926589 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Lotus Pharmaceutical <br>Co. Ltd.<br>| 780000 | &nbsp;&nbsp;8927213 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Loyalty Founder <br>Enterprise Co. Ltd.<br>| 52000 | &nbsp;&nbsp;49161 |
| # | Lu Hai Holding Corp. | 365353 | &nbsp;&nbsp;288847 |
|  | Lucky Cement Corp. | 1165000 | &nbsp;&nbsp;554060 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Lumax International <br>Corp. Ltd.<br>| 570513 | &nbsp;&nbsp;2156209 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Lung Yen Life Service <br>Corp.<br>| 1035000 | &nbsp;&nbsp;1652713 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Lungteh Shipbuilding <br>Co. Ltd.<br>| 329700 | &nbsp;&nbsp;1500916 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Luxe Green Energy <br>Technology Co. <br>Ltd.<br>| 481048 | &nbsp;&nbsp;366215 |
| # | LuxNet Corp. | 163705 | &nbsp;&nbsp;1626199 |
|  | M3 Technology, Inc. | 36000 | &nbsp;&nbsp;97136 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Macauto Industrial Co. <br>Ltd.<br>| 403000 | &nbsp;&nbsp;709711 |
| # | Macroblock, Inc. | 229000 | &nbsp;&nbsp;403127 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Macronix International <br>Co. Ltd.<br>| 10906837 | &nbsp;&nbsp;31377335 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;MacroWell OMG <br>Digital <br>Entertainment Co. <br>Ltd.<br>| 72000 | &nbsp;&nbsp;177684 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Makalot Industrial Co. <br>Ltd.<br>| 1198723 | &nbsp;&nbsp;11588035 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Marketech <br>International Corp.<br>| 614000 | &nbsp;&nbsp;5460529 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Materials Analysis <br>Technology, Inc.<br>| 385179 | &nbsp;&nbsp;2476745 |
|  | Maxigen Biotech, Inc. | 218650 | &nbsp;&nbsp;321282 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Mayer Steel Pipe <br>Corp.<br>| 1069086 | &nbsp;&nbsp;827895 |
|  | Maywufa Co. Ltd. | 178462 | &nbsp;&nbsp;124153 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Mechema Chemicals <br>International Corp.<br>| 306000 | &nbsp;&nbsp;644435 |
|  | MediaTek, Inc. | 2597823 | &nbsp;&nbsp;144102632 |

---

------

**Emerging Markets Core Equity 2 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) |  |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Medigen <br>Biotechnology <br>Corp.<br>| 25000 | &nbsp;&nbsp;$26059 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Mega Financial <br>Holding Co. Ltd.<br>| 13213460 | &nbsp;&nbsp;16247921 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Mega Union <br>Technology, Inc.<br>| 36000 | &nbsp;&nbsp;795943 |
| # | Meiloon Industrial Co. | 545911 | &nbsp;&nbsp;426620 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Mercuries & <br>Associates Holding <br>Ltd.<br>| 3521247 | &nbsp;&nbsp;1670763 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Mercuries Data <br>Systems Ltd.<br>| 52000 | &nbsp;&nbsp;41965 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Mercuries Life <br>Insurance Co. Ltd.<br>| 21558587 | &nbsp;&nbsp;5355085 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Merida Industry Co. <br>Ltd.<br>| 1246588 | &nbsp;&nbsp;3333826 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Merry Electronics Co. <br>Ltd.<br>| 1480785 | &nbsp;&nbsp;4663460 |
| # | METAAGE Corp. | 453000 | &nbsp;&nbsp;632940 |
| #\* | Metatech AP, Inc. | 70000 | &nbsp;&nbsp;100345 |
| #\* | Microbio Co. Ltd. | 1510144 | &nbsp;&nbsp;962219 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Micro-Star <br>International Co. <br>Ltd.<br>| 3349465 | &nbsp;&nbsp;9555870 |
| # | Mildef Crete, Inc. | 328000 | &nbsp;&nbsp;1024805 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;MIN AIK Technology <br>Co. Ltd.<br>| 811249 | &nbsp;&nbsp;902966 |
| # | Mitac Holdings Corp. | 3286288 | &nbsp;&nbsp;8172676 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Mitake Information <br>Corp.<br>| 31000 | &nbsp;&nbsp;62211 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;MJ International Co. <br>Ltd.<br>| 42377 | &nbsp;&nbsp;29613 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Mobiletron Electronics <br>Co. Ltd.<br>| 504960 | &nbsp;&nbsp;500999 |
| # | momo.com, Inc. | 431641 | &nbsp;&nbsp;2575203 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;MOSA Industrial <br>Corp.<br>| 867079 | &nbsp;&nbsp;445524 |
| # | Mosel Vitelic, Inc. | 206000 | &nbsp;&nbsp;211824 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Motech Industries, <br>Inc.<br>| 1710000 | &nbsp;&nbsp;1265144 |
|  | MPI Corp. | 256000 | &nbsp;&nbsp;20231409 |
|  | MSSCORPS Co. Ltd. | 271995 | &nbsp;&nbsp;1511649 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Munsin Garment <br>Corp.<br>| 21000 | &nbsp;&nbsp;31073 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;My Humble House <br>Hospitality <br>Management <br>Consulting<br>| 64000 | &nbsp;&nbsp;68596 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Nak Sealing <br>Technologies Corp.<br>| 429549 | &nbsp;&nbsp;1542145 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Namchow Holdings <br>Co. Ltd.<br>| 1362000 | &nbsp;&nbsp;1624095 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Nan Juen International <br>Co. Ltd.<br>| 3000 | &nbsp;&nbsp;27689 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Nan Kang Rubber Tire <br>Co. Ltd.<br>| 1090441 | &nbsp;&nbsp;1231779 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) |  |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Nan Liu Enterprise <br>Co. Ltd.<br>| 246000 | &nbsp;&nbsp;$330068 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Nan Pao Resins <br>Chemical Co. Ltd.<br>| 309000 | &nbsp;&nbsp;3036017 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Nan Ren Lake Leisure <br>Amusement Co. <br>Ltd.<br>| 977072 | &nbsp;&nbsp;282088 |
|  | Nan Ya Plastics Corp. | 9000584 | &nbsp;&nbsp;21516593 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Nan Ya Printed Circuit <br>Board Corp.<br>| 772211 | &nbsp;&nbsp;9404958 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Nang Kuang <br>Pharmaceutical Co. <br>Ltd.<br>| 416000 | &nbsp;&nbsp;482296 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Nantex Industry Co. <br>Ltd.<br>| 1685363 | &nbsp;&nbsp;1265647 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Nanya Technology <br>Corp.<br>| 3541751 | &nbsp;&nbsp;35852205 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;National Aerospace <br>Fasteners Corp.<br>| 142757 | &nbsp;&nbsp;488778 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;National Petroleum <br>Co. Ltd.<br>| 643000 | &nbsp;&nbsp;1169891 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Neousys Technology, <br>Inc.<br>| 2000 | &nbsp;&nbsp;10106 |
| # | Netronix, Inc. | 439000 | &nbsp;&nbsp;1490034 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;New Asia Construction <br>& Development <br>Corp.<br>| 821000 | &nbsp;&nbsp;379358 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;New Best Wire <br>Industrial Co. Ltd.<br>| 189200 | &nbsp;&nbsp;185535 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Newmax Technology <br>Co. Ltd.<br>| 476000 | &nbsp;&nbsp;516541 |
| # | Nichidenbo Corp. | 1181552 | &nbsp;&nbsp;3460240 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Niching Industrial <br>Corp.<br>| 25000 | &nbsp;&nbsp;52759 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Nidec Chaun-Choung <br>Technology Corp.<br>| 134000 | &nbsp;&nbsp;513831 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Nien Hsing Textile Co. <br>Ltd.<br>| 805656 | &nbsp;&nbsp;453477 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Nien Made Enterprise <br>Co. Ltd.<br>| 857000 | &nbsp;&nbsp;11562882 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Niko Semiconductor <br>Co. Ltd.<br>| 496637 | &nbsp;&nbsp;766507 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Nishoku Technology, <br>Inc.<br>| 289800 | &nbsp;&nbsp;1044863 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;North-Star <br>International Co. <br>Ltd.<br>| 651414 | &nbsp;&nbsp;501740 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Nova Technology <br>Corp.<br>| 198000 | &nbsp;&nbsp;1214831 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Novatek <br>Microelectronics <br>Corp.<br>| 1621000 | &nbsp;&nbsp;19234154 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Nuvoton Technology <br>Corp.<br>| 713000 | &nbsp;&nbsp;1401497 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Nyquest Technology <br>Co. Ltd.<br>| 100000 | &nbsp;&nbsp;122873 |
| # | O-Bank Co. Ltd. | 5030961 | &nbsp;&nbsp;1458837 |

---

------

**Emerging Markets Core Equity 2 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) |  |
| \* | OBI Pharma, Inc. | 162000 | &nbsp;&nbsp;$142078 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Ocean Plastics Co. <br>Ltd.<br>| 873000 | &nbsp;&nbsp;922883 |
|  | OK Biotech Co. Ltd. | 192718 | &nbsp;&nbsp;89289 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Oneness Biotech Co. <br>Ltd.<br>| 493870 | &nbsp;&nbsp;1029570 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Optimax Technology <br>Corp.<br>| 247000 | &nbsp;&nbsp;193990 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Orient Europharma <br>Co. Ltd.<br>| 150000 | &nbsp;&nbsp;214205 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Orient Semiconductor <br>Electronics Ltd.<br>| 3077637 | &nbsp;&nbsp;5612128 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Oriental Union <br>Chemical Corp.<br>| 3724819 | &nbsp;&nbsp;1568283 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;O-TA Precision <br>Industry Co. Ltd.<br>| 451683 | &nbsp;&nbsp;1024048 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Pacific Construction <br>Co.<br>| 1439276 | &nbsp;&nbsp;412550 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Pacific Hospital <br>Supply Co. Ltd.<br>| 387706 | &nbsp;&nbsp;1004926 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Paiho Shih Holdings <br>Corp.<br>| 1284240 | &nbsp;&nbsp;938482 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Pan Asia Chemical <br>Corp.<br>| 467308 | &nbsp;&nbsp;148573 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Pan German <br>Universal Motors <br>Ltd.<br>| 107000 | &nbsp;&nbsp;923184 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Pan Jit International, <br>Inc.<br>| 1917074 | &nbsp;&nbsp;5462259 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Pan Ram International <br>Corp.<br>| 119000 | &nbsp;&nbsp;250199 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Pan-International <br>Industrial Corp.<br>| 2668854 | &nbsp;&nbsp;4344559 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Panion & BF Biotech, <br>Inc.<br>| 429753 | &nbsp;&nbsp;890482 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Parade Technologies <br>Ltd.<br>| 304805 | &nbsp;&nbsp;5097271 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Paragon Technologies <br>Co. Ltd.<br>| 331248 | &nbsp;&nbsp;220081 |
| # | Parpro Corp. | 245000 | &nbsp;&nbsp;491451 |
| #\* | PChome Online, Inc. | 849581 | &nbsp;&nbsp;760026 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;PCL Technologies, <br>Inc.<br>| 397129 | &nbsp;&nbsp;1606220 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;P-Duke Technology <br>Co. Ltd.<br>| 348644 | &nbsp;&nbsp;1143178 |
| # | Pegatron Corp. | 6585293 | &nbsp;&nbsp;14521887 |
| # | Pegavision Corp. | 326912 | &nbsp;&nbsp;3004154 |
| # | PharmaEngine, Inc. | 241000 | &nbsp;&nbsp;509676 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;PharmaEssentia <br>Corp.<br>| 582120 | &nbsp;&nbsp;14210747 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Phihong Technology <br>Co. Ltd.<br>| 283000 | &nbsp;&nbsp;258820 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Phison Electronics <br>Corp.<br>| 488000 | &nbsp;&nbsp;36190389 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Phoenix Silicon <br>International Corp.<br>| 1060010 | &nbsp;&nbsp;5633727 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) |  |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Phoenix Tours <br>International, Inc.<br>| 210840 | &nbsp;&nbsp;$336986 |
| \* | Phytohealth Corp. | 433000 | &nbsp;&nbsp;193103 |
| # | Pixart Imaging, Inc. | 995000 | &nbsp;&nbsp;6277549 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Planet Technology <br>Corp.<br>| 211000 | &nbsp;&nbsp;829691 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Plastron Precision Co. <br>Ltd.<br>| 656491 | &nbsp;&nbsp;304991 |
| \* | Plotech Co. Ltd. | 459800 | &nbsp;&nbsp;162374 |
|  | Podak Co. Ltd. | 7000 | &nbsp;&nbsp;10446 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Polytronics <br>Technology Corp.<br>| 404239 | &nbsp;&nbsp;515595 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Posiflex Technology, <br>Inc.<br>| 311939 | &nbsp;&nbsp;1759478 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Potens Semiconductor <br>Corp.<br>| 47000 | &nbsp;&nbsp;127081 |
|  | Pou Chen Corp. | 7427005 | &nbsp;&nbsp;7178816 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Power Wind Health <br>Industry, Inc.<br>| 215319 | &nbsp;&nbsp;969024 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Powerchip <br>Semiconductor <br>Manufacturing <br>Corp.<br>| 12317000 | &nbsp;&nbsp;26426974 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Powertech <br>Technology, Inc.<br>| 4340580 | &nbsp;&nbsp;34371112 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Powertip Technology <br>Corp.<br>| 180954 | &nbsp;&nbsp;68418 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Poya International Co. <br>Ltd.<br>| 351388 | &nbsp;&nbsp;4419494 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;President Chain Store <br>Corp.<br>| 2218728 | &nbsp;&nbsp;15065552 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;President Securities <br>Corp.<br>| 7052808 | &nbsp;&nbsp;6548914 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Primax Electronics <br>Ltd.<br>| 3242000 | &nbsp;&nbsp;8086423 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Prince Housing & <br>Development Corp.<br>| 7775140 | &nbsp;&nbsp;2078215 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Princeton Technology <br>Corp.<br>| 117000 | &nbsp;&nbsp;57923 |
| # | Pro Hawk Corp. | 93000 | &nbsp;&nbsp;512226 |
| # | Progate Group Corp. | 20957 | &nbsp;&nbsp;94415 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Promate Electronic <br>Co. Ltd.<br>| 1534378 | &nbsp;&nbsp;2128211 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Prosperity Dielectrics <br>Co. Ltd.<br>| 751687 | &nbsp;&nbsp;1628144 |
|  | PSS Co. Ltd. | 3000 | &nbsp;&nbsp;13336 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Qing Song Health Co. <br>Ltd.<br>| 41000 | &nbsp;&nbsp;72742 |
|  | Qisda Corp. | 6041110 | &nbsp;&nbsp;4795336 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;QST International <br>Corp.<br>| 569689 | &nbsp;&nbsp;791243 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Qualipoly Chemical <br>Corp.<br>| 681893 | &nbsp;&nbsp;3315740 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Quang Viet Enterprise <br>Co. Ltd.<br>| 299356 | &nbsp;&nbsp;649514 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Quanta Computer, <br>Inc.<br>| 2321436 | &nbsp;&nbsp;20435987 |

---

------

**Emerging Markets Core Equity 2 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) |  |
| # | Quanta Storage, Inc. | 1339000 | &nbsp;&nbsp;$4486179 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Quintain Steel Co. <br>Ltd.<br>| 2151384 | &nbsp;&nbsp;616259 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Radiant <br>Opto-Electronics <br>Corp.<br>| 2636692 | &nbsp;&nbsp;10186951 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Radium Life Tech Co. <br>Ltd.<br>| 5251853 | &nbsp;&nbsp;1783696 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Rafael <br>Microelectronics, <br>Inc.<br>| 94097 | &nbsp;&nbsp;438609 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Raydium <br>Semiconductor <br>Corp.<br>| 356000 | &nbsp;&nbsp;2610966 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Rayzher Industrial Co. <br>Ltd.<br>| 15000 | &nbsp;&nbsp;97524 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Realtek <br>Semiconductor <br>Corp.<br>| 878861 | &nbsp;&nbsp;13446391 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;ReaLy <br>Development&Construction <br>Corp.<br>| 10000 | &nbsp;&nbsp;10925 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Rechi Precision Co. <br>Ltd.<br>| 2437292 | &nbsp;&nbsp;1967432 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Rexon Industrial Corp. <br>Ltd.<br>| 862559 | &nbsp;&nbsp;724284 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Rich Development Co. <br>Ltd.<br>| 4103532 | &nbsp;&nbsp;1032305 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Richmond <br>International Travel <br>& Tours Co. Ltd.<br>| 54600 | &nbsp;&nbsp;136489 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Right WAY Industrial <br>Co. Ltd.<br>| 218000 | &nbsp;&nbsp;86493 |
| # | RiTdisplay Corp. | 168572 | &nbsp;&nbsp;225238 |
| \* | Ritek Corp. | 4923593 | &nbsp;&nbsp;2117580 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Rodex Fasteners <br>Corp.<br>| 125000 | &nbsp;&nbsp;119103 |
| \* | Roo Hsing Co. Ltd. | 969512 | &nbsp;&nbsp;311655 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Roundtop Machinery <br>Industries Co. Ltd.<br>| 77000 | &nbsp;&nbsp;60274 |
| # | Ruby Tech Corp. | 65650 | &nbsp;&nbsp;109968 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Ruentex Development <br>Co. Ltd.<br>| 4682217 | &nbsp;&nbsp;4278957 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Ruentex Engineering <br>& Construction Co.<br>| 686179 | &nbsp;&nbsp;3647953 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Ruentex Industries <br>Ltd.<br>| 3149253 | &nbsp;&nbsp;5038541 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Run Long <br>Construction Co. <br>Ltd.<br>| 2313261 | &nbsp;&nbsp;2304014 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Sakura Development <br>Co. Ltd.<br>| 1387379 | &nbsp;&nbsp;2077240 |
|  | Sampo Corp. | 2123895 | &nbsp;&nbsp;1625040 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;San Fang Chemical <br>Industry Co. Ltd.<br>| 1244659 | &nbsp;&nbsp;1245056 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;San Fu Chemical Co. <br>Ltd.<br>| 181000 | &nbsp;&nbsp;712806 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;San Shing Fastech <br>Corp.<br>| 684622 | &nbsp;&nbsp;$1307293 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Sanyang Motor Co. <br>Ltd.<br>| 3330802 | &nbsp;&nbsp;6321878 |
| # | Savior Lifetec Corp. | 1575203 | &nbsp;&nbsp;1033913 |
| # | SCI Pharmtech, Inc. | 376696 | &nbsp;&nbsp;618192 |
| # | Scientech Corp. | 93000 | &nbsp;&nbsp;955926 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;ScinoPharm Taiwan <br>Ltd.<br>| 1378000 | &nbsp;&nbsp;1072518 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;SciVision Biotech, <br>Inc.<br>| 281000 | &nbsp;&nbsp;695630 |
| # | SDI Corp. | 929000 | &nbsp;&nbsp;2590037 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Sea & Land Integrated <br>Corp.<br>| 92500 | &nbsp;&nbsp;52703 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Sea Sonic Electronics <br>Co. Ltd.<br>| 276000 | &nbsp;&nbsp;565481 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Senao International <br>Co. Ltd.<br>| 521547 | &nbsp;&nbsp;478597 |
| # | Senao Networks, Inc. | 226796 | &nbsp;&nbsp;968032 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Sensortek Technology <br>Corp.<br>| 132000 | &nbsp;&nbsp;768743 |
| # | Sercomm Corp. | 2116000 | &nbsp;&nbsp;5719364 |
| # | Sesoda Corp. | 1358261 | &nbsp;&nbsp;1436909 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shanghai Commercial <br>& Savings Bank <br>Ltd.<br>| 5174660 | &nbsp;&nbsp;6482042 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shan-Loong <br>Transportation Co. <br>Ltd.<br>| 619247 | &nbsp;&nbsp;269122 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Sharehope Medicine <br>Co. Ltd.<br>| 740890 | &nbsp;&nbsp;560886 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sheh Fung Screws <br>Co. Ltd.<br>| 78000 | &nbsp;&nbsp;80047 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Sheng Yu Steel Co. <br>Ltd.<br>| 930000 | &nbsp;&nbsp;645314 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;ShenMao Technology, <br>Inc.<br>| 620450 | &nbsp;&nbsp;2195058 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Shieh Yih Machinery <br>Industry Co. Ltd.<br>| 625000 | &nbsp;&nbsp;724302 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Shih Her <br>Technologies, Inc.<br>| 400356 | &nbsp;&nbsp;2258358 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Shih Wei Navigation <br>Co. Ltd.<br>| 2664634 | &nbsp;&nbsp;1494126 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Shihlin Development <br>Co. Ltd.<br>| 123000 | &nbsp;&nbsp;44798 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Shihlin Electric & <br>Engineering Corp.<br>| 888787 | &nbsp;&nbsp;6428695 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Shin Foong Specialty <br>& Applied Materials <br>Co. Ltd.<br>| 226000 | &nbsp;&nbsp;236695 |
|  | Shin Hai Gas Corp. | 8242 | &nbsp;&nbsp;12935 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Shin Hsiung Natural <br>Gas Co. Ltd.<br>| 269651 | &nbsp;&nbsp;358152 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Shin Ruenn <br>Development Co. <br>Ltd.<br>| 766607 | &nbsp;&nbsp;1143235 |

---

------

**Emerging Markets Core Equity 2 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shin Shin Natural Gas <br>Co.<br>| 12480 | &nbsp;&nbsp;$15747 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Shin Zu Shing Co. <br>Ltd.<br>| 1139411 | &nbsp;&nbsp;7527738 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shinfox Energy Co. <br>Ltd.<br>| 8012 | &nbsp;&nbsp;12051 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Shining Building <br>Business Co. Ltd.<br>| 2773622 | &nbsp;&nbsp;793073 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shinkong Insurance <br>Co. Ltd.<br>| 1833784 | &nbsp;&nbsp;6542774 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Shinkong Synthetic <br>Fibers Corp.<br>| 8122844 | &nbsp;&nbsp;3841774 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Shinkong Textile Co. <br>Ltd.<br>| 920169 | &nbsp;&nbsp;2169368 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Shiny Brands Group <br>Co. Ltd.<br>| 46200 | &nbsp;&nbsp;153180 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Shiny Chemical <br>Industrial Co. Ltd.<br>| 804162 | &nbsp;&nbsp;3640297 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Shun On Electronic <br>Co. Ltd.<br>| 99000 | &nbsp;&nbsp;71332 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;ShunSin Technology <br>Holding Ltd.<br>| 27000 | &nbsp;&nbsp;136281 |
| #\* | Shuttle, Inc. | 2415000 | &nbsp;&nbsp;1238915 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sigurd <br>Microelectronics <br>Corp.<br>| 3638523 | &nbsp;&nbsp;14916826 |
|  | Silergy Corp. | 657000 | &nbsp;&nbsp;5799390 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Silicon Integrated <br>Systems Corp.<br>| 2176539 | &nbsp;&nbsp;3634910 |
| #\* | Silicon Optronics, Inc. | 50000 | &nbsp;&nbsp;104411 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Silicon Power <br>Computer & <br>Communications, <br>Inc.<br>| 128000 | &nbsp;&nbsp;206855 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Silitech Technology <br>Corp.<br>| 95693 | &nbsp;&nbsp;101138 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Simplo Technology <br>Co. Ltd.<br>| 764880 | &nbsp;&nbsp;8412771 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sinbon Electronics <br>Co. Ltd.<br>| 1136849 | &nbsp;&nbsp;8421934 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sincere Navigation <br>Corp.<br>| 2291741 | &nbsp;&nbsp;2115960 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Singatron Enterprise <br>Co. Ltd.<br>| 53000 | &nbsp;&nbsp;63569 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Single Well Industrial <br>Corp.<br>| 243351 | &nbsp;&nbsp;180137 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sinher Technology, <br>Inc.<br>| 406000 | &nbsp;&nbsp;303819 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Sinmag Equipment <br>Corp.<br>| 300519 | &nbsp;&nbsp;1236170 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Sino-American Silicon <br>Products, Inc.<br>| 3251000 | &nbsp;&nbsp;12314937 |
| # | Sinon Corp. | 3121740 | &nbsp;&nbsp;4498636 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;SinoPac Financial <br>Holdings Co. Ltd.<br>| 45224458 | &nbsp;&nbsp;40963585 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Sinopower <br>Semiconductor, Inc.<br>| 117100 | &nbsp;&nbsp;519270 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sinphar <br>Pharmaceutical Co. <br>Ltd.<br>| 882497 | &nbsp;&nbsp;$872238 |
|  | Sinyi Realty, Inc. | 1737314 | &nbsp;&nbsp;1210646 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Sirtec International <br>Co. Ltd.<br>| 581000 | &nbsp;&nbsp;486994 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sitronix Technology <br>Corp.<br>| 733774 | &nbsp;&nbsp;4525692 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Siward Crystal <br>Technology Co. <br>Ltd.<br>| 1161705 | &nbsp;&nbsp;1029831 |
|  | Sixxon Tech Co. Ltd. | 24000 | &nbsp;&nbsp;109936 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Skardin Industrial <br>Corp.<br>| 45000 | &nbsp;&nbsp;54692 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Soft-World <br>International Corp.<br>| 385000 | &nbsp;&nbsp;1244784 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Solar Applied <br>Materials <br>Technology Corp.<br>| 2698531 | &nbsp;&nbsp;5442823 |
| # | Solteam, Inc. | 482269 | &nbsp;&nbsp;764585 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Solytech Enterprise <br>Corp.<br>| 310000 | &nbsp;&nbsp;122457 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Sonix Technology Co. <br>Ltd.<br>| 910000 | &nbsp;&nbsp;1048579 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Southeast Cement <br>Co. Ltd.<br>| 1181000 | &nbsp;&nbsp;608852 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Spectrum Electrics <br>Corp.<br>| 59000 | &nbsp;&nbsp;52391 |
| # | Speed Tech Corp. | 825000 | &nbsp;&nbsp;951788 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sporton International, <br>Inc.<br>| 600844 | &nbsp;&nbsp;3328180 |
| # | Sports Gear Co. Ltd. | 173000 | &nbsp;&nbsp;554178 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;St. Shine Optical Co. <br>Ltd.<br>| 397000 | &nbsp;&nbsp;1424536 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Standard Chemical & <br>Pharmaceutical Co. <br>Ltd.<br>| 562040 | &nbsp;&nbsp;1090241 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Standard Foods <br>Corp.<br>| 2640734 | &nbsp;&nbsp;2429515 |
| # | Stark Technology, Inc. | 618520 | &nbsp;&nbsp;2709401 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Starlux Airlines Co. <br>Ltd.<br>| 1497000 | &nbsp;&nbsp;1091789 |
| # | S-Tech Corp. | 711838 | &nbsp;&nbsp;559332 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;STL Technology Co. <br>Ltd.<br>| 106000 | &nbsp;&nbsp;491432 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Sumeeko Industries <br>Co. Ltd.<br>| 83000 | &nbsp;&nbsp;138676 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Sun Yad Construction <br>Co. Ltd.<br>| 662885 | &nbsp;&nbsp;291494 |
|  | Sunfun Info Co. Ltd. | 178080 | &nbsp;&nbsp;167498 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Sunjuice Holdings Co. <br>Ltd.<br>| 83900 | &nbsp;&nbsp;416912 |
| \* | Sunko INK Co. Ltd. | 274800 | &nbsp;&nbsp;152086 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;SunMax <br>Biotechnology Co. <br>Ltd.<br>| 146000 | &nbsp;&nbsp;1798458 |

---

------

**Emerging Markets Core Equity 2 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) |  |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Sunny Friend <br>Environmental <br>Technology Co. <br>Ltd.<br>| 557257 | &nbsp;&nbsp;$1356474 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sunonwealth Electric <br>Machine Industry <br>Co. Ltd.<br>| 1628001 | &nbsp;&nbsp;7321827 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Sunplus Innovation <br>Technology, Inc.<br>| 121669 | &nbsp;&nbsp;467084 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Sunplus Technology <br>Co. Ltd.<br>| 2976153 | &nbsp;&nbsp;2070201 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Sunrex Technology <br>Corp.<br>| 1211145 | &nbsp;&nbsp;1445109 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sunspring Metal <br>Corp.<br>| 823291 | &nbsp;&nbsp;577854 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Super Dragon <br>Technology Co. <br>Ltd.<br>| 170000 | &nbsp;&nbsp;188943 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Superalloy Industrial <br>Co. Ltd.<br>| 170000 | &nbsp;&nbsp;247501 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Superior Plating <br>Technology Co. <br>Ltd.<br>| 67069 | &nbsp;&nbsp;130831 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Supreme Electronics <br>Co. Ltd.<br>| 3451051 | &nbsp;&nbsp;9168354 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Swancor Holding Co. <br>Ltd.<br>| 365000 | &nbsp;&nbsp;1341504 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Sweeten Real Estate <br>Development Co. <br>Ltd.<br>| 1352004 | &nbsp;&nbsp;1103039 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Symtek Automation <br>Asia Co. Ltd.<br>| 442967 | &nbsp;&nbsp;2045429 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Syncmold Enterprise <br>Corp.<br>| 741000 | &nbsp;&nbsp;1600146 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;SYNergy ScienTech <br>Corp.<br>| 84000 | &nbsp;&nbsp;94943 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Syngen Biotech Co. <br>Ltd.<br>| 14000 | &nbsp;&nbsp;59747 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Synmosa Biopharma <br>Corp.<br>| 1731523 | &nbsp;&nbsp;1780623 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Synnex Technology <br>International Corp.<br>| 3903732 | &nbsp;&nbsp;8089678 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Syn-Tech Chem & <br>Pharm Co. Ltd.<br>| 32000 | &nbsp;&nbsp;73099 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Syscom Computer <br>Engineering Co.<br>| 71000 | &nbsp;&nbsp;125294 |
| # | Systex Corp. | 963293 | &nbsp;&nbsp;3536384 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;T3EX Global Holdings <br>Corp.<br>| 776178 | &nbsp;&nbsp;1601099 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;TA Chen Stainless <br>Pipe<br>| 8330558 | &nbsp;&nbsp;10341714 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Ta Ya Electric Wire & <br>Cable<br>| 4560723 | &nbsp;&nbsp;5999766 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Tah Hsin Industrial <br>Corp.<br>| 233378 | &nbsp;&nbsp;475410 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) |  |
| # | &nbsp;&nbsp;&nbsp;&nbsp;TAI Roun Products <br>Co. Ltd.<br>| 228000 | &nbsp;&nbsp;$92824 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;TA-I Technology Co. <br>Ltd.<br>| 758834 | &nbsp;&nbsp;1570581 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Tai Tung <br>Communication Co. <br>Ltd.<br>| 933230 | &nbsp;&nbsp;612127 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Taichung Commercial <br>Bank Co. Ltd.<br>| 30172796 | &nbsp;&nbsp;19159620 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;TaiDoc Technology <br>Corp.<br>| 531532 | &nbsp;&nbsp;2263022 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Taiflex Scientific Co. <br>Ltd.<br>| 1255657 | &nbsp;&nbsp;3469508 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Tailyn Technologies, <br>Inc.<br>| 73000 | &nbsp;&nbsp;60522 |
| # | Taimide Tech, Inc. | 644940 | &nbsp;&nbsp;1265753 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Tainan Enterprises <br>Co. Ltd.<br>| 643289 | &nbsp;&nbsp;525345 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Tainan Spinning Co. <br>Ltd.<br>| 7898791 | &nbsp;&nbsp;3407112 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Tainergy Tech Co. <br>Ltd.<br>| 363000 | &nbsp;&nbsp;178288 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Tai-Saw Technology <br>Co. Ltd.<br>| 498960 | &nbsp;&nbsp;475390 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;TaiSol Electronics Co. <br>Ltd.<br>| 478000 | &nbsp;&nbsp;770656 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Taisun Enterprise Co. <br>Ltd.<br>| 1090775 | &nbsp;&nbsp;632184 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Taita Chemical Co. <br>Ltd.<br>| 1632792 | &nbsp;&nbsp;630319 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;TAI-TECH Advanced <br>Electronics Co. Ltd.<br>| 314000 | &nbsp;&nbsp;1540789 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Taiwan Acceptance <br>Corp.<br>| 1965023 | &nbsp;&nbsp;4850828 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Taiwan Business <br>Bank<br>| 29546539 | &nbsp;&nbsp;14397280 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Taiwan Chinsan <br>Electronic Industrial <br>Co. Ltd.<br>| 669331 | &nbsp;&nbsp;1254242 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Taiwan Cogeneration <br>Corp.<br>| 2955578 | &nbsp;&nbsp;4050915 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Taiwan Cooperative <br>Financial Holding <br>Co. Ltd.<br>| 21164872 | &nbsp;&nbsp;15817470 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Taiwan Environment <br>Scientific Co. Ltd.<br>| 91280 | &nbsp;&nbsp;54562 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Taiwan FamilyMart <br>Co. Ltd.<br>| 205000 | &nbsp;&nbsp;1237617 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Taiwan Fertilizer Co. <br>Ltd.<br>| 2950000 | &nbsp;&nbsp;4334272 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Taiwan Fire & Marine <br>Insurance Co. Ltd.<br>| 998116 | &nbsp;&nbsp;1553701 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Taiwan Fructose Co. <br>Ltd.<br>| 63540 | &nbsp;&nbsp;37539 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Taiwan FU Hsing <br>Industrial Co. Ltd.<br>| 908800 | &nbsp;&nbsp;1382139 |

---

------

**Emerging Markets Core Equity 2 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) |  |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Taiwan Glass Industry <br>Corp.<br>| 6301904 | &nbsp;&nbsp;$9524094 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Taiwan High Speed <br>Rail Corp.<br>| 5263000 | &nbsp;&nbsp;4567354 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Taiwan Hon Chuan <br>Enterprise Co. Ltd.<br>| 2360906 | &nbsp;&nbsp;8966608 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Taiwan Hopax <br>Chemicals <br>Manufacturing Co. <br>Ltd.<br>| 1354900 | &nbsp;&nbsp;1518078 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Taiwan IC Packaging <br>Corp.<br>| 305000 | &nbsp;&nbsp;205040 |
| †† | &nbsp;&nbsp;&nbsp;&nbsp;Taiwan Land <br>Development Corp.<br>| 6008009 | &nbsp;&nbsp;95933 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Taiwan Line Tek <br>Electronic<br>| 515700 | &nbsp;&nbsp;397565 |
| #\* | Taiwan Mask Corp. | 1529000 | &nbsp;&nbsp;1893346 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Taiwan Mobile Co. <br>Ltd.<br>| 5989900 | &nbsp;&nbsp;20084331 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Taiwan Navigation Co. <br>Ltd.<br>| 1677720 | &nbsp;&nbsp;1652279 |
| # | Taiwan Paiho Ltd. | 2145152 | &nbsp;&nbsp;3395247 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Taiwan PCB Techvest <br>Co. Ltd.<br>| 2149816 | &nbsp;&nbsp;2407944 |
| # | Taiwan Sakura Corp. | 1186243 | &nbsp;&nbsp;3134977 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Taiwan Sanyo Electric <br>Co. Ltd.<br>| 541650 | &nbsp;&nbsp;591123 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Taiwan Secom Co. <br>Ltd.<br>| 1664405 | &nbsp;&nbsp;5632312 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Taiwan Semiconductor <br>Co. Ltd.<br>| 1689000 | &nbsp;&nbsp;3395341 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Taiwan Semiconductor <br>Manufacturing Co. <br>Ltd. (2330 TT)<br>| 40130652 | &nbsp;&nbsp;2219060649 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Taiwan Semiconductor <br>Manufacturing Co. <br>Ltd. (TSM US), <br>Sponsored ADR<br>| 2302196 | &nbsp;&nbsp;761013910 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Taiwan Shin Kong <br>Security Co. Ltd.<br>| 1721226 | &nbsp;&nbsp;2229517 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Taiwan Speciality <br>Chemicals Corp.<br>| 54000 | &nbsp;&nbsp;546193 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Taiwan Steel Union <br>Co. Ltd.<br>| 141000 | &nbsp;&nbsp;478374 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Taiwan Styrene <br>Monomer<br>| 3104404 | &nbsp;&nbsp;877505 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Taiwan Surface <br>Mounting <br>Technology Corp.<br>| 2268674 | &nbsp;&nbsp;6617936 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Taiwan Takisawa <br>Technology Co. <br>Ltd.<br>| 13000 | &nbsp;&nbsp;17312 |
| # | Taiwan Taxi Co. Ltd. | 210722 | &nbsp;&nbsp;840365 |
| #\* | Taiwan TEA Corp. | 4313896 | &nbsp;&nbsp;1789986 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Taiwan Union <br>Technology Corp.<br>| 1424000 | &nbsp;&nbsp;22522874 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) |  |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Taiwan-Asia <br>Semiconductor <br>Corp.<br>| 2113537 | &nbsp;&nbsp;$1707367 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Taiyen Biotech Co. <br>Ltd.<br>| 707910 | &nbsp;&nbsp;709064 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Tang Eng Iron Works <br>Co. Ltd.<br>| 78000 | &nbsp;&nbsp;72258 |
| # | Tatung Co. Ltd. | 6734758 | &nbsp;&nbsp;8260519 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;TBI Motion <br>Technology Co. <br>Ltd.<br>| 323000 | &nbsp;&nbsp;488876 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;TCC Group Holdings <br>Co. Ltd.<br>| 17197055 | &nbsp;&nbsp;14388395 |
| # | TCI Co. Ltd. | 769282 | &nbsp;&nbsp;3725161 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Te Chang <br>Construction Co. <br>Ltd.<br>| 499980 | &nbsp;&nbsp;1071434 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Teco Electric & <br>Machinery Co. Ltd.<br>| 4344000 | &nbsp;&nbsp;11080023 |
| # | Tehmag Foods Corp. | 120860 | &nbsp;&nbsp;1073998 |
| # | Ten Ren Tea Co. Ltd. | 171170 | &nbsp;&nbsp;174190 |
| # | Tera Autotech Corp. | 153863 | &nbsp;&nbsp;128480 |
| # | Test Research, Inc. | 1115370 | &nbsp;&nbsp;6332994 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Test Rite International <br>Co. Ltd.<br>| 1513166 | &nbsp;&nbsp;973956 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Thermaltake <br>Technology Co. <br>Ltd.<br>| 246391 | &nbsp;&nbsp;244570 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Thinking Electronic <br>Industrial Co. Ltd.<br>| 520058 | &nbsp;&nbsp;2736541 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Thye Ming Industrial <br>Co. Ltd.<br>| 648912 | &nbsp;&nbsp;1453400 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Tigerair Taiwan Co. <br>Ltd.<br>| 23000 | &nbsp;&nbsp;49140 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Tofu Restaurant Co. <br>Ltd.<br>| 27280 | &nbsp;&nbsp;179066 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Ton Yi Industrial <br>Corp.<br>| 6541300 | &nbsp;&nbsp;3707838 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Tong Hsing Electronic <br>Industries Ltd.<br>| 1332637 | &nbsp;&nbsp;5902481 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Tong Yang Industry <br>Co. Ltd.<br>| 2306341 | &nbsp;&nbsp;7993433 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Tong-Tai Machine & <br>Tool Co. Ltd.<br>| 1539804 | &nbsp;&nbsp;1627193 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Top Union Electronics <br>Corp.<br>| 915232 | &nbsp;&nbsp;849198 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Topco Scientific Co. <br>Ltd.<br>| 1091707 | &nbsp;&nbsp;11083807 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Topco Technologies <br>Corp.<br>| 313468 | &nbsp;&nbsp;619386 |
| # | Topkey Corp. | 465000 | &nbsp;&nbsp;2336965 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Topoint Technology <br>Co. Ltd.<br>| 1058498 | &nbsp;&nbsp;6779057 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Toung Loong Textile <br>Manufacturing<br>| 626980 | &nbsp;&nbsp;336695 |
| # | TPK Holding Co. Ltd. | 2495000 | &nbsp;&nbsp;3062710 |

---

------

**Emerging Markets Core Equity 2 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Trade-Van Information <br>Services Co.<br>| 388000 | &nbsp;&nbsp;$1171901 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Transart Graphics Co. <br>Ltd.<br>| 31000 | &nbsp;&nbsp;41445 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Transcend <br>Information, Inc.<br>| 1184870 | &nbsp;&nbsp;9864379 |
|  | Transcom, Inc. | 323433 | &nbsp;&nbsp;1403222 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;TricornTech Taiwan <br>Corp.<br>| 28000 | &nbsp;&nbsp;37758 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Tripod Technology <br>Corp.<br>| 1865660 | &nbsp;&nbsp;21987389 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Trusval Technology <br>Co. Ltd.<br>| 48175 | &nbsp;&nbsp;370328 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;TS Financial Holding <br>Co. Ltd (2887 TT)<br>| 66884849 | &nbsp;&nbsp;48071193 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;TS Financial Holding <br>Co. Ltd (28871 TT)<br>| 8362593 | &nbsp;&nbsp;2473890 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Tsang Yow Industrial <br>Co. Ltd.<br>| 383000 | &nbsp;&nbsp;289372 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Tsann Kuen <br>Enterprise Co. Ltd.<br>| 497865 | &nbsp;&nbsp;358160 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;TSC Auto ID <br>Technology Co. <br>Ltd.<br>| 215085 | &nbsp;&nbsp;1322478 |
| #\* | TSEC Corp. | 1073000 | &nbsp;&nbsp;1316316 |
| # | TSRC Corp. | 4275154 | &nbsp;&nbsp;2063915 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;TST Group Holding <br>Ltd.<br>| 6600 | &nbsp;&nbsp;21101 |
|  | Ttet Union Corp. | 262000 | &nbsp;&nbsp;1215120 |
| # | TTFB Co. Ltd. | 162994 | &nbsp;&nbsp;898056 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;TTY Biopharm Co. <br>Ltd.<br>| 1555991 | &nbsp;&nbsp;4211312 |
| #\* | Tul Corp. | 46000 | &nbsp;&nbsp;88184 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Tung Ho Steel <br>Enterprise Corp.<br>| 4416052 | &nbsp;&nbsp;9717865 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Tung Ho Textile Co. <br>Ltd.<br>| 15300 | &nbsp;&nbsp;9549 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Tung Thih Electronic <br>Co. Ltd.<br>| 475696 | &nbsp;&nbsp;852330 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;TURVO International <br>Co. Ltd.<br>| 275515 | &nbsp;&nbsp;2511626 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Twinhead International <br>Corp.<br>| 52000 | &nbsp;&nbsp;102909 |
| # | TXC Corp. | 2510762 | &nbsp;&nbsp;6867646 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;TYC Brother Industrial <br>Co. Ltd.<br>| 1212333 | &nbsp;&nbsp;1898184 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Tycoons Group <br>Enterprise<br>| 2320327 | &nbsp;&nbsp;672197 |
| # | Tyntek Corp. | 1782413 | &nbsp;&nbsp;1096551 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;TZE Shin International <br>Co. Ltd.<br>| 652200 | &nbsp;&nbsp;311877 |
| # | UDE Corp. | 533000 | &nbsp;&nbsp;1834961 |
| # | Ultra Chip, Inc. | 380000 | &nbsp;&nbsp;572700 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;U-MEDIA <br>Communications, <br>Inc.<br>| 22000 | &nbsp;&nbsp;37312 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;U-Ming Marine <br>Transport Corp.<br>| 3491200 | &nbsp;&nbsp;$6862976 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Unic Technology <br>Corp.<br>| 517000 | &nbsp;&nbsp;480711 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Unictron Technologies <br>Corp.<br>| 76000 | &nbsp;&nbsp;134379 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Unimicron Technology <br>Corp.<br>| 4374043 | &nbsp;&nbsp;51993428 |
| # | Union Bank of Taiwan | 11816013 | &nbsp;&nbsp;7002764 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Union Insurance Co. <br>Ltd.<br>| 250000 | &nbsp;&nbsp;227535 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Uni-President <br>Enterprises Corp.<br>| 15801734 | &nbsp;&nbsp;35949301 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Unitech Computer Co. <br>Ltd.<br>| 543365 | &nbsp;&nbsp;703884 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Unitech Printed Circuit <br>Board Corp.<br>| 4418078 | &nbsp;&nbsp;7209036 |
| # | United Alloy-Tech Co. | 59000 | &nbsp;&nbsp;111689 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;United Integrated <br>Services Co. Ltd.<br>| 937640 | &nbsp;&nbsp;26737895 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;United <br>Microelectronics <br>Corp. (2303 TT)<br>| 25952441 | &nbsp;&nbsp;51638947 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;United <br>Microelectronics <br>Corp. (UMC US), <br>Sponsored ADR<br>| 82862 | &nbsp;&nbsp;843535 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;United Orthopedic <br>Corp.<br>| 576468 | &nbsp;&nbsp;1957842 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;United Radiant <br>Technology<br>| 548000 | &nbsp;&nbsp;427635 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;United Recommend <br>International Co. <br>Ltd.<br>| 232785 | &nbsp;&nbsp;228436 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;United Renewable <br>Energy Co. Ltd.<br>| 8651644 | &nbsp;&nbsp;3065543 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Univacco Technology, <br>Inc.<br>| 313000 | &nbsp;&nbsp;451893 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Universal Cement <br>Corp.<br>| 2954065 | &nbsp;&nbsp;2771862 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Universal <br>Microelectronics Co. <br>Ltd.<br>| 29000 | &nbsp;&nbsp;36156 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Universal Microwave <br>Technology, Inc.<br>| 115000 | &nbsp;&nbsp;3976769 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Universal Textile Co. <br>Ltd.<br>| 46000 | &nbsp;&nbsp;20975 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Universal Vision <br>Biotechnology Co. <br>Ltd.<br>| 353764 | &nbsp;&nbsp;1607012 |
| # | Universal, Inc. | 199000 | &nbsp;&nbsp;189289 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;UPC Technology <br>Corp.<br>| 5396684 | &nbsp;&nbsp;1908391 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;UPI Semiconductor <br>Corp.<br>| 54000 | &nbsp;&nbsp;345693 |

---

------

**Emerging Markets Core Equity 2 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) |  |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Userjoy Technology <br>Co. Ltd.<br>| 362589 | &nbsp;&nbsp;$859838 |
| # | USI Corp. | 3785226 | &nbsp;&nbsp;1447849 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Usun Technology Co. <br>Ltd.<br>| 212100 | &nbsp;&nbsp;332740 |
|  | U-Tech Media Corp. | 354000 | &nbsp;&nbsp;152725 |
| # | Utechzone Co. Ltd. | 377000 | &nbsp;&nbsp;1268472 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;UVAT Technology Co. <br>Ltd.<br>| 189000 | &nbsp;&nbsp;395797 |
| # | Value Valves Co. Ltd. | 207000 | &nbsp;&nbsp;538525 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Vanguard International <br>Semiconductor <br>Corp.<br>| 5395382 | &nbsp;&nbsp;24457805 |
|  | Ve Wong Corp. | 704524 | &nbsp;&nbsp;881527 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Ventec International <br>Group Co. Ltd.<br>| 445000 | &nbsp;&nbsp;1262630 |
| # | VIA Labs, Inc. | 126000 | &nbsp;&nbsp;312342 |
| # | Via Technologies, Inc. | 80000 | &nbsp;&nbsp;130962 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Victory New Materials <br>Ltd. Co.<br>| 596500 | &nbsp;&nbsp;127725 |
| # | Viking Tech Corp. | 467000 | &nbsp;&nbsp;843598 |
| # | Visco Vision, Inc. | 259000 | &nbsp;&nbsp;1398692 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;VisEra Technologies <br>Co. Ltd.<br>| 355000 | &nbsp;&nbsp;3171590 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Visual Photonics <br>Epitaxy Co. Ltd.<br>| 725224 | &nbsp;&nbsp;3836137 |
|  | Vivotek, Inc. | 74000 | &nbsp;&nbsp;232871 |
|  | Vizionfocus, Inc. | 62000 | &nbsp;&nbsp;344888 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Voltronic Power <br>Technology Corp.<br>| 246007 | &nbsp;&nbsp;6607731 |
| #\* | Wafer Works Corp. | 4170113 | &nbsp;&nbsp;4874337 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Waffer Technology <br>Corp.<br>| 821479 | &nbsp;&nbsp;1485470 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Wah Hong Industrial <br>Corp.<br>| 418280 | &nbsp;&nbsp;550337 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Wah Lee Industrial <br>Corp.<br>| 1303400 | &nbsp;&nbsp;5107293 |
| # | Walsin Lihwa Corp. | 8839979 | &nbsp;&nbsp;12098501 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Walsin Technology <br>Corp.<br>| 2132496 | &nbsp;&nbsp;9151635 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Walton Advanced <br>Engineering, Inc.<br>| 2036662 | &nbsp;&nbsp;5007342 |
|  | Wan Hai Lines Ltd. | 2694972 | &nbsp;&nbsp;6311616 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;WAN HWA Enterprise <br>Co.<br>| 428452 | &nbsp;&nbsp;150059 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Waste Recovery <br>Technology, Inc.<br>| 7000 | &nbsp;&nbsp;50652 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Wave Power <br>Technology, Inc.<br>| 9000 | &nbsp;&nbsp;53278 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;We & Win <br>Development Co. <br>Ltd.<br>| 507000 | &nbsp;&nbsp;168385 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;We&Win <br>Diversification Co. <br>Ltd.<br>| 421898 | &nbsp;&nbsp;290579 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;WEI Chih Steel <br>Industrial Co. Ltd.<br>| 365000 | &nbsp;&nbsp;232082 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) |  |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Wei Chuan Foods <br>Corp.<br>| 2417000 | &nbsp;&nbsp;$1120282 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Weikeng Industrial Co. <br>Ltd.<br>| 2926979 | &nbsp;&nbsp;2851984 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Well Shin Technology <br>Co. Ltd.<br>| 642443 | &nbsp;&nbsp;1041658 |
| # | Welldone Co. | 176000 | &nbsp;&nbsp;273486 |
| # | WELLELL, Inc. | 308463 | &nbsp;&nbsp;225521 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Weltrend <br>Semiconductor<br>| 29000 | &nbsp;&nbsp;47786 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Wha Yu Industrial Co. <br>Ltd.<br>| 425000 | &nbsp;&nbsp;196081 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Wholetech System <br>Hitech Ltd.<br>| 393000 | &nbsp;&nbsp;1633989 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Win Semiconductors <br>Corp.<br>| 2038248 | &nbsp;&nbsp;15071778 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Winbond Electronics <br>Corp.<br>| 12385328 | &nbsp;&nbsp;48975816 |
| # | Winmate, Inc. | 208000 | &nbsp;&nbsp;953385 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Winstek <br>Semiconductor Co. <br>Ltd.<br>| 523000 | &nbsp;&nbsp;2307269 |
| \*†† | Wintek Corp. | 6349135 | &nbsp;&nbsp;0 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;WinWay Technology <br>Co. Ltd.<br>| 68000 | &nbsp;&nbsp;8359236 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Wisdom Marine Lines <br>Co. Ltd.<br>| 3469849 | &nbsp;&nbsp;7765724 |
| # | Wiselink Co. Ltd. | 353947 | &nbsp;&nbsp;2208334 |
| # | Wistron Corp. | 6777169 | &nbsp;&nbsp;27734861 |
| # | WITS Corp. | 278365 | &nbsp;&nbsp;1073906 |
| # | Wiwynn Corp. | 217000 | &nbsp;&nbsp;24323985 |
|  | WNC Corp. | 2000896 | &nbsp;&nbsp;11668879 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Wonderful Hi-Tech Co. <br>Ltd.<br>| 736000 | &nbsp;&nbsp;1103402 |
|  | Wowprime Corp. | 694856 | &nbsp;&nbsp;4692146 |
| # | WPG Holdings Ltd. | 5574957 | &nbsp;&nbsp;11338374 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;WT Microelectronics <br>Co. Ltd.<br>| 2124766 | &nbsp;&nbsp;10489793 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;WUS Printed Circuit <br>Co. Ltd.<br>| 1091507 | &nbsp;&nbsp;3370739 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;XAC Automation <br>Corp.<br>| 271000 | &nbsp;&nbsp;217156 |
| # | XinTec, Inc. | 1210000 | &nbsp;&nbsp;6400611 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;X-Legend <br>Entertainment Co. <br>Ltd.<br>| 60000 | &nbsp;&nbsp;196770 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Xxentria Technology <br>Materials Corp.<br>| 1120098 | &nbsp;&nbsp;1355070 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Ya Horng Electronic <br>Co. Ltd.<br>| 129000 | &nbsp;&nbsp;223851 |
|  | Yageo Corp. | 4214628 | &nbsp;&nbsp;36795293 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Yang Ming Marine <br>Transport Corp.<br>| 6737491 | &nbsp;&nbsp;11431579 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Yankey Engineering <br>Co. Ltd.<br>| 299202 | &nbsp;&nbsp;5608265 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Yao Sheng Electronic <br>Co. Ltd.<br>| 23000 | &nbsp;&nbsp;50995 |

---

------

**Emerging Markets Core Equity 2 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) |  |
| # | YC INOX Co. Ltd. | 2694814 | &nbsp;&nbsp;$1915070 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;YCC Parts <br>Manufacturing Co. <br>Ltd.<br>| 109000 | &nbsp;&nbsp;147250 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Yea Shin International <br>Development Co. <br>Ltd.<br>| 1697961 | &nbsp;&nbsp;1327733 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Yeh-Chiang <br>Technology Corp.<br>| 39000 | &nbsp;&nbsp;34511 |
| # | Yem Chio Co. Ltd. | 3031505 | &nbsp;&nbsp;1294646 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Yen Sun Technology <br>Corp.<br>| 418000 | &nbsp;&nbsp;670168 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Yeong Guan Energy <br>Technology Group <br>Co. Ltd.<br>| 808323 | &nbsp;&nbsp;436723 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;YFC-Boneagle Electric <br>Co. Ltd.<br>| 740454 | &nbsp;&nbsp;662927 |
|  | YFY, Inc. | 7432997 | &nbsp;&nbsp;5904060 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Yi Jinn Industrial Co. <br>Ltd.<br>| 1461700 | &nbsp;&nbsp;707809 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Yieh Hsing Enterprise <br>Co. Ltd.<br>| 150000 | &nbsp;&nbsp;42823 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Yieh Phui Enterprise <br>Co. Ltd.<br>| 6780358 | &nbsp;&nbsp;3348574 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Yonyu Plastics Co. <br>Ltd.<br>| 546050 | &nbsp;&nbsp;325215 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Young Fast <br>Optoelectronics Co. <br>Ltd.<br>| 669137 | &nbsp;&nbsp;1357081 |
| \* | Young Optics, Inc. | 20000 | &nbsp;&nbsp;34266 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Youngtek Electronics <br>Corp.<br>| 862569 | &nbsp;&nbsp;1950918 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Yuan High-Tech <br>Development Co. <br>Ltd.<br>| 26000 | &nbsp;&nbsp;128037 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Yuanta Financial <br>Holding Co. Ltd.<br>| 31072796 | &nbsp;&nbsp;42328322 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Yuanta Futures Co. <br>Ltd.<br>| 212799 | &nbsp;&nbsp;635144 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Yuen Chang Stainless <br>Steel Co. Ltd.<br>| 281000 | &nbsp;&nbsp;183475 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Yuen Foong Yu <br>Consumer Products <br>Co. Ltd.<br>| 462000 | &nbsp;&nbsp;563319 |
| # | Yulon Motor Co. Ltd. | 3726526 | &nbsp;&nbsp;3664485 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Yung Chi Paint & <br>Varnish <br>Manufacturing Co. <br>Ltd.<br>| 385350 | &nbsp;&nbsp;932010 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Yungshin Construction <br>& Development Co. <br>Ltd.<br>| 805200 | &nbsp;&nbsp;1517994 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;YungShin Global <br>Holding Corp.<br>| 1316400 | &nbsp;&nbsp;2328443 |
| # | Yusin Holding Corp. | 191650 | &nbsp;&nbsp;418137 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| TAIWAN — (Continued) | TAIWAN — (Continued) | TAIWAN — (Continued) |  |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Zeng Hsing Industrial <br>Co. Ltd.<br>| 401733 | &nbsp;&nbsp;$1222401 |
| # | Zenitron Corp. | 1297000 | &nbsp;&nbsp;1880999 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Zero One Technology <br>Co. Ltd.<br>| 664868 | &nbsp;&nbsp;2344313 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Zhen Ding Technology <br>Holding Ltd.<br>| 3373350 | &nbsp;&nbsp;20788644 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Zhong Yang <br>Technology Co. <br>Ltd.<br>| 89000 | &nbsp;&nbsp;103823 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Zig Sheng Industrial <br>Co. Ltd.<br>| 3171638 | &nbsp;&nbsp;894199 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;ZillTek Technology <br>Corp.<br>| 80000 | &nbsp;&nbsp;465883 |
| #\* | Zinwell Corp. | 2008979 | &nbsp;&nbsp;2608217 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Zippy Technology <br>Corp.<br>| 765028 | &nbsp;&nbsp;1221190 |
| # | Zyxel Group Corp. | 2120320 | &nbsp;&nbsp;2437819 |
| TOTAL TAIWAN | TOTAL TAIWAN |  | &nbsp;&nbsp;7534405976 |
| THAILAND — (1.3%) | THAILAND — (1.3%) | THAILAND — (1.3%) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;AAPICO Hitech PCL <br>(AH/F TB)<br>| 2032688 | &nbsp;&nbsp;839345 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;AAPICO Hitech PCL <br>(AH-R TB), NVDR<br>| 30260 | &nbsp;&nbsp;12495 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Absolute Clean <br>Energy PCL<br>| 11959500 | &nbsp;&nbsp;490375 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Advanced Info Service <br>PCL<br>| 2305509 | &nbsp;&nbsp;25569023 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Advanced Information <br>Technology PCL, <br>Class F<br>| 7482550 | &nbsp;&nbsp;1183545 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;AEON Thana Sinsap <br>Thailand PCL<br>| 519700 | &nbsp;&nbsp;1593463 |
|  | After You PCL | 1622100 | &nbsp;&nbsp;254798 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Airports of Thailand <br>PCL<br>| 5831200 | &nbsp;&nbsp;9308933 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Allianz Ayudhya <br>Capital PCL<br>| 136600 | &nbsp;&nbsp;157475 |
|  | Amata Corp. PCL | 5416200 | &nbsp;&nbsp;2690910 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Ananda Development <br>PCL<br>| 16269707 | &nbsp;&nbsp;210826 |
| # | AP Thailand PCL | 18573436 | &nbsp;&nbsp;5339052 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Asia Plus Group <br>Holdings PCL<br>| 18197900 | &nbsp;&nbsp;1215708 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Asia Sermkij Leasing <br>PCL ASK/F TB<br>| 202800 | &nbsp;&nbsp;49676 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Asia Sermkij Leasing <br>PCL ASK-R TB, <br>NVDR<br>| 2185000 | &nbsp;&nbsp;535219 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Asian Alliance <br>International PCL<br>| 1859200 | &nbsp;&nbsp;249039 |
|  | Asian Insulators PCL | 2470690 | &nbsp;&nbsp;235365 |
|  | Asian Sea Corp. PCL | 2165150 | &nbsp;&nbsp;513102 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Asset World Corp. <br>PCL<br>| 18355800 | &nbsp;&nbsp;1266731 |

---

------

**Emerging Markets Core Equity 2 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| THAILAND — (Continued) | THAILAND — (Continued) | THAILAND — (Continued) |  |
| \* | Assetwise PCL | 81810 | &nbsp;&nbsp;$15718 |
|  | B Grimm Power PCL | 2416100 | &nbsp;&nbsp;979269 |
|  | Bangchak Corp. PCL | 7867792 | &nbsp;&nbsp;7566600 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Bangkok Airways <br>PCL<br>| 3334600 | &nbsp;&nbsp;1615934 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Bangkok Aviation Fuel <br>Services PCL<br>| 234900 | &nbsp;&nbsp;64417 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Bangkok Bank PCL <br>(BBLF TB)<br>| 2198200 | &nbsp;&nbsp;11027273 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Bangkok Chain <br>Hospital PCL<br>| 3655150 | &nbsp;&nbsp;1172208 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Bangkok Commercial <br>Asset Management <br>PCL<br>| 11347498 | &nbsp;&nbsp;2881152 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Bangkok Dusit <br>Medical Services <br>PCL, Class F<br>| 14307800 | &nbsp;&nbsp;9124585 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Bangkok Expressway <br>& Metro PCL<br>| 14486255 | &nbsp;&nbsp;2416783 |
|  | Bangkok Land PCL | 83505748 | &nbsp;&nbsp;1194014 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Bangkok Life <br>Assurance PCL, <br>NVDR<br>| 1617728 | &nbsp;&nbsp;1094864 |
|  | Bangkok Ranch PCL | 4050800 | &nbsp;&nbsp;209784 |
|  | Banpu PCL | 25360513 | &nbsp;&nbsp;4312730 |
|  | BCPG PCL | 2964600 | &nbsp;&nbsp;668044 |
| # | BEC World PCL | 6788131 | &nbsp;&nbsp;396893 |
| # | Berli Jucker PCL | 4025650 | &nbsp;&nbsp;1844352 |
|  | Betagro PCL | 1605400 | &nbsp;&nbsp;868273 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Better World Green <br>PCL<br>| 16921667 | &nbsp;&nbsp;139700 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Beyond Securities <br>PCL<br>| 1832100 | &nbsp;&nbsp;29009 |
|  | BKI Holdings PCL | 165140 | &nbsp;&nbsp;1580328 |
|  | Bluebik Group PCL | 10300 | &nbsp;&nbsp;4939 |
| \* | Bound & Beyond PCL | 614200 | &nbsp;&nbsp;162413 |
|  | Brooker Group PCL | 1129100 | &nbsp;&nbsp;7526 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;BTS Group Holdings <br>PCL<br>| 29885100 | &nbsp;&nbsp;2064540 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Bumrungrad Hospital <br>PCL<br>| 1461400 | &nbsp;&nbsp;7775255 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Cal-Comp Electronics <br>Thailand PCL, <br>Class F<br>| 18230938 | &nbsp;&nbsp;2757339 |
|  | Carabao Group PCL | 925500 | &nbsp;&nbsp;1269405 |
|  | Central Pattana PCL | 3142600 | &nbsp;&nbsp;5749166 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Central Plaza Hotel <br>PCL<br>| 1194700 | &nbsp;&nbsp;1334366 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Central Retail Corp. <br>PCL<br>| 5238817 | &nbsp;&nbsp;3269042 |
|  | CH Karnchang PCL | 5295967 | &nbsp;&nbsp;2103396 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Charoen Pokphand <br>Foods PCL<br>| 11385800 | &nbsp;&nbsp;7458256 |
|  | Chayo Group PCL | 3417042 | &nbsp;&nbsp;130313 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Chularat Hospital <br>PCL<br>| 23838200 | &nbsp;&nbsp;1188572 |
|  | CK Power PCL | 8164000 | &nbsp;&nbsp;592573 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| THAILAND — (Continued) | THAILAND — (Continued) | THAILAND — (Continued) |  |
|  | Com7 PCL | 3942800 | &nbsp;&nbsp;$2739335 |
|  | Cotto F | 6288800 | &nbsp;&nbsp;37975 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Country Group <br>Development PCL<br>| 570800 | &nbsp;&nbsp;1991 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Country Group <br>Holdings PCL<br>| 14076611 | &nbsp;&nbsp;215303 |
|  | CP ALL PCL | 4728400 | &nbsp;&nbsp;6518812 |
| # | CP Axtra PCL | 1266000 | &nbsp;&nbsp;594141 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Delta Electronics <br>Thailand PCL<br>| 3894500 | &nbsp;&nbsp;25198148 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Dhipaya Group <br>Holdings PCL<br>| 3251600 | &nbsp;&nbsp;2085397 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Diamond Building <br>Products PCL<br>| 1468200 | &nbsp;&nbsp;235367 |
| # | Dohome PCL | 6106633 | &nbsp;&nbsp;683403 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Don Muang Tollway <br>PCL<br>| 980000 | &nbsp;&nbsp;330067 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Dynasty Ceramic <br>PCL<br>| 17934150 | &nbsp;&nbsp;694919 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Eastern Polymer <br>Group PCL<br>| 5797332 | &nbsp;&nbsp;594712 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Eastern Water <br>Resources <br>Development & <br>Management PCL, <br>Class F<br>| 4568900 | &nbsp;&nbsp;278707 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Ekachai Medical Care <br>PCL<br>| 2248790 | &nbsp;&nbsp;355976 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Electricity Generating <br>PCL<br>| 577800 | &nbsp;&nbsp;2150297 |
| #\* | Energy Absolute PCL | 27466500 | &nbsp;&nbsp;2392864 |
|  | Erawan Group PCL | 12805000 | &nbsp;&nbsp;1031168 |
|  | Exotic Food PCL | 1287100 | &nbsp;&nbsp;575911 |
| #\* | Forth Corp. PCL | 1124700 | &nbsp;&nbsp;207152 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Forth Smart Service <br>PCL<br>| 1561949 | &nbsp;&nbsp;307819 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Fortune Parts Industry <br>PCL<br>| 2261200 | &nbsp;&nbsp;130550 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Frasers Property <br>Thailand PCL<br>| 109400 | &nbsp;&nbsp;20967 |
|  | GFPT PCL | 3991922 | &nbsp;&nbsp;1215806 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Global Green <br>Chemicals PCL<br>| 17400 | &nbsp;&nbsp;1773 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Global Power Synergy <br>PCL<br>| 586726 | &nbsp;&nbsp;659337 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Gulf Development <br>PCL<br>| 3196009 | &nbsp;&nbsp;4754100 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Gunkul Engineering <br>PCL<br>| 21689000 | &nbsp;&nbsp;1252575 |
|  | Haad Thip PCL | 1429600 | &nbsp;&nbsp;685407 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Hana Microelectronics <br>PCL<br>| 3531053 | &nbsp;&nbsp;1955306 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Heng Leasing & <br>Capital PCL<br>| 6362100 | &nbsp;&nbsp;190395 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Home Product Center <br>PCL<br>| 15956815 | &nbsp;&nbsp;3589544 |
|  | Humanica PCL | 210400 | &nbsp;&nbsp;33139 |

---

------

**Emerging Markets Core Equity 2 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| THAILAND — (Continued) | THAILAND — (Continued) | THAILAND — (Continued) |  |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Hwa Fong Rubber <br>Thailand PCL, <br>Class F<br>| 695600 | &nbsp;&nbsp;$93958 |
|  | ICC International PCL | 87738 | &nbsp;&nbsp;68879 |
|  | Ichitan Group PCL | 5097900 | &nbsp;&nbsp;2252844 |
|  | Index Livingmall PCL | 1259900 | &nbsp;&nbsp;531979 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Indorama Ventures <br>PCL<br>| 5093000 | &nbsp;&nbsp;3298189 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Interlink <br>Communication <br>PCL<br>| 2238550 | &nbsp;&nbsp;336594 |
|  | Internet Thailand PCL | 66500 | &nbsp;&nbsp;7811 |
| # | IRPC PCL | 49131190 | &nbsp;&nbsp;1812918 |
|  | IT City PCL | 163900 | &nbsp;&nbsp;17151 |
|  | I-TAIL Corp. PCL | 664700 | &nbsp;&nbsp;362845 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Italian-Thai <br>Development PCL<br>| 38425873 | &nbsp;&nbsp;268146 |
| \*†† | ITV PLC | 183700 | &nbsp;&nbsp;0 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Jasmine Technology <br>Solution PCL<br>| 338000 | &nbsp;&nbsp;574874 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Jaymart Group <br>Holdings PCL<br>| 3400600 | &nbsp;&nbsp;782093 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;JMT Network Services <br>PCL<br>| 3392997 | &nbsp;&nbsp;913274 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Kang Yong Electric <br>PCL<br>| 8200 | &nbsp;&nbsp;76130 |
|  | Karmarts PCL | 4968793 | &nbsp;&nbsp;1395483 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Kasikornbank PCL <br>(KBANKF TB)<br>| 91000 | &nbsp;&nbsp;543498 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Kasikornbank PCL <br>(KBANKR TB), <br>NVDR<br>| 714000 | &nbsp;&nbsp;4264371 |
| # | KCE Electronics PCL | 3848464 | &nbsp;&nbsp;2295465 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;KGI Securities <br>Thailand PCL<br>| 7289600 | &nbsp;&nbsp;955412 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Khon Kaen Sugar <br>Industry PCL<br>| 15113249 | &nbsp;&nbsp;589345 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Kiatnakin Phatra Bank <br>PCL<br>| 1091107 | &nbsp;&nbsp;2495589 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Klinique Medical Clinic <br>PCL<br>| 15700 | &nbsp;&nbsp;11445 |
|  | Krung Thai Bank PCL | 6944432 | &nbsp;&nbsp;6231479 |
|  | Krungthai Card PCL | 2212600 | &nbsp;&nbsp;2012068 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Ladprao General <br>Hospital PCL, <br>Class F<br>| 256700 | &nbsp;&nbsp;30208 |
|  | Lalin Property PCL | 1613800 | &nbsp;&nbsp;241859 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Lam Soon Thailand <br>PCL<br>| 2756000 | &nbsp;&nbsp;413048 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Land & Houses PCL <br>(LHF TB)<br>| 15209140 | &nbsp;&nbsp;1884036 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Land & Houses PCL <br>(LHR TB), NVDR<br>| 3074080 | &nbsp;&nbsp;380802 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Lanna Resources <br>PCL<br>| 167000 | &nbsp;&nbsp;82896 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;LH Financial Group <br>PCL<br>| 28155159 | &nbsp;&nbsp;876047 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| THAILAND — (Continued) | THAILAND — (Continued) | THAILAND — (Continued) |  |
|  | Loxley PCL | 11146635 | &nbsp;&nbsp;$444532 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;LPN Development <br>PCL<br>| 9471996 | &nbsp;&nbsp;473093 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Major Cineplex Group <br>PCL<br>| 2400300 | &nbsp;&nbsp;503523 |
|  | Malee Group PCL | 816800 | &nbsp;&nbsp;103085 |
|  | MBK PCL | 5444728 | &nbsp;&nbsp;3116553 |
|  | MC Group PCL | 2311500 | &nbsp;&nbsp;850948 |
|  | MCS Steel PCL | 3495200 | &nbsp;&nbsp;949568 |
| \* | MDX PCL | 484300 | &nbsp;&nbsp;37597 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Mega Lifesciences <br>PCL<br>| 2158200 | &nbsp;&nbsp;2473345 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Minor International <br>PCL<br>| 10628130 | &nbsp;&nbsp;7705196 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;MK Restaurants <br>Group PCL<br>| 1341300 | &nbsp;&nbsp;802970 |
| \* | Mono Next PCL | 5802100 | &nbsp;&nbsp;209811 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Moshi Moshi Retail <br>Corp. PLC<br>| 365600 | &nbsp;&nbsp;404073 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Muang Thai Insurance <br>PCL<br>| 261900 | &nbsp;&nbsp;131512 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Muangthai Capital <br>PCL<br>| 2462600 | &nbsp;&nbsp;2638540 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Namyong Terminal <br>PCL<br>| 2643000 | &nbsp;&nbsp;265251 |
|  | Netbay PCL | 672474 | &nbsp;&nbsp;463997 |
|  | Next Capital PCL | 252800 | &nbsp;&nbsp;22309 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Nonthavej Hospital <br>PCL<br>| 72300 | &nbsp;&nbsp;51911 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Northeast Rubber <br>PCL<br>| 9303400 | &nbsp;&nbsp;1412322 |
|  | NSL Foods PCL | 334800 | &nbsp;&nbsp;245737 |
| # | Origin Property PCL | 5780135 | &nbsp;&nbsp;316806 |
|  | Osotspa PCL | 2845000 | &nbsp;&nbsp;1590179 |
| # | Plan B Media PCL | 8789168 | &nbsp;&nbsp;1018167 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Platinum Group PCL, <br>Class F<br>| 2830700 | &nbsp;&nbsp;95316 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Polyplex Thailand <br>PCL<br>| 2228587 | &nbsp;&nbsp;573884 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Praram 9 Hospital <br>PCL<br>| 1807850 | &nbsp;&nbsp;1090175 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Precious Shipping <br>PCL<br>| 8257500 | &nbsp;&nbsp;1668937 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Premier Marketing <br>PCL<br>| 2431700 | &nbsp;&nbsp;926944 |
| # | Prima Marine PCL | 6552234 | &nbsp;&nbsp;1488230 |
|  | Principal Capital PCL | 1957300 | &nbsp;&nbsp;105634 |
| \* | Property Perfect PCL | 23301687 | &nbsp;&nbsp;36665 |
| # | Pruksa Holding PCL | 4631700 | &nbsp;&nbsp;529545 |
| \* | PSG Corp. PCL | 177171 | &nbsp;&nbsp;12951 |
|  | PTG Energy PCL | 8086600 | &nbsp;&nbsp;1939232 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;PTT Exploration & <br>Production PCL<br>| 5536569 | &nbsp;&nbsp;21643664 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;PTT Global Chemical <br>PCL<br>| 4421558 | &nbsp;&nbsp;3469160 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;PTT Oil & Retail <br>Business PCL<br>| 4439200 | &nbsp;&nbsp;1911866 |
|  | PTT PCL | 35744600 | &nbsp;&nbsp;38585803 |

---

------

**Emerging Markets Core Equity 2 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| THAILAND — (Continued) | THAILAND — (Continued) | THAILAND — (Continued) |  |
| # | Quality Houses PCL | 46306104 | &nbsp;&nbsp;$1899892 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;R&B Food Supply <br>PCL<br>| 1203800 | &nbsp;&nbsp;118542 |
| \* | Raimon Land PCL | 16720300 | &nbsp;&nbsp;58781 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Rajthanee Hospital <br>PCL<br>| 1046000 | &nbsp;&nbsp;425572 |
| # | Ratch Group PCL | 2390200 | &nbsp;&nbsp;2354269 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Ratchaphruek Hospital <br>PCL<br>| 2714500 | &nbsp;&nbsp;422832 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Ratchthani Leasing <br>PCL<br>| 15207094 | &nbsp;&nbsp;803125 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Regional Container <br>Lines PCL<br>| 2570000 | &nbsp;&nbsp;2248325 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Rojana Industrial Park <br>PCL<br>| 5736912 | &nbsp;&nbsp;838144 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;S Hotels & Resorts <br>PCL<br>| 8172386 | &nbsp;&nbsp;432878 |
|  | Sabina PCL | 681515 | &nbsp;&nbsp;345885 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Saha Pathana <br>Inter-Holding PCL<br>| 50400 | &nbsp;&nbsp;67467 |
|  | Saha-Union PCL | 755300 | &nbsp;&nbsp;653148 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Saksiam Leasing <br>PCL<br>| 3385700 | &nbsp;&nbsp;346467 |
|  | Samart Corp. PCL | 2520199 | &nbsp;&nbsp;471020 |
| # | Sansiri PCL | 97195985 | &nbsp;&nbsp;4236704 |
| # | Sappe PCL | 825800 | &nbsp;&nbsp;865488 |
| # | SC Asset Corp. PCL | 12461716 | &nbsp;&nbsp;676939 |
|  | SCB X PCL | 1779569 | &nbsp;&nbsp;7660682 |
|  | SCG Packaging PCL | 4434300 | &nbsp;&nbsp;2804048 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;SCGJWD Logistics <br>PCL<br>| 160400 | &nbsp;&nbsp;35432 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sena Development <br>PCL<br>| 4559850 | &nbsp;&nbsp;244877 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Sermsang Power <br>Corp. Co. Ltd.<br>| 2443806 | &nbsp;&nbsp;240911 |
|  | Siam Cement PCL  | 1180900 | &nbsp;&nbsp;7710481 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Siam Global House <br>PCL<br>| 2584715 | &nbsp;&nbsp;565135 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Siam Wellness Group <br>PCL<br>| 3501200 | &nbsp;&nbsp;332848 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Siamgas & <br>Petrochemicals <br>PCL<br>| 5893300 | &nbsp;&nbsp;1366625 |
|  | Sikarin PCL, Class F | 1379500 | &nbsp;&nbsp;318076 |
| #\* | Singer Thailand PCL | 2614600 | &nbsp;&nbsp;394780 |
| # | Singha Estate PCL | 21262581 | &nbsp;&nbsp;324260 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;SiS Distribution <br>Thailand PCL<br>| 260200 | &nbsp;&nbsp;166994 |
| # | SISB PCL | 1235400 | &nbsp;&nbsp;407298 |
| \* | SKY ICT PCL | 257600 | &nbsp;&nbsp;86885 |
| \* | SNC Former PCL | 1905000 | &nbsp;&nbsp;358734 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Somboon Advance <br>Technology PCL<br>| 2088125 | &nbsp;&nbsp;981707 |
|  | SPCG PCL | 3684200 | &nbsp;&nbsp;1123392 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Sri Trang <br>Agro-Industry PCL<br>| 6245282 | &nbsp;&nbsp;2542168 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| THAILAND — (Continued) | THAILAND — (Continued) | THAILAND — (Continued) |  |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Sri Trang Gloves <br>Thailand PCL<br>| 5264877 | &nbsp;&nbsp;$1498735 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Srinanaporn Marketing <br>PCL<br>| 1416100 | &nbsp;&nbsp;322639 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Srisawad Capital 1969 <br>PCL, Class F<br>| 4689815 | &nbsp;&nbsp;147033 |
|  | Srisawad Corp. PCL | 4001780 | &nbsp;&nbsp;3159851 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Srithai Superware <br>PCL<br>| 8983000 | &nbsp;&nbsp;296982 |
|  | Srivichai Vejvivat PCL | 2916291 | &nbsp;&nbsp;758701 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Star Petroleum <br>Refining PCL<br>| 11350099 | &nbsp;&nbsp;2442522 |
| #\* | Stecon Group PCL | 4183287 | &nbsp;&nbsp;1052452 |
| \* | Stella X PCL | 13241300 | &nbsp;&nbsp;76010 |
| \* | STP & I PCL | 6034579 | &nbsp;&nbsp;876753 |
| # | Supalai PCL | 9224625 | &nbsp;&nbsp;5331214 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Super Energy Corp. <br>PCL<br>| 141162575 | &nbsp;&nbsp;487817 |
|  | Susco PCL | 4075000 | &nbsp;&nbsp;284744 |
| # | SVI PCL | 2050000 | &nbsp;&nbsp;479697 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Syntec Construction <br>PCL<br>| 7690300 | &nbsp;&nbsp;397025 |
|  | TAC Consumer PCL | 2816769 | &nbsp;&nbsp;487442 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Taokaenoi Food & <br>Marketing PCL, <br>Class F<br>| 2789200 | &nbsp;&nbsp;360725 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Tata Steel Thailand <br>PCL<br>| 20449400 | &nbsp;&nbsp;487341 |
|  | Thai Coconut PCL | 139800 | &nbsp;&nbsp;24074 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Thai Life Insurance <br>PCL<br>| 2448600 | &nbsp;&nbsp;923543 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Thai Nakarin Hospital <br>PCL<br>| 168000 | &nbsp;&nbsp;169259 |
| # | Thai Oil PCL | 3810389 | &nbsp;&nbsp;5182379 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Thai Reinsurance <br>PCL<br>| 8794100 | &nbsp;&nbsp;103627 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Thai Stanley Electric <br>PCL (STANLY/F <br>TB), Class F<br>| 231200 | &nbsp;&nbsp;1399520 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Thai Stanley Electric <br>PCL (STANLY-R <br>TB), NVDR<br>| 7500 | &nbsp;&nbsp;45400 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Thai Union Group <br>PCL<br>| 9176360 | &nbsp;&nbsp;3438502 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Thai Vegetable Oil <br>PCL<br>| 3470257 | &nbsp;&nbsp;2579082 |
|  | Thai Wah PCL | 2681700 | &nbsp;&nbsp;246959 |
| #\* | Thaicom PCL | 4237800 | &nbsp;&nbsp;1235374 |
| # | Thaifoods Group PCL | 11078226 | &nbsp;&nbsp;1673222 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Thanachart Capital <br>PCL<br>| 1058300 | &nbsp;&nbsp;1983582 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Thonburi Healthcare <br>Group PCL<br>| 1038380 | &nbsp;&nbsp;283273 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Thoresen Thai <br>Agencies PCL<br>| 9620600 | &nbsp;&nbsp;1290903 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;TIDLOR Holdings <br>PCL<br>| 3981853 | &nbsp;&nbsp;2146441 |

---

------

**Emerging Markets Core Equity 2 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| THAILAND — (Continued) | THAILAND — (Continued) | THAILAND — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Tipco Asphalt PCL <br>(TASCO/F TB)<br>| 3124390 | &nbsp;&nbsp;$1399630 |
|  | TIPCO Foods PCL | 337300 | &nbsp;&nbsp;82833 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Tisco Financial Group <br>PCL (TISCO/F TB)<br>| 681500 | &nbsp;&nbsp;2434168 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;TKS Technologies <br>PCL<br>| 1669072 | &nbsp;&nbsp;328336 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;TMBThanachart Bank <br>PCL<br>| 56078683 | &nbsp;&nbsp;3594997 |
| \* | TMT Steel PCL | 2855800 | &nbsp;&nbsp;246263 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;TOA Paint Thailand <br>PCL<br>| 2134899 | &nbsp;&nbsp;984356 |
| # | TPI Polene PCL | 47951060 | &nbsp;&nbsp;1113551 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;TPI Polene Power <br>PCL<br>| 15024840 | &nbsp;&nbsp;874111 |
| # | TQM Alpha PCL | 1138196 | &nbsp;&nbsp;433722 |
|  | Triple i Logistics PCL | 352900 | &nbsp;&nbsp;43553 |
|  | True Corp. PCL | 42384284 | &nbsp;&nbsp;15609979 |
|  | TTW PCL | 6182000 | &nbsp;&nbsp;1806668 |
|  | Union Auction PCL | 1622000 | &nbsp;&nbsp;268173 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Unique Engineering & <br>Construction PCL<br>| 5285405 | &nbsp;&nbsp;470381 |
|  | United Paper PCL | 2202500 | &nbsp;&nbsp;528177 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Univanich Palm Oil <br>PCL<br>| 5283100 | &nbsp;&nbsp;2149713 |
|  | Vanachai Group PCL | 5890840 | &nbsp;&nbsp;317440 |
|  | VGI PCL | 26204700 | &nbsp;&nbsp;715192 |
|  | WHA Corp. PCL | 24223400 | &nbsp;&nbsp;2669319 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;WHA Utilities & Power <br>PCL<br>| 822962 | &nbsp;&nbsp;119006 |
| \* | Xspring Capital PCL | 27422133 | &nbsp;&nbsp;400734 |
| TOTAL THAILAND | TOTAL THAILAND |  | &nbsp;&nbsp;458106177 |
| TURKEY — (0.9%) | TURKEY — (0.9%) | TURKEY — (0.9%) |  |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Adese Gayrimenkul <br>Yatirim AS<br>| 32035550 | &nbsp;&nbsp;972630 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Afyon Cimento Sanayi <br>TAS<br>| 154137 | &nbsp;&nbsp;51954 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Agesa Hayat ve <br>Emeklilik AS<br>| 307731 | &nbsp;&nbsp;1780491 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Ahlatci Dogal Gaz <br>Dagitim Enerji VE <br>Yatirim AS<br>| 742546 | &nbsp;&nbsp;452916 |
|  | Akbank TAS | 11333136 | &nbsp;&nbsp;24242256 |
|  | Akcansa Cimento AS | 311923 | &nbsp;&nbsp;1396853 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Akenerji Elektrik <br>Uretim AS<br>| 1388634 | &nbsp;&nbsp;350735 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Akfen Yenilenebilir <br>Enerji AS<br>| 1122582 | &nbsp;&nbsp;482724 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Aksa Akrilik Kimya <br>Sanayii AS<br>| 8621737 | &nbsp;&nbsp;2196452 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Aksa Enerji Uretim <br>AS<br>| 1048297 | &nbsp;&nbsp;1779448 |
| \* | Aksigorta AS | 3309820 | &nbsp;&nbsp;628984 |
| # | Alarko Holding AS | 1224384 | &nbsp;&nbsp;3050465 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Albaraka Turk Katilim <br>Bankasi AS<br>| 17445925 | &nbsp;&nbsp;3713976 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| TURKEY — (Continued) | TURKEY — (Continued) | TURKEY — (Continued) |  |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Alcatel-Lucent Teletas <br>Telekomunikasyon <br>AS<br>| 1192 | &nbsp;&nbsp;$3807 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Alfa Solar Enerji <br>Sanayi VE Ticaret <br>AS<br>| 136992 | &nbsp;&nbsp;129530 |
| \* | Alkim Alkali Kimya AS | 996296 | &nbsp;&nbsp;444612 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Anadolu Anonim Turk <br>Sigorta Sirketi<br>| 5387328 | &nbsp;&nbsp;3542170 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Anadolu Efes Biracilik <br>Ve Malt Sanayii AS<br>| 5303019 | &nbsp;&nbsp;2346355 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Anadolu Hayat <br>Emeklilik AS<br>| 543905 | &nbsp;&nbsp;1546001 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Anadolu Isuzu <br>Otomotiv Sanayi Ve <br>Ticaret AS, Class C<br>| 128707 | &nbsp;&nbsp;178960 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Anel Elektrik Proje <br>Taahhut ve Ticaret <br>AS<br>| 109746 | &nbsp;&nbsp;41287 |
| #\* | Arcelik AS | 274321 | &nbsp;&nbsp;720892 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;ARD Grup Bilisim <br>Teknolojileri AS<br>| 1002909 | &nbsp;&nbsp;1087878 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Arsan Tekstil Ticaret <br>ve Sanayi AS<br>| 419812 | &nbsp;&nbsp;41394 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Aselsan Elektronik <br>Sanayi Ve Ticaret <br>AS<br>| 1207107 | &nbsp;&nbsp;8446612 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Astor Transformator <br>Enerji Turizm Insaat <br>Ve Petrol Sanayi <br>Ticaret AS<br>| 912035 | &nbsp;&nbsp;3348786 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Aydem Yenilenebilir <br>Enerji AS<br>| 786120 | &nbsp;&nbsp;452413 |
|  | Aygaz AS | 369530 | &nbsp;&nbsp;2038800 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Baskent Dogalgaz <br>Dagitim <br>Gayrimenkul Yatirim <br>Ortakligi AS<br>| 90438 | &nbsp;&nbsp;95410 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Baticim Bati Anadolu <br>Cimento Sanayii <br>AS<br>| 16623032 | &nbsp;&nbsp;1845303 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;BatiSoke Soke <br>Cimento Sanayii <br>TAS<br>| 1317356 | &nbsp;&nbsp;826902 |
| \* | Bera Holding AS | 5606831 | &nbsp;&nbsp;2325264 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Besler Gida Ve Kimya <br>Sanayi Ve Ticaret <br>AS<br>| 1224208 | &nbsp;&nbsp;403544 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Bien Yapi Urunleri <br>Sanayi Turizm ve <br>Ticaret AS<br>| 142433 | &nbsp;&nbsp;78577 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;BIM Birlesik <br>Magazalar AS<br>| 286459 | &nbsp;&nbsp;4371565 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Biotrend Cevre VE <br>Enerji Yatirimlari <br>AS<br>| 527530 | &nbsp;&nbsp;231337 |

---

------

**Emerging Markets Core Equity 2 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| TURKEY — (Continued) | TURKEY — (Continued) | TURKEY — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Bogazici Beton Sanayi <br>Ve Ticaret AS<br>| 677027 | &nbsp;&nbsp;$326670 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Borusan Birlesik Boru <br>Fabrikalari Sanayi <br>ve Ticaret AS<br>| 48426 | &nbsp;&nbsp;716974 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Borusan Yatirim ve <br>Pazarlama AS<br>| 5752 | &nbsp;&nbsp;305276 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Bosch Fren Sistemleri <br>Sanayi ve Ticaret <br>AS<br>| 27568 | &nbsp;&nbsp;100143 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Brisa Bridgestone <br>Sabanci Sanayi ve <br>Ticaret AS<br>| 159462 | &nbsp;&nbsp;334315 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Bursa Cimento <br>Fabrikasi AS<br>| 2543079 | &nbsp;&nbsp;407338 |
| \* | Can2 Termik AS | 23531617 | &nbsp;&nbsp;1132782 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Celebi Hava Servisi <br>AS<br>| 17928 | &nbsp;&nbsp;751498 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Cemas Dokum Sanayi <br>AS<br>| 2954461 | &nbsp;&nbsp;396993 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Cemtas Celik Makina <br>Sanayi Ve Ticaret <br>AS<br>| 1609337 | &nbsp;&nbsp;453653 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Cimsa Cimento <br>Sanayi VE Ticaret <br>AS<br>| 1473250 | &nbsp;&nbsp;1746123 |
| # | Coca-Cola Icecek AS | 2399331 | &nbsp;&nbsp;3977247 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;DAP Gayrimenkul <br>Gelistirme AS<br>| 1041464 | &nbsp;&nbsp;259094 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Dardanel Onentas <br>Gida Sanayi AS<br>| 5277015 | &nbsp;&nbsp;296554 |
| \* | Deva Holding AS | 229627 | &nbsp;&nbsp;352806 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Dogan Sirketler Grubu <br>Holding AS<br>| 7840221 | &nbsp;&nbsp;3915650 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Dogu Aras Enerji <br>Yatirimlari AS<br>| 47992 | &nbsp;&nbsp;90550 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Dogus Otomotiv <br>Servis ve Ticaret <br>AS<br>| 778404 | &nbsp;&nbsp;4110343 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Eczacibasi Yatirim <br>Holding Ortakligi <br>AS<br>| 98841 | &nbsp;&nbsp;751403 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;EGE Endustri VE <br>Ticaret AS<br>| 3709 | &nbsp;&nbsp;631846 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;EGE Gubre Sanayii <br>AS<br>| 347924 | &nbsp;&nbsp;755429 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;EIS Eczacibasi Ilac ve <br>Sinai ve Finansal <br>Yatirimlar Sanayi ve <br>Ticaret AS<br>| 587737 | &nbsp;&nbsp;1611012 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Emek Elektrik <br>Endustrisi AS<br>| 53270 | &nbsp;&nbsp;24841 |
| Ω | Enerjisa Enerji AS | 572782 | &nbsp;&nbsp;1379934 |
|  | Enerya Enerji AS | 1200628 | &nbsp;&nbsp;274050 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Enka Insaat ve Sanayi <br>AS<br>| 2194936 | &nbsp;&nbsp;4931832 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| TURKEY — (Continued) | TURKEY — (Continued) | TURKEY — (Continued) |  |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Erbosan Erciyas Boru <br>Sanayii ve Ticaret <br>AS<br>| 92040 | &nbsp;&nbsp;$442419 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Eregli Demir ve Celik <br>Fabrikalari TAS<br>| 5478716 | &nbsp;&nbsp;3546697 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Escar Turizm <br>Tasimacilik Ticaret <br>AS<br>| 665193 | &nbsp;&nbsp;429087 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Esenboga Elektrik <br>Uretim AS<br>| 3491272 | &nbsp;&nbsp;317102 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Europen Endustri <br>Insaat Sanayi VE <br>Ticaret AS<br>| 6155628 | &nbsp;&nbsp;711450 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Europower Enerji VE <br>Otomasyon <br>Teknolojileri Sanayi <br>Ticaret AS<br>| 174814 | &nbsp;&nbsp;167381 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Ford Otomotiv Sanayi <br>AS<br>| 563270 | &nbsp;&nbsp;1472290 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Galata Wind Enerji <br>AS<br>| 336106 | &nbsp;&nbsp;204291 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;GEN Ilac VE Saglik <br>Urunleri Sanayi VE <br>Ticaret AS<br>| 85373 | &nbsp;&nbsp;237077 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Gentas Genel Metal <br>Sanayi ve Ticaret <br>AS<br>| 169935 | &nbsp;&nbsp;49310 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Gipta Ofis Kirtasiye <br>VE Promosyon <br>Urunleri Imalat <br>Sanayi AS<br>| 61612 | &nbsp;&nbsp;85252 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Girsim Elektrik Sanayi <br>Taahut Ve Ticaret <br>AS<br>| 333707 | &nbsp;&nbsp;425466 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Global Yatirim Holding <br>AS<br>| 15717855 | &nbsp;&nbsp;5308069 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Goknur Gida <br>Maddeleri Ithalat <br>Ihracat Ticaret Ve <br>Sanayi AS<br>| 803274 | &nbsp;&nbsp;419135 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Goltas Goller Bolgesi <br>Cimento Sanayi ve <br>Ticaret AS<br>| 95322 | &nbsp;&nbsp;782787 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Gozde Girisim <br>Sermayesi Yatirim <br>Ortakligi AS<br>| 1465574 | &nbsp;&nbsp;859390 |
| \* | GSD Holding AS | 7991502 | &nbsp;&nbsp;928657 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Gubre Fabrikalari <br>TAS<br>| 144897 | &nbsp;&nbsp;1604050 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;GUR-Sel Turizm <br>Tasimacilik VE <br>Servis Ticaret AS<br>| 63436 | &nbsp;&nbsp;555700 |

---

------

**Emerging Markets Core Equity 2 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| TURKEY — (Continued) | TURKEY — (Continued) | TURKEY — (Continued) |  |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;HAT-San Gemi Insaa <br>Bakim Onarim <br>Deniz Nakliyat <br>Sanayi VE Ticaret <br>AS<br>| 75468 | &nbsp;&nbsp;$73933 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Hitit Bilgisayar <br>Hizmetleri AS<br>| 261415 | &nbsp;&nbsp;272994 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;HUN Yenilenebilir <br>Enerji Uretim AS<br>| 1069783 | &nbsp;&nbsp;80192 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;IC Enterra <br>Yenilenebilir Enerji <br>AS<br>| 479976 | &nbsp;&nbsp;122745 |
| \* | Ihlas Holding AS | 5376582 | &nbsp;&nbsp;284045 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Imas Makina Sanayi <br>AS<br>| 2368763 | &nbsp;&nbsp;263302 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Indeks Bilgisayar <br>Sistemleri <br>Muhendislik Sanayi <br>ve Ticaret AS<br>| 4391591 | &nbsp;&nbsp;878053 |
| \* | Info Yatirim AS | 1997122 | &nbsp;&nbsp;199977 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Is Finansal Kiralama <br>AS<br>| 4278335 | &nbsp;&nbsp;2115144 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Is Yatirim Menkul <br>Degerler AS<br>| 2772022 | &nbsp;&nbsp;3064134 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Izdemir Enerji Elektrik <br>Uretim AS<br>| 3937465 | &nbsp;&nbsp;863726 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Izmir Demir Celik <br>Sanayi AS<br>| 4758783 | &nbsp;&nbsp;798909 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Izmir Firca Sanayi ve <br>Ticaret AS<br>| 40029 | &nbsp;&nbsp;50005 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Jantsa Jant Sanayi Ve <br>Ticaret AS<br>| 566517 | &nbsp;&nbsp;257145 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Kalekim Kimyevi <br>Maddeler Sanayi ve <br>Ticaret AS<br>| 674063 | &nbsp;&nbsp;617662 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Kardemir Karabuk <br>Demir Celik Sanayi <br>ve Ticaret AS <br>(KRDMA TI), <br>Class A<br>| 1650788 | &nbsp;&nbsp;1073841 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Kardemir Karabuk <br>Demir Celik Sanayi <br>ve Ticaret AS <br>(KRDMD TI), <br>Class D<br>| 6910355 | &nbsp;&nbsp;4634240 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Karsan Otomotiv <br>Sanayii Ve Ticaret <br>AS<br>| 1230120 | &nbsp;&nbsp;281069 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Kartonsan Karton <br>Sanayi ve Ticaret <br>AS<br>| 27238 | &nbsp;&nbsp;50701 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Katmerciler Arac Ustu <br>Ekipman Sanayi ve <br>Ticaret AS<br>| 16482182 | &nbsp;&nbsp;1116777 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Kayseri Seker <br>Fabrikasi AS<br>| 1156313 | &nbsp;&nbsp;130295 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| TURKEY — (Continued) | TURKEY — (Continued) | TURKEY — (Continued) |  |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Kervan Gida Sanayi <br>Ve Ticaret AS<br>| 4757644 | &nbsp;&nbsp;$351855 |
|  | Kiler Holding AS | 86480 | &nbsp;&nbsp;1173625 |
| # | KOC Holding AS | 2000948 | &nbsp;&nbsp;9570169 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Kocaer Celik Sanayi <br>Ve Ticaret AS<br>| 1956767 | &nbsp;&nbsp;521427 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Kontrolmatik Enerji Ve <br>Muhendislik AS<br>| 245638 | &nbsp;&nbsp;55457 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Konya Cimento <br>Sanayii AS<br>| 4804 | &nbsp;&nbsp;500375 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Kordsa Teknik Tekstil <br>AS<br>| 311684 | &nbsp;&nbsp;385981 |
|  | LDR Turizm AS | 1210604 | &nbsp;&nbsp;2001338 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Lila Kagit Sanayi ve <br>Ticaret AS<br>| 301350 | &nbsp;&nbsp;221528 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Logo Yazilim Sanayi <br>Ve Ticaret AS<br>| 395145 | &nbsp;&nbsp;1504298 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Lokman Hekim <br>Engurusag Saglik <br>Turizm Egitim <br>Hizmetleri ve Insaat <br>Taahhut AS<br>| 1011043 | &nbsp;&nbsp;412718 |
| \* | Loras Holding AS | 4813599 | &nbsp;&nbsp;474091 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Margun Enerji Uretim <br>Sanayi VE Ticaret <br>AS<br>| 1591407 | &nbsp;&nbsp;1506019 |
| #\* | Marmara Holding AS | 3113705 | &nbsp;&nbsp;183669 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Matriks Finansal <br>Teknolojiler AS<br>| 19447 | &nbsp;&nbsp;10889 |
| #Ω | &nbsp;&nbsp;&nbsp;&nbsp;Mavi Giyim Sanayi Ve <br>Ticaret AS, Class B<br>| 3146574 | &nbsp;&nbsp;3502985 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Mega Metal Sanayi <br>VE Ticaret AS<br>| 299622 | &nbsp;&nbsp;452374 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Merit Turizm Yatirim <br>ve Isletme AS<br>| 271836 | &nbsp;&nbsp;105359 |
| #\* | MIA Teknoloji AS | 1546266 | &nbsp;&nbsp;1324151 |
| # | Migros Ticaret AS | 168188 | &nbsp;&nbsp;2463455 |
| \*Ω | &nbsp;&nbsp;&nbsp;&nbsp;MLP Saglik Hizmetleri <br>AS<br>| 374006 | &nbsp;&nbsp;4053032 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Mogan Enerji Yatirim <br>Holding AS<br>| 108179 | &nbsp;&nbsp;22134 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Naturel Yenilenebilir <br>Enerji Ticaret AS<br>| 1547440 | &nbsp;&nbsp;305231 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Naturelgaz Sanayi ve <br>Ticaret AS<br>| 951807 | &nbsp;&nbsp;251750 |
| \* | NET Holding AS | 1414526 | &nbsp;&nbsp;1563289 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Nuh Cimento Sanayi <br>AS<br>| 289473 | &nbsp;&nbsp;1599400 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;ODAS Elektrik Uretim <br>ve Sanayi Ticaret <br>AS<br>| 7940165 | &nbsp;&nbsp;1056103 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Orge Enerji Elektrik <br>Taahhut AS<br>| 330863 | &nbsp;&nbsp;546453 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Ostim Endustriyel <br>Yatirimlar Ve <br>Isletme AS<br>| 2395042 | &nbsp;&nbsp;162764 |

---

------

**Emerging Markets Core Equity 2 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| TURKEY — (Continued) | TURKEY — (Continued) | TURKEY — (Continued) |  |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Otokar Otomotiv Ve <br>Savunma Sanayi <br>AS<br>| 30249 | &nbsp;&nbsp;$300775 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Oyak Cimento <br>Fabrikalari AS<br>| 3833869 | &nbsp;&nbsp;2437944 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Oyak Yatirim Menkul <br>Degerler AS<br>| 408083 | &nbsp;&nbsp;442705 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Papilon <br>Savunma-Guvenlik <br>Sistemleri Bilisim <br>Muhendislik <br>Hizmetleri Ithalat<br>| 341373 | &nbsp;&nbsp;150355 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Parsan Makina <br>Parcalari Sanayii <br>AS<br>| 29470 | &nbsp;&nbsp;67526 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Pegasus Hava <br>Tasimaciligi AS<br>| 1152796 | &nbsp;&nbsp;5412935 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Peker Gayrimenkul <br>Yatirim Ortakligi AS<br>| 14464195 | &nbsp;&nbsp;3331781 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Penta Teknoloji <br>Urunleri Dagitim <br>Ticaret AS<br>| 76752 | &nbsp;&nbsp;24813 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Petkim Petrokimya <br>Holding AS<br>| 2664681 | &nbsp;&nbsp;1131090 |
| \* | Polisan Holding AS | 783000 | &nbsp;&nbsp;327876 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Politeknik Metal <br>Sanayi ve Ticaret <br>AS<br>| 1897 | &nbsp;&nbsp;275061 |
| \* | Qua Granite Hayal | 2315765 | &nbsp;&nbsp;140374 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Ral Yatirim Holding <br>AS<br>| 721190 | &nbsp;&nbsp;3123192 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Reysas Tasimacilik ve <br>Lojistik Ticaret AS<br>| 2394898 | &nbsp;&nbsp;1013356 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Ronesans <br>Gayrimenkul Yatirim <br>AS<br>| 36094 | &nbsp;&nbsp;134286 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Safkar Ege <br>Sogutmacilik Klima <br>Soguk Hava <br>Tesisleri Ihracat <br>Ithalat Sanayi Ve <br>Ticaret AS<br>| 272440 | &nbsp;&nbsp;184846 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Sarkuysan Elektrolitik <br>Bakir Sanayi ve <br>Ticaret AS<br>| 4396782 | &nbsp;&nbsp;4634979 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Sasa Polyester Sanayi <br>AS<br>| 5704165 | &nbsp;&nbsp;334658 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;SDT Uzay VE <br>Savunma <br>Teknolojileri AS<br>| 31838 | &nbsp;&nbsp;149514 |
|  | Sekerbank Turk AS | 16713823 | &nbsp;&nbsp;3512298 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Selcuk Ecza Deposu <br>Ticaret ve Sanayi <br>AS<br>| 394585 | &nbsp;&nbsp;729713 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Sok Marketler Ticaret <br>AS<br>| 1662830 | &nbsp;&nbsp;2484395 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| TURKEY — (Continued) | TURKEY — (Continued) | TURKEY — (Continued) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;SUN Tekstil Sanayi Ve <br>Ticaret AS<br>| 489914 | &nbsp;&nbsp;$480495 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Suwen Tekstil Sanayi <br>Pazarlama AS<br>| 1244775 | &nbsp;&nbsp;256392 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Tapdi Oksijen Ozel <br>Saglik Hizmetleri <br>Sanayi VE Ticaret <br>AS<br>| 159055 | &nbsp;&nbsp;96907 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Tatlipinar Enerji Uretim <br>AS<br>| 1253676 | &nbsp;&nbsp;332250 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;TAV Havalimanlari <br>Holding AS<br>| 661351 | &nbsp;&nbsp;5295887 |
| # | Tekfen Holding AS | 2194636 | &nbsp;&nbsp;3873934 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Teknosa Ic Ve Dis <br>Ticaret AS<br>| 72884 | &nbsp;&nbsp;42628 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Tera Yatirim Menkul <br>Degerler AS<br>| 292408 | &nbsp;&nbsp;1399543 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Tofas Turk Otomobil <br>Fabrikasi AS<br>| 103373 | &nbsp;&nbsp;777331 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Trust Anadolu Metal <br>Madencilik <br>Isletmeleri AS<br>| 380012 | &nbsp;&nbsp;1248399 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Trust Dogal Enerji <br>Kaynaklari <br>Arastirma Ve Uretim <br>AS, Class A<br>| 547698 | &nbsp;&nbsp;1354324 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Tukas Gida Sanayi ve <br>Ticaret AS<br>| 20185285 | &nbsp;&nbsp;1348108 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Tumosan Motor ve <br>Traktor Sanayi AS<br>| 345608 | &nbsp;&nbsp;898012 |
|  | Turcas Holding AS | 230792 | &nbsp;&nbsp;248742 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Turk Altin Isletmeleri <br>AS<br>| 689636 | &nbsp;&nbsp;860856 |
| # | Turk Hava Yollari AO | 1661642 | &nbsp;&nbsp;11622549 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Turk Ilac VE Serum <br>Sanayi AS<br>| 210880 | &nbsp;&nbsp;89804 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Turk <br>Telekomunikasyon <br>AS<br>| 2326620 | &nbsp;&nbsp;3544263 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Turk Traktor ve Ziraat <br>Makineleri AS<br>| 25572 | &nbsp;&nbsp;347981 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Turkcell Iletisim <br>Hizmetleri AS<br>| 5220825 | &nbsp;&nbsp;14070647 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Turkiye Garanti <br>Bankasi AS<br>| 2048140 | &nbsp;&nbsp;7602056 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Turkiye Is Bankasi AS, <br>Class C<br>| 26058433 | &nbsp;&nbsp;10017345 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Turkiye Petrol <br>Rafinerileri AS<br>| 2174664 | &nbsp;&nbsp;12254402 |
|  | Turkiye Sigorta AS | 7712387 | &nbsp;&nbsp;2159736 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Turkiye Sinai <br>Kalkinma Bankasi <br>AS<br>| 16629556 | &nbsp;&nbsp;5394242 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Turkiye Sise ve Cam <br>Fabrikalari AS<br>| 2149656 | &nbsp;&nbsp;2257914 |

---

------

**Emerging Markets Core Equity 2 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| TURKEY — (Continued) | TURKEY — (Continued) | TURKEY — (Continued) |  |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Turkiye Vakiflar <br>Bankasi TAO, <br>Class D<br>| 11268172 | &nbsp;&nbsp;$9505841 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Ulker Biskuvi Sanayi <br>AS<br>| 1474767 | &nbsp;&nbsp;4601421 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Ulusoy Un Sanayi ve <br>Ticaret AS<br>| 822040 | &nbsp;&nbsp;141796 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Usak Seramik Sanayii <br>AS<br>| 5082787 | &nbsp;&nbsp;335492 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Vakif Finansal <br>Kiralama AS<br>| 23188812 | &nbsp;&nbsp;1105977 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Vestel Beyaz Esya <br>Sanayi ve Ticaret <br>AS<br>| 3132944 | &nbsp;&nbsp;593421 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Vestel Elektronik <br>Sanayi ve Ticaret <br>AS<br>| 1028555 | &nbsp;&nbsp;742765 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Yapi ve Kredi Bankasi <br>AS<br>| 11852636 | &nbsp;&nbsp;11194701 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Yatas Yatak ve Yorgan <br>Sanayi ve Ticaret <br>AS<br>| 997955 | &nbsp;&nbsp;1102127 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Yayla Agro Gida <br>Sanayi VE Nakliyat <br>AS<br>| 1833771 | &nbsp;&nbsp;540556 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;YEO Teknoloji Enerji <br>VE Endustri AS<br>| 619090 | &nbsp;&nbsp;618655 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Ziraat Gayrimenkul <br>Yatirim Ortakligi AS<br>| 1131674 | &nbsp;&nbsp;619711 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Zorlu Enerji Elektrik <br>Uretim AS<br>| 11609650 | &nbsp;&nbsp;882938 |
| TOTAL TURKEY | TOTAL TURKEY |  | &nbsp;&nbsp;327942677 |
| UNITED ARAB EMIRATES — (1.5%) | UNITED ARAB EMIRATES — (1.5%) | UNITED ARAB EMIRATES — (1.5%) |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Abu Dhabi <br>Commercial Bank <br>PJSC<br>| 8750733 | &nbsp;&nbsp;36297135 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Abu Dhabi Islamic <br>Bank PJSC<br>| 6346332 | &nbsp;&nbsp;42089791 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Abu Dhabi National <br>Hotels<br>| 8952000 | &nbsp;&nbsp;1066645 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Abu Dhabi National <br>Insurance Co. PSC<br>| 130367 | &nbsp;&nbsp;283673 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Abu Dhabi National <br>Oil Co. for <br>Distribution PJSC<br>| 9458903 | &nbsp;&nbsp;10560267 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Abu Dhabi Ports Co. <br>PJSC<br>| 2425825 | &nbsp;&nbsp;3410907 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Abu Dhabi Ship <br>Building Co. PJSC<br>| 435036 | &nbsp;&nbsp;960042 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;ADNOC Drilling Co. <br>PJSC<br>| 6930773 | &nbsp;&nbsp;10062129 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;ADNOC Logistics & <br>Services<br>| 157441 | &nbsp;&nbsp;240598 |
|  | Agility Global PLC | 6067426 | &nbsp;&nbsp;2230586 |
|  | Agthia Group PJSC | 1874279 | &nbsp;&nbsp;1889258 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| UNITED ARAB EMIRATES — (Continued) | UNITED ARAB EMIRATES — (Continued) | UNITED ARAB EMIRATES — (Continued) |  |
|  | Air Arabia PJSC | 17773379 | &nbsp;&nbsp;$24121357 |
|  | Ajman Bank PJSC | 7792999 | &nbsp;&nbsp;3140493 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;AL Seer Marine <br>Supplies & <br>Equipment Co. LLC<br>| 1145943 | &nbsp;&nbsp;768027 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Aldar Properties <br>PJSC<br>| 5310625 | &nbsp;&nbsp;13883097 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Alef Education <br>Holding PLC<br>| 104267 | &nbsp;&nbsp;29259 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Alpha Dhabi Holding <br>PJSC<br>| 363673 | &nbsp;&nbsp;884042 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Amanat Holdings <br>PJSC<br>| 8408723 | &nbsp;&nbsp;2952805 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Americana <br>Restaurants <br>International PLC - <br>Foreign Co.<br>| 2550164 | &nbsp;&nbsp;1082192 |
| \* | Amlak Finance PJSC | 8588913 | &nbsp;&nbsp;4139466 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Apex Investment Co. <br>PSC<br>| 2358994 | &nbsp;&nbsp;2165407 |
| \* | Bank of Sharjah | 541555 | &nbsp;&nbsp;187176 |
|  | Burjeel Holdings PLC | 5384793 | &nbsp;&nbsp;1848005 |
|  | Dana Gas PJSC | 37276215 | &nbsp;&nbsp;9482074 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Deyaar Development <br>PJSC<br>| 11438161 | &nbsp;&nbsp;3179547 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Dubai Electricity & <br>Water Authority <br>PJSC<br>| 5349941 | &nbsp;&nbsp;4401189 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Dubai Financial <br>Market PJSC<br>| 9711307 | &nbsp;&nbsp;4386089 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Dubai Investments <br>PJSC<br>| 13755839 | &nbsp;&nbsp;14992063 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Dubai Islamic Bank <br>PJSC<br>| 14453880 | &nbsp;&nbsp;38024925 |
|  | Dubai Taxi Co. PJSC | 114849 | &nbsp;&nbsp;88886 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Emaar Development <br>PJSC<br>| 7931480 | &nbsp;&nbsp;37174800 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Emaar Properties <br>PJSC<br>| 22537337 | &nbsp;&nbsp;92193326 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Emirates Central <br>Cooling Systems <br>Corp.<br>| 5470441 | &nbsp;&nbsp;2621407 |
|  | Emirates Driving Co. | 401524 | &nbsp;&nbsp;354225 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Emirates Integrated <br>Telecommunications <br>Co. PJSC<br>| 1351642 | &nbsp;&nbsp;3794728 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Emirates NBD Bank <br>PJSC<br>| 5334526 | &nbsp;&nbsp;45179173 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Emirates Reem <br>Investments PJSC<br>| 62022 | &nbsp;&nbsp;43801 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Emirates <br>Telecommunications <br>Group Co. PJSC<br>| 6775982 | &nbsp;&nbsp;36345605 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;EMSTEEL Building <br>Materials PJSC<br>| 10561775 | &nbsp;&nbsp;3340624 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Eshraq Investments <br>PJSC<br>| 8124521 | &nbsp;&nbsp;996324 |

---

------

**Emerging Markets Core Equity 2 Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| UNITED ARAB EMIRATES — (Continued) | UNITED ARAB EMIRATES — (Continued) | UNITED ARAB EMIRATES — (Continued) |  |
|  | Fertiglobe PLC | 7133017 | &nbsp;&nbsp;$5265680 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;First Abu Dhabi Bank <br>PJSC<br>| 7574994 | &nbsp;&nbsp;38380495 |
| \* | Ghitha Holding PJSC | 153131 | &nbsp;&nbsp;702662 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Gulf Navigation <br>Holding PJSC<br>| 1112100 | &nbsp;&nbsp;680087 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Gulf Pharmaceutical <br>Industries PSC<br>| 1623075 | &nbsp;&nbsp;513004 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;International Holding <br>Co. PJSC<br>| 16916 | &nbsp;&nbsp;1840111 |
| \* | Manazel PJSC | 8913842 | &nbsp;&nbsp;736066 |
| \* | Modon Holding PSC | 853870 | &nbsp;&nbsp;786556 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;National Central <br>Cooling Co. PJSC<br>| 552774 | &nbsp;&nbsp;451820 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;National Corp. for <br>Tourism & Hotels<br>| 311843 | &nbsp;&nbsp;140217 |
|  | NMDC Group PJSC | 20798 | &nbsp;&nbsp;116477 |
|  | Palms Sports PrJSC | 144639 | &nbsp;&nbsp;325905 |
|  | Parkin Co. PJSC | 123767 | &nbsp;&nbsp;208396 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Presight AI Holding <br>PLC<br>| 1453906 | &nbsp;&nbsp;1336516 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Pure Health Holding <br>PJSC<br>| 13208 | &nbsp;&nbsp;9819 |
| \* | RAK Properties PJSC | 11069853 | &nbsp;&nbsp;3920838 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Ras Al Khaimah <br>Ceramics PJSC<br>| 3443302 | &nbsp;&nbsp;2382149 |
|  | Salik Co. PJSC | 4884138 | &nbsp;&nbsp;8487726 |
|  | Sharjah Islamic Bank | 3239926 | &nbsp;&nbsp;3149464 |
| \* | Shuaa Capital PSC | 10189165 | &nbsp;&nbsp;647473 |
| \* | Space42 PLC | 2068662 | &nbsp;&nbsp;845649 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Taaleem Holdings <br>PJSC<br>| 432302 | &nbsp;&nbsp;493175 |
|  | TECOM Group PJSC | 849755 | &nbsp;&nbsp;870054 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Two Point Zero Group <br>PJSC<br>| 12305787 | &nbsp;&nbsp;7562643 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Union Properties <br>PJSC<br>| 17193465 | &nbsp;&nbsp;4075181 |
| &nbsp;&nbsp;&nbsp;&nbsp;TOTAL UNITED ARAB <br>EMIRATES | &nbsp;&nbsp;&nbsp;&nbsp;TOTAL UNITED ARAB <br>EMIRATES |  | &nbsp;&nbsp;544819306 |
| &nbsp;&nbsp;&nbsp;&nbsp;TOTAL COMMON <br>STOCKS | &nbsp;&nbsp;&nbsp;&nbsp;TOTAL COMMON <br>STOCKS |  | &nbsp;&nbsp;35582587675 |
| PREFERRED STOCKS — (0.9%) | PREFERRED STOCKS — (0.9%) | PREFERRED STOCKS — (0.9%) | PREFERRED STOCKS — (0.9%) |
| BRAZIL — (0.9%) | BRAZIL — (0.9%) | BRAZIL — (0.9%) | BRAZIL — (0.9%) |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Alpargatas SA, <br>13.231%<br>| 790460 | &nbsp;&nbsp;2158360 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Axia Energia Class B, <br>7.132%<br>| 323377 | &nbsp;&nbsp;3552216 |
| \* | Axia Energia Class C | 497127 | &nbsp;&nbsp;4987565 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Banco ABC Brasil SA, <br>9.667%<br>| 737378 | &nbsp;&nbsp;3757822 |
| Ω | &nbsp;&nbsp;&nbsp;&nbsp;Banco BMG SA, <br>10.786%<br>| 1090480 | &nbsp;&nbsp;1038108 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Banco Bradesco SA, <br>6.739%<br>| 4349079 | &nbsp;&nbsp;17610351 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| BRAZIL — (Continued) | BRAZIL — (Continued) | BRAZIL — (Continued) | BRAZIL — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Banco do Estado do <br>Rio Grande do Sul <br>SA, 8.900%<br>| 1492773 | &nbsp;&nbsp;$5108516 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Banco Pine SA, <br>5.174%<br>| 310460 | &nbsp;&nbsp;788723 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Centrais Eletricas de <br>Santa Catarina SA, <br>6.947%<br>| 65563 | &nbsp;&nbsp;1743986 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Cia de Ferro Ligas da <br>Bahia FERBASA, <br>8.707%<br>| 1543128 | &nbsp;&nbsp;2457159 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Cia De Sanena Do <br>Parana, 4.533%<br>| 5317906 | &nbsp;&nbsp;8902333 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Cia Energetica de <br>Minas Gerais, <br>14.378%<br>| 5479913 | &nbsp;&nbsp;11953713 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Cia Energetica do <br>Ceara, 4.250%<br>| 72603 | &nbsp;&nbsp;438701 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Cyrela Brazil Realty <br>SA <br>Empreendimentos e <br>Participacoes<br>| 347825 | &nbsp;&nbsp;1860486 |
|  | Energisa SA, 4.001% | 3016 | &nbsp;&nbsp;5479 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Eucatex SA Industria <br>e Comercio, <br>5.357%<br>| 247800 | &nbsp;&nbsp;988799 |
|  | Gerdau SA, 2.765% | 1913073 | &nbsp;&nbsp;8149940 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Isa Energia Brasil SA, <br>9.871%<br>| 705895 | &nbsp;&nbsp;3736874 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Itau Unibanco Holding <br>SA, 9.784%<br>| 5302942 | &nbsp;&nbsp;45847487 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Localiza Rent a Car <br>SA<br>| 36693 | &nbsp;&nbsp;325323 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Marcopolo SA, <br>17.759%<br>| 4555567 | &nbsp;&nbsp;5583280 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Petroleo Brasileiro SA <br>- Petrobras, <br>7.682%<br>| 22001222 | &nbsp;&nbsp;157857801 |
| \* | Raizen SA | 5626827 | &nbsp;&nbsp;1101255 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Randoncorp SA, <br>0.726%<br>| 1638826 | &nbsp;&nbsp;2005423 |
|  | Schulz SA, 11.852% | 817978 | &nbsp;&nbsp;829985 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Taurus Armas SA, <br>3.419%<br>| 499492 | &nbsp;&nbsp;511569 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Track & Field Co. SA, <br>1.832%<br>| 145162 | &nbsp;&nbsp;430293 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Unipar Carbocloro SA, <br>19.844%<br>| 503605 | &nbsp;&nbsp;6016179 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Usinas Siderurgicas <br>de Minas Gerais SA <br>Usiminas<br>| 3223567 | &nbsp;&nbsp;3858909 |
| TOTAL BRAZIL | TOTAL BRAZIL |  | &nbsp;&nbsp;303606635 |

---

------

**Emerging Markets Core Equity 2 Portfolio**

**CONTINUED**

---

| | | |
|:---|:---|:---|
|  | **Shares** | **Value»** |
| CHILE — (0.0%) | CHILE — (0.0%) | CHILE — (0.0%) |
| &nbsp;&nbsp;&nbsp;&nbsp;Coca-Cola Embonor <br>SA Class B, <br>4.282%<br>| 319716 | &nbsp;&nbsp;$563144 |
| &nbsp;&nbsp;&nbsp;&nbsp;Embotelladora Andina <br>SA, 1.318%<br>| 897867 | &nbsp;&nbsp;4716445 |
| TOTAL CHILE |  | &nbsp;&nbsp;5279589 |
| COLOMBIA — (0.0%) | COLOMBIA — (0.0%) | COLOMBIA — (0.0%) |
| Davivienda Group SA | 231975 | &nbsp;&nbsp;1976584 |
| &nbsp;&nbsp;&nbsp;&nbsp;Grupo Argos SA, <br>4.719%<br>| 280212 | &nbsp;&nbsp;1105116 |
| &nbsp;&nbsp;&nbsp;&nbsp;Grupo Aval Acciones y <br>Valores SA, <br>2.827%<br>| 10092492 | &nbsp;&nbsp;2443346 |
| &nbsp;&nbsp;&nbsp;&nbsp;Grupo Cibest SA, <br>5.992%<br>| 80974 | &nbsp;&nbsp;1653697 |
| &nbsp;&nbsp;&nbsp;&nbsp;Grupo de Inversiones <br>Suramericana SA, <br>2.879%<br>| 284155 | &nbsp;&nbsp;4004575 |
| TOTAL COLOMBIA |  | &nbsp;&nbsp;11183318 |
| INDIA — (0.0%) | INDIA — (0.0%) | INDIA — (0.0%) |
| &nbsp;&nbsp;&nbsp;&nbsp;TVS Motor Co. Ltd., <br>6.000%<br>| 2532220 | &nbsp;&nbsp;275279 |
| PHILIPPINES — (0.0%) | PHILIPPINES — (0.0%) | PHILIPPINES — (0.0%) |
| &nbsp;&nbsp;&nbsp;&nbsp;Cebu Air, Inc., <br>6.000%<br>| 642447 | &nbsp;&nbsp;385705 |
| &nbsp;&nbsp;&nbsp;&nbsp;TOTAL PREFERRED <br>STOCKS |  | &nbsp;&nbsp;320730526 |
| RIGHTS/WARRANTS — (0.0%) | RIGHTS/WARRANTS — (0.0%) | RIGHTS/WARRANTS — (0.0%) |
| BRAZIL — (0.0%) | BRAZIL — (0.0%) | BRAZIL — (0.0%) |
| &nbsp;&nbsp;&nbsp;&nbsp;Banco BMG SA <br>Rights 03/02/2026<br>| 89978 | &nbsp;&nbsp;13678 |
| HONG KONG — (0.0%) | HONG KONG — (0.0%) | HONG KONG — (0.0%) |
| &nbsp;&nbsp;&nbsp;&nbsp;Jutal Offshore Oil <br>Services Ltd. Rights <br>02/26/2026<br>| 203666 | &nbsp;&nbsp;9385 |
| MALAYSIA — (0.0%) | MALAYSIA — (0.0%) | MALAYSIA — (0.0%) |
| &nbsp;&nbsp;&nbsp;&nbsp;Berjaya Corp. Bhd. <br>Warrants <br>01/06/2031<br>| 7890234 | &nbsp;&nbsp;160126 |
| &nbsp;&nbsp;&nbsp;&nbsp;Berjaya Food Bhd. <br>Warrants <br>10/22/2035<br>| 1327959 | &nbsp;&nbsp;16002 |
| &nbsp;&nbsp;&nbsp;&nbsp;Hengyuan Refining <br>Co. Bhd. Warrants <br>10/27/2030<br>| 469900 | &nbsp;&nbsp;33973 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value»** |
| MALAYSIA — (Continued) | MALAYSIA — (Continued) | MALAYSIA — (Continued) | MALAYSIA — (Continued) |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Lianson Fleet Group <br>Bhd. Warrants <br>02/11/2031<br>| 6870 | &nbsp;&nbsp;$0 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;REDtone Digital Bhd. <br>Warrants <br>12/20/2030<br>| 630700 | &nbsp;&nbsp;14400 |
| TOTAL MALAYSIA | TOTAL MALAYSIA |  | &nbsp;&nbsp;224501 |
| SOUTH KOREA — (0.0%) | SOUTH KOREA — (0.0%) | SOUTH KOREA — (0.0%) | SOUTH KOREA — (0.0%) |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Chinyang Holdings <br>Corp. Rights <br>03/05/2026<br>| 16782 | &nbsp;&nbsp;8045 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Taihan Fiberoptics Co. <br>Ltd. Rights <br>02/26/2026<br>| 34116 | &nbsp;&nbsp;32708 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Tway Air Co. Ltd. <br>Rights 03/12/2026<br>| 33639 | &nbsp;&nbsp;5842 |
| TOTAL SOUTH KOREA | TOTAL SOUTH KOREA |  | &nbsp;&nbsp;46595 |
| TAIWAN — (0.0%) | TAIWAN — (0.0%) | TAIWAN — (0.0%) | TAIWAN — (0.0%) |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Kinsus Interconnect <br>Technology Corp. <br>Rights 01/26/2026<br>| 289140 | &nbsp;&nbsp;983094 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Medeon Biodesign, <br>Inc. Rights<br>| 1987 | &nbsp;&nbsp;518 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Speed Tech Corp. <br>Rights 01/15/2026<br>| 78085 | &nbsp;&nbsp;8685 |
| TOTAL TAIWAN | TOTAL TAIWAN |  | &nbsp;&nbsp;992297 |
| THAILAND — (0.0%) | THAILAND — (0.0%) | THAILAND — (0.0%) | THAILAND — (0.0%) |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Assetwise PCL <br>Rights<br>| 9090 | &nbsp;&nbsp;0 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Better World Green <br>PCL Warrants<br>| 9003861 | &nbsp;&nbsp;0 |
| &nbsp;&nbsp;&nbsp;&nbsp;TOTAL <br>RIGHTS/WARRANTS | &nbsp;&nbsp;&nbsp;&nbsp;TOTAL <br>RIGHTS/WARRANTS |  | &nbsp;&nbsp;1286456 |
| &nbsp;&nbsp;&nbsp;&nbsp;TOTAL INVESTMENT <br>SECURITIES<br>(Cost $18,633,236,257) | &nbsp;&nbsp;&nbsp;&nbsp;TOTAL INVESTMENT <br>SECURITIES<br>(Cost $18,633,236,257) |  | &nbsp;&nbsp;35904604657 |

---

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

---

| | | | |
|:---|:---|:---|:---|
|  |  |  | **Value†** |
| SECURITIES LENDING COLLATERAL — (1.5%) | SECURITIES LENDING COLLATERAL — (1.5%) | SECURITIES LENDING COLLATERAL — (1.5%) | SECURITIES LENDING COLLATERAL — (1.5%) |
| @§ | &nbsp;&nbsp;&nbsp;&nbsp;The DFA Short Term <br>Investment Fund<br>| 47918107 | &nbsp;&nbsp;554268747 |
| TOTAL INVESTMENTS — (100.0%) | TOTAL INVESTMENTS — (100.0%) | TOTAL INVESTMENTS — (100.0%) |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(Cost <br>$19,187,505,004)^^ | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(Cost <br>$19,187,505,004)^^ |  | &nbsp;&nbsp;$36458873404 |

---

------

**Emerging Markets Core Equity 2 Portfolio**

**CONTINUED**

As of January 31, 2026, Emerging Markets 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;&nbsp;&nbsp;834 | 03/20/26 | &nbsp;&nbsp;&nbsp;&nbsp;$290727060 | &nbsp;&nbsp;&nbsp;&nbsp;$290471775 | &nbsp;&nbsp;&nbsp;&nbsp;$(255285)<br>|
| **Total Futures Contracts** |  |  | &nbsp;&nbsp;**$290727060** | &nbsp;&nbsp;**$290471775** | &nbsp;&nbsp;**$(255285)**<br>|

---

As of January 31, 2026, the value of Rule 144A securities amounted to $1,354,549,817 or 3.7% of net assets.

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

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** |
|  | **Level 1** | **Level 2** | **Level 3** | **Total** |
| **Assets** |  |  |  |  |
| Common Stocks |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Brazil | &nbsp;&nbsp;&nbsp;$1069267377 | &nbsp;&nbsp;&nbsp;$264899 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;$1069532276 |
| &nbsp;&nbsp;&nbsp;&nbsp;Chile | &nbsp;&nbsp;&nbsp;41031912 | &nbsp;&nbsp;&nbsp;133936581 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;174968493 |
| &nbsp;&nbsp;&nbsp;&nbsp;China | &nbsp;&nbsp;&nbsp;589391987 | &nbsp;&nbsp;&nbsp;8818241985 | &nbsp;&nbsp;&nbsp;$1133621 | &nbsp;&nbsp;&nbsp;9408767593 |
| &nbsp;&nbsp;&nbsp;&nbsp;Colombia | &nbsp;&nbsp;&nbsp;43550917 | &nbsp;&nbsp;&nbsp;5901787 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;49452704 |
| &nbsp;&nbsp;&nbsp;&nbsp;Czech Republic | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;45757973 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;45757973 |
| &nbsp;&nbsp;&nbsp;&nbsp;Egypt | &nbsp;&nbsp;&nbsp;131241 | &nbsp;&nbsp;&nbsp;14216260 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;14347501 |
| &nbsp;&nbsp;&nbsp;&nbsp;Greece | &nbsp;&nbsp;&nbsp;12845431 | &nbsp;&nbsp;&nbsp;197020234 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;209865665 |
| &nbsp;&nbsp;&nbsp;&nbsp;Hong Kong | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;1743491 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;1743491 |
| &nbsp;&nbsp;&nbsp;&nbsp;Hungary | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;106132896 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;106132896 |
| &nbsp;&nbsp;&nbsp;&nbsp;India | &nbsp;&nbsp;&nbsp;200536706 | &nbsp;&nbsp;&nbsp;5255417277 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;5455953983 |
| &nbsp;&nbsp;&nbsp;&nbsp;Indonesia | &nbsp;&nbsp;&nbsp;7720965 | &nbsp;&nbsp;&nbsp;434955667 | &nbsp;&nbsp;&nbsp;212583 | &nbsp;&nbsp;&nbsp;442889215 |
| &nbsp;&nbsp;&nbsp;&nbsp;Kuwait | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;125528781 | &nbsp;&nbsp;&nbsp;390919 | &nbsp;&nbsp;&nbsp;125919700 |
| &nbsp;&nbsp;&nbsp;&nbsp;Malaysia | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;504119866 | &nbsp;&nbsp;&nbsp;15837 | &nbsp;&nbsp;&nbsp;504135703 |
| &nbsp;&nbsp;&nbsp;&nbsp;Mexico | &nbsp;&nbsp;&nbsp;779403041 | &nbsp;&nbsp;&nbsp;2958744 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;782361785 |
| &nbsp;&nbsp;&nbsp;&nbsp;Peru | &nbsp;&nbsp;&nbsp;49614088 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;13 | &nbsp;&nbsp;&nbsp;49614101 |
| &nbsp;&nbsp;&nbsp;&nbsp;Philippines | &nbsp;&nbsp;&nbsp;2659440 | &nbsp;&nbsp;&nbsp;176621376 | &nbsp;&nbsp;&nbsp;33341 | &nbsp;&nbsp;&nbsp;179314157 |
| &nbsp;&nbsp;&nbsp;&nbsp;Poland | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;465439804 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;465439804 |
| &nbsp;&nbsp;&nbsp;&nbsp;Qatar | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;233928518 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;233928518 |
| &nbsp;&nbsp;&nbsp;&nbsp;Saudi Arabia | &nbsp;&nbsp;&nbsp;516766 | &nbsp;&nbsp;&nbsp;989390905 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;989907671 |
| &nbsp;&nbsp;&nbsp;&nbsp;South Africa | &nbsp;&nbsp;&nbsp;212718023 | &nbsp;&nbsp;&nbsp;1027363180 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;1240081203 |
| &nbsp;&nbsp;&nbsp;&nbsp;South Korea | &nbsp;&nbsp;&nbsp;77453348 | &nbsp;&nbsp;&nbsp;5087538455 | &nbsp;&nbsp;&nbsp;2207304 | &nbsp;&nbsp;&nbsp;5167199107 |
| &nbsp;&nbsp;&nbsp;&nbsp;Taiwan | &nbsp;&nbsp;&nbsp;766846635 | &nbsp;&nbsp;&nbsp;6767460092 | &nbsp;&nbsp;&nbsp;99249 | &nbsp;&nbsp;&nbsp;7534405976 |
| &nbsp;&nbsp;&nbsp;&nbsp;Thailand | &nbsp;&nbsp;&nbsp;144463 | &nbsp;&nbsp;&nbsp;457961714 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;458106177 |
| &nbsp;&nbsp;&nbsp;&nbsp;Turkey | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;327942677 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;327942677 |
| &nbsp;&nbsp;&nbsp;&nbsp;United Arab Emirates | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;544819306 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;544819306 |
| Preferred Stocks |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Brazil | &nbsp;&nbsp;&nbsp;303606635 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;303606635 |
| &nbsp;&nbsp;&nbsp;&nbsp;Chile | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;5279589 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;5279589 |
| &nbsp;&nbsp;&nbsp;&nbsp;Colombia | &nbsp;&nbsp;&nbsp;11183318 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;11183318 |
| &nbsp;&nbsp;&nbsp;&nbsp;India | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;275279 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;275279 |
| &nbsp;&nbsp;&nbsp;&nbsp;Philippines | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;385705 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;385705 |
| Rights/Warrants |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Brazil | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;13678 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;13678 |
| &nbsp;&nbsp;&nbsp;&nbsp;Hong Kong | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;9385 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;9385 |
| &nbsp;&nbsp;&nbsp;&nbsp;Malaysia | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;224501 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;224501 |
| &nbsp;&nbsp;&nbsp;&nbsp;South Korea | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;46595 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;46595 |
| &nbsp;&nbsp;&nbsp;&nbsp;Taiwan | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;992297 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;992297 |

---

------

**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;Thailand | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;— |
| Securities Lending Collateral | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;$554268747 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;$554268747 |
| Total Investments in Securities | &nbsp;&nbsp;&nbsp;$4168622293 | &nbsp;&nbsp;&nbsp;$32286158244 | &nbsp;&nbsp;&nbsp;$4,092,867˂˃ | &nbsp;&nbsp;&nbsp;$36458873404 |
| **Financial Instruments** | **Financial Instruments** |  |  |  |
| **Liabilities** |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Futures Contracts\*\* | &nbsp;&nbsp;&nbsp;$(255285) | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;(255285) |
| Total Financial Instruments | &nbsp;&nbsp;&nbsp;$(255285) | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;$(255285) |
| &nbsp;&nbsp;&nbsp;&nbsp;\*\* Valued at the unrealized appreciation/(depreciation) on the investment. | &nbsp;&nbsp;&nbsp;&nbsp;\*\* Valued at the unrealized appreciation/(depreciation) on the investment. | &nbsp;&nbsp;&nbsp;&nbsp;\*\* Valued at the unrealized appreciation/(depreciation) on the investment. | &nbsp;&nbsp;&nbsp;&nbsp;\*\* Valued at the unrealized appreciation/(depreciation) on the investment. | &nbsp;&nbsp;&nbsp;&nbsp;\*\* Valued at the unrealized appreciation/(depreciation) on the investment. |

---

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

---

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

---

------

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

**SCHEDULE OF INVESTMENTS**

**January 31, 2026**

**(Unaudited)**

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

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| COMMON STOCKS — (98.8%) | COMMON STOCKS — (98.8%) | COMMON STOCKS — (98.8%) | COMMON STOCKS — (98.8%) |
| COMMUNICATION SERVICES — (10.5%) | COMMUNICATION SERVICES — (10.5%) | COMMUNICATION SERVICES — (10.5%) | COMMUNICATION SERVICES — (10.5%) |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Alphabet, Inc. (GOOG <br>US), Class C<br>| 178441 | &nbsp;&nbsp;$60407632 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Alphabet, Inc. (GOOGL <br>US), Class A<br>| 188925 | &nbsp;&nbsp;63856650 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;AST SpaceMobile, <br>Inc.<br>| 1084 | &nbsp;&nbsp;120552 |
|  | AT&T, Inc. | 268456 | &nbsp;&nbsp;7036232 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Charter <br>Communications, <br>Inc., Class A<br>| 6643 | &nbsp;&nbsp;1369255 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Comcast Corp., <br>Class A<br>| 155652 | &nbsp;&nbsp;4630647 |
|  | Electronic Arts, Inc. | 16587 | &nbsp;&nbsp;3382421 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Fox Corp. (FOX US), <br>Class B<br>| 13568 | &nbsp;&nbsp;889654 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Fox Corp. (FOXA US), <br>Class A<br>| 17570 | &nbsp;&nbsp;1278745 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Liberty Media <br>Corp.-Liberty <br>Formula One <br>(FWONA US), <br>Class A<br>| 1915 | &nbsp;&nbsp;152606 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Liberty Media <br>Corp.-Liberty <br>Formula One <br>(FWONK US), <br>Class C<br>| 15785 | &nbsp;&nbsp;1373611 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Live Nation <br>Entertainment, Inc.<br>| 12730 | &nbsp;&nbsp;1851578 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Meta Platforms, Inc., <br>Class A<br>| 99461 | &nbsp;&nbsp;71263806 |
| \* | Netflix, Inc. | 140296 | &nbsp;&nbsp;11713313 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;News Corp. (NWS <br>US), Class B<br>| 6446 | &nbsp;&nbsp;200471 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;News Corp. (NWSA <br>US), Class A<br>| 17900 | &nbsp;&nbsp;483837 |
| # | Omnicom Group, Inc. | 19090 | &nbsp;&nbsp;1470694 |
| \* | Pinterest, Inc., Class A | 34232 | &nbsp;&nbsp;757554 |
| \* | Reddit, Inc., Class A | 3126 | &nbsp;&nbsp;563524 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;ROBLOX Corp., <br>Class A<br>| 13333 | &nbsp;&nbsp;876778 |
| \* | Spotify Technology SA | 3264 | &nbsp;&nbsp;1633142 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Take-Two Interactive <br>Software, Inc.<br>| 5399 | &nbsp;&nbsp;1189400 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;TKO Group Holdings, <br>Inc.<br>| 2883 | &nbsp;&nbsp;584038 |
|  | T-Mobile U.S., Inc. | 21110 | &nbsp;&nbsp;4163103 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Trade Desk, Inc., <br>Class A<br>| 11638 | &nbsp;&nbsp;352980 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| COMMUNICATION SERVICES — (Continued) | COMMUNICATION SERVICES — (Continued) | COMMUNICATION SERVICES — (Continued) | COMMUNICATION SERVICES — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Verizon <br>Communications, <br>Inc.<br>| 201094 | &nbsp;&nbsp;$8952705 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Versant Media Group, <br>Inc.<br>| 6226 | &nbsp;&nbsp;202843 |
|  | Walt Disney Co. | 45763 | &nbsp;&nbsp;5162066 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Warner Bros <br>Discovery, Inc.<br>| 120813 | &nbsp;&nbsp;3327190 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Warner Music Group <br>Corp., Class A<br>| 5906 | &nbsp;&nbsp;177062 |
| &nbsp;&nbsp;&nbsp;&nbsp;TOTAL COMMUNICATION <br>SERVICES | &nbsp;&nbsp;&nbsp;&nbsp;TOTAL COMMUNICATION <br>SERVICES |  | &nbsp;&nbsp;259424089 |
| CONSUMER DISCRETIONARY — (10.4%) | CONSUMER DISCRETIONARY — (10.4%) | CONSUMER DISCRETIONARY — (10.4%) | CONSUMER DISCRETIONARY — (10.4%) |
| \* | Airbnb, Inc., Class A | 12253 | &nbsp;&nbsp;1585171 |
| \* | Amazon.com, Inc. | 418120 | &nbsp;&nbsp;100056116 |
| \* | Aptiv PLC | 10293 | &nbsp;&nbsp;779695 |
| \* | AutoZone, Inc. | 991 | &nbsp;&nbsp;3670951 |
|  | Best Buy Co., Inc. | 9569 | &nbsp;&nbsp;622942 |
|  | Booking Holdings, Inc. | 1211 | &nbsp;&nbsp;6057228 |
| \* | Burlington Stores, Inc. | 4681 | &nbsp;&nbsp;1384921 |
| \* | Carnival Corp. | 70692 | &nbsp;&nbsp;2122174 |
| #\* | Carvana Co. | 7000 | &nbsp;&nbsp;2807770 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Chipotle Mexican Grill, <br>Inc.<br>| 60503 | &nbsp;&nbsp;2351752 |
| \* | Coupang, Inc. | 59116 | &nbsp;&nbsp;1191779 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Darden Restaurants, <br>Inc.<br>| 9561 | &nbsp;&nbsp;1905985 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Deckers Outdoor <br>Corp.<br>| 945 | &nbsp;&nbsp;112776 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Dick's Sporting Goods, <br>Inc.<br>| 3906 | &nbsp;&nbsp;789012 |
|  | Domino's Pizza, Inc. | 345 | &nbsp;&nbsp;141564 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;DoorDash, Inc., <br>Class A<br>| 4553 | &nbsp;&nbsp;931635 |
|  | DR Horton, Inc. | 19687 | &nbsp;&nbsp;2930213 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;DraftKings, Inc., <br>Class A<br>| 22508 | &nbsp;&nbsp;619195 |
|  | eBay, Inc. | 37732 | &nbsp;&nbsp;3441913 |
|  | Expedia Group, Inc. | 8564 | &nbsp;&nbsp;2268090 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Flutter Entertainment <br>PLC<br>| 5577 | &nbsp;&nbsp;921042 |
|  | Ford Motor Co. | 277692 | &nbsp;&nbsp;3854365 |
|  | Garmin Ltd. | 11532 | &nbsp;&nbsp;2325312 |
|  | General Motors Co. | 73979 | &nbsp;&nbsp;6214236 |
|  | Genuine Parts Co. | 10835 | &nbsp;&nbsp;1505957 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hilton Worldwide <br>Holdings, Inc.<br>| 16008 | &nbsp;&nbsp;4778548 |
|  | Home Depot, Inc. | 46769 | &nbsp;&nbsp;17519200 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Las Vegas Sands <br>Corp.<br>| 42739 | &nbsp;&nbsp;2253627 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Lennar Corp. (LEN <br>US), Class A<br>| 11367 | &nbsp;&nbsp;1242981 |

---

------

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

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| CONSUMER DISCRETIONARY — (Continued) | CONSUMER DISCRETIONARY — (Continued) | CONSUMER DISCRETIONARY — (Continued) | CONSUMER DISCRETIONARY — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Lennar Corp. (LENB <br>US), Class B<br>| 921 | &nbsp;&nbsp;$93260 |
|  | Lowe's Cos., Inc. | 20972 | &nbsp;&nbsp;5600782 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Lululemon Athletica, <br>Inc.<br>| 8956 | &nbsp;&nbsp;1562822 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Marriott International, <br>Inc., Class A<br>| 12862 | &nbsp;&nbsp;4055389 |
|  | McDonald's Corp. | 27487 | &nbsp;&nbsp;8658405 |
| # | NIKE, Inc., Class B | 46086 | &nbsp;&nbsp;2848576 |
| \* | NVR, Inc. | 224 | &nbsp;&nbsp;1710404 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;O'Reilly Automotive, <br>Inc.<br>| 31620 | &nbsp;&nbsp;3111724 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Penske Automotive <br>Group, Inc.<br>| 2023 | &nbsp;&nbsp;317186 |
|  | PulteGroup, Inc. | 16309 | &nbsp;&nbsp;2040093 |
|  | Ralph Lauren Corp. | 2983 | &nbsp;&nbsp;1054222 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Rivian Automotive, <br>Inc., Class A<br>| 87798 | &nbsp;&nbsp;1295021 |
|  | Ross Stores, Inc. | 25409 | &nbsp;&nbsp;4793408 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Royal Caribbean <br>Cruises Ltd.<br>| 22864 | &nbsp;&nbsp;7422798 |
| \* | SharkNinja, Inc. | 1062 | &nbsp;&nbsp;125528 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Somnigroup <br>International, Inc.<br>| 14666 | &nbsp;&nbsp;1288408 |
|  | Starbucks Corp. | 38550 | &nbsp;&nbsp;3544672 |
|  | Tapestry, Inc. | 16417 | &nbsp;&nbsp;2083481 |
| \* | Tesla, Inc. | 35456 | &nbsp;&nbsp;15260617 |
|  | TJX Cos., Inc. | 44806 | &nbsp;&nbsp;6712387 |
|  | Tractor Supply Co. | 35288 | &nbsp;&nbsp;1795453 |
| \* | Ulta Beauty, Inc. | 3426 | &nbsp;&nbsp;2217855 |
|  | Williams-Sonoma, Inc. | 9404 | &nbsp;&nbsp;1924529 |
|  | Yum! Brands, Inc. | 18076 | &nbsp;&nbsp;2810818 |
| &nbsp;&nbsp;&nbsp;&nbsp;TOTAL CONSUMER <br>DISCRETIONARY | &nbsp;&nbsp;&nbsp;&nbsp;TOTAL CONSUMER <br>DISCRETIONARY |  | &nbsp;&nbsp;258713988 |
| CONSUMER STAPLES — (5.5%) | CONSUMER STAPLES — (5.5%) | CONSUMER STAPLES — (5.5%) | CONSUMER STAPLES — (5.5%) |
|  | Altria Group, Inc. | 70246 | &nbsp;&nbsp;4354550 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Archer-Daniels-Midland <br>Co.<br>| 24448 | &nbsp;&nbsp;1645595 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Brown-Forman Corp. <br>(BF/A US), Class A<br>| 1105 | &nbsp;&nbsp;30752 |
|  | Bunge Global SA | 14200 | &nbsp;&nbsp;1617096 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Casey's General <br>Stores, Inc.<br>| 2824 | &nbsp;&nbsp;1712756 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Church & Dwight Co., <br>Inc.<br>| 13695 | &nbsp;&nbsp;1318144 |
|  | Clorox Co. | 2271 | &nbsp;&nbsp;256146 |
|  | Coca-Cola Co. | 165359 | &nbsp;&nbsp;12370507 |
|  | Colgate-Palmolive Co. | 46054 | &nbsp;&nbsp;4158216 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Constellation Brands, <br>Inc., Class A<br>| 13085 | &nbsp;&nbsp;2050419 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Costco Wholesale <br>Corp.<br>| 13435 | &nbsp;&nbsp;12632259 |
|  | Dollar General Corp. | 15206 | &nbsp;&nbsp;2180997 |
| \* | Dollar Tree, Inc. | 2500 | &nbsp;&nbsp;293975 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Estee Lauder Cos., <br>Inc., Class A<br>| 18709 | &nbsp;&nbsp;2156773 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| CONSUMER STAPLES — (Continued) | CONSUMER STAPLES — (Continued) | CONSUMER STAPLES — (Continued) | CONSUMER STAPLES — (Continued) |
| # | General Mills, Inc. | 35214 | &nbsp;&nbsp;$1629000 |
|  | Hershey Co. | 11726 | &nbsp;&nbsp;2283638 |
|  | J.M. Smucker Co. | 63 | &nbsp;&nbsp;6606 |
|  | Kenvue, Inc. | 176688 | &nbsp;&nbsp;3074371 |
|  | Keurig Dr. Pepper, Inc. | 69106 | &nbsp;&nbsp;1896269 |
|  | Kimberly-Clark Corp. | 26573 | &nbsp;&nbsp;2657034 |
|  | Kraft Heinz Co. | 52112 | &nbsp;&nbsp;1237139 |
|  | Kroger Co. | 55318 | &nbsp;&nbsp;3476736 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;McCormick & Co., Inc. <br>(MKC US)<br>| 16840 | &nbsp;&nbsp;1041217 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;McCormick & Co., Inc. <br>(MKC/V US)<br>| 210 | &nbsp;&nbsp;12951 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Mondelez International, <br>Inc., Class A<br>| 89270 | &nbsp;&nbsp;5219617 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Monster Beverage <br>Corp.<br>| 50974 | &nbsp;&nbsp;4116660 |
|  | PepsiCo, Inc. | 58828 | &nbsp;&nbsp;9037746 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Performance Food <br>Group Co.<br>| 2859 | &nbsp;&nbsp;272892 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Philip Morris <br>International, Inc.<br>| 64444 | &nbsp;&nbsp;11563831 |
|  | Procter & Gamble Co. | 94581 | &nbsp;&nbsp;14354558 |
|  | Sysco Corp. | 39264 | &nbsp;&nbsp;3292286 |
|  | Target Corp. | 24496 | &nbsp;&nbsp;2583593 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Tyson Foods, Inc., <br>Class A<br>| 21893 | &nbsp;&nbsp;1430270 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;U.S. Foods Holding <br>Corp.<br>| 16616 | &nbsp;&nbsp;1389430 |
|  | Walmart, Inc. | 169632 | &nbsp;&nbsp;20209956 |
| &nbsp;&nbsp;&nbsp;&nbsp;TOTAL CONSUMER <br>STAPLES | &nbsp;&nbsp;&nbsp;&nbsp;TOTAL CONSUMER <br>STAPLES |  | &nbsp;&nbsp;137563985 |
| ENERGY — (4.2%) | ENERGY — (4.2%) | ENERGY — (4.2%) | ENERGY — (4.2%) |
|  | Baker Hughes Co. | 72095 | &nbsp;&nbsp;4040204 |
|  | Cheniere Energy, Inc. | 14697 | &nbsp;&nbsp;3108709 |
|  | Chevron Corp. | 75114 | &nbsp;&nbsp;13287667 |
|  | ConocoPhillips | 45203 | &nbsp;&nbsp;4711509 |
|  | Coterra Energy, Inc. | 59614 | &nbsp;&nbsp;1719864 |
|  | Devon Energy Corp. | 55004 | &nbsp;&nbsp;2211711 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Diamondback Energy, <br>Inc.<br>| 17556 | &nbsp;&nbsp;2878306 |
|  | EOG Resources, Inc. | 36714 | &nbsp;&nbsp;4116741 |
|  | EQT Corp. | 31137 | &nbsp;&nbsp;1797539 |
|  | Expand Energy Corp. | 16215 | &nbsp;&nbsp;1822728 |
|  | Exxon Mobil Corp. | 194341 | &nbsp;&nbsp;27479817 |
|  | Halliburton Co. | 68568 | &nbsp;&nbsp;2298399 |
|  | Kinder Morgan, Inc. | 117037 | &nbsp;&nbsp;3568458 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Marathon Petroleum <br>Corp.<br>| 21814 | &nbsp;&nbsp;3843409 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Occidental Petroleum <br>Corp.<br>| 60703 | &nbsp;&nbsp;2755309 |
|  | ONEOK, Inc. | 34728 | &nbsp;&nbsp;2750110 |
|  | Phillips 66 | 21139 | &nbsp;&nbsp;3034715 |
|  | SLB Ltd. | 110460 | &nbsp;&nbsp;5344055 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Targa Resources <br>Corp.<br>| 17092 | &nbsp;&nbsp;3435150 |
|  | TechnipFMC PLC | 32428 | &nbsp;&nbsp;1806888 |

---

------

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

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| ENERGY — (Continued) | ENERGY — (Continued) | ENERGY — (Continued) | ENERGY — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Texas Pacific Land <br>Corp.<br>| 4239 | &nbsp;&nbsp;$1476698 |
|  | Valero Energy Corp. | 15914 | &nbsp;&nbsp;2887277 |
|  | Williams Cos., Inc. | 53792 | &nbsp;&nbsp;3618050 |
| TOTAL ENERGY | TOTAL ENERGY |  | &nbsp;&nbsp;103993313 |
| FINANCIALS — (12.3%) | FINANCIALS — (12.3%) | FINANCIALS — (12.3%) | FINANCIALS — (12.3%) |
| \* | Affirm Holdings, Inc. | 21543 | &nbsp;&nbsp;1299043 |
|  | Aflac, Inc. | 21574 | &nbsp;&nbsp;2393635 |
|  | Allstate Corp. | 18896 | &nbsp;&nbsp;3760115 |
|  | American Express Co. | 24152 | &nbsp;&nbsp;8505610 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;American International <br>Group, Inc.<br>| 28152 | &nbsp;&nbsp;2108022 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Ameriprise Financial, <br>Inc.<br>| 7098 | &nbsp;&nbsp;3741995 |
|  | Aon PLC, Class A | 9404 | &nbsp;&nbsp;3288015 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Apollo Global <br>Management, Inc.<br>| 10295 | &nbsp;&nbsp;1385089 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Arch Capital Group <br>Ltd.<br>| 25731 | &nbsp;&nbsp;2471205 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;ARES Management <br>Corp., Class A<br>| 9422 | &nbsp;&nbsp;1410191 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Arthur J Gallagher & <br>Co.<br>| 9145 | &nbsp;&nbsp;2280489 |
|  | Bank of America Corp. | 173590 | &nbsp;&nbsp;9234988 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Bank of New York <br>Mellon Corp.<br>| 26196 | &nbsp;&nbsp;3141424 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Berkshire Hathaway, <br>Inc., Class B<br>| 46300 | &nbsp;&nbsp;22248539 |
|  | Blackrock, Inc. | 3460 | &nbsp;&nbsp;3871532 |
|  | Blackstone, Inc. | 15460 | &nbsp;&nbsp;2201813 |
| \* | Block, Inc. | 24659 | &nbsp;&nbsp;1490143 |
|  | Brown & Brown, Inc. | 17292 | &nbsp;&nbsp;1246753 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Capital One Financial <br>Corp.<br>| 15921 | &nbsp;&nbsp;3485585 |
| # | Carlyle Group, Inc. | 27159 | &nbsp;&nbsp;1596406 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Cboe Global Markets, <br>Inc.<br>| 6406 | &nbsp;&nbsp;1697974 |
|  | Charles Schwab Corp. | 56168 | &nbsp;&nbsp;5836979 |
|  | Chubb Ltd. | 9363 | &nbsp;&nbsp;2898410 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Cincinnati Financial <br>Corp.<br>| 9657 | &nbsp;&nbsp;1553715 |
|  | Citigroup, Inc. | 44809 | &nbsp;&nbsp;5184849 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Citizens Financial <br>Group, Inc.<br>| 32715 | &nbsp;&nbsp;2060391 |
|  | CME Group, Inc. | 8461 | &nbsp;&nbsp;2445737 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Coinbase Global, Inc., <br>Class A<br>| 8118 | &nbsp;&nbsp;1580899 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Corebridge Financial, <br>Inc.<br>| 33074 | &nbsp;&nbsp;1019671 |
| \* | Corpay, Inc. | 5780 | &nbsp;&nbsp;1818561 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;East West Bancorp, <br>Inc.<br>| 832 | &nbsp;&nbsp;95214 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Erie Indemnity Co., <br>Class A<br>| 263 | &nbsp;&nbsp;74432 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Fidelity National <br>Financial, Inc.<br>| 1764 | &nbsp;&nbsp;95944 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Fidelity National <br>Information Services, <br>Inc.<br>| 29450 | &nbsp;&nbsp;$1627113 |
|  | Fifth Third Bancorp | 34487 | &nbsp;&nbsp;1731937 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;First Citizens <br>BancShares, Inc., <br>Class A<br>| 686 | &nbsp;&nbsp;1419725 |
| \* | Fiserv, Inc. | 17857 | &nbsp;&nbsp;1138027 |
|  | Global Payments, Inc. | 13687 | &nbsp;&nbsp;981905 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Goldman Sachs <br>Group, Inc.<br>| 10556 | &nbsp;&nbsp;9874188 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hartford Insurance <br>Group, Inc.<br>| 23179 | &nbsp;&nbsp;3130556 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Huntington <br>Bancshares, Inc.<br>| 82511 | &nbsp;&nbsp;1442292 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Interactive Brokers <br>Group, Inc., Class A<br>| 9200 | &nbsp;&nbsp;688896 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Intercontinental <br>Exchange, Inc.<br>| 13635 | &nbsp;&nbsp;2369490 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Jack Henry & <br>Associates, Inc.<br>| 2034 | &nbsp;&nbsp;364513 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;JPMorgan Chase & <br>Co.<br>| 104343 | &nbsp;&nbsp;31917480 |
|  | KeyCorp | 81559 | &nbsp;&nbsp;1755150 |
|  | KKR & Co., Inc. | 13319 | &nbsp;&nbsp;1521829 |
|  | Loews Corp. | 14064 | &nbsp;&nbsp;1484737 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;LPL Financial <br>Holdings, Inc.<br>| 5930 | &nbsp;&nbsp;2161485 |
|  | M&T Bank Corp. | 8401 | &nbsp;&nbsp;1861410 |
| \* | Markel Group, Inc. | 912 | &nbsp;&nbsp;1861064 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Marsh & McLennan <br>Cos., Inc.<br>| 17695 | &nbsp;&nbsp;3330022 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Mastercard, Inc., <br>Class A<br>| 35942 | &nbsp;&nbsp;19365190 |
|  | MetLife, Inc. | 47739 | &nbsp;&nbsp;3765652 |
|  | Moody's Corp. | 6409 | &nbsp;&nbsp;3304224 |
|  | Morgan Stanley | 45991 | &nbsp;&nbsp;8407155 |
|  | MSCI, Inc. | 5056 | &nbsp;&nbsp;3080216 |
|  | Nasdaq, Inc. | 31398 | &nbsp;&nbsp;3042152 |
|  | Northern Trust Corp. | 15393 | &nbsp;&nbsp;2300176 |
|  | PayPal Holdings, Inc. | 49213 | &nbsp;&nbsp;2593033 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;PNC Financial <br>Services Group, Inc.<br>| 9821 | &nbsp;&nbsp;2193029 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Principal Financial <br>Group, Inc.<br>| 18106 | &nbsp;&nbsp;1715000 |
|  | Progressive Corp. | 25688 | &nbsp;&nbsp;5343104 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Prudential Financial, <br>Inc.<br>| 19921 | &nbsp;&nbsp;2213422 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Raymond James <br>Financial, Inc.<br>| 13955 | &nbsp;&nbsp;2314576 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Regions Financial <br>Corp.<br>| 67447 | &nbsp;&nbsp;1922240 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Reinsurance Group of <br>America, Inc., <br>Class A<br>| 3658 | &nbsp;&nbsp;741660 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;RenaissanceRe <br>Holdings Ltd.<br>| 2953 | &nbsp;&nbsp;831860 |

---

------

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

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) | FINANCIALS — (Continued) |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Robinhood Markets, <br>Inc., Class A<br>| 49376 | &nbsp;&nbsp;$4911925 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Rocket Cos., Inc., <br>Class A<br>| 2917 | &nbsp;&nbsp;52302 |
|  | S&P Global, Inc. | 6645 | &nbsp;&nbsp;3507165 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;SoFi Technologies, <br>Inc.<br>| 49940 | &nbsp;&nbsp;1139131 |
|  | State Street Corp. | 14573 | &nbsp;&nbsp;1907023 |
|  | Synchrony Financial | 25556 | &nbsp;&nbsp;1856132 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;T. Rowe Price Group, <br>Inc.<br>| 15476 | &nbsp;&nbsp;1635504 |
| \* | Toast, Inc., Class A | 25713 | &nbsp;&nbsp;799931 |
|  | TPG, Inc. | 1100 | &nbsp;&nbsp;64801 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Tradeweb Markets, <br>Inc., Class A<br>| 6235 | &nbsp;&nbsp;642641 |
|  | Travelers Cos., Inc. | 16697 | &nbsp;&nbsp;4750464 |
|  | Truist Financial Corp. | 67540 | &nbsp;&nbsp;3472907 |
|  | U.S. Bancorp | 64456 | &nbsp;&nbsp;3616626 |
|  | Unum Group | 5655 | &nbsp;&nbsp;429610 |
|  | Visa, Inc., Class A | 66843 | &nbsp;&nbsp;21512083 |
|  | W.R. Berkley Corp. | 26851 | &nbsp;&nbsp;1841442 |
|  | Wells Fargo & Co. | 110486 | &nbsp;&nbsp;9997878 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Willis Towers Watson <br>PLC<br>| 7094 | &nbsp;&nbsp;2252132 |
| TOTAL FINANCIALS | TOTAL FINANCIALS |  | &nbsp;&nbsp;305707573 |
| HEALTH CARE — (9.3%) | HEALTH CARE — (9.3%) | HEALTH CARE — (9.3%) | HEALTH CARE — (9.3%) |
|  | Abbott Laboratories | 57157 | &nbsp;&nbsp;6247260 |
|  | AbbVie, Inc. | 66391 | &nbsp;&nbsp;14805857 |
| †† | Abiomed, Inc. | 2233 | &nbsp;&nbsp;34857 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Agilent Technologies, <br>Inc.<br>| 15985 | &nbsp;&nbsp;2139592 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Alnylam <br>Pharmaceuticals, <br>Inc.<br>| 6116 | &nbsp;&nbsp;2067575 |
|  | Amgen, Inc. | 25742 | &nbsp;&nbsp;8800675 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Becton Dickinson & <br>Co.<br>| 12218 | &nbsp;&nbsp;2486119 |
| \* | Biogen, Inc. | 7092 | &nbsp;&nbsp;1275780 |
| \* | Boston Scientific Corp. | 38531 | &nbsp;&nbsp;3603804 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Bristol-Myers Squibb <br>Co.<br>| 34636 | &nbsp;&nbsp;1906712 |
|  | Cardinal Health, Inc. | 15619 | &nbsp;&nbsp;3356211 |
|  | Cencora, Inc. | 13158 | &nbsp;&nbsp;4726617 |
| \* | Centene Corp. | 23101 | &nbsp;&nbsp;1000735 |
|  | Cigna Group | 14812 | &nbsp;&nbsp;4060117 |
| \* | Cooper Cos., Inc. | 4928 | &nbsp;&nbsp;401041 |
|  | CVS Health Corp. | 31083 | &nbsp;&nbsp;2316305 |
|  | Danaher Corp. | 14931 | &nbsp;&nbsp;3268247 |
| \* | Dexcom, Inc. | 15973 | &nbsp;&nbsp;1166668 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Edwards Lifesciences <br>Corp.<br>| 24393 | &nbsp;&nbsp;1984614 |
|  | Elevance Health, Inc. | 13904 | &nbsp;&nbsp;4807169 |
|  | Eli Lilly & Co. | 33354 | &nbsp;&nbsp;34593101 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;GE HealthCare <br>Technologies, Inc.<br>| 29436 | &nbsp;&nbsp;2324561 |
|  | Gilead Sciences, Inc. | 69213 | &nbsp;&nbsp;9824785 |
| \* | GRAIL, Inc. | 158 | &nbsp;&nbsp;15456 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| HEALTH CARE — (Continued) | HEALTH CARE — (Continued) | HEALTH CARE — (Continued) | HEALTH CARE — (Continued) |
|  | HCA Healthcare, Inc. | 6001 | &nbsp;&nbsp;$2930108 |
| \* | Hologic, Inc. | 764 | &nbsp;&nbsp;57247 |
|  | Humana, Inc. | 6110 | &nbsp;&nbsp;1192672 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;IDEXX Laboratories, <br>Inc.<br>| 4949 | &nbsp;&nbsp;3318107 |
| \* | Illumina, Inc. | 5778 | &nbsp;&nbsp;836712 |
| \* | Incyte Corp. | 13681 | &nbsp;&nbsp;1369058 |
| \* | Insmed, Inc. | 5730 | &nbsp;&nbsp;898865 |
| \* | Insulet Corp. | 4026 | &nbsp;&nbsp;1029891 |
| \* | Intuitive Surgical, Inc. | 4473 | &nbsp;&nbsp;2255376 |
| \* | IQVIA Holdings, Inc. | 13030 | &nbsp;&nbsp;2998855 |
|  | Johnson & Johnson | 119021 | &nbsp;&nbsp;27047522 |
|  | Labcorp Holdings, Inc. | 6052 | &nbsp;&nbsp;1643239 |
|  | McKesson Corp. | 4637 | &nbsp;&nbsp;3854321 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Medpace Holdings, <br>Inc.<br>| 580 | &nbsp;&nbsp;337838 |
|  | Medtronic PLC | 32384 | &nbsp;&nbsp;3334257 |
|  | Merck & Co., Inc. | 113259 | &nbsp;&nbsp;12489070 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Mettler-Toledo <br>International, Inc.<br>| 1378 | &nbsp;&nbsp;1892325 |
| \* | Natera, Inc. | 4075 | &nbsp;&nbsp;941896 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Neurocrine <br>Biosciences, Inc.<br>| 1239 | &nbsp;&nbsp;168578 |
|  | Pfizer, Inc. | 203381 | &nbsp;&nbsp;5377394 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Quest Diagnostics, <br>Inc.<br>| 9146 | &nbsp;&nbsp;1710576 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Regeneron <br>Pharmaceuticals, <br>Inc.<br>| 2249 | &nbsp;&nbsp;1667521 |
|  | ResMed, Inc. | 8988 | &nbsp;&nbsp;2321690 |
| # | Revvity, Inc. | 317 | &nbsp;&nbsp;34490 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Royalty Pharma PLC, <br>Class A<br>| 15844 | &nbsp;&nbsp;660378 |
| \* | Solventum Corp. | 1931 | &nbsp;&nbsp;148629 |
|  | STERIS PLC | 6677 | &nbsp;&nbsp;1753380 |
|  | Stryker Corp. | 9877 | &nbsp;&nbsp;3650144 |
| #\* | &nbsp;&nbsp;&nbsp;&nbsp;Summit Therapeutics, <br>Inc.<br>| 6105 | &nbsp;&nbsp;88400 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Tenet Healthcare <br>Corp.<br>| 7000 | &nbsp;&nbsp;1324960 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Thermo Fisher <br>Scientific, Inc.<br>| 8063 | &nbsp;&nbsp;4665332 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;United Therapeutics <br>Corp.<br>| 3500 | &nbsp;&nbsp;1643215 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;UnitedHealth Group, <br>Inc.<br>| 32461 | &nbsp;&nbsp;9314035 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Universal Health <br>Services, Inc., <br>Class B<br>| 398 | &nbsp;&nbsp;80101 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Veeva Systems, Inc., <br>Class A<br>| 7312 | &nbsp;&nbsp;1491063 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Vertex <br>Pharmaceuticals, <br>Inc.<br>| 6096 | &nbsp;&nbsp;2864510 |
|  | Viatris, Inc. | 6755 | &nbsp;&nbsp;88423 |
| \* | Waters Corp. | 4578 | &nbsp;&nbsp;1697156 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;West Pharmaceutical <br>Services, Inc.<br>| 3806 | &nbsp;&nbsp;879643 |

---

------

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

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| HEALTH CARE — (Continued) | HEALTH CARE — (Continued) | HEALTH CARE — (Continued) | HEALTH CARE — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Zimmer Biomet <br>Holdings, Inc.<br>| 14759 | &nbsp;&nbsp;$1285066 |
|  | Zoetis, Inc. | 23440 | &nbsp;&nbsp;2925781 |
| TOTAL HEALTH CARE | TOTAL HEALTH CARE |  | &nbsp;&nbsp;231481682 |
| INDUSTRIALS — (10.0%) | INDUSTRIALS — (10.0%) | INDUSTRIALS — (10.0%) | INDUSTRIALS — (10.0%) |
|  | 3M Co. | 26053 | &nbsp;&nbsp;3990277 |
|  | AECOM | 7425 | &nbsp;&nbsp;715993 |
|  | AMETEK, Inc. | 14174 | &nbsp;&nbsp;3174693 |
| \* | API Group Corp. | 400 | &nbsp;&nbsp;16628 |
| \* | ATI, Inc. | 2000 | &nbsp;&nbsp;240600 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Automatic Data <br>Processing, Inc.<br>| 16523 | &nbsp;&nbsp;4078207 |
| \* | Axon Enterprise, Inc. | 2389 | &nbsp;&nbsp;1155273 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Bloom Energy Corp., <br>Class A<br>| 1400 | &nbsp;&nbsp;211918 |
| \* | Boeing Co. | 28766 | &nbsp;&nbsp;6723190 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Broadridge Financial <br>Solutions, Inc.<br>| 8701 | &nbsp;&nbsp;1715054 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;BWX Technologies, <br>Inc.<br>| 2851 | &nbsp;&nbsp;585681 |
|  | Carlisle Cos., Inc. | 282 | &nbsp;&nbsp;96131 |
|  | Carrier Global Corp. | 15605 | &nbsp;&nbsp;929746 |
|  | Caterpillar, Inc. | 18556 | &nbsp;&nbsp;12197972 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;CH Robinson <br>Worldwide, Inc.<br>| 9615 | &nbsp;&nbsp;1874444 |
|  | Cintas Corp. | 14268 | &nbsp;&nbsp;2730753 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Comfort Systems USA, <br>Inc.<br>| 2243 | &nbsp;&nbsp;2561730 |
| \* | Copart, Inc. | 22170 | &nbsp;&nbsp;899659 |
|  | CSX Corp. | 138364 | &nbsp;&nbsp;5224625 |
|  | Cummins, Inc. | 8499 | &nbsp;&nbsp;4919391 |
|  | Curtiss-Wright Corp. | 2268 | &nbsp;&nbsp;1489373 |
|  | Deere & Co. | 8308 | &nbsp;&nbsp;4386624 |
|  | Delta Air Lines, Inc. | 51782 | &nbsp;&nbsp;3411916 |
|  | Dover Corp. | 7156 | &nbsp;&nbsp;1441862 |
|  | Eaton Corp. PLC | 12725 | &nbsp;&nbsp;4471820 |
|  | EMCOR Group, Inc. | 3776 | &nbsp;&nbsp;2721476 |
|  | Emerson Electric Co. | 18173 | &nbsp;&nbsp;2670704 |
|  | Equifax, Inc. | 6495 | &nbsp;&nbsp;1308093 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Expeditors <br>International of <br>Washington, Inc.<br>| 10908 | &nbsp;&nbsp;1751170 |
|  | Fastenal Co. | 65344 | &nbsp;&nbsp;2833316 |
|  | FedEx Corp. | 13970 | &nbsp;&nbsp;4501832 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Ferguson Enterprises, <br>Inc.<br>| 15731 | &nbsp;&nbsp;3971448 |
|  | Fortive Corp. | 20080 | &nbsp;&nbsp;1060425 |
|  | FTAI Aviation Ltd. | 7193 | &nbsp;&nbsp;1958798 |
|  | GE Vernova, Inc. | 5824 | &nbsp;&nbsp;4230379 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;General Dynamics <br>Corp.<br>| 7513 | &nbsp;&nbsp;2637739 |
|  | General Electric Co. | 28499 | &nbsp;&nbsp;8743208 |
|  | Graco, Inc. | 13146 | &nbsp;&nbsp;1148040 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;HEICO Corp. (HEI <br>US)<br>| 2731 | &nbsp;&nbsp;903715 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;HEICO Corp. (HEIA <br>US), Class A<br>| 4226 | &nbsp;&nbsp;1075897 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Honeywell <br>International, Inc.<br>| 30089 | &nbsp;&nbsp;$6845849 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Howmet Aerospace, <br>Inc.<br>| 12471 | &nbsp;&nbsp;2594966 |
|  | Hubbell, Inc. | 4049 | &nbsp;&nbsp;1975669 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Illinois Tool Works, <br>Inc.<br>| 19254 | &nbsp;&nbsp;5030300 |
|  | Ingersoll Rand, Inc. | 19044 | &nbsp;&nbsp;1639498 |
|  | Jacobs Solutions, Inc. | 5533 | &nbsp;&nbsp;748394 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;JB Hunt Transport <br>Services, Inc.<br>| 6151 | &nbsp;&nbsp;1246931 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Johnson Controls <br>International PLC<br>| 27421 | &nbsp;&nbsp;3270228 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;L3Harris Technologies, <br>Inc.<br>| 9638 | &nbsp;&nbsp;3304388 |
|  | Leidos Holdings, Inc. | 10162 | &nbsp;&nbsp;1913301 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Lennox International, <br>Inc.<br>| 1155 | &nbsp;&nbsp;571817 |
|  | Lockheed Martin Corp. | 10691 | &nbsp;&nbsp;6780446 |
|  | Masco Corp. | 4941 | &nbsp;&nbsp;326551 |
| \* | MasTec, Inc. | 3634 | &nbsp;&nbsp;873904 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Norfolk Southern <br>Corp.<br>| 13943 | &nbsp;&nbsp;4060759 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Northrop Grumman <br>Corp.<br>| 4386 | &nbsp;&nbsp;3036252 |
|  | nVent Electric PLC | 10045 | &nbsp;&nbsp;1127652 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Old Dominion Freight <br>Line, Inc.<br>| 14209 | &nbsp;&nbsp;2460999 |
|  | Otis Worldwide Corp. | 25486 | &nbsp;&nbsp;2177014 |
|  | PACCAR, Inc. | 27402 | &nbsp;&nbsp;3367980 |
|  | Parker-Hannifin Corp. | 4082 | &nbsp;&nbsp;3820099 |
|  | Paychex, Inc. | 15964 | &nbsp;&nbsp;1646367 |
|  | Pentair PLC | 11449 | &nbsp;&nbsp;1206381 |
|  | Quanta Services, Inc. | 9442 | &nbsp;&nbsp;4481456 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Republic Services, <br>Inc.<br>| 20169 | &nbsp;&nbsp;4338150 |
| \* | Rocket Lab Corp. | 700 | &nbsp;&nbsp;56049 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Rockwell Automation, <br>Inc.<br>| 6327 | &nbsp;&nbsp;2667780 |
|  | Rollins, Inc. | 31352 | &nbsp;&nbsp;1985836 |
|  | RTX Corp. | 33577 | &nbsp;&nbsp;6746627 |
|  | Snap-on, Inc. | 4289 | &nbsp;&nbsp;1570246 |
|  | Southwest Airlines Co. | 44803 | &nbsp;&nbsp;2129039 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;SS&C Technologies <br>Holdings, Inc.<br>| 20013 | &nbsp;&nbsp;1638865 |
| \* | Symbotic, Inc. | 1860 | &nbsp;&nbsp;101128 |
|  | Textron, Inc. | 1500 | &nbsp;&nbsp;132090 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Trane Technologies <br>PLC<br>| 8893 | &nbsp;&nbsp;3740218 |
|  | TransDigm Group, Inc. | 2116 | &nbsp;&nbsp;3020675 |
|  | TransUnion | 10643 | &nbsp;&nbsp;841010 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Uber Technologies, <br>Inc.<br>| 63243 | &nbsp;&nbsp;5062602 |
|  | Union Pacific Corp. | 29427 | &nbsp;&nbsp;6918288 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;United Airlines <br>Holdings, Inc.<br>| 28724 | &nbsp;&nbsp;2939040 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;United Parcel Service, <br>Inc., Class B<br>| 31020 | &nbsp;&nbsp;3294944 |

---

------

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

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) | INDUSTRIALS — (Continued) |
|  | United Rentals, Inc. | 5329 | &nbsp;&nbsp;$4167598 |
|  | Veralto Corp. | 17227 | &nbsp;&nbsp;1705128 |
|  | Verisk Analytics, Inc. | 9344 | &nbsp;&nbsp;2031946 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Vertiv Holdings Co., <br>Class A<br>| 26102 | &nbsp;&nbsp;4859670 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Waste Management, <br>Inc.<br>| 18566 | &nbsp;&nbsp;4126108 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Westinghouse Air <br>Brake Technologies <br>Corp.<br>| 7851 | &nbsp;&nbsp;1806829 |
|  | Woodward, Inc. | 4800 | &nbsp;&nbsp;1525632 |
|  | WW Grainger, Inc. | 3106 | &nbsp;&nbsp;3354294 |
| \* | XPO, Inc. | 708 | &nbsp;&nbsp;104862 |
|  | Xylem, Inc. | 12382 | &nbsp;&nbsp;1707106 |
| TOTAL INDUSTRIALS | TOTAL INDUSTRIALS |  | &nbsp;&nbsp;247838761 |
| INFORMATION TECHNOLOGY — (30.8%) | INFORMATION TECHNOLOGY — (30.8%) | INFORMATION TECHNOLOGY — (30.8%) | INFORMATION TECHNOLOGY — (30.8%) |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Accenture PLC, <br>Class A<br>| 24301 | &nbsp;&nbsp;6406716 |
| \* | Adobe, Inc. | 15939 | &nbsp;&nbsp;4674112 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Advanced Micro <br>Devices, Inc.<br>| 35212 | &nbsp;&nbsp;8335737 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Akamai Technologies, <br>Inc.<br>| 4759 | &nbsp;&nbsp;462337 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Amphenol Corp., <br>Class A<br>| 37041 | &nbsp;&nbsp;5336867 |
|  | Analog Devices, Inc. | 10219 | &nbsp;&nbsp;3176883 |
|  | Apple, Inc. | 610637 | &nbsp;&nbsp;158448089 |
|  | Applied Materials, Inc. | 24107 | &nbsp;&nbsp;7770168 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;AppLovin Corp., <br>Class A<br>| 9592 | &nbsp;&nbsp;4538071 |
| \* | Arista Networks, Inc. | 22476 | &nbsp;&nbsp;3185748 |
| \* | Astera Labs, Inc. | 6298 | &nbsp;&nbsp;948605 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Atlassian Corp., <br>Class A<br>| 1889 | &nbsp;&nbsp;223242 |
| \* | Autodesk, Inc. | 13092 | &nbsp;&nbsp;3310574 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Bentley Systems, Inc., <br>Class B<br>| 9887 | &nbsp;&nbsp;347231 |
|  | Broadcom, Inc. | 135101 | &nbsp;&nbsp;44758961 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Cadence Design <br>Systems, Inc.<br>| 6122 | &nbsp;&nbsp;1814316 |
|  | CDW Corp. | 6024 | &nbsp;&nbsp;761373 |
| \* | Ciena Corp. | 8300 | &nbsp;&nbsp;2090023 |
|  | Cisco Systems, Inc. | 127807 | &nbsp;&nbsp;10009844 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Cloudflare, Inc., <br>Class A<br>| 7281 | &nbsp;&nbsp;1291285 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Cognizant Technology <br>Solutions Corp., <br>Class A<br>| 37272 | &nbsp;&nbsp;3058540 |
| \* | Coherent Corp. | 7052 | &nbsp;&nbsp;1496293 |
|  | Corning, Inc. | 26347 | &nbsp;&nbsp;2720328 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Credo Technology <br>Group Holding Ltd.<br>| 4519 | &nbsp;&nbsp;566140 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Crowdstrike Holdings, <br>Inc., Class A<br>| 3219 | &nbsp;&nbsp;1420883 |
| \* | Datadog, Inc., Class A | 9332 | &nbsp;&nbsp;1206814 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| INFORMATION TECHNOLOGY — (Continued) | INFORMATION TECHNOLOGY — (Continued) | INFORMATION TECHNOLOGY — (Continued) | INFORMATION TECHNOLOGY — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Dell Technologies, Inc., <br>Class C<br>| 11917 | &nbsp;&nbsp;$1363782 |
| \* | Docusign, Inc. | 2181 | &nbsp;&nbsp;114590 |
| \* | Dynatrace, Inc. | 9502 | &nbsp;&nbsp;361931 |
| \* | Fair Isaac Corp. | 1468 | &nbsp;&nbsp;2147934 |
| \* | First Solar, Inc. | 7298 | &nbsp;&nbsp;1645845 |
| \* | Flex Ltd. | 28168 | &nbsp;&nbsp;1775711 |
| \* | Fortinet, Inc. | 44083 | &nbsp;&nbsp;3582185 |
| \* | Gartner, Inc. | 1166 | &nbsp;&nbsp;244405 |
|  | Gen Digital, Inc. | 48596 | &nbsp;&nbsp;1165818 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;GLOBALFOUNDRIES, <br>Inc.<br>| 2179 | &nbsp;&nbsp;91954 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;GoDaddy, Inc., <br>Class A<br>| 9515 | &nbsp;&nbsp;956448 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Guidewire Software, <br>Inc.<br>| 3630 | &nbsp;&nbsp;510959 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Hewlett Packard <br>Enterprise Co.<br>| 68816 | &nbsp;&nbsp;1480920 |
|  | HP, Inc. | 53926 | &nbsp;&nbsp;1048321 |
| \* | HubSpot, Inc. | 1561 | &nbsp;&nbsp;437080 |
| \* | Intel Corp. | 78252 | &nbsp;&nbsp;3636370 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;International Business <br>Machines Corp.<br>| 42916 | &nbsp;&nbsp;13162337 |
|  | Intuit, Inc. | 7652 | &nbsp;&nbsp;3817736 |
|  | Jabil, Inc. | 8696 | &nbsp;&nbsp;2062604 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Keysight Technologies, <br>Inc.<br>| 7782 | &nbsp;&nbsp;1683480 |
|  | KLA Corp. | 5929 | &nbsp;&nbsp;8466256 |
|  | Lam Research Corp. | 51170 | &nbsp;&nbsp;11946148 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Lumentum Holdings, <br>Inc.<br>| 755 | &nbsp;&nbsp;295839 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Manhattan Associates, <br>Inc.<br>| 1874 | &nbsp;&nbsp;282993 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Marvell Technology, <br>Inc.<br>| 36685 | &nbsp;&nbsp;2895180 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Microchip Technology, <br>Inc.<br>| 24250 | &nbsp;&nbsp;1841060 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Micron Technology, <br>Inc.<br>| 37345 | &nbsp;&nbsp;15493694 |
|  | Microsoft Corp. | 291097 | &nbsp;&nbsp;125256128 |
| \* | MongoDB, Inc. | 2442 | &nbsp;&nbsp;906788 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Monolithic Power <br>Systems, Inc.<br>| 1400 | &nbsp;&nbsp;1573810 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Motorola Solutions, <br>Inc.<br>| 6400 | &nbsp;&nbsp;2576256 |
|  | NetApp, Inc. | 17121 | &nbsp;&nbsp;1649608 |
| \* | Nutanix, Inc., Class A | 8895 | &nbsp;&nbsp;349840 |
|  | NVIDIA Corp. | 976580 | &nbsp;&nbsp;186653580 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;NXP Semiconductors <br>NV<br>| 19122 | &nbsp;&nbsp;4324249 |
| \* | Okta, Inc. | 7331 | &nbsp;&nbsp;619323 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;ON Semiconductor <br>Corp.<br>| 24533 | &nbsp;&nbsp;1469281 |
|  | Oracle Corp. | 67823 | &nbsp;&nbsp;11162309 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Palantir Technologies, <br>Inc., Class A<br>| 24007 | &nbsp;&nbsp;3519186 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Palo Alto Networks, <br>Inc.<br>| 8728 | &nbsp;&nbsp;1544594 |

---

------

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

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| INFORMATION TECHNOLOGY — (Continued) | INFORMATION TECHNOLOGY — (Continued) | INFORMATION TECHNOLOGY — (Continued) | INFORMATION TECHNOLOGY — (Continued) |
| \* | PTC, Inc. | 6697 | &nbsp;&nbsp;$1045603 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Pure Storage, Inc., <br>Class A<br>| 14308 | &nbsp;&nbsp;994978 |
|  | Qnity Electronics, Inc. | 11130 | &nbsp;&nbsp;1070483 |
|  | QUALCOMM, Inc. | 49754 | &nbsp;&nbsp;7542209 |
|  | Ralliant Corp. | 6060 | &nbsp;&nbsp;320998 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Roper Technologies, <br>Inc.<br>| 4502 | &nbsp;&nbsp;1671278 |
| \* | Rubrik, Inc., Class A | 8923 | &nbsp;&nbsp;499242 |
|  | Salesforce, Inc. | 19555 | &nbsp;&nbsp;4151331 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Samsara, Inc., <br>Class A<br>| 9471 | &nbsp;&nbsp;265662 |
| \* | Sandisk Corp. | 6182 | &nbsp;&nbsp;3562378 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Seagate Technology <br>Holdings PLC<br>| 15937 | &nbsp;&nbsp;6497356 |
| \* | ServiceNow, Inc. | 20980 | &nbsp;&nbsp;2454870 |
| \* | Snowflake, Inc. | 9773 | &nbsp;&nbsp;1883257 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Super Micro Computer, <br>Inc.<br>| 452 | &nbsp;&nbsp;13158 |
| \* | Synopsys, Inc. | 2589 | &nbsp;&nbsp;1204183 |
|  | TE Connectivity PLC | 18112 | &nbsp;&nbsp;4034991 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Teledyne Technologies, <br>Inc.<br>| 3452 | &nbsp;&nbsp;2141276 |
|  | Teradyne, Inc. | 4688 | &nbsp;&nbsp;1130042 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Texas Instruments, <br>Inc.<br>| 34132 | &nbsp;&nbsp;7357153 |
| \* | Trimble, Inc. | 18123 | &nbsp;&nbsp;1225115 |
| \* | Twilio, Inc., Class A | 10455 | &nbsp;&nbsp;1259409 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Tyler Technologies, <br>Inc.<br>| 1364 | &nbsp;&nbsp;503862 |
| \* | Unity Software, Inc. | 2871 | &nbsp;&nbsp;83546 |
|  | VeriSign, Inc. | 6713 | &nbsp;&nbsp;1639516 |
|  | Western Digital Corp. | 18546 | &nbsp;&nbsp;4640766 |
| #\* | Workday, Inc., Class A | 8014 | &nbsp;&nbsp;1407499 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Zebra Technologies <br>Corp., Class A<br>| 1632 | &nbsp;&nbsp;383487 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Zoom <br>Communications, <br>Inc.<br>| 14180 | &nbsp;&nbsp;1305978 |
| \* | Zscaler, Inc. | 4713 | &nbsp;&nbsp;942647 |
| &nbsp;&nbsp;&nbsp;&nbsp;TOTAL INFORMATION <br>TECHNOLOGY | &nbsp;&nbsp;&nbsp;&nbsp;TOTAL INFORMATION <br>TECHNOLOGY |  | &nbsp;&nbsp;763707985 |
| MATERIALS — (2.4%) | MATERIALS — (2.4%) | MATERIALS — (2.4%) | MATERIALS — (2.4%) |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Air Products & <br>Chemicals, Inc.<br>| 14204 | &nbsp;&nbsp;3870590 |
|  | Alcoa Corp. | 3800 | &nbsp;&nbsp;215878 |
|  | Amcor PLC | 34668 | &nbsp;&nbsp;1534059 |
|  | Avery Dennison Corp. | 1649 | &nbsp;&nbsp;305906 |
|  | Ball Corp. | 7176 | &nbsp;&nbsp;408099 |
|  | Corteva, Inc. | 36611 | &nbsp;&nbsp;2665281 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;CRH PLC (CRHCF <br>US)<br>| 44141 | &nbsp;&nbsp;5403300 |
|  | Dow, Inc. | 5028 | &nbsp;&nbsp;138521 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;DuPont de Nemours, <br>Inc.<br>| 26761 | &nbsp;&nbsp;1175343 |
|  | Ecolab, Inc. | 12506 | &nbsp;&nbsp;3526567 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| MATERIALS — (Continued) | MATERIALS — (Continued) | MATERIALS — (Continued) | MATERIALS — (Continued) |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Freeport-McMoRan, <br>Inc.<br>| 63054 | &nbsp;&nbsp;$3797742 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;International Flavors & <br>Fragrances, Inc.<br>| 5444 | &nbsp;&nbsp;380046 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;International Paper <br>Co.<br>| 24382 | &nbsp;&nbsp;983082 |
|  | Linde PLC | 15495 | &nbsp;&nbsp;7080750 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Martin Marietta <br>Materials, Inc.<br>| 2706 | &nbsp;&nbsp;1764177 |
|  | Newmont Corp. | 80310 | &nbsp;&nbsp;9022828 |
|  | Nucor Corp. | 10948 | &nbsp;&nbsp;1945679 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Packaging Corp. of <br>America<br>| 6315 | &nbsp;&nbsp;1405403 |
|  | PPG Industries, Inc. | 17260 | &nbsp;&nbsp;1995774 |
|  | Reliance, Inc. | 1843 | &nbsp;&nbsp;607269 |
|  | Royal Gold, Inc. | 1900 | &nbsp;&nbsp;500289 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;RPM International, <br>Inc.<br>| 3137 | &nbsp;&nbsp;335534 |
|  | Sherwin-Williams Co. | 9602 | &nbsp;&nbsp;3405253 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Smurfit WestRock <br>PLC<br>| 12971 | &nbsp;&nbsp;539983 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Solstice Advanced <br>Materials, Inc.<br>| 772 | &nbsp;&nbsp;47686 |
| # | &nbsp;&nbsp;&nbsp;&nbsp;Southern Copper <br>Corp.<br>| 3730 | &nbsp;&nbsp;709894 |
|  | Steel Dynamics, Inc. | 11886 | &nbsp;&nbsp;2134369 |
|  | Vulcan Materials Co. | 8330 | &nbsp;&nbsp;2503498 |
| TOTAL MATERIALS | TOTAL MATERIALS |  | &nbsp;&nbsp;58402800 |
| REAL ESTATE — (0.3%) | REAL ESTATE — (0.3%) | REAL ESTATE — (0.3%) | REAL ESTATE — (0.3%) |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;CBRE Group, Inc., <br>Class A<br>| 17914 | &nbsp;&nbsp;3051292 |
| \* | CoStar Group, Inc. | 20691 | &nbsp;&nbsp;1272496 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Jones Lang LaSalle, <br>Inc.<br>| 2440 | &nbsp;&nbsp;873300 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Zillow Group, Inc. (Z <br>US), Class C<br>| 12191 | &nbsp;&nbsp;768399 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Zillow Group, Inc. (ZG <br>US), Class A<br>| 2257 | &nbsp;&nbsp;140476 |
| TOTAL REAL ESTATE | TOTAL REAL ESTATE |  | &nbsp;&nbsp;6105963 |
| UTILITIES — (3.1%) | UTILITIES — (3.1%) | UTILITIES — (3.1%) | UTILITIES — (3.1%) |
|  | Alliant Energy Corp. | 15534 | &nbsp;&nbsp;1023846 |
|  | Ameren Corp. | 18188 | &nbsp;&nbsp;1878457 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;American Electric <br>Power Co., Inc.<br>| 38448 | &nbsp;&nbsp;4605109 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;American Water Works <br>Co., Inc.<br>| 13125 | &nbsp;&nbsp;1694831 |
|  | Atmos Energy Corp. | 10686 | &nbsp;&nbsp;1777509 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;CenterPoint Energy, <br>Inc.<br>| 47708 | &nbsp;&nbsp;1893530 |
|  | CMS Energy Corp. | 23763 | &nbsp;&nbsp;1698817 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Consolidated Edison, <br>Inc.<br>| 25358 | &nbsp;&nbsp;2703924 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Constellation Energy <br>Corp.<br>| 11643 | &nbsp;&nbsp;3267957 |

---

------

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

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| UTILITIES — (Continued) | UTILITIES — (Continued) | UTILITIES — (Continued) | UTILITIES — (Continued) |
|  | Dominion Energy, Inc. | 61491 | &nbsp;&nbsp;$3699913 |
|  | DTE Energy Co. | 14452 | &nbsp;&nbsp;1942060 |
|  | Duke Energy Corp. | 29222 | &nbsp;&nbsp;3546090 |
|  | Edison International | 21551 | &nbsp;&nbsp;1342196 |
|  | Entergy Corp. | 29359 | &nbsp;&nbsp;2815234 |
|  | Evergy, Inc. | 16433 | &nbsp;&nbsp;1260904 |
|  | Eversource Energy | 26822 | &nbsp;&nbsp;1854205 |
|  | Exelon Corp. | 73556 | &nbsp;&nbsp;3293838 |
|  | FirstEnergy Corp. | 42188 | &nbsp;&nbsp;1997180 |
|  | NextEra Energy, Inc. | 79414 | &nbsp;&nbsp;6980491 |
|  | NiSource, Inc. | 36661 | &nbsp;&nbsp;1623716 |
|  | NRG Energy, Inc. | 15718 | &nbsp;&nbsp;2399038 |
|  | PG&E Corp. | 126899 | &nbsp;&nbsp;1956783 |
|  | PPL Corp. | 54021 | &nbsp;&nbsp;1958261 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Public Service <br>Enterprise Group, <br>Inc.<br>| 30069 | &nbsp;&nbsp;2476483 |
|  | Sempra | 43317 | &nbsp;&nbsp;3769012 |
|  | Southern Co. | 41233 | &nbsp;&nbsp;3682519 |
| \* | Talen Energy Corp. | 600 | &nbsp;&nbsp;209016 |
|  | Vistra Corp. | 27495 | &nbsp;&nbsp;4353833 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;WEC Energy Group, <br>Inc.<br>| 21385 | &nbsp;&nbsp;2366678 |

---

---

| | | |
|:---|:---|:---|
|  | **Shares** | **Value†** |
| UTILITIES — (Continued) | UTILITIES — (Continued) | UTILITIES — (Continued) |
| Xcel Energy, Inc. | 43578 | &nbsp;&nbsp;$3314543 |
| TOTAL UTILITIES |  | &nbsp;&nbsp;77385973 |
| &nbsp;&nbsp;&nbsp;&nbsp;TOTAL COMMON <br>STOCKS<br>Cost ($1128281989) |  | &nbsp;&nbsp;2450326112 |

---

&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 | &nbsp;&nbsp;&nbsp;&nbsp;State Street <br>Institutional <br>U.S. Government <br>Money Market Fund <br>3.720%<br>| 22116637 | &nbsp;&nbsp;22116637 |
| SECURITIES LENDING COLLATERAL — (0.3%) | SECURITIES LENDING COLLATERAL — (0.3%) | SECURITIES LENDING COLLATERAL — (0.3%) | SECURITIES LENDING COLLATERAL — (0.3%) |
| @§ | &nbsp;&nbsp;&nbsp;&nbsp;The DFA Short Term <br>Investment Fund <br>| 704556 | &nbsp;&nbsp;8149602 |
| TOTAL INVESTMENTS — (100.0%) | TOTAL INVESTMENTS — (100.0%) | TOTAL INVESTMENTS — (100.0%) |  |
| &nbsp;&nbsp;&nbsp;&nbsp;(Cost $1,158,548,228)^^ | &nbsp;&nbsp;&nbsp;&nbsp;(Cost $1,158,548,228)^^ |  | &nbsp;&nbsp;$2480592351 |

---

As of January 31, 2026, U.S. Large Cap 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;&nbsp;&nbsp;60 | 03/20/26 | &nbsp;&nbsp;&nbsp;&nbsp;$20850497 | &nbsp;&nbsp;&nbsp;&nbsp;$20897250 | &nbsp;&nbsp;&nbsp;&nbsp;$46753 |
| **Total Futures Contracts** |  |  | &nbsp;&nbsp;**$20850497** | &nbsp;&nbsp;**$20897250** | &nbsp;&nbsp;**$46753** |

---

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

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** |
|  | **Level 1** | **Level 2** | **Level 3** | **Total** |
| **Assets** |  |  |  |  |
| Common Stocks |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Communication Services | &nbsp;&nbsp;&nbsp;$259424089 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;$259424089 |
| &nbsp;&nbsp;&nbsp;&nbsp;Consumer Discretionary | &nbsp;&nbsp;&nbsp;258713988 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;258713988 |
| &nbsp;&nbsp;&nbsp;&nbsp;Consumer Staples | &nbsp;&nbsp;&nbsp;137563985 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;137563985 |
| &nbsp;&nbsp;&nbsp;&nbsp;Energy | &nbsp;&nbsp;&nbsp;103993313 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;103993313 |
| &nbsp;&nbsp;&nbsp;&nbsp;Financials | &nbsp;&nbsp;&nbsp;305707573 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;305707573 |
| &nbsp;&nbsp;&nbsp;&nbsp;Health Care | &nbsp;&nbsp;&nbsp;231446825 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;$34857 | &nbsp;&nbsp;&nbsp;231481682 |
| &nbsp;&nbsp;&nbsp;&nbsp;Industrials | &nbsp;&nbsp;&nbsp;247838761 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;247838761 |
| &nbsp;&nbsp;&nbsp;&nbsp;Information Technology | &nbsp;&nbsp;&nbsp;763707985 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;763707985 |
| &nbsp;&nbsp;&nbsp;&nbsp;Materials | &nbsp;&nbsp;&nbsp;58402800 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;58402800 |
| &nbsp;&nbsp;&nbsp;&nbsp;Real Estate | &nbsp;&nbsp;&nbsp;6105963 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;6105963 |
| &nbsp;&nbsp;&nbsp;&nbsp;Utilities | &nbsp;&nbsp;&nbsp;77385973 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;77385973 |
| Temporary Cash Investments | &nbsp;&nbsp;&nbsp;22116637 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;22116637 |
| Securities Lending Collateral | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;$8149602 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;8149602 |
| Total Investments in Securities | &nbsp;&nbsp;&nbsp;$2472407892 | &nbsp;&nbsp;&nbsp;$8149602 | &nbsp;&nbsp;&nbsp;$34,857˂˃ | &nbsp;&nbsp;&nbsp;$2480592351 |

---

------

**U.S. Large Cap 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** |
| **Financial Instruments** | **Financial Instruments** |  |  |  |
| **Assets** |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Futures Contracts\*\* | &nbsp;&nbsp;&nbsp;$46753 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;$46753 |
| Total Financial Instruments | &nbsp;&nbsp;&nbsp;$46753 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;$46753 |
| &nbsp;&nbsp;&nbsp;&nbsp;\*\* Valued at the unrealized appreciation/(depreciation) on the investment. | &nbsp;&nbsp;&nbsp;&nbsp;\*\* Valued at the unrealized appreciation/(depreciation) on the investment. | &nbsp;&nbsp;&nbsp;&nbsp;\*\* Valued at the unrealized appreciation/(depreciation) on the investment. | &nbsp;&nbsp;&nbsp;&nbsp;\*\* Valued at the unrealized appreciation/(depreciation) on the investment. | &nbsp;&nbsp;&nbsp;&nbsp;\*\* Valued at the unrealized appreciation/(depreciation) on the investment. |

---

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

---

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

---

------

**DFA COMMODITY STRATEGY PORTFOLIO**

**SCHEDULE OF INVESTMENTS**

**January 31, 2026**

**(Unaudited)**

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

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  |  | **Face**<br>**Amount^**<br>| **Value†** |
|  |  |  | **(000)** |  |
| AGENCY OBLIGATIONS — (0.2%) | AGENCY OBLIGATIONS — (0.2%) | AGENCY OBLIGATIONS — (0.2%) | AGENCY OBLIGATIONS — (0.2%) | AGENCY OBLIGATIONS — (0.2%) |
| &nbsp;&nbsp;&nbsp;&nbsp;Federal National Mortgage <br>Association | &nbsp;&nbsp;&nbsp;&nbsp;Federal National Mortgage <br>Association | &nbsp;&nbsp;&nbsp;&nbsp;Federal National Mortgage <br>Association |  |  |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp;SOFR + 0.260%, <br>FRN, 3.910%, <br>11/05/27<br>|  | 2500 | &nbsp;&nbsp;$2507938 |
| BONDS — (59.2%) | BONDS — (59.2%) | BONDS — (59.2%) | BONDS — (59.2%) | BONDS — (59.2%) |
| AUSTRALIA — (7.3%) | AUSTRALIA — (7.3%) | AUSTRALIA — (7.3%) | AUSTRALIA — (7.3%) | AUSTRALIA — (7.3%) |
| &nbsp;&nbsp;&nbsp;&nbsp;Australia & New Zealand <br>Banking Group Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;Australia & New Zealand <br>Banking Group Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;Australia & New Zealand <br>Banking Group Ltd. |  |  |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp;SOFR + 0.680%, <br>FRN, 4.338%, <br>07/16/27<br>|  | 19300 | &nbsp;&nbsp;19400630 |
| (r)Ω | &nbsp;&nbsp;&nbsp;&nbsp;SOFR + 0.680%, <br>FRN, 4.338%, <br>07/16/27<br>|  | 4000 | &nbsp;&nbsp;4020856 |
| &nbsp;&nbsp;&nbsp;&nbsp;Commonwealth Bank of <br>Australia | &nbsp;&nbsp;&nbsp;&nbsp;Commonwealth Bank of <br>Australia | &nbsp;&nbsp;&nbsp;&nbsp;Commonwealth Bank of <br>Australia |  |  |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp;SOFR + 0.460%, <br>FRN, 4.203%, <br>11/27/26<br>|  | 3400 | &nbsp;&nbsp;3411337 |
| (r)Ω | &nbsp;&nbsp;&nbsp;&nbsp;SOFR + 0.460%, <br>FRN, 4.203%, <br>11/27/26<br>|  | 1000 | &nbsp;&nbsp;1003335 |
| (r)Ω | &nbsp;&nbsp;&nbsp;&nbsp;SOFR + 0.640%, <br>FRN, 4.319%, <br>03/14/28<br>|  | 6500 | &nbsp;&nbsp;6530594 |
| &nbsp;&nbsp;&nbsp;&nbsp;Glencore Funding LLC, <br>SOFR + 1.060%, FRN | &nbsp;&nbsp;&nbsp;&nbsp;Glencore Funding LLC, <br>SOFR + 1.060%, FRN |  |  |  |
| (r)Ω | 4.735%, 04/04/27 |  | 517 | &nbsp;&nbsp;519456 |
| Macquarie Bank Ltd. | Macquarie Bank Ltd. | Macquarie Bank Ltd. |  |  |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp;SOFR + 0.920%, <br>FRN, 4.588%, <br>07/02/27<br>|  | 5000 | &nbsp;&nbsp;5036050 |
| (r)Ω | &nbsp;&nbsp;&nbsp;&nbsp;SOFR + 0.740%, <br>FRN, 4.422%, <br>06/12/28<br>|  | 1500 | &nbsp;&nbsp;1508019 |
| National Australia Bank Ltd. | National Australia Bank Ltd. | National Australia Bank Ltd. |  |  |
| (r)Ω | &nbsp;&nbsp;&nbsp;&nbsp;SOFR + 0.620%, <br>FRN, 4.306%, <br>06/11/27<br>|  | 16950 | &nbsp;&nbsp;17016851 |
|  | 5.400%, 11/16/28 | AUD | 3300 | &nbsp;&nbsp;2332310 |
| &nbsp;&nbsp;&nbsp;&nbsp;Westpac Banking Corp., <br>SOFR + 0.460%, FRN | &nbsp;&nbsp;&nbsp;&nbsp;Westpac Banking Corp., <br>SOFR + 0.460%, FRN |  |  |  |
| (r) | 4.118%, 10/20/26 |  | 15550 | &nbsp;&nbsp;15579234 |
| TOTAL AUSTRALIA | TOTAL AUSTRALIA |  |  | &nbsp;&nbsp;76358672 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Face**<br>**Amount^**<br>| **Value†** |
|  |  | **(000)** |  |
| CANADA — (7.1%) | CANADA — (7.1%) | CANADA — (7.1%) | CANADA — (7.1%) |
| &nbsp;&nbsp;&nbsp;&nbsp;Bank of Montreal, SOFR + <br>1.330%, FRN | &nbsp;&nbsp;&nbsp;&nbsp;Bank of Montreal, SOFR + <br>1.330%, FRN |  |  |
| (r) | 5.039%, 06/05/26 | 2100 | &nbsp;&nbsp;$2108037 |
| Bank of Nova Scotia | Bank of Nova Scotia |  |  |
|  | 3.100%, 02/02/28<br> CAD | 10000 | &nbsp;&nbsp;7366504 |
| &nbsp;&nbsp;&nbsp;&nbsp;Canada Housing Trust No. <br>1 | &nbsp;&nbsp;&nbsp;&nbsp;Canada Housing Trust No. <br>1 |  |  |
| Ω | 2.650%, 12/15/28<br> CAD | 10000 | &nbsp;&nbsp;7326920 |
| &nbsp;&nbsp;&nbsp;&nbsp;Canadian Imperial Bank of <br>Commerce, SOFR + <br>1.220%, FRN | &nbsp;&nbsp;&nbsp;&nbsp;Canadian Imperial Bank of <br>Commerce, SOFR + <br>1.220%, FRN |  |  |
| (r) | 4.895%, 10/02/26 | 2200 | &nbsp;&nbsp;2213805 |
| CDP Financial, Inc. | CDP Financial, Inc. |  |  |
|  | 3.700%, 03/08/28<br> CAD | 4000 | &nbsp;&nbsp;2998098 |
| Ω | 3.700%, 03/08/28<br> CAD | 3000 | &nbsp;&nbsp;2248573 |
| CPPIB Capital, Inc. | CPPIB Capital, Inc. |  |  |
|  | 3.000%, 06/15/28<br> CAD | 9600 | &nbsp;&nbsp;7099199 |
| &nbsp;&nbsp;&nbsp;&nbsp;Element Fleet <br>Management Corp. | &nbsp;&nbsp;&nbsp;&nbsp;Element Fleet <br>Management Corp. |  |  |
| Ω | 6.271%, 06/26/26 | 90 | &nbsp;&nbsp;90647 |
| Emera U.S. Finance LP | Emera U.S. Finance LP |  |  |
|  | 3.550%, 06/15/26 | 1138 | &nbsp;&nbsp;1134844 |
| Province of Alberta | Province of Alberta |  |  |
|  | 2.900%, 12/01/28<br> CAD | 7600 | &nbsp;&nbsp;5604571 |
| Province of Manitoba | Province of Manitoba |  |  |
|  | 3.000%, 06/02/28<br> CAD | 10000 | &nbsp;&nbsp;7396027 |
| Province of Ontario | Province of Ontario |  |  |
|  | 2.900%, 06/02/28<br> CAD | 13000 | &nbsp;&nbsp;9596313 |
|  | 3.400%, 09/08/28<br> CAD | 4100 | &nbsp;&nbsp;3060795 |
| Province of Quebec | Province of Quebec |  |  |
|  | 2.750%, 09/01/28<br> CAD | 7800 | &nbsp;&nbsp;5731266 |
| &nbsp;&nbsp;&nbsp;&nbsp;Royal Bank of Canada, <br>SOFR + 0.950%, FRN | &nbsp;&nbsp;&nbsp;&nbsp;Royal Bank of Canada, <br>SOFR + 0.950%, FRN |  |  |
| (r) | 4.616%, 01/19/27 | 3600 | &nbsp;&nbsp;3622298 |
| Suncor Energy, Inc. | Suncor Energy, Inc. |  |  |
|  | 7.875%, 06/15/26 | 2000 | &nbsp;&nbsp;2027510 |
| Toronto-Dominion Bank | Toronto-Dominion Bank |  |  |
| #(r) | &nbsp;&nbsp;&nbsp;&nbsp;SOFR + 1.080%, <br>FRN, 4.746%, <br>07/17/26<br>| 2900 | &nbsp;&nbsp;2910991 |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp;SOFR + 0.820%, <br>FRN, 4.486%, <br>01/31/28<br>| 905 | &nbsp;&nbsp;909860 |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp;SOFR + 0.910%, <br>FRN, 4.644%, <br>06/02/28<br>| 1100 | &nbsp;&nbsp;1107380 |
| TOTAL CANADA | TOTAL CANADA |  | &nbsp;&nbsp;74553638 |

---

------

**DFA COMMODITY STRATEGY PORTFOLIO**

CONTINUED

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Face**<br>**Amount^**<br>| **Value†** |
|  |  | **(000)** |  |
| FRANCE — (0.7%) | FRANCE — (0.7%) | FRANCE — (0.7%) | FRANCE — (0.7%) |
| Credit Agricole SA | Credit Agricole SA |  |  |
| (r)Ω | &nbsp;&nbsp;&nbsp;&nbsp;SOFR + 0.870%, <br>FRN, 4.560%, <br>03/11/27<br>| 7250 | &nbsp;&nbsp;7281518 |
| GERMANY — (1.2%) | GERMANY — (1.2%) | GERMANY — (1.2%) | GERMANY — (1.2%) |
| BMW U.S. Capital LLC | BMW U.S. Capital LLC |  |  |
| (r)Ω | &nbsp;&nbsp;&nbsp;&nbsp;SOFR + 0.550%, <br>FRN, 4.225%, <br>04/02/26<br>| 2000 | &nbsp;&nbsp;$2001275 |
| (r)Ω | &nbsp;&nbsp;&nbsp;&nbsp;SOFR + 0.710%, <br>FRN, 4.512%, <br>08/11/27<br>| 2143 | &nbsp;&nbsp;2149353 |
| &nbsp;&nbsp;&nbsp;&nbsp;Daimler Truck Finance <br>North America LLC, <br>SOFR + 0.840%, FRN | &nbsp;&nbsp;&nbsp;&nbsp;Daimler Truck Finance <br>North America LLC, <br>SOFR + 0.840%, FRN |  |  |
| (r)Ω | 4.506%, 01/13/28 | 4830 | &nbsp;&nbsp;4835441 |
| &nbsp;&nbsp;&nbsp;&nbsp;Mercedes-Benz Finance <br>North America LLC, <br>SOFR + 0.930%, FRN | &nbsp;&nbsp;&nbsp;&nbsp;Mercedes-Benz Finance <br>North America LLC, <br>SOFR + 0.930%, FRN |  |  |
| (r)Ω | 4.606%, 03/31/28 | 1600 | &nbsp;&nbsp;1608000 |
| &nbsp;&nbsp;&nbsp;&nbsp;Volkswagen Group of <br>America Finance LLC, <br>SOFR + 0.830%, FRN | &nbsp;&nbsp;&nbsp;&nbsp;Volkswagen Group of <br>America Finance LLC, <br>SOFR + 0.830%, FRN |  |  |
| (r)Ω | 4.511%, 03/20/26 | 1700 | &nbsp;&nbsp;1700787 |
| TOTAL GERMANY | TOTAL GERMANY |  | &nbsp;&nbsp;12294856 |
| ITALY — (0.5%) | ITALY — (0.5%) | ITALY — (0.5%) | ITALY — (0.5%) |
| &nbsp;&nbsp;&nbsp;&nbsp;Republic of Italy Government <br>International Bonds | &nbsp;&nbsp;&nbsp;&nbsp;Republic of Italy Government <br>International Bonds |  |  |
|  | 1.250%, 02/17/26 | 5640 | &nbsp;&nbsp;5632922 |
| JAPAN — (2.0%) | JAPAN — (2.0%) | JAPAN — (2.0%) | JAPAN — (2.0%) |
| NTT Finance Corp. | NTT Finance Corp. |  |  |
| Ω | 1.162%, 04/03/26 | 1600 | &nbsp;&nbsp;1592052 |
| (r)Ω | &nbsp;&nbsp;&nbsp;&nbsp;SOFR + 1.080%, <br>FRN, 4.738%, <br>07/16/28<br>| 8250 | &nbsp;&nbsp;8333427 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sumitomo Mitsui Financial <br>Group, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;Sumitomo Mitsui Financial <br>Group, Inc. |  |  |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp;SOFR + 1.300%, <br>FRN, 4.958%, <br>07/13/26<br>| 208 | &nbsp;&nbsp;208942 |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp;SOFR + 0.880%, <br>FRN, 4.538%, <br>01/14/27<br>| 1657 | &nbsp;&nbsp;1665726 |
| Sumitomo Mitsui Trust Bank Ltd. | Sumitomo Mitsui Trust Bank Ltd. |  |  |
| (r)Ω | &nbsp;&nbsp;&nbsp;&nbsp;SOFR + 1.120%, <br>FRN, 4.830%, <br>03/09/26<br>| 4500 | &nbsp;&nbsp;4504095 |
| (r)Ω | &nbsp;&nbsp;&nbsp;&nbsp;SOFR + 1.150%, <br>FRN, 4.839%, <br>09/14/26<br>| 1750 | &nbsp;&nbsp;1758581 |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  |  | **Face**<br>**Amount^**<br>| **Value†** |
|  |  |  | **(000)** |  |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |
| (r)Ω | &nbsp;&nbsp;&nbsp;&nbsp;SOFR + 0.980%, <br>FRN, 4.686%, <br>09/10/27<br>|  | 3000 | &nbsp;&nbsp;$3028140 |
| TOTAL JAPAN | TOTAL JAPAN |  |  | &nbsp;&nbsp;21090963 |
| NETHERLANDS — (1.3%) | NETHERLANDS — (1.3%) | NETHERLANDS — (1.3%) | NETHERLANDS — (1.3%) | NETHERLANDS — (1.3%) |
| &nbsp;&nbsp;&nbsp;&nbsp;ABN AMRO Bank NV, <br>SOFR + 0.750%, FRN | &nbsp;&nbsp;&nbsp;&nbsp;ABN AMRO Bank NV, <br>SOFR + 0.750%, FRN |  |  |  |
| (r)Ω | 4.416%, 07/07/28 |  | 5000 | &nbsp;&nbsp;5022741 |
| Cooperatieve Rabobank UA | Cooperatieve Rabobank UA | Cooperatieve Rabobank UA |  |  |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp;SOFR + 0.600%, <br>FRN, 4.266%, <br>01/21/28<br>|  | 5700 | &nbsp;&nbsp;5724072 |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp;SOFR + 0.590%, <br>FRN, 4.256%, <br>10/17/28<br>|  | 2600 | &nbsp;&nbsp;2610013 |
| TOTAL NETHERLANDS | TOTAL NETHERLANDS |  |  | &nbsp;&nbsp;13356826 |
| NEW ZEALAND — (5.1%) | NEW ZEALAND — (5.1%) | NEW ZEALAND — (5.1%) | NEW ZEALAND — (5.1%) | NEW ZEALAND — (5.1%) |
| &nbsp;&nbsp;&nbsp;&nbsp;New Zealand Government <br>Bonds | &nbsp;&nbsp;&nbsp;&nbsp;New Zealand Government <br>Bonds |  |  |  |
|  | 0.250%, 05/15/28 | NZD | 48000 | &nbsp;&nbsp;26947101 |
| &nbsp;&nbsp;&nbsp;&nbsp;New Zealand Local <br>Government Funding <br>Agency Bonds | &nbsp;&nbsp;&nbsp;&nbsp;New Zealand Local <br>Government Funding <br>Agency Bonds |  |  |  |
|  | 2.250%, 05/15/28 | NZD | 45000 | &nbsp;&nbsp;26334401 |
| TOTAL NEW ZEALAND | TOTAL NEW ZEALAND |  |  | &nbsp;&nbsp;53281502 |
| SINGAPORE — (2.1%) | SINGAPORE — (2.1%) | SINGAPORE — (2.1%) | SINGAPORE — (2.1%) | SINGAPORE — (2.1%) |
| &nbsp;&nbsp;&nbsp;&nbsp;DBS Group Holdings Ltd., <br>SOFR + 0.600%, FRN | &nbsp;&nbsp;&nbsp;&nbsp;DBS Group Holdings Ltd., <br>SOFR + 0.600%, FRN |  |  |  |
| (r)Ω | 4.278%, 03/21/28 |  | 20000 | &nbsp;&nbsp;20065912 |
| &nbsp;&nbsp;&nbsp;&nbsp;Temasek Financial I Ltd., <br>SOFR + 0.380%, FRN | &nbsp;&nbsp;&nbsp;&nbsp;Temasek Financial I Ltd., <br>SOFR + 0.380%, FRN |  |  |  |
| (r)Ω | 4.165%, 08/20/27 |  | 1640 | &nbsp;&nbsp;1641140 |
| TOTAL SINGAPORE | TOTAL SINGAPORE |  |  | &nbsp;&nbsp;21707052 |
| SUPRANATIONAL ORGANIZATION OBLIGATIONS — (6.2%) | SUPRANATIONAL ORGANIZATION OBLIGATIONS — (6.2%) | SUPRANATIONAL ORGANIZATION OBLIGATIONS — (6.2%) | SUPRANATIONAL ORGANIZATION OBLIGATIONS — (6.2%) | SUPRANATIONAL ORGANIZATION OBLIGATIONS — (6.2%) |
| African Development Bank | African Development Bank |  |  |  |
|  | 3.350%, 08/08/28 | AUD | 2800 | &nbsp;&nbsp;1891365 |
| Asian Development Bank | Asian Development Bank | Asian Development Bank |  |  |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp;SOFR + 1.000%, <br>FRN, 4.677%, <br>04/06/27<br>|  | 835 | &nbsp;&nbsp;842261 |
|  | 1.125%, 02/10/28 | NZD | 1500 | &nbsp;&nbsp;863470 |
|  | 4.875%, 06/29/28 | NZD | 4000 | &nbsp;&nbsp;2482128 |
| &nbsp;&nbsp;&nbsp;&nbsp;European Bank for <br>Reconstruction & <br>Development, SOFR + <br>0.330%, FRN | &nbsp;&nbsp;&nbsp;&nbsp;European Bank for <br>Reconstruction & <br>Development, SOFR + <br>0.330%, FRN |  |  |  |
| (r) | 4.116%, 02/20/28 |  | 10000 | &nbsp;&nbsp;10008694 |

---

------

**DFA COMMODITY STRATEGY PORTFOLIO**

CONTINUED

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  |  | **Face**<br>**Amount^**<br>| **Value†** |
|  |  |  | **(000)** |  |
| &nbsp;&nbsp;&nbsp;&nbsp;SUPRANATIONAL ORGANIZATION OBLIGATIONS — <br>(Continued) | &nbsp;&nbsp;&nbsp;&nbsp;SUPRANATIONAL ORGANIZATION OBLIGATIONS — <br>(Continued) | &nbsp;&nbsp;&nbsp;&nbsp;SUPRANATIONAL ORGANIZATION OBLIGATIONS — <br>(Continued) | &nbsp;&nbsp;&nbsp;&nbsp;SUPRANATIONAL ORGANIZATION OBLIGATIONS — <br>(Continued) | &nbsp;&nbsp;&nbsp;&nbsp;SUPRANATIONAL ORGANIZATION OBLIGATIONS — <br>(Continued) |
| &nbsp;&nbsp;&nbsp;&nbsp;Inter-American Development <br>Bank | &nbsp;&nbsp;&nbsp;&nbsp;Inter-American Development <br>Bank | &nbsp;&nbsp;&nbsp;&nbsp;Inter-American Development <br>Bank |  |  |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp;SOFR + 0.350%, <br>FRN, 4.030%, <br>10/04/27<br>|  | 22000 | &nbsp;&nbsp;$22032623 |
|  | 1.000%, 08/04/28 | AUD | 2760 | &nbsp;&nbsp;1762407 |
| &nbsp;&nbsp;&nbsp;&nbsp;International Bank for <br>Reconstruction & <br>Development | &nbsp;&nbsp;&nbsp;&nbsp;International Bank for <br>Reconstruction & <br>Development | &nbsp;&nbsp;&nbsp;&nbsp;International Bank for <br>Reconstruction & <br>Development |  |  |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp;SOFR + 0.270%, <br>FRN, 3.963%, <br>06/15/27<br>|  | 16000 | &nbsp;&nbsp;16008434 |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp;SOFR + 0.430%, <br>FRN, 4.220%, <br>08/19/27<br>|  | 7368 | &nbsp;&nbsp;7400567 |
|  | 1.625%, 05/10/28 | NZD | 2900 | &nbsp;&nbsp;1676826 |
| &nbsp;&nbsp;&nbsp;&nbsp;TOTAL SUPRANATIONAL <br>ORGANIZATION <br>OBLIGATIONS | &nbsp;&nbsp;&nbsp;&nbsp;TOTAL SUPRANATIONAL <br>ORGANIZATION <br>OBLIGATIONS |  |  | &nbsp;&nbsp;64968775 |
| SWEDEN — (0.5%) | SWEDEN — (0.5%) | SWEDEN — (0.5%) | SWEDEN — (0.5%) | SWEDEN — (0.5%) |
| Svenska Handelsbanken AB | Svenska Handelsbanken AB | Svenska Handelsbanken AB |  |  |
| (r)Ω | &nbsp;&nbsp;&nbsp;&nbsp;SOFR + 1.250%, <br>FRN, 4.934%, <br>06/15/26<br>|  | 5000 | &nbsp;&nbsp;5019965 |
| SWITZERLAND — (0.3%) | SWITZERLAND — (0.3%) | SWITZERLAND — (0.3%) | SWITZERLAND — (0.3%) | SWITZERLAND — (0.3%) |
| UBS Group AG | UBS Group AG | UBS Group AG |  |  |
| Ω | 4.125%, 04/15/26 |  | 3000 | &nbsp;&nbsp;3001791 |
| UNITED KINGDOM — (1.7%) | UNITED KINGDOM — (1.7%) | UNITED KINGDOM — (1.7%) | UNITED KINGDOM — (1.7%) | UNITED KINGDOM — (1.7%) |
| &nbsp;&nbsp;&nbsp;&nbsp;BAT International Finance <br>PLC | &nbsp;&nbsp;&nbsp;&nbsp;BAT International Finance <br>PLC |  |  |  |
|  | 1.668%, 03/25/26 |  | 476 | &nbsp;&nbsp;474412 |
| &nbsp;&nbsp;&nbsp;&nbsp;GlaxoSmithKline Capital <br>PLC, SOFR + 0.500%, <br>FRN | &nbsp;&nbsp;&nbsp;&nbsp;GlaxoSmithKline Capital <br>PLC, SOFR + 0.500%, <br>FRN |  |  |  |
| (r) | 4.187%, 03/12/27 |  | 3350 | &nbsp;&nbsp;3362081 |
| LSEG Finance PLC | LSEG Finance PLC |  |  |  |
| Ω | 1.375%, 04/06/26 |  | 1800 | &nbsp;&nbsp;1792153 |
| &nbsp;&nbsp;&nbsp;&nbsp;NatWest Markets PLC, <br>SOFR + 0.950%, FRN | &nbsp;&nbsp;&nbsp;&nbsp;NatWest Markets PLC, <br>SOFR + 0.950%, FRN |  |  |  |
| (r)Ω | 4.631%, 03/21/28 |  | 9000 | &nbsp;&nbsp;9064874 |
| Standard Chartered PLC | Standard Chartered PLC |  |  |  |
| Ω | 4.050%, 04/12/26 |  | 3000 | &nbsp;&nbsp;2998050 |
| &nbsp;&nbsp;&nbsp;&nbsp;TOTAL UNITED <br>KINGDOM | &nbsp;&nbsp;&nbsp;&nbsp;TOTAL UNITED <br>KINGDOM |  |  | &nbsp;&nbsp;17691570 |
| UNITED STATES — (23.2%) | UNITED STATES — (23.2%) | UNITED STATES — (23.2%) | UNITED STATES — (23.2%) | UNITED STATES — (23.2%) |
| 7-Eleven, Inc. | 7-Eleven, Inc. |  |  |  |
|  | 0.950%, 02/10/26 |  | 130 | &nbsp;&nbsp;129908 |
| Altria Group, Inc. | Altria Group, Inc. |  |  |  |
|  | 4.400%, 02/14/26 |  | 900 | &nbsp;&nbsp;899833 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Face**<br>**Amount^**<br>| **Value†** |
|  |  | **(000)** |  |
| UNITED STATES — (Continued) | UNITED STATES — (Continued) | UNITED STATES — (Continued) | UNITED STATES — (Continued) |
| American Honda Finance Corp. | American Honda Finance Corp. |  |  |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp;SOFR + 0.720%, <br>FRN, 4.395%, <br>10/05/26<br>| 1055 | &nbsp;&nbsp;$1057764 |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp;SOFR + 0.770%, <br>FRN, 4.457%, <br>03/12/27<br>| 440 | &nbsp;&nbsp;440865 |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp;SOFR + 0.650%, <br>FRN, 4.421%, <br>11/19/27<br>| 900 | &nbsp;&nbsp;901377 |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp;SOFR + 0.820%, <br>FRN, 4.539%, <br>03/03/28<br>| 2500 | &nbsp;&nbsp;2505371 |
| American Tower Corp. | American Tower Corp. |  |  |
|  | 4.400%, 02/15/26 | 5151 | &nbsp;&nbsp;5150676 |
|  | 1.600%, 04/15/26 | 340 | &nbsp;&nbsp;338390 |
| &nbsp;&nbsp;&nbsp;&nbsp;Amphenol Corp., SOFR + <br>0.530%, FRN | &nbsp;&nbsp;&nbsp;&nbsp;Amphenol Corp., SOFR + <br>0.530%, FRN |  |  |
| (r) | 4.330%, 11/15/27 | 1098 | &nbsp;&nbsp;1100687 |
| Boardwalk Pipelines LP | Boardwalk Pipelines LP |  |  |
|  | 5.950%, 06/01/26 | 398 | &nbsp;&nbsp;398715 |
| Boeing Co. | Boeing Co. |  |  |
|  | 3.100%, 05/01/26 | 5000 | &nbsp;&nbsp;4987798 |
| Boston Properties LP | Boston Properties LP |  |  |
|  | 3.650%, 02/01/26 | 2117 | &nbsp;&nbsp;2117000 |
| &nbsp;&nbsp;&nbsp;&nbsp;Brixmor Operating <br>Partnership LP | &nbsp;&nbsp;&nbsp;&nbsp;Brixmor Operating <br>Partnership LP |  |  |
|  | 4.125%, 06/15/26 | 2607 | &nbsp;&nbsp;2607236 |
| &nbsp;&nbsp;&nbsp;&nbsp;Broadridge Financial <br>Solutions, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;Broadridge Financial <br>Solutions, Inc. |  |  |
|  | 3.400%, 06/27/26 | 70 | &nbsp;&nbsp;69777 |
| &nbsp;&nbsp;&nbsp;&nbsp;Cargill, Inc., SOFR + <br>0.610%, FRN | &nbsp;&nbsp;&nbsp;&nbsp;Cargill, Inc., SOFR + <br>0.610%, FRN |  |  |
| (r)Ω | 4.414%, 02/11/28 | 3500 | &nbsp;&nbsp;3507535 |
| &nbsp;&nbsp;&nbsp;&nbsp;Caterpillar Financial Services <br>Corp. | &nbsp;&nbsp;&nbsp;&nbsp;Caterpillar Financial Services <br>Corp. |  |  |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp;SOFR + 0.690%, <br>FRN, 4.356%, <br>10/16/26<br>| 6500 | &nbsp;&nbsp;6524549 |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp;SOFR + 0.520%, <br>FRN, 4.309%, <br>05/14/27<br>| 1066 | &nbsp;&nbsp;1071424 |
| &nbsp;&nbsp;&nbsp;&nbsp;Charles Schwab Corp., <br>SOFR + 0.520%, FRN | &nbsp;&nbsp;&nbsp;&nbsp;Charles Schwab Corp., <br>SOFR + 0.520%, FRN |  |  |
| (r) | 4.314%, 05/13/26 | 7200 | &nbsp;&nbsp;7204446 |
| &nbsp;&nbsp;&nbsp;&nbsp;Chevron USA, Inc., SOFR <br>+ 0.470%, FRN | &nbsp;&nbsp;&nbsp;&nbsp;Chevron USA, Inc., SOFR <br>+ 0.470%, FRN |  |  |
| (r) | 4.219%, 02/26/28 | 14178 | &nbsp;&nbsp;14233867 |
| Cigna Group | Cigna Group |  |  |
|  | 1.250%, 03/15/26 | 2502 | &nbsp;&nbsp;2494232 |
| &nbsp;&nbsp;&nbsp;&nbsp;Citibank NA, SOFR + <br>0.781%, FRN | &nbsp;&nbsp;&nbsp;&nbsp;Citibank NA, SOFR + <br>0.781%, FRN |  |  |
| (r) | 4.515%, 05/29/27 | 1000 | &nbsp;&nbsp;1004610 |

---

------

**DFA COMMODITY STRATEGY PORTFOLIO**

CONTINUED

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Face**<br>**Amount^**<br>| **Value†** |
|  |  | **(000)** |  |
| UNITED STATES — (Continued) | UNITED STATES — (Continued) | UNITED STATES — (Continued) | UNITED STATES — (Continued) |
| &nbsp;&nbsp;&nbsp;&nbsp;Consolidated Edison Co. of <br>New York, Inc., SOFR + <br>0.520%, FRN | &nbsp;&nbsp;&nbsp;&nbsp;Consolidated Edison Co. of <br>New York, Inc., SOFR + <br>0.520%, FRN |  |  |
| (r) | 4.302%, 11/18/27 | 7600 | &nbsp;&nbsp;$7615899 |
| &nbsp;&nbsp;&nbsp;&nbsp;COPT Defense <br>Properties LP | &nbsp;&nbsp;&nbsp;&nbsp;COPT Defense <br>Properties LP |  |  |
|  | 2.250%, 03/15/26 | 6348 | &nbsp;&nbsp;6334218 |
| Crown Castle, Inc. | Crown Castle, Inc. |  |  |
|  | 4.450%, 02/15/26 | 578 | &nbsp;&nbsp;577977 |
|  | 3.700%, 06/15/26 | 252 | &nbsp;&nbsp;251582 |
| CVS Health Corp. | CVS Health Corp. |  |  |
|  | 5.000%, 02/20/26 | 5100 | &nbsp;&nbsp;5101140 |
|  | 2.875%, 06/01/26 | 2700 | &nbsp;&nbsp;2690003 |
| eBay, Inc. | eBay, Inc. |  |  |
|  | 1.400%, 05/10/26 | 1000 | &nbsp;&nbsp;993348 |
| Elevance Health, Inc. | Elevance Health, Inc. |  |  |
|  | 1.500%, 03/15/26 | 760 | &nbsp;&nbsp;757807 |
| Energy Transfer LP | Energy Transfer LP |  |  |
|  | 3.900%, 07/15/26 | 1500 | &nbsp;&nbsp;1499650 |
| Equinix, Inc. | Equinix, Inc. |  |  |
|  | 1.450%, 05/15/26 | 370 | &nbsp;&nbsp;367308 |
| Essex Portfolio LP | Essex Portfolio LP |  |  |
|  | 3.375%, 04/15/26 | 460 | &nbsp;&nbsp;459367 |
| Eversource Energy | Eversource Energy |  |  |
|  | 3.350%, 03/15/26 | 200 | &nbsp;&nbsp;199832 |
| FedEx Corp. | FedEx Corp. |  |  |
|  | 3.250%, 04/01/26 | 1000 | &nbsp;&nbsp;998777 |
| Fortive Corp. | Fortive Corp. |  |  |
|  | 3.150%, 06/15/26 | 1700 | &nbsp;&nbsp;1693797 |
| &nbsp;&nbsp;&nbsp;&nbsp;General Electric Co., <br>TSFR3M + 0.642%, <br>FRN | &nbsp;&nbsp;&nbsp;&nbsp;General Electric Co., <br>TSFR3M + 0.642%, <br>FRN |  |  |
| (r) | 4.542%, 05/05/26 | 6714 | &nbsp;&nbsp;6720983 |
| &nbsp;&nbsp;&nbsp;&nbsp;General Motors Financial <br>Co., Inc., SOFR + <br>1.350%, FRN | &nbsp;&nbsp;&nbsp;&nbsp;General Motors Financial <br>Co., Inc., SOFR + <br>1.350%, FRN |  |  |
| (r) | 5.159%, 05/08/27 | 1600 | &nbsp;&nbsp;1610749 |
| Global Payments, Inc. | Global Payments, Inc. |  |  |
|  | 1.200%, 03/01/26 | 590 | &nbsp;&nbsp;588692 |
| &nbsp;&nbsp;&nbsp;&nbsp;HCA, Inc., SOFR + <br>0.870%, FRN | &nbsp;&nbsp;&nbsp;&nbsp;HCA, Inc., SOFR + <br>0.870%, FRN |  |  |
| (r) | 4.612%, 03/01/28 | 1500 | &nbsp;&nbsp;1506013 |
| &nbsp;&nbsp;&nbsp;&nbsp;Hewlett Packard Enterprise <br>Co., SOFR + 0.960%, <br>FRN | &nbsp;&nbsp;&nbsp;&nbsp;Hewlett Packard Enterprise <br>Co., SOFR + 0.960%, <br>FRN |  |  |
| #(r) | 4.644%, 09/15/28 | 7500 | &nbsp;&nbsp;7529056 |
| Highmark, Inc. | Highmark, Inc. |  |  |
| Ω | 1.450%, 05/10/26 | 500 | &nbsp;&nbsp;495629 |
| HSBC USA, Inc. | HSBC USA, Inc. |  |  |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp;SOFR + 0.960%, <br>FRN, 4.673%, <br>03/04/27<br>| 2250 | &nbsp;&nbsp;2261700 |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp;SOFR + 0.970%, <br>FRN, 4.689%, <br>06/03/28<br>| 7000 | &nbsp;&nbsp;7055528 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Face**<br>**Amount^**<br>| **Value†** |
|  |  | **(000)** |  |
| UNITED STATES — (Continued) | UNITED STATES — (Continued) | UNITED STATES — (Continued) | UNITED STATES — (Continued) |
| Intel Corp. | Intel Corp. |  |  |
|  | 4.875%, 02/10/26 | 5890 | &nbsp;&nbsp;$5890353 |
| Jabil, Inc. | Jabil, Inc. |  |  |
|  | 1.700%, 04/15/26 | 2159 | &nbsp;&nbsp;2149040 |
| John Deere Capital Corp. | John Deere Capital Corp. |  |  |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp;SOFR + 0.440%, <br>FRN, 4.159%, <br>03/06/26<br>| 2500 | &nbsp;&nbsp;2500737 |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp;SOFR + 0.500%, <br>FRN, 4.219%, <br>03/06/28<br>| 7000 | &nbsp;&nbsp;7029744 |
| &nbsp;&nbsp;&nbsp;&nbsp;JPMorgan Chase Bank <br>NA, SOFR + 1.000%, <br>FRN | &nbsp;&nbsp;&nbsp;&nbsp;JPMorgan Chase Bank <br>NA, SOFR + 1.000%, <br>FRN |  |  |
| (r) | 4.706%, 12/08/26 | 5250 | &nbsp;&nbsp;5277888 |
| Keurig Dr. Pepper, Inc. | Keurig Dr. Pepper, Inc. |  |  |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp;SOFR + 0.580%, <br>FRN, 4.366%, <br>11/15/26<br>| 1500 | &nbsp;&nbsp;1500682 |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp;SOFR + 0.880%, <br>FRN, 4.564%, <br>03/15/27<br>| 567 | &nbsp;&nbsp;567933 |
| Kraft Heinz Foods Co. | Kraft Heinz Foods Co. |  |  |
|  | 3.000%, 06/01/26 | 2500 | &nbsp;&nbsp;2491904 |
| Kroger Co. | Kroger Co. |  |  |
|  | 3.500%, 02/01/26 | 36 | &nbsp;&nbsp;36000 |
| Marriott International, Inc. | Marriott International, Inc. |  |  |
|  | 5.450%, 09/15/26 | 1000 | &nbsp;&nbsp;1007999 |
| &nbsp;&nbsp;&nbsp;&nbsp;Mastercard, Inc., SOFR + <br>0.440%, FRN | &nbsp;&nbsp;&nbsp;&nbsp;Mastercard, Inc., SOFR + <br>0.440%, FRN |  |  |
| (r) | 4.124%, 03/15/28 | 5100 | &nbsp;&nbsp;5110482 |
| MPLX LP | MPLX LP |  |  |
|  | 1.750%, 03/01/26 | 2500 | &nbsp;&nbsp;2495408 |
| &nbsp;&nbsp;&nbsp;&nbsp;National Rural Utilities <br>Cooperative Finance <br>Corp., SOFR + 0.820%, <br>FRN | &nbsp;&nbsp;&nbsp;&nbsp;National Rural Utilities <br>Cooperative Finance <br>Corp., SOFR + 0.820%, <br>FRN |  |  |
| (r) | 4.504%, 09/16/27 | 750 | &nbsp;&nbsp;754855 |
| &nbsp;&nbsp;&nbsp;&nbsp;National Securities <br>Clearing Corp., SOFR + <br>0.570%, FRN | &nbsp;&nbsp;&nbsp;&nbsp;National Securities <br>Clearing Corp., SOFR + <br>0.570%, FRN |  |  |
| (r)Ω | 4.337%, 05/20/27 | 3750 | &nbsp;&nbsp;3767737 |
| &nbsp;&nbsp;&nbsp;&nbsp;Novartis Capital Corp., <br>SOFR + 0.520%, FRN | &nbsp;&nbsp;&nbsp;&nbsp;Novartis Capital Corp., <br>SOFR + 0.520%, FRN |  |  |
| (r) | 4.339%, 11/05/28 | 3900 | &nbsp;&nbsp;3920840 |
| &nbsp;&nbsp;&nbsp;&nbsp;Old Republic International <br>Corp. | &nbsp;&nbsp;&nbsp;&nbsp;Old Republic International <br>Corp. |  |  |
|  | 3.875%, 08/26/26 | 4065 | &nbsp;&nbsp;4061968 |
| &nbsp;&nbsp;&nbsp;&nbsp;PayPal Holdings, Inc., <br>SOFR + 0.670%, FRN | &nbsp;&nbsp;&nbsp;&nbsp;PayPal Holdings, Inc., <br>SOFR + 0.670%, FRN |  |  |
| (r) | 4.376%, 03/06/28 | 5623 | &nbsp;&nbsp;5640006 |
| &nbsp;&nbsp;&nbsp;&nbsp;Penske Truck Leasing Co. <br>LP/PTL Finance Corp. | &nbsp;&nbsp;&nbsp;&nbsp;Penske Truck Leasing Co. <br>LP/PTL Finance Corp. |  |  |
| Ω | 1.700%, 06/15/26 | 5600 | &nbsp;&nbsp;5552630 |

---

------

**DFA COMMODITY STRATEGY PORTFOLIO**

CONTINUED

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Face**<br>**Amount^**<br>| **Value†** |
|  |  | **(000)** |  |
| UNITED STATES — (Continued) | UNITED STATES — (Continued) | UNITED STATES — (Continued) | UNITED STATES — (Continued) |
| &nbsp;&nbsp;&nbsp;&nbsp;PepsiCo, Inc., SOFR + <br>0.400%, FRN | &nbsp;&nbsp;&nbsp;&nbsp;PepsiCo, Inc., SOFR + <br>0.400%, FRN |  |  |
| (r) | 4.194%, 02/13/26 | 3020 | &nbsp;&nbsp;$3020308 |
| Prudential Financial, Inc. | Prudential Financial, Inc. |  |  |
|  | 1.500%, 03/10/26 | 220 | &nbsp;&nbsp;219478 |
| &nbsp;&nbsp;&nbsp;&nbsp;Public Storage Operating <br>Co., SOFR + 0.700%, <br>FRN | &nbsp;&nbsp;&nbsp;&nbsp;Public Storage Operating <br>Co., SOFR + 0.700%, <br>FRN |  |  |
| (r) | 4.366%, 04/16/27 | 10100 | &nbsp;&nbsp;10134842 |
| &nbsp;&nbsp;&nbsp;&nbsp;Reinsurance Group of <br>America, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;Reinsurance Group of <br>America, Inc. |  |  |
| # | 3.950%, 09/15/26 | 5000 | &nbsp;&nbsp;5000986 |
| RTX Corp. | RTX Corp. |  |  |
|  | 5.000%, 02/27/26 | 665 | &nbsp;&nbsp;665147 |
| Sempra | Sempra |  |  |
|  | 5.400%, 08/01/26 | 100 | &nbsp;&nbsp;100580 |
| &nbsp;&nbsp;&nbsp;&nbsp;Southwestern Electric <br>Power Co. | &nbsp;&nbsp;&nbsp;&nbsp;Southwestern Electric <br>Power Co. |  |  |
|  | 1.650%, 03/15/26 | 4650 | &nbsp;&nbsp;4637446 |
| &nbsp;&nbsp;&nbsp;&nbsp;Stanley Black & Decker, <br>Inc. | &nbsp;&nbsp;&nbsp;&nbsp;Stanley Black & Decker, <br>Inc. |  |  |
|  | 3.400%, 03/01/26 | 2998 | &nbsp;&nbsp;2996435 |
| Tanger Properties LP | Tanger Properties LP |  |  |
|  | 3.125%, 09/01/26 | 4000 | &nbsp;&nbsp;3973857 |
| T-Mobile USA, Inc. | T-Mobile USA, Inc. |  |  |
|  | 1.500%, 02/15/26 | 4917 | &nbsp;&nbsp;4911438 |
| Toyota Motor Credit Corp. | Toyota Motor Credit Corp. |  |  |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp;SOFR + 0.890%, <br>FRN, 4.672%, <br>05/18/26<br>| 1800 | &nbsp;&nbsp;1803871 |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp;SOFR + 0.650%, <br>FRN, 4.332%, <br>03/19/27<br>| 7900 | &nbsp;&nbsp;7933355 |
| Utah Acquisition Sub, Inc. | Utah Acquisition Sub, Inc. |  |  |
|  | 3.950%, 06/15/26 | 7400 | &nbsp;&nbsp;7392960 |
| Vontier Corp. | Vontier Corp. |  |  |
|  | 1.800%, 04/01/26 | 5000 | &nbsp;&nbsp;4978926 |
| WEC Energy Group, Inc. | WEC Energy Group, Inc. |  |  |
|  | 5.600%, 09/12/26 | 1366 | &nbsp;&nbsp;1377831 |
| &nbsp;&nbsp;&nbsp;&nbsp;Wells Fargo Bank NA, <br>SOFR + 1.070%, FRN | &nbsp;&nbsp;&nbsp;&nbsp;Wells Fargo Bank NA, <br>SOFR + 1.070%, FRN |  |  |
| (r) | 4.760%, 12/11/26 | 5930 | &nbsp;&nbsp;5968681 |
| Williams Cos., Inc. | Williams Cos., Inc. |  |  |
|  | 5.400%, 03/02/26 | 800 | &nbsp;&nbsp;801123 |
| TOTAL UNITED STATES | TOTAL UNITED STATES |  | &nbsp;&nbsp;241728585 |
| TOTAL BONDS | TOTAL BONDS |  | &nbsp;&nbsp;617968635 |
| U.S. TREASURY OBLIGATIONS — (19.2%) | U.S. TREASURY OBLIGATIONS — (19.2%) | U.S. TREASURY OBLIGATIONS — (19.2%) | U.S. TREASURY OBLIGATIONS — (19.2%) |
| U.S. Treasury Bills | U.S. Treasury Bills |  |  |
|  | 3.618%, 03/19/26  | 60000 | &nbsp;&nbsp;59727950 |
| ∞ | 3.592%, 04/02/26  | 30000 | &nbsp;&nbsp;29822508 |
| ∞ | 3.759%, 05/14/26  | 68000 | &nbsp;&nbsp;67320354 |
| ∞ | 3.660%, 09/03/26  | 32000 | &nbsp;&nbsp;31352291 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Face**<br>**Amount^**<br>| **Value†** |
|  |  | **(000)** |  |
| U.S. Treasury Notes | U.S. Treasury Notes |  |  |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp;3M USTMMR + <br>0.150%, FRN, <br>3.763%, 04/30/26 <br>| 13000 | &nbsp;&nbsp;$13003011 |
| &nbsp;&nbsp;&nbsp;&nbsp;TOTAL U.S. TREASURY <br>OBLIGATIONS | &nbsp;&nbsp;&nbsp;&nbsp;TOTAL U.S. TREASURY <br>OBLIGATIONS |  | &nbsp;&nbsp;201226114 |
| COMMERCIAL PAPER — (20.9%) | COMMERCIAL PAPER — (20.9%) | COMMERCIAL PAPER — (20.9%) | COMMERCIAL PAPER — (20.9%) |
| AUSTRALIA — (0.1%) | AUSTRALIA — (0.1%) | AUSTRALIA — (0.1%) | AUSTRALIA — (0.1%) |
| Macquarie Group Ltd. | Macquarie Group Ltd. |  |  |
|  | 4.158%, 03/23/26 | 1000 | &nbsp;&nbsp;994406 |
| CANADA — (1.6%) | CANADA — (1.6%) | CANADA — (1.6%) | CANADA — (1.6%) |
| Nutrien Ltd. | Nutrien Ltd. |  |  |
| Ω | 3.847%, 02/24/26 | 5750 | &nbsp;&nbsp;5734519 |
| &nbsp;&nbsp;&nbsp;&nbsp;Rogers Communications, <br>Inc. | &nbsp;&nbsp;&nbsp;&nbsp;Rogers Communications, <br>Inc. |  |  |
| Ω | 4.071%, 03/12/26 | 5000 | &nbsp;&nbsp;4977445 |
| TELUS Corp. | TELUS Corp. |  |  |
| Ω | 4.512%, 02/19/26 | 500 | &nbsp;&nbsp;498838 |
| Ω | 4.330%, 02/25/26 | 500 | &nbsp;&nbsp;498502 |
| Ω | 4.312%, 04/01/26 | 500 | &nbsp;&nbsp;496484 |
| Ω | 4.185%, 06/15/26 | 4500 | &nbsp;&nbsp;4429960 |
| TOTAL CANADA | TOTAL CANADA |  | &nbsp;&nbsp;16635748 |
| FRANCE — (0.7%) | FRANCE — (0.7%) | FRANCE — (0.7%) | FRANCE — (0.7%) |
| TotalEnergies Capital SA | TotalEnergies Capital SA |  |  |
| Ω | 3.944%, 03/31/26 | 7625 | &nbsp;&nbsp;7577725 |
| GERMANY — (0.8%) | GERMANY — (0.8%) | GERMANY — (0.8%) | GERMANY — (0.8%) |
| BASF SE | BASF SE |  |  |
| Ω | 3.829%, 03/25/26 | 2400 | &nbsp;&nbsp;2386508 |
| Ω | 3.839%, 03/31/26 | 5500 | &nbsp;&nbsp;5465625 |
| TOTAL GERMANY | TOTAL GERMANY |  | &nbsp;&nbsp;7852133 |
| ITALY — (0.2%) | ITALY — (0.2%) | ITALY — (0.2%) | ITALY — (0.2%) |
| &nbsp;&nbsp;&nbsp;&nbsp;Intesa Sanpaolo <br>Funding LLC | &nbsp;&nbsp;&nbsp;&nbsp;Intesa Sanpaolo <br>Funding LLC |  |  |
|  | 3.933%, 05/04/26 | 2000 | &nbsp;&nbsp;1978566 |
| SWEDEN — (0.9%) | SWEDEN — (0.9%) | SWEDEN — (0.9%) | SWEDEN — (0.9%) |
| Swedbank AB | Swedbank AB |  |  |
| Ω | 3.789%, 07/22/26 | 10000 | &nbsp;&nbsp;9823183 |
| UNITED STATES — (16.6%) | UNITED STATES — (16.6%) | UNITED STATES — (16.6%) | UNITED STATES — (16.6%) |
| AES Corp. | AES Corp. |  |  |
| Ω | 4.034%, 02/02/26 | 500 | &nbsp;&nbsp;499835 |
| Ω | 4.163%, 03/04/26 | 7500 | &nbsp;&nbsp;7471379 |
| Amcor Finance USA, Inc. | Amcor Finance USA, Inc. |  |  |
| Ω | 3.878%, 02/18/26 | 1250 | &nbsp;&nbsp;1247475 |
| &nbsp;&nbsp;&nbsp;&nbsp;Amcor Flexibles North <br>America, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;Amcor Flexibles North <br>America, Inc. |  |  |
| Ω | 3.875%, 02/11/26 | 6500 | &nbsp;&nbsp;6491520 |
| Avangrid, Inc. | Avangrid, Inc. |  |  |
| Ω | 3.990%, 03/02/26 | 3000 | &nbsp;&nbsp;2990324 |

---

------

**DFA COMMODITY STRATEGY PORTFOLIO**

CONTINUED

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Face**<br>**Amount^**<br>| **Value†** |
|  |  | **(000)** |  |
| UNITED STATES — (Continued) | UNITED STATES — (Continued) | UNITED STATES — (Continued) | UNITED STATES — (Continued) |
| Becton Dickinson & Co. | Becton Dickinson & Co. |  |  |
| Ω | 3.813%, 02/09/26 | 7000 | &nbsp;&nbsp;$6992627 |
| Ω | 3.834%, 02/12/26 | 1000 | &nbsp;&nbsp;998627 |
| Black Hills Corp. | Black Hills Corp. |  |  |
| Ω | 3.961%, 03/11/26 | 5000 | &nbsp;&nbsp;4978500 |
| Boston Properties LP | Boston Properties LP |  |  |
| Ω | 4.043%, 02/19/26 | 3750 | &nbsp;&nbsp;3741890 |
| Cisco Systems, Inc. | Cisco Systems, Inc. |  |  |
| Ω | 3.973%, 02/06/26 | 7000 | &nbsp;&nbsp;6995032 |
| Clorox Co. | Clorox Co. |  |  |
| Ω | 3.867%, 02/24/26 | 1200 | &nbsp;&nbsp;1196795 |
| &nbsp;&nbsp;&nbsp;&nbsp;Credit Agricole Corporate & <br>Investment Bank SA | &nbsp;&nbsp;&nbsp;&nbsp;Credit Agricole Corporate & <br>Investment Bank SA |  |  |
|  | 4.038%, 02/06/26 | 7500 | &nbsp;&nbsp;7494710 |
| Dominion Energy, Inc. | Dominion Energy, Inc. |  |  |
| Ω | 3.824%, 02/06/26 | 6750 | &nbsp;&nbsp;6745065 |
| Ω | 3.824%, 02/11/26 | 1250 | &nbsp;&nbsp;1248425 |
| Duke Energy Corp. | Duke Energy Corp. |  |  |
| Ω | 3.867%, 02/10/26 | 6000 | &nbsp;&nbsp;5993206 |
| Ω | 3.886%, 04/01/26 | 750 | &nbsp;&nbsp;745196 |
| Ω | 3.881%, 04/02/26 | 1250 | &nbsp;&nbsp;1241863 |
| Enbridge U.S., Inc. | Enbridge U.S., Inc. |  |  |
| Ω | 3.866%, 02/09/26 | 7750 | &nbsp;&nbsp;7741837 |
| Ω | 3.845%, 03/04/26 | 1000 | &nbsp;&nbsp;996459 |
| Enel Finance America LLC | Enel Finance America LLC |  |  |
| Ω | 4.187%, 03/06/26 | 750 | &nbsp;&nbsp;747199 |
| Equifax, Inc. | Equifax, Inc. |  |  |
| Ω | 3.897%, 02/17/26 | 1000 | &nbsp;&nbsp;998089 |
| Ω | 3.927%, 03/18/26 | 1800 | &nbsp;&nbsp;1790895 |
| Ω | 3.876%, 03/23/26 | 3000 | &nbsp;&nbsp;2983218 |
| ERP Operating LP | ERP Operating LP |  |  |
| Ω | 4.097%, 02/10/26 | 7750 | &nbsp;&nbsp;7741012 |
| Eversource Energy | Eversource Energy |  |  |
| Ω | 3.904%, 02/10/26 | 5000 | &nbsp;&nbsp;4993940 |
| Ω | 3.905%, 02/23/26 | 1000 | &nbsp;&nbsp;997343 |
| &nbsp;&nbsp;&nbsp;&nbsp;Fidelity National <br>Information Services, <br>Inc. | &nbsp;&nbsp;&nbsp;&nbsp;Fidelity National <br>Information Services, <br>Inc. |  |  |
| Ω | 3.913%, 02/25/26 | 2250 | &nbsp;&nbsp;2243764 |
| &nbsp;&nbsp;&nbsp;&nbsp;General Motors Financial <br>Co., Inc. | &nbsp;&nbsp;&nbsp;&nbsp;General Motors Financial <br>Co., Inc. |  |  |
| Ω | 4.185%, 03/09/26 | 3000 | &nbsp;&nbsp;2987656 |
| Ω | 3.951%, 03/25/26 | 3000 | &nbsp;&nbsp;2982414 |
| Glencore Funding LLC | Glencore Funding LLC |  |  |
| Ω | 3.945%, 02/27/26 | 1000 | &nbsp;&nbsp;996945 |
| &nbsp;&nbsp;&nbsp;&nbsp;Harley-Davidson Financial <br>Services, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;Harley-Davidson Financial <br>Services, Inc. |  |  |
| Ω | 4.408%, 03/03/26 | 250 | &nbsp;&nbsp;249108 |
| Ω | 4.152%, 03/10/26 | 250 | &nbsp;&nbsp;248908 |
| Ω | 4.304%, 03/10/26 | 5700 | &nbsp;&nbsp;5675109 |
| HCA, Inc. | HCA, Inc. |  |  |
| Ω | 4.070%, 02/24/26 | 2000 | &nbsp;&nbsp;1994245 |
| Ω | 4.221%, 02/27/26 | 2750 | &nbsp;&nbsp;2741116 |
| Ω | 4.350%, 04/22/26 | 2000 | &nbsp;&nbsp;1981347 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Face**<br>**Amount^**<br>| **Value†** |
|  |  | **(000)** |  |
| UNITED STATES — (Continued) | UNITED STATES — (Continued) | UNITED STATES — (Continued) | UNITED STATES — (Continued) |
| &nbsp;&nbsp;&nbsp;&nbsp;Honeywell International, <br>Inc. | &nbsp;&nbsp;&nbsp;&nbsp;Honeywell International, <br>Inc. |  |  |
| Ω | 4.038%, 02/10/26 | 3500 | &nbsp;&nbsp;$3495991 |
| Ω | 4.019%, 03/20/26 | 1500 | &nbsp;&nbsp;1492301 |
| Hubbell, Inc. | Hubbell, Inc. |  |  |
| Ω | 3.836%, 02/27/26 | 1750 | &nbsp;&nbsp;1744816 |
| Keurig Dr. Pepper, Inc. | Keurig Dr. Pepper, Inc. |  |  |
| Ω | 3.926%, 02/13/26 | 5000 | &nbsp;&nbsp;4992665 |
| Ω | 3.917%, 02/24/26 | 750 | &nbsp;&nbsp;748002 |
| Lseg U.S. Fin Corp. | Lseg U.S. Fin Corp. |  |  |
|  | 3.991%, 03/17/26 | 6000 | &nbsp;&nbsp;5970529 |
|  | 3.899%, 04/21/26 | 1000 | &nbsp;&nbsp;991406 |
| Marriott International, Inc. | Marriott International, Inc. |  |  |
| Ω | 3.887%, 03/20/26 | 700 | &nbsp;&nbsp;696309 |
| McCormick & Co., Inc. | McCormick & Co., Inc. |  |  |
| Ω | 3.882%, 02/27/26 | 3500 | &nbsp;&nbsp;3489507 |
| &nbsp;&nbsp;&nbsp;&nbsp;National Securities <br>Clearing Corp. | &nbsp;&nbsp;&nbsp;&nbsp;National Securities <br>Clearing Corp. |  |  |
| Ω | 3.987%, 02/17/26 | 9000 | &nbsp;&nbsp;8983489 |
| &nbsp;&nbsp;&nbsp;&nbsp;NextEra Energy Capital <br>Holdings, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;NextEra Energy Capital <br>Holdings, Inc. |  |  |
| Ω | 3.885%, 03/10/26 | 2250 | &nbsp;&nbsp;2240569 |
| Ovintiv, Inc. | Ovintiv, Inc. |  |  |
|  | 4.170%, 02/19/26 | 3500 | &nbsp;&nbsp;3491896 |
|  | 4.276%, 02/20/26 | 2000 | &nbsp;&nbsp;1995131 |
|  | 4.169%, 02/25/26 | 1000 | &nbsp;&nbsp;996971 |
| &nbsp;&nbsp;&nbsp;&nbsp;Philip Morris International, <br>Inc. | &nbsp;&nbsp;&nbsp;&nbsp;Philip Morris International, <br>Inc. |  |  |
| Ω | 3.840%, 02/27/26 | 4200 | &nbsp;&nbsp;4187969 |
| &nbsp;&nbsp;&nbsp;&nbsp;Stanley Black & Decker, <br>Inc. | &nbsp;&nbsp;&nbsp;&nbsp;Stanley Black & Decker, <br>Inc. |  |  |
| Ω | 3.916%, 02/23/26 | 3000 | &nbsp;&nbsp;2992102 |
| VW Credit, Inc. | VW Credit, Inc. |  |  |
| Ω | 4.276%, 04/06/26 | 3000 | &nbsp;&nbsp;2978720 |
| Xcel Energy, Inc. | Xcel Energy, Inc. |  |  |
| Ω | 3.893%, 02/13/26 | 3500 | &nbsp;&nbsp;3494818 |
| TOTAL UNITED STATES | TOTAL UNITED STATES |  | &nbsp;&nbsp;173146264 |
| &nbsp;&nbsp;&nbsp;&nbsp;TOTAL COMMERCIAL <br>PAPER<br>(Cost $218,051,459) | &nbsp;&nbsp;&nbsp;&nbsp;TOTAL COMMERCIAL <br>PAPER<br>(Cost $218,051,459) |  | &nbsp;&nbsp;218008025 |
| &nbsp;&nbsp;&nbsp;&nbsp;TOTAL INVESTMENT <br>SECURITIES<br>(Cost $1,034,256,871) | &nbsp;&nbsp;&nbsp;&nbsp;TOTAL INVESTMENT <br>SECURITIES<br>(Cost $1,034,256,871) |  | &nbsp;&nbsp;1039710712 |

---

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

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** |  |
| SECURITIES LENDING COLLATERAL — (0.5%) | SECURITIES LENDING COLLATERAL — (0.5%) | SECURITIES LENDING COLLATERAL — (0.5%) | SECURITIES LENDING COLLATERAL — (0.5%) |
| @§ | &nbsp;&nbsp;&nbsp;&nbsp;The DFA Short Term <br>Investment Fund<br>| 407890 | &nbsp;&nbsp;4718062 |
| TOTAL INVESTMENTS — (100.0%) | TOTAL INVESTMENTS — (100.0%) | TOTAL INVESTMENTS — (100.0%) |  |
| &nbsp;&nbsp;&nbsp;&nbsp;(Cost $1,038,974,933)^^ | &nbsp;&nbsp;&nbsp;&nbsp;(Cost $1,038,974,933)^^ |  | &nbsp;&nbsp;$1044428774 |

---

------

**DFA COMMODITY STRATEGY PORTFOLIO**

CONTINUED

As of January 31, 2026, DFA Commodity Strategy Portfolio had entered into the following forward currency contracts and the net unrealized forward currency gain (loss) is reflected in the accompanying consolidated 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 | 5823589 | AUD | 8663739 | Citibank, N.A. | 02/09/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$(209349)<br>|
| USD | 1666598 | NZD | 2867493 | Royal Bank of Canada | 02/10/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(60372)<br>|
| USD | 28041267 | NZD | 48722673 | Citibank, N.A. | 02/11/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1303434)<br>|
| USD | 26398099 | NZD | 45249845 | Australia and New Zealand Bank | 03/13/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(885235)<br>|
| USD | 57556430 | CAD | 79765482 | Citibank, N.A. | 03/23/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1145340)<br>|
| **Total (Depreciation)** | **Total (Depreciation)** | **Total (Depreciation)** | **Total (Depreciation)** |  |  | &nbsp;&nbsp;&nbsp;&nbsp;**$(3603730)**<br>|

---

As of January 31, 2026, 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;&nbsp;&nbsp;255 | 05/14/26 | &nbsp;&nbsp;&nbsp;&nbsp;$5554856 | &nbsp;&nbsp;&nbsp;&nbsp;$5555813 | &nbsp;&nbsp;&nbsp;&nbsp;$957 |
| CBOT Soybean Futures | &nbsp;&nbsp;&nbsp;&nbsp;103 | 05/14/26 | &nbsp;&nbsp;&nbsp;&nbsp;5571283 | &nbsp;&nbsp;&nbsp;&nbsp;5546550 | &nbsp;&nbsp;&nbsp;&nbsp;(24733)<br>|
| CBOT Soybean Meal Futures | &nbsp;&nbsp;&nbsp;&nbsp;99 | 05/14/26 | &nbsp;&nbsp;&nbsp;&nbsp;2958036 | &nbsp;&nbsp;&nbsp;&nbsp;2945250 | &nbsp;&nbsp;&nbsp;&nbsp;(12786)<br>|
| CBOT Soybean Oil Futures | &nbsp;&nbsp;&nbsp;&nbsp;98 | 05/14/26 | &nbsp;&nbsp;&nbsp;&nbsp;3230831 | &nbsp;&nbsp;&nbsp;&nbsp;3178728 | &nbsp;&nbsp;&nbsp;&nbsp;(52103)<br>|
| CBOT Wheat Futures | &nbsp;&nbsp;&nbsp;&nbsp;108 | 05/14/26 | &nbsp;&nbsp;&nbsp;&nbsp;2889526 | &nbsp;&nbsp;&nbsp;&nbsp;2948400 | &nbsp;&nbsp;&nbsp;&nbsp;58874 |
| CME Lean Hogs Futures | &nbsp;&nbsp;&nbsp;&nbsp;54 | 04/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;2026133 | &nbsp;&nbsp;&nbsp;&nbsp;2055240 | &nbsp;&nbsp;&nbsp;&nbsp;29107 |
| CME Live Cattle Futures | &nbsp;&nbsp;&nbsp;&nbsp;42 | 04/30/26 | &nbsp;&nbsp;&nbsp;&nbsp;3942583 | &nbsp;&nbsp;&nbsp;&nbsp;3978240 | &nbsp;&nbsp;&nbsp;&nbsp;35657 |
| COMEX Copper Futures | &nbsp;&nbsp;&nbsp;&nbsp;45 | 05/27/26 | &nbsp;&nbsp;&nbsp;&nbsp;6669825 | &nbsp;&nbsp;&nbsp;&nbsp;6729750 | &nbsp;&nbsp;&nbsp;&nbsp;59925 |
| COMEX Gold 100 Troy Oz. Futures | &nbsp;&nbsp;&nbsp;&nbsp;34 | 04/28/26 | &nbsp;&nbsp;&nbsp;&nbsp;16098673 | &nbsp;&nbsp;&nbsp;&nbsp;16133340 | &nbsp;&nbsp;&nbsp;&nbsp;34667 |
| COMEX Silver Futures | &nbsp;&nbsp;&nbsp;&nbsp;11 | 05/27/26 | &nbsp;&nbsp;&nbsp;&nbsp;5991030 | &nbsp;&nbsp;&nbsp;&nbsp;4352700 | &nbsp;&nbsp;&nbsp;&nbsp;(1638330)<br>|
| Ice Brent Crude Oil Futures | &nbsp;&nbsp;&nbsp;&nbsp;50 | 05/12/26 | &nbsp;&nbsp;&nbsp;&nbsp;3255024 | &nbsp;&nbsp;&nbsp;&nbsp;3468750 | &nbsp;&nbsp;&nbsp;&nbsp;213726 |
| ICE Brent Crude Oil Futures | &nbsp;&nbsp;&nbsp;&nbsp;143 | 03/31/26 | &nbsp;&nbsp;&nbsp;&nbsp;9259762 | &nbsp;&nbsp;&nbsp;&nbsp;9811230 | &nbsp;&nbsp;&nbsp;&nbsp;551468 |
| KCBT Hard Red Winter Wheat Futures | &nbsp;&nbsp;&nbsp;&nbsp;69 | 05/14/26 | &nbsp;&nbsp;&nbsp;&nbsp;1875723 | &nbsp;&nbsp;&nbsp;&nbsp;1914750 | &nbsp;&nbsp;&nbsp;&nbsp;39027 |
| LME Lead Futures | &nbsp;&nbsp;&nbsp;&nbsp;16 | 03/16/26 | &nbsp;&nbsp;&nbsp;&nbsp;795311 | &nbsp;&nbsp;&nbsp;&nbsp;796448 | &nbsp;&nbsp;&nbsp;&nbsp;1137 |
| LME Lead Futures | &nbsp;&nbsp;&nbsp;&nbsp;19 | 05/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;965295 | &nbsp;&nbsp;&nbsp;&nbsp;960179 | &nbsp;&nbsp;&nbsp;&nbsp;(5116)<br>|
| LME Nickel Futures | &nbsp;&nbsp;&nbsp;&nbsp;21 | 03/16/26 | &nbsp;&nbsp;&nbsp;&nbsp;1894144 | &nbsp;&nbsp;&nbsp;&nbsp;2249214 | &nbsp;&nbsp;&nbsp;&nbsp;355070 |
| LME Nickel Futures | &nbsp;&nbsp;&nbsp;&nbsp;21 | 05/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;2299441 | &nbsp;&nbsp;&nbsp;&nbsp;2267068 | &nbsp;&nbsp;&nbsp;&nbsp;(32373)<br>|
| LME Primary Aluminum Futures | &nbsp;&nbsp;&nbsp;&nbsp;55 | 03/16/26 | &nbsp;&nbsp;&nbsp;&nbsp;3926839 | &nbsp;&nbsp;&nbsp;&nbsp;4314626 | &nbsp;&nbsp;&nbsp;&nbsp;387787 |
| LME Primary Aluminum Futures | &nbsp;&nbsp;&nbsp;&nbsp;53 | 05/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;4258528 | &nbsp;&nbsp;&nbsp;&nbsp;4168516 | &nbsp;&nbsp;&nbsp;&nbsp;(90012)<br>|
| LME Zinc Futures | &nbsp;&nbsp;&nbsp;&nbsp;27 | 03/16/26 | &nbsp;&nbsp;&nbsp;&nbsp;2046904 | &nbsp;&nbsp;&nbsp;&nbsp;2303033 | &nbsp;&nbsp;&nbsp;&nbsp;256129 |
| LME Zinc Futures | &nbsp;&nbsp;&nbsp;&nbsp;29 | 05/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;2433515 | &nbsp;&nbsp;&nbsp;&nbsp;2466646 | &nbsp;&nbsp;&nbsp;&nbsp;33131 |
| Nybot Csc 'c' Coffee Futures | &nbsp;&nbsp;&nbsp;&nbsp;21 | 05/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;2707034 | &nbsp;&nbsp;&nbsp;&nbsp;2483381 | &nbsp;&nbsp;&nbsp;&nbsp;(223653)<br>|
| NYBOT CSC Cocoa Futures | &nbsp;&nbsp;&nbsp;&nbsp;30 | 05/13/26 | &nbsp;&nbsp;&nbsp;&nbsp;1264220 | &nbsp;&nbsp;&nbsp;&nbsp;1267800 | &nbsp;&nbsp;&nbsp;&nbsp;3580 |
| Nybot Csc No. 11 World Sugar Futures | &nbsp;&nbsp;&nbsp;&nbsp;181 | 04/30/26 | &nbsp;&nbsp;&nbsp;&nbsp;2916659 | &nbsp;&nbsp;&nbsp;&nbsp;2805645 | &nbsp;&nbsp;&nbsp;&nbsp;(111014)<br>|
| NYBOT CTN No. 2 Cotton Futures | &nbsp;&nbsp;&nbsp;&nbsp;51 | 05/06/26 | &nbsp;&nbsp;&nbsp;&nbsp;1668039 | &nbsp;&nbsp;&nbsp;&nbsp;1655715 | &nbsp;&nbsp;&nbsp;&nbsp;(12324)<br>|
| NYMEX Henry Hub Natural Gas Futures | &nbsp;&nbsp;&nbsp;&nbsp;254 | 04/28/26 | &nbsp;&nbsp;&nbsp;&nbsp;9257704 | &nbsp;&nbsp;&nbsp;&nbsp;10180320 | &nbsp;&nbsp;&nbsp;&nbsp;922616 |
| NYMEX Light Sweet Crude Oil Futures | &nbsp;&nbsp;&nbsp;&nbsp;122 | 04/21/26 | &nbsp;&nbsp;&nbsp;&nbsp;7539919 | &nbsp;&nbsp;&nbsp;&nbsp;7847040 | &nbsp;&nbsp;&nbsp;&nbsp;307121 |
| NYMEX NY Harbor ULSD Futures | &nbsp;&nbsp;&nbsp;&nbsp;26 | 04/30/26 | &nbsp;&nbsp;&nbsp;&nbsp;2472700 | &nbsp;&nbsp;&nbsp;&nbsp;2575045 | &nbsp;&nbsp;&nbsp;&nbsp;102345 |
| NYMEX Reformulated Gasoline Blend Futures | &nbsp;&nbsp;&nbsp;&nbsp;31 | 04/30/26 | &nbsp;&nbsp;&nbsp;&nbsp;2747644 | &nbsp;&nbsp;&nbsp;&nbsp;2832762 | &nbsp;&nbsp;&nbsp;&nbsp;85118 |
| **Total** |  |  | &nbsp;&nbsp;**$118517181** | &nbsp;&nbsp;**$119792179** | &nbsp;&nbsp;**$1274998** |
| **Short Position contracts:** |  |  |  |  |  |
| LME Lead Futures | &nbsp;&nbsp;&nbsp;&nbsp;(16)<br>| 03/16/26 | &nbsp;&nbsp;&nbsp;&nbsp;(791876)<br>| &nbsp;&nbsp;&nbsp;&nbsp;(796448)<br>| &nbsp;&nbsp;&nbsp;&nbsp;(4572)<br>|
| LME Nickel Futures | &nbsp;&nbsp;&nbsp;&nbsp;(21)<br>| 03/16/26 | &nbsp;&nbsp;&nbsp;&nbsp;(2064030)<br>| &nbsp;&nbsp;&nbsp;&nbsp;(2249215)<br>| &nbsp;&nbsp;&nbsp;&nbsp;(185185)<br>|
| LME Primary Aluminum Futures | &nbsp;&nbsp;&nbsp;&nbsp;(55)<br>| 03/16/26 | &nbsp;&nbsp;&nbsp;&nbsp;(4160430)<br>| &nbsp;&nbsp;&nbsp;&nbsp;(4314627)<br>| &nbsp;&nbsp;&nbsp;&nbsp;(154197)<br>|
| LME Zinc Futures | &nbsp;&nbsp;&nbsp;&nbsp;(27)<br>| 03/16/26 | &nbsp;&nbsp;&nbsp;&nbsp;(2153436)<br>| &nbsp;&nbsp;&nbsp;&nbsp;(2303032)<br>| &nbsp;&nbsp;&nbsp;&nbsp;(149596)<br>|
| **Total** |  |  | &nbsp;&nbsp;**$(9169772)**<br>| &nbsp;&nbsp;**$(9663322)**<br>| &nbsp;&nbsp;**$(493550)**<br>|
| **Total Futures Contracts** |  |  | &nbsp;&nbsp;**$109347409** | &nbsp;&nbsp;**$110128857** | &nbsp;&nbsp;**$781448** |

---

------

**DFA COMMODITY STRATEGY PORTFOLIO**

CONTINUED

As of January 31, 2026, 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 | 100626210 | 3 Month USD <br>UST 13-Week <br>Bill High <br>Discount Rate <br>plus 0.18%<br>| 04/28/26 |  |  | $(805016)<br>| $(805016)<br>|
| BNP <br>ENHADYNC <br>Custom <br>Strategy (2)<br>| BNP Paribas | USD | 102863018 | 3 Month USD <br>UST 13-Week <br>Bill High <br>Discount Rate <br>plus 0.14%<br>| 04/28/26 |  |  | (843384)<br>| (843384)<br>|
| BofA Merrill <br>Lynch <br>Commodity <br>MLBXPPDM <br>Total Return <br>Index (3)<br>| Bank of America <br>Corp.<br>| USD | 111663168 | 3 Month USD <br>UST 13-Week <br>Bill High <br>Discount Rate <br>plus 0.14%<br>| 02/24/26 |  |  | 1255851 | 1255851 |
| BofA Merrill <br>Lynch Total <br>Return <br>Index (4)<br>| Bank of America <br>Corp.<br>| USD | 126265344 | 3 Month USD <br>UST 13-Week <br>Bill High <br>Discount Rate <br>plus 0.18%<br>| 02/24/26 |  |  | 1582056 | 1582056 |
| Citi <br>Commodities <br>Pre-Roll RS <br>Total Return <br>Index (5)<br>| Citibank, N.A. | USD | 130541629 | 3 Month USD <br>UST 13-Week <br>Bill High <br>Discount Rate <br>plus 0.18%<br>| 03/27/26 |  |  | (3164299)<br>| (3164299)<br>|
| Citi Custom <br>CIVICS H <br>Total Return <br>Index (6)<br>| Citibank, N.A. | USD | 46019244 | 3 Month USD <br>UST 13-Week <br>Bill High <br>Discount Rate <br>plus 0.14%<br>| 03/27/26 |  |  | (1115732)<br>| (1115732)<br>|
| RBC <br>Custom <br>RBCADM0T <br>Total Return <br>Index (7)<br>| Royal Bank of <br>Canada<br>| USD | 127337997 | 3 Month USD <br>UST 13-Week <br>Bill High <br>Discount Rate <br>plus 0.14%<br>| 02/25/26 |  |  | (1866130)<br>| (1866130)<br>|
| RBC <br>Custom <br>RBCADMDT <br>Total Return <br>Index (8)<br>| Royal Bank of <br>Canada<br>| USD | 117960784 | 3 Month USD <br>UST 13-Week <br>Bill High <br>Discount Rate <br>plus 0.18%<br>| 02/25/26 |  |  | (1701060)<br>| (1701060)<br>|
| UBS <br>UBSIB190 <br>Custom <br>Strategy (9)<br>| UBS AG | USD | 245090890 | 3 Month USD <br>UST 13-Week <br>Bill High <br>Discount Rate <br>plus 0.14%<br>| 04/27/26 |  |  | (5942030)<br>| (5942030)<br>|
| **Total** |  |  |  |  |  | **—** | **—** | **$(12599744)**<br>| **$(12599744)**<br>|

---

\*

Portfolio receives the price appreciation of the reference entity at maturity.

\*\*\*

Payments received (paid) by the Fund are exchanged at maturity.

------

**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;(1) The following table represents the individual positions within the Total Return Swap as of January 31, 2026:

**Referenced Commodity — Long Position** 

---

| | | |
|:---|:---|:---|
| **Futures Contract** | **% of Index** | **Notional Amount** |
| CBOT Soybean Oil Futures | 2.82% | $2837427 |
| CBOT Corn Futures | 4.89% | 4921736 |
| ICE Cocoa Futures | 0.89% | 890705 |
| NYMEX Light Sweet Crude Oil Futures | 7.09% | 7130134 |
| ICE Brent Crude Oil Futures | 8.80% | 8853271 |
| NYBOT CTN No. 2 Cotton Futures | 1.15% | 1154662 |
| COMEX Gold 100 Troy Oz. Futures | 14.56% | 14658598 |
| COMEX Copper Futures | 4.73% | 4759076 |
| NYMEX NY Harbor ULSD Futures | 2.92% | 2934171 |
| NYBOT CSC 'C' Coffee Futures | 2.84% | 2860946 |
| KCBT Hard Red Winter Wheat Futures | 1.35% | 1360230 |
| LME Primary Aluminum Futures | 3.72% | 3741878 |
| CME Live Cattle Futures | 4.29% | 4314002 |
| CME Lean Hogs Futures | 2.24% | 2252019 |
| LME Lead Futures | 0.68% | 683415 |
| LME Nickel Futures | 2.05% | 2065198 |
| LME Zinc Futures | 2.19% | 2204623 |
| NYMEX Henry Hub Natural Gas Futures | 10.89% | 10967300 |
| ICE Gasoil Futures | 3.83% | 3849410 |
| CBOT Soybean Futures | 3.93% | 3958567 |
| NYBOT CSC No. 11 World Sugar Futures | 3.10% | 3117192 |
| COMEX Silver Futures | 3.67% | 3694885 |
| CBOT Soybean Meal Futures | 2.61% | 2625362 |
| CBOT Wheat Futures | 2.07% | 2086578 |
| NYMEX Reformulated Gasoline Blend Futures | 2.69% | 2704825 |
| **Total Notional Amount** |  | **$100626210** |

---

&nbsp;&nbsp;&nbsp;&nbsp;(2) The following table represents the individual positions within the Total Return Swap as of January 31, 2026:

**Referenced Commodity — Long Position** 

---

| | | |
|:---|:---|:---|
| **Futures Contract** | **% of Index** | **Notional Amount** |
| CBOT Soybean Oil Futures | 2.89% | $2973515 |
| CBOT Corn Futures | 5.03% | 5178992 |
| ICE Cocoa Futures | 1.14% | 1175974 |
| NYMEX Light Sweet Crude Oil Futures | 7.13% | 7338050 |
| ICE Brent Crude Oil Futures | 8.93% | 9188164 |
| NYBOT CTN No. 2 Cotton Futures | 1.49% | 1533836 |
| COMEX Gold 100 Troy Oz. Futures | 14.80% | 15213092 |
| COMEX Copper Futures | 6.06% | 6237242 |
| NYMEX NY Harbor ULSD Futures | 2.35% | 2421954 |
| NYBOT CSC 'C' Coffee Futures | 2.29% | 2351262 |
| KCBT Hard Red Winter Wheat Futures | 1.75% | 1796422 |
| LME Primary Aluminum Futures | 3.78% | 3890633 |
| CME Live Cattle Futures | 3.64% | 3741494 |
| CME Lean Hogs Futures | 1.86% | 1916856 |
| LME Lead Futures | 0.87% | 897932 |
| LME Nickel Futures | 2.10% | 2156793 |
| LME Zinc Futures | 2.26% | 2325039 |
| NYMEX Henry Hub Natural Gas Futures | 9.25% | 9512267 |
| ICE Gasoil Futures | 3.13% | 3220870 |
| CBOT Soybean Futures | 5.05% | 5191898 |
| NYBOT CSC No. 11 World Sugar Futures | 2.55% | 2619053 |
| COMEX Silver Futures | 3.75% | 3862317 |
| CBOT Soybean Meal Futures | 2.67% | 2744660 |

---

------

**DFA COMMODITY STRATEGY PORTFOLIO**

CONTINUED

---

| | | |
|:---|:---|:---|
| **Futures Contract** | **% of Index** | **Notional Amount** |
| CBOT Wheat Futures | 2.68% | 2755450 |
| NYMEX Reformulated Gasoline Blend Futures | 2.55% | 2619253 |
| **Total Notional Amount** |  | **$102863018** |

---

&nbsp;&nbsp;&nbsp;&nbsp;(3) The following table represents the individual positions within the Total Return Swap as of January 31, 2026:

**Referenced Commodity — Long Position** 

---

| | | |
|:---|:---|:---|
| **Futures Contract** | **% of Index** | **Notional Amount** |
| CBOT Soybean Oil Futures | 2.89% | $3227906 |
| CBOT Corn Futures | 5.03% | 5622066 |
| ICE Cocoa Futures | 1.14% | 1276581 |
| NYMEX Light Sweet Crude Oil Futures | 7.13% | 7965836 |
| ICE Brent Crude Oil Futures | 8.93% | 9974231 |
| NYBOT CTN No. 2 Cotton Futures | 1.49% | 1665059 |
| COMEX Gold 100 Troy Oz. Futures | 14.80% | 16514605 |
| COMEX Copper Futures | 6.06% | 6770852 |
| NYMEX NY Harbor ULSD Futures | 2.35% | 2629157 |
| NYBOT CSC 'C' Coffee Futures | 2.29% | 2552417 |
| KCBT Hard Red Winter Wheat Futures | 1.75% | 1950109 |
| LME Primary Aluminum Futures | 3.78% | 4223485 |
| CME Live Cattle Futures | 3.64% | 4061587 |
| CME Lean Hogs Futures | 1.86% | 2080848 |
| LME Lead Futures | 0.87% | 974752 |
| LME Nickel Futures | 2.10% | 2341311 |
| LME Zinc Futures | 2.26% | 2523951 |
| NYMEX Henry Hub Natural Gas Futures | 9.25% | 10326060 |
| ICE Gasoil Futures | 3.13% | 3496422 |
| CBOT Soybean Futures | 5.05% | 5636076 |
| NYBOT CSC No. 11 World Sugar Futures | 2.55% | 2843119 |
| COMEX Silver Futures | 3.75% | 4192746 |
| CBOT Soybean Meal Futures | 2.67% | 2979472 |
| CBOT Wheat Futures | 2.68% | 2991184 |
| NYMEX Reformulated Gasoline Blend Futures | 2.55% | 2843336 |
| **Total Notional Amount** |  | **$111663168** |

---

&nbsp;&nbsp;&nbsp;&nbsp;(4) The following table represents the individual positions within the Total Return Swap as of January 31, 2026:

**Referenced Commodity — Long Position** 

---

| | | |
|:---|:---|:---|
| **Futures Contract** | **% of Index** | **Notional Amount** |
| CBOT Soybean Oil Futures | 2.82% | $3560392 |
| CBOT Corn Futures | 4.89% | 6175774 |
| ICE Cocoa Futures | 0.89% | 1117652 |
| NYMEX Light Sweet Crude Oil Futures | 7.09% | 8946862 |
| ICE Brent Crude Oil Futures | 8.80% | 11109046 |
| NYBOT CTN No. 2 Cotton Futures | 1.15% | 1448866 |
| COMEX Gold 100 Troy Oz. Futures | 14.56% | 18393545 |
| COMEX Copper Futures | 4.73% | 5971669 |
| NYMEX NY Harbor ULSD Futures | 2.92% | 3681785 |
| NYBOT CSC 'C' Coffee Futures | 2.84% | 3589904 |
| KCBT Hard Red Winter Wheat Futures | 1.35% | 1706811 |
| LME Primary Aluminum Futures | 3.72% | 4695293 |
| CME Live Cattle Futures | 4.29% | 5413192 |
| CME Lean Hogs Futures | 2.24% | 2825824 |
| LME Lead Futures | 0.68% | 857546 |

---

------

**DFA COMMODITY STRATEGY PORTFOLIO**

CONTINUED

---

| | | |
|:---|:---|:---|
| **Futures Contract** | **% of Index** | **Notional Amount** |
| LME Nickel Futures | 2.05% | 2591402 |
| LME Zinc Futures | 2.19% | 2766352 |
| NYMEX Henry Hub Natural Gas Futures | 10.89% | 13761719 |
| ICE Gasoil Futures | 3.83% | 4830224 |
| CBOT Soybean Futures | 3.93% | 4967194 |
| NYBOT CSC No. 11 World Sugar Futures | 3.10% | 3911440 |
| COMEX Silver Futures | 3.67% | 4636326 |
| CBOT Soybean Meal Futures | 2.61% | 3294294 |
| CBOT Wheat Futures | 2.07% | 2618229 |
| NYMEX Reformulated Gasoline Blend Futures | 2.69% | 3394003 |
| **Total Notional Amount** |  | **$126265344** |

---

&nbsp;&nbsp;&nbsp;&nbsp;(5) The following table represents the individual positions within the Total Return Swap as of January 31, 2026:

**Referenced Commodity — Long Position** 

---

| | | |
|:---|:---|:---|
| **Futures Contract** | **% of Index** | **Notional Amount** |
| CBOT Soybean Oil Futures | 2.82% | $3680973 |
| CBOT Corn Futures | 4.89% | 6384932 |
| ICE Cocoa Futures | 0.89% | 1155504 |
| NYMEX Light Sweet Crude Oil Futures | 7.09% | 9249869 |
| ICE Brent Crude Oil Futures | 8.80% | 11485281 |
| NYBOT CTN No. 2 Cotton Futures | 1.15% | 1497935 |
| COMEX Gold 100 Troy Oz. Futures | 14.56% | 19016489 |
| COMEX Copper Futures | 4.73% | 6173914 |
| NYMEX NY Harbor ULSD Futures | 2.92% | 3806478 |
| NYBOT CSC 'C' Coffee Futures | 2.84% | 3711484 |
| KCBT Hard Red Winter Wheat Futures | 1.35% | 1764616 |
| LME Primary Aluminum Futures | 3.72% | 4854311 |
| CME Live Cattle Futures | 4.29% | 5596523 |
| CME Lean Hogs Futures | 2.24% | 2921528 |
| LME Lead Futures | 0.68% | 886589 |
| LME Nickel Futures | 2.05% | 2679166 |
| LME Zinc Futures | 2.19% | 2860041 |
| NYMEX Henry Hub Natural Gas Futures | 10.89% | 14227795 |
| ICE Gasoil Futures | 3.83% | 4993811 |
| CBOT Soybean Futures | 3.93% | 5135420 |
| NYBOT CSC No. 11 World Sugar Futures | 3.10% | 4043910 |
| COMEX Silver Futures | 3.67% | 4793346 |
| CBOT Soybean Meal Futures | 2.61% | 3405863 |
| CBOT Wheat Futures | 2.07% | 2706902 |
| NYMEX Reformulated Gasoline Blend Futures | 2.69% | 3508949 |
| **Total Notional Amount** |  | **$130541629** |

---

&nbsp;&nbsp;&nbsp;&nbsp;(6) The following table represents the individual positions within the Total Return Swap as of January 31, 2026:

**Referenced Commodity — Long Position** 

---

| | | |
|:---|:---|:---|
| **Futures Contract** | **% of Index** | **Notional Amount** |
| CBOT Soybean Oil Futures | 2.89% | $1330302 |
| CBOT Corn Futures | 5.03% | 2316997 |
| ICE Cocoa Futures | 1.14% | 526112 |
| NYMEX Light Sweet Crude Oil Futures | 7.13% | 3282925 |
| ICE Brent Crude Oil Futures | 8.93% | 4110636 |
| NYBOT CTN No. 2 Cotton Futures | 1.49% | 686213 |
| COMEX Gold 100 Troy Oz. Futures | 14.80% | 6806090 |

---

------

**DFA COMMODITY STRATEGY PORTFOLIO**

CONTINUED

---

| | | |
|:---|:---|:---|
| **Futures Contract** | **% of Index** | **Notional Amount** |
| COMEX Copper Futures | 6.06% | 2790441 |
| NYMEX NY Harbor ULSD Futures | 2.35% | 1083543 |
| NYBOT CSC 'C' Coffee Futures | 2.29% | 1051916 |
| KCBT Hard Red Winter Wheat Futures | 1.75% | 803690 |
| LME Primary Aluminum Futures | 3.78% | 1740606 |
| CME Live Cattle Futures | 3.64% | 1673884 |
| CME Lean Hogs Futures | 1.86% | 857570 |
| LME Lead Futures | 0.87% | 401720 |
| LME Nickel Futures | 2.10% | 964914 |
| LME Zinc Futures | 2.26% | 1040185 |
| NYMEX Henry Hub Natural Gas Futures | 9.25% | 4255633 |
| ICE Gasoil Futures | 3.13% | 1440965 |
| CBOT Soybean Futures | 5.05% | 2322771 |
| NYBOT CSC No. 11 World Sugar Futures | 2.55% | 1171722 |
| COMEX Silver Futures | 3.75% | 1727938 |
| CBOT Soybean Meal Futures | 2.67% | 1227916 |
| CBOT Wheat Futures | 2.68% | 1232744 |
| NYMEX Reformulated Gasoline Blend Futures | 2.55% | 1171811 |
| **Total Notional Amount** |  | **$46019244** |

---

&nbsp;&nbsp;&nbsp;&nbsp;(7) The following table represents the individual positions within the Total Return Swap as of January 31, 2026:

**Referenced Commodity — Long Position** 

---

| | | |
|:---|:---|:---|
| **Futures Contract** | **% of Index** | **Notional Amount** |
| CBOT Soybean Oil Futures | 2.89% | $3681026 |
| CBOT Corn Futures | 5.03% | 6411269 |
| ICE Cocoa Futures | 1.14% | 1455783 |
| NYMEX Light Sweet Crude Oil Futures | 7.13% | 9084048 |
| ICE Brent Crude Oil Futures | 8.93% | 11374374 |
| NYBOT CTN No. 2 Cotton Futures | 1.49% | 1898793 |
| COMEX Gold 100 Troy Oz. Futures | 14.80% | 18832858 |
| COMEX Copper Futures | 6.06% | 7721317 |
| NYMEX NY Harbor ULSD Futures | 2.35% | 2998228 |
| NYBOT CSC 'C' Coffee Futures | 2.29% | 2910715 |
| KCBT Hard Red Winter Wheat Futures | 1.75% | 2223858 |
| LME Primary Aluminum Futures | 3.78% | 4816361 |
| CME Live Cattle Futures | 3.64% | 4631736 |
| CME Lean Hogs Futures | 1.86% | 2372949 |
| LME Lead Futures | 0.87% | 1111584 |
| LME Nickel Futures | 2.10% | 2669975 |
| LME Zinc Futures | 2.26% | 2878254 |
| NYMEX Henry Hub Natural Gas Futures | 9.25% | 11775591 |
| ICE Gasoil Futures | 3.13% | 3987236 |
| CBOT Soybean Futures | 5.05% | 6427246 |
| NYBOT CSC No. 11 World Sugar Futures | 2.55% | 3242224 |
| COMEX Silver Futures | 3.75% | 4781307 |
| CBOT Soybean Meal Futures | 2.67% | 3397718 |
| CBOT Wheat Futures | 2.68% | 3411075 |
| NYMEX Reformulated Gasoline Blend Futures | 2.55% | 3242472 |
| **Total Notional Amount** |  | **$127337997** |

---

------

**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;(8) The following table represents the individual positions within the Total Return Swap as of January 31, 2026:

**Referenced Commodity — Long Position** 

---

| | | |
|:---|:---|:---|
| **Futures Contract** | **% of Index** | **Notional Amount** |
| CBOT Soybean Oil Futures | 2.82% | $3326223 |
| CBOT Corn Futures | 4.89% | 5769589 |
| ICE Cocoa Futures | 0.89% | 1044144 |
| NYMEX Light Sweet Crude Oil Futures | 7.09% | 8358420 |
| ICE Brent Crude Oil Futures | 8.80% | 10378396 |
| NYBOT CTN No. 2 Cotton Futures | 1.15% | 1353573 |
| COMEX Gold 100 Troy Oz. Futures | 14.56% | 17183789 |
| COMEX Copper Futures | 4.73% | 5578908 |
| NYMEX NY Harbor ULSD Futures | 2.92% | 3439632 |
| NYBOT CSC 'C' Coffee Futures | 2.84% | 3353793 |
| KCBT Hard Red Winter Wheat Futures | 1.35% | 1594553 |
| LME Primary Aluminum Futures | 3.72% | 4386480 |
| CME Live Cattle Futures | 4.29% | 5057162 |
| CME Lean Hogs Futures | 2.24% | 2639968 |
| LME Lead Futures | 0.68% | 801145 |
| LME Nickel Futures | 2.05% | 2420963 |
| LME Zinc Futures | 2.19% | 2584407 |
| NYMEX Henry Hub Natural Gas Futures | 10.89% | 12856602 |
| ICE Gasoil Futures | 3.83% | 4512537 |
| CBOT Soybean Futures | 3.93% | 4640498 |
| NYBOT CSC No. 11 World Sugar Futures | 3.10% | 3654182 |
| COMEX Silver Futures | 3.67% | 4331391 |
| CBOT Soybean Meal Futures | 2.61% | 3077626 |
| CBOT Wheat Futures | 2.07% | 2446026 |
| NYMEX Reformulated Gasoline Blend Futures | 2.69% | 3170777 |
| **Total Notional Amount** |  | **$117960784** |

---

&nbsp;&nbsp;&nbsp;&nbsp;(9) The following table represents the individual positions within the Total Return Swap as of January 31, 2026:

**Referenced Commodity — Long Position** 

---

| | | |
|:---|:---|:---|
| **Futures Contract** | **% of Index** | **Notional Amount** |
| CBOT Soybean Oil Futures | 2.89% | $7084971 |
| CBOT Corn Futures | 5.03% | 12339943 |
| ICE Cocoa Futures | 1.14% | 2801985 |
| NYMEX Light Sweet Crude Oil Futures | 7.13% | 17484314 |
| ICE Brent Crude Oil Futures | 8.93% | 21892566 |
| NYBOT CTN No. 2 Cotton Futures | 1.49% | 3654659 |
| COMEX Gold 100 Troy Oz. Futures | 14.80% | 36248110 |
| COMEX Copper Futures | 6.06% | 14861427 |
| NYMEX NY Harbor ULSD Futures | 2.35% | 5770770 |
| NYBOT CSC 'C' Coffee Futures | 2.29% | 5602332 |
| KCBT Hard Red Winter Wheat Futures | 1.75% | 4280320 |
| LME Primary Aluminum Futures | 3.78% | 9270180 |
| CME Live Cattle Futures | 3.64% | 8914828 |
| CME Lean Hogs Futures | 1.86% | 4567278 |
| LME Lead Futures | 0.87% | 2139496 |
| LME Nickel Futures | 2.10% | 5138974 |
| LME Zinc Futures | 2.26% | 5539853 |
| NYMEX Henry Hub Natural Gas Futures | 9.25% | 22664799 |
| ICE Gasoil Futures | 3.13% | 7674340 |
| CBOT Soybean Futures | 5.05% | 12370695 |
| NYBOT CSC No. 11 World Sugar Futures | 2.55% | 6240397 |
| COMEX Silver Futures | 3.75% | 9202711 |
| CBOT Soybean Meal Futures | 2.67% | 6539680 |

---

------

**DFA COMMODITY STRATEGY PORTFOLIO**

CONTINUED

---

| | | |
|:---|:---|:---|
| **Futures Contract** | **% of Index** | **Notional Amount** |
| CBOT Wheat Futures | 2.68% | 6565388 |
| NYMEX Reformulated Gasoline Blend Futures | 2.55% | 6240874 |
| **Total Notional Amount** |  | **$245090890** |

---

As of January 31, 2026, the value of Rule 144A securities amounted to $335,082,487 or 27.7% of net assets.

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

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** |
|  | **Level 1** | **Level 2** | **Level 3** | **Total** |
| **Assets** |  |  |  |  |
| Agency Obligations | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;$2507938 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;$2507938 |
| Bonds |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Australia | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;76358672 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;76358672 |
| &nbsp;&nbsp;&nbsp;&nbsp;Canada | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;74553638 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;74553638 |
| &nbsp;&nbsp;&nbsp;&nbsp;France | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;7281518 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;7281518 |
| &nbsp;&nbsp;&nbsp;&nbsp;Germany | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;12294856 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;12294856 |
| &nbsp;&nbsp;&nbsp;&nbsp;Italy | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;5632922 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;5632922 |
| &nbsp;&nbsp;&nbsp;&nbsp;Japan | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;21090963 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;21090963 |
| &nbsp;&nbsp;&nbsp;&nbsp;Netherlands | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;13356826 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;13356826 |
| &nbsp;&nbsp;&nbsp;&nbsp;New Zealand | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;53281502 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;53281502 |
| &nbsp;&nbsp;&nbsp;&nbsp;Singapore | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;21707052 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;21707052 |
| &nbsp;&nbsp;&nbsp;&nbsp;Supranational Organization Obligations | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;64968775 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;64968775 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sweden | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;5019965 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;5019965 |
| &nbsp;&nbsp;&nbsp;&nbsp;Switzerland | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;3001791 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;3001791 |
| &nbsp;&nbsp;&nbsp;&nbsp;United Kingdom | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;17691570 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;17691570 |
| &nbsp;&nbsp;&nbsp;&nbsp;United States | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;241728585 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;241728585 |
| U.S. Treasury Obligations | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;201226114 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;201226114 |
| Commercial Paper | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;218008025 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;218008025 |
| Securities Lending Collateral | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;4718062 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;4718062 |
| Total Investments in Securities | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;$1044428774 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;$1044428774 |
| **Financial Instruments** | **Financial Instruments** |  |  |  |
| **Assets** |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Futures Contracts\*\* | &nbsp;&nbsp;&nbsp;$3477442 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;3477442 |
| &nbsp;&nbsp;&nbsp;&nbsp;Swap Agreements\*\* | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;2837907 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;2837907 |
| **Liabilities** |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Forward Currency Contracts\*\* | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;(3603730) | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;(3603730) |
| &nbsp;&nbsp;&nbsp;&nbsp;Futures Contracts\*\* | &nbsp;&nbsp;&nbsp;(2695994) | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;(2695994) |
| &nbsp;&nbsp;&nbsp;&nbsp;Swap Agreements\*\* | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;(15437651) | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;(15437651) |
| Total Financial Instruments | &nbsp;&nbsp;&nbsp;$781448 | &nbsp;&nbsp;&nbsp;$(16203474) | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;$(15422026) |
| &nbsp;&nbsp;&nbsp;&nbsp;\*\* Valued at the unrealized appreciation/(depreciation) on the investment. | &nbsp;&nbsp;&nbsp;&nbsp;\*\* Valued at the unrealized appreciation/(depreciation) on the investment. | &nbsp;&nbsp;&nbsp;&nbsp;\*\* Valued at the unrealized appreciation/(depreciation) on the investment. | &nbsp;&nbsp;&nbsp;&nbsp;\*\* Valued at the unrealized appreciation/(depreciation) on the investment. | &nbsp;&nbsp;&nbsp;&nbsp;\*\* Valued at the unrealized appreciation/(depreciation) on the investment. |

---

------

**DFA One-Year Fixed Income Portfolio**

**SCHEDULE OF INVESTMENTS**

**January 31, 2026**

**(Unaudited)**

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

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Face**<br>**Amount**<br>| **Value†** |
|  |  | **(000)** |  |
| AGENCY OBLIGATIONS — (0.3%) | AGENCY OBLIGATIONS — (0.3%) | AGENCY OBLIGATIONS — (0.3%) | AGENCY OBLIGATIONS — (0.3%) |
| &nbsp;&nbsp;&nbsp;&nbsp;Federal Farm Credit Banks <br>Funding Corp., SOFR + <br>0.115%, FRN | &nbsp;&nbsp;&nbsp;&nbsp;Federal Farm Credit Banks <br>Funding Corp., SOFR + <br>0.115%, FRN |  |  |
| (r) | 3.765%, 02/10/27 | 16300 | &nbsp;&nbsp;$16313078 |
| BONDS — (21.5%) | BONDS — (21.5%) | BONDS — (21.5%) | BONDS — (21.5%) |
| African Development Bank | African Development Bank |  |  |
|  | 0.875%, 03/23/26 | 9413 | &nbsp;&nbsp;9374823 |
| Asian Development Bank | Asian Development Bank |  |  |
|  | 0.500%, 02/04/26 | 25000 | &nbsp;&nbsp;24995461 |
|  | 1.000%, 04/14/26 | 66472 | &nbsp;&nbsp;66107110 |
| &nbsp;&nbsp;&nbsp;&nbsp;Asian Development Bank, <br>SOFR + 1.000%, FRN | &nbsp;&nbsp;&nbsp;&nbsp;Asian Development Bank, <br>SOFR + 1.000%, FRN |  |  |
| (r) | 4.690%, 06/16/26 | 2503 | &nbsp;&nbsp;2510359 |
| &nbsp;&nbsp;&nbsp;&nbsp;Asian Infrastructure <br>Investment Bank, SOFR <br>+ 0.220%, FRN | &nbsp;&nbsp;&nbsp;&nbsp;Asian Infrastructure <br>Investment Bank, SOFR <br>+ 0.220%, FRN |  |  |
| (r) | 3.885%, 04/15/26 | 25000 | &nbsp;&nbsp;25007000 |
| &nbsp;&nbsp;&nbsp;&nbsp;Australia & New Zealand <br>Banking Group Ltd., <br>SOFR + 0.560%, FRN | &nbsp;&nbsp;&nbsp;&nbsp;Australia & New Zealand <br>Banking Group Ltd., <br>SOFR + 0.560%, FRN |  |  |
| (r)Ω | 4.237%, 03/18/26 | 22007 | &nbsp;&nbsp;22018004 |
| &nbsp;&nbsp;&nbsp;&nbsp;Australia & New Zealand <br>Banking Group Ltd., <br>SOFR + 0.680%, FRN | &nbsp;&nbsp;&nbsp;&nbsp;Australia & New Zealand <br>Banking Group Ltd., <br>SOFR + 0.680%, FRN |  |  |
| (r)Ω | 4.338%, 07/16/27 | 46841 | &nbsp;&nbsp;47085229 |
| (r) | 4.338%, 07/16/27 | 17200 | &nbsp;&nbsp;17289681 |
| &nbsp;&nbsp;&nbsp;&nbsp;Australia & New Zealand <br>Banking Group Ltd., <br>SOFR + 0.810%, FRN | &nbsp;&nbsp;&nbsp;&nbsp;Australia & New Zealand <br>Banking Group Ltd., <br>SOFR + 0.810%, FRN |  |  |
| (r)Ω | 4.468%, 01/18/27 | 8100 | &nbsp;&nbsp;8141869 |
| (r) | 4.468%, 01/18/27 | 3576 | &nbsp;&nbsp;3594484 |
| &nbsp;&nbsp;&nbsp;&nbsp;Bank of England Euro <br>Notes | &nbsp;&nbsp;&nbsp;&nbsp;Bank of England Euro <br>Notes |  |  |
|  | 4.625%, 03/06/26 | 13800 | &nbsp;&nbsp;13813111 |
| CDP Financial, Inc. | CDP Financial, Inc. |  |  |
|  | 4.500%, 02/13/26 | 10447 | &nbsp;&nbsp;10448942 |
| Ω | 1.000%, 05/26/26 | 5000 | &nbsp;&nbsp;4956376 |
| &nbsp;&nbsp;&nbsp;&nbsp;Chevron USA, Inc., SOFR <br>+ 0.360%, FRN | &nbsp;&nbsp;&nbsp;&nbsp;Chevron USA, Inc., SOFR <br>+ 0.360%, FRN |  |  |
| (r) | 4.109%, 02/26/27 | 19870 | &nbsp;&nbsp;19920390 |
| &nbsp;&nbsp;&nbsp;&nbsp;Citibank NA, SOFR + <br>0.781%, FRN | &nbsp;&nbsp;&nbsp;&nbsp;Citibank NA, SOFR + <br>0.781%, FRN |  |  |
| (r) | 4.515%, 05/29/27 | 29541 | &nbsp;&nbsp;29677180 |
| &nbsp;&nbsp;&nbsp;&nbsp;Commonwealth Bank of <br>Australia, SOFR + <br>0.520%, FRN | &nbsp;&nbsp;&nbsp;&nbsp;Commonwealth Bank of <br>Australia, SOFR + <br>0.520%, FRN |  |  |
| (r)Ω | 4.199%, 06/15/26 | 2287 | &nbsp;&nbsp;2289625 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Face**<br>**Amount**<br>| **Value†** |
|  |  | **(000)** |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Cooperatieve Rabobank <br>UA, SOFR + 0.410%, <br>FRN | &nbsp;&nbsp;&nbsp;&nbsp;Cooperatieve Rabobank <br>UA, SOFR + 0.410%, <br>FRN |  |  |
| (r) | 4.076%, 01/14/28 | 30000 | &nbsp;&nbsp;$30017700 |
| &nbsp;&nbsp;&nbsp;&nbsp;Cooperatieve Rabobank <br>UA, SOFR + 0.590%, <br>FRN | &nbsp;&nbsp;&nbsp;&nbsp;Cooperatieve Rabobank <br>UA, SOFR + 0.590%, <br>FRN |  |  |
| (r) | 4.336%, 05/27/27 | 40840 | &nbsp;&nbsp;40993488 |
| &nbsp;&nbsp;&nbsp;&nbsp;Cooperatieve Rabobank <br>UA, SOFR + 0.620%, <br>FRN | &nbsp;&nbsp;&nbsp;&nbsp;Cooperatieve Rabobank <br>UA, SOFR + 0.620%, <br>FRN |  |  |
| (r) | 4.365%, 08/28/26 | 28965 | &nbsp;&nbsp;29026158 |
| &nbsp;&nbsp;&nbsp;&nbsp;CPPIB Capital, Inc., SOFR <br>+ 1.250%, FRN | &nbsp;&nbsp;&nbsp;&nbsp;CPPIB Capital, Inc., SOFR <br>+ 1.250%, FRN |  |  |
| (r) | 4.956%, 03/11/26 | 17975 | &nbsp;&nbsp;17997097 |
| &nbsp;&nbsp;&nbsp;&nbsp;Inter-American <br>Development Bank, <br>SOFR + 0.170%, FRN | &nbsp;&nbsp;&nbsp;&nbsp;Inter-American <br>Development Bank, <br>SOFR + 0.170%, FRN |  |  |
| (r) | 3.860%, 09/16/26 | 800 | &nbsp;&nbsp;800031 |
| &nbsp;&nbsp;&nbsp;&nbsp;Inter-American <br>Development Bank, <br>SOFR + 0.280%, FRN | &nbsp;&nbsp;&nbsp;&nbsp;Inter-American <br>Development Bank, <br>SOFR + 0.280%, FRN |  |  |
| (r) | 3.946%, 04/12/27 | 18220 | &nbsp;&nbsp;18233188 |
| &nbsp;&nbsp;&nbsp;&nbsp;Inter-American <br>Development Bank, <br>SOFR + 0.350%, FRN | &nbsp;&nbsp;&nbsp;&nbsp;Inter-American <br>Development Bank, <br>SOFR + 0.350%, FRN |  |  |
| (r) | 4.030%, 10/04/27 | 46000 | &nbsp;&nbsp;46068212 |
| &nbsp;&nbsp;&nbsp;&nbsp;International Bank for <br>Reconstruction & <br>Development, SOFR + <br>0.280%, FRN | &nbsp;&nbsp;&nbsp;&nbsp;International Bank for <br>Reconstruction & <br>Development, SOFR + <br>0.280%, FRN |  |  |
| (r) | 4.052%, 02/23/27 | 3249 | &nbsp;&nbsp;3253451 |
| (r) | 4.075%, 11/18/27 | 3500 | &nbsp;&nbsp;3502652 |
| &nbsp;&nbsp;&nbsp;&nbsp;International Bank for <br>Reconstruction & <br>Development, SOFR + <br>0.370%, FRN | &nbsp;&nbsp;&nbsp;&nbsp;International Bank for <br>Reconstruction & <br>Development, SOFR + <br>0.370%, FRN |  |  |
| (r) | 4.036%, 01/12/27 | 27400 | &nbsp;&nbsp;27430511 |
| &nbsp;&nbsp;&nbsp;&nbsp;International Finance <br>Corp., SOFR + 0.270%, <br>FRN | &nbsp;&nbsp;&nbsp;&nbsp;International Finance <br>Corp., SOFR + 0.270%, <br>FRN |  |  |
| (r) | 3.937%, 07/30/27 | 77284 | &nbsp;&nbsp;77320565 |
| &nbsp;&nbsp;&nbsp;&nbsp;JPMorgan Chase Bank <br>NA, SOFR + 0.620%, <br>FRN | &nbsp;&nbsp;&nbsp;&nbsp;JPMorgan Chase Bank <br>NA, SOFR + 0.620%, <br>FRN |  |  |
| (r) | 4.286%, 04/29/26 | 10000 | &nbsp;&nbsp;10010225 |
| &nbsp;&nbsp;&nbsp;&nbsp;JPMorgan Chase Bank <br>NA, SOFR + 1.000%, <br>FRN | &nbsp;&nbsp;&nbsp;&nbsp;JPMorgan Chase Bank <br>NA, SOFR + 1.000%, <br>FRN |  |  |
| (r) | 4.706%, 12/08/26 | 2500 | &nbsp;&nbsp;2513280 |

---

------

**DFA One-Year Fixed Income Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Face**<br>**Amount**<br>| **Value†** |
|  |  | **(000)** |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Landeskreditbank <br>Baden-Wuerttemberg <br>Foerderbank | &nbsp;&nbsp;&nbsp;&nbsp;Landeskreditbank <br>Baden-Wuerttemberg <br>Foerderbank |  |  |
|  | 4.875%, 03/09/26 | 44852 | &nbsp;&nbsp;$44890475 |
| &nbsp;&nbsp;&nbsp;&nbsp;Landwirtschaftliche <br>Rentenbank | &nbsp;&nbsp;&nbsp;&nbsp;Landwirtschaftliche <br>Rentenbank |  |  |
|  | 1.750%, 07/27/26 | 11866 | &nbsp;&nbsp;11751771 |
| &nbsp;&nbsp;&nbsp;&nbsp;Macquarie Bank Ltd., <br>SOFR + 0.480%, FRN | &nbsp;&nbsp;&nbsp;&nbsp;Macquarie Bank Ltd., <br>SOFR + 0.480%, FRN |  |  |
| (r)Ω | 4.136%, 02/03/28 | 41400 | &nbsp;&nbsp;41423764 |
| &nbsp;&nbsp;&nbsp;&nbsp;Merck & Co., Inc., SOFR + <br>0.460%, FRN | &nbsp;&nbsp;&nbsp;&nbsp;Merck & Co., Inc., SOFR + <br>0.460%, FRN |  |  |
| #(r) | 4.144%, 09/15/27 | 19100 | &nbsp;&nbsp;19202808 |
| &nbsp;&nbsp;&nbsp;&nbsp;Morgan Stanley Bank NA, <br>SOFR + 1.165%, FRN | &nbsp;&nbsp;&nbsp;&nbsp;Morgan Stanley Bank NA, <br>SOFR + 1.165%, FRN |  |  |
| (r) | 4.831%, 10/30/26 | 3400 | &nbsp;&nbsp;3424696 |
| &nbsp;&nbsp;&nbsp;&nbsp;National Australia Bank <br>Ltd., SOFR + 0.600%, <br>FRN | &nbsp;&nbsp;&nbsp;&nbsp;National Australia Bank <br>Ltd., SOFR + 0.600%, <br>FRN |  |  |
| (r)Ω | 4.257%, 10/26/27 | 5000 | &nbsp;&nbsp;5022757 |
| &nbsp;&nbsp;&nbsp;&nbsp;National Australia Bank <br>Ltd., SOFR + 0.650%, <br>FRN | &nbsp;&nbsp;&nbsp;&nbsp;National Australia Bank <br>Ltd., SOFR + 0.650%, <br>FRN |  |  |
| (r) | 4.308%, 01/12/27 | 2000 | &nbsp;&nbsp;2007674 |
| &nbsp;&nbsp;&nbsp;&nbsp;National Securities <br>Clearing Corp., SOFR + <br>0.570%, FRN | &nbsp;&nbsp;&nbsp;&nbsp;National Securities <br>Clearing Corp., SOFR + <br>0.570%, FRN |  |  |
| (r)Ω | 4.337%, 05/20/27 | 3500 | &nbsp;&nbsp;3516555 |
| OMERS Finance Trust | OMERS Finance Trust |  |  |
|  | 1.100%, 03/26/26 | 67417 | &nbsp;&nbsp;67133555 |
| Province of Quebec | Province of Quebec |  |  |
|  | 2.500%, 04/20/26 | 9380 | &nbsp;&nbsp;9352745 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sanofi SA, SOFR + <br>0.460%, FRN | &nbsp;&nbsp;&nbsp;&nbsp;Sanofi SA, SOFR + <br>0.460%, FRN |  |  |
| (r) | 4.302%, 11/03/27 | 28030 | &nbsp;&nbsp;28146517 |
| Svensk Exportkredit AB | Svensk Exportkredit AB |  |  |
|  | 4.375%, 02/13/26 | 1645 | &nbsp;&nbsp;1645224 |
| &nbsp;&nbsp;&nbsp;&nbsp;Svensk Exportkredit AB, <br>SOFR + 1.000%, FRN | &nbsp;&nbsp;&nbsp;&nbsp;Svensk Exportkredit AB, <br>SOFR + 1.000%, FRN |  |  |
| (r) | 4.863%, 08/03/26 | 3900 | &nbsp;&nbsp;3915893 |
| &nbsp;&nbsp;&nbsp;&nbsp;Svenska Handelsbanken <br>AB, SOFR + 1.250%, <br>FRN | &nbsp;&nbsp;&nbsp;&nbsp;Svenska Handelsbanken <br>AB, SOFR + 1.250%, <br>FRN |  |  |
| (r)Ω | 4.934%, 06/15/26 | 9792 | &nbsp;&nbsp;9831099 |
| &nbsp;&nbsp;&nbsp;&nbsp;Temasek Financial I Ltd., <br>SOFR + 0.380%, FRN | &nbsp;&nbsp;&nbsp;&nbsp;Temasek Financial I Ltd., <br>SOFR + 0.380%, FRN |  |  |
| (r)Ω | 4.165%, 08/20/27 | 18600 | &nbsp;&nbsp;18612932 |
| &nbsp;&nbsp;&nbsp;&nbsp;Walmart, Inc., SOFR + <br>0.430%, FRN | &nbsp;&nbsp;&nbsp;&nbsp;Walmart, Inc., SOFR + <br>0.430%, FRN |  |  |
| (r) | 4.096%, 04/28/27 | 29582 | &nbsp;&nbsp;29712457 |
| &nbsp;&nbsp;&nbsp;&nbsp;Wells Fargo Bank NA, <br>SOFR + 1.070%, FRN | &nbsp;&nbsp;&nbsp;&nbsp;Wells Fargo Bank NA, <br>SOFR + 1.070%, FRN |  |  |
| (r) | 4.760%, 12/11/26 | 3600 | &nbsp;&nbsp;3623482 |
| &nbsp;&nbsp;&nbsp;&nbsp;Westpac Banking Corp., <br>SOFR + 0.420%, FRN | &nbsp;&nbsp;&nbsp;&nbsp;Westpac Banking Corp., <br>SOFR + 0.420%, FRN |  |  |
| (r) | 4.078%, 04/16/26 | 25500 | &nbsp;&nbsp;25515784 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Face**<br>**Amount**<br>| **Value†** |
|  |  | **(000)** |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Westpac Banking Corp., <br>SOFR + 0.460%, FRN | &nbsp;&nbsp;&nbsp;&nbsp;Westpac Banking Corp., <br>SOFR + 0.460%, FRN |  |  |
| (r) | 4.118%, 10/20/26 | 53600 | &nbsp;&nbsp;$53700768 |
| TOTAL BONDS | TOTAL BONDS |  | &nbsp;&nbsp;996827158 |
| U.S. TREASURY OBLIGATIONS — (20.9%) | U.S. TREASURY OBLIGATIONS — (20.9%) | U.S. TREASURY OBLIGATIONS — (20.9%) | U.S. TREASURY OBLIGATIONS — (20.9%) |
| U.S. Treasury Bills | U.S. Treasury Bills |  |  |
| ∞ | 3.821%, 02/26/26 | 15000 | &nbsp;&nbsp;14963817 |
| ∞ | 3.670%, 03/24/26 | 25000 | &nbsp;&nbsp;24873605 |
| &nbsp;&nbsp;&nbsp;&nbsp;U.S. Treasury Notes, 3M <br>USTMMR + 0.098%, <br>FRN | &nbsp;&nbsp;&nbsp;&nbsp;U.S. Treasury Notes, 3M <br>USTMMR + 0.098%, <br>FRN |  |  |
| (r) | 3.711%, 01/31/27 | 83000 | &nbsp;&nbsp;83030765 |
| &nbsp;&nbsp;&nbsp;&nbsp;U.S. Treasury Notes, 3M <br>USTMMR + 0.150%, <br>FRN | &nbsp;&nbsp;&nbsp;&nbsp;U.S. Treasury Notes, 3M <br>USTMMR + 0.150%, <br>FRN |  |  |
| (r) | 3.763%, 04/30/26 | 137542 | &nbsp;&nbsp;137573861 |
| &nbsp;&nbsp;&nbsp;&nbsp;U.S. Treasury Notes, 3M <br>USTMMR + 0.160%, <br>FRN | &nbsp;&nbsp;&nbsp;&nbsp;U.S. Treasury Notes, 3M <br>USTMMR + 0.160%, <br>FRN |  |  |
| (r) | 3.773%, 04/30/27 | 344850 | &nbsp;&nbsp;345282314 |
| &nbsp;&nbsp;&nbsp;&nbsp;U.S. Treasury Notes, 3M <br>USTMMR + 0.190%, <br>FRN | &nbsp;&nbsp;&nbsp;&nbsp;U.S. Treasury Notes, 3M <br>USTMMR + 0.190%, <br>FRN |  |  |
| (r) | 3.803%, 10/31/27 | 233000 | &nbsp;&nbsp;233395033 |
| &nbsp;&nbsp;&nbsp;&nbsp;U.S. Treasury Notes, 3M <br>USTMMR + 0.205%, <br>FRN | &nbsp;&nbsp;&nbsp;&nbsp;U.S. Treasury Notes, 3M <br>USTMMR + 0.205%, <br>FRN |  |  |
| (r) | 3.818%, 10/31/26 | 45000 | &nbsp;&nbsp;45046545 |
| &nbsp;&nbsp;&nbsp;&nbsp;U.S.Treasury Notes, 3M <br>USTMMR + 0.159%, <br>FRN | &nbsp;&nbsp;&nbsp;&nbsp;U.S.Treasury Notes, 3M <br>USTMMR + 0.159%, <br>FRN |  |  |
| (r) | 3.772%, 07/31/27 | 86000 | &nbsp;&nbsp;86102281 |
| &nbsp;&nbsp;&nbsp;&nbsp;TOTAL U.S. TREASURY <br>OBLIGATIONS | &nbsp;&nbsp;&nbsp;&nbsp;TOTAL U.S. TREASURY <br>OBLIGATIONS |  | &nbsp;&nbsp;970268221 |

---

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

---

| | | | |
|:---|:---|:---|:---|
| COMMERCIAL PAPER — (54.3%) | COMMERCIAL PAPER — (54.3%) | COMMERCIAL PAPER — (54.3%) | COMMERCIAL PAPER — (54.3%) |
| Apple, Inc. | Apple, Inc. |  |  |
| Ω | 3.682%, 02/06/26 | 11500 | &nbsp;&nbsp;11491794 |
| &nbsp;&nbsp;&nbsp;&nbsp;Australia & New Zealand <br>Banking Group Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;Australia & New Zealand <br>Banking Group Ltd. |  |  |
| Ω | 3.871%, 04/07/26 | 15000 | &nbsp;&nbsp;14896742 |
| Ω | 3.783%, 07/22/26 | 10000 | &nbsp;&nbsp;9825222 |
| BNG Bank NV | BNG Bank NV |  |  |
| Ω | 3.730%, 04/29/26 | 45000 | &nbsp;&nbsp;44592250 |
| Ω | 3.731%, 04/30/26 | 23000 | &nbsp;&nbsp;22789263 |
| &nbsp;&nbsp;&nbsp;&nbsp;Caisse des Depots et <br>Consignations | &nbsp;&nbsp;&nbsp;&nbsp;Caisse des Depots et <br>Consignations |  |  |
| Ω | 4.069%, 02/10/26 | 10000 | &nbsp;&nbsp;9988826 |
| Ω | 3.921%, 03/09/26 | 45000 | &nbsp;&nbsp;44824693 |
| Ω | 3.921%, 03/10/26 | 25000 | &nbsp;&nbsp;24900008 |
| Cisco Systems, Inc. | Cisco Systems, Inc. |  |  |
| Ω | 4.005%, 02/02/26 | 20000 | &nbsp;&nbsp;19993926 |
| Ω | 3.973%, 02/06/26 | 8500 | &nbsp;&nbsp;8493968 |

---

------

**DFA One-Year Fixed Income Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Face**<br>**Amount**<br>| **Value†** |
|  |  | **(000)** |  |
| Ω | 3.964%, 03/12/26 | 45000 | &nbsp;&nbsp;$44812885 |
| Ω | 3.742%, 06/12/26 | 40000 | &nbsp;&nbsp;39467604 |
| Ω | 3.717%, 07/21/26 | 10000 | &nbsp;&nbsp;9828956 |
| DBS Bank Ltd. | DBS Bank Ltd. |  |  |
| Ω | 4.053%, 02/03/26 | 60000 | &nbsp;&nbsp;59975694 |
| Ω | 4.006%, 03/10/26 | 25000 | &nbsp;&nbsp;24900170 |
| Ω | 3.873%, 04/08/26 | 8500 | &nbsp;&nbsp;8440005 |
| Ω | 3.754%, 03/12/26 | 20000 | &nbsp;&nbsp;19916010 |
| DNB Bank ASA | DNB Bank ASA |  |  |
| Ω | 3.954%, 03/23/26 | 45000 | &nbsp;&nbsp;44764474 |
| Ω | 4.025%, 04/15/26 | 47500 | &nbsp;&nbsp;47139537 |
| Ω | 3.798%, 07/14/26 | 5000 | &nbsp;&nbsp;4916173 |
| Ω | 3.782%, 07/31/26 | 35000 | &nbsp;&nbsp;34352188 |
| Erste Abwicklungsanstalt | Erste Abwicklungsanstalt |  |  |
| Ω | 3.890%, 03/05/26 | 33000 | &nbsp;&nbsp;32885536 |
| Ω | 3.872%, 03/16/26 | 22400 | &nbsp;&nbsp;22296960 |
| Ω | 3.745%, 04/21/26 | 6000 | &nbsp;&nbsp;5950367 |
| Ω | 3.736%, 05/28/26 | 20000 | &nbsp;&nbsp;19758166 |
| European Investment Bank | European Investment Bank |  |  |
|  | 3.924%, 02/17/26 | 45000 | &nbsp;&nbsp;44917668 |
|  | 4.041%, 02/17/26 | 25000 | &nbsp;&nbsp;24954260 |
| &nbsp;&nbsp;&nbsp;&nbsp;Export Development <br>Canada | &nbsp;&nbsp;&nbsp;&nbsp;Export Development <br>Canada |  |  |
|  | 3.868%, 03/03/26 | 45450 | &nbsp;&nbsp;45306446 |
|  | 3.947%, 03/10/26 | 61250 | &nbsp;&nbsp;61013446 |
| Hydro-Quebec | Hydro-Quebec |  |  |
| Ω | 3.738%, 04/15/26 | 10000 | &nbsp;&nbsp;9923594 |
| Johnson & Johnson | Johnson & Johnson |  |  |
| Ω | 3.933%, 02/02/26 | 25000 | &nbsp;&nbsp;24992427 |
| Ω | 3.940%, 02/02/26 | 45000 | &nbsp;&nbsp;44986369 |
| &nbsp;&nbsp;&nbsp;&nbsp;Kreditanstalt fuer <br>Wiederaufbau | &nbsp;&nbsp;&nbsp;&nbsp;Kreditanstalt fuer <br>Wiederaufbau |  |  |
| Ω | 4.000%, 02/09/26 | 5000 | &nbsp;&nbsp;4994981 |
| Ω | 4.018%, 02/10/26 | 15000 | &nbsp;&nbsp;14983478 |
| Ω | 3.956%, 03/03/26 | 25000 | &nbsp;&nbsp;24919778 |
| Ω | 3.894%, 03/09/26 | 25000 | &nbsp;&nbsp;24904735 |
| Ω | 3.848%, 03/17/26 | 4000 | &nbsp;&nbsp;3981549 |
| Ω | 3.735%, 04/15/26 | 16000 | &nbsp;&nbsp;15879166 |
| Ω | 3.745%, 04/23/26 | 15000 | &nbsp;&nbsp;14874359 |
| Ω | 3.769%, 07/27/26 | 15000 | &nbsp;&nbsp;14733000 |
| &nbsp;&nbsp;&nbsp;&nbsp;LVMH Moet Hennessy <br>Louis Vuitton SE | &nbsp;&nbsp;&nbsp;&nbsp;LVMH Moet Hennessy <br>Louis Vuitton SE |  |  |
| Ω | 4.018%, 02/02/26 | 45000 | &nbsp;&nbsp;44986297 |
| Ω | 3.964%, 02/10/26 | 42000 | &nbsp;&nbsp;41953052 |
| &nbsp;&nbsp;&nbsp;&nbsp;National Securities <br>Clearing Corp. | &nbsp;&nbsp;&nbsp;&nbsp;National Securities <br>Clearing Corp. |  |  |
| Ω | 3.972%, 02/06/26 | 15000 | &nbsp;&nbsp;14989355 |
| Ω | 3.958%, 02/20/26 | 45500 | &nbsp;&nbsp;45402475 |
| Ω | 3.749%, 03/26/26 | 23000 | &nbsp;&nbsp;22869986 |
| Ω | 3.748%, 03/27/26 | 5000 | &nbsp;&nbsp;4971222 |
| Ω | 3.756%, 04/23/26 | 30000 | &nbsp;&nbsp;29744349 |
| &nbsp;&nbsp;&nbsp;&nbsp;Nederlandse <br>Waterschapsbank NV | &nbsp;&nbsp;&nbsp;&nbsp;Nederlandse <br>Waterschapsbank NV |  |  |
| Ω | 3.691%, 06/16/26 | 45000 | &nbsp;&nbsp;44371512 |
| Nordea Bank Abp | Nordea Bank Abp |  |  |
| Ω | 3.790%, 07/14/26 | 6000 | &nbsp;&nbsp;5898476 |
| Ω | 3.778%, 07/20/26 | 12500 | &nbsp;&nbsp;12281049 |
| Ω | 3.790%, 07/20/26 | 14750 | &nbsp;&nbsp;14491638 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Face**<br>**Amount**<br>| **Value†** |
|  |  | **(000)** |  |
| Ω | 3.780%, 07/27/26 | 45000 | &nbsp;&nbsp;$44180590 |
| Ω | 3.782%, 07/31/26 | 50000 | &nbsp;&nbsp;49069680 |
| NRW Bank | NRW Bank |  |  |
| Ω | 4.022%, 03/26/26 | 10100 | &nbsp;&nbsp;10043472 |
| Ω | 3.889%, 02/27/26 | 40000 | &nbsp;&nbsp;39885620 |
| Ω | 3.861%, 03/31/26 | 45000 | &nbsp;&nbsp;44725500 |
| &nbsp;&nbsp;&nbsp;&nbsp;Oesterreichische <br>Kontrollbank AG | &nbsp;&nbsp;&nbsp;&nbsp;Oesterreichische <br>Kontrollbank AG |  |  |
|  | 3.831%, 03/30/26 | 53000 | &nbsp;&nbsp;52678613 |
|  | 3.724%, 04/30/26 | 22000 | &nbsp;&nbsp;21796775 |
|  | 3.726%, 05/07/26 | 20000 | &nbsp;&nbsp;19800944 |
| OMERS Finance Trust | OMERS Finance Trust |  |  |
| Ω | 3.755%, 04/01/26 | 20000 | &nbsp;&nbsp;19874256 |
| Ω | 3.776%, 05/01/26 | 48000 | &nbsp;&nbsp;47548056 |
| Procter & Gamble Co. | Procter & Gamble Co. |  |  |
| Ω | 3.701%, 04/20/26 | 44550 | &nbsp;&nbsp;44192281 |
| Ω | 3.703%, 04/22/26 | 15000 | &nbsp;&nbsp;14876601 |
| Province of Alberta | Province of Alberta |  |  |
| Ω | 3.882%, 02/19/26 | 43500 | &nbsp;&nbsp;43411930 |
| Ω | 3.907%, 03/02/26 | 10000 | &nbsp;&nbsp;9968727 |
| Ω | 3.927%, 03/18/26 | 25000 | &nbsp;&nbsp;24880683 |
| Ω | 3.948%, 03/18/26 | 18000 | &nbsp;&nbsp;17914091 |
| Ω | 3.868%, 03/31/26 | 25000 | &nbsp;&nbsp;24847500 |
| Ω | 3.807%, 04/20/26 | 4000 | &nbsp;&nbsp;3967615 |
| Province of Ontario | Province of Ontario |  |  |
|  | 4.017%, 02/06/26 | 35000 | &nbsp;&nbsp;34975160 |
|  | 3.848%, 03/30/26 | 23500 | &nbsp;&nbsp;23359052 |
|  | 3.765%, 04/21/26 | 54400 | &nbsp;&nbsp;53954159 |
| &nbsp;&nbsp;&nbsp;&nbsp;Province of Ontario <br>Canada | &nbsp;&nbsp;&nbsp;&nbsp;Province of Ontario <br>Canada |  |  |
|  | 3.734%, 05/29/26 | 20000 | &nbsp;&nbsp;19761284 |
| Province of Quebec | Province of Quebec |  |  |
| Ω | 3.921%, 02/06/26 | 30000 | &nbsp;&nbsp;29978649 |
| PSP Capital, Inc. | PSP Capital, Inc. |  |  |
| Ω | 3.949%, 02/25/26 | 10000 | &nbsp;&nbsp;9973553 |
| Ω | 3.912%, 03/11/26 | 25000 | &nbsp;&nbsp;24898148 |
| Ω | 3.747%, 04/20/26 | 20000 | &nbsp;&nbsp;19837036 |
| Ω | 3.734%, 04/28/26 | 500 | &nbsp;&nbsp;495520 |
| Ω | 3.744%, 05/26/26 | 45000 | &nbsp;&nbsp;44469202 |
| &nbsp;&nbsp;&nbsp;&nbsp;Queensland Treasury <br>Corp. | &nbsp;&nbsp;&nbsp;&nbsp;Queensland Treasury <br>Corp. |  |  |
|  | 3.833%, 07/14/26 | 24500 | &nbsp;&nbsp;24100241 |
| Royal Bank of Canada | Royal Bank of Canada |  |  |
| Ω | 3.800%, 07/23/26 | 45000 | &nbsp;&nbsp;44209606 |
| Sanofi SA | Sanofi SA |  |  |
| Ω | 4.039%, 02/10/26 | 20000 | &nbsp;&nbsp;19977644 |
| Ω | 4.051%, 02/10/26 | 8500 | &nbsp;&nbsp;8490499 |
| Siemens Capital Co. LLC | Siemens Capital Co. LLC |  |  |
| Ω | 3.979%, 02/13/26 | 44000 | &nbsp;&nbsp;43938110 |
| Ω | 3.692%, 02/04/26 | 15000 | &nbsp;&nbsp;14992464 |
| Svensk Exportkredit AB | Svensk Exportkredit AB |  |  |
|  | 3.888%, 03/04/26 | 25000 | &nbsp;&nbsp;24916263 |
|  | 4.023%, 03/11/26 | 45000 | &nbsp;&nbsp;44816832 |
|  | 3.958%, 03/16/26 | 45500 | &nbsp;&nbsp;45291269 |
| &nbsp;&nbsp;&nbsp;&nbsp;Svenska Handelsbanken <br>AB | &nbsp;&nbsp;&nbsp;&nbsp;Svenska Handelsbanken <br>AB |  |  |
| Ω | 3.802%, 07/22/26 | 23500 | &nbsp;&nbsp;23083458 |

---

------

**DFA One-Year Fixed Income Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Face**<br>**Amount**<br>| **Value†** |
|  |  | **(000)** |  |
| Swedbank AB | Swedbank AB |  |  |
| Ω | 3.789%, 07/22/26 | 17150 | &nbsp;&nbsp;$16846759 |
| Toronto-Dominion Bank | Toronto-Dominion Bank |  |  |
| Ω | 4.072%, 03/02/26 | 30000 | &nbsp;&nbsp;29903151 |
| Ω | 3.912%, 03/26/26 | 23000 | &nbsp;&nbsp;22868033 |
| United Overseas Bank Ltd. | United Overseas Bank Ltd. |  |  |
| Ω | 4.033%, 02/13/26 | 35000 | &nbsp;&nbsp;34950016 |
| Ω | 3.900%, 02/19/26 | 15000 | &nbsp;&nbsp;14969312 |
| Ω | 4.038%, 02/19/26 | 8550 | &nbsp;&nbsp;8532508 |
| Ω | 4.037%, 02/20/26 | 10000 | &nbsp;&nbsp;9978508 |
| Ω | 3.857%, 03/13/26 | 7325 | &nbsp;&nbsp;7293329 |
| &nbsp;&nbsp;&nbsp;&nbsp;TOTAL COMMERCIAL <br>PAPER<br>(Cost $2,523,358,354) | &nbsp;&nbsp;&nbsp;&nbsp;TOTAL COMMERCIAL <br>PAPER<br>(Cost $2,523,358,354) |  | &nbsp;&nbsp;2523048783 |
| &nbsp;&nbsp;&nbsp;&nbsp;TOTAL INVESTMENT <br>SECURITIES<br>(Cost $4,505,467,885) | &nbsp;&nbsp;&nbsp;&nbsp;TOTAL INVESTMENT <br>SECURITIES<br>(Cost $4,505,467,885) |  | &nbsp;&nbsp;4506457240 |

---

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

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| TEMPORARY CASH INVESTMENTS — (2.9%) | TEMPORARY CASH INVESTMENTS — (2.9%) | TEMPORARY CASH INVESTMENTS — (2.9%) | TEMPORARY CASH INVESTMENTS — (2.9%) |
| Ɏ | &nbsp;&nbsp;&nbsp;&nbsp;State Street <br>Institutional <br>U.S. Government <br>Money Market Fund <br>3.720%<br>| 133399264 | &nbsp;&nbsp;$133399264 |
| SECURITIES LENDING COLLATERAL — (0.1%) | SECURITIES LENDING COLLATERAL — (0.1%) | SECURITIES LENDING COLLATERAL — (0.1%) | SECURITIES LENDING COLLATERAL — (0.1%) |
| @§ | &nbsp;&nbsp;&nbsp;&nbsp;The DFA Short Term <br>Investment Fund <br>| 404537 | &nbsp;&nbsp;4679284 |
| TOTAL INVESTMENTS — (100.0%) | TOTAL INVESTMENTS — (100.0%) | TOTAL INVESTMENTS — (100.0%) |  |
| &nbsp;&nbsp;&nbsp;&nbsp;(Cost $4,643,546,433)^^ | &nbsp;&nbsp;&nbsp;&nbsp;(Cost $4,643,546,433)^^ |  | &nbsp;&nbsp;$4644535788 |

---

As of January 31, 2026, the value of Rule 144A securities amounted to $2,144,304,581 or 46.3% of net assets.

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

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** |
|  | **Level 1** | **Level 2** | **Level 3** | **Total** |
| **Assets** |  |  |  |  |
| Agency Obligations | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;$16313078 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;$16313078 |
| Bonds | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;996827158 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;996827158 |
| U.S. Treasury Obligations | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;970268221 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;970268221 |
| Commercial Paper | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;2523048783 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;2523048783 |
| Temporary Cash Investments | &nbsp;&nbsp;&nbsp;$133399264 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;133399264 |
| Securities Lending Collateral | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;4679284 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;4679284 |
| Total Investments in Securities | &nbsp;&nbsp;&nbsp;$133399264 | &nbsp;&nbsp;&nbsp;$4511136524 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;$4644535788 |

---

------

**DFA Two-Year Global Fixed Income Portfolio**

**SCHEDULE OF INVESTMENTS**

**January 31, 2026**

**(Unaudited)**

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

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  |  | **Face**<br>**Amount^**<br>| **Value†** |
|  |  |  | **(000)** |  |
| AGENCY OBLIGATIONS — (0.2%) | AGENCY OBLIGATIONS — (0.2%) | AGENCY OBLIGATIONS — (0.2%) | AGENCY OBLIGATIONS — (0.2%) | AGENCY OBLIGATIONS — (0.2%) |
| &nbsp;&nbsp;&nbsp;&nbsp;Federal Farm Credit Banks <br>Funding Corp. | &nbsp;&nbsp;&nbsp;&nbsp;Federal Farm Credit Banks <br>Funding Corp. | &nbsp;&nbsp;&nbsp;&nbsp;Federal Farm Credit Banks <br>Funding Corp. |  |  |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp;SOFR + 0.115%, <br>FRN, 3.765%, <br>02/10/27<br>|  | 7000 | &nbsp;&nbsp;$7005617 |
| BONDS — (60.5%) | BONDS — (60.5%) | BONDS — (60.5%) | BONDS — (60.5%) | BONDS — (60.5%) |
| AUSTRALIA — (9.1%) | AUSTRALIA — (9.1%) | AUSTRALIA — (9.1%) | AUSTRALIA — (9.1%) | AUSTRALIA — (9.1%) |
| &nbsp;&nbsp;&nbsp;&nbsp;Australia & New Zealand <br>Banking Group Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;Australia & New Zealand <br>Banking Group Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;Australia & New Zealand <br>Banking Group Ltd. |  |  |
| (r)Ω | &nbsp;&nbsp;&nbsp;&nbsp;SOFR + 0.560%, <br>FRN, 4.237%, <br>03/18/26<br>|  | 22007 | &nbsp;&nbsp;22018003 |
| #(r) | &nbsp;&nbsp;&nbsp;&nbsp;SOFR + 0.810%, <br>FRN, 4.468%, <br>01/18/27<br>|  | 23000 | &nbsp;&nbsp;23118886 |
| (r)Ω | &nbsp;&nbsp;&nbsp;&nbsp;SOFR + 0.810%, <br>FRN, 4.468%, <br>01/18/27<br>|  | 1125 | &nbsp;&nbsp;1130815 |
|  | 4.750%, 02/05/27 | AUD | 7300 | &nbsp;&nbsp;5094997 |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp;3M Swap + 0.700%, <br>FRN, 4.422%, <br>06/18/27<br>| AUD | 10000 | &nbsp;&nbsp;6988223 |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp;SOFR + 0.680%, <br>FRN, 4.338%, <br>07/16/27<br>|  | 2400 | &nbsp;&nbsp;2412514 |
|  | 4.100%, 09/28/27 | AUD | 869 | &nbsp;&nbsp;600118 |
| (r)Ω | &nbsp;&nbsp;&nbsp;&nbsp;SOFR + 0.650%, <br>FRN, 4.324%, <br>09/30/27<br>|  | 12353 | &nbsp;&nbsp;12400940 |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp;3M Swap + 1.200%, <br>FRN, 4.839%, <br>11/04/27<br>| AUD | 6500 | &nbsp;&nbsp;4582900 |
|  | 5.350%, 11/04/27 | AUD | 24800 | &nbsp;&nbsp;17468948 |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp;3M Swap + 0.680%, <br>FRN, 4.334%, <br>02/18/28<br>| AUD | 22000 | &nbsp;&nbsp;15383282 |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp;3M Swap + 0.930%, <br>FRN, 4.643%, <br>09/11/28<br>| AUD | 4800 | &nbsp;&nbsp;3373299 |
| &nbsp;&nbsp;&nbsp;&nbsp;Australia Government <br>Bonds | &nbsp;&nbsp;&nbsp;&nbsp;Australia Government <br>Bonds |  |  |  |
|  | 4.750%, 04/21/27 | AUD | 10000 | &nbsp;&nbsp;7011481 |
| &nbsp;&nbsp;&nbsp;&nbsp;Commonwealth Bank of <br>Australia | &nbsp;&nbsp;&nbsp;&nbsp;Commonwealth Bank of <br>Australia | &nbsp;&nbsp;&nbsp;&nbsp;Commonwealth Bank of <br>Australia |  |  |
| (r)Ω | &nbsp;&nbsp;&nbsp;&nbsp;SOFR + 0.750%, <br>FRN, 4.429%, <br>03/13/26<br>|  | 500 | &nbsp;&nbsp;500335 |
|  | 2.400%, 01/14/27 | AUD | 20010 | &nbsp;&nbsp;13665460 |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  |  | **Face**<br>**Amount^**<br>| **Value†** |
|  |  |  | **(000)** |  |
| AUSTRALIA — (Continued) | AUSTRALIA — (Continued) | AUSTRALIA — (Continued) | AUSTRALIA — (Continued) | AUSTRALIA — (Continued) |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp;3M Swap + 0.700%, <br>FRN, 4.434%, <br>07/22/27<br>| AUD | 1500 | &nbsp;&nbsp;$1048714 |
|  | 4.400%, 08/18/27 | AUD | 8620 | &nbsp;&nbsp;5983031 |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp;3M Swap + 1.020%, <br>FRN, 4.674%, <br>08/18/27<br>| AUD | 3070 | &nbsp;&nbsp;2155988 |
|  | 5.000%, 01/13/28 | AUD | 29520 | &nbsp;&nbsp;20667057 |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp;SOFR + 0.640%, <br>FRN, 4.319%, <br>03/14/28<br>|  | 10000 | &nbsp;&nbsp;10047067 |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp;3M Swap + 0.950%, <br>FRN, 4.603%, <br>08/17/28<br>| AUD | 11900 | &nbsp;&nbsp;8374074 |
| National Australia Bank Ltd. | National Australia Bank Ltd. | National Australia Bank Ltd. |  |  |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp;3M Swap + 0.780%, <br>FRN, 4.414%, <br>05/12/26<br>| AUD | 13750 | &nbsp;&nbsp;9586975 |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp;3M Swap + 0.410%, <br>FRN, 4.063%, <br>08/24/26<br>| AUD | 4000 | &nbsp;&nbsp;2786459 |
|  | 2.900%, 02/25/27 | AUD | 11857 | &nbsp;&nbsp;8117666 |
|  | 4.950%, 05/10/27 | AUD | 2200 | &nbsp;&nbsp;1538098 |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp;3M Swap + 0.700%, <br>FRN, 4.427%, <br>10/18/27<br>| AUD | 16000 | &nbsp;&nbsp;11182939 |
|  | 4.450%, 10/18/27 | AUD | 4072 | &nbsp;&nbsp;2826181 |
| (r)Ω | &nbsp;&nbsp;&nbsp;&nbsp;SOFR + 0.600%, <br>FRN, 4.257%, <br>10/26/27<br>|  | 37729 | &nbsp;&nbsp;37900722 |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp;3M Swap + 1.200%, <br>FRN, 4.850%, <br>11/25/27<br>| AUD | 12500 | &nbsp;&nbsp;8811790 |
|  | 4.950%, 11/25/27 | AUD | 5731 | &nbsp;&nbsp;4008303 |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp;3M Swap + 0.780%, <br>FRN, 4.516%, <br>04/14/28<br>| AUD | 23900 | &nbsp;&nbsp;16726317 |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp;3M Swap + 1.000%, <br>FRN, 4.634%, <br>05/12/28<br>| AUD | 9500 | &nbsp;&nbsp;6680290 |
| &nbsp;&nbsp;&nbsp;&nbsp;New South Wales Treasury <br>Corp. | &nbsp;&nbsp;&nbsp;&nbsp;New South Wales Treasury <br>Corp. |  |  |  |
|  | 3.000%, 05/20/27 | AUD | 35000 | &nbsp;&nbsp;23984982 |
| Norfina Ltd. | Norfina Ltd. | Norfina Ltd. |  |  |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp;3M Swap + 0.740%, <br>FRN, 4.470%, <br>09/27/27<br>| AUD | 9540 | &nbsp;&nbsp;6665901 |
|  | 4.800%, 12/14/27 | AUD | 5410 | &nbsp;&nbsp;3769063 |

---

------

**DFA Two-Year Global Fixed Income Portfolio**

**CONTINUED**

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  |  | **Face**<br>**Amount^**<br>| **Value†** |
|  |  |  | **(000)** |  |
| AUSTRALIA — (Continued) | AUSTRALIA — (Continued) | AUSTRALIA — (Continued) | AUSTRALIA — (Continued) | AUSTRALIA — (Continued) |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp;3M Swap + 1.250%, <br>FRN, 4.962%, <br>12/14/27<br>| AUD | 2300 | &nbsp;&nbsp;$1621193 |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp;3M Swap + 0.730%, <br>FRN, 4.543%, <br>07/28/28<br>| AUD | 10000 | &nbsp;&nbsp;6990521 |
| &nbsp;&nbsp;&nbsp;&nbsp;Queensland Treasury <br>Corp. | &nbsp;&nbsp;&nbsp;&nbsp;Queensland Treasury <br>Corp. |  |  |  |
|  | 2.750%, 08/20/27 | AUD | 15000 | &nbsp;&nbsp;10205117 |
| &nbsp;&nbsp;&nbsp;&nbsp;South Australian <br>Government Financing <br>Authority | &nbsp;&nbsp;&nbsp;&nbsp;South Australian <br>Government Financing <br>Authority |  |  |  |
|  | 3.000%, 09/20/27 | AUD | 10000 | &nbsp;&nbsp;6820472 |
| Treasury Corp. of Victoria | Treasury Corp. of Victoria |  |  |  |
|  | 1.250%, 11/19/27 | AUD | 25000 | &nbsp;&nbsp;16491140 |
| &nbsp;&nbsp;&nbsp;&nbsp;Western Australian <br>Treasury Corp. | &nbsp;&nbsp;&nbsp;&nbsp;Western Australian <br>Treasury Corp. |  |  |  |
|  | 3.000%, 10/21/27 | AUD | 10000 | &nbsp;&nbsp;6815806 |
| Westpac Banking Corp. | Westpac Banking Corp. | Westpac Banking Corp. |  |  |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp;3M Swap + 0.750%, <br>FRN, 4.403%, <br>02/16/26<br>| AUD | 13500 | &nbsp;&nbsp;9401668 |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp;SOFR + 0.420%, <br>FRN, 4.078%, <br>04/16/26<br>|  | 5000 | &nbsp;&nbsp;5003095 |
|  | 2.400%, 01/25/27 | AUD | 5400 | &nbsp;&nbsp;3684408 |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp;3M Swap + 1.230%, <br>FRN, 4.871%, <br>11/11/27<br>| AUD | 10000 | &nbsp;&nbsp;7052635 |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp;3M Swap + 0.980%, <br>FRN, 4.633%, <br>02/16/28<br>| AUD | 15000 | &nbsp;&nbsp;10548452 |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp;3M Swap + 0.930%, <br>FRN, 4.658%, <br>09/19/28<br>| AUD | 900 | &nbsp;&nbsp;632613 |
| TOTAL AUSTRALIA | TOTAL AUSTRALIA |  |  | &nbsp;&nbsp;413878938 |
| CANADA — (16.5%) | CANADA — (16.5%) | CANADA — (16.5%) | CANADA — (16.5%) | CANADA — (16.5%) |
| Bank of Montreal | Bank of Montreal |  |  |  |
|  | 3.190%, 03/01/28 | CAD | 35000 | &nbsp;&nbsp;25822605 |
| Bank of Nova Scotia | Bank of Nova Scotia | Bank of Nova Scotia |  |  |
|  | 2.620%, 12/02/26 | CAD | 35000 | &nbsp;&nbsp;25728014 |
|  | 3.100%, 02/02/28 | CAD | 26000 | &nbsp;&nbsp;19152910 |
| Canada Government Bonds | Canada Government Bonds | Canada Government Bonds |  |  |
|  | 4.500%, 02/01/26 | CAD | 46700 | &nbsp;&nbsp;34291481 |
|  | 0.250%, 03/01/26 | CAD | 6100 | &nbsp;&nbsp;4473005 |
|  | 2.500%, 11/01/27 | CAD | 35000 | &nbsp;&nbsp;25695627 |
| Canada Housing Trust No. 1 | Canada Housing Trust No. 1 | Canada Housing Trust No. 1 |  |  |
| (r)Ω | &nbsp;&nbsp;&nbsp;&nbsp;1 day CAD Overnight <br>Index + 0.30%, <br>FRN, 2.577%, <br>09/15/27<br>| CAD | 5000 | &nbsp;&nbsp;3681049 |
| Ω | 3.600%, 12/15/27 | CAD | 77200 | &nbsp;&nbsp;57787317 |
| CDP Financial, Inc. | CDP Financial, Inc. | CDP Financial, Inc. |  |  |
|  | 4.500%, 02/13/26 |  | 6228 | &nbsp;&nbsp;6229157 |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  |  | **Face**<br>**Amount^**<br>| **Value†** |
|  |  |  | **(000)** |  |
| CANADA — (Continued) | CANADA — (Continued) | CANADA — (Continued) | CANADA — (Continued) | CANADA — (Continued) |
| Ω | 3.800%, 06/02/27 | CAD | 39400 | &nbsp;&nbsp;$29417837 |
|  | 3.700%, 03/08/28 | CAD | 46000 | &nbsp;&nbsp;34478126 |
| City of Montreal | City of Montreal |  |  |  |
|  | 3.000%, 09/01/27 | CAD | 42000 | &nbsp;&nbsp;31039254 |
| CPPIB Capital, Inc. | CPPIB Capital, Inc. | CPPIB Capital, Inc. |  |  |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp;SOFR + 1.250%, <br>FRN, 4.956%, <br>03/11/26<br>|  | 1660 | &nbsp;&nbsp;1662041 |
|  | 2.850%, 06/01/27 | CAD | 55000 | &nbsp;&nbsp;40585650 |
|  | 3.000%, 06/15/28 | CAD | 5600 | &nbsp;&nbsp;4141199 |
| OMERS Finance Trust | OMERS Finance Trust | OMERS Finance Trust |  |  |
|  | 1.100%, 03/26/26 |  | 26083 | &nbsp;&nbsp;25973338 |
|  | 1.550%, 04/21/27 | CAD | 15000 | &nbsp;&nbsp;10885066 |
| &nbsp;&nbsp;&nbsp;&nbsp;Ontario Teachers' Finance <br>Trust | &nbsp;&nbsp;&nbsp;&nbsp;Ontario Teachers' Finance <br>Trust |  |  |  |
|  | 1.100%, 10/19/27 | CAD | 10000 | &nbsp;&nbsp;7164029 |
| Province of Alberta | Province of Alberta | Province of Alberta |  |  |
|  | 2.550%, 06/01/27 | CAD | 45000 | &nbsp;&nbsp;33086145 |
|  | 2.900%, 12/01/28 | CAD | 36100 | &nbsp;&nbsp;26621712 |
| &nbsp;&nbsp;&nbsp;&nbsp;Province of British <br>Columbia | &nbsp;&nbsp;&nbsp;&nbsp;Province of British <br>Columbia |  |  |  |
|  | 2.550%, 06/18/27 | CAD | 41000 | &nbsp;&nbsp;30150876 |
| Province of Manitoba | Province of Manitoba | Province of Manitoba |  |  |
|  | 2.600%, 06/02/27 | CAD | 87900 | &nbsp;&nbsp;64661193 |
|  | 3.000%, 06/02/28 | CAD | 2500 | &nbsp;&nbsp;1849007 |
| Province of Nova Scotia | Province of Nova Scotia |  |  |  |
|  | 2.100%, 06/01/27 | CAD | 25000 | &nbsp;&nbsp;18271949 |
| Province of Ontario | Province of Ontario | Province of Ontario |  |  |
|  | 2.600%, 06/02/27 | CAD | 57500 | &nbsp;&nbsp;42308835 |
|  | 1.050%, 09/08/27 | CAD | 5000 | &nbsp;&nbsp;3589946 |
|  | 3.400%, 09/08/28 | CAD | 43900 | &nbsp;&nbsp;32772906 |
| Province of Quebec | Province of Quebec |  |  |  |
|  | 2.750%, 09/01/27 | CAD | 104200 | &nbsp;&nbsp;76792641 |
| Province of Saskatchewan | Province of Saskatchewan |  |  |  |
|  | 2.650%, 06/02/27 | CAD | 38100 | &nbsp;&nbsp;28050151 |
| TOTAL CANADA | TOTAL CANADA |  |  | &nbsp;&nbsp;746363066 |
| FINLAND — (0.4%) | FINLAND — (0.4%) | FINLAND — (0.4%) | FINLAND — (0.4%) | FINLAND — (0.4%) |
| Nordea Bank Abp | Nordea Bank Abp | Nordea Bank Abp |  |  |
| (r)Ω | &nbsp;&nbsp;&nbsp;&nbsp;SOFR + 0.740%, <br>FRN, 4.422%, <br>03/19/27<br>|  | 16687 | &nbsp;&nbsp;16749931 |
| GERMANY — (1.3%) | GERMANY — (1.3%) | GERMANY — (1.3%) | GERMANY — (1.3%) | GERMANY — (1.3%) |
| Kreditanstalt fuer Wiederaufbau | Kreditanstalt fuer Wiederaufbau | Kreditanstalt fuer Wiederaufbau |  |  |
| # | 5.000%, 03/16/26 |  | 11500 | &nbsp;&nbsp;11516800 |
|  | 2.000%, 02/15/27 | AUD | 22000 | &nbsp;&nbsp;14962143 |
|  | 4.300%, 07/13/27 | AUD | 14000 | &nbsp;&nbsp;9739057 |
| &nbsp;&nbsp;&nbsp;&nbsp;Landeskreditbank <br>Baden-Wuerttemberg <br>Foerderbank | &nbsp;&nbsp;&nbsp;&nbsp;Landeskreditbank <br>Baden-Wuerttemberg <br>Foerderbank |  |  |  |
|  | 4.875%, 03/09/26 |  | 13131 | &nbsp;&nbsp;13142264 |

---

------

**DFA Two-Year Global Fixed Income Portfolio**

**CONTINUED**

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  |  | **Face**<br>**Amount^**<br>| **Value†** |
|  |  |  | **(000)** |  |
| GERMANY — (Continued) | GERMANY — (Continued) | GERMANY — (Continued) | GERMANY — (Continued) | GERMANY — (Continued) |
| &nbsp;&nbsp;&nbsp;&nbsp;Landwirtschaftliche <br>Rentenbank | &nbsp;&nbsp;&nbsp;&nbsp;Landwirtschaftliche <br>Rentenbank |  |  |  |
|  | 1.750%, 07/27/26 |  | 10908 | &nbsp;&nbsp;$10802993 |
| TOTAL GERMANY | TOTAL GERMANY |  |  | &nbsp;&nbsp;60163257 |
| NETHERLANDS — (5.0%) | NETHERLANDS — (5.0%) | NETHERLANDS — (5.0%) | NETHERLANDS — (5.0%) | NETHERLANDS — (5.0%) |
| &nbsp;&nbsp;&nbsp;&nbsp;ABN AMRO Bank NV, <br>SOFR + 0.750%, FRN | &nbsp;&nbsp;&nbsp;&nbsp;ABN AMRO Bank NV, <br>SOFR + 0.750%, FRN |  |  |  |
| #(r)Ω | 4.416%, 07/07/28 |  | 31000 | &nbsp;&nbsp;31140993 |
| BNG Bank NV | BNG Bank NV | BNG Bank NV |  |  |
|  | 0.875%, 05/18/26 |  | 45000 | &nbsp;&nbsp;44626578 |
| (r)Ω | &nbsp;&nbsp;&nbsp;&nbsp;SOFR + 1.000%, <br>FRN, 4.687%, <br>03/17/28<br>|  | 25000 | &nbsp;&nbsp;25365747 |
| Cooperatieve Rabobank UA | Cooperatieve Rabobank UA | Cooperatieve Rabobank UA |  |  |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp;SOFR + 0.620%, <br>FRN, 4.365%, <br>08/28/26<br>|  | 24690 | &nbsp;&nbsp;24742132 |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp;SOFR + 0.710%, <br>FRN, 4.419%, <br>03/05/27<br>|  | 13000 | &nbsp;&nbsp;13065569 |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp;SOFR + 0.590%, <br>FRN, 4.336%, <br>05/27/27<br>|  | 34340 | &nbsp;&nbsp;34469059 |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp;3M Swap + 0.650%, <br>FRN, 4.291%, <br>08/20/27<br>| AUD | 12700 | &nbsp;&nbsp;8865226 |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp;SOFR + 0.410%, <br>FRN, 4.076%, <br>01/14/28<br>|  | 11333 | &nbsp;&nbsp;11339686 |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp;3M Swap + 0.750%, <br>FRN, 4.406%, <br>05/26/28<br>| AUD | 22110 | &nbsp;&nbsp;15483139 |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp;SOFR + 0.590%, <br>FRN, 4.256%, <br>10/17/28<br>|  | 18070 | &nbsp;&nbsp;18139588 |
| TOTAL NETHERLANDS | TOTAL NETHERLANDS |  |  | &nbsp;&nbsp;227237717 |
| NEW ZEALAND — (5.2%) | NEW ZEALAND — (5.2%) | NEW ZEALAND — (5.2%) | NEW ZEALAND — (5.2%) | NEW ZEALAND — (5.2%) |
| &nbsp;&nbsp;&nbsp;&nbsp;New Zealand Government <br>Bonds | &nbsp;&nbsp;&nbsp;&nbsp;New Zealand Government <br>Bonds | &nbsp;&nbsp;&nbsp;&nbsp;New Zealand Government <br>Bonds |  |  |
|  | 0.250%, 05/15/28 | NZD | 260000 | &nbsp;&nbsp;145963462 |
| &nbsp;&nbsp;&nbsp;&nbsp;New Zealand Local Government <br>Funding Agency Bonds | &nbsp;&nbsp;&nbsp;&nbsp;New Zealand Local Government <br>Funding Agency Bonds | &nbsp;&nbsp;&nbsp;&nbsp;New Zealand Local Government <br>Funding Agency Bonds |  |  |
|  | 4.400%, 09/08/27 | AUD | 14000 | &nbsp;&nbsp;9740617 |
|  | 2.250%, 05/15/28 | NZD | 135786 | &nbsp;&nbsp;79463176 |
| TOTAL NEW ZEALAND | TOTAL NEW ZEALAND |  |  | &nbsp;&nbsp;235167255 |
| NORWAY — (1.3%) | NORWAY — (1.3%) | NORWAY — (1.3%) | NORWAY — (1.3%) | NORWAY — (1.3%) |
| Kommunalbanken AS | Kommunalbanken AS | Kommunalbanken AS |  |  |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp;SOFR + 1.000%, <br>FRN, 4.687%, <br>06/17/26<br>|  | 8598 | &nbsp;&nbsp;8625114 |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  |  | **Face**<br>**Amount^**<br>| **Value†** |
|  |  |  | **(000)** |  |
| NORWAY — (Continued) | NORWAY — (Continued) | NORWAY — (Continued) | NORWAY — (Continued) | NORWAY — (Continued) |
| (r)Ω | &nbsp;&nbsp;&nbsp;&nbsp;SOFR + 0.400%, <br>FRN, 4.147%, <br>03/03/28<br>|  | 50600 | &nbsp;&nbsp;$50753156 |
| TOTAL NORWAY | TOTAL NORWAY |  |  | &nbsp;&nbsp;59378270 |
| SINGAPORE — (2.6%) | SINGAPORE — (2.6%) | SINGAPORE — (2.6%) | SINGAPORE — (2.6%) | SINGAPORE — (2.6%) |
| DBS Bank Ltd. | DBS Bank Ltd. | DBS Bank Ltd. |  |  |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp;3M Swap + 0.770%, <br>FRN, 4.426%, <br>02/26/27<br>| AUD | 19550 | &nbsp;&nbsp;13662928 |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp;3M Swap + 0.670%, <br>FRN, 4.324%, <br>02/21/28<br>| AUD | 20000 | &nbsp;&nbsp;13964886 |
| &nbsp;&nbsp;&nbsp;&nbsp;DBS Group Holdings Ltd., <br>SOFR + 0.600%, FRN | &nbsp;&nbsp;&nbsp;&nbsp;DBS Group Holdings Ltd., <br>SOFR + 0.600%, FRN |  |  |  |
| (r) | 4.278%, 03/21/28 |  | 10000 | &nbsp;&nbsp;10032956 |
| Temasek Financial I Ltd. | Temasek Financial I Ltd. | Temasek Financial I Ltd. |  |  |
| (r)Ω | &nbsp;&nbsp;&nbsp;&nbsp;SOFR + 0.380%, <br>FRN, 4.165%, <br>08/20/27<br>|  | 27480 | &nbsp;&nbsp;27499107 |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp;SOFR + 0.380%, <br>FRN, 4.165%, <br>08/20/27<br>|  | 10615 | &nbsp;&nbsp;10622380 |
| United Overseas Bank Ltd. | United Overseas Bank Ltd. | United Overseas Bank Ltd. |  |  |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp;3M Swap + 0.730%, <br>FRN, 4.443%, <br>03/16/26<br>| AUD | 6500 | &nbsp;&nbsp;4528540 |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp;3M Swap + 0.410%, <br>FRN, 4.078%, <br>08/27/26<br>| AUD | 5000 | &nbsp;&nbsp;3482622 |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp;3M Swap + 0.720%, <br>FRN, 4.373%, <br>02/24/27<br>| AUD | 9200 | &nbsp;&nbsp;6426218 |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp;3M Swap + 0.720%, <br>FRN, 4.447%, <br>04/16/27<br>| AUD | 10000 | &nbsp;&nbsp;6986551 |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp;3M Swap + 0.650%, <br>FRN, 4.313%, <br>02/28/28<br>| AUD | 31250 | &nbsp;&nbsp;21804466 |
| TOTAL SINGAPORE | TOTAL SINGAPORE |  |  | &nbsp;&nbsp;119010654 |
| SUPRANATIONAL ORGANIZATION OBLIGATIONS — (10.1%) | SUPRANATIONAL ORGANIZATION OBLIGATIONS — (10.1%) | SUPRANATIONAL ORGANIZATION OBLIGATIONS — (10.1%) | SUPRANATIONAL ORGANIZATION OBLIGATIONS — (10.1%) | SUPRANATIONAL ORGANIZATION OBLIGATIONS — (10.1%) |
| African Development Bank | African Development Bank | African Development Bank |  |  |
|  | 0.875%, 03/23/26 |  | 1468 | &nbsp;&nbsp;1462046 |
|  | 0.875%, 07/22/26 |  | 15000 | &nbsp;&nbsp;14801201 |
|  | 3.300%, 07/27/27 | AUD | 9400 | &nbsp;&nbsp;6433172 |
| Asian Development Bank | Asian Development Bank | Asian Development Bank |  |  |
|  | 0.500%, 02/04/26 |  | 7993 | &nbsp;&nbsp;7991549 |
|  | 0.750%, 02/10/26 | CAD | 5319 | &nbsp;&nbsp;3905235 |
|  | 1.000%, 04/14/26 |  | 14931 | &nbsp;&nbsp;14849038 |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp;SOFR + 1.000%, <br>FRN, 4.690%, <br>06/16/26<br>|  | 809 | &nbsp;&nbsp;811378 |

---

------

**DFA Two-Year Global Fixed Income Portfolio**

**CONTINUED**

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  |  | **Face**<br>**Amount^**<br>| **Value†** |
|  |  |  | **(000)** |  |
| &nbsp;&nbsp;&nbsp;&nbsp;SUPRANATIONAL ORGANIZATION OBLIGATIONS — <br>(Continued) | &nbsp;&nbsp;&nbsp;&nbsp;SUPRANATIONAL ORGANIZATION OBLIGATIONS — <br>(Continued) | &nbsp;&nbsp;&nbsp;&nbsp;SUPRANATIONAL ORGANIZATION OBLIGATIONS — <br>(Continued) | &nbsp;&nbsp;&nbsp;&nbsp;SUPRANATIONAL ORGANIZATION OBLIGATIONS — <br>(Continued) | &nbsp;&nbsp;&nbsp;&nbsp;SUPRANATIONAL ORGANIZATION OBLIGATIONS — <br>(Continued) |
| #(r) | &nbsp;&nbsp;&nbsp;&nbsp;SOFR + 1.000%, <br>FRN, 4.761%, <br>08/27/26<br>|  | 11740 | &nbsp;&nbsp;$11797878 |
| #(r) | &nbsp;&nbsp;&nbsp;&nbsp;SOFR + 1.000%, <br>FRN, 4.677%, <br>04/06/27<br>|  | 22254 | &nbsp;&nbsp;22447504 |
|  | 3.400%, 09/10/27 | AUD | 9755 | &nbsp;&nbsp;6686180 |
| &nbsp;&nbsp;&nbsp;&nbsp;Asian Infrastructure <br>Investment Bank, SOFR <br>+ 0.220%, FRN | &nbsp;&nbsp;&nbsp;&nbsp;Asian Infrastructure <br>Investment Bank, SOFR <br>+ 0.220%, FRN |  |  |  |
| (r) | 3.885%, 04/15/26 |  | 25000 | &nbsp;&nbsp;25007000 |
| &nbsp;&nbsp;&nbsp;&nbsp;European Bank for <br>Reconstruction & <br>Development, SOFR + <br>0.330%, FRN | &nbsp;&nbsp;&nbsp;&nbsp;European Bank for <br>Reconstruction & <br>Development, SOFR + <br>0.330%, FRN |  |  |  |
| (r) | 4.116%, 02/20/28 |  | 59100 | &nbsp;&nbsp;59151380 |
| European Investment Bank | European Investment Bank | European Investment Bank |  |  |
|  | 1.800%, 01/19/27 | AUD | 8455 | &nbsp;&nbsp;5747810 |
|  | 0.750%, 07/15/27 | AUD | 29500 | &nbsp;&nbsp;19497138 |
| &nbsp;&nbsp;&nbsp;&nbsp;Inter-American Development <br>Bank | &nbsp;&nbsp;&nbsp;&nbsp;Inter-American Development <br>Bank | &nbsp;&nbsp;&nbsp;&nbsp;Inter-American Development <br>Bank |  |  |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp;SOFR + 0.170%, <br>FRN, 3.860%, <br>09/16/26<br>|  | 16100 | &nbsp;&nbsp;16100634 |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp;SOFR + 0.280%, <br>FRN, 3.946%, <br>04/12/27<br>|  | 8750 | &nbsp;&nbsp;8756333 |
|  | 0.875%, 08/27/27 | CAD | 6000 | &nbsp;&nbsp;4295906 |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp;SOFR + 0.350%, <br>FRN, 4.030%, <br>10/04/27<br>|  | 87500 | &nbsp;&nbsp;87629752 |
| &nbsp;&nbsp;&nbsp;&nbsp;International Bank for <br>Reconstruction & <br>Development | &nbsp;&nbsp;&nbsp;&nbsp;International Bank for <br>Reconstruction & <br>Development | &nbsp;&nbsp;&nbsp;&nbsp;International Bank for <br>Reconstruction & <br>Development |  |  |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp;SOFR + 0.180%, <br>FRN, 3.873%, <br>06/15/26<br>|  | 18500 | &nbsp;&nbsp;18506661 |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp;SOFR + 0.370%, <br>FRN, 4.036%, <br>01/12/27<br>|  | 4000 | &nbsp;&nbsp;4004454 |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp;SOFR + 0.280%, <br>FRN, 4.052%, <br>02/23/27<br>|  | 60000 | &nbsp;&nbsp;60082200 |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp;SOFR + 0.270%, <br>FRN, 3.963%, <br>06/15/27<br>|  | 34000 | &nbsp;&nbsp;34017922 |
| International Finance Corp. | International Finance Corp. | International Finance Corp. |  |  |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp;SOFR + 0.280%, <br>FRN, 3.970%, <br>03/16/26<br>|  | 10000 | &nbsp;&nbsp;10000900 |
|  | 4.450%, 05/14/27 | AUD | 3000 | &nbsp;&nbsp;2089844 |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  |  | **Face**<br>**Amount^**<br>| **Value†** |
|  |  |  | **(000)** |  |
| &nbsp;&nbsp;&nbsp;&nbsp;SUPRANATIONAL ORGANIZATION OBLIGATIONS — <br>(Continued) | &nbsp;&nbsp;&nbsp;&nbsp;SUPRANATIONAL ORGANIZATION OBLIGATIONS — <br>(Continued) | &nbsp;&nbsp;&nbsp;&nbsp;SUPRANATIONAL ORGANIZATION OBLIGATIONS — <br>(Continued) | &nbsp;&nbsp;&nbsp;&nbsp;SUPRANATIONAL ORGANIZATION OBLIGATIONS — <br>(Continued) | &nbsp;&nbsp;&nbsp;&nbsp;SUPRANATIONAL ORGANIZATION OBLIGATIONS — <br>(Continued) |
| #(r) | &nbsp;&nbsp;&nbsp;&nbsp;SOFR + 0.270%, <br>FRN, 3.937%, <br>07/30/27<br>|  | 6930 | &nbsp;&nbsp;$6933279 |
|  | 3.200%, 10/18/27 | AUD | 1500 | &nbsp;&nbsp;1023217 |
| &nbsp;&nbsp;&nbsp;&nbsp;Nordic Investment Bank, <br>SOFR + 1.000%, FRN | &nbsp;&nbsp;&nbsp;&nbsp;Nordic Investment Bank, <br>SOFR + 1.000%, FRN |  |  |  |
| (r) | 4.813%, 05/12/26 |  | 4000 | &nbsp;&nbsp;4009021 |
| &nbsp;&nbsp;&nbsp;&nbsp;TOTAL SUPRANATIONAL <br>ORGANIZATION <br>OBLIGATIONS | &nbsp;&nbsp;&nbsp;&nbsp;TOTAL SUPRANATIONAL <br>ORGANIZATION <br>OBLIGATIONS |  |  | &nbsp;&nbsp;458038632 |
| SWEDEN — (2.3%) | SWEDEN — (2.3%) | SWEDEN — (2.3%) | SWEDEN — (2.3%) | SWEDEN — (2.3%) |
| &nbsp;&nbsp;&nbsp;&nbsp;Skandinaviska Enskilda <br>Banken AB, SOFR + <br>0.750%, FRN | &nbsp;&nbsp;&nbsp;&nbsp;Skandinaviska Enskilda <br>Banken AB, SOFR + <br>0.750%, FRN |  |  |  |
| (r)Ω | 4.484%, 06/02/28 |  | 9400 | &nbsp;&nbsp;9444157 |
| Svensk Exportkredit AB | Svensk Exportkredit AB | Svensk Exportkredit AB |  |  |
|  | 4.375%, 02/13/26 |  | 1190 | &nbsp;&nbsp;1190162 |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp;SOFR + 1.000%, <br>FRN, 4.863%, <br>08/03/26<br>|  | 51467 | &nbsp;&nbsp;51676733 |
| Svenska Handelsbanken AB | Svenska Handelsbanken AB | Svenska Handelsbanken AB |  |  |
| (r)Ω | &nbsp;&nbsp;&nbsp;&nbsp;SOFR + 1.250%, <br>FRN, 4.934%, <br>06/15/26<br>|  | 10650 | &nbsp;&nbsp;10692526 |
| (r)Ω | &nbsp;&nbsp;&nbsp;&nbsp;SOFR + 0.740%, <br>FRN, 4.502%, <br>05/23/28<br>|  | 29270 | &nbsp;&nbsp;29429556 |
| TOTAL SWEDEN | TOTAL SWEDEN |  |  | &nbsp;&nbsp;102433134 |
| UNITED KINGDOM — (0.6%) | UNITED KINGDOM — (0.6%) | UNITED KINGDOM — (0.6%) | UNITED KINGDOM — (0.6%) | UNITED KINGDOM — (0.6%) |
| Bank of England Euro Notes | Bank of England Euro Notes | Bank of England Euro Notes |  |  |
|  | 4.625%, 03/06/26 |  | 27000 | &nbsp;&nbsp;27025651 |
| UNITED STATES — (6.1%) | UNITED STATES — (6.1%) | UNITED STATES — (6.1%) | UNITED STATES — (6.1%) | UNITED STATES — (6.1%) |
| Chevron USA, Inc. | Chevron USA, Inc. | Chevron USA, Inc. |  |  |
| #(r) | &nbsp;&nbsp;&nbsp;&nbsp;SOFR + 0.360%, <br>FRN, 4.109%, <br>02/26/27<br>|  | 23606 | &nbsp;&nbsp;23665864 |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp;SOFR + 0.470%, <br>FRN, 4.219%, <br>02/26/28<br>|  | 56397 | &nbsp;&nbsp;56619226 |
| &nbsp;&nbsp;&nbsp;&nbsp;Citibank NA, SOFR + <br>0.781%, FRN | &nbsp;&nbsp;&nbsp;&nbsp;Citibank NA, SOFR + <br>0.781%, FRN |  |  |  |
| (r) | 4.515%, 05/29/27 |  | 33931 | &nbsp;&nbsp;34087417 |
| JPMorgan Chase Bank NA | JPMorgan Chase Bank NA | JPMorgan Chase Bank NA |  |  |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp;SOFR + 0.620%, <br>FRN, 4.286%, <br>04/29/26<br>|  | 9500 | &nbsp;&nbsp;9509714 |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp;SOFR + 1.000%, <br>FRN, 4.706%, <br>12/08/26<br>|  | 56142 | &nbsp;&nbsp;56440222 |

---

------

**DFA Two-Year Global Fixed Income Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Face**<br>**Amount^**<br>| **Value†** |
|  |  | **(000)** |  |
| UNITED STATES — (Continued) | UNITED STATES — (Continued) | UNITED STATES — (Continued) | UNITED STATES — (Continued) |
| &nbsp;&nbsp;&nbsp;&nbsp;Mastercard, Inc., SOFR + <br>0.440%, FRN | &nbsp;&nbsp;&nbsp;&nbsp;Mastercard, Inc., SOFR + <br>0.440%, FRN |  |  |
| (r) | 4.124%, 03/15/28 | 9375 | &nbsp;&nbsp;$9394268 |
| &nbsp;&nbsp;&nbsp;&nbsp;Merck & Co., Inc., SOFR + <br>0.460%, FRN | &nbsp;&nbsp;&nbsp;&nbsp;Merck & Co., Inc., SOFR + <br>0.460%, FRN |  |  |
| #(r) | 4.144%, 09/15/27 | 4800 | &nbsp;&nbsp;4825837 |
| Morgan Stanley Bank NA | Morgan Stanley Bank NA |  |  |
|  | 4.754%, 04/21/26 | 1240 | &nbsp;&nbsp;1241354 |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp;SOFR + 1.165%, <br>FRN, 4.831%, <br>10/30/26<br>| 1785 | &nbsp;&nbsp;1797965 |
| &nbsp;&nbsp;&nbsp;&nbsp;National Securities <br>Clearing Corp., SOFR + <br>0.570%, FRN | &nbsp;&nbsp;&nbsp;&nbsp;National Securities <br>Clearing Corp., SOFR + <br>0.570%, FRN |  |  |
| (r)Ω | 4.337%, 05/20/27 | 4250 | &nbsp;&nbsp;4270102 |
| &nbsp;&nbsp;&nbsp;&nbsp;Roche Holdings, Inc., <br>SOFR + 0.740%, FRN | &nbsp;&nbsp;&nbsp;&nbsp;Roche Holdings, Inc., <br>SOFR + 0.740%, FRN |  |  |
| (r)Ω | 4.529%, 11/13/26 | 8400 | &nbsp;&nbsp;8440440 |
| Sanofi SA | Sanofi SA |  |  |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp;SOFR + 0.460%, <br>FRN, 4.302%, <br>11/03/27<br>| 20495 | &nbsp;&nbsp;20580195 |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp;SOFR + 0.540%, <br>FRN, 4.382%, <br>11/03/28<br>| 4550 | &nbsp;&nbsp;4575141 |
| &nbsp;&nbsp;&nbsp;&nbsp;State Street Corp., SOFR <br>+ 0.640%, FRN | &nbsp;&nbsp;&nbsp;&nbsp;State Street Corp., SOFR <br>+ 0.640%, FRN |  |  |
| (r) | 4.306%, 10/22/27 | 4210 | &nbsp;&nbsp;4230610 |
| &nbsp;&nbsp;&nbsp;&nbsp;Walmart, Inc., SOFR + <br>0.430%, FRN | &nbsp;&nbsp;&nbsp;&nbsp;Walmart, Inc., SOFR + <br>0.430%, FRN |  |  |
| (r) | 4.096%, 04/28/27 | 29526 | &nbsp;&nbsp;29656210 |
| &nbsp;&nbsp;&nbsp;&nbsp;Wells Fargo Bank NA, <br>SOFR + 1.070%, FRN | &nbsp;&nbsp;&nbsp;&nbsp;Wells Fargo Bank NA, <br>SOFR + 1.070%, FRN |  |  |
| (r) | 4.760%, 12/11/26 | 5800 | &nbsp;&nbsp;5837833 |
| TOTAL UNITED STATES | TOTAL UNITED STATES |  | &nbsp;&nbsp;275172398 |
| TOTAL BONDS | TOTAL BONDS |  | &nbsp;&nbsp;2740618903 |
| U.S. TREASURY OBLIGATIONS — (7.1%) | U.S. TREASURY OBLIGATIONS — (7.1%) | U.S. TREASURY OBLIGATIONS — (7.1%) | U.S. TREASURY OBLIGATIONS — (7.1%) |
| U.S. Treasury Bills | U.S. Treasury Bills |  |  |
| ∞ | 3.843%, 02/12/26  | 12000 | &nbsp;&nbsp;11988023 |
| ∞ | 3.670%, 03/24/26  | 25000 | &nbsp;&nbsp;24873605 |
| U.S. Treasury Notes | U.S. Treasury Notes |  |  |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp;3M USTMMR + <br>0.150%, FRN, <br>3.763%, 04/30/26 <br>| 17500 | &nbsp;&nbsp;17504054 |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp;3M USTMMR + <br>0.160%, FRN, <br>3.773%, 04/30/27 <br>| 169250 | &nbsp;&nbsp;169462177 |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp;3M USTMMR + <br>0.190%, FRN, <br>3.803%, 10/31/27 <br>| 25000 | &nbsp;&nbsp;25042386 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Face**<br>**Amount^**<br>| **Value†** |
|  |  | **(000)** |  |
| U.S.Treasury Notes | U.S.Treasury Notes |  |  |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp;3M USTMMR + <br>0.159%, FRN, <br>3.772%, 07/31/27 <br>| 70000 | &nbsp;&nbsp;$70083252 |
| &nbsp;&nbsp;&nbsp;&nbsp;TOTAL U.S. TREASURY <br>OBLIGATIONS | &nbsp;&nbsp;&nbsp;&nbsp;TOTAL U.S. TREASURY <br>OBLIGATIONS |  | &nbsp;&nbsp;318953497 |
| COMMERCIAL PAPER — (31.0%) | COMMERCIAL PAPER — (31.0%) | COMMERCIAL PAPER — (31.0%) | COMMERCIAL PAPER — (31.0%) |
| AUSTRIA — (0.9%) | AUSTRIA — (0.9%) | AUSTRIA — (0.9%) | AUSTRIA — (0.9%) |
| &nbsp;&nbsp;&nbsp;&nbsp;Oesterreichische <br>Kontrollbank AG | &nbsp;&nbsp;&nbsp;&nbsp;Oesterreichische <br>Kontrollbank AG |  |  |
|  | 3.724%, 04/30/26 | 23000 | &nbsp;&nbsp;22787537 |
|  | 3.726%, 05/07/26 | 18910 | &nbsp;&nbsp;18721793 |
| TOTAL AUSTRIA | TOTAL AUSTRIA |  | &nbsp;&nbsp;41509330 |
| CANADA — (1.2%) | CANADA — (1.2%) | CANADA — (1.2%) | CANADA — (1.2%) |
| &nbsp;&nbsp;&nbsp;&nbsp;Province of Ontario <br>Canada | &nbsp;&nbsp;&nbsp;&nbsp;Province of Ontario <br>Canada |  |  |
|  | 3.734%, 05/29/26 | 4000 | &nbsp;&nbsp;3952257 |
| PSP Capital, Inc. | PSP Capital, Inc. |  |  |
| Ω | 3.949%, 02/25/26 | 40000 | &nbsp;&nbsp;39894212 |
| Toronto-Dominion Bank | Toronto-Dominion Bank |  |  |
| Ω | 4.072%, 03/02/26 | 10000 | &nbsp;&nbsp;9967717 |
| TOTAL CANADA | TOTAL CANADA |  | &nbsp;&nbsp;53814186 |
| FINLAND — (0.3%) | FINLAND — (0.3%) | FINLAND — (0.3%) | FINLAND — (0.3%) |
| Nordea Bank Abp | Nordea Bank Abp |  |  |
| Ω | 3.790%, 07/20/26 | 8500 | &nbsp;&nbsp;8351113 |
| Ω | 3.780%, 07/27/26 | 5000 | &nbsp;&nbsp;4908955 |
| TOTAL FINLAND | TOTAL FINLAND |  | &nbsp;&nbsp;13260068 |
| FRANCE — (5.0%) | FRANCE — (5.0%) | FRANCE — (5.0%) | FRANCE — (5.0%) |
| &nbsp;&nbsp;&nbsp;&nbsp;Caisse des Depots et <br>Consignations | &nbsp;&nbsp;&nbsp;&nbsp;Caisse des Depots et <br>Consignations |  |  |
| Ω | 4.012%, 02/02/26 | 35000 | &nbsp;&nbsp;34989371 |
| Ω | 3.921%, 03/09/26 | 45000 | &nbsp;&nbsp;44824694 |
| Ω | 3.921%, 03/10/26 | 55000 | &nbsp;&nbsp;54780016 |
| &nbsp;&nbsp;&nbsp;&nbsp;LVMH Moet Hennessy <br>Louis Vuitton SE | &nbsp;&nbsp;&nbsp;&nbsp;LVMH Moet Hennessy <br>Louis Vuitton SE |  |  |
| Ω | 4.018%, 02/02/26 | 27500 | &nbsp;&nbsp;27491626 |
| Ω | 3.985%, 03/23/26 | 19250 | &nbsp;&nbsp;19148306 |
| Sanofi SA | Sanofi SA |  |  |
| Ω | 4.037%, 02/10/26 | 13500 | &nbsp;&nbsp;13484910 |
| Ω | 4.039%, 02/10/26 | 15000 | &nbsp;&nbsp;14983233 |
| Ω | 4.050%, 02/10/26 | 7000 | &nbsp;&nbsp;6992175 |
| Ω | 4.051%, 02/10/26 | 8500 | &nbsp;&nbsp;8490499 |
| TOTAL FRANCE | TOTAL FRANCE |  | &nbsp;&nbsp;225184830 |
| GERMANY — (5.9%) | GERMANY — (5.9%) | GERMANY — (5.9%) | GERMANY — (5.9%) |
| Erste Abwicklungsanstalt | Erste Abwicklungsanstalt |  |  |
| Ω | 4.000%, 02/05/26 | 21000 | &nbsp;&nbsp;20987200 |
| Ω | 3.994%, 02/12/26 | 27500 | &nbsp;&nbsp;27463551 |
| Ω | 3.869%, 03/09/26 | 20000 | &nbsp;&nbsp;19922410 |
| Ω | 3.736%, 05/28/26 | 15000 | &nbsp;&nbsp;14818624 |

---

------

**DFA Two-Year Global Fixed Income Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Face**<br>**Amount^**<br>| **Value†** |
|  |  | **(000)** |  |
| GERMANY — (Continued) | GERMANY — (Continued) | GERMANY — (Continued) | GERMANY — (Continued) |
| &nbsp;&nbsp;&nbsp;&nbsp;Kreditanstalt fuer <br>Wiederaufbau | &nbsp;&nbsp;&nbsp;&nbsp;Kreditanstalt fuer <br>Wiederaufbau |  |  |
| Ω | 4.000%, 02/09/26 | 26500 | &nbsp;&nbsp;$26473399 |
| Ω | 4.018%, 02/10/26 | 5000 | &nbsp;&nbsp;4994493 |
| Ω | 3.956%, 03/03/26 | 27000 | &nbsp;&nbsp;26913360 |
| Ω | 3.720%, 04/01/26 | 10000 | &nbsp;&nbsp;9938814 |
| Ω | 3.745%, 04/23/26 | 5000 | &nbsp;&nbsp;4958120 |
| Ω | 3.757%, 07/22/26 | 5000 | &nbsp;&nbsp;4913500 |
| Ω | 3.767%, 07/22/26 | 5000 | &nbsp;&nbsp;4913500 |
| NRW Bank | NRW Bank |  |  |
| Ω | 3.858%, 03/05/26 | 45000 | &nbsp;&nbsp;44843715 |
| Ω | 3.861%, 03/31/26 | 45000 | &nbsp;&nbsp;44725500 |
| Siemens Capital Co. LLC | Siemens Capital Co. LLC |  |  |
| Ω | 3.699%, 03/25/26 | 13000 | &nbsp;&nbsp;12929059 |
| TOTAL GERMANY | TOTAL GERMANY |  | &nbsp;&nbsp;268795245 |
| LUXEMBOURG — (1.5%) | LUXEMBOURG — (1.5%) | LUXEMBOURG — (1.5%) | LUXEMBOURG — (1.5%) |
| European Investment Bank | European Investment Bank |  |  |
|  | 3.924%, 02/17/26 | 37000 | &nbsp;&nbsp;36932305 |
|  | 4.041%, 02/17/26 | 30000 | &nbsp;&nbsp;29945112 |
| TOTAL LUXEMBOURG | TOTAL LUXEMBOURG |  | &nbsp;&nbsp;66877417 |
| NETHERLANDS — (1.6%) | NETHERLANDS — (1.6%) | NETHERLANDS — (1.6%) | NETHERLANDS — (1.6%) |
| BNG Bank NV | BNG Bank NV |  |  |
| Ω | 3.720%, 03/20/26 | 48000 | &nbsp;&nbsp;47759270 |
| Ω | 3.731%, 04/30/26 | 12000 | &nbsp;&nbsp;11890050 |
| &nbsp;&nbsp;&nbsp;&nbsp;Nederlandse <br>Waterschapsbank NV | &nbsp;&nbsp;&nbsp;&nbsp;Nederlandse <br>Waterschapsbank NV |  |  |
| Ω | 3.691%, 06/16/26 | 15000 | &nbsp;&nbsp;14790504 |
| TOTAL NETHERLANDS | TOTAL NETHERLANDS |  | &nbsp;&nbsp;74439824 |
| NORWAY — (2.3%) | NORWAY — (2.3%) | NORWAY — (2.3%) | NORWAY — (2.3%) |
| DNB Bank ASA | DNB Bank ASA |  |  |
| Ω | 3.954%, 03/23/26 | 55000 | &nbsp;&nbsp;54712136 |
| Ω | 3.969%, 04/08/26 | 5500 | &nbsp;&nbsp;5462226 |
| Ω | 4.025%, 04/15/26 | 45500 | &nbsp;&nbsp;45154714 |
| TOTAL NORWAY | TOTAL NORWAY |  | &nbsp;&nbsp;105329076 |
| SINGAPORE — (1.2%) | SINGAPORE — (1.2%) | SINGAPORE — (1.2%) | SINGAPORE — (1.2%) |
| DBS Bank Ltd. | DBS Bank Ltd. |  |  |
| Ω | 4.006%, 03/10/26 | 14000 | &nbsp;&nbsp;13944095 |
| United Overseas Bank Ltd. | United Overseas Bank Ltd. |  |  |
| Ω | 4.033%, 02/13/26 | 25000 | &nbsp;&nbsp;24964297 |
| Ω | 3.900%, 02/19/26 | 16000 | &nbsp;&nbsp;15967266 |
| TOTAL SINGAPORE | TOTAL SINGAPORE |  | &nbsp;&nbsp;54875658 |
| SWEDEN — (2.7%) | SWEDEN — (2.7%) | SWEDEN — (2.7%) | SWEDEN — (2.7%) |
| Svensk Exportkredit AB | Svensk Exportkredit AB |  |  |
|  | 3.888%, 03/04/26 | 12000 | &nbsp;&nbsp;11959806 |
|  | 3.718%, 06/29/26 | 50000 | &nbsp;&nbsp;49241665 |
| &nbsp;&nbsp;&nbsp;&nbsp;Svenska Handelsbanken <br>AB | &nbsp;&nbsp;&nbsp;&nbsp;Svenska Handelsbanken <br>AB |  |  |
| Ω | 3.802%, 07/22/26 | 33000 | &nbsp;&nbsp;32415068 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Face**<br>**Amount^**<br>| **Value†** |
|  |  | **(000)** |  |
| SWEDEN — (Continued) | SWEDEN — (Continued) | SWEDEN — (Continued) | SWEDEN — (Continued) |
| Swedbank AB | Swedbank AB |  |  |
| Ω | 3.789%, 07/22/26 | 30000 | &nbsp;&nbsp;$29469549 |
| TOTAL SWEDEN | TOTAL SWEDEN |  | &nbsp;&nbsp;123086088 |
| UNITED STATES — (8.4%) | UNITED STATES — (8.4%) | UNITED STATES — (8.4%) | UNITED STATES — (8.4%) |
| Cisco Systems, Inc. | Cisco Systems, Inc. |  |  |
| Ω | 4.005%, 02/02/26 | 5257 | &nbsp;&nbsp;5255403 |
| Ω | 3.973%, 02/06/26 | 40000 | &nbsp;&nbsp;39971612 |
| Ω | 3.974%, 02/06/26 | 4250 | &nbsp;&nbsp;4246984 |
| Ω | 4.012%, 02/17/26 | 9046 | &nbsp;&nbsp;9029490 |
| Ω | 4.013%, 02/17/26 | 10000 | &nbsp;&nbsp;9981749 |
| Ω | 3.964%, 03/12/26 | 4750 | &nbsp;&nbsp;4730249 |
| Ω | 3.742%, 06/12/26 | 46000 | &nbsp;&nbsp;45387745 |
| Ω | 3.717%, 07/21/26 | 10000 | &nbsp;&nbsp;9828956 |
| Johnson & Johnson | Johnson & Johnson |  |  |
| Ω | 3.940%, 02/02/26 | 45000 | &nbsp;&nbsp;44986369 |
| Ω | 3.699%, 06/12/26 | 35000 | &nbsp;&nbsp;34541182 |
| &nbsp;&nbsp;&nbsp;&nbsp;National Securities <br>Clearing Corp. | &nbsp;&nbsp;&nbsp;&nbsp;National Securities <br>Clearing Corp. |  |  |
| Ω | 3.972%, 02/06/26 | 5950 | &nbsp;&nbsp;5945777 |
| Ω | 3.986%, 02/18/26 | 37000 | &nbsp;&nbsp;36928316 |
| Ω | 4.002%, 03/10/26 | 17000 | &nbsp;&nbsp;16932005 |
| Ω | 3.748%, 03/24/26 | 20000 | &nbsp;&nbsp;19891056 |
| Ω | 3.749%, 03/26/26 | 38115 | &nbsp;&nbsp;37899544 |
| Ω | 3.707%, 04/13/26 | 5000 | &nbsp;&nbsp;4962508 |
| Ω | 3.756%, 04/23/26 | 10000 | &nbsp;&nbsp;9914783 |
| Procter & Gamble Co. | Procter & Gamble Co. |  |  |
| Ω | 3.703%, 04/22/26 | 11000 | &nbsp;&nbsp;10909507 |
| Siemens Capital Co. LLC | Siemens Capital Co. LLC |  |  |
| Ω | 3.979%, 02/13/26 | 27500 | &nbsp;&nbsp;27461319 |
| TOTAL UNITED STATES | TOTAL UNITED STATES |  | &nbsp;&nbsp;378804554 |
| &nbsp;&nbsp;&nbsp;&nbsp;TOTAL COMMERCIAL <br>PAPER<br>(Cost $1,406,154,808) | &nbsp;&nbsp;&nbsp;&nbsp;TOTAL COMMERCIAL <br>PAPER<br>(Cost $1,406,154,808) |  | &nbsp;&nbsp;1405976276 |
| FOREIGN SOVEREIGN OBLIGATIONS — (1.1%) | FOREIGN SOVEREIGN OBLIGATIONS — (1.1%) | FOREIGN SOVEREIGN OBLIGATIONS — (1.1%) | FOREIGN SOVEREIGN OBLIGATIONS — (1.1%) |
| CANADA — (1.1%) | CANADA — (1.1%) | CANADA — (1.1%) | CANADA — (1.1%) |
| Alberta Treasury Bills | Alberta Treasury Bills |  |  |
| ∞ | 2.252%,02/03/26<br> CAD | 29913 | &nbsp;&nbsp;21962708 |
| Canada Treasury Bills | Canada Treasury Bills |  |  |
| ∞ | 2.379%,02/11/26<br> CAD | 10100 | &nbsp;&nbsp;7411983 |
| Quebec Treasury Bills | Quebec Treasury Bills |  |  |
| ∞ | 2.239%,02/06/26<br> CAD | 30000 | &nbsp;&nbsp;22022399 |
| TOTAL CANADA | TOTAL CANADA |  | &nbsp;&nbsp;51397090 |
| &nbsp;&nbsp;&nbsp;&nbsp;TOTAL INVESTMENT <br>SECURITIES<br>(Cost $4,476,630,210) | &nbsp;&nbsp;&nbsp;&nbsp;TOTAL INVESTMENT <br>SECURITIES<br>(Cost $4,476,630,210) |  | &nbsp;&nbsp;4523951383 |

---

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

------

**DFA Two-Year Global Fixed Income Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| SECURITIES LENDING COLLATERAL — (0.1%) | SECURITIES LENDING COLLATERAL — (0.1%) | SECURITIES LENDING COLLATERAL — (0.1%) | SECURITIES LENDING COLLATERAL — (0.1%) |
| @§ | &nbsp;&nbsp;&nbsp;&nbsp;The DFA Short Term <br>Investment Fund<br>| 552046 | &nbsp;&nbsp;$6385515 |
| TOTAL INVESTMENTS — (100.0%) | TOTAL INVESTMENTS — (100.0%) | TOTAL INVESTMENTS — (100.0%) |  |
| &nbsp;&nbsp;&nbsp;&nbsp;(Cost $4,483,015,725)^^ | &nbsp;&nbsp;&nbsp;&nbsp;(Cost $4,483,015,725)^^ |  | &nbsp;&nbsp;$4530336898 |

---

As of January 31, 2026, DFA Two-Year Global Fixed Income Portfolio had entered into the following forward currency contracts and the net unrealized forward currency gain (loss) is reflected in the accompanying financial statements:

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| **Currency Purchased** | **Currency Purchased** | **Currency Sold** | **Currency Sold** | **Counterparty** | **Settlement**<br>**Date**<br>| **Unrealized**<br>**Foreign**<br>**Exchange**<br>**Appreciation**<br>**(Depreciation)**<br>|
| GBP | 42265980 | USD | 56884109 | Citibank, N.A. | 02/09/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$949979 |
| AUD | 3539478 | USD | 2376234 | Citibank, N.A. | 02/09/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;88458 |
| SGD | 64935242 | USD | 50512428 | Royal Bank of Canada | 02/09/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;554611 |
| GBP | 34974310 | USD | 46934191 | Societe Generale | 02/09/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;922438 |
| CAD | 1027541 | USD | 749634 | Citibank, N.A. | 02/11/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5283 |
| USD | 68315492 | AUD | 97066186 | Australia and New Zealand Bank | 03/04/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;726802 |
| USD | 6977166 | CAD | 9397661 | Societe Generale | 03/10/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;64952 |
| USD | 59079318 | CAD | 79941939 | Bank of New York Mellon | 03/31/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;227771 |
| USD | 559552 | CAD | 759441 | Citibank, N.A. | 04/07/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;305 |
| USD | 50401852 | CAD | 68098194 | Royal Bank of Canada | 04/07/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;254760 |
| **Total Appreciation** | **Total Appreciation** | **Total Appreciation** | **Total Appreciation** |  |  | &nbsp;&nbsp;&nbsp;&nbsp;**$3795359** |
| USD | 41143549 | AUD | 61392063 | Australia and New Zealand Bank | 02/02/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$(1606828)<br>|
| AUD | 97066186 | USD | 68319064 | Australia and New Zealand Bank | 02/02/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(727004)<br>|
| CAD | 68098194 | USD | 50265057 | Royal Bank of Canada | 02/02/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(253531)<br>|
| USD | 23843464 | AUD | 35674123 | Societe Generale | 02/02/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(998220)<br>|
| USD | 49758867 | CAD | 68098194 | UBS AG | 02/02/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(252659)<br>|
| USD | 59952009 | CAD | 81981375 | Royal Bank of Canada | 02/04/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(260460)<br>|
| USD | 48575800 | AUD | 72651115 | Bank of America Corp. | 02/06/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(2014571)<br>|
| USD | 70843932 | CAD | 97373567 | Societe Generale | 02/06/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(679616)<br>|
| USD | 61910471 | AUD | 91851415 | Australia and New Zealand Bank | 02/09/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(2049652)<br>|
| USD | 64884953 | CAD | 89200316 | Bank of America Corp. | 02/09/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(643431)<br>|
| USD | 50862025 | SGD | 64935242 | Bank of New York Mellon | 02/09/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(205014)<br>|
| USD | 104280161 | GBP | 77240290 | HSBC Bank | 02/09/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1410556)<br>|
| USD | 73376056 | CAD | 101612014 | Societe Generale | 02/11/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1276557)<br>|
| USD | 86498178 | AUD | 128953100 | Australia and New Zealand Bank | 02/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(3296279)<br>|
| USD | 247658 | AUD | 368989 | Citibank, N.A. | 02/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(9282)<br>|
| USD | 45466459 | AUD | 68019807 | Australia and New Zealand Bank | 02/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1897982)<br>|
| USD | 41630010 | AUD | 62149937 | Australia and New Zealand Bank | 02/19/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1646975)<br>|
| USD | 14305098 | AUD | 21390842 | Citibank, N.A. | 02/19/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(590029)<br>|
| USD | 26368729 | NZD | 45800114 | Australia and New Zealand Bank | 02/23/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1228045)<br>|
| USD | 82230377 | AUD | 121650668 | Bank of New York Mellon | 02/23/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(2478311)<br>|
| USD | 80799765 | NZD | 137790914 | UBS AG | 02/24/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(2228970)<br>|
| USD | 34092034 | NZD | 58711678 | Australia and New Zealand Bank | 03/02/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1293761)<br>|
| USD | 52029669 | CAD | 71647487 | Australia and New Zealand Bank | 03/10/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(668847)<br>|
| CAD | 1152921 | USD | 852512 | Citibank, N.A. | 03/10/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(4510)<br>|
| USD | 42030039 | NZD | 73193455 | Australia and New Zealand Bank | 03/16/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(2106731)<br>|
| USD | 48886030 | CAD | 67634214 | Bank of New York Mellon | 03/16/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(873247)<br>|
| USD | 429511 | CAD | 595939 | Citibank, N.A. | 03/16/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(8928)<br>|
| USD | 6180572 | CAD | 8446265 | HSBC Bank | 03/16/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(33444)<br>|
| USD | 13547474 | AUD | 20253362 | Australia and New Zealand Bank | 03/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(554541)<br>|
| USD | 86239010 | CAD | 119219231 | Citibank, N.A. | 03/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1475672)<br>|
| USD | 36124267 | NZD | 61332200 | Australia and New Zealand Bank | 03/27/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(874963)<br>|
| USD | 70977952 | CAD | 97862363 | Citibank, N.A. | 03/27/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1054036)<br>|
| USD | 70324992 | CAD | 96567128 | Australia and New Zealand Bank | 03/30/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(762656)<br>|

---

------

**DFA Two-Year Global Fixed Income Portfolio**

**CONTINUED**

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Currency Purchased** | **Currency Purchased** | **Currency Sold** | **Counterparty** | **Settlement**<br>**Date**<br>| **Unrealized**<br>**Foreign**<br>**Exchange**<br>**Appreciation**<br>**(Depreciation)**<br>|
| USD | 51740240<br> CAD | 70728701 | Royal Bank of Canada | 04/06/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$(341777)<br>|
| **Total (Depreciation)** | **Total (Depreciation)** | **Total (Depreciation)** |  |  | &nbsp;&nbsp;&nbsp;&nbsp;**$(35807085)**<br>|
| **Total Appreciation**<br>**(Depreciation)** | **Total Appreciation**<br>**(Depreciation)** | **Total Appreciation**<br>**(Depreciation)** |  |  | &nbsp;&nbsp;&nbsp;&nbsp;**$(32011726)**<br>|

---

As of January 31, 2026, the value of Rule 144A securities amounted to $1,611,058,534 or 34.8% of net assets.

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

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** |
|  | **Level 1** | **Level 2** | **Level 3** | **Total** |
| **Assets** |  |  |  |  |
| Agency Obligations | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;$7005617 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;$7005617 |
| Bonds |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Australia | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;413878938 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;413878938 |
| &nbsp;&nbsp;&nbsp;&nbsp;Canada | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;746363066 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;746363066 |
| &nbsp;&nbsp;&nbsp;&nbsp;Finland | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;16749931 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;16749931 |
| &nbsp;&nbsp;&nbsp;&nbsp;Germany | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;60163257 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;60163257 |
| &nbsp;&nbsp;&nbsp;&nbsp;Netherlands | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;227237717 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;227237717 |
| &nbsp;&nbsp;&nbsp;&nbsp;New Zealand | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;235167255 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;235167255 |
| &nbsp;&nbsp;&nbsp;&nbsp;Norway | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;59378270 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;59378270 |
| &nbsp;&nbsp;&nbsp;&nbsp;Singapore | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;119010654 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;119010654 |
| &nbsp;&nbsp;&nbsp;&nbsp;Supranational Organization Obligations | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;458038632 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;458038632 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sweden | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;102433134 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;102433134 |
| &nbsp;&nbsp;&nbsp;&nbsp;United Kingdom | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;27025651 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;27025651 |
| &nbsp;&nbsp;&nbsp;&nbsp;United States | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;275172398 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;275172398 |
| U.S. Treasury Obligations | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;318953497 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;318953497 |
| Commercial Paper | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;1405976276 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;1405976276 |
| Foreign Sovereign Obligations | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;51397090 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;51397090 |
| Securities Lending Collateral | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;6385515 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;6385515 |
| Total Investments in Securities | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;$4530336898 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;$4530336898 |
| **Financial Instruments** | **Financial Instruments** |  |  |  |
| **Assets** |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Forward Currency Contracts\*\* | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;3795359 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;3795359 |
| **Liabilities** |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Forward Currency Contracts\*\* | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;(35807085) | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;(35807085) |
| Total Financial Instruments | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;$(32011726) | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;$(32011726) |
| &nbsp;&nbsp;&nbsp;&nbsp;\*\* Valued at the unrealized appreciation/(depreciation) on the investment. | &nbsp;&nbsp;&nbsp;&nbsp;\*\* Valued at the unrealized appreciation/(depreciation) on the investment. | &nbsp;&nbsp;&nbsp;&nbsp;\*\* Valued at the unrealized appreciation/(depreciation) on the investment. | &nbsp;&nbsp;&nbsp;&nbsp;\*\* Valued at the unrealized appreciation/(depreciation) on the investment. | &nbsp;&nbsp;&nbsp;&nbsp;\*\* Valued at the unrealized appreciation/(depreciation) on the investment. |

---

------

**DFA Selectively Hedged Global Fixed Income Portfolio**

**SCHEDULE OF INVESTMENTS**

**January 31, 2026**

**(Unaudited)**

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

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  |  | **Face**<br>**Amount^**<br>| **Value†** |
|  |  |  | **(000)** |  |
| AGENCY OBLIGATIONS — (0.2%) | AGENCY OBLIGATIONS — (0.2%) | AGENCY OBLIGATIONS — (0.2%) | AGENCY OBLIGATIONS — (0.2%) | AGENCY OBLIGATIONS — (0.2%) |
| &nbsp;&nbsp;&nbsp;&nbsp;Federal Home Loan Mortgage <br>Corp. | &nbsp;&nbsp;&nbsp;&nbsp;Federal Home Loan Mortgage <br>Corp. | &nbsp;&nbsp;&nbsp;&nbsp;Federal Home Loan Mortgage <br>Corp. |  |  |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp;SOFR + 0.220%, <br>FRN, 3.870%, <br>07/07/28<br>|  | 2500 | &nbsp;&nbsp;$2504765 |
| BONDS — (95.6%) | BONDS — (95.6%) | BONDS — (95.6%) | BONDS — (95.6%) | BONDS — (95.6%) |
| AUSTRALIA — (6.4%) | AUSTRALIA — (6.4%) | AUSTRALIA — (6.4%) | AUSTRALIA — (6.4%) | AUSTRALIA — (6.4%) |
| APA Infrastructure Ltd. | APA Infrastructure Ltd. | APA Infrastructure Ltd. |  |  |
|  | 0.750%, 03/15/29 | EUR | 800 | &nbsp;&nbsp;887958 |
|  | 2.000%, 07/15/30 | EUR | 500 | &nbsp;&nbsp;564566 |
| &nbsp;&nbsp;&nbsp;&nbsp;Australia & New Zealand <br>Banking Group Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;Australia & New Zealand <br>Banking Group Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;Australia & New Zealand <br>Banking Group Ltd. |  |  |
| (r)Ω | &nbsp;&nbsp;&nbsp;&nbsp;SOFR + 0.560%, <br>FRN, 4.237%, <br>03/18/26<br>|  | 2841 | &nbsp;&nbsp;2842421 |
| (r)Ω | &nbsp;&nbsp;&nbsp;&nbsp;SOFR + 0.810%, <br>FRN, 4.468%, <br>01/18/27<br>|  | 2000 | &nbsp;&nbsp;2010338 |
| (r)Ω | &nbsp;&nbsp;&nbsp;&nbsp;SOFR + 0.680%, <br>FRN, 4.338%, <br>07/16/27<br>|  | 3000 | &nbsp;&nbsp;3015642 |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp;SOFR + 0.680%, <br>FRN, 4.338%, <br>07/16/27<br>|  | 2331 | &nbsp;&nbsp;2343154 |
| (r)Ω | &nbsp;&nbsp;&nbsp;&nbsp;SOFR + 0.650%, <br>FRN, 4.324%, <br>09/30/27<br>|  | 4253 | &nbsp;&nbsp;4269505 |
| (r)Ω | &nbsp;&nbsp;&nbsp;&nbsp;SOFR + 0.620%, <br>FRN, 4.297%, <br>06/18/28<br>|  | 300 | &nbsp;&nbsp;301294 |
| (r)Ω | &nbsp;&nbsp;&nbsp;&nbsp;SOFR + 0.850%, <br>FRN, 4.529%, <br>12/16/29<br>|  | 200 | &nbsp;&nbsp;202324 |
| BHP Billiton Finance Ltd. | BHP Billiton Finance Ltd. |  |  |  |
|  | 1.500%, 04/29/30 | EUR | 600 | &nbsp;&nbsp;670873 |
| &nbsp;&nbsp;&nbsp;&nbsp;Commonwealth Bank of <br>Australia | &nbsp;&nbsp;&nbsp;&nbsp;Commonwealth Bank of <br>Australia | &nbsp;&nbsp;&nbsp;&nbsp;Commonwealth Bank of <br>Australia |  |  |
| (r)Ω | &nbsp;&nbsp;&nbsp;&nbsp;SOFR + 0.750%, <br>FRN, 4.429%, <br>03/13/26<br>|  | 100 | &nbsp;&nbsp;100067 |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp;3M Swap + 0.750%, <br>FRN, 4.403%, <br>08/17/26<br>| AUD | 3500 | &nbsp;&nbsp;2442783 |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp;3M Swap + 0.700%, <br>FRN, 4.436%, <br>01/14/27<br>| AUD | 1400 | &nbsp;&nbsp;977688 |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp;3M Swap + 1.020%, <br>FRN, 4.674%, <br>08/18/27<br>| AUD | 1000 | &nbsp;&nbsp;702276 |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  |  | **Face**<br>**Amount^**<br>| **Value†** |
|  |  |  | **(000)** |  |
| AUSTRALIA — (Continued) | AUSTRALIA — (Continued) | AUSTRALIA — (Continued) | AUSTRALIA — (Continued) | AUSTRALIA — (Continued) |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp;3M Swap + 0.950%, <br>FRN, 4.603%, <br>08/17/28<br>| AUD | 1000 | &nbsp;&nbsp;$703704 |
| (r)Ω | &nbsp;&nbsp;&nbsp;&nbsp;SOFR + 0.810%, <br>FRN, 4.489%, <br>03/14/30<br>|  | 300 | &nbsp;&nbsp;302858 |
| &nbsp;&nbsp;&nbsp;&nbsp;Glencore Capital Finance <br>DAC | &nbsp;&nbsp;&nbsp;&nbsp;Glencore Capital Finance <br>DAC |  |  |  |
|  | 0.750%, 03/01/29 | EUR | 600 | &nbsp;&nbsp;670087 |
| Glencore Funding LLC | Glencore Funding LLC |  |  |  |
| Ω | 1.625%, 04/27/26 |  | 1398 | &nbsp;&nbsp;1389848 |
| Macquarie Bank Ltd. | Macquarie Bank Ltd. | Macquarie Bank Ltd. |  |  |
| (r)Ω | &nbsp;&nbsp;&nbsp;&nbsp;SOFR + 1.200%, <br>FRN, 4.902%, <br>12/07/26<br>|  | 5220 | &nbsp;&nbsp;5259644 |
| (r)Ω | &nbsp;&nbsp;&nbsp;&nbsp;SOFR + 0.920%, <br>FRN, 4.588%, <br>07/02/27<br>|  | 3240 | &nbsp;&nbsp;3263360 |
| Macquarie Group Ltd. | Macquarie Group Ltd. |  |  |  |
|  | 4.747%, 01/23/30 | EUR | 400 | &nbsp;&nbsp;504939 |
| National Australia Bank Ltd. | National Australia Bank Ltd. | National Australia Bank Ltd. |  |  |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp;3M Swap + 0.780%, <br>FRN, 4.414%, <br>05/12/26<br>| AUD | 6000 | &nbsp;&nbsp;4183408 |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp;3M Swap + 0.410%, <br>FRN, 4.063%, <br>08/24/26<br>| AUD | 3100 | &nbsp;&nbsp;2159506 |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp;3M Swap + 0.850%, <br>FRN, 4.503%, <br>11/16/26<br>| AUD | 5500 | &nbsp;&nbsp;3844327 |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp;3M Swap + 1.000%, <br>FRN, 4.634%, <br>05/12/28<br>| AUD | 1600 | &nbsp;&nbsp;1125101 |
| &nbsp;&nbsp;&nbsp;&nbsp;Norfina Ltd., 3M Swap + <br>0.780%, FRN | &nbsp;&nbsp;&nbsp;&nbsp;Norfina Ltd., 3M Swap + <br>0.780%, FRN |  |  |  |
| (r) | 4.592%, 01/25/27 | AUD | 3500 | &nbsp;&nbsp;2446146 |
| Optus Finance Pty. Ltd. | Optus Finance Pty. Ltd. |  |  |  |
|  | 1.000%, 06/20/29 | EUR | 240 | &nbsp;&nbsp;266337 |
| Origin Energy Finance Ltd. | Origin Energy Finance Ltd. |  |  |  |
|  | 1.000%, 09/17/29 | EUR | 2190 | &nbsp;&nbsp;2416118 |
| Telstra Group Ltd. | Telstra Group Ltd. |  |  |  |
|  | 1.000%, 04/23/30 | EUR | 500 | &nbsp;&nbsp;549308 |
| Vicinity Centres Trust | Vicinity Centres Trust |  |  |  |
|  | 1.125%, 11/07/29 | EUR | 1000 | &nbsp;&nbsp;1105074 |
| Westpac Banking Corp. | Westpac Banking Corp. | Westpac Banking Corp. |  |  |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp;3M Swap + 0.750%, <br>FRN, 4.395%, <br>08/10/26<br>| AUD | 5600 | &nbsp;&nbsp;3907945 |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp;3M Swap + 0.820%, <br>FRN, 4.532%, <br>12/15/26<br>| AUD | 3300 | &nbsp;&nbsp;2306366 |

---

------

**DFA Selectively Hedged Global Fixed Income Portfolio**

**CONTINUED**

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  |  | **Face**<br>**Amount^**<br>| **Value†** |
|  |  |  | **(000)** |  |
| AUSTRALIA — (Continued) | AUSTRALIA — (Continued) | AUSTRALIA — (Continued) | AUSTRALIA — (Continued) | AUSTRALIA — (Continued) |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp;3M Swap + 0.700%, <br>FRN, 4.512%, <br>01/25/27<br>| AUD | 2700 | &nbsp;&nbsp;$1885974 |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp;3M Swap + 1.230%, <br>FRN, 4.871%, <br>11/11/27<br>| AUD | 1700 | &nbsp;&nbsp;1198948 |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp;3M Swap + 0.980%, <br>FRN, 4.633%, <br>02/16/28<br>| AUD | 3200 | &nbsp;&nbsp;2250337 |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp;3M Swap + 0.930%, <br>FRN, 4.658%, <br>09/19/28<br>| AUD | 2500 | &nbsp;&nbsp;1757257 |
| TOTAL AUSTRALIA | TOTAL AUSTRALIA |  |  | &nbsp;&nbsp;64827481 |
| AUSTRIA — (0.0%) | AUSTRIA — (0.0%) | AUSTRIA — (0.0%) | AUSTRIA — (0.0%) | AUSTRIA — (0.0%) |
| Erste Group Bank AG | Erste Group Bank AG | Erste Group Bank AG |  |  |
|  | 0.250%, 09/14/29 | EUR | 400 | &nbsp;&nbsp;432987 |
| BELGIUM — (1.5%) | BELGIUM — (1.5%) | BELGIUM — (1.5%) | BELGIUM — (1.5%) | BELGIUM — (1.5%) |
| Belfius Bank SA | Belfius Bank SA | Belfius Bank SA |  |  |
|  | 3.750%, 01/22/29 | EUR | 1400 | &nbsp;&nbsp;1702969 |
|  | 4.125%, 09/12/29 | EUR | 600 | &nbsp;&nbsp;743236 |
|  | 3.375%, 05/28/30 | EUR | 3100 | &nbsp;&nbsp;3719219 |
| &nbsp;&nbsp;&nbsp;&nbsp;Kingdom of Belgium <br>Government Bonds | &nbsp;&nbsp;&nbsp;&nbsp;Kingdom of Belgium <br>Government Bonds |  |  |  |
|  | 0.100%, 06/22/30 | EUR | 8000 | &nbsp;&nbsp;8541382 |
| TOTAL BELGIUM | TOTAL BELGIUM |  |  | &nbsp;&nbsp;14706806 |
| CANADA — (8.5%) | CANADA — (8.5%) | CANADA — (8.5%) | CANADA — (8.5%) | CANADA — (8.5%) |
| Bank of Montreal | Bank of Montreal | Bank of Montreal |  |  |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp;SOFR + 0.620%, <br>FRN, 4.304%, <br>09/15/26<br>|  | 310 | &nbsp;&nbsp;310703 |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp;SOFR + 1.160%, <br>FRN, 4.850%, <br>12/11/26<br>|  | 1000 | &nbsp;&nbsp;1007265 |
| Bank of Nova Scotia | Bank of Nova Scotia | Bank of Nova Scotia |  |  |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp;SOFR + 0.780%, <br>FRN, 4.493%, <br>06/04/27<br>|  | 2904 | &nbsp;&nbsp;2917283 |
|  | 3.500%, 04/17/29 | EUR | 120 | &nbsp;&nbsp;145689 |
| Brookfield Finance, Inc. | Brookfield Finance, Inc. |  |  |  |
|  | 4.850%, 03/29/29 |  | 100 | &nbsp;&nbsp;101703 |
| Canada Government Bonds | Canada Government Bonds | Canada Government Bonds |  |  |
|  | 2.750%, 09/01/30 | CAD | 600 | &nbsp;&nbsp;437249 |
|  | 0.500%, 12/01/30 | CAD | 1200 | &nbsp;&nbsp;784528 |
| Canada Housing Trust No. 1 | Canada Housing Trust No. 1 | Canada Housing Trust No. 1 |  |  |
| Ω | 1.750%, 06/15/30 | CAD | 3600 | &nbsp;&nbsp;2511659 |
|  | 2.850%, 12/15/30 | CAD | 1000 | &nbsp;&nbsp;728124 |
| &nbsp;&nbsp;&nbsp;&nbsp;Canadian Imperial Bank of <br>Commerce | &nbsp;&nbsp;&nbsp;&nbsp;Canadian Imperial Bank of <br>Commerce |  |  |  |
|  | 3.807%, 07/09/29 | EUR | 1551 | &nbsp;&nbsp;1896425 |
| CDP Financial, Inc. | CDP Financial, Inc. |  |  |  |
|  | 4.200%, 12/02/30 | CAD | 2600 | &nbsp;&nbsp;1997034 |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  |  | **Face**<br>**Amount^**<br>| **Value†** |
|  |  |  | **(000)** |  |
| CANADA — (Continued) | CANADA — (Continued) | CANADA — (Continued) | CANADA — (Continued) | CANADA — (Continued) |
| CPPIB Capital, Inc. | CPPIB Capital, Inc. |  |  |  |
|  | 3.350%, 12/02/30 | CAD | 600 | &nbsp;&nbsp;$445335 |
| Enbridge, Inc. | Enbridge, Inc. |  |  |  |
|  | 3.125%, 11/15/29 |  | 130 | &nbsp;&nbsp;124849 |
| Export Development Canada | Export Development Canada | Export Development Canada |  |  |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp;SOFR + 0.330%, <br>FRN, 3.996%, <br>08/01/28<br>|  | 2160 | &nbsp;&nbsp;2164217 |
|  | 3.875%, 08/08/30 | NZD | 1000 | &nbsp;&nbsp;597826 |
| &nbsp;&nbsp;&nbsp;&nbsp;Federation des Caisses <br>Desjardins du Quebec | &nbsp;&nbsp;&nbsp;&nbsp;Federation des Caisses <br>Desjardins du Quebec |  |  |  |
|  | 3.467%, 09/05/29 | EUR | 200 | &nbsp;&nbsp;241907 |
| National Bank of Canada | National Bank of Canada |  |  |  |
|  | 3.750%, 05/02/29 | EUR | 800 | &nbsp;&nbsp;977557 |
| &nbsp;&nbsp;&nbsp;&nbsp;Ontario Teachers' Finance <br>Trust | &nbsp;&nbsp;&nbsp;&nbsp;Ontario Teachers' Finance <br>Trust |  |  |  |
|  | 4.150%, 11/01/29 | CAD | 200 | &nbsp;&nbsp;152772 |
| Province of Alberta | Province of Alberta |  |  |  |
|  | 2.050%, 06/01/30 | CAD | 16800 | &nbsp;&nbsp;11859136 |
| &nbsp;&nbsp;&nbsp;&nbsp;Province of British <br>Columbia | &nbsp;&nbsp;&nbsp;&nbsp;Province of British <br>Columbia |  |  |  |
|  | 2.200%, 06/18/30 | CAD | 3700 | &nbsp;&nbsp;2627077 |
| Province of Manitoba | Province of Manitoba |  |  |  |
|  | 2.050%, 06/02/30 | CAD | 200 | &nbsp;&nbsp;141026 |
| Province of Ontario | Province of Ontario | Province of Ontario |  |  |
|  | 1.550%, 11/01/29 | CAD | 3900 | &nbsp;&nbsp;2726405 |
|  | 2.050%, 06/02/30 | CAD | 10300 | &nbsp;&nbsp;7266468 |
|  | 2.950%, 09/08/30 | CAD | 12200 | &nbsp;&nbsp;8914830 |
|  | 1.350%, 12/02/30 | CAD | 16400 | &nbsp;&nbsp;11108376 |
| Province of Quebec | Province of Quebec |  |  |  |
|  | 1.900%, 09/01/30 | CAD | 12600 | &nbsp;&nbsp;8793951 |
| PSP Capital, Inc. | PSP Capital, Inc. |  |  |  |
|  | 2.050%, 01/15/30 | CAD | 1800 | &nbsp;&nbsp;1276372 |
| Royal Bank of Canada | Royal Bank of Canada | Royal Bank of Canada |  |  |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp;SOFR + 0.570%, <br>FRN, 4.237%, <br>04/27/26<br>|  | 1200 | &nbsp;&nbsp;1201276 |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp;SOFR + 0.950%, <br>FRN, 4.616%, <br>01/19/27<br>|  | 500 | &nbsp;&nbsp;503097 |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp;SOFR + 0.710%, <br>FRN, 4.376%, <br>01/21/27<br>|  | 2121 | &nbsp;&nbsp;2129029 |
|  | 2.125%, 04/26/29 | EUR | 172 | &nbsp;&nbsp;200137 |
| Toronto-Dominion Bank | Toronto-Dominion Bank | Toronto-Dominion Bank |  |  |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp;SOFR + 1.080%, <br>FRN, 4.746%, <br>07/17/26<br>|  | 6635 | &nbsp;&nbsp;6660146 |
|  | 4.994%, 04/05/29 |  | 130 | &nbsp;&nbsp;133472 |
|  | 1.952%, 04/08/30 | EUR | 1980 | &nbsp;&nbsp;2250771 |
| TOTAL CANADA | TOTAL CANADA |  |  | &nbsp;&nbsp;85333694 |
| DENMARK — (1.8%) | DENMARK — (1.8%) | DENMARK — (1.8%) | DENMARK — (1.8%) | DENMARK — (1.8%) |
| Carlsberg Breweries AS | Carlsberg Breweries AS |  |  |  |
|  | 3.000%, 08/28/29 | EUR | 2307 | &nbsp;&nbsp;2754420 |

---

------

**DFA Selectively Hedged Global Fixed Income Portfolio**

**CONTINUED**

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  |  | **Face**<br>**Amount^**<br>| **Value†** |
|  |  |  | **(000)** |  |
| DENMARK — (Continued) | DENMARK — (Continued) | DENMARK — (Continued) | DENMARK — (Continued) | DENMARK — (Continued) |
| DSV Finance BV | DSV Finance BV | DSV Finance BV |  |  |
|  | 3.500%, 06/26/29 | EUR | 120 | &nbsp;&nbsp;$145413 |
|  | 1.375%, 03/16/30 | EUR | 630 | &nbsp;&nbsp;703696 |
|  | 3.250%, 11/06/30 | EUR | 3000 | &nbsp;&nbsp;3594583 |
| Kommunekredit | Kommunekredit |  |  |  |
| Δ | 0.000%, 11/17/29 | EUR | 1800 | &nbsp;&nbsp;1944153 |
| &nbsp;&nbsp;&nbsp;&nbsp;Novo Nordisk Finance <br>Netherlands BV | &nbsp;&nbsp;&nbsp;&nbsp;Novo Nordisk Finance <br>Netherlands BV |  |  |  |
|  | 2.875%, 08/27/30 | EUR | 300 | &nbsp;&nbsp;356841 |
| Nykredit Realkredit AS | Nykredit Realkredit AS | Nykredit Realkredit AS |  |  |
|  | 3.875%, 07/09/29 | EUR | 1400 | &nbsp;&nbsp;1710913 |
|  | 3.375%, 01/10/30 | EUR | 800 | &nbsp;&nbsp;959848 |
|  | 3.625%, 07/24/30 | EUR | 3800 | &nbsp;&nbsp;4591843 |
| Orsted AS | Orsted AS |  |  |  |
|  | 3.750%, 03/01/30 | EUR | 1100 | &nbsp;&nbsp;1328967 |
| TOTAL DENMARK | TOTAL DENMARK |  |  | &nbsp;&nbsp;18090677 |
| FINLAND — (2.8%) | FINLAND — (2.8%) | FINLAND — (2.8%) | FINLAND — (2.8%) | FINLAND — (2.8%) |
| Fingrid OYJ | Fingrid OYJ |  |  |  |
|  | 2.750%, 12/04/29 | EUR | 120 | &nbsp;&nbsp;142106 |
| Finland Government Bonds | Finland Government Bonds |  |  |  |
| Δ | 0.000%, 09/15/30 | EUR | 2200 | &nbsp;&nbsp;2324174 |
| &nbsp;&nbsp;&nbsp;&nbsp;Kuntarahoitus OYJ, SOFR <br>+ 1.000%, FRN | &nbsp;&nbsp;&nbsp;&nbsp;Kuntarahoitus OYJ, SOFR <br>+ 1.000%, FRN |  |  |  |
| (r) | 4.665%, 07/15/26 |  | 4000 | &nbsp;&nbsp;4014240 |
| Neste OYJ | Neste OYJ |  |  |  |
|  | 3.750%, 03/20/30 | EUR | 4395 | &nbsp;&nbsp;5333932 |
| Nordea Bank Abp | Nordea Bank Abp | Nordea Bank Abp |  |  |
| (r)Ω | &nbsp;&nbsp;&nbsp;&nbsp;SOFR + 0.740%, <br>FRN, 4.422%, <br>03/19/27<br>|  | 2896 | &nbsp;&nbsp;2906922 |
|  | 2.750%, 05/02/30 | EUR | 4000 | &nbsp;&nbsp;4730599 |
| OP Corporate Bank PLC | OP Corporate Bank PLC | OP Corporate Bank PLC |  |  |
|  | 0.625%, 11/12/29 | EUR | 3340 | &nbsp;&nbsp;3635824 |
|  | 2.875%, 11/27/29 | EUR | 2000 | &nbsp;&nbsp;2386068 |
| Stora Enso OYJ | Stora Enso OYJ |  |  |  |
|  | 4.250%, 09/01/29 | EUR | 780 | &nbsp;&nbsp;959462 |
| Teollisuuden Voima OYJ | Teollisuuden Voima OYJ |  |  |  |
|  | 4.750%, 06/01/30 | EUR | 1610 | &nbsp;&nbsp;2029205 |
| TOTAL FINLAND | TOTAL FINLAND |  |  | &nbsp;&nbsp;28462532 |
| FRANCE — (10.0%) | FRANCE — (10.0%) | FRANCE — (10.0%) | FRANCE — (10.0%) | FRANCE — (10.0%) |
| Abertis France SAS | Abertis France SAS | Abertis France SAS |  |  |
|  | 3.375%, 04/21/29 | EUR | 1800 | &nbsp;&nbsp;2165875 |
|  | 1.625%, 09/18/29 | EUR | 100 | &nbsp;&nbsp;113251 |
| Aeroports de Paris SA | Aeroports de Paris SA |  |  |  |
|  | 2.750%, 04/02/30 | EUR | 2300 | &nbsp;&nbsp;2711026 |
| &nbsp;&nbsp;&nbsp;&nbsp;Agence Francaise de <br>Developpement EPIC | &nbsp;&nbsp;&nbsp;&nbsp;Agence Francaise de <br>Developpement EPIC |  |  |  |
|  | 0.500%, 05/25/30 | EUR | 300 | &nbsp;&nbsp;322180 |
| Alstom SA | Alstom SA |  |  |  |
| Δ | 0.000%, 01/11/29 | EUR | 500 | &nbsp;&nbsp;548370 |
| APRR SA | APRR SA |  |  |  |
|  | 3.125%, 01/24/30 | EUR | 1300 | &nbsp;&nbsp;1558282 |
| Ayvens SA | Ayvens SA |  |  |  |
|  | 3.875%, 07/16/29 | EUR | 2900 | &nbsp;&nbsp;3552455 |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  |  | **Face**<br>**Amount^**<br>| **Value†** |
|  |  |  | **(000)** |  |
| FRANCE — (Continued) | FRANCE — (Continued) | FRANCE — (Continued) | FRANCE — (Continued) | FRANCE — (Continued) |
| &nbsp;&nbsp;&nbsp;&nbsp;Banque Federative du Credit <br>Mutuel SA | &nbsp;&nbsp;&nbsp;&nbsp;Banque Federative du Credit <br>Mutuel SA | &nbsp;&nbsp;&nbsp;&nbsp;Banque Federative du Credit <br>Mutuel SA |  |  |
| (r)Ω | &nbsp;&nbsp;&nbsp;&nbsp;SOFR + 1.130%, <br>FRN, 4.796%, <br>01/23/27<br>|  | 2250 | &nbsp;&nbsp;$2265723 |
| (r)Ω | &nbsp;&nbsp;&nbsp;&nbsp;SOFR + 1.070%, <br>FRN, 4.856%, <br>02/16/28<br>|  | 3200 | &nbsp;&nbsp;3220780 |
|  | 4.375%, 05/02/30 | EUR | 2000 | &nbsp;&nbsp;2487435 |
| BNP Paribas SA | BNP Paribas SA | BNP Paribas SA |  |  |
|  | 1.375%, 05/28/29 | EUR | 400 | &nbsp;&nbsp;451760 |
|  | 3.625%, 09/01/29 | EUR | 100 | &nbsp;&nbsp;121489 |
| Bouygues SA | Bouygues SA |  |  |  |
|  | 0.500%, 02/11/30 | EUR | 1100 | &nbsp;&nbsp;1193271 |
| BPCE SA | BPCE SA | BPCE SA |  |  |
|  | 3.875%, 01/11/29 | EUR | 600 | &nbsp;&nbsp;732402 |
|  | 0.625%, 01/15/30 | EUR | 1000 | &nbsp;&nbsp;1087305 |
| &nbsp;&nbsp;&nbsp;&nbsp;Caisse d'Amortissement de la <br>Dette Sociale | &nbsp;&nbsp;&nbsp;&nbsp;Caisse d'Amortissement de la <br>Dette Sociale | &nbsp;&nbsp;&nbsp;&nbsp;Caisse d'Amortissement de la <br>Dette Sociale |  |  |
|  | 0.600%, 11/25/29 | EUR | 6300 | &nbsp;&nbsp;6941401 |
|  | 3.125%, 03/01/30 | EUR | 500 | &nbsp;&nbsp;604280 |
|  | 2.875%, 05/25/30 | EUR | 11000 | &nbsp;&nbsp;13164901 |
| Cie de Saint-Gobain SA | Cie de Saint-Gobain SA |  |  |  |
|  | 3.375%, 04/08/30 | EUR | 400 | &nbsp;&nbsp;482202 |
| Credit Agricole SA | Credit Agricole SA | Credit Agricole SA |  |  |
| (r)Ω | &nbsp;&nbsp;&nbsp;&nbsp;SOFR + 0.870%, <br>FRN, 4.560%, <br>03/11/27<br>|  | 2000 | &nbsp;&nbsp;2008695 |
|  | 4.125%, 03/07/30 | EUR | 500 | &nbsp;&nbsp;622668 |
| Credit Mutuel Arkea SA | Credit Mutuel Arkea SA |  |  |  |
|  | 1.125%, 05/23/29 | EUR | 1200 | &nbsp;&nbsp;1349701 |
| Edenred SE | Edenred SE |  |  |  |
|  | 3.250%, 08/27/30 | EUR | 1800 | &nbsp;&nbsp;2138310 |
| Electricite de France SA | Electricite de France SA |  |  |  |
|  | 4.625%, 04/26/30 | EUR | 400 | &nbsp;&nbsp;506647 |
| Elis SA | Elis SA |  |  |  |
|  | 3.750%, 03/21/30 | EUR | 700 | &nbsp;&nbsp;851164 |
| Engie SA | Engie SA |  |  |  |
|  | 3.625%, 01/11/30 | EUR | 300 | &nbsp;&nbsp;365401 |
| &nbsp;&nbsp;&nbsp;&nbsp;French Republic <br>Government Bonds OAT | &nbsp;&nbsp;&nbsp;&nbsp;French Republic <br>Government Bonds OAT |  |  |  |
|  | 2.500%, 05/25/30 | EUR | 1200 | &nbsp;&nbsp;1417861 |
| GELF Bond Issuer I SA | GELF Bond Issuer I SA |  |  |  |
|  | 1.125%, 07/18/29 | EUR | 400 | &nbsp;&nbsp;443073 |
| ICADE | ICADE |  |  |  |
|  | 1.000%, 01/19/30 | EUR | 3100 | &nbsp;&nbsp;3369063 |
| JCDecaux SE | JCDecaux SE |  |  |  |
|  | 1.625%, 02/07/30 | EUR | 1500 | &nbsp;&nbsp;1686797 |
| Kering SA | Kering SA |  |  |  |
|  | 3.125%, 11/27/29 | EUR | 2100 | &nbsp;&nbsp;2505713 |
| Klepierre SA | Klepierre SA | Klepierre SA |  |  |
|  | 2.000%, 05/12/29 | EUR | 100 | &nbsp;&nbsp;115736 |
|  | 0.625%, 07/01/30 | EUR | 5500 | &nbsp;&nbsp;5888801 |
| La Banque Postale SA | La Banque Postale SA | La Banque Postale SA |  |  |
|  | 4.375%, 01/17/30 | EUR | 600 | &nbsp;&nbsp;746611 |
|  | 3.500%, 06/13/30 | EUR | 600 | &nbsp;&nbsp;727307 |

---

------

**DFA Selectively Hedged Global Fixed Income Portfolio**

**CONTINUED**

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  |  | **Face**<br>**Amount^**<br>| **Value†** |
|  |  |  | **(000)** |  |
| FRANCE — (Continued) | FRANCE — (Continued) | FRANCE — (Continued) | FRANCE — (Continued) | FRANCE — (Continued) |
| &nbsp;&nbsp;&nbsp;&nbsp;LVMH Moet Hennessy Louis <br>Vuitton SE | &nbsp;&nbsp;&nbsp;&nbsp;LVMH Moet Hennessy Louis <br>Vuitton SE | &nbsp;&nbsp;&nbsp;&nbsp;LVMH Moet Hennessy Louis <br>Vuitton SE |  |  |
|  | 3.250%, 09/07/29 | EUR | 200 | &nbsp;&nbsp;$242284 |
|  | 3.375%, 02/05/30 | EUR | 400 | &nbsp;&nbsp;486549 |
| Pernod Ricard SA | Pernod Ricard SA | Pernod Ricard SA |  |  |
|  | 0.125%, 10/04/29 | EUR | 300 | &nbsp;&nbsp;322694 |
|  | 1.750%, 04/08/30 | EUR | 1000 | &nbsp;&nbsp;1131960 |
| Praemia Healthcare SACA | Praemia Healthcare SACA | Praemia Healthcare SACA |  |  |
|  | 0.875%, 11/04/29 | EUR | 2200 | &nbsp;&nbsp;2391198 |
|  | 1.375%, 09/17/30 | EUR | 3100 | &nbsp;&nbsp;3347394 |
| RCI Banque SA | RCI Banque SA | RCI Banque SA |  |  |
|  | 3.375%, 07/26/29 | EUR | 2147 | &nbsp;&nbsp;2580861 |
|  | 4.875%, 10/02/29 | EUR | 2120 | &nbsp;&nbsp;2668115 |
|  | 3.375%, 06/06/30 | EUR | 1500 | &nbsp;&nbsp;1791689 |
| SFIL SA | SFIL SA |  |  |  |
|  | 3.125%, 09/17/29 | EUR | 2500 | &nbsp;&nbsp;3008266 |
| SNCF Reseau | SNCF Reseau |  |  |  |
|  | 1.125%, 05/25/30 | EUR | 300 | &nbsp;&nbsp;331176 |
| Societe Generale SA | Societe Generale SA | Societe Generale SA |  |  |
| (r)Ω | &nbsp;&nbsp;&nbsp;&nbsp;SOFR + 1.100%, <br>FRN, 4.871%, <br>02/19/27<br>|  | 2400 | &nbsp;&nbsp;2411371 |
|  | 0.875%, 09/24/29 | EUR | 700 | &nbsp;&nbsp;770820 |
| Suez SACA | Suez SACA |  |  |  |
|  | 2.375%, 05/24/30 | EUR | 5900 | &nbsp;&nbsp;6798073 |
| Terega SA | Terega SA |  |  |  |
|  | 0.875%, 09/17/30 | EUR | 700 | &nbsp;&nbsp;747798 |
| Unibail-Rodamco-Westfield SE | Unibail-Rodamco-Westfield SE | Unibail-Rodamco-Westfield SE |  |  |
|  | 3.500%, 09/11/29 | EUR | 200 | &nbsp;&nbsp;241994 |
|  | 1.375%, 04/15/30 | EUR | 313 | &nbsp;&nbsp;347330 |
| Veolia Environnement SA | Veolia Environnement SA |  |  |  |
|  | 1.940%, 01/07/30 | EUR | 2000 | &nbsp;&nbsp;2283505 |
| WEA Finance LLC | WEA Finance LLC |  |  |  |
| Ω | 4.125%, 09/20/28 |  | 500 | &nbsp;&nbsp;496404 |
| TOTAL FRANCE | TOTAL FRANCE |  |  | &nbsp;&nbsp;100867417 |
| GERMANY — (6.8%) | GERMANY — (6.8%) | GERMANY — (6.8%) | GERMANY — (6.8%) | GERMANY — (6.8%) |
| Amprion GmbH | Amprion GmbH |  |  |  |
|  | 3.125%, 08/27/30 | EUR | 800 | &nbsp;&nbsp;951435 |
| Bayer AG | Bayer AG | Bayer AG |  |  |
|  | 4.250%, 08/26/29 | EUR | 170 | &nbsp;&nbsp;210667 |
|  | 1.125%, 01/06/30 | EUR | 1000 | &nbsp;&nbsp;1105824 |
| Bayer Capital Corp. BV | Bayer Capital Corp. BV |  |  |  |
|  | 2.125%, 12/15/29 | EUR | 200 | &nbsp;&nbsp;230545 |
| Bayer U.S. Finance LLC | Bayer U.S. Finance LLC |  |  |  |
| Ω | 6.250%, 01/21/29 |  | 500 | &nbsp;&nbsp;525691 |
| &nbsp;&nbsp;&nbsp;&nbsp;Bayerische <br>Landesbodenkreditanstalt  | &nbsp;&nbsp;&nbsp;&nbsp;Bayerische <br>Landesbodenkreditanstalt  |  |  |  |
|  | 2.375%, 05/07/30 | EUR | 706 | &nbsp;&nbsp;829805 |
| &nbsp;&nbsp;&nbsp;&nbsp;BMW International <br>Investment BV | &nbsp;&nbsp;&nbsp;&nbsp;BMW International <br>Investment BV |  |  |  |
|  | 3.125%, 08/27/30 | EUR | 3300 | &nbsp;&nbsp;3940334 |
| &nbsp;&nbsp;&nbsp;&nbsp;BMW U.S. Capital LLC, <br>SOFR + 0.550%, FRN | &nbsp;&nbsp;&nbsp;&nbsp;BMW U.S. Capital LLC, <br>SOFR + 0.550%, FRN |  |  |  |
| (r)Ω | 4.225%, 04/02/26 |  | 1000 | &nbsp;&nbsp;1000638 |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  |  | **Face**<br>**Amount^**<br>| **Value†** |
|  |  |  | **(000)** |  |
| GERMANY — (Continued) | GERMANY — (Continued) | GERMANY — (Continued) | GERMANY — (Continued) | GERMANY — (Continued) |
| Continental AG | Continental AG |  |  |  |
|  | 3.500%, 10/01/29 | EUR | 1035 | &nbsp;&nbsp;$1250554 |
| &nbsp;&nbsp;&nbsp;&nbsp;Daimler Truck Finance <br>North America LLC, <br>SOFR + 0.960%, FRN | &nbsp;&nbsp;&nbsp;&nbsp;Daimler Truck Finance <br>North America LLC, <br>SOFR + 0.960%, FRN |  |  |  |
| (r)Ω | 4.641%, 09/25/27 |  | 3000 | &nbsp;&nbsp;3011995 |
| &nbsp;&nbsp;&nbsp;&nbsp;Daimler Truck International <br>Finance BV | &nbsp;&nbsp;&nbsp;&nbsp;Daimler Truck International <br>Finance BV |  |  |  |
|  | 3.875%, 06/19/29 | EUR | 300 | &nbsp;&nbsp;367955 |
| Deutsche Bahn AG | Deutsche Bahn AG |  |  |  |
|  | 1.875%, 05/24/30 | EUR | 300 | &nbsp;&nbsp;345971 |
| Deutsche Boerse AG | Deutsche Boerse AG |  |  |  |
|  | 3.750%, 09/28/29 | EUR | 300 | &nbsp;&nbsp;368598 |
| Deutsche Lufthansa AG | Deutsche Lufthansa AG | Deutsche Lufthansa AG |  |  |
|  | 3.500%, 07/14/29 | EUR | 700 | &nbsp;&nbsp;844037 |
|  | 4.000%, 05/21/30 | EUR | 300 | &nbsp;&nbsp;370384 |
| Deutsche Post AG | Deutsche Post AG |  |  |  |
|  | 3.000%, 03/24/30 | EUR | 3072 | &nbsp;&nbsp;3678157 |
| E.ON SE | E.ON SE |  |  |  |
|  | 3.125%, 03/05/30 | EUR | 460 | &nbsp;&nbsp;550937 |
| &nbsp;&nbsp;&nbsp;&nbsp;EnBW International <br>Finance BV | &nbsp;&nbsp;&nbsp;&nbsp;EnBW International <br>Finance BV |  |  |  |
|  | 3.000%, 05/20/29 | EUR | 300 | &nbsp;&nbsp;359566 |
| Fresenius Medical Care AG | Fresenius Medical Care AG | Fresenius Medical Care AG |  |  |
|  | 1.250%, 11/29/29 | EUR | 267 | &nbsp;&nbsp;297429 |
|  | 1.500%, 05/29/30 | EUR | 2396 | &nbsp;&nbsp;2663599 |
| &nbsp;&nbsp;&nbsp;&nbsp;Fresenius Medical Care <br>U.S. Finance III, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;Fresenius Medical Care <br>U.S. Finance III, Inc. |  |  |  |
| Ω | 3.750%, 06/15/29 |  | 500 | &nbsp;&nbsp;490099 |
| Fresenius SE & Co. KGaA | Fresenius SE & Co. KGaA |  |  |  |
|  | 5.000%, 11/28/29 | EUR | 600 | &nbsp;&nbsp;761424 |
| Grand City Properties SA | Grand City Properties SA |  |  |  |
|  | 4.375%, 01/09/30 | EUR | 4900 | &nbsp;&nbsp;6042920 |
| &nbsp;&nbsp;&nbsp;&nbsp;Hamburg Commercial <br>Bank AG | &nbsp;&nbsp;&nbsp;&nbsp;Hamburg Commercial <br>Bank AG |  |  |  |
|  | 3.500%, 01/31/30 | EUR | 800 | &nbsp;&nbsp;961362 |
| &nbsp;&nbsp;&nbsp;&nbsp;Heidelberg Materials <br>Finance Luxembourg SA | &nbsp;&nbsp;&nbsp;&nbsp;Heidelberg Materials <br>Finance Luxembourg SA |  |  |  |
|  | 3.000%, 07/10/30 | EUR | 6100 | &nbsp;&nbsp;7250516 |
| HOCHTIEF AG | HOCHTIEF AG |  |  |  |
|  | 4.250%, 05/31/30 | EUR | 1500 | &nbsp;&nbsp;1862619 |
| &nbsp;&nbsp;&nbsp;&nbsp;HOWOGE <br>Wohnungsbaugesellschaft <br>GmbH | &nbsp;&nbsp;&nbsp;&nbsp;HOWOGE <br>Wohnungsbaugesellschaft <br>GmbH |  |  |  |
|  | 3.875%, 06/05/30 | EUR | 2500 | &nbsp;&nbsp;3051412 |
| Infineon Technologies AG | Infineon Technologies AG |  |  |  |
|  | 2.875%, 02/13/30 | EUR | 1200 | &nbsp;&nbsp;1421671 |
| Investitionsbank Berlin | Investitionsbank Berlin |  |  |  |
|  | 2.500%, 05/20/30 | EUR | 2000 | &nbsp;&nbsp;2358696 |
| Knorr-Bremse AG | Knorr-Bremse AG |  |  |  |
|  | 3.000%, 09/30/29 | EUR | 600 | &nbsp;&nbsp;718078 |
| Kreditanstalt fuer Wiederaufbau | Kreditanstalt fuer Wiederaufbau | Kreditanstalt fuer Wiederaufbau |  |  |
|  | 0.375%, 04/23/30 | EUR | 580 | &nbsp;&nbsp;631280 |
| Δ | 0.000%, 09/17/30 | EUR | 750 | &nbsp;&nbsp;794019 |

---

------

**DFA Selectively Hedged Global Fixed Income Portfolio**

**CONTINUED**

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  |  | **Face**<br>**Amount^**<br>| **Value†** |
|  |  |  | **(000)** |  |
| GERMANY — (Continued) | GERMANY — (Continued) | GERMANY — (Continued) | GERMANY — (Continued) | GERMANY — (Continued) |
| &nbsp;&nbsp;&nbsp;&nbsp;Landwirtschaftliche <br>Rentenbank | &nbsp;&nbsp;&nbsp;&nbsp;Landwirtschaftliche <br>Rentenbank |  |  |  |
| Δ | 0.000%, 11/27/29 | EUR | 1000 | &nbsp;&nbsp;$1080084 |
| Mercedes-Benz Group AG | Mercedes-Benz Group AG |  |  |  |
|  | 0.750%, 09/10/30 | EUR | 4800 | &nbsp;&nbsp;5190079 |
| NRW Bank | NRW Bank |  |  |  |
|  | 1.050%, 03/31/26 | AUD | 2800 | &nbsp;&nbsp;1940455 |
| &nbsp;&nbsp;&nbsp;&nbsp;Siemens <br>Financieringsmaatschappij <br>NV | &nbsp;&nbsp;&nbsp;&nbsp;Siemens <br>Financieringsmaatschappij <br>NV |  |  |  |
|  | 2.750%, 09/09/30 | EUR | 100 | &nbsp;&nbsp;118790 |
| Sixt SE | Sixt SE |  |  |  |
|  | 3.250%, 01/22/30 | EUR | 600 | &nbsp;&nbsp;717922 |
| State of Lower Saxony | State of Lower Saxony |  |  |  |
|  | 0.125%, 01/10/30 | EUR | 382 | &nbsp;&nbsp;412888 |
| &nbsp;&nbsp;&nbsp;&nbsp;State of <br>Rhineland-Palatinate | &nbsp;&nbsp;&nbsp;&nbsp;State of <br>Rhineland-Palatinate |  |  |  |
|  | 0.050%, 01/23/30 | EUR | 1000 | &nbsp;&nbsp;1075455 |
| State of Saxony-Anhalt | State of Saxony-Anhalt |  |  |  |
|  | 2.450%, 02/13/30 | EUR | 205 | &nbsp;&nbsp;242220 |
| &nbsp;&nbsp;&nbsp;&nbsp;Traton Finance <br>Luxembourg SA | &nbsp;&nbsp;&nbsp;&nbsp;Traton Finance <br>Luxembourg SA |  |  |  |
|  | 3.750%, 03/27/30 | EUR | 4700 | &nbsp;&nbsp;5697251 |
| Vier Gas Transport GmbH | Vier Gas Transport GmbH |  |  |  |
|  | 0.125%, 09/10/29 | EUR | 900 | &nbsp;&nbsp;968108 |
| &nbsp;&nbsp;&nbsp;&nbsp;Volkswagen Financial <br>Services AG | &nbsp;&nbsp;&nbsp;&nbsp;Volkswagen Financial <br>Services AG |  |  |  |
|  | 3.625%, 05/19/29 | EUR | 400 | &nbsp;&nbsp;484043 |
| &nbsp;&nbsp;&nbsp;&nbsp;Volkswagen Group of America <br>Finance LLC | &nbsp;&nbsp;&nbsp;&nbsp;Volkswagen Group of America <br>Finance LLC | &nbsp;&nbsp;&nbsp;&nbsp;Volkswagen Group of America <br>Finance LLC |  |  |
| Ω | 5.250%, 03/22/29 |  | 400 | &nbsp;&nbsp;409309 |
| Ω | 4.950%, 08/15/29 |  | 600 | &nbsp;&nbsp;609375 |
| Vonovia SE | Vonovia SE | Vonovia SE |  |  |
|  | 2.125%, 03/22/30 | EUR | 400 | &nbsp;&nbsp;460005 |
|  | 1.000%, 07/09/30 | EUR | 300 | &nbsp;&nbsp;325975 |
| TOTAL GERMANY | TOTAL GERMANY |  |  | &nbsp;&nbsp;68980176 |
| IRELAND — (0.2%) | IRELAND — (0.2%) | IRELAND — (0.2%) | IRELAND — (0.2%) | IRELAND — (0.2%) |
| &nbsp;&nbsp;&nbsp;&nbsp;AerCap Ireland Capital <br>DAC/AerCap Global <br>Aviation Trust | &nbsp;&nbsp;&nbsp;&nbsp;AerCap Ireland Capital <br>DAC/AerCap Global <br>Aviation Trust |  |  |  |
|  | 4.450%, 04/03/26 |  | 150 | &nbsp;&nbsp;150001 |
| &nbsp;&nbsp;&nbsp;&nbsp;Dell Bank International <br>DAC | &nbsp;&nbsp;&nbsp;&nbsp;Dell Bank International <br>DAC |  |  |  |
|  | 3.625%, 06/24/29 | EUR | 1210 | &nbsp;&nbsp;1461390 |
| TOTAL IRELAND | TOTAL IRELAND |  |  | &nbsp;&nbsp;1611391 |
| ITALY — (1.5%) | ITALY — (1.5%) | ITALY — (1.5%) | ITALY — (1.5%) | ITALY — (1.5%) |
| &nbsp;&nbsp;&nbsp;&nbsp;AMCO - Asset <br>Management Co. SpA | &nbsp;&nbsp;&nbsp;&nbsp;AMCO - Asset <br>Management Co. SpA |  |  |  |
|  | 3.250%, 04/02/30 | EUR | 3000 | &nbsp;&nbsp;3596956 |
| Autostrade per l'Italia SpA | Autostrade per l'Italia SpA |  |  |  |
|  | 1.875%, 09/26/29 | EUR | 520 | &nbsp;&nbsp;595791 |
| Banco BPM SpA | Banco BPM SpA |  |  |  |
|  | 3.375%, 01/21/30 | EUR | 400 | &nbsp;&nbsp;480989 |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  |  | **Face**<br>**Amount^**<br>| **Value†** |
|  |  |  | **(000)** |  |
| ITALY — (Continued) | ITALY — (Continued) | ITALY — (Continued) | ITALY — (Continued) | ITALY — (Continued) |
| &nbsp;&nbsp;&nbsp;&nbsp;Cassa Depositi e Prestiti <br>SpA | &nbsp;&nbsp;&nbsp;&nbsp;Cassa Depositi e Prestiti <br>SpA |  |  |  |
|  | 3.625%, 01/13/30 | EUR | 1100 | &nbsp;&nbsp;$1342117 |
| Eni SpA | Eni SpA |  |  |  |
|  | 0.625%, 01/23/30 | EUR | 800 | &nbsp;&nbsp;870222 |
| ERG SpA | ERG SpA |  |  |  |
|  | 4.125%, 07/03/30 | EUR | 2900 | &nbsp;&nbsp;3589240 |
| Iccrea Banca SpA | Iccrea Banca SpA |  |  |  |
|  | 3.375%, 01/30/30 | EUR | 150 | &nbsp;&nbsp;180276 |
| Intesa Sanpaolo SpA | Intesa Sanpaolo SpA |  |  |  |
|  | 5.250%, 01/13/30 | EUR | 1460 | &nbsp;&nbsp;1882186 |
| Italgas SpA | Italgas SpA | Italgas SpA |  |  |
|  | 2.875%, 03/06/30 | EUR | 200 | &nbsp;&nbsp;236076 |
|  | 0.875%, 04/24/30 | EUR | 490 | &nbsp;&nbsp;533016 |
| Snam SpA | Snam SpA |  |  |  |
|  | 4.000%, 11/27/29 | EUR | 1370 | &nbsp;&nbsp;1687609 |
| TOTAL ITALY | TOTAL ITALY |  |  | &nbsp;&nbsp;14994478 |
| JAPAN — (2.5%) | JAPAN — (2.5%) | JAPAN — (2.5%) | JAPAN — (2.5%) | JAPAN — (2.5%) |
| &nbsp;&nbsp;&nbsp;&nbsp;Japan Government Five Year <br>Bonds | &nbsp;&nbsp;&nbsp;&nbsp;Japan Government Five Year <br>Bonds | &nbsp;&nbsp;&nbsp;&nbsp;Japan Government Five Year <br>Bonds |  |  |
|  | 0.005%, 06/20/26 | JPY | 200000 | &nbsp;&nbsp;1288602 |
|  | 0.005%, 09/20/26 | JPY | 410000 | &nbsp;&nbsp;2635302 |
| &nbsp;&nbsp;&nbsp;&nbsp;Japan Government Two <br>Year Bonds | &nbsp;&nbsp;&nbsp;&nbsp;Japan Government Two <br>Year Bonds |  |  |  |
|  | 0.400%, 07/01/26 | JPY | 245000 | &nbsp;&nbsp;1580785 |
| &nbsp;&nbsp;&nbsp;&nbsp;JT International Financial <br>Services BV | &nbsp;&nbsp;&nbsp;&nbsp;JT International Financial <br>Services BV |  |  |  |
|  | 1.000%, 11/26/29 | EUR | 400 | &nbsp;&nbsp;442488 |
| Mizuho Financial Group, Inc. | Mizuho Financial Group, Inc. | Mizuho Financial Group, Inc. |  |  |
|  | 0.402%, 09/06/29 | EUR | 1000 | &nbsp;&nbsp;1090428 |
|  | 0.797%, 04/15/30 | EUR | 4350 | &nbsp;&nbsp;4720363 |
|  | 4.608%, 08/28/30 | EUR | 1000 | &nbsp;&nbsp;1266204 |
| Nomura Holdings, Inc. | Nomura Holdings, Inc. | Nomura Holdings, Inc. |  |  |
|  | 1.653%, 07/14/26 |  | 1587 | &nbsp;&nbsp;1570579 |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp;SOFR + 1.250%, <br>FRN, 4.924%, <br>07/02/27<br>|  | 2700 | &nbsp;&nbsp;2723539 |
| NTT Finance Corp. | NTT Finance Corp. |  |  |  |
|  | 0.342%, 03/03/30 | EUR | 1600 | &nbsp;&nbsp;1713938 |
| ORIX Corp. | ORIX Corp. |  |  |  |
|  | 3.780%, 05/29/29 | EUR | 500 | &nbsp;&nbsp;606568 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sumitomo Mitsui Financial <br>Group, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;Sumitomo Mitsui Financial <br>Group, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;Sumitomo Mitsui Financial <br>Group, Inc. |  |  |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp;SOFR + 1.170%, <br>FRN, 4.832%, <br>07/09/29<br>|  | 900 | &nbsp;&nbsp;910784 |
|  | 0.632%, 10/23/29 | EUR | 940 | &nbsp;&nbsp;1029203 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sumitomo Mitsui Trust <br>Bank Ltd., SOFR + <br>0.980%, FRN | &nbsp;&nbsp;&nbsp;&nbsp;Sumitomo Mitsui Trust <br>Bank Ltd., SOFR + <br>0.980%, FRN |  |  |  |
| #(r)Ω | 4.686%, 09/10/27 |  | 1600 | &nbsp;&nbsp;1615008 |

---

------

**DFA Selectively Hedged Global Fixed Income Portfolio**

**CONTINUED**

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  |  | **Face**<br>**Amount^**<br>| **Value†** |
|  |  |  | **(000)** |  |
| JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) | JAPAN — (Continued) |
| &nbsp;&nbsp;&nbsp;&nbsp;Toyota Motor Finance <br>Netherlands BV | &nbsp;&nbsp;&nbsp;&nbsp;Toyota Motor Finance <br>Netherlands BV |  |  |  |
|  | 3.125%, 07/11/29 | EUR | 1500 | &nbsp;&nbsp;$1799730 |
| TOTAL JAPAN | TOTAL JAPAN |  |  | &nbsp;&nbsp;24993521 |
| LUXEMBOURG — (1.5%) | LUXEMBOURG — (1.5%) | LUXEMBOURG — (1.5%) | LUXEMBOURG — (1.5%) | LUXEMBOURG — (1.5%) |
| ArcelorMittal SA | ArcelorMittal SA |  |  |  |
|  | 3.125%, 12/13/28 | EUR | 1300 | &nbsp;&nbsp;1554640 |
| Eurofins Scientific SE | Eurofins Scientific SE | Eurofins Scientific SE |  |  |
|  | 4.000%, 07/06/29 | EUR | 2360 | &nbsp;&nbsp;2898233 |
|  | 4.750%, 09/06/30 | EUR | 300 | &nbsp;&nbsp;378052 |
| &nbsp;&nbsp;&nbsp;&nbsp;European Financial Stability <br>Facility | &nbsp;&nbsp;&nbsp;&nbsp;European Financial Stability <br>Facility | &nbsp;&nbsp;&nbsp;&nbsp;European Financial Stability <br>Facility |  |  |
|  | 0.125%, 03/18/30 | EUR | 340 | &nbsp;&nbsp;366144 |
|  | 2.625%, 05/07/30 | EUR | 5300 | &nbsp;&nbsp;6313551 |
| SELP Finance SARL | SELP Finance SARL |  |  |  |
|  | 0.875%, 05/27/29 | EUR | 3320 | &nbsp;&nbsp;3679460 |
| TOTAL LUXEMBOURG | TOTAL LUXEMBOURG |  |  | &nbsp;&nbsp;15190080 |
| NETHERLANDS — (4.5%) | NETHERLANDS — (4.5%) | NETHERLANDS — (4.5%) | NETHERLANDS — (4.5%) | NETHERLANDS — (4.5%) |
| ABN AMRO Bank NV | ABN AMRO Bank NV | ABN AMRO Bank NV |  |  |
|  | 2.750%, 06/04/29 | EUR | 200 | &nbsp;&nbsp;238284 |
|  | 0.500%, 09/23/29 | EUR | 600 | &nbsp;&nbsp;653376 |
|  | 3.125%, 01/21/30 | EUR | 500 | &nbsp;&nbsp;602269 |
|  | 4.250%, 02/21/30 | EUR | 4800 | &nbsp;&nbsp;5967375 |
| ASN Bank NV | ASN Bank NV |  |  |  |
|  | 4.875%, 03/07/30 | EUR | 2300 | &nbsp;&nbsp;2901446 |
| BNG Bank NV | BNG Bank NV | BNG Bank NV |  |  |
|  | 0.100%, 01/15/30 | EUR | 200 | &nbsp;&nbsp;215946 |
|  | 2.500%, 05/21/30 | EUR | 8300 | &nbsp;&nbsp;9822621 |
| Cooperatieve Rabobank UA | Cooperatieve Rabobank UA | Cooperatieve Rabobank UA |  |  |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp;SOFR + 0.620%, <br>FRN, 4.365%, <br>08/28/26<br>|  | 1000 | &nbsp;&nbsp;1002111 |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp;SOFR + 0.900%, <br>FRN, 4.575%, <br>10/05/26<br>|  | 300 | &nbsp;&nbsp;301394 |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp;3M Swap + 0.870%, <br>FRN, 4.526%, <br>02/26/27<br>| AUD | 3800 | &nbsp;&nbsp;2658171 |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp;SOFR + 0.710%, <br>FRN, 4.419%, <br>03/05/27<br>|  | 3500 | &nbsp;&nbsp;3517653 |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp;3M Swap + 1.180%, <br>FRN, 4.907%, <br>01/19/28<br>| AUD | 500 | &nbsp;&nbsp;352586 |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp;3M Swap + 1.150%, <br>FRN, 4.804%, <br>11/21/28<br>| AUD | 2500 | &nbsp;&nbsp;1767633 |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp;3M Swap + 1.030%, <br>FRN, 4.686%, <br>02/26/29<br>| AUD | 1100 | &nbsp;&nbsp;775323 |
| JDE Peet's NV | JDE Peet's NV |  |  |  |
|  | 4.125%, 01/23/30 | EUR | 610 | &nbsp;&nbsp;751263 |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  |  | **Face**<br>**Amount^**<br>| **Value†** |
|  |  |  | **(000)** |  |
| NETHERLANDS — (Continued) | NETHERLANDS — (Continued) | NETHERLANDS — (Continued) | NETHERLANDS — (Continued) | NETHERLANDS — (Continued) |
| Koninklijke Philips NV | Koninklijke Philips NV |  |  |  |
|  | 3.250%, 05/23/30 | EUR | 5600 | &nbsp;&nbsp;$6701429 |
| NIBC Bank NV | NIBC Bank NV |  |  |  |
|  | 3.500%, 06/05/30 | EUR | 1700 | &nbsp;&nbsp;2048739 |
| Sandoz Finance BV | Sandoz Finance BV | Sandoz Finance BV |  |  |
|  | 3.250%, 09/12/29 | EUR | 300 | &nbsp;&nbsp;360170 |
|  | 4.220%, 04/17/30 | EUR | 1100 | &nbsp;&nbsp;1367831 |
| Stedin Holding NV | Stedin Holding NV | Stedin Holding NV |  |  |
|  | 0.500%, 11/14/29 | EUR | 560 | &nbsp;&nbsp;610748 |
|  | 2.375%, 06/03/30 | EUR | 2600 | &nbsp;&nbsp;3015258 |
| TOTAL NETHERLANDS | TOTAL NETHERLANDS |  |  | &nbsp;&nbsp;45631626 |
| NEW ZEALAND — (3.0%) | NEW ZEALAND — (3.0%) | NEW ZEALAND — (3.0%) | NEW ZEALAND — (3.0%) | NEW ZEALAND — (3.0%) |
| &nbsp;&nbsp;&nbsp;&nbsp;New Zealand Government <br>Bonds | &nbsp;&nbsp;&nbsp;&nbsp;New Zealand Government <br>Bonds |  |  |  |
|  | 4.500%, 05/15/30 | NZD | 46700 | &nbsp;&nbsp;28815955 |
| &nbsp;&nbsp;&nbsp;&nbsp;New Zealand Local Government <br>Funding Agency Bonds | &nbsp;&nbsp;&nbsp;&nbsp;New Zealand Local Government <br>Funding Agency Bonds | &nbsp;&nbsp;&nbsp;&nbsp;New Zealand Local Government <br>Funding Agency Bonds |  |  |
|  | 1.500%, 04/20/29 | NZD | 500 | &nbsp;&nbsp;280623 |
|  | 4.500%, 05/15/30 | NZD | 2800 | &nbsp;&nbsp;1716032 |
| TOTAL NEW ZEALAND | TOTAL NEW ZEALAND |  |  | &nbsp;&nbsp;30812610 |
| NORWAY — (1.7%) | NORWAY — (1.7%) | NORWAY — (1.7%) | NORWAY — (1.7%) | NORWAY — (1.7%) |
| Kommunalbanken AS | Kommunalbanken AS | Kommunalbanken AS |  |  |
| (r)Ω | &nbsp;&nbsp;&nbsp;&nbsp;SOFR + 1.000%, <br>FRN, 4.687%, <br>06/17/26<br>|  | 6000 | &nbsp;&nbsp;6018921 |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp;SOFR + 1.000%, <br>FRN, 4.687%, <br>06/17/26<br>|  | 5000 | &nbsp;&nbsp;5015767 |
| (r)Ω | &nbsp;&nbsp;&nbsp;&nbsp;SOFR + 0.400%, <br>FRN, 4.147%, <br>03/03/28<br>|  | 5000 | &nbsp;&nbsp;5015134 |
| Statnett SF | Statnett SF |  |  |  |
|  | 1.250%, 04/26/30 | EUR | 600 | &nbsp;&nbsp;665333 |
| Var Energi ASA | Var Energi ASA |  |  |  |
|  | 5.500%, 05/04/29 | EUR | 190 | &nbsp;&nbsp;240239 |
| TOTAL NORWAY | TOTAL NORWAY |  |  | &nbsp;&nbsp;16955394 |
| SINGAPORE — (1.1%) | SINGAPORE — (1.1%) | SINGAPORE — (1.1%) | SINGAPORE — (1.1%) | SINGAPORE — (1.1%) |
| &nbsp;&nbsp;&nbsp;&nbsp;DBS Group Holdings Ltd., <br>SOFR + 0.600%, FRN | &nbsp;&nbsp;&nbsp;&nbsp;DBS Group Holdings Ltd., <br>SOFR + 0.600%, FRN |  |  |  |
| (r)Ω | 4.278%, 03/21/28 |  | 10000 | &nbsp;&nbsp;10032956 |
| &nbsp;&nbsp;&nbsp;&nbsp;Temasek Financial I Ltd., <br>SOFR + 0.380%, FRN | &nbsp;&nbsp;&nbsp;&nbsp;Temasek Financial I Ltd., <br>SOFR + 0.380%, FRN |  |  |  |
| (r)Ω | 4.165%, 08/20/27 |  | 1560 | &nbsp;&nbsp;1561085 |
| TOTAL SINGAPORE | TOTAL SINGAPORE |  |  | &nbsp;&nbsp;11594041 |
| SPAIN — (2.3%) | SPAIN — (2.3%) | SPAIN — (2.3%) | SPAIN — (2.3%) | SPAIN — (2.3%) |
| Abertis Infraestructuras SA | Abertis Infraestructuras SA |  |  |  |
|  | 3.125%, 07/07/30 | EUR | 4100 | &nbsp;&nbsp;4862069 |
| &nbsp;&nbsp;&nbsp;&nbsp;Acciona Energia <br>Financiacion Filiales SA | &nbsp;&nbsp;&nbsp;&nbsp;Acciona Energia <br>Financiacion Filiales SA |  |  |  |
|  | 3.750%, 04/25/30 | EUR | 3400 | &nbsp;&nbsp;4089773 |

---

------

**DFA Selectively Hedged Global Fixed Income Portfolio**

**CONTINUED**

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  |  | **Face**<br>**Amount^**<br>| **Value†** |
|  |  |  | **(000)** |  |
| SPAIN — (Continued) | SPAIN — (Continued) | SPAIN — (Continued) | SPAIN — (Continued) | SPAIN — (Continued) |
| Amadeus IT Group SA | Amadeus IT Group SA |  |  |  |
|  | 3.375%, 03/25/30 | EUR | 300 | &nbsp;&nbsp;$360203 |
| &nbsp;&nbsp;&nbsp;&nbsp;Banco Bilbao Vizcaya Argentaria <br>SA | &nbsp;&nbsp;&nbsp;&nbsp;Banco Bilbao Vizcaya Argentaria <br>SA | &nbsp;&nbsp;&nbsp;&nbsp;Banco Bilbao Vizcaya Argentaria <br>SA |  |  |
|  | 4.375%, 10/14/29 | EUR | 100 | &nbsp;&nbsp;125617 |
|  | 3.125%, 07/15/30 | EUR | 1200 | &nbsp;&nbsp;1431841 |
| Banco Santander SA | Banco Santander SA |  |  |  |
|  | 3.875%, 04/22/29 | EUR | 4100 | &nbsp;&nbsp;5018764 |
| Cellnex Telecom SA | Cellnex Telecom SA |  |  |  |
|  | 1.875%, 06/26/29 | EUR | 400 | &nbsp;&nbsp;458817 |
| Colonial SFL Socimi SA | Colonial SFL Socimi SA |  |  |  |
|  | 3.250%, 01/22/30 | EUR | 600 | &nbsp;&nbsp;716364 |
| Criteria Caixa SA | Criteria Caixa SA |  |  |  |
|  | 3.500%, 10/02/29 | EUR | 2100 | &nbsp;&nbsp;2541721 |
| Naturgy Finance Iberia SA | Naturgy Finance Iberia SA |  |  |  |
|  | 3.250%, 10/02/30 | EUR | 500 | &nbsp;&nbsp;596642 |
| Werfen SA | Werfen SA |  |  |  |
|  | 4.250%, 05/03/30 | EUR | 2600 | &nbsp;&nbsp;3203325 |
| TOTAL SPAIN | TOTAL SPAIN |  |  | &nbsp;&nbsp;23405136 |
| SUPRANATIONAL ORGANIZATION OBLIGATIONS — (9.5%) | SUPRANATIONAL ORGANIZATION OBLIGATIONS — (9.5%) | SUPRANATIONAL ORGANIZATION OBLIGATIONS — (9.5%) | SUPRANATIONAL ORGANIZATION OBLIGATIONS — (9.5%) | SUPRANATIONAL ORGANIZATION OBLIGATIONS — (9.5%) |
| Asian Development Bank | Asian Development Bank | Asian Development Bank |  |  |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp;SOFR + 1.000%, <br>FRN, 4.690%, <br>06/16/26<br>|  | 3200 | &nbsp;&nbsp;3209408 |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp;SOFR + 0.300%, <br>FRN, 3.983%, <br>06/20/28<br>|  | 4600 | &nbsp;&nbsp;4599141 |
| &nbsp;&nbsp;&nbsp;&nbsp;Asian Infrastructure Investment <br>Bank | &nbsp;&nbsp;&nbsp;&nbsp;Asian Infrastructure Investment <br>Bank | &nbsp;&nbsp;&nbsp;&nbsp;Asian Infrastructure Investment <br>Bank |  |  |
|  | 1.000%, 05/06/26 | AUD | 200 | &nbsp;&nbsp;138184 |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp;SOFR + 0.620%, <br>FRN, 4.422%, <br>08/16/27<br>|  | 1000 | &nbsp;&nbsp;1005353 |
| &nbsp;&nbsp;&nbsp;&nbsp;Council of Europe <br>Development Bank | &nbsp;&nbsp;&nbsp;&nbsp;Council of Europe <br>Development Bank |  |  |  |
|  | 0.050%, 01/21/30 | EUR | 200 | &nbsp;&nbsp;215374 |
| &nbsp;&nbsp;&nbsp;&nbsp;European Bank for <br>Reconstruction & <br>Development | &nbsp;&nbsp;&nbsp;&nbsp;European Bank for <br>Reconstruction & <br>Development | &nbsp;&nbsp;&nbsp;&nbsp;European Bank for <br>Reconstruction & <br>Development |  |  |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp;SOFR + 0.330%, <br>FRN, 4.116%, <br>02/20/28<br>|  | 4050 | &nbsp;&nbsp;4053521 |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp;SOFR + 0.300%, <br>FRN, 4.086%, <br>02/16/29<br>|  | 5360 | &nbsp;&nbsp;5355302 |
| European Investment Bank | European Investment Bank | European Investment Bank |  |  |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp;SOFR + 0.320%, <br>FRN, 4.124%, <br>08/14/29<br>|  | 1700 | &nbsp;&nbsp;1701121 |
|  | 4.000%, 04/15/30 | EUR | 2400 | &nbsp;&nbsp;3022202 |
| European Union | European Union | European Union |  |  |
|  | 2.875%, 10/05/29 | EUR | 3600 | &nbsp;&nbsp;4337216 |
|  | 1.625%, 12/04/29 | EUR | 8600 | &nbsp;&nbsp;9903477 |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  |  | **Face**<br>**Amount^**<br>| **Value†** |
|  |  |  | **(000)** |  |
| &nbsp;&nbsp;&nbsp;&nbsp;SUPRANATIONAL ORGANIZATION OBLIGATIONS — <br>(Continued) | &nbsp;&nbsp;&nbsp;&nbsp;SUPRANATIONAL ORGANIZATION OBLIGATIONS — <br>(Continued) | &nbsp;&nbsp;&nbsp;&nbsp;SUPRANATIONAL ORGANIZATION OBLIGATIONS — <br>(Continued) | &nbsp;&nbsp;&nbsp;&nbsp;SUPRANATIONAL ORGANIZATION OBLIGATIONS — <br>(Continued) | &nbsp;&nbsp;&nbsp;&nbsp;SUPRANATIONAL ORGANIZATION OBLIGATIONS — <br>(Continued) |
| &nbsp;&nbsp;&nbsp;&nbsp;Inter-American Development <br>Bank | &nbsp;&nbsp;&nbsp;&nbsp;Inter-American Development <br>Bank | &nbsp;&nbsp;&nbsp;&nbsp;Inter-American Development <br>Bank |  |  |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp;SOFR + 0.170%, <br>FRN, 3.860%, <br>09/16/26<br>|  | 1100 | &nbsp;&nbsp;$1100043 |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp;SOFR + 0.280%, <br>FRN, 3.946%, <br>04/12/27<br>|  | 127 | &nbsp;&nbsp;127092 |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp;SOFR + 0.350%, <br>FRN, 4.030%, <br>10/04/27<br>|  | 9400 | &nbsp;&nbsp;9413939 |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp;SOFR + 0.350%, <br>FRN, 4.030%, <br>10/05/28<br>|  | 6100 | &nbsp;&nbsp;6104803 |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp;SOFR + 0.370%, <br>FRN, 4.036%, <br>08/01/29<br>|  | 9800 | &nbsp;&nbsp;9801821 |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp;SOFR + 0.390%, <br>FRN, 4.084%, <br>03/13/30<br>|  | 2500 | &nbsp;&nbsp;2497692 |
| &nbsp;&nbsp;&nbsp;&nbsp;International Bank for <br>Reconstruction & <br>Development | &nbsp;&nbsp;&nbsp;&nbsp;International Bank for <br>Reconstruction & <br>Development | &nbsp;&nbsp;&nbsp;&nbsp;International Bank for <br>Reconstruction & <br>Development |  |  |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp;SOFR + 0.280%, <br>FRN, 4.052%, <br>02/23/27<br>|  | 5115 | &nbsp;&nbsp;5122008 |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp;SOFR + 0.270%, <br>FRN, 3.963%, <br>06/15/27<br>|  | 4000 | &nbsp;&nbsp;4002108 |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp;SOFR + 0.430%, <br>FRN, 4.220%, <br>08/19/27<br>|  | 9414 | &nbsp;&nbsp;9455610 |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp;SOFR + 0.300%, <br>FRN, 3.966%, <br>01/24/29<br>|  | 230 | &nbsp;&nbsp;229489 |
| Δ | 0.000%, 02/21/30 | EUR | 1100 | &nbsp;&nbsp;1181580 |
| &nbsp;&nbsp;&nbsp;&nbsp;International Development <br>Association | &nbsp;&nbsp;&nbsp;&nbsp;International Development <br>Association |  |  |  |
|  | 2.500%, 05/28/30 | EUR | 1700 | &nbsp;&nbsp;2012227 |
| International Finance Corp. | International Finance Corp. | International Finance Corp. |  |  |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp;SOFR + 0.310%, <br>FRN, 4.070%, <br>08/28/28<br>|  | 4580 | &nbsp;&nbsp;4580556 |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp;SOFR + 0.360%, <br>FRN, 4.121%, <br>08/28/29<br>|  | 2430 | &nbsp;&nbsp;2428766 |
| &nbsp;&nbsp;&nbsp;&nbsp;TOTAL SUPRANATIONAL <br>ORGANIZATION <br>OBLIGATIONS | &nbsp;&nbsp;&nbsp;&nbsp;TOTAL SUPRANATIONAL <br>ORGANIZATION <br>OBLIGATIONS |  |  | &nbsp;&nbsp;95598033 |
| SWEDEN — (4.7%) | SWEDEN — (4.7%) | SWEDEN — (4.7%) | SWEDEN — (4.7%) | SWEDEN — (4.7%) |
| Autoliv, Inc. | Autoliv, Inc. |  |  |  |
|  | 3.625%, 08/07/29 | EUR | 1710 | &nbsp;&nbsp;2075436 |

---

------

**DFA Selectively Hedged Global Fixed Income Portfolio**

**CONTINUED**

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  |  | **Face**<br>**Amount^**<br>| **Value†** |
|  |  |  | **(000)** |  |
| SWEDEN — (Continued) | SWEDEN — (Continued) | SWEDEN — (Continued) | SWEDEN — (Continued) | SWEDEN — (Continued) |
| &nbsp;&nbsp;&nbsp;&nbsp;Castellum Helsinki Finance <br>Holding Abp | &nbsp;&nbsp;&nbsp;&nbsp;Castellum Helsinki Finance <br>Holding Abp |  |  |  |
|  | 0.875%, 09/17/29 | EUR | 200 | &nbsp;&nbsp;$224531 |
| Electrolux AB | Electrolux AB |  |  |  |
|  | 2.500%, 05/18/30 | EUR | 4800 | &nbsp;&nbsp;5520568 |
| Lansforsakringar Bank AB | Lansforsakringar Bank AB |  |  |  |
|  | 3.250%, 01/22/30 | EUR | 1120 | &nbsp;&nbsp;1343640 |
| Molnlycke Holding AB | Molnlycke Holding AB |  |  |  |
|  | 0.875%, 09/05/29 | EUR | 100 | &nbsp;&nbsp;110376 |
| SBAB Bank AB | SBAB Bank AB |  |  |  |
|  | 3.250%, 02/06/30 | EUR | 600 | &nbsp;&nbsp;723551 |
| &nbsp;&nbsp;&nbsp;&nbsp;Securitas Treasury Ireland <br>DAC | &nbsp;&nbsp;&nbsp;&nbsp;Securitas Treasury Ireland <br>DAC |  |  |  |
|  | 3.875%, 02/23/30 | EUR | 1654 | &nbsp;&nbsp;2023055 |
| &nbsp;&nbsp;&nbsp;&nbsp;Skandinaviska Enskilda <br>Banken AB | &nbsp;&nbsp;&nbsp;&nbsp;Skandinaviska Enskilda <br>Banken AB |  |  |  |
|  | 3.375%, 03/19/30 | EUR | 6700 | &nbsp;&nbsp;8079710 |
| Svensk Exportkredit AB | Svensk Exportkredit AB | Svensk Exportkredit AB |  |  |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp;SOFR + 1.000%, <br>FRN, 4.863%, <br>08/03/26<br>|  | 3550 | &nbsp;&nbsp;3564467 |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp;SOFR + 1.000%, <br>FRN, 4.849%, <br>05/05/27<br>|  | 5000 | &nbsp;&nbsp;5046436 |
| Svenska Handelsbanken AB | Svenska Handelsbanken AB | Svenska Handelsbanken AB |  |  |
| (r)Ω | &nbsp;&nbsp;&nbsp;&nbsp;SOFR + 1.250%, <br>FRN, 4.934%, <br>06/15/26<br>|  | 500 | &nbsp;&nbsp;501997 |
|  | 1.375%, 02/23/29 | EUR | 170 | &nbsp;&nbsp;193685 |
|  | 0.500%, 02/18/30 | EUR | 8700 | &nbsp;&nbsp;9361667 |
| Swedbank AB | Swedbank AB | Swedbank AB |  |  |
|  | 2.875%, 04/30/29 | EUR | 300 | &nbsp;&nbsp;356740 |
|  | 3.250%, 09/24/29 | EUR | 460 | &nbsp;&nbsp;552778 |
| Tele2 AB | Tele2 AB |  |  |  |
|  | 3.750%, 11/22/29 | EUR | 300 | &nbsp;&nbsp;364704 |
| Volvo Treasury AB | Volvo Treasury AB | Volvo Treasury AB |  |  |
|  | 3.125%, 08/26/29 | EUR | 710 | &nbsp;&nbsp;850667 |
|  | 3.000%, 05/20/30 | EUR | 5200 | &nbsp;&nbsp;6189173 |
| TOTAL SWEDEN | TOTAL SWEDEN |  |  | &nbsp;&nbsp;47083181 |
| SWITZERLAND — (0.9%) | SWITZERLAND — (0.9%) | SWITZERLAND — (0.9%) | SWITZERLAND — (0.9%) | SWITZERLAND — (0.9%) |
| ABB Finance BV | ABB Finance BV |  |  |  |
| Δ | 0.000%, 01/19/30 | EUR | 1360 | &nbsp;&nbsp;1451537 |
| &nbsp;&nbsp;&nbsp;&nbsp;Firmenich Productions <br>Participations SAS | &nbsp;&nbsp;&nbsp;&nbsp;Firmenich Productions <br>Participations SAS |  |  |  |
|  | 1.750%, 04/30/30 | EUR | 1150 | &nbsp;&nbsp;1297071 |
| Sika Capital BV | Sika Capital BV |  |  |  |
|  | 3.750%, 05/03/30 | EUR | 670 | &nbsp;&nbsp;819289 |
| Swiss Life Finance I AG | Swiss Life Finance I AG |  |  |  |
|  | 3.250%, 08/31/29 | EUR | 600 | &nbsp;&nbsp;719304 |
| UBS Group AG | UBS Group AG |  |  |  |
| Ω | 4.125%, 04/15/26 |  | 5000 | &nbsp;&nbsp;5002986 |
| TOTAL SWITZERLAND | TOTAL SWITZERLAND |  |  | &nbsp;&nbsp;9290187 |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  |  | **Face**<br>**Amount^**<br>| **Value†** |
|  |  |  | **(000)** |  |
| UNITED KINGDOM — (4.3%) | UNITED KINGDOM — (4.3%) | UNITED KINGDOM — (4.3%) | UNITED KINGDOM — (4.3%) | UNITED KINGDOM — (4.3%) |
| BAT International Finance PLC | BAT International Finance PLC | BAT International Finance PLC |  |  |
|  | 1.668%, 03/25/26 |  | 300 | &nbsp;&nbsp;$298999 |
|  | 2.250%, 01/16/30 | EUR | 1630 | &nbsp;&nbsp;1872042 |
| Cadent Finance PLC | Cadent Finance PLC | Cadent Finance PLC |  |  |
|  | 4.250%, 07/05/29 | EUR | 200 | &nbsp;&nbsp;247725 |
|  | 0.625%, 03/19/30 | EUR | 4000 | &nbsp;&nbsp;4314131 |
| &nbsp;&nbsp;&nbsp;&nbsp;CK Hutchison Europe <br>Finance 21 Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;CK Hutchison Europe <br>Finance 21 Ltd. |  |  |  |
|  | 0.750%, 11/02/29 | EUR | 900 | &nbsp;&nbsp;984468 |
| &nbsp;&nbsp;&nbsp;&nbsp;CNH Industrial Finance <br>Europe SA | &nbsp;&nbsp;&nbsp;&nbsp;CNH Industrial Finance <br>Europe SA |  |  |  |
|  | 1.625%, 07/03/29 | EUR | 170 | &nbsp;&nbsp;193684 |
| IHG Finance LLC | IHG Finance LLC |  |  |  |
|  | 3.375%, 09/10/30 | EUR | 4100 | &nbsp;&nbsp;4896688 |
| &nbsp;&nbsp;&nbsp;&nbsp;Lloyds Bank Corporate <br>Markets PLC | &nbsp;&nbsp;&nbsp;&nbsp;Lloyds Bank Corporate <br>Markets PLC |  |  |  |
|  | 3.250%, 03/24/30 | EUR | 5020 | &nbsp;&nbsp;6031275 |
| &nbsp;&nbsp;&nbsp;&nbsp;Motability Operations Group <br>PLC | &nbsp;&nbsp;&nbsp;&nbsp;Motability Operations Group <br>PLC | &nbsp;&nbsp;&nbsp;&nbsp;Motability Operations Group <br>PLC |  |  |
|  | 3.625%, 07/24/29 | EUR | 1000 | &nbsp;&nbsp;1214678 |
|  | 4.000%, 01/17/30 | EUR | 4700 | &nbsp;&nbsp;5773067 |
| &nbsp;&nbsp;&nbsp;&nbsp;National Gas Transmission <br>PLC | &nbsp;&nbsp;&nbsp;&nbsp;National Gas Transmission <br>PLC |  |  |  |
|  | 4.250%, 04/05/30 | EUR | 100 | &nbsp;&nbsp;123814 |
| National Grid PLC | National Grid PLC |  |  |  |
|  | 0.553%, 09/18/29 | EUR | 900 | &nbsp;&nbsp;982731 |
| Nationwide Building Society | Nationwide Building Society | Nationwide Building Society |  |  |
|  | 3.250%, 09/05/29 | EUR | 600 | &nbsp;&nbsp;722115 |
|  | 3.000%, 03/03/30 | EUR | 5909 | &nbsp;&nbsp;7028879 |
| NatWest Group PLC | NatWest Group PLC |  |  |  |
|  | 4.800%, 04/05/26 |  | 668 | &nbsp;&nbsp;669034 |
| NatWest Markets PLC | NatWest Markets PLC |  |  |  |
|  | 3.125%, 01/10/30 | EUR | 3120 | &nbsp;&nbsp;3734249 |
| &nbsp;&nbsp;&nbsp;&nbsp;Reckitt Benckiser Treasury <br>Services PLC | &nbsp;&nbsp;&nbsp;&nbsp;Reckitt Benckiser Treasury <br>Services PLC |  |  |  |
|  | 3.625%, 06/20/29 | EUR | 1900 | &nbsp;&nbsp;2317308 |
| Santander U.K. PLC | Santander U.K. PLC |  |  |  |
|  | 3.346%, 03/25/30 | EUR | 800 | &nbsp;&nbsp;963867 |
| SSE PLC | SSE PLC |  |  |  |
|  | 2.875%, 08/01/29 | EUR | 120 | &nbsp;&nbsp;142582 |
| WPP Finance 2013 | WPP Finance 2013 |  |  |  |
|  | 3.625%, 09/12/29 | EUR | 750 | &nbsp;&nbsp;899315 |
| &nbsp;&nbsp;&nbsp;&nbsp;TOTAL UNITED <br>KINGDOM | &nbsp;&nbsp;&nbsp;&nbsp;TOTAL UNITED <br>KINGDOM |  |  | &nbsp;&nbsp;43410651 |
| UNITED STATES — (20.1%) | UNITED STATES — (20.1%) | UNITED STATES — (20.1%) | UNITED STATES — (20.1%) | UNITED STATES — (20.1%) |
| 3M Co. | 3M Co. |  |  |  |
|  | 1.750%, 05/15/30 | EUR | 1700 | &nbsp;&nbsp;1918347 |
| &nbsp;&nbsp;&nbsp;&nbsp;American Express Co., <br>SOFR + 0.650%, FRN | &nbsp;&nbsp;&nbsp;&nbsp;American Express Co., <br>SOFR + 0.650%, FRN |  |  |  |
| (r) | 4.485%, 11/04/26 |  | 2400 | &nbsp;&nbsp;2406734 |
| &nbsp;&nbsp;&nbsp;&nbsp;American Honda Finance <br>Corp., SOFR + 0.720%, <br>FRN | &nbsp;&nbsp;&nbsp;&nbsp;American Honda Finance <br>Corp., SOFR + 0.720%, <br>FRN |  |  |  |
| (r) | 4.386%, 10/22/27 |  | 4838 | &nbsp;&nbsp;4857555 |

---

------

**DFA Selectively Hedged Global Fixed Income Portfolio**

**CONTINUED**

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  |  | **Face**<br>**Amount^**<br>| **Value†** |
|  |  |  | **(000)** |  |
| UNITED STATES — (Continued) | UNITED STATES — (Continued) | UNITED STATES — (Continued) | UNITED STATES — (Continued) | UNITED STATES — (Continued) |
| &nbsp;&nbsp;&nbsp;&nbsp;American National Group, <br>Inc. | &nbsp;&nbsp;&nbsp;&nbsp;American National Group, <br>Inc. |  |  |  |
|  | 5.750%, 10/01/29 |  | 700 | &nbsp;&nbsp;$724424 |
| American Tower Corp. | American Tower Corp. | American Tower Corp. |  |  |
|  | 1.600%, 04/15/26 |  | 170 | &nbsp;&nbsp;169195 |
|  | 0.875%, 05/21/29 | EUR | 120 | &nbsp;&nbsp;133598 |
| AT&T, Inc. | AT&T, Inc. | AT&T, Inc. |  |  |
|  | 2.600%, 12/17/29 | EUR | 900 | &nbsp;&nbsp;1055818 |
|  | 3.150%, 06/01/30 | EUR | 2700 | &nbsp;&nbsp;3221456 |
| Aviation Capital Group LLC | Aviation Capital Group LLC |  |  |  |
|  | 6.750%, 10/25/28 |  | 600 | &nbsp;&nbsp;636121 |
| Avnet, Inc. | Avnet, Inc. |  |  |  |
|  | 4.625%, 04/15/26 |  | 2000 | &nbsp;&nbsp;2000128 |
| BG Energy Capital PLC | BG Energy Capital PLC |  |  |  |
|  | 2.250%, 11/21/29 | EUR | 200 | &nbsp;&nbsp;231738 |
| Boardwalk Pipelines LP | Boardwalk Pipelines LP |  |  |  |
|  | 5.950%, 06/01/26 |  | 188 | &nbsp;&nbsp;188338 |
| Boeing Co. | Boeing Co. | Boeing Co. |  |  |
|  | 3.100%, 05/01/26 |  | 529 | &nbsp;&nbsp;527709 |
|  | 2.950%, 02/01/30 |  | 200 | &nbsp;&nbsp;189805 |
| Booking Holdings, Inc. | Booking Holdings, Inc. |  |  |  |
|  | 4.250%, 05/15/29 | EUR | 100 | &nbsp;&nbsp;123841 |
| Boston Properties LP | Boston Properties LP | Boston Properties LP |  |  |
|  | 4.500%, 12/01/28 |  | 600 | &nbsp;&nbsp;604053 |
|  | 3.400%, 06/21/29 |  | 3400 | &nbsp;&nbsp;3302114 |
| &nbsp;&nbsp;&nbsp;&nbsp;Bristol-Myers Squibb Co., <br>SOFR + 0.490%, FRN | &nbsp;&nbsp;&nbsp;&nbsp;Bristol-Myers Squibb Co., <br>SOFR + 0.490%, FRN |  |  |  |
| (r) | 4.257%, 02/20/26 |  | 3500 | &nbsp;&nbsp;3500442 |
| Brunswick Corp. | Brunswick Corp. |  |  |  |
| # | 5.850%, 03/18/29 |  | 730 | &nbsp;&nbsp;759477 |
| Cargill, Inc. | Cargill, Inc. |  |  |  |
|  | 3.875%, 04/24/30 | EUR | 200 | &nbsp;&nbsp;245831 |
| &nbsp;&nbsp;&nbsp;&nbsp;Caterpillar Financial Services <br>Corp. | &nbsp;&nbsp;&nbsp;&nbsp;Caterpillar Financial Services <br>Corp. | &nbsp;&nbsp;&nbsp;&nbsp;Caterpillar Financial Services <br>Corp. |  |  |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp;SOFR + 0.460%, <br>FRN, 4.206%, <br>02/27/26<br>|  | 1508 | &nbsp;&nbsp;1508358 |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp;SOFR + 0.520%, <br>FRN, 4.239%, <br>03/03/28<br>|  | 1500 | &nbsp;&nbsp;1503324 |
| Charles Schwab Corp. | Charles Schwab Corp. | Charles Schwab Corp. |  |  |
| #(r) | &nbsp;&nbsp;&nbsp;&nbsp;SOFR + 0.520%, <br>FRN, 4.314%, <br>05/13/26<br>|  | 4376 | &nbsp;&nbsp;4378702 |
| #(r) | &nbsp;&nbsp;&nbsp;&nbsp;SOFR + 1.050%, <br>FRN, 4.769%, <br>03/03/27<br>|  | 4000 | &nbsp;&nbsp;4030855 |
| Chubb INA Holdings LLC | Chubb INA Holdings LLC |  |  |  |
|  | 0.875%, 12/15/29 | EUR | 300 | &nbsp;&nbsp;330855 |
| Cigna Group | Cigna Group |  |  |  |
|  | 5.000%, 05/15/29 |  | 3100 | &nbsp;&nbsp;3184076 |
| Citigroup, Inc. | Citigroup, Inc. |  |  |  |
|  | 3.400%, 05/01/26 |  | 366 | &nbsp;&nbsp;365664 |
| &nbsp;&nbsp;&nbsp;&nbsp;Citizens Financial Group, <br>Inc. | &nbsp;&nbsp;&nbsp;&nbsp;Citizens Financial Group, <br>Inc. |  |  |  |
|  | 2.500%, 02/06/30 |  | 800 | &nbsp;&nbsp;745855 |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  |  | **Face**<br>**Amount^**<br>| **Value†** |
|  |  |  | **(000)** |  |
| UNITED STATES — (Continued) | UNITED STATES — (Continued) | UNITED STATES — (Continued) | UNITED STATES — (Continued) | UNITED STATES — (Continued) |
| CNO Financial Group, Inc. | CNO Financial Group, Inc. |  |  |  |
|  | 5.250%, 05/30/29 |  | 2960 | &nbsp;&nbsp;$3012762 |
| Colgate-Palmolive Co. | Colgate-Palmolive Co. |  |  |  |
|  | 0.300%, 11/10/29 | EUR | 100 | &nbsp;&nbsp;109543 |
| Comcast Corp. | Comcast Corp. |  |  |  |
|  | 0.250%, 09/14/29 | EUR | 500 | &nbsp;&nbsp;541771 |
| &nbsp;&nbsp;&nbsp;&nbsp;COPT Defense <br>Properties LP | &nbsp;&nbsp;&nbsp;&nbsp;COPT Defense <br>Properties LP |  |  |  |
|  | 2.250%, 03/15/26 |  | 1400 | &nbsp;&nbsp;1396961 |
| Danaher Corp. | Danaher Corp. |  |  |  |
|  | 2.500%, 03/30/30 | EUR | 4000 | &nbsp;&nbsp;4692285 |
| Dollar General Corp. | Dollar General Corp. |  |  |  |
|  | 3.500%, 04/03/30 |  | 1100 | &nbsp;&nbsp;1062178 |
| DXC Technology Co. | DXC Technology Co. |  |  |  |
|  | 1.800%, 09/15/26 |  | 163 | &nbsp;&nbsp;160730 |
| Eaton Capital ULC | Eaton Capital ULC |  |  |  |
|  | 0.577%, 03/08/30 | EUR | 240 | &nbsp;&nbsp;260063 |
| Elevance Health, Inc. | Elevance Health, Inc. |  |  |  |
|  | 1.500%, 03/15/26 |  | 1200 | &nbsp;&nbsp;1196537 |
| Emerson Electric Co. | Emerson Electric Co. |  |  |  |
|  | 2.000%, 10/15/29 | EUR | 500 | &nbsp;&nbsp;577839 |
| Energy Transfer LP | Energy Transfer LP |  |  |  |
|  | 5.250%, 07/01/29 |  | 190 | &nbsp;&nbsp;195841 |
| EPR Properties | EPR Properties |  |  |  |
|  | 3.750%, 08/15/29 |  | 600 | &nbsp;&nbsp;583387 |
| Equinix, Inc. | Equinix, Inc. |  |  |  |
|  | 3.200%, 11/18/29 |  | 270 | &nbsp;&nbsp;259934 |
| Expedia Group, Inc. | Expedia Group, Inc. |  |  |  |
|  | 5.000%, 02/15/26 |  | 2811 | &nbsp;&nbsp;2811315 |
| &nbsp;&nbsp;&nbsp;&nbsp;Fidelity National <br>Information Services, <br>Inc. | &nbsp;&nbsp;&nbsp;&nbsp;Fidelity National <br>Information Services, <br>Inc. |  |  |  |
|  | 2.000%, 05/21/30 | EUR | 2670 | &nbsp;&nbsp;3031736 |
| Flex Ltd. | Flex Ltd. |  |  |  |
|  | 3.750%, 02/01/26 |  | 7297 | &nbsp;&nbsp;7297000 |
| Fortive Corp. | Fortive Corp. |  |  |  |
|  | 3.700%, 08/15/29 | EUR | 2790 | &nbsp;&nbsp;3390895 |
| &nbsp;&nbsp;&nbsp;&nbsp;General Motors Financial Co., <br>Inc. | &nbsp;&nbsp;&nbsp;&nbsp;General Motors Financial Co., <br>Inc. | &nbsp;&nbsp;&nbsp;&nbsp;General Motors Financial Co., <br>Inc. |  |  |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp;SOFR + 1.350%, <br>FRN, 5.159%, <br>05/08/27<br>|  | 1100 | &nbsp;&nbsp;1107390 |
|  | 5.550%, 07/15/29 |  | 130 | &nbsp;&nbsp;134951 |
|  | 4.900%, 10/06/29 |  | 370 | &nbsp;&nbsp;375956 |
|  | 4.000%, 07/10/30 | EUR | 2140 | &nbsp;&nbsp;2628625 |
| Global Payments, Inc. | Global Payments, Inc. |  |  |  |
|  | 3.200%, 08/15/29 |  | 1725 | &nbsp;&nbsp;1649001 |
| &nbsp;&nbsp;&nbsp;&nbsp;Goldman Sachs Group, <br>Inc. | &nbsp;&nbsp;&nbsp;&nbsp;Goldman Sachs Group, <br>Inc. |  |  |  |
|  | 1.250%, 02/07/29 | EUR | 605 | &nbsp;&nbsp;686977 |
| &nbsp;&nbsp;&nbsp;&nbsp;Harley-Davidson Financial <br>Services, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;Harley-Davidson Financial <br>Services, Inc. |  |  |  |
|  | 4.000%, 03/12/30 | EUR | 1900 | &nbsp;&nbsp;2305879 |
| HCA, Inc. | HCA, Inc. |  |  |  |
|  | 5.250%, 03/01/30 |  | 1000 | &nbsp;&nbsp;1032302 |
| Healthcare Realty Holdings LP | Healthcare Realty Holdings LP | Healthcare Realty Holdings LP |  |  |
|  | 3.100%, 02/15/30 |  | 1000 | &nbsp;&nbsp;948332 |

---

------

**DFA Selectively Hedged Global Fixed Income Portfolio**

**CONTINUED**

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  |  | **Face**<br>**Amount^**<br>| **Value†** |
|  |  |  | **(000)** |  |
| UNITED STATES — (Continued) | UNITED STATES — (Continued) | UNITED STATES — (Continued) | UNITED STATES — (Continued) | UNITED STATES — (Continued) |
|  | 2.400%, 03/15/30 |  | 800 | &nbsp;&nbsp;$731569 |
| Highwoods Realty LP | Highwoods Realty LP | Highwoods Realty LP |  |  |
|  | 4.200%, 04/15/29 |  | 4081 | &nbsp;&nbsp;4022661 |
|  | 3.050%, 02/15/30 |  | 120 | &nbsp;&nbsp;112121 |
| &nbsp;&nbsp;&nbsp;&nbsp;Honeywell International, <br>Inc. | &nbsp;&nbsp;&nbsp;&nbsp;Honeywell International, <br>Inc. |  |  |  |
|  | 3.375%, 03/01/30 | EUR | 130 | &nbsp;&nbsp;157033 |
| &nbsp;&nbsp;&nbsp;&nbsp;HSBC USA, Inc., SOFR + <br>0.960%, FRN | &nbsp;&nbsp;&nbsp;&nbsp;HSBC USA, Inc., SOFR + <br>0.960%, FRN |  |  |  |
| (r) | 4.673%, 03/04/27 |  | 3920 | &nbsp;&nbsp;3940384 |
| Hyatt Hotels Corp. | Hyatt Hotels Corp. |  |  |  |
|  | 5.250%, 06/30/29 |  | 3200 | &nbsp;&nbsp;3299281 |
| Illinois Tool Works, Inc. | Illinois Tool Works, Inc. |  |  |  |
|  | 2.125%, 05/22/30 | EUR | 4100 | &nbsp;&nbsp;4714790 |
| Intel Corp. | Intel Corp. |  |  |  |
|  | 4.875%, 02/10/26 |  | 100 | &nbsp;&nbsp;100006 |
| &nbsp;&nbsp;&nbsp;&nbsp;International Business <br>Machines Corp. | &nbsp;&nbsp;&nbsp;&nbsp;International Business <br>Machines Corp. |  |  |  |
|  | 2.900%, 02/10/30 | EUR | 900 | &nbsp;&nbsp;1069401 |
| Jabil, Inc. | Jabil, Inc. |  |  |  |
|  | 3.600%, 01/15/30 |  | 210 | &nbsp;&nbsp;203314 |
| &nbsp;&nbsp;&nbsp;&nbsp;Jefferies Financial Group, <br>Inc. | &nbsp;&nbsp;&nbsp;&nbsp;Jefferies Financial Group, <br>Inc. |  |  |  |
|  | 4.000%, 04/16/29 | EUR | 1200 | &nbsp;&nbsp;1465645 |
| John Deere Bank SA | John Deere Bank SA |  |  |  |
|  | 3.300%, 10/15/29 | EUR | 400 | &nbsp;&nbsp;484082 |
| John Deere Capital Corp. | John Deere Capital Corp. | John Deere Capital Corp. |  |  |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp;SOFR + 0.570%, <br>FRN, 4.317%, <br>03/03/26<br>|  | 300 | &nbsp;&nbsp;300109 |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp;SOFR + 0.790%, <br>FRN, 4.508%, <br>06/08/26<br>|  | 3514 | &nbsp;&nbsp;3520474 |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp;SOFR + 0.680%, <br>FRN, 4.345%, <br>07/15/27<br>|  | 2950 | &nbsp;&nbsp;2969769 |
| &nbsp;&nbsp;&nbsp;&nbsp;JPMorgan Chase Bank <br>NA, SOFR + 1.000%, <br>FRN | &nbsp;&nbsp;&nbsp;&nbsp;JPMorgan Chase Bank <br>NA, SOFR + 1.000%, <br>FRN |  |  |  |
| (r) | 4.706%, 12/08/26 |  | 950 | &nbsp;&nbsp;955046 |
| &nbsp;&nbsp;&nbsp;&nbsp;Keurig Dr. Pepper, Inc., <br>SOFR + 0.880%, FRN | &nbsp;&nbsp;&nbsp;&nbsp;Keurig Dr. Pepper, Inc., <br>SOFR + 0.880%, FRN |  |  |  |
| (r) | 4.564%, 03/15/27 |  | 3000 | &nbsp;&nbsp;3004935 |
| KeyCorp | KeyCorp |  |  |  |
|  | 2.550%, 10/01/29 |  | 120 | &nbsp;&nbsp;113627 |
| &nbsp;&nbsp;&nbsp;&nbsp;Laboratory Corp. of <br>America Holdings | &nbsp;&nbsp;&nbsp;&nbsp;Laboratory Corp. of <br>America Holdings |  |  |  |
|  | 2.950%, 12/01/29 |  | 38 | &nbsp;&nbsp;36311 |
| Marathon Petroleum Corp. | Marathon Petroleum Corp. |  |  |  |
|  | 5.150%, 03/01/30 |  | 1300 | &nbsp;&nbsp;1338305 |
| &nbsp;&nbsp;&nbsp;&nbsp;Mastercard, Inc., SOFR + <br>0.440%, FRN | &nbsp;&nbsp;&nbsp;&nbsp;Mastercard, Inc., SOFR + <br>0.440%, FRN |  |  |  |
| (r) | 4.124%, 03/15/28 |  | 720 | &nbsp;&nbsp;721480 |
| McDonald's Corp. | McDonald's Corp. |  |  |  |
|  | 4.000%, 03/07/30 | EUR | 400 | &nbsp;&nbsp;494516 |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  |  | **Face**<br>**Amount^**<br>| **Value†** |
|  |  |  | **(000)** |  |
| UNITED STATES — (Continued) | UNITED STATES — (Continued) | UNITED STATES — (Continued) | UNITED STATES — (Continued) | UNITED STATES — (Continued) |
| Medtronic, Inc. | Medtronic, Inc. |  |  |  |
|  | 3.650%, 10/15/29 | EUR | 2950 | &nbsp;&nbsp;$3605511 |
| Moody's Corp. | Moody's Corp. |  |  |  |
|  | 0.950%, 02/25/30 | EUR | 2000 | &nbsp;&nbsp;2204100 |
| MPLX LP | MPLX LP |  |  |  |
|  | 1.750%, 03/01/26 |  | 1255 | &nbsp;&nbsp;1252695 |
| Nasdaq, Inc. | Nasdaq, Inc. |  |  |  |
|  | 0.875%, 02/13/30 | EUR | 1600 | &nbsp;&nbsp;1752864 |
| &nbsp;&nbsp;&nbsp;&nbsp;National Grid North America, <br>Inc. | &nbsp;&nbsp;&nbsp;&nbsp;National Grid North America, <br>Inc. | &nbsp;&nbsp;&nbsp;&nbsp;National Grid North America, <br>Inc. |  |  |
|  | 3.247%, 11/25/29 | EUR | 2400 | &nbsp;&nbsp;2878020 |
|  | 3.150%, 06/03/30 | EUR | 1230 | &nbsp;&nbsp;1463158 |
| &nbsp;&nbsp;&nbsp;&nbsp;National Rural Utilities <br>Cooperative Finance Corp. | &nbsp;&nbsp;&nbsp;&nbsp;National Rural Utilities <br>Cooperative Finance Corp. | &nbsp;&nbsp;&nbsp;&nbsp;National Rural Utilities <br>Cooperative Finance Corp. |  |  |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp;SOFR + 0.800%, <br>FRN, 4.619%, <br>02/05/27<br>|  | 4988 | &nbsp;&nbsp;5010384 |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp;SOFR + 0.820%, <br>FRN, 4.504%, <br>09/16/27<br>|  | 1000 | &nbsp;&nbsp;1006473 |
| &nbsp;&nbsp;&nbsp;&nbsp;National Securities <br>Clearing Corp., SOFR + <br>0.570%, FRN | &nbsp;&nbsp;&nbsp;&nbsp;National Securities <br>Clearing Corp., SOFR + <br>0.570%, FRN |  |  |  |
| (r)Ω | 4.337%, 05/20/27 |  | 750 | &nbsp;&nbsp;753548 |
| &nbsp;&nbsp;&nbsp;&nbsp;Nestle Finance <br>International Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;Nestle Finance <br>International Ltd. |  |  |  |
|  | 1.250%, 11/02/29 | EUR | 250 | &nbsp;&nbsp;283791 |
| Netflix, Inc. | Netflix, Inc. | Netflix, Inc. |  |  |
|  | 3.875%, 11/15/29 | EUR | 500 | &nbsp;&nbsp;613522 |
|  | 3.625%, 06/15/30 | EUR | 2500 | &nbsp;&nbsp;3040293 |
| PACCAR Financial Corp. | PACCAR Financial Corp. |  |  |  |
|  | 4.000%, 09/26/29 |  | 250 | &nbsp;&nbsp;250666 |
| Parker-Hannifin Corp. | Parker-Hannifin Corp. |  |  |  |
|  | 2.900%, 03/01/30 | EUR | 1000 | &nbsp;&nbsp;1183963 |
| &nbsp;&nbsp;&nbsp;&nbsp;Penske Truck Leasing Co. <br>LP/PTL Finance Corp. | &nbsp;&nbsp;&nbsp;&nbsp;Penske Truck Leasing Co. <br>LP/PTL Finance Corp. |  |  |  |
| Ω | 1.700%, 06/15/26 |  | 4000 | &nbsp;&nbsp;3966165 |
| &nbsp;&nbsp;&nbsp;&nbsp;PepsiCo, Inc., SOFR + <br>0.400%, FRN | &nbsp;&nbsp;&nbsp;&nbsp;PepsiCo, Inc., SOFR + <br>0.400%, FRN |  |  |  |
| (r) | 4.194%, 02/13/26 |  | 2900 | &nbsp;&nbsp;2900296 |
| &nbsp;&nbsp;&nbsp;&nbsp;Philip Morris International, <br>Inc., SOFR + 0.830%, <br>FRN | &nbsp;&nbsp;&nbsp;&nbsp;Philip Morris International, <br>Inc., SOFR + 0.830%, <br>FRN |  |  |  |
| (r) | 4.513%, 04/28/28 |  | 4000 | &nbsp;&nbsp;4024604 |
| Procter & Gamble Co. | Procter & Gamble Co. |  |  |  |
|  | 0.350%, 05/05/30 | EUR | 270 | &nbsp;&nbsp;291586 |
| Prologis Euro Finance LLC | Prologis Euro Finance LLC |  |  |  |
|  | 3.875%, 01/31/30 | EUR | 212 | &nbsp;&nbsp;259584 |
| Radian Group, Inc. | Radian Group, Inc. |  |  |  |
|  | 6.200%, 05/15/29 |  | 3130 | &nbsp;&nbsp;3286699 |
| Realty Income Corp. | Realty Income Corp. | Realty Income Corp. |  |  |
|  | 1.875%, 01/14/27 | GBP | 300 | &nbsp;&nbsp;401557 |
|  | 4.875%, 07/06/30 | EUR | 3460 | &nbsp;&nbsp;4379926 |
| &nbsp;&nbsp;&nbsp;&nbsp;Roche Holdings, Inc., <br>SOFR + 0.740%, FRN | &nbsp;&nbsp;&nbsp;&nbsp;Roche Holdings, Inc., <br>SOFR + 0.740%, FRN |  |  |  |
| (r)Ω | 4.529%, 11/13/26 |  | 1800 | &nbsp;&nbsp;1808666 |

---

------

**DFA Selectively Hedged Global Fixed Income Portfolio**

**CONTINUED**

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  |  | **Face**<br>**Amount^**<br>| **Value†** |
|  |  |  | **(000)** |  |
| UNITED STATES — (Continued) | UNITED STATES — (Continued) | UNITED STATES — (Continued) | UNITED STATES — (Continued) | UNITED STATES — (Continued) |
| RTX Corp. | RTX Corp. |  |  |  |
|  | 2.150%, 05/18/30 | EUR | 4060 | &nbsp;&nbsp;$4655464 |
| &nbsp;&nbsp;&nbsp;&nbsp;Southwestern Electric <br>Power Co. | &nbsp;&nbsp;&nbsp;&nbsp;Southwestern Electric <br>Power Co. |  |  |  |
|  | 1.650%, 03/15/26 |  | 2188 | &nbsp;&nbsp;2182093 |
| State Street Corp. | State Street Corp. | State Street Corp. |  |  |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp;SOFR + 0.845%, <br>FRN, 4.664%, <br>08/03/26<br>|  | 2375 | &nbsp;&nbsp;2380944 |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp;SOFR + 0.640%, <br>FRN, 4.306%, <br>10/22/27<br>|  | 950 | &nbsp;&nbsp;954651 |
| Synchrony Financial | Synchrony Financial |  |  |  |
|  | 5.150%, 03/19/29 |  | 800 | &nbsp;&nbsp;812103 |
| Toyota Motor Credit Corp. | Toyota Motor Credit Corp. | Toyota Motor Credit Corp. |  |  |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp;SOFR + 0.650%, <br>FRN, 4.332%, <br>03/19/27<br>|  | 1100 | &nbsp;&nbsp;1104644 |
|  | 3.850%, 07/24/30 | EUR | 1700 | &nbsp;&nbsp;2091951 |
| &nbsp;&nbsp;&nbsp;&nbsp;UnitedHealth Group, Inc., <br>SOFR + 0.500%, FRN | &nbsp;&nbsp;&nbsp;&nbsp;UnitedHealth Group, Inc., <br>SOFR + 0.500%, FRN |  |  |  |
| (r) | 4.166%, 07/15/26 |  | 776 | &nbsp;&nbsp;777232 |
| Utah Acquisition Sub, Inc. | Utah Acquisition Sub, Inc. |  |  |  |
|  | 3.950%, 06/15/26 |  | 806 | &nbsp;&nbsp;805233 |
| Verizon Communications, Inc. | Verizon Communications, Inc. | Verizon Communications, Inc. |  |  |
|  | 1.875%, 10/26/29 | EUR | 300 | &nbsp;&nbsp;343785 |
|  | 1.250%, 04/08/30 | EUR | 2815 | &nbsp;&nbsp;3109742 |
| VMware LLC | VMware LLC |  |  |  |
|  | 1.400%, 08/15/26 |  | 104 | &nbsp;&nbsp;102639 |
| &nbsp;&nbsp;&nbsp;&nbsp;Walmart, Inc., SOFR + <br>0.430%, FRN | &nbsp;&nbsp;&nbsp;&nbsp;Walmart, Inc., SOFR + <br>0.430%, FRN |  |  |  |
| (r) | 4.096%, 04/28/27 |  | 1000 | &nbsp;&nbsp;1004410 |
| Wells Fargo & Co. | Wells Fargo & Co. |  |  |  |
|  | 0.625%, 03/25/30 | EUR | 4500 | &nbsp;&nbsp;4860956 |
| &nbsp;&nbsp;&nbsp;&nbsp;Wells Fargo Bank NA, <br>SOFR + 1.070%, FRN | &nbsp;&nbsp;&nbsp;&nbsp;Wells Fargo Bank NA, <br>SOFR + 1.070%, FRN |  |  |  |
| (r) | 4.760%, 12/11/26 |  | 1600 | &nbsp;&nbsp;1610437 |
| Western Union Co. | Western Union Co. |  |  |  |
|  | 1.350%, 03/15/26 |  | 3062 | &nbsp;&nbsp;3051740 |
| Westlake Corp. | Westlake Corp. |  |  |  |
|  | 1.625%, 07/17/29 | EUR | 800 | &nbsp;&nbsp;905800 |
| Williams Cos., Inc. | Williams Cos., Inc. |  |  |  |
|  | 4.800%, 11/15/29 |  | 260 | &nbsp;&nbsp;265150 |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  |  | **Face**<br>**Amount^**<br>| **Value†** |
|  |  |  | **(000)** |  |
| UNITED STATES — (Continued) | UNITED STATES — (Continued) | UNITED STATES — (Continued) | UNITED STATES — (Continued) | UNITED STATES — (Continued) |
| &nbsp;&nbsp;&nbsp;&nbsp;Wisconsin Power & Light <br>Co. | &nbsp;&nbsp;&nbsp;&nbsp;Wisconsin Power & Light <br>Co. |  |  |  |
|  | 3.000%, 07/01/29 |  | 600 | &nbsp;&nbsp;$579633 |
| WPC Eurobond BV | WPC Eurobond BV |  |  |  |
|  | 0.950%, 06/01/30 | EUR | 5870 | &nbsp;&nbsp;6361692 |
| TOTAL UNITED STATES | TOTAL UNITED STATES |  |  | &nbsp;&nbsp;202627832 |
| TOTAL BONDS | TOTAL BONDS |  |  | &nbsp;&nbsp;964899931 |
| U.S. TREASURY OBLIGATIONS — (3.7%) | U.S. TREASURY OBLIGATIONS — (3.7%) | U.S. TREASURY OBLIGATIONS — (3.7%) | U.S. TREASURY OBLIGATIONS — (3.7%) | U.S. TREASURY OBLIGATIONS — (3.7%) |
| U.S. Treasury Notes | U.S. Treasury Notes | U.S. Treasury Notes |  |  |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp;3M USTMMR + <br>0.098%, FRN, <br>3.711%, 01/31/27 <br>|  | 22000 | &nbsp;&nbsp;22008155 |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp;3M USTMMR + <br>0.160%, FRN, <br>3.773%, 04/30/27 <br>|  | 10000 | &nbsp;&nbsp;10012536 |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp;3M USTMMR + <br>0.190%, FRN, <br>3.803%, 10/31/27 <br>|  | 5000 | &nbsp;&nbsp;5008477 |
| &nbsp;&nbsp;&nbsp;&nbsp;TOTAL U.S. TREASURY <br>OBLIGATIONS | &nbsp;&nbsp;&nbsp;&nbsp;TOTAL U.S. TREASURY <br>OBLIGATIONS |  |  | &nbsp;&nbsp;37029168 |
| COMMERCIAL PAPER — (0.2%) | COMMERCIAL PAPER — (0.2%) | COMMERCIAL PAPER — (0.2%) | COMMERCIAL PAPER — (0.2%) | COMMERCIAL PAPER — (0.2%) |
| CANADA — (0.2%) | CANADA — (0.2%) | CANADA — (0.2%) | CANADA — (0.2%) | CANADA — (0.2%) |
| Toronto-Dominion Bank | Toronto-Dominion Bank |  |  |  |
| Ω | 4.072%, 03/02/26 |  | 2000 | &nbsp;&nbsp;1993544 |
| &nbsp;&nbsp;&nbsp;&nbsp;TOTAL INVESTMENT <br>SECURITIES<br>(Cost $985,075,237) | &nbsp;&nbsp;&nbsp;&nbsp;TOTAL INVESTMENT <br>SECURITIES<br>(Cost $985,075,237) |  |  | &nbsp;&nbsp;1006427408 |

---

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

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** |  |
| SECURITIES LENDING COLLATERAL — (0.3%) | SECURITIES LENDING COLLATERAL — (0.3%) | SECURITIES LENDING COLLATERAL — (0.3%) | SECURITIES LENDING COLLATERAL — (0.3%) |
| @§ | &nbsp;&nbsp;&nbsp;&nbsp;The DFA Short Term <br>Investment Fund<br>| 232031 | &nbsp;&nbsp;2683902 |
| TOTAL INVESTMENTS — (100.0%) | TOTAL INVESTMENTS — (100.0%) | TOTAL INVESTMENTS — (100.0%) |  |
| &nbsp;&nbsp;&nbsp;&nbsp;(Cost $987,759,139)^^ | &nbsp;&nbsp;&nbsp;&nbsp;(Cost $987,759,139)^^ |  | &nbsp;&nbsp;$1009111310 |

---

As of January 31, 2026, DFA Selectively Hedged Global Fixed Income Portfolio had entered into the following forward currency contracts and the net unrealized forward currency gain (loss) is reflected in the accompanying financial statements:

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| **Currency Purchased** | **Currency Purchased** | **Currency Sold** | **Currency Sold** | **Counterparty** | **Settlement**<br>**Date**<br>| **Unrealized**<br>**Foreign**<br>**Exchange**<br>**Appreciation**<br>**(Depreciation)**<br>|
| GBP | 3325 | USD | 4463 | Citibank, N.A. | 02/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$86 |
| AUD | 664122 | USD | 444787 | Citibank, N.A. | 03/13/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17635 |

---

------

**DFA Selectively Hedged Global Fixed Income Portfolio**

**CONTINUED**

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| **Currency Purchased** | **Currency Purchased** | **Currency Sold** | **Currency Sold** | **Counterparty** | **Settlement**<br>**Date**<br>| **Unrealized**<br>**Foreign**<br>**Exchange**<br>**Appreciation**<br>**(Depreciation)**<br>|
| USD | 9880788 | CAD | 13402400 | Citibank, N.A. | 04/06/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$11753 |
| USD | 12249289 | CAD | 16545813 | NatWest Markets PLC | 04/06/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;65560 |
| USD | 25437240 | EUR | 21225629 | Bank of New York Mellon | 04/07/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;202735 |
| **Total Appreciation** | **Total Appreciation** | **Total Appreciation** | **Total Appreciation** |  |  | &nbsp;&nbsp;&nbsp;&nbsp;**$297769** |
| USD | 25001276 | EUR | 21225629 | Australia and New Zealand Bank | 02/02/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$(158514)<br>|
| EUR | 21225629 | USD | 25360806 | Bank of New York Mellon | 02/02/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(201016)<br>|
| USD | 1974583 | CAD | 2714489 | Citibank, N.A. | 02/02/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(18946)<br>|
| USD | 10106450 | CAD | 13831324 | NatWest Markets PLC | 02/02/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(51317)<br>|
| CAD | 16545813 | USD | 12216495 | NatWest Markets PLC | 02/02/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(65198)<br>|
| USD | 90633049 | EUR | 76966984 | Australia and New Zealand Bank | 02/04/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(603996)<br>|
| USD | 118491 | GBP | 87992 | Citibank, N.A. | 02/06/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1912)<br>|
| USD | 94932461 | EUR | 81117481 | Australia and New Zealand Bank | 02/09/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1247085)<br>|
| USD | 13344292 | NZD | 23139916 | Bank of America Corp. | 02/09/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(591382)<br>|
| USD | 2680465 | JPY | 418484498 | Citibank, N.A. | 02/09/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(24995)<br>|
| USD | 122007515 | EUR | 104386973 | Citibank, N.A. | 02/11/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1773894)<br>|
| EUR | 1286535 | USD | 1542480 | Citibank, N.A. | 02/11/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(16915)<br>|
| EUR | 4153594 | USD | 4970883 | HSBC Bank | 02/11/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(45578)<br>|
| EUR | 2869214 | USD | 3417916 | UBS AG | 02/11/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(15620)<br>|
| USD | 276562 | GBP | 205628 | Citibank, N.A. | 02/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(4804)<br>|
| USD | 3107886 | NZD | 5401014 | State Street Bank and Trust | 02/19/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(146002)<br>|
| USD | 3991 | GBP | 2971 | Citibank, N.A. | 02/25/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(74)<br>|
| USD | 3916577 | NZD | 6691068 | Royal Bank of Canada | 02/27/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(115712)<br>|
| USD | 5071680 | NZD | 8734848 | Royal Bank of Canada | 03/02/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(192853)<br>|
| USD | 9085403 | CAD | 12529282 | Citibank, N.A. | 03/10/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(130197)<br>|
| USD | 13204436 | CAD | 18272947 | HSBC Bank | 03/10/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(235773)<br>|
| USD | 38473606 | AUD | 57765480 | Australia and New Zealand Bank | 03/13/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1747982)<br>|
| USD | 2734265 | JPY | 431713080 | UBS AG | 03/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(65354)<br>|
| USD | 5120262 | NZD | 8867473 | Australia and New Zealand Bank | 03/23/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(228338)<br>|
| USD | 95132000 | EUR | 81528805 | Royal Bank of Canada | 03/23/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1726810)<br>|
| USD | 11326547 | CAD | 15604686 | Royal Bank of Canada | 03/27/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(159345)<br>|
| USD | 5950081 | CAD | 8181626 | State Street Bank and Trust | 03/27/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(72038)<br>|
| USD | 90301716 | EUR | 76707948 | Australia and New Zealand Bank | 04/02/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(872596)<br>|
| **Total (Depreciation)** | **Total (Depreciation)** | **Total (Depreciation)** | **Total (Depreciation)** |  |  | &nbsp;&nbsp;&nbsp;&nbsp;**$(10514246)**<br>|
| **Total Appreciation**<br>**(Depreciation)** | **Total Appreciation**<br>**(Depreciation)** | **Total Appreciation**<br>**(Depreciation)** | **Total Appreciation**<br>**(Depreciation)** |  |  | &nbsp;&nbsp;&nbsp;&nbsp;**$(10216477)**<br>|

---

As of January 31, 2026, the value of Rule 144A securities amounted to $83,095,972 or 7.9% of net assets.

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

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** |
|  | **Level 1** | **Level 2** | **Level 3** | **Total** |
| **Assets** |  |  |  |  |
| Agency Obligations | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;$2504765 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;$2504765 |
| Bonds |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Australia | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;64827481 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;64827481 |
| &nbsp;&nbsp;&nbsp;&nbsp;Austria | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;432987 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;432987 |
| &nbsp;&nbsp;&nbsp;&nbsp;Belgium | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;14706806 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;14706806 |
| &nbsp;&nbsp;&nbsp;&nbsp;Canada | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;85333694 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;85333694 |
| &nbsp;&nbsp;&nbsp;&nbsp;Denmark | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;18090677 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;18090677 |
| &nbsp;&nbsp;&nbsp;&nbsp;Finland | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;28462532 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;28462532 |
| &nbsp;&nbsp;&nbsp;&nbsp;France | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;100867417 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;100867417 |

---

------

**DFA Selectively Hedged Global Fixed Income 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;Germany | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;$68980176 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;$68980176 |
| &nbsp;&nbsp;&nbsp;&nbsp;Ireland | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;1611391 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;1611391 |
| &nbsp;&nbsp;&nbsp;&nbsp;Italy | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;14994478 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;14994478 |
| &nbsp;&nbsp;&nbsp;&nbsp;Japan | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;24993521 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;24993521 |
| &nbsp;&nbsp;&nbsp;&nbsp;Luxembourg | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;15190080 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;15190080 |
| &nbsp;&nbsp;&nbsp;&nbsp;Netherlands | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;45631626 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;45631626 |
| &nbsp;&nbsp;&nbsp;&nbsp;New Zealand | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;30812610 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;30812610 |
| &nbsp;&nbsp;&nbsp;&nbsp;Norway | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;16955394 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;16955394 |
| &nbsp;&nbsp;&nbsp;&nbsp;Singapore | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;11594041 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;11594041 |
| &nbsp;&nbsp;&nbsp;&nbsp;Spain | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;23405136 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;23405136 |
| &nbsp;&nbsp;&nbsp;&nbsp;Supranational Organization Obligations | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;95598033 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;95598033 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sweden | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;47083181 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;47083181 |
| &nbsp;&nbsp;&nbsp;&nbsp;Switzerland | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;9290187 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;9290187 |
| &nbsp;&nbsp;&nbsp;&nbsp;United Kingdom | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;43410651 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;43410651 |
| &nbsp;&nbsp;&nbsp;&nbsp;United States | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;202627832 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;202627832 |
| U.S. Treasury Obligations | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;37029168 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;37029168 |
| Commercial Paper | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;1993544 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;1993544 |
| Securities Lending Collateral | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;2683902 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;2683902 |
| Total Investments in Securities | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;$1009111310 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;$1009111310 |
| **Financial Instruments** | **Financial Instruments** |  |  |  |
| **Assets** |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Forward Currency Contracts\*\* | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;297769 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;297769 |
| **Liabilities** |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Forward Currency Contracts\*\* | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;(10514246) | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;(10514246) |
| Total Financial Instruments | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;$(10216477) | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;$(10216477) |
| &nbsp;&nbsp;&nbsp;&nbsp;\*\* Valued at the unrealized appreciation/(depreciation) on the investment. | &nbsp;&nbsp;&nbsp;&nbsp;\*\* Valued at the unrealized appreciation/(depreciation) on the investment. | &nbsp;&nbsp;&nbsp;&nbsp;\*\* Valued at the unrealized appreciation/(depreciation) on the investment. | &nbsp;&nbsp;&nbsp;&nbsp;\*\* Valued at the unrealized appreciation/(depreciation) on the investment. | &nbsp;&nbsp;&nbsp;&nbsp;\*\* Valued at the unrealized appreciation/(depreciation) on the investment. |

---

------

**DFA Short-Term Government Portfolio**

**SCHEDULE OF INVESTMENTS**

**January 31, 2026**

**(Unaudited)** 

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

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Face**<br>**Amount**<br>| **Value†** |
|  |  | **(000)** |  |
| AGENCY OBLIGATIONS — (39.3%) | AGENCY OBLIGATIONS — (39.3%) | AGENCY OBLIGATIONS — (39.3%) | AGENCY OBLIGATIONS — (39.3%) |
| Federal Home Loan Bank Discount Notes | Federal Home Loan Bank Discount Notes |  |  |
| ∞ | 3.858%, 02/02/26 | 52800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$52784688 |
| ∞ | 3.865%, 02/13/26 | 22750 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22719212 |
| ∞ | 3.841%, 02/25/26 | 39750 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;39650095 |
| ∞ | 3.703%, 03/04/26 | 53000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;52825586 |
| ∞ | 3.723%, 03/06/26 | 70750 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;70503063 |
| ∞ | 3.714%, 03/11/26 | 17500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17430194 |
| ∞ | 3.657%, 03/13/26 | 4500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4481153 |
| ∞ | 3.642%, 03/18/26 | 25750 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25629311 |
| ∞ | 3.651%, 03/20/26 | 9750 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9702358 |
| ∞ | 3.642%, 04/06/26 | 49000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;48677947 |
| ∞ | 3.621%, 04/08/26 | 56000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;55620786 |
| ∞ | 3.627%, 04/10/26 | 87000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;86393538 |
| ∞ | 3.681%, 04/17/26 | 42500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;42174113 |
| ∞ | 3.654%, 04/21/26 | 8925 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8853009 |
| ∞ | 3.687%, 04/24/26 | 10000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9916350 |
| ∞ | 3.686%, 05/22/26 | 60000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;59332667 |
| TOTAL AGENCY OBLIGATIONS | TOTAL AGENCY OBLIGATIONS |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;606694070 |
| U.S. TREASURY OBLIGATIONS — (60.1%) | U.S. TREASURY OBLIGATIONS — (60.1%) | U.S. TREASURY OBLIGATIONS — (60.1%) | U.S. TREASURY OBLIGATIONS — (60.1%) |
| U.S. Treasury Bills | U.S. Treasury Bills |  |  |
| ∞ | 3.905%, 02/03/26 | 93750 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;93740659 |
| ∞ | 3.866%, 02/05/26 | 8800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8797366 |
| ∞ | 3.843%, 02/12/26 | 72525 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;72452616 |
| ∞ | 3.821%, 02/26/26 | 75000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;74819083 |
| ∞ | 3.756%, 03/05/26 | 24000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23925512 |
| ∞ | 3.658%, 03/12/26 | 46000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;45823501 |
| ∞ | 3.670%, 03/24/26 | 25000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24873605 |
| ∞ | 3.661%, 05/19/26 | 39000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;38588897 |
| U.S. Treasury Notes, 3M USTMMR + 0.150%, FRN | U.S. Treasury Notes, 3M USTMMR + 0.150%, FRN |  |  |
| (r) | 3.763%, 04/30/26 | 27475 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;27481364 |
| U.S. Treasury Notes, 3M USTMMR + 0.160%, FRN | U.S. Treasury Notes, 3M USTMMR + 0.160%, FRN |  |  |
| (r) | 3.773%, 04/30/27 | 165675 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;165882695 |
| U.S. Treasury Notes, 3M USTMMR + 0.182%, FRN | U.S. Treasury Notes, 3M USTMMR + 0.182%, FRN |  |  |
| (r) | 3.795%, 07/31/26 | 51675 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;51704011 |
| U.S. Treasury Notes, 3M USTMMR + 0.190%, FRN | U.S. Treasury Notes, 3M USTMMR + 0.190%, FRN |  |  |
| (r) | 3.803%, 10/31/27 | 145000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;145245836 |
| U.S. Treasury Notes, 3M USTMMR + 0.205%, FRN | U.S. Treasury Notes, 3M USTMMR + 0.205%, FRN |  |  |
| (r) | 3.818%, 10/31/26 | 11000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11011377 |
| U.S.Treasury Notes, 3M USTMMR + 0.159%, FRN | U.S.Treasury Notes, 3M USTMMR + 0.159%, FRN |  |  |
| (r) | 3.772%, 07/31/27 | 143900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;144071142 |
| TOTAL U.S. TREASURY OBLIGATIONS | TOTAL U.S. TREASURY OBLIGATIONS |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;928417664 |
| &nbsp;&nbsp;&nbsp;&nbsp;TOTAL INVESTMENT SECURITIES<br>(Cost $1,534,536,211) | &nbsp;&nbsp;&nbsp;&nbsp;TOTAL INVESTMENT SECURITIES<br>(Cost $1,534,536,211) |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1535111734 |

---

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

------

**DFA Short-Term Government Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| TEMPORARY CASH INVESTMENTS — (0.6%) | TEMPORARY CASH INVESTMENTS — (0.6%) | TEMPORARY CASH INVESTMENTS — (0.6%) | TEMPORARY CASH INVESTMENTS — (0.6%) |
| Ɏ | State Street Institutional U.S. Government Money Market Fund 3.720% | 9019496 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$9019496 |
| TOTAL INVESTMENTS — (100.0%) | TOTAL INVESTMENTS — (100.0%) | TOTAL INVESTMENTS — (100.0%) |  |
| &nbsp;&nbsp;&nbsp;&nbsp;(Cost $1,543,555,707)^^ | &nbsp;&nbsp;&nbsp;&nbsp;(Cost $1,543,555,707)^^ |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$1544131230 |

---

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

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** |
|  | **Level 1** | **Level 2** | **Level 3** | **Total** |
| **Assets** |  |  |  |  |
| Agency Obligations | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;$606694070 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;$606694070 |
| U.S. Treasury Obligations | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;928417664 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;928417664 |
| Temporary Cash Investments | &nbsp;&nbsp;&nbsp;$9019496 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;9019496 |
| Total Investments in Securities | &nbsp;&nbsp;&nbsp;$9019496 | &nbsp;&nbsp;&nbsp;$1535111734 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;$1544131230 |

---

------

**DFA Five-Year Global Fixed Income Portfolio**

**SCHEDULE OF INVESTMENTS**

**January 31, 2026**

**(Unaudited)**

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

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  |  | **Face**<br>**Amount^**<br>| **Value†** |
|  |  |  | **(000)** |  |
| BONDS — (98.9%) | BONDS — (98.9%) | BONDS — (98.9%) | BONDS — (98.9%) | BONDS — (98.9%) |
| AUSTRALIA — (9.1%) | AUSTRALIA — (9.1%) | AUSTRALIA — (9.1%) | AUSTRALIA — (9.1%) | AUSTRALIA — (9.1%) |
| &nbsp;&nbsp;&nbsp;&nbsp;Australia & New Zealand <br>Banking Group Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;Australia & New Zealand <br>Banking Group Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;Australia & New Zealand <br>Banking Group Ltd. |  |  |
| (r)Ω | &nbsp;&nbsp;&nbsp;&nbsp;SOFR + 0.560%, <br>FRN, 4.237%, <br>03/18/26<br>|  | 38866 | &nbsp;&nbsp;$38885433 |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp;SOFR + 0.810%, <br>FRN, 4.468%, <br>01/18/27<br>|  | 9000 | &nbsp;&nbsp;9046521 |
| #(r)Ω | &nbsp;&nbsp;&nbsp;&nbsp;SOFR + 0.810%, <br>FRN, 4.468%, <br>01/18/27<br>|  | 3060 | &nbsp;&nbsp;3075817 |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp;3M Swap + 0.800%, <br>FRN, 4.445%, <br>02/05/27<br>| AUD | 55200 | &nbsp;&nbsp;38587289 |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp;3M Swap + 0.970%, <br>FRN, 4.604%, <br>05/12/27<br>| AUD | 4710 | &nbsp;&nbsp;3302473 |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp;3M Swap + 1.200%, <br>FRN, 4.839%, <br>11/04/27<br>| AUD | 18900 | &nbsp;&nbsp;13325663 |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp;3M Swap + 0.670%, <br>FRN, 4.382%, <br>12/15/27<br>| AUD | 23400 | &nbsp;&nbsp;16349345 |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp;3M Swap + 0.680%, <br>FRN, 4.334%, <br>02/18/28<br>| AUD | 21800 | &nbsp;&nbsp;15243434 |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp;3M Swap + 1.060%, <br>FRN, 4.798%, <br>03/31/28<br>| AUD | 14900 | &nbsp;&nbsp;10488609 |
| #(r)Ω | &nbsp;&nbsp;&nbsp;&nbsp;SOFR + 0.620%, <br>FRN, 4.297%, <br>06/18/28<br>|  | 26316 | &nbsp;&nbsp;26429523 |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp;3M Swap + 0.930%, <br>FRN, 4.643%, <br>09/11/28<br>| AUD | 16000 | &nbsp;&nbsp;11244329 |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp;3M Swap + 0.960%, <br>FRN, 4.605%, <br>02/05/29<br>| AUD | 8500 | &nbsp;&nbsp;5986927 |
| (r)Ω | &nbsp;&nbsp;&nbsp;&nbsp;SOFR + 0.850%, <br>FRN, 4.529%, <br>12/16/29<br>|  | 7115 | &nbsp;&nbsp;7197665 |
| &nbsp;&nbsp;&nbsp;&nbsp;Commonwealth Bank of <br>Australia | &nbsp;&nbsp;&nbsp;&nbsp;Commonwealth Bank of <br>Australia | &nbsp;&nbsp;&nbsp;&nbsp;Commonwealth Bank of <br>Australia |  |  |
| (r)Ω | &nbsp;&nbsp;&nbsp;&nbsp;SOFR + 0.750%, <br>FRN, 4.429%, <br>03/13/26<br>|  | 2300 | &nbsp;&nbsp;2301543 |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp;3M Swap + 0.700%, <br>FRN, 4.436%, <br>01/14/27<br>| AUD | 74700 | &nbsp;&nbsp;52166651 |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  |  | **Face**<br>**Amount^**<br>| **Value†** |
|  |  |  | **(000)** |  |
| AUSTRALIA — (Continued) | AUSTRALIA — (Continued) | AUSTRALIA — (Continued) | AUSTRALIA — (Continued) | AUSTRALIA — (Continued) |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp;3M Swap + 0.700%, <br>FRN, 4.434%, <br>07/22/27<br>| AUD | 60350 | &nbsp;&nbsp;$42193255 |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp;3M Swap + 1.020%, <br>FRN, 4.674%, <br>08/18/27<br>| AUD | 47000 | &nbsp;&nbsp;33006980 |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp;3M Swap + 1.150%, <br>FRN, 4.892%, <br>01/13/28<br>| AUD | 21550 | &nbsp;&nbsp;15184172 |
| (r)Ω | &nbsp;&nbsp;&nbsp;&nbsp;SOFR + 0.640%, <br>FRN, 4.319%, <br>03/14/28<br>|  | 8800 | &nbsp;&nbsp;8841419 |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp;3M Swap + 0.950%, <br>FRN, 4.603%, <br>08/17/28<br>| AUD | 750 | &nbsp;&nbsp;527778 |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp;3M Swap + 0.840%, <br>FRN, 4.579%, <br>01/09/30<br>| AUD | 5500 | &nbsp;&nbsp;3854553 |
| (r)Ω | &nbsp;&nbsp;&nbsp;&nbsp;SOFR + 0.810%, <br>FRN, 4.489%, <br>03/14/30<br>|  | 3350 | &nbsp;&nbsp;3381918 |
| Macquarie Bank Ltd. | Macquarie Bank Ltd. | Macquarie Bank Ltd. |  |  |
| (r)Ω | &nbsp;&nbsp;&nbsp;&nbsp;SOFR + 0.740%, <br>FRN, 4.422%, <br>06/12/28<br>|  | 26400 | &nbsp;&nbsp;26541130 |
|  | 3.202%, 09/17/29 | EUR | 1800 | &nbsp;&nbsp;2164309 |
| National Australia Bank Ltd. | National Australia Bank Ltd. | National Australia Bank Ltd. |  |  |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp;3M Swap + 0.850%, <br>FRN, 4.503%, <br>11/16/26<br>| AUD | 22000 | &nbsp;&nbsp;15377307 |
|  | 2.900%, 02/25/27 | AUD | 11506 | &nbsp;&nbsp;7877360 |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp;3M Swap + 0.720%, <br>FRN, 4.370%, <br>02/25/27<br>| AUD | 50140 | &nbsp;&nbsp;35030220 |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp;3M Swap + 0.700%, <br>FRN, 4.345%, <br>05/10/27<br>| AUD | 62000 | &nbsp;&nbsp;43343386 |
|  | 4.950%, 05/10/27 | AUD | 7000 | &nbsp;&nbsp;4893949 |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp;3M Swap + 0.700%, <br>FRN, 4.427%, <br>10/18/27<br>| AUD | 62100 | &nbsp;&nbsp;43403781 |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp;3M Swap + 1.200%, <br>FRN, 4.850%, <br>11/25/27<br>| AUD | 20470 | &nbsp;&nbsp;14430187 |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp;3M Swap + 1.000%, <br>FRN, 4.634%, <br>05/12/28<br>| AUD | 67710 | &nbsp;&nbsp;47612885 |
| (r)Ω | &nbsp;&nbsp;&nbsp;&nbsp;SOFR + 0.650%, <br>FRN, 4.329%, <br>06/13/28<br>|  | 12050 | &nbsp;&nbsp;12112813 |

---

------

**DFA Five-Year Global Fixed Income Portfolio**

**CONTINUED**

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  |  | **Face**<br>**Amount^**<br>| **Value†** |
|  |  |  | **(000)** |  |
| AUSTRALIA — (Continued) | AUSTRALIA — (Continued) | AUSTRALIA — (Continued) | AUSTRALIA — (Continued) | AUSTRALIA — (Continued) |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp;3M Swap + 1.030%, <br>FRN, 4.683%, <br>11/16/28<br>| AUD | 970 | &nbsp;&nbsp;$683309 |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp;3M Swap + 0.900%, <br>FRN, 4.628%, <br>03/22/29<br>| AUD | 22000 | &nbsp;&nbsp;15446399 |
| (r)Ω | &nbsp;&nbsp;&nbsp;&nbsp;SOFR + 0.790%, <br>FRN, 4.447%, <br>01/14/30<br>|  | 13400 | &nbsp;&nbsp;13498454 |
| Westpac Banking Corp. | Westpac Banking Corp. | Westpac Banking Corp. |  |  |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp;3M Swap + 0.700%, <br>FRN, 4.512%, <br>01/25/27<br>| AUD | 3800 | &nbsp;&nbsp;2654334 |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp;3M Swap + 1.050%, <br>FRN, 4.691%, <br>05/20/27<br>| AUD | 27300 | &nbsp;&nbsp;19155790 |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp;3M Swap + 1.230%, <br>FRN, 4.871%, <br>11/11/27<br>| AUD | 39000 | &nbsp;&nbsp;27505277 |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp;3M Swap + 0.980%, <br>FRN, 4.633%, <br>02/16/28<br>| AUD | 69100 | &nbsp;&nbsp;48593204 |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp;3M Swap + 0.930%, <br>FRN, 4.658%, <br>09/19/28<br>| AUD | 2500 | &nbsp;&nbsp;1757257 |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp;3M Swap + 1.000%, <br>FRN, 4.725%, <br>01/15/29<br>| AUD | 45000 | &nbsp;&nbsp;31680453 |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp;3M Swap + 0.850%, <br>FRN, 4.578%, <br>09/19/29<br>| AUD | 49300 | &nbsp;&nbsp;34541196 |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp;SOFR + 0.820%, <br>FRN, 4.488%, <br>07/01/30<br>|  | 23850 | &nbsp;&nbsp;24082442 |
| TOTAL AUSTRALIA | TOTAL AUSTRALIA |  |  | &nbsp;&nbsp;833006739 |
| AUSTRIA — (0.2%) | AUSTRIA — (0.2%) | AUSTRIA — (0.2%) | AUSTRIA — (0.2%) | AUSTRIA — (0.2%) |
| &nbsp;&nbsp;&nbsp;&nbsp;Autobahnen- und Schnell- <br>strassen-Finanzierungs <br>AG | &nbsp;&nbsp;&nbsp;&nbsp;Autobahnen- und Schnell- <br>strassen-Finanzierungs <br>AG |  |  |  |
|  | 2.500%, 03/25/30 | EUR | 9000 | &nbsp;&nbsp;10657443 |
| &nbsp;&nbsp;&nbsp;&nbsp;Republic of Austria <br>Government Bonds | &nbsp;&nbsp;&nbsp;&nbsp;Republic of Austria <br>Government Bonds |  |  |  |
|  | 3.450%, 10/20/30 | EUR | 9600 | &nbsp;&nbsp;11845397 |
| TOTAL AUSTRIA | TOTAL AUSTRIA |  |  | &nbsp;&nbsp;22502840 |
| BELGIUM — (3.2%) | BELGIUM — (3.2%) | BELGIUM — (3.2%) | BELGIUM — (3.2%) | BELGIUM — (3.2%) |
| Euroclear Holding NV | Euroclear Holding NV |  |  |  |
|  | 1.500%, 04/11/30 | EUR | 3600 | &nbsp;&nbsp;4022695 |
| &nbsp;&nbsp;&nbsp;&nbsp;Kingdom of Belgium <br>Government Bonds | &nbsp;&nbsp;&nbsp;&nbsp;Kingdom of Belgium <br>Government Bonds |  |  |  |
|  | 0.100%, 06/22/30 | EUR | 262960 | &nbsp;&nbsp;280755222 |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  |  | **Face**<br>**Amount^**<br>| **Value†** |
|  |  |  | **(000)** |  |
| BELGIUM — (Continued) | BELGIUM — (Continued) | BELGIUM — (Continued) | BELGIUM — (Continued) | BELGIUM — (Continued) |
| &nbsp;&nbsp;&nbsp;&nbsp;Ministeries Van de <br>Vlaamse Gemeenschap | &nbsp;&nbsp;&nbsp;&nbsp;Ministeries Van de <br>Vlaamse Gemeenschap |  |  |  |
|  | 2.750%, 10/22/29 | EUR | 7600 | &nbsp;&nbsp;$9054478 |
| TOTAL BELGIUM | TOTAL BELGIUM |  |  | &nbsp;&nbsp;293832395 |
| CANADA — (19.2%) | CANADA — (19.2%) | CANADA — (19.2%) | CANADA — (19.2%) | CANADA — (19.2%) |
| Canada Government Bonds | Canada Government Bonds | Canada Government Bonds |  |  |
|  | 4.500%, 02/01/26 | CAD | 88100 | &nbsp;&nbsp;64691209 |
|  | 0.250%, 03/01/26 | CAD | 8400 | &nbsp;&nbsp;6159548 |
|  | 2.750%, 09/01/30 | CAD | 25000 | &nbsp;&nbsp;18218705 |
|  | 0.500%, 12/01/30 | CAD | 33300 | &nbsp;&nbsp;21770641 |
| Canada Housing Trust No. 1 | Canada Housing Trust No. 1 | Canada Housing Trust No. 1 |  |  |
| (r)Ω | &nbsp;&nbsp;&nbsp;&nbsp;1 day CAD Overnight <br>Index + 0.33%, <br>FRN, 2.607%, <br>03/15/28<br>| CAD | 30500 | &nbsp;&nbsp;22476124 |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp;1 day CAD Overnight <br>Index + 0.25%, <br>FRN, 2.527%, <br>09/15/28<br>| CAD | 30000 | &nbsp;&nbsp;22068887 |
| (r)Ω | &nbsp;&nbsp;&nbsp;&nbsp;1 day CAD Overnight <br>Index + 0.28%, <br>FRN, 2.557%, <br>09/15/29<br>| CAD | 14340 | &nbsp;&nbsp;10551561 |
| Ω | 2.850%, 06/15/30 | CAD | 131500 | &nbsp;&nbsp;96085345 |
| CDP Financial, Inc. | CDP Financial, Inc. | CDP Financial, Inc. |  |  |
|  | 4.500%, 02/13/26 |  | 13900 | &nbsp;&nbsp;13902584 |
|  | 3.000%, 04/11/29 | EUR | 58630 | &nbsp;&nbsp;70567060 |
|  | 3.950%, 09/01/29 | CAD | 30200 | &nbsp;&nbsp;22911102 |
|  | 4.200%, 12/02/30 | CAD | 121900 | &nbsp;&nbsp;93630193 |
| CPPIB Capital, Inc. | CPPIB Capital, Inc. | CPPIB Capital, Inc. |  |  |
| (r)Ω | &nbsp;&nbsp;&nbsp;&nbsp;SOFR + 1.250%, <br>FRN, 4.956%, <br>03/11/26<br>|  | 2528 | &nbsp;&nbsp;2531108 |
|  | 3.600%, 06/02/29 | CAD | 65000 | &nbsp;&nbsp;48813608 |
|  | 3.125%, 06/11/29 | EUR | 101418 | &nbsp;&nbsp;122934896 |
|  | 3.350%, 12/02/30 | CAD | 131900 | &nbsp;&nbsp;97899412 |
| &nbsp;&nbsp;&nbsp;&nbsp;Export Development <br>Canada | &nbsp;&nbsp;&nbsp;&nbsp;Export Development <br>Canada |  |  |  |
|  | 3.875%, 08/08/30 | NZD | 10000 | &nbsp;&nbsp;5978258 |
| OMERS Finance Trust | OMERS Finance Trust |  |  |  |
| Ω | 2.600%, 05/14/29 | CAD | 8000 | &nbsp;&nbsp;5802725 |
| Province of Alberta | Province of Alberta | Province of Alberta |  |  |
|  | 4.100%, 06/01/29 | CAD | 24400 | &nbsp;&nbsp;18627254 |
|  | 2.900%, 09/20/29 | CAD | 14700 | &nbsp;&nbsp;10801232 |
|  | 2.050%, 06/01/30 | CAD | 320700 | &nbsp;&nbsp;226382428 |
| Province of British Columbia | Province of British Columbia | Province of British Columbia |  |  |
|  | 2.950%, 12/18/28 | CAD | 4780 | &nbsp;&nbsp;3530000 |
|  | 5.700%, 06/18/29 | CAD | 54200 | &nbsp;&nbsp;43438415 |
|  | 2.200%, 06/18/30 | CAD | 48500 | &nbsp;&nbsp;34436015 |
| Province of Manitoba | Province of Manitoba | Province of Manitoba |  |  |
|  | 2.750%, 06/02/29 | CAD | 8200 | &nbsp;&nbsp;6002112 |
|  | 2.050%, 06/02/30 | CAD | 5200 | &nbsp;&nbsp;3666675 |
| Province of Ontario | Province of Ontario | Province of Ontario |  |  |
|  | 2.700%, 06/02/29 | CAD | 25000 | &nbsp;&nbsp;18276356 |
|  | 1.550%, 11/01/29 | CAD | 83400 | &nbsp;&nbsp;58303132 |

---

------

**DFA Five-Year Global Fixed Income Portfolio**

**CONTINUED**

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  |  | **Face**<br>**Amount^**<br>| **Value†** |
|  |  |  | **(000)** |  |
| CANADA — (Continued) | CANADA — (Continued) | CANADA — (Continued) | CANADA — (Continued) | CANADA — (Continued) |
|  | 2.050%, 06/02/30 | CAD | 153000 | &nbsp;&nbsp;$107938795 |
|  | 2.950%, 09/08/30 | CAD | 77600 | &nbsp;&nbsp;56704163 |
|  | 1.350%, 12/02/30 | CAD | 50200 | &nbsp;&nbsp;34002468 |
| Province of Quebec | Province of Quebec | Province of Quebec |  |  |
|  | 2.300%, 09/01/29 | CAD | 86600 | &nbsp;&nbsp;62290436 |
| Δ | 0.000%, 10/15/29 | EUR | 6500 | &nbsp;&nbsp;7028420 |
|  | 1.900%, 09/01/30 | CAD | 252300 | &nbsp;&nbsp;176088409 |
| Δ | 0.000%, 10/29/30 | EUR | 3683 | &nbsp;&nbsp;3854967 |
| Province of Saskatchewan | Province of Saskatchewan |  |  |  |
|  | 2.200%, 06/02/30 | CAD | 3700 | &nbsp;&nbsp;2627648 |
| PSP Capital, Inc. | PSP Capital, Inc. | PSP Capital, Inc. |  |  |
|  | 3.750%, 06/15/29 | CAD | 106800 | &nbsp;&nbsp;80587273 |
|  | 2.050%, 01/15/30 | CAD | 25100 | &nbsp;&nbsp;17798299 |
|  | 4.400%, 12/02/30 | CAD | 45300 | &nbsp;&nbsp;35160771 |
| TOTAL CANADA | TOTAL CANADA |  |  | &nbsp;&nbsp;1754538234 |
| DENMARK — (0.8%) | DENMARK — (0.8%) | DENMARK — (0.8%) | DENMARK — (0.8%) | DENMARK — (0.8%) |
| Kommunekredit | Kommunekredit |  |  |  |
| Δ | 0.000%, 11/17/29 | EUR | 28479 | &nbsp;&nbsp;30759741 |
| &nbsp;&nbsp;&nbsp;&nbsp;Novo Nordisk Finance <br>Netherlands BV | &nbsp;&nbsp;&nbsp;&nbsp;Novo Nordisk Finance <br>Netherlands BV | &nbsp;&nbsp;&nbsp;&nbsp;Novo Nordisk Finance <br>Netherlands BV |  |  |
|  | 3.125%, 01/21/29 | EUR | 2300 | &nbsp;&nbsp;2773166 |
|  | 2.875%, 08/27/30 | EUR | 30144 | &nbsp;&nbsp;35855369 |
| TOTAL DENMARK | TOTAL DENMARK |  |  | &nbsp;&nbsp;69388276 |
| FINLAND — (3.7%) | FINLAND — (3.7%) | FINLAND — (3.7%) | FINLAND — (3.7%) | FINLAND — (3.7%) |
| Finland Government Bonds | Finland Government Bonds | Finland Government Bonds |  |  |
|  | 2.500%, 04/15/30 | EUR | 13500 | &nbsp;&nbsp;16034055 |
| Δ | 0.000%, 09/15/30 | EUR | 48400 | &nbsp;&nbsp;51131831 |
| Finnvera OYJ | Finnvera OYJ |  |  |  |
|  | 2.375%, 10/29/30 | EUR | 737 | &nbsp;&nbsp;864942 |
| Kuntarahoitus OYJ | Kuntarahoitus OYJ | Kuntarahoitus OYJ |  |  |
| (r)Ω | &nbsp;&nbsp;&nbsp;&nbsp;SOFR + 1.000%, <br>FRN, 4.667%, <br>02/02/29<br>|  | 4000 | &nbsp;&nbsp;4081739 |
|  | 2.500%, 08/29/29 | EUR | 29631 | &nbsp;&nbsp;35199919 |
|  | 2.625%, 12/14/29 | EUR | 75047 | &nbsp;&nbsp;89398270 |
|  | 3.125%, 07/29/30 | EUR | 24568 | &nbsp;&nbsp;29816720 |
| Δ | 0.000%, 10/14/30 | EUR | 2014 | &nbsp;&nbsp;2115458 |
| Nordea Bank Abp | Nordea Bank Abp | Nordea Bank Abp |  |  |
| (r)Ω | &nbsp;&nbsp;&nbsp;&nbsp;SOFR + 0.740%, <br>FRN, 4.422%, <br>03/19/27<br>|  | 36594 | &nbsp;&nbsp;36732005 |
| (r)Ω | &nbsp;&nbsp;&nbsp;&nbsp;SOFR + 0.830%, <br>FRN, 4.575%, <br>08/28/30<br>|  | 46590 | &nbsp;&nbsp;46806433 |
| OP Corporate Bank PLC | OP Corporate Bank PLC |  |  |  |
|  | 2.875%, 11/27/29 | EUR | 18750 | &nbsp;&nbsp;22369392 |
| TOTAL FINLAND | TOTAL FINLAND |  |  | &nbsp;&nbsp;334550764 |
| FRANCE — (4.9%) | FRANCE — (4.9%) | FRANCE — (4.9%) | FRANCE — (4.9%) | FRANCE — (4.9%) |
| Bpifrance SACA | Bpifrance SACA |  |  |  |
|  | 0.050%, 09/26/29 | EUR | 100 | &nbsp;&nbsp;107864 |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  |  | **Face**<br>**Amount^**<br>| **Value†** |
|  |  |  | **(000)** |  |
| FRANCE — (Continued) | FRANCE — (Continued) | FRANCE — (Continued) | FRANCE — (Continued) | FRANCE — (Continued) |
| &nbsp;&nbsp;&nbsp;&nbsp;Caisse d'Amortissement de la <br>Dette Sociale | &nbsp;&nbsp;&nbsp;&nbsp;Caisse d'Amortissement de la <br>Dette Sociale | &nbsp;&nbsp;&nbsp;&nbsp;Caisse d'Amortissement de la <br>Dette Sociale |  |  |
|  | 0.600%, 11/25/29 | EUR | 10300 | &nbsp;&nbsp;$11348639 |
|  | 3.125%, 03/01/30 | EUR | 31300 | &nbsp;&nbsp;37827902 |
|  | 2.875%, 05/25/30 | EUR | 52300 | &nbsp;&nbsp;62593123 |
| &nbsp;&nbsp;&nbsp;&nbsp;Caisse des Depots et <br>Consignations, SOFR + <br>0.340%, FRN | &nbsp;&nbsp;&nbsp;&nbsp;Caisse des Depots et <br>Consignations, SOFR + <br>0.340%, FRN |  |  |  |
| (r) | 4.006%, 05/03/26 |  | 68000 | &nbsp;&nbsp;67961240 |
| &nbsp;&nbsp;&nbsp;&nbsp;French Republic Government <br>Bonds OAT | &nbsp;&nbsp;&nbsp;&nbsp;French Republic Government <br>Bonds OAT | &nbsp;&nbsp;&nbsp;&nbsp;French Republic Government <br>Bonds OAT |  |  |
|  | 2.750%, 02/25/30 | EUR | 28750 | &nbsp;&nbsp;34334459 |
|  | 2.500%, 05/25/30 | EUR | 89940 | &nbsp;&nbsp;106268653 |
| L'Oreal SA | L'Oreal SA | L'Oreal SA |  |  |
|  | 3.375%, 11/23/29 | EUR | 14400 | &nbsp;&nbsp;17538425 |
|  | 2.750%, 11/19/30 | EUR | 24400 | &nbsp;&nbsp;28934401 |
| &nbsp;&nbsp;&nbsp;&nbsp;LVMH Moet Hennessy Louis <br>Vuitton SE | &nbsp;&nbsp;&nbsp;&nbsp;LVMH Moet Hennessy Louis <br>Vuitton SE | &nbsp;&nbsp;&nbsp;&nbsp;LVMH Moet Hennessy Louis <br>Vuitton SE |  |  |
|  | 2.625%, 03/07/29 | EUR | 4900 | &nbsp;&nbsp;5821657 |
|  | 3.250%, 09/07/29 | EUR | 16500 | &nbsp;&nbsp;19988426 |
|  | 3.375%, 02/05/30 | EUR | 33000 | &nbsp;&nbsp;40140282 |
| &nbsp;&nbsp;&nbsp;&nbsp;Regie Autonome des <br>Transports Parisiens <br>EPIC | &nbsp;&nbsp;&nbsp;&nbsp;Regie Autonome des <br>Transports Parisiens <br>EPIC |  |  |  |
|  | 0.350%, 06/20/29 | EUR | 1400 | &nbsp;&nbsp;1537144 |
| Region of Ile de France | Region of Ile de France |  |  |  |
|  | 1.375%, 03/14/29 | EUR | 10800 | &nbsp;&nbsp;12371779 |
| Sanofi SA | Sanofi SA |  |  |  |
|  | 1.375%, 03/21/30 | EUR | 3900 | &nbsp;&nbsp;4402484 |
| TOTAL FRANCE | TOTAL FRANCE |  |  | &nbsp;&nbsp;451176478 |
| GERMANY — (11.6%) | GERMANY — (11.6%) | GERMANY — (11.6%) | GERMANY — (11.6%) | GERMANY — (11.6%) |
| Allianz Finance II BV | Allianz Finance II BV | Allianz Finance II BV |  |  |
|  | 3.250%, 12/04/29 | EUR | 23400 | &nbsp;&nbsp;28451352 |
|  | 1.500%, 01/15/30 | EUR | 6900 | &nbsp;&nbsp;7862725 |
| &nbsp;&nbsp;&nbsp;&nbsp;Bayerische <br>Landesbodenkreditanstalt  | &nbsp;&nbsp;&nbsp;&nbsp;Bayerische <br>Landesbodenkreditanstalt  |  |  |  |
|  | 2.375%, 05/07/30 | EUR | 31000 | &nbsp;&nbsp;36436216 |
| Deutsche Bahn AG | Deutsche Bahn AG | Deutsche Bahn AG |  |  |
|  | 0.375%, 06/23/29 | EUR | 8800 | &nbsp;&nbsp;9712597 |
|  | 1.875%, 05/24/30 | EUR | 23700 | &nbsp;&nbsp;27331737 |
| Deutsche Boerse AG | Deutsche Boerse AG |  |  |  |
|  | 3.750%, 09/28/29 | EUR | 8500 | &nbsp;&nbsp;10443615 |
| &nbsp;&nbsp;&nbsp;&nbsp;Free & Hanseatic City of <br>Hamburg | &nbsp;&nbsp;&nbsp;&nbsp;Free & Hanseatic City of <br>Hamburg | &nbsp;&nbsp;&nbsp;&nbsp;Free & Hanseatic City of <br>Hamburg |  |  |
|  | 2.375%, 09/25/29 | EUR | 23400 | &nbsp;&nbsp;27660878 |
|  | 0.010%, 06/03/30 | EUR | 1557 | &nbsp;&nbsp;1654250 |
| Investitionsbank Berlin | Investitionsbank Berlin |  |  |  |
|  | 2.500%, 05/20/30 | EUR | 29500 | &nbsp;&nbsp;34790772 |
| Kreditanstalt fuer Wiederaufbau | Kreditanstalt fuer Wiederaufbau | Kreditanstalt fuer Wiederaufbau |  |  |
|  | 2.375%, 10/04/29 | EUR | 21000 | &nbsp;&nbsp;24882340 |
|  | 0.375%, 04/23/30 | EUR | 27300 | &nbsp;&nbsp;29713710 |
|  | 3.125%, 06/07/30 | EUR | 24100 | &nbsp;&nbsp;29338130 |
| Δ | 0.000%, 09/17/30 | EUR | 75299 | &nbsp;&nbsp;79718404 |
| Δ | 0.000%, 01/10/31 | EUR | 53800 | &nbsp;&nbsp;56349012 |

---

------

**DFA Five-Year Global Fixed Income Portfolio**

**CONTINUED**

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  |  | **Face**<br>**Amount^**<br>| **Value†** |
|  |  |  | **(000)** |  |
| GERMANY — (Continued) | GERMANY — (Continued) | GERMANY — (Continued) | GERMANY — (Continued) | GERMANY — (Continued) |
| Land Baden-Wuerttemberg | Land Baden-Wuerttemberg |  |  |  |
|  | 2.625%, 03/12/30 | EUR | 9700 | &nbsp;&nbsp;$11553427 |
| Land Berlin | Land Berlin | Land Berlin |  |  |
|  | 0.100%, 01/18/30 | EUR | 6900 | &nbsp;&nbsp;7447736 |
|  | 2.375%, 06/04/30 | EUR | 51047 | &nbsp;&nbsp;60107750 |
| Landwirtschaftliche Rentenbank | Landwirtschaftliche Rentenbank | Landwirtschaftliche Rentenbank |  |  |
|  | 2.600%, 03/23/27 | AUD | 3900 | &nbsp;&nbsp;2663352 |
| Δ | 0.000%, 11/27/29 | EUR | 26288 | &nbsp;&nbsp;28393251 |
|  | 0.050%, 12/18/29 | EUR | 6880 | &nbsp;&nbsp;7434918 |
| LFA Foerderbank Bayern | LFA Foerderbank Bayern |  |  |  |
|  | 2.875%, 04/01/30 | EUR | 7000 | &nbsp;&nbsp;8378331 |
| NRW Bank | NRW Bank |  |  |  |
|  | 0.125%, 02/04/30 | EUR | 55500 | &nbsp;&nbsp;59820120 |
| &nbsp;&nbsp;&nbsp;&nbsp;Siemens <br>Financieringsmaatschappij NV | &nbsp;&nbsp;&nbsp;&nbsp;Siemens <br>Financieringsmaatschappij NV | &nbsp;&nbsp;&nbsp;&nbsp;Siemens <br>Financieringsmaatschappij NV |  |  |
|  | 2.625%, 05/27/29 | EUR | 37700 | &nbsp;&nbsp;44838001 |
|  | 1.000%, 02/25/30 | EUR | 3400 | &nbsp;&nbsp;3790905 |
|  | 2.750%, 09/09/30 | EUR | 16400 | &nbsp;&nbsp;19481644 |
| State of Hesse | State of Hesse | State of Hesse |  |  |
|  | 0.010%, 03/11/30 | EUR | 19273 | &nbsp;&nbsp;20620936 |
| Δ | 0.000%, 11/08/30 | EUR | 26500 | &nbsp;&nbsp;27771166 |
| State of Lower Saxony | State of Lower Saxony | State of Lower Saxony |  |  |
|  | 2.500%, 01/09/30 | EUR | 52256 | &nbsp;&nbsp;61897204 |
|  | 0.125%, 01/10/30 | EUR | 6010 | &nbsp;&nbsp;6495967 |
|  | 2.750%, 03/25/30 | EUR | 99423 | &nbsp;&nbsp;118984246 |
|  | 0.010%, 01/10/31 | EUR | 10380 | &nbsp;&nbsp;10841251 |
| &nbsp;&nbsp;&nbsp;&nbsp;State of North <br>Rhine-Westphalia | &nbsp;&nbsp;&nbsp;&nbsp;State of North <br>Rhine-Westphalia |  |  |  |
|  | 2.650%, 01/15/30 | EUR | 38600 | &nbsp;&nbsp;45949198 |
| &nbsp;&nbsp;&nbsp;&nbsp;State of <br>Rhineland-Palatinate | &nbsp;&nbsp;&nbsp;&nbsp;State of <br>Rhineland-Palatinate |  |  |  |
|  | 0.050%, 01/23/30 | EUR | 44000 | &nbsp;&nbsp;47320006 |
| State of Saxony-Anhalt | State of Saxony-Anhalt |  |  |  |
|  | 2.450%, 02/13/30 | EUR | 49847 | &nbsp;&nbsp;58897294 |
| TOTAL GERMANY | TOTAL GERMANY |  |  | &nbsp;&nbsp;1057032441 |
| LUXEMBOURG — (3.2%) | LUXEMBOURG — (3.2%) | LUXEMBOURG — (3.2%) | LUXEMBOURG — (3.2%) | LUXEMBOURG — (3.2%) |
| &nbsp;&nbsp;&nbsp;&nbsp;European Financial Stability <br>Facility | &nbsp;&nbsp;&nbsp;&nbsp;European Financial Stability <br>Facility | &nbsp;&nbsp;&nbsp;&nbsp;European Financial Stability <br>Facility |  |  |
|  | 0.125%, 03/18/30 | EUR | 1029 | &nbsp;&nbsp;1108125 |
|  | 2.625%, 05/07/30 | EUR | 241470 | &nbsp;&nbsp;287647751 |
| TOTAL LUXEMBOURG | TOTAL LUXEMBOURG |  |  | &nbsp;&nbsp;288755876 |
| NETHERLANDS — (9.7%) | NETHERLANDS — (9.7%) | NETHERLANDS — (9.7%) | NETHERLANDS — (9.7%) | NETHERLANDS — (9.7%) |
| ABN AMRO Bank NV | ABN AMRO Bank NV | ABN AMRO Bank NV |  |  |
| (r)Ω | &nbsp;&nbsp;&nbsp;&nbsp;SOFR + 0.750%, <br>FRN, 4.416%, <br>07/07/28<br>|  | 10700 | &nbsp;&nbsp;10748665 |
|  | 2.750%, 06/04/29 | EUR | 55200 | &nbsp;&nbsp;65766395 |
|  | 3.125%, 01/21/30 | EUR | 44400 | &nbsp;&nbsp;53481459 |
| BNG Bank NV | BNG Bank NV | BNG Bank NV |  |  |
|  | 0.100%, 01/15/30 | EUR | 59300 | &nbsp;&nbsp;64028031 |
|  | 3.000%, 04/23/30 | EUR | 34100 | &nbsp;&nbsp;41192302 |
|  | 2.500%, 05/21/30 | EUR | 110666 | &nbsp;&nbsp;130967497 |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  |  | **Face**<br>**Amount^**<br>| **Value†** |
|  |  |  | **(000)** |  |
| NETHERLANDS — (Continued) | NETHERLANDS — (Continued) | NETHERLANDS — (Continued) | NETHERLANDS — (Continued) | NETHERLANDS — (Continued) |
| Cooperatieve Rabobank UA | Cooperatieve Rabobank UA | Cooperatieve Rabobank UA |  |  |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp;SOFR + 0.620%, <br>FRN, 4.365%, <br>08/28/26<br>|  | 17250 | &nbsp;&nbsp;$17286423 |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp;3M Swap + 0.730%, <br>FRN, 4.542%, <br>01/27/27<br>| AUD | 60100 | &nbsp;&nbsp;41984989 |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp;3M Swap + 0.870%, <br>FRN, 4.526%, <br>02/26/27<br>| AUD | 11500 | &nbsp;&nbsp;8044464 |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp;SOFR + 0.710%, <br>FRN, 4.419%, <br>03/05/27<br>|  | 65000 | &nbsp;&nbsp;65327846 |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp;3M Swap + 1.180%, <br>FRN, 4.907%, <br>01/19/28<br>| AUD | 34700 | &nbsp;&nbsp;24469502 |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp;SOFR + 0.600%, <br>FRN, 4.266%, <br>01/21/28<br>|  | 5525 | &nbsp;&nbsp;5548333 |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp;3M Swap + 0.750%, <br>FRN, 4.406%, <br>05/26/28<br>| AUD | 31200 | &nbsp;&nbsp;21848662 |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp;SOFR + 0.590%, <br>FRN, 4.256%, <br>10/17/28<br>|  | 49290 | &nbsp;&nbsp;49479816 |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp;3M Swap + 1.150%, <br>FRN, 4.804%, <br>11/21/28<br>| AUD | 11500 | &nbsp;&nbsp;8131111 |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp;SOFR + 0.890%, <br>FRN, 4.556%, <br>10/17/29<br>|  | 9000 | &nbsp;&nbsp;9114030 |
| &nbsp;&nbsp;&nbsp;&nbsp;Nederlandse Waterschapsbank <br>NV | &nbsp;&nbsp;&nbsp;&nbsp;Nederlandse Waterschapsbank <br>NV | &nbsp;&nbsp;&nbsp;&nbsp;Nederlandse Waterschapsbank <br>NV |  |  |
|  | 2.750%, 12/17/29 | EUR | 65835 | &nbsp;&nbsp;78869957 |
|  | 2.500%, 05/22/30 | EUR | 117604 | &nbsp;&nbsp;139058589 |
| &nbsp;&nbsp;&nbsp;&nbsp;Netherlands Government <br>Bonds | &nbsp;&nbsp;&nbsp;&nbsp;Netherlands Government <br>Bonds |  |  |  |
| Δ | 0.000%, 07/15/30 | EUR | 44100 | &nbsp;&nbsp;47020282 |
| TOTAL NETHERLANDS | TOTAL NETHERLANDS |  |  | &nbsp;&nbsp;882368353 |
| NEW ZEALAND — (3.9%) | NEW ZEALAND — (3.9%) | NEW ZEALAND — (3.9%) | NEW ZEALAND — (3.9%) | NEW ZEALAND — (3.9%) |
| Housing New Zealand Ltd. | Housing New Zealand Ltd. |  |  |  |
|  | 2.183%, 04/24/30 | NZD | 17400 | &nbsp;&nbsp;9728578 |
| &nbsp;&nbsp;&nbsp;&nbsp;New Zealand Government <br>Bonds | &nbsp;&nbsp;&nbsp;&nbsp;New Zealand Government <br>Bonds | &nbsp;&nbsp;&nbsp;&nbsp;New Zealand Government <br>Bonds |  |  |
|  | 3.000%, 04/20/29 | NZD | 40500 | &nbsp;&nbsp;23927338 |
|  | 4.500%, 05/15/30 | NZD | 398300 | &nbsp;&nbsp;245768626 |
| &nbsp;&nbsp;&nbsp;&nbsp;New Zealand Local Government <br>Funding Agency Bonds | &nbsp;&nbsp;&nbsp;&nbsp;New Zealand Local Government <br>Funding Agency Bonds | &nbsp;&nbsp;&nbsp;&nbsp;New Zealand Local Government <br>Funding Agency Bonds |  |  |
|  | 4.400%, 09/08/27 | AUD | 5750 | &nbsp;&nbsp;4000611 |
|  | 2.250%, 05/15/28 | NZD | 29000 | &nbsp;&nbsp;16971058 |
|  | 1.500%, 04/20/29 | NZD | 52800 | &nbsp;&nbsp;29633765 |
|  | 4.500%, 05/15/30 | NZD | 38000 | &nbsp;&nbsp;23289015 |
| TOTAL NEW ZEALAND | TOTAL NEW ZEALAND |  |  | &nbsp;&nbsp;353318991 |

---

------

**DFA Five-Year Global Fixed Income Portfolio**

**CONTINUED**

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  |  | **Face**<br>**Amount^**<br>| **Value†** |
|  |  |  | **(000)** |  |
| NORWAY — (1.8%) | NORWAY — (1.8%) | NORWAY — (1.8%) | NORWAY — (1.8%) | NORWAY — (1.8%) |
| Kommunalbanken AS | Kommunalbanken AS | Kommunalbanken AS |  |  |
| (r)Ω | &nbsp;&nbsp;&nbsp;&nbsp;SOFR + 1.000%, <br>FRN, 4.687%, <br>06/17/26<br>|  | 12200 | &nbsp;&nbsp;$12238473 |
| (r)Ω | &nbsp;&nbsp;&nbsp;&nbsp;SOFR + 0.400%, <br>FRN, 4.147%, <br>03/03/28<br>|  | 10700 | &nbsp;&nbsp;10732387 |
| (r)Ω | &nbsp;&nbsp;&nbsp;&nbsp;SOFR + 0.410%, <br>FRN, 4.080%, <br>04/09/29<br>|  | 141000 | &nbsp;&nbsp;141383572 |
|  | 0.050%, 10/24/29 | EUR | 4050 | &nbsp;&nbsp;4374663 |
| TOTAL NORWAY | TOTAL NORWAY |  |  | &nbsp;&nbsp;168729095 |
| SINGAPORE — (2.0%) | SINGAPORE — (2.0%) | SINGAPORE — (2.0%) | SINGAPORE — (2.0%) | SINGAPORE — (2.0%) |
| DBS Bank Ltd. | DBS Bank Ltd. | DBS Bank Ltd. |  |  |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp;3M Swap + 0.770%, <br>FRN, 4.426%, <br>02/26/27<br>| AUD | 17000 | &nbsp;&nbsp;11880807 |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp;3M Swap + 0.670%, <br>FRN, 4.324%, <br>02/21/28<br>| AUD | 700 | &nbsp;&nbsp;488771 |
| &nbsp;&nbsp;&nbsp;&nbsp;DBS Group Holdings Ltd., <br>SOFR + 0.600%, FRN | &nbsp;&nbsp;&nbsp;&nbsp;DBS Group Holdings Ltd., <br>SOFR + 0.600%, FRN |  |  |  |
| (r) | 4.278%, 03/21/28 |  | 8800 | &nbsp;&nbsp;8829001 |
| &nbsp;&nbsp;&nbsp;&nbsp;Temasek Financial I Ltd., <br>SOFR + 0.380%, FRN | &nbsp;&nbsp;&nbsp;&nbsp;Temasek Financial I Ltd., <br>SOFR + 0.380%, FRN |  |  |  |
| (r)Ω | 4.165%, 08/20/27 |  | 21900 | &nbsp;&nbsp;21915227 |
| United Overseas Bank Ltd. | United Overseas Bank Ltd. | United Overseas Bank Ltd. |  |  |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp;3M Swap + 0.720%, <br>FRN, 4.373%, <br>02/24/27<br>| AUD | 20000 | &nbsp;&nbsp;13970039 |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp;3M Swap + 0.720%, <br>FRN, 4.447%, <br>04/16/27<br>| AUD | 5600 | &nbsp;&nbsp;3912469 |
|  | 4.670%, 04/16/27 | AUD | 20000 | &nbsp;&nbsp;13943856 |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp;3M Swap + 0.650%, <br>FRN, 4.313%, <br>02/28/28<br>| AUD | 15500 | &nbsp;&nbsp;10815015 |
| (r)Ω | &nbsp;&nbsp;&nbsp;&nbsp;SOFR + 0.580%, <br>FRN, 4.254%, <br>04/02/28<br>|  | 100000 | &nbsp;&nbsp;100293337 |
| TOTAL SINGAPORE | TOTAL SINGAPORE |  |  | &nbsp;&nbsp;186048522 |
| SUPRANATIONAL ORGANIZATION OBLIGATIONS — (16.7%) | SUPRANATIONAL ORGANIZATION OBLIGATIONS — (16.7%) | SUPRANATIONAL ORGANIZATION OBLIGATIONS — (16.7%) | SUPRANATIONAL ORGANIZATION OBLIGATIONS — (16.7%) | SUPRANATIONAL ORGANIZATION OBLIGATIONS — (16.7%) |
| African Development Bank | African Development Bank | African Development Bank |  |  |
|  | 0.875%, 03/23/26 |  | 10285 | &nbsp;&nbsp;10243286 |
|  | 3.300%, 07/27/27 | AUD | 11000 | &nbsp;&nbsp;7528180 |
| Asian Development Bank | Asian Development Bank | Asian Development Bank |  |  |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp;SOFR + 1.000%, <br>FRN, 4.690%, <br>06/16/26<br>|  | 657 | &nbsp;&nbsp;658932 |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp;SOFR + 0.300%, <br>FRN, 3.983%, <br>06/20/28<br>|  | 201766 | &nbsp;&nbsp;201728336 |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  |  | **Face**<br>**Amount^**<br>| **Value†** |
|  |  |  | **(000)** |  |
| &nbsp;&nbsp;&nbsp;&nbsp;SUPRANATIONAL ORGANIZATION OBLIGATIONS — <br>(Continued) | &nbsp;&nbsp;&nbsp;&nbsp;SUPRANATIONAL ORGANIZATION OBLIGATIONS — <br>(Continued) | &nbsp;&nbsp;&nbsp;&nbsp;SUPRANATIONAL ORGANIZATION OBLIGATIONS — <br>(Continued) | &nbsp;&nbsp;&nbsp;&nbsp;SUPRANATIONAL ORGANIZATION OBLIGATIONS — <br>(Continued) | &nbsp;&nbsp;&nbsp;&nbsp;SUPRANATIONAL ORGANIZATION OBLIGATIONS — <br>(Continued) |
|  | 0.025%, 01/31/30 | EUR | 3400 | &nbsp;&nbsp;$3660174 |
| &nbsp;&nbsp;&nbsp;&nbsp;Asian Infrastructure <br>Investment Bank, SOFR <br>+ 0.620%, FRN | &nbsp;&nbsp;&nbsp;&nbsp;Asian Infrastructure <br>Investment Bank, SOFR <br>+ 0.620%, FRN |  |  |  |
| (r) | 4.422%, 08/16/27 |  | 49132 | &nbsp;&nbsp;49394991 |
| &nbsp;&nbsp;&nbsp;&nbsp;Council of Europe <br>Development Bank | &nbsp;&nbsp;&nbsp;&nbsp;Council of Europe <br>Development Bank |  |  |  |
|  | 0.050%, 01/21/30 | EUR | 4400 | &nbsp;&nbsp;4738230 |
| &nbsp;&nbsp;&nbsp;&nbsp;Eurofima Europaeische <br>Gesellschaft fuer die <br>Finanzierung von <br>Eisenbahnmaterial | &nbsp;&nbsp;&nbsp;&nbsp;Eurofima Europaeische <br>Gesellschaft fuer die <br>Finanzierung von <br>Eisenbahnmaterial |  |  |  |
|  | 0.100%, 05/20/30 | EUR | 9736 | &nbsp;&nbsp;10353556 |
| &nbsp;&nbsp;&nbsp;&nbsp;European Bank for <br>Reconstruction & <br>Development | &nbsp;&nbsp;&nbsp;&nbsp;European Bank for <br>Reconstruction & <br>Development | &nbsp;&nbsp;&nbsp;&nbsp;European Bank for <br>Reconstruction & <br>Development |  |  |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp;SOFR + 0.190%, <br>FRN, 3.856%, <br>04/14/26<br>|  | 6344 | &nbsp;&nbsp;6343619 |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp;SOFR + 0.330%, <br>FRN, 4.116%, <br>02/20/28<br>|  | 129710 | &nbsp;&nbsp;129822767 |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp;SOFR + 0.420%, <br>FRN, 4.086%, <br>07/22/30<br>|  | 26250 | &nbsp;&nbsp;26283360 |
| European Investment Bank | European Investment Bank | European Investment Bank |  |  |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp;SOFR + 1.000%, <br>FRN, 4.764%, <br>05/21/28<br>|  | 22497 | &nbsp;&nbsp;22847053 |
| (r)Ω | &nbsp;&nbsp;&nbsp;&nbsp;SOFR + 1.000%, <br>FRN, 4.764%, <br>05/21/28<br>|  | 2750 | &nbsp;&nbsp;2792790 |
|  | 2.250%, 12/14/29 | EUR | 5000 | &nbsp;&nbsp;5897660 |
|  | 0.050%, 01/16/30 | EUR | 21500 | &nbsp;&nbsp;23251946 |
|  | 4.000%, 04/15/30 | EUR | 43300 | &nbsp;&nbsp;54525561 |
|  | 2.375%, 05/15/30 | EUR | 136100 | &nbsp;&nbsp;161025680 |
| Δ | 0.000%, 01/14/31 | EUR | 7300 | &nbsp;&nbsp;7648326 |
| European Union | European Union | European Union |  |  |
|  | 2.875%, 10/05/29 | EUR | 21300 | &nbsp;&nbsp;25661860 |
|  | 1.625%, 12/04/29 | EUR | 226850 | &nbsp;&nbsp;261232995 |
| &nbsp;&nbsp;&nbsp;&nbsp;Inter-American Development <br>Bank | &nbsp;&nbsp;&nbsp;&nbsp;Inter-American Development <br>Bank | &nbsp;&nbsp;&nbsp;&nbsp;Inter-American Development <br>Bank |  |  |
|  | 2.500%, 04/14/27 | AUD | 7000 | &nbsp;&nbsp;4769407 |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp;SOFR + 0.350%, <br>FRN, 4.030%, <br>10/04/27<br>|  | 58579 | &nbsp;&nbsp;58665866 |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp;SOFR + 0.270%, <br>FRN, 3.953%, <br>03/20/28<br>|  | 51000 | &nbsp;&nbsp;50973848 |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp;SOFR + 0.350%, <br>FRN, 4.030%, <br>10/05/28<br>|  | 103500 | &nbsp;&nbsp;103581496 |

---

------

**DFA Five-Year Global Fixed Income Portfolio**

**CONTINUED**

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  |  | **Face**<br>**Amount^**<br>| **Value†** |
|  |  |  | **(000)** |  |
| &nbsp;&nbsp;&nbsp;&nbsp;SUPRANATIONAL ORGANIZATION OBLIGATIONS — <br>(Continued) | &nbsp;&nbsp;&nbsp;&nbsp;SUPRANATIONAL ORGANIZATION OBLIGATIONS — <br>(Continued) | &nbsp;&nbsp;&nbsp;&nbsp;SUPRANATIONAL ORGANIZATION OBLIGATIONS — <br>(Continued) | &nbsp;&nbsp;&nbsp;&nbsp;SUPRANATIONAL ORGANIZATION OBLIGATIONS — <br>(Continued) | &nbsp;&nbsp;&nbsp;&nbsp;SUPRANATIONAL ORGANIZATION OBLIGATIONS — <br>(Continued) |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp;SOFR + 0.370%, <br>FRN, 4.036%, <br>08/01/29<br>|  | 22800 | &nbsp;&nbsp;$22804237 |
| &nbsp;&nbsp;&nbsp;&nbsp;International Bank for <br>Reconstruction & <br>Development | &nbsp;&nbsp;&nbsp;&nbsp;International Bank for <br>Reconstruction & <br>Development | &nbsp;&nbsp;&nbsp;&nbsp;International Bank for <br>Reconstruction & <br>Development |  |  |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp;SOFR + 0.370%, <br>FRN, 4.036%, <br>01/12/27<br>|  | 40530 | &nbsp;&nbsp;40575132 |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp;SOFR + 0.430%, <br>FRN, 4.220%, <br>08/19/27<br>|  | 15554 | &nbsp;&nbsp;15622749 |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp;SOFR + 0.300%, <br>FRN, 4.102%, <br>05/15/28<br>|  | 45500 | &nbsp;&nbsp;45550097 |
| Δ | 0.000%, 02/21/30 | EUR | 15033 | &nbsp;&nbsp;16147898 |
| &nbsp;&nbsp;&nbsp;&nbsp;International Development <br>Association | &nbsp;&nbsp;&nbsp;&nbsp;International Development <br>Association |  |  |  |
|  | 2.500%, 05/28/30 | EUR | 67600 | &nbsp;&nbsp;80015630 |
| International Finance Corp. | International Finance Corp. | International Finance Corp. |  |  |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp;SOFR + 0.310%, <br>FRN, 4.070%, <br>08/28/28<br>|  | 55740 | &nbsp;&nbsp;55746769 |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp;SOFR + 0.360%, <br>FRN, 4.121%, <br>08/28/29<br>|  | 15000 | &nbsp;&nbsp;14992384 |
| &nbsp;&nbsp;&nbsp;&nbsp;Nordic Investment Bank, <br>SOFR + 0.290%, FRN | &nbsp;&nbsp;&nbsp;&nbsp;Nordic Investment Bank, <br>SOFR + 0.290%, FRN |  |  |  |
| (r) | 3.970%, 10/04/27 |  | 5400 | &nbsp;&nbsp;5408908 |
| &nbsp;&nbsp;&nbsp;&nbsp;TOTAL SUPRANATIONAL <br>ORGANIZATION <br>OBLIGATIONS | &nbsp;&nbsp;&nbsp;&nbsp;TOTAL SUPRANATIONAL <br>ORGANIZATION <br>OBLIGATIONS |  |  | &nbsp;&nbsp;1530493723 |
| SWEDEN — (2.2%) | SWEDEN — (2.2%) | SWEDEN — (2.2%) | SWEDEN — (2.2%) | SWEDEN — (2.2%) |
| &nbsp;&nbsp;&nbsp;&nbsp;Skandinaviska Enskilda <br>Banken AB, SOFR + <br>0.750%, FRN | &nbsp;&nbsp;&nbsp;&nbsp;Skandinaviska Enskilda <br>Banken AB, SOFR + <br>0.750%, FRN |  |  |  |
| (r)Ω | 4.484%, 06/02/28 |  | 81800 | &nbsp;&nbsp;82184260 |
| &nbsp;&nbsp;&nbsp;&nbsp;Svensk Exportkredit AB, <br>SOFR + 1.000%, FRN | &nbsp;&nbsp;&nbsp;&nbsp;Svensk Exportkredit AB, <br>SOFR + 1.000%, FRN |  |  |  |
| (r) | 4.863%, 08/03/26 |  | 19485 | &nbsp;&nbsp;19564403 |
| Svenska Handelsbanken AB | Svenska Handelsbanken AB | Svenska Handelsbanken AB |  |  |
| (r)Ω | &nbsp;&nbsp;&nbsp;&nbsp;SOFR + 0.660%, <br>FRN, 4.406%, <br>05/28/27<br>|  | 7800 | &nbsp;&nbsp;7829321 |
| (r)Ω | &nbsp;&nbsp;&nbsp;&nbsp;SOFR + 0.740%, <br>FRN, 4.502%, <br>05/23/28<br>|  | 48780 | &nbsp;&nbsp;49045909 |
|  | 0.050%, 09/06/28 | EUR | 5180 | &nbsp;&nbsp;5768443 |
|  | 2.625%, 09/05/29 | EUR | 19200 | &nbsp;&nbsp;22770941 |
| Swedbank AB | Swedbank AB | Swedbank AB |  |  |
|  | 4.125%, 11/13/28 | EUR | 5488 | &nbsp;&nbsp;6776031 |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  |  | **Face**<br>**Amount^**<br>| **Value†** |
|  |  |  | **(000)** |  |
| SWEDEN — (Continued) | SWEDEN — (Continued) | SWEDEN — (Continued) | SWEDEN — (Continued) | SWEDEN — (Continued) |
| (r)Ω | &nbsp;&nbsp;&nbsp;&nbsp;SOFR + 1.030%, <br>FRN, 4.797%, <br>11/20/29<br>|  | 4000 | &nbsp;&nbsp;$4056526 |
| TOTAL SWEDEN | TOTAL SWEDEN |  |  | &nbsp;&nbsp;197995834 |
| UNITED KINGDOM — (0.2%) | UNITED KINGDOM — (0.2%) | UNITED KINGDOM — (0.2%) | UNITED KINGDOM — (0.2%) | UNITED KINGDOM — (0.2%) |
| Bank of England Euro Notes | Bank of England Euro Notes | Bank of England Euro Notes |  |  |
|  | 4.625%, 03/06/26 |  | 17800 | &nbsp;&nbsp;17816911 |
| UNITED STATES — (6.5%) | UNITED STATES — (6.5%) | UNITED STATES — (6.5%) | UNITED STATES — (6.5%) | UNITED STATES — (6.5%) |
| Alphabet, Inc. | Alphabet, Inc. |  |  |  |
|  | 2.500%, 05/06/29 | EUR | 30572 | &nbsp;&nbsp;36142790 |
| Apple, Inc. | Apple, Inc. |  |  |  |
|  | 1.375%, 05/24/29 | EUR | 3150 | &nbsp;&nbsp;3602605 |
| &nbsp;&nbsp;&nbsp;&nbsp;Bank of America NA, <br>SOFR + 1.020%, FRN | &nbsp;&nbsp;&nbsp;&nbsp;Bank of America NA, <br>SOFR + 1.020%, FRN |  |  |  |
| (r) | 4.802%, 08/18/26 |  | 1450 | &nbsp;&nbsp;1455059 |
| &nbsp;&nbsp;&nbsp;&nbsp;Berkshire Hathaway <br>Finance Corp. | &nbsp;&nbsp;&nbsp;&nbsp;Berkshire Hathaway <br>Finance Corp. |  |  |  |
|  | 1.500%, 03/18/30 | EUR | 20797 | &nbsp;&nbsp;23627395 |
| Chevron USA, Inc. | Chevron USA, Inc. | Chevron USA, Inc. |  |  |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp;SOFR + 0.470%, <br>FRN, 4.219%, <br>02/26/28<br>|  | 27020 | &nbsp;&nbsp;27126469 |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp;SOFR + 0.570%, <br>FRN, 4.364%, <br>08/13/28<br>|  | 53200 | &nbsp;&nbsp;53574528 |
| Colgate-Palmolive Co. | Colgate-Palmolive Co. |  |  |  |
|  | 0.300%, 11/10/29 | EUR | 10580 | &nbsp;&nbsp;11589660 |
| Eli Lilly & Co. | Eli Lilly & Co. | Eli Lilly & Co. |  |  |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp;SOFR + 0.530%, <br>FRN, 4.196%, <br>10/15/28<br>|  | 32000 | &nbsp;&nbsp;32215748 |
|  | 2.125%, 06/03/30 | EUR | 29122 | &nbsp;&nbsp;33777053 |
| Johnson & Johnson | Johnson & Johnson |  |  |  |
|  | 2.700%, 02/26/29 | EUR | 4968 | &nbsp;&nbsp;5927651 |
| &nbsp;&nbsp;&nbsp;&nbsp;JPMorgan Chase Bank <br>NA, SOFR + 0.620%, <br>FRN | &nbsp;&nbsp;&nbsp;&nbsp;JPMorgan Chase Bank <br>NA, SOFR + 0.620%, <br>FRN |  |  |  |
| (r) | 4.286%, 04/29/26 |  | 2450 | &nbsp;&nbsp;2452505 |
| Mastercard, Inc. | Mastercard, Inc. | Mastercard, Inc. |  |  |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp;SOFR + 0.440%, <br>FRN, 4.124%, <br>03/15/28<br>|  | 7240 | &nbsp;&nbsp;7254880 |
|  | 1.000%, 02/22/29 | EUR | 13532 | &nbsp;&nbsp;15310536 |
| &nbsp;&nbsp;&nbsp;&nbsp;Merck & Co., Inc., SOFR + <br>0.460%, FRN | &nbsp;&nbsp;&nbsp;&nbsp;Merck & Co., Inc., SOFR + <br>0.460%, FRN |  |  |  |
| #(r) | 4.144%, 09/15/27 |  | 15136 | &nbsp;&nbsp;15217471 |
| &nbsp;&nbsp;&nbsp;&nbsp;Morgan Stanley Bank NA, <br>SOFR + 1.165%, FRN | &nbsp;&nbsp;&nbsp;&nbsp;Morgan Stanley Bank NA, <br>SOFR + 1.165%, FRN |  |  |  |
| (r) | 4.831%, 10/30/26 |  | 400 | &nbsp;&nbsp;402905 |
| &nbsp;&nbsp;&nbsp;&nbsp;National Securities <br>Clearing Corp., SOFR + <br>0.570%, FRN | &nbsp;&nbsp;&nbsp;&nbsp;National Securities <br>Clearing Corp., SOFR + <br>0.570%, FRN |  |  |  |
| (r)Ω | 4.337%, 05/20/27 |  | 13250 | &nbsp;&nbsp;13312672 |

---

------

**DFA Five-Year Global Fixed Income Portfolio**

**CONTINUED**

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  |  | **Face**<br>**Amount^**<br>| **Value†** |
|  |  |  | **(000)** |  |
| UNITED STATES — (Continued) | UNITED STATES — (Continued) | UNITED STATES — (Continued) | UNITED STATES — (Continued) | UNITED STATES — (Continued) |
| Nestle Finance International Ltd. | Nestle Finance International Ltd. | Nestle Finance International Ltd. |  |  |
|  | 1.250%, 11/02/29 | EUR | 10389 | &nbsp;&nbsp;$11793236 |
|  | 3.500%, 01/17/30 | EUR | 29404 | &nbsp;&nbsp;35963379 |
|  | 1.500%, 04/01/30 | EUR | 3250 | &nbsp;&nbsp;3699774 |
|  | 2.625%, 10/28/30 | EUR | 11700 | &nbsp;&nbsp;13874396 |
|  | 3.000%, 01/23/31 | EUR | 4800 | &nbsp;&nbsp;5746211 |
| Nestle Holdings, Inc. | Nestle Holdings, Inc. |  |  |  |
|  | 2.192%, 01/26/29 | CAD | 33800 | &nbsp;&nbsp;24242468 |
| Procter & Gamble Co. | Procter & Gamble Co. |  |  |  |
|  | 0.350%, 05/05/30 | EUR | 31109 | &nbsp;&nbsp;33596053 |
| Roche Finance Europe BV | Roche Finance Europe BV | Roche Finance Europe BV |  |  |
|  | 3.204%, 08/27/29 | EUR | 1620 | &nbsp;&nbsp;1960525 |
|  | 3.227%, 05/03/30 | EUR | 8915 | &nbsp;&nbsp;10820203 |
| &nbsp;&nbsp;&nbsp;&nbsp;Roche Holdings, Inc., <br>SOFR + 0.740%, FRN | &nbsp;&nbsp;&nbsp;&nbsp;Roche Holdings, Inc., <br>SOFR + 0.740%, FRN |  |  |  |
| (r)Ω | 4.529%, 11/13/26 |  | 18040 | &nbsp;&nbsp;18126850 |
| Sanofi SA | Sanofi SA | Sanofi SA |  |  |
| #(r) | &nbsp;&nbsp;&nbsp;&nbsp;SOFR + 0.540%, <br>FRN, 4.382%, <br>11/03/28<br>|  | 81800 | &nbsp;&nbsp;82251982 |
|  | 2.625%, 06/23/29 | EUR | 11600 | &nbsp;&nbsp;13748633 |
| &nbsp;&nbsp;&nbsp;&nbsp;State Street Corp., SOFR <br>+ 0.640%, FRN | &nbsp;&nbsp;&nbsp;&nbsp;State Street Corp., SOFR <br>+ 0.640%, FRN |  |  |  |
| (r) | 4.306%, 10/22/27 |  | 20915 | &nbsp;&nbsp;21017390 |
| Visa, Inc. | Visa, Inc. |  |  |  |
|  | 2.000%, 06/15/29 | EUR | 18900 | &nbsp;&nbsp;22046571 |
| &nbsp;&nbsp;&nbsp;&nbsp;Walmart, Inc., SOFR + <br>0.430%, FRN | &nbsp;&nbsp;&nbsp;&nbsp;Walmart, Inc., SOFR + <br>0.430%, FRN |  |  |  |
| (r) | 4.096%, 04/28/27 |  | 7700 | &nbsp;&nbsp;7733957 |
| Wells Fargo Bank NA | Wells Fargo Bank NA | Wells Fargo Bank NA |  |  |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp;SOFR + 1.060%, <br>FRN, 4.870%, <br>08/07/26<br>|  | 2530 | &nbsp;&nbsp;2539184 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Face**<br>**Amount^**<br>| **Value†** |
|  |  | **(000)** |  |
| UNITED STATES — (Continued) | UNITED STATES — (Continued) | UNITED STATES — (Continued) | UNITED STATES — (Continued) |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp;SOFR + 1.070%, <br>FRN, 4.760%, <br>12/11/26<br>| 2275 | &nbsp;&nbsp;$2289840 |
| TOTAL UNITED STATES | TOTAL UNITED STATES |  | &nbsp;&nbsp;594440579 |
| TOTAL BONDS | TOTAL BONDS |  | &nbsp;&nbsp;9035996051 |
| COMMERCIAL PAPER — (1.0%) | COMMERCIAL PAPER — (1.0%) | COMMERCIAL PAPER — (1.0%) | COMMERCIAL PAPER — (1.0%) |
| CANADA — (1.0%) | CANADA — (1.0%) | CANADA — (1.0%) | CANADA — (1.0%) |
| PSP Capital, Inc. | PSP Capital, Inc. |  |  |
| Ω | 4.027%, 02/04/26 | 85000 | &nbsp;&nbsp;84956948 |
| FOREIGN SOVEREIGN OBLIGATIONS — (0.1%) | FOREIGN SOVEREIGN OBLIGATIONS — (0.1%) | FOREIGN SOVEREIGN OBLIGATIONS — (0.1%) | FOREIGN SOVEREIGN OBLIGATIONS — (0.1%) |
| CANADA — (0.1%) | CANADA — (0.1%) | CANADA — (0.1%) | CANADA — (0.1%) |
| Canada Treasury Bills | Canada Treasury Bills |  |  |
| ∞ | 2.379%, 02/11/26<br> CAD | 14000 | &nbsp;&nbsp;10274035 |
| &nbsp;&nbsp;&nbsp;&nbsp;TOTAL INVESTMENT <br>SECURITIES<br>(Cost $8,971,703,368) | &nbsp;&nbsp;&nbsp;&nbsp;TOTAL INVESTMENT <br>SECURITIES<br>(Cost $8,971,703,368) |  | &nbsp;&nbsp;9131227034 |

---

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

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** |  |
| SECURITIES LENDING COLLATERAL — (0.0%) | SECURITIES LENDING COLLATERAL — (0.0%) | SECURITIES LENDING COLLATERAL — (0.0%) | SECURITIES LENDING COLLATERAL — (0.0%) |
| @§ | &nbsp;&nbsp;&nbsp;&nbsp;The DFA Short Term <br>Investment Fund<br>| 257856 | &nbsp;&nbsp;2982620 |
| TOTAL INVESTMENTS — (100.0%) | TOTAL INVESTMENTS — (100.0%) | TOTAL INVESTMENTS — (100.0%) |  |
| &nbsp;&nbsp;&nbsp;&nbsp;(Cost $8,974,685,987)^^ | &nbsp;&nbsp;&nbsp;&nbsp;(Cost $8,974,685,987)^^ |  | &nbsp;&nbsp;$9134209654 |

---

As of January 31, 2026, DFA Five-Year Global Fixed Income 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>|
| CAD | 8236801 | USD | 5955138 | Citibank, N.A. | 02/02/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$93995 |
| SGD | 117144991 | USD | 91302609 | Royal Bank of Canada | 02/09/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;823756 |
| CAD | 12022778 | USD | 8668886 | Citibank, N.A. | 02/11/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;164044 |
| GBP | 74262150 | USD | 99672742 | Royal Bank of Canada | 02/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1942113 |
| USD | 1224716 | AUD | 1751998 | Australia and New Zealand Bank | 02/27/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4760 |
| USD | 558931 | AUD | 798457 | Citibank, N.A. | 02/27/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2947 |
| USD | 4811920 | EUR | 4026169 | Goldman Sachs Capital Markets L.P. | 03/02/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;33420 |
| USD | 65363237 | EUR | 54785421 | Royal Bank of Canada | 03/02/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;340592 |
| USD | 73631182 | EUR | 62026778 | UBS AG | 03/02/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14058 |
| SGD | 129328056 | USD | 100929911 | Royal Bank of Canada | 03/03/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;934886 |
| USD | 59589621 | EUR | 49956948 | Royal Bank of Canada | 03/03/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;294893 |
| USD | 73622871 | EUR | 62026779 | UBS AG | 03/03/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2261 |
| USD | 90374689 | AUD | 128319696 | Australia and New Zealand Bank | 03/04/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1023695 |
| USD | 8402781 | EUR | 7073165 | Australia and New Zealand Bank | 03/04/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7130 |

---

------

**DFA Five-Year Global Fixed Income Portfolio**

**CONTINUED**

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| **Currency Purchased** | **Currency Purchased** | **Currency Sold** | **Currency Sold** | **Counterparty** | **Settlement**<br>**Date**<br>| **Unrealized**<br>**Foreign**<br>**Exchange**<br>**Appreciation**<br>**(Depreciation)**<br>|
| USD | 61957690 | EUR | 52158549 | Bank of America Corp. | 03/04/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$46939 |
| USD | 74474480 | EUR | 62438100 | UBS AG | 03/04/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;362187 |
| USD | 11915170 | EUR | 10018906 | Bank of America Corp. | 03/05/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22448 |
| USD | 97140068 | CAD | 130944909 | Citibank, N.A. | 03/05/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;847173 |
| USD | 74469797 | EUR | 62438100 | UBS AG | 03/05/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;354025 |
| USD | 22854518 | NZD | 37883370 | Australia and New Zealand Bank | 03/16/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10268 |
| USD | 11474624 | NZD | 18969729 | Citibank, N.A. | 03/30/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;29691 |
| USD | 414012 | NZD | 684757 | State Street Bank and Trust | 03/30/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;881 |
| USD | 125429268 | CAD | 169639937 | State Street Bank and Trust | 03/31/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;543972 |
| USD | 122173429 | EUR | 101970094 | Bank of New York Mellon | 04/07/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;944289 |
| USD | 140794711 | CAD | 190159449 | Royal Bank of Canada | 04/07/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;762462 |
| USD | 102071008 | EUR | 85156230 | Citibank, N.A. | 04/08/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;826659 |
| USD | 131014919 | EUR | 108973575 | Citibank, N.A. | 04/30/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1321078 |
| USD | 11188931 | NZD | 18405844 | Citibank, N.A. | 04/30/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;71730 |
| **Total Appreciation** | **Total Appreciation** | **Total Appreciation** | **Total Appreciation** |  |  | &nbsp;&nbsp;&nbsp;&nbsp;**$11826352** |
| AUD | 128319696 | USD | 90379412 | Australia and New Zealand Bank | 02/02/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$(1023963)<br>|
| EUR | 101970094 | USD | 121806336 | Bank of New York Mellon | 02/02/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(936131)<br>|
| USD | 118783453 | EUR | 101970094 | Citibank, N.A. | 02/02/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(2086752)<br>|
| USD | 34899779 | CAD | 47714978 | HSBC Bank | 02/02/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(142249)<br>|
| USD | 110127011 | CAD | 150681272 | Morgan Stanley & Co. LLC | 02/02/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(533784)<br>|
| CAD | 190159449 | USD | 140412340 | Royal Bank of Canada | 02/02/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(758648)<br>|
| USD | 86002645 | AUD | 128319696 | Societe Generale | 02/02/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(3352804)<br>|
| USD | 99668282 | EUR | 85156230 | Australia and New Zealand Bank | 02/03/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1271617)<br>|
| USD | 35313798 | CAD | 48544360 | Bank of New York Mellon | 02/03/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(338838)<br>|
| USD | 2070860 | CAD | 2875105 | Citibank, N.A. | 02/03/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(40716)<br>|
| EUR | 85156230 | USD | 101765101 | Citibank, N.A. | 02/03/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(825202)<br>|
| CAD | 130944909 | USD | 97016746 | Citibank, N.A. | 02/03/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(846331)<br>|
| USD | 57969929 | CAD | 79525444 | HSBC Bank | 02/03/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(436274)<br>|
| USD | 104228510 | AUD | 155878768 | Australia and New Zealand Bank | 02/04/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(4317526)<br>|
| USD | 103487795 | EUR | 88344384 | Royal Bank of Canada | 02/04/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1236076)<br>|
| USD | 140740058 | CAD | 192481874 | Royal Bank of Canada | 02/04/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(631184)<br>|
| USD | 131025610 | EUR | 112113805 | Bank of New York Mellon | 02/05/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1880864)<br>|
| USD | 77653306 | EUR | 66455728 | Australia and New Zealand Bank | 02/06/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1131011)<br>|
| USD | 67309329 | EUR | 57518280 | Bank of New York Mellon | 02/06/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(879501)<br>|
| USD | 115381461 | CAD | 158596733 | Societe Generale | 02/06/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1112176)<br>|
| USD | 47528681 | NZD | 82408027 | Australia and New Zealand Bank | 02/09/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(2100342)<br>|
| USD | 102725248 | AUD | 152558926 | Bank of New York Mellon | 02/09/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(3508148)<br>|
| USD | 23113260 | EUR | 19781620 | Bank of New York Mellon | 02/09/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(341453)<br>|
| USD | 136270177 | SGD | 174234095 | Citibank, N.A. | 02/09/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(752787)<br>|
| SGD | 57089104 | USD | 45065744 | Citibank, N.A. | 02/09/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(169145)<br>|
| USD | 94795418 | EUR | 81184649 | UBS AG | 02/09/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1463768)<br>|
| USD | 19170962 | NZD | 32923947 | Australia and New Zealand Bank | 02/10/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(657744)<br>|
| USD | 2635047 | EUR | 2258890 | Australia and New Zealand Bank | 02/10/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(43404)<br>|
| USD | 2635070 | EUR | 2258890 | Bank of America Corp. | 02/10/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(43380)<br>|
| USD | 4689521 | EUR | 4019981 | Bank of New York Mellon | 02/10/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(77122)<br>|
| USD | 90192478 | EUR | 77284022 | Societe Generale | 02/10/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1446089)<br>|
| USD | 36574649 | EUR | 31242327 | State Street Bank and Trust | 02/10/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(470552)<br>|
| USD | 109798763 | EUR | 93454823 | Societe Generale | 02/11/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1019372)<br>|
| USD | 144117037 | CAD | 199578000 | Societe Generale | 02/11/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(2509514)<br>|
| USD | 134382747 | EUR | 114277476 | Citibank, N.A. | 02/12/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1133168)<br>|
| USD | 140069273 | EUR | 118836697 | Australia and New Zealand Bank | 02/13/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(859859)<br>|
| USD | 99020801 | AUD | 148123971 | Australia and New Zealand Bank | 02/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(4122989)<br>|
| USD | 130719863 | EUR | 110794793 | Royal Bank of Canada | 02/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(697198)<br>|
| USD | 99868081 | GBP | 74262150 | Societe Generale | 02/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1746774)<br>|
| USD | 133376844 | EUR | 113507300 | Citibank, N.A. | 02/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1263974)<br>|
| USD | 43136560 | NZD | 74979577 | Australia and New Zealand Bank | 02/19/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(2035545)<br>|
| USD | 99240268 | AUD | 148207865 | Australia and New Zealand Bank | 02/19/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(3961601)<br>|
| USD | 87817965 | EUR | 74493992 | Societe Generale | 02/19/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(549978)<br>|
| USD | 37577172 | EUR | 32087578 | State Street Bank and Trust | 02/19/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(486478)<br>|
| USD | 122917320 | EUR | 104357372 | Australia and New Zealand Bank | 02/20/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(881694)<br>|
| USD | 133907527 | EUR | 114376103 | Citibank, N.A. | 02/23/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1795960)<br>|

---

------

**DFA Five-Year Global Fixed Income Portfolio**

**CONTINUED**

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| **Currency Purchased** | **Currency Purchased** | **Currency Sold** | **Currency Sold** | **Counterparty** | **Settlement**<br>**Date**<br>| **Unrealized**<br>**Foreign**<br>**Exchange**<br>**Appreciation**<br>**(Depreciation)**<br>|
| USD | 114225270 | AUD | 168904031 | Citibank, N.A. | 02/23/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$(3387229)<br>|
| AUD | 375413 | USD | 263067 | Citibank, N.A. | 02/23/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1657)<br>|
| USD | 19147041 | EUR | 16340495 | Bank of New York Mellon | 02/24/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(241338)<br>|
| USD | 88130980 | EUR | 75097059 | Citibank, N.A. | 02/24/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(973430)<br>|
| USD | 19152767 | EUR | 16340497 | Royal Bank of Canada | 02/24/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(235614)<br>|
| USD | 87540781 | EUR | 74734533 | Australia and New Zealand Bank | 02/25/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1137681)<br>|
| USD | 47271381 | EUR | 40527844 | Royal Bank of Canada | 02/25/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(818126)<br>|
| USD | 53560741 | EUR | 45815177 | Australia and New Zealand Bank | 02/26/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(805180)<br>|
| USD | 90866382 | EUR | 77670259 | Citibank, N.A. | 02/26/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1299915)<br>|
| USD | 875432 | EUR | 748810 | Goldman Sachs Capital Markets L.P. | 02/26/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(13133)<br>|
| USD | 37681814 | NZD | 64378362 | Citibank, N.A. | 02/27/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1115001)<br>|
| USD | 31947620 | AUD | 46564100 | Citibank, N.A. | 02/27/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(476024)<br>|
| USD | 88404900 | EUR | 75767450 | HSBC Bank | 02/27/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1507712)<br>|
| USD | 56201631 | EUR | 47963244 | State Street Bank and Trust | 02/27/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(715957)<br>|
| USD | 86224475 | AUD | 124265679 | HSBC Bank | 03/02/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(304123)<br>|
| SGD | 54013596 | USD | 42700250 | Citibank, N.A. | 03/03/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(156628)<br>|
| USD | 143433671 | SGD | 183341652 | Royal Bank of Canada | 03/03/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(974749)<br>|
| USD | 130524163 | CAD | 179776830 | Citibank, N.A. | 03/10/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1706186)<br>|
| USD | 86845679 | AUD | 130406299 | Australia and New Zealand Bank | 03/13/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(3955063)<br>|
| USD | 48041490 | NZD | 83675304 | Australia and New Zealand Bank | 03/16/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(2415995)<br>|
| CAD | 30264581 | USD | 22285154 | Citibank, N.A. | 03/16/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(19150)<br>|
| USD | 125376429 | EUR | 106989055 | Societe Generale | 03/16/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1688181)<br>|
| USD | 142538598 | CAD | 197225434 | State Street Bank and Trust | 03/16/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(2562445)<br>|
| USD | 86810617 | EUR | 74200768 | Australia and New Zealand Bank | 03/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1317411)<br>|
| USD | 56356779 | NZD | 97926942 | Australia and New Zealand Bank | 03/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(2696834)<br>|
| USD | 145300460 | CAD | 201165750 | Citibank, N.A. | 03/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(2705781)<br>|
| USD | 122564606 | EUR | 104920494 | HSBC Bank | 03/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(2055001)<br>|
| USD | 98844580 | EUR | 84709053 | Royal Bank of Canada | 03/23/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1792466)<br>|
| USD | 93652749 | EUR | 80357573 | Australia and New Zealand Bank | 03/24/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1819085)<br>|
| USD | 118127782 | EUR | 100362624 | Societe Generale | 03/25/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1117408)<br>|
| USD | 115371509 | EUR | 98142863 | Societe Generale | 03/26/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1241765)<br>|
| USD | 143299820 | CAD | 197517637 | Citibank, N.A. | 03/27/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(2083834)<br>|
| USD | 104085790 | EUR | 88695279 | Societe Generale | 03/27/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1306824)<br>|
| USD | 144066370 | CAD | 197834100 | Bank of New York Mellon | 03/30/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1568704)<br>|
| USD | 49762250 | NZD | 82916493 | Citibank, N.A. | 03/30/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(263435)<br>|
| USD | 101250254 | EUR | 85961619 | HSBC Bank | 03/30/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(908476)<br>|
| USD | 135251097 | EUR | 114894327 | Societe Generale | 04/02/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1311169)<br>|
| USD | 122507800 | CAD | 167471470 | Royal Bank of Canada | 04/06/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(812039)<br>|
| USD | 320451 | EUR | 270765 | Citibank, N.A. | 04/23/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1692)<br>|
| **Total (Depreciation)** | **Total (Depreciation)** | **Total (Depreciation)** | **Total (Depreciation)** |  |  | &nbsp;&nbsp;&nbsp;&nbsp;**$(107432126)**<br>|
| **Total Appreciation**<br>**(Depreciation)** | **Total Appreciation**<br>**(Depreciation)** | **Total Appreciation**<br>**(Depreciation)** | **Total Appreciation**<br>**(Depreciation)** |  |  | &nbsp;&nbsp;&nbsp;&nbsp;**$(95605774)**<br>|

---

As of January 31, 2026, the value of Rule 144A securities amounted to $926,949,692 or 9.8% of net assets.

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

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** |
|  | **Level 1** | **Level 2** | **Level 3** | **Total** |
| **Assets** |  |  |  |  |
| Bonds |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Australia | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;$833006739 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;$833006739 |
| &nbsp;&nbsp;&nbsp;&nbsp;Austria | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;22502840 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;22502840 |
| &nbsp;&nbsp;&nbsp;&nbsp;Belgium | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;293832395 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;293832395 |

---

------

**DFA Five-Year Global Fixed Income 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;Canada | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;$1754538234 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;$1754538234 |
| &nbsp;&nbsp;&nbsp;&nbsp;Denmark | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;69388276 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;69388276 |
| &nbsp;&nbsp;&nbsp;&nbsp;Finland | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;334550764 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;334550764 |
| &nbsp;&nbsp;&nbsp;&nbsp;France | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;451176478 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;451176478 |
| &nbsp;&nbsp;&nbsp;&nbsp;Germany | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;1057032441 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;1057032441 |
| &nbsp;&nbsp;&nbsp;&nbsp;Luxembourg | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;288755876 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;288755876 |
| &nbsp;&nbsp;&nbsp;&nbsp;Netherlands | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;882368353 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;882368353 |
| &nbsp;&nbsp;&nbsp;&nbsp;New Zealand | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;353318991 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;353318991 |
| &nbsp;&nbsp;&nbsp;&nbsp;Norway | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;168729095 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;168729095 |
| &nbsp;&nbsp;&nbsp;&nbsp;Singapore | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;186048522 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;186048522 |
| &nbsp;&nbsp;&nbsp;&nbsp;Supranational Organization Obligations | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;1530493723 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;1530493723 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sweden | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;197995834 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;197995834 |
| &nbsp;&nbsp;&nbsp;&nbsp;United Kingdom | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;17816911 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;17816911 |
| &nbsp;&nbsp;&nbsp;&nbsp;United States | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;594440579 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;594440579 |
| Commercial Paper | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;84956948 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;84956948 |
| Foreign Sovereign Obligations | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;10274035 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;10274035 |
| Securities Lending Collateral | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;2982620 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;2982620 |
| Total Investments in Securities | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;$9134209654 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;$9134209654 |
| **Financial Instruments** | **Financial Instruments** |  |  |  |
| **Assets** |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Forward Currency Contracts\*\* | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;11826352 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;11826352 |
| **Liabilities** |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Forward Currency Contracts\*\* | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;(107432126) | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;(107432126) |
| Total Financial Instruments | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;$(95605774) | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;$(95605774) |
| &nbsp;&nbsp;&nbsp;&nbsp;\*\* Valued at the unrealized appreciation/(depreciation) on the investment. | &nbsp;&nbsp;&nbsp;&nbsp;\*\* Valued at the unrealized appreciation/(depreciation) on the investment. | &nbsp;&nbsp;&nbsp;&nbsp;\*\* Valued at the unrealized appreciation/(depreciation) on the investment. | &nbsp;&nbsp;&nbsp;&nbsp;\*\* Valued at the unrealized appreciation/(depreciation) on the investment. | &nbsp;&nbsp;&nbsp;&nbsp;\*\* Valued at the unrealized appreciation/(depreciation) on the investment. |

---

------

**DFA International Government Fixed Income Portfolio (formerly, DFA World ex U.S. Government Fixed Income Portfolio)**

**SCHEDULE OF INVESTMENTS**

**January 31, 2026**

**(Unaudited)**

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

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  |  | **Face**<br>**Amount^**<br>| **Value†** |
|  |  |  | **(000)** |  |
| BONDS — (100.0%) | BONDS — (100.0%) | BONDS — (100.0%) | BONDS — (100.0%) | BONDS — (100.0%) |
| AUSTRALIA — (9.4%) | AUSTRALIA — (9.4%) | AUSTRALIA — (9.4%) | AUSTRALIA — (9.4%) | AUSTRALIA — (9.4%) |
| &nbsp;&nbsp;&nbsp;&nbsp;New South Wales Treasury <br>Corp. | &nbsp;&nbsp;&nbsp;&nbsp;New South Wales Treasury <br>Corp. | &nbsp;&nbsp;&nbsp;&nbsp;New South Wales Treasury <br>Corp. |  |  |
|  | 2.000%, 03/08/33 | AUD | 8500 | &nbsp;&nbsp;$4873863 |
|  | 1.750%, 03/20/34 | AUD | 6000 | &nbsp;&nbsp;3243502 |
|  | 4.750%, 02/20/35 | AUD | 5000 | &nbsp;&nbsp;3368420 |
|  | 4.750%, 02/20/37 | AUD | 7400 | &nbsp;&nbsp;4865043 |
| Queensland Treasury Corp. | Queensland Treasury Corp. | Queensland Treasury Corp. |  |  |
|  | 2.000%, 08/22/33 | AUD | 1800 | &nbsp;&nbsp;1012095 |
|  | 1.750%, 07/20/34 | AUD | 7000 | &nbsp;&nbsp;3720766 |
|  | 5.000%, 07/21/37 | AUD | 41000 | &nbsp;&nbsp;27280439 |
| Treasury Corp. of Victoria | Treasury Corp. of Victoria | Treasury Corp. of Victoria |  |  |
|  | 4.250%, 12/20/32 | AUD | 5000 | &nbsp;&nbsp;3336945 |
|  | 2.250%, 11/20/34 | AUD | 51500 | &nbsp;&nbsp;28251036 |
|  | 2.000%, 09/17/35 | AUD | 11000 | &nbsp;&nbsp;5723365 |
|  | 2.000%, 11/20/37 | AUD | 4200 | &nbsp;&nbsp;2018111 |
| &nbsp;&nbsp;&nbsp;&nbsp;Western Australian <br>Treasury Corp. | &nbsp;&nbsp;&nbsp;&nbsp;Western Australian <br>Treasury Corp. |  |  |  |
|  | 2.000%, 10/24/34 | AUD | 10000 | &nbsp;&nbsp;5444902 |
| TOTAL AUSTRALIA | TOTAL AUSTRALIA |  |  | &nbsp;&nbsp;93138487 |
| BELGIUM — (0.6%) | BELGIUM — (0.6%) | BELGIUM — (0.6%) | BELGIUM — (0.6%) | BELGIUM — (0.6%) |
| &nbsp;&nbsp;&nbsp;&nbsp;Ministeries Van de Vlaamse <br>Gemeenschap | &nbsp;&nbsp;&nbsp;&nbsp;Ministeries Van de Vlaamse <br>Gemeenschap | &nbsp;&nbsp;&nbsp;&nbsp;Ministeries Van de Vlaamse <br>Gemeenschap |  |  |
|  | 3.125%, 06/22/34 | EUR | 5000 | &nbsp;&nbsp;5869719 |
| CANADA — (18.4%) | CANADA — (18.4%) | CANADA — (18.4%) | CANADA — (18.4%) | CANADA — (18.4%) |
| CDP Financial, Inc. | CDP Financial, Inc. |  |  |  |
|  | 2.750%, 02/13/32 | EUR | 8700 | &nbsp;&nbsp;10233515 |
| CPPIB Capital, Inc. | CPPIB Capital, Inc. |  |  |  |
|  | 1.500%, 03/04/33 | EUR | 31520 | &nbsp;&nbsp;33909634 |
| Ontario Teachers' Finance Trust | Ontario Teachers' Finance Trust | Ontario Teachers' Finance Trust |  |  |
|  | 1.850%, 05/03/32 | EUR | 13000 | &nbsp;&nbsp;14444086 |
| Ω | 1.850%, 05/03/32 | EUR | 3333 | &nbsp;&nbsp;3703242 |
| Province of British Columbia | Province of British Columbia | Province of British Columbia |  |  |
|  | 1.550%, 06/18/31 | CAD | 10000 | &nbsp;&nbsp;6762237 |
|  | 4.950%, 07/16/32 | AUD | 8000 | &nbsp;&nbsp;5517155 |
|  | 3.550%, 06/18/33 | CAD | 16000 | &nbsp;&nbsp;11804267 |
| Province of Manitoba | Province of Manitoba |  |  |  |
|  | 4.250%, 06/02/34 | CAD | 4000 | &nbsp;&nbsp;3064723 |
| Province of Ontario | Province of Ontario | Province of Ontario |  |  |
|  | 3.750%, 06/02/32 | CAD | 39000 | &nbsp;&nbsp;29344589 |
|  | 3.650%, 06/02/33 | CAD | 4800 | &nbsp;&nbsp;3566027 |
|  | 4.150%, 06/02/34 | CAD | 6000 | &nbsp;&nbsp;4579238 |
| Province of Quebec | Province of Quebec | Province of Quebec |  |  |
|  | 1.500%, 09/01/31 | CAD | 31000 | &nbsp;&nbsp;20779664 |
|  | 3.600%, 09/01/33 | CAD | 5500 | &nbsp;&nbsp;4050769 |
|  | 4.450%, 09/01/34 | CAD | 9000 | &nbsp;&nbsp;6972166 |
|  | 5.750%, 12/01/36 | CAD | 5400 | &nbsp;&nbsp;4556559 |
| Province of Saskatchewan | Province of Saskatchewan |  |  |  |
|  | 3.300%, 05/08/34 | EUR | 10000 | &nbsp;&nbsp;12022947 |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  |  | **Face**<br>**Amount^**<br>| **Value†** |
|  |  |  | **(000)** |  |
| CANADA — (Continued) | CANADA — (Continued) | CANADA — (Continued) | CANADA — (Continued) | CANADA — (Continued) |
| PSP Capital, Inc. | PSP Capital, Inc. |  |  |  |
|  | 3.250%, 07/02/34 | EUR | 5000 | &nbsp;&nbsp;$5968905 |
| TOTAL CANADA | TOTAL CANADA |  |  | &nbsp;&nbsp;181279723 |
| DENMARK — (4.0%) | DENMARK — (4.0%) | DENMARK — (4.0%) | DENMARK — (4.0%) | DENMARK — (4.0%) |
| Denmark Government Bonds | Denmark Government Bonds | Denmark Government Bonds |  |  |
|  | 2.250%, 11/15/33 | DKK | 252000 | &nbsp;&nbsp;39280218 |
| FINLAND — (3.0%) | FINLAND — (3.0%) | FINLAND — (3.0%) | FINLAND — (3.0%) | FINLAND — (3.0%) |
| Kuntarahoitus OYJ | Kuntarahoitus OYJ | Kuntarahoitus OYJ |  |  |
|  | 1.250%, 02/23/33 | EUR | 28011 | &nbsp;&nbsp;29740190 |
| FRANCE — (24.8%) | FRANCE — (24.8%) | FRANCE — (24.8%) | FRANCE — (24.8%) | FRANCE — (24.8%) |
| Aeroports de Paris SA | Aeroports de Paris SA |  |  |  |
|  | 3.500%, 03/20/33 | EUR | 8000 | &nbsp;&nbsp;9527861 |
| Agence France Locale | Agence France Locale | Agence France Locale |  |  |
| Δ | 0.000%, 03/20/31 | EUR | 11100 | &nbsp;&nbsp;11345632 |
|  | 3.125%, 03/20/33 | EUR | 6100 | &nbsp;&nbsp;7150396 |
|  | 3.125%, 03/20/34 | EUR | 5000 | &nbsp;&nbsp;5813429 |
| &nbsp;&nbsp;&nbsp;&nbsp;French Republic Government <br>Bonds OAT | &nbsp;&nbsp;&nbsp;&nbsp;French Republic Government <br>Bonds OAT | &nbsp;&nbsp;&nbsp;&nbsp;French Republic Government <br>Bonds OAT |  |  |
|  | 3.500%, 11/25/33 | EUR | 64000 | &nbsp;&nbsp;77630192 |
|  | 1.250%, 05/25/34 | EUR | 69000 | &nbsp;&nbsp;70044529 |
|  | 4.750%, 04/25/35 | EUR | 23000 | &nbsp;&nbsp;30280786 |
| SFIL SA | SFIL SA |  |  |  |
|  | 2.875%, 01/22/31 | EUR | 5000 | &nbsp;&nbsp;5921442 |
| SNCF Reseau | SNCF Reseau |  |  |  |
|  | 1.000%, 11/09/31 | EUR | 3400 | &nbsp;&nbsp;3597956 |
| Societe Nationale SNCF SACA | Societe Nationale SNCF SACA | Societe Nationale SNCF SACA |  |  |
|  | 3.375%, 05/25/33 | EUR | 6200 | &nbsp;&nbsp;7412655 |
|  | 3.625%, 04/03/35 | EUR | 10000 | &nbsp;&nbsp;11965534 |
| UNEDIC ASSEO | UNEDIC ASSEO |  |  |  |
|  | 1.250%, 05/25/33 | EUR | 3400 | &nbsp;&nbsp;3546183 |
| TOTAL FRANCE | TOTAL FRANCE |  |  | &nbsp;&nbsp;244236595 |
| GERMANY — (2.3%) | GERMANY — (2.3%) | GERMANY — (2.3%) | GERMANY — (2.3%) | GERMANY — (2.3%) |
| Bayerische Landesbank | Bayerische Landesbank |  |  |  |
|  | 3.625%, 08/04/32 | EUR | 13300 | &nbsp;&nbsp;16045661 |
| Deutsche Bahn AG | Deutsche Bahn AG |  |  |  |
|  | 1.625%, 08/16/33 | EUR | 4773 | &nbsp;&nbsp;5100822 |
| &nbsp;&nbsp;&nbsp;&nbsp;EnBW International <br>Finance BV | &nbsp;&nbsp;&nbsp;&nbsp;EnBW International <br>Finance BV |  |  |  |
|  | 6.048%, 10/30/34 | AUD | 1450 | &nbsp;&nbsp;1024510 |
| TOTAL GERMANY | TOTAL GERMANY |  |  | &nbsp;&nbsp;22170993 |
| IRELAND — (0.4%) | IRELAND — (0.4%) | IRELAND — (0.4%) | IRELAND — (0.4%) | IRELAND — (0.4%) |
| ESB Finance DAC | ESB Finance DAC | ESB Finance DAC |  |  |
|  | 4.000%, 05/03/32 | EUR | 3500 | &nbsp;&nbsp;4316499 |

---

------

**DFA International Government Fixed Income Portfolio (formerly, DFA World ex U.S. Government Fixed Income Portfolio)**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Face**<br>**Amount^**<br>| **Value†** |
|  |  | **(000)** |  |
| JAPAN — (20.2%) | JAPAN — (20.2%) | JAPAN — (20.2%) | JAPAN — (20.2%) |
| &nbsp;&nbsp;&nbsp;&nbsp;Japan Government Ten Year <br>Bonds | &nbsp;&nbsp;&nbsp;&nbsp;Japan Government Ten Year <br>Bonds |  |  |
| 0.100%, 12/20/30 | JPY | 1000000 | &nbsp;&nbsp;$5993344 |
| 0.100%, 03/20/31 | JPY | 1950000 | &nbsp;&nbsp;11627675 |
| 0.100%, 12/20/31 | JPY | 650000 | &nbsp;&nbsp;3812303 |
| 0.200%, 03/20/32 | JPY | 1100000 | &nbsp;&nbsp;6455357 |
| 0.200%, 09/20/32 | JPY | 1300000 | &nbsp;&nbsp;7540353 |
| 0.500%, 12/20/32 | JPY | 1100000 | &nbsp;&nbsp;6482651 |
| 0.800%, 09/20/33 | JPY | 1100000 | &nbsp;&nbsp;6526008 |
| 0.900%, 09/20/34 | JPY | 900000 | &nbsp;&nbsp;5273979 |
| 1.500%, 06/20/35 | JPY | 700000 | &nbsp;&nbsp;4266354 |
| &nbsp;&nbsp;&nbsp;&nbsp;Japan Government Thirty Year <br>Bonds | &nbsp;&nbsp;&nbsp;&nbsp;Japan Government Thirty Year <br>Bonds |  |  |
| 2.500%, 03/20/36 | JPY | 400000 | &nbsp;&nbsp;2640398 |
| 2.400%, 03/20/37 | JPY | 800000 | &nbsp;&nbsp;5178392 |
| 2.400%, 09/20/38 | JPY | 1400000 | &nbsp;&nbsp;8879271 |
| 2.300%, 03/20/39 | JPY | 800000 | &nbsp;&nbsp;4978082 |
| 2.300%, 03/20/40 | JPY | 1450000 | &nbsp;&nbsp;8883358 |
| &nbsp;&nbsp;&nbsp;&nbsp;Japan Government Twenty Year <br>Bonds | &nbsp;&nbsp;&nbsp;&nbsp;Japan Government Twenty Year <br>Bonds |  |  |
| 2.000%, 03/20/31 | JPY | 700000 | &nbsp;&nbsp;4595231 |
| 1.400%, 09/20/34 | JPY | 1000000 | &nbsp;&nbsp;6116180 |
| 1.300%, 06/20/35 | JPY | 500000 | &nbsp;&nbsp;2993668 |
| 1.000%, 12/20/35 | JPY | 640000 | &nbsp;&nbsp;3687196 |
| 0.500%, 09/20/36 | JPY | 300000 | &nbsp;&nbsp;1607431 |
| 0.600%, 12/20/36 | JPY | 1570000 | &nbsp;&nbsp;8445801 |
| 0.700%, 03/20/37 | JPY | 1000000 | &nbsp;&nbsp;5404239 |
| 0.600%, 06/20/37 | JPY | 1500000 | &nbsp;&nbsp;7951861 |
| 0.600%, 09/20/37 | JPY | 850000 | &nbsp;&nbsp;4469695 |
| 0.500%, 03/20/38 | JPY | 1200000 | &nbsp;&nbsp;6131584 |
| 0.500%, 06/20/38 | JPY | 1700000 | &nbsp;&nbsp;8611385 |
| 0.700%, 09/20/38 | JPY | 1600000 | &nbsp;&nbsp;8259809 |
| 0.500%, 12/20/38 | JPY | 1300000 | &nbsp;&nbsp;6472616 |
| 0.400%, 03/20/39 | JPY | 1100000 | &nbsp;&nbsp;5352371 |
| 0.300%, 06/20/39 | JPY | 1100000 | &nbsp;&nbsp;5225142 |
| 0.300%, 09/20/39 | JPY | 1800000 | &nbsp;&nbsp;8476260 |
| 0.300%, 12/20/39 | JPY | 900000 | &nbsp;&nbsp;4197073 |
| 0.400%, 03/20/40 | JPY | 1800000 | &nbsp;&nbsp;8452068 |
| 0.400%, 06/20/40 | JPY | 950000 | &nbsp;&nbsp;4420299 |
| TOTAL JAPAN |  |  | &nbsp;&nbsp;199407434 |
| LUXEMBOURG — (3.0%) | LUXEMBOURG — (3.0%) | LUXEMBOURG — (3.0%) | LUXEMBOURG — (3.0%) |
| &nbsp;&nbsp;&nbsp;&nbsp;European Financial Stability <br>Facility | &nbsp;&nbsp;&nbsp;&nbsp;European Financial Stability <br>Facility |  |  |
| 1.250%, 05/24/33 | EUR | 28300 | &nbsp;&nbsp;30010635 |
| NETHERLANDS — (1.6%) | NETHERLANDS — (1.6%) | NETHERLANDS — (1.6%) | NETHERLANDS — (1.6%) |
| Alliander NV |  |  |  |
| 3.000%, 05/06/33 | EUR | 8000 | &nbsp;&nbsp;9328587 |
| Enexis Holding NV |  |  |  |
| 0.625%, 06/17/32 | EUR | 4000 | &nbsp;&nbsp;4065877 |
| Stedin Holding NV |  |  |  |
| 3.000%, 11/03/32 | EUR | 2000 | &nbsp;&nbsp;2332223 |
| TOTAL NETHERLANDS |  |  | &nbsp;&nbsp;15726687 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Face**<br>**Amount^**<br>| **Value†** |
|  |  | **(000)** |  |
| NEW ZEALAND — (5.0%) | NEW ZEALAND — (5.0%) | NEW ZEALAND — (5.0%) | NEW ZEALAND — (5.0%) |
| &nbsp;&nbsp;&nbsp;&nbsp;New Zealand Government <br>Bonds | &nbsp;&nbsp;&nbsp;&nbsp;New Zealand Government <br>Bonds |  |  |
| 2.000%, 05/15/32 | NZD | 11100 | &nbsp;&nbsp;$5869816 |
| 4.250%, 05/15/34 | NZD | 35000 | &nbsp;&nbsp;20794694 |
| 2.750%, 04/15/37 | NZD | 24200 | &nbsp;&nbsp;12093924 |
| &nbsp;&nbsp;&nbsp;&nbsp;New Zealand Local Government <br>Funding Agency Bonds | &nbsp;&nbsp;&nbsp;&nbsp;New Zealand Local Government <br>Funding Agency Bonds |  |  |
| 3.500%, 04/14/33 | NZD | 10000 | &nbsp;&nbsp;5607867 |
| 3.000%, 05/15/35 | NZD | 5000 | &nbsp;&nbsp;2585545 |
| 2.000%, 04/15/37 | NZD | 6000 | &nbsp;&nbsp;2675276 |
| TOTAL NEW ZEALAND |  |  | &nbsp;&nbsp;49627122 |
| NORWAY — (0.7%) | NORWAY — (0.7%) | NORWAY — (0.7%) | NORWAY — (0.7%) |
| Equinor ASA | Equinor ASA |  |  |
| 1.375%, 05/22/32 | EUR | 4400 | &nbsp;&nbsp;4683887 |
| 1.625%, 02/17/35 | EUR | 2000 | &nbsp;&nbsp;2020736 |
| TOTAL NORWAY |  |  | &nbsp;&nbsp;6704623 |
| SPAIN — (0.5%) | SPAIN — (0.5%) | SPAIN — (0.5%) | SPAIN — (0.5%) |
| Spain Government Bonds | Spain Government Bonds |  |  |
| 3.550%, 10/31/33 | EUR | 4000 | &nbsp;&nbsp;4922633 |
| SUPRANATIONAL ORGANIZATION OBLIGATIONS — (3.6%) | SUPRANATIONAL ORGANIZATION OBLIGATIONS — (3.6%) | SUPRANATIONAL ORGANIZATION OBLIGATIONS — (3.6%) | SUPRANATIONAL ORGANIZATION OBLIGATIONS — (3.6%) |
| &nbsp;&nbsp;&nbsp;&nbsp;Eurofima Europaeische <br>Gesellschaft fuer die <br>Finanzierung von <br>Eisenbahnmaterial |  |  |  |
| 0.150%, 10/10/34 | EUR | 30000 | &nbsp;&nbsp;27632134 |
| European Union |  |  |  |
| 1.250%, 04/04/33 | EUR | 7200 | &nbsp;&nbsp;7621972 |
| &nbsp;&nbsp;&nbsp;&nbsp;TOTAL SUPRANATIONAL <br>ORGANIZATION <br>OBLIGATIONS |  |  | &nbsp;&nbsp;35254106 |
| SWITZERLAND — (2.5%) | SWITZERLAND — (2.5%) | SWITZERLAND — (2.5%) | SWITZERLAND — (2.5%) |
| Swisscom Finance BV | Swisscom Finance BV |  |  |
| 3.500%, 11/29/31 | EUR | 17749 | &nbsp;&nbsp;21528442 |
| 3.125%, 05/21/32 | EUR | 2500 | &nbsp;&nbsp;2960583 |
| TOTAL SWITZERLAND |  |  | &nbsp;&nbsp;24489025 |
| &nbsp;&nbsp;&nbsp;&nbsp;TOTAL BONDS<br>Cost ($1038302158) |  |  | &nbsp;&nbsp;986174689 |
| TOTAL INVESTMENTS — (100.0%) | TOTAL INVESTMENTS — (100.0%) | TOTAL INVESTMENTS — (100.0%) |  |
| &nbsp;&nbsp;&nbsp;&nbsp;(Cost $1,038,302,158)^^ |  |  | &nbsp;&nbsp;$986174689 |

---

------

**DFA International Government Fixed Income Portfolio (formerly, DFA World ex U.S. Government Fixed Income Portfolio)**

**CONTINUED**

As of January 31, 2026, DFA International Government Fixed Income Portfolio (formerly, DFA World ex U.S. Government Fixed Income 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>|
| JPY | 535120199 | USD | 3392852 | Royal Bank of Canada | 02/04/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$65183 |
| AUD | 2082678 | USD | 1411453 | Bank of America Corp. | 02/12/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;38799 |
| USD | 441399 | DKK | 2773432 | Bank of America Corp. | 03/06/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;401 |
| USD | 1009083 | CAD | 1369840 | Citibank, N.A. | 03/30/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;678 |
| USD | 79935713 | EUR | 66459567 | Societe Generale | 04/30/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;839505 |
| **Total Appreciation** | **Total Appreciation** | **Total Appreciation** | **Total Appreciation** |  |  | &nbsp;&nbsp;&nbsp;&nbsp;**$944566** |
| USD | 1292647 | AUD | 1938004 | Bank of America Corp. | 02/04/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$(56880)<br>|
| USD | 1329793 | AUD | 1988702 | Citibank, N.A. | 02/04/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(55038)<br>|
| USD | 3537060 | JPY | 557933778 | Citibank, N.A. | 02/04/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(68400)<br>|
| USD | 26513009 | EUR | 22526273 | Royal Bank of Canada | 02/04/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(189747)<br>|
| USD | 10872080 | CAD | 14868279 | Societe Generale | 02/04/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(48154)<br>|
| USD | 12287654 | JPY | 1916037907 | UBS AG | 02/04/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(94099)<br>|
| USD | 81802824 | EUR | 69902043 | Bank of America Corp. | 02/09/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1078778)<br>|
| USD | 43098439 | CAD | 59683197 | Australia and New Zealand Bank | 02/11/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(749787)<br>|
| USD | 2354994 | AUD | 3524362 | Citibank, N.A. | 02/12/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(99160)<br>|
| USD | 1148010 | AUD | 1714269 | Citibank, N.A. | 02/19/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(45690)<br>|
| USD | 95423786 | AUD | 139142193 | Australia and New Zealand Bank | 02/27/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1464095)<br>|
| AUD | 2362962 | USD | 1646481 | Citibank, N.A. | 02/27/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1096)<br>|
| USD | 512860 | NZD | 888241 | Australia and New Zealand Bank | 03/02/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(22487)<br>|
| USD | 38922897 | DKK | 246175334 | UBS AG | 03/06/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(220979)<br>|
| USD | 43454190 | CAD | 59843590 | Australia and New Zealand Bank | 03/10/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(562265)<br>|
| CAD | 4841199 | USD | 3576855 | Citibank, N.A. | 03/10/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(16032)<br>|
| USD | 4674015 | EUR | 4001117 | HSBC Bank | 03/16/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(77876)<br>|
| EUR | 5333170 | USD | 6389441 | Royal Bank of Canada | 03/16/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(55549)<br>|
| USD | 3482041 | EUR | 2980650 | State Street Bank and Trust | 03/16/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(57902)<br>|
| USD | 81962989 | EUR | 70181387 | Barclays Capital | 03/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1391232)<br>|
| USD | 39775758 | NZD | 68873315 | Australia and New Zealand Bank | 03/23/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1766603)<br>|
| JPY | 568710363 | USD | 3732631 | Australia and New Zealand Bank | 03/23/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(42695)<br>|
| USD | 72242946 | EUR | 61913167 | Royal Bank of Canada | 03/23/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1311864)<br>|
| USD | 61556759 | JPY | 9702785652 | Societe Generale | 03/23/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1397346)<br>|
| USD | 59415022 | JPY | 9374509850 | Australia and New Zealand Bank | 03/27/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1430071)<br>|
| USD | 81456859 | EUR | 69370393 | Citibank, N.A. | 03/27/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(972862)<br>|
| USD | 79163670 | EUR | 67214675 | HSBC Bank | 03/30/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(715768)<br>|
| USD | 59905043 | JPY | 9428957994 | Royal Bank of Canada | 03/30/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1309237)<br>|
| USD | 8425518 | NZD | 14041781 | UBS AG | 03/30/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(46255)<br>|
| USD | 6880649 | JPY | 1081914651 | UBS AG | 04/22/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(156872)<br>|
| **Total (Depreciation)** | **Total (Depreciation)** | **Total (Depreciation)** | **Total (Depreciation)** |  |  | &nbsp;&nbsp;&nbsp;&nbsp;**$(15504819)**<br>|
| **Total Appreciation**<br>**(Depreciation)** | **Total Appreciation**<br>**(Depreciation)** | **Total Appreciation**<br>**(Depreciation)** | **Total Appreciation**<br>**(Depreciation)** |  |  | &nbsp;&nbsp;&nbsp;&nbsp;**$(14560253)**<br>|

---

------

**DFA International Government Fixed Income Portfolio (formerly, DFA World ex U.S. Government Fixed Income Portfolio)**

**CONTINUED**

As of January 31, 2026, the value of Rule 144A securities amounted to $3,703,242 or 0.4% of net assets.

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

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** |
|  | **Level 1** | **Level 2** | **Level 3** | **Total** |
| **Assets** |  |  |  |  |
| Bonds |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Australia | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;$93138487 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;$93138487 |
| &nbsp;&nbsp;&nbsp;&nbsp;Belgium | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;5869719 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;5869719 |
| &nbsp;&nbsp;&nbsp;&nbsp;Canada | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;181279723 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;181279723 |
| &nbsp;&nbsp;&nbsp;&nbsp;Denmark | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;39280218 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;39280218 |
| &nbsp;&nbsp;&nbsp;&nbsp;Finland | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;29740190 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;29740190 |
| &nbsp;&nbsp;&nbsp;&nbsp;France | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;244236595 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;244236595 |
| &nbsp;&nbsp;&nbsp;&nbsp;Germany | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;22170993 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;22170993 |
| &nbsp;&nbsp;&nbsp;&nbsp;Ireland | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;4316499 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;4316499 |
| &nbsp;&nbsp;&nbsp;&nbsp;Japan | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;199407434 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;199407434 |
| &nbsp;&nbsp;&nbsp;&nbsp;Luxembourg | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;30010635 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;30010635 |
| &nbsp;&nbsp;&nbsp;&nbsp;Netherlands | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;15726687 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;15726687 |
| &nbsp;&nbsp;&nbsp;&nbsp;New Zealand | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;49627122 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;49627122 |
| &nbsp;&nbsp;&nbsp;&nbsp;Norway | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;6704623 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;6704623 |
| &nbsp;&nbsp;&nbsp;&nbsp;Spain | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;4922633 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;4922633 |
| &nbsp;&nbsp;&nbsp;&nbsp;Supranational Organization Obligations | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;35254106 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;35254106 |
| &nbsp;&nbsp;&nbsp;&nbsp;Switzerland | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;24489025 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;24489025 |
| Total Investments in Securities | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;$986174689 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;$986174689 |
| **Financial Instruments** | **Financial Instruments** |  |  |  |
| **Assets** |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Forward Currency Contracts\*\* | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;944566 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;944566 |
| **Liabilities** |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Forward Currency Contracts\*\* | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;(15504819) | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;(15504819) |
| Total Financial Instruments | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;$(14560253) | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;$(14560253) |
| &nbsp;&nbsp;&nbsp;&nbsp;\*\* Valued at the unrealized appreciation/(depreciation) on the investment. | &nbsp;&nbsp;&nbsp;&nbsp;\*\* Valued at the unrealized appreciation/(depreciation) on the investment. | &nbsp;&nbsp;&nbsp;&nbsp;\*\* Valued at the unrealized appreciation/(depreciation) on the investment. | &nbsp;&nbsp;&nbsp;&nbsp;\*\* Valued at the unrealized appreciation/(depreciation) on the investment. | &nbsp;&nbsp;&nbsp;&nbsp;\*\* Valued at the unrealized appreciation/(depreciation) on the investment. |

---

------

**DFA Intermediate Government Fixed Income Portfolio**

**SCHEDULE OF INVESTMENTS**

**January 31, 2026**

**(Unaudited)**

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

---

| | | |
|:---|:---|:---|
|  | **Face**<br>**Amount**<br>| **Value†** |
|  | **(000)** |  |
| AGENCY OBLIGATIONS — (33.5%) | AGENCY OBLIGATIONS — (33.5%) | AGENCY OBLIGATIONS — (33.5%) |
| Federal Home Loan Banks |  |  |
| 4.375%, 03/13/26 | 6080 | &nbsp;&nbsp;$6085674 |
| 5.750%, 06/12/26 | 16080 | &nbsp;&nbsp;16199508 |
| 1.875%, 09/11/26 | 2500 | &nbsp;&nbsp;2474136 |
| 3.000%, 09/11/26 | 62930 | &nbsp;&nbsp;62681047 |
| 2.125%, 12/11/26 | 30250 | &nbsp;&nbsp;29877311 |
| 2.500%, 12/10/27 | 97640 | &nbsp;&nbsp;95843015 |
| 3.000%, 03/10/28 | 51070 | &nbsp;&nbsp;50501933 |
| 3.250%, 06/09/28 | 202360 | &nbsp;&nbsp;200954411 |
| 3.250%, 11/16/28 | 270180 | &nbsp;&nbsp;268342165 |
| 2.125%, 09/14/29 | 12635 | &nbsp;&nbsp;11925728 |
| 2.125%, 12/14/29 | 52580 | &nbsp;&nbsp;49582073 |
| 4.500%, 09/13/30 | 16335 | &nbsp;&nbsp;16826583 |
| 4.750%, 03/10/34 | 15000 | &nbsp;&nbsp;15524073 |
| 5.500%, 07/15/36 | 158590 | &nbsp;&nbsp;173264840 |
| Tennessee Valley Authority |  |  |
| 2.875%, 02/01/27 | 170019 | &nbsp;&nbsp;168842965 |
| 7.125%, 05/01/30 | 159440 | &nbsp;&nbsp;179823312 |
| 1.500%, 09/15/31 | 77768 | &nbsp;&nbsp;68168744 |
| 4.700%, 07/15/33 | 19000 | &nbsp;&nbsp;19799894 |
| 4.375%, 08/01/34 | 122591 | &nbsp;&nbsp;124500043 |
| 4.875%, 05/15/35 | 160000 | &nbsp;&nbsp;164783606 |
| 4.650%, 06/15/35 | 10635 | &nbsp;&nbsp;10886942 |
| 5.880%, 04/01/36 | 144694 | &nbsp;&nbsp;160925779 |
| 6.150%, 01/15/38 | 709 | &nbsp;&nbsp;820580 |
| 5.500%, 06/15/38 | 6207 | &nbsp;&nbsp;6703151 |
| 5.250%, 09/15/39 | 94072 | &nbsp;&nbsp;99033687 |
| &nbsp;&nbsp;&nbsp;&nbsp;TOTAL AGENCY <br>OBLIGATIONS |  | &nbsp;&nbsp;2004371200 |
| U.S. TREASURY OBLIGATIONS — (66.2%) | U.S. TREASURY OBLIGATIONS — (66.2%) | U.S. TREASURY OBLIGATIONS — (66.2%) |
| U.S. Treasury Bonds |  |  |
| 6.750%, 08/15/26 | 8183 | &nbsp;&nbsp;8314172 |
| 6.500%, 11/15/26 | 5500 | &nbsp;&nbsp;5620313 |
| 6.625%, 02/15/27 | 5000 | &nbsp;&nbsp;5156278 |
| 6.125%, 11/15/27 | 8250 | &nbsp;&nbsp;8618350 |
| 5.500%, 08/15/28 | 7500 | &nbsp;&nbsp;7846289 |
| 5.250%, 11/15/28 | 17932 | &nbsp;&nbsp;18713827 |
| 5.250%, 02/15/29 | 41500 | &nbsp;&nbsp;43527988 |
| 6.125%, 08/15/29 | 6278 | &nbsp;&nbsp;6784164 |
| 6.250%, 05/15/30 | 51789 | &nbsp;&nbsp;56865166 |
| 5.375%, 02/15/31 | 13250 | &nbsp;&nbsp;14184746 |
| 4.500%, 02/15/36 | 20750 | &nbsp;&nbsp;21248486 |
| 4.750%, 02/15/37 | 285250 | &nbsp;&nbsp;296994279 |
| 5.000%, 05/15/37 | 321000 | &nbsp;&nbsp;341350899 |
| 4.375%, 02/15/38 | 253400 | &nbsp;&nbsp;254092892 |
| 4.500%, 05/15/38 | 335355 | &nbsp;&nbsp;339468337 |
| 3.500%, 02/15/39 | 226635 | &nbsp;&nbsp;205449940 |
| 4.250%, 05/15/39 | 148050 | &nbsp;&nbsp;144499113 |
| 4.500%, 08/15/39 | 144424 | &nbsp;&nbsp;144085506 |
| 4.375%, 11/15/39 | 5000 | &nbsp;&nbsp;4910547 |
| 1.125%, 05/15/40 | 75750 | &nbsp;&nbsp;47861572 |

---

---

| | | |
|:---|:---|:---|
|  | **Face**<br>**Amount**<br>| **Value†** |
|  | **(000)** |  |
| 4.375%, 05/15/40 | 10000 | &nbsp;&nbsp;$9788281 |
| 1.125%, 08/15/40 | 144650 | &nbsp;&nbsp;90479705 |
| 3.875%, 08/15/40 | 12250 | &nbsp;&nbsp;11303018 |
| 1.375%, 11/15/40 | 66000 | &nbsp;&nbsp;42693750 |
| 4.250%, 11/15/40 | 10000 | &nbsp;&nbsp;9607422 |
| U.S. Treasury Notes |  |  |
| 1.625%, 02/15/26 | 4000 | &nbsp;&nbsp;3997003 |
| 2.250%, 03/31/26 | 8000 | &nbsp;&nbsp;7981766 |
| 2.375%, 04/30/26 | 13000 | &nbsp;&nbsp;12958435 |
| 1.625%, 05/15/26 | 18375 | &nbsp;&nbsp;18270061 |
| 2.125%, 05/31/26 | 25000 | &nbsp;&nbsp;24871533 |
| 1.875%, 06/30/26 | 22750 | &nbsp;&nbsp;22589435 |
| 1.875%, 07/31/26 | 12500 | &nbsp;&nbsp;12392944 |
| 1.500%, 08/15/26 | 65000 | &nbsp;&nbsp;64266592 |
| 1.375%, 08/31/26 | 11000 | &nbsp;&nbsp;10859621 |
| 1.625%, 09/30/26 | 19000 | &nbsp;&nbsp;18757067 |
| 1.625%, 10/31/26 | 31000 | &nbsp;&nbsp;30550984 |
| 2.000%, 11/15/26 | 35550 | &nbsp;&nbsp;35111735 |
| 1.500%, 01/31/27 | 5000 | &nbsp;&nbsp;4900313 |
| 2.250%, 02/15/27 | 8500 | &nbsp;&nbsp;8387436 |
| 1.125%, 02/28/27 | 10250 | &nbsp;&nbsp;9990281 |
| 0.625%, 03/31/27 | 5000 | &nbsp;&nbsp;4835938 |
| 2.375%, 05/15/27 | 5250 | &nbsp;&nbsp;5173711 |
| 0.500%, 05/31/27 | 7000 | &nbsp;&nbsp;6727656 |
| 0.500%, 06/30/27 | 7250 | &nbsp;&nbsp;6950654 |
| 0.375%, 07/31/27 | 3000 | &nbsp;&nbsp;2863359 |
| 2.250%, 08/15/27 | 9850 | &nbsp;&nbsp;9663004 |
| 0.500%, 08/31/27 | 5000 | &nbsp;&nbsp;4769336 |
| 0.375%, 09/30/27 | 5000 | &nbsp;&nbsp;4748242 |
| 0.500%, 10/31/27 | 7000 | &nbsp;&nbsp;6645078 |
| 2.250%, 11/15/27 | 5000 | &nbsp;&nbsp;4889258 |
| 0.625%, 11/30/27 | 5000 | &nbsp;&nbsp;4745313 |
| 1.125%, 02/29/28 | 5000 | &nbsp;&nbsp;4759766 |
| 1.250%, 03/31/28 | 5000 | &nbsp;&nbsp;4762305 |
| 2.875%, 05/15/28 | 3500 | &nbsp;&nbsp;3447773 |
| 1.250%, 06/30/28 | 9500 | &nbsp;&nbsp;8996426 |
| 1.000%, 07/31/28 | 6000 | &nbsp;&nbsp;5635078 |
| 2.875%, 08/15/28 | 10750 | &nbsp;&nbsp;10568594 |
| 1.250%, 09/30/28 | 25000 | &nbsp;&nbsp;23528320 |
| 1.375%, 10/31/28 | 17875 | &nbsp;&nbsp;16847188 |
| 3.125%, 11/15/28 | 21000 | &nbsp;&nbsp;20740781 |
| 2.625%, 02/15/29 | 114750 | &nbsp;&nbsp;111495761 |
| 2.375%, 05/15/29 | 191500 | &nbsp;&nbsp;184019531 |
| 1.625%, 08/15/29 | 44700 | &nbsp;&nbsp;41717672 |
| 3.875%, 09/30/29 | 10000 | &nbsp;&nbsp;10063281 |
| 4.000%, 10/31/29 | 38250 | &nbsp;&nbsp;38648936 |
| 1.750%, 11/15/29 | 44250 | &nbsp;&nbsp;41271767 |
| 3.875%, 11/30/29 | 91750 | &nbsp;&nbsp;92291182 |
| 3.875%, 12/31/29 | 86250 | &nbsp;&nbsp;86758740 |
| 3.500%, 01/31/30 | 26000 | &nbsp;&nbsp;25791797 |
| 1.500%, 02/15/30 | 38400 | &nbsp;&nbsp;35251500 |
| 4.000%, 02/28/30 | 38000 | &nbsp;&nbsp;38384453 |
| 3.625%, 03/31/30 | 15000 | &nbsp;&nbsp;14934375 |
| 3.500%, 04/30/30 | 17425 | &nbsp;&nbsp;17260279 |

---

------

**DFA Intermediate Government Fixed Income Portfolio**

**CONTINUED**

---

| | | |
|:---|:---|:---|
|  | **Face**<br>**Amount**<br>| **Value†** |
|  | **(000)** |  |
| 0.625%, 05/15/30 | 149050 | &nbsp;&nbsp;$130779731 |
| 3.750%, 05/31/30 | 21500 | &nbsp;&nbsp;21495801 |
| 3.750%, 06/30/30 | 20000 | &nbsp;&nbsp;19994531 |
| 4.000%, 07/31/30 | 27000 | &nbsp;&nbsp;27262617 |
| 0.625%, 08/15/30 | 125000 | &nbsp;&nbsp;108740235 |
| 4.125%, 08/31/30 | 10000 | &nbsp;&nbsp;10142969 |
| 4.625%, 09/30/30 | 18500 | &nbsp;&nbsp;19159063 |
| 4.875%, 10/31/30 | 18000 | &nbsp;&nbsp;18844453 |
| 0.875%, 11/15/30 | 8000 | &nbsp;&nbsp;6986875 |
| 4.375%, 11/30/30 | 8400 | &nbsp;&nbsp;8611641 |
| 3.750%, 12/31/30 | 15000 | &nbsp;&nbsp;14963086 |
| 4.000%, 01/31/31 | 12125 | &nbsp;&nbsp;12226357 |
| 1.250%, 08/15/31 | 60250 | &nbsp;&nbsp;52396319 |
| 3.750%, 08/31/31 | 10000 | &nbsp;&nbsp;9932422 |
| 1.375%, 11/15/31 | 22500 | &nbsp;&nbsp;19561816 |
| 4.125%, 11/30/31 | 6000 | &nbsp;&nbsp;6065391 |
| 4.375%, 01/31/32 | 15000 | &nbsp;&nbsp;15352734 |
| 2.875%, 05/15/32 | 11000 | &nbsp;&nbsp;10336133 |
| 2.750%, 08/15/32 | 27000 | &nbsp;&nbsp;25081523 |
| 3.375%, 05/15/33 | 7000 | &nbsp;&nbsp;6699219 |
| 3.875%, 08/15/33 | 10000 | &nbsp;&nbsp;9868359 |
| 4.500%, 11/15/33 | 57500 | &nbsp;&nbsp;59036328 |

---

---

| | | |
|:---|:---|:---|
|  | **Face**<br>**Amount**<br>| **Value†** |
|  | **(000)** |  |
| 4.250%, 11/15/34 | 10000 | &nbsp;&nbsp;$10046094 |
| 4.250%, 05/15/35 | 9000 | &nbsp;&nbsp;9019688 |
| 4.250%, 08/15/35 | 10000 | &nbsp;&nbsp;10009375 |
| &nbsp;&nbsp;&nbsp;&nbsp;TOTAL U.S. TREASURY <br>OBLIGATIONS |  | &nbsp;&nbsp;3967150060 |
| &nbsp;&nbsp;&nbsp;&nbsp;TOTAL INVESTMENT <br>SECURITIES<br>(Cost $6,163,601,827) |  | &nbsp;&nbsp;5971521260 |

---

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

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** |  |
| TEMPORARY CASH INVESTMENTS — (0.3%) | TEMPORARY CASH INVESTMENTS — (0.3%) | TEMPORARY CASH INVESTMENTS — (0.3%) | TEMPORARY CASH INVESTMENTS — (0.3%) |
| Ɏ | &nbsp;&nbsp;&nbsp;&nbsp;State Street <br>Institutional <br>U.S. Government <br>Money Market Fund <br>3.720%<br>| 20392766 | &nbsp;&nbsp;20392766 |
| TOTAL INVESTMENTS — (100.0%) | TOTAL INVESTMENTS — (100.0%) | TOTAL INVESTMENTS — (100.0%) |  |
| &nbsp;&nbsp;&nbsp;&nbsp;(Cost $6,183,994,593)^^ | &nbsp;&nbsp;&nbsp;&nbsp;(Cost $6,183,994,593)^^ |  | &nbsp;&nbsp;$5991914026 |

---

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

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** |
|  | **Level 1** | **Level 2** | **Level 3** | **Total** |
| **Assets** |  |  |  |  |
| Agency Obligations | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;$2004371200 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;$2004371200 |
| U.S. Treasury Obligations | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;3967150060 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;3967150060 |
| Temporary Cash Investments | &nbsp;&nbsp;&nbsp;$20392766 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;20392766 |
| Total Investments in Securities | &nbsp;&nbsp;&nbsp;$20392766 | &nbsp;&nbsp;&nbsp;$5971521260 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;$5991914026 |

---

------

**DFA Short-Term Extended Quality Portfolio**

**SCHEDULE OF INVESTMENTS**

**January 31, 2026**

**(Unaudited)**

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

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  |  | **Face**<br>**Amount^**<br>| **Value†** |
|  |  |  | **(000)** |  |
| AGENCY OBLIGATIONS — (0.3%) | AGENCY OBLIGATIONS — (0.3%) | AGENCY OBLIGATIONS — (0.3%) | AGENCY OBLIGATIONS — (0.3%) | AGENCY OBLIGATIONS — (0.3%) |
| &nbsp;&nbsp;&nbsp;&nbsp;Federal Home Loan <br>Mortgage Corp., SOFR <br>+ 0.220%, FRN | &nbsp;&nbsp;&nbsp;&nbsp;Federal Home Loan <br>Mortgage Corp., SOFR <br>+ 0.220%, FRN |  |  |  |
| (r) | 3.870%, 07/07/28 |  | 14000 | &nbsp;&nbsp;$14026685 |
| &nbsp;&nbsp;&nbsp;&nbsp;Federal National Mortgage <br>Association, SOFR + <br>0.260%, FRN | &nbsp;&nbsp;&nbsp;&nbsp;Federal National Mortgage <br>Association, SOFR + <br>0.260%, FRN |  |  |  |
| (r) | 3.910%, 11/05/27 |  | 4400 | &nbsp;&nbsp;4413971 |
| &nbsp;&nbsp;&nbsp;&nbsp;TOTAL AGENCY <br>OBLIGATIONS | &nbsp;&nbsp;&nbsp;&nbsp;TOTAL AGENCY <br>OBLIGATIONS |  |  | &nbsp;&nbsp;18440656 |
| BONDS — (79.8%) | BONDS — (79.8%) | BONDS — (79.8%) | BONDS — (79.8%) | BONDS — (79.8%) |
| 3M Co. | 3M Co. |  |  |  |
|  | 1.750%, 05/15/30 | EUR | 9880 | &nbsp;&nbsp;11148984 |
| 7-Eleven, Inc. | 7-Eleven, Inc. |  |  |  |
| Ω | 0.950%, 02/10/26 |  | 1500 | &nbsp;&nbsp;1498935 |
| ABB Finance BV | ABB Finance BV |  |  |  |
| Δ | 0.000%, 01/19/30 | EUR | 1300 | &nbsp;&nbsp;1387499 |
| AbbVie, Inc. | AbbVie, Inc. |  |  |  |
|  | 4.800%, 03/15/29 |  | 9841 | &nbsp;&nbsp;10081881 |
|  | 3.200%, 11/21/29 |  | 800 | &nbsp;&nbsp;776128 |
| Abertis France SAS | Abertis France SAS |  |  |  |
|  | 3.375%, 04/21/29 | EUR | 7500 | &nbsp;&nbsp;9024478 |
|  | 1.625%, 09/18/29 | EUR | 400 | &nbsp;&nbsp;453003 |
| Abertis Infraestructuras SA | Abertis Infraestructuras SA |  |  |  |
|  | 3.125%, 07/07/30 | EUR | 2000 | &nbsp;&nbsp;2371741 |
| ABN AMRO Bank NV | ABN AMRO Bank NV |  |  |  |
|  | 0.500%, 09/23/29 | EUR | 4000 | &nbsp;&nbsp;4355838 |
|  | 4.250%, 02/21/30 | EUR | 21900 | &nbsp;&nbsp;27226149 |
| &nbsp;&nbsp;&nbsp;&nbsp;Acciona Energia <br>Financiacion Filiales SA | &nbsp;&nbsp;&nbsp;&nbsp;Acciona Energia <br>Financiacion Filiales SA |  |  |  |
|  | 3.750%, 04/25/30 | EUR | 5800 | &nbsp;&nbsp;6976672 |
| &nbsp;&nbsp;&nbsp;&nbsp;AerCap Ireland Capital <br>DAC/AerCap Global <br>Aviation Trust | &nbsp;&nbsp;&nbsp;&nbsp;AerCap Ireland Capital <br>DAC/AerCap Global <br>Aviation Trust |  |  |  |
|  | 4.450%, 04/03/26 |  | 410 | &nbsp;&nbsp;410003 |
|  | 4.375%, 11/15/30 |  | 500 | &nbsp;&nbsp;497637 |
| Aeroports de Paris SA | Aeroports de Paris SA |  |  |  |
|  | 2.750%, 04/02/30 | EUR | 2400 | &nbsp;&nbsp;2828896 |
| African Development Bank | African Development Bank |  |  |  |
|  | 0.875%, 07/22/26 |  | 7713 | &nbsp;&nbsp;7610778 |
| Aker BP ASA | Aker BP ASA |  |  |  |
| Ω | 3.750%, 01/15/30 |  | 4400 | &nbsp;&nbsp;4261540 |
| Akzo Nobel NV | Akzo Nobel NV |  |  |  |
|  | 1.625%, 04/14/30 | EUR | 5000 | &nbsp;&nbsp;5622717 |
| &nbsp;&nbsp;&nbsp;&nbsp;Albemarle New Holding <br>GmbH | &nbsp;&nbsp;&nbsp;&nbsp;Albemarle New Holding <br>GmbH |  |  |  |
|  | 1.625%, 11/25/28 | EUR | 2000 | &nbsp;&nbsp;2309962 |
| &nbsp;&nbsp;&nbsp;&nbsp;Alimentation Couche-Tard, <br>Inc. | &nbsp;&nbsp;&nbsp;&nbsp;Alimentation Couche-Tard, <br>Inc. |  |  |  |
| Ω | 2.950%, 01/25/30 |  | 500 | &nbsp;&nbsp;474794 |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  |  | **Face**<br>**Amount^**<br>| **Value†** |
|  |  |  | **(000)** |  |
| Allstate Corp. | Allstate Corp. |  |  |  |
|  | 5.050%, 06/24/29 |  | 300 | &nbsp;&nbsp;$309316 |
| &nbsp;&nbsp;&nbsp;&nbsp;Alphabet, Inc., SOFR + <br>0.520%, FRN | &nbsp;&nbsp;&nbsp;&nbsp;Alphabet, Inc., SOFR + <br>0.520%, FRN |  |  |  |
| (r) | 4.324%, 11/15/28 |  | 12100 | &nbsp;&nbsp;12195570 |
| Alstom SA | Alstom SA |  |  |  |
| Δ | 0.000%, 01/11/29 | EUR | 3200 | &nbsp;&nbsp;3509569 |
| Altria Group, Inc. | Altria Group, Inc. |  |  |  |
|  | 4.400%, 02/14/26 |  | 2000 | &nbsp;&nbsp;1999630 |
| Amadeus IT Group SA | Amadeus IT Group SA |  |  |  |
|  | 3.375%, 03/25/30 | EUR | 5300 | &nbsp;&nbsp;6363592 |
| &nbsp;&nbsp;&nbsp;&nbsp;AMCO - Asset <br>Management Co. SpA | &nbsp;&nbsp;&nbsp;&nbsp;AMCO - Asset <br>Management Co. SpA |  |  |  |
|  | 3.250%, 04/02/30 | EUR | 5000 | &nbsp;&nbsp;5994927 |
| &nbsp;&nbsp;&nbsp;&nbsp;American Express Co., <br>SOFR + 0.650%, FRN | &nbsp;&nbsp;&nbsp;&nbsp;American Express Co., <br>SOFR + 0.650%, FRN |  |  |  |
| (r) | 4.485%, 11/04/26 |  | 30122 | &nbsp;&nbsp;30206522 |
| &nbsp;&nbsp;&nbsp;&nbsp;American Honda Finance <br>Corp. | &nbsp;&nbsp;&nbsp;&nbsp;American Honda Finance <br>Corp. |  |  |  |
|  | 5.650%, 11/15/28 |  | 400 | &nbsp;&nbsp;417011 |
|  | 4.900%, 03/13/29 |  | 230 | &nbsp;&nbsp;235115 |
| &nbsp;&nbsp;&nbsp;&nbsp;American Honda Finance <br>Corp., SOFR + 0.650%, <br>FRN | &nbsp;&nbsp;&nbsp;&nbsp;American Honda Finance <br>Corp., SOFR + 0.650%, <br>FRN |  |  |  |
| (r) | 4.421%, 11/19/27 |  | 9100 | &nbsp;&nbsp;9113924 |
| &nbsp;&nbsp;&nbsp;&nbsp;American Honda Finance <br>Corp., SOFR + 0.710%, <br>FRN | &nbsp;&nbsp;&nbsp;&nbsp;American Honda Finance <br>Corp., SOFR + 0.710%, <br>FRN |  |  |  |
| (r) | 4.375%, 07/09/27 |  | 10808 | &nbsp;&nbsp;10849907 |
| &nbsp;&nbsp;&nbsp;&nbsp;American Honda Finance <br>Corp., SOFR + 0.720%, <br>FRN | &nbsp;&nbsp;&nbsp;&nbsp;American Honda Finance <br>Corp., SOFR + 0.720%, <br>FRN |  |  |  |
| (r) | 4.386%, 10/22/27 |  | 3154 | &nbsp;&nbsp;3166749 |
| &nbsp;&nbsp;&nbsp;&nbsp;American Honda Finance <br>Corp., SOFR + 0.820%, <br>FRN | &nbsp;&nbsp;&nbsp;&nbsp;American Honda Finance <br>Corp., SOFR + 0.820%, <br>FRN |  |  |  |
| (r) | 4.539%, 03/03/28 |  | 5000 | &nbsp;&nbsp;5010742 |
| &nbsp;&nbsp;&nbsp;&nbsp;American Medical Systems <br>Europe BV | &nbsp;&nbsp;&nbsp;&nbsp;American Medical Systems <br>Europe BV |  |  |  |
|  | 3.375%, 03/08/29 | EUR | 5000 | &nbsp;&nbsp;6052992 |
| &nbsp;&nbsp;&nbsp;&nbsp;American National Group, <br>Inc. | &nbsp;&nbsp;&nbsp;&nbsp;American National Group, <br>Inc. |  |  |  |
|  | 5.750%, 10/01/29 |  | 4300 | &nbsp;&nbsp;4450035 |
| American Tower Corp. | American Tower Corp. |  |  |  |
|  | 1.600%, 04/15/26 |  | 3892 | &nbsp;&nbsp;3873575 |
|  | 0.875%, 05/21/29 | EUR | 830 | &nbsp;&nbsp;924052 |
| Ameriprise Financial, Inc. | Ameriprise Financial, Inc. |  |  |  |
|  | 5.700%, 12/15/28 |  | 2415 | &nbsp;&nbsp;2528387 |
| Amphenol Corp. | Amphenol Corp. |  |  |  |
|  | 5.050%, 04/05/29 |  | 400 | &nbsp;&nbsp;411795 |
| &nbsp;&nbsp;&nbsp;&nbsp;Amphenol Corp., SOFR + <br>0.530%, FRN | &nbsp;&nbsp;&nbsp;&nbsp;Amphenol Corp., SOFR + <br>0.530%, FRN |  |  |  |
| (r) | 4.330%, 11/15/27 |  | 8893 | &nbsp;&nbsp;8914761 |

---

------

**DFA Short-Term Extended Quality Portfolio**

**CONTINUED**

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  |  | **Face**<br>**Amount^**<br>| **Value†** |
|  |  |  | **(000)** |  |
| Amprion GmbH | Amprion GmbH |  |  |  |
|  | 3.125%, 08/27/30 | EUR | 4700 | &nbsp;&nbsp;$5589682 |
| APA Infrastructure Ltd. | APA Infrastructure Ltd. |  |  |  |
|  | 0.750%, 03/15/29 | EUR | 4400 | &nbsp;&nbsp;4883766 |
|  | 2.000%, 07/15/30 | EUR | 6500 | &nbsp;&nbsp;7339351 |
| APRR SA | APRR SA |  |  |  |
|  | 3.125%, 01/24/30 | EUR | 5200 | &nbsp;&nbsp;6233127 |
| ArcelorMittal SA | ArcelorMittal SA |  |  |  |
|  | 3.125%, 12/13/28 | EUR | 8920 | &nbsp;&nbsp;10667221 |
| Arrow Electronics, Inc. | Arrow Electronics, Inc. |  |  |  |
|  | 5.150%, 08/21/29 |  | 8100 | &nbsp;&nbsp;8286514 |
| &nbsp;&nbsp;&nbsp;&nbsp;Asian Development Bank, <br>SOFR + 0.300%, FRN | &nbsp;&nbsp;&nbsp;&nbsp;Asian Development Bank, <br>SOFR + 0.300%, FRN |  |  |  |
| (r) | 3.983%, 06/20/28 |  | 27700 | &nbsp;&nbsp;27694829 |
| &nbsp;&nbsp;&nbsp;&nbsp;Asian Development Bank, <br>SOFR + 1.000%, FRN | &nbsp;&nbsp;&nbsp;&nbsp;Asian Development Bank, <br>SOFR + 1.000%, FRN |  |  |  |
| (r) | 4.690%, 06/16/26 |  | 26800 | &nbsp;&nbsp;26878792 |
| &nbsp;&nbsp;&nbsp;&nbsp;Asian Infrastructure <br>Investment Bank, SOFR <br>+ 0.220%, FRN | &nbsp;&nbsp;&nbsp;&nbsp;Asian Infrastructure <br>Investment Bank, SOFR <br>+ 0.220%, FRN |  |  |  |
| (r) | 3.885%, 04/15/26 |  | 17500 | &nbsp;&nbsp;17504900 |
| &nbsp;&nbsp;&nbsp;&nbsp;Asian Infrastructure <br>Investment Bank, SOFR <br>+ 0.620%, FRN | &nbsp;&nbsp;&nbsp;&nbsp;Asian Infrastructure <br>Investment Bank, SOFR <br>+ 0.620%, FRN |  |  |  |
| (r) | 4.422%, 08/16/27 |  | 6000 | &nbsp;&nbsp;6032116 |
| ASN Bank NV | ASN Bank NV |  |  |  |
|  | 4.875%, 03/07/30 | EUR | 12600 | &nbsp;&nbsp;15894877 |
| AstraZeneca PLC | AstraZeneca PLC |  |  |  |
|  | 4.000%, 01/17/29 |  | 564 | &nbsp;&nbsp;565803 |
| AT&T, Inc. | AT&T, Inc. |  |  |  |
|  | 2.600%, 12/17/29 | EUR | 7900 | &nbsp;&nbsp;9267734 |
|  | 3.150%, 06/01/30 | EUR | 5080 | &nbsp;&nbsp;6061110 |
| &nbsp;&nbsp;&nbsp;&nbsp;Australia & New Zealand <br>Banking Group Ltd., <br>SOFR + 0.560%, FRN | &nbsp;&nbsp;&nbsp;&nbsp;Australia & New Zealand <br>Banking Group Ltd., <br>SOFR + 0.560%, FRN |  |  |  |
| (r)Ω | 4.237%, 03/18/26 |  | 18706 | &nbsp;&nbsp;18715353 |
| &nbsp;&nbsp;&nbsp;&nbsp;Australia & New Zealand <br>Banking Group Ltd., <br>SOFR + 0.590%, FRN | &nbsp;&nbsp;&nbsp;&nbsp;Australia & New Zealand <br>Banking Group Ltd., <br>SOFR + 0.590%, FRN |  |  |  |
| (r)Ω | 4.292%, 12/08/28 |  | 23900 | &nbsp;&nbsp;23971222 |
| &nbsp;&nbsp;&nbsp;&nbsp;Australia & New Zealand <br>Banking Group Ltd., <br>SOFR + 0.620%, FRN | &nbsp;&nbsp;&nbsp;&nbsp;Australia & New Zealand <br>Banking Group Ltd., <br>SOFR + 0.620%, FRN |  |  |  |
| (r)Ω | 4.297%, 06/18/28 |  | 9100 | &nbsp;&nbsp;9139256 |
| &nbsp;&nbsp;&nbsp;&nbsp;Australia & New Zealand <br>Banking Group Ltd., <br>SOFR + 0.650%, FRN | &nbsp;&nbsp;&nbsp;&nbsp;Australia & New Zealand <br>Banking Group Ltd., <br>SOFR + 0.650%, FRN |  |  |  |
| (r)Ω | 4.324%, 09/30/27 |  | 24947 | &nbsp;&nbsp;25043816 |
| &nbsp;&nbsp;&nbsp;&nbsp;Australia & New Zealand <br>Banking Group Ltd., <br>SOFR + 0.680%, FRN | &nbsp;&nbsp;&nbsp;&nbsp;Australia & New Zealand <br>Banking Group Ltd., <br>SOFR + 0.680%, FRN |  |  |  |
| (r)Ω | 4.338%, 07/16/27 |  | 20000 | &nbsp;&nbsp;20104280 |
| (r) | 4.338%, 07/16/27 |  | 7100 | &nbsp;&nbsp;7137019 |
| (r)Ω | 4.382%, 12/08/30 |  | 10643 | &nbsp;&nbsp;10677590 |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  |  | **Face**<br>**Amount^**<br>| **Value†** |
|  |  |  | **(000)** |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Australia & New Zealand <br>Banking Group Ltd., <br>SOFR + 0.810%, FRN | &nbsp;&nbsp;&nbsp;&nbsp;Australia & New Zealand <br>Banking Group Ltd., <br>SOFR + 0.810%, FRN |  |  |  |
| (r)Ω | 4.468%, 01/18/27 |  | 20000 | &nbsp;&nbsp;$20103379 |
| &nbsp;&nbsp;&nbsp;&nbsp;Australia & New Zealand <br>Banking Group Ltd., <br>SOFR + 0.850%, FRN | &nbsp;&nbsp;&nbsp;&nbsp;Australia & New Zealand <br>Banking Group Ltd., <br>SOFR + 0.850%, FRN |  |  |  |
| (r)Ω | 4.529%, 12/16/29 |  | 2250 | &nbsp;&nbsp;2276141 |
| (r) | 4.529%, 12/16/29 |  | 1419 | &nbsp;&nbsp;1435486 |
| Autoliv, Inc. | Autoliv, Inc. |  |  |  |
|  | 3.625%, 08/07/29 | EUR | 11160 | &nbsp;&nbsp;13544949 |
| Autostrade per l'Italia SpA | Autostrade per l'Italia SpA |  |  |  |
|  | 1.875%, 09/26/29 | EUR | 3830 | &nbsp;&nbsp;4388229 |
| &nbsp;&nbsp;&nbsp;&nbsp;AvalonBay Communities, <br>Inc. | &nbsp;&nbsp;&nbsp;&nbsp;AvalonBay Communities, <br>Inc. |  |  |  |
|  | 2.950%, 05/11/26 |  | 1107 | &nbsp;&nbsp;1104098 |
| Aviation Capital Group LLC | Aviation Capital Group LLC |  |  |  |
|  | 6.750%, 10/25/28 |  | 1900 | &nbsp;&nbsp;2014382 |
| Ω | 5.375%, 07/15/29 |  | 400 | &nbsp;&nbsp;411065 |
| Ω | 4.800%, 10/24/30 |  | 250 | &nbsp;&nbsp;250613 |
| Ayvens SA | Ayvens SA |  |  |  |
|  | 3.875%, 07/16/29 | EUR | 13900 | &nbsp;&nbsp;17027287 |
| &nbsp;&nbsp;&nbsp;&nbsp;Baker Hughes <br>Holdings LLC/Baker <br>Hughes Co-Obligor, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;Baker Hughes <br>Holdings LLC/Baker <br>Hughes Co-Obligor, Inc. |  |  |  |
|  | 3.138%, 11/07/29 |  | 200 | &nbsp;&nbsp;193142 |
| &nbsp;&nbsp;&nbsp;&nbsp;Banco Bilbao Vizcaya <br>Argentaria SA | &nbsp;&nbsp;&nbsp;&nbsp;Banco Bilbao Vizcaya <br>Argentaria SA |  |  |  |
|  | 4.375%, 10/14/29 | EUR | 1300 | &nbsp;&nbsp;1633024 |
|  | 3.625%, 06/07/30 | EUR | 2000 | &nbsp;&nbsp;2446400 |
|  | 3.125%, 07/15/30 | EUR | 2000 | &nbsp;&nbsp;2386401 |
| Banco BPM SpA | Banco BPM SpA |  |  |  |
|  | 3.375%, 01/21/30 | EUR | 6350 | &nbsp;&nbsp;7635700 |
| Banco Santander SA | Banco Santander SA |  |  |  |
|  | 3.875%, 04/22/29 | EUR | 15100 | &nbsp;&nbsp;18483740 |
| &nbsp;&nbsp;&nbsp;&nbsp;Banco Santander SA, <br>SOFR + 1.120%, FRN | &nbsp;&nbsp;&nbsp;&nbsp;Banco Santander SA, <br>SOFR + 1.120%, FRN |  |  |  |
| (r) | 4.962%, 11/06/30 |  | 5000 | &nbsp;&nbsp;5017000 |
| &nbsp;&nbsp;&nbsp;&nbsp;Bank of Montreal, SOFR + <br>0.620%, FRN | &nbsp;&nbsp;&nbsp;&nbsp;Bank of Montreal, SOFR + <br>0.620%, FRN |  |  |  |
| (r) | 4.304%, 09/15/26 |  | 1545 | &nbsp;&nbsp;1548502 |
| &nbsp;&nbsp;&nbsp;&nbsp;Bank of Montreal, SOFR + <br>1.160%, FRN | &nbsp;&nbsp;&nbsp;&nbsp;Bank of Montreal, SOFR + <br>1.160%, FRN |  |  |  |
| (r) | 4.850%, 12/11/26 |  | 6300 | &nbsp;&nbsp;6345767 |
| &nbsp;&nbsp;&nbsp;&nbsp;Bank of Montreal, SOFR + <br>1.330%, FRN | &nbsp;&nbsp;&nbsp;&nbsp;Bank of Montreal, SOFR + <br>1.330%, FRN |  |  |  |
| (r) | 5.039%, 06/05/26 |  | 6000 | &nbsp;&nbsp;6022962 |
| &nbsp;&nbsp;&nbsp;&nbsp;Bank of New York Mellon <br>Corp., SOFR + 0.630%, <br>FRN | &nbsp;&nbsp;&nbsp;&nbsp;Bank of New York Mellon <br>Corp., SOFR + 0.630%, <br>FRN |  |  |  |
| (r) | 4.296%, 01/22/30 |  | 15500 | &nbsp;&nbsp;15490359 |
| Bank of New Zealand | Bank of New Zealand |  |  |  |
| Ω | 1.000%, 03/03/26 |  | 20 | &nbsp;&nbsp;19956 |
| Bank of Nova Scotia | Bank of Nova Scotia |  |  |  |
|  | 4.750%, 02/02/26 |  | 1500 | &nbsp;&nbsp;1500000 |
|  | 3.500%, 04/17/29 | EUR | 880 | &nbsp;&nbsp;1068384 |
|  | 5.450%, 08/01/29 |  | 400 | &nbsp;&nbsp;416749 |

---

------

**DFA Short-Term Extended Quality Portfolio**

**CONTINUED**

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  |  | **Face**<br>**Amount^**<br>| **Value†** |
|  |  |  | **(000)** |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Banque Federative du <br>Credit Mutuel SA | &nbsp;&nbsp;&nbsp;&nbsp;Banque Federative du <br>Credit Mutuel SA |  |  |  |
|  | 2.625%, 11/06/29 | EUR | 3700 | &nbsp;&nbsp;$4330573 |
| &nbsp;&nbsp;&nbsp;&nbsp;Banque Federative du <br>Credit Mutuel SA, SOFR <br>+ 1.070%, FRN | &nbsp;&nbsp;&nbsp;&nbsp;Banque Federative du <br>Credit Mutuel SA, SOFR <br>+ 1.070%, FRN |  |  |  |
| #(r)Ω | 4.856%, 02/16/28 |  | 8200 | &nbsp;&nbsp;8253249 |
| &nbsp;&nbsp;&nbsp;&nbsp;Banque Federative du <br>Credit Mutuel SA, SOFR <br>+ 1.130%, FRN | &nbsp;&nbsp;&nbsp;&nbsp;Banque Federative du <br>Credit Mutuel SA, SOFR <br>+ 1.130%, FRN |  |  |  |
| (r)Ω | 4.796%, 01/23/27 |  | 8670 | &nbsp;&nbsp;8730585 |
| &nbsp;&nbsp;&nbsp;&nbsp;Banque Federative du <br>Credit Mutuel SA, SOFR <br>+ 1.400%, FRN | &nbsp;&nbsp;&nbsp;&nbsp;Banque Federative du <br>Credit Mutuel SA, SOFR <br>+ 1.400%, FRN |  |  |  |
| (r)Ω | 5.066%, 07/13/26 |  | 3850 | &nbsp;&nbsp;3869647 |
| &nbsp;&nbsp;&nbsp;&nbsp;BAT International Finance <br>PLC | &nbsp;&nbsp;&nbsp;&nbsp;BAT International Finance <br>PLC |  |  |  |
|  | 1.668%, 03/25/26 |  | 5208 | &nbsp;&nbsp;5190620 |
|  | 5.931%, 02/02/29 |  | 800 | &nbsp;&nbsp;839734 |
|  | 2.250%, 01/16/30 | EUR | 18200 | &nbsp;&nbsp;20902556 |
| Baxter International, Inc. | Baxter International, Inc. |  |  |  |
|  | 3.950%, 04/01/30 |  | 18400 | &nbsp;&nbsp;17973341 |
| Bayer AG | Bayer AG |  |  |  |
|  | 4.250%, 08/26/29 | EUR | 970 | &nbsp;&nbsp;1202042 |
|  | 1.125%, 01/06/30 | EUR | 10900 | &nbsp;&nbsp;12053478 |
| Bayer Capital Corp. BV | Bayer Capital Corp. BV |  |  |  |
|  | 2.125%, 12/15/29 | EUR | 2200 | &nbsp;&nbsp;2535992 |
| Bayer U.S. Finance LLC | Bayer U.S. Finance LLC |  |  |  |
| Ω | 6.250%, 01/21/29 |  | 3100 | &nbsp;&nbsp;3259281 |
|  | 6.375%, 11/21/30 |  | 7200 | &nbsp;&nbsp;7722727 |
| Bayerische Landesbank | Bayerische Landesbank |  |  |  |
|  | 3.000%, 02/18/30 | EUR | 700 | &nbsp;&nbsp;834531 |
| Belfius Bank SA | Belfius Bank SA |  |  |  |
|  | 3.750%, 01/22/29 | EUR | 4500 | &nbsp;&nbsp;5473830 |
|  | 4.125%, 09/12/29 | EUR | 3100 | &nbsp;&nbsp;3840050 |
|  | 3.375%, 05/28/30 | EUR | 7800 | &nbsp;&nbsp;9358034 |
| BG Energy Capital PLC | BG Energy Capital PLC |  |  |  |
|  | 2.250%, 11/21/29 | EUR | 800 | &nbsp;&nbsp;926953 |
| BHP Billiton Finance Ltd. | BHP Billiton Finance Ltd. |  |  |  |
|  | 1.500%, 04/29/30 | EUR | 5190 | &nbsp;&nbsp;5803051 |
| &nbsp;&nbsp;&nbsp;&nbsp;BMW U.S. Capital LLC, <br>SOFR + 0.550%, FRN | &nbsp;&nbsp;&nbsp;&nbsp;BMW U.S. Capital LLC, <br>SOFR + 0.550%, FRN |  |  |  |
| (r)Ω | 4.225%, 04/02/26 |  | 8900 | &nbsp;&nbsp;8905676 |
| &nbsp;&nbsp;&nbsp;&nbsp;BNG Bank NV, SOFR + <br>1.000%, FRN | &nbsp;&nbsp;&nbsp;&nbsp;BNG Bank NV, SOFR + <br>1.000%, FRN |  |  |  |
| (r) | 4.849%, 08/05/26 |  | 20000 | &nbsp;&nbsp;20080022 |
| BNP Paribas SA | BNP Paribas SA |  |  |  |
|  | 1.375%, 05/28/29 | EUR | 3500 | &nbsp;&nbsp;3952897 |
|  | 3.625%, 09/01/29 | EUR | 4000 | &nbsp;&nbsp;4859575 |
| Boardwalk Pipelines LP | Boardwalk Pipelines LP |  |  |  |
| # | 5.950%, 06/01/26 |  | 2536 | &nbsp;&nbsp;2540558 |
| Boeing Co. | Boeing Co. |  |  |  |
|  | 3.100%, 05/01/26 |  | 6587 | &nbsp;&nbsp;6570925 |
|  | 3.200%, 03/01/29 |  | 400 | &nbsp;&nbsp;388731 |
|  | 2.950%, 02/01/30 |  | 600 | &nbsp;&nbsp;569415 |
| Booking Holdings, Inc. | Booking Holdings, Inc. |  |  |  |
|  | 4.250%, 05/15/29 | EUR | 1700 | &nbsp;&nbsp;2105301 |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  |  | **Face**<br>**Amount^**<br>| **Value†** |
|  |  |  | **(000)** |  |
| Boston Properties LP | Boston Properties LP |  |  |  |
|  | 4.500%, 12/01/28 |  | 600 | &nbsp;&nbsp;$604053 |
|  | 3.400%, 06/21/29 |  | 13885 | &nbsp;&nbsp;13485252 |
| Bouygues SA | Bouygues SA |  |  |  |
|  | 0.500%, 02/11/30 | EUR | 5400 | &nbsp;&nbsp;5857877 |
| BP Capital Markets BV | BP Capital Markets BV |  |  |  |
|  | 3.773%, 05/12/30 | EUR | 2000 | &nbsp;&nbsp;2448906 |
| BP Capital Markets PLC | BP Capital Markets PLC |  |  |  |
|  | 1.637%, 06/26/29 | EUR | 7600 | &nbsp;&nbsp;8693861 |
| BPCE SA | BPCE SA |  |  |  |
|  | 3.875%, 01/11/29 | EUR | 1800 | &nbsp;&nbsp;2197207 |
|  | 0.625%, 01/15/30 | EUR | 5800 | &nbsp;&nbsp;6306367 |
|  | 3.125%, 09/05/30 | EUR | 6400 | &nbsp;&nbsp;7625579 |
| &nbsp;&nbsp;&nbsp;&nbsp;Bristol-Myers Squibb Co., <br>SOFR + 0.490%, FRN | &nbsp;&nbsp;&nbsp;&nbsp;Bristol-Myers Squibb Co., <br>SOFR + 0.490%, FRN |  |  |  |
| (r) | 4.257%, 02/20/26 |  | 10750 | &nbsp;&nbsp;10751358 |
| &nbsp;&nbsp;&nbsp;&nbsp;British Telecommunications <br>PLC | &nbsp;&nbsp;&nbsp;&nbsp;British Telecommunications <br>PLC |  |  |  |
| Ω | 3.250%, 11/08/29 |  | 200 | &nbsp;&nbsp;192525 |
| &nbsp;&nbsp;&nbsp;&nbsp;Brixmor Operating <br>Partnership LP | &nbsp;&nbsp;&nbsp;&nbsp;Brixmor Operating <br>Partnership LP |  |  |  |
|  | 4.125%, 06/15/26 |  | 948 | &nbsp;&nbsp;948086 |
| &nbsp;&nbsp;&nbsp;&nbsp;Broadridge Financial <br>Solutions, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;Broadridge Financial <br>Solutions, Inc. |  |  |  |
|  | 3.400%, 06/27/26 |  | 634 | &nbsp;&nbsp;631982 |
| Brookfield Finance, Inc. | Brookfield Finance, Inc. |  |  |  |
|  | 4.850%, 03/29/29 |  | 100 | &nbsp;&nbsp;101703 |
| Brunswick Corp. | Brunswick Corp. |  |  |  |
|  | 5.850%, 03/18/29 |  | 130 | &nbsp;&nbsp;135249 |
| Bunge Ltd. Finance Corp. | Bunge Ltd. Finance Corp. |  |  |  |
|  | 2.000%, 04/21/26 |  | 1021 | &nbsp;&nbsp;1016622 |
| Cadent Finance PLC | Cadent Finance PLC |  |  |  |
|  | 4.250%, 07/05/29 | EUR | 1600 | &nbsp;&nbsp;1981801 |
|  | 0.625%, 03/19/30 | EUR | 6690 | &nbsp;&nbsp;7215384 |
| &nbsp;&nbsp;&nbsp;&nbsp;Caisse d'Amortissement de <br>la Dette Sociale | &nbsp;&nbsp;&nbsp;&nbsp;Caisse d'Amortissement de <br>la Dette Sociale |  |  |  |
|  | 0.625%, 02/18/26 |  | 22900 | &nbsp;&nbsp;22868304 |
| &nbsp;&nbsp;&nbsp;&nbsp;Canadian Imperial Bank of <br>Commerce | &nbsp;&nbsp;&nbsp;&nbsp;Canadian Imperial Bank of <br>Commerce |  |  |  |
|  | 5.260%, 04/08/29 |  | 800 | &nbsp;&nbsp;827697 |
|  | 3.807%, 07/09/29 | EUR | 7302 | &nbsp;&nbsp;8928238 |
| &nbsp;&nbsp;&nbsp;&nbsp;Canadian Imperial Bank of <br>Commerce, SOFR + <br>1.220%, FRN | &nbsp;&nbsp;&nbsp;&nbsp;Canadian Imperial Bank of <br>Commerce, SOFR + <br>1.220%, FRN |  |  |  |
| (r) | 4.895%, 10/02/26 |  | 4600 | &nbsp;&nbsp;4628865 |
| Capital One NA | Capital One NA |  |  |  |
|  | 3.450%, 07/27/26 |  | 1293 | &nbsp;&nbsp;1290262 |
|  | 4.650%, 09/13/28 |  | 800 | &nbsp;&nbsp;811796 |
|  | 2.700%, 02/06/30 |  | 7500 | &nbsp;&nbsp;7068593 |
| Cardinal Health, Inc. | Cardinal Health, Inc. |  |  |  |
|  | 5.000%, 11/15/29 |  | 1440 | &nbsp;&nbsp;1479643 |
| Cargill, Inc. | Cargill, Inc. |  |  |  |
|  | 3.875%, 04/24/30 | EUR | 800 | &nbsp;&nbsp;983325 |
| Carlsberg Breweries AS | Carlsberg Breweries AS |  |  |  |
|  | 3.000%, 08/28/29 | EUR | 13393 | &nbsp;&nbsp;15990440 |
| &nbsp;&nbsp;&nbsp;&nbsp;Castellum Helsinki Finance <br>Holding Abp | &nbsp;&nbsp;&nbsp;&nbsp;Castellum Helsinki Finance <br>Holding Abp |  |  |  |
|  | 0.875%, 09/17/29 | EUR | 2920 | &nbsp;&nbsp;3278158 |

---

------

**DFA Short-Term Extended Quality Portfolio**

**CONTINUED**

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  |  | **Face**<br>**Amount^**<br>| **Value†** |
|  |  |  | **(000)** |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Caterpillar Financial <br>Services Corp., SOFR + <br>0.460%, FRN | &nbsp;&nbsp;&nbsp;&nbsp;Caterpillar Financial <br>Services Corp., SOFR + <br>0.460%, FRN |  |  |  |
| (r) | 4.206%, 02/27/26 |  | 3800 | &nbsp;&nbsp;$3800902 |
| &nbsp;&nbsp;&nbsp;&nbsp;Caterpillar Financial <br>Services Corp., SOFR + <br>0.520%, FRN | &nbsp;&nbsp;&nbsp;&nbsp;Caterpillar Financial <br>Services Corp., SOFR + <br>0.520%, FRN |  |  |  |
| (r) | 4.309%, 05/14/27 |  | 7858 | &nbsp;&nbsp;7897982 |
| &nbsp;&nbsp;&nbsp;&nbsp;Caterpillar Financial <br>Services Corp., SOFR + <br>0.640%, FRN | &nbsp;&nbsp;&nbsp;&nbsp;Caterpillar Financial <br>Services Corp., SOFR + <br>0.640%, FRN |  |  |  |
| #(r) | 4.426%, 08/15/28 |  | 3000 | &nbsp;&nbsp;3012424 |
| CDP Financial, Inc. | CDP Financial, Inc. |  |  |  |
| Ω | 1.000%, 05/26/26 |  | 40400 | &nbsp;&nbsp;40047519 |
| Cellnex Telecom SA | Cellnex Telecom SA |  |  |  |
|  | 1.875%, 06/26/29 | EUR | 3500 | &nbsp;&nbsp;4014652 |
| Charles Schwab Corp. | Charles Schwab Corp. |  |  |  |
|  | 0.900%, 03/11/26 |  | 2242 | &nbsp;&nbsp;2235388 |
| &nbsp;&nbsp;&nbsp;&nbsp;Charles Schwab Corp., <br>SOFR + 0.520%, FRN | &nbsp;&nbsp;&nbsp;&nbsp;Charles Schwab Corp., <br>SOFR + 0.520%, FRN |  |  |  |
| #(r) | 4.314%, 05/13/26 |  | 26530 | &nbsp;&nbsp;26546382 |
| &nbsp;&nbsp;&nbsp;&nbsp;Charles Schwab Corp., <br>SOFR + 1.050%, FRN | &nbsp;&nbsp;&nbsp;&nbsp;Charles Schwab Corp., <br>SOFR + 1.050%, FRN |  |  |  |
| (r) | 4.769%, 03/03/27 |  | 15000 | &nbsp;&nbsp;15115707 |
| &nbsp;&nbsp;&nbsp;&nbsp;Chevron USA, Inc., SOFR <br>+ 0.470%, FRN | &nbsp;&nbsp;&nbsp;&nbsp;Chevron USA, Inc., SOFR <br>+ 0.470%, FRN |  |  |  |
| (r) | 4.219%, 02/26/28 |  | 3100 | &nbsp;&nbsp;3112215 |
| &nbsp;&nbsp;&nbsp;&nbsp;Chevron USA, Inc., SOFR <br>+ 0.570%, FRN | &nbsp;&nbsp;&nbsp;&nbsp;Chevron USA, Inc., SOFR <br>+ 0.570%, FRN |  |  |  |
| (r) | 4.364%, 08/13/28 |  | 7000 | &nbsp;&nbsp;7049280 |
| &nbsp;&nbsp;&nbsp;&nbsp;Chevron USA, Inc., SOFR <br>+ 0.820%, FRN | &nbsp;&nbsp;&nbsp;&nbsp;Chevron USA, Inc., SOFR <br>+ 0.820%, FRN |  |  |  |
| (r) | 4.486%, 10/15/30 |  | 11972 | &nbsp;&nbsp;12076313 |
| &nbsp;&nbsp;&nbsp;&nbsp;Choice Hotels <br>International, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;Choice Hotels <br>International, Inc. |  |  |  |
|  | 3.700%, 12/01/29 |  | 7900 | &nbsp;&nbsp;7710194 |
| Chubb INA Holdings LLC | Chubb INA Holdings LLC |  |  |  |
|  | 4.650%, 08/15/29 |  | 400 | &nbsp;&nbsp;409124 |
|  | 0.875%, 12/15/29 | EUR | 3200 | &nbsp;&nbsp;3529120 |
| Cie de Saint-Gobain SA | Cie de Saint-Gobain SA |  |  |  |
|  | 3.375%, 04/08/30 | EUR | 6400 | &nbsp;&nbsp;7715237 |
| Cigna Group | Cigna Group |  |  |  |
|  | 5.000%, 05/15/29 |  | 14500 | &nbsp;&nbsp;14893261 |
| Citigroup, Inc. | Citigroup, Inc. |  |  |  |
|  | 3.400%, 05/01/26 |  | 2178 | &nbsp;&nbsp;2176000 |
|  | 1.250%, 04/10/29 | EUR | 3800 | &nbsp;&nbsp;4302239 |
| &nbsp;&nbsp;&nbsp;&nbsp;Citizens Financial Group, <br>Inc. | &nbsp;&nbsp;&nbsp;&nbsp;Citizens Financial Group, <br>Inc. |  |  |  |
|  | 2.500%, 02/06/30 |  | 3960 | &nbsp;&nbsp;3691981 |
| &nbsp;&nbsp;&nbsp;&nbsp;CK Hutchison Europe <br>Finance 21 Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;CK Hutchison Europe <br>Finance 21 Ltd. |  |  |  |
|  | 0.750%, 11/02/29 | EUR | 5400 | &nbsp;&nbsp;5906808 |
| &nbsp;&nbsp;&nbsp;&nbsp;CNH Industrial Finance <br>Europe SA | &nbsp;&nbsp;&nbsp;&nbsp;CNH Industrial Finance <br>Europe SA |  |  |  |
|  | 1.625%, 07/03/29 | EUR | 690 | &nbsp;&nbsp;786128 |
| CNO Financial Group, Inc. | CNO Financial Group, Inc. |  |  |  |
|  | 5.250%, 05/30/29 |  | 12509 | &nbsp;&nbsp;12731973 |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  |  | **Face**<br>**Amount^**<br>| **Value†** |
|  |  |  | **(000)** |  |
| Colonial SFL Socimi SA | Colonial SFL Socimi SA |  |  |  |
|  | 3.250%, 01/22/30 | EUR | 2600 | &nbsp;&nbsp;$3104245 |
| Comcast Corp. | Comcast Corp. |  |  |  |
| # | 4.550%, 01/15/29 |  | 400 | &nbsp;&nbsp;406673 |
|  | 0.250%, 09/14/29 | EUR | 1500 | &nbsp;&nbsp;1625312 |
| &nbsp;&nbsp;&nbsp;&nbsp;Commonwealth Bank of <br>Australia, 3M Swap + <br>0.950%, FRN | &nbsp;&nbsp;&nbsp;&nbsp;Commonwealth Bank of <br>Australia, 3M Swap + <br>0.950%, FRN |  |  |  |
| (r) | 4.603%, 08/17/28 | AUD | 6500 | &nbsp;&nbsp;4574074 |
| &nbsp;&nbsp;&nbsp;&nbsp;Commonwealth Bank of <br>Australia, SOFR + <br>0.640%, FRN | &nbsp;&nbsp;&nbsp;&nbsp;Commonwealth Bank of <br>Australia, SOFR + <br>0.640%, FRN |  |  |  |
| #(r)Ω | 4.319%, 03/14/28 |  | 9700 | &nbsp;&nbsp;9745655 |
| (r) | 4.319%, 03/14/28 |  | 254 | &nbsp;&nbsp;255196 |
| &nbsp;&nbsp;&nbsp;&nbsp;Commonwealth Bank of <br>Australia, SOFR + <br>0.750%, FRN | &nbsp;&nbsp;&nbsp;&nbsp;Commonwealth Bank of <br>Australia, SOFR + <br>0.750%, FRN |  |  |  |
| (r)Ω | 4.429%, 03/13/26 |  | 1800 | &nbsp;&nbsp;1801207 |
| &nbsp;&nbsp;&nbsp;&nbsp;Commonwealth Bank of <br>Australia, SOFR + <br>0.780%, FRN | &nbsp;&nbsp;&nbsp;&nbsp;Commonwealth Bank of <br>Australia, SOFR + <br>0.780%, FRN |  |  |  |
| (r)Ω | 4.448%, 10/01/30 |  | 6100 | &nbsp;&nbsp;6157408 |
| (r) | 4.448%, 10/01/30 |  | 22641 | &nbsp;&nbsp;22854077 |
| &nbsp;&nbsp;&nbsp;&nbsp;Commonwealth Bank of <br>Australia, SOFR + <br>0.810%, FRN | &nbsp;&nbsp;&nbsp;&nbsp;Commonwealth Bank of <br>Australia, SOFR + <br>0.810%, FRN |  |  |  |
| (r)Ω | 4.489%, 03/14/30 |  | 8860 | &nbsp;&nbsp;8944417 |
| Conagra Brands, Inc. | Conagra Brands, Inc. |  |  |  |
|  | 8.250%, 09/15/30 |  | 3690 | &nbsp;&nbsp;4216697 |
| Continental AG | Continental AG |  |  |  |
|  | 3.500%, 10/01/29 | EUR | 6924 | &nbsp;&nbsp;8366022 |
| &nbsp;&nbsp;&nbsp;&nbsp;Cooperatieve Rabobank <br>UA, 3M Swap + 0.870%, <br>FRN | &nbsp;&nbsp;&nbsp;&nbsp;Cooperatieve Rabobank <br>UA, 3M Swap + 0.870%, <br>FRN |  |  |  |
| (r) | 4.526%, 02/26/27 | AUD | 14700 | &nbsp;&nbsp;10282924 |
| &nbsp;&nbsp;&nbsp;&nbsp;Cooperatieve Rabobank <br>UA, 3M Swap + 1.030%, <br>FRN | &nbsp;&nbsp;&nbsp;&nbsp;Cooperatieve Rabobank <br>UA, 3M Swap + 1.030%, <br>FRN |  |  |  |
| (r) | 4.686%, 02/26/29 | AUD | 2700 | &nbsp;&nbsp;1903065 |
| &nbsp;&nbsp;&nbsp;&nbsp;Cooperatieve Rabobank <br>UA, 3M Swap + 1.150%, <br>FRN | &nbsp;&nbsp;&nbsp;&nbsp;Cooperatieve Rabobank <br>UA, 3M Swap + 1.150%, <br>FRN |  |  |  |
| (r) | 4.804%, 11/21/28 | AUD | 9050 | &nbsp;&nbsp;6398831 |
| &nbsp;&nbsp;&nbsp;&nbsp;Cooperatieve Rabobank <br>UA, 3M Swap + 1.180%, <br>FRN | &nbsp;&nbsp;&nbsp;&nbsp;Cooperatieve Rabobank <br>UA, 3M Swap + 1.180%, <br>FRN |  |  |  |
| (r) | 4.907%, 01/19/28 | AUD | 21400 | &nbsp;&nbsp;15090702 |
| &nbsp;&nbsp;&nbsp;&nbsp;Cooperatieve Rabobank <br>UA, SOFR + 0.590%, <br>FRN | &nbsp;&nbsp;&nbsp;&nbsp;Cooperatieve Rabobank <br>UA, SOFR + 0.590%, <br>FRN |  |  |  |
| (r) | 4.256%, 10/17/28 |  | 13100 | &nbsp;&nbsp;13150448 |
| &nbsp;&nbsp;&nbsp;&nbsp;Cooperatieve Rabobank <br>UA, SOFR + 0.600%, <br>FRN | &nbsp;&nbsp;&nbsp;&nbsp;Cooperatieve Rabobank <br>UA, SOFR + 0.600%, <br>FRN |  |  |  |
| (r) | 4.266%, 01/21/28 |  | 1450 | &nbsp;&nbsp;1456124 |

---

------

**DFA Short-Term Extended Quality Portfolio**

**CONTINUED**

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  |  | **Face**<br>**Amount^**<br>| **Value†** |
|  |  |  | **(000)** |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Cooperatieve Rabobank <br>UA, SOFR + 0.620%, <br>FRN | &nbsp;&nbsp;&nbsp;&nbsp;Cooperatieve Rabobank <br>UA, SOFR + 0.620%, <br>FRN |  |  |  |
| (r) | 4.365%, 08/28/26 |  | 5250 | &nbsp;&nbsp;$5261085 |
| &nbsp;&nbsp;&nbsp;&nbsp;Cooperatieve Rabobank <br>UA, SOFR + 0.700%, <br>FRN | &nbsp;&nbsp;&nbsp;&nbsp;Cooperatieve Rabobank <br>UA, SOFR + 0.700%, <br>FRN |  |  |  |
| #(r) | 4.366%, 01/14/31 |  | 27125 | &nbsp;&nbsp;27218147 |
| &nbsp;&nbsp;&nbsp;&nbsp;Cooperatieve Rabobank <br>UA, SOFR + 0.710%, <br>FRN | &nbsp;&nbsp;&nbsp;&nbsp;Cooperatieve Rabobank <br>UA, SOFR + 0.710%, <br>FRN |  |  |  |
| (r) | 4.419%, 03/05/27 |  | 17750 | &nbsp;&nbsp;17839527 |
| &nbsp;&nbsp;&nbsp;&nbsp;Cooperatieve Rabobank <br>UA, SOFR + 0.900%, <br>FRN | &nbsp;&nbsp;&nbsp;&nbsp;Cooperatieve Rabobank <br>UA, SOFR + 0.900%, <br>FRN |  |  |  |
| (r) | 4.575%, 10/05/26 |  | 2500 | &nbsp;&nbsp;2511616 |
| &nbsp;&nbsp;&nbsp;&nbsp;CPPIB Capital, Inc., SOFR <br>+ 1.250%, FRN | &nbsp;&nbsp;&nbsp;&nbsp;CPPIB Capital, Inc., SOFR <br>+ 1.250%, FRN |  |  |  |
| (r)Ω | 4.956%, 03/11/26 |  | 1517 | &nbsp;&nbsp;1518865 |
| (r) | 4.956%, 03/11/26 |  | 4550 | &nbsp;&nbsp;4555593 |
| Credit Agricole SA | Credit Agricole SA |  |  |  |
|  | 4.125%, 03/07/30 | EUR | 7400 | &nbsp;&nbsp;9215490 |
| &nbsp;&nbsp;&nbsp;&nbsp;Credit Agricole SA, SOFR <br>+ 0.870%, FRN | &nbsp;&nbsp;&nbsp;&nbsp;Credit Agricole SA, SOFR <br>+ 0.870%, FRN |  |  |  |
| (r)Ω | 4.560%, 03/11/27 |  | 6257 | &nbsp;&nbsp;6284201 |
| &nbsp;&nbsp;&nbsp;&nbsp;Credit Agricole SA, SOFR <br>+ 1.290%, FRN | &nbsp;&nbsp;&nbsp;&nbsp;Credit Agricole SA, SOFR <br>+ 1.290%, FRN |  |  |  |
| (r)Ω | 4.965%, 07/05/26 |  | 12000 | &nbsp;&nbsp;12051960 |
| Credit Mutuel Arkea SA | Credit Mutuel Arkea SA |  |  |  |
|  | 1.125%, 05/23/29 | EUR | 10100 | &nbsp;&nbsp;11359981 |
|  | 0.750%, 01/18/30 | EUR | 300 | &nbsp;&nbsp;326720 |
| Criteria Caixa SA | Criteria Caixa SA |  |  |  |
|  | 3.500%, 10/02/29 | EUR | 2200 | &nbsp;&nbsp;2662755 |
| Crown Castle, Inc. | Crown Castle, Inc. |  |  |  |
|  | 4.900%, 09/01/29 |  | 200 | &nbsp;&nbsp;203413 |
|  | 2.250%, 01/15/31 |  | 4700 | &nbsp;&nbsp;4203675 |
| CSX Corp. | CSX Corp. |  |  |  |
|  | 4.250%, 03/15/29 |  | 400 | &nbsp;&nbsp;403749 |
| CVS Health Corp. | CVS Health Corp. |  |  |  |
|  | 5.000%, 02/20/26 |  | 2022 | &nbsp;&nbsp;2022452 |
|  | 2.875%, 06/01/26 |  | 16061 | &nbsp;&nbsp;16001531 |
|  | 5.000%, 01/30/29 |  | 22 | &nbsp;&nbsp;22478 |
| &nbsp;&nbsp;&nbsp;&nbsp;Daimler Truck Finance <br>North America LLC | &nbsp;&nbsp;&nbsp;&nbsp;Daimler Truck Finance <br>North America LLC |  |  |  |
| Ω | 5.125%, 09/25/29 |  | 200 | &nbsp;&nbsp;205615 |
| &nbsp;&nbsp;&nbsp;&nbsp;Daimler Truck Finance <br>North America LLC, <br>SOFR + 0.840%, FRN | &nbsp;&nbsp;&nbsp;&nbsp;Daimler Truck Finance <br>North America LLC, <br>SOFR + 0.840%, FRN |  |  |  |
| (r)Ω | 4.506%, 01/13/28 |  | 8270 | &nbsp;&nbsp;8279316 |
| &nbsp;&nbsp;&nbsp;&nbsp;Daimler Truck International <br>Finance BV | &nbsp;&nbsp;&nbsp;&nbsp;Daimler Truck International <br>Finance BV |  |  |  |
|  | 3.875%, 06/19/29 | EUR | 1200 | &nbsp;&nbsp;1471818 |
| Danaher Corp. | Danaher Corp. |  |  |  |
|  | 2.500%, 03/30/30 | EUR | 6800 | &nbsp;&nbsp;7976884 |
| &nbsp;&nbsp;&nbsp;&nbsp;DBS Group Holdings Ltd., <br>SOFR + 0.600%, FRN | &nbsp;&nbsp;&nbsp;&nbsp;DBS Group Holdings Ltd., <br>SOFR + 0.600%, FRN |  |  |  |
| (r)Ω | 4.278%, 03/21/28 |  | 54500 | &nbsp;&nbsp;54679610 |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  |  | **Face**<br>**Amount^**<br>| **Value†** |
|  |  |  | **(000)** |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Dell Bank International <br>DAC | &nbsp;&nbsp;&nbsp;&nbsp;Dell Bank International <br>DAC |  |  |  |
|  | 3.625%, 06/24/29 | EUR | 5490 | &nbsp;&nbsp;$6630605 |
| Deutsche Lufthansa AG | Deutsche Lufthansa AG |  |  |  |
|  | 3.500%, 07/14/29 | EUR | 3300 | &nbsp;&nbsp;3979032 |
|  | 4.000%, 05/21/30 | EUR | 1700 | &nbsp;&nbsp;2098843 |
| Deutsche Post AG | Deutsche Post AG |  |  |  |
|  | 3.000%, 03/24/30 | EUR | 3213 | &nbsp;&nbsp;3846979 |
| Digital Dutch Finco BV | Digital Dutch Finco BV |  |  |  |
|  | 1.500%, 03/15/30 | EUR | 900 | &nbsp;&nbsp;1003738 |
| Dollar General Corp. | Dollar General Corp. |  |  |  |
|  | 5.200%, 07/05/28 |  | 252 | &nbsp;&nbsp;258304 |
|  | 3.500%, 04/03/30 |  | 3600 | &nbsp;&nbsp;3476220 |
| Dow Chemical Co. | Dow Chemical Co. |  |  |  |
|  | 2.100%, 11/15/30 |  | 4358 | &nbsp;&nbsp;3870098 |
|  | 4.800%, 01/15/31 |  | 250 | &nbsp;&nbsp;249162 |
| DSV Finance BV | DSV Finance BV |  |  |  |
|  | 3.500%, 06/26/29 | EUR | 680 | &nbsp;&nbsp;824009 |
|  | 1.375%, 03/16/30 | EUR | 1760 | &nbsp;&nbsp;1965880 |
| DXC Technology Co. | DXC Technology Co. |  |  |  |
|  | 1.800%, 09/15/26 |  | 1509 | &nbsp;&nbsp;1487987 |
| E.ON SE | E.ON SE |  |  |  |
|  | 3.125%, 03/05/30 | EUR | 2400 | &nbsp;&nbsp;2874452 |
| Eaton Capital ULC | Eaton Capital ULC |  |  |  |
|  | 0.577%, 03/08/30 | EUR | 1555 | &nbsp;&nbsp;1684994 |
| Edenred SE | Edenred SE |  |  |  |
|  | 3.250%, 08/27/30 | EUR | 11500 | &nbsp;&nbsp;13661425 |
| Edison International | Edison International |  |  |  |
|  | 5.450%, 06/15/29 |  | 6700 | &nbsp;&nbsp;6840789 |
|  | 6.250%, 03/15/30 |  | 250 | &nbsp;&nbsp;262363 |
| EIDP, Inc. | EIDP, Inc. |  |  |  |
|  | 4.500%, 05/15/26 |  | 622 | &nbsp;&nbsp;621806 |
| Electricite de France SA | Electricite de France SA |  |  |  |
|  | 4.625%, 04/26/30 | EUR | 2200 | &nbsp;&nbsp;2786557 |
| Electrolux AB | Electrolux AB |  |  |  |
|  | 2.500%, 05/18/30 | EUR | 6500 | &nbsp;&nbsp;7475770 |
| &nbsp;&nbsp;&nbsp;&nbsp;Element Fleet <br>Management Corp. | &nbsp;&nbsp;&nbsp;&nbsp;Element Fleet <br>Management Corp. |  |  |  |
| Ω | 6.271%, 06/26/26 |  | 651 | &nbsp;&nbsp;655679 |
| Ω | 4.641%, 11/24/30 |  | 9500 | &nbsp;&nbsp;9520674 |
| Elevance Health, Inc. | Elevance Health, Inc. |  |  |  |
|  | 1.500%, 03/15/26 |  | 10000 | &nbsp;&nbsp;9971143 |
|  | 5.150%, 06/15/29 |  | 200 | &nbsp;&nbsp;206114 |
| &nbsp;&nbsp;&nbsp;&nbsp;Eli Lilly & Co., SOFR + <br>0.530%, FRN | &nbsp;&nbsp;&nbsp;&nbsp;Eli Lilly & Co., SOFR + <br>0.530%, FRN |  |  |  |
| (r) | 4.196%, 10/15/28 |  | 7000 | &nbsp;&nbsp;7047195 |
| Elis SA | Elis SA |  |  |  |
|  | 3.750%, 03/21/30 | EUR | 4200 | &nbsp;&nbsp;5106981 |
| Emerson Electric Co. | Emerson Electric Co. |  |  |  |
|  | 2.000%, 10/15/29 | EUR | 2520 | &nbsp;&nbsp;2912310 |
| Enbridge, Inc. | Enbridge, Inc. |  |  |  |
|  | 3.125%, 11/15/29 |  | 130 | &nbsp;&nbsp;124849 |
| &nbsp;&nbsp;&nbsp;&nbsp;EnBW International <br>Finance BV | &nbsp;&nbsp;&nbsp;&nbsp;EnBW International <br>Finance BV |  |  |  |
|  | 3.000%, 05/20/29 | EUR | 1200 | &nbsp;&nbsp;1438265 |
| &nbsp;&nbsp;&nbsp;&nbsp;Enel Finance International <br>NV | &nbsp;&nbsp;&nbsp;&nbsp;Enel Finance International <br>NV |  |  |  |
| Ω | 4.375%, 09/30/30 |  | 1000 | &nbsp;&nbsp;997592 |

---

------

**DFA Short-Term Extended Quality Portfolio**

**CONTINUED**

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  |  | **Face**<br>**Amount^**<br>| **Value†** |
|  |  |  | **(000)** |  |
| Engie SA | Engie SA |  |  |  |
|  | 3.625%, 01/11/30 | EUR | 1100 | &nbsp;&nbsp;$1339805 |
| Eni SpA | Eni SpA |  |  |  |
|  | 0.625%, 01/23/30 | EUR | 5510 | &nbsp;&nbsp;5993655 |
| EPR Properties | EPR Properties |  |  |  |
|  | 3.750%, 08/15/29 |  | 4400 | &nbsp;&nbsp;4278173 |
|  | 4.750%, 11/15/30 |  | 2740 | &nbsp;&nbsp;2717357 |
| Equifax, Inc. | Equifax, Inc. |  |  |  |
|  | 3.250%, 06/01/26 |  | 5517 | &nbsp;&nbsp;5496774 |
| &nbsp;&nbsp;&nbsp;&nbsp;Equinix Europe 2 <br>Financing Corp. LLC | &nbsp;&nbsp;&nbsp;&nbsp;Equinix Europe 2 <br>Financing Corp. LLC |  |  |  |
|  | 4.600%, 11/15/30 |  | 13700 | &nbsp;&nbsp;13755259 |
| Equinix, Inc. | Equinix, Inc. |  |  |  |
|  | 3.200%, 11/18/29 |  | 270 | &nbsp;&nbsp;259934 |
|  | 2.150%, 07/15/30 |  | 250 | &nbsp;&nbsp;227021 |
| ERAC USA Finance LLC | ERAC USA Finance LLC |  |  |  |
| Ω | 5.000%, 02/15/29 |  | 300 | &nbsp;&nbsp;307694 |
| ERG SpA | ERG SpA |  |  |  |
|  | 4.125%, 07/03/30 | EUR | 7600 | &nbsp;&nbsp;9406285 |
| Erste Group Bank AG | Erste Group Bank AG |  |  |  |
|  | 0.250%, 09/14/29 | EUR | 2700 | &nbsp;&nbsp;2922662 |
| Eurofins Scientific SE | Eurofins Scientific SE |  |  |  |
|  | 4.000%, 07/06/29 | EUR | 6745 | &nbsp;&nbsp;8283298 |
|  | 4.750%, 09/06/30 | EUR | 6030 | &nbsp;&nbsp;7598852 |
| &nbsp;&nbsp;&nbsp;&nbsp;European Bank for <br>Reconstruction & <br>Development, SOFR + <br>0.190%, FRN | &nbsp;&nbsp;&nbsp;&nbsp;European Bank for <br>Reconstruction & <br>Development, SOFR + <br>0.190%, FRN |  |  |  |
| (r) | 3.856%, 04/14/26 |  | 2078 | &nbsp;&nbsp;2077875 |
| &nbsp;&nbsp;&nbsp;&nbsp;European Bank for <br>Reconstruction & <br>Development, SOFR + <br>0.300%, FRN | &nbsp;&nbsp;&nbsp;&nbsp;European Bank for <br>Reconstruction & <br>Development, SOFR + <br>0.300%, FRN |  |  |  |
| (r) | 4.086%, 02/16/29 |  | 31230 | &nbsp;&nbsp;31202625 |
| &nbsp;&nbsp;&nbsp;&nbsp;European Bank for <br>Reconstruction & <br>Development, SOFR + <br>0.330%, FRN | &nbsp;&nbsp;&nbsp;&nbsp;European Bank for <br>Reconstruction & <br>Development, SOFR + <br>0.330%, FRN |  |  |  |
| (r) | 4.116%, 02/20/28 |  | 23180 | &nbsp;&nbsp;23200152 |
| &nbsp;&nbsp;&nbsp;&nbsp;European Bank for <br>Reconstruction & <br>Development, SOFR + <br>0.420%, FRN | &nbsp;&nbsp;&nbsp;&nbsp;European Bank for <br>Reconstruction & <br>Development, SOFR + <br>0.420%, FRN |  |  |  |
| (r) | 4.086%, 07/22/30 |  | 10000 | &nbsp;&nbsp;10012709 |
| &nbsp;&nbsp;&nbsp;&nbsp;European Investment <br>Bank, SOFR + 0.320%, <br>FRN | &nbsp;&nbsp;&nbsp;&nbsp;European Investment <br>Bank, SOFR + 0.320%, <br>FRN |  |  |  |
| (r) | 4.124%, 08/14/29 |  | 10500 | &nbsp;&nbsp;10506922 |
| Eversource Energy | Eversource Energy |  |  |  |
|  | 3.350%, 03/15/26 |  | 1300 | &nbsp;&nbsp;1298909 |
|  | 4.250%, 04/01/29 |  | 500 | &nbsp;&nbsp;500280 |
|  | 4.450%, 12/15/30 |  | 5900 | &nbsp;&nbsp;5890197 |
| Expedia Group, Inc. | Expedia Group, Inc. |  |  |  |
|  | 5.000%, 02/15/26 |  | 22491 | &nbsp;&nbsp;22493523 |
| &nbsp;&nbsp;&nbsp;&nbsp;Export Development <br>Canada | &nbsp;&nbsp;&nbsp;&nbsp;Export Development <br>Canada |  |  |  |
|  | 3.875%, 08/08/30 | NZD | 12500 | &nbsp;&nbsp;7472822 |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  |  | **Face**<br>**Amount^**<br>| **Value†** |
|  |  |  | **(000)** |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Export Development <br>Canada, SOFR + <br>0.330%, FRN | &nbsp;&nbsp;&nbsp;&nbsp;Export Development <br>Canada, SOFR + <br>0.330%, FRN |  |  |  |
| (r) | 3.996%, 08/01/28 |  | 14380 | &nbsp;&nbsp;$14408076 |
| &nbsp;&nbsp;&nbsp;&nbsp;Federation des Caisses <br>Desjardins du Quebec | &nbsp;&nbsp;&nbsp;&nbsp;Federation des Caisses <br>Desjardins du Quebec |  |  |  |
|  | 3.467%, 09/05/29 | EUR | 1400 | &nbsp;&nbsp;1693352 |
| &nbsp;&nbsp;&nbsp;&nbsp;Fidelity National <br>Information Services, <br>Inc. | &nbsp;&nbsp;&nbsp;&nbsp;Fidelity National <br>Information Services, <br>Inc. |  |  |  |
|  | 2.000%, 05/21/30 | EUR | 13360 | &nbsp;&nbsp;15170033 |
| Fingrid OYJ | Fingrid OYJ |  |  |  |
|  | 2.750%, 12/04/29 | EUR | 1160 | &nbsp;&nbsp;1373691 |
| &nbsp;&nbsp;&nbsp;&nbsp;Firmenich Productions <br>Participations SAS | &nbsp;&nbsp;&nbsp;&nbsp;Firmenich Productions <br>Participations SAS |  |  |  |
|  | 1.750%, 04/30/30 | EUR | 1190 | &nbsp;&nbsp;1342187 |
| &nbsp;&nbsp;&nbsp;&nbsp;First American Financial <br>Corp. | &nbsp;&nbsp;&nbsp;&nbsp;First American Financial <br>Corp. |  |  |  |
|  | 4.000%, 05/15/30 |  | 13900 | &nbsp;&nbsp;13450344 |
| Fiserv, Inc. | Fiserv, Inc. |  |  |  |
|  | 3.500%, 07/01/29 |  | 400 | &nbsp;&nbsp;388719 |
|  | 4.750%, 03/15/30 |  | 250 | &nbsp;&nbsp;251479 |
|  | 2.650%, 06/01/30 |  | 4600 | &nbsp;&nbsp;4249009 |
| Flex Ltd. | Flex Ltd. |  |  |  |
|  | 3.750%, 02/01/26 |  | 31223 | &nbsp;&nbsp;31223000 |
| Fortive Corp. | Fortive Corp. |  |  |  |
|  | 3.700%, 08/15/29 | EUR | 13700 | &nbsp;&nbsp;16650633 |
| &nbsp;&nbsp;&nbsp;&nbsp;Fresenius Medical Care <br>AG | &nbsp;&nbsp;&nbsp;&nbsp;Fresenius Medical Care <br>AG |  |  |  |
|  | 1.250%, 11/29/29 | EUR | 933 | &nbsp;&nbsp;1039330 |
|  | 1.500%, 05/29/30 | EUR | 2019 | &nbsp;&nbsp;2244493 |
| Fresenius SE & Co. KGaA | Fresenius SE & Co. KGaA |  |  |  |
|  | 5.000%, 11/28/29 | EUR | 3700 | &nbsp;&nbsp;4695448 |
| GELF Bond Issuer I SA | GELF Bond Issuer I SA |  |  |  |
|  | 1.125%, 07/18/29 | EUR | 8718 | &nbsp;&nbsp;9656778 |
| General Electric Co. | General Electric Co. |  |  |  |
|  | 1.500%, 05/17/29 | EUR | 670 | &nbsp;&nbsp;764530 |
| &nbsp;&nbsp;&nbsp;&nbsp;General Electric Co., <br>TSFR3M + 0.642%, <br>FRN | &nbsp;&nbsp;&nbsp;&nbsp;General Electric Co., <br>TSFR3M + 0.642%, <br>FRN |  |  |  |
| (r) | 4.542%, 05/05/26 |  | 12605 | &nbsp;&nbsp;12618111 |
| General Mills, Inc. | General Mills, Inc. |  |  |  |
|  | 3.650%, 10/23/30 | EUR | 600 | &nbsp;&nbsp;729521 |
| General Motors Co. | General Motors Co. |  |  |  |
|  | 5.400%, 10/15/29 |  | 320 | &nbsp;&nbsp;331659 |
| &nbsp;&nbsp;&nbsp;&nbsp;General Motors Financial <br>Co., Inc. | &nbsp;&nbsp;&nbsp;&nbsp;General Motors Financial <br>Co., Inc. |  |  |  |
|  | 5.800%, 06/23/28 |  | 800 | &nbsp;&nbsp;828801 |
| # | 5.550%, 07/15/29 |  | 260 | &nbsp;&nbsp;269901 |
|  | 4.900%, 10/06/29 |  | 130 | &nbsp;&nbsp;132093 |
|  | 4.000%, 07/10/30 | EUR | 12380 | &nbsp;&nbsp;15206720 |
|  | 4.600%, 01/08/31 |  | 500 | &nbsp;&nbsp;500159 |
| &nbsp;&nbsp;&nbsp;&nbsp;General Motors Financial <br>Co., Inc., SOFR + <br>1.050%, FRN | &nbsp;&nbsp;&nbsp;&nbsp;General Motors Financial <br>Co., Inc., SOFR + <br>1.050%, FRN |  |  |  |
| (r) | 4.716%, 07/15/27 |  | 440 | &nbsp;&nbsp;440939 |

---

------

**DFA Short-Term Extended Quality Portfolio**

**CONTINUED**

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  |  | **Face**<br>**Amount^**<br>| **Value†** |
|  |  |  | **(000)** |  |
| &nbsp;&nbsp;&nbsp;&nbsp;General Motors Financial <br>Co., Inc., SOFR + <br>1.170%, FRN | &nbsp;&nbsp;&nbsp;&nbsp;General Motors Financial <br>Co., Inc., SOFR + <br>1.170%, FRN |  |  |  |
| #(r) | 4.845%, 04/04/28 |  | 1700 | &nbsp;&nbsp;$1705329 |
| &nbsp;&nbsp;&nbsp;&nbsp;General Motors Financial <br>Co., Inc., SOFR + <br>1.350%, FRN | &nbsp;&nbsp;&nbsp;&nbsp;General Motors Financial <br>Co., Inc., SOFR + <br>1.350%, FRN |  |  |  |
| (r) | 5.159%, 05/08/27 |  | 14200 | &nbsp;&nbsp;14295402 |
| Genuine Parts Co. | Genuine Parts Co. |  |  |  |
|  | 4.950%, 08/15/29 |  | 500 | &nbsp;&nbsp;508110 |
| Georgia Power Co. | Georgia Power Co. |  |  |  |
|  | 2.650%, 09/15/29 |  | 400 | &nbsp;&nbsp;381180 |
| Georgia-Pacific LLC | Georgia-Pacific LLC |  |  |  |
|  | 7.750%, 11/15/29 |  | 500 | &nbsp;&nbsp;564329 |
| Gilead Sciences, Inc. | Gilead Sciences, Inc. |  |  |  |
|  | 4.800%, 11/15/29 |  | 400 | &nbsp;&nbsp;410899 |
| &nbsp;&nbsp;&nbsp;&nbsp;GlaxoSmithKline Capital <br>PLC | &nbsp;&nbsp;&nbsp;&nbsp;GlaxoSmithKline Capital <br>PLC |  |  |  |
|  | 3.375%, 06/01/29 |  | 400 | &nbsp;&nbsp;392646 |
|  | 1.375%, 09/12/29 | EUR | 720 | &nbsp;&nbsp;815541 |
| &nbsp;&nbsp;&nbsp;&nbsp;Glencore Capital Finance <br>DAC | &nbsp;&nbsp;&nbsp;&nbsp;Glencore Capital Finance <br>DAC |  |  |  |
|  | 0.750%, 03/01/29 | EUR | 4920 | &nbsp;&nbsp;5494710 |
| Glencore Funding LLC | Glencore Funding LLC |  |  |  |
| Ω | 1.625%, 04/27/26 |  | 5399 | &nbsp;&nbsp;5367518 |
| &nbsp;&nbsp;&nbsp;&nbsp;Glencore Funding LLC, <br>SOFR + 1.060%, FRN | &nbsp;&nbsp;&nbsp;&nbsp;Glencore Funding LLC, <br>SOFR + 1.060%, FRN |  |  |  |
| (r)Ω | 4.735%, 04/04/27 |  | 8404 | &nbsp;&nbsp;8443923 |
| Global Payments, Inc. | Global Payments, Inc. |  |  |  |
|  | 1.200%, 03/01/26 |  | 150 | &nbsp;&nbsp;149667 |
|  | 3.200%, 08/15/29 |  | 5465 | &nbsp;&nbsp;5224225 |
| &nbsp;&nbsp;&nbsp;&nbsp;Goldman Sachs Group, <br>Inc. | &nbsp;&nbsp;&nbsp;&nbsp;Goldman Sachs Group, <br>Inc. |  |  |  |
|  | 1.250%, 02/07/29 | EUR | 4527 | &nbsp;&nbsp;5140404 |
| Grand City Properties SA | Grand City Properties SA |  |  |  |
|  | 4.375%, 01/09/30 | EUR | 3300 | &nbsp;&nbsp;4069722 |
| &nbsp;&nbsp;&nbsp;&nbsp;Hamburg Commercial <br>Bank AG | &nbsp;&nbsp;&nbsp;&nbsp;Hamburg Commercial <br>Bank AG |  |  |  |
|  | 3.500%, 01/31/30 | EUR | 11164 | &nbsp;&nbsp;13415808 |
| &nbsp;&nbsp;&nbsp;&nbsp;Harley-Davidson Financial <br>Services, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;Harley-Davidson Financial <br>Services, Inc. |  |  |  |
|  | 4.000%, 03/12/30 | EUR | 1000 | &nbsp;&nbsp;1213620 |
| HCA, Inc. | HCA, Inc. |  |  |  |
|  | 3.375%, 03/15/29 |  | 5608 | &nbsp;&nbsp;5480765 |
|  | 5.250%, 03/01/30 |  | 2900 | &nbsp;&nbsp;2993677 |
| &nbsp;&nbsp;&nbsp;&nbsp;HCA, Inc., SOFR + <br>0.870%, FRN | &nbsp;&nbsp;&nbsp;&nbsp;HCA, Inc., SOFR + <br>0.870%, FRN |  |  |  |
| (r) | 4.612%, 03/01/28 |  | 13500 | &nbsp;&nbsp;13554118 |
| &nbsp;&nbsp;&nbsp;&nbsp;Healthcare Realty <br>Holdings LP | &nbsp;&nbsp;&nbsp;&nbsp;Healthcare Realty <br>Holdings LP |  |  |  |
|  | 3.100%, 02/15/30 |  | 13900 | &nbsp;&nbsp;13181813 |
|  | 2.400%, 03/15/30 |  | 1600 | &nbsp;&nbsp;1463139 |
| &nbsp;&nbsp;&nbsp;&nbsp;Heidelberg Materials <br>Finance Luxembourg SA | &nbsp;&nbsp;&nbsp;&nbsp;Heidelberg Materials <br>Finance Luxembourg SA |  |  |  |
|  | 3.000%, 07/10/30 | EUR | 9576 | &nbsp;&nbsp;11382121 |
| HF Sinclair Corp. | HF Sinclair Corp. |  |  |  |
|  | 5.750%, 01/15/31 |  | 4500 | &nbsp;&nbsp;4664857 |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  |  | **Face**<br>**Amount^**<br>| **Value†** |
|  |  |  | **(000)** |  |
| Highmark, Inc. | Highmark, Inc. |  |  |  |
| Ω | 1.450%, 05/10/26 |  | 1700 | &nbsp;&nbsp;$1685137 |
| Highwoods Realty LP | Highwoods Realty LP |  |  |  |
|  | 4.200%, 04/15/29 |  | 9427 | &nbsp;&nbsp;9292237 |
|  | 3.050%, 02/15/30 |  | 600 | &nbsp;&nbsp;560604 |
| HOCHTIEF AG | HOCHTIEF AG |  |  |  |
|  | 4.250%, 05/31/30 | EUR | 4080 | &nbsp;&nbsp;5066324 |
| Home Depot, Inc. | Home Depot, Inc. |  |  |  |
|  | 2.950%, 06/15/29 |  | 800 | &nbsp;&nbsp;775878 |
|  | 4.750%, 06/25/29 |  | 800 | &nbsp;&nbsp;820283 |
| &nbsp;&nbsp;&nbsp;&nbsp;Honeywell International, <br>Inc. | &nbsp;&nbsp;&nbsp;&nbsp;Honeywell International, <br>Inc. |  |  |  |
|  | 3.375%, 03/01/30 | EUR | 870 | &nbsp;&nbsp;1050916 |
| HP, Inc. | HP, Inc. |  |  |  |
|  | 4.000%, 04/15/29 |  | 400 | &nbsp;&nbsp;395972 |
| HSBC Holdings PLC | HSBC Holdings PLC |  |  |  |
|  | 4.300%, 03/08/26 |  | 10000 | &nbsp;&nbsp;10004306 |
| &nbsp;&nbsp;&nbsp;&nbsp;HSBC USA, Inc., SOFR + <br>0.970%, FRN | &nbsp;&nbsp;&nbsp;&nbsp;HSBC USA, Inc., SOFR + <br>0.970%, FRN |  |  |  |
| (r) | 4.689%, 06/03/28 |  | 7500 | &nbsp;&nbsp;7559494 |
| Humana, Inc. | Humana, Inc. |  |  |  |
|  | 3.700%, 03/23/29 |  | 500 | &nbsp;&nbsp;489642 |
| Hyatt Hotels Corp. | Hyatt Hotels Corp. |  |  |  |
|  | 5.250%, 06/30/29 |  | 5100 | &nbsp;&nbsp;5258229 |
| ICADE | ICADE |  |  |  |
|  | 1.000%, 01/19/30 | EUR | 1000 | &nbsp;&nbsp;1086794 |
| Iccrea Banca SpA | Iccrea Banca SpA |  |  |  |
|  | 3.375%, 01/30/30 | EUR | 1610 | &nbsp;&nbsp;1934963 |
| IHG Finance LLC | IHG Finance LLC |  |  |  |
|  | 3.375%, 09/10/30 | EUR | 9300 | &nbsp;&nbsp;11107122 |
| Illinois Tool Works, Inc. | Illinois Tool Works, Inc. |  |  |  |
|  | 2.125%, 05/22/30 | EUR | 1100 | &nbsp;&nbsp;1264944 |
| Infineon Technologies AG | Infineon Technologies AG |  |  |  |
|  | 2.875%, 02/13/30 | EUR | 2300 | &nbsp;&nbsp;2724869 |
| Intel Corp. | Intel Corp. |  |  |  |
|  | 4.875%, 02/10/26 |  | 19393 | &nbsp;&nbsp;19394163 |
|  | 2.450%, 11/15/29 |  | 3400 | &nbsp;&nbsp;3184574 |
| &nbsp;&nbsp;&nbsp;&nbsp;Inter-American <br>Development Bank, <br>SOFR + 0.170%, FRN | &nbsp;&nbsp;&nbsp;&nbsp;Inter-American <br>Development Bank, <br>SOFR + 0.170%, FRN |  |  |  |
| (r) | 3.860%, 09/16/26 |  | 33290 | &nbsp;&nbsp;33291310 |
| &nbsp;&nbsp;&nbsp;&nbsp;Inter-American <br>Development Bank, <br>SOFR + 0.270%, FRN | &nbsp;&nbsp;&nbsp;&nbsp;Inter-American <br>Development Bank, <br>SOFR + 0.270%, FRN |  |  |  |
| (r) | 3.953%, 03/20/28 |  | 11000 | &nbsp;&nbsp;10994359 |
| &nbsp;&nbsp;&nbsp;&nbsp;Inter-American <br>Development Bank, <br>SOFR + 0.280%, FRN | &nbsp;&nbsp;&nbsp;&nbsp;Inter-American <br>Development Bank, <br>SOFR + 0.280%, FRN |  |  |  |
| (r) | 3.946%, 04/12/27 |  | 1062 | &nbsp;&nbsp;1062769 |
| &nbsp;&nbsp;&nbsp;&nbsp;Inter-American <br>Development Bank, <br>SOFR + 0.350%, FRN | &nbsp;&nbsp;&nbsp;&nbsp;Inter-American <br>Development Bank, <br>SOFR + 0.350%, FRN |  |  |  |
| (r) | 4.030%, 10/04/27 |  | 60800 | &nbsp;&nbsp;60890159 |
| (r) | 4.030%, 10/05/28 |  | 40300 | &nbsp;&nbsp;40331732 |

---

------

**DFA Short-Term Extended Quality Portfolio**

**CONTINUED**

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  |  | **Face**<br>**Amount^**<br>| **Value†** |
|  |  |  | **(000)** |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Inter-American <br>Development Bank, <br>SOFR + 0.370%, FRN | &nbsp;&nbsp;&nbsp;&nbsp;Inter-American <br>Development Bank, <br>SOFR + 0.370%, FRN |  |  |  |
| (r) | 4.036%, 08/01/29 |  | 17000 | &nbsp;&nbsp;$17003159 |
| &nbsp;&nbsp;&nbsp;&nbsp;International Bank for <br>Reconstruction & <br>Development, SOFR + <br>0.270%, FRN | &nbsp;&nbsp;&nbsp;&nbsp;International Bank for <br>Reconstruction & <br>Development, SOFR + <br>0.270%, FRN |  |  |  |
| (r) | 3.963%, 06/15/27 |  | 19000 | &nbsp;&nbsp;19010015 |
| &nbsp;&nbsp;&nbsp;&nbsp;International Bank for <br>Reconstruction & <br>Development, SOFR + <br>0.280%, FRN | &nbsp;&nbsp;&nbsp;&nbsp;International Bank for <br>Reconstruction & <br>Development, SOFR + <br>0.280%, FRN |  |  |  |
| (r) | 4.052%, 02/23/27 |  | 29500 | &nbsp;&nbsp;29540415 |
| &nbsp;&nbsp;&nbsp;&nbsp;International Bank for <br>Reconstruction & <br>Development, SOFR + <br>0.370%, FRN | &nbsp;&nbsp;&nbsp;&nbsp;International Bank for <br>Reconstruction & <br>Development, SOFR + <br>0.370%, FRN |  |  |  |
| (r) | 4.036%, 01/12/27 |  | 16000 | &nbsp;&nbsp;16017817 |
| &nbsp;&nbsp;&nbsp;&nbsp;International Bank for <br>Reconstruction & <br>Development, SOFR + <br>0.430%, FRN | &nbsp;&nbsp;&nbsp;&nbsp;International Bank for <br>Reconstruction & <br>Development, SOFR + <br>0.430%, FRN |  |  |  |
| (r) | 4.220%, 08/19/27 |  | 61638 | &nbsp;&nbsp;61910440 |
| &nbsp;&nbsp;&nbsp;&nbsp;International Business <br>Machines Corp. | &nbsp;&nbsp;&nbsp;&nbsp;International Business <br>Machines Corp. |  |  |  |
|  | 4.500%, 02/06/26 |  | 1168 | &nbsp;&nbsp;1168004 |
|  | 3.300%, 05/15/26 |  | 700 | &nbsp;&nbsp;699042 |
|  | 2.900%, 02/10/30 | EUR | 10166 | &nbsp;&nbsp;12079483 |
| &nbsp;&nbsp;&nbsp;&nbsp;International Finance <br>Corp., SOFR + 0.280%, <br>FRN | &nbsp;&nbsp;&nbsp;&nbsp;International Finance <br>Corp., SOFR + 0.280%, <br>FRN |  |  |  |
| (r) | 3.970%, 03/16/26 |  | 3810 | &nbsp;&nbsp;3810343 |
| &nbsp;&nbsp;&nbsp;&nbsp;International Finance <br>Corp., SOFR + 0.310%, <br>FRN | &nbsp;&nbsp;&nbsp;&nbsp;International Finance <br>Corp., SOFR + 0.310%, <br>FRN |  |  |  |
| (r) | 4.070%, 08/28/28 |  | 27520 | &nbsp;&nbsp;27523342 |
| &nbsp;&nbsp;&nbsp;&nbsp;International Finance <br>Corp., SOFR + 0.360%, <br>FRN | &nbsp;&nbsp;&nbsp;&nbsp;International Finance <br>Corp., SOFR + 0.360%, <br>FRN |  |  |  |
| (r) | 4.121%, 08/28/29 |  | 8090 | &nbsp;&nbsp;8085893 |
| Intesa Sanpaolo SpA | Intesa Sanpaolo SpA |  |  |  |
|  | 5.250%, 01/13/30 | EUR | 10120 | &nbsp;&nbsp;13046383 |
|  | 4.875%, 05/19/30 | EUR | 4000 | &nbsp;&nbsp;5105959 |
| Italgas SpA | Italgas SpA |  |  |  |
|  | 2.875%, 03/06/30 | EUR | 1200 | &nbsp;&nbsp;1416459 |
|  | 0.875%, 04/24/30 | EUR | 2740 | &nbsp;&nbsp;2980539 |
| Jabil, Inc. | Jabil, Inc. |  |  |  |
|  | 3.600%, 01/15/30 |  | 570 | &nbsp;&nbsp;551851 |
| &nbsp;&nbsp;&nbsp;&nbsp;Japan Government Five <br>Year Bonds | &nbsp;&nbsp;&nbsp;&nbsp;Japan Government Five <br>Year Bonds |  |  |  |
| Δ | 0.005%, 09/20/26 | JPY | 2420000 | &nbsp;&nbsp;15554708 |
| &nbsp;&nbsp;&nbsp;&nbsp;Japan Government Two <br>Year Bonds | &nbsp;&nbsp;&nbsp;&nbsp;Japan Government Two <br>Year Bonds |  |  |  |
|  | 0.400%, 07/01/26 | JPY | 1280000 | &nbsp;&nbsp;8258796 |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  |  | **Face**<br>**Amount^**<br>| **Value†** |
|  |  |  | **(000)** |  |
| JCDecaux SE | JCDecaux SE |  |  |  |
|  | 1.625%, 02/07/30 | EUR | 6500 | &nbsp;&nbsp;$7309455 |
| JDE Peet's NV | JDE Peet's NV |  |  |  |
|  | 4.125%, 01/23/30 | EUR | 3850 | &nbsp;&nbsp;4741577 |
| &nbsp;&nbsp;&nbsp;&nbsp;Jefferies Financial Group, <br>Inc. | &nbsp;&nbsp;&nbsp;&nbsp;Jefferies Financial Group, <br>Inc. |  |  |  |
|  | 4.000%, 04/16/29 | EUR | 8700 | &nbsp;&nbsp;10625924 |
|  | 4.150%, 01/23/30 |  | 500 | &nbsp;&nbsp;493492 |
| John Deere Bank SA | John Deere Bank SA |  |  |  |
|  | 3.300%, 10/15/29 | EUR | 2000 | &nbsp;&nbsp;2420410 |
| &nbsp;&nbsp;&nbsp;&nbsp;John Deere Capital Corp., <br>SOFR + 0.440%, FRN | &nbsp;&nbsp;&nbsp;&nbsp;John Deere Capital Corp., <br>SOFR + 0.440%, FRN |  |  |  |
| (r) | 4.159%, 03/06/26 |  | 4600 | &nbsp;&nbsp;4601357 |
| &nbsp;&nbsp;&nbsp;&nbsp;John Deere Capital Corp., <br>SOFR + 0.570%, FRN | &nbsp;&nbsp;&nbsp;&nbsp;John Deere Capital Corp., <br>SOFR + 0.570%, FRN |  |  |  |
| (r) | 4.317%, 03/03/26 |  | 2100 | &nbsp;&nbsp;2100765 |
| &nbsp;&nbsp;&nbsp;&nbsp;John Deere Capital Corp., <br>SOFR + 0.680%, FRN | &nbsp;&nbsp;&nbsp;&nbsp;John Deere Capital Corp., <br>SOFR + 0.680%, FRN |  |  |  |
| (r) | 4.345%, 07/15/27 |  | 1650 | &nbsp;&nbsp;1661057 |
| &nbsp;&nbsp;&nbsp;&nbsp;John Deere Capital Corp., <br>SOFR + 0.790%, FRN | &nbsp;&nbsp;&nbsp;&nbsp;John Deere Capital Corp., <br>SOFR + 0.790%, FRN |  |  |  |
| (r) | 4.508%, 06/08/26 |  | 33997 | &nbsp;&nbsp;34059632 |
| &nbsp;&nbsp;&nbsp;&nbsp;Johnson Controls <br>International PLC | &nbsp;&nbsp;&nbsp;&nbsp;Johnson Controls <br>International PLC |  |  |  |
|  | 3.900%, 02/14/26 |  | 3700 | &nbsp;&nbsp;3700041 |
| &nbsp;&nbsp;&nbsp;&nbsp;JPMorgan Chase Bank <br>NA, SOFR + 0.620%, <br>FRN | &nbsp;&nbsp;&nbsp;&nbsp;JPMorgan Chase Bank <br>NA, SOFR + 0.620%, <br>FRN |  |  |  |
| (r) | 4.286%, 04/29/26 |  | 2100 | &nbsp;&nbsp;2102147 |
| &nbsp;&nbsp;&nbsp;&nbsp;JPMorgan Chase Bank <br>NA, SOFR + 1.000%, <br>FRN | &nbsp;&nbsp;&nbsp;&nbsp;JPMorgan Chase Bank <br>NA, SOFR + 1.000%, <br>FRN |  |  |  |
| (r) | 4.706%, 12/08/26 |  | 7700 | &nbsp;&nbsp;7740902 |
| &nbsp;&nbsp;&nbsp;&nbsp;JT International Financial <br>Services BV | &nbsp;&nbsp;&nbsp;&nbsp;JT International Financial <br>Services BV |  |  |  |
|  | 1.000%, 11/26/29 | EUR | 1600 | &nbsp;&nbsp;1769953 |
| KBC Group NV | KBC Group NV |  |  |  |
|  | 0.750%, 01/24/30 | EUR | 1200 | &nbsp;&nbsp;1313449 |
| Kellanova | Kellanova |  |  |  |
| # | 3.250%, 04/01/26 |  | 8293 | &nbsp;&nbsp;8285561 |
| Kemper Corp. | Kemper Corp. |  |  |  |
|  | 2.400%, 09/30/30 |  | 4600 | &nbsp;&nbsp;4113969 |
| Kering SA | Kering SA |  |  |  |
|  | 3.125%, 11/27/29 | EUR | 4400 | &nbsp;&nbsp;5250065 |
| &nbsp;&nbsp;&nbsp;&nbsp;Keurig Dr. Pepper, Inc., <br>SOFR + 0.880%, FRN | &nbsp;&nbsp;&nbsp;&nbsp;Keurig Dr. Pepper, Inc., <br>SOFR + 0.880%, FRN |  |  |  |
| (r) | 4.564%, 03/15/27 |  | 15443 | &nbsp;&nbsp;15468404 |
| KeyCorp | KeyCorp |  |  |  |
|  | 4.100%, 04/30/28 |  | 400 | &nbsp;&nbsp;400651 |
|  | 2.550%, 10/01/29 |  | 2120 | &nbsp;&nbsp;2007402 |
| Kinder Morgan, Inc. | Kinder Morgan, Inc. |  |  |  |
|  | 5.100%, 08/01/29 |  | 292 | &nbsp;&nbsp;300770 |
| Klepierre SA | Klepierre SA |  |  |  |
|  | 2.000%, 05/12/29 | EUR | 1700 | &nbsp;&nbsp;1967507 |
| Knorr-Bremse AG | Knorr-Bremse AG |  |  |  |
|  | 3.000%, 09/30/29 | EUR | 3100 | &nbsp;&nbsp;3710068 |

---

------

**DFA Short-Term Extended Quality Portfolio**

**CONTINUED**

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  |  | **Face**<br>**Amount^**<br>| **Value†** |
|  |  |  | **(000)** |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Kommunalbanken AS, <br>SOFR + 0.400%, FRN | &nbsp;&nbsp;&nbsp;&nbsp;Kommunalbanken AS, <br>SOFR + 0.400%, FRN |  |  |  |
| (r)Ω | 4.147%, 03/03/28 |  | 34000 | &nbsp;&nbsp;$34102911 |
| &nbsp;&nbsp;&nbsp;&nbsp;Kommunalbanken AS, <br>SOFR + 0.410%, FRN | &nbsp;&nbsp;&nbsp;&nbsp;Kommunalbanken AS, <br>SOFR + 0.410%, FRN |  |  |  |
| (r) | 4.080%, 04/09/29 |  | 20000 | &nbsp;&nbsp;20054407 |
| &nbsp;&nbsp;&nbsp;&nbsp;Kommunalbanken AS, <br>SOFR + 1.000%, FRN | &nbsp;&nbsp;&nbsp;&nbsp;Kommunalbanken AS, <br>SOFR + 1.000%, FRN |  |  |  |
| (r)Ω | 4.687%, 06/17/26 |  | 41500 | &nbsp;&nbsp;41630871 |
| (r) | 4.687%, 06/17/26 |  | 5200 | &nbsp;&nbsp;5216398 |
| Koninklijke Philips NV | Koninklijke Philips NV |  |  |  |
|  | 3.250%, 05/23/30 | EUR | 3500 | &nbsp;&nbsp;4188393 |
| Kraft Heinz Foods Co. | Kraft Heinz Foods Co. |  |  |  |
|  | 3.000%, 06/01/26 |  | 500 | &nbsp;&nbsp;498381 |
| Kroger Co. | Kroger Co. |  |  |  |
|  | 3.500%, 02/01/26 |  | 765 | &nbsp;&nbsp;765000 |
| &nbsp;&nbsp;&nbsp;&nbsp;Kuntarahoitus OYJ, SOFR <br>+ 1.000%, FRN | &nbsp;&nbsp;&nbsp;&nbsp;Kuntarahoitus OYJ, SOFR <br>+ 1.000%, FRN |  |  |  |
| (r) | 4.665%, 07/15/26 |  | 8900 | &nbsp;&nbsp;8931684 |
| La Banque Postale SA | La Banque Postale SA |  |  |  |
|  | 4.375%, 01/17/30 | EUR | 5900 | &nbsp;&nbsp;7341674 |
|  | 3.500%, 06/13/30 | EUR | 1900 | &nbsp;&nbsp;2303140 |
| &nbsp;&nbsp;&nbsp;&nbsp;Laboratory Corp. of <br>America Holdings | &nbsp;&nbsp;&nbsp;&nbsp;Laboratory Corp. of <br>America Holdings |  |  |  |
|  | 2.950%, 12/01/29 |  | 38 | &nbsp;&nbsp;36311 |
| &nbsp;&nbsp;&nbsp;&nbsp;Landeskreditbank <br>Baden-Wuerttemberg <br>Foerderbank | &nbsp;&nbsp;&nbsp;&nbsp;Landeskreditbank <br>Baden-Wuerttemberg <br>Foerderbank |  |  |  |
|  | 4.875%, 03/09/26 |  | 2069 | &nbsp;&nbsp;2070775 |
| Lansforsakringar Bank AB | Lansforsakringar Bank AB |  |  |  |
|  | 3.250%, 01/22/30 | EUR | 9016 | &nbsp;&nbsp;10816300 |
| Lazard Group LLC | Lazard Group LLC |  |  |  |
|  | 4.500%, 09/19/28 |  | 400 | &nbsp;&nbsp;402779 |
| &nbsp;&nbsp;&nbsp;&nbsp;Lloyds Bank Corporate <br>Markets PLC | &nbsp;&nbsp;&nbsp;&nbsp;Lloyds Bank Corporate <br>Markets PLC |  |  |  |
|  | 3.250%, 03/24/30 | EUR | 14080 | &nbsp;&nbsp;16916405 |
| LSEG Finance PLC | LSEG Finance PLC |  |  |  |
| Ω | 1.375%, 04/06/26 |  | 5600 | &nbsp;&nbsp;5575587 |
| &nbsp;&nbsp;&nbsp;&nbsp;LYB International Finance <br>III LLC | &nbsp;&nbsp;&nbsp;&nbsp;LYB International Finance <br>III LLC |  |  |  |
| # | 5.125%, 01/15/31 |  | 1820 | &nbsp;&nbsp;1829481 |
| &nbsp;&nbsp;&nbsp;&nbsp;Macquarie Bank Ltd., <br>SOFR + 0.480%, FRN | &nbsp;&nbsp;&nbsp;&nbsp;Macquarie Bank Ltd., <br>SOFR + 0.480%, FRN |  |  |  |
| (r)Ω | 4.136%, 02/03/28 |  | 2600 | &nbsp;&nbsp;2601492 |
| &nbsp;&nbsp;&nbsp;&nbsp;Macquarie Bank Ltd., <br>SOFR + 0.740%, FRN | &nbsp;&nbsp;&nbsp;&nbsp;Macquarie Bank Ltd., <br>SOFR + 0.740%, FRN |  |  |  |
| (r)Ω | 4.422%, 06/12/28 |  | 3959 | &nbsp;&nbsp;3980164 |
| &nbsp;&nbsp;&nbsp;&nbsp;Macquarie Bank Ltd., <br>SOFR + 0.920%, FRN | &nbsp;&nbsp;&nbsp;&nbsp;Macquarie Bank Ltd., <br>SOFR + 0.920%, FRN |  |  |  |
| (r)Ω | 4.588%, 07/02/27 |  | 7130 | &nbsp;&nbsp;7181407 |
| &nbsp;&nbsp;&nbsp;&nbsp;Macquarie Bank Ltd., <br>SOFR + 1.200%, FRN | &nbsp;&nbsp;&nbsp;&nbsp;Macquarie Bank Ltd., <br>SOFR + 1.200%, FRN |  |  |  |
| (r)Ω | 4.902%, 12/07/26 |  | 1020 | &nbsp;&nbsp;1027747 |
| Macquarie Group Ltd. | Macquarie Group Ltd. |  |  |  |
|  | 4.747%, 01/23/30 | EUR | 7200 | &nbsp;&nbsp;9088907 |
| Marathon Petroleum Corp. | Marathon Petroleum Corp. |  |  |  |
|  | 5.150%, 03/01/30 |  | 6100 | &nbsp;&nbsp;6279739 |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  |  | **Face**<br>**Amount^**<br>| **Value†** |
|  |  |  | **(000)** |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Mastercard, Inc., SOFR + <br>0.440%, FRN | &nbsp;&nbsp;&nbsp;&nbsp;Mastercard, Inc., SOFR + <br>0.440%, FRN |  |  |  |
| (r) | 4.124%, 03/15/28 |  | 4140 | &nbsp;&nbsp;$4148509 |
| McDonald's Corp. | McDonald's Corp. |  |  |  |
|  | 4.000%, 03/07/30 | EUR | 2400 | &nbsp;&nbsp;2967096 |
| Medtronic, Inc. | Medtronic, Inc. |  |  |  |
|  | 3.650%, 10/15/29 | EUR | 13000 | &nbsp;&nbsp;15888694 |
| &nbsp;&nbsp;&nbsp;&nbsp;Mercedes-Benz Finance <br>North America LLC, <br>SOFR + 0.630%, FRN | &nbsp;&nbsp;&nbsp;&nbsp;Mercedes-Benz Finance <br>North America LLC, <br>SOFR + 0.630%, FRN |  |  |  |
| #(r)Ω | 4.297%, 07/31/26 |  | 2500 | &nbsp;&nbsp;2504894 |
| &nbsp;&nbsp;&nbsp;&nbsp;Mizuho Financial Group, <br>Inc. | &nbsp;&nbsp;&nbsp;&nbsp;Mizuho Financial Group, <br>Inc. |  |  |  |
|  | 0.402%, 09/06/29 | EUR | 4000 | &nbsp;&nbsp;4361712 |
|  | 0.797%, 04/15/30 | EUR | 17850 | &nbsp;&nbsp;19369767 |
|  | 4.608%, 08/28/30 | EUR | 700 | &nbsp;&nbsp;886343 |
| Molnlycke Holding AB | Molnlycke Holding AB |  |  |  |
|  | 0.875%, 09/05/29 | EUR | 240 | &nbsp;&nbsp;264903 |
| Moody's Corp. | Moody's Corp. |  |  |  |
|  | 0.950%, 02/25/30 | EUR | 2000 | &nbsp;&nbsp;2204100 |
| &nbsp;&nbsp;&nbsp;&nbsp;Morgan Stanley Bank NA, <br>SOFR + 1.165%, FRN | &nbsp;&nbsp;&nbsp;&nbsp;Morgan Stanley Bank NA, <br>SOFR + 1.165%, FRN |  |  |  |
| (r) | 4.831%, 10/30/26 |  | 1440 | &nbsp;&nbsp;1450459 |
| &nbsp;&nbsp;&nbsp;&nbsp;Motability Operations <br>Group PLC | &nbsp;&nbsp;&nbsp;&nbsp;Motability Operations <br>Group PLC |  |  |  |
|  | 3.625%, 07/24/29 | EUR | 3000 | &nbsp;&nbsp;3644034 |
|  | 4.000%, 01/17/30 | EUR | 22300 | &nbsp;&nbsp;27391359 |
| MPLX LP | MPLX LP |  |  |  |
|  | 1.750%, 03/01/26 |  | 11990 | &nbsp;&nbsp;11967978 |
| Nasdaq, Inc. | Nasdaq, Inc. |  |  |  |
|  | 0.875%, 02/13/30 | EUR | 11430 | &nbsp;&nbsp;12522019 |
| &nbsp;&nbsp;&nbsp;&nbsp;National Australia Bank <br>Ltd., 3M Swap + <br>1.000%, FRN | &nbsp;&nbsp;&nbsp;&nbsp;National Australia Bank <br>Ltd., 3M Swap + <br>1.000%, FRN |  |  |  |
| (r) | 4.634%, 05/12/28 | AUD | 15340 | &nbsp;&nbsp;10786910 |
| &nbsp;&nbsp;&nbsp;&nbsp;National Australia Bank <br>Ltd., SOFR + 0.530%, <br>FRN | &nbsp;&nbsp;&nbsp;&nbsp;National Australia Bank <br>Ltd., SOFR + 0.530%, <br>FRN |  |  |  |
| (r)Ω | 4.183%, 12/13/28 |  | 10200 | &nbsp;&nbsp;10206161 |
| &nbsp;&nbsp;&nbsp;&nbsp;National Australia Bank <br>Ltd., SOFR + 0.600%, <br>FRN | &nbsp;&nbsp;&nbsp;&nbsp;National Australia Bank <br>Ltd., SOFR + 0.600%, <br>FRN |  |  |  |
| (r)Ω | 4.257%, 10/26/27 |  | 5776 | &nbsp;&nbsp;5802289 |
| &nbsp;&nbsp;&nbsp;&nbsp;National Australia Bank <br>Ltd., SOFR + 0.650%, <br>FRN | &nbsp;&nbsp;&nbsp;&nbsp;National Australia Bank <br>Ltd., SOFR + 0.650%, <br>FRN |  |  |  |
| #(r)Ω | 4.329%, 06/13/28 |  | 3600 | &nbsp;&nbsp;3618766 |
| &nbsp;&nbsp;&nbsp;&nbsp;National Australia Bank <br>Ltd., SOFR + 0.680%, <br>FRN | &nbsp;&nbsp;&nbsp;&nbsp;National Australia Bank <br>Ltd., SOFR + 0.680%, <br>FRN |  |  |  |
| (r)Ω | 4.338%, 01/13/31 |  | 25490 | &nbsp;&nbsp;25587754 |
| &nbsp;&nbsp;&nbsp;&nbsp;National Australia Bank <br>Ltd., SOFR + 0.790%, <br>FRN | &nbsp;&nbsp;&nbsp;&nbsp;National Australia Bank <br>Ltd., SOFR + 0.790%, <br>FRN |  |  |  |
| (r)Ω | 4.447%, 01/14/30 |  | 4017 | &nbsp;&nbsp;4046514 |
| National Bank of Canada | National Bank of Canada |  |  |  |
|  | 3.750%, 05/02/29 | EUR | 6100 | &nbsp;&nbsp;7453874 |

---

------

**DFA Short-Term Extended Quality Portfolio**

**CONTINUED**

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  |  | **Face**<br>**Amount^**<br>| **Value†** |
|  |  |  | **(000)** |  |
| &nbsp;&nbsp;&nbsp;&nbsp;National Gas Transmission <br>PLC | &nbsp;&nbsp;&nbsp;&nbsp;National Gas Transmission <br>PLC |  |  |  |
|  | 4.250%, 04/05/30 | EUR | 750 | &nbsp;&nbsp;$928606 |
| &nbsp;&nbsp;&nbsp;&nbsp;National Grid North <br>America, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;National Grid North <br>America, Inc. |  |  |  |
|  | 3.247%, 11/25/29 | EUR | 10208 | &nbsp;&nbsp;12241177 |
|  | 3.150%, 06/03/30 | EUR | 5480 | &nbsp;&nbsp;6518786 |
| National Grid PLC | National Grid PLC |  |  |  |
|  | 0.553%, 09/18/29 | EUR | 8300 | &nbsp;&nbsp;9062965 |
| &nbsp;&nbsp;&nbsp;&nbsp;National Rural Utilities <br>Cooperative Finance <br>Corp. | &nbsp;&nbsp;&nbsp;&nbsp;National Rural Utilities <br>Cooperative Finance <br>Corp. |  |  |  |
|  | 5.150%, 06/15/29 |  | 472 | &nbsp;&nbsp;487310 |
| &nbsp;&nbsp;&nbsp;&nbsp;National Rural Utilities <br>Cooperative Finance <br>Corp., SOFR + 0.800%, <br>FRN | &nbsp;&nbsp;&nbsp;&nbsp;National Rural Utilities <br>Cooperative Finance <br>Corp., SOFR + 0.800%, <br>FRN |  |  |  |
| (r) | 4.619%, 02/05/27 |  | 16700 | &nbsp;&nbsp;16774943 |
| &nbsp;&nbsp;&nbsp;&nbsp;National Rural Utilities <br>Cooperative Finance <br>Corp., SOFR + 0.820%, <br>FRN | &nbsp;&nbsp;&nbsp;&nbsp;National Rural Utilities <br>Cooperative Finance <br>Corp., SOFR + 0.820%, <br>FRN |  |  |  |
| (r) | 4.504%, 09/16/27 |  | 7900 | &nbsp;&nbsp;7951134 |
| &nbsp;&nbsp;&nbsp;&nbsp;National Securities <br>Clearing Corp., SOFR + <br>0.570%, FRN | &nbsp;&nbsp;&nbsp;&nbsp;National Securities <br>Clearing Corp., SOFR + <br>0.570%, FRN |  |  |  |
| (r)Ω | 4.337%, 05/20/27 |  | 2000 | &nbsp;&nbsp;2009460 |
| &nbsp;&nbsp;&nbsp;&nbsp;Nationwide Building <br>Society | &nbsp;&nbsp;&nbsp;&nbsp;Nationwide Building <br>Society |  |  |  |
|  | 1.500%, 10/13/26 |  | 782 | &nbsp;&nbsp;769224 |
|  | 3.250%, 09/05/29 | EUR | 3000 | &nbsp;&nbsp;3610573 |
|  | 3.000%, 03/03/30 | EUR | 5000 | &nbsp;&nbsp;5947604 |
| Naturgy Finance Iberia SA | Naturgy Finance Iberia SA |  |  |  |
|  | 3.250%, 10/02/30 | EUR | 1600 | &nbsp;&nbsp;1909255 |
| NatWest Markets PLC | NatWest Markets PLC |  |  |  |
|  | 3.125%, 01/10/30 | EUR | 21908 | &nbsp;&nbsp;26221132 |
| NBN Co. Ltd. | NBN Co. Ltd. |  |  |  |
|  | 4.125%, 03/15/29 | EUR | 5000 | &nbsp;&nbsp;6166448 |
| &nbsp;&nbsp;&nbsp;&nbsp;Nederlandse <br>Waterschapsbank NV | &nbsp;&nbsp;&nbsp;&nbsp;Nederlandse <br>Waterschapsbank NV |  |  |  |
|  | 3.500%, 07/20/27 | AUD | 3700 | &nbsp;&nbsp;2537926 |
| Neste OYJ | Neste OYJ |  |  |  |
|  | 3.750%, 03/20/30 | EUR | 13000 | &nbsp;&nbsp;15777274 |
| Netflix, Inc. | Netflix, Inc. |  |  |  |
|  | 3.875%, 11/15/29 | EUR | 2000 | &nbsp;&nbsp;2454086 |
| &nbsp;&nbsp;&nbsp;&nbsp;New Zealand Government <br>Bonds | &nbsp;&nbsp;&nbsp;&nbsp;New Zealand Government <br>Bonds |  |  |  |
|  | 4.500%, 05/15/30 | NZD | 229850 | &nbsp;&nbsp;141827564 |
| &nbsp;&nbsp;&nbsp;&nbsp;New Zealand Local <br>Government Funding <br>Agency Bonds | &nbsp;&nbsp;&nbsp;&nbsp;New Zealand Local <br>Government Funding <br>Agency Bonds |  |  |  |
|  | 1.500%, 04/20/29 | NZD | 3000 | &nbsp;&nbsp;1683737 |
|  | 4.500%, 05/15/30 | NZD | 11100 | &nbsp;&nbsp;6802844 |
| &nbsp;&nbsp;&nbsp;&nbsp;NextEra Energy Capital <br>Holdings, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;NextEra Energy Capital <br>Holdings, Inc. |  |  |  |
|  | 2.750%, 11/01/29 |  | 51 | &nbsp;&nbsp;48611 |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  |  | **Face**<br>**Amount^**<br>| **Value†** |
|  |  |  | **(000)** |  |
| Nomura Holdings, Inc. | Nomura Holdings, Inc. |  |  |  |
|  | 1.653%, 07/14/26 |  | 13898 | &nbsp;&nbsp;$13754198 |
|  | 3.459%, 05/28/30 | EUR | 7912 | &nbsp;&nbsp;9531860 |
|  | 2.679%, 07/16/30 |  | 250 | &nbsp;&nbsp;231590 |
| Nordea Bank Abp | Nordea Bank Abp |  |  |  |
|  | 2.500%, 05/23/29 | EUR | 300 | &nbsp;&nbsp;354101 |
|  | 2.750%, 05/02/30 | EUR | 5000 | &nbsp;&nbsp;5913249 |
| &nbsp;&nbsp;&nbsp;&nbsp;Nordea Bank Abp, SOFR + <br>0.740%, FRN | &nbsp;&nbsp;&nbsp;&nbsp;Nordea Bank Abp, SOFR + <br>0.740%, FRN |  |  |  |
| (r)Ω | 4.422%, 03/19/27 |  | 13438 | &nbsp;&nbsp;13488678 |
| &nbsp;&nbsp;&nbsp;&nbsp;Nordea Bank Abp, SOFR + <br>0.830%, FRN | &nbsp;&nbsp;&nbsp;&nbsp;Nordea Bank Abp, SOFR + <br>0.830%, FRN |  |  |  |
| (r) | 4.575%, 08/28/30 |  | 10000 | &nbsp;&nbsp;10046455 |
| &nbsp;&nbsp;&nbsp;&nbsp;Nordic Investment Bank, <br>SOFR + 1.000%, FRN | &nbsp;&nbsp;&nbsp;&nbsp;Nordic Investment Bank, <br>SOFR + 1.000%, FRN |  |  |  |
| (r) | 4.813%, 05/12/26 |  | 11000 | &nbsp;&nbsp;11024807 |
| &nbsp;&nbsp;&nbsp;&nbsp;Norfina Ltd., 3M Swap + <br>0.480%, FRN | &nbsp;&nbsp;&nbsp;&nbsp;Norfina Ltd., 3M Swap + <br>0.480%, FRN |  |  |  |
| (r) | 4.192%, 09/15/26 | AUD | 7000 | &nbsp;&nbsp;4877279 |
| &nbsp;&nbsp;&nbsp;&nbsp;Novartis Capital Corp., <br>SOFR + 0.520%, FRN | &nbsp;&nbsp;&nbsp;&nbsp;Novartis Capital Corp., <br>SOFR + 0.520%, FRN |  |  |  |
| (r) | 4.339%, 11/05/28 |  | 4000 | &nbsp;&nbsp;4021374 |
| NRW Bank | NRW Bank |  |  |  |
|  | 1.050%, 03/31/26 | AUD | 5600 | &nbsp;&nbsp;3880910 |
| NTT Finance Corp. | NTT Finance Corp. |  |  |  |
| Ω | 1.162%, 04/03/26 |  | 18374 | &nbsp;&nbsp;18282728 |
|  | 1.162%, 04/03/26 |  | 6500 | &nbsp;&nbsp;6467711 |
|  | 0.342%, 03/03/30 | EUR | 5700 | &nbsp;&nbsp;6105906 |
| &nbsp;&nbsp;&nbsp;&nbsp;NTT Finance Corp., SOFR <br>+ 1.080%, FRN | &nbsp;&nbsp;&nbsp;&nbsp;NTT Finance Corp., SOFR <br>+ 1.080%, FRN |  |  |  |
| (r)Ω | 4.738%, 07/16/28 |  | 3000 | &nbsp;&nbsp;3030337 |
| &nbsp;&nbsp;&nbsp;&nbsp;NTT Finance Corp., SOFR <br>+ 1.310%, FRN | &nbsp;&nbsp;&nbsp;&nbsp;NTT Finance Corp., SOFR <br>+ 1.310%, FRN |  |  |  |
| (r)Ω | 4.968%, 07/16/30 |  | 17228 | &nbsp;&nbsp;17521426 |
| Nykredit Realkredit AS | Nykredit Realkredit AS |  |  |  |
|  | 3.875%, 07/09/29 | EUR | 7735 | &nbsp;&nbsp;9452794 |
|  | 3.375%, 01/10/30 | EUR | 10055 | &nbsp;&nbsp;12064089 |
|  | 3.625%, 07/24/30 | EUR | 5400 | &nbsp;&nbsp;6525250 |
| &nbsp;&nbsp;&nbsp;&nbsp;Omega Healthcare <br>Investors, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;Omega Healthcare <br>Investors, Inc. |  |  |  |
|  | 5.200%, 07/01/30 |  | 5600 | &nbsp;&nbsp;5694083 |
| OMERS Finance Trust | OMERS Finance Trust |  |  |  |
|  | 1.100%, 03/26/26 |  | 14250 | &nbsp;&nbsp;14190088 |
| ONEOK, Inc. | ONEOK, Inc. |  |  |  |
|  | 4.400%, 10/15/29 |  | 366 | &nbsp;&nbsp;366951 |
| OP Corporate Bank PLC | OP Corporate Bank PLC |  |  |  |
|  | 0.625%, 11/12/29 | EUR | 8860 | &nbsp;&nbsp;9644730 |
| Optus Finance Pty. Ltd. | Optus Finance Pty. Ltd. |  |  |  |
|  | 1.000%, 06/20/29 | EUR | 1760 | &nbsp;&nbsp;1953139 |
| &nbsp;&nbsp;&nbsp;&nbsp;Oracle Corp., SOFR + <br>0.760%, FRN | &nbsp;&nbsp;&nbsp;&nbsp;Oracle Corp., SOFR + <br>0.760%, FRN |  |  |  |
| (r) | 4.602%, 08/03/28 |  | 5622 | &nbsp;&nbsp;5528843 |
| Origin Energy Finance Ltd. | Origin Energy Finance Ltd. |  |  |  |
|  | 1.000%, 09/17/29 | EUR | 13280 | &nbsp;&nbsp;14651164 |
| ORIX Corp. | ORIX Corp. |  |  |  |
|  | 3.780%, 05/29/29 | EUR | 3000 | &nbsp;&nbsp;3639406 |
| Parker-Hannifin Corp. | Parker-Hannifin Corp. |  |  |  |
|  | 2.900%, 03/01/30 | EUR | 4000 | &nbsp;&nbsp;4735852 |

---

------

**DFA Short-Term Extended Quality Portfolio**

**CONTINUED**

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  |  | **Face**<br>**Amount^**<br>| **Value†** |
|  |  |  | **(000)** |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Penske Truck Leasing Co. <br>LP/PTL Finance Corp. | &nbsp;&nbsp;&nbsp;&nbsp;Penske Truck Leasing Co. <br>LP/PTL Finance Corp. |  |  |  |
| Ω | 1.700%, 06/15/26 |  | 31500 | &nbsp;&nbsp;$31233546 |
| Ω | 5.250%, 07/01/29 |  | 200 | &nbsp;&nbsp;205597 |
| Ω | 4.550%, 01/15/31 |  | 500 | &nbsp;&nbsp;499011 |
| &nbsp;&nbsp;&nbsp;&nbsp;PepsiCo, Inc., SOFR + <br>0.400%, FRN | &nbsp;&nbsp;&nbsp;&nbsp;PepsiCo, Inc., SOFR + <br>0.400%, FRN |  |  |  |
| (r) | 4.194%, 02/13/26 |  | 6383 | &nbsp;&nbsp;6383651 |
| Pernod Ricard SA | Pernod Ricard SA |  |  |  |
|  | 0.125%, 10/04/29 | EUR | 1600 | &nbsp;&nbsp;1721034 |
|  | 1.750%, 04/08/30 | EUR | 1800 | &nbsp;&nbsp;2037528 |
| &nbsp;&nbsp;&nbsp;&nbsp;Pfizer, Inc., SOFR + <br>0.500%, FRN | &nbsp;&nbsp;&nbsp;&nbsp;Pfizer, Inc., SOFR + <br>0.500%, FRN |  |  |  |
| (r) | 4.271%, 11/15/27 |  | 5250 | &nbsp;&nbsp;5270862 |
| &nbsp;&nbsp;&nbsp;&nbsp;Philip Morris International, <br>Inc. | &nbsp;&nbsp;&nbsp;&nbsp;Philip Morris International, <br>Inc. |  |  |  |
|  | 4.875%, 02/13/29 |  | 500 | &nbsp;&nbsp;511892 |
| &nbsp;&nbsp;&nbsp;&nbsp;Philip Morris International, <br>Inc., SOFR + 0.830%, <br>FRN | &nbsp;&nbsp;&nbsp;&nbsp;Philip Morris International, <br>Inc., SOFR + 0.830%, <br>FRN |  |  |  |
| (r) | 4.513%, 04/28/28 |  | 10000 | &nbsp;&nbsp;10061510 |
| Phillips 66 | Phillips 66 |  |  |  |
|  | 2.150%, 12/15/30 |  | 500 | &nbsp;&nbsp;451038 |
| Phillips 66 Co. | Phillips 66 Co. |  |  |  |
|  | 3.150%, 12/15/29 |  | 300 | &nbsp;&nbsp;288856 |
| &nbsp;&nbsp;&nbsp;&nbsp;Plains All American <br>Pipeline LP/PAA Finance <br>Corp. | &nbsp;&nbsp;&nbsp;&nbsp;Plains All American <br>Pipeline LP/PAA Finance <br>Corp. |  |  |  |
|  | 3.550%, 12/15/29 |  | 400 | &nbsp;&nbsp;389624 |
| Praemia Healthcare SACA | Praemia Healthcare SACA |  |  |  |
|  | 0.875%, 11/04/29 | EUR | 6300 | &nbsp;&nbsp;6847522 |
|  | 1.375%, 09/17/30 | EUR | 2000 | &nbsp;&nbsp;2159609 |
| &nbsp;&nbsp;&nbsp;&nbsp;Principal Financial Group, <br>Inc. | &nbsp;&nbsp;&nbsp;&nbsp;Principal Financial Group, <br>Inc. |  |  |  |
|  | 3.700%, 05/15/29 |  | 200 | &nbsp;&nbsp;197228 |
| Prologis Euro Finance LLC | Prologis Euro Finance LLC |  |  |  |
|  | 3.875%, 01/31/30 | EUR | 1398 | &nbsp;&nbsp;1711785 |
| &nbsp;&nbsp;&nbsp;&nbsp;Prologis International <br>Funding II SA | &nbsp;&nbsp;&nbsp;&nbsp;Prologis International <br>Funding II SA |  |  |  |
|  | 3.625%, 03/07/30 | EUR | 620 | &nbsp;&nbsp;749298 |
| &nbsp;&nbsp;&nbsp;&nbsp;Public Storage Operating <br>Co., SOFR + 0.700%, <br>FRN | &nbsp;&nbsp;&nbsp;&nbsp;Public Storage Operating <br>Co., SOFR + 0.700%, <br>FRN |  |  |  |
| (r) | 4.366%, 04/16/27 |  | 13400 | &nbsp;&nbsp;13446226 |
| Radian Group, Inc. | Radian Group, Inc. |  |  |  |
|  | 6.200%, 05/15/29 |  | 5130 | &nbsp;&nbsp;5386827 |
| RCI Banque SA | RCI Banque SA |  |  |  |
|  | 3.375%, 07/26/29 | EUR | 12005 | &nbsp;&nbsp;14430946 |
|  | 4.875%, 10/02/29 | EUR | 15640 | &nbsp;&nbsp;19683645 |
| Realty Income Corp. | Realty Income Corp. |  |  |  |
|  | 1.875%, 01/14/27 | GBP | 2000 | &nbsp;&nbsp;2677045 |
|  | 4.700%, 12/15/28 |  | 400 | &nbsp;&nbsp;407450 |
| &nbsp;&nbsp;&nbsp;&nbsp;Reckitt Benckiser Treasury <br>Services PLC | &nbsp;&nbsp;&nbsp;&nbsp;Reckitt Benckiser Treasury <br>Services PLC |  |  |  |
|  | 3.625%, 06/20/29 | EUR | 8401 | &nbsp;&nbsp;10246161 |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  |  | **Face**<br>**Amount^**<br>| **Value†** |
|  |  |  | **(000)** |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Reinsurance Group of <br>America, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;Reinsurance Group of <br>America, Inc. |  |  |  |
|  | 3.900%, 05/15/29 |  | 200 | &nbsp;&nbsp;$198337 |
| &nbsp;&nbsp;&nbsp;&nbsp;Republic of Italy <br>Government <br>International Bonds | &nbsp;&nbsp;&nbsp;&nbsp;Republic of Italy <br>Government <br>International Bonds |  |  |  |
|  | 1.250%, 02/17/26 |  | 31361 | &nbsp;&nbsp;31321642 |
| Revvity, Inc. | Revvity, Inc. |  |  |  |
|  | 3.300%, 09/15/29 |  | 520 | &nbsp;&nbsp;502104 |
| &nbsp;&nbsp;&nbsp;&nbsp;Richemont International <br>Holding SA | &nbsp;&nbsp;&nbsp;&nbsp;Richemont International <br>Holding SA |  |  |  |
|  | 1.500%, 03/26/30 | EUR | 440 | &nbsp;&nbsp;494699 |
| &nbsp;&nbsp;&nbsp;&nbsp;Rio Tinto Finance USA <br>PLC, SOFR + 0.840%, <br>FRN | &nbsp;&nbsp;&nbsp;&nbsp;Rio Tinto Finance USA <br>PLC, SOFR + 0.840%, <br>FRN |  |  |  |
| #(r) | 4.524%, 03/14/28 |  | 3400 | &nbsp;&nbsp;3427769 |
| &nbsp;&nbsp;&nbsp;&nbsp;Roche Holdings, Inc., <br>SOFR + 0.740%, FRN | &nbsp;&nbsp;&nbsp;&nbsp;Roche Holdings, Inc., <br>SOFR + 0.740%, FRN |  |  |  |
| (r)Ω | 4.529%, 11/13/26 |  | 10410 | &nbsp;&nbsp;10460117 |
| &nbsp;&nbsp;&nbsp;&nbsp;Rogers Communications, <br>Inc. | &nbsp;&nbsp;&nbsp;&nbsp;Rogers Communications, <br>Inc. |  |  |  |
|  | 3.250%, 05/01/29 | CAD | 3700 | &nbsp;&nbsp;2709765 |
| Royal Bank of Canada | Royal Bank of Canada |  |  |  |
|  | 2.125%, 04/26/29 | EUR | 890 | &nbsp;&nbsp;1035595 |
| &nbsp;&nbsp;&nbsp;&nbsp;Royal Bank of Canada, <br>SOFR + 0.570%, FRN | &nbsp;&nbsp;&nbsp;&nbsp;Royal Bank of Canada, <br>SOFR + 0.570%, FRN |  |  |  |
| (r) | 4.237%, 04/27/26 |  | 8500 | &nbsp;&nbsp;8509035 |
| &nbsp;&nbsp;&nbsp;&nbsp;Royal Bank of Canada, <br>SOFR + 0.950%, FRN | &nbsp;&nbsp;&nbsp;&nbsp;Royal Bank of Canada, <br>SOFR + 0.950%, FRN |  |  |  |
| (r) | 4.616%, 01/19/27 |  | 3700 | &nbsp;&nbsp;3722917 |
| Royalty Pharma PLC | Royalty Pharma PLC |  |  |  |
|  | 5.150%, 09/02/29 |  | 5400 | &nbsp;&nbsp;5561747 |
| RTX Corp. | RTX Corp. |  |  |  |
|  | 2.150%, 05/18/30 | EUR | 6817 | &nbsp;&nbsp;7816821 |
| Ryder System, Inc. | Ryder System, Inc. |  |  |  |
|  | 4.300%, 06/15/27 |  | 283 | &nbsp;&nbsp;283977 |
|  | 4.950%, 09/01/29 |  | 200 | &nbsp;&nbsp;204515 |
| Sandoz Finance BV | Sandoz Finance BV |  |  |  |
|  | 3.250%, 09/12/29 | EUR | 2000 | &nbsp;&nbsp;2401132 |
|  | 4.220%, 04/17/30 | EUR | 11500 | &nbsp;&nbsp;14300054 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sanofi SA, SOFR + <br>0.540%, FRN | &nbsp;&nbsp;&nbsp;&nbsp;Sanofi SA, SOFR + <br>0.540%, FRN |  |  |  |
| (r) | 4.382%, 11/03/28 |  | 6700 | &nbsp;&nbsp;6737021 |
| Santander U.K. PLC | Santander U.K. PLC |  |  |  |
|  | 3.346%, 03/25/30 | EUR | 12900 | &nbsp;&nbsp;15542362 |
| SBAB Bank AB | SBAB Bank AB |  |  |  |
|  | 3.250%, 02/06/30 | EUR | 4400 | &nbsp;&nbsp;5306038 |
| &nbsp;&nbsp;&nbsp;&nbsp;Securitas Treasury Ireland <br>DAC | &nbsp;&nbsp;&nbsp;&nbsp;Securitas Treasury Ireland <br>DAC |  |  |  |
|  | 3.875%, 02/23/30 | EUR | 12577 | &nbsp;&nbsp;15383292 |
| SELP Finance SARL | SELP Finance SARL |  |  |  |
|  | 0.875%, 05/27/29 | EUR | 11640 | &nbsp;&nbsp;12900275 |
| Sempra | Sempra |  |  |  |
|  | 5.400%, 08/01/26 |  | 280 | &nbsp;&nbsp;281625 |
| &nbsp;&nbsp;&nbsp;&nbsp;Shell Finance U.S., Inc., <br>SOFR + 0.780%, FRN | &nbsp;&nbsp;&nbsp;&nbsp;Shell Finance U.S., Inc., <br>SOFR + 0.780%, FRN |  |  |  |
| (r) | 4.594%, 11/06/30 |  | 52000 | &nbsp;&nbsp;52247520 |

---

------

**DFA Short-Term Extended Quality Portfolio**

**CONTINUED**

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  |  | **Face**<br>**Amount^**<br>| **Value†** |
|  |  |  | **(000)** |  |
| Sika Capital BV | Sika Capital BV |  |  |  |
|  | 3.750%, 05/03/30 | EUR | 2070 | &nbsp;&nbsp;$2531235 |
| Simon Property Group LP | Simon Property Group LP |  |  |  |
|  | 2.450%, 09/13/29 |  | 400 | &nbsp;&nbsp;378404 |
| Sixt SE | Sixt SE |  |  |  |
|  | 3.250%, 01/22/30 | EUR | 3350 | &nbsp;&nbsp;4008398 |
| &nbsp;&nbsp;&nbsp;&nbsp;Skandinaviska Enskilda <br>Banken AB | &nbsp;&nbsp;&nbsp;&nbsp;Skandinaviska Enskilda <br>Banken AB |  |  |  |
|  | 0.625%, 11/12/29 | EUR | 1030 | &nbsp;&nbsp;1124400 |
| &nbsp;&nbsp;&nbsp;&nbsp;Skandinaviska Enskilda <br>Banken AB, SOFR + <br>0.890%, FRN | &nbsp;&nbsp;&nbsp;&nbsp;Skandinaviska Enskilda <br>Banken AB, SOFR + <br>0.890%, FRN |  |  |  |
| (r)Ω | 4.599%, 03/05/27 |  | 10000 | &nbsp;&nbsp;10056715 |
| Snam SpA | Snam SpA |  |  |  |
|  | 4.000%, 11/27/29 | EUR | 9696 | &nbsp;&nbsp;11943833 |
| Societe Generale SA | Societe Generale SA |  |  |  |
| Ω | 4.000%, 01/12/27 |  | 4000 | &nbsp;&nbsp;3997782 |
|  | 1.750%, 03/22/29 | EUR | 1500 | &nbsp;&nbsp;1718148 |
|  | 0.875%, 09/24/29 | EUR | 4100 | &nbsp;&nbsp;4514804 |
|  | 1.250%, 06/12/30 | EUR | 4000 | &nbsp;&nbsp;4398239 |
| &nbsp;&nbsp;&nbsp;&nbsp;Southwestern Electric <br>Power Co. | &nbsp;&nbsp;&nbsp;&nbsp;Southwestern Electric <br>Power Co. |  |  |  |
|  | 1.650%, 03/15/26 |  | 27460 | &nbsp;&nbsp;27385866 |
| SSE PLC | SSE PLC |  |  |  |
|  | 2.875%, 08/01/29 | EUR | 800 | &nbsp;&nbsp;950546 |
| &nbsp;&nbsp;&nbsp;&nbsp;State Street Corp., SOFR <br>+ 0.640%, FRN | &nbsp;&nbsp;&nbsp;&nbsp;State Street Corp., SOFR <br>+ 0.640%, FRN |  |  |  |
| (r) | 4.306%, 10/22/27 |  | 5320 | &nbsp;&nbsp;5346044 |
| &nbsp;&nbsp;&nbsp;&nbsp;State Street Corp., SOFR <br>+ 0.845%, FRN | &nbsp;&nbsp;&nbsp;&nbsp;State Street Corp., SOFR <br>+ 0.845%, FRN |  |  |  |
| (r) | 4.664%, 08/03/26 |  | 18500 | &nbsp;&nbsp;18546302 |
| Statnett SF | Statnett SF |  |  |  |
|  | 1.250%, 04/26/30 | EUR | 5200 | &nbsp;&nbsp;5766218 |
| Stedin Holding NV | Stedin Holding NV |  |  |  |
|  | 0.500%, 11/14/29 | EUR | 2950 | &nbsp;&nbsp;3217335 |
|  | 2.375%, 06/03/30 | EUR | 3500 | &nbsp;&nbsp;4059001 |
| Stora Enso OYJ | Stora Enso OYJ |  |  |  |
|  | 4.250%, 09/01/29 | EUR | 3680 | &nbsp;&nbsp;4526692 |
| Stryker Corp. | Stryker Corp. |  |  |  |
|  | 3.500%, 03/15/26 |  | 2600 | &nbsp;&nbsp;2598733 |
| Suez SACA | Suez SACA |  |  |  |
|  | 2.375%, 05/24/30 | EUR | 10900 | &nbsp;&nbsp;12559152 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sumitomo Mitsui Financial <br>Group, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;Sumitomo Mitsui Financial <br>Group, Inc. |  |  |  |
|  | 0.632%, 10/23/29 | EUR | 5560 | &nbsp;&nbsp;6087624 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sumitomo Mitsui Financial <br>Group, Inc., SOFR + <br>1.050%, FRN | &nbsp;&nbsp;&nbsp;&nbsp;Sumitomo Mitsui Financial <br>Group, Inc., SOFR + <br>1.050%, FRN |  |  |  |
| (r) | 4.708%, 04/15/30 |  | 2500 | &nbsp;&nbsp;2515450 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sumitomo Mitsui Financial <br>Group, Inc., SOFR + <br>1.170%, FRN | &nbsp;&nbsp;&nbsp;&nbsp;Sumitomo Mitsui Financial <br>Group, Inc., SOFR + <br>1.170%, FRN |  |  |  |
| (r) | 4.832%, 07/09/29 |  | 2300 | &nbsp;&nbsp;2327558 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sumitomo Mitsui Financial <br>Group, Inc., SOFR + <br>1.300%, FRN | &nbsp;&nbsp;&nbsp;&nbsp;Sumitomo Mitsui Financial <br>Group, Inc., SOFR + <br>1.300%, FRN |  |  |  |
| (r) | 4.958%, 07/13/26 |  | 890 | &nbsp;&nbsp;894031 |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  |  | **Face**<br>**Amount^**<br>| **Value†** |
|  |  |  | **(000)** |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Sumitomo Mitsui Trust <br>Bank Ltd., SOFR + <br>0.750%, FRN | &nbsp;&nbsp;&nbsp;&nbsp;Sumitomo Mitsui Trust <br>Bank Ltd., SOFR + <br>0.750%, FRN |  |  |  |
| (r)Ω | 4.452%, 09/11/28 |  | 2550 | &nbsp;&nbsp;$2559563 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sumitomo Mitsui Trust <br>Bank Ltd., SOFR + <br>1.120%, FRN | &nbsp;&nbsp;&nbsp;&nbsp;Sumitomo Mitsui Trust <br>Bank Ltd., SOFR + <br>1.120%, FRN |  |  |  |
| (r)Ω | 4.830%, 03/09/26 |  | 10000 | &nbsp;&nbsp;10009100 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sumitomo Mitsui Trust <br>Bank Ltd., SOFR + <br>1.150%, FRN | &nbsp;&nbsp;&nbsp;&nbsp;Sumitomo Mitsui Trust <br>Bank Ltd., SOFR + <br>1.150%, FRN |  |  |  |
| (r)Ω | 4.839%, 09/14/26 |  | 6000 | &nbsp;&nbsp;6029421 |
| &nbsp;&nbsp;&nbsp;&nbsp;Svensk Exportkredit AB, <br>SOFR + 0.370%, FRN | &nbsp;&nbsp;&nbsp;&nbsp;Svensk Exportkredit AB, <br>SOFR + 0.370%, FRN |  |  |  |
| (r) | 4.152%, 11/21/29 |  | 30000 | &nbsp;&nbsp;30058741 |
| &nbsp;&nbsp;&nbsp;&nbsp;Svensk Exportkredit AB, <br>SOFR + 1.000%, FRN | &nbsp;&nbsp;&nbsp;&nbsp;Svensk Exportkredit AB, <br>SOFR + 1.000%, FRN |  |  |  |
| (r) | 4.863%, 08/03/26 |  | 28980 | &nbsp;&nbsp;29098096 |
| (r) | 4.849%, 05/05/27 |  | 28500 | &nbsp;&nbsp;28764688 |
| &nbsp;&nbsp;&nbsp;&nbsp;Svenska Handelsbanken <br>AB | &nbsp;&nbsp;&nbsp;&nbsp;Svenska Handelsbanken <br>AB |  |  |  |
|  | 1.375%, 02/23/29 | EUR | 900 | &nbsp;&nbsp;1025391 |
| &nbsp;&nbsp;&nbsp;&nbsp;Svenska Handelsbanken <br>AB, SOFR + 1.250%, <br>FRN | &nbsp;&nbsp;&nbsp;&nbsp;Svenska Handelsbanken <br>AB, SOFR + 1.250%, <br>FRN |  |  |  |
| (r)Ω | 4.934%, 06/15/26 |  | 22350 | &nbsp;&nbsp;22439244 |
| (r) | 4.934%, 06/15/26 |  | 13000 | &nbsp;&nbsp;13051909 |
| Swedbank AB | Swedbank AB |  |  |  |
|  | 2.875%, 04/30/29 | EUR | 3300 | &nbsp;&nbsp;3924141 |
|  | 3.250%, 09/24/29 | EUR | 3140 | &nbsp;&nbsp;3773313 |
| Swiss Life Finance I AG | Swiss Life Finance I AG |  |  |  |
|  | 3.250%, 08/31/29 | EUR | 2600 | &nbsp;&nbsp;3116985 |
| Synchrony Financial | Synchrony Financial |  |  |  |
|  | 5.150%, 03/19/29 |  | 5300 | &nbsp;&nbsp;5380185 |
| Tele2 AB | Tele2 AB |  |  |  |
|  | 3.750%, 11/22/29 | EUR | 2232 | &nbsp;&nbsp;2713395 |
| Telefonica Emisiones SA | Telefonica Emisiones SA |  |  |  |
|  | 0.664%, 02/03/30 | EUR | 200 | &nbsp;&nbsp;217119 |
| Telstra Group Ltd. | Telstra Group Ltd. |  |  |  |
|  | 1.000%, 04/23/30 | EUR | 500 | &nbsp;&nbsp;549308 |
| &nbsp;&nbsp;&nbsp;&nbsp;Temasek Financial I Ltd., <br>SOFR + 0.380%, FRN | &nbsp;&nbsp;&nbsp;&nbsp;Temasek Financial I Ltd., <br>SOFR + 0.380%, FRN |  |  |  |
| (r)Ω | 4.165%, 08/20/27 |  | 8920 | &nbsp;&nbsp;8926202 |
| Teollisuuden Voima OYJ | Teollisuuden Voima OYJ |  |  |  |
|  | 4.750%, 06/01/30 | EUR | 4590 | &nbsp;&nbsp;5785124 |
| Terega SA | Terega SA |  |  |  |
|  | 0.875%, 09/17/30 | EUR | 2700 | &nbsp;&nbsp;2884363 |
| &nbsp;&nbsp;&nbsp;&nbsp;Terna - Rete Elettrica <br>Nazionale | &nbsp;&nbsp;&nbsp;&nbsp;Terna - Rete Elettrica <br>Nazionale |  |  |  |
|  | 1.000%, 10/11/28 | EUR | 770 | &nbsp;&nbsp;875404 |
| T-Mobile USA, Inc. | T-Mobile USA, Inc. |  |  |  |
|  | 1.500%, 02/15/26 |  | 3461 | &nbsp;&nbsp;3457085 |
|  | 4.200%, 10/01/29 |  | 156 | &nbsp;&nbsp;156444 |
| Toronto-Dominion Bank | Toronto-Dominion Bank |  |  |  |
|  | 1.200%, 06/03/26 |  | 31440 | &nbsp;&nbsp;31164339 |

---

------

**DFA Short-Term Extended Quality Portfolio**

**CONTINUED**

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  |  | **Face**<br>**Amount^**<br>| **Value†** |
|  |  |  | **(000)** |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Toronto-Dominion Bank, <br>SOFR + 0.590%, FRN | &nbsp;&nbsp;&nbsp;&nbsp;Toronto-Dominion Bank, <br>SOFR + 0.590%, FRN |  |  |  |
| (r) | 4.284%, 09/10/26 |  | 3995 | &nbsp;&nbsp;$4003909 |
| &nbsp;&nbsp;&nbsp;&nbsp;Toronto-Dominion Bank, <br>SOFR + 0.730%, FRN | &nbsp;&nbsp;&nbsp;&nbsp;Toronto-Dominion Bank, <br>SOFR + 0.730%, FRN |  |  |  |
| (r) | 4.405%, 04/05/27 |  | 9000 | &nbsp;&nbsp;9038680 |
| &nbsp;&nbsp;&nbsp;&nbsp;Toronto-Dominion Bank, <br>SOFR + 1.080%, FRN | &nbsp;&nbsp;&nbsp;&nbsp;Toronto-Dominion Bank, <br>SOFR + 1.080%, FRN |  |  |  |
| (r) | 4.746%, 07/17/26 |  | 7205 | &nbsp;&nbsp;7232307 |
| &nbsp;&nbsp;&nbsp;&nbsp;Toyota Finance Australia <br>Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;Toyota Finance Australia <br>Ltd. |  |  |  |
|  | 3.386%, 03/18/30 | EUR | 9800 | &nbsp;&nbsp;11842778 |
| Toyota Motor Credit Corp. | Toyota Motor Credit Corp. |  |  |  |
|  | 4.650%, 01/05/29 |  | 400 | &nbsp;&nbsp;407945 |
|  | 4.950%, 01/09/30 |  | 400 | &nbsp;&nbsp;411998 |
| &nbsp;&nbsp;&nbsp;&nbsp;Toyota Motor Credit Corp., <br>SOFR + 0.650%, FRN | &nbsp;&nbsp;&nbsp;&nbsp;Toyota Motor Credit Corp., <br>SOFR + 0.650%, FRN |  |  |  |
| (r) | 4.332%, 03/19/27 |  | 11400 | &nbsp;&nbsp;11448133 |
| &nbsp;&nbsp;&nbsp;&nbsp;Toyota Motor Credit Corp., <br>SOFR + 0.890%, FRN | &nbsp;&nbsp;&nbsp;&nbsp;Toyota Motor Credit Corp., <br>SOFR + 0.890%, FRN |  |  |  |
| (r) | 4.672%, 05/18/26 |  | 14372 | &nbsp;&nbsp;14402906 |
| &nbsp;&nbsp;&nbsp;&nbsp;Traton Finance <br>Luxembourg SA | &nbsp;&nbsp;&nbsp;&nbsp;Traton Finance <br>Luxembourg SA |  |  |  |
|  | 3.750%, 03/27/30 | EUR | 10400 | &nbsp;&nbsp;12606684 |
| UBS AG | UBS AG |  |  |  |
|  | 0.010%, 03/31/26 | EUR | 5320 | &nbsp;&nbsp;6286645 |
| UBS Group AG | UBS Group AG |  |  |  |
|  | 4.125%, 04/15/26 |  | 4000 | &nbsp;&nbsp;4002389 |
| Ω | 4.125%, 04/15/26 |  | 4590 | &nbsp;&nbsp;4592741 |
|  | 4.550%, 04/17/26 |  | 1638 | &nbsp;&nbsp;1640577 |
| &nbsp;&nbsp;&nbsp;&nbsp;Unibail-Rodamco-Westfield <br>SE | &nbsp;&nbsp;&nbsp;&nbsp;Unibail-Rodamco-Westfield <br>SE |  |  |  |
|  | 3.500%, 09/11/29 | EUR | 1000 | &nbsp;&nbsp;1209969 |
|  | 1.375%, 04/15/30 | EUR | 2913 | &nbsp;&nbsp;3232496 |
| UnitedHealth Group, Inc. | UnitedHealth Group, Inc. |  |  |  |
|  | 3.875%, 12/15/28 |  | 155 | &nbsp;&nbsp;154718 |
|  | 4.250%, 01/15/29 |  | 250 | &nbsp;&nbsp;251663 |
|  | 2.875%, 08/15/29 |  | 400 | &nbsp;&nbsp;384467 |
| &nbsp;&nbsp;&nbsp;&nbsp;UnitedHealth Group, Inc., <br>SOFR + 0.500%, FRN | &nbsp;&nbsp;&nbsp;&nbsp;UnitedHealth Group, Inc., <br>SOFR + 0.500%, FRN |  |  |  |
| (r) | 4.166%, 07/15/26 |  | 5172 | &nbsp;&nbsp;5180210 |
| Utah Acquisition Sub, Inc. | Utah Acquisition Sub, Inc. |  |  |  |
|  | 3.950%, 06/15/26 |  | 8318 | &nbsp;&nbsp;8310086 |
| Var Energi ASA | Var Energi ASA |  |  |  |
|  | 5.500%, 05/04/29 | EUR | 1110 | &nbsp;&nbsp;1403500 |
| Veolia Environnement SA | Veolia Environnement SA |  |  |  |
|  | 1.940%, 01/07/30 | EUR | 5400 | &nbsp;&nbsp;6165463 |
| &nbsp;&nbsp;&nbsp;&nbsp;Verizon Communications, <br>Inc. | &nbsp;&nbsp;&nbsp;&nbsp;Verizon Communications, <br>Inc. |  |  |  |
|  | 3.875%, 02/08/29 |  | 500 | &nbsp;&nbsp;498361 |
|  | 0.375%, 03/22/29 | EUR | 1000 | &nbsp;&nbsp;1101862 |
|  | 1.875%, 10/26/29 | EUR | 3782 | &nbsp;&nbsp;4333986 |
| Videotron Ltd. | Videotron Ltd. |  |  |  |
|  | 4.650%, 07/15/29 | CAD | 3500 | &nbsp;&nbsp;2674564 |
| Vier Gas Transport GmbH | Vier Gas Transport GmbH |  |  |  |
|  | 0.125%, 09/10/29 | EUR | 4300 | &nbsp;&nbsp;4625405 |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  |  | **Face**<br>**Amount^**<br>| **Value†** |
|  |  |  | **(000)** |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Volkswagen Financial <br>Services AG | &nbsp;&nbsp;&nbsp;&nbsp;Volkswagen Financial <br>Services AG |  |  |  |
|  | 3.625%, 05/19/29 | EUR | 2600 | &nbsp;&nbsp;$3146278 |
| &nbsp;&nbsp;&nbsp;&nbsp;Volkswagen Group of <br>America Finance LLC | &nbsp;&nbsp;&nbsp;&nbsp;Volkswagen Group of <br>America Finance LLC |  |  |  |
| Ω | 4.950%, 08/15/29 |  | 4400 | &nbsp;&nbsp;4468752 |
|  | 4.950%, 08/15/29 |  | 5000 | &nbsp;&nbsp;5078128 |
| Volvo Treasury AB | Volvo Treasury AB |  |  |  |
|  | 3.125%, 02/08/29 | EUR | 800 | &nbsp;&nbsp;960577 |
|  | 3.125%, 08/26/29 | EUR | 4220 | &nbsp;&nbsp;5056075 |
| Vonovia SE | Vonovia SE |  |  |  |
|  | 1.000%, 07/09/30 | EUR | 2400 | &nbsp;&nbsp;2607804 |
| &nbsp;&nbsp;&nbsp;&nbsp;Walmart, Inc., SOFR + <br>0.430%, FRN | &nbsp;&nbsp;&nbsp;&nbsp;Walmart, Inc., SOFR + <br>0.430%, FRN |  |  |  |
| (r) | 4.096%, 04/28/27 |  | 5600 | &nbsp;&nbsp;5624696 |
| Waste Management, Inc. | Waste Management, Inc. |  |  |  |
|  | 2.000%, 06/01/29 |  | 400 | &nbsp;&nbsp;375292 |
| WEA Finance LLC | WEA Finance LLC |  |  |  |
| Ω | 4.125%, 09/20/28 |  | 1700 | &nbsp;&nbsp;1687775 |
| Wells Fargo & Co. | Wells Fargo & Co. |  |  |  |
|  | 0.625%, 03/25/30 | EUR | 380 | &nbsp;&nbsp;410481 |
| &nbsp;&nbsp;&nbsp;&nbsp;Wells Fargo Bank NA, <br>SOFR + 1.060%, FRN | &nbsp;&nbsp;&nbsp;&nbsp;Wells Fargo Bank NA, <br>SOFR + 1.060%, FRN |  |  |  |
| (r) | 4.870%, 08/07/26 |  | 1310 | &nbsp;&nbsp;1314755 |
| &nbsp;&nbsp;&nbsp;&nbsp;Wells Fargo Bank NA, <br>SOFR + 1.070%, FRN | &nbsp;&nbsp;&nbsp;&nbsp;Wells Fargo Bank NA, <br>SOFR + 1.070%, FRN |  |  |  |
| (r) | 4.760%, 12/11/26 |  | 8360 | &nbsp;&nbsp;8414531 |
| Werfen SA | Werfen SA |  |  |  |
|  | 4.250%, 05/03/30 | EUR | 6500 | &nbsp;&nbsp;8008311 |
| Western Union Co. | Western Union Co. |  |  |  |
|  | 1.350%, 03/15/26 |  | 55086 | &nbsp;&nbsp;54901426 |
| Westlake Corp. | Westlake Corp. |  |  |  |
|  | 1.625%, 07/17/29 | EUR | 4169 | &nbsp;&nbsp;4720351 |
| &nbsp;&nbsp;&nbsp;&nbsp;Westpac Banking Corp., <br>3M Swap + 0.750%, <br>FRN | &nbsp;&nbsp;&nbsp;&nbsp;Westpac Banking Corp., <br>3M Swap + 0.750%, <br>FRN |  |  |  |
| (r) | 4.395%, 08/10/26 | AUD | 9700 | &nbsp;&nbsp;6769120 |
| &nbsp;&nbsp;&nbsp;&nbsp;Westpac Banking Corp., <br>3M Swap + 0.930%, <br>FRN | &nbsp;&nbsp;&nbsp;&nbsp;Westpac Banking Corp., <br>3M Swap + 0.930%, <br>FRN |  |  |  |
| (r) | 4.658%, 09/19/28 | AUD | 7300 | &nbsp;&nbsp;5131191 |
| &nbsp;&nbsp;&nbsp;&nbsp;Westpac Banking Corp., <br>3M Swap + 0.980%, <br>FRN | &nbsp;&nbsp;&nbsp;&nbsp;Westpac Banking Corp., <br>3M Swap + 0.980%, <br>FRN |  |  |  |
| (r) | 4.633%, 02/16/28 | AUD | 39300 | &nbsp;&nbsp;27636945 |
| &nbsp;&nbsp;&nbsp;&nbsp;Westpac Banking Corp., <br>3M Swap + 1.230%, <br>FRN | &nbsp;&nbsp;&nbsp;&nbsp;Westpac Banking Corp., <br>3M Swap + 1.230%, <br>FRN |  |  |  |
| (r) | 4.871%, 11/11/27 | AUD | 12300 | &nbsp;&nbsp;8674741 |
| &nbsp;&nbsp;&nbsp;&nbsp;Westpac Banking Corp., <br>SOFR + 0.820%, FRN | &nbsp;&nbsp;&nbsp;&nbsp;Westpac Banking Corp., <br>SOFR + 0.820%, FRN |  |  |  |
| (r) | 4.488%, 07/01/30 |  | 5794 | &nbsp;&nbsp;5850468 |
| Williams Cos., Inc. | Williams Cos., Inc. |  |  |  |
|  | 5.400%, 03/02/26 |  | 900 | &nbsp;&nbsp;901263 |
|  | 4.800%, 11/15/29 |  | 260 | &nbsp;&nbsp;265150 |

---

------

**DFA Short-Term Extended Quality Portfolio**

**CONTINUED**

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  |  | **Face**<br>**Amount^**<br>| **Value†** |
|  |  |  | **(000)** |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Wisconsin Power & Light <br>Co. | &nbsp;&nbsp;&nbsp;&nbsp;Wisconsin Power & Light <br>Co. |  |  |  |
|  | 3.000%, 07/01/29 |  | 2795 | &nbsp;&nbsp;$2700124 |
| Woodside Finance Ltd. | Woodside Finance Ltd. |  |  |  |
|  | 5.400%, 05/19/30 |  | 4749 | &nbsp;&nbsp;4886684 |
| WP Carey, Inc. | WP Carey, Inc. |  |  |  |
|  | 3.850%, 07/15/29 |  | 5900 | &nbsp;&nbsp;5838788 |
| WPC Eurobond BV | WPC Eurobond BV |  |  |  |
|  | 0.950%, 06/01/30 | EUR | 18688 | &nbsp;&nbsp;20253372 |
| WPP Finance 2013 | WPP Finance 2013 |  |  |  |
|  | 3.625%, 09/12/29 | EUR | 5924 | &nbsp;&nbsp;7103388 |
| TOTAL BONDS | TOTAL BONDS |  |  | &nbsp;&nbsp;4468932859 |
| U.S. TREASURY OBLIGATIONS — (0.5%) | U.S. TREASURY OBLIGATIONS — (0.5%) | U.S. TREASURY OBLIGATIONS — (0.5%) | U.S. TREASURY OBLIGATIONS — (0.5%) | U.S. TREASURY OBLIGATIONS — (0.5%) |
| &nbsp;&nbsp;&nbsp;&nbsp;U.S. Treasury Notes, 3M <br>USTMMR + 0.160%, <br>FRN | &nbsp;&nbsp;&nbsp;&nbsp;U.S. Treasury Notes, 3M <br>USTMMR + 0.160%, <br>FRN |  |  |  |
| (r) | 3.773%, 04/30/27 |  | 10000 | &nbsp;&nbsp;10012537 |
| &nbsp;&nbsp;&nbsp;&nbsp;U.S. Treasury Notes, 3M <br>USTMMR + 0.190%, <br>FRN | &nbsp;&nbsp;&nbsp;&nbsp;U.S. Treasury Notes, 3M <br>USTMMR + 0.190%, <br>FRN |  |  |  |
| (r) | 3.803%, 10/31/27 |  | 18500 | &nbsp;&nbsp;18531365 |
| &nbsp;&nbsp;&nbsp;&nbsp;TOTAL U.S. TREASURY <br>OBLIGATIONS | &nbsp;&nbsp;&nbsp;&nbsp;TOTAL U.S. TREASURY <br>OBLIGATIONS |  |  | &nbsp;&nbsp;28543902 |

---

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

---

| | | |
|:---|:---|:---|
| COMMERCIAL PAPER — (19.1%) | COMMERCIAL PAPER — (19.1%) | COMMERCIAL PAPER — (19.1%) |
| AES Corp. |  |  |
| 4.163%, 03/04/26 | 13000 | &nbsp;&nbsp;12950391 |
| &nbsp;&nbsp;&nbsp;&nbsp;Amcor Flexibles North <br>America, Inc. |  |  |
| 3.875%, 02/11/26 | 15000 | &nbsp;&nbsp;14980431 |
| Avangrid, Inc. |  |  |
| 3.864%, 03/26/26 | 7500 | &nbsp;&nbsp;7456134 |
| Becton Dickinson & Co. |  |  |
| 3.813%, 02/09/26 | 4000 | &nbsp;&nbsp;3995787 |
| BNG Bank NV |  |  |
| 3.731%, 04/30/26 | 10000 | &nbsp;&nbsp;9908375 |
| &nbsp;&nbsp;&nbsp;&nbsp;Caisse des Depots et <br>Consignations |  |  |
| 4.069%, 02/10/26 | 22500 | &nbsp;&nbsp;22474858 |
| 4.003%, 02/06/26 | 14000 | &nbsp;&nbsp;13990064 |
| Charles Schwab Corp. |  |  |
| 3.946%, 06/12/26 | 12000 | &nbsp;&nbsp;11835967 |
| &nbsp;&nbsp;&nbsp;&nbsp;Chevron Phillips Chemical <br>Co. LLC |  |  |
| 3.980%, 02/18/26 | 15800 | &nbsp;&nbsp;15768305 |
| 3.972%, 03/17/26 | 6000 | &nbsp;&nbsp;5970637 |
| Cisco Systems, Inc. |  |  |
| 3.742%, 06/12/26 | 10000 | &nbsp;&nbsp;9866901 |
| DNB Bank ASA |  |  |
| 3.798%, 07/14/26 | 15000 | &nbsp;&nbsp;14748519 |
| Duke Energy Corp. |  |  |
| 3.867%, 02/10/26 | 1500 | &nbsp;&nbsp;1498301 |
| Enbridge U.S., Inc. |  |  |
| 3.866%, 02/09/26 | 10000 | &nbsp;&nbsp;9989467 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Face**<br>**Amount^**<br>| **Value†** |
|  |  | **(000)** |  |
| Enel Finance America LLC | Enel Finance America LLC |  |  |
| Ω | 4.201%, 02/06/26 | 10000 | &nbsp;&nbsp;$9992592 |
| Ω | 4.187%, 03/06/26 | 2150 | &nbsp;&nbsp;2141970 |
| Ω | 3.936%, 03/27/26 | 12750 | &nbsp;&nbsp;12673959 |
| ERAC USA Finance LLC | ERAC USA Finance LLC |  |  |
| Ω | 3.882%, 02/12/26 | 23250 | &nbsp;&nbsp;23217499 |
| ERP Operating LP | ERP Operating LP |  |  |
| Ω | 3.970%, 02/17/26 | 16380 | &nbsp;&nbsp;16348690 |
| European Investment Bank | European Investment Bank |  |  |
|  | 3.924%, 02/17/26 | 40000 | &nbsp;&nbsp;39926816 |
| &nbsp;&nbsp;&nbsp;&nbsp;General Motors Financial <br>Co., Inc. | &nbsp;&nbsp;&nbsp;&nbsp;General Motors Financial <br>Co., Inc. |  |  |
| Ω | 4.281%, 05/13/26 | 6000 | &nbsp;&nbsp;5931871 |
| Glencore Funding LLC | Glencore Funding LLC |  |  |
| Ω | 3.945%, 02/27/26 | 1750 | &nbsp;&nbsp;1744654 |
| &nbsp;&nbsp;&nbsp;&nbsp;Harley-Davidson Financial <br>Services, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;Harley-Davidson Financial <br>Services, Inc. |  |  |
| Ω | 4.355%, 03/03/26 | 15250 | &nbsp;&nbsp;15195579 |
| Ω | 4.408%, 03/03/26 | 3000 | &nbsp;&nbsp;2989294 |
| HCA, Inc. | HCA, Inc. |  |  |
| Ω | 4.202%, 02/05/26 | 8500 | &nbsp;&nbsp;8494254 |
| &nbsp;&nbsp;&nbsp;&nbsp;Honeywell International, <br>Inc. | &nbsp;&nbsp;&nbsp;&nbsp;Honeywell International, <br>Inc. |  |  |
| Ω | 4.019%, 03/20/26 | 10000 | &nbsp;&nbsp;9948672 |
| Ω | 3.800%, 04/16/26 | 1500 | &nbsp;&nbsp;1488136 |
| ITC Holdings Corp. | ITC Holdings Corp. |  |  |
| Ω | 4.223%, 02/24/26 | 6000 | &nbsp;&nbsp;5983975 |
| &nbsp;&nbsp;&nbsp;&nbsp;Kreditanstalt fuer <br>Wiederaufbau | &nbsp;&nbsp;&nbsp;&nbsp;Kreditanstalt fuer <br>Wiederaufbau |  |  |
| Ω | 3.745%, 04/23/26 | 25000 | &nbsp;&nbsp;24790597 |
| Ω | 3.769%, 07/27/26 | 20000 | &nbsp;&nbsp;19644000 |
| Lseg U.S. Fin Corp. | Lseg U.S. Fin Corp. |  |  |
|  | 4.022%, 03/11/26 | 8000 | &nbsp;&nbsp;7965837 |
|  | 3.984%, 03/19/26 | 40000 | &nbsp;&nbsp;39795092 |
|  | 3.899%, 04/21/26 | 1800 | &nbsp;&nbsp;1784531 |
| Macquarie Group Ltd. | Macquarie Group Ltd. |  |  |
|  | 4.180%, 02/12/26 | 15000 | &nbsp;&nbsp;14979397 |
|  | 0.100%, 02/23/26 | 12000 | &nbsp;&nbsp;11969255 |
|  | 4.158%, 03/23/26 | 6000 | &nbsp;&nbsp;5966437 |
| McCormick & Co., Inc. | McCormick & Co., Inc. |  |  |
| Ω | 3.882%, 02/27/26 | 5000 | &nbsp;&nbsp;4985010 |
| &nbsp;&nbsp;&nbsp;&nbsp;NextEra Energy Capital <br>Holdings, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;NextEra Energy Capital <br>Holdings, Inc. |  |  |
| Ω | 3.907%, 03/03/26 | 1587 | &nbsp;&nbsp;1581552 |
| Ω | 3.855%, 03/06/26 | 5000 | &nbsp;&nbsp;4981212 |
| Nordea Bank Abp | Nordea Bank Abp |  |  |
| Ω | 3.780%, 07/27/26 | 20000 | &nbsp;&nbsp;19635818 |
| NRW Bank | NRW Bank |  |  |
| Ω | 3.741%, 04/30/26 | 30000 | &nbsp;&nbsp;29727750 |
| &nbsp;&nbsp;&nbsp;&nbsp;Oesterreichische <br>Kontrollbank AG | &nbsp;&nbsp;&nbsp;&nbsp;Oesterreichische <br>Kontrollbank AG |  |  |
|  | 3.830%, 03/30/26 | 7000 | &nbsp;&nbsp;6957553 |
| Parker-Hannifin Corp. | Parker-Hannifin Corp. |  |  |
| Ω | 3.959%, 03/09/26 | 12000 | &nbsp;&nbsp;11951326 |
| Ω | 3.979%, 03/10/26 | 6500 | &nbsp;&nbsp;6472939 |
| Ω | 3.824%, 03/26/26 | 24000 | &nbsp;&nbsp;23859384 |
| Ω | 3.813%, 03/27/26 | 7000 | &nbsp;&nbsp;6969783 |

---

------

**DFA Short-Term Extended Quality Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Face**<br>**Amount^**<br>| **Value†** |
|  |  | **(000)** |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Philip Morris International, <br>Inc. | &nbsp;&nbsp;&nbsp;&nbsp;Philip Morris International, <br>Inc. |  |  |
| Ω | 3.797%, 03/13/26 | 19000 | &nbsp;&nbsp;$18917983 |
| Procter & Gamble Co. | Procter & Gamble Co. |  |  |
| Ω | 3.703%, 04/22/26 | 5500 | &nbsp;&nbsp;5454754 |
| Province of Alberta | Province of Alberta |  |  |
| Ω | 3.882%, 02/19/26 | 50000 | &nbsp;&nbsp;49898770 |
| Ω | 3.907%, 03/02/26 | 35000 | &nbsp;&nbsp;34890544 |
| Ω | 3.857%, 04/15/26 | 13000 | &nbsp;&nbsp;12901213 |
| Ω | 3.754%, 03/23/26 | 30000 | &nbsp;&nbsp;29841516 |
| Ω | 3.807%, 04/20/26 | 20000 | &nbsp;&nbsp;19838074 |
| Ω | 3.786%, 05/21/26 | 20000 | &nbsp;&nbsp;19776920 |
| Province of Ontario | Province of Ontario |  |  |
|  | 4.017%, 02/06/26 | 42000 | &nbsp;&nbsp;41970192 |
|  | 3.765%, 04/21/26 | 20000 | &nbsp;&nbsp;19836088 |
| Province of Quebec | Province of Quebec |  |  |
| Ω | 3.760%, 02/24/26 | 11000 | &nbsp;&nbsp;10972203 |
| PSP Capital, Inc. | PSP Capital, Inc. |  |  |
| Ω | 4.027%, 02/04/26 | 35000 | &nbsp;&nbsp;34982272 |
| Ω | 3.912%, 03/11/26 | 43000 | &nbsp;&nbsp;42824814 |
| Ω | 3.734%, 04/28/26 | 5575 | &nbsp;&nbsp;5525050 |
| Royal Bank of Canada | Royal Bank of Canada |  |  |
| Ω | 3.800%, 07/23/26 | 30000 | &nbsp;&nbsp;29473071 |
| &nbsp;&nbsp;&nbsp;&nbsp;Svenska Handelsbanken <br>AB | &nbsp;&nbsp;&nbsp;&nbsp;Svenska Handelsbanken <br>AB |  |  |
| Ω | 3.802%, 07/22/26 | 13000 | &nbsp;&nbsp;12769572 |
| Swedbank AB | Swedbank AB |  |  |
| Ω | 3.789%, 07/22/26 | 1000 | &nbsp;&nbsp;982318 |
| Telstra Group Ltd. | Telstra Group Ltd. |  |  |
| Ω | 4.128%, 02/26/26 | 22000 | &nbsp;&nbsp;21938321 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Face**<br>**Amount^**<br>| **Value†** |
|  |  | **(000)** |  |
| Ω | 4.045%, 03/18/26 | 11000 | &nbsp;&nbsp;$10945792 |
| Ω | 3.785%, 03/10/26 | 500 | &nbsp;&nbsp;497968 |
| TELUS Corp. | TELUS Corp. |  |  |
| Ω | 4.312%, 04/01/26 | 3500 | &nbsp;&nbsp;3475387 |
| TotalEnergies Capital SA | TotalEnergies Capital SA |  |  |
| Ω | 3.782%, 03/27/26 | 3750 | &nbsp;&nbsp;3728300 |
| United Overseas Bank Ltd. | United Overseas Bank Ltd. |  |  |
| Ω | 3.899%, 02/12/26 | 40000 | &nbsp;&nbsp;39946984 |
| Ω | 4.037%, 02/20/26 | 10000 | &nbsp;&nbsp;9978508 |
| VW Credit, Inc. | VW Credit, Inc. |  |  |
| Ω | 4.259%, 03/03/26 | 1500 | &nbsp;&nbsp;1494851 |
| Ω | 4.236%, 05/21/26 | 8750 | &nbsp;&nbsp;8645820 |
| Walt Disney Co. | Walt Disney Co. |  |  |
| Ω | 4.041%, 03/12/26 | 20000 | &nbsp;&nbsp;19916610 |
| &nbsp;&nbsp;&nbsp;&nbsp;TOTAL COMMERCIAL <br>PAPER<br>(Cost $1,067,073,896) | &nbsp;&nbsp;&nbsp;&nbsp;TOTAL COMMERCIAL <br>PAPER<br>(Cost $1,067,073,896) |  | &nbsp;&nbsp;1066953466 |
| &nbsp;&nbsp;&nbsp;&nbsp;TOTAL INVESTMENT <br>SECURITIES<br>(Cost $5,492,978,633) | &nbsp;&nbsp;&nbsp;&nbsp;TOTAL INVESTMENT <br>SECURITIES<br>(Cost $5,492,978,633) |  | &nbsp;&nbsp;5582870883 |

---

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

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** |  |
| SECURITIES LENDING COLLATERAL — (0.3%) | SECURITIES LENDING COLLATERAL — (0.3%) | SECURITIES LENDING COLLATERAL — (0.3%) | SECURITIES LENDING COLLATERAL — (0.3%) |
| @§ | &nbsp;&nbsp;&nbsp;&nbsp;The DFA Short Term <br>Investment Fund <br>| 1295576 | &nbsp;&nbsp;14985932 |
| TOTAL INVESTMENTS — (100.0%) | TOTAL INVESTMENTS — (100.0%) | TOTAL INVESTMENTS — (100.0%) |  |
| &nbsp;&nbsp;&nbsp;&nbsp;(Cost $5,507,964,565)^^ | &nbsp;&nbsp;&nbsp;&nbsp;(Cost $5,507,964,565)^^ |  | &nbsp;&nbsp;$5597856815 |

---

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

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| **Currency Purchased** | **Currency Purchased** | **Currency Sold** | **Currency Sold** | **Counterparty** | **Settlement**<br>**Date**<br>| **Unrealized**<br>**Foreign**<br>**Exchange**<br>**Appreciation**<br>**(Depreciation)**<br>|
| GBP | 22167 | USD | 29758 | Citibank, N.A. | 02/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$574 |
| AUD | 9292807 | USD | 6185762 | Australia and New Zealand Bank | 03/13/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;284737 |
| USD | 40503911 | EUR | 33791838 | Bank of New York Mellon | 04/07/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;329823 |
| USD | 120143100 | EUR | 99889587 | State Street Bank and Trust | 04/30/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1260479 |
| **Total Appreciation** | **Total Appreciation** | **Total Appreciation** | **Total Appreciation** |  |  | &nbsp;&nbsp;&nbsp;&nbsp;**$1875613** |
| EUR | 33791838 | USD | 40382260 | Bank of New York Mellon | 02/02/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$(327120)<br>|
| USD | 39805910 | EUR | 33791838 | Societe Generale | 02/02/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(249230)<br>|
| USD | 117849533 | EUR | 100100333 | Royal Bank of Canada | 02/04/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(809899)<br>|
| USD | 125213408 | EUR | 107023318 | Royal Bank of Canada | 02/06/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1664428)<br>|
| USD | 43138795 | AUD | 64069832 | Australia and New Zealand Bank | 02/09/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1475808)<br>|
| USD | 1624873 | NZD | 2840585 | Bank of America Corp. | 02/09/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(85827)<br>|
| USD | 9670777 | NZD | 16578026 | Citibank, N.A. | 02/09/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(313096)<br>|
| USD | 4164022 | NZD | 7159069 | Goldman Sachs Capital Markets L.P. | 02/09/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(147422)<br>|
| USD | 13670567 | JPY | 2131826667 | Societe Generale | 02/09/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(111478)<br>|
| USD | 127256042 | EUR | 108732392 | Societe Generale | 02/09/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1666010)<br>|
| USD | 26307146 | NZD | 45609589 | Australia and New Zealand Bank | 02/10/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1161589)<br>|
| USD | 128623810 | EUR | 110028009 | Citibank, N.A. | 02/11/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1846704)<br>|

---

------

**DFA Short-Term Extended Quality Portfolio**

**CONTINUED**

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| **Currency Purchased** | **Currency Purchased** | **Currency Sold** | **Currency Sold** | **Counterparty** | **Settlement**<br>**Date**<br>| **Unrealized**<br>**Foreign**<br>**Exchange**<br>**Appreciation**<br>**(Depreciation)**<br>|
| USD | 1936661 | GBP | 1439973 | Citibank, N.A. | 02/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$(33692)<br>|
| USD | 62240722 | NZD | 108210709 | Australia and New Zealand Bank | 02/19/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(2951771)<br>|
| USD | 37161093 | AUD | 54958731 | Citibank, N.A. | 02/23/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1108175)<br>|
| AUD | 42755861 | USD | 29792335 | Royal Bank of Canada | 02/23/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(20259)<br>|
| USD | 721657 | GBP | 537302 | Citibank, N.A. | 02/25/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(13542)<br>|
| USD | 5817030 | NZD | 9938103 | Citibank, N.A. | 02/27/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(172043)<br>|
| USD | 17397378 | NZD | 29966614 | Australia and New Zealand Bank | 03/02/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(663636)<br>|
| USD | 3723171 | CAD | 5128382 | Citibank, N.A. | 03/10/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(48882)<br>|
| USD | 59849080 | AUD | 89897633 | UBS AG | 03/13/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(2745840)<br>|
| USD | 137458608 | EUR | 117697745 | Bank of New York Mellon | 03/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(2330649)<br>|
| USD | 9810406 | JPY | 1548311626 | UBS AG | 03/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(230249)<br>|
| USD | 26736258 | NZD | 46278873 | Australia and New Zealand Bank | 03/23/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1177799)<br>|
| USD | 127008889 | EUR | 108843702 | Royal Bank of Canada | 03/23/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(2300887)<br>|
| USD | 117816598 | EUR | 101093855 | Bank of New York Mellon | 03/24/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(2291756)<br>|
| USD | 129391067 | EUR | 110068442 | Bank of New York Mellon | 03/25/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1386026)<br>|
| USD | 128564048 | EUR | 109540285 | Citibank, N.A. | 03/27/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1597750)<br>|
| USD | 1553137 | CAD | 2140816 | Citibank, N.A. | 03/27/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(22619)<br>|
| USD | 89095 | CAD | 122341 | Citibank, N.A. | 03/30/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(966)<br>|
| USD | 118597326 | EUR | 100742655 | Societe Generale | 04/02/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1144402)<br>|
| **Total (Depreciation)** | **Total (Depreciation)** | **Total (Depreciation)** | **Total (Depreciation)** |  |  | &nbsp;&nbsp;&nbsp;&nbsp;**$(30099554)**<br>|
| **Total Appreciation**<br>**(Depreciation)** | **Total Appreciation**<br>**(Depreciation)** | **Total Appreciation**<br>**(Depreciation)** | **Total Appreciation**<br>**(Depreciation)** |  |  | &nbsp;&nbsp;&nbsp;&nbsp;**$(28223941)**<br>|

---

As of January 31, 2026, the value of Rule 144A securities amounted to $1,542,019,913 or 26.4% of net assets.

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

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** |
|  | **Level 1** | **Level 2** | **Level 3** | **Total** |
| **Assets** |  |  |  |  |
| Agency Obligations | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;$18440656 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;$18440656 |
| Bonds | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;4468932859 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;4468932859 |
| U.S. Treasury Obligations | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;28543902 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;28543902 |
| Commercial Paper | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;1066953466 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;1066953466 |
| Securities Lending Collateral | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;14985932 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;14985932 |
| Total Investments in Securities | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;$5597856815 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;$5597856815 |
| **Financial Instruments** | **Financial Instruments** |  |  |  |
| **Assets** |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Forward Currency Contracts\*\* | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;1875613 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;1875613 |
| **Liabilities** |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Forward Currency Contracts\*\* | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;(30099554) | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;(30099554) |
| Total Financial Instruments | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;$(28223941) | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;$(28223941) |
| &nbsp;&nbsp;&nbsp;&nbsp;\*\* Valued at the unrealized appreciation/(depreciation) on the investment. | &nbsp;&nbsp;&nbsp;&nbsp;\*\* Valued at the unrealized appreciation/(depreciation) on the investment. | &nbsp;&nbsp;&nbsp;&nbsp;\*\* Valued at the unrealized appreciation/(depreciation) on the investment. | &nbsp;&nbsp;&nbsp;&nbsp;\*\* Valued at the unrealized appreciation/(depreciation) on the investment. | &nbsp;&nbsp;&nbsp;&nbsp;\*\* Valued at the unrealized appreciation/(depreciation) on the investment. |

---

------

**DFA Intermediate-Term Extended Quality Portfolio**

**SCHEDULE OF INVESTMENTS**

**January 31, 2026**

**(Unaudited)**

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

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  |  | **Face**<br>**Amount^**<br>| **Value†** |
|  |  |  | **(000)** |  |
| BONDS — (95.8%) | BONDS — (95.8%) | BONDS — (95.8%) | BONDS — (95.8%) | BONDS — (95.8%) |
| 3M Co. | 3M Co. |  |  |  |
|  | 1.750%, 05/15/30 | EUR | 1000 | &nbsp;&nbsp;$1128440 |
| 7-Eleven, Inc. | 7-Eleven, Inc. |  |  |  |
| Ω | 2.500%, 02/10/41 |  | 5454 | &nbsp;&nbsp;3745008 |
| Abbott Laboratories | Abbott Laboratories |  |  |  |
|  | 5.300%, 05/27/40 |  | 4000 | &nbsp;&nbsp;4105414 |
|  | 4.750%, 04/15/43 |  | 5000 | &nbsp;&nbsp;4679950 |
| AbbVie, Inc. | AbbVie, Inc. |  |  |  |
|  | 4.050%, 11/21/39 |  | 3000 | &nbsp;&nbsp;2670155 |
|  | 4.400%, 11/06/42 |  | 7200 | &nbsp;&nbsp;6404376 |
|  | 5.350%, 03/15/44 |  | 400 | &nbsp;&nbsp;395625 |
| Abertis Infraestructuras SA | Abertis Infraestructuras SA |  |  |  |
|  | 3.125%, 07/07/30 | EUR | 3500 | &nbsp;&nbsp;4150547 |
| ABN AMRO Bank NV | ABN AMRO Bank NV |  |  |  |
|  | 2.750%, 06/04/29 | EUR | 700 | &nbsp;&nbsp;833994 |
|  | 3.125%, 01/21/30 | EUR | 9000 | &nbsp;&nbsp;10840836 |
| Accenture Capital, Inc. | Accenture Capital, Inc. |  |  |  |
|  | 4.500%, 10/04/34 |  | 3000 | &nbsp;&nbsp;2950485 |
| AEP Texas, Inc. | AEP Texas, Inc. |  |  |  |
|  | 5.700%, 05/15/34 |  | 400 | &nbsp;&nbsp;417176 |
| &nbsp;&nbsp;&nbsp;&nbsp;AerCap Ireland Capital <br>DAC/AerCap Global <br>Aviation Trust | &nbsp;&nbsp;&nbsp;&nbsp;AerCap Ireland Capital <br>DAC/AerCap Global <br>Aviation Trust |  |  |  |
|  | 3.400%, 10/29/33 |  | 4000 | &nbsp;&nbsp;3601457 |
|  | 3.850%, 10/29/41 |  | 2800 | &nbsp;&nbsp;2288303 |
| Aeroports de Paris SA | Aeroports de Paris SA |  |  |  |
|  | 2.750%, 04/02/30 | EUR | 100 | &nbsp;&nbsp;117871 |
| Aetna, Inc. | Aetna, Inc. |  |  |  |
|  | 6.750%, 12/15/37 |  | 1000 | &nbsp;&nbsp;1099706 |
| &nbsp;&nbsp;&nbsp;&nbsp;Affiliated Managers Group, <br>Inc. | &nbsp;&nbsp;&nbsp;&nbsp;Affiliated Managers Group, <br>Inc. |  |  |  |
|  | 5.500%, 08/20/34 |  | 2800 | &nbsp;&nbsp;2856620 |
| Aflac, Inc. | Aflac, Inc. |  |  |  |
|  | 6.450%, 08/15/40 |  | 2300 | &nbsp;&nbsp;2530172 |
| AGCO Corp. | AGCO Corp. |  |  |  |
|  | 5.800%, 03/21/34 |  | 4660 | &nbsp;&nbsp;4868754 |
| &nbsp;&nbsp;&nbsp;&nbsp;Agence Francaise de <br>Developpement EPIC | &nbsp;&nbsp;&nbsp;&nbsp;Agence Francaise de <br>Developpement EPIC |  |  |  |
|  | 2.875%, 01/21/30 | EUR | 14400 | &nbsp;&nbsp;17105989 |
|  | 0.500%, 05/25/30 | EUR | 800 | &nbsp;&nbsp;859146 |
| Aker BP ASA | Aker BP ASA |  |  |  |
| Ω | 6.000%, 06/13/33 |  | 10000 | &nbsp;&nbsp;10473384 |
| Alabama Power Co. | Alabama Power Co. |  |  |  |
|  | 5.500%, 03/15/41 |  | 1500 | &nbsp;&nbsp;1492051 |
|  | 3.850%, 12/01/42 |  | 650 | &nbsp;&nbsp;533069 |
| Albemarle Corp. | Albemarle Corp. |  |  |  |
|  | 5.450%, 12/01/44 |  | 3000 | &nbsp;&nbsp;2742073 |
| &nbsp;&nbsp;&nbsp;&nbsp;Alimentation Couche-Tard, <br>Inc. | &nbsp;&nbsp;&nbsp;&nbsp;Alimentation Couche-Tard, <br>Inc. |  |  |  |
| Ω | 3.439%, 05/13/41 |  | 4450 | &nbsp;&nbsp;3510498 |
| Allianz Finance II BV | Allianz Finance II BV |  |  |  |
|  | 1.500%, 01/15/30 | EUR | 600 | &nbsp;&nbsp;683715 |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  |  | **Face**<br>**Amount^**<br>| **Value†** |
|  |  |  | **(000)** |  |
| Allstate Corp. | Allstate Corp. |  |  |  |
|  | 5.350%, 06/01/33 |  | 1900 | &nbsp;&nbsp;$1969587 |
|  | 4.500%, 06/15/43 |  | 4470 | &nbsp;&nbsp;3889529 |
| Ally Financial, Inc. | Ally Financial, Inc. |  |  |  |
|  | 8.000%, 11/01/31 |  | 3849 | &nbsp;&nbsp;4364375 |
| Alphabet, Inc. | Alphabet, Inc. |  |  |  |
|  | 1.900%, 08/15/40 |  | 14850 | &nbsp;&nbsp;9995257 |
|  | 5.350%, 11/15/45 |  | 5300 | &nbsp;&nbsp;5228761 |
| Altria Group, Inc. | Altria Group, Inc. |  |  |  |
|  | 2.450%, 02/04/32 |  | 6600 | &nbsp;&nbsp;5840949 |
|  | 4.500%, 05/02/43 |  | 900 | &nbsp;&nbsp;768029 |
| Amazon.com, Inc. | Amazon.com, Inc. |  |  |  |
|  | 4.650%, 11/20/35 |  | 5000 | &nbsp;&nbsp;4950877 |
|  | 3.875%, 08/22/37 |  | 5000 | &nbsp;&nbsp;4535111 |
|  | 2.875%, 05/12/41 |  | 10200 | &nbsp;&nbsp;7691277 |
| &nbsp;&nbsp;&nbsp;&nbsp;American Electric Power <br>Co., Inc. | &nbsp;&nbsp;&nbsp;&nbsp;American Electric Power <br>Co., Inc. |  |  |  |
|  | 5.625%, 03/01/33 |  | 400 | &nbsp;&nbsp;418752 |
| American Express Co. | American Express Co. |  |  |  |
|  | 8.150%, 03/19/38 |  | 2000 | &nbsp;&nbsp;2537542 |
|  | 4.050%, 12/03/42 |  | 5000 | &nbsp;&nbsp;4290579 |
| &nbsp;&nbsp;&nbsp;&nbsp;American Honda Finance <br>Corp. | &nbsp;&nbsp;&nbsp;&nbsp;American Honda Finance <br>Corp. |  |  |  |
|  | 3.300%, 03/21/29 | EUR | 12400 | &nbsp;&nbsp;14917511 |
| American Tower Corp. | American Tower Corp. |  |  |  |
|  | 5.650%, 03/15/33 |  | 400 | &nbsp;&nbsp;420726 |
|  | 5.550%, 07/15/33 |  | 400 | &nbsp;&nbsp;417862 |
| &nbsp;&nbsp;&nbsp;&nbsp;American Water Capital <br>Corp. | &nbsp;&nbsp;&nbsp;&nbsp;American Water Capital <br>Corp. |  |  |  |
|  | 4.300%, 12/01/42 |  | 3176 | &nbsp;&nbsp;2766048 |
| Amgen, Inc. | Amgen, Inc. |  |  |  |
|  | 4.950%, 10/01/41 |  | 1200 | &nbsp;&nbsp;1128482 |
|  | 5.600%, 03/02/43 |  | 1000 | &nbsp;&nbsp;1007466 |
| &nbsp;&nbsp;&nbsp;&nbsp;Anheuser-Busch InBev <br>Worldwide, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;Anheuser-Busch InBev <br>Worldwide, Inc. |  |  |  |
|  | 5.450%, 01/23/39 |  | 4695 | &nbsp;&nbsp;4838259 |
| APA Infrastructure Ltd. | APA Infrastructure Ltd. |  |  |  |
|  | 0.750%, 03/15/29 | EUR | 1400 | &nbsp;&nbsp;1553926 |
| Appalachian Power Co. | Appalachian Power Co. |  |  |  |
|  | 5.650%, 04/01/34 |  | 400 | &nbsp;&nbsp;417002 |
|  | 7.000%, 04/01/38 |  | 5200 | &nbsp;&nbsp;5890791 |
| Apple, Inc. | Apple, Inc. |  |  |  |
|  | 2.375%, 02/08/41 |  | 11000 | &nbsp;&nbsp;7875434 |
|  | 3.850%, 05/04/43 |  | 5500 | &nbsp;&nbsp;4631561 |
|  | 3.450%, 02/09/45 |  | 1000 | &nbsp;&nbsp;775699 |
|  | 4.375%, 05/13/45 |  | 1000 | &nbsp;&nbsp;887282 |
| ArcelorMittal SA | ArcelorMittal SA |  |  |  |
|  | 6.800%, 11/29/32 |  | 5000 | &nbsp;&nbsp;5600189 |
| Arizona Public Service Co. | Arizona Public Service Co. |  |  |  |
|  | 2.200%, 12/15/31 |  | 6500 | &nbsp;&nbsp;5716563 |
| Arrow Electronics, Inc. | Arrow Electronics, Inc. |  |  |  |
|  | 5.875%, 04/10/34 |  | 5000 | &nbsp;&nbsp;5207216 |
| Ashtead Capital, Inc. | Ashtead Capital, Inc. |  |  |  |
| Ω | 5.500%, 08/11/32 |  | 4600 | &nbsp;&nbsp;4768794 |

---

------

**DFA Intermediate-Term Extended Quality Portfolio**

**CONTINUED**

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  |  | **Face**<br>**Amount^**<br>| **Value†** |
|  |  |  | **(000)** |  |
| Ω | 5.950%, 10/15/33 |  | 2500 | &nbsp;&nbsp;$2636061 |
| Assurant, Inc. | Assurant, Inc. |  |  |  |
|  | 2.650%, 01/15/32 |  | 6000 | &nbsp;&nbsp;5329400 |
| AT&T, Inc. | AT&T, Inc. |  |  |  |
|  | 4.500%, 05/15/35 |  | 2000 | &nbsp;&nbsp;1915853 |
|  | 4.900%, 08/15/37 |  | 2000 | &nbsp;&nbsp;1943759 |
|  | 4.850%, 03/01/39 |  | 1400 | &nbsp;&nbsp;1324776 |
|  | 4.350%, 06/15/45 |  | 500 | &nbsp;&nbsp;411910 |
| Athene Holding Ltd. | Athene Holding Ltd. |  |  |  |
|  | 5.875%, 01/15/34 |  | 6400 | &nbsp;&nbsp;6644781 |
| Autoliv, Inc. | Autoliv, Inc. |  |  |  |
|  | 3.625%, 08/07/29 | EUR | 300 | &nbsp;&nbsp;364112 |
| AutoNation, Inc. | AutoNation, Inc. |  |  |  |
|  | 2.400%, 08/01/31 |  | 3000 | &nbsp;&nbsp;2654015 |
| AutoZone, Inc. | AutoZone, Inc. |  |  |  |
|  | 5.200%, 08/01/33 |  | 400 | &nbsp;&nbsp;409228 |
| Avnet, Inc. | Avnet, Inc. |  |  |  |
|  | 3.000%, 05/15/31 |  | 8245 | &nbsp;&nbsp;7488678 |
|  | 5.500%, 06/01/32 |  | 400 | &nbsp;&nbsp;407896 |
| Ayvens SA | Ayvens SA |  |  |  |
|  | 3.875%, 07/16/29 | EUR | 6500 | &nbsp;&nbsp;7962400 |
| &nbsp;&nbsp;&nbsp;&nbsp;Baker Hughes <br>Holdings LLC | &nbsp;&nbsp;&nbsp;&nbsp;Baker Hughes <br>Holdings LLC |  |  |  |
|  | 5.125%, 09/15/40 |  | 6000 | &nbsp;&nbsp;5852684 |
| Banco BPM SpA | Banco BPM SpA |  |  |  |
|  | 3.375%, 01/21/30 | EUR | 510 | &nbsp;&nbsp;613261 |
| Banco Santander SA | Banco Santander SA |  |  |  |
|  | 5.796%, 01/23/29 | AUD | 2520 | &nbsp;&nbsp;1785968 |
|  | 3.875%, 04/22/29 | EUR | 200 | &nbsp;&nbsp;244818 |
|  | 6.938%, 11/07/33 |  | 800 | &nbsp;&nbsp;912075 |
| Bank of America Corp. | Bank of America Corp. |  |  |  |
|  | 5.875%, 02/07/42 |  | 3236 | &nbsp;&nbsp;3436776 |
| Bank of New Zealand | Bank of New Zealand |  |  |  |
|  | 3.661%, 07/17/29 | EUR | 2000 | &nbsp;&nbsp;2433022 |
| Bank of Nova Scotia | Bank of Nova Scotia |  |  |  |
|  | 3.500%, 04/17/29 | EUR | 5000 | &nbsp;&nbsp;6070366 |
|  | 5.650%, 02/01/34 |  | 2000 | &nbsp;&nbsp;2112670 |
| &nbsp;&nbsp;&nbsp;&nbsp;Banque Federative du <br>Credit Mutuel SA | &nbsp;&nbsp;&nbsp;&nbsp;Banque Federative du <br>Credit Mutuel SA |  |  |  |
|  | 1.750%, 03/15/29 | EUR | 2000 | &nbsp;&nbsp;2293526 |
|  | 4.375%, 05/02/30 | EUR | 2900 | &nbsp;&nbsp;3606781 |
| BAT Capital Corp. | BAT Capital Corp. |  |  |  |
|  | 4.390%, 08/15/37 |  | 2000 | &nbsp;&nbsp;1836030 |
|  | 7.079%, 08/02/43 |  | 400 | &nbsp;&nbsp;449042 |
| &nbsp;&nbsp;&nbsp;&nbsp;BAT International Finance <br>PLC | &nbsp;&nbsp;&nbsp;&nbsp;BAT International Finance <br>PLC |  |  |  |
|  | 2.250%, 01/16/30 | EUR | 700 | &nbsp;&nbsp;803944 |
| Bayer U.S. Finance II LLC | Bayer U.S. Finance II LLC |  |  |  |
| Ω | 5.500%, 07/30/35 |  | 500 | &nbsp;&nbsp;507460 |
| Ω | 4.400%, 07/15/44 |  | 500 | &nbsp;&nbsp;404771 |
| Bayer U.S. Finance LLC | Bayer U.S. Finance LLC |  |  |  |
| Ω | 6.500%, 11/21/33 |  | 10000 | &nbsp;&nbsp;10874981 |
| &nbsp;&nbsp;&nbsp;&nbsp;Berkshire Hathaway <br>Energy Co. | &nbsp;&nbsp;&nbsp;&nbsp;Berkshire Hathaway <br>Energy Co. |  |  |  |
|  | 5.950%, 05/15/37 |  | 6000 | &nbsp;&nbsp;6455221 |
|  | 6.500%, 09/15/37 |  | 3073 | &nbsp;&nbsp;3368422 |
| BG Energy Capital PLC | BG Energy Capital PLC |  |  |  |
|  | 2.250%, 11/21/29 | EUR | 1000 | &nbsp;&nbsp;1158691 |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  |  | **Face**<br>**Amount^**<br>| **Value†** |
|  |  |  | **(000)** |  |
| &nbsp;&nbsp;&nbsp;&nbsp;BHP Billiton Finance USA <br>Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;BHP Billiton Finance USA <br>Ltd. |  |  |  |
|  | 5.000%, 09/30/43 |  | 3919 | &nbsp;&nbsp;$3731888 |
| Black Hills Corp. | Black Hills Corp. |  |  |  |
|  | 4.350%, 05/01/33 |  | 8837 | &nbsp;&nbsp;8530299 |
|  | 6.000%, 01/15/35 |  | 770 | &nbsp;&nbsp;816502 |
| Blue Owl Finance LLC | Blue Owl Finance LLC |  |  |  |
|  | 6.250%, 04/18/34 |  | 1000 | &nbsp;&nbsp;1030530 |
| BNG Bank NV | BNG Bank NV |  |  |  |
|  | 0.100%, 01/15/30 | EUR | 800 | &nbsp;&nbsp;863785 |
|  | 2.500%, 05/21/30 | EUR | 600 | &nbsp;&nbsp;710069 |
| BNP Paribas SA | BNP Paribas SA |  |  |  |
|  | 3.625%, 09/01/29 | EUR | 100 | &nbsp;&nbsp;121489 |
| Boardwalk Pipelines LP | Boardwalk Pipelines LP |  |  |  |
|  | 3.600%, 09/01/32 |  | 150 | &nbsp;&nbsp;140135 |
|  | 5.625%, 08/01/34 |  | 5000 | &nbsp;&nbsp;5217093 |
| Boeing Co. | Boeing Co. |  |  |  |
|  | 6.125%, 02/15/33 |  | 2835 | &nbsp;&nbsp;3063298 |
|  | 3.600%, 05/01/34 |  | 1825 | &nbsp;&nbsp;1661173 |
| Booz Allen Hamilton, Inc. | Booz Allen Hamilton, Inc. |  |  |  |
|  | 5.950%, 08/04/33 |  | 2000 | &nbsp;&nbsp;2081994 |
| Boston Properties LP | Boston Properties LP |  |  |  |
|  | 2.450%, 10/01/33 |  | 2000 | &nbsp;&nbsp;1653825 |
|  | 5.750%, 01/15/35 |  | 400 | &nbsp;&nbsp;409353 |
| Bouygues SA | Bouygues SA |  |  |  |
|  | 0.500%, 02/11/30 | EUR | 700 | &nbsp;&nbsp;759354 |
| &nbsp;&nbsp;&nbsp;&nbsp;BP Capital Markets <br>America, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;BP Capital Markets <br>America, Inc. |  |  |  |
|  | 4.989%, 04/10/34 |  | 3000 | &nbsp;&nbsp;3054751 |
|  | 3.060%, 06/17/41 |  | 5400 | &nbsp;&nbsp;4115122 |
| Brighthouse Financial, Inc. | Brighthouse Financial, Inc. |  |  |  |
|  | 5.625%, 05/15/30 |  | 3235 | &nbsp;&nbsp;3291302 |
| Bristol-Myers Squibb Co. | Bristol-Myers Squibb Co. |  |  |  |
|  | 4.125%, 06/15/39 |  | 2750 | &nbsp;&nbsp;2484000 |
|  | 2.350%, 11/13/40 |  | 1200 | &nbsp;&nbsp;848985 |
|  | 3.550%, 03/15/42 |  | 4000 | &nbsp;&nbsp;3214613 |
| Broadcom, Inc. | Broadcom, Inc. |  |  |  |
|  | 3.419%, 04/15/33 |  | 600 | &nbsp;&nbsp;554419 |
| Ω | 3.137%, 11/15/35 |  | 4900 | &nbsp;&nbsp;4213712 |
| Brookfield Finance, Inc. | Brookfield Finance, Inc. |  |  |  |
|  | 2.724%, 04/15/31 |  | 2600 | &nbsp;&nbsp;2385508 |
|  | 5.675%, 01/15/35 |  | 3000 | &nbsp;&nbsp;3099790 |
| Brown & Brown, Inc. | Brown & Brown, Inc. |  |  |  |
|  | 4.200%, 03/17/32 |  | 400 | &nbsp;&nbsp;386605 |
| Brunswick Corp. | Brunswick Corp. |  |  |  |
|  | 4.400%, 09/15/32 |  | 5000 | &nbsp;&nbsp;4824520 |
| Cadent Finance PLC | Cadent Finance PLC |  |  |  |
|  | 4.250%, 07/05/29 | EUR | 100 | &nbsp;&nbsp;123863 |
| &nbsp;&nbsp;&nbsp;&nbsp;Caisse d'Amortissement de <br>la Dette Sociale | &nbsp;&nbsp;&nbsp;&nbsp;Caisse d'Amortissement de <br>la Dette Sociale |  |  |  |
|  | 0.600%, 11/25/29 | EUR | 8800 | &nbsp;&nbsp;9695925 |
|  | 3.125%, 03/01/30 | EUR | 3900 | &nbsp;&nbsp;4713381 |
|  | 2.875%, 05/25/30 | EUR | 9700 | &nbsp;&nbsp;11609050 |
| CaixaBank SA | CaixaBank SA |  |  |  |
|  | 3.750%, 09/07/29 | EUR | 3700 | &nbsp;&nbsp;4534489 |
| Camden Property Trust | Camden Property Trust |  |  |  |
|  | 4.900%, 01/15/34 |  | 5000 | &nbsp;&nbsp;5046363 |

---

------

**DFA Intermediate-Term Extended Quality Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Face**<br>**Amount^**<br>| **Value†** |
|  |  | **(000)** |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Canadian Imperial Bank of <br>Commerce |  |  |  |
| 3.807%, 07/09/29 | EUR | 2550 | &nbsp;&nbsp;$3117914 |
| 6.092%, 10/03/33 |  | 8000 | &nbsp;&nbsp;8665558 |
| &nbsp;&nbsp;&nbsp;&nbsp;Canadian Natural <br>Resources Ltd. |  |  |  |
| 5.850%, 02/01/35 |  | 2000 | &nbsp;&nbsp;2092582 |
| 6.250%, 03/15/38 |  | 9800 | &nbsp;&nbsp;10374692 |
| &nbsp;&nbsp;&nbsp;&nbsp;Capital One Financial <br>Corp. |  |  |  |
| 1.650%, 06/12/29 | EUR | 900 | &nbsp;&nbsp;1016409 |
| 6.700%, 11/29/32 |  | 2179 | &nbsp;&nbsp;2404653 |
| Cardinal Health, Inc. |  |  |  |
| 4.600%, 03/15/43 |  | 400 | &nbsp;&nbsp;351669 |
| Cargill, Inc. |  |  |  |
| 3.875%, 04/24/30 | EUR | 100 | &nbsp;&nbsp;122916 |
| Carlsberg Breweries AS |  |  |  |
| 3.000%, 08/28/29 | EUR | 300 | &nbsp;&nbsp;358182 |
| Carrier Global Corp. |  |  |  |
| 3.377%, 04/05/40 |  | 3211 | &nbsp;&nbsp;2585709 |
| &nbsp;&nbsp;&nbsp;&nbsp;Castellum Helsinki Finance <br>Holding Abp |  |  |  |
| 0.875%, 09/17/29 | EUR | 3100 | &nbsp;&nbsp;3480236 |
| CBRE Services, Inc. |  |  |  |
| 5.950%, 08/15/34 |  | 787 | &nbsp;&nbsp;837576 |
| Cenovus Energy, Inc. |  |  |  |
| 6.750%, 11/15/39 |  | 500 | &nbsp;&nbsp;548472 |
| &nbsp;&nbsp;&nbsp;&nbsp;CenterPoint Energy <br>Resources Corp. |  |  |  |
| 5.400%, 07/01/34 |  | 8000 | &nbsp;&nbsp;8246723 |
| 5.850%, 01/15/41 |  | 3000 | &nbsp;&nbsp;3116683 |
| CF Industries, Inc. |  |  |  |
| 5.150%, 03/15/34 |  | 1700 | &nbsp;&nbsp;1709346 |
| 4.950%, 06/01/43 |  | 4000 | &nbsp;&nbsp;3610031 |
| Chubb INA Holdings LLC |  |  |  |
| 0.875%, 12/15/29 | EUR | 100 | &nbsp;&nbsp;110285 |
| Cigna Group |  |  |  |
| 5.250%, 02/15/34 |  | 2000 | &nbsp;&nbsp;2048319 |
| 4.800%, 08/15/38 |  | 2800 | &nbsp;&nbsp;2667569 |
| 3.200%, 03/15/40 |  | 1470 | &nbsp;&nbsp;1151264 |
| 6.125%, 11/15/41 |  | 400 | &nbsp;&nbsp;419531 |
| Cisco Systems, Inc. |  |  |  |
| 5.900%, 02/15/39 |  | 3100 | &nbsp;&nbsp;3334662 |
| 5.500%, 01/15/40 |  | 10500 | &nbsp;&nbsp;10866410 |
| Citigroup, Inc. |  |  |  |
| 1.250%, 04/10/29 | EUR | 100 | &nbsp;&nbsp;113217 |
| 8.125%, 07/15/39 |  | 7866 | &nbsp;&nbsp;10002516 |
| 5.875%, 01/30/42 |  | 4000 | &nbsp;&nbsp;4202625 |
| &nbsp;&nbsp;&nbsp;&nbsp;CK Hutchison Europe <br>Finance 21 Ltd. |  |  |  |
| 0.750%, 11/02/29 | EUR | 300 | &nbsp;&nbsp;328156 |
| CNA Financial Corp. |  |  |  |
| 5.500%, 06/15/33 |  | 2000 | &nbsp;&nbsp;2074339 |
| 5.125%, 02/15/34 |  | 2400 | &nbsp;&nbsp;2414167 |
| Colgate-Palmolive Co. |  |  |  |
| 0.300%, 11/10/29 | EUR | 500 | &nbsp;&nbsp;547716 |
| Comcast Corp. |  |  |  |
| 7.050%, 03/15/33 |  | 3437 | &nbsp;&nbsp;3920754 |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  |  | **Face**<br>**Amount^**<br>| **Value†** |
|  |  |  | **(000)** |  |
|  | 4.200%, 08/15/34 |  | 675 | &nbsp;&nbsp;$642875 |
|  | 4.400%, 08/15/35 |  | 2850 | &nbsp;&nbsp;2709556 |
|  | 3.900%, 03/01/38 |  | 3800 | &nbsp;&nbsp;3297228 |
| Conagra Brands, Inc. | Conagra Brands, Inc. |  |  |  |
|  | 5.300%, 11/01/38 |  | 8100 | &nbsp;&nbsp;7649908 |
| &nbsp;&nbsp;&nbsp;&nbsp;Consolidated Edison Co. of <br>New York, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;Consolidated Edison Co. of <br>New York, Inc. |  |  |  |
|  | 6.750%, 04/01/38 |  | 1300 | &nbsp;&nbsp;1490037 |
|  | 5.500%, 12/01/39 |  | 1400 | &nbsp;&nbsp;1431891 |
|  | 5.700%, 06/15/40 |  | 294 | &nbsp;&nbsp;305117 |
|  | 3.950%, 03/01/43 |  | 500 | &nbsp;&nbsp;410794 |
| &nbsp;&nbsp;&nbsp;&nbsp;Constellation Energy <br>Generation LLC | &nbsp;&nbsp;&nbsp;&nbsp;Constellation Energy <br>Generation LLC |  |  |  |
|  | 5.800%, 03/01/33 |  | 400 | &nbsp;&nbsp;424549 |
|  | 5.600%, 06/15/42 |  | 1768 | &nbsp;&nbsp;1771296 |
| Continental AG | Continental AG |  |  |  |
|  | 3.500%, 10/01/29 | EUR | 1154 | &nbsp;&nbsp;1394337 |
| &nbsp;&nbsp;&nbsp;&nbsp;Continental Resources, <br>Inc. | &nbsp;&nbsp;&nbsp;&nbsp;Continental Resources, <br>Inc. |  |  |  |
|  | 4.900%, 06/01/44 |  | 1300 | &nbsp;&nbsp;1052063 |
| &nbsp;&nbsp;&nbsp;&nbsp;Cooperatieve Rabobank <br>UA | &nbsp;&nbsp;&nbsp;&nbsp;Cooperatieve Rabobank <br>UA |  |  |  |
|  | 4.000%, 01/10/30 | EUR | 2800 | &nbsp;&nbsp;3454759 |
| Corebridge Financial, Inc. | Corebridge Financial, Inc. |  |  |  |
|  | 3.900%, 04/05/32 |  | 800 | &nbsp;&nbsp;761967 |
|  | 4.350%, 04/05/42 |  | 8000 | &nbsp;&nbsp;6841974 |
| Cox Communications, Inc. | Cox Communications, Inc. |  |  |  |
| Ω | 4.800%, 02/01/35 |  | 3797 | &nbsp;&nbsp;3526421 |
| Ω | 4.700%, 12/15/42 |  | 1000 | &nbsp;&nbsp;799814 |
| Credit Agricole SA | Credit Agricole SA |  |  |  |
|  | 5.411%, 01/18/29 | AUD | 900 | &nbsp;&nbsp;631904 |
|  | 1.750%, 03/05/29 | EUR | 500 | &nbsp;&nbsp;574704 |
|  | 4.125%, 03/07/30 | EUR | 2000 | &nbsp;&nbsp;2490673 |
| Credit Mutuel Arkea SA | Credit Mutuel Arkea SA |  |  |  |
|  | 1.125%, 05/23/29 | EUR | 300 | &nbsp;&nbsp;337425 |
| Crown Castle, Inc. | Crown Castle, Inc. |  |  |  |
|  | 2.900%, 04/01/41 |  | 6000 | &nbsp;&nbsp;4376381 |
| CSX Corp. | CSX Corp. |  |  |  |
|  | 4.750%, 05/30/42 |  | 968 | &nbsp;&nbsp;894467 |
| CVS Health Corp. | CVS Health Corp. |  |  |  |
|  | 4.780%, 03/25/38 |  | 8800 | &nbsp;&nbsp;8259771 |
|  | 4.125%, 04/01/40 |  | 170 | &nbsp;&nbsp;144690 |
|  | 5.300%, 12/05/43 |  | 400 | &nbsp;&nbsp;370993 |
|  | 6.000%, 06/01/44 |  | 900 | &nbsp;&nbsp;902179 |
| &nbsp;&nbsp;&nbsp;&nbsp;Daimler Truck Finance <br>North America LLC | &nbsp;&nbsp;&nbsp;&nbsp;Daimler Truck Finance <br>North America LLC |  |  |  |
| Ω | 5.375%, 01/18/34 |  | 850 | &nbsp;&nbsp;868505 |
| Ω | 5.375%, 06/25/34 |  | 5000 | &nbsp;&nbsp;5104883 |
| &nbsp;&nbsp;&nbsp;&nbsp;Daimler Truck International <br>Finance BV | &nbsp;&nbsp;&nbsp;&nbsp;Daimler Truck International <br>Finance BV |  |  |  |
|  | 3.875%, 06/19/29 | EUR | 200 | &nbsp;&nbsp;245303 |
| Darden Restaurants, Inc. | Darden Restaurants, Inc. |  |  |  |
|  | 6.300%, 10/10/33 |  | 5000 | &nbsp;&nbsp;5436240 |
| &nbsp;&nbsp;&nbsp;&nbsp;Dell International LLC/EMC <br>Corp. | &nbsp;&nbsp;&nbsp;&nbsp;Dell International LLC/EMC <br>Corp. |  |  |  |
|  | 3.375%, 12/15/41 |  | 5000 | &nbsp;&nbsp;3779315 |
| Deutsche Lufthansa AG | Deutsche Lufthansa AG |  |  |  |
|  | 3.500%, 07/14/29 | EUR | 100 | &nbsp;&nbsp;120577 |

---

------

**DFA Intermediate-Term Extended Quality Portfolio**

**CONTINUED**

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  |  | **Face**<br>**Amount^**<br>| **Value†** |
|  |  |  | **(000)** |  |
| Devon Energy Corp. | Devon Energy Corp. |  |  |  |
|  | 5.600%, 07/15/41 |  | 2600 | &nbsp;&nbsp;$2562591 |
|  | 4.750%, 05/15/42 |  | 8400 | &nbsp;&nbsp;7377154 |
|  | 5.000%, 06/15/45 |  | 500 | &nbsp;&nbsp;444081 |
| Dominion Energy, Inc. | Dominion Energy, Inc. |  |  |  |
|  | 4.900%, 08/01/41 |  | 6755 | &nbsp;&nbsp;6223989 |
| Dow Chemical Co. | Dow Chemical Co. |  |  |  |
|  | 5.250%, 11/15/41 |  | 8900 | &nbsp;&nbsp;8023683 |
|  | 4.375%, 11/15/42 |  | 500 | &nbsp;&nbsp;399159 |
|  | 4.625%, 10/01/44 |  | 500 | &nbsp;&nbsp;401924 |
| DSV Finance BV | DSV Finance BV |  |  |  |
|  | 3.500%, 06/26/29 | EUR | 1980 | &nbsp;&nbsp;2399320 |
| &nbsp;&nbsp;&nbsp;&nbsp;Duke Energy <br>Carolinas LLC | &nbsp;&nbsp;&nbsp;&nbsp;Duke Energy <br>Carolinas LLC |  |  |  |
|  | 6.100%, 06/01/37 |  | 2167 | &nbsp;&nbsp;2328274 |
| Duke Energy Corp. | Duke Energy Corp. |  |  |  |
|  | 3.300%, 06/15/41 |  | 400 | &nbsp;&nbsp;307989 |
| &nbsp;&nbsp;&nbsp;&nbsp;Duquesne Light Holdings, <br>Inc. | &nbsp;&nbsp;&nbsp;&nbsp;Duquesne Light Holdings, <br>Inc. |  |  |  |
| Ω | 2.775%, 01/07/32 |  | 500 | &nbsp;&nbsp;447060 |
| Eastman Chemical Co. | Eastman Chemical Co. |  |  |  |
|  | 4.800%, 09/01/42 |  | 3305 | &nbsp;&nbsp;2947549 |
| Eaton Capital ULC | Eaton Capital ULC |  |  |  |
|  | 0.577%, 03/08/30 | EUR | 250 | &nbsp;&nbsp;270899 |
| eBay, Inc. | eBay, Inc. |  |  |  |
|  | 4.000%, 07/15/42 |  | 1000 | &nbsp;&nbsp;826575 |
| Elevance Health, Inc. | Elevance Health, Inc. |  |  |  |
|  | 5.950%, 12/15/34 |  | 1200 | &nbsp;&nbsp;1275942 |
|  | 4.625%, 05/15/42 |  | 1000 | &nbsp;&nbsp;893910 |
| Emerson Electric Co. | Emerson Electric Co. |  |  |  |
|  | 2.000%, 10/15/29 | EUR | 1000 | &nbsp;&nbsp;1155679 |
| &nbsp;&nbsp;&nbsp;&nbsp;EnBW International <br>Finance BV | &nbsp;&nbsp;&nbsp;&nbsp;EnBW International <br>Finance BV |  |  |  |
|  | 3.000%, 05/20/29 | EUR | 1000 | &nbsp;&nbsp;1198554 |
| &nbsp;&nbsp;&nbsp;&nbsp;Enel Finance International <br>NV | &nbsp;&nbsp;&nbsp;&nbsp;Enel Finance International <br>NV |  |  |  |
| Ω | 5.500%, 06/26/34 |  | 5400 | &nbsp;&nbsp;5577103 |
| Energy Transfer LP | Energy Transfer LP |  |  |  |
|  | 6.050%, 06/01/41 |  | 5000 | &nbsp;&nbsp;5076793 |
|  | 6.500%, 02/01/42 |  | 2000 | &nbsp;&nbsp;2115770 |
|  | 5.150%, 03/15/45 |  | 500 | &nbsp;&nbsp;444679 |
| Eni SpA | Eni SpA |  |  |  |
| Ω | 5.500%, 05/15/34 |  | 5800 | &nbsp;&nbsp;5994622 |
| &nbsp;&nbsp;&nbsp;&nbsp;Enterprise Products <br>Operating LLC | &nbsp;&nbsp;&nbsp;&nbsp;Enterprise Products <br>Operating LLC |  |  |  |
|  | 6.875%, 03/01/33 |  | 2035 | &nbsp;&nbsp;2304021 |
|  | 6.650%, 10/15/34 |  | 1500 | &nbsp;&nbsp;1686369 |
|  | 5.950%, 02/01/41 |  | 2049 | &nbsp;&nbsp;2141983 |
|  | 5.700%, 02/15/42 |  | 1270 | &nbsp;&nbsp;1289705 |
|  | 4.850%, 08/15/42 |  | 400 | &nbsp;&nbsp;370470 |
|  | 4.450%, 02/15/43 |  | 1400 | &nbsp;&nbsp;1228093 |
| Equinor ASA | Equinor ASA |  |  |  |
|  | 3.625%, 04/06/40 |  | 5151 | &nbsp;&nbsp;4359829 |
| Equitable Holdings, Inc. | Equitable Holdings, Inc. |  |  |  |
|  | 5.594%, 01/11/33 |  | 2980 | &nbsp;&nbsp;3108926 |
| ERAC USA Finance LLC | ERAC USA Finance LLC |  |  |  |
| Ω | 5.625%, 03/15/42 |  | 1851 | &nbsp;&nbsp;1875717 |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  |  | **Face**<br>**Amount^**<br>| **Value†** |
|  |  |  | **(000)** |  |
| ERG SpA | ERG SpA |  |  |  |
|  | 4.125%, 07/03/30 | EUR | 2700 | &nbsp;&nbsp;$3341706 |
| ERP Operating LP | ERP Operating LP |  |  |  |
|  | 4.650%, 09/15/34 |  | 5400 | &nbsp;&nbsp;5332748 |
| Erste Group Bank AG | Erste Group Bank AG |  |  |  |
|  | 0.250%, 09/14/29 | EUR | 300 | &nbsp;&nbsp;324740 |
| &nbsp;&nbsp;&nbsp;&nbsp;European Financial <br>Stability Facility | &nbsp;&nbsp;&nbsp;&nbsp;European Financial <br>Stability Facility |  |  |  |
|  | 0.125%, 03/18/30 | EUR | 3300 | &nbsp;&nbsp;3553754 |
|  | 2.625%, 05/07/30 | EUR | 4700 | &nbsp;&nbsp;5598809 |
| European Investment Bank | European Investment Bank |  |  |  |
|  | 2.375%, 05/15/30 | EUR | 2100 | &nbsp;&nbsp;2484599 |
| European Union | European Union |  |  |  |
|  | 2.875%, 10/05/29 | EUR | 5500 | &nbsp;&nbsp;6626302 |
|  | 1.625%, 12/04/29 | EUR | 4900 | &nbsp;&nbsp;5642679 |
| Eversource Energy | Eversource Energy |  |  |  |
|  | 5.125%, 05/15/33 |  | 400 | &nbsp;&nbsp;403803 |
| Exelon Corp. | Exelon Corp. |  |  |  |
|  | 5.625%, 06/15/35 |  | 400 | &nbsp;&nbsp;417299 |
| &nbsp;&nbsp;&nbsp;&nbsp;Export Development <br>Canada | &nbsp;&nbsp;&nbsp;&nbsp;Export Development <br>Canada |  |  |  |
|  | 2.750%, 01/22/30 | EUR | 242 | &nbsp;&nbsp;289438 |
| Exxon Mobil Corp. | Exxon Mobil Corp. |  |  |  |
|  | 2.995%, 08/16/39 |  | 500 | &nbsp;&nbsp;399540 |
|  | 4.227%, 03/19/40 |  | 6000 | &nbsp;&nbsp;5478138 |
|  | 3.567%, 03/06/45 |  | 500 | &nbsp;&nbsp;391535 |
| &nbsp;&nbsp;&nbsp;&nbsp;Fairfax Financial Holdings <br>Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;Fairfax Financial Holdings <br>Ltd. |  |  |  |
|  | 5.625%, 08/16/32 |  | 950 | &nbsp;&nbsp;991660 |
| &nbsp;&nbsp;&nbsp;&nbsp;Federation des Caisses <br>Desjardins du Quebec | &nbsp;&nbsp;&nbsp;&nbsp;Federation des Caisses <br>Desjardins du Quebec |  |  |  |
|  | 3.467%, 09/05/29 | EUR | 1780 | &nbsp;&nbsp;2152976 |
| FedEx Corp. | FedEx Corp. |  |  |  |
|  | 4.900%, 01/15/34 |  | 3588 | &nbsp;&nbsp;3607802 |
|  | 5.100%, 01/15/44 |  | 3000 | &nbsp;&nbsp;2794401 |
| &nbsp;&nbsp;&nbsp;&nbsp;Fidelity National Financial, <br>Inc. | &nbsp;&nbsp;&nbsp;&nbsp;Fidelity National Financial, <br>Inc. |  |  |  |
|  | 3.400%, 06/15/30 |  | 8900 | &nbsp;&nbsp;8493044 |
|  | 2.450%, 03/15/31 |  | 1000 | &nbsp;&nbsp;894355 |
| &nbsp;&nbsp;&nbsp;&nbsp;Fidelity National <br>Information Services, <br>Inc. | &nbsp;&nbsp;&nbsp;&nbsp;Fidelity National <br>Information Services, <br>Inc. |  |  |  |
|  | 5.100%, 07/15/32 |  | 2500 | &nbsp;&nbsp;2550733 |
|  | 3.100%, 03/01/41 |  | 1000 | &nbsp;&nbsp;738314 |
| Fingrid OYJ | Fingrid OYJ |  |  |  |
|  | 2.750%, 12/04/29 | EUR | 140 | &nbsp;&nbsp;165790 |
| Finland Government Bonds | Finland Government Bonds |  |  |  |
|  | 2.500%, 04/15/30 | EUR | 500 | &nbsp;&nbsp;593854 |
| Δ | 0.000%, 09/15/30 | EUR | 2800 | &nbsp;&nbsp;2958040 |
| &nbsp;&nbsp;&nbsp;&nbsp;Firmenich Productions <br>Participations SAS | &nbsp;&nbsp;&nbsp;&nbsp;Firmenich Productions <br>Participations SAS |  |  |  |
|  | 1.750%, 04/30/30 | EUR | 100 | &nbsp;&nbsp;112789 |
| &nbsp;&nbsp;&nbsp;&nbsp;First American Financial <br>Corp. | &nbsp;&nbsp;&nbsp;&nbsp;First American Financial <br>Corp. |  |  |  |
|  | 2.400%, 08/15/31 |  | 3010 | &nbsp;&nbsp;2635923 |
| Fiserv, Inc. | Fiserv, Inc. |  |  |  |
|  | 1.625%, 07/01/30 | EUR | 1000 | &nbsp;&nbsp;1103399 |

---

------

**DFA Intermediate-Term Extended Quality Portfolio**

**CONTINUED**

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  |  | **Face**<br>**Amount^**<br>| **Value†** |
|  |  |  | **(000)** |  |
| Flowserve Corp. | Flowserve Corp. |  |  |  |
|  | 2.800%, 01/15/32 |  | 9600 | &nbsp;&nbsp;$8621621 |
| FMR LLC | FMR LLC |  |  |  |
| Ω | 4.950%, 02/01/33 |  | 8555 | &nbsp;&nbsp;8598736 |
| Fortive Corp. | Fortive Corp. |  |  |  |
|  | 3.700%, 08/15/29 | EUR | 511 | &nbsp;&nbsp;621056 |
| &nbsp;&nbsp;&nbsp;&nbsp;Fortune Brands <br>Innovations, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;Fortune Brands <br>Innovations, Inc. |  |  |  |
|  | 5.875%, 06/01/33 |  | 400 | &nbsp;&nbsp;423317 |
| Fox Corp. | Fox Corp. |  |  |  |
|  | 5.476%, 01/25/39 |  | 9600 | &nbsp;&nbsp;9571713 |
| &nbsp;&nbsp;&nbsp;&nbsp;Free & Hanseatic City of <br>Hamburg | &nbsp;&nbsp;&nbsp;&nbsp;Free & Hanseatic City of <br>Hamburg |  |  |  |
|  | 0.010%, 06/03/30 | EUR | 297 | &nbsp;&nbsp;315550 |
| GATX Corp. | GATX Corp. |  |  |  |
|  | 3.500%, 06/01/32 |  | 1050 | &nbsp;&nbsp;980985 |
|  | 5.450%, 09/15/33 |  | 500 | &nbsp;&nbsp;515834 |
| Gecina SA | Gecina SA |  |  |  |
|  | 1.625%, 03/14/30 | EUR | 500 | &nbsp;&nbsp;564126 |
| General Dynamics Corp. | General Dynamics Corp. |  |  |  |
|  | 4.250%, 04/01/40 |  | 3000 | &nbsp;&nbsp;2732625 |
| General Motors Co. | General Motors Co. |  |  |  |
|  | 5.000%, 04/01/35 |  | 1350 | &nbsp;&nbsp;1329283 |
|  | 5.150%, 04/01/38 |  | 990 | &nbsp;&nbsp;955059 |
|  | 6.250%, 10/02/43 |  | 1000 | &nbsp;&nbsp;1020143 |
| &nbsp;&nbsp;&nbsp;&nbsp;General Motors Financial <br>Co., Inc. | &nbsp;&nbsp;&nbsp;&nbsp;General Motors Financial <br>Co., Inc. |  |  |  |
|  | 4.300%, 02/15/29 | EUR | 800 | &nbsp;&nbsp;989012 |
|  | 4.000%, 07/10/30 | EUR | 3200 | &nbsp;&nbsp;3930655 |
| Gilead Sciences, Inc. | Gilead Sciences, Inc. |  |  |  |
|  | 2.600%, 10/01/40 |  | 5786 | &nbsp;&nbsp;4261208 |
| &nbsp;&nbsp;&nbsp;&nbsp;Glencore Capital Finance <br>DAC | &nbsp;&nbsp;&nbsp;&nbsp;Glencore Capital Finance <br>DAC |  |  |  |
|  | 0.750%, 03/01/29 | EUR | 600 | &nbsp;&nbsp;670087 |
| Glencore Funding LLC | Glencore Funding LLC |  |  |  |
| Ω | 2.850%, 04/27/31 |  | 3600 | &nbsp;&nbsp;3333943 |
| Ω | 6.500%, 10/06/33 |  | 5000 | &nbsp;&nbsp;5522928 |
| &nbsp;&nbsp;&nbsp;&nbsp;Goldman Sachs Group, <br>Inc. | &nbsp;&nbsp;&nbsp;&nbsp;Goldman Sachs Group, <br>Inc. |  |  |  |
|  | 1.250%, 02/07/29 | EUR | 600 | &nbsp;&nbsp;681299 |
|  | 0.875%, 05/09/29 | EUR | 2750 | &nbsp;&nbsp;3067474 |
|  | 6.125%, 02/15/33 |  | 3000 | &nbsp;&nbsp;3267077 |
|  | 6.250%, 02/01/41 |  | 1200 | &nbsp;&nbsp;1304336 |
| Grand City Properties SA | Grand City Properties SA |  |  |  |
|  | 4.375%, 01/09/30 | EUR | 700 | &nbsp;&nbsp;863274 |
| Halliburton Co. | Halliburton Co. |  |  |  |
|  | 4.850%, 11/15/35 |  | 2002 | &nbsp;&nbsp;1971655 |
|  | 6.700%, 09/15/38 |  | 5400 | &nbsp;&nbsp;6034482 |
|  | 7.450%, 09/15/39 |  | 1000 | &nbsp;&nbsp;1182002 |
|  | 4.500%, 11/15/41 |  | 140 | &nbsp;&nbsp;122249 |
|  | 5.000%, 11/15/45 |  | 1000 | &nbsp;&nbsp;901053 |
| &nbsp;&nbsp;&nbsp;&nbsp;Hamburg Commercial <br>Bank AG | &nbsp;&nbsp;&nbsp;&nbsp;Hamburg Commercial <br>Bank AG |  |  |  |
|  | 3.500%, 01/31/30 | EUR | 3980 | &nbsp;&nbsp;4782776 |
| &nbsp;&nbsp;&nbsp;&nbsp;Harley-Davidson Financial <br>Services, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;Harley-Davidson Financial <br>Services, Inc. |  |  |  |
|  | 4.000%, 03/12/30 | EUR | 4759 | &nbsp;&nbsp;5775619 |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  |  | **Face**<br>**Amount^**<br>| **Value†** |
|  |  |  | **(000)** |  |
| HCA, Inc. | HCA, Inc. |  |  |  |
|  | 5.500%, 06/01/33 |  | 5000 | &nbsp;&nbsp;$5190060 |
| Heineken NV | Heineken NV |  |  |  |
| Ω | 4.000%, 10/01/42 |  | 1000 | &nbsp;&nbsp;838359 |
| Helmerich & Payne, Inc. | Helmerich & Payne, Inc. |  |  |  |
|  | 5.500%, 12/01/34 |  | 1000 | &nbsp;&nbsp;991953 |
| Hess Corp. | Hess Corp. |  |  |  |
|  | 5.600%, 02/15/41 |  | 4000 | &nbsp;&nbsp;4138340 |
| HF Sinclair Corp. | HF Sinclair Corp. |  |  |  |
|  | 6.250%, 01/15/35 |  | 2000 | &nbsp;&nbsp;2091091 |
| Highwoods Realty LP | Highwoods Realty LP |  |  |  |
|  | 7.650%, 02/01/34 |  | 1000 | &nbsp;&nbsp;1135910 |
| Home Depot, Inc. | Home Depot, Inc. |  |  |  |
|  | 3.300%, 04/15/40 |  | 8400 | &nbsp;&nbsp;6850586 |
| &nbsp;&nbsp;&nbsp;&nbsp;Honeywell International, <br>Inc. | &nbsp;&nbsp;&nbsp;&nbsp;Honeywell International, <br>Inc. |  |  |  |
|  | 3.375%, 03/01/30 | EUR | 6680 | &nbsp;&nbsp;8069106 |
| Host Hotels & Resorts LP | Host Hotels & Resorts LP |  |  |  |
|  | 5.700%, 07/01/34 |  | 6200 | &nbsp;&nbsp;6398458 |
|  | 5.500%, 04/15/35 |  | 400 | &nbsp;&nbsp;405416 |
| Housing New Zealand Ltd. | Housing New Zealand Ltd. |  |  |  |
|  | 2.183%, 04/24/30 | NZD | 2000 | &nbsp;&nbsp;1118227 |
| HP, Inc. | HP, Inc. |  |  |  |
|  | 5.500%, 01/15/33 |  | 1000 | &nbsp;&nbsp;1023301 |
|  | 6.000%, 09/15/41 |  | 2000 | &nbsp;&nbsp;1992546 |
| HSBC Holdings PLC | HSBC Holdings PLC |  |  |  |
|  | 6.100%, 01/14/42 |  | 1030 | &nbsp;&nbsp;1106527 |
| Humana, Inc. | Humana, Inc. |  |  |  |
|  | 4.625%, 12/01/42 |  | 5640 | &nbsp;&nbsp;4759995 |
| &nbsp;&nbsp;&nbsp;&nbsp;IBM International Capital <br>Pte. Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;IBM International Capital <br>Pte. Ltd. |  |  |  |
|  | 4.900%, 02/05/34 |  | 1400 | &nbsp;&nbsp;1406183 |
|  | 5.250%, 02/05/44 |  | 4000 | &nbsp;&nbsp;3850299 |
| ICADE | ICADE |  |  |  |
|  | 1.000%, 01/19/30 | EUR | 500 | &nbsp;&nbsp;543397 |
| IHG Finance LLC | IHG Finance LLC |  |  |  |
|  | 3.375%, 09/10/30 | EUR | 3400 | &nbsp;&nbsp;4060668 |
| &nbsp;&nbsp;&nbsp;&nbsp;Imperial Brands Finance <br>PLC | &nbsp;&nbsp;&nbsp;&nbsp;Imperial Brands Finance <br>PLC |  |  |  |
| Ω | 5.875%, 07/01/34 |  | 10000 | &nbsp;&nbsp;10446807 |
| &nbsp;&nbsp;&nbsp;&nbsp;Indiana Michigan Power <br>Co. | &nbsp;&nbsp;&nbsp;&nbsp;Indiana Michigan Power <br>Co. |  |  |  |
|  | 6.050%, 03/15/37 |  | 1384 | &nbsp;&nbsp;1502256 |
| Intel Corp. | Intel Corp. |  |  |  |
|  | 4.600%, 03/25/40 |  | 4200 | &nbsp;&nbsp;3769621 |
|  | 2.800%, 08/12/41 |  | 3000 | &nbsp;&nbsp;2119842 |
|  | 4.800%, 10/01/41 |  | 500 | &nbsp;&nbsp;448753 |
|  | 4.250%, 12/15/42 |  | 2000 | &nbsp;&nbsp;1639744 |
|  | 5.625%, 02/10/43 |  | 3550 | &nbsp;&nbsp;3463632 |
| &nbsp;&nbsp;&nbsp;&nbsp;Intercontinental Exchange, <br>Inc. | &nbsp;&nbsp;&nbsp;&nbsp;Intercontinental Exchange, <br>Inc. |  |  |  |
|  | 2.650%, 09/15/40 |  | 7000 | &nbsp;&nbsp;5163760 |
| &nbsp;&nbsp;&nbsp;&nbsp;International Business <br>Machines Corp. | &nbsp;&nbsp;&nbsp;&nbsp;International Business <br>Machines Corp. |  |  |  |
|  | 3.300%, 01/27/27 |  | 126 | &nbsp;&nbsp;124940 |
|  | 3.500%, 05/15/29 |  | 29 | &nbsp;&nbsp;28532 |
|  | 2.900%, 02/10/30 | EUR | 3220 | &nbsp;&nbsp;3826081 |
|  | 4.150%, 05/15/39 |  | 3300 | &nbsp;&nbsp;2944929 |

---

------

**DFA Intermediate-Term Extended Quality Portfolio**

**CONTINUED**

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  |  | **Face**<br>**Amount^**<br>| **Value†** |
|  |  |  | **(000)** |  |
|  | 2.850%, 05/15/40 |  | 6000 | &nbsp;&nbsp;$4506296 |
| &nbsp;&nbsp;&nbsp;&nbsp;International Development <br>Association | &nbsp;&nbsp;&nbsp;&nbsp;International Development <br>Association |  |  |  |
|  | 2.500%, 05/28/30 | EUR | 27600 | &nbsp;&nbsp;32669103 |
| International Paper Co. | International Paper Co. |  |  |  |
|  | 6.000%, 11/15/41 |  | 9000 | &nbsp;&nbsp;9327778 |
| Intesa Sanpaolo SpA | Intesa Sanpaolo SpA |  |  |  |
| Ω | 7.200%, 11/28/33 |  | 5000 | &nbsp;&nbsp;5721652 |
| &nbsp;&nbsp;&nbsp;&nbsp;Invitation Homes Operating <br>Partnership LP | &nbsp;&nbsp;&nbsp;&nbsp;Invitation Homes Operating <br>Partnership LP |  |  |  |
|  | 5.500%, 08/15/33 |  | 1000 | &nbsp;&nbsp;1025739 |
| ISS Global AS | ISS Global AS |  |  |  |
|  | 3.875%, 06/05/29 | EUR | 3100 | &nbsp;&nbsp;3786524 |
| Italgas SpA | Italgas SpA |  |  |  |
|  | 2.875%, 03/06/30 | EUR | 1200 | &nbsp;&nbsp;1416459 |
| Jackson Financial, Inc. | Jackson Financial, Inc. |  |  |  |
|  | 5.670%, 06/08/32 |  | 2000 | &nbsp;&nbsp;2067917 |
| &nbsp;&nbsp;&nbsp;&nbsp;Jacobs Engineering Group, <br>Inc. | &nbsp;&nbsp;&nbsp;&nbsp;Jacobs Engineering Group, <br>Inc. |  |  |  |
|  | 5.900%, 03/01/33 |  | 3398 | &nbsp;&nbsp;3569635 |
| &nbsp;&nbsp;&nbsp;&nbsp;Janus Henderson <br>U.S. Holdings, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;Janus Henderson <br>U.S. Holdings, Inc. |  |  |  |
|  | 5.450%, 09/10/34 |  | 417 | &nbsp;&nbsp;418485 |
| &nbsp;&nbsp;&nbsp;&nbsp;Japan Government Ten <br>Year Bonds | &nbsp;&nbsp;&nbsp;&nbsp;Japan Government Ten <br>Year Bonds |  |  |  |
|  | 0.100%, 03/20/29 | JPY | 320000 | &nbsp;&nbsp;1985112 |
|  | 0.100%, 06/20/29 | JPY | 480000 | &nbsp;&nbsp;2964022 |
| JDE Peet's NV | JDE Peet's NV |  |  |  |
|  | 4.125%, 01/23/30 | EUR | 110 | &nbsp;&nbsp;135474 |
| &nbsp;&nbsp;&nbsp;&nbsp;Jefferies Financial Group, <br>Inc. | &nbsp;&nbsp;&nbsp;&nbsp;Jefferies Financial Group, <br>Inc. |  |  |  |
|  | 4.000%, 04/16/29 | EUR | 430 | &nbsp;&nbsp;525189 |
|  | 2.625%, 10/15/31 |  | 7900 | &nbsp;&nbsp;7032785 |
|  | 6.200%, 04/14/34 |  | 3000 | &nbsp;&nbsp;3154980 |
| John Deere Bank SA | John Deere Bank SA |  |  |  |
|  | 3.300%, 10/15/29 | EUR | 400 | &nbsp;&nbsp;484082 |
| Johnson & Johnson | Johnson & Johnson |  |  |  |
|  | 4.950%, 06/01/34 |  | 15000 | &nbsp;&nbsp;15693640 |
|  | 3.550%, 03/01/36 |  | 5000 | &nbsp;&nbsp;4582506 |
|  | 3.400%, 01/15/38 |  | 2500 | &nbsp;&nbsp;2188635 |
|  | 2.100%, 09/01/40 |  | 11250 | &nbsp;&nbsp;7915720 |
|  | 4.500%, 09/01/40 |  | 500 | &nbsp;&nbsp;480681 |
| JPMorgan Chase & Co. | JPMorgan Chase & Co. |  |  |  |
|  | 6.400%, 05/15/38 |  | 6200 | &nbsp;&nbsp;6949681 |
|  | 5.500%, 10/15/40 |  | 8700 | &nbsp;&nbsp;9038757 |
| Kemper Corp. | Kemper Corp. |  |  |  |
|  | 3.800%, 02/23/32 |  | 1327 | &nbsp;&nbsp;1227216 |
| Kilroy Realty LP | Kilroy Realty LP |  |  |  |
|  | 2.650%, 11/15/33 |  | 5000 | &nbsp;&nbsp;4095002 |
|  | 6.250%, 01/15/36 |  | 950 | &nbsp;&nbsp;981414 |
| Kimco Realty OP LLC | Kimco Realty OP LLC |  |  |  |
|  | 4.600%, 02/01/33 |  | 2500 | &nbsp;&nbsp;2490289 |
| &nbsp;&nbsp;&nbsp;&nbsp;Kinder Morgan Energy <br>Partners LP | &nbsp;&nbsp;&nbsp;&nbsp;Kinder Morgan Energy <br>Partners LP |  |  |  |
|  | 6.950%, 01/15/38 |  | 800 | &nbsp;&nbsp;907540 |
|  | 6.500%, 09/01/39 |  | 1565 | &nbsp;&nbsp;1724507 |
|  | 5.000%, 03/01/43 |  | 1073 | &nbsp;&nbsp;983626 |
|  | 5.500%, 03/01/44 |  | 500 | &nbsp;&nbsp;483377 |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  |  | **Face**<br>**Amount^**<br>| **Value†** |
|  |  |  | **(000)** |  |
|  | 5.400%, 09/01/44 |  | 400 | &nbsp;&nbsp;$382342 |
| Kinder Morgan, Inc. | Kinder Morgan, Inc. |  |  |  |
|  | 5.300%, 12/01/34 |  | 5000 | &nbsp;&nbsp;5108877 |
| &nbsp;&nbsp;&nbsp;&nbsp;Kingdom of Belgium <br>Government Bonds | &nbsp;&nbsp;&nbsp;&nbsp;Kingdom of Belgium <br>Government Bonds |  |  |  |
|  | 0.100%, 06/22/30 | EUR | 7350 | &nbsp;&nbsp;7847395 |
| Koninklijke Philips NV | Koninklijke Philips NV |  |  |  |
|  | 3.250%, 05/23/30 | EUR | 5000 | &nbsp;&nbsp;5983419 |
| Kraft Heinz Foods Co. | Kraft Heinz Foods Co. |  |  |  |
|  | 5.000%, 06/04/42 |  | 5000 | &nbsp;&nbsp;4560232 |
|  | 5.200%, 07/15/45 |  | 1000 | &nbsp;&nbsp;909213 |
| &nbsp;&nbsp;&nbsp;&nbsp;Kreditanstalt fuer <br>Wiederaufbau | &nbsp;&nbsp;&nbsp;&nbsp;Kreditanstalt fuer <br>Wiederaufbau |  |  |  |
|  | 0.375%, 04/23/30 | EUR | 1179 | &nbsp;&nbsp;1283240 |
|  | 3.125%, 06/07/30 | EUR | 800 | &nbsp;&nbsp;973880 |
| Kroger Co. | Kroger Co. |  |  |  |
|  | 7.500%, 04/01/31 |  | 6325 | &nbsp;&nbsp;7203417 |
|  | 5.150%, 08/01/43 |  | 400 | &nbsp;&nbsp;376714 |
| Kyndryl Holdings, Inc. | Kyndryl Holdings, Inc. |  |  |  |
|  | 3.150%, 10/15/31 |  | 400 | &nbsp;&nbsp;364477 |
|  | 6.350%, 02/20/34 |  | 5800 | &nbsp;&nbsp;6081648 |
| La Banque Postale SA | La Banque Postale SA |  |  |  |
|  | 4.375%, 01/17/30 | EUR | 200 | &nbsp;&nbsp;248870 |
| Land Berlin | Land Berlin |  |  |  |
|  | 2.375%, 06/04/30 | EUR | 300 | &nbsp;&nbsp;353249 |
| &nbsp;&nbsp;&nbsp;&nbsp;Landwirtschaftliche <br>Rentenbank | &nbsp;&nbsp;&nbsp;&nbsp;Landwirtschaftliche <br>Rentenbank |  |  |  |
| Δ | 0.000%, 11/27/29 | EUR | 400 | &nbsp;&nbsp;432034 |
|  | 0.050%, 12/18/29 | EUR | 40 | &nbsp;&nbsp;43226 |
| Lansforsakringar Bank AB | Lansforsakringar Bank AB |  |  |  |
|  | 3.250%, 01/22/30 | EUR | 12364 | &nbsp;&nbsp;14832823 |
| Lazard Group LLC | Lazard Group LLC |  |  |  |
|  | 5.625%, 08/01/35 |  | 4000 | &nbsp;&nbsp;4098432 |
| Legg Mason, Inc. | Legg Mason, Inc. |  |  |  |
|  | 5.625%, 01/15/44 |  | 4780 | &nbsp;&nbsp;4758456 |
| Liberty Utilities Co. | Liberty Utilities Co. |  |  |  |
| Ω | 5.869%, 01/31/34 |  | 5000 | &nbsp;&nbsp;5225613 |
| Lincoln National Corp. | Lincoln National Corp. |  |  |  |
|  | 3.400%, 01/15/31 |  | 50 | &nbsp;&nbsp;47462 |
|  | 3.400%, 03/01/32 |  | 4555 | &nbsp;&nbsp;4213784 |
|  | 6.300%, 10/09/37 |  | 1000 | &nbsp;&nbsp;1064480 |
|  | 7.000%, 06/15/40 |  | 400 | &nbsp;&nbsp;447698 |
| &nbsp;&nbsp;&nbsp;&nbsp;Lloyds Bank Corporate <br>Markets PLC | &nbsp;&nbsp;&nbsp;&nbsp;Lloyds Bank Corporate <br>Markets PLC |  |  |  |
|  | 3.250%, 03/24/30 | EUR | 1600 | &nbsp;&nbsp;1922319 |
| Lockheed Martin Corp. | Lockheed Martin Corp. |  |  |  |
|  | 4.070%, 12/15/42 |  | 1500 | &nbsp;&nbsp;1288879 |
| Loews Corp. | Loews Corp. |  |  |  |
|  | 4.125%, 05/15/43 |  | 3000 | &nbsp;&nbsp;2548637 |
| Lowe's Cos., Inc. | Lowe's Cos., Inc. |  |  |  |
|  | 4.375%, 09/15/45 |  | 500 | &nbsp;&nbsp;419465 |
| LPL Holdings, Inc. | LPL Holdings, Inc. |  |  |  |
|  | 6.000%, 05/20/34 |  | 1700 | &nbsp;&nbsp;1782631 |
|  | 5.650%, 03/15/35 |  | 5000 | &nbsp;&nbsp;5095195 |
| LSEG Finance PLC | LSEG Finance PLC |  |  |  |
| Ω | 3.200%, 04/06/41 |  | 4700 | &nbsp;&nbsp;3626000 |

---

------

**DFA Intermediate-Term Extended Quality Portfolio**

**CONTINUED**

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  |  | **Face**<br>**Amount^**<br>| **Value†** |
|  |  |  | **(000)** |  |
| &nbsp;&nbsp;&nbsp;&nbsp;LVMH Moet Hennessy <br>Louis Vuitton SE | &nbsp;&nbsp;&nbsp;&nbsp;LVMH Moet Hennessy <br>Louis Vuitton SE |  |  |  |
|  | 3.250%, 09/07/29 | EUR | 300 | &nbsp;&nbsp;$363426 |
| &nbsp;&nbsp;&nbsp;&nbsp;LYB International Finance <br>BV | &nbsp;&nbsp;&nbsp;&nbsp;LYB International Finance <br>BV |  |  |  |
|  | 5.250%, 07/15/43 |  | 90 | &nbsp;&nbsp;77526 |
| &nbsp;&nbsp;&nbsp;&nbsp;LYB International Finance <br>III LLC | &nbsp;&nbsp;&nbsp;&nbsp;LYB International Finance <br>III LLC |  |  |  |
|  | 5.500%, 03/01/34 |  | 250 | &nbsp;&nbsp;246719 |
|  | 3.375%, 10/01/40 |  | 9500 | &nbsp;&nbsp;6848299 |
| Macquarie Bank Ltd. | Macquarie Bank Ltd. |  |  |  |
|  | 3.202%, 09/17/29 | EUR | 1000 | &nbsp;&nbsp;1202394 |
| Macquarie Group Ltd. | Macquarie Group Ltd. |  |  |  |
|  | 4.747%, 01/23/30 | EUR | 4130 | &nbsp;&nbsp;5213498 |
| Marathon Petroleum Corp. | Marathon Petroleum Corp. |  |  |  |
|  | 6.500%, 03/01/41 |  | 1600 | &nbsp;&nbsp;1710882 |
|  | 4.750%, 09/15/44 |  | 400 | &nbsp;&nbsp;345169 |
| Marriott International, Inc. | Marriott International, Inc. |  |  |  |
|  | 2.750%, 10/15/33 |  | 2500 | &nbsp;&nbsp;2183179 |
| Mars, Inc. | Mars, Inc. |  |  |  |
| Ω | 3.600%, 04/01/34 |  | 5000 | &nbsp;&nbsp;4608073 |
| Ω | 2.375%, 07/16/40 |  | 400 | &nbsp;&nbsp;286831 |
| &nbsp;&nbsp;&nbsp;&nbsp;Marsh & McLennan Cos., <br>Inc. | &nbsp;&nbsp;&nbsp;&nbsp;Marsh & McLennan Cos., <br>Inc. |  |  |  |
|  | 5.875%, 08/01/33 |  | 2500 | &nbsp;&nbsp;2708227 |
| Mastercard, Inc. | Mastercard, Inc. |  |  |  |
|  | 1.000%, 02/22/29 | EUR | 100 | &nbsp;&nbsp;113143 |
| Medtronic, Inc. | Medtronic, Inc. |  |  |  |
|  | 3.650%, 10/15/29 | EUR | 800 | &nbsp;&nbsp;977766 |
| Merck & Co., Inc. | Merck & Co., Inc. |  |  |  |
|  | 4.750%, 12/04/35 |  | 5000 | &nbsp;&nbsp;4957225 |
|  | 3.900%, 03/07/39 |  | 250 | &nbsp;&nbsp;222449 |
|  | 2.350%, 06/24/40 |  | 8250 | &nbsp;&nbsp;5934645 |
|  | 3.700%, 02/10/45 |  | 3500 | &nbsp;&nbsp;2773300 |
| Meta Platforms, Inc. | Meta Platforms, Inc. |  |  |  |
|  | 4.200%, 11/15/30 |  | 1875 | &nbsp;&nbsp;1871632 |
|  | 5.500%, 11/15/45 |  | 1000 | &nbsp;&nbsp;961634 |
| MetLife, Inc. | MetLife, Inc. |  |  |  |
|  | 5.700%, 06/15/35 |  | 7200 | &nbsp;&nbsp;7666421 |
| Micron Technology, Inc. | Micron Technology, Inc. |  |  |  |
|  | 5.875%, 02/09/33 |  | 400 | &nbsp;&nbsp;425777 |
|  | 5.875%, 09/15/33 |  | 1000 | &nbsp;&nbsp;1063752 |
|  | 3.366%, 11/01/41 |  | 3200 | &nbsp;&nbsp;2476448 |
| Microsoft Corp. | Microsoft Corp. |  |  |  |
|  | 3.450%, 08/08/36 |  | 4500 | &nbsp;&nbsp;4076207 |
| &nbsp;&nbsp;&nbsp;&nbsp;Mid-America <br>Apartments LP | &nbsp;&nbsp;&nbsp;&nbsp;Mid-America <br>Apartments LP |  |  |  |
|  | 5.000%, 03/15/34 |  | 5000 | &nbsp;&nbsp;5034627 |
| Mississippi Power Co. | Mississippi Power Co. |  |  |  |
|  | 4.250%, 03/15/42 |  | 1200 | &nbsp;&nbsp;1031347 |
| &nbsp;&nbsp;&nbsp;&nbsp;Mitsubishi UFJ Financial <br>Group, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;Mitsubishi UFJ Financial <br>Group, Inc. |  |  |  |
|  | 3.751%, 07/18/39 |  | 3200 | &nbsp;&nbsp;2779759 |
| &nbsp;&nbsp;&nbsp;&nbsp;Mizuho Financial Group, <br>Inc. | &nbsp;&nbsp;&nbsp;&nbsp;Mizuho Financial Group, <br>Inc. |  |  |  |
|  | 0.797%, 04/15/30 | EUR | 4050 | &nbsp;&nbsp;4394821 |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  |  | **Face**<br>**Amount^**<br>| **Value†** |
|  |  |  | **(000)** |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Molson Coors Beverage <br>Co. | &nbsp;&nbsp;&nbsp;&nbsp;Molson Coors Beverage <br>Co. |  |  |  |
|  | 5.000%, 05/01/42 |  | 5000 | &nbsp;&nbsp;$4639808 |
| Mosaic Co. | Mosaic Co. |  |  |  |
|  | 5.625%, 11/15/43 |  | 400 | &nbsp;&nbsp;385741 |
| &nbsp;&nbsp;&nbsp;&nbsp;Motability Operations <br>Group PLC | &nbsp;&nbsp;&nbsp;&nbsp;Motability Operations <br>Group PLC |  |  |  |
|  | 3.625%, 07/24/29 | EUR | 5000 | &nbsp;&nbsp;6073390 |
| MPLX LP | MPLX LP |  |  |  |
|  | 4.500%, 04/15/38 |  | 5610 | &nbsp;&nbsp;5110838 |
| Nasdaq, Inc. | Nasdaq, Inc. |  |  |  |
|  | 0.875%, 02/13/30 | EUR | 410 | &nbsp;&nbsp;449171 |
| National Fuel Gas Co. | National Fuel Gas Co. |  |  |  |
|  | 2.950%, 03/01/31 |  | 300 | &nbsp;&nbsp;274523 |
| &nbsp;&nbsp;&nbsp;&nbsp;National Grid North <br>America, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;National Grid North <br>America, Inc. |  |  |  |
|  | 3.150%, 06/03/30 | EUR | 130 | &nbsp;&nbsp;154643 |
| National Grid PLC | National Grid PLC |  |  |  |
|  | 0.553%, 09/18/29 | EUR | 200 | &nbsp;&nbsp;218385 |
| &nbsp;&nbsp;&nbsp;&nbsp;Nationwide Building <br>Society | &nbsp;&nbsp;&nbsp;&nbsp;Nationwide Building <br>Society |  |  |  |
|  | 3.250%, 09/05/29 | EUR | 300 | &nbsp;&nbsp;361057 |
|  | 3.000%, 03/03/30 | EUR | 3417 | &nbsp;&nbsp;4064593 |
| Naturgy Finance Iberia SA | Naturgy Finance Iberia SA |  |  |  |
|  | 3.250%, 10/02/30 | EUR | 2500 | &nbsp;&nbsp;2983211 |
| NatWest Markets PLC | NatWest Markets PLC |  |  |  |
|  | 3.125%, 01/10/30 | EUR | 12032 | &nbsp;&nbsp;14400797 |
| NBCUniversal Media LLC | NBCUniversal Media LLC |  |  |  |
|  | 4.450%, 01/15/43 |  | 500 | &nbsp;&nbsp;425218 |
| &nbsp;&nbsp;&nbsp;&nbsp;Nederlandse <br>Waterschapsbank NV | &nbsp;&nbsp;&nbsp;&nbsp;Nederlandse <br>Waterschapsbank NV |  |  |  |
|  | 2.750%, 12/17/29 | EUR | 100 | &nbsp;&nbsp;119799 |
|  | 2.500%, 05/22/30 | EUR | 2322 | &nbsp;&nbsp;2745604 |
| &nbsp;&nbsp;&nbsp;&nbsp;Nestle Finance <br>International Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;Nestle Finance <br>International Ltd. |  |  |  |
|  | 1.250%, 11/02/29 | EUR | 250 | &nbsp;&nbsp;283791 |
|  | 1.500%, 04/01/30 | EUR | 50 | &nbsp;&nbsp;56920 |
| Nestle Holdings, Inc. | Nestle Holdings, Inc. |  |  |  |
| Ω | 3.900%, 09/24/38 |  | 1000 | &nbsp;&nbsp;902565 |
| &nbsp;&nbsp;&nbsp;&nbsp;Netherlands Government <br>Bonds | &nbsp;&nbsp;&nbsp;&nbsp;Netherlands Government <br>Bonds |  |  |  |
| Δ | 0.000%, 07/15/30 | EUR | 300 | &nbsp;&nbsp;319866 |
| &nbsp;&nbsp;&nbsp;&nbsp;New Zealand Government <br>Bonds | &nbsp;&nbsp;&nbsp;&nbsp;New Zealand Government <br>Bonds |  |  |  |
|  | 4.500%, 05/15/30 | NZD | 81100 | &nbsp;&nbsp;50042269 |
| &nbsp;&nbsp;&nbsp;&nbsp;New Zealand Local <br>Government Funding <br>Agency Bonds | &nbsp;&nbsp;&nbsp;&nbsp;New Zealand Local <br>Government Funding <br>Agency Bonds |  |  |  |
|  | 1.500%, 04/20/29 | NZD | 400 | &nbsp;&nbsp;224498 |
|  | 4.500%, 05/15/30 | NZD | 4700 | &nbsp;&nbsp;2880483 |
| Newmont Corp. | Newmont Corp. |  |  |  |
|  | 5.875%, 04/01/35 |  | 5000 | &nbsp;&nbsp;5378766 |
| &nbsp;&nbsp;&nbsp;&nbsp;NextEra Energy Capital <br>Holdings, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;NextEra Energy Capital <br>Holdings, Inc. |  |  |  |
|  | 5.250%, 03/15/34 |  | 8000 | &nbsp;&nbsp;8194126 |
| NIBC Bank NV | NIBC Bank NV |  |  |  |
|  | 3.500%, 06/05/30 | EUR | 4200 | &nbsp;&nbsp;5061590 |

---

------

**DFA Intermediate-Term Extended Quality Portfolio**

**CONTINUED**

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  |  | **Face**<br>**Amount^**<br>| **Value†** |
|  |  |  | **(000)** |  |
| NiSource, Inc. | NiSource, Inc. |  |  |  |
|  | 5.950%, 06/15/41 |  | 525 | &nbsp;&nbsp;$540313 |
| Nokia OYJ | Nokia OYJ |  |  |  |
|  | 6.625%, 05/15/39 |  | 1000 | &nbsp;&nbsp;1073736 |
| Nomura Holdings, Inc. | Nomura Holdings, Inc. |  |  |  |
|  | 3.459%, 05/28/30 | EUR | 2800 | &nbsp;&nbsp;3373257 |
| &nbsp;&nbsp;&nbsp;&nbsp;Northern Star Resources <br>Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;Northern Star Resources <br>Ltd. |  |  |  |
| Ω | 6.125%, 04/11/33 |  | 5000 | &nbsp;&nbsp;5272862 |
| NOV, Inc. | NOV, Inc. |  |  |  |
|  | 3.950%, 12/01/42 |  | 3359 | &nbsp;&nbsp;2647913 |
| Novartis Capital Corp. | Novartis Capital Corp. |  |  |  |
|  | 4.600%, 11/05/35 |  | 1000 | &nbsp;&nbsp;990065 |
| &nbsp;&nbsp;&nbsp;&nbsp;Novo Nordisk Finance <br>Netherlands BV | &nbsp;&nbsp;&nbsp;&nbsp;Novo Nordisk Finance <br>Netherlands BV |  |  |  |
|  | 2.875%, 08/27/30 | EUR | 200 | &nbsp;&nbsp;237894 |
| NTT Finance Corp. | NTT Finance Corp. |  |  |  |
|  | 0.342%, 03/03/30 | EUR | 300 | &nbsp;&nbsp;321363 |
| NVIDIA Corp. | NVIDIA Corp. |  |  |  |
|  | 3.500%, 04/01/40 |  | 1600 | &nbsp;&nbsp;1349302 |
| Nykredit Realkredit AS | Nykredit Realkredit AS |  |  |  |
|  | 3.875%, 07/09/29 | EUR | 1800 | &nbsp;&nbsp;2199745 |
|  | 3.375%, 01/10/30 | EUR | 500 | &nbsp;&nbsp;599905 |
|  | 3.625%, 07/24/30 | EUR | 5010 | &nbsp;&nbsp;6053982 |
| Omnicom Group, Inc. | Omnicom Group, Inc. |  |  |  |
|  | 3.375%, 03/01/41 |  | 5000 | &nbsp;&nbsp;3763999 |
| ONEOK Partners LP | ONEOK Partners LP |  |  |  |
|  | 6.125%, 02/01/41 |  | 500 | &nbsp;&nbsp;517476 |
| ONEOK, Inc. | ONEOK, Inc. |  |  |  |
|  | 5.400%, 10/15/35 |  | 3000 | &nbsp;&nbsp;3025597 |
| OP Corporate Bank PLC | OP Corporate Bank PLC |  |  |  |
|  | 0.375%, 12/08/28 | EUR | 1500 | &nbsp;&nbsp;1664140 |
|  | 2.875%, 11/27/29 | EUR | 3500 | &nbsp;&nbsp;4175620 |
| Oracle Corp. | Oracle Corp. |  |  |  |
|  | 3.800%, 11/15/37 |  | 400 | &nbsp;&nbsp;322070 |
|  | 3.600%, 04/01/40 |  | 9000 | &nbsp;&nbsp;6647348 |
|  | 4.500%, 07/08/44 |  | 800 | &nbsp;&nbsp;606754 |
| Origin Energy Finance Ltd. | Origin Energy Finance Ltd. |  |  |  |
|  | 1.000%, 09/17/29 | EUR | 100 | &nbsp;&nbsp;110325 |
| ORIX Corp. | ORIX Corp. |  |  |  |
|  | 3.780%, 05/29/29 | EUR | 4500 | &nbsp;&nbsp;5459108 |
| Ovintiv, Inc. | Ovintiv, Inc. |  |  |  |
|  | 6.250%, 07/15/33 |  | 1279 | &nbsp;&nbsp;1357993 |
|  | 6.500%, 02/01/38 |  | 150 | &nbsp;&nbsp;158356 |
| Pacific LifeCorp | Pacific LifeCorp |  |  |  |
| Ω | 5.125%, 01/30/43 |  | 3000 | &nbsp;&nbsp;2829706 |
| Parker-Hannifin Corp. | Parker-Hannifin Corp. |  |  |  |
|  | 2.900%, 03/01/30 | EUR | 100 | &nbsp;&nbsp;118396 |
| Pernod Ricard SA | Pernod Ricard SA |  |  |  |
|  | 0.125%, 10/04/29 | EUR | 300 | &nbsp;&nbsp;322694 |
| &nbsp;&nbsp;&nbsp;&nbsp;Pfizer Investment <br>Enterprises Pte. Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;Pfizer Investment <br>Enterprises Pte. Ltd. |  |  |  |
|  | 5.110%, 05/19/43 |  | 1000 | &nbsp;&nbsp;961027 |
| Pfizer, Inc. | Pfizer, Inc. |  |  |  |
|  | 2.550%, 05/28/40 |  | 4000 | &nbsp;&nbsp;2934739 |
|  | 5.600%, 09/15/40 |  | 400 | &nbsp;&nbsp;416596 |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  |  | **Face**<br>**Amount^**<br>| **Value†** |
|  |  |  | **(000)** |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Philip Morris International, <br>Inc. | &nbsp;&nbsp;&nbsp;&nbsp;Philip Morris International, <br>Inc. |  |  |  |
|  | 5.625%, 09/07/33 |  | 3000 | &nbsp;&nbsp;$3174335 |
|  | 4.375%, 11/15/41 |  | 2335 | &nbsp;&nbsp;2073758 |
|  | 3.875%, 08/21/42 |  | 5000 | &nbsp;&nbsp;4120607 |
|  | 4.125%, 03/04/43 |  | 400 | &nbsp;&nbsp;340030 |
|  | 4.875%, 11/15/43 |  | 400 | &nbsp;&nbsp;369479 |
| Phillips 66 | Phillips 66 |  |  |  |
|  | 2.150%, 12/15/30 |  | 200 | &nbsp;&nbsp;180415 |
|  | 4.650%, 11/15/34 |  | 3000 | &nbsp;&nbsp;2930817 |
|  | 5.875%, 05/01/42 |  | 2380 | &nbsp;&nbsp;2397205 |
| Phillips 66 Co. | Phillips 66 Co. |  |  |  |
|  | 5.300%, 06/30/33 |  | 5000 | &nbsp;&nbsp;5136806 |
|  | 4.680%, 02/15/45 |  | 500 | &nbsp;&nbsp;425030 |
| &nbsp;&nbsp;&nbsp;&nbsp;Plains All American <br>Pipeline LP/PAA Finance <br>Corp. | &nbsp;&nbsp;&nbsp;&nbsp;Plains All American <br>Pipeline LP/PAA Finance <br>Corp. |  |  |  |
|  | 4.300%, 01/31/43 |  | 1500 | &nbsp;&nbsp;1241303 |
|  | 4.700%, 06/15/44 |  | 5000 | &nbsp;&nbsp;4284958 |
| Praemia Healthcare SACA | Praemia Healthcare SACA |  |  |  |
|  | 0.875%, 11/04/29 | EUR | 2200 | &nbsp;&nbsp;2391198 |
| Precision Castparts Corp. | Precision Castparts Corp. |  |  |  |
|  | 4.375%, 06/15/45 |  | 500 | &nbsp;&nbsp;434583 |
| Primerica, Inc. | Primerica, Inc. |  |  |  |
|  | 2.800%, 11/19/31 |  | 4950 | &nbsp;&nbsp;4499946 |
| Procter & Gamble Co. | Procter & Gamble Co. |  |  |  |
|  | 0.350%, 05/05/30 | EUR | 130 | &nbsp;&nbsp;140393 |
| Progress Energy, Inc. | Progress Energy, Inc. |  |  |  |
|  | 6.000%, 12/01/39 |  | 5010 | &nbsp;&nbsp;5304604 |
| Prologis LP | Prologis LP |  |  |  |
|  | 4.625%, 01/15/33 |  | 2200 | &nbsp;&nbsp;2212670 |
| Province of Alberta | Province of Alberta |  |  |  |
|  | 2.050%, 06/01/30 | CAD | 6000 | &nbsp;&nbsp;4235406 |
| &nbsp;&nbsp;&nbsp;&nbsp;Province of British <br>Columbia | &nbsp;&nbsp;&nbsp;&nbsp;Province of British <br>Columbia |  |  |  |
|  | 2.200%, 06/18/30 | CAD | 2100 | &nbsp;&nbsp;1491044 |
| Province of Ontario | Province of Ontario |  |  |  |
|  | 1.550%, 11/01/29 | CAD | 1600 | &nbsp;&nbsp;1118525 |
|  | 2.050%, 06/02/30 | CAD | 13200 | &nbsp;&nbsp;9312367 |
| Province of Quebec | Province of Quebec |  |  |  |
| Δ | 0.000%, 10/15/29 | EUR | 200 | &nbsp;&nbsp;216259 |
| Prudential Financial, Inc. | Prudential Financial, Inc. |  |  |  |
|  | 3.000%, 03/10/40 |  | 600 | &nbsp;&nbsp;466676 |
| PulteGroup, Inc. | PulteGroup, Inc. |  |  |  |
|  | 6.375%, 05/15/33 |  | 1100 | &nbsp;&nbsp;1205301 |
| PVH Corp. | PVH Corp. |  |  |  |
|  | 4.125%, 07/16/29 | EUR | 2900 | &nbsp;&nbsp;3545215 |
| Quanta Services, Inc. | Quanta Services, Inc. |  |  |  |
|  | 3.050%, 10/01/41 |  | 1100 | &nbsp;&nbsp;816836 |
| Rayonier LP | Rayonier LP |  |  |  |
|  | 2.750%, 05/17/31 |  | 3500 | &nbsp;&nbsp;3172612 |
| RCI Banque SA | RCI Banque SA |  |  |  |
|  | 3.375%, 07/26/29 | EUR | 300 | &nbsp;&nbsp;360623 |
|  | 4.875%, 10/02/29 | EUR | 300 | &nbsp;&nbsp;377564 |
|  | 3.375%, 06/06/30 | EUR | 2300 | &nbsp;&nbsp;2747257 |
|  | 3.875%, 09/30/30 | EUR | 2500 | &nbsp;&nbsp;3039248 |
| Realty Income Corp. | Realty Income Corp. |  |  |  |
|  | 2.850%, 12/15/32 |  | 2067 | &nbsp;&nbsp;1855431 |

---

------

**DFA Intermediate-Term Extended Quality Portfolio**

**CONTINUED**

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  |  | **Face**<br>**Amount^**<br>| **Value†** |
|  |  |  | **(000)** |  |
|  | 1.800%, 03/15/33 |  | 4600 | &nbsp;&nbsp;$3823696 |
| &nbsp;&nbsp;&nbsp;&nbsp;Reckitt Benckiser Treasury <br>Services PLC | &nbsp;&nbsp;&nbsp;&nbsp;Reckitt Benckiser Treasury <br>Services PLC |  |  |  |
|  | 3.625%, 06/20/29 | EUR | 1550 | &nbsp;&nbsp;1890436 |
| Reynolds American, Inc. | Reynolds American, Inc. |  |  |  |
|  | 5.700%, 08/15/35 |  | 1000 | &nbsp;&nbsp;1040341 |
|  | 6.150%, 09/15/43 |  | 400 | &nbsp;&nbsp;409819 |
| Rio Tinto Alcan, Inc. | Rio Tinto Alcan, Inc. |  |  |  |
|  | 6.125%, 12/15/33 |  | 5000 | &nbsp;&nbsp;5457714 |
| Roche Holdings, Inc. | Roche Holdings, Inc. |  |  |  |
| Ω | 4.203%, 09/09/29 |  | 400 | &nbsp;&nbsp;402719 |
| &nbsp;&nbsp;&nbsp;&nbsp;Rogers Communications, <br>Inc. | &nbsp;&nbsp;&nbsp;&nbsp;Rogers Communications, <br>Inc. |  |  |  |
|  | 4.500%, 03/15/42 |  | 500 | &nbsp;&nbsp;429625 |
|  | 5.450%, 10/01/43 |  | 8000 | &nbsp;&nbsp;7575458 |
| Royal Bank of Canada | Royal Bank of Canada |  |  |  |
|  | 5.000%, 02/01/33 |  | 6000 | &nbsp;&nbsp;6147357 |
| Royalty Pharma PLC | Royalty Pharma PLC |  |  |  |
|  | 3.300%, 09/02/40 |  | 9250 | &nbsp;&nbsp;7188219 |
| RTX Corp. | RTX Corp. |  |  |  |
|  | 4.875%, 10/15/40 |  | 4000 | &nbsp;&nbsp;3859253 |
| Santander U.K. PLC | Santander U.K. PLC |  |  |  |
|  | 3.346%, 03/25/30 | EUR | 400 | &nbsp;&nbsp;481934 |
| &nbsp;&nbsp;&nbsp;&nbsp;Schlumberger Holdings <br>Corp. | &nbsp;&nbsp;&nbsp;&nbsp;Schlumberger Holdings <br>Corp. |  |  |  |
| Ω | 5.000%, 06/01/34 |  | 3000 | &nbsp;&nbsp;3028329 |
| &nbsp;&nbsp;&nbsp;&nbsp;Securitas Treasury Ireland <br>DAC | &nbsp;&nbsp;&nbsp;&nbsp;Securitas Treasury Ireland <br>DAC |  |  |  |
|  | 3.875%, 02/23/30 | EUR | 200 | &nbsp;&nbsp;244626 |
| SELP Finance SARL | SELP Finance SARL |  |  |  |
|  | 0.875%, 05/27/29 | EUR | 4500 | &nbsp;&nbsp;4987220 |
| Shell Finance U.S., Inc. | Shell Finance U.S., Inc. |  |  |  |
|  | 2.375%, 11/07/29 |  | 200 | &nbsp;&nbsp;188991 |
| Ω | 6.375%, 12/15/38 |  | 5000 | &nbsp;&nbsp;5581682 |
|  | 4.550%, 08/12/43 |  | 500 | &nbsp;&nbsp;447846 |
|  | 4.375%, 05/11/45 |  | 1000 | &nbsp;&nbsp;862621 |
| &nbsp;&nbsp;&nbsp;&nbsp;Shell International Finance <br>BV | &nbsp;&nbsp;&nbsp;&nbsp;Shell International Finance <br>BV |  |  |  |
|  | 4.550%, 08/12/43 |  | 3107 | &nbsp;&nbsp;2769800 |
| &nbsp;&nbsp;&nbsp;&nbsp;Siemens <br>Financieringsmaatschappij <br>NV | &nbsp;&nbsp;&nbsp;&nbsp;Siemens <br>Financieringsmaatschappij <br>NV |  |  |  |
| Ω | 6.125%, 08/17/26 |  | 80 | &nbsp;&nbsp;80965 |
|  | 1.000%, 02/25/30 | EUR | 100 | &nbsp;&nbsp;111497 |
|  | 2.750%, 09/09/30 | EUR | 200 | &nbsp;&nbsp;237581 |
| Ω | 2.875%, 03/11/41 |  | 10000 | &nbsp;&nbsp;7560676 |
| Ω | 4.400%, 05/27/45 |  | 1000 | &nbsp;&nbsp;880028 |
| Sika Capital BV | Sika Capital BV |  |  |  |
|  | 3.750%, 05/03/30 | EUR | 3550 | &nbsp;&nbsp;4341007 |
| Sixt SE | Sixt SE |  |  |  |
|  | 3.250%, 01/22/30 | EUR | 300 | &nbsp;&nbsp;358961 |
| &nbsp;&nbsp;&nbsp;&nbsp;Skandinaviska Enskilda <br>Banken AB | &nbsp;&nbsp;&nbsp;&nbsp;Skandinaviska Enskilda <br>Banken AB |  |  |  |
|  | 0.625%, 11/12/29 | EUR | 500 | &nbsp;&nbsp;545825 |
|  | 3.375%, 03/19/30 | EUR | 6800 | &nbsp;&nbsp;8200303 |
| Snam SpA | Snam SpA |  |  |  |
| Δ | 0.000%, 12/07/28 | EUR | 130 | &nbsp;&nbsp;143121 |
|  | 4.000%, 11/27/29 | EUR | 100 | &nbsp;&nbsp;123183 |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  |  | **Face**<br>**Amount^**<br>| **Value†** |
|  |  |  | **(000)** |  |
| Societe Generale SA | Societe Generale SA |  |  |  |
|  | 1.250%, 06/12/30 | EUR | 900 | &nbsp;&nbsp;$989604 |
| Southern Co. | Southern Co. |  |  |  |
|  | 5.200%, 06/15/33 |  | 400 | &nbsp;&nbsp;410252 |
| &nbsp;&nbsp;&nbsp;&nbsp;Southern Co. Gas Capital <br>Corp. | &nbsp;&nbsp;&nbsp;&nbsp;Southern Co. Gas Capital <br>Corp. |  |  |  |
|  | 5.750%, 09/15/33 |  | 1900 | &nbsp;&nbsp;2009290 |
| Southwest Gas Corp. | Southwest Gas Corp. |  |  |  |
|  | 2.200%, 06/15/30 |  | 2477 | &nbsp;&nbsp;2262550 |
| SSE PLC | SSE PLC |  |  |  |
|  | 2.875%, 08/01/29 | EUR | 200 | &nbsp;&nbsp;237637 |
| &nbsp;&nbsp;&nbsp;&nbsp;Stanley Black & Decker, <br>Inc. | &nbsp;&nbsp;&nbsp;&nbsp;Stanley Black & Decker, <br>Inc. |  |  |  |
|  | 3.000%, 05/15/32 |  | 6500 | &nbsp;&nbsp;5906967 |
|  | 5.200%, 09/01/40 |  | 3000 | &nbsp;&nbsp;2904063 |
| &nbsp;&nbsp;&nbsp;&nbsp;State of <br>Rhineland-Palatinate | &nbsp;&nbsp;&nbsp;&nbsp;State of <br>Rhineland-Palatinate |  |  |  |
|  | 0.050%, 01/23/30 | EUR | 2000 | &nbsp;&nbsp;2150909 |
| Statnett SF | Statnett SF |  |  |  |
|  | 1.250%, 04/26/30 | EUR | 1800 | &nbsp;&nbsp;1995998 |
| Stedin Holding NV | Stedin Holding NV |  |  |  |
|  | 0.500%, 11/14/29 | EUR | 1320 | &nbsp;&nbsp;1439621 |
| Stora Enso OYJ | Stora Enso OYJ |  |  |  |
|  | 4.250%, 09/01/29 | EUR | 5160 | &nbsp;&nbsp;6347210 |
| Suez SACA | Suez SACA |  |  |  |
|  | 2.375%, 05/24/30 | EUR | 2900 | &nbsp;&nbsp;3341426 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sumitomo Mitsui Financial <br>Group, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;Sumitomo Mitsui Financial <br>Group, Inc. |  |  |  |
|  | 0.632%, 10/23/29 | EUR | 2100 | &nbsp;&nbsp;2299283 |
|  | 5.766%, 01/13/33 |  | 2000 | &nbsp;&nbsp;2120677 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sumitomo Mitsui Trust <br>Bank Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;Sumitomo Mitsui Trust <br>Bank Ltd. |  |  |  |
| Ω | 5.350%, 03/07/34 |  | 5300 | &nbsp;&nbsp;5476221 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sun Communities <br>Operating LP | &nbsp;&nbsp;&nbsp;&nbsp;Sun Communities <br>Operating LP |  |  |  |
|  | 4.200%, 04/15/32 |  | 3000 | &nbsp;&nbsp;2911779 |
| Suncor Energy, Inc. | Suncor Energy, Inc. |  |  |  |
|  | 5.950%, 12/01/34 |  | 6600 | &nbsp;&nbsp;6977767 |
|  | 6.850%, 06/01/39 |  | 1500 | &nbsp;&nbsp;1655980 |
| &nbsp;&nbsp;&nbsp;&nbsp;Svenska Handelsbanken <br>AB | &nbsp;&nbsp;&nbsp;&nbsp;Svenska Handelsbanken <br>AB |  |  |  |
|  | 0.500%, 02/18/30 | EUR | 2000 | &nbsp;&nbsp;2152107 |
| Swedbank AB | Swedbank AB |  |  |  |
|  | 4.250%, 07/11/28 | EUR | 1919 | &nbsp;&nbsp;2360983 |
|  | 2.875%, 04/30/29 | EUR | 1600 | &nbsp;&nbsp;1902614 |
|  | 3.250%, 09/24/29 | EUR | 3700 | &nbsp;&nbsp;4446261 |
| Swiss Life Finance I AG | Swiss Life Finance I AG |  |  |  |
|  | 3.250%, 08/31/29 | EUR | 500 | &nbsp;&nbsp;599420 |
| Tanger Properties LP | Tanger Properties LP |  |  |  |
|  | 2.750%, 09/01/31 |  | 3900 | &nbsp;&nbsp;3543183 |
| Targa Resources Corp. | Targa Resources Corp. |  |  |  |
|  | 4.200%, 02/01/33 |  | 3000 | &nbsp;&nbsp;2869906 |
| Tele2 AB | Tele2 AB |  |  |  |
|  | 3.750%, 11/22/29 | EUR | 200 | &nbsp;&nbsp;243136 |
| Teollisuuden Voima OYJ | Teollisuuden Voima OYJ |  |  |  |
|  | 4.750%, 06/01/30 | EUR | 600 | &nbsp;&nbsp;756225 |
| T-Mobile USA, Inc. | T-Mobile USA, Inc. |  |  |  |
|  | 4.375%, 04/15/40 |  | 1450 | &nbsp;&nbsp;1295635 |

---

------

**DFA Intermediate-Term Extended Quality Portfolio**

**CONTINUED**

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  |  | **Face**<br>**Amount^**<br>| **Value†** |
|  |  |  | **(000)** |  |
|  | 3.000%, 02/15/41 |  | 9500 | &nbsp;&nbsp;$7043696 |
| Toronto-Dominion Bank | Toronto-Dominion Bank |  |  |  |
|  | 3.631%, 12/13/29 | EUR | 5000 | &nbsp;&nbsp;6080754 |
| &nbsp;&nbsp;&nbsp;&nbsp;TotalEnergies Capital <br>Canada Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;TotalEnergies Capital <br>Canada Ltd. |  |  |  |
|  | 2.125%, 09/18/29 | EUR | 200 | &nbsp;&nbsp;231826 |
| &nbsp;&nbsp;&nbsp;&nbsp;TransCanada PipeLines <br>Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;TransCanada PipeLines <br>Ltd. |  |  |  |
|  | 4.625%, 03/01/34 |  | 7145 | &nbsp;&nbsp;6977310 |
| &nbsp;&nbsp;&nbsp;&nbsp;Traton Finance <br>Luxembourg SA | &nbsp;&nbsp;&nbsp;&nbsp;Traton Finance <br>Luxembourg SA |  |  |  |
|  | 3.750%, 03/27/30 | EUR | 4300 | &nbsp;&nbsp;5212379 |
| Travelers Cos., Inc. | Travelers Cos., Inc. |  |  |  |
|  | 5.350%, 11/01/40 |  | 3300 | &nbsp;&nbsp;3340736 |
|  | 4.600%, 08/01/43 |  | 2000 | &nbsp;&nbsp;1811338 |
| &nbsp;&nbsp;&nbsp;&nbsp;TWDC Enterprises 18 <br>Corp. | &nbsp;&nbsp;&nbsp;&nbsp;TWDC Enterprises 18 <br>Corp. |  |  |  |
|  | 4.125%, 12/01/41 |  | 1000 | &nbsp;&nbsp;873793 |
| Tyson Foods, Inc. | Tyson Foods, Inc. |  |  |  |
|  | 5.700%, 03/15/34 |  | 1500 | &nbsp;&nbsp;1579352 |
| UBS Group AG | UBS Group AG |  |  |  |
|  | 0.650%, 09/10/29 | EUR | 2000 | &nbsp;&nbsp;2190815 |
| Union Pacific Corp. | Union Pacific Corp. |  |  |  |
|  | 3.375%, 02/14/42 |  | 250 | &nbsp;&nbsp;196291 |
| United Parcel Service, Inc. | United Parcel Service, Inc. |  |  |  |
|  | 5.200%, 04/01/40 |  | 5260 | &nbsp;&nbsp;5302623 |
|  | 4.875%, 11/15/40 |  | 907 | &nbsp;&nbsp;874672 |
| UnitedHealth Group, Inc. | UnitedHealth Group, Inc. |  |  |  |
|  | 2.750%, 05/15/40 |  | 400 | &nbsp;&nbsp;295616 |
|  | 3.050%, 05/15/41 |  | 5200 | &nbsp;&nbsp;3912259 |
|  | 4.250%, 03/15/43 |  | 1550 | &nbsp;&nbsp;1320631 |
| Unum Group | Unum Group |  |  |  |
|  | 5.750%, 08/15/42 |  | 2000 | &nbsp;&nbsp;1995307 |
| Valero Energy Corp. | Valero Energy Corp. |  |  |  |
|  | 7.500%, 04/15/32 |  | 4400 | &nbsp;&nbsp;5055235 |
|  | 6.625%, 06/15/37 |  | 2300 | &nbsp;&nbsp;2537045 |
| Ventas Realty LP | Ventas Realty LP |  |  |  |
|  | 5.700%, 09/30/43 |  | 4000 | &nbsp;&nbsp;4033584 |
| &nbsp;&nbsp;&nbsp;&nbsp;Verizon Communications, <br>Inc. | &nbsp;&nbsp;&nbsp;&nbsp;Verizon Communications, <br>Inc. |  |  |  |
|  | 1.875%, 10/26/29 | EUR | 1000 | &nbsp;&nbsp;1145951 |
|  | 1.250%, 04/08/30 | EUR | 800 | &nbsp;&nbsp;883763 |
|  | 4.812%, 03/15/39 |  | 10500 | &nbsp;&nbsp;9946832 |
| Videotron Ltd. | Videotron Ltd. |  |  |  |
| Ω | 5.700%, 01/15/35 |  | 5000 | &nbsp;&nbsp;5091416 |
| &nbsp;&nbsp;&nbsp;&nbsp;Virginia Electric & Power <br>Co. | &nbsp;&nbsp;&nbsp;&nbsp;Virginia Electric & Power <br>Co. |  |  |  |
|  | 5.300%, 08/15/33 |  | 5000 | &nbsp;&nbsp;5174040 |
|  | 8.875%, 11/15/38 |  | 1138 | &nbsp;&nbsp;1517786 |
|  | 4.000%, 01/15/43 |  | 2800 | &nbsp;&nbsp;2305976 |
| Visa, Inc. | Visa, Inc. |  |  |  |
|  | 2.000%, 06/15/29 | EUR | 600 | &nbsp;&nbsp;699891 |
| &nbsp;&nbsp;&nbsp;&nbsp;Volkswagen Group of <br>America Finance LLC | &nbsp;&nbsp;&nbsp;&nbsp;Volkswagen Group of <br>America Finance LLC |  |  |  |
|  | 5.600%, 03/22/34 |  | 1800 | &nbsp;&nbsp;1850994 |
| Volvo Treasury AB | Volvo Treasury AB |  |  |  |
|  | 3.125%, 08/26/29 | EUR | 6300 | &nbsp;&nbsp;7548169 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Face**<br>**Amount^**<br>| **Value†** |
|  |  | **(000)** |  |
| Vonovia SE |  |  |  |
| 2.125%, 03/22/30 | EUR | 600 | &nbsp;&nbsp;$690008 |
| Voya Financial, Inc. |  |  |  |
| 5.700%, 07/15/43 |  | 1200 | &nbsp;&nbsp;1196111 |
| Walmart, Inc. |  |  |  |
| 5.625%, 04/01/40 |  | 500 | &nbsp;&nbsp;532753 |
| Walt Disney Co. |  |  |  |
| 6.200%, 12/15/34 |  | 1800 | &nbsp;&nbsp;2009734 |
| 3.500%, 05/13/40 |  | 6400 | &nbsp;&nbsp;5329101 |
| Wells Fargo & Co. |  |  |  |
| 0.625%, 03/25/30 | EUR | 3000 | &nbsp;&nbsp;3240637 |
| &nbsp;&nbsp;&nbsp;&nbsp;Western Midstream <br>Operating LP |  |  |  |
| 5.450%, 04/01/44 |  | 500 | &nbsp;&nbsp;457538 |
| Western Union Co. |  |  |  |
| 2.750%, 03/15/31 |  | 5000 | &nbsp;&nbsp;4604634 |
| Westlake Corp. |  |  |  |
| 1.625%, 07/17/29 | EUR | 120 | &nbsp;&nbsp;135870 |
| 2.875%, 08/15/41 |  | 800 | &nbsp;&nbsp;543890 |
| Williams Cos., Inc. |  |  |  |
| 5.650%, 03/15/33 |  | 400 | &nbsp;&nbsp;418273 |
| 6.300%, 04/15/40 |  | 1000 | &nbsp;&nbsp;1076937 |
| 5.400%, 03/04/44 |  | 7000 | &nbsp;&nbsp;6726660 |
| Willis North America, Inc. |  |  |  |
| 5.350%, 05/15/33 |  | 3000 | &nbsp;&nbsp;3085495 |
| &nbsp;&nbsp;&nbsp;&nbsp;Wisconsin Power & Light <br>Co. |  |  |  |
| 5.375%, 03/30/34 |  | 2200 | &nbsp;&nbsp;2269291 |
| Woodside Finance Ltd. |  |  |  |
| 6.000%, 05/19/35 |  | 5000 | &nbsp;&nbsp;5201072 |
| WP Carey, Inc. |  |  |  |
| 2.250%, 04/01/33 |  | 5000 | &nbsp;&nbsp;4225927 |
| WPP Finance 2013 |  |  |  |
| 3.625%, 09/12/29 | EUR | 100 | &nbsp;&nbsp;119909 |
| WRKCo, Inc. |  |  |  |
| 4.200%, 06/01/32 |  | 600 | &nbsp;&nbsp;584241 |
| TOTAL BONDS |  |  | &nbsp;&nbsp;1757448606 |
| U.S. TREASURY OBLIGATIONS — (1.2%) | U.S. TREASURY OBLIGATIONS — (1.2%) | U.S. TREASURY OBLIGATIONS — (1.2%) | U.S. TREASURY OBLIGATIONS — (1.2%) |
| U.S. Treasury Bonds |  |  |  |
| 5.250%, 11/15/28 |  | 15000 | &nbsp;&nbsp;15653906 |
| U.S. Treasury Notes |  |  |  |
| 1.500%, 08/15/26 |  | 2500 | &nbsp;&nbsp;2471792 |
| 0.875%, 11/15/30 |  | 5000 | &nbsp;&nbsp;4366797 |
| &nbsp;&nbsp;&nbsp;&nbsp;TOTAL U.S. TREASURY <br>OBLIGATIONS |  |  | &nbsp;&nbsp;22492495 |
| &nbsp;&nbsp;&nbsp;&nbsp;TOTAL INVESTMENT <br>SECURITIES<br>(Cost $1,775,376,406) |  |  | &nbsp;&nbsp;1779941101 |

---

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

------

**DFA Intermediate-Term Extended Quality Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Value†** |
| SECURITIES LENDING COLLATERAL — (3.0%) | SECURITIES LENDING COLLATERAL — (3.0%) | SECURITIES LENDING COLLATERAL — (3.0%) | SECURITIES LENDING COLLATERAL — (3.0%) |
| @§ | &nbsp;&nbsp;&nbsp;&nbsp;The DFA Short Term <br>Investment Fund <br>| 4792629 | &nbsp;&nbsp;$55436339 |
| TOTAL INVESTMENTS — (100.0%) | TOTAL INVESTMENTS — (100.0%) | TOTAL INVESTMENTS — (100.0%) |  |
| &nbsp;&nbsp;&nbsp;&nbsp;(Cost $1,830,812,745)^^ | &nbsp;&nbsp;&nbsp;&nbsp;(Cost $1,830,812,745)^^ |  | &nbsp;&nbsp;$1835377440 |

---

As of January 31, 2026, DFA Intermediate-Term Extended Quality 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>|
| AUD | 99618 | USD | 68394 | Citibank, N.A. | 02/02/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$975 |
| USD | 2424689 | AUD | 3440185 | Societe Generale | 03/04/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;29235 |
| USD | 60946347 | EUR | 50841964 | Bank of New York Mellon | 04/07/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;501884 |
| USD | 58260942 | EUR | 48419604 | HSBC Bank | 04/30/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;634821 |
| **Total Appreciation** | **Total Appreciation** | **Total Appreciation** | **Total Appreciation** |  |  | &nbsp;&nbsp;&nbsp;&nbsp;**$1166915** |
| EUR | 50841964 | USD | 60763265 | Bank of New York Mellon | 02/02/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$(497766)<br>|
| USD | 2373246 | AUD | 3539803 | Societe Generale | 02/02/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(91696)<br>|
| USD | 59896689 | EUR | 50841964 | Societe Generale | 02/02/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(368810)<br>|
| AUD | 3440185 | USD | 2424814 | Societe Generale | 02/02/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(29241)<br>|
| USD | 14075979 | NZD | 24250958 | Australia and New Zealand Bank | 02/04/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(526068)<br>|
| USD | 63142592 | EUR | 53630841 | Bank of New York Mellon | 02/04/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(431673)<br>|
| USD | 70703448 | EUR | 60411245 | Bank of New York Mellon | 02/09/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(925084)<br>|
| USD | 65810742 | EUR | 56299499 | Australia and New Zealand Bank | 02/11/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(948846)<br>|
| USD | 24455 | AUD | 36512 | Citibank, N.A. | 02/11/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(970)<br>|
| USD | 3641888 | CAD | 5042216 | Royal Bank of Canada | 02/11/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(62542)<br>|
| USD | 3206210 | NZD | 5465053 | Royal Bank of Canada | 02/23/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(86747)<br>|
| USD | 4611349 | NZD | 7940511 | Royal Bank of Canada | 03/02/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(174433)<br>|
| USD | 12654327 | NZD | 21892496 | Australia and New Zealand Bank | 03/09/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(543782)<br>|
| USD | 12246766 | CAD | 16953737 | Citibank, N.A. | 03/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(226823)<br>|
| USD | 18184487 | NZD | 31495346 | Australia and New Zealand Bank | 03/23/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(812581)<br>|
| USD | 68874852 | EUR | 59020055 | Royal Bank of Canada | 03/23/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1242848)<br>|
| USD | 64177827 | EUR | 54664978 | Citibank, N.A. | 03/27/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(778110)<br>|
| USD | 4866504 | JPY | 767944116 | UBS AG | 03/27/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(117824)<br>|
| **Total (Depreciation)** | **Total (Depreciation)** | **Total (Depreciation)** | **Total (Depreciation)** |  |  | &nbsp;&nbsp;&nbsp;&nbsp;**$(7865844)**<br>|
| **Total Appreciation**<br>**(Depreciation)** | **Total Appreciation**<br>**(Depreciation)** | **Total Appreciation**<br>**(Depreciation)** | **Total Appreciation**<br>**(Depreciation)** |  |  | &nbsp;&nbsp;&nbsp;&nbsp;**$(6698929)**<br>|

---

As of January 31, 2026, the value of Rule 144A securities amounted to $150,644,905 or 8.1% of net assets.

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

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** |
|  | **Level 1** | **Level 2** | **Level 3** | **Total** |
| **Assets** |  |  |  |  |
| Bonds | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;$1757448606 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;$1757448606 |
| U.S. Treasury Obligations | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;22492495 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;22492495 |
| Securities Lending Collateral | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;55436339 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;55436339 |
| Total Investments in Securities | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;$1835377440 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;$1835377440 |

---

------

**DFA Intermediate-Term Extended Quality 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** | **Financial Instruments** |  |  |  |
| **Assets** |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Forward Currency Contracts\*\* | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;$1166915 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;$1166915 |
| **Liabilities** |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Forward Currency Contracts\*\* | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;(7865844) | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;(7865844) |
| Total Financial Instruments | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;$(6698929) | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;$(6698929) |
| &nbsp;&nbsp;&nbsp;&nbsp;\*\* Valued at the unrealized appreciation/(depreciation) on the investment. | &nbsp;&nbsp;&nbsp;&nbsp;\*\* Valued at the unrealized appreciation/(depreciation) on the investment. | &nbsp;&nbsp;&nbsp;&nbsp;\*\* Valued at the unrealized appreciation/(depreciation) on the investment. | &nbsp;&nbsp;&nbsp;&nbsp;\*\* Valued at the unrealized appreciation/(depreciation) on the investment. | &nbsp;&nbsp;&nbsp;&nbsp;\*\* Valued at the unrealized appreciation/(depreciation) on the investment. |

---

------

**DFA Targeted Credit Portfolio**

**SCHEDULE OF INVESTMENTS**

**January 31, 2026**

**(Unaudited)**

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

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  |  | **Face**<br>**Amount^**<br>| **Value†** |
|  |  |  | **(000)** |  |
| BONDS — (94.3%) | BONDS — (94.3%) | BONDS — (94.3%) | BONDS — (94.3%) | BONDS — (94.3%) |
| AUSTRALIA — (5.2%) | AUSTRALIA — (5.2%) | AUSTRALIA — (5.2%) | AUSTRALIA — (5.2%) | AUSTRALIA — (5.2%) |
| APA Infrastructure Ltd. | APA Infrastructure Ltd. | APA Infrastructure Ltd. |  |  |
|  | 0.750%, 03/15/29 | EUR | 4200 | &nbsp;&nbsp;$4661777 |
|  | 2.000%, 07/15/30 | EUR | 1400 | &nbsp;&nbsp;1580783 |
| BHP Billiton Finance Ltd. | BHP Billiton Finance Ltd. |  |  |  |
|  | 1.500%, 04/29/30 | EUR | 200 | &nbsp;&nbsp;223624 |
| &nbsp;&nbsp;&nbsp;&nbsp;Fortescue Treasury Pty. <br>Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;Fortescue Treasury Pty. <br>Ltd. |  |  |  |
| Ω | 5.875%, 04/15/30 |  | 445 | &nbsp;&nbsp;457878 |
| &nbsp;&nbsp;&nbsp;&nbsp;Glencore Capital Finance <br>DAC | &nbsp;&nbsp;&nbsp;&nbsp;Glencore Capital Finance <br>DAC |  |  |  |
|  | 0.750%, 03/01/29 | EUR | 1700 | &nbsp;&nbsp;1898579 |
| Glencore Funding LLC | Glencore Funding LLC | Glencore Funding LLC |  |  |
| Ω | 1.625%, 04/27/26 |  | 700 | &nbsp;&nbsp;695918 |
| (r)Ω | &nbsp;&nbsp;&nbsp;&nbsp;SOFR + 1.060%, <br>FRN, 4.735%, <br>04/04/27<br>|  | 29 | &nbsp;&nbsp;29138 |
| ING Bank Australia Ltd. | ING Bank Australia Ltd. | ING Bank Australia Ltd. |  |  |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp;3M Swap + 0.950%, <br>FRN, 4.678%, <br>03/22/27<br>| AUD | 1500 | &nbsp;&nbsp;1050040 |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp;3M Swap + 1.020%, <br>FRN, 4.661%, <br>08/20/29<br>| AUD | 2500 | &nbsp;&nbsp;1757292 |
| Macquarie Group Ltd. | Macquarie Group Ltd. | Macquarie Group Ltd. |  |  |
|  | 0.625%, 02/03/27 | EUR | 500 | &nbsp;&nbsp;583346 |
|  | 4.747%, 01/23/30 | EUR | 1370 | &nbsp;&nbsp;1729417 |
| Norfina Ltd. | Norfina Ltd. | Norfina Ltd. |  |  |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp;3M Swap + 0.740%, <br>FRN, 4.470%, <br>09/27/27<br>| AUD | 5300 | &nbsp;&nbsp;3703278 |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp;3M Swap + 1.250%, <br>FRN, 4.962%, <br>12/14/27<br>| AUD | 8050 | &nbsp;&nbsp;5674176 |
| Origin Energy Finance Ltd. | Origin Energy Finance Ltd. |  |  |  |
|  | 1.000%, 09/17/29 | EUR | 5390 | &nbsp;&nbsp;5946519 |
| &nbsp;&nbsp;&nbsp;&nbsp;Rio Tinto Finance USA <br>PLC, SOFR + 0.840%, <br>FRN | &nbsp;&nbsp;&nbsp;&nbsp;Rio Tinto Finance USA <br>PLC, SOFR + 0.840%, <br>FRN |  |  |  |
| (r) | 4.524%, 03/14/28 |  | 3750 | &nbsp;&nbsp;3780628 |
| &nbsp;&nbsp;&nbsp;&nbsp;Scentre Group Trust 1, 3M <br>Swap + 1.120%, FRN | &nbsp;&nbsp;&nbsp;&nbsp;Scentre Group Trust 1, 3M <br>Swap + 1.120%, FRN |  |  |  |
| (r) | 4.788%, 11/27/29 | AUD | 8500 | &nbsp;&nbsp;5955083 |
| Telstra Group Ltd. | Telstra Group Ltd. |  |  |  |
|  | 1.375%, 03/26/29 | EUR | 800 | &nbsp;&nbsp;911701 |
| &nbsp;&nbsp;&nbsp;&nbsp;Toyota Finance Australia <br>Ltd., 3M Swap + <br>1.100%, FRN | &nbsp;&nbsp;&nbsp;&nbsp;Toyota Finance Australia <br>Ltd., 3M Swap + <br>1.100%, FRN |  |  |  |
| (r) | 4.834%, 01/22/30 | AUD | 4500 | &nbsp;&nbsp;3156514 |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  |  | **Face**<br>**Amount^**<br>| **Value†** |
|  |  |  | **(000)** |  |
| AUSTRALIA — (Continued) | AUSTRALIA — (Continued) | AUSTRALIA — (Continued) | AUSTRALIA — (Continued) | AUSTRALIA — (Continued) |
| Woodside Finance Ltd. | Woodside Finance Ltd. |  |  |  |
| Ω | 4.500%, 03/04/29 |  | 800 | &nbsp;&nbsp;$802105 |
| TOTAL AUSTRALIA | TOTAL AUSTRALIA |  |  | &nbsp;&nbsp;44597796 |
| AUSTRIA — (0.1%) | AUSTRIA — (0.1%) | AUSTRIA — (0.1%) | AUSTRIA — (0.1%) | AUSTRIA — (0.1%) |
| Erste Group Bank AG | Erste Group Bank AG | Erste Group Bank AG |  |  |
|  | 0.250%, 09/14/29 | EUR | 1100 | &nbsp;&nbsp;1190714 |
| BELGIUM — (1.0%) | BELGIUM — (1.0%) | BELGIUM — (1.0%) | BELGIUM — (1.0%) | BELGIUM — (1.0%) |
| Belfius Bank SA | Belfius Bank SA |  |  |  |
|  | 0.375%, 02/13/26 | EUR | 5000 | &nbsp;&nbsp;5924300 |
| &nbsp;&nbsp;&nbsp;&nbsp;Elia Transmission Belgium <br>SA | &nbsp;&nbsp;&nbsp;&nbsp;Elia Transmission Belgium <br>SA |  |  |  |
|  | 0.875%, 04/28/30 | EUR | 2100 | &nbsp;&nbsp;2290485 |
| KBC Group NV | KBC Group NV |  |  |  |
|  | 0.750%, 01/24/30 | EUR | 300 | &nbsp;&nbsp;328362 |
| TOTAL BELGIUM | TOTAL BELGIUM |  |  | &nbsp;&nbsp;8543147 |
| CANADA — (9.5%) | CANADA — (9.5%) | CANADA — (9.5%) | CANADA — (9.5%) | CANADA — (9.5%) |
| &nbsp;&nbsp;&nbsp;&nbsp;Alimentation Couche-Tard, <br>Inc. | &nbsp;&nbsp;&nbsp;&nbsp;Alimentation Couche-Tard, <br>Inc. |  |  |  |
|  | 5.592%, 09/25/30 | CAD | 7600 | &nbsp;&nbsp;6041544 |
| Bank of Montreal | Bank of Montreal | Bank of Montreal |  |  |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp;SOFR + 0.620%, <br>FRN, 4.304%, <br>09/15/26<br>|  | 170 | &nbsp;&nbsp;170385 |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp;SOFR + 0.760%, <br>FRN, 4.473%, <br>06/04/27<br>|  | 2500 | &nbsp;&nbsp;2511767 |
|  | 4.420%, 07/17/29 | CAD | 4000 | &nbsp;&nbsp;3044013 |
| Bank of Nova Scotia | Bank of Nova Scotia |  |  |  |
|  | 4.680%, 02/01/29 | CAD | 10000 | &nbsp;&nbsp;7656006 |
| &nbsp;&nbsp;&nbsp;&nbsp;Bell Telephone Co. of Canada or <br>Bell Canada | &nbsp;&nbsp;&nbsp;&nbsp;Bell Telephone Co. of Canada or <br>Bell Canada | &nbsp;&nbsp;&nbsp;&nbsp;Bell Telephone Co. of Canada or <br>Bell Canada |  |  |
|  | 3.650%, 08/14/29 | CAD | 5000 | &nbsp;&nbsp;3699262 |
|  | 4.550%, 02/09/30 | CAD | 3000 | &nbsp;&nbsp;2286381 |
|  | 2.500%, 05/14/30 | CAD | 500 | &nbsp;&nbsp;354812 |
| &nbsp;&nbsp;&nbsp;&nbsp;Canadian Imperial Bank of <br>Commerce | &nbsp;&nbsp;&nbsp;&nbsp;Canadian Imperial Bank of <br>Commerce |  |  |  |
|  | 3.807%, 07/09/29 | EUR | 1151 | &nbsp;&nbsp;1407341 |
| &nbsp;&nbsp;&nbsp;&nbsp;Canadian National Railway <br>Co. | &nbsp;&nbsp;&nbsp;&nbsp;Canadian National Railway <br>Co. |  |  |  |
|  | 4.150%, 05/10/30 | CAD | 1700 | &nbsp;&nbsp;1289835 |
| &nbsp;&nbsp;&nbsp;&nbsp;Canadian Pacific Railway <br>Co. | &nbsp;&nbsp;&nbsp;&nbsp;Canadian Pacific Railway <br>Co. |  |  |  |
|  | 3.150%, 03/13/29 | CAD | 1000 | &nbsp;&nbsp;734638 |
| Enbridge Pipelines, Inc. | Enbridge Pipelines, Inc. |  |  |  |
|  | 3.000%, 08/10/26 | CAD | 3000 | &nbsp;&nbsp;2205236 |
| Enbridge, Inc. | Enbridge, Inc. | Enbridge, Inc. |  |  |
|  | 3.125%, 11/15/29 |  | 200 | &nbsp;&nbsp;192075 |
|  | 3.900%, 02/25/30 | CAD | 3700 | &nbsp;&nbsp;2754301 |

---

------

**DFA Targeted Credit Portfolio**

**CONTINUED**

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  |  | **Face**<br>**Amount^**<br>| **Value†** |
|  |  |  | **(000)** |  |
| CANADA — (Continued) | CANADA — (Continued) | CANADA — (Continued) | CANADA — (Continued) | CANADA — (Continued) |
| &nbsp;&nbsp;&nbsp;&nbsp;Fairfax Financial Holdings <br>Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;Fairfax Financial Holdings <br>Ltd. |  |  |  |
|  | 4.230%, 06/14/29 | CAD | 1100 | &nbsp;&nbsp;$825721 |
| &nbsp;&nbsp;&nbsp;&nbsp;Federation des Caisses <br>Desjardins du Quebec | &nbsp;&nbsp;&nbsp;&nbsp;Federation des Caisses <br>Desjardins du Quebec | &nbsp;&nbsp;&nbsp;&nbsp;Federation des Caisses <br>Desjardins du Quebec |  |  |
|  | 3.467%, 09/05/29 | EUR | 600 | &nbsp;&nbsp;725722 |
|  | 3.804%, 09/24/29 | CAD | 8000 | &nbsp;&nbsp;5967055 |
| Fortis, Inc. | Fortis, Inc. |  |  |  |
|  | 4.431%, 05/31/29 | CAD | 1700 | &nbsp;&nbsp;1291933 |
| Honda Canada Finance, Inc. | Honda Canada Finance, Inc. | Honda Canada Finance, Inc. |  |  |
|  | 4.899%, 02/21/29 | CAD | 2000 | &nbsp;&nbsp;1540337 |
|  | 3.539%, 09/23/30 | CAD | 2500 | &nbsp;&nbsp;1831656 |
| Methanex Corp. | Methanex Corp. |  |  |  |
| # | 5.250%, 12/15/29 |  | 2900 | &nbsp;&nbsp;2916748 |
| National Bank of Canada | National Bank of Canada | National Bank of Canada |  |  |
|  | 5.023%, 02/01/29 | CAD | 3000 | &nbsp;&nbsp;2316542 |
|  | 3.750%, 05/02/29 | EUR | 1200 | &nbsp;&nbsp;1466336 |
| &nbsp;&nbsp;&nbsp;&nbsp;Rogers Communications, <br>Inc. | &nbsp;&nbsp;&nbsp;&nbsp;Rogers Communications, <br>Inc. |  |  |  |
|  | 3.750%, 04/15/29 | CAD | 1800 | &nbsp;&nbsp;1336692 |
| Royal Bank of Canada | Royal Bank of Canada | Royal Bank of Canada |  |  |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp;SOFR + 0.950%, <br>FRN, 4.616%, <br>01/19/27<br>|  | 326 | &nbsp;&nbsp;328019 |
|  | 5.228%, 06/24/30 | CAD | 8200 | &nbsp;&nbsp;6468283 |
|  | 4.375%, 10/02/30 | EUR | 400 | &nbsp;&nbsp;503684 |
| TELUS Corp. | TELUS Corp. |  |  |  |
|  | 3.150%, 02/19/30 | CAD | 2000 | &nbsp;&nbsp;1452502 |
| Toronto-Dominion Bank | Toronto-Dominion Bank | Toronto-Dominion Bank |  |  |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp;SOFR + 0.730%, <br>FRN, 4.405%, <br>04/05/27<br>|  | 2500 | &nbsp;&nbsp;2510744 |
|  | 4.680%, 01/08/29 | CAD | 2900 | &nbsp;&nbsp;2216195 |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp;3M Swap + 1.200%, <br>FRN, 5.009%, <br>07/23/29<br>| AUD | 800 | &nbsp;&nbsp;561659 |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp;SOFR + 1.030%, <br>FRN, 4.713%, <br>12/17/29<br>|  | 2000 | &nbsp;&nbsp;2015754 |
|  | 1.952%, 04/08/30 | EUR | 240 | &nbsp;&nbsp;272821 |
| TransCanada PipeLines Ltd. | TransCanada PipeLines Ltd. | TransCanada PipeLines Ltd. |  |  |
|  | 3.000%, 09/18/29 | CAD | 5000 | &nbsp;&nbsp;3635810 |
|  | 5.277%, 07/15/30 | CAD | 3100 | &nbsp;&nbsp;2430437 |
| Videotron Ltd. | Videotron Ltd. |  |  |  |
|  | 4.650%, 07/15/29 | CAD | 6100 | &nbsp;&nbsp;4661383 |
| TOTAL CANADA | TOTAL CANADA |  |  | &nbsp;&nbsp;81623629 |
| DENMARK — (1.0%) | DENMARK — (1.0%) | DENMARK — (1.0%) | DENMARK — (1.0%) | DENMARK — (1.0%) |
| Carlsberg Breweries AS | Carlsberg Breweries AS |  |  |  |
|  | 3.000%, 08/28/29 | EUR | 800 | &nbsp;&nbsp;955152 |
| DSV Finance BV | DSV Finance BV | DSV Finance BV |  |  |
|  | 3.500%, 06/26/29 | EUR | 290 | &nbsp;&nbsp;351416 |
|  | 1.375%, 03/16/30 | EUR | 1100 | &nbsp;&nbsp;1228675 |
| Nykredit Realkredit AS | Nykredit Realkredit AS | Nykredit Realkredit AS |  |  |
|  | 3.875%, 07/09/29 | EUR | 3200 | &nbsp;&nbsp;3910658 |
|  | 3.375%, 01/10/30 | EUR | 500 | &nbsp;&nbsp;599905 |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  |  | **Face**<br>**Amount^**<br>| **Value†** |
|  |  |  | **(000)** |  |
| DENMARK — (Continued) | DENMARK — (Continued) | DENMARK — (Continued) | DENMARK — (Continued) | DENMARK — (Continued) |
|  | 3.625%, 07/24/30 | EUR | 1300 | &nbsp;&nbsp;$1570894 |
| TOTAL DENMARK | TOTAL DENMARK |  |  | &nbsp;&nbsp;8616700 |
| FINLAND — (1.7%) | FINLAND — (1.7%) | FINLAND — (1.7%) | FINLAND — (1.7%) | FINLAND — (1.7%) |
| Fingrid OYJ | Fingrid OYJ |  |  |  |
|  | 2.750%, 12/04/29 | EUR | 280 | &nbsp;&nbsp;331581 |
| Neste OYJ | Neste OYJ |  |  |  |
|  | 3.750%, 03/20/30 | EUR | 4700 | &nbsp;&nbsp;5704091 |
| Nordea Bank Abp | Nordea Bank Abp | Nordea Bank Abp |  |  |
|  | 2.500%, 05/23/29 | EUR | 140 | &nbsp;&nbsp;165247 |
| (r)Ω | &nbsp;&nbsp;&nbsp;&nbsp;SOFR + 1.020%, <br>FRN, 4.714%, <br>09/10/29<br>|  | 722 | &nbsp;&nbsp;730984 |
|  | 2.750%, 05/02/30 | EUR | 3000 | &nbsp;&nbsp;3547949 |
| OP Corporate Bank PLC | OP Corporate Bank PLC |  |  |  |
|  | 0.625%, 11/12/29 | EUR | 1940 | &nbsp;&nbsp;2111826 |
| Teollisuuden Voima OYJ | Teollisuuden Voima OYJ |  |  |  |
|  | 4.750%, 06/01/30 | EUR | 1600 | &nbsp;&nbsp;2016601 |
| TOTAL FINLAND | TOTAL FINLAND |  |  | &nbsp;&nbsp;14608279 |
| FRANCE — (7.2%) | FRANCE — (7.2%) | FRANCE — (7.2%) | FRANCE — (7.2%) | FRANCE — (7.2%) |
| Aeroports de Paris SA | Aeroports de Paris SA |  |  |  |
|  | 2.750%, 04/02/30 | EUR | 400 | &nbsp;&nbsp;471483 |
| APRR SA | APRR SA |  |  |  |
|  | 2.875%, 01/14/31 | EUR | 800 | &nbsp;&nbsp;943957 |
| Ayvens SA | Ayvens SA |  |  |  |
|  | 3.250%, 02/19/30 | EUR | 3500 | &nbsp;&nbsp;4197618 |
| &nbsp;&nbsp;&nbsp;&nbsp;Banque Federative du Credit <br>Mutuel SA | &nbsp;&nbsp;&nbsp;&nbsp;Banque Federative du Credit <br>Mutuel SA | &nbsp;&nbsp;&nbsp;&nbsp;Banque Federative du Credit <br>Mutuel SA |  |  |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp;SOFR + 1.400%, <br>FRN, 5.066%, <br>07/13/26<br>|  | 500 | &nbsp;&nbsp;502551 |
| (r)Ω | &nbsp;&nbsp;&nbsp;&nbsp;SOFR + 1.130%, <br>FRN, 4.796%, <br>01/23/27<br>|  | 750 | &nbsp;&nbsp;755241 |
| (r)Ω | &nbsp;&nbsp;&nbsp;&nbsp;SOFR + 0.990%, <br>FRN, 4.656%, <br>10/16/28<br>|  | 1500 | &nbsp;&nbsp;1508158 |
|  | 4.375%, 05/02/30 | EUR | 900 | &nbsp;&nbsp;1119346 |
| BNP Paribas SA | BNP Paribas SA |  |  |  |
|  | 3.625%, 09/01/29 | EUR | 300 | &nbsp;&nbsp;364468 |
| BPCE SA | BPCE SA | BPCE SA |  |  |
|  | 3.875%, 01/11/29 | EUR | 500 | &nbsp;&nbsp;610335 |
|  | 0.625%, 01/15/30 | EUR | 800 | &nbsp;&nbsp;869844 |
| Covivio SA | Covivio SA |  |  |  |
|  | 1.625%, 06/23/30 | EUR | 100 | &nbsp;&nbsp;111659 |
| Credit Agricole SA | Credit Agricole SA | Credit Agricole SA |  |  |
| (r)Ω | &nbsp;&nbsp;&nbsp;&nbsp;SOFR + 0.870%, <br>FRN, 4.560%, <br>03/11/27<br>|  | 3300 | &nbsp;&nbsp;3314346 |
|  | 4.125%, 03/07/30 | EUR | 3700 | &nbsp;&nbsp;4607745 |
| Credit Mutuel Arkea SA | Credit Mutuel Arkea SA | Credit Mutuel Arkea SA |  |  |
|  | 1.125%, 05/23/29 | EUR | 800 | &nbsp;&nbsp;899800 |
|  | 0.750%, 01/18/30 | EUR | 1100 | &nbsp;&nbsp;1197975 |

---

------

**DFA Targeted Credit Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Face**<br>**Amount^**<br>| **Value†** |
|  |  | **(000)** |  |
| FRANCE — (Continued) | FRANCE — (Continued) | FRANCE — (Continued) | FRANCE — (Continued) |
| Edenred SE |  |  |  |
| 3.250%, 08/27/30 | EUR | 5000 | &nbsp;&nbsp;$5939750 |
| Elis SA |  |  |  |
| 3.750%, 03/21/30 | EUR | 3000 | &nbsp;&nbsp;3647844 |
| Engie SA |  |  |  |
| 3.625%, 01/11/30 | EUR | 400 | &nbsp;&nbsp;487202 |
| GELF Bond Issuer I SA |  |  |  |
| 1.125%, 07/18/29 | EUR | 360 | &nbsp;&nbsp;398766 |
| ICADE |  |  |  |
| 1.000%, 01/19/30 | EUR | 1200 | &nbsp;&nbsp;1304153 |
| JCDecaux SE |  |  |  |
| 1.625%, 02/07/30 | EUR | 1500 | &nbsp;&nbsp;1686797 |
| Kering SA | Kering SA |  |  |
| 3.125%, 11/27/29 | EUR | 4000 | &nbsp;&nbsp;4772786 |
| 1.875%, 05/05/30 | EUR | 1300 | &nbsp;&nbsp;1479812 |
| Klepierre SA |  |  |  |
| 2.000%, 05/12/29 | EUR | 1000 | &nbsp;&nbsp;1157357 |
| Pernod Ricard SA |  |  |  |
| 0.125%, 10/04/29 | EUR | 1900 | &nbsp;&nbsp;2043728 |
| Praemia Healthcare SACA |  |  |  |
| 0.875%, 11/04/29 | EUR | 700 | &nbsp;&nbsp;760836 |
| RCI Banque SA | RCI Banque SA |  |  |
| 3.875%, 01/12/29 | EUR | 1000 | &nbsp;&nbsp;1218279 |
| 3.375%, 07/26/29 | EUR | 2700 | &nbsp;&nbsp;3245611 |
| 4.875%, 10/02/29 | EUR | 1100 | &nbsp;&nbsp;1384400 |
| Suez SACA |  |  |  |
| 2.375%, 05/24/30 | EUR | 5400 | &nbsp;&nbsp;6221965 |
| Tikehau Capital SCA |  |  |  |
| 6.625%, 03/14/30 | EUR | 2100 | &nbsp;&nbsp;2754400 |
| &nbsp;&nbsp;&nbsp;&nbsp;Unibail-Rodamco-Westfield <br>SE |  |  |  |
| 1.375%, 04/15/30 | EUR | 1915 | &nbsp;&nbsp;2125036 |
| TOTAL FRANCE |  |  | &nbsp;&nbsp;62103248 |
| GERMANY — (6.3%) | GERMANY — (6.3%) | GERMANY — (6.3%) | GERMANY — (6.3%) |
| Amprion GmbH |  |  |  |
| 3.125%, 08/27/30 | EUR | 500 | &nbsp;&nbsp;594647 |
| Bayer AG | Bayer AG |  |  |
| 4.250%, 08/26/29 | EUR | 150 | &nbsp;&nbsp;185883 |
| 1.125%, 01/06/30 | EUR | 2800 | &nbsp;&nbsp;3096306 |
| Bayer Capital Corp. BV |  |  |  |
| 2.125%, 12/15/29 | EUR | 100 | &nbsp;&nbsp;115272 |
| Continental AG |  |  |  |
| 3.500%, 10/01/29 | EUR | 5050 | &nbsp;&nbsp;6101735 |
| &nbsp;&nbsp;&nbsp;&nbsp;Daimler Truck International <br>Finance BV |  |  |  |
| 3.875%, 06/19/29 | EUR | 700 | &nbsp;&nbsp;858561 |
| Deutsche Lufthansa AG |  |  |  |
| 3.500%, 07/14/29 | EUR | 800 | &nbsp;&nbsp;964614 |
| Deutsche Post AG |  |  |  |
| 3.000%, 03/24/30 | EUR | 3800 | &nbsp;&nbsp;4549804 |
| E.ON SE | E.ON SE |  |  |
| 3.125%, 03/05/30 | EUR | 1340 | &nbsp;&nbsp;1604902 |
| 3.375%, 01/15/31 | EUR | 1000 | &nbsp;&nbsp;1207117 |
| &nbsp;&nbsp;&nbsp;&nbsp;EnBW International <br>Finance BV |  |  |  |
| 3.000%, 05/20/29 | EUR | 700 | &nbsp;&nbsp;838988 |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  |  | **Face**<br>**Amount^**<br>| **Value†** |
|  |  |  | **(000)** |  |
| GERMANY — (Continued) | GERMANY — (Continued) | GERMANY — (Continued) | GERMANY — (Continued) | GERMANY — (Continued) |
| Eurogrid GmbH | Eurogrid GmbH |  |  |  |
|  | 3.722%, 04/27/30 | EUR | 1200 | &nbsp;&nbsp;$1463152 |
| &nbsp;&nbsp;&nbsp;&nbsp;Fresenius Medical Care <br>AG | &nbsp;&nbsp;&nbsp;&nbsp;Fresenius Medical Care <br>AG |  |  |  |
|  | 1.500%, 05/29/30 | EUR | 197 | &nbsp;&nbsp;219002 |
| &nbsp;&nbsp;&nbsp;&nbsp;Fresenius Medical Care <br>U.S. Finance III, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;Fresenius Medical Care <br>U.S. Finance III, Inc. |  |  |  |
| Ω | 1.875%, 12/01/26 |  | 3280 | &nbsp;&nbsp;3218568 |
| Grand City Properties SA | Grand City Properties SA |  |  |  |
|  | 4.375%, 01/09/30 | EUR | 1400 | &nbsp;&nbsp;1726549 |
| &nbsp;&nbsp;&nbsp;&nbsp;Heidelberg Materials <br>Finance Luxembourg SA | &nbsp;&nbsp;&nbsp;&nbsp;Heidelberg Materials <br>Finance Luxembourg SA |  |  |  |
|  | 3.000%, 07/10/30 | EUR | 5100 | &nbsp;&nbsp;6061907 |
| HOCHTIEF AG | HOCHTIEF AG |  |  |  |
|  | 4.250%, 05/31/30 | EUR | 4100 | &nbsp;&nbsp;5091159 |
| Infineon Technologies AG | Infineon Technologies AG |  |  |  |
|  | 2.875%, 02/13/30 | EUR | 1300 | &nbsp;&nbsp;1540143 |
| &nbsp;&nbsp;&nbsp;&nbsp;Landesbank <br>Baden-Wuerttemberg, <br>3M Swap + 1.270%, <br>FRN | &nbsp;&nbsp;&nbsp;&nbsp;Landesbank <br>Baden-Wuerttemberg, <br>3M Swap + 1.270%, <br>FRN |  |  |  |
| (r) | 4.905%, 08/02/29 | AUD | 6840 | &nbsp;&nbsp;4816429 |
| &nbsp;&nbsp;&nbsp;&nbsp;Mercedes-Benz Finance <br>North America LLC, <br>SOFR + 0.930%, FRN | &nbsp;&nbsp;&nbsp;&nbsp;Mercedes-Benz Finance <br>North America LLC, <br>SOFR + 0.930%, FRN |  |  |  |
| (r)Ω | 4.606%, 03/31/28 |  | 1000 | &nbsp;&nbsp;1005000 |
| Sixt SE | Sixt SE |  |  |  |
|  | 3.250%, 01/22/30 | EUR | 1400 | &nbsp;&nbsp;1675152 |
| Vier Gas Transport GmbH | Vier Gas Transport GmbH |  |  |  |
|  | 0.125%, 09/10/29 | EUR | 2300 | &nbsp;&nbsp;2474054 |
| &nbsp;&nbsp;&nbsp;&nbsp;Volkswagen Financial <br>Services AG, 3M Euribor <br>+ 0.780%, FRN | &nbsp;&nbsp;&nbsp;&nbsp;Volkswagen Financial <br>Services AG, 3M Euribor <br>+ 0.780%, FRN |  |  |  |
| (r) | 2.849%, 06/10/27 | EUR | 4000 | &nbsp;&nbsp;4758697 |
| TOTAL GERMANY | TOTAL GERMANY |  |  | &nbsp;&nbsp;54167641 |
| IRELAND — (0.3%) | IRELAND — (0.3%) | IRELAND — (0.3%) | IRELAND — (0.3%) | IRELAND — (0.3%) |
| &nbsp;&nbsp;&nbsp;&nbsp;AerCap Ireland Capital <br>DAC/AerCap Global <br>Aviation Trust | &nbsp;&nbsp;&nbsp;&nbsp;AerCap Ireland Capital <br>DAC/AerCap Global <br>Aviation Trust |  |  |  |
|  | 4.625%, 09/10/29 |  | 150 | &nbsp;&nbsp;151548 |
| &nbsp;&nbsp;&nbsp;&nbsp;Dell Bank International <br>DAC | &nbsp;&nbsp;&nbsp;&nbsp;Dell Bank International <br>DAC |  |  |  |
|  | 3.625%, 06/24/29 | EUR | 1860 | &nbsp;&nbsp;2246435 |
| TOTAL IRELAND | TOTAL IRELAND |  |  | &nbsp;&nbsp;2397983 |
| ITALY — (2.2%) | ITALY — (2.2%) | ITALY — (2.2%) | ITALY — (2.2%) | ITALY — (2.2%) |
| Autostrade per l'Italia SpA | Autostrade per l'Italia SpA |  |  |  |
|  | 1.875%, 09/26/29 | EUR | 1740 | &nbsp;&nbsp;1993608 |
| Banco BPM SpA | Banco BPM SpA |  |  |  |
|  | 3.375%, 01/21/30 | EUR | 3000 | &nbsp;&nbsp;3607417 |
| Eni SpA | Eni SpA |  |  |  |
|  | 0.625%, 01/23/30 | EUR | 4100 | &nbsp;&nbsp;4459888 |
| Iccrea Banca SpA | Iccrea Banca SpA |  |  |  |
|  | 3.375%, 01/30/30 | EUR | 120 | &nbsp;&nbsp;144221 |

---

------

**DFA Targeted Credit Portfolio**

**CONTINUED**

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  |  | **Face**<br>**Amount^**<br>| **Value†** |
|  |  |  | **(000)** |  |
| ITALY — (Continued) | ITALY — (Continued) | ITALY — (Continued) | ITALY — (Continued) | ITALY — (Continued) |
| Italgas SpA | Italgas SpA |  |  |  |
|  | 2.875%, 03/06/30 | EUR | 5000 | &nbsp;&nbsp;$5901911 |
| Snam SpA | Snam SpA |  |  |  |
|  | 4.000%, 11/27/29 | EUR | 2100 | &nbsp;&nbsp;2586845 |
| TOTAL ITALY | TOTAL ITALY |  |  | &nbsp;&nbsp;18693890 |
| JAPAN — (3.9%) | JAPAN — (3.9%) | JAPAN — (3.9%) | JAPAN — (3.9%) | JAPAN — (3.9%) |
| Mizuho Bank Ltd. | Mizuho Bank Ltd. | Mizuho Bank Ltd. |  |  |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp;3M Swap + 0.850%, <br>FRN, 4.562%, <br>09/14/26<br>| AUD | 5500 | &nbsp;&nbsp;3840573 |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp;3M Swap + 0.880%, <br>FRN, 4.607%, <br>01/18/27<br>| AUD | 1850 | &nbsp;&nbsp;1293659 |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp;3M Swap + 0.750%, <br>FRN, 4.441%, <br>09/06/27<br>| AUD | 1830 | &nbsp;&nbsp;1279877 |
| &nbsp;&nbsp;&nbsp;&nbsp;Mizuho Financial Group, <br>Inc. | &nbsp;&nbsp;&nbsp;&nbsp;Mizuho Financial Group, <br>Inc. |  |  |  |
|  | 0.797%, 04/15/30 | EUR | 1200 | &nbsp;&nbsp;1302169 |
| &nbsp;&nbsp;&nbsp;&nbsp;MUFG Bank Ltd., 3M <br>Swap + 0.850%, FRN | &nbsp;&nbsp;&nbsp;&nbsp;MUFG Bank Ltd., 3M <br>Swap + 0.850%, FRN |  |  |  |
| (r) | 4.535%, 03/05/27 | AUD | 7000 | &nbsp;&nbsp;4895168 |
| Nomura Holdings, Inc. | Nomura Holdings, Inc. |  |  |  |
|  | 3.459%, 05/28/30 | EUR | 4600 | &nbsp;&nbsp;5541779 |
| NTT Finance Corp. | NTT Finance Corp. | NTT Finance Corp. |  |  |
| (r)Ω | &nbsp;&nbsp;&nbsp;&nbsp;SOFR + 1.080%, <br>FRN, 4.738%, <br>07/16/28<br>|  | 1400 | &nbsp;&nbsp;1414157 |
|  | 0.342%, 03/03/30 | EUR | 600 | &nbsp;&nbsp;642727 |
| SoftBank Group Corp. | SoftBank Group Corp. | SoftBank Group Corp. |  |  |
|  | 5.375%, 01/08/29 | EUR | 1200 | &nbsp;&nbsp;1460925 |
|  | 6.750%, 07/08/29 |  | 1000 | &nbsp;&nbsp;1012091 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sumitomo Mitsui Banking <br>Corp., 3M Swap + <br>0.780%, FRN | &nbsp;&nbsp;&nbsp;&nbsp;Sumitomo Mitsui Banking <br>Corp., 3M Swap + <br>0.780%, FRN |  |  |  |
| (r) | 4.511%, 01/20/27 | AUD | 800 | &nbsp;&nbsp;558902 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sumitomo Mitsui Financial <br>Group, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;Sumitomo Mitsui Financial <br>Group, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;Sumitomo Mitsui Financial <br>Group, Inc. |  |  |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp;SOFR + 1.170%, <br>FRN, 4.832%, <br>07/09/29<br>|  | 4800 | &nbsp;&nbsp;4857513 |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp;SOFR + 1.050%, <br>FRN, 4.708%, <br>04/15/30<br>|  | 3000 | &nbsp;&nbsp;3018540 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sumitomo Mitsui Trust <br>Bank Ltd., SOFR + <br>0.980%, FRN | &nbsp;&nbsp;&nbsp;&nbsp;Sumitomo Mitsui Trust <br>Bank Ltd., SOFR + <br>0.980%, FRN |  |  |  |
| (r)Ω | 4.686%, 09/10/27 |  | 2050 | &nbsp;&nbsp;2069229 |
| TOTAL JAPAN | TOTAL JAPAN |  |  | &nbsp;&nbsp;33187309 |
| LUXEMBOURG — (1.8%) | LUXEMBOURG — (1.8%) | LUXEMBOURG — (1.8%) | LUXEMBOURG — (1.8%) | LUXEMBOURG — (1.8%) |
| ArcelorMittal SA | ArcelorMittal SA | ArcelorMittal SA |  |  |
|  | 3.125%, 12/13/28 | EUR | 2800 | &nbsp;&nbsp;3348455 |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  |  | **Face**<br>**Amount^**<br>| **Value†** |
|  |  |  | **(000)** |  |
| LUXEMBOURG — (Continued) | LUXEMBOURG — (Continued) | LUXEMBOURG — (Continued) | LUXEMBOURG — (Continued) | LUXEMBOURG — (Continued) |
|  | 3.250%, 09/30/30 | EUR | 2200 | &nbsp;&nbsp;$2613038 |
| Eurofins Scientific SE | Eurofins Scientific SE |  |  |  |
|  | 4.000%, 07/06/29 | EUR | 4420 | &nbsp;&nbsp;5428047 |
| SELP Finance SARL | SELP Finance SARL |  |  |  |
|  | 0.875%, 05/27/29 | EUR | 3400 | &nbsp;&nbsp;3768122 |
| TOTAL LUXEMBOURG | TOTAL LUXEMBOURG |  |  | &nbsp;&nbsp;15157662 |
| NETHERLANDS — (2.8%) | NETHERLANDS — (2.8%) | NETHERLANDS — (2.8%) | NETHERLANDS — (2.8%) | NETHERLANDS — (2.8%) |
| ABN AMRO Bank NV | ABN AMRO Bank NV | ABN AMRO Bank NV |  |  |
|  | 0.500%, 09/23/29 | EUR | 900 | &nbsp;&nbsp;980064 |
|  | 4.250%, 02/21/30 | EUR | 3000 | &nbsp;&nbsp;3729609 |
| &nbsp;&nbsp;&nbsp;&nbsp;Cooperatieve Rabobank <br>UA | &nbsp;&nbsp;&nbsp;&nbsp;Cooperatieve Rabobank <br>UA |  |  |  |
|  | 4.000%, 01/10/30 | EUR | 4900 | &nbsp;&nbsp;6045828 |
| Enexis Holding NV | Enexis Holding NV |  |  |  |
|  | 0.875%, 04/28/26 | EUR | 1000 | &nbsp;&nbsp;1181739 |
| JDE Peet's NV | JDE Peet's NV |  |  |  |
|  | 4.125%, 01/23/30 | EUR | 1010 | &nbsp;&nbsp;1243894 |
| Koninklijke Philips NV | Koninklijke Philips NV |  |  |  |
|  | 3.250%, 05/23/30 | EUR | 4600 | &nbsp;&nbsp;5504746 |
| Sandoz Finance BV | Sandoz Finance BV | Sandoz Finance BV |  |  |
|  | 3.250%, 09/12/29 | EUR | 508 | &nbsp;&nbsp;609888 |
|  | 4.220%, 04/17/30 | EUR | 3700 | &nbsp;&nbsp;4600887 |
| Stedin Holding NV | Stedin Holding NV |  |  |  |
|  | 0.500%, 11/14/29 | EUR | 500 | &nbsp;&nbsp;545311 |
| TOTAL NETHERLANDS | TOTAL NETHERLANDS |  |  | &nbsp;&nbsp;24441966 |
| NEW ZEALAND — (0.5%) | NEW ZEALAND — (0.5%) | NEW ZEALAND — (0.5%) | NEW ZEALAND — (0.5%) | NEW ZEALAND — (0.5%) |
| Bank of New Zealand | Bank of New Zealand | Bank of New Zealand |  |  |
|  | 3.661%, 07/17/29 | EUR | 3370 | &nbsp;&nbsp;4099642 |
| NORWAY — (0.4%) | NORWAY — (0.4%) | NORWAY — (0.4%) | NORWAY — (0.4%) | NORWAY — (0.4%) |
| Aker BP ASA | Aker BP ASA |  |  |  |
| Ω | 3.750%, 01/15/30 |  | 2500 | &nbsp;&nbsp;2421330 |
| Var Energi ASA | Var Energi ASA |  |  |  |
|  | 5.500%, 05/04/29 | EUR | 1010 | &nbsp;&nbsp;1277058 |
| TOTAL NORWAY | TOTAL NORWAY |  |  | &nbsp;&nbsp;3698388 |
| PORTUGAL — (0.1%) | PORTUGAL — (0.1%) | PORTUGAL — (0.1%) | PORTUGAL — (0.1%) | PORTUGAL — (0.1%) |
| Ren Finance BV | Ren Finance BV | Ren Finance BV |  |  |
|  | 0.500%, 04/16/29 | EUR | 700 | &nbsp;&nbsp;771075 |
| SPAIN — (3.6%) | SPAIN — (3.6%) | SPAIN — (3.6%) | SPAIN — (3.6%) | SPAIN — (3.6%) |
| Abertis Infraestructuras SA | Abertis Infraestructuras SA |  |  |  |
|  | 3.125%, 07/07/30 | EUR | 5000 | &nbsp;&nbsp;5929352 |
| &nbsp;&nbsp;&nbsp;&nbsp;Acciona Energia <br>Financiacion Filiales SA | &nbsp;&nbsp;&nbsp;&nbsp;Acciona Energia <br>Financiacion Filiales SA |  |  |  |
|  | 3.750%, 04/25/30 | EUR | 4600 | &nbsp;&nbsp;5533223 |
| Amadeus IT Group SA | Amadeus IT Group SA |  |  |  |
|  | 3.375%, 03/25/30 | EUR | 1900 | &nbsp;&nbsp;2281288 |
| &nbsp;&nbsp;&nbsp;&nbsp;Banco Bilbao Vizcaya Argentaria <br>SA | &nbsp;&nbsp;&nbsp;&nbsp;Banco Bilbao Vizcaya Argentaria <br>SA | &nbsp;&nbsp;&nbsp;&nbsp;Banco Bilbao Vizcaya Argentaria <br>SA |  |  |
|  | 4.375%, 10/14/29 | EUR | 300 | &nbsp;&nbsp;376852 |
|  | 3.625%, 06/07/30 | EUR | 3500 | &nbsp;&nbsp;4281199 |

---

------

**DFA Targeted Credit Portfolio**

**CONTINUED**

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  |  | **Face**<br>**Amount^**<br>| **Value†** |
|  |  |  | **(000)** |  |
| SPAIN — (Continued) | SPAIN — (Continued) | SPAIN — (Continued) | SPAIN — (Continued) | SPAIN — (Continued) |
| Colonial SFL Socimi SA | Colonial SFL Socimi SA |  |  |  |
|  | 3.250%, 01/22/30 | EUR | 1400 | &nbsp;&nbsp;$1671516 |
| Criteria Caixa SA | Criteria Caixa SA |  |  |  |
|  | 3.500%, 10/02/29 | EUR | 3000 | &nbsp;&nbsp;3631029 |
| Telefonica Emisiones SA | Telefonica Emisiones SA |  |  |  |
|  | 0.664%, 02/03/30 | EUR | 2400 | &nbsp;&nbsp;2605432 |
| Werfen SA | Werfen SA |  |  |  |
|  | 4.250%, 05/03/30 | EUR | 3700 | &nbsp;&nbsp;4558577 |
| TOTAL SPAIN | TOTAL SPAIN |  |  | &nbsp;&nbsp;30868468 |
| SWEDEN — (3.2%) | SWEDEN — (3.2%) | SWEDEN — (3.2%) | SWEDEN — (3.2%) | SWEDEN — (3.2%) |
| Autoliv, Inc. | Autoliv, Inc. |  |  |  |
|  | 3.625%, 08/07/29 | EUR | 1900 | &nbsp;&nbsp;2306040 |
| Castellum AB | Castellum AB |  |  |  |
|  | 4.125%, 12/10/30 | EUR | 580 | &nbsp;&nbsp;707991 |
| &nbsp;&nbsp;&nbsp;&nbsp;Castellum Helsinki Finance <br>Holding Abp | &nbsp;&nbsp;&nbsp;&nbsp;Castellum Helsinki Finance <br>Holding Abp |  |  |  |
|  | 0.875%, 09/17/29 | EUR | 3700 | &nbsp;&nbsp;4153830 |
| Electrolux AB | Electrolux AB |  |  |  |
|  | 2.500%, 05/18/30 | EUR | 4700 | &nbsp;&nbsp;5405557 |
| Heimstaden Bostad AB | Heimstaden Bostad AB |  |  |  |
|  | 3.875%, 11/05/29 | EUR | 2500 | &nbsp;&nbsp;3011606 |
| &nbsp;&nbsp;&nbsp;&nbsp;Securitas Treasury Ireland <br>DAC | &nbsp;&nbsp;&nbsp;&nbsp;Securitas Treasury Ireland <br>DAC |  |  |  |
|  | 3.875%, 02/23/30 | EUR | 1481 | &nbsp;&nbsp;1811454 |
| &nbsp;&nbsp;&nbsp;&nbsp;Skandinaviska Enskilda <br>Banken AB | &nbsp;&nbsp;&nbsp;&nbsp;Skandinaviska Enskilda <br>Banken AB |  |  |  |
|  | 0.625%, 11/12/29 | EUR | 260 | &nbsp;&nbsp;283829 |
| &nbsp;&nbsp;&nbsp;&nbsp;Svenska Handelsbanken <br>AB | &nbsp;&nbsp;&nbsp;&nbsp;Svenska Handelsbanken <br>AB |  |  |  |
|  | 1.375%, 02/23/29 | EUR | 400 | &nbsp;&nbsp;455729 |
| Swedbank AB | Swedbank AB | Swedbank AB |  |  |
|  | 2.875%, 04/30/29 | EUR | 800 | &nbsp;&nbsp;951307 |
|  | 3.250%, 09/24/29 | EUR | 1060 | &nbsp;&nbsp;1273794 |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp;SOFR + 1.030%, <br>FRN, 4.797%, <br>11/20/29<br>|  | 1500 | &nbsp;&nbsp;1521197 |
|  | 2.875%, 02/08/30 | EUR | 3500 | &nbsp;&nbsp;4160705 |
| Tele2 AB | Tele2 AB |  |  |  |
|  | 3.750%, 11/22/29 | EUR | 1090 | &nbsp;&nbsp;1325090 |
| Volvo Treasury AB | Volvo Treasury AB |  |  |  |
|  | 3.125%, 08/26/29 | EUR | 240 | &nbsp;&nbsp;287549 |
| TOTAL SWEDEN | TOTAL SWEDEN |  |  | &nbsp;&nbsp;27655678 |
| SWITZERLAND — (0.9%) | SWITZERLAND — (0.9%) | SWITZERLAND — (0.9%) | SWITZERLAND — (0.9%) | SWITZERLAND — (0.9%) |
| &nbsp;&nbsp;&nbsp;&nbsp;Firmenich Productions <br>Participations SAS | &nbsp;&nbsp;&nbsp;&nbsp;Firmenich Productions <br>Participations SAS |  |  |  |
|  | 1.750%, 04/30/30 | EUR | 140 | &nbsp;&nbsp;157904 |
| &nbsp;&nbsp;&nbsp;&nbsp;Richemont International <br>Holding SA | &nbsp;&nbsp;&nbsp;&nbsp;Richemont International <br>Holding SA |  |  |  |
|  | 1.500%, 03/26/30 | EUR | 130 | &nbsp;&nbsp;146161 |
| Sika Capital BV | Sika Capital BV |  |  |  |
|  | 3.750%, 05/03/30 | EUR | 1680 | &nbsp;&nbsp;2054336 |
| Swiss Life Finance I AG | Swiss Life Finance I AG |  |  |  |
|  | 3.250%, 08/31/29 | EUR | 500 | &nbsp;&nbsp;599420 |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  |  | **Face**<br>**Amount^**<br>| **Value†** |
|  |  |  | **(000)** |  |
| SWITZERLAND — (Continued) | SWITZERLAND — (Continued) | SWITZERLAND — (Continued) | SWITZERLAND — (Continued) | SWITZERLAND — (Continued) |
| &nbsp;&nbsp;&nbsp;&nbsp;UBS AG, 3M Swap + <br>1.450%, FRN | &nbsp;&nbsp;&nbsp;&nbsp;UBS AG, 3M Swap + <br>1.450%, FRN |  |  |  |
| (r) | 5.103%, 11/24/28 | AUD | 5500 | &nbsp;&nbsp;$3912653 |
| UBS Group AG | UBS Group AG |  |  |  |
|  | 4.125%, 04/15/26 |  | 1000 | &nbsp;&nbsp;1000597 |
| TOTAL SWITZERLAND | TOTAL SWITZERLAND |  |  | &nbsp;&nbsp;7871071 |
| UNITED KINGDOM — (5.4%) | UNITED KINGDOM — (5.4%) | UNITED KINGDOM — (5.4%) | UNITED KINGDOM — (5.4%) | UNITED KINGDOM — (5.4%) |
| &nbsp;&nbsp;&nbsp;&nbsp;BAT International Finance <br>PLC | &nbsp;&nbsp;&nbsp;&nbsp;BAT International Finance <br>PLC |  |  |  |
|  | 2.250%, 01/16/30 | EUR | 2100 | &nbsp;&nbsp;2411833 |
| Cadent Finance PLC | Cadent Finance PLC | Cadent Finance PLC |  |  |
|  | 4.250%, 07/05/29 | EUR | 300 | &nbsp;&nbsp;371588 |
|  | 0.625%, 03/19/30 | EUR | 3463 | &nbsp;&nbsp;3734959 |
| &nbsp;&nbsp;&nbsp;&nbsp;CK Hutchison Europe <br>Finance 21 Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;CK Hutchison Europe <br>Finance 21 Ltd. |  |  |  |
|  | 0.750%, 11/02/29 | EUR | 1700 | &nbsp;&nbsp;1859551 |
| &nbsp;&nbsp;&nbsp;&nbsp;CNH Industrial Finance <br>Europe SA | &nbsp;&nbsp;&nbsp;&nbsp;CNH Industrial Finance <br>Europe SA |  |  |  |
|  | 1.625%, 07/03/29 | EUR | 690 | &nbsp;&nbsp;786128 |
| &nbsp;&nbsp;&nbsp;&nbsp;GlaxoSmithKline Capital <br>PLC | &nbsp;&nbsp;&nbsp;&nbsp;GlaxoSmithKline Capital <br>PLC |  |  |  |
|  | 1.375%, 09/12/29 | EUR | 400 | &nbsp;&nbsp;453079 |
| IHG Finance LLC | IHG Finance LLC |  |  |  |
|  | 3.375%, 09/10/30 | EUR | 5000 | &nbsp;&nbsp;5971571 |
| &nbsp;&nbsp;&nbsp;&nbsp;Imperial Brands Finance <br>PLC | &nbsp;&nbsp;&nbsp;&nbsp;Imperial Brands Finance <br>PLC |  |  |  |
| Ω | 5.500%, 02/01/30 |  | 200 | &nbsp;&nbsp;207525 |
| &nbsp;&nbsp;&nbsp;&nbsp;Lloyds Bank Corporate <br>Markets PLC | &nbsp;&nbsp;&nbsp;&nbsp;Lloyds Bank Corporate <br>Markets PLC |  |  |  |
|  | 3.250%, 03/24/30 | EUR | 5080 | &nbsp;&nbsp;6103362 |
| &nbsp;&nbsp;&nbsp;&nbsp;Motability Operations <br>Group PLC | &nbsp;&nbsp;&nbsp;&nbsp;Motability Operations <br>Group PLC |  |  |  |
|  | 4.000%, 01/17/30 | EUR | 4800 | &nbsp;&nbsp;5895898 |
| &nbsp;&nbsp;&nbsp;&nbsp;National Gas Transmission <br>PLC | &nbsp;&nbsp;&nbsp;&nbsp;National Gas Transmission <br>PLC |  |  |  |
|  | 4.250%, 04/05/30 | EUR | 1950 | &nbsp;&nbsp;2414374 |
| Nationwide Building Society | Nationwide Building Society | Nationwide Building Society |  |  |
|  | 3.250%, 09/05/29 | EUR | 800 | &nbsp;&nbsp;962820 |
|  | 3.000%, 03/03/30 | EUR | 900 | &nbsp;&nbsp;1070569 |
| NatWest Markets PLC | NatWest Markets PLC | NatWest Markets PLC |  |  |
| (r)Ω | &nbsp;&nbsp;&nbsp;&nbsp;SOFR + 0.900%, <br>FRN, 4.686%, <br>05/17/27<br>|  | 3500 | &nbsp;&nbsp;3517325 |
| (r)Ω | &nbsp;&nbsp;&nbsp;&nbsp;SOFR + 0.950%, <br>FRN, 4.631%, <br>03/21/28<br>|  | 2200 | &nbsp;&nbsp;2215858 |
|  | 3.125%, 01/10/30 | EUR | 1400 | &nbsp;&nbsp;1675625 |
| &nbsp;&nbsp;&nbsp;&nbsp;Reckitt Benckiser Treasury <br>Services PLC | &nbsp;&nbsp;&nbsp;&nbsp;Reckitt Benckiser Treasury <br>Services PLC |  |  |  |
|  | 3.625%, 06/20/29 | EUR | 880 | &nbsp;&nbsp;1073279 |
| &nbsp;&nbsp;&nbsp;&nbsp;Southern Gas Networks <br>PLC | &nbsp;&nbsp;&nbsp;&nbsp;Southern Gas Networks <br>PLC |  |  |  |
|  | 3.500%, 10/16/30 | EUR | 2000 | &nbsp;&nbsp;2399476 |

---

------

**DFA Targeted Credit Portfolio**

**CONTINUED**

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  |  | **Face**<br>**Amount^**<br>| **Value†** |
|  |  |  | **(000)** |  |
| UNITED KINGDOM — (Continued) | UNITED KINGDOM — (Continued) | UNITED KINGDOM — (Continued) | UNITED KINGDOM — (Continued) | UNITED KINGDOM — (Continued) |
| SSE PLC | SSE PLC |  |  |  |
|  | 2.875%, 08/01/29 | EUR | 320 | &nbsp;&nbsp;$380218 |
| &nbsp;&nbsp;&nbsp;&nbsp;Standard Chartered Bank, <br>SOFR + 0.650%, FRN | &nbsp;&nbsp;&nbsp;&nbsp;Standard Chartered Bank, <br>SOFR + 0.650%, FRN |  |  |  |
| (r) | 4.316%, 10/08/26 |  | 2100 | &nbsp;&nbsp;2103860 |
| WPP Finance 2013 | WPP Finance 2013 |  |  |  |
|  | 3.625%, 09/12/29 | EUR | 1067 | &nbsp;&nbsp;1279425 |
| &nbsp;&nbsp;&nbsp;&nbsp;TOTAL UNITED <br>KINGDOM | &nbsp;&nbsp;&nbsp;&nbsp;TOTAL UNITED <br>KINGDOM |  |  | &nbsp;&nbsp;46888323 |
| UNITED STATES — (37.2%) | UNITED STATES — (37.2%) | UNITED STATES — (37.2%) | UNITED STATES — (37.2%) | UNITED STATES — (37.2%) |
| 3M Co. | 3M Co. |  |  |  |
|  | 1.750%, 05/15/30 | EUR | 2780 | &nbsp;&nbsp;3137062 |
| 7-Eleven, Inc. | 7-Eleven, Inc. |  |  |  |
| Ω | 0.950%, 02/10/26 |  | 7926 | &nbsp;&nbsp;7920373 |
| Advance Auto Parts, Inc. | Advance Auto Parts, Inc. | Advance Auto Parts, Inc. |  |  |
|  | 1.750%, 10/01/27 |  | 2000 | &nbsp;&nbsp;1901532 |
| # | 5.950%, 03/09/28 |  | 380 | &nbsp;&nbsp;388982 |
| Aircastle Ltd. | Aircastle Ltd. | Aircastle Ltd. |  |  |
|  | 4.250%, 06/15/26 |  | 3500 | &nbsp;&nbsp;3499237 |
| Ω | 6.500%, 07/18/28 |  | 200 | &nbsp;&nbsp;210190 |
| Ω | 5.950%, 02/15/29 |  | 200 | &nbsp;&nbsp;208458 |
| Ally Financial, Inc. | Ally Financial, Inc. |  |  |  |
|  | 2.200%, 11/02/28 |  | 530 | &nbsp;&nbsp;502511 |
| Altria Group, Inc. | Altria Group, Inc. |  |  |  |
|  | 6.200%, 11/01/28 |  | 118 | &nbsp;&nbsp;124333 |
| &nbsp;&nbsp;&nbsp;&nbsp;American Express Co., <br>SOFR + 0.650%, FRN | &nbsp;&nbsp;&nbsp;&nbsp;American Express Co., <br>SOFR + 0.650%, FRN |  |  |  |
| (r) | 4.485%, 11/04/26 |  | 426 | &nbsp;&nbsp;427195 |
| &nbsp;&nbsp;&nbsp;&nbsp;American Honda Finance <br>Corp., SOFR + 0.720%, <br>FRN | &nbsp;&nbsp;&nbsp;&nbsp;American Honda Finance <br>Corp., SOFR + 0.720%, <br>FRN |  |  |  |
| (r) | 4.386%, 10/22/27 |  | 3200 | &nbsp;&nbsp;3212935 |
| &nbsp;&nbsp;&nbsp;&nbsp;American Medical Systems <br>Europe BV | &nbsp;&nbsp;&nbsp;&nbsp;American Medical Systems <br>Europe BV |  |  |  |
|  | 3.375%, 03/08/29 | EUR | 600 | &nbsp;&nbsp;726359 |
| &nbsp;&nbsp;&nbsp;&nbsp;American National Group, <br>Inc. | &nbsp;&nbsp;&nbsp;&nbsp;American National Group, <br>Inc. |  |  |  |
|  | 5.750%, 10/01/29 |  | 4824 | &nbsp;&nbsp;4992318 |
| American Tower Corp. | American Tower Corp. | American Tower Corp. |  |  |
|  | 0.875%, 05/21/29 | EUR | 510 | &nbsp;&nbsp;567791 |
|  | 2.900%, 01/15/30 |  | 400 | &nbsp;&nbsp;379862 |
|  | 5.000%, 01/31/30 |  | 200 | &nbsp;&nbsp;204858 |
|  | 3.900%, 05/16/30 | EUR | 400 | &nbsp;&nbsp;489935 |
| Amgen, Inc. | Amgen, Inc. |  |  |  |
|  | 5.250%, 03/02/30 |  | 200 | &nbsp;&nbsp;207517 |
| ARES Capital Corp. | ARES Capital Corp. | ARES Capital Corp. |  |  |
|  | 2.875%, 06/15/28 |  | 90 | &nbsp;&nbsp;86374 |
| # | 5.875%, 03/01/29 |  | 130 | &nbsp;&nbsp;133393 |
|  | 5.950%, 07/15/29 |  | 500 | &nbsp;&nbsp;513822 |
| Arrow Electronics, Inc. | Arrow Electronics, Inc. |  |  |  |
|  | 5.150%, 08/21/29 |  | 200 | &nbsp;&nbsp;204605 |
| AT&T, Inc. | AT&T, Inc. | AT&T, Inc. |  |  |
|  | 4.300%, 02/15/30 |  | 200 | &nbsp;&nbsp;200201 |
|  | 0.800%, 03/04/30 | EUR | 970 | &nbsp;&nbsp;1056613 |
|  | 3.150%, 06/01/30 | EUR | 1157 | &nbsp;&nbsp;1380453 |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  |  | **Face**<br>**Amount^**<br>| **Value†** |
|  |  |  | **(000)** |  |
| UNITED STATES — (Continued) | UNITED STATES — (Continued) | UNITED STATES — (Continued) | UNITED STATES — (Continued) | UNITED STATES — (Continued) |
| Avangrid, Inc. | Avangrid, Inc. |  |  |  |
|  | 3.800%, 06/01/29 |  | 200 | &nbsp;&nbsp;$197387 |
| Aviation Capital Group LLC | Aviation Capital Group LLC | Aviation Capital Group LLC |  |  |
|  | 5.375%, 07/15/29 |  | 2500 | &nbsp;&nbsp;2569154 |
| Ω | 5.375%, 07/15/29 |  | 130 | &nbsp;&nbsp;133596 |
| BG Energy Capital PLC | BG Energy Capital PLC |  |  |  |
|  | 2.250%, 11/21/29 | EUR | 400 | &nbsp;&nbsp;463476 |
| Boardwalk Pipelines LP | Boardwalk Pipelines LP |  |  |  |
|  | 5.950%, 06/01/26 |  | 1926 | &nbsp;&nbsp;1929461 |
| Boeing Co. | Boeing Co. |  |  |  |
|  | 2.250%, 06/15/26 |  | 153 | &nbsp;&nbsp;151928 |
| Booking Holdings, Inc. | Booking Holdings, Inc. |  |  |  |
|  | 4.250%, 05/15/29 | EUR | 600 | &nbsp;&nbsp;743047 |
| BorgWarner, Inc. | BorgWarner, Inc. |  |  |  |
|  | 4.950%, 08/15/29 |  | 200 | &nbsp;&nbsp;204597 |
| Boston Properties LP | Boston Properties LP | Boston Properties LP |  |  |
|  | 4.500%, 12/01/28 |  | 252 | &nbsp;&nbsp;253702 |
|  | 3.400%, 06/21/29 |  | 3800 | &nbsp;&nbsp;3690598 |
| BP Capital Markets BV | BP Capital Markets BV |  |  |  |
|  | 3.773%, 05/12/30 | EUR | 1500 | &nbsp;&nbsp;1836680 |
| Buckeye Partners LP | Buckeye Partners LP |  |  |  |
| Ω | 4.500%, 03/01/28 |  | 1900 | &nbsp;&nbsp;1891979 |
| &nbsp;&nbsp;&nbsp;&nbsp;Capital One Financial <br>Corp. | &nbsp;&nbsp;&nbsp;&nbsp;Capital One Financial <br>Corp. |  |  |  |
|  | 1.650%, 06/12/29 | EUR | 1005 | &nbsp;&nbsp;1134990 |
| Cardinal Health, Inc. | Cardinal Health, Inc. |  |  |  |
|  | 5.000%, 11/15/29 |  | 200 | &nbsp;&nbsp;205506 |
| Cargill, Inc. | Cargill, Inc. | Cargill, Inc. |  |  |
| (r)Ω | &nbsp;&nbsp;&nbsp;&nbsp;SOFR + 0.610%, <br>FRN, 4.414%, <br>02/11/28<br>|  | 7500 | &nbsp;&nbsp;7516147 |
|  | 3.875%, 04/24/30 | EUR | 400 | &nbsp;&nbsp;491662 |
| Carrier Global Corp. | Carrier Global Corp. |  |  |  |
|  | 2.722%, 02/15/30 |  | 200 | &nbsp;&nbsp;188524 |
| &nbsp;&nbsp;&nbsp;&nbsp;Caterpillar Financial Services <br>Corp. | &nbsp;&nbsp;&nbsp;&nbsp;Caterpillar Financial Services <br>Corp. | &nbsp;&nbsp;&nbsp;&nbsp;Caterpillar Financial Services <br>Corp. |  |  |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp;SOFR + 0.520%, <br>FRN, 4.309%, <br>05/14/27<br>|  | 1274 | &nbsp;&nbsp;1280482 |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp;SOFR + 0.520%, <br>FRN, 4.239%, <br>03/03/28<br>|  | 1200 | &nbsp;&nbsp;1202659 |
| &nbsp;&nbsp;&nbsp;&nbsp;Celanese U.S. Holdings <br>LLC | &nbsp;&nbsp;&nbsp;&nbsp;Celanese U.S. Holdings <br>LLC |  |  |  |
|  | 1.400%, 08/05/26 |  | 6800 | &nbsp;&nbsp;6694555 |
| Cencora, Inc. | Cencora, Inc. |  |  |  |
|  | 4.850%, 12/15/29 |  | 200 | &nbsp;&nbsp;204588 |
| &nbsp;&nbsp;&nbsp;&nbsp;Charles Schwab Corp., <br>SOFR + 1.050%, FRN | &nbsp;&nbsp;&nbsp;&nbsp;Charles Schwab Corp., <br>SOFR + 1.050%, FRN |  |  |  |
| (r) | 4.769%, 03/03/27 |  | 5324 | &nbsp;&nbsp;5365068 |
| &nbsp;&nbsp;&nbsp;&nbsp;Citibank NA, SOFR + <br>0.708%, FRN | &nbsp;&nbsp;&nbsp;&nbsp;Citibank NA, SOFR + <br>0.708%, FRN |  |  |  |
| (r) | 4.515%, 08/06/26 |  | 5238 | &nbsp;&nbsp;5248528 |
| Citigroup, Inc. | Citigroup, Inc. |  |  |  |
|  | 1.250%, 04/10/29 | EUR | 1200 | &nbsp;&nbsp;1358602 |

---

------

**DFA Targeted Credit Portfolio**

**CONTINUED**

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  |  | **Face**<br>**Amount^**<br>| **Value†** |
|  |  |  | **(000)** |  |
| UNITED STATES — (Continued) | UNITED STATES — (Continued) | UNITED STATES — (Continued) | UNITED STATES — (Continued) | UNITED STATES — (Continued) |
| &nbsp;&nbsp;&nbsp;&nbsp;Consolidated Edison Co. of <br>New York, Inc., SOFR + <br>0.520%, FRN | &nbsp;&nbsp;&nbsp;&nbsp;Consolidated Edison Co. of <br>New York, Inc., SOFR + <br>0.520%, FRN |  |  |  |
| (r) | 4.302%, 11/18/27 |  | 1300 | &nbsp;&nbsp;$1302720 |
| &nbsp;&nbsp;&nbsp;&nbsp;COPT Defense <br>Properties LP | &nbsp;&nbsp;&nbsp;&nbsp;COPT Defense <br>Properties LP |  |  |  |
|  | 2.250%, 03/15/26 |  | 1200 | &nbsp;&nbsp;1197395 |
| Crown Americas LLC | Crown Americas LLC |  |  |  |
|  | 5.250%, 04/01/30 |  | 810 | &nbsp;&nbsp;826406 |
| Crown Castle, Inc. | Crown Castle, Inc. | Crown Castle, Inc. |  |  |
|  | 5.600%, 06/01/29 |  | 250 | &nbsp;&nbsp;259540 |
|  | 4.900%, 09/01/29 |  | 250 | &nbsp;&nbsp;254267 |
| CVS Health Corp. | CVS Health Corp. | CVS Health Corp. |  |  |
|  | 3.250%, 08/15/29 |  | 250 | &nbsp;&nbsp;241567 |
|  | 5.125%, 02/21/30 |  | 1860 | &nbsp;&nbsp;1908228 |
| Danaher Corp. | Danaher Corp. |  |  |  |
|  | 2.500%, 03/30/30 | EUR | 1800 | &nbsp;&nbsp;2111528 |
| &nbsp;&nbsp;&nbsp;&nbsp;DCP Midstream <br>Operating LP | &nbsp;&nbsp;&nbsp;&nbsp;DCP Midstream <br>Operating LP |  |  |  |
|  | 5.125%, 05/15/29 |  | 400 | &nbsp;&nbsp;409488 |
| DTE Energy Co. | DTE Energy Co. |  |  |  |
|  | 3.400%, 06/15/29 |  | 92 | &nbsp;&nbsp;89622 |
| Duke Energy Corp. | Duke Energy Corp. |  |  |  |
|  | 4.850%, 01/05/29 |  | 64 | &nbsp;&nbsp;65367 |
| DXC Capital Funding DAC | DXC Capital Funding DAC |  |  |  |
|  | 0.450%, 09/15/27 | EUR | 2500 | &nbsp;&nbsp;2864129 |
| DXC Technology Co. | DXC Technology Co. |  |  |  |
|  | 1.800%, 09/15/26 |  | 858 | &nbsp;&nbsp;846052 |
| Eaton Capital ULC | Eaton Capital ULC |  |  |  |
|  | 0.577%, 03/08/30 | EUR | 210 | &nbsp;&nbsp;227556 |
| Edison International | Edison International | Edison International |  |  |
|  | 5.450%, 06/15/29 |  | 2400 | &nbsp;&nbsp;2450432 |
|  | 6.250%, 03/15/30 |  | 1000 | &nbsp;&nbsp;1049454 |
| Emerson Electric Co. | Emerson Electric Co. |  |  |  |
|  | 2.000%, 10/15/29 | EUR | 1260 | &nbsp;&nbsp;1456155 |
| Energy Transfer LP | Energy Transfer LP |  |  |  |
|  | 5.200%, 04/01/30 |  | 1800 | &nbsp;&nbsp;1857279 |
| EPR Properties | EPR Properties |  |  |  |
|  | 4.750%, 12/15/26 |  | 2000 | &nbsp;&nbsp;2006072 |
| Equinix, Inc. | Equinix, Inc. |  |  |  |
|  | 3.200%, 11/18/29 |  | 200 | &nbsp;&nbsp;192544 |
| Essex Portfolio LP | Essex Portfolio LP |  |  |  |
|  | 1.700%, 03/01/28 |  | 95 | &nbsp;&nbsp;90582 |
| Expedia Group, Inc. | Expedia Group, Inc. |  |  |  |
|  | 5.000%, 02/15/26 |  | 1166 | &nbsp;&nbsp;1166131 |
| Fiserv, Inc. | Fiserv, Inc. | Fiserv, Inc. |  |  |
|  | 3.500%, 07/01/29 |  | 200 | &nbsp;&nbsp;194359 |
|  | 1.625%, 07/01/30 | EUR | 5400 | &nbsp;&nbsp;5958355 |
| Flex Ltd. | Flex Ltd. |  |  |  |
|  | 3.750%, 02/01/26 |  | 5000 | &nbsp;&nbsp;5000000 |
| FMC Corp. | FMC Corp. |  |  |  |
| # | 3.450%, 10/01/29 |  | 1462 | &nbsp;&nbsp;1313254 |
| Ford Motor Credit Co. LLC | Ford Motor Credit Co. LLC | Ford Motor Credit Co. LLC |  |  |
|  | 6.950%, 03/06/26 |  | 1000 | &nbsp;&nbsp;1001713 |
|  | 4.445%, 02/14/30 | EUR | 1200 | &nbsp;&nbsp;1468477 |
| Fortive Corp. | Fortive Corp. |  |  |  |
|  | 3.700%, 08/15/29 | EUR | 2800 | &nbsp;&nbsp;3403049 |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  |  | **Face**<br>**Amount^**<br>| **Value†** |
|  |  |  | **(000)** |  |
| UNITED STATES — (Continued) | UNITED STATES — (Continued) | UNITED STATES — (Continued) | UNITED STATES — (Continued) | UNITED STATES — (Continued) |
| GATX Corp. | GATX Corp. |  |  |  |
|  | 4.700%, 04/01/29 |  | 200 | &nbsp;&nbsp;$202390 |
| General Electric Co. | General Electric Co. |  |  |  |
|  | 1.500%, 05/17/29 | EUR | 410 | &nbsp;&nbsp;467847 |
| &nbsp;&nbsp;&nbsp;&nbsp;General Motors Financial <br>Co., Inc. | &nbsp;&nbsp;&nbsp;&nbsp;General Motors Financial <br>Co., Inc. |  |  |  |
|  | 4.000%, 07/10/30 | EUR | 3600 | &nbsp;&nbsp;4421986 |
| &nbsp;&nbsp;&nbsp;&nbsp;General Motors Financial <br>of Canada Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;General Motors Financial <br>of Canada Ltd. |  |  |  |
|  | 4.450%, 02/25/30 | CAD | 1000 | &nbsp;&nbsp;755334 |
| Genuine Parts Co. | Genuine Parts Co. |  |  |  |
|  | 4.950%, 08/15/29 |  | 600 | &nbsp;&nbsp;609732 |
| Global Payments, Inc. | Global Payments, Inc. |  |  |  |
|  | 1.200%, 03/01/26 |  | 1600 | &nbsp;&nbsp;1596453 |
| &nbsp;&nbsp;&nbsp;&nbsp;GLP Capital LP/GLP <br>Financing II, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;GLP Capital LP/GLP <br>Financing II, Inc. |  |  |  |
|  | 5.300%, 01/15/29 |  | 200 | &nbsp;&nbsp;203820 |
| &nbsp;&nbsp;&nbsp;&nbsp;Goldman Sachs Group, <br>Inc. | &nbsp;&nbsp;&nbsp;&nbsp;Goldman Sachs Group, <br>Inc. |  |  |  |
|  | 1.250%, 02/07/29 | EUR | 2534 | &nbsp;&nbsp;2877355 |
| &nbsp;&nbsp;&nbsp;&nbsp;Harley-Davidson Financial <br>Services, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;Harley-Davidson Financial <br>Services, Inc. |  |  |  |
|  | 4.000%, 03/12/30 | EUR | 1600 | &nbsp;&nbsp;1941792 |
| &nbsp;&nbsp;&nbsp;&nbsp;HAT Holdings I LLC/HAT <br>Holdings II LLC | &nbsp;&nbsp;&nbsp;&nbsp;HAT Holdings I LLC/HAT <br>Holdings II LLC |  |  |  |
| Ω | 8.000%, 06/15/27 |  | 783 | &nbsp;&nbsp;811874 |
| &nbsp;&nbsp;&nbsp;&nbsp;HCA, Inc., SOFR + <br>0.870%, FRN | &nbsp;&nbsp;&nbsp;&nbsp;HCA, Inc., SOFR + <br>0.870%, FRN |  |  |  |
| (r) | 4.612%, 03/01/28 |  | 5000 | &nbsp;&nbsp;5020044 |
| Healthcare Realty Holdings LP | Healthcare Realty Holdings LP | Healthcare Realty Holdings LP |  |  |
|  | 3.500%, 08/01/26 |  | 5000 | &nbsp;&nbsp;4975639 |
|  | 3.100%, 02/15/30 |  | 1100 | &nbsp;&nbsp;1043165 |
| Helmerich & Payne, Inc. | Helmerich & Payne, Inc. |  |  |  |
| # | 4.850%, 12/01/29 |  | 1630 | &nbsp;&nbsp;1650724 |
| &nbsp;&nbsp;&nbsp;&nbsp;Hewlett Packard Enterprise <br>Co. | &nbsp;&nbsp;&nbsp;&nbsp;Hewlett Packard Enterprise <br>Co. |  |  |  |
|  | 1.750%, 04/01/26 |  | 1464 | &nbsp;&nbsp;1458642 |
| Highwoods Realty LP | Highwoods Realty LP |  |  |  |
|  | 3.050%, 02/15/30 |  | 3340 | &nbsp;&nbsp;3120698 |
| HNI Corp. | HNI Corp. |  |  |  |
| Ω | 5.125%, 01/18/29 |  | 2000 | &nbsp;&nbsp;1975201 |
| &nbsp;&nbsp;&nbsp;&nbsp;Honeywell International, <br>Inc. | &nbsp;&nbsp;&nbsp;&nbsp;Honeywell International, <br>Inc. |  |  |  |
|  | 3.375%, 03/01/30 | EUR | 6200 | &nbsp;&nbsp;7489290 |
| Host Hotels & Resorts LP | Host Hotels & Resorts LP |  |  |  |
|  | 3.375%, 12/15/29 |  | 5000 | &nbsp;&nbsp;4812811 |
| &nbsp;&nbsp;&nbsp;&nbsp;HSBC USA, Inc., SOFR + <br>0.970%, FRN | &nbsp;&nbsp;&nbsp;&nbsp;HSBC USA, Inc., SOFR + <br>0.970%, FRN |  |  |  |
| (r) | 4.689%, 06/03/28 |  | 4500 | &nbsp;&nbsp;4535696 |
| &nbsp;&nbsp;&nbsp;&nbsp;Huntington Bancshares, <br>Inc. | &nbsp;&nbsp;&nbsp;&nbsp;Huntington Bancshares, <br>Inc. |  |  |  |
|  | 2.550%, 02/04/30 |  | 200 | &nbsp;&nbsp;186569 |
| &nbsp;&nbsp;&nbsp;&nbsp;Huntsman <br>International LLC | &nbsp;&nbsp;&nbsp;&nbsp;Huntsman <br>International LLC |  |  |  |
|  | 4.500%, 05/01/29 |  | 4300 | &nbsp;&nbsp;4137633 |

---

------

**DFA Targeted Credit Portfolio**

**CONTINUED**

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  |  | **Face**<br>**Amount^**<br>| **Value†** |
|  |  |  | **(000)** |  |
| UNITED STATES — (Continued) | UNITED STATES — (Continued) | UNITED STATES — (Continued) | UNITED STATES — (Continued) | UNITED STATES — (Continued) |
| Illinois Tool Works, Inc. | Illinois Tool Works, Inc. |  |  |  |
|  | 2.125%, 05/22/30 | EUR | 2100 | &nbsp;&nbsp;$2414892 |
| Intel Corp. | Intel Corp. |  |  |  |
|  | 5.125%, 02/10/30 |  | 1360 | &nbsp;&nbsp;1395017 |
| &nbsp;&nbsp;&nbsp;&nbsp;International Business <br>Machines Corp. | &nbsp;&nbsp;&nbsp;&nbsp;International Business <br>Machines Corp. |  |  |  |
|  | 2.900%, 02/10/30 | EUR | 5046 | &nbsp;&nbsp;5995777 |
| Jabil, Inc. | Jabil, Inc. |  |  |  |
|  | 3.600%, 01/15/30 |  | 130 | &nbsp;&nbsp;125861 |
| Jefferies Financial Group, Inc. | Jefferies Financial Group, Inc. | Jefferies Financial Group, Inc. |  |  |
|  | 4.850%, 01/15/27 |  | 2000 | &nbsp;&nbsp;2014552 |
|  | 4.000%, 04/16/29 | EUR | 2500 | &nbsp;&nbsp;3053426 |
| John Deere Capital Corp. | John Deere Capital Corp. | John Deere Capital Corp. |  |  |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp;SOFR + 0.680%, <br>FRN, 4.345%, <br>07/15/27<br>|  | 6375 | &nbsp;&nbsp;6417720 |
| #(r) | &nbsp;&nbsp;&nbsp;&nbsp;SOFR + 0.500%, <br>FRN, 4.219%, <br>03/06/28<br>|  | 1700 | &nbsp;&nbsp;1707223 |
| Kellanova | Kellanova |  |  |  |
|  | 0.500%, 05/20/29 | EUR | 800 | &nbsp;&nbsp;883041 |
| &nbsp;&nbsp;&nbsp;&nbsp;Keurig Dr. Pepper, Inc., <br>SOFR + 0.880%, FRN | &nbsp;&nbsp;&nbsp;&nbsp;Keurig Dr. Pepper, Inc., <br>SOFR + 0.880%, FRN |  |  |  |
| (r) | 4.564%, 03/15/27 |  | 1500 | &nbsp;&nbsp;1502468 |
| KeyCorp | KeyCorp |  |  |  |
|  | 2.550%, 10/01/29 |  | 900 | &nbsp;&nbsp;852199 |
| Kilroy Realty LP | Kilroy Realty LP |  |  |  |
| # | 3.050%, 02/15/30 |  | 1000 | &nbsp;&nbsp;932162 |
| L3Harris Technologies, Inc. | L3Harris Technologies, Inc. |  |  |  |
|  | 2.900%, 12/15/29 |  | 101 | &nbsp;&nbsp;96413 |
| Las Vegas Sands Corp. | Las Vegas Sands Corp. |  |  |  |
|  | 3.900%, 08/08/29 |  | 1000 | &nbsp;&nbsp;974512 |
| Leggett & Platt, Inc. | Leggett & Platt, Inc. |  |  |  |
|  | 3.500%, 11/15/27 |  | 1221 | &nbsp;&nbsp;1203574 |
| Liberty Mutual Group, Inc. | Liberty Mutual Group, Inc. |  |  |  |
| Ω | 4.569%, 02/01/29 |  | 200 | &nbsp;&nbsp;201183 |
| Marathon Petroleum Corp. | Marathon Petroleum Corp. |  |  |  |
|  | 5.150%, 03/01/30 |  | 130 | &nbsp;&nbsp;133831 |
| McDonald's Corp. | McDonald's Corp. | McDonald's Corp. |  |  |
|  | 2.375%, 05/31/29 | EUR | 300 | &nbsp;&nbsp;352239 |
|  | 4.000%, 03/07/30 | EUR | 400 | &nbsp;&nbsp;494516 |
| Medtronic, Inc. | Medtronic, Inc. |  |  |  |
|  | 3.650%, 10/15/29 | EUR | 1150 | &nbsp;&nbsp;1405538 |
| MPLX LP | MPLX LP |  |  |  |
|  | 4.800%, 02/15/29 |  | 78 | &nbsp;&nbsp;79197 |
| Nasdaq, Inc. | Nasdaq, Inc. |  |  |  |
|  | 0.875%, 02/13/30 | EUR | 5329 | &nbsp;&nbsp;5838131 |
| National Fuel Gas Co. | National Fuel Gas Co. |  |  |  |
|  | 5.500%, 03/15/30 |  | 2600 | &nbsp;&nbsp;2689370 |
| &nbsp;&nbsp;&nbsp;&nbsp;National Grid North America, <br>Inc. | &nbsp;&nbsp;&nbsp;&nbsp;National Grid North America, <br>Inc. | &nbsp;&nbsp;&nbsp;&nbsp;National Grid North America, <br>Inc. |  |  |
|  | 3.247%, 11/25/29 | EUR | 3000 | &nbsp;&nbsp;3597524 |
|  | 3.150%, 06/03/30 | EUR | 160 | &nbsp;&nbsp;190330 |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  |  | **Face**<br>**Amount^**<br>| **Value†** |
|  |  |  | **(000)** |  |
| UNITED STATES — (Continued) | UNITED STATES — (Continued) | UNITED STATES — (Continued) | UNITED STATES — (Continued) | UNITED STATES — (Continued) |
| &nbsp;&nbsp;&nbsp;&nbsp;National Rural Utilities <br>Cooperative Finance <br>Corp., SOFR + 0.820%, <br>FRN | &nbsp;&nbsp;&nbsp;&nbsp;National Rural Utilities <br>Cooperative Finance <br>Corp., SOFR + 0.820%, <br>FRN |  |  |  |
| (r) | 4.504%, 09/16/27 |  | 2222 | &nbsp;&nbsp;$2236382 |
| Newell Brands, Inc. | Newell Brands, Inc. |  |  |  |
|  | 6.625%, 09/15/29 |  | 1000 | &nbsp;&nbsp;1001062 |
| &nbsp;&nbsp;&nbsp;&nbsp;NextEra Energy Capital <br>Holdings, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;NextEra Energy Capital <br>Holdings, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;NextEra Energy Capital <br>Holdings, Inc. |  |  |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp;SOFR + 0.800%, <br>FRN, 4.635%, <br>02/04/28<br>|  | 5850 | &nbsp;&nbsp;5884047 |
|  | 3.830%, 06/12/30 | CAD | 1500 | &nbsp;&nbsp;1113777 |
| &nbsp;&nbsp;&nbsp;&nbsp;Nissan Motor Acceptance Co. <br>LLC | &nbsp;&nbsp;&nbsp;&nbsp;Nissan Motor Acceptance Co. <br>LLC | &nbsp;&nbsp;&nbsp;&nbsp;Nissan Motor Acceptance Co. <br>LLC |  |  |
| Ω | 2.000%, 03/09/26 |  | 1500 | &nbsp;&nbsp;1493566 |
| # | 1.850%, 09/16/26 |  | 250 | &nbsp;&nbsp;244799 |
| Nordstrom, Inc. | Nordstrom, Inc. |  |  |  |
|  | 6.950%, 03/15/28 |  | 2246 | &nbsp;&nbsp;2315073 |
| Norfolk Southern Corp. | Norfolk Southern Corp. |  |  |  |
|  | 3.800%, 08/01/28 |  | 65 | &nbsp;&nbsp;64799 |
| NOV, Inc. | NOV, Inc. |  |  |  |
|  | 3.600%, 12/01/29 |  | 200 | &nbsp;&nbsp;195570 |
| ONEOK, Inc. | ONEOK, Inc. | ONEOK, Inc. |  |  |
|  | 5.650%, 11/01/28 |  | 55 | &nbsp;&nbsp;57120 |
|  | 4.400%, 10/15/29 |  | 200 | &nbsp;&nbsp;200520 |
| &nbsp;&nbsp;&nbsp;&nbsp;Oracle Corp., SOFR + <br>0.760%, FRN | &nbsp;&nbsp;&nbsp;&nbsp;Oracle Corp., SOFR + <br>0.760%, FRN |  |  |  |
| (r) | 4.602%, 08/03/28 |  | 710 | &nbsp;&nbsp;698235 |
| Paramount Global | Paramount Global |  |  |  |
|  | 4.200%, 06/01/29 |  | 3700 | &nbsp;&nbsp;3600630 |
| Parker-Hannifin Corp. | Parker-Hannifin Corp. |  |  |  |
|  | 2.900%, 03/01/30 | EUR | 3180 | &nbsp;&nbsp;3765002 |
| &nbsp;&nbsp;&nbsp;&nbsp;PayPal Holdings, Inc., <br>SOFR + 0.670%, FRN | &nbsp;&nbsp;&nbsp;&nbsp;PayPal Holdings, Inc., <br>SOFR + 0.670%, FRN |  |  |  |
| (r) | 4.376%, 03/06/28 |  | 8100 | &nbsp;&nbsp;8124498 |
| &nbsp;&nbsp;&nbsp;&nbsp;Penske Truck Leasing Co. <br>LP/PTL Finance Corp. | &nbsp;&nbsp;&nbsp;&nbsp;Penske Truck Leasing Co. <br>LP/PTL Finance Corp. | &nbsp;&nbsp;&nbsp;&nbsp;Penske Truck Leasing Co. <br>LP/PTL Finance Corp. |  |  |
| Ω | 6.050%, 08/01/28 |  | 22 | &nbsp;&nbsp;22927 |
| Ω | 5.350%, 03/30/29 |  | 90 | &nbsp;&nbsp;92682 |
| Ω | 5.250%, 07/01/29 |  | 510 | &nbsp;&nbsp;524271 |
| &nbsp;&nbsp;&nbsp;&nbsp;Philip Morris International, <br>Inc., SOFR + 0.830%, <br>FRN | &nbsp;&nbsp;&nbsp;&nbsp;Philip Morris International, <br>Inc., SOFR + 0.830%, <br>FRN |  |  |  |
| (r) | 4.513%, 04/28/28 |  | 7000 | &nbsp;&nbsp;7043057 |
| Prologis Euro Finance LLC | Prologis Euro Finance LLC |  |  |  |
|  | 3.875%, 01/31/30 | EUR | 290 | &nbsp;&nbsp;355091 |
| Prologis LP | Prologis LP |  |  |  |
|  | 4.700%, 03/01/29 | CAD | 1400 | &nbsp;&nbsp;1069476 |
| PVH Corp. | PVH Corp. |  |  |  |
|  | 4.125%, 07/16/29 | EUR | 500 | &nbsp;&nbsp;611244 |
| Radian Group, Inc. | Radian Group, Inc. |  |  |  |
|  | 6.200%, 05/15/29 |  | 600 | &nbsp;&nbsp;630038 |
| Revvity, Inc. | Revvity, Inc. |  |  |  |
|  | 1.875%, 07/19/26 | EUR | 6000 | &nbsp;&nbsp;7096877 |

---

------

**DFA Targeted Credit Portfolio**

**CONTINUED**

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  |  | **Face**<br>**Amount^**<br>| **Value†** |
|  |  |  | **(000)** |  |
| UNITED STATES — (Continued) | UNITED STATES — (Continued) | UNITED STATES — (Continued) | UNITED STATES — (Continued) | UNITED STATES — (Continued) |
| &nbsp;&nbsp;&nbsp;&nbsp;Rockies Express <br>Pipeline LLC | &nbsp;&nbsp;&nbsp;&nbsp;Rockies Express <br>Pipeline LLC |  |  |  |
| Ω | 4.950%, 07/15/29 |  | 1150 | &nbsp;&nbsp;$1146427 |
| RTX Corp. | RTX Corp. |  |  |  |
|  | 2.150%, 05/18/30 | EUR | 5360 | &nbsp;&nbsp;6146129 |
| Sealed Air Corp. | Sealed Air Corp. |  |  |  |
| Ω | 4.000%, 12/01/27 |  | 1000 | &nbsp;&nbsp;996198 |
| SLM Corp. | SLM Corp. | SLM Corp. |  |  |
|  | 3.125%, 11/02/26 |  | 3000 | &nbsp;&nbsp;2959288 |
|  | 6.500%, 01/31/30 |  | 1000 | &nbsp;&nbsp;1031861 |
| &nbsp;&nbsp;&nbsp;&nbsp;State Street Corp., SOFR <br>+ 0.640%, FRN | &nbsp;&nbsp;&nbsp;&nbsp;State Street Corp., SOFR <br>+ 0.640%, FRN |  |  |  |
| (r) | 4.306%, 10/22/27 |  | 180 | &nbsp;&nbsp;180881 |
| &nbsp;&nbsp;&nbsp;&nbsp;Stellantis Finance U.S., <br>Inc. | &nbsp;&nbsp;&nbsp;&nbsp;Stellantis Finance U.S., <br>Inc. |  |  |  |
| Ω | 5.750%, 03/18/30 |  | 1700 | &nbsp;&nbsp;1753206 |
| Stellantis NV | Stellantis NV |  |  |  |
|  | 4.375%, 03/14/30 | EUR | 1500 | &nbsp;&nbsp;1851412 |
| &nbsp;&nbsp;&nbsp;&nbsp;Taylor Morrison <br>Communities, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;Taylor Morrison <br>Communities, Inc. |  |  |  |
| Ω | 5.750%, 01/15/28 |  | 900 | &nbsp;&nbsp;917190 |
| T-Mobile USA, Inc. | T-Mobile USA, Inc. | T-Mobile USA, Inc. |  |  |
|  | 2.050%, 02/15/28 |  | 64 | &nbsp;&nbsp;61572 |
|  | 2.400%, 03/15/29 |  | 93 | &nbsp;&nbsp;88275 |
| &nbsp;&nbsp;&nbsp;&nbsp;Toyota Motor Credit Corp., <br>SOFR + 0.650%, FRN | &nbsp;&nbsp;&nbsp;&nbsp;Toyota Motor Credit Corp., <br>SOFR + 0.650%, FRN |  |  |  |
| (r) | 4.332%, 03/19/27 |  | 2200 | &nbsp;&nbsp;2209289 |
| Utah Acquisition Sub, Inc. | Utah Acquisition Sub, Inc. |  |  |  |
|  | 3.950%, 06/15/26 |  | 2759 | &nbsp;&nbsp;2756375 |
| Ventas Realty LP | Ventas Realty LP |  |  |  |
|  | 3.000%, 01/15/30 |  | 200 | &nbsp;&nbsp;190355 |
| Verizon Communications, Inc. | Verizon Communications, Inc. | Verizon Communications, Inc. |  |  |
|  | 1.875%, 10/26/29 | EUR | 711 | &nbsp;&nbsp;814771 |
|  | 1.250%, 04/08/30 | EUR | 2169 | &nbsp;&nbsp;2396103 |
|  | 2.500%, 05/16/30 | CAD | 5000 | &nbsp;&nbsp;3536151 |
| Vornado Realty LP | Vornado Realty LP |  |  |  |
|  | 2.150%, 06/01/26 |  | 6100 | &nbsp;&nbsp;6036819 |
| &nbsp;&nbsp;&nbsp;&nbsp;Warnermedia Holdings, <br>Inc. | &nbsp;&nbsp;&nbsp;&nbsp;Warnermedia Holdings, <br>Inc. |  |  |  |
|  | 4.054%, 03/15/29 |  | 2000 | &nbsp;&nbsp;1940091 |
| Wells Fargo & Co. | Wells Fargo & Co. | Wells Fargo & Co. |  |  |
|  | 2.975%, 05/19/26 | CAD | 2500 | &nbsp;&nbsp;1838303 |
|  | 0.625%, 03/25/30 | EUR | 220 | &nbsp;&nbsp;237647 |
| Western Digital Corp. | Western Digital Corp. |  |  |  |
|  | 4.750%, 02/15/26 |  | 652 | &nbsp;&nbsp;651637 |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  |  | **Face**<br>**Amount^**<br>| **Value†** |
|  |  |  | **(000)** |  |
| UNITED STATES — (Continued) | UNITED STATES — (Continued) | UNITED STATES — (Continued) | UNITED STATES — (Continued) | UNITED STATES — (Continued) |
| Western Union Co. | Western Union Co. |  |  |  |
|  | 1.350%, 03/15/26 |  | 5000 | &nbsp;&nbsp;$4983247 |
| Westlake Corp. | Westlake Corp. |  |  |  |
|  | 1.625%, 07/17/29 | EUR | 1727 | &nbsp;&nbsp;1955396 |
| Weyerhaeuser Co. | Weyerhaeuser Co. |  |  |  |
|  | 4.000%, 11/15/29 |  | 200 | &nbsp;&nbsp;198055 |
| Whirlpool Corp. | Whirlpool Corp. |  |  |  |
|  | 4.750%, 02/26/29 |  | 4000 | &nbsp;&nbsp;3949395 |
| Williams Cos., Inc. | Williams Cos., Inc. |  |  |  |
|  | 4.800%, 11/15/29 |  | 92 | &nbsp;&nbsp;93822 |
| WP Carey, Inc. | WP Carey, Inc. |  |  |  |
|  | 3.850%, 07/15/29 |  | 200 | &nbsp;&nbsp;197925 |
| Yum! Brands, Inc. | Yum! Brands, Inc. |  |  |  |
| Ω | 4.750%, 01/15/30 |  | 2500 | &nbsp;&nbsp;2493864 |
| TOTAL UNITED STATES | TOTAL UNITED STATES |  |  | &nbsp;&nbsp;319743364 |
| TOTAL BONDS | TOTAL BONDS |  |  | &nbsp;&nbsp;810925973 |
| U.S. TREASURY OBLIGATIONS — (5.1%) | U.S. TREASURY OBLIGATIONS — (5.1%) | U.S. TREASURY OBLIGATIONS — (5.1%) | U.S. TREASURY OBLIGATIONS — (5.1%) | U.S. TREASURY OBLIGATIONS — (5.1%) |
| U.S. Treasury Bonds | U.S. Treasury Bonds |  |  |  |
|  | 6.000%, 02/15/26  |  | 4000 | &nbsp;&nbsp;4003070 |
| U.S. Treasury Notes | U.S. Treasury Notes | U.S. Treasury Notes |  |  |
|  | 3.750%, 04/15/26  |  | 10000 | &nbsp;&nbsp;10001328 |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp;3M USTMMR + <br>0.150%, FRN, <br>3.763%, 04/30/26 <br>|  | 11000 | &nbsp;&nbsp;11002548 |
|  | 1.625%, 05/15/26  |  | 4000 | &nbsp;&nbsp;3977156 |
|  | 4.875%, 05/31/26  |  | 8000 | &nbsp;&nbsp;8028453 |
|  | 1.500%, 08/15/26  |  | 7000 | &nbsp;&nbsp;6921018 |
| &nbsp;&nbsp;&nbsp;&nbsp;TOTAL U.S. TREASURY <br>OBLIGATIONS | &nbsp;&nbsp;&nbsp;&nbsp;TOTAL U.S. TREASURY <br>OBLIGATIONS |  |  | &nbsp;&nbsp;43933573 |
| &nbsp;&nbsp;&nbsp;&nbsp;TOTAL INVESTMENT <br>SECURITIES<br>(Cost $826,282,932) | &nbsp;&nbsp;&nbsp;&nbsp;TOTAL INVESTMENT <br>SECURITIES<br>(Cost $826,282,932) |  |  | &nbsp;&nbsp;854859546 |

---

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

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** |  |
| SECURITIES LENDING COLLATERAL — (0.6%) | SECURITIES LENDING COLLATERAL — (0.6%) | SECURITIES LENDING COLLATERAL — (0.6%) | SECURITIES LENDING COLLATERAL — (0.6%) |
| @§ | &nbsp;&nbsp;&nbsp;&nbsp;The DFA Short Term <br>Investment Fund<br>| 471622 | &nbsp;&nbsp;5455248 |
| TOTAL INVESTMENTS — (100.0%) | TOTAL INVESTMENTS — (100.0%) | TOTAL INVESTMENTS — (100.0%) |  |
| &nbsp;&nbsp;&nbsp;&nbsp;(Cost $831,738,180)^^ | &nbsp;&nbsp;&nbsp;&nbsp;(Cost $831,738,180)^^ |  | &nbsp;&nbsp;$860314794 |

---

------

**DFA Targeted Credit Portfolio**

**CONTINUED**

As of January 31, 2026, DFA Targeted Credit 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 | 53528666 | EUR | 44658940 | Australia and New Zealand Bank | 04/07/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$435011 |
| **Total Appreciation** | **Total Appreciation** | **Total Appreciation** | **Total Appreciation** |  |  | &nbsp;&nbsp;&nbsp;&nbsp;**$435011** |
| EUR | 44658940 | USD | 53367880 | Australia and New Zealand Bank | 02/02/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$(431425)<br>|
| USD | 52612416 | EUR | 44658940 | Societe Generale | 02/02/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(324039)<br>|
| USD | 52917227 | EUR | 44969154 | Bank of New York Mellon | 02/04/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(389431)<br>|
| USD | 40912812 | AUD | 61192915 | Bank of America Corp. | 02/06/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1698678)<br>|
| USD | 51784532 | EUR | 44261865 | Citibank, N.A. | 02/09/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(695969)<br>|
| USD | 6891944 | EUR | 5886218 | State Street Bank and Trust | 02/09/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(87240)<br>|
| USD | 54045657 | EUR | 46233155 | Citibank, N.A. | 02/11/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(777325)<br>|
| USD | 55020044 | EUR | 47185808 | Australia and New Zealand Bank | 02/12/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(935234)<br>|
| USD | 28068032 | CAD | 38807987 | State Street Bank and Trust | 03/09/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(475005)<br>|
| USD | 3105769 | CAD | 4245744 | Citibank, N.A. | 03/10/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(17081)<br>|
| USD | 20817707 | CAD | 28675220 | Societe Generale | 03/10/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(273633)<br>|
| USD | 22105414 | CAD | 30591106 | Societe Generale | 03/16/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(400818)<br>|
| USD | 45984972 | EUR | 39375293 | Australia and New Zealand Bank | 03/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(780945)<br>|
| EUR | 339358 | USD | 403927 | Citibank, N.A. | 03/23/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(759)<br>|
| USD | 60918188 | EUR | 52207757 | Royal Bank of Canada | 03/23/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1106286)<br>|
| EUR | 2769479 | USD | 3299010 | Societe Generale | 03/23/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(8781)<br>|
| USD | 50678907 | EUR | 43163613 | Royal Bank of Canada | 03/27/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(610474)<br>|
| **Total (Depreciation)** | **Total (Depreciation)** | **Total (Depreciation)** | **Total (Depreciation)** |  |  | &nbsp;&nbsp;&nbsp;&nbsp;**$(9013123)**<br>|
| **Total Appreciation**<br>**(Depreciation)** | **Total Appreciation**<br>**(Depreciation)** | **Total Appreciation**<br>**(Depreciation)** | **Total Appreciation**<br>**(Depreciation)** |  |  | &nbsp;&nbsp;&nbsp;&nbsp;**$(8578112)**<br>|

---

As of January 31, 2026, the value of Rule 144A securities amounted to $54,672,092 or 6.3% of net assets.

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

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** |
|  | **Level 1** | **Level 2** | **Level 3** | **Total** |
| **Assets** |  |  |  |  |
| Bonds |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Australia | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;$44597796 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;$44597796 |
| &nbsp;&nbsp;&nbsp;&nbsp;Austria | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;1190714 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;1190714 |
| &nbsp;&nbsp;&nbsp;&nbsp;Belgium | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;8543147 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;8543147 |
| &nbsp;&nbsp;&nbsp;&nbsp;Canada | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;81623629 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;81623629 |
| &nbsp;&nbsp;&nbsp;&nbsp;Denmark | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;8616700 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;8616700 |
| &nbsp;&nbsp;&nbsp;&nbsp;Finland | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;14608279 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;14608279 |
| &nbsp;&nbsp;&nbsp;&nbsp;France | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;62103248 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;62103248 |
| &nbsp;&nbsp;&nbsp;&nbsp;Germany | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;54167641 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;54167641 |
| &nbsp;&nbsp;&nbsp;&nbsp;Ireland | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;2397983 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;2397983 |
| &nbsp;&nbsp;&nbsp;&nbsp;Italy | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;18693890 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;18693890 |
| &nbsp;&nbsp;&nbsp;&nbsp;Japan | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;33187309 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;33187309 |
| &nbsp;&nbsp;&nbsp;&nbsp;Luxembourg | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;15157662 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;15157662 |
| &nbsp;&nbsp;&nbsp;&nbsp;Netherlands | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;24441966 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;24441966 |
| &nbsp;&nbsp;&nbsp;&nbsp;New Zealand | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;4099642 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;4099642 |
| &nbsp;&nbsp;&nbsp;&nbsp;Norway | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;3698388 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;3698388 |
| &nbsp;&nbsp;&nbsp;&nbsp;Portugal | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;771075 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;771075 |
| &nbsp;&nbsp;&nbsp;&nbsp;Spain | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;30868468 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;30868468 |

---

------

**DFA Targeted Credit 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;Sweden | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;$27655678 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;$27655678 |
| &nbsp;&nbsp;&nbsp;&nbsp;Switzerland | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;7871071 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;7871071 |
| &nbsp;&nbsp;&nbsp;&nbsp;United Kingdom | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;46888323 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;46888323 |
| &nbsp;&nbsp;&nbsp;&nbsp;United States | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;319743364 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;319743364 |
| U.S. Treasury Obligations | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;43933573 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;43933573 |
| Securities Lending Collateral | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;5455248 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;5455248 |
| Total Investments in Securities | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;$860314794 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;$860314794 |
| **Financial Instruments** | **Financial Instruments** |  |  |  |
| **Assets** |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Forward Currency Contracts\*\* | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;435011 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;435011 |
| **Liabilities** |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Forward Currency Contracts\*\* | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;(9013123) | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;(9013123) |
| Total Financial Instruments | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;$(8578112) | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;$(8578112) |
| &nbsp;&nbsp;&nbsp;&nbsp;\*\* Valued at the unrealized appreciation/(depreciation) on the investment. | &nbsp;&nbsp;&nbsp;&nbsp;\*\* Valued at the unrealized appreciation/(depreciation) on the investment. | &nbsp;&nbsp;&nbsp;&nbsp;\*\* Valued at the unrealized appreciation/(depreciation) on the investment. | &nbsp;&nbsp;&nbsp;&nbsp;\*\* Valued at the unrealized appreciation/(depreciation) on the investment. | &nbsp;&nbsp;&nbsp;&nbsp;\*\* Valued at the unrealized appreciation/(depreciation) on the investment. |

---

------

**DFA Investment Grade Portfolio**

**SCHEDULE OF INVESTMENTS**

**January 31, 2026**

**(Unaudited)**

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

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  |  | **Face**<br>**Amount^**<br>| **Value†** |
|  |  |  | **(000)** |  |
| AGENCY OBLIGATIONS — (11.3%) | AGENCY OBLIGATIONS — (11.3%) | AGENCY OBLIGATIONS — (11.3%) | AGENCY OBLIGATIONS — (11.3%) | AGENCY OBLIGATIONS — (11.3%) |
| Federal Home Loan Banks | Federal Home Loan Banks | Federal Home Loan Banks |  |  |
|  | 5.750%, 06/12/26  |  | 5050 | &nbsp;&nbsp;$5087532 |
|  | 3.250%, 06/09/28  |  | 78400 | &nbsp;&nbsp;77855435 |
| # | 3.250%, 11/16/28  |  | 85390 | &nbsp;&nbsp;84809155 |
|  | 2.125%, 09/14/29  |  | 10000 | &nbsp;&nbsp;9438645 |
|  | 2.125%, 12/14/29  |  | 23735 | &nbsp;&nbsp;22381714 |
| # | 5.500%, 07/15/36  |  | 22355 | &nbsp;&nbsp;24423580 |
| &nbsp;&nbsp;&nbsp;&nbsp;Federal Home Loan Mortgage <br>Corp. | &nbsp;&nbsp;&nbsp;&nbsp;Federal Home Loan Mortgage <br>Corp. | &nbsp;&nbsp;&nbsp;&nbsp;Federal Home Loan Mortgage <br>Corp. |  |  |
| # | 6.750%, 09/15/29  |  | 76476 | &nbsp;&nbsp;84462337 |
| # | 6.750%, 03/15/31  |  | 100575 | &nbsp;&nbsp;114090663 |
| # | 6.250%, 07/15/32  |  | 85446 | &nbsp;&nbsp;96155569 |
| &nbsp;&nbsp;&nbsp;&nbsp;Federal National Mortgage <br>Association | &nbsp;&nbsp;&nbsp;&nbsp;Federal National Mortgage <br>Association | &nbsp;&nbsp;&nbsp;&nbsp;Federal National Mortgage <br>Association |  |  |
|  | 2.125%, 04/24/26  |  | 86000 | &nbsp;&nbsp;85680756 |
|  | 1.875%, 09/24/26  |  | 96839 | &nbsp;&nbsp;95748765 |
| # | 0.750%, 10/08/27  |  | 48380 | &nbsp;&nbsp;46192240 |
| # | 6.250%, 05/15/29  |  | 102508 | &nbsp;&nbsp;110785997 |
|  | 7.125%, 01/15/30  |  | 72196 | &nbsp;&nbsp;81150957 |
| # | 7.250%, 05/15/30  |  | 72729 | &nbsp;&nbsp;82695384 |
|  | 0.875%, 08/05/30  |  | 209150 | &nbsp;&nbsp;184475355 |
|  | 6.625%, 11/15/30  |  | 93212 | &nbsp;&nbsp;104558021 |
| Tennessee Valley Authority | Tennessee Valley Authority | Tennessee Valley Authority |  |  |
|  | 2.875%, 02/01/27  |  | 15000 | &nbsp;&nbsp;14896244 |
|  | 7.125%, 05/01/30  |  | 70383 | &nbsp;&nbsp;79380984 |
|  | 4.650%, 06/15/35  |  | 5000 | &nbsp;&nbsp;5118449 |
|  | 3.500%, 12/15/42  |  | 15000 | &nbsp;&nbsp;12491918 |
| &nbsp;&nbsp;&nbsp;&nbsp;TOTAL AGENCY <br>OBLIGATIONS | &nbsp;&nbsp;&nbsp;&nbsp;TOTAL AGENCY <br>OBLIGATIONS |  |  | &nbsp;&nbsp;1421879700 |
| BONDS — (47.4%) | BONDS — (47.4%) | BONDS — (47.4%) | BONDS — (47.4%) | BONDS — (47.4%) |
| AUSTRALIA — (4.4%) | AUSTRALIA — (4.4%) | AUSTRALIA — (4.4%) | AUSTRALIA — (4.4%) | AUSTRALIA — (4.4%) |
| &nbsp;&nbsp;&nbsp;&nbsp;Australia & New Zealand <br>Banking Group Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;Australia & New Zealand <br>Banking Group Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;Australia & New Zealand <br>Banking Group Ltd. |  |  |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp;3M Swap + 0.750%, <br>FRN, 4.463%, <br>09/11/26<br>| AUD | 10000 | &nbsp;&nbsp;6979449 |
| (r)Ω | &nbsp;&nbsp;&nbsp;&nbsp;SOFR + 0.810%, <br>FRN, 4.468%, <br>01/18/27<br>|  | 9500 | &nbsp;&nbsp;9549105 |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp;3M Swap + 0.800%, <br>FRN, 4.445%, <br>02/05/27<br>| AUD | 12000 | &nbsp;&nbsp;8388541 |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp;3M Swap + 0.970%, <br>FRN, 4.604%, <br>05/12/27<br>| AUD | 7000 | &nbsp;&nbsp;4908134 |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp;3M Euribor + <br>0.400%, FRN, <br>2.466%, 05/21/27<br>| EUR | 34770 | &nbsp;&nbsp;41302350 |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  |  | **Face**<br>**Amount^**<br>| **Value†** |
|  |  |  | **(000)** |  |
| AUSTRALIA — (Continued) | AUSTRALIA — (Continued) | AUSTRALIA — (Continued) | AUSTRALIA — (Continued) | AUSTRALIA — (Continued) |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp;3M Swap + 0.700%, <br>FRN, 4.422%, <br>06/18/27<br>| AUD | 15100 | &nbsp;&nbsp;$10552216 |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp;SOFR + 0.680%, <br>FRN, 4.338%, <br>07/16/27<br>|  | 19481 | &nbsp;&nbsp;19582574 |
| (r)Ω | &nbsp;&nbsp;&nbsp;&nbsp;SOFR + 0.650%, <br>FRN, 4.324%, <br>09/30/27<br>|  | 9000 | &nbsp;&nbsp;9034928 |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp;3M Swap + 1.200%, <br>FRN, 4.839%, <br>11/04/27<br>| AUD | 10000 | &nbsp;&nbsp;7050616 |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp;3M Swap + 0.670%, <br>FRN, 4.382%, <br>12/15/27<br>| AUD | 9000 | &nbsp;&nbsp;6288210 |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp;3M Swap + 0.680%, <br>FRN, 4.334%, <br>02/18/28<br>| AUD | 10000 | &nbsp;&nbsp;6992401 |
|  | 4.950%, 09/11/28 | AUD | 13130 | &nbsp;&nbsp;9178096 |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp;3M Swap + 0.960%, <br>FRN, 4.605%, <br>02/05/29<br>| AUD | 14000 | &nbsp;&nbsp;9860820 |
| (r)Ω | &nbsp;&nbsp;&nbsp;&nbsp;SOFR + 0.850%, <br>FRN, 4.529%, <br>12/16/29<br>|  | 6600 | &nbsp;&nbsp;6676681 |
| &nbsp;&nbsp;&nbsp;&nbsp;BHP Billiton Finance USA <br>Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;BHP Billiton Finance USA <br>Ltd. |  |  |  |
|  | 5.000%, 09/30/43 |  | 6100 | &nbsp;&nbsp;5808757 |
| &nbsp;&nbsp;&nbsp;&nbsp;Commonwealth Bank of <br>Australia | &nbsp;&nbsp;&nbsp;&nbsp;Commonwealth Bank of <br>Australia | &nbsp;&nbsp;&nbsp;&nbsp;Commonwealth Bank of <br>Australia |  |  |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp;3M Swap + 0.750%, <br>FRN, 4.403%, <br>08/17/26<br>| AUD | 10850 | &nbsp;&nbsp;7572626 |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp;3M Swap + 0.870%, <br>FRN, 4.523%, <br>08/22/29<br>| AUD | 5000 | &nbsp;&nbsp;3512704 |
| (r)Ω | &nbsp;&nbsp;&nbsp;&nbsp;SOFR + 0.810%, <br>FRN, 4.489%, <br>03/14/30<br>|  | 5000 | &nbsp;&nbsp;5047639 |
| #(r)Ω | &nbsp;&nbsp;&nbsp;&nbsp;SOFR + 0.780%, <br>FRN, 4.448%, <br>10/01/30<br>|  | 15000 | &nbsp;&nbsp;15141167 |
| CSL Finance PLC | CSL Finance PLC |  |  |  |
| Ω | 4.625%, 04/27/42 |  | 1532 | &nbsp;&nbsp;1383290 |
| Glencore Funding LLC | Glencore Funding LLC | Glencore Funding LLC |  |  |
| Ω | 2.500%, 09/01/30 |  | 4100 | &nbsp;&nbsp;3773025 |
| Ω | 2.850%, 04/27/31 |  | 33500 | &nbsp;&nbsp;31024188 |
| Ω | 2.625%, 09/23/31 |  | 9800 | &nbsp;&nbsp;8877114 |

---

------

**DFA Investment Grade Portfolio**

**CONTINUED**

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  |  | **Face**<br>**Amount^**<br>| **Value†** |
|  |  |  | **(000)** |  |
| AUSTRALIA — (Continued) | AUSTRALIA — (Continued) | AUSTRALIA — (Continued) | AUSTRALIA — (Continued) | AUSTRALIA — (Continued) |
| National Australia Bank Ltd. | National Australia Bank Ltd. | National Australia Bank Ltd. |  |  |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp;3M Swap + 0.410%, <br>FRN, 4.063%, <br>08/24/26<br>| AUD | 19900 | &nbsp;&nbsp;$13862635 |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp;3M Swap + 0.850%, <br>FRN, 4.503%, <br>11/16/26<br>| AUD | 19000 | &nbsp;&nbsp;13280401 |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp;3M Swap + 0.720%, <br>FRN, 4.370%, <br>02/25/27<br>| AUD | 53140 | &nbsp;&nbsp;37126164 |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp;3M Swap + 0.700%, <br>FRN, 4.345%, <br>05/10/27<br>| AUD | 5738 | &nbsp;&nbsp;4011360 |
| (r)Ω | &nbsp;&nbsp;&nbsp;&nbsp;SOFR + 0.620%, <br>FRN, 4.306%, <br>06/11/27<br>|  | 5000 | &nbsp;&nbsp;5019720 |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp;3M Swap + 1.200%, <br>FRN, 4.850%, <br>11/25/27<br>| AUD | 47500 | &nbsp;&nbsp;33484801 |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp;3M Swap + 1.000%, <br>FRN, 4.634%, <br>05/12/28<br>| AUD | 15500 | &nbsp;&nbsp;10899420 |
|  | 4.850%, 03/22/29 | AUD | 25000 | &nbsp;&nbsp;17400399 |
| (r)Ω | &nbsp;&nbsp;&nbsp;&nbsp;SOFR + 0.790%, <br>FRN, 4.447%, <br>01/14/30<br>|  | 7200 | &nbsp;&nbsp;7252901 |
| Rio Tinto Finance USA Ltd. | Rio Tinto Finance USA Ltd. |  |  |  |
|  | 5.200%, 11/02/40 |  | 4470 | &nbsp;&nbsp;4456509 |
| Westpac Banking Corp. | Westpac Banking Corp. | Westpac Banking Corp. |  |  |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp;SOFR + 0.420%, <br>FRN, 4.078%, <br>04/16/26<br>|  | 4700 | &nbsp;&nbsp;4702909 |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp;3M Swap + 0.750%, <br>FRN, 4.395%, <br>08/10/26<br>| AUD | 23500 | &nbsp;&nbsp;16399413 |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp;3M Swap + 0.700%, <br>FRN, 4.512%, <br>01/25/27<br>| AUD | 16900 | &nbsp;&nbsp;11804800 |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp;3M Swap + 0.980%, <br>FRN, 4.633%, <br>02/16/28<br>| AUD | 17200 | &nbsp;&nbsp;12095559 |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp;3M Swap + 1.000%, <br>FRN, 4.725%, <br>01/15/29<br>| AUD | 8300 | &nbsp;&nbsp;5843284 |
|  | 5.000%, 01/15/29 | AUD | 16600 | &nbsp;&nbsp;11607848 |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp;SOFR + 0.810%, <br>FRN, 4.468%, <br>04/16/29<br>|  | 20986 | &nbsp;&nbsp;21168157 |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp;3M Swap + 0.880%, <br>FRN, 4.535%, <br>05/14/29<br>| AUD | 20000 | &nbsp;&nbsp;14020176 |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp;SOFR + 0.820%, <br>FRN, 4.488%, <br>07/01/30<br>|  | 16900 | &nbsp;&nbsp;17064708 |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  |  | **Face**<br>**Amount^**<br>| **Value†** |
|  |  |  | **(000)** |  |
| AUSTRALIA — (Continued) | AUSTRALIA — (Continued) | AUSTRALIA — (Continued) | AUSTRALIA — (Continued) | AUSTRALIA — (Continued) |
|  | 2.150%, 06/03/31 |  | 56200 | &nbsp;&nbsp;$50747031 |
| TOTAL AUSTRALIA | TOTAL AUSTRALIA |  |  | &nbsp;&nbsp;550732826 |
| BELGIUM — (0.1%) | BELGIUM — (0.1%) | BELGIUM — (0.1%) | BELGIUM — (0.1%) | BELGIUM — (0.1%) |
| &nbsp;&nbsp;&nbsp;&nbsp;Anheuser-Busch InBev <br>Worldwide, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;Anheuser-Busch InBev <br>Worldwide, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;Anheuser-Busch InBev <br>Worldwide, Inc. |  |  |
|  | 5.450%, 01/23/39 |  | 6886 | &nbsp;&nbsp;7096114 |
|  | 4.350%, 06/01/40 |  | 400 | &nbsp;&nbsp;358943 |
| &nbsp;&nbsp;&nbsp;&nbsp;Kingdom of Belgium <br>Government Bonds | &nbsp;&nbsp;&nbsp;&nbsp;Kingdom of Belgium <br>Government Bonds |  |  |  |
|  | 0.100%, 06/22/30 | EUR | 10000 | &nbsp;&nbsp;10676727 |
| TOTAL BELGIUM | TOTAL BELGIUM |  |  | &nbsp;&nbsp;18131784 |
| CANADA — (2.0%) | CANADA — (2.0%) | CANADA — (2.0%) | CANADA — (2.0%) | CANADA — (2.0%) |
| &nbsp;&nbsp;&nbsp;&nbsp;Alimentation Couche-Tard, <br>Inc. | &nbsp;&nbsp;&nbsp;&nbsp;Alimentation Couche-Tard, <br>Inc. |  |  |  |
| Ω | 3.439%, 05/13/41 |  | 15600 | &nbsp;&nbsp;12306465 |
| Bank of Nova Scotia | Bank of Nova Scotia |  |  |  |
|  | 2.450%, 02/02/32 |  | 24075 | &nbsp;&nbsp;21538203 |
| &nbsp;&nbsp;&nbsp;&nbsp;Barrick North America <br>Finance LLC | &nbsp;&nbsp;&nbsp;&nbsp;Barrick North America <br>Finance LLC | &nbsp;&nbsp;&nbsp;&nbsp;Barrick North America <br>Finance LLC |  |  |
|  | 5.700%, 05/30/41 |  | 4500 | &nbsp;&nbsp;4583060 |
|  | 5.750%, 05/01/43 |  | 3500 | &nbsp;&nbsp;3576070 |
| Brookfield Finance, Inc. | Brookfield Finance, Inc. | Brookfield Finance, Inc. |  |  |
|  | 4.350%, 04/15/30 |  | 5000 | &nbsp;&nbsp;5016613 |
|  | 6.350%, 01/05/34 |  | 530 | &nbsp;&nbsp;573349 |
| &nbsp;&nbsp;&nbsp;&nbsp;Canada Housing Trust No. <br>1, 1 day CAD Overnight <br>Index + 0.28%, FRN | &nbsp;&nbsp;&nbsp;&nbsp;Canada Housing Trust No. <br>1, 1 day CAD Overnight <br>Index + 0.28%, FRN |  |  |  |
| (r)Ω | 2.557%, 09/15/29 | CAD | 25000 | &nbsp;&nbsp;18395329 |
| &nbsp;&nbsp;&nbsp;&nbsp;Canadian Imperial Bank of <br>Commerce | &nbsp;&nbsp;&nbsp;&nbsp;Canadian Imperial Bank of <br>Commerce | &nbsp;&nbsp;&nbsp;&nbsp;Canadian Imperial Bank of <br>Commerce |  |  |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp;SOFR + 0.940%, <br>FRN, 4.620%, <br>06/28/27<br>|  | 10394 | &nbsp;&nbsp;10477152 |
|  | 6.092%, 10/03/33 |  | 3800 | &nbsp;&nbsp;4116140 |
| &nbsp;&nbsp;&nbsp;&nbsp;Canadian Natural Resources <br>Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;Canadian Natural Resources <br>Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;Canadian Natural Resources <br>Ltd. |  |  |
| # | 2.950%, 07/15/30 |  | 12222 | &nbsp;&nbsp;11541229 |
|  | 5.850%, 02/01/35 |  | 3000 | &nbsp;&nbsp;3138872 |
|  | 6.250%, 03/15/38 |  | 6400 | &nbsp;&nbsp;6775309 |
|  | 6.750%, 02/01/39 |  | 5000 | &nbsp;&nbsp;5456015 |
| CPPIB Capital, Inc. | CPPIB Capital, Inc. |  |  |  |
|  | 4.400%, 01/15/29 | AUD | 5000 | &nbsp;&nbsp;3460861 |
| Emera U.S. Finance LP | Emera U.S. Finance LP |  |  |  |
|  | 2.639%, 06/15/31 |  | 3000 | &nbsp;&nbsp;2713518 |
| Enbridge, Inc. | Enbridge, Inc. |  |  |  |
|  | 4.500%, 06/10/44 |  | 400 | &nbsp;&nbsp;339716 |
| &nbsp;&nbsp;&nbsp;&nbsp;Export Development <br>Canada, SOFR + <br>0.330%, FRN | &nbsp;&nbsp;&nbsp;&nbsp;Export Development <br>Canada, SOFR + <br>0.330%, FRN |  |  |  |
| (r) | 3.996%, 08/01/28 |  | 17980 | &nbsp;&nbsp;18015104 |
| &nbsp;&nbsp;&nbsp;&nbsp;Fairfax Financial Holdings <br>Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;Fairfax Financial Holdings <br>Ltd. |  |  |  |
|  | 3.375%, 03/03/31 |  | 2900 | &nbsp;&nbsp;2741112 |

---

------

**DFA Investment Grade Portfolio**

**CONTINUED**

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  |  | **Face**<br>**Amount^**<br>| **Value†** |
|  |  |  | **(000)** |  |
| CANADA — (Continued) | CANADA — (Continued) | CANADA — (Continued) | CANADA — (Continued) | CANADA — (Continued) |
| Rogers Communications, Inc. | Rogers Communications, Inc. | Rogers Communications, Inc. |  |  |
|  | 7.500%, 08/15/38 |  | 2500 | &nbsp;&nbsp;$2882214 |
|  | 4.500%, 03/15/42 |  | 2500 | &nbsp;&nbsp;2148125 |
| Royal Bank of Canada | Royal Bank of Canada | Royal Bank of Canada |  |  |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp;SOFR + 1.080%, <br>FRN, 4.746%, <br>07/20/26<br>|  | 6000 | &nbsp;&nbsp;6024798 |
|  | 5.000%, 02/01/33 |  | 3500 | &nbsp;&nbsp;3585958 |
| Suncor Energy, Inc. | Suncor Energy, Inc. | Suncor Energy, Inc. |  |  |
|  | 6.800%, 05/15/38 |  | 5985 | &nbsp;&nbsp;6627989 |
|  | 6.500%, 06/15/38 |  | 4400 | &nbsp;&nbsp;4735163 |
|  | 6.850%, 06/01/39 |  | 3400 | &nbsp;&nbsp;3753554 |
| Toronto-Dominion Bank | Toronto-Dominion Bank | Toronto-Dominion Bank |  |  |
|  | 3.200%, 03/10/32 |  | 39300 | &nbsp;&nbsp;36641653 |
| # | 4.456%, 06/08/32 |  | 19300 | &nbsp;&nbsp;19288505 |
| TransCanada PipeLines Ltd. | TransCanada PipeLines Ltd. | TransCanada PipeLines Ltd. |  |  |
|  | 4.625%, 03/01/34 |  | 19566 | &nbsp;&nbsp;19106795 |
|  | 7.250%, 08/15/38 |  | 7400 | &nbsp;&nbsp;8497452 |
|  | 6.100%, 06/01/40 |  | 400 | &nbsp;&nbsp;421238 |
| TOTAL CANADA | TOTAL CANADA |  |  | &nbsp;&nbsp;248477561 |
| DENMARK — (0.2%) | DENMARK — (0.2%) | DENMARK — (0.2%) | DENMARK — (0.2%) | DENMARK — (0.2%) |
| Nykredit Realkredit AS | Nykredit Realkredit AS |  |  |  |
|  | 3.625%, 07/24/30 | EUR | 14000 | &nbsp;&nbsp;16917316 |
| Orsted AS | Orsted AS |  |  |  |
|  | 1.500%, 11/26/29 | EUR | 5135 | &nbsp;&nbsp;5728373 |
| TOTAL DENMARK | TOTAL DENMARK |  |  | &nbsp;&nbsp;22645689 |
| FINLAND — (0.1%) | FINLAND — (0.1%) | FINLAND — (0.1%) | FINLAND — (0.1%) | FINLAND — (0.1%) |
| Nokia OYJ | Nokia OYJ |  |  |  |
|  | 6.625%, 05/15/39 |  | 5094 | &nbsp;&nbsp;5469611 |
| &nbsp;&nbsp;&nbsp;&nbsp;Nordea Bank Abp, SOFR + <br>0.740%, FRN | &nbsp;&nbsp;&nbsp;&nbsp;Nordea Bank Abp, SOFR + <br>0.740%, FRN |  |  |  |
| (r)Ω | 4.422%, 03/19/27 |  | 2925 | &nbsp;&nbsp;2936031 |
| TOTAL FINLAND | TOTAL FINLAND |  |  | &nbsp;&nbsp;8405642 |
| FRANCE — (0.2%) | FRANCE — (0.2%) | FRANCE — (0.2%) | FRANCE — (0.2%) | FRANCE — (0.2%) |
| Credit Agricole SA | Credit Agricole SA |  |  |  |
| Ω | 5.514%, 07/05/33 |  | 4600 | &nbsp;&nbsp;4810688 |
| Praemia Healthcare SACA | Praemia Healthcare SACA |  |  |  |
|  | 0.875%, 11/04/29 | EUR | 700 | &nbsp;&nbsp;760836 |
| Sanofi SA | Sanofi SA |  |  |  |
|  | 3.625%, 06/19/28 |  | 9000 | &nbsp;&nbsp;8979114 |
| Societe Generale SA | Societe Generale SA | Societe Generale SA |  |  |
| Ω | 3.000%, 01/22/30 |  | 4000 | &nbsp;&nbsp;3771769 |
|  | 1.250%, 06/12/30 | EUR | 700 | &nbsp;&nbsp;769692 |
| Terega SA | Terega SA |  |  |  |
|  | 0.875%, 09/17/30 | EUR | 1000 | &nbsp;&nbsp;1068282 |
| &nbsp;&nbsp;&nbsp;&nbsp;TotalEnergies Capital <br>International SA | &nbsp;&nbsp;&nbsp;&nbsp;TotalEnergies Capital <br>International SA |  |  |  |
|  | 2.986%, 06/29/41 |  | 9927 | &nbsp;&nbsp;7480350 |
| TOTAL FRANCE | TOTAL FRANCE |  |  | &nbsp;&nbsp;27640731 |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  |  | **Face**<br>**Amount^**<br>| **Value†** |
|  |  |  | **(000)** |  |
| GERMANY — (0.6%) | GERMANY — (0.6%) | GERMANY — (0.6%) | GERMANY — (0.6%) | GERMANY — (0.6%) |
| Bayer U.S. Finance II LLC | Bayer U.S. Finance II LLC |  |  |  |
| Ω | 3.600%, 07/15/42 |  | 595 | &nbsp;&nbsp;$426556 |
| Bayer U.S. Finance LLC | Bayer U.S. Finance LLC |  |  |  |
| Ω | 6.500%, 11/21/33 |  | 7300 | &nbsp;&nbsp;7938736 |
| &nbsp;&nbsp;&nbsp;&nbsp;Daimler Truck Finance <br>North America LLC | &nbsp;&nbsp;&nbsp;&nbsp;Daimler Truck Finance <br>North America LLC |  |  |  |
|  | 5.500%, 09/20/33 |  | 5000 | &nbsp;&nbsp;5160723 |
| &nbsp;&nbsp;&nbsp;&nbsp;E.ON International Finance <br>BV | &nbsp;&nbsp;&nbsp;&nbsp;E.ON International Finance <br>BV |  |  |  |
| Ω | 6.650%, 04/30/38 |  | 18500 | &nbsp;&nbsp;20638471 |
| Eurogrid GmbH | Eurogrid GmbH |  |  |  |
|  | 3.722%, 04/27/30 | EUR | 4500 | &nbsp;&nbsp;5486820 |
| &nbsp;&nbsp;&nbsp;&nbsp;Fresenius Medical Care <br>U.S. Finance III, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;Fresenius Medical Care <br>U.S. Finance III, Inc. |  |  |  |
| Ω | 2.375%, 02/16/31 |  | 500 | &nbsp;&nbsp;445725 |
| &nbsp;&nbsp;&nbsp;&nbsp;Mercedes-Benz Finance <br>North America LLC | &nbsp;&nbsp;&nbsp;&nbsp;Mercedes-Benz Finance <br>North America LLC |  |  |  |
|  | 8.500%, 01/18/31 |  | 9899 | &nbsp;&nbsp;11692768 |
| &nbsp;&nbsp;&nbsp;&nbsp;Siemens <br>Financieringsmaatschappij <br>NV | &nbsp;&nbsp;&nbsp;&nbsp;Siemens <br>Financieringsmaatschappij <br>NV |  |  |  |
| Ω | 2.875%, 03/11/41 |  | 6161 | &nbsp;&nbsp;4658133 |
| &nbsp;&nbsp;&nbsp;&nbsp;Volkswagen Group of <br>America Finance LLC | &nbsp;&nbsp;&nbsp;&nbsp;Volkswagen Group of <br>America Finance LLC |  |  |  |
| #Ω | 5.900%, 09/12/33 |  | 14800 | &nbsp;&nbsp;15523641 |
| Vonovia SE | Vonovia SE | Vonovia SE |  |  |
|  | 2.125%, 03/22/30 | EUR | 500 | &nbsp;&nbsp;575007 |
|  | 1.000%, 07/09/30 | EUR | 8600 | &nbsp;&nbsp;9344631 |
| TOTAL GERMANY | TOTAL GERMANY |  |  | &nbsp;&nbsp;81891211 |
| HONG KONG — (0.0%) | HONG KONG — (0.0%) | HONG KONG — (0.0%) | HONG KONG — (0.0%) | HONG KONG — (0.0%) |
| Prudential Funding Asia PLC | Prudential Funding Asia PLC | Prudential Funding Asia PLC |  |  |
|  | 3.125%, 04/14/30 |  | 200 | &nbsp;&nbsp;191452 |
|  | 3.625%, 03/24/32 |  | 3300 | &nbsp;&nbsp;3154174 |
| TOTAL HONG KONG | TOTAL HONG KONG |  |  | &nbsp;&nbsp;3345626 |
| IRELAND — (0.0%) | IRELAND — (0.0%) | IRELAND — (0.0%) | IRELAND — (0.0%) | IRELAND — (0.0%) |
| &nbsp;&nbsp;&nbsp;&nbsp;AerCap Ireland Capital <br>DAC/AerCap Global Aviation <br>Trust | &nbsp;&nbsp;&nbsp;&nbsp;AerCap Ireland Capital <br>DAC/AerCap Global Aviation <br>Trust | &nbsp;&nbsp;&nbsp;&nbsp;AerCap Ireland Capital <br>DAC/AerCap Global Aviation <br>Trust |  |  |
|  | 3.850%, 10/29/41 |  | 2809 | &nbsp;&nbsp;2295659 |
| ITALY — (0.3%) | ITALY — (0.3%) | ITALY — (0.3%) | ITALY — (0.3%) | ITALY — (0.3%) |
| Enel Finance International NV | Enel Finance International NV | Enel Finance International NV |  |  |
| Ω | 5.500%, 06/26/34 |  | 9000 | &nbsp;&nbsp;9295172 |
| Ω | 6.000%, 10/07/39 |  | 3900 | &nbsp;&nbsp;4074022 |
| Eni SpA | Eni SpA |  |  |  |
| Ω | 5.700%, 10/01/40 |  | 2000 | &nbsp;&nbsp;1992846 |
| ERG SpA | ERG SpA |  |  |  |
|  | 4.125%, 07/03/30 | EUR | 1900 | &nbsp;&nbsp;2351571 |
| Intesa Sanpaolo SpA | Intesa Sanpaolo SpA |  |  |  |
| Ω | 4.000%, 09/23/29 |  | 15800 | &nbsp;&nbsp;15652386 |
| TOTAL ITALY | TOTAL ITALY |  |  | &nbsp;&nbsp;33365997 |

---

------

**DFA Investment Grade Portfolio**

**CONTINUED**

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  |  | **Face**<br>**Amount^**<br>| **Value†** |
|  |  |  | **(000)** |  |
| JAPAN — (1.4%) | JAPAN — (1.4%) | JAPAN — (1.4%) | JAPAN — (1.4%) | JAPAN — (1.4%) |
| &nbsp;&nbsp;&nbsp;&nbsp;Japan Government Five Year <br>Bonds | &nbsp;&nbsp;&nbsp;&nbsp;Japan Government Five Year <br>Bonds | &nbsp;&nbsp;&nbsp;&nbsp;Japan Government Five Year <br>Bonds |  |  |
|  | 0.300%, 12/20/28 | JPY | 2000000 | &nbsp;&nbsp;$12536961 |
|  | 0.500%, 06/20/29 | JPY | 2000000 | &nbsp;&nbsp;12515766 |
| &nbsp;&nbsp;&nbsp;&nbsp;Japan Government Ten Year <br>Bonds | &nbsp;&nbsp;&nbsp;&nbsp;Japan Government Ten Year <br>Bonds | &nbsp;&nbsp;&nbsp;&nbsp;Japan Government Ten Year <br>Bonds |  |  |
|  | 0.100%, 09/20/28 | JPY | 5100000 | &nbsp;&nbsp;31928716 |
|  | 0.100%, 12/20/28 | JPY | 1500000 | &nbsp;&nbsp;9348540 |
|  | 0.100%, 06/20/29 | JPY | 2100000 | &nbsp;&nbsp;12967595 |
| &nbsp;&nbsp;&nbsp;&nbsp;Japan Government Twenty <br>Year Bonds | &nbsp;&nbsp;&nbsp;&nbsp;Japan Government Twenty <br>Year Bonds |  |  |  |
|  | 2.100%, 06/20/29 | JPY | 1000000 | &nbsp;&nbsp;6598346 |
| &nbsp;&nbsp;&nbsp;&nbsp;Mitsubishi UFJ Financial Group, <br>Inc. | &nbsp;&nbsp;&nbsp;&nbsp;Mitsubishi UFJ Financial Group, <br>Inc. | &nbsp;&nbsp;&nbsp;&nbsp;Mitsubishi UFJ Financial Group, <br>Inc. |  |  |
|  | 3.741%, 03/07/29 |  | 300 | &nbsp;&nbsp;297698 |
|  | 2.048%, 07/17/30 |  | 12330 | &nbsp;&nbsp;11219743 |
|  | 3.751%, 07/18/39 |  | 10991 | &nbsp;&nbsp;9547602 |
| Nomura Holdings, Inc. | Nomura Holdings, Inc. | Nomura Holdings, Inc. |  |  |
|  | 3.103%, 01/16/30 |  | 9062 | &nbsp;&nbsp;8618928 |
|  | 2.679%, 07/16/30 |  | 3100 | &nbsp;&nbsp;2871715 |
|  | 2.608%, 07/14/31 |  | 9500 | &nbsp;&nbsp;8584146 |
| ORIX Corp. | ORIX Corp. |  |  |  |
|  | 2.250%, 03/09/31 |  | 8700 | &nbsp;&nbsp;7836960 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sumitomo Mitsui Financial <br>Group, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;Sumitomo Mitsui Financial <br>Group, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;Sumitomo Mitsui Financial <br>Group, Inc. |  |  |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp;SOFR + 1.170%, <br>FRN, 4.832%, <br>07/09/29<br>|  | 11250 | &nbsp;&nbsp;11384795 |
|  | 3.040%, 07/16/29 |  | 6277 | &nbsp;&nbsp;6043840 |
|  | 2.130%, 07/08/30 |  | 12450 | &nbsp;&nbsp;11345765 |
|  | 2.222%, 09/17/31 |  | 9265 | &nbsp;&nbsp;8228465 |
|  | 5.808%, 09/14/33 |  | 4500 | &nbsp;&nbsp;4793505 |
|  | 2.296%, 01/12/41 |  | 7700 | &nbsp;&nbsp;5405095 |
| TOTAL JAPAN | TOTAL JAPAN |  |  | &nbsp;&nbsp;182074181 |
| LUXEMBOURG — (0.4%) | LUXEMBOURG — (0.4%) | LUXEMBOURG — (0.4%) | LUXEMBOURG — (0.4%) | LUXEMBOURG — (0.4%) |
| ArcelorMittal SA | ArcelorMittal SA |  |  |  |
|  | 3.250%, 09/30/30 | EUR | 13900 | &nbsp;&nbsp;16509653 |
| P3 Group SARL | P3 Group SARL |  |  |  |
|  | 4.625%, 02/13/30 | EUR | 23219 | &nbsp;&nbsp;28842598 |
| TOTAL LUXEMBOURG | TOTAL LUXEMBOURG |  |  | &nbsp;&nbsp;45352251 |
| NETHERLANDS — (0.9%) | NETHERLANDS — (0.9%) | NETHERLANDS — (0.9%) | NETHERLANDS — (0.9%) | NETHERLANDS — (0.9%) |
| ABN AMRO Bank NV | ABN AMRO Bank NV | ABN AMRO Bank NV |  |  |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp;3M Euribor + <br>0.600%, FRN, <br>2.616%, 01/15/27<br>| EUR | 10300 | &nbsp;&nbsp;12252931 |
| (r)Ω | &nbsp;&nbsp;&nbsp;&nbsp;SOFR + 0.750%, <br>FRN, 4.416%, <br>07/07/28<br>|  | 6000 | &nbsp;&nbsp;6027289 |
| Cooperatieve Rabobank UA | Cooperatieve Rabobank UA | Cooperatieve Rabobank UA |  |  |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp;3M Swap + 0.880%, <br>FRN, 4.533%, <br>05/22/26<br>| AUD | 500 | &nbsp;&nbsp;348757 |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  |  | **Face**<br>**Amount^**<br>| **Value†** |
|  |  |  | **(000)** |  |
| NETHERLANDS — (Continued) | NETHERLANDS — (Continued) | NETHERLANDS — (Continued) | NETHERLANDS — (Continued) | NETHERLANDS — (Continued) |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp;3M Swap + 0.730%, <br>FRN, 4.542%, <br>01/27/27<br>| AUD | 14350 | &nbsp;&nbsp;$10024702 |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp;3M Swap + 0.870%, <br>FRN, 4.526%, <br>02/26/27<br>| AUD | 11600 | &nbsp;&nbsp;8114416 |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp;SOFR + 0.710%, <br>FRN, 4.419%, <br>03/05/27<br>|  | 5500 | &nbsp;&nbsp;5527741 |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp;3M Swap + 0.750%, <br>FRN, 4.406%, <br>05/26/28<br>| AUD | 7000 | &nbsp;&nbsp;4901943 |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp;3M Swap + 1.150%, <br>FRN, 4.804%, <br>11/21/28<br>| AUD | 25000 | &nbsp;&nbsp;17676328 |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp;3M Swap + 1.030%, <br>FRN, 4.686%, <br>02/26/29<br>| AUD | 24200 | &nbsp;&nbsp;17057097 |
|  | 5.051%, 02/26/29 | AUD | 15730 | &nbsp;&nbsp;11004414 |
|  | 5.250%, 05/24/41 |  | 6500 | &nbsp;&nbsp;6479456 |
| Heineken NV | Heineken NV |  |  |  |
| Ω | 4.000%, 10/01/42 |  | 4400 | &nbsp;&nbsp;3688780 |
| Koninklijke Philips NV | Koninklijke Philips NV | Koninklijke Philips NV |  |  |
|  | 3.250%, 05/23/30 | EUR | 4400 | &nbsp;&nbsp;5265409 |
|  | 6.875%, 03/11/38 |  | 400 | &nbsp;&nbsp;452831 |
| TOTAL NETHERLANDS | TOTAL NETHERLANDS |  |  | &nbsp;&nbsp;108822094 |
| NEW ZEALAND — (2.8%) | NEW ZEALAND — (2.8%) | NEW ZEALAND — (2.8%) | NEW ZEALAND — (2.8%) | NEW ZEALAND — (2.8%) |
| &nbsp;&nbsp;&nbsp;&nbsp;New Zealand Government <br>Bonds | &nbsp;&nbsp;&nbsp;&nbsp;New Zealand Government <br>Bonds |  |  |  |
|  | 4.500%, 05/15/30 | NZD | 564500 | &nbsp;&nbsp;348321340 |
| &nbsp;&nbsp;&nbsp;&nbsp;New Zealand Local <br>Government Funding <br>Agency Bonds | &nbsp;&nbsp;&nbsp;&nbsp;New Zealand Local <br>Government Funding <br>Agency Bonds |  |  |  |
|  | 4.500%, 05/15/30 | NZD | 15800 | &nbsp;&nbsp;9683327 |
| TOTAL NEW ZEALAND | TOTAL NEW ZEALAND |  |  | &nbsp;&nbsp;358004667 |
| NORWAY — (0.0%) | NORWAY — (0.0%) | NORWAY — (0.0%) | NORWAY — (0.0%) | NORWAY — (0.0%) |
| Aker BP ASA | Aker BP ASA |  |  |  |
| Ω | 5.125%, 10/01/34 |  | 200 | &nbsp;&nbsp;196642 |
| Equinor ASA | Equinor ASA |  |  |  |
|  | 5.100%, 08/17/40 |  | 400 | &nbsp;&nbsp;395567 |
| TOTAL NORWAY | TOTAL NORWAY |  |  | &nbsp;&nbsp;592209 |
| SINGAPORE — (0.1%) | SINGAPORE — (0.1%) | SINGAPORE — (0.1%) | SINGAPORE — (0.1%) | SINGAPORE — (0.1%) |
| &nbsp;&nbsp;&nbsp;&nbsp;DBS Bank Ltd., 3M Swap <br>+ 0.770%, FRN | &nbsp;&nbsp;&nbsp;&nbsp;DBS Bank Ltd., 3M Swap <br>+ 0.770%, FRN |  |  |  |
| (r) | 4.426%, 02/26/27 | AUD | 5000 | &nbsp;&nbsp;3494355 |
| &nbsp;&nbsp;&nbsp;&nbsp;United Overseas Bank <br>Ltd., 3M Swap + <br>0.720%, FRN | &nbsp;&nbsp;&nbsp;&nbsp;United Overseas Bank <br>Ltd., 3M Swap + <br>0.720%, FRN |  |  |  |
| (r) | 4.447%, 04/16/27 | AUD | 8200 | &nbsp;&nbsp;5728972 |
| TOTAL SINGAPORE | TOTAL SINGAPORE |  |  | &nbsp;&nbsp;9223327 |

---

------

**DFA Investment Grade Portfolio**

**CONTINUED**

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  |  | **Face**<br>**Amount^**<br>| **Value†** |
|  |  |  | **(000)** |  |
| SPAIN — (0.3%) | SPAIN — (0.3%) | SPAIN — (0.3%) | SPAIN — (0.3%) | SPAIN — (0.3%) |
| &nbsp;&nbsp;&nbsp;&nbsp;Banco Bilbao Vizcaya Argentaria <br>SA | &nbsp;&nbsp;&nbsp;&nbsp;Banco Bilbao Vizcaya Argentaria <br>SA | &nbsp;&nbsp;&nbsp;&nbsp;Banco Bilbao Vizcaya Argentaria <br>SA |  |  |
|  | 3.375%, 09/20/27 | EUR | 5000 | &nbsp;&nbsp;$6021631 |
|  | 3.125%, 07/15/30 | EUR | 4400 | &nbsp;&nbsp;5250082 |
| Banco Santander SA | Banco Santander SA |  |  |  |
|  | 3.490%, 05/28/30 |  | 4000 | &nbsp;&nbsp;3859281 |
| Telefonica Europe BV | Telefonica Europe BV |  |  |  |
|  | 8.250%, 09/15/30 |  | 15567 | &nbsp;&nbsp;17824573 |
| TOTAL SPAIN | TOTAL SPAIN |  |  | &nbsp;&nbsp;32955567 |
| SUPRANATIONAL ORGANIZATION OBLIGATIONS — (1.5%) | SUPRANATIONAL ORGANIZATION OBLIGATIONS — (1.5%) | SUPRANATIONAL ORGANIZATION OBLIGATIONS — (1.5%) | SUPRANATIONAL ORGANIZATION OBLIGATIONS — (1.5%) | SUPRANATIONAL ORGANIZATION OBLIGATIONS — (1.5%) |
| &nbsp;&nbsp;&nbsp;&nbsp;European Bank for <br>Reconstruction & <br>Development | &nbsp;&nbsp;&nbsp;&nbsp;European Bank for <br>Reconstruction & <br>Development | &nbsp;&nbsp;&nbsp;&nbsp;European Bank for <br>Reconstruction & <br>Development |  |  |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp;SOFR + 0.330%, <br>FRN, 4.116%, <br>02/20/28<br>|  | 30400 | &nbsp;&nbsp;30426429 |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp;SOFR + 0.300%, <br>FRN, 4.086%, <br>02/16/29<br>|  | 3772 | &nbsp;&nbsp;3768694 |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp;SOFR + 0.420%, <br>FRN, 4.086%, <br>07/22/30<br>|  | 17500 | &nbsp;&nbsp;17522240 |
| &nbsp;&nbsp;&nbsp;&nbsp;Inter-American Development <br>Bank | &nbsp;&nbsp;&nbsp;&nbsp;Inter-American Development <br>Bank | &nbsp;&nbsp;&nbsp;&nbsp;Inter-American Development <br>Bank |  |  |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp;SOFR + 0.350%, <br>FRN, 4.030%, <br>10/04/27<br>|  | 3000 | &nbsp;&nbsp;3004449 |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp;SOFR + 0.300%, <br>FRN, 4.102%, <br>02/15/29<br>|  | 34000 | &nbsp;&nbsp;34002380 |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp;SOFR + 0.370%, <br>FRN, 4.036%, <br>08/01/29<br>|  | 10000 | &nbsp;&nbsp;10001858 |
| &nbsp;&nbsp;&nbsp;&nbsp;International Bank for <br>Reconstruction & <br>Development | &nbsp;&nbsp;&nbsp;&nbsp;International Bank for <br>Reconstruction & <br>Development | &nbsp;&nbsp;&nbsp;&nbsp;International Bank for <br>Reconstruction & <br>Development |  |  |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp;SOFR + 0.270%, <br>FRN, 3.963%, <br>06/15/27<br>|  | 45000 | &nbsp;&nbsp;45023720 |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp;SOFR + 0.430%, <br>FRN, 4.220%, <br>08/19/27<br>|  | 22500 | &nbsp;&nbsp;22599450 |
| &nbsp;&nbsp;&nbsp;&nbsp;International Development <br>Association | &nbsp;&nbsp;&nbsp;&nbsp;International Development <br>Association |  |  |  |
|  | 2.500%, 05/28/30 | EUR | 25000 | &nbsp;&nbsp;29591579 |
| &nbsp;&nbsp;&nbsp;&nbsp;TOTAL SUPRANATIONAL <br>ORGANIZATION <br>OBLIGATIONS | &nbsp;&nbsp;&nbsp;&nbsp;TOTAL SUPRANATIONAL <br>ORGANIZATION <br>OBLIGATIONS |  |  | &nbsp;&nbsp;195940799 |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  |  | **Face**<br>**Amount^**<br>| **Value†** |
|  |  |  | **(000)** |  |
| SWEDEN — (0.1%) | SWEDEN — (0.1%) | SWEDEN — (0.1%) | SWEDEN — (0.1%) | SWEDEN — (0.1%) |
| Svenska Handelsbanken AB | Svenska Handelsbanken AB | Svenska Handelsbanken AB |  |  |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp;3M Swap + 0.450%, <br>FRN, 4.126%, <br>03/04/26<br>| AUD | 5550 | &nbsp;&nbsp;$3865053 |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp;SOFR + 1.250%, <br>FRN, 4.934%, <br>06/15/26<br>|  | 3450 | &nbsp;&nbsp;3463776 |
| TOTAL SWEDEN | TOTAL SWEDEN |  |  | &nbsp;&nbsp;7328829 |
| UNITED KINGDOM — (0.9%) | UNITED KINGDOM — (0.9%) | UNITED KINGDOM — (0.9%) | UNITED KINGDOM — (0.9%) | UNITED KINGDOM — (0.9%) |
| Ashtead Capital, Inc. | Ashtead Capital, Inc. | Ashtead Capital, Inc. |  |  |
| Ω | 2.450%, 08/12/31 |  | 4250 | &nbsp;&nbsp;3797414 |
| Ω | 5.950%, 10/15/33 |  | 6000 | &nbsp;&nbsp;6326546 |
| BAT Capital Corp. | BAT Capital Corp. | BAT Capital Corp. |  |  |
|  | 4.906%, 04/02/30 |  | 19100 | &nbsp;&nbsp;19482128 |
|  | 7.079%, 08/02/43 |  | 5000 | &nbsp;&nbsp;5613023 |
| Diageo Capital PLC | Diageo Capital PLC | Diageo Capital PLC |  |  |
|  | 2.125%, 04/29/32 |  | 2055 | &nbsp;&nbsp;1791389 |
|  | 3.875%, 04/29/43 |  | 400 | &nbsp;&nbsp;328288 |
| HSBC Holdings PLC | HSBC Holdings PLC | HSBC Holdings PLC |  |  |
|  | 4.950%, 03/31/30 |  | 10900 | &nbsp;&nbsp;11158198 |
| # | 6.100%, 01/14/42 |  | 5000 | &nbsp;&nbsp;5371488 |
| IHG Finance LLC | IHG Finance LLC |  |  |  |
|  | 3.375%, 09/10/30 | EUR | 14600 | &nbsp;&nbsp;17436988 |
| LSEG Finance PLC | LSEG Finance PLC |  |  |  |
| Ω | 3.200%, 04/06/41 |  | 35202 | &nbsp;&nbsp;27157971 |
| &nbsp;&nbsp;&nbsp;&nbsp;Mead Johnson Nutrition <br>Co. | &nbsp;&nbsp;&nbsp;&nbsp;Mead Johnson Nutrition <br>Co. |  |  |  |
|  | 4.600%, 06/01/44 |  | 2717 | &nbsp;&nbsp;2421896 |
| RELX Capital, Inc. | RELX Capital, Inc. |  |  |  |
| # | 4.750%, 05/20/32 |  | 3133 | &nbsp;&nbsp;3177924 |
| Reynolds American, Inc. | Reynolds American, Inc. |  |  |  |
|  | 7.250%, 06/15/37 |  | 585 | &nbsp;&nbsp;674284 |
| Santander U.K. PLC | Santander U.K. PLC |  |  |  |
|  | 3.346%, 03/25/30 | EUR | 5000 | &nbsp;&nbsp;6024171 |
| Vodafone Group PLC | Vodafone Group PLC |  |  |  |
|  | 7.875%, 02/15/30 |  | 190 | &nbsp;&nbsp;215999 |
| &nbsp;&nbsp;&nbsp;&nbsp;TOTAL UNITED <br>KINGDOM | &nbsp;&nbsp;&nbsp;&nbsp;TOTAL UNITED <br>KINGDOM |  |  | &nbsp;&nbsp;110977707 |
| UNITED STATES — (31.1%) | UNITED STATES — (31.1%) | UNITED STATES — (31.1%) | UNITED STATES — (31.1%) | UNITED STATES — (31.1%) |
| 3M Co. | 3M Co. |  |  |  |
|  | 3.875%, 06/15/44 |  | 400 | &nbsp;&nbsp;321473 |
| 7-Eleven, Inc. | 7-Eleven, Inc. | 7-Eleven, Inc. |  |  |
| Ω | 1.800%, 02/10/31 |  | 10653 | &nbsp;&nbsp;9357023 |
| Ω | 2.500%, 02/10/41 |  | 35703 | &nbsp;&nbsp;24515589 |
| Abbott Laboratories | Abbott Laboratories |  |  |  |
|  | 4.750%, 04/15/43 |  | 40000 | &nbsp;&nbsp;37439598 |
| AbbVie, Inc. | AbbVie, Inc. |  |  |  |
|  | 4.400%, 11/06/42 |  | 9762 | &nbsp;&nbsp;8683266 |
| Acuity Brands Lighting, Inc. | Acuity Brands Lighting, Inc. |  |  |  |
|  | 2.150%, 12/15/30 |  | 1642 | &nbsp;&nbsp;1476317 |
| AEP Texas, Inc. | AEP Texas, Inc. |  |  |  |
|  | 4.700%, 05/15/32 |  | 19500 | &nbsp;&nbsp;19556524 |
| Aetna, Inc. | Aetna, Inc. | Aetna, Inc. |  |  |
|  | 6.750%, 12/15/37 |  | 19170 | &nbsp;&nbsp;21081367 |

---

------

**DFA Investment Grade Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Face**<br>**Amount^**<br>| **Value†** |
|  |  | **(000)** |  |
| UNITED STATES — (Continued) | UNITED STATES — (Continued) | UNITED STATES — (Continued) | UNITED STATES — (Continued) |
|  | 4.500%, 05/15/42 | 2800 | &nbsp;&nbsp;$2405043 |
|  | 4.125%, 11/15/42 | 2678 | &nbsp;&nbsp;2118334 |
| &nbsp;&nbsp;&nbsp;&nbsp;Affiliated Managers Group, <br>Inc. | &nbsp;&nbsp;&nbsp;&nbsp;Affiliated Managers Group, <br>Inc. |  |  |
|  | 3.300%, 06/15/30 | 20900 | &nbsp;&nbsp;19938597 |
| &nbsp;&nbsp;&nbsp;&nbsp;Air Products & Chemicals, <br>Inc. | &nbsp;&nbsp;&nbsp;&nbsp;Air Products & Chemicals, <br>Inc. |  |  |
|  | 2.700%, 05/15/40 | 1031 | &nbsp;&nbsp;776219 |
| Alabama Power Co. | Alabama Power Co. |  |  |
|  | 6.000%, 03/01/39 | 400 | &nbsp;&nbsp;428817 |
|  | 5.500%, 03/15/41 | 17061 | &nbsp;&nbsp;16970590 |
| Allegion PLC | Allegion PLC |  |  |
|  | 3.500%, 10/01/29 | 10000 | &nbsp;&nbsp;9756976 |
| Allstate Corp. | Allstate Corp. |  |  |
|  | 5.250%, 03/30/33 | 3900 | &nbsp;&nbsp;4034720 |
|  | 5.350%, 06/01/33 | 7000 | &nbsp;&nbsp;7256373 |
| Ally Financial, Inc. | Ally Financial, Inc. |  |  |
|  | 8.000%, 11/01/31 | 5705 | &nbsp;&nbsp;6468890 |
| Alphabet, Inc. | Alphabet, Inc. |  |  |
|  | 1.900%, 08/15/40 | 4000 | &nbsp;&nbsp;2692325 |
| Altria Group, Inc. | Altria Group, Inc. |  |  |
|  | 3.400%, 05/06/30 | 10200 | &nbsp;&nbsp;9836864 |
|  | 2.450%, 02/04/32 | 26231 | &nbsp;&nbsp;23214231 |
|  | 3.400%, 02/04/41 | 19050 | &nbsp;&nbsp;14675991 |
|  | 4.250%, 08/09/42 | 7900 | &nbsp;&nbsp;6602251 |
|  | 4.500%, 05/02/43 | 9100 | &nbsp;&nbsp;7765628 |
| Amazon.com, Inc. | Amazon.com, Inc. |  |  |
|  | 2.875%, 05/12/41 | 10000 | &nbsp;&nbsp;7540468 |
| &nbsp;&nbsp;&nbsp;&nbsp;Amcor Flexibles North <br>America, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;Amcor Flexibles North <br>America, Inc. |  |  |
|  | 2.630%, 06/19/30 | 2000 | &nbsp;&nbsp;1864560 |
| Amdocs Ltd. | Amdocs Ltd. |  |  |
|  | 2.538%, 06/15/30 | 1500 | &nbsp;&nbsp;1378298 |
| &nbsp;&nbsp;&nbsp;&nbsp;American Honda Finance <br>Corp., SOFR + 0.710%, <br>FRN | &nbsp;&nbsp;&nbsp;&nbsp;American Honda Finance <br>Corp., SOFR + 0.710%, <br>FRN |  |  |
| (r) | 4.375%, 07/09/27 | 4882 | &nbsp;&nbsp;4900929 |
| &nbsp;&nbsp;&nbsp;&nbsp;American National Group, <br>Inc. | &nbsp;&nbsp;&nbsp;&nbsp;American National Group, <br>Inc. |  |  |
| Ω | 6.144%, 06/13/32 | 7500 | &nbsp;&nbsp;7784418 |
| American Tower Corp. | American Tower Corp. |  |  |
|  | 2.700%, 04/15/31 | 300 | &nbsp;&nbsp;275868 |
|  | 2.300%, 09/15/31 | 5875 | &nbsp;&nbsp;5230848 |
|  | 4.050%, 03/15/32 | 325 | &nbsp;&nbsp;316623 |
| Ameriprise Financial, Inc. | Ameriprise Financial, Inc. |  |  |
| # | 4.500%, 05/13/32 | 7700 | &nbsp;&nbsp;7759909 |
| Amgen, Inc. | Amgen, Inc. |  |  |
|  | 2.300%, 02/25/31 | 2400 | &nbsp;&nbsp;2181300 |
|  | 2.000%, 01/15/32 | 8700 | &nbsp;&nbsp;7592849 |
|  | 3.350%, 02/22/32 | 13700 | &nbsp;&nbsp;12913470 |
|  | 3.150%, 02/21/40 | 25045 | &nbsp;&nbsp;19736075 |
| Analog Devices, Inc. | Analog Devices, Inc. |  |  |
|  | 2.800%, 10/01/41 | 1700 | &nbsp;&nbsp;1248107 |
| Aon Corp. | Aon Corp. |  |  |
|  | 2.800%, 05/15/30 | 11900 | &nbsp;&nbsp;11234586 |
|  | 6.250%, 09/30/40 | 3400 | &nbsp;&nbsp;3691202 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Face**<br>**Amount^**<br>| **Value†** |
|  |  | **(000)** |  |
| UNITED STATES — (Continued) | UNITED STATES — (Continued) | UNITED STATES — (Continued) | UNITED STATES — (Continued) |
| Appalachian Power Co. | Appalachian Power Co. |  |  |
|  | 4.400%, 05/15/44 | 4000 | &nbsp;&nbsp;$3362668 |
| Apple, Inc. | Apple, Inc. |  |  |
|  | 2.375%, 02/08/41 | 6800 | &nbsp;&nbsp;4868450 |
|  | 3.850%, 05/04/43 | 3500 | &nbsp;&nbsp;2947357 |
| Applied Materials, Inc. | Applied Materials, Inc. |  |  |
|  | 5.850%, 06/15/41 | 400 | &nbsp;&nbsp;425831 |
| Archer-Daniels-Midland Co. | Archer-Daniels-Midland Co. |  |  |
|  | 4.535%, 03/26/42 | 200 | &nbsp;&nbsp;180735 |
| Arizona Public Service Co. | Arizona Public Service Co. |  |  |
|  | 2.600%, 08/15/29 | 4846 | &nbsp;&nbsp;4587517 |
|  | 2.200%, 12/15/31 | 30650 | &nbsp;&nbsp;26955792 |
| Arrow Electronics, Inc. | Arrow Electronics, Inc. |  |  |
|  | 3.875%, 01/12/28 | 11538 | &nbsp;&nbsp;11472378 |
| Assurant, Inc. | Assurant, Inc. |  |  |
|  | 2.650%, 01/15/32 | 3500 | &nbsp;&nbsp;3108817 |
| &nbsp;&nbsp;&nbsp;&nbsp;Assured Guaranty <br>U.S. Holdings, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;Assured Guaranty <br>U.S. Holdings, Inc. |  |  |
| # | 3.150%, 06/15/31 | 4100 | &nbsp;&nbsp;3857355 |
| AT&T, Inc. | AT&T, Inc. |  |  |
| # | 2.550%, 12/01/33 | 2368 | &nbsp;&nbsp;2014402 |
|  | 6.250%, 03/29/41 | 1600 | &nbsp;&nbsp;1674495 |
|  | 3.500%, 06/01/41 | 24700 | &nbsp;&nbsp;19412338 |
|  | 4.300%, 12/15/42 | 2500 | &nbsp;&nbsp;2113798 |
| AutoNation, Inc. | AutoNation, Inc. |  |  |
|  | 5.890%, 03/15/35 | 200 | &nbsp;&nbsp;207825 |
| Avnet, Inc. | Avnet, Inc. |  |  |
|  | 3.000%, 05/15/31 | 17000 | &nbsp;&nbsp;15440573 |
|  | 5.500%, 06/01/32 | 13180 | &nbsp;&nbsp;13440187 |
| &nbsp;&nbsp;&nbsp;&nbsp;AXIS Specialty Finance <br>PLC | &nbsp;&nbsp;&nbsp;&nbsp;AXIS Specialty Finance <br>PLC |  |  |
|  | 4.000%, 12/06/27 | 19920 | &nbsp;&nbsp;19898072 |
| &nbsp;&nbsp;&nbsp;&nbsp;Baker Hughes <br>Holdings LLC | &nbsp;&nbsp;&nbsp;&nbsp;Baker Hughes <br>Holdings LLC |  |  |
|  | 5.125%, 09/15/40 | 5677 | &nbsp;&nbsp;5537615 |
| Bank of America Corp. | Bank of America Corp. |  |  |
|  | 5.875%, 02/07/42 | 20957 | &nbsp;&nbsp;22257266 |
| Berkshire Hathaway Energy Co. | Berkshire Hathaway Energy Co. |  |  |
|  | 5.950%, 05/15/37 | 800 | &nbsp;&nbsp;860696 |
|  | 5.150%, 11/15/43 | 1783 | &nbsp;&nbsp;1705725 |
|  | 4.500%, 02/01/45 | 800 | &nbsp;&nbsp;694133 |
| &nbsp;&nbsp;&nbsp;&nbsp;Berkshire Hathaway Finance <br>Corp. | &nbsp;&nbsp;&nbsp;&nbsp;Berkshire Hathaway Finance <br>Corp. |  |  |
|  | 1.850%, 03/12/30 | 17500 | &nbsp;&nbsp;16099263 |
| # | 1.450%, 10/15/30 | 73603 | &nbsp;&nbsp;65789972 |
| # | 2.875%, 03/15/32 | 3000 | &nbsp;&nbsp;2794843 |
|  | 5.750%, 01/15/40 | 8956 | &nbsp;&nbsp;9672262 |
|  | 4.300%, 05/15/43 | 1900 | &nbsp;&nbsp;1683091 |
| Berkshire Hathaway, Inc. | Berkshire Hathaway, Inc. |  |  |
|  | 3.125%, 03/15/26 | 8285 | &nbsp;&nbsp;8278383 |
| # | 4.500%, 02/11/43 | 3500 | &nbsp;&nbsp;3258641 |
| Best Buy Co., Inc. | Best Buy Co., Inc. |  |  |
|  | 1.950%, 10/01/30 | 11200 | &nbsp;&nbsp;10073863 |
| Biogen, Inc. | Biogen, Inc. |  |  |
|  | 2.250%, 05/01/30 | 18087 | &nbsp;&nbsp;16626457 |
| Black Hills Corp. | Black Hills Corp. |  |  |
|  | 2.500%, 06/15/30 | 1750 | &nbsp;&nbsp;1617892 |

---

------

**DFA Investment Grade Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Face**<br>**Amount^**<br>| **Value†** |
|  |  | **(000)** |  |
| UNITED STATES — (Continued) | UNITED STATES — (Continued) | UNITED STATES — (Continued) | UNITED STATES — (Continued) |
|  | 4.350%, 05/01/33 | 5728 | &nbsp;&nbsp;$5529201 |
| Blackrock, Inc. | Blackrock, Inc. |  |  |
|  | 2.400%, 04/30/30 | 31033 | &nbsp;&nbsp;29049239 |
|  | 1.900%, 01/28/31 | 22957 | &nbsp;&nbsp;20644991 |
| Blue Owl Finance LLC | Blue Owl Finance LLC |  |  |
| # | 6.250%, 04/18/34 | 200 | &nbsp;&nbsp;206106 |
| Boardwalk Pipelines LP | Boardwalk Pipelines LP |  |  |
|  | 3.600%, 09/01/32 | 8810 | &nbsp;&nbsp;8230582 |
| Boeing Co. | Boeing Co. |  |  |
|  | 3.200%, 03/01/29 | 317 | &nbsp;&nbsp;308069 |
|  | 2.950%, 02/01/30 | 5140 | &nbsp;&nbsp;4877987 |
|  | 3.550%, 03/01/38 | 1239 | &nbsp;&nbsp;1042329 |
|  | 6.875%, 03/15/39 | 400 | &nbsp;&nbsp;450218 |
|  | 5.875%, 02/15/40 | 800 | &nbsp;&nbsp;825994 |
| Boston Properties LP | Boston Properties LP |  |  |
|  | 2.550%, 04/01/32 | 2500 | &nbsp;&nbsp;2185663 |
|  | 5.750%, 01/15/35 | 400 | &nbsp;&nbsp;409353 |
| Boston Scientific Corp. | Boston Scientific Corp. |  |  |
|  | 4.550%, 03/01/39 | 664 | &nbsp;&nbsp;633327 |
| &nbsp;&nbsp;&nbsp;&nbsp;BP Capital Markets <br>America, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;BP Capital Markets <br>America, Inc. |  |  |
|  | 3.060%, 06/17/41 | 52550 | &nbsp;&nbsp;40046235 |
| Brighthouse Financial, Inc. | Brighthouse Financial, Inc. |  |  |
| # | 5.625%, 05/15/30 | 2000 | &nbsp;&nbsp;2034808 |
| Bristol-Myers Squibb Co. | Bristol-Myers Squibb Co. |  |  |
|  | 4.125%, 06/15/39 | 21200 | &nbsp;&nbsp;19149380 |
|  | 2.350%, 11/13/40 | 1800 | &nbsp;&nbsp;1273477 |
|  | 3.550%, 03/15/42 | 2550 | &nbsp;&nbsp;2049316 |
|  | 4.500%, 03/01/44 | 400 | &nbsp;&nbsp;352499 |
|  | 4.625%, 05/15/44 | 300 | &nbsp;&nbsp;269329 |
| &nbsp;&nbsp;&nbsp;&nbsp;Brixmor Operating <br>Partnership LP | &nbsp;&nbsp;&nbsp;&nbsp;Brixmor Operating <br>Partnership LP |  |  |
|  | 4.050%, 07/01/30 | 5100 | &nbsp;&nbsp;5020293 |
| Broadcom, Inc. | Broadcom, Inc. |  |  |
|  | 4.300%, 11/15/32 | 26000 | &nbsp;&nbsp;25644381 |
| Ω | 3.137%, 11/15/35 | 16502 | &nbsp;&nbsp;14190749 |
|  | 3.500%, 02/15/41 | 6150 | &nbsp;&nbsp;4993761 |
| Brown & Brown, Inc. | Brown & Brown, Inc. |  |  |
|  | 2.375%, 03/15/31 | 2500 | &nbsp;&nbsp;2247117 |
| Brunswick Corp. | Brunswick Corp. |  |  |
|  | 4.400%, 09/15/32 | 200 | &nbsp;&nbsp;192981 |
| &nbsp;&nbsp;&nbsp;&nbsp;Burlington Northern Santa <br>Fe LLC | &nbsp;&nbsp;&nbsp;&nbsp;Burlington Northern Santa <br>Fe LLC |  |  |
|  | 5.750%, 05/01/40 | 1600 | &nbsp;&nbsp;1685608 |
|  | 4.950%, 09/15/41 | 800 | &nbsp;&nbsp;772656 |
|  | 4.400%, 03/15/42 | 400 | &nbsp;&nbsp;357775 |
|  | 4.375%, 09/01/42 | 400 | &nbsp;&nbsp;355112 |
|  | 4.900%, 04/01/44 | 400 | &nbsp;&nbsp;376087 |
|  | 4.550%, 09/01/44 | 800 | &nbsp;&nbsp;711966 |
| &nbsp;&nbsp;&nbsp;&nbsp;Capital One Financial <br>Corp. | &nbsp;&nbsp;&nbsp;&nbsp;Capital One Financial <br>Corp. |  |  |
|  | 3.800%, 01/31/28 | 2800 | &nbsp;&nbsp;2786353 |
| Carrier Global Corp. | Carrier Global Corp. |  |  |
|  | 2.700%, 02/15/31 | 1100 | &nbsp;&nbsp;1020179 |
| Caterpillar, Inc. | Caterpillar, Inc. |  |  |
|  | 3.803%, 08/15/42 | 200 | &nbsp;&nbsp;167884 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Face**<br>**Amount^**<br>| **Value†** |
|  |  | **(000)** |  |
| UNITED STATES — (Continued) | UNITED STATES — (Continued) | UNITED STATES — (Continued) | UNITED STATES — (Continued) |
| Cencora, Inc. | Cencora, Inc. |  |  |
|  | 2.800%, 05/15/30 | 28884 | &nbsp;&nbsp;$27204202 |
| &nbsp;&nbsp;&nbsp;&nbsp;CenterPoint Energy Resources <br>Corp. | &nbsp;&nbsp;&nbsp;&nbsp;CenterPoint Energy Resources <br>Corp. |  |  |
|  | 4.000%, 04/01/28 | 4478 | &nbsp;&nbsp;4480073 |
|  | 5.850%, 01/15/41 | 6244 | &nbsp;&nbsp;6486855 |
| CF Industries, Inc. | CF Industries, Inc. |  |  |
|  | 4.950%, 06/01/43 | 400 | &nbsp;&nbsp;361003 |
| Charles Schwab Corp. | Charles Schwab Corp. |  |  |
|  | 2.900%, 03/03/32 | 13800 | &nbsp;&nbsp;12656013 |
| &nbsp;&nbsp;&nbsp;&nbsp;Chevron USA, Inc., SOFR <br>+ 0.570%, FRN | &nbsp;&nbsp;&nbsp;&nbsp;Chevron USA, Inc., SOFR <br>+ 0.570%, FRN |  |  |
| (r) | 4.364%, 08/13/28 | 25000 | &nbsp;&nbsp;25176000 |
| &nbsp;&nbsp;&nbsp;&nbsp;Choice Hotels <br>International, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;Choice Hotels <br>International, Inc. |  |  |
|  | 3.700%, 12/01/29 | 970 | &nbsp;&nbsp;946695 |
| Cigna Group | Cigna Group |  |  |
|  | 2.400%, 03/15/30 | 493 | &nbsp;&nbsp;458791 |
|  | 2.375%, 03/15/31 | 17267 | &nbsp;&nbsp;15648701 |
|  | 4.800%, 08/15/38 | 48770 | &nbsp;&nbsp;46463340 |
|  | 3.200%, 03/15/40 | 18997 | &nbsp;&nbsp;14877927 |
|  | 6.125%, 11/15/41 | 9943 | &nbsp;&nbsp;10428501 |
| Cincinnati Financial Corp. | Cincinnati Financial Corp. |  |  |
|  | 6.920%, 05/15/28 | 2800 | &nbsp;&nbsp;2975099 |
|  | 6.125%, 11/01/34 | 1200 | &nbsp;&nbsp;1284446 |
| Cisco Systems, Inc. | Cisco Systems, Inc. |  |  |
|  | 5.500%, 01/15/40 | 5000 | &nbsp;&nbsp;5174481 |
| Citigroup, Inc. | Citigroup, Inc. |  |  |
|  | 8.125%, 07/15/39 | 15597 | &nbsp;&nbsp;19833364 |
|  | 5.875%, 01/30/42 | 31650 | &nbsp;&nbsp;33253269 |
| CME Group, Inc. | CME Group, Inc. |  |  |
|  | 5.300%, 09/15/43 | 2600 | &nbsp;&nbsp;2603132 |
| CNA Financial Corp. | CNA Financial Corp. |  |  |
|  | 3.900%, 05/01/29 | 850 | &nbsp;&nbsp;844490 |
|  | 5.500%, 06/15/33 | 5000 | &nbsp;&nbsp;5185847 |
| CNO Financial Group, Inc. | CNO Financial Group, Inc. |  |  |
|  | 5.250%, 05/30/29 | 4300 | &nbsp;&nbsp;4376647 |
|  | 6.450%, 06/15/34 | 13300 | &nbsp;&nbsp;14057071 |
| Coca-Cola Co. | Coca-Cola Co. |  |  |
|  | 2.500%, 06/01/40 | 500 | &nbsp;&nbsp;371358 |
| Comcast Corp. | Comcast Corp. |  |  |
|  | 4.250%, 01/15/33 | 14667 | &nbsp;&nbsp;14305865 |
|  | 7.050%, 03/15/33 | 13500 | &nbsp;&nbsp;15400111 |
|  | 3.900%, 03/01/38 | 2490 | &nbsp;&nbsp;2160552 |
|  | 4.600%, 10/15/38 | 5700 | &nbsp;&nbsp;5269337 |
|  | 6.550%, 07/01/39 | 400 | &nbsp;&nbsp;437190 |
|  | 3.250%, 11/01/39 | 7000 | &nbsp;&nbsp;5461106 |
|  | 3.750%, 04/01/40 | 30900 | &nbsp;&nbsp;25389970 |
|  | 4.650%, 07/15/42 | 1000 | &nbsp;&nbsp;880675 |
|  | 4.750%, 03/01/44 | 400 | &nbsp;&nbsp;347637 |
| Conagra Brands, Inc. | Conagra Brands, Inc. |  |  |
|  | 5.300%, 11/01/38 | 39500 | &nbsp;&nbsp;37305106 |
| ConocoPhillips | ConocoPhillips |  |  |
|  | 5.900%, 05/15/38 | 400 | &nbsp;&nbsp;426485 |
|  | 6.500%, 02/01/39 | 600 | &nbsp;&nbsp;673817 |
| ConocoPhillips Co. | ConocoPhillips Co. |  |  |
|  | 3.758%, 03/15/42 | 1200 | &nbsp;&nbsp;984348 |

---

------

**DFA Investment Grade Portfolio**

**CONTINUED**

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  |  | **Face**<br>**Amount^**<br>| **Value†** |
|  |  |  | **(000)** |  |
| UNITED STATES — (Continued) | UNITED STATES — (Continued) | UNITED STATES — (Continued) | UNITED STATES — (Continued) | UNITED STATES — (Continued) |
| &nbsp;&nbsp;&nbsp;&nbsp;Consolidated Edison Co. of New <br>York, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;Consolidated Edison Co. of New <br>York, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;Consolidated Edison Co. of New <br>York, Inc. |  |  |
|  | 5.500%, 12/01/39 |  | 400 | &nbsp;&nbsp;$409112 |
|  | 5.700%, 06/15/40 |  | 400 | &nbsp;&nbsp;415125 |
|  | 4.200%, 03/15/42 |  | 14174 | &nbsp;&nbsp;12103729 |
|  | 3.950%, 03/01/43 |  | 7400 | &nbsp;&nbsp;6079758 |
|  | 4.450%, 03/15/44 |  | 251 | &nbsp;&nbsp;218158 |
| Constellation Brands, Inc. | Constellation Brands, Inc. |  |  |  |
|  | 3.150%, 08/01/29 |  | 5800 | &nbsp;&nbsp;5600927 |
| &nbsp;&nbsp;&nbsp;&nbsp;Constellation Energy <br>Generation LLC | &nbsp;&nbsp;&nbsp;&nbsp;Constellation Energy <br>Generation LLC | &nbsp;&nbsp;&nbsp;&nbsp;Constellation Energy <br>Generation LLC |  |  |
|  | 6.250%, 10/01/39 |  | 789 | &nbsp;&nbsp;851927 |
|  | 5.750%, 10/01/41 |  | 1400 | &nbsp;&nbsp;1429666 |
| &nbsp;&nbsp;&nbsp;&nbsp;Continental Resources, <br>Inc. | &nbsp;&nbsp;&nbsp;&nbsp;Continental Resources, <br>Inc. |  |  |  |
|  | 4.900%, 06/01/44 |  | 919 | &nbsp;&nbsp;743727 |
| Costco Wholesale Corp. | Costco Wholesale Corp. |  |  |  |
|  | 1.600%, 04/20/30 |  | 8754 | &nbsp;&nbsp;7941006 |
| Cox Communications, Inc. | Cox Communications, Inc. | Cox Communications, Inc. |  |  |
| Ω | 4.800%, 02/01/35 |  | 10052 | &nbsp;&nbsp;9335682 |
| Ω | 4.700%, 12/15/42 |  | 4700 | &nbsp;&nbsp;3759126 |
| Crown Castle, Inc. | Crown Castle, Inc. |  |  |  |
|  | 2.900%, 04/01/41 |  | 18705 | &nbsp;&nbsp;13643369 |
| CSX Corp. | CSX Corp. | CSX Corp. |  |  |
|  | 5.500%, 04/15/41 |  | 800 | &nbsp;&nbsp;818077 |
|  | 4.750%, 05/30/42 |  | 5340 | &nbsp;&nbsp;4934353 |
|  | 4.100%, 03/15/44 |  | 200 | &nbsp;&nbsp;168280 |
| Cummins, Inc. | Cummins, Inc. |  |  |  |
|  | 4.875%, 10/01/43 |  | 14376 | &nbsp;&nbsp;13681524 |
| CVS Health Corp. | CVS Health Corp. | CVS Health Corp. |  |  |
|  | 3.250%, 08/15/29 |  | 3000 | &nbsp;&nbsp;2898806 |
|  | 4.780%, 03/25/38 |  | 9500 | &nbsp;&nbsp;8916798 |
|  | 6.125%, 09/15/39 |  | 5800 | &nbsp;&nbsp;6022782 |
|  | 4.125%, 04/01/40 |  | 9078 | &nbsp;&nbsp;7726459 |
|  | 5.300%, 12/05/43 |  | 3000 | &nbsp;&nbsp;2782444 |
|  | 6.000%, 06/01/44 |  | 19360 | &nbsp;&nbsp;19406878 |
| &nbsp;&nbsp;&nbsp;&nbsp;DCP Midstream <br>Operating LP | &nbsp;&nbsp;&nbsp;&nbsp;DCP Midstream <br>Operating LP |  |  |  |
|  | 5.600%, 04/01/44 |  | 2550 | &nbsp;&nbsp;2464320 |
| &nbsp;&nbsp;&nbsp;&nbsp;Dell International LLC/EMC <br>Corp. | &nbsp;&nbsp;&nbsp;&nbsp;Dell International LLC/EMC <br>Corp. |  |  |  |
|  | 3.375%, 12/15/41 |  | 5009 | &nbsp;&nbsp;3786118 |
| Devon Energy Corp. | Devon Energy Corp. | Devon Energy Corp. |  |  |
|  | 5.600%, 07/15/41 |  | 15858 | &nbsp;&nbsp;15629832 |
|  | 4.750%, 05/15/42 |  | 2900 | &nbsp;&nbsp;2546874 |
| &nbsp;&nbsp;&nbsp;&nbsp;DH Europe Finance II <br>SARL | &nbsp;&nbsp;&nbsp;&nbsp;DH Europe Finance II <br>SARL |  |  |  |
|  | 3.250%, 11/15/39 |  | 1050 | &nbsp;&nbsp;857802 |
| Dick's Sporting Goods, Inc. | Dick's Sporting Goods, Inc. |  |  |  |
|  | 3.150%, 01/15/32 |  | 9025 | &nbsp;&nbsp;8317289 |
| Digital Dutch Finco BV | Digital Dutch Finco BV |  |  |  |
|  | 1.500%, 03/15/30 | EUR | 13400 | &nbsp;&nbsp;14944548 |
| Dominion Energy, Inc. | Dominion Energy, Inc. | Dominion Energy, Inc. |  |  |
|  | 3.300%, 04/15/41 |  | 2000 | &nbsp;&nbsp;1519154 |
|  | 4.900%, 08/01/41 |  | 5000 | &nbsp;&nbsp;4606950 |
| Dow Chemical Co. | Dow Chemical Co. | Dow Chemical Co. |  |  |
|  | 4.800%, 01/15/31 |  | 500 | &nbsp;&nbsp;498323 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Face**<br>**Amount^**<br>| **Value†** |
|  |  | **(000)** |  |
| UNITED STATES — (Continued) | UNITED STATES — (Continued) | UNITED STATES — (Continued) | UNITED STATES — (Continued) |
|  | 5.250%, 11/15/41 | 1000 | &nbsp;&nbsp;$901537 |
|  | 4.375%, 11/15/42 | 1616 | &nbsp;&nbsp;1290082 |
|  | 4.625%, 10/01/44 | 1000 | &nbsp;&nbsp;803849 |
| Duke Energy Corp. | Duke Energy Corp. |  |  |
|  | 3.300%, 06/15/41 | 23750 | &nbsp;&nbsp;18286821 |
| Duquesne Light Holdings, Inc. | Duquesne Light Holdings, Inc. |  |  |
| Ω | 2.532%, 10/01/30 | 1500 | &nbsp;&nbsp;1370233 |
| Ω | 2.775%, 01/07/32 | 141 | &nbsp;&nbsp;126071 |
| Eastman Chemical Co. | Eastman Chemical Co. |  |  |
|  | 4.800%, 09/01/42 | 20700 | &nbsp;&nbsp;18461202 |
|  | 4.650%, 10/15/44 | 400 | &nbsp;&nbsp;340535 |
| Eaton Corp. | Eaton Corp. |  |  |
|  | 4.000%, 11/02/32 | 7605 | &nbsp;&nbsp;7446893 |
| Eaton Vance Corp. | Eaton Vance Corp. |  |  |
|  | 3.500%, 04/06/27 | 9114 | &nbsp;&nbsp;9078629 |
| eBay, Inc. | eBay, Inc. |  |  |
|  | 4.000%, 07/15/42 | 5500 | &nbsp;&nbsp;4546163 |
| Ecolab, Inc. | Ecolab, Inc. |  |  |
|  | 5.500%, 12/08/41 | 3400 | &nbsp;&nbsp;3501772 |
| Elevance Health, Inc. | Elevance Health, Inc. |  |  |
|  | 5.950%, 12/15/34 | 11300 | &nbsp;&nbsp;12015125 |
|  | 6.375%, 06/15/37 | 4700 | &nbsp;&nbsp;5118351 |
|  | 4.625%, 05/15/42 | 25970 | &nbsp;&nbsp;23214834 |
|  | 4.650%, 01/15/43 | 9366 | &nbsp;&nbsp;8339904 |
|  | 5.100%, 01/15/44 | 1200 | &nbsp;&nbsp;1122061 |
|  | 4.650%, 08/15/44 | 1200 | &nbsp;&nbsp;1055725 |
| &nbsp;&nbsp;&nbsp;&nbsp;Eli Lilly & Co., SOFR + <br>0.530%, FRN | &nbsp;&nbsp;&nbsp;&nbsp;Eli Lilly & Co., SOFR + <br>0.530%, FRN |  |  |
| (r) | 4.196%, 10/15/28 | 6900 | &nbsp;&nbsp;6946521 |
| Enbridge Energy Partners LP | Enbridge Energy Partners LP |  |  |
|  | 7.500%, 04/15/38 | 7825 | &nbsp;&nbsp;9196024 |
|  | 5.500%, 09/15/40 | 1264 | &nbsp;&nbsp;1257430 |
| Energy Transfer LP | Energy Transfer LP |  |  |
|  | 6.625%, 10/15/36 | 400 | &nbsp;&nbsp;437251 |
|  | 5.800%, 06/15/38 | 585 | &nbsp;&nbsp;596358 |
|  | 7.500%, 07/01/38 | 400 | &nbsp;&nbsp;464098 |
|  | 6.050%, 06/01/41 | 4600 | &nbsp;&nbsp;4670649 |
|  | 5.950%, 10/01/43 | 4000 | &nbsp;&nbsp;3964623 |
|  | 5.300%, 04/01/44 | 5950 | &nbsp;&nbsp;5438408 |
| &nbsp;&nbsp;&nbsp;&nbsp;Enterprise Products <br>Operating LLC | &nbsp;&nbsp;&nbsp;&nbsp;Enterprise Products <br>Operating LLC |  |  |
|  | 6.875%, 03/01/33 | 900 | &nbsp;&nbsp;1018977 |
|  | 7.550%, 04/15/38 | 3157 | &nbsp;&nbsp;3795998 |
|  | 6.125%, 10/15/39 | 5917 | &nbsp;&nbsp;6354715 |
|  | 6.450%, 09/01/40 | 5135 | &nbsp;&nbsp;5681819 |
|  | 5.950%, 02/01/41 | 2617 | &nbsp;&nbsp;2735759 |
|  | 5.700%, 02/15/42 | 3600 | &nbsp;&nbsp;3655858 |
|  | 4.850%, 08/15/42 | 2400 | &nbsp;&nbsp;2222822 |
|  | 4.450%, 02/15/43 | 2146 | &nbsp;&nbsp;1882491 |
|  | 4.850%, 03/15/44 | 8500 | &nbsp;&nbsp;7771393 |
|  | 5.100%, 02/15/45 | 800 | &nbsp;&nbsp;750660 |
| Equinix, Inc. | Equinix, Inc. |  |  |
|  | 3.200%, 11/18/29 | 1500 | &nbsp;&nbsp;1444077 |
|  | 2.500%, 05/15/31 | 5200 | &nbsp;&nbsp;4712465 |
| ERAC USA Finance LLC | ERAC USA Finance LLC |  |  |
| Ω | 5.625%, 03/15/42 | 400 | &nbsp;&nbsp;405341 |

---

------

**DFA Investment Grade Portfolio**

**CONTINUED**

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  |  | **Face**<br>**Amount^**<br>| **Value†** |
|  |  |  | **(000)** |  |
| UNITED STATES — (Continued) | UNITED STATES — (Continued) | UNITED STATES — (Continued) | UNITED STATES — (Continued) | UNITED STATES — (Continued) |
| ERP Operating LP | ERP Operating LP |  |  |  |
|  | 4.500%, 07/01/44 |  | 400 | &nbsp;&nbsp;$357101 |
| Eversource Energy | Eversource Energy |  |  |  |
|  | 4.250%, 04/01/29 |  | 600 | &nbsp;&nbsp;600336 |
| Extra Space Storage LP | Extra Space Storage LP |  |  |  |
|  | 2.350%, 03/15/32 |  | 13100 | &nbsp;&nbsp;11451761 |
| Exxon Mobil Corp. | Exxon Mobil Corp. | Exxon Mobil Corp. |  |  |
|  | 2.995%, 08/16/39 |  | 5200 | &nbsp;&nbsp;4155215 |
|  | 4.227%, 03/19/40 |  | 18200 | &nbsp;&nbsp;16617020 |
| FedEx Corp. | FedEx Corp. | FedEx Corp. |  |  |
|  | 4.900%, 01/15/34 |  | 1575 | &nbsp;&nbsp;1583692 |
|  | 3.250%, 05/15/41 |  | 9950 | &nbsp;&nbsp;7662517 |
|  | 4.100%, 04/15/43 |  | 400 | &nbsp;&nbsp;327868 |
|  | 5.100%, 01/15/44 |  | 5400 | &nbsp;&nbsp;5029922 |
| Fidelity National Financial, Inc. | Fidelity National Financial, Inc. | Fidelity National Financial, Inc. |  |  |
|  | 3.400%, 06/15/30 |  | 18954 | &nbsp;&nbsp;18087320 |
|  | 2.450%, 03/15/31 |  | 1300 | &nbsp;&nbsp;1162661 |
| &nbsp;&nbsp;&nbsp;&nbsp;Fidelity National <br>Information Services, <br>Inc. | &nbsp;&nbsp;&nbsp;&nbsp;Fidelity National <br>Information Services, <br>Inc. |  |  |  |
|  | 3.100%, 03/01/41 |  | 10400 | &nbsp;&nbsp;7678463 |
| &nbsp;&nbsp;&nbsp;&nbsp;First American Financial <br>Corp. | &nbsp;&nbsp;&nbsp;&nbsp;First American Financial <br>Corp. |  |  |  |
|  | 2.400%, 08/15/31 |  | 16044 | &nbsp;&nbsp;14050084 |
| Flex Ltd. | Flex Ltd. | Flex Ltd. |  |  |
|  | 4.875%, 06/15/29 |  | 1550 | &nbsp;&nbsp;1573774 |
|  | 4.875%, 05/12/30 |  | 4000 | &nbsp;&nbsp;4055507 |
| Flowserve Corp. | Flowserve Corp. |  |  |  |
|  | 2.800%, 01/15/32 |  | 28638 | &nbsp;&nbsp;25719372 |
| FMR LLC | FMR LLC |  |  |  |
| Ω | 4.950%, 02/01/33 |  | 924 | &nbsp;&nbsp;928724 |
| Fortune Brands Innovations, Inc. | Fortune Brands Innovations, Inc. | Fortune Brands Innovations, Inc. |  |  |
|  | 3.250%, 09/15/29 |  | 3900 | &nbsp;&nbsp;3765279 |
|  | 4.000%, 03/25/32 |  | 414 | &nbsp;&nbsp;397109 |
| Fox Corp. | Fox Corp. |  |  |  |
|  | 5.476%, 01/25/39 |  | 26300 | &nbsp;&nbsp;26222505 |
| Freeport-McMoRan, Inc. | Freeport-McMoRan, Inc. |  |  |  |
|  | 5.450%, 03/15/43 |  | 3600 | &nbsp;&nbsp;3508179 |
| GATX Corp. | GATX Corp. |  |  |  |
|  | 3.500%, 06/01/32 |  | 6850 | &nbsp;&nbsp;6399762 |
| General Dynamics Corp. | General Dynamics Corp. | General Dynamics Corp. |  |  |
|  | 4.250%, 04/01/40 |  | 800 | &nbsp;&nbsp;728700 |
|  | 2.850%, 06/01/41 |  | 400 | &nbsp;&nbsp;301956 |
| General Electric Co. | General Electric Co. |  |  |  |
|  | 4.500%, 03/11/44 |  | 200 | &nbsp;&nbsp;180381 |
| General Motors Co. | General Motors Co. | General Motors Co. |  |  |
|  | 6.250%, 04/15/35 |  | 400 | &nbsp;&nbsp;424708 |
|  | 6.600%, 04/01/36 |  | 15200 | &nbsp;&nbsp;16557635 |
|  | 5.150%, 04/01/38 |  | 3569 | &nbsp;&nbsp;3443038 |
|  | 6.250%, 10/02/43 |  | 6800 | &nbsp;&nbsp;6936969 |
|  | 5.200%, 04/01/45 |  | 400 | &nbsp;&nbsp;361479 |
| &nbsp;&nbsp;&nbsp;&nbsp;General Motors Financial Co., <br>Inc. | &nbsp;&nbsp;&nbsp;&nbsp;General Motors Financial Co., <br>Inc. | &nbsp;&nbsp;&nbsp;&nbsp;General Motors Financial Co., <br>Inc. |  |  |
|  | 3.600%, 06/21/30 |  | 5000 | &nbsp;&nbsp;4824794 |
|  | 4.000%, 07/10/30 | EUR | 5000 | &nbsp;&nbsp;6141648 |
|  | 2.700%, 06/10/31 |  | 500 | &nbsp;&nbsp;454725 |
|  | 3.100%, 01/12/32 |  | 7400 | &nbsp;&nbsp;6778245 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Face**<br>**Amount^**<br>| **Value†** |
|  |  | **(000)** |  |
| UNITED STATES — (Continued) | UNITED STATES — (Continued) | UNITED STATES — (Continued) | UNITED STATES — (Continued) |
|  | 5.450%, 09/06/34 | 600 | &nbsp;&nbsp;$609373 |
|  | 5.900%, 01/07/35 | 800 | &nbsp;&nbsp;833105 |
| Georgia Power Co. | Georgia Power Co. |  |  |
|  | 4.750%, 09/01/40 | 400 | &nbsp;&nbsp;379863 |
|  | 4.300%, 03/15/42 | 20400 | &nbsp;&nbsp;17911449 |
| Gilead Sciences, Inc. | Gilead Sciences, Inc. |  |  |
|  | 4.000%, 09/01/36 | 1550 | &nbsp;&nbsp;1440416 |
|  | 2.600%, 10/01/40 | 22300 | &nbsp;&nbsp;16423253 |
|  | 4.800%, 04/01/44 | 6000 | &nbsp;&nbsp;5536997 |
| Global Payments, Inc. | Global Payments, Inc. |  |  |
|  | 2.900%, 11/15/31 | 400 | &nbsp;&nbsp;358850 |
| Globe Life, Inc. | Globe Life, Inc. |  |  |
|  | 4.800%, 06/15/32 | 10000 | &nbsp;&nbsp;10066853 |
| Goldman Sachs Group, Inc. | Goldman Sachs Group, Inc. |  |  |
|  | 2.600%, 02/07/30 | 3100 | &nbsp;&nbsp;2910041 |
|  | 3.800%, 03/15/30 | 11500 | &nbsp;&nbsp;11325870 |
|  | 6.125%, 02/15/33 | 1621 | &nbsp;&nbsp;1765311 |
|  | 6.250%, 02/01/41 | 18121 | &nbsp;&nbsp;19696559 |
|  | 4.800%, 07/08/44 | 800 | &nbsp;&nbsp;736143 |
| Halliburton Co. | Halliburton Co. |  |  |
|  | 6.700%, 09/15/38 | 4460 | &nbsp;&nbsp;4984035 |
|  | 7.450%, 09/15/39 | 3200 | &nbsp;&nbsp;3782408 |
|  | 4.500%, 11/15/41 | 13340 | &nbsp;&nbsp;11648545 |
|  | 4.750%, 08/01/43 | 1700 | &nbsp;&nbsp;1510642 |
| Hasbro, Inc. | Hasbro, Inc. |  |  |
|  | 6.050%, 05/14/34 | 2000 | &nbsp;&nbsp;2124279 |
|  | 6.350%, 03/15/40 | 3700 | &nbsp;&nbsp;3876854 |
|  | 5.100%, 05/15/44 | 2000 | &nbsp;&nbsp;1789490 |
| HCA, Inc. | HCA, Inc. |  |  |
|  | 4.375%, 03/15/42 | 400 | &nbsp;&nbsp;341460 |
| &nbsp;&nbsp;&nbsp;&nbsp;Health Care Service Corp. <br>A Mutual Legal Reserve <br>Co. | &nbsp;&nbsp;&nbsp;&nbsp;Health Care Service Corp. <br>A Mutual Legal Reserve <br>Co. |  |  |
| Ω | 2.200%, 06/01/30 | 19000 | &nbsp;&nbsp;17265036 |
| &nbsp;&nbsp;&nbsp;&nbsp;Healthcare Realty <br>Holdings LP | &nbsp;&nbsp;&nbsp;&nbsp;Healthcare Realty <br>Holdings LP |  |  |
| # | 2.000%, 03/15/31 | 2300 | &nbsp;&nbsp;2022422 |
| Hess Corp. | Hess Corp. |  |  |
|  | 5.600%, 02/15/41 | 4600 | &nbsp;&nbsp;4759091 |
| Home Depot, Inc. | Home Depot, Inc. |  |  |
|  | 5.875%, 12/16/36 | 8388 | &nbsp;&nbsp;9052133 |
|  | 3.300%, 04/15/40 | 11505 | &nbsp;&nbsp;9382856 |
| # | 5.400%, 09/15/40 | 22000 | &nbsp;&nbsp;22658738 |
|  | 4.400%, 03/15/45 | 400 | &nbsp;&nbsp;348354 |
| Host Hotels & Resorts LP | Host Hotels & Resorts LP |  |  |
|  | 5.700%, 07/01/34 | 9000 | &nbsp;&nbsp;9288084 |
|  | 5.500%, 04/15/35 | 200 | &nbsp;&nbsp;202708 |
| HP, Inc. | HP, Inc. |  |  |
|  | 2.650%, 06/17/31 | 200 | &nbsp;&nbsp;180473 |
| # | 6.000%, 09/15/41 | 11400 | &nbsp;&nbsp;11357510 |
| Humana, Inc. | Humana, Inc. |  |  |
|  | 4.950%, 10/01/44 | 3000 | &nbsp;&nbsp;2584481 |
| Hyatt Hotels Corp. | Hyatt Hotels Corp. |  |  |
|  | 5.375%, 12/15/31 | 4500 | &nbsp;&nbsp;4636654 |
| &nbsp;&nbsp;&nbsp;&nbsp;IBM International Capital <br>Pte. Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;IBM International Capital <br>Pte. Ltd. |  |  |
|  | 5.250%, 02/05/44 | 32262 | &nbsp;&nbsp;31054587 |

---

------

**DFA Investment Grade Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Face**<br>**Amount^**<br>| **Value†** |
|  |  | **(000)** |  |
| UNITED STATES — (Continued) | UNITED STATES — (Continued) | UNITED STATES — (Continued) | UNITED STATES — (Continued) |
| Illinois Tool Works, Inc. | Illinois Tool Works, Inc. |  |  |
|  | 3.900%, 09/01/42 | 200 | &nbsp;&nbsp;$169299 |
| Intel Corp. | Intel Corp. |  |  |
|  | 4.600%, 03/25/40 | 27124 | &nbsp;&nbsp;24344572 |
|  | 2.800%, 08/12/41 | 23576 | &nbsp;&nbsp;16659132 |
|  | 4.800%, 10/01/41 | 2470 | &nbsp;&nbsp;2216841 |
|  | 5.625%, 02/10/43 | 26349 | &nbsp;&nbsp;25707953 |
| Intercontinental Exchange, Inc. | Intercontinental Exchange, Inc. |  |  |
|  | 4.600%, 03/15/33 | 9500 | &nbsp;&nbsp;9551680 |
|  | 2.650%, 09/15/40 | 16100 | &nbsp;&nbsp;11876648 |
| &nbsp;&nbsp;&nbsp;&nbsp;International Business Machines <br>Corp. | &nbsp;&nbsp;&nbsp;&nbsp;International Business Machines <br>Corp. |  |  |
|  | 3.300%, 01/27/27 | 154 | &nbsp;&nbsp;152815 |
|  | 1.950%, 05/15/30 | 7140 | &nbsp;&nbsp;6512519 |
|  | 4.150%, 05/15/39 | 15550 | &nbsp;&nbsp;13876861 |
| # | 5.600%, 11/30/39 | 800 | &nbsp;&nbsp;826853 |
|  | 2.850%, 05/15/40 | 36982 | &nbsp;&nbsp;27775308 |
|  | 4.000%, 06/20/42 | 5300 | &nbsp;&nbsp;4441005 |
| &nbsp;&nbsp;&nbsp;&nbsp;Interstate Power & Light <br>Co. | &nbsp;&nbsp;&nbsp;&nbsp;Interstate Power & Light <br>Co. |  |  |
|  | 2.300%, 06/01/30 | 3978 | &nbsp;&nbsp;3664381 |
| &nbsp;&nbsp;&nbsp;&nbsp;Invitation Homes Operating <br>Partnership LP | &nbsp;&nbsp;&nbsp;&nbsp;Invitation Homes Operating <br>Partnership LP |  |  |
|  | 2.000%, 08/15/31 | 2500 | &nbsp;&nbsp;2177234 |
| J.M. Smucker Co. | J.M. Smucker Co. |  |  |
|  | 4.250%, 03/15/35 | 9700 | &nbsp;&nbsp;9151068 |
| Jabil, Inc. | Jabil, Inc. |  |  |
|  | 3.600%, 01/15/30 | 23950 | &nbsp;&nbsp;23187445 |
|  | 3.000%, 01/15/31 | 14033 | &nbsp;&nbsp;13032028 |
| Jackson Financial, Inc. | Jackson Financial, Inc. |  |  |
|  | 3.125%, 11/23/31 | 6177 | &nbsp;&nbsp;5621413 |
| Jefferies Financial Group, Inc. | Jefferies Financial Group, Inc. |  |  |
|  | 2.625%, 10/15/31 | 20014 | &nbsp;&nbsp;17816981 |
|  | 2.750%, 10/15/32 | 6280 | &nbsp;&nbsp;5487724 |
| Johnson & Johnson | Johnson & Johnson |  |  |
|  | 1.300%, 09/01/30 | 5000 | &nbsp;&nbsp;4458190 |
|  | 2.100%, 09/01/40 | 400 | &nbsp;&nbsp;281448 |
| JPMorgan Chase & Co. | JPMorgan Chase & Co. |  |  |
|  | 6.400%, 05/15/38 | 15400 | &nbsp;&nbsp;17262111 |
|  | 5.500%, 10/15/40 | 3800 | &nbsp;&nbsp;3947963 |
|  | 5.600%, 07/15/41 | 11900 | &nbsp;&nbsp;12300963 |
|  | 5.400%, 01/06/42 | 4350 | &nbsp;&nbsp;4396798 |
| JPMorgan Chase Bank NA | JPMorgan Chase Bank NA |  |  |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp;SOFR + 0.620%, <br>FRN, 4.286%, <br>04/29/26<br>| 900 | &nbsp;&nbsp;900920 |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp;SOFR + 1.000%, <br>FRN, 4.706%, <br>12/08/26<br>| 22820 | &nbsp;&nbsp;22941218 |
| Juniper Networks, Inc. | Juniper Networks, Inc. |  |  |
|  | 3.750%, 08/15/29 | 3600 | &nbsp;&nbsp;3521089 |
| Kellanova | Kellanova |  |  |
|  | 7.450%, 04/01/31 | 3159 | &nbsp;&nbsp;3623887 |
| Kemper Corp. | Kemper Corp. |  |  |
|  | 3.800%, 02/23/32 | 9830 | &nbsp;&nbsp;9090832 |
| Kimco Realty OP LLC | Kimco Realty OP LLC |  |  |
|  | 2.250%, 12/01/31 | 8200 | &nbsp;&nbsp;7275718 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Face**<br>**Amount^**<br>| **Value†** |
|  |  | **(000)** |  |
| UNITED STATES — (Continued) | UNITED STATES — (Continued) | UNITED STATES — (Continued) | UNITED STATES — (Continued) |
| &nbsp;&nbsp;&nbsp;&nbsp;Kinder Morgan Energy <br>Partners LP | &nbsp;&nbsp;&nbsp;&nbsp;Kinder Morgan Energy <br>Partners LP |  |  |
|  | 6.950%, 01/15/38 | 5800 | &nbsp;&nbsp;$6579666 |
|  | 6.500%, 09/01/39 | 1900 | &nbsp;&nbsp;2093651 |
|  | 6.550%, 09/15/40 | 3000 | &nbsp;&nbsp;3264953 |
|  | 5.625%, 09/01/41 | 400 | &nbsp;&nbsp;396500 |
|  | 5.000%, 08/15/42 | 4200 | &nbsp;&nbsp;3894068 |
|  | 4.700%, 11/01/42 | 400 | &nbsp;&nbsp;357947 |
|  | 5.000%, 03/01/43 | 15400 | &nbsp;&nbsp;14117279 |
|  | 5.500%, 03/01/44 | 8520 | &nbsp;&nbsp;8236736 |
|  | 5.400%, 09/01/44 | 250 | &nbsp;&nbsp;238964 |
| &nbsp;&nbsp;&nbsp;&nbsp;KKR Group Finance Co. <br>II LLC | &nbsp;&nbsp;&nbsp;&nbsp;KKR Group Finance Co. <br>II LLC |  |  |
| #Ω | 5.500%, 02/01/43 | 4500 | &nbsp;&nbsp;4372396 |
| Kraft Heinz Foods Co. | Kraft Heinz Foods Co. |  |  |
|  | 5.000%, 06/04/42 | 3700 | &nbsp;&nbsp;3374572 |
| Kroger Co. | Kroger Co. |  |  |
|  | 7.500%, 04/01/31 | 15677 | &nbsp;&nbsp;17854225 |
| Kyndryl Holdings, Inc. | Kyndryl Holdings, Inc. |  |  |
|  | 4.100%, 10/15/41 | 9797 | &nbsp;&nbsp;7727830 |
| Lazard Group LLC | Lazard Group LLC |  |  |
|  | 4.500%, 09/19/28 | 15047 | &nbsp;&nbsp;15151537 |
| # | 4.375%, 03/11/29 | 400 | &nbsp;&nbsp;401038 |
| Legg Mason, Inc. | Legg Mason, Inc. |  |  |
|  | 4.750%, 03/15/26 | 1172 | &nbsp;&nbsp;1173192 |
|  | 5.625%, 01/15/44 | 5747 | &nbsp;&nbsp;5721097 |
| Liberty Mutual Group, Inc. | Liberty Mutual Group, Inc. |  |  |
| Ω | 4.569%, 02/01/29 | 8305 | &nbsp;&nbsp;8354130 |
| Ω | 6.500%, 03/15/35 | 4250 | &nbsp;&nbsp;4544222 |
| Lincoln National Corp. | Lincoln National Corp. |  |  |
|  | 3.050%, 01/15/30 | 244 | &nbsp;&nbsp;232415 |
|  | 3.400%, 01/15/31 | 8337 | &nbsp;&nbsp;7913799 |
|  | 3.400%, 03/01/32 | 23378 | &nbsp;&nbsp;21626750 |
|  | 7.000%, 06/15/40 | 125 | &nbsp;&nbsp;139906 |
| Lockheed Martin Corp. | Lockheed Martin Corp. |  |  |
|  | 4.850%, 09/15/41 | 1445 | &nbsp;&nbsp;1332930 |
|  | 4.070%, 12/15/42 | 800 | &nbsp;&nbsp;687402 |
|  | 3.800%, 03/01/45 | 800 | &nbsp;&nbsp;644440 |
| Loews Corp. | Loews Corp. |  |  |
|  | 6.000%, 02/01/35 | 4000 | &nbsp;&nbsp;4300341 |
| # | 4.125%, 05/15/43 | 1500 | &nbsp;&nbsp;1274319 |
| Lowe's Cos., Inc. | Lowe's Cos., Inc. |  |  |
|  | 2.800%, 09/15/41 | 11600 | &nbsp;&nbsp;8364061 |
| LPL Holdings, Inc. | LPL Holdings, Inc. |  |  |
|  | 5.650%, 03/15/35 | 1600 | &nbsp;&nbsp;1630462 |
| &nbsp;&nbsp;&nbsp;&nbsp;LYB International Finance <br>BV | &nbsp;&nbsp;&nbsp;&nbsp;LYB International Finance <br>BV |  |  |
|  | 5.250%, 07/15/43 | 1930 | &nbsp;&nbsp;1662492 |
| &nbsp;&nbsp;&nbsp;&nbsp;LYB International Finance <br>III LLC | &nbsp;&nbsp;&nbsp;&nbsp;LYB International Finance <br>III LLC |  |  |
|  | 3.375%, 10/01/40 | 18400 | &nbsp;&nbsp;13264074 |
| Marathon Petroleum Corp. | Marathon Petroleum Corp. |  |  |
|  | 6.500%, 03/01/41 | 14163 | &nbsp;&nbsp;15144510 |
|  | 4.750%, 09/15/44 | 3000 | &nbsp;&nbsp;2588765 |
| Marriott International, Inc. | Marriott International, Inc. |  |  |
| # | 2.750%, 10/15/33 | 6300 | &nbsp;&nbsp;5501610 |

---

------

**DFA Investment Grade Portfolio**

**CONTINUED**

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  |  | **Face**<br>**Amount^**<br>| **Value†** |
|  |  |  | **(000)** |  |
| UNITED STATES — (Continued) | UNITED STATES — (Continued) | UNITED STATES — (Continued) | UNITED STATES — (Continued) | UNITED STATES — (Continued) |
| Mars, Inc. | Mars, Inc. | Mars, Inc. |  |  |
| Ω | 1.625%, 07/16/32 |  | 1750 | &nbsp;&nbsp;$1485420 |
| Ω | 3.875%, 04/01/39 |  | 1200 | &nbsp;&nbsp;1052890 |
| Ω | 2.375%, 07/16/40 |  | 200 | &nbsp;&nbsp;143415 |
| Marsh & McLennan Cos., Inc. | Marsh & McLennan Cos., Inc. | Marsh & McLennan Cos., Inc. |  |  |
|  | 2.375%, 12/15/31 |  | 1661 | &nbsp;&nbsp;1490736 |
|  | 4.750%, 03/15/39 |  | 400 | &nbsp;&nbsp;382675 |
|  | 5.350%, 11/15/44 |  | 266 | &nbsp;&nbsp;260232 |
| Mastercard, Inc. | Mastercard, Inc. | Mastercard, Inc. |  |  |
|  | 4.350%, 01/15/32 |  | 4000 | &nbsp;&nbsp;4020327 |
|  | 4.850%, 03/09/33 |  | 5000 | &nbsp;&nbsp;5123363 |
| Merck & Co., Inc. | Merck & Co., Inc. | Merck & Co., Inc. |  |  |
|  | 3.400%, 03/07/29 |  | 8084 | &nbsp;&nbsp;7966679 |
|  | 1.450%, 06/24/30 |  | 40301 | &nbsp;&nbsp;36094983 |
|  | 3.900%, 03/07/39 |  | 400 | &nbsp;&nbsp;355918 |
|  | 2.350%, 06/24/40 |  | 1200 | &nbsp;&nbsp;863221 |
|  | 4.900%, 05/17/44 |  | 400 | &nbsp;&nbsp;374831 |
| Meta Platforms, Inc. | Meta Platforms, Inc. |  |  |  |
|  | 3.850%, 08/15/32 |  | 3500 | &nbsp;&nbsp;3386443 |
| MetLife, Inc. | MetLife, Inc. | MetLife, Inc. |  |  |
|  | 5.375%, 07/15/33 |  | 3400 | &nbsp;&nbsp;3565874 |
|  | 6.375%, 06/15/34 |  | 19000 | &nbsp;&nbsp;21105313 |
|  | 5.875%, 02/06/41 |  | 7148 | &nbsp;&nbsp;7474794 |
|  | 4.125%, 08/13/42 |  | 5300 | &nbsp;&nbsp;4509198 |
|  | 4.875%, 11/13/43 |  | 13061 | &nbsp;&nbsp;12152502 |
| Micron Technology, Inc. | Micron Technology, Inc. | Micron Technology, Inc. |  |  |
|  | 4.663%, 02/15/30 |  | 330 | &nbsp;&nbsp;333173 |
| # | 2.703%, 04/15/32 |  | 2650 | &nbsp;&nbsp;2383198 |
|  | 3.366%, 11/01/41 |  | 31367 | &nbsp;&nbsp;24274604 |
| Mississippi Power Co. | Mississippi Power Co. |  |  |  |
|  | 4.250%, 03/15/42 |  | 400 | &nbsp;&nbsp;343782 |
| Mohawk Industries, Inc. | Mohawk Industries, Inc. |  |  |  |
|  | 3.625%, 05/15/30 |  | 971 | &nbsp;&nbsp;944226 |
| &nbsp;&nbsp;&nbsp;&nbsp;Molson Coors Beverage <br>Co. | &nbsp;&nbsp;&nbsp;&nbsp;Molson Coors Beverage <br>Co. |  |  |  |
|  | 5.000%, 05/01/42 |  | 7000 | &nbsp;&nbsp;6495732 |
| Morgan Stanley | Morgan Stanley | Morgan Stanley |  |  |
|  | 7.250%, 04/01/32 |  | 12990 | &nbsp;&nbsp;14902537 |
|  | 6.375%, 07/24/42 |  | 18888 | &nbsp;&nbsp;20925342 |
| Mosaic Co. | Mosaic Co. |  |  |  |
|  | 5.625%, 11/15/43 |  | 8500 | &nbsp;&nbsp;8197003 |
| Motorola Solutions, Inc. | Motorola Solutions, Inc. | Motorola Solutions, Inc. |  |  |
|  | 4.600%, 05/23/29 |  | 3500 | &nbsp;&nbsp;3542241 |
|  | 2.300%, 11/15/30 |  | 24944 | &nbsp;&nbsp;22639652 |
| MPLX LP | MPLX LP |  |  |  |
|  | 4.500%, 04/15/38 |  | 8200 | &nbsp;&nbsp;7470388 |
| National Fuel Gas Co. | National Fuel Gas Co. |  |  |  |
|  | 2.950%, 03/01/31 |  | 5000 | &nbsp;&nbsp;4575390 |
| &nbsp;&nbsp;&nbsp;&nbsp;National Rural Utilities <br>Cooperative Finance <br>Corp. | &nbsp;&nbsp;&nbsp;&nbsp;National Rural Utilities <br>Cooperative Finance <br>Corp. |  |  |  |
|  | 8.000%, 03/01/32 |  | 1129 | &nbsp;&nbsp;1342842 |
| NBCUniversal Media LLC | NBCUniversal Media LLC |  |  |  |
|  | 4.450%, 01/15/43 |  | 800 | &nbsp;&nbsp;680349 |
| Nestle Capital Corp. | Nestle Capital Corp. |  |  |  |
|  | 4.600%, 04/04/29 | AUD | 800 | &nbsp;&nbsp;553983 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Face**<br>**Amount^**<br>| **Value†** |
|  |  | **(000)** |  |
| UNITED STATES — (Continued) | UNITED STATES — (Continued) | UNITED STATES — (Continued) | UNITED STATES — (Continued) |
| Nestle Holdings, Inc. | Nestle Holdings, Inc. |  |  |
| Ω | 3.900%, 09/24/38 | 5800 | &nbsp;&nbsp;$5234875 |
| NetApp, Inc. | NetApp, Inc. |  |  |
|  | 2.700%, 06/22/30 | 3400 | &nbsp;&nbsp;3167691 |
| NewMarket Corp. | NewMarket Corp. |  |  |
|  | 2.700%, 03/18/31 | 4000 | &nbsp;&nbsp;3662543 |
| Newmont Corp. | Newmont Corp. |  |  |
|  | 5.875%, 04/01/35 | 400 | &nbsp;&nbsp;430301 |
|  | 5.450%, 06/09/44 | 600 | &nbsp;&nbsp;596134 |
| &nbsp;&nbsp;&nbsp;&nbsp;NextEra Energy Capital <br>Holdings, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;NextEra Energy Capital <br>Holdings, Inc. |  |  |
|  | 5.250%, 03/15/34 | 400 | &nbsp;&nbsp;409706 |
| NIKE, Inc. | NIKE, Inc. |  |  |
|  | 3.250%, 03/27/40 | 5000 | &nbsp;&nbsp;4023855 |
| Northern Trust Corp. | Northern Trust Corp. |  |  |
|  | 1.950%, 05/01/30 | 19370 | &nbsp;&nbsp;17737965 |
| NOV, Inc. | NOV, Inc. |  |  |
|  | 3.950%, 12/01/42 | 10000 | &nbsp;&nbsp;7883039 |
| Nucor Corp. | Nucor Corp. |  |  |
| # | 3.125%, 04/01/32 | 4340 | &nbsp;&nbsp;4038729 |
| &nbsp;&nbsp;&nbsp;&nbsp;Oklahoma Gas & Electric <br>Co. | &nbsp;&nbsp;&nbsp;&nbsp;Oklahoma Gas & Electric <br>Co. |  |  |
|  | 5.400%, 01/15/33 | 4200 | &nbsp;&nbsp;4379189 |
| Omnicom Group, Inc. | Omnicom Group, Inc. |  |  |
|  | 4.200%, 06/01/30 | 11055 | &nbsp;&nbsp;10993156 |
| ONE Gas, Inc. | ONE Gas, Inc. |  |  |
|  | 4.250%, 09/01/32 | 4300 | &nbsp;&nbsp;4236631 |
|  | 4.658%, 02/01/44 | 400 | &nbsp;&nbsp;355412 |
| ONEOK Partners LP | ONEOK Partners LP |  |  |
|  | 6.850%, 10/15/37 | 400 | &nbsp;&nbsp;443272 |
|  | 6.125%, 02/01/41 | 1500 | &nbsp;&nbsp;1552429 |
| Oracle Corp. | Oracle Corp. |  |  |
|  | 3.600%, 04/01/40 | 17100 | &nbsp;&nbsp;12629961 |
|  | 5.375%, 07/15/40 | 14200 | &nbsp;&nbsp;12796243 |
|  | 3.650%, 03/25/41 | 21500 | &nbsp;&nbsp;15688577 |
|  | 4.500%, 07/08/44 | 400 | &nbsp;&nbsp;303377 |
| Ovintiv, Inc. | Ovintiv, Inc. |  |  |
|  | 6.500%, 02/01/38 | 3770 | &nbsp;&nbsp;3980005 |
| Owens Corning | Owens Corning |  |  |
|  | 3.875%, 06/01/30 | 8726 | &nbsp;&nbsp;8560291 |
| PepsiCo, Inc. | PepsiCo, Inc. |  |  |
|  | 4.875%, 11/01/40 | 400 | &nbsp;&nbsp;391430 |
| &nbsp;&nbsp;&nbsp;&nbsp;Pfizer Investment <br>Enterprises Pte. Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;Pfizer Investment <br>Enterprises Pte. Ltd. |  |  |
|  | 5.110%, 05/19/43 | 14800 | &nbsp;&nbsp;14223203 |
| Pfizer, Inc. | Pfizer, Inc. |  |  |
|  | 3.900%, 03/15/39 | 7772 | &nbsp;&nbsp;6864259 |
|  | 7.200%, 03/15/39 | 4570 | &nbsp;&nbsp;5436085 |
|  | 2.550%, 05/28/40 | 8500 | &nbsp;&nbsp;6236321 |
|  | 5.600%, 09/15/40 | 400 | &nbsp;&nbsp;416596 |
|  | 4.300%, 06/15/43 | 107 | &nbsp;&nbsp;93468 |
| Philip Morris International, Inc. | Philip Morris International, Inc. |  |  |
|  | 3.375%, 08/15/29 | 5200 | &nbsp;&nbsp;5082454 |
|  | 2.100%, 05/01/30 | 6950 | &nbsp;&nbsp;6371594 |
|  | 5.625%, 09/07/33 | 9500 | &nbsp;&nbsp;10052060 |
|  | 6.375%, 05/16/38 | 7400 | &nbsp;&nbsp;8200157 |
|  | 4.375%, 11/15/41 | 8315 | &nbsp;&nbsp;7384711 |

---

------

**DFA Investment Grade Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Face**<br>**Amount^**<br>| **Value†** |
|  |  | **(000)** |  |
| UNITED STATES — (Continued) | UNITED STATES — (Continued) | UNITED STATES — (Continued) | UNITED STATES — (Continued) |
|  | 4.500%, 03/20/42 | 800 | &nbsp;&nbsp;$715429 |
|  | 3.875%, 08/21/42 | 10095 | &nbsp;&nbsp;8319506 |
|  | 4.125%, 03/04/43 | 7308 | &nbsp;&nbsp;6212349 |
|  | 4.875%, 11/15/43 | 400 | &nbsp;&nbsp;369479 |
|  | 4.250%, 11/10/44 | 1200 | &nbsp;&nbsp;1019804 |
| Phillips 66 | Phillips 66 |  |  |
|  | 5.875%, 05/01/42 | 5486 | &nbsp;&nbsp;5525659 |
|  | 4.875%, 11/15/44 | 5400 | &nbsp;&nbsp;4766748 |
| &nbsp;&nbsp;&nbsp;&nbsp;Plains All American <br>Pipeline LP/PAA Finance <br>Corp. | &nbsp;&nbsp;&nbsp;&nbsp;Plains All American <br>Pipeline LP/PAA Finance <br>Corp. |  |  |
|  | 6.700%, 05/15/36 | 200 | &nbsp;&nbsp;216931 |
|  | 5.150%, 06/01/42 | 15148 | &nbsp;&nbsp;13977865 |
|  | 4.300%, 01/31/43 | 8941 | &nbsp;&nbsp;7398995 |
|  | 4.700%, 06/15/44 | 8500 | &nbsp;&nbsp;7284428 |
|  | 4.900%, 02/15/45 | 173 | &nbsp;&nbsp;152575 |
| PPG Industries, Inc. | PPG Industries, Inc. |  |  |
|  | 2.550%, 06/15/30 | 7901 | &nbsp;&nbsp;7363784 |
| Precision Castparts Corp. | Precision Castparts Corp. |  |  |
|  | 3.900%, 01/15/43 | 3000 | &nbsp;&nbsp;2507047 |
| Primerica, Inc. | Primerica, Inc. |  |  |
|  | 2.800%, 11/19/31 | 15500 | &nbsp;&nbsp;14090740 |
| &nbsp;&nbsp;&nbsp;&nbsp;Principal Financial Group, <br>Inc. | &nbsp;&nbsp;&nbsp;&nbsp;Principal Financial Group, <br>Inc. |  |  |
|  | 6.050%, 10/15/36 | 3400 | &nbsp;&nbsp;3688270 |
| Progress Energy, Inc. | Progress Energy, Inc. |  |  |
|  | 7.750%, 03/01/31 | 2000 | &nbsp;&nbsp;2287694 |
| Progressive Corp. | Progressive Corp. |  |  |
|  | 3.000%, 03/15/32 | 13100 | &nbsp;&nbsp;12084064 |
| Prologis LP | Prologis LP |  |  |
|  | 5.125%, 01/15/34 | 5063 | &nbsp;&nbsp;5176535 |
| Prudential Financial, Inc. | Prudential Financial, Inc. |  |  |
|  | 6.625%, 12/01/37 | 2400 | &nbsp;&nbsp;2718160 |
|  | 3.000%, 03/10/40 | 19750 | &nbsp;&nbsp;15361417 |
|  | 6.625%, 06/21/40 | 2620 | &nbsp;&nbsp;2965265 |
| &nbsp;&nbsp;&nbsp;&nbsp;Public Service Enterprise <br>Group, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;Public Service Enterprise <br>Group, Inc. |  |  |
|  | 8.625%, 04/15/31 | 1000 | &nbsp;&nbsp;1151128 |
| PulteGroup, Inc. | PulteGroup, Inc. |  |  |
|  | 7.875%, 06/15/32 | 3895 | &nbsp;&nbsp;4563001 |
|  | 6.375%, 05/15/33 | 11000 | &nbsp;&nbsp;12053005 |
|  | 6.000%, 02/15/35 | 6449 | &nbsp;&nbsp;6907093 |
| QUALCOMM, Inc. | QUALCOMM, Inc. |  |  |
| # | 1.650%, 05/20/32 | 9643 | &nbsp;&nbsp;8226591 |
| Realty Income Corp. | Realty Income Corp. |  |  |
|  | 2.700%, 02/15/32 | 13491 | &nbsp;&nbsp;12218871 |
|  | 2.850%, 12/15/32 | 7577 | &nbsp;&nbsp;6801450 |
|  | 1.800%, 03/15/33 | 1300 | &nbsp;&nbsp;1080610 |
|  | 4.900%, 07/15/33 | 4500 | &nbsp;&nbsp;4550720 |
| &nbsp;&nbsp;&nbsp;&nbsp;Reinsurance Group of America, <br>Inc. | &nbsp;&nbsp;&nbsp;&nbsp;Reinsurance Group of America, <br>Inc. |  |  |
|  | 3.950%, 09/15/26 | 6789 | &nbsp;&nbsp;6790339 |
| # | 3.900%, 05/15/29 | 4225 | &nbsp;&nbsp;4189875 |
|  | 3.150%, 06/15/30 | 15455 | &nbsp;&nbsp;14664399 |
| Revvity, Inc. | Revvity, Inc. |  |  |
|  | 3.300%, 09/15/29 | 800 | &nbsp;&nbsp;772468 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Face**<br>**Amount^**<br>| **Value†** |
|  |  | **(000)** |  |
| UNITED STATES — (Continued) | UNITED STATES — (Continued) | UNITED STATES — (Continued) | UNITED STATES — (Continued) |
| Roche Holdings, Inc. | Roche Holdings, Inc. |  |  |
| Ω | 2.076%, 12/13/31 | 5000 | &nbsp;&nbsp;$4445945 |
| Ω | 5.593%, 11/13/33 | 10000 | &nbsp;&nbsp;10674630 |
| Royalty Pharma PLC | Royalty Pharma PLC |  |  |
|  | 2.200%, 09/02/30 | 9500 | &nbsp;&nbsp;8641564 |
|  | 3.300%, 09/02/40 | 68617 | &nbsp;&nbsp;53322599 |
| Sempra | Sempra |  |  |
|  | 6.000%, 10/15/39 | 400 | &nbsp;&nbsp;413935 |
| Shell Finance U.S., Inc. | Shell Finance U.S., Inc. |  |  |
| Ω | 6.375%, 12/15/38 | 20800 | &nbsp;&nbsp;23219799 |
| Ω | 5.500%, 03/25/40 | 3000 | &nbsp;&nbsp;3062379 |
|  | 4.550%, 08/12/43 | 5000 | &nbsp;&nbsp;4478458 |
| &nbsp;&nbsp;&nbsp;&nbsp;Shell International Finance <br>BV | &nbsp;&nbsp;&nbsp;&nbsp;Shell International Finance <br>BV |  |  |
|  | 2.875%, 11/26/41 | 3200 | &nbsp;&nbsp;2349518 |
| Sherwin-Williams Co. | Sherwin-Williams Co. |  |  |
| # | 2.950%, 08/15/29 | 4300 | &nbsp;&nbsp;4136026 |
| Simon Property Group LP | Simon Property Group LP |  |  |
|  | 2.650%, 07/15/30 | 18576 | &nbsp;&nbsp;17406452 |
|  | 2.200%, 02/01/31 | 12148 | &nbsp;&nbsp;10987775 |
|  | 2.250%, 01/15/32 | 1877 | &nbsp;&nbsp;1658072 |
|  | 5.500%, 03/08/33 | 4050 | &nbsp;&nbsp;4252033 |
|  | 6.750%, 02/01/40 | 4515 | &nbsp;&nbsp;5171691 |
|  | 4.750%, 03/15/42 | 4370 | &nbsp;&nbsp;4027536 |
| Southern Co. Gas Capital Corp. | Southern Co. Gas Capital Corp. |  |  |
|  | 5.875%, 03/15/41 | 5642 | &nbsp;&nbsp;5832071 |
|  | 4.400%, 06/01/43 | 6897 | &nbsp;&nbsp;5926038 |
| Southern Power Co. | Southern Power Co. |  |  |
|  | 5.150%, 09/15/41 | 1500 | &nbsp;&nbsp;1448598 |
| Southwest Gas Corp. | Southwest Gas Corp. |  |  |
|  | 3.700%, 04/01/28 | 2500 | &nbsp;&nbsp;2482735 |
|  | 2.200%, 06/15/30 | 12700 | &nbsp;&nbsp;11600479 |
| Stanley Black & Decker, Inc. | Stanley Black & Decker, Inc. |  |  |
|  | 2.300%, 03/15/30 | 2150 | &nbsp;&nbsp;1977832 |
|  | 3.000%, 05/15/32 | 400 | &nbsp;&nbsp;363506 |
|  | 5.200%, 09/01/40 | 800 | &nbsp;&nbsp;774417 |
| Steel Dynamics, Inc. | Steel Dynamics, Inc. |  |  |
|  | 3.250%, 01/15/31 | 19725 | &nbsp;&nbsp;18698888 |
| Sutter Health | Sutter Health |  |  |
|  | 3.161%, 08/15/40 | 2000 | &nbsp;&nbsp;1573247 |
| Tapestry, Inc. | Tapestry, Inc. |  |  |
|  | 5.500%, 03/11/35 | 8000 | &nbsp;&nbsp;8160916 |
| Targa Resources Corp. | Targa Resources Corp. |  |  |
|  | 4.200%, 02/01/33 | 2500 | &nbsp;&nbsp;2391588 |
| Target Corp. | Target Corp. |  |  |
|  | 4.000%, 07/01/42 | 2100 | &nbsp;&nbsp;1775547 |
| Texas Instruments, Inc. | Texas Instruments, Inc. |  |  |
|  | 4.900%, 03/14/33 | 12500 | &nbsp;&nbsp;12886636 |
|  | 3.875%, 03/15/39 | 5790 | &nbsp;&nbsp;5149587 |
| Textron, Inc. | Textron, Inc. |  |  |
|  | 2.450%, 03/15/31 | 14320 | &nbsp;&nbsp;12990582 |
| Thermo Fisher Scientific, Inc. | Thermo Fisher Scientific, Inc. |  |  |
|  | 2.800%, 10/15/41 | 2400 | &nbsp;&nbsp;1771023 |
|  | 5.404%, 08/10/43 | 7500 | &nbsp;&nbsp;7517242 |
| T-Mobile USA, Inc. | T-Mobile USA, Inc. |  |  |
|  | 4.375%, 04/15/40 | 7500 | &nbsp;&nbsp;6701559 |

---

------

**DFA Investment Grade Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Face**<br>**Amount^**<br>| **Value†** |
|  |  | **(000)** |  |
| UNITED STATES — (Continued) | UNITED STATES — (Continued) | UNITED STATES — (Continued) | UNITED STATES — (Continued) |
| Travelers Cos., Inc. | Travelers Cos., Inc. |  |  |
|  | 5.350%, 11/01/40 | 2619 | &nbsp;&nbsp;$2651329 |
| &nbsp;&nbsp;&nbsp;&nbsp;TWDC Enterprises 18 <br>Corp. | &nbsp;&nbsp;&nbsp;&nbsp;TWDC Enterprises 18 <br>Corp. |  |  |
|  | 4.375%, 08/16/41 | 7500 | &nbsp;&nbsp;6718769 |
| Union Pacific Corp. | Union Pacific Corp. |  |  |
|  | 2.891%, 04/06/36 | 2350 | &nbsp;&nbsp;1987513 |
|  | 4.375%, 09/10/38 | 1100 | &nbsp;&nbsp;1061017 |
|  | 3.550%, 08/15/39 | 10100 | &nbsp;&nbsp;8599471 |
|  | 3.200%, 05/20/41 | 14400 | &nbsp;&nbsp;11291599 |
| United Parcel Service, Inc. | United Parcel Service, Inc. |  |  |
|  | 5.200%, 04/01/40 | 800 | &nbsp;&nbsp;806483 |
|  | 4.875%, 11/15/40 | 8011 | &nbsp;&nbsp;7725466 |
| UnitedHealth Group, Inc. | UnitedHealth Group, Inc. |  |  |
|  | 4.200%, 05/15/32 | 17300 | &nbsp;&nbsp;17021992 |
|  | 6.875%, 02/15/38 | 350 | &nbsp;&nbsp;400748 |
|  | 3.500%, 08/15/39 | 16438 | &nbsp;&nbsp;13573863 |
|  | 2.750%, 05/15/40 | 14200 | &nbsp;&nbsp;10494370 |
|  | 5.700%, 10/15/40 | 2400 | &nbsp;&nbsp;2465833 |
|  | 5.950%, 02/15/41 | 1400 | &nbsp;&nbsp;1460740 |
|  | 3.050%, 05/15/41 | 28569 | &nbsp;&nbsp;21494101 |
|  | 4.625%, 11/15/41 | 3400 | &nbsp;&nbsp;3072207 |
|  | 3.950%, 10/15/42 | 4000 | &nbsp;&nbsp;3293919 |
|  | 5.500%, 07/15/44 | 18070 | &nbsp;&nbsp;17765281 |
| Unum Group | Unum Group |  |  |
|  | 4.000%, 06/15/29 | 10963 | &nbsp;&nbsp;10852431 |
| Ω | 4.046%, 08/15/41 | 6800 | &nbsp;&nbsp;5612554 |
|  | 5.750%, 08/15/42 | 3000 | &nbsp;&nbsp;2992960 |
| Utah Acquisition Sub, Inc. | Utah Acquisition Sub, Inc. |  |  |
|  | 3.950%, 06/15/26 | 1158 | &nbsp;&nbsp;1156898 |
| Valero Energy Corp. | Valero Energy Corp. |  |  |
|  | 7.500%, 04/15/32 | 580 | &nbsp;&nbsp;666372 |
| Ventas Realty LP | Ventas Realty LP |  |  |
|  | 3.000%, 01/15/30 | 1100 | &nbsp;&nbsp;1046952 |
| VeriSign, Inc. | VeriSign, Inc. |  |  |
|  | 2.700%, 06/15/31 | 4606 | &nbsp;&nbsp;4190819 |
| Verizon Communications, Inc. | Verizon Communications, Inc. |  |  |
|  | 2.355%, 03/15/32 | 1483 | &nbsp;&nbsp;1307433 |
|  | 4.272%, 01/15/36 | 600 | &nbsp;&nbsp;562323 |
|  | 4.812%, 03/15/39 | 12910 | &nbsp;&nbsp;12229867 |
|  | 2.650%, 11/20/40 | 14850 | &nbsp;&nbsp;10581545 |
|  | 3.400%, 03/22/41 | 43850 | &nbsp;&nbsp;34169743 |
|  | 2.850%, 09/03/41 | 5166 | &nbsp;&nbsp;3716614 |
|  | 3.850%, 11/01/42 | 3190 | &nbsp;&nbsp;2550906 |
|  | 6.550%, 09/15/43 | 800 | &nbsp;&nbsp;876047 |
| Virginia Electric & Power Co. | Virginia Electric & Power Co. |  |  |
|  | 4.000%, 01/15/43 | 7900 | &nbsp;&nbsp;6506148 |
|  | 4.650%, 08/15/43 | 700 | &nbsp;&nbsp;625275 |
|  | 4.450%, 02/15/44 | 400 | &nbsp;&nbsp;346483 |
| Visa, Inc. | Visa, Inc. |  |  |
| # | 2.050%, 04/15/30 | 48659 | &nbsp;&nbsp;45124104 |
|  | 2.700%, 04/15/40 | 3300 | &nbsp;&nbsp;2528505 |
| Voya Financial, Inc. | Voya Financial, Inc. |  |  |
|  | 5.700%, 07/15/43 | 913 | &nbsp;&nbsp;910041 |
| Walmart, Inc. | Walmart, Inc. |  |  |
|  | 5.625%, 04/01/40 | 6000 | &nbsp;&nbsp;6393031 |
|  | 5.000%, 10/25/40 | 7200 | &nbsp;&nbsp;7286371 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Face**<br>**Amount^**<br>| **Value†** |
|  |  | **(000)** |  |
| UNITED STATES — (Continued) | UNITED STATES — (Continued) | UNITED STATES — (Continued) | UNITED STATES — (Continued) |
| Walt Disney Co. | Walt Disney Co. |  |  |
| # | 4.625%, 03/23/40 | 5000 | &nbsp;&nbsp;$4762529 |
|  | 3.500%, 05/13/40 | 32131 | &nbsp;&nbsp;26754583 |
|  | 6.150%, 02/15/41 | 800 | &nbsp;&nbsp;863929 |
|  | 5.400%, 10/01/43 | 5750 | &nbsp;&nbsp;5755515 |
|  | 4.750%, 09/15/44 | 400 | &nbsp;&nbsp;365548 |
| &nbsp;&nbsp;&nbsp;&nbsp;Wells Fargo Bank NA, <br>SOFR + 1.070%, FRN | &nbsp;&nbsp;&nbsp;&nbsp;Wells Fargo Bank NA, <br>SOFR + 1.070%, FRN |  |  |
| (r) | 4.760%, 12/11/26 | 840 | &nbsp;&nbsp;845479 |
| Welltower OP LLC | Welltower OP LLC |  |  |
|  | 4.125%, 03/15/29 | 1150 | &nbsp;&nbsp;1153345 |
|  | 2.750%, 01/15/31 | 16596 | &nbsp;&nbsp;15438357 |
|  | 2.750%, 01/15/32 | 2600 | &nbsp;&nbsp;2367935 |
|  | 6.500%, 03/15/41 | 1903 | &nbsp;&nbsp;2132909 |
| Western Union Co. | Western Union Co. |  |  |
| # | 6.200%, 11/17/36 | 400 | &nbsp;&nbsp;417641 |
| Westlake Corp. | Westlake Corp. |  |  |
|  | 3.375%, 06/15/30 | 11285 | &nbsp;&nbsp;10810902 |
| WestRock MWV LLC | WestRock MWV LLC |  |  |
|  | 8.200%, 01/15/30 | 18867 | &nbsp;&nbsp;21431636 |
| Weyerhaeuser Co. | Weyerhaeuser Co. |  |  |
|  | 7.375%, 03/15/32 | 813 | &nbsp;&nbsp;925249 |
| Williams Cos., Inc. | Williams Cos., Inc. |  |  |
|  | 3.500%, 11/15/30 | 13100 | &nbsp;&nbsp;12581577 |
|  | 6.300%, 04/15/40 | 21000 | &nbsp;&nbsp;22615686 |
|  | 5.800%, 11/15/43 | 400 | &nbsp;&nbsp;397361 |
| WP Carey, Inc. | WP Carey, Inc. |  |  |
|  | 2.400%, 02/01/31 | 1800 | &nbsp;&nbsp;1626116 |
|  | 2.450%, 02/01/32 | 9800 | &nbsp;&nbsp;8662393 |
| WRKCo, Inc. | WRKCo, Inc. |  |  |
| # | 3.000%, 06/15/33 | 19205 | &nbsp;&nbsp;17116972 |
| Zoetis, Inc. | Zoetis, Inc. |  |  |
|  | 4.700%, 02/01/43 | 1200 | &nbsp;&nbsp;1097648 |
| TOTAL UNITED STATES | TOTAL UNITED STATES |  | &nbsp;&nbsp;3913384317 |
| TOTAL BONDS | TOTAL BONDS |  | &nbsp;&nbsp;5961588674 |
| U.S. TREASURY OBLIGATIONS — (38.9%) | U.S. TREASURY OBLIGATIONS — (38.9%) | U.S. TREASURY OBLIGATIONS — (38.9%) | U.S. TREASURY OBLIGATIONS — (38.9%) |
| U.S. Treasury Bills | U.S. Treasury Bills |  |  |
| ∞ | 3.587%, 02/24/26  | 40000 | &nbsp;&nbsp;39911430 |
| U.S. Treasury Bonds | U.S. Treasury Bonds |  |  |
|  | 6.000%, 02/15/26  | 25000 | &nbsp;&nbsp;25019188 |
|  | 6.125%, 08/15/29  | 25000 | &nbsp;&nbsp;27015625 |
|  | 6.250%, 05/15/30  | 67000 | &nbsp;&nbsp;73566523 |
|  | 4.625%, 02/15/40  | 4000 | &nbsp;&nbsp;4024844 |
|  | 1.125%, 05/15/40  | 184000 | &nbsp;&nbsp;116257813 |
|  | 4.375%, 05/15/40  | 18500 | &nbsp;&nbsp;18108320 |
|  | 1.125%, 08/15/40  | 195000 | &nbsp;&nbsp;121974023 |
|  | 3.875%, 08/15/40  | 25000 | &nbsp;&nbsp;23067383 |
|  | 1.375%, 11/15/40  | 172000 | &nbsp;&nbsp;111262500 |
|  | 1.875%, 02/15/41  | 147000 | &nbsp;&nbsp;102337266 |
|  | 1.750%, 08/15/41  | 160000 | &nbsp;&nbsp;107606250 |
|  | 2.000%, 11/15/41  | 146000 | &nbsp;&nbsp;101561250 |
|  | 2.375%, 02/15/42  | 135000 | &nbsp;&nbsp;99019336 |
|  | 2.750%, 08/15/42  | 123000 | &nbsp;&nbsp;94700391 |
|  | 2.750%, 11/15/42  | 120000 | &nbsp;&nbsp;91907813 |
|  | 3.125%, 02/15/43  | 114000 | &nbsp;&nbsp;91970390 |

---

------

**DFA Investment Grade Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Face**<br>**Amount^**<br>| **Value†** |
|  |  | **(000)** |  |
|  | 2.875%, 05/15/43  | 130000 | &nbsp;&nbsp;$100638281 |
|  | 3.625%, 08/15/43  | 60000 | &nbsp;&nbsp;51653906 |
|  | 3.625%, 02/15/44  | 110000 | &nbsp;&nbsp;94217578 |
|  | 3.375%, 05/15/44  | 126000 | &nbsp;&nbsp;103782657 |
|  | 3.125%, 08/15/44  | 130000 | &nbsp;&nbsp;102694922 |
|  | 3.000%, 11/15/44  | 90000 | &nbsp;&nbsp;69437110 |
|  | 2.500%, 02/15/45  | 148000 | &nbsp;&nbsp;104525000 |
|  | 3.000%, 05/15/45  | 90000 | &nbsp;&nbsp;69039844 |
|  | 2.875%, 08/15/45  | 115000 | &nbsp;&nbsp;86052344 |
| U.S. Treasury Notes | U.S. Treasury Notes |  |  |
|  | 4.625%, 02/28/26  | 25000 | &nbsp;&nbsp;25014593 |
| #(r) | &nbsp;&nbsp;&nbsp;&nbsp;3M USTMMR + <br>0.150%, FRN, <br>3.763%, 04/30/26 <br>| 188000 | &nbsp;&nbsp;188043550 |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp;3M USTMMR + <br>0.182%, FRN, <br>3.795%, 07/31/26 <br>| 195000 | &nbsp;&nbsp;195109475 |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp;3M USTMMR + <br>0.205%, FRN, <br>3.818%, 10/31/26 <br>| 170000 | &nbsp;&nbsp;170175836 |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp;3M USTMMR + <br>0.098%, FRN, <br>3.711%, 01/31/27 <br>| 178000 | &nbsp;&nbsp;178065977 |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp;3M USTMMR + <br>0.160%, FRN, <br>3.773%, 04/30/27 <br>| 174000 | &nbsp;&nbsp;174218132 |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp;3M USTMMR + <br>0.190%, FRN, <br>3.803%, 10/31/27 <br>| 40000 | &nbsp;&nbsp;40067817 |
|  | 2.625%, 02/15/29  | 25000 | &nbsp;&nbsp;24291016 |
|  | 2.375%, 03/31/29  | 10000 | &nbsp;&nbsp;9627344 |
|  | 3.875%, 12/31/29  | 20000 | &nbsp;&nbsp;20117969 |
|  | 3.500%, 01/31/30  | 25000 | &nbsp;&nbsp;24799805 |
|  | 3.625%, 03/31/30  | 20000 | &nbsp;&nbsp;19912500 |
|  | 3.500%, 04/30/30  | 25000 | &nbsp;&nbsp;24763672 |
|  | 3.875%, 04/30/30  | 20000 | &nbsp;&nbsp;20100000 |
|  | 3.750%, 05/31/30  | 19000 | &nbsp;&nbsp;18996289 |
|  | 3.750%, 06/30/30  | 19000 | &nbsp;&nbsp;18994805 |
|  | 4.000%, 07/31/30  | 25000 | &nbsp;&nbsp;25243164 |
|  | 4.125%, 08/31/30  | 65000 | &nbsp;&nbsp;65929297 |
|  | 4.625%, 09/30/30  | 65000 | &nbsp;&nbsp;67315625 |
|  | 4.875%, 10/31/30  | 25000 | &nbsp;&nbsp;26172851 |
|  | 3.500%, 11/30/30  | 24000 | &nbsp;&nbsp;23690625 |
|  | 4.375%, 11/30/30  | 25000 | &nbsp;&nbsp;25629883 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Face**<br>**Amount^**<br>| **Value†** |
|  |  | **(000)** |  |
|  | 4.250%, 02/28/31  | 25000 | &nbsp;&nbsp;$25490234 |
|  | 4.625%, 05/31/31  | 10000 | &nbsp;&nbsp;10370703 |
|  | 1.250%, 08/15/31  | 60000 | &nbsp;&nbsp;52178906 |
|  | 1.375%, 11/15/31  | 50000 | &nbsp;&nbsp;43470703 |
|  | 4.375%, 01/31/32  | 30000 | &nbsp;&nbsp;30705469 |
|  | 1.875%, 02/15/32  | 105000 | &nbsp;&nbsp;93408985 |
|  | 4.125%, 02/29/32  | 60000 | &nbsp;&nbsp;60583594 |
|  | 2.875%, 05/15/32  | 95000 | &nbsp;&nbsp;89266602 |
|  | 4.125%, 05/31/32  | 55000 | &nbsp;&nbsp;55470508 |
|  | 4.000%, 06/30/32  | 55000 | &nbsp;&nbsp;55079492 |
|  | 4.000%, 07/31/32  | 30000 | &nbsp;&nbsp;30026953 |
|  | 2.750%, 08/15/32  | 120000 | &nbsp;&nbsp;111473437 |
|  | 3.875%, 08/31/32  | 55000 | &nbsp;&nbsp;54617578 |
|  | 3.875%, 09/30/32  | 25000 | &nbsp;&nbsp;24813476 |
|  | 3.750%, 10/31/32  | 35000 | &nbsp;&nbsp;34455859 |
|  | 4.125%, 11/15/32  | 80000 | &nbsp;&nbsp;80534375 |
|  | 3.750%, 11/30/32  | 25000 | &nbsp;&nbsp;24597656 |
|  | 3.875%, 12/31/32  | 20000 | &nbsp;&nbsp;19821875 |
|  | 3.500%, 02/15/33  | 80000 | &nbsp;&nbsp;77381250 |
|  | 3.375%, 05/15/33  | 105000 | &nbsp;&nbsp;100488281 |
|  | 3.875%, 08/15/33  | 85000 | &nbsp;&nbsp;83881055 |
|  | 4.500%, 11/15/33  | 85000 | &nbsp;&nbsp;87271094 |
|  | 4.000%, 02/15/34  | 35000 | &nbsp;&nbsp;34710156 |
|  | 4.375%, 05/15/34  | 25000 | &nbsp;&nbsp;25406250 |
| U.S.Treasury Notes | U.S.Treasury Notes |  |  |
| (r) | &nbsp;&nbsp;&nbsp;&nbsp;3M USTMMR + <br>0.159%, FRN, <br>3.772%, 07/31/27 <br>| 170000 | &nbsp;&nbsp;170202183 |
| &nbsp;&nbsp;&nbsp;&nbsp;TOTAL U.S. TREASURY <br>OBLIGATIONS | &nbsp;&nbsp;&nbsp;&nbsp;TOTAL U.S. TREASURY <br>OBLIGATIONS |  | &nbsp;&nbsp;4893338886 |
| &nbsp;&nbsp;&nbsp;&nbsp;TOTAL INVESTMENT <br>SECURITIES<br>(Cost $12,607,866,105) | &nbsp;&nbsp;&nbsp;&nbsp;TOTAL INVESTMENT <br>SECURITIES<br>(Cost $12,607,866,105) |  | &nbsp;&nbsp;12276807260 |

---

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

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** |  |
| SECURITIES LENDING COLLATERAL — (2.4%) | SECURITIES LENDING COLLATERAL — (2.4%) | SECURITIES LENDING COLLATERAL — (2.4%) | SECURITIES LENDING COLLATERAL — (2.4%) |
| @§ | &nbsp;&nbsp;&nbsp;&nbsp;The DFA Short Term <br>Investment Fund<br>| 26636772 | &nbsp;&nbsp;308107542 |
| TOTAL INVESTMENTS — (100.0%) | TOTAL INVESTMENTS — (100.0%) | TOTAL INVESTMENTS — (100.0%) |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(Cost <br>$12,915,973,133)^^ | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(Cost <br>$12,915,973,133)^^ |  | &nbsp;&nbsp;$12584914802 |

---

As of January 31, 2026, DFA Investment Grade 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 | 117875738 | NZD | 195095875 | HSBC Bank | 03/02/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$290569 |
| USD | 36598093 | EUR | 30534034 | UBS AG | 04/07/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;297110 |

---

------

**DFA Investment Grade Portfolio**

**CONTINUED**

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| **Currency Purchased** | **Currency Purchased** | **Currency Sold** | **Currency Sold** | **Counterparty** | **Settlement**<br>**Date**<br>| **Unrealized**<br>**Foreign**<br>**Exchange**<br>**Appreciation**<br>**(Depreciation)**<br>|
| USD | 56218971 | EUR | 46746211 | Australia and New Zealand Bank | 04/30/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$584422 |
| **Total Appreciation** | **Total Appreciation** | **Total Appreciation** | **Total Appreciation** |  |  | &nbsp;&nbsp;&nbsp;&nbsp;**$1172101** |
| USD | 35971977 | EUR | 30534034 | Societe Generale | 02/02/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$(221526)<br>|
| EUR | 30534034 | USD | 36488171 | UBS AG | 02/02/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(294667)<br>|
| USD | 64305246 | NZD | 110739315 | Australia and New Zealand Bank | 02/04/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(2373382)<br>|
| USD | 69528106 | AUD | 104003497 | Australia and New Zealand Bank | 02/06/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(2894396)<br>|
| USD | 71949039 | AUD | 106874743 | Australia and New Zealand Bank | 02/09/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(2472479)<br>|
| USD | 78526091 | EUR | 67095649 | Citibank, N.A. | 02/09/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1028020)<br>|
| USD | 25992272 | NZD | 44636064 | Australia and New Zealand Bank | 02/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(897124)<br>|
| USD | 69031129 | AUD | 103290455 | Australia and New Zealand Bank | 02/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(2893550)<br>|
| USD | 70751317 | AUD | 104596107 | Bank of New York Mellon | 02/23/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(2081814)<br>|
| USD | 1269086 | NZD | 2186675 | State Street Bank and Trust | 03/09/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(49173)<br>|
| USD | 18281655 | CAD | 25181806 | Societe Generale | 03/10/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(240192)<br>|
| USD | 76040861 | AUD | 114158240 | Australia and New Zealand Bank | 03/13/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(3446503)<br>|
| USD | 146266864 | NZD | 250756595 | Australia and New Zealand Bank | 03/13/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(4926493)<br>|
| USD | 84465838 | JPY | 13324824661 | Australia and New Zealand Bank | 03/27/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(2018703)<br>|
| USD | 73107089 | EUR | 62283410 | Australia and New Zealand Bank | 03/27/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(901488)<br>|
| **Total (Depreciation)** | **Total (Depreciation)** | **Total (Depreciation)** | **Total (Depreciation)** |  |  | &nbsp;&nbsp;&nbsp;&nbsp;**$(26739510)**<br>|
| **Total Appreciation**<br>**(Depreciation)** | **Total Appreciation**<br>**(Depreciation)** | **Total Appreciation**<br>**(Depreciation)** | **Total Appreciation**<br>**(Depreciation)** |  |  | &nbsp;&nbsp;&nbsp;&nbsp;**$(25567409)**<br>|

---

As of January 31, 2026, the value of Rule 144A securities amounted to $434,081,017 or 3.4% of net assets.

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

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** |
|  | **Level 1** | **Level 2** | **Level 3** | **Total** |
| **Assets** |  |  |  |  |
| Agency Obligations | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;$1421879700 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;$1421879700 |
| Bonds |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Australia | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;550732826 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;550732826 |
| &nbsp;&nbsp;&nbsp;&nbsp;Belgium | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;18131784 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;18131784 |
| &nbsp;&nbsp;&nbsp;&nbsp;Canada | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;248477561 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;248477561 |
| &nbsp;&nbsp;&nbsp;&nbsp;Denmark | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;22645689 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;22645689 |
| &nbsp;&nbsp;&nbsp;&nbsp;Finland | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;8405642 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;8405642 |
| &nbsp;&nbsp;&nbsp;&nbsp;France | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;27640731 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;27640731 |
| &nbsp;&nbsp;&nbsp;&nbsp;Germany | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;81891211 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;81891211 |
| &nbsp;&nbsp;&nbsp;&nbsp;Hong Kong | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;3345626 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;3345626 |
| &nbsp;&nbsp;&nbsp;&nbsp;Ireland | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;2295659 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;2295659 |
| &nbsp;&nbsp;&nbsp;&nbsp;Italy | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;33365997 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;33365997 |
| &nbsp;&nbsp;&nbsp;&nbsp;Japan | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;182074181 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;182074181 |
| &nbsp;&nbsp;&nbsp;&nbsp;Luxembourg | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;45352251 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;45352251 |
| &nbsp;&nbsp;&nbsp;&nbsp;Netherlands | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;108822094 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;108822094 |
| &nbsp;&nbsp;&nbsp;&nbsp;New Zealand | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;358004667 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;358004667 |
| &nbsp;&nbsp;&nbsp;&nbsp;Norway | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;592209 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;592209 |
| &nbsp;&nbsp;&nbsp;&nbsp;Singapore | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;9223327 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;9223327 |
| &nbsp;&nbsp;&nbsp;&nbsp;Spain | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;32955567 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;32955567 |
| &nbsp;&nbsp;&nbsp;&nbsp;Supranational Organization Obligations | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;195940799 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;195940799 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sweden | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;7328829 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;7328829 |
| &nbsp;&nbsp;&nbsp;&nbsp;United Kingdom | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;110977707 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;110977707 |

---

------

**DFA Investment Grade 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;United States | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;$3913384317 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;$3913384317 |
| U.S. Treasury Obligations | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;4893338886 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;4893338886 |
| Securities Lending Collateral | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;308107542 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;308107542 |
| Total Investments in Securities | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;$12584914802 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;$12584914802 |
| **Financial Instruments** | **Financial Instruments** |  |  |  |
| **Assets** |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Forward Currency Contracts\*\* | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;1172101 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;1172101 |
| **Liabilities** |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Forward Currency Contracts\*\* | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;(26739510) | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;(26739510) |
| Total Financial Instruments | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;$(25567409) | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;$(25567409) |
| &nbsp;&nbsp;&nbsp;&nbsp;\*\* Valued at the unrealized appreciation/(depreciation) on the investment. | &nbsp;&nbsp;&nbsp;&nbsp;\*\* Valued at the unrealized appreciation/(depreciation) on the investment. | &nbsp;&nbsp;&nbsp;&nbsp;\*\* Valued at the unrealized appreciation/(depreciation) on the investment. | &nbsp;&nbsp;&nbsp;&nbsp;\*\* Valued at the unrealized appreciation/(depreciation) on the investment. | &nbsp;&nbsp;&nbsp;&nbsp;\*\* Valued at the unrealized appreciation/(depreciation) on the investment. |

---

------

**DFA Inflation-Protected Securities Portfolio**

**SCHEDULE OF INVESTMENTS**

**January 31, 2026**

**(Unaudited)** 

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

---

| | | |
|:---|:---|:---|
|  | **Face**<br>**Amount**<br>| **Value†** |
|  | **(000)** |  |
| U.S. TREASURY OBLIGATIONS — (99.2%) | U.S. TREASURY OBLIGATIONS — (99.2%) | U.S. TREASURY OBLIGATIONS — (99.2%) |
| U.S. Treasury Inflation-Indexed Bonds |  |  |
| 3.625%, 04/15/28 | 317675 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$335650500 |
| 2.500%, 01/15/29 | 471838 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;491465501 |
| 3.875%, 04/15/29 | 441207 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;479067026 |
| 3.375%, 04/15/32 | 293123 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;326145628 |
| 2.125%, 02/15/40 | 407951 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;404707613 |
| 2.125%, 02/15/41 | 389042 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;381948154 |
| 0.750%, 02/15/42 | 269710 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;210489628 |
| 0.625%, 02/15/43 | 227712 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;170040941 |
| 1.375%, 02/15/44 | 157871 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;132357112 |
| 0.750%, 02/15/45 | 46805 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;34153498 |
| U.S. Treasury Inflation-Indexed Notes |  |  |
| 0.750%, 07/15/28 | 36160 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;36088982 |
| 0.875%, 01/15/29 | 506471 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;503773400 |
| 0.250%, 07/15/29 | 152711 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;148861126 |
| 0.125%, 01/15/30 | 246954 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;236909204 |
| 0.125%, 07/15/30 | 116321 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;111108931 |
| 0.125%, 01/15/31 | 211699 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;199735351 |
| 0.125%, 07/15/31 | 174167 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;163342347 |
| 0.125%, 01/15/32 | 277155 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;256217996 |
| 0.625%, 07/15/32 | 68059 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;64505699 |
| 1.125%, 01/15/33 | 99033 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;95923301 |
| 1.375%, 07/15/33 | 29886 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;29392172 |
| 1.750%, 01/15/34 | 148696 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;149006347 |
| 1.875%, 07/15/34 | 45456 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;45979922 |
| 2.125%, 01/15/35 | 30816 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;31568160 |
| &nbsp;&nbsp;&nbsp;&nbsp;TOTAL U.S. TREASURY OBLIGATIONS<br>Cost ($5344308116) |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5038438539 |

---

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

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** |  |
| TEMPORARY CASH INVESTMENTS — (0.8%) | TEMPORARY CASH INVESTMENTS — (0.8%) | TEMPORARY CASH INVESTMENTS — (0.8%) | TEMPORARY CASH INVESTMENTS — (0.8%) |
| Ɏ | State Street Institutional U.S. Government Money Market Fund 3.720% | 41396857 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;41396857 |
| TOTAL INVESTMENTS — (100.0%) | TOTAL INVESTMENTS — (100.0%) | TOTAL INVESTMENTS — (100.0%) |  |
| &nbsp;&nbsp;&nbsp;&nbsp;(Cost $5,385,704,973)^^ | &nbsp;&nbsp;&nbsp;&nbsp;(Cost $5,385,704,973)^^ |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$5079835396 |

---

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

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** |
|  | **Level 1** | **Level 2** | **Level 3** | **Total** |
| **Assets** |  |  |  |  |
| U.S. Treasury Obligations | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;$5038438539 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;$5038438539 |
| Temporary Cash Investments | &nbsp;&nbsp;&nbsp;$41396857 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;41396857 |
| Total Investments in Securities | &nbsp;&nbsp;&nbsp;$41396857 | &nbsp;&nbsp;&nbsp;$5038438539 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;$5079835396 |

---

------

**DFA Short-Term Municipal Bond Portfolio**

**SCHEDULE OF INVESTMENTS**

**January 31, 2026**

**(Unaudited)**

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

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Face**<br>**Amount**<br>| **Value†** |
|  |  | **(000)** |  |
| MUNICIPAL BONDS — (97.3%) | MUNICIPAL BONDS — (97.3%) | MUNICIPAL BONDS — (97.3%) | MUNICIPAL BONDS — (97.3%) |
| ALABAMA — (0.2%) | ALABAMA — (0.2%) | ALABAMA — (0.2%) | ALABAMA — (0.2%) |
| &nbsp;&nbsp;&nbsp;&nbsp;Alabama Federal Aid <br>Highway Finance <br>Authority (RB) Series A | &nbsp;&nbsp;&nbsp;&nbsp;Alabama Federal Aid <br>Highway Finance <br>Authority (RB) Series A |  |  |
| ¤ | &nbsp;&nbsp;&nbsp;&nbsp;5.000%, 09/01/35 <br>(Pre-refunded @ <br>$100, 9/1/26)<br>| 585 | &nbsp;&nbsp;$594181 |
| &nbsp;&nbsp;&nbsp;&nbsp;Tuscaloosa City Board of <br>Education (RB) | &nbsp;&nbsp;&nbsp;&nbsp;Tuscaloosa City Board of <br>Education (RB) |  |  |
| ¤ | &nbsp;&nbsp;&nbsp;&nbsp;5.000%, 08/01/35 <br>(Pre-refunded @ <br>$100, 8/1/26)<br>| 720 | &nbsp;&nbsp;729334 |
| ¤ | &nbsp;&nbsp;&nbsp;&nbsp;5.000%, 08/01/41 <br>(Pre-refunded @ <br>$100, 8/1/26)<br>| 995 | &nbsp;&nbsp;1007899 |
| TOTAL ALABAMA | TOTAL ALABAMA |  | &nbsp;&nbsp;2331414 |
| ALASKA — (0.2%) | ALASKA — (0.2%) | ALASKA — (0.2%) | ALASKA — (0.2%) |
| &nbsp;&nbsp;&nbsp;&nbsp;Borough of <br>Matanuska-Susitna (RB) <br>Series 2025A | &nbsp;&nbsp;&nbsp;&nbsp;Borough of <br>Matanuska-Susitna (RB) <br>Series 2025A |  |  |
|  | 5.000%, 09/01/26  | 3000 | &nbsp;&nbsp;3044636 |
| &nbsp;&nbsp;&nbsp;&nbsp;State of Alaska <br>International Airports <br>System (RB) Series A | &nbsp;&nbsp;&nbsp;&nbsp;State of Alaska <br>International Airports <br>System (RB) Series A |  |  |
|  | 5.000%, 10/01/26  | 385 | &nbsp;&nbsp;391533 |
| TOTAL ALASKA | TOTAL ALASKA |  | &nbsp;&nbsp;3436169 |
| ARIZONA — (1.6%) | ARIZONA — (1.6%) | ARIZONA — (1.6%) | ARIZONA — (1.6%) |
| &nbsp;&nbsp;&nbsp;&nbsp;Arizona Board of Regents <br>(RB) Series A | &nbsp;&nbsp;&nbsp;&nbsp;Arizona Board of Regents <br>(RB) Series A |  |  |
|  | 5.000%, 06/01/27  | 530 | &nbsp;&nbsp;547622 |
| &nbsp;&nbsp;&nbsp;&nbsp;City of Glendale Water & <br>Sewer Revenue (RB) | &nbsp;&nbsp;&nbsp;&nbsp;City of Glendale Water & <br>Sewer Revenue (RB) |  |  |
|  | 5.000%, 07/01/26  | 1995 | &nbsp;&nbsp;2017057 |
|  | 5.000%, 07/01/27  | 750 | &nbsp;&nbsp;778242 |
| &nbsp;&nbsp;&nbsp;&nbsp;City of Mesa Utility System <br>Revenue (RB) | &nbsp;&nbsp;&nbsp;&nbsp;City of Mesa Utility System <br>Revenue (RB) |  |  |
|  | 4.000%, 07/01/31  | 1425 | &nbsp;&nbsp;1431564 |
| &nbsp;&nbsp;&nbsp;&nbsp;City of Tucson (GO) Series <br>2018-B | &nbsp;&nbsp;&nbsp;&nbsp;City of Tucson (GO) Series <br>2018-B |  |  |
|  | 5.000%, 07/01/26  | 3840 | &nbsp;&nbsp;3882455 |
| &nbsp;&nbsp;&nbsp;&nbsp;Maricopa County School <br>District No. 3 Tempe <br>Elementary (GO) Series <br>B | &nbsp;&nbsp;&nbsp;&nbsp;Maricopa County School <br>District No. 3 Tempe <br>Elementary (GO) Series <br>B |  |  |
|  | 5.000%, 07/01/26  | 810 | &nbsp;&nbsp;819225 |

---

---

| | | |
|:---|:---|:---|
|  | **Face**<br>**Amount**<br>| **Value†** |
|  | **(000)** |  |
| ARIZONA — (Continued) | ARIZONA — (Continued) | ARIZONA — (Continued) |
| &nbsp;&nbsp;&nbsp;&nbsp;Maricopa County Unified <br>School District No. 69 <br>Paradise Valley (GO) |  |  |
| 5.000%, 07/01/26  | 1250 | &nbsp;&nbsp;$1264080 |
| 5.000%, 07/01/27  | 2730 | &nbsp;&nbsp;2831252 |
| &nbsp;&nbsp;&nbsp;&nbsp;Maricopa County Unified <br>School District No. 69 <br>Paradise Valley (GO) <br>Series A |  |  |
| 5.000%, 07/01/26  | 615 | &nbsp;&nbsp;621927 |
| 5.000%, 07/01/27  | 2095 | &nbsp;&nbsp;2172700 |
| &nbsp;&nbsp;&nbsp;&nbsp;Maricopa County Unified <br>School District No. 69 <br>Paradise Valley (GO) <br>Series B |  |  |
| 5.000%, 07/01/26  | 3750 | &nbsp;&nbsp;3792240 |
| &nbsp;&nbsp;&nbsp;&nbsp;Salt River Project <br>Agricultural Improvement <br>& Power District (RB) <br>Series A |  |  |
| 5.000%, 01/01/34  | 2350 | &nbsp;&nbsp;2401322 |
| TOTAL ARIZONA |  | &nbsp;&nbsp;22559686 |
| ARKANSAS — (0.1%) | ARKANSAS — (0.1%) | ARKANSAS — (0.1%) |
| &nbsp;&nbsp;&nbsp;&nbsp;City of Fort Smith Water & <br>Sewer Revenue (RB) |  |  |
| 5.000%, 10/01/27  | 1200 | &nbsp;&nbsp;1247705 |
| CALIFORNIA — (3.4%) | CALIFORNIA — (3.4%) | CALIFORNIA — (3.4%) |
| &nbsp;&nbsp;&nbsp;&nbsp;California State Public <br>Works Board (RB) <br>Series D |  |  |
| 5.000%, 04/01/27  | 835 | &nbsp;&nbsp;849580 |
| &nbsp;&nbsp;&nbsp;&nbsp;Regents of the University <br>of California Medical <br>Center Pooled Revenue <br>(RB) Series L |  |  |
| 5.000%, 05/15/34  | 7000 | &nbsp;&nbsp;7051134 |
| State of California (GO) |  |  |
| 5.000%, 04/01/27  | 17740 | &nbsp;&nbsp;18350980 |
| 5.000%, 08/01/27  | 2020 | &nbsp;&nbsp;2109329 |
| 5.000%, 09/01/28  | 1675 | &nbsp;&nbsp;1703320 |
| 5.000%, 10/01/28  | 20 | &nbsp;&nbsp;20049 |
| 5.000%, 08/01/29  | 1155 | &nbsp;&nbsp;1171862 |
| 5.000%, 10/01/29  | 3305 | &nbsp;&nbsp;3320923 |
| 5.000%, 08/01/30  | 1405 | &nbsp;&nbsp;1425091 |
| 5.000%, 09/01/30  | 1345 | &nbsp;&nbsp;1367348 |
| 5.000%, 09/01/31  | 2600 | &nbsp;&nbsp;2641683 |
| 5.000%, 08/01/33 | 5705 | &nbsp;&nbsp;5776629 |

---

------

**DFA Short-Term Municipal Bond Portfolio**

**CONTINUED**

---

| | | |
|:---|:---|:---|
|  | **Face**<br>**Amount**<br>| **Value†** |
|  | **(000)** |  |
| CALIFORNIA — (Continued) | CALIFORNIA — (Continued) | CALIFORNIA — (Continued) |
| &nbsp;&nbsp;&nbsp;&nbsp;University of California <br>(RB) Series BX |  |  |
| 5.000%, 05/15/26  | 2110 | &nbsp;&nbsp;$2128554 |
| TOTAL CALIFORNIA |  | &nbsp;&nbsp;47916482 |
| COLORADO — (1.9%) | COLORADO — (1.9%) | COLORADO — (1.9%) |
| &nbsp;&nbsp;&nbsp;&nbsp;Adams 12 Five Star <br>Schools (GO) (ST AID <br>WITHHLDG) |  |  |
| 5.000%, 12/15/26  | 5950 | &nbsp;&nbsp;6091908 |
| &nbsp;&nbsp;&nbsp;&nbsp;Arapahoe County School <br>District No. 5 Cherry <br>Creek (GO) (ST AID <br>WITHHLDG) |  |  |
| 5.000%, 12/15/26  | 6020 | &nbsp;&nbsp;6165156 |
| &nbsp;&nbsp;&nbsp;&nbsp;Board of Water <br>Commissioners City & <br>County of Denver (RB) <br>Series B |  |  |
| 5.000%, 09/15/26  | 1120 | &nbsp;&nbsp;1139096 |
| &nbsp;&nbsp;&nbsp;&nbsp;City & County of <br>Broomfield Water <br>Revenue (RB) |  |  |
| 5.000%, 12/01/26  | 205 | &nbsp;&nbsp;209567 |
| 5.000%, 12/01/27  | 135 | &nbsp;&nbsp;141581 |
| &nbsp;&nbsp;&nbsp;&nbsp;Colorado Health Facilities <br>Authority (RB) Series A |  |  |
| 5.000%, 11/01/26  | 555 | &nbsp;&nbsp;565438 |
| &nbsp;&nbsp;&nbsp;&nbsp;Colorado State Education <br>Loan Program (RN) <br>Series A |  |  |
| 5.000%, 06/30/26  | 5730 | &nbsp;&nbsp;5792507 |
| &nbsp;&nbsp;&nbsp;&nbsp;Denver City & County <br>School District No. 1 <br>(GO) (ST AID <br>WITHHLDG) Series B |  |  |
| 5.000%, 12/01/26  | 3145 | &nbsp;&nbsp;3217691 |
| &nbsp;&nbsp;&nbsp;&nbsp;Denver City & County <br>School District No. 1 <br>(GO) (ST AID <br>WITHHLDG) Series D |  |  |
| 5.000%, 12/01/26  | 1135 | &nbsp;&nbsp;1161234 |
| &nbsp;&nbsp;&nbsp;&nbsp;Fort Collins-Loveland <br>Water District (RB) |  |  |
| 5.000%, 12/01/26  | 310 | &nbsp;&nbsp;316725 |
| 5.000%, 12/01/27  | 350 | &nbsp;&nbsp;366933 |
| &nbsp;&nbsp;&nbsp;&nbsp;Metro Wastewater <br>Reclamation District <br>(RB) Series A |  |  |
| 5.000%, 04/01/26  | 1750 | &nbsp;&nbsp;1757766 |
| TOTAL COLORADO |  | &nbsp;&nbsp;26925602 |

---

---

| | | |
|:---|:---|:---|
|  | **Face**<br>**Amount**<br>| **Value†** |
|  | **(000)** |  |
| CONNECTICUT — (2.7%) | CONNECTICUT — (2.7%) | CONNECTICUT — (2.7%) |
| &nbsp;&nbsp;&nbsp;&nbsp;City of Bridgeport (GO) <br>Series B |  |  |
| 5.000%, 08/15/26  | 635 | &nbsp;&nbsp;$643742 |
| City of Danbury (GO) |  |  |
| 4.000%, 02/23/26  | 15000 | &nbsp;&nbsp;15013224 |
| &nbsp;&nbsp;&nbsp;&nbsp;City of New Haven (GO) <br>Series B |  |  |
| 5.000%, 08/01/26  | 100 | &nbsp;&nbsp;101213 |
| &nbsp;&nbsp;&nbsp;&nbsp;Regional School District <br>No. 18 (GO) |  |  |
| 4.000%, 08/13/26  | 7050 | &nbsp;&nbsp;7113846 |
| &nbsp;&nbsp;&nbsp;&nbsp;State of Connecticut (GO) <br>Series B |  |  |
| 5.000%, 05/15/27  | 2150 | &nbsp;&nbsp;2166725 |
| Town of Ellington (GO) |  |  |
| 4.000%, 09/22/26  | 3000 | &nbsp;&nbsp;3030931 |
| Town of Greenwich (GO) |  |  |
| 4.000%, 02/05/26  | 10095 | &nbsp;&nbsp;10096343 |
| TOTAL CONNECTICUT |  | &nbsp;&nbsp;38166024 |
| DISTRICT OF COLUMBIA — (0.7%) | DISTRICT OF COLUMBIA — (0.7%) | DISTRICT OF COLUMBIA — (0.7%) |
| &nbsp;&nbsp;&nbsp;&nbsp;District of Columbia (GO) <br>Series A |  |  |
| 5.000%, 06/01/34  | 2400 | &nbsp;&nbsp;2473283 |
| &nbsp;&nbsp;&nbsp;&nbsp;District of Columbia (GO) <br>Series D |  |  |
| 5.000%, 06/01/26  | 2860 | &nbsp;&nbsp;2886262 |
| &nbsp;&nbsp;&nbsp;&nbsp;District of Columbia <br>Income Tax Revenue <br>(RB) Series C |  |  |
| 5.000%, 10/01/26  | 1180 | &nbsp;&nbsp;1201817 |
| &nbsp;&nbsp;&nbsp;&nbsp;Washington Convention & <br>Sports Authority (RB) <br>Series A |  |  |
| 5.000%, 10/01/30  | 3485 | &nbsp;&nbsp;3614199 |
| &nbsp;&nbsp;&nbsp;&nbsp;TOTAL DISTRICT OF <br>COLUMBIA |  | &nbsp;&nbsp;10175561 |
| FLORIDA — (6.5%) | FLORIDA — (6.5%) | FLORIDA — (6.5%) |
| &nbsp;&nbsp;&nbsp;&nbsp;Brevard County School <br>District (COP) Series A |  |  |
| 5.000%, 07/01/27  | 4545 | &nbsp;&nbsp;4715051 |
| 5.000%, 07/01/28  | 3560 | &nbsp;&nbsp;3779734 |
| City of Jacksonville (RB) |  |  |
| 5.000%, 10/01/27  | 2900 | &nbsp;&nbsp;3034170 |
| &nbsp;&nbsp;&nbsp;&nbsp;City of Pembroke Pines <br>(GO) |  |  |
| 5.000%, 09/01/27  | 1395 | &nbsp;&nbsp;1454369 |
| City of Port St. Lucie (GO) |  |  |
| 5.000%, 07/01/27  | 1305 | &nbsp;&nbsp;1354012 |
| &nbsp;&nbsp;&nbsp;&nbsp;City of Tallahassee Energy <br>System Revenue (RB) |  |  |
| 5.000%, 10/01/26  | 825 | &nbsp;&nbsp;839703 |
| 5.000%, 10/01/27  | 375 | &nbsp;&nbsp;391596 |

---

------

**DFA Short-Term Municipal Bond Portfolio**

**CONTINUED**

---

| | | |
|:---|:---|:---|
|  | **Face**<br>**Amount**<br>| **Value†** |
|  | **(000)** |  |
| FLORIDA — (Continued) | FLORIDA — (Continued) | FLORIDA — (Continued) |
| &nbsp;&nbsp;&nbsp;&nbsp;City of Tallahassee Utility <br>System Revenue (RB) <br>Series A |  |  |
| 5.000%, 10/01/26  | 340 | &nbsp;&nbsp;$346059 |
| &nbsp;&nbsp;&nbsp;&nbsp;County of Miami-Dade <br>Water & Sewer System <br>Revenue (RB) Series B |  |  |
| 5.000%, 10/01/26  | 1310 | &nbsp;&nbsp;1333084 |
| &nbsp;&nbsp;&nbsp;&nbsp;County of Sarasota Utility <br>System Revenue (RB) |  |  |
| 5.000%, 10/01/26  | 150 | &nbsp;&nbsp;152683 |
| 5.000%, 10/01/27  | 165 | &nbsp;&nbsp;172302 |
| &nbsp;&nbsp;&nbsp;&nbsp;County of Seminole Water <br>& Sewer Revenue (RB) <br>Series A |  |  |
| 5.000%, 10/01/26  | 880 | &nbsp;&nbsp;895742 |
| &nbsp;&nbsp;&nbsp;&nbsp;Duval County Public <br>Schools (COP) (AG) <br>Series A |  |  |
| 5.000%, 07/01/27  | 545 | &nbsp;&nbsp;565314 |
| &nbsp;&nbsp;&nbsp;&nbsp;Florida Development <br>Finance Corp. (RB) <br>Series A |  |  |
| 5.000%, 08/01/27  | 260 | &nbsp;&nbsp;269501 |
| &nbsp;&nbsp;&nbsp;&nbsp;Florida Municipal Power <br>Agency (RB) Series A |  |  |
| 5.000%, 10/01/26  | 880 | &nbsp;&nbsp;894598 |
| &nbsp;&nbsp;&nbsp;&nbsp;Fort Pierce Utilities <br>Authority (RB) (AG) <br>Series A |  |  |
| 5.000%, 10/01/26  | 350 | &nbsp;&nbsp;355701 |
| &nbsp;&nbsp;&nbsp;&nbsp;Lee County School Board <br>(COP) Series B |  |  |
| 5.000%, 08/01/26  | 880 | &nbsp;&nbsp;891421 |
| &nbsp;&nbsp;&nbsp;&nbsp;Manatee County School <br>District (COP) (AG) <br>Series 2025A |  |  |
| 5.000%, 07/01/26  | 310 | &nbsp;&nbsp;313418 |
| 5.000%, 07/01/27  | 275 | &nbsp;&nbsp;285367 |
| &nbsp;&nbsp;&nbsp;&nbsp;Miami Beach <br>Redevelopment Agency <br>(TAN) (AG) |  |  |
| 5.000%, 02/01/26  | 660 | &nbsp;&nbsp;660000 |
| 5.000%, 02/01/27  | 360 | &nbsp;&nbsp;368536 |
| &nbsp;&nbsp;&nbsp;&nbsp;Miami-Dade County <br>Expressway Authority <br>(RB) (BAM) Series B |  |  |
| 5.000%, 07/01/26  | 3925 | &nbsp;&nbsp;3932955 |
| &nbsp;&nbsp;&nbsp;&nbsp;Miami-Dade County <br>Expressway Authority <br>(RB) Series B |  |  |
| 5.000%, 07/01/27  | 1040 | &nbsp;&nbsp;1041945 |
| &nbsp;&nbsp;&nbsp;&nbsp;Pinellas County School <br>Board (RN) |  |  |
| 4.000%, 06/30/26  | 5895 | &nbsp;&nbsp;5935235 |

---

---

| | | |
|:---|:---|:---|
|  | **Face**<br>**Amount**<br>| **Value†** |
|  | **(000)** |  |
| FLORIDA — (Continued) | FLORIDA — (Continued) | FLORIDA — (Continued) |
| &nbsp;&nbsp;&nbsp;&nbsp;Sarasota County Public <br>Hospital District (RB) |  |  |
| 5.000%, 07/01/26  | 395 | &nbsp;&nbsp;$398850 |
| &nbsp;&nbsp;&nbsp;&nbsp;School Board of <br>Miami-Dade County <br>(COP) Series A |  |  |
| 5.000%, 05/01/26  | 6125 | &nbsp;&nbsp;6164634 |
| 5.000%, 05/01/32  | 4320 | &nbsp;&nbsp;4345375 |
| &nbsp;&nbsp;&nbsp;&nbsp;School District of Broward <br>County (RN) |  |  |
| 4.000%, 06/25/26  | 16080 | &nbsp;&nbsp;16184948 |
| &nbsp;&nbsp;&nbsp;&nbsp;School District of Broward <br>County (GO) (AG) |  |  |
| 5.000%, 07/01/27  | 2020 | &nbsp;&nbsp;2093286 |
| &nbsp;&nbsp;&nbsp;&nbsp;School District of Broward <br>County (COP) (AG) <br>Series A |  |  |
| 5.000%, 07/01/26  | 7310 | &nbsp;&nbsp;7388780 |
| &nbsp;&nbsp;&nbsp;&nbsp;State of Florida (GO) <br>Series A |  |  |
| 5.000%, 06/01/26 | 5990 | &nbsp;&nbsp;6043903 |
| 5.000%, 07/01/26  | 1060 | &nbsp;&nbsp;1072064 |
| 5.000%, 07/01/27  | 2040 | &nbsp;&nbsp;2119080 |
| &nbsp;&nbsp;&nbsp;&nbsp;State of Florida (GO) <br>Series B |  |  |
| 5.000%, 07/01/26  | 1525 | &nbsp;&nbsp;1542356 |
| &nbsp;&nbsp;&nbsp;&nbsp;State of Florida (GO) <br>Series C |  |  |
| 4.000%, 06/01/32  | 1980 | &nbsp;&nbsp;2016873 |
| &nbsp;&nbsp;&nbsp;&nbsp;State of Florida <br>Department of <br>Transportation Turnpike <br>System Revenue (RB) <br>Series C |  |  |
| 5.000%, 07/01/26 | 2133 | &nbsp;&nbsp;2157542 |
| 5.000%, 07/01/27  | 504 | &nbsp;&nbsp;523609 |
| &nbsp;&nbsp;&nbsp;&nbsp;State of Florida <br>Department of <br>Transportation Turnpike <br>System Revenue (RB) <br>Series D |  |  |
| 5.000%, 07/01/26  | 2385 | &nbsp;&nbsp;2412441 |
| Tampa Bay Water (RB) |  |  |
| 5.000%, 10/01/26  | 1635 | &nbsp;&nbsp;1663375 |
| &nbsp;&nbsp;&nbsp;&nbsp;Volusia County School <br>Board (COP) (AG) <br>Series B |  |  |
| 5.000%, 08/01/26  | 1020 | &nbsp;&nbsp;1033035 |
| TOTAL FLORIDA |  | &nbsp;&nbsp;91142647 |
| GEORGIA — (0.6%) | GEORGIA — (0.6%) | GEORGIA — (0.6%) |
| &nbsp;&nbsp;&nbsp;&nbsp;Cobb County School <br>District (GO) |  |  |
| 4.000%, 12/15/26  | 5000 | &nbsp;&nbsp;5075699 |

---

------

**DFA Short-Term Municipal Bond Portfolio**

**CONTINUED**

---

| | | |
|:---|:---|:---|
|  | **Face**<br>**Amount**<br>| **Value†** |
|  | **(000)** |  |
| GEORGIA — (Continued) | GEORGIA — (Continued) | GEORGIA — (Continued) |
| &nbsp;&nbsp;&nbsp;&nbsp;Dalton Whitfield County <br>Joint Development <br>Authority (RB) Series B |  |  |
| 5.000%, 08/15/26  | 665 | &nbsp;&nbsp;$673913 |
| &nbsp;&nbsp;&nbsp;&nbsp;Gainesville & Hall County <br>Hospital Authority (RB) <br>Series A |  |  |
| 5.000%, 02/15/26  | 2510 | &nbsp;&nbsp;2512191 |
| TOTAL GEORGIA |  | &nbsp;&nbsp;8261803 |
| HAWAII — (1.1%) | HAWAII — (1.1%) | HAWAII — (1.1%) |
| &nbsp;&nbsp;&nbsp;&nbsp;City & County of Honolulu <br>(GO) Series A |  |  |
| 5.000%, 07/01/26  | 105 | &nbsp;&nbsp;106209 |
| 5.000%, 11/01/26  | 1115 | &nbsp;&nbsp;1138187 |
| &nbsp;&nbsp;&nbsp;&nbsp;City & County of Honolulu <br>(GO) Series B |  |  |
| 5.000%, 07/01/26  | 100 | &nbsp;&nbsp;101151 |
| &nbsp;&nbsp;&nbsp;&nbsp;City & County of Honolulu <br>(GO) Series C |  |  |
| 4.000%, 07/01/26  | 270 | &nbsp;&nbsp;272003 |
| &nbsp;&nbsp;&nbsp;&nbsp;County of Hawaii (GO) <br>Series A |  |  |
| 5.000%, 09/01/31  | 910 | &nbsp;&nbsp;935032 |
| &nbsp;&nbsp;&nbsp;&nbsp;State of Hawaii (GO) <br>Series EY |  |  |
| 5.000%, 10/01/27  | 5050 | &nbsp;&nbsp;5059131 |
| &nbsp;&nbsp;&nbsp;&nbsp;State of Hawaii (GO) <br>Series FG |  |  |
| 5.000%, 10/01/31  | 2865 | &nbsp;&nbsp;2914548 |
| 4.000%, 10/01/32  | 1560 | &nbsp;&nbsp;1571297 |
| &nbsp;&nbsp;&nbsp;&nbsp;State of Hawaii (GO) <br>Series FH |  |  |
| 4.000%, 10/01/30  | 2000 | &nbsp;&nbsp;2016730 |
| &nbsp;&nbsp;&nbsp;&nbsp;State of Hawaii (GO) <br>Series FN |  |  |
| 5.000%, 10/01/29  | 765 | &nbsp;&nbsp;798626 |
| TOTAL HAWAII |  | &nbsp;&nbsp;14912914 |
| IDAHO — (0.1%) | IDAHO — (0.1%) | IDAHO — (0.1%) |
| &nbsp;&nbsp;&nbsp;&nbsp;Boise State University (RB) <br>Series A |  |  |
| 5.000%, 04/01/26  | 465 | &nbsp;&nbsp;466998 |
| 5.000%, 04/01/27  | 410 | &nbsp;&nbsp;422445 |
| &nbsp;&nbsp;&nbsp;&nbsp;Idaho Health Facilities <br>Authority (RB) Series <br>2025A |  |  |
| 5.000%, 03/01/26  | 535 | &nbsp;&nbsp;536056 |
| 5.000%, 03/01/27  | 240 | &nbsp;&nbsp;246550 |
| TOTAL IDAHO |  | &nbsp;&nbsp;1672049 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Face**<br>**Amount**<br>| **Value†** |
|  |  | **(000)** |  |
| ILLINOIS — (2.9%) | ILLINOIS — (2.9%) | ILLINOIS — (2.9%) | ILLINOIS — (2.9%) |
| &nbsp;&nbsp;&nbsp;&nbsp;Chicago O'Hare <br>International Airport (RB) <br>Series D | &nbsp;&nbsp;&nbsp;&nbsp;Chicago O'Hare <br>International Airport (RB) <br>Series D |  |  |
|  | 5.000%, 01/01/27  | 1315 | &nbsp;&nbsp;$1345502 |
| &nbsp;&nbsp;&nbsp;&nbsp;Cook & Will Counties <br>Community College <br>District No. 515 (GO) <br>(BAM) Series B | &nbsp;&nbsp;&nbsp;&nbsp;Cook & Will Counties <br>Community College <br>District No. 515 (GO) <br>(BAM) Series B |  |  |
|  | 5.000%, 12/01/26  | 225 | &nbsp;&nbsp;229512 |
| &nbsp;&nbsp;&nbsp;&nbsp;Cook County Community <br>High School District No. <br>218 Oak Lawn (GO) | &nbsp;&nbsp;&nbsp;&nbsp;Cook County Community <br>High School District No. <br>218 Oak Lawn (GO) |  |  |
|  | 5.000%, 12/01/27  | 225 | &nbsp;&nbsp;234783 |
| County of Cook (GO) | County of Cook (GO) |  |  |
|  | 5.000%, 11/15/34  | 805 | &nbsp;&nbsp;814877 |
| &nbsp;&nbsp;&nbsp;&nbsp;County of Cook (GO) <br>Series A | &nbsp;&nbsp;&nbsp;&nbsp;County of Cook (GO) <br>Series A |  |  |
|  | 5.000%, 11/15/26  | 2155 | &nbsp;&nbsp;2198282 |
| &nbsp;&nbsp;&nbsp;&nbsp;DuPage County Forest <br>Preserve District (GO) | &nbsp;&nbsp;&nbsp;&nbsp;DuPage County Forest <br>Preserve District (GO) |  |  |
|  | 5.000%, 11/01/26  | 305 | &nbsp;&nbsp;310846 |
| Elmhurst Park District (GO) | Elmhurst Park District (GO) |  |  |
|  | 5.000%, 12/15/26  | 270 | &nbsp;&nbsp;276022 |
|  | 5.000%, 12/15/27  | 220 | &nbsp;&nbsp;230508 |
| &nbsp;&nbsp;&nbsp;&nbsp;Grundy Kendall & Will <br>Counties Community <br>High School District No. <br>111 Minooka (GO) | &nbsp;&nbsp;&nbsp;&nbsp;Grundy Kendall & Will <br>Counties Community <br>High School District No. <br>111 Minooka (GO) |  |  |
|  | 5.000%, 12/01/27  | 350 | &nbsp;&nbsp;365988 |
| &nbsp;&nbsp;&nbsp;&nbsp;Illinois Finance Authority <br>(RB) | &nbsp;&nbsp;&nbsp;&nbsp;Illinois Finance Authority <br>(RB) |  |  |
|  | 3.150%, 08/01/43  | 5880 | &nbsp;&nbsp;5880000 |
| &nbsp;&nbsp;&nbsp;&nbsp;Illinois Finance Authority <br>(RB) Series C | &nbsp;&nbsp;&nbsp;&nbsp;Illinois Finance Authority <br>(RB) Series C |  |  |
|  | 5.000%, 04/01/27  | 2000 | &nbsp;&nbsp;2060590 |
| ¤ | &nbsp;&nbsp;&nbsp;&nbsp;4.000%, 02/15/36 <br>(Pre-refunded @ <br>$100, 2/15/27)<br>| 1000 | &nbsp;&nbsp;1016791 |
|  | 3.050%, 08/15/49  | 2920 | &nbsp;&nbsp;2920000 |
| &nbsp;&nbsp;&nbsp;&nbsp;Illinois Finance Authority <br>(RB) Series D-1 | &nbsp;&nbsp;&nbsp;&nbsp;Illinois Finance Authority <br>(RB) Series D-1 |  |  |
|  | 3.150%, 08/01/43  | 11375 | &nbsp;&nbsp;11375000 |
| &nbsp;&nbsp;&nbsp;&nbsp;Illinois Municipal Electric <br>Agency (RB) Series A | &nbsp;&nbsp;&nbsp;&nbsp;Illinois Municipal Electric <br>Agency (RB) Series A |  |  |
|  | 5.000%, 02/01/26  | 395 | &nbsp;&nbsp;395000 |
|  | 5.000%, 02/01/27  | 525 | &nbsp;&nbsp;537788 |
| &nbsp;&nbsp;&nbsp;&nbsp;Illinois State Toll Highway <br>Authority (RB) Series A | &nbsp;&nbsp;&nbsp;&nbsp;Illinois State Toll Highway <br>Authority (RB) Series A |  |  |
|  | 5.000%, 12/01/32  | 6075 | &nbsp;&nbsp;6087008 |
| &nbsp;&nbsp;&nbsp;&nbsp;State of Illinois (GO) Series <br>B | &nbsp;&nbsp;&nbsp;&nbsp;State of Illinois (GO) Series <br>B |  |  |
|  | 5.000%, 10/01/27  | 3115 | &nbsp;&nbsp;3238627 |

---

------

**DFA Short-Term Municipal Bond Portfolio**

**CONTINUED**

---

| | | |
|:---|:---|:---|
|  | **Face**<br>**Amount**<br>| **Value†** |
|  | **(000)** |  |
| ILLINOIS — (Continued) | ILLINOIS — (Continued) | ILLINOIS — (Continued) |
| &nbsp;&nbsp;&nbsp;&nbsp;State of Illinois (GO) Series <br>D |  |  |
| 5.000%, 11/01/27  | 870 | &nbsp;&nbsp;$906166 |
| TOTAL ILLINOIS |  | &nbsp;&nbsp;40423290 |
| IOWA — (0.2%) | IOWA — (0.2%) | IOWA — (0.2%) |
| &nbsp;&nbsp;&nbsp;&nbsp;State of Iowa Board of <br>Regents (RB) Series <br>2025A |  |  |
| 5.000%, 09/01/27  | 2100 | &nbsp;&nbsp;2184443 |
| KANSAS — (1.2%) | KANSAS — (1.2%) | KANSAS — (1.2%) |
| &nbsp;&nbsp;&nbsp;&nbsp;City of Lawrence (GO) <br>Series I |  |  |
| 4.000%, 05/01/26  | 13030 | &nbsp;&nbsp;13083474 |
| &nbsp;&nbsp;&nbsp;&nbsp;City of Olathe (GO) Series <br>A |  |  |
| 5.000%, 09/01/26  | 4170 | &nbsp;&nbsp;4234485 |
| TOTAL KANSAS |  | &nbsp;&nbsp;17317959 |
| KENTUCKY — (0.7%) | KENTUCKY — (0.7%) | KENTUCKY — (0.7%) |
| &nbsp;&nbsp;&nbsp;&nbsp;Kentucky Municipal Power <br>Agency (RB) (NPFG) <br>Series A |  |  |
| 5.000%, 09/01/31  | 550 | &nbsp;&nbsp;555611 |
| &nbsp;&nbsp;&nbsp;&nbsp;Kentucky State Property & <br>Building Commission <br>(RB) |  |  |
| 5.000%, 05/01/26  | 1275 | &nbsp;&nbsp;1283586 |
| &nbsp;&nbsp;&nbsp;&nbsp;Kentucky State Property & <br>Building Commission <br>(RB) Series A |  |  |
| 5.000%, 09/01/26  | 770 | &nbsp;&nbsp;782255 |
| &nbsp;&nbsp;&nbsp;&nbsp;Louisville/Jefferson County <br>Metropolitan <br>Government (RB) Series <br>C |  |  |
| 3.150%, 10/01/53  | 7820 | &nbsp;&nbsp;7820000 |
| TOTAL KENTUCKY |  | &nbsp;&nbsp;10441452 |
| LOUISIANA — (0.5%) | LOUISIANA — (0.5%) | LOUISIANA — (0.5%) |
| &nbsp;&nbsp;&nbsp;&nbsp;Ascension Parish School <br>Board (GO) |  |  |
| 5.000%, 03/01/26  | 75 | &nbsp;&nbsp;75156 |
| &nbsp;&nbsp;&nbsp;&nbsp;Louisiana Public Facilities <br>Authority (RB) Series <br>2025-A |  |  |
| 5.000%, 05/15/27  | 140 | &nbsp;&nbsp;144141 |
| &nbsp;&nbsp;&nbsp;&nbsp;State of Louisiana <br>Gasoline & Fuels Tax <br>Revenue (RB) Series B |  |  |
| 5.000%, 05/01/26  | 7170 | &nbsp;&nbsp;7217474 |
| TOTAL LOUISIANA |  | &nbsp;&nbsp;7436771 |

---

---

| | | |
|:---|:---|:---|
|  | **Face**<br>**Amount**<br>| **Value†** |
|  | **(000)** |  |
| MAINE — (0.2%) | MAINE — (0.2%) | MAINE — (0.2%) |
| &nbsp;&nbsp;&nbsp;&nbsp;Maine Turnpike Authority <br>(RB) |  |  |
| 5.000%, 07/01/26  | 980 | &nbsp;&nbsp;$990990 |
| 5.000%, 07/01/27  | 1765 | &nbsp;&nbsp;1831914 |
| TOTAL MAINE |  | &nbsp;&nbsp;2822904 |
| MARYLAND — (3.1%) | MARYLAND — (3.1%) | MARYLAND — (3.1%) |
| &nbsp;&nbsp;&nbsp;&nbsp;County of Anne Arundel <br>(GO) |  |  |
| 5.000%, 10/01/32  | 1690 | &nbsp;&nbsp;1719157 |
| &nbsp;&nbsp;&nbsp;&nbsp;County of Anne Arundel <br>(GO) Series B |  |  |
| 5.000%, 10/01/26 | 2485 | &nbsp;&nbsp;2531442 |
| County of Baltimore (GO) |  |  |
| 5.000%, 07/01/26  | 1235 | &nbsp;&nbsp;1249081 |
| 5.000%, 08/01/26  | 3790 | &nbsp;&nbsp;3797848 |
| County of Calvert (GO) |  |  |
| 5.000%, 07/01/27  | 745 | &nbsp;&nbsp;773403 |
| County of Charles (GO) |  |  |
| 5.000%, 10/01/26  | 1120 | &nbsp;&nbsp;1140333 |
| &nbsp;&nbsp;&nbsp;&nbsp;County of Montgomery <br>(GO) Series A |  |  |
| 5.000%, 10/01/26  | 6060 | &nbsp;&nbsp;6171232 |
| &nbsp;&nbsp;&nbsp;&nbsp;County of Prince George's <br>(GO) Series A |  |  |
| 5.000%, 08/01/26  | 3280 | &nbsp;&nbsp;3325676 |
| &nbsp;&nbsp;&nbsp;&nbsp;Maryland Health & Higher <br>Educational Facilities <br>Authority (RB) Series <br>2025A |  |  |
| 5.000%, 07/01/26  | 665 | &nbsp;&nbsp;671896 |
| 5.000%, 07/01/27  | 400 | &nbsp;&nbsp;413844 |
| &nbsp;&nbsp;&nbsp;&nbsp;Maryland Health & Higher <br>Educational Facilities <br>Authority (RB) Series A |  |  |
| 5.000%, 05/15/26  | 350 | &nbsp;&nbsp;352637 |
| 5.000%, 08/15/26  | 235 | &nbsp;&nbsp;237917 |
| 5.000%, 05/15/27  | 260 | &nbsp;&nbsp;268761 |
| 5.000%, 08/15/27  | 190 | &nbsp;&nbsp;197041 |
| 3.150%, 06/01/48  | 2510 | &nbsp;&nbsp;2510000 |
| &nbsp;&nbsp;&nbsp;&nbsp;State of Maryland (GO) <br>Series A |  |  |
| 5.000%, 08/01/26  | 470 | &nbsp;&nbsp;476580 |
| 5.000%, 03/15/27  | 525 | &nbsp;&nbsp;541387 |
| &nbsp;&nbsp;&nbsp;&nbsp;State of Maryland (GO) <br>Series B |  |  |
| 5.000%, 08/01/26  | 1315 | &nbsp;&nbsp;1333411 |
| 5.000%, 08/01/28  | 15000 | &nbsp;&nbsp;16018587 |
| TOTAL MARYLAND |  | &nbsp;&nbsp;43730233 |
| MASSACHUSETTS — (4.1%) | MASSACHUSETTS — (4.1%) | MASSACHUSETTS — (4.1%) |
| City of Fall River (GO) |  |  |
| 4.000%, 01/29/27  | 6564 | &nbsp;&nbsp;6664435 |
| City of Peabody (GO) |  |  |
| 4.000%, 07/10/26  | 5385 | &nbsp;&nbsp;5424549 |

---

------

**DFA Short-Term Municipal Bond Portfolio**

**CONTINUED**

---

| | | |
|:---|:---|:---|
|  | **Face**<br>**Amount**<br>| **Value†** |
|  | **(000)** |  |
| MASSACHUSETTS — (Continued) | MASSACHUSETTS — (Continued) | MASSACHUSETTS — (Continued) |
| City of Quincy (GO) |  |  |
| 5.000%, 07/24/26  | 8308 | &nbsp;&nbsp;$8411041 |
| City of Revere (GO) |  |  |
| 4.000%, 07/10/26  | 1209 | &nbsp;&nbsp;1217569 |
| &nbsp;&nbsp;&nbsp;&nbsp;Commonwealth of <br>Massachusetts (GO) <br>Series A |  |  |
| 5.000%, 07/01/27  | 5020 | &nbsp;&nbsp;5071419 |
| 5.000%, 07/01/29  | 5295 | &nbsp;&nbsp;5352166 |
| &nbsp;&nbsp;&nbsp;&nbsp;Commonwealth of <br>Massachusetts (GO) <br>Series B |  |  |
| 5.000%, 06/01/27  | 435 | &nbsp;&nbsp;450933 |
| &nbsp;&nbsp;&nbsp;&nbsp;Commonwealth of <br>Massachusetts (GO) <br>Series I |  |  |
| 5.000%, 12/01/31  | 1375 | &nbsp;&nbsp;1403537 |
| &nbsp;&nbsp;&nbsp;&nbsp;Massachusetts <br>Development Finance <br>Agency (RB) Series F |  |  |
| 5.000%, 07/01/28  | 155 | &nbsp;&nbsp;164642 |
| &nbsp;&nbsp;&nbsp;&nbsp;Massachusetts <br>Development Finance <br>Agency (RB) Series N-1 |  |  |
| 5.000%, 07/01/26  | 365 | &nbsp;&nbsp;368251 |
| 5.000%, 07/01/27  | 320 | &nbsp;&nbsp;329712 |
| &nbsp;&nbsp;&nbsp;&nbsp;Massachusetts <br>Development Finance <br>Agency (RB) (AG) <br>Series N |  |  |
| 5.000%, 07/01/26  | 2140 | &nbsp;&nbsp;2162191 |
| Town of Easton (GO) |  |  |
| 4.000%, 03/05/26  | 1764 | &nbsp;&nbsp;1766590 |
| Town of Hingham (GO) |  |  |
| 4.000%, 02/13/26  | 8205 | &nbsp;&nbsp;8208888 |
| Town of Swampscott (GO) |  |  |
| 4.000%, 03/05/26  | 1416 | &nbsp;&nbsp;1418233 |
| Town of Westborough (GO) |  |  |
| 4.000%, 03/27/26  | 5500 | &nbsp;&nbsp;5513976 |
| Town of Winchester (GO) |  |  |
| 4.000%, 07/17/26  | 2082 | &nbsp;&nbsp;2099407 |
| &nbsp;&nbsp;&nbsp;&nbsp;Town of Winchester (GO) <br>Series B |  |  |
| 4.000%, 03/26/26  | 2500 | &nbsp;&nbsp;2506431 |
| &nbsp;&nbsp;&nbsp;&nbsp;TOTAL <br>MASSACHUSETTS |  | &nbsp;&nbsp;58533970 |
| MICHIGAN — (1.3%) | MICHIGAN — (1.3%) | MICHIGAN — (1.3%) |
| &nbsp;&nbsp;&nbsp;&nbsp;Birmingham City School <br>District (GO) |  |  |
| 5.000%, 05/01/26  | 1225 | &nbsp;&nbsp;1232804 |
| 5.000%, 05/01/27  | 2940 | &nbsp;&nbsp;3036762 |
| &nbsp;&nbsp;&nbsp;&nbsp;Chippewa Valley Schools <br>(GO) (Q-SBLF) |  |  |
| 5.000%, 05/01/26  | 1430 | &nbsp;&nbsp;1439468 |

---

---

| | | |
|:---|:---|:---|
|  | **Face**<br>**Amount**<br>| **Value†** |
|  | **(000)** |  |
| MICHIGAN — (Continued) | MICHIGAN — (Continued) | MICHIGAN — (Continued) |
| &nbsp;&nbsp;&nbsp;&nbsp;Farmington Public School <br>District (GO) |  |  |
| 5.000%, 05/01/26  | 735 | &nbsp;&nbsp;$739388 |
| 5.000%, 05/01/27  | 1400 | &nbsp;&nbsp;1442401 |
| &nbsp;&nbsp;&nbsp;&nbsp;Ferris State University (RB) <br>(AG) Series A |  |  |
| 5.000%, 10/01/27  | 340 | &nbsp;&nbsp;354945 |
| &nbsp;&nbsp;&nbsp;&nbsp;Grand Rapids Public <br>Schools (GO) (AG) |  |  |
| 5.000%, 05/01/27  | 2745 | &nbsp;&nbsp;2827202 |
| &nbsp;&nbsp;&nbsp;&nbsp;Grandville Public Schools <br>(GO) (AG) |  |  |
| 5.000%, 05/01/26  | 540 | &nbsp;&nbsp;543440 |
| 5.000%, 05/01/27  | 580 | &nbsp;&nbsp;598508 |
| &nbsp;&nbsp;&nbsp;&nbsp;Portage Public Schools <br>(GO) (BAM) |  |  |
| 6.000%, 11/01/26  | 465 | &nbsp;&nbsp;477824 |
| 6.000%, 11/01/27  | 220 | &nbsp;&nbsp;234079 |
| &nbsp;&nbsp;&nbsp;&nbsp;South Lyon Community <br>Schools (GO) |  |  |
| 5.000%, 05/01/26  | 880 | &nbsp;&nbsp;885739 |
| &nbsp;&nbsp;&nbsp;&nbsp;Warren Consolidated <br>Schools (GO) (Q-SBLF) |  |  |
| 5.000%, 05/01/27  | 785 | &nbsp;&nbsp;809593 |
| 5.000%, 05/01/28  | 495 | &nbsp;&nbsp;522998 |
| &nbsp;&nbsp;&nbsp;&nbsp;Warren Consolidated <br>Schools (GO) (Q-SBLF) <br>Series II |  |  |
| 5.000%, 05/01/26  | 2085 | &nbsp;&nbsp;2097970 |
| 5.000%, 05/01/27  | 1045 | &nbsp;&nbsp;1077955 |
| &nbsp;&nbsp;&nbsp;&nbsp;Ypsilanti Community <br>Schools (GO) (Q-SBLF) |  |  |
| 5.000%, 05/01/27  | 440 | &nbsp;&nbsp;452654 |
| TOTAL MICHIGAN |  | &nbsp;&nbsp;18773730 |
| MINNESOTA — (1.9%) | MINNESOTA — (1.9%) | MINNESOTA — (1.9%) |
| &nbsp;&nbsp;&nbsp;&nbsp;Cloquet Independent <br>School District No. 94 <br>(GO) (SD CRED PROG) <br>Series A |  |  |
| 5.000%, 02/01/26  | 2370 | &nbsp;&nbsp;2370000 |
| &nbsp;&nbsp;&nbsp;&nbsp;County of Hennepin (GO) <br>Series C |  |  |
| 5.000%, 12/01/26  | 6355 | &nbsp;&nbsp;6500451 |
| 5.000%, 12/01/31  | 1030 | &nbsp;&nbsp;1050621 |
| &nbsp;&nbsp;&nbsp;&nbsp;Minnesota Health & <br>Education Facilities <br>Authority (RB) |  |  |
| 5.000%, 12/01/26  | 475 | &nbsp;&nbsp;484100 |
| 5.000%, 12/01/27  | 295 | &nbsp;&nbsp;307676 |
| &nbsp;&nbsp;&nbsp;&nbsp;Minnesota Health & <br>Education Facilities <br>Authority (RB) Series B |  |  |
| 5.000%, 10/01/26  | 480 | &nbsp;&nbsp;487506 |

---

------

**DFA Short-Term Municipal Bond Portfolio**

**CONTINUED**

---

| | | |
|:---|:---|:---|
|  | **Face**<br>**Amount**<br>| **Value†** |
|  | **(000)** |  |
| MINNESOTA — (Continued) | MINNESOTA — (Continued) | MINNESOTA — (Continued) |
| &nbsp;&nbsp;&nbsp;&nbsp;Minnesota Municipal Power <br>Agency (RB) |  |  |
| 5.000%, 10/01/28  | 145 | &nbsp;&nbsp;$145313 |
| &nbsp;&nbsp;&nbsp;&nbsp;Northfield Independent <br>School District No. 659 <br>(GO) (SD CRED PROG) <br>Series A |  |  |
| 5.000%, 02/01/26  | 1295 | &nbsp;&nbsp;1295000 |
| &nbsp;&nbsp;&nbsp;&nbsp;Rosemount-Apple <br>Valley-Eagan <br>Independent School <br>District No. 196 (GO) <br>(SD CRED PROG) <br>Series A |  |  |
| 5.000%, 02/01/26  | 1765 | &nbsp;&nbsp;1765000 |
| &nbsp;&nbsp;&nbsp;&nbsp;State of Minnesota (GO) <br>Series A |  |  |
| 5.000%, 08/01/27  | 10945 | &nbsp;&nbsp;11400767 |
| 5.000%, 08/01/33  | 985 | &nbsp;&nbsp;997267 |
| TOTAL MINNESOTA |  | &nbsp;&nbsp;26803701 |
| MISSISSIPPI — (0.1%) | MISSISSIPPI — (0.1%) | MISSISSIPPI — (0.1%) |
| &nbsp;&nbsp;&nbsp;&nbsp;State of Mississippi (GO) <br>Series B |  |  |
| 5.000%, 12/01/28  | 1265 | &nbsp;&nbsp;1291046 |
| MISSOURI — (0.2%) | MISSOURI — (0.2%) | MISSOURI — (0.2%) |
| &nbsp;&nbsp;&nbsp;&nbsp;Health & Educational <br>Facilities Authority of the <br>State of Missouri (RB) <br>Series B |  |  |
| 5.000%, 11/15/26  | 480 | &nbsp;&nbsp;488892 |
| &nbsp;&nbsp;&nbsp;&nbsp;St. Charles County School <br>District No. R-IV <br>Wentzville (GO) |  |  |
| 4.000%, 03/01/29  | 1645 | &nbsp;&nbsp;1647225 |
| TOTAL MISSOURI |  | &nbsp;&nbsp;2136117 |
| NEBRASKA — (0.3%) | NEBRASKA — (0.3%) | NEBRASKA — (0.3%) |
| &nbsp;&nbsp;&nbsp;&nbsp;City of Omaha (GO) Series <br>B |  |  |
| 5.000%, 04/15/26  | 245 | &nbsp;&nbsp;246369 |
| 5.000%, 04/15/27  | 180 | &nbsp;&nbsp;185955 |
| County of Sarpy (GO) |  |  |
| 5.000%, 06/01/26  | 1115 | &nbsp;&nbsp;1125089 |
| &nbsp;&nbsp;&nbsp;&nbsp;Nebraska State Colleges <br>Facilities Corp. (RB) <br>(AG) Series B |  |  |
| 5.000%, 07/15/26  | 645 | &nbsp;&nbsp;652180 |
| &nbsp;&nbsp;&nbsp;&nbsp;Omaha Public Power <br>District (RB) Series A |  |  |
| 5.000%, 02/01/31  | 1035 | &nbsp;&nbsp;1035000 |

---

---

| | | |
|:---|:---|:---|
|  | **Face**<br>**Amount**<br>| **Value†** |
|  | **(000)** |  |
| NEBRASKA — (Continued) | NEBRASKA — (Continued) | NEBRASKA — (Continued) |
| &nbsp;&nbsp;&nbsp;&nbsp;Omaha Public Power <br>District (RB) Series C |  |  |
| 5.000%, 02/01/27  | 935 | &nbsp;&nbsp;$960529 |
| TOTAL NEBRASKA |  | &nbsp;&nbsp;4205122 |
| NEVADA — (0.5%) | NEVADA — (0.5%) | NEVADA — (0.5%) |
| &nbsp;&nbsp;&nbsp;&nbsp;Clark County School <br>District (GO) Series A |  |  |
| 5.000%, 06/15/26  | 1715 | &nbsp;&nbsp;1731837 |
| &nbsp;&nbsp;&nbsp;&nbsp;Clark County School <br>District (GO) Series B |  |  |
| 5.000%, 06/15/26  | 2050 | &nbsp;&nbsp;2070125 |
| &nbsp;&nbsp;&nbsp;&nbsp;Clark County Water <br>Reclamation District <br>(GO) |  |  |
| 4.000%, 07/01/33  | 1990 | &nbsp;&nbsp;1999482 |
| &nbsp;&nbsp;&nbsp;&nbsp;Washoe County School <br>District (GO) Series A |  |  |
| 5.000%, 06/01/27  | 585 | &nbsp;&nbsp;605895 |
| 5.000%, 06/01/28  | 625 | &nbsp;&nbsp;663283 |
| TOTAL NEVADA |  | &nbsp;&nbsp;7070622 |
| NEW HAMPSHIRE — (0.7%) | NEW HAMPSHIRE — (0.7%) | NEW HAMPSHIRE — (0.7%) |
| City of Manchester (GO) |  |  |
| 4.000%, 11/12/26  | 10330 | &nbsp;&nbsp;10468931 |
| NEW JERSEY — (7.8%) | NEW JERSEY — (7.8%) | NEW JERSEY — (7.8%) |
| &nbsp;&nbsp;&nbsp;&nbsp;Bridgewater-Raritan <br>Regional School District <br>(GO) |  |  |
| 6.000%, 07/15/26  | 745 | &nbsp;&nbsp;757604 |
| &nbsp;&nbsp;&nbsp;&nbsp;City of Hoboken (GO) <br>Series A |  |  |
| 4.000%, 03/10/26  | 8100 | &nbsp;&nbsp;8114190 |
| &nbsp;&nbsp;&nbsp;&nbsp;City of New Brunswick <br>(GO) |  |  |
| 4.000%, 09/08/26  | 6215 | &nbsp;&nbsp;6276569 |
| City of Newark (GO) |  |  |
| 4.000%, 12/11/26  | 5000 | &nbsp;&nbsp;5059343 |
| City of Summit (GO) |  |  |
| 4.000%, 07/16/26  | 1465 | &nbsp;&nbsp;1476695 |
| County of Hudson (GO) |  |  |
| 4.000%, 02/26/26  | 15205 | &nbsp;&nbsp;15221586 |
| &nbsp;&nbsp;&nbsp;&nbsp;County of Mercer (GO) <br>Series A |  |  |
| 4.000%, 03/31/26  | 5500 | &nbsp;&nbsp;5514744 |
| County of Union (GO) |  |  |
| 4.000%, 06/12/26  | 15000 | &nbsp;&nbsp;15092304 |
| &nbsp;&nbsp;&nbsp;&nbsp;Essex County <br>Improvement Authority <br>(RN) |  |  |
| 5.000%, 03/17/26  | 1785 | &nbsp;&nbsp;1790950 |

---

------

**DFA Short-Term Municipal Bond Portfolio**

**CONTINUED**

---

| | | |
|:---|:---|:---|
|  | **Face**<br>**Amount**<br>| **Value†** |
|  | **(000)** |  |
| NEW JERSEY — (Continued) | NEW JERSEY — (Continued) | NEW JERSEY — (Continued) |
| &nbsp;&nbsp;&nbsp;&nbsp;Hudson County <br>Improvement Authority <br>(RN) Series A |  |  |
| 4.000%, 03/12/26  | 957 | &nbsp;&nbsp;$958743 |
| &nbsp;&nbsp;&nbsp;&nbsp;Hudson County <br>Improvement Authority <br>(RN) Series B-1 |  |  |
| 4.000%, 06/24/26  | 690 | &nbsp;&nbsp;694368 |
| &nbsp;&nbsp;&nbsp;&nbsp;Monmouth County <br>Improvement Authority <br>(RN) |  |  |
| 4.000%, 03/13/26  | 4785 | &nbsp;&nbsp;4793990 |
| &nbsp;&nbsp;&nbsp;&nbsp;New Jersey Educational <br>Facilities Authority (RB) <br>(AG) Series A |  |  |
| 5.000%, 07/01/26  | 765 | &nbsp;&nbsp;773346 |
| &nbsp;&nbsp;&nbsp;&nbsp;New Jersey Transportation <br>Trust Fund Authority <br>(RB) Series BB1 |  |  |
| 5.000%, 06/15/32  | 1310 | &nbsp;&nbsp;1401074 |
| Princeton (GO) |  |  |
| 4.000%, 02/19/26  | 10250 | &nbsp;&nbsp;10258266 |
| &nbsp;&nbsp;&nbsp;&nbsp;Township of East <br>Brunswick (GO) |  |  |
| 4.000%, 07/14/26  | 7095 | &nbsp;&nbsp;7146706 |
| &nbsp;&nbsp;&nbsp;&nbsp;Township of Evesham <br>(GO) |  |  |
| 4.000%, 09/14/26  | 4000 | &nbsp;&nbsp;4037769 |
| Township of Ewing (GO) |  |  |
| 4.000%, 12/22/26  | 4025 | &nbsp;&nbsp;4087412 |
| &nbsp;&nbsp;&nbsp;&nbsp;Township of <br>Hopewell/Cumberland <br>County (GO) |  |  |
| 4.000%, 09/21/26  | 4000 | &nbsp;&nbsp;4041056 |
| Township of Morris (GO) |  |  |
| 3.750%, 09/24/26  | 2000 | &nbsp;&nbsp;2017005 |
| &nbsp;&nbsp;&nbsp;&nbsp;Township of Old Bridge <br>(GO) |  |  |
| 4.000%, 09/09/26  | 2320 | &nbsp;&nbsp;2343234 |
| &nbsp;&nbsp;&nbsp;&nbsp;Township of Woodbridge <br>(GO) |  |  |
| 4.000%, 03/13/26  | 5905 | &nbsp;&nbsp;5915887 |
| &nbsp;&nbsp;&nbsp;&nbsp;Westfield School District <br>(GO) |  |  |
| 4.000%, 09/03/26  | 2770 | &nbsp;&nbsp;2796624 |
| TOTAL NEW JERSEY |  | &nbsp;&nbsp;110569465 |
| NEW MEXICO — (1.2%) | NEW MEXICO — (1.2%) | NEW MEXICO — (1.2%) |
| &nbsp;&nbsp;&nbsp;&nbsp;Albuquerque Municipal <br>School District No. 12 <br>(GO) (ST AID <br>WITHHLDG) Series B |  |  |
| 5.000%, 08/01/26  | 475 | &nbsp;&nbsp;481300 |

---

---

| | | |
|:---|:---|:---|
|  | **Face**<br>**Amount**<br>| **Value†** |
|  | **(000)** |  |
| NEW MEXICO — (Continued) | NEW MEXICO — (Continued) | NEW MEXICO — (Continued) |
| &nbsp;&nbsp;&nbsp;&nbsp;Central New Mexico <br>Community College <br>(GO) |  |  |
| 5.000%, 08/15/26  | 2400 | &nbsp;&nbsp;$2434680 |
| 5.000%, 08/15/27  | 10290 | &nbsp;&nbsp;10709051 |
| &nbsp;&nbsp;&nbsp;&nbsp;City of Albuquerque (GO) <br>Series A |  |  |
| 5.000%, 07/01/26  | 1000 | &nbsp;&nbsp;1011097 |
| State of New Mexico (GO) |  |  |
| 5.000%, 03/01/26  | 1550 | &nbsp;&nbsp;1553383 |
| 5.000%, 03/01/27  | 1000 | &nbsp;&nbsp;1029601 |
| TOTAL NEW MEXICO |  | &nbsp;&nbsp;17219112 |
| NEW YORK — (10.8%) | NEW YORK — (10.8%) | NEW YORK — (10.8%) |
| &nbsp;&nbsp;&nbsp;&nbsp;Amherst Central School <br>District (GO) (ST AID <br>WITHHLDG) |  |  |
| 4.000%, 08/05/26  | 3000 | &nbsp;&nbsp;3026779 |
| &nbsp;&nbsp;&nbsp;&nbsp;Bath Central School <br>District (GO) (ST AID <br>WITHHLDG) |  |  |
| 4.000%, 06/26/26  | 3500 | &nbsp;&nbsp;3517479 |
| City of New Rochelle (GO) |  |  |
| 4.000%, 12/09/26  | 8000 | &nbsp;&nbsp;8116079 |
| &nbsp;&nbsp;&nbsp;&nbsp;City of New York (GO) <br>Series A-1 |  |  |
| 4.000%, 08/01/32  | 1690 | &nbsp;&nbsp;1696671 |
| 5.000%, 08/01/33  | 930 | &nbsp;&nbsp;941073 |
| &nbsp;&nbsp;&nbsp;&nbsp;City of New York (GO) <br>Series B-1 |  |  |
| 5.000%, 08/01/26  | 775 | &nbsp;&nbsp;785433 |
| 5.000%, 08/01/27  | 3875 | &nbsp;&nbsp;4031228 |
| 5.000%, 12/01/31  | 1135 | &nbsp;&nbsp;1158572 |
| 5.000%, 12/01/34  | 1220 | &nbsp;&nbsp;1243208 |
| &nbsp;&nbsp;&nbsp;&nbsp;City of New York (GO) <br>Series C |  |  |
| 5.000%, 08/01/26  | 1465 | &nbsp;&nbsp;1484722 |
| &nbsp;&nbsp;&nbsp;&nbsp;City of New York (GO) <br>Series D4 |  |  |
| 3.200%, 08/01/40  | 4800 | &nbsp;&nbsp;4800000 |
| &nbsp;&nbsp;&nbsp;&nbsp;City of New York (GO) <br>Series E |  |  |
| 5.000%, 08/01/32  | 785 | &nbsp;&nbsp;794620 |
| &nbsp;&nbsp;&nbsp;&nbsp;City of New York (GO) <br>Series F |  |  |
| 5.000%, 08/01/26  | 1905 | &nbsp;&nbsp;1930645 |
| &nbsp;&nbsp;&nbsp;&nbsp;City of New York (GO) <br>Series F-5 |  |  |
| 3.200%, 06/01/44  | 2075 | &nbsp;&nbsp;2075000 |
| &nbsp;&nbsp;&nbsp;&nbsp;City of New York (GO) <br>Series I-2 |  |  |
| 3.250%, 03/01/40  | 6440 | &nbsp;&nbsp;6440000 |
| City of Oneida (GO) |  |  |
| 4.000%, 03/27/26  | 4500 | &nbsp;&nbsp;4511220 |

---

------

**DFA Short-Term Municipal Bond Portfolio**

**CONTINUED**

---

| | | |
|:---|:---|:---|
|  | **Face**<br>**Amount**<br>| **Value†** |
|  | **(000)** |  |
| NEW YORK — (Continued) | NEW YORK — (Continued) | NEW YORK — (Continued) |
| &nbsp;&nbsp;&nbsp;&nbsp;City of Rochester (GO) <br>Series I |  |  |
| 4.000%, 02/26/26  | 3000 | &nbsp;&nbsp;$3003293 |
| City of Troy (GO) |  |  |
| 4.000%, 01/29/27  | 1000 | &nbsp;&nbsp;1013825 |
| &nbsp;&nbsp;&nbsp;&nbsp;Connetquot Central School <br>District of Islip (GO) (ST <br>AID WITHHLDG) |  |  |
| 4.000%, 06/18/26  | 5000 | &nbsp;&nbsp;5032988 |
| &nbsp;&nbsp;&nbsp;&nbsp;Corning City School District <br>(GO) Series A |  |  |
| 4.000%, 06/18/26  | 3975 | &nbsp;&nbsp;3999844 |
| County of Suffolk (GO) |  |  |
| 4.000%, 07/24/26  | 21000 | &nbsp;&nbsp;21181455 |
| &nbsp;&nbsp;&nbsp;&nbsp;Harborfields Central School <br>District (GO) (ST AID <br>WITHHLDG) |  |  |
| 4.000%, 09/03/26  | 5390 | &nbsp;&nbsp;5445639 |
| &nbsp;&nbsp;&nbsp;&nbsp;Honeoye Falls-Lima <br>Central School District <br>(GO) (ST AID <br>WITHHLDG) |  |  |
| 4.000%, 06/25/26  | 2000 | &nbsp;&nbsp;2011953 |
| &nbsp;&nbsp;&nbsp;&nbsp;Kingston City School <br>District (GO) (ST AID <br>WITHHLDG) |  |  |
| 4.000%, 06/30/26  | 1055 | &nbsp;&nbsp;1062011 |
| &nbsp;&nbsp;&nbsp;&nbsp;Metropolitan Transportation <br>Authority (RB) Series <br>2012G-1 |  |  |
| 3.200%, 11/01/32  | 730 | &nbsp;&nbsp;730000 |
| &nbsp;&nbsp;&nbsp;&nbsp;Metropolitan Transportation <br>Authority Dedicated Tax <br>Fund (ST) Series A |  |  |
| 5.000%, 11/15/26  | 245 | &nbsp;&nbsp;250300 |
| &nbsp;&nbsp;&nbsp;&nbsp;Monroe County Industrial <br>Development Corp. (RB) <br>Series A |  |  |
| 5.000%, 12/01/26  | 885 | &nbsp;&nbsp;900473 |
| &nbsp;&nbsp;&nbsp;&nbsp;New Hartford Central <br>School District (GO) (ST <br>AID WITHHLDG) |  |  |
| 4.000%, 06/26/26  | 2000 | &nbsp;&nbsp;2012598 |
| &nbsp;&nbsp;&nbsp;&nbsp;New York State Dormitory <br>Authority (RB) |  |  |
| 5.000%, 07/01/26  | 485 | &nbsp;&nbsp;490170 |
| 5.000%, 07/01/27  | 195 | &nbsp;&nbsp;202025 |
| &nbsp;&nbsp;&nbsp;&nbsp;New York State Dormitory <br>Authority (RB) Series A |  |  |
| 5.000%, 03/15/30  | 1310 | &nbsp;&nbsp;1331398 |
| &nbsp;&nbsp;&nbsp;&nbsp;New York State Dormitory <br>Authority (RB) Series B |  |  |
| 5.000%, 02/15/33  | 435 | &nbsp;&nbsp;451543 |
| 5.000%, 02/15/34  | 3320 | &nbsp;&nbsp;3442180 |

---

---

| | | |
|:---|:---|:---|
|  | **Face**<br>**Amount**<br>| **Value†** |
|  | **(000)** |  |
| NEW YORK — (Continued) | NEW YORK — (Continued) | NEW YORK — (Continued) |
| &nbsp;&nbsp;&nbsp;&nbsp;New York State Dormitory <br>Authority (RB) Series C |  |  |
| 5.000%, 03/15/27  | 390 | &nbsp;&nbsp;$402437 |
| 5.000%, 03/15/28  | 715 | &nbsp;&nbsp;756475 |
| &nbsp;&nbsp;&nbsp;&nbsp;New York State Dormitory <br>Authority (RB) Series D |  |  |
| 5.000%, 02/15/35  | 3510 | &nbsp;&nbsp;3551434 |
| &nbsp;&nbsp;&nbsp;&nbsp;North Syracuse Central <br>School District (GO) (ST <br>AID WITHHLDG) Series <br>A |  |  |
| 4.000%, 07/31/26  | 5045 | &nbsp;&nbsp;5084721 |
| &nbsp;&nbsp;&nbsp;&nbsp;Scotia-Glenville Central <br>School District (GO) (ST <br>AID WITHHLDG) |  |  |
| 4.000%, 07/31/26  | 4000 | &nbsp;&nbsp;4032499 |
| &nbsp;&nbsp;&nbsp;&nbsp;South Orangetown Central <br>School District (GO) (ST <br>AID WITHHLDG) Series <br>B |  |  |
| 4.000%, 08/05/26  | 5500 | &nbsp;&nbsp;5546537 |
| &nbsp;&nbsp;&nbsp;&nbsp;Three Village Central <br>School District <br>Brookhaven & <br>Smithtown (GO) (ST AID <br>WITHHLDG) |  |  |
| 4.000%, 06/24/26  | 5030 | &nbsp;&nbsp;5063742 |
| &nbsp;&nbsp;&nbsp;&nbsp;Town of North Hempstead <br>(GO) Series A |  |  |
| 4.000%, 03/20/26  | 5000 | &nbsp;&nbsp;5011008 |
| Town of Oyster Bay (GO) |  |  |
| 4.000%, 08/21/26  | 3255 | &nbsp;&nbsp;3285917 |
| &nbsp;&nbsp;&nbsp;&nbsp;Town of Salina (GO) Series <br>A |  |  |
| 4.000%, 06/05/26  | 5000 | &nbsp;&nbsp;5027507 |
| Town of Tonawanda (GO) |  |  |
| 4.000%, 08/21/26  | 4110 | &nbsp;&nbsp;4147886 |
| Town of Webster (GO) |  |  |
| 4.000%, 08/25/26  | 6030 | &nbsp;&nbsp;6086736 |
| &nbsp;&nbsp;&nbsp;&nbsp;Triborough Bridge & Tunnel <br>Authority (RB) Series <br>A-2 |  |  |
| 5.000%, 11/15/26  | 825 | &nbsp;&nbsp;843296 |
| &nbsp;&nbsp;&nbsp;&nbsp;Triborough Bridge & Tunnel <br>Authority (RB) Series B |  |  |
| 5.000%, 11/15/29  | 2135 | &nbsp;&nbsp;2210975 |
| &nbsp;&nbsp;&nbsp;&nbsp;Village of Freeport (GO) <br>Series F |  |  |
| 3.750%, 11/12/26  | 2705 | &nbsp;&nbsp;2734333 |
| TOTAL NEW YORK |  | &nbsp;&nbsp;152899927 |

---

------

**DFA Short-Term Municipal Bond Portfolio**

**CONTINUED**

---

| | | |
|:---|:---|:---|
|  | **Face**<br>**Amount**<br>| **Value†** |
|  | **(000)** |  |
| NORTH CAROLINA — (0.8%) | NORTH CAROLINA — (0.8%) | NORTH CAROLINA — (0.8%) |
| &nbsp;&nbsp;&nbsp;&nbsp;Charlotte-Mecklenburg <br>Hospital Authority (RB) <br>Series G |  |  |
| 3.200%, 01/15/48  | 1195 | &nbsp;&nbsp;$1195000 |
| &nbsp;&nbsp;&nbsp;&nbsp;City of Raleigh Combined <br>Enterprise System <br>Revenue (RB) |  |  |
| 5.000%, 12/01/27  | 295 | &nbsp;&nbsp;309831 |
| &nbsp;&nbsp;&nbsp;&nbsp;County of Union (GO) <br>Series B |  |  |
| 5.000%, 09/01/26  | 3460 | &nbsp;&nbsp;3514563 |
| &nbsp;&nbsp;&nbsp;&nbsp;North Carolina Medical <br>Care Commission (RB) <br>Series A |  |  |
| 5.000%, 06/01/26  | 1910 | &nbsp;&nbsp;1926149 |
| &nbsp;&nbsp;&nbsp;&nbsp;North Carolina Municipal <br>Power Agency No. 1 <br>(RB) Series A |  |  |
| 5.000%, 01/01/32  | 2825 | &nbsp;&nbsp;2845517 |
| &nbsp;&nbsp;&nbsp;&nbsp;State of North Carolina <br>(GO) Series C |  |  |
| 5.000%, 06/01/27  | 1120 | &nbsp;&nbsp;1161624 |
| &nbsp;&nbsp;&nbsp;&nbsp;TOTAL NORTH <br>CAROLINA |  | &nbsp;&nbsp;10952684 |
| OHIO — (2.0%) | OHIO — (2.0%) | OHIO — (2.0%) |
| &nbsp;&nbsp;&nbsp;&nbsp;American Municipal Power, <br>Inc. (RB) Series A |  |  |
| 5.000%, 02/15/26  | 1790 | &nbsp;&nbsp;1791515 |
| &nbsp;&nbsp;&nbsp;&nbsp;City of Cleveland Airport <br>System Revenue (RB) <br>Series A |  |  |
| 5.000%, 01/01/27  | 1220 | &nbsp;&nbsp;1245956 |
| &nbsp;&nbsp;&nbsp;&nbsp;Cleveland State University <br>(RB) (BAM) Series C |  |  |
| 5.000%, 06/01/26  | 575 | &nbsp;&nbsp;579670 |
| 5.000%, 06/01/27  | 485 | &nbsp;&nbsp;500480 |
| &nbsp;&nbsp;&nbsp;&nbsp;County of Allen Hospital <br>Facilities Revenue (RB) <br>Series A |  |  |
| 5.000%, 12/01/26  | 1375 | &nbsp;&nbsp;1403742 |
| &nbsp;&nbsp;&nbsp;&nbsp;County of Allen Hospital <br>Facilities Revenue (RB) <br>Series C |  |  |
| 3.200%, 06/01/34  | 6690 | &nbsp;&nbsp;6690000 |
| County of Lucas (GO) |  |  |
| 4.000%, 10/09/26  | 1000 | &nbsp;&nbsp;1011516 |
| &nbsp;&nbsp;&nbsp;&nbsp;Ohio Higher Educational <br>Facility Commission <br>(RB) Series B2 |  |  |
| 3.200%, 01/01/39  | 3165 | &nbsp;&nbsp;3165000 |
| &nbsp;&nbsp;&nbsp;&nbsp;Ohio State University (RB) <br>Series A |  |  |
| 5.000%, 12/01/26  | 465 | &nbsp;&nbsp;475418 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Face**<br>**Amount**<br>| **Value†** |
|  |  | **(000)** |  |
| OHIO — (Continued) | OHIO — (Continued) | OHIO — (Continued) | OHIO — (Continued) |
| &nbsp;&nbsp;&nbsp;&nbsp;State of Ohio (GO) Series <br>A | &nbsp;&nbsp;&nbsp;&nbsp;State of Ohio (GO) Series <br>A |  |  |
|  | 5.000%, 05/01/32  | 920 | &nbsp;&nbsp;$948886 |
| &nbsp;&nbsp;&nbsp;&nbsp;State of Ohio (GO) Series <br>AA | &nbsp;&nbsp;&nbsp;&nbsp;State of Ohio (GO) Series <br>AA |  |  |
|  | 5.000%, 05/01/27  | 4585 | &nbsp;&nbsp;4742167 |
| &nbsp;&nbsp;&nbsp;&nbsp;State of Ohio (GO) Series <br>Z | &nbsp;&nbsp;&nbsp;&nbsp;State of Ohio (GO) Series <br>Z |  |  |
|  | 5.000%, 05/01/27  | 1745 | &nbsp;&nbsp;1804816 |
| &nbsp;&nbsp;&nbsp;&nbsp;University of Akron (RB) <br>Series A | &nbsp;&nbsp;&nbsp;&nbsp;University of Akron (RB) <br>Series A |  |  |
|  | 4.000%, 01/01/28  | 3265 | &nbsp;&nbsp;3345489 |
| TOTAL OHIO | TOTAL OHIO |  | &nbsp;&nbsp;27704655 |
| OKLAHOMA — (0.2%) | OKLAHOMA — (0.2%) | OKLAHOMA — (0.2%) | OKLAHOMA — (0.2%) |
| &nbsp;&nbsp;&nbsp;&nbsp;Cleveland County <br>Independent School <br>District No. 29 Norman <br>(GO) | &nbsp;&nbsp;&nbsp;&nbsp;Cleveland County <br>Independent School <br>District No. 29 Norman <br>(GO) |  |  |
|  | 4.000%, 03/01/27  | 1900 | &nbsp;&nbsp;1933106 |
| &nbsp;&nbsp;&nbsp;&nbsp;Oklahoma County <br>Independent School <br>District No. 12 Edmond <br>(GO) | &nbsp;&nbsp;&nbsp;&nbsp;Oklahoma County <br>Independent School <br>District No. 12 Edmond <br>(GO) |  |  |
|  | 3.000%, 03/01/26  | 1605 | &nbsp;&nbsp;1605574 |
| TOTAL OKLAHOMA | TOTAL OKLAHOMA |  | &nbsp;&nbsp;3538680 |
| OREGON — (1.4%) | OREGON — (1.4%) | OREGON — (1.4%) | OREGON — (1.4%) |
| City of Hillsboro (GO) | City of Hillsboro (GO) |  |  |
|  | 5.000%, 06/01/27  | 685 | &nbsp;&nbsp;709742 |
| &nbsp;&nbsp;&nbsp;&nbsp;City of Medford Sewer <br>Revenue (RB) (BAM) | &nbsp;&nbsp;&nbsp;&nbsp;City of Medford Sewer <br>Revenue (RB) (BAM) |  |  |
|  | 5.000%, 06/01/28  | 160 | &nbsp;&nbsp;169647 |
| &nbsp;&nbsp;&nbsp;&nbsp;County of Washington <br>(GO) | &nbsp;&nbsp;&nbsp;&nbsp;County of Washington <br>(GO) |  |  |
|  | 5.000%, 06/01/26  | 5110 | &nbsp;&nbsp;5157212 |
| &nbsp;&nbsp;&nbsp;&nbsp;Lane & Douglas Counties <br>School District No. 28J <br>Fern Ridge (GO) (SCH <br>BD GTY) Series A | &nbsp;&nbsp;&nbsp;&nbsp;Lane & Douglas Counties <br>School District No. 28J <br>Fern Ridge (GO) (SCH <br>BD GTY) Series A |  |  |
| ¤ | &nbsp;&nbsp;&nbsp;&nbsp;5.000%, 06/15/33 <br>(Pre-refunded @ <br>$100, 6/15/26)<br>| 955 | &nbsp;&nbsp;964584 |
| ¤ | &nbsp;&nbsp;&nbsp;&nbsp;5.000%, 06/15/36 <br>(Pre-refunded @ <br>$100, 6/15/26)<br>| 935 | &nbsp;&nbsp;944383 |
| &nbsp;&nbsp;&nbsp;&nbsp;Multnomah County School <br>District No. 1J Portland <br>(GO) (SCH BD GTY) <br>Series B | &nbsp;&nbsp;&nbsp;&nbsp;Multnomah County School <br>District No. 1J Portland <br>(GO) (SCH BD GTY) <br>Series B |  |  |
|  | 5.000%, 06/15/29  | 9480 | &nbsp;&nbsp;9493050 |
| &nbsp;&nbsp;&nbsp;&nbsp;Port of Portland Airport <br>Revenue (RB) Series A | &nbsp;&nbsp;&nbsp;&nbsp;Port of Portland Airport <br>Revenue (RB) Series A |  |  |
|  | 5.000%, 07/01/26  | 435 | &nbsp;&nbsp;439601 |

---

------

**DFA Short-Term Municipal Bond Portfolio**

**CONTINUED**

---

| | | |
|:---|:---|:---|
|  | **Face**<br>**Amount**<br>| **Value†** |
|  | **(000)** |  |
| OREGON — (Continued) | OREGON — (Continued) | OREGON — (Continued) |
| &nbsp;&nbsp;&nbsp;&nbsp;Washington & Clackamas <br>Counties School District <br>No. 23J Tigard-Tualatin <br>(GO) (SCH BD GTY) |  |  |
| 5.000%, 06/15/26  | 2200 | &nbsp;&nbsp;$2222499 |
| TOTAL OREGON |  | &nbsp;&nbsp;20100718 |
| PENNSYLVANIA — (0.8%) | PENNSYLVANIA — (0.8%) | PENNSYLVANIA — (0.8%) |
| &nbsp;&nbsp;&nbsp;&nbsp;Allegheny County Hospital <br>Development Authority <br>(RB) Series A |  |  |
| 5.000%, 07/15/26  | 1780 | &nbsp;&nbsp;1799410 |
| &nbsp;&nbsp;&nbsp;&nbsp;City of Philadelphia (GO) <br>Series B |  |  |
| 5.000%, 02/01/26  | 980 | &nbsp;&nbsp;980000 |
| &nbsp;&nbsp;&nbsp;&nbsp;City of Philadelphia (GO) <br>Series C |  |  |
| 5.000%, 08/01/26  | 1255 | &nbsp;&nbsp;1271101 |
| &nbsp;&nbsp;&nbsp;&nbsp;Commonwealth of <br>Pennsylvania (GO) <br>Series 1ST |  |  |
| 5.000%, 02/01/27  | 4655 | &nbsp;&nbsp;4663702 |
| &nbsp;&nbsp;&nbsp;&nbsp;East Stroudsburg Area <br>School District (GO) (ST <br>AID WITHHLDG) Series <br>AA |  |  |
| 4.000%, 09/01/27  | 2330 | &nbsp;&nbsp;2333293 |
| &nbsp;&nbsp;&nbsp;&nbsp;Pennsylvania Turnpike <br>Commission (RB) Series <br>A-1 |  |  |
| 5.000%, 12/01/31  | 625 | &nbsp;&nbsp;630365 |
| &nbsp;&nbsp;&nbsp;&nbsp;Pittsburgh Water & Sewer <br>Authority (RB) Series A |  |  |
| 5.000%, 09/01/27  | 205 | &nbsp;&nbsp;212912 |
| TOTAL PENNSYLVANIA |  | &nbsp;&nbsp;11890783 |
| RHODE ISLAND — (0.1%) | RHODE ISLAND — (0.1%) | RHODE ISLAND — (0.1%) |
| &nbsp;&nbsp;&nbsp;&nbsp;State of Rhode Island (GO) <br>Series C |  |  |
| 5.000%, 08/01/26  | 1710 | &nbsp;&nbsp;1732832 |
| SOUTH CAROLINA — (4.9%) | SOUTH CAROLINA — (4.9%) | SOUTH CAROLINA — (4.9%) |
| &nbsp;&nbsp;&nbsp;&nbsp;Beaufort County School <br>District (GO) Series A |  |  |
| 5.000%, 03/02/26  | 10050 | &nbsp;&nbsp;10072481 |
| &nbsp;&nbsp;&nbsp;&nbsp;Beaufort County School <br>District (GO) Series B |  |  |
| 5.000%, 03/01/27  | 5540 | &nbsp;&nbsp;5701282 |
| &nbsp;&nbsp;&nbsp;&nbsp;Beaufort County School <br>District (GO) Series C |  |  |
| 5.000%, 03/01/26  | 6040 | &nbsp;&nbsp;6053059 |
| 5.000%, 03/01/27  | 6710 | &nbsp;&nbsp;6905343 |

---

---

| | | |
|:---|:---|:---|
|  | **Face**<br>**Amount**<br>| **Value†** |
|  | **(000)** |  |
| SOUTH CAROLINA — (Continued) | SOUTH CAROLINA — (Continued) | SOUTH CAROLINA — (Continued) |
| &nbsp;&nbsp;&nbsp;&nbsp;Charleston County School <br>District (GO) Series A |  |  |
| 5.000%, 02/01/26  | 3750 | &nbsp;&nbsp;$3750000 |
| 5.000%, 02/01/27  | 1375 | &nbsp;&nbsp;1413094 |
| &nbsp;&nbsp;&nbsp;&nbsp;Clover School District No. <br>2 (GO) |  |  |
| 5.000%, 03/01/26  | 15015 | &nbsp;&nbsp;15047958 |
| &nbsp;&nbsp;&nbsp;&nbsp;Horry County School <br>District (GO) |  |  |
| 5.000%, 03/01/26  | 7700 | &nbsp;&nbsp;7717029 |
| &nbsp;&nbsp;&nbsp;&nbsp;Orangeburg County School <br>District (GO) |  |  |
| 5.000%, 08/13/26  | 4000 | &nbsp;&nbsp;4052869 |
| &nbsp;&nbsp;&nbsp;&nbsp;Piedmont Municipal Power <br>Agency (RB) Series A |  |  |
| 5.000%, 01/01/30  | 1010 | &nbsp;&nbsp;1011597 |
| &nbsp;&nbsp;&nbsp;&nbsp;York County School District <br>No. 1 (GO) |  |  |
| 4.000%, 07/30/26  | 7000 | &nbsp;&nbsp;7060392 |
| &nbsp;&nbsp;&nbsp;&nbsp;TOTAL SOUTH <br>CAROLINA |  | &nbsp;&nbsp;68785104 |
| SOUTH DAKOTA — (0.1%) | SOUTH DAKOTA — (0.1%) | SOUTH DAKOTA — (0.1%) |
| &nbsp;&nbsp;&nbsp;&nbsp;South Dakota Health & <br>Educational Facilities <br>Authority (RB) Series B |  |  |
| 5.000%, 11/01/26  | 840 | &nbsp;&nbsp;855798 |
| TENNESSEE — (1.2%) | TENNESSEE — (1.2%) | TENNESSEE — (1.2%) |
| &nbsp;&nbsp;&nbsp;&nbsp;City of Memphis (GO) <br>Series A |  |  |
| 5.000%, 04/01/26  | 1170 | &nbsp;&nbsp;1175159 |
| 5.000%, 04/01/27  | 1390 | &nbsp;&nbsp;1433864 |
| &nbsp;&nbsp;&nbsp;&nbsp;City of Memphis (GO) <br>Series B |  |  |
| 5.000%, 04/01/26  | 1310 | &nbsp;&nbsp;1315776 |
| &nbsp;&nbsp;&nbsp;&nbsp;County of Rutherford (GO) <br>Series A |  |  |
| 5.000%, 04/01/26  | 1960 | &nbsp;&nbsp;1968740 |
| &nbsp;&nbsp;&nbsp;&nbsp;County of Rutherford (GO) <br>Series B |  |  |
| 5.000%, 04/01/26  | 2975 | &nbsp;&nbsp;2988267 |
| 5.000%, 04/01/27  | 1405 | &nbsp;&nbsp;1449009 |
| County of Williamson (GO) |  |  |
| 5.000%, 04/01/26  | 1710 | &nbsp;&nbsp;1717654 |
| &nbsp;&nbsp;&nbsp;&nbsp;Metropolitan Government <br>Nashville & Davidson <br>County Health & <br>Educational Facilities <br>Board (RB) Series A |  |  |
| 5.000%, 07/01/30  | 185 | &nbsp;&nbsp;186883 |
| &nbsp;&nbsp;&nbsp;&nbsp;Metropolitan Government <br>of Nashville & Davidson <br>County (GO) |  |  |
| 5.000%, 01/01/28  | 3035 | &nbsp;&nbsp;3066438 |

---

------

**DFA Short-Term Municipal Bond Portfolio**

**CONTINUED**

---

| | | |
|:---|:---|:---|
|  | **Face**<br>**Amount**<br>| **Value†** |
|  | **(000)** |  |
| TENNESSEE — (Continued) | TENNESSEE — (Continued) | TENNESSEE — (Continued) |
| &nbsp;&nbsp;&nbsp;&nbsp;Metropolitan Government <br>of Nashville & Davidson <br>County Water & Sewer <br>Revenue (RB) |  |  |
| 5.000%, 07/01/26  | 705 | &nbsp;&nbsp;$712950 |
| 5.000%, 07/01/27  | 320 | &nbsp;&nbsp;332291 |
| &nbsp;&nbsp;&nbsp;&nbsp;Metropolitan Nashville <br>Airport Authority (RB) <br>Series C |  |  |
| 5.000%, 07/01/27  | 220 | &nbsp;&nbsp;228330 |
| 5.000%, 07/01/28  | 260 | &nbsp;&nbsp;276345 |
| TOTAL TENNESSEE |  | &nbsp;&nbsp;16851706 |
| TEXAS — (18.0%) | TEXAS — (18.0%) | TEXAS — (18.0%) |
| &nbsp;&nbsp;&nbsp;&nbsp;Alamo Community College <br>District (GO) |  |  |
| 5.000%, 02/15/26  | 790 | &nbsp;&nbsp;790764 |
| &nbsp;&nbsp;&nbsp;&nbsp;Allen Independent School <br>District (GO) (PSF-GTD) |  |  |
| 5.000%, 02/15/26  | 1020 | &nbsp;&nbsp;1021021 |
| &nbsp;&nbsp;&nbsp;&nbsp;Allen Independent School <br>District (GO) (PSF-GTD) <br>Series A |  |  |
| 5.000%, 02/15/26  | 640 | &nbsp;&nbsp;640640 |
| 5.000%, 02/15/27  | 490 | &nbsp;&nbsp;504030 |
| &nbsp;&nbsp;&nbsp;&nbsp;Alvin Independent School <br>District (GO) (PSF-GTD) |  |  |
| 5.000%, 02/15/26  | 1350 | &nbsp;&nbsp;1351281 |
| &nbsp;&nbsp;&nbsp;&nbsp;Arlington Independent <br>School District (GO) <br>(PSF-GTD) |  |  |
| 5.000%, 02/15/26  | 1020 | &nbsp;&nbsp;1021005 |
| &nbsp;&nbsp;&nbsp;&nbsp;Austin Community College <br>District (GO) |  |  |
| 5.000%, 08/01/26  | 620 | &nbsp;&nbsp;628068 |
| &nbsp;&nbsp;&nbsp;&nbsp;Austin Community College <br>District Public Facility <br>Corp. (RB) |  |  |
| 5.000%, 08/01/26  | 725 | &nbsp;&nbsp;734543 |
| 5.000%, 08/01/27  | 375 | &nbsp;&nbsp;389668 |
| &nbsp;&nbsp;&nbsp;&nbsp;Austin Independent School <br>District (GO) (PSF-GTD) |  |  |
| 5.000%, 08/01/26  | 160 | &nbsp;&nbsp;162186 |
| 5.000%, 08/01/27 | 2335 | &nbsp;&nbsp;2430545 |
| &nbsp;&nbsp;&nbsp;&nbsp;Board of Regents of the <br>University of Texas <br>System (RB) Series A |  |  |
| 5.000%, 08/15/26  | 7320 | &nbsp;&nbsp;7427940 |
| 5.000%, 08/15/27 | 11260 | &nbsp;&nbsp;11729395 |
| 5.000%, 08/15/28  | 565 | &nbsp;&nbsp;603019 |
| &nbsp;&nbsp;&nbsp;&nbsp;Board of Regents of the <br>University of Texas <br>System (RB) Series B |  |  |
| 5.000%, 08/15/27  | 2425 | &nbsp;&nbsp;2526188 |

---

---

| | | |
|:---|:---|:---|
|  | **Face**<br>**Amount**<br>| **Value†** |
|  | **(000)** |  |
| TEXAS — (Continued) | TEXAS — (Continued) | TEXAS — (Continued) |
| &nbsp;&nbsp;&nbsp;&nbsp;Boerne Independent <br>School District (GO) <br>(PSF-GTD) |  |  |
| 5.000%, 02/01/27  | 3455 | &nbsp;&nbsp;$3544741 |
| City of Austin (GO) |  |  |
| 5.000%, 05/01/26  | 700 | &nbsp;&nbsp;704717 |
| 5.000%, 09/01/26  | 460 | &nbsp;&nbsp;467326 |
| &nbsp;&nbsp;&nbsp;&nbsp;City of Austin Electric Utility <br>Revenue (RB) |  |  |
| 5.000%, 11/15/26  | 410 | &nbsp;&nbsp;418581 |
| 5.000%, 11/15/27  | 360 | &nbsp;&nbsp;377129 |
| 5.000%, 11/15/32  | 480 | &nbsp;&nbsp;488922 |
| &nbsp;&nbsp;&nbsp;&nbsp;City of Austin Water & <br>Wastewater System <br>Revenue (RB) |  |  |
| 5.000%, 11/15/31  | 860 | &nbsp;&nbsp;876693 |
| &nbsp;&nbsp;&nbsp;&nbsp;City of Bryan Electric <br>System Revenue (RB) <br>(AG) |  |  |
| 5.000%, 07/01/26  | 955 | &nbsp;&nbsp;964565 |
| City of Carrollton (GO) |  |  |
| 5.000%, 08/15/26 | 3015 | &nbsp;&nbsp;3059702 |
| &nbsp;&nbsp;&nbsp;&nbsp;City of Corpus Christi <br>Utility System Revenue <br>(RB) (AG) |  |  |
| 5.000%, 07/15/26  | 890 | &nbsp;&nbsp;900574 |
| City of Dallas (GO) |  |  |
| 5.000%, 02/15/26  | 1475 | &nbsp;&nbsp;1476427 |
| 5.000%, 08/15/27  | 2570 | &nbsp;&nbsp;2676644 |
| &nbsp;&nbsp;&nbsp;&nbsp;City of Dallas (GO) Series <br>A |  |  |
| 5.000%, 02/15/26  | 3130 | &nbsp;&nbsp;3133028 |
| 5.000%, 02/15/27  | 3580 | &nbsp;&nbsp;3680641 |
| &nbsp;&nbsp;&nbsp;&nbsp;City of Dallas Waterworks <br>& Sewer System <br>Revenue (RB) |  |  |
| 5.000%, 10/01/26  | 1190 | &nbsp;&nbsp;1211422 |
| City of El Paso (GO) |  |  |
| 5.000%, 08/15/26  | 955 | &nbsp;&nbsp;968184 |
| 5.000%, 08/15/34  | 1000 | &nbsp;&nbsp;1011895 |
| &nbsp;&nbsp;&nbsp;&nbsp;City of El Paso Water & <br>Sewer Revenue (RB) |  |  |
| 5.000%, 03/01/26  | 490 | &nbsp;&nbsp;491002 |
| 5.000%, 03/01/27  | 290 | &nbsp;&nbsp;298056 |
| City of Fort Worth (GO) |  |  |
| 5.000%, 03/01/26 | 15065 | &nbsp;&nbsp;15097287 |
| &nbsp;&nbsp;&nbsp;&nbsp;City of Fort Worth Water & <br>Sewer System Revenue <br>(RB) Series A |  |  |
| 5.000%, 02/15/26  | 1230 | &nbsp;&nbsp;1231190 |
| City of Frisco (GO) |  |  |
| 5.000%, 02/15/26 | 2515 | &nbsp;&nbsp;2517451 |
| &nbsp;&nbsp;&nbsp;&nbsp;City of Garland Electric <br>Utility System Revenue <br>(RB) (AG) |  |  |
| 5.000%, 03/01/27  | 175 | &nbsp;&nbsp;179880 |

---

------

**DFA Short-Term Municipal Bond Portfolio**

**CONTINUED**

---

| | | |
|:---|:---|:---|
|  | **Face**<br>**Amount**<br>| **Value†** |
|  | **(000)** |  |
| TEXAS — (Continued) | TEXAS — (Continued) | TEXAS — (Continued) |
| 5.000%, 03/01/28  | 260 | &nbsp;&nbsp;$273636 |
| &nbsp;&nbsp;&nbsp;&nbsp;City of Georgetown Utility <br>System Revenue (RB) |  |  |
| 5.000%, 08/15/26  | 300 | &nbsp;&nbsp;304125 |
| 5.000%, 08/15/27  | 355 | &nbsp;&nbsp;368746 |
| &nbsp;&nbsp;&nbsp;&nbsp;City of Greenville (GO) <br>(BAM) |  |  |
| 4.000%, 02/15/27  | 1770 | &nbsp;&nbsp;1796991 |
| City of Houston (RN) |  |  |
| 5.000%, 06/30/26  | 6000 | &nbsp;&nbsp;6067118 |
| &nbsp;&nbsp;&nbsp;&nbsp;City of Houston (GO) <br>Series A |  |  |
| 5.000%, 03/01/32  | 1370 | &nbsp;&nbsp;1406486 |
| City of Irving (GO) |  |  |
| 5.000%, 09/15/27  | 2670 | &nbsp;&nbsp;2784069 |
| City of Kyle (GO) (AG) |  |  |
| 5.000%, 08/15/26  | 670 | &nbsp;&nbsp;679573 |
| &nbsp;&nbsp;&nbsp;&nbsp;City of Lubbock Water & <br>Wastewater System <br>(RB) |  |  |
| 5.000%, 02/15/27  | 210 | &nbsp;&nbsp;216122 |
| City of McKinney (GO) |  |  |
| 5.000%, 08/15/26  | 1225 | &nbsp;&nbsp;1242438 |
| City of Pearland (GO) |  |  |
| 5.000%, 03/01/26  | 675 | &nbsp;&nbsp;676408 |
| 5.000%, 03/01/27  | 2670 | &nbsp;&nbsp;2745616 |
| &nbsp;&nbsp;&nbsp;&nbsp;City of Pearland (GO) <br>Series A |  |  |
| 5.000%, 03/01/27  | 875 | &nbsp;&nbsp;899780 |
| City of Plano (GO) |  |  |
| 5.000%, 09/01/26  | 2445 | &nbsp;&nbsp;2483514 |
| 5.000%, 09/01/27  | 1310 | &nbsp;&nbsp;1365898 |
| City of San Antonio (GO) |  |  |
| 5.000%, 02/01/26 | 5465 | &nbsp;&nbsp;5465000 |
| 5.000%, 02/01/27  | 1775 | &nbsp;&nbsp;1824123 |
| &nbsp;&nbsp;&nbsp;&nbsp;City of San Antonio Electric <br>& Gas Systems <br>Revenue (RB) |  |  |
| 4.000%, 02/01/28  | 1430 | &nbsp;&nbsp;1441356 |
| City of Temple (GO) |  |  |
| 5.000%, 08/01/26  | 850 | &nbsp;&nbsp;861358 |
| 5.000%, 08/01/27  | 540 | &nbsp;&nbsp;561609 |
| &nbsp;&nbsp;&nbsp;&nbsp;City of Temple (GO) Series <br>A |  |  |
| 5.000%, 08/01/26  | 180 | &nbsp;&nbsp;182405 |
| &nbsp;&nbsp;&nbsp;&nbsp;City of Temple (GO) Series <br>B |  |  |
| 5.000%, 08/01/26  | 295 | &nbsp;&nbsp;298942 |
| &nbsp;&nbsp;&nbsp;&nbsp;City of Temple Utility <br>System Revenue (RB) |  |  |
| 5.000%, 08/01/26  | 440 | &nbsp;&nbsp;445879 |
| 5.000%, 08/01/27  | 265 | &nbsp;&nbsp;275604 |
| &nbsp;&nbsp;&nbsp;&nbsp;Clear Lake City Water <br>Authority (GO) |  |  |
| 5.000%, 03/01/26  | 260 | &nbsp;&nbsp;260502 |

---

---

| | | |
|:---|:---|:---|
|  | **Face**<br>**Amount**<br>| **Value†** |
|  | **(000)** |  |
| TEXAS — (Continued) | TEXAS — (Continued) | TEXAS — (Continued) |
| &nbsp;&nbsp;&nbsp;&nbsp;Clifton Higher Education <br>Finance Corp. (RB) <br>(PSF-GTD) |  |  |
| 5.000%, 04/01/27  | 100 | &nbsp;&nbsp;$102919 |
| &nbsp;&nbsp;&nbsp;&nbsp;Clint Independent School <br>District (GO) (PSF-GTD) |  |  |
| 5.000%, 08/15/26  | 1810 | &nbsp;&nbsp;1834696 |
| &nbsp;&nbsp;&nbsp;&nbsp;Comal Independent School <br>District (GO) (PSF-GTD) |  |  |
| 5.000%, 02/01/30  | 7585 | &nbsp;&nbsp;7585000 |
| &nbsp;&nbsp;&nbsp;&nbsp;Conroe Independent <br>School District (GO) <br>(PSF-GTD) |  |  |
| 5.000%, 02/15/26  | 335 | &nbsp;&nbsp;335328 |
| County of Collin (GO) |  |  |
| 5.000%, 02/15/26  | 2500 | &nbsp;&nbsp;2502353 |
| County of Denton (GO) |  |  |
| 5.000%, 07/15/26  | 610 | &nbsp;&nbsp;617330 |
| 5.000%, 07/15/27  | 185 | &nbsp;&nbsp;192184 |
| County of Ector (GO) |  |  |
| 5.000%, 02/15/26  | 885 | &nbsp;&nbsp;885830 |
| County of Harris (GO) |  |  |
| 5.000%, 09/15/26  | 1270 | &nbsp;&nbsp;1291575 |
| &nbsp;&nbsp;&nbsp;&nbsp;County of Harris (GO) <br>Series A |  |  |
| 5.000%, 09/15/26 | 3530 | &nbsp;&nbsp;3589968 |
| 5.000%, 10/01/27  | 1000 | &nbsp;&nbsp;1045378 |
| County of Hidalgo (GO) |  |  |
| 5.000%, 08/15/26  | 1010 | &nbsp;&nbsp;1023564 |
| County of Midland (GO) |  |  |
| 5.000%, 02/15/26  | 2310 | &nbsp;&nbsp;2312140 |
| &nbsp;&nbsp;&nbsp;&nbsp;County of Montgomery <br>(GO) |  |  |
| 5.000%, 03/01/31  | 12255 | &nbsp;&nbsp;12281064 |
| &nbsp;&nbsp;&nbsp;&nbsp;County of Montgomery <br>(GO) Series A |  |  |
| 5.000%, 03/01/26  | 740 | &nbsp;&nbsp;741586 |
| 5.000%, 03/01/27  | 1480 | &nbsp;&nbsp;1521593 |
| County of Travis (GO) |  |  |
| 5.000%, 03/01/27  | 6350 | &nbsp;&nbsp;6536034 |
| County of Williamson (GO) |  |  |
| 5.000%, 02/15/26  | 1310 | &nbsp;&nbsp;1311267 |
| &nbsp;&nbsp;&nbsp;&nbsp;Crockett County <br>Consolidated Common <br>School District No. 1 <br>(GO) (PSF-GTD) |  |  |
| 5.000%, 08/15/26  | 1495 | &nbsp;&nbsp;1515719 |
| &nbsp;&nbsp;&nbsp;&nbsp;Cypress-Fairbanks <br>Independent School <br>District (GO) (PSF-GTD) |  |  |
| 5.000%, 02/15/27  | 2040 | &nbsp;&nbsp;2096712 |
| &nbsp;&nbsp;&nbsp;&nbsp;Dallas County Utility & <br>Reclamation District <br>(GO) |  |  |
| 5.000%, 02/15/26  | 810 | &nbsp;&nbsp;810745 |

---

------

**DFA Short-Term Municipal Bond Portfolio**

**CONTINUED**

---

| | | |
|:---|:---|:---|
|  | **Face**<br>**Amount**<br>| **Value†** |
|  | **(000)** |  |
| TEXAS — (Continued) | TEXAS — (Continued) | TEXAS — (Continued) |
| &nbsp;&nbsp;&nbsp;&nbsp;Dallas Independent School <br>District (GO) (PSF-GTD) |  |  |
| 4.000%, 02/15/28  | 815 | &nbsp;&nbsp;$842842 |
| &nbsp;&nbsp;&nbsp;&nbsp;Dallas Independent School <br>District (GO) (PSF-GTD) <br>Series B |  |  |
| 5.000%, 02/15/26  | 535 | &nbsp;&nbsp;535523 |
| &nbsp;&nbsp;&nbsp;&nbsp;Del Valle Independent <br>School District (GO) <br>(PSF-GTD) Series B |  |  |
| 5.000%, 06/15/26  | 2820 | &nbsp;&nbsp;2848104 |
| &nbsp;&nbsp;&nbsp;&nbsp;Denton Independent <br>School District (GO) <br>(PSF-GTD) Series A |  |  |
| 5.000%, 08/15/27  | 1550 | &nbsp;&nbsp;1610973 |
| &nbsp;&nbsp;&nbsp;&nbsp;Denton Independent <br>School District (GO) <br>(PSF-GTD) Series C |  |  |
| 5.000%, 08/15/26  | 635 | &nbsp;&nbsp;643800 |
| &nbsp;&nbsp;&nbsp;&nbsp;DeSoto Independent <br>School District (GO) <br>(PSF-GTD) |  |  |
| 5.000%, 08/15/26  | 990 | &nbsp;&nbsp;1003508 |
| 5.000%, 08/15/27  | 770 | &nbsp;&nbsp;799579 |
| &nbsp;&nbsp;&nbsp;&nbsp;Dripping Springs <br>Independent School <br>District (GO) (PSF-GTD) |  |  |
| 5.000%, 02/15/27  | 550 | &nbsp;&nbsp;565748 |
| &nbsp;&nbsp;&nbsp;&nbsp;El Paso County Hospital <br>District (GO) (AG) |  |  |
| 5.000%, 02/15/26  | 905 | &nbsp;&nbsp;905733 |
| 5.000%, 02/15/27  | 590 | &nbsp;&nbsp;603965 |
| &nbsp;&nbsp;&nbsp;&nbsp;Forney Independent <br>School District (GO) <br>(PSF-GTD) |  |  |
| 5.000%, 08/15/26  | 515 | &nbsp;&nbsp;522331 |
| 5.000%, 08/15/27  | 385 | &nbsp;&nbsp;400086 |
| &nbsp;&nbsp;&nbsp;&nbsp;Fort Bend Independent <br>School District (GO) <br>(PSF-GTD) Series A |  |  |
| 5.000%, 08/15/26  | 1240 | &nbsp;&nbsp;1258185 |
| &nbsp;&nbsp;&nbsp;&nbsp;Fort Worth Independent <br>School District (GO) <br>(PSF-GTD) Series A |  |  |
| 5.000%, 02/15/27  | 1335 | &nbsp;&nbsp;1372391 |
| &nbsp;&nbsp;&nbsp;&nbsp;Goose Creek Consolidated <br>Independent School <br>District (GO) (PSF-GTD) <br>Series A |  |  |
| 5.000%, 02/15/27  | 1045 | &nbsp;&nbsp;1074486 |
| &nbsp;&nbsp;&nbsp;&nbsp;Grapevine-Colleyville <br>Independent School <br>District (GO) (PSF-GTD) |  |  |
| 5.000%, 08/15/26  | 3685 | &nbsp;&nbsp;3739041 |

---

---

| | | |
|:---|:---|:---|
|  | **Face**<br>**Amount**<br>| **Value†** |
|  | **(000)** |  |
| TEXAS — (Continued) | TEXAS — (Continued) | TEXAS — (Continued) |
| &nbsp;&nbsp;&nbsp;&nbsp;Greenville Independent <br>School District (GO) <br>(PSF-GTD) |  |  |
| 5.000%, 02/15/27  | 255 | &nbsp;&nbsp;$262142 |
| &nbsp;&nbsp;&nbsp;&nbsp;Harris County Cultural <br>Education Facilities <br>Finance Corp. (RB) <br>Series A |  |  |
| 5.000%, 05/15/27  | 800 | &nbsp;&nbsp;823969 |
| &nbsp;&nbsp;&nbsp;&nbsp;Hays Consolidated <br>Independent School <br>District (GO) (PSF-GTD) |  |  |
| 5.000%, 02/15/26  | 410 | &nbsp;&nbsp;410395 |
| 5.000%, 02/15/27  | 940 | &nbsp;&nbsp;965936 |
| &nbsp;&nbsp;&nbsp;&nbsp;Humble Independent <br>School District (GO) <br>(PSF-GTD) |  |  |
| 5.000%, 02/15/26  | 1500 | &nbsp;&nbsp;1501451 |
| 5.000%, 02/15/27  | 2500 | &nbsp;&nbsp;2570280 |
| &nbsp;&nbsp;&nbsp;&nbsp;Humble Independent <br>School District (GO) <br>(PSF-GTD) Series A |  |  |
| 5.000%, 02/15/27  | 905 | &nbsp;&nbsp;930441 |
| &nbsp;&nbsp;&nbsp;&nbsp;Humble Independent <br>School District (GO) <br>Series B |  |  |
| 5.000%, 02/15/27  | 1270 | &nbsp;&nbsp;1304118 |
| &nbsp;&nbsp;&nbsp;&nbsp;Irving Independent School <br>District (GO) (PSF-GTD) |  |  |
| 5.000%, 02/15/27  | 1515 | &nbsp;&nbsp;1558220 |
| 5.000%, 02/15/28  | 825 | &nbsp;&nbsp;870859 |
| &nbsp;&nbsp;&nbsp;&nbsp;Katy Independent School <br>District (GO) (PSF-GTD) |  |  |
| 5.000%, 02/15/26  | 1660 | &nbsp;&nbsp;1661661 |
| 5.000%, 02/15/27  | 1530 | &nbsp;&nbsp;1574445 |
| &nbsp;&nbsp;&nbsp;&nbsp;Lamar Consolidated <br>Independent School <br>District (GO) (PSF-GTD) |  |  |
| 5.000%, 02/15/26  | 335 | &nbsp;&nbsp;335328 |
| &nbsp;&nbsp;&nbsp;&nbsp;Lancaster Independent <br>School District (GO) <br>(BAM) Series B |  |  |
| 5.000%, 02/15/26  | 1545 | &nbsp;&nbsp;1546420 |
| 5.000%, 02/15/27  | 425 | &nbsp;&nbsp;436373 |
| &nbsp;&nbsp;&nbsp;&nbsp;Leander Independent <br>School District (GO) <br>(PSF-GTD) Series A |  |  |
| 5.000%, 02/15/26  | 930 | &nbsp;&nbsp;930879 |
| &nbsp;&nbsp;&nbsp;&nbsp;Lewisville Independent <br>School District (GO) <br>(PSF-GTD) |  |  |
| 5.000%, 08/15/26  | 870 | &nbsp;&nbsp;882806 |

---

------

**DFA Short-Term Municipal Bond Portfolio**

**CONTINUED**

---

| | | |
|:---|:---|:---|
|  | **Face**<br>**Amount**<br>| **Value†** |
|  | **(000)** |  |
| TEXAS — (Continued) | TEXAS — (Continued) | TEXAS — (Continued) |
| &nbsp;&nbsp;&nbsp;&nbsp;Little Elm Independent <br>School District (GO) <br>(PSF-GTD) |  |  |
| 5.000%, 08/15/26  | 2050 | &nbsp;&nbsp;$2078191 |
| &nbsp;&nbsp;&nbsp;&nbsp;Lower Colorado River <br>Authority (RB) |  |  |
| 5.000%, 05/15/26 | 2940 | &nbsp;&nbsp;2963049 |
| &nbsp;&nbsp;&nbsp;&nbsp;Lower Colorado River <br>Authority (RB) Series A |  |  |
| 5.000%, 05/15/27  | 500 | &nbsp;&nbsp;517009 |
| &nbsp;&nbsp;&nbsp;&nbsp;Lower Colorado River <br>Authority (RB) (AG) |  |  |
| 5.000%, 05/15/27  | 615 | &nbsp;&nbsp;636398 |
| &nbsp;&nbsp;&nbsp;&nbsp;Marble Falls Independent <br>School District (GO) <br>(PSF-GTD) |  |  |
| 5.000%, 02/15/26  | 1780 | &nbsp;&nbsp;1781768 |
| 5.000%, 02/15/27  | 1100 | &nbsp;&nbsp;1129665 |
| &nbsp;&nbsp;&nbsp;&nbsp;Mesquite Independent <br>School District (GO) <br>(PSF-GTD) |  |  |
| 5.000%, 08/15/26  | 1345 | &nbsp;&nbsp;1364291 |
| 5.000%, 08/15/27  | 1530 | &nbsp;&nbsp;1591364 |
| &nbsp;&nbsp;&nbsp;&nbsp;Midland Independent <br>School District (GO) <br>(PSF-GTD) |  |  |
| 5.000%, 02/15/26  | 1620 | &nbsp;&nbsp;1621597 |
| &nbsp;&nbsp;&nbsp;&nbsp;Montgomery Independent <br>School District (GO) <br>(PSF-GTD) Series B |  |  |
| 5.000%, 02/15/26  | 1345 | &nbsp;&nbsp;1346276 |
| &nbsp;&nbsp;&nbsp;&nbsp;New Caney Independent <br>School District (GO) <br>(PSF-GTD) |  |  |
| 5.000%, 02/15/26  | 400 | &nbsp;&nbsp;400380 |
| &nbsp;&nbsp;&nbsp;&nbsp;North East Texas Regional <br>Mobility Authority (RB) <br>Series A |  |  |
| 5.000%, 01/01/27  | 205 | &nbsp;&nbsp;209414 |
| &nbsp;&nbsp;&nbsp;&nbsp;North Texas Municipal <br>Water District Upper <br>East Fork Wastewater <br>Interceptor System (RB) |  |  |
| 5.000%, 06/01/26  | 1160 | &nbsp;&nbsp;1170795 |
| &nbsp;&nbsp;&nbsp;&nbsp;North Texas Municipal <br>Water District Water <br>System Revenue (RB) |  |  |
| 5.000%, 09/01/31  | 2075 | &nbsp;&nbsp;2101619 |
| &nbsp;&nbsp;&nbsp;&nbsp;North Texas Tollway <br>Authority (RB) Series A |  |  |
| 5.000%, 01/01/33  | 6990 | &nbsp;&nbsp;7148691 |
| &nbsp;&nbsp;&nbsp;&nbsp;Permanent University Fund <br>- Texas A&M University <br>System (RB) Series A |  |  |
| 5.000%, 07/01/28  | 145 | &nbsp;&nbsp;154266 |

---

---

| | | |
|:---|:---|:---|
|  | **Face**<br>**Amount**<br>| **Value†** |
|  | **(000)** |  |
| TEXAS — (Continued) | TEXAS — (Continued) | TEXAS — (Continued) |
| &nbsp;&nbsp;&nbsp;&nbsp;Permanent University Fund <br>- University of Texas <br>System (RB) Series B |  |  |
| 5.000%, 07/01/29  | 4510 | &nbsp;&nbsp;$4556600 |
| &nbsp;&nbsp;&nbsp;&nbsp;Seguin Independent <br>School District (GO) <br>(PSF-GTD) Series B |  |  |
| 5.000%, 08/15/26  | 800 | &nbsp;&nbsp;811474 |
| 5.000%, 08/15/27  | 550 | &nbsp;&nbsp;572398 |
| &nbsp;&nbsp;&nbsp;&nbsp;Spring Independent School <br>District (GO) (PSF-GTD) |  |  |
| 5.000%, 08/15/26  | 1810 | &nbsp;&nbsp;1836836 |
| 5.000%, 08/15/27  | 1500 | &nbsp;&nbsp;1563402 |
| &nbsp;&nbsp;&nbsp;&nbsp;Spring Independent School <br>District (GO) Series B |  |  |
| 5.000%, 08/15/26  | 805 | &nbsp;&nbsp;816935 |
| &nbsp;&nbsp;&nbsp;&nbsp;Stanton Independent <br>School District (GO) <br>(PSF-GTD) |  |  |
| 5.000%, 02/15/26  | 1500 | &nbsp;&nbsp;1501429 |
| &nbsp;&nbsp;&nbsp;&nbsp;State of Texas (GO) Series <br>A |  |  |
| 5.000%, 10/01/31  | 3075 | &nbsp;&nbsp;3208893 |
| &nbsp;&nbsp;&nbsp;&nbsp;State of Texas (GO) Series <br>B |  |  |
| 5.000%, 10/01/31  | 2760 | &nbsp;&nbsp;2880177 |
| &nbsp;&nbsp;&nbsp;&nbsp;Stephen F Austin State <br>University (RB) |  |  |
| 5.000%, 10/15/29  | 310 | &nbsp;&nbsp;315142 |
| &nbsp;&nbsp;&nbsp;&nbsp;Tarrant County Cultural <br>Education Facilities <br>Finance Corp. (RB) |  |  |
| 5.000%, 12/01/27  | 310 | &nbsp;&nbsp;324343 |
| &nbsp;&nbsp;&nbsp;&nbsp;Tarrant County Cultural <br>Education Facilities <br>Finance Corp. (RB) <br>Series B |  |  |
| 5.000%, 07/01/26  | 485 | &nbsp;&nbsp;490009 |
| &nbsp;&nbsp;&nbsp;&nbsp;Tarrant County Cultural <br>Education Facilities <br>Finance Corp. (RB) <br>Series E |  |  |
| 5.000%, 11/15/27  | 190 | &nbsp;&nbsp;198358 |
| 5.000%, 11/15/28  | 630 | &nbsp;&nbsp;673331 |
| &nbsp;&nbsp;&nbsp;&nbsp;Texas A&M University (RB) <br>Series A |  |  |
| 5.000%, 05/15/26  | 815 | &nbsp;&nbsp;821401 |
| 5.000%, 05/15/27  | 855 | &nbsp;&nbsp;885246 |
| &nbsp;&nbsp;&nbsp;&nbsp;Texas Tech University <br>System (RB) Series A |  |  |
| 5.000%, 02/15/26  | 2245 | &nbsp;&nbsp;2247117 |
| 5.000%, 02/15/27  | 490 | &nbsp;&nbsp;503444 |
| Town of Prosper (GO) |  |  |
| 5.000%, 02/15/26  | 650 | &nbsp;&nbsp;650605 |

---

------

**DFA Short-Term Municipal Bond Portfolio**

**CONTINUED**

---

| | | |
|:---|:---|:---|
|  | **Face**<br>**Amount**<br>| **Value†** |
|  | **(000)** |  |
| TEXAS — (Continued) | TEXAS — (Continued) | TEXAS — (Continued) |
| &nbsp;&nbsp;&nbsp;&nbsp;Travis County Healthcare <br>District (GO) |  |  |
| 5.000%, 03/01/27  | 525 | &nbsp;&nbsp;$539698 |
| &nbsp;&nbsp;&nbsp;&nbsp;Trinity River Authority <br>Denton Creek <br>Wastewater Treatment <br>System Revenue (RB) |  |  |
| 5.000%, 02/01/26  | 270 | &nbsp;&nbsp;270000 |
| &nbsp;&nbsp;&nbsp;&nbsp;Upper Trinity Regional <br>Water District (RB) <br>(BAM) |  |  |
| 5.000%, 08/01/26  | 410 | &nbsp;&nbsp;415233 |
| &nbsp;&nbsp;&nbsp;&nbsp;Waco Independent School <br>District (GO) (PSF-GTD) |  |  |
| 5.000%, 08/15/26  | 110 | &nbsp;&nbsp;111572 |
| &nbsp;&nbsp;&nbsp;&nbsp;Weatherford Independent <br>School District (GO) <br>(PSF-GTD) |  |  |
| 5.000%, 02/15/26  | 725 | &nbsp;&nbsp;725688 |
| &nbsp;&nbsp;&nbsp;&nbsp;West Travis County Public <br>Utility Agency (RB) (AG) |  |  |
| 6.500%, 08/15/26  | 280 | &nbsp;&nbsp;285801 |
| TOTAL TEXAS |  | &nbsp;&nbsp;253508556 |
| UTAH — (0.5%) | UTAH — (0.5%) | UTAH — (0.5%) |
| &nbsp;&nbsp;&nbsp;&nbsp;Davis School District (GO) <br>(SCH BD GTY) Series B |  |  |
| 5.000%, 06/01/26  | 6795 | &nbsp;&nbsp;6855739 |
| Utah Transit Authority (RB) |  |  |
| 5.000%, 12/15/26  | 870 | &nbsp;&nbsp;890810 |
| TOTAL UTAH |  | &nbsp;&nbsp;7746549 |
| VIRGINIA — (0.3%) | VIRGINIA — (0.3%) | VIRGINIA — (0.3%) |
| &nbsp;&nbsp;&nbsp;&nbsp;City of Newport News (GO) <br>Series A |  |  |
| 5.000%, 08/01/29  | 790 | &nbsp;&nbsp;821672 |
| &nbsp;&nbsp;&nbsp;&nbsp;Commonwealth of Virginia <br>(GO) Series A |  |  |
| 5.000%, 06/01/27  | 775 | &nbsp;&nbsp;781584 |
| &nbsp;&nbsp;&nbsp;&nbsp;County of Fairfax (GO) (ST <br>AID WITHHLDG) Series <br>A |  |  |
| 5.000%, 10/01/26  | 1035 | &nbsp;&nbsp;1053376 |
| &nbsp;&nbsp;&nbsp;&nbsp;Hampton Roads <br>Transportation <br>Accountability <br>Commission (RB) Series <br>A |  |  |
| 5.000%, 07/01/26  | 405 | &nbsp;&nbsp;409731 |

---

---

| | | |
|:---|:---|:---|
|  | **Face**<br>**Amount**<br>| **Value†** |
|  | **(000)** |  |
| VIRGINIA — (Continued) | VIRGINIA — (Continued) | VIRGINIA — (Continued) |
| &nbsp;&nbsp;&nbsp;&nbsp;Roanoke Economic <br>Development Authority <br>(RB) |  |  |
| 5.000%, 07/01/26  | 950 | &nbsp;&nbsp;$959732 |
| TOTAL VIRGINIA |  | &nbsp;&nbsp;4026095 |
| WASHINGTON — (5.8%) | WASHINGTON — (5.8%) | WASHINGTON — (5.8%) |
| City of Seattle (GO) |  |  |
| 5.000%, 06/01/26  | 13160 | &nbsp;&nbsp;13282027 |
| 4.000%, 12/01/32  | 1360 | &nbsp;&nbsp;1360710 |
| &nbsp;&nbsp;&nbsp;&nbsp;City of Seattle Drainage & <br>Wastewater Revenue <br>(RB) |  |  |
| 5.000%, 05/01/26  | 1035 | &nbsp;&nbsp;1042079 |
| 5.000%, 05/01/27  | 565 | &nbsp;&nbsp;584424 |
| &nbsp;&nbsp;&nbsp;&nbsp;City of Seattle Municipal <br>Light & Power Revenue <br>(RB) |  |  |
| 5.000%, 02/01/26  | 4515 | &nbsp;&nbsp;4515000 |
| 5.000%, 02/01/27  | 580 | &nbsp;&nbsp;595993 |
| &nbsp;&nbsp;&nbsp;&nbsp;Clark County School <br>District No. 114 <br>Evergreen (GO) (SCH <br>BD GTY) |  |  |
| 5.000%, 12/01/26  | 690 | &nbsp;&nbsp;705372 |
| &nbsp;&nbsp;&nbsp;&nbsp;County of King Sewer <br>Revenue (RB) Series A |  |  |
| 5.000%, 07/01/26  | 3475 | &nbsp;&nbsp;3514722 |
| County of Spokane (GO) |  |  |
| 5.000%, 12/01/26  | 155 | &nbsp;&nbsp;158492 |
| 5.000%, 12/01/27  | 175 | &nbsp;&nbsp;183595 |
| Energy Northwest (RB) |  |  |
| 5.000%, 07/01/26  | 525 | &nbsp;&nbsp;525680 |
| &nbsp;&nbsp;&nbsp;&nbsp;Energy Northwest (RB) <br>Series A |  |  |
| 5.000%, 07/01/27  | 7985 | &nbsp;&nbsp;8070840 |
| &nbsp;&nbsp;&nbsp;&nbsp;King County School District <br>No. 409 Tahoma (GO) <br>(SCH BD GTY) |  |  |
| 5.000%, 12/01/26 | 1515 | &nbsp;&nbsp;1526742 |
| 5.000%, 12/01/27 | 2105 | &nbsp;&nbsp;2210327 |
| &nbsp;&nbsp;&nbsp;&nbsp;Public Utility District No. 1 <br>of Cowlitz County (RB) |  |  |
| 5.000%, 09/01/26  | 185 | &nbsp;&nbsp;187720 |
| 5.000%, 09/01/27  | 400 | &nbsp;&nbsp;415926 |
| &nbsp;&nbsp;&nbsp;&nbsp;Snohomish County Public <br>Utility District No. 1 <br>Electric System Revenue <br>(RB) Series A |  |  |
| 5.000%, 12/01/26  | 585 | &nbsp;&nbsp;597740 |
| 5.000%, 12/01/27  | 370 | &nbsp;&nbsp;388241 |
| &nbsp;&nbsp;&nbsp;&nbsp;Snohomish County School <br>District No. 103 Monroe <br>(GO) (SCH BD GTY) |  |  |
| 5.000%, 12/01/26  | 425 | &nbsp;&nbsp;434717 |

---

------

**DFA Short-Term Municipal Bond Portfolio**

**CONTINUED**

---

| | | |
|:---|:---|:---|
|  | **Face**<br>**Amount**<br>| **Value†** |
|  | **(000)** |  |
| WASHINGTON — (Continued) | WASHINGTON — (Continued) | WASHINGTON — (Continued) |
| 5.000%, 12/01/27  | 315 | &nbsp;&nbsp;$330762 |
| &nbsp;&nbsp;&nbsp;&nbsp;Snohomish County School <br>District No. 201 <br>Snohomish (GO) (SCH <br>BD GTY) |  |  |
| 5.000%, 12/01/26  | 650 | &nbsp;&nbsp;664861 |
| 5.000%, 12/01/27  | 675 | &nbsp;&nbsp;708775 |
| &nbsp;&nbsp;&nbsp;&nbsp;State of Washington (GO) <br>Series 2017-A |  |  |
| 5.000%, 08/01/26  | 3495 | &nbsp;&nbsp;3543060 |
| &nbsp;&nbsp;&nbsp;&nbsp;State of Washington (GO) <br>Series B |  |  |
| 5.000%, 08/01/29  | 1035 | &nbsp;&nbsp;1049023 |
| &nbsp;&nbsp;&nbsp;&nbsp;State of Washington (GO) <br>Series R-2017A |  |  |
| 5.000%, 08/01/26  | 1565 | &nbsp;&nbsp;1586520 |
| 5.000%, 08/01/28  | 3230 | &nbsp;&nbsp;3273924 |
| 5.000%, 08/01/29  | 5755 | &nbsp;&nbsp;5832973 |
| 5.000%, 08/01/31  | 1350 | &nbsp;&nbsp;1368089 |
| &nbsp;&nbsp;&nbsp;&nbsp;State of Washington (GO) <br>Series R-2018C |  |  |
| 5.000%, 08/01/26  | 290 | &nbsp;&nbsp;293988 |
| &nbsp;&nbsp;&nbsp;&nbsp;State of Washington (GO) <br>Series R-2025A |  |  |
| 4.000%, 07/01/26  | 5610 | &nbsp;&nbsp;5651114 |
| &nbsp;&nbsp;&nbsp;&nbsp;State of Washington (GO) <br>Series R-2025E |  |  |
| 5.000%, 08/01/28  | 3820 | &nbsp;&nbsp;4075364 |
| &nbsp;&nbsp;&nbsp;&nbsp;State of Washington (GO) <br>Series R-2026A |  |  |
| 5.000%, 07/01/26  | 6000 | &nbsp;&nbsp;6068534 |
| &nbsp;&nbsp;&nbsp;&nbsp;University of Washington <br>(RB) |  |  |
| 5.000%, 12/01/26  | 3585 | &nbsp;&nbsp;3665317 |
| 5.000%, 12/01/27  | 650 | &nbsp;&nbsp;681985 |
| &nbsp;&nbsp;&nbsp;&nbsp;Washington Health Care <br>Facilities Authority (RB) <br>Series A |  |  |
| 5.000%, 03/01/26  | 790 | &nbsp;&nbsp;791592 |
| 5.000%, 03/01/27  | 880 | &nbsp;&nbsp;904017 |
| &nbsp;&nbsp;&nbsp;&nbsp;Washington Health Care <br>Facilities Authority (RB) <br>Series A-1 |  |  |
| 5.000%, 08/01/27  | 595 | &nbsp;&nbsp;616356 |
| &nbsp;&nbsp;&nbsp;&nbsp;Washington Health Care <br>Facilities Authority (RB) <br>Series A-2 |  |  |
| 5.000%, 08/01/26  | 370 | &nbsp;&nbsp;374162 |
| TOTAL WASHINGTON |  | &nbsp;&nbsp;81780763 |
| WISCONSIN — (4.4%) | WISCONSIN — (4.4%) | WISCONSIN — (4.4%) |
| &nbsp;&nbsp;&nbsp;&nbsp;City of Madison (GO) <br>Series B |  |  |
| 5.000%, 10/01/26  | 6875 | &nbsp;&nbsp;6996147 |

---

---

| | | |
|:---|:---|:---|
|  | **Face**<br>**Amount**<br>| **Value†** |
|  | **(000)** |  |
| WISCONSIN — (Continued) | WISCONSIN — (Continued) | WISCONSIN — (Continued) |
| &nbsp;&nbsp;&nbsp;&nbsp;City of Milwaukee (GO) <br>(AG) Series N2 |  |  |
| 5.000%, 12/01/26  | 1500 | &nbsp;&nbsp;$1532080 |
| &nbsp;&nbsp;&nbsp;&nbsp;City of Milwaukee (GO) <br>Series N-4 |  |  |
| 5.000%, 04/01/27  | 1070 | &nbsp;&nbsp;1100518 |
| City of Racine (GO) |  |  |
| 4.500%, 03/15/27  | 1810 | &nbsp;&nbsp;1813811 |
| &nbsp;&nbsp;&nbsp;&nbsp;County of Kenosha (GO) <br>Series A |  |  |
| 4.000%, 09/01/26  | 1445 | &nbsp;&nbsp;1459002 |
| &nbsp;&nbsp;&nbsp;&nbsp;County of Pierce (GO) <br>Series A |  |  |
| 5.000%, 03/01/26  | 1060 | &nbsp;&nbsp;1062292 |
| &nbsp;&nbsp;&nbsp;&nbsp;Green Bay Area Public <br>School District (GO) |  |  |
| 4.000%, 04/01/26  | 500 | &nbsp;&nbsp;501345 |
| 5.000%, 04/01/27  | 3645 | &nbsp;&nbsp;3757468 |
| &nbsp;&nbsp;&nbsp;&nbsp;Madison Metropolitan <br>School District (GO) <br>Series A |  |  |
| 5.000%, 03/01/27  | 835 | &nbsp;&nbsp;859037 |
| &nbsp;&nbsp;&nbsp;&nbsp;Milwaukee Area Technical <br>College District (GO) <br>Series C |  |  |
| 5.000%, 06/01/26  | 1120 | &nbsp;&nbsp;1129873 |
| &nbsp;&nbsp;&nbsp;&nbsp;Oak Creek-Franklin Joint <br>School District (GO) <br>Series A |  |  |
| 4.000%, 04/01/26  | 5725 | &nbsp;&nbsp;5741346 |
| &nbsp;&nbsp;&nbsp;&nbsp;Onalaska School District <br>(GO) |  |  |
| 5.000%, 04/01/26  | 4785 | &nbsp;&nbsp;4805141 |
| &nbsp;&nbsp;&nbsp;&nbsp;Portage Community School <br>District (GO) |  |  |
| 5.000%, 03/01/26  | 100 | &nbsp;&nbsp;100202 |
| &nbsp;&nbsp;&nbsp;&nbsp;Public Finance Authority <br>(RB) Series A |  |  |
| 5.000%, 07/01/26  | 1295 | &nbsp;&nbsp;1307836 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sheboygan Area School <br>District (GO) |  |  |
| 5.000%, 03/01/26  | 595 | &nbsp;&nbsp;596233 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sparta Area School District <br>(GO) (AG) |  |  |
| 5.000%, 03/01/26  | 590 | &nbsp;&nbsp;591222 |
| &nbsp;&nbsp;&nbsp;&nbsp;State of Wisconsin (GO) <br>Series 2 |  |  |
| 5.000%, 11/01/26  | 875 | &nbsp;&nbsp;893117 |
| &nbsp;&nbsp;&nbsp;&nbsp;State of Wisconsin (GO) <br>Series A |  |  |
| 5.000%, 05/01/27  | 10330 | &nbsp;&nbsp;10683179 |
| 5.000%, 05/01/28  | 10000 | &nbsp;&nbsp;10603874 |

---

------

**DFA Short-Term Municipal Bond Portfolio**

**CONTINUED**

---

| | | |
|:---|:---|:---|
|  | **Face**<br>**Amount**<br>| **Value†** |
|  | **(000)** |  |
| WISCONSIN — (Continued) | WISCONSIN — (Continued) | WISCONSIN — (Continued) |
| &nbsp;&nbsp;&nbsp;&nbsp;State of Wisconsin (GO) <br>Series B |  |  |
| 5.000%, 05/01/28  | 5895 | &nbsp;&nbsp;$6252277 |
| TOTAL WISCONSIN |  | &nbsp;&nbsp;61786000 |
| &nbsp;&nbsp;&nbsp;&nbsp;TOTAL MUNICIPAL <br>BONDS<br>(Cost $1,371,025,682) |  | &nbsp;&nbsp;1374337774 |
| COMMERCIAL PAPER — (2.6%) | COMMERCIAL PAPER — (2.6%) | COMMERCIAL PAPER — (2.6%) |
| &nbsp;&nbsp;&nbsp;&nbsp;Board of Regents of the <br>University of Texas <br>System |  |  |
| 2.700%, 03/03/26 | 10000 | &nbsp;&nbsp;10002007 |
| &nbsp;&nbsp;&nbsp;&nbsp;California Statewide <br>Communities <br>Development Authority |  |  |
| 2.350%, 07/09/26 | 15000 | &nbsp;&nbsp;15003052 |
| County of Harris |  |  |
| 2.450%, 03/26/26 | 2377 | &nbsp;&nbsp;2377000 |

---

---

| | | |
|:---|:---|:---|
|  | **Face**<br>**Amount**<br>| **Value†** |
|  | **(000)** |  |
| County of Maricopa |  |  |
| 2.700%, 02/04/26 | 4500 | &nbsp;&nbsp;$4500269 |
| &nbsp;&nbsp;&nbsp;&nbsp;University of Pittsburgh-of <br>the Commonwealth <br>System of Higher <br>Education |  |  |
| 2.580%, 03/05/26 | 4800 | &nbsp;&nbsp;4801080 |
| &nbsp;&nbsp;&nbsp;&nbsp;TOTAL COMMERCIAL <br>PAPER<br>(Cost $36,677,000) |  | &nbsp;&nbsp;36683408 |

---

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

---

| | | |
|:---|:---|:---|
|  | **Shares** |  |
| INVESTMENT COMPANIES — (0.1%) | INVESTMENT COMPANIES — (0.1%) | INVESTMENT COMPANIES — (0.1%) |
| &nbsp;&nbsp;&nbsp;&nbsp;BlackRock Liquidity <br>Funds MuniCash<br>(Cost $736,777)<br>| 736703 | &nbsp;&nbsp;736777 |
| TOTAL INVESTMENTS — (100.0%) | TOTAL INVESTMENTS — (100.0%) |  |
| &nbsp;&nbsp;&nbsp;&nbsp;(Cost $1,408,439,459)^^ |  | &nbsp;&nbsp;$1411757959 |

---

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

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** |
|  | **Level 1** | **Level 2** | **Level 3** | **Total** |
| **Assets** |  |  |  |  |
| Municipal Bonds | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;$1374337774 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;$1374337774 |
| Commercial Paper | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;36683408 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;36683408 |
| Investment Companies | &nbsp;&nbsp;&nbsp;$736777 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;736777 |
| Total Investments in Securities | &nbsp;&nbsp;&nbsp;$736777 | &nbsp;&nbsp;&nbsp;$1411021182 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;$1411757959 |

---

------

**DFA Intermediate-Term Municipal Bond Portfolio**

**SCHEDULE OF INVESTMENTS**

**January 31, 2026**

**(Unaudited)**

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

---

| | | |
|:---|:---|:---|
|  | **Face**<br>**Amount**<br>| **Value†** |
|  | **(000)** |  |
| MUNICIPAL BONDS — (100.0%) | MUNICIPAL BONDS — (100.0%) | MUNICIPAL BONDS — (100.0%) |
| ALABAMA — (0.3%) | ALABAMA — (0.3%) | ALABAMA — (0.3%) |
| &nbsp;&nbsp;&nbsp;&nbsp;Mobile County Board of <br>School Commissioners <br>(ST) (BAM) |  |  |
| 5.000%, 03/01/29  | 590 | &nbsp;&nbsp;$633849 |
| 5.000%, 03/01/30  | 810 | &nbsp;&nbsp;888451 |
| 4.000%, 03/01/33  | 1250 | &nbsp;&nbsp;1302706 |
| &nbsp;&nbsp;&nbsp;&nbsp;Mobile County Board of <br>School Commissioners <br>(ST) (BAM) Series B |  |  |
| 5.000%, 03/01/28  | 660 | &nbsp;&nbsp;694215 |
| TOTAL ALABAMA |  | &nbsp;&nbsp;3519221 |
| ALASKA — (0.0%) | ALASKA — (0.0%) | ALASKA — (0.0%) |
| &nbsp;&nbsp;&nbsp;&nbsp;Municipality of Anchorage <br>(GO) Series A |  |  |
| 5.000%, 09/01/33  | 300 | &nbsp;&nbsp;316814 |
| ARIZONA — (1.2%) | ARIZONA — (1.2%) | ARIZONA — (1.2%) |
| &nbsp;&nbsp;&nbsp;&nbsp;Arizona Board of Regents <br>(RB) Series A |  |  |
| 5.000%, 07/01/45  | 500 | &nbsp;&nbsp;535020 |
| &nbsp;&nbsp;&nbsp;&nbsp;City of Glendale Water & <br>Sewer Revenue (RB) |  |  |
| 5.000%, 07/01/43  | 800 | &nbsp;&nbsp;882184 |
| &nbsp;&nbsp;&nbsp;&nbsp;City of Mesa Utility System <br>Revenue (RB) |  |  |
| 4.000%, 07/01/31  | 1255 | &nbsp;&nbsp;1260781 |
| &nbsp;&nbsp;&nbsp;&nbsp;City of Phoenix Civic <br>Improvement Corp. (RB) <br>Series A |  |  |
| 5.000%, 07/01/34  | 1905 | &nbsp;&nbsp;2041698 |
| &nbsp;&nbsp;&nbsp;&nbsp;Glendale Union High <br>School District No. 205 <br>(GO) (AG) Series B |  |  |
| 5.000%, 07/01/28  | 250 | &nbsp;&nbsp;265243 |
| 5.000%, 07/01/29  | 510 | &nbsp;&nbsp;553537 |
| &nbsp;&nbsp;&nbsp;&nbsp;Maricopa County School <br>District No. 3 Tempe <br>Elementary (GO) Series <br>B |  |  |
| 5.000%, 07/01/43  | 750 | &nbsp;&nbsp;824543 |
| &nbsp;&nbsp;&nbsp;&nbsp;Maricopa County Unified <br>School District No. 69 <br>Paradise Valley (GO) <br>Series B |  |  |
| 5.000%, 07/01/35  | 195 | &nbsp;&nbsp;232943 |
| 5.000%, 07/01/36  | 250 | &nbsp;&nbsp;294517 |

---

---

| | | |
|:---|:---|:---|
|  | **Face**<br>**Amount**<br>| **Value†** |
|  | **(000)** |  |
| ARIZONA — (Continued) | ARIZONA — (Continued) | ARIZONA — (Continued) |
| &nbsp;&nbsp;&nbsp;&nbsp;Maricopa County Union <br>High School District No. <br>210-Phoenix (GO) |  |  |
| 5.000%, 07/01/36  | 2450 | &nbsp;&nbsp;$2522360 |
| &nbsp;&nbsp;&nbsp;&nbsp;Maricopa County Union <br>High School District No. <br>210-Phoenix (GO) <br>Series A |  |  |
| 5.000%, 07/01/27  | 3040 | &nbsp;&nbsp;3158364 |
| &nbsp;&nbsp;&nbsp;&nbsp;Salt River Project <br>Agricultural Improvement <br>& Power District (RB) <br>Series B |  |  |
| 5.000%, 05/01/39  | 2430 | &nbsp;&nbsp;2789074 |
| TOTAL ARIZONA |  | &nbsp;&nbsp;15360264 |
| ARKANSAS — (0.2%) | ARKANSAS — (0.2%) | ARKANSAS — (0.2%) |
| &nbsp;&nbsp;&nbsp;&nbsp;City of Fort Smith Water & <br>Sewer Revenue (RB) |  |  |
| 5.000%, 10/01/30  | 2145 | &nbsp;&nbsp;2272888 |
| County of Pulaski (RB) |  |  |
| 5.000%, 03/01/37  | 520 | &nbsp;&nbsp;577683 |
| TOTAL ARKANSAS |  | &nbsp;&nbsp;2850571 |
| CALIFORNIA — (2.3%) | CALIFORNIA — (2.3%) | CALIFORNIA — (2.3%) |
| &nbsp;&nbsp;&nbsp;&nbsp;California State Public <br>Works Board (RB) <br>Series D |  |  |
| 5.000%, 11/01/41  | 4000 | &nbsp;&nbsp;4518724 |
| &nbsp;&nbsp;&nbsp;&nbsp;Los Angeles Department of <br>Water & Power (RB) <br>Series D |  |  |
| 5.000%, 07/01/43  | 1200 | &nbsp;&nbsp;1289558 |
| &nbsp;&nbsp;&nbsp;&nbsp;Los Angeles Unified School <br>District (GO) |  |  |
| 5.000%, 07/01/43  | 900 | &nbsp;&nbsp;1000248 |
| &nbsp;&nbsp;&nbsp;&nbsp;San Joaquin Hills <br>Transportation Corridor <br>Agency (RB) Series A |  |  |
| 5.000%, 01/15/30  | 750 | &nbsp;&nbsp;817198 |
| State of California (GO) |  |  |
| 5.000%, 08/01/26  | 250 | &nbsp;&nbsp;253814 |
| 5.000%, 08/01/30  | 2300 | &nbsp;&nbsp;2332890 |
| 4.000%, 08/01/35  | 625 | &nbsp;&nbsp;627972 |
| 5.000%, 08/01/35 | 1725 | &nbsp;&nbsp;1743321 |
| 4.000%, 09/01/35  | 4495 | &nbsp;&nbsp;4519555 |
| 5.000%, 10/01/35  | 1785 | &nbsp;&nbsp;1791577 |
| 4.000%, 10/01/36  | 2410 | &nbsp;&nbsp;2492948 |
| 5.000%, 10/01/41  | 1250 | &nbsp;&nbsp;1363519 |

---

------

**DFA Intermediate-Term Municipal Bond Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Face**<br>**Amount**<br>| **Value†** |
|  |  | **(000)** |  |
| CALIFORNIA — (Continued) | CALIFORNIA — (Continued) | CALIFORNIA — (Continued) | CALIFORNIA — (Continued) |
| &nbsp;&nbsp;&nbsp;&nbsp;University of California <br>(RB) Series AY | &nbsp;&nbsp;&nbsp;&nbsp;University of California <br>(RB) Series AY |  |  |
|  | 4.000%, 05/15/35  | 1515 | &nbsp;&nbsp;$1537574 |
| &nbsp;&nbsp;&nbsp;&nbsp;Ventura County Community <br>College District (GO) | &nbsp;&nbsp;&nbsp;&nbsp;Ventura County Community <br>College District (GO) |  |  |
|  | 4.000%, 08/01/32  | 5000 | &nbsp;&nbsp;5012119 |
| TOTAL CALIFORNIA | TOTAL CALIFORNIA |  | &nbsp;&nbsp;29301017 |
| COLORADO — (0.9%) | COLORADO — (0.9%) | COLORADO — (0.9%) | COLORADO — (0.9%) |
| &nbsp;&nbsp;&nbsp;&nbsp;Arapahoe County School <br>District No. 5 Cherry <br>Creek (GO) (ST AID <br>WITHHLDG) | &nbsp;&nbsp;&nbsp;&nbsp;Arapahoe County School <br>District No. 5 Cherry <br>Creek (GO) (ST AID <br>WITHHLDG) |  |  |
|  | 5.250%, 12/15/44  | 970 | &nbsp;&nbsp;1078404 |
| &nbsp;&nbsp;&nbsp;&nbsp;Boulder Larimer & Weld <br>Counties St. Vrain Valley <br>School District Re1J <br>(GO) (ST AID <br>WITHHLDG) Series C | &nbsp;&nbsp;&nbsp;&nbsp;Boulder Larimer & Weld <br>Counties St. Vrain Valley <br>School District Re1J <br>(GO) (ST AID <br>WITHHLDG) Series C |  |  |
| ¤ | &nbsp;&nbsp;&nbsp;&nbsp;5.000%, 12/15/29 <br>(Pre-refunded @ <br>$100, 12/15/26)<br>| 815 | &nbsp;&nbsp;834146 |
| &nbsp;&nbsp;&nbsp;&nbsp;Boulder Valley School <br>District No. Re-2 Boulder <br>(GO) (ST AID <br>WITHHLDG) | &nbsp;&nbsp;&nbsp;&nbsp;Boulder Valley School <br>District No. Re-2 Boulder <br>(GO) (ST AID <br>WITHHLDG) |  |  |
|  | 5.000%, 12/01/35  | 4290 | &nbsp;&nbsp;4298206 |
| &nbsp;&nbsp;&nbsp;&nbsp;City of Colorado Springs <br>Utilities System Revenue <br>(RB) Series B | &nbsp;&nbsp;&nbsp;&nbsp;City of Colorado Springs <br>Utilities System Revenue <br>(RB) Series B |  |  |
|  | 5.000%, 11/15/37  | 400 | &nbsp;&nbsp;457200 |
| &nbsp;&nbsp;&nbsp;&nbsp;Colorado Health Facilities <br>Authority (RB) Series A | &nbsp;&nbsp;&nbsp;&nbsp;Colorado Health Facilities <br>Authority (RB) Series A |  |  |
|  | 5.000%, 11/01/30  | 1000 | &nbsp;&nbsp;1083704 |
| &nbsp;&nbsp;&nbsp;&nbsp;Colorado Health Facilities <br>Authority (RB) Series <br>A-2 | &nbsp;&nbsp;&nbsp;&nbsp;Colorado Health Facilities <br>Authority (RB) Series <br>A-2 |  |  |
|  | 5.000%, 08/01/34  | 40 | &nbsp;&nbsp;42720 |
| &nbsp;&nbsp;&nbsp;&nbsp;Denver Health & Hospital <br>Authority (COP) | &nbsp;&nbsp;&nbsp;&nbsp;Denver Health & Hospital <br>Authority (COP) |  |  |
|  | 5.000%, 12/01/29  | 325 | &nbsp;&nbsp;343126 |
| &nbsp;&nbsp;&nbsp;&nbsp;El Paso County School <br>District No. 2 Harrison <br>(GO) (ST AID <br>WITHHLDG) | &nbsp;&nbsp;&nbsp;&nbsp;El Paso County School <br>District No. 2 Harrison <br>(GO) (ST AID <br>WITHHLDG) |  |  |
|  | 5.000%, 12/01/34  | 1215 | &nbsp;&nbsp;1291378 |
| &nbsp;&nbsp;&nbsp;&nbsp;University of Colorado (RB) <br>Series C-1 | &nbsp;&nbsp;&nbsp;&nbsp;University of Colorado (RB) <br>Series C-1 |  |  |
|  | 5.000%, 06/01/45  | 280 | &nbsp;&nbsp;300811 |
| &nbsp;&nbsp;&nbsp;&nbsp;University of Colorado (RB) <br>Series C-2 | &nbsp;&nbsp;&nbsp;&nbsp;University of Colorado (RB) <br>Series C-2 |  |  |
|  | 5.000%, 06/01/45  | 290 | &nbsp;&nbsp;311555 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Face**<br>**Amount**<br>| **Value†** |
|  |  | **(000)** |  |
| COLORADO — (Continued) | COLORADO — (Continued) | COLORADO — (Continued) | COLORADO — (Continued) |
| &nbsp;&nbsp;&nbsp;&nbsp;Weld County School <br>District No. RE-7 Platte <br>Valley (GO) (ST AID <br>WITHHLDG) | &nbsp;&nbsp;&nbsp;&nbsp;Weld County School <br>District No. RE-7 Platte <br>Valley (GO) (ST AID <br>WITHHLDG) |  |  |
|  | 5.000%, 12/01/38  | 1590 | &nbsp;&nbsp;$1830087 |
| TOTAL COLORADO | TOTAL COLORADO |  | &nbsp;&nbsp;11871337 |
| CONNECTICUT — (0.8%) | CONNECTICUT — (0.8%) | CONNECTICUT — (0.8%) | CONNECTICUT — (0.8%) |
| &nbsp;&nbsp;&nbsp;&nbsp;City of Meriden (GO) <br>Series A | &nbsp;&nbsp;&nbsp;&nbsp;City of Meriden (GO) <br>Series A |  |  |
|  | 4.000%, 01/15/43  | 560 | &nbsp;&nbsp;572110 |
| &nbsp;&nbsp;&nbsp;&nbsp;City of New Haven (GO) <br>Series A | &nbsp;&nbsp;&nbsp;&nbsp;City of New Haven (GO) <br>Series A |  |  |
|  | 5.000%, 08/01/28  | 1000 | &nbsp;&nbsp;1058991 |
| City of Waterbury (GO) | City of Waterbury (GO) |  |  |
|  | 5.000%, 08/01/29  | 625 | &nbsp;&nbsp;681734 |
| &nbsp;&nbsp;&nbsp;&nbsp;State of Connecticut (GO) <br>Series A | &nbsp;&nbsp;&nbsp;&nbsp;State of Connecticut (GO) <br>Series A |  |  |
|  | 4.000%, 01/15/34  | 7015 | &nbsp;&nbsp;7499788 |
| &nbsp;&nbsp;&nbsp;&nbsp;State of Connecticut (GO) <br>Series E | &nbsp;&nbsp;&nbsp;&nbsp;State of Connecticut (GO) <br>Series E |  |  |
|  | 5.000%, 10/15/29  | 715 | &nbsp;&nbsp;728190 |
| TOTAL CONNECTICUT | TOTAL CONNECTICUT |  | &nbsp;&nbsp;10540813 |
| DELAWARE — (0.0%) | DELAWARE — (0.0%) | DELAWARE — (0.0%) | DELAWARE — (0.0%) |
| &nbsp;&nbsp;&nbsp;&nbsp;Delaware State Health <br>Facilities Authority (RB) | &nbsp;&nbsp;&nbsp;&nbsp;Delaware State Health <br>Facilities Authority (RB) |  |  |
|  | 5.000%, 10/01/39  | 460 | &nbsp;&nbsp;518415 |
| FLORIDA — (6.3%) | FLORIDA — (6.3%) | FLORIDA — (6.3%) | FLORIDA — (6.3%) |
| &nbsp;&nbsp;&nbsp;&nbsp;Alachua County School <br>Board (COP) (AG) | &nbsp;&nbsp;&nbsp;&nbsp;Alachua County School <br>Board (COP) (AG) |  |  |
|  | 5.000%, 07/01/29  | 5230 | &nbsp;&nbsp;5667703 |
| &nbsp;&nbsp;&nbsp;&nbsp;Bay County School Board <br>(COP) Series A | &nbsp;&nbsp;&nbsp;&nbsp;Bay County School Board <br>(COP) Series A |  |  |
|  | 5.000%, 07/01/28  | 565 | &nbsp;&nbsp;598507 |
| &nbsp;&nbsp;&nbsp;&nbsp;Central Florida Expressway <br>Authority (RB) (AG) | &nbsp;&nbsp;&nbsp;&nbsp;Central Florida Expressway <br>Authority (RB) (AG) |  |  |
|  | 4.000%, 07/01/34  | 2075 | &nbsp;&nbsp;2208866 |
|  | 4.000%, 07/01/35  | 1750 | &nbsp;&nbsp;1849464 |
| &nbsp;&nbsp;&nbsp;&nbsp;Central Florida Expressway <br>Authority (RB) Series B | &nbsp;&nbsp;&nbsp;&nbsp;Central Florida Expressway <br>Authority (RB) Series B |  |  |
|  | 4.000%, 07/01/30  | 1500 | &nbsp;&nbsp;1507723 |
| ¤ | &nbsp;&nbsp;&nbsp;&nbsp;4.000%, 07/01/35 <br>(Pre-refunded @ <br>$100, 7/1/26)<br>| 1100 | &nbsp;&nbsp;1107979 |
| &nbsp;&nbsp;&nbsp;&nbsp;Central Florida Expressway <br>Authority (RB) Series D | &nbsp;&nbsp;&nbsp;&nbsp;Central Florida Expressway <br>Authority (RB) Series D |  |  |
|  | 5.000%, 07/01/32  | 880 | &nbsp;&nbsp;990558 |
| &nbsp;&nbsp;&nbsp;&nbsp;City of Fort Lauderdale <br>Water & Sewer Revenue <br>(RB) Series A | &nbsp;&nbsp;&nbsp;&nbsp;City of Fort Lauderdale <br>Water & Sewer Revenue <br>(RB) Series A |  |  |
|  | 5.000%, 09/01/38  | 240 | &nbsp;&nbsp;271762 |

---

------

**DFA Intermediate-Term Municipal Bond Portfolio**

**CONTINUED**

---

| | | |
|:---|:---|:---|
|  | **Face**<br>**Amount**<br>| **Value†** |
|  | **(000)** |  |
| FLORIDA — (Continued) | FLORIDA — (Continued) | FLORIDA — (Continued) |
| &nbsp;&nbsp;&nbsp;&nbsp;City of Fort Lauderdale <br>Water & Sewer Revenue <br>(RB) Series B |  |  |
| 5.000%, 09/01/38  | 280 | &nbsp;&nbsp;$317056 |
| &nbsp;&nbsp;&nbsp;&nbsp;City of Pembroke Pines <br>(GO) |  |  |
| 5.000%, 09/01/35  | 2215 | &nbsp;&nbsp;2615214 |
| &nbsp;&nbsp;&nbsp;&nbsp;City of Tallahassee Energy <br>System Revenue (RB) |  |  |
| 5.000%, 10/01/28  | 1200 | &nbsp;&nbsp;1284478 |
| &nbsp;&nbsp;&nbsp;&nbsp;City of Tallahassee Utility <br>System Revenue (RB) <br>Series A |  |  |
| 5.000%, 10/01/27  | 605 | &nbsp;&nbsp;631775 |
| &nbsp;&nbsp;&nbsp;&nbsp;County of Broward Tourist <br>Development Tax <br>Revenue (RB) |  |  |
| 4.000%, 09/01/36  | 2225 | &nbsp;&nbsp;2327033 |
| 4.000%, 09/01/38  | 5000 | &nbsp;&nbsp;5167101 |
| &nbsp;&nbsp;&nbsp;&nbsp;County of Hillsborough <br>Wastewater Impact Fee <br>(RB) |  |  |
| 5.000%, 05/01/27  | 1010 | &nbsp;&nbsp;1041472 |
| &nbsp;&nbsp;&nbsp;&nbsp;County of Miami-Dade <br>(GO) Series A |  |  |
| 5.000%, 07/01/29  | 3230 | &nbsp;&nbsp;3513600 |
| &nbsp;&nbsp;&nbsp;&nbsp;County of Miami-Dade <br>Aviation Revenue (RB) <br>Series A |  |  |
| 4.000%, 10/01/34  | 2510 | &nbsp;&nbsp;2603838 |
| &nbsp;&nbsp;&nbsp;&nbsp;County of Miami-Dade <br>Aviation Revenue (RB) <br>Series B |  |  |
| 5.000%, 10/01/27  | 250 | &nbsp;&nbsp;260155 |
| &nbsp;&nbsp;&nbsp;&nbsp;County of Sarasota Utility <br>System Revenue (RB) |  |  |
| 5.000%, 10/01/36  | 115 | &nbsp;&nbsp;134978 |
| 5.000%, 10/01/37  | 145 | &nbsp;&nbsp;168663 |
| &nbsp;&nbsp;&nbsp;&nbsp;Duval County Public <br>Schools (COP) (AG) <br>Series A |  |  |
| 5.000%, 07/01/29  | 1485 | &nbsp;&nbsp;1612330 |
| &nbsp;&nbsp;&nbsp;&nbsp;Florida Development <br>Finance Corp. (RB) |  |  |
| 5.000%, 11/15/28  | 1345 | &nbsp;&nbsp;1427832 |
| 5.000%, 11/15/29  | 1075 | &nbsp;&nbsp;1163272 |
| 5.000%, 11/15/30  | 1220 | &nbsp;&nbsp;1341843 |
| &nbsp;&nbsp;&nbsp;&nbsp;Hillsborough County <br>School Board (COP) |  |  |
| 5.000%, 07/01/29  | 1810 | &nbsp;&nbsp;1955305 |
| &nbsp;&nbsp;&nbsp;&nbsp;Miami-Dade County Health <br>Facilities Authority (RB) <br>Series A |  |  |
| 5.000%, 08/01/26  | 500 | &nbsp;&nbsp;505252 |

---

---

| | | |
|:---|:---|:---|
|  | **Face**<br>**Amount**<br>| **Value†** |
|  | **(000)** |  |
| FLORIDA — (Continued) | FLORIDA — (Continued) | FLORIDA — (Continued) |
| &nbsp;&nbsp;&nbsp;&nbsp;Okaloosa County School <br>Board (COP) Series A |  |  |
| 5.000%, 10/01/29  | 1090 | &nbsp;&nbsp;$1186731 |
| &nbsp;&nbsp;&nbsp;&nbsp;Orange County Health <br>Facilities Authority (RB) <br>Series A |  |  |
| 5.000%, 10/01/29  | 695 | &nbsp;&nbsp;755913 |
| &nbsp;&nbsp;&nbsp;&nbsp;Orlando Utilities <br>Commission (RB) Series <br>2018-A |  |  |
| 5.000%, 10/01/38  | 3000 | &nbsp;&nbsp;3093893 |
| &nbsp;&nbsp;&nbsp;&nbsp;Orlando Utilities <br>Commission (RB) Series <br>A |  |  |
| 5.000%, 10/01/36  | 440 | &nbsp;&nbsp;503948 |
| 5.000%, 10/01/43  | 335 | &nbsp;&nbsp;364277 |
| 5.000%, 10/01/44  | 905 | &nbsp;&nbsp;973920 |
| &nbsp;&nbsp;&nbsp;&nbsp;Palm Beach County Health <br>Facilities Authority (RB) |  |  |
| 5.000%, 08/15/26  | 105 | &nbsp;&nbsp;106312 |
| &nbsp;&nbsp;&nbsp;&nbsp;Pasco County School <br>Board (COP) (AG) <br>Series A |  |  |
| 5.000%, 08/01/36  | 1985 | &nbsp;&nbsp;2200218 |
| 5.000%, 08/01/37  | 3000 | &nbsp;&nbsp;3305309 |
| &nbsp;&nbsp;&nbsp;&nbsp;School Board of <br>Miami-Dade County <br>(COP) Series A |  |  |
| 5.000%, 05/01/32  | 1000 | &nbsp;&nbsp;1005874 |
| &nbsp;&nbsp;&nbsp;&nbsp;School Board of <br>Miami-Dade County <br>(COP) Series D |  |  |
| 5.000%, 02/01/26  | 165 | &nbsp;&nbsp;165000 |
| &nbsp;&nbsp;&nbsp;&nbsp;School Board of <br>Miami-Dade County <br>(GO) (BAM) Series A |  |  |
| 5.000%, 03/15/39  | 1000 | &nbsp;&nbsp;1103540 |
| &nbsp;&nbsp;&nbsp;&nbsp;School District of Broward <br>County (COP) Series A |  |  |
| 5.000%, 07/01/27  | 685 | &nbsp;&nbsp;708688 |
| &nbsp;&nbsp;&nbsp;&nbsp;School District of Broward <br>County (COP) Series B |  |  |
| 5.000%, 07/01/28  | 1020 | &nbsp;&nbsp;1054699 |
| 5.000%, 07/01/35  | 6010 | &nbsp;&nbsp;6783161 |
| &nbsp;&nbsp;&nbsp;&nbsp;State of Florida (GO) <br>Series A |  |  |
| 5.000%, 06/01/27  | 6580 | &nbsp;&nbsp;6820133 |
| 4.000%, 07/01/37  | 1950 | &nbsp;&nbsp;1992725 |
| &nbsp;&nbsp;&nbsp;&nbsp;State of Florida (GO) <br>Series C |  |  |
| 5.000%, 06/01/27  | 2075 | &nbsp;&nbsp;2150726 |

---

------

**DFA Intermediate-Term Municipal Bond Portfolio**

**CONTINUED**

---

| | | |
|:---|:---|:---|
|  | **Face**<br>**Amount**<br>| **Value†** |
|  | **(000)** |  |
| FLORIDA — (Continued) | FLORIDA — (Continued) | FLORIDA — (Continued) |
| &nbsp;&nbsp;&nbsp;&nbsp;State of Florida <br>Department of <br>Transportation Turnpike <br>System Revenue (RB) <br>Series C |  |  |
| 4.000%, 07/01/35  | 1000 | &nbsp;&nbsp;$1004864 |
| 4.000%, 07/01/36  | 1000 | &nbsp;&nbsp;1004317 |
| &nbsp;&nbsp;&nbsp;&nbsp;State of Florida <br>Department of <br>Transportation Turnpike <br>System Revenue (RB) <br>Series D |  |  |
| 4.000%, 07/01/44  | 2283 | &nbsp;&nbsp;2264205 |
| TOTAL FLORIDA |  | &nbsp;&nbsp;80822212 |
| GEORGIA — (0.5%) | GEORGIA — (0.5%) | GEORGIA — (0.5%) |
| &nbsp;&nbsp;&nbsp;&nbsp;Paulding County Hospital <br>Authority (RB) Series A |  |  |
| 5.000%, 04/01/29  | 250 | &nbsp;&nbsp;269459 |
| &nbsp;&nbsp;&nbsp;&nbsp;Private Colleges & <br>Universities Authority <br>(RB) |  |  |
| 5.000%, 10/01/28  | 130 | &nbsp;&nbsp;137521 |
| 5.000%, 10/01/29  | 265 | &nbsp;&nbsp;285803 |
| 5.000%, 10/01/30  | 285 | &nbsp;&nbsp;312054 |
| &nbsp;&nbsp;&nbsp;&nbsp;State of Georgia (GO) <br>Series C |  |  |
| 4.000%, 07/01/29  | 1150 | &nbsp;&nbsp;1218602 |
| &nbsp;&nbsp;&nbsp;&nbsp;State of Georgia (GO) <br>Series C-1 |  |  |
| 5.000%, 07/01/26  | 4210 | &nbsp;&nbsp;4258439 |
| TOTAL GEORGIA |  | &nbsp;&nbsp;6481878 |
| HAWAII — (1.0%) | HAWAII — (1.0%) | HAWAII — (1.0%) |
| County of Hawaii (GO) |  |  |
| 5.000%, 09/01/44  | 190 | &nbsp;&nbsp;207456 |
| &nbsp;&nbsp;&nbsp;&nbsp;County of Hawaii (GO) <br>Series A |  |  |
| 5.000%, 09/01/37  | 1500 | &nbsp;&nbsp;1532207 |
| &nbsp;&nbsp;&nbsp;&nbsp;State of Hawaii (GO) <br>Series FT |  |  |
| 5.000%, 01/01/27  | 10060 | &nbsp;&nbsp;10314843 |
| TOTAL HAWAII |  | &nbsp;&nbsp;12054506 |
| IDAHO — (0.0%) | IDAHO — (0.0%) | IDAHO — (0.0%) |
| &nbsp;&nbsp;&nbsp;&nbsp;Idaho Health Facilities <br>Authority (RB) Series A |  |  |
| 5.000%, 03/01/28  | 290 | &nbsp;&nbsp;304678 |
| ILLINOIS — (3.9%) | ILLINOIS — (3.9%) | ILLINOIS — (3.9%) |
| &nbsp;&nbsp;&nbsp;&nbsp;Board of Trustees of the <br>University of Illinois (RB) <br>Series A |  |  |
| 5.000%, 04/01/30  | 640 | &nbsp;&nbsp;704979 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Face**<br>**Amount**<br>| **Value†** |
|  |  | **(000)** |  |
| ILLINOIS — (Continued) | ILLINOIS — (Continued) | ILLINOIS — (Continued) | ILLINOIS — (Continued) |
| &nbsp;&nbsp;&nbsp;&nbsp;Chicago Midway <br>International Airport (RB) <br>Series B | &nbsp;&nbsp;&nbsp;&nbsp;Chicago Midway <br>International Airport (RB) <br>Series B |  |  |
|  | 5.000%, 01/01/36  | 100 | &nbsp;&nbsp;$116006 |
|  | 5.000%, 01/01/37  | 200 | &nbsp;&nbsp;229871 |
| &nbsp;&nbsp;&nbsp;&nbsp;Chicago O'Hare <br>International Airport (RB) <br>(AG) Series A | &nbsp;&nbsp;&nbsp;&nbsp;Chicago O'Hare <br>International Airport (RB) <br>(AG) Series A |  |  |
|  | 4.000%, 01/01/39  | 5000 | &nbsp;&nbsp;5082674 |
| &nbsp;&nbsp;&nbsp;&nbsp;Chicago O'Hare <br>International Airport (RB) <br>Series C | &nbsp;&nbsp;&nbsp;&nbsp;Chicago O'Hare <br>International Airport (RB) <br>Series C |  |  |
|  | 5.000%, 01/01/38  | 1000 | &nbsp;&nbsp;1148879 |
| &nbsp;&nbsp;&nbsp;&nbsp;Chicago Park District (GO) <br>Series A | &nbsp;&nbsp;&nbsp;&nbsp;Chicago Park District (GO) <br>Series A |  |  |
|  | 5.000%, 01/01/36  | 70 | &nbsp;&nbsp;78459 |
| &nbsp;&nbsp;&nbsp;&nbsp;Chicago Transit Authority <br>Capital Grant Receipts <br>Revenue (RB) | &nbsp;&nbsp;&nbsp;&nbsp;Chicago Transit Authority <br>Capital Grant Receipts <br>Revenue (RB) |  |  |
|  | 5.000%, 06/01/28 | 3125 | &nbsp;&nbsp;3278388 |
| &nbsp;&nbsp;&nbsp;&nbsp;Chicago Transit Authority <br>Sales Tax Receipts Fund <br>(RB) Series A | &nbsp;&nbsp;&nbsp;&nbsp;Chicago Transit Authority <br>Sales Tax Receipts Fund <br>(RB) Series A |  |  |
|  | 5.000%, 12/01/41  | 4655 | &nbsp;&nbsp;5093205 |
| &nbsp;&nbsp;&nbsp;&nbsp;Cook County Community <br>Consolidated School <br>District No. 15 Palatine <br>(GO) Series B | &nbsp;&nbsp;&nbsp;&nbsp;Cook County Community <br>Consolidated School <br>District No. 15 Palatine <br>(GO) Series B |  |  |
|  | 5.000%, 06/15/36  | 1000 | &nbsp;&nbsp;1119436 |
| &nbsp;&nbsp;&nbsp;&nbsp;Cook County School <br>District No. 78 Rosemont <br>(GO) (AG) | &nbsp;&nbsp;&nbsp;&nbsp;Cook County School <br>District No. 78 Rosemont <br>(GO) (AG) |  |  |
|  | 5.000%, 12/01/34  | 1000 | &nbsp;&nbsp;1099617 |
| &nbsp;&nbsp;&nbsp;&nbsp;County of Cook Sales Tax <br>Revenue (RB) | &nbsp;&nbsp;&nbsp;&nbsp;County of Cook Sales Tax <br>Revenue (RB) |  |  |
|  | 5.000%, 11/15/36  | 225 | &nbsp;&nbsp;261626 |
| &nbsp;&nbsp;&nbsp;&nbsp;County of Cook Sales Tax <br>Revenue (RB) Series A | &nbsp;&nbsp;&nbsp;&nbsp;County of Cook Sales Tax <br>Revenue (RB) Series A |  |  |
|  | 4.000%, 11/15/39  | 2110 | &nbsp;&nbsp;2120555 |
| &nbsp;&nbsp;&nbsp;&nbsp;County of Cook Sales Tax <br>Revenue (RB) Series B | &nbsp;&nbsp;&nbsp;&nbsp;County of Cook Sales Tax <br>Revenue (RB) Series B |  |  |
|  | 5.000%, 11/15/29  | 300 | &nbsp;&nbsp;327653 |
| &nbsp;&nbsp;&nbsp;&nbsp;Illinois Finance Authority <br>(RB) Series A | &nbsp;&nbsp;&nbsp;&nbsp;Illinois Finance Authority <br>(RB) Series A |  |  |
|  | 5.000%, 08/15/29  | 3500 | &nbsp;&nbsp;3797945 |
|  | 5.000%, 08/15/34  | 2390 | &nbsp;&nbsp;2645053 |
|  | 5.000%, 08/15/35  | 2220 | &nbsp;&nbsp;2442852 |
|  | 5.000%, 08/15/40  | 455 | &nbsp;&nbsp;499861 |
| &nbsp;&nbsp;&nbsp;&nbsp;Illinois Finance Authority <br>(RB) Series C | &nbsp;&nbsp;&nbsp;&nbsp;Illinois Finance Authority <br>(RB) Series C |  |  |
|  | 5.000%, 02/15/30  | 5260 | &nbsp;&nbsp;5387821 |
| ¤ | &nbsp;&nbsp;&nbsp;&nbsp;4.000%, 02/15/33 <br>(Pre-refunded @ <br>$100, 2/15/27)<br>| 2060 | &nbsp;&nbsp;2094589 |
|  | 4.000%, 02/15/33  | 850 | &nbsp;&nbsp;857660 |

---

------

**DFA Intermediate-Term Municipal Bond Portfolio**

**CONTINUED**

---

| | | |
|:---|:---|:---|
|  | **Face**<br>**Amount**<br>| **Value†** |
|  | **(000)** |  |
| ILLINOIS — (Continued) | ILLINOIS — (Continued) | ILLINOIS — (Continued) |
| &nbsp;&nbsp;&nbsp;&nbsp;Illinois State Toll Highway <br>Authority (RB) Series A |  |  |
| 5.000%, 12/01/31  | 1000 | &nbsp;&nbsp;$1002067 |
| 4.000%, 01/01/39  | 930 | &nbsp;&nbsp;944592 |
| &nbsp;&nbsp;&nbsp;&nbsp;Lake County Community <br>Consolidated School <br>District No. 34 Antioch <br>(GO) Series B |  |  |
| 5.250%, 01/01/44  | 1270 | &nbsp;&nbsp;1372457 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sangamon County School <br>District No. 186 <br>Springfield (GO) (AG) |  |  |
| 4.000%, 02/01/31  | 1310 | &nbsp;&nbsp;1372289 |
| &nbsp;&nbsp;&nbsp;&nbsp;State of Illinois (GO) Series <br>A |  |  |
| 5.000%, 03/01/33  | 1800 | &nbsp;&nbsp;1978478 |
| &nbsp;&nbsp;&nbsp;&nbsp;State of Illinois (GO) Series <br>B |  |  |
| 5.000%, 05/01/41  | 1960 | &nbsp;&nbsp;2107723 |
| 5.250%, 05/01/43  | 1280 | &nbsp;&nbsp;1353440 |
| &nbsp;&nbsp;&nbsp;&nbsp;Will County Community <br>Unit School District No. <br>201-U Crete-Monee <br>(GO) (AG) Series E |  |  |
| 5.000%, 01/01/27  | 630 | &nbsp;&nbsp;642760 |
| TOTAL ILLINOIS |  | &nbsp;&nbsp;49160935 |
| INDIANA — (0.8%) | INDIANA — (0.8%) | INDIANA — (0.8%) |
| &nbsp;&nbsp;&nbsp;&nbsp;Franklin Township-Marion <br>County Multiple School <br>Building Corp. (RB) (ST <br>INTERCEPT) |  |  |
| 5.000%, 07/15/35  | 1550 | &nbsp;&nbsp;1742610 |
| &nbsp;&nbsp;&nbsp;&nbsp;Greater Clark Building <br>Corp. (RB) (ST <br>INTERCEPT) |  |  |
| 4.000%, 07/15/30  | 385 | &nbsp;&nbsp;402334 |
| &nbsp;&nbsp;&nbsp;&nbsp;Indiana Finance Authority <br>(RB) Series A |  |  |
| 4.000%, 02/01/34  | 5305 | &nbsp;&nbsp;5619682 |
| &nbsp;&nbsp;&nbsp;&nbsp;Indiana Municipal Power <br>Agency (RB) Series A |  |  |
| 5.000%, 01/01/35  | 1365 | &nbsp;&nbsp;1375380 |
| &nbsp;&nbsp;&nbsp;&nbsp;Muncie Sanitary District <br>(RB) (AG) Series A |  |  |
| 5.000%, 07/01/27  | 500 | &nbsp;&nbsp;516302 |
| TOTAL INDIANA |  | &nbsp;&nbsp;9656308 |
| IOWA — (0.3%) | IOWA — (0.3%) | IOWA — (0.3%) |
| &nbsp;&nbsp;&nbsp;&nbsp;Cedar Falls Community <br>School District (GO) <br>(AG) |  |  |
| 4.000%, 06/01/29  | 1470 | &nbsp;&nbsp;1537973 |
| 4.000%, 06/01/30  | 1090 | &nbsp;&nbsp;1151578 |

---

---

| | | |
|:---|:---|:---|
|  | **Face**<br>**Amount**<br>| **Value†** |
|  | **(000)** |  |
| IOWA — (Continued) | IOWA — (Continued) | IOWA — (Continued) |
| City of Iowa City (GO) |  |  |
| 5.000%, 06/01/26  | 1045 | &nbsp;&nbsp;$1054142 |
| TOTAL IOWA |  | &nbsp;&nbsp;3743693 |
| KANSAS — (0.5%) | KANSAS — (0.5%) | KANSAS — (0.5%) |
| &nbsp;&nbsp;&nbsp;&nbsp;City of Topeka (GO) Series <br>A |  |  |
| 4.000%, 08/15/26  | 1425 | &nbsp;&nbsp;1437228 |
| &nbsp;&nbsp;&nbsp;&nbsp;Shawnee County Unified <br>School District No. 437 <br>Auburn-Washburn (GO) <br>Series A |  |  |
| 5.000%, 09/01/43  | 3000 | &nbsp;&nbsp;3247824 |
| &nbsp;&nbsp;&nbsp;&nbsp;State of Kansas <br>Department of <br>Transportation (RB) <br>Series A |  |  |
| 5.000%, 09/01/27  | 1520 | &nbsp;&nbsp;1586018 |
| TOTAL KANSAS |  | &nbsp;&nbsp;6271070 |
| KENTUCKY — (1.6%) | KENTUCKY — (1.6%) | KENTUCKY — (1.6%) |
| &nbsp;&nbsp;&nbsp;&nbsp;Eastern Kentucky <br>University (RB) (BAM ST <br>INTERCEPT) Series A |  |  |
| 5.000%, 04/01/35  | 350 | &nbsp;&nbsp;392525 |
| 5.000%, 04/01/36  | 1520 | &nbsp;&nbsp;1691656 |
| 5.000%, 04/01/37  | 1600 | &nbsp;&nbsp;1769950 |
| &nbsp;&nbsp;&nbsp;&nbsp;Glasgow Independent <br>School District Finance <br>Corp. (RB) (ST <br>INTERCEPT) |  |  |
| 5.000%, 02/01/33  | 1000 | &nbsp;&nbsp;1110452 |
| &nbsp;&nbsp;&nbsp;&nbsp;Kentucky State Property & <br>Building Commission <br>(RB) |  |  |
| 5.000%, 04/01/28  | 650 | &nbsp;&nbsp;670398 |
| 5.000%, 04/01/33  | 3500 | &nbsp;&nbsp;3595949 |
| &nbsp;&nbsp;&nbsp;&nbsp;Kentucky State Property & <br>Building Commission <br>(RB) Series A |  |  |
| 5.000%, 05/01/30  | 635 | &nbsp;&nbsp;702981 |
| 5.000%, 06/01/30  | 560 | &nbsp;&nbsp;620987 |
| &nbsp;&nbsp;&nbsp;&nbsp;Louisville & Jefferson <br>County Metropolitan <br>Sewer District (RB) <br>Series C |  |  |
| 5.000%, 05/15/42  | 3610 | &nbsp;&nbsp;3930894 |
| 5.000%, 05/15/43  | 3935 | &nbsp;&nbsp;4228651 |

---

------

**DFA Intermediate-Term Municipal Bond Portfolio**

**CONTINUED**

---

| | | |
|:---|:---|:---|
|  | **Face**<br>**Amount**<br>| **Value†** |
|  | **(000)** |  |
| KENTUCKY — (Continued) | KENTUCKY — (Continued) | KENTUCKY — (Continued) |
| &nbsp;&nbsp;&nbsp;&nbsp;Louisville/Jefferson County <br>Metropolitan <br>Government (RB) Series <br>A |  |  |
| 5.000%, 10/01/26  | 1010 | &nbsp;&nbsp;$1026265 |
| TOTAL KENTUCKY |  | &nbsp;&nbsp;19740708 |
| LOUISIANA — (0.8%) | LOUISIANA — (0.8%) | LOUISIANA — (0.8%) |
| &nbsp;&nbsp;&nbsp;&nbsp;Ascension Parish School <br>Board (GO) |  |  |
| 5.500%, 03/01/28  | 250 | &nbsp;&nbsp;265644 |
| 5.000%, 03/01/29  | 380 | &nbsp;&nbsp;409191 |
| City of New Orleans (GO) |  |  |
| 5.000%, 12/01/30  | 1015 | &nbsp;&nbsp;1036241 |
| &nbsp;&nbsp;&nbsp;&nbsp;City of New Orleans (GO) <br>Series A |  |  |
| 5.000%, 12/01/27  | 2020 | &nbsp;&nbsp;2111902 |
| 5.000%, 12/01/33  | 1195 | &nbsp;&nbsp;1318206 |
| 5.000%, 12/01/34  | 2370 | &nbsp;&nbsp;2603089 |
| &nbsp;&nbsp;&nbsp;&nbsp;City of New Orleans <br>Sewerage Service <br>Revenue (RB) Series B |  |  |
| 5.000%, 06/01/28  | 1040 | &nbsp;&nbsp;1093525 |
| &nbsp;&nbsp;&nbsp;&nbsp;East Ouachita Parish <br>School District (GO) |  |  |
| 4.000%, 03/01/29  | 355 | &nbsp;&nbsp;368147 |
| 4.000%, 03/01/30  | 400 | &nbsp;&nbsp;420311 |
| &nbsp;&nbsp;&nbsp;&nbsp;Louisiana Public Facilities <br>Authority (RB) Series <br>2025-A |  |  |
| 5.000%, 05/15/35  | 135 | &nbsp;&nbsp;153875 |
| &nbsp;&nbsp;&nbsp;&nbsp;Louisiana Stadium & <br>Exposition District (RB) <br>Series A |  |  |
| 5.000%, 07/01/37  | 400 | &nbsp;&nbsp;446318 |
| TOTAL LOUISIANA |  | &nbsp;&nbsp;10226449 |
| MAINE — (0.2%) | MAINE — (0.2%) | MAINE — (0.2%) |
| &nbsp;&nbsp;&nbsp;&nbsp;Maine Health & Higher <br>Educational Facilities <br>Authority (RB) Series A |  |  |
| 5.000%, 07/01/28  | 500 | &nbsp;&nbsp;525075 |
| 5.000%, 07/01/29  | 480 | &nbsp;&nbsp;513642 |
| &nbsp;&nbsp;&nbsp;&nbsp;State of Maine (GO) Series <br>B |  |  |
| 5.000%, 06/01/27  | 2000 | &nbsp;&nbsp;2073257 |
| TOTAL MAINE |  | &nbsp;&nbsp;3111974 |
| MARYLAND — (7.3%) | MARYLAND — (7.3%) | MARYLAND — (7.3%) |
| &nbsp;&nbsp;&nbsp;&nbsp;County of Anne Arundel <br>(GO) |  |  |
| 5.000%, 10/01/29  | 3620 | &nbsp;&nbsp;3976200 |
| 5.000%, 10/01/43  | 2280 | &nbsp;&nbsp;2473067 |
| 5.000%, 10/01/28 | 4135 | &nbsp;&nbsp;4434089 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Face**<br>**Amount**<br>| **Value†** |
|  |  | **(000)** |  |
| MARYLAND — (Continued) | MARYLAND — (Continued) | MARYLAND — (Continued) | MARYLAND — (Continued) |
| County of Baltimore (GO) | County of Baltimore (GO) |  |  |
|  | 5.000%, 03/01/27  | 4145 | &nbsp;&nbsp;$4268370 |
|  | 5.000%, 11/01/27  | 2215 | &nbsp;&nbsp;2320969 |
|  | 5.000%, 03/01/28  | 4000 | &nbsp;&nbsp;4226841 |
| &nbsp;&nbsp;&nbsp;&nbsp;County of Frederick (GO) <br>Series A | &nbsp;&nbsp;&nbsp;&nbsp;County of Frederick (GO) <br>Series A |  |  |
| ¤ | &nbsp;&nbsp;&nbsp;&nbsp;5.000%, 08/01/27 <br>(Pre-refunded @ <br>$100, 8/1/27)<br>| 725 | &nbsp;&nbsp;752053 |
|  | 5.000%, 08/01/27  | 4000 | &nbsp;&nbsp;4165662 |
| County of Harford (GO) | County of Harford (GO) |  |  |
|  | 4.000%, 10/01/42  | 1345 | &nbsp;&nbsp;1373424 |
| &nbsp;&nbsp;&nbsp;&nbsp;County of Howard (GO) <br>Series A | &nbsp;&nbsp;&nbsp;&nbsp;County of Howard (GO) <br>Series A |  |  |
|  | 5.000%, 02/15/28  | 1325 | &nbsp;&nbsp;1398733 |
| &nbsp;&nbsp;&nbsp;&nbsp;County of Montgomery <br>(GO) Series A | &nbsp;&nbsp;&nbsp;&nbsp;County of Montgomery <br>(GO) Series A |  |  |
|  | 5.000%, 11/01/27  | 2555 | &nbsp;&nbsp;2677685 |
| &nbsp;&nbsp;&nbsp;&nbsp;County of Montgomery <br>(GO) Series C | &nbsp;&nbsp;&nbsp;&nbsp;County of Montgomery <br>(GO) Series C |  |  |
|  | 5.000%, 10/01/27  | 6570 | &nbsp;&nbsp;6870662 |
| &nbsp;&nbsp;&nbsp;&nbsp;County of Montgomery <br>(GO) Series D | &nbsp;&nbsp;&nbsp;&nbsp;County of Montgomery <br>(GO) Series D |  |  |
|  | 4.000%, 11/01/26  | 9500 | &nbsp;&nbsp;9626380 |
| &nbsp;&nbsp;&nbsp;&nbsp;County of Prince George's <br>(GO) Series A | &nbsp;&nbsp;&nbsp;&nbsp;County of Prince George's <br>(GO) Series A |  |  |
|  | 4.000%, 07/01/26  | 2000 | &nbsp;&nbsp;2014948 |
|  | 3.000%, 09/15/27  | 10950 | &nbsp;&nbsp;11037428 |
|  | 5.000%, 08/01/42  | 4150 | &nbsp;&nbsp;4655732 |
|  | 5.000%, 08/01/43  | 2965 | &nbsp;&nbsp;3256211 |
| &nbsp;&nbsp;&nbsp;&nbsp;Maryland Health & Higher <br>Educational Facilities <br>Authority (RB) Series A | &nbsp;&nbsp;&nbsp;&nbsp;Maryland Health & Higher <br>Educational Facilities <br>Authority (RB) Series A |  |  |
|  | 5.000%, 05/15/36  | 155 | &nbsp;&nbsp;184133 |
| &nbsp;&nbsp;&nbsp;&nbsp;State of Maryland (GO) <br>Series 2ND | &nbsp;&nbsp;&nbsp;&nbsp;State of Maryland (GO) <br>Series 2ND |  |  |
|  | 5.000%, 08/01/27  | 6135 | &nbsp;&nbsp;6389547 |
|  | 5.000%, 08/01/28  | 2050 | &nbsp;&nbsp;2189207 |
| &nbsp;&nbsp;&nbsp;&nbsp;State of Maryland (GO) <br>Series A | &nbsp;&nbsp;&nbsp;&nbsp;State of Maryland (GO) <br>Series A |  |  |
|  | 5.000%, 08/01/27  | 5170 | &nbsp;&nbsp;5384509 |
|  | 5.000%, 06/01/37  | 3010 | &nbsp;&nbsp;3380550 |
| &nbsp;&nbsp;&nbsp;&nbsp;State of Maryland (GO) <br>Series B | &nbsp;&nbsp;&nbsp;&nbsp;State of Maryland (GO) <br>Series B |  |  |
|  | 5.000%, 08/01/28  | 5000 | &nbsp;&nbsp;5339529 |
| TOTAL MARYLAND | TOTAL MARYLAND |  | &nbsp;&nbsp;92395929 |
| MASSACHUSETTS — (4.2%) | MASSACHUSETTS — (4.2%) | MASSACHUSETTS — (4.2%) | MASSACHUSETTS — (4.2%) |
| &nbsp;&nbsp;&nbsp;&nbsp;City of Fall River (GO) (ST <br>AID WITHHLDG) | &nbsp;&nbsp;&nbsp;&nbsp;City of Fall River (GO) (ST <br>AID WITHHLDG) |  |  |
|  | 3.000%, 12/01/34  | 965 | &nbsp;&nbsp;963241 |
| City of Haverhill (GO) | City of Haverhill (GO) |  |  |
|  | 4.000%, 11/15/41  | 1360 | &nbsp;&nbsp;1397410 |
|  | 4.000%, 11/15/43  | 1610 | &nbsp;&nbsp;1616083 |

---

------

**DFA Intermediate-Term Municipal Bond Portfolio**

**CONTINUED**

---

| | | |
|:---|:---|:---|
|  | **Face**<br>**Amount**<br>| **Value†** |
|  | **(000)** |  |
| MASSACHUSETTS — (Continued) | MASSACHUSETTS — (Continued) | MASSACHUSETTS — (Continued) |
| City of Newton (GO) |  |  |
| 4.000%, 02/01/43  | 1255 | &nbsp;&nbsp;$1270228 |
| 4.000%, 02/01/44  | 3760 | &nbsp;&nbsp;3767880 |
| &nbsp;&nbsp;&nbsp;&nbsp;Commonwealth of <br>Massachusetts (GO) <br>Series A |  |  |
| 5.000%, 05/01/38  | 280 | &nbsp;&nbsp;316360 |
| 5.000%, 01/01/43  | 3900 | &nbsp;&nbsp;4003375 |
| &nbsp;&nbsp;&nbsp;&nbsp;Commonwealth of <br>Massachusetts (GO) <br>Series B |  |  |
| 5.000%, 07/01/28  | 1925 | &nbsp;&nbsp;2053826 |
| 4.000%, 02/01/39  | 1000 | &nbsp;&nbsp;1036174 |
| &nbsp;&nbsp;&nbsp;&nbsp;Commonwealth of <br>Massachusetts (GO) <br>Series C |  |  |
| 5.000%, 04/01/26  | 2000 | &nbsp;&nbsp;2009035 |
| 5.000%, 08/01/40  | 12000 | &nbsp;&nbsp;13411957 |
| 5.000%, 08/01/41  | 5000 | &nbsp;&nbsp;5552684 |
| &nbsp;&nbsp;&nbsp;&nbsp;Commonwealth of <br>Massachusetts (GO) <br>Series D |  |  |
| 4.000%, 05/01/39  | 2490 | &nbsp;&nbsp;2517946 |
| 5.000%, 08/01/44  | 4000 | &nbsp;&nbsp;4345746 |
| &nbsp;&nbsp;&nbsp;&nbsp;Massachusetts <br>Development Finance <br>Agency (RB) Series K |  |  |
| 5.000%, 07/01/34  | 170 | &nbsp;&nbsp;181233 |
| 5.000%, 07/01/37  | 2720 | &nbsp;&nbsp;2864405 |
| &nbsp;&nbsp;&nbsp;&nbsp;Massachusetts <br>Development Finance <br>Agency (RB) Series N-1 |  |  |
| 5.000%, 07/01/43  | 1280 | &nbsp;&nbsp;1339084 |
| 5.000%, 07/01/44  | 1160 | &nbsp;&nbsp;1202971 |
| &nbsp;&nbsp;&nbsp;&nbsp;Nauset Regional School <br>District (GO) |  |  |
| 4.000%, 05/15/41  | 2715 | &nbsp;&nbsp;2775301 |
| Town of Hingham (GO) |  |  |
| 4.000%, 02/01/42  | 765 | &nbsp;&nbsp;778610 |
| &nbsp;&nbsp;&nbsp;&nbsp;TOTAL <br>MASSACHUSETTS |  | &nbsp;&nbsp;53403549 |
| MICHIGAN — (0.9%) | MICHIGAN — (0.9%) | MICHIGAN — (0.9%) |
| City of Grand Rapids (GO) |  |  |
| 5.000%, 04/01/41  | 190 | &nbsp;&nbsp;212498 |
| 5.000%, 04/01/42  | 235 | &nbsp;&nbsp;259955 |
| &nbsp;&nbsp;&nbsp;&nbsp;Michigan Finance Authority <br>(RB) |  |  |
| 5.000%, 11/15/27  | 2595 | &nbsp;&nbsp;2638976 |
| &nbsp;&nbsp;&nbsp;&nbsp;Michigan Finance Authority <br>(RB) Series A |  |  |
| 5.000%, 12/01/28  | 1040 | &nbsp;&nbsp;1113274 |
| &nbsp;&nbsp;&nbsp;&nbsp;Michigan Finance Authority <br>(RB) Series A-MI |  |  |
| 5.000%, 12/01/35  | 2030 | &nbsp;&nbsp;2103669 |

---

---

| | | |
|:---|:---|:---|
|  | **Face**<br>**Amount**<br>| **Value†** |
|  | **(000)** |  |
| MICHIGAN — (Continued) | MICHIGAN — (Continued) | MICHIGAN — (Continued) |
| &nbsp;&nbsp;&nbsp;&nbsp;Oakland University (RB) <br>Series A |  |  |
| 5.000%, 03/01/29  | 695 | &nbsp;&nbsp;$745391 |
| 5.000%, 03/01/30  | 805 | &nbsp;&nbsp;880380 |
| &nbsp;&nbsp;&nbsp;&nbsp;Romeo Community School <br>District (GO) (Q-SBLF) |  |  |
| 5.000%, 05/01/29  | 270 | &nbsp;&nbsp;291515 |
| 5.000%, 05/01/30  | 225 | &nbsp;&nbsp;248120 |
| &nbsp;&nbsp;&nbsp;&nbsp;Saginaw City School <br>District (GO) (Q-SBLF) |  |  |
| 4.000%, 05/01/28  | 1390 | &nbsp;&nbsp;1432514 |
| &nbsp;&nbsp;&nbsp;&nbsp;Saline Area Schools (GO) <br>(Q-SBLF) Series II |  |  |
| 5.000%, 05/01/43  | 470 | &nbsp;&nbsp;509390 |
| 5.000%, 05/01/44  | 330 | &nbsp;&nbsp;354035 |
| &nbsp;&nbsp;&nbsp;&nbsp;Wayne County Airport <br>Authority (RB) Series E |  |  |
| 5.000%, 12/01/34  | 150 | &nbsp;&nbsp;176600 |
| TOTAL MICHIGAN |  | &nbsp;&nbsp;10966317 |
| MINNESOTA — (1.8%) | MINNESOTA — (1.8%) | MINNESOTA — (1.8%) |
| &nbsp;&nbsp;&nbsp;&nbsp;County of Hennepin (GO) <br>Series C |  |  |
| 5.000%, 12/01/27  | 5800 | &nbsp;&nbsp;6090533 |
| &nbsp;&nbsp;&nbsp;&nbsp;Metropolitan Council (GO) <br>Series C |  |  |
| 5.000%, 03/01/26  | 700 | &nbsp;&nbsp;701536 |
| &nbsp;&nbsp;&nbsp;&nbsp;Minnesota Health & <br>Education Facilities <br>Authority (RB) Series B |  |  |
| 5.000%, 10/01/29  | 635 | &nbsp;&nbsp;688775 |
| &nbsp;&nbsp;&nbsp;&nbsp;St. Louis Park Independent <br>School District No. 283 <br>(GO) (SD CRED PROG) <br>Series A |  |  |
| 5.000%, 02/01/28  | 1090 | &nbsp;&nbsp;1144929 |
| &nbsp;&nbsp;&nbsp;&nbsp;St. Paul Independent <br>School District No. 625 <br>(GO) (SD CRED PROG) <br>Series B |  |  |
| 4.000%, 02/01/40  | 1005 | &nbsp;&nbsp;1038770 |
| 4.000%, 02/01/42  | 1425 | &nbsp;&nbsp;1440931 |
| 4.000%, 02/01/43  | 1480 | &nbsp;&nbsp;1482701 |
| &nbsp;&nbsp;&nbsp;&nbsp;State of Minnesota (GO) <br>Series A |  |  |
| 5.000%, 08/01/27  | 5055 | &nbsp;&nbsp;5265498 |
| 5.000%, 08/01/28  | 2330 | &nbsp;&nbsp;2487986 |
| &nbsp;&nbsp;&nbsp;&nbsp;State of Minnesota (GO) <br>Series B |  |  |
| 4.000%, 08/01/41  | 2215 | &nbsp;&nbsp;2272394 |

---

------

**DFA Intermediate-Term Municipal Bond Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Face**<br>**Amount**<br>| **Value†** |
|  |  | **(000)** |  |
| MINNESOTA — (Continued) | MINNESOTA — (Continued) | MINNESOTA — (Continued) | MINNESOTA — (Continued) |
| &nbsp;&nbsp;&nbsp;&nbsp;White Bear Lake <br>Independent School <br>District No. 624 (GO) <br>(SD CRED PROG) <br>Series A | &nbsp;&nbsp;&nbsp;&nbsp;White Bear Lake <br>Independent School <br>District No. 624 (GO) <br>(SD CRED PROG) <br>Series A |  |  |
|  | 4.000%, 02/01/26  | 350 | &nbsp;&nbsp;$350000 |
| TOTAL MINNESOTA | TOTAL MINNESOTA |  | &nbsp;&nbsp;22964053 |
| MISSISSIPPI — (0.8%) | MISSISSIPPI — (0.8%) | MISSISSIPPI — (0.8%) | MISSISSIPPI — (0.8%) |
| &nbsp;&nbsp;&nbsp;&nbsp;State of Mississippi (GO) <br>Series A | &nbsp;&nbsp;&nbsp;&nbsp;State of Mississippi (GO) <br>Series A |  |  |
|  | 5.000%, 10/01/27  | 9410 | &nbsp;&nbsp;9839840 |
| MISSOURI — (0.7%) | MISSOURI — (0.7%) | MISSOURI — (0.7%) | MISSOURI — (0.7%) |
| &nbsp;&nbsp;&nbsp;&nbsp;City of Belton (GO) Series <br>C | &nbsp;&nbsp;&nbsp;&nbsp;City of Belton (GO) Series <br>C |  |  |
|  | 5.000%, 03/01/27  | 2150 | &nbsp;&nbsp;2208165 |
| &nbsp;&nbsp;&nbsp;&nbsp;City of Kansas City (GO) <br>Series A | &nbsp;&nbsp;&nbsp;&nbsp;City of Kansas City (GO) <br>Series A |  |  |
|  | 5.000%, 02/01/37  | 400 | &nbsp;&nbsp;453177 |
| &nbsp;&nbsp;&nbsp;&nbsp;City of Kansas City (RB) <br>Series C | &nbsp;&nbsp;&nbsp;&nbsp;City of Kansas City (RB) <br>Series C |  |  |
|  | 5.000%, 09/01/29  | 1015 | &nbsp;&nbsp;1103766 |
| &nbsp;&nbsp;&nbsp;&nbsp;City of Kansas City Water <br>Revenue (RB) Series A | &nbsp;&nbsp;&nbsp;&nbsp;City of Kansas City Water <br>Revenue (RB) Series A |  |  |
|  | 5.000%, 12/01/27  | 865 | &nbsp;&nbsp;907533 |
| City of Wentzville (COP) | City of Wentzville (COP) |  |  |
|  | 5.000%, 11/01/32  | 600 | &nbsp;&nbsp;619543 |
| &nbsp;&nbsp;&nbsp;&nbsp;Health & Educational <br>Facilities Authority of the <br>State of Missouri (RB) <br>Series A | &nbsp;&nbsp;&nbsp;&nbsp;Health & Educational <br>Facilities Authority of the <br>State of Missouri (RB) <br>Series A |  |  |
|  | 5.000%, 06/01/29  | 1470 | &nbsp;&nbsp;1583306 |
| &nbsp;&nbsp;&nbsp;&nbsp;St. Louis County <br>Reorganized School <br>District No. R-6 (GO) | &nbsp;&nbsp;&nbsp;&nbsp;St. Louis County <br>Reorganized School <br>District No. R-6 (GO) |  |  |
| ¤ | &nbsp;&nbsp;&nbsp;&nbsp;5.000%, 02/01/26 <br>(Pre-refunded @ <br>$100, 2/1/26)<br>| 850 | &nbsp;&nbsp;850000 |
|  | 5.000%, 02/01/26  | 1150 | &nbsp;&nbsp;1150000 |
| &nbsp;&nbsp;&nbsp;&nbsp;University City School <br>District (GO) | &nbsp;&nbsp;&nbsp;&nbsp;University City School <br>District (GO) |  |  |
|  | 5.250%, 02/15/44  | 340 | &nbsp;&nbsp;362125 |
| TOTAL MISSOURI | TOTAL MISSOURI |  | &nbsp;&nbsp;9237615 |
| MONTANA — (0.0%) | MONTANA — (0.0%) | MONTANA — (0.0%) | MONTANA — (0.0%) |
| &nbsp;&nbsp;&nbsp;&nbsp;Montana Facility Finance <br>Authority (RB) Series A | &nbsp;&nbsp;&nbsp;&nbsp;Montana Facility Finance <br>Authority (RB) Series A |  |  |
|  | 4.000%, 06/01/35  | 400 | &nbsp;&nbsp;412593 |
| NEBRASKA — (1.3%) | NEBRASKA — (1.3%) | NEBRASKA — (1.3%) | NEBRASKA — (1.3%) |
| &nbsp;&nbsp;&nbsp;&nbsp;Douglas County School <br>District No. 17 (GO) | &nbsp;&nbsp;&nbsp;&nbsp;Douglas County School <br>District No. 17 (GO) |  |  |
|  | 4.000%, 12/15/26  | 2380 | &nbsp;&nbsp;2414596 |

---

---

| | | |
|:---|:---|:---|
|  | **Face**<br>**Amount**<br>| **Value†** |
|  | **(000)** |  |
| NEBRASKA — (Continued) | NEBRASKA — (Continued) | NEBRASKA — (Continued) |
| &nbsp;&nbsp;&nbsp;&nbsp;Metropolitan Utilities <br>District of Omaha Gas <br>System Revenue (RB) |  |  |
| 5.000%, 12/01/41  | 4000 | &nbsp;&nbsp;$4414049 |
| 5.000%, 12/01/42  | 3635 | &nbsp;&nbsp;3971093 |
| &nbsp;&nbsp;&nbsp;&nbsp;Omaha Public Power <br>District (RB) Series B |  |  |
| 5.000%, 02/01/34  | 1205 | &nbsp;&nbsp;1394965 |
| &nbsp;&nbsp;&nbsp;&nbsp;Papillion-La Vista School <br>District No. 27 (GO) |  |  |
| 5.000%, 12/01/44  | 4210 | &nbsp;&nbsp;4522781 |
| TOTAL NEBRASKA |  | &nbsp;&nbsp;16717484 |
| NEVADA — (1.5%) | NEVADA — (1.5%) | NEVADA — (1.5%) |
| &nbsp;&nbsp;&nbsp;&nbsp;County of Clark Passenger <br>Facility Charge Revenue <br>(RB) Series B |  |  |
| 5.000%, 07/01/27  | 475 | &nbsp;&nbsp;493123 |
| &nbsp;&nbsp;&nbsp;&nbsp;County of Clark Passenger <br>Facility Charge Revenue <br>(RB) Series E |  |  |
| 5.000%, 07/01/28  | 1900 | &nbsp;&nbsp;2020637 |
| &nbsp;&nbsp;&nbsp;&nbsp;Las Vegas Convention & <br>Visitors Authority (RB) <br>Series B |  |  |
| 5.000%, 07/01/27  | 745 | &nbsp;&nbsp;771891 |
| 5.000%, 07/01/28  | 2720 | &nbsp;&nbsp;2882622 |
| &nbsp;&nbsp;&nbsp;&nbsp;Las Vegas Valley Water <br>District (GO) Series C |  |  |
| 5.000%, 06/01/28  | 1980 | &nbsp;&nbsp;2103603 |
| &nbsp;&nbsp;&nbsp;&nbsp;State of Nevada (GO) <br>Series A |  |  |
| 5.000%, 05/01/43  | 7000 | &nbsp;&nbsp;7615317 |
| &nbsp;&nbsp;&nbsp;&nbsp;State of Nevada (GO) <br>Series C |  |  |
| 5.000%, 05/01/43  | 2255 | &nbsp;&nbsp;2453220 |
| &nbsp;&nbsp;&nbsp;&nbsp;Washoe County School <br>District (GO) Series C |  |  |
| 4.000%, 10/01/32  | 1290 | &nbsp;&nbsp;1314617 |
| TOTAL NEVADA |  | &nbsp;&nbsp;19655030 |
| NEW HAMPSHIRE — (0.2%) | NEW HAMPSHIRE — (0.2%) | NEW HAMPSHIRE — (0.2%) |
| City of Nashua (GO) |  |  |
| 5.000%, 10/01/35  | 605 | &nbsp;&nbsp;712195 |
| &nbsp;&nbsp;&nbsp;&nbsp;New Hampshire Health & <br>Education Facilities <br>Authority Act (RB) |  |  |
| 5.000%, 08/01/41  | 375 | &nbsp;&nbsp;415306 |
| &nbsp;&nbsp;&nbsp;&nbsp;State of New Hampshire <br>(GO) Series A |  |  |
| 5.000%, 02/15/37  | 1455 | &nbsp;&nbsp;1657941 |
| TOTAL NEW HAMPSHIRE |  | &nbsp;&nbsp;2785442 |

---

------

**DFA Intermediate-Term Municipal Bond Portfolio**

**CONTINUED**

---

| | | |
|:---|:---|:---|
|  | **Face**<br>**Amount**<br>| **Value†** |
|  | **(000)** |  |
| NEW JERSEY — (1.5%) | NEW JERSEY — (1.5%) | NEW JERSEY — (1.5%) |
| City of Hoboken (GO) |  |  |
| 3.000%, 02/01/26  | 2945 | &nbsp;&nbsp;$2945000 |
| 3.000%, 02/01/27  | 3035 | &nbsp;&nbsp;3055037 |
| 3.000%, 02/01/28  | 4560 | &nbsp;&nbsp;4613873 |
| &nbsp;&nbsp;&nbsp;&nbsp;New Jersey Economic <br>Development Authority <br>(RB) Series DDD |  |  |
| 5.000%, 06/15/29  | 1000 | &nbsp;&nbsp;1034635 |
| &nbsp;&nbsp;&nbsp;&nbsp;New Jersey Transportation <br>Trust Fund Authority <br>(RB) Series AA |  |  |
| 5.000%, 06/15/31  | 735 | &nbsp;&nbsp;828735 |
| 5.000%, 06/15/35 | 3300 | &nbsp;&nbsp;3730936 |
| &nbsp;&nbsp;&nbsp;&nbsp;New Jersey Transportation <br>Trust Fund Authority <br>(RB) Series CC |  |  |
| 5.000%, 06/15/44  | 505 | &nbsp;&nbsp;541217 |
| &nbsp;&nbsp;&nbsp;&nbsp;State of New Jersey (GO) <br>Series A |  |  |
| 5.000%, 06/01/28  | 1020 | &nbsp;&nbsp;1083339 |
| 5.000%, 06/01/29  | 500 | &nbsp;&nbsp;543813 |
| 4.000%, 06/01/31  | 955 | &nbsp;&nbsp;1033904 |
| TOTAL NEW JERSEY |  | &nbsp;&nbsp;19410489 |
| NEW MEXICO — (0.3%) | NEW MEXICO — (0.3%) | NEW MEXICO — (0.3%) |
| &nbsp;&nbsp;&nbsp;&nbsp;Albuquerque Municipal <br>School District No. 12 <br>(GO) (ST AID <br>WITHHLDG) Series A |  |  |
| 5.000%, 08/01/37  | 500 | &nbsp;&nbsp;539924 |
| &nbsp;&nbsp;&nbsp;&nbsp;City of Albuquerque (GO) <br>Series B |  |  |
| 5.000%, 07/01/26  | 1000 | &nbsp;&nbsp;1011098 |
| &nbsp;&nbsp;&nbsp;&nbsp;State of New Mexico <br>Severance Tax <br>Permanent Fund (RB) <br>Series A |  |  |
| 5.000%, 07/01/27  | 2000 | &nbsp;&nbsp;2077245 |
| TOTAL NEW MEXICO |  | &nbsp;&nbsp;3628267 |
| NEW YORK — (6.1%) | NEW YORK — (6.1%) | NEW YORK — (6.1%) |
| &nbsp;&nbsp;&nbsp;&nbsp;City of New York (GO) <br>Series A |  |  |
| 5.000%, 08/01/26  | 2015 | &nbsp;&nbsp;2042126 |
| &nbsp;&nbsp;&nbsp;&nbsp;City of New York (GO) <br>Series A-1 |  |  |
| 5.000%, 08/01/42  | 1715 | &nbsp;&nbsp;1887853 |
| &nbsp;&nbsp;&nbsp;&nbsp;City of New York (GO) <br>Series B-1 |  |  |
| 5.250%, 10/01/43  | 2280 | &nbsp;&nbsp;2455724 |
| &nbsp;&nbsp;&nbsp;&nbsp;City of New York (GO) <br>Series C |  |  |
| 5.000%, 03/01/42  | 2445 | &nbsp;&nbsp;2650970 |

---

---

| | | |
|:---|:---|:---|
|  | **Face**<br>**Amount**<br>| **Value†** |
|  | **(000)** |  |
| NEW YORK — (Continued) | NEW YORK — (Continued) | NEW YORK — (Continued) |
| &nbsp;&nbsp;&nbsp;&nbsp;City of New York (GO) <br>Series D |  |  |
| 5.000%, 10/01/36  | 585 | &nbsp;&nbsp;$678822 |
| &nbsp;&nbsp;&nbsp;&nbsp;City of New York (GO) <br>Series E |  |  |
| 5.000%, 08/01/26  | 2500 | &nbsp;&nbsp;2533654 |
| 5.000%, 08/01/44  | 1250 | &nbsp;&nbsp;1334894 |
| &nbsp;&nbsp;&nbsp;&nbsp;City of New York (GO) <br>Series E-1 |  |  |
| 5.250%, 04/01/44  | 1480 | &nbsp;&nbsp;1590337 |
| &nbsp;&nbsp;&nbsp;&nbsp;City of New York (GO) <br>Series F-1 |  |  |
| 5.000%, 06/01/34  | 5 | &nbsp;&nbsp;5010 |
| 5.000%, 03/01/39  | 1500 | &nbsp;&nbsp;1622870 |
| &nbsp;&nbsp;&nbsp;&nbsp;City of New York (GO) <br>Series F-5 |  |  |
| 3.200%, 06/01/44  | 2710 | &nbsp;&nbsp;2710000 |
| &nbsp;&nbsp;&nbsp;&nbsp;City of New York (GO) <br>Series G-1 |  |  |
| 5.000%, 02/01/43  | 2735 | &nbsp;&nbsp;2957557 |
| &nbsp;&nbsp;&nbsp;&nbsp;City of New York (GO) <br>Series I-2 |  |  |
| 3.250%, 03/01/40  | 255 | &nbsp;&nbsp;255000 |
| &nbsp;&nbsp;&nbsp;&nbsp;Empire State Development <br>Corp. (RB) Series A |  |  |
| 5.000%, 03/15/32  | 1705 | &nbsp;&nbsp;1751916 |
| &nbsp;&nbsp;&nbsp;&nbsp;Empire State Development <br>Corp. (RB) Series C |  |  |
| 5.000%, 03/15/35  | 5500 | &nbsp;&nbsp;6054034 |
| &nbsp;&nbsp;&nbsp;&nbsp;Kingston City School <br>District (GO) (ST AID <br>WITHHLDG) |  |  |
| 3.000%, 06/01/26  | 2000 | &nbsp;&nbsp;2002446 |
| &nbsp;&nbsp;&nbsp;&nbsp;Metropolitan Transportation <br>Authority Dedicated Tax <br>Fund (ST) Series A |  |  |
| 5.000%, 11/15/27  | 200 | &nbsp;&nbsp;209764 |
| &nbsp;&nbsp;&nbsp;&nbsp;New York City Industrial <br>Development Agency <br>(RB) (AG) Series A |  |  |
| 5.000%, 03/01/28  | 1000 | &nbsp;&nbsp;1051508 |
| 5.000%, 03/01/30  | 1275 | &nbsp;&nbsp;1395582 |
| &nbsp;&nbsp;&nbsp;&nbsp;New York State Dormitory <br>Authority (RB) Series A |  |  |
| 5.000%, 03/15/36 | 3105 | &nbsp;&nbsp;3179737 |
| 5.000%, 03/15/37  | 85 | &nbsp;&nbsp;100243 |
| 5.000%, 02/15/38  | 1625 | &nbsp;&nbsp;1640972 |
| 5.000%, 03/15/38  | 625 | &nbsp;&nbsp;704028 |
| 5.000%, 03/15/42 | 3465 | &nbsp;&nbsp;3563515 |
| 5.000%, 03/15/44  | 6800 | &nbsp;&nbsp;7358015 |
| &nbsp;&nbsp;&nbsp;&nbsp;New York State Dormitory <br>Authority (RB) Series C |  |  |
| 5.000%, 03/15/37  | 3210 | &nbsp;&nbsp;3361369 |
| 5.000%, 03/15/45  | 855 | &nbsp;&nbsp;915471 |

---

------

**DFA Intermediate-Term Municipal Bond Portfolio**

**CONTINUED**

---

| | | |
|:---|:---|:---|
|  | **Face**<br>**Amount**<br>| **Value†** |
|  | **(000)** |  |
| NEW YORK — (Continued) | NEW YORK — (Continued) | NEW YORK — (Continued) |
| &nbsp;&nbsp;&nbsp;&nbsp;New York State Dormitory <br>Authority (RB) Series D |  |  |
| 5.000%, 02/15/41  | 9250 | &nbsp;&nbsp;$9661523 |
| &nbsp;&nbsp;&nbsp;&nbsp;New York State Dormitory <br>Authority (RB) Series E |  |  |
| 5.000%, 03/15/26  | 3135 | &nbsp;&nbsp;3145577 |
| 5.000%, 03/15/29  | 1010 | &nbsp;&nbsp;1090895 |
| &nbsp;&nbsp;&nbsp;&nbsp;New York State Thruway <br>Authority (RB) Series A |  |  |
| 5.000%, 03/15/29  | 3000 | &nbsp;&nbsp;3252416 |
| &nbsp;&nbsp;&nbsp;&nbsp;Port Authority of New York <br>& New Jersey (RB) <br>Series 243 |  |  |
| 5.000%, 12/01/37  | 540 | &nbsp;&nbsp;622489 |
| &nbsp;&nbsp;&nbsp;&nbsp;Town of Oyster Bay (GO) <br>(AG) |  |  |
| 5.000%, 08/01/29  | 165 | &nbsp;&nbsp;181255 |
| &nbsp;&nbsp;&nbsp;&nbsp;Triborough Bridge & Tunnel <br>Authority (RB) Series A |  |  |
| 5.000%, 11/15/29  | 500 | &nbsp;&nbsp;552904 |
| 5.000%, 11/15/36  | 925 | &nbsp;&nbsp;929539 |
| 5.000%, 11/15/43  | 585 | &nbsp;&nbsp;602140 |
| 5.000%, 11/15/44  | 650 | &nbsp;&nbsp;702165 |
| &nbsp;&nbsp;&nbsp;&nbsp;Triborough Bridge & Tunnel <br>Authority (RB) Series <br>C-1 |  |  |
| 4.000%, 11/15/27  | 1355 | &nbsp;&nbsp;1399217 |
| TOTAL NEW YORK |  | &nbsp;&nbsp;78153537 |
| NORTH CAROLINA — (2.8%) | NORTH CAROLINA — (2.8%) | NORTH CAROLINA — (2.8%) |
| &nbsp;&nbsp;&nbsp;&nbsp;Cape Fear Public Utility <br>Authority (RB) |  |  |
| 5.000%, 04/01/43  | 305 | &nbsp;&nbsp;335378 |
| 5.000%, 04/01/44  | 315 | &nbsp;&nbsp;341616 |
| &nbsp;&nbsp;&nbsp;&nbsp;Charlotte-Mecklenburg <br>Hospital Authority (RB) <br>Series A |  |  |
| 5.000%, 01/15/38  | 2720 | &nbsp;&nbsp;2723781 |
| &nbsp;&nbsp;&nbsp;&nbsp;City of Charlotte Water & <br>Sewer System Revenue <br>(RB) |  |  |
| 5.000%, 07/01/29  | 2000 | &nbsp;&nbsp;2183863 |
| 5.000%, 07/01/43  | 200 | &nbsp;&nbsp;220814 |
| &nbsp;&nbsp;&nbsp;&nbsp;City of Fayetteville Public <br>Works Commission <br>Revenue (RB) |  |  |
| 5.000%, 03/01/39  | 3260 | &nbsp;&nbsp;3637620 |
| &nbsp;&nbsp;&nbsp;&nbsp;City of Greensboro (GO) <br>Series B |  |  |
| 5.000%, 10/01/27  | 4430 | &nbsp;&nbsp;4634957 |
| &nbsp;&nbsp;&nbsp;&nbsp;City of Raleigh Combined <br>Enterprise System <br>Revenue (RB) |  |  |
| 5.000%, 09/01/37  | 150 | &nbsp;&nbsp;171636 |

---

---

| | | |
|:---|:---|:---|
|  | **Face**<br>**Amount**<br>| **Value†** |
|  | **(000)** |  |
| NORTH CAROLINA — (Continued) | NORTH CAROLINA — (Continued) | NORTH CAROLINA — (Continued) |
| County of Guilford (GO) |  |  |
| 4.000%, 03/01/43  | 7000 | &nbsp;&nbsp;$7091734 |
| &nbsp;&nbsp;&nbsp;&nbsp;County of Mecklenburg <br>(GO) Series A |  |  |
| 4.000%, 02/01/42  | 1160 | &nbsp;&nbsp;1195934 |
| &nbsp;&nbsp;&nbsp;&nbsp;North Carolina Municipal <br>Power Agency No. 1 <br>(RB) Series A |  |  |
| 5.000%, 01/01/32  | 1375 | &nbsp;&nbsp;1495070 |
| &nbsp;&nbsp;&nbsp;&nbsp;North Carolina Turnpike <br>Authority (RB) (AG) |  |  |
| 5.000%, 01/01/38  | 1550 | &nbsp;&nbsp;1616606 |
| &nbsp;&nbsp;&nbsp;&nbsp;State of North Carolina <br>(RB) |  |  |
| 5.000%, 03/01/33  | 50 | &nbsp;&nbsp;53624 |
| &nbsp;&nbsp;&nbsp;&nbsp;State of North Carolina <br>(GO) Series A |  |  |
| 5.000%, 06/01/28  | 4190 | &nbsp;&nbsp;4456780 |
| &nbsp;&nbsp;&nbsp;&nbsp;State of North Carolina <br>(GO) Series C |  |  |
| 5.000%, 06/01/29  | 5000 | &nbsp;&nbsp;5451069 |
| &nbsp;&nbsp;&nbsp;&nbsp;TOTAL NORTH <br>CAROLINA |  | &nbsp;&nbsp;35610482 |
| OHIO — (3.2%) | OHIO — (3.2%) | OHIO — (3.2%) |
| &nbsp;&nbsp;&nbsp;&nbsp;Akron Bath Copley Joint <br>Township Hospital <br>District (RB) Series A |  |  |
| 5.000%, 11/15/29  | 250 | &nbsp;&nbsp;273073 |
| &nbsp;&nbsp;&nbsp;&nbsp;American Municipal Power, <br>Inc. (RB) Series A |  |  |
| 5.000%, 02/15/28  | 235 | &nbsp;&nbsp;246398 |
| 5.000%, 02/15/35  | 130 | &nbsp;&nbsp;149850 |
| 5.000%, 02/15/36  | 100 | &nbsp;&nbsp;115315 |
| &nbsp;&nbsp;&nbsp;&nbsp;City of Cleveland Airport <br>System Revenue (RB) <br>Series A |  |  |
| 5.000%, 01/01/29  | 1250 | &nbsp;&nbsp;1339276 |
| &nbsp;&nbsp;&nbsp;&nbsp;City of Columbus (GO) <br>Series 1 |  |  |
| 5.000%, 07/01/26  | 4260 | &nbsp;&nbsp;4308570 |
| &nbsp;&nbsp;&nbsp;&nbsp;City of Columbus (GO) <br>Series 2017-1 |  |  |
| 4.000%, 04/01/27  | 1290 | &nbsp;&nbsp;1316576 |
| &nbsp;&nbsp;&nbsp;&nbsp;City of Columbus (GO) <br>Series A |  |  |
| 4.000%, 04/01/27  | 8865 | &nbsp;&nbsp;9047633 |
| 5.000%, 10/01/35  | 500 | &nbsp;&nbsp;597826 |
| 5.000%, 10/01/36  | 470 | &nbsp;&nbsp;556297 |
| &nbsp;&nbsp;&nbsp;&nbsp;County of Montgomery <br>(RB) |  |  |
| 5.000%, 08/01/30  | 1350 | &nbsp;&nbsp;1472588 |
| 4.000%, 08/01/39  | 1400 | &nbsp;&nbsp;1424317 |

---

------

**DFA Intermediate-Term Municipal Bond Portfolio**

**CONTINUED**

---

| | | |
|:---|:---|:---|
|  | **Face**<br>**Amount**<br>| **Value†** |
|  | **(000)** |  |
| OHIO — (Continued) | OHIO — (Continued) | OHIO — (Continued) |
| &nbsp;&nbsp;&nbsp;&nbsp;Ohio Higher Educational <br>Facility Commission <br>(RB) Series B2 |  |  |
| 3.200%, 01/01/39  | 360 | &nbsp;&nbsp;$360000 |
| &nbsp;&nbsp;&nbsp;&nbsp;State of Ohio (GO) Series <br>A |  |  |
| 5.000%, 06/15/38  | 3000 | &nbsp;&nbsp;3009285 |
| &nbsp;&nbsp;&nbsp;&nbsp;State of Ohio (GO) Series <br>A |  |  |
| 5.000%, 02/01/36  | 2310 | &nbsp;&nbsp;2310000 |
| &nbsp;&nbsp;&nbsp;&nbsp;State of Ohio (GO) Series <br>B |  |  |
| 5.000%, 09/01/27  | 780 | &nbsp;&nbsp;813878 |
| 5.000%, 09/15/27  | 1865 | &nbsp;&nbsp;1947957 |
| &nbsp;&nbsp;&nbsp;&nbsp;State of Ohio (GO) Series <br>C |  |  |
| 5.000%, 08/01/27  | 7200 | &nbsp;&nbsp;7496567 |
| &nbsp;&nbsp;&nbsp;&nbsp;Upper Arlington City <br>School District (GO) <br>Series A |  |  |
| 5.000%, 12/01/27  | 3215 | &nbsp;&nbsp;3372492 |
| TOTAL OHIO |  | &nbsp;&nbsp;40157898 |
| OKLAHOMA — (0.7%) | OKLAHOMA — (0.7%) | OKLAHOMA — (0.7%) |
| City of Tulsa (GO) |  |  |
| 5.000%, 03/01/26  | 4000 | &nbsp;&nbsp;4008616 |
| &nbsp;&nbsp;&nbsp;&nbsp;Cleveland County <br>Educational Facilities <br>Authority (RB) Series A |  |  |
| 5.000%, 06/01/32  | 1500 | &nbsp;&nbsp;1696321 |
| &nbsp;&nbsp;&nbsp;&nbsp;Cushing Educational <br>Facilities Authority (RB) |  |  |
| 5.000%, 09/01/28  | 1430 | &nbsp;&nbsp;1509452 |
| &nbsp;&nbsp;&nbsp;&nbsp;Garfield County <br>Educational Facilities <br>Authority (RB) Series A |  |  |
| 5.000%, 09/01/30  | 1400 | &nbsp;&nbsp;1416565 |
| &nbsp;&nbsp;&nbsp;&nbsp;Oklahoma County <br>Independent School <br>District No. 12 Edmond <br>(GO) |  |  |
| 4.000%, 03/01/27  | 740 | &nbsp;&nbsp;752974 |
| TOTAL OKLAHOMA |  | &nbsp;&nbsp;9383928 |
| OREGON — (2.3%) | OREGON — (2.3%) | OREGON — (2.3%) |
| &nbsp;&nbsp;&nbsp;&nbsp;City of Beaverton Water <br>Revenue (RB) |  |  |
| 5.000%, 04/01/29  | 600 | &nbsp;&nbsp;650518 |
| &nbsp;&nbsp;&nbsp;&nbsp;City of Portland Sewer <br>System Revenue (RB) <br>Series A |  |  |
| 5.000%, 06/15/26  | 1560 | &nbsp;&nbsp;1576070 |

---

---

| | | |
|:---|:---|:---|
|  | **Face**<br>**Amount**<br>| **Value†** |
|  | **(000)** |  |
| OREGON — (Continued) | OREGON — (Continued) | OREGON — (Continued) |
| &nbsp;&nbsp;&nbsp;&nbsp;City of Portland Water <br>System Revenue (RB) <br>Series A |  |  |
| 5.000%, 04/01/29  | 1440 | &nbsp;&nbsp;$1561702 |
| &nbsp;&nbsp;&nbsp;&nbsp;Deschutes County <br>Administrative School <br>District No. 1 Bend-La <br>Pine (GO) (SCH BD <br>GTY) |  |  |
| 5.000%, 06/15/27  | 4725 | &nbsp;&nbsp;4896067 |
| 5.000%, 06/15/29  | 1000 | &nbsp;&nbsp;1087722 |
| &nbsp;&nbsp;&nbsp;&nbsp;Lane County School <br>District No. 4J Eugene <br>(GO) (SCH BD GTY) |  |  |
| 5.000%, 06/15/29  | 4855 | &nbsp;&nbsp;5289135 |
| &nbsp;&nbsp;&nbsp;&nbsp;Port of Portland Airport <br>Revenue (RB) Series A |  |  |
| 5.000%, 07/01/29  | 1080 | &nbsp;&nbsp;1171975 |
| &nbsp;&nbsp;&nbsp;&nbsp;State of Oregon (GO) <br>Series A |  |  |
| 5.000%, 05/01/38  | 1835 | &nbsp;&nbsp;2075006 |
| 5.000%, 05/01/40  | 1271 | &nbsp;&nbsp;1438912 |
| &nbsp;&nbsp;&nbsp;&nbsp;State of Oregon (GO) <br>Series C |  |  |
| 5.250%, 06/01/44  | 440 | &nbsp;&nbsp;491016 |
| &nbsp;&nbsp;&nbsp;&nbsp;State of Oregon (GO) <br>Series F |  |  |
| 5.000%, 05/01/34  | 1525 | &nbsp;&nbsp;1534309 |
| &nbsp;&nbsp;&nbsp;&nbsp;State of Oregon <br>Department of <br>Transportation (RB) <br>Series A |  |  |
| 5.000%, 11/15/41  | 1515 | &nbsp;&nbsp;1664424 |
| &nbsp;&nbsp;&nbsp;&nbsp;State of Oregon <br>Department of <br>Transportation (RB) <br>Series B |  |  |
| 5.000%, 11/15/26  | 3530 | &nbsp;&nbsp;3606611 |
| &nbsp;&nbsp;&nbsp;&nbsp;Washington & Multnomah <br>Counties School District <br>No. 48J Beaverton (GO) <br>(SCH BD GTY) Series C |  |  |
| 5.000%, 06/15/27  | 2500 | &nbsp;&nbsp;2591544 |
| TOTAL OREGON |  | &nbsp;&nbsp;29635011 |
| PENNSYLVANIA — (1.6%) | PENNSYLVANIA — (1.6%) | PENNSYLVANIA — (1.6%) |
| &nbsp;&nbsp;&nbsp;&nbsp;Allegheny County Hospital <br>Development Authority <br>(RB) Series A |  |  |
| 5.000%, 04/01/31  | 1500 | &nbsp;&nbsp;1571333 |
| 5.000%, 04/01/36  | 1400 | &nbsp;&nbsp;1452167 |

---

------

**DFA Intermediate-Term Municipal Bond Portfolio**

**CONTINUED**

---

| | | |
|:---|:---|:---|
|  | **Face**<br>**Amount**<br>| **Value†** |
|  | **(000)** |  |
| PENNSYLVANIA — (Continued) | PENNSYLVANIA — (Continued) | PENNSYLVANIA — (Continued) |
| &nbsp;&nbsp;&nbsp;&nbsp;Bristol Township School <br>District (GO) (BAM ST <br>AID WITHHLDG) |  |  |
| 5.000%, 06/01/26  | 570 | &nbsp;&nbsp;$574625 |
| &nbsp;&nbsp;&nbsp;&nbsp;Chichester School District <br>(GO) (AG ST AID <br>WITHHLDG) |  |  |
| 4.000%, 09/15/28  | 225 | &nbsp;&nbsp;232954 |
| &nbsp;&nbsp;&nbsp;&nbsp;City of Philadelphia (GO) <br>Series B |  |  |
| 5.000%, 02/01/33  | 1250 | &nbsp;&nbsp;1349826 |
| &nbsp;&nbsp;&nbsp;&nbsp;County of Lebanon (GO) <br>(AG) |  |  |
| 4.000%, 10/15/27  | 150 | &nbsp;&nbsp;154072 |
| &nbsp;&nbsp;&nbsp;&nbsp;County of Lehigh (RB) <br>Series A |  |  |
| 5.000%, 07/01/29  | 875 | &nbsp;&nbsp;939308 |
| &nbsp;&nbsp;&nbsp;&nbsp;Monroeville Finance <br>Authority (RB) Series B |  |  |
| 5.000%, 02/15/29  | 665 | &nbsp;&nbsp;714576 |
| &nbsp;&nbsp;&nbsp;&nbsp;Pennsylvania Economic <br>Development Financing <br>Authority (RB) Series <br>2025B |  |  |
| 5.000%, 03/15/29  | 400 | &nbsp;&nbsp;430595 |
| &nbsp;&nbsp;&nbsp;&nbsp;Pennsylvania Economic <br>Development Financing <br>Authority (RB) Series A |  |  |
| 5.000%, 02/15/29  | 395 | &nbsp;&nbsp;424448 |
| &nbsp;&nbsp;&nbsp;&nbsp;Pennsylvania Higher <br>Educational Facilities <br>Authority (RB) |  |  |
| 5.000%, 05/01/34  | 2295 | &nbsp;&nbsp;2301030 |
| &nbsp;&nbsp;&nbsp;&nbsp;Pennsylvania State <br>University (RB) Series B |  |  |
| 4.000%, 09/01/35  | 1130 | &nbsp;&nbsp;1135768 |
| &nbsp;&nbsp;&nbsp;&nbsp;Pennsylvania Turnpike <br>Commission (RB) Series <br>A-1 |  |  |
| 5.000%, 12/01/33  | 3510 | &nbsp;&nbsp;3538458 |
| &nbsp;&nbsp;&nbsp;&nbsp;Pennsylvania Turnpike <br>Commission (RB) Series <br>B |  |  |
| 5.250%, 12/01/42  | 540 | &nbsp;&nbsp;592063 |
| 5.250%, 12/01/44  | 750 | &nbsp;&nbsp;830226 |
| &nbsp;&nbsp;&nbsp;&nbsp;Pittsburgh Water & Sewer <br>Authority (RB) (AG) <br>Series A |  |  |
| 5.000%, 09/01/26  | 3675 | &nbsp;&nbsp;3730599 |
| &nbsp;&nbsp;&nbsp;&nbsp;Snyder County Higher <br>Education Authority (RB) |  |  |
| 5.000%, 01/01/27  | 340 | &nbsp;&nbsp;340621 |
| TOTAL PENNSYLVANIA |  | &nbsp;&nbsp;20312669 |

---

---

| | | |
|:---|:---|:---|
|  | **Face**<br>**Amount**<br>| **Value†** |
|  | **(000)** |  |
| RHODE ISLAND — (0.6%) | RHODE ISLAND — (0.6%) | RHODE ISLAND — (0.6%) |
| &nbsp;&nbsp;&nbsp;&nbsp;Rhode Island Turnpike & <br>Bridge Authority (RB) <br>Series A |  |  |
| 5.000%, 10/01/32  | 950 | &nbsp;&nbsp;$953613 |
| &nbsp;&nbsp;&nbsp;&nbsp;State of Rhode Island (GO) <br>Series A |  |  |
| 5.000%, 12/01/41  | 240 | &nbsp;&nbsp;264341 |
| 5.000%, 12/01/42  | 890 | &nbsp;&nbsp;969820 |
| 5.000%, 05/01/43  | 1500 | &nbsp;&nbsp;1633123 |
| &nbsp;&nbsp;&nbsp;&nbsp;State of Rhode Island (GO) <br>Series B |  |  |
| 5.000%, 08/01/29  | 3290 | &nbsp;&nbsp;3418392 |
| TOTAL RHODE ISLAND |  | &nbsp;&nbsp;7239289 |
| SOUTH CAROLINA — (1.4%) | SOUTH CAROLINA — (1.4%) | SOUTH CAROLINA — (1.4%) |
| &nbsp;&nbsp;&nbsp;&nbsp;County of Charleston (GO) <br>(ST AID WITHHLDG) <br>Series C |  |  |
| 5.000%, 11/01/27  | 1255 | &nbsp;&nbsp;1315704 |
| &nbsp;&nbsp;&nbsp;&nbsp;Piedmont Municipal Power <br>Agency (RB) Series C |  |  |
| 5.000%, 01/01/27  | 1000 | &nbsp;&nbsp;1022811 |
| &nbsp;&nbsp;&nbsp;&nbsp;Piedmont Municipal Power <br>Agency (RB) Series D |  |  |
| 4.000%, 01/01/33  | 1000 | &nbsp;&nbsp;1032560 |
| &nbsp;&nbsp;&nbsp;&nbsp;Richland County School <br>District No. 2 (GO) <br>Series A |  |  |
| 5.000%, 03/01/27  | 1140 | &nbsp;&nbsp;1173930 |
| 5.000%, 03/01/38  | 4055 | &nbsp;&nbsp;4499764 |
| &nbsp;&nbsp;&nbsp;&nbsp;South Carolina Public <br>Service Authority (RB) <br>Series A |  |  |
| 5.000%, 12/01/37  | 1170 | &nbsp;&nbsp;1176803 |
| &nbsp;&nbsp;&nbsp;&nbsp;South Carolina Public <br>Service Authority (RB) <br>Series E |  |  |
| 5.000%, 12/01/30  | 2610 | &nbsp;&nbsp;2897791 |
| &nbsp;&nbsp;&nbsp;&nbsp;Spartanburg County <br>School District No. 7 <br>(GO) Series D |  |  |
| 5.000%, 03/01/44  | 1565 | &nbsp;&nbsp;1615194 |
| &nbsp;&nbsp;&nbsp;&nbsp;Spartanburg Sanitary <br>Sewer District (RB) |  |  |
| 4.000%, 03/01/40  | 2395 | &nbsp;&nbsp;2456097 |
| &nbsp;&nbsp;&nbsp;&nbsp;TOTAL SOUTH <br>CAROLINA |  | &nbsp;&nbsp;17190654 |
| TENNESSEE — (5.2%) | TENNESSEE — (5.2%) | TENNESSEE — (5.2%) |
| &nbsp;&nbsp;&nbsp;&nbsp;City of Knoxville <br>Wastewater System <br>Revenue (RB) Series A |  |  |
| 5.000%, 04/01/29  | 3260 | &nbsp;&nbsp;3536561 |

---

------

**DFA Intermediate-Term Municipal Bond Portfolio**

**CONTINUED**

---

| | | |
|:---|:---|:---|
|  | **Face**<br>**Amount**<br>| **Value†** |
|  | **(000)** |  |
| TENNESSEE — (Continued) | TENNESSEE — (Continued) | TENNESSEE — (Continued) |
| City of Memphis (GO) |  |  |
| 4.000%, 05/01/39  | 1945 | &nbsp;&nbsp;$1983539 |
| &nbsp;&nbsp;&nbsp;&nbsp;City of Memphis (GO) <br>Series A |  |  |
| 5.000%, 10/01/43  | 1790 | &nbsp;&nbsp;1899339 |
| City of Sevierville (GO) |  |  |
| 5.000%, 06/01/30  | 3285 | &nbsp;&nbsp;3641184 |
| &nbsp;&nbsp;&nbsp;&nbsp;County of Hamilton (GO) <br>Series A |  |  |
| 5.000%, 04/01/26  | 3000 | &nbsp;&nbsp;3012928 |
| County of Knox (GO) |  |  |
| 5.000%, 06/01/29  | 1750 | &nbsp;&nbsp;1904754 |
| County of Williamson (GO) |  |  |
| 5.000%, 04/01/39  | 2670 | &nbsp;&nbsp;2989874 |
| 4.000%, 04/01/42  | 1225 | &nbsp;&nbsp;1255511 |
| 4.000%, 04/01/43  | 1925 | &nbsp;&nbsp;1948021 |
| 4.000%, 04/01/44  | 2000 | &nbsp;&nbsp;1998851 |
| &nbsp;&nbsp;&nbsp;&nbsp;Metropolitan Government <br>Nashville & Davidson <br>County Health & <br>Educational Facilities <br>Board (RB) Series A |  |  |
| 5.000%, 07/01/29  | 600 | &nbsp;&nbsp;647555 |
| 5.000%, 07/01/31  | 5465 | &nbsp;&nbsp;6033988 |
| &nbsp;&nbsp;&nbsp;&nbsp;Metropolitan Government <br>of Nashville & Davidson <br>County (GO) |  |  |
| 5.000%, 07/01/27  | 3820 | &nbsp;&nbsp;3966723 |
| 4.000%, 07/01/28  | 10160 | &nbsp;&nbsp;10563933 |
| 4.000%, 07/01/37  | 2000 | &nbsp;&nbsp;2027368 |
| &nbsp;&nbsp;&nbsp;&nbsp;Metropolitan Government <br>of Nashville & Davidson <br>County (GO) Series B |  |  |
| 4.000%, 01/01/38  | 1000 | &nbsp;&nbsp;1030875 |
| &nbsp;&nbsp;&nbsp;&nbsp;Metropolitan Government <br>of Nashville & Davidson <br>County (GO) Series C |  |  |
| 4.000%, 01/01/44  | 6260 | &nbsp;&nbsp;6230376 |
| &nbsp;&nbsp;&nbsp;&nbsp;Metropolitan Government <br>of Nashville & Davidson <br>County Water & Sewer <br>Revenue (RB) |  |  |
| 5.000%, 07/01/35  | 1285 | &nbsp;&nbsp;1502976 |
| &nbsp;&nbsp;&nbsp;&nbsp;Metropolitan Government <br>of Nashville & Davidson <br>County Water & Sewer <br>Revenue (RB) Series A |  |  |
| 5.000%, 07/01/27  | 1910 | &nbsp;&nbsp;1983362 |
| &nbsp;&nbsp;&nbsp;&nbsp;State of Tennessee (GO) <br>Series A |  |  |
| 5.000%, 02/01/27  | 7720 | &nbsp;&nbsp;7932722 |
| TOTAL TENNESSEE |  | &nbsp;&nbsp;66090440 |

---

---

| | | |
|:---|:---|:---|
|  | **Face**<br>**Amount**<br>| **Value†** |
|  | **(000)** |  |
| TEXAS — (18.3%) | TEXAS — (18.3%) | TEXAS — (18.3%) |
| &nbsp;&nbsp;&nbsp;&nbsp;Arlington Independent <br>School District (GO) <br>(PSF-GTD) |  |  |
| 5.000%, 02/15/37  | 535 | &nbsp;&nbsp;$601334 |
| &nbsp;&nbsp;&nbsp;&nbsp;Austin Independent School <br>District (GO) (PSF-GTD) |  |  |
| 5.000%, 08/01/27  | 2300 | &nbsp;&nbsp;2394113 |
| 5.250%, 08/01/45  | 2500 | &nbsp;&nbsp;2712780 |
| &nbsp;&nbsp;&nbsp;&nbsp;Austin Independent School <br>District (GO) |  |  |
| 5.000%, 08/01/43  | 1630 | &nbsp;&nbsp;1749880 |
| &nbsp;&nbsp;&nbsp;&nbsp;Barbers Hill Independent <br>School District (GO) <br>(PSF-GTD) |  |  |
| 5.000%, 02/15/44  | 645 | &nbsp;&nbsp;691191 |
| &nbsp;&nbsp;&nbsp;&nbsp;Board of Regents of the <br>University of Texas <br>System (RB) Series A |  |  |
| 5.000%, 08/15/40  | 700 | &nbsp;&nbsp;806180 |
| 5.000%, 08/15/43  | 14355 | &nbsp;&nbsp;15380942 |
| &nbsp;&nbsp;&nbsp;&nbsp;Board of Regents of the <br>University of Texas <br>System (RB) Series B |  |  |
| 5.000%, 08/15/42  | 1750 | &nbsp;&nbsp;1948758 |
| &nbsp;&nbsp;&nbsp;&nbsp;Board of Regents of the <br>University of Texas <br>System (RB) Series D |  |  |
| 5.000%, 08/15/26  | 2080 | &nbsp;&nbsp;2110672 |
| &nbsp;&nbsp;&nbsp;&nbsp;Board of Regents of the <br>University of Texas <br>System (RB) Series E |  |  |
| 5.000%, 08/15/26  | 4860 | &nbsp;&nbsp;4931665 |
| &nbsp;&nbsp;&nbsp;&nbsp;Board of Regents of the <br>University of Texas <br>System (RB) Series J |  |  |
| 5.000%, 08/15/26  | 1540 | &nbsp;&nbsp;1562709 |
| &nbsp;&nbsp;&nbsp;&nbsp;Brushy Creek Regional <br>Utility Authority, Inc. (RB) |  |  |
| 4.000%, 08/01/32  | 1000 | &nbsp;&nbsp;1004150 |
| &nbsp;&nbsp;&nbsp;&nbsp;Central Texas Turnpike <br>System (RB) Series A |  |  |
| 5.000%, 08/15/39  | 2315 | &nbsp;&nbsp;2483024 |
| &nbsp;&nbsp;&nbsp;&nbsp;City of Arlington (GO) <br>Series A |  |  |
| 5.000%, 08/15/37  | 1995 | &nbsp;&nbsp;2254313 |
| &nbsp;&nbsp;&nbsp;&nbsp;City of Arlington Water & <br>Wastewater System <br>Revenue (RB) |  |  |
| 5.000%, 06/01/26  | 1180 | &nbsp;&nbsp;1190745 |
| City of Austin (GO) |  |  |
| 5.000%, 09/01/36 | 815 | &nbsp;&nbsp;960086 |
| 5.000%, 09/01/38  | 840 | &nbsp;&nbsp;945059 |
| 5.000%, 09/01/44  | 1350 | &nbsp;&nbsp;1453472 |

---

------

**DFA Intermediate-Term Municipal Bond Portfolio**

**CONTINUED**

---

| | | |
|:---|:---|:---|
|  | **Face**<br>**Amount**<br>| **Value†** |
|  | **(000)** |  |
| TEXAS — (Continued) | TEXAS — (Continued) | TEXAS — (Continued) |
| &nbsp;&nbsp;&nbsp;&nbsp;City of Austin Electric Utility <br>Revenue (RB) |  |  |
| 5.000%, 11/15/29  | 1000 | &nbsp;&nbsp;$1097065 |
| 5.000%, 11/15/42  | 900 | &nbsp;&nbsp;984246 |
| 5.000%, 11/15/43  | 810 | &nbsp;&nbsp;884926 |
| 5.000%, 11/15/44  | 1115 | &nbsp;&nbsp;1203610 |
| &nbsp;&nbsp;&nbsp;&nbsp;City of Austin Water & <br>Wastewater System <br>Revenue (RB) |  |  |
| 5.000%, 11/15/29  | 910 | &nbsp;&nbsp;1000064 |
| 5.000%, 11/15/41  | 1715 | &nbsp;&nbsp;1872497 |
| &nbsp;&nbsp;&nbsp;&nbsp;City of Bryan Electric <br>System Revenue (RB) <br>(AG) |  |  |
| 5.000%, 07/01/29  | 590 | &nbsp;&nbsp;637488 |
| 5.000%, 07/01/30  | 1040 | &nbsp;&nbsp;1143765 |
| City of Cedar Park (GO) |  |  |
| 5.000%, 02/15/29  | 590 | &nbsp;&nbsp;636025 |
| City of Celina (GO) |  |  |
| 5.000%, 09/01/31  | 405 | &nbsp;&nbsp;456878 |
| 5.000%, 09/01/32  | 465 | &nbsp;&nbsp;531918 |
| &nbsp;&nbsp;&nbsp;&nbsp;City of College Station <br>(GO) |  |  |
| 5.000%, 02/15/29  | 345 | &nbsp;&nbsp;372018 |
| City of Dallas (GO) |  |  |
| 5.000%, 02/15/38  | 2480 | &nbsp;&nbsp;2859208 |
| &nbsp;&nbsp;&nbsp;&nbsp;City of Dallas Hotel <br>Occupancy Tax Revenue <br>(RB) |  |  |
| 4.000%, 08/15/27  | 620 | &nbsp;&nbsp;624235 |
| &nbsp;&nbsp;&nbsp;&nbsp;City of Dallas Waterworks <br>& Sewer System <br>Revenue (RB) Series C |  |  |
| 4.000%, 10/01/34  | 2060 | &nbsp;&nbsp;2172549 |
| City of Denton (GO) |  |  |
| 5.000%, 02/15/29  | 2150 | &nbsp;&nbsp;2318374 |
| &nbsp;&nbsp;&nbsp;&nbsp;City of El Paso Water & <br>Sewer Revenue (RB) |  |  |
| 5.000%, 03/01/29  | 1520 | &nbsp;&nbsp;1637489 |
| 5.000%, 03/01/45  | 1280 | &nbsp;&nbsp;1351307 |
| City of Fort Worth (GO) |  |  |
| 5.000%, 03/01/37  | 1500 | &nbsp;&nbsp;1661533 |
| &nbsp;&nbsp;&nbsp;&nbsp;City of Garland Electric <br>Utility System Revenue <br>(RB) (AG) |  |  |
| 5.000%, 03/01/37  | 160 | &nbsp;&nbsp;186549 |
| &nbsp;&nbsp;&nbsp;&nbsp;City of Houston (GO) <br>Series A |  |  |
| 5.000%, 03/01/44  | 5700 | &nbsp;&nbsp;6081230 |
| City of Hutto (GO) (BAM) |  |  |
| 5.000%, 08/01/43  | 445 | &nbsp;&nbsp;479669 |
| City of Irving (GO) |  |  |
| 5.000%, 09/15/28  | 1875 | &nbsp;&nbsp;2002525 |

---

---

| | | |
|:---|:---|:---|
|  | **Face**<br>**Amount**<br>| **Value†** |
|  | **(000)** |  |
| TEXAS — (Continued) | TEXAS — (Continued) | TEXAS — (Continued) |
| &nbsp;&nbsp;&nbsp;&nbsp;City of Laredo Waterworks <br>& Sewer System <br>Revenue (RB) |  |  |
| 5.000%, 03/01/42  | 300 | &nbsp;&nbsp;$320472 |
| City of Leander (GO) |  |  |
| 5.000%, 08/15/40  | 215 | &nbsp;&nbsp;243462 |
| City of Lewisville (GO) |  |  |
| 5.000%, 02/15/37  | 1250 | &nbsp;&nbsp;1403979 |
| &nbsp;&nbsp;&nbsp;&nbsp;City of Lubbock Electric <br>Light & Power System <br>Revenue (RB) |  |  |
| 5.000%, 04/15/27  | 545 | &nbsp;&nbsp;562088 |
| City of McKinney (GO) |  |  |
| 5.000%, 08/15/27  | 2170 | &nbsp;&nbsp;2257367 |
| City of New Braunfels (GO) |  |  |
| 5.000%, 02/01/28  | 1025 | &nbsp;&nbsp;1073931 |
| City of Pflugerville (GO) |  |  |
| 5.000%, 08/01/37  | 425 | &nbsp;&nbsp;471890 |
| 5.000%, 08/01/40  | 755 | &nbsp;&nbsp;846399 |
| 5.000%, 08/01/41  | 800 | &nbsp;&nbsp;887674 |
| City of Richardson (GO) |  |  |
| 5.000%, 02/15/27  | 1715 | &nbsp;&nbsp;1762320 |
| City of San Antonio (GO) |  |  |
| 5.000%, 02/01/44  | 500 | &nbsp;&nbsp;544654 |
| &nbsp;&nbsp;&nbsp;&nbsp;City of San Antonio Electric <br>& Gas Systems <br>Revenue (RB) |  |  |
| 5.000%, 02/01/32  | 2260 | &nbsp;&nbsp;2286621 |
| 4.000%, 02/01/36  | 2435 | &nbsp;&nbsp;2435000 |
| &nbsp;&nbsp;&nbsp;&nbsp;City of San Antonio Electric <br>& Gas Systems <br>Revenue (RB) Series A |  |  |
| 5.000%, 02/01/37  | 1525 | &nbsp;&nbsp;1791950 |
| &nbsp;&nbsp;&nbsp;&nbsp;City of San Antonio Electric <br>& Gas Systems <br>Revenue (RB) Series B |  |  |
| 5.000%, 02/01/44  | 300 | &nbsp;&nbsp;323574 |
| &nbsp;&nbsp;&nbsp;&nbsp;City of San Antonio Electric <br>& Gas Systems <br>Revenue (RB) Series C |  |  |
| 5.000%, 02/01/43  | 705 | &nbsp;&nbsp;770421 |
| City of Waco (GO) |  |  |
| 5.000%, 02/01/43  | 825 | &nbsp;&nbsp;899230 |
| 5.000%, 02/01/44  | 635 | &nbsp;&nbsp;683212 |
| &nbsp;&nbsp;&nbsp;&nbsp;Clear Lake City Water <br>Authority (GO) |  |  |
| 5.000%, 03/01/29  | 355 | &nbsp;&nbsp;381126 |
| &nbsp;&nbsp;&nbsp;&nbsp;Clifton Higher Education <br>Finance Corp. (RB) <br>(PSF-GTD) Series T |  |  |
| 5.000%, 08/15/31  | 670 | &nbsp;&nbsp;749067 |
| &nbsp;&nbsp;&nbsp;&nbsp;Conroe Independent <br>School District (GO) <br>(PSF-GTD) |  |  |
| 5.000%, 02/15/26  | 2260 | &nbsp;&nbsp;2262211 |
| 5.000%, 02/15/44  | 4000 | &nbsp;&nbsp;4337354 |

---

------

**DFA Intermediate-Term Municipal Bond Portfolio**

**CONTINUED**

---

| | | |
|:---|:---|:---|
|  | **Face**<br>**Amount**<br>| **Value†** |
|  | **(000)** |  |
| TEXAS — (Continued) | TEXAS — (Continued) | TEXAS — (Continued) |
| &nbsp;&nbsp;&nbsp;&nbsp;Corpus Christi Independent <br>School District (GO) <br>(PSF-GTD) |  |  |
| 5.000%, 08/15/37  | 2000 | &nbsp;&nbsp;$2221467 |
| County of Bexar (RB) |  |  |
| 5.000%, 08/15/27  | 680 | &nbsp;&nbsp;707168 |
| County of Bexar (GO) |  |  |
| 5.000%, 06/15/43  | 1705 | &nbsp;&nbsp;1838214 |
| County of Collin (GO) |  |  |
| 5.000%, 02/15/29  | 760 | &nbsp;&nbsp;819518 |
| 5.000%, 02/15/38  | 450 | &nbsp;&nbsp;504249 |
| County of Denton (GO) |  |  |
| 5.000%, 07/15/41  | 790 | &nbsp;&nbsp;876659 |
| 5.000%, 07/15/42  | 470 | &nbsp;&nbsp;515817 |
| County of Fort Bend (GO) |  |  |
| 5.000%, 03/01/44  | 2000 | &nbsp;&nbsp;2164932 |
| &nbsp;&nbsp;&nbsp;&nbsp;County of Harris (GO) <br>Series A |  |  |
| 5.000%, 09/15/27  | 1000 | &nbsp;&nbsp;1044188 |
| 5.000%, 10/01/29  | 2005 | &nbsp;&nbsp;2191484 |
| County of Hays (GO) |  |  |
| 5.000%, 02/15/36  | 140 | &nbsp;&nbsp;163334 |
| &nbsp;&nbsp;&nbsp;&nbsp;County of San Patricio <br>(GO) |  |  |
| 5.000%, 04/01/29  | 160 | &nbsp;&nbsp;172368 |
| County of Travis (GO) |  |  |
| 4.000%, 03/01/42  | 2260 | &nbsp;&nbsp;2273382 |
| &nbsp;&nbsp;&nbsp;&nbsp;Cypress-Fairbanks <br>Independent School <br>District (GO) (PSF-GTD) |  |  |
| 5.000%, 02/15/29  | 990 | &nbsp;&nbsp;1070449 |
| &nbsp;&nbsp;&nbsp;&nbsp;Dallas Fort Worth <br>International Airport (RB) <br>Series A |  |  |
| 5.000%, 11/01/28  | 760 | &nbsp;&nbsp;813317 |
| &nbsp;&nbsp;&nbsp;&nbsp;Dallas Independent School <br>District (GO) (PSF-GTD) <br>Series B |  |  |
| 5.000%, 02/15/44  | 770 | &nbsp;&nbsp;830633 |
| &nbsp;&nbsp;&nbsp;&nbsp;Denton Independent <br>School District (GO) <br>(PSF-GTD) |  |  |
| 5.000%, 08/15/27  | 700 | &nbsp;&nbsp;727536 |
| &nbsp;&nbsp;&nbsp;&nbsp;Denton Independent <br>School District (GO) <br>(PSF-GTD) Series A |  |  |
| 5.000%, 08/15/43  | 1250 | &nbsp;&nbsp;1370351 |
| 5.000%, 08/15/44  | 735 | &nbsp;&nbsp;795566 |
| &nbsp;&nbsp;&nbsp;&nbsp;Eagle Mountain & Saginaw <br>Independent School <br>District (GO) (PSF-GTD) |  |  |
| 5.000%, 08/15/42  | 785 | &nbsp;&nbsp;864111 |
| &nbsp;&nbsp;&nbsp;&nbsp;East Central Independent <br>School District (GO) <br>(PSF-GTD) |  |  |
| 4.000%, 08/15/41  | 925 | &nbsp;&nbsp;948792 |

---

---

| | | |
|:---|:---|:---|
|  | **Face**<br>**Amount**<br>| **Value†** |
|  | **(000)** |  |
| TEXAS — (Continued) | TEXAS — (Continued) | TEXAS — (Continued) |
| &nbsp;&nbsp;&nbsp;&nbsp;El Paso County Hospital <br>District (GO) (AG) |  |  |
| 5.000%, 08/15/40  | 1375 | &nbsp;&nbsp;$1505185 |
| &nbsp;&nbsp;&nbsp;&nbsp;Fort Bend Independent <br>School District (GO) <br>(PSF-GTD) |  |  |
| 5.000%, 08/15/37  | 250 | &nbsp;&nbsp;277683 |
| &nbsp;&nbsp;&nbsp;&nbsp;Fort Bend Independent <br>School District (GO) <br>(PSF-GTD) Series A |  |  |
| 4.000%, 08/15/36  | 1425 | &nbsp;&nbsp;1478547 |
| 5.000%, 08/15/44  | 1200 | &nbsp;&nbsp;1280964 |
| &nbsp;&nbsp;&nbsp;&nbsp;Frisco Independent School <br>District (GO) (PSF-GTD) <br>Series B |  |  |
| 5.000%, 02/15/34  | 1360 | &nbsp;&nbsp;1582612 |
| &nbsp;&nbsp;&nbsp;&nbsp;Galveston Independent <br>School District (GO) <br>(PSF-GTD) |  |  |
| 5.000%, 02/01/27  | 450 | &nbsp;&nbsp;461958 |
| &nbsp;&nbsp;&nbsp;&nbsp;Grapevine-Colleyville <br>Independent School <br>District (GO) (PSF-GTD) |  |  |
| 5.000%, 08/15/28  | 1000 | &nbsp;&nbsp;1067354 |
| &nbsp;&nbsp;&nbsp;&nbsp;Greater Texoma Utility <br>Authority (RB) (BAM) <br>Series R |  |  |
| 5.000%, 10/01/42  | 2590 | &nbsp;&nbsp;2780017 |
| &nbsp;&nbsp;&nbsp;&nbsp;Gulf Coast Authority (RB) <br>Series B |  |  |
| 5.000%, 10/01/30  | 1315 | &nbsp;&nbsp;1451907 |
| 5.000%, 10/01/33  | 895 | &nbsp;&nbsp;1026965 |
| &nbsp;&nbsp;&nbsp;&nbsp;Harris County Cultural <br>Education Facilities <br>Finance Corp. (RB) |  |  |
| 5.000%, 11/15/26  | 1045 | &nbsp;&nbsp;1051440 |
| 5.000%, 10/01/31  | 1290 | &nbsp;&nbsp;1291575 |
| &nbsp;&nbsp;&nbsp;&nbsp;Harris County Cultural <br>Education Facilities <br>Finance Corp. (RB) <br>Series A |  |  |
| 5.000%, 05/15/28  | 1495 | &nbsp;&nbsp;1574581 |
| 3.000%, 10/01/40  | 2120 | &nbsp;&nbsp;1857949 |
| &nbsp;&nbsp;&nbsp;&nbsp;Hays Consolidated <br>Independent School <br>District (GO) (PSF-GTD) |  |  |
| 5.000%, 02/15/35  | 450 | &nbsp;&nbsp;530895 |
| &nbsp;&nbsp;&nbsp;&nbsp;Houston Independent <br>School District (GO) <br>(PSF-GTD) |  |  |
| 5.000%, 02/15/26  | 4000 | &nbsp;&nbsp;4003987 |
| &nbsp;&nbsp;&nbsp;&nbsp;Houston Independent <br>School District (GO) <br>(PSF-GTD) Series A |  |  |
| 5.000%, 02/15/26  | 1150 | &nbsp;&nbsp;1151146 |

---

------

**DFA Intermediate-Term Municipal Bond Portfolio**

**CONTINUED**

---

| | | |
|:---|:---|:---|
|  | **Face**<br>**Amount**<br>| **Value†** |
|  | **(000)** |  |
| TEXAS — (Continued) | TEXAS — (Continued) | TEXAS — (Continued) |
| 5.000%, 02/15/42  | 1500 | &nbsp;&nbsp;$1644495 |
| &nbsp;&nbsp;&nbsp;&nbsp;Hurst-Euless-Bedford <br>Independent School <br>District (GO) (PSF-GTD) |  |  |
| 5.000%, 08/15/43  | 1500 | &nbsp;&nbsp;1617998 |
| &nbsp;&nbsp;&nbsp;&nbsp;Hutto Independent School <br>District (GO) (PSF-GTD) |  |  |
| 5.000%, 08/01/43  | 600 | &nbsp;&nbsp;649097 |
| &nbsp;&nbsp;&nbsp;&nbsp;Katy Independent School <br>District (GO) (PSF-GTD) |  |  |
| 5.000%, 02/15/37  | 450 | &nbsp;&nbsp;499089 |
| &nbsp;&nbsp;&nbsp;&nbsp;Katy Independent School <br>District (GO) (PSF-GTD) <br>Series D |  |  |
| 5.000%, 02/15/30  | 500 | &nbsp;&nbsp;513181 |
| &nbsp;&nbsp;&nbsp;&nbsp;Lamar Consolidated <br>Independent School <br>District (GO) (PSF-GTD) |  |  |
| 5.000%, 02/15/28  | 450 | &nbsp;&nbsp;474829 |
| &nbsp;&nbsp;&nbsp;&nbsp;Lower Colorado River <br>Authority (RB) (AG) |  |  |
| 5.000%, 05/15/26  | 500 | &nbsp;&nbsp;503862 |
| 5.000%, 05/15/32  | 1475 | &nbsp;&nbsp;1657352 |
| &nbsp;&nbsp;&nbsp;&nbsp;Lower Colorado River <br>Authority (RB) |  |  |
| 5.000%, 05/15/33  | 1140 | &nbsp;&nbsp;1223290 |
| 5.000%, 05/15/41  | 1600 | &nbsp;&nbsp;1707162 |
| 5.000%, 05/15/43  | 910 | &nbsp;&nbsp;972943 |
| &nbsp;&nbsp;&nbsp;&nbsp;Lower Colorado River <br>Authority (RB) Series A |  |  |
| 5.000%, 05/15/29  | 510 | &nbsp;&nbsp;551484 |
| 5.000%, 05/15/30  | 400 | &nbsp;&nbsp;441298 |
| &nbsp;&nbsp;&nbsp;&nbsp;Marble Falls Independent <br>School District (GO) <br>(PSF-GTD) |  |  |
| 5.000%, 02/15/29  | 2765 | &nbsp;&nbsp;2975339 |
| &nbsp;&nbsp;&nbsp;&nbsp;McKinney Independent <br>School District (GO) <br>(PSF-GTD) |  |  |
| 5.000%, 02/15/28  | 380 | &nbsp;&nbsp;400967 |
| &nbsp;&nbsp;&nbsp;&nbsp;Midlothian Independent <br>School District (GO) <br>(PSF-GTD) |  |  |
| 5.000%, 02/15/28  | 450 | &nbsp;&nbsp;474829 |
| &nbsp;&nbsp;&nbsp;&nbsp;North Texas Municipal <br>Water District Water <br>System Revenue (RB) <br>Series A |  |  |
| 5.000%, 09/01/28  | 2135 | &nbsp;&nbsp;2281090 |
| &nbsp;&nbsp;&nbsp;&nbsp;Northwest Independent <br>School District (GO) <br>(PSF-GTD) |  |  |
| 5.000%, 02/15/38  | 1845 | &nbsp;&nbsp;2035695 |

---

---

| | | |
|:---|:---|:---|
|  | **Face**<br>**Amount**<br>| **Value†** |
|  | **(000)** |  |
| TEXAS — (Continued) | TEXAS — (Continued) | TEXAS — (Continued) |
| &nbsp;&nbsp;&nbsp;&nbsp;Pearland Independent <br>School District (GO) <br>(PSF-GTD) |  |  |
| 5.000%, 02/15/35  | 150 | &nbsp;&nbsp;$177360 |
| 5.000%, 02/15/36  | 190 | &nbsp;&nbsp;221934 |
| &nbsp;&nbsp;&nbsp;&nbsp;Permanent University Fund <br>- Texas A&M University <br>System (RB) |  |  |
| 5.000%, 07/01/40  | 4790 | &nbsp;&nbsp;5241291 |
| &nbsp;&nbsp;&nbsp;&nbsp;Permanent University Fund <br>- University of Texas <br>System (RB) Series B |  |  |
| 5.000%, 07/01/26  | 5500 | &nbsp;&nbsp;5562754 |
| &nbsp;&nbsp;&nbsp;&nbsp;Prosper Independent <br>School District (GO) <br>(PSF-GTD) |  |  |
| 5.000%, 02/15/42  | 1245 | &nbsp;&nbsp;1370951 |
| 5.000%, 02/15/43  | 1375 | &nbsp;&nbsp;1494974 |
| &nbsp;&nbsp;&nbsp;&nbsp;Richardson Independent <br>School District (GO) <br>(PSF-GTD) |  |  |
| 5.000%, 02/15/44  | 1000 | &nbsp;&nbsp;1060715 |
| &nbsp;&nbsp;&nbsp;&nbsp;San Antonio Independent <br>School District (GO) <br>(PSF-GTD) |  |  |
| 5.000%, 08/15/26  | 4340 | &nbsp;&nbsp;4403414 |
| 5.000%, 08/15/30  | 1000 | &nbsp;&nbsp;1113072 |
| 4.000%, 08/15/43  | 875 | &nbsp;&nbsp;875371 |
| &nbsp;&nbsp;&nbsp;&nbsp;San Antonio Public <br>Facilities Corp. (RB) |  |  |
| 5.000%, 09/15/31  | 6815 | &nbsp;&nbsp;7640693 |
| &nbsp;&nbsp;&nbsp;&nbsp;Spring Independent School <br>District (GO) (PSF-GTD) |  |  |
| 5.000%, 08/15/28  | 955 | &nbsp;&nbsp;1019323 |
| State of Texas (GO) |  |  |
| 5.000%, 10/01/35  | 2665 | &nbsp;&nbsp;3188167 |
| &nbsp;&nbsp;&nbsp;&nbsp;State of Texas (GO) Series <br>A |  |  |
| 5.000%, 10/01/31  | 2840 | &nbsp;&nbsp;2963660 |
| &nbsp;&nbsp;&nbsp;&nbsp;State of Texas (GO) Series <br>B |  |  |
| 5.000%, 08/01/41  | 1200 | &nbsp;&nbsp;1201848 |
| &nbsp;&nbsp;&nbsp;&nbsp;Tarrant County College <br>District (GO) |  |  |
| 5.000%, 08/15/29  | 1120 | &nbsp;&nbsp;1218500 |
| &nbsp;&nbsp;&nbsp;&nbsp;Tarrant County Cultural <br>Education Facilities <br>Finance Corp. (RB) |  |  |
| 5.000%, 12/01/44  | 1000 | &nbsp;&nbsp;1063228 |
| &nbsp;&nbsp;&nbsp;&nbsp;Tarrant County Cultural <br>Education Facilities <br>Finance Corp. (RB) <br>Series B |  |  |
| 5.000%, 07/01/29  | 220 | &nbsp;&nbsp;237736 |
| 5.000%, 07/01/30  | 465 | &nbsp;&nbsp;512231 |

---

------

**DFA Intermediate-Term Municipal Bond Portfolio**

**CONTINUED**

---

| | | |
|:---|:---|:---|
|  | **Face**<br>**Amount**<br>| **Value†** |
|  | **(000)** |  |
| TEXAS — (Continued) | TEXAS — (Continued) | TEXAS — (Continued) |
| &nbsp;&nbsp;&nbsp;&nbsp;Tarrant County Cultural <br>Education Facilities <br>Finance Corp. (RB) <br>Series E |  |  |
| 5.000%, 11/15/29  | 190 | &nbsp;&nbsp;$207397 |
| &nbsp;&nbsp;&nbsp;&nbsp;Temple Independent <br>School District (GO) <br>(PSF-GTD) |  |  |
| 5.000%, 02/01/29  | 515 | &nbsp;&nbsp;552929 |
| 5.000%, 02/01/30  | 1000 | &nbsp;&nbsp;1099972 |
| 5.000%, 02/01/39  | 580 | &nbsp;&nbsp;655560 |
| &nbsp;&nbsp;&nbsp;&nbsp;Texas A&M University (RB) <br>Series A |  |  |
| 5.000%, 05/15/36  | 640 | &nbsp;&nbsp;750082 |
| &nbsp;&nbsp;&nbsp;&nbsp;Texas Department of <br>Transportation State <br>Highway Fund (RB) |  |  |
| 5.250%, 04/01/26  | 300 | &nbsp;&nbsp;301467 |
| 5.000%, 10/01/26  | 4385 | &nbsp;&nbsp;4465341 |
| &nbsp;&nbsp;&nbsp;&nbsp;Texas State Technical <br>College (RB) (AG) <br>Series A |  |  |
| 5.000%, 08/01/29  | 820 | &nbsp;&nbsp;889658 |
| &nbsp;&nbsp;&nbsp;&nbsp;Texas Tech University <br>System (RB) Series A |  |  |
| 5.000%, 02/15/42  | 1480 | &nbsp;&nbsp;1640620 |
| &nbsp;&nbsp;&nbsp;&nbsp;Trinity River Authority <br>Central Regional <br>Wastewater System <br>Revenue (RB) |  |  |
| 5.000%, 08/01/27  | 3315 | &nbsp;&nbsp;3448651 |
| 5.000%, 08/01/29  | 250 | &nbsp;&nbsp;273026 |
| &nbsp;&nbsp;&nbsp;&nbsp;Trinity River Authority <br>Denton Creek <br>Wastewater Treatment <br>System Revenue (RB) |  |  |
| 5.000%, 02/01/28  | 600 | &nbsp;&nbsp;630801 |
| 5.000%, 02/01/29  | 500 | &nbsp;&nbsp;538444 |
| &nbsp;&nbsp;&nbsp;&nbsp;Upper Trinity Regional <br>Water District (RB) <br>(BAM) |  |  |
| 5.000%, 08/01/31  | 195 | &nbsp;&nbsp;219078 |
| 5.000%, 08/01/32  | 485 | &nbsp;&nbsp;551195 |
| &nbsp;&nbsp;&nbsp;&nbsp;Weatherford Independent <br>School District (GO) <br>(PSF-GTD) |  |  |
| 5.000%, 02/15/44  | 545 | &nbsp;&nbsp;585577 |
| &nbsp;&nbsp;&nbsp;&nbsp;West Travis County Public <br>Utility Agency (RB) (AG) |  |  |
| 6.500%, 08/15/27  | 765 | &nbsp;&nbsp;810510 |
| &nbsp;&nbsp;&nbsp;&nbsp;Willis Independent School <br>District (GO) (PSF-GTD) |  |  |
| 5.000%, 02/15/30  | 540 | &nbsp;&nbsp;593129 |
| 5.000%, 02/15/31  | 875 | &nbsp;&nbsp;978384 |

---

---

| | | |
|:---|:---|:---|
|  | **Face**<br>**Amount**<br>| **Value†** |
|  | **(000)** |  |
| TEXAS — (Continued) | TEXAS — (Continued) | TEXAS — (Continued) |
| &nbsp;&nbsp;&nbsp;&nbsp;Wylie Independent School <br>District/Collin County <br>(GO) (PSF-GTD) |  |  |
| 5.000%, 08/15/27  | 1000 | &nbsp;&nbsp;$1040724 |
| TOTAL TEXAS |  | &nbsp;&nbsp;233382310 |
| UTAH — (0.8%) | UTAH — (0.8%) | UTAH — (0.8%) |
| &nbsp;&nbsp;&nbsp;&nbsp;City of Salt Lake City <br>Public Utilities Revenue <br>(RB) |  |  |
| 5.000%, 02/01/30  | 2155 | &nbsp;&nbsp;2386063 |
| &nbsp;&nbsp;&nbsp;&nbsp;Intermountain Power <br>Agency (RB) Series A |  |  |
| 5.000%, 07/01/41  | 2000 | &nbsp;&nbsp;2191313 |
| State of Utah (GO) |  |  |
| 5.000%, 07/01/26  | 4450 | &nbsp;&nbsp;4501571 |
| Utah Transit Authority (RB) |  |  |
| 5.000%, 12/15/28  | 500 | &nbsp;&nbsp;538300 |
| TOTAL UTAH |  | &nbsp;&nbsp;9617247 |
| VIRGINIA — (3.3%) | VIRGINIA — (3.3%) | VIRGINIA — (3.3%) |
| &nbsp;&nbsp;&nbsp;&nbsp;Arlington County Industrial <br>Development Authority <br>(RB) |  |  |
| 5.000%, 07/01/26  | 100 | &nbsp;&nbsp;100975 |
| City of Alexandria (GO) |  |  |
| 4.000%, 12/15/39  | 1295 | &nbsp;&nbsp;1368235 |
| 4.000%, 12/15/40  | 1915 | &nbsp;&nbsp;2001880 |
| &nbsp;&nbsp;&nbsp;&nbsp;City of Alexandria (GO) <br>(ST AID WITHHLDG) <br>Series A |  |  |
| 5.000%, 07/15/27  | 3210 | &nbsp;&nbsp;3338075 |
| &nbsp;&nbsp;&nbsp;&nbsp;City of Manassas (GO) (ST <br>AID WITHHLDG) |  |  |
| 4.000%, 01/01/42  | 1055 | &nbsp;&nbsp;1081392 |
| 4.000%, 01/01/44  | 1120 | &nbsp;&nbsp;1129499 |
| &nbsp;&nbsp;&nbsp;&nbsp;City of Norfolk (GO) (ST <br>AID WITHHLDG) Series <br>A |  |  |
| 5.000%, 09/01/36  | 275 | &nbsp;&nbsp;311237 |
| 5.000%, 09/01/37  | 550 | &nbsp;&nbsp;618380 |
| &nbsp;&nbsp;&nbsp;&nbsp;City of Norfolk Water <br>Revenue (RB) |  |  |
| 5.000%, 11/01/41  | 1935 | &nbsp;&nbsp;2146851 |
| 5.000%, 11/01/42  | 2040 | &nbsp;&nbsp;2236457 |
| &nbsp;&nbsp;&nbsp;&nbsp;City of Richmond (GO) (ST <br>AID WITHHLDG) Series <br>D |  |  |
| 5.000%, 03/01/27  | 3275 | &nbsp;&nbsp;3372120 |
| &nbsp;&nbsp;&nbsp;&nbsp;City of Roanoke (GO) (ST <br>AID WITHHLDG) Series <br>B |  |  |
| 4.000%, 10/01/43  | 1055 | &nbsp;&nbsp;1052746 |
| County of Arlington (GO) |  |  |
| 5.000%, 06/15/37  | 7025 | &nbsp;&nbsp;7882723 |

---

------

**DFA Intermediate-Term Municipal Bond Portfolio**

**CONTINUED**

---

| | | |
|:---|:---|:---|
|  | **Face**<br>**Amount**<br>| **Value†** |
|  | **(000)** |  |
| VIRGINIA — (Continued) | VIRGINIA — (Continued) | VIRGINIA — (Continued) |
| &nbsp;&nbsp;&nbsp;&nbsp;County of Chesterfield <br>(GO) (ST AID <br>WITHHLDG) Series B |  |  |
| 5.000%, 01/01/28  | 2800 | &nbsp;&nbsp;$2944413 |
| &nbsp;&nbsp;&nbsp;&nbsp;County of Fairfax (GO) (ST <br>AID WITHHLDG) Series <br>A |  |  |
| 5.000%, 10/01/27  | 1000 | &nbsp;&nbsp;1044591 |
| 4.000%, 10/01/42  | 2265 | &nbsp;&nbsp;2299005 |
| &nbsp;&nbsp;&nbsp;&nbsp;County of Henrico (GO) <br>(ST AID WITHHLDG) |  |  |
| 5.000%, 08/01/27  | 1680 | &nbsp;&nbsp;1749072 |
| 5.000%, 08/01/28  | 1000 | &nbsp;&nbsp;1067579 |
| &nbsp;&nbsp;&nbsp;&nbsp;Loudoun County Sanitation <br>Authority (RB) |  |  |
| 5.000%, 01/01/28  | 4480 | &nbsp;&nbsp;4711923 |
| &nbsp;&nbsp;&nbsp;&nbsp;Lynchburg Economic <br>Development Authority <br>(RB) |  |  |
| 5.000%, 01/01/28  | 420 | &nbsp;&nbsp;438763 |
| 5.000%, 01/01/29  | 530 | &nbsp;&nbsp;564296 |
| TOTAL VIRGINIA |  | &nbsp;&nbsp;41460212 |
| WASHINGTON — (7.6%) | WASHINGTON — (7.6%) | WASHINGTON — (7.6%) |
| City of Seattle (GO) |  |  |
| 4.000%, 12/01/34  | 1020 | &nbsp;&nbsp;1020428 |
| &nbsp;&nbsp;&nbsp;&nbsp;City of Seattle Drainage & <br>Wastewater Revenue <br>(RB) |  |  |
| 5.000%, 07/01/27  | 8420 | &nbsp;&nbsp;8747836 |
| &nbsp;&nbsp;&nbsp;&nbsp;City of Seattle Municipal <br>Light & Power Revenue <br>(RB) |  |  |
| 5.000%, 02/01/29  | 950 | &nbsp;&nbsp;1024538 |
| &nbsp;&nbsp;&nbsp;&nbsp;Clark County Public Utility <br>District No. 1 Electric <br>Revenue (RB) |  |  |
| 5.000%, 01/01/29  | 410 | &nbsp;&nbsp;440804 |
| 5.000%, 01/01/30  | 500 | &nbsp;&nbsp;549388 |
| &nbsp;&nbsp;&nbsp;&nbsp;Clark County Public Utility <br>District No. 1 Generating <br>System Revenue (RB) |  |  |
| 5.000%, 01/01/29  | 645 | &nbsp;&nbsp;693460 |
| 5.000%, 01/01/30  | 880 | &nbsp;&nbsp;966922 |
| &nbsp;&nbsp;&nbsp;&nbsp;County of King (GO) <br>Series A |  |  |
| 5.000%, 06/01/29  | 2050 | &nbsp;&nbsp;2231284 |
| &nbsp;&nbsp;&nbsp;&nbsp;County of King (GO) <br>Series B |  |  |
| 5.000%, 12/01/38  | 1735 | &nbsp;&nbsp;2017427 |
| &nbsp;&nbsp;&nbsp;&nbsp;County of King Sewer <br>Revenue (RB) Series A |  |  |
| 5.000%, 01/01/28  | 1625 | &nbsp;&nbsp;1709343 |
| County of Spokane (GO) |  |  |
| 5.000%, 12/01/36  | 215 | &nbsp;&nbsp;252887 |

---

---

| | | |
|:---|:---|:---|
|  | **Face**<br>**Amount**<br>| **Value†** |
|  | **(000)** |  |
| WASHINGTON — (Continued) | WASHINGTON — (Continued) | WASHINGTON — (Continued) |
| 5.000%, 12/01/37  | 160 | &nbsp;&nbsp;$186524 |
| &nbsp;&nbsp;&nbsp;&nbsp;Energy Northwest (RB) <br>Series A |  |  |
| 5.000%, 07/01/28  | 1165 | &nbsp;&nbsp;1209945 |
| 5.000%, 07/01/39 | 8830 | &nbsp;&nbsp;9825779 |
| 5.000%, 07/01/40  | 3760 | &nbsp;&nbsp;4068845 |
| 5.000%, 07/01/41  | 3370 | &nbsp;&nbsp;3621270 |
| 4.000%, 07/01/42  | 1400 | &nbsp;&nbsp;1416110 |
| &nbsp;&nbsp;&nbsp;&nbsp;Franklin County School <br>District No. 1 Pasco <br>(GO) (SCH BD GTY) |  |  |
| 5.000%, 12/01/36  | 1445 | &nbsp;&nbsp;1633442 |
| &nbsp;&nbsp;&nbsp;&nbsp;King County School District <br>No. 401 Highline (GO) <br>(SCH BD GTY) |  |  |
| 5.000%, 12/01/37  | 320 | &nbsp;&nbsp;357650 |
| 5.000%, 12/01/41  | 2275 | &nbsp;&nbsp;2491025 |
| 4.125%, 12/01/43  | 6850 | &nbsp;&nbsp;6948839 |
| 5.000%, 12/01/44  | 3000 | &nbsp;&nbsp;3257313 |
| &nbsp;&nbsp;&nbsp;&nbsp;King County School District <br>No. 405 Bellevue (GO) <br>(SCH BD GTY) Series B |  |  |
| 5.000%, 12/01/26  | 1555 | &nbsp;&nbsp;1590422 |
| &nbsp;&nbsp;&nbsp;&nbsp;State of Washington (GO) <br>Series C |  |  |
| 5.000%, 02/01/42  | 1530 | &nbsp;&nbsp;1611737 |
| &nbsp;&nbsp;&nbsp;&nbsp;State of Washington (GO) <br>Series D |  |  |
| 5.000%, 02/01/37  | 1410 | &nbsp;&nbsp;1410000 |
| &nbsp;&nbsp;&nbsp;&nbsp;State of Washington (GO) <br>Series R-2023A |  |  |
| 5.000%, 08/01/38  | 1460 | &nbsp;&nbsp;1648570 |
| &nbsp;&nbsp;&nbsp;&nbsp;State of Washington (GO) <br>Series R-2023B |  |  |
| 5.000%, 07/01/35  | 6000 | &nbsp;&nbsp;6919396 |
| &nbsp;&nbsp;&nbsp;&nbsp;State of Washington (GO) <br>Series A |  |  |
| 5.000%, 08/01/36  | 3000 | &nbsp;&nbsp;3327313 |
| 5.000%, 08/01/38  | 1160 | &nbsp;&nbsp;1348509 |
| 5.000%, 08/01/39  | 1000 | &nbsp;&nbsp;1077079 |
| 5.000%, 08/01/40  | 2325 | &nbsp;&nbsp;2488944 |
| &nbsp;&nbsp;&nbsp;&nbsp;State of Washington (GO) <br>Series A-2 |  |  |
| 5.000%, 08/01/41  | 1535 | &nbsp;&nbsp;1677515 |
| &nbsp;&nbsp;&nbsp;&nbsp;State of Washington (GO) <br>Series C |  |  |
| 5.000%, 02/01/38  | 2510 | &nbsp;&nbsp;2655487 |
| &nbsp;&nbsp;&nbsp;&nbsp;State of Washington (GO) <br>Series D |  |  |
| 5.000%, 02/01/41  | 6000 | &nbsp;&nbsp;6000000 |
| &nbsp;&nbsp;&nbsp;&nbsp;State of Washington (GO) <br>Series E |  |  |
| 5.000%, 06/01/38  | 2425 | &nbsp;&nbsp;2599392 |
| &nbsp;&nbsp;&nbsp;&nbsp;State of Washington (GO) <br>Series R-2018D |  |  |
| 5.000%, 08/01/33  | 3925 | &nbsp;&nbsp;4070284 |

---

------

**DFA Intermediate-Term Municipal Bond Portfolio**

**CONTINUED**

---

| | | |
|:---|:---|:---|
|  | **Face**<br>**Amount**<br>| **Value†** |
|  | **(000)** |  |
| WASHINGTON — (Continued) | WASHINGTON — (Continued) | WASHINGTON — (Continued) |
| &nbsp;&nbsp;&nbsp;&nbsp;State of Washington (GO) <br>Series R-2025E |  |  |
| 5.000%, 08/01/28  | 1000 | &nbsp;&nbsp;$1066849 |
| &nbsp;&nbsp;&nbsp;&nbsp;State of Washington (GO) <br>Series R-2026A |  |  |
| 5.000%, 07/01/38  | 2425 | &nbsp;&nbsp;2828764 |
| &nbsp;&nbsp;&nbsp;&nbsp;Washington Health Care <br>Facilities Authority (RB) <br>Series A |  |  |
| 5.000%, 09/01/40  | 150 | &nbsp;&nbsp;165539 |
| TOTAL WASHINGTON |  | &nbsp;&nbsp;97156859 |
| WEST VIRGINIA — (0.3%) | WEST VIRGINIA — (0.3%) | WEST VIRGINIA — (0.3%) |
| &nbsp;&nbsp;&nbsp;&nbsp;State of West Virginia (GO) <br>Series A |  |  |
| 5.000%, 12/01/41  | 2500 | &nbsp;&nbsp;2621022 |
| &nbsp;&nbsp;&nbsp;&nbsp;State of West Virginia (GO) <br>Series B |  |  |
| 5.000%, 06/01/41  | 1305 | &nbsp;&nbsp;1348472 |
| &nbsp;&nbsp;&nbsp;&nbsp;West Virginia Hospital <br>Finance Authority (RB) <br>Series A |  |  |
| 5.000%, 06/01/37  | 395 | &nbsp;&nbsp;439435 |
| TOTAL WEST VIRGINIA |  | &nbsp;&nbsp;4408929 |
| WISCONSIN — (3.7%) | WISCONSIN — (3.7%) | WISCONSIN — (3.7%) |
| &nbsp;&nbsp;&nbsp;&nbsp;City of Madison (GO) <br>Series A |  |  |
| 4.000%, 10/01/26  | 5000 | &nbsp;&nbsp;5055384 |
| 5.000%, 10/01/26  | 920 | &nbsp;&nbsp;936212 |
| &nbsp;&nbsp;&nbsp;&nbsp;City of Madison (GO) <br>Series B |  |  |
| 5.000%, 10/01/27  | 7745 | &nbsp;&nbsp;8085176 |
| &nbsp;&nbsp;&nbsp;&nbsp;City of Madison (GO) <br>Series C |  |  |
| 5.000%, 10/01/26  | 945 | &nbsp;&nbsp;961652 |
| &nbsp;&nbsp;&nbsp;&nbsp;City of Milwaukee (GO) <br>Series N-4 |  |  |
| 5.000%, 04/01/27  | 4015 | &nbsp;&nbsp;4129515 |
| 5.000%, 04/01/28  | 2885 | &nbsp;&nbsp;3029071 |
| &nbsp;&nbsp;&nbsp;&nbsp;City of Milwaukee <br>Sewerage System <br>Revenue (RB) Series <br>S-2 |  |  |
| 5.000%, 06/01/34  | 1205 | &nbsp;&nbsp;1331971 |
| &nbsp;&nbsp;&nbsp;&nbsp;County of Dodge (GO) <br>Series A |  |  |
| 3.000%, 03/01/28  | 1355 | &nbsp;&nbsp;1361221 |
| &nbsp;&nbsp;&nbsp;&nbsp;Madison Metropolitan <br>School District (GO) <br>Series A |  |  |
| 5.000%, 03/01/42  | 1150 | &nbsp;&nbsp;1266055 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Face**<br>**Amount**<br>| **Value†** |
|  |  | **(000)** |  |
| WISCONSIN — (Continued) | WISCONSIN — (Continued) | WISCONSIN — (Continued) | WISCONSIN — (Continued) |
| &nbsp;&nbsp;&nbsp;&nbsp;Milwaukee Metropolitan <br>Sewerage District (GO) <br>Series H | &nbsp;&nbsp;&nbsp;&nbsp;Milwaukee Metropolitan <br>Sewerage District (GO) <br>Series H |  |  |
|  | 5.000%, 10/01/34  | 490 | &nbsp;&nbsp;$580793 |
| &nbsp;&nbsp;&nbsp;&nbsp;Public Finance Authority <br>(RB) Series A | &nbsp;&nbsp;&nbsp;&nbsp;Public Finance Authority <br>(RB) Series A |  |  |
|  | 4.000%, 07/01/37  | 655 | &nbsp;&nbsp;673378 |
| &nbsp;&nbsp;&nbsp;&nbsp;Racine Unified School <br>District (GO) (AG) | &nbsp;&nbsp;&nbsp;&nbsp;Racine Unified School <br>District (GO) (AG) |  |  |
| ¤ | &nbsp;&nbsp;&nbsp;&nbsp;5.000%, 04/01/39 <br>(Pre-refunded @ <br>$100, 4/1/31)<br>| 205 | &nbsp;&nbsp;230821 |
|  | 5.000%, 04/01/39  | 920 | &nbsp;&nbsp;994722 |
| &nbsp;&nbsp;&nbsp;&nbsp;State of Wisconsin (GO) <br>Series 1 | &nbsp;&nbsp;&nbsp;&nbsp;State of Wisconsin (GO) <br>Series 1 |  |  |
|  | 5.000%, 05/01/29  | 1625 | &nbsp;&nbsp;1767228 |
| &nbsp;&nbsp;&nbsp;&nbsp;State of Wisconsin (GO) <br>Series 2 | &nbsp;&nbsp;&nbsp;&nbsp;State of Wisconsin (GO) <br>Series 2 |  |  |
|  | 5.000%, 05/01/37  | 1575 | &nbsp;&nbsp;1789128 |
| &nbsp;&nbsp;&nbsp;&nbsp;State of Wisconsin (GO) <br>Series 2021-2 | &nbsp;&nbsp;&nbsp;&nbsp;State of Wisconsin (GO) <br>Series 2021-2 |  |  |
|  | 5.000%, 05/01/36  | 1210 | &nbsp;&nbsp;1317056 |
| &nbsp;&nbsp;&nbsp;&nbsp;State of Wisconsin (GO) <br>Series 2024-2 | &nbsp;&nbsp;&nbsp;&nbsp;State of Wisconsin (GO) <br>Series 2024-2 |  |  |
|  | 5.000%, 05/01/28  | 2000 | &nbsp;&nbsp;2121214 |
| &nbsp;&nbsp;&nbsp;&nbsp;State of Wisconsin (GO) <br>Series B | &nbsp;&nbsp;&nbsp;&nbsp;State of Wisconsin (GO) <br>Series B |  |  |
|  | 5.000%, 05/01/37  | 3155 | &nbsp;&nbsp;3529928 |
|  | 4.000%, 05/01/40  | 465 | &nbsp;&nbsp;472028 |
| &nbsp;&nbsp;&nbsp;&nbsp;University of Wisconsin <br>Hospitals & Clinics (RB) <br>Series B | &nbsp;&nbsp;&nbsp;&nbsp;University of Wisconsin <br>Hospitals & Clinics (RB) <br>Series B |  |  |
|  | 5.000%, 04/01/28  | 1115 | &nbsp;&nbsp;1175335 |
| &nbsp;&nbsp;&nbsp;&nbsp;Wisconsin Department of <br>Transportation (RB) <br>Series A | &nbsp;&nbsp;&nbsp;&nbsp;Wisconsin Department of <br>Transportation (RB) <br>Series A |  |  |
|  | 5.000%, 07/01/43  | 3940 | &nbsp;&nbsp;4255553 |
| &nbsp;&nbsp;&nbsp;&nbsp;WPPI Energy (RB) Series <br>A | &nbsp;&nbsp;&nbsp;&nbsp;WPPI Energy (RB) Series <br>A |  |  |
|  | 5.000%, 07/01/28  | 1380 | &nbsp;&nbsp;1393852 |
| TOTAL WISCONSIN | TOTAL WISCONSIN |  | &nbsp;&nbsp;46457293 |
| &nbsp;&nbsp;&nbsp;&nbsp;TOTAL MUNICIPAL <br>BONDS<br>(Cost $1,260,023,365) | &nbsp;&nbsp;&nbsp;&nbsp;TOTAL MUNICIPAL <br>BONDS<br>(Cost $1,260,023,365) |  | &nbsp;&nbsp;1273526229 |

---

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

---

| | | |
|:---|:---|:---|
|  | **Shares** |  |
| INVESTMENT COMPANIES — (0.0%) | INVESTMENT COMPANIES — (0.0%) | INVESTMENT COMPANIES — (0.0%) |
| &nbsp;&nbsp;&nbsp;&nbsp;BlackRock Liquidity <br>Funds MuniCash<br>(Cost $570,932)<br>| 570875 | &nbsp;&nbsp;570932 |
| TOTAL INVESTMENTS — (100.0%) | TOTAL INVESTMENTS — (100.0%) |  |
| &nbsp;&nbsp;&nbsp;&nbsp;(Cost $1,260,594,297)^^ |  | &nbsp;&nbsp;$1274097161 |

---

------

**DFA Intermediate-Term Municipal Bond Portfolio**

**CONTINUED**

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

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** |
|  | **Level 1** | **Level 2** | **Level 3** | **Total** |
| **Assets** |  |  |  |  |
| Municipal Bonds | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;$1273526229 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;$1273526229 |
| Investment Companies | &nbsp;&nbsp;&nbsp;$570932 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;570932 |
| Total Investments in Securities | &nbsp;&nbsp;&nbsp;$570932 | &nbsp;&nbsp;&nbsp;$1273526229 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;$1274097161 |

---

------

**DFA Selective State Municipal Bond Portfolio**

**SCHEDULE OF INVESTMENTS**

**January 31, 2026**

**(Unaudited)**

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

---

| | | |
|:---|:---|:---|
|  | **Face**<br>**Amount**<br>| **Value†** |
|  | **(000)** |  |
| MUNICIPAL BONDS — (98.6%) | MUNICIPAL BONDS — (98.6%) | MUNICIPAL BONDS — (98.6%) |
| ALABAMA — (0.5%) | ALABAMA — (0.5%) | ALABAMA — (0.5%) |
| &nbsp;&nbsp;&nbsp;&nbsp;Alabama Community <br>College System (RB) <br>(BAM) |  |  |
| 5.000%, 10/01/32  | 685 | &nbsp;&nbsp;$694830 |
| &nbsp;&nbsp;&nbsp;&nbsp;Infirmary Health System <br>Special Care Facilities <br>Financing Authority of <br>Mobile (RB) Series A |  |  |
| 3.000%, 02/01/30  | 350 | &nbsp;&nbsp;348247 |
| 4.000%, 02/01/38  | 750 | &nbsp;&nbsp;745433 |
| &nbsp;&nbsp;&nbsp;&nbsp;University of South <br>Alabama (RB) (AG) |  |  |
| 4.000%, 04/01/38  | 250 | &nbsp;&nbsp;253798 |
| &nbsp;&nbsp;&nbsp;&nbsp;University of South <br>Alabama (RB) (BAM) <br>Series A |  |  |
| 5.000%, 04/01/44  | 500 | &nbsp;&nbsp;528115 |
| TOTAL ALABAMA |  | &nbsp;&nbsp;2570423 |
| ALASKA — (1.0%) | ALASKA — (1.0%) | ALASKA — (1.0%) |
| &nbsp;&nbsp;&nbsp;&nbsp;Alaska Municipal Bond <br>Bank Authority (RB) <br>Series 1 |  |  |
| 5.000%, 05/01/27  | 250 | &nbsp;&nbsp;257806 |
| &nbsp;&nbsp;&nbsp;&nbsp;Alaska Municipal Bond <br>Bank Authority (RB) <br>Series THREE |  |  |
| 5.000%, 10/01/27  | 260 | &nbsp;&nbsp;271007 |
| &nbsp;&nbsp;&nbsp;&nbsp;Municipality of Anchorage <br>(GO) Series A |  |  |
| 4.000%, 09/01/34  | 2945 | &nbsp;&nbsp;2946435 |
| &nbsp;&nbsp;&nbsp;&nbsp;Municipality of Anchorage <br>(GO) Series C |  |  |
| 4.000%, 09/01/34  | 2015 | &nbsp;&nbsp;2015982 |
| &nbsp;&nbsp;&nbsp;&nbsp;State of Alaska (GO) <br>Series A |  |  |
| 5.000%, 08/01/36  | 285 | &nbsp;&nbsp;310352 |
| TOTAL ALASKA |  | &nbsp;&nbsp;5801582 |
| ARIZONA — (1.3%) | ARIZONA — (1.3%) | ARIZONA — (1.3%) |
| &nbsp;&nbsp;&nbsp;&nbsp;Arizona Industrial <br>Development Authority <br>(RB) Series A |  |  |
| 5.000%, 02/01/37  | 1210 | &nbsp;&nbsp;1331116 |
| &nbsp;&nbsp;&nbsp;&nbsp;City of Phoenix Civic <br>Improvement Corp. (RB) <br>Series A |  |  |
| 5.000%, 07/01/34  | 1010 | &nbsp;&nbsp;1082475 |

---

---

| | | |
|:---|:---|:---|
|  | **Face**<br>**Amount**<br>| **Value†** |
|  | **(000)** |  |
| ARIZONA — (Continued) | ARIZONA — (Continued) | ARIZONA — (Continued) |
| &nbsp;&nbsp;&nbsp;&nbsp;Maricopa County Industrial <br>Development Authority <br>(RB) Series A |  |  |
| 3.250%, 01/01/37  | 250 | &nbsp;&nbsp;$242513 |
| 4.000%, 09/01/37  | 390 | &nbsp;&nbsp;393985 |
| &nbsp;&nbsp;&nbsp;&nbsp;Pinal County Electric <br>District No. 3 (RB) |  |  |
| 5.000%, 07/01/28  | 160 | &nbsp;&nbsp;169369 |
| &nbsp;&nbsp;&nbsp;&nbsp;Salt River Project <br>Agricultural Improvement <br>& Power District (RB) <br>Series A |  |  |
| 4.000%, 01/01/38  | 4000 | &nbsp;&nbsp;4011902 |
| TOTAL ARIZONA |  | &nbsp;&nbsp;7231360 |
| ARKANSAS — (0.1%) | ARKANSAS — (0.1%) | ARKANSAS — (0.1%) |
| &nbsp;&nbsp;&nbsp;&nbsp;Arkansas Development <br>Finance Authority (RB) <br>Series B-1 |  |  |
| 5.000%, 09/01/28  | 40 | &nbsp;&nbsp;41578 |
| 5.000%, 09/01/30  | 35 | &nbsp;&nbsp;37330 |
| &nbsp;&nbsp;&nbsp;&nbsp;North Little Rock School <br>District No. 1 (GO) (ST <br>AID WITHHLDG) |  |  |
| 2.000%, 02/01/30  | 250 | &nbsp;&nbsp;238654 |
| &nbsp;&nbsp;&nbsp;&nbsp;Pulaski County Special <br>School District (GO) (ST <br>AID WITHHLDG) |  |  |
| 2.000%, 02/01/29  | 250 | &nbsp;&nbsp;241337 |
| TOTAL ARKANSAS |  | &nbsp;&nbsp;558899 |
| CALIFORNIA — (1.0%) | CALIFORNIA — (1.0%) | CALIFORNIA — (1.0%) |
| &nbsp;&nbsp;&nbsp;&nbsp;California Health Facilities <br>Financing Authority (RB) <br>Series A |  |  |
| 5.000%, 04/01/33  | 275 | &nbsp;&nbsp;302034 |
| &nbsp;&nbsp;&nbsp;&nbsp;California State University <br>(RB) Series A |  |  |
| 4.000%, 11/01/36  | 50 | &nbsp;&nbsp;50026 |
| &nbsp;&nbsp;&nbsp;&nbsp;City of Sacramento <br>Transient Occupancy <br>Tax Revenue (RB) <br>Series A |  |  |
| 5.000%, 06/01/26  | 260 | &nbsp;&nbsp;262450 |
| &nbsp;&nbsp;&nbsp;&nbsp;Hesperia Community <br>Redevelopment <br>Successor Agency (TAN) <br>(AG) Series A |  |  |
| 3.375%, 09/01/37  | 500 | &nbsp;&nbsp;500557 |

---

------

**DFA Selective State Municipal Bond Portfolio**

**CONTINUED**

---

| | | |
|:---|:---|:---|
|  | **Face**<br>**Amount**<br>| **Value†** |
|  | **(000)** |  |
| CALIFORNIA — (Continued) | CALIFORNIA — (Continued) | CALIFORNIA — (Continued) |
| &nbsp;&nbsp;&nbsp;&nbsp;Imperial Beach <br>Redevelopment <br>Successor Agency (TAN) |  |  |
| 4.000%, 06/01/38  | 260 | &nbsp;&nbsp;$266698 |
| &nbsp;&nbsp;&nbsp;&nbsp;Lower Tule River Irrigation <br>District (RB) Series A |  |  |
| 5.000%, 08/01/26  | 300 | &nbsp;&nbsp;303531 |
| &nbsp;&nbsp;&nbsp;&nbsp;Mountain House Public <br>Financing Authority (RB) <br>(BAM) Series A |  |  |
| 4.000%, 12/01/29  | 165 | &nbsp;&nbsp;173699 |
| &nbsp;&nbsp;&nbsp;&nbsp;San Francisco City & <br>County Airport <br>Comm-San Francisco <br>International Airport (RB) <br>Series B |  |  |
| 4.000%, 05/01/40  | 210 | &nbsp;&nbsp;215094 |
| State of California (GO) |  |  |
| 5.000%, 08/01/35  | 2500 | &nbsp;&nbsp;2528408 |
| &nbsp;&nbsp;&nbsp;&nbsp;Ukiah Public Financing <br>Authority (RB) |  |  |
| 4.000%, 04/01/28  | 475 | &nbsp;&nbsp;491025 |
| &nbsp;&nbsp;&nbsp;&nbsp;Victor Valley Transit <br>Authority (COP) |  |  |
| 3.000%, 07/01/37  | 225 | &nbsp;&nbsp;209563 |
| &nbsp;&nbsp;&nbsp;&nbsp;Washington Township <br>Health Care District (RB) <br>Series A |  |  |
| 4.000%, 07/01/33  | 100 | &nbsp;&nbsp;102392 |
| TOTAL CALIFORNIA |  | &nbsp;&nbsp;5405477 |
| COLORADO — (1.0%) | COLORADO — (1.0%) | COLORADO — (1.0%) |
| &nbsp;&nbsp;&nbsp;&nbsp;Cherokee Metropolitan <br>District (RB) (BAM) |  |  |
| 4.000%, 08/01/34  | 175 | &nbsp;&nbsp;183887 |
| &nbsp;&nbsp;&nbsp;&nbsp;Colorado Health Facilities <br>Authority (RB) Series A |  |  |
| 5.000%, 11/01/30  | 595 | &nbsp;&nbsp;644804 |
| &nbsp;&nbsp;&nbsp;&nbsp;Colorado Health Facilities <br>Authority (RB) Series <br>A-1 |  |  |
| 4.000%, 08/01/37  | 350 | &nbsp;&nbsp;353359 |
| &nbsp;&nbsp;&nbsp;&nbsp;Colorado Health Facilities <br>Authority (RB) Series <br>A-2 |  |  |
| 5.000%, 08/01/35  | 960 | &nbsp;&nbsp;1021756 |
| &nbsp;&nbsp;&nbsp;&nbsp;Denver Health & Hospital <br>Authority (COP) |  |  |
| 5.000%, 12/01/30  | 325 | &nbsp;&nbsp;342346 |
| &nbsp;&nbsp;&nbsp;&nbsp;Denver Health & Hospital <br>Authority (RB) Series A |  |  |
| 5.000%, 12/01/33  | 1100 | &nbsp;&nbsp;1165068 |
| &nbsp;&nbsp;&nbsp;&nbsp;E-470 Public Highway <br>Authority (RB) Series A |  |  |
| 5.000%, 09/01/34  | 220 | &nbsp;&nbsp;241763 |

---

---

| | | |
|:---|:---|:---|
|  | **Face**<br>**Amount**<br>| **Value†** |
|  | **(000)** |  |
| COLORADO — (Continued) | COLORADO — (Continued) | COLORADO — (Continued) |
| 5.000%, 09/01/36  | 300 | &nbsp;&nbsp;$326383 |
| &nbsp;&nbsp;&nbsp;&nbsp;Flying Horse Metropolitan <br>District No. 2 (GO) (AG) <br>Series A |  |  |
| 4.000%, 12/01/40  | 430 | &nbsp;&nbsp;436871 |
| &nbsp;&nbsp;&nbsp;&nbsp;Fossil Ridge Metropolitan <br>District No. 3 (GO) <br>(BAM) |  |  |
| 5.000%, 12/01/29  | 280 | &nbsp;&nbsp;303448 |
| &nbsp;&nbsp;&nbsp;&nbsp;South Suburban Park & <br>Recreation District <br>(COP) |  |  |
| 5.000%, 12/15/31  | 280 | &nbsp;&nbsp;298565 |
| &nbsp;&nbsp;&nbsp;&nbsp;Upper Eagle Regional <br>Water Authority (RB) <br>(AG) |  |  |
| 5.000%, 12/01/29  | 125 | &nbsp;&nbsp;136660 |
| TOTAL COLORADO |  | &nbsp;&nbsp;5454910 |
| CONNECTICUT — (1.0%) | CONNECTICUT — (1.0%) | CONNECTICUT — (1.0%) |
| &nbsp;&nbsp;&nbsp;&nbsp;City of Bridgeport (GO) <br>Series A |  |  |
| 5.000%, 06/01/32  | 355 | &nbsp;&nbsp;391162 |
| &nbsp;&nbsp;&nbsp;&nbsp;City of Bridgeport (GO) <br>Series B |  |  |
| 5.000%, 08/15/26  | 500 | &nbsp;&nbsp;506884 |
| &nbsp;&nbsp;&nbsp;&nbsp;City of New Haven (GO) <br>Series A |  |  |
| 5.000%, 08/01/29  | 595 | &nbsp;&nbsp;643177 |
| &nbsp;&nbsp;&nbsp;&nbsp;Connecticut State Health & <br>Educational Facilities <br>Authority (RB) Series A |  |  |
| 5.000%, 07/01/34  | 805 | &nbsp;&nbsp;866473 |
| &nbsp;&nbsp;&nbsp;&nbsp;State of Connecticut (GO) <br>Series A |  |  |
| 4.000%, 04/15/38  | 500 | &nbsp;&nbsp;509143 |
| &nbsp;&nbsp;&nbsp;&nbsp;State of Connecticut <br>Special Tax Revenue <br>(RB) Series A |  |  |
| 5.000%, 05/01/35  | 550 | &nbsp;&nbsp;612560 |
| 4.000%, 09/01/36  | 1600 | &nbsp;&nbsp;1603934 |
| 5.000%, 05/01/38  | 500 | &nbsp;&nbsp;538939 |
| TOTAL CONNECTICUT |  | &nbsp;&nbsp;5672272 |
| DELAWARE — (0.0%) | DELAWARE — (0.0%) | DELAWARE — (0.0%) |
| &nbsp;&nbsp;&nbsp;&nbsp;Delaware Municipal <br>Electric Corp. (RB) |  |  |
| 5.000%, 07/01/29  | 150 | &nbsp;&nbsp;162052 |
| DISTRICT OF COLUMBIA — (2.4%) | DISTRICT OF COLUMBIA — (2.4%) | DISTRICT OF COLUMBIA — (2.4%) |
| District of Columbia (RB) |  |  |
| 5.000%, 04/01/26  | 185 | &nbsp;&nbsp;185705 |
| 5.000%, 07/15/33  | 1410 | &nbsp;&nbsp;1411414 |

---

------

**DFA Selective State Municipal Bond Portfolio**

**CONTINUED**

---

| | | |
|:---|:---|:---|
|  | **Face**<br>**Amount**<br>| **Value†** |
|  | **(000)** |  |
| DISTRICT OF COLUMBIA — (Continued) | DISTRICT OF COLUMBIA — (Continued) | DISTRICT OF COLUMBIA — (Continued) |
| &nbsp;&nbsp;&nbsp;&nbsp;District of Columbia (GO) <br>Series D |  |  |
| 5.000%, 06/01/36  | 1660 | &nbsp;&nbsp;$1685795 |
| &nbsp;&nbsp;&nbsp;&nbsp;District of Columbia (GO) <br>Series A |  |  |
| 5.000%, 06/01/33  | 2800 | &nbsp;&nbsp;2821026 |
| 4.000%, 10/15/39  | 1610 | &nbsp;&nbsp;1636068 |
| &nbsp;&nbsp;&nbsp;&nbsp;District of Columbia (GO) <br>Series D |  |  |
| 5.000%, 06/01/38  | 1080 | &nbsp;&nbsp;1105369 |
| &nbsp;&nbsp;&nbsp;&nbsp;Metropolitan Washington <br>Airports Authority Dulles <br>Toll Road Revenue (RB) <br>Series A |  |  |
| 5.000%, 10/01/32  | 750 | &nbsp;&nbsp;797394 |
| &nbsp;&nbsp;&nbsp;&nbsp;Washington Convention & <br>Sports Authority (RB) <br>Series A |  |  |
| 5.000%, 10/01/30  | 1320 | &nbsp;&nbsp;1368936 |
| &nbsp;&nbsp;&nbsp;&nbsp;Washington Metropolitan <br>Area Transit Authority <br>(RB) |  |  |
| 5.000%, 07/01/31  | 660 | &nbsp;&nbsp;682804 |
| 5.000%, 07/01/38  | 1585 | &nbsp;&nbsp;1623124 |
| &nbsp;&nbsp;&nbsp;&nbsp;TOTAL DISTRICT OF <br>COLUMBIA |  | &nbsp;&nbsp;13317635 |
| FLORIDA — (11.7%) | FLORIDA — (11.7%) | FLORIDA — (11.7%) |
| &nbsp;&nbsp;&nbsp;&nbsp;Brevard County Health <br>Facilities Authority (RB) <br>Series A |  |  |
| 5.000%, 04/01/41  | 1500 | &nbsp;&nbsp;1600164 |
| &nbsp;&nbsp;&nbsp;&nbsp;Brevard County School <br>District (COP) Series A |  |  |
| 5.000%, 07/01/26  | 2000 | &nbsp;&nbsp;2022886 |
| &nbsp;&nbsp;&nbsp;&nbsp;Central Florida Expressway <br>Authority (RB) (AG) |  |  |
| 4.000%, 07/01/34  | 250 | &nbsp;&nbsp;266128 |
| &nbsp;&nbsp;&nbsp;&nbsp;Central Florida Expressway <br>Authority (RB) Series A |  |  |
| 4.000%, 07/01/37  | 545 | &nbsp;&nbsp;546167 |
| &nbsp;&nbsp;&nbsp;&nbsp;Central Florida Expressway <br>Authority (RB) Series D |  |  |
| 5.000%, 07/01/32  | 280 | &nbsp;&nbsp;315178 |
| &nbsp;&nbsp;&nbsp;&nbsp;Central Florida Tourism <br>Oversight District Utility <br>Revenue (RB) Series 1 |  |  |
| 5.000%, 10/01/40  | 1000 | &nbsp;&nbsp;1125061 |
| &nbsp;&nbsp;&nbsp;&nbsp;Central Florida Tourism <br>Oversight District Utility <br>Revenue (RB) Series <br>2018-1 |  |  |
| 5.000%, 10/01/29  | 400 | &nbsp;&nbsp;429367 |
| 5.000%, 10/01/37  | 400 | &nbsp;&nbsp;420199 |

---

---

| | | |
|:---|:---|:---|
|  | **Face**<br>**Amount**<br>| **Value†** |
|  | **(000)** |  |
| FLORIDA — (Continued) | FLORIDA — (Continued) | FLORIDA — (Continued) |
| &nbsp;&nbsp;&nbsp;&nbsp;City of Hollywood Water & <br>Sewer Revenue (RB) |  |  |
| 5.000%, 10/01/28  | 250 | &nbsp;&nbsp;$267801 |
| City of Jacksonville (RB) |  |  |
| 5.000%, 10/01/27  | 1015 | &nbsp;&nbsp;1061960 |
| 5.000%, 10/01/28  | 1010 | &nbsp;&nbsp;1079208 |
| &nbsp;&nbsp;&nbsp;&nbsp;City of South Miami Health <br>Facilities Authority, Inc. <br>(RB) |  |  |
| 5.000%, 08/15/32  | 550 | &nbsp;&nbsp;569861 |
| &nbsp;&nbsp;&nbsp;&nbsp;County of Broward Tourist <br>Development Tax <br>Revenue (RB) |  |  |
| 4.000%, 09/01/38  | 1035 | &nbsp;&nbsp;1069590 |
| &nbsp;&nbsp;&nbsp;&nbsp;County of Hillsborough <br>Wastewater Impact Fee <br>(RB) |  |  |
| 5.000%, 05/01/34  | 750 | &nbsp;&nbsp;824219 |
| &nbsp;&nbsp;&nbsp;&nbsp;County of Miami-Dade <br>(GO) Series A |  |  |
| 5.000%, 07/01/26  | 260 | &nbsp;&nbsp;262856 |
| 5.000%, 07/01/27  | 290 | &nbsp;&nbsp;300850 |
| &nbsp;&nbsp;&nbsp;&nbsp;County of Miami-Dade <br>Aviation Revenue (RB) |  |  |
| 5.000%, 10/01/30  | 885 | &nbsp;&nbsp;898865 |
| &nbsp;&nbsp;&nbsp;&nbsp;County of Miami-Dade <br>Seaport Department <br>(RB) Series B |  |  |
| 5.000%, 10/01/37  | 895 | &nbsp;&nbsp;972583 |
| &nbsp;&nbsp;&nbsp;&nbsp;County of Miami-Dade <br>Transit System (RB) |  |  |
| 5.000%, 07/01/26  | 2050 | &nbsp;&nbsp;2073117 |
| &nbsp;&nbsp;&nbsp;&nbsp;County of Miami-Dade <br>Water & Sewer System <br>Revenue (RB) Series B |  |  |
| 5.000%, 10/01/37  | 550 | &nbsp;&nbsp;638757 |
| &nbsp;&nbsp;&nbsp;&nbsp;County of Sarasota Utility <br>System Revenue (RB) |  |  |
| 5.000%, 10/01/26  | 55 | &nbsp;&nbsp;55984 |
| 5.000%, 10/01/27  | 60 | &nbsp;&nbsp;62655 |
| &nbsp;&nbsp;&nbsp;&nbsp;County of Seminole Water <br>& Sewer Revenue (RB) <br>Series A |  |  |
| 5.000%, 10/01/28  | 510 | &nbsp;&nbsp;545356 |
| &nbsp;&nbsp;&nbsp;&nbsp;Duval County Public <br>Schools (COP) (AG) <br>Series A |  |  |
| 5.000%, 07/01/27  | 365 | &nbsp;&nbsp;378605 |
| &nbsp;&nbsp;&nbsp;&nbsp;Florida Development <br>Finance Corp. (RB) |  |  |
| 5.000%, 11/15/29  | 160 | &nbsp;&nbsp;173138 |
| &nbsp;&nbsp;&nbsp;&nbsp;Florida Development <br>Finance Corp. (RB) <br>Series A |  |  |
| 5.000%, 08/01/43  | 640 | &nbsp;&nbsp;664962 |

---

------

**DFA Selective State Municipal Bond Portfolio**

**CONTINUED**

---

| | | |
|:---|:---|:---|
|  | **Face**<br>**Amount**<br>| **Value†** |
|  | **(000)** |  |
| FLORIDA — (Continued) | FLORIDA — (Continued) | FLORIDA — (Continued) |
| &nbsp;&nbsp;&nbsp;&nbsp;Florida Development <br>Finance Corp. (RB) <br>Series A |  |  |
| 5.000%, 08/01/39  | 435 | &nbsp;&nbsp;$483027 |
| &nbsp;&nbsp;&nbsp;&nbsp;Florida Municipal Power <br>Agency (RB) Series A |  |  |
| 5.000%, 10/01/27  | 280 | &nbsp;&nbsp;291574 |
| 5.000%, 10/01/28  | 335 | &nbsp;&nbsp;357239 |
| &nbsp;&nbsp;&nbsp;&nbsp;Hillsborough County <br>School Board (COP) |  |  |
| 5.000%, 07/01/30  | 685 | &nbsp;&nbsp;729101 |
| &nbsp;&nbsp;&nbsp;&nbsp;Hillsborough County <br>School Board (COP) <br>Series A |  |  |
| 5.000%, 07/01/26  | 670 | &nbsp;&nbsp;673015 |
| &nbsp;&nbsp;&nbsp;&nbsp;Hillsborough County <br>School Board (COP) <br>Series B |  |  |
| 5.000%, 07/01/28  | 895 | &nbsp;&nbsp;928309 |
| &nbsp;&nbsp;&nbsp;&nbsp;Manatee County School <br>District (COP) (AG) <br>Series 2025A |  |  |
| 5.000%, 07/01/44  | 2895 | &nbsp;&nbsp;3113580 |
| &nbsp;&nbsp;&nbsp;&nbsp;Marion County School <br>Board (COP) (AG) |  |  |
| 5.000%, 06/01/42  | 1000 | &nbsp;&nbsp;1078607 |
| 5.000%, 06/01/43  | 1000 | &nbsp;&nbsp;1065570 |
| &nbsp;&nbsp;&nbsp;&nbsp;Miami Beach <br>Redevelopment Agency <br>(TAN) (AG) |  |  |
| 5.000%, 02/01/27  | 125 | &nbsp;&nbsp;127964 |
| 5.000%, 02/01/28  | 415 | &nbsp;&nbsp;434505 |
| &nbsp;&nbsp;&nbsp;&nbsp;Miami-Dade County <br>Educational Facilities <br>Authority (RB) Series A |  |  |
| 5.000%, 04/01/33  | 450 | &nbsp;&nbsp;470923 |
| 5.000%, 04/01/44  | 2250 | &nbsp;&nbsp;2412143 |
| &nbsp;&nbsp;&nbsp;&nbsp;Miami-Dade County <br>Expressway Authority <br>(RB) Series A |  |  |
| 5.000%, 07/01/33  | 530 | &nbsp;&nbsp;534116 |
| &nbsp;&nbsp;&nbsp;&nbsp;North Broward Hospital <br>District (RB) Series B |  |  |
| 5.000%, 01/01/35  | 290 | &nbsp;&nbsp;300783 |
| &nbsp;&nbsp;&nbsp;&nbsp;Orange County Health <br>Facilities Authority (RB) <br>Series 2025A |  |  |
| 5.000%, 10/01/44  | 1415 | &nbsp;&nbsp;1501849 |
| &nbsp;&nbsp;&nbsp;&nbsp;Orange County Health <br>Facilities Authority (RB) <br>Series A |  |  |
| 5.000%, 10/01/42  | 500 | &nbsp;&nbsp;534810 |

---

---

| | | |
|:---|:---|:---|
|  | **Face**<br>**Amount**<br>| **Value†** |
|  | **(000)** |  |
| FLORIDA — (Continued) | FLORIDA — (Continued) | FLORIDA — (Continued) |
| &nbsp;&nbsp;&nbsp;&nbsp;Orlando Utilities <br>Commission (RB) Series <br>A |  |  |
| 4.000%, 10/01/32  | 3270 | &nbsp;&nbsp;$3305121 |
| 5.000%, 10/01/44  | 2810 | &nbsp;&nbsp;3023996 |
| &nbsp;&nbsp;&nbsp;&nbsp;Palm Beach County School <br>District (COP) Series A |  |  |
| 5.000%, 08/01/27  | 515 | &nbsp;&nbsp;535554 |
| &nbsp;&nbsp;&nbsp;&nbsp;Polk County School District <br>(COP) Series A |  |  |
| 5.000%, 01/01/28  | 720 | &nbsp;&nbsp;754921 |
| &nbsp;&nbsp;&nbsp;&nbsp;School Board of <br>Miami-Dade County <br>(GO) |  |  |
| 5.000%, 03/15/39  | 1345 | &nbsp;&nbsp;1347757 |
| &nbsp;&nbsp;&nbsp;&nbsp;School Board of <br>Miami-Dade County <br>(COP) Series A |  |  |
| 5.000%, 05/01/32  | 2500 | &nbsp;&nbsp;2514685 |
| &nbsp;&nbsp;&nbsp;&nbsp;School District of Broward <br>County (RN) |  |  |
| 4.000%, 06/25/26  | 2000 | &nbsp;&nbsp;2013053 |
| &nbsp;&nbsp;&nbsp;&nbsp;School District of Broward <br>County (COP) (AG) <br>Series A |  |  |
| 5.000%, 07/01/26  | 2000 | &nbsp;&nbsp;2021554 |
| &nbsp;&nbsp;&nbsp;&nbsp;School District of Broward <br>County (COP) Series A |  |  |
| 5.000%, 07/01/32  | 745 | &nbsp;&nbsp;751680 |
| &nbsp;&nbsp;&nbsp;&nbsp;South Florida Water <br>Management District <br>(COP) |  |  |
| 3.000%, 10/01/31  | 450 | &nbsp;&nbsp;450062 |
| 5.000%, 10/01/36  | 1780 | &nbsp;&nbsp;1784753 |
| &nbsp;&nbsp;&nbsp;&nbsp;State of Florida (GO) <br>Series A |  |  |
| 4.000%, 07/01/35  | 2175 | &nbsp;&nbsp;2235307 |
| 4.000%, 07/01/38  | 1650 | &nbsp;&nbsp;1681484 |
| &nbsp;&nbsp;&nbsp;&nbsp;State of Florida <br>Department of <br>Transportation Turnpike <br>System Revenue (RB) <br>Series A |  |  |
| 5.000%, 07/01/35  | 438 | &nbsp;&nbsp;461855 |
| 5.000%, 07/01/37  | 1360 | &nbsp;&nbsp;1585166 |
| 4.000%, 07/01/39  | 2500 | &nbsp;&nbsp;2540270 |
| &nbsp;&nbsp;&nbsp;&nbsp;State of Florida <br>Department of <br>Transportation Turnpike <br>System Revenue (RB) <br>Series D |  |  |
| 5.000%, 07/01/37  | 4030 | &nbsp;&nbsp;4697219 |
| &nbsp;&nbsp;&nbsp;&nbsp;Volusia County School <br>Board (COP) Series A |  |  |
| 5.000%, 08/01/30  | 500 | &nbsp;&nbsp;553193 |

---

------

**DFA Selective State Municipal Bond Portfolio**

**CONTINUED**

---

| | | |
|:---|:---|:---|
|  | **Face**<br>**Amount**<br>| **Value†** |
|  | **(000)** |  |
| FLORIDA — (Continued) | FLORIDA — (Continued) | FLORIDA — (Continued) |
| &nbsp;&nbsp;&nbsp;&nbsp;West Palm Beach <br>Community <br>Redevelopment Agency <br>(TAN) |  |  |
| 5.000%, 03/01/28  | 275 | &nbsp;&nbsp;$275629 |
| TOTAL FLORIDA |  | &nbsp;&nbsp;66195891 |
| GEORGIA — (0.5%) | GEORGIA — (0.5%) | GEORGIA — (0.5%) |
| &nbsp;&nbsp;&nbsp;&nbsp;Board of Water Light & <br>Sinking Fund <br>Commissioners of The <br>City of Dalton (RB) |  |  |
| 5.000%, 03/01/26  | 100 | &nbsp;&nbsp;100172 |
| 5.000%, 03/01/29  | 250 | &nbsp;&nbsp;256135 |
| &nbsp;&nbsp;&nbsp;&nbsp;Brookhaven Development <br>Authority (RB) Series A |  |  |
| 5.000%, 07/01/34  | 275 | &nbsp;&nbsp;297393 |
| &nbsp;&nbsp;&nbsp;&nbsp;City of Atlanta Department <br>of Aviation (RB) Series E |  |  |
| 5.000%, 07/01/34  | 390 | &nbsp;&nbsp;419864 |
| &nbsp;&nbsp;&nbsp;&nbsp;Cobb County Kennestone <br>Hospital Authority (RB) <br>Series A |  |  |
| 5.000%, 04/01/37  | 790 | &nbsp;&nbsp;805692 |
| &nbsp;&nbsp;&nbsp;&nbsp;Development Authority for <br>Fulton County (RB) <br>Series A |  |  |
| 5.000%, 10/01/30  | 425 | &nbsp;&nbsp;460241 |
| &nbsp;&nbsp;&nbsp;&nbsp;Municipal Electric Authority <br>of Georgia (RB) Series A |  |  |
| 5.000%, 11/01/27  | 100 | &nbsp;&nbsp;104612 |
| &nbsp;&nbsp;&nbsp;&nbsp;Paulding County Hospital <br>Authority (RB) Series A |  |  |
| 4.000%, 04/01/41  | 170 | &nbsp;&nbsp;166964 |
| &nbsp;&nbsp;&nbsp;&nbsp;Private Colleges & <br>Universities Authority <br>(RB) |  |  |
| 5.000%, 10/01/27  | 260 | &nbsp;&nbsp;269697 |
| 5.000%, 10/01/28  | 180 | &nbsp;&nbsp;190414 |
| TOTAL GEORGIA |  | &nbsp;&nbsp;3071184 |
| HAWAII — (0.3%) | HAWAII — (0.3%) | HAWAII — (0.3%) |
| &nbsp;&nbsp;&nbsp;&nbsp;State of Hawaii Airports <br>System Revenue (RB) <br>Series D |  |  |
| 5.000%, 07/01/29  | 315 | &nbsp;&nbsp;343015 |
| 4.000%, 07/01/39  | 700 | &nbsp;&nbsp;715849 |
| &nbsp;&nbsp;&nbsp;&nbsp;University of Hawaii (RB) <br>Series B |  |  |
| 3.000%, 10/01/31  | 510 | &nbsp;&nbsp;510736 |
| TOTAL HAWAII |  | &nbsp;&nbsp;1569600 |

---

---

| | | |
|:---|:---|:---|
|  | **Face**<br>**Amount**<br>| **Value†** |
|  | **(000)** |  |
| IDAHO — (0.3%) | IDAHO — (0.3%) | IDAHO — (0.3%) |
| &nbsp;&nbsp;&nbsp;&nbsp;Idaho Health Facilities <br>Authority (RB) Series <br>2025A |  |  |
| 5.000%, 03/01/44  | 1300 | &nbsp;&nbsp;$1385156 |
| &nbsp;&nbsp;&nbsp;&nbsp;Idaho Health Facilities <br>Authority (RB) Series A |  |  |
| 5.000%, 03/01/37  | 440 | &nbsp;&nbsp;461955 |
| TOTAL IDAHO |  | &nbsp;&nbsp;1847111 |
| ILLINOIS — (8.0%) | ILLINOIS — (8.0%) | ILLINOIS — (8.0%) |
| &nbsp;&nbsp;&nbsp;&nbsp;Chicago O'Hare <br>International Airport (RB) <br>Series A |  |  |
| 5.000%, 01/01/31  | 295 | &nbsp;&nbsp;320955 |
| &nbsp;&nbsp;&nbsp;&nbsp;Chicago O'Hare <br>International Airport (RB) <br>Series C |  |  |
| 5.000%, 01/01/38  | 1500 | &nbsp;&nbsp;1723318 |
| &nbsp;&nbsp;&nbsp;&nbsp;Chicago O'Hare <br>International Airport (RB) <br>Series D |  |  |
| 5.000%, 01/01/41  | 1045 | &nbsp;&nbsp;1122664 |
| &nbsp;&nbsp;&nbsp;&nbsp;Chicago Park District (GO) <br>Series A |  |  |
| 5.000%, 01/01/43  | 100 | &nbsp;&nbsp;105842 |
| 5.000%, 01/01/44  | 200 | &nbsp;&nbsp;209390 |
| &nbsp;&nbsp;&nbsp;&nbsp;Chicago Park District (GO) <br>Series B |  |  |
| 5.000%, 01/01/37  | 575 | &nbsp;&nbsp;654007 |
| &nbsp;&nbsp;&nbsp;&nbsp;Chicago Transit Authority <br>Capital Grant Receipts <br>Revenue (RB) |  |  |
| 5.000%, 06/01/28 | 1825 | &nbsp;&nbsp;1914579 |
| 5.000%, 06/01/29  | 1415 | &nbsp;&nbsp;1513640 |
| &nbsp;&nbsp;&nbsp;&nbsp;Chicago Transit Authority <br>Sales Tax Receipts Fund <br>(RB) Series A |  |  |
| 5.000%, 12/01/44  | 750 | &nbsp;&nbsp;796540 |
| &nbsp;&nbsp;&nbsp;&nbsp;Cook County Community <br>High School District No. <br>218 Oak Lawn (GO) |  |  |
| 5.000%, 12/01/28  | 215 | &nbsp;&nbsp;229399 |
| &nbsp;&nbsp;&nbsp;&nbsp;Cook County High School <br>District No. 202 <br>Evanston Township (GO) |  |  |
| 5.000%, 12/01/27  | 1000 | &nbsp;&nbsp;1002102 |
| County of Cook (GO) |  |  |
| 5.000%, 11/15/34  | 280 | &nbsp;&nbsp;283435 |
| 5.000%, 11/15/35  | 450 | &nbsp;&nbsp;455066 |
| &nbsp;&nbsp;&nbsp;&nbsp;County of Cook Sales Tax <br>Revenue (RB) Series A |  |  |
| 5.000%, 11/15/29  | 155 | &nbsp;&nbsp;169288 |
| 4.000%, 11/15/39  | 135 | &nbsp;&nbsp;135675 |
| 5.000%, 11/15/42  | 1255 | &nbsp;&nbsp;1343125 |

---

------

**DFA Selective State Municipal Bond Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Face**<br>**Amount**<br>| **Value†** |
|  |  | **(000)** |  |
| ILLINOIS — (Continued) | ILLINOIS — (Continued) | ILLINOIS — (Continued) | ILLINOIS — (Continued) |
| Elmhurst Park District (GO) | Elmhurst Park District (GO) |  |  |
|  | 5.000%, 12/15/42  | 230 | &nbsp;&nbsp;$249902 |
|  | 5.000%, 12/15/44  | 1000 | &nbsp;&nbsp;1066375 |
| &nbsp;&nbsp;&nbsp;&nbsp;Grundy & Will Counties <br>Community Unit School <br>District No. 1 Coal City <br>(GO) | &nbsp;&nbsp;&nbsp;&nbsp;Grundy & Will Counties <br>Community Unit School <br>District No. 1 Coal City <br>(GO) |  |  |
| ¤ | &nbsp;&nbsp;&nbsp;&nbsp;5.000%, 02/01/27 <br>(Pre-refunded @ <br>$100, 2/1/26)<br>| 160 | &nbsp;&nbsp;160000 |
|  | 5.000%, 02/01/27  | 415 | &nbsp;&nbsp;415924 |
| &nbsp;&nbsp;&nbsp;&nbsp;Illinois Finance Authority <br>(RB) | &nbsp;&nbsp;&nbsp;&nbsp;Illinois Finance Authority <br>(RB) |  |  |
|  | 3.150%, 08/01/43  | 5400 | &nbsp;&nbsp;5400000 |
| &nbsp;&nbsp;&nbsp;&nbsp;Illinois Finance Authority <br>(RB) Series A | &nbsp;&nbsp;&nbsp;&nbsp;Illinois Finance Authority <br>(RB) Series A |  |  |
|  | 5.000%, 08/15/26  | 740 | &nbsp;&nbsp;748966 |
|  | 5.000%, 11/15/30  | 1165 | &nbsp;&nbsp;1264224 |
|  | 5.000%, 08/15/35  | 665 | &nbsp;&nbsp;731755 |
| &nbsp;&nbsp;&nbsp;&nbsp;Illinois Finance Authority <br>(RB) Series C | &nbsp;&nbsp;&nbsp;&nbsp;Illinois Finance Authority <br>(RB) Series C |  |  |
|  | 5.000%, 02/15/30  | 915 | &nbsp;&nbsp;937235 |
|  | 5.000%, 02/15/31  | 670 | &nbsp;&nbsp;686195 |
| ¤ | &nbsp;&nbsp;&nbsp;&nbsp;4.000%, 02/15/33 <br>(Pre-refunded @ <br>$100, 2/15/27)<br>| 435 | &nbsp;&nbsp;442304 |
|  | 4.000%, 02/15/33  | 175 | &nbsp;&nbsp;176577 |
|  | 3.050%, 08/15/49  | 2400 | &nbsp;&nbsp;2400000 |
| &nbsp;&nbsp;&nbsp;&nbsp;Illinois Finance Authority <br>(RB) Series D-1 | &nbsp;&nbsp;&nbsp;&nbsp;Illinois Finance Authority <br>(RB) Series D-1 |  |  |
|  | 3.150%, 08/01/43  | 4070 | &nbsp;&nbsp;4070000 |
| &nbsp;&nbsp;&nbsp;&nbsp;Illinois Municipal Electric <br>Agency (RB) Series A | &nbsp;&nbsp;&nbsp;&nbsp;Illinois Municipal Electric <br>Agency (RB) Series A |  |  |
|  | 5.000%, 02/01/27  | 700 | &nbsp;&nbsp;717050 |
| &nbsp;&nbsp;&nbsp;&nbsp;Illinois State Toll Highway <br>Authority (RB) Series A | &nbsp;&nbsp;&nbsp;&nbsp;Illinois State Toll Highway <br>Authority (RB) Series A |  |  |
|  | 4.000%, 01/01/39  | 250 | &nbsp;&nbsp;253923 |
|  | 5.000%, 01/01/39  | 1030 | &nbsp;&nbsp;1063173 |
| &nbsp;&nbsp;&nbsp;&nbsp;Illinois State Toll Highway <br>Authority (RB) Series B | &nbsp;&nbsp;&nbsp;&nbsp;Illinois State Toll Highway <br>Authority (RB) Series B |  |  |
|  | 5.000%, 01/01/36  | 2000 | &nbsp;&nbsp;2003357 |
| &nbsp;&nbsp;&nbsp;&nbsp;Kane Cook & DuPage etc. <br>Counties Community <br>College District No. 509 <br>Elgin (GO) | &nbsp;&nbsp;&nbsp;&nbsp;Kane Cook & DuPage etc. <br>Counties Community <br>College District No. 509 <br>Elgin (GO) |  |  |
|  | 4.000%, 12/15/41  | 1000 | &nbsp;&nbsp;1019004 |
| &nbsp;&nbsp;&nbsp;&nbsp;Kane Cook & DuPage etc. <br>Counties Community <br>College District No. 509 <br>Elgin (GO) Series B | &nbsp;&nbsp;&nbsp;&nbsp;Kane Cook & DuPage etc. <br>Counties Community <br>College District No. 509 <br>Elgin (GO) Series B |  |  |
|  | 4.000%, 12/15/26  | 505 | &nbsp;&nbsp;512297 |

---

---

| | | |
|:---|:---|:---|
|  | **Face**<br>**Amount**<br>| **Value†** |
|  | **(000)** |  |
| ILLINOIS — (Continued) | ILLINOIS — (Continued) | ILLINOIS — (Continued) |
| &nbsp;&nbsp;&nbsp;&nbsp;Knox & Warren Counties <br>Community Unit School <br>District No. 205 <br>Galesburg (GO) (BAM) <br>Series B |  |  |
| 4.000%, 01/01/27  | 500 | &nbsp;&nbsp;$506054 |
| &nbsp;&nbsp;&nbsp;&nbsp;Metropolitan Water <br>Reclamation District of <br>Greater Chicago (GO) <br>Series A |  |  |
| 5.000%, 12/01/44  | 750 | &nbsp;&nbsp;802839 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sales Tax Securitization <br>Corp. (RB) Series A |  |  |
| 5.000%, 01/01/36  | 525 | &nbsp;&nbsp;601461 |
| 5.000%, 01/01/38  | 1500 | &nbsp;&nbsp;1691690 |
| 5.000%, 01/01/44  | 800 | &nbsp;&nbsp;847152 |
| State of Illinois (GO) |  |  |
| 5.500%, 01/01/30  | 1085 | &nbsp;&nbsp;1200990 |
| 4.000%, 06/01/37  | 100 | &nbsp;&nbsp;100017 |
| &nbsp;&nbsp;&nbsp;&nbsp;State of Illinois (GO) Series <br>D |  |  |
| 5.000%, 11/01/27  | 1325 | &nbsp;&nbsp;1380081 |
| &nbsp;&nbsp;&nbsp;&nbsp;Village of Schaumburg <br>(GO) Series A |  |  |
| 4.000%, 12/01/26  | 510 | &nbsp;&nbsp;517121 |
| &nbsp;&nbsp;&nbsp;&nbsp;Will County Community <br>Unit School District No. <br>201-U Crete-Monee <br>(GO) (AG) |  |  |
| 5.000%, 01/01/27  | 245 | &nbsp;&nbsp;245449 |
| &nbsp;&nbsp;&nbsp;&nbsp;Winnebago & Boone <br>Counties School District <br>No. 205 Rockford (GO) <br>(BAM) Series A |  |  |
| 5.000%, 02/01/37  | 750 | &nbsp;&nbsp;847355 |
| TOTAL ILLINOIS |  | &nbsp;&nbsp;45037495 |
| INDIANA — (1.2%) | INDIANA — (1.2%) | INDIANA — (1.2%) |
| &nbsp;&nbsp;&nbsp;&nbsp;Ball State University (RB) <br>Series R |  |  |
| 5.000%, 07/01/29  | 460 | &nbsp;&nbsp;476064 |
| &nbsp;&nbsp;&nbsp;&nbsp;East Allen Multi School <br>Building Corp. (RB) (ST <br>INTERCEPT) |  |  |
| 5.000%, 01/15/28  | 125 | &nbsp;&nbsp;131111 |
| &nbsp;&nbsp;&nbsp;&nbsp;Indiana Finance Authority <br>(RB) Series A |  |  |
| 5.000%, 07/01/29  | 400 | &nbsp;&nbsp;426839 |
| 4.000%, 02/01/34  | 750 | &nbsp;&nbsp;794489 |
| 5.000%, 10/01/41  | 510 | &nbsp;&nbsp;554746 |
| &nbsp;&nbsp;&nbsp;&nbsp;Indiana Finance Authority <br>(RB) Series A-1 |  |  |
| 5.000%, 11/15/37  | 500 | &nbsp;&nbsp;571389 |

---

------

**DFA Selective State Municipal Bond Portfolio**

**CONTINUED**

---

| | | |
|:---|:---|:---|
|  | **Face**<br>**Amount**<br>| **Value†** |
|  | **(000)** |  |
| INDIANA — (Continued) | INDIANA — (Continued) | INDIANA — (Continued) |
| &nbsp;&nbsp;&nbsp;&nbsp;Indiana Finance Authority <br>(RB) Series C |  |  |
| 5.000%, 10/01/42  | 760 | &nbsp;&nbsp;$829681 |
| &nbsp;&nbsp;&nbsp;&nbsp;Indiana Municipal Power <br>Agency (RB) Series A |  |  |
| 4.000%, 01/01/39  | 1595 | &nbsp;&nbsp;1606108 |
| &nbsp;&nbsp;&nbsp;&nbsp;Indiana State University <br>(RB) Series T |  |  |
| 4.000%, 10/01/39  | 110 | &nbsp;&nbsp;111398 |
| &nbsp;&nbsp;&nbsp;&nbsp;Indiana University (RB) <br>Series A |  |  |
| 4.000%, 06/01/35  | 875 | &nbsp;&nbsp;875580 |
| &nbsp;&nbsp;&nbsp;&nbsp;Muncie Sanitary District <br>(RB) (AG) Series A |  |  |
| 5.000%, 07/01/27  | 350 | &nbsp;&nbsp;361411 |
| TOTAL INDIANA |  | &nbsp;&nbsp;6738816 |
| KANSAS — (0.7%) | KANSAS — (0.7%) | KANSAS — (0.7%) |
| &nbsp;&nbsp;&nbsp;&nbsp;City of Lawrence (GO) <br>Series I |  |  |
| 4.000%, 05/01/26  | 3000 | &nbsp;&nbsp;3012312 |
| &nbsp;&nbsp;&nbsp;&nbsp;City of Olathe (GO) Series <br>A |  |  |
| 5.000%, 09/01/26  | 1000 | &nbsp;&nbsp;1015464 |
| TOTAL KANSAS |  | &nbsp;&nbsp;4027776 |
| KENTUCKY — (1.5%) | KENTUCKY — (1.5%) | KENTUCKY — (1.5%) |
| &nbsp;&nbsp;&nbsp;&nbsp;Campbell Kenton & Boone <br>Counties Sanitation <br>District No. 1 (RB) |  |  |
| 2.000%, 08/01/30  | 300 | &nbsp;&nbsp;284700 |
| City of Hazard (RB) |  |  |
| 5.000%, 07/01/29  | 1000 | &nbsp;&nbsp;1062411 |
| &nbsp;&nbsp;&nbsp;&nbsp;Eastern Kentucky <br>University (RB) (BAM ST <br>INTERCEPT) Series A |  |  |
| 5.000%, 04/01/38  | 680 | &nbsp;&nbsp;748307 |
| &nbsp;&nbsp;&nbsp;&nbsp;Kentucky State Property & <br>Building Commission <br>(RB) |  |  |
| 5.000%, 05/01/36  | 500 | &nbsp;&nbsp;522078 |
| &nbsp;&nbsp;&nbsp;&nbsp;Kentucky State Property & <br>Building Commission <br>(RB) Series A |  |  |
| 5.000%, 11/01/29  | 545 | &nbsp;&nbsp;582896 |
| &nbsp;&nbsp;&nbsp;&nbsp;Louisville/Jefferson County <br>Metropolitan <br>Government (RB) Series <br>A |  |  |
| 5.000%, 10/01/26  | 1260 | &nbsp;&nbsp;1280290 |

---

---

| | | |
|:---|:---|:---|
|  | **Face**<br>**Amount**<br>| **Value†** |
|  | **(000)** |  |
| KENTUCKY — (Continued) | KENTUCKY — (Continued) | KENTUCKY — (Continued) |
| &nbsp;&nbsp;&nbsp;&nbsp;Louisville/Jefferson County <br>Metropolitan <br>Government (RB) Series <br>C |  |  |
| 3.150%, 10/01/53  | 3105 | &nbsp;&nbsp;$3105000 |
| &nbsp;&nbsp;&nbsp;&nbsp;University of Louisville <br>(RB) (BAM ST <br>INTERCEPT) Series B |  |  |
| 4.000%, 09/01/30  | 400 | &nbsp;&nbsp;419075 |
| &nbsp;&nbsp;&nbsp;&nbsp;University of Louisville <br>(RB) (ST INTERCEPT) <br>Series C |  |  |
| 4.000%, 09/01/26  | 400 | &nbsp;&nbsp;400483 |
| TOTAL KENTUCKY |  | &nbsp;&nbsp;8405240 |
| LOUISIANA — (0.7%) | LOUISIANA — (0.7%) | LOUISIANA — (0.7%) |
| City of New Orleans (GO) |  |  |
| 5.000%, 12/01/30  | 1000 | &nbsp;&nbsp;1107340 |
| &nbsp;&nbsp;&nbsp;&nbsp;City of New Orleans <br>Sewerage Service <br>Revenue (RB) Series B |  |  |
| 5.000%, 06/01/28  | 140 | &nbsp;&nbsp;147205 |
| &nbsp;&nbsp;&nbsp;&nbsp;City of New Orleans Water <br>System Revenue (RB) |  |  |
| 5.000%, 12/01/28  | 335 | &nbsp;&nbsp;335646 |
| &nbsp;&nbsp;&nbsp;&nbsp;Lafourche Parish School <br>Board (GO) |  |  |
| 5.000%, 03/01/28  | 645 | &nbsp;&nbsp;676305 |
| 5.000%, 03/01/29  | 40 | &nbsp;&nbsp;42765 |
| &nbsp;&nbsp;&nbsp;&nbsp;Louisiana Public Facilities <br>Authority (RB) Series <br>2025-A |  |  |
| 5.000%, 05/15/30  | 500 | &nbsp;&nbsp;545462 |
| &nbsp;&nbsp;&nbsp;&nbsp;Louisiana Public Facilities <br>Authority (RB) Series A |  |  |
| 5.000%, 05/15/31  | 250 | &nbsp;&nbsp;272137 |
| &nbsp;&nbsp;&nbsp;&nbsp;Louisiana Stadium & <br>Exposition District (RB) <br>Series A |  |  |
| 5.000%, 07/01/38  | 200 | &nbsp;&nbsp;221281 |
| &nbsp;&nbsp;&nbsp;&nbsp;Tangipahoa Parish Hospital <br>Service District No. 1 <br>(RB) |  |  |
| 5.000%, 02/01/29  | 505 | &nbsp;&nbsp;532603 |
| TOTAL LOUISIANA |  | &nbsp;&nbsp;3880744 |
| MAINE — (0.0%) | MAINE — (0.0%) | MAINE — (0.0%) |
| &nbsp;&nbsp;&nbsp;&nbsp;City of Portland General <br>Airport Revenue (RB) |  |  |
| 5.000%, 01/01/27  | 235 | &nbsp;&nbsp;235419 |

---

------

**DFA Selective State Municipal Bond Portfolio**

**CONTINUED**

---

| | | |
|:---|:---|:---|
|  | **Face**<br>**Amount**<br>| **Value†** |
|  | **(000)** |  |
| MARYLAND — (0.9%) | MARYLAND — (0.9%) | MARYLAND — (0.9%) |
| &nbsp;&nbsp;&nbsp;&nbsp;Maryland Health & Higher <br>Educational Facilities <br>Authority (RB) (AG) |  |  |
| 5.000%, 07/01/43  | 340 | &nbsp;&nbsp;$367624 |
| &nbsp;&nbsp;&nbsp;&nbsp;Maryland Health & Higher <br>Educational Facilities <br>Authority (RB) Series <br>2025A |  |  |
| 5.000%, 07/01/42  | 365 | &nbsp;&nbsp;398748 |
| &nbsp;&nbsp;&nbsp;&nbsp;Maryland Health & Higher <br>Educational Facilities <br>Authority (RB) Series A |  |  |
| 5.000%, 08/15/38  | 1000 | &nbsp;&nbsp;1134944 |
| &nbsp;&nbsp;&nbsp;&nbsp;Maryland Health & Higher <br>Educational Facilities <br>Authority (RB) Series B |  |  |
| 4.000%, 01/01/35  | 1000 | &nbsp;&nbsp;1016054 |
| &nbsp;&nbsp;&nbsp;&nbsp;Washington Suburban <br>Sanitary Commission <br>(RB) |  |  |
| 4.000%, 06/01/41  | 1075 | &nbsp;&nbsp;1085105 |
| &nbsp;&nbsp;&nbsp;&nbsp;Washington Suburban <br>Sanitary Commission <br>(RB) Series 2ND |  |  |
| 4.000%, 06/01/41  | 1300 | &nbsp;&nbsp;1301705 |
| TOTAL MARYLAND |  | &nbsp;&nbsp;5304180 |
| MASSACHUSETTS — (3.6%) | MASSACHUSETTS — (3.6%) | MASSACHUSETTS — (3.6%) |
| City of Peabody (GO) |  |  |
| 4.000%, 07/10/26  | 1500 | &nbsp;&nbsp;1511016 |
| City of Quincy (GO) |  |  |
| 5.000%, 07/24/26  | 2312 | &nbsp;&nbsp;2340675 |
| &nbsp;&nbsp;&nbsp;&nbsp;Commonwealth of <br>Massachusetts (GO) <br>Series A |  |  |
| 5.000%, 01/01/43  | 3900 | &nbsp;&nbsp;4003375 |
| &nbsp;&nbsp;&nbsp;&nbsp;Commonwealth of <br>Massachusetts (GO) <br>Series D |  |  |
| 4.000%, 02/01/37  | 1280 | &nbsp;&nbsp;1289332 |
| 4.000%, 05/01/39  | 815 | &nbsp;&nbsp;824147 |
| &nbsp;&nbsp;&nbsp;&nbsp;Commonwealth of <br>Massachusetts <br>Transportation Fund <br>Revenue (RB) Series A |  |  |
| 5.000%, 06/01/41  | 2000 | &nbsp;&nbsp;2055008 |
| &nbsp;&nbsp;&nbsp;&nbsp;Massachusetts <br>Development Finance <br>Agency (RB) Series A |  |  |
| 4.000%, 07/15/36  | 2000 | &nbsp;&nbsp;2000504 |
| &nbsp;&nbsp;&nbsp;&nbsp;Massachusetts <br>Development Finance <br>Agency (RB) Series F |  |  |
| 5.000%, 07/01/38  | 1500 | &nbsp;&nbsp;1712494 |

---

---

| | | |
|:---|:---|:---|
|  | **Face**<br>**Amount**<br>| **Value†** |
|  | **(000)** |  |
| MASSACHUSETTS — (Continued) | MASSACHUSETTS — (Continued) | MASSACHUSETTS — (Continued) |
| &nbsp;&nbsp;&nbsp;&nbsp;Massachusetts <br>Development Finance <br>Agency (RB) Series G |  |  |
| 5.000%, 07/01/33  | 325 | &nbsp;&nbsp;$356212 |
| 5.000%, 07/01/38  | 1035 | &nbsp;&nbsp;1104113 |
| &nbsp;&nbsp;&nbsp;&nbsp;Massachusetts <br>Development Finance <br>Agency (RB) Series I |  |  |
| 5.000%, 07/01/29  | 1060 | &nbsp;&nbsp;1070207 |
| 5.000%, 10/01/29  | 150 | &nbsp;&nbsp;162107 |
| &nbsp;&nbsp;&nbsp;&nbsp;Massachusetts <br>Development Finance <br>Agency (RB) Series K |  |  |
| 5.000%, 07/01/30  | 775 | &nbsp;&nbsp;835522 |
| &nbsp;&nbsp;&nbsp;&nbsp;Massachusetts <br>Development Finance <br>Agency (RB) Series N-1 |  |  |
| 5.000%, 07/01/44  | 525 | &nbsp;&nbsp;544448 |
| &nbsp;&nbsp;&nbsp;&nbsp;Massachusetts <br>Development Finance <br>Agency (RB) (AG) <br>Series N |  |  |
| 5.000%, 07/01/27  | 300 | &nbsp;&nbsp;310595 |
| &nbsp;&nbsp;&nbsp;&nbsp;TOTAL <br>MASSACHUSETTS |  | &nbsp;&nbsp;20119755 |
| MICHIGAN — (2.6%) | MICHIGAN — (2.6%) | MICHIGAN — (2.6%) |
| &nbsp;&nbsp;&nbsp;&nbsp;Central Michigan University <br>(RB) |  |  |
| 4.000%, 10/01/35  | 450 | &nbsp;&nbsp;468870 |
| 4.000%, 10/01/36  | 470 | &nbsp;&nbsp;485874 |
| &nbsp;&nbsp;&nbsp;&nbsp;Chippewa Valley Schools <br>(GO) (Q-SBLF) |  |  |
| 5.000%, 05/01/26  | 385 | &nbsp;&nbsp;387549 |
| &nbsp;&nbsp;&nbsp;&nbsp;City of Dearborn Heights <br>(GO) (BAM) |  |  |
| 3.000%, 05/01/27  | 855 | &nbsp;&nbsp;859098 |
| &nbsp;&nbsp;&nbsp;&nbsp;City of Saginaw Water <br>Supply System Revenue <br>(RB) (AG) |  |  |
| 4.000%, 07/01/29  | 510 | &nbsp;&nbsp;530410 |
| &nbsp;&nbsp;&nbsp;&nbsp;Eastern Michigan <br>University (RB) (BAM) <br>Series A |  |  |
| 5.000%, 03/01/31  | 645 | &nbsp;&nbsp;660424 |
| 4.000%, 03/01/34  | 320 | &nbsp;&nbsp;323287 |
| &nbsp;&nbsp;&nbsp;&nbsp;Farmington Public School <br>District (GO) (BAM) |  |  |
| 3.375%, 05/01/34  | 250 | &nbsp;&nbsp;251432 |
| Ferris State University (RB) |  |  |
| 5.000%, 10/01/27  | 550 | &nbsp;&nbsp;558903 |
| &nbsp;&nbsp;&nbsp;&nbsp;Grand Traverse County <br>Hospital Finance <br>Authority (RB) |  |  |
| 5.000%, 07/01/29  | 240 | &nbsp;&nbsp;258614 |

---

------

**DFA Selective State Municipal Bond Portfolio**

**CONTINUED**

---

| | | |
|:---|:---|:---|
|  | **Face**<br>**Amount**<br>| **Value†** |
|  | **(000)** |  |
| MICHIGAN — (Continued) | MICHIGAN — (Continued) | MICHIGAN — (Continued) |
| &nbsp;&nbsp;&nbsp;&nbsp;Karegnondi Water Authority <br>(RB) |  |  |
| 5.000%, 11/01/29  | 535 | &nbsp;&nbsp;$558171 |
| &nbsp;&nbsp;&nbsp;&nbsp;Michigan Finance Authority <br>(RB) |  |  |
| 5.000%, 11/15/27  | 1385 | &nbsp;&nbsp;1408471 |
| 4.000%, 11/15/35  | 295 | &nbsp;&nbsp;295719 |
| 5.000%, 11/15/37  | 1485 | &nbsp;&nbsp;1502997 |
| &nbsp;&nbsp;&nbsp;&nbsp;Michigan Finance Authority <br>(RB) Series 2013-2 |  |  |
| 4.000%, 12/01/35  | 1975 | &nbsp;&nbsp;2016906 |
| &nbsp;&nbsp;&nbsp;&nbsp;Michigan Finance Authority <br>(RB) Series 2016MI |  |  |
| 5.000%, 12/01/34  | 1915 | &nbsp;&nbsp;1928282 |
| &nbsp;&nbsp;&nbsp;&nbsp;Michigan Finance Authority <br>(RB) Series A-MI |  |  |
| 5.000%, 12/01/35  | 755 | &nbsp;&nbsp;782399 |
| &nbsp;&nbsp;&nbsp;&nbsp;Wayne County Airport <br>Authority (RB) Series A |  |  |
| 5.000%, 12/01/40  | 500 | &nbsp;&nbsp;538594 |
| &nbsp;&nbsp;&nbsp;&nbsp;Ypsilanti Community <br>Schools (GO) (Q-SBLF) |  |  |
| 5.000%, 05/01/27  | 675 | &nbsp;&nbsp;694412 |
| TOTAL MICHIGAN |  | &nbsp;&nbsp;14510412 |
| MINNESOTA — (0.0%) | MINNESOTA — (0.0%) | MINNESOTA — (0.0%) |
| &nbsp;&nbsp;&nbsp;&nbsp;Plymouth Intermediate <br>District No. 287 (COP) <br>Series A |  |  |
| 5.000%, 02/01/30  | 230 | &nbsp;&nbsp;236534 |
| MISSISSIPPI — (0.4%) | MISSISSIPPI — (0.4%) | MISSISSIPPI — (0.4%) |
| &nbsp;&nbsp;&nbsp;&nbsp;Mississippi Development <br>Bank (RB) Series A |  |  |
| 5.000%, 04/01/28  | 635 | &nbsp;&nbsp;637190 |
| &nbsp;&nbsp;&nbsp;&nbsp;State of Mississippi (GO) <br>Series C |  |  |
| 4.000%, 10/01/37  | 1500 | &nbsp;&nbsp;1517524 |
| TOTAL MISSISSIPPI |  | &nbsp;&nbsp;2154714 |
| MISSOURI — (0.9%) | MISSOURI — (0.9%) | MISSOURI — (0.9%) |
| &nbsp;&nbsp;&nbsp;&nbsp;City of St. Charles (COP) <br>Series B |  |  |
| 3.000%, 02/01/37  | 440 | &nbsp;&nbsp;422780 |
| &nbsp;&nbsp;&nbsp;&nbsp;Health & Educational <br>Facilities Authority of the <br>State of Missouri (RB) <br>Series A |  |  |
| 5.000%, 11/15/29  | 500 | &nbsp;&nbsp;537895 |
| 4.000%, 07/01/34  | 535 | &nbsp;&nbsp;562897 |
| 5.000%, 11/15/38  | 1070 | &nbsp;&nbsp;1118511 |

---

---

| | | |
|:---|:---|:---|
|  | **Face**<br>**Amount**<br>| **Value†** |
|  | **(000)** |  |
| MISSOURI — (Continued) | MISSOURI — (Continued) | MISSOURI — (Continued) |
| &nbsp;&nbsp;&nbsp;&nbsp;Health & Educational <br>Facilities Authority of the <br>State of Missouri (RB) <br>Series B |  |  |
| 5.000%, 11/15/26  | 205 | &nbsp;&nbsp;$208798 |
| &nbsp;&nbsp;&nbsp;&nbsp;Jefferson County <br>Consolidated School <br>District No. 6 (GO) <br>Series A |  |  |
| 3.000%, 03/01/34  | 140 | &nbsp;&nbsp;139523 |
| &nbsp;&nbsp;&nbsp;&nbsp;Kansas City Industrial <br>Development Authority <br>(RB) Series B |  |  |
| 5.000%, 03/01/30  | 15 | &nbsp;&nbsp;16437 |
| 5.000%, 03/01/33  | 450 | &nbsp;&nbsp;489431 |
| &nbsp;&nbsp;&nbsp;&nbsp;Stone County Reorganized <br>School District No. 4 <br>Reeds Spring (GO) |  |  |
| 4.000%, 03/01/34  | 1195 | &nbsp;&nbsp;1196541 |
| &nbsp;&nbsp;&nbsp;&nbsp;University City School <br>District (GO) |  |  |
| 5.000%, 02/15/26  | 175 | &nbsp;&nbsp;175154 |
| TOTAL MISSOURI |  | &nbsp;&nbsp;4867967 |
| MONTANA — (0.1%) | MONTANA — (0.1%) | MONTANA — (0.1%) |
| &nbsp;&nbsp;&nbsp;&nbsp;Montana Facility Finance <br>Authority (RB) Series A |  |  |
| 4.000%, 06/01/35  | 500 | &nbsp;&nbsp;515741 |
| NEBRASKA — (0.4%) | NEBRASKA — (0.4%) | NEBRASKA — (0.4%) |
| &nbsp;&nbsp;&nbsp;&nbsp;Public Power Generation <br>Agency (RB) |  |  |
| 5.000%, 01/01/37  | 1500 | &nbsp;&nbsp;1511593 |
| 5.000%, 01/01/41  | 1000 | &nbsp;&nbsp;1006696 |
| TOTAL NEBRASKA |  | &nbsp;&nbsp;2518289 |
| NEVADA — (1.8%) | NEVADA — (1.8%) | NEVADA — (1.8%) |
| &nbsp;&nbsp;&nbsp;&nbsp;City of North Las Vegas <br>(GO) (BAM) |  |  |
| 5.000%, 06/01/28  | 560 | &nbsp;&nbsp;593646 |
| &nbsp;&nbsp;&nbsp;&nbsp;Clark County School <br>District (GO) Series A |  |  |
| 5.000%, 06/15/28  | 615 | &nbsp;&nbsp;636962 |
| &nbsp;&nbsp;&nbsp;&nbsp;Clark County School <br>District (GO) (AG) Series <br>A |  |  |
| 4.000%, 06/15/40  | 395 | &nbsp;&nbsp;398487 |
| &nbsp;&nbsp;&nbsp;&nbsp;Clark County Water <br>Reclamation District <br>(GO) |  |  |
| 4.000%, 07/01/33  | 3540 | &nbsp;&nbsp;3556867 |
| &nbsp;&nbsp;&nbsp;&nbsp;County of Clark (GO) <br>Series C |  |  |
| 4.000%, 07/01/32  | 1340 | &nbsp;&nbsp;1361545 |

---

------

**DFA Selective State Municipal Bond Portfolio**

**CONTINUED**

---

| | | |
|:---|:---|:---|
|  | **Face**<br>**Amount**<br>| **Value†** |
|  | **(000)** |  |
| NEVADA — (Continued) | NEVADA — (Continued) | NEVADA — (Continued) |
| &nbsp;&nbsp;&nbsp;&nbsp;County of Clark <br>Department of Aviation <br>(RB) Series B |  |  |
| 5.000%, 07/01/32  | 485 | &nbsp;&nbsp;$523662 |
| 5.000%, 07/01/40  | 500 | &nbsp;&nbsp;524716 |
| &nbsp;&nbsp;&nbsp;&nbsp;County of Clark Passenger <br>Facility Charge Revenue <br>(RB) Series E |  |  |
| 5.000%, 07/01/32  | 320 | &nbsp;&nbsp;345509 |
| &nbsp;&nbsp;&nbsp;&nbsp;Las Vegas Convention & <br>Visitors Authority (RB) <br>Series A |  |  |
| 5.000%, 07/01/40  | 365 | &nbsp;&nbsp;402504 |
| &nbsp;&nbsp;&nbsp;&nbsp;Las Vegas Convention & <br>Visitors Authority (RB) <br>Series C |  |  |
| 4.000%, 07/01/35  | 1345 | &nbsp;&nbsp;1349492 |
| &nbsp;&nbsp;&nbsp;&nbsp;Nevada System of Higher <br>Education (RB) |  |  |
| 3.000%, 07/01/32  | 275 | &nbsp;&nbsp;275290 |
| TOTAL NEVADA |  | &nbsp;&nbsp;9968680 |
| NEW JERSEY — (2.5%) | NEW JERSEY — (2.5%) | NEW JERSEY — (2.5%) |
| City of Newark (GO) |  |  |
| 4.000%, 12/11/26  | 2000 | &nbsp;&nbsp;2023737 |
| City of Summit (GO) |  |  |
| 4.000%, 07/16/26  | 495 | &nbsp;&nbsp;498952 |
| City of Vineland (GO) (AG) |  |  |
| 3.000%, 10/01/28  | 515 | &nbsp;&nbsp;518476 |
| &nbsp;&nbsp;&nbsp;&nbsp;Gloucester County <br>Improvement Authority <br>(RB) (BAM) |  |  |
| 5.000%, 07/01/32  | 145 | &nbsp;&nbsp;159906 |
| &nbsp;&nbsp;&nbsp;&nbsp;New Brunswick Parking <br>Authority (RB) (BAM) |  |  |
| 5.000%, 09/01/27  | 325 | &nbsp;&nbsp;325664 |
| &nbsp;&nbsp;&nbsp;&nbsp;New Jersey Educational <br>Facilities Authority (RB) <br>(AG) Series A |  |  |
| 5.000%, 07/01/33  | 300 | &nbsp;&nbsp;309701 |
| &nbsp;&nbsp;&nbsp;&nbsp;New Jersey Educational <br>Facilities Authority (RB) <br>(AG) Series C |  |  |
| 5.000%, 07/01/28  | 100 | &nbsp;&nbsp;105254 |
| &nbsp;&nbsp;&nbsp;&nbsp;New Jersey Health Care <br>Facilities Financing <br>Authority (RB) |  |  |
| 5.000%, 07/01/28  | 155 | &nbsp;&nbsp;156223 |
| &nbsp;&nbsp;&nbsp;&nbsp;New Jersey Transportation <br>Trust Fund Authority <br>(RB) Series AA |  |  |
| 5.000%, 06/15/31  | 700 | &nbsp;&nbsp;789271 |
| &nbsp;&nbsp;&nbsp;&nbsp;New Jersey Turnpike <br>Authority (RB) Series G |  |  |
| 3.250%, 01/01/38  | 865 | &nbsp;&nbsp;837831 |

---

---

| | | |
|:---|:---|:---|
|  | **Face**<br>**Amount**<br>| **Value†** |
|  | **(000)** |  |
| NEW JERSEY — (Continued) | NEW JERSEY — (Continued) | NEW JERSEY — (Continued) |
| &nbsp;&nbsp;&nbsp;&nbsp;Passaic Valley Sewerage <br>Commission (RB) (AG) <br>Series J |  |  |
| 3.000%, 12/01/32  | 750 | &nbsp;&nbsp;$751923 |
| &nbsp;&nbsp;&nbsp;&nbsp;State of New Jersey (GO) <br>Series A |  |  |
| 4.000%, 06/01/31  | 345 | &nbsp;&nbsp;373505 |
| &nbsp;&nbsp;&nbsp;&nbsp;Township of East <br>Brunswick (GO) |  |  |
| 4.000%, 07/14/26  | 3600 | &nbsp;&nbsp;3626236 |
| &nbsp;&nbsp;&nbsp;&nbsp;Township of Old Bridge <br>(GO) |  |  |
| 4.000%, 09/09/26  | 825 | &nbsp;&nbsp;833262 |
| &nbsp;&nbsp;&nbsp;&nbsp;Township of Voorhees <br>(GO) Series A |  |  |
| 4.000%, 09/17/26  | 1500 | &nbsp;&nbsp;1514834 |
| &nbsp;&nbsp;&nbsp;&nbsp;Westfield School District <br>(GO) |  |  |
| 4.000%, 09/03/26  | 1500 | &nbsp;&nbsp;1514417 |
| TOTAL NEW JERSEY |  | &nbsp;&nbsp;14339192 |
| NEW MEXICO — (0.3%) | NEW MEXICO — (0.3%) | NEW MEXICO — (0.3%) |
| &nbsp;&nbsp;&nbsp;&nbsp;New Mexico Hospital <br>Equipment Loan Council <br>(RB) Series A |  |  |
| 4.000%, 08/01/36  | 1785 | &nbsp;&nbsp;1792183 |
| NEW YORK — (4.3%) | NEW YORK — (4.3%) | NEW YORK — (4.3%) |
| City of Auburn (GO) |  |  |
| 4.000%, 08/13/26  | 1250 | &nbsp;&nbsp;1260914 |
| &nbsp;&nbsp;&nbsp;&nbsp;City of New York (GO) <br>Series A-5 |  |  |
| 3.250%, 08/01/44  | 2000 | &nbsp;&nbsp;2000000 |
| &nbsp;&nbsp;&nbsp;&nbsp;City of New York (GO) <br>Series F-5 |  |  |
| 3.200%, 06/01/44  | 2880 | &nbsp;&nbsp;2880000 |
| &nbsp;&nbsp;&nbsp;&nbsp;City of New York (GO) <br>Series I-2 |  |  |
| 3.250%, 03/01/40  | 755 | &nbsp;&nbsp;755000 |
| &nbsp;&nbsp;&nbsp;&nbsp;City of North Tonawanda <br>(GO) |  |  |
| 4.375%, 05/15/26  | 1000 | &nbsp;&nbsp;1005108 |
| &nbsp;&nbsp;&nbsp;&nbsp;Harborfields Central School <br>District (GO) (ST AID <br>WITHHLDG) |  |  |
| 4.000%, 09/03/26  | 1900 | &nbsp;&nbsp;1919613 |
| &nbsp;&nbsp;&nbsp;&nbsp;Holland Patent Central <br>School District (GO) (ST <br>AID WITHHLDG) Series <br>B |  |  |
| 4.000%, 07/15/26  | 1000 | &nbsp;&nbsp;1006596 |
| &nbsp;&nbsp;&nbsp;&nbsp;Holley Central School <br>District (GO) (ST AID <br>WITHHLDG) Series A |  |  |
| 3.750%, 06/23/26  | 910 | &nbsp;&nbsp;914669 |

---

------

**DFA Selective State Municipal Bond Portfolio**

**CONTINUED**

---

| | | |
|:---|:---|:---|
|  | **Face**<br>**Amount**<br>| **Value†** |
|  | **(000)** |  |
| NEW YORK — (Continued) | NEW YORK — (Continued) | NEW YORK — (Continued) |
| &nbsp;&nbsp;&nbsp;&nbsp;Metropolitan Transportation <br>Authority (RB) Series <br>C-1 |  |  |
| 5.000%, 11/15/30  | 1015 | &nbsp;&nbsp;$1069537 |
| &nbsp;&nbsp;&nbsp;&nbsp;Monroe County Industrial <br>Development Corp. (RB) |  |  |
| 5.000%, 07/01/27  | 150 | &nbsp;&nbsp;154557 |
| &nbsp;&nbsp;&nbsp;&nbsp;Monroe County Industrial <br>Development Corp. (RB) <br>Series A |  |  |
| 5.000%, 12/01/28  | 315 | &nbsp;&nbsp;332955 |
| &nbsp;&nbsp;&nbsp;&nbsp;New York City Industrial <br>Development Agency <br>(RB) (AG) Series A |  |  |
| 3.000%, 01/01/33  | 500 | &nbsp;&nbsp;499364 |
| &nbsp;&nbsp;&nbsp;&nbsp;New York Convention <br>Center Development <br>Corp. (RB) |  |  |
| 5.000%, 11/15/35  | 1020 | &nbsp;&nbsp;1021336 |
| &nbsp;&nbsp;&nbsp;&nbsp;New York State Dormitory <br>Authority (RB) Series A |  |  |
| 5.000%, 03/15/36  | 2000 | &nbsp;&nbsp;2026841 |
| 5.000%, 03/15/42  | 1995 | &nbsp;&nbsp;2066574 |
| &nbsp;&nbsp;&nbsp;&nbsp;North Syracuse Central <br>School District (GO) (ST <br>AID WITHHLDG) Series <br>A |  |  |
| 4.000%, 07/31/26  | 2500 | &nbsp;&nbsp;2519684 |
| &nbsp;&nbsp;&nbsp;&nbsp;South Orangetown Central <br>School District (GO) (ST <br>AID WITHHLDG) Series <br>B |  |  |
| 4.000%, 08/05/26  | 1900 | &nbsp;&nbsp;1916076 |
| &nbsp;&nbsp;&nbsp;&nbsp;Southampton Union Free <br>School District (GO) (ST <br>AID WITHHLDG) |  |  |
| 4.000%, 06/25/26  | 1250 | &nbsp;&nbsp;1258686 |
| TOTAL NEW YORK |  | &nbsp;&nbsp;24607510 |
| NORTH CAROLINA — (1.5%) | NORTH CAROLINA — (1.5%) | NORTH CAROLINA — (1.5%) |
| &nbsp;&nbsp;&nbsp;&nbsp;Charlotte-Mecklenburg <br>Hospital Authority (RB) <br>Series A |  |  |
| 5.000%, 01/15/38  | 1610 | &nbsp;&nbsp;1612238 |
| &nbsp;&nbsp;&nbsp;&nbsp;City of Charlotte Airport <br>Revenue (RB) Series A |  |  |
| 5.000%, 07/01/41  | 1460 | &nbsp;&nbsp;1595915 |
| &nbsp;&nbsp;&nbsp;&nbsp;North Carolina Capital <br>Facilities Finance <br>Agency (RB) |  |  |
| 4.000%, 05/01/34  | 490 | &nbsp;&nbsp;510028 |

---

---

| | | |
|:---|:---|:---|
|  | **Face**<br>**Amount**<br>| **Value†** |
|  | **(000)** |  |
| NORTH CAROLINA — (Continued) | NORTH CAROLINA — (Continued) | NORTH CAROLINA — (Continued) |
| &nbsp;&nbsp;&nbsp;&nbsp;North Carolina Medical <br>Care Commission (RB) <br>Series A |  |  |
| 5.000%, 06/01/26  | 680 | &nbsp;&nbsp;$685749 |
| &nbsp;&nbsp;&nbsp;&nbsp;North Carolina Municipal <br>Power Agency No. 1 <br>(RB) Series A |  |  |
| 5.000%, 01/01/29  | 425 | &nbsp;&nbsp;456173 |
| 5.000%, 01/01/32  | 1000 | &nbsp;&nbsp;1007262 |
| &nbsp;&nbsp;&nbsp;&nbsp;North Carolina Turnpike <br>Authority (RB) (AG) |  |  |
| 5.000%, 01/01/38  | 1000 | &nbsp;&nbsp;1042972 |
| 5.000%, 01/01/39  | 1415 | &nbsp;&nbsp;1433410 |
| &nbsp;&nbsp;&nbsp;&nbsp;TOTAL NORTH <br>CAROLINA |  | &nbsp;&nbsp;8343747 |
| NORTH DAKOTA — (0.2%) | NORTH DAKOTA — (0.2%) | NORTH DAKOTA — (0.2%) |
| &nbsp;&nbsp;&nbsp;&nbsp;City of Fargo (GO) Series <br>H |  |  |
| 4.000%, 05/01/43  | 1000 | &nbsp;&nbsp;1003124 |
| City of Grand Forks (RB) |  |  |
| 5.000%, 12/01/29  | 250 | &nbsp;&nbsp;264326 |
| TOTAL NORTH DAKOTA |  | &nbsp;&nbsp;1267450 |
| OHIO — (1.6%) | OHIO — (1.6%) | OHIO — (1.6%) |
| &nbsp;&nbsp;&nbsp;&nbsp;American Municipal Power, <br>Inc. (RB) Series A |  |  |
| 5.000%, 02/15/29  | 285 | &nbsp;&nbsp;299099 |
| &nbsp;&nbsp;&nbsp;&nbsp;Cleveland State University <br>(RB) (BAM) Series C |  |  |
| 5.000%, 06/01/28  | 500 | &nbsp;&nbsp;527824 |
| &nbsp;&nbsp;&nbsp;&nbsp;County of Allen Hospital <br>Facilities Revenue (RB) <br>Series C |  |  |
| 3.200%, 06/01/34  | 4900 | &nbsp;&nbsp;4900000 |
| &nbsp;&nbsp;&nbsp;&nbsp;County of Montgomery <br>(RB) |  |  |
| 5.000%, 08/01/28  | 385 | &nbsp;&nbsp;405742 |
| 4.000%, 08/01/39  | 600 | &nbsp;&nbsp;610421 |
| 4.000%, 08/01/40  | 500 | &nbsp;&nbsp;504550 |
| &nbsp;&nbsp;&nbsp;&nbsp;Ohio Higher Educational <br>Facility Commission <br>(RB) |  |  |
| 3.150%, 01/01/43  | 560 | &nbsp;&nbsp;560000 |
| &nbsp;&nbsp;&nbsp;&nbsp;Ohio Higher Educational <br>Facility Commission <br>(RB) Series B |  |  |
| 5.000%, 12/01/26  | 335 | &nbsp;&nbsp;342533 |
| &nbsp;&nbsp;&nbsp;&nbsp;Ohio Higher Educational <br>Facility Commission <br>(RB) Series B2 |  |  |
| 3.200%, 01/01/39  | 780 | &nbsp;&nbsp;780000 |
| TOTAL OHIO |  | &nbsp;&nbsp;8930169 |

---

------

**DFA Selective State Municipal Bond Portfolio**

**CONTINUED**

---

| | | |
|:---|:---|:---|
|  | **Face**<br>**Amount**<br>| **Value†** |
|  | **(000)** |  |
| OKLAHOMA — (0.5%) | OKLAHOMA — (0.5%) | OKLAHOMA — (0.5%) |
| &nbsp;&nbsp;&nbsp;&nbsp;City of Oklahoma City <br>(GO) |  |  |
| 2.000%, 03/01/26  | 2000 | &nbsp;&nbsp;$1998423 |
| &nbsp;&nbsp;&nbsp;&nbsp;Oklahoma Development <br>Finance Authority (RB) <br>Series B |  |  |
| 4.000%, 06/01/29  | 770 | &nbsp;&nbsp;773595 |
| &nbsp;&nbsp;&nbsp;&nbsp;University of Oklahoma <br>(RB) Series C |  |  |
| 5.000%, 07/01/27  | 285 | &nbsp;&nbsp;287975 |
| TOTAL OKLAHOMA |  | &nbsp;&nbsp;3059993 |
| OREGON — (0.2%) | OREGON — (0.2%) | OREGON — (0.2%) |
| &nbsp;&nbsp;&nbsp;&nbsp;Deschutes County Hospital <br>Facilities Authority (RB) <br>Series A |  |  |
| 5.000%, 01/01/28  | 215 | &nbsp;&nbsp;222207 |
| Metro (RB) |  |  |
| 5.000%, 06/15/30  | 225 | &nbsp;&nbsp;232760 |
| &nbsp;&nbsp;&nbsp;&nbsp;Salem Hospital Facility <br>Authority (RB) Series A |  |  |
| 5.000%, 05/15/31  | 575 | &nbsp;&nbsp;578607 |
| 5.000%, 05/15/37  | 200 | &nbsp;&nbsp;210453 |
| TOTAL OREGON |  | &nbsp;&nbsp;1244027 |
| PENNSYLVANIA — (3.3%) | PENNSYLVANIA — (3.3%) | PENNSYLVANIA — (3.3%) |
| &nbsp;&nbsp;&nbsp;&nbsp;Allegheny County Hospital <br>Development Authority <br>(RB) Series A |  |  |
| 5.000%, 04/01/31  | 1250 | &nbsp;&nbsp;1309444 |
| 5.000%, 04/01/36  | 430 | &nbsp;&nbsp;446023 |
| 4.000%, 07/15/38  | 1125 | &nbsp;&nbsp;1126981 |
| &nbsp;&nbsp;&nbsp;&nbsp;Chester County School <br>Authority (RB) |  |  |
| 5.000%, 03/01/28  | 320 | &nbsp;&nbsp;320668 |
| &nbsp;&nbsp;&nbsp;&nbsp;City of Philadelphia (GO) <br>Series A |  |  |
| 4.000%, 05/01/38  | 810 | &nbsp;&nbsp;828645 |
| &nbsp;&nbsp;&nbsp;&nbsp;City of Philadelphia (GO) <br>Series B |  |  |
| 5.000%, 02/01/37  | 515 | &nbsp;&nbsp;548109 |
| &nbsp;&nbsp;&nbsp;&nbsp;City of Philadelphia Airport <br>Revenue (RB) Series A |  |  |
| 4.000%, 07/01/39  | 1000 | &nbsp;&nbsp;1002298 |
| &nbsp;&nbsp;&nbsp;&nbsp;City of Philadelphia Airport <br>Revenue (RB) Series B |  |  |
| 4.000%, 07/01/36  | 250 | &nbsp;&nbsp;254260 |
| &nbsp;&nbsp;&nbsp;&nbsp;County of Westmoreland <br>(GO) Series A |  |  |
| 5.000%, 08/15/29  | 530 | &nbsp;&nbsp;563361 |

---

---

| | | |
|:---|:---|:---|
|  | **Face**<br>**Amount**<br>| **Value†** |
|  | **(000)** |  |
| PENNSYLVANIA — (Continued) | PENNSYLVANIA — (Continued) | PENNSYLVANIA — (Continued) |
| &nbsp;&nbsp;&nbsp;&nbsp;Derry Township Industrial & <br>Commercial <br>Development Authority <br>(RB) |  |  |
| 4.000%, 11/15/29  | 450 | &nbsp;&nbsp;$465958 |
| &nbsp;&nbsp;&nbsp;&nbsp;General Authority of <br>Southcentral <br>Pennsylvania (RB) <br>Series A |  |  |
| 5.000%, 06/01/29  | 3250 | &nbsp;&nbsp;3511309 |
| &nbsp;&nbsp;&nbsp;&nbsp;Lancaster Higher <br>Education Authority (RB) <br>(BAM) |  |  |
| 5.000%, 10/01/28  | 500 | &nbsp;&nbsp;528810 |
| &nbsp;&nbsp;&nbsp;&nbsp;Montgomery County Higher <br>Education & Health <br>Authority (RB) Series A |  |  |
| 5.000%, 09/01/27  | 1040 | &nbsp;&nbsp;1079516 |
| &nbsp;&nbsp;&nbsp;&nbsp;Pennsylvania Economic <br>Development Financing <br>Authority (RB) Series <br>2025B |  |  |
| 5.000%, 03/15/26  | 200 | &nbsp;&nbsp;200567 |
| &nbsp;&nbsp;&nbsp;&nbsp;Pennsylvania Higher <br>Educational Facilities <br>Authority (RB) |  |  |
| 5.000%, 05/01/29  | 245 | &nbsp;&nbsp;245905 |
| 5.000%, 05/01/34  | 1270 | &nbsp;&nbsp;1273337 |
| &nbsp;&nbsp;&nbsp;&nbsp;Pennsylvania Turnpike <br>Commission (RB) Series <br>A-1 |  |  |
| 5.000%, 12/01/33  | 1595 | &nbsp;&nbsp;1607932 |
| &nbsp;&nbsp;&nbsp;&nbsp;Pennsylvania Turnpike <br>Commission (RB) Series <br>B |  |  |
| 5.000%, 12/01/37 | 1250 | &nbsp;&nbsp;1369883 |
| &nbsp;&nbsp;&nbsp;&nbsp;Philadelphia Gas Works <br>Co. (RB) (AG) Series A |  |  |
| 5.000%, 08/01/28  | 250 | &nbsp;&nbsp;265690 |
| &nbsp;&nbsp;&nbsp;&nbsp;Pittsburgh Water & Sewer <br>Authority (RB) Series A |  |  |
| 5.000%, 09/01/30  | 475 | &nbsp;&nbsp;524317 |
| 5.000%, 09/01/31  | 780 | &nbsp;&nbsp;872906 |
| &nbsp;&nbsp;&nbsp;&nbsp;Pittsburgh Water & Sewer <br>Authority (RB) (AG) <br>Series B |  |  |
| 5.000%, 09/01/28  | 245 | &nbsp;&nbsp;261447 |
| TOTAL PENNSYLVANIA |  | &nbsp;&nbsp;18607366 |
| SOUTH CAROLINA — (1.3%) | SOUTH CAROLINA — (1.3%) | SOUTH CAROLINA — (1.3%) |
| &nbsp;&nbsp;&nbsp;&nbsp;College of Charleston (RB) <br>Series A |  |  |
| 3.000%, 04/01/32  | 750 | &nbsp;&nbsp;757456 |

---

------

**DFA Selective State Municipal Bond Portfolio**

**CONTINUED**

---

| | | |
|:---|:---|:---|
|  | **Face**<br>**Amount**<br>| **Value†** |
|  | **(000)** |  |
| SOUTH CAROLINA — (Continued) | SOUTH CAROLINA — (Continued) | SOUTH CAROLINA — (Continued) |
| &nbsp;&nbsp;&nbsp;&nbsp;Piedmont Municipal Power <br>Agency (RB) Series A |  |  |
| 5.000%, 01/01/27  | 460 | &nbsp;&nbsp;$460953 |
| &nbsp;&nbsp;&nbsp;&nbsp;Piedmont Municipal Power <br>Agency (RB) Series D |  |  |
| 4.000%, 01/01/33  | 500 | &nbsp;&nbsp;516280 |
| &nbsp;&nbsp;&nbsp;&nbsp;South Carolina <br>Jobs-Economic <br>Development Authority <br>(RB) Series A |  |  |
| 5.250%, 11/01/43  | 1235 | &nbsp;&nbsp;1343783 |
| &nbsp;&nbsp;&nbsp;&nbsp;South Carolina Public <br>Service Authority (RB) <br>Series A |  |  |
| 5.000%, 12/01/37  | 380 | &nbsp;&nbsp;382209 |
| 4.000%, 12/01/40  | 1095 | &nbsp;&nbsp;1098533 |
| 5.000%, 12/01/44  | 180 | &nbsp;&nbsp;191692 |
| &nbsp;&nbsp;&nbsp;&nbsp;York County School District <br>No. 1 (GO) |  |  |
| 4.000%, 07/30/26  | 2500 | &nbsp;&nbsp;2521569 |
| &nbsp;&nbsp;&nbsp;&nbsp;TOTAL SOUTH <br>CAROLINA |  | &nbsp;&nbsp;7272475 |
| SOUTH DAKOTA — (0.3%) | SOUTH DAKOTA — (0.3%) | SOUTH DAKOTA — (0.3%) |
| &nbsp;&nbsp;&nbsp;&nbsp;City of Sioux Falls Sales <br>Tax Revenue (RB) <br>Series A |  |  |
| 5.000%, 11/15/26  | 885 | &nbsp;&nbsp;903194 |
| &nbsp;&nbsp;&nbsp;&nbsp;South Dakota Health & <br>Educational Facilities <br>Authority (RB) |  |  |
| 3.250%, 09/01/32  | 130 | &nbsp;&nbsp;130311 |
| &nbsp;&nbsp;&nbsp;&nbsp;South Dakota Health & <br>Educational Facilities <br>Authority (RB) Series B |  |  |
| 5.000%, 11/01/36  | 400 | &nbsp;&nbsp;458741 |
| TOTAL SOUTH DAKOTA |  | &nbsp;&nbsp;1492246 |
| TENNESSEE — (2.5%) | TENNESSEE — (2.5%) | TENNESSEE — (2.5%) |
| County of Williamson (GO) |  |  |
| 4.000%, 04/01/42  | 1000 | &nbsp;&nbsp;1024907 |
| &nbsp;&nbsp;&nbsp;&nbsp;Greeneville Health & <br>Educational Facilities <br>Board (RB) Series A |  |  |
| 5.000%, 07/01/30  | 665 | &nbsp;&nbsp;700429 |
| &nbsp;&nbsp;&nbsp;&nbsp;Knox County Health <br>Educational & Housing <br>Facility Board (RB) <br>Series A |  |  |
| 5.000%, 01/01/33  | 760 | &nbsp;&nbsp;774596 |

---

---

| | | |
|:---|:---|:---|
|  | **Face**<br>**Amount**<br>| **Value†** |
|  | **(000)** |  |
| TENNESSEE — (Continued) | TENNESSEE — (Continued) | TENNESSEE — (Continued) |
| &nbsp;&nbsp;&nbsp;&nbsp;Metropolitan Government <br>Nashville & Davidson <br>County Health & <br>Educational Facilities <br>Board (RB) Series A |  |  |
| 5.000%, 07/01/29  | 2010 | &nbsp;&nbsp;$2169309 |
| 5.000%, 07/01/30  | 225 | &nbsp;&nbsp;227290 |
| 5.000%, 07/01/31  | 1290 | &nbsp;&nbsp;1424308 |
| &nbsp;&nbsp;&nbsp;&nbsp;Metropolitan Government <br>of Nashville & Davidson <br>County (GO) |  |  |
| 5.000%, 01/01/28  | 1085 | &nbsp;&nbsp;1096239 |
| 4.000%, 07/01/37  | 3000 | &nbsp;&nbsp;3041052 |
| &nbsp;&nbsp;&nbsp;&nbsp;Metropolitan Government <br>of Nashville & Davidson <br>County (GO) Series C |  |  |
| 4.000%, 01/01/44  | 3000 | &nbsp;&nbsp;2985803 |
| &nbsp;&nbsp;&nbsp;&nbsp;Metropolitan Nashville <br>Airport Authority (RB) <br>Series A |  |  |
| 5.000%, 07/01/36  | 500 | &nbsp;&nbsp;588503 |
| TOTAL TENNESSEE |  | &nbsp;&nbsp;14032436 |
| TEXAS — (19.7%) | TEXAS — (19.7%) | TEXAS — (19.7%) |
| &nbsp;&nbsp;&nbsp;&nbsp;Allen Independent School <br>District (GO) (PSF-GTD) <br>Series A |  |  |
| 5.000%, 02/15/37  | 1500 | &nbsp;&nbsp;1726936 |
| &nbsp;&nbsp;&nbsp;&nbsp;Arlington Higher Education <br>Finance Corp. (RB) <br>(PSF-GTD) Series A |  |  |
| 5.000%, 08/15/28  | 300 | &nbsp;&nbsp;317388 |
| &nbsp;&nbsp;&nbsp;&nbsp;Austin Community College <br>District Public Facility <br>Corp. (RB) |  |  |
| 5.000%, 08/01/26  | 275 | &nbsp;&nbsp;278620 |
| 5.000%, 08/01/27  | 420 | &nbsp;&nbsp;436428 |
| &nbsp;&nbsp;&nbsp;&nbsp;Austin Independent School <br>District (GO) |  |  |
| 5.000%, 08/01/41  | 1475 | &nbsp;&nbsp;1611462 |
| &nbsp;&nbsp;&nbsp;&nbsp;Austin Independent School <br>District (GO) (PSF-GTD) |  |  |
| 4.000%, 08/01/44  | 1440 | &nbsp;&nbsp;1404019 |
| &nbsp;&nbsp;&nbsp;&nbsp;Bexar County Hospital <br>District (GO) |  |  |
| 5.000%, 02/15/27  | 575 | &nbsp;&nbsp;590029 |
| 5.000%, 02/15/42  | 280 | &nbsp;&nbsp;299520 |
| &nbsp;&nbsp;&nbsp;&nbsp;Board of Regents of the <br>University of Texas <br>System (RB) Series A |  |  |
| 5.000%, 08/15/28  | 755 | &nbsp;&nbsp;805804 |
| 5.000%, 08/15/37  | 570 | &nbsp;&nbsp;655088 |
| &nbsp;&nbsp;&nbsp;&nbsp;Brushy Creek Regional <br>Utility Authority, Inc. (RB) |  |  |
| 4.000%, 08/01/32  | 255 | &nbsp;&nbsp;256058 |

---

------

**DFA Selective State Municipal Bond Portfolio**

**CONTINUED**

---

| | | |
|:---|:---|:---|
|  | **Face**<br>**Amount**<br>| **Value†** |
|  | **(000)** |  |
| TEXAS — (Continued) | TEXAS — (Continued) | TEXAS — (Continued) |
| &nbsp;&nbsp;&nbsp;&nbsp;Central Texas Regional <br>Mobility Authority (RB) <br>Series B |  |  |
| 5.000%, 01/01/39  | 500 | &nbsp;&nbsp;$537498 |
| 4.000%, 01/01/40  | 755 | &nbsp;&nbsp;761324 |
| &nbsp;&nbsp;&nbsp;&nbsp;Central Texas Turnpike <br>System (RB) Series A |  |  |
| 5.000%, 08/15/39  | 1310 | &nbsp;&nbsp;1405081 |
| City of Arlington (GO) |  |  |
| 5.000%, 08/15/38  | 2085 | &nbsp;&nbsp;2397194 |
| City of Austin (GO) |  |  |
| 5.000%, 05/01/26  | 1230 | &nbsp;&nbsp;1238289 |
| 5.000%, 09/01/26  | 805 | &nbsp;&nbsp;817821 |
| 5.000%, 09/01/44  | 440 | &nbsp;&nbsp;473724 |
| &nbsp;&nbsp;&nbsp;&nbsp;City of Austin Airport <br>System Revenue (RB) <br>Series A |  |  |
| 5.000%, 11/15/32  | 525 | &nbsp;&nbsp;534469 |
| &nbsp;&nbsp;&nbsp;&nbsp;City of Austin Electric Utility <br>Revenue (RB) |  |  |
| 5.000%, 11/15/43  | 250 | &nbsp;&nbsp;273125 |
| 5.000%, 11/15/44  | 165 | &nbsp;&nbsp;178113 |
| City of Carrollton (GO) |  |  |
| 5.000%, 08/15/26  | 475 | &nbsp;&nbsp;482043 |
| &nbsp;&nbsp;&nbsp;&nbsp;City of Dallas (GO) Series <br>A |  |  |
| 5.000%, 02/15/37  | 2500 | &nbsp;&nbsp;2824853 |
| City of El Paso (GO) |  |  |
| 5.000%, 08/15/27  | 200 | &nbsp;&nbsp;207867 |
| &nbsp;&nbsp;&nbsp;&nbsp;City of El Paso Water & <br>Sewer Revenue (RB) |  |  |
| 5.000%, 03/01/45  | 735 | &nbsp;&nbsp;775946 |
| City of Fort Worth (GO) |  |  |
| 4.000%, 03/01/29  | 2420 | &nbsp;&nbsp;2423220 |
| &nbsp;&nbsp;&nbsp;&nbsp;City of Garland Electric <br>Utility System Revenue <br>(RB) (AG) |  |  |
| 5.000%, 03/01/29  | 275 | &nbsp;&nbsp;296002 |
| City of Grand Prairie (GO) |  |  |
| 5.000%, 02/15/44  | 1200 | &nbsp;&nbsp;1286012 |
| City of Houston (RN) |  |  |
| 5.000%, 06/30/26  | 2500 | &nbsp;&nbsp;2527966 |
| &nbsp;&nbsp;&nbsp;&nbsp;City of Houston (GO) <br>Series A |  |  |
| 5.000%, 03/01/32  | 540 | &nbsp;&nbsp;554381 |
| 5.250%, 03/01/43  | 1400 | &nbsp;&nbsp;1522976 |
| &nbsp;&nbsp;&nbsp;&nbsp;City of Hutto (GO) (BAM) <br>Series A |  |  |
| 3.000%, 08/01/27  | 515 | &nbsp;&nbsp;514726 |
| City of Irving (GO) |  |  |
| 5.000%, 09/15/26  | 265 | &nbsp;&nbsp;269304 |
| City of Kyle (GO) (AG) |  |  |
| 5.000%, 08/15/26  | 180 | &nbsp;&nbsp;182572 |
| 5.000%, 08/15/27  | 250 | &nbsp;&nbsp;260181 |
| City of League City (GO) |  |  |
| 4.000%, 02/15/28  | 160 | &nbsp;&nbsp;162713 |

---

---

| | | |
|:---|:---|:---|
|  | **Face**<br>**Amount**<br>| **Value†** |
|  | **(000)** |  |
| TEXAS — (Continued) | TEXAS — (Continued) | TEXAS — (Continued) |
| &nbsp;&nbsp;&nbsp;&nbsp;City of Mount Pleasant <br>(GO) (AG) |  |  |
| 5.000%, 05/15/29  | 390 | &nbsp;&nbsp;$419636 |
| 5.000%, 05/15/30  | 415 | &nbsp;&nbsp;454427 |
| City of Odessa (GO) |  |  |
| 5.000%, 03/01/29  | 225 | &nbsp;&nbsp;234892 |
| &nbsp;&nbsp;&nbsp;&nbsp;City of San Antonio Electric <br>& Gas Systems <br>Revenue (RB) |  |  |
| 5.000%, 02/01/35  | 1000 | &nbsp;&nbsp;1033397 |
| 4.000%, 02/01/36  | 1270 | &nbsp;&nbsp;1270000 |
| &nbsp;&nbsp;&nbsp;&nbsp;City of San Antonio Electric <br>& Gas Systems <br>Revenue (RB) Series A |  |  |
| 5.250%, 02/01/44  | 1200 | &nbsp;&nbsp;1317633 |
| &nbsp;&nbsp;&nbsp;&nbsp;City of San Antonio Electric <br>& Gas Systems <br>Revenue (RB) Series B |  |  |
| 5.000%, 02/01/38  | 650 | &nbsp;&nbsp;757126 |
| City of Seguin (GO) |  |  |
| 5.000%, 09/01/43  | 1750 | &nbsp;&nbsp;1882876 |
| &nbsp;&nbsp;&nbsp;&nbsp;Clear Creek Independent <br>School District (GO) <br>(PSF-GTD) |  |  |
| 5.000%, 02/15/33  | 1265 | &nbsp;&nbsp;1296395 |
| &nbsp;&nbsp;&nbsp;&nbsp;College Station <br>Independent School <br>District (GO) (PSF-GTD) |  |  |
| 5.000%, 08/15/28  | 1565 | &nbsp;&nbsp;1670409 |
| &nbsp;&nbsp;&nbsp;&nbsp;Collin County Community <br>College District (GO) |  |  |
| 4.000%, 08/15/32  | 1050 | &nbsp;&nbsp;1070401 |
| &nbsp;&nbsp;&nbsp;&nbsp;Conroe Independent <br>School District (GO) <br>(PSF-GTD) |  |  |
| 5.000%, 02/15/32  | 4020 | &nbsp;&nbsp;4023829 |
| 5.000%, 02/15/43  | 735 | &nbsp;&nbsp;799056 |
| 5.000%, 02/15/44  | 2000 | &nbsp;&nbsp;2168677 |
| County of Bexar (GO) |  |  |
| 4.000%, 06/15/26  | 600 | &nbsp;&nbsp;603699 |
| &nbsp;&nbsp;&nbsp;&nbsp;County of Fort Bend Toll <br>Road Revenue (RB) <br>(AG) |  |  |
| 5.000%, 03/01/26  | 305 | &nbsp;&nbsp;305621 |
| 5.000%, 03/01/27  | 605 | &nbsp;&nbsp;621741 |
| County of Harris (GO) |  |  |
| 5.000%, 09/15/42  | 2715 | &nbsp;&nbsp;2979478 |
| &nbsp;&nbsp;&nbsp;&nbsp;County of Harris (GO) <br>Series A |  |  |
| 5.000%, 10/01/27  | 1500 | &nbsp;&nbsp;1568066 |
| County of Hidalgo (GO) |  |  |
| 5.000%, 08/15/26  | 140 | &nbsp;&nbsp;141880 |
| 5.000%, 08/15/27  | 120 | &nbsp;&nbsp;124517 |
| County of Midland (GO) |  |  |
| 5.000%, 02/15/42  | 1110 | &nbsp;&nbsp;1202539 |

---

------

**DFA Selective State Municipal Bond Portfolio**

**CONTINUED**

---

| | | |
|:---|:---|:---|
|  | **Face**<br>**Amount**<br>| **Value†** |
|  | **(000)** |  |
| TEXAS — (Continued) | TEXAS — (Continued) | TEXAS — (Continued) |
| &nbsp;&nbsp;&nbsp;&nbsp;County of Montgomery <br>(GO) |  |  |
| 5.000%, 03/01/31  | 3000 | &nbsp;&nbsp;$3006380 |
| County of Travis (GO) |  |  |
| 5.000%, 03/01/27  | 835 | &nbsp;&nbsp;859463 |
| County of Williamson (GO) |  |  |
| 5.000%, 02/15/37  | 2000 | &nbsp;&nbsp;2286522 |
| Dallas College (GO) |  |  |
| 5.000%, 02/15/34  | 1640 | &nbsp;&nbsp;1697853 |
| 5.000%, 02/15/35  | 1765 | &nbsp;&nbsp;1767948 |
| &nbsp;&nbsp;&nbsp;&nbsp;Dallas County Utility & <br>Reclamation District <br>(GO) |  |  |
| 5.000%, 02/15/26  | 900 | &nbsp;&nbsp;900827 |
| &nbsp;&nbsp;&nbsp;&nbsp;Dallas Fort Worth <br>International Airport (RB) |  |  |
| 5.000%, 11/01/30  | 35 | &nbsp;&nbsp;39088 |
| 4.000%, 11/01/39  | 495 | &nbsp;&nbsp;504300 |
| &nbsp;&nbsp;&nbsp;&nbsp;Dallas Independent School <br>District (GO) (PSF-GTD) <br>Series B |  |  |
| 5.000%, 02/15/44  | 230 | &nbsp;&nbsp;248111 |
| &nbsp;&nbsp;&nbsp;&nbsp;Del Valle Independent <br>School District (GO) <br>(PSF-GTD) Series B |  |  |
| 5.000%, 06/15/26  | 600 | &nbsp;&nbsp;605980 |
| &nbsp;&nbsp;&nbsp;&nbsp;El Paso County Hospital <br>District (GO) (AG) |  |  |
| 5.000%, 02/15/26  | 300 | &nbsp;&nbsp;300243 |
| 5.000%, 02/15/27  | 195 | &nbsp;&nbsp;199616 |
| &nbsp;&nbsp;&nbsp;&nbsp;Forney Independent <br>School District (GO) <br>(PSF-GTD) |  |  |
| 5.000%, 08/15/27  | 585 | &nbsp;&nbsp;607922 |
| &nbsp;&nbsp;&nbsp;&nbsp;Fort Bend County <br>Municipal Management <br>District No. 1 (GO) <br>(BAM) |  |  |
| 2.000%, 09/01/30  | 245 | &nbsp;&nbsp;228510 |
| &nbsp;&nbsp;&nbsp;&nbsp;Fort Bend County <br>Municipal Utility District <br>No. 57 (GO) (AG) |  |  |
| 2.000%, 04/01/28  | 350 | &nbsp;&nbsp;342291 |
| &nbsp;&nbsp;&nbsp;&nbsp;Fort Bend Independent <br>School District (GO) <br>(PSF-GTD) Series A |  |  |
| 5.000%, 08/15/43  | 2950 | &nbsp;&nbsp;3170623 |
| &nbsp;&nbsp;&nbsp;&nbsp;Fort Worth Independent <br>School District (GO) <br>(PSF-GTD) Series A |  |  |
| 5.000%, 02/15/27  | 500 | &nbsp;&nbsp;514004 |
| &nbsp;&nbsp;&nbsp;&nbsp;Greater Greenspoint <br>Redevelopment Authority <br>(TAN) (AG) |  |  |
| 4.000%, 09/01/34  | 285 | &nbsp;&nbsp;294758 |

---

---

| | | |
|:---|:---|:---|
|  | **Face**<br>**Amount**<br>| **Value†** |
|  | **(000)** |  |
| TEXAS — (Continued) | TEXAS — (Continued) | TEXAS — (Continued) |
| &nbsp;&nbsp;&nbsp;&nbsp;Greenville Independent <br>School District (GO) <br>(PSF-GTD) |  |  |
| 5.000%, 02/15/27  | 270 | &nbsp;&nbsp;$277562 |
| &nbsp;&nbsp;&nbsp;&nbsp;Harris County Cultural <br>Education Facilities <br>Finance Corp. (RB) <br>Series A |  |  |
| 5.000%, 05/15/28  | 790 | &nbsp;&nbsp;832053 |
| 5.000%, 07/01/28  | 485 | &nbsp;&nbsp;513528 |
| 5.000%, 05/15/31  | 555 | &nbsp;&nbsp;595954 |
| 3.000%, 10/01/40  | 100 | &nbsp;&nbsp;87639 |
| &nbsp;&nbsp;&nbsp;&nbsp;Harris County Flood <br>Control District (GO) <br>Series A |  |  |
| 5.000%, 10/01/27  | 330 | &nbsp;&nbsp;344919 |
| &nbsp;&nbsp;&nbsp;&nbsp;Harris County Hospital <br>District (GO) |  |  |
| 5.000%, 02/15/39  | 1040 | &nbsp;&nbsp;1166272 |
| Houston City College (RB) |  |  |
| 5.000%, 04/15/26  | 1230 | &nbsp;&nbsp;1232635 |
| &nbsp;&nbsp;&nbsp;&nbsp;Humble Independent <br>School District (GO) <br>(PSF-GTD) Series A |  |  |
| 5.000%, 02/15/27  | 445 | &nbsp;&nbsp;457510 |
| &nbsp;&nbsp;&nbsp;&nbsp;Humble Independent <br>School District (GO) <br>Series B |  |  |
| 5.000%, 02/15/27  | 150 | &nbsp;&nbsp;154030 |
| &nbsp;&nbsp;&nbsp;&nbsp;Irving Independent School <br>District (GO) (PSF-GTD) |  |  |
| 5.000%, 02/15/28  | 195 | &nbsp;&nbsp;205839 |
| 5.000%, 02/15/43  | 2500 | &nbsp;&nbsp;2670004 |
| &nbsp;&nbsp;&nbsp;&nbsp;Lower Colorado River <br>Authority (RB) |  |  |
| 5.000%, 05/15/39  | 1205 | &nbsp;&nbsp;1284757 |
| 5.000%, 05/15/41  | 735 | &nbsp;&nbsp;775605 |
| 5.000%, 05/15/43  | 635 | &nbsp;&nbsp;678922 |
| 5.000%, 05/15/44  | 310 | &nbsp;&nbsp;330433 |
| &nbsp;&nbsp;&nbsp;&nbsp;Lower Colorado River <br>Authority (RB) Series A |  |  |
| 5.000%, 05/15/38  | 450 | &nbsp;&nbsp;481876 |
| &nbsp;&nbsp;&nbsp;&nbsp;New Hope Cultural <br>Education Facilities <br>Finance Corp. (RB) <br>Series A |  |  |
| 5.000%, 08/15/36  | 1000 | &nbsp;&nbsp;1151607 |
| &nbsp;&nbsp;&nbsp;&nbsp;North Texas Municipal <br>Water District Water <br>System Revenue (RB) |  |  |
| 5.000%, 09/01/27  | 475 | &nbsp;&nbsp;495721 |
| &nbsp;&nbsp;&nbsp;&nbsp;Permanent University Fund <br>- University of Texas <br>System (RB) Series A |  |  |
| 4.000%, 07/01/42  | 2480 | &nbsp;&nbsp;2486647 |

---

------

**DFA Selective State Municipal Bond Portfolio**

**CONTINUED**

---

| | | |
|:---|:---|:---|
|  | **Face**<br>**Amount**<br>| **Value†** |
|  | **(000)** |  |
| TEXAS — (Continued) | TEXAS — (Continued) | TEXAS — (Continued) |
| &nbsp;&nbsp;&nbsp;&nbsp;Point Aquarius Municipal <br>Utility District (GO) <br>(BAM) |  |  |
| 3.000%, 03/01/26  | 100 | &nbsp;&nbsp;$100012 |
| &nbsp;&nbsp;&nbsp;&nbsp;Port Freeport (RB) Series <br>B |  |  |
| 5.000%, 06/01/29  | 350 | &nbsp;&nbsp;368144 |
| &nbsp;&nbsp;&nbsp;&nbsp;Prosper Independent <br>School District (GO) <br>(PSF-GTD) |  |  |
| 5.000%, 02/15/28  | 290 | &nbsp;&nbsp;306001 |
| &nbsp;&nbsp;&nbsp;&nbsp;Roma Independent School <br>District (GO) (PSF-GTD) |  |  |
| 4.000%, 02/15/26  | 540 | &nbsp;&nbsp;540288 |
| &nbsp;&nbsp;&nbsp;&nbsp;San Antonio Independent <br>School District (GO) <br>(PSF-GTD) |  |  |
| 4.000%, 08/15/43  | 500 | &nbsp;&nbsp;500212 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sherman Independent <br>School District (GO) <br>(PSF-GTD) Series B |  |  |
| 5.000%, 02/15/42  | 2065 | &nbsp;&nbsp;2233631 |
| &nbsp;&nbsp;&nbsp;&nbsp;Springtown Independent <br>School District (GO) <br>(PSF-GTD) |  |  |
| 5.000%, 02/15/38  | 400 | &nbsp;&nbsp;457757 |
| State of Texas (GO) |  |  |
| 5.000%, 10/01/44  | 1000 | &nbsp;&nbsp;1091165 |
| &nbsp;&nbsp;&nbsp;&nbsp;State of Texas (GO) Series <br>A |  |  |
| 5.000%, 10/01/31  | 1050 | &nbsp;&nbsp;1095720 |
| &nbsp;&nbsp;&nbsp;&nbsp;State of Texas (GO) Series <br>B |  |  |
| 5.000%, 08/01/40  | 1865 | &nbsp;&nbsp;1867967 |
| &nbsp;&nbsp;&nbsp;&nbsp;Stephen F Austin State <br>University (RB) |  |  |
| 5.000%, 10/15/29  | 350 | &nbsp;&nbsp;355805 |
| &nbsp;&nbsp;&nbsp;&nbsp;Tarrant County Cultural <br>Education Facilities <br>Finance Corp. (RB) |  |  |
| 5.000%, 12/01/44  | 1515 | &nbsp;&nbsp;1610790 |
| &nbsp;&nbsp;&nbsp;&nbsp;Tarrant County Cultural <br>Education Facilities <br>Finance Corp. (RB) <br>Series A |  |  |
| 4.000%, 02/15/35  | 1760 | &nbsp;&nbsp;1765331 |
| &nbsp;&nbsp;&nbsp;&nbsp;Tarrant County Cultural <br>Education Facilities <br>Finance Corp. (RB) <br>Series E |  |  |
| 5.000%, 11/15/28  | 240 | &nbsp;&nbsp;256507 |
| 5.000%, 11/15/29  | 310 | &nbsp;&nbsp;338385 |
| &nbsp;&nbsp;&nbsp;&nbsp;Texas Municipal Power <br>Agency (RB) (AG) |  |  |
| 3.000%, 09/01/32  | 200 | &nbsp;&nbsp;200041 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Face**<br>**Amount**<br>| **Value†** |
|  |  | **(000)** |  |
| TEXAS — (Continued) | TEXAS — (Continued) | TEXAS — (Continued) | TEXAS — (Continued) |
| &nbsp;&nbsp;&nbsp;&nbsp;Texas Tech University <br>System (RB) Series A | &nbsp;&nbsp;&nbsp;&nbsp;Texas Tech University <br>System (RB) Series A |  |  |
|  | 5.000%, 02/15/42  | 350 | &nbsp;&nbsp;$387985 |
| &nbsp;&nbsp;&nbsp;&nbsp;Texas Transportation <br>Commission (GO) | &nbsp;&nbsp;&nbsp;&nbsp;Texas Transportation <br>Commission (GO) |  |  |
|  | 5.000%, 04/01/43  | 1075 | &nbsp;&nbsp;1164178 |
| &nbsp;&nbsp;&nbsp;&nbsp;Timber Lane Utility District <br>(GO) (AG) Series A | &nbsp;&nbsp;&nbsp;&nbsp;Timber Lane Utility District <br>(GO) (AG) Series A |  |  |
|  | 4.000%, 08/01/26  | 365 | &nbsp;&nbsp;367685 |
| Town of Prosper (GO) | Town of Prosper (GO) |  |  |
|  | 5.000%, 02/15/37  | 1530 | &nbsp;&nbsp;1725701 |
| &nbsp;&nbsp;&nbsp;&nbsp;University of North Texas <br>System (RB) Series A | &nbsp;&nbsp;&nbsp;&nbsp;University of North Texas <br>System (RB) Series A |  |  |
|  | 5.000%, 04/15/27  | 520 | &nbsp;&nbsp;536650 |
| &nbsp;&nbsp;&nbsp;&nbsp;Waco Educational Finance <br>Corp. (RB) | &nbsp;&nbsp;&nbsp;&nbsp;Waco Educational Finance <br>Corp. (RB) |  |  |
|  | 5.000%, 03/01/36  | 285 | &nbsp;&nbsp;313649 |
| &nbsp;&nbsp;&nbsp;&nbsp;Waco Educational Finance <br>Corp. (RB) Series A | &nbsp;&nbsp;&nbsp;&nbsp;Waco Educational Finance <br>Corp. (RB) Series A |  |  |
|  | 5.000%, 03/01/35  | 720 | &nbsp;&nbsp;782213 |
| &nbsp;&nbsp;&nbsp;&nbsp;Wylie Independent School <br>District/Collin County <br>(GO) (PSF-GTD) | &nbsp;&nbsp;&nbsp;&nbsp;Wylie Independent School <br>District/Collin County <br>(GO) (PSF-GTD) |  |  |
|  | 5.000%, 08/15/42  | 1750 | &nbsp;&nbsp;1908235 |
| TOTAL TEXAS | TOTAL TEXAS |  | &nbsp;&nbsp;111307051 |
| UTAH — (0.5%) | UTAH — (0.5%) | UTAH — (0.5%) | UTAH — (0.5%) |
| County of Uintah (GO) | County of Uintah (GO) |  |  |
| ¤ | &nbsp;&nbsp;&nbsp;&nbsp;4.000%, 12/15/28 <br>(Pre-refunded @ <br>$100, 6/15/26)<br>| 750 | &nbsp;&nbsp;754786 |
| &nbsp;&nbsp;&nbsp;&nbsp;Jordan Valley Water <br>Conservancy District <br>(RB) Series A | &nbsp;&nbsp;&nbsp;&nbsp;Jordan Valley Water <br>Conservancy District <br>(RB) Series A |  |  |
|  | 5.000%, 10/01/43  | 450 | &nbsp;&nbsp;479490 |
| &nbsp;&nbsp;&nbsp;&nbsp;Jordan Valley Water <br>Conservancy District <br>(RB) Series A | &nbsp;&nbsp;&nbsp;&nbsp;Jordan Valley Water <br>Conservancy District <br>(RB) Series A |  |  |
|  | 5.000%, 10/01/28  | 440 | &nbsp;&nbsp;471093 |
| &nbsp;&nbsp;&nbsp;&nbsp;Utah Associated Municipal <br>Power Systems (RB) <br>Series B | &nbsp;&nbsp;&nbsp;&nbsp;Utah Associated Municipal <br>Power Systems (RB) <br>Series B |  |  |
|  | 5.000%, 09/01/35  | 1035 | &nbsp;&nbsp;1074275 |
| Utah Transit Authority (RB) | Utah Transit Authority (RB) |  |  |
|  | 5.000%, 12/15/26  | 290 | &nbsp;&nbsp;296937 |
| TOTAL UTAH | TOTAL UTAH |  | &nbsp;&nbsp;3076581 |
| VIRGINIA — (0.1%) | VIRGINIA — (0.1%) | VIRGINIA — (0.1%) | VIRGINIA — (0.1%) |
| &nbsp;&nbsp;&nbsp;&nbsp;Lynchburg Economic <br>Development Authority <br>(RB) | &nbsp;&nbsp;&nbsp;&nbsp;Lynchburg Economic <br>Development Authority <br>(RB) |  |  |
|  | 5.000%, 01/01/29  | 210 | &nbsp;&nbsp;223589 |

---

------

**DFA Selective State Municipal Bond Portfolio**

**CONTINUED**

---

| | | |
|:---|:---|:---|
|  | **Face**<br>**Amount**<br>| **Value†** |
|  | **(000)** |  |
| VIRGINIA — (Continued) | VIRGINIA — (Continued) | VIRGINIA — (Continued) |
| &nbsp;&nbsp;&nbsp;&nbsp;Roanoke Economic <br>Development Authority <br>(RB) |  |  |
| 5.000%, 07/01/26  | 500 | &nbsp;&nbsp;$505123 |
| TOTAL VIRGINIA |  | &nbsp;&nbsp;728712 |
| WASHINGTON — (11.1%) | WASHINGTON — (11.1%) | WASHINGTON — (11.1%) |
| City of Kirkland (GO) |  |  |
| 5.000%, 12/01/43  | 2725 | &nbsp;&nbsp;2982954 |
| &nbsp;&nbsp;&nbsp;&nbsp;City of Port Angeles Water <br>& Wastewater Utility <br>Revenue (RB) |  |  |
| 5.000%, 11/01/26  | 750 | &nbsp;&nbsp;765202 |
| City of Seattle (GO) |  |  |
| 4.000%, 12/01/32  | 375 | &nbsp;&nbsp;375196 |
| &nbsp;&nbsp;&nbsp;&nbsp;City of Seattle Drainage & <br>Wastewater Revenue <br>(RB) |  |  |
| 5.000%, 09/01/29  | 480 | &nbsp;&nbsp;525138 |
| 4.000%, 04/01/33  | 985 | &nbsp;&nbsp;986555 |
| &nbsp;&nbsp;&nbsp;&nbsp;City of Seattle Municipal <br>Light & Power Revenue <br>(RB) |  |  |
| 5.000%, 02/01/28  | 1115 | &nbsp;&nbsp;1174250 |
| &nbsp;&nbsp;&nbsp;&nbsp;City of Seattle Solid Waste <br>Revenue (RB) |  |  |
| 4.000%, 06/01/29  | 170 | &nbsp;&nbsp;170699 |
| &nbsp;&nbsp;&nbsp;&nbsp;City of Tacoma Sewer <br>Revenue (RB) |  |  |
| 4.000%, 12/01/35  | 1475 | &nbsp;&nbsp;1475405 |
| &nbsp;&nbsp;&nbsp;&nbsp;Clark County School <br>District No. 114 <br>Evergreen (GO) (SCH <br>BD GTY) |  |  |
| 5.000%, 12/01/40  | 2090 | &nbsp;&nbsp;2332408 |
| &nbsp;&nbsp;&nbsp;&nbsp;County of King Sewer <br>Revenue (RB) Series A |  |  |
| 4.000%, 07/01/39  | 2000 | &nbsp;&nbsp;2000274 |
| Energy Northwest (RB) |  |  |
| 4.000%, 07/01/27  | 400 | &nbsp;&nbsp;400318 |
| &nbsp;&nbsp;&nbsp;&nbsp;Energy Northwest (RB) <br>Series A |  |  |
| 5.000%, 07/01/36  | 1815 | &nbsp;&nbsp;1948646 |
| 5.000%, 07/01/38  | 3000 | &nbsp;&nbsp;3475062 |
| &nbsp;&nbsp;&nbsp;&nbsp;King & Snohomish <br>Counties School District <br>No. 417 Northshore <br>(GO) (SCH BD GTY) |  |  |
| 5.000%, 12/01/26  | 655 | &nbsp;&nbsp;669975 |
| 5.000%, 12/01/42  | 1195 | &nbsp;&nbsp;1318141 |
| &nbsp;&nbsp;&nbsp;&nbsp;King County School District <br>No. 401 Highline (GO) <br>(SCH BD GTY) |  |  |
| 5.000%, 12/01/26  | 1650 | &nbsp;&nbsp;1652104 |
| 4.125%, 12/01/43  | 2660 | &nbsp;&nbsp;2698381 |

---

---

| | | |
|:---|:---|:---|
|  | **Face**<br>**Amount**<br>| **Value†** |
|  | **(000)** |  |
| WASHINGTON — (Continued) | WASHINGTON — (Continued) | WASHINGTON — (Continued) |
| &nbsp;&nbsp;&nbsp;&nbsp;King County School District <br>No. 405 Bellevue (GO) <br>(SCH BD GTY) |  |  |
| 4.000%, 12/01/33  | 1150 | &nbsp;&nbsp;$1174503 |
| &nbsp;&nbsp;&nbsp;&nbsp;King County School District <br>No. 409 Tahoma (GO) <br>(SCH BD GTY) |  |  |
| 5.000%, 12/01/28  | 675 | &nbsp;&nbsp;725245 |
| &nbsp;&nbsp;&nbsp;&nbsp;King County School District <br>No. 411 Issaquah (GO) <br>(SCH BD GTY) |  |  |
| 4.000%, 12/01/31  | 4350 | &nbsp;&nbsp;4368672 |
| &nbsp;&nbsp;&nbsp;&nbsp;Klickitat County Public <br>Utility District No. 1 (RB) <br>(AG) Series A |  |  |
| 5.000%, 12/01/28  | 275 | &nbsp;&nbsp;293978 |
| &nbsp;&nbsp;&nbsp;&nbsp;Pierce County School <br>District No. 10 Tacoma <br>(GO) (SCH BD GTY) <br>Series B |  |  |
| 5.000%, 12/01/26  | 660 | &nbsp;&nbsp;674594 |
| &nbsp;&nbsp;&nbsp;&nbsp;Pierce County School <br>District No. 403 Bethel <br>(GO) (SCH BD GTY) |  |  |
| 5.000%, 12/01/42  | 3000 | &nbsp;&nbsp;3300056 |
| &nbsp;&nbsp;&nbsp;&nbsp;Snohomish County Public <br>Utility District No. 1 <br>Electric System Revenue <br>(RB) Series A |  |  |
| 5.000%, 12/01/28  | 1145 | &nbsp;&nbsp;1231209 |
| &nbsp;&nbsp;&nbsp;&nbsp;Snohomish County School <br>District No. 103 Monroe <br>(GO) (SCH BD GTY) |  |  |
| 5.000%, 12/01/28  | 545 | &nbsp;&nbsp;586189 |
| &nbsp;&nbsp;&nbsp;&nbsp;Spokane County School <br>District No. 81 Spokane <br>(GO) (SCH BD GTY) |  |  |
| 4.000%, 12/01/44  | 1920 | &nbsp;&nbsp;1909131 |
| &nbsp;&nbsp;&nbsp;&nbsp;Spokane County School <br>District No. 81 Spokane <br>(GO) (SCH BD GTY) <br>Series B |  |  |
| 4.000%, 12/01/30  | 1690 | &nbsp;&nbsp;1736134 |
| &nbsp;&nbsp;&nbsp;&nbsp;State of Washington (GO) <br>Series B |  |  |
| 5.000%, 08/01/41  | 1430 | &nbsp;&nbsp;1463407 |
| &nbsp;&nbsp;&nbsp;&nbsp;State of Washington (GO) <br>Series A |  |  |
| 5.000%, 08/01/42  | 2500 | &nbsp;&nbsp;2552529 |
| &nbsp;&nbsp;&nbsp;&nbsp;State of Washington (GO) <br>Series B |  |  |
| 5.000%, 08/01/29  | 995 | &nbsp;&nbsp;1008481 |
| &nbsp;&nbsp;&nbsp;&nbsp;State of Washington (GO) <br>Series C |  |  |
| 5.000%, 06/01/29  | 1045 | &nbsp;&nbsp;1054383 |

---

------

**DFA Selective State Municipal Bond Portfolio**

**CONTINUED**

---

| | | |
|:---|:---|:---|
|  | **Face**<br>**Amount**<br>| **Value†** |
|  | **(000)** |  |
| WASHINGTON — (Continued) | WASHINGTON — (Continued) | WASHINGTON — (Continued) |
| 5.000%, 02/01/44  | 1200 | &nbsp;&nbsp;$1260267 |
| &nbsp;&nbsp;&nbsp;&nbsp;State of Washington (GO) <br>Series D |  |  |
| 5.000%, 02/01/41 | 2655 | &nbsp;&nbsp;2677074 |
| 5.000%, 02/01/42  | 240 | &nbsp;&nbsp;243393 |
| &nbsp;&nbsp;&nbsp;&nbsp;State of Washington (GO) <br>Series R-2024C |  |  |
| 5.000%, 08/01/40  | 1325 | &nbsp;&nbsp;1490211 |
| &nbsp;&nbsp;&nbsp;&nbsp;State of Washington (GO) <br>Series R-2025C |  |  |
| 5.000%, 07/01/39  | 2500 | &nbsp;&nbsp;2857973 |
| &nbsp;&nbsp;&nbsp;&nbsp;State of Washington (GO) <br>Series R-2025E |  |  |
| 5.000%, 08/01/28  | 200 | &nbsp;&nbsp;213370 |
| &nbsp;&nbsp;&nbsp;&nbsp;State of Washington (COP) <br>Series D |  |  |
| 5.000%, 07/01/40  | 630 | &nbsp;&nbsp;672070 |
| &nbsp;&nbsp;&nbsp;&nbsp;University of Washington <br>(RB) |  |  |
| 5.000%, 12/01/27  | 255 | &nbsp;&nbsp;267548 |
| 5.000%, 12/01/28  | 575 | &nbsp;&nbsp;617965 |
| &nbsp;&nbsp;&nbsp;&nbsp;Washington Health Care <br>Facilities Authority (RB) |  |  |
| 5.000%, 09/01/40  | 750 | &nbsp;&nbsp;794570 |
| &nbsp;&nbsp;&nbsp;&nbsp;Washington Health Care <br>Facilities Authority (RB) <br>Series A |  |  |
| 5.000%, 03/01/40  | 395 | &nbsp;&nbsp;429725 |
| 5.000%, 09/01/40  | 300 | &nbsp;&nbsp;331078 |
| &nbsp;&nbsp;&nbsp;&nbsp;Washington Health Care <br>Facilities Authority (RB) <br>Series B |  |  |
| 5.000%, 08/15/35  | 1000 | &nbsp;&nbsp;1031443 |
| 5.000%, 10/01/35  | 2690 | &nbsp;&nbsp;3078999 |
| TOTAL WASHINGTON |  | &nbsp;&nbsp;62994905 |
| WEST VIRGINIA — (0.2%) | WEST VIRGINIA — (0.2%) | WEST VIRGINIA — (0.2%) |
| &nbsp;&nbsp;&nbsp;&nbsp;State of West Virginia (GO) <br>Series B |  |  |
| 5.000%, 06/01/41  | 450 | &nbsp;&nbsp;464991 |
| &nbsp;&nbsp;&nbsp;&nbsp;West Virginia Hospital <br>Finance Authority (RB) <br>Series A |  |  |
| 5.000%, 09/01/32  | 440 | &nbsp;&nbsp;462125 |
| TOTAL WEST VIRGINIA |  | &nbsp;&nbsp;927116 |
| WISCONSIN — (4.6%) | WISCONSIN — (4.6%) | WISCONSIN — (4.6%) |
| &nbsp;&nbsp;&nbsp;&nbsp;City of Kaukauna Electric <br>System Revenue (RB) <br>(AG) |  |  |
| 4.000%, 12/15/30  | 800 | &nbsp;&nbsp;842509 |
| &nbsp;&nbsp;&nbsp;&nbsp;City of Milwaukee (GO) <br>Series B-3 |  |  |
| 3.000%, 03/01/30  | 610 | &nbsp;&nbsp;610004 |

---

---

| | | |
|:---|:---|:---|
|  | **Face**<br>**Amount**<br>| **Value†** |
|  | **(000)** |  |
| WISCONSIN — (Continued) | WISCONSIN — (Continued) | WISCONSIN — (Continued) |
| &nbsp;&nbsp;&nbsp;&nbsp;City of Milwaukee (GO) <br>Series N4 & B5 |  |  |
| 5.000%, 04/01/26  | 690 | &nbsp;&nbsp;$692743 |
| 4.000%, 04/01/28  | 425 | &nbsp;&nbsp;425914 |
| &nbsp;&nbsp;&nbsp;&nbsp;City of Milwaukee <br>Sewerage System <br>Revenue (RB) Series <br>S-2 |  |  |
| 5.000%, 06/01/27  | 400 | &nbsp;&nbsp;412703 |
| &nbsp;&nbsp;&nbsp;&nbsp;City of Waukesha (GO) <br>Series C |  |  |
| 5.000%, 10/01/26  | 305 | &nbsp;&nbsp;309989 |
| &nbsp;&nbsp;&nbsp;&nbsp;Milwaukee Metropolitan <br>Sewerage District (GO) <br>Series A |  |  |
| 5.000%, 10/01/26  | 915 | &nbsp;&nbsp;931734 |
| &nbsp;&nbsp;&nbsp;&nbsp;Platteville School District <br>(GO) |  |  |
| 5.000%, 03/01/31  | 565 | &nbsp;&nbsp;623646 |
| &nbsp;&nbsp;&nbsp;&nbsp;Public Finance Authority <br>(RB) Series A |  |  |
| 4.000%, 07/01/38  | 675 | &nbsp;&nbsp;692297 |
| 4.000%, 07/01/39  | 675 | &nbsp;&nbsp;688555 |
| &nbsp;&nbsp;&nbsp;&nbsp;State of Wisconsin (GO) <br>Series 1 |  |  |
| 5.000%, 05/01/38  | 1205 | &nbsp;&nbsp;1378700 |
| &nbsp;&nbsp;&nbsp;&nbsp;State of Wisconsin (GO) <br>Series A |  |  |
| 5.000%, 05/01/27  | 4110 | &nbsp;&nbsp;4250519 |
| 5.000%, 05/01/28  | 3000 | &nbsp;&nbsp;3181162 |
| 5.000%, 05/01/41  | 1100 | &nbsp;&nbsp;1216310 |
| 5.000%, 05/01/43  | 4000 | &nbsp;&nbsp;4325702 |
| &nbsp;&nbsp;&nbsp;&nbsp;State of Wisconsin (GO) <br>Series B |  |  |
| 4.000%, 05/01/41  | 1500 | &nbsp;&nbsp;1517632 |
| &nbsp;&nbsp;&nbsp;&nbsp;Wisconsin Health & <br>Educational Facilities <br>Authority (RB) |  |  |
| 5.000%, 04/04/32  | 795 | &nbsp;&nbsp;841917 |
| 5.000%, 07/01/34  | 795 | &nbsp;&nbsp;815380 |
| &nbsp;&nbsp;&nbsp;&nbsp;Wisconsin Health & <br>Educational Facilities <br>Authority (RB) Series A |  |  |
| 4.000%, 10/15/33  | 1345 | &nbsp;&nbsp;1405275 |
| &nbsp;&nbsp;&nbsp;&nbsp;WPPI Energy (RB) Series <br>A |  |  |
| 5.000%, 07/01/36  | 600 | &nbsp;&nbsp;604580 |
| TOTAL WISCONSIN |  | &nbsp;&nbsp;25767271 |
| &nbsp;&nbsp;&nbsp;&nbsp;TOTAL MUNICIPAL <br>BONDS<br>(Cost $558,879,507) |  | &nbsp;&nbsp;557170588 |

---

------

**DFA Selective State Municipal Bond Portfolio**

**CONTINUED**

---

| | | |
|:---|:---|:---|
|  | **Face**<br>**Amount**<br>| **Value†** |
|  | **(000)** |  |
| COMMERCIAL PAPER — (1.4%) | COMMERCIAL PAPER — (1.4%) | COMMERCIAL PAPER — (1.4%) |
| &nbsp;&nbsp;&nbsp;&nbsp;Board of Regents of the <br>University of Texas <br>System |  |  |
| 2.700%, 03/03/26 | 5000 | &nbsp;&nbsp;$5001004 |
| County of Harris |  |  |
| 2.450%, 03/26/26 | 953 | &nbsp;&nbsp;953000 |
| County of Maricopa |  |  |
| 2.680%, 02/11/26 | 474 | &nbsp;&nbsp;474052 |
| &nbsp;&nbsp;&nbsp;&nbsp;Minnesota Agricultural & <br>Economic Development <br>Board |  |  |
| 2.780%, 02/25/26 | 1456 | &nbsp;&nbsp;1456292 |
| &nbsp;&nbsp;&nbsp;&nbsp;TOTAL COMMERCIAL <br>PAPER<br>(Cost $7,883,000) |  | &nbsp;&nbsp;7884348 |

---

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

---

| | | |
|:---|:---|:---|
|  | **Shares** | **Value†** |
| INVESTMENT COMPANIES — (0.0%) | INVESTMENT COMPANIES — (0.0%) | INVESTMENT COMPANIES — (0.0%) |
| &nbsp;&nbsp;&nbsp;&nbsp;BlackRock Liquidity <br>Funds MuniCash<br>(Cost $293,181)<br>| 293152 | &nbsp;&nbsp;$293181 |
| TOTAL INVESTMENTS — (100.0%) | TOTAL INVESTMENTS — (100.0%) |  |
| &nbsp;&nbsp;&nbsp;&nbsp;(Cost $567,055,688)^^ |  | &nbsp;&nbsp;$565348117 |

---

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

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** |
|  | **Level 1** | **Level 2** | **Level 3** | **Total** |
| **Assets** |  |  |  |  |
| Municipal Bonds | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;$557170588 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;$557170588 |
| Commercial Paper | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;7884348 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;7884348 |
| Investment Companies | &nbsp;&nbsp;&nbsp;$293181 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;293181 |
| Total Investments in Securities | &nbsp;&nbsp;&nbsp;$293181 | &nbsp;&nbsp;&nbsp;$565054936 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;$565348117 |

---

------

**DFA Short-Term Selective State Municipal Bond Portfolio**

**SCHEDULE OF INVESTMENTS**

**January 31, 2026**

**(Unaudited)**

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

---

| | | |
|:---|:---|:---|
|  | **Face**<br>**Amount^**<br>| **Value†** |
|  | **(000)** |  |
| MUNICIPAL BONDS — (97.9%) | MUNICIPAL BONDS — (97.9%) | MUNICIPAL BONDS — (97.9%) |
| ALASKA — (1.7%) | ALASKA — (1.7%) | ALASKA — (1.7%) |
| &nbsp;&nbsp;&nbsp;&nbsp;Alaska Municipal Bond <br>Bank Authority (RB) <br>Series THREE |  |  |
| 5.000%, 10/01/26  | 475 | &nbsp;&nbsp;$483228 |
| &nbsp;&nbsp;&nbsp;&nbsp;Borough of <br>Matanuska-Susitna (GO) <br>Series B |  |  |
| 5.000%, 11/01/26  | 1600 | &nbsp;&nbsp;1632431 |
| &nbsp;&nbsp;&nbsp;&nbsp;Borough of North Slope <br>(GO) |  |  |
| 5.000%, 06/30/26  | 350 | &nbsp;&nbsp;353727 |
| CIVICVentures (RB) |  |  |
| 5.000%, 09/01/26  | 520 | &nbsp;&nbsp;527344 |
| &nbsp;&nbsp;&nbsp;&nbsp;State of Alaska <br>International Airports <br>System (RB) Series A |  |  |
| 5.000%, 10/01/26  | 70 | &nbsp;&nbsp;71188 |
| 5.000%, 10/01/27  | 220 | &nbsp;&nbsp;229413 |
| TOTAL ALASKA |  | &nbsp;&nbsp;3297331 |
| ARIZONA — (0.6%) | ARIZONA — (0.6%) | ARIZONA — (0.6%) |
| &nbsp;&nbsp;&nbsp;&nbsp;City of Mesa Utility System <br>Revenue (RB) |  |  |
| 4.000%, 07/01/31  | 220 | &nbsp;&nbsp;221013 |
| &nbsp;&nbsp;&nbsp;&nbsp;Maricopa County Unified <br>School District No. 69 <br>Paradise Valley (GO) |  |  |
| 5.000%, 07/01/26  | 150 | &nbsp;&nbsp;151690 |
| 5.000%, 07/01/27  | 330 | &nbsp;&nbsp;342239 |
| &nbsp;&nbsp;&nbsp;&nbsp;Maricopa County Unified <br>School District No. 69 <br>Paradise Valley (GO) <br>Series A |  |  |
| 5.000%, 07/01/26  | 75 | &nbsp;&nbsp;75845 |
| 5.000%, 07/01/27  | 260 | &nbsp;&nbsp;269643 |
| TOTAL ARIZONA |  | &nbsp;&nbsp;1060430 |
| ARKANSAS — (0.1%) | ARKANSAS — (0.1%) | ARKANSAS — (0.1%) |
| &nbsp;&nbsp;&nbsp;&nbsp;City of Fort Smith Water & <br>Sewer Revenue (RB) |  |  |
| 5.000%, 10/01/27  | 195 | &nbsp;&nbsp;202752 |
| CALIFORNIA — (0.5%) | CALIFORNIA — (0.5%) | CALIFORNIA — (0.5%) |
| &nbsp;&nbsp;&nbsp;&nbsp;Regents of the University <br>of California Medical <br>Center Pooled Revenue <br>(RB) Series L |  |  |
| 5.000%, 05/15/34  | 1000 | &nbsp;&nbsp;1007305 |

---

---

| | | |
|:---|:---|:---|
|  | **Face**<br>**Amount^**<br>| **Value†** |
|  | **(000)** |  |
| COLORADO — (1.8%) | COLORADO — (1.8%) | COLORADO — (1.8%) |
| &nbsp;&nbsp;&nbsp;&nbsp;Adams 12 Five Star <br>Schools (GO) (ST AID <br>WITHHLDG) |  |  |
| 5.000%, 12/15/26  | 725 | &nbsp;&nbsp;$742291 |
| &nbsp;&nbsp;&nbsp;&nbsp;City & County of <br>Broomfield Water <br>Revenue (RB) |  |  |
| 5.000%, 12/01/26  | 30 | &nbsp;&nbsp;30669 |
| 5.000%, 12/01/27  | 20 | &nbsp;&nbsp;20975 |
| &nbsp;&nbsp;&nbsp;&nbsp;Colorado Health Facilities <br>Authority (RB) Series A |  |  |
| 5.000%, 11/01/26  | 1000 | &nbsp;&nbsp;1018807 |
| &nbsp;&nbsp;&nbsp;&nbsp;Colorado State Education <br>Loan Program (RN) <br>Series A |  |  |
| 5.000%, 06/30/26  | 1565 | &nbsp;&nbsp;1582072 |
| TOTAL COLORADO |  | &nbsp;&nbsp;3394814 |
| CONNECTICUT — (1.0%) | CONNECTICUT — (1.0%) | CONNECTICUT — (1.0%) |
| &nbsp;&nbsp;&nbsp;&nbsp;City of New Haven (GO) <br>(BAM) |  |  |
| 5.000%, 08/01/26  | 650 | &nbsp;&nbsp;658113 |
| &nbsp;&nbsp;&nbsp;&nbsp;Connecticut State Health & <br>Educational Facilities <br>Authority (RB) Series M |  |  |
| 5.000%, 07/01/27  | 600 | &nbsp;&nbsp;606138 |
| Town of Ellington (GO) |  |  |
| 4.000%, 09/22/26  | 650 | &nbsp;&nbsp;656701 |
| TOTAL CONNECTICUT |  | &nbsp;&nbsp;1920952 |
| DISTRICT OF COLUMBIA — (0.8%) | DISTRICT OF COLUMBIA — (0.8%) | DISTRICT OF COLUMBIA — (0.8%) |
| &nbsp;&nbsp;&nbsp;&nbsp;Washington Convention & <br>Sports Authority (RB) <br>Series A |  |  |
| 5.000%, 10/01/29  | 1455 | &nbsp;&nbsp;1512573 |
| FLORIDA — (10.6%) | FLORIDA — (10.6%) | FLORIDA — (10.6%) |
| &nbsp;&nbsp;&nbsp;&nbsp;Brevard County School <br>District (COP) Series A |  |  |
| 5.000%, 07/01/27  | 565 | &nbsp;&nbsp;586139 |
| 5.000%, 07/01/28  | 440 | &nbsp;&nbsp;467158 |
| &nbsp;&nbsp;&nbsp;&nbsp;City of Fort Lauderdale <br>Water & Sewer Revenue <br>(RB) Series A |  |  |
| 5.000%, 09/01/26  | 320 | &nbsp;&nbsp;325028 |
| &nbsp;&nbsp;&nbsp;&nbsp;City of Pembroke Pines <br>(GO) |  |  |
| 5.000%, 09/01/27  | 185 | &nbsp;&nbsp;192873 |

---

------

**DFA Short-Term Selective State Municipal Bond Portfolio**

**CONTINUED**

---

| | | |
|:---|:---|:---|
|  | **Face**<br>**Amount^**<br>| **Value†** |
|  | **(000)** |  |
| FLORIDA — (Continued) | FLORIDA — (Continued) | FLORIDA — (Continued) |
| &nbsp;&nbsp;&nbsp;&nbsp;City of Tallahassee Energy <br>System Revenue (RB) |  |  |
| 5.000%, 10/01/26  | 105 | &nbsp;&nbsp;$106871 |
| 5.000%, 10/01/27  | 50 | &nbsp;&nbsp;52213 |
| &nbsp;&nbsp;&nbsp;&nbsp;County of Miami-Dade <br>(GO) Series A |  |  |
| 5.000%, 07/01/26 | 1100 | &nbsp;&nbsp;1112084 |
| 5.000%, 07/01/27  | 115 | &nbsp;&nbsp;119303 |
| &nbsp;&nbsp;&nbsp;&nbsp;County of Miami-Dade <br>Transit System (RB) |  |  |
| 5.000%, 07/01/26  | 2010 | &nbsp;&nbsp;2032666 |
| &nbsp;&nbsp;&nbsp;&nbsp;County of Miami-Dade <br>Water & Sewer System <br>Revenue (RB) Series B |  |  |
| 5.000%, 10/01/26  | 410 | &nbsp;&nbsp;417225 |
| &nbsp;&nbsp;&nbsp;&nbsp;County of Sarasota Utility <br>System Revenue (RB) |  |  |
| 5.000%, 10/01/26  | 20 | &nbsp;&nbsp;20358 |
| 5.000%, 10/01/27  | 25 | &nbsp;&nbsp;26106 |
| &nbsp;&nbsp;&nbsp;&nbsp;County of Seminole Water <br>& Sewer Revenue (RB) <br>Series A |  |  |
| 5.000%, 10/01/26  | 120 | &nbsp;&nbsp;122147 |
| &nbsp;&nbsp;&nbsp;&nbsp;Duval County Public <br>Schools (COP) (AG) <br>Series A |  |  |
| 5.000%, 07/01/27  | 90 | &nbsp;&nbsp;93355 |
| &nbsp;&nbsp;&nbsp;&nbsp;Florida Municipal Power <br>Agency (RB) Series A |  |  |
| 5.000%, 10/01/26  | 120 | &nbsp;&nbsp;121991 |
| 5.000%, 10/01/27  | 105 | &nbsp;&nbsp;109340 |
| &nbsp;&nbsp;&nbsp;&nbsp;Hillsborough County <br>School Board (COP) <br>Series A |  |  |
| 5.000%, 07/01/26  | 665 | &nbsp;&nbsp;667992 |
| &nbsp;&nbsp;&nbsp;&nbsp;Lee County School Board <br>(COP) Series B |  |  |
| 5.000%, 08/01/26  | 120 | &nbsp;&nbsp;121557 |
| &nbsp;&nbsp;&nbsp;&nbsp;Manatee County School <br>District (COP) (AG) <br>Series 2025A |  |  |
| 5.000%, 07/01/26  | 40 | &nbsp;&nbsp;40441 |
| 5.000%, 07/01/27  | 50 | &nbsp;&nbsp;51885 |
| &nbsp;&nbsp;&nbsp;&nbsp;Miami Beach <br>Redevelopment Agency <br>(TAN) (AG) |  |  |
| 5.000%, 02/01/26  | 90 | &nbsp;&nbsp;90000 |
| 5.000%, 02/01/27  | 175 | &nbsp;&nbsp;179149 |
| &nbsp;&nbsp;&nbsp;&nbsp;Miami-Dade County <br>Expressway Authority <br>(RB) (BAM) Series B |  |  |
| 5.000%, 07/01/26  | 995 | &nbsp;&nbsp;997017 |
| &nbsp;&nbsp;&nbsp;&nbsp;Palm Beach County School <br>District (COP) Series A |  |  |
| 5.000%, 08/01/27  | 610 | &nbsp;&nbsp;634346 |

---

---

| | | |
|:---|:---|:---|
|  | **Face**<br>**Amount^**<br>| **Value†** |
|  | **(000)** |  |
| FLORIDA — (Continued) | FLORIDA — (Continued) | FLORIDA — (Continued) |
| &nbsp;&nbsp;&nbsp;&nbsp;Pinellas County School <br>Board (RN) |  |  |
| 4.000%, 06/30/26  | 840 | &nbsp;&nbsp;$845733 |
| &nbsp;&nbsp;&nbsp;&nbsp;School Board of <br>Miami-Dade County <br>(COP) Series A |  |  |
| 5.000%, 05/01/32  | 500 | &nbsp;&nbsp;502937 |
| &nbsp;&nbsp;&nbsp;&nbsp;School Board of <br>Miami-Dade County <br>(COP) Series D |  |  |
| 5.000%, 02/01/29  | 470 | &nbsp;&nbsp;471010 |
| &nbsp;&nbsp;&nbsp;&nbsp;School District of Broward <br>County (RN) |  |  |
| 4.000%, 06/25/26  | 2315 | &nbsp;&nbsp;2330109 |
| &nbsp;&nbsp;&nbsp;&nbsp;School District of Broward <br>County (GO) (AG) |  |  |
| 5.000%, 07/01/27  | 260 | &nbsp;&nbsp;269433 |
| &nbsp;&nbsp;&nbsp;&nbsp;School District of Broward <br>County (COP) (AG) <br>Series A |  |  |
| 5.000%, 07/01/26  | 1715 | &nbsp;&nbsp;1733483 |
| &nbsp;&nbsp;&nbsp;&nbsp;State of Florida (GO) <br>Series A |  |  |
| 5.000%, 06/01/26  | 865 | &nbsp;&nbsp;872784 |
| 5.000%, 07/01/26  | 130 | &nbsp;&nbsp;131479 |
| 5.000%, 07/01/27  | 250 | &nbsp;&nbsp;259691 |
| &nbsp;&nbsp;&nbsp;&nbsp;State of Florida (GO) <br>Series C |  |  |
| 4.000%, 06/01/32  | 500 | &nbsp;&nbsp;509311 |
| &nbsp;&nbsp;&nbsp;&nbsp;State of Florida <br>Department of <br>Transportation Turnpike <br>System Revenue (RB) <br>Series A |  |  |
| 5.000%, 07/01/35  | 167 | &nbsp;&nbsp;176095 |
| &nbsp;&nbsp;&nbsp;&nbsp;State of Florida <br>Department of <br>Transportation Turnpike <br>System Revenue (RB) <br>Series C |  |  |
| 5.000%, 07/01/26  | 939 | &nbsp;&nbsp;949804 |
| 5.000%, 07/01/27  | 67 | &nbsp;&nbsp;69607 |
| Tampa Bay Water (RB) |  |  |
| 5.000%, 10/01/26  | 655 | &nbsp;&nbsp;666367 |
| &nbsp;&nbsp;&nbsp;&nbsp;Volusia County School <br>Board (COP) (AG) <br>Series B |  |  |
| 5.000%, 08/01/26  | 1570 | &nbsp;&nbsp;1590064 |
| TOTAL FLORIDA |  | &nbsp;&nbsp;20065151 |
| GEORGIA — (1.0%) | GEORGIA — (1.0%) | GEORGIA — (1.0%) |
| &nbsp;&nbsp;&nbsp;&nbsp;Dalton Whitfield County <br>Joint Development <br>Authority (RB) Series B |  |  |
| 5.000%, 08/15/26  | 1345 | &nbsp;&nbsp;1363026 |

---

------

**DFA Short-Term Selective State Municipal Bond Portfolio**

**CONTINUED**

---

| | | |
|:---|:---|:---|
|  | **Face**<br>**Amount^**<br>| **Value†** |
|  | **(000)** |  |
| GEORGIA — (Continued) | GEORGIA — (Continued) | GEORGIA — (Continued) |
| &nbsp;&nbsp;&nbsp;&nbsp;Gainesville & Hall County <br>Hospital Authority (RB) <br>Series A |  |  |
| 5.000%, 02/15/26 | 600 | &nbsp;&nbsp;$600524 |
| TOTAL GEORGIA |  | &nbsp;&nbsp;1963550 |
| ILLINOIS — (4.5%) | ILLINOIS — (4.5%) | ILLINOIS — (4.5%) |
| &nbsp;&nbsp;&nbsp;&nbsp;Chicago O'Hare <br>International Airport (RB) <br>Series D |  |  |
| 5.000%, 01/01/27  | 185 | &nbsp;&nbsp;189291 |
| &nbsp;&nbsp;&nbsp;&nbsp;Chicago Park District (GO) <br>Series B |  |  |
| 5.000%, 01/01/27  | 300 | &nbsp;&nbsp;307014 |
| &nbsp;&nbsp;&nbsp;&nbsp;City of Peoria (GO) (AG) <br>Series C |  |  |
| 5.000%, 01/01/27  | 1250 | &nbsp;&nbsp;1276001 |
| &nbsp;&nbsp;&nbsp;&nbsp;Cook County Community <br>High School District No. <br>218 Oak Lawn (GO) |  |  |
| 5.000%, 12/01/26  | 200 | &nbsp;&nbsp;204094 |
| &nbsp;&nbsp;&nbsp;&nbsp;County of Cook (GO) <br>Series A |  |  |
| 5.000%, 11/15/26  | 800 | &nbsp;&nbsp;816068 |
| &nbsp;&nbsp;&nbsp;&nbsp;County of Cook Sales Tax <br>Revenue (RB) |  |  |
| 5.000%, 11/15/26  | 100 | &nbsp;&nbsp;102048 |
| &nbsp;&nbsp;&nbsp;&nbsp;DuPage County Forest <br>Preserve District (GO) |  |  |
| 5.000%, 11/01/26  | 155 | &nbsp;&nbsp;157971 |
| Elmhurst Park District (GO) |  |  |
| 5.000%, 12/15/26  | 280 | &nbsp;&nbsp;286245 |
| 5.000%, 12/15/27  | 55 | &nbsp;&nbsp;57627 |
| &nbsp;&nbsp;&nbsp;&nbsp;Grundy Kendall & Will <br>Counties Community <br>High School District No. <br>111 Minooka (GO) |  |  |
| 5.000%, 12/01/27  | 420 | &nbsp;&nbsp;439185 |
| &nbsp;&nbsp;&nbsp;&nbsp;Illinois Finance Authority <br>(RB) |  |  |
| 3.150%, 08/01/43  | 855 | &nbsp;&nbsp;855000 |
| &nbsp;&nbsp;&nbsp;&nbsp;Illinois Finance Authority <br>(RB) Series A |  |  |
| 5.000%, 08/15/26  | 610 | &nbsp;&nbsp;617391 |
| &nbsp;&nbsp;&nbsp;&nbsp;Illinois Municipal Electric <br>Agency (RB) Series A |  |  |
| 5.000%, 02/01/26  | 210 | &nbsp;&nbsp;210000 |
| 5.000%, 02/01/27  | 215 | &nbsp;&nbsp;220237 |
| &nbsp;&nbsp;&nbsp;&nbsp;Illinois State Toll Highway <br>Authority (RB) Series A |  |  |
| 5.000%, 12/01/31  | 530 | &nbsp;&nbsp;531096 |
| 5.000%, 12/01/32  | 890 | &nbsp;&nbsp;891759 |
| &nbsp;&nbsp;&nbsp;&nbsp;State of Illinois (GO) Series <br>B |  |  |
| 5.000%, 10/01/27  | 530 | &nbsp;&nbsp;551034 |

---

---

| | | |
|:---|:---|:---|
|  | **Face**<br>**Amount^**<br>| **Value†** |
|  | **(000)** |  |
| ILLINOIS — (Continued) | ILLINOIS — (Continued) | ILLINOIS — (Continued) |
| &nbsp;&nbsp;&nbsp;&nbsp;State of Illinois (GO) Series <br>D |  |  |
| 5.000%, 11/01/27  | 825 | &nbsp;&nbsp;$859296 |
| TOTAL ILLINOIS |  | &nbsp;&nbsp;8571357 |
| INDIANA — (0.1%) | INDIANA — (0.1%) | INDIANA — (0.1%) |
| &nbsp;&nbsp;&nbsp;&nbsp;East Allen Multi School <br>Building Corp. (RB) (ST <br>INTERCEPT) |  |  |
| 5.000%, 07/15/27  | 100 | &nbsp;&nbsp;103640 |
| KANSAS — (1.1%) | KANSAS — (1.1%) | KANSAS — (1.1%) |
| &nbsp;&nbsp;&nbsp;&nbsp;City of Olathe (GO) Series <br>A |  |  |
| 5.000%, 09/01/26  | 1500 | &nbsp;&nbsp;1523196 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sedgwick County Unified <br>School District No. 261 <br>Haysville (GO) (AG) <br>Series A |  |  |
| 5.000%, 11/01/26  | 525 | &nbsp;&nbsp;535062 |
| TOTAL KANSAS |  | &nbsp;&nbsp;2058258 |
| KENTUCKY — (0.1%) | KENTUCKY — (0.1%) | KENTUCKY — (0.1%) |
| &nbsp;&nbsp;&nbsp;&nbsp;Kentucky State Property & <br>Building Commission <br>(RB) Series A |  |  |
| 5.000%, 09/01/26  | 230 | &nbsp;&nbsp;233661 |
| LOUISIANA — (0.1%) | LOUISIANA — (0.1%) | LOUISIANA — (0.1%) |
| &nbsp;&nbsp;&nbsp;&nbsp;Louisiana Public Facilities <br>Authority (RB) Series <br>2025-A |  |  |
| 5.000%, 05/15/27  | 110 | &nbsp;&nbsp;113253 |
| MARYLAND — (1.2%) | MARYLAND — (1.2%) | MARYLAND — (1.2%) |
| &nbsp;&nbsp;&nbsp;&nbsp;Maryland Health & Higher <br>Educational Facilities <br>Authority (RB) |  |  |
| 5.000%, 07/01/26  | 1310 | &nbsp;&nbsp;1323584 |
| &nbsp;&nbsp;&nbsp;&nbsp;Maryland Health & Higher <br>Educational Facilities <br>Authority (RB) Series <br>2025A |  |  |
| 5.000%, 07/01/26  | 60 | &nbsp;&nbsp;60622 |
| 5.000%, 07/01/27  | 75 | &nbsp;&nbsp;77596 |
| &nbsp;&nbsp;&nbsp;&nbsp;Maryland Health & Higher <br>Educational Facilities <br>Authority (RB) Series A |  |  |
| 5.000%, 05/15/26  | 50 | &nbsp;&nbsp;50377 |
| 5.000%, 08/15/26  | 35 | &nbsp;&nbsp;35435 |
| 5.000%, 05/15/27  | 40 | &nbsp;&nbsp;41348 |
| 5.000%, 08/15/27  | 40 | &nbsp;&nbsp;41482 |

---

------

**DFA Short-Term Selective State Municipal Bond Portfolio**

**CONTINUED**

---

| | | |
|:---|:---|:---|
|  | **Face**<br>**Amount^**<br>| **Value†** |
|  | **(000)** |  |
| MARYLAND — (Continued) | MARYLAND — (Continued) | MARYLAND — (Continued) |
| &nbsp;&nbsp;&nbsp;&nbsp;State of Maryland (GO) <br>Series A |  |  |
| 5.000%, 08/01/26  | 575 | &nbsp;&nbsp;$583050 |
| TOTAL MARYLAND |  | &nbsp;&nbsp;2213494 |
| MASSACHUSETTS — (1.9%) | MASSACHUSETTS — (1.9%) | MASSACHUSETTS — (1.9%) |
| City of Fall River (GO) |  |  |
| 4.000%, 01/29/27  | 936 | &nbsp;&nbsp;950322 |
| City of Peabody (GO) |  |  |
| 4.000%, 07/10/26  | 1000 | &nbsp;&nbsp;1007344 |
| City of Quincy (GO) |  |  |
| 5.000%, 07/24/26  | 780 | &nbsp;&nbsp;789674 |
| &nbsp;&nbsp;&nbsp;&nbsp;Massachusetts <br>Development Finance <br>Agency (RB) Series F |  |  |
| 5.000%, 07/01/28  | 20 | &nbsp;&nbsp;21244 |
| &nbsp;&nbsp;&nbsp;&nbsp;Massachusetts <br>Development Finance <br>Agency (RB) Series N-1 |  |  |
| 5.000%, 07/01/26  | 55 | &nbsp;&nbsp;55490 |
| 5.000%, 07/01/27  | 70 | &nbsp;&nbsp;72124 |
| &nbsp;&nbsp;&nbsp;&nbsp;Massachusetts <br>Development Finance <br>Agency (RB) (AG) <br>Series N |  |  |
| 5.000%, 07/01/26  | 445 | &nbsp;&nbsp;449614 |
| Town of Easton (GO) |  |  |
| 4.000%, 03/05/26  | 217 | &nbsp;&nbsp;217319 |
| &nbsp;&nbsp;&nbsp;&nbsp;TOTAL <br>MASSACHUSETTS |  | &nbsp;&nbsp;3563131 |
| MICHIGAN — (2.2%) | MICHIGAN — (2.2%) | MICHIGAN — (2.2%) |
| &nbsp;&nbsp;&nbsp;&nbsp;Ann Arbor School District <br>(GO) |  |  |
| 5.000%, 05/01/27  | 1500 | &nbsp;&nbsp;1548242 |
| &nbsp;&nbsp;&nbsp;&nbsp;Birmingham City School <br>District (GO) |  |  |
| 5.000%, 05/01/26  | 190 | &nbsp;&nbsp;191210 |
| 5.000%, 05/01/27  | 360 | &nbsp;&nbsp;371848 |
| &nbsp;&nbsp;&nbsp;&nbsp;Chippewa Valley Schools <br>(GO) (Q-SBLF) |  |  |
| 5.000%, 05/01/26  | 290 | &nbsp;&nbsp;291920 |
| &nbsp;&nbsp;&nbsp;&nbsp;Farmington Public School <br>District (GO) |  |  |
| 5.000%, 05/01/26  | 75 | &nbsp;&nbsp;75448 |
| &nbsp;&nbsp;&nbsp;&nbsp;Grand Rapids Public <br>Schools (GO) (AG) |  |  |
| 5.000%, 05/01/27  | 305 | &nbsp;&nbsp;314134 |
| &nbsp;&nbsp;&nbsp;&nbsp;Grandville Public Schools <br>(GO) (AG) |  |  |
| 5.000%, 05/01/26  | 65 | &nbsp;&nbsp;65414 |
| 5.000%, 05/01/27  | 70 | &nbsp;&nbsp;72234 |
| &nbsp;&nbsp;&nbsp;&nbsp;Northern Michigan <br>University (RB) |  |  |
| 5.000%, 06/01/26  | 500 | &nbsp;&nbsp;504027 |

---

---

| | | |
|:---|:---|:---|
|  | **Face**<br>**Amount^**<br>| **Value†** |
|  | **(000)** |  |
| MICHIGAN — (Continued) | MICHIGAN — (Continued) | MICHIGAN — (Continued) |
| &nbsp;&nbsp;&nbsp;&nbsp;Portage Public Schools <br>(GO) (BAM) |  |  |
| 6.000%, 11/01/26  | 55 | &nbsp;&nbsp;$56517 |
| 6.000%, 11/01/27  | 30 | &nbsp;&nbsp;31920 |
| &nbsp;&nbsp;&nbsp;&nbsp;South Lyon Community <br>Schools (GO) |  |  |
| 5.000%, 05/01/26  | 395 | &nbsp;&nbsp;397576 |
| &nbsp;&nbsp;&nbsp;&nbsp;Warren Consolidated <br>Schools (GO) (Q-SBLF) |  |  |
| 5.000%, 05/01/27  | 115 | &nbsp;&nbsp;118603 |
| 5.000%, 05/01/28  | 155 | &nbsp;&nbsp;163767 |
| TOTAL MICHIGAN |  | &nbsp;&nbsp;4202860 |
| MINNESOTA — (0.4%) | MINNESOTA — (0.4%) | MINNESOTA — (0.4%) |
| &nbsp;&nbsp;&nbsp;&nbsp;Cloquet Independent <br>School District No. 94 <br>(GO) (SD CRED PROG) <br>Series A |  |  |
| 5.000%, 02/01/26  | 290 | &nbsp;&nbsp;290000 |
| &nbsp;&nbsp;&nbsp;&nbsp;Cook County Independent <br>School District No. 166 <br>(GO) (SD CRED PROG) <br>Series A |  |  |
| 5.000%, 02/01/26  | 120 | &nbsp;&nbsp;120000 |
| &nbsp;&nbsp;&nbsp;&nbsp;Elk River Independent <br>School District No. 728 <br>(GO) (SD CRED PROG) <br>Series A |  |  |
| 5.000%, 02/01/26  | 200 | &nbsp;&nbsp;200000 |
| &nbsp;&nbsp;&nbsp;&nbsp;Minnesota Health & <br>Education Facilities <br>Authority (RB) |  |  |
| 5.000%, 12/01/26  | 60 | &nbsp;&nbsp;61149 |
| 5.000%, 12/01/27  | 35 | &nbsp;&nbsp;36504 |
| TOTAL MINNESOTA |  | &nbsp;&nbsp;707653 |
| MISSOURI — (0.3%) | MISSOURI — (0.3%) | MISSOURI — (0.3%) |
| &nbsp;&nbsp;&nbsp;&nbsp;Stone County Reorganized <br>School District No. 4 <br>Reeds Spring (GO) |  |  |
| 4.000%, 03/01/34  | 555 | &nbsp;&nbsp;555716 |
| NEBRASKA — (0.0%) | NEBRASKA — (0.0%) | NEBRASKA — (0.0%) |
| &nbsp;&nbsp;&nbsp;&nbsp;City of Omaha (GO) Series <br>B |  |  |
| 5.000%, 04/15/26  | 35 | &nbsp;&nbsp;35196 |
| 5.000%, 04/15/27  | 25 | &nbsp;&nbsp;25827 |
| TOTAL NEBRASKA |  | &nbsp;&nbsp;61023 |
| NEVADA — (2.4%) | NEVADA — (2.4%) | NEVADA — (2.4%) |
| &nbsp;&nbsp;&nbsp;&nbsp;Clark County School <br>District (GO) Series B |  |  |
| 5.000%, 06/15/26  | 385 | &nbsp;&nbsp;388779 |

---

------

**DFA Short-Term Selective State Municipal Bond Portfolio**

**CONTINUED**

---

| | | |
|:---|:---|:---|
|  | **Face**<br>**Amount^**<br>| **Value†** |
|  | **(000)** |  |
| NEVADA — (Continued) | NEVADA — (Continued) | NEVADA — (Continued) |
| &nbsp;&nbsp;&nbsp;&nbsp;Clark County School <br>District (GO) Series C |  |  |
| 5.000%, 06/15/26  | 1200 | &nbsp;&nbsp;$1202387 |
| &nbsp;&nbsp;&nbsp;&nbsp;Clark County Water <br>Reclamation District <br>(GO) |  |  |
| 4.000%, 07/01/33  | 625 | &nbsp;&nbsp;627978 |
| 4.000%, 07/01/34  | 200 | &nbsp;&nbsp;200880 |
| County of Clark (GO) |  |  |
| 5.000%, 07/01/27  | 1770 | &nbsp;&nbsp;1837657 |
| &nbsp;&nbsp;&nbsp;&nbsp;Washoe County School <br>District (GO) Series A |  |  |
| 5.000%, 06/01/27  | 85 | &nbsp;&nbsp;88036 |
| 5.000%, 06/01/28  | 90 | &nbsp;&nbsp;95513 |
| &nbsp;&nbsp;&nbsp;&nbsp;Washoe County School <br>District (GO) Series C |  |  |
| 4.000%, 10/01/33  | 135 | &nbsp;&nbsp;137279 |
| TOTAL NEVADA |  | &nbsp;&nbsp;4578509 |
| NEW HAMPSHIRE — (0.8%) | NEW HAMPSHIRE — (0.8%) | NEW HAMPSHIRE — (0.8%) |
| City of Manchester (GO) |  |  |
| 4.000%, 11/12/26  | 1480 | &nbsp;&nbsp;1499905 |
| NEW JERSEY — (6.6%) | NEW JERSEY — (6.6%) | NEW JERSEY — (6.6%) |
| &nbsp;&nbsp;&nbsp;&nbsp;City of Hoboken (GO) <br>Series A |  |  |
| 4.000%, 03/10/26  | 1225 | &nbsp;&nbsp;1227146 |
| &nbsp;&nbsp;&nbsp;&nbsp;City of New Brunswick <br>(GO) |  |  |
| 4.000%, 09/08/26  | 1000 | &nbsp;&nbsp;1009907 |
| City of Newark (GO) |  |  |
| 4.000%, 12/11/26  | 1250 | &nbsp;&nbsp;1264836 |
| City of Summit (GO) |  |  |
| 4.000%, 07/16/26  | 190 | &nbsp;&nbsp;191517 |
| County of Hudson (GO) |  |  |
| 4.000%, 02/26/26  | 1125 | &nbsp;&nbsp;1126227 |
| &nbsp;&nbsp;&nbsp;&nbsp;Essex County <br>Improvement Authority <br>(RN) |  |  |
| 5.000%, 03/17/26  | 240 | &nbsp;&nbsp;240800 |
| &nbsp;&nbsp;&nbsp;&nbsp;New Jersey Health Care <br>Facilities Financing <br>Authority (RB) |  |  |
| 5.000%, 07/01/28  | 1070 | &nbsp;&nbsp;1078444 |
| &nbsp;&nbsp;&nbsp;&nbsp;Township of East <br>Brunswick (GO) |  |  |
| 4.000%, 07/14/26  | 1575 | &nbsp;&nbsp;1586478 |
| &nbsp;&nbsp;&nbsp;&nbsp;Township of Gloucester <br>(GO) Series A |  |  |
| 4.000%, 07/21/26  | 1350 | &nbsp;&nbsp;1360791 |
| &nbsp;&nbsp;&nbsp;&nbsp;Township of <br>Hopewell/Cumberland <br>County (GO) |  |  |
| 4.000%, 09/21/26  | 900 | &nbsp;&nbsp;909237 |

---

---

| | | |
|:---|:---|:---|
|  | **Face**<br>**Amount^**<br>| **Value†** |
|  | **(000)** |  |
| NEW JERSEY — (Continued) | NEW JERSEY — (Continued) | NEW JERSEY — (Continued) |
| Township of Morris (GO) |  |  |
| 3.750%, 09/24/26  | 500 | &nbsp;&nbsp;$504251 |
| &nbsp;&nbsp;&nbsp;&nbsp;Township of Old Bridge <br>(GO) |  |  |
| 4.000%, 09/09/26  | 305 | &nbsp;&nbsp;308054 |
| &nbsp;&nbsp;&nbsp;&nbsp;Township of Voorhees <br>(GO) Series A |  |  |
| 4.000%, 09/17/26  | 750 | &nbsp;&nbsp;757417 |
| &nbsp;&nbsp;&nbsp;&nbsp;Westfield School District <br>(GO) |  |  |
| 4.000%, 09/03/26  | 1020 | &nbsp;&nbsp;1029804 |
| TOTAL NEW JERSEY |  | &nbsp;&nbsp;12594909 |
| NEW MEXICO — (0.1%) | NEW MEXICO — (0.1%) | NEW MEXICO — (0.1%) |
| &nbsp;&nbsp;&nbsp;&nbsp;Albuquerque Municipal <br>School District No. 12 <br>(GO) (ST AID <br>WITHHLDG) Series B |  |  |
| 5.000%, 08/01/26  | 190 | &nbsp;&nbsp;192520 |
| NEW YORK — (10.1%) | NEW YORK — (10.1%) | NEW YORK — (10.1%) |
| &nbsp;&nbsp;&nbsp;&nbsp;Amherst Central School <br>District (GO) (ST AID <br>WITHHLDG) |  |  |
| 4.000%, 08/05/26  | 1250 | &nbsp;&nbsp;1261158 |
| &nbsp;&nbsp;&nbsp;&nbsp;Averill Park Central School <br>District (GO) (ST AID <br>WITHHLDG) |  |  |
| 4.000%, 06/18/26  | 1000 | &nbsp;&nbsp;1005980 |
| &nbsp;&nbsp;&nbsp;&nbsp;Bath Central School <br>District (GO) (ST AID <br>WITHHLDG) |  |  |
| 4.000%, 06/26/26  | 1000 | &nbsp;&nbsp;1004994 |
| City of Lackawanna (GO) |  |  |
| 4.000%, 05/01/26  | 500 | &nbsp;&nbsp;501890 |
| &nbsp;&nbsp;&nbsp;&nbsp;City of New York (GO) <br>Series A-1 |  |  |
| 5.000%, 08/01/27  | 400 | &nbsp;&nbsp;416127 |
| 4.000%, 08/01/32  | 645 | &nbsp;&nbsp;647546 |
| 5.000%, 08/01/33  | 130 | &nbsp;&nbsp;131548 |
| &nbsp;&nbsp;&nbsp;&nbsp;City of North Tonawanda <br>(GO) |  |  |
| 4.375%, 05/15/26  | 400 | &nbsp;&nbsp;402043 |
| &nbsp;&nbsp;&nbsp;&nbsp;Connetquot Central School <br>District of Islip (GO) (ST <br>AID WITHHLDG) |  |  |
| 4.000%, 06/18/26  | 900 | &nbsp;&nbsp;905938 |
| County of Suffolk (GO) |  |  |
| 4.000%, 07/24/26  | 3000 | &nbsp;&nbsp;3025922 |
| &nbsp;&nbsp;&nbsp;&nbsp;Holland Patent Central <br>School District (GO) (ST <br>AID WITHHLDG) Series <br>B |  |  |
| 4.000%, 07/15/26  | 1000 | &nbsp;&nbsp;1006596 |

---

------

**DFA Short-Term Selective State Municipal Bond Portfolio**

**CONTINUED**

---

| | | |
|:---|:---|:---|
|  | **Face**<br>**Amount^**<br>| **Value†** |
|  | **(000)** |  |
| NEW YORK — (Continued) | NEW YORK — (Continued) | NEW YORK — (Continued) |
| &nbsp;&nbsp;&nbsp;&nbsp;Kendall Central School <br>District (GO) (ST AID <br>WITHHLDG) |  |  |
| 4.250%, 06/19/26  | 500 | &nbsp;&nbsp;$503438 |
| &nbsp;&nbsp;&nbsp;&nbsp;New Hartford Central <br>School District (GO) (ST <br>AID WITHHLDG) |  |  |
| 4.000%, 06/26/26  | 750 | &nbsp;&nbsp;754724 |
| &nbsp;&nbsp;&nbsp;&nbsp;New York State Dormitory <br>Authority (RB) |  |  |
| 5.000%, 07/01/26  | 65 | &nbsp;&nbsp;65693 |
| &nbsp;&nbsp;&nbsp;&nbsp;North Syracuse Central <br>School District (GO) (ST <br>AID WITHHLDG) Series <br>A |  |  |
| 4.000%, 07/31/26  | 1020 | &nbsp;&nbsp;1028031 |
| &nbsp;&nbsp;&nbsp;&nbsp;Scotia-Glenville Central <br>School District (GO) (ST <br>AID WITHHLDG) |  |  |
| 4.000%, 07/31/26  | 1060 | &nbsp;&nbsp;1068612 |
| &nbsp;&nbsp;&nbsp;&nbsp;South Orangetown Central <br>School District (GO) (ST <br>AID WITHHLDG) Series <br>B |  |  |
| 4.000%, 08/05/26  | 1100 | &nbsp;&nbsp;1109307 |
| &nbsp;&nbsp;&nbsp;&nbsp;Three Village Central <br>School District <br>Brookhaven & <br>Smithtown (GO) (ST AID <br>WITHHLDG) |  |  |
| 4.000%, 06/24/26  | 1015 | &nbsp;&nbsp;1021809 |
| Town of Oyster Bay (GO) |  |  |
| 4.000%, 08/21/26  | 1145 | &nbsp;&nbsp;1155876 |
| Town of Tonawanda (GO) |  |  |
| 4.000%, 08/21/26  | 590 | &nbsp;&nbsp;595439 |
| Town of Webster (GO) |  |  |
| 4.000%, 08/25/26  | 1250 | &nbsp;&nbsp;1261761 |
| &nbsp;&nbsp;&nbsp;&nbsp;Village of Freeport (GO) <br>Series F |  |  |
| 3.750%, 11/12/26  | 385 | &nbsp;&nbsp;389175 |
| TOTAL NEW YORK |  | &nbsp;&nbsp;19263607 |
| NORTH CAROLINA — (0.5%) | NORTH CAROLINA — (0.5%) | NORTH CAROLINA — (0.5%) |
| &nbsp;&nbsp;&nbsp;&nbsp;Charlotte-Mecklenburg <br>Hospital Authority (RB) <br>Series C |  |  |
| 3.200%, 01/15/37  | 130 | &nbsp;&nbsp;130000 |
| &nbsp;&nbsp;&nbsp;&nbsp;City of Raleigh Combined <br>Enterprise System <br>Revenue (RB) |  |  |
| 5.000%, 12/01/27  | 40 | &nbsp;&nbsp;42011 |

---

---

| | | |
|:---|:---|:---|
|  | **Face**<br>**Amount^**<br>| **Value†** |
|  | **(000)** |  |
| NORTH CAROLINA — (Continued) | NORTH CAROLINA — (Continued) | NORTH CAROLINA — (Continued) |
| &nbsp;&nbsp;&nbsp;&nbsp;North Carolina Medical <br>Care Commission (RB) <br>Series A |  |  |
| 5.000%, 06/01/26  | 410 | &nbsp;&nbsp;$413467 |
| &nbsp;&nbsp;&nbsp;&nbsp;North Carolina Municipal <br>Power Agency No. 1 <br>(RB) Series A |  |  |
| 5.000%, 01/01/32  | 375 | &nbsp;&nbsp;377723 |
| &nbsp;&nbsp;&nbsp;&nbsp;TOTAL NORTH <br>CAROLINA |  | &nbsp;&nbsp;963201 |
| OHIO — (2.0%) | OHIO — (2.0%) | OHIO — (2.0%) |
| &nbsp;&nbsp;&nbsp;&nbsp;American Municipal Power, <br>Inc. (RB) Series A |  |  |
| 5.000%, 02/15/26  | 385 | &nbsp;&nbsp;385326 |
| &nbsp;&nbsp;&nbsp;&nbsp;American Municipal Power, <br>Inc. (RB) Series A |  |  |
| 5.000%, 02/15/29  | 560 | &nbsp;&nbsp;560533 |
| &nbsp;&nbsp;&nbsp;&nbsp;City of Cleveland Airport <br>System Revenue (RB) <br>Series A |  |  |
| 5.000%, 01/01/27  | 295 | &nbsp;&nbsp;301276 |
| &nbsp;&nbsp;&nbsp;&nbsp;Cleveland State University <br>(RB) (BAM) Series C |  |  |
| 5.000%, 06/01/26  | 75 | &nbsp;&nbsp;75609 |
| 5.000%, 06/01/27  | 65 | &nbsp;&nbsp;67075 |
| &nbsp;&nbsp;&nbsp;&nbsp;County of Allen Hospital <br>Facilities Revenue (RB) <br>Series A |  |  |
| 5.000%, 12/01/26  | 1160 | &nbsp;&nbsp;1184248 |
| &nbsp;&nbsp;&nbsp;&nbsp;Ohio Higher Educational <br>Facility Commission <br>(RB) |  |  |
| 5.000%, 05/01/28  | 700 | &nbsp;&nbsp;727283 |
| &nbsp;&nbsp;&nbsp;&nbsp;University of Akron (RB) <br>Series A |  |  |
| 4.000%, 01/01/28  | 445 | &nbsp;&nbsp;455970 |
| TOTAL OHIO |  | &nbsp;&nbsp;3757320 |
| OKLAHOMA — (0.7%) | OKLAHOMA — (0.7%) | OKLAHOMA — (0.7%) |
| &nbsp;&nbsp;&nbsp;&nbsp;Cleveland County <br>Independent School <br>District No. 29 Norman <br>(GO) |  |  |
| 4.000%, 03/01/27  | 1100 | &nbsp;&nbsp;1119166 |
| &nbsp;&nbsp;&nbsp;&nbsp;Oklahoma Municipal Power <br>Authority (RB) (AG) <br>Series A |  |  |
| 5.000%, 01/01/27  | 225 | &nbsp;&nbsp;230143 |
| TOTAL OKLAHOMA |  | &nbsp;&nbsp;1349309 |

---

------

**DFA Short-Term Selective State Municipal Bond Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Face**<br>**Amount^**<br>| **Value†** |
|  |  | **(000)** |  |
| PENNSYLVANIA — (1.7%) | PENNSYLVANIA — (1.7%) | PENNSYLVANIA — (1.7%) | PENNSYLVANIA — (1.7%) |
| &nbsp;&nbsp;&nbsp;&nbsp;City of Philadelphia (GO) <br>Series C | &nbsp;&nbsp;&nbsp;&nbsp;City of Philadelphia (GO) <br>Series C |  |  |
|  | 5.000%, 08/01/26  | 495 | &nbsp;&nbsp;$501351 |
| &nbsp;&nbsp;&nbsp;&nbsp;Commonwealth of <br>Pennsylvania (GO) <br>Series 2ND | &nbsp;&nbsp;&nbsp;&nbsp;Commonwealth of <br>Pennsylvania (GO) <br>Series 2ND |  |  |
|  | 4.000%, 09/15/32  | 870 | &nbsp;&nbsp;877131 |
| &nbsp;&nbsp;&nbsp;&nbsp;County of Beaver (GO) <br>(BAM) | &nbsp;&nbsp;&nbsp;&nbsp;County of Beaver (GO) <br>(BAM) |  |  |
|  | 4.000%, 04/15/26  | 1100 | &nbsp;&nbsp;1103331 |
| &nbsp;&nbsp;&nbsp;&nbsp;Pennsylvania Higher <br>Educational Facilities <br>Authority (RB) Series <br>AW | &nbsp;&nbsp;&nbsp;&nbsp;Pennsylvania Higher <br>Educational Facilities <br>Authority (RB) Series <br>AW |  |  |
| ¤ | &nbsp;&nbsp;&nbsp;&nbsp;5.000%, 06/15/26 <br>(Pre-refunded @ <br>$100, 6/15/26)<br>| 55 | &nbsp;&nbsp;55470 |
|  | 5.000%, 06/15/26  | 650 | &nbsp;&nbsp;656321 |
| &nbsp;&nbsp;&nbsp;&nbsp;Pittsburgh Water & Sewer <br>Authority (RB) Series A | &nbsp;&nbsp;&nbsp;&nbsp;Pittsburgh Water & Sewer <br>Authority (RB) Series A |  |  |
|  | 5.000%, 09/01/27  | 25 | &nbsp;&nbsp;25965 |
| TOTAL PENNSYLVANIA | TOTAL PENNSYLVANIA |  | &nbsp;&nbsp;3219569 |
| SOUTH CAROLINA — (0.8%) | SOUTH CAROLINA — (0.8%) | SOUTH CAROLINA — (0.8%) | SOUTH CAROLINA — (0.8%) |
| &nbsp;&nbsp;&nbsp;&nbsp;Orangeburg County School <br>District (GO) | &nbsp;&nbsp;&nbsp;&nbsp;Orangeburg County School <br>District (GO) |  |  |
|  | 5.000%, 08/13/26  | 585 | &nbsp;&nbsp;592732 |
| &nbsp;&nbsp;&nbsp;&nbsp;York County School District <br>No. 1 (GO) | &nbsp;&nbsp;&nbsp;&nbsp;York County School District <br>No. 1 (GO) |  |  |
|  | 4.000%, 07/30/26  | 1000 | &nbsp;&nbsp;1008628 |
| &nbsp;&nbsp;&nbsp;&nbsp;TOTAL SOUTH <br>CAROLINA | &nbsp;&nbsp;&nbsp;&nbsp;TOTAL SOUTH <br>CAROLINA |  | &nbsp;&nbsp;1601360 |
| SOUTH DAKOTA — (0.1%) | SOUTH DAKOTA — (0.1%) | SOUTH DAKOTA — (0.1%) | SOUTH DAKOTA — (0.1%) |
| &nbsp;&nbsp;&nbsp;&nbsp;South Dakota Health & <br>Educational Facilities <br>Authority (RB) Series B | &nbsp;&nbsp;&nbsp;&nbsp;South Dakota Health & <br>Educational Facilities <br>Authority (RB) Series B |  |  |
|  | 5.000%, 11/01/26  | 230 | &nbsp;&nbsp;234326 |
| TENNESSEE — (3.5%) | TENNESSEE — (3.5%) | TENNESSEE — (3.5%) | TENNESSEE — (3.5%) |
| &nbsp;&nbsp;&nbsp;&nbsp;City of Memphis (GO) <br>Series A | &nbsp;&nbsp;&nbsp;&nbsp;City of Memphis (GO) <br>Series A |  |  |
|  | 5.000%, 04/01/26  | 205 | &nbsp;&nbsp;205904 |
|  | 5.000%, 04/01/27  | 1020 | &nbsp;&nbsp;1052188 |
| &nbsp;&nbsp;&nbsp;&nbsp;City of Memphis (GO) <br>Series B | &nbsp;&nbsp;&nbsp;&nbsp;City of Memphis (GO) <br>Series B |  |  |
|  | 5.000%, 04/01/26  | 220 | &nbsp;&nbsp;220970 |
| County of Bedford (GO) | County of Bedford (GO) |  |  |
|  | 5.000%, 06/01/26  | 500 | &nbsp;&nbsp;504374 |
| &nbsp;&nbsp;&nbsp;&nbsp;County of Rutherford (GO) <br>Series B | &nbsp;&nbsp;&nbsp;&nbsp;County of Rutherford (GO) <br>Series B |  |  |
|  | 5.000%, 04/01/26  | 395 | &nbsp;&nbsp;396761 |
|  | 5.000%, 04/01/27  | 185 | &nbsp;&nbsp;190795 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Face**<br>**Amount^**<br>| **Value†** |
|  |  | **(000)** |  |
| TENNESSEE — (Continued) | TENNESSEE — (Continued) | TENNESSEE — (Continued) | TENNESSEE — (Continued) |
| &nbsp;&nbsp;&nbsp;&nbsp;Metropolitan Government <br>Nashville & Davidson <br>County Health & <br>Educational Facilities <br>Board (RB) Series A | &nbsp;&nbsp;&nbsp;&nbsp;Metropolitan Government <br>Nashville & Davidson <br>County Health & <br>Educational Facilities <br>Board (RB) Series A |  |  |
|  | 5.000%, 07/01/29  | 570 | &nbsp;&nbsp;$615177 |
|  | 5.000%, 07/01/30  | 315 | &nbsp;&nbsp;318207 |
| &nbsp;&nbsp;&nbsp;&nbsp;Metropolitan Government <br>of Nashville & Davidson <br>County (GO) | &nbsp;&nbsp;&nbsp;&nbsp;Metropolitan Government <br>of Nashville & Davidson <br>County (GO) |  |  |
|  | 5.000%, 01/01/28  | 1000 | &nbsp;&nbsp;1010359 |
| ¤ | &nbsp;&nbsp;&nbsp;&nbsp;5.000%, 01/01/33 <br>(Pre-refunded @ <br>$100, 7/1/26)<br>| 940 | &nbsp;&nbsp;950197 |
| &nbsp;&nbsp;&nbsp;&nbsp;Metropolitan Government <br>of Nashville & Davidson <br>County Water & Sewer <br>Revenue (RB) | &nbsp;&nbsp;&nbsp;&nbsp;Metropolitan Government <br>of Nashville & Davidson <br>County Water & Sewer <br>Revenue (RB) |  |  |
|  | 5.000%, 07/01/26  | 100 | &nbsp;&nbsp;101128 |
|  | 5.000%, 07/01/27  | 40 | &nbsp;&nbsp;41536 |
| &nbsp;&nbsp;&nbsp;&nbsp;Metropolitan Nashville <br>Airport Authority (RB) <br>Series C | &nbsp;&nbsp;&nbsp;&nbsp;Metropolitan Nashville <br>Airport Authority (RB) <br>Series C |  |  |
|  | 5.000%, 07/01/27  | 30 | &nbsp;&nbsp;31136 |
|  | 5.000%, 07/01/28  | 40 | &nbsp;&nbsp;42515 |
| &nbsp;&nbsp;&nbsp;&nbsp;State of Tennessee (GO) <br>Series B | &nbsp;&nbsp;&nbsp;&nbsp;State of Tennessee (GO) <br>Series B |  |  |
|  | 5.000%, 08/01/30  | 1000 | &nbsp;&nbsp;1012813 |
| TOTAL TENNESSEE | TOTAL TENNESSEE |  | &nbsp;&nbsp;6694060 |
| TEXAS — (24.7%) | TEXAS — (24.7%) | TEXAS — (24.7%) | TEXAS — (24.7%) |
| &nbsp;&nbsp;&nbsp;&nbsp;Aldine Independent School <br>District (GO) (PSF-GTD) | &nbsp;&nbsp;&nbsp;&nbsp;Aldine Independent School <br>District (GO) (PSF-GTD) |  |  |
|  | 5.000%, 02/15/26  | 590 | &nbsp;&nbsp;590584 |
| &nbsp;&nbsp;&nbsp;&nbsp;Allen Independent School <br>District (GO) (PSF-GTD) | &nbsp;&nbsp;&nbsp;&nbsp;Allen Independent School <br>District (GO) (PSF-GTD) |  |  |
|  | 5.000%, 02/15/26  | 365 | &nbsp;&nbsp;365365 |
| &nbsp;&nbsp;&nbsp;&nbsp;Arlington Independent <br>School District (GO) <br>(PSF-GTD) | &nbsp;&nbsp;&nbsp;&nbsp;Arlington Independent <br>School District (GO) <br>(PSF-GTD) |  |  |
|  | 5.000%, 02/15/26  | 125 | &nbsp;&nbsp;125123 |
| &nbsp;&nbsp;&nbsp;&nbsp;Austin Independent School <br>District (GO) | &nbsp;&nbsp;&nbsp;&nbsp;Austin Independent School <br>District (GO) |  |  |
|  | 5.000%, 08/01/27  | 520 | &nbsp;&nbsp;540652 |
| &nbsp;&nbsp;&nbsp;&nbsp;Board of Regents of the <br>University of Texas <br>System (RB) Series A | &nbsp;&nbsp;&nbsp;&nbsp;Board of Regents of the <br>University of Texas <br>System (RB) Series A |  |  |
|  | 5.000%, 08/15/26  | 1205 | &nbsp;&nbsp;1222769 |
|  | 5.000%, 08/15/27 | 1455 | &nbsp;&nbsp;1515646 |
|  | 5.000%, 08/15/28  | 190 | &nbsp;&nbsp;202785 |
| &nbsp;&nbsp;&nbsp;&nbsp;Board of Regents of the <br>University of Texas <br>System (RB) Series B | &nbsp;&nbsp;&nbsp;&nbsp;Board of Regents of the <br>University of Texas <br>System (RB) Series B |  |  |
|  | 5.000%, 08/15/27  | 405 | &nbsp;&nbsp;421899 |

---

------

**DFA Short-Term Selective State Municipal Bond Portfolio**

**CONTINUED**

---

| | | |
|:---|:---|:---|
|  | **Face**<br>**Amount^**<br>| **Value†** |
|  | **(000)** |  |
| TEXAS — (Continued) | TEXAS — (Continued) | TEXAS — (Continued) |
| City of Austin (GO) |  |  |
| 5.000%, 05/01/26  | 665 | &nbsp;&nbsp;$669481 |
| 5.000%, 09/01/26  | 435 | &nbsp;&nbsp;441928 |
| &nbsp;&nbsp;&nbsp;&nbsp;City of Austin Electric Utility <br>Revenue (RB) |  |  |
| 5.000%, 11/15/26  | 60 | &nbsp;&nbsp;61256 |
| 5.000%, 11/15/27  | 50 | &nbsp;&nbsp;52379 |
| &nbsp;&nbsp;&nbsp;&nbsp;City of Austin Water & <br>Wastewater System <br>Revenue (RB) |  |  |
| 5.000%, 11/15/31  | 160 | &nbsp;&nbsp;163106 |
| &nbsp;&nbsp;&nbsp;&nbsp;City of Brownsville (GO) <br>Series A |  |  |
| 5.000%, 02/15/28  | 1340 | &nbsp;&nbsp;1411467 |
| City of Carrollton (GO) |  |  |
| 5.000%, 08/15/26  | 180 | &nbsp;&nbsp;182669 |
| &nbsp;&nbsp;&nbsp;&nbsp;City of Corpus Christi <br>Utility System Revenue <br>(RB) (AG) |  |  |
| 5.000%, 07/15/26  | 360 | &nbsp;&nbsp;364277 |
| City of Dallas (GO) |  |  |
| 5.000%, 02/15/26  | 310 | &nbsp;&nbsp;310300 |
| 5.000%, 08/15/27  | 645 | &nbsp;&nbsp;671765 |
| &nbsp;&nbsp;&nbsp;&nbsp;City of Dallas (GO) Series <br>A |  |  |
| 5.000%, 02/15/26  | 385 | &nbsp;&nbsp;385372 |
| 5.000%, 02/15/27  | 435 | &nbsp;&nbsp;447229 |
| &nbsp;&nbsp;&nbsp;&nbsp;City of Dallas Waterworks <br>& Sewer System <br>Revenue (RB) |  |  |
| 5.000%, 10/01/26  | 145 | &nbsp;&nbsp;147610 |
| City of El Paso (GO) |  |  |
| 5.000%, 08/15/26  | 140 | &nbsp;&nbsp;141933 |
| 5.000%, 08/15/34  | 1000 | &nbsp;&nbsp;1011895 |
| &nbsp;&nbsp;&nbsp;&nbsp;City of El Paso (GO) <br>Series A |  |  |
| 5.000%, 08/15/26  | 635 | &nbsp;&nbsp;643766 |
| &nbsp;&nbsp;&nbsp;&nbsp;City of El Paso Water & <br>Sewer Revenue (RB) |  |  |
| 5.000%, 03/01/26  | 115 | &nbsp;&nbsp;115235 |
| 5.000%, 03/01/27  | 45 | &nbsp;&nbsp;46250 |
| City of Fort Worth (GO) |  |  |
| 5.000%, 03/01/26  | 935 | &nbsp;&nbsp;937004 |
| City of Frisco (GO) |  |  |
| 5.000%, 02/15/26  | 2255 | &nbsp;&nbsp;2257198 |
| &nbsp;&nbsp;&nbsp;&nbsp;City of Garland Electric <br>Utility System Revenue <br>(RB) (AG) |  |  |
| 5.000%, 03/01/27  | 25 | &nbsp;&nbsp;25697 |
| 5.000%, 03/01/28  | 40 | &nbsp;&nbsp;42098 |
| &nbsp;&nbsp;&nbsp;&nbsp;City of Georgetown Utility <br>System Revenue (RB) |  |  |
| 5.000%, 08/15/26  | 70 | &nbsp;&nbsp;70963 |
| 5.000%, 08/15/27  | 45 | &nbsp;&nbsp;46742 |
| City of Houston (RN) |  |  |
| 5.000%, 06/30/26  | 1000 | &nbsp;&nbsp;1011186 |

---

---

| | | |
|:---|:---|:---|
|  | **Face**<br>**Amount^**<br>| **Value†** |
|  | **(000)** |  |
| TEXAS — (Continued) | TEXAS — (Continued) | TEXAS — (Continued) |
| City of Irving (GO) |  |  |
| 5.000%, 09/15/27  | 330 | &nbsp;&nbsp;$344098 |
| City of Kyle (GO) (AG) |  |  |
| 5.000%, 08/15/26  | 325 | &nbsp;&nbsp;329644 |
| City of Midlothian (GO) |  |  |
| 5.000%, 08/15/26  | 500 | &nbsp;&nbsp;507171 |
| City of Pearland (GO) |  |  |
| 5.000%, 03/01/26  | 105 | &nbsp;&nbsp;105219 |
| 5.000%, 03/01/27  | 430 | &nbsp;&nbsp;442178 |
| &nbsp;&nbsp;&nbsp;&nbsp;City of Pearland (GO) <br>Series A |  |  |
| 5.000%, 03/01/27  | 110 | &nbsp;&nbsp;113115 |
| City of San Antonio (GO) |  |  |
| 5.000%, 02/01/26 | 625 | &nbsp;&nbsp;625000 |
| 5.000%, 02/01/27  | 335 | &nbsp;&nbsp;344271 |
| &nbsp;&nbsp;&nbsp;&nbsp;City of San Antonio Electric <br>& Gas Systems <br>Revenue (RB) |  |  |
| 4.000%, 02/01/28  | 425 | &nbsp;&nbsp;428375 |
| 5.000%, 02/01/32  | 1765 | &nbsp;&nbsp;1765000 |
| City of Temple (GO) |  |  |
| 5.000%, 08/01/26  | 140 | &nbsp;&nbsp;141871 |
| 5.000%, 08/01/27  | 65 | &nbsp;&nbsp;67601 |
| &nbsp;&nbsp;&nbsp;&nbsp;City of Temple Utility <br>System Revenue (RB) |  |  |
| 5.000%, 08/01/26  | 55 | &nbsp;&nbsp;55735 |
| 5.000%, 08/01/27  | 35 | &nbsp;&nbsp;36401 |
| &nbsp;&nbsp;&nbsp;&nbsp;Clear Creek Independent <br>School District (GO) <br>(PSF-GTD) |  |  |
| 5.000%, 02/15/33  | 510 | &nbsp;&nbsp;522657 |
| &nbsp;&nbsp;&nbsp;&nbsp;Clifton Higher Education <br>Finance Corp. (RB) <br>(PSF-GTD) |  |  |
| 5.000%, 04/01/27  | 210 | &nbsp;&nbsp;216129 |
| &nbsp;&nbsp;&nbsp;&nbsp;Clint Independent School <br>District (GO) (PSF-GTD) |  |  |
| 5.000%, 08/15/26  | 450 | &nbsp;&nbsp;456140 |
| &nbsp;&nbsp;&nbsp;&nbsp;Conroe Independent <br>School District (GO) <br>(PSF-GTD) |  |  |
| 5.000%, 02/15/26  | 50 | &nbsp;&nbsp;50049 |
| County of Collin (GO) |  |  |
| 5.000%, 02/15/26  | 335 | &nbsp;&nbsp;335315 |
| County of Ector (GO) |  |  |
| 5.000%, 02/15/26  | 115 | &nbsp;&nbsp;115108 |
| &nbsp;&nbsp;&nbsp;&nbsp;County of Fort Bend Toll <br>Road Revenue (RB) <br>(AG) |  |  |
| 5.000%, 03/01/27  | 155 | &nbsp;&nbsp;159289 |
| &nbsp;&nbsp;&nbsp;&nbsp;County of Harris (GO) <br>Series A |  |  |
| 5.000%, 09/15/27  | 1060 | &nbsp;&nbsp;1106839 |
| County of Hidalgo (GO) |  |  |
| 5.000%, 08/15/26  | 320 | &nbsp;&nbsp;324297 |

---

------

**DFA Short-Term Selective State Municipal Bond Portfolio**

**CONTINUED**

---

| | | |
|:---|:---|:---|
|  | **Face**<br>**Amount^**<br>| **Value†** |
|  | **(000)** |  |
| TEXAS — (Continued) | TEXAS — (Continued) | TEXAS — (Continued) |
| County of Midland (GO) |  |  |
| 5.000%, 02/15/26  | 245 | &nbsp;&nbsp;$245227 |
| &nbsp;&nbsp;&nbsp;&nbsp;County of Montgomery <br>(GO) |  |  |
| 5.000%, 03/01/31  | 1000 | &nbsp;&nbsp;1002127 |
| &nbsp;&nbsp;&nbsp;&nbsp;County of Montgomery <br>(GO) Series A |  |  |
| 5.000%, 03/01/26  | 105 | &nbsp;&nbsp;105225 |
| 5.000%, 03/01/27  | 215 | &nbsp;&nbsp;221042 |
| County of Travis (GO) |  |  |
| 5.000%, 03/01/26  | 485 | &nbsp;&nbsp;486047 |
| County of Williamson (GO) |  |  |
| 5.000%, 02/15/26  | 135 | &nbsp;&nbsp;135131 |
| &nbsp;&nbsp;&nbsp;&nbsp;Crockett County <br>Consolidated Common <br>School District No. 1 <br>(GO) (PSF-GTD) |  |  |
| 5.000%, 08/15/26  | 185 | &nbsp;&nbsp;187564 |
| &nbsp;&nbsp;&nbsp;&nbsp;Dallas Independent School <br>District (GO) (PSF-GTD) <br>Series B |  |  |
| 5.000%, 02/15/26  | 465 | &nbsp;&nbsp;465455 |
| &nbsp;&nbsp;&nbsp;&nbsp;Dripping Springs <br>Independent School <br>District (GO) (PSF-GTD) |  |  |
| 5.000%, 02/15/27  | 95 | &nbsp;&nbsp;97720 |
| &nbsp;&nbsp;&nbsp;&nbsp;El Paso County Hospital <br>District (GO) (AG) |  |  |
| 5.000%, 02/15/26  | 120 | &nbsp;&nbsp;120097 |
| 5.000%, 02/15/27  | 80 | &nbsp;&nbsp;81894 |
| &nbsp;&nbsp;&nbsp;&nbsp;Harris County Cultural <br>Education Facilities <br>Finance Corp. (RB) <br>Series A |  |  |
| 5.000%, 05/15/27  | 515 | &nbsp;&nbsp;530430 |
| 5.000%, 07/01/28  | 425 | &nbsp;&nbsp;449999 |
| &nbsp;&nbsp;&nbsp;&nbsp;Hays Consolidated <br>Independent School <br>District (GO) (PSF-GTD) |  |  |
| 5.000%, 02/15/26  | 55 | &nbsp;&nbsp;55053 |
| 5.000%, 02/15/27  | 155 | &nbsp;&nbsp;159277 |
| &nbsp;&nbsp;&nbsp;&nbsp;Houston Independent <br>School District (GO) <br>(PSF-GTD) |  |  |
| 5.000%, 02/15/26  | 905 | &nbsp;&nbsp;905902 |
| &nbsp;&nbsp;&nbsp;&nbsp;Houston Independent <br>School District (GO) <br>(PSF-GTD) Series B |  |  |
| 5.000%, 02/15/26  | 1860 | &nbsp;&nbsp;1861854 |
| 5.000%, 02/15/27  | 465 | &nbsp;&nbsp;478459 |
| &nbsp;&nbsp;&nbsp;&nbsp;Humble Independent <br>School District (GO) <br>(PSF-GTD) |  |  |
| 5.000%, 02/15/27  | 500 | &nbsp;&nbsp;514056 |

---

---

| | | |
|:---|:---|:---|
|  | **Face**<br>**Amount^**<br>| **Value†** |
|  | **(000)** |  |
| TEXAS — (Continued) | TEXAS — (Continued) | TEXAS — (Continued) |
| &nbsp;&nbsp;&nbsp;&nbsp;Humble Independent <br>School District (GO) <br>Series B |  |  |
| 5.000%, 02/15/27  | 180 | &nbsp;&nbsp;$184836 |
| &nbsp;&nbsp;&nbsp;&nbsp;Lancaster Independent <br>School District (GO) <br>(BAM) Series B |  |  |
| 5.000%, 02/15/26  | 190 | &nbsp;&nbsp;190175 |
| 5.000%, 02/15/27  | 300 | &nbsp;&nbsp;308028 |
| &nbsp;&nbsp;&nbsp;&nbsp;Leander Independent <br>School District (GO) <br>(PSF-GTD) Series A |  |  |
| 5.000%, 02/15/26  | 150 | &nbsp;&nbsp;150142 |
| &nbsp;&nbsp;&nbsp;&nbsp;Lewisville Independent <br>School District (GO) <br>(PSF-GTD) |  |  |
| 5.000%, 08/15/26  | 170 | &nbsp;&nbsp;172502 |
| &nbsp;&nbsp;&nbsp;&nbsp;Little Elm Independent <br>School District (GO) <br>(PSF-GTD) |  |  |
| 5.000%, 08/15/26  | 250 | &nbsp;&nbsp;253438 |
| &nbsp;&nbsp;&nbsp;&nbsp;Lower Colorado River <br>Authority (RB) |  |  |
| 5.000%, 05/15/26 | 985 | &nbsp;&nbsp;992722 |
| &nbsp;&nbsp;&nbsp;&nbsp;Lower Colorado River <br>Authority (RB) Series A |  |  |
| 5.000%, 05/15/27  | 85 | &nbsp;&nbsp;87892 |
| &nbsp;&nbsp;&nbsp;&nbsp;Lower Colorado River <br>Authority (RB) (AG) |  |  |
| 5.000%, 05/15/27  | 565 | &nbsp;&nbsp;584659 |
| &nbsp;&nbsp;&nbsp;&nbsp;Midland Independent <br>School District (GO) <br>(PSF-GTD) |  |  |
| 5.000%, 02/15/26  | 840 | &nbsp;&nbsp;840828 |
| &nbsp;&nbsp;&nbsp;&nbsp;North East Texas Regional <br>Mobility Authority (RB) <br>Series A |  |  |
| 5.000%, 01/01/27  | 95 | &nbsp;&nbsp;97045 |
| &nbsp;&nbsp;&nbsp;&nbsp;North Harris County <br>Regional Water Authority <br>(RB) |  |  |
| 5.000%, 12/15/33  | 1095 | &nbsp;&nbsp;1116515 |
| &nbsp;&nbsp;&nbsp;&nbsp;North Texas Municipal <br>Water District Upper <br>East Fork Wastewater <br>Interceptor System (RB) |  |  |
| 5.000%, 06/01/26  | 160 | &nbsp;&nbsp;161489 |
| &nbsp;&nbsp;&nbsp;&nbsp;North Texas Municipal <br>Water District Water <br>System Revenue (RB) |  |  |
| 5.000%, 09/01/26  | 845 | &nbsp;&nbsp;858853 |
| 5.000%, 09/01/31  | 330 | &nbsp;&nbsp;334233 |

---

------

**DFA Short-Term Selective State Municipal Bond Portfolio**

**CONTINUED**

---

| | | |
|:---|:---|:---|
|  | **Face**<br>**Amount^**<br>| **Value†** |
|  | **(000)** |  |
| TEXAS — (Continued) | TEXAS — (Continued) | TEXAS — (Continued) |
| &nbsp;&nbsp;&nbsp;&nbsp;Permanent University Fund <br>- University of Texas <br>System (RB) Series B |  |  |
| 5.000%, 07/01/29  | 575 | &nbsp;&nbsp;$580941 |
| &nbsp;&nbsp;&nbsp;&nbsp;Rankin Independent <br>School District (GO) <br>(PSF-GTD) |  |  |
| 5.000%, 02/15/26  | 1000 | &nbsp;&nbsp;1000927 |
| &nbsp;&nbsp;&nbsp;&nbsp;Spring Independent School <br>District (GO) Series B |  |  |
| 5.000%, 08/15/26  | 100 | &nbsp;&nbsp;101483 |
| &nbsp;&nbsp;&nbsp;&nbsp;State of Texas (GO) Series <br>A |  |  |
| 5.000%, 10/01/31  | 405 | &nbsp;&nbsp;422635 |
| &nbsp;&nbsp;&nbsp;&nbsp;State of Texas (GO) Series <br>B |  |  |
| 5.000%, 10/01/31  | 365 | &nbsp;&nbsp;380893 |
| &nbsp;&nbsp;&nbsp;&nbsp;Stephen F Austin State <br>University (RB) |  |  |
| 5.000%, 10/15/26  | 1000 | &nbsp;&nbsp;1017684 |
| 5.000%, 10/15/29  | 720 | &nbsp;&nbsp;731942 |
| &nbsp;&nbsp;&nbsp;&nbsp;Tarrant County Cultural <br>Education Facilities <br>Finance Corp. (RB) |  |  |
| 5.000%, 12/01/27  | 790 | &nbsp;&nbsp;826550 |
| &nbsp;&nbsp;&nbsp;&nbsp;Tarrant County Cultural <br>Education Facilities <br>Finance Corp. (RB) <br>Series E |  |  |
| 5.000%, 11/15/28  | 165 | &nbsp;&nbsp;176349 |
| &nbsp;&nbsp;&nbsp;&nbsp;Texas A&M University (RB) <br>Series A |  |  |
| 5.000%, 05/15/26  | 130 | &nbsp;&nbsp;131021 |
| 5.000%, 05/15/27  | 125 | &nbsp;&nbsp;129422 |
| &nbsp;&nbsp;&nbsp;&nbsp;Texas State Technical <br>College (RB) (AG) <br>Series A |  |  |
| 5.000%, 08/01/28  | 555 | &nbsp;&nbsp;589041 |
| &nbsp;&nbsp;&nbsp;&nbsp;Texas Tech University <br>System (RB) Series A |  |  |
| 5.000%, 02/15/26  | 290 | &nbsp;&nbsp;290273 |
| 5.000%, 02/15/27  | 135 | &nbsp;&nbsp;138704 |
| &nbsp;&nbsp;&nbsp;&nbsp;Travis County Healthcare <br>District (GO) |  |  |
| 5.000%, 03/01/27  | 75 | &nbsp;&nbsp;77100 |
| &nbsp;&nbsp;&nbsp;&nbsp;Upper Trinity Regional <br>Water District (RB) <br>(BAM) |  |  |
| 5.000%, 08/01/26  | 140 | &nbsp;&nbsp;141787 |
| &nbsp;&nbsp;&nbsp;&nbsp;Weatherford Independent <br>School District (GO) <br>(PSF-GTD) |  |  |
| 5.000%, 02/15/26  | 415 | &nbsp;&nbsp;415394 |
| TOTAL TEXAS |  | &nbsp;&nbsp;46823193 |

---

---

| | | |
|:---|:---|:---|
|  | **Face**<br>**Amount^**<br>| **Value†** |
|  | **(000)** |  |
| UTAH — (1.0%) | UTAH — (1.0%) | UTAH — (1.0%) |
| &nbsp;&nbsp;&nbsp;&nbsp;City of Salt Lake City <br>Public Utilities Revenue <br>(RB) Series C |  |  |
| 5.000%, 02/01/27  | 500 | &nbsp;&nbsp;$513587 |
| &nbsp;&nbsp;&nbsp;&nbsp;Davis School District (GO) <br>(SCH BD GTY) Series B |  |  |
| 5.000%, 06/01/26  | 980 | &nbsp;&nbsp;988760 |
| Utah Transit Authority (RB) |  |  |
| 5.000%, 12/15/26  | 350 | &nbsp;&nbsp;358372 |
| TOTAL UTAH |  | &nbsp;&nbsp;1860719 |
| VIRGINIA — (0.4%) | VIRGINIA — (0.4%) | VIRGINIA — (0.4%) |
| &nbsp;&nbsp;&nbsp;&nbsp;Hampton Roads <br>Transportation <br>Accountability <br>Commission (RB) Series <br>A |  |  |
| 5.000%, 07/01/26  | 500 | &nbsp;&nbsp;505840 |
| &nbsp;&nbsp;&nbsp;&nbsp;Roanoke Economic <br>Development Authority <br>(RB) |  |  |
| 5.000%, 07/01/26  | 315 | &nbsp;&nbsp;318227 |
| TOTAL VIRGINIA |  | &nbsp;&nbsp;824067 |
| WASHINGTON — (6.8%) | WASHINGTON — (6.8%) | WASHINGTON — (6.8%) |
| City of Seattle (GO) |  |  |
| 4.000%, 12/01/32  | 375 | &nbsp;&nbsp;375196 |
| &nbsp;&nbsp;&nbsp;&nbsp;City of Seattle Drainage & <br>Wastewater Revenue <br>(RB) |  |  |
| 5.000%, 05/01/26  | 135 | &nbsp;&nbsp;135923 |
| 5.000%, 05/01/27  | 100 | &nbsp;&nbsp;103438 |
| &nbsp;&nbsp;&nbsp;&nbsp;City of Seattle Municipal <br>Light & Power Revenue <br>(RB) |  |  |
| 5.000%, 02/01/26  | 825 | &nbsp;&nbsp;825000 |
| 5.000%, 02/01/27  | 185 | &nbsp;&nbsp;190101 |
| &nbsp;&nbsp;&nbsp;&nbsp;Clark County School <br>District No. 114 <br>Evergreen (GO) (SCH <br>BD GTY) |  |  |
| 5.000%, 12/01/26  | 1110 | &nbsp;&nbsp;1134729 |
| &nbsp;&nbsp;&nbsp;&nbsp;County of King Sewer <br>Revenue (RB) Series A |  |  |
| 5.000%, 07/01/26  | 505 | &nbsp;&nbsp;510772 |
| County of Spokane (GO) |  |  |
| 5.000%, 12/01/26  | 20 | &nbsp;&nbsp;20451 |
| 5.000%, 12/01/27  | 25 | &nbsp;&nbsp;26228 |
| &nbsp;&nbsp;&nbsp;&nbsp;Energy Northwest (RB) <br>Series A |  |  |
| 5.000%, 07/01/27  | 1425 | &nbsp;&nbsp;1440319 |

---

------

**DFA Short-Term Selective State Municipal Bond Portfolio**

**CONTINUED**

---

| | | |
|:---|:---|:---|
|  | **Face**<br>**Amount^**<br>| **Value†** |
|  | **(000)** |  |
| WASHINGTON — (Continued) | WASHINGTON — (Continued) | WASHINGTON — (Continued) |
| &nbsp;&nbsp;&nbsp;&nbsp;King County School District <br>No. 403 Renton (GO) <br>(SCH BD GTY) |  |  |
| 4.000%, 12/01/32  | 875 | &nbsp;&nbsp;$875435 |
| &nbsp;&nbsp;&nbsp;&nbsp;King County School District <br>No. 409 Tahoma (GO) <br>(SCH BD GTY) |  |  |
| 5.000%, 12/01/26  | 65 | &nbsp;&nbsp;66486 |
| 5.000%, 12/01/27  | 35 | &nbsp;&nbsp;36751 |
| &nbsp;&nbsp;&nbsp;&nbsp;Public Utility District No. 1 <br>of Cowlitz County (RB) |  |  |
| 5.000%, 09/01/26  | 115 | &nbsp;&nbsp;116691 |
| &nbsp;&nbsp;&nbsp;&nbsp;Snohomish County Public <br>Utility District No. 1 <br>Electric System Revenue <br>(RB) Series A |  |  |
| 5.000%, 12/01/26  | 120 | &nbsp;&nbsp;122613 |
| 5.000%, 12/01/27  | 175 | &nbsp;&nbsp;183627 |
| &nbsp;&nbsp;&nbsp;&nbsp;Snohomish County School <br>District No. 103 Monroe <br>(GO) (SCH BD GTY) |  |  |
| 5.000%, 12/01/26  | 80 | &nbsp;&nbsp;81829 |
| 5.000%, 12/01/27  | 35 | &nbsp;&nbsp;36751 |
| &nbsp;&nbsp;&nbsp;&nbsp;Snohomish County School <br>District No. 201 <br>Snohomish (GO) (SCH <br>BD GTY) |  |  |
| 5.000%, 12/01/26  | 105 | &nbsp;&nbsp;107401 |
| 5.000%, 12/01/27  | 105 | &nbsp;&nbsp;110254 |
| &nbsp;&nbsp;&nbsp;&nbsp;Snohomish County School <br>District No. 4 Lake <br>Stevens (GO) (SCH BD <br>GTY) |  |  |
| 5.000%, 12/01/26  | 615 | &nbsp;&nbsp;629060 |
| &nbsp;&nbsp;&nbsp;&nbsp;State of Washington (GO) <br>Series 2017-A |  |  |
| 5.000%, 08/01/26  | 505 | &nbsp;&nbsp;511944 |
| 5.000%, 08/01/33  | 1115 | &nbsp;&nbsp;1128830 |
| &nbsp;&nbsp;&nbsp;&nbsp;State of Washington (GO) <br>Series B |  |  |
| 5.000%, 08/01/29  | 145 | &nbsp;&nbsp;146965 |
| &nbsp;&nbsp;&nbsp;&nbsp;State of Washington (GO) <br>Series R-2025A |  |  |
| 4.000%, 07/01/26  | 2555 | &nbsp;&nbsp;2573725 |
| &nbsp;&nbsp;&nbsp;&nbsp;University of Washington <br>(RB) |  |  |
| 5.000%, 12/01/26  | 510 | &nbsp;&nbsp;521426 |
| 5.000%, 12/01/27  | 95 | &nbsp;&nbsp;99675 |
| &nbsp;&nbsp;&nbsp;&nbsp;Washington Health Care <br>Facilities Authority (RB) <br>Series A |  |  |
| 5.000%, 03/01/26  | 150 | &nbsp;&nbsp;150302 |
| 5.000%, 03/01/27  | 105 | &nbsp;&nbsp;107866 |

---

---

| | | |
|:---|:---|:---|
|  | **Face**<br>**Amount^**<br>| **Value†** |
|  | **(000)** |  |
| WASHINGTON — (Continued) | WASHINGTON — (Continued) | WASHINGTON — (Continued) |
| &nbsp;&nbsp;&nbsp;&nbsp;Washington Health Care <br>Facilities Authority (RB) <br>Series A-1 |  |  |
| 5.000%, 08/01/27  | 500 | &nbsp;&nbsp;$517947 |
| TOTAL WASHINGTON |  | &nbsp;&nbsp;12887735 |
| WISCONSIN — (5.7%) | WISCONSIN — (5.7%) | WISCONSIN — (5.7%) |
| &nbsp;&nbsp;&nbsp;&nbsp;City of Madison (GO) <br>Series B |  |  |
| 5.000%, 10/01/26  | 870 | &nbsp;&nbsp;885331 |
| City of Racine (GO) |  |  |
| 4.500%, 03/15/27  | 485 | &nbsp;&nbsp;486021 |
| &nbsp;&nbsp;&nbsp;&nbsp;County of Pierce (GO) <br>Series A |  |  |
| 5.000%, 03/01/26  | 250 | &nbsp;&nbsp;250541 |
| &nbsp;&nbsp;&nbsp;&nbsp;Green Bay Area Public <br>School District (GO) |  |  |
| 4.000%, 04/01/26  | 65 | &nbsp;&nbsp;65175 |
| &nbsp;&nbsp;&nbsp;&nbsp;Madison Metropolitan <br>School District (RN) |  |  |
| 5.000%, 09/01/26  | 1300 | &nbsp;&nbsp;1320781 |
| &nbsp;&nbsp;&nbsp;&nbsp;Madison Metropolitan <br>School District (GO) <br>Series A |  |  |
| 5.000%, 03/01/27  | 995 | &nbsp;&nbsp;1023643 |
| &nbsp;&nbsp;&nbsp;&nbsp;Oak Creek-Franklin Joint <br>School District (GO) <br>Series A |  |  |
| 4.000%, 04/01/26  | 710 | &nbsp;&nbsp;712027 |
| &nbsp;&nbsp;&nbsp;&nbsp;Onalaska School District <br>(GO) |  |  |
| 5.000%, 04/01/26  | 585 | &nbsp;&nbsp;587462 |
| &nbsp;&nbsp;&nbsp;&nbsp;Portage Community School <br>District (GO) |  |  |
| 5.000%, 03/01/26  | 250 | &nbsp;&nbsp;250506 |
| &nbsp;&nbsp;&nbsp;&nbsp;Racine Unified School <br>District (GO) (AG) |  |  |
| 5.000%, 04/01/26  | 160 | &nbsp;&nbsp;160663 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sheboygan Area School <br>District (GO) |  |  |
| 5.000%, 03/01/26  | 75 | &nbsp;&nbsp;75155 |
| &nbsp;&nbsp;&nbsp;&nbsp;State of Wisconsin (GO) <br>Series 2 |  |  |
| 5.000%, 11/01/26  | 515 | &nbsp;&nbsp;525663 |
| &nbsp;&nbsp;&nbsp;&nbsp;State of Wisconsin (GO) <br>Series A |  |  |
| 5.000%, 05/01/27  | 1470 | &nbsp;&nbsp;1520259 |
| 5.000%, 05/01/28  | 500 | &nbsp;&nbsp;530194 |
| &nbsp;&nbsp;&nbsp;&nbsp;State of Wisconsin (GO) <br>Series B |  |  |
| 5.000%, 05/01/26  | 600 | &nbsp;&nbsp;604085 |
| 5.000%, 05/01/27  | 870 | &nbsp;&nbsp;899997 |

---

------

**DFA Short-Term Selective State Municipal Bond Portfolio**

**CONTINUED**

---

| | | |
|:---|:---|:---|
|  | **Face**<br>**Amount^**<br>| **Value†** |
|  | **(000)** |  |
| WISCONSIN — (Continued) | WISCONSIN — (Continued) | WISCONSIN — (Continued) |
| 5.000%, 05/01/28  | 790 | &nbsp;&nbsp;$837879 |
| TOTAL WISCONSIN |  | &nbsp;&nbsp;10735382 |
| &nbsp;&nbsp;&nbsp;&nbsp;TOTAL MUNICIPAL <br>BONDS<br>(Cost $185,386,745) |  | &nbsp;&nbsp;185888595 |
| COMMERCIAL PAPER — (2.1%) | COMMERCIAL PAPER — (2.1%) | COMMERCIAL PAPER — (2.1%) |
| &nbsp;&nbsp;&nbsp;&nbsp;Board of Regents of the <br>University of Texas <br>System |  |  |
| 2.700%, 03/03/26 | 1000 | &nbsp;&nbsp;1000201 |
| County of Maricopa |  |  |
| 2.700%, 02/04/26 | 1000 | &nbsp;&nbsp;1000060 |
| 2.680%, 02/11/26 | 710 | &nbsp;&nbsp;710079 |
| &nbsp;&nbsp;&nbsp;&nbsp;Minnesota Agricultural & <br>Economic Development <br>Board |  |  |
| 2.780%, 02/25/26 | 544 | &nbsp;&nbsp;544109 |
| &nbsp;&nbsp;&nbsp;&nbsp;University of Pittsburgh-of <br>the Commonwealth <br>System of Higher <br>Education |  |  |
| 2.580%, 03/05/26 | 700 | &nbsp;&nbsp;700157 |
| &nbsp;&nbsp;&nbsp;&nbsp;TOTAL COMMERCIAL <br>PAPER<br>(Cost $3,954,000) |  | &nbsp;&nbsp;3954606 |

---

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

---

| | | |
|:---|:---|:---|
|  | **Shares** | **Value†** |
| INVESTMENT COMPANIES — (0.0%) | INVESTMENT COMPANIES — (0.0%) | INVESTMENT COMPANIES — (0.0%) |
| &nbsp;&nbsp;&nbsp;&nbsp;BlackRock Liquidity <br>Funds MuniCash<br>(Cost $85,418)<br>| 85410 | &nbsp;&nbsp;$85418 |
| TOTAL INVESTMENTS — (100.0%) | TOTAL INVESTMENTS — (100.0%) |  |
| &nbsp;&nbsp;&nbsp;&nbsp;(Cost $189,426,163)^^ |  | &nbsp;&nbsp;$189928619 |

---

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

---

| | |
|:---|:---|
| BAM | Build America Mutual |
| GO | General Obligation |
| PSF-GTD | Public School Fund Guarantee |
| Q-SBLF | School Bond Qualification and Loan <br>Program<br>|
| RB | Revenue Bond |
| RN | Revenue Note |
| SCH BD GTY | School Bond Guaranty |
| SD CRED PROG | School District Credit Program |
| ST AID WITHHLDG | State Aid Withholding |
| ST INTERCEPT | State Intercept |

---

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

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** |
|  | **Level 1** | **Level 2** | **Level 3** | **Total** |
| **Assets** |  |  |  |  |
| Municipal Bonds | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;$185888595 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;$185888595 |
| Commercial Paper | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;3954606 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;3954606 |
| Investment Companies | &nbsp;&nbsp;&nbsp;$85418 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;85418 |
| Total Investments in Securities | &nbsp;&nbsp;&nbsp;$85418 | &nbsp;&nbsp;&nbsp;$189843201 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;$189928619 |

---

------

**DFA California Short-Term Municipal Bond Portfolio**

**SCHEDULE OF INVESTMENTS**

**January 31, 2026**

**(Unaudited)**

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

---

| | | |
|:---|:---|:---|
|  | **Face**<br>**Amount**<br>| **Value†** |
|  | **(000)** |  |
| MUNICIPAL BONDS — (96.4%) | MUNICIPAL BONDS — (96.4%) | MUNICIPAL BONDS — (96.4%) |
| CALIFORNIA — (96.4%) | CALIFORNIA — (96.4%) | CALIFORNIA — (96.4%) |
| &nbsp;&nbsp;&nbsp;&nbsp;Amador Water Agency <br>Financing Corp. (COP) <br>Series A |  |  |
| 5.000%, 06/01/26  | 485 | &nbsp;&nbsp;$485952 |
| &nbsp;&nbsp;&nbsp;&nbsp;Anaheim Housing & Public <br>Improvements Authority <br>(RB) Series A |  |  |
| 5.000%, 10/01/26  | 350 | &nbsp;&nbsp;357002 |
| &nbsp;&nbsp;&nbsp;&nbsp;Anaheim Housing & Public <br>Improvements Authority <br>(RB) Series B |  |  |
| 5.000%, 10/01/26  | 2620 | &nbsp;&nbsp;2672416 |
| 5.000%, 10/01/28  | 450 | &nbsp;&nbsp;486390 |
| &nbsp;&nbsp;&nbsp;&nbsp;Anaheim Housing & Public <br>Improvements Authority <br>(RB) Series E |  |  |
| 5.000%, 10/01/29  | 2000 | &nbsp;&nbsp;2097868 |
| &nbsp;&nbsp;&nbsp;&nbsp;Antelope Valley Union High <br>School District (GO) <br>Series A |  |  |
| 5.000%, 08/01/26  | 1350 | &nbsp;&nbsp;1370667 |
| 5.000%, 08/01/27  | 835 | &nbsp;&nbsp;873328 |
| 5.000%, 08/01/28  | 885 | &nbsp;&nbsp;952169 |
| &nbsp;&nbsp;&nbsp;&nbsp;Apple Valley Unified <br>School District (GO) <br>(BAM) |  |  |
| 5.000%, 08/01/26  | 780 | &nbsp;&nbsp;781600 |
| &nbsp;&nbsp;&nbsp;&nbsp;Atascadero Unified School <br>District (GO) Series A |  |  |
| 5.000%, 08/01/26  | 565 | &nbsp;&nbsp;573452 |
| &nbsp;&nbsp;&nbsp;&nbsp;Bay Area Toll Authority <br>(RB) Series A |  |  |
| 2.650%, 04/01/55  | 9380 | &nbsp;&nbsp;9380000 |
| &nbsp;&nbsp;&nbsp;&nbsp;Bay Area Toll Authority <br>(RB) Series B |  |  |
| 2.600%, 04/01/55  | 8430 | &nbsp;&nbsp;8430000 |
| &nbsp;&nbsp;&nbsp;&nbsp;Beaumont Public <br>Improvement Authority <br>(RB) Series A |  |  |
| 5.000%, 09/01/26  | 510 | &nbsp;&nbsp;518986 |
| 5.000%, 09/01/27  | 355 | &nbsp;&nbsp;371675 |
| &nbsp;&nbsp;&nbsp;&nbsp;Belmont-Redwood Shores <br>School District (GO) <br>Series A |  |  |
| 5.000%, 08/01/26  | 780 | &nbsp;&nbsp;791512 |
| &nbsp;&nbsp;&nbsp;&nbsp;Beverly Hills Unified <br>School District (GO) |  |  |
| 5.000%, 08/01/26  | 810 | &nbsp;&nbsp;822481 |
| 5.000%, 08/01/27  | 660 | &nbsp;&nbsp;689696 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Face**<br>**Amount**<br>| **Value†** |
|  |  | **(000)** |  |
| CALIFORNIA — (Continued) | CALIFORNIA — (Continued) | CALIFORNIA — (Continued) | CALIFORNIA — (Continued) |
| &nbsp;&nbsp;&nbsp;&nbsp;Buena Park School District <br>(GO) | &nbsp;&nbsp;&nbsp;&nbsp;Buena Park School District <br>(GO) |  |  |
|  | 8.000%, 08/01/26  | 1320 | &nbsp;&nbsp;$1358041 |
| &nbsp;&nbsp;&nbsp;&nbsp;Burbank Unified School <br>District (GO) | &nbsp;&nbsp;&nbsp;&nbsp;Burbank Unified School <br>District (GO) |  |  |
|  | 5.000%, 08/01/26  | 500 | &nbsp;&nbsp;507805 |
|  | 5.000%, 08/01/28  | 750 | &nbsp;&nbsp;808067 |
| &nbsp;&nbsp;&nbsp;&nbsp;California Health Facilities <br>Financing Authority (RB) | &nbsp;&nbsp;&nbsp;&nbsp;California Health Facilities <br>Financing Authority (RB) |  |  |
|  | 5.000%, 02/01/26  | 1040 | &nbsp;&nbsp;1040000 |
|  | 5.000%, 11/15/29  | 1070 | &nbsp;&nbsp;1075794 |
|  | 5.000%, 02/01/30  | 1000 | &nbsp;&nbsp;1027326 |
| &nbsp;&nbsp;&nbsp;&nbsp;California Health Facilities <br>Financing Authority (RB) <br>Series A | &nbsp;&nbsp;&nbsp;&nbsp;California Health Facilities <br>Financing Authority (RB) <br>Series A |  |  |
|  | 5.000%, 02/01/26  | 565 | &nbsp;&nbsp;565000 |
|  | 5.000%, 03/01/26  | 2565 | &nbsp;&nbsp;2567575 |
|  | 5.000%, 11/15/26  | 1125 | &nbsp;&nbsp;1150724 |
|  | 4.000%, 03/01/28  | 4660 | &nbsp;&nbsp;4662093 |
|  | 5.000%, 10/01/29  | 2390 | &nbsp;&nbsp;2395112 |
| &nbsp;&nbsp;&nbsp;&nbsp;California Health Facilities <br>Financing Authority (RB) <br>Series B | &nbsp;&nbsp;&nbsp;&nbsp;California Health Facilities <br>Financing Authority (RB) <br>Series B |  |  |
|  | 2.650%, 03/01/41  | 4185 | &nbsp;&nbsp;4185000 |
| ¤ | &nbsp;&nbsp;&nbsp;&nbsp;5.000%, 11/15/46 <br>(Pre-refunded @ <br>$100, 11/15/26)<br>| 2900 | &nbsp;&nbsp;2963426 |
| &nbsp;&nbsp;&nbsp;&nbsp;California Municipal <br>Finance Authority (RB) <br>Series A | &nbsp;&nbsp;&nbsp;&nbsp;California Municipal <br>Finance Authority (RB) <br>Series A |  |  |
|  | 5.000%, 02/01/26  | 1135 | &nbsp;&nbsp;1135000 |
|  | 5.000%, 02/01/28  | 750 | &nbsp;&nbsp;777381 |
| &nbsp;&nbsp;&nbsp;&nbsp;California Public Finance <br>Authority (RB) Series A | &nbsp;&nbsp;&nbsp;&nbsp;California Public Finance <br>Authority (RB) Series A |  |  |
|  | 5.000%, 06/01/26  | 240 | &nbsp;&nbsp;241861 |
| &nbsp;&nbsp;&nbsp;&nbsp;California State Public <br>Works Board (RB) <br>Series C | &nbsp;&nbsp;&nbsp;&nbsp;California State Public <br>Works Board (RB) <br>Series C |  |  |
|  | 4.000%, 11/01/31  | 5375 | &nbsp;&nbsp;5428892 |
|  | 5.000%, 11/01/33  | 2190 | &nbsp;&nbsp;2229761 |
| &nbsp;&nbsp;&nbsp;&nbsp;California State Public <br>Works Board (RB) <br>Series D | &nbsp;&nbsp;&nbsp;&nbsp;California State Public <br>Works Board (RB) <br>Series D |  |  |
|  | 4.000%, 04/01/32  | 1300 | &nbsp;&nbsp;1311236 |
| &nbsp;&nbsp;&nbsp;&nbsp;California State Public <br>Works Board (RB) <br>Series A | &nbsp;&nbsp;&nbsp;&nbsp;California State Public <br>Works Board (RB) <br>Series A |  |  |
|  | 5.000%, 04/01/27  | 1000 | &nbsp;&nbsp;1033385 |

---

------

**DFA California Short-Term Municipal Bond Portfolio**

**CONTINUED**

---

| | | |
|:---|:---|:---|
|  | **Face**<br>**Amount**<br>| **Value†** |
|  | **(000)** |  |
| CALIFORNIA — (Continued) | CALIFORNIA — (Continued) | CALIFORNIA — (Continued) |
| &nbsp;&nbsp;&nbsp;&nbsp;California State Public <br>Works Board (RB) <br>Series B |  |  |
| 5.000%, 05/01/26  | 1470 | &nbsp;&nbsp;$1480382 |
| 5.000%, 06/01/27  | 535 | &nbsp;&nbsp;555392 |
| 5.000%, 12/01/28  | 1905 | &nbsp;&nbsp;2059060 |
| 5.000%, 10/01/29  | 1265 | &nbsp;&nbsp;1322972 |
| &nbsp;&nbsp;&nbsp;&nbsp;California State Public <br>Works Board (RB) <br>Series C |  |  |
| 5.000%, 09/01/26 | 1610 | &nbsp;&nbsp;1636854 |
| 5.000%, 09/01/28 | 8636 | &nbsp;&nbsp;9273327 |
| 5.000%, 11/01/28  | 1100 | &nbsp;&nbsp;1186377 |
| &nbsp;&nbsp;&nbsp;&nbsp;California State Public <br>Works Board (RB) <br>Series D |  |  |
| 5.000%, 04/01/27  | 2030 | &nbsp;&nbsp;2065445 |
| &nbsp;&nbsp;&nbsp;&nbsp;California State Public <br>Works Board (RB) <br>Series F |  |  |
| 5.000%, 05/01/28  | 1275 | &nbsp;&nbsp;1280597 |
| &nbsp;&nbsp;&nbsp;&nbsp;California State University <br>(RB) Series A |  |  |
| 5.000%, 11/01/26  | 990 | &nbsp;&nbsp;1013085 |
| 5.000%, 11/01/28  | 60 | &nbsp;&nbsp;60147 |
| 5.000%, 11/01/30 | 4915 | &nbsp;&nbsp;5022832 |
| 5.000%, 11/01/32  | 5050 | &nbsp;&nbsp;5084684 |
| 5.000%, 11/01/33  | 3400 | &nbsp;&nbsp;3422414 |
| 4.000%, 11/01/34  | 8650 | &nbsp;&nbsp;8670071 |
| &nbsp;&nbsp;&nbsp;&nbsp;California Statewide <br>Communities <br>Development Authority <br>(RB) Series A |  |  |
| 5.000%, 12/01/26  | 930 | &nbsp;&nbsp;951301 |
| &nbsp;&nbsp;&nbsp;&nbsp;City & County of San <br>Francisco (GO) Series F |  |  |
| 5.000%, 06/15/26  | 10000 | &nbsp;&nbsp;10114206 |
| &nbsp;&nbsp;&nbsp;&nbsp;City & County of San <br>Francisco (COP) Series <br>R1 |  |  |
| 5.000%, 04/01/26  | 2030 | &nbsp;&nbsp;2039855 |
| 5.000%, 04/01/27  | 2765 | &nbsp;&nbsp;2860911 |
| &nbsp;&nbsp;&nbsp;&nbsp;City & County of San <br>Francisco (COP) Series <br>R-1 |  |  |
| 5.000%, 04/01/26  | 1110 | &nbsp;&nbsp;1115389 |
| &nbsp;&nbsp;&nbsp;&nbsp;City of Bakersfield <br>Wastewater Revenue <br>(RB) Series A |  |  |
| 5.000%, 09/15/26  | 2000 | &nbsp;&nbsp;2038341 |
| 5.000%, 09/15/27  | 1105 | &nbsp;&nbsp;1159427 |
| 5.000%, 09/15/28  | 1060 | &nbsp;&nbsp;1144879 |
| 5.000%, 09/15/29  | 1240 | &nbsp;&nbsp;1377336 |
| City of Berkeley (RN) |  |  |
| 4.000%, 07/28/26  | 13950 | &nbsp;&nbsp;14093331 |

---

---

| | | |
|:---|:---|:---|
|  | **Face**<br>**Amount**<br>| **Value†** |
|  | **(000)** |  |
| CALIFORNIA — (Continued) | CALIFORNIA — (Continued) | CALIFORNIA — (Continued) |
| &nbsp;&nbsp;&nbsp;&nbsp;City of Long Beach Airport <br>System Revenue (RB) <br>(AG) Series A |  |  |
| 5.000%, 06/01/26  | 225 | &nbsp;&nbsp;$227098 |
| City of Los Angeles (RN) |  |  |
| 5.000%, 06/25/26  | 14250 | &nbsp;&nbsp;14413304 |
| &nbsp;&nbsp;&nbsp;&nbsp;City of Los Angeles <br>Wastewater System <br>Revenue (RB) Series A |  |  |
| 5.000%, 06/01/26  | 2910 | &nbsp;&nbsp;2940292 |
| 5.000%, 06/01/27  | 945 | &nbsp;&nbsp;984591 |
| 5.000%, 06/01/28  | 3610 | &nbsp;&nbsp;3872690 |
| City of Oakland (GO) |  |  |
| 5.000%, 07/15/26  | 1175 | &nbsp;&nbsp;1189868 |
| 5.000%, 07/15/27  | 2045 | &nbsp;&nbsp;2127400 |
| &nbsp;&nbsp;&nbsp;&nbsp;City of Oxnard Wastewater <br>Revenue (RB) (BAM) |  |  |
| 5.000%, 06/01/26  | 840 | &nbsp;&nbsp;848266 |
| 5.000%, 06/01/27  | 390 | &nbsp;&nbsp;405342 |
| &nbsp;&nbsp;&nbsp;&nbsp;City of Riverside Sewer <br>Revenue (RB) Series A |  |  |
| 5.000%, 08/01/26  | 850 | &nbsp;&nbsp;862970 |
| 5.000%, 08/01/27  | 2300 | &nbsp;&nbsp;2405226 |
| 5.000%, 08/01/28  | 830 | &nbsp;&nbsp;893206 |
| &nbsp;&nbsp;&nbsp;&nbsp;City of San Francisco <br>Public Utilities <br>Commission Water <br>Revenue (RB) Series A |  |  |
| 5.000%, 11/01/26  | 1050 | &nbsp;&nbsp;1073178 |
| 5.000%, 11/01/27  | 1475 | &nbsp;&nbsp;1506000 |
| 5.000%, 11/01/28  | 1470 | &nbsp;&nbsp;1500738 |
| 5.000%, 11/01/29  | 1015 | &nbsp;&nbsp;1132773 |
| &nbsp;&nbsp;&nbsp;&nbsp;City of San Francisco <br>Public Utilities <br>Commission Water <br>Revenue (RB) Series B |  |  |
| 4.000%, 11/01/30  | 1255 | &nbsp;&nbsp;1269861 |
| &nbsp;&nbsp;&nbsp;&nbsp;City of San Francisco <br>Public Utilities <br>Commission Water <br>Revenue (RB) Series F |  |  |
| 5.000%, 11/01/26  | 3965 | &nbsp;&nbsp;4052525 |
| 5.000%, 11/01/27  | 3580 | &nbsp;&nbsp;3777025 |
| &nbsp;&nbsp;&nbsp;&nbsp;City of San Mateo (ST) <br>(BAM) |  |  |
| 5.000%, 09/01/26  | 250 | &nbsp;&nbsp;253564 |
| &nbsp;&nbsp;&nbsp;&nbsp;Clovis Unified School <br>District (GO) Series A |  |  |
| 5.000%, 08/01/26  | 1245 | &nbsp;&nbsp;1263624 |
| &nbsp;&nbsp;&nbsp;&nbsp;Corona-Norco Unified <br>School District (GO) |  |  |
| 5.000%, 08/01/26  | 925 | &nbsp;&nbsp;938560 |
| 5.000%, 08/01/27  | 575 | &nbsp;&nbsp;601132 |
| 5.000%, 08/01/28  | 585 | &nbsp;&nbsp;628657 |
| 5.000%, 08/01/29  | 590 | &nbsp;&nbsp;651760 |

---

------

**DFA California Short-Term Municipal Bond Portfolio**

**CONTINUED**

---

| | | |
|:---|:---|:---|
|  | **Face**<br>**Amount**<br>| **Value†** |
|  | **(000)** |  |
| CALIFORNIA — (Continued) | CALIFORNIA — (Continued) | CALIFORNIA — (Continued) |
| &nbsp;&nbsp;&nbsp;&nbsp;County of Kern (COP) <br>(AG) Series A |  |  |
| 5.000%, 11/01/26  | 1240 | &nbsp;&nbsp;$1264669 |
| &nbsp;&nbsp;&nbsp;&nbsp;County of Los Angeles <br>(RN) Series A |  |  |
| 5.000%, 06/30/26  | 21185 | &nbsp;&nbsp;21437868 |
| County of Riverside (RN) |  |  |
| 5.000%, 06/30/26  | 16015 | &nbsp;&nbsp;16213642 |
| County of San Diego (RN) |  |  |
| 5.000%, 06/30/26  | 15520 | &nbsp;&nbsp;15712535 |
| &nbsp;&nbsp;&nbsp;&nbsp;Cupertino Union School <br>District (COP) |  |  |
| 5.000%, 06/01/26  | 600 | &nbsp;&nbsp;605624 |
| 5.000%, 06/01/28  | 250 | &nbsp;&nbsp;266889 |
| &nbsp;&nbsp;&nbsp;&nbsp;Delano Union School <br>District (GO) (AG) |  |  |
| 4.000%, 02/01/26  | 315 | &nbsp;&nbsp;315000 |
| &nbsp;&nbsp;&nbsp;&nbsp;Desert Community College <br>District (GO) |  |  |
| 5.000%, 08/01/27  | 1170 | &nbsp;&nbsp;1226368 |
| 5.000%, 08/01/28  | 695 | &nbsp;&nbsp;750048 |
| &nbsp;&nbsp;&nbsp;&nbsp;East Bay Municipal Utility <br>District Water System <br>Revenue (RB) Series B |  |  |
| 5.000%, 06/01/30  | 1490 | &nbsp;&nbsp;1551005 |
| &nbsp;&nbsp;&nbsp;&nbsp;East Side Union High <br>School District (GO) <br>(AG) Series A |  |  |
| 5.000%, 08/01/26  | 2135 | &nbsp;&nbsp;2167792 |
| &nbsp;&nbsp;&nbsp;&nbsp;East Side Union High <br>School District (GO) <br>Series D |  |  |
| 5.000%, 08/01/27  | 1110 | &nbsp;&nbsp;1159103 |
| &nbsp;&nbsp;&nbsp;&nbsp;Fontana Public Facilities <br>Financing Authority (RB) <br>Series A |  |  |
| 5.000%, 11/01/26  | 500 | &nbsp;&nbsp;510849 |
| &nbsp;&nbsp;&nbsp;&nbsp;Foothill-De Anza <br>Community College <br>District (GO) Series D |  |  |
| 5.000%, 08/01/26  | 3890 | &nbsp;&nbsp;3948386 |
| 5.000%, 08/01/27  | 530 | &nbsp;&nbsp;553526 |
| &nbsp;&nbsp;&nbsp;&nbsp;Fremont Unified School <br>District/Alameda County <br>(GO) Series A |  |  |
| 8.000%, 08/01/26  | 5000 | &nbsp;&nbsp;5146880 |
| 8.000%, 08/01/27  | 2000 | &nbsp;&nbsp;2175621 |
| &nbsp;&nbsp;&nbsp;&nbsp;Fresno Unified School <br>District (GO) Series A |  |  |
| 5.000%, 08/01/26  | 1730 | &nbsp;&nbsp;1755274 |
| 5.000%, 08/01/27  | 1320 | &nbsp;&nbsp;1379791 |
| &nbsp;&nbsp;&nbsp;&nbsp;Fullerton Joint Union High <br>School District (GO) <br>Series A |  |  |
| 8.000%, 08/01/26  | 1305 | &nbsp;&nbsp;1343204 |

---

---

| | | |
|:---|:---|:---|
|  | **Face**<br>**Amount**<br>| **Value†** |
|  | **(000)** |  |
| CALIFORNIA — (Continued) | CALIFORNIA — (Continued) | CALIFORNIA — (Continued) |
| &nbsp;&nbsp;&nbsp;&nbsp;Glendale Community <br>College District (GO) <br>Series A |  |  |
| 5.000%, 08/01/27  | 1155 | &nbsp;&nbsp;$1209593 |
| &nbsp;&nbsp;&nbsp;&nbsp;Grossmont Healthcare <br>District (GO) Series F |  |  |
| 5.000%, 07/15/26  | 875 | &nbsp;&nbsp;886550 |
| 5.000%, 07/15/27  | 365 | &nbsp;&nbsp;379894 |
| &nbsp;&nbsp;&nbsp;&nbsp;Hayward Unified School <br>District (GO) (BAM) <br>Series B |  |  |
| 5.000%, 08/01/26  | 1555 | &nbsp;&nbsp;1577951 |
| 5.000%, 08/01/27  | 695 | &nbsp;&nbsp;725745 |
| &nbsp;&nbsp;&nbsp;&nbsp;Imperial Irrigation District <br>Electric System Revenue <br>(RB) |  |  |
| 5.000%, 11/01/26  | 2005 | &nbsp;&nbsp;2049713 |
| 5.000%, 11/01/27  | 700 | &nbsp;&nbsp;736787 |
| &nbsp;&nbsp;&nbsp;&nbsp;Indio Finance Authority <br>(RB) (BAM) Series A |  |  |
| 5.000%, 11/01/26  | 360 | &nbsp;&nbsp;367703 |
| &nbsp;&nbsp;&nbsp;&nbsp;Irvine Facilities Financing <br>Authority (RB) Series A |  |  |
| 5.000%, 05/01/30  | 1285 | &nbsp;&nbsp;1293600 |
| &nbsp;&nbsp;&nbsp;&nbsp;Irvine Ranch Water District <br>(RB) Series B |  |  |
| 5.000%, 05/01/26  | 270 | &nbsp;&nbsp;272043 |
| 5.000%, 05/01/27  | 285 | &nbsp;&nbsp;295586 |
| &nbsp;&nbsp;&nbsp;&nbsp;Jefferson Union High <br>School District (GO) <br>Series B |  |  |
| 5.000%, 08/01/26  | 240 | &nbsp;&nbsp;243482 |
| &nbsp;&nbsp;&nbsp;&nbsp;Los Angeles Community <br>College District (GO) <br>Series C |  |  |
| 5.000%, 08/01/26  | 1715 | &nbsp;&nbsp;1741170 |
| &nbsp;&nbsp;&nbsp;&nbsp;Los Angeles Community <br>College District (GO) <br>Series F |  |  |
| 5.000%, 08/01/26  | 3560 | &nbsp;&nbsp;3614323 |
| 5.000%, 08/01/27  | 1945 | &nbsp;&nbsp;2036343 |
| &nbsp;&nbsp;&nbsp;&nbsp;Los Angeles County <br>Metropolitan <br>Transportation Authority <br>Sales Tax Revenue (RB) <br>Series A |  |  |
| 4.000%, 07/01/27  | 5995 | &nbsp;&nbsp;6000768 |
| 5.000%, 06/01/29  | 1765 | &nbsp;&nbsp;1782166 |
| 5.000%, 06/01/31  | 1730 | &nbsp;&nbsp;1746141 |
| 5.000%, 06/01/33  | 4210 | &nbsp;&nbsp;4247133 |
| 5.000%, 07/01/34 | 5820 | &nbsp;&nbsp;6049985 |
| 5.000%, 06/01/35  | 7080 | &nbsp;&nbsp;7137827 |

---

------

**DFA California Short-Term Municipal Bond Portfolio**

**CONTINUED**

---

| | | |
|:---|:---|:---|
|  | **Face**<br>**Amount**<br>| **Value†** |
|  | **(000)** |  |
| CALIFORNIA — (Continued) | CALIFORNIA — (Continued) | CALIFORNIA — (Continued) |
| &nbsp;&nbsp;&nbsp;&nbsp;Los Angeles County Public <br>Works Financing <br>Authority (RB) Series H |  |  |
| 5.000%, 12/01/28  | 1035 | &nbsp;&nbsp;$1124035 |
| &nbsp;&nbsp;&nbsp;&nbsp;Los Angeles County Public <br>Works Financing <br>Authority (RB) Series J |  |  |
| 5.000%, 12/01/26  | 725 | &nbsp;&nbsp;743517 |
| 5.000%, 12/01/27  | 755 | &nbsp;&nbsp;797248 |
| 5.000%, 12/01/28  | 785 | &nbsp;&nbsp;852529 |
| &nbsp;&nbsp;&nbsp;&nbsp;Los Angeles County <br>Sanitation Districts <br>Financing Authority (RB) <br>Series A |  |  |
| 5.000%, 10/01/26  | 425 | &nbsp;&nbsp;433759 |
| 5.000%, 10/01/27  | 560 | &nbsp;&nbsp;588234 |
| 5.000%, 10/01/28  | 440 | &nbsp;&nbsp;475581 |
| 5.000%, 10/01/29  | 475 | &nbsp;&nbsp;527513 |
| &nbsp;&nbsp;&nbsp;&nbsp;Los Angeles Department of <br>Water & Power (RB) <br>Series A |  |  |
| 5.000%, 07/01/28  | 3365 | &nbsp;&nbsp;3536700 |
| &nbsp;&nbsp;&nbsp;&nbsp;Los Angeles Department of <br>Water & Power (RB) <br>Series C |  |  |
| 5.000%, 07/01/26  | 2315 | &nbsp;&nbsp;2335098 |
| &nbsp;&nbsp;&nbsp;&nbsp;Los Angeles Department of <br>Water & Power Water <br>System Revenue (RB) <br>Series B |  |  |
| 5.000%, 07/01/26  | 315 | &nbsp;&nbsp;318496 |
| &nbsp;&nbsp;&nbsp;&nbsp;Los Angeles Department of <br>Water & Power Water <br>System Revenue (RB) <br>Series C |  |  |
| 5.000%, 07/01/26  | 550 | &nbsp;&nbsp;556127 |
| 5.000%, 07/01/27  | 250 | &nbsp;&nbsp;259450 |
| &nbsp;&nbsp;&nbsp;&nbsp;Los Angeles Unified School <br>District (GO) Series A |  |  |
| 5.000%, 07/01/26 | 6110 | &nbsp;&nbsp;6186212 |
| 5.000%, 07/01/27 | 11445 | &nbsp;&nbsp;11947782 |
| 5.000%, 07/01/29  | 3460 | &nbsp;&nbsp;3819404 |
| 5.000%, 07/01/30  | 4010 | &nbsp;&nbsp;4537931 |
| &nbsp;&nbsp;&nbsp;&nbsp;Los Angeles Unified School <br>District (GO) Series B |  |  |
| 5.000%, 07/01/28  | 3605 | &nbsp;&nbsp;3647021 |
| &nbsp;&nbsp;&nbsp;&nbsp;Los Angeles Unified School <br>District (GO) Series B-1 |  |  |
| 5.000%, 07/01/30  | 3300 | &nbsp;&nbsp;3488279 |
| &nbsp;&nbsp;&nbsp;&nbsp;Los Rios Community <br>College District (GO) |  |  |
| 5.000%, 08/01/26  | 500 | &nbsp;&nbsp;507830 |
| 5.000%, 08/01/27  | 2340 | &nbsp;&nbsp;2449893 |

---

---

| | | |
|:---|:---|:---|
|  | **Face**<br>**Amount**<br>| **Value†** |
|  | **(000)** |  |
| CALIFORNIA — (Continued) | CALIFORNIA — (Continued) | CALIFORNIA — (Continued) |
| &nbsp;&nbsp;&nbsp;&nbsp;Manhattan Beach Unified <br>School District (GO) <br>Series A |  |  |
| 5.000%, 09/01/27  | 5510 | &nbsp;&nbsp;$5771459 |
| &nbsp;&nbsp;&nbsp;&nbsp;Mendocino-Lake <br>Community College <br>District (GO) (BAM) |  |  |
| 5.000%, 08/01/27  | 1200 | &nbsp;&nbsp;1201626 |
| &nbsp;&nbsp;&nbsp;&nbsp;Modesto Irrigation District <br>(RB) Series A |  |  |
| 5.000%, 10/01/28  | 1870 | &nbsp;&nbsp;1872123 |
| 5.000%, 10/01/31  | 1090 | &nbsp;&nbsp;1091354 |
| &nbsp;&nbsp;&nbsp;&nbsp;Moreno Valley Public <br>Financing Authority (RB) <br>Series A |  |  |
| 5.000%, 11/01/26  | 290 | &nbsp;&nbsp;296009 |
| &nbsp;&nbsp;&nbsp;&nbsp;Moreno Valley Unified <br>School District (GO) <br>(BAM) Series A |  |  |
| 5.000%, 08/01/26  | 640 | &nbsp;&nbsp;649382 |
| 5.000%, 08/01/27  | 615 | &nbsp;&nbsp;642020 |
| &nbsp;&nbsp;&nbsp;&nbsp;Mount Diablo Unified <br>School District (GO) |  |  |
| 5.000%, 08/01/28  | 825 | &nbsp;&nbsp;888244 |
| &nbsp;&nbsp;&nbsp;&nbsp;Mountain View-Whisman <br>School District (GO) <br>Series C |  |  |
| 5.000%, 09/01/26  | 400 | &nbsp;&nbsp;406955 |
| &nbsp;&nbsp;&nbsp;&nbsp;Mt San Antonio Community <br>College District (GO) <br>Series A |  |  |
| 5.000%, 08/01/27  | 1975 | &nbsp;&nbsp;2065357 |
| &nbsp;&nbsp;&nbsp;&nbsp;Municipal Improvement <br>Corp. of Los Angeles <br>(RB) Series B |  |  |
| 5.000%, 11/01/27  | 4035 | &nbsp;&nbsp;4118591 |
| 5.000%, 11/01/30  | 1380 | &nbsp;&nbsp;1405439 |
| 5.000%, 11/01/31  | 1390 | &nbsp;&nbsp;1414999 |
| &nbsp;&nbsp;&nbsp;&nbsp;Municipal Water District of <br>Orange County Water <br>Facilities Corp. (RB) <br>Series A |  |  |
| 5.000%, 08/15/32  | 1500 | &nbsp;&nbsp;1545650 |
| &nbsp;&nbsp;&nbsp;&nbsp;Napa Valley Community <br>College District (GO) |  |  |
| 4.000%, 08/01/31  | 4630 | &nbsp;&nbsp;4633562 |
| &nbsp;&nbsp;&nbsp;&nbsp;Napa Valley Unified School <br>District (GO) Series A |  |  |
| 5.000%, 08/01/27  | 210 | &nbsp;&nbsp;219290 |
| &nbsp;&nbsp;&nbsp;&nbsp;New Haven Unified School <br>District (GO) Series A |  |  |
| 5.000%, 08/01/26  | 330 | &nbsp;&nbsp;334970 |
| &nbsp;&nbsp;&nbsp;&nbsp;Newark Unified School <br>District (GO) Series A |  |  |
| 5.000%, 08/01/27  | 275 | &nbsp;&nbsp;287332 |

---

------

**DFA California Short-Term Municipal Bond Portfolio**

**CONTINUED**

---

| | | |
|:---|:---|:---|
|  | **Face**<br>**Amount**<br>| **Value†** |
|  | **(000)** |  |
| CALIFORNIA — (Continued) | CALIFORNIA — (Continued) | CALIFORNIA — (Continued) |
| &nbsp;&nbsp;&nbsp;&nbsp;Oak Grove School District <br>(GO) Series B |  |  |
| 5.000%, 08/01/27  | 2800 | &nbsp;&nbsp;$2927677 |
| &nbsp;&nbsp;&nbsp;&nbsp;Oakland Unified School <br>District/Alameda County <br>(GO) |  |  |
| 5.000%, 08/01/28  | 3200 | &nbsp;&nbsp;3243060 |
| &nbsp;&nbsp;&nbsp;&nbsp;Oakland Unified School <br>District/Alameda County <br>(GO) Series A |  |  |
| 5.000%, 08/01/27  | 1095 | &nbsp;&nbsp;1099831 |
| &nbsp;&nbsp;&nbsp;&nbsp;Oakland Unified School <br>District/Alameda County <br>(GO) (AG) Series A |  |  |
| 5.000%, 08/01/31  | 220 | &nbsp;&nbsp;228727 |
| &nbsp;&nbsp;&nbsp;&nbsp;Ontario Public Financing <br>Authority (RB) Series A |  |  |
| 5.000%, 11/01/26  | 715 | &nbsp;&nbsp;730003 |
| 5.000%, 11/01/27  | 675 | &nbsp;&nbsp;710354 |
| &nbsp;&nbsp;&nbsp;&nbsp;Pajaro Valley Unified <br>School District (GO) |  |  |
| 5.000%, 08/01/26  | 530 | &nbsp;&nbsp;537955 |
| &nbsp;&nbsp;&nbsp;&nbsp;Pajaro Valley Unified <br>School District (GO) <br>Series A |  |  |
| 5.000%, 08/01/26  | 11000 | &nbsp;&nbsp;11165101 |
| 5.000%, 08/01/27  | 1520 | &nbsp;&nbsp;1588620 |
| &nbsp;&nbsp;&nbsp;&nbsp;Pasadena Unified School <br>District (GO) Series A |  |  |
| 5.000%, 08/01/27  | 1565 | &nbsp;&nbsp;1638022 |
| &nbsp;&nbsp;&nbsp;&nbsp;Pasadena Unified School <br>District (GO) Series D |  |  |
| 5.000%, 08/01/27  | 1395 | &nbsp;&nbsp;1460090 |
| &nbsp;&nbsp;&nbsp;&nbsp;Petaluma Joint Union High <br>School District (GO) <br>Series A |  |  |
| 5.000%, 08/01/26  | 685 | &nbsp;&nbsp;694905 |
| &nbsp;&nbsp;&nbsp;&nbsp;Pittsburg Unified School <br>District (GO) (AG) |  |  |
| 5.000%, 08/01/26  | 425 | &nbsp;&nbsp;431273 |
| 5.000%, 08/01/27  | 750 | &nbsp;&nbsp;783178 |
| &nbsp;&nbsp;&nbsp;&nbsp;Pittsburg Unified School <br>District (GO) (AG) Series <br>A |  |  |
| 5.000%, 08/01/26  | 475 | &nbsp;&nbsp;482011 |
| &nbsp;&nbsp;&nbsp;&nbsp;Placentia-Yorba Linda <br>Unified School District <br>(COP) |  |  |
| 5.000%, 10/01/26  | 200 | &nbsp;&nbsp;203701 |
| 5.000%, 10/01/27  | 100 | &nbsp;&nbsp;104799 |
| &nbsp;&nbsp;&nbsp;&nbsp;Pleasanton Unified School <br>District (GO) |  |  |
| 5.000%, 08/01/26 | 1450 | &nbsp;&nbsp;1472125 |

---

---

| | | |
|:---|:---|:---|
|  | **Face**<br>**Amount**<br>| **Value†** |
|  | **(000)** |  |
| CALIFORNIA — (Continued) | CALIFORNIA — (Continued) | CALIFORNIA — (Continued) |
| &nbsp;&nbsp;&nbsp;&nbsp;Pomona Unified School <br>District (GO) Series A |  |  |
| 5.000%, 08/01/26  | 1930 | &nbsp;&nbsp;$1959257 |
| 5.000%, 08/01/27  | 760 | &nbsp;&nbsp;794885 |
| &nbsp;&nbsp;&nbsp;&nbsp;Poway Unified School <br>District (GO) |  |  |
| 5.000%, 08/01/26  | 1005 | &nbsp;&nbsp;1019833 |
| &nbsp;&nbsp;&nbsp;&nbsp;Redondo Beach Unified <br>School District (GO) <br>Series A |  |  |
| 5.000%, 08/01/26  | 585 | &nbsp;&nbsp;594073 |
| 5.000%, 08/01/27  | 450 | &nbsp;&nbsp;470929 |
| &nbsp;&nbsp;&nbsp;&nbsp;Redwoods Community <br>College District (GO) <br>(BAM) |  |  |
| 5.000%, 08/01/26  | 1710 | &nbsp;&nbsp;1733531 |
| &nbsp;&nbsp;&nbsp;&nbsp;Regents of the University <br>of California Medical <br>Center Pooled Revenue <br>(RB) Series B-2 |  |  |
| 2.650%, 05/15/32  | 530 | &nbsp;&nbsp;530000 |
| &nbsp;&nbsp;&nbsp;&nbsp;Regents of the University <br>of California Medical <br>Center Pooled Revenue <br>(RB) Series L |  |  |
| 5.000%, 05/15/27  | 1295 | &nbsp;&nbsp;1305250 |
| 5.000%, 05/15/33  | 9365 | &nbsp;&nbsp;9436108 |
| 5.000%, 05/15/34  | 6000 | &nbsp;&nbsp;6043829 |
| &nbsp;&nbsp;&nbsp;&nbsp;Regents of the University <br>of California Medical <br>Center Pooled Revenue <br>(RB) Series O-2 |  |  |
| 2.650%, 05/15/45  | 2610 | &nbsp;&nbsp;2610000 |
| &nbsp;&nbsp;&nbsp;&nbsp;Riverside Community <br>College District (GO) <br>Series A |  |  |
| 5.000%, 08/01/26  | 3075 | &nbsp;&nbsp;3121922 |
| 5.000%, 08/01/27  | 1800 | &nbsp;&nbsp;1882351 |
| &nbsp;&nbsp;&nbsp;&nbsp;Riverside Unified School <br>District (GO) |  |  |
| 5.000%, 08/01/26  | 215 | &nbsp;&nbsp;218410 |
| 5.000%, 08/01/27  | 130 | &nbsp;&nbsp;136026 |
| 5.000%, 08/01/28  | 415 | &nbsp;&nbsp;446919 |
| &nbsp;&nbsp;&nbsp;&nbsp;Riverside Unified School <br>District (GO) Series D |  |  |
| 5.000%, 08/01/26  | 425 | &nbsp;&nbsp;431740 |
| 5.000%, 08/01/27  | 295 | &nbsp;&nbsp;308675 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sacramento City Financing <br>Authority (RB) |  |  |
| 5.000%, 12/01/26  | 420 | &nbsp;&nbsp;430516 |
| 5.000%, 12/01/27  | 470 | &nbsp;&nbsp;495951 |
| 5.000%, 12/01/28  | 585 | &nbsp;&nbsp;634548 |

---

------

**DFA California Short-Term Municipal Bond Portfolio**

**CONTINUED**

---

| | | |
|:---|:---|:---|
|  | **Face**<br>**Amount**<br>| **Value†** |
|  | **(000)** |  |
| CALIFORNIA — (Continued) | CALIFORNIA — (Continued) | CALIFORNIA — (Continued) |
| &nbsp;&nbsp;&nbsp;&nbsp;Sacramento City Unified <br>School District (GO) <br>(AG) |  |  |
| 4.000%, 07/01/26  | 1040 | &nbsp;&nbsp;$1047975 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sacramento Municipal <br>Utility District (RB) <br>Series J |  |  |
| 5.000%, 08/15/26  | 415 | &nbsp;&nbsp;422003 |
| &nbsp;&nbsp;&nbsp;&nbsp;Salinas Union High School <br>District (GO) Series A |  |  |
| 5.000%, 08/01/26  | 350 | &nbsp;&nbsp;355271 |
| &nbsp;&nbsp;&nbsp;&nbsp;Salinas Union High School <br>District (GO) Series B |  |  |
| 5.000%, 08/01/26  | 600 | &nbsp;&nbsp;609036 |
| &nbsp;&nbsp;&nbsp;&nbsp;San Bernardino <br>Community College <br>District (GO) Series F |  |  |
| 5.000%, 08/01/26  | 250 | &nbsp;&nbsp;253752 |
| &nbsp;&nbsp;&nbsp;&nbsp;San Bernardino County <br>Transportation Authority <br>(RB) Series A |  |  |
| 5.000%, 03/01/27  | 905 | &nbsp;&nbsp;936147 |
| 5.000%, 03/01/28  | 2440 | &nbsp;&nbsp;2599344 |
| &nbsp;&nbsp;&nbsp;&nbsp;San Diego County Water <br>Authority (RB) |  |  |
| 5.000%, 05/01/27  | 3210 | &nbsp;&nbsp;3214430 |
| &nbsp;&nbsp;&nbsp;&nbsp;San Diego County/San <br>Diego County School <br>Districts (RN) Series A |  |  |
| 5.000%, 08/31/26  | 15010 | &nbsp;&nbsp;15271354 |
| &nbsp;&nbsp;&nbsp;&nbsp;San Diego Public Facilities <br>Financing Authority (RB) <br>Series A |  |  |
| 5.000%, 10/15/26 | 1820 | &nbsp;&nbsp;1860488 |
| 5.000%, 10/15/27  | 2255 | &nbsp;&nbsp;2375986 |
| 5.000%, 05/15/34  | 5020 | &nbsp;&nbsp;5056876 |
| &nbsp;&nbsp;&nbsp;&nbsp;San Diego Unified School <br>District (GO) (AG) Series <br>E-2 |  |  |
| 5.500%, 07/01/27  | 2470 | &nbsp;&nbsp;2599219 |
| &nbsp;&nbsp;&nbsp;&nbsp;San Diego Unified School <br>District (GO) Series I-3 |  |  |
| 5.000%, 07/01/26  | 10990 | &nbsp;&nbsp;11126622 |
| &nbsp;&nbsp;&nbsp;&nbsp;San Francisco Bay Area <br>Rapid Transit District <br>(GO) Series E-1 |  |  |
| 5.000%, 08/01/26  | 2840 | &nbsp;&nbsp;2884331 |
| 5.000%, 08/01/27  | 4120 | &nbsp;&nbsp;4312863 |
| &nbsp;&nbsp;&nbsp;&nbsp;San Francisco Bay Area <br>Rapid Transit District <br>(GO) Series H |  |  |
| 5.000%, 08/01/26  | 5355 | &nbsp;&nbsp;5438588 |
| 5.000%, 08/01/27  | 2540 | &nbsp;&nbsp;2658901 |

---

---

| | | |
|:---|:---|:---|
|  | **Face**<br>**Amount**<br>| **Value†** |
|  | **(000)** |  |
| CALIFORNIA — (Continued) | CALIFORNIA — (Continued) | CALIFORNIA — (Continued) |
| &nbsp;&nbsp;&nbsp;&nbsp;San Francisco Bay Area <br>Rapid Transit District <br>Sales Tax Revenue (RB) <br>Series A |  |  |
| 5.000%, 07/01/26  | 2000 | &nbsp;&nbsp;$2025949 |
| 5.000%, 07/01/27  | 2860 | &nbsp;&nbsp;2986460 |
| 5.000%, 07/01/28  | 1045 | &nbsp;&nbsp;1120555 |
| 4.000%, 07/01/34  | 1000 | &nbsp;&nbsp;1015278 |
| &nbsp;&nbsp;&nbsp;&nbsp;San Francisco City & <br>County Airport <br>Comm-San Francisco <br>International Airport (RB) <br>Series B |  |  |
| 5.000%, 05/01/26  | 2590 | &nbsp;&nbsp;2608655 |
| &nbsp;&nbsp;&nbsp;&nbsp;San Francisco City & <br>County Public Utilities <br>Commission Wastewater <br>Revenue (RB) Series A |  |  |
| 5.000%, 10/01/30  | 2880 | &nbsp;&nbsp;2889961 |
| 5.000%, 10/01/31  | 1390 | &nbsp;&nbsp;1394594 |
| &nbsp;&nbsp;&nbsp;&nbsp;San Francisco City & <br>County Public Utilities <br>Commission Wastewater <br>Revenue (RB) Series C |  |  |
| 5.000%, 10/01/27  | 475 | &nbsp;&nbsp;499910 |
| &nbsp;&nbsp;&nbsp;&nbsp;San Francisco Community <br>College District (GO) <br>(BAM) Series B |  |  |
| 5.000%, 06/15/26  | 1340 | &nbsp;&nbsp;1354903 |
| &nbsp;&nbsp;&nbsp;&nbsp;San Francisco Unified <br>School District (GO) <br>Series A |  |  |
| 5.000%, 06/15/26  | 4265 | &nbsp;&nbsp;4309730 |
| &nbsp;&nbsp;&nbsp;&nbsp;San Francisco Unified <br>School District (GO) <br>Series F&C |  |  |
| 4.000%, 06/15/31  | 2000 | &nbsp;&nbsp;2002347 |
| 4.000%, 06/15/33  | 3000 | &nbsp;&nbsp;3002608 |
| &nbsp;&nbsp;&nbsp;&nbsp;San Francisco Unified <br>School District (GO) <br>Series FC |  |  |
| 5.000%, 06/15/28  | 7100 | &nbsp;&nbsp;7114155 |
| &nbsp;&nbsp;&nbsp;&nbsp;San Gabriel Unified School <br>District (GO) Series A |  |  |
| 8.000%, 08/01/26  | 1965 | &nbsp;&nbsp;2023720 |
| 8.000%, 08/01/27  | 1535 | &nbsp;&nbsp;1670983 |
| 8.000%, 08/01/28  | 1850 | &nbsp;&nbsp;2123236 |
| &nbsp;&nbsp;&nbsp;&nbsp;San Joaquin Delta <br>Community College <br>District (GO) Series A |  |  |
| 5.000%, 08/01/26  | 1625 | &nbsp;&nbsp;1649552 |
| 5.000%, 08/01/27  | 865 | &nbsp;&nbsp;903919 |
| &nbsp;&nbsp;&nbsp;&nbsp;San Jose Unified School <br>District (GO) Series A |  |  |
| 5.000%, 08/01/26  | 4710 | &nbsp;&nbsp;4781164 |

---

------

**DFA California Short-Term Municipal Bond Portfolio**

**CONTINUED**

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Face**<br>**Amount**<br>| **Value†** |
|  |  | **(000)** |  |
| CALIFORNIA — (Continued) | CALIFORNIA — (Continued) | CALIFORNIA — (Continued) | CALIFORNIA — (Continued) |
|  | 5.000%, 08/01/27  | 5485 | &nbsp;&nbsp;$5733449 |
| &nbsp;&nbsp;&nbsp;&nbsp;San Leandro Unified <br>School District (GO) <br>Series B | &nbsp;&nbsp;&nbsp;&nbsp;San Leandro Unified <br>School District (GO) <br>Series B |  |  |
|  | 5.000%, 08/01/26  | 175 | &nbsp;&nbsp;177574 |
|  | 5.000%, 08/01/27  | 140 | &nbsp;&nbsp;146363 |
| &nbsp;&nbsp;&nbsp;&nbsp;San Luis Coastal Unified <br>School District (GO) <br>Series C | &nbsp;&nbsp;&nbsp;&nbsp;San Luis Coastal Unified <br>School District (GO) <br>Series C |  |  |
| ¤ | &nbsp;&nbsp;&nbsp;&nbsp;5.000%, 08/01/39 <br>(Pre-refunded @ <br>$100, 8/1/26)<br>| 750 | &nbsp;&nbsp;760957 |
| &nbsp;&nbsp;&nbsp;&nbsp;San Marcos Unified School <br>District (GO) Series A | &nbsp;&nbsp;&nbsp;&nbsp;San Marcos Unified School <br>District (GO) Series A |  |  |
|  | 5.000%, 08/01/26  | 1200 | &nbsp;&nbsp;1217711 |
| &nbsp;&nbsp;&nbsp;&nbsp;San Mateo Foster City <br>School District (GO) <br>Series C | &nbsp;&nbsp;&nbsp;&nbsp;San Mateo Foster City <br>School District (GO) <br>Series C |  |  |
|  | 5.000%, 08/01/26  | 750 | &nbsp;&nbsp;761557 |
| &nbsp;&nbsp;&nbsp;&nbsp;San Mateo Joint Powers <br>Financing Authority (RB) <br>Series A | &nbsp;&nbsp;&nbsp;&nbsp;San Mateo Joint Powers <br>Financing Authority (RB) <br>Series A |  |  |
| ¤ | &nbsp;&nbsp;&nbsp;&nbsp;4.000%, 07/15/32 <br>(Pre-refunded @ <br>$100, 7/15/26)<br>| 2500 | &nbsp;&nbsp;2522240 |
| &nbsp;&nbsp;&nbsp;&nbsp;San Mateo Union High <br>School District (GO) <br>Series C | &nbsp;&nbsp;&nbsp;&nbsp;San Mateo Union High <br>School District (GO) <br>Series C |  |  |
|  | 4.000%, 09/01/33  | 1135 | &nbsp;&nbsp;1146505 |
| &nbsp;&nbsp;&nbsp;&nbsp;San Mateo Union High <br>School District (GO) <br>Series D | &nbsp;&nbsp;&nbsp;&nbsp;San Mateo Union High <br>School District (GO) <br>Series D |  |  |
|  | 5.000%, 09/01/26  | 570 | &nbsp;&nbsp;580310 |
|  | 5.000%, 09/01/27  | 1250 | &nbsp;&nbsp;1311315 |
| &nbsp;&nbsp;&nbsp;&nbsp;Santa Monica-Malibu <br>Unified School District <br>(GO) Series A | &nbsp;&nbsp;&nbsp;&nbsp;Santa Monica-Malibu <br>Unified School District <br>(GO) Series A |  |  |
|  | 5.000%, 08/01/26  | 1555 | &nbsp;&nbsp;1579428 |
|  | 5.000%, 08/01/27  | 590 | &nbsp;&nbsp;617977 |
| &nbsp;&nbsp;&nbsp;&nbsp;Southwestern Community <br>College District (GO) <br>Series A | &nbsp;&nbsp;&nbsp;&nbsp;Southwestern Community <br>College District (GO) <br>Series A |  |  |
|  | 5.250%, 08/01/27  | 1120 | &nbsp;&nbsp;1173656 |
|  | 5.250%, 08/01/28  | 785 | &nbsp;&nbsp;849345 |
| State of California (GO) | State of California (GO) |  |  |
|  | 3.000%, 03/01/26  | 1975 | &nbsp;&nbsp;1976166 |
|  | 4.000%, 03/01/26  | 3675 | &nbsp;&nbsp;3681060 |
|  | 5.000%, 04/01/26  | 1520 | &nbsp;&nbsp;1527580 |
|  | 5.000%, 08/01/26 | 20045 | &nbsp;&nbsp;20350770 |
|  | 4.000%, 09/01/26  | 2430 | &nbsp;&nbsp;2459274 |
|  | 5.000%, 09/01/26 | 7005 | &nbsp;&nbsp;7129620 |
|  | 4.000%, 11/01/26  | 7670 | &nbsp;&nbsp;7789016 |
|  | 5.000%, 11/01/26  | 3105 | &nbsp;&nbsp;3176092 |
|  | 5.000%, 03/01/27  | 11045 | &nbsp;&nbsp;11404511 |
|  | 5.000%, 04/01/27  | 4610 | &nbsp;&nbsp;4768772 |

---

---

| | | |
|:---|:---|:---|
|  | **Face**<br>**Amount**<br>| **Value†** |
|  | **(000)** |  |
| CALIFORNIA — (Continued) | CALIFORNIA — (Continued) | CALIFORNIA — (Continued) |
| 3.500%, 08/01/27  | 4375 | &nbsp;&nbsp;$4457827 |
| 5.000%, 08/01/27 | 8120 | &nbsp;&nbsp;8479084 |
| 5.000%, 10/01/27 | 3545 | &nbsp;&nbsp;3718895 |
| 5.000%, 11/01/27  | 2520 | &nbsp;&nbsp;2649716 |
| 5.000%, 03/01/28  | 500 | &nbsp;&nbsp;530067 |
| 5.000%, 08/01/28 | 6250 | &nbsp;&nbsp;6455872 |
| 5.000%, 09/01/28  | 9785 | &nbsp;&nbsp;9950439 |
| 5.000%, 11/01/28  | 2690 | &nbsp;&nbsp;2902731 |
| 5.000%, 12/01/28  | 3875 | &nbsp;&nbsp;4190601 |
| 5.000%, 08/01/29 | 3005 | &nbsp;&nbsp;3202053 |
| 5.000%, 10/01/29  | 5075 | &nbsp;&nbsp;5099451 |
| 5.000%, 08/01/30 | 2930 | &nbsp;&nbsp;2970054 |
| 5.000%, 10/01/30  | 2625 | &nbsp;&nbsp;2824041 |
| 5.000%, 11/01/30  | 1035 | &nbsp;&nbsp;1084872 |
| 4.000%, 08/01/31  | 5515 | &nbsp;&nbsp;5553015 |
| 5.250%, 08/01/31  | 355 | &nbsp;&nbsp;355899 |
| 5.000%, 09/01/31 | 6540 | &nbsp;&nbsp;6644849 |
| 5.000%, 10/01/31  | 90 | &nbsp;&nbsp;90209 |
| 4.000%, 09/01/32 | 1775 | &nbsp;&nbsp;1788255 |
| 5.000%, 09/01/32  | 710 | &nbsp;&nbsp;720845 |
| 5.000%, 10/01/32  | 15 | &nbsp;&nbsp;15033 |
| 5.000%, 08/01/33 | 11210 | &nbsp;&nbsp;11434010 |
| 5.000%, 09/01/33  | 3000 | &nbsp;&nbsp;3043554 |
| 5.000%, 12/01/34  | 1000 | &nbsp;&nbsp;1007798 |
| 5.000%, 04/01/35  | 1890 | &nbsp;&nbsp;2015313 |
| &nbsp;&nbsp;&nbsp;&nbsp;State of California (GO) <br>Series A |  |  |
| 5.000%, 11/01/28  | 1420 | &nbsp;&nbsp;1532296 |
| &nbsp;&nbsp;&nbsp;&nbsp;State of California (GO) <br>Series B |  |  |
| 5.000%, 10/01/26  | 4575 | &nbsp;&nbsp;4668029 |
| &nbsp;&nbsp;&nbsp;&nbsp;State of California (GO) <br>Series C |  |  |
| 5.000%, 09/01/32  | 10 | &nbsp;&nbsp;10022 |
| &nbsp;&nbsp;&nbsp;&nbsp;State of California <br>Department of Water <br>Resources (RB) Series <br>AW |  |  |
| 5.000%, 12/01/31  | 9950 | &nbsp;&nbsp;10178427 |
| &nbsp;&nbsp;&nbsp;&nbsp;State of California <br>Department of Water <br>Resources (RB) Series <br>AX |  |  |
| 5.000%, 12/01/30  | 2115 | &nbsp;&nbsp;2228861 |
| &nbsp;&nbsp;&nbsp;&nbsp;State of California <br>Department of Water <br>Resources (RB) Series <br>BA |  |  |
| 5.000%, 12/01/26  | 1000 | &nbsp;&nbsp;1025532 |
| &nbsp;&nbsp;&nbsp;&nbsp;State of California <br>Department of Water <br>Resources (RB) Series <br>BF |  |  |
| 5.000%, 12/01/26  | 1100 | &nbsp;&nbsp;1128085 |

---

------

**DFA California Short-Term Municipal Bond Portfolio**

**CONTINUED**

---

| | | |
|:---|:---|:---|
|  | **Face**<br>**Amount**<br>| **Value†** |
|  | **(000)** |  |
| CALIFORNIA — (Continued) | CALIFORNIA — (Continued) | CALIFORNIA — (Continued) |
| &nbsp;&nbsp;&nbsp;&nbsp;State of California <br>Department of Water <br>Resources (RB) Series <br>BG |  |  |
| 5.000%, 12/01/27  | 5185 | &nbsp;&nbsp;$5475043 |
| &nbsp;&nbsp;&nbsp;&nbsp;Stockton Public Financing <br>Authority (RB) (AG) |  |  |
| 5.000%, 09/01/26  | 1785 | &nbsp;&nbsp;1814367 |
| &nbsp;&nbsp;&nbsp;&nbsp;Stockton Unified School <br>District (COP) |  |  |
| 5.000%, 02/01/26  | 325 | &nbsp;&nbsp;325000 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sunnyvale School District <br>(GO) Series A |  |  |
| 5.000%, 09/01/26  | 640 | &nbsp;&nbsp;650641 |
| 5.000%, 09/01/27  | 630 | &nbsp;&nbsp;659391 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sweetwater Union High <br>School District (GO) <br>Series A-2 |  |  |
| 5.000%, 08/01/26  | 1950 | &nbsp;&nbsp;1979658 |
| &nbsp;&nbsp;&nbsp;&nbsp;Tahoe-Truckee Unified <br>School District (GO) <br>Series B |  |  |
| 5.000%, 08/01/34  | 905 | &nbsp;&nbsp;915888 |
| &nbsp;&nbsp;&nbsp;&nbsp;Tustin Unified School <br>District (GO) |  |  |
| 5.000%, 08/01/27  | 5990 | &nbsp;&nbsp;6258604 |
| &nbsp;&nbsp;&nbsp;&nbsp;Ukiah Public Financing <br>Authority (RB) |  |  |
| 4.000%, 04/01/26  | 470 | &nbsp;&nbsp;471230 |
| &nbsp;&nbsp;&nbsp;&nbsp;University of California <br>(RB) Series AR |  |  |
| 5.000%, 05/15/30  | 2120 | &nbsp;&nbsp;2135022 |
| 5.000%, 05/15/31  | 1450 | &nbsp;&nbsp;1459939 |
| &nbsp;&nbsp;&nbsp;&nbsp;University of California <br>(RB) Series BN |  |  |
| 5.000%, 05/15/26  | 2040 | &nbsp;&nbsp;2057938 |
| &nbsp;&nbsp;&nbsp;&nbsp;University of California <br>(RB) Series BS |  |  |
| 5.000%, 05/15/29  | 1340 | &nbsp;&nbsp;1471012 |
| &nbsp;&nbsp;&nbsp;&nbsp;University of California <br>(RB) Series BX |  |  |
| 5.000%, 05/15/26  | 6600 | &nbsp;&nbsp;6658036 |
| &nbsp;&nbsp;&nbsp;&nbsp;University of California <br>(RB) Series BZ |  |  |
| 5.000%, 05/15/26  | 7230 | &nbsp;&nbsp;7293576 |
| 5.000%, 05/15/27  | 3205 | &nbsp;&nbsp;3331856 |
| 5.000%, 05/15/28  | 9675 | &nbsp;&nbsp;10340075 |
| &nbsp;&nbsp;&nbsp;&nbsp;Ventura County Community <br>College District (GO) |  |  |
| 4.000%, 08/01/32  | 10000 | &nbsp;&nbsp;10024239 |

---

---

| | | |
|:---|:---|:---|
|  | **Face**<br>**Amount**<br>| **Value†** |
|  | **(000)** |  |
| CALIFORNIA — (Continued) | CALIFORNIA — (Continued) | CALIFORNIA — (Continued) |
| &nbsp;&nbsp;&nbsp;&nbsp;Ventura Unified School <br>District (GO) Series B |  |  |
| 5.000%, 08/01/26  | 1000 | &nbsp;&nbsp;$1014759 |
| &nbsp;&nbsp;&nbsp;&nbsp;Vista Joint Powers <br>Financing Authority (RB) <br>Series A |  |  |
| 5.000%, 05/01/26  | 670 | &nbsp;&nbsp;674414 |
| &nbsp;&nbsp;&nbsp;&nbsp;West Contra Costa Unified <br>School District (GO) <br>Series B |  |  |
| 5.000%, 08/01/26  | 4300 | &nbsp;&nbsp;4364110 |
| &nbsp;&nbsp;&nbsp;&nbsp;West Valley-Mission <br>Community College <br>District (GO) Series B |  |  |
| 4.000%, 08/01/34  | 2740 | &nbsp;&nbsp;2741232 |
| &nbsp;&nbsp;&nbsp;&nbsp;West Valley-Mission <br>Community College <br>District (GO) Series C |  |  |
| 4.000%, 08/01/33  | 1375 | &nbsp;&nbsp;1382249 |
| &nbsp;&nbsp;&nbsp;&nbsp;Whittier Union High School <br>District (GO) Series C |  |  |
| 5.000%, 08/01/26  | 825 | &nbsp;&nbsp;837919 |
| 5.000%, 08/01/27  | 355 | &nbsp;&nbsp;371780 |
| &nbsp;&nbsp;&nbsp;&nbsp;TOTAL MUNICIPAL <br>BONDS<br>(Cost $839,823,541) |  | &nbsp;&nbsp;842934527 |
| COMMERCIAL PAPER — (3.6%) | COMMERCIAL PAPER — (3.6%) | COMMERCIAL PAPER — (3.6%) |
| &nbsp;&nbsp;&nbsp;&nbsp;California Statewide <br>Communities <br>Development Authority |  |  |
| 2.480%, 05/05/26 | 13000 | &nbsp;&nbsp;13009665 |
| 2.400%, 07/07/26 | 8000 | &nbsp;&nbsp;8003310 |
| 2.350%, 07/09/26 | 10000 | &nbsp;&nbsp;10002035 |
| &nbsp;&nbsp;&nbsp;&nbsp;TOTAL COMMERCIAL <br>PAPER<br>(Cost $31,000,000) |  | &nbsp;&nbsp;31015010 |

---

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

---

| | | |
|:---|:---|:---|
|  | **Shares** |  |
| INVESTMENT COMPANIES — (0.0%) | INVESTMENT COMPANIES — (0.0%) | INVESTMENT COMPANIES — (0.0%) |
| &nbsp;&nbsp;&nbsp;&nbsp;BlackRock Liquidity <br>Funds MuniCash<br>(Cost $360,879)<br>| 360843 | &nbsp;&nbsp;360879 |
| TOTAL INVESTMENTS — (100.0%) | TOTAL INVESTMENTS — (100.0%) |  |
| &nbsp;&nbsp;&nbsp;&nbsp;(Cost $871,184,420)^^ |  | &nbsp;&nbsp;$874310416 |

---

------

**DFA California Short-Term Municipal Bond Portfolio**

**CONTINUED**

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

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** |
|  | **Level 1** | **Level 2** | **Level 3** | **Total** |
| **Assets** |  |  |  |  |
| Municipal Bonds | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;$842934527 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;$842934527 |
| Commercial Paper | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;31015010 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;31015010 |
| Investment Companies | &nbsp;&nbsp;&nbsp;$360879 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;360879 |
| Total Investments in Securities | &nbsp;&nbsp;&nbsp;$360879 | &nbsp;&nbsp;&nbsp;$873949537 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;$874310416 |

---

------

**DFA California Intermediate-Term Municipal Bond Portfolio**

**SCHEDULE OF INVESTMENTS**

**January 31, 2026**

**(Unaudited)**

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

---

| | | |
|:---|:---|:---|
|  | **Face**<br>**Amount**<br>| **Value†** |
|  | **(000)** |  |
| MUNICIPAL BONDS — (100.0%) | MUNICIPAL BONDS — (100.0%) | MUNICIPAL BONDS — (100.0%) |
| CALIFORNIA — (100.0%) | CALIFORNIA — (100.0%) | CALIFORNIA — (100.0%) |
| &nbsp;&nbsp;&nbsp;&nbsp;Alameda County Joint <br>Powers Authority (RB) <br>Series A |  |  |
| 5.000%, 12/01/34  | 3750 | &nbsp;&nbsp;$4402822 |
| &nbsp;&nbsp;&nbsp;&nbsp;Alhambra Unified School <br>District (GO) Series B |  |  |
| 5.250%, 08/01/41  | 750 | &nbsp;&nbsp;858850 |
| &nbsp;&nbsp;&nbsp;&nbsp;Alum Rock Union <br>Elementary School <br>District (GO) (BAM) |  |  |
| 5.000%, 08/01/42  | 370 | &nbsp;&nbsp;406648 |
| &nbsp;&nbsp;&nbsp;&nbsp;Anaheim Housing & Public <br>Improvements Authority <br>(RB) Series A |  |  |
| 5.000%, 10/01/28  | 360 | &nbsp;&nbsp;389112 |
| &nbsp;&nbsp;&nbsp;&nbsp;Anaheim Housing & Public <br>Improvements Authority <br>(RB) Series B |  |  |
| 5.000%, 10/01/32  | 770 | &nbsp;&nbsp;871820 |
| &nbsp;&nbsp;&nbsp;&nbsp;Arcadia Unified School <br>District (GO) |  |  |
| 3.000%, 08/01/26  | 1035 | &nbsp;&nbsp;1038041 |
| &nbsp;&nbsp;&nbsp;&nbsp;Bay Area Toll Authority <br>(RB) Series A |  |  |
| 2.650%, 04/01/55  | 1465 | &nbsp;&nbsp;1465000 |
| &nbsp;&nbsp;&nbsp;&nbsp;Bay Area Toll Authority <br>(RB) Series B |  |  |
| 2.600%, 04/01/55  | 1905 | &nbsp;&nbsp;1905000 |
| &nbsp;&nbsp;&nbsp;&nbsp;Beaumont Public <br>Improvement Authority <br>(RB) (AG) Series A |  |  |
| 5.000%, 09/01/31  | 240 | &nbsp;&nbsp;278443 |
| &nbsp;&nbsp;&nbsp;&nbsp;Berkeley Unified School <br>District (GO) Series D |  |  |
| 4.000%, 08/01/44  | 1445 | &nbsp;&nbsp;1460984 |
| &nbsp;&nbsp;&nbsp;&nbsp;Berkeley Unified School <br>District (GO) Series E |  |  |
| 5.000%, 08/01/27  | 455 | &nbsp;&nbsp;475128 |
| &nbsp;&nbsp;&nbsp;&nbsp;Berryessa Union School <br>District (GO) Series B |  |  |
| 5.000%, 08/01/26  | 150 | &nbsp;&nbsp;152102 |
| &nbsp;&nbsp;&nbsp;&nbsp;Beverly Hills Unified <br>School District (GO) <br>Series A |  |  |
| 4.000%, 08/01/30  | 1350 | &nbsp;&nbsp;1382038 |
| &nbsp;&nbsp;&nbsp;&nbsp;Calexico Unified School <br>District (GO) (BAM) |  |  |
| 5.000%, 08/01/31  | 385 | &nbsp;&nbsp;433844 |
| 4.000%, 08/01/34  | 525 | &nbsp;&nbsp;557566 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Face**<br>**Amount**<br>| **Value†** |
|  |  | **(000)** |  |
| CALIFORNIA — (Continued) | CALIFORNIA — (Continued) | CALIFORNIA — (Continued) | CALIFORNIA — (Continued) |
| &nbsp;&nbsp;&nbsp;&nbsp;California Educational <br>Facilities Authority (RB) <br>Series 2025A | &nbsp;&nbsp;&nbsp;&nbsp;California Educational <br>Facilities Authority (RB) <br>Series 2025A |  |  |
|  | 5.000%, 04/01/44  | 700 | &nbsp;&nbsp;$766945 |
| &nbsp;&nbsp;&nbsp;&nbsp;California Health Facilities <br>Financing Authority (RB) | &nbsp;&nbsp;&nbsp;&nbsp;California Health Facilities <br>Financing Authority (RB) |  |  |
|  | 5.000%, 02/01/33  | 1115 | &nbsp;&nbsp;1143694 |
|  | 5.000%, 02/01/34  | 1250 | &nbsp;&nbsp;1280780 |
| &nbsp;&nbsp;&nbsp;&nbsp;California Health Facilities <br>Financing Authority (RB) <br>Series A | &nbsp;&nbsp;&nbsp;&nbsp;California Health Facilities <br>Financing Authority (RB) <br>Series A |  |  |
|  | 5.000%, 11/15/27  | 750 | &nbsp;&nbsp;788046 |
| &nbsp;&nbsp;&nbsp;&nbsp;California Health Facilities <br>Financing Authority (RB) <br>Series A | &nbsp;&nbsp;&nbsp;&nbsp;California Health Facilities <br>Financing Authority (RB) <br>Series A |  |  |
|  | 5.000%, 12/01/27  | 375 | &nbsp;&nbsp;391388 |
|  | 5.000%, 12/01/28  | 550 | &nbsp;&nbsp;582581 |
|  | 5.000%, 11/15/34  | 3145 | &nbsp;&nbsp;3297537 |
|  | 4.000%, 04/01/38  | 1600 | &nbsp;&nbsp;1624308 |
|  | 5.000%, 08/15/41  | 2000 | &nbsp;&nbsp;2177343 |
|  | 5.000%, 12/01/41  | 855 | &nbsp;&nbsp;941327 |
| &nbsp;&nbsp;&nbsp;&nbsp;California Health Facilities <br>Financing Authority (RB) <br>Series B | &nbsp;&nbsp;&nbsp;&nbsp;California Health Facilities <br>Financing Authority (RB) <br>Series B |  |  |
|  | 5.000%, 08/15/35  | 1600 | &nbsp;&nbsp;1619159 |
| &nbsp;&nbsp;&nbsp;&nbsp;California Infrastructure & <br>Economic Development <br>Bank (RB) (AMBAC) <br>Series A | &nbsp;&nbsp;&nbsp;&nbsp;California Infrastructure & <br>Economic Development <br>Bank (RB) (AMBAC) <br>Series A |  |  |
| ¤ | &nbsp;&nbsp;&nbsp;&nbsp;5.000%, 07/01/36 <br>(Pre-refunded @ <br>$100, 1/1/28)<br>| 500 | &nbsp;&nbsp;527883 |
| &nbsp;&nbsp;&nbsp;&nbsp;California Municipal <br>Finance Authority (RB) <br>Series A | &nbsp;&nbsp;&nbsp;&nbsp;California Municipal <br>Finance Authority (RB) <br>Series A |  |  |
|  | 5.000%, 02/01/27  | 685 | &nbsp;&nbsp;698060 |
|  | 5.000%, 02/01/29  | 825 | &nbsp;&nbsp;869900 |
|  | 5.000%, 02/01/30  | 1000 | &nbsp;&nbsp;1071219 |
| &nbsp;&nbsp;&nbsp;&nbsp;California Public Finance <br>Authority (RB) Series A | &nbsp;&nbsp;&nbsp;&nbsp;California Public Finance <br>Authority (RB) Series A |  |  |
|  | 5.000%, 06/01/28  | 520 | &nbsp;&nbsp;547004 |
| &nbsp;&nbsp;&nbsp;&nbsp;California State Public <br>Works Board (RB) <br>Series B | &nbsp;&nbsp;&nbsp;&nbsp;California State Public <br>Works Board (RB) <br>Series B |  |  |
|  | 5.000%, 12/01/31  | 1510 | &nbsp;&nbsp;1744145 |
| &nbsp;&nbsp;&nbsp;&nbsp;California State Public <br>Works Board (RB) <br>Series A | &nbsp;&nbsp;&nbsp;&nbsp;California State Public <br>Works Board (RB) <br>Series A |  |  |
|  | 5.000%, 08/01/27  | 4000 | &nbsp;&nbsp;4171452 |
|  | 5.000%, 02/01/28  | 5030 | &nbsp;&nbsp;5318447 |

---

------

**DFA California Intermediate-Term Municipal Bond Portfolio**

**CONTINUED**

---

| | | |
|:---|:---|:---|
|  | **Face**<br>**Amount**<br>| **Value†** |
|  | **(000)** |  |
| CALIFORNIA — (Continued) | CALIFORNIA — (Continued) | CALIFORNIA — (Continued) |
| &nbsp;&nbsp;&nbsp;&nbsp;California State Public <br>Works Board (RB) <br>Series B |  |  |
| 5.000%, 12/01/28  | 965 | &nbsp;&nbsp;$1043041 |
| &nbsp;&nbsp;&nbsp;&nbsp;California State Public <br>Works Board (RB) <br>Series C |  |  |
| 5.000%, 11/01/28  | 1820 | &nbsp;&nbsp;1962915 |
| 5.000%, 08/01/35  | 675 | &nbsp;&nbsp;761216 |
| 5.000%, 09/01/39  | 990 | &nbsp;&nbsp;1141322 |
| 5.000%, 11/01/42  | 245 | &nbsp;&nbsp;279880 |
| &nbsp;&nbsp;&nbsp;&nbsp;California State University <br>(RB) Series A |  |  |
| 5.000%, 11/01/26  | 350 | &nbsp;&nbsp;358161 |
| 5.000%, 11/01/28  | 365 | &nbsp;&nbsp;395937 |
| 5.000%, 11/01/31  | 1300 | &nbsp;&nbsp;1309287 |
| 5.000%, 11/01/32  | 1025 | &nbsp;&nbsp;1032040 |
| 4.000%, 11/01/35  | 2000 | &nbsp;&nbsp;2003927 |
| 5.000%, 11/01/43  | 1840 | &nbsp;&nbsp;2058175 |
| &nbsp;&nbsp;&nbsp;&nbsp;California Statewide <br>Communities <br>Development Authority <br>(RB) Series A |  |  |
| 4.000%, 06/01/26  | 1035 | &nbsp;&nbsp;1040439 |
| 5.000%, 03/01/27  | 1490 | &nbsp;&nbsp;1492447 |
| 5.000%, 12/01/43  | 2750 | &nbsp;&nbsp;2993984 |
| &nbsp;&nbsp;&nbsp;&nbsp;Calleguas Municipal Water <br>District (RB) Series A |  |  |
| 5.000%, 07/01/40  | 175 | &nbsp;&nbsp;203442 |
| &nbsp;&nbsp;&nbsp;&nbsp;Carlsbad Unified School <br>District (COP) |  |  |
| 4.000%, 10/01/26  | 85 | &nbsp;&nbsp;86002 |
| 4.000%, 10/01/28  | 160 | &nbsp;&nbsp;167778 |
| 4.000%, 10/01/29  | 110 | &nbsp;&nbsp;117076 |
| &nbsp;&nbsp;&nbsp;&nbsp;Carlsbad Unified School <br>District (GO) Series C |  |  |
| 4.000%, 08/01/43  | 1100 | &nbsp;&nbsp;1119207 |
| &nbsp;&nbsp;&nbsp;&nbsp;Cerritos Community <br>College District (GO) |  |  |
| 4.000%, 08/01/44  | 750 | &nbsp;&nbsp;752891 |
| &nbsp;&nbsp;&nbsp;&nbsp;Cerritos Community <br>College District (GO) <br>Series C |  |  |
| 5.000%, 08/01/29  | 400 | &nbsp;&nbsp;443160 |
| &nbsp;&nbsp;&nbsp;&nbsp;Chabot-Las Positas <br>Community College <br>District (GO) |  |  |
| 4.000%, 08/01/34  | 2645 | &nbsp;&nbsp;2659890 |
| &nbsp;&nbsp;&nbsp;&nbsp;Chabot-Las Positas <br>Community College <br>District (GO) Series C |  |  |
| 5.000%, 08/01/42  | 755 | &nbsp;&nbsp;841438 |
| 5.000%, 08/01/43  | 435 | &nbsp;&nbsp;478621 |

---

---

| | | |
|:---|:---|:---|
|  | **Face**<br>**Amount**<br>| **Value†** |
|  | **(000)** |  |
| CALIFORNIA — (Continued) | CALIFORNIA — (Continued) | CALIFORNIA — (Continued) |
| &nbsp;&nbsp;&nbsp;&nbsp;Chula Vista Elementary <br>School District (GO) <br>Series A |  |  |
| 5.000%, 08/01/39  | 800 | &nbsp;&nbsp;$911583 |
| 4.000%, 08/01/42  | 1070 | &nbsp;&nbsp;1084128 |
| 4.000%, 08/01/43  | 560 | &nbsp;&nbsp;562182 |
| &nbsp;&nbsp;&nbsp;&nbsp;City & County of San <br>Francisco (GO) Series <br>2025B-1 |  |  |
| 5.000%, 06/15/43  | 4000 | &nbsp;&nbsp;4405877 |
| &nbsp;&nbsp;&nbsp;&nbsp;City & County of San <br>Francisco (COP) Series <br>A |  |  |
| 4.000%, 04/01/41  | 300 | &nbsp;&nbsp;305829 |
| &nbsp;&nbsp;&nbsp;&nbsp;City & County of San <br>Francisco (COP) Series <br>R1 |  |  |
| 5.000%, 04/01/29  | 2665 | &nbsp;&nbsp;2912283 |
| 5.000%, 04/01/37  | 1825 | &nbsp;&nbsp;2187406 |
| &nbsp;&nbsp;&nbsp;&nbsp;City of Bakersfield <br>Wastewater Revenue <br>(RB) Series A |  |  |
| 5.000%, 09/15/30  | 1535 | &nbsp;&nbsp;1751593 |
| &nbsp;&nbsp;&nbsp;&nbsp;City of Long Beach Airport <br>System Revenue (RB) <br>(AG) Series A |  |  |
| 5.000%, 06/01/27  | 220 | &nbsp;&nbsp;228049 |
| 5.000%, 06/01/28  | 205 | &nbsp;&nbsp;218922 |
| &nbsp;&nbsp;&nbsp;&nbsp;City of Long Beach Harbor <br>Revenue (RB) Series A |  |  |
| 5.000%, 05/15/28  | 500 | &nbsp;&nbsp;532771 |
| 5.000%, 05/15/29  | 410 | &nbsp;&nbsp;448467 |
| &nbsp;&nbsp;&nbsp;&nbsp;City of Los Angeles <br>Wastewater System <br>Revenue (RB) Series A |  |  |
| 5.000%, 06/01/29  | 4710 | &nbsp;&nbsp;5196392 |
| City of Oakland (GO) |  |  |
| 5.000%, 07/15/29  | 3050 | &nbsp;&nbsp;3336015 |
| &nbsp;&nbsp;&nbsp;&nbsp;City of Riverside Sewer <br>Revenue (RB) Series A |  |  |
| 5.000%, 08/01/37  | 2335 | &nbsp;&nbsp;2464905 |
| &nbsp;&nbsp;&nbsp;&nbsp;City of Roseville Electric <br>System Revenue (RB) |  |  |
| 5.000%, 02/01/42  | 630 | &nbsp;&nbsp;720804 |
| &nbsp;&nbsp;&nbsp;&nbsp;City of San Francisco <br>Public Utilities <br>Commission Water <br>Revenue (RB) Series F |  |  |
| 5.000%, 11/01/29  | 375 | &nbsp;&nbsp;418512 |
| &nbsp;&nbsp;&nbsp;&nbsp;City of San Mateo (ST) <br>(BAM) |  |  |
| 5.000%, 09/01/27  | 250 | &nbsp;&nbsp;259768 |
| 5.000%, 09/01/28  | 370 | &nbsp;&nbsp;393124 |

---

------

**DFA California Intermediate-Term Municipal Bond Portfolio**

**CONTINUED**

---

| | | |
|:---|:---|:---|
|  | **Face**<br>**Amount**<br>| **Value†** |
|  | **(000)** |  |
| CALIFORNIA — (Continued) | CALIFORNIA — (Continued) | CALIFORNIA — (Continued) |
| &nbsp;&nbsp;&nbsp;&nbsp;City of Santa Clara Electric <br>Revenue (RB) Series A |  |  |
| 5.000%, 07/01/44  | 1185 | &nbsp;&nbsp;$1292239 |
| &nbsp;&nbsp;&nbsp;&nbsp;Clovis Unified School <br>District (GO) Series A |  |  |
| 5.000%, 08/01/36  | 175 | &nbsp;&nbsp;206390 |
| 5.000%, 08/01/37  | 210 | &nbsp;&nbsp;245818 |
| 5.000%, 08/01/38  | 175 | &nbsp;&nbsp;203041 |
| 5.000%, 08/01/39  | 190 | &nbsp;&nbsp;219127 |
| &nbsp;&nbsp;&nbsp;&nbsp;Clovis Unified School <br>District (GO) Series B |  |  |
| 5.000%, 08/01/31  | 425 | &nbsp;&nbsp;481327 |
| 5.000%, 08/01/32  | 340 | &nbsp;&nbsp;383517 |
| &nbsp;&nbsp;&nbsp;&nbsp;Compton Unified School <br>District (GO) (BAM) <br>Series B |  |  |
| 4.000%, 06/01/31  | 750 | &nbsp;&nbsp;765407 |
| &nbsp;&nbsp;&nbsp;&nbsp;Corona-Norco Unified <br>School District (GO) |  |  |
| 5.000%, 08/01/30  | 375 | &nbsp;&nbsp;424759 |
| 5.000%, 08/01/31  | 290 | &nbsp;&nbsp;336380 |
| &nbsp;&nbsp;&nbsp;&nbsp;Corona-Norco Unified <br>School District (GO) <br>Series B |  |  |
| 5.000%, 08/01/27  | 185 | &nbsp;&nbsp;193408 |
| &nbsp;&nbsp;&nbsp;&nbsp;County of Sacramento <br>(COP) (AG) |  |  |
| 5.000%, 10/01/28  | 795 | &nbsp;&nbsp;855179 |
| &nbsp;&nbsp;&nbsp;&nbsp;Culver City School <br>Facilities Financing <br>Authority (RB) (AG) |  |  |
| 5.500%, 08/01/26  | 855 | &nbsp;&nbsp;869082 |
| &nbsp;&nbsp;&nbsp;&nbsp;Culver City Unified School <br>District (GO) Series A |  |  |
| 4.000%, 08/01/44  | 1415 | &nbsp;&nbsp;1410206 |
| &nbsp;&nbsp;&nbsp;&nbsp;Del Mar Union School <br>District (GO) Series A |  |  |
| 4.000%, 08/01/28  | 265 | &nbsp;&nbsp;278094 |
| &nbsp;&nbsp;&nbsp;&nbsp;Desert Sands Unified <br>School District (GO) |  |  |
| 5.000%, 08/01/29  | 535 | &nbsp;&nbsp;591386 |
| 4.000%, 08/01/44  | 1100 | &nbsp;&nbsp;1096273 |
| &nbsp;&nbsp;&nbsp;&nbsp;East Bay Municipal Utility <br>District Wastewater <br>System Revenue (RB) <br>Series A |  |  |
| 5.000%, 06/01/26  | 170 | &nbsp;&nbsp;171775 |
| &nbsp;&nbsp;&nbsp;&nbsp;East Bay Municipal Utility <br>District Water System <br>Revenue (RB) Series B |  |  |
| 5.000%, 06/01/44  | 550 | &nbsp;&nbsp;616366 |
| &nbsp;&nbsp;&nbsp;&nbsp;East Bay Regional Park <br>District (RB) |  |  |
| 4.000%, 05/01/44  | 695 | &nbsp;&nbsp;703253 |

---

---

| | | |
|:---|:---|:---|
|  | **Face**<br>**Amount**<br>| **Value†** |
|  | **(000)** |  |
| CALIFORNIA — (Continued) | CALIFORNIA — (Continued) | CALIFORNIA — (Continued) |
| &nbsp;&nbsp;&nbsp;&nbsp;East Side Union High <br>School District (GO) |  |  |
| 5.000%, 08/01/26  | 325 | &nbsp;&nbsp;$329797 |
| &nbsp;&nbsp;&nbsp;&nbsp;El Camino Community <br>College District <br>Fountation (GO) Series <br>E |  |  |
| 4.000%, 08/01/43  | 500 | &nbsp;&nbsp;509774 |
| &nbsp;&nbsp;&nbsp;&nbsp;El Dorado Irrigation District <br>(COP) Series A |  |  |
| 5.000%, 03/01/44  | 340 | &nbsp;&nbsp;366282 |
| &nbsp;&nbsp;&nbsp;&nbsp;Elk Grove Unified School <br>District (GO) |  |  |
| 4.000%, 08/01/40  | 2000 | &nbsp;&nbsp;2039865 |
| &nbsp;&nbsp;&nbsp;&nbsp;Folsom Cordova Unified <br>School District (GO) <br>(AG) Series D |  |  |
| 4.000%, 10/01/37  | 1500 | &nbsp;&nbsp;1506588 |
| &nbsp;&nbsp;&nbsp;&nbsp;Folsom Cordova Unified <br>School District School <br>Facilities Improvement <br>District No. 5 (GO) <br>Series B |  |  |
| 5.000%, 10/01/26  | 250 | &nbsp;&nbsp;255002 |
| &nbsp;&nbsp;&nbsp;&nbsp;Fontana Public Facilities <br>Financing Authority (RB) <br>Series A |  |  |
| 5.000%, 11/01/36  | 700 | &nbsp;&nbsp;848803 |
| &nbsp;&nbsp;&nbsp;&nbsp;Foothill-De Anza <br>Community College <br>District (GO) |  |  |
| 4.000%, 08/01/37  | 500 | &nbsp;&nbsp;501319 |
| &nbsp;&nbsp;&nbsp;&nbsp;Fresno Unified School <br>District (GO) Series A |  |  |
| 4.000%, 08/01/27  | 710 | &nbsp;&nbsp;731730 |
| &nbsp;&nbsp;&nbsp;&nbsp;Garden Grove Public <br>Financing Authority (RB) <br>(BAM) Series A |  |  |
| 5.000%, 04/01/43  | 200 | &nbsp;&nbsp;218912 |
| &nbsp;&nbsp;&nbsp;&nbsp;Goleta Union School <br>District (GO) Series C |  |  |
| 5.000%, 08/01/42  | 190 | &nbsp;&nbsp;214275 |
| 5.000%, 08/01/43  | 480 | &nbsp;&nbsp;534787 |
| 5.000%, 08/01/44  | 325 | &nbsp;&nbsp;357402 |
| &nbsp;&nbsp;&nbsp;&nbsp;Grossmont Union High <br>School District (GO) |  |  |
| 5.000%, 08/01/27  | 500 | &nbsp;&nbsp;522119 |
| 4.000%, 08/01/30  | 1760 | &nbsp;&nbsp;1771857 |
| &nbsp;&nbsp;&nbsp;&nbsp;Hayward Unified School <br>District (GO) (BAM) <br>Series B |  |  |
| 5.000%, 08/01/41  | 380 | &nbsp;&nbsp;431089 |
| 5.000%, 08/01/42  | 335 | &nbsp;&nbsp;374954 |

---

------

**DFA California Intermediate-Term Municipal Bond Portfolio**

**CONTINUED**

---

| | | |
|:---|:---|:---|
|  | **Face**<br>**Amount**<br>| **Value†** |
|  | **(000)** |  |
| CALIFORNIA — (Continued) | CALIFORNIA — (Continued) | CALIFORNIA — (Continued) |
| &nbsp;&nbsp;&nbsp;&nbsp;Hermosa Beach City <br>School District (GO) <br>Series C |  |  |
| 3.000%, 08/01/28  | 510 | &nbsp;&nbsp;$515830 |
| &nbsp;&nbsp;&nbsp;&nbsp;Imperial Irrigation District <br>Electric System Revenue <br>(RB) |  |  |
| 5.000%, 11/01/29  | 700 | &nbsp;&nbsp;778800 |
| &nbsp;&nbsp;&nbsp;&nbsp;Indio Finance Authority <br>(RB) (BAM) Series A |  |  |
| 5.000%, 11/01/27  | 395 | &nbsp;&nbsp;414921 |
| 5.000%, 11/01/29  | 365 | &nbsp;&nbsp;403701 |
| &nbsp;&nbsp;&nbsp;&nbsp;Irvine Ranch Water District <br>(RB) Series B |  |  |
| 5.000%, 05/01/31  | 400 | &nbsp;&nbsp;462237 |
| &nbsp;&nbsp;&nbsp;&nbsp;Irvine Unified School <br>District (GO) Series D |  |  |
| 5.000%, 09/01/43  | 1325 | &nbsp;&nbsp;1458197 |
| &nbsp;&nbsp;&nbsp;&nbsp;Jefferson Union High <br>School District (GO) |  |  |
| 5.000%, 08/01/36  | 285 | &nbsp;&nbsp;336121 |
| &nbsp;&nbsp;&nbsp;&nbsp;Jefferson Union High <br>School District (GO) <br>Series A |  |  |
| 5.000%, 08/01/36  | 155 | &nbsp;&nbsp;182803 |
| &nbsp;&nbsp;&nbsp;&nbsp;Jefferson Union High <br>School District (GO) <br>Series C |  |  |
| 5.000%, 08/01/44  | 500 | &nbsp;&nbsp;553505 |
| &nbsp;&nbsp;&nbsp;&nbsp;Kern High School District <br>(GO) Series A |  |  |
| 3.000%, 08/01/26  | 990 | &nbsp;&nbsp;992421 |
| &nbsp;&nbsp;&nbsp;&nbsp;Lake County Public <br>Financing Authority (RB) |  |  |
| 4.000%, 05/01/42  | 750 | &nbsp;&nbsp;762383 |
| &nbsp;&nbsp;&nbsp;&nbsp;Lancaster Financing <br>Authority (RB) (BAM) <br>Series A |  |  |
| 5.000%, 05/01/43  | 1050 | &nbsp;&nbsp;1141331 |
| &nbsp;&nbsp;&nbsp;&nbsp;Livermore-Amador Valley <br>Water Management <br>Agency (RB) |  |  |
| 4.000%, 08/01/26  | 525 | &nbsp;&nbsp;529643 |
| &nbsp;&nbsp;&nbsp;&nbsp;Lodi Unified School District <br>(GO) |  |  |
| 5.000%, 08/01/26  | 500 | &nbsp;&nbsp;507380 |
| &nbsp;&nbsp;&nbsp;&nbsp;Lodi Unified School District <br>(GO) Series 2020 |  |  |
| 4.000%, 08/01/27  | 335 | &nbsp;&nbsp;344651 |
| &nbsp;&nbsp;&nbsp;&nbsp;Long Beach Bond Finance <br>Authority (RB) |  |  |
| 5.000%, 08/01/26  | 680 | &nbsp;&nbsp;689561 |

---

---

| | | |
|:---|:---|:---|
|  | **Face**<br>**Amount**<br>| **Value†** |
|  | **(000)** |  |
| CALIFORNIA — (Continued) | CALIFORNIA — (Continued) | CALIFORNIA — (Continued) |
| &nbsp;&nbsp;&nbsp;&nbsp;Long Beach Community <br>College District (GO) <br>Series C |  |  |
| 5.000%, 08/01/28  | 140 | &nbsp;&nbsp;$150732 |
| &nbsp;&nbsp;&nbsp;&nbsp;Long Beach Unified School <br>District (GO) |  |  |
| 5.000%, 08/01/26  | 210 | &nbsp;&nbsp;213099 |
| &nbsp;&nbsp;&nbsp;&nbsp;Long Beach Unified School <br>District (GO) Series A |  |  |
| 5.000%, 08/01/33  | 5025 | &nbsp;&nbsp;5090955 |
| &nbsp;&nbsp;&nbsp;&nbsp;Los Alamitos Unified <br>School District (GO) <br>Series C |  |  |
| 4.000%, 08/01/42  | 605 | &nbsp;&nbsp;616949 |
| &nbsp;&nbsp;&nbsp;&nbsp;Los Angeles Community <br>College District (GO) <br>Series F |  |  |
| 5.000%, 08/01/29  | 2000 | &nbsp;&nbsp;2219104 |
| 5.000%, 08/01/31  | 4675 | &nbsp;&nbsp;5450808 |
| &nbsp;&nbsp;&nbsp;&nbsp;Los Angeles County <br>Metropolitan <br>Transportation Authority <br>Sales Tax Revenue (RB) <br>Series A |  |  |
| 5.000%, 06/01/29  | 145 | &nbsp;&nbsp;160033 |
| 5.000%, 06/01/38  | 2145 | &nbsp;&nbsp;2159510 |
| &nbsp;&nbsp;&nbsp;&nbsp;Los Angeles County Public <br>Works Financing <br>Authority (RB) Series <br>E-1 |  |  |
| 5.000%, 12/01/40  | 2885 | &nbsp;&nbsp;3087676 |
| &nbsp;&nbsp;&nbsp;&nbsp;Los Angeles County Public <br>Works Financing <br>Authority (RB) Series A |  |  |
| 5.000%, 12/01/32  | 1025 | &nbsp;&nbsp;1163160 |
| &nbsp;&nbsp;&nbsp;&nbsp;Los Angeles County Public <br>Works Financing <br>Authority (RB) Series F |  |  |
| 5.000%, 12/01/26  | 425 | &nbsp;&nbsp;435855 |
| &nbsp;&nbsp;&nbsp;&nbsp;Los Angeles County Public <br>Works Financing <br>Authority (RB) Series J |  |  |
| 5.000%, 12/01/29  | 710 | &nbsp;&nbsp;791794 |
| 5.000%, 12/01/36  | 1185 | &nbsp;&nbsp;1449845 |
| &nbsp;&nbsp;&nbsp;&nbsp;Los Angeles County <br>Sanitation Districts <br>Financing Authority (RB) <br>Series A |  |  |
| 5.000%, 10/01/29  | 245 | &nbsp;&nbsp;272085 |
| 5.000%, 10/01/32  | 375 | &nbsp;&nbsp;444219 |
| &nbsp;&nbsp;&nbsp;&nbsp;Los Angeles Department of <br>Water & Power (RB) <br>Series C |  |  |
| 5.000%, 07/01/37  | 1000 | &nbsp;&nbsp;1026805 |

---

------

**DFA California Intermediate-Term Municipal Bond Portfolio**

**CONTINUED**

---

| | | |
|:---|:---|:---|
|  | **Face**<br>**Amount**<br>| **Value†** |
|  | **(000)** |  |
| CALIFORNIA — (Continued) | CALIFORNIA — (Continued) | CALIFORNIA — (Continued) |
| &nbsp;&nbsp;&nbsp;&nbsp;Los Angeles Department of <br>Water & Power (RB) <br>Series A |  |  |
| 5.000%, 07/01/31  | 310 | &nbsp;&nbsp;$316672 |
| &nbsp;&nbsp;&nbsp;&nbsp;Los Angeles Department of <br>Water & Power (RB) <br>Series B |  |  |
| 5.000%, 07/01/29  | 705 | &nbsp;&nbsp;720644 |
| &nbsp;&nbsp;&nbsp;&nbsp;Los Angeles Department of <br>Water & Power (RB) <br>Series C |  |  |
| 5.000%, 07/01/27  | 545 | &nbsp;&nbsp;565213 |
| 5.000%, 07/01/41  | 505 | &nbsp;&nbsp;545072 |
| 5.000%, 07/01/43  | 2200 | &nbsp;&nbsp;2334579 |
| &nbsp;&nbsp;&nbsp;&nbsp;Los Angeles Department of <br>Water & Power (RB) <br>Series D |  |  |
| 5.000%, 07/01/43  | 225 | &nbsp;&nbsp;241792 |
| &nbsp;&nbsp;&nbsp;&nbsp;Los Angeles Department of <br>Water & Power (RB) <br>Series E |  |  |
| 5.000%, 07/01/29  | 525 | &nbsp;&nbsp;571348 |
| 5.000%, 07/01/30  | 315 | &nbsp;&nbsp;349971 |
| &nbsp;&nbsp;&nbsp;&nbsp;Los Angeles Department of <br>Water & Power Water <br>System Revenue (RB) <br>Series B |  |  |
| 3.000%, 07/01/26  | 3435 | &nbsp;&nbsp;3441188 |
| 5.000%, 07/01/28  | 855 | &nbsp;&nbsp;909723 |
| 5.000%, 07/01/44  | 655 | &nbsp;&nbsp;703798 |
| &nbsp;&nbsp;&nbsp;&nbsp;Los Angeles Department of <br>Water & Power Water <br>System Revenue (RB) <br>Series D |  |  |
| 5.000%, 07/01/43  | 3800 | &nbsp;&nbsp;4049829 |
| &nbsp;&nbsp;&nbsp;&nbsp;Los Angeles Unified School <br>District (GO) |  |  |
| 5.000%, 07/01/43  | 750 | &nbsp;&nbsp;833540 |
| &nbsp;&nbsp;&nbsp;&nbsp;Los Angeles Unified School <br>District (GO) Series A |  |  |
| 5.000%, 07/01/38  | 850 | &nbsp;&nbsp;1011721 |
| &nbsp;&nbsp;&nbsp;&nbsp;Los Angeles Unified School <br>District (GO) Series A-1 |  |  |
| 5.000%, 07/01/38  | 1070 | &nbsp;&nbsp;1273578 |
| 5.000%, 07/01/44  | 6250 | &nbsp;&nbsp;6932617 |
| &nbsp;&nbsp;&nbsp;&nbsp;Los Angeles Unified School <br>District (GO) Series B-1 |  |  |
| 5.000%, 07/01/27  | 610 | &nbsp;&nbsp;636797 |
| 5.000%, 07/01/34  | 2065 | &nbsp;&nbsp;2170438 |
| &nbsp;&nbsp;&nbsp;&nbsp;Los Angeles Unified School <br>District (GO) Series <br>QRR |  |  |
| 5.000%, 07/01/43  | 1000 | &nbsp;&nbsp;1123475 |
| 5.000%, 07/01/44  | 2355 | &nbsp;&nbsp;2602509 |

---

---

| | | |
|:---|:---|:---|
|  | **Face**<br>**Amount**<br>| **Value†** |
|  | **(000)** |  |
| CALIFORNIA — (Continued) | CALIFORNIA — (Continued) | CALIFORNIA — (Continued) |
| &nbsp;&nbsp;&nbsp;&nbsp;Los Angeles Unified School <br>District (COP) (BAM) <br>Series A |  |  |
| 5.000%, 10/01/27  | 1000 | &nbsp;&nbsp;$1049071 |
| &nbsp;&nbsp;&nbsp;&nbsp;Los Rios Community <br>College District (GO) |  |  |
| 5.000%, 08/01/26  | 500 | &nbsp;&nbsp;507830 |
| 5.000%, 08/01/27  | 415 | &nbsp;&nbsp;434490 |
| 5.000%, 08/01/28  | 220 | &nbsp;&nbsp;237089 |
| &nbsp;&nbsp;&nbsp;&nbsp;Manteca Unified School <br>District (GO) Series C |  |  |
| 5.250%, 08/01/44  | 515 | &nbsp;&nbsp;579923 |
| &nbsp;&nbsp;&nbsp;&nbsp;Metropolitan Water District <br>of Southern California <br>(RB) Series B |  |  |
| 3.000%, 07/01/28  | 3420 | &nbsp;&nbsp;3490924 |
| &nbsp;&nbsp;&nbsp;&nbsp;Metropolitan Water District <br>of Southern California <br>(RB) Series C |  |  |
| 5.000%, 07/01/40  | 165 | &nbsp;&nbsp;179335 |
| &nbsp;&nbsp;&nbsp;&nbsp;Mill Valley School District <br>(GO) Series B |  |  |
| 4.000%, 08/01/43  | 600 | &nbsp;&nbsp;607328 |
| 4.000%, 08/01/44  | 520 | &nbsp;&nbsp;522201 |
| &nbsp;&nbsp;&nbsp;&nbsp;Milpitas Unified School <br>District (GO) Series B |  |  |
| 4.000%, 08/01/26  | 400 | &nbsp;&nbsp;404114 |
| 4.000%, 08/01/27  | 250 | &nbsp;&nbsp;257652 |
| 4.000%, 08/01/28  | 510 | &nbsp;&nbsp;535684 |
| &nbsp;&nbsp;&nbsp;&nbsp;Modesto High School <br>District (GO) Series B |  |  |
| 5.000%, 08/01/44  | 650 | &nbsp;&nbsp;720107 |
| &nbsp;&nbsp;&nbsp;&nbsp;Modesto Irrigation District <br>(RB) Series A |  |  |
| 5.000%, 10/01/37  | 1120 | &nbsp;&nbsp;1195081 |
| &nbsp;&nbsp;&nbsp;&nbsp;Moreno Valley Unified <br>School District (GO) <br>(BAM) |  |  |
| 5.000%, 08/01/29  | 200 | &nbsp;&nbsp;220793 |
| &nbsp;&nbsp;&nbsp;&nbsp;Morongo Unified School <br>District (GO) Series A |  |  |
| 5.000%, 08/01/26  | 220 | &nbsp;&nbsp;223247 |
| 5.000%, 08/01/27  | 120 | &nbsp;&nbsp;125308 |
| &nbsp;&nbsp;&nbsp;&nbsp;Mount Diablo Unified <br>School District (GO) |  |  |
| 5.000%, 08/01/30  | 3900 | &nbsp;&nbsp;4426503 |
| &nbsp;&nbsp;&nbsp;&nbsp;Mount Diablo Unified <br>School District (GO) <br>Series A |  |  |
| 4.000%, 08/01/26  | 475 | &nbsp;&nbsp;479507 |
| &nbsp;&nbsp;&nbsp;&nbsp;Mountain View-Whisman <br>School District (GO) <br>Series C |  |  |
| 4.000%, 09/01/43  | 1000 | &nbsp;&nbsp;1019088 |

---

------

**DFA California Intermediate-Term Municipal Bond Portfolio**

**CONTINUED**

---

| | | |
|:---|:---|:---|
|  | **Face**<br>**Amount**<br>| **Value†** |
|  | **(000)** |  |
| CALIFORNIA — (Continued) | CALIFORNIA — (Continued) | CALIFORNIA — (Continued) |
| &nbsp;&nbsp;&nbsp;&nbsp;Mt San Antonio Community <br>College District (GO) <br>Series A |  |  |
| 5.000%, 08/01/45  | 365 | &nbsp;&nbsp;$401842 |
| &nbsp;&nbsp;&nbsp;&nbsp;Mt San Antonio Community <br>College District (GO) <br>Series D |  |  |
| 4.000%, 08/01/44  | 715 | &nbsp;&nbsp;720843 |
| &nbsp;&nbsp;&nbsp;&nbsp;Municipal Improvement <br>Corp. of Los Angeles <br>(RB) Series A |  |  |
| 5.000%, 11/01/30  | 3885 | &nbsp;&nbsp;4382293 |
| &nbsp;&nbsp;&nbsp;&nbsp;Municipal Improvement <br>Corp. of Los Angeles <br>(RB) Series B |  |  |
| 5.000%, 11/01/31  | 4000 | &nbsp;&nbsp;4071940 |
| 5.000%, 11/01/32  | 2660 | &nbsp;&nbsp;2705454 |
| 4.000%, 11/01/34  | 1365 | &nbsp;&nbsp;1372669 |
| &nbsp;&nbsp;&nbsp;&nbsp;Napa Valley Community <br>College District (GO) |  |  |
| 4.000%, 08/01/29  | 1120 | &nbsp;&nbsp;1198525 |
| &nbsp;&nbsp;&nbsp;&nbsp;Napa Valley Unified School <br>District (GO) Series A |  |  |
| 4.000%, 08/01/34  | 1165 | &nbsp;&nbsp;1171099 |
| 5.000%, 08/01/44  | 500 | &nbsp;&nbsp;548876 |
| &nbsp;&nbsp;&nbsp;&nbsp;North Lake Tahoe Public <br>Financing Authority (RB) |  |  |
| 5.000%, 12/01/26  | 200 | &nbsp;&nbsp;204873 |
| &nbsp;&nbsp;&nbsp;&nbsp;Northern California <br>Sanitation Agencies <br>Financing Authority (RB) <br>Series A |  |  |
| 5.000%, 12/01/26  | 360 | &nbsp;&nbsp;369164 |
| &nbsp;&nbsp;&nbsp;&nbsp;Northern Humboldt Union <br>High School District <br>(GO) |  |  |
| 4.000%, 08/01/26  | 240 | &nbsp;&nbsp;242039 |
| &nbsp;&nbsp;&nbsp;&nbsp;Oakland Unified School <br>District/Alameda County <br>(GO) |  |  |
| 5.000%, 08/01/26  | 575 | &nbsp;&nbsp;583343 |
| &nbsp;&nbsp;&nbsp;&nbsp;Oakland Unified School <br>District/Alameda County <br>(GO) Series C |  |  |
| 5.000%, 08/01/26  | 500 | &nbsp;&nbsp;507255 |
| &nbsp;&nbsp;&nbsp;&nbsp;Oceanside Public <br>Financing Authority (RB) |  |  |
| 4.000%, 11/01/34  | 600 | &nbsp;&nbsp;622153 |
| &nbsp;&nbsp;&nbsp;&nbsp;Oceanside Unified School <br>District (GO) |  |  |
| 5.000%, 08/01/40  | 500 | &nbsp;&nbsp;556546 |
| 5.000%, 08/01/41  | 500 | &nbsp;&nbsp;551857 |
| &nbsp;&nbsp;&nbsp;&nbsp;Oceanside Unified School <br>District (GO) Series B |  |  |
| 5.000%, 08/01/42  | 225 | &nbsp;&nbsp;246158 |

---

---

| | | |
|:---|:---|:---|
|  | **Face**<br>**Amount**<br>| **Value†** |
|  | **(000)** |  |
| CALIFORNIA — (Continued) | CALIFORNIA — (Continued) | CALIFORNIA — (Continued) |
| &nbsp;&nbsp;&nbsp;&nbsp;Ontario Public Financing <br>Authority (RB) Series A |  |  |
| 5.000%, 11/01/44  | 605 | &nbsp;&nbsp;$661778 |
| &nbsp;&nbsp;&nbsp;&nbsp;Orange County Local <br>Transportation Authority <br>Sales Tax Revenue (RB) |  |  |
| 5.000%, 02/15/41  | 2000 | &nbsp;&nbsp;2101943 |
| &nbsp;&nbsp;&nbsp;&nbsp;Orange County Sanitation <br>District (RB) Series A |  |  |
| 5.000%, 02/01/34  | 965 | &nbsp;&nbsp;965000 |
| &nbsp;&nbsp;&nbsp;&nbsp;Pajaro Valley Unified <br>School District (GO) <br>Series A |  |  |
| 5.000%, 08/01/42  | 225 | &nbsp;&nbsp;257429 |
| &nbsp;&nbsp;&nbsp;&nbsp;Palm Springs Unified <br>School District (GO) <br>Series A |  |  |
| 5.000%, 08/01/28  | 345 | &nbsp;&nbsp;371185 |
| &nbsp;&nbsp;&nbsp;&nbsp;Palos Verdes Peninsula <br>Unified School District <br>(GO) |  |  |
| 4.000%, 08/01/44  | 500 | &nbsp;&nbsp;503005 |
| &nbsp;&nbsp;&nbsp;&nbsp;Pittsburg Unified School <br>District (GO) (AG) |  |  |
| 5.000%, 08/01/29  | 500 | &nbsp;&nbsp;549773 |
| &nbsp;&nbsp;&nbsp;&nbsp;Pittsburg Unified School <br>District (GO) |  |  |
| 4.000%, 08/01/34  | 500 | &nbsp;&nbsp;502410 |
| &nbsp;&nbsp;&nbsp;&nbsp;Placentia-Yorba Linda <br>Unified School District <br>(GO) |  |  |
| 4.000%, 08/01/29  | 1000 | &nbsp;&nbsp;1069591 |
| &nbsp;&nbsp;&nbsp;&nbsp;Placentia-Yorba Linda <br>Unified School District <br>(COP) |  |  |
| 5.000%, 10/01/33  | 225 | &nbsp;&nbsp;267017 |
| &nbsp;&nbsp;&nbsp;&nbsp;Pleasanton Unified School <br>District (GO) |  |  |
| 5.000%, 08/01/29  | 325 | &nbsp;&nbsp;359369 |
| &nbsp;&nbsp;&nbsp;&nbsp;Pomona Unified School <br>District (GO) |  |  |
| 5.000%, 08/01/27  | 260 | &nbsp;&nbsp;271934 |
| &nbsp;&nbsp;&nbsp;&nbsp;Redlands Unified School <br>District (GO) |  |  |
| 5.000%, 07/01/26  | 300 | &nbsp;&nbsp;303617 |
| 5.000%, 07/01/27  | 535 | &nbsp;&nbsp;557355 |
| &nbsp;&nbsp;&nbsp;&nbsp;Redondo Beach Unified <br>School District (GO) <br>Series A |  |  |
| 5.000%, 08/01/44  | 300 | &nbsp;&nbsp;331849 |
| &nbsp;&nbsp;&nbsp;&nbsp;Redwood City School <br>District (GO) |  |  |
| 5.000%, 08/01/27  | 50 | &nbsp;&nbsp;52212 |
| 5.000%, 08/01/28  | 85 | &nbsp;&nbsp;91603 |

---

------

**DFA California Intermediate-Term Municipal Bond Portfolio**

**CONTINUED**

---

| | | |
|:---|:---|:---|
|  | **Face**<br>**Amount**<br>| **Value†** |
|  | **(000)** |  |
| CALIFORNIA — (Continued) | CALIFORNIA — (Continued) | CALIFORNIA — (Continued) |
| &nbsp;&nbsp;&nbsp;&nbsp;Redwood City School <br>District (GO) Series A |  |  |
| 5.000%, 08/01/42  | 400 | &nbsp;&nbsp;$445795 |
| &nbsp;&nbsp;&nbsp;&nbsp;Redwoods Community <br>College District (GO) <br>(BAM) |  |  |
| 5.000%, 08/01/44  | 800 | &nbsp;&nbsp;878172 |
| &nbsp;&nbsp;&nbsp;&nbsp;Reed Union School District <br>(GO) |  |  |
| 4.000%, 08/01/27  | 460 | &nbsp;&nbsp;473734 |
| &nbsp;&nbsp;&nbsp;&nbsp;Regents of the University <br>of California Medical <br>Center Pooled Revenue <br>(RB) Series K |  |  |
| 2.650%, 05/15/47  | 490 | &nbsp;&nbsp;490000 |
| &nbsp;&nbsp;&nbsp;&nbsp;Regents of the University <br>of California Medical <br>Center Pooled Revenue <br>(RB) Series O-2 |  |  |
| 2.650%, 05/15/45  | 305 | &nbsp;&nbsp;305000 |
| &nbsp;&nbsp;&nbsp;&nbsp;Regents of the University <br>of California Medical <br>Center Pooled Revenue <br>(RB) Series P |  |  |
| 5.000%, 05/15/41  | 3000 | &nbsp;&nbsp;3309036 |
| 5.000%, 05/15/42  | 1310 | &nbsp;&nbsp;1432722 |
| &nbsp;&nbsp;&nbsp;&nbsp;Riverside Community <br>College District (GO) <br>Series A |  |  |
| 4.000%, 08/01/44  | 335 | &nbsp;&nbsp;335644 |
| &nbsp;&nbsp;&nbsp;&nbsp;Riverside Unified School <br>District (GO) Series C |  |  |
| 5.000%, 08/01/27  | 225 | &nbsp;&nbsp;235430 |
| 5.000%, 08/01/29  | 225 | &nbsp;&nbsp;249116 |
| 5.000%, 08/01/30  | 320 | &nbsp;&nbsp;363793 |
| &nbsp;&nbsp;&nbsp;&nbsp;Rowland Unified School <br>District (GO) Series B |  |  |
| 4.000%, 08/01/44  | 660 | &nbsp;&nbsp;659473 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sacramento City Financing <br>Authority (RB) |  |  |
| 5.000%, 12/01/29  | 545 | &nbsp;&nbsp;606802 |
| 5.000%, 12/01/30  | 235 | &nbsp;&nbsp;268570 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sacramento City Unified <br>School District (GO) <br>(BAM) |  |  |
| 5.000%, 07/01/27  | 750 | &nbsp;&nbsp;780056 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sacramento Municipal <br>Utility District (RB) <br>Series G |  |  |
| 5.000%, 08/15/37  | 1540 | &nbsp;&nbsp;1664286 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sacramento Municipal <br>Utility District (RB) <br>Series J |  |  |
| 5.000%, 08/15/26  | 900 | &nbsp;&nbsp;915188 |

---

---

| | | |
|:---|:---|:---|
|  | **Face**<br>**Amount**<br>| **Value†** |
|  | **(000)** |  |
| CALIFORNIA — (Continued) | CALIFORNIA — (Continued) | CALIFORNIA — (Continued) |
| &nbsp;&nbsp;&nbsp;&nbsp;Sacramento Municipal <br>Utility District (RB) <br>Series K |  |  |
| 5.000%, 08/15/40  | 400 | &nbsp;&nbsp;$455858 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sacramento Suburban <br>Water District (RB) <br>Series A |  |  |
| 5.000%, 11/01/27  | 765 | &nbsp;&nbsp;805068 |
| &nbsp;&nbsp;&nbsp;&nbsp;Salinas City Elementary <br>School District (GO) <br>(BAM) Series A |  |  |
| 7.000%, 08/01/38  | 210 | &nbsp;&nbsp;260161 |
| &nbsp;&nbsp;&nbsp;&nbsp;Salinas Union High School <br>District (GO) Series B |  |  |
| 5.000%, 08/01/30  | 400 | &nbsp;&nbsp;453630 |
| 5.000%, 08/01/32  | 165 | &nbsp;&nbsp;194918 |
| &nbsp;&nbsp;&nbsp;&nbsp;San Bernardino City <br>Unified School District <br>(GO) (AG) Series H |  |  |
| 5.000%, 08/01/40  | 2270 | &nbsp;&nbsp;2571822 |
| &nbsp;&nbsp;&nbsp;&nbsp;San Bernardino County <br>Transportation Authority <br>(RB) Series A |  |  |
| 5.000%, 03/01/38  | 515 | &nbsp;&nbsp;624384 |
| &nbsp;&nbsp;&nbsp;&nbsp;San Diego Community <br>College District (GO) <br>Series A-1 |  |  |
| 5.000%, 08/01/44  | 2770 | &nbsp;&nbsp;3109425 |
| &nbsp;&nbsp;&nbsp;&nbsp;San Diego County <br>Regional Transportation <br>Commission (RB) Series <br>A |  |  |
| 5.000%, 04/01/42  | 1770 | &nbsp;&nbsp;1967263 |
| &nbsp;&nbsp;&nbsp;&nbsp;San Diego County Water <br>Authority (RB) Series A |  |  |
| 5.000%, 05/01/26  | 330 | &nbsp;&nbsp;332422 |
| 5.000%, 05/01/27  | 160 | &nbsp;&nbsp;165883 |
| &nbsp;&nbsp;&nbsp;&nbsp;San Diego Public Facilities <br>Financing Authority (RB) <br>Series A |  |  |
| 5.000%, 10/15/37  | 455 | &nbsp;&nbsp;547470 |
| 5.000%, 08/01/43  | 1165 | &nbsp;&nbsp;1290742 |
| 5.000%, 10/15/43  | 500 | &nbsp;&nbsp;553473 |
| &nbsp;&nbsp;&nbsp;&nbsp;San Diego Unified School <br>District (GO) Series B-3 |  |  |
| 5.000%, 07/01/44  | 445 | &nbsp;&nbsp;489318 |
| &nbsp;&nbsp;&nbsp;&nbsp;San Diego Unified School <br>District (GO) Series G |  |  |
| 5.000%, 07/01/43  | 1500 | &nbsp;&nbsp;1650965 |
| &nbsp;&nbsp;&nbsp;&nbsp;San Diego Unified School <br>District (GO) Series O-2 |  |  |
| 5.000%, 07/01/43  | 1250 | &nbsp;&nbsp;1390465 |
| &nbsp;&nbsp;&nbsp;&nbsp;San Diego Unified School <br>District (GO) Series P-2 |  |  |
| 5.000%, 07/01/39  | 180 | &nbsp;&nbsp;213927 |

---

------

**DFA California Intermediate-Term Municipal Bond Portfolio**

**CONTINUED**

---

| | | |
|:---|:---|:---|
|  | **Face**<br>**Amount**<br>| **Value†** |
|  | **(000)** |  |
| CALIFORNIA — (Continued) | CALIFORNIA — (Continued) | CALIFORNIA — (Continued) |
| &nbsp;&nbsp;&nbsp;&nbsp;San Diego Unified School <br>District (GO) Series R-5 |  |  |
| 5.000%, 07/01/26  | 320 | &nbsp;&nbsp;$323978 |
| &nbsp;&nbsp;&nbsp;&nbsp;San Diego Unified School <br>District (GO) Series <br>ZR-5A |  |  |
| 5.000%, 07/01/43  | 200 | &nbsp;&nbsp;222474 |
| &nbsp;&nbsp;&nbsp;&nbsp;San Francisco Bay Area <br>Rapid Transit District <br>(GO) Series B-1 |  |  |
| 4.000%, 08/01/36  | 340 | &nbsp;&nbsp;353064 |
| &nbsp;&nbsp;&nbsp;&nbsp;San Francisco Bay Area <br>Rapid Transit District <br>(GO) Series E-1 |  |  |
| 5.000%, 08/01/29  | 5000 | &nbsp;&nbsp;5544168 |
| &nbsp;&nbsp;&nbsp;&nbsp;San Francisco Bay Area <br>Rapid Transit District <br>(GO) Series H |  |  |
| 5.000%, 08/01/29  | 3000 | &nbsp;&nbsp;3326501 |
| &nbsp;&nbsp;&nbsp;&nbsp;San Francisco Bay Area <br>Rapid Transit District <br>Sales Tax Revenue (RB) |  |  |
| 4.000%, 07/01/26  | 385 | &nbsp;&nbsp;388416 |
| &nbsp;&nbsp;&nbsp;&nbsp;San Francisco Bay Area <br>Rapid Transit District <br>Sales Tax Revenue (RB) <br>Series A |  |  |
| 5.000%, 07/01/29  | 550 | &nbsp;&nbsp;606171 |
| 4.000%, 07/01/34  | 95 | &nbsp;&nbsp;96451 |
| 4.000%, 07/01/36  | 1175 | &nbsp;&nbsp;1188394 |
| &nbsp;&nbsp;&nbsp;&nbsp;San Francisco City & <br>County Airport <br>Comm-San Francisco <br>International Airport (RB) <br>Series B |  |  |
| 5.000%, 05/01/27  | 2075 | &nbsp;&nbsp;2150639 |
| 4.000%, 05/01/37  | 510 | &nbsp;&nbsp;530603 |
| &nbsp;&nbsp;&nbsp;&nbsp;San Francisco City & <br>County Airport <br>Comm-San Francisco <br>International Airport (RB) <br>Series SAN |  |  |
| 5.000%, 05/01/44  | 1250 | &nbsp;&nbsp;1378431 |
| &nbsp;&nbsp;&nbsp;&nbsp;San Francisco City & <br>County Public Utilities <br>Commission Wastewater <br>Revenue (RB) Series A |  |  |
| 5.000%, 10/01/35  | 2500 | &nbsp;&nbsp;2506984 |
| 5.250%, 10/01/40  | 4010 | &nbsp;&nbsp;4590864 |
| &nbsp;&nbsp;&nbsp;&nbsp;San Francisco Community <br>College District (GO) <br>(BAM) Series B |  |  |
| 5.000%, 06/15/44  | 630 | &nbsp;&nbsp;682911 |

---

---

| | | |
|:---|:---|:---|
|  | **Face**<br>**Amount**<br>| **Value†** |
|  | **(000)** |  |
| CALIFORNIA — (Continued) | CALIFORNIA — (Continued) | CALIFORNIA — (Continued) |
| &nbsp;&nbsp;&nbsp;&nbsp;San Francisco Unified <br>School District (GO) <br>Series A |  |  |
| 5.000%, 06/15/44  | 1000 | &nbsp;&nbsp;$1076448 |
| &nbsp;&nbsp;&nbsp;&nbsp;San Francisco Unified <br>School District (GO) <br>Series B |  |  |
| 4.000%, 06/15/31  | 285 | &nbsp;&nbsp;295126 |
| &nbsp;&nbsp;&nbsp;&nbsp;San Francisco Unified <br>School District (GO) <br>Series F&C |  |  |
| 4.000%, 06/15/31  | 1500 | &nbsp;&nbsp;1501760 |
| 4.000%, 06/15/33  | 2000 | &nbsp;&nbsp;2001738 |
| &nbsp;&nbsp;&nbsp;&nbsp;San Joaquin County <br>Transportation Authority <br>Measure K Sales Tax <br>Revenue (RB) |  |  |
| 5.000%, 03/01/35  | 1450 | &nbsp;&nbsp;1566316 |
| &nbsp;&nbsp;&nbsp;&nbsp;San Joaquin Delta <br>Community College <br>District (GO) Series A |  |  |
| 5.000%, 08/01/29  | 205 | &nbsp;&nbsp;226899 |
| 5.000%, 08/01/30  | 250 | &nbsp;&nbsp;284097 |
| &nbsp;&nbsp;&nbsp;&nbsp;San Joaquin Hills <br>Transportation Corridor <br>Agency (RB) Series A |  |  |
| 5.000%, 01/15/30  | 750 | &nbsp;&nbsp;817198 |
| 4.000%, 01/15/34  | 280 | &nbsp;&nbsp;294571 |
| &nbsp;&nbsp;&nbsp;&nbsp;San Jose Financing <br>Authority (RB) Series B |  |  |
| 5.000%, 11/01/29  | 535 | &nbsp;&nbsp;596706 |
| 5.000%, 11/01/30  | 445 | &nbsp;&nbsp;508509 |
| &nbsp;&nbsp;&nbsp;&nbsp;San Jose Unified School <br>District (GO) |  |  |
| 5.000%, 08/01/29  | 1850 | &nbsp;&nbsp;2049749 |
| &nbsp;&nbsp;&nbsp;&nbsp;San Juan Unified School <br>District (GO) |  |  |
| 3.000%, 08/01/26  | 3135 | &nbsp;&nbsp;3151955 |
| &nbsp;&nbsp;&nbsp;&nbsp;San Juan Water District <br>(RB) |  |  |
| 5.000%, 02/01/26  | 500 | &nbsp;&nbsp;500000 |
| &nbsp;&nbsp;&nbsp;&nbsp;San Luis Obispo County <br>Financing Authority (RB) <br>Series A |  |  |
| 5.000%, 11/15/27  | 150 | &nbsp;&nbsp;158029 |
| 5.000%, 11/15/29  | 250 | &nbsp;&nbsp;278422 |
| &nbsp;&nbsp;&nbsp;&nbsp;San Mateo County <br>Community College <br>District (GO) Series B |  |  |
| 5.000%, 09/01/27  | 450 | &nbsp;&nbsp;471497 |
| 5.000%, 09/01/28  | 420 | &nbsp;&nbsp;453715 |
| &nbsp;&nbsp;&nbsp;&nbsp;San Mateo Union High <br>School District (GO) <br>Series D |  |  |
| 5.000%, 09/01/36  | 800 | &nbsp;&nbsp;944424 |

---

------

**DFA California Intermediate-Term Municipal Bond Portfolio**

**CONTINUED**

---

| | | |
|:---|:---|:---|
|  | **Face**<br>**Amount**<br>| **Value†** |
|  | **(000)** |  |
| CALIFORNIA — (Continued) | CALIFORNIA — (Continued) | CALIFORNIA — (Continued) |
| &nbsp;&nbsp;&nbsp;&nbsp;San Pablo Joint Powers <br>Financing Authority (RB) <br>(AG) |  |  |
| 4.000%, 11/01/26  | 165 | &nbsp;&nbsp;$167191 |
| 4.000%, 11/01/27  | 140 | &nbsp;&nbsp;144378 |
| 4.000%, 11/01/28  | 145 | &nbsp;&nbsp;152147 |
| &nbsp;&nbsp;&nbsp;&nbsp;San Rafael Joint Powers <br>Financing Authority (RB) |  |  |
| 5.000%, 06/01/27  | 140 | &nbsp;&nbsp;145451 |
| &nbsp;&nbsp;&nbsp;&nbsp;Santa Barbara Finance <br>Authority (RB) |  |  |
| 4.000%, 05/15/42  | 960 | &nbsp;&nbsp;981315 |
| &nbsp;&nbsp;&nbsp;&nbsp;Santa Clara County <br>Financing Authority (RB) <br>Series A |  |  |
| 4.000%, 04/01/37  | 1010 | &nbsp;&nbsp;1027253 |
| &nbsp;&nbsp;&nbsp;&nbsp;Santa Cruz City High <br>School District (GO) <br>Series A |  |  |
| 4.000%, 08/01/44  | 1000 | &nbsp;&nbsp;1004573 |
| &nbsp;&nbsp;&nbsp;&nbsp;Santa Monica Community <br>College District (GO) <br>Series A |  |  |
| 5.000%, 08/01/26  | 105 | &nbsp;&nbsp;106576 |
| &nbsp;&nbsp;&nbsp;&nbsp;Santa Monica-Malibu <br>Unified School District <br>(GO) Series C |  |  |
| 5.000%, 08/01/40  | 3000 | &nbsp;&nbsp;3323325 |
| 5.000%, 08/01/42  | 1700 | &nbsp;&nbsp;1863367 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sonoma County Junior <br>College District (GO) <br>Series C |  |  |
| 5.000%, 08/01/29  | 1045 | &nbsp;&nbsp;1155136 |
| 5.000%, 08/01/30  | 815 | &nbsp;&nbsp;924272 |
| &nbsp;&nbsp;&nbsp;&nbsp;Southwestern Community <br>College District (GO) <br>Series E-2 |  |  |
| 4.000%, 08/01/26  | 280 | &nbsp;&nbsp;282824 |
| State of California (GO) |  |  |
| 3.000%, 03/01/26  | 3055 | &nbsp;&nbsp;3056804 |
| 5.000%, 08/01/26 | 455 | &nbsp;&nbsp;461940 |
| 3.000%, 03/01/27  | 2565 | &nbsp;&nbsp;2586494 |
| 3.500%, 08/01/27  | 2855 | &nbsp;&nbsp;2909050 |
| 5.000%, 08/01/27 | 8900 | &nbsp;&nbsp;9293368 |
| 5.000%, 10/01/27  | 2570 | &nbsp;&nbsp;2696068 |
| 5.000%, 04/01/28 | 1825 | &nbsp;&nbsp;1939064 |
| 5.000%, 08/01/28 | 3580 | &nbsp;&nbsp;3798567 |
| 5.000%, 10/01/28  | 3780 | &nbsp;&nbsp;4070014 |
| 5.000%, 11/01/28  | 1180 | &nbsp;&nbsp;1238849 |
| 5.000%, 04/01/29 | 7660 | &nbsp;&nbsp;8355234 |
| 4.000%, 08/01/29  | 2800 | &nbsp;&nbsp;2821489 |
| 5.000%, 08/01/29  | 610 | &nbsp;&nbsp;618906 |
| 5.000%, 10/01/29  | 1585 | &nbsp;&nbsp;1592636 |
| 5.000%, 11/01/29  | 1235 | &nbsp;&nbsp;1366795 |
| 5.000%, 12/01/29  | 3055 | &nbsp;&nbsp;3387935 |
| 5.000%, 08/01/30  | 1250 | &nbsp;&nbsp;1267875 |

---

---

| | | |
|:---|:---|:---|
|  | **Face**<br>**Amount**<br>| **Value†** |
|  | **(000)** |  |
| CALIFORNIA — (Continued) | CALIFORNIA — (Continued) | CALIFORNIA — (Continued) |
| 5.000%, 09/01/30  | 1420 | &nbsp;&nbsp;$1443594 |
| 4.000%, 09/01/31  | 2000 | &nbsp;&nbsp;2015985 |
| 5.000%, 10/01/31  | 2010 | &nbsp;&nbsp;2318024 |
| 5.000%, 08/01/32  | 1800 | &nbsp;&nbsp;1823765 |
| 5.000%, 04/01/33  | 1995 | &nbsp;&nbsp;2162712 |
| 5.000%, 08/01/33  | 2000 | &nbsp;&nbsp;2376897 |
| 4.000%, 11/01/33  | 1360 | &nbsp;&nbsp;1392890 |
| 4.000%, 11/01/35  | 1000 | &nbsp;&nbsp;1019045 |
| 5.000%, 09/01/36  | 900 | &nbsp;&nbsp;1049777 |
| 4.000%, 11/01/36  | 500 | &nbsp;&nbsp;524425 |
| 5.000%, 09/01/37  | 2500 | &nbsp;&nbsp;2529045 |
| 5.000%, 08/01/39  | 175 | &nbsp;&nbsp;204205 |
| 4.000%, 10/01/39  | 1500 | &nbsp;&nbsp;1553973 |
| 5.000%, 10/01/39  | 755 | &nbsp;&nbsp;852337 |
| 5.000%, 09/01/41  | 880 | &nbsp;&nbsp;965849 |
| 5.000%, 04/01/42 | 2785 | &nbsp;&nbsp;2920943 |
| 5.000%, 10/01/42  | 3000 | &nbsp;&nbsp;3150888 |
| 5.000%, 03/01/43  | 1700 | &nbsp;&nbsp;1897633 |
| 5.000%, 08/01/43  | 1250 | &nbsp;&nbsp;1400988 |
| 5.000%, 09/01/43  | 1250 | &nbsp;&nbsp;1381459 |
| 5.000%, 08/01/44  | 1000 | &nbsp;&nbsp;1098547 |
| 5.250%, 08/01/44  | 875 | &nbsp;&nbsp;978449 |
| &nbsp;&nbsp;&nbsp;&nbsp;State of California (GO) <br>Series A |  |  |
| 5.000%, 11/01/28  | 700 | &nbsp;&nbsp;755357 |
| &nbsp;&nbsp;&nbsp;&nbsp;State of California (GO) <br>Series C |  |  |
| 5.000%, 11/01/37  | 395 | &nbsp;&nbsp;448484 |
| &nbsp;&nbsp;&nbsp;&nbsp;State of California <br>Department of Water <br>Resources (RB) Series <br>BF |  |  |
| 5.000%, 12/01/28  | 120 | &nbsp;&nbsp;130552 |
| &nbsp;&nbsp;&nbsp;&nbsp;Stockton Unified School <br>District (COP) |  |  |
| 5.000%, 02/01/31  | 335 | &nbsp;&nbsp;353640 |
| &nbsp;&nbsp;&nbsp;&nbsp;Stockton Unified School <br>District (GO) (AG) Series <br>A |  |  |
| 5.000%, 07/01/27  | 1585 | &nbsp;&nbsp;1651230 |
| &nbsp;&nbsp;&nbsp;&nbsp;Stockton Unified School <br>District (GO) (AG) Series <br>C |  |  |
| 5.000%, 08/01/27  | 1260 | &nbsp;&nbsp;1315739 |
| &nbsp;&nbsp;&nbsp;&nbsp;Stockton Unified School <br>District (GO) (BAM) <br>Series A |  |  |
| 5.000%, 08/01/44  | 500 | &nbsp;&nbsp;550554 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sylvan Union School <br>District (GO) Series C |  |  |
| 5.000%, 08/01/26  | 405 | &nbsp;&nbsp;410978 |
| &nbsp;&nbsp;&nbsp;&nbsp;Tracy Public Financing <br>Authority (RB) Series A |  |  |
| 5.000%, 11/01/27  | 490 | &nbsp;&nbsp;515664 |
| 5.000%, 11/01/28  | 510 | &nbsp;&nbsp;551941 |

---

------

**DFA California Intermediate-Term Municipal Bond Portfolio**

**CONTINUED**

---

| | | |
|:---|:---|:---|
|  | **Face**<br>**Amount**<br>| **Value†** |
|  | **(000)** |  |
| CALIFORNIA — (Continued) | CALIFORNIA — (Continued) | CALIFORNIA — (Continued) |
| &nbsp;&nbsp;&nbsp;&nbsp;University of California <br>(RB) Series AV |  |  |
| 5.000%, 05/15/32  | 1905 | &nbsp;&nbsp;$1971379 |
| &nbsp;&nbsp;&nbsp;&nbsp;University of California <br>(RB) Series BE |  |  |
| 5.000%, 05/15/38  | 3000 | &nbsp;&nbsp;3253786 |
| &nbsp;&nbsp;&nbsp;&nbsp;University of California <br>(RB) Series BN |  |  |
| 5.000%, 05/15/41  | 2510 | &nbsp;&nbsp;2807974 |
| &nbsp;&nbsp;&nbsp;&nbsp;University of California <br>(RB) Series BS |  |  |
| 5.000%, 05/15/29  | 750 | &nbsp;&nbsp;823327 |
| &nbsp;&nbsp;&nbsp;&nbsp;University of California <br>(RB) Series BV |  |  |
| 5.000%, 05/15/42  | 1390 | &nbsp;&nbsp;1556820 |
| &nbsp;&nbsp;&nbsp;&nbsp;University of California <br>(RB) Series BZ |  |  |
| 5.000%, 05/15/40  | 5000 | &nbsp;&nbsp;5776504 |
| &nbsp;&nbsp;&nbsp;&nbsp;University of California <br>(RB) Series CA |  |  |
| 5.000%, 05/15/40  | 1000 | &nbsp;&nbsp;1155301 |
| &nbsp;&nbsp;&nbsp;&nbsp;Ventura County Community <br>College District (GO) |  |  |
| 4.000%, 08/01/32  | 3000 | &nbsp;&nbsp;3007272 |
| &nbsp;&nbsp;&nbsp;&nbsp;Vista Joint Powers <br>Financing Authority (RB) <br>Series A |  |  |
| 5.000%, 05/01/37  | 750 | &nbsp;&nbsp;902246 |
| &nbsp;&nbsp;&nbsp;&nbsp;West Basin Municipal <br>Water District (RB) <br>Series A |  |  |
| 5.000%, 08/01/27  | 770 | &nbsp;&nbsp;803597 |
| 5.000%, 08/01/30  | 2820 | &nbsp;&nbsp;2823125 |

---

---

| | | |
|:---|:---|:---|
|  | **Face**<br>**Amount**<br>| **Value†** |
|  | **(000)** |  |
| CALIFORNIA — (Continued) | CALIFORNIA — (Continued) | CALIFORNIA — (Continued) |
| &nbsp;&nbsp;&nbsp;&nbsp;West Contra Costa Unified <br>School District (GO) <br>(BAM) Series A |  |  |
| 5.000%, 08/01/44  | 500 | &nbsp;&nbsp;$548021 |
| &nbsp;&nbsp;&nbsp;&nbsp;West Contra Costa Unified <br>School District (GO) <br>(BAM) Series B |  |  |
| 5.000%, 08/01/44  | 365 | &nbsp;&nbsp;396924 |
| &nbsp;&nbsp;&nbsp;&nbsp;West Contra Costa Unified <br>School District (GO) <br>Series A-1 |  |  |
| 5.000%, 08/01/26  | 545 | &nbsp;&nbsp;553126 |
| 5.000%, 08/01/27  | 575 | &nbsp;&nbsp;600697 |
| &nbsp;&nbsp;&nbsp;&nbsp;West Valley-Mission <br>Community College <br>District (GO) Series A |  |  |
| 5.000%, 08/01/29  | 135 | &nbsp;&nbsp;149576 |
| &nbsp;&nbsp;&nbsp;&nbsp;Windsor Unified School <br>District (GO) |  |  |
| 4.000%, 08/01/26  | 105 | &nbsp;&nbsp;106007 |
| &nbsp;&nbsp;&nbsp;&nbsp;TOTAL MUNICIPAL <br>BONDS<br>(Cost $432,591,239) |  | &nbsp;&nbsp;437884342 |

---

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

---

| | | |
|:---|:---|:---|
|  | **Shares** |  |
| INVESTMENT COMPANIES — (0.0%) | INVESTMENT COMPANIES — (0.0%) | INVESTMENT COMPANIES — (0.0%) |
| &nbsp;&nbsp;&nbsp;&nbsp;BlackRock Liquidity <br>Funds MuniCash<br>(Cost $176,289)<br>| 176271 | &nbsp;&nbsp;176288 |
| TOTAL INVESTMENTS — (100.0%) | TOTAL INVESTMENTS — (100.0%) |  |
| &nbsp;&nbsp;&nbsp;&nbsp;(Cost $432,767,528)^^ |  | &nbsp;&nbsp;$438060630 |

---

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

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** |
|  | **Level 1** | **Level 2** | **Level 3** | **Total** |
| **Assets** |  |  |  |  |
| Municipal Bonds | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;$437884342 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;$437884342 |
| Investment Companies | &nbsp;&nbsp;&nbsp;$176288 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;176288 |
| Total Investments in Securities | &nbsp;&nbsp;&nbsp;$176288 | &nbsp;&nbsp;&nbsp;$437884342 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;$438060630 |

---

------

**DFA NY Municipal Bond Portfolio**

**SCHEDULE OF INVESTMENTS**

**January 31, 2026**

**(Unaudited)**

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

---

| | | |
|:---|:---|:---|
|  | **Face**<br>**Amount**<br>| **Value†** |
|  | **(000)** |  |
| MUNICIPAL BONDS — (99.9%) | MUNICIPAL BONDS — (99.9%) | MUNICIPAL BONDS — (99.9%) |
| NEW YORK — (99.9%) | NEW YORK — (99.9%) | NEW YORK — (99.9%) |
| &nbsp;&nbsp;&nbsp;&nbsp;Amherst Central School <br>District (GO) (ST AID <br>WITHHLDG) |  |  |
| 4.000%, 08/05/26  | 520 | &nbsp;&nbsp;$524642 |
| &nbsp;&nbsp;&nbsp;&nbsp;Averill Park Central School <br>District (GO) (ST AID <br>WITHHLDG) |  |  |
| 4.000%, 06/18/26  | 1000 | &nbsp;&nbsp;1005980 |
| &nbsp;&nbsp;&nbsp;&nbsp;Bath Central School District <br>(GO) (ST AID WITHHLDG) |  |  |
| 4.000%, 06/26/26  | 750 | &nbsp;&nbsp;753746 |
| &nbsp;&nbsp;&nbsp;&nbsp;Bay Shore Union Free School <br>District (GO) (ST AID <br>WITHHLDG) Series A |  |  |
| 4.000%, 07/10/26  | 1180 | &nbsp;&nbsp;1187697 |
| &nbsp;&nbsp;&nbsp;&nbsp;Buffalo Sewer Authority (RB) <br>Series A |  |  |
| 5.000%, 06/15/29  | 115 | &nbsp;&nbsp;126202 |
| 5.000%, 06/15/30  | 120 | &nbsp;&nbsp;134849 |
| &nbsp;&nbsp;&nbsp;&nbsp;Cambridge Central School <br>District (GO) (ST AID <br>WITHHLDG) |  |  |
| 4.000%, 06/24/26  | 1000 | &nbsp;&nbsp;1005887 |
| City of Auburn (GO) |  |  |
| 4.000%, 08/13/26  | 1250 | &nbsp;&nbsp;1260914 |
| City of Batavia (GO) |  |  |
| 4.000%, 04/22/26  | 1100 | &nbsp;&nbsp;1104057 |
| City of Buffalo (GO) Series A |  |  |
| 4.000%, 09/30/26  | 1250 | &nbsp;&nbsp;1263432 |
| City of Lackawanna (GO) |  |  |
| 4.000%, 05/01/26  | 770 | &nbsp;&nbsp;772910 |
| City of Middletown (GO) |  |  |
| 4.000%, 08/21/26  | 1025 | &nbsp;&nbsp;1034161 |
| City of New Rochelle (GO) |  |  |
| 4.000%, 12/09/26  | 4000 | &nbsp;&nbsp;4058040 |
| &nbsp;&nbsp;&nbsp;&nbsp;City of New York (GO) Series <br>1 |  |  |
| 5.000%, 08/01/29  | 500 | &nbsp;&nbsp;519032 |
| &nbsp;&nbsp;&nbsp;&nbsp;City of New York (GO) Series <br>A-1 |  |  |
| 5.000%, 08/01/27  | 3545 | &nbsp;&nbsp;3687924 |
| 5.000%, 08/01/28  | 1025 | &nbsp;&nbsp;1092619 |
| 4.000%, 08/01/32  | 2145 | &nbsp;&nbsp;2153467 |
| 5.000%, 08/01/33  | 395 | &nbsp;&nbsp;399703 |
| 4.000%, 08/01/36  | 750 | &nbsp;&nbsp;751177 |
| 5.000%, 08/01/38  | 500 | &nbsp;&nbsp;504813 |
| &nbsp;&nbsp;&nbsp;&nbsp;City of New York (GO) Series <br>B-1 |  |  |
| 5.000%, 08/01/26  | 1030 | &nbsp;&nbsp;1043866 |
| 5.000%, 10/01/26  | 2120 | &nbsp;&nbsp;2158022 |
| 5.000%, 08/01/27  | 1935 | &nbsp;&nbsp;2013013 |

---

---

| | | |
|:---|:---|:---|
|  | **Face**<br>**Amount**<br>| **Value†** |
|  | **(000)** |  |
| NEW YORK — (Continued) | NEW YORK — (Continued) | NEW YORK — (Continued) |
| 5.000%, 08/01/28  | 1650 | &nbsp;&nbsp;$1758850 |
| 5.000%, 12/01/31  | 2500 | &nbsp;&nbsp;2551921 |
| &nbsp;&nbsp;&nbsp;&nbsp;City of New York (GO) Series <br>C |  |  |
| 5.000%, 08/01/27  | 930 | &nbsp;&nbsp;967495 |
| &nbsp;&nbsp;&nbsp;&nbsp;City of New York (GO) Series <br>E |  |  |
| 5.000%, 08/01/26  | 1315 | &nbsp;&nbsp;1332702 |
| 5.000%, 08/01/27  | 1360 | &nbsp;&nbsp;1377734 |
| 5.000%, 08/01/32  | 1025 | &nbsp;&nbsp;1037561 |
| &nbsp;&nbsp;&nbsp;&nbsp;City of New York (GO) Series <br>F-1 |  |  |
| 5.000%, 08/01/26  | 1820 | &nbsp;&nbsp;1844500 |
| City of North Tonawanda (GO) |  |  |
| 4.375%, 05/15/26  | 400 | &nbsp;&nbsp;402043 |
| City of Oneida (GO) |  |  |
| 4.000%, 03/27/26  | 1000 | &nbsp;&nbsp;1002493 |
| &nbsp;&nbsp;&nbsp;&nbsp;City of Rochester (GO) Series <br>I |  |  |
| 4.000%, 02/26/26  | 1270 | &nbsp;&nbsp;1271394 |
| &nbsp;&nbsp;&nbsp;&nbsp;City of Rochester (GO) Series <br>II |  |  |
| 4.000%, 07/30/26  | 3095 | &nbsp;&nbsp;3121391 |
| City of Troy (GO) |  |  |
| 4.000%, 01/29/27  | 750 | &nbsp;&nbsp;760369 |
| &nbsp;&nbsp;&nbsp;&nbsp;City of Yonkers (GO) (AG ST <br>AID WITHHLDG) Series B |  |  |
| 5.000%, 02/15/26  | 280 | &nbsp;&nbsp;280280 |
| &nbsp;&nbsp;&nbsp;&nbsp;Connetquot Central School <br>District of Islip (GO) (ST <br>AID WITHHLDG) |  |  |
| 4.000%, 06/18/26  | 1000 | &nbsp;&nbsp;1006598 |
| &nbsp;&nbsp;&nbsp;&nbsp;Corning City School District <br>(GO) Series A |  |  |
| 4.000%, 06/18/26  | 1215 | &nbsp;&nbsp;1222594 |
| County of Erie (GO) Series A |  |  |
| 5.000%, 09/15/26  | 350 | &nbsp;&nbsp;356149 |
| 5.000%, 09/15/27  | 750 | &nbsp;&nbsp;783911 |
| &nbsp;&nbsp;&nbsp;&nbsp;County of Nassau (GO) <br>Series C |  |  |
| 5.000%, 10/01/32  | 515 | &nbsp;&nbsp;536230 |
| County of Suffolk (GO) |  |  |
| 4.000%, 07/24/26  | 2595 | &nbsp;&nbsp;2617423 |
| &nbsp;&nbsp;&nbsp;&nbsp;Dutchess County Local <br>Development Corp. (RB) <br>Series B |  |  |
| 4.000%, 07/01/34  | 20 | &nbsp;&nbsp;20052 |
| &nbsp;&nbsp;&nbsp;&nbsp;East Hampton Union Free <br>School District (GO) (ST <br>AID WITHHLDG) Series A |  |  |
| 4.000%, 02/27/26  | 1000 | &nbsp;&nbsp;1001129 |

---

------

**DFA NY Municipal Bond Portfolio**

**CONTINUED**

---

| | | |
|:---|:---|:---|
|  | **Face**<br>**Amount**<br>| **Value†** |
|  | **(000)** |  |
| NEW YORK — (Continued) | NEW YORK — (Continued) | NEW YORK — (Continued) |
| &nbsp;&nbsp;&nbsp;&nbsp;Empire State Development <br>Corp. (RB) Series A |  |  |
| 5.000%, 03/15/27  | 265 | &nbsp;&nbsp;$273486 |
| 5.000%, 03/15/30  | 2145 | &nbsp;&nbsp;2151279 |
| 5.000%, 03/15/32  | 930 | &nbsp;&nbsp;932519 |
| 5.000%, 03/15/34  | 1020 | &nbsp;&nbsp;1022514 |
| 5.000%, 03/15/36  | 1000 | &nbsp;&nbsp;1058262 |
| 4.000%, 03/15/37  | 3010 | &nbsp;&nbsp;3011169 |
| &nbsp;&nbsp;&nbsp;&nbsp;Erie County Industrial <br>Development Agency (RB) <br>(ST AID WITHHLDG) Series <br>A |  |  |
| 5.000%, 05/01/26  | 1510 | &nbsp;&nbsp;1520490 |
| 5.000%, 05/01/27  | 500 | &nbsp;&nbsp;517459 |
| &nbsp;&nbsp;&nbsp;&nbsp;Harborfields Central School <br>District (GO) (ST AID <br>WITHHLDG) |  |  |
| 4.000%, 09/03/26  | 2520 | &nbsp;&nbsp;2546013 |
| &nbsp;&nbsp;&nbsp;&nbsp;Harrison Central School <br>District (GO) (ST AID <br>WITHHLDG) |  |  |
| 3.750%, 07/24/26  | 5000 | &nbsp;&nbsp;5031932 |
| &nbsp;&nbsp;&nbsp;&nbsp;Heuvelton Central School <br>District (GO) (ST AID <br>WITHHLDG) |  |  |
| 4.000%, 06/18/26  | 1000 | &nbsp;&nbsp;1005750 |
| &nbsp;&nbsp;&nbsp;&nbsp;Holland Patent Central School <br>District (GO) (ST AID <br>WITHHLDG) Series B |  |  |
| 4.000%, 07/15/26  | 1000 | &nbsp;&nbsp;1006596 |
| &nbsp;&nbsp;&nbsp;&nbsp;Holley Central School District <br>(GO) (ST AID WITHHLDG) <br>Series A |  |  |
| 3.750%, 06/23/26  | 1000 | &nbsp;&nbsp;1005131 |
| &nbsp;&nbsp;&nbsp;&nbsp;Honeoye Falls-Lima Central <br>School District (GO) (ST <br>AID WITHHLDG) |  |  |
| 4.000%, 06/25/26  | 1000 | &nbsp;&nbsp;1005977 |
| &nbsp;&nbsp;&nbsp;&nbsp;Kendall Central School District <br>(GO) (ST AID WITHHLDG) |  |  |
| 4.250%, 06/19/26  | 1000 | &nbsp;&nbsp;1006877 |
| &nbsp;&nbsp;&nbsp;&nbsp;Kingston City School District <br>(GO) (ST AID WITHHLDG) |  |  |
| 4.000%, 06/30/26  | 875 | &nbsp;&nbsp;880815 |
| &nbsp;&nbsp;&nbsp;&nbsp;Long Island Power Authority <br>(RB) Series B |  |  |
| 5.000%, 09/01/32  | 845 | &nbsp;&nbsp;856865 |
| &nbsp;&nbsp;&nbsp;&nbsp;Madison County Capital <br>Resource Corp. (RB) |  |  |
| 5.000%, 07/01/26  | 175 | &nbsp;&nbsp;177026 |
| 5.000%, 07/01/27  | 175 | &nbsp;&nbsp;181801 |
| &nbsp;&nbsp;&nbsp;&nbsp;Metropolitan Transportation <br>Authority (RB) Series <br>2012G-1 |  |  |
| 3.200%, 11/01/32  | 1055 | &nbsp;&nbsp;1055000 |

---

---

| | | |
|:---|:---|:---|
|  | **Face**<br>**Amount**<br>| **Value†** |
|  | **(000)** |  |
| NEW YORK — (Continued) | NEW YORK — (Continued) | NEW YORK — (Continued) |
| &nbsp;&nbsp;&nbsp;&nbsp;Metropolitan Transportation <br>Authority Dedicated Tax <br>Fund (RB) Series B |  |  |
| 5.000%, 11/15/39  | 2500 | &nbsp;&nbsp;$2532815 |
| &nbsp;&nbsp;&nbsp;&nbsp;Monroe County Industrial <br>Development Corp. (RB) <br>Series A |  |  |
| 5.000%, 07/01/26  | 1185 | &nbsp;&nbsp;1187605 |
| 5.000%, 07/01/27  | 75 | &nbsp;&nbsp;77947 |
| 5.000%, 07/01/28  | 250 | &nbsp;&nbsp;266159 |
| &nbsp;&nbsp;&nbsp;&nbsp;New Hartford Central School <br>District (GO) (ST AID <br>WITHHLDG) |  |  |
| 4.000%, 06/26/26  | 1000 | &nbsp;&nbsp;1006299 |
| &nbsp;&nbsp;&nbsp;&nbsp;New York City Industrial <br>Development Agency (RB) <br>(AG) Series A |  |  |
| 5.000%, 01/01/27  | 1000 | &nbsp;&nbsp;1022034 |
| 5.000%, 03/01/28  | 520 | &nbsp;&nbsp;546784 |
| &nbsp;&nbsp;&nbsp;&nbsp;New York State Dormitory <br>Authority (RB) |  |  |
| 5.000%, 07/01/27  | 105 | &nbsp;&nbsp;108783 |
| &nbsp;&nbsp;&nbsp;&nbsp;New York State Dormitory <br>Authority (RB) Series A |  |  |
| 5.000%, 03/15/26  | 2790 | &nbsp;&nbsp;2799413 |
| 5.000%, 05/01/27  | 640 | &nbsp;&nbsp;659719 |
| 5.000%, 03/15/30  | 3375 | &nbsp;&nbsp;3430130 |
| 5.000%, 07/01/30  | 2905 | &nbsp;&nbsp;2935536 |
| 5.000%, 02/15/31  | 1250 | &nbsp;&nbsp;1283906 |
| 5.000%, 07/01/31  | 1105 | &nbsp;&nbsp;1116477 |
| 5.000%, 03/15/32  | 3100 | &nbsp;&nbsp;3302577 |
| 5.000%, 02/15/33  | 750 | &nbsp;&nbsp;759496 |
| 5.000%, 03/15/33  | 890 | &nbsp;&nbsp;902991 |
| 5.000%, 03/15/35  | 1360 | &nbsp;&nbsp;1378420 |
| 5.000%, 03/15/36  | 2000 | &nbsp;&nbsp;2026841 |
| 5.000%, 02/15/37  | 600 | &nbsp;&nbsp;606249 |
| 5.000%, 02/15/38  | 1000 | &nbsp;&nbsp;1009829 |
| 5.000%, 07/01/40  | 575 | &nbsp;&nbsp;589062 |
| 5.000%, 02/15/42  | 2335 | &nbsp;&nbsp;2352115 |
| &nbsp;&nbsp;&nbsp;&nbsp;New York State Dormitory <br>Authority (RB) Series B |  |  |
| 5.000%, 02/15/31  | 1040 | &nbsp;&nbsp;1081471 |
| 5.000%, 10/01/31  | 545 | &nbsp;&nbsp;547319 |
| 5.000%, 02/15/32  | 3000 | &nbsp;&nbsp;3117319 |
| 5.000%, 02/15/34  | 150 | &nbsp;&nbsp;155520 |
| 5.000%, 02/15/37  | 400 | &nbsp;&nbsp;412885 |
| &nbsp;&nbsp;&nbsp;&nbsp;New York State Dormitory <br>Authority (RB) Series C |  |  |
| 5.000%, 03/15/29  | 2000 | &nbsp;&nbsp;2169537 |
| 5.000%, 03/15/38  | 600 | &nbsp;&nbsp;627320 |
| &nbsp;&nbsp;&nbsp;&nbsp;New York State Dormitory <br>Authority (RB) Series D |  |  |
| 5.000%, 02/15/26  | 70 | &nbsp;&nbsp;70066 |
| 5.000%, 02/15/30  | 2870 | &nbsp;&nbsp;2908339 |

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------

**DFA NY Municipal Bond Portfolio**

**CONTINUED**

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| | | |
|:---|:---|:---|
|  | **Face**<br>**Amount**<br>| **Value†** |
|  | **(000)** |  |
| NEW YORK — (Continued) | NEW YORK — (Continued) | NEW YORK — (Continued) |
| &nbsp;&nbsp;&nbsp;&nbsp;New York State Thruway <br>Authority (RB) Series A |  |  |
| 5.000%, 03/15/27  | 550 | &nbsp;&nbsp;$567539 |
| &nbsp;&nbsp;&nbsp;&nbsp;North Syracuse Central <br>School District (GO) (ST <br>AID WITHHLDG) Series A |  |  |
| 4.000%, 07/31/26  | 400 | &nbsp;&nbsp;403149 |
| &nbsp;&nbsp;&nbsp;&nbsp;Port Authority of New York & <br>New Jersey (RB) Series <br>212TH |  |  |
| 4.000%, 09/01/39  | 900 | &nbsp;&nbsp;914714 |
| &nbsp;&nbsp;&nbsp;&nbsp;Port Authority of New York & <br>New Jersey (RB) Series <br>248 |  |  |
| 5.000%, 01/15/27  | 1250 | &nbsp;&nbsp;1283822 |
| &nbsp;&nbsp;&nbsp;&nbsp;Ravena Coeymans Selkirk <br>Central School District (GO) <br>(ST AID WITHHLDG) Series <br>B |  |  |
| 4.000%, 08/07/26  | 1000 | &nbsp;&nbsp;1008608 |
| &nbsp;&nbsp;&nbsp;&nbsp;Roosevelt Union Free School <br>District (GO) (ST AID <br>WITHHLDG) |  |  |
| 5.000%, 07/01/26  | 850 | &nbsp;&nbsp;859904 |
| 5.000%, 07/01/27  | 810 | &nbsp;&nbsp;841342 |
| &nbsp;&nbsp;&nbsp;&nbsp;Scotia-Glenville Central <br>School District (GO) (ST <br>AID WITHHLDG) |  |  |
| 4.000%, 07/31/26  | 1175 | &nbsp;&nbsp;1184547 |
| &nbsp;&nbsp;&nbsp;&nbsp;South Huntington Union Free <br>School District (GO) (ST <br>AID WITHHLDG) |  |  |
| 4.000%, 06/24/26  | 1000 | &nbsp;&nbsp;1006508 |
| &nbsp;&nbsp;&nbsp;&nbsp;South Orangetown Central <br>School District (GO) (ST <br>AID WITHHLDG) Series B |  |  |
| 4.000%, 08/05/26  | 1000 | &nbsp;&nbsp;1008461 |
| &nbsp;&nbsp;&nbsp;&nbsp;Southampton Union Free <br>School District (GO) (ST <br>AID WITHHLDG) |  |  |
| 4.000%, 06/25/26  | 1250 | &nbsp;&nbsp;1258686 |
| &nbsp;&nbsp;&nbsp;&nbsp;State of New York (GO) <br>Series A |  |  |
| 5.000%, 03/15/27  | 1015 | &nbsp;&nbsp;1048741 |
| &nbsp;&nbsp;&nbsp;&nbsp;Suffolk County Water Authority <br>(RB) |  |  |
| 4.000%, 06/01/31  | 2210 | &nbsp;&nbsp;2213016 |
| &nbsp;&nbsp;&nbsp;&nbsp;Three Village Central School <br>District Brookhaven & <br>Smithtown (GO) (ST AID <br>WITHHLDG) |  |  |
| 4.000%, 06/24/26  | 1370 | &nbsp;&nbsp;1379190 |

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| | | |
|:---|:---|:---|
|  | **Face**<br>**Amount**<br>| **Value†** |
|  | **(000)** |  |
| NEW YORK — (Continued) | NEW YORK — (Continued) | NEW YORK — (Continued) |
| Town of Amherst (GO) |  |  |
| 4.000%, 10/28/26  | 3000 | &nbsp;&nbsp;$3039116 |
| Town of Batavia (GO) |  |  |
| 4.000%, 03/03/26  | 1030 | &nbsp;&nbsp;1031397 |
| &nbsp;&nbsp;&nbsp;&nbsp;Town of East Hampton (GO) <br>Series A |  |  |
| 4.000%, 08/14/26  | 400 | &nbsp;&nbsp;403360 |
| &nbsp;&nbsp;&nbsp;&nbsp;Town of North Hempstead <br>(GO) Series A |  |  |
| 4.000%, 03/20/26  | 5630 | &nbsp;&nbsp;5642394 |
| &nbsp;&nbsp;&nbsp;&nbsp;Town of North Hempstead <br>(GO) Series B |  |  |
| 3.750%, 09/18/26  | 950 | &nbsp;&nbsp;958762 |
| Town of Oyster Bay (GO) |  |  |
| 4.000%, 08/21/26  | 1860 | &nbsp;&nbsp;1877667 |
| Town of Salina (GO) Series A |  |  |
| 4.000%, 06/05/26  | 2000 | &nbsp;&nbsp;2011003 |
| Town of Southampton (GO) |  |  |
| 3.750%, 03/06/26  | 740 | &nbsp;&nbsp;740959 |
| Town of Tonawanda (GO) |  |  |
| 4.000%, 08/21/26  | 2410 | &nbsp;&nbsp;2432215 |
| &nbsp;&nbsp;&nbsp;&nbsp;Triborough Bridge & Tunnel <br>Authority (RB) Series B |  |  |
| 5.000%, 11/15/28  | 2900 | &nbsp;&nbsp;3105506 |
| 5.000%, 11/15/29  | 1210 | &nbsp;&nbsp;1253059 |
| 5.000%, 11/15/30  | 355 | &nbsp;&nbsp;367519 |
| 5.000%, 11/15/31  | 1655 | &nbsp;&nbsp;1712249 |
| 5.000%, 11/15/38  | 175 | &nbsp;&nbsp;179557 |
| &nbsp;&nbsp;&nbsp;&nbsp;Tupper Lake Central School <br>District (GO) (ST AID <br>WITHHLDG) |  |  |
| 4.000%, 06/26/26  | 1015 | &nbsp;&nbsp;1021145 |
| &nbsp;&nbsp;&nbsp;&nbsp;Village of Freeport (GO) <br>Series F |  |  |
| 3.750%, 11/12/26  | 1160 | &nbsp;&nbsp;1172579 |
| Village of Pelham (GO) |  |  |
| 4.000%, 02/13/26  | 2000 | &nbsp;&nbsp;2000821 |
| &nbsp;&nbsp;&nbsp;&nbsp;Wappingers Central School <br>District (GO) (ST AID <br>WITHHLDG) |  |  |
| 3.500%, 08/07/26  | 1000 | &nbsp;&nbsp;1004695 |
| &nbsp;&nbsp;&nbsp;&nbsp;TOTAL MUNICIPAL BONDS<br>(Cost $167,424,367) |  | &nbsp;&nbsp;167979126 |

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

---

| | | |
|:---|:---|:---|
|  | **Shares** |  |
| INVESTMENT COMPANIES — (0.1%) | INVESTMENT COMPANIES — (0.1%) | INVESTMENT COMPANIES — (0.1%) |
| &nbsp;&nbsp;&nbsp;&nbsp;BlackRock Liquidity <br>Funds MuniCash<br>(Cost $176,232)<br>| 176214 | &nbsp;&nbsp;176232 |
| TOTAL INVESTMENTS — (100.0%) | TOTAL INVESTMENTS — (100.0%) |  |
| &nbsp;&nbsp;&nbsp;&nbsp;(Cost $167,600,599)^^ |  | &nbsp;&nbsp;$168155358 |

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**DFA NY Municipal Bond Portfolio**

**CONTINUED**

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

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| | | | | |
|:---|:---|:---|:---|:---|
|  | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** |
|  | **Level 1** | **Level 2** | **Level 3** | **Total** |
| **Assets** |  |  |  |  |
| Municipal Bonds | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;$167979126 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;$167979126 |
| Investment Companies | &nbsp;&nbsp;&nbsp;$176232 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;176232 |
| Total Investments in Securities | &nbsp;&nbsp;&nbsp;$176232 | &nbsp;&nbsp;&nbsp;$167979126 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;$168155358 |

---

------

**Dimensional Retirement Income Fund**

**SCHEDULE OF INVESTMENTS**

**January 31, 2026**

**(Unaudited)** 

---

| | | |
|:---|:---|:---|
|  | **Shares** | **Value†** |
| AFFILIATED INVESTMENT COMPANIES — (100.0%) | AFFILIATED INVESTMENT COMPANIES — (100.0%) | AFFILIATED INVESTMENT COMPANIES — (100.0%) |
| DOMESTIC EQUITIES — (14.0%) | DOMESTIC EQUITIES — (14.0%) | DOMESTIC EQUITIES — (14.0%) |
| U.S. Core Equity 1 Portfolio | &nbsp;&nbsp;&nbsp;&nbsp;86840 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$4416664 |
| U.S. Large Company Portfolio | &nbsp;&nbsp;&nbsp;&nbsp;95728 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4409239 |
| TOTAL DOMESTIC EQUITIES | TOTAL DOMESTIC EQUITIES | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8825903 |
| INTERNATIONAL EQUITIES — (5.9%) | INTERNATIONAL EQUITIES — (5.9%) | INTERNATIONAL EQUITIES — (5.9%) |
| Large Cap International Portfolio | &nbsp;&nbsp;&nbsp;&nbsp;45971 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1670126 |
| Emerging Markets Core Equity 2 Portfolio | &nbsp;&nbsp;&nbsp;&nbsp;37977 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1188300 |
| International Core Equity 2 Portfolio | &nbsp;&nbsp;&nbsp;&nbsp;38936 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;831659 |
| TOTAL INTERNATIONAL EQUITIES | TOTAL INTERNATIONAL EQUITIES | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3690085 |
| FIXED INCOME (DOMESTIC) — (80.1%) | FIXED INCOME (DOMESTIC) — (80.1%) | FIXED INCOME (DOMESTIC) — (80.1%) |
| DFA Inflation-Protected Securities Portfolio | &nbsp;&nbsp;&nbsp;&nbsp;2712461 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30298194 |
| DFA One-Year Fixed Income Portfolio | &nbsp;&nbsp;&nbsp;&nbsp;1967936 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20171343 |
| TOTAL FIXED INCOME (DOMESTIC) | TOTAL FIXED INCOME (DOMESTIC) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50469537 |
| &nbsp;&nbsp;&nbsp;&nbsp;TOTAL INVESTMENTS IN AFFILIATED INVESTMENT COMPANIES<br>(Cost $54,995,759) | &nbsp;&nbsp;&nbsp;&nbsp;TOTAL INVESTMENTS IN AFFILIATED INVESTMENT COMPANIES<br>(Cost $54,995,759) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$62985525 |
| TEMPORARY CASH INVESTMENTS — (0.0%) | TEMPORARY CASH INVESTMENTS — (0.0%) | TEMPORARY CASH INVESTMENTS — (0.0%) |
| &nbsp;&nbsp;&nbsp;&nbsp;ɎState Street Institutional U.S. Government Money Market Fund, 3.720%<br>(Cost $5,084) | &nbsp;&nbsp;&nbsp;&nbsp;5084 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5084 |
| &nbsp;&nbsp;&nbsp;&nbsp;TOTAL INVESTMENTS — (100.0%)<br>(Cost $55,000,843)^^ | &nbsp;&nbsp;&nbsp;&nbsp;TOTAL INVESTMENTS — (100.0%)<br>(Cost $55,000,843)^^ | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$62990609 |

---

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

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** | **Investments in Securities (Market Value)** |
|  | **Level 1** | **Level 2** | **Level 3** | **Total** |
| **Assets** |  |  |  |  |
| Affiliated Investment Companies | &nbsp;&nbsp;&nbsp;$62985525 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;$62985525 |
| Temporary Cash Investments | &nbsp;&nbsp;&nbsp;5084 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;5084 |
| Total Investments in Securities | &nbsp;&nbsp;&nbsp;$62990609 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;$62990609 |

---

------

**ORGANIZATION**

DFA Investment Dimensions Group Inc. (the "Fund") is an open-end management investment company registered under the Investment Company Act of 1940 (the "1940 Act"), whose shares are generally offered to institutional investors, retirement plans and clients of registered investment advisors. At January 31, 2026, the Fund consisted of one hundred and three operational portfolios, (the "Portfolios") all of which are included in this document. The Fund's advisor is Dimensional Fund Advisors LP (the "Advisor"). Some of the portfolios of the Fund are feeder funds in a master-feeder structure. The master funds are part of other entities that are also managed by the Advisor. The Schedules of Investments for the master funds have been included in this document.

**SECURITY VALUATION**

The Portfolios use a fair value hierarchy, which prioritizes the inputs-to-valuation techniques used to measure fair value into three broad levels described below:

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Level 1 - inputs are quoted prices in active markets for identical securities (including equity securities, open-end investment companies and futures contracts)

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Level 2 - other significant observable inputs (including quoted prices for similar securities, interest rates, prepayment speeds, credit risk, etc.)

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Level 3 - significant unobservable inputs (including the Portfolios' own assumptions in determining the fair value of investments)

The Funds of Funds (International Small Company Portfolio, Global Small Company Portfolio, World ex U.S. Value Portfolio, Selectively Hedged Global Equity Portfolio, Dimensional Retirement Income Fund, Dimensional 2045 Target Date Retirement Income Fund, Dimensional 2050 Target Date Retirement Income Fund, Dimensional 2055 Target Date Retirement Income Fund, Dimensional 2060 Target Date Retirement Income Fund, Dimensional 2065 Target Date Retirement Income Fund, Dimensional 2070 Target Date Retirement Income Fund, Dimensional 2015 Target Date Retirement Income Fund, Dimensional 2020 Target Date Retirement Income Fund, Dimensional 2025 Target Date Retirement Income Fund, Dimensional 2030 Target Date Retirement Income Fund, Dimensional 2035 Target Date Retirement Income Fund, Dimensional 2040 Target Date Retirement Income Fund, World Core Equity Portfolio, Global Social Core Equity Portfolio, DFA VA Global Moderate Allocation Portfolio and VA Equity Allocation Portfolio) invest in the funds indicated on the Schedule of Investments ("Underlying Funds"). The DFA Global Real Estate Securities Portfolio may pursue its investment objective by investing its assets in its Underlying Funds and/or directly in securities of companies in the real estate industry. Each of the DFA Diversified Fixed Income Portfolio and DFA Global Core Plus Fixed Income Portfolio may pursue its investment objective by investing its assets in its Underlying Funds and/or directly in fixed income securities. Each Feeder Fund (U.S. Large Cap Value Portfolio, Japanese Small Company Portfolio, Asia Pacific Small Company Portfolio, United Kingdom Small Company Portfolio, Continental Small Company Portfolio, Emerging Markets Portfolio, Emerging Markets Small Cap Portfolio and Emerging Markets Value Portfolio) invests primarily in a corresponding master fund(s) ("Master Fund"). Shares held by the Portfolios in other investment companies (such as the Master Funds and the Underlying Funds) are valued at their respective daily net asset values as reported by their administrator. The Portfolios' investments in the series of The DFA Investment Trust Company or in Dimensional Emerging Markets Value Fund reflect their proportionate interest in the net assets of such corresponding Master Fund. These valuations are classified as Level 1 in the hierarchy.

Securities held by the Domestic Equity Portfolios (U.S. Targeted Value Portfolio, U.S. Small Cap Value Portfolio, U.S. Core Equity 1 Portfolio, U.S. Core Equity 2 Portfolio, U.S. Vector Equity Portfolio, U.S. Small Cap Portfolio, U.S. Micro Cap Portfolio, DFA Real Estate Securities Portfolio, U.S. Large Cap Equity Portfolio, U.S. Social Core Equity 2 Portfolio, U.S. Sustainability Core 1 Portfolio, U.S. Sustainability Targeted Value Portfolio, VA U.S. Targeted Value Portfolio, VA U.S. Large Value Portfolio, U.S. Large Cap Growth Portfolio, U.S. Small Cap Growth Portfolio, and U.S. High Relative Profitability Portfolio) and the International Equity Portfolios (Large Cap International Portfolio, International Core Equity 2 Portfolio, DFA International Real Estate Securities Portfolio, DFA Global Real Estate Securities Portfolio, DFA International Small Cap Value Portfolio, International Vector Equity Portfolio, World ex U.S. Targeted Value Portfolio, World ex U.S. Core Equity Portfolio, Emerging Markets Core Equity 2 Portfolio, International Sustainability Core 1 Portfolio, International Social Core Equity Portfolio, Emerging Markets Social Core Equity Portfolio, VA International Value Portfolio, VA International Small Portfolio, International Large Cap Growth Portfolio, International Small Cap Growth Portfolio, International High Relative Profitability Portfolio, Emerging Markets Sustainability Core 1 Portfolio, Emerging Markets Targeted Value Portfolio and Dimensional World

------

ex U.S. Sustainability Targeted Value Portfolio), including over-the-counter securities, are valued at the last quoted sale price of the day. International equity securities are subject to a fair value factor, as described later in this note. Securities held by the Domestic Equity Portfolios and the International Equity Portfolios that are listed on Nasdaq are valued at the Nasdaq Official Closing Price ("NOCP"). If there is no last reported sale price or NOCP for the day, the Domestic Equity Portfolios and the International Equity Portfolios value the securities within the range of the most recent quoted bid and ask prices. Price information on listed securities is taken from the exchange where the security is primarily traded. Generally, securities issued by open-end management investment companies are valued using their respective net asset values or public offering prices, as appropriate, for purchase orders placed at the close of the New York Stock Exchange ("NYSE"). These securities are generally categorized as Level 1 in the hierarchy. The investment in The DFA Short Term Investment Fund (the "Short Term Series"), which is an open-end management investment company available for purchase only by the Portfolios and affiliated funds, is categorized as Level 2 in the hierarchy.

Securities for which no market quotations are readily available (including restricted securities), or for which market quotations have become unreliable, are valued in good faith at fair value in accordance with Rule 2a-5 under the 1940 Act pursuant to procedures approved by the Board of Directors of the Fund. Fair value pricing may also be used if events that have a significant effect on the value of an investment (as determined in the discretion of the Advisor) occur before the net asset value of the Portfolio is calculated. When fair value pricing is used, the prices of securities used by the Domestic Equity Portfolios and the International Equity Portfolios may differ from the quoted or published prices for the same securities on their primary markets or exchanges. These securities are generally categorized as Level 2 or Level 3 in the hierarchy.

The International Equity Portfolios will also apply a fair value price in the circumstances described below. Generally, trading in foreign securities markets is completed each day at various times prior to the close of the NYSE. For example, trading in the Japanese securities markets is completed each day at the close of the Tokyo Stock Exchange (normally, 2:00 a.m. ET), which is fourteen hours before the close of the NYSE (normally, 4:00 p.m. ET) and the time at which the net asset values of the International Equity Portfolios are computed. Due to the time differences between the closings of the relevant foreign securities exchanges and the pricing of the International Equity Portfolios' shares (at the close of the NYSE), the International Equity Portfolios will fair-value their foreign investments when it is determined that the market quotations for the foreign investments are either unreliable or not readily available. The fair value prices will attempt to reflect the impact of the U.S. financial markets' perceptions and trading activities on the International Equity Portfolios' foreign investments since the last calculated closing prices of the foreign investments on their primary foreign securities markets or exchanges. For these purposes, the Advisor has determined that movements in relevant indices or other appropriate market indicators, after the close of the Tokyo Stock Exchange or the London Stock Exchange, demonstrate that market quotations may be unreliable. Fair valuation of portfolio securities may occur on a daily basis. The fair value pricing by the International Equity Portfolios uses data furnished by an independent pricing service (and that data draws upon, among other information, the market values of foreign investments). When an International Equity Portfolio uses fair value pricing, the values assigned to the International Equity Portfolio's foreign investments may not be the quoted or published prices of the investments on their primary markets or exchanges. These securities are generally categorized as Level 2 in the hierarchy.

Debt securities held by Enhanced U.S. Large Company Portfolio, DFA Commodity Strategy Portfolio, DFA One-Year Fixed Income Portfolio, DFA Two-Year Global Fixed Income Portfolio, DFA Selectively Hedged Global Fixed Income Portfolio, DFA Short-Term Government Portfolio, DFA Five-Year Global Fixed Income Portfolio, DFA International Government Fixed Income Portfolio (formerly, DFA World ex U.S. Government Fixed Income Portfolio), DFA Intermediate Government Fixed Income Portfolio), DFA Short-Term Extended Quality Portfolio, DFA Intermediate-Term Extended Quality Portfolio, DFA Targeted Credit Portfolio, DFA Investment Grade Portfolio, DFA Inflation-Protected Securities Portfolio, DFA Short-Term Municipal Bond Portfolio, DFA Intermediate-Term Municipal Bond Portfolio, DFA Selective State Municipal Bond Portfolio, DFA California Short-Term Municipal Bond Portfolio, DFA California Intermediate-Term Municipal Bond Portfolio, DFA NY Municipal Bond Fund, DFA Short-Duration Real Return Portfolio, DFA Municipal Real Return Portfolio, DFA Municipal Bond Portfolio, DFA LTIP Portfolio, VA Short-Term Fixed Portfolio, VA Global Bond Portfolio, VIT Inflation-Protected Securities Portfolio, DFA Social Fixed Income Portfolio, DFA Diversified Fixed Income Portfolio, DFA MN Municipal Bond Portfolio, DFA California Municipal Real Return Portfolio, DFA Global Sustainability Fixed Income Portfolio, DFA Global Core Plus Fixed Income Portfolio, DFA Oregon Municipal Bond Portfolio, DFA Global Core Plus Real Return Portfolio and DFA Short-Term Selective State Municipal Bond Portfolio are valued on the basis of evaluated prices provided by one or more pricing

------

services or other reasonably reliable sources including broker/dealers that typically handle the purchase and sale of such securities. Securities that are traded over-the-counter and on a stock exchange generally will be valued according to the broadest and most representative market, and it is expected that for bonds and other fixed income securities, this ordinarily will be the over-the-counter market. These securities are generally categorized as Level 2 or Level 3 in the hierarchy.

Listed derivatives, such as futures, that are actively traded are valued based on quoted prices from the exchange and are categorized as Level 1 in the hierarchy. Over-the-counter derivative contracts, which include forward currency contracts, do not require material subjectivity as pricing inputs are observed from quoted markets and are categorized as Level 2 in the hierarchy.

Swap agreements will be valued at the price provided by an independent third-party pricing service or source. If a price is not available from an independent third-party pricing service or source, the swap agreement will be valued in good faith at fair value in accordance with procedures adopted by the Board. These securities are generally categorized as Level 2 in the hierarchy.

A summary of the inputs used to value the Portfolios' investments by each major security type, industry and/or country is disclosed previously in this note. A valuation hierarchy table has been included at the end of the Schedule of Investments for the Portfolios (except for the Feeder Funds). The methodology or inputs used for valuing securities are not necessarily an indication of the risk associated with investing in those securities.

**FINANCIAL INSTRUMENTS**

In accordance with the Portfolios' investment objectives and policies, the Portfolios may invest either directly or indirectly (through their investments in a corresponding Master/Underlying Fund), in certain financial instruments that have off-balance sheet risk in excess of the amounts recognized in the financial statements and concentrations of credit and market risk. These instruments and their significant corresponding risks are described below:

1. TREASURY INFLATION-PROTECTED SECURITIES (TIPS): VIT Inflation-Protected Securities Portfolio, DFA Inflation-Protected Securities Portfolio, and DFA Short-Duration Real Return Portfolio may purchase TIPS, which are securities issued by the U.S. Treasury. Because the interest and/or principal payments on an inflation-protected security are adjusted periodically for changes in inflation, the income distributed by the Portfolio may be irregular. In addition, the current market value of inflation-protected securities is not guaranteed and will fluctuate.

2. FOREIGN MARKET RISKS: Investments in foreign markets may involve certain considerations and risks not typically associated with investments in the United States of America, including the possibility of future political and economic developments and the level of foreign governmental supervision and regulation of foreign securities markets. These markets are generally smaller, less liquid and more volatile than the major securities markets in the United States of America. Consequently, acquisition and disposition of international securities held by the Portfolios may be inhibited.

***Derivative Financial Instruments***

Summarized below are the specific types of derivative instruments used by the Portfolios.

3. FORWARD CURRENCY CONTRACTS: The Portfolios listed below may acquire and sell forward currency contracts to hedge against adverse changes in the relationship of the U.S. dollar to foreign currencies (foreign exchange rate risk) or to transfer balances from one currency to another currency. The Selectively Hedged Global Equity Portfolio and Enhanced U.S Large Company Portfolio may hedge some or all of the currency exposure of its foreign securities by entering into forward currency contracts. The decision to hedge the Selectively Hedged Global Equity Portfolio's and Enhanced U.S. Large Company Portfolio's currency exposure with respect to a foreign market will be based primarily on the Portfolio's existing exposure to a given foreign currency. Each contract is valued daily and the change in value is recorded by the Portfolio as an unrealized gain or loss, which is presented in the Statements of Operations as the change in unrealized appreciation or depreciation of forward currency contracts. When the contract is closed or offset with the same counterparty, the Portfolio records a realized gain or loss equal to the change in the value of the contract when it was opened and the value at the time it was closed or offset. This is presented in the Statements of Operations as a net realized gain or loss on forward currency contracts. Risks may arise upon entering into these contracts from the potential inability of counterparties to meet the terms of their contracts and from unanticipated movements in the value of foreign currency relative to the U.S. dollar.

------

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

4. FUTURES CONTRACTS: Each Portfolio listed below may purchase or sell futures contracts and options on futures contracts for equity securities and indices to increase or decrease market exposure based on actual or expected cash inflows to or outflows from the Portfolio. The Enhanced U.S. Large Company Portfolio may also use futures contracts and options thereon to hedge against securities prices or as part of its overall investment strategy. The Selectively Hedged Global Equity Portfolio may also use futures contracts to hedge some or all of the currency exposure of its foreign securities. Upon entering into a futures contract, the Portfolios deposit cash or pledge U.S. Government securities to a broker in an amount equal to the minimum "initial margin" requirements of the exchange on which the contract is traded . Subsequent payments are received from or paid to the broker each day, based on the daily fluctuation in the market value of the contract. These receipts or payments are known as "variation margin" and are recorded daily by the Portfolios as unrealized gains or losses until the contracts are closed. When the contracts are closed, the Portfolios record a realized gain or loss, which is presented in the Statements of Operations as a net realized gain or loss on futures, equal to the difference between the value of the contract at the time it was opened and the value at the time it was closed.

The DFA Commodity Strategy Portfolio may enter into commodity, foreign currency, interest rate and commodity or securities index futures contracts and purchase and write (sell) related options traded on exchanges designated by the Commodity Futures Trading Commission ("CFTC") or, consistent with CFTC regulations, on foreign exchanges. The DFA Commodity Strategy Portfolio invests in futures contracts on individual commodities or commodity indices and options on them through the Portfolio's investment in the Dimensional Cayman Commodity Fund I, LTD., the "Subsidiary."

A commodity futures contract provides for the future sale by one party and the future purchase by the other party of a specified amount of a commodity, such as an energy, agricultural or metal commodity, at a specified price, date, time and place. A foreign currency futures contract provides for the future sale by one party and the future purchase by the other party of a certain amount of a specified non-U.S. currency at a specified price, date, time and place. An interest rate futures contract provides for the future sale by one party and the purchase by the other party of a certain amount of a specific interest-rate-sensitive financial instrument (debt security) at a specified price, date, time and place. Securities and commodities indexes are typically capitalization-or production-weighted, respectively. A securities index or commodities index futures contract is an agreement to be settled by delivery of an amount of cash equal to a specified multiplier times the difference between the value of the index at the close of the last trading day on the contract and the price at which the agreement is made. The clearing house of the exchange on which a futures contract is entered into becomes the counterparty to each purchaser and seller of the futures contract.

Payments, known as "variation margin", to and from the broker will be made daily as the currency, financial instrument or index underlying the futures contract fluctuates, making the long and short positions in the futures contract more or less valuable, a process known as "marking-to-market". As a result of the small margin deposit that is required, a small change in the market price of a futures contract can produce major losses.

At any time prior to the expiration of a futures contract, a Portfolio may elect to close the position by taking an opposite position, which will operate to terminate the Portfolio's existing position in the contract. Positions in futures contracts and options on futures contracts (described below) may be closed out only on the exchange on which they were entered into (or through a linked exchange). However, there is no assurance that an active market will exist at any particular time. Once the daily fluctuation limit has been reached in a particular contract, most futures exchanges restrict trades at a price beyond that limit or trading may be suspended for specified periods during the day. Such restrictions may prevent prompt liquidation of futures positions at an advantageous price, potentially subjecting the Portfolio to substantial losses. In such event and in the event of adverse price movements, the Portfolio would be required to make daily cash payments of variation margin. Losses incurred in futures transactions and the costs of these transactions will affect the Portfolio's performance.

The price volatility of commodity futures contracts has been historically greater than that for traditional securities, such as stocks and bonds, and there are a variety of factors associated with commodity futures contracts which may subject the Portfolio's investments in the contracts to greater volatility than investments in traditional securities.

Risks may arise upon entrance into futures contracts from potential imperfect price correlations between the futures contracts and the underlying securities, from the possibility of an illiquid secondary market for these instruments and from the possibility that the Portfolios could lose more than the initial margin requirements. A Portfolio entering into stock index futures is subject to equity price risk from those futures contracts. Counterparty credit risk related to exchange-traded futures is minimal because the exchange's clearinghouse, as counterparty to all exchange-traded

------

futures, guarantees the futures against default. Risks may also arise upon entering into commodity-linked derivative instruments. The value of commodity-linked derivative instruments may be affected by changes in overall market movements, commodity index volatility, changes in interest rates or factors affecting an industry or commodity.

5. OPTIONS ON FUTURES CONTRACTS: The DFA Commodity Strategy Portfolio may purchase and write put and call options on foreign currency, interest rate and stock and commodity index futures contracts and may enter into closing transactions with respect to such options to terminate existing positions. There is no guarantee that such closing transactions can be effected; the ability to establish and close out positions on such options will be subject to the existence of a liquid market.

An option on a currency, interest rate or commodity or securities index futures contract, as contrasted with the direct investment in such a contract, gives the purchaser the right, in return for the premium paid, to assume a position in a futures contract at a specified exercise price at any time prior to the expiration date of the option. The writer of the option is required upon exercise to assume an offsetting futures position (a short position if the option is a call and a long position if the option is a put). Upon exercise of an option, the delivery of the futures position by the writer of the option to the holder of the option will be accompanied by delivery of the accumulated balance in the writer's futures margin account, which represents the amount by which the market price of the futures contract exceeds, in the case of a call, or is less than, in the case of a put, the exercise price of the option on the futures contract. The potential loss related to the purchase of an option on a futures contract is limited to the premium paid for the option (plus transaction costs). The value of the option changes daily and that change is reflected in the net asset value of the Portfolio.

The DFA Commodity Strategy Portfolio may enter into options and futures transactions for several purposes, including generating current income to offset expenses or increase return and as hedges to reduce investment risk, generally by making an investment expected to move in the opposite direction of a portfolio position. A hedge is designed to offset a loss in a portfolio position with a gain in the hedged position; at the same time, however, a properly correlated hedge will result in a gain in the portfolio position being offset by a loss in the hedged position.

6. COMMODITY-LINKED DERIVATIVES: DFA Commodity Strategy Portfolio may gain exposure to commodity markets by investing up to 25% of the Portfolio's total assets in the Subsidiary. The Subsidiary may invest without limitation in swap agreements, commodity options, futures, options on futures and structured notes. The prices of commodity-linked derivative instruments may move in different directions than investments in traditional equity securities, fixed income securities and commodity spot prices. The accompanying consolidated schedule of investments includes investments of DFA Commodity Strategy Portfolio and its wholly-owned Subsidiary. The accompanying consolidated schedule of investments includes investments of DFA Commodity Strategy Portfolio and its wholly-owned Subsidiary. As of January 31, 2026, the DFA Commodity Strategy Portfolio held $253,475,378 in the Subsidiary, representing 22.77% of DFA Commodity Strategy Portfolio's total assets.

7. SWAP AGREEMENTS: The DFA Short-Duration Real Return Portfolio and DFA Municipal Real Return Portfolio may enter into credit default swap agreements. Swap agreements are two-party contracts entered into primarily by institutional investors for periods ranging from a few weeks to more than one year. Some types of swap agreements are negotiated bilaterally and traded over-the-counter between the two parties (uncleared swaps), while other swaps are transacted through a futures commission merchant ("FCM") and cleared through a clearinghouse that serves as a central counterparty (cleared swaps), and may be traded on swap execution facilities (exchanges). The most common types of credit default swaps and interest rate swaps are subject to mandatory central clearing and exchange trading.

The Portfolios may enter into a credit default swap on a single security or instrument (sometimes referred to as a "CDS" transaction) or on a basket or index of securities (sometimes referred to as a "CDX" transaction). The "buyer" in a credit default contract typically is obligated to pay the "seller" a periodic stream of payments over the term of the contract, provided that no credit event with respect to any underlying reference obligation has occurred. If a credit event occurs, the seller typically must pay the buyer the "par value" (full notional value) of the reference obligation in exchange for the reference obligation. The Portfolios may be either the buyer or the seller in the transaction. If a Portfolio is a buyer and no credit event occurs, the Portfolio may lose its investment and recover nothing. However, if a credit event occurs, the buyer typically receives full notional value for a reference obligation that may have little or no value. As a seller, a Portfolio typically receives a fixed rate of income throughout the term of the contract, which typically is between six months and three years, provided a credit event does not occur. If a credit event occurs, the seller typically must pay the buyer the full notional amount of the reference obligation. The most common types of CDX are subject to mandatory central clearing and exchange-trading.

------

Credit default swaps involve greater risks than if the Portfolios had invested in the reference obligation directly, since, in addition to general market risks, credit default swaps are subject to illiquidity risk, counterparty risk and credit risk. A buyer also will lose its investment and recover nothing should no credit event occur and the swap is held to its termination date. If a credit event were to occur, the value of any deliverable obligation received by the seller, coupled with the up-front or periodic payments previously received, may be less than the full notional value the seller pays to the buyer, resulting in a loss of value to the Portfolio. When a Portfolio acts as a seller of a credit default swap, the Portfolio is exposed to many of the same risks of leverage since, if a credit event occurs, the seller may be required to pay the buyer the full notional value of the contract net of any amounts owed by the buyer related to its delivery of deliverable obligations.

The DFA Short-Duration Real Return Portfolio and DFA Municipal Real Return Portfolio may also enter into inflation swap agreements to seek inflation protection. Inflation swap agreements are contracts in which one party agrees to pay the cumulative percentage increase in a price index (the Consumer Price Index with respect to CPI swaps) over the term of the swap (with some lag on the inflation index), and the other pays a compounded fixed rate. Inflation swap agreements may be used by the DFA Short-Duration Real Return Portfolio and DFA Municipal Real Return Portfolio to hedge the inflation risk in nominal bonds (i.e., non-inflation-indexed bonds) thereby creating "synthetic" inflation-indexed bonds.

Among other reasons, one factor that may lead to changes in the values of inflation swap agreements are changes in real interest rates. Real interest rates are tied to the relationship between nominal interest rates and the rate of inflation. If nominal interest rates increase at a faster rate than inflation, real interest rates may rise, which may lead to a change in the value of an inflation swap agreement. Additionally, payments received by the DFA Short-Duration Real Return Portfolio and DFA Municipal Real Return Portfolio from inflation swap agreements will result in taxable income, either as ordinary income or capital gains, which will increase the amount of taxable distributions received by shareholders. Inflation swap agreements are not currently subject to mandatory central clearing and exchange-trading.

The DFA Municipal Real Return Portfolio may also enter into interest rate swaps to hedge against changes in interest rates. Interest rate swaps involve the exchange by the Portfolio with another party of their respective commitments to receive or pay interest (e.g., an exchange of fixed rate payments for floating rate payments) with respect to a notional amount of principal.

Uncleared swaps are typically executed bilaterally with a swap dealer rather than traded on exchanges. Parties to uncleared swaps face greater counterparty credit risk than those engaging in cleared swaps since performance of uncleared swap obligations is the responsibility only of the swap counterparty rather than a clearing house, as is the case with cleared swaps. As a result, a Portfolio bears the risk of loss of the amount expected to be received under a swap agreement in the event of the default, insolvency or bankruptcy of a swap agreement counterparty beyond any collateral received. In such an event, the Portfolio will have contractual remedies pursuant to the swap agreements, but bankruptcy and insolvency laws could affect the Portfolio's rights as a creditor.

The Dodd-Frank Wall Street Reform and Consumer Protection Act of 2010 (the "Dodd-Frank Act") and implementing rules adopted by the CFTC currently require the clearing and exchange-trading of the most common types of credit default index swaps and interest rate swaps, and it is expected that additional categories of swaps will in the future be designated as subject to mandatory clearing and trade execution requirements. Central clearing is intended to reduce counterparty credit risk and increase liquidity, but central clearing does not eliminate these risks completely. There is also a risk of loss by a Portfolio of the initial and variation margin deposits in the event of bankruptcy of the FCM with which the Portfolio has an open position, or the central counterparty in a swap contract. The assets of a Portfolio may not be fully protected in the event of the bankruptcy of the FCM or central counterparty because the Portfolio might be limited to recovering only a pro rata share of all available funds and margin segregated on behalf of an FCM's customers.

The Advisor and the Fund do not believe that a Portfolio's obligations under swap contracts are senior securities and, accordingly, the Portfolio will not treat them as being subject to the Portfolio's borrowing or senior securities restrictions. However, with respect to swap contracts that provide for the netting of payments, the net amount of the excess, if any, of the Portfolio's obligations over its entitlements with respect to each swap contract will be accrued on a daily basis and an amount of segregated assets having an aggregate market value at least equal to the accrued excess will be maintained to cover the transactions in accordance with SEC positions. With respect to swap contracts that do not provide for the netting of payments by the counterparties, the full notional amount for which the Portfolio is obligated under the swap contract with respect to each swap contract will be accrued on a daily basis and assets

------

having an aggregate market value at least equal to the accrued full notional value will be segregated and maintained to cover the transactions in accordance with SEC positions. To the extent that a Portfolio cannot dispose of a swap in the ordinary course of business within seven days at approximately the value at which the Portfolio has valued the swap, the Portfolio will treat the swap as illiquid and subject to its overall limit on illiquid investments of 15% of the Portfolio's net assets.

The Dodd-Frank Act and related regulatory developments have imposed comprehensive new regulatory requirements on swaps and swap market participants. The regulation of cleared and uncleared swaps, as well as other derivatives, is a rapidly changing area of law and is subject to modification by government and judicial action. In addition, the SEC, CFTC and the exchanges are authorized to take extraordinary actions in the event of a market emergency, including, for example, the implementation or reduction of speculative position limits, the implementation of higher margin requirements, the establishment of daily price limits and the suspension of trading. It is not possible to predict fully the effects of current or future regulation. New requirements, even if not directly applicable to a Portfolio, may increase the cost of the Portfolio's investments and cost of doing business. It is possible that developments in the swaps market, including potential government regulation, could adversely affect a Portfolio's ability to terminate existing swap agreements or to realize amounts to be received under such agreements.

**FEDERAL TAX COST**

At January 31, 2026, the total cost of securities for federal income tax purposes was:

---

| | |
|:---|:---|
|  | **Federal**<br>**Tax Cost**<br>|
| Enhanced U.S. Large Company Portfolio | &nbsp;&nbsp;$216871 |
| U.S. Large Cap Value Portfolio | &nbsp;&nbsp;15040358 |
| U.S. Targeted Value Portfolio | &nbsp;&nbsp;11081720 |
| U.S. Small Cap Value Portfolio | &nbsp;&nbsp;13589084 |
| U.S. Core Equity 1 Portfolio | &nbsp;&nbsp;11609184 |
| U.S. Core Equity 2 Portfolio | &nbsp;&nbsp;13399371 |
| U.S. Vector Equity Portfolio | &nbsp;&nbsp;3086656 |
| U.S. Small Cap Portfolio | &nbsp;&nbsp;24638763 |
| U.S. Micro Cap Portfolio | &nbsp;&nbsp;4952820 |
| DFA Real Estate Securities Portfolio | &nbsp;&nbsp;4355972 |
| Large Cap International Portfolio | &nbsp;&nbsp;8331785 |
| International Core Equity 2 Portfolio | &nbsp;&nbsp;23686443 |
| International Small Company Portfolio | &nbsp;&nbsp;9952106 |
| Global Small Company Portfolio | &nbsp;&nbsp;98099 |
| Japanese Small Company Portfolio | &nbsp;&nbsp;176829 |
| Asia Pacific Small Company Portfolio | &nbsp;&nbsp;152356 |
| United Kingdom Small Company Portfolio | &nbsp;&nbsp;18734 |
| Continental Small Company Portfolio | &nbsp;&nbsp;6416 |
| DFA International Real Estate Securities Portfolio | &nbsp;&nbsp;3323241 |
| DFA Global Real Estate Securities Portfolio | &nbsp;&nbsp;6401170 |
| DFA International Small Cap Value Portfolio | &nbsp;&nbsp;8690444 |
| International Vector Equity Portfolio | &nbsp;&nbsp;4780493 |
| World ex U.S. Value Portfolio | &nbsp;&nbsp;360131 |
| World ex U.S. Targeted Value Portfolio | &nbsp;&nbsp;551415 |
| World ex U.S. Core Equity Portfolio | &nbsp;&nbsp;3174506 |
| Selectively Hedged Global Equity Portfolio | &nbsp;&nbsp;147994 |
| Emerging Markets Portfolio | &nbsp;&nbsp;3110237 |
| Emerging Markets Small Cap Portfolio | &nbsp;&nbsp;2245818 |
| Emerging Markets Value Portfolio | &nbsp;&nbsp;8764946 |
| Emerging Markets Core Equity 2 Portfolio | &nbsp;&nbsp;20103327 |
| U.S. Large Cap Equity Portfolio | &nbsp;&nbsp;1160334 |

---

------

---

| | |
|:---|:---|
|  | **Federal**<br>**Tax Cost**<br>|
| DFA Commodity Strategy Portfolio | &nbsp;&nbsp;$2804532 |
| DFA One-Year Fixed Income Portfolio | &nbsp;&nbsp;4643552 |
| DFA Two-Year Global Fixed Income Portfolio | &nbsp;&nbsp;4477456 |
| DFA Selectively Hedged Global Fixed Income Portfolio | &nbsp;&nbsp;998092 |
| DFA Short-Term Government Portfolio | &nbsp;&nbsp;1543556 |
| DFA Five-Year Global Fixed Income Portfolio | &nbsp;&nbsp;8971174 |
| &nbsp;&nbsp;&nbsp;&nbsp;DFA International Government Fixed Income Portfolio (formerly, DFA World ex U.S. Government <br>Fixed Income Portfolio)<br>| &nbsp;&nbsp;1043352 |
| DFA Intermediate Government Fixed Income Portfolio | &nbsp;&nbsp;6189335 |
| DFA Short-Term Extended Quality Portfolio | &nbsp;&nbsp;5549924 |
| DFA Intermediate-Term Extended Quality Portfolio | &nbsp;&nbsp;1842660 |
| DFA Targeted Credit Portfolio | &nbsp;&nbsp;847922 |
| DFA Investment Grade Portfolio | &nbsp;&nbsp;12933207 |
| DFA Inflation-Protected Securities Portfolio | &nbsp;&nbsp;5397411 |
| DFA Short-Term Municipal Bond Portfolio | &nbsp;&nbsp;1408439 |
| DFA Intermediate-Term Municipal Bond Portfolio | &nbsp;&nbsp;1260395 |
| DFA Selective State Municipal Bond Portfolio | &nbsp;&nbsp;567000 |
| DFA Short-Term Selective State Municipal Bond Portfolio | &nbsp;&nbsp;189426 |
| DFA California Short-Term Municipal Bond Portfolio | &nbsp;&nbsp;871187 |
| DFA California Intermediate-Term Municipal Bond Portfolio | &nbsp;&nbsp;432723 |
| DFA NY Municipal Bond Portfolio | &nbsp;&nbsp;167602 |
| Dimensional Retirement Income Fund | &nbsp;&nbsp;55001 |
| Dimensional 2045 Target Date Retirement Income Fund | &nbsp;&nbsp;150308 |
| Dimensional 2050 Target Date Retirement Income Fund | &nbsp;&nbsp;122572 |
| Dimensional 2055 Target Date Retirement Income Fund | &nbsp;&nbsp;93844 |
| Dimensional 2060 Target Date Retirement Income Fund | &nbsp;&nbsp;78366 |
| Dimensional 2065 Target Date Retirement Income Fund | &nbsp;&nbsp;33565 |
| Dimensional 2070 Target Date Retirement Income Fund | &nbsp;&nbsp;879 |
| Dimensional 2015 Target Date Retirement Income Fund | &nbsp;&nbsp;19525 |
| Dimensional 2020 Target Date Retirement Income Fund | &nbsp;&nbsp;53723 |
| Dimensional 2025 Target Date Retirement Income Fund | &nbsp;&nbsp;113647 |
| Dimensional 2030 Target Date Retirement Income Fund | &nbsp;&nbsp;148843 |
| Dimensional 2035 Target Date Retirement Income Fund | &nbsp;&nbsp;164421 |
| Dimensional 2040 Target Date Retirement Income Fund | &nbsp;&nbsp;142765 |
| DFA Short-Duration Real Return Portfolio | &nbsp;&nbsp;2050867 |
| DFA Municipal Real Return Portfolio | &nbsp;&nbsp;1758563 |
| DFA Municipal Bond Portfolio | &nbsp;&nbsp;469555 |
| World Core Equity Portfolio | &nbsp;&nbsp;567447 |
| DFA LTIP Portfolio | &nbsp;&nbsp;594125 |
| U.S. Social Core Equity 2 Portfolio | &nbsp;&nbsp;981209 |
| U.S. Sustainability Core 1 Portfolio | &nbsp;&nbsp;3664505 |
| U.S. Sustainability Targeted Value Portfolio | &nbsp;&nbsp;459367 |
| International Sustainability Core 1 Portfolio | &nbsp;&nbsp;2791974 |
| International Social Core Equity Portfolio | &nbsp;&nbsp;1278414 |
| Global Social Core Equity Portfolio | &nbsp;&nbsp;57824 |
| Emerging Markets Social Core Equity Portfolio | &nbsp;&nbsp;1134515 |
| Dimensional VA U.S. Targeted Value Portfolio | &nbsp;&nbsp;646198 |
| Dimensional VA U.S. Large Value Portfolio | &nbsp;&nbsp;482303 |
| Dimensional VA International Value Portfolio | &nbsp;&nbsp;533756 |

---

------

---

| | |
|:---|:---|
|  | **Federal**<br>**Tax Cost**<br>|
| Dimensional VA International Small Portfolio | &nbsp;&nbsp;$363658 |
| Dimensional VA Short-Term Fixed Portfolio | &nbsp;&nbsp;416910 |
| Dimensional VA Global Bond Portfolio | &nbsp;&nbsp;353459 |
| Dimensional VIT Inflation-Protected Securities Portfolio | &nbsp;&nbsp;273199 |
| Dimensional VA Global Moderate Allocation Portfolio | &nbsp;&nbsp;180080 |
| U.S. Large Cap Growth Portfolio | &nbsp;&nbsp;2548214 |
| U.S. Small Cap Growth Portfolio | &nbsp;&nbsp;1494186 |
| International Large Cap Growth Portfolio | &nbsp;&nbsp;850341 |
| International Small Cap Growth Portfolio | &nbsp;&nbsp;242180 |
| DFA Social Fixed Income Portfolio | &nbsp;&nbsp;721928 |
| DFA Diversified Fixed Income Portfolio | &nbsp;&nbsp;1774489 |
| U.S. High Relative Profitability Portfolio | &nbsp;&nbsp;3810338 |
| International High Relative Profitability Portfolio | &nbsp;&nbsp;1234253 |
| Dimensional VA Equity Allocation Portfolio | &nbsp;&nbsp;196808 |
| DFA MN Municipal Bond Portfolio | &nbsp;&nbsp;29789 |
| DFA California Municipal Real Return Portfolio | &nbsp;&nbsp;367348 |
| DFA Global Core Plus Fixed Income Portfolio | &nbsp;&nbsp;2891864 |
| Emerging Markets Sustainability Core 1 Portfolio | &nbsp;&nbsp;815390 |
| Emerging Markets Targeted Value Portfolio | &nbsp;&nbsp;218630 |
| DFA Global Sustainability Fixed Income Portfolio | &nbsp;&nbsp;710150 |
| DFA Oregon Municipal Bond Portfolio | &nbsp;&nbsp;100345 |
| DFA Global Core Plus Real Return Portfolio | &nbsp;&nbsp;294428 |
| Emerging Markets ex China Core Equity Portfolio | &nbsp;&nbsp;894009 |
| Dimensional World ex U.S. Sustainability Targeted Value Portfolio | &nbsp;&nbsp;115809 |

---

**OTHER**

The Portfolios are subject to claims and suits that arise from time to time in the ordinary course of business. Although management currently believes that resolving claims, if any, against the Portfolios, individually or in aggregate, will not have a material adverse impact on the Portfolios' financial position or results of operations, these matters are subject to inherent uncertainties and management's view of these matters may change in the future.

**SUBSEQUENT EVENT EVALUATIONS**

Management has evaluated the impact of all subsequent events on the Portfolios through the date on which the financial statements were issued and has determined that there are no subsequent events requiring recognition or disclosure in the financial statements.

------

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** DFA INVESTMENT DIMENSIONS GROUP INC

- **b. Investment Company Act file number:** 811-03258

- **c. CIK number of Registrant:** 0000355437

- **d. LEI of Registrant:** 549300XGRTBJCE41BD26

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

  - **Street Address 1:** 6300 BEE CAVE ROAD

  - **City:** AUSTIN

  - **State:** TX

  - **Foreign country:** US

  - **Zip / Postal Code:** 78746

  - **Telephone number:** 512-306-7400

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

- **a. Name of Series:** DFA FIVE-YEAR GLOBAL FIXED INCOME PORTFOLIO

- **b. EDGAR series identifier (if any):** S000000969

- **c. LEI of Series:** 549300QPDV7M7W45YC55

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

- **a. Date of fiscal year-end:** 2026-10-31

- **b. Date as of which information is reported:** 2026-01-31

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $9647244405.34

**Total Liabilities:** $160107999.61

**Net Assets:** $9487136405.73

**Cash Not Reported:** $255108945.80

**Currency Risk Metrics (dv01):**

- 

**Credit Spread Risk - Investment Grade (dv01):**

- **3-Month:** -11648.63000000 | **1-Year:** -776493.23000000 | **5-Year:** -1553297.73000000 | **10-Year:** 0.00000000 | **30-Year:** 0.00000000

**Credit Spread Risk - Non-Investment Grade (dv01):**

- **3-Month:** -82.60000000 | **1-Year:** -24508.41000000 | **5-Year:** -75594.19000000 | **10-Year:** 0.00000000 | **30-Year:** 0.00000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000002720 | 0.29%                | 0.08%                | 0.50%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $32559220.00             | $31323519.91                               |
| Month 2  | $-15494993.16            | $62667741.10                               |
| Month 3  | $-55616062.04            | $107858112.49                              |

**Designated Index Information**

- **Index Name:** Securities Portfolio VaR

- **Index Identifier:** Designated Reference Portfolio is the Fund's Securities Portfolio

### Schedule of Portfolio Investments

| Name                                       | Title                                                                          | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |   Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   | Fair Value Level   | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| ABN AMRO BANK NV                           | ABN AMRO Bank NV                                                               | CUSIP: 00084DBJ8<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | DBT              | CORP              | NL        |  10700000 | PA      | $10748665.31  | 0.11%             | 2028-07-07      | Floating      | 4.42%                 | No            | 2                  | On Loan: No      |
| AFRICAN DEVELOPMENT BANK                   | African Development Bank                                                       | CUSIP: 00828EEE5<br>LEI: 549300LNCLMO3ITVCU07 | Long             | DBT              | NUSS              | XX        |  10285000 | PA      | $10243286.10  | 0.11%             | 2026-03-23      | Fixed         | 0.88%                 | No            | 2                  | On Loan: No      |
| PROVINCE OF ALBERTA                        | Province of Alberta                                                            | CUSIP: 013051EG8<br>LEI: LQPXMHHNJKIPJYE53543 | Long             | DBT              | NUSS              | CA        | 320700000 | PA      | $226382427.94 | 2.39%             | 2030-06-01      | Fixed         | 2.05%                 | No            | 2                  | On Loan: No      |
| PROVINCE OF ALBERTA                        | Province of Alberta                                                            | CUSIP: 013051EU7<br>LEI: LQPXMHHNJKIPJYE53543 | Long             | DBT              | NUSS              | CA        |  24400000 | PA      | $18627253.70  | 0.20%             | 2029-06-01      | Fixed         | 4.10%                 | No            | 2                  | On Loan: No      |
| ASIAN DEVELOPMENT BANK                     | Asian Development Bank                                                         | CUSIP: 04517PBE1<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | NUSS              | XX        |    657000 | PA      | $658931.58    | 0.01%             | 2026-06-16      | Floating      | 4.69%                 | No            | 2                  | On Loan: No      |
| ASIAN DEVELOPMENT BANK                     | Asian Development Bank                                                         | CUSIP: 04517PBZ4<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | NUSS              | XX        | 201766000 | PA      | $201728336.34 | 2.13%             | 2028-06-20      | Floating      | 3.98%                 | No            | 2                  | On Loan: No      |
| AUST & NZ BANKING GROUP                    | Australia & New Zealand Banking Group Ltd.                                     | CUSIP: 05252ADJ7<br>LEI: JHE42UYNWWTJB8YTTU19 | Long             | DBT              | CORP              | AU        |   3060000 | PA      | $3075817.02   | 0.03%             | 2027-01-18      | Floating      | 4.47%                 | No            | 2                  | On Loan: —       |
| AUST & NZ BANKING GROUP                    | Australia & New Zealand Banking Group Ltd.                                     | CUSIP: 05252ADK4<br>LEI: JHE42UYNWWTJB8YTTU19 | Long             | DBT              | CORP              | AU        |  38866000 | PA      | $38885433.00  | 0.41%             | 2026-03-18      | Floating      | 4.24%                 | No            | 2                  | On Loan: No      |
| AUST & NZ BANKING GROUP                    | Australia & New Zealand Banking Group Ltd.                                     | CUSIP: 05252ADN8<br>LEI: JHE42UYNWWTJB8YTTU19 | Long             | DBT              | CORP              | AU        |   7115000 | PA      | $7197664.70   | 0.08%             | 2029-12-16      | Floating      | 4.53%                 | No            | 2                  | On Loan: No      |
| AUST & NZ BANKING GROUP                    | Australia & New Zealand Banking Group Ltd.                                     | CUSIP: 05252ADS7<br>LEI: JHE42UYNWWTJB8YTTU19 | Long             | DBT              | CORP              | AU        |  26316000 | PA      | $26429523.28  | 0.28%             | 2028-06-18      | Floating      | 4.30%                 | No            | 2                  | On Loan: —       |
| AUST & NZ BANKING GROUP                    | Australia & New Zealand Banking Group Ltd.                                     | CUSIP: 05252BDJ5<br>LEI: JHE42UYNWWTJB8YTTU19 | Long             | DBT              | CORP              | AU        |   9000000 | PA      | $9046520.64   | 0.10%             | 2027-01-18      | Floating      | 4.47%                 | No            | 2                  | On Loan: No      |
| BANK OF AMERICA NA                         | Bank of America NA                                                             | CUSIP: 06428CAB0<br>LEI: B4TYDEB6GKMZO031MB27 | Long             | DBT              | CORP              | US        |   1450000 | PA      | $1455059.05   | 0.02%             | 2026-08-18      | Floating      | 4.80%                 | No            | 2                  | On Loan: No      |
| BRITISH COLUMBIA PROV OF                   | Province of British Columbia                                                   | CUSIP: 110709EK4<br>LEI: 54930058TO7MEKUHWL16 | Long             | DBT              | NUSS              | CA        |  54200000 | PA      | $43438415.16  | 0.46%             | 2029-06-18      | Fixed         | 5.70%                 | No            | 2                  | On Loan: No      |
| CPPIB CAPITAL INC                          | CPPIB Capital, Inc.                                                            | CUSIP: 12593CAX9<br>LEI: 549300KW9NB55HTDK075 | Long             | DBT              | NUSS              | CA        |  65000000 | PA      | $48813608.49  | 0.51%             | 2029-06-02      | Fixed         | 3.60%                 | No            | 2                  | On Loan: No      |
| CANADA HOUSING TRUST                       | Canada Housing Trust No. 1                                                     | CUSIP: 13509PJG9<br>LEI: 549300M44WH89JG50067 | Long             | DBT              | NUSS              | CA        |  30500000 | PA      | $22476124.55  | 0.24%             | 2028-03-15      | Floating      | 2.61%                 | No            | 2                  | On Loan: No      |
| CANADA HOUSING TRUST                       | Canada Housing Trust No. 1                                                     | CUSIP: 13509PJM6<br>LEI: 549300M44WH89JG50067 | Long             | DBT              | NUSS              | CA        |  30000000 | PA      | $22068887.01  | 0.23%             | 2028-09-15      | Floating      | 2.53%                 | No            | 2                  | On Loan: No      |
| CANADA HOUSING TRUST                       | Canada Housing Trust No. 1                                                     | CUSIP: 13509PJU8<br>LEI: 549300M44WH89JG50067 | Long             | DBT              | NUSS              | CA        |  14340000 | PA      | $10551560.83  | 0.11%             | 2029-09-15      | Floating      | 2.56%                 | No            | 2                  | On Loan: No      |
| CANADA HOUSING TRUST                       | Canada Housing Trust No. 1                                                     | CUSIP: 13509PKC6<br>LEI: 549300M44WH89JG50067 | Long             | DBT              | NUSS              | CA        | 131500000 | PA      | $96085344.99  | 1.01%             | 2030-06-15      | Fixed         | 2.85%                 | No            | 2                  | On Loan: No      |
| CANADA T-BILL                              | Canada Treasury Bills                                                          | CUSIP: 1350Z7ED2<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |  14000000 | PA      | $10274035.18  | 0.11%             | 2026-02-11      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| CHEVRON USA INC                            | Chevron USA, Inc.                                                              | CUSIP: 166756BC9<br>LEI: VA8TZDWPEZYU430RZ444 | Long             | DBT              | CORP              | US        |  27020000 | PA      | $27126469.07  | 0.29%             | 2028-02-26      | Floating      | 4.22%                 | No            | 2                  | On Loan: No      |
| CHEVRON USA INC                            | Chevron USA, Inc.                                                              | CUSIP: 166756BM7<br>LEI: VA8TZDWPEZYU430RZ444 | Long             | DBT              | CORP              | US        |  53200000 | PA      | $53574528.00  | 0.56%             | 2028-08-13      | Floating      | 4.36%                 | No            | 2                  | On Loan: No      |
| COMMONWEALTH BANK AUST                     | Commonwealth Bank of Australia                                                 | CUSIP: 2027A0KQ1<br>LEI: MSFSBD3QN1GSN7Q6C537 | Long             | DBT              | CORP              | AU        |   2300000 | PA      | $2301542.54   | 0.02%             | 2026-03-13      | Floating      | 4.43%                 | No            | 2                  | On Loan: No      |
| COMMONWEALTH BANK AUST                     | Commonwealth Bank of Australia                                                 | CUSIP: 2027A0KW8<br>LEI: MSFSBD3QN1GSN7Q6C537 | Long             | DBT              | CORP              | AU        |   8800000 | PA      | $8841419.31   | 0.09%             | 2028-03-14      | Floating      | 4.32%                 | No            | 2                  | On Loan: No      |
| COMMONWEALTH BANK AUST                     | Commonwealth Bank of Australia                                                 | CUSIP: 2027A0KY4<br>LEI: MSFSBD3QN1GSN7Q6C537 | Long             | DBT              | CORP              | AU        |   3350000 | PA      | $3381918.33   | 0.04%             | 2030-03-14      | Floating      | 4.49%                 | No            | 2                  | On Loan: No      |
| COOPERAT RABOBANK UA/NY                    | Cooperatieve Rabobank UA                                                       | CUSIP: 21688ABE1<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |  65000000 | PA      | $65327845.70  | 0.69%             | 2027-03-05      | Floating      | 4.42%                 | No            | 2                  | On Loan: No      |
| COOPERAT RABOBANK UA/NY                    | Cooperatieve Rabobank UA                                                       | CUSIP: 21688ABG6<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |  17250000 | PA      | $17286422.69  | 0.18%             | 2026-08-28      | Floating      | 4.37%                 | No            | 2                  | On Loan: No      |
| COOPERAT RABOBANK UA/NY                    | Cooperatieve Rabobank UA                                                       | CUSIP: 21688ABJ0<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |   9000000 | PA      | $9114030.00   | 0.10%             | 2029-10-17      | Floating      | 4.56%                 | No            | 2                  | On Loan: No      |
| COOPERAT RABOBANK UA/NY                    | Cooperatieve Rabobank UA                                                       | CUSIP: 21688ABL5<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |   5525000 | PA      | $5548333.24   | 0.06%             | 2028-01-21      | Floating      | 4.27%                 | No            | 2                  | On Loan: No      |
| COOPERAT RABOBANK UA/NY                    | Cooperatieve Rabobank UA                                                       | CUSIP: 21688ABQ4<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |  49290000 | PA      | $49479815.79  | 0.52%             | 2028-10-17      | Floating      | 4.26%                 | No            | 2                  | On Loan: No      |
| CPPIB CAPITAL INC                          | CPPIB Capital, Inc.                                                            | CUSIP: 22411VAS7<br>LEI: 549300KW9NB55HTDK075 | Long             | DBT              | NUSS              | CA        |   2528000 | PA      | $2531107.67   | 0.03%             | 2026-03-11      | Floating      | 4.96%                 | No            | 2                  | On Loan: No      |
| The DFA Investment Trust Company           | DFA Investment Trust Co.                                                       | CUSIP: 23320U405<br>LEI: 549300FSKWEXKF6YBM56 | Long             | EC               | RF                | US        |    346950 | NS      | $4013169.66   | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| Dimensional Holdings Inc.                  | DFA Short Term Investment Fund                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | STIV             | RF                | US        |   2975610 | NS      | $2975610.00   | 0.03%             |  |  |  | No            | N/A                | On Loan: No      |
| DBS GROUP HOLDINGS LTD                     | DBS Group Holdings Ltd.                                                        | CUSIP: 24023LAM8<br>LEI: 5493007FKT78NKPM5V55 | Long             | DBT              | CORP              | SG        |   8800000 | PA      | $8829001.28   | 0.09%             | 2028-03-21      | Floating      | 4.28%                 | No            | 2                  | On Loan: No      |
| Citibank NA                                | Purchased USD / Sold EUR                                                       | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |         1 | NC      | $-2086752.07  | -0.02%            |  |  |  | No            | 2                  | On Loan: No      |
| Australia & New Zealand Banking Group Ltd. | Purchased USD / Sold EUR                                                       | CUSIP: 000000000<br>LEI: JHE42UYNWWTJB8YTTU19 | N/A              | DFE              |  | US        |         1 | NC      | $-1271617.00  | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| Royal Bank of Canada                       | Purchased USD / Sold EUR                                                       | CUSIP: 000000000<br>LEI: ES7IP3U3RHIGC71XBU11 | N/A              | DFE              |  | US        |         1 | NC      | $-1236076.40  | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| Bank of New York Mellon                    | Purchased USD / Sold EUR                                                       | CUSIP: 000000000<br>LEI: HPFHU0OQ28E4N0NFVK49 | N/A              | DFE              |  | US        |         1 | NC      | $-1880864.34  | -0.02%            |  |  |  | No            | 2                  | On Loan: No      |
| Australia & New Zealand Banking Group Ltd. | Purchased USD / Sold EUR                                                       | CUSIP: 000000000<br>LEI: JHE42UYNWWTJB8YTTU19 | N/A              | DFE              |  | US        |         1 | NC      | $-1078203.59  | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| UBS AG                                     | Purchased USD / Sold EUR                                                       | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |         1 | NC      | $-1463768.10  | -0.02%            |  |  |  | No            | 2                  | On Loan: No      |
| Societe Generale SA                        | Purchased USD / Sold EUR                                                       | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |         1 | NC      | $-1446088.70  | -0.02%            |  |  |  | No            | 2                  | On Loan: No      |
| Australia & New Zealand Banking Group Ltd. | Purchased USD / Sold AUD                                                       | CUSIP: 000000000<br>LEI: JHE42UYNWWTJB8YTTU19 | N/A              | DFE              |  | US        |         1 | NC      | $-3955063.18  | -0.04%            |  |  |  | No            | 2                  | On Loan: No      |
| Societe Generale SA                        | Purchased USD / Sold EUR                                                       | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |         1 | NC      | $-1019371.92  | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| Citibank NA                                | Purchased USD / Sold EUR                                                       | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |         1 | NC      | $-1133168.47  | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| Australia & New Zealand Banking Group Ltd. | Purchased USD / Sold NZD                                                       | CUSIP: 000000000<br>LEI: JHE42UYNWWTJB8YTTU19 | N/A              | DFE              |  | US        |         1 | NC      | $-657744.20   | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| Australia & New Zealand Banking Group Ltd. | Purchased USD / Sold EUR                                                       | CUSIP: 000000000<br>LEI: JHE42UYNWWTJB8YTTU19 | N/A              | DFE              |  | US        |         1 | NC      | $-859859.47   | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| Royal Bank of Canada                       | Purchased USD / Sold EUR                                                       | CUSIP: 000000000<br>LEI: ES7IP3U3RHIGC71XBU11 | N/A              | DFE              |  | US        |         1 | NC      | $-697197.70   | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| Citibank NA                                | Purchased USD / Sold EUR                                                       | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |         1 | NC      | $-1263974.24  | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| Citibank NA                                | Purchased USD / Sold NZD                                                       | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |         1 | NC      | $-1115000.65  | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| HSBC Bank PLC                              | Purchased USD / Sold CAD                                                       | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-142249.31   | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Royal Bank of Canada                       | Purchased USD / Sold SGD                                                       | CUSIP: 000000000<br>LEI: ES7IP3U3RHIGC71XBU11 | N/A              | DFE              |  | US        |         1 | NC      | $-974748.61   | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| Societe Generale SA                        | Purchased USD / Sold EUR                                                       | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |         1 | NC      | $-549978.19   | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                   | Purchased USD / Sold CAD                                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | US        |         1 | NC      | $-533784.21   | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| Societe Generale SA                        | Purchased USD / Sold AUD                                                       | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |         1 | NC      | $-3352803.69  | -0.04%            |  |  |  | No            | 2                  | On Loan: No      |
| Australia & New Zealand Banking Group Ltd. | Purchased USD / Sold EUR                                                       | CUSIP: 000000000<br>LEI: JHE42UYNWWTJB8YTTU19 | N/A              | DFE              |  | US        |         1 | NC      | $-881693.58   | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| Royal Bank of Canada                       | Purchased USD / Sold CAD                                                       | CUSIP: 000000000<br>LEI: ES7IP3U3RHIGC71XBU11 | N/A              | DFE              |  | US        |         1 | NC      | $-631183.93   | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| Australia & New Zealand Banking Group Ltd. | Purchased USD / Sold AUD                                                       | CUSIP: 000000000<br>LEI: JHE42UYNWWTJB8YTTU19 | N/A              | DFE              |  | US        |         1 | NC      | $-4317526.48  | -0.05%            |  |  |  | No            | 2                  | On Loan: No      |
| Royal Bank of Canada                       | Purchased SGD / Sold USD                                                       | CUSIP: 000000000<br>LEI: ES7IP3U3RHIGC71XBU11 | N/A              | DFE              |  | SG        |         1 | NC      | $934885.86    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| HSBC Bank PLC                              | Purchased USD / Sold CAD                                                       | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-436274.29   | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Royal Bank of Canada                       | Purchased USD / Sold CAD                                                       | CUSIP: 000000000<br>LEI: ES7IP3U3RHIGC71XBU11 | N/A              | DFE              |  | US        |         1 | NC      | $-812038.79   | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| Societe Generale SA                        | Purchased USD / Sold EUR                                                       | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |         1 | NC      | $-1311169.42  | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| Australia & New Zealand Banking Group Ltd. | Purchased USD / Sold NZD                                                       | CUSIP: 000000000<br>LEI: JHE42UYNWWTJB8YTTU19 | N/A              | DFE              |  | US        |         1 | NC      | $-2100342.20  | -0.02%            |  |  |  | No            | 2                  | On Loan: No      |
| Citibank NA                                | Purchased USD / Sold EUR                                                       | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |         1 | NC      | $-1795960.45  | -0.02%            |  |  |  | No            | 2                  | On Loan: No      |
| Societe Generale SA                        | Purchased USD / Sold CAD                                                       | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |         1 | NC      | $-1112175.58  | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| Bank of New York Mellon                    | Purchased USD / Sold CAD                                                       | CUSIP: 000000000<br>LEI: HPFHU0OQ28E4N0NFVK49 | N/A              | DFE              |  | US        |         1 | NC      | $-338838.27   | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Royal Bank of Canada                       | Purchased USD / Sold EUR                                                       | CUSIP: 000000000<br>LEI: ES7IP3U3RHIGC71XBU11 | N/A              | DFE              |  | US        |         1 | NC      | $-235613.52   | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Bank of New York Mellon                    | Purchased USD / Sold EUR                                                       | CUSIP: 000000000<br>LEI: HPFHU0OQ28E4N0NFVK49 | N/A              | DFE              |  | US        |         1 | NC      | $-241337.57   | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Citibank NA                                | Purchased USD / Sold EUR                                                       | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |         1 | NC      | $-973430.14   | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| State Street Bank & Trust Co.              | Purchased USD / Sold EUR                                                       | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |         1 | NC      | $-486478.25   | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| Bank of New York Mellon                    | Purchased USD / Sold EUR                                                       | CUSIP: 000000000<br>LEI: HPFHU0OQ28E4N0NFVK49 | N/A              | DFE              |  | US        |         1 | NC      | $-879501.03   | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| Australia & New Zealand Banking Group Ltd. | Purchased USD / Sold EUR                                                       | CUSIP: 000000000<br>LEI: JHE42UYNWWTJB8YTTU19 | N/A              | DFE              |  | US        |         1 | NC      | $-52806.92    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Citibank NA                                | Purchased CAD / Sold USD                                                       | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | CA        |         1 | NC      | $93994.65     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Australia & New Zealand Banking Group Ltd. | Purchased USD / Sold EUR                                                       | CUSIP: 000000000<br>LEI: JHE42UYNWWTJB8YTTU19 | N/A              | DFE              |  | US        |         1 | NC      | $-1137680.65  | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| Citibank NA                                | Purchased USD / Sold SGD                                                       | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |         1 | NC      | $-752786.92   | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| Bank of New York Mellon                    | Purchased USD / Sold AUD                                                       | CUSIP: 000000000<br>LEI: HPFHU0OQ28E4N0NFVK49 | N/A              | DFE              |  | US        |         1 | NC      | $-3508147.83  | -0.04%            |  |  |  | No            | 2                  | On Loan: No      |
| Citibank NA                                | Purchased USD / Sold CAD                                                       | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |         1 | NC      | $-1706186.05  | -0.02%            |  |  |  | No            | 2                  | On Loan: No      |
| Bank of America NA                         | Purchased USD / Sold EUR                                                       | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |         1 | NC      | $-43380.29    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Australia & New Zealand Banking Group Ltd. | Purchased USD / Sold EUR                                                       | CUSIP: 000000000<br>LEI: JHE42UYNWWTJB8YTTU19 | N/A              | DFE              |  | US        |         1 | NC      | $-43403.79    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Bank of New York Mellon                    | Purchased USD / Sold EUR                                                       | CUSIP: 000000000<br>LEI: HPFHU0OQ28E4N0NFVK49 | N/A              | DFE              |  | US        |         1 | NC      | $-77121.54    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Citibank NA                                | Purchased USD / Sold EUR                                                       | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |         1 | NC      | $-1299914.88  | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| Societe Generale SA                        | Purchased USD / Sold CAD                                                       | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |         1 | NC      | $-2509514.02  | -0.03%            |  |  |  | No            | 2                  | On Loan: No      |
| Royal Bank of Canada                       | Purchased SGD / Sold USD                                                       | CUSIP: 000000000<br>LEI: ES7IP3U3RHIGC71XBU11 | N/A              | DFE              |  | SG        |         1 | NC      | $823756.36    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Royal Bank of Canada                       | Purchased USD / Sold EUR                                                       | CUSIP: 000000000<br>LEI: ES7IP3U3RHIGC71XBU11 | N/A              | DFE              |  | US        |         1 | NC      | $-818125.77   | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| HSBC Bank PLC                              | Purchased USD / Sold EUR                                                       | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-1507711.80  | -0.02%            |  |  |  | No            | 2                  | On Loan: No      |
| Australia & New Zealand Banking Group Ltd. | Purchased USD / Sold NZD                                                       | CUSIP: 000000000<br>LEI: JHE42UYNWWTJB8YTTU19 | N/A              | DFE              |  | US        |         1 | NC      | $-2415994.68  | -0.03%            |  |  |  | No            | 2                  | On Loan: No      |
| State Street Bank & Trust Co.              | Purchased USD / Sold CAD                                                       | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |         1 | NC      | $-2290009.68  | -0.02%            |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs Bank USA                     | Purchased USD / Sold EUR                                                       | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DFE              |  | US        |         1 | NC      | $-13133.10    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Australia & New Zealand Banking Group Ltd. | Purchased USD / Sold EUR                                                       | CUSIP: 000000000<br>LEI: JHE42UYNWWTJB8YTTU19 | N/A              | DFE              |  | US        |         1 | NC      | $-805180.08   | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| Bank of New York Mellon                    | Purchased USD / Sold EUR                                                       | CUSIP: 000000000<br>LEI: HPFHU0OQ28E4N0NFVK49 | N/A              | DFE              |  | US        |         1 | NC      | $-341452.71   | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Societe Generale SA                        | Purchased USD / Sold EUR                                                       | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |         1 | NC      | $-1688180.80  | -0.02%            |  |  |  | No            | 2                  | On Loan: No      |
| Australia & New Zealand Banking Group Ltd. | Purchased USD / Sold EUR                                                       | CUSIP: 000000000<br>LEI: JHE42UYNWWTJB8YTTU19 | N/A              | DFE              |  | US        |         1 | NC      | $-1317411.17  | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| Citibank NA                                | Purchased CAD / Sold USD                                                       | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | CA        |         1 | NC      | $164044.07    | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Societe Generale SA                        | Purchased USD / Sold GBP                                                       | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |         1 | NC      | $-1746774.29  | -0.02%            |  |  |  | No            | 2                  | On Loan: No      |
| Australia & New Zealand Banking Group Ltd. | Purchased USD / Sold AUD                                                       | CUSIP: 000000000<br>LEI: JHE42UYNWWTJB8YTTU19 | N/A              | DFE              |  | US        |         1 | NC      | $-4122989.20  | -0.04%            |  |  |  | No            | 2                  | On Loan: No      |
| Australia & New Zealand Banking Group Ltd. | Purchased USD / Sold NZD                                                       | CUSIP: 000000000<br>LEI: JHE42UYNWWTJB8YTTU19 | N/A              | DFE              |  | US        |         1 | NC      | $-2696833.89  | -0.03%            |  |  |  | No            | 2                  | On Loan: No      |
| HSBC Bank PLC                              | Purchased USD / Sold EUR                                                       | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-2055000.93  | -0.02%            |  |  |  | No            | 2                  | On Loan: No      |
| Citibank NA                                | Purchased USD / Sold CAD                                                       | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |         1 | NC      | $-2246946.65  | -0.02%            |  |  |  | No            | 2                  | On Loan: No      |
| Citibank NA                                | Purchased USD / Sold CAD                                                       | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |         1 | NC      | $-5749.89     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Citibank NA                                | Purchased USD / Sold CAD                                                       | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |         1 | NC      | $-453083.51   | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| State Street Bank & Trust Co.              | Purchased USD / Sold CAD                                                       | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |         1 | NC      | $-272435.46   | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Citibank NA                                | Purchased USD / Sold CAD                                                       | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |         1 | NC      | $-6437.77     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Citibank NA                                | Purchased USD / Sold CAD                                                       | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |         1 | NC      | $-34278.34    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Australia & New Zealand Banking Group Ltd. | Purchased USD / Sold NZD                                                       | CUSIP: 000000000<br>LEI: JHE42UYNWWTJB8YTTU19 | N/A              | DFE              |  | US        |         1 | NC      | $-2035545.11  | -0.02%            |  |  |  | No            | 2                  | On Loan: No      |
| Royal Bank of Canada                       | Purchased USD / Sold EUR                                                       | CUSIP: 000000000<br>LEI: ES7IP3U3RHIGC71XBU11 | N/A              | DFE              |  | US        |         1 | NC      | $-1792466.18  | -0.02%            |  |  |  | No            | 2                  | On Loan: No      |
| Australia & New Zealand Banking Group Ltd. | Purchased USD / Sold AUD                                                       | CUSIP: 000000000<br>LEI: JHE42UYNWWTJB8YTTU19 | N/A              | DFE              |  | US        |         1 | NC      | $-3961601.25  | -0.04%            |  |  |  | No            | 2                  | On Loan: No      |
| Australia & New Zealand Banking Group Ltd. | Purchased USD / Sold EUR                                                       | CUSIP: 000000000<br>LEI: JHE42UYNWWTJB8YTTU19 | N/A              | DFE              |  | US        |         1 | NC      | $-1819085.15  | -0.02%            |  |  |  | No            | 2                  | On Loan: No      |
| Royal Bank of Canada                       | Purchased GBP / Sold USD                                                       | CUSIP: 000000000<br>LEI: ES7IP3U3RHIGC71XBU11 | N/A              | DFE              |  | GB        |         1 | NC      | $1942113.45   | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Societe Generale SA                        | Purchased USD / Sold EUR                                                       | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |         1 | NC      | $-1117407.73  | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| State Street Bank & Trust Co.              | Purchased USD / Sold EUR                                                       | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |         1 | NC      | $-715957.03   | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| State Street Bank & Trust Co.              | Purchased USD / Sold EUR                                                       | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |         1 | NC      | $-470551.75   | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Citibank NA                                | Purchased USD / Sold AUD                                                       | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |         1 | NC      | $-3387228.80  | -0.04%            |  |  |  | No            | 2                  | On Loan: No      |
| Societe Generale SA                        | Purchased USD / Sold EUR                                                       | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |         1 | NC      | $-1241765.35  | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| Citibank NA                                | Purchased USD / Sold CAD                                                       | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |         1 | NC      | $-2083833.86  | -0.02%            |  |  |  | No            | 2                  | On Loan: No      |
| Societe Generale SA                        | Purchased USD / Sold EUR                                                       | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |         1 | NC      | $-1306823.97  | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| Citibank NA                                | Purchased USD / Sold EUR                                                       | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |         1 | NC      | $-1692.32     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Bank of New York Mellon                    | Purchased USD / Sold CAD                                                       | CUSIP: 000000000<br>LEI: HPFHU0OQ28E4N0NFVK49 | N/A              | DFE              |  | US        |         1 | NC      | $-1568704.23  | -0.02%            |  |  |  | No            | 2                  | On Loan: No      |
| HSBC Bank PLC                              | Purchased USD / Sold EUR                                                       | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-908475.72   | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| Citibank NA                                | Purchased USD / Sold AUD                                                       | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |         1 | NC      | $-476024.36   | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| UBS AG                                     | Purchased USD / Sold EUR                                                       | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |         1 | NC      | $14057.86     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| UBS AG                                     | Purchased USD / Sold EUR                                                       | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |         1 | NC      | $2260.61      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| HSBC Bank PLC                              | Purchased USD / Sold AUD                                                       | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-304123.12   | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Citibank NA                                | Purchased USD / Sold NZD                                                       | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |         1 | NC      | $-263434.56   | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| UBS AG                                     | Purchased USD / Sold EUR                                                       | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |         1 | NC      | $362186.85    | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| UBS AG                                     | Purchased USD / Sold EUR                                                       | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |         1 | NC      | $354025.17    | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| State Street Bank & Trust Co.              | Purchased USD / Sold NZD                                                       | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |         1 | NC      | $880.73       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Citibank NA                                | Purchased USD / Sold NZD                                                       | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |         1 | NC      | $29691.29     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs Bank USA                     | Purchased USD / Sold EUR                                                       | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DFE              |  | US        |         1 | NC      | $33419.79     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Royal Bank of Canada                       | Purchased USD / Sold EUR                                                       | CUSIP: 000000000<br>LEI: ES7IP3U3RHIGC71XBU11 | N/A              | DFE              |  | US        |         1 | NC      | $294893.15    | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Royal Bank of Canada                       | Purchased USD / Sold EUR                                                       | CUSIP: 000000000<br>LEI: ES7IP3U3RHIGC71XBU11 | N/A              | DFE              |  | US        |         1 | NC      | $340592.30    | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Citibank NA                                | Purchased USD / Sold EUR                                                       | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |         1 | NC      | $1321077.88   | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| State Street Bank & Trust Co.              | Purchased USD / Sold CAD                                                       | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |         1 | NC      | $543971.49    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Australia & New Zealand Banking Group Ltd. | Purchased USD / Sold AUD                                                       | CUSIP: 000000000<br>LEI: JHE42UYNWWTJB8YTTU19 | N/A              | DFE              |  | US        |         1 | NC      | $4759.67      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Citibank NA                                | Purchased SGD / Sold USD                                                       | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | SG        |         1 | NC      | $-169144.99   | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Citibank NA                                | Purchased SGD / Sold USD                                                       | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | SG        |         1 | NC      | $-156627.51   | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Australia & New Zealand Banking Group Ltd. | Purchased USD / Sold NZD                                                       | CUSIP: 000000000<br>LEI: JHE42UYNWWTJB8YTTU19 | N/A              | DFE              |  | US        |         1 | NC      | $10268.30     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Citibank NA                                | Purchased USD / Sold AUD                                                       | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |         1 | NC      | $2947.03      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Australia & New Zealand Banking Group Ltd. | Purchased AUD / Sold USD                                                       | CUSIP: 000000000<br>LEI: JHE42UYNWWTJB8YTTU19 | N/A              | DFE              |  | AU        |         1 | NC      | $-1023962.99  | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| Australia & New Zealand Banking Group Ltd. | Purchased USD / Sold AUD                                                       | CUSIP: 000000000<br>LEI: JHE42UYNWWTJB8YTTU19 | N/A              | DFE              |  | US        |         1 | NC      | $1023695.44   | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Royal Bank of Canada                       | Purchased CAD / Sold USD                                                       | CUSIP: 000000000<br>LEI: ES7IP3U3RHIGC71XBU11 | N/A              | DFE              |  | CA        |         1 | NC      | $-758648.39   | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| Bank of New York Mellon                    | Purchased EUR / Sold USD                                                       | CUSIP: 000000000<br>LEI: HPFHU0OQ28E4N0NFVK49 | N/A              | DFE              |  | XX        |         1 | NC      | $-936130.98   | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| Royal Bank of Canada                       | Purchased USD / Sold CAD                                                       | CUSIP: 000000000<br>LEI: ES7IP3U3RHIGC71XBU11 | N/A              | DFE              |  | US        |         1 | NC      | $762462.15    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Bank of New York Mellon                    | Purchased USD / Sold EUR                                                       | CUSIP: 000000000<br>LEI: HPFHU0OQ28E4N0NFVK49 | N/A              | DFE              |  | US        |         1 | NC      | $944288.59    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| EUROPEAN BK RECON & DEV                    | European Bank for Reconstruction & Development                                 | CUSIP: 29874QEN0<br>LEI: 549300HTGDOVDU6OGK19 | Long             | DBT              | NUSS              | XX        |   6344000 | PA      | $6343619.36   | 0.07%             | 2026-04-14      | Floating      | 3.86%                 | No            | 2                  | On Loan: No      |
| EUROPEAN BK RECON & DEV                    | European Bank for Reconstruction & Development                                 | CUSIP: 29875BAK2<br>LEI: 549300HTGDOVDU6OGK19 | Long             | DBT              | NUSS              | XX        | 129710000 | PA      | $129822767.28 | 1.37%             | 2028-02-20      | Floating      | 4.12%                 | No            | 2                  | On Loan: No      |
| EUROPEAN BK RECON & DEV                    | European Bank for Reconstruction & Development                                 | CUSIP: 29875BAM8<br>LEI: 549300HTGDOVDU6OGK19 | Long             | DBT              | NUSS              | XX        |  26250000 | PA      | $26283360.08  | 0.28%             | 2030-07-22      | Floating      | 4.09%                 | No            | 2                  | On Loan: No      |
| EUROPEAN INVESTMENT BANK                   | European Investment Bank                                                       | CUSIP: 29878TFE9<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |   2750000 | PA      | $2792790.00   | 0.03%             | 2028-05-21      | Floating      | 4.76%                 | No            | 2                  | On Loan: No      |
| INTER-AMERICAN DEVEL BK                    | Inter-American Development Bank                                                | CUSIP: 4581X0DU9<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | NUSS              | XX        |  51000000 | PA      | $50973848.22  | 0.54%             | 2028-03-20      | Floating      | 3.95%                 | No            | 2                  | On Loan: No      |
| INTER-AMERICAN DEVEL BK                    | Inter-American Development Bank                                                | CUSIP: 4581X0EG9<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | NUSS              | XX        |  58579000 | PA      | $58665865.63  | 0.62%             | 2027-10-04      | Floating      | 4.03%                 | No            | 2                  | On Loan: No      |
| INTER-AMERICAN DEVEL BK                    | Inter-American Development Bank                                                | CUSIP: 4581X0EQ7<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | NUSS              | XX        |  22800000 | PA      | $22804236.70  | 0.24%             | 2029-08-01      | Floating      | 4.04%                 | No            | 2                  | On Loan: No      |
| INTER-AMERICAN DEVEL BK                    | Inter-American Development Bank                                                | CUSIP: 45828RAA3<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | NUSS              | XX        | 103500000 | PA      | $103581495.90 | 1.09%             | 2028-10-05      | Floating      | 4.03%                 | No            | 2                  | On Loan: No      |
| INTL BK RECON & DEVELOP                    | International Bank for Reconstruction & Development                            | CUSIP: 459058JF1<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | XX        |  15554000 | PA      | $15622748.68  | 0.16%             | 2027-08-19      | Floating      | 4.22%                 | No            | 2                  | On Loan: No      |
| INTL BK RECON & DEVELOP                    | International Bank for Reconstruction & Development                            | CUSIP: 459058KN2<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | XX        |  40530000 | PA      | $40575132.18  | 0.43%             | 2027-01-12      | Floating      | 4.04%                 | No            | 2                  | On Loan: No      |
| INTL BK RECON & DEVELOP                    | International Bank for Reconstruction & Development                            | CUSIP: 459058LG6<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | XX        |  45500000 | PA      | $45550096.87  | 0.48%             | 2028-05-15      | Floating      | 4.10%                 | No            | 2                  | On Loan: No      |
| INTL FINANCE CORP                          | International Finance Corp.                                                    | CUSIP: 45950KDJ6<br>LEI: QKL54NQY28TCDAI75F60 | Long             | DBT              | NUSS              | XX        |  55740000 | PA      | $55746769.07  | 0.59%             | 2028-08-28      | Floating      | 4.07%                 | No            | 2                  | On Loan: No      |
| INTL FINANCE CORP                          | International Finance Corp.                                                    | CUSIP: 45950KDL1<br>LEI: QKL54NQY28TCDAI75F60 | Long             | DBT              | NUSS              | XX        |  15000000 | PA      | $14992384.50  | 0.16%             | 2029-08-28      | Floating      | 4.12%                 | No            | 2                  | On Loan: No      |
| JP MORGAN CHASE BANK NA                    | JPMorgan Chase Bank NA                                                         | CUSIP: 46632FTV7<br>LEI: 7H6GLXDRUGQFU57RNE97 | Long             | DBT              | CORP              | US        |   2450000 | PA      | $2452505.17   | 0.03%             | 2026-04-29      | Floating      | 4.29%                 | No            | 2                  | On Loan: No      |
| KOMMUNALBANKEN AS                          | Kommunalbanken AS                                                              | CUSIP: 50047JAP3<br>LEI: I7ETN0QQO2AHZZGHJ389 | Long             | DBT              | NUSS              | NO        |  10700000 | PA      | $10732386.76  | 0.11%             | 2028-03-03      | Floating      | 4.15%                 | No            | 2                  | On Loan: No      |
| KOMMUNALBANKEN AS                          | Kommunalbanken AS                                                              | CUSIP: 50047JAR9<br>LEI: I7ETN0QQO2AHZZGHJ389 | Long             | DBT              | NUSS              | NO        | 141000000 | PA      | $141383572.17 | 1.49%             | 2029-04-09      | Floating      | 4.08%                 | No            | 2                  | On Loan: No      |
| KOMMUNALBANKEN AS                          | Kommunalbanken AS                                                              | CUSIP: 50048MDE7<br>LEI: I7ETN0QQO2AHZZGHJ389 | Long             | DBT              | NUSS              | NO        |  12200000 | PA      | $12238472.94  | 0.13%             | 2026-06-17      | Floating      | 4.69%                 | No            | 2                  | On Loan: No      |
| ELI LILLY & CO                             | Eli Lilly & Co.                                                                | CUSIP: 532457BN7<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |  29122000 | PA      | $33777053.15  | 0.36%             | 2030-06-03      | Fixed         | 2.13%                 | No            | 2                  | On Loan: No      |
| ELI LILLY & CO                             | Eli Lilly & Co.                                                                | CUSIP: 532457DA3<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |  32000000 | PA      | $32215747.52  | 0.34%             | 2028-10-15      | Floating      | 4.20%                 | No            | 2                  | On Loan: No      |
| MACQUARIE BANK LTD                         | Macquarie Bank Ltd.                                                            | CUSIP: 55608PBY9<br>LEI: 4ZHCHI4KYZG2WVRT8631 | Long             | DBT              | CORP              | AU        |  26400000 | PA      | $26541129.65  | 0.28%             | 2028-06-12      | Floating      | 4.42%                 | No            | 2                  | On Loan: No      |
| MANITOBA (PROVINCE OF)                     | Province of Manitoba                                                           | CUSIP: 563469UT0<br>LEI: 5493003QILFOB3JRKE30 | Long             | DBT              | NUSS              | CA        |   8200000 | PA      | $6002112.14   | 0.06%             | 2029-06-02      | Fixed         | 2.75%                 | No            | 2                  | On Loan: No      |
| MANITOBA (PROVINCE OF)                     | Province of Manitoba                                                           | CUSIP: 563469UV5<br>LEI: 5493003QILFOB3JRKE30 | Long             | DBT              | NUSS              | CA        |   5200000 | PA      | $3666674.99   | 0.04%             | 2030-06-02      | Fixed         | 2.05%                 | No            | 2                  | On Loan: No      |
| MASTERCARD INC                             | Mastercard, Inc.                                                               | CUSIP: 57636QBE3<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |   7240000 | PA      | $7254880.44   | 0.08%             | 2028-03-15      | Floating      | 4.12%                 | No            | 2                  | On Loan: No      |
| MERCK & CO INC                             | Merck & Co., Inc.                                                              | CUSIP: 58933YBU8<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |  15136000 | PA      | $15217471.49  | 0.16%             | 2027-09-15      | Floating      | 4.14%                 | No            | 2                  | On Loan: —       |
| MORGAN STANLEY BANK NA                     | Morgan Stanley Bank NA                                                         | CUSIP: 61690U7X2<br>LEI: G1MLHIS0N32I3QPILB75 | Long             | DBT              | CORP              | US        |    400000 | PA      | $402905.40    | 0.00%             | 2026-10-30      | Floating      | 4.83%                 | No            | 2                  | On Loan: No      |
| KUNTARAHOITUS OYJ                          | Kuntarahoitus OYJ                                                              | CUSIP: 62628PAH9<br>LEI: 529900HEKOENJHPNN480 | Long             | DBT              | NUSS              | FI        |   4000000 | PA      | $4081739.36   | 0.04%             | 2029-02-02      | Floating      | 4.67%                 | No            | 2                  | On Loan: No      |
| NATIONAL AUSTRALIA BANK                    | National Australia Bank Ltd.                                                   | CUSIP: 632525CC3<br>LEI: F8SB4JFBSYQFRQEH3Z21 | Long             | DBT              | CORP              | AU        |  13400000 | PA      | $13498454.49  | 0.14%             | 2030-01-14      | Floating      | 4.45%                 | No            | 2                  | On Loan: No      |
| NATIONAL AUSTRALIA BANK                    | National Australia Bank Ltd.                                                   | CUSIP: 632525CL3<br>LEI: F8SB4JFBSYQFRQEH3Z21 | Long             | DBT              | CORP              | AU        |  12050000 | PA      | $12112813.04  | 0.13%             | 2028-06-13      | Floating      | 4.33%                 | No            | 2                  | On Loan: No      |
| NATIONAL SECS CLEARING                     | National Securities Clearing Corp.                                             | CUSIP: 637639AP0<br>LEI: 549300RYC9NELN2ICA34 | Long             | DBT              | CORP              | US        |  13250000 | PA      | $13312672.50  | 0.14%             | 2027-05-20      | Floating      | 4.34%                 | No            | 2                  | On Loan: No      |
| NORDEA BANK ABP                            | Nordea Bank Abp                                                                | CUSIP: 65558RAF6<br>LEI: 529900ODI3047E2LIV03 | Long             | DBT              | CORP              | FI        |  36594000 | PA      | $36732005.12  | 0.39%             | 2027-03-19      | Floating      | 4.42%                 | No            | 2                  | On Loan: No      |
| NORDEA BANK ABP                            | Nordea Bank Abp                                                                | CUSIP: 65558RAP4<br>LEI: 529900ODI3047E2LIV03 | Long             | DBT              | CORP              | FI        |  46590000 | PA      | $46806432.91  | 0.49%             | 2030-08-28      | Floating      | 4.58%                 | No            | 2                  | On Loan: No      |
| OMERS FINANCE TRUST                        | OMERS Finance Trust                                                            | CUSIP: 682142AC8<br>LEI: 529900M039WCPES03P17 | Long             | DBT              | NUSS              | CA        |   8000000 | PA      | $5802724.64   | 0.06%             | 2029-05-14      | Fixed         | 2.60%                 | No            | 2                  | On Loan: No      |
| ONTARIO (PROVINCE OF)                      | Province of Ontario                                                            | CUSIP: 68333ZAE7<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |  25000000 | PA      | $18276355.89  | 0.19%             | 2029-06-02      | Fixed         | 2.70%                 | No            | 2                  | On Loan: No      |
| ONTARIO (PROVINCE OF)                      | Province of Ontario                                                            | CUSIP: 68333ZAN7<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |  50200000 | PA      | $34002467.59  | 0.36%             | 2030-12-02      | Fixed         | 1.35%                 | No            | 2                  | On Loan: No      |
| ONTARIO (PROVINCE OF)                      | Province of Ontario                                                            | CUSIP: 68333ZAR8<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |  83400000 | PA      | $58303132.23  | 0.61%             | 2029-11-01      | Fixed         | 1.55%                 | No            | 2                  | On Loan: No      |
| ONTARIO (PROVINCE OF)                      | Province of Ontario                                                            | CUSIP: 68333ZBM8<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |  77600000 | PA      | $56704163.33  | 0.60%             | 2030-09-08      | Fixed         | 2.95%                 | No            | 2                  | On Loan: No      |
| PSP CAPITAL INC                            | PSP Capital, Inc.                                                              | CUSIP: 69363TAN2<br>LEI: 549300B456N0WEIC5249 | Long             | DBT              | NUSS              | CA        |  25100000 | PA      | $17798299.12  | 0.19%             | 2030-01-15      | Fixed         | 2.05%                 | No            | 2                  | On Loan: No      |
| PSP CAPITAL INC                            | PSP Capital, Inc.                                                              | CUSIP: 69370BB43<br>LEI: 549300B456N0WEIC5249 | Long             | STIV             | CORP              | CA        |  85000000 | PA      | $84956947.50  | 0.90%             | 2026-02-04      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| ROCHE HOLDINGS INC                         | Roche Holdings, Inc.                                                           | CUSIP: 771196CD2<br>LEI: PVJRP0EQNV6OGDPZGY95 | Long             | DBT              | CORP              | US        |  18040000 | PA      | $18126849.61  | 0.19%             | 2026-11-13      | Floating      | 4.53%                 | No            | 2                  | On Loan: No      |
| SANOFI SA                                  | Sanofi SA                                                                      | CUSIP: 801060AH7<br>LEI: 549300E9PC51EN656011 | Long             | DBT              | CORP              | FR        |  81800000 | PA      | $82251981.81  | 0.87%             | 2028-11-03      | Floating      | 4.38%                 | No            | 2                  | On Loan: —       |
| PROVINCE OF SASKATCHEWAN                   | Province of Saskatchewan                                                       | CUSIP: 803854KJ6<br>LEI: 549300FKDIB7OJMBSP83 | Long             | DBT              | NUSS              | CA        |   3700000 | PA      | $2627648.07   | 0.03%             | 2030-06-02      | Fixed         | 2.20%                 | No            | 2                  | On Loan: No      |
| SKANDINAVISKA ENSKILDA                     | Skandinaviska Enskilda Banken AB                                               | CUSIP: 830505BC6<br>LEI: F3JS33DEI6XQ4ZBPTN86 | Long             | DBT              | CORP              | SE        |  81800000 | PA      | $82184259.59  | 0.87%             | 2028-06-02      | Floating      | 4.48%                 | No            | 2                  | On Loan: No      |
| STATE STREET CORP                          | State Street Corp.                                                             | CUSIP: 857477CQ4<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |  20915000 | PA      | $21017389.80  | 0.22%             | 2027-10-22      | Floating      | 4.31%                 | No            | 2                  | On Loan: No      |
| SVENSKA HANDELSBANKEN AB                   | Svenska Handelsbanken AB                                                       | CUSIP: 86959LAR4<br>LEI: NHBDILHZTYCNBV5UYZ31 | Long             | DBT              | CORP              | SE        |   7800000 | PA      | $7829320.75   | 0.08%             | 2027-05-28      | Floating      | 4.41%                 | No            | 2                  | On Loan: No      |
| SVENSKA HANDELSBANKEN AB                   | Svenska Handelsbanken AB                                                       | CUSIP: 86959LAT0<br>LEI: NHBDILHZTYCNBV5UYZ31 | Long             | DBT              | CORP              | SE        |  48780000 | PA      | $49045908.56  | 0.52%             | 2028-05-23      | Floating      | 4.50%                 | No            | 2                  | On Loan: No      |
| SWEDBANK AB                                | Swedbank AB                                                                    | CUSIP: 870195AD6<br>LEI: M312WZV08Y7LYUC71685 | Long             | DBT              | CORP              | SE        |   4000000 | PA      | $4056526.32   | 0.04%             | 2029-11-20      | Floating      | 4.80%                 | No            | 2                  | On Loan: No      |
| SWEDISH EXPORT CREDIT                      | Svensk Exportkredit AB                                                         | CUSIP: 87031CAF0<br>LEI: 1FOLRR5RWTWWI397R131 | Long             | DBT              | NUSS              | SE        |  19485000 | PA      | $19564403.32  | 0.21%             | 2026-08-03      | Floating      | 4.86%                 | No            | 2                  | On Loan: No      |
| TEMASEK FINANCIAL I LTD                    | Temasek Financial I Ltd.                                                       | CUSIP: 87976EAD8<br>LEI: 549300XMGMDF3VRJMF12 | Long             | DBT              | CORP              | SG        |  21900000 | PA      | $21915226.85  | 0.23%             | 2027-08-20      | Floating      | 4.16%                 | No            | 2                  | On Loan: No      |
| UNITED OVERSEAS BANK LTD                   | United Overseas Bank Ltd.                                                      | CUSIP: 91127KAL6<br>LEI: IO66REGK3RCBAMA8HR66 | Long             | DBT              | CORP              | SG        | 100000000 | PA      | $100293337.00 | 1.06%             | 2028-04-02      | Floating      | 4.25%                 | No            | 2                  | On Loan: No      |
| United States Treasury                     | U.S. Treasury Notes                                                            | CUSIP: 91282CJU6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 225500000 | PA      | $225500000.00 | 2.38%             | 2026-01-31      | Floating      | 3.86%                 | No            | 2                  | On Loan: No      |
| WALMART INC                                | Walmart, Inc.                                                                  | CUSIP: 931142FM0<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |   7700000 | PA      | $7733957.00   | 0.08%             | 2027-04-28      | Floating      | 4.10%                 | No            | 2                  | On Loan: No      |
| WELLS FARGO BANK NA                        | Wells Fargo Bank NA                                                            | CUSIP: 94988J6E2<br>LEI: KB1H1DSPRFMYMCUFXT09 | Long             | DBT              | CORP              | US        |   2530000 | PA      | $2539183.90   | 0.03%             | 2026-08-07      | Floating      | 4.87%                 | No            | 2                  | On Loan: No      |
| WELLS FARGO BANK NA                        | Wells Fargo Bank NA                                                            | CUSIP: 94988J6G7<br>LEI: KB1H1DSPRFMYMCUFXT09 | Long             | DBT              | CORP              | US        |   2275000 | PA      | $2289839.53   | 0.02%             | 2026-12-11      | Floating      | 4.76%                 | No            | 2                  | On Loan: No      |
| WESTPAC BANKING CORP                       | Westpac Banking Corp.                                                          | CUSIP: 961214GD9<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |  23850000 | PA      | $24082442.34  | 0.25%             | 2030-07-01      | Floating      | 4.49%                 | No            | 2                  | On Loan: No      |
| French Republic Government Bonds OAT       | French Republic Government Bonds OAT                                           | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |  89940000 | PA      | $106268652.72 | 1.12%             | 2030-05-25      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| KFW                                        | Kreditanstalt fuer Wiederaufbau                                                | CUSIP: 000000000<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |  27300000 | PA      | $29713710.03  | 0.31%             | 2030-04-23      | Fixed         | 0.38%                 | No            | 2                  | On Loan: No      |
| Apple, Inc.                                | Apple, Inc.                                                                    | CUSIP: 000000000<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |   3150000 | PA      | $3602604.89   | 0.04%             | 2029-05-24      | Fixed         | 1.38%                 | No            | 2                  | On Loan: No      |
| New Zealand Government Bonds               | New Zealand Government Bonds                                                   | CUSIP: 000000000<br>LEI: 549300237GPHG2AI7C34 | Long             | DBT              | NUSS              | NZ        |  40500000 | PA      | $23927337.98  | 0.25%             | 2029-04-20      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| SANOFI SA                                  | Sanofi SA                                                                      | CUSIP: 000000000<br>LEI: 549300E9PC51EN656011 | Long             | DBT              | CORP              | FR        |   3900000 | PA      | $4402483.78   | 0.05%             | 2030-03-21      | Fixed         | 1.38%                 | No            | 2                  | On Loan: No      |
| ALLIANZ FINANCE II B.V.                    | Allianz Finance II BV                                                          | CUSIP: 000000000<br>LEI: 529900C9NVPTCPDI1D65 | Long             | DBT              | CORP              | NL        |   6900000 | PA      | $7862724.60   | 0.08%             | 2030-01-15      | Fixed         | 1.50%                 | No            | 2                  | On Loan: No      |
| REGIE AUTONOME DES TRANS                   | Regie Autonome des Transports Parisiens EPIC                                   | CUSIP: 000000000<br>LEI: 969500K59E47ULNCAQ69 | Long             | DBT              | NUSS              | FR        |   1400000 | PA      | $1537144.35   | 0.02%             | 2029-06-20      | Fixed         | 0.35%                 | No            | 2                  | On Loan: No      |
| LANDWIRTSCH. RENTENBANK                    | Landwirtschaftliche Rentenbank                                                 | CUSIP: 000000000<br>LEI: 529900Z3J0N6S0F7CT25 | Long             | DBT              | CORP              | DE        |   6880000 | PA      | $7434918.23   | 0.08%             | 2029-12-18      | Fixed         | 0.05%                 | No            | 2                  | On Loan: No      |
| NZ LOCAL GOVT FUND AGENC                   | New Zealand Local Government Funding Agency Bonds                              | CUSIP: 000000000<br>LEI: 254900ZJG39H1CAH6K02 | Long             | DBT              | NUSS              | NZ        |  52800000 | PA      | $29633765.15  | 0.31%             | 2029-04-20      | Fixed         | 1.50%                 | No            | 2                  | On Loan: No      |
| PROVINCE OF QUEBEC                         | Province of Quebec                                                             | CUSIP: 000000000<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |   6500000 | PA      | $7028419.77   | 0.07%             | 2029-10-15      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| KOMMUNALBANKEN AS                          | Kommunalbanken AS                                                              | CUSIP: 000000000<br>LEI: I7ETN0QQO2AHZZGHJ389 | Long             | DBT              | NUSS              | NO        |   4050000 | PA      | $4374663.31   | 0.05%             | 2029-10-24      | Fixed         | 0.05%                 | No            | 2                  | On Loan: No      |
| LAND BERLIN                                | Land Berlin                                                                    | CUSIP: 000000000<br>LEI: 529900Y6Q7R44JF7XX56 | Long             | DBT              | NUSS              | DE        |   6900000 | PA      | $7447736.34   | 0.08%             | 2030-01-18      | Fixed         | 0.10%                 | No            | 2                  | On Loan: No      |
| LAND RHEINLAND-PFALZ                       | State of Rhineland-Palatinate                                                  | CUSIP: 000000000<br>LEI: 52990032ZS3N9397RN77 | Long             | DBT              | NUSS              | DE        |  44000000 | PA      | $47320005.50  | 0.50%             | 2030-01-23      | Fixed         | 0.05%                 | No            | 2                  | On Loan: No      |
| HOUSING NEW ZEALAND LTD                    | Housing New Zealand Ltd.                                                       | CUSIP: 000000000<br>LEI: 254900JDUJGPMP204P63 | Long             | DBT              | NUSS              | NZ        |  17400000 | PA      | $9728577.80   | 0.10%             | 2030-04-24      | Fixed         | 2.18%                 | No            | 2                  | On Loan: No      |
| LAND HESSEN                                | State of Hesse                                                                 | CUSIP: 000000000<br>LEI: 529900P5TAD0ABFTMV10 | Long             | DBT              | NUSS              | DE        |  19273000 | PA      | $20620936.21  | 0.22%             | 2030-03-11      | Fixed         | 0.01%                 | No            | 2                  | On Loan: No      |
| FREIE HANSESTADT HAMBURG                   | Free & Hanseatic City of Hamburg                                               | CUSIP: 000000000<br>LEI: 5299005PBRMP33GHX798 | Long             | DBT              | NUSS              | DE        |   1557000 | PA      | $1654249.56   | 0.02%             | 2030-06-03      | Fixed         | 0.01%                 | No            | 2                  | On Loan: No      |
| Finland Government Bonds                   | Finland Government Bonds                                                       | CUSIP: 000000000<br>LEI: 743700M6Y2OQRVSBRD14 | Long             | DBT              | NUSS              | FI        |  48400000 | PA      | $51131831.02  | 0.54%             | 2030-09-15      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| PROVINCE OF QUEBEC                         | Province of Quebec                                                             | CUSIP: 000000000<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |   3683000 | PA      | $3854966.84   | 0.04%             | 2030-10-29      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| LAND HESSEN                                | State of Hesse                                                                 | CUSIP: 000000000<br>LEI: 529900P5TAD0ABFTMV10 | Long             | DBT              | NUSS              | DE        |   9500000 | PA      | $9955701.09   | 0.10%             | 2030-11-08      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| LAND NIEDERSACHSEN                         | State of Lower Saxony                                                          | CUSIP: 000000000<br>LEI: 391200ITQQZ7JMHXK080 | Long             | DBT              | NUSS              | DE        |  10380000 | PA      | $10841251.27  | 0.11%             | 2031-01-10      | Fixed         | 0.01%                 | No            | 2                  | On Loan: No      |
| KFW                                        | Kreditanstalt fuer Wiederaufbau                                                | CUSIP: 000000000<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |  28800000 | PA      | $30164526.87  | 0.32%             | 2031-01-10      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| EUROPEAN INVESTMENT BANK                   | European Investment Bank                                                       | CUSIP: 000000000<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |  22497000 | PA      | $22847053.32  | 0.24%             | 2028-05-21      | Floating      | 4.76%                 | No            | 2                  | On Loan: No      |
| SVENSKA HANDELSBANKEN AB                   | Svenska Handelsbanken AB                                                       | CUSIP: 000000000<br>LEI: NHBDILHZTYCNBV5UYZ31 | Long             | DBT              | CORP              | SE        |   5180000 | PA      | $5768443.28   | 0.06%             | 2028-09-06      | Fixed         | 0.05%                 | No            | 2                  | On Loan: No      |
| NZ LOCAL GOVT FUND AGENC                   | New Zealand Local Government Funding Agency Bonds                              | CUSIP: 000000000<br>LEI: 254900ZJG39H1CAH6K02 | Long             | DBT              | NUSS              | NZ        |  29000000 | PA      | $16971058.23  | 0.18%             | 2028-05-15      | Fixed         | 2.25%                 | No            | 2                  | On Loan: No      |
| PROCTER & GAMBLE CO/THE                    | Procter & Gamble Co.                                                           | CUSIP: 000000000<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | DBT              | CORP              | US        |  31109000 | PA      | $33596052.88  | 0.35%             | 2030-05-05      | Fixed         | 0.35%                 | No            | 2                  | On Loan: No      |
| COLGATE-PALMOLIVE CO                       | Colgate-Palmolive Co.                                                          | CUSIP: 000000000<br>LEI: YMEGZFW4SBUSS5BQXF88 | Long             | DBT              | CORP              | US        |  10580000 | PA      | $11589660.22  | 0.12%             | 2029-11-10      | Fixed         | 0.30%                 | No            | 2                  | On Loan: No      |
| KOMMUNEKREDIT                              | Kommunekredit                                                                  | CUSIP: 000000000<br>LEI: 529900D8QLTZ6PRLJL76 | Long             | DBT              | NUSS              | DK        |  28479000 | PA      | $30759741.10  | 0.32%             | 2029-11-17      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| COMMONWEALTH BANK AUST                     | Commonwealth Bank of Australia                                                 | CUSIP: 000000000<br>LEI: MSFSBD3QN1GSN7Q6C537 | Long             | DBT              | CORP              | AU        |  74700000 | PA      | $52166651.23  | 0.55%             | 2027-01-14      | Floating      | 4.44%                 | No            | 2                  | On Loan: No      |
| WESTPAC BANKING CORP                       | Westpac Banking Corp.                                                          | CUSIP: 000000000<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |   3800000 | PA      | $2654333.84   | 0.03%             | 2027-01-25      | Floating      | 4.51%                 | No            | 2                  | On Loan: No      |
| RABOBANK UA/AU                             | Cooperatieve Rabobank UA                                                       | CUSIP: 000000000<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |  60100000 | PA      | $41984988.78  | 0.44%             | 2027-01-27      | Floating      | 4.54%                 | No            | 2                  | On Loan: No      |
| CAISSE D'AMORT DETTE SOC                   | Caisse d'Amortissement de la Dette Sociale                                     | CUSIP: 000000000<br>LEI: 969500P04DQJS4BPM574 | Long             | DBT              | NUSS              | FR        |  10300000 | PA      | $11348639.03  | 0.12%             | 2029-11-25      | Fixed         | 0.60%                 | No            | 2                  | On Loan: No      |
| NATIONAL AUSTRALIA BANK                    | National Australia Bank Ltd.                                                   | CUSIP: 000000000<br>LEI: F8SB4JFBSYQFRQEH3Z21 | Long             | DBT              | CORP              | AU        |  50140000 | PA      | $35030219.51  | 0.37%             | 2027-02-25      | Floating      | 4.37%                 | No            | 2                  | On Loan: No      |
| Mastercard, Inc.                           | Mastercard, Inc.                                                               | CUSIP: 000000000<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |  13532000 | PA      | $15310535.86  | 0.16%             | 2029-02-22      | Fixed         | 1.00%                 | No            | 2                  | On Loan: No      |
| SIEMENS FINANCIERINGSMAT                   | Siemens Financieringsmaatschappij NV                                           | CUSIP: 000000000<br>LEI: TAFO772JB70PDRN5VS48 | Long             | DBT              | CORP              | NL        |   3400000 | PA      | $3790904.67   | 0.04%             | 2030-02-25      | Fixed         | 1.00%                 | No            | 2                  | On Loan: No      |
| UNITED OVERSEAS BANK/SYD                   | United Overseas Bank Ltd.                                                      | CUSIP: 000000000<br>LEI: IO66REGK3RCBAMA8HR66 | Long             | DBT              | CORP              | SG        |  20000000 | PA      | $13970038.84  | 0.15%             | 2027-02-24      | Floating      | 4.37%                 | No            | 2                  | On Loan: No      |
| BERKSHIRE HATHAWAY FIN                     | Berkshire Hathaway Finance Corp.                                               | CUSIP: 000000000<br>LEI: 549300RLHFT5RU20WM87 | Long             | DBT              | CORP              | US        |  20797000 | PA      | $23627395.00  | 0.25%             | 2030-03-18      | Fixed         | 1.50%                 | No            | 2                  | On Loan: No      |
| AUST & NZ BANKING GROUP                    | Australia & New Zealand Banking Group Ltd.                                     | CUSIP: 000000000<br>LEI: JHE42UYNWWTJB8YTTU19 | Long             | DBT              | CORP              | AU        |   4000000 | PA      | $2804648.00   | 0.03%             | 2027-05-12      | Floating      | 4.60%                 | No            | 2                  | On Loan: No      |
| WESTPAC BANKING CORP                       | Westpac Banking Corp.                                                          | CUSIP: 000000000<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |  27300000 | PA      | $19155790.26  | 0.20%             | 2027-05-20      | Floating      | 4.69%                 | No            | 2                  | On Loan: No      |
| DEUTSCHE BAHN AG                           | Deutsche Bahn AG                                                               | CUSIP: 000000000<br>LEI: 52990063S23N13HU4E98 | Long             | DBT              | CORP              | DE        |  23700000 | PA      | $27331737.40  | 0.29%             | 2030-05-24      | Fixed         | 1.88%                 | No            | 2                  | On Loan: No      |
| Visa, Inc.                                 | Visa, Inc.                                                                     | CUSIP: 000000000<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | DBT              | CORP              | US        |  18900000 | PA      | $22046571.21  | 0.23%             | 2029-06-15      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| COMMONWEALTH BANK AUST                     | Commonwealth Bank of Australia                                                 | CUSIP: 000000000<br>LEI: MSFSBD3QN1GSN7Q6C537 | Long             | DBT              | CORP              | AU        |  47000000 | PA      | $33006979.52  | 0.35%             | 2027-08-18      | Floating      | 4.67%                 | No            | 2                  | On Loan: No      |
| ASIAN INFRASTRUCTURE INV                   | Asian Infrastructure Investment Bank                                           | CUSIP: 000000000<br>LEI: 25490065OSV2524LCR32 | Long             | DBT              | NUSS              | XX        |  49132000 | PA      | $49394991.31  | 0.52%             | 2027-08-16      | Floating      | 4.42%                 | No            | 2                  | On Loan: No      |
| SVENSKA HANDELSBANKEN AB                   | Svenska Handelsbanken AB                                                       | CUSIP: 000000000<br>LEI: NHBDILHZTYCNBV5UYZ31 | Long             | DBT              | CORP              | SE        |  19200000 | PA      | $22770941.51  | 0.24%             | 2029-09-05      | Fixed         | 2.63%                 | No            | 2                  | On Loan: No      |
| SIEMENS FINANCIERINGSMAT                   | Siemens Financieringsmaatschappij NV                                           | CUSIP: 000000000<br>LEI: TAFO772JB70PDRN5VS48 | Long             | DBT              | CORP              | NL        |  16400000 | PA      | $19481644.35  | 0.21%             | 2030-09-09      | Fixed         | 2.75%                 | No            | 2                  | On Loan: No      |
| AUST & NZ BANKING GROUP                    | Australia & New Zealand Banking Group Ltd.                                     | CUSIP: 000000000<br>LEI: JHE42UYNWWTJB8YTTU19 | Long             | DBT              | CORP              | AU        |  18900000 | PA      | $13325663.50  | 0.14%             | 2027-11-04      | Floating      | 4.84%                 | No            | 2                  | On Loan: No      |
| WESTPAC BANKING CORP                       | Westpac Banking Corp.                                                          | CUSIP: 000000000<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |  39000000 | PA      | $27505276.59  | 0.29%             | 2027-11-11      | Floating      | 4.87%                 | No            | 2                  | On Loan: No      |
| NATIONAL AUSTRALIA BANK                    | National Australia Bank Ltd.                                                   | CUSIP: 000000000<br>LEI: F8SB4JFBSYQFRQEH3Z21 | Long             | DBT              | CORP              | AU        |  20470000 | PA      | $14430186.92  | 0.15%             | 2027-11-25      | Floating      | 4.85%                 | No            | 2                  | On Loan: No      |
| COMMONWEALTH BANK AUST                     | Commonwealth Bank of Australia                                                 | CUSIP: 000000000<br>LEI: MSFSBD3QN1GSN7Q6C537 | Long             | DBT              | CORP              | AU        |  21550000 | PA      | $15184172.45  | 0.16%             | 2028-01-13      | Floating      | 4.89%                 | No            | 2                  | On Loan: No      |
| RABOBANK UA/AU                             | Cooperatieve Rabobank UA                                                       | CUSIP: 000000000<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |  34700000 | PA      | $24469502.30  | 0.26%             | 2028-01-19      | Floating      | 4.91%                 | No            | 2                  | On Loan: No      |
| NEDER WATERSCHAPSBANK                      | Nederlandse Waterschapsbank NV                                                 | CUSIP: 000000000<br>LEI: JLP5FSPH9WPSHY3NIM24 | Long             | DBT              | NUSS              | NL        |  65835000 | PA      | $78869957.45  | 0.83%             | 2029-12-17      | Fixed         | 2.75%                 | No            | 2                  | On Loan: No      |
| WESTPAC BANKING CORP                       | Westpac Banking Corp.                                                          | CUSIP: 000000000<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |  69100000 | PA      | $48593204.04  | 0.51%             | 2028-02-16      | Floating      | 4.63%                 | No            | 2                  | On Loan: No      |
| ROCHE FINANCE EUROPE BV                    | Roche Finance Europe BV                                                        | CUSIP: 000000000<br>LEI: 724500MMYDP2MJLGB718 | Long             | DBT              | CORP              | NL        |   1620000 | PA      | $1960524.53   | 0.02%             | 2029-08-27      | Fixed         | 3.20%                 | No            | 2                  | On Loan: No      |
| CAISSE D'AMORT DETTE SOC                   | Caisse d'Amortissement de la Dette Sociale                                     | CUSIP: 000000000<br>LEI: 969500P04DQJS4BPM574 | Long             | DBT              | NUSS              | FR        |  31300000 | PA      | $37827901.72  | 0.40%             | 2030-03-01      | Fixed         | 3.13%                 | No            | 2                  | On Loan: No      |
| BK OF ENGLAND EURO NOTE                    | Bank of England Euro Notes                                                     | CUSIP: 000000000<br>LEI: YUEDD7W89PH0FV8Q2S28 | Long             | DBT              | NUSS              | GB        |  17800000 | PA      | $17816910.89  | 0.19%             | 2026-03-06      | Fixed         | 4.63%                 | No            | 2                  | On Loan: No      |
| AUST & NZ BANKING GROUP                    | Australia & New Zealand Banking Group Ltd.                                     | CUSIP: 000000000<br>LEI: JHE42UYNWWTJB8YTTU19 | Long             | DBT              | CORP              | AU        |  14900000 | PA      | $10488608.75  | 0.11%             | 2028-03-31      | Floating      | 4.80%                 | No            | 2                  | On Loan: No      |
| NZ LOCAL GOVT FUND AGENC                   | New Zealand Local Government Funding Agency Bonds                              | CUSIP: 000000000<br>LEI: 254900ZJG39H1CAH6K02 | Long             | DBT              | NUSS              | NZ        |  20000000 | PA      | $12257376.15  | 0.13%             | 2030-05-15      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| NATIONAL AUSTRALIA BANK                    | National Australia Bank Ltd.                                                   | CUSIP: 000000000<br>LEI: F8SB4JFBSYQFRQEH3Z21 | Long             | DBT              | CORP              | AU        |  67710000 | PA      | $47612885.13  | 0.50%             | 2028-05-12      | Floating      | 4.63%                 | No            | 2                  | On Loan: No      |
| CAISSE DES DEPOTS ET CON                   | Caisse des Depots et Consignations                                             | CUSIP: 000000000<br>LEI: 969500Q2PFTTP0Y5QL44 | Long             | DBT              | NUSS              | FR        |  68000000 | PA      | $67961240.00  | 0.72%             | 2026-05-03      | Floating      | 4.01%                 | No            | 2                  | On Loan: No      |
| COMMONWEALTH BANK AUST                     | Commonwealth Bank of Australia                                                 | CUSIP: 000000000<br>LEI: MSFSBD3QN1GSN7Q6C537 | Long             | DBT              | CORP              | AU        |    750000 | PA      | $527777.76    | 0.01%             | 2028-08-17      | Floating      | 4.60%                 | No            | 2                  | On Loan: No      |
| AUST & NZ BANKING GROUP                    | Australia & New Zealand Banking Group Ltd.                                     | CUSIP: 000000000<br>LEI: JHE42UYNWWTJB8YTTU19 | Long             | DBT              | CORP              | AU        |  16000000 | PA      | $11244329.10  | 0.12%             | 2028-09-11      | Floating      | 4.64%                 | No            | 2                  | On Loan: No      |
| WESTPAC BANKING CORP                       | Westpac Banking Corp.                                                          | CUSIP: 000000000<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |   2500000 | PA      | $1757257.19   | 0.02%             | 2028-09-19      | Floating      | 4.66%                 | No            | 2                  | On Loan: No      |
| Republic of Austria Government Bonds       | Republic of Austria Government Bonds                                           | CUSIP: 000000000<br>LEI: 529900QWWUI4XRVR7I03 | Long             | DBT              | NUSS              | AT        |   9600000 | PA      | $11845397.23  | 0.12%             | 2030-10-20      | Fixed         | 3.45%                 | No            | 2                  | On Loan: No      |
| SWEDBANK AB                                | Swedbank AB                                                                    | CUSIP: 000000000<br>LEI: M312WZV08Y7LYUC71685 | Long             | DBT              | CORP              | SE        |   5488000 | PA      | $6776031.09   | 0.07%             | 2028-11-13      | Fixed         | 4.13%                 | No            | 2                  | On Loan: No      |
| NESTLE FINANCE INTL LTD                    | Nestle Finance International Ltd.                                              | CUSIP: 000000000<br>LEI: 0KLLMNHINTFDRMU6DI05 | Long             | DBT              | CORP              | LU        |  29404000 | PA      | $35963378.80  | 0.38%             | 2030-01-17      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| NATIONAL AUSTRALIA BANK                    | National Australia Bank Ltd.                                                   | CUSIP: 000000000<br>LEI: F8SB4JFBSYQFRQEH3Z21 | Long             | DBT              | CORP              | AU        |    970000 | PA      | $683308.55    | 0.01%             | 2028-11-16      | Floating      | 4.68%                 | No            | 2                  | On Loan: No      |
| NATIONAL AUSTRALIA BANK                    | National Australia Bank Ltd.                                                   | CUSIP: 000000000<br>LEI: F8SB4JFBSYQFRQEH3Z21 | Long             | DBT              | CORP              | AU        |  22000000 | PA      | $15377306.92  | 0.16%             | 2026-11-16      | Floating      | 4.50%                 | No            | 2                  | On Loan: No      |
| RABOBANK UA/AU                             | Cooperatieve Rabobank UA                                                       | CUSIP: 000000000<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |  11500000 | PA      | $8131110.91   | 0.09%             | 2028-11-21      | Floating      | 4.80%                 | No            | 2                  | On Loan: No      |
| L'OREAL SA                                 | L'Oreal SA                                                                     | CUSIP: 000000000<br>LEI: 529900JI1GG6F7RKVI53 | Long             | DBT              | CORP              | FR        |  14400000 | PA      | $17538424.66  | 0.18%             | 2029-11-23      | Fixed         | 3.38%                 | No            | 2                  | On Loan: No      |
| WESTPAC BANKING CORP                       | Westpac Banking Corp.                                                          | CUSIP: 000000000<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |  17100000 | PA      | $11951170.53  | 0.13%             | 2026-12-15      | Floating      | 4.53%                 | No            | 2                  | On Loan: No      |
| WESTPAC BANKING CORP                       | Westpac Banking Corp.                                                          | CUSIP: 000000000<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |  45000000 | PA      | $31680453.24  | 0.33%             | 2029-01-15      | Floating      | 4.73%                 | No            | 2                  | On Loan: No      |
| NESTLE FINANCE INTL LTD                    | Nestle Finance International Ltd.                                              | CUSIP: 000000000<br>LEI: 0KLLMNHINTFDRMU6DI05 | Long             | DBT              | CORP              | LU        |   4800000 | PA      | $5746210.84   | 0.06%             | 2031-01-23      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| AUST & NZ BANKING GROUP                    | Australia & New Zealand Banking Group Ltd.                                     | CUSIP: 000000000<br>LEI: JHE42UYNWWTJB8YTTU19 | Long             | DBT              | CORP              | AU        |  55200000 | PA      | $38587289.24  | 0.41%             | 2027-02-05      | Floating      | 4.44%                 | No            | 2                  | On Loan: No      |
| AUST & NZ BANKING GROUP                    | Australia & New Zealand Banking Group Ltd.                                     | CUSIP: 000000000<br>LEI: JHE42UYNWWTJB8YTTU19 | Long             | DBT              | CORP              | AU        |   8500000 | PA      | $5986926.72   | 0.06%             | 2029-02-05      | Floating      | 4.60%                 | No            | 2                  | On Loan: No      |
| RABOBANK UA/AU                             | Cooperatieve Rabobank UA                                                       | CUSIP: 000000000<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |  11500000 | PA      | $8044464.05   | 0.08%             | 2027-02-26      | Floating      | 4.53%                 | No            | 2                  | On Loan: No      |
| NATIONAL AUSTRALIA BANK                    | National Australia Bank Ltd.                                                   | CUSIP: 000000000<br>LEI: F8SB4JFBSYQFRQEH3Z21 | Long             | DBT              | CORP              | AU        |  22000000 | PA      | $15446398.79  | 0.16%             | 2029-03-22      | Floating      | 4.63%                 | No            | 2                  | On Loan: No      |
| CDP FINANCIAL INC                          | CDP Financial, Inc.                                                            | CUSIP: 000000000<br>LEI: 549300OXMGVYFCBFV096 | Long             | DBT              | NUSS              | CA        |  58630000 | PA      | $70567060.44  | 0.74%             | 2029-04-11      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| French Republic Government Bonds OAT       | French Republic Government Bonds OAT                                           | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |  28750000 | PA      | $34334458.82  | 0.36%             | 2030-02-25      | Fixed         | 2.75%                 | No            | 2                  | On Loan: No      |
| LFA FOERDERBANK BAYERN                     | LFA Foerderbank Bayern                                                         | CUSIP: 000000000<br>LEI: 529900K094KMHKJ4TS82 | Long             | DBT              | CORP              | DE        |   7000000 | PA      | $8378331.30   | 0.09%             | 2030-04-01      | Fixed         | 2.88%                 | No            | 2                  | On Loan: No      |
| ROCHE FINANCE EUROPE BV                    | Roche Finance Europe BV                                                        | CUSIP: 000000000<br>LEI: 724500MMYDP2MJLGB718 | Long             | DBT              | CORP              | NL        |   8915000 | PA      | $10820203.11  | 0.11%             | 2030-05-03      | Fixed         | 3.23%                 | No            | 2                  | On Loan: No      |
| NATIONAL AUSTRALIA BANK                    | National Australia Bank Ltd.                                                   | CUSIP: 000000000<br>LEI: F8SB4JFBSYQFRQEH3Z21 | Long             | DBT              | CORP              | AU        |  62000000 | PA      | $43343386.31  | 0.46%             | 2027-05-10      | Floating      | 4.34%                 | No            | 2                  | On Loan: No      |
| NATIONAL AUSTRALIA BANK                    | National Australia Bank Ltd.                                                   | CUSIP: 000000000<br>LEI: F8SB4JFBSYQFRQEH3Z21 | Long             | DBT              | CORP              | AU        |   7000000 | PA      | $4893949.34   | 0.05%             | 2027-05-10      | Fixed         | 4.95%                 | No            | 2                  | On Loan: No      |
| NOVO NORDISK FINANCE NL                    | Novo Nordisk Finance Netherlands BV                                            | CUSIP: 000000000<br>LEI: 549300X0PCJ6M2JZQW91 | Long             | DBT              | CORP              | NL        |   2300000 | PA      | $2773166.41   | 0.03%             | 2029-01-21      | Fixed         | 3.13%                 | No            | 2                  | On Loan: No      |
| CPPIB CAPITAL INC                          | CPPIB Capital, Inc.                                                            | CUSIP: 000000000<br>LEI: 549300KW9NB55HTDK075 | Long             | DBT              | NUSS              | CA        | 101418000 | PA      | $122934896.10 | 1.30%             | 2029-06-11      | Fixed         | 3.13%                 | No            | 2                  | On Loan: No      |
| EUROPEAN UNION                             | European Union                                                                 | CUSIP: 000000000<br>LEI: 529900FZRK8FGMPEOM08 | Long             | DBT              | NUSS              | XX        |  21300000 | PA      | $25661860.31  | 0.27%             | 2029-10-05      | Fixed         | 2.88%                 | No            | 2                  | On Loan: No      |
| COMMONWEALTH BANK AUST                     | Commonwealth Bank of Australia                                                 | CUSIP: 000000000<br>LEI: MSFSBD3QN1GSN7Q6C537 | Long             | DBT              | CORP              | AU        |  60350000 | PA      | $42193254.94  | 0.44%             | 2027-07-22      | Floating      | 4.43%                 | No            | 2                  | On Loan: No      |
| Finland Government Bonds                   | Finland Government Bonds                                                       | CUSIP: 000000000<br>LEI: 743700M6Y2OQRVSBRD14 | Long             | DBT              | NUSS              | FI        |  13500000 | PA      | $16034054.91  | 0.17%             | 2030-04-15      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| KFW                                        | Kreditanstalt fuer Wiederaufbau                                                | CUSIP: 000000000<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |  21000000 | PA      | $24882340.38  | 0.26%             | 2029-10-04      | Fixed         | 2.38%                 | No            | 2                  | On Loan: No      |
| KUNTARAHOITUS OYJ                          | Kuntarahoitus OYJ                                                              | CUSIP: 000000000<br>LEI: 529900HEKOENJHPNN480 | Long             | DBT              | NUSS              | FI        |  29631000 | PA      | $35199918.42  | 0.37%             | 2029-08-29      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| MACQUARIE BANK LTD                         | Macquarie Bank Ltd.                                                            | CUSIP: 000000000<br>LEI: 4ZHCHI4KYZG2WVRT8631 | Long             | DBT              | CORP              | AU        |   1800000 | PA      | $2164309.37   | 0.02%             | 2029-09-17      | Fixed         | 3.20%                 | No            | 2                  | On Loan: No      |
| WESTPAC BANKING CORP                       | Westpac Banking Corp.                                                          | CUSIP: 000000000<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |  49300000 | PA      | $34541195.73  | 0.36%             | 2029-09-19      | Floating      | 4.58%                 | No            | 2                  | On Loan: No      |
| NATIONAL AUSTRALIA BANK                    | National Australia Bank Ltd.                                                   | CUSIP: 000000000<br>LEI: F8SB4JFBSYQFRQEH3Z21 | Long             | DBT              | CORP              | AU        |  62100000 | PA      | $43403781.46  | 0.46%             | 2027-10-18      | Floating      | 4.43%                 | No            | 2                  | On Loan: No      |
| FLEMISH COMMUNITY                          | Ministeries Van de Vlaamse Gemeenschap                                         | CUSIP: 000000000<br>LEI: 9676003JDGYZ0V9FF348 | Long             | DBT              | NUSS              | BE        |   7600000 | PA      | $9054478.24   | 0.10%             | 2029-10-22      | Fixed         | 2.75%                 | No            | 2                  | On Loan: No      |
| NESTLE FINANCE INTL LTD                    | Nestle Finance International Ltd.                                              | CUSIP: 000000000<br>LEI: 0KLLMNHINTFDRMU6DI05 | Long             | DBT              | CORP              | LU        |  11700000 | PA      | $13874396.28  | 0.15%             | 2030-10-28      | Fixed         | 2.63%                 | No            | 2                  | On Loan: No      |
| AUST & NZ BANKING GROUP                    | Australia & New Zealand Banking Group Ltd.                                     | CUSIP: 000000000<br>LEI: JHE42UYNWWTJB8YTTU19 | Long             | DBT              | CORP              | AU        |  23400000 | PA      | $16349344.98  | 0.17%             | 2027-12-15      | Floating      | 4.38%                 | No            | 2                  | On Loan: No      |
| RABOBANK UA/AU                             | Cooperatieve Rabobank UA                                                       | CUSIP: 000000000<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |  31200000 | PA      | $21848662.21  | 0.23%             | 2028-05-26      | Floating      | 4.41%                 | No            | 2                  | On Loan: No      |
| OP CORPORATE BANK PLC                      | OP Corporate Bank PLC                                                          | CUSIP: 000000000<br>LEI: 549300NQ588N7RWKBP98 | Long             | DBT              | CORP              | FI        |  18750000 | PA      | $22369392.33  | 0.24%             | 2029-11-27      | Fixed         | 2.88%                 | No            | 2                  | On Loan: No      |
| NORDIC INVESTMENT BANK                     | Nordic Investment Bank                                                         | CUSIP: 000000000<br>LEI: 213800HYL1S7VAXG6Z48 | Long             | DBT              | NUSS              | XX        |   5400000 | PA      | $5408907.79   | 0.06%             | 2027-10-04      | Floating      | 3.97%                 | No            | 2                  | On Loan: No      |
| LAND NIEDERSACHSEN                         | State of Lower Saxony                                                          | CUSIP: 000000000<br>LEI: 391200ITQQZ7JMHXK080 | Long             | DBT              | NUSS              | DE        |  27256000 | PA      | $32284717.51  | 0.34%             | 2030-01-09      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| COMMONWEALTH BANK AUST                     | Commonwealth Bank of Australia                                                 | CUSIP: 000000000<br>LEI: MSFSBD3QN1GSN7Q6C537 | Long             | DBT              | CORP              | AU        |   5500000 | PA      | $3854552.63   | 0.04%             | 2030-01-09      | Floating      | 4.58%                 | No            | 2                  | On Loan: No      |
| LAND NORDRHEIN-WESTFALEN                   | State of North Rhine-Westphalia                                                | CUSIP: 000000000<br>LEI: 529900VWPV1LPOHGJ702 | Long             | DBT              | NUSS              | DE        |  38600000 | PA      | $45949197.81  | 0.48%             | 2030-01-15      | Fixed         | 2.65%                 | No            | 2                  | On Loan: No      |
| ABN AMRO BANK NV                           | ABN AMRO Bank NV                                                               | CUSIP: 000000000<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | DBT              | CORP              | NL        |  44400000 | PA      | $53481458.96  | 0.56%             | 2030-01-21      | Fixed         | 3.13%                 | No            | 2                  | On Loan: No      |
| KUNTARAHOITUS OYJ                          | Kuntarahoitus OYJ                                                              | CUSIP: 000000000<br>LEI: 529900HEKOENJHPNN480 | Long             | DBT              | NUSS              | FI        |  75047000 | PA      | $89398269.96  | 0.94%             | 2029-12-14      | Fixed         | 2.63%                 | No            | 2                  | On Loan: No      |
| CAISSE D'AMORT DETTE SOC                   | Caisse d'Amortissement de la Dette Sociale                                     | CUSIP: 000000000<br>LEI: 969500P04DQJS4BPM574 | Long             | DBT              | NUSS              | FR        |  52300000 | PA      | $62593122.66  | 0.66%             | 2030-05-25      | Fixed         | 2.88%                 | No            | 2                  | On Loan: No      |
| EUROPEAN INVESTMENT BANK                   | European Investment Bank                                                       | CUSIP: 000000000<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        | 136100000 | PA      | $161025680.27 | 1.70%             | 2030-05-15      | Fixed         | 2.38%                 | No            | 2                  | On Loan: No      |
| LAND SACHSEN-ANHALT                        | State of Saxony-Anhalt                                                         | CUSIP: 000000000<br>LEI: 529900LA98JTSA1MF831 | Long             | DBT              | NUSS              | DE        |  49847000 | PA      | $58897293.55  | 0.62%             | 2030-02-13      | Fixed         | 2.45%                 | No            | 2                  | On Loan: No      |
| AUST & NZ BANKING GROUP                    | Australia & New Zealand Banking Group Ltd.                                     | CUSIP: 000000000<br>LEI: JHE42UYNWWTJB8YTTU19 | Long             | DBT              | CORP              | AU        |  21800000 | PA      | $15243433.59  | 0.16%             | 2028-02-18      | Floating      | 4.33%                 | No            | 2                  | On Loan: No      |
| JOHNSON & JOHNSON                          | Johnson & Johnson                                                              | CUSIP: 000000000<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |   4968000 | PA      | $5927651.03   | 0.06%             | 2029-02-26      | Fixed         | 2.70%                 | No            | 2                  | On Loan: No      |
| LAND BADEN-WUERTTEMBERG                    | Land Baden-Wuerttemberg                                                        | CUSIP: 000000000<br>LEI: 5299005LOAAELUENZ090 | Long             | DBT              | NUSS              | DE        |   9700000 | PA      | $11553426.98  | 0.12%             | 2030-03-12      | Fixed         | 2.63%                 | No            | 2                  | On Loan: No      |
| LAND NIEDERSACHSEN                         | State of Lower Saxony                                                          | CUSIP: 000000000<br>LEI: 391200ITQQZ7JMHXK080 | Long             | DBT              | NUSS              | DE        |  99423000 | PA      | $118984246.29 | 1.25%             | 2030-03-25      | Fixed         | 2.75%                 | No            | 2                  | On Loan: No      |
| BAYERISCHE LANDESBODEN                     | Bayerische Landesbodenkreditanstalt                                            | CUSIP: 000000000<br>LEI: 5299005GH66DVCCLC652 | Long             | DBT              | CORP              | DE        |  31000000 | PA      | $36436215.75  | 0.38%             | 2030-05-07      | Fixed         | 2.38%                 | No            | 2                  | On Loan: No      |
| ALPHABET INC                               | Alphabet, Inc.                                                                 | CUSIP: 000000000<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |  30572000 | PA      | $36142790.15  | 0.38%             | 2029-05-06      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| INVESTITIONSBANK BERLIN                    | Investitionsbank Berlin                                                        | CUSIP: 000000000<br>LEI: 529900OBCZMX3TFA0673 | Long             | DBT              | CORP              | DE        |  29500000 | PA      | $34790772.26  | 0.37%             | 2030-05-20      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| BNG BANK NV                                | BNG Bank NV                                                                    | CUSIP: 000000000<br>LEI: 529900GGYMNGRQTDOO93 | Long             | DBT              | NUSS              | NL        | 110666000 | PA      | $130967497.48 | 1.38%             | 2030-05-21      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| NEDER WATERSCHAPSBANK                      | Nederlandse Waterschapsbank NV                                                 | CUSIP: 000000000<br>LEI: JLP5FSPH9WPSHY3NIM24 | Long             | DBT              | NUSS              | NL        | 117604000 | PA      | $139058588.58 | 1.47%             | 2030-05-22      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| SIEMENS FINANCIERINGSMAT                   | Siemens Financieringsmaatschappij NV                                           | CUSIP: 000000000<br>LEI: TAFO772JB70PDRN5VS48 | Long             | DBT              | CORP              | NL        |  37700000 | PA      | $44838001.26  | 0.47%             | 2029-05-27      | Fixed         | 2.63%                 | No            | 2                  | On Loan: No      |
| INTL DEVELOPMENT ASSOC                     | International Development Association                                          | CUSIP: 000000000<br>LEI: P41R60HC414IWQA1XW02 | Long             | DBT              | NUSS              | XX        |  67600000 | PA      | $80015630.21  | 0.84%             | 2030-05-28      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| NOVO NORDISK FINANCE NL                    | Novo Nordisk Finance Netherlands BV                                            | CUSIP: 000000000<br>LEI: 549300X0PCJ6M2JZQW91 | Long             | DBT              | CORP              | NL        |  30144000 | PA      | $35855368.51  | 0.38%             | 2030-08-27      | Fixed         | 2.88%                 | No            | 2                  | On Loan: No      |
| LAND BERLIN                                | Land Berlin                                                                    | CUSIP: 000000000<br>LEI: 529900Y6Q7R44JF7XX56 | Long             | DBT              | NUSS              | DE        |  51047000 | PA      | $60107749.47  | 0.63%             | 2030-06-04      | Fixed         | 2.38%                 | No            | 2                  | On Loan: No      |
| ABN AMRO BANK NV                           | ABN AMRO Bank NV                                                               | CUSIP: 000000000<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | DBT              | CORP              | NL        |  55200000 | PA      | $65766394.55  | 0.69%             | 2029-06-04      | Fixed         | 2.75%                 | No            | 2                  | On Loan: No      |
| SANOFI SA                                  | Sanofi SA                                                                      | CUSIP: 000000000<br>LEI: 549300E9PC51EN656011 | Long             | DBT              | CORP              | FR        |  11600000 | PA      | $13748632.79  | 0.14%             | 2029-06-23      | Fixed         | 2.63%                 | No            | 2                  | On Loan: No      |
| FREIE HANSESTADT HAMBURG                   | Free & Hanseatic City of Hamburg                                               | CUSIP: 000000000<br>LEI: 5299005PBRMP33GHX798 | Long             | DBT              | NUSS              | DE        |  23400000 | PA      | $27660878.18  | 0.29%             | 2029-09-25      | Fixed         | 2.38%                 | No            | 2                  | On Loan: No      |
| EXPORT DEVELOPMNT CANADA                   | Export Development Canada                                                      | CUSIP: 000000000<br>LEI: Z6MHCSLXHKYG4B6PHW02 | Long             | DBT              | NUSS              | CA        |  10000000 | PA      | $5978257.57   | 0.06%             | 2030-08-08      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| FINNVERA PLC                               | Finnvera OYJ                                                                   | CUSIP: 000000000<br>LEI: 743700T69OBBJO7TCA15 | Long             | DBT              | NUSS              | FI        |    737000 | PA      | $864941.60    | 0.01%             | 2030-10-29      | Fixed         | 2.38%                 | No            | 2                  | On Loan: No      |
| L'OREAL SA                                 | L'Oreal SA                                                                     | CUSIP: 000000000<br>LEI: 529900JI1GG6F7RKVI53 | Long             | DBT              | CORP              | FR        |  24400000 | PA      | $28934400.65  | 0.30%             | 2030-11-19      | Fixed         | 2.75%                 | No            | 2                  | On Loan: No      |
| CPPIB CAPITAL INC                          | CPPIB Capital, Inc.                                                            | CUSIP: 12593CBA8<br>LEI: 549300KW9NB55HTDK075 | Long             | DBT              | NUSS              | CA        | 131900000 | PA      | $97899412.48  | 1.03%             | 2030-12-02      | Fixed         | 3.35%                 | No            | 2                  | On Loan: No      |
| EUROPEAN INVESTMENT BANK                   | European Investment Bank                                                       | CUSIP: 000000000<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |  43300000 | PA      | $54525560.66  | 0.57%             | 2030-04-15      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| PROVINCE OF ALBERTA                        | Province of Alberta                                                            | CUSIP: 01306ZCV1<br>LEI: LQPXMHHNJKIPJYE53543 | Long             | DBT              | NUSS              | CA        |  14700000 | PA      | $10801231.59  | 0.11%             | 2029-09-20      | Fixed         | 2.90%                 | No            | 2                  | On Loan: No      |
| REGION OF ILE DE FRANCE                    | Region of Ile de France                                                        | CUSIP: 000000000<br>LEI: 969500X7E3U7ZNH95E23 | Long             | DBT              | NUSS              | FR        |  10800000 | PA      | $12371779.42  | 0.13%             | 2029-03-14      | Fixed         | 1.38%                 | No            | 2                  | On Loan: No      |
| NESTLE FINANCE INTL LTD                    | Nestle Finance International Ltd.                                              | CUSIP: 000000000<br>LEI: 0KLLMNHINTFDRMU6DI05 | Long             | DBT              | CORP              | LU        |  10389000 | PA      | $11793235.66  | 0.12%             | 2029-11-02      | Fixed         | 1.25%                 | No            | 2                  | On Loan: No      |
| LAND NIEDERSACHSEN                         | State of Lower Saxony                                                          | CUSIP: 000000000<br>LEI: 391200ITQQZ7JMHXK080 | Long             | DBT              | NUSS              | DE        |   6010000 | PA      | $6495967.29   | 0.07%             | 2030-01-10      | Fixed         | 0.13%                 | No            | 2                  | On Loan: No      |
| BPIFRANCE SACA                             | Bpifrance SACA                                                                 | CUSIP: 000000000<br>LEI: 969500STN7T9MRUMJ267 | Long             | DBT              | NUSS              | FR        |    100000 | PA      | $107863.95    | 0.00%             | 2029-09-26      | Fixed         | 0.05%                 | No            | 2                  | On Loan: No      |
| Kingdom of Belgium Government Bonds        | Kingdom of Belgium Government Bonds                                            | CUSIP: 000000000<br>LEI: 549300SZ25JZFHRHWD76 | Long             | DBT              | NUSS              | BE        | 262960000 | PA      | $280755221.63 | 2.96%             | 2030-06-22      | Fixed         | 0.10%                 | No            | 2                  | On Loan: No      |
| EUROPEAN INVESTMENT BANK                   | European Investment Bank                                                       | CUSIP: 000000000<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |  21500000 | PA      | $23251946.49  | 0.25%             | 2030-01-16      | Fixed         | 0.05%                 | No            | 2                  | On Loan: No      |
| PROVINCE OF QUEBEC                         | Province of Quebec                                                             | CUSIP: 74814ZFF5<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |  86600000 | PA      | $62290435.87  | 0.66%             | 2029-09-01      | Fixed         | 2.30%                 | No            | 2                  | On Loan: No      |
| LANDWIRTSCH. RENTENBANK                    | Landwirtschaftliche Rentenbank                                                 | CUSIP: 000000000<br>LEI: 529900Z3J0N6S0F7CT25 | Long             | DBT              | CORP              | DE        |  26288000 | PA      | $28393251.14  | 0.30%             | 2029-11-27      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| BNG BANK NV                                | BNG Bank NV                                                                    | CUSIP: 000000000<br>LEI: 529900GGYMNGRQTDOO93 | Long             | DBT              | NUSS              | NL        |  59300000 | PA      | $64028031.24  | 0.67%             | 2030-01-15      | Fixed         | 0.10%                 | No            | 2                  | On Loan: No      |
| COUNCIL OF EUROPE                          | Council of Europe Development Bank                                             | CUSIP: 000000000<br>LEI: 549300UYNXMI821WYG82 | Long             | DBT              | NUSS              | XX        |   4400000 | PA      | $4738230.14   | 0.05%             | 2030-01-21      | Fixed         | 0.05%                 | No            | 2                  | On Loan: No      |
| ASIAN DEVELOPMENT BANK                     | Asian Development Bank                                                         | CUSIP: 000000000<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | NUSS              | XX        |   3400000 | PA      | $3660173.86   | 0.04%             | 2030-01-31      | Fixed         | 0.03%                 | No            | 2                  | On Loan: No      |
| KFW                                        | Kreditanstalt fuer Wiederaufbau                                                | CUSIP: 000000000<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |  75299000 | PA      | $79718403.56  | 0.84%             | 2030-09-17      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| Netherlands Government Bonds               | Netherlands Government Bonds                                                   | CUSIP: 000000000<br>LEI: 254900G14ALGVKORFN62 | Long             | DBT              | NUSS              | NL        |  44100000 | PA      | $47020282.28  | 0.50%             | 2030-07-15      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| INTL BK RECON & DEVELOP                    | International Bank for Reconstruction & Development                            | CUSIP: 000000000<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | XX        |  15033000 | PA      | $16147897.83  | 0.17%             | 2030-02-21      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| PROVINCE OF QUEBEC                         | Province of Quebec                                                             | CUSIP: 74814ZFG3<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        | 252300000 | PA      | $176088408.92 | 1.86%             | 2030-09-01      | Fixed         | 1.90%                 | No            | 2                  | On Loan: No      |
| KUNTARAHOITUS OYJ                          | Kuntarahoitus OYJ                                                              | CUSIP: 000000000<br>LEI: 529900HEKOENJHPNN480 | Long             | DBT              | NUSS              | FI        |  24568000 | PA      | $29816719.92  | 0.31%             | 2030-07-29      | Fixed         | 3.13%                 | No            | 2                  | On Loan: No      |
| UNITED OVERSEAS BANK/SYD                   | United Overseas Bank Ltd.                                                      | CUSIP: 000000000<br>LEI: IO66REGK3RCBAMA8HR66 | Long             | DBT              | CORP              | SG        |   5600000 | PA      | $3912468.78   | 0.04%             | 2027-04-16      | Floating      | 4.45%                 | No            | 2                  | On Loan: No      |
| UNITED OVERSEAS BANK/SYD                   | United Overseas Bank Ltd.                                                      | CUSIP: 000000000<br>LEI: IO66REGK3RCBAMA8HR66 | Long             | DBT              | CORP              | SG        |  20000000 | PA      | $13943856.07  | 0.15%             | 2027-04-16      | Fixed         | 4.67%                 | No            | 2                  | On Loan: No      |
| EUROFIMA                                   | Eurofima Europaeische Gesellschaft fuer die Finanzierung von Eisenbahnmaterial | CUSIP: 000000000<br>LEI: 4S66HJ5RNB5ZWG9YW219 | Long             | DBT              | NUSS              | XX        |   9736000 | PA      | $10353556.08  | 0.11%             | 2030-05-20      | Fixed         | 0.10%                 | No            | 2                  | On Loan: No      |
| NEW ZEALAND GOVERNMENT                     | New Zealand Government Bonds                                                   | CUSIP: 000000000<br>LEI: 549300237GPHG2AI7C34 | Long             | DBT              | NUSS              | NZ        | 398300000 | PA      | $245768626.26 | 2.59%             | 2030-05-15      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| NESTLE FINANCE INTL LTD                    | Nestle Finance International Ltd.                                              | CUSIP: 000000000<br>LEI: 0KLLMNHINTFDRMU6DI05 | Long             | DBT              | CORP              | LU        |   3250000 | PA      | $3699774.17   | 0.04%             | 2030-04-01      | Fixed         | 1.50%                 | No            | 2                  | On Loan: No      |
| KFW                                        | Kreditanstalt fuer Wiederaufbau                                                | CUSIP: 000000000<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |  24100000 | PA      | $29338130.08  | 0.31%             | 2030-06-07      | Fixed         | 3.13%                 | No            | 2                  | On Loan: No      |
| CANADIAN GOVERNMENT                        | Canada Government Bonds                                                        | CUSIP: 135087R22<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |  88100000 | PA      | $64691209.19  | 0.68%             | 2026-02-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| CANADIAN GOVERNMENT                        | Canada Government Bonds                                                        | CUSIP: 135087L51<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |   8400000 | PA      | $6159547.61   | 0.06%             | 2026-03-01      | Fixed         | 0.25%                 | No            | 2                  | On Loan: No      |
| DEUTSCHE BAHN AG                           | Deutsche Bahn AG                                                               | CUSIP: 000000000<br>LEI: 52990063S23N13HU4E98 | Long             | DBT              | CORP              | DE        |   8800000 | PA      | $9712596.59   | 0.10%             | 2029-06-23      | Fixed         | 0.38%                 | No            | 2                  | On Loan: No      |
| BRITISH COLUMBIA PROV OF                   | Province of British Columbia                                                   | CUSIP: 110709GH9<br>LEI: 54930058TO7MEKUHWL16 | Long             | DBT              | NUSS              | CA        |   4780000 | PA      | $3530000.07   | 0.04%             | 2028-12-18      | Fixed         | 2.95%                 | No            | 2                  | On Loan: No      |
| ONTARIO (PROVINCE OF)                      | Province of Ontario                                                            | CUSIP: 68333ZAH0<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        | 153000000 | PA      | $107938794.84 | 1.14%             | 2030-06-02      | Fixed         | 2.05%                 | No            | 2                  | On Loan: No      |
| NATIONAL AUSTRALIA BANK                    | National Australia Bank Ltd.                                                   | CUSIP: 000000000<br>LEI: F8SB4JFBSYQFRQEH3Z21 | Long             | DBT              | CORP              | AU        |  11506000 | PA      | $7877360.21   | 0.08%             | 2027-02-25      | Fixed         | 2.90%                 | No            | 2                  | On Loan: No      |
| Canada Government Bonds                    | Canada Government Bonds                                                        | CUSIP: 135087L44<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |  33300000 | PA      | $21770640.77  | 0.23%             | 2030-12-01      | Fixed         | 0.50%                 | No            | 2                  | On Loan: No      |
| KUNTARAHOITUS OYJ                          | Kuntarahoitus OYJ                                                              | CUSIP: 000000000<br>LEI: 529900HEKOENJHPNN480 | Long             | DBT              | NUSS              | FI        |   2014000 | PA      | $2115458.32   | 0.02%             | 2030-10-14      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| AUST & NZ BANKING GROUP                    | Australia & New Zealand Banking Group Ltd.                                     | CUSIP: 000000000<br>LEI: JHE42UYNWWTJB8YTTU19 | Long             | DBT              | CORP              | AU        |    710000 | PA      | $497825.02    | 0.01%             | 2027-05-12      | Floating      | 4.60%                 | No            | 2                  | On Loan: No      |
| EFSF                                       | European Financial Stability Facility                                          | CUSIP: 000000000<br>LEI: 222100OW6UHQXNHKN143 | Long             | DBT              | NUSS              | LU        |   1029000 | PA      | $1108125.13   | 0.01%             | 2030-03-18      | Fixed         | 0.13%                 | No            | 2                  | On Loan: No      |
| LVMH MOET HENNESSY VUITT                   | LVMH Moet Hennessy Louis Vuitton SE                                            | CUSIP: 000000000<br>LEI: IOG4E947OATN0KJYSD45 | Long             | DBT              | CORP              | FR        |   4900000 | PA      | $5821657.49   | 0.06%             | 2029-03-07      | Fixed         | 2.63%                 | No            | 2                  | On Loan: No      |
| EUROCLEAR HOLDING SA                       | Euroclear Holding NV                                                           | CUSIP: 000000000<br>LEI: 549300IQZVZ949N37S44 | Long             | DBT              | CORP              | BE        |   3600000 | PA      | $4022695.50   | 0.04%             | 2030-04-11      | Fixed         | 1.50%                 | No            | 2                  | On Loan: No      |
| LVMH MOET HENNESSY VUITT                   | LVMH Moet Hennessy Louis Vuitton SE                                            | CUSIP: 000000000<br>LEI: IOG4E947OATN0KJYSD45 | Long             | DBT              | CORP              | FR        |  33000000 | PA      | $40140282.28  | 0.42%             | 2030-02-05      | Fixed         | 3.38%                 | No            | 2                  | On Loan: No      |
| EUROPEAN UNION                             | European Union                                                                 | CUSIP: 000000000<br>LEI: 529900FZRK8FGMPEOM08 | Long             | DBT              | NUSS              | XX        | 226850000 | PA      | $261232994.68 | 2.75%             | 2029-12-04      | Fixed         | 1.63%                 | No            | 2                  | On Loan: No      |
| EUROPEAN INVESTMENT BANK                   | European Investment Bank                                                       | CUSIP: 000000000<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |   7300000 | PA      | $7648325.74   | 0.08%             | 2031-01-14      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| NRW.BANK                                   | NRW Bank                                                                       | CUSIP: 000000000<br>LEI: 52990002O5KK6XOGJ020 | Long             | DBT              | CORP              | DE        |  55500000 | PA      | $59820119.83  | 0.63%             | 2030-02-04      | Fixed         | 0.13%                 | No            | 2                  | On Loan: No      |
| BNG BANK NV                                | BNG Bank NV                                                                    | CUSIP: 000000000<br>LEI: 529900GGYMNGRQTDOO93 | Long             | DBT              | NUSS              | NL        |  34100000 | PA      | $41192301.85  | 0.43%             | 2030-04-23      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| PSP CAPITAL INC                            | PSP Capital, Inc.                                                              | CUSIP: 69363TAS1<br>LEI: 549300B456N0WEIC5249 | Long             | DBT              | NUSS              | CA        | 106800000 | PA      | $80587272.79  | 0.85%             | 2029-06-15      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| BRITISH COLUMBIA PROV OF                   | Province of British Columbia                                                   | CUSIP: 110709GK2<br>LEI: 54930058TO7MEKUHWL16 | Long             | DBT              | NUSS              | CA        |  48500000 | PA      | $34436015.13  | 0.36%             | 2030-06-18      | Fixed         | 2.20%                 | No            | 2                  | On Loan: No      |
| ALLIANZ FINANCE II B.V.                    | Allianz Finance II BV                                                          | CUSIP: 000000000<br>LEI: 529900C9NVPTCPDI1D65 | Long             | DBT              | CORP              | NL        |  23400000 | PA      | $28451351.74  | 0.30%             | 2029-12-04      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| AUTOBAHN SCHNELL AG                        | Autobahnen- und Schnell- strassen-Finanzierungs AG                             | CUSIP: 000000000<br>LEI: 529900B2JGN28UCEQ136 | Long             | DBT              | NUSS              | AT        |   9000000 | PA      | $10657442.42  | 0.11%             | 2030-03-25      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| LVMH MOET HENNESSY VUITT                   | LVMH Moet Hennessy Louis Vuitton SE                                            | CUSIP: 000000000<br>LEI: IOG4E947OATN0KJYSD45 | Long             | DBT              | CORP              | FR        |  16500000 | PA      | $19988426.51  | 0.21%             | 2029-09-07      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| EUROPEAN INVESTMENT BANK                   | European Investment Bank                                                       | CUSIP: 000000000<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |   5000000 | PA      | $5897659.53   | 0.06%             | 2029-12-14      | Fixed         | 2.25%                 | No            | 2                  | On Loan: No      |
| DEUTSCHE BOERSE AG                         | Deutsche Boerse AG                                                             | CUSIP: 000000000<br>LEI: 529900G3SW56SHYNPR95 | Long             | DBT              | CORP              | DE        |   8500000 | PA      | $10443615.42  | 0.11%             | 2029-09-28      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| DBS BANK LTD/AUSTRALIA                     | DBS Bank Ltd.                                                                  | CUSIP: 000000000<br>LEI: ATUEL7OJR5057F2PV266 | Long             | DBT              | CORP              | SG        |  17000000 | PA      | $11880807.13  | 0.13%             | 2027-02-26      | Floating      | 4.43%                 | No            | 2                  | On Loan: No      |
| DBS BANK LTD/AUSTRALIA                     | DBS Bank Ltd.                                                                  | CUSIP: 000000000<br>LEI: ATUEL7OJR5057F2PV266 | Long             | DBT              | CORP              | SG        |    700000 | PA      | $488771.00    | 0.01%             | 2028-02-21      | Floating      | 4.32%                 | No            | 2                  | On Loan: No      |
| EFSF                                       | European Financial Stability Facility                                          | CUSIP: 000000000<br>LEI: 222100OW6UHQXNHKN143 | Long             | DBT              | NUSS              | LU        | 241470000 | PA      | $287647751.08 | 3.03%             | 2030-05-07      | Fixed         | 2.63%                 | No            | 2                  | On Loan: No      |
| CANADIAN GOVERNMENT                        | Canada Government Bonds                                                        | CUSIP: 135087T38<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |  25000000 | PA      | $18218705.25  | 0.19%             | 2030-09-01      | Fixed         | 2.75%                 | No            | 2                  | On Loan: No      |
| UNITED OVERSEAS BANK/SYD                   | United Overseas Bank Ltd.                                                      | CUSIP: 000000000<br>LEI: IO66REGK3RCBAMA8HR66 | Long             | DBT              | CORP              | SG        |  15500000 | PA      | $10815015.26  | 0.11%             | 2028-02-28      | Floating      | 4.31%                 | No            | 2                  | On Loan: No      |
| AFRICAN DEVELOPMENT BANK                   | African Development Bank                                                       | CUSIP: 000000000<br>LEI: 549300LNCLMO3ITVCU07 | Long             | DBT              | NUSS              | XX        |  11000000 | PA      | $7528179.55   | 0.08%             | 2027-07-27      | Fixed         | 3.30%                 | No            | 2                  | On Loan: No      |
| CDP FINANCIAL INC                          | CDP Financial, Inc.                                                            | CUSIP: 000000000<br>LEI: 549300OXMGVYFCBFV096 | Long             | DBT              | NUSS              | CA        |  30200000 | PA      | $22911101.97  | 0.24%             | 2029-09-01      | Fixed         | 3.95%                 | No            | 2                  | On Loan: No      |
| CDP FINANCIAL INC                          | CDP Financial, Inc.                                                            | CUSIP: 000000000<br>LEI: 549300OXMGVYFCBFV096 | Long             | DBT              | NUSS              | CA        |  13900000 | PA      | $13902583.59  | 0.15%             | 2026-02-13      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| CDP FINANCIAL INC                          | CDP Financial, Inc.                                                            | CUSIP: 000000000<br>LEI: 549300OXMGVYFCBFV096 | Long             | DBT              | NUSS              | CA        | 121900000 | PA      | $93630193.52  | 0.99%             | 2030-12-02      | Fixed         | 4.20%                 | No            | 2                  | On Loan: No      |
| PSP CAPITAL INC                            | PSP Capital, Inc.                                                              | CUSIP: 000000000<br>LEI: 549300B456N0WEIC5249 | Long             | DBT              | NUSS              | CA        |  45300000 | PA      | $35160771.12  | 0.37%             | 2030-12-02      | Fixed         | 4.40%                 | No            | 2                  | On Loan: No      |
| NESTLE HOLDINGS INC                        | Nestle Holdings, Inc.                                                          | CUSIP: 000000000<br>LEI: 549300EAEU8YV8MQXP30 | Long             | DBT              | CORP              | US        |  33800000 | PA      | $24242467.59  | 0.26%             | 2029-01-26      | Fixed         | 2.19%                 | No            | 2                  | On Loan: No      |

### Signature

**Date Signed:** 2026-02-26

**Name of Applicant:** DFA INVESTMENT DIMENSIONS GROUP INC

**Signature:** Randy Olson

**Name of Signer:** Randy Olson

**Title:** Vice President